MRCI Logo
MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Mon December 19, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111219 1137.25 1148.75 1131.75 1137.00 +7.00 85,020 132,975 -10,468
Mar12 111219 1144.50 1158.25 1141.50 1146.75 +7.25 52,790 172,413 +7,433
May12 111219 1156.00 1168.25 1153.00 1157.25 +7.00 14,188 92,599 -1,072
Jul12 111219 1165.75 1177.75 1162.25 1167.25 +7.50 18,953 79,635 +1,894
Aug12 111219 1160.00 1171.25 1158.00 1165.25 +7.25 142 1,147 -18
Sep12 111219 1168.50 1168.50 1153.00 1159.75 +6.75 57 923 +23
Nov12 111219 1153.00 1168.00 1153.00 1158.25 +7.75 3,726 54,271 +90
Total Volume and Open Interest 175,176 551,494 -2,077
Soybean Meal(CBOT)
Jan12 111219 290.10 294.30 289.60 293.00 +2.70 27,192 49,357 -6,399
Mar12 111219 293.50 298.40 293.00 296.50 +3.00 18,474 65,242 +5,512
May12 111219 298.90 301.10 296.90 299.90 +2.90 2,843 28,973 +296
Jul12 111219 300.50 304.90 300.30 303.70 +2.80 3,390 29,944 +443
Aug12 111219 305.00 306.00 304.30 305.00 +2.90 341 5,085 -57
Sep12 111219 305.50 306.40 304.60 305.30 +2.90 230 5,418 +50
Oct12 111219 300.00 305.00 300.00 304.10 +3.40 113 3,422 +38
Dec12 111219 303.40 306.00 301.40 305.00 +3.60 1,519 18,631 +414
Total Volume and Open Interest 54,134 211,617 +319
Soybean Oil(CBOT)
Jan12 111219 49.75 50.05 49.05 49.05 -0.50 45,615 70,033 -5,592
Mar12 111219 50.22 50.44 49.40 49.42 -0.51 24,669 123,049 +4,242
May12 111219 50.57 50.79 49.82 49.82 -0.49 4,902 49,785 +889
Jul12 111219 50.93 51.10 50.12 50.12 -0.50 3,209 35,597 +627
Aug12 111219 51.01 51.05 50.20 50.20 -0.48 103 4,384 +4
Sep12 111219 51.07 51.14 50.23 50.23 -0.48 53 5,023 +10
Oct12 111219 50.60 50.60 50.07 50.07 -0.49 113 5,096 +23
Dec12 111219 50.50 50.89 49.90 49.90 -0.51 1,230 18,207 +144
Total Volume and Open Interest 79,898 311,697 +347
Canola(WCE)
Jan12 111219 506.3 511.2 506.3 507.7 +1.4 7,929 29,254 -5,296
Mar12 111219 508.3 512.0 508.0 508.5 +0.8 9,359 63,589 +4,256
May12 111219 512.0 513.5 511.0 511.4 +0.9 507 15,621 +66
Jul12 111219 512.5 515.7 512.5 513.5 +1.1 494 13,253 +49
Nov12 111219 487.6 494.8 487.6 492.3 +0.7 316 16,417 -26
Total Volume and Open Interest 18,611 138,626 -945
Corn(CBOT)
Mar12 111219 586.25 604.00 584.25 601.00 +18.00 131,715 553,660 -7,784
May12 111219 595.00 612.75 593.00 609.75 +18.00 37,960 168,783 -488
Jul12 111219 601.25 618.75 599.50 616.25 +17.75 28,387 157,564 +1,329
Sep12 111219 568.25 582.75 568.25 581.00 +11.75 1,720 40,141 +513
Dec12 111219 550.00 561.00 547.00 559.00 +11.00 18,326 191,041 +3,743
Mar13 111219 560.50 572.00 560.25 571.00 +10.75 670 35,146 +155
Total Volume and Open Interest 219,500 1,167,593 -2,271
Wheat(CBOT)
Mar12 111219 585.00 603.00 581.75 599.75 +16.00 34,549 173,931 -887
May12 111219 603.50 622.00 602.00 619.00 +15.50 6,822 68,384 +1,027
Jul12 111219 621.50 638.00 617.50 636.00 +16.00 4,836 68,682 +159
Sep12 111219 645.25 655.25 637.25 654.75 +15.25 700 15,280 -120
Dec12 111219 668.00 677.50 658.50 675.75 +13.75 2,762 42,903 +488
Total Volume and Open Interest 49,957 375,072 +764
Wheat(KCBT)
Mar12 111219 640.00 661.00 637.25 658.50 +19.00 6,688 70,950 -71
May12 111219 648.00 669.25 648.00 667.00 +19.00 725 15,704 +0
Jul12 111219 657.75 676.00 656.75 674.50 +19.25 1,495 38,254 +183
Sep12 111219 670.25 689.50 667.75 688.50 +18.25 272 6,463 +0
Dec12 111219 697.00 712.25 690.50 710.00 +18.25 532 7,220 +158
Total Volume and Open Interest 9,726 139,038 +261
Wheat(MGE)
Dec11 111214 850.75 850.75 846.00 846.00 -5.50 7 34 -7
Mar12 111219 812.25 831.00 805.00 827.25 +16.00 1,655 17,449 -253
May12 111219 797.00 808.75 795.00 808.75 +15.00 636 7,884 -22
Jul12 111219 777.50 798.75 777.50 796.00 +12.50 167 7,715 -79
Sep12 111219 752.50 771.75 752.50 766.75 +9.75 380 4,141 -56
Total Volume and Open Interest 3,108 40,156 -499
Oats(CBOT)
Mar12 111219 302.75 308.00 301.25 307.25 +6.00 310 11,014 +2
May12 111219 305.75 311.25 305.25 311.25 +6.00 31 1,518 -3
Jul12 111219 315.00 315.00 310.25 313.50 +3.25 0 116 +0
Sep12 111219 319.25 319.25 316.00 319.25 +3.25 0 7 +0
Total Volume and Open Interest 346 12,807 -1
Rough Rice(CBOT)
Jan12 111219 13.76 13.90 13.63 13.88 +0.19 701 6,785 -301
Mar12 111219 14.02 14.16 13.90 14.15 +0.21 596 8,994 +185
May12 111219 14.34 14.43 14.30 14.43 +0.20 121 969 +66
Jul12 111219 14.57 14.69 14.57 14.69 +0.19 1 612 +1
Total Volume and Open Interest 1,419 17,548 -49
Live Cattle(CME)
Dec11 111219 118.830 121.150 118.785 121.150 +3.000 2,418 11,613 -1,009
Feb12 111219 119.385 121.500 119.200 121.500 +3.000 17,912 129,356 -732
Apr12 111219 122.535 125.000 122.500 124.950 +2.720 6,587 88,977 +1,324
Jun12 111219 121.100 123.250 121.100 123.000 +2.100 5,604 55,348 +1,880
Aug12 111219 122.050 123.850 121.900 123.850 +1.800 1,280 14,293 +174
Oct12 111219 125.135 126.500 124.750 126.500 +1.850 338 7,376 +170
Total Volume and Open Interest 34,502 311,873 +1,750
Feeder Cattle(CME)
Jan12 111219 142.900 145.100 142.735 144.685 +1.635 1,141 9,856 -216
Mar12 111219 145.185 147.950 145.150 147.735 +2.035 1,134 9,522 +119
Apr12 111219 146.400 148.825 146.250 148.735 +1.935 249 3,029 +41
May12 111219 147.535 149.500 147.535 149.450 +1.915 307 3,684 +80
Aug12 111219 149.050 150.900 149.050 150.880 +1.780 182 3,246 +51
Sep12 111219 149.500 150.900 149.300 150.900 +1.825 22 581 +3
Oct12 111219 149.750 151.000 149.550 150.900 +0.900 1 189 +0
Total Volume and Open Interest 3,037 30,130 +79
Lean Hogs(CME)
Feb12 111219 83.200 84.750 83.150 84.350 +1.200 15,133 90,855 -69
Apr12 111219 86.050 87.550 86.000 87.200 +1.300 3,873 62,800 +138
May12 111219 92.200 93.480 92.200 93.430 +1.330 37 2,561 -2
Jun12 111219 92.950 94.450 92.850 94.300 +1.750 2,514 46,673 +136
Jul12 111219 92.180 93.830 92.180 93.450 +1.665 481 13,457 +121
Aug12 111219 90.850 92.600 90.850 92.500 +1.570 534 13,935 +6
Oct12 111219 80.850 82.450 80.850 82.385 +1.535 372 8,959 -11
Dec12 111219 76.830 78.100 76.830 77.900 +1.050 588 3,547 +44
Total Volume and Open Interest 23,536 243,453 +361
Class III Milk(CME)
Dec11 111219 18.70 18.74 18.66 18.71 +0.05 156 5,850 +104
Jan12 111219 17.05 17.36 17.05 17.30 +0.21 301 5,011 -25
Feb12 111219 17.26 17.50 17.26 17.34 +0.08 93 4,199 +23
Mar12 111219 17.12 17.22 17.07 17.19 +0.07 84 3,441 +34
Apr12 111219 16.97 17.00 16.92 16.99 +0.02 25 2,532 +9
Total Volume and Open Interest 795 33,627 +162
Cocoa(ICE)
Mar12 111219 2090 2130 2065 2070 -31 9,619 80,673 -104
May12 111219 2097 2145 2085 2090 -31 1,643 35,879 +369
Jul12 111219 2112 2154 2100 2105 -30 770 16,544 +126
Sep12 111219 2134 2134 2118 2119 -29 951 14,816 +464
Dec12 111219 2140 2180 2134 2135 -30 221 14,078 +52
Mar13 111219 2162 2170 2153 2158 -23 106 4,784 +14
May13 111219 2185 2195 2175 2180 -18 31 2,424 +26
Total Volume and Open Interest 13,341 169,949 +947
Coffee "C"(ICE)
Dec11 111219 215.30 215.30 215.30 215.30 +4.35 1 39 -18
Mar12 111219 216.10 219.95 212.35 219.45 +4.35 7,155 56,898 -9
May12 111219 218.90 222.30 215.25 222.10 +4.25 1,366 24,892 +25
Jul12 111219 220.45 224.95 217.65 224.60 +4.15 806 7,348 +163
Sep12 111219 220.00 226.75 220.00 226.50 +3.95 296 6,292 +90
Dec12 111219 222.30 228.60 222.30 228.60 +3.80 167 6,957 +58
Total Volume and Open Interest 9,823 103,684 +321
Orange Juice(ICE)
Jan12 111219 167.25 173.20 165.85 166.90 -0.15 2,207 11,288 -1,507
Mar12 111219 164.25 170.00 162.85 164.10 +0.45 1,807 12,833 +1,244
May12 111219 166.00 166.00 163.00 163.00 +0.25 3 1,776 +0
Jul12 111219 165.00 165.00 162.90 162.90 +0.25 0 757 +0
Sep12 111219 162.75 162.75 162.75 162.75 +0.45 0 58 +0
Nov12 111219 161.10 161.10 161.10 161.10 +0.45 0 13 +0
Total Volume and Open Interest 4,017 26,734 -263
Sugar #11(ICE)
Mar12 111219 23.08 23.18 22.78 23.09 +0.01 29,439 217,368 +409
May12 111219 22.63 22.82 22.38 22.74 +0.05 9,039 90,205 +488
Jul12 111219 22.35 22.56 22.11 22.49 +0.08 6,630 94,416 +729
Oct12 111219 22.57 22.87 22.55 22.79 +0.08 2,646 51,219 +625
Mar13 111219 23.05 23.32 23.04 23.26 +0.06 1,459 32,044 +345
Total Volume and Open Interest 50,713 534,841 +2,832
London Cocoa(LCE)
Mar12 111219 1359 1379 1340 1343 -26 6,596 82,238 +476
May12 111219 1378 1391 1359 1362 -25 1,564 22,300 -307
Jul12 111219 1394 1409 1376 1378 -26 1,427 28,640 +238
Sep12 111219 1412 1422 1389 1392 -26 1,862 20,146 +156
Dec12 111219 1420 1431 1399 1402 -26 683 14,908 +341
Mar13 111219 1420 1432 1413 1413 -26 292 8,691 +225
May13 111219 1429 1444 1422 1422 -26 70 2,042 +17
Total Volume and Open Interest 12,494 180,009 +1,146
London Sugar(LCE)
Mar12 111219 600.10 603.30 596.70 599.40 -0.30 3,552 24,328 -415
May12 111219 591.40 595.60 589.40 592.50 +1.50 650 8,177 +221
Aug12 111219 585.40 588.70 583.00 587.10 +2.20 411 10,452 +167
Oct12 111219 586.80 592.20 586.70 589.80 +2.00 135 3,964 +38
Dec12 111219 592.20 596.20 591.80 593.80 +1.90 54 1,523 +37
Total Volume and Open Interest 4,811 49,737 +51
Cotton(ICE)
Mar12 111219 86.24 87.50 85.90 87.09 +0.80 6,627 93,201 +212
May12 111219 85.90 86.95 85.50 86.72 +0.79 1,069 23,827 +235
Jul12 111219 86.11 86.71 85.40 86.60 +0.82 574 20,402 +63
Oct12 111219 88.00 88.00 88.00 88.00 +1.72 5 82 -2
Dec12 111219 83.90 85.50 83.90 85.50 +0.99 215 8,171 +32
Mar13 111219 86.56 86.56 86.56 86.56 +1.02 12 418 -8
Total Volume and Open Interest 8,503 146,967 +532
Lumber(CME)
Jan12 111219 236.7 240.0 235.0 237.1 +1.9 1,170 4,082 -572
Mar12 111219 247.1 252.0 246.8 248.5 +2.7 904 4,827 +228
May12 111219 264.8 266.7 263.0 265.0 +2.0 204 1,464 +92
Jul12 111219 275.1 276.0 273.0 275.8 +1.6 18 300 +7
Total Volume and Open Interest 2,296 10,788 -245
Crude Oil(NYM)
Jan12 111219 93.76 94.42 92.54 93.88 +0.35 273,761 77,649 -30,476
Feb12 111219 93.77 94.63 92.77 94.05 +0.30 120,784 229,207 +6,628
Mar12 111219 93.96 94.81 93.00 94.25 +0.27 43,529 140,723 +4,116
Apr12 111219 94.19 95.00 93.29 94.45 +0.23 22,904 74,190 -188
May12 111219 94.68 95.05 93.80 94.56 +0.17 22,970 73,069 +3,427
Jun12 111219 94.26 95.04 93.40 94.53 +0.10 26,210 88,469 +1,572
Jul12 111219 93.50 94.78 93.50 94.38 +0.05 7,139 36,938 +1,480
Aug12 111219 93.40 94.58 93.40 94.14 unch 4,476 29,972 +715
Sep12 111219 94.08 94.08 93.44 93.88 -0.04 5,323 28,169 -606
Oct12 111219 92.81 93.92 92.79 93.66 -0.08 1,530 28,936 +7
Nov12 111219 93.40 93.51 93.19 93.51 -0.12 2,218 31,192 -196
Dec12 111219 93.23 94.00 92.55 93.35 -0.16 18,267 169,153 -1,673
Jan13 111219 93.07 93.07 93.07 93.07 -0.20 1,078 31,158 -101
Feb13 111219 92.74 92.74 92.74 92.74 -0.25 436 12,728 +69
Mar13 111219 92.43 92.43 92.43 92.43 -0.30 222 13,651 -127
Apr13 111219 92.11 92.11 92.11 92.11 -0.35 530 6,314 +20
Total Volume and Open Interest 564,037 1,333,796 -14,252
e-miNY Crude Oil(NYM)
Dec11 111117 101.675 103.375 98.375 98.825 -3.775 9,185 3,098 +117
Jan12 111219 93.625 94.400 92.575 93.875 +0.350 8,502 1,304 -454
Feb12 111219 93.750 94.650 92.800 94.050 +0.300 1,462 882 +157
Mar12 111219 93.600 94.800 93.025 94.250 +0.275 104 264 +0
Apr12 111219 93.575 94.725 93.350 94.450 +0.225 14 216 -10
May12 111219 93.925 94.550 93.550 94.550 +0.150 5 29 +5
Jun12 111219 94.000 94.525 93.750 94.525 +0.100 5 19 +1
Jul12 111219 94.375 94.375 94.375 94.375 +0.050 0 4 +0
Aug12 111219 94.150 94.150 94.150 94.150 unch 0 5 +0
Sep12 111219 93.875 93.875 93.875 93.875 -0.050      
Total Volume and Open Interest 10,092 2,945 -301
Heating Oil(NYM)
Jan12 111219 280.04 283.62 277.71 278.04 -2.01 61,555 50,170 -7,127
Feb12 111219 281.06 284.53 278.59 279.03 -2.03 40,125 60,671 +2,138
Mar12 111219 280.63 284.21 278.48 278.98 -1.90 22,676 43,466 +2,843
Apr12 111219 279.16 282.24 277.22 277.71 -1.75 8,621 24,630 -207
May12 111219 278.61 280.61 276.00 276.31 -1.76 7,043 18,620 -22
Jun12 111219 276.93 279.98 274.71 275.24 -1.90 14,533 34,836 +319
Jul12 111219 277.00 279.39 275.00 275.57 -1.86 2,643 9,339 -785
Aug12 111219 277.41 278.73 276.00 276.19 -1.77 488 4,495 -12
Sep12 111219 278.00 279.50 276.91 277.09 -1.72 674 6,704 -31
Oct12 111219 278.99 281.79 278.09 278.09 -1.75 217 2,842 -11
Nov12 111219 280.00 282.60 279.05 279.05 -1.78 240 2,028 +104
Dec12 111219 280.50 284.28 279.60 279.73 -1.81 2,277 16,898 -1,034
Total Volume and Open Interest 161,171 277,744 -3,790
Gasoline(NYMEX)
Jan12 111219 249.40 252.80 247.65 248.91 +0.21 35,872 46,229 -3,908
Feb12 111219 249.95 253.20 248.17 249.72 +0.23 24,165 53,484 +3,554
Mar12 111219 251.12 254.23 249.62 250.91 +0.18 11,418 43,496 +411
Apr12 111219 265.86 266.90 263.07 263.94 +0.03 6,877 33,154 +1,355
May12 111219 265.37 266.27 263.24 263.86 +0.01 4,304 23,880 +1,096
Jun12 111219 262.12 264.85 260.40 262.22 -0.01 4,266 28,272 -849
Jul12 111219 259.60 260.25 259.60 260.07 -0.08 1,240 9,176 +10
Aug12 111219 257.35 257.82 257.35 257.63 -0.12 545 9,018 +270
Sep12 111219 255.88 256.94 254.07 254.76 -0.16 360 7,341 -2
Oct12 111219 242.25 242.25 242.01 242.01 -0.26 262 5,265 +5
Total Volume and Open Interest 89,957 278,867 +1,880
e-miNY RBOB Gasoline(NYM)
Jan12 111219 248.90 248.91 248.90 248.90 +0.20 0 1 +0
Feb12 111219 249.70 249.72 249.70 249.70 +0.20 0 1 +0
Mar12 111219 250.90 250.91 250.90 250.90 +0.20      
Apr12 111219 263.90 263.94 263.90 263.90 unch      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111219 3.093 3.123 3.050 3.096 -0.031 139,649 129,300 -17,628
Feb12 111219 3.148 3.170 3.100 3.143 -0.031 66,678 126,381 +2,704
Mar12 111219 3.187 3.203 3.131 3.177 -0.027 41,214 203,935 +5,488
Apr12 111219 3.230 3.262 3.191 3.236 -0.027 32,138 110,975 +118
May12 111219 3.284 3.306 3.238 3.282 -0.026 9,945 60,263 -286
Jun12 111219 3.319 3.347 3.284 3.326 -0.027 4,737 27,322 +110
Jul12 111219 3.372 3.401 3.341 3.380 -0.027 3,480 23,335 -333
Aug12 111219 3.401 3.429 3.366 3.407 -0.027 1,857 14,718 +175
Sep12 111219 3.400 3.432 3.366 3.410 -0.027 7,471 23,149 +2,246
Oct12 111219 3.440 3.466 3.400 3.445 -0.026 12,057 67,161 +1,438
Nov12 111219 3.580 3.595 3.542 3.584 -0.024 2,979 28,035 -356
Dec12 111219 3.841 3.873 3.816 3.859 -0.022 2,699 23,357 -23
Jan13 111219 3.980 4.007 3.938 3.986 -0.017 4,207 36,398 +450
Feb13 111219 3.963 4.002 3.937 3.983 -0.016 92 7,127 +5
Mar13 111219 3.911 3.968 3.901 3.951 -0.013 1,194 17,684 +433
Apr13 111219 3.838 3.899 3.810 3.881 -0.007 1,586 24,670 +501
Total Volume and Open Interest 334,147 991,078 -3,731
Brent Crude Oil(ICE)
Feb12 111219 103.07 104.57 102.37 103.64 +0.29 156,605 173,258 -4,793
Mar12 111219 102.50 103.90 101.86 102.89 +0.04 48,319 144,947 -1,690
Apr12 111219 102.13 103.49 101.55 102.46 -0.08 20,924 44,091 -708
May12 111219 101.95 103.21 101.33 102.22 -0.11 13,538 25,870 -242
Jun12 111219 101.75 102.94 101.10 102.00 -0.13 23,046 75,085 -594
Jul12 111219 101.53 102.57 100.93 101.75 -0.17 2,725 18,995 +102
Aug12 111219 100.95 102.24 100.64 101.46 -0.21 2,621 28,922 +352
Sep12 111219 100.64 101.91 100.29 101.11 -0.25 4,304 36,994 +884
Oct12 111219 100.12 101.64 100.04 100.81 -0.29 2,537 15,539 +638
Nov12 111219 100.55 100.55 100.55 100.55 -0.33 1,880 16,268 -180
Dec12 111219 100.07 101.24 99.43 100.23 -0.38 16,836 97,727 -845
Jan13 111219 99.92 99.92 99.92 99.92 -0.41 1,225 11,925 -479
Feb13 111219 99.58 99.58 99.58 99.58 -0.42 512 6,624 +111
Mar13 111219 99.21 99.21 99.21 99.21 -0.44 332 4,143 +24
Total Volume and Open Interest 306,081 854,833 -34,744
Gas Oil(ICE)
Jan12 111219 886.00 898.25 881.00 888.00 -6.25 59,671 124,201 -8,830
Feb12 111219 882.75 895.25 878.25 885.25 -6.00 51,259 90,054 +2,390
Mar12 111219 879.50 892.00 875.50 882.50 -5.75 22,424 52,692 -1,089
Apr12 111219 876.75 889.00 874.00 879.75 -5.50 11,648 25,517 -406
May12 111219 874.00 886.25 871.25 877.00 -5.75 6,189 29,695 +697
Jun12 111219 872.25 884.75 869.25 875.25 -6.50 12,395 40,022 -863
Jul12 111219 875.00 885.25 875.00 876.00 -6.75 3,013 16,362 -522
Aug12 111219 875.75 886.00 875.75 876.50 -7.00 1,926 14,467 +645
Sep12 111219 876.75 886.75 875.00 877.25 -7.00 1,232 14,493 -135
Oct12 111219 877.00 886.75 877.00 877.25 -7.00 547 10,018 -150
Total Volume and Open Interest 175,941 499,014 -8,038
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111219 2.080 2.118 2.080 2.112 +0.037 160 922 -157
Feb12 111219 2.085 2.111 2.085 2.108 +0.039 247 1,319 +78
Mar12 111219 2.120 2.134 2.119 2.129 +0.042 122 1,601 +1
Apr12 111219 2.140 2.145 2.140 2.142 +0.044 73 716 -16
May12 111219 2.144 2.170 2.144 2.161 +0.044 108 881 -34
Jun12 111219 2.181 2.181 2.179 2.180 +0.047 51 576 -15
Jul12 111219 2.187 2.193 2.180 2.193 +0.042 22 888 +21
Total Volume and Open Interest 805 10,059 -107
WTI Crude Oil(ICE)
Jan12 111219 93.60 94.40 92.60 93.88 +0.35 41,903 35,988 -6,238
Feb12 111219 93.68 94.62 92.79 94.05 +0.30 43,037 73,745 +2,857
Mar12 111219 93.61 94.78 93.10 94.25 +0.27 12,545 32,508 +313
Apr12 111219 94.22 94.90 93.80 94.45 +0.23 6,660 27,908 -400
May12 111219 94.36 94.89 94.17 94.56 +0.17 6,731 18,852 +1,225
Jun12 111219 93.89 95.05 93.89 94.53 +0.10 9,639 51,556 +814
Jul12 111219 94.03 94.39 94.03 94.38 +0.05 1,785 9,501 -53
Aug12 111219 94.39 94.66 94.14 94.14 unch 1,049 8,064 +88
Sep12 111219 93.88 94.40 93.73 93.88 -0.04 1,059 11,549 +79
Oct12 111219 93.66 93.66 93.66 93.66 -0.08 226 5,254 +7
Nov12 111219 93.51 93.51 93.51 93.51 -0.12 96 4,581 -2
Dec12 111219 92.67 94.00 92.67 93.35 -0.16 6,528 64,877 +1,067
Jan13 111219 93.07 93.07 93.07 93.07 -0.20 7 3,014 -7
Feb13 111219 92.74 92.74 92.74 92.74 -0.25 0 740 +0
Mar13 111219 92.43 92.43 92.43 92.43 -0.30 0 1,613 +0
Apr13 111219 92.11 92.11 92.11 92.11 -0.35 0 389 +0
Total Volume and Open Interest 133,431 438,581 +56
US Dollar Index(ICE)
Dec11 111219 80.300 80.470 80.125 80.207 -0.043 22,853 20,769 -8,759
Mar12 111219 80.830 81.070 80.680 80.808 -0.032 25,983 52,023 +11,057
Jun12 111219 81.430 81.430 81.408 81.408 -0.033 0 503 +0
Total Volume and Open Interest 48,836 73,295 +2,298
Australian Dollar(CME)
Dec11 111219 99.66 99.74 99.02 99.45 -0.13 96,443 45,797 -8,933
Mar12 111219 98.59 98.77 97.83 98.19 -0.39 64,739 98,662 +3,598
Jun12 111219 97.87 97.87 97.44 97.44 -0.38 2 8 +2
Total Volume and Open Interest 161,184 144,585 -5,333
British Pound(CME)
Dec11 111219 155.23 155.45 154.67 155.28 +0.30 93,019 76,646 -11,099
Mar12 111219 155.12 155.32 154.51 155.07 +0.22 76,817 190,083 +34,090
Jun12 111219 155.02 155.02 154.35 154.92 +0.20 16 17 +7
Total Volume and Open Interest 169,852 266,751 +22,998
Canadian Dollar(CME)
Dec11 111219 96.23 96.73 96.05 96.49 +0.18 57,695 62,102 -9,990
Mar12 111219 96.04 96.57 95.82 96.30 +0.18 41,187 106,628 +10,807
Jun12 111219 95.75 96.35 95.75 96.11 +0.09 62 2,400 -15
Sep12 111219 96.14 96.14 95.92 95.99 +0.07 12 1,163 +0
Total Volume and Open Interest 98,959 172,562 +802
Japanese Yen(CME)
Dec11 111219 128.55 128.55 127.66 128.38 -0.04 59,107 89,901 -13,033
Mar12 111219 128.86 128.86 126.99 128.56 -0.14 44,178 129,351 +11,485
Jun12 111219 128.84 128.98 128.84 128.84 -0.14 132 137 +65
Total Volume and Open Interest 103,418 219,396 -1,482
Swiss Franc(CME)
Dec11 111219 106.86 106.96 106.35 106.75 +0.05 35,251 30,904 -319
Mar12 111219 106.99 107.22 106.57 107.04 +0.13 23,439 33,118 +5,337
Jun12 111219 107.31 107.31 107.20 107.31 +0.11 1 7 +1
Total Volume and Open Interest 58,691 64,034 +5,019
EuroFX(CME)
Dec11 111219 130.35 130.41 129.83 130.22 -0.04 210,055 120,836 -17,261
Mar12 111219 130.47 130.55 129.93 130.26 -0.11 144,989 244,984 +33,707
Jun12 111219 130.42 130.72 130.10 130.36 -0.12 256 1,538 +161
Total Volume and Open Interest 355,300 367,383 +16,607
Mexican Peso(CME)
Dec11 111219 722.2 722.8 718.5 722.8 +2.8 23,573 34,196 -5,276
Jan12 111219 719.5 719.5 718.2 719.5 +1.2 0 95 +0
Total Volume and Open Interest 52,533 144,873 +3,250
Brazilian Real(CME)
Jan12 111219 533.65 533.65 533.25 533.65 -2.90 0 10,742 +0
Feb12 111219 530.60 530.60 530.60 530.60 -2.70      
Mar12 111219 527.50 530.50 527.50 527.50 -2.55 42 2,613 +28
Apr12 111219 524.90 524.90 524.90 524.90 -2.55      
Total Volume and Open Interest 1,747 26,971 -1,677
30-Year T-Bonds(CBOT)
Dec11 111219 145~270 146~180 145~100 146~100 +0~240 2,956 5,415 -1,749
Mar12 111219 145~050 146~110 144~280 146~010 +0~240 274,693 603,991 -2,784
Jun12 111219 143~300 144~230 143~170 144~190 +0~240 23 164 -2
Total Volume and Open Interest 277,672 609,570 -4,535
10-Year T-Notes(CBOT)
Dec11 111219 132~005 132~070 131~250 132~040 +0~055 12,646 9,543 -3,582
Mar12 111219 131~055 131~140 130~310 131~105 +0~050 830,857 1,468,912 -13,858
Jun12 111219 130~105 130~105 130~055 130~105 +0~050      
Total Volume and Open Interest 843,503 1,478,455 -17,440
5-Year T-Notes(CBOT)
Dec11 111219 123~092 123~096 123~080 123~088 +0~003 9,629 35,351 -6,395
Mar12 111219 123~045 123~051 123~027 123~045 +0~005 359,039 1,223,347 -9,373
Jun12 111219 122~069 122~069 122~064 122~069 +0~005      
Total Volume and Open Interest 368,668 1,258,698 -15,768
2 Year T-Notes(CBOT)
Dec11 111219 110~028 110~031 110~027 110~030 -0~001 6,301 23,485 -2,487
Mar12 111219 110~043 110~044 110~039 110~041 unch 72,077 686,635 +1,335
Jun12 111219 110~013 110~013 110~013 110~013 unch      
Total Volume and Open Interest 78,378 710,120 -1,152
Eurodollars(CME)
Dec11 111216 99.430 99.435 99.427 99.430 unch 190,794 966,260 -22,533
Mar12 111219 99.335 99.360 99.320 99.325 -0.005 256,171 958,568 -2,068
Jun12 111219 99.285 99.300 99.260 99.265 -0.010 176,386 1,049,177 -16,199
Sep12 111219 99.265 99.270 99.230 99.240 -0.015 164,593 811,659 +2,975
Dec12 111219 99.245 99.255 99.210 99.225 -0.020 119,082 807,413 +1,707
Mar13 111219 99.255 99.265 99.220 99.240 -0.015 104,820 753,549 +3,075
Jun13 111219 99.260 99.265 99.215 99.235 -0.015 91,362 587,974 -8,699
Sep13 111219 99.240 99.245 99.195 99.215 -0.020 78,116 479,799 +581
Dec13 111219 99.185 99.190 99.140 99.160 -0.025 60,509 561,582 +2,349
Mar14 111219 99.095 99.105 99.050 99.070 -0.025 50,920 380,387 +3,429
Jun14 111219 98.955 98.965 98.910 98.935 -0.025 43,729 309,752 -507
Sep14 111219 98.800 98.810 98.760 98.780 -0.020 43,419 215,572 -1,694
Dec14 111219 98.630 98.635 98.590 98.615 -0.015 39,768 187,795 +3,242
Mar15 111219 98.480 98.490 98.445 98.470 -0.010 32,838 143,362 +4,838
Jun15 111219 0.026 0.036 6.540 0.016 -0.010 17,274 112,694 +772
Sep15 111219 6.420 6.435 6.380 6.415 -0.005 17,267 79,234 -955
Dec15 111219 6.245 6.275 6.215 6.250 unch 13,999 55,539 -124
Mar16 111219 6.110 6.150 6.080 6.120 +0.005 11,888 49,629 +917
Total Volume and Open Interest 1,475,722 8,726,159 -14,986
30 Day Federal Funds(CBOT)
Dec11 111219 99.925 99.927 99.925 99.925 unch 495 68,083 +89
Jan12 111219 99.920 99.925 99.915 99.920 unch 380 67,134 +35
Feb12 111219 99.910 99.915 99.910 99.910 unch 1,401 55,374 -617
Mar12 111219 99.900 99.905 99.895 99.900 +0.005 610 35,434 +89
Apr12 111219 99.890 99.890 99.885 99.890 unch 680 39,473 +221
May12 111219 99.880 99.885 99.880 99.880 unch 1,220 45,056 +51
Total Volume and Open Interest 13,228 571,008 -1,283
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11 111219 98.670 98.670 98.582 98.670 -1.000 0 1,122 +0
Mar12 111219 99.662 99.662 99.662 99.662 unch 0 40 +0
Jun12 111219 99.665 99.665 99.665 99.665 unch      
Sep12 111219 99.660 99.660 99.660 99.660 unch      
Dec12 111219 99.665 99.665 99.665 99.665 unch      
Mar13 111219 99.655 99.655 99.655 99.655 unch      
Jun13 111219 99.625 99.625 99.625 99.625 unch      
Sep13 111219 99.625 99.625 99.625 99.625 unch      
Dec13 111219 99.525 99.525 99.525 99.525 unch      
Mar14 111219 99.385 99.385 99.385 99.385 unch      
Total Volume and Open Interest 0 1,162 +0
3-Mth Euro-Yen(SGX)
Mar12 111216 99.66 99.66 99.66 99.66 0.00 100 2,094 -96
Jun12 111216 99.67 99.67 99.67 99.67 0.00 0 1,440 +0
Sep12 111216 99.66 99.66 99.66 99.66 0.00 0 711 +0
Dec12 111216 99.67 99.67 99.67 99.67 0.00 0 115 +0
Mar13 111216 99.65 99.65 99.65 99.65 -0.01 0 131 +0
Jun13 111216 99.62 99.62 99.62 99.62 0.00 0 208 +0
Sep13 111216 99.62 99.62 99.62 99.62 0.00 0 325 +0
Dec13 111216 99.53 99.53 99.53 99.53 0.00 0 3 +0
Total Volume and Open Interest 104 9,648 -96
Japanese Gov't Bonds(SGX)
Mar12 111216 142.29 142.45 142.25 142.33 +0.06 1,488 17,249 +498
Jun12 111216 140.24 140.24 140.24 140.24 +0.06      
Sep12 111216 138.15 138.15 138.15 138.15 +0.06      
Total Volume and Open Interest 1,488 17,253 +498
Euro-Bund(EUREX)
Mar12 111219 138.65 138.69 138.08 138.39 -0.19 455,732 839,029 +2,884
Jun12 111219 136.87 136.87 136.56 136.69 -0.19 19 169 +1
Sep12 111219 136.69 136.69 136.69 136.69 -0.19      
Total Volume and Open Interest 455,751 839,198 +2,885
Euro-Bobl(EUREX)
Mar12 111219 124.80 124.82 124.57 124.72 -0.06 272,328 623,708 -8,794
Jun12 111219 123.12 123.12 123.12 123.12 -1.70      
Sep12 111219 123.12 123.12 123.12 123.12 -1.70      
Total Volume and Open Interest 272,328 623,708 -8,794
3-Mth Euribor(EUREX)
Dec11 111219 98.585 98.585 98.582 98.582 -0.003 59 1,265 +0
Mar12 111219 98.850 98.860 98.850 98.860 -0.005 69 1,213 -8
Jun12 111219 98.990 98.990 98.980 98.985 -0.010 55 1,072 -55
Total Volume and Open Interest 746 6,483 -347
Long Gilt(LIFFE)
Dec11 111219 133~07 133~07 132~22 132~31 -0~05 276 7,031 -201
Mar12 111219 116~04 116~10 115~23 115~31 -0~08 86,201 303,688 +7,218
Total Volume and Open Interest 86,477 310,719 +7,017
3-Mth Short Sterling(LIFFE)
Dec11 111219 98.92 98.93 98.92 98.93 unch 36,923 300,255 -15,061
Mar12 111219 98.90 98.91 98.88 98.89 -0.01 45,598 301,500 +1,179
Jun12 111219 98.93 98.93 98.89 98.90 -0.02 25,516 229,492 +3,025
Sep12 111219 98.96 98.97 98.92 98.93 -0.02 33,019 241,950 +2,486
Dec12 111219 98.96 98.98 98.93 98.94 -0.02 25,905 204,510 +1,804
Mar13 111219 99.00 99.00 98.95 98.96 -0.02 26,648 216,923 +3,546
Total Volume and Open Interest 262,764 2,090,125 +5,043
3-Mth Euribor(LIFFE)
Dec11 111219 98.585 98.590 98.580 98.582 -0.003 68,851 621,328 -3,949
Mar12 111219 98.860 98.875 98.835 98.860 -0.005 147,731 498,766 +2,639
Jun12 111219 98.980 99.000 98.965 98.985 -0.010 100,367 395,055 +1,073
Total Volume and Open Interest 693,137 3,528,360 +10,097
3-Mth Aus T-Bills(SFE)
Mar12 111219 96.25 96.30 96.23 96.28 +0.02 13,139 230,002 -5,078
Jun12 111219 96.67 96.71 96.65 96.69 +0.02 11,926 178,036 +847
Sep12 111219 96.68 96.73 96.66 96.71 +0.03 6,609 113,661 -2,338
Dec12 111219 96.56 96.62 96.54 96.60 +0.04 3,227 70,813 -403
Mar13 111219 96.45 96.50 96.44 96.49 +0.03 3,384 51,687 +251
Jun13 111219 96.35 96.41 96.35 96.40 +0.04 1,304 44,699 +506
Sep13 111219 96.22 96.30 96.22 96.29 +0.05 414 25,888 +171
Dec13 111219 96.10 96.20 96.10 96.17 +0.08 167 15,914 -30
Mar14 111219 96.01 96.08 96.01 96.07 +0.07 35 1,300 +13
Jun14 111219 95.92 95.98 95.92 95.98 +0.07 2 80 +2
Total Volume and Open Interest 40,207 732,155 -6,059
10-Year Aus T-Bonds(SFE)
Mar12 111219 96.18 96.26 96.16 96.23 +0.05 44,747 353,533 +17,722
Jun12 111219 96.23 96.23 96.23 96.23 +0.05      
Total Volume and Open Interest 44,747 353,533  
3-Year Aus T-Bonds(SFE)
Mar12 111219 97.00 97.08 96.96 97.07 +0.07 79,040 367,442 -21,945
Jun12 111219 97.07 97.07 97.07 97.07 +0.07      
Total Volume and Open Interest 79,040 367,442  
Gold(CMX)
Dec11 111219 1596.4 1603.4 1589.7 1594.4 -1.2 589 981 -1,346
Feb12 111219 1603.5 1611.5 1585.5 1596.7 -1.2 189,916 257,634 -3,995
Apr12 111219 1609.0 1611.2 1587.7 1598.8 -1.1 4,033 39,280 +29
Jun12 111219 1611.8 1613.2 1592.8 1601.0 -1.0 1,791 25,478 +510
Aug12 111219 1600.0 1613.3 1600.0 1603.1 -1.0 360 13,626 -84
Oct12 111219 1605.3 1605.3 1603.0 1605.3 -0.9 257 9,135 +165
Dec12 111219 1615.6 1618.0 1600.2 1607.5 -0.9 735 23,826 -84
Feb13 111219 1610.2 1610.2 1610.2 1610.2 -0.8 90 2,943 -26
Apr13 111219 1612.9 1612.9 1612.9 1612.9 -0.7 0 1,377 -300
Jun13 111219 1616.0 1616.0 1616.0 1616.0 -0.6 18 9,787 +12
Aug13 111219 1619.3 1619.3 1619.3 1619.3 -0.6 0 45 +0
Oct13 111219 1622.9 1622.9 1622.9 1622.9 -0.5      
Total Volume and Open Interest 199,179 430,854 -5,144
Silver(CMX)
Dec11 111219 2960.0 2960.0 2868.0 2882.2 -79.3 82 250 -19
Mar12 111219 2977.0 2979.5 2868.0 2887.4 -79.7 44,295 58,059 +1,022
May12 111219 2980.5 2980.5 2877.5 2893.0 -79.7 802 8,698 +0
Jul12 111219 2920.5 2943.5 2896.5 2897.2 -79.7 273 3,402 -68
Sep12 111219 2916.5 2921.5 2900.4 2900.4 -79.7 91 2,154 +24
Dec12 111219 2928.5 2930.0 2892.0 2904.9 -79.7 1,180 13,445 +9
Mar13 111219 2903.6 2903.6 2903.6 2903.6 -79.7 10 1,155 +0
Total Volume and Open Interest 47,650 103,462 +884
Platinum(NYMEX)
Jan12 111219 1422.0 1427.5 1405.1 1413.6 -3.7 10,228 24,769 -341
Apr12 111219 1431.2 1432.5 1412.8 1420.7 -3.4 1,131 17,746 +680
Jul12 111219 1425.9 1425.9 1420.3 1424.8 -3.3 9 558 +8
Oct12 111219 1428.7 1428.7 1428.7 1428.7 -3.4 0 63 +0
Total Volume and Open Interest 11,368 43,137 +347
Palladium(NYMEX)
Dec11 111219 615.60 615.60 615.60 615.60 -8.05 10 705 -5
Mar12 111219 623.00 630.75 608.00 617.70 -7.80 3,216 17,606 +294
Jun12 111219 623.00 623.20 619.10 619.10 -7.80 2 363 +1
Total Volume and Open Interest 3,228 18,813 +290
Copper(CMX)
Dec11 111219 328.45 332.10 327.90 330.10 -2.30 243 1,527 -53
Mar12 111219 334.50 335.65 326.25 330.85 -2.25 42,330 68,817 +537
May12 111219 335.95 335.95 328.35 331.90 -2.30 2,884 23,785 +93
Jul12 111219 334.80 334.80 328.70 332.50 -2.30 1,933 6,213 +279
Sep12 111219 335.25 335.25 333.00 333.00 -2.25 168 3,607 +70
Total Volume and Open Interest 48,372 117,682 +879
DJIA Index(CBOT)
Mar12 111219 11784 11850 11690 11703 -75 2,541 10,287 +309
Jun12 111219 11639 11714 11639 11639 -75 0 400 +0
Sep12 111219 11576 11651 11576 11576 -75      
Dec12 111219 11499 11574 11499 11499 -75      
Total Volume and Open Interest 4,967 28,995  
E-mini DJIA Index(CBOT)
Dec11 111216 11896 11988 11895 11949 +50 22,203 78,058 -4,463
Mar12 111219 11793 11857 11661 11703 -75 106,121 87,496 +3,330
Jun12 111219 11738 11828 11639 11639 -75 6 25 +0
Sep12 111219 11576 11576 11576 11576 -75 0 9 +0
Total Volume and Open Interest 118,160 161,929 -329
S & P 500(CME)
Mar12 111219 1212.10 1219.70 1195.50 1199.00 -11.90 24,418 216,265 +11,462
Jun12 111219 1193.60 1212.50 1190.50 1193.60 -11.90 187 3,343 -64
Sep12 111219 1188.40 1207.30 1185.30 1188.40 -11.90 85 732 -77
Dec12 111219 1182.70 1201.60 1179.60 1182.70 -11.90 0 102 +1
Total Volume and Open Interest 46,974 352,965 +6,039
S & P 500 E-Mini(Globex)
Mar12 111219 1212.00 1219.75 1195.50 1199.00 -12.00 2,299,656 2,469,690 +98,392
Jun12 111219 1206.00 1213.25 1190.00 1193.50 -12.00 165 4,565 +55
Total Volume and Open Interest 2,627,149 3,382,903 -42,355
NASDAQ 100(CME)
Mar12 111219 2238.50 2250.50 2203.00 2212.50 -20.30 841 3,651 +544
Jun12 111219 2210.00 2210.00 2210.00 2210.00 -19.80      
Sep12 111219 2207.50 2207.50 2207.50 2207.50 -19.80      
Total Volume and Open Interest 2,095 32,861 +925
NASDAQ 100 E-Mini(Globex)
Mar12 111219 2235.00 2251.00 2204.30 2212.50 -20.30 243,508 255,199 +9,100
Jun12 111219 2206.50 2210.00 2206.50 2210.00 -19.80 1 26 +1
Total Volume and Open Interest 283,078 421,952 -5,694
S & P Midcap 400(CME)
Mar12 111219 836.40 836.40 836.40 836.40 -14.80 0 333 +0
Jun12 111219 834.40 834.40 834.40 834.40 -14.80      
Sep12 111219 832.40 832.40 832.40 832.40 -14.80      
Total Volume and Open Interest 73 6,223 -233
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 111219 8365 8370 8275 8285 -90 5,304 22,170 +127
Jun12 111219 8230 8230 8230 8230 -90 11 8 +4
Total Volume and Open Interest 5,315 22,178 +131
Nikkei 225(SGX)
Mar12 111219 8335 8355 8285 8340 -80 72,369 175,979 -1,397
Jun12 111219 8240 8265 8240 8265 -75 14 273 +0
Sep12 111219 8260 8260 8260 8260 -80 0 30 +0
Total Volume and Open Interest 72,633 185,574 -1,395
CAC 40(EURONEXT)
Jan12 111219 2935.0 3012.0 2928.0 2975.0 +7.0 75,624 235,673 +31,755
Feb12 111219 2937.0 3006.0 2937.0 2975.0 +6.0 56 158 +47
Mar12 111219 2941.5 3003.5 2941.5 2974.5 +5.0 1,247 21,134 +906
Total Volume and Open Interest 201,732 420,447 -48,654
Hang Seng Index(HKFE)
Dec11 111219 18010 18101 17778 18069 -191 77,804 93,770 +9,174
Jan12 111219 18019 18100 17780 18070 -196 1,419 3,349 +787
Total Volume and Open Interest 79,487 100,880 +9,942
DAX(EUREX)
Dec11 111216 5783.0 5789.5 5714.5 5727.5 -20.0 219,442 98,018 -35,014
Mar12 111219 5632.0 5786.0 5614.5 5674.0 -46.0 117,277 132,997 +22,558
Jun12 111219 5649.5 5793.5 5643.0 5689.0 -45.5 13,612 5,577 +638
Total Volume and Open Interest 353,458 208,287 -5,109
FT-SE 100(EURONEXT)
Mar12 111219 5320.50 5374.00 5281.50 5324.50 -39.00 106,852 588,325 +48,772
Jun12 111219 5294.00 5294.00 5279.00 5279.00 -39.00 0 3,708 +500
Sep12 111219 5246.50 5246.50 5246.50 5246.50 -41.00      
Total Volume and Open Interest 261,816 702,454 -8,811
SPI 200(SFE)
Mar12 111219 4134.0 4165.0 4034.0 4047.0 -87.0 31,132 188,008 -1,104
Jun12 111219 4107.0 4107.0 4050.0 4052.0 -87.0 4 1,719 +4
Sep12 111219 4069.0 4070.0 4016.0 4016.0 -87.0 7 1,205 +0
Total Volume and Open Interest 31,147 222,420 -53,935
GSCI(CME)
Jan12 111219 621.00 621.25 620.25 620.25 +2.00 586 8,174 +264
Feb12 111219 622.00 622.00 621.30 621.30 +1.55      
Mar12 111219 624.25 624.25 624.25 624.25 +1.75      
Total Volume and Open Interest 586 8,174 -419
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.

Copyright © 2020 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Toll Free: 800-927-7259