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 Tue December 20, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111220 1137.00 1149.75 1135.50 1144.50 +7.50 99,647 121,254 -11,721
Mar12 111220 1146.50 1159.50 1145.00 1154.50 +7.75 55,743 177,975 +5,562
May12 111220 1155.50 1169.75 1155.50 1164.75 +7.50 12,705 94,364 +1,765
Jul12 111220 1165.75 1179.75 1165.25 1174.75 +7.50 17,472 79,657 +22
Aug12 111220 1173.50 1176.50 1165.25 1173.25 +8.00 246 1,128 -19
Sep12 111220 1167.75 1171.25 1159.75 1168.75 +9.00 184 950 +27
Nov12 111220 1157.25 1170.00 1156.50 1166.50 +8.25 5,401 53,870 -401
Total Volume and Open Interest 191,622 546,759 -4,735
Soybean Meal(CBOT)
Jan12 111220 292.50 296.60 292.30 295.20 +2.20 37,979 41,345 -8,012
Mar12 111220 296.50 300.50 296.00 299.20 +2.70 25,246 69,153 +3,911
May12 111220 299.80 304.20 299.60 302.80 +2.90 5,094 29,917 +944
Jul12 111220 303.90 307.60 303.30 306.60 +2.90 3,818 29,987 +43
Aug12 111220 308.50 308.70 305.40 307.90 +2.90 172 5,106 +21
Sep12 111220 308.50 308.90 305.50 308.20 +2.90 107 5,447 +29
Oct12 111220 306.70 307.30 304.10 307.30 +3.20 83 3,459 +37
Dec12 111220 304.70 308.30 304.10 308.30 +3.30 835 18,586 -45
Total Volume and Open Interest 73,631 208,636 -2,981
Soybean Oil(CBOT)
Jan12 111220 49.19 49.82 49.10 49.38 +0.33 51,943 62,370 -7,663
Mar12 111220 49.50 50.19 49.46 49.75 +0.33 36,312 125,442 +2,393
May12 111220 49.89 50.58 49.86 50.14 +0.32 6,716 49,852 +67
Jul12 111220 50.27 50.88 50.22 50.45 +0.33 4,877 35,584 -13
Aug12 111220 50.67 50.85 50.40 50.53 +0.33 504 4,356 -28
Sep12 111220 50.73 50.85 50.45 50.56 +0.33 421 5,063 +40
Oct12 111220 50.58 50.70 50.30 50.40 +0.33 391 5,203 +107
Dec12 111220 50.00 50.64 49.98 50.21 +0.31 1,682 18,863 +656
Total Volume and Open Interest 102,859 307,263 -4,434
Canola(WCE)
Jan12 111220 509.0 511.7 509.0 510.5 +2.8 5,698 26,010 -3,244
Mar12 111220 509.0 513.3 509.0 511.6 +3.1 10,862 66,453 +2,864
May12 111220 511.4 515.0 511.4 514.3 +2.9 1,880 15,619 -2
Jul12 111220 515.6 517.0 513.5 515.9 +2.4 1,247 13,667 +414
Nov12 111220 493.1 495.4 492.4 493.5 +1.2 797 16,959 +542
Total Volume and Open Interest 20,606 139,249 +623
Corn(CBOT)
Mar12 111220 600.00 608.50 596.25 607.00 +6.00 115,007 549,995 -3,665
May12 111220 608.75 617.00 605.00 615.75 +6.00 36,864 176,187 +7,404
Jul12 111220 615.25 623.50 611.75 622.25 +6.00 24,737 158,562 +998
Sep12 111220 580.00 586.25 578.50 584.50 +3.50 2,048 40,237 +96
Dec12 111220 558.00 565.00 554.00 563.50 +4.50 13,903 190,066 -975
Mar13 111220 570.50 577.00 570.25 576.00 +5.00 575 35,463 +317
Total Volume and Open Interest 193,468 1,171,874 +4,281
Wheat(CBOT)
Mar12 111220 599.00 609.00 595.50 607.75 +8.00 29,368 173,445 -486
May12 111220 619.00 628.00 615.00 626.75 +7.75 3,865 68,584 +200
Jul12 111220 635.75 644.75 631.25 643.75 +7.75 4,345 68,399 -283
Sep12 111220 650.75 662.75 649.00 661.75 +7.00 532 15,312 +32
Dec12 111220 672.00 683.00 667.75 682.00 +6.25 2,541 42,271 -632
Total Volume and Open Interest 40,719 373,902 -1,170
Wheat(KCBT)
Mar12 111220 658.00 668.50 654.75 668.00 +9.50 5,454 69,343 -1,607
May12 111220 665.00 677.25 664.00 676.50 +9.50 1,897 15,446 -258
Jul12 111220 673.25 684.50 671.00 683.75 +9.25 1,155 38,313 +59
Sep12 111220 688.25 698.50 685.00 698.00 +9.50 187 6,534 +71
Dec12 111220 710.00 719.50 706.50 718.75 +8.75 317 7,350 +130
Total Volume and Open Interest 9,019 137,437 -1,601
Wheat(MGE)
Dec11 111214 850.75 850.75 846.00 846.00 -5.50 7 34 -7
Mar12 111220 824.00 843.00 824.00 839.25 +12.00 1,912 17,605 +156
May12 111220 803.75 822.00 803.75 819.50 +10.75 1,015 7,560 -324
Jul12 111220 796.00 810.25 796.00 807.50 +11.50 512 7,776 +61
Sep12 111220 766.75 785.50 766.75 781.25 +14.50 600 4,452 +311
Total Volume and Open Interest 4,555 40,638 +482
Oats(CBOT)
Mar12 111220 308.00 311.00 304.50 309.00 +1.75 444 10,790 -224
May12 111220 312.00 315.00 311.25 313.25 +2.00 36 1,509 -9
Jul12 111220 317.50 317.50 313.50 317.50 +4.00 1 115 -1
Sep12 111220 323.25 323.25 319.25 323.25 +4.00 0 7 +0
Total Volume and Open Interest 483 12,571 -236
Rough Rice(CBOT)
Jan12 111220 13.97 14.23 13.93 13.99 +0.11 536 6,357 -428
Mar12 111220 14.22 14.48 14.19 14.24 +0.09 731 9,216 +222
May12 111220 14.75 14.75 14.43 14.53 +0.10 15 969 +0
Jul12 111220 14.82 14.92 14.69 14.80 +0.11 14 608 -4
Total Volume and Open Interest 1,305 17,333 -215
Live Cattle(CME)
Dec11 111220 120.950 121.400 120.500 120.600 -0.550 2,829 9,743 -1,870
Feb12 111220 121.330 121.730 120.600 120.650 -0.850 13,027 129,313 -43
Apr12 111220 124.635 124.950 124.035 124.400 -0.550 5,933 89,497 +520
Jun12 111220 122.700 123.200 122.135 122.950 -0.050 3,762 55,682 +334
Aug12 111220 123.200 123.980 122.930 123.550 -0.300 1,616 14,803 +510
Oct12 111220 126.000 126.450 125.650 126.250 -0.250 538 7,529 +153
Total Volume and Open Interest 27,870 311,489 -384
Feeder Cattle(CME)
Jan12 111220 144.325 144.880 143.550 144.325 -0.360 1,470 9,516 -340
Mar12 111220 147.450 147.850 146.685 147.535 -0.200 1,602 9,758 +236
Apr12 111220 148.500 148.750 147.685 148.550 -0.185 276 3,023 -6
May12 111220 149.000 149.250 148.300 149.075 -0.375 356 3,812 +128
Aug12 111220 150.450 150.630 149.630 150.535 -0.345 128 3,270 +24
Sep12 111220 150.150 150.500 150.000 150.450 -0.450 27 585 +4
Oct12 111220 150.600 150.600 150.600 150.600 -0.300 8 194 +5
Total Volume and Open Interest 3,875 30,189 +59
Lean Hogs(CME)
Feb12 111220 84.285 84.350 83.785 84.100 -0.250 20,506 89,005 -1,850
Apr12 111220 87.100 87.350 86.550 87.135 -0.065 6,309 61,732 -1,068
May12 111220 93.200 93.550 92.800 93.550 +0.120 121 2,524 -37
Jun12 111220 94.150 94.385 93.480 94.350 +0.050 4,084 46,209 -464
Jul12 111220 93.330 93.800 93.050 93.580 +0.130 844 13,368 -89
Aug12 111220 92.300 92.785 91.730 92.730 +0.230 1,283 13,849 -86
Oct12 111220 82.035 82.650 81.635 82.535 +0.150 434 8,957 -2
Dec12 111220 78.000 78.750 77.700 78.300 +0.400 470 3,546 -1
Total Volume and Open Interest 34,062 239,857 -3,596
Class III Milk(CME)
Dec11 111220 18.69 18.73 18.67 18.70 -0.01 257 5,831 -19
Jan12 111220 17.30 17.41 17.13 17.24 -0.06 598 4,822 -189
Feb12 111220 17.33 17.50 17.20 17.36 +0.02 296 4,232 +33
Mar12 111220 17.15 17.25 17.15 17.20 +0.01 139 3,485 +44
Apr12 111220 17.00 17.09 17.00 17.04 +0.05 61 2,554 +22
Total Volume and Open Interest 1,490 33,590 -37
Cocoa(ICE)
Mar12 111220 2082 2191 2077 2185 +115 16,729 78,058 -2,615
May12 111220 2116 2210 2100 2204 +114 2,192 35,777 -102
Jul12 111220 2165 2222 2156 2217 +112 1,337 17,077 +533
Sep12 111220 2175 2235 2172 2231 +112 1,107 14,643 -173
Dec12 111220 2155 2250 2155 2246 +111 403 14,230 +152
Mar13 111220 2230 2262 2223 2262 +104 115 4,771 -13
May13 111220 2245 2275 2238 2275 +95 183 2,447 +23
Total Volume and Open Interest 22,172 167,840 -2,109
Coffee "C"(ICE)
Dec11 111219 215.30 215.30 215.30 215.30 +4.35 1 39 -18
Mar12 111220 220.00 224.05 219.00 222.80 +3.35 8,334 56,890 -8
May12 111220 222.55 226.55 221.80 225.50 +3.40 1,576 24,912 +20
Jul12 111220 225.20 228.75 224.15 227.95 +3.35 969 7,606 +258
Sep12 111220 226.90 230.55 226.10 229.90 +3.40 89 6,259 -33
Dec12 111220 229.40 232.65 228.40 231.90 +3.30 53 6,941 -16
Total Volume and Open Interest 11,066 103,941 +257
Orange Juice(ICE)
Jan12 111220 167.00 168.30 165.35 166.75 -0.15 2,391 9,777 -1,511
Mar12 111220 164.25 165.30 163.00 164.50 +0.40 1,428 14,059 +1,226
May12 111220 162.40 163.75 161.50 163.30 +0.30 27 1,782 +6
Jul12 111220 161.95 163.25 161.85 163.25 +0.35 11 754 -3
Sep12 111220 163.00 163.00 163.00 163.00 +0.25 0 58 +0
Nov12 111220 161.35 161.35 161.35 161.35 +0.25 0 13 +0
Total Volume and Open Interest 3,857 26,452 -282
Sugar #11(ICE)
Mar12 111220 23.11 23.70 23.11 23.49 +0.40 22,471 217,715 +347
May12 111220 22.78 23.27 22.75 23.04 +0.30 5,636 90,278 +73
Jul12 111220 22.53 22.93 22.48 22.72 +0.23 4,513 94,691 +275
Oct12 111220 22.84 23.15 22.81 22.97 +0.18 1,987 51,388 +169
Mar13 111220 23.31 23.62 23.28 23.43 +0.17 987 32,072 +28
Total Volume and Open Interest 36,925 536,045 +1,204
London Cocoa(LCE)
Mar12 111220 1350 1408 1341 1400 +57 9,732 79,974 -2,264
May12 111220 1360 1420 1360 1418 +56 2,303 21,835 -465
Jul12 111220 1380 1437 1376 1434 +56 1,535 29,126 +486
Sep12 111220 1395 1451 1390 1447 +55 1,425 20,588 +442
Dec12 111220 1400 1456 1399 1456 +54 731 15,216 +308
Mar13 111220 1418 1465 1418 1465 +52 168 8,817 +126
May13 111220 1437 1471 1437 1471 +49 4 2,042 +0
Total Volume and Open Interest 15,904 178,648 -1,361
London Sugar(LCE)
Mar12 111220 602.80 614.20 602.50 608.20 +8.80 2,852 24,510 +182
May12 111220 595.70 605.00 595.70 600.20 +7.70 478 8,448 +271
Aug12 111220 591.40 599.00 591.40 594.00 +6.90 253 10,494 +42
Oct12 111220 594.40 601.00 594.40 596.70 +6.90 79 3,983 +19
Dec12 111220 599.30 604.50 599.00 600.50 +6.70 65 1,562 +39
Total Volume and Open Interest 3,767 50,311 +574
Cotton(ICE)
Mar12 111220 87.00 88.14 86.45 86.80 -0.29 5,069 94,348 +1,147
May12 111220 86.72 87.80 86.25 86.64 -0.08 1,038 24,016 +189
Jul12 111220 86.80 87.70 86.19 86.62 +0.02 503 20,517 +115
Oct12 111220 87.53 87.53 87.53 87.53 -0.47 1 82 +0
Dec12 111220 85.75 86.54 85.55 85.77 +0.27 42 8,180 +9
Mar13 111220 87.04 87.78 86.93 86.93 +0.37 1 418 +0
Total Volume and Open Interest 6,655 148,427 +1,460
Lumber(CME)
Jan12 111220 239.0 245.1 238.8 245.0 +7.9 1,129 3,324 -758
Mar12 111220 250.5 257.2 250.0 253.7 +5.2 902 4,957 +130
May12 111220 268.5 273.0 268.0 270.3 +5.3 123 1,505 +41
Jul12 111220 280.9 281.8 279.0 281.3 +5.5 57 326 +26
Total Volume and Open Interest 2,243 10,243 -545
Crude Oil(NYM)
Jan12 111220 94.14 97.45 94.14 97.22 +3.34 205,893 58,145 -19,504
Feb12 111220 94.27 97.63 94.24 97.24 +3.19 128,464 232,761 +3,554
Mar12 111220 94.54 97.81 94.53 97.42 +3.17 41,176 141,853 +1,130
Apr12 111220 95.06 97.93 94.80 97.59 +3.14 25,011 72,988 -1,202
May12 111220 95.03 98.01 95.03 97.67 +3.11 17,894 75,743 +2,674
Jun12 111220 94.97 98.00 94.81 97.59 +3.06 29,274 87,858 -611
Jul12 111220 94.80 97.76 94.65 97.39 +3.01 6,550 37,333 +395
Aug12 111220 95.15 97.31 95.15 97.13 +2.99 4,372 29,503 -469
Sep12 111220 95.59 97.27 95.59 96.86 +2.98 7,291 28,594 +425
Oct12 111220 95.05 96.80 95.05 96.62 +2.96 2,511 29,011 +75
Nov12 111220 94.17 96.75 94.17 96.45 +2.94 2,123 30,840 -352
Dec12 111220 93.75 96.75 93.67 96.27 +2.92 20,424 166,705 -2,448
Jan13 111220 95.95 95.95 95.95 95.95 +2.88 863 31,019 -139
Feb13 111220 95.80 95.80 95.59 95.59 +2.85 107 12,761 +33
Mar13 111220 95.24 95.24 95.24 95.24 +2.81 165 13,631 -20
Apr13 111220 94.87 94.87 94.87 94.87 +2.76 51 6,289 -25
Total Volume and Open Interest 504,230 1,317,220 -16,576
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 111220 94.275 97.650 94.275 97.250 +3.200 2,638 1,231 +349
Mar12 111220 94.525 97.800 94.525 97.425 +3.175 202 334 +70
Apr12 111220 95.325 97.900 94.875 97.600 +3.150 21 198 -18
May12 111220 98.000 98.000 97.675 97.675 +3.125 0 29 +0
Jun12 111220 97.600 97.600 97.600 97.600 +3.075 0 19 +0
Jul12 111220 97.400 97.400 97.400 97.400 +3.025 0 4 +0
Aug12 111220 97.125 97.125 97.125 97.125 +2.975 0 5 +0
Sep12 111220 96.850 96.850 96.850 96.850 +2.975      
Total Volume and Open Interest 8,279 3,142 +197
Heating Oil(NYM)
Jan12 111220 278.56 286.80 278.50 284.94 +6.90 55,975 45,869 -4,301
Feb12 111220 279.50 287.82 279.43 285.92 +6.89 41,729 57,500 -3,171
Mar12 111220 280.63 287.67 280.33 285.93 +6.95 18,855 42,619 -847
Apr12 111220 281.58 286.20 281.58 284.75 +7.04 14,723 22,900 -1,730
May12 111220 280.29 284.70 280.29 283.24 +6.93 8,651 18,381 -239
Jun12 111220 278.15 283.50 278.11 281.94 +6.70 14,403 33,734 -1,102
Jul12 111220 278.15 283.60 278.15 282.04 +6.47 1,376 8,972 -367
Aug12 111220 281.94 284.05 281.94 282.47 +6.28 885 4,477 -18
Sep12 111220 279.35 284.00 279.35 283.20 +6.11 1,023 6,875 +171
Oct12 111220 282.98 285.73 282.98 284.10 +6.01 464 2,783 -59
Nov12 111220 281.39 286.56 281.39 284.99 +5.94 89 2,018 -10
Dec12 111220 282.30 287.18 282.30 285.57 +5.84 2,382 15,499 -1,399
Total Volume and Open Interest 160,633 264,688 -13,056
Gasoline(NYMEX)
Jan12 111220 250.17 258.62 249.65 257.87 +8.96 41,194 40,885 -5,344
Feb12 111220 251.33 259.26 250.66 258.40 +8.68 31,109 59,125 +5,641
Mar12 111220 252.42 260.07 252.42 259.46 +8.55 12,878 43,850 +354
Apr12 111220 265.29 272.93 265.29 272.29 +8.35 8,860 33,536 +382
May12 111220 268.07 272.15 268.07 272.06 +8.20 5,840 25,107 +1,227
Jun12 111220 263.43 270.98 263.38 270.26 +8.04 5,927 28,751 +479
Jul12 111220 266.13 268.29 266.13 268.02 +7.95 2,607 9,563 +387
Aug12 111220 263.87 265.48 263.87 265.48 +7.85 1,081 9,259 +241
Sep12 111220 261.00 262.53 260.78 262.53 +7.77 641 7,502 +161
Oct12 111220 245.50 250.20 245.50 249.65 +7.64 101 5,243 -22
Total Volume and Open Interest 110,704 282,383 +3,516
e-miNY RBOB Gasoline(NYM)
Jan12 111220 257.90 257.90 257.87 257.90 +9.00 0 1 +0
Feb12 111220 258.40 258.40 258.40 258.40 +8.70 0 1 +0
Mar12 111220 259.50 259.50 259.46 259.50 +8.60      
Apr12 111220 272.30 272.30 272.29 272.30 +8.40      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111220 3.117 3.150 3.086 3.128 +0.032 103,928 107,012 -22,288
Feb12 111220 3.165 3.191 3.130 3.170 +0.027 58,244 139,322 +12,941
Mar12 111220 3.200 3.229 3.165 3.208 +0.031 30,399 209,234 +5,299
Apr12 111220 3.259 3.291 3.227 3.271 +0.035 21,788 113,435 +2,460
May12 111220 3.308 3.339 3.274 3.319 +0.037 5,621 60,769 +506
Jun12 111220 3.337 3.385 3.321 3.365 +0.039 3,167 27,299 -23
Jul12 111220 3.389 3.436 3.375 3.420 +0.040 2,612 23,355 +20
Aug12 111220 3.426 3.461 3.402 3.446 +0.039 1,098 14,825 +107
Sep12 111220 3.416 3.463 3.406 3.448 +0.038 2,459 23,927 +778
Oct12 111220 3.463 3.497 3.444 3.482 +0.037 11,821 70,081 +2,920
Nov12 111220 3.587 3.635 3.582 3.621 +0.037 2,271 27,876 -159
Dec12 111220 3.862 3.913 3.853 3.898 +0.039 1,611 22,970 -387
Jan13 111220 3.985 4.041 3.982 4.024 +0.038 2,729 36,540 +142
Feb13 111220 4.010 4.038 3.982 4.021 +0.038 547 7,210 +83
Mar13 111220 3.966 3.987 3.946 3.987 +0.036 1,055 18,191 +507
Apr13 111220 3.900 3.936 3.880 3.919 +0.038 880 24,620 -50
Total Volume and Open Interest 252,429 995,082 +4,004
Brent Crude Oil(ICE)
Feb12 111220 104.30 107.27 103.91 106.73 +3.09 140,067 166,959 -6,299
Mar12 111220 103.57 106.44 103.17 106.00 +3.11 54,312 145,108 +161
Apr12 111220 103.15 106.00 102.76 105.58 +3.12 22,631 44,215 +124
May12 111220 102.92 105.67 102.48 105.31 +3.09 12,952 25,310 -560
Jun12 111220 102.70 105.38 102.22 105.05 +3.05 25,594 74,859 -226
Jul12 111220 102.46 105.02 102.01 104.76 +3.01 6,846 20,108 +1,113
Aug12 111220 102.21 104.71 101.70 104.42 +2.96 3,814 28,796 -126
Sep12 111220 101.85 104.31 101.32 104.01 +2.90 3,366 37,345 +351
Oct12 111220 101.43 103.95 101.00 103.65 +2.84 2,375 15,987 +448
Nov12 111220 103.33 103.33 103.33 103.33 +2.78 1,773 16,263 -5
Dec12 111220 100.94 103.25 100.35 102.96 +2.73 20,045 96,500 -1,227
Jan13 111220 102.60 102.60 102.60 102.60 +2.68 533 11,863 -62
Feb13 111220 102.19 102.19 102.19 102.19 +2.61 383 6,826 +202
Mar13 111220 101.77 101.77 101.77 101.77 +2.56 216 4,102 -41
Total Volume and Open Interest 306,320 846,572 -8,261
Gas Oil(ICE)
Jan12 111220 885.00 908.25 884.00 902.25 +14.25 50,262 114,885 -9,316
Feb12 111220 882.50 905.25 881.50 899.50 +14.25 52,862 94,190 +4,136
Mar12 111220 879.75 901.75 879.00 896.50 +14.00 23,253 51,814 -878
Apr12 111220 877.25 898.25 877.25 893.75 +14.00 10,424 25,860 +343
May12 111220 876.00 896.25 874.50 891.00 +14.00 6,970 29,766 +71
Jun12 111220 873.75 894.25 871.50 889.50 +14.25 13,727 38,112 -1,910
Jul12 111220 876.50 891.75 872.25 890.00 +14.00 2,794 16,286 -76
Aug12 111220 877.25 893.50 873.25 890.75 +14.25 1,249 14,839 +372
Sep12 111220 878.00 895.00 874.25 891.25 +14.00 1,220 14,459 -34
Oct12 111220 878.00 894.25 874.50 891.50 +14.25 985 9,932 -86
Total Volume and Open Interest 169,948 491,886 -7,128
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111220 2.122 2.144 2.115 2.140 +0.028 155 848 -74
Feb12 111220 2.132 2.148 2.132 2.140 +0.032 47 1,315 -4
Mar12 111220 2.158 2.165 2.146 2.160 +0.031 72 1,610 +9
Apr12 111220 2.166 2.178 2.159 2.175 +0.033 72 698 -18
May12 111220 2.187 2.192 2.175 2.189 +0.028 127 831 -50
Jun12 111220 2.205 2.208 2.193 2.206 +0.026 60 594 +18
Jul12 111220 2.215 2.223 2.208 2.222 +0.029 90 899 +11
Total Volume and Open Interest 834 9,975 -84
WTI Crude Oil(ICE)
Feb12 111220 94.70 97.65 94.32 97.24 +3.19 33,423 72,946 -799
Mar12 111220 94.72 97.79 94.56 97.42 +3.17 10,785 32,778 +270
Apr12 111220 94.90 97.91 94.74 97.59 +3.14 9,373 24,597 -3,311
May12 111220 95.40 98.05 95.40 97.67 +3.11 6,764 21,047 +2,195
Jun12 111220 94.93 98.00 94.81 97.59 +3.06 9,440 51,584 +28
Jul12 111220 96.04 97.58 96.04 97.39 +3.01 2,352 9,467 -34
Aug12 111220 95.78 97.50 95.78 97.13 +2.99 1,026 8,030 -34
Sep12 111220 95.50 97.24 95.50 96.86 +2.98 1,228 11,567 +18
Oct12 111220 95.64 97.02 95.64 96.62 +2.96 433 5,369 +115
Nov12 111220 96.45 96.45 96.45 96.45 +2.94 239 4,537 -44
Dec12 111220 93.73 96.74 93.70 96.27 +2.92 5,255 64,124 -753
Jan13 111220 95.95 95.95 95.95 95.95 +2.88 16 3,030 +16
Feb13 111220 95.59 95.59 95.59 95.59 +2.85 0 740 +0
Mar13 111220 95.24 95.24 95.24 95.24 +2.81 0 1,613 +0
Apr13 111220 94.87 94.87 94.87 94.87 +2.76 0 389 +0
May13 111220 94.50 94.50 94.50 94.50 +2.72 0 574 +0
Total Volume and Open Interest 104,510 431,331 -7,250
US Dollar Index(ICE)
Mar12 111220 80.890 80.940 80.035 80.272 -0.535 35,693 66,781 +14,758
Jun12 111220 80.875 80.875 80.808 80.808 -0.600 2 504 +1
Sep12 111220 81.408 81.408 81.408 81.408 -0.600      
Total Volume and Open Interest 48,849 83,073 +9,778
Australian Dollar(CME)
Dec11 111219 99.66 99.74 99.02 99.45 -0.13 96,443 45,797 -8,933
Mar12 111220 97.96 99.95 97.96 99.65 +1.46 107,832 102,372 +3,710
Jun12 111220 98.02 99.00 97.44 98.87 +1.43 2 8 +0
Total Volume and Open Interest 125,263 142,833 -1,752
British Pound(CME)
Dec11 111219 155.23 155.45 154.67 155.28 +0.30 93,019 76,646 -11,099
Mar12 111220 154.83 156.88 154.77 156.48 +1.41 74,711 196,896 +6,813
Jun12 111220 155.35 156.34 154.92 156.34 +1.42 26 34 +17
Total Volume and Open Interest 93,151 267,655 +904
Canadian Dollar(CME)
Dec11 111220 96.26 97.38 96.26 97.37 +0.88 10,823 59,057 -3,045
Mar12 111220 96.13 97.25 96.08 96.81 +0.51 62,260 110,815 +4,187
Jun12 111220 96.50 97.05 96.11 96.67 +0.56 93 2,464 +64
Sep12 111220 96.97 96.97 95.99 96.57 +0.58 69 1,347 +184
Total Volume and Open Interest 73,305 174,004 +1,442
Japanese Yen(CME)
Dec11 111219 128.55 128.55 127.66 128.38 -0.04 59,107 89,901 -13,033
Mar12 111220 128.48 128.93 128.36 128.65 +0.09 54,720 136,399 +7,048
Jun12 111220 129.10 129.10 128.84 128.94 +0.10 10 147 +10
Total Volume and Open Interest 67,324 222,046 +2,650
Swiss Franc(CME)
Dec11 111219 106.86 106.96 106.35 106.75 +0.05 35,251 30,904 -319
Mar12 111220 106.89 108.13 106.83 107.60 +0.56 20,383 35,299 +2,181
Jun12 111220 108.16 108.40 107.31 107.87 +0.56 1 6 -1
Total Volume and Open Interest 26,420 64,927 +893
EuroFX(CME)
Dec11 111219 130.35 130.41 129.83 130.22 -0.04 210,055 120,836 -17,261
Mar12 111220 130.07 131.42 130.03 130.84 +0.58 230,604 258,127 +13,143
Jun12 111220 130.50 131.50 130.36 130.95 +0.59 148 1,560 +22
Total Volume and Open Interest 296,708 361,793 -5,590
Mexican Peso(CME)
Dec11 111219 722.2 722.8 718.5 722.8 +2.8 23,573 34,196 -5,276
Jan12 111220 723.8 723.8 719.5 723.8 +4.2 0 95 +0
Total Volume and Open Interest 26,052 143,404 -1,469
Brazilian Real(CME)
Jan12 111220 540.90 541.60 540.90 540.90 +7.25 0 10,742 +0
Feb12 111220 537.65 537.65 537.65 537.65 +7.05      
Mar12 111220 534.35 534.35 534.35 534.35 +6.85 549 2,412 -201
Apr12 111220 531.75 531.75 531.75 531.75 +6.85      
Total Volume and Open Interest 549 26,770 -201
30-Year T-Bonds(CBOT)
Dec11 111220 146~000 146~020 144~200 144~220 -1~200 2,775 4,441 -974
Mar12 111220 146~020 146~030 144~000 144~030 -1~300 254,285 608,734 +4,743
Jun12 111220 144~000 144~190 142~210 142~210 -1~300 34 180 +16
Total Volume and Open Interest 257,094 613,355 +3,785
10-Year T-Notes(CBOT)
Dec11 111220 132~045 132~045 131~185 131~190 -0~170 8,111 6,580 -2,963
Mar12 111220 131~105 131~105 130~190 130~200 -0~225 754,393 1,476,342 +7,430
Jun12 111220 129~250 130~105 129~250 129~250 -0~175      
Total Volume and Open Interest 762,504 1,482,922 +4,467
5-Year T-Notes(CBOT)
Dec11 111220 123~072 123~088 123~020 123~059 -0~029 1,649 35,078 -273
Mar12 111220 123~042 123~042 122~124 123~013 -0~032 361,835 1,228,633 +5,286
Jun12 111220 122~037 122~069 122~037 122~037 -0~032      
Total Volume and Open Interest 363,484 1,263,711 +5,013
2 Year T-Notes(CBOT)
Dec11 111220 110~025 110~030 110~023 110~025 -0~005 5,989 18,924 -4,561
Mar12 111220 110~041 110~042 110~034 110~036 -0~005 108,404 688,394 +1,759
Jun12 111220 110~008 110~013 110~008 110~008 -0~005      
Total Volume and Open Interest 114,393 707,318 -2,802
Eurodollars(CME)
Mar12 111220 99.330 99.345 99.330 99.330 +0.005 251,051 953,904 -4,664
Jun12 111220 99.265 99.280 99.260 99.270 +0.005 231,109 1,027,928 -21,249
Sep12 111220 99.235 99.255 99.230 99.245 +0.005 252,112 814,490 +2,831
Dec12 111220 99.215 99.240 99.210 99.230 +0.005 412,207 779,431 -27,982
Mar13 111220 99.230 99.250 99.215 99.240 unch 361,721 764,479 +10,930
Jun13 111220 99.225 99.240 99.205 99.230 -0.005 178,570 582,609 -5,365
Sep13 111220 99.200 99.210 99.180 99.200 -0.015 152,874 482,706 +2,907
Dec13 111220 99.145 99.155 99.125 99.135 -0.025 124,397 484,115 -77,467
Mar14 111220 99.055 99.060 99.030 99.040 -0.030 76,452 383,555 +3,168
Jun14 111220 98.920 98.920 98.885 98.895 -0.040 60,533 319,331 +9,579
Sep14 111220 98.755 98.765 98.725 98.730 -0.050 61,106 217,050 +1,478
Dec14 111220 98.600 98.600 98.555 98.560 -0.055 89,489 173,413 -14,382
Mar15 111220 98.455 98.455 98.405 98.410 -0.060 44,213 154,392 +11,030
Jun15 111220 0.006 0.006 6.495 6.505 +6.489 26,046 115,829 +3,135
Sep15 111220 6.405 6.405 6.335 6.345 -0.070 18,783 79,241 +7
Dec15 111220 6.225 6.230 6.160 6.175 -0.075 17,672 52,954 -2,585
Mar16 111220 6.100 6.105 6.025 6.035 -0.085 9,456 50,176 +547
Jun16 111220 5.985 5.985 5.895 5.905 -0.095 7,793 37,416 +466
Total Volume and Open Interest 2,543,526 8,618,042 -108,117
30 Day Federal Funds(CBOT)
Dec11 111220 99.925 99.927 99.925 99.925 unch 4,312 67,004 -1,079
Jan12 111220 99.925 99.925 99.920 99.920 unch 2,696 66,601 -533
Feb12 111220 99.915 99.915 99.910 99.910 unch 2,250 56,104 +730
Mar12 111220 99.905 99.910 99.900 99.900 unch 840 34,918 -516
Apr12 111220 99.890 99.900 99.885 99.890 unch 1,013 39,242 -231
May12 111220 99.880 99.890 99.875 99.880 unch 1,669 45,481 +425
Total Volume and Open Interest 21,573 570,459 -549
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 111220 99.662 99.662 99.662 99.662 unch 0 40 +0
Jun12 111220 99.665 99.665 99.665 99.665 unch      
Sep12 111220 99.660 99.660 99.660 99.660 unch      
Dec12 111220 99.665 99.665 99.665 99.665 unch      
Mar13 111220 99.655 99.655 99.655 99.655 unch      
Jun13 111220 99.625 99.625 99.625 99.625 unch      
Sep13 111220 99.625 99.625 99.625 99.625 unch      
Dec13 111220 99.525 99.525 99.525 99.525 unch      
Mar14 111220 99.385 99.385 99.385 99.385 unch      
Jun14 111220 99.245 99.245 99.245 99.245 unch      
Total Volume and Open Interest 0 1,162 +0
3-Mth Euro-Yen(SGX)
Mar12 111219 99.67 99.67 99.66 99.66 unch 0 2,094 +0
Jun12 111219 99.67 99.67 99.67 99.67 unch 0 1,440 +0
Sep12 111219 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111219 99.67 99.67 99.67 99.67 unch 2 115 +0
Mar13 111219 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 111219 99.62 99.62 99.62 99.62 unch 0 208 +0
Sep13 111219 99.62 99.62 99.62 99.62 unch 0 325 +0
Dec13 111219 99.53 99.53 99.53 99.53 unch 0 3 +0
Total Volume and Open Interest 2 9,648 +0
Japanese Gov't Bonds(SGX)
Mar12 111219 142.31 142.47 142.30 142.32 -0.01 2,061 17,748 +499
Jun12 111219 140.23 140.23 140.23 140.23 -0.01      
Sep12 111219 138.14 138.14 138.14 138.14 -0.01      
Total Volume and Open Interest 2,061 17,752 +499
Euro-Bund(EUREX)
Mar12 111220 138.23 138.36 137.39 137.50 -0.89 355,499 849,054 +10,025
Jun12 111220 136.66 136.69 135.71 135.79 -0.90 10 173 +4
Sep12 111220 135.79 135.79 135.79 135.79 -0.90      
Total Volume and Open Interest 355,509 849,227 +10,029
Euro-Bobl(EUREX)
Mar12 111220 124.68 124.77 124.23 124.40 -0.32 195,573 631,437 +7,729
Jun12 111220 122.80 122.80 122.80 122.80 -0.32      
Sep12 111220 122.80 122.80 122.80 122.80 -0.32      
Total Volume and Open Interest 195,573 631,437 +7,729
3-Mth Euribor(EUREX)
Dec11 111219 98.585 98.585 98.582 98.582 -0.003 59 1,265 +0
Mar12 111220 98.860 98.880 98.860 98.880 +0.020 211 1,205 -8
Jun12 111220 98.975 98.995 98.975 98.995 +0.010 200 1,267 +195
Total Volume and Open Interest 428 6,671 +188
Long Gilt(LIFFE)
Dec11 111220 132~30 133~01 132~25 132~25 -0~06 40 7,040 +9
Mar12 111220 115~32 116~02 115~19 115~26 -0~06 61,077 295,212 -8,476
Total Volume and Open Interest 61,117 302,252 -8,467
3-Mth Short Sterling(LIFFE)
Dec11 111220 98.92 98.94 98.92 98.93 unch 20,551 293,357 -6,898
Mar12 111220 98.90 98.91 98.87 98.91 +0.02 49,298 306,035 +4,535
Jun12 111220 98.91 98.91 98.87 98.90 unch 30,621 230,397 +905
Sep12 111220 98.94 98.94 98.88 98.91 -0.02 36,440 240,599 -1,351
Dec12 111220 98.96 98.96 98.89 98.91 -0.03 29,186 208,476 +3,966
Mar13 111220 98.96 98.97 98.90 98.93 -0.03 23,987 219,557 +2,634
Total Volume and Open Interest 262,958 2,084,938 -5,187
3-Mth Euribor(LIFFE)
Mar12 111220 98.865 98.890 98.850 98.880 +0.020 106,016 496,584 -2,182
Jun12 111220 98.985 99.010 98.965 98.995 +0.010 54,807 397,304 +2,249
Sep12 111220 99.030 99.060 99.020 99.040 +0.005 70,877 378,418 +156
Total Volume and Open Interest 538,135 3,502,845 -25,515
3-Mth Aus T-Bills(SFE)
Mar12 111220 96.27 96.30 96.25 96.27 -0.01 13,215 229,960 -42
Jun12 111220 96.68 96.70 96.62 96.65 -0.04 7,162 176,817 -1,219
Sep12 111220 96.70 96.73 96.65 96.67 -0.04 5,366 114,296 +635
Dec12 111220 96.58 96.63 96.56 96.57 -0.03 3,793 70,609 -204
Mar13 111220 96.48 96.54 96.46 96.47 -0.02 1,658 50,910 -777
Jun13 111220 96.38 96.40 96.37 96.37 -0.03 1,917 45,022 +323
Sep13 111220 96.26 96.29 96.25 96.25 -0.04 613 26,006 +118
Dec13 111220 96.14 96.19 96.14 96.14 -0.03 398 16,022 +108
Mar14 111220 96.05 96.07 96.04 96.04 -0.03 30 1,328 +28
Jun14 111220 95.94 95.94 95.94 95.94 -0.04 11 79 -1
Total Volume and Open Interest 34,163 731,124 -1,031
10-Year Aus T-Bonds(SFE)
Mar12 111220 96.23 96.27 96.21 96.23 unch 23,272 331,437 -22,096
Jun12 111220 96.23 96.23 96.23 96.23 unch      
Total Volume and Open Interest 23,272 331,437 -22,096
3-Year Aus T-Bonds(SFE)
Mar12 111220 97.06 97.09 97.02 97.05 -0.02 64,778 364,921 -2,521
Jun12 111220 97.05 97.05 97.05 97.05 -0.02      
Total Volume and Open Interest 64,778 364,921 -2,521
Gold(CMX)
Dec11 111220 1596.4 1617.0 1596.4 1615.6 +21.2 57 361 -620
Feb12 111220 1595.5 1620.8 1594.1 1617.6 +20.9 137,428 253,512 -4,122
Apr12 111220 1597.3 1622.1 1597.3 1619.8 +21.0 3,965 39,722 +442
Jun12 111220 1601.0 1624.0 1601.0 1622.0 +21.0 1,902 25,551 +73
Aug12 111220 1623.9 1625.0 1622.9 1624.2 +21.1 488 13,728 +102
Oct12 111220 1610.2 1626.5 1606.3 1626.4 +21.1 215 9,278 +143
Dec12 111220 1615.0 1628.7 1615.0 1628.7 +21.2 838 24,048 +222
Feb13 111220 1631.4 1631.4 1629.8 1631.4 +21.2 30 2,939 -4
Apr13 111220 1634.1 1634.1 1634.1 1634.1 +21.2 0 1,377 +0
Jun13 111220 1637.2 1637.2 1637.2 1637.2 +21.2 458 9,720 -67
Aug13 111220 1640.5 1640.5 1640.5 1640.5 +21.2 0 45 +0
Oct13 111220 1644.1 1644.1 1644.1 1644.1 +21.2      
Total Volume and Open Interest 146,429 427,087 -3,767
Silver(CMX)
Dec11 111220 2923.0 2949.6 2920.0 2949.6 +67.4 57 231 -19
Mar12 111220 2878.0 2962.5 2869.5 2953.6 +66.2 29,657 55,356 -2,703
May12 111220 2894.0 2965.5 2894.0 2959.1 +66.1 942 8,702 +4
Jul12 111220 2952.5 2963.3 2952.5 2963.3 +66.1 73 3,313 -89
Sep12 111220 2966.5 2966.5 2966.5 2966.5 +66.1 832 2,457 +303
Dec12 111220 2949.0 2971.0 2945.0 2971.0 +66.1 201 13,512 +67
Mar13 111220 2970.0 2970.0 2970.0 2970.0 +66.4 0 1,155 +0
Total Volume and Open Interest 32,195 100,894 -2,568
Platinum(NYMEX)
Jan12 111220 1410.1 1437.0 1407.6 1432.9 +19.3 6,599 23,191 -1,578
Apr12 111220 1418.7 1442.5 1418.7 1439.8 +19.1 2,071 18,953 +1,207
Jul12 111220 1443.9 1443.9 1443.9 1443.9 +19.1 42 593 +35
Oct12 111220 1446.0 1447.3 1446.0 1447.3 +18.6 5 68 +5
Total Volume and Open Interest 8,717 42,806 -331
Palladium(NYMEX)
Dec11 111220 622.45 626.65 622.45 626.65 +11.05 17 718 +13
Mar12 111220 610.25 630.15 610.25 628.60 +10.90 1,440 17,391 -215
Jun12 111220 629.90 629.90 629.90 629.90 +10.80 0 361 -2
Total Volume and Open Interest 1,457 18,609 -204
Copper(CMX)
Dec11 111220 333.75 337.85 332.30 336.30 +6.20 276 895 -632
Mar12 111220 330.30 339.00 328.55 336.95 +6.10 39,840 69,548 +731
May12 111220 332.75 340.00 330.40 338.00 +6.10 4,510 23,697 -88
Jul12 111220 338.80 338.80 338.60 338.60 +6.10 1,105 6,424 +211
Sep12 111220 336.60 339.35 336.60 339.15 +6.15 114 3,574 -33
Total Volume and Open Interest 47,376 117,525 -157
DJIA Index(CBOT)
Mar12 111220 11699 12040 11699 12031 +328 139 10,304 +17
Jun12 111220 11967 11967 11639 11967 +328 0 400 +0
Sep12 111220 11904 11904 11576 11904 +328      
Dec12 111220 11827 11827 11499 11827 +328      
Total Volume and Open Interest 139 10,704 -18,291
E-mini DJIA Index(CBOT)
Dec11 111216 11896 11988 11895 11949 +50 22,203 78,058 -4,463
Mar12 111220 11705 12047 11693 12031 +328 108,448 86,686 -810
Jun12 111220 11695 11967 11695 11967 +328 2 27 +2
Sep12 111220 11904 11904 11904 11904 +328 0 9 +0
Total Volume and Open Interest 108,450 86,722 -75,207
S & P 500(CME)
Mar12 111220 1199.00 1237.20 1196.50 1236.00 +37.00 12,152 216,600 +335
Jun12 111220 1230.70 1231.60 1229.60 1230.70 +37.10 74 3,343 +0
Sep12 111220 1225.50 1226.40 1224.40 1225.50 +37.10 0 732 +0
Dec12 111220 1219.80 1220.70 1218.70 1219.80 +37.10 0 102 +0
Total Volume and Open Interest 12,226 220,777 -132,188
S & P 500 E-Mini(Globex)
Mar12 111220 1199.00 1237.25 1198.75 1236.00 +37.00 2,189,561 2,511,559 +41,869
Jun12 111220 1193.50 1231.75 1193.50 1230.75 +37.25 1,922 5,930 +1,365
Total Volume and Open Interest 2,191,498 2,517,624 -865,279
NASDAQ 100(CME)
Mar12 111220 2217.50 2284.00 2214.50 2266.80 +54.30 247 3,622 -29
Jun12 111220 2263.30 2263.30 2210.00 2263.30 +53.30      
Sep12 111220 2260.80 2260.80 2207.50 2260.80 +53.30      
Total Volume and Open Interest 247 3,622 -29,239
NASDAQ 100 E-Mini(Globex)
Mar12 111220 2214.00 2283.30 2212.30 2266.80 +54.30 214,925 256,047 +848
Jun12 111220 2251.30 2275.30 2251.30 2263.30 +53.30 6 29 +3
Total Volume and Open Interest 214,931 256,077 -165,875
S & P Midcap 400(CME)
Mar12 111220 865.90 869.00 865.90 865.90 +29.50 10 328 -5
Jun12 111220 863.90 863.90 863.90 863.90 +29.50      
Sep12 111220 861.90 861.90 861.90 861.90 +29.50      
Total Volume and Open Interest 10 328 -5,895
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 111220 8325 8500 8325 8475 +190 3,858 22,072 -98
Jun12 111220 8335 8420 8315 8420 +190 2 10 +2
Total Volume and Open Interest 3,860 22,082 -96
Nikkei 225(SGX)
Mar12 111220 8330 8370 8320 8330 -10 68,184 177,085 +1,106
Jun12 111220 8240 8255 8240 8255 -10 45 284 +11
Sep12 111220 8250 8250 8250 8250 -10 0 30 +0
Total Volume and Open Interest 68,566 186,418 +844
CAC 40(EURONEXT)
Jan12 111220 2974.5 3071.0 2957.5 3057.0 +82.0 106,116 254,744 +19,071
Feb12 111220 2970.5 3057.5 2970.5 3057.5 +82.5 45 209 +51
Mar12 111220 2975.0 3061.5 2972.0 3060.0 +85.5 176 20,936 -198
Total Volume and Open Interest 106,337 275,939 -144,508
Hang Seng Index(HKFE)
Dec11 111220 18031 18290 17966 17979 -90 68,506 92,267 -1,503
Jan12 111220 18011 18288 17967 17985 -85 1,310 3,468 +119
Total Volume and Open Interest 70,532 99,795 -1,085
DAX(EUREX)
Dec11 111216 5783.0 5789.5 5714.5 5727.5 -20.0 219,442 98,018 -35,014
Mar12 111220 5675.0 5888.0 5643.5 5850.0 +176.0 155,942 138,616 +5,619
Jun12 111220 5669.5 5901.0 5669.5 5865.0 +176.0 4,975 5,615 +38
Total Volume and Open Interest 180,439 144,231 -64,056
FT-SE 100(EURONEXT)
Mar12 111220 5319.50 5406.00 5293.00 5380.50 +56.00 120,888 599,623 +11,298
Jun12 111220 5277.50 5334.50 5277.50 5334.50 +55.50 70 3,718 +10
Sep12 111220 5302.50 5302.50 5302.50 5302.50 +56.00      
Total Volume and Open Interest 120,958 603,341 -99,113
SPI 200(SFE)
Mar12 111220 4043.0 4097.0 4026.0 4039.0 -8.0 42,660 189,155 +1,147
Jun12 111220 4075.0 4075.0 4040.0 4044.0 -8.0 14 1,725 +6
Sep12 111220 4018.0 4018.0 4008.0 4008.0 -8.0 210 1,183 -22
Total Volume and Open Interest 43,568 194,921 -27,499
GSCI(CME)
Jan12 111220 631.60 636.50 631.60 635.00 +14.75 203 8,103 -71
Feb12 111220 632.50 637.40 632.50 636.00 +14.70      
Mar12 111220 638.50 639.50 638.50 638.50 +14.25      
Total Volume and Open Interest 203 8,103 -71
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

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!