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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed December 21, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111221 1144.50 1159.00 1132.25 1153.75 +9.25 77,637 117,619 -3,635
Mar12 111221 1154.25 1168.50 1142.00 1163.25 +8.75 46,967 180,627 +2,652
May12 111221 1164.50 1178.50 1153.00 1173.75 +9.00 14,490 93,504 -860
Jul12 111221 1176.50 1188.50 1162.50 1183.75 +9.00 13,473 79,980 +323
Aug12 111221 1164.50 1184.00 1164.50 1182.00 +8.75 123 1,116 -12
Sep12 111221 1164.00 1180.00 1158.00 1177.25 +8.50 46 950 +0
Nov12 111221 1164.00 1179.75 1154.25 1175.50 +9.00 4,200 53,666 -204
Total Volume and Open Interest 157,196 545,098 -1,661
Soybean Meal(CBOT)
Jan12 111221 295.00 301.40 291.30 299.00 +3.80 35,751 34,028 -7,317
Mar12 111221 299.00 305.00 295.40 302.80 +3.60 25,920 72,917 +3,764
May12 111221 302.70 308.10 299.10 306.00 +3.20 4,906 30,301 +384
Jul12 111221 306.70 311.60 303.00 309.70 +3.10 4,646 30,495 +508
Aug12 111221 307.20 312.00 307.20 310.90 +3.00 375 5,156 +50
Sep12 111221 307.50 312.50 304.60 311.20 +3.00 150 5,452 +5
Oct12 111221 305.30 311.80 305.00 310.20 +2.90 46 3,473 +14
Dec12 111221 308.10 312.90 304.70 311.10 +2.80 920 18,401 -185
Total Volume and Open Interest 72,782 205,888 -2,748
Soybean Oil(CBOT)
Jan12 111221 49.50 49.72 49.16 49.45 +0.07 46,513 57,296 -5,074
Mar12 111221 49.85 50.09 49.53 49.80 +0.05 34,001 129,298 +3,856
May12 111221 50.30 50.46 49.93 50.20 +0.06 4,916 50,511 +659
Jul12 111221 50.63 50.78 50.25 50.51 +0.06 5,741 35,889 +305
Aug12 111221 50.52 50.70 50.45 50.59 +0.06 56 4,363 +7
Sep12 111221 50.62 50.76 50.37 50.61 +0.05 110 5,042 -21
Oct12 111221 50.41 50.51 50.27 50.45 +0.05 132 5,272 +69
Dec12 111221 50.38 50.51 50.10 50.31 +0.10 1,908 18,981 +118
Total Volume and Open Interest 93,390 307,185 -78
Canola(WCE)
Jan12 111221 511.9 513.8 509.2 511.4 +0.9 5,861 17,114 -8,896
Mar12 111221 511.6 514.8 509.1 511.9 +0.3 12,010 69,194 +2,741
May12 111221 513.3 515.9 510.1 514.4 +0.1 1,167 15,600 -19
Jul12 111221 513.5 516.7 510.6 515.6 -0.3 425 13,744 +77
Nov12 111221 490.5 494.8 490.5 493.6 +0.1 348 17,210 +251
Total Volume and Open Interest 19,859 133,424 -5,825
Corn(CBOT)
Mar12 111221 606.00 619.00 601.00 616.50 +9.50 146,066 538,925 -11,070
May12 111221 614.75 627.50 609.75 625.25 +9.50 35,794 177,509 +1,322
Jul12 111221 621.50 634.00 616.50 631.75 +9.50 23,481 160,365 +1,803
Sep12 111221 584.00 595.00 583.00 592.75 +8.25 1,796 40,474 +237
Dec12 111221 563.00 575.00 561.00 570.75 +7.25 16,399 190,003 -63
Mar13 111221 573.75 585.50 573.50 582.75 +6.75 539 35,585 +122
Total Volume and Open Interest 224,719 1,164,381 -7,493
Wheat(CBOT)
Mar12 111221 607.00 618.00 600.00 617.00 +9.25 34,437 173,646 +201
May12 111221 626.00 636.75 620.00 635.75 +9.00 4,246 68,613 +29
Jul12 111221 643.75 653.25 636.25 652.25 +8.50 3,865 68,792 +393
Sep12 111221 658.00 670.75 654.25 670.00 +8.25 529 15,447 +135
Dec12 111221 679.00 691.75 675.25 690.75 +8.75 1,295 42,330 +59
Total Volume and Open Interest 44,514 374,767 +865
Wheat(KCBT)
Mar12 111221 666.00 677.25 661.00 671.00 +3.00 6,665 68,976 -367
May12 111221 674.25 685.00 670.50 679.75 +3.25 2,067 16,083 +637
Jul12 111221 681.00 692.75 678.25 686.50 +2.75 1,571 37,926 -387
Sep12 111221 695.25 705.50 693.00 701.00 +3.00 339 6,609 +75
Dec12 111221 716.50 727.00 713.25 720.75 +2.00 454 7,489 +139
Total Volume and Open Interest 11,110 137,546 +109
Wheat(MGE)
Dec11 111214 850.75 850.75 846.00 846.00 -5.50 7 34 -7
Mar12 111221 837.00 842.50 831.00 841.75 +2.50 2,263 17,310 -295
May12 111221 817.00 822.00 811.00 820.25 +0.75 737 7,678 +118
Jul12 111221 805.25 809.75 800.25 808.50 +1.00 217 7,775 -1
Sep12 111221 780.00 782.50 775.50 780.00 -1.25 142 4,477 +25
Total Volume and Open Interest 3,510 40,518 -120
Oats(CBOT)
Mar12 111221 309.25 311.25 307.50 311.00 +2.00 492 11,000 +210
May12 111221 312.25 314.75 312.25 314.75 +1.50 21 1,510 +1
Jul12 111221 316.00 318.75 315.25 317.50 unch 5 117 +2
Sep12 111221 323.25 323.25 323.25 323.25 unch 0 7 +0
Total Volume and Open Interest 520 12,785 +214
Rough Rice(CBOT)
Jan12 111221 13.98 14.28 13.98 14.15 +0.16 994 5,785 -572
Mar12 111221 14.33 14.53 14.23 14.40 +0.16 1,228 9,850 +634
May12 111221 14.56 14.72 14.53 14.68 +0.15 2 969 +0
Jul12 111221 14.80 14.94 14.80 14.94 +0.14 1 609 +1
Total Volume and Open Interest 2,225 17,396 +63
Live Cattle(CME)
Dec11 111221 120.200 121.150 119.930 120.250 -0.350 3,512 8,505 -1,238
Feb12 111221 120.700 121.350 120.100 120.450 -0.200 22,713 127,717 -1,596
Apr12 111221 124.250 124.980 123.850 124.385 -0.015 11,783 89,765 +268
Jun12 111221 122.850 123.650 122.385 122.730 -0.220 7,353 57,068 +1,386
Aug12 111221 123.430 124.080 123.050 123.480 -0.070 2,267 15,174 +371
Oct12 111221 125.950 126.600 125.600 125.950 -0.300 826 7,700 +171
Total Volume and Open Interest 48,729 310,871 -618
Feeder Cattle(CME)
Jan12 111221 144.300 145.575 143.600 144.380 +0.055 1,660 8,964 -552
Mar12 111221 147.250 148.000 146.600 146.850 -0.685 2,038 10,218 +460
Apr12 111221 148.400 149.200 147.785 148.325 -0.225 607 3,015 -8
May12 111221 148.700 149.735 148.350 148.950 -0.125 480 3,795 -17
Aug12 111221 149.880 151.000 149.825 150.400 -0.135 260 3,369 +99
Sep12 111221 150.000 150.935 150.000 150.400 -0.050 44 599 +14
Oct12 111221 150.600 150.600 150.600 150.600 unch 10 193 -1
Total Volume and Open Interest 5,099 30,184 -5
Lean Hogs(CME)
Feb12 111221 83.980 84.050 83.200 83.285 -0.815 14,852 87,073 -1,932
Apr12 111221 86.900 87.000 86.350 86.500 -0.635 4,765 61,900 +168
May12 111221 92.650 92.800 92.350 92.700 -0.850 64 2,519 -5
Jun12 111221 94.000 94.135 93.535 93.800 -0.550 3,327 46,461 +252
Jul12 111221 93.500 93.500 92.900 93.050 -0.530 518 13,354 -14
Aug12 111221 92.430 92.580 92.035 92.200 -0.530 851 13,670 -179
Oct12 111221 82.400 82.535 81.900 82.100 -0.435 315 8,953 -4
Dec12 111221 78.580 78.580 77.900 78.100 -0.200 127 3,553 +7
Total Volume and Open Interest 24,863 238,183 -1,674
Class III Milk(CME)
Dec11 111221 18.69 18.71 18.68 18.70 unch 140 5,783 -48
Jan12 111221 17.25 17.31 17.18 17.22 -0.02 509 4,722 -100
Feb12 111221 17.36 17.47 17.36 17.38 +0.02 219 4,298 +66
Mar12 111221 17.20 17.24 17.13 17.20 unch 119 3,514 +29
Apr12 111221 17.04 17.13 17.02 17.06 +0.02 73 2,568 +14
Total Volume and Open Interest 1,208 33,647 +57
Cocoa(ICE)
Mar12 111221 2192 2247 2173 2244 +59 8,962 78,278 +220
May12 111221 2212 2263 2195 2261 +57 1,492 35,687 -90
Jul12 111221 2225 2276 2225 2274 +57 695 17,145 +68
Sep12 111221 2253 2285 2238 2283 +52 115 14,615 -28
Dec12 111221 2274 2296 2248 2295 +49 323 14,310 +80
Mar13 111221 2280 2308 2267 2307 +45 105 4,747 -24
May13 111221 2314 2320 2314 2320 +45 163 2,511 +64
Total Volume and Open Interest 11,855 168,130 +290
Coffee "C"(ICE)
Dec11 111219 215.30 215.30 215.30 215.30 +4.35 1 39 -18
Mar12 111221 222.10 222.80 218.50 219.90 -2.90 8,881 56,524 -366
May12 111221 224.55 225.25 221.40 222.70 -2.80 1,296 24,778 -134
Jul12 111221 226.35 226.35 224.30 225.25 -2.70 1,053 7,900 +294
Sep12 111221 227.60 227.90 227.05 227.10 -2.80 123 6,218 -41
Dec12 111221 229.50 229.55 228.30 228.95 -2.95 48 6,938 -3
Total Volume and Open Interest 11,478 103,651 -290
Orange Juice(ICE)
Jan12 111221 167.35 167.65 164.65 164.95 -1.80 2,118 7,973 -1,804
Mar12 111221 165.00 165.80 162.60 163.20 -1.30 2,113 15,377 +1,318
May12 111221 162.30 162.50 162.20 162.20 -1.10 5 1,782 +0
Jul12 111221 162.50 162.65 162.35 162.35 -0.90 4 756 +2
Sep12 111221 162.20 162.20 162.20 162.20 -0.80 0 58 +0
Nov12 111221 160.50 160.50 160.50 160.50 -0.85 0 13 +0
Total Volume and Open Interest 4,240 25,968 -484
Sugar #11(ICE)
Mar12 111221 23.49 23.62 23.10 23.32 -0.17 21,903 214,500 -3,215
May12 111221 23.00 23.15 22.70 22.92 -0.12 6,536 92,099 +1,821
Jul12 111221 22.67 22.81 22.41 22.66 -0.06 3,950 95,501 +810
Oct12 111221 22.91 23.00 22.67 22.98 +0.01 1,842 51,464 +76
Mar13 111221 23.35 23.49 23.10 23.48 +0.05 989 32,228 +156
Total Volume and Open Interest 37,639 536,412 +367
London Cocoa(LCE)
Mar12 111221 1423 1436 1394 1435 +35 5,333 80,183 +209
May12 111221 1430 1453 1410 1452 +34 1,244 22,160 +325
Jul12 111221 1456 1469 1432 1468 +34 664 29,198 +72
Sep12 111221 1469 1484 1446 1482 +35 1,224 20,939 +351
Dec12 111221 1477 1491 1450 1490 +34 1,217 15,530 +314
Mar13 111221 1483 1504 1463 1503 +38 592 9,391 +574
May13 111221 1509 1509 1509 1509 +38 83 2,093 +51
Total Volume and Open Interest 11,371 180,558 +1,910
London Sugar(LCE)
Mar12 111221 607.50 611.00 602.00 603.70 -4.50 4,120 25,537 +1,027
May12 111221 600.40 601.90 593.00 595.00 -5.20 584 8,565 +117
Aug12 111221 593.00 593.00 587.30 589.40 -4.60 322 10,519 +25
Oct12 111221 597.00 597.00 591.00 592.30 -4.40 136 3,940 -43
Dec12 111221 601.90 601.90 594.80 596.00 -4.50 123 1,565 +3
Total Volume and Open Interest 5,344 51,456 +1,145
Cotton(ICE)
Mar12 111221 86.94 87.38 86.26 86.84 +0.04 3,788 94,607 +259
May12 111221 86.70 87.00 85.98 86.66 +0.02 700 24,193 +177
Jul12 111221 86.63 86.97 86.00 86.74 +0.12 258 20,561 +44
Oct12 111221 87.60 87.60 87.60 87.60 +0.07 7 86 +4
Dec12 111221 85.80 86.10 85.30 85.81 +0.04 94 8,179 -1
Mar13 111221 86.83 86.83 86.83 86.83 -0.10 0 418 +0
Total Volume and Open Interest 4,847 148,910 +483
Lumber(CME)
Jan12 111221 244.2 247.7 241.8 242.2 -2.8 435 3,101 -223
Mar12 111221 254.0 256.2 248.3 249.7 -4.0 293 4,958 +1
May12 111221 270.3 271.0 265.0 268.3 -2.0 186 1,608 +103
Jul12 111221 277.2 277.2 277.0 277.0 -4.3 36 349 +23
Total Volume and Open Interest 960 10,154 -89
Crude Oil(NYM)
Feb12 111221 97.51 99.25 96.80 98.67 +1.43 214,737 242,384 +9,623
Mar12 111221 97.75 99.41 97.02 98.85 +1.43 32,535 144,697 +2,844
Apr12 111221 97.99 99.50 97.19 99.02 +1.43 13,949 72,589 -399
May12 111221 98.22 99.38 97.40 99.10 +1.43 9,778 76,439 +696
Jun12 111221 98.28 99.35 97.18 99.02 +1.43 18,769 90,309 +2,451
Jul12 111221 98.00 98.94 97.35 98.83 +1.44 3,095 37,451 +118
Aug12 111221 97.68 98.70 97.68 98.57 +1.44 1,784 29,501 -2
Sep12 111221 97.39 98.37 97.07 98.29 +1.43 3,343 29,187 +593
Oct12 111221 97.14 98.04 96.20 98.04 +1.42 989 29,048 +37
Nov12 111221 96.94 97.92 96.60 97.86 +1.41 1,011 30,999 +159
Dec12 111221 97.00 97.81 95.93 97.67 +1.40 12,579 167,119 +414
Jan13 111221 97.36 97.36 97.36 97.36 +1.41 350 31,102 +83
Feb13 111221 97.00 97.00 97.00 97.00 +1.41 158 12,757 -4
Mar13 111221 96.66 96.66 96.66 96.66 +1.42 383 13,847 +216
Apr13 111221 96.30 96.30 96.30 96.30 +1.43 28 6,290 +1
May13 111221 95.94 95.94 95.94 95.94 +1.44 24 6,085 +12
Total Volume and Open Interest 438,986 1,297,716 -19,504
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 111221 97.475 99.225 96.800 98.675 +1.425 6,368 1,161 -70
Mar12 111221 97.750 99.400 97.025 98.850 +1.425 147 340 +6
Apr12 111221 98.050 99.250 97.800 99.025 +1.425 20 189 -9
May12 111221 98.125 99.250 98.125 99.100 +1.425 1 29 +0
Jun12 111221 99.025 99.025 99.025 99.025 +1.425 3 20 +1
Jul12 111221 98.825 98.825 98.825 98.825 +1.425 0 4 +0
Aug12 111221 98.575 98.575 98.575 98.575 +1.450 0 5 +0
Sep12 111221 98.300 98.300 98.300 98.300 +1.450      
Total Volume and Open Interest 6,539 1,970 -1,172
Heating Oil(NYM)
Jan12 111221 286.43 291.59 285.32 290.87 +5.93 40,592 40,793 -5,076
Feb12 111221 287.50 292.50 286.18 291.76 +5.84 38,217 60,590 +3,090
Mar12 111221 287.03 292.17 286.00 291.59 +5.66 16,752 43,547 +928
Apr12 111221 286.60 290.44 285.00 290.03 +5.28 9,825 23,687 +787
May12 111221 286.40 288.68 285.36 288.12 +4.88 7,701 18,517 +136
Jun12 111221 282.01 286.96 282.01 286.57 +4.63 12,761 34,314 +580
Jul12 111221 284.70 286.68 284.57 286.33 +4.29 1,578 9,204 +232
Aug12 111221 285.20 286.70 284.00 286.48 +4.01 747 4,503 +26
Sep12 111221 285.67 287.25 284.43 287.00 +3.80 975 6,983 +108
Oct12 111221 286.60 288.29 285.86 287.82 +3.72 221 2,792 +9
Nov12 111221 287.24 288.74 286.68 288.74 +3.75 174 2,022 +4
Dec12 111221 286.20 289.38 285.35 289.38 +3.81 1,673 15,509 +10
Total Volume and Open Interest 131,293 265,541 +853
Gasoline(NYMEX)
Jan12 111221 259.10 262.66 256.70 261.99 +4.12 25,555 35,419 -5,466
Feb12 111221 259.86 262.90 256.82 262.15 +3.75 27,140 62,657 +3,532
Mar12 111221 260.98 263.58 258.03 263.03 +3.57 12,448 44,729 +879
Apr12 111221 273.29 276.01 270.87 275.50 +3.21 7,426 34,214 +678
May12 111221 273.00 275.31 270.63 275.17 +3.11 3,633 25,625 +518
Jun12 111221 270.85 273.39 269.13 273.24 +2.98 3,976 29,225 +474
Jul12 111221 269.81 271.04 268.02 270.88 +2.86 2,086 9,763 +200
Aug12 111221 268.26 268.35 268.26 268.31 +2.83 849 9,114 -145
Sep12 111221 264.60 265.36 264.60 265.32 +2.79 522 7,411 -91
Oct12 111221 252.44 252.44 252.44 252.44 +2.79 95 5,244 +1
Total Volume and Open Interest 84,228 282,916 +533
e-miNY RBOB Gasoline(NYM)
Jan12 111221 262.00 262.00 261.99 262.00 +4.10 0 1 +0
Feb12 111221 262.20 262.20 262.15 262.20 +3.80 0 1 +0
Mar12 111221 263.00 263.03 263.00 263.00 +3.50      
Apr12 111221 275.50 275.50 275.50 275.50 +3.20      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111221 3.135 3.192 3.095 3.155 +0.027 89,376 85,967 -21,045
Feb12 111221 3.173 3.233 3.131 3.198 +0.028 41,208 145,782 +6,460
Mar12 111221 3.220 3.272 3.173 3.239 +0.031 27,006 213,992 +4,758
Apr12 111221 3.282 3.337 3.240 3.302 +0.031 22,694 116,551 +3,116
May12 111221 3.323 3.388 3.291 3.352 +0.033 10,708 60,743 -26
Jun12 111221 3.367 3.434 3.339 3.399 +0.034 3,395 27,537 +238
Jul12 111221 3.399 3.489 3.394 3.454 +0.034 2,582 23,658 +303
Aug12 111221 3.426 3.516 3.421 3.480 +0.034 1,415 14,882 +57
Sep12 111221 3.450 3.519 3.423 3.482 +0.034 1,728 24,515 +588
Oct12 111221 3.485 3.552 3.457 3.516 +0.034 9,378 72,262 +2,181
Nov12 111221 3.602 3.681 3.596 3.653 +0.032 2,278 28,149 +273
Dec12 111221 3.899 3.960 3.876 3.927 +0.029 2,159 23,286 +316
Jan13 111221 3.996 4.083 3.996 4.049 +0.025 2,776 36,659 +119
Feb13 111221 4.000 4.078 3.996 4.045 +0.024 170 7,173 -37
Mar13 111221 3.968 4.052 3.967 4.011 +0.024 446 18,308 +117
Apr13 111221 3.898 3.980 3.897 3.940 +0.021 515 24,620 +0
Total Volume and Open Interest 218,778 992,955 -2,127
Brent Crude Oil(ICE)
Feb12 111221 107.15 108.17 106.16 107.71 +0.98 147,874 165,225 -1,734
Mar12 111221 106.44 107.49 105.48 107.03 +1.03 74,378 154,934 +9,826
Apr12 111221 106.00 107.06 105.07 106.60 +1.02 36,420 45,970 +1,755
May12 111221 105.70 106.76 104.81 106.30 +0.99 17,544 28,218 +2,908
Jun12 111221 105.72 106.40 104.55 106.02 +0.97 26,321 73,474 -1,385
Jul12 111221 105.03 105.96 104.35 105.74 +0.98 4,464 21,115 +1,007
Aug12 111221 104.67 105.80 104.02 105.42 +1.00 2,470 28,973 +177
Sep12 111221 104.24 105.40 103.57 105.04 +1.03 3,339 37,567 +222
Oct12 111221 103.93 104.89 103.45 104.72 +1.07 2,725 16,673 +686
Nov12 111221 104.42 104.42 104.42 104.42 +1.09 2,184 16,588 +325
Dec12 111221 103.50 104.39 102.60 104.08 +1.12 17,400 96,423 -77
Jan13 111221 103.74 103.74 103.74 103.74 +1.14 559 11,845 -18
Feb13 111221 103.35 103.35 103.35 103.35 +1.16 260 6,870 +44
Mar13 111221 102.95 102.95 102.95 102.95 +1.18 205 4,086 -16
Total Volume and Open Interest 344,823 860,014 +13,442
Gas Oil(ICE)
Jan12 111221 906.25 920.00 903.75 910.50 +8.25 45,147 107,591 -7,294
Feb12 111221 904.25 916.75 900.25 907.50 +8.00 43,607 94,038 -152
Mar12 111221 901.25 913.00 897.25 904.25 +7.75 25,307 49,931 -1,883
Apr12 111221 900.25 909.00 894.50 901.00 +7.25 13,842 25,867 +7
May12 111221 896.00 906.00 891.75 897.75 +6.75 10,766 30,857 +1,091
Jun12 111221 894.75 904.50 889.00 895.25 +5.75 14,662 39,622 +1,510
Jul12 111221 897.50 902.25 894.75 895.00 +5.00 3,201 16,930 +644
Aug12 111221 898.00 900.00 890.00 895.00 +4.25 902 14,965 +126
Sep12 111221 897.00 903.25 890.00 895.25 +4.00 614 14,417 -42
Oct12 111221 898.50 903.00 889.75 895.00 +3.50 405 9,983 +51
Total Volume and Open Interest 163,133 484,606 -7,280
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111221 2.142 2.162 2.140 2.157 +0.017 186 740 -108
Feb12 111221 2.130 2.160 2.130 2.153 +0.013 260 1,229 -86
Mar12 111221 2.150 2.180 2.150 2.179 +0.019 91 1,613 +3
Apr12 111221 2.177 2.199 2.175 2.195 +0.020 26 702 +4
May12 111221 2.190 2.217 2.182 2.212 +0.023 106 905 +74
Jun12 111221 2.209 2.226 2.201 2.224 +0.018 17 599 +5
Jul12 111221 2.223 2.245 2.218 2.237 +0.015 64 934 +35
Total Volume and Open Interest 1,036 9,897 -78
WTI Crude Oil(ICE)
Feb12 111221 97.54 99.24 96.80 98.67 +1.43 42,386 71,619 -1,327
Mar12 111221 98.32 99.41 97.03 98.85 +1.43 10,825 33,226 +448
Apr12 111221 98.62 99.57 97.20 99.02 +1.43 3,526 24,421 -176
May12 111221 98.58 99.54 97.78 99.10 +1.43 3,348 20,508 -539
Jun12 111221 98.35 99.40 97.61 99.02 +1.43 7,288 50,950 -634
Jul12 111221 99.15 99.15 98.37 98.83 +1.44 1,120 9,208 -259
Aug12 111221 97.90 98.57 97.56 98.57 +1.44 341 8,057 +27
Sep12 111221 97.61 98.53 97.27 98.29 +1.43 442 11,664 +97
Oct12 111221 97.12 98.24 97.01 98.04 +1.42 181 5,385 +16
Nov12 111221 97.86 97.86 97.86 97.86 +1.41 140 4,533 -4
Dec12 111221 96.80 97.88 96.22 97.67 +1.40 2,624 64,197 +73
Jan13 111221 97.36 97.36 97.36 97.36 +1.41 26 3,030 +0
Feb13 111221 97.00 97.00 97.00 97.00 +1.41 0 740 +0
Mar13 111221 96.66 96.66 96.66 96.66 +1.42 2 1,613 +0
Apr13 111221 96.30 96.30 96.30 96.30 +1.43 0 389 +0
May13 111221 95.94 95.94 95.94 95.94 +1.44 0 574 +0
Total Volume and Open Interest 72,799 396,822 -34,509
US Dollar Index(ICE)
Mar12 111221 80.105 80.445 79.550 80.350 +0.077 16,590 67,878 +1,097
Jun12 111221 80.375 80.900 80.375 80.900 +0.092 1 505 +1
Sep12 111221 81.500 81.500 81.500 81.500 +0.092      
Total Volume and Open Interest 16,591 68,383 -14,690
Australian Dollar(CME)
Mar12 111221 99.68 101.19 99.52 99.78 +0.13 80,425 104,232 +1,860
Jun12 111221 99.75 99.75 98.87 99.00 +0.13 2 9 +1
Sep12 111221 98.30 98.30 98.21 98.30 +0.09 0 110 +0
Total Volume and Open Interest 80,427 104,359 -38,474
British Pound(CME)
Mar12 111221 156.46 157.61 156.34 156.56 +0.08 61,153 195,189 -1,707
Jun12 111221 157.40 157.40 156.34 156.40 +0.06 24 18 -16
Sep12 111221 156.66 156.66 156.19 156.26 +0.07 0 5 +0
Total Volume and Open Interest 61,177 195,214 -72,441
Canadian Dollar(CME)
Mar12 111221 96.87 97.76 96.81 97.11 +0.30 43,273 110,491 -324
Jun12 111221 96.69 97.60 96.67 96.96 +0.29 80 2,523 +59
Sep12 111221 96.86 96.86 96.57 96.86 +0.29 161 1,478 +131
Dec12 111221 96.85 96.85 96.54 96.83 +0.29 19 313 +5
Total Volume and Open Interest 47,071 172,109 -1,895
Japanese Yen(CME)
Mar12 111221 128.70 129.03 128.22 128.31 -0.34 46,961 132,448 -3,951
Jun12 111221 129.21 129.80 128.50 128.59 -0.35 126 263 +116
Sep12 111221 128.92 129.26 128.92 128.92 -0.34 0 7 +0
Total Volume and Open Interest 47,088 132,719 -89,327
Swiss Franc(CME)
Mar12 111221 107.55 108.39 106.68 107.04 -0.56 15,198 35,806 +507
Jun12 111221 108.60 108.60 107.31 107.31 -0.56 0 6 +0
Sep12 111221 107.62 108.17 107.62 107.62 -0.55 0 4 +0
Total Volume and Open Interest 15,198 35,817 -29,110
EuroFX(CME)
Mar12 111221 130.92 132.24 130.38 130.57 -0.27 158,626 264,580 +6,453
Jun12 111221 131.55 132.37 130.58 130.70 -0.25 90 1,560 +0
Sep12 111221 130.86 131.10 130.86 130.86 -0.24 1 14 +1
Total Volume and Open Interest 158,717 266,167 -95,626
Mexican Peso(CME)
Jan12 111221 720.2 723.8 720.2 720.2 -3.5 0 95 +0
Feb12 111221 718.8 722.0 718.8 718.8 -3.2 0 4,000 +0
Total Volume and Open Interest 12,980 111,906 -31,498
Brazilian Real(CME)
Jan12 111221 537.90 537.90 536.60 537.90 -3.00 2 10,742 +0
Feb12 111221 534.70 534.70 534.70 534.70 -2.95      
Mar12 111221 534.35 534.35 531.50 531.50 -2.85 22 2,151 -261
Apr12 111221 528.75 528.75 528.75 528.75 -3.00      
Total Volume and Open Interest 24 26,509 -261
30-Year T-Bonds(CBOT)
Dec11 111220 146~000 146~020 144~200 144~220 -1~200 2,775 4,441 -974
Mar12 111221 144~050 144~190 143~030 143~080 -0~270 182,766 603,736 -4,998
Jun12 111221 142~210 142~230 141~200 141~260 -0~270 9 181 +1
Total Volume and Open Interest 185,887 606,738 -6,617
10-Year T-Notes(CBOT)
Dec11 111220 132~045 132~045 131~185 131~190 -0~170 8,111 6,580 -2,963
Mar12 111221 130~200 130~285 130~095 130~135 -0~065 483,011 1,467,771 -8,571
Jun12 111221 129~285 129~285 129~250 129~285 +0~035      
Total Volume and Open Interest 490,174 1,472,072 -10,850
5-Year T-Notes(CBOT)
Dec11 111221 123~044 123~059 123~039 123~039 -0~020 3,118 34,394 -684
Mar12 111221 123~014 123~028 122~114 122~122 -0~019 298,579 1,219,796 -8,837
Jun12 111221 122~042 122~042 122~037 122~042 +0~005      
Total Volume and Open Interest 301,697 1,254,190 -9,521
2 Year T-Notes(CBOT)
Dec11 111221 110~025 110~025 110~020 110~021 -0~004 2,451 18,545 -379
Mar12 111221 110~036 110~038 110~031 110~031 -0~005 98,484 696,812 +8,418
Jun12 111221 110~003 110~008 110~003 110~003 -0~005      
Total Volume and Open Interest 100,935 715,357 +8,039
Eurodollars(CME)
Mar12 111221 99.335 99.360 99.325 99.335 +0.005 172,283 950,517 -3,387
Jun12 111221 99.280 99.310 99.260 99.270 unch 163,166 1,025,727 -2,201
Sep12 111221 99.250 99.285 99.235 99.240 -0.005 252,681 788,636 -25,854
Dec12 111221 99.235 99.260 99.215 99.225 -0.005 218,155 759,038 -20,393
Mar13 111221 99.245 99.265 99.230 99.235 -0.005 160,227 760,786 -3,693
Jun13 111221 99.235 99.250 99.215 99.225 -0.005 90,797 578,351 -4,258
Sep13 111221 99.205 99.225 99.185 99.195 -0.005 84,811 487,634 +4,928
Dec13 111221 99.145 99.165 99.120 99.130 -0.005 71,380 475,404 -8,711
Mar14 111221 99.050 99.075 99.020 99.030 -0.010 57,011 384,363 +808
Jun14 111221 98.905 98.930 98.870 98.885 -0.010 57,618 314,732 -4,599
Sep14 111221 98.740 98.770 98.700 98.715 -0.015 60,306 213,109 -3,941
Dec14 111221 98.565 98.605 98.520 98.535 -0.025 62,175 167,706 -5,707
Mar15 111221 98.415 98.455 98.370 98.380 -0.030 30,193 156,556 +2,164
Jun15 111221 6.505 6.550 6.455 6.470 -0.035 19,388 113,861 -1,968
Sep15 111221 6.340 6.385 6.285 6.300 -0.045 16,805 78,745 -496
Dec15 111221 6.165 6.215 6.105 6.125 -0.050 18,397 55,604 +2,650
Mar16 111221 6.020 6.075 5.960 5.980 -0.055 13,093 52,204 +2,028
Jun16 111221 5.885 5.950 5.825 5.850 -0.055 9,604 36,818 -598
Total Volume and Open Interest 1,598,306 7,606,235 -1,011,807
30 Day Federal Funds(CBOT)
Dec11 111221 99.925 99.930 99.925 99.927 +0.002 1,925 65,991 -1,013
Jan12 111221 99.920 99.925 99.915 99.920 unch 1,950 66,219 -382
Feb12 111221 99.910 99.910 99.905 99.910 unch 798 55,735 -369
Mar12 111221 99.900 99.905 99.900 99.900 unch 772 35,072 +154
Apr12 111221 99.895 99.895 99.890 99.890 unch 380 39,056 -186
May12 111221 99.885 99.885 99.880 99.880 unch 893 45,189 -292
Total Volume and Open Interest 14,600 569,653 -806
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 111221 99.662 99.662 99.662 99.662 unch 0 40 +0
Jun12 111221 99.665 99.665 99.665 99.665 unch      
Sep12 111221 99.660 99.660 99.660 99.660 unch      
Dec12 111221 99.665 99.665 99.665 99.665 unch      
Mar13 111221 99.655 99.655 99.655 99.655 unch      
Jun13 111221 99.625 99.625 99.625 99.625 unch      
Sep13 111221 99.625 99.625 99.625 99.625 unch      
Dec13 111221 99.525 99.525 99.525 99.525 unch      
Mar14 111221 99.385 99.385 99.385 99.385 unch      
Jun14 111221 99.245 99.245 99.245 99.245 unch      
Total Volume and Open Interest 0 40 -1,122
3-Mth Euro-Yen(SGX)
Mar12 111220 99.69 99.69 99.66 99.66 unch 0 2,094 +0
Jun12 111220 99.67 99.67 99.67 99.67 unch 0 1,440 +0
Sep12 111220 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111220 99.67 99.67 99.67 99.67 unch 0 115 +0
Mar13 111220 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 111220 99.62 99.62 99.62 99.62 unch 0 208 +0
Sep13 111220 99.62 99.62 99.62 99.62 unch 0 325 +0
Dec13 111220 99.53 99.53 99.53 99.53 unch 0 3 +0
Total Volume and Open Interest 970 9,078 -570
Japanese Gov't Bonds(SGX)
Mar12 111220 142.30 142.49 142.25 142.26 -0.06 1,484 18,435 +687
Jun12 111220 140.17 140.17 140.17 140.17 -0.06      
Sep12 111220 138.08 138.08 138.08 138.08 -0.06      
Total Volume and Open Interest 1,484 18,439 +687
Euro-Bund(EUREX)
Mar12 111221 137.51 138.08 136.69 137.83 +0.33 235,893 849,258 +204
Jun12 111221 135.67 136.27 135.09 136.13 +0.34 3 169 -4
Sep12 111221 136.13 136.13 136.13 136.13 +0.34      
Total Volume and Open Interest 235,896 849,427 +200
Euro-Bobl(EUREX)
Mar12 111221 124.41 124.63 124.05 124.46 +0.06 121,324 634,690 +3,253
Jun12 111221 122.86 122.86 122.86 122.86 +0.06      
Sep12 111221 122.86 122.86 122.86 122.86 +0.06      
Total Volume and Open Interest 121,324 634,690 +3,253
3-Mth Euribor(EUREX)
Dec11 111219 98.585 98.585 98.582 98.582 -0.003 59 1,265 +0
Mar12 111221 98.845 98.845 98.845 98.845 -0.035 50 1,155 -50
Jun12 111221 98.960 98.965 98.955 98.955 -0.040 200 1,317 +50
Total Volume and Open Interest 747 5,530 -1,141
Long Gilt(LIFFE)
Dec11 111221 132~29 133~13 132~26 133~08 +0~14 217 6,941 -99
Mar12 111221 115~29 116~18 115~19 116~11 +0~17 47,437 298,357 +3,145
Total Volume and Open Interest 47,654 305,298 +3,046
3-Mth Short Sterling(LIFFE)
Dec11 111221 98.93 98.93 98.92 98.93 0.00 7,257 291,916 -1,441
Mar12 111221 98.92 98.92 98.88 98.89 -0.02 43,566 298,143 -7,892
Jun12 111221 98.90 98.92 98.87 98.88 -0.02 51,250 224,956 -5,441
Sep12 111221 98.93 98.93 98.88 98.90 -0.01 47,268 250,827 +10,228
Dec12 111221 98.92 98.94 98.88 98.90 -0.01 30,117 209,799 +1,323
Mar13 111221 98.95 98.95 98.90 98.92 -0.01 20,367 218,532 -1,025
Total Volume and Open Interest 251,812 2,083,009 -1,929
3-Mth Euribor(LIFFE)
Mar12 111221 98.885 98.930 98.835 98.845 -0.035 120,781 488,532 -8,052
Jun12 111221 99.005 99.045 98.940 98.955 -0.040 93,737 391,638 -5,666
Sep12 111221 99.045 99.080 98.985 99.005 -0.035 64,227 380,699 +2,281
Total Volume and Open Interest 473,843 2,889,224 -613,621
3-Mth Aus T-Bills(SFE)
Mar12 111221 96.26 96.26 96.17 96.18 -0.09 12,953 231,819 +1,859
Jun12 111221 96.64 96.64 96.47 96.48 -0.17 9,185 177,296 +479
Sep12 111221 96.66 96.67 96.50 96.51 -0.16 5,429 115,586 +1,290
Dec12 111221 96.56 96.56 96.41 96.41 -0.16 3,948 71,800 +1,191
Mar13 111221 96.44 96.44 96.31 96.31 -0.16 1,429 50,772 -138
Jun13 111221 96.34 96.34 96.20 96.20 -0.17 338 44,777 -245
Sep13 111221 96.19 96.19 96.09 96.09 -0.16 290 26,052 +46
Dec13 111221 96.08 96.08 95.99 95.99 -0.15 634 16,492 +470
Mar14 111221 95.97 95.97 95.91 95.91 -0.13 26 1,347 +19
Jun14 111221 95.85 95.85 95.82 95.82 -0.12 0 79 +0
Total Volume and Open Interest 34,232 736,095 +4,971
10-Year Aus T-Bonds(SFE)
Mar12 111221 96.22 96.24 96.15 96.17 -0.06 17,804 328,996 -2,441
Jun12 111221 96.17 96.17 96.17 96.17 -0.06      
Total Volume and Open Interest 17,804 328,996 -2,441
3-Year Aus T-Bonds(SFE)
Mar12 111221 97.04 97.04 96.94 96.95 -0.10 40,756 361,066 -3,855
Jun12 111221 96.95 96.95 96.95 96.95 -0.10      
Total Volume and Open Interest 40,756 361,066 -3,855
Gold(CMX)
Dec11 111221 1615.6 1635.0 1608.3 1611.9 -3.7 92 387 +26
Feb12 111221 1617.2 1643.7 1607.7 1613.6 -4.0 121,278 248,902 -4,610
Apr12 111221 1621.5 1645.9 1610.0 1615.9 -3.9 1,439 39,372 -350
Jun12 111221 1628.0 1646.2 1616.0 1618.1 -3.9 2,194 26,787 +1,236
Aug12 111221 1634.0 1642.8 1617.0 1620.3 -3.9 67 13,752 +24
Oct12 111221 1642.1 1650.0 1620.5 1622.6 -3.8 394 9,479 +201
Dec12 111221 1631.0 1654.9 1621.2 1624.9 -3.8 402 24,165 +117
Feb13 111221 1636.0 1642.5 1627.6 1627.6 -3.8 7 2,937 -2
Apr13 111221 1630.3 1630.3 1630.3 1630.3 -3.8 0 1,377 +0
Jun13 111221 1633.4 1633.4 1633.4 1633.4 -3.8 50 9,770 +50
Aug13 111221 1636.8 1636.8 1636.8 1636.8 -3.7 0 45 +0
Oct13 111221 1640.4 1640.4 1640.4 1640.4 -3.7      
Total Volume and Open Interest 126,687 423,870 -3,217
Silver(CMX)
Dec11 111221 2982.0 2997.5 2918.5 2919.8 -29.8 91 74 -157
Mar12 111221 2953.5 3021.0 2913.0 2924.9 -28.7 50,533 56,532 +1,176
May12 111221 2970.0 3025.5 2920.0 2930.3 -28.8 670 8,807 +105
Jul12 111221 2950.5 2950.5 2925.0 2934.4 -28.9 81 3,319 +6
Sep12 111221 2997.0 2997.0 2937.5 2937.5 -29.0 35 2,463 +6
Dec12 111221 2985.0 3037.0 2941.8 2941.8 -29.2 152 13,580 +68
Mar13 111221 2940.8 2940.8 2940.8 2940.8 -29.2 2 1,155 +0
Total Volume and Open Interest 52,003 102,054 +1,160
Platinum(NYMEX)
Jan12 111221 1434.1 1454.3 1416.9 1431.7 -1.2 6,405 21,737 -1,454
Apr12 111221 1445.5 1461.4 1424.0 1438.7 -1.1 2,604 20,957 +2,004
Jul12 111221 1438.0 1442.7 1437.0 1442.7 -1.2 28 608 +15
Oct12 111221 1460.0 1460.0 1438.0 1446.2 -1.1 0 68 +0
Total Volume and Open Interest 9,037 43,371 +565
Palladium(NYMEX)
Dec11 111221 632.15 632.15 632.15 632.15 +5.50 15 658 -60
Mar12 111221 623.90 641.55 623.25 634.10 +5.50 2,002 17,096 -295
Jun12 111221 634.45 635.50 634.45 635.50 +5.60 14 372 +11
Total Volume and Open Interest 2,032 18,265 -344
Copper(CMX)
Dec11 111221 337.20 340.70 335.15 338.90 +2.60 308 806 -89
Mar12 111221 338.00 343.70 334.90 339.45 +2.50 42,099 68,476 -1,072
May12 111221 339.05 342.35 336.50 340.50 +2.50 1,579 23,008 -689
Jul12 111221 339.00 341.30 338.30 341.10 +2.50 338 6,471 +47
Sep12 111221 345.10 345.10 339.30 341.65 +2.50 556 3,317 -257
Total Volume and Open Interest 45,450 115,442 -2,083
DJIA Index(CBOT)
Mar12 111221 12033 12156 11935 12024 -7 232 10,349 +45
Jun12 111221 11959 11967 11959 11959 -8 0 400 +0
Sep12 111221 11896 11904 11896 11896 -8      
Dec12 111221 11819 11827 11819 11819 -8      
Total Volume and Open Interest 232 10,749 +45
E-mini DJIA Index(CBOT)
Dec11 111216 11896 11988 11895 11949 +50 22,203 78,058 -4,463
Mar12 111221 12027 12158 11928 12024 -7 94,467 88,174 +1,488
Jun12 111221 11975 12065 11930 11959 -8 10 27 +0
Sep12 111221 11896 11896 11896 11896 -8 0 9 +0
Total Volume and Open Interest 94,477 88,210 +1,488
S & P 500(CME)
Mar12 111221 1236.00 1249.00 1223.10 1236.30 +0.30 12,597 218,742 +2,142
Jun12 111221 1231.00 1234.70 1216.70 1231.00 +0.30 75 3,259 -84
Sep12 111221 1225.80 1229.50 1211.50 1225.80 +0.30 50 782 +50
Dec12 111221 1220.10 1223.80 1205.80 1220.10 +0.30 0 102 +0
Total Volume and Open Interest 12,722 222,885 +2,108
S & P 500 E-Mini(Globex)
Mar12 111221 1236.00 1249.00 1223.00 1236.25 +0.25 1,683,745 2,532,031 +20,472
Jun12 111221 1229.75 1243.50 1218.50 1231.00 +0.25 899 6,146 +216
Total Volume and Open Interest 1,684,649 2,538,315 +20,691
NASDAQ 100(CME)
Mar12 111221 2273.00 2291.00 2215.00 2239.00 -27.80 1,006 4,425 +803
Jun12 111221 2235.50 2240.50 2235.50 2235.50 -27.80      
Sep12 111221 2233.00 2238.00 2233.00 2233.00 -27.80      
Total Volume and Open Interest 1,006 4,425 +803
NASDAQ 100 E-Mini(Globex)
Mar12 111221 2269.50 2291.30 2217.80 2239.00 -27.80 183,913 251,060 -4,987
Jun12 111221 2279.00 2279.00 2220.00 2235.50 -27.80 2 28 -1
Total Volume and Open Interest 183,916 251,090 -4,987
S & P Midcap 400(CME)
Mar12 111221 868.50 869.00 850.00 868.50 +2.60 364 692 +364
Jun12 111221 866.50 867.00 866.50 866.50 +2.60      
Sep12 111221 864.50 865.00 864.50 864.50 +2.60      
Total Volume and Open Interest 364 692 +364
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 111221 8475 8510 8400 8470 -5 3,077 22,361 +289
Jun12 111221 8370 8420 8370 8415 -5 0 10 +0
Total Volume and Open Interest 3,077 22,371 +289
Nikkei 225(SGX)
Mar12 111220 8335 8355 8285 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 111221 3073.0 3123.5 3020.0 3031.5 -25.5 63,796 246,534 -8,210
Feb12 111221 3098.5 3116.0 3028.0 3032.5 -25.0 46 242 +33
Mar12 111221 3070.5 3097.0 3023.0 3029.5 -30.5 201 20,998 +62
Total Volume and Open Interest 64,043 267,824 -8,115
Hang Seng Index(HKFE)
Dec11 111221 18436 18508 18266 18390 +411 71,563 86,493 -5,774
Jan12 111221 18433 18505 18268 18397 +412 3,222 5,376 +1,908
Total Volume and Open Interest 74,932 95,943 -3,852
DAX(EUREX)
Dec11 111216 5783.0 5789.5 5714.5 5727.5 -20.0 219,442 98,018 -35,014
Mar12 111221 5891.0 5976.0 5773.0 5799.5 -50.5 125,739 141,158 +2,542
Jun12 111221 5899.5 5984.5 5790.5 5814.5 -50.5 249 5,545 -70
Total Volume and Open Interest 125,988 146,703 +2,472
FT-SE 100(EURONEXT)
Mar12 111221 5408.00 5442.00 5328.00 5344.00 -36.50 83,669 598,260 -1,363
Jun12 111221 5362.00 5362.00 5286.50 5298.00 -36.50 1 3,718 +0
Sep12 111221 5266.00 5266.00 5266.00 5266.00 -36.50      
Total Volume and Open Interest 83,670 601,978 -1,363
SPI 200(SFE)
Mar12 111221 4037.0 4130.0 4030.0 4111.0 +72.0 28,992 191,435 +2,280
Jun12 111221 4042.0 4125.0 4042.0 4116.0 +72.0 58 1,771 +46
Sep12 111221 4078.0 4078.0 4078.0 4078.0 +70.0 30 1,180 -3
Total Volume and Open Interest 29,331 197,263 +2,342
GSCI(CME)
Jan12 111221 635.00 642.00 634.00 641.80 +6.80 399 8,263 +160
Feb12 111221 636.00 643.10 635.00 642.85 +6.85 2 0 +0
Mar12 111221 645.85 646.00 637.50 645.85 +7.35      
Total Volume and Open Interest 401 8,263 +160
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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