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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu December 22, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111222 1152.25 1168.00 1144.25 1162.25 +8.50 82,124 102,427 -15,192
Mar12 111222 1162.25 1177.50 1153.50 1171.75 +8.50 43,118 182,007 +1,380
May12 111222 1173.00 1187.25 1163.75 1182.00 +8.25 8,468 93,183 -321
Jul12 111222 1183.00 1197.00 1173.50 1191.50 +7.75 9,295 80,708 +728
Aug12 111222 1189.00 1189.00 1182.00 1189.00 +7.00 112 1,104 -12
Sep12 111222 1187.25 1188.00 1177.25 1182.00 +4.75 196 1,012 +62
Nov12 111222 1173.75 1186.25 1165.00 1178.25 +2.75 2,927 54,136 +470
Total Volume and Open Interest 146,414 532,238 -12,860
Soybean Meal(CBOT)
Jan12 111222 298.90 302.40 295.80 298.40 -0.60 30,131 30,773 -3,255
Mar12 111222 302.80 305.70 299.40 302.30 -0.50 22,309 75,983 +3,066
May12 111222 306.30 308.90 302.70 305.60 -0.40 4,583 29,995 -306
Jul12 111222 309.60 312.60 306.50 309.20 -0.50 2,986 30,136 -359
Aug12 111222 312.90 313.10 310.30 310.30 -0.60 535 5,237 +81
Sep12 111222 312.90 313.20 310.30 310.30 -0.90 587 5,458 +6
Oct12 111222 311.90 312.00 308.50 308.50 -1.70 378 3,504 +31
Dec12 111222 311.70 313.30 308.20 309.30 -1.80 1,186 17,737 -664
Total Volume and Open Interest 62,695 204,488 -1,400
Soybean Oil(CBOT)
Jan12 111222 49.50 50.47 49.33 50.45 +1.00 44,170 49,695 -7,601
Mar12 111222 49.80 50.83 49.68 50.80 +1.00 32,233 132,710 +3,412
May12 111222 50.26 51.21 50.07 51.19 +0.99 5,375 50,902 +391
Jul12 111222 50.59 51.49 50.39 51.48 +0.97 3,471 36,033 +144
Aug12 111222 50.59 51.53 50.59 51.53 +0.94 127 4,419 +56
Sep12 111222 51.00 51.54 50.81 51.54 +0.93 225 5,081 +39
Oct12 111222 51.17 51.39 51.00 51.38 +0.93 207 5,395 +123
Dec12 111222 50.42 51.28 50.31 51.23 +0.92 623 19,068 +87
Total Volume and Open Interest 86,431 303,836 -3,349
Canola(WCE)
Jan12 111222 511.4 518.9 511.4 517.0 +5.6 5,907 14,342 -2,772
Mar12 111222 511.7 518.2 510.7 515.6 +3.7 10,202 72,713 +3,519
May12 111222 512.8 520.8 512.4 517.6 +3.2 1,769 16,217 +617
Jul12 111222 514.8 521.6 514.8 518.8 +3.2 348 13,773 +29
Nov12 111222 493.5 500.6 493.5 498.1 +4.5 243 17,288 +78
Total Volume and Open Interest 18,485 134,909 +1,485
Corn(CBOT)
Mar12 111222 615.50 625.00 611.50 617.50 +1.00 108,191 534,533 -4,392
May12 111222 624.25 633.50 620.75 626.25 +1.00 19,393 179,437 +1,928
Jul12 111222 630.75 639.50 627.00 632.25 +0.50 15,616 162,296 +1,931
Sep12 111222 591.75 597.50 590.25 591.50 -1.25 2,390 40,699 +225
Dec12 111222 570.00 574.00 566.00 566.50 -4.25 13,342 190,300 +297
Mar13 111222 582.00 585.50 578.75 578.75 -4.00 2,084 36,415 +830
Total Volume and Open Interest 161,424 1,165,319 +938
Wheat(CBOT)
Mar12 111222 617.25 625.75 611.50 621.75 +4.75 33,345 175,512 +1,866
May12 111222 636.00 643.75 632.00 640.00 +4.25 6,160 70,188 +1,575
Jul12 111222 652.00 659.00 648.00 655.25 +3.00 5,168 69,723 +931
Sep12 111222 670.00 675.25 663.75 672.50 +2.50 866 15,564 +117
Dec12 111222 690.50 696.00 684.00 693.50 +2.75 2,391 42,689 +359
Total Volume and Open Interest 48,258 379,635 +4,868
Wheat(KCBT)
Mar12 111222 671.25 681.00 668.75 672.50 +1.50 6,445 68,243 -733
May12 111222 679.75 689.00 677.25 681.00 +1.25 1,904 16,388 +305
Jul12 111222 686.50 696.25 684.50 689.00 +2.50 2,456 38,097 +171
Sep12 111222 703.00 710.50 699.50 703.50 +2.50 449 6,640 +31
Dec12 111222 722.25 730.00 719.75 723.25 +2.50 417 7,651 +162
Total Volume and Open Interest 11,693 137,492 -54
Wheat(MGE)
Dec11 111214 850.75 850.75 846.00 846.00 -5.50 7 34 -7
Mar12 111222 839.00 848.50 838.00 843.75 +2.00 1,349 16,833 -477
May12 111222 818.00 826.00 818.00 818.50 -1.75 616 7,429 -249
Jul12 111222 812.50 813.50 803.75 807.75 -0.75 293 7,755 -20
Sep12 111222 779.00 784.25 775.00 777.50 -2.50 221 4,477 +0
Total Volume and Open Interest 2,812 39,723 -795
Oats(CBOT)
Mar12 111222 311.00 314.00 310.50 310.75 -0.25 380 11,019 +19
May12 111222 316.00 318.00 314.75 314.75 unch 22 1,514 +4
Jul12 111222 320.00 320.00 317.50 318.50 +1.00 1 117 +0
Sep12 111222 324.25 324.25 323.25 324.25 +1.00 0 7 +0
Total Volume and Open Interest 403 12,808 +23
Rough Rice(CBOT)
Jan12 111222 14.18 14.28 14.01 14.05 -0.10 882 5,463 -322
Mar12 111222 14.44 14.53 14.25 14.28 -0.11 1,237 10,056 +206
May12 111222 14.65 14.65 14.56 14.56 -0.11 32 989 +20
Jul12 111222 14.89 14.89 14.83 14.83 -0.11 6 609 +0
Total Volume and Open Interest 2,157 17,300 -96
Live Cattle(CME)
Dec11 111222 120.580 123.250 120.550 123.150 +2.900 1,962 7,337 -1,168
Feb12 111222 120.680 123.450 120.635 123.450 +3.000 18,125 127,787 +70
Apr12 111222 124.400 127.385 124.285 126.800 +2.415 6,681 89,222 -543
Jun12 111222 123.135 125.680 122.900 125.200 +2.470 5,184 58,336 +1,268
Aug12 111222 123.480 125.950 123.480 125.635 +2.155 1,060 15,373 +199
Oct12 111222 125.900 128.400 125.885 128.400 +2.450 499 7,879 +179
Total Volume and Open Interest 33,663 310,904 +33
Feeder Cattle(CME)
Jan12 111222 144.450 147.285 144.450 146.880 +2.500 1,095 8,631 -333
Mar12 111222 146.880 149.850 146.850 149.650 +2.800 1,345 10,541 +323
Apr12 111222 148.350 151.000 148.350 150.650 +2.325 236 3,053 +38
May12 111222 148.900 151.550 148.900 151.325 +2.375 192 3,857 +62
Aug12 111222 150.650 152.650 150.650 152.500 +2.100 98 3,398 +29
Sep12 111222 150.250 152.500 150.250 152.485 +2.085 43 599 +0
Oct12 111222 150.575 152.650 150.575 152.200 +1.600 0 193 +0
Total Volume and Open Interest 3,019 30,297 +113
Lean Hogs(CME)
Feb12 111222 83.500 84.700 83.385 84.550 +1.265 10,514 86,628 -445
Apr12 111222 86.680 88.080 86.550 87.950 +1.450 5,241 61,193 -707
May12 111222 93.300 94.150 92.800 94.050 +1.350 21 2,512 -7
Jun12 111222 93.900 95.450 93.650 95.450 +1.650 3,640 46,237 -224
Jul12 111222 93.250 94.580 93.250 94.385 +1.335 471 13,238 -116
Aug12 111222 92.300 93.500 92.300 93.430 +1.230 683 13,526 -144
Oct12 111222 82.100 82.900 82.100 82.885 +0.785 416 8,986 +33
Dec12 111222 78.050 78.800 78.050 78.500 +0.400 261 3,560 +7
Total Volume and Open Interest 21,267 236,595 -1,588
Class III Milk(CME)
Dec11 111222 18.68 18.70 18.66 18.68 -0.02 123 5,726 -57
Jan12 111222 17.22 17.41 17.22 17.34 +0.12 374 4,650 -72
Feb12 111222 17.42 17.54 17.41 17.47 +0.09 259 4,403 +105
Mar12 111222 17.18 17.29 17.18 17.24 +0.04 149 3,530 +16
Apr12 111222 17.10 17.16 17.10 17.15 +0.09 74 2,596 +28
Total Volume and Open Interest 1,281 33,756 +109
Cocoa(ICE)
Mar12 111222 2235 2253 2192 2221 -23 13,974 77,072 -1,206
May12 111222 2261 2271 2220 2239 -22 1,567 35,705 +18
Jul12 111222 2264 2282 2239 2252 -22 661 17,279 +134
Sep12 111222 2278 2293 2254 2263 -20 240 14,617 +2
Dec12 111222 2290 2295 2271 2274 -21 473 14,468 +158
Mar13 111222 2307 2317 2280 2285 -22 146 4,797 +50
May13 111222 2301 2301 2300 2300 -20 51 2,478 -33
Total Volume and Open Interest 17,116 167,249 -881
Coffee "C"(ICE)
Mar12 111222 219.70 223.40 218.65 221.40 +1.50 9,189 55,870 -654
May12 111222 222.00 226.00 221.50 224.15 +1.45 1,158 24,748 -30
Jul12 111222 224.60 228.25 224.00 226.60 +1.35 753 8,017 +117
Sep12 111222 227.05 230.10 226.50 228.60 +1.50 175 6,215 -3
Dec12 111222 230.00 231.90 228.70 230.40 +1.45 125 6,980 +42
Mar13 111222 232.65 232.65 232.65 232.65 +1.65 42 835 +1
Total Volume and Open Interest 11,484 103,143 -508
Orange Juice(ICE)
Jan12 111222 164.95 166.10 164.15 165.55 +0.60 2,172 6,113 -1,860
Mar12 111222 163.10 164.45 162.65 164.00 +0.80 2,254 16,937 +1,560
May12 111222 163.00 163.05 163.00 163.05 +0.85 26 1,784 +2
Jul12 111222 163.05 163.05 163.05 163.05 +0.70 13 763 +7
Sep12 111222 163.25 163.25 163.25 163.25 +1.05 0 58 +0
Nov12 111222 162.95 162.95 162.95 162.95 +2.45 0 13 +0
Total Volume and Open Interest 4,465 25,677 -291
Sugar #11(ICE)
Mar12 111222 23.41 23.50 23.20 23.44 +0.12 32,521 215,569 +1,069
May12 111222 22.95 23.03 22.81 22.98 +0.06 8,891 91,372 -727
Jul12 111222 22.69 22.74 22.53 22.69 +0.03 5,010 96,079 +578
Oct12 111222 22.98 23.00 22.80 22.99 +0.01 3,159 51,795 +331
Mar13 111222 23.45 23.50 23.33 23.50 +0.02 1,597 32,706 +478
Total Volume and Open Interest 54,331 539,095 +2,683
London Cocoa(LCE)
Mar12 111222 1434 1440 1397 1414 -21 9,189 79,529 -654
May12 111222 1450 1457 1422 1432 -20 1,680 22,033 -127
Jul12 111222 1465 1474 1436 1450 -18 1,311 29,524 +326
Sep12 111222 1481 1487 1450 1462 -20 874 20,799 -140
Dec12 111222 1490 1495 1458 1470 -20 625 15,523 -7
Mar13 111222 1489 1509 1479 1482 -21 492 9,675 +284
May13 111222 1510 1510 1488 1488 -21 64 2,153 +60
Total Volume and Open Interest 14,251 180,284 -274
London Sugar(LCE)
Mar12 111222 608.80 609.50 604.80 608.80 +5.10 3,307 26,066 +529
May12 111222 599.50 599.80 596.80 599.10 +4.10 501 8,736 +171
Aug12 111222 593.00 595.70 592.00 593.50 +4.10 241 10,633 +114
Oct12 111222 597.40 598.10 595.00 595.50 +3.20 87 3,973 +33
Dec12 111222 601.10 602.00 598.40 600.40 +4.40 57 1,586 +21
Total Volume and Open Interest 4,247 52,355 +899
Cotton(ICE)
Mar12 111222 86.60 87.44 86.60 87.24 +0.40 5,302 94,466 -141
May12 111222 86.63 87.15 86.47 87.08 +0.42 1,960 24,927 +734
Jul12 111222 86.51 87.15 86.51 87.12 +0.38 1,059 21,160 +599
Oct12 111222 87.95 87.95 87.95 87.95 +0.35 0 86 +0
Dec12 111222 86.15 86.16 85.97 86.12 +0.31 236 8,236 +57
Mar13 111222 87.09 87.09 87.09 87.09 +0.26 24 439 +21
Total Volume and Open Interest 8,587 150,186 +1,276
Lumber(CME)
Jan12 111222 241.8 243.2 238.9 241.0 -1.2 1,029 2,550 -551
Mar12 111222 249.5 251.8 246.2 248.3 -1.4 837 5,254 +296
May12 111222 265.0 268.0 264.5 265.9 -2.4 273 1,731 +123
Jul12 111222 276.1 278.5 276.0 277.5 +0.5 47 378 +29
Total Volume and Open Interest 2,194 10,051 -103
Crude Oil(NYM)
Feb12 111222 99.03 100.05 98.51 99.53 +0.86 242,305 252,473 +10,089
Mar12 111222 99.16 100.19 98.70 99.70 +0.85 45,781 148,219 +3,522
Apr12 111222 99.32 100.32 98.88 99.86 +0.84 21,917 72,573 -16
May12 111222 99.38 100.32 98.89 99.93 +0.83 14,694 77,715 +1,276
Jun12 111222 99.26 100.21 98.84 99.82 +0.80 18,847 90,649 +340
Jul12 111222 99.25 99.81 98.76 99.58 +0.75 4,573 37,793 +342
Aug12 111222 98.89 99.59 98.57 99.28 +0.71 3,258 29,629 +128
Sep12 111222 98.19 99.12 98.15 98.96 +0.67 5,078 29,930 +743
Oct12 111222 97.94 98.66 97.94 98.66 +0.62 2,546 29,040 -8
Nov12 111222 97.86 98.44 97.77 98.44 +0.58 2,446 30,856 -143
Dec12 111222 97.85 98.57 97.35 98.22 +0.55 19,811 170,064 +2,945
Jan13 111222 97.86 97.86 97.86 97.86 +0.50 909 30,961 -141
Feb13 111222 97.46 97.46 97.46 97.46 +0.46 1,567 13,018 +261
Mar13 111222 97.07 97.07 97.07 97.07 +0.41 1,213 13,915 +68
Apr13 111222 96.66 96.66 96.66 96.66 +0.36 646 6,478 +188
May13 111222 96.25 96.25 96.25 96.25 +0.31 223 6,112 +27
Total Volume and Open Interest 399,423 1,295,795 -1,921
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 111222 99.000 100.025 98.525 99.525 +0.850 7,286 1,307 +146
Mar12 111222 99.225 100.175 98.800 99.700 +0.850 285 425 +85
Apr12 111222 99.275 99.950 98.925 99.850 +0.825 18 196 +7
May12 111222 99.900 100.050 99.075 99.925 +0.825 2 29 +0
Jun12 111222 99.800 99.825 99.000 99.825 +0.800 0 20 +0
Jul12 111222 99.575 99.575 99.575 99.575 +0.750 0 4 +0
Aug12 111222 99.275 99.275 99.275 99.275 +0.700 0 5 +0
Sep12 111222 98.950 98.950 98.950 98.950 +0.650      
Total Volume and Open Interest 7,591 2,208 +238
Heating Oil(NYM)
Jan12 111222 290.55 292.58 289.43 290.76 -0.11 35,325 38,801 -1,992
Feb12 111222 291.44 293.43 290.21 291.54 -0.22 41,652 66,192 +5,602
Mar12 111222 291.14 293.10 290.02 291.33 -0.26 16,854 46,802 +3,255
Apr12 111222 289.87 291.10 288.50 289.53 -0.50 10,010 22,705 -982
May12 111222 287.45 289.01 286.28 287.33 -0.79 5,437 18,847 +330
Jun12 111222 286.40 287.40 284.17 285.52 -1.05 10,690 33,907 -407
Jul12 111222 286.12 286.29 284.49 285.14 -1.19 1,709 9,627 +423
Aug12 111222 286.25 286.82 285.28 285.28 -1.20 358 4,463 -40
Sep12 111222 286.55 286.65 285.85 285.85 -1.15 1,297 7,056 +73
Oct12 111222 287.44 288.17 286.63 286.63 -1.19 132 2,790 -2
Nov12 111222 288.15 288.25 287.46 287.46 -1.28 345 2,090 +68
Dec12 111222 289.38 289.46 286.70 287.92 -1.46 3,020 15,916 +407
Total Volume and Open Interest 127,079 272,461 +6,920
Gasoline(NYMEX)
Jan12 111222 262.02 265.06 261.00 263.98 +1.99 30,025 33,642 -1,777
Feb12 111222 262.15 264.79 261.00 263.68 +1.53 35,964 65,614 +2,957
Mar12 111222 263.21 265.27 261.85 264.12 +1.09 15,490 45,128 +399
Apr12 111222 275.70 277.29 274.00 276.06 +0.56 9,750 34,134 -80
May12 111222 274.96 276.38 274.41 275.62 +0.45 7,047 25,338 -287
Jun12 111222 273.13 274.76 272.41 273.50 +0.26 5,944 29,050 -175
Jul12 111222 270.88 270.99 270.88 270.99 +0.11 1,410 10,015 +252
Aug12 111222 268.65 268.91 268.34 268.34 +0.03 1,106 9,195 +81
Sep12 111222 265.25 265.25 265.24 265.24 -0.08 1,166 7,360 -51
Oct12 111222 252.14 252.14 252.14 252.14 -0.30 875 5,237 -7
Total Volume and Open Interest 110,357 284,648 +1,732
e-miNY RBOB Gasoline(NYM)
Jan12 111222 264.00 264.00 263.98 264.00 +2.00 0 1 +0
Feb12 111222 263.70 263.70 263.68 263.70 +1.50 0 1 +0
Mar12 111222 264.10 264.50 264.10 264.10 +1.10      
Apr12 111222 276.10 276.10 276.06 276.10 +0.60      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111222 3.168 3.201 3.100 3.169 +0.014 91,178 64,979 -20,988
Feb12 111222 3.202 3.242 3.142 3.206 +0.008 54,154 161,672 +15,890
Mar12 111222 3.244 3.278 3.180 3.241 +0.002 36,927 214,978 +986
Apr12 111222 3.308 3.340 3.243 3.302 unch 26,268 117,224 +673
May12 111222 3.364 3.391 3.294 3.353 +0.001 6,907 62,964 +2,221
Jun12 111222 3.430 3.441 3.344 3.400 +0.001 4,101 27,553 +16
Jul12 111222 3.479 3.496 3.400 3.458 +0.004 3,031 23,818 +160
Aug12 111222 3.486 3.522 3.428 3.485 +0.005 2,552 15,356 +474
Sep12 111222 3.523 3.523 3.429 3.488 +0.006 1,645 24,850 +335
Oct12 111222 3.540 3.555 3.465 3.523 +0.007 8,089 72,480 +218
Nov12 111222 3.676 3.686 3.607 3.660 +0.007 2,835 27,759 -390
Dec12 111222 3.932 3.960 3.885 3.937 +0.010 2,348 23,614 +328
Jan13 111222 4.070 4.084 4.010 4.061 +0.012 4,718 37,799 +1,140
Feb13 111222 4.066 4.075 4.005 4.056 +0.011 132 7,173 +0
Mar13 111222 4.035 4.042 3.980 4.024 +0.013 1,159 18,314 +6
Apr13 111222 3.940 3.968 3.915 3.957 +0.017 1,336 25,513 +893
Total Volume and Open Interest 249,076 994,703 +1,748
Brent Crude Oil(ICE)
Feb12 111222 107.92 108.50 107.29 107.89 +0.18 170,239 165,517 +292
Mar12 111222 107.19 107.70 106.50 107.19 +0.16 95,668 161,803 +6,869
Apr12 111222 106.78 107.19 106.06 106.75 +0.15 46,581 46,877 +907
May12 111222 106.49 106.84 105.88 106.43 +0.13 22,572 28,775 +557
Jun12 111222 106.27 106.53 105.39 106.12 +0.10 32,034 74,683 +1,209
Jul12 111222 105.75 106.19 105.32 105.80 +0.06 5,624 21,441 +326
Aug12 111222 105.43 105.83 104.98 105.44 +0.02 3,741 28,899 -74
Sep12 111222 105.06 105.40 104.56 105.03 -0.01 4,171 37,300 -267
Oct12 111222 104.74 105.02 104.25 104.68 -0.04 2,287 16,676 +3
Nov12 111222 104.35 104.35 104.35 104.35 -0.07 1,973 16,825 +237
Dec12 111222 104.08 104.38 103.28 103.97 -0.11 18,894 96,199 -224
Jan13 111222 103.58 103.58 103.58 103.58 -0.16 637 11,717 -128
Feb13 111222 103.16 103.16 103.16 103.16 -0.19 706 7,072 +202
Mar13 111222 102.57 102.71 102.54 102.71 -0.24 536 4,048 -38
Total Volume and Open Interest 416,666 869,471 +9,457
Gas Oil(ICE)
Jan12 111222 918.75 923.50 913.25 919.50 +9.00 43,207 104,846 -2,745
Feb12 111222 915.50 920.50 909.75 916.00 +8.50 48,811 94,913 +875
Mar12 111222 909.50 916.00 906.00 912.00 +7.75 23,355 50,346 +415
Apr12 111222 908.75 911.50 904.25 908.25 +7.25 13,486 26,514 +647
May12 111222 902.00 906.50 900.50 904.75 +7.00 7,354 31,401 +544
Jun12 111222 899.75 905.50 896.75 902.00 +6.75 9,958 39,159 -463
Jul12 111222 902.00 903.75 899.75 901.75 +6.75 1,415 16,957 +27
Aug12 111222 899.75 902.50 896.25 901.50 +6.50 1,984 14,815 -150
Sep12 111222 899.50 903.25 896.75 901.50 +6.25 2,162 14,975 +558
Oct12 111222 899.25 902.25 895.75 901.00 +6.00 798 10,120 +137
Total Volume and Open Interest 158,789 483,137 -1,469
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111222 2.170 2.180 2.161 2.173 +0.016 305 584 -156
Feb12 111222 2.171 2.182 2.167 2.170 +0.017 126 1,228 -1
Mar12 111222 2.179 2.202 2.179 2.193 +0.014 168 1,618 +5
Apr12 111222 2.198 2.215 2.198 2.210 +0.015 84 738 +36
May12 111222 2.221 2.230 2.218 2.223 +0.011 145 914 +9
Jun12 111222 2.235 2.244 2.233 2.235 +0.011 150 603 +4
Jul12 111222 2.240 2.273 2.240 2.248 +0.011 175 1,008 +74
Total Volume and Open Interest 1,353 9,872 -25
WTI Crude Oil(ICE)
Feb12 111222 98.99 100.06 98.54 99.53 +0.86 46,114 69,253 -2,366
Mar12 111222 99.15 100.19 98.76 99.70 +0.85 11,510 33,542 +316
Apr12 111222 99.31 100.26 98.89 99.86 +0.84 5,718 23,227 -1,194
May12 111222 99.47 100.36 98.95 99.93 +0.83 5,651 22,206 +1,698
Jun12 111222 99.31 100.22 98.82 99.82 +0.80 6,281 51,942 +992
Jul12 111222 99.00 99.94 98.65 99.58 +0.75 1,081 9,113 -95
Aug12 111222 98.72 99.55 98.43 99.28 +0.71 770 8,427 +370
Sep12 111222 98.48 99.29 98.03 98.96 +0.67 568 11,930 +266
Oct12 111222 98.16 99.00 97.75 98.66 +0.62 260 5,348 -37
Nov12 111222 98.44 98.44 98.44 98.44 +0.58 147 4,617 +84
Dec12 111222 97.73 98.57 97.23 98.22 +0.55 3,932 63,630 -567
Jan13 111222 97.86 97.86 97.86 97.86 +0.50 10 3,033 +3
Feb13 111222 97.46 97.46 97.46 97.46 +0.46 0 740 +0
Mar13 111222 97.07 97.07 97.07 97.07 +0.41 0 1,613 +0
Apr13 111222 96.66 96.66 96.66 96.66 +0.36 0 389 +0
May13 111222 96.25 96.25 96.25 96.25 +0.31 0 574 +0
Total Volume and Open Interest 83,333 394,951 -1,871
US Dollar Index(ICE)
Mar12 111222 80.360 80.505 79.955 80.305 -0.045 22,950 66,556 -1,322
Jun12 111222 80.805 80.805 80.805 80.805 -0.095 2 506 +1
Sep12 111222 81.405 81.405 81.405 81.405 -0.095      
Total Volume and Open Interest 22,952 67,062 -1,321
Australian Dollar(CME)
Mar12 111222 99.96 100.55 99.67 100.40 +0.62 96,919 104,687 +455
Jun12 111222 99.58 99.62 99.00 99.59 +0.59 15 12 +3
Sep12 111222 98.90 98.90 98.30 98.90 +0.60 0 110 +0
Total Volume and Open Interest 96,934 104,817 +458
British Pound(CME)
Mar12 111222 156.64 157.16 156.37 156.68 +0.12 96,094 183,927 -11,262
Jun12 111222 156.57 156.57 156.40 156.54 +0.14 50 38 +20
Sep12 111222 156.38 156.38 156.26 156.38 +0.12 0 5 +0
Total Volume and Open Interest 96,144 183,972 -11,242
Canadian Dollar(CME)
Mar12 111222 97.18 97.83 97.08 97.73 +0.62 60,499 112,713 +2,222
Jun12 111222 97.02 97.68 96.96 97.59 +0.63 80 2,523 +0
Sep12 111222 97.55 97.61 96.86 97.48 +0.62 1 1,479 +1
Dec12 111222 97.50 97.50 96.83 97.42 +0.59 3 314 +1
Total Volume and Open Interest 60,583 117,042 -55,067
Japanese Yen(CME)
Mar12 111222 128.34 128.45 128.10 128.15 -0.16 46,517 131,729 -719
Jun12 111222 128.54 128.59 128.44 128.44 -0.15 7 269 +6
Sep12 111222 128.77 128.92 128.77 128.77 -0.15 0 7 +0
Total Volume and Open Interest 46,524 132,006 -713
Swiss Franc(CME)
Mar12 111222 107.04 107.67 106.60 107.02 -0.02 20,262 33,007 -2,799
Jun12 111222 107.29 107.31 107.29 107.29 -0.02 5 8 +2
Sep12 111222 107.62 107.62 107.62 107.62 unch 0 4 +0
Total Volume and Open Interest 20,267 33,020 -2,797
EuroFX(CME)
Mar12 111222 130.58 131.33 130.29 130.58 +0.01 191,054 264,989 +409
Jun12 111222 130.69 131.33 130.48 130.71 +0.01 91 1,581 +21
Sep12 111222 130.87 130.87 130.86 130.87 +0.01 0 14 +0
Total Volume and Open Interest 191,145 266,597 +430
Mexican Peso(CME)
Jan12 111222 722.0 722.0 720.2 722.0 +1.8 0 95 +0
Feb12 111222 720.5 720.5 718.8 720.5 +1.8 0 4,000 +0
Total Volume and Open Interest 22,243 116,352 +4,446
Brazilian Real(CME)
Jan12 111222 536.95 540.00 536.25 540.00 +2.10 0 10,742 +0
Feb12 111222 536.90 536.90 536.90 536.90 +2.20      
Mar12 111222 531.00 533.75 531.00 533.75 +2.25 1,043 3,174 +1,023
Apr12 111222 531.00 531.00 531.00 531.00 +2.25      
Total Volume and Open Interest 1,043 27,532 +1,023
30-Year T-Bonds(CBOT)
Mar12 111222 143~090 144~020 143~020 143~150 +0~070 248,293 598,334 -5,402
Jun12 111222 141~270 142~010 141~260 142~010 +0~070 16 183 +2
Sep12 111222 140~190 140~190 140~120 140~190 +0~070      
Total Volume and Open Interest 248,309 598,517 -8,221
10-Year T-Notes(CBOT)
Mar12 111222 130~140 130~230 130~105 130~145 +0~010 638,015 1,463,157 -4,614
Jun12 111222 130~000 130~000 129~285 130~000 +0~035      
Sep12 111222 129~050 129~050 129~015 129~050 +0~035      
Total Volume and Open Interest 638,015 1,463,157 -8,915
5-Year T-Notes(CBOT)
Dec11 111222 123~039 123~069 123~024 123~035 -0~004 3,426 33,791 -603
Mar12 111222 122~121 123~010 122~112 122~119 -0~003 395,025 1,194,537 -25,259
Jun12 111222 122~055 122~055 122~042 122~055 +0~013      
Total Volume and Open Interest 398,451 1,228,328 -25,862
2 Year T-Notes(CBOT)
Dec11 111222 110~021 110~021 110~019 110~019 -0~002 7,506 15,025 -3,520
Mar12 111222 110~031 110~032 110~028 110~028 -0~003 146,395 702,173 +5,361
Jun12 111222 110~000 110~000 110~000 110~000 -0~003      
Total Volume and Open Interest 153,901 717,198 +1,841
Eurodollars(CME)
Mar12 111222 99.340 99.345 99.320 99.330 -0.005 114,375 953,254 +2,737
Jun12 111222 99.265 99.275 99.245 99.260 -0.010 129,210 1,028,356 +2,629
Sep12 111222 99.245 99.245 99.210 99.225 -0.015 128,467 777,017 -11,619
Dec12 111222 99.225 99.225 99.185 99.205 -0.020 149,528 739,421 -19,617
Mar13 111222 99.235 99.240 99.195 99.210 -0.025 156,353 756,633 -4,153
Jun13 111222 99.225 99.225 99.180 99.195 -0.030 94,280 571,109 -7,242
Sep13 111222 99.195 99.195 99.145 99.165 -0.030 77,542 485,341 -2,293
Dec13 111222 99.125 99.130 99.080 99.100 -0.030 66,872 466,889 -8,515
Mar14 111222 99.030 99.035 98.985 99.005 -0.025 40,298 384,660 +297
Jun14 111222 98.880 98.895 98.845 98.860 -0.025 42,294 312,582 -2,150
Sep14 111222 98.710 98.735 98.680 98.700 -0.015 51,393 208,322 -4,787
Dec14 111222 98.530 98.560 98.505 98.525 -0.010 42,760 171,835 +4,129
Mar15 111222 98.375 98.410 98.360 98.375 -0.005 23,873 154,713 -1,843
Jun15 111222 6.460 6.505 6.455 6.470 unch 17,877 113,338 -523
Sep15 111222 6.295 6.340 6.295 6.310 +0.010 15,040 77,629 -1,116
Dec15 111222 6.115 6.165 6.110 6.140 +0.015 14,574 55,975 +371
Mar16 111222 5.970 6.025 5.970 6.005 +0.025 7,575 53,259 +1,055
Jun16 111222 5.835 5.895 5.835 5.880 +0.030 6,504 36,650 -168
Total Volume and Open Interest 1,206,356 7,560,266 -45,969
30 Day Federal Funds(CBOT)
Dec11 111222 99.927 99.930 99.925 99.927 unch 206 66,188 +197
Jan12 111222 99.920 99.920 99.920 99.920 unch 4,329 67,371 +1,152
Feb12 111222 99.910 99.915 99.910 99.910 unch 3,316 54,590 -1,145
Mar12 111222 99.900 99.900 99.895 99.900 unch 2,947 34,114 -958
Apr12 111222 99.890 99.890 99.890 99.890 unch 4,062 38,067 -989
May12 111222 99.880 99.885 99.880 99.880 unch 3,521 44,440 -749
Total Volume and Open Interest 33,973 565,916 -3,737
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 111222 99.662 99.662 99.662 99.662 unch 0 40 +0
Jun12 111222 99.665 99.665 99.665 99.665 unch      
Sep12 111222 99.660 99.660 99.660 99.660 unch      
Dec12 111222 99.665 99.665 99.665 99.665 unch      
Mar13 111222 99.655 99.655 99.655 99.655 unch      
Jun13 111222 99.625 99.625 99.625 99.625 unch      
Sep13 111222 99.625 99.625 99.625 99.625 unch      
Dec13 111222 99.525 99.525 99.525 99.525 unch      
Mar14 111222 99.385 99.385 99.385 99.385 unch      
Jun14 111222 99.245 99.245 99.245 99.245 unch      
Total Volume and Open Interest 0 40 +0
3-Mth Euro-Yen(SGX)
Mar12 111222 99.66 99.66 99.66 99.66 unch 363 2,349 +255
Jun12 111222 99.67 99.67 99.67 99.67 unch 0 1,440 +0
Sep12 111222 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111222 99.67 99.67 99.67 99.67 unch 0 115 +0
Mar13 111222 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 111222 99.62 99.62 99.62 99.62 unch 0 208 +0
Sep13 111222 99.62 99.62 99.62 99.62 unch 0 325 +0
Dec13 111222 99.53 99.53 99.53 99.53 unch 0 3 +0
Total Volume and Open Interest 363 5,282 +255
Japanese Gov't Bonds(SGX)
Mar12 111222 142.32 142.47 142.32 142.47 +0.14 960 19,134 +137
Jun12 111222 141.00 141.00 140.38 140.38 +0.14      
Sep12 111222 140.00 140.00 138.29 138.29 +0.14      
Total Volume and Open Interest 960 19,138 +137
Euro-Bund(EUREX)
Mar12 111222 137.77 137.90 137.15 137.83 unch 298,109 842,227 -7,031
Jun12 111222 135.69 136.13 135.69 136.13 unch 41 175 +6
Sep12 111222 136.13 136.13 136.13 136.13 unch      
Total Volume and Open Interest 298,150 842,402 -7,025
Euro-Bobl(EUREX)
Mar12 111222 124.41 124.44 124.19 124.40 -0.06 174,700 646,688 +11,998
Jun12 111222 122.80 122.80 122.80 122.80 -0.06      
Sep12 111222 122.80 122.80 122.80 122.80 -0.06      
Total Volume and Open Interest 174,700 646,688 +11,998
3-Mth Euribor(EUREX)
Dec11 111219 98.585 98.585 98.582 98.582 -0.003 59 1,265 +0
Mar12 111222 98.830 98.835 98.820 98.820 -0.025 42 1,165 +10
Jun12 111222 98.925 98.945 98.925 98.945 -0.010 32 1,325 +8
Total Volume and Open Interest 86 5,548 +18
Long Gilt(LIFFE)
Dec11 111222 133~10 133~13 133~06 133~06 -0~02 111 6,927 -14
Mar12 111222 116~02 116~12 115~30 116~09 -0~02 63,407 302,283 +3,926
Total Volume and Open Interest 63,518 309,210 +3,912
3-Mth Short Sterling(LIFFE)
Mar12 111222 98.88 98.89 98.86 98.87 -0.02 62,397 296,476 -1,667
Jun12 111222 98.87 98.89 98.85 98.86 -0.02 52,250 218,225 -6,731
Sep12 111222 98.90 98.91 98.87 98.88 -0.02 58,353 261,930 +11,103
Dec12 111222 98.89 98.92 98.86 98.89 -0.01 55,454 213,731 +3,932
Mar13 111222 98.90 98.95 98.88 98.91 -0.01 39,126 217,954 -578
Jun13 111222 98.88 98.93 98.87 98.90 unch 25,866 193,285 +2,057
Total Volume and Open Interest 350,741 2,093,207 +10,198
3-Mth Euribor(LIFFE)
Mar12 111222 98.845 98.845 98.810 98.820 -0.025 91,606 497,976 +9,444
Jun12 111222 98.945 98.955 98.905 98.945 -0.010 89,293 397,059 +5,421
Sep12 111222 98.990 99.010 98.950 99.000 -0.005 67,367 382,490 +1,791
Total Volume and Open Interest 536,947 2,918,673 +29,449
3-Mth Aus T-Bills(SFE)
Mar12 111222 96.18 96.21 96.14 96.18 unch 13,620 228,710 -3,109
Jun12 111222 96.47 96.52 96.43 96.49 +0.01 21,227 177,660 +364
Sep12 111222 96.50 96.55 96.46 96.52 +0.01 12,150 113,450 -2,136
Dec12 111222 96.38 96.45 96.38 96.41 unch 5,012 69,685 -2,115
Mar13 111222 96.28 96.35 96.27 96.30 -0.01 3,314 51,748 +976
Jun13 111222 96.17 96.22 96.17 96.20 unch 925 44,952 +175
Sep13 111222 96.06 96.11 96.05 96.11 +0.02 946 26,274 +222
Dec13 111222 95.94 96.02 95.93 96.01 +0.02 222 16,545 +53
Mar14 111222 95.82 95.92 95.82 95.92 +0.01 1 1,348 +1
Jun14 111222 95.70 95.84 95.70 95.81 -0.01 1 80 +1
Total Volume and Open Interest 57,418 730,527 -5,568
10-Year Aus T-Bonds(SFE)
Mar12 111222 96.16 96.23 96.13 96.21 +0.04 28,928 334,205 +5,209
Jun12 111222 96.21 96.21 96.21 96.21 +0.04      
Total Volume and Open Interest 28,928 334,205 +5,209
3-Year Aus T-Bonds(SFE)
Mar12 111222 96.94 96.98 96.89 96.95 unch 65,461 370,195 +9,129
Jun12 111222 96.95 96.95 96.95 96.95 unch      
Total Volume and Open Interest 65,461 370,195 +9,129
Gold(CMX)
Dec11 111222 1608.8 1610.0 1601.9 1608.9 -3.0 215 283 -104
Feb12 111222 1617.1 1618.6 1599.1 1610.6 -3.0 101,146 246,912 -1,990
Apr12 111222 1618.7 1620.0 1602.7 1613.0 -2.9 3,096 39,439 +67
Jun12 111222 1620.5 1621.4 1606.6 1615.2 -2.9 2,337 27,815 +1,028
Aug12 111222 1619.1 1622.4 1612.9 1617.5 -2.8 202 13,777 +25
Oct12 111222 1620.1 1620.1 1619.8 1619.8 -2.8 137 9,577 +98
Dec12 111222 1626.6 1628.9 1615.0 1622.1 -2.8 1,089 24,580 +415
Feb13 111222 1624.9 1624.9 1624.9 1624.9 -2.7 33 2,958 +21
Apr13 111222 1627.7 1627.7 1627.7 1627.7 -2.6 0 1,377 +0
Jun13 111222 1630.3 1630.9 1630.3 1630.9 -2.5 20 9,750 -20
Aug13 111222 1634.3 1634.3 1634.3 1634.3 -2.5 0 45 +0
Oct13 111222 1638.0 1638.0 1638.0 1638.0 -2.4      
Total Volume and Open Interest 109,052 423,465 -405
Silver(CMX)
Dec11 111222 2923.5 2923.5 2900.1 2900.1 -19.7 44 54 -20
Mar12 111222 2925.0 2968.5 2900.0 2904.7 -20.2 23,979 55,641 -891
May12 111222 2930.0 2966.5 2909.0 2909.6 -20.7 317 8,809 +2
Jul12 111222 2918.0 2926.5 2913.0 2913.3 -21.1 51 3,341 +22
Sep12 111222 2916.0 2916.1 2916.0 2916.1 -21.4 54 2,471 +8
Dec12 111222 2935.0 2943.5 2917.5 2920.2 -21.6 148 13,584 +4
Mar13 111222 2919.4 2919.4 2919.4 2919.4 -21.4 0 1,155 +0
Total Volume and Open Interest 24,799 101,165 -889
Platinum(NYMEX)
Jan12 111222 1432.2 1435.8 1415.8 1424.4 -7.3 8,383 18,884 -2,853
Apr12 111222 1438.9 1441.2 1422.4 1431.2 -7.5 4,056 23,872 +2,915
Jul12 111222 1436.0 1436.0 1435.2 1435.2 -7.5 10 611 +3
Oct12 111222 1431.0 1438.7 1431.0 1438.7 -7.5 37 88 +20
Total Volume and Open Interest 12,486 43,456 +85
Palladium(NYMEX)
Dec11 111222 652.45 652.45 652.45 652.45 +20.30 12 670 +12
Mar12 111222 634.10 4.54 627.00 654.40 +20.30 2,533 17,104 +8
Jun12 111222 3.04 3.04 0.44 0.44 -635.06 2 374 +2
Total Volume and Open Interest 2,547 18,287 +22
Copper(CMX)
Dec11 111222 338.00 341.90 337.60 340.90 +2.00 185 698 -108
Mar12 111222 338.95 343.00 336.00 341.55 +2.10 34,372 68,327 -149
May12 111222 338.05 343.85 338.05 342.60 +2.10 1,904 23,320 +312
Jul12 111222 340.10 343.90 340.10 343.20 +2.10 471 6,556 +85
Sep12 111222 343.65 344.80 343.65 343.65 +2.00 113 3,420 +103
Total Volume and Open Interest 38,697 116,050 +608
DJIA Index(CBOT)
Mar12 111222 12029 12120 11998 12103 +79 284 10,336 -13
Jun12 111222 12038 12038 11959 12038 +79 0 400 +0
Sep12 111222 11975 11975 11896 11975 +79      
Dec12 111222 11898 11898 11819 11898 +79      
Total Volume and Open Interest 284 10,736 -13
E-mini DJIA Index(CBOT)
Dec11 111216 11896 11988 11895 11949 +50 22,203 78,058 -4,463
Mar12 111222 12028 12119 11994 12103 +79 109,071 90,966 +2,792
Jun12 111222 11990 12038 11990 12038 +79 33 43 +16
Sep12 111222 11975 11975 11975 11975 +79 0 9 +0
Total Volume and Open Interest 109,104 91,018 +2,808
S & P 500(CME)
Mar12 111222 1236.30 1251.20 1232.10 1249.10 +12.80 24,797 228,879 +10,137
Jun12 111222 1243.80 1245.00 1243.80 1243.80 +12.80 200 3,366 +107
Sep12 111222 1238.50 1239.80 1238.50 1238.50 +12.70 0 782 +0
Dec12 111222 1232.90 1234.10 1232.90 1232.90 +12.80 0 102 +0
Total Volume and Open Interest 24,997 233,129 +10,244
S & P 500 E-Mini(Globex)
Mar12 111222 1236.00 1251.00 1232.25 1249.00 +12.75 1,825,749 2,554,237 +22,206
Jun12 111222 1231.00 1245.25 1226.75 1243.75 +12.75 1,568 6,930 +784
Total Volume and Open Interest 1,827,326 2,561,308 +22,993
NASDAQ 100(CME)
Mar12 111222 2239.50 2263.50 2235.00 2260.80 +21.80 3,163 6,579 +2,154
Jun12 111222 2257.30 2258.50 2257.30 2257.30 +21.80      
Sep12 111222 2254.80 2256.00 2254.80 2254.80 +21.80      
Total Volume and Open Interest 3,163 6,579 +2,154
NASDAQ 100 E-Mini(Globex)
Mar12 111222 2241.00 2264.30 2234.50 2260.80 +21.80 227,829 255,790 +4,730
Jun12 111222 2240.80 2257.30 2237.00 2257.30 +21.80 13 33 +5
Total Volume and Open Interest 227,842 255,825 +4,735
S & P Midcap 400(CME)
Mar12 111222 876.60 880.00 876.60 876.60 +8.10 0 692 +0
Jun12 111222 874.60 875.50 874.60 874.60 +8.10      
Sep12 111222 872.60 873.50 872.60 872.60 +8.10      
Total Volume and Open Interest 0 692 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 111222 8455 8510 8385 8500 +30 3,455 22,327 -34
Jun12 111222 8445 8445 8415 8445 +30 3 9 -1
Total Volume and Open Interest 3,458 22,336 -35
Nikkei 225(SGX)
Mar12 111222 8460 8500 8370 8375 -70 55,279 182,592 +522
Jun12 111222 8355 8355 8300 8300 -70 27 306 +14
Sep12 111222 8295 8295 8295 8295 -70 0 30 +0
Total Volume and Open Interest 55,972 192,298 +807
CAC 40(EURONEXT)
Jan12 111222 3041.0 3091.5 3041.0 3071.5 +40.0 68,200 248,849 +2,315
Feb12 111222 3065.0 3088.0 3059.5 3072.5 +40.0 16 247 +5
Mar12 111222 3055.0 3089.0 3049.5 3072.5 +43.0 58 20,914 -84
Total Volume and Open Interest 68,274 270,060 +2,236
Hang Seng Index(HKFE)
Dec11 111222 18301 18420 18225 18415 +25 67,324 83,551 -2,942
Jan12 111222 18347 18419 18227 18418 +21 3,602 6,984 +1,608
Total Volume and Open Interest 71,330 94,740 -1,203
DAX(EUREX)
Dec11 111216 5783.0 5789.5 5714.5 5727.5 -20.0 219,442 98,018 -35,014
Mar12 111222 5805.5 5895.0 5804.0 5860.0 +60.5 129,865 141,867 +709
Jun12 111222 5830.0 5907.0 5830.0 5875.0 +60.5 296 5,606 +61
Total Volume and Open Interest 130,161 147,473 +770
FT-SE 100(EURONEXT)
Mar12 111222 5369.00 5444.50 5345.50 5417.50 +73.50 88,821 597,092 -1,168
Jun12 111222 5371.50 5371.50 5371.50 5371.50 +73.50 2 3,719 +1
Sep12 111222 5340.50 5340.50 5340.50 5340.50 +74.50      
Total Volume and Open Interest 88,823 600,811 -1,167
SPI 200(SFE)
Mar12 111222 4116.0 4147.0 4064.0 4083.0 -28.0 29,355 190,986 -449
Jun12 111222 4102.0 4102.0 4083.0 4086.0 -30.0 21 1,789 +18
Sep12 111222 4049.0 4049.0 4049.0 4049.0 -29.0 126 1,054 -126
Total Volume and Open Interest 29,850 196,930 -333
GSCI(CME)
Jan12 111222 641.00 646.00 641.00 643.75 +1.95 319 8,260 -3
Feb12 111222 642.00 647.00 642.00 645.00 +2.15 2 0 +0
Mar12 111222 648.00 651.00 645.80 648.00 +2.15      
Total Volume and Open Interest 321 8,260 -3
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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