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MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri December 23, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111223 1160.75 1167.25 1156.50 1163.00 +0.75 79,410 90,849 -11,578
Mar12 111223 1170.25 1176.25 1165.75 1172.50 +0.75 58,233 185,554 +3,547
May12 111223 1180.25 1186.00 1176.00 1182.25 +0.25 11,138 92,648 -535
Jul12 111223 1190.00 1195.50 1185.75 1192.00 +0.50 10,963 80,910 +202
Aug12 111223 1188.00 1189.25 1186.75 1189.25 +0.25 44 1,103 -1
Sep12 111223 1180.00 1185.50 1180.00 1182.50 +0.50 85 1,032 +20
Nov12 111223 1177.00 1182.75 1173.25 1179.00 +0.75 6,295 54,143 +7
Total Volume and Open Interest 166,482 524,035 -8,203
Soybean Meal(CBOT)
Jan12 111223 298.40 299.50 296.20 297.00 -1.40 42,389 24,374 -6,399
Mar12 111223 302.30 303.30 300.00 300.80 -1.50 39,460 79,801 +3,818
May12 111223 305.00 306.30 303.30 303.90 -1.70 4,119 30,522 +527
Jul12 111223 308.70 310.10 307.00 307.60 -1.60 3,893 30,771 +635
Aug12 111223 308.50 310.30 308.50 308.60 -1.70 227 5,258 +21
Sep12 111223 308.50 310.30 308.00 308.60 -1.70 297 5,411 -47
Oct12 111223 306.60 308.50 305.90 306.80 -1.70 112 3,484 -20
Dec12 111223 308.70 309.70 306.60 307.40 -1.90 2,067 17,417 -320
Total Volume and Open Interest 92,750 202,855 -1,633
Soybean Oil(CBOT)
Jan12 111223 50.45 51.05 50.14 50.96 +0.51 53,468 41,640 -8,055
Mar12 111223 50.80 51.42 50.48 51.37 +0.57 51,669 141,378 +8,668
May12 111223 51.16 51.79 50.89 51.73 +0.54 5,054 51,364 +462
Jul12 111223 51.38 52.05 51.17 52.02 +0.54 3,354 36,075 +42
Aug12 111223 51.81 52.07 51.56 52.07 +0.54 83 4,434 +15
Sep12 111223 51.81 52.10 51.60 52.10 +0.56 145 5,041 -40
Oct12 111223 51.44 51.93 51.42 51.93 +0.55 94 5,407 +12
Dec12 111223 50.96 51.83 50.94 51.80 +0.57 2,123 19,576 +508
Total Volume and Open Interest 115,993 305,448 +1,612
Canola(WCE)
Jan12 111223 518.7 522.2 517.1 521.2 +4.2 3,932 11,444 -2,898
Mar12 111223 515.6 518.0 514.0 517.1 +1.5 10,755 75,512 +2,799
May12 111223 518.0 519.8 515.9 518.3 +0.7 2,042 16,532 +315
Jul12 111223 518.3 520.4 516.9 518.5 -0.3 448 13,730 -43
Nov12 111223 498.0 501.9 497.5 501.1 +3.0 330 17,051 -237
Total Volume and Open Interest 17,632 134,885 -24
Corn(CBOT)
Mar12 111223 616.25 621.75 614.25 619.50 +2.00 116,715 531,141 -3,392
May12 111223 624.75 630.00 622.75 628.00 +1.75 21,692 182,805 +3,368
Jul12 111223 631.00 636.00 629.00 634.00 +1.75 29,410 163,112 +816
Sep12 111223 590.00 594.75 589.25 593.00 +1.50 3,155 41,268 +569
Dec12 111223 566.50 571.25 565.75 569.00 +2.50 21,352 192,022 +1,722
Mar13 111223 578.00 582.25 578.00 581.25 +2.50 1,577 36,108 -307
Total Volume and Open Interest 194,652 1,168,259 +2,940
Wheat(CBOT)
Mar12 111223 621.75 627.75 618.50 622.00 +0.25 41,643 174,689 -823
May12 111223 637.50 645.50 637.00 639.50 -0.50 5,401 69,992 -196
Jul12 111223 654.00 660.25 652.00 655.50 +0.25 5,169 71,027 +1,304
Sep12 111223 669.00 676.75 668.75 672.00 -0.50 863 15,553 -11
Dec12 111223 694.75 698.75 689.25 691.75 -1.75 2,078 43,117 +428
Total Volume and Open Interest 55,225 380,371 +736
Wheat(KCBT)
Mar12 111223 672.00 681.00 670.00 675.00 +2.50 6,413 67,909 -334
May12 111223 679.25 688.75 678.50 683.25 +2.25 1,706 16,907 +519
Jul12 111223 688.25 697.00 686.75 691.25 +2.25 2,176 37,821 -276
Sep12 111223 701.50 710.00 701.50 705.75 +2.25 346 6,756 +116
Dec12 111223 722.50 730.50 722.50 725.50 +2.25 580 7,947 +296
Total Volume and Open Interest 11,229 137,819 +327
Wheat(MGE)
Mar12 111223 843.75 849.75 836.50 844.50 +0.75 1,384 16,649 -184
May12 111223 817.75 824.00 817.50 818.50 unch 374 7,462 +33
Jul12 111223 806.75 811.50 806.25 808.00 +0.25 305 7,657 -98
Sep12 111223 776.25 781.75 776.25 776.75 -0.75 216 4,527 +50
Dec12 111223 778.25 787.75 778.25 780.00 -0.25 251 3,146 +66
Total Volume and Open Interest 2,533 39,590 -133
Oats(CBOT)
Mar12 111223 312.25 313.00 310.50 311.25 +0.50 379 10,874 -145
May12 111223 317.00 317.00 314.75 315.25 +0.50 141 1,624 +110
Jul12 111223 319.75 319.75 318.50 319.75 +1.25 6 117 +0
Sep12 111223 325.50 325.50 324.25 325.50 +1.25 0 7 +0
Total Volume and Open Interest 529 12,773 -35
Rough Rice(CBOT)
Jan12 111223 14.01 14.06 13.89 13.90 -0.15 875 4,868 -595
Mar12 111223 14.27 14.30 14.12 14.15 -0.14 1,295 10,471 +415
May12 111223 14.47 14.51 14.43 14.43 -0.14 9 989 +0
Jul12 111223 14.77 14.79 14.69 14.69 -0.14 2 608 -1
Total Volume and Open Interest 2,184 17,119 -181
Live Cattle(CME)
Dec11 111223 123.650 124.350 122.950 124.300 +1.150 2,129 6,458 -879
Feb12 111223 123.635 124.350 123.200 124.330 +0.880 15,841 127,434 -353
Apr12 111223 127.035 127.900 126.350 127.850 +1.050 7,412 90,144 +922
Jun12 111223 125.650 126.400 124.885 126.300 +1.100 6,165 59,012 +676
Aug12 111223 125.930 126.600 125.285 126.580 +0.945 1,484 15,824 +451
Oct12 111223 128.500 129.200 127.930 129.200 +0.800 1,042 8,225 +346
Total Volume and Open Interest 34,216 312,080 +1,176
Feeder Cattle(CME)
Jan12 111223 147.185 147.750 146.985 147.630 +0.750 1,255 8,265 -366
Mar12 111223 150.000 150.575 149.535 150.450 +0.800 1,817 10,763 +222
Apr12 111223 150.825 151.500 150.630 151.300 +0.650 636 3,306 +253
May12 111223 151.550 152.100 151.150 152.075 +0.750 414 3,952 +95
Aug12 111223 152.650 153.250 152.350 153.250 +0.750 199 3,459 +61
Sep12 111223 152.630 153.250 152.450 153.250 +0.765 22 609 +10
Oct12 111223 152.800 153.350 152.650 153.350 +1.150 0 193 +0
Total Volume and Open Interest 4,344 30,573 +276
Lean Hogs(CME)
Feb12 111223 84.600 86.080 84.535 85.850 +1.300 12,170 85,811 -817
Apr12 111223 88.000 89.200 87.930 88.980 +1.030 4,966 60,340 -853
May12 111223 94.450 95.100 94.285 95.100 +1.050 21 2,511 -1
Jun12 111223 95.400 96.900 95.250 96.850 +1.400 2,537 46,056 -181
Jul12 111223 94.730 95.800 94.730 95.650 +1.265 593 13,113 -125
Aug12 111223 93.430 94.550 93.330 94.535 +1.105 696 13,278 -248
Oct12 111223 82.885 84.050 82.785 83.930 +1.045 324 8,960 -26
Dec12 111223 78.785 80.300 78.650 80.300 +1.800 247 3,572 +12
Total Volume and Open Interest 21,630 234,349 -2,246
Class III Milk(CME)
Dec11 111223 18.73 18.73 18.64 18.66 -0.02 91 5,763 +37
Jan12 111223 17.34 17.40 16.90 17.00 -0.34 290 4,647 -3
Feb12 111223 17.47 17.50 17.02 17.12 -0.35 127 4,444 +41
Mar12 111223 17.24 17.26 17.00 17.04 -0.20 55 3,564 +34
Apr12 111223 17.11 17.11 17.03 17.05 -0.10 56 2,631 +35
Total Volume and Open Interest 720 33,958 +202
Cocoa(ICE)
Mar12 111223 2210 2239 2199 2218 -3 10,920 76,709 -363
May12 111223 2231 2253 2220 2237 -2 1,617 35,588 -117
Jul12 111223 2243 2256 2234 2251 -1 807 17,420 +141
Sep12 111223 2259 2269 2247 2263 unch 603 14,700 +83
Dec12 111223 2275 2279 2259 2276 +2 562 14,689 +221
Mar13 111223 2300 2300 2276 2289 +4 357 4,977 +180
May13 111223 2304 2304 2304 2304 +4 19 2,473 -5
Total Volume and Open Interest 14,901 167,378 +129
Coffee "C"(ICE)
Mar12 111223 220.90 222.85 217.40 219.65 -1.75 6,672 56,457 +587
May12 111223 224.00 225.20 220.30 222.40 -1.75 1,249 24,800 +52
Jul12 111223 226.10 226.70 223.55 224.95 -1.65 571 8,273 +256
Sep12 111223 228.15 228.40 226.60 226.95 -1.65 286 6,407 +192
Dec12 111223 229.90 230.05 228.85 228.85 -1.55 47 7,001 +21
Mar13 111223 232.45 232.45 231.35 231.35 -1.30 11 836 +1
Total Volume and Open Interest 8,844 104,257 +1,114
Orange Juice(ICE)
Jan12 111223 165.55 170.90 165.55 169.90 +4.35 1,682 4,723 -1,390
Mar12 111223 164.00 168.20 163.30 167.30 +3.30 1,928 18,093 +1,156
May12 111223 163.05 167.25 162.80 166.65 +3.60 38 1,814 +30
Jul12 111223 166.45 166.45 166.45 166.45 +3.40 7 769 +6
Sep12 111223 166.55 166.55 166.55 166.55 +3.30 0 58 +0
Nov12 111223 166.35 166.35 166.35 166.35 +3.40 0 13 +0
Total Volume and Open Interest 3,655 25,479 -198
Sugar #11(ICE)
Mar12 111223 23.50 23.86 23.50 23.59 +0.15 26,528 214,561 -1,008
May12 111223 23.12 23.36 23.03 23.09 +0.11 6,317 90,492 -880
Jul12 111223 22.71 22.99 22.67 22.70 +0.01 4,235 97,097 +1,018
Oct12 111223 23.00 23.24 22.94 22.97 -0.02 1,251 51,992 +197
Mar13 111223 23.50 23.72 23.45 23.46 -0.04 651 32,858 +152
Total Volume and Open Interest 39,193 538,504 -591
London Cocoa(LCE)
Mar12 111223 1405 1418 1399 1407 -7 8,091 79,176 -353
May12 111223 1422 1434 1416 1425 -7 2,447 21,990 -43
Jul12 111223 1440 1452 1434 1441 -9 1,263 29,618 +94
Sep12 111223 1454 1466 1448 1454 -8 506 21,024 +225
Dec12 111223 1462 1479 1460 1469 -1 670 15,638 +115
Mar13 111223 1476 1488 1476 1479 -3 416 9,747 +72
May13 111223 1492 1492 1483 1485 -3 0 2,153 +0
Total Volume and Open Interest 13,393 180,394 +110
London Sugar(LCE)
Mar12 111223 609.80 612.50 609.30 611.20 +2.40 3,164 25,930 -136
May12 111223 600.70 602.40 600.00 601.60 +2.50 427 8,870 +134
Aug12 111223 594.50 596.40 593.80 596.00 +2.50 195 10,737 +104
Oct12 111223 595.40 598.00 595.40 597.20 +1.70 75 3,994 +21
Dec12 111223 600.70 601.20 600.30 600.80 +0.40 34 1,615 +29
Total Volume and Open Interest 3,899 52,510 +155
Cotton(ICE)
Mar12 111223 87.12 87.65 86.86 87.24 unch 5,403 94,778 +312
May12 111223 87.15 87.46 86.73 86.99 -0.09 1,724 25,310 +383
Jul12 111223 87.14 87.49 86.97 87.07 -0.05 1,068 21,147 -13
Oct12 111223 88.00 88.00 88.00 88.00 +0.05 0 86 +0
Dec12 111223 86.20 86.39 85.62 86.26 +0.14 185 8,244 +8
Mar13 111223 87.25 87.25 87.25 87.25 +0.16 2 441 +2
Total Volume and Open Interest 8,382 150,878 +692
Lumber(CME)
Jan12 111223 240.6 244.2 239.8 243.1 +2.1 1,078 1,913 -637
Mar12 111223 247.1 251.8 247.1 249.8 +1.5 903 5,782 +528
May12 111223 267.3 268.7 262.0 263.9 -2.0 119 1,751 +20
Jul12 111223 277.5 277.5 277.5 277.5 unch 5 380 +2
Total Volume and Open Interest 2,109 9,964 -87
Crude Oil(NYM)
Feb12 111223 99.48 100.23 99.24 99.68 +0.15 219,505 247,928 -4,545
Mar12 111223 99.50 100.38 99.45 99.83 +0.13 53,947 152,702 +4,483
Apr12 111223 99.62 100.50 99.59 99.98 +0.12 30,343 73,208 +635
May12 111223 100.04 100.50 99.97 100.03 +0.10 19,152 78,313 +598
Jun12 111223 99.85 100.45 99.84 99.92 +0.10 26,623 91,933 +1,284
Jul12 111223 100.22 100.23 99.58 99.68 +0.10 5,806 38,166 +373
Aug12 111223 99.74 99.84 99.35 99.38 +0.10 4,260 29,721 +92
Sep12 111223 99.30 99.30 99.05 99.05 +0.09 6,403 30,874 +944
Oct12 111223 98.94 98.95 98.74 98.74 +0.08 2,903 29,234 +194
Nov12 111223 98.57 98.57 98.50 98.50 +0.06 2,677 30,839 -17
Dec12 111223 98.31 98.78 98.18 98.27 +0.05 22,899 170,932 +868
Jan13 111223 97.91 97.91 97.91 97.91 +0.05 1,641 30,935 -26
Feb13 111223 97.51 97.51 97.51 97.51 +0.05 685 12,952 -66
Mar13 111223 97.09 97.09 97.09 97.09 +0.02 517 13,889 -26
Apr13 111223 96.67 96.67 96.67 96.67 +0.01 402 6,366 -112
May13 111223 96.25 96.25 96.25 96.25 unch 428 6,116 +4
Total Volume and Open Interest 409,324 1,300,679 +4,884
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 111223 99.500 100.225 99.250 99.675 +0.150 8,181 1,499 +192
Mar12 111223 99.800 100.375 99.500 99.825 +0.125 273 424 -1
Apr12 111223 99.925 100.525 99.625 99.975 +0.125 35 185 -11
May12 111223 100.325 100.400 100.025 100.025 +0.100 7 30 +1
Jun12 111223 99.925 100.275 99.925 99.925 +0.100 2 20 +0
Jul12 111223 99.675 99.675 99.675 99.675 +0.100 0 4 +0
Aug12 111223 99.375 99.375 99.375 99.375 +0.100 0 5 +0
Sep12 111223 99.050 99.050 99.050 99.050 +0.100      
Total Volume and Open Interest 8,498 2,389 +181
Heating Oil(NYM)
Jan12 111223 290.14 292.27 288.58 289.07 -1.69 30,834 36,274 -2,527
Feb12 111223 290.69 292.80 289.50 289.95 -1.59 44,741 69,144 +2,952
Mar12 111223 290.34 292.45 289.42 289.98 -1.35 21,233 47,214 +412
Apr12 111223 288.27 290.22 288.18 288.44 -1.09 10,037 22,525 -180
May12 111223 286.60 288.04 285.95 286.42 -0.91 5,808 18,736 -111
Jun12 111223 284.52 286.32 283.95 284.71 -0.81 10,867 34,044 +137
Jul12 111223 284.37 284.74 284.28 284.28 -0.86 3,040 9,427 -200
Aug12 111223 284.64 284.64 284.39 284.39 -0.89 1,075 4,506 +43
Sep12 111223 285.12 285.12 284.83 285.01 -0.84 1,492 7,108 +52
Oct12 111223 285.95 286.96 285.82 285.82 -0.81 854 3,051 +261
Nov12 111223 286.67 287.92 286.67 286.67 -0.79 346 2,141 +51
Dec12 111223 287.84 288.70 286.25 287.16 -0.76 2,383 16,285 +369
Total Volume and Open Interest 132,762 273,689 +1,228
Gasoline(NYMEX)
Jan12 111223 263.98 270.08 263.07 268.72 +4.74 27,701 31,530 -2,112
Feb12 111223 263.66 269.41 262.40 267.81 +4.13 37,076 67,801 +2,187
Mar12 111223 264.50 269.30 262.79 267.95 +3.83 15,353 46,347 +1,219
Apr12 111223 275.51 280.45 274.48 279.24 +3.18 12,967 34,545 +411
May12 111223 276.38 279.28 274.16 278.54 +2.92 8,301 24,841 -497
Jun12 111223 273.46 277.29 272.41 276.24 +2.74 5,377 29,271 +221
Jul12 111223 271.11 274.31 271.11 273.57 +2.58 1,933 10,519 +504
Aug12 111223 270.81 270.81 270.81 270.81 +2.47 769 9,742 +547
Sep12 111223 264.97 267.74 264.97 267.60 +2.36 110 7,358 -2
Oct12 111223 254.50 254.50 254.50 254.50 +2.36 366 5,327 +90
Total Volume and Open Interest 110,389 287,339 +2,691
e-miNY RBOB Gasoline(NYM)
Jan12 111223 268.70 268.72 268.70 268.70 +4.70 0 1 +0
Feb12 111223 267.80 267.81 267.80 267.80 +4.10 0 1 +0
Mar12 111223 268.00 268.00 267.95 268.00 +3.90      
Apr12 111223 279.20 279.24 279.20 279.20 +3.10      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111223 3.158 3.169 3.101 3.114 -0.055 102,365 52,218 -12,761
Feb12 111223 3.207 3.207 3.135 3.147 -0.059 58,598 167,580 +5,908
Mar12 111223 3.228 3.240 3.176 3.184 -0.057 38,223 219,835 +4,857
Apr12 111223 3.275 3.299 3.242 3.249 -0.053 34,943 120,807 +3,583
May12 111223 3.318 3.348 3.298 3.302 -0.051 8,290 64,685 +1,721
Jun12 111223 3.380 3.385 3.346 3.351 -0.049 4,416 27,343 -210
Jul12 111223 3.420 3.445 3.406 3.410 -0.048 4,670 24,109 +291
Aug12 111223 3.448 3.470 3.435 3.439 -0.046 3,745 15,089 -267
Sep12 111223 3.441 3.473 3.438 3.442 -0.046 4,446 25,507 +657
Oct12 111223 3.502 3.522 3.472 3.477 -0.046 10,570 73,072 +592
Nov12 111223 3.640 3.644 3.613 3.616 -0.044 3,124 28,038 +279
Dec12 111223 3.911 3.920 3.888 3.894 -0.043 2,981 23,939 +325
Jan13 111223 4.025 4.046 4.010 4.021 -0.040 6,088 39,529 +1,730
Feb13 111223 4.019 4.035 4.008 4.017 -0.039 549 7,075 -98
Mar13 111223 3.986 4.024 3.983 3.987 -0.037 1,808 19,299 +985
Apr13 111223 3.929 3.944 3.915 3.923 -0.034 4,783 26,210 +697
Total Volume and Open Interest 290,989 1,003,360 +8,657
Brent Crude Oil(ICE)
Feb12 111223 107.77 108.55 107.40 107.96 +0.07 145,091 164,266 -1,251
Mar12 111223 107.17 107.78 106.62 107.27 +0.08 76,498 167,157 +5,354
Apr12 111223 106.65 107.21 106.13 106.87 +0.12 30,957 44,143 -2,734
May12 111223 106.31 106.86 105.79 106.57 +0.14 17,924 27,542 -1,233
Jun12 111223 105.98 106.58 105.41 106.26 +0.14 29,717 73,881 -802
Jul12 111223 105.56 106.30 105.17 105.92 +0.12 5,864 22,155 +714
Aug12 111223 105.30 105.84 104.72 105.56 +0.12 3,320 28,940 +41
Sep12 111223 104.88 105.52 104.32 105.12 +0.09 3,723 37,410 +110
Oct12 111223 104.53 105.11 104.18 104.74 +0.06 2,071 16,976 +300
Nov12 111223 104.38 104.38 104.38 104.38 +0.03 1,642 16,913 +88
Dec12 111223 103.90 104.44 103.29 103.98 +0.01 16,691 96,214 +15
Jan13 111223 103.57 103.57 103.57 103.57 -0.01 960 11,909 +192
Feb13 111223 103.13 103.13 103.13 103.13 -0.03 486 7,093 +21
Mar13 111223 102.68 102.68 102.68 102.68 -0.03 370 3,983 -65
Total Volume and Open Interest 345,079 872,024 +2,553
Gas Oil(ICE)
Jan12 111223 916.25 923.75 913.00 914.50 -5.00 44,512 98,353 -6,493
Feb12 111223 912.75 920.00 909.75 911.25 -4.75 46,746 96,823 +1,910
Mar12 111223 910.75 915.50 905.50 907.00 -5.00 26,199 49,921 -425
Apr12 111223 908.50 910.25 902.25 903.00 -5.25 11,754 28,175 +1,661
May12 111223 904.75 906.50 899.00 899.50 -5.25 8,755 30,536 -865
Jun12 111223 901.75 903.50 895.25 896.75 -5.25 14,355 37,618 -1,541
Jul12 111223 901.25 902.25 895.75 896.25 -5.50 2,578 16,974 +17
Aug12 111223 901.00 902.25 895.50 896.00 -5.50 1,464 15,168 +353
Sep12 111223 901.00 902.50 895.50 896.00 -5.50 1,507 14,949 -26
Oct12 111223 900.50 902.00 895.50 895.75 -5.25 1,190 10,595 +475
Total Volume and Open Interest 167,795 477,240 -5,897
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111223 2.176 2.190 2.166 2.185 +0.012 150 505 -79
Feb12 111223 2.160 2.191 2.160 2.187 +0.017 138 1,221 -7
Mar12 111223 2.179 2.212 2.179 2.211 +0.018 156 1,596 -22
Apr12 111223 2.194 2.228 2.194 2.228 +0.018 67 737 -1
May12 111223 2.225 2.234 2.225 2.234 +0.011 151 964 +50
Jun12 111223 2.235 2.240 2.235 2.240 +0.005 142 611 +8
Jul12 111223 2.248 2.260 2.248 2.258 +0.010 177 1,060 +52
Total Volume and Open Interest 1,268 9,857 -15
WTI Crude Oil(ICE)
Feb12 111223 99.38 100.22 99.37 99.68 +0.15 46,377 63,640 -5,613
Mar12 111223 100.01 100.36 99.73 99.83 +0.13 15,981 35,482 +1,940
Apr12 111223 100.32 100.49 99.90 99.98 +0.12 8,325 23,812 +585
May12 111223 100.31 100.39 100.02 100.03 +0.10 6,181 23,045 +839
Jun12 111223 99.94 100.28 99.91 99.92 +0.10 9,495 50,035 -1,907
Jul12 111223 100.00 100.04 99.68 99.68 +0.10 1,370 8,832 -281
Aug12 111223 99.71 99.71 99.38 99.38 +0.10 1,118 8,354 -73
Sep12 111223 99.37 99.39 99.05 99.05 +0.09 1,042 12,151 +221
Oct12 111223 99.10 99.10 98.74 98.74 +0.08 530 5,389 +41
Nov12 111223 98.50 98.50 98.50 98.50 +0.06 288 4,627 +10
Dec12 111223 98.65 98.65 98.21 98.27 +0.05 4,876 55,590 -8,040
Jan13 111223 97.91 97.91 97.91 97.91 +0.05 68 3,046 +13
Feb13 111223 97.51 97.51 97.51 97.51 +0.05 1 740 +0
Mar13 111223 97.09 97.09 97.09 97.09 +0.02 0 1,613 +0
Apr13 111223 96.67 96.67 96.67 96.67 +0.01 0 389 +0
May13 111223 96.25 96.25 96.25 96.25 unch 0 574 +0
Total Volume and Open Interest 97,718 382,753 -12,198
US Dollar Index(ICE)
Mar12 111223 80.210 80.375 80.060 80.235 -0.070 24,144 65,554 -1,002
Jun12 111223 80.735 80.735 80.735 80.735 -0.070 2 507 +1
Sep12 111223 81.335 81.335 81.335 81.335 -0.070      
Total Volume and Open Interest 24,146 66,061 -1,001
Australian Dollar(CME)
Mar12 111223 100.35 100.90 100.34 100.75 +0.35 107,039 105,029 +342
Jun12 111223 99.64 99.94 99.59 99.94 +0.35 17 24 +12
Sep12 111223 99.24 99.24 98.90 99.24 +0.34 0 110 +0
Total Volume and Open Interest 107,056 105,171 +354
British Pound(CME)
Mar12 111223 156.66 156.96 155.70 156.16 -0.52 80,483 180,216 -3,711
Jun12 111223 155.90 156.54 155.90 156.02 -0.52 40 33 -5
Sep12 111223 155.87 156.38 155.87 155.87 -0.51 2 3 -2
Total Volume and Open Interest 80,525 180,254 -3,718
Canadian Dollar(CME)
Mar12 111223 97.78 98.05 97.71 98.02 +0.29 67,167 111,408 -1,305
Jun12 111223 97.70 97.89 97.59 97.88 +0.29 114 2,542 +19
Sep12 111223 97.60 97.77 97.48 97.77 +0.29 0 1,479 +0
Dec12 111223 97.70 97.73 97.42 97.73 +0.31 60 334 +20
Total Volume and Open Interest 67,343 115,778 -1,264
Japanese Yen(CME)
Mar12 111223 128.21 128.45 128.06 128.36 +0.21 56,791 131,063 -666
Jun12 111223 128.44 128.65 128.44 128.65 +0.21 57 287 +18
Sep12 111223 129.00 129.00 128.77 129.00 +0.23 0 7 +0
Total Volume and Open Interest 56,848 131,358 -648
Swiss Franc(CME)
Mar12 111223 107.04 107.34 106.72 107.01 -0.01 35,754 35,303 +2,296
Jun12 111223 107.29 107.29 107.29 107.29 unch 9 8 +0
Sep12 111223 107.62 107.62 107.62 107.62 unch 0 4 +0
Total Volume and Open Interest 35,763 35,316 +2,296
EuroFX(CME)
Mar12 111223 130.67 131.09 130.40 130.71 +0.13 235,154 271,048 +6,059
Jun12 111223 131.01 131.10 130.61 130.86 +0.15 324 1,666 +85
Sep12 111223 131.03 131.03 130.87 131.03 +0.16 0 14 +0
Total Volume and Open Interest 235,479 272,742 +6,145
Mexican Peso(CME)
Jan12 111223 723.0 723.0 722.0 723.0 +1.0 0 95 +0
Feb12 111223 721.2 721.2 720.5 721.2 +0.8 0 4,000 +0
Total Volume and Open Interest 20,215 116,572 +220
Brazilian Real(CME)
Jan12 111223 536.20 540.00 536.20 536.20 -3.80 0 10,742 +0
Feb12 111223 533.50 536.90 533.50 533.50 -3.40      
Mar12 111223 530.75 533.75 530.75 530.75 -3.00 63 3,213 +39
Apr12 111223 528.00 531.00 528.00 528.00 -3.00      
Total Volume and Open Interest 63 27,571 +39
30-Year T-Bonds(CBOT)
Mar12 111223 143~120 143~140 141~280 141~310 -1~160 218,001 594,861 -3,473
Jun12 111223 141~280 142~010 140~170 140~180 -1~150 22 188 +5
Sep12 111223 139~040 140~190 139~040 139~040 -1~150      
Total Volume and Open Interest 218,023 595,049 -3,468
10-Year T-Notes(CBOT)
Mar12 111223 130~155 130~160 129~260 129~275 -0~190 762,998 1,493,365 +30,208
Jun12 111223 129~125 130~000 129~125 129~125 -0~195 16 16 +16
Sep12 111223 128~175 129~050 128~175 128~175 -0~195      
Total Volume and Open Interest 763,014 1,493,381 +30,224
5-Year T-Notes(CBOT)
Dec11 111223 123~032 123~035 122~122 122~122 -0~041 4,024 33,248 -543
Mar12 111223 122~119 122~124 122~067 122~073 -0~046 381,387 1,193,378 -1,159
Jun12 111223 122~009 122~055 122~009 122~009 -0~046      
Total Volume and Open Interest 385,411 1,226,626 -1,702
2 Year T-Notes(CBOT)
Dec11 111223 110~019 110~019 110~015 110~015 -0~004 1,281 14,544 -481
Mar12 111223 110~029 122~081 110~021 110~023 -0~005 120,547 705,743 +3,570
Jun12 111223 109~123 110~000 109~123 109~123 -0~005      
Total Volume and Open Interest 121,828 720,287 +3,089
Eurodollars(CME)
Mar12 111223 99.330 99.335 99.290 99.310 -0.020 152,472 955,161 +1,907
Jun12 111223 99.260 99.265 99.215 99.240 -0.020 178,908 1,015,779 -12,577
Sep12 111223 99.230 99.235 99.180 99.205 -0.020 143,851 771,695 -5,322
Dec12 111223 99.210 99.220 99.160 99.185 -0.020 140,374 727,686 -11,735
Mar13 111223 99.220 99.230 99.165 99.195 -0.015 142,945 753,137 -3,496
Jun13 111223 99.210 99.220 99.150 99.175 -0.020 101,359 570,147 -962
Sep13 111223 99.170 99.185 99.115 99.135 -0.030 86,215 486,338 +997
Dec13 111223 99.105 99.120 99.040 99.060 -0.040 82,139 466,647 -242
Mar14 111223 99.010 99.020 98.935 98.955 -0.050 48,710 381,295 -3,365
Jun14 111223 98.870 98.875 98.785 98.800 -0.060 50,109 312,050 -532
Sep14 111223 98.700 98.710 98.610 98.625 -0.075 52,512 201,794 -6,528
Dec14 111223 98.530 98.535 98.435 98.445 -0.080 44,720 178,332 +6,497
Mar15 111223 98.385 98.385 98.280 98.290 -0.085 20,724 153,899 -814
Jun15 111223 6.480 6.480 6.375 6.380 -0.090 17,719 113,387 +49
Sep15 111223 6.315 6.320 6.210 6.215 -0.095 21,173 74,537 -3,092
Dec15 111223 6.145 6.145 6.035 6.040 -0.100 15,210 57,118 +1,143
Mar16 111223 6.010 6.010 5.900 5.905 -0.100 11,036 54,051 +792
Jun16 111223 5.880 5.880 5.770 5.775 -0.105 9,401 36,804 +154
Total Volume and Open Interest 1,353,767 7,525,012 -35,254
30 Day Federal Funds(CBOT)
Dec11 111223 99.927 99.930 99.927 99.927 unch 3,457 66,613 +425
Jan12 111223 99.925 99.925 99.920 99.920 unch 704 67,751 +380
Feb12 111223 99.915 99.915 99.910 99.910 unch 548 54,726 +136
Mar12 111223 99.905 99.910 99.900 99.905 +0.005 577 34,338 +224
Apr12 111223 99.895 99.900 99.890 99.895 +0.005 255 37,935 -132
May12 111223 99.885 99.885 99.880 99.880 unch 440 44,093 -347
Total Volume and Open Interest 19,755 565,582 -334
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 111223 99.662 99.662 99.662 99.662 unch 0 40 +0
Jun12 111223 99.665 99.665 99.665 99.665 unch      
Sep12 111223 99.660 99.660 99.660 99.660 unch      
Dec12 111223 99.665 99.665 99.665 99.665 unch      
Mar13 111223 99.655 99.655 99.655 99.655 unch      
Jun13 111223 99.625 99.625 99.625 99.625 unch      
Sep13 111223 99.625 99.625 99.625 99.625 unch      
Dec13 111223 99.525 99.525 99.525 99.525 unch      
Mar14 111223 99.385 99.385 99.385 99.385 unch      
Jun14 111223 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 111223 137.58 137.94 137.45 137.55 -0.28 401,964 839,092 -3,135
Jun12 111223 136.17 136.17 135.86 135.86 -0.27 19 174 -1
Sep12 111223 135.85 135.85 135.85 135.85 -0.28      
Total Volume and Open Interest 401,983 839,266 -3,136
Euro-Bobl(EUREX)
Mar12 111223 124.35 124.46 124.19 124.29 -0.11 202,926 640,967 -5,721
Jun12 111223 122.69 122.69 122.69 122.69 -0.11      
Sep12 111223 122.69 122.69 122.69 122.69 -0.11      
Total Volume and Open Interest 202,926 640,967 -5,721
3-Mth Euribor(EUREX)
Dec11 111219 98.585 98.585 98.582 98.582 -0.003 59 1,265 +0
Mar12 111223 98.830 98.840 98.830 98.840 +0.020 0 1,165 +0
Jun12 111223 98.955 98.955 98.955 98.955 +0.010 101 1,375 +50
Total Volume and Open Interest 306 5,494 -54
Long Gilt(LIFFE)
Dec11 111223 133~13 133~15 133~10 133~10 +0~04 22 6,887 -40
Mar12 111223 116~09 116~25 116~05 116~12 +0~03 63,673 297,008 -5,275
Total Volume and Open Interest 63,695 303,895 -5,315
3-Mth Short Sterling(LIFFE)
Mar12 111223 98.87 98.88 98.85 98.87 unch 51,063 303,715 +7,239
Jun12 111223 98.86 98.87 98.83 98.86 unch 36,395 216,923 -1,302
Sep12 111223 98.88 98.89 98.86 98.88 unch 39,082 268,577 +6,647
Dec12 111223 98.88 98.90 98.88 98.89 unch 33,137 236,566 +22,835
Mar13 111223 98.92 98.93 98.90 98.91 unch 17,388 218,321 +367
Jun13 111223 98.91 98.91 98.89 98.90 unch 26,036 189,524 -3,761
Total Volume and Open Interest 254,915 1,826,118 -267,089
3-Mth Euribor(LIFFE)
Mar12 111223 98.830 98.840 98.805 98.840 +0.020 165,383 489,103 -8,873
Jun12 111223 98.955 98.965 98.935 98.955 +0.010 129,968 399,967 +2,908
Sep12 111223 99.005 99.025 98.990 99.010 +0.010 112,732 388,775 +6,285
Total Volume and Open Interest 732,218 2,925,486 +6,813
3-Mth Aus T-Bills(SFE)
Mar12 111223 96.17 96.17 96.11 96.12 -0.06 9,444 225,551 -3,159
Jun12 111223 96.47 96.48 96.38 96.44 -0.05 10,553 174,119 -3,541
Sep12 111223 96.50 96.51 96.42 96.47 -0.05 7,098 114,728 +1,278
Dec12 111223 96.38 96.39 96.32 96.36 -0.05 4,022 69,660 -25
Mar13 111223 96.27 96.29 96.22 96.25 -0.05 3,114 51,598 -150
Jun13 111223 96.17 96.19 96.14 96.15 -0.05 1,127 45,558 +606
Sep13 111223 96.08 96.09 96.06 96.06 -0.05 467 26,334 +60
Dec13 111223 96.00 96.00 95.96 95.96 -0.05 666 16,897 +352
Mar14 111223 95.87 95.87 95.87 95.87 -0.05 50 1,376 +28
Jun14 111223 95.77 95.77 95.76 95.76 -0.05 27 106 +26
Total Volume and Open Interest 36,645 726,079 -4,448
10-Year Aus T-Bonds(SFE)
Mar12 111223 96.20 96.26 96.18 96.22 +0.01 24,745 335,018 +813
Jun12 111223 96.22 96.22 96.22 96.22 +0.01      
Total Volume and Open Interest 24,745 335,018 +813
3-Year Aus T-Bonds(SFE)
Mar12 111223 96.94 96.98 96.91 96.93 -0.02 56,749 365,830 -4,365
Jun12 111223 96.93 96.93 96.93 96.93 -0.02      
Total Volume and Open Interest 56,749 365,830 -4,365
Gold(CMX)
Dec11 111223 1612.0 1612.8 1604.7 1604.7 -4.2 38 199 -84
Feb12 111223 1607.8 1615.6 1604.0 1606.0 -4.6 125,152 243,246 -3,666
Apr12 111223 1612.0 1617.2 1607.4 1608.5 -4.5 5,397 39,738 +299
Jun12 111223 1615.1 1620.2 1609.5 1610.8 -4.4 1,567 28,062 +247
Aug12 111223 1615.4 1615.4 1613.1 1613.1 -4.4 297 13,777 +0
Oct12 111223 1615.4 1615.4 1615.4 1615.4 -4.4 544 10,057 +480
Dec12 111223 1625.8 1625.8 1617.8 1617.8 -4.3 591 24,655 +75
Feb13 111223 1620.7 1620.7 1620.7 1620.7 -4.2 12 2,960 +2
Apr13 111223 1623.5 1623.5 1623.5 1623.5 -4.2 0 1,377 +0
Jun13 111223 1626.8 1626.8 1626.8 1626.8 -4.1 67 9,813 +63
Aug13 111223 1630.2 1630.2 1630.2 1630.2 -4.1 0 45 +0
Oct13 111223 1633.9 1633.9 1633.9 1633.9 -4.1      
Total Volume and Open Interest 134,875 421,032 -2,433
Silver(CMX)
Dec11 111223 2922.0 2928.0 2902.0 2904.6 +4.5 30 50 -4
Mar12 111223 2909.5 2945.0 2903.0 2908.4 +3.7 26,237 55,736 +95
May12 111223 2919.5 2948.0 2909.0 2913.3 +3.7 721 8,855 +46
Jul12 111223 2939.0 2939.0 2917.1 2917.1 +3.8 47 3,331 -10
Sep12 111223 2919.9 2919.9 2919.9 2919.9 +3.8 63 2,496 +25
Dec12 111223 2948.0 2959.5 2924.0 2924.0 +3.8 178 13,671 +87
Mar13 111223 2923.2 2923.2 2923.2 2923.2 +3.8 11 1,155 +0
Total Volume and Open Interest 27,573 101,430 +265
Platinum(NYMEX)
Jan12 111223 1425.0 1439.2 1424.3 1429.5 +5.1 6,837 17,305 -1,579
Apr12 111223 1430.7 1445.6 1428.8 1434.2 +3.0 2,677 25,439 +1,567
Jul12 111223 1440.8 1440.8 1434.6 1438.3 +3.1 4 614 +3
Oct12 111223 1441.8 1441.8 1441.8 1441.8 +3.1 10 98 +10
Total Volume and Open Interest 9,538 43,467 +11
Palladium(NYMEX)
Dec11 111223 664.95 665.55 664.95 665.55 +13.10 0 666 -4
Mar12 111223 1.94 11.59 648.15 10.89 -643.51 2,575 16,912 -192
Jun12 111223 1.44 12.89 1.24 12.39 +11.95 2 376 +2
Total Volume and Open Interest 2,677 18,193 -94
Copper(CMX)
Dec11 111223 342.50 346.35 342.50 346.35 +5.45 216 584 -114
Mar12 111223 341.85 347.90 341.35 346.95 +5.40 29,624 68,249 -78
May12 111223 344.10 348.65 342.75 348.00 +5.40 1,050 23,075 -245
Jul12 111223 345.50 348.60 345.50 348.55 +5.35 206 6,585 +29
Sep12 111223 349.25 349.25 349.00 349.00 +5.35 74 3,459 +39
Total Volume and Open Interest 31,565 115,553 -497
DJIA Index(CBOT)
Mar12 111223 12153 12225 12105 12217 +114 199 10,292 -44
Jun12 111223 12082 12151 12038 12151 +113 0 400 +0
Sep12 111223 12088 12088 11975 12088 +113      
Dec12 111223 12011 12011 11898 12011 +113      
Total Volume and Open Interest 199 10,692 -44
E-mini DJIA Index(CBOT)
Dec11 111216 11896 11988 11895 11949 +50 22,203 78,058 -4,463
Mar12 111223 12110 12230 12101 12217 +114 115,838 90,571 -395
Jun12 111223 12085 12151 12085 12151 +113 15 45 +2
Sep12 111223 12088 12088 12088 12088 +113 0 9 +0
Total Volume and Open Interest 115,853 90,625 -393
S & P 500(CME)
Mar12 111223 1249.00 1260.70 1248.80 1260.30 +11.20 12,429 231,873 +2,994
Jun12 111223 1255.00 1255.00 1254.80 1255.00 +11.20 0 3,366 +0
Sep12 111223 1249.70 1249.70 1249.50 1249.70 +11.20 0 782 +0
Dec12 111223 1244.10 1244.10 1243.90 1244.10 +11.20 0 101 -1
Total Volume and Open Interest 12,429 236,122 +2,993
S & P 500 E-Mini(Globex)
Mar12 111223 1249.50 1260.75 1248.75 1260.25 +11.25 1,986,543 2,567,911 +13,674
Jun12 111223 1246.00 1255.00 1245.00 1255.00 +11.25 778 7,044 +114
Total Volume and Open Interest 1,987,322 2,575,097 +13,789
NASDAQ 100(CME)
Mar12 111223 2269.00 2282.00 2263.00 2278.50 +17.70 2,570 8,106 +1,527
Jun12 111223 2275.00 2277.50 2275.00 2275.00 +17.70      
Sep12 111223 2272.50 2275.00 2272.50 2272.50 +17.70      
Total Volume and Open Interest 2,570 8,106 +1,527
NASDAQ 100 E-Mini(Globex)
Mar12 111223 2262.00 2283.30 2260.30 2278.50 +17.70 248,778 256,505 +715
Jun12 111223 2275.00 2275.00 2275.00 2275.00 +17.70 18 41 +8
Total Volume and Open Interest 248,796 256,548 +723
S & P Midcap 400(CME)
Mar12 111223 880.70 881.50 875.00 880.70 +4.10 0 692 +0
Jun12 111223 878.70 878.70 878.70 878.70 +4.10      
Sep12 111223 876.70 876.70 876.70 876.70 +4.10      
Total Volume and Open Interest 0 692 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 111223 8495 8560 8485 8550 +50 3,208 22,373 +46
Jun12 111223 8495 8495 8445 8495 +50 4 11 +2
Total Volume and Open Interest 3,212 22,384 +48
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 111223 3109.0 3115.0 3087.0 3102.5 +31.0 75,561 249,452 +603
Feb12 111223 3107.0 3111.0 3091.0 3103.5 +31.0 158 342 +95
Mar12 111223 3101.5 3116.5 3099.0 3104.0 +31.5 640 21,125 +211
Total Volume and Open Interest 76,359 270,969 +909
Hang Seng Index(HKFE)
Dec11 111223 18591 18649 18563 18590 +175 59,132 81,476 -2,075
Jan12 111223 18650 18650 18562 18588 +170 8,248 11,972 +4,988
Total Volume and Open Interest 67,493 97,676 +2,936
DAX(EUREX)
Dec11 111216 5783.0 5789.5 5714.5 5727.5 -20.0 219,442 98,018 -35,014
Mar12 111223 5927.5 5937.5 5851.5 5886.0 +26.0 152,533 141,189 -678
Jun12 111223 5927.5 5945.0 5868.0 5901.0 +26.0 425 5,583 -23
Total Volume and Open Interest 152,965 146,778 -695
FT-SE 100(EURONEXT)
Mar12 111223 5444.00 5479.00 5435.00 5475.50 +58.00 101,755 590,971 -6,121
Jun12 111223 5429.50 5429.50 5429.50 5429.50 +58.00 9 3,715 -4
Sep12 111223 5397.50 5397.50 5397.50 5397.50 +57.00      
Total Volume and Open Interest 101,764 594,686 -6,125
SPI 200(SFE)
Mar12 111223 4084.0 4135.0 4081.0 4131.0 +48.0 27,002 190,956 -30
Jun12 111223 4113.0 4135.0 4113.0 4135.0 +49.0 221 1,789 +0
Sep12 111223 4098.0 4098.0 4098.0 4098.0 +49.0 17 1,071 +17
Total Volume and Open Interest 27,249 196,895 -35
GSCI(CME)
Jan12 111223 644.75 644.75 644.25 644.25 +0.50 139 8,293 +33
Feb12 111223 645.25 645.25 645.25 645.25 +0.25 2 0 +0
Mar12 111223 648.50 648.50 648.50 648.50 +0.50      
Total Volume and Open Interest 141 8,293 +33
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.
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