Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Tue December 27, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111227 1172.75 1206.00 1172.75 1199.75 +36.75 76,744 77,345 -13,504
Mar12 111227 1183.00 1215.00 1182.00 1209.50 +37.00 71,235 184,885 -669
May12 111227 1191.50 1225.00 1191.50 1219.25 +37.00 15,841 93,361 +713
Jul12 111227 1200.25 1234.25 1200.25 1228.50 +36.50 15,182 79,094 -1,816
Aug12 111227 1224.25 1224.50 1189.25 1224.50 +35.25 25 1,103 +0
Sep12 111227 1195.00 1217.25 1182.50 1214.00 +31.50 38 1,034 +2
Nov12 111227 1185.25 1212.75 1185.25 1206.00 +27.00 7,985 55,017 +874
Total Volume and Open Interest 187,350 509,655 -14,380
Soybean Meal(CBOT)
Jan12 111227 299.40 309.90 299.40 307.70 +10.70 19,759 20,401 -3,973
Mar12 111227 303.80 314.00 303.50 311.70 +10.90 26,484 80,684 +883
May12 111227 307.40 316.80 303.90 314.40 +10.50 4,926 30,430 -92
Jul12 111227 311.00 319.90 310.80 317.60 +10.00 2,719 31,120 +349
Aug12 111227 313.50 318.90 313.50 318.00 +9.40 133 5,277 +19
Sep12 111227 313.40 319.60 308.60 317.20 +8.60 161 5,370 -41
Oct12 111227 309.50 316.50 306.80 313.30 +6.50 88 3,452 -32
Dec12 111227 310.80 316.70 307.40 313.20 +5.80 800 17,137 -280
Total Volume and Open Interest 55,074 199,689 -3,166
Soybean Oil(CBOT)
Jan12 111227 51.09 52.27 51.09 51.84 +0.88 40,658 34,185 -7,455
Mar12 111227 51.47 52.67 51.47 52.23 +0.86 55,354 142,636 +1,258
May12 111227 51.93 53.01 51.90 52.58 +0.85 5,737 52,318 +954
Jul12 111227 52.20 53.27 52.13 52.84 +0.82 3,673 36,238 +163
Aug12 111227 52.80 52.90 52.60 52.89 +0.82 521 4,517 +83
Sep12 111227 52.91 52.99 52.55 52.90 +0.80 752 4,850 -191
Oct12 111227 52.33 53.11 51.93 52.70 +0.77 163 5,389 -18
Dec12 111227 51.85 53.06 51.85 52.54 +0.74 1,167 19,828 +252
Total Volume and Open Interest 108,054 300,496 -4,952
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 111227 625.00 636.75 624.75 633.25 +13.75 122,666 523,164 -7,977
May12 111227 633.00 645.00 633.00 641.25 +13.25 19,814 184,245 +1,440
Jul12 111227 639.00 650.50 639.00 647.25 +13.25 24,605 161,478 -1,634
Sep12 111227 596.00 604.75 596.00 601.25 +8.25 2,816 41,137 -131
Dec12 111227 573.00 580.00 572.50 577.25 +8.25 17,190 190,389 -1,633
Mar13 111227 584.00 591.00 584.00 589.00 +7.75 654 36,210 +102
Total Volume and Open Interest 188,531 1,158,563 -9,696
Wheat(CBOT)
Mar12 111227 627.50 647.00 627.00 644.75 +22.75 33,821 175,372 +683
May12 111227 644.50 663.75 644.50 662.00 +22.50 4,997 69,594 -398
Jul12 111227 660.25 678.25 660.25 676.00 +20.50 4,193 71,568 +541
Sep12 111227 679.00 694.50 678.75 692.25 +20.25 462 15,524 -29
Dec12 111227 699.00 713.50 691.75 711.00 +19.25 2,623 43,335 +218
Total Volume and Open Interest 46,215 381,457 +1,086
Wheat(KCBT)
Mar12 111227 679.50 700.00 679.25 695.75 +20.75 5,806 67,033 -876
May12 111227 687.00 708.25 687.00 704.50 +21.25 1,018 16,972 +65
Jul12 111227 697.00 716.00 696.75 712.25 +21.00 1,771 38,223 +402
Sep12 111227 710.50 730.25 710.50 726.25 +20.50 236 6,664 -92
Dec12 111227 731.25 749.50 731.25 745.75 +20.25 541 8,153 +206
Total Volume and Open Interest 9,379 137,530 -289
Wheat(MGE)
Mar12 111227 845.25 873.50 845.25 862.50 +18.00 2,230 16,331 -318
May12 111227 830.00 844.25 830.00 834.50 +16.00 490 7,460 -2
Jul12 111227 816.50 833.50 816.50 822.25 +14.25 454 7,620 -37
Sep12 111227 781.00 800.00 780.75 794.75 +18.00 351 4,470 -57
Dec12 111227 784.00 803.75 784.00 801.75 +21.75 301 3,222 +76
Total Volume and Open Interest 3,830 39,253 -337
Oats(CBOT)
Mar12 111227 313.75 318.50 311.25 318.00 +6.75 425 10,795 -79
May12 111227 318.00 321.75 315.25 321.75 +6.50 26 1,636 +12
Jul12 111227 323.00 324.75 319.75 324.75 +5.00 5 116 -1
Sep12 111227 330.50 330.50 325.50 330.50 +5.00 0 7 +0
Total Volume and Open Interest 462 12,703 -70
Rough Rice(CBOT)
Jan12 111227 13.89 13.99 13.80 13.80 -0.10 727 4,379 -489
Mar12 111227 14.12 14.26 14.05 14.06 -0.09 807 10,802 +331
May12 111227 14.48 14.49 14.33 14.33 -0.10 33 983 -6
Jul12 111227 14.67 14.67 14.60 14.60 -0.09 2 608 +0
Total Volume and Open Interest 1,569 16,955 -164
Live Cattle(CME)
Dec11 111227 124.285 124.285 123.100 123.250 -1.050 2,789 5,308 -1,150
Feb12 111227 123.930 124.035 123.050 123.200 -1.130 22,610 126,615 -819
Apr12 111227 127.250 127.480 126.450 126.550 -1.300 12,803 91,452 +1,308
Jun12 111227 126.000 126.050 125.100 125.700 -0.600 8,286 59,916 +904
Aug12 111227 126.000 126.400 125.635 126.350 -0.230 2,444 16,466 +642
Oct12 111227 128.550 128.800 128.200 128.785 -0.415 1,703 8,921 +696
Total Volume and Open Interest 51,260 313,915 +1,835
Feeder Cattle(CME)
Jan12 111227 147.450 147.575 146.380 147.150 -0.480 1,302 7,987 -278
Mar12 111227 150.350 150.450 149.200 150.285 -0.165 2,491 11,434 +671
Apr12 111227 151.200 151.400 150.285 151.035 -0.265 565 3,291 -15
May12 111227 151.950 151.950 150.800 151.550 -0.525 601 4,091 +139
Aug12 111227 152.750 153.200 152.185 153.050 -0.200 325 3,653 +194
Sep12 111227 152.550 153.000 151.985 153.000 -0.250 75 631 +22
Oct12 111227 153.300 153.350 152.350 152.750 -0.600 36 213 +20
Total Volume and Open Interest 5,413 31,339 +766
Lean Hogs(CME)
Feb12 111227 85.850 85.950 85.330 85.750 -0.100 14,068 86,117 +306
Apr12 111227 89.150 89.150 88.285 88.750 -0.230 5,664 60,713 +373
May12 111227 94.850 95.100 94.850 94.900 -0.200 107 2,552 +41
Jun12 111227 96.885 96.885 96.250 96.600 -0.250 3,317 46,097 +41
Jul12 111227 95.700 95.785 95.135 95.450 -0.200 675 12,916 -197
Aug12 111227 94.450 94.650 94.135 94.500 -0.035 906 13,386 +108
Oct12 111227 83.885 84.050 83.400 84.050 +0.120 313 9,033 +73
Dec12 111227 79.725 80.000 79.500 80.000 -0.300 168 3,666 +94
Total Volume and Open Interest 25,280 235,226 +877
Class III Milk(CME)
Dec11 111227 18.65 18.66 18.63 18.66 unch 142 5,857 +94
Jan12 111227 17.01 17.14 16.96 17.05 +0.05 188 4,631 -16
Feb12 111227 17.13 17.25 17.07 17.22 +0.10 136 4,517 +73
Mar12 111227 17.04 17.16 17.04 17.11 +0.07 92 3,603 +39
Apr12 111227 17.10 17.12 17.05 17.12 +0.07 67 2,632 +1
Total Volume and Open Interest 842 34,256 +298
Cocoa(ICE)
Mar12 111227 2200 2245 2186 2216 -2 9,407 76,663 -46
May12 111227 2246 2265 2207 2237 unch 1,218 35,779 +191
Jul12 111227 2261 2262 2234 2254 +3 819 17,706 +286
Sep12 111227 2272 2272 2266 2266 +3 599 14,740 +40
Dec12 111227 2281 2281 2280 2280 +4 173 14,721 +32
Mar13 111227 2294 2294 2294 2294 +5 357 5,205 +228
May13 111227 2308 2308 2308 2308 +4 1 2,473 +0
Total Volume and Open Interest 12,574 168,109 +731
Coffee "C"(ICE)
Mar12 111227 218.35 223.00 218.35 222.85 +3.20 7,504 56,014 -443
May12 111227 221.50 225.65 221.50 225.60 +3.20 943 24,858 +58
Jul12 111227 225.70 228.10 225.45 228.05 +3.10 403 8,317 +44
Sep12 111227 227.35 230.00 227.35 230.00 +3.05 70 6,412 +5
Dec12 111227 229.30 231.95 229.30 231.95 +3.10 13 7,007 +6
Mar13 111227 234.20 234.20 234.20 234.20 +2.85 3 838 +2
Total Volume and Open Interest 8,936 103,929 -328
Orange Juice(ICE)
Jan12 111227 170.90 173.15 170.00 172.45 +2.55 1,343 3,831 -892
Mar12 111227 168.40 170.95 168.10 169.95 +2.65 1,167 18,429 +336
May12 111227 167.50 169.75 167.50 169.35 +2.70 2 1,827 +13
Jul12 111227 168.00 169.60 168.00 169.15 +2.70 0 769 +0
Sep12 111227 168.95 168.95 168.95 168.95 +2.40 0 58 +0
Nov12 111227 168.75 168.75 168.75 168.75 +2.40 0 13 +0
Total Volume and Open Interest 2,512 24,936 -543
Sugar #11(ICE)
Mar12 111227 23.70 23.85 23.59 23.61 +0.02 15,078 214,880 +319
May12 111227 23.16 23.33 23.07 23.14 +0.05 4,991 90,692 +200
Jul12 111227 22.80 22.97 22.69 22.73 +0.03 3,515 96,897 -200
Oct12 111227 23.05 23.20 22.95 22.98 +0.01 1,714 52,420 +428
Mar13 111227 23.50 23.63 23.40 23.48 +0.02 637 32,992 +134
Total Volume and Open Interest 26,319 539,479 +975
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 111227 87.25 88.12 87.24 87.91 +0.67 3,602 94,888 +110
May12 111227 87.56 87.87 87.34 87.80 +0.81 1,500 25,440 +130
Jul12 111227 87.51 87.86 87.32 87.86 +0.79 252 21,222 +75
Oct12 111227 88.60 88.60 88.60 88.60 +0.60 0 86 +0
Dec12 111227 86.80 86.88 86.35 86.86 +0.60 51 8,251 +7
Mar13 111227 87.85 87.85 87.85 87.85 +0.60 7 446 +5
Total Volume and Open Interest 5,412 151,205 +327
Lumber(CME)
Jan12 111227 243.5 247.8 243.5 246.8 +3.7 449 1,693 -220
Mar12 111227 251.1 256.4 251.1 254.1 +4.3 343 5,779 -3
May12 111227 267.0 273.5 267.0 272.6 +8.7 20 1,763 +12
Jul12 111227 279.8 282.8 279.8 281.8 +4.3 6 381 +1
Total Volume and Open Interest 819 9,754 -210
Crude Oil(NYM)
Feb12 111227 99.92 101.77 99.37 101.34 +1.66 151,560 249,602 +1,674
Mar12 111227 99.94 101.88 99.52 101.46 +1.63 34,344 154,943 +2,241
Apr12 111227 100.10 102.01 99.67 101.60 +1.62 20,489 75,169 +1,961
May12 111227 99.86 102.00 99.86 101.62 +1.59 13,820 79,402 +1,089
Jun12 111227 100.07 101.89 99.77 101.48 +1.56 22,323 92,794 +861
Jul12 111227 99.96 101.61 99.74 101.22 +1.54 2,930 38,180 +14
Aug12 111227 99.65 101.18 99.65 100.87 +1.49 1,553 29,772 +51
Sep12 111227 99.90 100.49 99.78 100.48 +1.43 2,172 30,906 +32
Oct12 111227 99.37 100.14 99.37 100.11 +1.37 1,121 29,446 +212
Nov12 111227 99.29 99.85 99.29 99.81 +1.31 1,240 31,076 +237
Dec12 111227 98.43 99.87 98.03 99.52 +1.25 16,419 170,163 -769
Jan13 111227 99.01 99.13 99.01 99.13 +1.22 1,040 31,000 +65
Feb13 111227 98.70 98.70 98.70 98.70 +1.19 491 13,101 +149
Mar13 111227 98.27 98.27 98.27 98.27 +1.18 106 13,884 -5
Apr13 111227 97.83 97.83 97.83 97.83 +1.16 112 6,371 +5
May13 111227 97.40 97.40 97.40 97.40 +1.15 124 6,127 +11
Total Volume and Open Interest 281,092 1,308,488 +7,809
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 111227 99.875 101.775 99.375 101.350 +1.675 5,534 1,597 +98
Mar12 111227 100.075 101.850 99.500 101.450 +1.625 215 385 -39
Apr12 111227 100.600 101.600 100.600 101.600 +1.625 12 185 +0
May12 111227 101.625 101.625 101.450 101.625 +1.600 4 30 +0
Jun12 111227 101.500 101.675 101.300 101.475 +1.550 1 21 +1
Jul12 111227 101.225 101.225 101.025 101.225 +1.550 0 4 +0
Aug12 111227 100.875 100.875 100.875 100.875 +1.500 0 5 +0
Sep12 111227 100.475 100.475 100.475 100.475 +1.425      
Total Volume and Open Interest 5,770 2,449 +60
Heating Oil(NYM)
Jan12 111227 290.25 293.54 289.08 290.85 +1.78 27,725 31,901 -4,373
Feb12 111227 291.08 294.34 289.76 291.59 +1.64 39,940 73,256 +4,112
Mar12 111227 291.09 294.40 289.94 291.92 +1.94 18,047 49,972 +2,758
Apr12 111227 289.44 292.93 288.97 290.65 +2.21 8,162 22,293 -232
May12 111227 288.86 290.76 288.51 288.80 +2.38 5,146 19,250 +514
Jun12 111227 285.36 289.56 284.98 287.23 +2.52 8,942 33,593 -451
Jul12 111227 286.72 288.88 286.03 286.76 +2.48 2,342 9,449 +22
Aug12 111227 286.07 289.01 286.07 286.76 +2.37 1,218 4,391 -115
Sep12 111227 286.50 289.59 286.50 287.26 +2.25 1,001 7,211 +103
Oct12 111227 288.09 290.51 288.04 288.08 +2.26 436 2,961 -90
Nov12 111227 290.48 290.97 288.93 288.93 +2.26 238 2,208 +67
Dec12 111227 288.30 291.34 288.30 289.43 +2.27 3,021 16,308 +23
Total Volume and Open Interest 117,117 276,511 +2,822
Gasoline(NYMEX)
Jan12 111227 269.00 271.51 267.25 268.88 +0.16 25,390 25,767 -5,763
Feb12 111227 268.73 270.75 266.27 268.10 +0.29 38,554 68,020 +219
Mar12 111227 267.95 270.65 267.07 268.54 +0.59 18,202 44,841 -1,506
Apr12 111227 279.05 281.82 278.56 280.10 +0.86 11,364 33,506 -1,039
May12 111227 278.13 280.74 277.72 279.41 +0.87 7,103 25,058 +217
Jun12 111227 275.96 278.15 275.15 277.14 +0.90 5,062 29,387 +116
Jul12 111227 273.65 274.95 272.52 274.40 +0.83 1,476 10,695 +176
Aug12 111227 271.90 272.14 271.61 271.61 +0.80 1,006 9,899 +157
Sep12 111227 268.50 268.90 268.37 268.37 +0.77 305 7,413 +55
Oct12 111227 255.54 255.54 255.54 255.54 +1.04 275 5,448 +121
Total Volume and Open Interest 109,302 279,988 -7,351
e-miNY RBOB Gasoline(NYM)
Jan12 111227 268.90 270.20 268.88 268.90 +0.20 0 1 +0
Feb12 111227 268.10 269.34 268.10 268.10 +0.30 0 1 +0
Mar12 111227 268.50 269.25 268.50 268.50 +0.50      
Apr12 111227 280.10 280.49 280.10 280.10 +0.90      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan12 111227 3.106 3.181 3.078 3.112 -0.002 112,262 32,780 -19,438
Feb12 111227 3.134 3.219 3.111 3.150 +0.003 78,626 178,719 +11,139
Mar12 111227 3.175 3.245 3.147 3.180 -0.004 34,840 225,207 +5,372
Apr12 111227 3.223 3.306 3.219 3.244 -0.005 31,703 121,057 +250
May12 111227 3.298 3.352 3.275 3.296 -0.006 10,357 66,721 +2,036
Jun12 111227 3.321 3.398 3.321 3.345 -0.006 4,977 27,788 +445
Jul12 111227 3.425 3.460 3.385 3.404 -0.006 3,258 24,248 +139
Aug12 111227 3.452 3.491 3.419 3.434 -0.005 2,117 15,001 -88
Sep12 111227 3.468 3.495 3.421 3.438 -0.004 1,779 25,879 +372
Oct12 111227 3.452 3.529 3.452 3.474 -0.003 11,554 73,488 +416
Nov12 111227 3.627 3.669 3.600 3.618 +0.002 4,091 27,953 -85
Dec12 111227 3.860 3.944 3.860 3.898 +0.004 3,630 24,624 +685
Jan13 111227 4.019 4.071 4.008 4.023 +0.002 4,858 40,226 +697
Feb13 111227 4.046 4.063 4.019 4.019 +0.002 287 7,035 -40
Mar13 111227 4.031 4.037 3.988 3.991 +0.004 920 19,524 +225
Apr13 111227 3.943 3.965 3.915 3.927 +0.004 492 26,186 -24
Total Volume and Open Interest 307,348 1,005,997 +2,637
Brent Crude Oil(ICE)
Feb12 111227 108.16 109.50 107.85 109.27 +1.31 111,154 162,864 -1,402
Mar12 111227 107.40 108.80 107.15 108.57 +1.30 62,969 171,622 +4,465
Apr12 111227 107.13 108.39 106.73 108.19 +1.32 22,946 44,157 +14
May12 111227 106.75 108.05 106.47 107.89 +1.32 10,386 27,848 +306
Jun12 111227 106.40 107.73 106.19 107.55 +1.29 19,068 72,333 -1,548
Jul12 111227 106.21 107.34 105.91 107.17 +1.25 3,118 22,396 +241
Aug12 111227 105.68 106.92 105.52 106.78 +1.22 2,349 28,831 -109
Sep12 111227 105.26 106.37 105.17 106.32 +1.20 2,501 37,328 -82
Oct12 111227 104.90 105.91 104.90 105.91 +1.17 1,238 17,005 +29
Nov12 111227 105.53 105.53 105.53 105.53 +1.15 1,154 16,676 -237
Dec12 111227 104.06 105.26 103.94 105.11 +1.13 12,328 96,761 +547
Jan13 111227 104.67 104.67 104.67 104.67 +1.10 712 11,992 +83
Feb13 111227 104.20 104.20 104.20 104.20 +1.07 138 7,093 +0
Mar13 111227 103.71 103.71 103.71 103.71 +1.03 105 3,993 +10
Total Volume and Open Interest 259,782 873,903 +1,879
Gas Oil(ICE)
Jan12 111227 919.50 930.00 915.00 924.50 +10.00 32,404 94,404 -3,949
Feb12 111227 914.50 927.00 911.50 921.25 +10.00 35,113 97,395 +572
Mar12 111227 910.75 923.25 907.75 917.50 +10.50 19,159 48,314 -1,607
Apr12 111227 907.25 917.75 904.75 913.75 +10.75 11,258 28,446 +271
May12 111227 904.25 914.00 902.00 911.00 +11.50 6,172 30,694 +158
Jun12 111227 902.25 912.50 899.50 908.75 +12.00 6,958 37,411 -207
Jul12 111227 901.75 911.00 900.00 908.50 +12.25 1,015 17,066 +92
Aug12 111227 901.50 910.75 901.00 908.25 +12.25 802 15,392 +224
Sep12 111227 901.50 910.50 901.00 908.25 +12.25 1,399 14,826 -123
Oct12 111227 902.25 909.75 902.25 907.75 +12.00 991 10,606 +11
Total Volume and Open Interest 122,838 473,296 -3,944
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111227 2.206 2.225 2.206 2.223 +0.038 105 443 -62
Feb12 111227 2.206 2.230 2.206 2.221 +0.034 177 1,163 -58
Mar12 111227 2.240 2.245 2.236 2.240 +0.029 86 1,603 +7
Apr12 111227 2.250 2.257 2.250 2.257 +0.029 49 739 +2
May12 111227 2.260 2.263 2.260 2.263 +0.029 76 986 +22
Jun12 111227 2.270 2.270 2.269 2.269 +0.029 44 632 +21
Jul12 111227 2.286 2.289 2.286 2.288 +0.030 55 1,072 +12
Total Volume and Open Interest 749 9,838 -19
WTI Crude Oil(ICE)
Feb12 111227 99.75 101.76 99.38 101.34 +1.66 29,429 64,387 +747
Mar12 111227 99.66 101.85 99.66 101.46 +1.63 9,616 35,801 +319
Apr12 111227 99.94 101.95 99.94 101.60 +1.62 5,688 24,701 +889
May12 111227 100.56 101.98 100.55 101.62 +1.59 2,727 23,201 +156
Jun12 111227 100.45 101.81 100.44 101.48 +1.56 6,858 49,631 -404
Jul12 111227 100.21 101.47 100.21 101.22 +1.54 1,361 9,175 +343
Aug12 111227 99.90 101.17 99.89 100.87 +1.49 483 8,380 +26
Sep12 111227 99.56 100.55 99.56 100.48 +1.43 849 12,162 +11
Oct12 111227 100.13 100.39 99.23 100.11 +1.37 356 5,422 +33
Nov12 111227 99.81 99.81 99.81 99.81 +1.31 260 4,673 +46
Dec12 111227 98.46 99.85 98.46 99.52 +1.25 3,915 56,679 +1,089
Jan13 111227 99.13 99.13 99.13 99.13 +1.22 91 3,077 +31
Feb13 111227 98.70 98.70 98.70 98.70 +1.19 15 755 +15
Mar13 111227 98.27 98.27 98.27 98.27 +1.18 0 1,613 +0
Apr13 111227 97.83 97.83 97.83 97.83 +1.16 0 389 +0
May13 111227 97.40 97.40 97.40 97.40 +1.15 0 574 +0
Total Volume and Open Interest 63,932 386,612 +3,859
US Dollar Index(ICE)
Mar12 111227 80.150 80.235 80.040 80.135 -0.100 13,239 65,978 +424
Jun12 111227 80.490 80.635 80.490 80.635 -0.100 0 507 +0
Sep12 111227 81.235 81.235 81.235 81.235 -0.100      
Total Volume and Open Interest 13,239 66,485 +424
Australian Dollar(CME)
Mar12 111227 100.69 100.85 100.53 100.83 +0.08 61,262 106,388 +1,359
Jun12 111227 100.01 100.01 99.94 100.01 +0.07 14 23 -1
Sep12 111227 99.32 99.32 99.24 99.32 +0.08 0 110 +0
Total Volume and Open Interest 61,276 106,529 +1,358
British Pound(CME)
Mar12 111227 156.41 156.68 156.20 156.57 +0.41 49,103 180,689 +473
Jun12 111227 156.43 156.43 156.02 156.43 +0.41 1 34 +1
Sep12 111227 156.28 156.28 155.87 156.28 +0.41 0 3 +0
Total Volume and Open Interest 49,104 180,728 +474
Canadian Dollar(CME)
Mar12 111227 97.80 98.07 97.58 98.05 +0.03 45,094 113,474 +2,066
Jun12 111227 97.60 97.90 97.60 97.89 +0.01 182 2,623 +81
Sep12 111227 97.80 97.80 97.77 97.80 +0.03 11 1,490 +11
Dec12 111227 97.74 97.74 97.73 97.74 +0.01 7 341 +7
Total Volume and Open Interest 45,294 117,943 +2,165
Japanese Yen(CME)
Mar12 111227 128.59 128.99 128.36 128.67 +0.31 38,762 129,353 -1,710
Jun12 111227 128.97 128.97 128.65 128.97 +0.32 7 290 +3
Sep12 111227 129.31 129.31 129.00 129.31 +0.31 1 8 +1
Total Volume and Open Interest 38,770 129,652 -1,706
Swiss Franc(CME)
Mar12 111227 107.21 107.42 107.01 107.29 +0.28 13,067 35,213 -90
Jun12 111227 107.56 107.56 107.29 107.56 +0.27 0 8 +0
Sep12 111227 107.87 107.87 107.62 107.87 +0.25 0 4 +0
Total Volume and Open Interest 13,067 35,226 -90
EuroFX(CME)
Mar12 111227 130.89 130.97 130.72 130.83 +0.12 147,047 272,531 +1,483
Jun12 111227 131.01 131.04 130.86 130.99 +0.13 52 1,681 +15
Sep12 111227 131.19 131.19 131.03 131.19 +0.16 0 14 +0
Total Volume and Open Interest 147,103 274,244 +1,502
Mexican Peso(CME)
Jan12 111227 712.5 723.0 712.5 712.5 -10.5 0 95 +0
Feb12 111227 711.0 721.2 711.0 711.0 -10.2 0 4,000 +0
Total Volume and Open Interest 11,197 117,377 +805
Brazilian Real(CME)
Jan12 111227 537.05 538.40 537.05 537.05 +0.85 1 10,742 +0
Feb12 111227 533.90 533.90 533.90 533.90 +0.40      
Mar12 111227 530.75 530.75 530.75 530.75 unch 229 3,414 +201
Apr12 111227 528.00 528.00 528.00 528.00 unch      
Total Volume and Open Interest 230 27,772 +201
30-Year T-Bonds(CBOT)
Mar12 111227 142~030 142~180 142~010 142~140 +0~150 151,579 591,011 -3,850
Jun12 111227 140~190 141~010 140~180 141~010 +0~150 7 193 +5
Sep12 111227 139~190 139~190 139~040 139~190 +0~150      
Total Volume and Open Interest 151,586 591,204 -3,845
10-Year T-Notes(CBOT)
Mar12 111227 129~300 130~030 129~250 129~305 +0~030 443,305 1,485,892 -7,473
Jun12 111227 129~185 129~185 129~125 129~155 +0~030 3 19 +3
Sep12 111227 128~205 128~205 128~175 128~205 +0~030      
Total Volume and Open Interest 443,308 1,485,911 -7,470
5-Year T-Notes(CBOT)
Dec11 111227 122~124 123~003 122~122 123~003 +0~009 3,815 33,255 +7
Mar12 111227 122~076 122~094 122~067 122~084 +0~011 245,952 1,203,858 +10,480
Jun12 111227 122~020 122~020 122~009 122~020 +0~011      
Total Volume and Open Interest 249,767 1,237,113 +10,487
2 Year T-Notes(CBOT)
Dec11 111227 110~015 110~015 110~015 110~015 unch 384 14,351 -193
Mar12 111227 110~023 110~024 110~020 110~023 unch 109,823 703,389 -2,354
Jun12 111227 109~123 109~123 109~123 109~123 unch      
Total Volume and Open Interest 110,207 717,740 -2,547
Eurodollars(CME)
Mar12 111227 99.295 99.325 99.295 99.320 +0.010 97,344 947,222 -7,939
Jun12 111227 99.215 99.250 99.215 99.245 +0.005 97,697 998,172 -17,607
Sep12 111227 99.190 99.210 99.180 99.205 unch 93,564 763,635 -8,060
Dec12 111227 99.175 99.190 99.160 99.180 -0.005 93,306 716,494 -11,192
Mar13 111227 99.175 99.200 99.170 99.185 -0.010 104,793 761,495 +8,358
Jun13 111227 99.150 99.185 99.150 99.165 -0.010 71,153 564,059 -6,088
Sep13 111227 99.110 99.150 99.110 99.125 -0.010 68,754 490,964 +4,626
Dec13 111227 99.045 99.075 99.045 99.055 -0.005 72,389 466,783 +136
Mar14 111227 98.940 98.975 98.935 98.950 -0.005 44,960 378,313 -2,982
Jun14 111227 98.785 98.820 98.785 98.800 unch 44,981 315,701 +3,651
Sep14 111227 98.615 98.650 98.610 98.635 +0.010 34,063 199,366 -2,428
Dec14 111227 98.435 98.475 98.430 98.460 +0.015 32,557 181,366 +3,034
Mar15 111227 98.275 98.320 98.275 98.310 +0.020 14,127 153,151 -748
Jun15 111227 6.365 6.420 6.365 6.405 +0.025 10,820 114,711 +1,324
Sep15 111227 6.205 6.255 6.205 6.245 +0.030 8,071 73,526 -1,011
Dec15 111227 6.035 6.090 6.030 6.075 +0.035 9,444 58,407 +1,289
Mar16 111227 5.895 5.955 5.895 5.945 +0.040 5,462 53,492 -559
Jun16 111227 5.775 5.830 5.770 5.820 +0.045 4,903 36,752 -52
Total Volume and Open Interest 924,033 7,487,669 -37,343
30 Day Federal Funds(CBOT)
Dec11 111227 99.927 99.927 99.925 99.927 unch 2,751 67,625 +1,012
Jan12 111227 99.925 99.925 99.920 99.920 unch 3,026 68,794 +1,043
Feb12 111227 99.915 99.915 99.910 99.910 unch 215 54,732 +6
Mar12 111227 99.910 99.910 99.900 99.905 unch 414 34,477 +139
Apr12 111227 99.895 99.900 99.895 99.895 unch 437 37,715 -220
May12 111227 99.885 99.885 99.880 99.880 unch 328 43,852 -241
Total Volume and Open Interest 23,928 569,227 +3,645
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 111227 99.662 99.662 99.662 99.662 unch 0 40 +0
Jun12 111227 99.665 99.665 99.665 99.665 unch      
Sep12 111227 99.660 99.660 99.660 99.660 unch      
Dec12 111227 99.665 99.665 99.665 99.665 unch      
Mar13 111227 99.655 99.655 99.655 99.655 unch      
Jun13 111227 99.625 99.625 99.625 99.625 unch      
Sep13 111227 99.625 99.625 99.625 99.625 unch      
Dec13 111227 99.540 99.540 99.540 99.540 +0.015      
Mar14 111227 99.400 99.400 99.400 99.400 +0.015      
Jun14 111227 99.260 99.260 99.260 99.260 +0.015      
Total Volume and Open Interest 0 40 +0
3-Mth Euro-Yen(SGX)
Mar12 111223 99.66 99.66 99.66 99.66 unch 0 2,349 +0
Jun12 111223 99.67 99.67 99.67 99.67 unch 0 1,440 +0
Sep12 111223 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111223 99.67 99.67 99.67 99.67 unch 0 115 +0
Mar13 111223 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 111223 99.62 99.62 99.62 99.62 unch 0 208 +0
Sep13 111223 99.62 99.62 99.62 99.62 unch 0 325 +0
Dec13 111223 99.53 99.53 99.53 99.53 unch 0 3 +0
Total Volume and Open Interest 0 5,282 +0
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 111227 98.830 98.895 98.830 98.885 +0.045 86,465 479,216 -9,887
Jun12 111227 98.970 99.065 98.950 99.025 +0.070 63,766 399,460 -507
Sep12 111227 99.020 99.120 99.010 99.090 +0.080 58,985 395,523 +6,748
Total Volume and Open Interest 417,587 2,920,234 -5,252
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 111227 1599.0 1599.0 1592.6 1594.2 -10.5 599 737 +538
Feb12 111227 1609.2 1609.2 1591.1 1595.5 -10.5 96,547 245,010 +1,764
Apr12 111227 1608.9 1608.9 1593.9 1598.0 -10.5 2,268 40,031 +293
Jun12 111227 1604.6 1606.0 1598.6 1600.3 -10.5 822 28,075 +13
Aug12 111227 1613.6 1613.6 1598.9 1602.6 -10.5 59 13,796 +19
Oct12 111227 1607.3 1607.3 1604.9 1604.9 -10.5 456 10,208 +151
Dec12 111227 1607.3 1611.4 1604.0 1607.3 -10.5 685 25,014 +359
Feb13 111227 1607.4 1610.1 1607.4 1610.1 -10.6 13 2,972 +12
Apr13 111227 1613.0 1613.0 1613.0 1613.0 -10.5 2 1,376 -1
Jun13 111227 1616.3 1616.3 1616.3 1616.3 -10.5 274 10,066 +253
Aug13 111227 1619.7 1619.7 1619.7 1619.7 -10.5 0 45 +0
Oct13 111227 1623.3 1623.3 1623.3 1623.3 -10.6      
Total Volume and Open Interest 103,639 424,964 +3,932
Silver(CMX)
Dec11 111227 2897.0 2897.0 2869.7 2869.7 -34.9 12 27 -23
Mar12 111227 2910.0 2922.0 2861.5 2874.0 -34.4 20,236 56,128 +392
May12 111227 2918.0 2919.0 2870.0 2878.9 -34.4 1,181 8,917 +62
Jul12 111227 2887.0 2899.0 2871.0 2882.8 -34.3 314 3,498 +167
Sep12 111227 2894.0 2909.0 2878.0 2885.7 -34.2 245 2,506 +10
Dec12 111227 2900.0 2900.0 2887.0 2889.5 -34.5 295 13,853 +182
Mar13 111227 2888.7 2888.7 2888.7 2888.7 -34.5 7 1,156 +1
Total Volume and Open Interest 22,513 102,225 +795
Platinum(NYMEX)
Jan12 111227 1431.1 1439.7 1421.5 1433.9 +4.4 8,019 13,009 -4,296
Apr12 111227 1435.5 1444.3 1425.3 1437.9 +3.7 5,396 29,682 +4,243
Jul12 111227 1440.5 1445.7 1437.8 1441.9 +3.6 20 621 +7
Oct12 111227 1443.2 1445.9 1443.2 1445.4 +3.6 5 103 +5
Total Volume and Open Interest 13,440 43,416 -51
Palladium(NYMEX)
Dec11 111227 665.90 665.90 665.90 665.90 +0.35 1 661 -5
Mar12 111227 4.14 13.64 651.65 11.24 +0.35 2,069 16,962 +50
Jun12 111227 6.64 14.74 6.64 12.74 +0.35 24 387 +11
Total Volume and Open Interest 2,095 18,249 +56
Copper(CMX)
Dec11 111227 343.00 343.00 339.85 340.40 -5.95 326 483 -101
Mar12 111227 345.50 345.60 336.50 340.90 -6.05 22,443 68,344 +95
May12 111227 345.50 345.50 341.15 341.95 -6.05 1,098 23,612 +537
Jul12 111227 343.95 344.10 342.50 342.50 -6.05 169 6,587 +2
Sep12 111227 343.00 343.00 343.00 343.00 -6.00 67 3,469 +10
Total Volume and Open Interest 25,411 116,516 +963
DJIA Index(CBOT)
Mar12 111227 12224 12252 12193 12219 +2 428 10,069 -223
Jun12 111227 12151 12153 12135 12153 +2 0 400 +0
Sep12 111227 12090 12090 12088 12090 +2      
Dec12 111227 12013 12013 12011 12013 +2      
Total Volume and Open Interest 428 10,469 -223
E-mini DJIA Index(CBOT)
Dec11 111216 11896 11988 11895 11949 +50 22,203 78,058 -4,463
Mar12 111227 12235 12260 12187 12219 +2 69,749 89,323 -1,248
Jun12 111227 12198 12198 12153 12153 +2 5 47 +2
Sep12 111227 12090 12090 12090 12090 +2 0 9 +0
Total Volume and Open Interest 69,754 89,379 -1,246
S & P 500(CME)
Mar12 111227 1260.30 1264.00 1256.40 1260.20 -0.10 8,776 231,520 -353
Jun12 111227 1254.90 1258.00 1252.00 1254.90 -0.10 51 3,294 -72
Sep12 111227 1249.60 1252.70 1246.70 1249.60 -0.10 50 881 +99
Dec12 111227 1244.00 1247.10 1241.10 1244.00 -0.10 50 151 +50
Total Volume and Open Interest 8,927 235,846 -276
S & P 500 E-Mini(Globex)
Mar12 111227 1260.50 1264.00 1256.00 1260.25 unch 1,333,614 2,587,797 +19,886
Jun12 111227 1256.00 1258.50 1251.00 1255.00 unch 3,339 9,483 +2,439
Total Volume and Open Interest 1,336,956 2,597,419 +22,322
NASDAQ 100(CME)
Mar12 111227 2286.50 2298.80 2275.50 2284.50 +6.00 1,163 7,530 -576
Jun12 111227 2281.00 2293.00 2281.00 2281.00 +6.00      
Sep12 111227 2278.50 2280.50 2278.50 2278.50 +6.00      
Total Volume and Open Interest 1,163 7,530 -576
NASDAQ 100 E-Mini(Globex)
Mar12 111227 2280.00 2296.50 2275.00 2284.50 +6.00 128,977 250,109 -6,396
Jun12 111227 2282.80 2286.30 2281.00 2281.00 +6.00 10 40 -1
Total Volume and Open Interest 128,987 250,151 -6,397
S & P Midcap 400(CME)
Mar12 111227 883.40 883.40 880.70 883.40 +2.70 51 819 +127
Jun12 111227 881.40 881.40 878.70 881.40 +2.70      
Sep12 111227 879.40 879.40 876.70 879.40 +2.70      
Total Volume and Open Interest 51 819 +127
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 111227 8480 8550 8445 8460 -90 3,162 23,021 +648
Jun12 111227 8405 8495 8405 8405 -90 0 11 +0
Total Volume and Open Interest 3,162 23,032 +648
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 111227 3116.0 3133.0 3099.0 3104.5 +2.0 45,771 243,911 -5,541
Feb12 111227 3115.0 3132.0 3101.0 3105.5 +2.0 32 358 +16
Mar12 111227 3117.5 3133.5 3103.0 3106.5 +2.5 52 20,761 -364
Total Volume and Open Interest 45,855 265,080 -5,889
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 111227 646.00 654.50 644.50 652.00 +7.75 744 8,687 +394
Feb12 111227 647.00 655.50 645.50 653.00 +7.75 106 100 +100
Mar12 111227 655.00 656.50 647.50 655.00 +6.50      
Total Volume and Open Interest 850 8,787 +494
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php