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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 29, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 111229 1196.75 1201.75 1183.50 1187.50 -10.75 72,938 41,657 -24,046
Mar12 111229 1206.00 1211.50 1193.00 1197.00 -11.00 104,931 191,216 +5,452
May12 111229 1214.75 1221.00 1202.75 1207.25 -10.25 15,481 93,596 -183
Jul12 111229 1224.50 1230.25 1212.25 1217.25 -9.75 18,223 78,315 -385
Aug12 111229 1216.00 1223.25 1213.75 1213.75 -9.50 300 1,057 -37
Sep12 111229 1205.50 1213.50 1205.50 1206.50 -7.00 451 1,160 +120
Nov12 111229 1202.50 1209.75 1191.50 1200.50 -4.50 9,632 55,064 -298
Total Volume and Open Interest 222,271 480,007 -19,308
Soybean Meal(CBOT)
Jan12 111229 308.70 311.20 305.40 306.60 -3.50 19,375 14,581 -4,532
Mar12 111229 313.00 315.30 309.30 310.80 -3.30 42,539 82,728 +1,836
May12 111229 315.10 317.70 312.10 313.80 -2.90 5,316 31,029 +352
Jul12 111229 316.90 320.80 315.10 317.10 -2.70 6,174 30,666 -365
Aug12 111229 319.60 320.00 317.00 317.50 -2.70 915 5,636 +390
Sep12 111229 316.10 320.00 315.60 317.10 -2.10 663 5,365 +13
Oct12 111229 315.70 315.70 313.00 314.10 -1.20 656 3,446 +5
Dec12 111229 312.60 316.40 311.20 314.10 -0.90 1,993 17,317 +57
Total Volume and Open Interest 77,645 196,580 -2,249
Soybean Oil(CBOT)
Jan12 111229 51.57 51.66 51.04 51.14 -0.64 27,350 21,931 -9,459
Mar12 111229 51.99 52.07 51.41 51.52 -0.64 57,960 145,507 +2,185
May12 111229 52.36 52.39 51.78 51.87 -0.64 7,789 51,730 -14
Jul12 111229 52.56 52.65 52.04 52.14 -0.63 5,390 35,701 -626
Aug12 111229 52.28 52.60 52.15 52.21 -0.61 216 4,503 -13
Sep12 111229 52.60 52.65 52.15 52.22 -0.61 592 4,886 +26
Oct12 111229 52.32 52.62 52.01 52.01 -0.61 670 5,572 +157
Dec12 111229 52.24 52.43 51.86 51.92 -0.57 3,656 19,902 +56
Total Volume and Open Interest 103,623 290,339 -7,688
Canola(WCE)
Jan12 111229 527.5 528.1 522.6 523.0 -6.7 2,830 4,053 -2,720
Mar12 111229 522.0 525.8 519.0 520.0 -4.7 5,448 82,438 +1,775
May12 111229 523.2 526.7 520.6 521.4 -5.0 849 16,687 -80
Jul12 111229 524.8 527.7 521.2 522.2 -4.5 1,322 14,140 +382
Nov12 111229 503.8 506.1 497.3 500.2 -6.5 617 17,792 +266
Total Volume and Open Interest 11,091 135,778 -377
Corn(CBOT)
Mar12 111229 640.00 645.75 635.25 638.00 -4.50 91,819 517,126 -4,284
May12 111229 647.00 654.00 643.50 646.25 -4.00 20,446 185,379 +1,010
Jul12 111229 653.00 660.00 649.75 652.50 -3.50 19,715 161,152 -1,463
Sep12 111229 605.00 610.00 601.75 606.00 -2.25 3,451 41,584 +248
Dec12 111229 581.50 585.00 577.50 582.00 -1.50 13,628 190,410 -579
Mar13 111229 594.75 597.00 590.00 594.00 -1.50 396 36,256 +5
Total Volume and Open Interest 149,826 1,153,978 -4,998
Wheat(CBOT)
Mar12 111229 649.75 654.50 641.75 645.25 -6.00 33,464 173,855 -1,566
May12 111229 667.00 672.75 660.75 664.75 -3.75 4,081 69,161 -354
Jul12 111229 681.00 686.25 670.50 679.75 -3.00 2,504 72,249 +144
Sep12 111229 696.00 701.25 691.50 695.75 -2.75 315 15,509 -40
Dec12 111229 713.50 719.50 708.75 713.25 -3.00 1,306 43,927 +395
Total Volume and Open Interest 41,734 380,892 -1,386
Wheat(KCBT)
Mar12 111229 698.00 705.00 692.75 698.00 -1.25 5,557 66,514 -362
May12 111229 703.50 713.50 702.25 706.75 -0.75 1,162 17,019 +14
Jul12 111229 713.50 721.50 709.75 714.50 -0.75 1,436 37,985 -164
Sep12 111229 728.50 734.75 724.00 727.75 -1.25 238 6,775 +83
Dec12 111229 747.75 753.75 743.25 746.75 -1.25 386 8,505 +286
Total Volume and Open Interest 8,795 137,302 -136
Wheat(MGE)
Mar12 111229 860.00 867.00 853.25 855.25 -7.75 1,754 16,737 +295
May12 111229 832.50 839.00 826.25 828.75 -6.75 495 7,408 -13
Jul12 111229 822.00 825.75 814.50 814.75 -8.50 154 7,599 -28
Sep12 111229 793.75 796.00 785.00 787.75 -6.25 290 4,493 +20
Dec12 111229 800.00 801.75 791.00 794.50 -5.25 322 3,243 -11
Total Volume and Open Interest 3,023 39,632 +260
Oats(CBOT)
Mar12 111229 316.50 317.75 305.00 306.00 -10.50 287 10,636 -123
May12 111229 320.00 322.25 310.50 310.50 -10.00 50 1,711 +27
Jul12 111229 325.00 327.00 316.25 316.25 -8.75 7 115 -2
Sep12 111229 322.00 330.75 322.00 322.00 -8.75 0 7 +0
Total Volume and Open Interest 344 12,618 -98
Rough Rice(CBOT)
Jan12 111229 13.73 14.26 13.70 14.25 +0.50 1,049 3,187 -651
Mar12 111229 14.02 14.52 13.95 14.52 +0.50 1,174 11,647 +422
May12 111229 14.26 14.79 14.26 14.79 +0.50 11 1,001 +8
Jul12 111229 14.69 15.03 14.55 15.03 +0.50 2 610 +1
Total Volume and Open Interest 2,236 16,632 -220
Live Cattle(CME)
Dec11 111229 122.900 123.250 122.285 122.580 -0.520 1,694 3,144 -997
Feb12 111229 123.150 123.330 122.230 122.350 -0.800 14,004 127,583 -647
Apr12 111229 126.850 127.150 126.050 126.230 -0.620 7,833 92,423 +295
Jun12 111229 125.900 126.300 125.350 125.430 -0.620 6,338 61,742 +102
Aug12 111229 126.450 126.900 126.100 126.450 -0.435 1,438 16,871 +286
Oct12 111229 128.900 129.200 128.380 128.500 -0.700 475 9,205 +80
Total Volume and Open Interest 31,939 316,393 -840
Feeder Cattle(CME)
Jan12 111229 147.300 147.650 146.700 146.880 -0.320 1,514 7,665 -169
Mar12 111229 150.435 150.700 149.575 149.800 -0.550 2,226 12,414 +833
Apr12 111229 151.450 151.600 150.550 151.035 -0.415 302 3,514 +72
May12 111229 151.900 152.035 151.200 151.600 -0.385 226 4,168 +48
Aug12 111229 153.050 153.130 152.250 152.685 -0.365 108 3,845 +21
Sep12 111229 152.880 152.900 152.300 152.800 -0.350 39 685 +10
Oct12 111229 153.000 153.000 152.500 152.600 -0.150 18 234 +3
Total Volume and Open Interest 4,445 32,581 +821
Lean Hogs(CME)
Feb12 111229 85.350 85.480 83.850 83.980 -1.570 8,062 84,785 -1,288
Apr12 111229 88.650 88.930 87.580 87.730 -1.220 4,524 62,436 +469
May12 111229 94.900 94.900 93.785 94.400 -1.000 17 2,570 +0
Jun12 111229 96.400 96.650 95.135 95.285 -1.445 2,685 47,202 +123
Jul12 111229 95.580 95.650 94.450 94.580 -1.205 564 12,436 -173
Aug12 111229 94.750 94.950 93.635 94.150 -1.000 326 13,472 +16
Oct12 111229 83.750 84.100 83.080 83.600 -0.785 101 9,169 +11
Dec12 111229 80.300 80.300 79.135 79.500 -0.650 81 3,761 +32
Total Volume and Open Interest 16,408 236,617 -813
Class III Milk(CME)
Dec11 111229 18.66 18.67 18.65 18.66 unch 85 5,948 +45
Jan12 111229 17.25 17.46 17.20 17.45 +0.31 116 4,676 -2
Feb12 111229 17.35 17.67 17.28 17.61 +0.33 201 4,573 +27
Mar12 111229 17.30 17.54 17.25 17.54 +0.31 33 3,628 +8
Apr12 111229 17.25 17.35 17.21 17.35 +0.12 20 2,652 +9
Total Volume and Open Interest 587 34,695 +172
Cocoa(ICE)
Mar12 111229 2123 2145 2076 2083 -50 3,067 76,480 +151
May12 111229 2140 2162 2099 2105 -49 495 35,619 -112
Jul12 111229 2155 2161 2116 2122 -48 48 17,713 +10
Sep12 111229 2171 2189 2132 2138 -47 17 14,721 -9
Dec12 111229 2188 2195 2150 2155 -47 6 14,726 +0
Mar13 111229 2210 2210 2177 2177 -43 6 5,208 +2
May13 111229 2215 2215 2192 2192 -44 12 2,475 +1
Total Volume and Open Interest 3,662 167,753 +32
Coffee "C"(ICE)
Mar12 111229 225.75 227.20 224.10 224.25 -2.50 3,532 55,857 -215
May12 111229 228.70 229.90 227.00 227.05 -2.45 589 25,100 +212
Jul12 111229 231.00 232.00 229.45 229.45 -2.50 261 8,267 -25
Sep12 111229 232.20 233.50 231.35 231.35 -2.50 134 6,541 +33
Dec12 111229 234.00 235.25 233.05 233.05 -2.65 25 7,008 +2
Mar13 111229 235.00 235.00 235.00 235.00 -2.40 0 844 +0
Total Volume and Open Interest 4,542 104,103 +8
Orange Juice(ICE)
Jan12 111229 170.00 170.00 167.50 168.90 -0.40 530 2,864 -472
Mar12 111229 168.45 168.95 167.05 168.55 +0.40 1,229 19,865 +754
May12 111229 167.50 168.15 166.80 168.05 +0.90 205 1,995 +131
Jul12 111229 167.45 168.35 167.45 168.25 +1.10 23 785 +16
Sep12 111229 167.75 168.65 167.25 168.55 +1.30 0 58 +0
Nov12 111229 168.05 168.05 168.05 168.05 +1.30 0 13 +0
Total Volume and Open Interest 1,987 25,589 +429
Sugar #11(ICE)
Mar12 111229 23.13 23.60 22.85 23.51 +0.38 9,817 217,196 +834
May12 111229 22.68 23.23 22.46 23.15 +0.41 4,208 90,654 +142
Jul12 111229 22.40 22.89 22.16 22.80 +0.37 2,505 98,630 +874
Oct12 111229 22.67 23.13 22.44 23.09 +0.41 1,195 52,927 +323
Mar13 111229 23.20 23.63 22.98 23.61 +0.38 483 33,623 +180
Total Volume and Open Interest 18,381 544,792 +2,320
London Cocoa(LCE)
Mar12 111229 1398 1398 1362 1364 -26 3,529 80,546 +169
May12 111229 1408 1408 1380 1382 -25 819 21,613 -122
Jul12 111229 1416 1422 1398 1400 -23 841 29,847 +199
Sep12 111229 1433 1441 1412 1414 -24 337 21,079 +111
Dec12 111229 1447 1453 1425 1426 -25 241 15,684 +56
Mar13 111229 1450 1456 1435 1435 -25 279 9,681 +135
May13 111229 1461 1461 1439 1439 -21 89 2,394 +40
Total Volume and Open Interest 6,135 181,892 +588
London Sugar(LCE)
Mar12 111229 599.00 605.40 596.20 604.60 +5.50 658 26,599 +113
May12 111229 588.40 594.20 585.70 593.80 +5.70 100 9,037 -25
Aug12 111229 582.10 588.70 581.50 588.50 +3.40 126 10,873 +76
Oct12 111229 585.70 591.70 584.30 591.50 +4.50 38 4,052 +5
Dec12 111229 590.70 596.20 590.30 596.20 +5.10 6 1,625 +3
Total Volume and Open Interest 931 53,555 +175
Cotton(ICE)
Mar12 111229 90.43 92.09 89.53 91.63 +0.95 2,306 94,691 -53
May12 111229 90.65 91.80 89.39 91.36 +0.79 596 25,634 +169
Jul12 111229 90.64 91.38 88.99 90.98 +0.59 197 21,361 +57
Oct12 111229 90.00 90.47 89.95 90.47 -0.41 0 86 +0
Dec12 111229 89.20 89.20 87.02 87.82 -1.11 40 8,258 -1
Mar13 111229 88.98 88.98 88.35 88.35 -1.39 1 446 +0
Total Volume and Open Interest 3,140 151,348 +172
Lumber(CME)
Jan12 111229 254.9 259.6 247.2 249.3 -7.4 208 1,492 -125
Mar12 111229 265.0 272.9 256.0 257.9 -6.2 305 5,748 -94
May12 111229 280.9 287.0 276.2 279.1 -0.9 98 1,785 +16
Jul12 111229 289.5 294.2 285.6 289.9 +1.5 18 393 +12
Total Volume and Open Interest 632 9,559 -188
Crude Oil(NYM)
Feb12 111229 99.59 99.92 98.30 99.65 +0.29 124,238 248,262 +2,241
Mar12 111229 99.76 100.07 98.45 99.82 +0.31 34,297 163,567 +4,021
Apr12 111229 100.00 100.23 98.70 100.01 +0.31 13,264 79,017 +3,851
May12 111229 100.26 100.28 98.88 100.16 +0.34 6,402 79,296 -90
Jun12 111229 100.05 100.27 98.83 100.16 +0.39 11,987 95,764 +1,773
Jul12 111229 100.00 100.07 98.90 100.01 +0.42 1,890 38,320 +47
Aug12 111229 99.43 99.76 99.43 99.76 +0.43 1,449 29,843 -102
Sep12 111229 99.23 99.52 98.28 99.47 +0.44 1,824 31,508 +209
Oct12 111229 99.15 99.21 99.15 99.18 +0.45 873 29,642 +147
Nov12 111229 98.94 98.94 98.94 98.94 +0.45 938 31,727 +242
Dec12 111229 98.48 98.91 97.42 98.72 +0.46 11,693 170,446 +812
Jan13 111229 98.40 98.40 98.40 98.40 +0.47 925 31,409 +74
Feb13 111229 98.08 98.08 98.08 98.08 +0.50 185 13,395 +54
Mar13 111229 97.77 97.77 97.77 97.77 +0.54 309 13,889 +0
Apr13 111229 97.46 97.46 97.46 97.46 +0.59 495 6,394 +171
May13 111229 97.15 97.15 97.15 97.15 +0.63 491 6,309 +76
Total Volume and Open Interest 216,467 1,325,562 +13,987
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 111229 99.550 99.900 98.300 99.650 +0.300 4,001 1,796 +229
Mar12 111229 99.825 100.025 98.450 99.825 +0.325 165 445 +29
Apr12 111229 99.975 100.175 99.200 100.000 +0.300 3 187 +1
May12 111229 99.100 100.150 99.075 100.150 +0.325 0 29 +0
Jun12 111229 100.150 100.150 100.150 100.150 +0.375 3 22 +1
Jul12 111229 100.000 100.000 100.000 100.000 +0.400 0 4 +0
Aug12 111229 99.750 99.750 99.750 99.750 +0.425 0 5 +0
Sep12 111229 99.475 99.475 99.475 99.475 +0.450      
Total Volume and Open Interest 4,172 2,710 +260
Heating Oil(NYM)
Jan12 111229 289.65 293.06 289.05 291.75 +2.41 26,839 22,948 -6,052
Feb12 111229 290.12 293.27 289.49 292.01 +1.89 38,799 78,216 +2,966
Mar12 111229 290.71 292.78 289.20 291.56 +1.35 11,853 51,871 +1,989
Apr12 111229 290.00 291.11 287.77 289.96 +1.13 4,034 23,471 +520
May12 111229 288.49 289.00 285.86 288.00 +1.06 2,076 19,506 +121
Jun12 111229 286.30 287.42 284.13 286.54 +1.17 3,772 34,397 +429
Jul12 111229 286.32 286.94 284.00 286.24 +1.32 416 9,392 -33
Aug12 111229 286.28 286.80 284.16 286.30 +1.40 322 4,351 -3
Sep12 111229 285.98 287.23 285.05 286.80 +1.43 529 7,243 +37
Oct12 111229 287.33 288.50 285.95 287.66 +1.42 162 3,059 +4
Nov12 111229 287.36 289.45 286.38 288.56 +1.41 154 2,220 +6
Dec12 111229 288.71 289.10 287.62 289.09 +1.40 937 16,740 +239
Total Volume and Open Interest 90,024 277,118 +209
Gasoline(NYMEX)
Jan12 111229 264.97 268.15 263.65 268.01 +2.88 16,522 15,097 -5,781
Feb12 111229 264.60 267.38 263.01 266.94 +2.38 30,483 73,871 +835
Mar12 111229 265.20 267.33 263.22 266.97 +2.22 10,154 46,078 +530
Apr12 111229 277.19 278.53 274.62 278.44 +2.12 4,348 32,036 +339
May12 111229 276.20 278.02 274.28 277.89 +2.16 1,598 25,532 +291
Jun12 111229 274.50 275.96 272.29 275.81 +2.23 2,124 28,463 -307
Jul12 111229 271.18 273.26 269.70 273.22 +2.29 1,296 10,670 +235
Aug12 111229 268.90 270.49 267.17 270.49 +2.29 740 10,211 +307
Sep12 111229 267.42 267.42 267.42 267.42 +2.33 504 7,704 +279
Oct12 111229 252.52 254.62 252.52 254.62 +2.26 167 5,445 -16
Total Volume and Open Interest 68,423 275,110 -3,197
e-miNY RBOB Gasoline(NYM)
Jan12 111229 268.00 268.01 268.00 268.00 +2.90 0 1 +0
Feb12 111229 266.90 266.94 266.90 266.90 +2.30 0 1 +0
Mar12 111229 267.00 267.00 266.97 267.00 +2.20      
Apr12 111229 278.40 278.44 278.40 278.40 +2.10      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Feb12 111229 3.139 3.148 3.001 3.027 -0.094 61,884 183,914 +1,355
Mar12 111229 3.174 3.174 3.033 3.055 -0.093 14,047 229,092 +1,636
Apr12 111229 3.223 3.231 3.102 3.120 -0.088 8,745 121,629 +28
May12 111229 3.275 3.275 3.155 3.170 -0.088 3,572 67,198 +389
Jun12 111229 3.309 3.323 3.201 3.219 -0.086 2,287 28,258 +178
Jul12 111229 3.375 3.375 3.262 3.279 -0.087 1,657 24,124 -73
Aug12 111229 3.378 3.393 3.299 3.311 -0.086 1,111 14,833 +74
Sep12 111229 3.402 3.410 3.303 3.317 -0.085 1,054 26,258 +251
Oct12 111229 3.457 3.457 3.340 3.355 -0.084 3,369 73,733 +370
Nov12 111229 3.568 3.570 3.490 3.504 -0.079 1,212 28,406 +205
Dec12 111229 3.877 3.877 3.772 3.784 -0.079 982 24,813 +179
Jan13 111229 3.995 3.995 3.899 3.912 -0.078 2,654 41,775 +550
Feb13 111229 3.991 3.991 3.905 3.909 -0.078 139 7,114 +37
Mar13 111229 3.937 3.946 3.889 3.889 -0.072 726 19,671 +366
Apr13 111229 3.900 3.900 3.821 3.833 -0.063 1,194 26,675 +430
May13 111229 3.884 3.889 3.850 3.854 -0.063 5 3,790 -5
Total Volume and Open Interest 161,223 1,000,237 -5,597
Brent Crude Oil(ICE)
Feb12 111229 107.41 108.10 106.50 108.01 +0.45 50,667 162,889 +220
Mar12 111229 106.95 107.62 106.12 107.52 +0.49 21,880 175,076 +332
Apr12 111229 106.61 107.29 105.82 107.21 +0.51 11,016 46,522 +1,690
May12 111229 106.33 107.00 105.64 106.95 +0.51 5,633 27,437 -278
Jun12 111229 105.92 106.70 105.27 106.64 +0.51 7,489 72,658 +222
Jul12 111229 105.62 106.32 105.09 106.32 +0.51 1,634 22,764 +347
Aug12 111229 105.67 105.99 104.74 105.99 +0.50 755 28,911 +90
Sep12 111229 105.29 105.63 104.32 105.60 +0.51 862 37,442 +33
Oct12 111229 104.96 105.29 104.06 105.27 +0.52 798 17,086 +81
Nov12 111229 104.95 104.95 104.95 104.95 +0.52 425 16,422 -18
Dec12 111229 104.20 104.63 103.22 104.59 +0.53 5,443 97,440 +762
Jan13 111229 104.19 104.19 104.19 104.19 +0.53 114 12,095 +7
Feb13 111229 103.78 103.78 103.78 103.78 +0.54 118 7,179 -2
Mar13 111229 103.36 103.36 103.36 103.36 +0.57 277 3,947 -74
Total Volume and Open Interest 109,205 881,066 +3,961
Gas Oil(ICE)
Jan12 111229 918.50 929.75 918.50 921.50 +3.25 11,018 90,149 -2,544
Feb12 111229 916.25 925.00 914.50 916.50 +2.00 22,702 97,178 +1,154
Mar12 111229 911.25 918.75 909.00 911.00 +1.25 8,113 49,421 +1,075
Apr12 111229 907.75 913.75 904.50 906.25 +1.00 3,798 30,446 +1,006
May12 111229 903.75 909.50 900.75 902.25 +0.75 2,704 30,730 +218
Jun12 111229 901.50 907.00 897.50 899.25 +0.25 1,996 37,437 -114
Jul12 111229 902.25 904.75 897.25 898.75 +0.25 617 17,141 -9
Aug12 111229 904.00 904.25 897.00 898.25 unch 187 15,458 +11
Sep12 111229 900.50 904.25 897.00 898.00 unch 225 15,005 -18
Oct12 111229 899.00 901.75 896.75 897.50 +0.25 228 10,590 -17
Total Volume and Open Interest 52,343 471,854 +852
Ethanol(CBOT)
Dec11 111205 2.503 2.503 2.485 2.500 -0.003 88 204 -29
Jan12 111229 2.230 2.230 2.198 2.202 -0.029 85 305 -44
Feb12 111229 2.236 2.242 2.215 2.219 -0.017 74 1,159 -24
Mar12 111229 2.263 2.263 2.235 2.242 -0.016 67 1,585 -15
Apr12 111229 2.278 2.278 2.259 2.259 -0.016 10 751 +10
May12 111229 2.278 2.289 2.267 2.271 -0.017 5 984 -5
Jun12 111229 2.294 2.294 2.282 2.285 -0.012 14 664 +9
Jul12 111229 2.301 2.301 2.296 2.299 -0.011 3 1,088 -1
Total Volume and Open Interest 380 9,798 -69
WTI Crude Oil(ICE)
Feb12 111229 99.49 99.90 98.26 99.65 +0.29 16,681 63,157 -129
Mar12 111229 99.56 100.06 98.50 99.82 +0.31 3,867 36,836 +838
Apr12 111229 99.89 100.19 98.73 100.01 +0.31 1,603 25,455 +126
May12 111229 99.90 100.16 98.92 100.16 +0.34 1,277 24,297 +450
Jun12 111229 99.97 100.27 98.84 100.16 +0.39 2,575 50,074 -119
Jul12 111229 99.63 100.10 98.79 100.01 +0.42 489 9,291 +171
Aug12 111229 99.32 99.86 98.56 99.76 +0.43 686 8,550 +102
Sep12 111229 99.11 99.48 98.28 99.47 +0.44 953 13,002 +671
Oct12 111229 98.75 99.33 98.00 99.18 +0.45 155 5,495 +10
Nov12 111229 98.94 98.94 98.94 98.94 +0.45 205 4,594 -62
Dec12 111229 98.31 98.93 97.43 98.72 +0.46 2,033 58,487 +960
Jan13 111229 98.40 98.40 98.40 98.40 +0.47 81 3,191 -33
Feb13 111229 98.08 98.08 98.08 98.08 +0.50 0 1,005 +0
Mar13 111229 97.77 97.77 97.77 97.77 +0.54 0 1,613 +0
Apr13 111229 97.46 97.46 97.46 97.46 +0.59 0 389 +0
May13 111229 97.15 97.15 97.15 97.15 +0.63 0 574 +0
Total Volume and Open Interest 31,089 392,513 +3,080
US Dollar Index(ICE)
Mar12 111229 81.085 81.310 80.770 80.910 +0.028 5,655 64,138 +393
Jun12 111229 81.410 81.410 81.410 81.410 +0.028 1 508 +1
Sep12 111229 82.010 82.010 82.010 82.010 +0.028      
Total Volume and Open Interest 5,656 64,646 +394
Australian Dollar(CME)
Mar12 111229 100.05 100.62 99.57 100.41 +0.39 21,265 111,068 +3,287
Jun12 111229 99.58 99.58 99.18 99.58 +0.40 0 24 +0
Sep12 111229 98.85 98.85 98.47 98.85 +0.38 0 110 +0
Total Volume and Open Interest 21,265 111,210 +3,287
British Pound(CME)
Mar12 111229 154.50 154.65 153.50 153.82 -0.58 21,226 183,090 -234
Jun12 111229 154.05 154.25 153.39 153.68 -0.57 0 24 +0
Sep12 111229 153.54 154.10 153.54 153.54 -0.56 0 3 +0
Total Volume and Open Interest 21,226 183,119 -234
Canadian Dollar(CME)
Mar12 111229 97.42 97.85 97.21 97.72 +0.22 15,445 114,256 -29
Jun12 111229 97.20 97.65 97.06 97.56 +0.22 25 2,631 -1
Sep12 111229 97.34 97.45 97.25 97.45 +0.20 0 1,492 +0
Dec12 111229 97.34 97.34 97.17 97.34 +0.17 0 341 +0
Total Volume and Open Interest 15,470 118,735 -30
Japanese Yen(CME)
Mar12 111229 128.51 129.06 128.46 128.98 +0.45 21,784 132,252 +3,055
Jun12 111229 129.04 129.28 128.84 129.28 +0.44 0 296 +0
Sep12 111229 129.49 129.62 129.17 129.62 +0.45 0 8 +0
Total Volume and Open Interest 21,784 132,557 +3,055
Swiss Franc(CME)
Mar12 111229 106.29 106.64 105.76 106.35 +0.06 6,022 35,728 -16
Jun12 111229 106.62 106.62 106.56 106.62 +0.06 0 8 +0
Sep12 111229 106.94 106.94 106.88 106.94 +0.06 0 4 +0
Total Volume and Open Interest 6,022 35,741 -16
EuroFX(CME)
Mar12 111229 129.54 129.79 128.69 129.47 -0.06 37,818 274,303 +1,320
Jun12 111229 129.33 129.95 128.97 129.65 -0.06 6 1,687 +1
Sep12 111229 129.64 130.13 129.58 129.89 -0.04 0 14 +0
Total Volume and Open Interest 37,824 276,022 +1,321
Mexican Peso(CME)
Jan12 111229 713.2 714.5 713.2 713.2 -1.2 0 95 +0
Feb12 111229 711.5 712.8 711.5 711.5 -1.2 0 4,000 +0
Total Volume and Open Interest 22,118 117,370 +162
Brazilian Real(CME)
Jan12 111229 533.10 542.50 531.20 533.10 +0.05 50 10,692 -50
Feb12 111229 531.90 531.90 531.90 531.90 +1.95 50 327 +50
Mar12 111229 527.50 529.00 527.05 529.00 +2.20 181 3,318 -63
Apr12 111229 526.10 526.10 526.10 526.10 +2.05      
Total Volume and Open Interest 281 27,953 -63
30-Year T-Bonds(CBOT)
Mar12 111229 144~060 144~230 143~270 144~160 -0~010 50,783 581,196 -5,962
Jun12 111229 142~210 143~080 142~070 143~020 -0~010 5 170 +0
Sep12 111229 141~200 141~210 141~200 141~200 -0~010      
Total Volume and Open Interest 50,788 581,366 -5,962
10-Year T-Notes(CBOT)
Mar12 111229 130~185 130~295 130~135 130~270 +0~045 173,791 1,474,729 -704
Jun12 111229 130~065 130~150 130~065 130~150 +0~065 1 45 +0
Sep12 111229 129~200 129~200 129~135 129~200 +0~065      
Total Volume and Open Interest 173,792 1,474,774 -704
5-Year T-Notes(CBOT)
Dec11 111229 123~024 123~049 123~024 123~049 +0~013 581 33,180 -76
Mar12 111229 122~115 123~013 122~106 123~011 +0~016 117,062 1,190,509 -5,602
Jun12 111229 122~083 122~083 122~059 122~083 +0~024      
Total Volume and Open Interest 117,643 1,223,689 -5,678
2 Year T-Notes(CBOT)
Dec11 111229 110~023 110~023 110~021 110~022 +0~001 1,927 12,536 -1,796
Mar12 111229 110~029 110~031 110~026 110~030 +0~001 67,245 679,168 -13,304
Jun12 111229 110~002 110~002 110~001 110~002 +0~001      
Total Volume and Open Interest 69,172 691,704 -15,100
Eurodollars(CME)
Mar12 111229 99.320 99.345 99.315 99.335 +0.015 31,085 934,550 -1,499
Jun12 111229 99.240 99.270 99.235 99.260 +0.020 26,325 994,349 -108
Sep12 111229 99.200 99.240 99.195 99.225 +0.025 27,301 767,845 +1,087
Dec12 111229 99.185 99.215 99.165 99.200 +0.025 28,397 715,728 +352
Mar13 111229 99.185 99.220 99.170 99.205 +0.020 31,321 762,618 -1,228
Jun13 111229 99.175 99.210 99.155 99.195 +0.025 33,606 564,437 +2,035
Sep13 111229 99.145 99.180 99.125 99.165 +0.025 31,876 485,305 -5,913
Dec13 111229 99.080 99.120 99.065 99.110 +0.030 33,115 458,358 -4,704
Mar14 111229 98.995 99.035 98.975 99.020 +0.030 19,852 376,924 -232
Jun14 111229 98.840 98.905 98.835 98.885 +0.030 14,872 315,127 -574
Sep14 111229 98.690 98.750 98.680 98.735 +0.035 13,896 201,220 +766
Dec14 111229 98.520 98.585 98.515 98.570 +0.035 14,136 185,350 +372
Mar15 111229 98.385 98.450 98.380 98.435 +0.040 8,128 152,968 +343
Jun15 111229 6.480 0.001 6.480 6.540 +0.040 7,066 113,143 -656
Sep15 111229 6.330 6.410 6.325 6.395 +0.045 5,335 72,357 -676
Dec15 111229 6.170 6.255 6.165 6.235 +0.045 5,544 60,296 -410
Mar16 111229 6.040 6.130 6.035 6.110 +0.045 5,786 54,975 +520
Jun16 111229 5.920 6.010 5.915 5.990 +0.045 3,181 37,666 -126
Total Volume and Open Interest 349,470 7,467,044 -11,536
30 Day Federal Funds(CBOT)
Dec11 111229 99.927 99.927 99.925 99.927 unch 1,495 69,561 +776
Jan12 111229 99.920 99.925 99.915 99.920 unch 152 69,442 +17
Feb12 111229 99.915 99.915 99.910 99.910 unch 79 55,275 +49
Mar12 111229 99.910 99.910 99.905 99.905 unch 139 34,946 -46
Apr12 111229 99.895 99.905 99.895 99.900 unch 98 37,603 -37
May12 111229 99.885 99.890 99.885 99.885 unch 58 43,299 -27
Total Volume and Open Interest 8,492 575,653 +1,633
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 111229 99.662 99.662 99.662 99.662 unch 0 40 +0
Jun12 111229 99.665 99.665 99.665 99.665 unch      
Sep12 111229 99.660 99.660 99.660 99.660 unch      
Dec12 111229 99.665 99.665 99.665 99.665 unch      
Mar13 111229 99.655 99.655 99.655 99.655 unch      
Jun13 111229 99.625 99.625 99.625 99.625 unch      
Sep13 111229 99.625 99.625 99.625 99.625 unch      
Dec13 111229 99.540 99.540 99.540 99.540 unch      
Mar14 111229 99.400 99.400 99.400 99.400 unch      
Jun14 111229 99.260 99.260 99.260 99.260 unch      
Total Volume and Open Interest 0 40 +0
3-Mth Euro-Yen(SGX)
Mar12 111228 99.66 99.66 99.66 99.66 unch 0 2,349 +0
Jun12 111228 99.67 99.67 99.67 99.67 unch 0 1,440 +0
Sep12 111228 99.66 99.66 99.66 99.66 unch 0 711 +0
Dec12 111228 99.67 99.67 99.67 99.67 unch 0 115 +0
Mar13 111228 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 111228 99.62 99.62 99.62 99.62 unch 0 208 +0
Sep13 111228 99.62 99.62 99.62 99.62 unch 0 325 +0
Dec13 111228 99.54 99.54 99.54 99.54 unch 0 3 +0
Total Volume and Open Interest 0 5,282 +0
Japanese Gov't Bonds(SGX)
Mar12 111228 142.26 142.32 142.14 142.18 -0.11 344 19,263 +532
Jun12 111228 140.07 140.07 140.07 140.07 -0.11 0 2 +2
Sep12 111228 137.98 137.98 137.98 137.98 -0.11 0 2 +2
Total Volume and Open Interest 344 19,271 +536
Euro-Bund(EUREX)
Mar12 111229 138.45 138.96 138.13 138.92 +0.71 90,892 831,758 +4,880
Jun12 111229 136.58 137.26 136.53 137.24 +0.69 5 175 +1
Sep12 111229 137.22 137.22 137.22 137.22 +0.71      
Total Volume and Open Interest 90,897 831,933 +4,881
Euro-Bobl(EUREX)
Mar12 111229 124.73 124.98 124.53 124.95 +0.34 76,530 639,318 -568
Jun12 111229 123.35 123.35 123.35 123.35 +0.34      
Sep12 111229 123.35 123.35 123.35 123.35 +0.34      
Total Volume and Open Interest 76,530 639,318 -568
3-Mth Euribor(EUREX)
Dec11 111219 98.585 98.585 98.582 98.582 -0.003 59 1,265 +0
Mar12 111229 98.915 98.915 98.915 98.915 +0.035 0 1,260 +100
Jun12 111229 99.055 99.055 99.055 99.055 +0.030 0 1,425 +0
Total Volume and Open Interest 11 5,859 +105
Long Gilt(LIFFE)
Mar12 111229 116~08 117~06 116~06 117~02 +0~18 12,073 294,710 -922
Jun12 111229 117~00 117~00 117~00 117~00 +0~18      
Total Volume and Open Interest 12,087 296,652 +0
3-Mth Short Sterling(LIFFE)
Mar12 111229 98.85 98.89 98.84 98.88 +0.02 9,714 294,994 -2,500
Jun12 111229 98.86 98.92 98.84 98.90 +0.04 8,471 216,383 -2,141
Sep12 111229 98.88 98.95 98.87 98.93 +0.04 9,778 266,153 -2,048
Dec12 111229 98.89 98.96 98.87 98.94 +0.04 7,964 216,264 -650
Mar13 111229 98.90 98.97 98.89 98.95 +0.03 5,297 221,437 +936
Jun13 111229 98.90 98.95 98.88 98.93 +0.02 5,318 194,046 +2,278
Total Volume and Open Interest 60,201 1,807,395 -3,351
3-Mth Euribor(LIFFE)
Mar12 111229 98.900 98.920 98.880 98.915 +0.035 30,767 488,833 +6,261
Jun12 111229 99.030 99.065 99.030 99.055 +0.030 21,818 400,541 +2,433
Sep12 111229 99.090 99.110 99.085 99.100 +0.015 27,107 399,465 +4,824
Total Volume and Open Interest 169,725 2,952,979 +23,040
3-Mth Aus T-Bills(SFE)
Mar12 111229 96.02 96.10 96.01 96.10 +0.06 11,613 225,741 -220
Jun12 111229 96.33 96.41 96.31 96.39 +0.05 6,317 169,496 -3,958
Sep12 111229 96.37 96.46 96.34 96.43 +0.05 3,088 113,687 -235
Dec12 111229 96.28 96.35 96.25 96.33 +0.05 1,433 68,868 -438
Mar13 111229 96.18 96.22 96.15 96.22 +0.05 1,000 50,144 +146
Jun13 111229 96.05 96.11 96.04 96.11 +0.05 450 45,796 -42
Sep13 111229 95.99 96.02 95.94 96.00 +0.05 36 26,105 -354
Dec13 111229 95.88 95.93 95.88 95.88 +0.03 15 17,009 -65
Mar14 111229 95.79 95.79 95.78 95.78 +0.03 0 1,356 -32
Jun14 111229 95.70 95.70 95.67 95.67 +0.03 0 86 +0
Total Volume and Open Interest 23,952 718,412 -5,198
10-Year Aus T-Bonds(SFE)
Mar12 111229 96.18 96.26 96.14 96.25 +0.07 8,656 330,994 -5,530
Jun12 111229 96.25 96.25 96.25 96.25 +0.07      
Total Volume and Open Interest 8,656 330,994 -5,530
3-Year Aus T-Bonds(SFE)
Mar12 111229 96.84 96.91 96.80 96.90 +0.05 30,084 367,722 -1,163
Jun12 111229 96.90 96.90 96.90 96.90 +0.05      
Total Volume and Open Interest 30,084 367,722 -1,163
Gold(CMX)
Feb12 111229 1557.1 1562.8 1523.9 1540.9 -23.2 46,351 240,040 -4,058
Apr12 111229 1559.0 1565.0 1526.2 1543.3 -23.2 1,770 40,112 +341
Jun12 111229 1562.4 1563.7 1528.6 1545.5 -23.3 702 28,324 -167
Aug12 111229 1561.0 1563.0 1537.0 1547.6 -23.4 157 13,730 -52
Oct12 111229 1560.4 1560.4 1536.2 1549.7 -23.5 78 10,391 -19
Dec12 111229 1569.9 1569.9 1535.0 1551.7 -23.7 266 24,924 +65
Feb13 111229 1563.3 1563.3 1554.2 1554.2 -23.9 30 3,013 +27
Apr13 111229 1556.9 1556.9 1556.9 1556.9 -24.0 0 1,376 +0
Jun13 111229 1560.0 1560.0 1560.0 1560.0 -24.1 38 10,079 +38
Aug13 111229 1563.2 1563.2 1563.2 1563.2 -24.2 0 45 +0
Oct13 111229 1566.6 1566.6 1566.6 1566.6 -24.3      
Dec13 111229 1561.1 1570.2 1558.0 1570.2 -24.4 31 10,141 -1
Total Volume and Open Interest 50,038 418,945 -3,802
Silver(CMX)
Mar12 111229 2708.0 2784.0 2614.5 2731.5 +8.1 11,568 57,891 +1,604
May12 111229 2714.0 2760.0 2627.0 2735.8 +7.6 823 8,956 +83
Jul12 111229 2698.5 2782.5 2650.0 2739.4 +7.3 36 3,510 +2
Sep12 111229 2698.5 2742.4 2667.0 2742.4 +7.4 18 2,491 -17
Dec12 111229 2707.0 2794.5 2656.5 2746.0 +7.2 31 13,869 -2
Mar13 111229 2745.3 2745.3 2745.3 2745.3 +7.2 0 1,156 +0
May13 111229 2743.6 2743.6 2743.6 2743.6 +7.1 0 1,076 +0
Total Volume and Open Interest 12,750 103,993 +1,663
Platinum(NYMEX)
Jan12 111229 1387.2 1387.2 1347.0 1363.4 -24.3 4,031 7,889 -1,010
Apr12 111229 1390.0 1390.0 1347.6 1366.8 -25.6 2,640 34,287 +1,109
Jul12 111229 1376.0 1385.0 1354.7 1371.3 -25.7 30 659 +23
Oct12 111229 1375.3 1375.3 1374.0 1375.3 -25.7 2 102 -1
Total Volume and Open Interest 6,703 42,938 +121
Palladium(NYMEX)
Mar12 111229 637.00 641.30 621.05 623.75 -23.40 984 16,950 +113
Jun12 111229 628.00 628.00 624.00 625.20 -23.50 29 426 +28
Sep12 111229 626.65 626.65 626.65 626.65 -23.50 0 138 +0
Total Volume and Open Interest 1,013 17,523 +138
Copper(CMX)
Mar12 111229 335.50 340.15 332.50 337.00 +0.45 11,850 68,958 +669
May12 111229 335.80 340.65 334.00 338.15 +0.50 674 23,806 +135
Jul12 111229 340.10 340.10 338.85 338.85 +0.55 55 6,617 +10
Sep12 111229 339.10 339.90 339.10 339.40 +0.60 26 3,482 +10
Dec12 111229 340.25 340.25 339.80 339.80 +0.70 71 3,509 -8
Total Volume and Open Interest 13,293 117,153 +784
DJIA Index(CBOT)
Mar12 111229 12099 12225 12092 12217 +136 84 10,077 +17
Jun12 111229 12149 12149 12013 12149 +136 6 408 +6
Sep12 111229 12086 12086 11950 12086 +136      
Dec12 111229 12009 12009 11873 12009 +136      
Total Volume and Open Interest 90 10,485 +23
E-mini DJIA Index(CBOT)
Dec11 111216 11896 11988 11895 11949 +50 22,203 78,058 -4,463
Mar12 111229 12080 12229 12078 12217 +136 35,166 89,472 +1,135
Jun12 111229 12149 12149 12149 12149 +136 8 48 +0
Sep12 111229 12086 12086 12086 12086 +136 0 9 +0
Total Volume and Open Interest 35,174 89,529 +1,135
S & P 500(CME)
Mar12 111229 1245.10 1258.50 1244.20 1257.40 +12.90 6,671 238,190 +2,165
Jun12 111229 1252.00 1252.20 1252.00 1252.00 +12.80 0 3,293 -1
Sep12 111229 1246.70 1246.90 1246.70 1246.70 +12.80 0 965 +0
Dec12 111229 1241.10 1241.30 1241.10 1241.10 +12.80 0 201 +0
Total Volume and Open Interest 6,671 242,649 +2,164
S & P 500 E-Mini(Globex)
Mar12 111229 1244.00 1258.50 1243.75 1257.50 +13.00 508,261 2,599,518 +5,151
Jun12 111229 1240.25 1252.50 1240.25 1252.00 +12.75 199 10,908 +16
Total Volume and Open Interest 508,460 2,610,560 +5,162
NASDAQ 100(CME)
Mar12 111229 2262.80 2280.50 2258.00 2277.30 +17.80 398 6,838 -229
Jun12 111229 2274.30 2274.30 2273.50 2274.30 +17.80      
Sep12 111229 2271.80 2271.80 2271.00 2271.80 +17.80      
Total Volume and Open Interest 398 6,838 -229
NASDAQ 100 E-Mini(Globex)
Mar12 111229 2262.30 2281.30 2258.30 2277.30 +17.80 73,764 255,946 +1,837
Jun12 111229 2257.50 2276.80 2257.50 2274.30 +17.80 8 35 -5
Total Volume and Open Interest 73,772 255,983 +1,832
S & P Midcap 400(CME)
Mar12 111229 881.50 881.50 880.70 880.70 +11.40 73 892 +73
Jun12 111229 878.70 878.70 878.70 878.70 +11.40      
Sep12 111229 876.70 876.70 876.70 876.70 +11.40      
Total Volume and Open Interest 73 892 +73
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 111229 8385 8465 8350 8460 +70 888 23,093 +55
Jun12 111229 8405 8405 8335 8405 +70 0 11 +0
Total Volume and Open Interest 888 23,104 +55
Nikkei 225(SGX)
Mar12 111228 8440 8470 8410 8415 -30 27,610 187,880 +195
Jun12 111228 8340 8340 8340 8340 -30 0 303 -3
Sep12 111228 8335 8335 8335 8335 -30 0 30 +0
Total Volume and Open Interest 27,657 198,630 +199
CAC 40(EURONEXT)
Jan12 111229 3070.5 3149.5 3065.0 3130.0 +60.0 18,143 239,241 -397
Feb12 111229 3071.5 3146.0 3068.0 3130.5 +60.0 82 627 -56
Mar12 111229 3079.0 3140.5 3074.0 3132.5 +61.5 303 20,726 +75
Total Volume and Open Interest 18,528 260,644 -378
Hang Seng Index(HKFE)
Dec11 111229 18273 18373 18244 18365 -75 67,528 51,471 -18,920
Jan12 111229 18230 18387 18222 18311 -118 41,889 61,342 +29,877
Total Volume and Open Interest 110,230 117,295 +11,071
DAX(EUREX)
Dec11 111216 5783.0 5789.5 5714.5 5727.5 -20.0 219,442 98,018 -35,014
Mar12 111229 5795.0 5886.5 5780.5 5834.5 +44.0 32,515 143,037 -433
Jun12 111229 5820.0 5900.0 5800.0 5849.0 +44.0 781 5,605 -18
Total Volume and Open Interest 33,311 148,919 -439
FT-SE 100(EURONEXT)
Mar12 111229 5465.00 5557.00 5454.50 5508.50 +32.00 20,461 594,459 -6
Jun12 111229 5463.00 5463.00 5463.00 5463.00 +32.00 0 3,715 +0
Sep12 111229 5430.50 5430.50 5430.50 5430.50 +32.00      
Total Volume and Open Interest 20,461 598,174 -6
SPI 200(SFE)
Mar12 111229 4064.0 4098.0 4016.0 4035.0 -31.0 16,965 191,303 -4,919
Jun12 111229 4093.0 4097.0 4034.0 4040.0 -30.0 57 1,880 +26
Sep12 111229 3985.0 4001.0 3985.0 4001.0 -32.0 0 1,071 +0
Total Volume and Open Interest 17,022 197,333 -4,893
GSCI(CME)
Jan12 111229 646.75 646.75 641.50 646.00 -0.40 194 8,711 +14
Feb12 111229 647.00 648.00 642.50 647.00 -0.50 2 100 +0
Mar12 111229 650.25 650.25 645.00 649.50 -0.25      
Total Volume and Open Interest 196 8,811 +14
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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