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 January 03, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 120103 1223.75 1235.00 1214.25 1218.25 +19.75 46,741 15,596 -10,887
Mar12 120103 1233.00 1244.75 1223.25 1227.50 +19.75 93,262 202,290 +2,842
May12 120103 1238.00 1253.75 1233.25 1237.25 +19.75 17,736 93,572 +1,739
Jul12 120103 1251.00 1263.00 1242.25 1246.75 +19.75 16,901 74,756 -2,061
Aug12 120103 1245.75 1252.25 1223.00 1242.00 +19.00 130 1,151 +32
Sep12 120103 1230.00 1242.50 1212.75 1229.25 +16.50 47 1,152 -42
Nov12 120103 1223.00 1231.00 1215.00 1219.00 +14.75 7,322 55,188 +230
Total Volume and Open Interest 182,439 461,919 -8,029
Soybean Meal(CBOT)
Jan12 120103 315.90 317.80 312.50 315.80 +6.40 14,722 7,786 -3,116
Mar12 120103 320.60 321.30 315.60 319.20 +6.10 33,870 88,083 +2,158
May12 120103 321.80 324.00 318.30 321.60 +5.80 2,834 31,259 -19
Jul12 120103 324.20 326.70 319.00 324.40 +5.40 2,406 31,013 +87
Aug12 120103 326.10 326.60 319.40 324.20 +4.80 670 5,952 +216
Sep12 120103 323.80 323.80 318.50 322.70 +4.20 66 5,357 +3
Oct12 120103 317.60 318.20 315.00 318.20 +3.20 29 3,447 +1
Dec12 120103 320.00 320.30 314.80 317.60 +2.70 785 17,583 +279
Total Volume and Open Interest 55,382 196,312 -391
Soybean Oil(CBOT)
Jan12 120103 52.75 53.46 52.60 52.80 +0.71 17,293 7,519 -5,293
Mar12 120103 53.15 53.79 52.90 53.11 +0.69 43,163 148,203 +1,980
May12 120103 53.50 54.15 53.27 53.49 +0.71 4,929 51,905 +359
Jul12 120103 53.68 54.42 53.05 53.79 +0.74 2,622 35,627 +216
Aug12 120103 54.20 54.25 53.10 53.86 +0.76 142 4,626 +34
Sep12 120103 54.39 54.43 53.66 53.86 +0.75 80 4,835 -1
Oct12 120103 53.73 53.73 53.50 53.71 +0.80 82 5,591 -11
Dec12 120103 53.50 54.07 53.12 53.59 +0.82 708 19,762 +33
Total Volume and Open Interest 69,064 278,687 -2,671
Canola(WCE)
Jan12 120103 529.6 529.6 519.2 519.2 -6.6 758 881 -783
Mar12 120103 525.0 532.2 520.2 526.7 +2.4 6,839 80,328 -795
May12 120103 526.0 535.5 526.0 530.7 +3.5 1,490 17,516 +668
Jul12 120103 529.9 536.2 529.9 532.7 +4.2 215 14,341 +46
Nov12 120103 508.4 514.5 508.4 511.6 +3.3 322 18,769 +98
Total Volume and Open Interest 9,637 132,584 -765
Corn(CBOT)
Mar12 120103 662.00 664.25 653.00 658.50 +12.00 99,957 500,084 -9,621
May12 120103 669.50 672.50 661.75 667.00 +12.25 22,248 188,951 +2,479
Jul12 120103 674.50 679.00 668.25 673.75 +12.50 26,225 164,023 +2,531
Sep12 120103 619.50 624.25 613.25 618.00 +4.75 3,234 42,448 +822
Dec12 120103 590.50 597.00 583.50 590.00 +3.75 14,050 188,757 -871
Mar13 120103 603.00 608.00 598.25 602.00 +1.75 601 36,741 +133
Total Volume and Open Interest 166,954 1,143,326 -4,415
Wheat(CBOT)
Mar12 120103 666.00 670.75 653.75 657.00 +4.25 34,521 171,230 -2,007
May12 120103 682.50 689.25 673.75 676.00 +4.75 6,276 69,537 +713
Jul12 120103 698.00 702.75 688.25 691.75 +5.50 6,288 75,360 +1,352
Sep12 120103 713.25 717.00 701.75 707.50 +5.75 1,016 15,833 +192
Dec12 120103 730.00 736.25 720.00 726.75 +6.75 2,692 44,563 +106
Total Volume and Open Interest 50,948 382,808 +393
Wheat(KCBT)
Mar12 120103 725.50 732.25 712.00 712.50 -4.50 6,459 65,712 -630
May12 120103 728.25 739.50 720.50 720.75 -4.25 2,088 17,484 +454
Jul12 120103 737.25 747.00 728.25 728.75 -3.25 1,875 38,565 +143
Sep12 120103 746.00 758.50 741.00 742.00 -3.00 226 6,808 +5
Dec12 120103 768.50 778.75 760.75 761.50 -3.50 629 9,000 +349
Total Volume and Open Interest 11,280 138,080 +322
Wheat(MGE)
Mar12 120103 857.50 870.75 843.00 844.25 -5.25 1,322 16,808 +199
May12 120103 832.00 849.75 827.25 828.25 +3.00 367 7,380 +128
Jul12 120103 820.25 838.75 815.75 818.25 +4.75 318 7,426 -99
Sep12 120103 796.00 810.25 792.75 798.75 +8.50 258 4,574 +62
Dec12 120103 802.75 813.75 800.00 805.50 +8.00 193 3,354 +60
Total Volume and Open Interest 2,468 39,688 +344
Oats(CBOT)
Mar12 120103 314.00 317.00 297.00 298.50 -11.00 334 10,506 -83
May12 120103 318.00 318.00 302.00 303.25 -10.00 30 1,733 +10
Jul12 120103 320.00 320.00 306.50 306.50 -12.00 3 119 +2
Sep12 120103 312.25 324.25 312.25 312.25 -12.00 0 7 +0
Total Volume and Open Interest 367 12,514 -71
Rough Rice(CBOT)
Jan12 120103 14.68 14.90 14.39 14.40 -0.21 1,024 2,006 -206
Mar12 120103 14.99 15.16 14.62 14.65 -0.22 1,609 12,368 +365
May12 120103 15.20 15.44 14.89 14.91 -0.22 70 1,025 +23
Jul12 120103 15.34 15.60 15.18 15.18 -0.19 7 608 +5
Total Volume and Open Interest 2,715 16,189 +192
Live Cattle(CME)
Feb12 120103 122.000 123.200 121.430 121.550 +0.100 15,470 124,437 -929
Apr12 120103 125.980 126.950 125.200 125.285 -0.165 8,765 93,873 +521
Jun12 120103 125.000 126.000 124.730 124.785 +0.205 4,394 62,756 +130
Aug12 120103 126.100 126.930 126.035 126.400 +0.500 1,417 17,655 +318
Oct12 120103 129.000 129.250 128.550 128.985 +0.585 439 9,337 +33
Dec12 120103 129.750 129.900 129.250 129.700 +0.200 114 4,565 +91
Total Volume and Open Interest 32,339 314,624 -976
Feeder Cattle(CME)
Jan12 120103 146.850 147.685 146.550 146.685 +0.335 1,303 6,747 -341
Mar12 120103 149.435 150.250 149.075 149.435 +0.635 1,931 13,565 +271
Apr12 120103 150.550 151.500 150.550 150.825 +0.640 710 3,818 +169
May12 120103 151.400 152.250 151.400 151.750 +0.620 492 4,434 +79
Aug12 120103 153.050 153.380 152.700 152.985 +0.185 285 3,971 +17
Sep12 120103 153.200 153.250 152.600 153.200 +0.600 35 717 +13
Oct12 120103 153.000 153.250 152.985 153.250 +0.750 9 245 +3
Total Volume and Open Interest 4,768 33,555 +211
Lean Hogs(CME)
Feb12 120103 84.750 85.650 84.730 85.535 +1.235 15,279 81,934 -1,674
Apr12 120103 88.200 88.830 88.100 88.450 +0.750 6,151 62,871 +530
May12 120103 94.850 95.400 94.850 95.300 +0.470 95 2,506 -32
Jun12 120103 95.930 96.500 95.750 96.350 +0.850 4,392 46,564 -482
Jul12 120103 95.230 96.100 95.230 96.000 +1.170 484 12,309 -20
Aug12 120103 94.700 95.350 94.550 95.250 +0.900 648 13,554 -64
Oct12 120103 84.000 84.850 83.950 84.800 +0.950 458 9,439 +54
Dec12 120103 80.000 80.750 80.000 80.650 +1.000 31 3,787 +1
Total Volume and Open Interest 27,552 233,769 -1,674
Class III Milk(CME)
Jan12 120103 17.25 17.35 17.13 17.14 -0.12 273 4,726 +4
Feb12 120103 17.50 17.69 17.45 17.59 +0.16 300 4,679 +117
Mar12 120103 17.58 17.69 17.50 17.55 +0.09 197 3,824 +87
Apr12 120103 17.40 17.44 17.39 17.39 +0.03 129 2,808 +63
May12 120103 17.25 17.30 17.25 17.25 unch 76 2,650 +54
Total Volume and Open Interest 1,536 35,804 +700
Cocoa(ICE)
Mar12 120103 2122 2179 2100 2115 +6 5,245 77,133 +625
May12 120103 2138 2199 2121 2135 +4 1,343 36,339 +550
Jul12 120103 2158 2212 2141 2153 +5 471 17,777 -19
Sep12 120103 2209 2225 2160 2170 +8 225 14,807 +42
Dec12 120103 2226 2243 2180 2190 +9 158 14,829 +120
Mar13 120103 2240 2255 2200 2206 +7 98 5,284 +35
May13 120103 2215 2215 2215 2215 +4 54 2,479 +4
Total Volume and Open Interest 7,611 169,439 +1,356
Coffee "C"(ICE)
Mar12 120103 226.85 228.00 222.40 227.20 +0.35 3,598 55,049 +91
May12 120103 229.70 230.50 225.35 230.00 +0.35 692 25,431 +229
Jul12 120103 232.10 232.80 228.20 232.50 +0.30 132 8,323 +4
Sep12 120103 231.45 234.30 231.40 234.25 unch 113 6,579 -7
Dec12 120103 233.30 236.00 233.25 236.00 unch 121 7,041 +21
Mar13 120103 236.20 237.75 236.20 237.75 -0.20 2 847 +0
Total Volume and Open Interest 4,658 103,758 +338
Orange Juice(ICE)
Jan12 120103 169.90 174.65 169.90 173.50 +4.50 489 1,699 -425
Mar12 120103 168.90 174.00 168.10 173.10 +4.10 826 20,867 +287
May12 120103 168.50 173.25 168.50 172.30 +4.10 45 2,057 +13
Jul12 120103 173.00 173.25 172.30 172.55 +3.95 3 902 +0
Sep12 120103 168.40 172.50 168.10 172.05 +3.70 30 141 +30
Nov12 120103 167.85 171.10 166.80 171.10 +3.25 0 14 +0
Total Volume and Open Interest 1,393 25,689 -95
Sugar #11(ICE)
Mar12 120103 23.40 24.55 23.39 24.51 +1.21 18,022 219,630 -445
May12 120103 23.13 23.99 23.01 23.96 +1.01 9,997 95,414 +4,541
Jul12 120103 22.65 23.48 22.65 23.47 +0.91 3,138 100,762 +447
Oct12 120103 22.99 23.65 22.94 23.64 +0.81 1,647 53,517 +218
Mar13 120103 23.48 24.16 23.48 24.16 +0.80 616 34,218 +243
Total Volume and Open Interest 33,785 555,680 +5,074
London Cocoa(LCE)
Mar12 120103 1405 1418 1363 1365 -15 5,660 80,604 -276
May12 120103 1420 1431 1382 1383 -14 1,348 21,998 +414
Jul12 120103 1443 1446 1397 1399 -15 304 30,093 +88
Sep12 120103 1445 1447 1413 1413 -14 328 21,267 +121
Dec12 120103 1457 1460 1424 1426 -13 178 15,811 +99
Mar13 120103 1470 1471 1437 1437 -10 120 9,715 +29
May13 120103 1437 1437 1437 1437 -15 80 2,468 +74
Total Volume and Open Interest 8,024 183,004 +549
London Sugar(LCE)
Mar12 120103 606.00 630.70 605.50 629.70 +27.70 1,467 26,389 +23
May12 120103 595.40 616.60 595.40 615.60 +24.00 557 9,304 +170
Aug12 120103 591.00 607.70 591.00 607.30 +22.70 342 11,413 +188
Oct12 120103 594.50 607.50 594.20 607.00 +20.20 60 4,093 +5
Dec12 120103 599.50 608.50 598.70 608.50 +16.70 52 1,635 -11
Total Volume and Open Interest 2,478 54,208 +375
Cotton(ICE)
Mar12 120103 92.25 95.80 91.85 95.80 +4.00 6,924 93,266 -753
May12 120103 91.68 95.65 91.62 95.57 +3.89 1,993 26,878 +538
Jul12 120103 91.75 95.19 91.21 95.16 +3.85 852 21,731 +110
Oct12 120103 90.99 94.06 90.99 94.06 +3.41 4 87 +1
Dec12 120103 88.00 90.98 87.91 90.95 +3.11 175 8,450 +11
Mar13 120103 91.66 91.66 91.66 91.66 +3.15 8 447 +6
Total Volume and Open Interest 9,956 151,731 -87
Lumber(CME)
Jan12 120103 249.8 254.0 249.5 251.0 +3.9 463 950 -218
Mar12 120103 264.8 268.5 261.6 263.3 +2.2 1,491 5,069 -395
May12 120103 280.9 283.0 277.8 281.1 +5.5 715 1,856 -5
Jul12 120103 290.7 290.7 287.1 287.9 +1.1 192 592 +109
Total Volume and Open Interest 2,961 8,720 -441
Crude Oil(NYM)
Feb12 120103 99.70 103.18 99.65 102.96 +4.13 153,915 237,466 -8,633
Mar12 120103 99.75 103.36 99.75 103.14 +4.14 50,489 165,982 +2,839
Apr12 120103 100.30 103.50 100.30 103.32 +4.11 18,969 83,459 +3,078
May12 120103 100.30 103.57 100.30 103.42 +4.01 12,274 81,081 +302
Jun12 120103 100.70 103.52 100.70 103.35 +3.87 19,752 96,816 +415
Jul12 120103 100.25 103.30 100.25 103.15 +3.77 5,205 38,844 +410
Aug12 120103 100.39 102.93 100.39 102.82 +3.67 2,466 29,940 -51
Sep12 120103 100.53 102.48 100.53 102.41 +3.54 2,198 32,417 +28
Oct12 120103 100.70 102.06 100.70 101.99 +3.41 1,387 29,611 -48
Nov12 120103 100.07 101.62 100.07 101.62 +3.29 1,122 31,682 -144
Dec12 120103 99.58 101.47 99.50 101.29 +3.18 12,305 168,799 -932
Jan13 120103 99.60 100.87 99.60 100.87 +3.08 790 31,058 -159
Feb13 120103 100.47 100.47 100.47 100.47 +2.99 715 13,555 -60
Mar13 120103 99.40 100.07 99.40 100.07 +2.91 245 13,782 -41
Apr13 120103 99.70 99.70 99.70 99.70 +2.84 445 6,008 -394
May13 120103 99.35 99.35 99.35 99.35 +2.78 181 6,349 +42
Total Volume and Open Interest 291,175 1,324,080 -3,770
e-miNY Crude Oil(NYM)
Jan12 111219 93.625 94.400 92.575 93.875 +0.350 8,502 1,304 -454
Feb12 120103 99.500 103.200 99.500 102.950 +4.125 5,548 1,322 -106
Mar12 120103 99.925 103.300 99.925 103.150 +4.150 268 468 +2
Apr12 120103 100.675 103.475 100.675 103.325 +4.125 20 188 +2
May12 120103 103.425 103.425 103.425 103.425 +4.025 3 32 +3
Jun12 120103 103.075 103.350 103.075 103.350 +3.875 0 21 +0
Jul12 120103 103.150 103.150 103.150 103.150 +3.775 0 4 +0
Aug12 120103 102.825 102.825 102.825 102.825 +3.675 0 5 +0
Sep12 120103 101.925 102.400 101.925 102.400 +3.525      
Oct12 120103 102.000 102.000 102.000 102.000 +3.425 0 9 +0
Total Volume and Open Interest 5,839 2,268 -99
Heating Oil(NYM)
Feb12 120103 292.67 304.53 292.67 303.82 +12.40 42,564 86,817 +4,562
Mar12 120103 291.48 303.64 291.48 302.88 +12.29 14,562 54,115 +1,748
Apr12 120103 291.52 301.67 291.52 300.94 +12.28 5,901 25,024 +462
May12 120103 290.14 298.98 290.14 298.69 +12.36 4,780 19,522 -291
Jun12 120103 288.00 297.41 288.00 296.76 +12.17 6,937 34,977 -59
Jul12 120103 290.00 296.65 288.37 296.07 +11.80 1,912 9,684 +135
Aug12 120103 289.13 295.95 288.16 295.95 +11.58 252 4,243 +28
Sep12 120103 289.64 296.39 289.64 296.39 +11.50 216 7,479 +88
Oct12 120103 290.82 297.46 290.82 297.16 +11.41 94 3,052 -6
Nov12 120103 291.92 297.97 291.92 297.97 +11.35 100 2,197 -24
Dec12 120103 291.60 298.89 291.60 298.45 +11.31 934 16,646 -34
Jan13 120103 297.40 298.65 297.40 298.65 +11.31 206 2,889 +110
Total Volume and Open Interest 107,000 273,412 -3,125
Gasoline(NYMEX)
Feb12 120103 266.47 275.90 266.47 274.86 +9.12 34,617 80,057 +1,926
Mar12 120103 266.22 276.24 266.22 275.34 +9.82 12,533 45,977 +379
Apr12 120103 279.19 287.62 279.19 286.83 +10.02 5,869 33,561 +1,119
May12 120103 279.58 286.81 279.58 286.35 +10.09 3,991 26,209 +263
Jun12 120103 278.10 284.88 278.01 284.14 +10.04 4,348 29,603 +813
Jul12 120103 277.44 281.68 277.44 281.42 +9.95 1,552 11,651 +364
Aug12 120103 273.78 278.56 273.78 278.56 +9.86 878 10,143 -19
Sep12 120103 274.05 275.39 274.05 275.39 +9.76 331 7,787 +23
Oct12 120103 260.34 262.76 260.34 262.37 +9.63 83 5,514 +26
Nov12 120103 259.35 259.35 259.35 259.35 +9.47 97 2,564 +0
Total Volume and Open Interest 89,616 274,718 -2,570
e-miNY RBOB Gasoline(NYM)
Feb12 120103 274.90 275.50 274.86 274.90 +9.20 0 1 +0
Mar12 120103 275.30 275.34 275.30 275.30 +9.80      
Apr12 120103 286.80 286.83 286.80 286.80 +10.00      
May12 120103 286.40 286.40 286.35 286.40 +10.10      
Total Volume and Open Interest 0 1 -1
Natural Gas(NYM)
Feb12 120103 2.969 3.074 2.936 2.993 +0.004 87,068 187,124 +3,622
Mar12 120103 2.986 3.094 2.964 3.022 +0.006 40,175 232,751 +1,417
Apr12 120103 3.060 3.152 3.027 3.084 +0.005 26,569 122,621 -930
May12 120103 3.113 3.197 3.078 3.138 +0.007 10,818 69,875 +1,858
Jun12 120103 3.181 3.244 3.129 3.189 +0.007 4,713 28,805 +504
Jul12 120103 3.237 3.303 3.190 3.249 +0.006 3,940 25,146 +289
Aug12 120103 3.260 3.335 3.221 3.280 +0.004 2,737 15,511 +341
Sep12 120103 3.266 3.340 3.231 3.287 +0.004 2,530 26,925 -11
Oct12 120103 3.314 3.385 3.278 3.326 +0.004 9,008 74,984 +595
Nov12 120103 3.465 3.542 3.430 3.477 -0.002 3,501 28,714 +16
Dec12 120103 3.742 3.820 3.712 3.751 -0.006 1,485 25,168 +88
Jan13 120103 3.870 3.944 3.829 3.878 -0.005 4,340 42,928 +718
Feb13 120103 3.943 3.943 3.840 3.879 -0.003 666 7,576 +205
Mar13 120103 3.827 3.862 3.800 3.859 -0.006 810 19,964 +32
Apr13 120103 3.870 3.870 3.767 3.810 -0.005 893 26,704 -130
May13 120103 3.890 3.890 3.787 3.830 -0.006 64 3,808 -1
Total Volume and Open Interest 200,406 1,006,736 +9,123
Brent Crude Oil(ICE)
Feb12 120103 108.35 112.44 108.35 112.13 +4.75 108,319 152,581 +2,685
Mar12 120103 107.87 111.81 107.87 111.53 +4.66 64,762 171,557 -1,692
Apr12 120103 107.68 111.34 107.67 111.09 +4.50 24,220 44,291 -2,104
May12 120103 107.41 110.88 107.41 110.69 +4.38 9,329 29,084 -649
Jun12 120103 107.09 110.48 107.09 110.25 +4.28 17,254 74,795 +668
Jul12 120103 107.06 110.00 107.06 109.81 +4.18 3,605 23,591 +87
Aug12 120103 106.74 109.46 106.74 109.36 +4.05 2,291 29,140 +118
Sep12 120103 106.35 108.97 106.35 108.84 +3.92 2,121 37,847 +347
Oct12 120103 106.02 108.46 106.02 108.36 +3.79 2,128 17,911 +442
Nov12 120103 107.92 107.92 107.92 107.92 +3.67 1,456 16,563 +63
Dec12 120103 105.36 107.67 105.03 107.44 +3.55 9,700 98,312 +245
Jan13 120103 106.98 106.98 106.98 106.98 +3.48 564 12,002 -96
Feb13 120103 106.51 106.51 106.51 106.51 +3.40 334 7,306 +86
Mar13 120103 106.04 106.04 106.04 106.04 +3.34 86 3,947 +36
Total Volume and Open Interest 249,353 871,753 -45
Gas Oil(ICE)
Jan12 120103 931.25 965.75 931.25 953.50 +29.50 34,868 78,022 -7,136
Feb12 120103 925.50 959.00 925.50 946.75 +28.75 44,450 97,532 +903
Mar12 120103 919.25 952.00 919.25 939.75 +27.75 17,794 49,303 +332
Apr12 120103 913.50 945.75 913.50 933.75 +27.00 9,795 30,932 +310
May12 120103 912.75 939.50 912.75 928.75 +26.00 5,105 29,957 +231
Jun12 120103 909.75 937.75 909.75 925.25 +25.25 7,001 34,821 -720
Jul12 120103 913.75 934.75 913.75 923.75 +24.25 1,598 17,565 +317
Aug12 120103 910.00 933.75 910.00 922.50 +23.50 1,107 15,572 +195
Sep12 120103 909.75 933.50 909.75 921.75 +23.00 2,222 14,835 -132
Oct12 120103 912.75 931.75 909.75 920.50 +22.50 668 10,710 +127
Total Volume and Open Interest 128,186 458,326 -5,125
Ethanol(CBOT)
Jan12 120103 2.248 2.248 2.240 2.240 +0.037 149 125 -71
Feb12 120103 2.255 2.307 2.247 2.267 +0.044 192 1,135 -8
Mar12 120103 2.280 2.310 2.270 2.289 +0.041 118 1,540 +5
Apr12 120103 2.325 2.325 2.296 2.305 +0.038 21 762 +5
May12 120103 2.346 2.346 2.313 2.328 +0.040 12 1,036 +3
Jun12 120103 2.340 2.361 2.340 2.346 +0.040 38 734 +23
Jul12 120103 2.360 2.360 2.355 2.355 +0.035 50 1,080 -3
Aug12 120103 2.353 2.358 2.353 2.353 +0.036 50 880 +35
Total Volume and Open Interest 821 9,861 +115
WTI Crude Oil(ICE)
Feb12 120103 100.24 103.18 100.20 102.96 +4.13 26,413 61,698 +46
Mar12 120103 100.53 103.36 100.36 103.14 +4.14 8,388 34,193 -815
Apr12 120103 100.99 103.47 100.65 103.32 +4.11 4,047 22,760 -1,750
May12 120103 102.09 103.52 101.62 103.42 +4.01 2,449 24,876 +235
Jun12 120103 101.19 103.48 101.19 103.35 +3.87 4,199 49,017 -371
Jul12 120103 101.81 103.24 101.55 103.15 +3.77 1,043 9,246 -329
Aug12 120103 101.51 102.90 101.43 102.82 +3.67 564 7,973 -187
Sep12 120103 101.23 102.50 101.23 102.41 +3.54 512 12,928 -89
Oct12 120103 100.89 102.05 100.89 101.99 +3.41 311 5,560 +2
Nov12 120103 101.62 101.62 101.62 101.62 +3.29 183 4,471 -24
Dec12 120103 99.63 101.38 99.63 101.29 +3.18 2,937 58,678 -296
Jan13 120103 100.87 100.87 100.87 100.87 +3.08 5 3,184 +2
Feb13 120103 100.47 100.47 100.47 100.47 +2.99 0 1,012 +0
Mar13 120103 100.07 100.07 100.07 100.07 +2.91 0 1,617 +0
Apr13 120103 99.70 99.70 99.70 99.70 +2.84 0 393 +0
May13 120103 99.35 99.35 99.35 99.35 +2.78 0 574 +0
Total Volume and Open Interest 52,213 384,130 -3,703
US Dollar Index(ICE)
Mar12 120103 80.155 80.225 79.830 79.912 -0.610 15,454 68,493 +1,391
Jun12 120103 80.595 80.595 80.375 80.412 -0.610 0 507 +0
Sep12 120103 81.012 81.012 81.012 81.012 -0.610      
Total Volume and Open Interest 15,454 69,000 +1,391
Australian Dollar(CME)
Mar12 120103 102.35 103.50 101.71 102.99 +1.28 55,558 108,956 -750
Jun12 120103 101.84 102.11 100.88 102.10 +1.22 0 24 +0
Sep12 120103 101.32 101.32 100.12 101.32 +1.20 0 110 +0
Total Volume and Open Interest 55,558 109,098 -750
British Pound(CME)
Mar12 120103 155.64 156.63 155.00 156.38 +1.38 56,278 206,581 +5,309
Jun12 120103 155.48 156.23 154.86 156.23 +1.37 90 46 +28
Sep12 120103 156.06 156.06 154.70 156.06 +1.36 0 3 +0
Total Volume and Open Interest 56,368 206,632 +5,337
Canadian Dollar(CME)
Mar12 120103 98.48 99.08 98.48 98.83 +0.62 34,608 114,107 +482
Jun12 120103 98.15 98.90 98.04 98.66 +0.62 59 2,653 +23
Sep12 120103 98.54 98.66 97.92 98.52 +0.60 1 1,488 +0
Dec12 120103 98.42 98.42 97.80 98.42 +0.62 0 345 +0
Total Volume and Open Interest 34,668 118,608 +505
Japanese Yen(CME)
Mar12 120103 130.46 130.70 130.10 130.56 +0.46 47,379 139,029 +3,823
Jun12 120103 130.80 130.88 130.39 130.84 +0.45 1 302 +1
Sep12 120103 131.15 131.15 130.71 131.15 +0.44 1 9 +1
Total Volume and Open Interest 47,381 139,341 +3,825
Swiss Franc(CME)
Mar12 120103 107.42 107.68 106.94 107.45 +0.75 11,321 38,047 -831
Jun12 120103 107.30 107.72 106.97 107.72 +0.75 0 8 +0
Sep12 120103 108.05 108.05 107.28 108.05 +0.77 0 4 +0
Total Volume and Open Interest 11,321 38,060 -831
EuroFX(CME)
Mar12 120103 130.47 130.85 130.20 130.63 +0.95 141,379 280,275 -4,163
Jun12 120103 130.70 130.90 129.86 130.78 +0.92 259 1,734 +45
Sep12 120103 130.98 130.98 130.07 130.98 +0.91 3 27 +1
Total Volume and Open Interest 141,641 282,054 -4,117
Mexican Peso(CME)
Jan12 120103 732.0 732.0 717.2 732.0 +14.8 0 95 +0
Feb12 120103 730.0 730.0 715.2 730.0 +14.8 0 4,000 +0
Total Volume and Open Interest 14,608 116,201 -1,129
Brazilian Real(CME)
Feb12 120103 538.50 542.15 538.50 542.15 +10.25 0 547 +0
Mar12 120103 539.00 539.00 539.00 539.00 +10.00 329 3,669 -20
Apr12 120103 536.10 536.10 536.10 536.10 +10.00      
May12 120103 533.15 533.15 533.15 533.15 +10.00      
Total Volume and Open Interest 329 28,455 -20
30-Year T-Bonds(CBOT)
Mar12 120103 143~300 143~310 143~010 143~030 -1~230 99,610 592,262 -1,236
Jun12 120103 141~270 143~120 141~210 141~210 -1~230 39 191 +16
Sep12 120103 140~070 141~300 140~070 140~070 -1~230      
Total Volume and Open Interest 99,649 592,453 -1,220
10-Year T-Notes(CBOT)
Mar12 120103 130~195 131~040 130~155 130~175 -0~185 276,282 1,488,047 +73
Jun12 120103 130~085 130~240 130~060 130~060 -0~180 27 75 +19
Sep12 120103 129~110 129~290 129~110 129~110 -0~180      
Total Volume and Open Interest 276,309 1,488,122 +92
5-Year T-Notes(CBOT)
Mar12 120103 123~019 123~023 123~004 123~007 -0~026 211,580 1,206,265 +14,366
Jun12 120103 122~090 122~105 122~090 122~090 -0~015      
Sep12 120103 121~114 122~001 121~114 121~114 -0~015      
Total Volume and Open Interest 217,380 1,239,472 +14,393
2 Year T-Notes(CBOT)
Mar12 120103 110~036 110~037 110~030 110~031 -0~004 76,944 680,322 -4,358
Jun12 120103 110~003 110~007 110~003 110~003 -0~004      
Sep12 120103 109~069 109~073 109~069 109~069 -0~004      
Total Volume and Open Interest 79,030 690,939 -5,536
Eurodollars(CME)
Mar12 120103 99.355 99.370 99.350 99.355 unch 89,690 954,940 +9,849
Jun12 120103 99.305 99.315 99.275 99.280 -0.015 85,615 980,435 -9,060
Sep12 120103 99.265 99.285 99.240 99.250 -0.015 75,028 747,878 -8,262
Dec12 120103 99.250 99.260 99.225 99.230 -0.015 74,854 727,783 +2,503
Mar13 120103 99.245 99.265 99.230 99.235 -0.015 72,237 764,588 -1,214
Jun13 120103 99.240 99.245 99.215 99.225 -0.010 58,115 578,758 +6,723
Sep13 120103 99.210 99.215 99.185 99.195 -0.015 56,741 481,694 -2,063
Dec13 120103 99.160 99.165 99.125 99.135 -0.020 52,767 454,555 -2,007
Mar14 120103 99.070 99.070 99.035 99.045 -0.025 34,863 379,491 +3,464
Jun14 120103 98.940 98.940 98.900 98.910 -0.025 24,831 316,163 +1,140
Sep14 120103 98.785 98.785 98.745 98.755 -0.025 21,414 204,108 +966
Dec14 120103 98.620 98.620 98.575 98.590 -0.025 22,787 184,035 -777
Mar15 120103 98.475 98.480 98.430 98.445 -0.030 12,327 152,507 -35
Jun15 120103 0.011 0.016 6.525 6.540 +6.519 9,105 110,403 -1,120
Sep15 120103 6.405 6.415 6.365 6.380 -0.040 8,903 70,900 +52
Dec15 120103 6.225 6.245 6.190 6.210 -0.045 7,482 59,762 +552
Mar16 120103 6.095 6.110 6.055 6.070 -0.060 5,290 51,423 -539
Jun16 120103 5.960 5.975 5.920 5.935 -0.070 4,742 37,632 +234
Total Volume and Open Interest 734,522 7,472,650 -458
30 Day Federal Funds(CBOT)
Jan12 120103 99.925 99.925 99.920 99.923 +0.003 1,646 69,273 +34
Feb12 120103 99.915 99.925 99.915 99.915 unch 2,811 55,493 +299
Mar12 120103 99.910 99.920 99.910 99.915 +0.005 1,087 34,657 -100
Apr12 120103 99.905 99.915 99.905 99.905 unch 1,444 36,803 -472
May12 120103 99.900 99.905 99.895 99.900 +0.005 1,049 43,386 -4
Jun12 120103 99.890 99.900 99.890 99.895 +0.005 895 29,605 +169
Total Volume and Open Interest 16,407 571,587 -1,728
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 120103 99.655 99.655 99.655 99.655 unch 0 40 +0
Jun12 120103 99.658 99.658 99.658 99.658 unch      
Sep12 120103 99.652 99.652 99.652 99.652 unch      
Dec12 120103 99.658 99.658 99.658 99.658 unch      
Mar13 120103 99.650 99.650 99.650 99.650 unch      
Jun13 120103 99.620 99.620 99.620 99.620 unch      
Sep13 120103 99.620 99.620 99.620 99.620 unch      
Dec13 120103 99.535 99.535 99.535 99.535 unch      
Mar14 120103 99.395 99.395 99.395 99.395 unch      
Jun14 120103 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest 0 40 +0
3-Mth Euro-Yen(SGX)
Mar12 120103 99.65 99.65 99.65 99.65 unch 0 2,349 +0
Jun12 120103 99.66 99.66 99.66 99.66 unch 0 1,440 +0
Sep12 120103 99.65 99.65 99.65 99.65 unch 0 711 +0
Dec12 120103 99.66 99.66 99.66 99.66 unch 0 115 +0
Mar13 120103 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 120103 99.62 99.62 99.62 99.62 unch 0 208 +0
Sep13 120103 99.62 99.62 99.62 99.62 unch 0 325 +0
Dec13 120103 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 111230 142.30 142.54 142.30 142.51 +0.22 1,348 20,225 +118
Jun12 111230 140.40 140.40 140.40 140.40 +0.22 0 2 +0
Sep12 111230 138.31 138.31 138.31 138.31 +0.22 0 2 +0
Total Volume and Open Interest 1,348 20,233 +118
Euro-Bund(EUREX)
Mar12 120103 138.34 138.48 137.79 138.29 +0.10 114,998 856,321 +5,643
Jun12 120103 136.48 136.71 136.25 136.59 +0.11 23 186 +4
Sep12 120103 136.59 136.59 136.59 136.59 +0.10      
Total Volume and Open Interest 115,021 856,507 +5,647
Euro-Bobl(EUREX)
Mar12 120103 124.86 124.91 124.59 124.83 +0.08 72,533 661,962 +11,011
Jun12 120103 123.23 123.23 123.23 123.23 +0.08      
Sep12 120103 123.23 123.23 123.23 123.23 +0.08      
Total Volume and Open Interest 72,533 661,962 +11,011
3-Mth Euribor(EUREX)
Mar12 120103 98.915 98.920 98.915 98.915 unch 0 1,260 +0
Jun12 120103 99.050 99.050 99.050 99.050 +0.015 0 1,425 +0
Sep12 120103 99.095 99.095 99.095 99.095 +0.020 0 944 +0
Total Volume and Open Interest 1 5,858 +0
Long Gilt(LIFFE)
Mar12 120103 116~18 116~26 116~08 116~15 -0~15 23,524 295,143 +57
Jun12 120103 116~13 116~13 116~13 116~13 -0~15      
Total Volume and Open Interest 23,524 294,463 -623
3-Mth Short Sterling(LIFFE)
Mar12 120103 98.87 98.89 98.86 98.86 -0.03 27,756 285,816 -8,191
Jun12 120103 98.88 98.90 98.86 98.87 -0.04 26,278 214,720 -1,026
Sep12 120103 98.92 98.93 98.88 98.89 -0.05 29,100 258,307 -3,248
Dec12 120103 98.92 98.92 98.88 98.90 -0.04 29,327 214,728 +2,454
Mar13 120103 98.93 98.94 98.89 98.91 -0.04 18,574 222,346 -3,077
Jun13 120103 98.92 98.92 98.87 98.88 -0.05 14,117 194,872 +1,144
Total Volume and Open Interest 173,167 1,794,548 -9,589
3-Mth Euribor(LIFFE)
Mar12 120103 98.910 98.925 98.900 98.915 unch 36,615 485,116 +113
Jun12 120103 99.030 99.055 99.020 99.050 +0.015 33,757 405,745 -1,162
Sep12 120103 99.070 99.100 99.060 99.095 +0.020 35,825 415,658 +1,039
Total Volume and Open Interest 185,748 3,003,823 +9,139
3-Mth Aus T-Bills(SFE)
Mar12 120103 96.06 96.06 95.95 95.96 -0.12 8,142 225,452 +390
Jun12 120103 96.35 96.36 96.19 96.20 -0.19 5,437 162,187 -152
Sep12 120103 96.44 96.44 96.25 96.26 -0.19 2,580 114,221 -85
Dec12 120103 96.34 96.34 96.18 96.18 -0.16 1,116 68,709 -98
Mar13 120103 96.19 96.20 96.06 96.07 -0.15 1,222 50,418 +574
Jun13 120103 96.04 96.09 95.94 95.96 -0.10 724 46,020 +328
Sep13 120103 95.91 95.94 95.84 95.86 -0.09 272 26,226 +118
Dec13 120103 95.83 95.83 95.74 95.75 -0.08 392 17,164 +130
Mar14 120103 95.65 95.65 95.65 95.65 -0.10 40 1,356 -2
Jun14 120103 95.55 95.55 95.55 95.55 -0.09 0 86 -2
Total Volume and Open Interest 19,925 711,963 +1,201
10-Year Aus T-Bonds(SFE)
Mar12 120103 96.26 96.26 96.09 96.11 -0.17 11,032 332,001 +1,693
Jun12 120103 96.11 96.11 96.11 96.11 -0.17      
Total Volume and Open Interest 11,032 332,001 +1,693
3-Year Aus T-Bonds(SFE)
Mar12 120103 96.87 96.88 96.75 96.77 -0.16 37,300 370,442 -2,327
Jun12 120103 96.77 96.77 96.77 96.77 -0.16      
Total Volume and Open Interest 37,300 370,442 -2,327
Gold(CMX)
Feb12 120103 1571.0 1608.7 1566.8 1600.5 +33.7 132,782 240,297 +1,031
Apr12 120103 1573.1 1611.3 1572.3 1603.2 +33.8 5,122 41,658 +573
Jun12 120103 1576.9 1613.1 1576.9 1605.6 +34.0 1,620 28,911 +571
Aug12 120103 1600.8 1615.0 1600.8 1607.8 +34.0 535 13,739 +15
Oct12 120103 1599.7 1612.3 1599.7 1610.0 +34.1 289 10,377 -11
Dec12 120103 1581.3 1617.9 1581.3 1612.2 +34.1 661 25,041 +123
Feb13 120103 1605.0 1618.0 1604.5 1614.7 +34.2 79 3,023 +7
Apr13 120103 1617.4 1617.4 1617.4 1617.4 +34.2 14 1,371 -5
Jun13 120103 1620.5 1620.5 1620.5 1620.5 +34.2 450 10,379 +300
Aug13 120103 1623.7 1623.7 1623.7 1623.7 +34.2 0 45 +0
Oct13 120103 1627.2 1627.2 1627.2 1627.2 +34.3      
Dec13 120103 1630.8 1630.8 1630.8 1630.8 +34.4 644 10,642 +500
Total Volume and Open Interest 143,463 422,079 +3,172
Silver(CMX)
Mar12 120103 2798.0 2973.0 2790.5 2957.2 +165.7 37,097 59,565 +566
May12 120103 2822.0 2976.0 2817.0 2962.2 +166.2 720 9,009 -120
Jul12 120103 2851.0 2971.0 2851.0 2965.9 +166.2 473 3,708 +151
Sep12 120103 2981.0 2981.0 2968.5 2968.9 +166.2 350 2,497 +7
Dec12 120103 2805.5 2976.0 2805.5 2972.4 +166.2 709 14,070 +195
Mar13 120103 2880.0 2971.7 2880.0 2971.7 +166.2 7 1,156 +0
May13 120103 2970.0 2970.0 2970.0 2970.0 +166.2 0 1,078 +0
Total Volume and Open Interest 39,637 105,982 +737
Platinum(NYMEX)
Jan12 120103 1408.1 1429.3 1407.0 1427.3 +27.6 3,711 835 -2,442
Apr12 120103 1408.3 1436.5 1405.6 1432.5 +27.6 10,676 40,402 +1,547
Jul12 120103 1419.0 1437.0 1414.0 1437.0 +27.6 63 765 +26
Oct12 120103 1429.1 1440.8 1428.1 1440.8 +27.4 2 111 +2
Total Volume and Open Interest 14,452 42,114 -867
Palladium(NYMEX)
Mar12 120103 2.64 15.89 650.10 8.14 +7.35 2,284 17,576 +193
Jun12 120103 13.44 13.44 7.64 9.69 +7.45 39 473 +36
Sep12 120103 11.14 11.14 11.14 11.14 +7.45 28 138 +0
Total Volume and Open Interest 2,351 18,188 +229
Copper(CMX)
Mar12 120103 345.40 353.90 345.40 352.85 +9.25 23,309 70,688 +1,350
May12 120103 347.60 355.00 347.60 354.00 +9.25 3,249 24,887 +965
Jul12 120103 348.40 355.45 348.40 354.75 +9.25 382 6,970 +198
Sep12 120103 349.40 355.75 349.40 355.30 +9.30 17 3,388 +3
Dec12 120103 350.15 355.65 350.15 355.60 +9.30 56 3,264 -32
Total Volume and Open Interest 27,631 119,911 +2,646
DJIA Index(CBOT)
Mar12 120103 12357 12415 12325 12338 +188 203 10,053 -14
Jun12 120103 12270 12270 12082 12270 +188 0 404 +0
Sep12 120103 12207 12207 12019 12207 +188      
Dec12 120103 12130 12130 11942 12130 +188      
Total Volume and Open Interest 203 10,457 -14
E-mini DJIA Index(CBOT)
Mar12 120103 12352 12415 12322 12338 +188 60,957 90,503 +4,107
Jun12 120103 12321 12341 12270 12270 +188 0 55 +0
Sep12 120103 12207 12207 12207 12207 +188 0 9 +0
Dec12 120103 12130 12130 12130 12130 +188      
Total Volume and Open Interest 60,957 90,567 +4,107
S & P 500(CME)
Mar12 120103 1272.60 1279.80 1270.30 1272.10 +19.50 10,193 240,223 +2,149
Jun12 120103 1266.70 1271.20 1266.20 1266.70 +19.50 13 3,290 +0
Sep12 120103 1268.50 1269.00 1260.90 1261.40 +19.50 0 967 +0
Dec12 120103 1255.80 1260.30 1255.30 1255.80 +19.50 0 201 +0
Total Volume and Open Interest 10,206 244,681 +2,149
S & P 500 E-Mini(Globex)
Mar12 120103 1274.75 1280.00 1270.25 1272.00 +19.50 878,740 2,603,862 +4,943
Jun12 120103 1265.25 1274.50 1265.25 1266.75 +19.50 1,635 12,452 +1,339
Total Volume and Open Interest 880,376 2,616,446 +6,282
NASDAQ 100(CME)
Mar12 120103 2320.00 2329.00 2300.00 2316.00 +41.50 1,254 7,101 +147
Jun12 120103 2312.80 2326.00 2312.80 2312.80 +41.50      
Sep12 120103 2310.30 2311.80 2310.30 2310.30 +41.50      
Total Volume and Open Interest 1,254 7,101 +147
NASDAQ 100 E-Mini(Globex)
Mar12 120103 2312.50 2328.30 2308.00 2316.00 +41.50 100,733 253,950 -1,015
Jun12 120103 2325.50 2325.50 2312.00 2312.80 +41.50 8 33 -3
Total Volume and Open Interest 100,742 253,986 -1,017
S & P Midcap 400(CME)
Mar12 120103 886.00 898.00 885.00 885.00 +7.70 18 837 +18
Jun12 120103 883.00 884.00 883.00 883.00 +7.70      
Sep12 120103 881.00 882.00 881.00 881.00 +7.70      
Total Volume and Open Interest 18 837 +18
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 120103 8575 8600 8540 8570 +155 1,928 23,160 -96
Jun12 120103 8510 8510 8510 8510 +155 0 11 +0
Total Volume and Open Interest 1,928 23,171 -96
Nikkei 225(SGX)
Mar12 111230 8400 8460 8365 8460 +65 34,031 187,627 +1,402
Jun12 111230 8360 8380 8360 8380 +60 0 304 +0
Sep12 111230 8385 8385 8385 8385 +70 0 30 +0
Total Volume and Open Interest 34,439 198,689 +1,709
CAC 40(EURONEXT)
Jan12 120103 3232.0 3244.0 3196.0 3244.0 +21.5 29,522 245,015 +948
Feb12 120103 3227.0 3244.0 3201.5 3244.0 +21.5 33 860 +13
Mar12 120103 3235.0 3244.5 3201.0 3244.5 +20.5 557 20,796 +221
Total Volume and Open Interest 30,112 266,721 +1,182
Hang Seng Index(HKFE)
Jan12 120103 18847 18880 18730 18810 +354 39,040 81,848 +2,379
Feb12 120103 18824 18879 18737 18815 +361      
Mar12 120103 18879 18879 18677 18750 +362 214 3,429 +27
Total Volume and Open Interest 48,991 108,901 -7,479
DAX(EUREX)
Mar12 120103 6105.0 6186.0 6078.0 6173.0 +99.5 35,988 148,433 -1,348
Jun12 120103 6101.0 6193.0 6101.0 6186.0 +98.5 150 5,742 +24
Sep12 120103 6120.5 6196.0 6120.5 6196.0 +97.5 42 442 +30
Total Volume and Open Interest 36,180 154,617 -1,294
FT-SE 100(EURONEXT)
Mar12 120103 5625.00 5662.50 5572.00 5652.50 +116.50 39,464 592,634 -1,575
Jun12 120103 5540.50 5607.00 5540.50 5607.00 +116.50 0 3,721 +0
Sep12 120103 5575.50 5575.50 5575.50 5575.50 +116.50      
Total Volume and Open Interest 39,464 596,355 -1,575
SPI 200(SFE)
Mar12 120103 4080.0 4090.0 4068.0 4071.0 +52.0 13,174 189,319 -879
Jun12 120103 4082.0 4082.0 4078.0 4078.0 +54.0 44 1,927 +40
Sep12 120103 4039.0 4039.0 4039.0 4039.0 +54.0 4 1,076 +0
Total Volume and Open Interest 13,227 195,396 -844
GSCI(CME)
Jan12 120103 660.00 668.50 646.95 668.50 +21.50 128 8,693 -95
Feb12 120103 661.50 669.50 647.95 669.50 +21.50 0 100 +0
Mar12 120103 671.50 671.50 650.45 671.50 +21.00 2 0 +0
Total Volume and Open Interest 130 8,793 -95
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