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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed January 04, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 120104 1218.25 1226.00 1211.75 1221.50 +3.25 14,470 12,850 -2,746
Mar12 120104 1227.50 1235.75 1220.50 1230.00 +2.50 69,993 203,210 +920
May12 120104 1236.75 1245.25 1230.75 1239.50 +2.25 15,194 92,872 -700
Jul12 120104 1245.25 1254.00 1239.75 1248.50 +1.75 16,079 74,264 -492
Aug12 120104 1243.50 1247.00 1240.50 1243.75 +1.75 170 1,219 +68
Sep12 120104 1228.75 1235.25 1224.00 1230.50 +1.25 154 1,187 +35
Nov12 120104 1218.00 1224.50 1212.50 1219.25 +0.25 4,802 55,777 +589
Total Volume and Open Interest 121,312 459,819 -2,100
Soybean Meal(CBOT)
Jan12 120104 314.10 317.80 313.00 317.50 +1.70 6,418 6,281 -1,505
Mar12 120104 318.30 321.00 316.00 320.60 +1.40 27,684 87,194 -889
May12 120104 320.40 323.20 318.70 322.80 +1.20 3,924 31,860 +601
Jul12 120104 322.90 325.90 321.90 325.50 +1.10 2,743 31,013 +0
Aug12 120104 323.50 325.20 323.50 325.20 +1.00 226 6,014 +62
Sep12 120104 321.70 323.60 320.20 323.50 +0.80 221 5,322 -35
Oct12 120104 317.60 319.30 317.50 319.00 +0.80 145 3,373 -74
Dec12 120104 316.20 318.90 315.10 318.50 +0.90 1,016 17,560 -23
Total Volume and Open Interest 42,519 194,464 -1,848
Soybean Oil(CBOT)
Jan12 120104 52.78 52.90 52.47 52.73 -0.07 4,770 3,646 -3,873
Mar12 120104 53.02 53.26 52.71 53.03 -0.08 41,270 145,315 -2,888
May12 120104 53.39 53.61 53.08 53.40 -0.09 6,066 52,222 +317
Jul12 120104 53.68 53.90 53.37 53.69 -0.10 3,707 36,089 +462
Aug12 120104 53.75 53.90 53.54 53.76 -0.10 398 4,620 -6
Sep12 120104 53.65 53.93 53.44 53.76 -0.10 317 4,840 +5
Oct12 120104 53.55 53.70 53.36 53.61 -0.10 270 5,658 +67
Dec12 120104 53.48 53.64 53.16 53.48 -0.11 2,057 20,161 +399
Total Volume and Open Interest 58,868 273,179 -5,508
Canola(WCE)
Jan12 120104 522.0 524.8 519.6 520.6 +1.4 455 418 -463
Mar12 120104 526.5 530.8 524.9 525.6 -1.1 6,547 80,942 +614
May12 120104 530.7 534.5 528.0 528.8 -1.9 2,497 18,842 +1,326
Jul12 120104 532.0 536.5 529.3 531.2 -1.5 645 14,643 +302
Nov12 120104 508.2 516.0 507.2 510.2 -1.4 783 19,201 +432
Total Volume and Open Interest 11,069 134,911 +2,327
Corn(CBOT)
Mar12 120104 658.00 661.75 653.50 658.50 unch 90,619 497,957 -2,127
May12 120104 666.75 670.50 662.00 666.75 -0.25 17,905 191,992 +3,041
Jul12 120104 673.00 676.75 668.25 673.00 -0.75 24,682 169,386 +5,363
Sep12 120104 617.75 620.00 613.00 617.75 -0.25 3,273 43,224 +776
Dec12 120104 588.50 590.50 584.75 589.75 -0.25 16,520 189,203 +446
Mar13 120104 600.25 602.00 597.75 601.75 -0.25 1,658 36,816 +75
Total Volume and Open Interest 155,446 1,151,026 +7,700
Wheat(CBOT)
Mar12 120104 656.25 663.00 645.25 650.00 -7.00 30,937 171,362 +132
May12 120104 675.50 682.00 664.00 668.00 -8.00 6,021 68,912 -625
Jul12 120104 691.00 698.00 679.25 684.00 -7.75 8,058 76,143 +783
Sep12 120104 707.00 710.75 696.25 700.00 -7.50 2,053 16,091 +258
Dec12 120104 725.25 732.00 715.50 721.75 -5.00 3,606 45,406 +843
Total Volume and Open Interest 51,154 384,274 +1,466
Wheat(KCBT)
Mar12 120104 712.50 719.50 705.00 714.00 +1.50 10,781 65,912 +200
May12 120104 717.25 727.50 713.00 722.00 +1.25 2,489 17,764 +280
Jul12 120104 729.00 735.25 720.75 729.75 +1.00 4,724 38,230 -335
Sep12 120104 740.25 748.00 734.00 742.75 +0.75 819 6,973 +165
Dec12 120104 763.00 766.00 754.00 762.50 +1.00 954 9,540 +540
Total Volume and Open Interest 19,799 138,943 +863
Wheat(MGE)
Mar12 120104 847.00 847.00 834.25 839.00 -5.25 1,390 16,680 -128
May12 120104 828.00 834.25 827.00 830.00 +1.75 739 7,199 -181
Jul12 120104 822.00 825.50 817.50 819.25 +1.00 622 7,416 -10
Sep12 120104 798.50 807.25 796.50 798.50 -0.25 276 4,579 +5
Dec12 120104 804.25 812.00 801.00 802.50 -3.00 277 3,356 +2
Total Volume and Open Interest 3,315 39,378 -310
Oats(CBOT)
Mar12 120104 301.00 301.00 290.25 293.00 -5.50 359 10,578 +72
May12 120104 304.00 304.25 295.50 298.00 -5.25 31 1,755 +22
Jul12 120104 305.75 306.50 303.25 303.25 -3.25 1 118 -1
Sep12 120104 309.00 312.25 309.00 309.00 -3.25 0 7 +0
Total Volume and Open Interest 391 12,607 +93
Rough Rice(CBOT)
Jan12 120104 14.34 14.45 14.34 14.41 +0.01 438 942 -1,064
Mar12 120104 14.65 14.72 14.40 14.65 +0.00 1,174 12,275 -93
May12 120104 14.91 14.91 14.75 14.91 +0.01 32 1,027 +2
Jul12 120104 15.01 15.18 15.01 15.18 unch 7 610 +2
Total Volume and Open Interest 1,673 15,050 -1,139
Live Cattle(CME)
Feb12 120104 121.450 121.800 120.885 121.635 +0.085 18,578 124,024 -413
Apr12 120104 125.250 125.680 124.800 125.500 +0.215 9,856 95,564 +1,691
Jun12 120104 124.785 125.430 124.350 125.385 +0.600 5,969 63,787 +1,031
Aug12 120104 126.100 127.000 125.730 126.950 +0.550 1,440 18,146 +491
Oct12 120104 128.400 129.435 128.300 129.380 +0.395 538 9,414 +77
Dec12 120104 129.185 129.950 129.000 129.950 +0.250 120 4,612 +47
Total Volume and Open Interest 36,520 316,762 +2,138
Feeder Cattle(CME)
Jan12 120104 146.700 147.800 146.650 147.750 +1.065 995 6,558 -189
Mar12 120104 149.435 150.700 149.150 150.550 +1.115 2,158 13,682 +117
Apr12 120104 150.750 151.900 150.550 151.600 +0.775 607 3,782 -36
May12 120104 151.450 152.800 151.380 152.700 +0.950 1,286 4,728 +294
Aug12 120104 152.750 154.100 152.750 154.050 +1.065 389 4,018 +47
Sep12 120104 153.050 154.100 152.935 154.100 +0.900 65 738 +21
Oct12 120104 153.000 154.100 153.000 154.100 +0.850 11 251 +6
Total Volume and Open Interest 5,519 33,823 +268
Lean Hogs(CME)
Feb12 120104 85.800 86.000 84.580 85.180 -0.355 13,109 81,714 -220
Apr12 120104 88.580 88.980 87.150 87.750 -0.700 5,891 64,144 +1,273
May12 120104 95.330 95.500 94.050 94.950 -0.350 209 2,377 -129
Jun12 120104 96.500 96.850 95.350 95.950 -0.400 3,746 46,772 +208
Jul12 120104 96.230 96.385 95.150 95.885 -0.115 542 12,308 -1
Aug12 120104 95.300 95.580 94.535 95.230 -0.020 977 13,688 +134
Oct12 120104 84.800 85.100 84.200 84.750 -0.050 245 9,505 +66
Dec12 120104 80.500 81.035 80.250 80.700 +0.050 44 3,791 +4
Total Volume and Open Interest 24,782 235,111 +1,342
Class III Milk(CME)
Jan12 120104 17.12 17.15 16.96 17.09 -0.05 232 4,762 +36
Feb12 120104 17.70 17.70 17.35 17.40 -0.19 199 4,706 +27
Mar12 120104 17.60 17.60 17.30 17.44 -0.11 161 3,905 +81
Apr12 120104 17.41 17.41 17.28 17.39 unch 41 2,840 +32
May12 120104 17.25 17.27 17.20 17.26 +0.01 50 2,679 +29
Total Volume and Open Interest 845 29,938 -5,866
Cocoa(ICE)
Mar12 120104 2139 2141 2068 2075 -40 4,504 77,960 +827
May12 120104 2160 2160 2088 2096 -39 1,290 36,531 +192
Jul12 120104 2156 2158 2110 2116 -37 603 18,134 +357
Sep12 120104 2175 2175 2127 2134 -36 159 14,767 -40
Dec12 120104 2182 2197 2148 2153 -37 129 14,887 +58
Mar13 120104 2174 2215 2173 2173 -33 33 5,311 +27
May13 120104 2184 2184 2177 2181 -34 1 2,480 +1
Total Volume and Open Interest 6,731 170,866 +1,427
Coffee "C"(ICE)
Mar12 120104 226.00 229.15 224.40 226.70 -0.50 2,980 55,495 +446
May12 120104 229.00 231.65 227.40 229.45 -0.55 1,036 25,651 +220
Jul12 120104 232.50 234.00 230.40 232.05 -0.45 654 8,494 +171
Sep12 120104 232.45 235.70 232.30 233.65 -0.60 582 6,733 +154
Dec12 120104 236.00 237.65 235.55 235.55 -0.45 60 7,018 -23
Mar13 120104 237.35 237.35 237.35 237.35 -0.40 26 852 +5
Total Volume and Open Interest 5,341 104,733 +975
Orange Juice(ICE)
Jan12 120104 173.50 189.90 173.50 184.75 +11.25 408 1,342 -357
Mar12 120104 172.00 181.70 169.80 178.05 +4.95 950 21,253 +386
May12 120104 171.55 178.00 170.10 176.05 +3.75 41 2,070 +13
Jul12 120104 174.00 175.80 174.00 175.80 +3.25 17 904 +2
Sep12 120104 172.50 174.90 172.50 174.90 +2.85 73 206 +65
Nov12 120104 171.10 173.85 171.10 173.85 +2.75 0 14 +0
Total Volume and Open Interest 1,489 25,798 +109
Sugar #11(ICE)
Mar12 120104 24.46 24.65 24.16 24.42 -0.09 18,364 220,631 +1,001
May12 120104 23.90 24.07 23.64 23.94 -0.02 4,643 96,979 +1,565
Jul12 120104 23.40 23.57 23.28 23.55 +0.08 2,965 101,270 +508
Oct12 120104 23.53 23.73 23.39 23.72 +0.08 775 53,505 -12
Mar13 120104 24.03 24.25 23.94 24.23 +0.07 489 34,396 +178
Total Volume and Open Interest 27,684 558,955 +3,275
London Cocoa(LCE)
Mar12 120104 1358 1381 1344 1345 -20 5,185 78,654 -1,950
May12 120104 1376 1398 1364 1364 -19 543 21,904 -94
Jul12 120104 1392 1412 1380 1381 -18 207 30,100 +7
Sep12 120104 1405 1427 1393 1394 -19 301 21,299 +32
Dec12 120104 1417 1436 1407 1407 -19 111 15,892 +81
Mar13 120104 1445 1445 1416 1417 -20 183 9,796 +81
May13 120104 1431 1431 1421 1421 -16 26 2,442 -26
Total Volume and Open Interest 6,588 181,164 -1,840
London Sugar(LCE)
Mar12 120104 630.00 634.30 624.50 632.20 +2.50 255 26,228 -161
May12 120104 615.10 619.70 610.00 618.00 +2.40 105 9,388 +84
Aug12 120104 606.00 610.80 602.00 609.00 +1.70 133 11,438 +25
Oct12 120104 606.60 611.40 603.00 610.00 +3.00 44 4,096 +3
Dec12 120104 610.00 613.50 610.00 612.00 +3.50 7 1,640 +5
Total Volume and Open Interest 559 54,171 -37
Cotton(ICE)
Mar12 120104 95.80 96.48 94.75 95.92 +0.12 4,549 92,915 -351
May12 120104 95.38 96.02 94.42 95.72 +0.15 1,740 27,629 +751
Jul12 120104 94.99 95.77 93.94 95.67 +0.51 740 21,722 -9
Oct12 120104 94.67 94.67 94.67 94.67 +0.61 0 87 +0
Dec12 120104 90.94 91.95 90.70 91.69 +0.74 95 8,472 +22
Mar13 120104 92.39 92.39 92.39 92.39 +0.73 0 447 +0
Total Volume and Open Interest 7,124 152,144 +413
Lumber(CME)
Jan12 120104 251.0 251.0 244.0 244.3 -6.7 125 927 -23
Mar12 120104 262.7 264.0 254.0 254.6 -8.7 243 5,053 -16
May12 120104 277.2 277.2 271.1 271.2 -9.9 84 1,844 -12
Jul12 120104 285.6 285.6 281.5 281.5 -6.4 11 598 +6
Total Volume and Open Interest 463 8,675 -45
Crude Oil(NYM)
Feb12 120104 102.99 103.74 101.88 103.22 +0.26 154,064 227,132 -10,334
Mar12 120104 103.19 103.88 102.06 103.40 +0.26 51,991 173,841 +7,859
Apr12 120104 103.30 104.08 102.25 103.60 +0.28 23,871 86,356 +2,897
May12 120104 103.27 104.18 102.52 103.78 +0.36 14,347 80,605 -476
Jun12 120104 103.21 104.19 102.36 103.82 +0.47 19,093 98,897 +2,081
Jul12 120104 102.91 103.90 102.30 103.71 +0.56 5,995 39,116 +272
Aug12 120104 102.40 103.66 102.20 103.47 +0.65 3,576 30,302 +362
Sep12 120104 101.77 103.13 101.65 103.13 +0.72 6,165 32,819 +402
Oct12 120104 102.76 102.76 102.76 102.76 +0.77 2,816 29,754 +143
Nov12 120104 101.67 102.43 101.67 102.43 +0.81 2,257 31,847 +165
Dec12 120104 101.04 102.40 100.50 102.16 +0.87 16,845 168,371 -428
Jan13 120104 101.13 101.78 100.90 101.78 +0.91 1,220 31,049 -9
Feb13 120104 101.41 101.41 101.41 101.41 +0.94 792 13,508 -47
Mar13 120104 100.00 101.05 100.00 101.05 +0.98 238 13,778 -4
Apr13 120104 100.72 100.72 100.72 100.72 +1.02 149 6,009 +1
May13 120104 100.40 100.40 100.40 100.40 +1.05 228 6,413 +64
Total Volume and Open Interest 313,927 1,328,317 +4,237
e-miNY Crude Oil(NYM)
Jan12 111219 93.625 94.400 92.575 93.875 +0.350 8,502 1,304 -454
Feb12 120104 103.000 103.725 101.875 103.225 +0.275 4,861 1,182 -140
Mar12 120104 103.200 103.875 102.200 103.400 +0.250 172 467 -1
Apr12 120104 103.600 103.600 102.600 103.600 +0.275 14 193 +5
May12 120104 103.200 103.775 103.150 103.775 +0.350 7 36 +4
Jun12 120104 103.900 103.900 103.000 103.825 +0.475 0 21 +0
Jul12 120104 103.700 103.700 102.950 103.700 +0.550 0 4 +0
Aug12 120104 103.475 103.475 103.475 103.475 +0.650 0 5 +0
Sep12 120104 103.125 103.125 103.125 103.125 +0.725      
Oct12 120104 103.000 103.000 102.750 102.750 +0.750 0 9 +0
Total Volume and Open Interest 5,054 2,136 -132
Heating Oil(NYM)
Feb12 120104 304.22 310.11 302.30 308.99 +5.17 45,294 84,457 -2,360
Mar12 120104 303.57 309.38 301.88 308.28 +5.40 12,274 54,233 +118
Apr12 120104 301.29 307.17 300.33 306.48 +5.54 5,489 25,493 +469
May12 120104 300.20 304.41 300.20 304.39 +5.70 4,476 19,698 +176
Jun12 120104 297.60 303.74 296.33 302.75 +5.99 7,103 36,058 +1,081
Jul12 120104 296.32 302.28 296.22 302.24 +6.17 1,371 10,245 +561
Aug12 120104 301.10 302.28 301.10 302.28 +6.33 234 4,295 +52
Sep12 120104 300.30 303.75 300.30 302.82 +6.43 249 7,587 +108
Oct12 120104 302.50 303.54 302.50 303.54 +6.38 88 3,052 +0
Nov12 120104 301.01 304.30 301.01 304.30 +6.33 76 2,195 -2
Dec12 120104 299.78 304.75 299.78 304.73 +6.28 553 16,563 -83
Jan13 120104 304.95 304.95 304.95 304.95 +6.30 26 2,903 +14
Total Volume and Open Interest 77,242 267,714 -5,698
Gasoline(NYMEX)
Feb12 120104 275.65 278.91 272.83 278.52 +3.66 36,610 81,605 +1,548
Mar12 120104 275.54 279.82 273.65 279.49 +4.15 13,312 47,047 +1,070
Apr12 120104 287.05 292.20 285.60 291.94 +5.11 8,100 34,237 +676
May12 120104 285.90 291.76 285.20 291.49 +5.14 4,468 26,964 +755
Jun12 120104 284.19 289.57 283.45 289.30 +5.16 4,004 30,138 +535
Jul12 120104 282.19 286.66 281.66 286.66 +5.24 1,019 11,920 +269
Aug12 120104 280.84 283.91 280.60 283.91 +5.35 670 10,115 -28
Sep12 120104 276.01 280.88 276.01 280.88 +5.49 572 8,080 +293
Oct12 120104 262.07 267.97 262.07 267.72 +5.35 653 5,901 +387
Nov12 120104 261.32 264.65 261.16 264.65 +5.30 41 2,566 +2
Total Volume and Open Interest 70,289 276,613 +1,895
e-miNY RBOB Gasoline(NYM)
Feb12 120104 278.50 278.50 274.50 278.50 +3.60 0 1 +0
Mar12 120104 279.50 279.50 279.49 279.50 +4.20      
Apr12 120104 291.90 291.94 291.90 291.90 +5.10      
May12 120104 291.50 291.50 291.49 291.50 +5.10      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb12 120104 2.978 3.123 2.975 3.096 +0.103 60,189 180,477 -6,647
Mar12 120104 3.010 3.152 3.006 3.127 +0.105 26,787 236,422 +3,671
Apr12 120104 3.069 3.210 3.069 3.185 +0.101 21,337 123,799 +1,178
May12 120104 3.165 3.259 3.127 3.238 +0.100 9,962 70,414 +539
Jun12 120104 3.215 3.310 3.181 3.289 +0.100 4,093 28,841 +36
Jul12 120104 3.238 3.366 3.238 3.346 +0.097 3,234 25,490 +344
Aug12 120104 3.290 3.395 3.277 3.376 +0.096 2,907 15,261 -250
Sep12 120104 3.315 3.401 3.279 3.382 +0.095 3,635 27,654 +729
Oct12 120104 3.339 3.438 3.318 3.418 +0.092 9,308 76,044 +1,060
Nov12 120104 3.515 3.575 3.500 3.559 +0.082 3,553 29,874 +1,160
Dec12 120104 3.785 3.843 3.741 3.825 +0.074 3,237 25,541 +373
Jan13 120104 3.899 3.971 3.869 3.953 +0.075 3,898 44,292 +1,364
Feb13 120104 3.910 3.968 3.870 3.954 +0.075 670 7,873 +297
Mar13 120104 3.883 3.936 3.871 3.930 +0.071 585 20,054 +90
Apr13 120104 3.826 3.887 3.805 3.874 +0.064 457 26,694 -10
May13 120104 3.858 3.900 3.837 3.893 +0.063 41 3,812 +4
Total Volume and Open Interest 156,143 1,011,388 +4,652
Brent Crude Oil(ICE)
Feb12 120104 112.10 113.97 111.27 113.70 +1.57 93,574 146,666 -5,915
Mar12 120104 111.50 113.55 110.84 113.31 +1.78 52,765 183,455 +11,898
Apr12 120104 111.04 113.22 110.49 113.00 +1.91 19,869 47,309 +3,018
May12 120104 110.65 112.89 110.12 112.66 +1.97 7,800 30,600 +1,516
Jun12 120104 109.95 112.49 109.70 112.25 +2.00 11,503 75,670 +875
Jul12 120104 109.44 112.08 109.29 111.84 +2.03 3,547 24,694 +1,103
Aug12 120104 108.99 111.66 108.88 111.42 +2.06 2,898 30,688 +1,548
Sep12 120104 108.38 111.16 108.38 110.93 +2.09 2,025 37,940 +93
Oct12 120104 108.01 110.70 108.00 110.49 +2.13 1,760 17,881 -30
Nov12 120104 110.07 110.07 110.07 110.07 +2.15 1,308 16,328 -235
Dec12 120104 107.00 109.75 106.99 109.62 +2.18 6,998 98,857 +545
Jan13 120104 109.18 109.18 109.18 109.18 +2.20 215 12,014 +12
Feb13 120104 108.73 108.73 108.73 108.73 +2.22 144 7,365 +59
Mar13 120104 108.27 108.27 108.27 108.27 +2.23 120 3,951 +4
Total Volume and Open Interest 208,407 885,804 +14,051
Gas Oil(ICE)
Jan12 120104 964.00 975.00 953.50 964.75 +11.25 22,984 74,637 -3,385
Feb12 120104 958.00 972.50 949.25 961.25 +14.50 36,954 100,223 +2,691
Mar12 120104 951.00 968.00 944.75 956.75 +17.00 14,793 49,787 +484
Apr12 120104 944.50 963.75 940.00 952.50 +18.75 8,565 31,171 +239
May12 120104 936.50 959.75 936.50 948.50 +19.75 5,698 29,336 -621
Jun12 120104 934.00 957.00 932.25 945.75 +20.50 5,984 34,029 -792
Jul12 120104 933.00 954.00 932.25 944.50 +20.75 1,138 17,802 +237
Aug12 120104 932.00 952.50 931.25 943.50 +21.00 860 15,795 +223
Sep12 120104 931.00 954.50 930.50 942.75 +21.00 1,095 14,974 +139
Oct12 120104 930.25 953.00 930.25 941.25 +20.75 1,076 10,827 +117
Total Volume and Open Interest 102,241 457,847 -479
Ethanol(CBOT)
Jan12 120104 2.235 2.257 2.220 2.228 -0.012 47 102 -23
Feb12 120104 2.275 2.275 2.245 2.255 -0.012 131 1,065 -70
Mar12 120104 2.298 2.298 2.267 2.276 -0.013 87 1,557 +17
Apr12 120104 2.310 2.310 2.290 2.292 -0.013 63 767 +5
May12 120104 2.318 2.336 2.317 2.330 +0.002 307 1,031 -5
Jun12 120104 2.336 2.355 2.334 2.353 +0.007 81 777 +43
Jul12 120104 2.360 2.364 2.345 2.353 -0.002 129 1,152 +72
Aug12 120104 2.350 2.358 2.342 2.355 +0.002 39 906 +26
Total Volume and Open Interest 1,024 9,973 +112
WTI Crude Oil(ICE)
Feb12 120104 102.89 103.72 101.88 103.22 +0.26 26,216 63,813 +2,115
Mar12 120104 102.98 103.88 102.07 103.40 +0.26 12,157 35,347 +1,154
Apr12 120104 103.14 104.00 102.34 103.60 +0.28 6,883 22,831 +71
May12 120104 102.64 103.98 102.49 103.78 +0.36 5,051 25,436 +560
Jun12 120104 103.08 104.11 102.39 103.82 +0.47 6,077 48,189 -828
Jul12 120104 102.48 103.74 102.48 103.71 +0.56 1,774 9,114 -132
Aug12 120104 102.30 103.48 102.30 103.47 +0.65 1,033 7,985 +12
Sep12 120104 101.80 103.13 101.80 103.13 +0.72 1,115 12,949 +21
Oct12 120104 101.54 102.76 101.54 102.76 +0.77 582 5,482 -78
Nov12 120104 102.43 102.43 102.43 102.43 +0.81 457 4,503 +32
Dec12 120104 101.10 102.39 100.57 102.16 +0.87 4,187 58,943 +265
Jan13 120104 101.78 101.78 101.78 101.78 +0.91 317 3,300 +116
Feb13 120104 101.41 101.41 101.41 101.41 +0.94 3 1,011 -1
Mar13 120104 101.05 101.05 101.05 101.05 +0.98 0 1,617 +0
Apr13 120104 100.72 100.72 100.72 100.72 +1.02 0 393 +0
May13 120104 100.40 100.40 100.40 100.40 +1.05 0 574 +0
Total Volume and Open Interest 67,534 387,593 +3,463
US Dollar Index(ICE)
Mar12 120104 79.970 80.640 79.845 80.425 +0.513 12,439 67,054 -1,439
Jun12 120104 80.305 81.065 80.305 80.920 +0.507 1 508 +1
Sep12 120104 81.520 81.520 81.520 81.520 +0.507      
Total Volume and Open Interest 12,440 67,562 -1,438
Australian Dollar(CME)
Mar12 120104 102.84 103.00 102.20 102.82 -0.17 54,166 113,526 +4,570
Jun12 120104 101.44 102.10 101.44 101.92 -0.18 3 25 +1
Sep12 120104 101.12 101.32 101.12 101.12 -0.20 0 110 +0
Total Volume and Open Interest 54,169 113,669 +4,571
British Pound(CME)
Mar12 120104 156.34 156.43 155.68 156.00 -0.38 55,567 202,194 -4,387
Jun12 120104 155.74 156.23 155.54 155.85 -0.38 7 50 +4
Sep12 120104 155.68 156.06 155.68 155.68 -0.38 0 3 +0
Total Volume and Open Interest 55,574 202,249 -4,383
Canadian Dollar(CME)
Mar12 120104 98.68 98.75 98.24 98.54 -0.29 34,764 114,230 +123
Jun12 120104 98.35 98.66 98.15 98.36 -0.30 122 2,668 +15
Sep12 120104 98.20 98.52 98.20 98.23 -0.29 24 1,498 +10
Dec12 120104 98.15 98.42 98.13 98.13 -0.29 0 345 +0
Total Volume and Open Interest 34,910 118,756 +148
Japanese Yen(CME)
Mar12 120104 130.49 130.67 130.28 130.43 -0.13 89,463 158,058 +19,029
Jun12 120104 130.80 130.84 130.67 130.67 -0.17 46 295 -7
Sep12 120104 130.96 131.15 130.96 130.96 -0.19 0 9 +0
Total Volume and Open Interest 89,509 158,363 +19,022
Swiss Franc(CME)
Mar12 120104 107.44 107.47 105.96 106.26 -1.19 16,749 37,420 -627
Jun12 120104 107.48 107.72 106.52 106.52 -1.20 0 8 +0
Sep12 120104 106.90 108.05 106.83 106.83 -1.22 0 4 +0
Total Volume and Open Interest 16,749 37,433 -627
EuroFX(CME)
Mar12 120104 130.59 130.63 129.04 129.44 -1.19 115,573 282,768 +2,493
Jun12 120104 130.71 130.78 129.22 129.59 -1.19 67 1,729 -5
Sep12 120104 129.63 130.98 129.63 129.78 -1.20 2 27 +0
Total Volume and Open Interest 115,642 284,542 +2,488
Mexican Peso(CME)
Jan12 120104 730.5 732.0 730.5 730.5 -1.5 0 95 +0
Feb12 120104 728.5 730.0 728.5 728.5 -1.5 0 4,000 +0
Total Volume and Open Interest 14,473 119,376 +3,175
Brazilian Real(CME)
Feb12 120104 544.35 545.30 544.35 544.35 +2.20 10 557 +10
Mar12 120104 542.00 542.40 542.00 542.00 +3.00 0 3,669 +0
Apr12 120104 538.85 538.85 538.85 538.85 +2.75      
May12 120104 535.70 535.70 535.70 535.70 +2.55      
Total Volume and Open Interest 10 17,842 -10,613
30-Year T-Bonds(CBOT)
Mar12 120104 143~100 143~220 142~030 142~130 -0~220 101,943 591,272 -990
Jun12 120104 141~300 141~300 140~260 140~310 -0~220 32 180 -11
Sep12 120104 139~170 140~070 139~170 139~170 -0~220      
Total Volume and Open Interest 101,975 591,452 -1,001
10-Year T-Notes(CBOT)
Mar12 120104 130~195 130~235 130~080 130~125 -0~050 298,765 1,493,115 +5,068
Jun12 120104 130~025 130~060 130~000 130~010 -0~050 4 77 +2
Sep12 120104 129~060 129~110 129~060 129~060 -0~050      
Total Volume and Open Interest 298,769 1,493,192 +5,070
5-Year T-Notes(CBOT)
Mar12 120104 123~011 123~020 123~000 123~008 +0~001 210,342 1,235,196 +28,931
Jun12 120104 123~011 123~011 122~090 122~107 +0~017      
Sep12 120104 122~003 122~003 121~114 122~003 +0~017      
Total Volume and Open Interest 210,342 1,235,196 -4,276
2 Year T-Notes(CBOT)
Mar12 120104 110~031 110~033 110~029 110~031 unch 100,086 690,619 +10,297
Jun12 120104 110~005 110~005 110~003 110~005 +0~002      
Sep12 120104 109~071 109~071 109~069 109~071 +0~002      
Total Volume and Open Interest 100,086 690,619 -320
Eurodollars(CME)
Mar12 120104 99.350 99.375 99.350 99.370 +0.015 95,956 957,851 +2,911
Jun12 120104 99.280 99.315 99.280 99.295 +0.015 88,861 983,073 +2,638
Sep12 120104 99.250 99.280 99.245 99.265 +0.015 86,612 745,583 -2,295
Dec12 120104 99.230 99.260 99.225 99.245 +0.015 83,800 727,727 -56
Mar13 120104 99.235 99.260 99.230 99.250 +0.015 74,850 765,040 +452
Jun13 120104 99.230 99.250 99.215 99.240 +0.015 62,047 578,596 -162
Sep13 120104 99.190 99.215 99.185 99.210 +0.015 50,368 486,140 +4,446
Dec13 120104 99.125 99.155 99.125 99.145 +0.010 53,348 458,345 +3,790
Mar14 120104 99.040 99.065 99.035 99.055 +0.010 40,809 385,453 +5,962
Jun14 120104 98.900 98.935 98.900 98.920 +0.010 39,032 320,441 +4,278
Sep14 120104 98.740 98.780 98.740 98.765 +0.010 22,855 206,916 +2,808
Dec14 120104 98.580 98.620 98.575 98.595 +0.005 20,547 183,603 -432
Mar15 120104 98.425 98.475 98.425 98.450 +0.005 12,394 151,612 -895
Jun15 120104 6.525 0.016 6.525 6.545 +0.005 12,373 108,967 -1,436
Sep15 120104 6.360 6.415 6.360 6.385 +0.005 9,169 70,296 -604
Dec15 120104 6.190 6.245 6.185 6.210 unch 8,078 58,855 -907
Mar16 120104 6.055 6.105 6.045 6.070 unch 5,891 51,661 +238
Jun16 120104 5.920 5.975 5.905 5.930 -0.005 5,023 38,213 +581
Total Volume and Open Interest 804,607 7,500,864 +28,214
30 Day Federal Funds(CBOT)
Jan12 120104 99.925 99.927 99.923 99.925 +0.003 3,738 68,360 -913
Feb12 120104 99.915 99.920 99.915 99.915 unch 761 55,176 -317
Mar12 120104 99.915 99.920 99.915 99.915 unch 1,805 34,835 +178
Apr12 120104 99.915 99.915 99.905 99.905 unch 1,011 36,495 -308
May12 120104 99.905 99.905 99.900 99.900 unch 1,761 43,615 +229
Jun12 120104 99.900 99.900 99.895 99.895 unch 1,764 30,120 +515
Total Volume and Open Interest 40,340 569,452 -2,135
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 120104 99.655 99.655 99.655 99.655 unch 0 40 +0
Jun12 120104 99.658 99.658 99.658 99.658 unch      
Sep12 120104 99.652 99.652 99.652 99.652 unch      
Dec12 120104 99.658 99.658 99.658 99.658 unch      
Mar13 120104 99.650 99.650 99.650 99.650 unch      
Jun13 120104 99.620 99.620 99.620 99.620 unch      
Sep13 120104 99.620 99.620 99.620 99.620 unch      
Dec13 120104 99.535 99.535 99.535 99.535 unch      
Mar14 120104 99.395 99.395 99.395 99.395 unch      
Jun14 120104 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest 0 40 +0
3-Mth Euro-Yen(SGX)
Mar12 120104 99.65 99.65 99.65 99.65 unch 400 1,949 -400
Jun12 120104 99.66 99.66 99.66 99.66 unch 0 1,440 +0
Sep12 120104 99.65 99.65 99.65 99.65 unch 0 711 +0
Dec12 120104 99.66 99.66 99.66 99.66 unch 0 115 +0
Mar13 120104 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 120104 99.62 99.62 99.62 99.62 unch 0 208 +0
Sep13 120104 99.62 99.62 99.62 99.62 unch 0 325 +0
Dec13 120104 99.54 99.54 99.54 99.54 unch 0 3 +0
Total Volume and Open Interest 400 4,882 -400
Japanese Gov't Bonds(SGX)
Mar12 120104 142.62 142.69 142.25 142.38 -0.13 1,031 20,536 +311
Jun12 120104 140.09 140.09 140.09 140.09 -0.31 0 2 +0
Sep12 120104 139.85 139.85 138.00 138.00 -0.31 0 2 +0
Total Volume and Open Interest 1,031 20,544 +311
Euro-Bund(EUREX)
Mar12 120104 138.20 138.48 137.77 138.09 -0.20 91,298 857,931 +1,610
Jun12 120104 136.96 136.96 136.28 136.39 -0.20 27 194 +8
Sep12 120104 136.39 136.39 136.39 136.39 -0.20      
Total Volume and Open Interest 91,325 858,125 +1,618
Euro-Bobl(EUREX)
Mar12 120104 124.80 124.91 124.62 124.73 -0.10 65,375 658,725 -3,237
Jun12 120104 123.13 123.13 123.13 123.13 -0.10      
Sep12 120104 123.13 123.13 123.13 123.13 -0.10      
Total Volume and Open Interest 65,375 658,725 -3,237
3-Mth Euribor(EUREX)
Mar12 120104 98.940 98.940 98.940 98.940 +0.025 0 1,260 +0
Jun12 120104 99.050 99.055 99.050 99.055 +0.005 0 1,425 +0
Sep12 120104 99.095 99.095 99.095 99.095 unch 0 944 +0
Total Volume and Open Interest 2 5,856 -2
Long Gilt(LIFFE)
Mar12 120104 116~13 116~21 116~01 116~10 -0~05 23,524 294,463 -680
Jun12 120104 115~20 115~20 115~20 115~20 -0~25      
Total Volume and Open Interest 23,524 294,463 +0
3-Mth Short Sterling(LIFFE)
Mar12 120104 98.86 98.87 98.85 98.85 -0.01 8,555 283,409 -2,407
Jun12 120104 98.87 98.88 98.85 98.86 -0.01 10,351 213,908 -812
Sep12 120104 98.88 98.90 98.86 98.88 -0.01 10,093 256,959 -1,348
Dec12 120104 98.88 98.91 98.86 98.88 -0.02 10,880 212,387 -2,341
Mar13 120104 98.90 98.93 98.87 98.89 -0.02 7,503 219,381 -2,965
Jun13 120104 98.87 98.91 98.85 98.87 -0.01 12,519 192,329 -2,543
Total Volume and Open Interest 80,791 1,779,299 -15,249
3-Mth Euribor(LIFFE)
Mar12 120104 98.915 98.945 98.910 98.940 +0.025 36,615 485,116 +0
Jun12 120104 99.050 99.070 99.040 99.055 +0.005 33,757 405,745 +0
Sep12 120104 99.085 99.105 99.080 99.095 unch 35,825 415,658 +0
Total Volume and Open Interest 185,748 3,003,823 +0
3-Mth Aus T-Bills(SFE)
Mar12 120104 95.95 95.98 95.90 95.93 -0.03 14,549 228,868 +3,416
Jun12 120104 96.20 96.21 96.14 96.21 +0.01 11,273 164,576 +2,389
Sep12 120104 96.26 96.28 96.20 96.27 +0.01 7,318 115,668 +1,447
Dec12 120104 96.17 96.21 96.12 96.20 +0.02 3,218 69,937 +1,228
Mar13 120104 96.07 96.11 96.03 96.10 +0.03 1,319 50,328 -90
Jun13 120104 95.96 96.02 95.92 96.00 +0.04 966 46,610 +590
Sep13 120104 95.85 95.93 95.84 95.92 +0.06 529 26,466 +240
Dec13 120104 95.75 95.85 95.74 95.84 +0.09 162 16,964 -200
Mar14 120104 95.67 95.77 95.67 95.75 +0.10 0 1,356 +0
Jun14 120104 95.58 95.68 95.58 95.66 +0.11 0 86 +0
Total Volume and Open Interest 39,334 720,983 +9,020
10-Year Aus T-Bonds(SFE)
Mar12 120104 96.11 96.17 96.10 96.15 +0.04 21,647 337,204 +5,203
Jun12 120104 96.15 96.15 96.15 96.15 +0.04      
Total Volume and Open Interest 21,647 337,204 +5,203
3-Year Aus T-Bonds(SFE)
Mar12 120104 96.75 96.81 96.73 96.78 +0.01 59,247 368,967 -1,475
Jun12 120104 96.78 96.78 96.78 96.78 +0.01      
Total Volume and Open Interest 59,247 368,967 -1,475
Gold(CMX)
Feb12 120104 1604.9 1619.8 1593.8 1612.7 +12.2 94,315 235,889 -4,408
Apr12 120104 1610.9 1621.9 1597.6 1615.6 +12.4 5,044 43,898 +2,240
Jun12 120104 1612.4 1625.0 1600.0 1618.2 +12.6 1,736 28,344 -567
Aug12 120104 1607.0 1624.5 1602.5 1620.4 +12.6 1,092 13,887 +148
Oct12 120104 1610.1 1627.8 1604.2 1622.7 +12.7 1,399 11,135 +758
Dec12 120104 1616.1 1630.9 1610.8 1625.1 +12.9 1,644 24,794 -247
Feb13 120104 1615.0 1629.5 1615.0 1627.4 +12.7 73 3,028 +5
Apr13 120104 1630.1 1630.1 1630.1 1630.1 +12.7 0 1,371 +0
Jun13 120104 1633.4 1633.4 1633.4 1633.4 +12.9 0 10,379 +0
Aug13 120104 1636.6 1636.6 1636.6 1636.6 +12.9 0 45 +0
Oct13 120104 1640.1 1640.1 1640.1 1640.1 +12.9      
Dec13 120104 1643.7 1643.7 1643.7 1643.7 +12.9 3 10,642 +0
Total Volume and Open Interest 105,615 419,171 -2,908
Silver(CMX)
Mar12 120104 2969.0 2972.5 2890.0 2909.7 -47.5 24,891 59,262 -303
May12 120104 2951.0 2953.0 2901.0 2914.1 -48.1 328 9,136 +127
Jul12 120104 2923.5 2949.0 2911.0 2917.4 -48.5 104 3,684 -24
Sep12 120104 2919.9 2945.0 2919.9 2919.9 -49.0 15 2,494 -3
Dec12 120104 2978.5 2982.0 2921.5 2923.0 -49.4 165 14,141 +71
Mar13 120104 2922.2 2922.2 2922.2 2922.2 -49.5 0 1,156 +0
May13 120104 2920.3 2920.3 2920.3 2920.3 -49.7 0 1,078 +0
Total Volume and Open Interest 25,819 105,669 -313
Platinum(NYMEX)
Jan12 120104 1422.6 1424.7 1415.6 1423.1 -4.2 752 534 -301
Apr12 120104 1432.5 1436.5 1419.0 1426.3 -6.2 6,894 40,531 +129
Jul12 120104 1429.7 1432.2 1423.9 1430.7 -6.3 34 779 +14
Oct12 120104 1434.5 1434.5 1434.5 1434.5 -6.3 1 110 -1
Total Volume and Open Interest 7,681 41,955 -159
Palladium(NYMEX)
Mar12 120104 7.54 9.14 645.80 653.55 +645.41 3,727 17,192 -384
Jun12 120104 654.80 654.80 654.80 654.80 +645.11 12 485 +12
Sep12 120104 0.89 0.89 0.89 0.89 -10.25 0 138 +0
Total Volume and Open Interest 3,739 17,815 -373
Copper(CMX)
Mar12 120104 352.10 352.45 342.00 343.45 -9.40 20,608 71,061 +373
May12 120104 352.60 353.35 343.60 344.60 -9.40 1,987 24,982 +95
Jul12 120104 352.00 352.00 344.55 345.40 -9.35 1,398 7,096 +126
Sep12 120104 346.65 346.65 345.35 346.00 -9.30 923 3,795 +407
Dec12 120104 346.45 346.45 346.45 346.45 -9.15 478 3,232 -32
Total Volume and Open Interest 25,955 120,988 +1,077
DJIA Index(CBOT)
Mar12 120104 12341 12362 12280 12356 +18 230 10,135 +82
Jun12 120104 12220 12288 12220 12288 +18 0 404 +0
Sep12 120104 12225 12225 12207 12225 +18      
Dec12 120104 12148 12148 12130 12148 +18      
Total Volume and Open Interest 230 10,539 +82
E-mini DJIA Index(CBOT)
Mar12 120104 12336 12366 12273 12356 +18 45,348 89,784 -719
Jun12 120104 12256 12288 12244 12288 +18 8 55 +0
Sep12 120104 12225 12225 12225 12225 +18 0 9 +0
Dec12 120104 12148 12148 12148 12148 +18      
Total Volume and Open Interest 45,356 89,848 -719
S & P 500(CME)
Mar12 120104 1271.90 1274.60 1263.00 1273.00 +0.90 10,962 238,620 -1,603
Jun12 120104 1267.60 1267.70 1257.70 1267.60 +0.90 0 3,290 +0
Sep12 120104 1262.30 1262.40 1252.40 1262.30 +0.90 0 967 +0
Dec12 120104 1256.70 1256.80 1246.80 1256.70 +0.90 0 201 +0
Total Volume and Open Interest 10,962 243,078 -1,603
S & P 500 E-Mini(Globex)
Mar12 120104 1272.00 1273.75 1262.75 1273.00 +1.00 692,364 2,609,084 +5,222
Jun12 120104 1267.75 1268.25 1257.25 1267.50 +0.75 296 12,490 +38
Total Volume and Open Interest 692,660 2,621,706 +5,260
NASDAQ 100(CME)
Mar12 120104 2315.50 2331.00 2303.00 2328.80 +12.80 651 7,496 +395
Jun12 120104 2325.50 2325.50 2308.00 2325.50 +12.70      
Sep12 120104 2323.00 2323.00 2321.30 2323.00 +12.70      
Total Volume and Open Interest 651 7,496 +395
NASDAQ 100 E-Mini(Globex)
Mar12 120104 2316.30 2329.50 2302.50 2328.80 +12.80 69,032 255,464 +1,514
Jun12 120104 2312.80 2325.50 2312.80 2325.50 +12.70 4 34 +1
Total Volume and Open Interest 69,036 255,501 +1,515
S & P Midcap 400(CME)
Mar12 120104 884.10 885.50 875.00 884.10 -0.90 22 840 +3
Jun12 120104 882.10 882.10 880.80 882.10 -0.90      
Sep12 120104 880.10 880.10 878.80 880.10 -0.90      
Total Volume and Open Interest 22 840 +3
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 120104 8570 8590 8505 8530 -40 1,624 23,324 +164
Jun12 120104 8470 8510 8470 8470 -40 22 25 +14
Total Volume and Open Interest 1,646 23,349 +178
Nikkei 225(SGX)
Mar12 120104 8570 8590 8525 8525 +65 52,036 193,598 +5,971
Jun12 120104 8500 8500 8450 8450 +70 19 312 +8
Sep12 120104 8450 8450 8450 8450 +65 0 30 +0
Total Volume and Open Interest 52,092 204,681 +5,992
CAC 40(EURONEXT)
Jan12 120104 3229.0 3245.0 3186.5 3193.5 -50.5 29,522 245,015 +0
Feb12 120104 3242.0 3243.0 3191.5 3194.0 -50.0 33 860 +0
Mar12 120104 3229.0 3242.0 3191.5 3193.5 -51.0 557 20,796 +0
Total Volume and Open Interest 30,112 266,721 +0
Hang Seng Index(HKFE)
Jan12 120104 18865 18919 18695 18771 -39 31,124 81,195 -653
Feb12 120104 18883 18919 18706 18776 -39 248 159 +159
Mar12 120104 18820 18856 18658 18717 -33 129 3,425 -4
Total Volume and Open Interest 31,548 86,409 -22,492
DAX(EUREX)
Mar12 120104 6133.5 6170.0 6092.5 6122.5 -50.5 55,734 152,752 +4,319
Jun12 120104 6154.0 6175.5 6110.0 6135.0 -51.0 266 5,607 -135
Sep12 120104 6179.5 6179.5 6126.0 6145.0 -51.0 14 446 +4
Total Volume and Open Interest 56,014 158,805 +4,188
FT-SE 100(EURONEXT)
Mar12 120104 5649.00 5681.00 5605.50 5631.50 -21.00 23,772 591,104 -1,530
Jun12 120104 5603.50 5603.50 5586.00 5586.00 -21.00 0 3,721 +0
Sep12 120104 5555.00 5555.00 5555.00 5555.00 -20.50      
Total Volume and Open Interest 23,772 594,825 -1,530
SPI 200(SFE)
Mar12 120104 4076.0 4185.0 4051.0 4160.0 +89.0 11,079 189,203 -116
Jun12 120104 4168.0 4168.0 4168.0 4168.0 +90.0 50 1,937 +10
Sep12 120104 4129.0 4129.0 4129.0 4129.0 +90.0 0 1,076 +0
Total Volume and Open Interest 11,129 195,290 -106
GSCI(CME)
Jan12 120104 667.00 669.75 667.00 669.50 +1.00 404 8,583 -110
Feb12 120104 670.50 670.50 670.50 670.50 +1.00 0 100 +0
Mar12 120104 672.50 672.50 672.50 672.50 +1.00 2 0 +0
Total Volume and Open Interest 406 8,683 -110
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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