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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 January 05, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 120105 1221.50 1224.50 1200.00 1201.25 -20.25 13,078 9,750 -3,100
Mar12 120105 1230.00 1233.75 1206.00 1209.00 -21.00 95,517 203,181 -29
May12 120105 1239.50 1242.50 1216.50 1218.75 -20.75 17,973 92,472 -400
Jul12 120105 1248.50 1251.50 1225.50 1227.50 -21.00 18,878 76,129 +1,865
Aug12 120105 1230.75 1242.50 1222.00 1222.75 -21.00 579 1,237 +18
Sep12 120105 1232.25 1232.25 1212.25 1212.50 -18.00 1,260 1,491 +304
Nov12 120105 1218.25 1222.00 1201.25 1204.00 -15.25 15,175 57,094 +1,317
Total Volume and Open Interest 164,073 460,650 +831
Soybean Meal(CBOT)
Jan12 120105 316.80 316.80 310.30 310.30 -7.20 5,118 4,977 -1,304
Mar12 120105 320.30 320.80 312.50 313.20 -7.40 47,598 89,406 +2,212
May12 120105 322.80 323.00 315.80 315.80 -7.00 8,699 31,494 -366
Jul12 120105 325.50 325.50 318.60 318.60 -6.90 5,791 31,278 +265
Aug12 120105 325.00 325.20 317.00 318.20 -7.00 977 6,186 +172
Sep12 120105 323.10 323.50 316.90 316.90 -6.60 1,021 5,395 +73
Oct12 120105 316.00 319.00 312.60 312.60 -6.40 280 3,390 +17
Dec12 120105 317.60 318.50 312.20 312.20 -6.30 2,972 17,387 -173
Total Volume and Open Interest 72,530 195,357 +893
Soybean Oil(CBOT)
Jan12 120105 52.77 52.77 51.77 51.77 -0.96 5,220 2,675 -971
Mar12 120105 53.00 53.13 52.03 52.06 -0.97 54,145 146,272 +957
May12 120105 53.37 53.47 52.42 52.42 -0.98 10,896 53,094 +872
Jul12 120105 53.63 53.76 52.72 52.73 -0.96 6,289 34,838 -1,251
Aug12 120105 53.70 53.70 52.79 52.79 -0.97 484 4,676 +56
Sep12 120105 53.74 53.75 52.82 52.82 -0.94 776 4,955 +115
Oct12 120105 53.01 53.61 52.67 52.67 -0.94 75 5,651 -7
Dec12 120105 53.35 53.47 52.55 52.61 -0.87 2,385 20,603 +442
Total Volume and Open Interest 80,465 273,454 +275
Canola(WCE)
Jan12 120105 523.0 523.0 518.0 518.0 -2.6 518 309 -109
Mar12 120105 526.0 528.0 522.2 523.6 -2.0 9,317 81,447 +505
May12 120105 528.5 530.0 524.6 528.4 -0.4 2,871 19,859 +1,017
Jul12 120105 530.5 533.4 526.4 531.3 +0.1 802 14,806 +163
Nov12 120105 507.5 516.0 507.5 511.3 +1.1 420 19,252 +51
Total Volume and Open Interest 13,964 136,557 +1,646
Corn(CBOT)
Mar12 120105 658.00 659.75 639.50 643.50 -15.00 158,650 505,985 +8,028
May12 120105 666.25 668.00 647.75 651.50 -15.25 42,766 199,775 +7,783
Jul12 120105 671.75 674.00 653.25 657.25 -15.75 45,232 176,173 +6,787
Sep12 120105 616.50 617.50 602.50 606.50 -11.25 6,421 44,488 +1,264
Dec12 120105 589.00 589.75 576.75 579.50 -10.25 27,963 190,146 +943
Mar13 120105 600.00 601.50 589.00 591.75 -10.00 1,047 36,803 -13
Total Volume and Open Interest 282,861 1,176,009 +24,983
Wheat(CBOT)
Mar12 120105 649.25 650.25 626.50 629.25 -20.75 54,591 172,121 +759
May12 120105 667.50 668.25 646.00 648.50 -19.50 9,104 70,422 +1,510
Jul12 120105 683.50 684.00 662.00 664.75 -19.25 8,931 76,296 +153
Sep12 120105 699.50 700.00 678.50 680.75 -19.25 1,101 16,219 +128
Dec12 120105 721.25 721.25 699.00 703.00 -18.75 3,982 44,834 -572
Total Volume and Open Interest 78,213 386,401 +2,127
Wheat(KCBT)
Mar12 120105 712.00 713.50 684.50 686.00 -28.00 11,964 66,028 +116
May12 120105 719.75 721.50 693.00 694.00 -28.00 2,303 18,057 +293
Jul12 120105 726.25 729.00 701.00 702.50 -27.25 3,603 37,963 -267
Sep12 120105 740.25 741.50 713.75 715.50 -27.25 403 7,039 +66
Dec12 120105 757.75 761.50 733.50 735.00 -27.50 660 9,682 +142
Total Volume and Open Interest 18,954 139,302 +359
Wheat(MGE)
Mar12 120105 836.50 838.00 811.50 818.50 -20.50 2,868 17,306 +626
May12 120105 828.25 831.25 807.50 809.50 -20.50 1,398 7,052 -147
Jul12 120105 815.50 815.50 795.75 797.25 -22.00 868 7,336 -80
Sep12 120105 799.75 799.75 772.75 776.75 -21.75 599 4,647 +68
Dec12 120105 801.50 805.75 776.75 779.25 -23.25 441 3,354 -2
Total Volume and Open Interest 6,177 39,844 +466
Oats(CBOT)
Mar12 120105 294.00 298.00 288.00 290.00 -3.00 975 10,848 +270
May12 120105 299.50 299.50 293.50 294.75 -3.25 54 1,768 +13
Jul12 120105 300.75 303.25 299.00 300.00 -3.25 11 118 +0
Sep12 120105 306.00 309.00 306.00 306.00 -3.00 0 7 +0
Total Volume and Open Interest 1,040 12,890 +283
Rough Rice(CBOT)
Jan12 120105 14.35 14.41 14.32 14.32 -0.09 169 463 -479
Mar12 120105 14.65 14.80 14.48 14.53 -0.11 736 12,375 +100
May12 120105 15.03 15.03 14.77 14.81 -0.10 43 1,041 +14
Jul12 120105 15.12 15.20 15.01 15.08 -0.10 1 610 +0
Total Volume and Open Interest 962 14,699 -351
Live Cattle(CME)
Feb12 120105 121.580 122.500 120.900 120.950 -0.685 19,021 124,669 +645
Apr12 120105 125.400 126.430 124.850 124.900 -0.600 15,010 96,583 +1,019
Jun12 120105 125.180 126.000 124.430 124.535 -0.850 8,647 64,372 +585
Aug12 120105 126.680 127.330 126.150 126.500 -0.450 4,176 18,649 +503
Oct12 120105 129.350 129.750 128.750 129.185 -0.195 692 9,454 +40
Dec12 120105 129.850 130.250 129.285 129.700 -0.250 132 4,661 +49
Total Volume and Open Interest 47,738 319,646 +2,884
Feeder Cattle(CME)
Jan12 120105 147.750 148.950 147.500 147.880 +0.130 961 6,181 -377
Mar12 120105 150.550 152.100 150.130 150.850 +0.300 2,692 14,525 +843
Apr12 120105 151.825 153.235 151.450 151.935 +0.335 703 3,946 +164
May12 120105 152.750 153.935 152.300 152.880 +0.180 675 4,909 +181
Aug12 120105 154.000 155.130 153.450 154.300 +0.250 562 4,236 +218
Sep12 120105 153.950 155.000 153.950 154.300 +0.200 55 753 +15
Oct12 120105 153.900 154.900 153.650 154.450 +0.350 34 280 +29
Total Volume and Open Interest 5,682 34,896 +1,073
Lean Hogs(CME)
Feb12 120105 85.100 85.100 83.650 83.850 -1.330 16,788 78,038 -3,676
Apr12 120105 87.500 88.035 86.930 87.135 -0.615 8,583 64,840 +696
May12 120105 93.980 94.750 93.450 94.250 -0.700 64 2,387 +10
Jun12 120105 95.600 96.000 94.385 94.500 -1.450 5,226 46,596 -176
Jul12 120105 95.100 95.635 94.350 94.650 -1.235 1,611 12,614 +306
Aug12 120105 94.635 95.000 94.000 94.250 -0.980 1,778 14,009 +321
Oct12 120105 84.135 84.580 83.650 83.885 -0.865 486 9,671 +166
Dec12 120105 80.450 80.535 79.450 79.450 -1.250 226 3,852 +61
Total Volume and Open Interest 34,796 232,846 -2,265
Class III Milk(CME)
Jan12 120105 17.09 17.27 17.05 17.19 +0.10 232 4,726 -36
Feb12 120105 17.40 17.85 17.40 17.69 +0.29 356 4,873 +167
Mar12 120105 17.44 17.84 17.44 17.76 +0.32 98 3,926 +21
Apr12 120105 17.41 17.60 17.39 17.57 +0.18 32 2,841 +1
May12 120105 17.28 17.43 17.26 17.40 +0.14 14 2,687 +8
Total Volume and Open Interest 840 30,163 +225
Cocoa(ICE)
Mar12 120105 2067 2115 2016 2028 -47 10,743 79,259 +1,299
May12 120105 2090 2133 2036 2049 -47 3,252 36,945 +414
Jul12 120105 2104 2136 2056 2068 -48 1,283 18,638 +504
Sep12 120105 2102 2130 2077 2087 -47 343 14,799 +32
Dec12 120105 2125 2173 2100 2107 -46 303 15,125 +238
Mar13 120105 2153 2200 2122 2126 -47 59 5,342 +31
May13 120105 2165 2165 2136 2136 -45 3 2,478 -2
Total Volume and Open Interest 15,989 173,382 +2,516
Coffee "C"(ICE)
Mar12 120105 225.45 225.80 217.55 219.55 -7.15 10,691 55,865 +370
May12 120105 227.70 228.20 220.50 222.30 -7.15 3,347 25,853 +202
Jul12 120105 231.80 231.80 223.50 224.85 -7.20 847 8,681 +187
Sep12 120105 232.30 232.30 225.30 226.45 -7.20 335 6,648 -85
Dec12 120105 234.15 234.15 227.25 228.40 -7.15 88 7,025 +7
Mar13 120105 234.25 234.25 229.15 230.35 -7.00 2 853 +1
Total Volume and Open Interest 15,310 105,415 +682
Orange Juice(ICE)
Jan12 120105 180.50 182.50 180.50 182.25 -2.50 73 1,282 -60
Mar12 120105 177.50 179.95 175.55 177.60 -0.45 2,071 21,790 +537
May12 120105 174.00 176.70 174.00 174.75 -1.30 660 2,656 +586
Jul12 120105 174.50 176.90 174.45 174.55 -1.25 20 918 +14
Sep12 120105 173.05 173.05 173.05 173.05 -1.85 52 255 +49
Nov12 120105 171.00 171.10 168.30 168.30 -5.55 42 55 +41
Total Volume and Open Interest 2,918 26,965 +1,167
Sugar #11(ICE)
Mar12 120105 24.49 24.52 22.90 23.13 -1.29 60,831 223,726 +3,095
May12 120105 23.98 24.00 22.50 22.72 -1.22 20,229 97,158 +179
Jul12 120105 23.50 23.57 22.16 22.40 -1.15 13,169 104,063 +2,793
Oct12 120105 23.66 23.72 22.41 22.63 -1.09 6,497 55,107 +1,602
Mar13 120105 24.15 24.19 22.96 23.12 -1.11 2,703 35,105 +709
Total Volume and Open Interest 105,217 567,599 +8,644
London Cocoa(LCE)
Mar12 120105 1335 1379 1330 1332 -13 5,986 78,576 -78
May12 120105 1359 1393 1347 1351 -13 1,053 22,213 +309
Jul12 120105 1376 1412 1365 1368 -13 582 30,233 +133
Sep12 120105 1395 1418 1379 1383 -11 664 21,402 +103
Dec12 120105 1410 1430 1394 1400 -7 199 15,947 +55
Mar13 120105 1420 1420 1405 1408 -9 32 9,796 +0
May13 120105 1413 1413 1413 1413 -8 0 2,442 +0
Total Volume and Open Interest 8,516 181,686 +522
London Sugar(LCE)
Mar12 120105 631.20 633.10 598.10 603.50 -28.70 6,405 26,728 +500
May12 120105 619.00 619.00 588.10 591.60 -26.40 1,730 9,562 +174
Aug12 120105 606.90 607.40 580.60 583.90 -25.10 477 11,718 +280
Oct12 120105 610.00 610.00 582.90 585.40 -24.60 91 4,149 +53
Dec12 120105 610.40 610.80 586.00 588.00 -24.00 69 1,682 +42
Total Volume and Open Interest 8,818 55,265 +1,094
Cotton(ICE)
Mar12 120105 95.39 95.92 94.38 94.74 -1.18 17,767 90,757 -2,158
May12 120105 95.05 95.67 94.18 94.48 -1.24 4,196 27,983 +354
Jul12 120105 95.00 95.64 93.90 94.54 -1.13 1,588 21,859 +137
Oct12 120105 93.79 93.79 93.77 93.79 -0.88 2 88 +1
Dec12 120105 91.13 91.49 89.94 90.98 -0.71 2,816 10,073 +1,601
Mar13 120105 91.56 91.83 91.56 91.83 -0.56 1 447 +0
Total Volume and Open Interest 26,370 152,079 -65
Lumber(CME)
Jan12 120105 245.0 251.9 245.0 251.3 +7.0 340 747 -180
Mar12 120105 255.1 260.8 255.0 259.4 +4.8 478 5,167 +114
May12 120105 271.8 275.5 271.7 274.5 +3.3 101 1,873 +29
Jul12 120105 285.0 285.0 282.2 284.4 +2.9 15 605 +7
Total Volume and Open Interest 953 8,658 -17
Crude Oil(NYM)
Feb12 120105 103.29 103.73 101.30 101.81 -1.41 275,481 233,377 +6,245
Mar12 120105 103.40 103.87 101.49 102.00 -1.40 110,671 185,072 +11,231
Apr12 120105 103.52 104.10 101.70 102.21 -1.39 55,786 89,559 +3,203
May12 120105 103.51 103.96 102.02 102.42 -1.36 37,101 86,361 +5,756
Jun12 120105 103.75 104.32 102.18 102.52 -1.30 64,993 100,405 +1,508
Jul12 120105 103.82 103.99 102.00 102.49 -1.22 17,032 41,995 +2,879
Aug12 120105 103.00 103.74 102.00 102.30 -1.17 13,697 32,840 +2,538
Sep12 120105 102.94 103.16 101.84 102.00 -1.13 10,668 34,708 +1,889
Oct12 120105 102.75 102.80 101.63 101.67 -1.09 5,749 30,105 +351
Nov12 120105 102.71 102.71 101.38 101.38 -1.05 6,270 31,362 -485
Dec12 120105 102.08 102.63 100.71 101.16 -1.00 41,467 173,191 +4,820
Jan13 120105 101.85 101.85 100.50 100.83 -0.95 2,194 31,381 +332
Feb13 120105 100.51 100.51 100.51 100.51 -0.90 1,425 13,602 +94
Mar13 120105 100.19 100.19 100.19 100.19 -0.86 791 13,823 +45
Apr13 120105 99.90 99.90 99.90 99.90 -0.82 497 6,050 +41
May13 120105 100.51 100.51 99.61 99.61 -0.79 533 6,544 +131
Total Volume and Open Interest 672,459 1,373,018 +44,701
e-miNY Crude Oil(NYM)
Jan12 111219 93.625 94.400 92.575 93.875 +0.350 8,502 1,304 -454
Feb12 120105 103.275 103.725 101.300 101.800 -1.425 7,346 1,757 +575
Mar12 120105 103.325 103.875 101.600 102.000 -1.400 376 518 +51
Apr12 120105 103.600 104.100 101.775 102.200 -1.400 70 197 +4
May12 120105 103.400 104.125 102.425 102.425 -1.350 0 36 +0
Jun12 120105 103.025 104.150 102.525 102.525 -1.300 4 20 -1
Jul12 120105 102.500 102.500 102.500 102.500 -1.200 0 4 +0
Aug12 120105 103.625 103.700 102.300 102.300 -1.175 0 5 +0
Sep12 120105 102.000 102.000 102.000 102.000 -1.125 1 1 +1
Oct12 120105 101.675 101.675 101.675 101.675 -1.075 0 9 +0
Total Volume and Open Interest 7,797 2,766 +630
Heating Oil(NYM)
Feb12 120105 309.14 310.27 303.39 303.88 -5.11 62,573 77,234 -7,223
Mar12 120105 308.52 309.44 303.17 303.61 -4.67 28,161 57,751 +3,518
Apr12 120105 307.58 307.58 302.08 302.40 -4.08 12,397 26,437 +944
May12 120105 303.64 305.57 300.68 300.99 -3.40 9,413 19,649 -49
Jun12 120105 302.58 304.73 299.56 299.93 -2.82 19,121 38,173 +2,115
Jul12 120105 301.25 304.16 299.62 299.70 -2.54 5,938 9,560 -685
Aug12 120105 304.50 304.50 299.87 299.87 -2.41 2,492 5,106 +811
Sep12 120105 302.67 304.63 300.48 300.48 -2.34 1,980 8,192 +605
Oct12 120105 304.05 304.05 301.22 301.22 -2.32 323 3,073 +21
Nov12 120105 305.60 305.60 302.00 302.00 -2.30 297 2,199 +4
Dec12 120105 304.92 307.04 302.34 302.46 -2.27 1,924 17,313 +750
Jan13 120105 306.50 306.50 302.68 302.68 -2.27 35 2,903 +0
Total Volume and Open Interest 144,654 268,525 +811
Gasoline(NYMEX)
Feb12 120105 277.86 279.62 273.00 273.65 -4.87 43,589 79,453 -2,152
Mar12 120105 278.92 280.44 274.08 274.80 -4.69 21,615 49,081 +2,034
Apr12 120105 290.19 292.88 287.43 287.87 -4.07 10,314 35,700 +1,463
May12 120105 289.40 292.27 287.29 287.58 -3.91 4,404 27,224 +260
Jun12 120105 288.31 290.26 284.82 285.56 -3.74 4,376 30,107 -31
Jul12 120105 285.55 287.41 282.77 283.04 -3.62 1,607 12,205 +285
Aug12 120105 282.65 283.54 280.37 280.37 -3.54 892 10,348 +233
Sep12 120105 279.61 279.61 277.46 277.46 -3.42 737 8,303 +223
Oct12 120105 269.09 269.26 264.57 264.57 -3.15 248 5,864 -37
Nov12 120105 264.35 264.35 261.70 261.70 -2.95 523 2,782 +216
Total Volume and Open Interest 88,936 279,264 +2,651
e-miNY RBOB Gasoline(NYM)
Feb12 120105 273.70 273.70 273.65 273.70 -4.80 0 1 +0
Mar12 120105 274.80 274.80 274.80 274.80 -4.70      
Apr12 120105 287.90 287.90 287.87 287.90 -4.00      
May12 120105 287.60 287.60 287.58 287.60 -3.90      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb12 120105 3.122 3.123 2.947 2.980 -0.116 106,186 173,289 -7,188
Mar12 120105 3.149 3.153 2.982 3.017 -0.110 42,857 241,234 +4,812
Apr12 120105 3.205 3.208 3.047 3.082 -0.103 32,761 124,575 +776
May12 120105 3.256 3.256 3.100 3.138 -0.100 13,998 73,571 +3,157
Jun12 120105 3.309 3.309 3.156 3.193 -0.096 5,204 28,651 -190
Jul12 120105 3.368 3.368 3.214 3.251 -0.095 4,527 25,676 +186
Aug12 120105 3.345 3.380 3.243 3.279 -0.097 2,708 15,659 +398
Sep12 120105 3.401 3.401 3.249 3.284 -0.098 3,220 28,010 +356
Oct12 120105 3.386 3.430 3.288 3.321 -0.097 11,617 76,249 +205
Nov12 120105 3.583 3.583 3.435 3.465 -0.094 4,029 29,405 -469
Dec12 120105 3.825 3.836 3.704 3.737 -0.088 4,862 25,353 -188
Jan13 120105 3.951 3.960 3.833 3.865 -0.088 8,731 45,266 +974
Feb13 120105 3.890 3.958 3.835 3.865 -0.089 1,625 8,492 +619
Mar13 120105 3.873 3.892 3.815 3.842 -0.088 2,056 20,824 +770
Apr13 120105 3.821 3.837 3.766 3.795 -0.079 1,649 26,942 +248
May13 120105 3.830 3.835 3.796 3.815 -0.078 322 3,847 +35
Total Volume and Open Interest 248,622 1,016,237 +4,849
Brent Crude Oil(ICE)
Feb12 120105 113.50 114.64 112.10 112.74 -0.96 178,616 142,865 -3,801
Mar12 120105 113.55 114.22 111.75 112.36 -0.95 114,149 183,691 +236
Apr12 120105 113.00 113.82 111.50 112.05 -0.95 50,750 57,584 +10,275
May12 120105 112.57 113.53 111.23 111.71 -0.95 22,560 32,537 +1,937
Jun12 120105 112.17 113.11 110.72 111.30 -0.95 47,797 82,171 +6,501
Jul12 120105 111.42 112.68 110.44 110.89 -0.95 10,094 23,975 -719
Aug12 120105 111.31 112.24 110.04 110.49 -0.93 7,924 31,210 +522
Sep12 120105 110.79 111.72 109.56 110.01 -0.92 6,522 38,429 +489
Oct12 120105 110.32 111.24 109.12 109.56 -0.93 5,583 17,836 -45
Nov12 120105 109.15 109.15 109.15 109.15 -0.92 6,059 15,894 -434
Dec12 120105 109.40 110.28 108.16 108.72 -0.90 39,516 108,184 +9,327
Jan13 120105 108.30 108.30 108.30 108.30 -0.88 1,765 12,024 +10
Feb13 120105 107.87 107.87 107.87 107.87 -0.86 1,182 7,433 +68
Mar13 120105 107.43 107.43 107.43 107.43 -0.84 1,802 4,550 +599
Total Volume and Open Interest 507,146 912,186 +26,382
Gas Oil(ICE)
Jan12 120105 970.25 976.75 957.25 966.50 +1.75 51,386 70,969 -3,668
Feb12 120105 971.00 974.00 955.50 965.25 +4.00 88,255 103,898 +3,675
Mar12 120105 965.00 970.25 951.75 962.00 +5.25 44,026 52,286 +2,499
Apr12 120105 958.25 965.50 949.00 958.25 +5.75 20,705 32,039 +868
May12 120105 955.00 960.50 946.75 954.75 +6.25 8,948 30,165 +829
Jun12 120105 951.00 959.00 943.00 952.00 +6.25 17,559 33,316 -713
Jul12 120105 953.00 956.25 946.50 951.25 +6.75 4,889 17,311 -491
Aug12 120105 949.00 955.75 946.25 950.50 +7.00 3,103 16,049 +254
Sep12 120105 951.75 956.50 944.75 950.00 +7.25 2,250 15,183 +209
Oct12 120105 947.00 954.50 945.25 948.75 +7.50 1,371 11,151 +324
Total Volume and Open Interest 252,374 461,508 +3,661
Ethanol(CBOT)
Jan12 120105 2.195 2.195 2.185 2.185 -0.043 48 65 -37
Feb12 120105 2.237 2.237 2.203 2.223 -0.032 120 1,049 -16
Mar12 120105 2.268 2.268 2.232 2.245 -0.031 136 1,518 -39
Apr12 120105 2.286 2.286 2.260 2.261 -0.031 80 796 +29
May12 120105 2.295 2.296 2.269 2.292 -0.038 43 1,038 +7
Jun12 120105 2.307 2.317 2.294 2.307 -0.046 49 788 +11
Jul12 120105 2.336 2.338 2.310 2.320 -0.033 35 1,172 +20
Aug12 120105 2.336 2.336 2.307 2.319 -0.036 8 913 +7
Total Volume and Open Interest 655 10,050 +77
WTI Crude Oil(ICE)
Feb12 120105 103.29 103.73 101.31 101.81 -1.41 57,830 60,950 -2,863
Mar12 120105 103.31 103.86 101.50 102.00 -1.40 27,434 39,742 +4,395
Apr12 120105 103.50 104.05 101.75 102.21 -1.39 13,905 25,313 +2,482
May12 120105 104.17 104.23 101.96 102.42 -1.36 11,913 27,491 +2,055
Jun12 120105 103.79 104.27 102.07 102.52 -1.30 20,707 46,389 -1,800
Jul12 120105 103.66 104.10 102.00 102.49 -1.22 11,340 13,469 +4,355
Aug12 120105 102.93 103.35 102.07 102.30 -1.17 5,126 8,593 +608
Sep12 120105 103.14 103.49 101.76 102.00 -1.13 3,214 12,834 -115
Oct12 120105 102.69 103.15 101.42 101.67 -1.09 2,570 6,178 +696
Nov12 120105 101.38 101.38 101.38 101.38 -1.05 1,824 4,933 +430
Dec12 120105 102.10 102.64 100.74 101.16 -1.00 11,223 54,899 -4,044
Jan13 120105 100.83 100.83 100.83 100.83 -0.95 118 3,340 +40
Feb13 120105 100.51 100.51 100.51 100.51 -0.90 8 1,016 +5
Mar13 120105 100.19 100.19 100.19 100.19 -0.86 0 1,617 +0
Apr13 120105 99.90 99.90 99.90 99.90 -0.82 0 393 +0
May13 120105 99.61 99.61 99.61 99.61 -0.79 0 574 +0
Total Volume and Open Interest 171,976 393,536 +5,943
US Dollar Index(ICE)
Mar12 120105 80.450 81.345 80.385 81.250 +0.825 20,035 65,541 -1,513
Jun12 120105 81.200 81.785 81.200 81.705 +0.785 11 512 +4
Sep12 120105 82.305 82.305 82.305 82.305 +0.785      
Total Volume and Open Interest 20,046 66,053 -1,509
Australian Dollar(CME)
Mar12 120105 102.80 102.82 101.51 101.85 -0.97 77,617 117,054 +3,528
Jun12 120105 101.21 101.92 100.70 100.96 -0.96 76 75 +50
Sep12 120105 100.17 101.12 100.17 100.17 -0.95 0 110 +0
Total Volume and Open Interest 77,693 117,247 +3,578
British Pound(CME)
Mar12 120105 156.00 156.19 154.57 154.75 -1.25 65,038 193,530 -8,664
Jun12 120105 155.94 155.96 154.60 154.60 -1.25 12 60 +10
Sep12 120105 154.44 155.68 154.44 154.44 -1.24 0 3 +0
Total Volume and Open Interest 65,050 193,595 -8,654
Canadian Dollar(CME)
Mar12 120105 98.55 98.63 97.62 97.94 -0.60 48,808 115,195 +965
Jun12 120105 98.05 98.36 97.50 97.77 -0.59 365 2,711 +43
Sep12 120105 97.87 98.23 97.64 97.64 -0.59 11 1,497 -1
Dec12 120105 97.54 98.13 97.54 97.54 -0.59 0 345 +0
Total Volume and Open Interest 49,184 119,763 +1,007
Japanese Yen(CME)
Mar12 120105 130.46 130.60 129.58 129.70 -0.73 45,821 158,406 +348
Jun12 120105 130.73 130.73 129.85 129.95 -0.72 20 303 +8
Sep12 120105 130.87 130.96 130.23 130.23 -0.73 0 9 +0
Total Volume and Open Interest 45,841 158,719 +356
Swiss Franc(CME)
Mar12 120105 106.24 106.35 104.98 105.02 -1.24 15,481 37,976 +556
Jun12 120105 106.00 106.52 105.27 105.27 -1.25 15 18 +10
Sep12 120105 105.58 106.83 105.58 105.58 -1.25 0 4 +0
Total Volume and Open Interest 15,496 37,999 +566
EuroFX(CME)
Mar12 120105 129.48 129.52 127.77 127.92 -1.52 137,120 280,981 -1,787
Jun12 120105 129.68 129.68 128.00 128.09 -1.50 97 1,763 +34
Sep12 120105 128.29 129.78 128.29 128.29 -1.49 0 27 +0
Total Volume and Open Interest 137,219 282,790 -1,752
Mexican Peso(CME)
Jan12 120105 727.0 730.5 727.0 727.0 -3.5 0 95 +0
Feb12 120105 725.2 728.5 725.2 725.2 -3.2 0 4,000 +0
Total Volume and Open Interest 34,578 121,622 +2,246
Brazilian Real(CME)
Feb12 120105 540.05 540.05 538.75 540.05 -4.30 30 587 +30
Mar12 120105 536.90 536.90 535.20 536.90 -5.10 440 3,954 +285
Apr12 120105 533.65 533.65 533.65 533.65 -5.20      
May12 120105 530.45 530.45 530.45 530.45 -5.25      
Total Volume and Open Interest 470 18,157 +315
30-Year T-Bonds(CBOT)
Mar12 120105 142~200 143~090 141~290 142~090 -0~040 200,788 585,347 -5,925
Jun12 120105 141~050 141~050 140~250 140~270 -0~040 3 181 +1
Sep12 120105 139~130 139~170 139~130 139~130 -0~040      
Total Volume and Open Interest 200,791 585,528 -5,924
10-Year T-Notes(CBOT)
Mar12 120105 130~155 130~280 130~065 130~160 +0~035 564,737 1,497,416 +4,301
Jun12 120105 130~065 130~090 130~010 130~055 +0~045 86 140 +63
Sep12 120105 129~105 129~105 129~060 129~105 +0~045      
Total Volume and Open Interest 564,823 1,497,556 +4,364
5-Year T-Notes(CBOT)
Mar12 120105 123~014 123~032 122~123 123~014 +0~006 319,901 1,253,368 +18,172
Jun12 120105 122~107 122~112 122~105 122~112 +0~005      
Sep12 120105 122~008 122~008 122~003 122~008 +0~005      
Total Volume and Open Interest 319,901 1,253,368 +18,172
2 Year T-Notes(CBOT)
Mar12 120105 110~031 110~034 110~029 110~032 +0~001 137,706 689,783 -836
Jun12 120105 110~012 110~012 110~005 110~012 +0~007      
Sep12 120105 109~078 109~078 109~071 109~078 +0~007      
Total Volume and Open Interest 137,706 689,783 -836
Eurodollars(CME)
Mar12 120105 99.365 99.380 99.360 99.375 +0.005 111,273 961,637 +3,786
Jun12 120105 99.295 99.310 99.285 99.300 +0.005 143,196 978,167 -4,906
Sep12 120105 99.270 99.280 99.255 99.270 +0.005 121,370 755,838 +10,255
Dec12 120105 99.255 99.270 99.235 99.255 +0.010 106,890 737,513 +9,786
Mar13 120105 99.255 99.275 99.235 99.265 +0.015 119,924 773,790 +8,750
Jun13 120105 99.240 99.265 99.220 99.255 +0.015 101,657 583,848 +5,252
Sep13 120105 99.210 99.230 99.190 99.225 +0.015 78,069 495,523 +9,383
Dec13 120105 99.150 99.175 99.125 99.165 +0.020 89,451 470,362 +12,017
Mar14 120105 99.060 99.090 99.030 99.080 +0.025 69,997 387,340 +1,887
Jun14 120105 98.925 98.965 98.900 98.955 +0.035 56,676 321,976 +1,535
Sep14 120105 98.775 98.820 98.750 98.810 +0.045 48,152 212,184 +5,268
Dec14 120105 98.605 98.665 98.590 98.645 +0.050 57,434 197,580 +13,977
Mar15 120105 98.455 98.530 98.445 98.500 +0.050 23,223 152,399 +787
Jun15 120105 6.550 0.071 6.535 0.036 -6.509 18,401 110,300 +1,333
Sep15 120105 6.390 6.465 6.375 6.425 +0.040 15,580 71,351 +1,055
Dec15 120105 6.220 6.295 6.200 6.245 +0.035 13,354 59,809 +954
Mar16 120105 6.085 6.155 6.055 6.100 +0.030 7,987 52,933 +1,272
Jun16 120105 5.940 6.015 5.915 5.955 +0.025 7,360 37,956 -257
Total Volume and Open Interest 1,229,067 7,589,974 +89,110
30 Day Federal Funds(CBOT)
Jan12 120105 99.925 99.927 99.923 99.925 unch 3,346 68,785 +425
Feb12 120105 99.920 99.925 99.915 99.920 +0.005 2,041 54,710 -466
Mar12 120105 99.915 99.920 99.915 99.915 unch 2,417 34,298 -537
Apr12 120105 99.915 99.915 99.905 99.910 +0.005 1,491 36,700 +205
May12 120105 99.900 99.905 99.900 99.900 unch 1,225 43,574 -41
Jun12 120105 99.895 99.900 99.895 99.895 unch 1,656 30,949 +829
Total Volume and Open Interest 31,206 513,191 -56,261
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 120105 99.655 99.655 99.655 99.655 unch 0 40 +0
Jun12 120105 99.658 99.658 99.658 99.658 unch      
Sep12 120105 99.652 99.652 99.652 99.652 unch      
Dec12 120105 99.658 99.658 99.658 99.658 unch      
Mar13 120105 99.650 99.650 99.650 99.650 unch      
Jun13 120105 99.620 99.620 99.620 99.620 unch      
Sep13 120105 99.620 99.620 99.620 99.620 unch      
Dec13 120105 99.535 99.535 99.535 99.535 unch      
Mar14 120105 99.395 99.395 99.395 99.395 unch      
Jun14 120105 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest 0 40 +0
3-Mth Euro-Yen(SGX)
Mar12 120105 99.65 99.65 99.65 99.65 unch 0 1,949 +0
Jun12 120105 99.66 99.66 99.66 99.66 unch 0 1,440 +0
Sep12 120105 99.65 99.65 99.65 99.65 unch 0 711 +0
Dec12 120105 99.66 99.66 99.66 99.66 unch 0 115 +0
Mar13 120105 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 120105 99.62 99.62 99.62 99.62 unch 0 208 +0
Sep13 120105 99.62 99.62 99.62 99.62 unch 0 325 +0
Dec13 120105 99.54 99.54 99.54 99.54 unch 0 3 +0
Total Volume and Open Interest 0 4,882 +0
Japanese Gov't Bonds(SGX)
Mar12 120105 142.35 142.59 142.34 142.43 +0.05 1,709 21,457 +921
Jun12 120105 140.14 140.14 140.14 140.14 +0.05 0 2 +0
Sep12 120105 138.05 138.05 138.05 138.05 +0.05 0 2 +0
Total Volume and Open Interest 1,709 21,465 +921
Euro-Bund(EUREX)
Mar12 120105 137.94 138.98 137.70 138.79 +0.70 377,508 861,755 +3,824
Jun12 120105 136.39 137.32 136.39 137.08 +0.69 21 200 +6
Sep12 120105 137.08 137.08 137.08 137.08 +0.69      
Total Volume and Open Interest 377,529 861,955 +3,830
Euro-Bobl(EUREX)
Mar12 120105 124.71 125.06 124.63 124.98 +0.25 212,498 660,283 +1,558
Jun12 120105 123.38 123.38 123.38 123.38 +0.25      
Sep12 120105 123.38 123.38 123.38 123.38 +0.25      
Total Volume and Open Interest 212,498 660,283 +1,558
3-Mth Euribor(EUREX)
Mar12 120105 98.975 98.975 98.975 98.975 +0.035 28 1,259 -1
Jun12 120105 99.080 99.080 99.080 99.080 +0.025 0 1,425 +0
Sep12 120105 99.105 99.115 99.105 99.110 +0.015 20 924 -20
Total Volume and Open Interest 265 5,835 -21
Long Gilt(LIFFE)
Mar12 120105 116~02 116~18 115~23 116~08 -0~02 73,525 302,106 +7,643
Jun12 120105 114~31 115~11 114~31 115~11 -0~09      
Total Volume and Open Interest 73,525 302,106 +7,643
3-Mth Short Sterling(LIFFE)
Mar12 120105 98.85 98.86 98.84 98.85 unch 44,804 293,466 +10,057
Jun12 120105 98.85 98.87 98.82 98.86 unch 33,442 218,467 +4,559
Sep12 120105 98.87 98.89 98.83 98.88 unch 33,093 258,402 +1,443
Dec12 120105 98.86 98.89 98.83 98.88 unch 31,516 211,878 -509
Mar13 120105 98.88 98.91 98.84 98.90 +0.01 27,773 218,729 -652
Jun13 120105 98.86 98.90 98.82 98.89 +0.02 26,373 195,031 +2,702
Total Volume and Open Interest 273,914 1,816,255 +36,956
3-Mth Euribor(LIFFE)
Mar12 120105 98.940 99.000 98.940 98.975 +0.035 114,543 486,686 +1,570
Jun12 120105 99.060 99.090 99.050 99.080 +0.025 71,946 411,631 +5,886
Sep12 120105 99.100 99.125 99.085 99.110 +0.015 58,282 417,474 +1,816
Total Volume and Open Interest 526,174 3,015,189 +11,366
3-Mth Aus T-Bills(SFE)
Mar12 120105 95.93 95.95 95.90 95.92 -0.01 18,628 228,969 +101
Jun12 120105 96.21 96.24 96.17 96.22 +0.01 16,355 167,117 +2,541
Sep12 120105 96.27 96.31 96.23 96.29 +0.02 6,800 117,127 +1,459
Dec12 120105 96.20 96.25 96.19 96.23 +0.03 3,941 70,535 +598
Mar13 120105 96.11 96.16 96.09 96.14 +0.04 2,268 50,863 +535
Jun13 120105 96.01 96.06 95.98 96.05 +0.05 2,601 47,401 +791
Sep13 120105 95.94 95.99 95.93 95.98 +0.06 1,414 27,195 +729
Dec13 120105 95.87 95.92 95.85 95.92 +0.08 1,084 17,471 +507
Mar14 120105 95.88 95.88 95.82 95.86 +0.11 260 1,435 +79
Jun14 120105 95.81 95.81 95.80 95.80 +0.14 535 604 +518
Total Volume and Open Interest 53,886 728,841 +7,858
10-Year Aus T-Bonds(SFE)
Mar12 120105 96.15 96.19 96.09 96.16 +0.01 41,141 352,337 +15,133
Jun12 120105 96.16 96.16 96.16 96.16 +0.01      
Total Volume and Open Interest 41,141 352,337 +15,133
3-Year Aus T-Bonds(SFE)
Mar12 120105 96.78 96.84 96.74 96.81 +0.03 90,521 390,496 +21,529
Jun12 120105 96.81 96.81 96.81 96.81 +0.03      
Total Volume and Open Interest 90,521 390,496 +21,529
Gold(CMX)
Feb12 120105 1614.4 1626.8 1597.7 1620.1 +7.4 112,937 234,311 -1,578
Apr12 120105 1615.1 1628.8 1601.0 1622.9 +7.3 6,352 43,898 +0
Jun12 120105 1617.8 1632.2 1604.3 1625.6 +7.4 8,712 33,537 +5,193
Aug12 120105 1620.8 1632.4 1608.0 1627.9 +7.5 681 13,930 +43
Oct12 120105 1621.4 1634.0 1621.4 1630.2 +7.5 348 11,352 +217
Dec12 120105 1625.1 1636.0 1611.4 1632.7 +7.6 1,180 24,874 +80
Feb13 120105 1623.9 1635.0 1623.9 1635.0 +7.6 242 3,246 +218
Apr13 120105 1637.5 1637.5 1637.5 1637.5 +7.4 0 1,371 +0
Jun13 120105 1630.5 1640.8 1630.5 1640.8 +7.4 14 10,381 +2
Aug13 120105 1644.0 1644.0 1644.0 1644.0 +7.4 0 45 +0
Oct13 120105 1647.5 1647.5 1647.5 1647.5 +7.4      
Dec13 120105 1640.0 1651.2 1640.0 1651.2 +7.5 3 10,642 +0
Total Volume and Open Interest 130,932 423,275 +4,104
Silver(CMX)
Mar12 120105 2910.5 2961.5 2868.5 2929.6 +19.9 35,827 58,791 -471
May12 120105 2927.0 2964.0 2885.5 2933.6 +19.5 3,354 10,727 +1,591
Jul12 120105 2939.0 2957.5 2880.0 2936.6 +19.2 420 3,875 +191
Sep12 120105 2884.0 2938.7 2884.0 2938.7 +18.8 117 2,554 +60
Dec12 120105 2953.0 2953.0 2888.5 2941.8 +18.8 320 14,244 +103
Mar13 120105 2940.8 2940.8 2940.8 2940.8 +18.6 17 1,156 +0
May13 120105 2938.8 2938.8 2938.8 2938.8 +18.5 14 1,085 +7
Total Volume and Open Interest 40,406 107,101 +1,432
Platinum(NYMEX)
Jan12 120105 1425.0 1425.1 1409.6 1414.5 -8.6 33 433 -101
Apr12 120105 1426.3 1440.0 1410.0 1418.0 -8.3 7,074 41,087 +556
Jul12 120105 1437.1 1437.1 1419.4 1422.3 -8.4 77 841 +62
Oct12 120105 1426.5 1427.0 1426.2 1426.2 -8.3 5 114 +4
Total Volume and Open Interest 7,189 42,476 +521
Palladium(NYMEX)
Mar12 120105 652.00 2.64 635.75 644.40 -9.15 4,403 16,934 -258
Jun12 120105 645.45 645.75 641.80 645.75 -9.05 19 498 +13
Sep12 120105 647.20 647.20 647.20 647.20 +646.31 0 138 +0
Total Volume and Open Interest 4,422 17,570 -245
Copper(CMX)
Mar12 120105 343.40 348.00 338.45 342.65 -0.80 33,626 70,543 -518
May12 120105 345.00 348.95 339.80 343.75 -0.85 1,477 24,980 -2
Jul12 120105 348.30 348.30 340.60 344.55 -0.85 471 7,381 +285
Sep12 120105 343.10 345.80 341.50 345.25 -0.75 63 3,825 +30
Dec12 120105 343.60 345.75 343.10 345.75 -0.70 35 3,206 -26
Total Volume and Open Interest 36,282 120,794 -194
DJIA Index(CBOT)
Mar12 120105 12347 12370 12225 12331 -25 460 10,257 +122
Jun12 120105 12262 12288 12262 12262 -26 0 404 +0
Sep12 120105 12199 12225 12199 12199 -26      
Dec12 120105 12122 12148 12122 12122 -26      
Total Volume and Open Interest 460 10,661 +122
E-mini DJIA Index(CBOT)
Mar12 120105 12360 12373 12219 12331 -25 91,126 95,860 +6,076
Jun12 120105 12257 12262 12170 12262 -26 6 55 +0
Sep12 120105 12199 12199 12199 12199 -26 0 9 +0
Dec12 120105 12122 12122 12122 12122 -26      
Total Volume and Open Interest 91,132 95,924 +6,076
S & P 500(CME)
Mar12 120105 1273.00 1277.80 1259.80 1273.10 +0.10 22,096 250,169 +11,549
Jun12 120105 1269.00 1271.60 1256.60 1267.70 +0.10 28 3,278 -12
Sep12 120105 1262.40 1266.30 1251.30 1262.40 +0.10 21 964 -3
Dec12 120105 1256.80 1260.70 1245.70 1256.80 +0.10 0 201 +0
Total Volume and Open Interest 22,145 254,612 +11,534
S & P 500 E-Mini(Globex)
Mar12 120105 1273.25 1278.00 1259.75 1273.00 unch 1,565,370 2,658,349 +49,265
Jun12 120105 1268.00 1272.00 1255.25 1267.75 +0.25 763 12,608 +118
Total Volume and Open Interest 1,566,134 2,671,088 +49,382
NASDAQ 100(CME)
Mar12 120105 2328.50 2348.00 2309.80 2339.50 +10.70 580 7,756 +260
Jun12 120105 2335.50 2335.50 2334.00 2335.50 +10.00      
Sep12 120105 2333.00 2336.00 2333.00 2333.00 +10.00      
Total Volume and Open Interest 580 7,756 +260
NASDAQ 100 E-Mini(Globex)
Mar12 120105 2329.00 2347.50 2309.30 2339.50 +10.70 177,461 264,616 +9,152
Jun12 120105 2321.00 2336.80 2312.80 2335.50 +10.00 4 35 +1
Total Volume and Open Interest 177,465 264,654 +9,153
S & P Midcap 400(CME)
Mar12 120105 885.60 888.00 871.00 885.60 +1.50 74 841 +1
Jun12 120105 883.60 885.60 883.60 883.60 +1.50      
Sep12 120105 881.60 883.60 881.60 881.60 +1.50      
Total Volume and Open Interest 74 841 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 120105 8530 8530 8455 8505 -25 4,384 23,529 +205
Jun12 120105 8445 8470 8445 8445 -25 0 25 +0
Total Volume and Open Interest 4,384 23,554 +205
Nikkei 225(SGX)
Mar12 120105 8530 8540 8475 8490 -35 46,759 191,430 -2,168
Jun12 120105 8430 8430 8415 8415 -35 8 314 +2
Sep12 120105 8410 8410 8410 8410 -40 0 30 +0
Total Volume and Open Interest 47,414 202,632 -2,049
CAC 40(EURONEXT)
Jan12 120105 3201.0 3204.0 3137.5 3149.0 -44.5 21,520 252,295 +7,280
Feb12 120105 3189.5 3192.0 3147.5 3149.5 -44.5 8 932 +72
Mar12 120105 3195.0 3199.5 3140.0 3149.5 -44.0 97 20,612 -184
Total Volume and Open Interest 21,625 273,889 +7,168
Hang Seng Index(HKFE)
Jan12 120105 18771 18838 18723 18808 +37 39,692 81,313 +118
Feb12 120105 18763 18841 18736 18818 +42 284 255 +96
Mar12 120105 18700 18778 18676 18758 +41 560 3,716 +291
Total Volume and Open Interest 40,619 86,923 +514
DAX(EUREX)
Mar12 120105 6120.0 6149.0 6045.5 6106.0 -16.5 136,088 153,925 +1,173
Jun12 120105 6127.0 6146.5 6068.5 6118.5 -16.5 816 5,535 -72
Sep12 120105 6096.0 6160.0 6096.0 6128.0 -17.0 59 494 +48
Total Volume and Open Interest 136,963 159,954 +1,149
FT-SE 100(EURONEXT)
Mar12 120105 5648.00 5650.50 5574.50 5587.00 -44.50 97,139 601,067 +9,963
Jun12 120105 5544.50 5548.50 5541.50 5541.50 -44.50 10 3,711 -10
Sep12 120105 5520.00 5520.00 5510.00 5510.00 -45.00      
Total Volume and Open Interest 97,149 604,778 +9,953
SPI 200(SFE)
Mar12 120105 4156.0 4164.0 4105.0 4135.0 -25.0 38,233 201,761 +12,558
Jun12 120105 4143.0 4143.0 4143.0 4143.0 -25.0 22 1,937 +0
Sep12 120105 4104.0 4104.0 4104.0 4104.0 -25.0 28 1,085 +9
Total Volume and Open Interest 38,495 208,063 +12,773
GSCI(CME)
Jan12 120105 669.20 669.20 659.80 659.80 -9.70 318 8,578 -5
Feb12 120105 661.00 661.00 661.00 661.00 -9.50 2 100 +0
Mar12 120105 663.00 663.00 663.00 663.00 -9.50      
Total Volume and Open Interest 320 8,678 -5
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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