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 Fri January 06, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan12 120106 1198.00 1209.00 1188.25 1189.50 -11.75 11,213 7,603 -2,147
Mar12 120106 1207.25 1219.75 1193.50 1196.50 -12.50 92,071 205,324 +2,143
May12 120106 1217.50 1229.50 1203.25 1206.00 -12.75 17,767 92,307 -165
Jul12 120106 1225.25 1238.00 1196.00 1214.50 -13.00 17,952 76,315 +186
Aug12 120106 1224.00 1224.00 1209.50 1209.50 -13.25 428 1,338 +101
Sep12 120106 1210.00 1214.75 1197.50 1199.25 -13.25 391 1,586 +95
Nov12 120106 1203.00 1213.00 1188.50 1191.25 -12.75 9,496 57,539 +445
Total Volume and Open Interest 149,993 461,549 +899
Soybean Meal(CBOT)
Jan12 120106 313.10 313.10 308.90 309.60 -0.70 3,765 3,146 -1,831
Mar12 120106 313.50 316.90 311.30 312.40 -0.80 34,982 85,744 -3,662
May12 120106 316.20 319.60 313.70 314.90 -0.90 6,829 31,822 +328
Jul12 120106 319.30 322.40 316.60 317.80 -0.80 5,400 31,324 +46
Aug12 120106 321.20 321.20 317.30 317.40 -0.80 312 6,244 +58
Sep12 120106 320.00 320.00 315.40 316.20 -0.70 328 5,430 +35
Oct12 120106 314.00 314.10 312.20 312.20 -0.40 202 3,427 +37
Dec12 120106 313.80 315.40 310.90 311.80 -0.40 3,119 16,786 -601
Total Volume and Open Interest 55,292 189,764 -5,593
Soybean Oil(CBOT)
Jan12 120106 51.75 52.03 50.80 50.80 -0.97 2,991 1,945 -730
Mar12 120106 52.07 52.59 51.08 51.12 -0.94 49,622 146,908 +636
May12 120106 52.49 52.96 51.42 51.50 -0.92 8,365 53,290 +196
Jul12 120106 52.79 53.25 51.75 51.81 -0.92 7,220 34,871 +33
Aug12 120106 53.09 53.15 51.86 51.86 -0.93 651 4,692 +16
Sep12 120106 53.20 53.32 51.89 51.89 -0.93 909 5,261 +306
Oct12 120106 52.80 52.80 51.79 51.79 -0.88 207 5,739 +88
Dec12 120106 52.84 53.10 51.76 51.76 -0.85 3,346 21,342 +739
Total Volume and Open Interest 73,472 274,840 +1,386
Canola(WCE)
Jan12 120106 516.4 516.4 516.4 516.4 -1.6 69 44 -265
Mar12 120106 523.5 527.5 523.0 523.4 -0.2 5,226 80,482 -965
May12 120106 529.0 532.4 528.3 528.8 +0.4 1,542 20,347 +488
Jul12 120106 530.0 535.5 530.0 532.7 +1.4 876 14,488 -318
Nov12 120106 511.4 514.5 511.1 511.7 +0.4 552 19,377 +125
Total Volume and Open Interest 8,390 135,745 -812
Corn(CBOT)
Mar12 120106 642.00 649.50 640.25 643.50 unch 142,010 507,607 +1,622
May12 120106 650.00 657.25 648.25 650.75 -0.75 42,602 202,142 +2,367
Jul12 120106 655.00 666.00 654.25 655.75 -1.50 37,787 177,196 +1,023
Sep12 120106 603.50 609.25 602.25 602.25 -4.25 4,073 45,727 +1,239
Dec12 120106 577.50 583.00 575.00 575.25 -4.25 23,834 189,947 -199
Mar13 120106 590.00 594.00 587.25 587.25 -4.50 882 36,888 +85
Total Volume and Open Interest 251,824 1,182,197 +6,188
Wheat(CBOT)
Mar12 120106 629.25 636.75 624.50 624.75 -4.50 45,615 171,609 -512
May12 120106 648.50 655.75 643.00 643.75 -4.75 9,419 70,234 -188
Jul12 120106 664.50 671.75 659.25 660.25 -4.50 11,298 76,895 +599
Sep12 120106 679.50 687.50 675.75 676.50 -4.25 2,337 16,540 +321
Dec12 120106 702.50 710.50 697.00 697.75 -5.25 5,094 44,637 -197
Total Volume and Open Interest 74,210 386,431 +30
Wheat(KCBT)
Mar12 120106 686.00 695.25 679.50 680.00 -6.00 11,516 66,045 +17
May12 120106 693.75 703.00 688.25 688.50 -5.50 2,262 17,893 -164
Jul12 120106 702.00 711.25 696.50 697.00 -5.50 3,504 37,555 -408
Sep12 120106 715.00 724.00 709.75 709.75 -5.75 403 7,026 -13
Dec12 120106 736.50 742.25 729.75 729.75 -5.25 446 9,663 -19
Total Volume and Open Interest 18,140 138,720 -582
Wheat(MGE)
Mar12 120106 818.25 818.50 798.00 801.00 -17.50 2,802 16,285 -1,021
May12 120106 807.25 812.00 789.25 792.75 -16.75 1,985 7,097 +45
Jul12 120106 797.25 799.25 782.25 786.75 -10.50 1,205 7,398 +62
Sep12 120106 774.75 779.25 765.00 774.00 -2.75 717 4,729 +82
Dec12 120106 780.25 782.50 772.25 778.75 -0.50 275 3,360 +6
Total Volume and Open Interest 7,009 39,031 -813
Oats(CBOT)
Mar12 120106 290.00 293.00 286.00 287.25 -2.75 839 10,829 -19
May12 120106 295.00 297.50 291.00 291.50 -3.25 93 1,840 +72
Jul12 120106 297.50 302.50 296.00 296.00 -4.00 1 119 +1
Sep12 120106 302.00 306.00 302.00 302.00 -4.00 0 7 +0
Total Volume and Open Interest 938 12,946 +56
Rough Rice(CBOT)
Jan12 120106 14.44 14.46 14.32 14.46 +0.14 28 297 -166
Mar12 120106 14.45 14.72 14.45 14.68 +0.15 622 12,376 +1
May12 120106 14.76 15.00 14.76 14.95 +0.14 37 1,048 +7
Jul12 120106 15.09 15.20 15.09 15.20 +0.12 10 616 +6
Total Volume and Open Interest 697 14,547 -152
Live Cattle(CME)
Feb12 120106 120.950 121.385 120.150 120.330 -0.620 19,072 125,054 +385
Apr12 120106 124.950 125.400 124.285 124.600 -0.300 13,747 97,511 +928
Jun12 120106 124.580 124.930 123.950 124.000 -0.535 8,547 66,170 +1,798
Aug12 120106 126.350 126.730 125.950 126.050 -0.450 4,329 19,841 +1,192
Oct12 120106 129.000 129.400 128.685 128.880 -0.305 876 9,573 +119
Dec12 120106 129.535 130.300 129.250 129.400 -0.300 318 4,857 +196
Total Volume and Open Interest 46,977 324,314 +4,668
Feeder Cattle(CME)
Jan12 120106 148.185 148.650 147.050 147.300 -0.580 842 5,829 -352
Mar12 120106 151.150 151.650 149.785 149.880 -0.970 2,125 15,112 +587
Apr12 120106 152.185 152.850 151.185 151.200 -0.735 774 4,079 +133
May12 120106 153.000 153.450 152.035 152.300 -0.580 738 5,073 +164
Aug12 120106 154.050 154.700 153.380 153.600 -0.700 523 4,394 +158
Sep12 120106 154.300 154.300 153.250 153.750 -0.550 84 777 +24
Oct12 120106 154.000 154.130 153.985 154.000 -0.450 15 289 +9
Total Volume and Open Interest 5,103 35,621 +725
Lean Hogs(CME)
Feb12 120106 83.850 84.600 83.850 83.900 +0.050 15,580 79,020 +982
Apr12 120106 87.100 88.000 87.100 87.750 +0.615 11,177 62,942 -1,898
May12 120106 94.035 94.500 93.785 94.500 +0.250 97 2,367 -20
Jun12 120106 94.635 95.230 94.580 94.900 +0.400 6,421 47,249 +653
Jul12 120106 94.580 95.330 94.580 95.100 +0.450 1,166 12,755 +141
Aug12 120106 94.230 95.000 94.080 94.750 +0.500 1,774 14,096 +87
Oct12 120106 84.135 84.850 84.000 84.730 +0.845 521 9,792 +121
Dec12 120106 79.950 80.700 79.950 80.700 +1.250 147 3,910 +58
Total Volume and Open Interest 36,892 232,977 +131
Class III Milk(CME)
Jan12 120106 17.19 17.36 17.16 17.26 +0.07 222 4,681 -45
Feb12 120106 17.75 17.90 17.57 17.75 +0.06 321 4,894 +21
Mar12 120106 17.80 18.00 17.65 17.87 +0.11 134 3,948 +22
Apr12 120106 17.60 17.78 17.59 17.72 +0.15 73 2,884 +43
May12 120106 17.41 17.59 17.41 17.50 +0.10 46 2,703 +16
Total Volume and Open Interest 1,032 30,289 +126
Cocoa(ICE)
Mar12 120106 2016 2068 2003 2028 unch 10,194 80,183 +924
May12 120106 2035 2086 2030 2049 unch 2,301 36,324 -621
Jul12 120106 2056 2104 2048 2068 unch 1,156 18,938 +300
Sep12 120106 2112 2112 2078 2087 unch 479 14,871 +72
Dec12 120106 2094 2133 2094 2106 -1 178 15,208 +83
Mar13 120106 2138 2138 2121 2124 -2 16 5,344 +2
May13 120106 2135 2135 2135 2135 -1 43 2,476 -2
Total Volume and Open Interest 14,409 174,140 +758
Coffee "C"(ICE)
Mar12 120106 219.00 222.40 216.60 221.75 +2.20 10,663 55,158 -707
May12 120106 221.70 225.10 219.45 224.55 +2.25 5,314 25,340 -513
Jul12 120106 223.90 227.65 222.00 227.15 +2.30 2,776 10,197 +1,516
Sep12 120106 225.70 228.95 223.90 228.95 +2.50 524 6,623 -25
Dec12 120106 227.80 230.95 225.90 230.95 +2.55 93 7,059 +34
Mar13 120106 230.20 233.05 230.20 233.05 +2.70 23 855 +2
Total Volume and Open Interest 19,395 105,724 +309
Orange Juice(ICE)
Jan12 120106 183.00 183.00 182.00 182.00 -0.25 53 1,239 -43
Mar12 120106 177.60 179.50 176.85 177.75 +0.15 2,834 22,407 +617
May12 120106 175.00 176.20 174.55 174.60 -0.15 255 2,827 +171
Jul12 120106 174.85 175.40 174.00 174.00 -0.55 33 927 +9
Sep12 120106 172.80 172.80 172.80 172.80 -0.25 10 265 +10
Nov12 120106 167.95 167.95 167.45 167.45 -0.85 49 88 +33
Total Volume and Open Interest 3,234 27,762 +797
Sugar #11(ICE)
Mar12 120106 23.20 23.55 23.05 23.29 +0.16 38,656 219,310 -4,416
May12 120106 22.95 23.08 22.65 22.90 +0.18 20,550 95,385 -1,773
Jul12 120106 22.52 22.78 22.33 22.59 +0.19 15,896 106,405 +2,342
Oct12 120106 22.78 23.04 22.59 22.85 +0.22 6,016 56,306 +1,199
Mar13 120106 23.22 23.50 23.06 23.31 +0.19 2,533 36,172 +1,067
Total Volume and Open Interest 85,129 566,380 -1,219
London Cocoa(LCE)
Mar12 120106 1321 1353 1321 1335 +3 5,304 79,543 +967
May12 120106 1342 1368 1339 1354 +3 1,000 22,090 -123
Jul12 120106 1356 1385 1356 1370 +2 774 30,399 +166
Sep12 120106 1373 1393 1373 1386 +3 574 21,691 +289
Dec12 120106 1395 1417 1389 1402 +2 295 15,976 +29
Mar13 120106 1400 1425 1397 1409 +1 41 9,801 +5
May13 120106 1414 1414 1414 1414 +1 17 2,443 +1
Total Volume and Open Interest 8,005 183,020 +1,334
London Sugar(LCE)
Mar12 120106 606.70 610.50 599.10 604.00 +0.50 3,965 28,024 +1,296
May12 120106 595.30 599.30 589.80 592.00 +0.40 1,581 10,416 +854
Aug12 120106 588.00 591.90 582.80 585.20 +1.30 246 11,753 +35
Oct12 120106 589.10 593.90 585.20 587.30 +1.90 132 4,093 -56
Dec12 120106 592.30 592.50 588.70 590.80 +2.80 35 1,695 +13
Total Volume and Open Interest 5,990 57,431 +2,166
Cotton(ICE)
Mar12 120106 95.00 95.92 94.40 95.86 +1.12 14,682 85,109 -5,648
May12 120106 94.45 95.57 94.10 95.52 +1.04 3,702 27,850 -133
Jul12 120106 94.39 95.51 94.19 95.47 +0.93 3,081 22,945 +1,086
Oct12 120106 94.44 94.44 94.44 94.44 +0.65 0 88 +0
Dec12 120106 90.00 91.67 90.00 91.66 +0.68 753 10,655 +582
Mar13 120106 92.41 92.41 92.41 92.41 +0.58 0 447 +0
Total Volume and Open Interest 22,222 147,966 -4,113
Lumber(CME)
Jan12 120106 251.1 251.9 246.8 249.9 -1.4 323 551 -196
Mar12 120106 260.2 260.8 254.0 254.9 -4.5 898 5,587 +420
May12 120106 274.8 275.7 270.0 271.5 -3.0 175 1,843 -30
Jul12 120106 282.5 283.6 280.0 281.9 -2.5 49 630 +25
Total Volume and Open Interest 1,450 8,878 +220
Crude Oil(NYM)
Feb12 120106 101.35 102.80 100.88 101.56 -0.25 271,711 227,843 -5,534
Mar12 120106 101.52 102.98 101.08 101.78 -0.22 82,596 190,964 +5,892
Apr12 120106 101.88 103.19 101.34 102.04 -0.17 43,492 97,493 +7,934
May12 120106 102.06 103.37 101.60 102.30 -0.12 27,730 86,574 +213
Jun12 120106 102.07 103.51 101.75 102.46 -0.06 50,575 102,530 +2,125
Jul12 120106 102.06 103.05 101.84 102.50 +0.01 11,530 40,728 -1,267
Aug12 120106 101.90 103.19 101.69 102.37 +0.07 9,078 33,169 +329
Sep12 120106 102.23 102.73 101.36 102.13 +0.13 7,142 35,349 +641
Oct12 120106 102.26 102.26 101.42 101.87 +0.20 4,476 30,359 +254
Nov12 120106 101.48 101.79 101.20 101.65 +0.27 6,785 31,164 -198
Dec12 120106 100.90 101.95 100.70 101.49 +0.33 45,732 175,293 +2,102
Jan13 120106 100.55 101.20 100.55 101.20 +0.37 2,348 31,022 -359
Feb13 120106 100.91 100.91 100.91 100.91 +0.40 1,329 13,752 +150
Mar13 120106 100.63 100.63 100.63 100.63 +0.44 1,260 13,911 +88
Apr13 120106 100.38 100.38 100.38 100.38 +0.48 505 6,200 +150
May13 120106 100.12 100.12 100.12 100.12 +0.51 591 6,855 +311
Total Volume and Open Interest 604,724 1,386,535 +13,517
e-miNY Crude Oil(NYM)
Jan12 111219 93.625 94.400 92.575 93.875 +0.350 8,502 1,304 -454
Feb12 120106 101.400 102.800 100.850 101.550 -0.250 8,715 2,006 +249
Mar12 120106 101.650 102.950 101.100 101.775 -0.225 286 524 +6
Apr12 120106 102.625 103.000 101.525 102.050 -0.150 32 193 -4
May12 120106 102.025 103.000 101.875 102.300 -0.125 5 40 +4
Jun12 120106 102.450 102.975 102.150 102.450 -0.075 9 14 -6
Jul12 120106 102.500 102.500 102.500 102.500 unch 7 7 +3
Aug12 120106 102.375 102.375 102.375 102.375 +0.075 0 5 +0
Sep12 120106 101.675 102.125 101.600 102.125 +0.125 0 1 +0
Oct12 120106 101.875 101.875 101.875 101.875 +0.200 2 9 +0
Total Volume and Open Interest 9,056 3,018 +252
Heating Oil(NYM)
Feb12 120106 304.40 309.30 304.18 307.02 +3.14 75,091 73,390 -3,844
Mar12 120106 304.52 308.60 303.79 306.38 +2.77 34,281 58,027 +276
Apr12 120106 303.36 306.15 302.90 304.63 +2.23 21,965 26,214 -223
May12 120106 304.23 304.23 301.38 302.76 +1.77 9,981 20,176 +527
Jun12 120106 300.54 303.09 299.99 301.50 +1.57 16,026 36,125 -2,048
Jul12 120106 300.90 302.21 299.84 301.31 +1.61 1,800 9,872 +312
Aug12 120106 299.92 302.47 299.92 301.60 +1.73 953 5,308 +202
Sep12 120106 301.50 303.62 300.68 302.32 +1.84 2,805 8,607 +415
Oct12 120106 302.54 304.18 301.36 303.15 +1.93 212 3,108 +35
Nov12 120106 302.12 305.03 302.12 303.98 +1.98 185 2,152 -47
Dec12 120106 304.04 305.48 302.35 304.48 +2.02 2,645 18,164 +851
Jan13 120106 304.68 304.68 304.68 304.68 +2.00 87 2,831 -72
Total Volume and Open Interest 166,090 264,959 -3,566
Gasoline(NYMEX)
Feb12 120106 273.65 276.50 272.09 275.16 +1.51 52,341 78,864 -589
Mar12 120106 274.81 277.65 273.42 276.42 +1.62 33,745 49,277 +196
Apr12 120106 290.00 290.90 287.18 290.03 +2.16 17,507 36,893 +1,193
May12 120106 288.96 290.56 287.06 289.76 +2.18 7,336 27,756 +532
Jun12 120106 285.47 288.40 285.00 287.81 +2.25 7,353 29,218 -889
Jul12 120106 283.39 286.07 282.60 285.36 +2.32 2,415 12,641 +436
Aug12 120106 281.90 282.74 281.05 282.74 +2.37 1,480 10,728 +380
Sep12 120106 278.60 279.87 278.13 279.87 +2.41 1,718 8,795 +492
Oct12 120106 266.59 267.50 266.56 266.74 +2.17 487 5,865 +1
Nov12 120106 263.88 263.88 263.88 263.88 +2.18 938 2,905 +123
Total Volume and Open Interest 126,218 281,188 +1,924
e-miNY RBOB Gasoline(NYM)
Feb12 120106 275.20 275.20 275.16 275.20 +1.50 1 2 +1
Mar12 120106 276.40 276.42 276.40 276.40 +1.60      
Apr12 120106 290.00 290.03 290.00 290.00 +2.10      
May12 120106 289.80 289.80 289.76 289.80 +2.20      
Total Volume and Open Interest 1 2 +1
Natural Gas(NYM)
Feb12 120106 2.960 3.077 2.955 3.062 +0.082 133,510 171,072 -2,217
Mar12 120106 3.005 3.113 2.994 3.098 +0.081 62,232 251,559 +10,325
Apr12 120106 3.061 3.169 3.059 3.154 +0.072 51,605 126,344 +1,769
May12 120106 3.117 3.220 3.117 3.208 +0.070 25,372 75,266 +1,695
Jun12 120106 3.186 3.268 3.173 3.260 +0.067 11,016 29,699 +1,048
Jul12 120106 3.242 3.327 3.242 3.316 +0.065 6,809 25,746 +70
Aug12 120106 3.285 3.343 3.260 3.343 +0.064 3,854 15,133 -526
Sep12 120106 3.280 3.356 3.270 3.347 +0.063 3,924 27,734 -276
Oct12 120106 3.344 3.388 3.307 3.383 +0.062 13,701 76,444 +195
Nov12 120106 3.441 3.531 3.441 3.522 +0.057 5,580 29,529 +124
Dec12 120106 3.737 3.795 3.724 3.785 +0.048 6,271 26,890 +1,537
Jan13 120106 3.880 3.918 3.852 3.913 +0.048 9,862 45,467 +201
Feb13 120106 3.890 3.916 3.857 3.912 +0.047 981 8,688 +196
Mar13 120106 3.870 3.898 3.850 3.888 +0.046 3,475 22,276 +1,452
Apr13 120106 3.805 3.853 3.786 3.842 +0.047 6,201 27,647 +705
May13 120106 3.813 3.865 3.810 3.862 +0.047 638 3,825 -22
Total Volume and Open Interest 349,167 1,033,447 +17,210
Brent Crude Oil(ICE)
Feb12 120106 112.85 113.68 112.03 113.06 +0.32 221,243 137,104 -5,761
Mar12 120106 111.98 113.30 111.75 112.81 +0.45 147,915 196,911 +13,220
Apr12 120106 111.81 112.96 111.44 112.55 +0.50 70,357 64,063 +6,479
May12 120106 111.47 112.62 111.11 112.24 +0.53 31,273 34,722 +2,185
Jun12 120106 110.90 112.28 110.70 111.86 +0.56 57,775 81,651 -520
Jul12 120106 110.57 111.89 110.50 111.48 +0.59 8,654 23,669 -306
Aug12 120106 110.18 111.52 110.11 111.10 +0.61 6,616 30,832 -378
Sep12 120106 109.98 111.08 109.71 110.65 +0.64 9,755 41,182 +2,753
Oct12 120106 109.59 110.67 109.29 110.23 +0.67 4,573 17,703 -133
Nov12 120106 109.52 109.83 109.52 109.83 +0.68 4,356 15,593 -301
Dec12 120106 108.72 109.93 108.45 109.42 +0.70 37,851 106,358 -1,826
Jan13 120106 108.75 109.02 108.75 109.02 +0.72 1,565 12,413 +389
Feb13 120106 108.61 108.61 108.61 108.61 +0.74 810 7,549 +116
Mar13 120106 108.18 108.18 108.18 108.18 +0.75 1,244 4,845 +295
Total Volume and Open Interest 622,429 930,877 +18,691
Gas Oil(ICE)
Jan12 120106 962.75 969.00 956.75 960.75 -5.75 70,869 63,158 -7,811
Feb12 120106 961.00 970.00 956.50 960.75 -4.50 159,186 110,563 +6,665
Mar12 120106 958.25 966.75 953.00 958.00 -4.00 95,065 57,263 +4,977
Apr12 120106 955.50 963.00 949.50 954.75 -3.50 51,190 37,909 +5,870
May12 120106 951.25 957.50 947.50 951.50 -3.25 25,225 33,704 +3,539
Jun12 120106 949.00 955.25 943.75 949.00 -3.00 32,032 37,839 +4,523
Jul12 120106 948.50 951.25 946.75 948.50 -2.75 4,548 17,436 +125
Aug12 120106 949.50 951.00 945.50 948.00 -2.50 3,590 15,684 -365
Sep12 120106 949.00 950.75 944.00 947.50 -2.50 2,780 15,743 +560
Oct12 120106 947.75 948.50 943.00 946.50 -2.25 1,352 11,285 +134
Total Volume and Open Interest 462,327 480,974 +19,466
Ethanol(CBOT)
Jan12 120105 2.195 2.195 2.185 2.185 -0.043 48 65 -37
Feb12 120106 2.211 2.228 2.210 2.223 unch 213 1,010 -39
Mar12 120106 2.245 2.250 2.230 2.243 -0.002 127 1,470 -48
Apr12 120106 2.256 2.270 2.256 2.261 unch 159 790 -6
May12 120106 2.285 2.293 2.282 2.284 -0.008 113 1,033 -5
Jun12 120106 2.316 2.316 2.305 2.307 unch 28 806 +18
Jul12 120106 2.320 2.334 2.319 2.330 +0.010 75 1,165 -7
Aug12 120106 2.320 2.335 2.320 2.332 +0.013 30 934 +21
Total Volume and Open Interest 902 9,971 -79
WTI Crude Oil(ICE)
Feb12 120106 101.60 102.81 100.87 101.56 -0.25 62,980 58,743 -2,207
Mar12 120106 101.78 103.00 101.10 101.78 -0.22 25,712 40,506 +764
Apr12 120106 101.77 103.19 101.34 102.04 -0.17 14,882 23,245 -2,068
May12 120106 102.72 103.03 101.66 102.30 -0.12 9,184 27,291 -200
Jun12 120106 102.34 103.33 101.80 102.46 -0.06 18,906 48,622 +2,233
Jul12 120106 102.30 102.93 101.85 102.50 +0.01 5,693 12,454 -1,015
Aug12 120106 102.33 102.37 101.79 102.37 +0.07 2,836 8,894 +301
Sep12 120106 101.80 102.13 101.46 102.13 +0.13 2,720 12,856 +22
Oct12 120106 101.43 101.87 101.26 101.87 +0.20 1,837 6,745 +567
Nov12 120106 101.65 101.65 101.65 101.65 +0.27 1,827 5,929 +996
Dec12 120106 100.97 102.02 100.78 101.49 +0.33 12,749 54,056 -843
Jan13 120106 101.20 101.20 101.20 101.20 +0.37 751 3,860 +520
Feb13 120106 100.91 100.91 100.91 100.91 +0.40 19 1,022 +6
Mar13 120106 100.63 100.63 100.63 100.63 +0.44 20 1,637 +20
Apr13 120106 100.38 100.38 100.38 100.38 +0.48 0 393 +0
May13 120106 100.12 100.12 100.12 100.12 +0.51 0 574 +0
Total Volume and Open Interest 168,753 392,979 -557
US Dollar Index(ICE)
Mar12 120106 81.245 81.720 81.055 81.598 +0.348 14,081 64,893 -648
Jun12 120106 82.175 82.205 82.000 82.048 +0.342 5 514 +2
Sep12 120106 82.647 82.647 82.647 82.647 +0.342      
Total Volume and Open Interest 14,086 65,407 -646
Australian Dollar(CME)
Mar12 120106 101.75 101.94 101.18 101.55 -0.30 92,905 121,141 +4,087
Jun12 120106 100.70 100.96 100.64 100.66 -0.30 40 78 +3
Sep12 120106 99.87 100.17 99.87 99.87 -0.30 0 110 +0
Total Volume and Open Interest 92,945 121,337 +4,090
British Pound(CME)
Mar12 120106 154.85 155.15 153.65 154.14 -0.61 63,867 189,521 -4,009
Jun12 120106 154.26 154.60 153.63 153.99 -0.61 4 60 +0
Sep12 120106 153.83 154.44 153.83 153.83 -0.61 0 3 +0
Total Volume and Open Interest 63,871 189,586 -4,009
Canadian Dollar(CME)
Mar12 120106 97.89 98.16 97.06 97.24 -0.70 58,701 112,983 -2,212
Jun12 120106 97.95 97.96 96.90 97.06 -0.71 114 2,653 -58
Sep12 120106 97.35 97.64 96.92 96.92 -0.72 22 1,357 -140
Dec12 120106 96.81 97.54 96.81 96.81 -0.73 4 346 +1
Total Volume and Open Interest 58,844 117,357 -2,406
Japanese Yen(CME)
Mar12 120106 129.76 130.07 129.43 129.96 +0.26 58,482 162,787 +4,381
Jun12 120106 130.19 130.19 129.95 130.19 +0.24 79 330 +27
Sep12 120106 130.46 130.46 130.23 130.46 +0.23 0 9 +0
Total Volume and Open Interest 58,561 163,127 +4,408
Swiss Franc(CME)
Mar12 120106 105.14 105.33 104.51 104.83 -0.19 22,971 39,593 +1,617
Jun12 120106 104.89 105.27 104.89 105.08 -0.19 10 18 +0
Sep12 120106 105.38 105.58 105.38 105.38 -0.20 1 5 +1
Total Volume and Open Interest 22,982 39,617 +1,618
EuroFX(CME)
Mar12 120106 127.98 128.20 127.03 127.29 -0.63 216,058 291,420 +10,439
Jun12 120106 128.00 128.30 127.27 127.43 -0.66 109 1,763 +0
Sep12 120106 127.62 128.29 127.62 127.62 -0.67 10 33 +6
Total Volume and Open Interest 216,177 293,235 +10,445
Mexican Peso(CME)
Jan12 120106 728.8 728.8 727.0 728.8 +1.8 0 95 +0
Feb12 120106 727.0 727.0 725.2 727.0 +1.8 0 4,000 +0
Total Volume and Open Interest 29,089 124,061 +2,439
Brazilian Real(CME)
Feb12 120106 538.90 540.45 535.80 536.35 -3.70 468 799 +212
Mar12 120106 537.00 537.00 533.10 533.50 -3.40 345 4,194 +240
Apr12 120106 530.25 530.25 530.25 530.25 -3.40      
May12 120106 527.05 527.05 527.05 527.05 -3.40      
Total Volume and Open Interest 813 18,609 +452
30-Year T-Bonds(CBOT)
Mar12 120106 142~070 143~080 141~100 143~010 +0~240 248,892 577,309 -8,038
Jun12 120106 140~000 141~190 140~000 141~190 +0~240 16 180 -1
Sep12 120106 140~050 140~050 139~130 140~050 +0~240      
Total Volume and Open Interest 248,908 577,489 -8,039
10-Year T-Notes(CBOT)
Mar12 120106 130~160 130~285 130~030 130~240 +0~080 668,309 1,492,407 -5,009
Jun12 120106 130~035 130~135 130~035 130~135 +0~080 18 150 +10
Sep12 120106 129~185 129~185 129~105 129~185 +0~080      
Total Volume and Open Interest 668,327 1,492,557 -4,999
5-Year T-Notes(CBOT)
Mar12 120106 123~012 123~034 122~105 123~027 +0~013 389,399 1,274,264 +20,896
Jun12 120106 122~080 122~124 122~080 122~124 +0~012 60 30 +30
Sep12 120106 122~020 122~020 122~008 122~020 +0~012      
Total Volume and Open Interest 389,459 1,274,294 +20,926
2 Year T-Notes(CBOT)
Mar12 120106 110~031 110~034 110~025 110~033 +0~001 106,905 684,220 -5,563
Jun12 120106 110~015 110~015 110~012 110~015 +0~003      
Sep12 120106 109~081 109~081 109~078 109~081 +0~003      
Total Volume and Open Interest 106,905 684,220 -5,563
Eurodollars(CME)
Mar12 120106 99.375 99.420 99.370 99.405 +0.030 167,263 962,382 +745
Jun12 120106 99.305 99.375 99.300 99.355 +0.055 185,976 969,509 -8,658
Sep12 120106 99.275 99.340 99.275 99.325 +0.055 148,077 762,295 +6,457
Dec12 120106 99.255 99.315 99.255 99.305 +0.050 133,572 745,374 +7,861
Mar13 120106 99.265 99.315 99.255 99.305 +0.040 123,438 782,234 +8,444
Jun13 120106 99.250 99.300 99.235 99.290 +0.035 102,031 591,480 +7,632
Sep13 120106 99.225 99.265 99.195 99.255 +0.030 97,622 497,216 +1,693
Dec13 120106 99.170 99.210 99.125 99.195 +0.030 83,002 475,422 +5,060
Mar14 120106 99.090 99.130 99.030 99.115 +0.035 73,939 384,379 -2,961
Jun14 120106 98.975 99.015 98.895 98.995 +0.040 76,333 322,223 +247
Sep14 120106 98.815 98.880 98.740 98.855 +0.045 62,927 209,185 -2,999
Dec14 120106 98.650 98.720 98.575 98.695 +0.050 53,741 210,595 +13,015
Mar15 120106 98.495 98.570 98.420 98.550 +0.050 33,960 155,423 +3,024
Jun15 120106 0.026 0.101 6.510 0.086 +0.050 30,118 107,266 -3,034
Sep15 120106 6.410 6.490 6.345 6.470 +0.045 18,647 72,990 +1,639
Dec15 120106 6.230 6.305 6.180 6.290 +0.045 15,891 61,199 +1,390
Mar16 120106 6.085 6.155 6.040 6.140 +0.040 8,992 52,375 -558
Jun16 120106 5.940 6.010 5.895 5.995 +0.040 8,013 38,325 +369
Total Volume and Open Interest 1,466,877 7,640,275 +50,301
30 Day Federal Funds(CBOT)
Jan12 120106 99.925 99.930 99.925 99.927 +0.002 3,583 69,344 +559
Feb12 120106 99.920 99.925 99.920 99.920 unch 960 54,593 -117
Mar12 120106 99.920 99.920 99.915 99.915 unch 1,634 34,044 -254
Apr12 120106 99.915 99.915 99.910 99.910 unch 2,397 37,798 +1,098
May12 120106 99.905 99.910 99.900 99.905 +0.005 483 43,727 +153
Jun12 120106 99.900 99.905 99.895 99.900 +0.005 2,392 32,022 +1,073
Total Volume and Open Interest 28,017 514,235 +1,044
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12 120106 99.655 99.655 99.655 99.655 unch 0 40 +0
Jun12 120106 99.658 99.658 99.658 99.658 unch      
Sep12 120106 99.652 99.652 99.652 99.652 unch      
Dec12 120106 99.658 99.658 99.658 99.658 unch      
Mar13 120106 99.650 99.650 99.650 99.650 unch      
Jun13 120106 99.620 99.620 99.620 99.620 unch      
Sep13 120106 99.620 99.620 99.620 99.620 unch      
Dec13 120106 99.535 99.535 99.535 99.535 unch      
Mar14 120106 99.395 99.395 99.395 99.395 unch      
Jun14 120106 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest 0 40 +0
3-Mth Euro-Yen(SGX)
Mar12 120106 99.65 99.65 99.65 99.65 unch 0 1,949 +0
Jun12 120106 99.66 99.66 99.66 99.66 unch 0 1,440 +0
Sep12 120106 99.65 99.65 99.65 99.65 unch 0 711 +0
Dec12 120106 99.66 99.66 99.66 99.66 unch 0 115 +0
Mar13 120106 99.65 99.65 99.65 99.65 unch 0 131 +0
Jun13 120106 99.62 99.62 99.62 99.62 unch 0 208 +0
Sep13 120106 99.62 99.62 99.62 99.62 unch 0 325 +0
Dec13 120106 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 120106 142.41 142.51 142.36 142.38 -0.05 3,687 23,736 +2,279
Jun12 120106 140.09 140.09 140.09 140.09 -0.05 0 2 +0
Sep12 120106 138.00 138.00 138.00 138.00 -0.05 3 5 +3
Total Volume and Open Interest 3,690 23,747 +2,282
Euro-Bund(EUREX)
Mar12 120106 138.62 139.00 138.28 138.84 +0.05 565,747 859,610 -2,145
Jun12 120106 136.75 137.27 136.67 137.12 +0.04 22 207 +7
Sep12 120106 137.14 137.14 137.14 137.14 +0.06      
Total Volume and Open Interest 565,769 859,817 -2,138
Euro-Bobl(EUREX)
Mar12 120106 124.91 125.16 124.81 125.00 +0.02 291,638 651,696 -8,587
Jun12 120106 123.40 123.40 123.40 123.40 +0.02      
Sep12 120106 123.40 123.40 123.40 123.40 +0.02      
Total Volume and Open Interest 291,638 651,696 -8,587
3-Mth Euribor(EUREX)
Mar12 120106 98.985 98.985 98.985 98.985 +0.010 0 1,259 +0
Jun12 120106 99.060 99.070 99.060 99.070 -0.010 20 1,405 -20
Sep12 120106 99.100 99.100 99.100 99.100 -0.010 0 924 +0
Total Volume and Open Interest 20 5,815 -20
Long Gilt(LIFFE)
Mar12 120106 116~04 116~24 115~26 116~15 +0~07 99,113 306,463 +4,357
Jun12 120106 115~23 115~24 115~18 115~18 +0~06      
Total Volume and Open Interest 99,113 306,463 +4,357
3-Mth Short Sterling(LIFFE)
Mar12 120106 98.85 98.90 98.84 98.89 +0.04 26,904 295,774 +2,308
Jun12 120106 98.85 98.92 98.84 98.91 +0.05 28,779 220,286 +1,819
Sep12 120106 98.87 98.95 98.86 98.94 +0.06 31,856 259,990 +1,588
Dec12 120106 98.89 98.96 98.86 98.94 +0.06 30,278 212,548 +670
Mar13 120106 98.90 98.97 98.88 98.95 +0.05 34,284 225,248 +6,519
Jun13 120106 98.88 98.96 98.86 98.93 +0.04 26,431 193,673 -1,358
Total Volume and Open Interest 253,471 1,837,137 +20,882
3-Mth Euribor(LIFFE)
Mar12 120106 98.975 99.015 98.965 98.985 +0.010 96,159 500,859 +14,173
Jun12 120106 99.080 99.085 99.050 99.070 -0.010 81,038 406,307 -5,324
Sep12 120106 99.110 99.120 99.080 99.100 -0.010 66,395 421,251 +3,777
Total Volume and Open Interest 515,519 3,041,718 +26,529
3-Mth Aus T-Bills(SFE)
Mar12 120106 95.93 95.96 95.91 95.96 +0.04 17,864 220,363 -8,606
Jun12 120106 96.22 96.29 96.20 96.28 +0.06 16,815 166,595 -522
Sep12 120106 96.29 96.35 96.27 96.35 +0.06 10,935 116,455 -672
Dec12 120106 96.22 96.29 96.22 96.28 +0.05 3,225 70,737 +202
Mar13 120106 96.14 96.20 96.14 96.19 +0.05 3,444 52,027 +1,164
Jun13 120106 96.05 96.12 96.04 96.11 +0.06 3,941 48,606 +1,205
Sep13 120106 95.96 96.06 95.96 96.04 +0.06 1,580 26,403 -792
Dec13 120106 95.89 96.01 95.89 95.98 +0.06 973 18,094 +623
Mar14 120106 95.80 95.93 95.80 95.91 +0.05 2 1,397 -38
Jun14 120106 95.70 95.84 95.70 95.84 +0.04 25 610 +6
Total Volume and Open Interest 58,804 721,411 -7,430
10-Year Aus T-Bonds(SFE)
Mar12 120106 96.15 96.17 96.12 96.15 -0.01 41,278 348,483 -3,854
Jun12 120106 96.15 96.15 96.15 96.15 -0.01      
Total Volume and Open Interest 41,278 348,483 -3,854
3-Year Aus T-Bonds(SFE)
Mar12 120106 96.80 96.85 96.77 96.84 +0.03 90,434 368,417 -22,079
Jun12 120106 96.84 96.84 96.84 96.84 +0.03      
Total Volume and Open Interest 90,434 368,417 -22,079
Gold(CMX)
Feb12 120106 1622.4 1632.3 1609.0 1616.8 -3.3 154,215 224,763 -9,548
Apr12 120106 1625.5 1634.4 1612.6 1619.6 -3.3 11,919 47,234 +3,336
Jun12 120106 1628.3 1636.4 1615.8 1622.3 -3.3 5,930 35,080 +1,543
Aug12 120106 1630.8 1637.4 1618.3 1624.5 -3.4 1,906 14,907 +977
Oct12 120106 1632.9 1640.4 1626.7 1626.7 -3.5 977 11,057 -295
Dec12 120106 1635.6 1638.4 1624.9 1629.3 -3.4 6,732 25,576 +702
Feb13 120106 1631.6 1631.6 1631.6 1631.6 -3.4 875 3,801 +555
Apr13 120106 1634.1 1634.1 1634.1 1634.1 -3.4 655 2,016 +645
Jun13 120106 1637.2 1637.2 1637.2 1637.2 -3.6 0 10,381 +0
Aug13 120106 1640.4 1640.4 1640.4 1640.4 -3.6 0 45 +0
Oct13 120106 1643.8 1643.8 1643.8 1643.8 -3.7      
Dec13 120106 1647.3 1647.3 1647.3 1647.3 -3.9 0 10,642 +0
Total Volume and Open Interest 183,463 421,221 -2,054
Silver(CMX)
Mar12 120106 2928.5 2946.0 2857.0 2868.3 -61.3 36,121 57,220 -1,571
May12 120106 2923.0 2948.0 2864.0 2872.4 -61.2 1,079 10,656 -71
Jul12 120106 2935.5 2948.5 2874.5 2875.5 -61.1 483 3,977 +102
Sep12 120106 2918.5 2918.5 2877.6 2877.6 -61.1 242 2,622 +68
Dec12 120106 2945.5 2945.5 2879.0 2880.7 -61.1 349 14,290 +46
Mar13 120106 2879.8 2879.8 2879.8 2879.8 -61.0 40 1,193 +37
May13 120106 2877.9 2877.9 2877.9 2877.9 -60.9 0 1,085 +0
Total Volume and Open Interest 38,484 105,688 -1,413
Platinum(NYMEX)
Jan12 120106 1415.0 1418.6 1401.4 1404.5 -10.0 146 179 -254
Apr12 120106 1416.6 1423.9 1401.1 1408.2 -9.8 6,078 41,232 +145
Jul12 120106 1422.6 1422.6 1408.9 1412.6 -9.7 91 919 +78
Oct12 120106 1426.8 1426.8 1416.3 1416.3 -9.9 0 114 +0
Total Volume and Open Interest 6,315 42,445 -31
Palladium(NYMEX)
Mar12 120106 638.90 642.55 612.05 614.00 -30.40 2,828 16,954 +20
Jun12 120106 643.45 643.45 615.35 615.35 -30.40 34 523 +25
Sep12 120106 616.80 616.80 616.80 616.80 -30.40 0 138 +0
Total Volume and Open Interest 2,862 17,615 +45
Copper(CMX)
Mar12 120106 341.15 346.50 339.35 343.50 +0.85 40,439 71,467 +924
May12 120106 342.25 347.50 340.85 344.65 +0.90 1,987 24,658 -322
Jul12 120106 346.00 346.15 341.90 345.55 +1.00 644 7,660 +279
Sep12 120106 345.00 346.25 345.00 346.25 +1.00 799 3,675 -150
Dec12 120106 346.80 346.85 346.80 346.85 +1.10 616 3,064 -142
Total Volume and Open Interest 44,845 121,344 +550
DJIA Index(CBOT)
Mar12 120106 12337 12403 12275 12309 -22 620 10,250 -7
Jun12 120106 12239 12262 12239 12239 -23 2 404 +0
Sep12 120106 12176 12199 12176 12176 -23      
Dec12 120106 12099 12122 12099 12099 -23      
Total Volume and Open Interest 622 10,654 -7
E-mini DJIA Index(CBOT)
Mar12 120106 12333 12408 12272 12309 -22 77,339 98,476 +2,616
Jun12 120106 12258 12310 12239 12239 -23 7 55 +0
Sep12 120106 12176 12176 12176 12176 -23 0 9 +0
Dec12 120106 12099 12099 12099 12099 -23      
Total Volume and Open Interest 77,346 98,540 +2,616
S & P 500(CME)
Mar12 120106 1272.80 1281.50 1267.10 1274.20 +1.10 11,377 231,597 -18,572
Jun12 120106 1262.70 1271.70 1262.70 1268.70 +1.00 0 3,269 -9
Sep12 120106 1261.50 1266.40 1257.40 1263.40 +1.00 0 964 +0
Dec12 120106 1257.80 1260.80 1251.80 1257.80 +1.00 0 201 +0
Total Volume and Open Interest 11,377 236,031 -18,581
S & P 500 E-Mini(Globex)
Mar12 120106 1273.25 1282.25 1266.75 1274.25 +1.25 1,419,339 2,560,482 -97,867
Jun12 120106 1267.50 1276.00 1262.25 1268.75 +1.00 1,473 12,710 +102
Total Volume and Open Interest 1,420,909 2,573,404 -97,684
NASDAQ 100(CME)
Mar12 120106 2341.50 2360.00 2333.00 2352.30 +12.80 155 7,778 +22
Jun12 120106 2348.30 2352.00 2348.30 2348.30 +12.80      
Sep12 120106 2345.80 2346.00 2345.80 2345.80 +12.80      
Total Volume and Open Interest 155 7,778 +22
NASDAQ 100 E-Mini(Globex)
Mar12 120106 2340.30 2358.80 2332.50 2352.30 +12.80 142,882 268,878 +4,262
Jun12 120106 2330.30 2349.00 2330.30 2348.30 +12.80 3 34 -1
Total Volume and Open Interest 142,885 268,915 +4,261
S & P Midcap 400(CME)
Mar12 120106 889.30 894.00 884.00 889.30 +3.70 0 841 +0
Jun12 120106 887.30 887.30 887.30 887.30 +3.70      
Sep12 120106 885.30 885.30 885.30 885.30 +3.70      
Total Volume and Open Interest 0 841 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12 120106 8505 8505 8350 8360 -145 3,497 23,375 -154
Jun12 120106 8340 8340 8305 8305 -140 0 25 +0
Total Volume and Open Interest 3,497 23,400 -154
Nikkei 225(SGX)
Mar12 120106 8495 8505 8340 8390 -100 61,973 195,395 +3,965
Jun12 120106 8365 8365 8315 8315 -100 18 338 +24
Sep12 120106 8310 8310 8310 8310 -100 0 30 +0
Total Volume and Open Interest 62,290 206,724 +4,092
CAC 40(EURONEXT)
Jan12 120106 3149.0 3186.5 3121.5 3135.0 -14.0 63,782 259,648 +7,353
Feb12 120106 3152.0 3184.5 3125.0 3135.0 -14.5 42 957 +25
Mar12 120106 3162.5 3183.0 3121.5 3134.5 -15.0 327 20,736 +124
Total Volume and Open Interest 64,151 281,391 +7,502
Hang Seng Index(HKFE)
Jan12 120106 18770 18780 18472 18649 -159 56,900 83,972 +2,659
Feb12 120106 18818 18818 18482 18650 -168 329 478 +223
Mar12 120106 18817 18817 18410 18584 -174 663 4,021 +305
Total Volume and Open Interest 57,943 90,108 +3,185
DAX(EUREX)
Mar12 120106 6105.0 6160.0 6016.5 6060.5 -45.5 115,319 156,687 +2,762
Jun12 120106 6118.0 6171.5 6040.0 6073.0 -45.5 326 5,606 +71
Sep12 120106 6070.0 6082.0 6070.0 6082.0 -46.0 14 493 -1
Total Volume and Open Interest 115,659 162,786 +2,832
FT-SE 100(EURONEXT)
Mar12 120106 5594.00 5644.50 5570.00 5604.50 +17.50 97,625 607,000 +5,933
Jun12 120106 5564.00 5564.00 5559.00 5559.00 +17.50 1 3,710 -1
Sep12 120106 5527.50 5527.50 5527.50 5527.50 +17.50      
Total Volume and Open Interest 97,626 610,710 +5,932
SPI 200(SFE)
Mar12 120106 4135.0 4139.0 4075.0 4080.0 -55.0 27,873 193,767 -7,994
Jun12 120106 4106.0 4106.0 4088.0 4088.0 -55.0 8 1,934 -3
Sep12 120106 4066.0 4066.0 4049.0 4049.0 -55.0 0 1,085 +0
Total Volume and Open Interest 28,136 199,873 -8,190
GSCI(CME)
Jan12 120106 665.50 665.75 659.00 662.50 +2.70 642 8,784 +206
Feb12 120106 664.00 667.00 660.00 664.00 +3.00 67 102 +2
Mar12 120106 666.50 669.00 662.25 666.50 +3.50 2 1 +1
Total Volume and Open Interest 711 8,887 +209
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

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php

MRCI is delighted to provide our new Futures SuperCharts via End-of-Day Commodity Quotes pages.

There are now links not only to the Nearby Weekly and Monthly charts for each particular commodity but also to the daily Superchart for each delivery month --- over which you can even hover!

No more toggling from one section to another.  Now MRCI's tables of daily OHLC, volume, and open interest data offer you immediate access to the relevant charts

--- all in one place and at your fingertips.  Try it --- you'll like it!

To learn more about the features of Futures SuperCharts, please visit: https://www.mrci.com/tutorials/supercharts.pdf