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MRCI's End of Day Prices
Daily Futures Price Listing Mon December 07, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan10 091207 1045.50 1061.50 1038.50 1053.00 +10.00 83,955 216,024 -5,029
Mar10 091207 1053.00 1069.25 1046.25 1061.00 +10.50 30,956 111,430 +2,646
May10 091207 1059.75 1076.75 1053.75 1069.00 +11.25 12,502 44,524 +3,988
Jul10 091207 1065.25 1083.00 1061.25 1075.75 +11.00 11,249 42,715 +1,530
Aug10 091207 1071.00 1075.00 1071.00 1072.25 +10.50 110 1,740 +30
Sep10 091207 1065.00 1065.00 1049.25 1056.00 +6.75 101 566 -18
Nov10 091207 1042.00 1058.00 1038.00 1046.50 +5.00 6,269 59,757 +880
Total Volume and Open Interest 146,906 481,098 +4,640
Soybean Meal(CBOT)
Dec09 091207 320.50 324.20 320.10 321.40 +0.50 3,168 6,022 -1,430
Jan10 091207 310.70 314.90 308.60 312.40 +1.70 28,770 53,604 +727
Mar10 091207 307.90 310.70 304.00 308.20 +1.80 11,353 44,103 +822
May10 091207 304.40 309.10 303.50 307.20 +1.90 3,896 21,973 -171
Jul10 091207 305.90 310.40 305.00 308.80 +1.90 3,687 18,363 +442
Aug10 091207 309.00 310.10 306.50 308.40 +1.50 170 4,639 +35
Sep10 091207 307.00 308.00 305.00 305.40 +0.50 90 4,133 +15
Oct10 091207 300.60 301.80 298.80 298.80 -1.70 48 2,713 +0
Total Volume and Open Interest 51,726 166,239 +637
Soybean Oil(CBOT)
Dec09 091207 40.24 40.36 39.99 40.31 +0.55 8,492 4,709 -1,490
Jan10 091207 40.18 41.05 40.02 40.67 +0.54 38,554 120,195 -2,385
Mar10 091207 40.48 41.44 40.41 41.07 +0.55 16,965 72,720 +407
May10 091207 40.95 41.76 40.82 41.41 +0.55 4,546 21,108 +1,060
Jul10 091207 41.30 42.05 41.20 41.78 +0.59 4,130 16,575 +670
Aug10 091207 41.79 41.91 41.60 41.91 +0.59 340 2,009 +4
Sep10 091207 41.91 42.03 41.70 42.03 +0.59 169 1,424 +80
Oct10 091207 42.08 42.11 41.80 42.11 +0.58 251 1,263 +118
Total Volume and Open Interest 74,794 252,073 -1,761
Canola(WCE)
Jan10 091207 413.7 415.6 411.2 412.6 -0.1 10,743 52,250 -2,736
Mar10 091207 418.7 422.0 417.3 419.5 +0.1 6,531 32,613 +2,609
May10 091207 422.9 426.5 422.9 424.5 +0.4 626 2,840 +371
Jul10 091207 427.8 429.9 426.7 428.0 +0.1 480 5,048 +231
Nov10 091207 428.9 430.2 427.7 430.0 +0.1 279 2,365 +10
Total Volume and Open Interest 18,659 95,320 +485
Corn(CBOT)
Dec09 091207 373.50 378.00 367.50 368.75 -5.00 41,326 25,411 -7,747
Mar10 091207 388.75 393.25 382.50 383.75 -4.75 124,777 514,911 -2,620
May10 091207 399.25 403.75 393.50 394.75 -4.25 15,193 98,199 +834
Jul10 091207 409.50 413.75 403.25 404.25 -4.50 12,193 98,525 +2,459
Sep10 091207 417.25 419.75 411.00 411.50 -5.00 1,325 24,462 -226
Dec10 091207 425.00 428.75 418.00 419.75 -4.75 10,136 175,422 +587
Total Volume and Open Interest 205,686 966,797 -6,536
Wheat(CBOT)
Dec09 091207 537.25 538.75 525.75 526.50 -10.25 4,445 3,716 -2,128
Mar10 091207 557.00 562.50 547.50 548.00 -10.00 28,232 195,495 -1,129
May10 091207 570.75 574.75 560.50 561.00 -9.75 1,989 27,521 +309
Jul10 091207 579.50 585.00 570.25 571.50 -9.50 1,845 57,612 +267
Sep10 091207 593.25 595.00 583.25 584.25 -9.25 621 16,465 +79
Total Volume and Open Interest 38,471 348,884 -2,338
Wheat(KCBT)
Dec09 091207 537.75 538.00 524.25 524.50 -11.50 171 542 -190
Mar10 091207 549.00 552.00 536.75 537.00 -12.00 6,457 59,560 -363
May10 091207 556.50 563.00 548.50 548.50 -11.75 474 9,777 +134
Jul10 091207 572.25 575.00 560.50 560.50 -11.75 758 27,483 +34
Sep10 091207 584.00 584.00 572.75 572.75 -11.75 99 2,466 +22
Total Volume and Open Interest 8,859 133,025 -514
Wheat(MGE)
Dec09 091207 547.25 547.25 539.25 539.25 -8.75 171 192 -147
Mar10 091207 563.50 567.25 553.00 554.25 -8.75 1,601 21,788 -37
May10 091207 573.25 575.00 565.25 566.25 -9.00 145 4,461 -40
Jul10 091207 583.50 587.50 576.75 578.00 -8.75 113 8,450 -14
Sep10 091207 595.25 599.50 589.00 589.75 -9.00 63 3,158 -9
Total Volume and Open Interest 2,232 45,506 -244
Oats(CBOT)
Dec09 091207 242.50 243.50 242.50 242.50 -1.00 203 229 -377
Mar10 091207 257.00 260.50 254.00 255.50 -1.50 1,001 9,875 -79
May10 091207 267.00 267.00 262.25 263.75 -1.75 45 505 +11
Jul10 091207 276.00 276.00 272.50 272.50 -0.25 2 514 +0
Total Volume and Open Interest 1,252 11,515 -445
Rough Rice(CBOT)
Jan10 091207 15.70 15.75 15.33 15.60 -0.11 1,535 8,204 -260
Mar10 091207 15.98 16.01 15.64 15.88 -0.11 1,395 7,146 +455
May10 091207 15.85 16.24 15.85 16.11 -0.12 13 402 -9
Jul10 091207 16.20 16.48 16.20 16.34 -0.13 15 572 -1
Total Volume and Open Interest 3,032 17,203 +245
Live Cattle(CME)
Dec09 091207 81.580 81.650 80.950 81.135 +0.135 10,947 22,438 -2,989
Feb10 091207 83.500 83.850 83.250 83.300 +0.100 19,266 136,050 +3,059
Apr10 091207 86.385 86.580 86.150 86.330 +0.250 7,253 64,216 +281
Jun10 091207 84.000 84.250 83.700 83.900 +0.115 3,704 29,910 +446
Aug10 091207 84.500 84.650 84.285 84.480 +0.130 1,688 8,953 +762
Oct10 091207 87.850 87.900 87.400 87.400 -0.200 438 5,180 +256
Total Volume and Open Interest 43,373 269,163 +1,857
Feeder Cattle(CME)
Jan10 091207 93.600 93.750 92.830 92.850 -0.500 2,152 15,170 -234
Mar10 091207 94.150 94.400 93.730 93.950 -0.185 1,414 8,110 +385
Apr10 091207 95.650 95.850 95.250 95.500 -0.080 694 1,888 +317
May10 091207 96.450 96.550 95.950 96.400 -0.100 406 2,664 +206
Aug10 091207 98.700 98.850 98.100 98.400 -0.300 269 1,064 +194
Sep10 091207 98.200 98.200 98.200 98.200 unch 0 9 +0
Oct10 091207 98.135 98.135 98.135 98.135 unch 0 8 +0
Total Volume and Open Interest 4,935 28,913 +868
Lean Hogs(CME)
Dec09 091207 61.650 62.350 61.600 62.200 +1.050 7,732 13,438 -2,120
Feb10 091207 66.885 67.700 66.100 66.550 -0.200 19,549 78,236 -374
Apr10 091207 71.000 71.535 70.600 70.975 +0.125 5,157 41,344 +1,609
May10 091207 74.635 74.950 74.475 74.830 -0.055 112 2,757 -76
Jun10 091207 77.900 78.450 77.750 78.430 +0.680 2,608 22,186 +275
Jul10 091207 77.135 77.450 76.950 77.430 +0.480 552 8,010 +191
Aug10 091207 76.300 76.500 75.885 76.475 +0.190 123 6,201 +20
Oct10 091207 67.650 68.000 67.650 67.900 +0.015 41 3,173 +8
Total Volume and Open Interest 35,888 177,325 -459
Pork Bellies(CME)
Feb10 091207 83.600 85.700 83.100 84.535 +1.735 59 399 -4
Mar10 091207 81.900 83.000 81.500 81.550 +1.400 3 90 +3
May10 091207 84.000 84.000 83.000 84.000 +1.200 1 78 +0
Jul10 091207 86.000 86.000 83.700 83.700 unch 0 20 +0
Aug10 091207 84.980 85.000 84.980 85.000 unch 0 15 +0
Total Volume and Open Interest 63 602 -1
Class III Milk(CME)
Dec09 091207 14.73 14.75 14.69 14.72 -0.01 177 5,083 -106
Jan10 091207 14.50 14.54 14.35 14.44 -0.10 438 3,597 +75
Feb10 091207 14.58 14.62 14.50 14.56 -0.06 270 2,412 +89
Mar10 091207 15.05 15.08 14.97 15.01 -0.07 162 1,932 -1
Apr10 091207 15.29 15.30 15.21 15.27 -0.03 56 1,377 +19
Total Volume and Open Interest 1,362 21,774 -3,707
Cocoa(ICE)
Dec09 091207 3351 3383 3351 3379 +18 27 95 -5
Mar10 091207 3371 3385 3327 3378 +2 5,549 76,415 +510
May10 091207 3400 3402 3355 3397 +1 1,034 19,057 +129
Jul10 091207 3350 3405 3350 3396 unch 435 7,671 +204
Sep10 091207 3376 3390 3376 3390 +1 37 5,109 +20
Dec10 091207 3363 3385 3363 3377 +2 44 3,932 -4
Mar11 091207 3349 3367 3349 3367 +2 80 7,678 +44
Total Volume and Open Interest 7,213 126,413 +898
Coffee "C"(ICE)
Dec09 091207 141.85 147.05 141.00 146.25 +5.15 20 524 -68
Mar10 091207 142.00 147.90 140.55 146.60 +5.25 7,986 77,598 +1,494
May10 091207 143.30 149.40 142.35 148.25 +5.20 1,151 19,833 +283
Jul10 091207 145.40 150.80 145.15 149.70 +5.10 1,009 5,175 -484
Sep10 091207 146.55 152.00 146.55 151.05 +5.05 756 5,024 +134
Dec10 091207 148.30 154.00 147.65 152.85 +4.95 686 5,458 +163
Total Volume and Open Interest 11,900 115,493 +1,543
Orange Juice(ICE)
Jan10 091207 122.50 127.75 121.35 126.50 +3.15 1,300 14,676 -366
Mar10 091207 126.60 131.05 124.85 130.10 +3.15 834 12,120 +421
May10 091207 130.00 133.85 128.90 133.35 +3.15 286 3,596 +217
Jul10 091207 132.50 136.25 132.50 136.00 +2.80 48 1,088 +44
Sep10 091207 135.50 138.45 135.50 138.45 +2.85 13 480 +11
Nov10 091207 139.00 140.55 139.00 140.55 +2.85 0 57 +0
Total Volume and Open Interest 2,481 32,217 +327
Sugar #11(ICE)
Mar10 091207 22.68 22.72 22.35 22.45 -0.07 60,995 351,737 +724
May10 091207 22.13 22.13 21.73 21.92 -0.01 23,106 118,295 +2,072
Jul10 091207 20.94 20.98 20.78 20.93 +0.01 12,197 119,567 +806
Oct10 091207 20.27 20.37 20.16 20.29 +0.02 4,680 88,130 +383
Mar11 091207 19.96 20.00 19.85 19.93 -0.03 1,980 48,268 +422
Total Volume and Open Interest 105,190 792,695 +4,713
London Cocoa(LCE)
Dec09 091202 2165 2174 2142 2145 -22 7,572 29,282 -25,162
Mar10 091207 2228 2249 2216 2243 +16 7,678 49,587 +215
May10 091207 2246 2268 2237 2263 +16 1,085 50,586 +2
Jul10 091207 2223 2238 2218 2231 +5 650 20,046 +238
Sep10 091207 2189 2214 2189 2199 +14 992 8,581 +737
Dec10 091207 2143 2167 2143 2160 +14 54 8,743 +25
Mar11 091207 2124 2148 2124 2140 +14 62 8,260 +5
Total Volume and Open Interest 12,685 172,417 +347
London Sugar(LCE)
Mar10 091207 617.10 620.20 615.50 616.90 -1.20 6,602 34,681 +217
May10 091207 607.00 610.00 605.40 606.50 -0.70 3,062 20,126 +215
Aug10 091207 575.20 577.70 574.20 575.50 +0.20 1,798 11,360 +431
Oct10 091207 545.90 546.00 545.20 546.00 +0.70 336 4,602 +55
Dec10 091207 530.00 530.50 529.30 530.50 +1.60 3 830 +0
Total Volume and Open Interest 11,801 71,824 +918
Cotton(ICE)
Dec09 091207 70.53 70.83 70.00 70.83 +0.62 15 82 -8
Mar10 091207 74.28 74.90 73.80 74.69 +0.87 4,735 131,085 +771
May10 091207 75.10 75.88 74.98 75.79 +0.84 471 13,859 -51
Jul10 091207 76.20 76.74 75.72 76.32 +0.55 180 19,407 +25
Oct10 091207 76.60 76.72 76.60 76.72 +0.56 4 128 +0
Dec10 091207 77.00 77.49 76.50 77.19 +0.55 336 11,786 +399
Total Volume and Open Interest 5,812 177,238 +1,179
Lumber(CME)
Jan10 091207 225.9 229.1 216.1 219.0 -5.5 1,521 4,936 -935
Mar10 091207 245.6 247.1 236.5 236.5 -8.0 893 4,905 +728
May10 091207 251.9 251.9 244.6 247.5 -4.4 78 769 +39
Jul10 091207 250.0 255.0 247.5 255.0 unch 6 191 +3
Total Volume and Open Interest 2,498 10,922 -165
Crude Oil(NYM)
Jan10 091207 75.80 76.10 73.70 73.93 -1.54 351,788 318,192 -2,518
Feb10 091207 77.46 77.84 75.70 75.91 -1.34 116,865 118,374 +1,769
Mar10 091207 78.76 79.36 77.35 77.55 -1.17 54,235 102,064 +6,182
Apr10 091207 80.14 80.40 78.64 78.75 -1.09 20,574 34,098 +3,996
May10 091207 81.21 81.21 79.51 79.63 -1.06 13,928 27,800 +1,021
Jun10 091207 81.83 81.98 80.19 80.40 -1.04 24,921 109,828 +2,364
Jul10 091207 81.96 81.96 80.89 81.02 -1.01 5,018 29,480 +921
Aug10 091207 82.22 82.22 81.47 81.56 -0.98 4,151 14,433 +834
Sep10 091207 82.25 82.47 81.96 82.09 -0.96 3,280 27,476 +381
Oct10 091207 82.62 82.79 82.54 82.63 -0.94 1,625 14,841 +11
Nov10 091207 83.25 83.37 83.10 83.21 -0.92 1,525 16,876 +39
Dec10 091207 85.02 85.12 83.60 83.82 -0.90 19,109 129,672 +1,330
Jan11 091207 84.16 84.49 84.16 84.23 -0.88 1,384 18,590 -131
Feb11 091207 84.59 84.59 84.59 84.59 -0.85 841 7,809 +70
Mar11 091207 84.96 84.96 84.96 84.96 -0.83 845 6,273 -40
Apr11 091207 85.35 85.35 85.35 85.35 -0.79 649 8,867 +158
Total Volume and Open Interest 650,285 1,216,682 +13,646
e-miNY Crude Oil(NYM)
Dec09 091119 79.700 79.925 77.050 77.450 -2.125 9,328 3,959 +159
Jan10 091207 75.925 76.075 73.650 73.925 -1.550 12,748 4,730 +389
Feb10 091207 77.475 77.825 75.675 75.900 -1.350 729 870 +191
Mar10 091207 79.150 79.225 77.500 77.550 -1.175 61 227 -10
Apr10 091207 79.000 79.000 78.750 78.750 -1.100 3 79 +0
May10 091207 80.000 80.000 79.550 79.625 -1.075 3 2 +0
Jun10 091207 81.025 81.025 80.375 80.400 -1.050 10 10 -4
Jul10 091207 81.025 81.025 81.025 81.025 -1.000 0 6 +0
Aug10 091207 81.550 81.550 81.550 81.550 -1.000 0 1 +0
Sep10 091207 82.325 82.325 82.100 82.100 -0.950      
Total Volume and Open Interest 13,554 6,023 +566
Heating Oil(NYM)
Jan10 091207 203.66 204.76 199.76 200.97 -1.71 47,641 88,824 -1,520
Feb10 091207 207.06 207.80 202.98 204.08 -1.85 14,018 44,133 +1,730
Mar10 091207 209.90 209.90 205.51 206.20 -2.02 6,588 38,475 +430
Apr10 091207 207.84 209.55 207.20 207.26 -2.17 3,549 20,542 +955
May10 091207 209.95 211.38 208.17 208.29 -2.33 2,405 13,648 +448
Jun10 091207 212.90 212.90 209.00 209.34 -2.50 5,105 31,816 -47
Jul10 091207 211.45 213.88 210.91 211.13 -2.54 1,514 9,235 +166
Aug10 091207 214.00 215.93 213.41 213.41 -2.51 531 4,249 +87
Sep10 091207 216.50 218.60 216.06 216.06 -2.49 555 7,842 -23
Oct10 091207 219.21 221.32 218.71 218.71 -2.44 175 4,353 +19
Nov10 091207 222.10 223.59 221.33 221.33 -2.40 105 6,120 +1
Dec10 091207 226.42 227.09 223.81 223.95 -2.39 1,360 20,909 +116
Total Volume and Open Interest 84,526 314,712 +2,545
Gasoline(NYMEX)
Jan10 091207 198.50 198.64 193.60 194.06 -3.44 40,315 97,122 -7,119
Feb10 091207 201.13 201.20 196.57 196.93 -3.44 13,234 38,183 +1,455
Mar10 091207 202.27 203.60 199.37 199.74 -3.38 6,062 32,985 +457
Apr10 091207 214.32 214.75 211.80 211.96 -3.31 5,255 21,943 +360
May10 091207 215.30 217.00 213.48 213.48 -3.28 2,538 9,892 +271
Jun10 091207 217.64 218.25 214.57 214.85 -3.20 2,926 11,786 +124
Jul10 091207 215.90 217.80 215.37 215.37 -3.18 691 5,425 -6
Aug10 091207 215.55 215.55 215.55 215.55 -3.10 443 5,187 +14
Sep10 091207 214.94 214.94 214.94 214.94 -3.01 584 5,035 +136
Oct10 091207 205.55 205.55 205.55 205.55 -2.95 505 2,136 -17
Total Volume and Open Interest 75,129 249,795 -3,844
e-miNY RBOB Gasoline(NYM)
Jan10 091207 1.98 1.98 1.98 1.94 -0.04 0 4 +0
Feb10 091207 196.90 196.93 196.90 196.90 -3.50      
Mar10 091207 199.70 199.74 199.70 199.70 -3.40      
Apr10 091207 212.00 212.00 211.96 212.00 -3.30      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Jan10 091207 4.651 5.009 4.644 4.971 +0.385 93,796 209,006 -5,022
Feb10 091207 4.733 5.090 4.733 5.057 +0.385 23,283 75,959 +2,025
Mar10 091207 4.805 5.118 4.765 5.097 +0.390 21,252 84,697 -481
Apr10 091207 4.830 5.143 4.820 5.134 +0.377 21,597 56,676 +3,121
May10 091207 4.880 5.192 4.853 5.182 +0.365 5,509 34,140 +1,370
Jun10 091207 4.959 5.259 4.959 5.255 +0.357 2,881 22,334 +164
Jul10 091207 5.042 5.344 5.021 5.342 +0.351 3,470 17,356 +340
Aug10 091207 5.103 5.420 5.103 5.420 +0.347 3,242 16,595 +348
Sep10 091207 5.303 5.472 5.302 5.472 +0.344 6,947 18,745 +1,108
Oct10 091207 5.443 5.625 5.408 5.619 +0.344 13,881 30,732 -826
Nov10 091207 5.902 6.060 5.901 6.059 +0.324 1,126 7,954 +105
Dec10 091207 6.260 6.510 6.260 6.499 +0.314 1,136 17,578 +176
Jan11 091207 6.569 6.747 6.550 6.744 +0.314 2,892 15,343 +447
Feb11 091207 6.590 6.741 6.590 6.739 +0.309 341 6,587 +228
Mar11 091207 6.450 6.599 6.450 6.599 +0.309 695 16,115 +180
Apr11 091207 6.120 6.222 6.120 6.219 +0.284 279 10,918 +135
Total Volume and Open Interest 203,218 740,601 +3,463
Brent Crude Oil(ICE)
Jan10 091207 77.83 78.25 76.28 76.43 -1.09 147,308 149,833 -1,972
Feb10 091207 78.76 78.95 77.17 77.30 -1.10 68,478 146,039 +1,784
Mar10 091207 79.61 79.80 78.08 78.21 -1.08 43,347 66,447 +28
Apr10 091207 80.30 80.45 78.95 79.08 -1.05 14,916 37,526 +1,556
May10 091207 81.20 81.20 79.75 79.88 -1.03 10,342 22,348 +945
Jun10 091207 81.90 81.90 80.49 80.62 -1.00 16,041 55,781 +986
Jul10 091207 82.32 82.32 81.28 81.28 -0.99 2,782 13,951 -241
Aug10 091207 83.09 83.09 81.89 81.89 -0.99 1,568 10,356 +479
Sep10 091207 83.68 83.68 82.48 82.48 -0.99 1,682 6,796 +143
Oct10 091207 83.07 83.07 83.07 83.07 -0.99 1,337 13,301 -186
Nov10 091207 83.66 83.66 83.66 83.66 -0.98 1,165 10,491 +45
Dec10 091207 85.46 85.46 84.12 84.27 -0.95 11,110 72,186 +1,167
Jan11 091207 84.81 84.81 84.81 84.81 -0.92 419 7,578 +137
Feb11 091207 85.29 85.29 85.29 85.29 -0.90 52 3,974 +24
Total Volume and Open Interest 324,815 712,720 +5,298
Gas Oil(ICE)
Dec09 091207 617.25 618.50 604.75 609.25 -12.50 34,238 64,512 -7,700
Jan10 091207 631.75 632.25 618.00 622.00 -13.50 61,385 128,049 +2,009
Feb10 091207 638.50 641.75 627.75 631.50 -13.75 27,170 65,523 +5,291
Mar10 091207 648.50 648.50 635.75 639.00 -14.25 12,607 40,705 +3,210
Apr10 091207 652.25 652.25 644.75 646.50 -14.00 6,249 24,405 -76
May10 091207 656.25 658.50 650.00 653.75 -14.00 4,656 19,351 -654
Jun10 091207 670.00 670.50 657.00 660.75 -13.75 5,416 45,171 +882
Jul10 091207 675.50 675.50 664.75 668.50 -13.75 846 16,038 +159
Aug10 091207 677.25 677.25 675.75 675.75 -13.75 1,286 17,602 +120
Sep10 091207 685.00 685.50 679.25 683.00 -13.25 1,062 15,729 +634
Total Volume and Open Interest 161,415 561,313 +4,383
Ethanol(CBOT)
Dec09 091203 2.135 2.135 2.130 2.130 unch 46 267 -17
Jan10 091207 1.980 1.985 1.980 1.982 -0.001 76 713 +24
Feb10 091207 1.896 1.904 1.885 1.895 -0.001 80 621 +18
Mar10 091207 1.879 1.889 1.875 1.880 -0.006 74 913 +15
Apr10 091207 1.860 1.870 1.860 1.870 -0.007 32 562 +17
May10 091207 1.865 1.865 1.845 1.858 +0.011 11 427 +5
Jun10 091207 1.850 1.850 1.830 1.843 -0.001 14 316 -1
Jul10 091207 1.826 1.850 1.816 1.830 -0.003 9 348 +4
Total Volume and Open Interest 325 5,876 -155
US Dollar Index(ICE)
Dec09 091207 75.750 76.255 75.480 75.810 -0.160 14,420 36,797 +555
Mar10 091207 76.000 76.575 75.800 76.115 -0.175 737 3,266 +237
Jun10 091207 76.470 76.470 76.470 76.470 -0.135 0 7 +0
Total Volume and Open Interest 15,157 40,071 +792
Australian Dollar(CME)
Dec09 091207 91.49 91.82 90.30 91.15 +0.12 94,195 109,001 +1,137
Mar10 091207 90.67 90.97 89.45 90.30 +0.12 2,159 10,808 +201
Jun10 091207 89.26 89.36 88.51 89.36 +0.12 0 10 +0
Total Volume and Open Interest 96,354 119,841 +1,338
British Pound(CME)
Dec09 091207 164.62 165.14 163.13 164.39 +0.12 92,306 81,685 -2,607
Mar10 091207 164.47 165.03 163.05 164.29 +0.11 2,942 9,377 +1,194
Jun10 091207 164.19 164.55 163.14 164.19 +0.11 1 121 +0
Total Volume and Open Interest 95,249 91,254 -1,413
Canadian Dollar(CME)
Dec09 091207 94.65 95.40 93.89 94.96 +0.55 91,746 87,104 -289
Mar10 091207 94.65 95.40 93.89 94.96 +0.56 1,776 9,753 +85
Jun10 091207 94.33 95.37 93.91 94.95 +0.56 9 637 +9
Sep10 091207 94.33 95.37 94.09 94.94 +0.56 33 456 +7
Total Volume and Open Interest 93,572 98,280 -188
Japanese Yen(CME)
Dec09 091207 110.79 112.31 110.65 111.78 +1.55 115,016 135,611 -3,662
Mar10 091207 110.86 112.37 110.30 111.85 +1.55 2,197 6,410 +158
Jun10 091207 111.97 112.18 110.40 111.97 +1.57 0 24 +0
Total Volume and Open Interest 117,213 142,078 -3,504
Swiss Franc(CME)
Dec09 091207 98.50 98.65 97.60 98.10 -0.06 62,999 56,006 +1,616
Mar10 091207 98.57 98.70 97.65 98.16 -0.07 588 2,771 +301
Jun10 091207 98.24 98.63 98.05 98.24 -0.07 1 12 +0
Total Volume and Open Interest 63,588 58,790 +1,917
EuroFX(CME)
Dec09 091207 148.71 149.05 147.55 148.20 -0.07 309,711 167,291 +3,144
Mar10 091207 148.70 148.97 147.50 148.15 -0.07 18,423 15,148 +6,369
Jun10 091207 148.60 148.60 147.67 148.10 -0.04 5 193 +1
Total Volume and Open Interest 328,140 182,812 +9,395
Mexican Peso(CME)
Dec09 091207 789.2 793.0 784.2 789.5 +1.5 34,313 116,774 -4,263
Jan10 091207 786.0 786.0 784.5 786.0 +1.5 0 2 +0
Total Volume and Open Interest 49,171 137,170 +6,438
30-Year T-Bonds(CBOT)
Dec09 091207 119~220 120~130 119~150 119~310 +0~090 29,598 68,262 -11,818
Mar10 091207 118~260 119~190 118~180 119~040 +0~100 291,908 692,453 -22,727
Jun10 091207 117~200 117~250 117~100 117~200 +0~100 19 78 +2
Total Volume and Open Interest 321,525 760,794 -34,543
10-Year T-Notes(CBOT)
Dec09 091207 119~010 119~235 119~010 119~185 +0~120 56,889 64,643 -23,096
Mar10 091207 117~260 118~120 117~205 118~065 +0~115 947,876 1,222,963 -34,440
Jun10 091207 116~160 117~040 116~160 117~010 +0~115 3 4 +3
Total Volume and Open Interest 1,004,768 1,287,610 -57,533
5-Year T-Notes(CBOT)
Dec09 091207 117~084 117~090 117~019 117~084 +0~048 8,602 88,892 -13,421
Mar10 091207 116~009 116~066 115~117 116~057 +0~045 508,248 823,784 +6,126
Jun10 091207 115~069 115~069 115~024 115~069 +0~045 1 1 +0
Total Volume and Open Interest 536,923 912,677 -7,295
2 Year T-Notes(CBOT)
Dec09 091207 109~030 109~030 109~030 109~036 +0~021 0 39,919 -5,115
Mar10 091207 108~071 108~099 108~066 108~096 +0~024 279,110 916,082 -6,081
Jun10 091207 108~016 108~027 108~004 108~027 +0~023 7 7,541 +3
Total Volume and Open Interest 292,125 963,543 -12,555
Eurodollars(CME)
Dec09 091207 99.738 99.740 99.735 99.738 unch 110,957 1,000,275 -8,353
Mar10 091207 99.565 99.610 99.550 99.600 +0.040 231,092 1,107,882 -711
Jun10 091207 99.310 99.405 99.300 99.390 +0.080 357,206 986,007 -14,896
Sep10 091207 98.985 99.095 98.960 99.080 +0.095 347,545 772,332 +7,772
Dec10 091207 98.620 98.740 98.595 98.725 +0.100 353,913 874,390 +3,687
Mar11 091207 98.275 98.390 98.240 98.375 +0.100 311,823 540,865 +3,867
Jun11 091207 97.925 98.050 97.895 98.025 +0.095 298,797 531,860 +3,847
Sep11 091207 97.615 97.735 97.580 97.710 +0.090 194,666 490,523 -4,963
Dec11 091207 97.315 97.440 97.290 97.410 +0.080 111,658 271,247 +567
Mar12 091207 97.080 97.190 97.050 97.165 +0.075 86,607 198,656 +4,981
Jun12 091207 96.840 96.945 96.815 96.915 +0.065 69,644 176,300 +2,562
Sep12 091207 96.625 96.720 96.605 96.695 +0.055 54,800 114,275 +2,090
Dec12 091207 96.405 96.505 96.395 96.475 +0.045 17,816 63,317 -648
Mar13 091207 96.275 96.345 96.245 96.310 +0.035 12,183 57,676 +169
Jun13 091207 96.130 96.180 96.090 96.145 +0.030 8,776 53,787 +141
Sep13 091207 95.970 96.035 95.940 95.985 +0.025 9,049 54,780 +51
Dec13 091207 95.865 95.880 95.795 95.825 +0.020 5,559 28,757 -304
Mar14 091207 95.755 95.770 95.690 95.705 +0.015 4,692 28,936 +112
Total Volume and Open Interest 2,603,758 7,499,839 +2,888
30 Day Federal Funds(CBOT)
Dec09 091207 99.870 99.872 99.870 99.870 unch 2,648 76,667 +2,443
Jan10 091207 99.860 99.865 99.860 99.860 unch 2,832 63,302 -1,937
Feb10 091207 99.825 99.835 99.825 99.830 +0.005 4,433 70,421 -376
Mar10 091207 99.800 99.810 99.800 99.805 +0.005 4,878 46,283 -310
Apr10 091207 99.780 99.790 99.770 99.785 +0.015 4,761 63,577 -324
May10 091207 99.715 99.745 99.715 99.735 +0.020 7,500 56,299 -950
Total Volume and Open Interest 43,096 494,121 +3,694
30 Day Fed Funds(e-CBOT)
Dec09 090519 99.655 99.670 99.655 99.670 unch 2,601 26,684  
Jan10 090519 99.600 99.615 99.595 99.615 unch 2,329 25,494  
Feb10 090519 99.505 99.520 99.500 99.515 unch 3,201 23,868  
Mar10 090519 99.440 99.455 99.435 99.450 unch 400 6,491  
Apr10 090519 99.370 99.380 99.360 99.380 unch 756 6,053  
May10 090519 99.255 99.260 99.240 99.250 unch 230 7,105  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Dec09 091207 99.540 99.540 99.540 99.540 unch 0 4,582 +0
Mar10 091207 99.630 99.630 99.630 99.630 unch 0 423 +0
Jun10 091207 99.620 99.620 99.620 99.620 unch 0 80 +0
Sep10 091207 99.650 99.650 99.650 99.650 unch 0 230 +0
Dec10 091207 99.665 99.665 99.665 99.665 unch 0 90 +0
Mar11 091207 99.580 99.580 99.580 99.580 unch      
Jun11 091207 99.520 99.520 99.520 99.520 unch      
Sep11 091207 99.520 99.520 99.520 99.520 unch      
Dec11 091207 99.360 99.360 99.360 99.360 +0.020      
Mar12 091207 99.325 99.325 99.325 99.325 +0.020      
Total Volume and Open Interest 0 5,405 +0
3-Mth Euro-Yen(SGX)
Dec09 091207 99.56 99.56 99.56 99.56 unch 628 4,974 +424
Mar10 091207 99.61 99.64 99.61 99.64 unch 258 4,020 +189
Jun10 091207 99.66 99.66 99.66 99.66 +0.03 0 2,142 +19
Sep10 091207 99.69 99.69 99.69 99.69 +0.03 0 1,958 -1
Dec10 091207 99.70 99.70 99.70 99.70 +0.02 0 1,011 +54
Mar11 091207 99.61 99.61 99.61 99.61 +0.02 0 662 +100
Jun11 091207 12.51 12.51 12.51 12.51 -87.03 0 52 +0
Sep11 091207 12.51 12.51 12.51 12.51 -87.03 0 51 +0
Total Volume and Open Interest 886 16,342 +785
Japanese Gov't Bonds(SGX)
Dec09 091207 139.91 139.96 139.43 139.86 -0.11 1,127 14,940 -999
Mar10 091207 139.53 139.53 138.55 139.37 -0.10 159 7,322 +4,841
Jun10 091207 139.37 139.37 139.37 139.37 -0.10      
Total Volume and Open Interest 1,286 22,262 +3,842
Euro-Bund(EUREX)
Dec09 091207 122.84 123.24 122.81 123.15 +0.41 1,205,305 504,943 -171,986
Mar10 091207 122.67 123.06 122.61 122.96 +0.43 491,833 483,143 +172,687
Jun10 091207 121.52 121.64 121.52 121.64 +0.25 101 3 +1
Total Volume and Open Interest 1,697,239 988,089 +702
Euro-Bobl(EUREX)
Dec09 091207 116.24 116.52 116.14 116.47 +0.28 1,032,873 364,678 -190,093
Mar10 091207 115.99 116.37 115.99 116.31 +0.27 551,090 393,481 +177,386
Jun10 091207 115.77 115.77 115.77 115.77 +0.28      
Total Volume and Open Interest 1,583,963 758,159 -12,707
3-Mth Euribor(EUREX)
Dec09 091207 99.270 99.280 99.270 99.280 +0.010 492 9,442 +161
Mar10 091207 99.150 99.175 99.145 99.170 +0.015 493 4,690 -139
Jun10 091207 98.810 98.840 98.805 98.840 +0.030 320 4,919 +100
Total Volume and Open Interest 1,473 23,644 +142
Long Gilt(LIFFE)
Dec09 091207 118~10 118~22 118~08 118~17 +0~04 8,372 47,543 -3,151
Mar10 091207 116~24 117~04 116~22 116~30 +0~04 89,421 239,787 -4,270
Total Volume and Open Interest 97,793 287,330 -7,421
3-Mth Short Sterling(LIFFE)
Dec09 091207 99.38 99.39 99.38 99.38 -0.01 35,193 356,405 +2,063
Mar10 091207 99.20 99.24 99.17 99.23 +0.01 73,984 353,964 +6,096
Jun10 091207 98.93 98.99 98.89 98.98 +0.03 66,601 417,313 -845
Sep10 091207 98.54 98.60 98.48 98.59 +0.05 71,243 318,705 +10,484
Dec10 091207 98.06 98.14 98.02 98.13 +0.06 80,037 344,021 -6,278
Mar11 091207 97.63 97.74 97.62 97.73 +0.06 64,653 262,520 +782
Total Volume and Open Interest 490,220 2,586,904 +13,637
3-Mth Euribor(LIFFE)
Dec09 091207 99.270 99.280 99.260 99.280 +0.020 76,377 590,613 -4,756
Mar10 091207 99.160 99.180 99.130 99.170 +0.015 372,323 722,754 -5,090
Jun10 091207 98.810 98.850 98.780 98.840 +0.030 559,155 723,798 -26,597
Total Volume and Open Interest 2,378,262 3,655,972 +6,806
3-Mth Aus T-Bills(SFE)
Dec09 091207 95.92 95.93 95.89 95.92 -0.01 16,319 301,717 -10,026
Mar10 091207 95.57 95.58 95.51 95.56 -0.01 19,021 269,423 -3,034
Jun10 091207 95.25 95.28 95.14 95.22 -0.03 7,649 152,169 -1,723
Sep10 091207 94.99 95.01 94.84 94.94 -0.05 5,927 96,160 +1,112
Dec10 091207 94.75 94.76 94.57 94.68 -0.07 2,895 73,674 +582
Mar11 091207 94.45 94.45 94.31 94.41 -0.08 1,918 25,837 +589
Jun11 091207 94.28 94.28 94.08 94.18 -0.09 788 23,225 +402
Sep11 091207 94.07 94.07 93.90 93.98 -0.14 973 16,665 +197
Dec11 091207 93.78 93.83 93.78 93.83 -0.16 10 6,827 +0
Mar12 091207 93.69 93.74 93.69 93.74 -0.15 0 3,045 +0
Total Volume and Open Interest 55,500 970,531 -11,901
10-Year Aus T-Bonds(SFE)
Dec09 091207 94.59 94.62 94.44 94.53 -0.08 27,686 373,794 +7,544
Mar10 091207 94.54 94.54 94.38 94.45 -0.09 2,922 4,686 +2,899
Total Volume and Open Interest 30,608 378,480 +10,443
3-Year Aus T-Bonds(SFE)
Dec09 091207 95.24 95.25 95.05 95.13 -0.11 73,001 917,886 +2,441
Mar10 091207 94.88 94.88 94.82 94.87 -0.13 94 16,419 +34
Total Volume and Open Interest 73,095 934,305 +2,475
Gold(CMX)
Dec09 091207 1157.6 1165.5 1136.3 1163.4 -5.4 1,530 8,983 -380
Feb10 091207 1160.3 1166.2 1136.1 1164.0 -5.5 222,895 365,116 +6,592
Apr10 091207 1161.8 1166.9 1137.4 1165.2 -5.6 5,034 48,222 +1,736
Jun10 091207 1162.7 1168.0 1139.0 1166.3 -5.6 2,567 21,748 +326
Aug10 091207 1162.3 1167.5 1147.3 1167.5 -5.7 375 11,650 -193
Oct10 091207 1164.3 1170.0 1148.5 1169.0 -5.8 1,569 5,108 +854
Dec10 091207 1168.0 1172.0 1146.0 1170.8 -6.0 2,498 22,708 +581
Feb11 091207 1152.0 1173.2 1152.0 1173.2 -6.2 74 2,842 +6
Apr11 091207 1182.3 1182.3 1154.2 1175.9 -6.4 44 1,091 +13
Jun11 091207 501.9 524.5 500.6 523.7 -6.6 453 9,089 +433
Aug11 091207 1161.3 1182.8 1159.0 1182.8 -6.8 34 333 +34
Oct11 091207 1187.0 1187.0 1187.0 1187.0 -7.1 33 66 +33
Total Volume and Open Interest 240,174 530,367 +10,664
Silver(CMX)
Dec09 091207 1836.0 1854.0 1790.5 1833.6 -16.0 1,720 1,559 -557
Mar10 091207 1848.0 1858.5 1789.5 1836.0 -16.0 41,226 91,414 +178
May10 091207 1836.5 1838.5 1798.5 1838.0 -16.2 812 9,035 -421
Jul10 091207 1839.0 1840.5 1804.5 1839.9 -16.2 93 7,196 -5
Sep10 091207 1833.0 1841.6 1812.0 1841.6 -16.5 138 2,723 +43
Dec10 091207 1830.0 1845.0 1800.0 1844.1 -16.9 1,168 9,143 -175
Mar11 091207 1806.5 1847.2 1806.0 1847.2 -17.7 22 50 +0
Total Volume and Open Interest 46,194 130,848 -1,036
Platinum(NYMEX)
Jan10 091207 1458.9 1458.9 1424.6 1444.6 -5.1 4,474 29,639 -1,001
Apr10 091207 1448.6 1454.0 1428.1 1448.2 -5.1 1,332 5,957 +959
Jul10 091207 1450.5 1450.6 1450.5 1450.6 -5.1 17 203 +15
Oct10 091207 1453.7 1453.7 1453.7 1453.7 -5.1 0 13 +0
Total Volume and Open Interest 5,823 35,812 -77
Palladium(NYMEX)
Dec09 091207 372.05 372.80 372.05 372.80 -4.05 4 1,181 -19
Mar10 091207 379.00 379.15 366.05 375.25 -4.05 932 21,662 +253
Jun10 091207 372.50 377.00 368.00 376.30 -4.05 4 172 -2
Total Volume and Open Interest 940 23,018 +232
Copper(CMX)
Dec09 091207 319.45 319.80 314.00 318.50 -2.85 644 3,808 -579
Mar10 091207 320.45 322.50 315.60 320.90 -2.85 21,943 122,456 +2,988
May10 091207 321.90 322.50 318.05 322.30 -2.70 1,136 11,700 +298
Jul10 091207 322.95 323.05 322.95 323.05 -2.70 149 4,679 +58
Sep10 091207 323.55 323.55 323.55 323.55 -2.70 267 2,427 +251
Total Volume and Open Interest 24,534 151,501 +3,054
DJIA Index(CBOT)
Dec09 091207 10400 10430 10339 10391 -9 347 14,527 -48
Mar10 091207 10342 10388 10288 10329 -9 14 1,045 +9
Jun10 091207 10272 10280 10272 10272 -8 0 1 +0
Sep10 091207 10214 10223 10214 10214 -9      
Total Volume and Open Interest 361 15,573 -39
S & P 500(CME)
Dec09 091207 1107.70 1110.50 1098.80 1103.70 -4.40 26,973 389,373 -5,291
Mar10 091207 1099.30 1105.00 1096.00 1098.90 -4.40 12,190 21,192 +8,099
Jun10 091207 1094.20 1101.70 1090.20 1094.20 -4.50 1 1,461 +1
Sep10 091207 1090.00 1097.50 1086.00 1090.00 -4.50      
Total Volume and Open Interest 39,164 412,032 +2,810
S & P 500 E-Mini(Globex)
Dec09 091207 1108.00 1110.75 1098.75 1103.75 -4.25 2,054,949 2,572,315 -16,700
Mar10 091207 1102.75 1106.00 1094.00 1099.00 -4.25 33,271 109,407 +22,298
Total Volume and Open Interest 2,088,226 2,681,900 +5,601
NASDAQ 100(CME)
Dec09 091207 1795.50 1798.00 1778.00 1784.00 -11.00 1,769 24,844 -353
Mar10 091207 1775.00 1793.00 1775.00 1781.80 -11.00 0 157 +9
Jun10 091207 1780.80 1780.80 1780.30 1780.80 -11.00      
Total Volume and Open Interest 1,769 25,001 -344
NASDAQ 100 E-Mini(Globex)
Dec09 091207 1795.00 1799.00 1779.00 1784.00 -11.00 282,247 340,374 -14,473
Mar10 091207 1783.30 1796.50 1763.00 1781.80 -11.00 3,154 10,395 +2,192
Total Volume and Open Interest 285,404 350,772 -12,281
S & P Midcap 400(CME)
Dec09 091207 700.00 705.10 698.00 700.30 -1.70 66 3,417 -35
Mar10 091207 701.00 702.00 697.50 697.90 -1.60 0 1 +0
Jun10 091207 695.90 695.90 695.50 695.90 -1.60      
Total Volume and Open Interest 66 3,418 -35
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec09 091207 10145 10160 10065 10115 -110 14,273 36,332 -597
Mar10 091207 10205 10250 10140 10190 -95 1,033 1,547 +969
Total Volume and Open Interest 15,306 37,879 +372
Nikkei 225(SGX)
Dec09 091207 10000 10250 9970 10160 +165 179,959 197,638 -7,128
Mar10 091207 10000 10240 9965 10165 +170 6,409 15,312 +2,747
Jun10 091207 26460 26460 26460 26460 +16435 50 540 +0
Total Volume and Open Interest 186,909 216,204 -4,190
CAC 40(EURONEXT)
Dec09 091207 3820.5 3848.5 3796.5 3836.0 -2.0 97,175 384,502 -7,997
Jan10 091207 3825.0 3845.0 3804.0 3837.0 -2.0 108 708 -102
Feb10 091207 3836.0 3836.0 3836.0 3836.0 +1.0 0 1 +0
Total Volume and Open Interest 97,292 387,609 -8,090
Hang Seng Index(HKFE)
Dec09 091207 22427 22502 22242 22341 -86 59,451 88,289 +1,451
Jan10 091207 22443 22489 22238 22320 -90 560 811 +31
Total Volume and Open Interest 60,242 90,221 +1,518
DAX(EUREX)
Dec09 091207 5796.0 5814.5 5744.0 5784.0 -33.5 147,015 205,282 +3,766
Mar10 091207 5803.0 5818.5 5751.0 5790.0 -33.0 1,682 20,698 -102
Jun10 091207 5805.5 5825.0 5757.5 5796.0 -33.5 643 2,305 +40
Total Volume and Open Interest 149,340 228,285 +3,704
FT-SE 100(EURONEXT)
Dec09 091207 5305.50 5331.00 5250.00 5308.00 -12.50 98,093 636,076 +5,059
Mar10 091207 5260.00 5288.00 5223.00 5266.00 -12.00 2,721 29,685 +733
Jun10 091207 5232.00 5234.00 5217.00 5217.00 -12.00 17 996 +10
Total Volume and Open Interest 100,831 667,071 +5,802
SPI 200(SFE)
Dec09 091207 4701.0 4786.0 4654.0 4673.0 -33.0 28,815 228,416 +4,879
Mar10 091207 4693.0 4772.0 4644.0 4661.0 -33.0 130 5,388 +106
Jun10 091207 4685.0 4685.0 4685.0 4685.0 -33.0 0 1,427 +0
Total Volume and Open Interest 28,945 236,621 +4,985
GSCI(CME)
Dec09 091207 501.25 503.00 497.50 497.50 -5.00 240 19,317 -160
Jan10 091207 505.25 510.00 505.00 505.25 -4.25 77 227 +75
Feb10 091207 513.00 517.05 512.00 513.00 -4.00 2 0 +0
Total Volume and Open Interest 319 19,544 -85
Reuters CCI(ICE)
Jan10 090519 430.00 430.00 430.00 430.00 unch 0 11  
Total Volume and Open Interest      
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.