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MRCI's End of Day Prices
Daily Futures Price Listing Wed December 09, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan10 091209 1043.75 1051.50 1021.50 1028.50 -15.50 91,295 201,652 -9,445
Mar10 091209 1052.50 1060.25 1030.75 1037.75 -15.00 45,983 123,107 +8,878
May10 091209 1059.00 1067.75 1038.75 1045.75 -15.25 14,252 45,742 +938
Jul10 091209 1066.25 1073.75 1045.00 1052.00 -15.75 14,466 43,526 +261
Aug10 091209 1062.00 1064.00 1048.00 1048.00 -16.00 141 1,767 +50
Sep10 091209 1040.00 1047.00 1025.00 1030.00 -17.00 216 470 -14
Nov10 091209 1035.00 1040.25 1012.00 1020.00 -17.00 9,637 62,726 +1,517
Total Volume and Open Interest 177,500 484,982 +2,895
Soybean Meal(CBOT)
Dec09 091209 316.50 320.00 312.40 314.20 -2.40 1,396 4,357 -819
Jan10 091209 309.50 311.60 302.90 305.60 -2.50 22,010 53,637 +1,292
Mar10 091209 304.60 308.30 300.00 302.60 -2.40 7,878 43,521 -41
May10 091209 303.50 307.60 299.10 301.60 -2.80 2,831 21,637 -185
Jul10 091209 305.00 308.60 300.70 303.10 -2.90 1,883 18,177 +73
Aug10 091209 306.10 307.90 301.00 302.30 -3.20 134 4,668 -11
Sep10 091209 302.80 304.40 298.00 298.50 -3.70 217 4,211 +62
Oct10 091209 297.30 298.00 291.30 292.10 -4.10 115 2,722 +2
Total Volume and Open Interest 37,496 163,799 +285
Soybean Oil(CBOT)
Dec09 091209 39.92 39.92 38.90 38.90 -1.21 5,415 2,919 -798
Jan10 091209 40.17 40.30 39.23 39.27 -1.22 54,663 109,761 -10,509
Mar10 091209 40.75 40.75 39.65 39.69 -1.22 19,717 77,446 +3,363
May10 091209 40.98 41.40 40.00 40.04 -1.22 6,965 21,146 -226
Jul10 091209 41.43 41.44 40.40 40.41 -1.22 4,095 16,659 -116
Aug10 091209 41.51 41.51 40.55 40.55 -1.21 20 1,962 +0
Sep10 091209 41.66 41.66 40.68 40.68 -1.20 11 1,432 +4
Oct10 091209 41.68 41.96 40.76 40.76 -1.20 22 1,257 -1
Total Volume and Open Interest 92,291 245,270 -7,887
Canola(WCE)
Jan10 091209 410.8 415.9 408.8 410.6 -4.5 9,445 43,091 +44
Mar10 091209 420.1 423.4 416.5 418.3 -4.4 6,187 40,260 +4,368
May10 091209 426.5 428.4 421.8 423.6 -5.0 265 2,884 +61
Jul10 091209 428.9 431.9 424.8 427.4 -4.8 154 5,330 +119
Nov10 091209 428.5 432.6 426.6 428.4 -4.5 381 2,739 +230
Total Volume and Open Interest 16,485 94,561 +4,875
Corn(CBOT)
Dec09 091209 370.50 373.25 363.75 368.00 -1.50 26,026 16,981 -4,123
Mar10 091209 385.50 388.75 379.00 383.50 -1.50 117,825 511,542 -1,305
May10 091209 396.50 399.50 390.00 394.50 -1.50 27,450 103,726 +3,112
Jul10 091209 406.25 409.50 400.00 404.25 -1.50 8,505 99,793 -43
Sep10 091209 413.00 416.50 408.00 411.75 -1.25 2,283 25,764 +635
Dec10 091209 421.00 427.75 415.75 420.00 -0.75 8,891 178,659 +1,883
Total Volume and Open Interest 191,728 966,763 +319
Wheat(CBOT)
Dec09 091209 518.00 522.25 512.25 515.00 -4.25 3,161 2,524 -575
Mar10 091209 539.50 544.50 532.50 535.25 -4.50 33,464 189,567 -3,134
May10 091209 551.75 557.25 545.50 548.50 -4.25 4,399 29,855 +735
Jul10 091209 564.00 567.25 556.00 558.50 -4.75 3,421 58,756 +197
Sep10 091209 576.50 581.50 571.00 573.00 -4.50 1,679 16,470 -82
Total Volume and Open Interest 47,712 345,399 -2,743
Wheat(KCBT)
Dec09 091209 520.00 520.00 515.25 515.50 -5.00 80 284 -258
Mar10 091209 532.50 537.00 526.00 528.00 -5.00 6,889 60,141 +581
May10 091209 545.00 549.50 536.00 539.50 -5.25 577 10,148 +371
Jul10 091209 556.00 560.50 550.25 551.50 -5.25 832 27,788 +305
Sep10 091209 568.50 572.50 563.50 563.75 -5.25 73 2,501 +35
Total Volume and Open Interest 9,249 134,442 +1,417
Wheat(MGE)
Dec09 091209 531.25 531.25 531.25 531.25 -2.50 25 97 -24
Mar10 091209 546.50 551.50 543.50 546.50 -1.75 2,448 20,929 -467
May10 091209 557.75 563.25 555.50 558.75 -1.50 249 4,520 +91
Jul10 091209 570.50 575.25 568.00 570.25 -1.75 156 8,480 +48
Sep10 091209 583.50 587.00 580.25 582.00 -2.25 71 3,184 +24
Total Volume and Open Interest 3,089 44,717 -285
Oats(CBOT)
Dec09 091209 243.25 244.50 242.00 244.50 +2.50 6 11 -278
Mar10 091209 252.75 256.75 252.00 254.50 +1.50 588 9,912 -102
May10 091209 263.50 263.50 261.50 263.00 +1.50 50 942 +25
Jul10 091209 270.25 273.50 269.00 272.00 +1.50 1 515 +1
Total Volume and Open Interest 663 11,778 -348
Rough Rice(CBOT)
Jan10 091209 15.30 15.69 15.21 15.53 +0.23 962 7,743 -186
Mar10 091209 15.57 15.97 15.48 15.81 +0.24 622 7,343 +123
May10 091209 16.05 16.21 15.83 16.07 +0.24 17 391 +2
Jul10 091209 16.12 16.30 16.12 16.30 +0.23 13 586 +6
Total Volume and Open Interest 1,620 16,963 -58
Live Cattle(CME)
Dec09 091209 81.000 81.250 79.100 79.200 -1.685 7,293 13,503 -2,537
Feb10 091209 83.200 83.480 81.900 81.930 -1.205 13,130 137,812 -262
Apr10 091209 85.980 86.350 85.050 85.200 -0.780 6,311 64,156 -83
Jun10 091209 83.535 83.980 83.150 83.230 -0.370 3,202 30,514 +672
Aug10 091209 84.200 84.450 83.600 83.730 -0.555 1,474 9,036 +48
Oct10 091209 87.230 87.450 86.700 87.050 -0.400 215 5,325 +118
Total Volume and Open Interest 31,636 262,780 -2,034
Feeder Cattle(CME)
Jan10 091209 92.200 92.430 90.400 91.050 -1.000 2,810 13,600 -934
Mar10 091209 93.230 93.500 91.400 91.930 -1.220 1,908 8,953 +299
Apr10 091209 94.800 95.000 93.300 94.000 -1.000 1,363 2,752 +651
May10 091209 95.830 95.930 94.350 95.400 -0.400 267 2,768 +0
Aug10 091209 97.830 97.900 97.350 97.800 -0.200 50 1,147 -3
Sep10 091209 97.500 98.000 97.500 97.800 -0.200 0 10 +0
Oct10 091209 97.500 97.980 97.500 97.500 -0.500 0 8 +0
Total Volume and Open Interest 6,398 29,238 +13
Lean Hogs(CME)
Dec09 091209 62.850 64.000 62.700 63.400 +0.720 4,868 12,549 -1,026
Feb10 091209 65.700 66.180 64.850 65.080 -0.055 10,633 78,353 -2,097
Apr10 091209 70.250 70.430 69.400 69.550 -0.085 4,946 42,340 +668
May10 091209 74.300 74.600 73.550 74.400 +0.115 56 2,841 +34
Jun10 091209 77.900 77.975 77.250 77.650 +0.150 2,024 23,252 +528
Jul10 091209 76.750 77.000 76.400 76.600 +0.170 437 8,285 +255
Aug10 091209 75.800 75.800 75.200 75.800 +0.200 107 6,317 +38
Oct10 091209 67.200 67.550 66.800 67.385 -0.015 37 3,219 +20
Total Volume and Open Interest 23,120 179,148 -1,571
Pork Bellies(CME)
Feb10 091209 83.700 84.600 82.900 83.250 -0.450 51 401 -1
Mar10 091209 80.750 83.000 80.750 80.750 -0.250 2 87 -3
May10 091209 82.800 84.050 82.800 82.800 -0.835 0 78 +0
Jul10 091209 84.500 84.500 84.500 84.500 +0.800 1 20 +0
Aug10 091209 85.000 85.000 85.000 85.000 unch 1 15 +0
Total Volume and Open Interest 55 601 -4
Class III Milk(CME)
Dec09 091209 14.72 14.77 14.71 14.76 +0.05 88 5,013 -44
Jan10 091209 14.55 14.70 14.52 14.66 +0.16 305 3,843 +133
Feb10 091209 14.57 14.73 14.50 14.70 +0.16 206 2,655 +66
Mar10 091209 15.05 15.20 15.01 15.17 +0.16 182 2,140 +76
Apr10 091209 15.34 15.34 15.25 15.34 +0.05 176 1,470 +46
Total Volume and Open Interest 1,513 23,025 +546
Cocoa(ICE)
Dec09 091209 3430 3430 3417 3417 +49 19 49 -35
Mar10 091209 3368 3419 3363 3411 +49 3,644 77,499 +419
May10 091209 3399 3434 3385 3433 +51 313 19,294 +173
Jul10 091209 3398 3437 3387 3432 +51 167 7,859 +163
Sep10 091209 3401 3448 3401 3448 +60 17 5,105 -3
Dec10 091209 3375 3413 3375 3413 +50 74 3,883 -4
Mar11 091209 3359 3398 3356 3398 +46 12 7,675 +5
Total Volume and Open Interest 4,246 127,820 +718
Coffee "C"(ICE)
Dec09 091209 145.45 145.90 141.40 141.55 -2.10 26 382 -41
Mar10 091209 144.10 146.65 141.25 141.65 -2.25 16,135 79,314 +2,979
May10 091209 145.90 148.25 142.95 143.35 -2.25 2,735 21,588 +1,107
Jul10 091209 148.70 149.60 144.30 144.80 -2.25 1,469 4,866 -196
Sep10 091209 149.75 150.90 145.60 146.10 -2.35 905 5,305 +266
Dec10 091209 151.50 152.50 147.35 147.85 -2.35 423 5,557 +194
Total Volume and Open Interest 21,887 119,028 +4,434
Orange Juice(ICE)
Jan10 091209 125.25 127.25 124.95 126.50 +1.25 1,571 14,227 -270
Mar10 091209 127.05 130.95 127.05 130.20 +1.15 920 12,664 +230
May10 091209 132.10 134.15 132.10 133.55 +1.20 310 3,767 +5
Jul10 091209 135.00 137.00 135.00 136.60 +1.60 75 1,210 +39
Sep10 091209 137.00 138.25 137.00 138.10 +2.20 25 524 +23
Nov10 091209 138.00 139.20 137.00 139.20 +2.20 13 68 +11
Total Volume and Open Interest 2,914 32,660 +38
Sugar #11(ICE)
Mar10 091209 22.34 22.65 22.09 22.15 -0.07 19,090 344,387 -5,234
May10 091209 21.84 22.02 21.50 21.57 -0.10 9,315 121,394 +1,587
Jul10 091209 20.79 21.01 20.53 20.67 -0.09 4,794 119,335 -24
Oct10 091209 20.25 20.39 19.97 20.07 -0.07 2,913 87,682 -492
Mar11 091209 19.84 19.98 19.64 19.73 -0.04 1,413 48,307 +13
Total Volume and Open Interest 38,890 788,022 -3,999
London Cocoa(LCE)
Dec09 091209 2190 2210 2176 2204 +14 2,787 23,794 -3,234
Mar10 091209 2246 2269 2231 2266 +21 5,450 50,195 +63
May10 091209 2267 2290 2252 2287 +21 1,258 51,374 +37
Jul10 091209 2231 2269 2219 2263 +32 180 20,665 +45
Sep10 091209 2191 2230 2190 2230 +31 65 8,843 -7
Dec10 091209 2160 2197 2155 2191 +31 31 8,723 -13
Mar11 091209 2170 2182 2170 2173 +33 5 8,285 +3
Total Volume and Open Interest 9,776 173,049 -784
London Sugar(LCE)
Mar10 091209 612.20 614.60 597.00 599.80 -10.10 1,982 34,290 +89
May10 091209 602.70 605.60 590.40 592.90 -6.80 382 20,019 -71
Aug10 091209 572.60 577.00 564.80 565.40 -4.60 172 11,422 -28
Oct10 091209 545.20 547.90 535.80 537.50 -4.70 18 4,596 -3
Dec10 091209 531.00 532.40 523.00 523.20 -4.60 9 830 +0
Total Volume and Open Interest 2,563 71,382 -13
Cotton(ICE)
Dec09 091208 70.91 70.91 70.30 70.30 -0.53 29 45 -37
Mar10 091209 74.25 74.50 73.30 74.42 +0.21 5,360 130,846 +649
May10 091209 75.43 75.78 74.59 75.74 +0.32 831 14,496 +430
Jul10 091209 76.06 76.56 75.43 76.45 +0.32 993 19,467 +103
Oct10 091209 77.03 77.03 77.03 77.03 +0.22 3 145 +1
Dec10 091209 77.00 77.50 76.40 77.49 +0.14 191 12,023 +87
Total Volume and Open Interest 7,423 177,948 +1,285
Lumber(CME)
Jan10 091209 215.8 221.0 213.1 213.2 -0.8 1,012 4,476 -245
Mar10 091209 237.3 240.0 236.0 238.3 +2.3 485 4,871 -41
May10 091209 245.8 249.5 245.8 248.5 +1.5 62 782 +12
Jul10 091209 252.0 252.0 251.2 252.0 +1.0 12 192 -1
Total Volume and Open Interest 1,571 10,442 -275
Crude Oil(NYM)
Jan10 091209 73.12 73.87 70.13 70.67 -1.95 359,248 307,952 -12,475
Feb10 091209 75.00 75.68 72.04 72.55 -2.07 168,776 141,942 +19,097
Mar10 091209 76.37 77.07 73.41 73.92 -2.22 78,024 122,637 +15,959
Apr10 091209 77.42 78.05 74.68 74.90 -2.34 23,028 39,005 +5,146
May10 091209 78.23 78.85 75.26 75.68 -2.38 14,888 29,832 +3,185
Jun10 091209 79.01 79.55 75.92 76.34 -2.43 28,703 109,668 +577
Jul10 091209 80.00 80.00 76.51 76.89 -2.46 4,604 30,386 +1,245
Aug10 091209 79.69 79.69 77.27 77.41 -2.48 1,946 15,284 +731
Sep10 091209 81.02 81.02 77.78 77.95 -2.48 2,382 27,987 +529
Oct10 091209 80.64 80.64 78.32 78.50 -2.50 2,003 16,003 +1,065
Nov10 091209 81.22 81.22 79.03 79.10 -2.50 1,188 16,840 +41
Dec10 091209 82.33 82.79 79.31 79.72 -2.50 13,177 131,000 +2,297
Jan11 091209 80.15 80.15 80.15 80.15 -2.49 1,581 19,385 +310
Feb11 091209 80.53 80.53 80.53 80.53 -2.49 886 8,089 +315
Mar11 091209 80.94 80.94 80.94 80.94 -2.48 772 6,412 +152
Apr11 091209 81.36 81.36 81.36 81.36 -2.48 610 9,119 +252
Total Volume and Open Interest 708,825 1,263,830 +38,232
e-miNY Crude Oil(NYM)
Dec09 091119 79.700 79.925 77.050 77.450 -2.125 9,328 3,959 +159
Jan10 091209 73.075 73.850 70.150 70.675 -1.950 12,561 5,795 +1,224
Feb10 091209 74.950 75.675 72.050 72.550 -2.075 546 1,149 +68
Mar10 091209 76.400 77.025 73.575 73.925 -2.225 25 215 -4
Apr10 091209 76.975 76.975 74.600 74.900 -2.350 2 82 +0
May10 091209 77.650 77.650 75.675 75.675 -2.375 2 2 +0
Jun10 091209 77.700 77.700 76.350 76.350 -2.425 1 9 +0
Jul10 091209 79.300 79.300 76.900 76.900 -2.450 0 6 +0
Aug10 091209 77.400 77.400 77.400 77.400 -2.500 0 1 +0
Sep10 091209 77.950 77.950 77.950 77.950 -2.475 1 1 +1
Total Volume and Open Interest 13,139 7,359 +1,290
Heating Oil(NYM)
Jan10 091209 199.52 200.83 190.60 190.93 -8.16 49,644 79,993 -4,619
Feb10 091209 201.97 203.27 193.35 193.65 -8.08 17,381 50,344 +3,389
Mar10 091209 203.92 205.00 195.48 195.68 -7.81 10,376 38,485 +514
Apr10 091209 205.65 205.65 196.55 196.70 -7.57 4,585 21,896 +1,224
May10 091209 205.39 205.59 197.76 197.78 -7.45 3,222 14,423 +587
Jun10 091209 206.22 207.08 198.55 198.81 -7.34 5,576 33,219 +673
Jul10 091209 207.30 207.30 200.64 200.64 -7.29 903 8,794 -373
Aug10 091209 208.75 208.75 202.99 202.99 -7.22 767 4,371 +96
Sep10 091209 211.52 211.80 205.59 205.59 -7.17 895 7,438 -219
Oct10 091209 213.88 213.88 208.29 208.29 -7.15 414 4,382 +7
Nov10 091209 215.20 215.20 210.94 210.94 -7.14 228 6,159 +24
Dec10 091209 220.71 220.71 213.26 213.59 -7.12 1,356 20,344 -289
Total Volume and Open Interest 95,572 315,127 +1,093
Gasoline(NYMEX)
Jan10 091209 193.75 195.16 185.23 185.73 -6.73 49,033 85,586 -5,926
Feb10 091209 196.15 197.52 187.83 188.27 -6.73 21,827 39,170 +208
Mar10 091209 198.25 199.69 190.44 190.71 -6.75 13,229 35,356 +2,125
Apr10 091209 210.95 211.75 202.61 202.76 -6.82 4,994 23,590 +534
May10 091209 212.25 212.25 204.19 204.19 -6.84 3,378 10,473 +396
Jun10 091209 212.02 213.00 205.10 205.38 -6.85 3,157 12,338 +142
Jul10 091209 211.98 212.02 205.36 205.71 -6.90 1,827 5,982 +445
Aug10 091209 211.58 211.58 205.67 205.82 -6.89 1,418 5,447 +281
Sep10 091209 210.81 210.81 205.22 205.22 -6.89 1,006 5,316 +235
Oct10 091209 195.77 195.77 195.77 195.77 -6.94 492 2,146 -64
Total Volume and Open Interest 101,516 245,700 -1,678
e-miNY RBOB Gasoline(NYM)
Jan10 091209 1.92 1.92 1.92 1.86 -0.06 0 4 +0
Feb10 091209 188.30 188.30 188.27 188.30 -6.70      
Mar10 091209 190.70 190.71 190.70 190.70 -6.80      
Apr10 091209 202.80 202.80 202.76 202.80 -6.80      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Jan10 091209 5.095 5.230 4.867 4.898 -0.216 171,970 185,874 -20,038
Feb10 091209 5.165 5.280 4.915 4.965 -0.208 58,599 75,337 +1,024
Mar10 091209 5.203 5.290 4.981 5.005 -0.193 60,764 88,064 +4,828
Apr10 091209 5.228 5.311 5.015 5.040 -0.188 23,266 60,859 +4,956
May10 091209 5.244 5.353 5.072 5.093 -0.179 7,544 34,535 +1,140
Jun10 091209 5.384 5.384 5.159 5.164 -0.172 4,664 23,023 +336
Jul10 091209 5.434 5.434 5.243 5.246 -0.170 2,537 17,433 +53
Aug10 091209 5.461 5.543 5.322 5.323 -0.170 4,284 18,121 +1,395
Sep10 091209 5.562 5.562 5.363 5.380 -0.165 1,434 18,899 +142
Oct10 091209 5.740 5.740 5.500 5.523 -0.162 7,581 31,570 +184
Nov10 091209 6.101 6.101 5.938 5.953 -0.157 970 7,899 -78
Dec10 091209 6.540 6.540 6.366 6.378 -0.157 1,497 17,982 +23
Jan11 091209 6.775 6.810 6.600 6.618 -0.157 3,143 16,196 +413
Feb11 091209 6.741 6.741 6.610 6.613 -0.157 108 6,591 +23
Mar11 091209 6.680 6.680 6.453 6.473 -0.152 1,861 15,721 -527
Apr11 091209 6.110 6.110 6.075 6.083 -0.142 1,262 11,315 +178
Total Volume and Open Interest 353,528 729,209 -6,066
Brent Crude Oil(ICE)
Jan10 091209 75.47 76.19 72.00 72.39 -2.80 134,703 130,170 -13,791
Feb10 091209 76.29 76.99 72.90 73.26 -2.77 85,679 147,716 -3,467
Mar10 091209 77.14 77.83 73.80 74.13 -2.78 49,685 79,928 +9,903
Apr10 091209 78.02 78.58 74.65 74.98 -2.78 14,936 39,303 +1,917
May10 091209 78.77 79.31 75.45 75.76 -2.78 8,156 22,268 +186
Jun10 091209 79.47 80.04 76.17 76.47 -2.77 11,891 56,834 +1,243
Jul10 091209 80.12 80.37 76.92 77.09 -2.78 2,136 13,659 -409
Aug10 091209 80.80 80.94 77.67 77.70 -2.77 1,163 10,140 +220
Sep10 091209 81.29 81.50 78.05 78.30 -2.76 1,208 6,767 -123
Oct10 091209 78.89 78.89 78.89 78.89 -2.75 1,309 13,819 +268
Nov10 091209 79.48 79.48 79.48 79.48 -2.75 1,589 10,526 -91
Dec10 091209 83.06 83.45 79.81 80.07 -2.75 8,634 74,386 +2,326
Jan11 091209 80.63 80.63 80.63 80.63 -2.73 663 8,106 +143
Feb11 091209 81.13 81.13 81.13 81.13 -2.71 164 4,200 +145
Total Volume and Open Interest 323,867 714,921 -683
Gas Oil(ICE)
Dec09 091209 603.25 606.50 577.75 595.50 -6.50 26,595 42,660 -8,289
Jan10 091209 615.50 619.50 589.00 607.50 -7.00 65,933 129,708 +3,938
Feb10 091209 624.25 628.00 597.50 615.75 -7.75 21,857 64,261 -1,043
Mar10 091209 632.00 635.00 605.50 623.00 -7.75 4,998 44,634 +1,020
Apr10 091209 640.00 642.00 615.00 630.25 -7.75 2,601 26,052 +888
May10 091209 647.25 648.25 620.00 637.50 -7.50 3,078 20,451 +338
Jun10 091209 653.00 655.00 626.75 644.25 -7.50 5,045 45,216 -215
Jul10 091209 651.75 651.75 651.75 651.75 -7.75 1,842 15,864 -48
Aug10 091209 659.25 659.25 659.25 659.25 -7.75 1,722 17,891 +199
Sep10 091209 676.50 676.50 666.50 666.50 -7.75 1,572 15,687 +391
Total Volume and Open Interest 142,965 549,256 -1,455
Ethanol(CBOT)
Dec09 091203 2.135 2.135 2.130 2.130 unch 46 267 -17
Jan10 091209 1.970 1.970 1.940 1.945 -0.024 28 724 +15
Feb10 091209 1.880 1.880 1.852 1.859 -0.031 39 681 +9
Mar10 091209 1.866 1.866 1.840 1.848 -0.032 23 1,142 +10
Apr10 091209 1.870 1.870 1.849 1.849 -0.024 15 578 +9
May10 091209 1.840 1.850 1.836 1.843 -0.010 3 433 +3
Jun10 091209 1.850 1.850 1.820 1.832 -0.012 6 319 +2
Jul10 091209 1.850 1.850 1.820 1.820 -0.025 20 373 +14
Total Volume and Open Interest 190 6,301 +99
US Dollar Index(ICE)
Dec09 091209 76.275 76.340 75.875 76.055 -0.275 30,741 31,529 +439
Mar10 091209 76.530 76.660 76.200 76.430 -0.200 7,395 12,208 +2,241
Jun10 091209 76.720 76.720 76.715 76.720 -0.265 4,898 4,805 +4,798
Total Volume and Open Interest 43,034 48,543 +7,478
Australian Dollar(CME)
Dec09 091209 90.38 91.10 90.09 90.60 +0.42 103,313 92,046 -10,148
Mar10 091209 89.50 90.24 89.27 89.77 +0.43 15,915 26,239 +9,646
Jun10 091209 88.84 88.84 88.42 88.84 +0.42 1 15 +1
Total Volume and Open Interest 119,229 118,322 -501
British Pound(CME)
Dec09 091209 162.71 163.78 161.65 162.44 -0.15 119,422 76,082 -6,165
Mar10 091209 162.61 163.66 161.57 162.35 -0.14 11,210 14,936 +4,292
Jun10 091209 163.00 163.21 161.75 162.25 -0.14 0 121 +0
Total Volume and Open Interest 130,632 91,213 -1,873
Canadian Dollar(CME)
Dec09 091209 94.06 95.08 93.77 94.89 +1.18 102,974 79,442 -3,855
Mar10 091209 94.03 95.09 93.77 94.89 +1.18 16,972 20,642 +8,593
Jun10 091209 94.31 95.06 93.71 94.89 +1.18 95 693 +51
Sep10 091209 94.87 95.02 93.69 94.87 +1.18 79 525 +53
Total Volume and Open Interest 120,121 101,650 +4,843
Japanese Yen(CME)
Dec09 091209 113.17 114.47 112.73 113.99 +0.78 104,215 108,850 -16,637
Mar10 091209 113.23 114.53 112.80 114.06 +0.78 14,141 12,631 +4,484
Jun10 091209 113.79 114.43 113.22 114.18 +0.78 0 24 +0
Total Volume and Open Interest 118,356 121,539 -12,153
Swiss Franc(CME)
Dec09 091209 97.37 97.87 97.08 97.36 +0.13 77,719 42,733 -8,228
Mar10 091209 97.46 97.92 97.14 97.43 +0.13 7,392 7,325 +3,019
Jun10 091209 97.50 97.72 97.38 97.50 +0.12 0 12 +0
Total Volume and Open Interest 85,113 50,072 -5,209
EuroFX(CME)
Dec09 091209 147.04 147.82 146.67 147.15 +0.33 310,855 149,634 -18,411
Mar10 091209 147.00 147.77 146.62 147.11 +0.34 27,148 25,560 +7,075
Jun10 091209 146.88 147.46 146.70 147.03 +0.33 10 673 +3
Total Volume and Open Interest 338,013 176,528 -11,333
Mexican Peso(CME)
Dec09 091209 772.5 777.2 767.2 774.5 +3.5 39,317 91,421 -13,699
Jan10 091209 771.8 771.8 767.8 771.8 +4.0      
Total Volume and Open Interest 67,959 152,976 +6,821
30-Year T-Bonds(CBOT)
Dec09 091209 120~140 120~220 119~220 120~070 -0~090 11,098 52,681 -4,908
Mar10 091209 119~210 119~270 118~200 119~090 -0~120 189,551 682,120 -4,209
Jun10 091209 117~180 118~050 117~180 117~250 -0~120 5 80 +1
Total Volume and Open Interest 200,654 734,882 -9,116
10-Year T-Notes(CBOT)
Dec09 091209 120~050 120~100 119~250 120~010 -0~035 17,961 42,730 -8,608
Mar10 091209 118~250 118~305 118~145 118~205 -0~045 664,487 1,169,482 -30,994
Jun10 091209 117~155 117~155 117~090 117~090 -0~055 5 7 +3
Total Volume and Open Interest 682,453 1,212,219 -39,599
5-Year T-Notes(CBOT)
Dec09 091209 118~007 118~007 118~002 117~116 +0~033 85 71,422 -5,984
Mar10 091209 116~107 116~118 116~080 116~090 -0~015 368,022 811,576 +139
Jun10 091209 115~102 115~117 115~102 115~102 -0~015 0 1 +0
Total Volume and Open Interest 382,641 882,999 -5,845
2 Year T-Notes(CBOT)
Dec09 091209 109~046 109~048 109~039 109~043 -0~003 3,150 24,963 -8,216
Mar10 091209 108~108 108~112 108~101 108~106 -0~003 190,483 931,588 +4,976
Jun10 091209 108~038 108~038 108~038 108~038 unch 184 7,676 +135
Total Volume and Open Interest 211,584 964,228 -3,105
Eurodollars(CME)
Dec09 091209 99.738 99.740 99.735 99.738 unch 66,384 990,250 -3,726
Mar10 091209 99.615 99.620 99.605 99.615 +0.005 162,312 1,144,259 +12,744
Jun10 091209 99.425 99.440 99.410 99.435 +0.015 189,320 914,209 -24,331
Sep10 091209 99.140 99.170 99.120 99.160 +0.025 216,115 736,271 -3,247
Dec10 091209 98.810 98.850 98.785 98.830 +0.025 299,453 860,257 -8,268
Mar11 091209 98.475 98.520 98.450 98.490 +0.020 210,366 512,353 -6,526
Jun11 091209 98.130 98.180 98.110 98.145 +0.015 197,852 537,959 -2,346
Sep11 091209 97.825 97.870 97.800 97.830 +0.005 119,617 478,301 -2,298
Dec11 091209 97.535 97.575 97.500 97.530 unch 68,846 273,336 +616
Mar12 091209 97.280 97.320 97.240 97.270 -0.010 47,092 201,227 -137
Jun12 091209 97.015 97.065 96.985 97.010 -0.020 39,749 179,923 +342
Sep12 091209 96.795 96.830 96.755 96.780 -0.020 31,729 114,539 -634
Dec12 091209 96.565 96.610 96.530 96.555 -0.020 13,227 64,968 +263
Mar13 091209 96.405 96.440 96.360 96.385 -0.020 9,077 57,838 +247
Jun13 091209 96.235 96.265 96.195 96.215 -0.020 7,274 55,839 -222
Sep13 091209 96.080 96.105 96.030 96.055 -0.020 5,211 54,659 +10
Dec13 091209 95.920 95.945 95.870 95.890 -0.025 3,493 30,713 +323
Mar14 091209 95.800 95.820 95.745 95.770 -0.025 3,219 29,554 +365
Total Volume and Open Interest 1,702,417 7,387,918 -34,590
30 Day Federal Funds(CBOT)
Dec09 091209 99.875 99.875 99.872 99.872 unch 2,417 76,626 -200
Jan10 091209 99.860 99.865 99.855 99.860 unch 2,429 63,609 -309
Feb10 091209 99.835 99.840 99.830 99.835 +0.005 4,197 72,036 +621
Mar10 091209 99.815 99.820 99.810 99.815 +0.005 3,896 46,126 -931
Apr10 091209 99.795 99.800 99.790 99.795 +0.005 4,113 62,998 +826
May10 091209 99.750 99.760 99.745 99.755 +0.010 2,986 56,092 +392
Total Volume and Open Interest 28,014 495,910 +1,330
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 091209 99.520 99.530 99.520 99.530 -0.010 0 4,474 +0
Mar10 091209 99.610 99.610 99.610 99.610 -0.020 0 433 -50
Jun10 091209 99.625 99.625 99.625 99.625 -0.020 0 80 +0
Sep10 091209 99.655 99.670 99.655 99.655 -0.020 0 230 +0
Dec10 091209 99.665 99.665 99.665 99.665 -0.020 0 242 -90
Mar11 091209 99.580 99.580 99.580 99.580 -0.020      
Jun11 091209 99.520 99.520 99.520 99.520 -0.020      
Sep11 091209 99.520 99.520 99.520 99.520 -0.020      
Dec11 091209 99.330 99.330 99.330 99.330 +0.005      
Mar12 091209 99.295 99.295 99.295 99.295 +0.005      
Total Volume and Open Interest 0 5,459 -140
3-Mth Euro-Yen(SGX)
Mar10 091209 99.61 99.61 99.61 99.61 +0.00 40 4,399 +389
Jun10 091209 99.63 99.63 99.63 99.63 +0.00 0 2,032 -110
Sep10 091209 99.66 99.66 99.66 99.66 +0.01 0 1,962 +4
Dec10 091209 99.67 99.67 99.67 99.67 +0.00 0 1,228 +65
Mar11 091209 99.58 99.58 99.58 99.58 +0.00 0 662 +0
Jun11 091209 99.53 99.53 99.53 99.53 +0.01 0 52 +0
Sep11 091209 99.53 99.53 99.53 99.53 +0.01 0 51 +0
Dec11 091209 99.33 99.33 99.33 99.33 +0.01 0 101 +0
Total Volume and Open Interest 40 16,978 +494
Japanese Gov't Bonds(SGX)
Mar10 091209 139.72 139.90 139.66 139.83 +0.24 10,453 16,242 +3,890
Jun10 091209 139.83 139.83 139.83 139.83 +0.24      
Sep10 091209 139.83 139.83 139.83 139.83 +0.24      
Total Volume and Open Interest 20,436 22,741 -3,693
Euro-Bund(EUREX)
Dec09 091208 123.22 123.64 123.10 123.57 +0.42 1,441,733 245,366 -259,577
Mar10 091209 123.32 123.72 123.22 123.51 +0.11 736,344 879,059 +102,558
Jun10 091209 122.00 122.21 121.93 122.10 +0.04 3 3 -2
Total Volume and Open Interest 1,227,545 929,383 -92,489
Euro-Bobl(EUREX)
Dec09 091207 116.24 116.52 116.14 116.47 +0.28 1,032,873 364,678 -190,093
Mar10 091208 116.36 116.86 116.29 116.75 +0.44 620,934 538,523 +145,042
Jun10 091209 115.49 115.49 115.49 115.49 -0.72      
Total Volume and Open Interest 984,096 686,624 -41,468
3-Mth Euribor(EUREX)
Dec09 091209 99.285 99.285 99.280 99.280 unch 197 9,241 -104
Mar10 091209 99.195 99.200 99.185 99.195 -0.010 541 6,418 -389
Jun10 091209 98.890 98.905 98.880 98.905 -0.010 495 5,272 -47
Total Volume and Open Interest 1,271 25,457 -539
Long Gilt(LIFFE)
Dec09 091209 118~12 118~30 118~00 118~25 +0~08 4,182 43,486 -2,562
Mar10 091209 116~23 117~13 116~12 117~07 +0~08 72,316 243,552 +5,825
Total Volume and Open Interest 76,498 287,038 +3,263
3-Mth Short Sterling(LIFFE)
Dec09 091209 99.39 99.40 99.38 99.40 +0.01 12,102 349,490 -5,254
Mar10 091209 99.23 99.25 99.22 99.24 unch 44,290 363,580 +2,901
Jun10 091209 99.01 99.04 98.98 99.03 +0.01 44,204 388,988 -16,686
Sep10 091209 98.63 98.70 98.61 98.68 +0.03 49,237 316,625 +2,807
Dec10 091209 98.20 98.27 98.17 98.25 +0.04 47,214 325,072 -6,008
Mar11 091209 97.81 97.88 97.79 97.86 +0.04 32,579 260,635 -2,813
Total Volume and Open Interest 292,078 2,531,633 -31,119
3-Mth Euribor(LIFFE)
Dec09 091209 99.280 99.285 99.275 99.280 unch 63,853 485,035 -11,136
Mar10 091209 99.205 99.205 99.180 99.195 -0.010 95,078 732,175 -5,221
Jun10 091209 98.915 98.920 98.875 98.905 -0.010 143,107 742,506 -1,369
Total Volume and Open Interest 796,890 3,728,018 -41,064
3-Mth Aus T-Bills(SFE)
Dec09 091209 95.88 95.89 95.84 95.87 -0.02 28,449 81,481 -5,570
Mar10 091209 95.61 95.65 95.58 95.63 +0.02 31,033 263,641 +5,930
Jun10 091209 95.27 95.34 95.26 95.32 +0.04 8,943 152,938 +1,331
Sep10 091209 94.98 95.06 94.98 95.05 +0.06 6,056 88,998 -1,086
Dec10 091209 94.70 94.81 94.69 94.80 +0.08 4,200 74,216 +762
Mar11 091209 94.45 94.54 94.45 94.54 +0.09 1,512 25,571 -762
Jun11 091209 94.24 94.31 94.24 94.31 +0.10 1,503 23,485 -128
Sep11 091209 94.05 94.13 94.04 94.12 +0.10 459 16,289 -371
Dec11 091209 93.92 93.99 93.92 93.99 +0.10 369 6,837 +111
Mar12 091209 93.86 93.88 93.86 93.88 +0.11 0 3,045 +0
Total Volume and Open Interest 82,524 738,290 +217
10-Year Aus T-Bonds(SFE)
Dec09 091209 94.50 94.59 94.50 94.54 +0.04 46,313 280,459 +8,356
Mar10 091209 94.45 94.51 94.44 94.47 +0.04 6,834 23,866 +5,741
Total Volume and Open Interest 53,147 304,325 +14,097
3-Year Aus T-Bonds(SFE)
Dec09 091209 95.14 95.25 95.14 95.22 +0.07 97,753 464,644 -6,660
Mar10 091209 94.92 95.01 94.92 94.99 +0.07 13,193 28,165 +10,290
Total Volume and Open Interest 110,946 492,809 +3,630
Gold(CMX)
Dec09 091209 1130.3 1147.0 1116.5 1120.4 -22.4 3,669 4,833 -423
Feb10 091209 1129.5 1148.4 1117.0 1120.9 -22.5 276,335 347,630 -19,351
Apr10 091209 1131.0 1148.7 1118.4 1122.1 -22.5 3,702 50,921 +129
Jun10 091209 1131.6 1150.3 1121.0 1123.1 -22.5 2,774 21,615 -20
Aug10 091209 1136.3 1145.7 1124.3 1124.3 -22.5 867 11,597 -266
Oct10 091209 1140.0 1140.0 1125.0 1125.6 -22.6 38 4,378 +20
Dec10 091209 1137.4 1153.2 1123.2 1127.2 -22.7 4,151 21,682 -1,162
Feb11 091209 1153.0 1153.0 1129.4 1129.4 -22.7 118 2,961 +48
Apr11 091209 1156.1 1156.1 1131.8 1131.8 -22.8 162 1,198 +112
Jun11 091209 502.6 503.0 479.3 479.3 -22.9 732 8,375 -157
Aug11 091209 1160.9 1162.5 1138.1 1138.1 -22.9 173 559 +168
Oct11 091209 1166.9 1166.9 1141.9 1141.9 -23.0 0 125 +0
Total Volume and Open Interest 296,524 508,730 -21,043
Silver(CMX)
Dec09 091209 1766.0 1785.0 1712.0 1715.8 -62.7 504 809 -81
Mar10 091209 1766.0 1791.0 1713.5 1718.0 -62.7 44,106 88,586 -1,301
May10 091209 1769.0 1792.0 1717.5 1720.0 -62.7 1,289 9,919 +466
Jul10 091209 1771.0 1792.0 1721.7 1721.7 -62.8 205 7,335 +98
Sep10 091209 1776.0 1781.5 1720.5 1723.3 -62.9 40 2,704 -13
Dec10 091209 1782.0 1795.0 1722.5 1725.5 -63.1 367 9,245 +52
Mar11 091209 1728.2 1728.2 1728.2 1728.2 -63.3 40 89 +33
Total Volume and Open Interest 47,302 128,735 -497
Platinum(NYMEX)
Jan10 091209 1420.0 1439.7 1407.4 1409.2 -31.2 5,292 27,338 -1,425
Apr10 091209 1412.5 1441.0 1412.4 1413.4 -30.9 940 6,966 +532
Jul10 091209 1430.9 1430.9 1414.0 1415.9 -30.8 2 206 +1
Oct10 091209 1419.0 1419.0 1419.0 1419.0 -30.8 0 13 +0
Total Volume and Open Interest 6,234 34,523 -892
Palladium(NYMEX)
Dec09 091209 369.75 369.75 360.25 363.75 -9.45 2 1,170 -2
Mar10 091209 370.00 375.80 360.75 365.55 -9.80 1,601 21,873 -9
Jun10 091209 372.25 372.25 362.50 366.70 -9.80 11 168 +5
Total Volume and Open Interest 1,614 23,214 -6
Copper(CMX)
Dec09 091209 312.75 316.00 308.15 309.80 -4.15 680 3,203 -270
Mar10 091209 315.80 319.20 310.65 312.35 -4.15 19,510 119,780 -2,459
May10 091209 317.75 319.80 312.55 313.85 -4.10 2,621 13,001 +799
Jul10 091209 319.35 319.35 314.70 314.70 -4.00 763 5,021 +293
Sep10 091209 321.05 321.05 315.00 315.20 -4.10 10 2,463 +5
Total Volume and Open Interest 24,171 149,745 -1,767
DJIA Index(CBOT)
Dec09 091209 10263 10335 10230 10330 +59 351 14,577 -78
Mar10 091209 10245 10274 10195 10269 +60 129 1,180 +104
Jun10 091209 10205 10205 10146 10205 +59 0 1 +0
Sep10 091209 10153 10153 10094 10153 +59      
Total Volume and Open Interest 480 15,758 +26
S & P 500(CME)
Dec09 091209 1090.50 1097.50 1085.50 1095.60 +5.60 19,575 383,225 -5,210
Mar10 091209 1086.30 1091.50 1081.00 1090.90 +5.70 8,610 31,237 +5,997
Jun10 091209 1086.30 1086.40 1077.40 1086.30 +5.90 0 1,600 +0
Sep10 091209 1082.10 1082.20 1073.20 1082.10 +5.90      
Total Volume and Open Interest 28,185 416,067 +787
S & P 500 E-Mini(Globex)
Dec09 091209 1090.00 1097.50 1085.00 1095.50 +5.50 1,572,214 2,568,259 -40,077
Mar10 091209 1085.00 1092.50 1080.50 1091.00 +5.75 44,683 155,404 +28,393
Total Volume and Open Interest 1,616,910 2,723,841 -11,679
NASDAQ 100(CME)
Dec09 091209 1770.00 1794.00 1759.00 1792.50 +24.00 2,390 24,441 -76
Mar10 091209 1763.50 1791.00 1759.00 1790.50 +24.00 74 195 +45
Jun10 091209 1789.00 1789.50 1789.00 1789.50 +24.00      
Total Volume and Open Interest 2,464 24,636 -31
NASDAQ 100 E-Mini(Globex)
Dec09 091209 1768.80 1792.80 1758.80 1792.50 +24.00 239,154 334,860 -3,853
Mar10 091209 1767.30 1790.80 1756.80 1790.50 +24.00 2,750 12,526 +1,581
Total Volume and Open Interest 241,904 347,390 -2,272
S & P Midcap 400(CME)
Dec09 091209 693.50 697.30 689.00 695.80 +2.90 119 3,299 -114
Mar10 091209 693.60 693.70 693.60 693.60 +2.90 2 3 +2
Jun10 091209 691.60 691.70 691.60 691.60 +2.90      
Total Volume and Open Interest 121 3,302 -112
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec09 091208 10115 10130 9940 9980 -135 19,107 39,919 +3,587
Mar10 091209 10005 10050 9935 10015 -35 10,358 8,961 +6,971
Total Volume and Open Interest 28,146 42,844 +935
Nikkei 225(SGX)
Dec09 091209 10115 10125 9935 9980 -140 122,848 201,432 -6,283
Mar10 091209 10105 10120 9925 9975 -135 9,666 48,735 +28,739
Jun10 091209 10010 10010 10010 10010 -50 171 940 +230
Total Volume and Open Interest 132,740 255,015 +23,831
CAC 40(EURONEXT)
Dec09 091209 3776.0 3795.5 3726.0 3750.5 -30.5 77,167 399,655 +2,993
Jan10 091209 3772.0 3788.0 3732.0 3751.5 -30.5 150 1,147 +111
Feb10 091209 3753.5 3753.5 3753.5 3753.5 -27.5 0 1 +0
Total Volume and Open Interest 77,407 403,448 +3,129
Hang Seng Index(HKFE)
Dec09 091209 21900 22064 21632 21896 -173 58,339 84,821 -1,347
Jan10 091209 21875 22050 21627 21890 -190 696 1,488 +677
Total Volume and Open Interest 59,081 87,457 -648
DAX(EUREX)
Dec09 091209 5670.0 5719.5 5604.5 5657.5 -37.5 123,227 199,762 -10,056
Mar10 091209 5674.0 5720.0 5611.0 5663.0 -38.0 1,855 21,341 +307
Jun10 091209 5668.5 5726.5 5600.0 5669.0 -37.5 271 2,272 +5
Total Volume and Open Interest 125,353 223,375 -9,744
FT-SE 100(EURONEXT)
Dec09 091209 5209.50 5247.00 5174.50 5208.50 -22.50 83,316 643,604 +1,195
Mar10 091209 5166.50 5203.00 5135.00 5166.50 -22.50 2,260 30,359 +243
Jun10 091209 5142.50 5142.50 5107.00 5117.50 -22.50 150 1,265 +150
Total Volume and Open Interest 85,726 675,542 +1,588
SPI 200(SFE)
Dec09 091209 4670.0 4686.0 4595.0 4630.0 -39.0 24,995 198,352 +1,799
Mar10 091209 4666.0 4670.0 4582.0 4617.0 -40.0 1,656 6,336 +599
Jun10 091209 4641.0 4641.0 4639.0 4639.0 -42.0 1 1,427 +0
Total Volume and Open Interest 26,652 207,505 +2,398
GSCI(CME)
Dec09 091209 495.50 495.50 478.00 479.50 -12.00 3,551 16,576 -2,810
Jan10 091209 500.00 503.00 486.80 486.80 -12.20 3,354 3,356 +3,114
Feb10 091209 506.50 508.00 493.00 493.00 -13.50      
Total Volume and Open Interest 6,905 19,932 +304
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.