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MRCI's End of Day Prices
Daily Futures Price Listing Mon December 21, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan10 091221 1012.50 1020.00 999.75 1001.00 -11.00 77,888 98,345 -11,371
Mar10 091221 1020.00 1027.75 1007.25 1008.50 -11.50 40,461 188,031 +4,875
May10 091221 1026.75 1033.75 1013.50 1014.50 -11.75 9,188 53,762 +966
Jul10 091221 1030.00 1038.00 1017.75 1018.75 -12.75 14,466 49,717 +4,479
Aug10 091221 1033.00 1033.00 1015.25 1015.50 -12.50 178 1,697 -20
Sep10 091221 1013.00 1013.00 997.00 997.00 -13.00 190 963 +22
Nov10 091221 993.00 999.00 978.50 981.50 -12.00 9,166 66,103 -1,373
Total Volume and Open Interest 151,720 466,146 -2,425
Soybean Meal(CBOT)
Jan10 091221 305.50 309.00 300.50 300.80 -4.60 31,879 38,708 -2,522
Mar10 091221 300.20 304.00 295.00 295.90 -4.30 16,407 56,742 +2,086
May10 091221 297.50 300.50 292.90 292.90 -4.50 4,377 27,064 +120
Jul10 091221 298.10 300.70 293.50 293.50 -4.60 2,507 19,557 -246
Aug10 091221 296.70 298.90 292.50 292.50 -4.50 325 4,612 -48
Sep10 091221 293.30 293.50 288.00 288.50 -4.70 148 5,377 -16
Oct10 091221 286.80 286.80 279.50 279.50 -5.70 214 2,835 +9
Dec10 091221 286.30 287.00 278.10 278.50 -5.60 1,175 11,504 -139
Total Volume and Open Interest 57,136 167,625 -708
Soybean Oil(CBOT)
Jan10 091221 38.45 38.70 38.25 38.28 -0.05 37,315 56,242 -3,849
Mar10 091221 38.88 39.11 38.65 38.68 -0.06 27,105 102,483 +4,225
May10 091221 39.15 39.47 39.05 39.05 -0.05 3,229 27,504 -268
Jul10 091221 39.50 39.84 39.41 39.42 -0.05 2,902 18,562 -234
Aug10 091221 39.88 39.90 39.57 39.57 -0.05 193 2,215 +52
Sep10 091221 40.02 40.05 39.71 39.71 -0.05 436 1,715 +119
Oct10 091221 40.16 40.17 39.80 39.80 -0.05 177 1,517 +25
Dec10 091221 40.32 40.46 40.08 40.08 -0.05 819 14,981 -151
Total Volume and Open Interest 72,176 225,316 -81
Canola(WCE)
Jan10 091221 407.5 410.4 400.7 401.0 -3.7 3,881 10,187 -3,578
Mar10 091221 417.0 417.0 407.7 408.2 -3.5 8,489 72,739 +1,316
May10 091221 417.9 418.7 414.5 414.9 -3.8 547 5,756 -50
Jul10 091221 423.9 423.9 420.1 420.1 -3.8 131 6,283 +24
Nov10 091221 424.6 426.9 422.6 425.5 +0.8 44 5,189 +15
Total Volume and Open Interest 13,092 100,473 -2,273
Corn(CBOT)
Mar10 091221 397.75 406.75 395.75 400.00 +2.25 82,084 484,264 +3,496
May10 091221 408.00 417.00 406.75 410.75 +2.25 11,807 120,093 +648
Jul10 091221 417.50 426.00 415.25 419.75 +2.25 9,772 103,488 +818
Sep10 091221 424.00 431.25 421.75 425.50 +1.50 2,557 32,116 +952
Dec10 091221 429.50 438.00 427.50 432.00 +1.75 8,857 190,944 +867
Mar11 091221 439.25 446.25 439.25 442.25 +2.75 166 13,016 +39
Total Volume and Open Interest 115,434 963,965 +6,870
Wheat(CBOT)
Mar10 091221 527.25 530.00 519.00 519.50 -8.50 36,078 185,492 +280
May10 091221 539.50 543.00 532.50 533.00 -8.25 6,698 41,136 +555
Jul10 091221 551.75 554.00 544.00 544.25 -8.25 4,838 62,048 +183
Sep10 091221 568.25 569.00 558.75 558.75 -9.25 909 16,779 +255
Dec10 091221 590.00 592.50 583.25 583.50 -8.00 1,003 47,403 +344
Total Volume and Open Interest 49,683 357,558 +1,647
Wheat(KCBT)
Mar10 091221 523.25 525.25 515.50 516.25 -8.00 7,474 61,369 +73
May10 091221 535.75 536.50 527.50 528.00 -8.00 1,538 12,281 +50
Jul10 091221 547.00 548.25 539.75 539.75 -7.75 1,632 28,683 -462
Sep10 091221 554.50 559.25 551.75 551.75 -7.25 82 3,141 +10
Dec10 091221 576.50 579.25 570.50 570.50 -7.25 836 34,973 -31
Total Volume and Open Interest 11,573 141,308 -360
Wheat(MGE)
Dec09 091214 533.00 533.00 533.00 533.00 +5.50 23 12 -207
Mar10 091221 535.00 537.25 526.25 526.50 -8.75 2,834 20,776 -724
May10 091221 548.00 548.75 538.00 538.25 -8.75 234 5,071 +130
Jul10 091221 557.75 560.50 550.00 550.00 -8.75 184 8,917 +18
Sep10 091221 569.50 572.00 561.75 562.25 -8.50 110 3,224 +19
Total Volume and Open Interest 3,507 45,882 -554
Oats(CBOT)
Mar10 091221 260.50 260.75 256.50 258.50 -1.75 312 9,341 +68
May10 091221 268.00 268.50 266.75 266.75 -1.75 19 895 -12
Jul10 091221 276.75 277.25 275.25 275.25 -2.00 5 809 -2
Sep10 091221 285.00 286.25 284.00 284.00 -1.75 0 355 +0
Total Volume and Open Interest 339 11,878 +52
Rough Rice(CBOT)
Jan10 091221 14.94 15.02 14.72 14.75 -0.19 1,318 3,601 -553
Mar10 091221 15.15 15.34 15.01 15.04 -0.19 1,710 11,271 +434
May10 091221 15.47 15.47 15.27 15.27 -0.19 17 346 -11
Jul10 091221 15.54 15.55 15.50 15.50 -0.20 28 594 +0
Total Volume and Open Interest 3,132 16,972 -127
Live Cattle(CME)
Dec09 091221 82.300 82.500 81.850 82.230 +0.180 2,061 3,928 -796
Feb10 091221 85.300 85.600 85.080 85.580 +0.730 12,245 135,889 -246
Apr10 091221 88.500 88.700 88.200 88.500 +0.320 5,221 67,258 +474
Jun10 091221 85.900 86.080 85.635 85.900 +0.220 3,089 35,083 +109
Aug10 091221 85.800 86.000 85.600 85.980 +0.195 881 9,446 +162
Oct10 091221 88.750 88.950 88.400 88.700 +0.020 403 6,378 +268
Total Volume and Open Interest 23,956 260,715 -1
Feeder Cattle(CME)
Jan10 091221 94.900 95.330 94.400 94.550 -0.180 3,009 8,041 -863
Mar10 091221 94.830 95.250 94.035 94.635 -0.115 2,662 13,686 +783
Apr10 091221 96.480 96.650 95.600 95.930 -0.355 298 3,826 +109
May10 091221 96.750 97.050 96.480 96.830 +0.080 263 3,530 +49
Aug10 091221 99.200 99.400 98.730 98.750 -0.250 125 1,491 +68
Sep10 091221 98.300 98.300 98.200 98.200 unch 0 13 +0
Oct10 091221 97.930 97.930 97.930 97.930 unch 0 26 +0
Total Volume and Open Interest 6,357 30,614 +146
Lean Hogs(CME)
Feb10 091221 65.180 65.500 63.900 64.225 -0.910 7,549 74,447 -545
Apr10 091221 69.385 69.600 68.300 68.500 -0.650 2,859 46,154 +234
May10 091221 74.080 74.300 73.500 74.150 -0.100 22 3,121 +0
Jun10 091221 77.100 77.250 76.100 76.500 -0.400 1,189 25,240 +68
Jul10 091221 76.150 76.225 75.475 75.535 -0.600 318 9,067 +26
Aug10 091221 74.600 74.750 73.785 74.285 -0.395 117 6,399 +39
Oct10 091221 66.200 66.350 65.700 65.950 -0.150 69 3,353 +34
Dec10 091221 65.400 66.200 65.385 66.200 -0.100 29 1,944 +19
Total Volume and Open Interest 12,152 169,907 -125
Pork Bellies(CME)
Feb10 091221 86.250 86.900 84.600 86.900 +0.700 60 331 -16
Mar10 091221 86.135 86.700 85.000 86.600 +2.350 0 87 +0
May10 091221 90.850 90.850 87.750 89.850 +1.350 0 78 +0
Jul10 091221 89.500 89.500 88.750 89.500 unch 0 20 +0
Aug10 091221 85.000 85.000 85.000 85.000 unch 0 15 +0
Total Volume and Open Interest 60 531 -16
Class III Milk(CME)
Dec09 091221 14.86 14.86 14.82 14.83 unch 195 4,848 -24
Jan10 091221 14.75 14.81 14.70 14.71 -0.05 107 4,053 -10
Feb10 091221 14.68 14.74 14.50 14.63 -0.05 104 3,492 +23
Mar10 091221 15.01 15.12 14.99 15.03 +0.01 77 2,490 +13
Apr10 091221 15.25 15.32 15.19 15.23 -0.02 22 1,697 -1
Total Volume and Open Interest 749 25,491 +68
Cocoa(ICE)
Mar10 091221 3265 3310 3248 3251 unch 15,115 73,710 -4,458
May10 091221 3291 3326 3269 3271 unch 1,259 24,040 +175
Jul10 091221 3307 3320 3270 3270 +1 433 8,628 +196
Sep10 091221 3312 3320 3275 3275 +2 203 5,817 -56
Dec10 091221 3292 3292 3258 3258 +1 92 4,712 -2
Mar11 091221 3266 3266 3256 3256 unch 120 7,756 +109
May11 091221 3265 3265 3265 3265 +1 2 4,221 +0
Total Volume and Open Interest 17,224 131,119 -4,036
Coffee "C"(ICE)
Dec09 091218 146.00 146.50 144.35 144.35 -1.65 41 28 -49
Mar10 091221 146.40 147.25 145.15 145.60 +0.35 8,413 84,471 -795
May10 091221 147.35 148.80 146.80 147.25 +0.30 1,568 25,671 -279
Jul10 091221 149.50 150.00 148.10 148.35 +0.20 859 5,318 +111
Sep10 091221 150.15 150.45 148.95 149.45 +0.20 575 6,664 -634
Dec10 091221 152.60 152.80 151.05 151.05 +0.05 225 6,829 +15
Total Volume and Open Interest 11,714 131,324 -1,558
Orange Juice(ICE)
Jan10 091221 129.70 138.00 129.70 135.95 +5.50 3,412 4,829 -2,998
Mar10 091221 133.70 142.50 133.60 139.95 +5.60 3,494 22,555 +2,795
May10 091221 137.85 144.45 137.85 142.75 +5.00 75 5,075 +15
Jul10 091221 141.00 146.00 141.00 144.25 +3.45 57 1,712 +30
Sep10 091221 145.00 146.00 144.85 144.85 +2.90 4 596 -2
Nov10 091221 145.00 145.45 145.00 145.45 +3.35 2 78 +0
Total Volume and Open Interest 7,046 35,080 -158
Sugar #11(ICE)
Mar10 091221 26.04 26.40 25.46 25.62 -0.72 47,297 342,222 -1,317
May10 091221 24.48 24.76 24.05 24.20 -0.42 22,283 137,773 -1,004
Jul10 091221 22.60 22.78 22.15 22.32 -0.32 10,386 128,974 +1,242
Oct10 091221 21.10 21.70 21.10 21.44 +0.01 3,655 94,815 +584
Mar11 091221 20.40 20.85 20.40 20.81 +0.07 2,004 51,420 +490
Total Volume and Open Interest 87,210 824,778 +131
London Cocoa(LCE)
Mar10 091221 2224 2255 2212 2213 -4 10,308 60,553 -305
May10 091221 2241 2271 2231 2232 -5 5,198 50,317 +464
Jul10 091221 2228 2244 2210 2211 -4 1,825 22,508 +585
Sep10 091221 2208 2213 2183 2183 -4 343 12,409 +146
Dec10 091221 2165 2169 2146 2146 -1 42 8,950 +21
Mar11 091221 2150 2152 2118 2118 -12 125 8,434 +92
May11 091221 2111 2111 2111 2111 -12 0 1,186 +0
Total Volume and Open Interest 17,841 164,357 +1,003
London Sugar(LCE)
Mar10 091221 665.30 679.00 665.10 668.40 -9.90 4,085 35,836 -241
May10 091221 658.40 663.90 649.80 655.90 -6.40 2,883 19,246 +83
Aug10 091221 612.90 621.30 612.60 615.60 -2.20 1,032 11,804 -281
Oct10 091221 564.70 569.90 564.00 564.00 -3.80 156 5,006 +65
Dec10 091221 543.60 543.60 543.60 543.60 -3.80 1 817 +1
Total Volume and Open Interest 8,157 73,014 -373
Cotton(ICE)
Mar10 091221 75.00 75.79 74.89 74.96 -0.32 6,625 131,297 -657
May10 091221 75.80 76.53 75.80 75.85 -0.29 1,325 19,788 +315
Jul10 091221 76.25 76.95 76.25 76.31 -0.16 575 21,478 +224
Oct10 091221 76.07 76.07 75.85 75.85 -0.22 0 140 +0
Dec10 091221 76.00 76.55 75.96 75.96 -0.17 529 14,328 +408
Mar11 091221 77.55 77.55 77.38 77.38 -0.03 11 235 +0
Total Volume and Open Interest 9,069 188,026 +290
Lumber(CME)
Jan10 091221 212.0 216.3 209.5 209.5 -1.9 307 2,220 -91
Mar10 091221 238.9 243.8 237.1 237.1 -0.9 265 4,791 -114
May10 091221 253.9 258.5 253.9 256.3 +1.4 87 1,290 -2
Jul10 091221 261.6 262.5 260.8 262.0 +1.0 2 215 +2
Total Volume and Open Interest 661 8,642 -205
Crude Oil(NYM)
Jan10 091221 73.05 74.32 71.99 72.47 -0.89 122,741 19,599 -32,692
Feb10 091221 74.39 75.24 73.17 73.72 -0.70 278,790 272,502 +4,203
Mar10 091221 74.97 76.09 74.01 74.55 -0.68 75,977 164,322 +3,387
Apr10 091221 76.12 76.84 74.82 75.32 -0.67 26,556 41,843 +2,356
May10 091221 77.00 77.53 75.45 75.98 -0.70 14,538 32,167 +47
Jun10 091221 77.47 78.23 76.13 76.60 -0.73 20,875 108,407 +1,478
Jul10 091221 78.26 78.74 76.69 77.16 -0.76 3,874 28,145 +692
Aug10 091221 79.04 79.04 77.65 77.65 -0.78 2,462 15,345 -269
Sep10 091221 78.73 78.73 78.13 78.13 -0.81 4,011 28,054 -565
Oct10 091221 78.59 78.59 78.59 78.59 -0.85 3,488 14,334 -644
Nov10 091221 80.58 80.58 79.02 79.10 -0.88 3,330 18,915 +117
Dec10 091221 80.80 81.29 79.14 79.65 -0.89 19,934 140,900 +127
Jan11 091221 80.75 81.02 79.80 80.03 -0.88 1,723 19,187 +165
Feb11 091221 80.36 81.35 80.36 80.36 -0.88 1,197 8,289 +314
Mar11 091221 80.75 81.72 80.75 80.75 -0.87 162 6,565 -11
Apr11 091221 81.17 82.11 81.17 81.17 -0.86 320 9,146 +255
Total Volume and Open Interest 589,373 1,167,249 -19,322
e-miNY Crude Oil(NYM)
Dec09 091119 79.700 79.925 77.050 77.450 -2.125 8,718 3,560 -399
Jan10 091218 72.850 74.675 72.550 73.350 +0.700 8,590 3,806 -360
Feb10 091221 74.175 75.225 73.200 73.725 -0.700 9,826 4,136 +91
Mar10 091221 75.425 76.050 74.100 74.550 -0.675 267 514 +84
Apr10 091221 76.175 76.625 74.800 75.325 -0.675 6 120 +2
May10 091221 75.975 75.975 75.975 75.975 -0.700 0 4 +0
Jun10 091221 76.600 76.600 76.600 76.600 -0.725 0 13 +0
Jul10 091221 77.150 77.150 77.150 77.150 -0.775 0 8 +0
Aug10 091221 77.650 77.650 77.650 77.650 -0.775 0 3 +0
Sep10 091221 78.125 78.125 78.125 78.125 -0.825 0 2 +0
Total Volume and Open Interest 10,099 4,899 -3,629
Heating Oil(NYM)
Jan10 091221 195.35 199.00 193.47 194.52 -1.15 36,483 39,393 -5,313
Feb10 091221 197.11 200.73 195.35 196.45 -1.08 36,762 64,968 +4,351
Mar10 091221 199.26 201.96 196.87 197.93 -1.00 14,698 45,543 +504
Apr10 091221 200.95 202.58 197.88 198.64 -0.98 4,543 24,685 +79
May10 091221 200.49 203.05 198.50 199.52 -0.99 3,796 17,439 +187
Jun10 091221 202.50 204.01 199.29 200.40 -1.06 5,591 34,570 +48
Jul10 091221 204.88 205.45 200.88 201.94 -1.06 1,448 9,669 +55
Aug10 091221 207.50 207.50 203.65 203.91 -1.00 584 4,173 -112
Sep10 091221 208.50 208.50 206.18 206.31 -0.97 561 7,779 +58
Oct10 091221 212.60 212.60 208.91 208.91 -0.97 441 5,663 +47
Nov10 091221 215.00 215.00 211.41 211.41 -0.97 683 6,059 +80
Dec10 091221 216.10 217.60 213.12 213.91 -0.97 1,592 19,550 -309
Total Volume and Open Interest 107,908 305,646 -293
Gasoline(NYMEX)
Jan10 091221 189.00 191.92 185.69 186.91 -2.57 29,627 32,710 -6,337
Feb10 091221 191.05 194.35 188.19 189.36 -2.35 30,955 62,448 +1,680
Mar10 091221 194.48 196.60 190.87 191.75 -2.21 11,827 43,183 +296
Apr10 091221 206.21 208.10 202.64 203.28 -2.30 4,541 28,214 +290
May10 091221 207.20 208.95 204.12 204.34 -2.30 2,260 11,690 +260
Jun10 091221 207.75 209.67 205.04 205.30 -2.24 2,828 14,126 -243
Jul10 091221 209.65 209.74 205.31 205.60 -2.17 376 5,871 +31
Aug10 091221 205.93 205.93 205.60 205.60 -2.19 418 5,836 +61
Sep10 091221 205.12 205.12 205.12 205.12 -2.17 423 5,457 -149
Oct10 091221 195.67 195.67 195.67 195.67 -2.17 102 2,744 -15
Total Volume and Open Interest 83,494 233,608 -4,162
e-miNY RBOB Gasoline(NYM)
Jan10 091221 186.90 186.91 186.90 186.90 -2.60 0 3 +0
Feb10 091221 189.40 189.40 189.36 189.40 -2.30      
Mar10 091221 191.80 191.80 191.75 191.80 -2.20      
Apr10 091221 203.30 203.30 203.28 203.30 -2.30      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Jan10 091221 5.798 5.929 5.625 5.669 -0.113 103,924 69,090 -10,705
Feb10 091221 5.882 5.979 5.670 5.712 -0.117 67,530 107,016 +3,703
Mar10 091221 5.840 5.948 5.652 5.694 -0.111 30,057 124,291 -1,450
Apr10 091221 5.782 5.910 5.629 5.671 -0.107 16,311 73,071 -643
May10 091221 5.883 5.926 5.660 5.694 -0.104 6,473 36,413 -632
Jun10 091221 5.881 5.906 5.716 5.750 -0.103 2,374 22,810 +103
Jul10 091221 6.041 6.050 5.783 5.820 -0.105 2,340 16,887 -152
Aug10 091221 6.107 6.107 5.856 5.887 -0.106 2,268 27,043 -156
Sep10 091221 5.933 5.953 5.889 5.922 -0.106 5,456 19,472 -394
Oct10 091221 6.160 6.183 6.000 6.036 -0.107 7,371 38,994 +319
Nov10 091221 6.454 6.455 6.294 6.331 -0.097 1,636 9,971 +258
Dec10 091221 6.771 6.810 6.622 6.661 -0.082 2,507 21,094 -76
Jan11 091221 7.047 7.047 6.846 6.876 -0.097 2,689 20,325 +265
Feb11 091221 6.870 6.870 6.823 6.846 -0.097 89 7,537 +26
Mar11 091221 6.695 6.700 6.645 6.671 -0.097 1,962 17,691 -363
Apr11 091221 6.135 6.135 6.075 6.081 -0.092 1,383 14,614 +149
Total Volume and Open Interest 257,933 727,636 -9,755
Brent Crude Oil(ICE)
Feb10 091221 73.62 74.64 72.48 72.99 -0.76 148,922 192,561 +345
Mar10 091221 74.35 75.36 73.21 73.71 -0.77 68,452 124,331 +5,049
Apr10 091221 75.72 76.07 73.96 74.45 -0.77 27,733 51,032 +320
May10 091221 76.28 76.62 74.77 75.16 -0.78 12,382 24,708 -93
Jun10 091221 77.00 77.45 75.46 75.84 -0.81 13,499 58,460 +2,066
Jul10 091221 77.56 77.95 76.18 76.46 -0.81 3,754 16,899 +569
Aug10 091221 78.16 78.54 76.78 77.05 -0.81 2,988 10,387 +120
Sep10 091221 78.76 79.12 77.35 77.62 -0.83 3,695 7,576 +151
Oct10 091221 79.38 79.71 77.93 78.20 -0.85 3,571 12,863 +310
Nov10 091221 78.79 78.79 78.79 78.79 -0.88 2,629 10,487 +74
Dec10 091221 80.72 81.07 79.02 79.38 -0.92 9,975 74,720 -187
Jan11 091221 79.89 79.89 79.89 79.89 -0.93 1,155 9,056 +358
Feb11 091221 80.37 80.37 80.37 80.37 -0.94 545 4,737 +126
Mar11 091221 80.85 80.85 80.85 80.85 -0.94 68 4,529 +19
Total Volume and Open Interest 302,246 696,734 +10,062
Gas Oil(ICE)
Jan10 091221 598.50 607.00 590.75 601.75 +6.50 55,682 114,358 -2,093
Feb10 091221 607.00 613.75 597.75 608.75 +6.50 50,817 95,217 -1,169
Mar10 091221 613.50 620.25 605.00 615.75 +6.50 19,007 48,722 -1,294
Apr10 091221 621.00 626.50 613.00 622.25 +6.25 6,427 29,405 +508
May10 091221 628.00 632.50 619.75 629.25 +6.25 4,762 24,450 -94
Jun10 091221 635.00 640.50 626.00 636.25 +6.25 7,842 45,505 -140
Jul10 091221 644.00 646.75 633.50 643.50 +6.25 1,968 16,715 -122
Aug10 091221 649.75 654.25 641.00 650.25 +6.00 1,094 18,924 -37
Sep10 091221 656.00 661.25 648.00 657.25 +6.25 1,060 18,833 -10
Oct10 091221 662.75 666.00 655.50 663.25 +6.00 689 11,262 +214
Total Volume and Open Interest 156,460 546,400 -3,929
Ethanol(CBOT)
Dec09 091203 2.135 2.135 2.130 2.130 unch 8 263 -4
Jan10 091221 1.849 1.854 1.845 1.851 +0.016 88 630 +11
Feb10 091221 1.829 1.835 1.820 1.827 +0.014 74 880 +19
Mar10 091221 1.820 1.820 1.815 1.819 +0.007 73 1,234 +41
Apr10 091221 1.810 1.820 1.805 1.814 +0.010 24 922 +20
May10 091221 1.797 1.810 1.792 1.799 +0.010 57 439 -10
Jun10 091221 1.790 1.804 1.789 1.798 +0.011 17 354 +12
Jul10 091221 1.785 1.805 1.785 1.794 +0.016 17 421 +12
Total Volume and Open Interest 424 7,236 +165
US Dollar Index(ICE)
Mar10 091221 78.165 78.500 77.965 78.420 +0.225 20,928 53,444 +2,459
Jun10 091221 78.520 78.810 78.520 78.810 +0.245 31 4,906 +23
Sep10 091221 78.810 78.810 78.810 78.810 +0.245 0 1 +0
Total Volume and Open Interest 20,959 58,351 +2,482
Australian Dollar(CME)
Mar10 091221 88.12 88.28 87.28 87.31 -0.89 79,447 95,244 -4,021
Jun10 091221 87.21 87.36 86.41 86.41 -0.89 20 159 +2
Sep10 091221 85.50 86.39 85.50 85.50 -0.89 0 17 +0
Total Volume and Open Interest 79,467 95,425 -4,019
British Pound(CME)
Mar10 091221 161.16 161.56 160.20 160.45 -0.66 108,876 70,200 -552
Jun10 091221 161.20 161.46 160.16 160.37 -0.66 156 326 +31
Sep10 091221 160.29 161.00 160.20 160.29 -0.66 0 71 +0
Total Volume and Open Interest 109,032 70,600 -521
Canadian Dollar(CME)
Mar10 091221 93.67 94.91 93.45 94.23 +0.41 75,664 68,718 -3,621
Jun10 091221 93.67 94.88 93.45 94.21 +0.41 73 1,202 +14
Sep10 091221 94.60 94.84 93.53 94.18 +0.41 2 605 +0
Dec10 091221 94.11 94.60 93.70 94.11 +0.41 0 456 +0
Total Volume and Open Interest 75,739 71,022 -3,607
Japanese Yen(CME)
Mar10 091221 110.52 110.86 109.65 109.71 -0.93 117,208 90,696 +1,986
Jun10 091221 110.70 110.92 109.77 109.80 -0.93 123 278 +68
Sep10 091221 109.96 110.96 109.96 109.96 -0.92 0 105 +0
Total Volume and Open Interest 117,331 91,101 +2,054
Swiss Franc(CME)
Mar10 091221 96.13 96.27 95.46 95.70 -0.24 51,833 30,524 -1,577
Jun10 091221 96.05 96.33 95.56 95.78 -0.24 11 23 +3
Sep10 091221 95.89 96.17 95.89 95.89 -0.24      
Total Volume and Open Interest 51,844 30,549 -1,574
EuroFX(CME)
Mar10 091221 143.09 143.70 142.65 142.87 -0.32 245,972 131,440 +3,499
Jun10 091221 143.36 143.64 142.59 142.82 -0.32 223 992 +45
Sep10 091221 142.72 143.25 142.72 142.72 -0.32 0 654 +0
Total Volume and Open Interest 246,195 133,097 +3,544
Mexican Peso(CME)
Jan10 091221 772.0 774.5 772.0 772.0 -2.5      
Feb10 091221 770.5 773.0 770.5 770.5 -2.5 0 3 +0
Total Volume and Open Interest 17,377 106,887 -3,093
30-Year T-Bonds(CBOT)
Dec09 091221 119~190 119~190 118~050 118~100 -1~040 914 10,211 -415
Mar10 091221 118~100 118~140 116~210 116~280 -1~120 174,878 676,700 +1,783
Jun10 091221 115~180 116~240 115~110 115~110 -1~130 5 100 +2
Total Volume and Open Interest 175,797 687,012 +1,370
10-Year T-Notes(CBOT)
Dec09 091221 119~000 119~000 118~085 118~095 -0~260 8,728 5,589 -2,116
Mar10 091221 117~205 117~235 116~170 116~205 -0~305 526,565 1,151,118 -31,292
Jun10 091221 115~075 116~060 115~075 115~075 -0~305 1 29 +0
Total Volume and Open Interest 535,294 1,156,736 -33,408
5-Year T-Notes(CBOT)
Dec09 091221 117~011 117~039 116~105 116~105 -0~062 2,458 20,829 -7,470
Mar10 091221 116~001 116~007 115~044 115~052 -0~071 293,068 807,350 -6,606
Jun10 091221 114~036 114~107 114~036 114~036 -0~071 1 2 +0
Total Volume and Open Interest 298,726 825,296 -9,491
2 Year T-Notes(CBOT)
Dec09 091221 109~029 109~029 109~013 109~013 -0~016 688 9,661 -90
Mar10 091221 108~096 108~097 108~069 108~071 -0~022 139,794 873,849 -9,956
Jun10 091221 108~001 108~025 108~001 108~001 -0~024 0 7,937 +0
Total Volume and Open Interest 140,482 891,447 -10,046
Eurodollars(CME)
Mar10 091221 99.640 99.645 99.625 99.635 -0.005 137,743 1,140,722 -17,338
Jun10 091221 99.445 99.450 99.390 99.400 -0.045 172,597 893,321 +11,242
Sep10 091221 99.140 99.155 99.065 99.075 -0.070 186,762 738,423 -1,463
Dec10 091221 98.810 98.825 98.710 98.715 -0.095 157,724 807,687 -1,695
Mar11 091221 98.470 98.480 98.340 98.350 -0.120 163,245 548,140 -1,362
Jun11 091221 98.095 98.115 97.955 97.970 -0.135 131,915 563,619 -2,238
Sep11 091221 97.755 97.770 97.600 97.615 -0.145 84,661 500,723 +3,984
Dec11 091221 97.425 97.440 97.265 97.285 -0.145 74,574 307,374 -374
Mar12 091221 97.140 97.150 96.965 96.990 -0.150 37,328 230,526 -1,006
Jun12 091221 96.870 96.870 96.680 96.700 -0.160 34,488 194,390 -135
Sep12 091221 96.610 96.610 96.415 96.440 -0.165 31,186 112,407 -1,745
Dec12 091221 96.365 96.365 96.165 96.190 -0.170 27,885 94,337 +4,316
Mar13 091221 96.160 96.160 95.980 96.010 -0.175 8,544 59,312 +399
Jun13 091221 95.995 95.995 95.805 95.835 -0.180 9,573 59,108 +57
Sep13 091221 95.835 95.835 95.635 95.670 -0.185 4,775 59,107 +183
Dec13 091221 95.675 95.675 95.465 95.505 -0.190 5,294 38,264 +593
Mar14 091221 95.515 95.525 95.340 95.380 -0.190 2,670 31,431 +442
Jun14 091221 95.385 95.410 95.225 95.255 -0.195 5,453 26,708 +1,137
Total Volume and Open Interest 1,298,412 6,627,873 +1,253
30 Day Federal Funds(CBOT)
Dec09 091221 99.870 99.872 99.870 99.870 unch 823 75,029 -96
Jan10 091221 99.860 99.865 99.855 99.855 unch 1,015 63,578 -120
Feb10 091221 99.835 99.835 99.825 99.830 unch 785 87,839 -216
Mar10 091221 99.810 99.815 99.805 99.810 unch 2,030 58,588 -1,099
Apr10 091221 99.790 99.795 99.785 99.790 unch 1,278 63,884 -87
May10 091221 99.745 99.755 99.740 99.750 unch 4,155 52,696 +211
Total Volume and Open Interest 15,969 537,069 -991
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)
Mar10 091221 99.645 99.645 99.645 99.645 +0.015 0 433 +0
Jun10 091221 99.680 99.680 99.680 99.680 +0.035 0 80 +0
Sep10 091221 99.700 99.700 99.700 99.700 +0.025 0 230 +0
Dec10 091221 99.690 99.690 99.690 99.690 +0.025 0 242 +0
Mar11 091221 99.605 99.605 99.590 99.605 +0.025      
Jun11 091221 99.580 99.580 99.580 99.580 +0.025      
Sep11 091221 99.580 99.580 99.580 99.580 +0.025      
Dec11 091221 99.385 99.385 99.385 99.385 +0.025      
Mar12 091221 99.350 99.350 99.350 99.350 unch      
Jun12 091221 99.400 99.400 99.400 99.400 unch      
Total Volume and Open Interest 0 985 +0
3-Mth Euro-Yen(SGX)
Mar10 091221 99.64 99.64 99.64 99.64 unch 119 3,743 +0
Jun10 091221 99.68 99.68 99.68 99.68 unch 100 1,729 +0
Sep10 091221 99.70 99.70 99.70 99.70 unch 0 1,591 +0
Dec10 091221 99.69 99.69 99.69 99.69 unch 0 1,281 +0
Mar11 091221 99.61 99.61 99.61 99.61 unch 0 662 +0
Jun11 091221 99.58 99.58 99.58 99.58 unch 0 52 +0
Sep11 091221 99.58 99.58 99.58 99.58 unch 0 51 +0
Dec11 091221 99.39 99.39 99.39 99.39 unch 0 101 +0
Total Volume and Open Interest 219 10,581 +0
Japanese Gov't Bonds(SGX)
Mar10 091221 140.17 140.35 140.09 140.32 +0.16 2,347 19,335 +38
Jun10 091221 140.32 140.32 140.32 140.32 +0.16      
Sep10 091221 140.32 140.32 140.32 140.32 +0.16      
Total Volume and Open Interest 2,347 19,335 +38
Euro-Bund(EUREX)
Mar10 091221 123.43 123.53 122.85 123.04 -0.50 357,732 896,517 +10,006
Jun10 091221 122.01 122.01 121.52 121.64 -0.48 223 57 +5
Sep10 091221 122.80 122.80 121.12 121.24 -0.50      
Total Volume and Open Interest 357,955 896,574 +10,011
Euro-Bobl(EUREX)
Mar10 091221 117.03 117.07 116.80 116.87 -0.19 251,946 692,128 +6,532
Jun10 091221 115.64 115.64 115.20 115.47 -0.13 12 10 -2
Sep10 091221 115.17 115.17 115.17 115.17 -0.19      
Total Volume and Open Interest 251,958 692,138 +6,530
3-Mth Euribor(EUREX)
Dec09 091214 99.285 99.290 99.285 99.285 unch 135 8,689 -127
Mar10 091221 99.215 99.225 99.215 99.225 unch 3,475 12,188 +1,974
Jun10 091221 98.940 98.940 98.930 98.930 -0.020 982 7,126 +767
Total Volume and Open Interest 4,681 25,527 +2,779
Long Gilt(LIFFE)
Dec09 091221 117~21 117~21 117~04 117~04 -0~28 1,251 8,183 -813
Mar10 091221 115~32 116~10 115~14 115~19 -0~28 59,406 221,986 -4,444
Total Volume and Open Interest 60,657 230,169 -5,257
3-Mth Short Sterling(LIFFE)
Mar10 091221 99.31 99.31 99.27 99.31 unch 44,735 358,760 -6,990
Jun10 091221 99.08 99.09 99.04 99.06 -0.03 81,237 385,943 -3,061
Sep10 091221 98.69 98.71 98.63 98.65 -0.06 85,538 309,231 -2,823
Dec10 091221 98.25 98.25 98.15 98.17 -0.09 69,406 304,627 -2,868
Mar11 091221 97.82 97.84 97.72 97.75 -0.10 54,510 279,718 +3,636
Jun11 091221 97.42 97.43 97.31 97.34 -0.10 62,295 159,896 +1,464
Total Volume and Open Interest 538,564 2,179,867 -7,001
3-Mth Euribor(LIFFE)
Mar10 091221 99.225 99.230 99.210 99.225 unch 68,409 731,923 +5,838
Jun10 091221 98.950 98.955 98.920 98.930 -0.020 76,817 731,191 -12,133
Sep10 091221 98.650 98.660 98.610 98.625 -0.025 66,589 570,182 +2,076
Total Volume and Open Interest 482,497 3,473,054 +24,557
3-Mth Aus T-Bills(SFE)
Mar10 091221 95.64 95.66 95.62 95.65 unch 8,416 276,846 -28,424
Jun10 091221 95.34 95.36 95.31 95.33 -0.02 4,540 160,267 -10,506
Sep10 091221 95.10 95.11 95.07 95.08 -0.03 1,995 89,405 -1,973
Dec10 091221 94.87 94.89 94.86 94.87 -0.02 1,355 73,868 -1,924
Mar11 091221 94.66 94.67 94.65 94.65 -0.03 456 27,348 -925
Jun11 091221 94.49 94.49 94.46 94.48 -0.03 233 21,784 -1,654
Sep11 091221 94.35 94.35 94.31 94.35 -0.02 237 16,606 -389
Dec11 091221 94.25 94.25 94.25 94.25 -0.01 0 7,978 -35
Mar12 091221 94.17 94.17 94.17 94.17 unch 0 3,005 +0
Jun12 091221 94.14 94.14 94.14 94.14 +0.01 100 1,186 +0
Total Volume and Open Interest 17,632 679,078 -45,734
10-Year Aus T-Bonds(SFE)
Mar10 091221 94.54 94.56 94.46 94.51 -0.03 19,031 294,078 +4,257
Jun10 091221 94.51 94.51 94.51 94.51 -0.03      
Total Volume and Open Interest 19,031 294,078 +4,257
3-Year Aus T-Bonds(SFE)
Mar10 091221 95.12 95.13 95.05 95.08 -0.04 33,103 387,923 +8,200
Jun10 091221 95.08 95.08 95.08 95.08 -0.04      
Total Volume and Open Interest 33,103 387,923 +8,200
Gold(CMX)
Dec09 091221 1115.5 1119.2 1090.8 1095.4 -15.4 404 987 -60
Feb10 091221 1111.9 1120.8 1090.8 1096.0 -15.5 171,595 324,816 -9,130
Apr10 091221 1112.6 1122.0 1092.0 1097.2 -15.5 3,911 48,257 -1,165
Jun10 091221 1116.6 1121.1 1094.0 1098.2 -15.5 1,512 30,085 +102
Aug10 091221 1118.9 1118.9 1095.5 1099.4 -15.5 249 11,675 +20
Oct10 091221 1110.5 1122.4 1095.8 1100.8 -15.5 179 4,223 +74
Dec10 091221 1118.0 1125.0 1098.3 1102.6 -15.4 726 23,093 -199
Feb11 091221 1100.0 1104.9 1100.0 1104.9 -15.3 223 3,388 +53
Apr11 091221 1104.0 1107.4 1104.0 1107.4 -15.2 2,510 3,309 +1,762
Jun11 091221 450.9 455.0 450.6 455.0 -15.1 2,013 7,116 -1,013
Aug11 091221 1109.5 1113.9 1109.5 1113.9 -15.0 1 683 +0
Oct11 091221 1114.0 1117.9 1114.0 1117.9 -14.9 5 423 +0
Total Volume and Open Interest 184,815 493,122 -9,808
Silver(CMX)
Dec09 091221 1740.0 1740.0 1698.0 1702.0 -28.5 144 300 +1
Mar10 091221 1730.0 1752.5 1698.0 1703.5 -28.5 25,628 79,139 -547
May10 091221 1748.0 1748.0 1702.5 1705.6 -28.5 2,024 11,286 +420
Jul10 091221 1742.5 1747.5 1705.0 1707.4 -28.5 530 8,400 +99
Sep10 091221 1717.0 1717.0 1709.2 1709.2 -28.5 6 2,672 +5
Dec10 091221 1749.0 1749.0 1709.0 1712.2 -28.5 310 9,357 +85
Mar11 091221 1714.0 1715.3 1714.0 1715.3 -28.4 1 526 +0
Total Volume and Open Interest 28,757 122,188 +95
Platinum(NYMEX)
Jan10 091221 1433.9 1438.4 1417.5 1423.5 -5.8 4,765 14,233 -2,231
Apr10 091221 1439.3 1443.6 1424.0 1428.6 -5.9 2,821 18,271 +2,123
Jul10 091221 1430.4 1430.4 1430.4 1430.4 -5.9 1 297 +0
Oct10 091221 1433.5 1433.5 1433.5 1433.5 -5.9 0 13 +0
Total Volume and Open Interest 7,589 32,817 -106
Palladium(NYMEX)
Dec09 091221 363.30 363.30 363.30 363.30 -2.50 59 78 -5
Mar10 091221 365.50 370.95 364.80 365.40 -2.50 873 22,422 -204
Jun10 091221 368.30 370.70 366.40 366.40 -2.45 7 200 +3
Total Volume and Open Interest 939 22,704 -206
Copper(CMX)
Dec09 091221 312.80 314.95 312.75 314.05 +1.95 739 1,681 +71
Mar10 091221 314.35 317.40 313.65 315.85 +2.00 17,455 108,190 -703
May10 091221 316.00 318.70 315.50 317.25 +1.85 731 19,019 +262
Jul10 091221 318.05 318.25 318.05 318.25 +1.80 120 6,762 -43
Sep10 091221 318.70 318.85 318.40 318.85 +1.80 20 4,072 +4
Total Volume and Open Interest 20,017 147,161 -160
DJIA Index(CBOT)
Mar10 091221 10279 10395 10279 10342 +71 532 7,321 -270
Jun10 091221 10284 10284 10217 10284 +67 0 11 +0
Sep10 091221 10224 10224 10157 10224 +67      
Dec10 091221 10172 10172 10101 10172 +71      
Total Volume and Open Interest 532 7,332  
S & P 500(CME)
Mar10 091221 1098.80 1113.20 1096.70 1108.20 +10.50 23,874 317,577 +5,741
Jun10 091221 1106.00 1110.10 1102.10 1103.60 +10.50 3 2,154 -13
Sep10 091221 1099.20 1105.70 1097.70 1099.20 +10.50 0 35 +0
Dec10 091221 1095.70 1102.20 1094.20 1095.70 +10.50 0 6 -2
Total Volume and Open Interest 23,878 319,773 +5,727
S & P 500 E-Mini(Globex)
Mar10 091221 1098.75 1113.25 1096.50 1108.25 +10.50 1,732,758 2,332,548 -478
Jun10 091221 1093.25 1108.50 1092.75 1103.50 +10.50 138 572 +29
Total Volume and Open Interest 1,732,925 2,333,197 -449
NASDAQ 100(CME)
Mar10 091221 1807.00 1835.00 1803.00 1825.50 +18.50 1,440 8,546 +696
Jun10 091221 1823.50 1823.50 1820.00 1823.50 +17.50 6 10 +0
Sep10 091221 1822.50 1823.00 1822.50 1822.50 +17.50      
Total Volume and Open Interest 1,446 8,556 +696
NASDAQ 100 E-Mini(Globex)
Mar10 091221 1806.00 1833.80 1803.00 1825.50 +18.50 287,861 258,866 +8,157
Jun10 091221 1811.50 1831.80 1804.30 1823.50 +17.50 5 18 +2
Total Volume and Open Interest 287,867 258,886 +8,160
S & P Midcap 400(CME)
Mar10 091221 718.50 723.00 718.50 721.10 +6.30 63 1,522 +37
Jun10 091221 719.10 719.50 719.10 719.10 +6.30      
Sep10 091221 717.10 717.50 717.10 717.10 +6.30      
Total Volume and Open Interest 63 1,522 +37
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 091221 10225 10345 10210 10310 +150 6,696 25,068 -658
Jun10 091221 10310 10320 10310 10310 +150      
Total Volume and Open Interest 6,696 25,068 -658
Nikkei 225(SGX)
Mar10 091221 10155 10210 10140 10190 +40 105,178 154,365 -5,780
Jun10 091221 10135 10135 10135 10135 +45 1 1,319 +0
Sep10 091221 10140 10140 10140 10140 +45 0 55 +0
Total Volume and Open Interest 105,599 161,124 -5,629
CAC 40(EURONEXT)
Jan10 091221 3807.0 3882.5 3802.5 3876.0 +81.0 124,850 337,691 +26,520
Feb10 091221 3814.5 3880.5 3814.5 3875.5 +80.5 61 123 +26
Mar10 091221 3823.5 3882.0 3810.0 3878.0 +83.0 796 48,803 -1,443
Total Volume and Open Interest 125,707 388,457 -256,401
Hang Seng Index(HKFE)
Dec09 091221 21011 21202 20897 20912 -223 70,385 83,667 -1,750
Jan10 091221 21030 21184 20885 20890 -222 2,505 5,892 +1,838
Total Volume and Open Interest 73,143 91,324 +148
DAX(EUREX)
Dec09 091218 5856.0 5901.0 5844.5 5883.5 +27.0 170,256 112,043 -27,770
Mar10 091221 5866.0 5948.0 5852.5 5928.0 +88.0 151,956 141,308 +19,150
Jun10 091221 5904.5 5956.5 5880.5 5938.0 +88.5 2,100 8,044 +376
Total Volume and Open Interest 181,752 149,352 -92,517
FT-SE 100(EURONEXT)
Mar10 091221 5171.50 5280.00 5165.50 5248.50 +91.50 221,964 617,223 -2,604
Jun10 091221 5199.50 5199.50 5199.50 5199.50 +91.50 13 2,229 +2
Sep10 091221 5164.50 5164.50 5164.50 5164.50 +91.50 0 429 +0
Total Volume and Open Interest 221,977 619,881 -163,822
SPI 200(SFE)
Dec09 091217 4654.0 4693.0 4644.0 4688.0 +34.0 14,825 91,334 -59,078
Mar10 091221 4646.0 4687.0 4617.0 4621.0 -18.0 22,187 190,544 +724
Jun10 091221 4650.0 4650.0 4643.0 4643.0 -17.0 2 1,486 -13
Total Volume and Open Interest 22,189 193,825 +711
GSCI(CME)
Jan10 091221 504.00 505.00 495.25 496.00 -4.00 144 17,921 -250
Feb10 091221 508.50 509.50 501.00 501.00 -4.00      
Mar10 091221 514.00 514.10 506.00 506.00 -4.00      
Total Volume and Open Interest 144 17,921 -250
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.