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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue December 14, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101214 1300.00 1311.25 1292.50 1296.00 -6.50 106,042 168,933 -11,642
Mar11 101214 1310.00 1320.75 1302.50 1306.00 -6.00 59,713 206,575 +9,625
May11 101214 1312.75 1324.75 1306.75 1310.25 -6.25 12,267 76,013 +1,178
Jul11 101214 1317.00 1325.50 1308.50 1311.75 -6.50 12,569 63,983 +1,339
Aug11 101214 1300.00 1300.00 1285.25 1286.50 -7.50 647 2,410 +60
Sep11 101214 1257.00 1257.75 1248.25 1248.25 -9.50 518 3,300 -58
Nov11 101214 1218.25 1230.25 1211.00 1214.00 -8.50 7,420 103,658 +821
Total Volume and Open Interest 200,628 641,381 +1,640
Soybean Meal(CBOT)
Dec10 101214 345.00 348.50 344.50 344.50 -0.30 814 566 -202
Jan11 101214 342.70 347.40 340.90 342.20 -0.60 29,146 52,897 -3,792
Mar11 101214 345.90 349.70 343.20 344.60 -0.50 17,447 56,838 +3,954
May11 101214 344.30 349.50 343.80 344.90 -0.10 5,516 27,998 +200
Jul11 101214 346.10 349.50 344.50 345.50 unch 4,213 18,839 +330
Aug11 101214 338.50 339.90 335.70 336.90 -0.10 559 5,736 +125
Sep11 101214 327.60 329.50 324.40 325.70 -0.10 837 5,627 +27
Oct11 101214 310.30 315.90 309.50 309.50 -0.80 330 4,688 +131
Total Volume and Open Interest 60,358 193,297 +798
Soybean Oil(CBOT)
Dec10 101214 54.82 54.90 54.75 54.80 -0.30 1,359 506 -622
Jan11 101214 55.43 55.48 55.00 55.09 -0.36 59,610 85,204 -9,006
Mar11 101214 55.91 55.95 55.47 55.57 -0.35 58,900 150,006 +16,183
May11 101214 56.17 56.20 55.73 55.80 -0.37 11,698 40,664 -178
Jul11 101214 56.19 56.19 55.75 55.85 -0.34 6,408 36,734 +730
Aug11 101214 55.94 55.94 55.72 55.77 -0.35 621 4,849 +61
Sep11 101214 55.74 55.85 55.62 55.65 -0.36 786 5,269 -28
Oct11 101214 55.73 55.74 55.39 55.49 -0.36 1,267 6,482 -654
Total Volume and Open Interest 143,214 352,099 +6,398
Canola(WCE)
Jan11 101214 571.2 573.5 563.0 564.1 -6.8 7,535 80,998 -5,785
Mar11 101214 579.0 582.0 572.0 572.6 -6.2 8,726 59,089 +3,969
May11 101214 581.0 584.4 575.7 575.7 -6.6 673 6,421 +319
Jul11 101214 579.1 582.8 574.3 574.3 -6.6 857 15,113 -216
Nov11 101214 519.0 520.4 512.8 512.8 -6.0 1,754 33,272 +661
Total Volume and Open Interest 19,554 196,930 -1,043
Corn(CBOT)
Dec10 101214 573.75 578.25 571.50 574.50 -0.75 5,973 2,432 -3,732
Mar11 101214 587.00 589.00 583.50 587.25 -1.25 131,656 718,866 +6,132
May11 101214 594.50 597.00 591.75 595.00 -2.00 24,732 182,958 +781
Jul11 101214 599.00 601.25 595.75 599.00 -2.00 24,692 229,705 +2,080
Sep11 101214 558.00 559.75 554.50 554.50 -5.00 3,358 40,969 +311
Dec11 101214 537.75 539.75 533.50 534.25 -5.75 22,577 259,255 +1,642
Total Volume and Open Interest 214,991 1,494,884 +7,334
Wheat(CBOT)
Dec10 101214 740.75 740.75 720.00 721.00 -19.25 105 105 -86
Mar11 101214 780.00 781.75 754.50 763.25 -17.00 39,637 228,270 +545
May11 101214 806.25 807.75 781.00 788.25 -18.50 8,308 61,099 +548
Jul11 101214 815.00 815.75 791.50 795.75 -19.00 5,467 101,168 -468
Sep11 101214 828.00 828.25 807.00 810.75 -18.25 719 17,712 +71
Total Volume and Open Interest 56,435 478,741 +461
Wheat(KCBT)
Dec10 101214 818.00 821.50 798.50 798.50 -27.25 65 248 -34
Mar11 101214 835.25 836.00 807.75 815.00 -20.25 15,119 118,862 -1,177
May11 101214 842.00 843.00 816.50 823.50 -19.25 2,562 24,492 -16
Jul11 101214 845.00 846.00 820.50 826.75 -18.50 1,601 52,107 -99
Sep11 101214 845.50 856.50 829.25 835.25 -19.50 676 12,376 -128
Total Volume and Open Interest 20,435 210,420 -11,850
Wheat(MGE)
Dec10 101214 831.25 831.25 831.25 831.25 -27.50 16 14 -12
Mar11 101214 871.00 871.00 840.00 843.50 -27.50 3,895 31,666 +148
May11 101214 877.50 878.00 848.00 851.00 -27.00 1,955 11,545 +177
Jul11 101214 878.00 878.00 848.75 852.00 -25.25 1,693 8,152 +324
Sep11 101214 867.00 870.00 844.25 846.00 -22.00 1,019 8,564 +336
Total Volume and Open Interest 9,489 68,789 +1,389
Oats(CBOT)
Dec10 101214 387.00 387.00 387.00 387.00 -4.00 5 3 -1
Mar11 101214 391.75 392.25 384.25 385.00 -6.00 723 10,054 +138
May11 101214 389.50 395.00 389.50 389.50 -5.50 80 657 +23
Jul11 101214 398.75 398.75 393.00 393.00 -5.00 28 218 +2
Total Volume and Open Interest 870 11,890 +192
Rough Rice(CBOT)
Jan11 101214 14.23 14.30 13.92 13.98 -0.26 700 7,345 -174
Mar11 101214 14.52 14.57 14.22 14.27 -0.26 520 6,826 +207
May11 101214 14.74 14.74 14.55 14.55 -0.26 134 1,452 +4
Jul11 101214 14.95 14.99 14.76 14.79 -0.26 134 1,579 -23
Total Volume and Open Interest 1,491 17,888 +13
Live Cattle(CME)
Dec10 101214 101.650 102.035 101.080 101.830 -0.120 3,516 17,123 -1,374
Feb11 101214 104.900 105.135 104.050 104.535 -0.415 17,345 163,508 +472
Apr11 101214 108.180 108.180 107.285 107.750 -0.350 6,250 86,006 -448
Jun11 101214 105.500 105.500 104.830 104.885 -0.650 4,911 41,426 +771
Aug11 101214 105.730 106.000 105.300 105.750 -0.250 1,662 14,946 +357
Oct11 101214 108.400 108.500 107.750 108.430 -0.220 538 8,689 +38
Total Volume and Open Interest 34,701 337,278 -142
Feeder Cattle(CME)
Jan11 101214 119.200 119.250 117.785 117.950 -1.250 2,645 12,153 -543
Mar11 101214 119.700 120.000 118.600 118.830 -1.070 2,493 14,109 +773
Apr11 101214 120.100 120.300 119.035 119.350 -0.830 373 3,937 +52
May11 101214 120.550 120.730 119.635 119.950 -0.835 280 5,014 +82
Aug11 101214 120.750 121.035 119.980 120.500 -0.635 287 4,658 +141
Sep11 101214 119.900 119.900 119.135 119.600 -0.500 14 342 -2
Oct11 101214 119.500 119.500 119.200 119.450 -0.450 11 73 +5
Total Volume and Open Interest 6,103 40,326 +508
Lean Hogs(CME)
Dec10 101214 69.400 69.500 68.850 68.930 -0.605 1,971 9,283 -839
Feb11 101214 76.285 76.400 75.385 76.135 -0.195 16,168 84,781 +598
Apr11 101214 80.100 80.350 79.400 80.050 unch 4,845 50,495 +86
May11 101214 87.100 87.100 86.550 87.080 +0.080 297 1,636 +30
Jun11 101214 89.850 90.000 89.285 89.600 -0.480 3,097 32,838 +845
Jul11 101214 89.350 89.350 88.700 88.885 -0.515 917 7,205 +107
Aug11 101214 88.430 88.650 87.900 88.600 -0.050 761 8,367 +382
Oct11 101214 78.930 78.950 78.500 78.785 -0.145 228 5,211 +130
Total Volume and Open Interest 28,416 202,154 +1,416
Class III Milk(CME)
Dec10 101214 13.79 13.82 13.78 13.78 -0.04 129 5,808 -28
Jan11 101214 13.13 13.22 13.08 13.11 -0.07 327 4,466 +73
Feb11 101214 13.16 13.30 13.12 13.22 +0.03 219 4,244 +125
Mar11 101214 13.73 13.81 13.70 13.72 -0.01 82 3,204 +41
Apr11 101214 14.10 14.15 14.07 14.10 +0.02 111 2,310 +70
Total Volume and Open Interest 1,088 30,397 +384
Cocoa(ICE)
Dec10 101214 2893 2912 2893 2912 +51 0 16 +0
Mar11 101214 2890 2952 2865 2940 +50 7,071 68,388 -431
May11 101214 2917 2972 2892 2963 +51 917 22,976 +210
Jul11 101214 2940 2980 2910 2978 +49 744 11,218 +25
Sep11 101214 2930 3000 2930 2992 +49 332 6,172 +122
Dec11 101214 2955 3009 2939 3009 +50 286 10,794 +42
Mar12 101214 3020 3078 3020 3078 +57 71 11,016 +43
Total Volume and Open Interest 9,477 136,487 +60
Coffee "C"(ICE)
Dec10 101214 217.25 219.15 215.60 216.35 -0.85 18 167 +0
Mar11 101214 217.50 219.90 215.25 216.70 -0.85 13,723 88,296 +2,189
May11 101214 219.00 221.20 216.50 217.90 -1.00 2,422 25,274 +497
Jul11 101214 218.05 220.25 216.00 217.05 -1.05 380 7,400 +92
Sep11 101214 216.20 218.25 214.55 215.05 -1.20 222 4,164 +97
Dec11 101214 213.00 214.50 211.00 211.55 -1.25 125 6,254 +58
Total Volume and Open Interest 16,996 132,760 +2,937
Orange Juice(ICE)
Jan11 101214 166.00 167.45 159.05 160.05 -6.90 2,292 16,358 -220
Mar11 101214 166.00 166.00 159.25 160.15 -6.75 1,644 11,123 +523
May11 101214 168.15 168.15 161.20 161.25 -6.70 39 1,516 +0
Jul11 101214 164.00 164.00 162.30 162.30 -6.90 42 2,467 -11
Sep11 101214 163.50 163.50 163.50 163.50 -6.85 33 345 +2
Nov11 101214 163.55 163.55 163.55 163.55 -6.80 5 54 +5
Total Volume and Open Interest 4,055 31,886 +299
Sugar #11(ICE)
Mar11 101214 30.65 31.27 30.48 30.78 +0.29 55,666 231,763 +2,872
May11 101214 27.70 28.19 27.44 27.71 +0.15 22,495 107,008 +1,801
Jul11 101214 24.55 25.02 24.22 24.47 unch 17,290 97,491 +365
Oct11 101214 22.75 23.08 22.30 22.55 -0.07 10,703 56,685 +959
Mar12 101214 21.94 22.20 21.50 21.69 -0.15 2,908 47,803 +297
Total Volume and Open Interest 110,117 583,638 +6,483
London Cocoa(LCE)
Dec10 101214 1906 1913 1897 1908 +8 7,387 22,170 -1,675
Mar11 101214 1907 1955 1892 1944 +45 13,117 64,685 +402
May11 101214 1919 1970 1909 1960 +45 1,443 20,626 -322
Jul11 101214 1934 1979 1926 1976 +45 942 17,614 -191
Sep11 101214 1942 1990 1933 1983 +46 100 11,140 +32
Dec11 101214 1950 2000 1943 1992 +48 62 17,252 -15
Mar12 101214 1958 2003 1956 2003 +54 2,059 15,064 +1,987
Total Volume and Open Interest 25,114 171,918 +218
London Sugar(LCE)
Mar11 101214 770.00 776.30 760.00 769.40 +14.20 2,951 28,945 +233
May11 101214 730.00 737.00 723.20 730.30 +15.90 471 9,205 +29
Aug11 101214 664.50 670.00 657.60 663.90 +13.60 319 7,318 -40
Oct11 101214 608.00 610.40 601.40 604.90 +10.20 186 2,102 -28
Dec11 101214 585.90 590.00 582.70 583.40 +5.40 48 818 +7
Total Volume and Open Interest 3,990 48,956 +216
Cotton(ICE)
Mar11 101214 143.01 145.97 142.95 144.49 +3.52 6,171 110,745 +110
May11 101214 134.49 138.23 134.49 136.38 +3.15 2,182 21,033 -409
Jul11 101214 125.00 129.84 125.00 126.91 +2.07 2,885 29,647 -628
Oct11 101214 107.50 111.77 107.50 109.43 +2.45 12 159 +1
Dec11 101214 95.58 98.60 95.58 97.34 +1.46 2,597 37,385 +968
Mar12 101214 92.00 93.00 91.86 92.32 +1.50 3 691 +1
Total Volume and Open Interest 13,855 201,074 +46
Lumber(CME)
Jan11 101214 271.8 272.6 267.0 270.6 -1.8 366 2,658 -125
Mar11 101214 287.7 287.7 282.6 284.0 -1.0 386 5,019 +43
May11 101214 297.0 297.0 293.0 293.0 -0.8 84 1,378 +63
Jul11 101214 300.8 304.0 300.2 304.0 unch 47 398 +44
Total Volume and Open Interest 909 9,511 +51
Crude Oil(NYM)
Jan11 101214 88.19 88.95 87.74 88.28 -0.33 329,766 148,316 -14,164
Feb11 101214 88.79 89.50 88.34 88.84 -0.30 154,225 262,636 +26,975
Mar11 101214 89.33 90.03 88.95 89.43 -0.20 63,315 167,662 +6,293
Apr11 101214 89.89 90.45 89.45 89.87 -0.14 26,616 57,202 -1,021
May11 101214 89.91 90.63 89.75 90.17 -0.09 17,265 37,541 +2,976
Jun11 101214 90.37 90.86 89.97 90.39 -0.03 31,919 80,413 +387
Jul11 101214 90.23 90.95 90.23 90.54 +0.02 8,217 38,332 -785
Aug11 101214 90.27 91.03 90.27 90.63 +0.06 9,631 20,005 +714
Sep11 101214 90.89 91.01 90.51 90.68 +0.09 4,277 25,710 -394
Oct11 101214 91.10 91.12 90.72 90.72 +0.12 2,978 18,090 -71
Nov11 101214 91.09 91.09 90.76 90.76 +0.15 2,377 19,547 +315
Dec11 101214 90.55 91.25 90.32 90.82 +0.18 24,851 151,951 +1,463
Jan12 101214 90.72 90.72 90.72 90.72 +0.20 1,096 19,041 -53
Feb12 101214 90.62 90.62 90.62 90.62 +0.22 482 8,150 +172
Mar12 101214 90.53 90.53 90.53 90.53 +0.24 175 10,080 +26
Apr12 101214 90.45 90.45 90.45 90.45 +0.28 78 4,201 +4
Total Volume and Open Interest 692,514 1,384,683 +24,595
e-miNY Crude Oil(NYM)
Dec10 101118 80.400 82.300 80.400 81.850 +1.400 7,920 4,586 -336
Jan11 101214 88.275 88.950 87.750 88.275 -0.325 7,105 4,221 +124
Feb11 101214 88.900 89.500 88.400 88.850 -0.300 725 1,920 +181
Mar11 101214 89.500 90.000 89.275 89.425 -0.200 67 567 +26
Apr11 101214 89.900 90.300 89.875 89.875 -0.125 5 16 -1
May11 101214 90.175 90.175 90.175 90.175 -0.075 0 14 +0
Jun11 101214 90.200 90.400 90.200 90.400 -0.025 1 43 -1
Jul11 101214 90.550 90.550 90.550 90.550 +0.025 0 3 +0
Aug11 101214 90.875 90.875 90.625 90.625 +0.050 0 6 +0
Sep11 101214 90.675 90.675 90.675 90.675 +0.075 0 2 +0
Total Volume and Open Interest 7,903 7,026 +329
Heating Oil(NYM)
Jan11 101214 245.86 248.05 245.10 246.79 +0.27 50,620 77,499 -4,886
Feb11 101214 247.30 249.41 246.59 248.03 -0.02 20,976 62,020 +4,238
Mar11 101214 248.24 249.65 247.16 248.45 -0.09 12,698 45,024 +3,403
Apr11 101214 246.50 248.78 246.25 247.43 -0.03 4,114 22,312 +404
May11 101214 246.88 247.46 246.06 246.67 +0.08 3,365 17,007 -260
Jun11 101214 247.02 247.79 245.31 246.62 +0.28 6,119 36,117 -757
Jul11 101214 247.39 248.65 247.39 247.63 +0.42 234 8,103 -26
Aug11 101214 250.12 250.12 248.80 248.80 +0.47 282 4,577 -37
Sep11 101214 251.07 251.07 250.05 250.10 +0.46 385 4,340 -171
Oct11 101214 250.50 251.97 250.50 251.43 +0.48 248 3,383 +5
Nov11 101214 252.43 253.76 252.43 252.99 +0.48 218 3,326 +111
Dec11 101214 254.52 255.17 254.33 254.33 +0.49 807 15,949 -95
Total Volume and Open Interest 100,146 308,524 +1,923
Gasoline(NYMEX)
Jan11 101214 231.05 232.39 228.63 229.64 -2.20 41,909 60,480 -3,911
Feb11 101214 231.35 232.26 228.81 229.72 -1.79 25,651 60,961 +5,284
Mar11 101214 232.35 233.10 230.18 231.00 -1.44 12,861 39,723 +1,854
Apr11 101214 242.02 243.15 240.24 241.21 -1.20 5,165 26,657 +894
May11 101214 242.66 243.65 241.21 242.00 -1.06 2,510 12,472 +231
Jun11 101214 242.34 243.83 241.60 242.24 -0.79 3,282 16,316 -145
Jul11 101214 242.19 242.19 241.58 241.58 -0.65 652 4,396 -2
Aug11 101214 240.15 241.71 240.15 240.42 -0.57 405 5,116 -15
Sep11 101214 238.44 238.81 238.44 238.81 -0.56 222 2,702 +40
Oct11 101214 228.44 228.44 228.11 228.11 -0.43 215 2,875 +52
Total Volume and Open Interest 93,671 265,415 +4,275
e-miNY RBOB Gasoline(NYM)
Jan11 101214 229.60 229.64 229.60 229.60 -2.20 0 2 +0
Feb11 101214 229.70 229.72 229.70 229.70 -1.80 0 1 +0
Mar11 101214 231.00 231.00 231.00 231.00 -1.40 0 1 +0
Apr11 101214 241.20 241.21 241.20 241.20 -1.20 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Jan11 101214 4.431 4.439 4.250 4.255 -0.165 177,026 131,687 -12,424
Feb11 101214 4.439 4.447 4.280 4.284 -0.150 72,950 107,978 +10,399
Mar11 101214 4.410 4.416 4.263 4.268 -0.147 63,996 149,663 +14,021
Apr11 101214 4.380 4.380 4.239 4.242 -0.139 25,456 83,955 +1,234
May11 101214 4.390 4.391 4.272 4.272 -0.141 11,291 38,226 +1,592
Jun11 101214 4.449 4.449 4.313 4.316 -0.137 5,750 16,955 -27
Jul11 101214 4.481 4.485 4.374 4.374 -0.132 2,952 13,636 -31
Aug11 101214 4.528 4.528 4.414 4.414 -0.130 2,918 14,725 +595
Sep11 101214 4.533 4.533 4.432 4.432 -0.128 1,309 10,974 -34
Oct11 101214 4.600 4.616 4.507 4.509 -0.127 9,817 51,047 +546
Nov11 101214 4.808 4.808 4.709 4.709 -0.107 1,558 22,076 -59
Dec11 101214 5.061 5.061 4.973 4.974 -0.097 1,841 20,850 +431
Jan12 101214 5.200 5.203 5.134 5.136 -0.093 5,319 32,828 +299
Feb12 101214 5.150 5.150 5.086 5.092 -0.085 71 7,084 +15
Mar12 101214 5.032 5.034 4.978 4.978 -0.078 879 16,879 +149
Apr12 101214 4.795 4.801 4.757 4.758 -0.053 761 13,244 -44
Total Volume and Open Interest 384,043 797,972 +16,737
Brent Crude Oil(ICE)
Jan11 101214 91.05 91.73 90.68 91.21 +0.02 128,041 85,452 -17,662
Feb11 101214 91.24 91.94 90.87 91.40 +0.01 135,616 231,146 +20,161
Mar11 101214 91.37 92.04 91.00 91.51 +0.01 50,046 146,902 +6,804
Apr11 101214 91.45 92.14 91.15 91.63 -0.01 16,706 51,611 +167
May11 101214 91.58 92.23 91.37 91.74 -0.03 16,002 39,364 +2,981
Jun11 101214 91.78 92.34 91.45 91.84 -0.04 26,024 60,363 +2,882
Jul11 101214 92.16 92.37 91.60 91.88 -0.03 4,689 20,815 +673
Aug11 101214 92.16 92.38 91.79 91.90 -0.01 3,394 11,788 +20
Sep11 101214 92.21 92.38 91.66 91.92 +0.02 2,712 14,997 +543
Oct11 101214 91.95 91.95 91.95 91.95 +0.05 1,552 9,130 +154
Nov11 101214 91.96 91.96 91.96 91.96 +0.08 1,525 10,886 +16
Dec11 101214 91.94 92.43 91.69 91.99 +0.11 13,496 83,227 -1,491
Jan12 101214 92.00 92.00 92.00 92.00 +0.13 1,261 9,947 -264
Feb12 101214 91.98 91.98 91.98 91.98 +0.14 720 5,625 +394
Total Volume and Open Interest 406,857 870,133 +16,259
Gas Oil(ICE)
Jan11 101214 763.00 768.50 760.75 765.25 -1.75 70,989 171,739 -6,778
Feb11 101214 769.00 774.25 766.50 771.00 -1.50 55,765 101,356 +1,153
Mar11 101214 772.00 778.00 770.00 774.50 -1.00 31,847 60,730 +5,110
Apr11 101214 776.75 779.50 771.25 776.00 -0.50 13,888 55,636 -237
May11 101214 774.75 779.25 773.50 777.75 unch 8,698 46,609 +534
Jun11 101214 776.00 782.50 774.75 779.75 +0.75 14,878 52,543 +134
Jul11 101214 778.00 784.75 777.75 781.75 +0.75 1,251 17,933 +194
Aug11 101214 782.00 787.25 780.50 784.25 +0.75 1,736 17,064 +43
Sep11 101214 787.50 788.50 783.00 786.75 +0.75 1,840 9,737 +207
Oct11 101214 789.00 790.00 784.75 788.25 +0.75 1,192 10,943 -22
Total Volume and Open Interest 211,058 655,103 -25
Ethanol(CBOT)
Dec10 101203 2.050 2.070 2.050 2.051 -0.024 83 136 -71
Jan11 101214 2.150 2.165 2.145 2.161 +0.003 98 876 -6
Feb11 101214 2.165 2.172 2.165 2.168 +0.001 36 993 -1
Mar11 101214 2.180 2.185 2.180 2.183 -0.004 36 1,119 -8
Apr11 101214 2.205 2.205 2.200 2.200 -0.001 44 664 -6
May11 101214 2.210 2.210 2.206 2.206 -0.002 30 470 +7
Jun11 101214 2.210 2.210 2.210 2.210 -0.003 30 557 +10
Jul11 101214 2.222 2.222 2.222 2.222 -0.001 134 727 +10
Total Volume and Open Interest 502 7,539 +55
WTI Crude Oil(ICE
Jan11 101214 88.52 88.94 87.73 88.28 -0.33 75,546 51,725 -9,899
Feb11 101214 89.07 89.48 88.34 88.84 -0.30 46,057 95,842 +7,400
Mar11 101214 89.60 90.02 88.96 89.43 -0.20 23,189 70,081 +1,055
Apr11 101214 90.28 90.43 89.52 89.87 -0.14 8,458 28,689 -265
May11 101214 90.12 90.72 89.82 90.17 -0.09 4,894 13,492 +455
Jun11 101214 90.71 90.91 89.99 90.39 -0.03 16,003 49,454 -1,127
Jul11 101214 90.81 90.95 90.32 90.54 +0.02 3,022 15,205 +167
Aug11 101214 90.86 91.02 90.44 90.63 +0.06 1,887 12,834 +176
Sep11 101214 90.88 91.11 90.46 90.68 +0.09 1,907 15,303 -368
Oct11 101214 90.72 90.72 90.72 90.72 +0.12 1,726 7,753 -472
Nov11 101214 90.76 90.76 90.76 90.76 +0.15 1,055 8,448 -138
Dec11 101214 90.97 91.25 90.47 90.82 +0.18 10,708 58,544 +663
Jan12 101214 90.72 90.72 90.72 90.72 +0.20 52 4,846 +19
Feb12 101214 90.62 90.62 90.62 90.62 +0.22 4 1,179 +4
Mar12 101214 90.53 90.53 90.53 90.53 +0.24 42 3,160 -30
Apr12 101214 90.45 90.45 90.45 90.45 +0.28 35 726 -7
Total Volume and Open Interest 201,624 520,395 -1,540
US Dollar Index(ICE)
Mar11 101214 79.740 79.860 79.145 79.690 +0.085 20,625 25,392 +272
Jun11 101214 79.875 80.155 79.790 80.090 +0.085 62 558 +30
Sep11 101214 80.450 80.450 80.450 80.450 +0.445 0 2 +0
Total Volume and Open Interest 20,687 25,952 -6,649
Australian Dollar(CME)
Dec10 101213 98.37 99.40 98.37 99.39 +0.88 17,951 48,447 -5,430
Mar11 101214 98.38 99.17 98.31 98.86 +0.28 68,082 108,286 +4,176
Jun11 101214 97.33 97.72 97.33 97.71 +0.27 0 152 +0
Total Volume and Open Interest 68,082 108,590 -44,271
British Pound(CME)
Dec10 101213 157.98 158.01 157.20 157.87 -0.14 34,289 25,004 -12,742
Mar11 101214 158.46 159.00 157.27 157.67 -0.91 101,715 67,445 +83
Jun11 101214 158.52 158.52 157.52 157.52 -0.92 6 55 +4
Total Volume and Open Interest 101,725 67,537 -24,916
Canadian Dollar(CME)
Dec10 101214 99.24 99.42 98.92 99.05 -0.21 4,647 43,880 -2,540
Mar11 101214 99.02 99.52 98.71 99.29 +0.23 71,766 94,883 +5,016
Jun11 101214 98.98 99.25 98.50 99.06 +0.22 123 1,612 +50
Sep11 101214 98.62 98.98 98.56 98.78 +0.22 105 885 +0
Total Volume and Open Interest 76,839 142,220 +2,531
Japanese Yen(CME)
Dec10 101213 119.07 119.58 118.54 119.45 +0.25 30,951 44,748 -7,103
Mar11 101214 119.95 120.84 119.46 119.65 -0.48 120,584 94,428 +4,979
Jun11 101214 120.50 120.50 119.82 119.82 -0.48 1 223 +0
Total Volume and Open Interest 120,585 94,661 -39,770
Swiss Franc(CME)
Dec10 101213 101.90 103.13 101.52 103.04 +1.14 13,542 14,594 -3,958
Mar11 101214 103.39 104.72 103.28 104.42 +1.01 41,580 38,628 +5,555
Jun11 101214 104.29 104.56 104.23 104.56 +1.03 1 20 +1
Total Volume and Open Interest 41,581 38,651 -9,038
EuroFX(CME)
Dec10 101213 132.07 133.40 131.83 133.31 +1.01 99,917 63,001 -29,624
Mar11 101214 133.79 134.93 133.58 133.83 -0.12 320,719 142,561 +345
Jun11 101214 133.69 134.84 133.56 133.75 -0.11 68 280 +21
Total Volume and Open Interest 320,792 142,879 -62,639
Mexican Peso(CME)
Dec10 101213 803.0 808.0 801.5 806.8 +4.5 15,304 66,668 -1,980
Jan11 101214 810.0 810.0 807.8 810.0 +2.2      
Total Volume and Open Interest 31,231 118,268 -58,453
30-Year T-Bonds(CBOT)
Dec10 101214 123~160 123~160 120~280 121~030 -2~100 2,695 24,748 -898
Mar11 101214 121~310 122~040 119~110 119~190 -2~120 224,265 564,756 +3,949
Jun11 101214 119~000 120~160 118~000 118~040 -2~120 18 597 +6
Total Volume and Open Interest 226,978 590,101 +3,057
10-Year T-Notes(CBOT)
Dec10 101214 121~235 121~260 120~055 120~135 -1~090 13,397 15,954 -1,280
Mar11 101214 120~220 120~240 119~000 119~090 -1~120 1,032,503 1,327,467 +23,875
Jun11 101214 118~095 119~175 118~055 118~055 -1~120 1 41 -1
Total Volume and Open Interest 1,045,901 1,343,468 +22,594
5-Year T-Notes(CBOT)
Dec10 101214 118~112 118~112 118~002 118~018 -0~085 6,194 24,924 -1,175
Mar11 101214 117~121 117~126 117~000 117~022 -0~091 528,698 995,169 -4,538
Jun11 101214 116~046 117~009 116~046 116~046 -0~091      
Total Volume and Open Interest 534,892 1,020,093 -5,713
2 Year T-Notes(CBOT)
Dec10 101214 109~068 109~072 109~063 109~063 -0~007 5,065 21,858 -1,774
Mar11 101214 109~045 109~047 109~025 109~031 -0~010 170,473 631,899 +1,128
Jun11 101214 109~006 109~023 109~006 109~006 -0~017 0 25 +0
Total Volume and Open Interest 175,538 653,782 -646
Eurodollars(CME)
Mar11 101214 99.590 99.595 99.575 99.585 unch 175,072 1,164,773 +5,243
Jun11 101214 99.450 99.465 99.425 99.440 -0.010 223,852 994,298 -4,061
Sep11 101214 99.330 99.330 99.265 99.290 -0.030 254,526 893,581 +7,203
Dec11 101214 99.175 99.175 99.080 99.110 -0.055 264,223 754,317 +11,749
Mar12 101214 98.995 99.000 98.875 98.910 -0.075 284,352 781,693 -7,620
Jun12 101214 98.780 98.790 98.635 98.675 -0.090 206,976 484,036 +4,916
Sep12 101214 98.560 98.565 98.385 98.430 -0.110 174,578 366,044 +5,014
Dec12 101214 98.310 98.320 98.110 98.165 -0.125 168,163 279,966 +14,042
Mar13 101214 98.065 98.075 97.835 97.895 -0.145 99,681 212,326 +5,157
Jun13 101214 97.800 97.820 97.550 97.610 -0.170 96,224 168,062 +4,202
Sep13 101214 97.550 97.565 97.270 97.335 -0.190 79,691 179,042 -5,280
Dec13 101214 97.285 97.300 96.985 97.050 -0.210 77,648 138,750 +4,815
Mar14 101214 97.040 97.055 96.725 96.790 -0.230 32,305 109,496 -38
Jun14 101214 96.795 96.805 96.465 96.530 -0.245 27,830 108,176 -2,036
Sep14 101214 96.545 96.570 96.215 96.280 -0.260 24,309 72,562 -432
Dec14 101214 96.300 96.340 95.970 96.040 -0.270 23,503 71,097 -999
Mar15 101214 96.100 96.145 95.770 95.840 -0.275 14,916 50,465 +152
Jun15 101214 4.160 4.205 3.830 3.905 -0.275 19,149 39,289 -410
Total Volume and Open Interest 2,323,064 7,059,877 -745,831
30 Day Federal Funds(CBOT)
Dec10 101214 99.825 99.827 99.825 99.825 unch 3,536 99,381 -2,214
Jan11 101214 99.825 99.830 99.820 99.825 unch 1,924 65,255 +462
Feb11 101214 99.820 99.825 99.810 99.820 unch 2,302 54,442 +653
Mar11 101214 99.820 99.825 99.815 99.820 unch 1,923 36,920 +667
Apr11 101214 99.820 99.830 99.815 99.825 unch 1,192 38,077 +163
May11 101214 99.815 99.825 99.810 99.820 unch 1,629 41,643 +280
Total Volume and Open Interest 31,510 548,484 +1,742
30 Day Fed Funds(e-CBOT)
Dec10 090519 98.590 98.590 98.565 98.565 unch 0 330  
Jan11 090519 98.500 98.500 98.475 98.475 unch 0 1,177  
Feb11 090519 98.350 98.350 98.330 98.350 unch 0 1,700  
Mar11 090519 98.265 98.265 98.240 98.265 unch 0 324  
Apr11 090519 98.165 98.165 98.165 98.165 unch 1 10  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Mar11 101214 99.655 99.655 99.655 99.655 +0.007 800 889 +120
Jun11 101214 99.625 99.625 99.625 99.625 +0.010 0 150 +0
Sep11 101214 99.600 99.600 99.600 99.600 unch      
Dec11 101214 99.567 99.567 99.567 99.567 -0.022      
Mar12 101214 99.580 99.580 99.580 99.580 unch      
Jun12 101214 99.630 99.630 99.630 99.630 unch      
Sep12 101214 99.580 99.580 99.580 99.580 unch      
Dec12 101214 99.275 99.275 99.275 99.275 unch      
Mar13 101214 99.275 99.275 99.275 99.275 unch      
Jun13 101214 99.230 99.230 99.230 99.230 unch      
Total Volume and Open Interest 800 1,039 -2,123
3-Mth Euro-Yen(SGX)
Mar11 101214 99.64 99.64 99.64 99.64 unch 195 1,837 -184
Jun11 101214 99.61 99.61 99.61 99.61 unch 0 1,341 -22
Sep11 101214 99.60 99.60 99.60 99.60 unch 0 1,233 -100
Dec11 101214 99.57 99.59 99.57 99.59 unch 0 311 +1
Mar12 101214 99.58 99.58 99.58 99.58 unch 0 305 +0
Jun12 101214 99.63 99.63 99.63 99.63 unch 0 754 +0
Sep12 101214 99.58 99.58 99.58 99.58 unch 0 310 +0
Dec12 101214 99.28 99.28 99.28 99.28 unch 0 3 +0
Total Volume and Open Interest 195 6,095 -305
Japanese Gov't Bonds(SGX)
Mar11 101214 139.04 139.45 138.93 139.15 +0.13 2,656 10,952 -153
Jun11 101214 137.06 137.06 137.06 137.06 +0.13      
Sep11 101214 134.97 134.97 134.97 134.97 +0.13      
Total Volume and Open Interest 2,656 10,952 -153
Euro-Bund(EUREX)
Mar11 101214 124.97 124.98 123.76 124.12 -0.45 498,961 903,278 +41,537
Jun11 101214 123.37 123.37 122.37 122.72 -0.45 1 541 +1
Sep11 101214 122.67 122.67 122.67 122.67 -0.90      
Total Volume and Open Interest 498,962 903,819 +41,538
Euro-Bobl(EUREX)
Mar11 101214 118.03 118.12 117.36 117.64 -0.26 325,262 646,770 +22,228
Jun11 101214 116.52 116.52 116.23 116.23 -0.26 8 34 +1
Sep11 101214 116.23 116.23 116.23 116.23 -0.26      
Total Volume and Open Interest 325,270 646,804 +22,229
3-Mth Euribor(EUREX)
Dec10 101213 98.975 98.975 98.970 98.975 +0.005 315 7,182 -322
Mar11 101214 98.880 98.890 98.865 98.885 +0.020 1,256 4,133 +1,081
Jun11 101214 98.725 98.740 98.720 98.720 +0.020 22 5,324 +15
Total Volume and Open Interest 1,661 17,787 -6,061
Long Gilt(LIFFE)
Dec10 101214 119~15 119~16 118~25 118~25 -0~15 1,021 4,066 -545
Mar11 101214 118~08 118~09 117~14 117~15 -0~15 70,127 249,155 +1,034
Total Volume and Open Interest 71,148 253,221 +489
3-Mth Short Sterling(LIFFE)
Dec10 101214 99.25 99.26 99.24 99.25 -0.01 22,149 298,504 -8,857
Mar11 101214 99.15 99.17 99.11 99.15 unch 28,374 281,746 -4,569
Jun11 101214 99.02 99.03 98.96 98.98 -0.02 26,841 227,659 -1,957
Sep11 101214 98.85 98.89 98.78 98.80 -0.04 46,856 219,678 -2,330
Dec11 101214 98.66 98.70 98.57 98.58 -0.07 76,302 254,214 -3,780
Mar12 101214 98.46 98.50 98.34 98.35 -0.09 48,644 219,681 +4,180
Total Volume and Open Interest 329,233 1,978,438 -14,642
3-Mth Euribor(LIFFE)
Mar11 101214 98.875 98.895 98.855 98.885 +0.020 209,748 529,817 +25,311
Jun11 101214 98.705 98.740 98.700 98.720 +0.020 178,552 445,079 -14,097
Sep11 101214 98.565 98.600 98.545 98.560 +0.005 150,132 336,116 -5,650
Total Volume and Open Interest 1,029,803 2,502,471 -485,294
3-Mth Aus T-Bills(SFE)
Dec10 101209 94.95 94.98 94.88 94.94 -0.02 18,793 950 -57,704
Mar11 101214 94.88 94.90 94.87 94.90 +0.02 18,081 192,778 -3,178
Jun11 101214 94.71 94.75 94.70 94.75 +0.04 13,876 125,745 -8,060
Sep11 101214 94.56 94.61 94.56 94.61 +0.03 3,903 71,527 -8,076
Dec11 101214 94.47 94.52 94.46 94.51 +0.03 1,307 46,266 -1,864
Mar12 101214 94.41 94.47 94.40 94.45 +0.03 1,424 42,013 -427
Jun12 101214 94.38 94.41 94.37 94.41 +0.03 564 38,692 -359
Sep12 101214 94.35 94.38 94.35 94.36 +0.02 891 19,162 -369
Dec12 101214 94.30 94.32 94.30 94.31 +0.03 307 6,786 +123
Mar13 101214 94.27 94.27 94.26 94.27 +0.03 14 2,528 -7
Total Volume and Open Interest 40,373 546,893 -22,213
10-Year Aus T-Bonds(SFE)
Dec10 101214 94.31 94.40 94.28 94.36 +0.05 267,645 402,756 -56,438
Mar11 101214 94.27 94.36 94.24 94.33 +0.06 259,177 370,022 +112,743
Total Volume and Open Interest 526,822 772,778 +56,305
3-Year Aus T-Bonds(SFE)
Dec10 101214 94.73 94.79 94.71 94.78 +0.04 148,082 438,391 -63,808
Mar11 101214 94.64 94.71 94.63 94.69 +0.04 120,750 334,851 +50,717
Total Volume and Open Interest 268,832 773,242 -13,091
Gold(CMX)
Dec10 101214 1401.9 1407.3 1391.8 1403.6 +6.3 193 815 -257
Feb11 101214 1395.2 1406.0 1393.8 1404.3 +6.3 112,376 360,937 +3,643
Apr11 101214 1397.2 1410.5 1394.7 1406.5 +6.4 3,517 54,287 +1,251
Jun11 101214 1400.5 1413.1 1398.0 1408.7 +6.3 2,532 33,905 -275
Aug11 101214 1412.6 1414.2 1400.0 1411.0 +6.3 142 14,829 -21
Oct11 101214 1411.9 1414.4 1403.2 1413.4 +6.3 76 10,573 -2
Dec11 101214 1417.5 1418.6 1404.8 1416.0 +6.4 794 25,758 -186
Feb12 101214 1418.8 1418.8 1418.8 1418.8 +6.4 10 6,572 +2
Apr12 101214 1421.8 1421.8 1421.8 1421.8 +6.5 0 5,193 +0
Jun12 101214 1425.2 1425.2 1425.2 1425.2 +6.6 178 12,023 +100
Aug12 101214 1428.7 1428.7 1428.7 1428.7 +6.7 0 6,086 +0
Oct12 101214 1432.6 1432.6 1432.6 1432.6 +6.9 0 1,080 +0
Total Volume and Open Interest 124,037 594,799 +5,708
Silver(CMX)
Dec10 101214 2959.0 2976.5 2929.0 2975.9 +16.0 75 453 -30
Mar11 101214 2957.5 2998.5 2922.0 2978.8 +16.4 55,049 75,775 +632
May11 101214 2984.0 3002.0 2930.0 2984.0 +16.4 3,504 13,695 +872
Jul11 101214 2974.0 3000.0 2952.5 2989.0 +16.4 848 8,891 +17
Sep11 101214 3006.0 3006.0 2994.3 2994.3 +16.5 225 6,288 +7
Dec11 101214 2983.0 3020.0 2957.5 3001.3 +16.5 233 11,138 +52
Mar12 101214 3007.9 3007.9 3007.9 3007.9 +16.5 4 357 +2
Total Volume and Open Interest 61,775 131,324 +1,612
Platinum(NYMEX)
Jan11 101214 1698.0 1717.1 1694.4 1713.9 +16.6 6,325 24,904 -1,144
Apr11 101214 1702.5 1720.9 1700.7 1719.2 +17.1 2,258 10,916 +1,450
Jul11 101214 1721.7 1722.5 1721.7 1722.0 +17.1 5 469 +5
Oct11 101214 1722.0 1722.0 1722.0 1722.0 +17.1 0 6 +0
Total Volume and Open Interest 8,588 36,296 +310
Palladium(NYMEX)
Dec10 101214 758.25 766.70 758.25 766.70 +15.70 2 138 -271
Mar11 101214 757.00 768.50 751.70 768.20 +15.75 3,664 22,690 +602
Jun11 101214 756.65 769.40 755.60 769.40 +15.85 25 390 +13
Total Volume and Open Interest 3,699 23,250 +344
Copper(CMX)
Dec10 101214 420.55 421.75 418.25 420.15 +0.20 388 2,940 -135
Mar11 101214 420.30 422.90 418.50 420.90 +0.20 26,335 114,752 +595
May11 101214 419.35 422.00 417.85 420.05 +0.10 1,760 25,620 +1,319
Jul11 101214 419.75 419.85 418.00 418.00 +0.05 235 6,497 +149
Sep11 101214 414.85 415.80 414.85 415.80 -0.05 19 5,047 -3
Total Volume and Open Interest 29,174 164,044 +1,964
DJIA Index(CBOT)
Dec10 101214 11422 11511 11422 11484 +55 1,602 6,762 +90
Mar11 101214 11359 11451 11352 11421 +55 1,708 2,365 +1,170
Jun11 101214 11374 11374 11319 11374 +55      
Sep11 101214 11299 11299 11244 11299 +55      
Total Volume and Open Interest 3,310 9,127 +1,260
S & P 500(CME)
Dec10 101214 1242.30 1246.50 1238.30 1241.80 +0.60 71,150 240,666 -34,562
Mar11 101214 1236.00 1242.00 1233.20 1236.80 +0.60 76,181 171,683 +49,028
Jun11 101214 1231.90 1235.80 1230.30 1231.90 +0.60 400 3,754 +346
Sep11 101214 1227.00 1230.90 1225.40 1227.00 +0.60 100 755 +100
Total Volume and Open Interest 147,831 417,208 +14,912
S & P 500 E-Mini(Globex)
Dec10 101214 1240.75 1247.25 1237.75 1241.75 +0.50 682,650 1,674,400 -220,970
Mar11 101214 1236.00 1242.25 1232.75 1236.75 +0.50 1,824,807 1,594,522 +314,886
Total Volume and Open Interest 2,508,099 3,269,712 +94,441
NASDAQ 100(CME)
Dec10 101214 2212.00 2221.00 2206.00 2215.30 +3.50 4,696 26,014 -278
Mar11 101214 2209.00 2219.00 2204.00 2214.00 +3.50 2,713 3,119 +2,019
Jun11 101214 2211.80 2213.50 2211.80 2211.80 +1.30 18 0 +0
Total Volume and Open Interest 7,427 29,133 +1,741
NASDAQ 100 E-Mini(Globex)
Dec10 101214 2209.80 2221.00 2205.80 2215.30 +3.50 110,952 303,075 -30,370
Mar11 101214 2209.00 2219.80 2204.30 2214.00 +3.50 257,758 191,523 +45,595
Total Volume and Open Interest 368,718 494,614 +15,228
S & P Midcap 400(CME)
Dec10 101214 895.60 897.10 895.60 895.60 -1.50 179 3,425 -145
Mar11 101214 893.40 897.00 893.40 893.40 -1.60 172 291 +20
Jun11 101214 891.20 892.80 891.20 891.20 -1.60      
Total Volume and Open Interest 351 3,716 -125
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 101214 10325 10410 10300 10375 +55 7,335 37,421 +1,624
Jun11 101214 10355 10355 10300 10355 +55 2 2 +2
Total Volume and Open Interest 7,337 37,423 +1,626
Nikkei 225(SGX)
Mar11 101214 10280 10330 10250 10315 +40 72,042 199,360 +850
Jun11 101214 10245 10245 10245 10245 +45 1 2,198 +50
Sep11 101214 10245 10245 10245 10245 +45      
Total Volume and Open Interest 72,065 211,160 +1,360
CAC 40(EURONEXT)
Dec10 101214 3897.0 3907.5 3881.5 3902.0 +11.0 158,773 384,446 +20,789
Jan11 101214 3899.0 3910.5 3885.0 3905.5 +11.0 43,873 108,173 +32,073
Feb11 101214 3900.0 3906.0 3900.0 3906.0 +8.0 0 70 +0
Total Volume and Open Interest 221,248 520,249 +61,840
Hang Seng Index(HKFE)
Dec10 101214 23434 23445 23314 23390 +75 80,523 92,028 -2,892
Jan11 101214 23452 23452 23320 23393 +77 1,283 2,181 +251
Total Volume and Open Interest 81,910 98,020 -2,632
DAX(EUREX)
Dec10 101214 7022.5 7038.0 7012.0 7026.0 -1.0 123,478 215,214 -1,725
Mar11 101214 7033.0 7056.0 7030.5 7044.5 unch 39,670 61,330 +19,410
Jun11 101214 7060.0 7076.5 7051.0 7064.5 unch 2,013 6,334 +35
Total Volume and Open Interest 165,161 282,878 +17,720
FT-SE 100(EURONEXT)
Dec10 101214 5855.50 5902.00 5846.00 5883.50 +28.00 194,735 443,855 -97,358
Mar11 101214 5814.00 5864.00 5810.50 5846.00 +28.00 128,897 297,273 +153,977
Jun11 101214 5791.50 5803.50 5791.50 5803.50 +28.00 5 1,107 +0
Total Volume and Open Interest 323,637 742,245 +56,619
SPI 200(SFE)
Dec10 101214 4760.0 4790.0 4759.0 4778.0 +18.0 108,598 215,548 -5,965
Mar11 101214 4765.0 4792.0 4759.0 4779.0 +17.0 96,399 133,532 +81,710
Jun11 101214 4788.0 4804.0 4788.0 4803.0 +17.0 4 2,379 +1
Total Volume and Open Interest 205,548 354,618 +75,801
GSCI(CME)
Dec10 101214 610.50 611.20 607.75 609.40 -2.10 3,226 1,351 -2,767
Jan11 101214 612.60 613.50 609.75 611.50 -2.05 3,387 14,476 +3,087
Feb11 101214 614.00 616.00 612.50 614.00 -1.50      
Total Volume and Open Interest 6,613 15,827 +320
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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