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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Fri December 17, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101217 1288.75 1308.75 1283.50 1298.75 +9.75 96,341 132,093 -11,802
Mar11 101217 1300.50 1311.50 1295.00 1310.50 +10.00 70,784 242,464 +7,650
May11 101217 1306.00 1319.00 1302.25 1318.50 +11.50 13,573 81,550 +2,227
Jul11 101217 1309.25 1322.25 1305.25 1321.75 +12.50 12,080 66,670 +516
Aug11 101217 1293.75 1298.75 1284.00 1298.75 +12.75 73 2,319 -38
Sep11 101217 1256.50 1263.75 1248.75 1263.75 +15.00 173 3,160 -35
Nov11 101217 1212.00 1230.00 1211.00 1229.75 +16.75 10,952 103,770 +753
Total Volume and Open Interest 204,350 649,438 -659
Soybean Meal(CBOT)
Jan11 101217 343.00 348.50 342.70 347.80 +4.00 23,148 37,805 -5,960
Mar11 101217 346.50 351.50 345.70 351.30 +4.50 16,044 69,336 +3,924
May11 101217 348.40 352.10 346.60 352.10 +4.70 3,047 28,446 -34
Jul11 101217 349.20 353.00 347.60 352.90 +4.90 2,244 19,824 +226
Aug11 101217 341.00 344.60 341.00 344.60 +5.20 433 5,915 +73
Sep11 101217 330.40 333.60 328.10 333.60 +5.50 572 5,797 +163
Oct11 101217 315.00 318.70 311.90 318.70 +6.80 338 4,799 +86
Dec11 101217 309.30 316.10 309.20 316.10 +6.80 1,939 18,114 +306
Total Volume and Open Interest 47,938 192,746 -1,144
Soybean Oil(CBOT)
Jan11 101217 54.14 54.52 53.71 54.13 +0.06 35,252 57,313 -8,007
Mar11 101217 54.56 55.00 54.19 54.63 +0.07 30,192 166,307 +5,954
May11 101217 55.18 55.31 54.53 55.01 +0.10 9,367 42,700 +1,030
Jul11 101217 55.25 55.84 54.75 55.21 +0.16 8,452 39,960 +1,046
Aug11 101217 55.04 55.21 55.00 55.21 +0.20 1,279 4,372 -430
Sep11 101217 55.00 55.16 54.91 55.16 +0.25 929 5,124 -46
Oct11 101217 54.83 55.02 54.73 55.01 +0.25 676 6,928 +244
Dec11 101217 54.80 55.22 54.44 55.03 +0.26 3,059 23,557 +1,252
Total Volume and Open Interest 89,217 346,948 +1,044
Canola(WCE)
Jan11 101217 560.4 562.8 552.2 560.5 +0.2 8,858 58,669 -4,403
Mar11 101217 569.1 571.1 560.4 568.6 +0.2 12,846 77,503 +5,312
May11 101217 567.7 575.8 566.3 573.1 +0.6 574 7,171 +89
Jul11 101217 569.0 576.7 564.6 574.3 +0.6 603 15,596 +339
Nov11 101217 513.0 517.5 510.0 517.0 +0.3 2,017 34,245 +1,161
Total Volume and Open Interest 25,513 195,555 +2,791
Corn(CBOT)
Mar11 101217 587.00 599.00 585.50 596.50 +9.00 87,439 721,696 +2,381
May11 101217 594.50 606.25 593.50 604.25 +8.75 14,804 188,254 +1,635
Jul11 101217 598.25 609.75 597.00 608.25 +9.25 14,466 229,450 +284
Sep11 101217 551.50 565.00 551.00 561.75 +9.50 2,613 41,150 +134
Dec11 101217 531.50 544.00 530.25 541.50 +9.00 16,732 255,215 -882
Mar12 101217 540.00 551.50 538.50 549.50 +8.75 802 18,823 +212
Total Volume and Open Interest 138,537 1,496,881 +4,024
Wheat(CBOT)
Mar11 101217 752.75 758.00 742.00 756.75 +7.00 30,866 224,465 -4,480
May11 101217 778.50 785.00 768.25 784.25 +7.50 7,736 62,643 +769
Jul11 101217 790.25 795.50 780.50 794.50 +7.00 4,446 103,095 +120
Sep11 101217 807.00 809.50 795.25 808.75 +7.00 604 17,411 -200
Dec11 101217 818.00 826.00 811.50 825.00 +6.75 2,325 55,536 -661
Total Volume and Open Interest 46,211 477,108 -4,423
Wheat(KCBT)
Mar11 101217 807.00 812.00 798.50 811.75 +8.50 9,487 113,117 -1,206
May11 101217 817.50 820.25 807.25 820.25 +8.00 1,847 25,442 +597
Jul11 101217 817.50 825.00 812.00 825.00 +8.00 1,819 53,197 +566
Sep11 101217 826.75 833.00 824.75 833.00 +6.75 873 12,841 +486
Dec11 101217 834.75 843.00 829.75 840.75 +6.00 912 10,457 -20
Total Volume and Open Interest 14,955 217,166 +424
Wheat(MGE)
Dec10 101214 831.25 831.25 831.25 831.25 -27.50 16 14 -12
Mar11 101217 835.50 844.50 831.75 842.00 +6.75 3,972 29,370 -788
May11 101217 845.00 852.00 840.00 849.75 +7.25 817 11,900 +251
Jul11 101217 843.75 851.75 840.00 850.50 +6.00 363 8,402 +44
Sep11 101217 836.00 842.00 831.25 841.00 +4.50 116 8,645 -4
Total Volume and Open Interest 5,465 67,401 -449
Oats(CBOT)
Mar11 101217 384.50 390.50 384.50 386.50 +1.00 784 9,684 -399
May11 101217 390.00 394.50 390.00 391.00 +1.00 4 665 +1
Jul11 101217 395.00 396.00 395.00 396.00 +1.00 0 241 +0
Sep11 101217 338.50 338.50 338.50 338.50 unch 0 2 +0
Total Volume and Open Interest 788 11,566 -398
Rough Rice(CBOT)
Jan11 101217 13.73 13.74 13.51 13.69 -0.05 800 6,665 -293
Mar11 101217 14.02 14.02 13.79 13.98 -0.05 446 7,567 +139
May11 101217 14.19 14.32 14.16 14.27 -0.05 31 1,467 +6
Jul11 101217 14.53 14.57 14.38 14.52 -0.05 10 1,578 +0
Total Volume and Open Interest 1,308 17,978 -133
Live Cattle(CME)
Dec10 101217 101.080 102.550 100.885 102.180 +0.980 2,640 14,088 -1,432
Feb11 101217 103.830 105.150 103.350 104.500 +0.965 20,290 155,250 -4,643
Apr11 101217 107.580 108.700 107.135 108.150 +0.800 6,158 85,793 -479
Jun11 101217 105.500 106.250 105.050 105.950 +0.915 5,893 43,307 +1,297
Aug11 101217 105.650 106.600 105.400 106.550 +1.000 1,192 15,131 +163
Oct11 101217 108.050 109.050 107.800 109.035 +1.085 393 9,529 +57
Total Volume and Open Interest 38,932 330,003 -3,927
Feeder Cattle(CME)
Jan11 101217 118.680 119.150 118.480 119.035 +0.650 1,844 9,823 -455
Mar11 101217 119.300 120.000 119.230 119.950 +0.950 1,378 15,836 +533
Apr11 101217 119.850 120.500 119.635 120.480 +0.695 331 3,990 -7
May11 101217 120.250 121.050 120.250 121.035 +0.805 296 5,177 +54
Aug11 101217 121.000 121.900 121.000 121.900 +0.950 265 4,904 +143
Sep11 101217 120.430 120.850 120.250 120.850 +0.750 38 377 +22
Oct11 101217 119.850 120.100 119.850 120.100 +0.500 3 83 +2
Total Volume and Open Interest 4,158 40,230 +292
Lean Hogs(CME)
Feb11 101217 74.830 76.400 74.600 75.950 +1.370 13,570 84,406 -429
Apr11 101217 79.180 80.785 78.885 80.475 +1.525 3,736 51,112 +93
May11 101217 86.150 87.250 86.035 86.950 +0.770 112 1,631 -8
Jun11 101217 88.500 90.100 88.500 89.830 +1.150 3,079 32,663 +25
Jul11 101217 88.250 89.385 88.250 89.080 +1.000 906 7,295 +34
Aug11 101217 87.480 88.900 87.480 88.785 +1.135 466 8,523 -73
Oct11 101217 78.430 79.475 78.430 79.475 +0.675 109 5,247 +28
Dec11 101217 75.850 76.450 75.850 76.450 +0.950 23 1,923 +8
Total Volume and Open Interest 22,040 193,288 -294
Class III Milk(CME)
Dec10 101217 13.80 13.80 13.73 13.73 -0.05 77 5,817 -13
Jan11 101217 13.26 13.34 13.25 13.28 +0.01 294 4,547 +18
Feb11 101217 13.30 13.50 13.30 13.50 +0.14 236 4,448 +76
Mar11 101217 13.79 13.85 13.79 13.79 unch 134 3,338 +78
Apr11 101217 14.20 14.28 14.20 14.20 unch 104 2,439 +46
Total Volume and Open Interest 1,339 31,565 +487
Cocoa(ICE)
Dec10 101217 2950 2950 2950 2950 unch      
Mar11 101217 3004 3025 2933 2951 -52 8,382 67,934 +924
May11 101217 3035 3040 2954 2971 -52 2,496 22,258 -909
Jul11 101217 3046 3052 2968 2984 -53 843 11,774 +177
Sep11 101217 3030 3030 2984 2997 -53 117 6,550 +15
Dec11 101217 3082 3082 2997 3015 -51 418 11,117 +211
Mar12 101217 3083 3084 3064 3074 -49 379 10,792 -222
Total Volume and Open Interest 12,759 136,410 +168
Coffee "C"(ICE)
Dec10 101217 217.75 226.15 217.75 225.25 +9.10 69 127 -13
Mar11 101217 217.00 226.70 216.85 225.30 +8.75 7,720 87,471 -905
May11 101217 218.25 228.00 218.25 226.65 +8.65 2,328 25,992 +241
Jul11 101217 218.00 226.25 218.00 225.40 +8.35 635 7,778 +242
Sep11 101217 215.10 222.90 215.10 222.45 +7.85 119 4,195 +35
Dec11 101217 212.85 219.20 212.15 218.75 +7.60 209 6,508 +141
Total Volume and Open Interest 11,122 133,265 -271
Orange Juice(ICE)
Jan11 101217 156.50 156.95 156.05 156.60 +0.45 2,110 9,461 -1,196
Mar11 101217 157.50 157.95 156.65 157.40 +0.40 1,045 14,387 +552
May11 101217 158.80 159.50 158.10 159.00 +0.20 922 3,788 +821
Jul11 101217 159.50 160.25 159.50 160.15 +0.15 0 2,510 +0
Sep11 101217 160.20 160.95 160.20 160.95 -0.05 0 365 +0
Nov11 101217 160.45 160.45 160.45 160.45 -0.30 0 54 +0
Total Volume and Open Interest 4,077 30,588 +177
Sugar #11(ICE)
Mar11 101217 31.31 32.97 31.25 32.50 +1.50 27,429 238,975 -691
May11 101217 28.15 29.60 28.15 29.19 +1.25 9,858 111,086 +1,910
Jul11 101217 24.79 26.08 24.79 25.78 +1.08 5,833 97,514 +326
Oct11 101217 22.96 24.00 22.94 23.73 +0.93 3,048 56,908 +171
Mar12 101217 22.00 23.00 22.00 22.76 +0.86 1,592 47,291 +43
Total Volume and Open Interest 49,491 595,119 +2,176
London Cocoa(LCE)
Mar11 101217 2004 2012 1963 1983 -23 19,191 67,546 +1,169
May11 101217 2020 2020 1975 1996 -18 4,118 21,910 +857
Jul11 101217 2027 2034 1989 2007 -22 2,263 19,500 +418
Sep11 101217 2017 2018 1996 2014 -20 532 11,529 +65
Dec11 101217 2038 2042 2005 2020 -21 677 17,134 +43
Mar12 101217 2035 2040 2025 2035 -20 693 15,250 +143
May12 101217 2045 2048 2037 2042 -18 120 3,141 +103
Total Volume and Open Interest 27,594 156,434 +2,798
London Sugar(LCE)
Mar11 101217 769.90 792.60 769.50 790.70 +23.40 1,771 28,098 -221
May11 101217 734.40 754.90 733.50 752.70 +22.70 331 9,793 +124
Aug11 101217 670.00 682.00 666.00 679.80 +15.70 141 7,304 -15
Oct11 101217 606.70 619.30 606.70 618.60 +14.40 222 2,194 +87
Dec11 101217 591.30 599.90 591.30 599.40 +13.70 16 866 +7
Total Volume and Open Interest 2,482 48,833 -19
Cotton(ICE)
Mar11 101217 146.12 150.12 143.40 150.12 +4.00 8,414 113,112 +693
May11 101217 136.57 139.34 133.05 138.39 +1.82 2,481 21,387 -3
Jul11 101217 125.13 127.46 122.00 124.93 -0.20 1,644 29,935 -149
Oct11 101217 103.88 108.43 103.88 108.43 +0.99 0 163 +0
Dec11 101217 96.75 97.80 95.52 97.68 +0.93 946 39,493 +341
Mar12 101217 91.95 91.95 90.00 91.68 unch 59 825 +34
Total Volume and Open Interest 13,550 206,368 +916
Lumber(CME)
Jan11 101217 285.9 298.5 284.6 298.5 +10.0 871 1,937 -286
Mar11 101217 299.8 313.0 298.1 311.4 +8.4 1,151 5,274 +30
May11 101217 310.0 321.0 308.6 320.1 +8.3 326 1,602 +79
Jul11 101217 315.0 326.5 315.0 326.5 +8.6 130 523 +55
Total Volume and Open Interest 2,510 9,462 -94
Crude Oil(NYM)
Jan11 101217 87.87 88.52 87.01 88.02 +0.32 221,145 62,549 -44,181
Feb11 101217 88.50 89.20 87.71 88.60 +0.20 177,355 296,392 +7,559
Mar11 101217 89.51 90.01 88.57 89.37 +0.19 73,267 181,221 +5,773
Apr11 101217 90.00 90.62 89.22 89.95 +0.16 36,181 67,595 +4,156
May11 101217 90.62 91.00 89.76 90.36 +0.12 23,598 41,647 +859
Jun11 101217 90.77 91.35 90.08 90.65 +0.09 41,579 85,423 +3,535
Jul11 101217 91.22 91.27 90.51 90.89 +0.08 10,711 38,741 +1,583
Aug11 101217 91.37 91.72 90.67 91.05 +0.09 5,422 19,810 +293
Sep11 101217 91.48 91.48 90.85 91.16 +0.08 9,152 25,273 -741
Oct11 101217 91.42 91.52 90.95 91.24 +0.08 3,839 19,540 +747
Nov11 101217 91.31 91.32 91.31 91.32 +0.07 3,119 20,121 -402
Dec11 101217 91.40 92.03 90.90 91.41 +0.06 28,528 151,707 -38
Jan12 101217 91.37 91.37 91.36 91.36 +0.06 1,721 20,553 +405
Feb12 101217 91.29 91.29 91.29 91.29 +0.06 540 8,460 +205
Mar12 101217 91.22 91.22 91.22 91.22 +0.04 779 10,147 -6
Apr12 101217 91.15 91.15 91.15 91.15 +0.05 622 4,495 +236
Total Volume and Open Interest 657,203 1,370,049 -20,535
e-miNY Crude Oil(NYM)
Dec10 101118 80.400 82.300 80.400 81.850 +1.400 7,920 4,586 -336
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 101217 88.425 89.200 87.725 88.600 +0.200 2,222 3,136 +860
Mar11 101217 89.675 89.900 88.650 89.375 +0.200 290 653 +38
Apr11 101217 89.950 89.950 89.950 89.950 +0.150 55 69 +54
May11 101217 90.350 90.350 90.350 90.350 +0.100 0 14 +0
Jun11 101217 90.675 91.400 90.500 90.650 +0.100 1 44 +1
Jul11 101217 90.900 90.900 90.900 90.900 +0.100 0 5 +0
Aug11 101217 91.050 91.050 91.050 91.050 +0.100 0 6 +0
Sep11 101217 91.150 91.150 91.150 91.150 +0.075 0 2 +0
Total Volume and Open Interest 7,916 7,242 +496
Heating Oil(NYM)
Jan11 101217 247.85 250.25 246.35 247.37 -0.26 50,512 62,895 -7,028
Feb11 101217 249.44 251.10 247.18 248.55 +0.10 32,586 70,241 +5,154
Mar11 101217 249.10 251.22 247.35 248.76 +0.18 16,580 48,329 +769
Apr11 101217 246.50 249.81 246.50 247.55 +0.22 5,550 22,834 +131
May11 101217 246.50 248.83 245.74 246.68 +0.25 3,367 17,290 +23
Jun11 101217 247.23 248.71 245.65 246.60 +0.27 6,797 36,292 +1,182
Jul11 101217 247.00 248.70 246.73 247.64 +0.30 1,180 8,349 +121
Aug11 101217 248.87 249.89 248.73 248.73 +0.26 1,001 4,609 -42
Sep11 101217 249.91 251.18 249.82 249.83 +0.16 538 4,114 -131
Oct11 101217 251.84 252.05 251.01 251.01 +0.01 408 3,593 +176
Nov11 101217 253.23 253.30 252.35 252.48 -0.09 78 3,362 +7
Dec11 101217 254.89 254.90 252.80 253.74 -0.15 695 16,149 +40
Total Volume and Open Interest 119,531 307,032 +349
Gasoline(NYMEX)
Jan11 101217 230.43 234.43 229.45 231.78 +1.35 37,128 52,490 -5,397
Feb11 101217 230.51 233.74 229.03 231.25 +1.12 33,733 70,322 +4,567
Mar11 101217 231.61 234.38 230.65 231.99 +0.94 13,359 41,438 +631
Apr11 101217 241.07 243.94 241.07 241.81 +0.71 8,114 29,370 +3,011
May11 101217 241.98 243.84 241.59 242.55 +0.59 2,660 13,622 +293
Jun11 101217 243.55 244.67 242.45 242.76 +0.51 2,445 17,310 +456
Jul11 101217 241.00 243.15 241.00 242.08 +0.43 773 4,349 +4
Aug11 101217 242.00 242.00 240.98 240.98 +0.35 999 5,410 +116
Sep11 101217 239.25 240.95 239.25 239.53 +0.29 510 2,818 +48
Oct11 101217 229.08 229.08 229.08 229.08 +0.29 405 3,112 -18
Total Volume and Open Interest 101,305 274,022 +3,761
e-miNY RBOB Gasoline(NYM)
Jan11 101217 231.80 231.80 231.78 231.80 +1.40 0 2 +0
Feb11 101217 231.30 231.30 231.25 231.30 +1.20 1 1 -1
Mar11 101217 232.00 232.00 231.99 232.00 +0.90 0 1 +0
Apr11 101217 241.80 241.81 241.80 241.80 +0.70 0 1 +0
Total Volume and Open Interest 1 9 -1
Natural Gas(NYM)
Jan11 101217 4.020 4.110 3.951 4.066 +0.018 162,404 88,859 -13,491
Feb11 101217 4.058 4.142 3.985 4.103 +0.019 98,932 139,746 +14,603
Mar11 101217 4.050 4.135 3.980 4.100 +0.023 41,654 154,604 +2,674
Apr11 101217 4.035 4.132 3.980 4.094 +0.023 28,684 83,393 -920
May11 101217 4.064 4.170 4.020 4.131 +0.023 8,049 38,548 +1,036
Jun11 101217 4.130 4.223 4.078 4.188 +0.028 5,378 16,796 +291
Jul11 101217 4.199 4.289 4.147 4.258 +0.033 3,598 14,103 +313
Aug11 101217 4.240 4.330 4.194 4.302 +0.033 2,889 14,944 +192
Sep11 101217 4.256 4.338 4.209 4.317 +0.031 3,528 11,772 +653
Oct11 101217 4.320 4.417 4.280 4.389 +0.031 10,209 50,965 +104
Nov11 101217 4.530 4.608 4.514 4.601 +0.031 2,496 21,464 -59
Dec11 101217 4.806 4.889 4.785 4.876 +0.030 2,195 20,529 -187
Jan12 101217 4.971 5.051 4.946 5.039 +0.030 3,735 31,946 -216
Feb12 101217 4.973 5.017 4.918 5.009 +0.034 927 6,901 -110
Mar12 101217 4.885 4.914 4.885 4.907 +0.035 1,114 17,182 +363
Apr12 101217 4.690 4.722 4.640 4.719 +0.042 714 13,528 +206
Total Volume and Open Interest 378,837 792,270 +5,903
Brent Crude Oil(ICE)
Feb11 101217 91.89 92.39 90.90 91.67 +0.07 165,991 273,744 +9,226
Mar11 101217 91.95 92.44 91.00 91.72 +0.06 62,216 167,537 -281
Apr11 101217 92.34 92.51 91.15 91.86 +0.08 28,681 56,373 +2,235
May11 101217 92.48 92.59 91.51 92.01 +0.08 18,431 39,159 -421
Jun11 101217 92.53 92.80 91.41 92.14 +0.09 25,580 63,280 +1,869
Jul11 101217 92.59 92.66 91.75 92.21 +0.10 3,870 20,765 -3
Aug11 101217 92.62 92.70 91.90 92.25 +0.09 2,690 11,627 -34
Sep11 101217 92.62 92.74 91.96 92.28 +0.07 2,732 15,202 -748
Oct11 101217 92.65 92.78 92.01 92.32 +0.07 3,301 8,626 +98
Nov11 101217 92.35 92.35 92.35 92.35 +0.07 1,771 10,257 -468
Dec11 101217 92.75 93.03 91.85 92.40 +0.09 12,596 84,819 -122
Jan12 101217 92.42 92.42 92.42 92.42 +0.09 1,216 9,091 -745
Feb12 101217 92.42 92.42 92.42 92.42 +0.09 48 5,675 +0
Mar12 101217 92.39 92.39 92.39 92.39 +0.08 0 3,627 +0
Total Volume and Open Interest 332,240 856,421 -20,300
Gas Oil(ICE)
Jan11 101217 766.50 774.00 762.00 766.50 -2.75 51,636 140,680 -8,603
Feb11 101217 773.75 778.25 766.50 771.25 -2.75 45,441 106,988 +4,241
Mar11 101217 777.00 781.00 769.25 774.00 -2.75 16,614 62,264 +2,102
Apr11 101217 776.75 780.75 770.50 774.75 -3.00 6,436 55,252 +597
May11 101217 778.00 780.75 771.75 776.00 -3.00 5,892 41,581 +533
Jun11 101217 780.25 784.50 774.00 777.50 -3.25 11,561 52,055 +1,680
Jul11 101217 781.75 784.50 778.00 779.75 -3.00 1,493 18,199 -11
Aug11 101217 784.50 787.25 780.50 782.50 -3.00 1,317 17,106 +59
Sep11 101217 787.25 791.50 783.00 785.00 -2.75 1,989 10,687 +124
Oct11 101217 787.25 793.00 784.50 786.50 -2.50 1,446 10,601 -183
Total Volume and Open Interest 147,703 627,770 +1,365
Ethanol(CBOT)
Dec10 101203 2.050 2.070 2.050 2.051 -0.024 83 136 -71
Jan11 101217 2.199 2.221 2.192 2.218 +0.031 87 785 -37
Feb11 101217 2.190 2.223 2.190 2.217 +0.029 194 832 -45
Mar11 101217 2.214 2.240 2.214 2.229 +0.031 76 1,051 +11
Apr11 101217 2.225 2.236 2.225 2.234 +0.027 48 636 -24
May11 101217 2.235 2.244 2.235 2.244 +0.028 78 423 -45
Jun11 101217 2.245 2.250 2.245 2.250 +0.027 76 518 -47
Jul11 101217 2.255 2.260 2.255 2.260 +0.033 70 674 -52
Total Volume and Open Interest 681 7,152 -198
WTI Crude Oil(ICE
Jan11 101217 88.19 88.50 87.01 88.02 +0.32 36,560 24,825 -5,893
Feb11 101217 88.77 89.18 87.71 88.60 +0.20 72,246 106,155 +6,378
Mar11 101217 89.62 89.98 88.56 89.37 +0.19 39,230 72,708 +1,622
Apr11 101217 90.17 90.58 89.39 89.95 +0.16 15,932 35,387 +2,664
May11 101217 90.61 91.03 89.87 90.36 +0.12 9,662 15,326 +1,794
Jun11 101217 90.90 91.34 90.20 90.65 +0.09 19,352 54,373 +2,194
Jul11 101217 91.27 91.27 90.79 90.89 +0.08 3,184 15,380 +99
Aug11 101217 91.14 91.42 90.94 91.05 +0.09 1,633 11,937 -308
Sep11 101217 91.56 91.56 91.06 91.16 +0.08 1,345 14,508 -79
Oct11 101217 91.24 91.24 91.24 91.24 +0.08 1,515 8,981 -545
Nov11 101217 91.32 91.32 91.32 91.32 +0.07 1,423 8,793 +489
Dec11 101217 91.57 92.05 91.07 91.41 +0.06 14,646 61,591 +3,782
Jan12 101217 91.36 91.36 91.36 91.36 +0.06 759 4,891 +70
Feb12 101217 91.29 91.29 91.29 91.29 +0.06 0 1,179 +0
Mar12 101217 91.22 91.22 91.22 91.22 +0.04 0 3,160 +0
Apr12 101217 91.15 91.15 91.15 91.15 +0.05 0 734 +0
Total Volume and Open Interest 220,480 524,694 +13,275
US Dollar Index(ICE)
Mar11 101217 80.370 81.010 79.895 80.753 +0.202 17,544 24,295 -206
Jun11 101217 80.375 81.240 80.375 81.152 +0.202 1 559 +0
Sep11 101217 81.440 81.512 81.440 81.512 +0.202 0 2 +0
Total Volume and Open Interest 17,545 24,856 -206
Australian Dollar(CME)
Mar11 101217 97.92 98.22 97.36 97.83 +0.20 68,560 115,613 +2,007
Jun11 101217 96.99 97.07 96.50 96.70 +0.20 2 194 +2
Sep11 101217 95.48 95.48 95.29 95.48 +0.19 0 14 +0
Total Volume and Open Interest 68,562 115,964 +2,009
British Pound(CME)
Mar11 101217 156.27 156.39 154.44 155.02 -0.94 80,461 70,289 -593
Jun11 101217 156.16 156.16 154.58 154.87 -0.95 62 75 +5
Sep11 101217 154.66 155.62 154.66 154.66 -0.96 0 5 +0
Total Volume and Open Interest 80,523 70,401 -588
Canadian Dollar(CME)
Mar11 101217 99.21 99.44 98.34 98.77 -0.48 56,808 103,446 +866
Jun11 101217 98.83 99.02 98.14 98.54 -0.48 90 1,635 -23
Sep11 101217 98.25 98.74 97.96 98.26 -0.48 8 898 +6
Dec11 101217 98.25 98.47 97.78 97.99 -0.48 10 943 +3
Total Volume and Open Interest 56,916 106,926 +852
Japanese Yen(CME)
Mar11 101217 119.11 119.61 118.87 119.32 +0.38 101,600 90,895 -150
Jun11 101217 119.38 119.49 119.12 119.49 +0.37 18 279 -4
Sep11 101217 119.73 119.73 119.37 119.73 +0.36 0 9 +0
Total Volume and Open Interest 101,618 91,184 -154
Swiss Franc(CME)
Mar11 101217 103.77 104.77 103.01 103.41 -0.21 47,123 43,959 +1,449
Jun11 101217 104.11 104.71 103.45 103.54 -0.22 24 17 -17
Sep11 101217 103.70 103.93 103.70 103.70 -0.23      
Total Volume and Open Interest 47,148 43,978 +1,431
EuroFX(CME)
Mar11 101217 132.38 133.58 131.29 131.73 -0.37 271,206 152,207 +2,727
Jun11 101217 132.29 133.33 131.29 131.66 -0.38 135 351 -16
Sep11 101217 133.00 133.00 131.56 131.56 -0.40 7 34 +5
Total Volume and Open Interest 271,351 152,603 +2,716
Mexican Peso(CME)
Jan11 101217 806.2 806.2 805.2 806.2 +1.0      
Feb11 101217 804.2 804.2 803.2 804.2 +1.0      
Total Volume and Open Interest 21,168 114,209 -327
30-Year T-Bonds(CBOT)
Dec10 101217 121~190 122~270 121~010 122~270 +1~260 4,307 13,682 -6,938
Mar11 101217 120~000 121~200 119~280 121~120 +1~270 284,514 550,410 -3,806
Jun11 101217 118~050 119~290 118~010 119~280 +1~270 8 607 -5
Total Volume and Open Interest 288,829 564,699 -10,749
10-Year T-Notes(CBOT)
Dec10 101217 120~270 121~155 120~120 121~130 +1~010 4,072 5,895 -2,355
Mar11 101217 119~185 120~135 119~130 120~080 +1~010 1,159,474 1,374,056 +12,690
Jun11 101217 119~020 119~020 118~010 119~020 +1~010 1 42 +1
Total Volume and Open Interest 1,163,549 1,379,997 +10,334
5-Year T-Notes(CBOT)
Dec10 101217 118~056 118~096 118~019 118~087 +0~068 3,339 19,731 -1,021
Mar11 101217 117~035 117~090 117~024 117~076 +0~066 547,215 993,178 +4,965
Jun11 101217 116~100 116~100 116~034 116~100 +0~066 2 0 +0
Total Volume and Open Interest 550,556 1,012,909 +3,944
2 Year T-Notes(CBOT)
Dec10 101217 109~066 109~075 109~060 109~075 +0~015 4,652 20,376 +634
Mar11 101217 109~028 109~044 109~025 109~042 +0~017 192,860 642,272 +895
Jun11 101217 109~017 109~017 109~000 109~017 +0~017 0 25 +0
Total Volume and Open Interest 197,512 662,673 +1,529
Eurodollars(CME)
Mar11 101217 99.570 99.590 99.560 99.580 +0.010 335,279 1,131,962 -24,436
Jun11 101217 99.435 99.480 99.425 99.470 +0.040 313,225 1,029,301 +19,942
Sep11 101217 99.275 99.340 99.270 99.335 +0.065 312,611 896,850 -8,987
Dec11 101217 99.095 99.175 99.090 99.160 +0.075 304,812 751,963 +1,254
Mar12 101217 98.885 98.985 98.885 98.965 +0.090 322,538 800,756 -11,024
Jun12 101217 98.655 98.750 98.650 98.730 +0.105 269,732 498,480 -875
Sep12 101217 98.400 98.510 98.400 98.490 +0.120 248,061 374,914 -10,203
Dec12 101217 98.140 98.255 98.135 98.230 +0.130 221,731 302,093 +12,206
Mar13 101217 97.865 97.995 97.860 97.965 +0.140 119,874 191,414 +735
Jun13 101217 97.595 97.725 97.585 97.690 +0.150 95,698 161,464 +3,010
Sep13 101217 97.320 97.460 97.310 97.425 +0.160 89,790 180,170 -2,075
Dec13 101217 97.040 97.190 97.030 97.155 +0.175 82,499 135,149 +892
Mar14 101217 96.800 96.955 96.785 96.920 +0.190 37,050 110,318 +715
Jun14 101217 96.550 96.720 96.535 96.680 +0.210 33,127 109,315 +1,402
Sep14 101217 96.310 96.490 96.295 96.450 +0.225 29,347 73,107 +881
Dec14 101217 96.075 96.260 96.055 96.220 +0.235 28,872 75,353 +87
Mar15 101217 95.870 96.065 95.850 96.025 +0.245 16,732 52,083 -335
Jun15 101217 3.915 4.135 3.915 4.095 +0.255 17,087 40,600 +1,582
Total Volume and Open Interest 2,939,724 7,122,943 -12,072
30 Day Federal Funds(CBOT)
Dec10 101217 99.823 99.823 99.820 99.823 unch 5,949 99,582 +1,227
Jan11 101217 99.825 99.825 99.815 99.820 unch 2,345 65,811 +1,024
Feb11 101217 99.815 99.820 99.810 99.815 unch 2,887 57,756 +811
Mar11 101217 99.815 99.815 99.810 99.815 unch 3,450 38,800 +32
Apr11 101217 99.815 99.815 99.810 99.815 unch 3,152 37,362 -69
May11 101217 99.805 99.810 99.800 99.805 unch 5,532 49,176 +4,014
Total Volume and Open Interest 50,912 575,911 +8,694
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 101217 99.645 99.645 99.645 99.645 -0.010 200 1,039 +153
Jun11 101217 99.640 99.640 99.640 99.640 +0.015 0 175 +0
Sep11 101217 99.625 99.625 99.625 99.625 +0.015      
Dec11 101217 99.615 99.615 99.615 99.615 +0.015 0 75 +0
Mar12 101217 99.605 99.605 99.605 99.605 +0.015      
Jun12 101217 99.650 99.650 99.650 99.650 +0.010      
Sep12 101217 99.600 99.600 99.600 99.600 +0.010      
Dec12 101217 99.295 99.295 99.295 99.295 +0.010      
Mar13 101217 99.295 99.295 99.295 99.295 +0.010      
Jun13 101217 99.250 99.250 99.250 99.250 +0.010      
Total Volume and Open Interest 200 1,289 +153
3-Mth Euro-Yen(SGX)
Mar11 101217 99.64 99.64 99.64 99.64 unch 262 1,994 +100
Jun11 101217 99.64 99.64 99.64 99.64 +0.01 0 1,364 +0
Sep11 101217 99.62 99.62 99.62 99.62 +0.01 0 1,033 +0
Dec11 101217 99.61 99.61 99.61 99.61 +0.01 0 385 +0
Mar12 101217 99.61 99.61 99.61 99.61 +0.02 0 305 +0
Jun12 101217 99.65 99.65 99.65 99.65 +0.01 0 754 +0
Sep12 101217 99.60 99.60 99.60 99.60 +0.01 0 310 +0
Dec12 101217 99.29 99.29 99.29 99.29 +0.01 0 3 +0
Total Volume and Open Interest 262 6,149 +100
Japanese Gov't Bonds(SGX)
Mar11 101217 139.15 139.84 138.92 139.74 +0.64 2,939 11,682 -329
Jun11 101217 137.65 137.65 137.65 137.65 +0.64      
Sep11 101217 135.56 135.56 135.56 135.56 +0.64      
Total Volume and Open Interest 2,939 11,682 -329
Euro-Bund(EUREX)
Mar11 101217 124.48 124.99 124.20 124.38 +0.51 554,723 900,600 +7,515
Jun11 101217 123.10 123.29 122.90 122.95 +0.50 75 561 +9
Sep11 101217 122.91 122.91 122.91 122.91 +0.51      
Total Volume and Open Interest 554,798 901,161 +7,524
Euro-Bobl(EUREX)
Mar11 101217 117.79 117.96 117.59 117.76 +0.28 300,291 656,132 +8,836
Jun11 101217 116.35 116.35 116.35 116.35 +0.32 32 33 +0
Sep11 101217 116.31 116.31 116.31 116.31 +0.28      
Total Volume and Open Interest 300,323 656,165 +8,836
3-Mth Euribor(EUREX)
Dec10 101213 98.975 98.975 98.970 98.975 +0.005 315 7,182 -322
Mar11 101217 98.885 98.885 98.885 98.885 +0.005 12 7,580 +11
Jun11 101217 98.725 98.735 98.725 98.730 +0.015 552 9,812 +501
Total Volume and Open Interest 1,205 26,397 +1,086
Long Gilt(LIFFE)
Dec10 101217 118~31 119~21 118~31 119~07 +0~21 210 3,685 -210
Mar11 101217 117~22 118~16 117~21 117~30 +0~21 112,765 253,563 +10,174
Total Volume and Open Interest 112,975 257,248 +9,964
3-Mth Short Sterling(LIFFE)
Mar11 101217 99.13 99.15 99.13 99.14 +0.01 35,321 284,018 +2,494
Jun11 101217 98.97 98.99 98.95 98.97 +0.02 46,468 233,269 +687
Sep11 101217 98.78 98.83 98.77 98.79 +0.03 51,889 204,939 +377
Dec11 101217 98.57 98.62 98.55 98.57 +0.03 68,136 251,824 +6,134
Mar12 101217 98.36 98.42 98.33 98.35 +0.04 48,150 213,306 -6,789
Jun12 101217 98.08 98.19 98.08 98.10 +0.05 51,405 121,274 -16,708
Total Volume and Open Interest 397,863 1,664,582 -14,840
3-Mth Euribor(LIFFE)
Mar11 101217 98.885 98.895 98.880 98.885 +0.005 78,568 529,318 +7,699
Jun11 101217 98.730 98.740 98.715 98.730 +0.015 69,926 461,375 +7,944
Sep11 101217 98.575 98.590 98.560 98.570 +0.015 71,710 339,233 -68
Total Volume and Open Interest 610,153 2,528,648 +23,123
3-Mth Aus T-Bills(SFE)
Mar11 101217 94.91 94.94 94.90 94.92 +0.01 13,084 196,061 +3,560
Jun11 101217 94.75 94.79 94.72 94.77 +0.02 11,463 112,437 +1,733
Sep11 101217 94.59 94.63 94.57 94.62 +0.03 6,953 71,683 +1,493
Dec11 101217 94.47 94.52 94.45 94.51 +0.03 3,418 47,818 +476
Mar12 101217 94.41 94.45 94.38 94.43 +0.02 1,685 42,346 -103
Jun12 101217 94.32 94.39 94.31 94.38 +0.03 1,098 38,263 -175
Sep12 101217 94.32 94.34 94.27 94.34 +0.03 695 19,163 -48
Dec12 101217 94.22 94.30 94.22 94.30 +0.03 869 7,269 -171
Mar13 101217 94.25 94.28 94.25 94.26 +0.01 8 2,540 +3
Jun13 101217 94.15 94.19 94.15 94.19 +0.01 10 575 +5
Total Volume and Open Interest 39,288 538,981 +6,773
10-Year Aus T-Bonds(SFE)
Mar11 101217 94.30 94.40 94.26 94.37 +0.07 34,854 345,591 -2,257
Jun11 101217 94.39 94.39 94.39 94.39 +0.07      
Total Volume and Open Interest 34,854 345,591  
3-Year Aus T-Bonds(SFE)
Mar11 101217 94.67 94.73 94.61 94.70 +0.03 95,066 384,262 +15,589
Jun11 101217 94.72 94.72 94.72 94.72 +0.03      
Total Volume and Open Interest 95,066 384,262  
Gold(CMX)
Dec10 101217 1376.4 1378.6 1365.9 1378.6 +8.2 228 615 -150
Feb11 101217 1370.4 1379.8 1365.4 1379.2 +8.2 179,528 352,764 -5,927
Apr11 101217 1372.5 1381.6 1367.5 1381.4 +8.2 10,270 49,980 -1,472
Jun11 101217 1376.7 1383.8 1369.9 1383.6 +8.2 1,944 34,045 -423
Aug11 101217 1383.1 1385.8 1383.1 1385.8 +8.1 436 15,096 +34
Oct11 101217 1380.9 1388.1 1380.3 1388.1 +8.0 402 11,700 +169
Dec11 101217 1387.3 1390.6 1378.1 1390.6 +7.8 4,042 27,005 +640
Feb12 101217 1393.4 1393.4 1393.4 1393.4 +7.7 145 6,623 +26
Apr12 101217 1396.4 1396.4 1396.4 1396.4 +7.6 100 5,239 +1
Jun12 101217 1399.6 1399.6 1399.6 1399.6 +7.4 57 12,203 +25
Aug12 101217 1403.2 1403.2 1403.2 1403.2 +7.1 0 6,086 +0
Oct12 101217 1407.2 1407.2 1407.2 1407.2 +6.6 100 1,080 +0
Total Volume and Open Interest 208,180 583,741 -9,316
Silver(CMX)
Dec10 101217 2907.0 2925.0 2875.0 2911.3 +35.6 61 360 -13
Mar11 101217 2890.0 2937.0 2868.0 2913.3 +35.1 65,070 74,923 +46
May11 101217 2900.0 2936.0 2876.0 2918.3 +34.9 1,837 12,490 +82
Jul11 101217 2882.0 2935.0 2882.0 2923.1 +34.9 567 8,972 -18
Sep11 101217 2928.0 2928.0 2928.0 2928.0 +34.7 136 6,214 +26
Dec11 101217 2936.0 2951.0 2900.0 2935.4 +34.6 506 12,278 +223
Mar12 101217 2942.0 2942.0 2942.0 2942.0 +34.0 16 374 +0
Total Volume and Open Interest 69,294 130,865 +533
Platinum(NYMEX)
Jan11 101217 1699.0 1709.5 1689.7 1698.5 -0.1 7,386 19,801 -1,811
Apr11 101217 1700.2 1713.5 1695.1 1703.5 +0.4 2,860 16,793 +2,553
Jul11 101217 1704.1 1712.5 1704.1 1706.2 +0.7 3 476 +0
Oct11 101217 1706.2 1706.2 1706.2 1706.2 +0.7 0 6 +0
Total Volume and Open Interest 10,249 37,077 +742
Palladium(NYMEX)
Dec10 101217 735.70 737.60 735.70 737.60 -3.45 0 37 +0
Mar11 101217 739.00 748.00 730.20 738.60 -3.95 2,850 22,560 +96
Jun11 101217 746.30 747.20 739.65 739.65 -4.10 4 392 +2
Total Volume and Open Interest 2,854 23,022 +98
Copper(CMX)
Dec10 101217 411.40 416.50 411.40 415.30 +4.25 624 2,172 -145
Mar11 101217 411.05 419.20 410.95 415.90 +4.30 28,448 115,163 +489
May11 101217 414.80 417.20 412.75 415.25 +4.35 899 25,878 -397
Jul11 101217 412.45 413.50 412.20 413.50 +4.40 625 7,355 +518
Sep11 101217 410.05 411.65 410.05 411.55 +4.45 103 5,029 +19
Total Volume and Open Interest 31,319 164,504 +435
DJIA Index(CBOT)
Mar11 101217 11439 11440 11400 11430 -1 1,630 5,060 +979
Jun11 101217 11376 11381 11376 11376 -5      
Sep11 101217 11310 11310 11305 11310 +5      
Dec11 101217 11255 11255 11225 11255        
S & P 500(CME)
Mar11 101217 1238.60 1241.00 1234.80 1238.40 -0.10 26,905 260,600 +9,924
Jun11 101217 1233.50 1235.60 1231.60 1233.50 -0.10 2 3,857 -7
Sep11 101217 1228.70 1230.80 1226.80 1228.70 -0.10 208 750 -5
Dec11 101217 1224.40 1226.50 1222.50 1224.40 -0.10 0 350 +0
Total Volume and Open Interest 52,710 417,630 -2,372
S & P 500 E-Mini(Globex)
Mar11 101217 1238.50 1241.00 1234.50 1238.50 unch 1,738,245 2,397,297 +152,244
Jun11 101217 1233.50 1235.50 1230.75 1233.50 unch 276 1,460 +93
Total Volume and Open Interest 2,056,321 3,557,127 +133,302
NASDAQ 100(CME)
Mar11 101217 2220.00 2226.00 2212.50 2213.30 -6.00 2,404 8,812 +2,009
Jun11 101217 2210.50 2221.00 2210.50 2210.50 -6.80      
Sep11 101217 2208.00 2214.80 2208.00 2208.00 -6.80      
Total Volume and Open Interest 6,287 33,868 +893
NASDAQ 100 E-Mini(Globex)
Mar11 101217 2222.00 2226.50 2212.30 2213.30 -6.00 243,753 333,822 +24,885
Jun11 101217 2222.80 2223.00 2206.30 2210.50 -6.80 1 14 -76
Total Volume and Open Interest 310,429 545,564 +21,325
S & P Midcap 400(CME)
Mar11 101217 900.00 902.00 898.00 898.10 unch 324 1,001 +241
Jun11 101217 895.00 895.00 894.60 895.00 +0.40      
Sep11 101217 893.60 894.80 893.60 893.60 -1.20      
Total Volume and Open Interest 1,489 4,501 +907
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 101217 10400 10410 10310 10350 -25 7,010 37,721 +886
Jun11 101217 10330 10355 10330 10330 -25 2 3 +1
Total Volume and Open Interest 7,012 37,724 +887
Nikkei 225(SGX)
Mar11 101217 10290 10365 10270 10300 +5 64,837 195,009 +734
Jun11 101217 10225 10225 10225 10225 +5 4 2,213 +0
Sep11 101217 10225 10225 10225 10225 unch      
Total Volume and Open Interest 66,861 208,844 +734
CAC 40(EURONEXT)
Dec10 101217 3898.0 3906.5 3871.0 3877.5 -10.0 138,890 193,627 -118,200
Jan11 101217 3900.5 3909.5 3866.0 3872.0 -18.5 77,302 337,840 +41,251
Feb11 101217 3902.5 3902.5 3868.0 3874.5 -18.5 6 80 +0
Total Volume and Open Interest 217,127 575,107 -76,361
Hang Seng Index(HKFE)
Dec10 101217 22628 22740 22490 22672 +120 74,075 88,622 -2,378
Jan11 101217 22601 22741 22500 22671 +113 2,384 5,709 +1,293
Total Volume and Open Interest 76,709 98,327 -1,048
DAX(EUREX)
Dec10 101217 7033.0 7042.0 7005.0 7009.0 -14.0 176,805 85,348 -31,121
Mar11 101217 7054.0 7061.5 6997.0 7009.5 -33.0 99,516 175,733 +42,695
Jun11 101217 7076.0 7083.5 7030.0 7033.0 -32.5 7,575 9,702 +37
Total Volume and Open Interest 283,896 270,783 +11,611
FT-SE 100(EURONEXT)
Dec10 101217 5883.50 5906.00 5869.00 5873.50 -9.50 162,296 127,157 -58,831
Mar11 101217 5848.00 5868.00 5821.00 5827.50 -19.50 114,423 646,928 +55,450
Jun11 101217 5810.00 5810.00 5785.50 5785.50 -17.00 149 1,243 +136
Total Volume and Open Interest 276,868 775,338 -3,245
SPI 200(SFE)
Dec10 101216 4765.0 4785.0 4752.0 4762.0 -8.0 15,081 65,257 -117,974
Mar11 101217 4782.0 4794.0 4754.0 4759.0 -23.0 22,153 182,235 +1,575
Jun11 101217 4784.0 4784.0 4784.0 4784.0 -22.0 150 2,506 +125
Total Volume and Open Interest 22,503 187,934 -63,457
GSCI(CME)
Jan11 101217 610.00 611.00 607.00 610.00 +2.75 145 14,723 +25
Feb11 101217 613.00 614.00 610.00 613.00 +2.50 2 0 +0
Mar11 101217 614.00 615.00 611.50 614.00 +2.00      
Total Volume and Open Interest 147 14,723 +25
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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