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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Mon December 20, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101220 1302.75 1318.00 1295.50 1315.25 +16.50 96,341 132,093 -11,802
Mar11 101220 1314.50 1329.50 1307.25 1327.00 +16.50 70,784 242,464 +7,650
May11 101220 1322.00 1337.00 1307.50 1334.75 +16.25 13,573 81,550 +2,227
Jul11 101220 1324.00 1339.50 1319.25 1337.50 +15.75 12,080 66,670 +516
Aug11 101220 1302.00 1313.75 1298.75 1313.25 +14.50 73 2,319 -38
Sep11 101220 1265.00 1277.25 1263.75 1277.00 +13.25 173 3,160 -35
Nov11 101220 1229.75 1245.25 1228.25 1242.50 +12.75 10,952 103,770 +753
Total Volume and Open Interest 204,350 649,438 -659
Soybean Meal(CBOT)
Jan11 101220 347.90 352.80 346.10 351.50 +3.70 23,148 37,805 -5,960
Mar11 101220 351.30 358.60 349.90 355.50 +4.20 16,044 69,336 +3,924
May11 101220 353.40 357.30 352.30 356.10 +4.00 3,047 28,446 -34
Jul11 101220 354.00 358.10 351.80 356.60 +3.70 2,244 19,824 +226
Aug11 101220 346.00 349.10 346.00 347.60 +3.00 433 5,915 +73
Sep11 101220 336.60 338.20 333.60 336.20 +2.60 572 5,797 +163
Oct11 101220 318.60 322.50 318.60 320.50 +1.80 338 4,799 +86
Dec11 101220 317.00 319.80 315.00 317.60 +1.50 1,939 18,114 +306
Total Volume and Open Interest 47,938 192,746 -1,144
Soybean Oil(CBOT)
Jan11 101220 54.31 55.05 54.10 54.98 +0.85 35,252 57,313 -8,007
Mar11 101220 54.75 55.52 54.60 55.49 +0.86 30,192 166,307 +5,954
May11 101220 55.27 55.90 54.99 55.86 +0.85 9,367 42,700 +1,030
Jul11 101220 55.45 56.11 55.21 56.08 +0.87 8,452 39,960 +1,046
Aug11 101220 55.26 56.08 55.26 56.08 +0.87 1,279 4,372 -430
Sep11 101220 55.45 56.03 55.45 56.03 +0.87 929 5,124 -46
Oct11 101220 55.19 55.90 55.19 55.88 +0.87 676 6,928 +244
Dec11 101220 55.15 55.90 55.04 55.88 +0.85 3,059 23,557 +1,252
Total Volume and Open Interest 89,217 346,948 +1,044
Canola(WCE)
Jan11 101220 563.0 568.2 562.6 566.6 +6.1 8,858 58,669 -4,403
Mar11 101220 570.6 576.5 570.0 574.4 +5.8 12,846 77,503 +5,312
May11 101220 574.6 581.0 574.6 578.6 +5.5 574 7,171 +89
Jul11 101220 579.2 580.5 573.0 578.5 +4.2 603 15,596 +339
Nov11 101220 519.4 523.9 518.1 521.5 +4.5 2,017 34,245 +1,161
Total Volume and Open Interest 25,513 195,555 +2,791
Corn(CBOT)
Mar11 101220 597.00 604.00 596.50 599.50 +3.00 87,439 721,696 +2,381
May11 101220 604.25 611.25 604.25 607.00 +2.75 14,804 188,254 +1,635
Jul11 101220 608.00 615.25 608.00 611.00 +2.75 14,466 229,450 +284
Sep11 101220 561.00 567.50 560.50 563.50 +1.75 2,613 41,150 +134
Dec11 101220 541.00 546.50 540.25 542.75 +1.25 16,732 255,215 -882
Mar12 101220 548.50 553.50 548.50 550.75 +1.25 802 18,823 +212
Total Volume and Open Interest 138,537 1,496,881 +4,024
Wheat(CBOT)
Mar11 101220 760.50 776.50 759.50 769.50 +12.75 30,866 224,465 -4,480
May11 101220 789.50 803.00 789.25 796.50 +12.25 7,736 62,643 +769
Jul11 101220 796.25 813.75 796.25 807.75 +13.25 4,446 103,095 +120
Sep11 101220 810.00 826.00 808.75 820.75 +12.00 604 17,411 -200
Dec11 101220 830.75 841.00 825.00 835.75 +10.75 2,325 55,536 -661
Total Volume and Open Interest 46,211 477,108 -4,423
Wheat(KCBT)
Mar11 101220 812.75 831.75 812.75 826.00 +14.25 9,487 113,117 -1,206
May11 101220 820.50 840.50 820.50 834.75 +14.50 1,847 25,442 +597
Jul11 101220 825.00 845.50 825.00 840.00 +15.00 1,819 53,197 +566
Sep11 101220 839.00 854.00 838.50 848.00 +15.00 873 12,841 +486
Dec11 101220 845.50 862.25 845.00 856.00 +15.25 912 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 13 26 +6
Mar11 101220 842.00 862.50 842.00 859.50 +17.50 3,972 29,370 -788
May11 101220 854.25 870.25 854.25 868.00 +18.25 817 11,900 +251
Jul11 101220 854.00 871.25 854.00 868.50 +18.00 363 8,402 +44
Sep11 101220 841.00 862.00 841.00 859.25 +18.25 116 8,645 -4
Total Volume and Open Interest 5,465 67,401 -449
Oats(CBOT)
Mar11 101220 389.25 393.25 386.50 390.50 +4.00 784 9,684 -399
May11 101220 395.00 395.00 391.00 395.00 +4.00 4 665 +1
Jul11 101220 400.00 400.25 396.00 399.50 +3.50 0 241 +0
Sep11 101220 338.25 338.50 338.25 338.25 -0.25 0 2 +0
Total Volume and Open Interest 788 11,566 -398
Rough Rice(CBOT)
Jan11 101220 13.65 13.99 13.65 13.75 +0.06 800 6,665 -293
Mar11 101220 13.97 14.28 13.97 14.04 +0.06 446 7,567 +139
May11 101220 14.48 14.49 14.27 14.32 +0.06 31 1,467 +6
Jul11 101220 14.71 14.73 14.52 14.58 +0.06 10 1,578 +0
Total Volume and Open Interest 1,308 17,978 -133
Live Cattle(CME)
Dec10 101220 102.180 103.150 101.750 102.785 +0.605 2,640 14,088 -1,432
Feb11 101220 104.550 105.750 104.285 105.230 +0.730 20,290 155,250 -4,643
Apr11 101220 108.150 109.400 107.850 108.800 +0.650 6,158 85,793 -479
Jun11 101220 105.980 107.035 105.700 106.680 +0.730 5,893 43,307 +1,297
Aug11 101220 106.330 107.650 106.230 107.300 +0.750 1,192 15,131 +163
Oct11 101220 108.730 110.000 108.535 109.680 +0.645 393 9,529 +57
Total Volume and Open Interest 38,932 330,003 -3,927
Feeder Cattle(CME)
Jan11 101220 119.080 120.885 118.680 120.730 +1.695 1,844 9,823 -455
Mar11 101220 119.950 122.250 119.480 122.180 +2.230 1,378 15,836 +533
Apr11 101220 120.350 122.700 119.980 122.500 +2.020 331 3,990 -7
May11 101220 120.800 123.000 120.500 122.950 +1.915 296 5,177 +54
Aug11 101220 121.700 123.500 121.350 123.500 +1.600 265 4,904 +143
Sep11 101220 120.535 122.600 120.330 122.600 +1.750 38 377 +22
Oct11 101220 119.900 121.600 119.850 121.600 +1.500 3 83 +2
Total Volume and Open Interest 4,158 40,230 +292
Lean Hogs(CME)
Feb11 101220 75.950 76.300 75.350 76.080 +0.130 13,570 84,406 -429
Apr11 101220 80.475 80.830 79.850 80.550 +0.075 3,736 51,112 +93
May11 101220 86.850 87.150 86.650 87.150 +0.200 112 1,631 -8
Jun11 101220 89.800 90.100 89.480 89.980 +0.150 3,079 32,663 +25
Jul11 101220 88.950 89.385 88.800 89.250 +0.170 906 7,295 +34
Aug11 101220 88.400 88.900 88.350 88.785 unch 466 8,523 -73
Oct11 101220 79.150 79.475 78.900 79.475 unch 109 5,247 +28
Dec11 101220 76.400 76.400 75.800 76.300 -0.150 23 1,923 +8
Total Volume and Open Interest 22,040 193,288 -294
Pork Bellies(CME)
Feb11 101220 106.000 106.000 106.000 106.000 unch 1 3 -1
Mar11 101220 106.700 106.700 106.700 106.700 unch      
May11 101220 106.700 106.700 106.700 106.700 unch      
Jul11 101220 103.500 103.500 103.500 103.500 unch      
Aug11 101220 102.500 102.500 102.500 102.500 unch      
Total Volume and Open Interest 1 3 -1
Class III Milk(CME)
Dec10 101220 13.74 13.76 13.73 13.74 +0.01 77 5,817 -13
Jan11 101220 13.28 13.28 13.08 13.12 -0.16 294 4,547 +18
Feb11 101220 13.47 13.48 13.34 13.37 -0.13 236 4,448 +76
Mar11 101220 13.80 13.80 13.71 13.75 -0.04 134 3,338 +78
Apr11 101220 14.25 14.25 14.18 14.20 unch 104 2,439 +46
Total Volume and Open Interest 1,339 31,565 +487
Cocoa(ICE)
Mar11 101220 2982 3025 2928 2958 +7 8,382 67,934 +924
May11 101220 3020 3039 2949 2976 +5 2,496 22,258 -909
Jul11 101220 3030 3054 2963 2991 +7 843 11,774 +177
Sep11 101220 3020 3066 2978 3004 +7 117 6,550 +15
Dec11 101220 3063 3082 2995 3021 +6 418 11,117 +211
Mar12 101220 3080 3084 3055 3081 +7 379 10,792 -222
May12 101220 3077 3077 3077 3077 +7 108 4,130 -25
Total Volume and Open Interest 12,759 136,410 +168
Coffee "C"(ICE)
Dec10 101220 224.80 225.45 223.85 224.65 -0.60 69 127 -13
Mar11 101220 225.00 226.95 223.25 224.65 -0.65 7,720 87,471 -905
May11 101220 226.60 228.00 224.85 226.10 -0.55 2,328 25,992 +241
Jul11 101220 225.00 226.55 224.00 224.90 -0.50 635 7,778 +242
Sep11 101220 223.15 223.45 221.15 221.65 -0.80 119 4,195 +35
Dec11 101220 219.25 219.40 217.25 217.70 -1.05 209 6,508 +141
Total Volume and Open Interest 11,122 133,265 -271
Orange Juice(ICE)
Jan11 101220 157.00 166.55 156.35 158.50 +1.90 2,110 9,461 -1,196
Mar11 101220 157.45 167.40 156.90 158.90 +1.50 1,045 14,387 +552
May11 101220 159.65 160.50 159.30 160.05 +1.05 922 3,788 +821
Jul11 101220 160.65 161.35 159.85 161.30 +1.15 0 2,510 +0
Sep11 101220 165.00 165.00 161.10 162.15 +1.20 0 365 +0
Nov11 101220 162.05 162.05 162.00 162.00 +1.55 0 54 +0
Total Volume and Open Interest 4,077 30,588 +177
Sugar #11(ICE)
Mar11 101220 32.88 33.50 32.62 32.96 +0.46 27,429 238,975 -691
May11 101220 29.53 30.04 29.22 29.57 +0.38 9,858 111,086 +1,910
Jul11 101220 25.80 26.42 25.65 25.96 +0.18 5,833 97,514 +326
Oct11 101220 23.93 24.34 23.73 23.93 +0.20 3,048 56,908 +171
Mar12 101220 23.00 23.30 22.79 22.97 +0.21 1,592 47,291 +43
Total Volume and Open Interest 49,491 595,119 +2,176
London Cocoa(LCE)
Mar11 101220 1996 2028 1965 1987 +4 19,191 67,546 +1,169
May11 101220 2015 2035 1980 1998 +2 4,118 21,910 +857
Jul11 101220 2048 2049 1994 2012 +5 2,263 19,500 +418
Sep11 101220 2039 2055 2000 2020 +6 532 11,529 +65
Dec11 101220 2049 2062 2013 2027 +7 677 17,134 +43
Mar12 101220 2074 2074 2019 2042 +7 693 15,250 +143
May12 101220 2045 2052 2045 2048 +6 120 3,141 +103
Total Volume and Open Interest 27,594 156,434 +2,798
London Sugar(LCE)
Mar11 101220 805.70 809.60 793.10 798.10 +7.40 1,771 28,098 -221
May11 101220 767.70 771.00 757.90 763.30 +10.60 331 9,793 +124
Aug11 101220 690.90 696.30 681.60 686.90 +7.10 141 7,304 -15
Oct11 101220 631.00 635.50 622.00 625.50 +6.90 222 2,194 +87
Dec11 101220 607.40 609.60 602.90 602.90 +3.50 16 866 +7
Total Volume and Open Interest 2,482 48,833 -19
Cotton(ICE)
Mar11 101220 151.64 154.12 151.50 154.12 +4.00 8,414 113,112 +693
May11 101220 139.01 142.39 139.01 142.39 +4.00 2,481 21,387 -3
Jul11 101220 126.98 128.93 125.80 128.93 +4.00 1,644 29,935 -149
Oct11 101220 112.43 112.43 112.43 112.43 +4.00 0 163 +0
Dec11 101220 97.90 99.45 97.85 98.92 +1.24 946 39,493 +341
Mar12 101220 93.39 93.81 93.22 93.81 +2.13 59 825 +34
Total Volume and Open Interest 13,550 206,368 +916
Lumber(CME)
Jan11 101220 300.5 307.0 298.0 307.0 +8.5 871 1,937 -286
Mar11 101220 312.8 320.0 311.8 320.0 +8.6 1,151 5,274 +30
May11 101220 320.1 326.1 320.1 323.9 +3.8 326 1,602 +79
Jul11 101220 325.9 328.5 323.1 328.5 +2.0 130 523 +55
Total Volume and Open Interest 2,510 9,462 -94
Crude Oil(NYM)
Jan11 101220 88.18 88.98 87.26 88.81 +0.79 221,145 62,549 -44,181
Feb11 101220 88.78 89.57 87.73 89.37 +0.77 177,355 296,392 +7,559
Mar11 101220 89.52 90.34 88.56 90.16 +0.79 73,267 181,221 +5,773
Apr11 101220 90.28 90.94 89.25 90.80 +0.85 36,181 67,595 +4,156
May11 101220 90.71 91.38 89.74 91.27 +0.91 23,598 41,647 +859
Jun11 101220 91.07 91.70 90.07 91.57 +0.92 41,579 85,423 +3,535
Jul11 101220 90.91 91.95 90.36 91.83 +0.94 10,711 38,741 +1,583
Aug11 101220 91.07 92.07 90.58 91.98 +0.93 5,422 19,810 +293
Sep11 101220 91.20 92.08 90.73 92.08 +0.92 9,152 25,273 -741
Oct11 101220 91.65 92.16 90.82 92.16 +0.92 3,839 19,540 +747
Nov11 101220 92.01 92.23 92.01 92.23 +0.91 3,119 20,121 -402
Dec11 101220 91.76 92.48 90.84 92.33 +0.92 28,528 151,707 -38
Jan12 101220 92.30 92.30 92.30 92.30 +0.94 1,721 20,553 +405
Feb12 101220 92.24 92.24 92.24 92.24 +0.95 540 8,460 +205
Mar12 101220 92.18 92.18 92.18 92.18 +0.96 779 10,147 -6
Apr12 101220 92.11 92.11 92.11 92.11 +0.96 622 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 10,107 3,536 +101
Feb11 101220 88.775 89.550 87.725 89.375 +0.775 2,222 3,136 +860
Mar11 101220 89.675 90.325 88.650 90.150 +0.775 290 653 +38
Apr11 101220 90.075 90.800 89.750 90.800 +0.850 55 69 +54
May11 101220 91.275 91.275 91.275 91.275 +0.925 0 14 +0
Jun11 101220 90.975 91.575 90.975 91.575 +0.925 1 44 +1
Jul11 101220 91.825 91.825 91.825 91.825 +0.925 0 5 +0
Aug11 101220 91.325 91.975 91.325 91.975 +0.925 0 6 +0
Sep11 101220 92.075 92.075 92.075 92.075 +0.925 0 2 +0
Total Volume and Open Interest 7,916 7,242 +496
Heating Oil(NYM)
Jan11 101220 247.00 250.00 245.13 248.95 +1.58 50,512 62,895 -7,028
Feb11 101220 248.55 251.34 246.50 250.38 +1.83 32,586 70,241 +5,154
Mar11 101220 249.35 251.64 247.05 250.73 +1.97 16,580 48,329 +769
Apr11 101220 247.40 249.89 246.06 249.58 +2.03 5,550 22,834 +131
May11 101220 246.98 248.76 245.35 248.70 +2.02 3,367 17,290 +23
Jun11 101220 247.24 249.22 245.21 248.66 +2.06 6,797 36,292 +1,182
Jul11 101220 247.80 249.70 246.60 249.70 +2.06 1,180 8,349 +121
Aug11 101220 247.62 250.79 247.62 250.79 +2.06 1,001 4,609 -42
Sep11 101220 248.80 251.89 248.78 251.89 +2.06 538 4,114 -131
Oct11 101220 250.00 253.07 250.00 253.07 +2.06 408 3,593 +176
Nov11 101220 251.49 254.53 251.26 254.53 +2.05 78 3,362 +7
Dec11 101220 254.37 255.80 252.51 255.80 +2.06 695 16,149 +40
Total Volume and Open Interest 119,531 307,032 +349
Gasoline(NYMEX)
Jan11 101220 232.25 237.98 232.05 237.78 +6.00 37,128 52,490 -5,397
Feb11 101220 232.15 236.51 231.25 236.20 +4.95 33,733 70,322 +4,567
Mar11 101220 232.40 236.52 231.80 236.17 +4.18 13,359 41,438 +631
Apr11 101220 243.65 246.00 241.74 245.66 +3.85 8,114 29,370 +3,011
May11 101220 243.25 246.24 243.13 246.18 +3.63 2,660 13,622 +293
Jun11 101220 243.71 246.45 242.74 246.22 +3.46 2,445 17,310 +456
Jul11 101220 243.80 245.37 243.80 245.37 +3.29 773 4,349 +4
Aug11 101220 241.81 244.17 241.81 244.17 +3.19 999 5,410 +116
Sep11 101220 242.59 242.59 242.59 242.59 +3.06 510 2,818 +48
Oct11 101220 232.04 232.04 232.04 232.04 +2.96 405 3,112 -18
Total Volume and Open Interest 101,305 274,022 +3,761
e-miNY RBOB Gasoline(NYM)
Jan11 101220 237.80 237.80 237.78 237.80 +6.00 0 2 +0
Feb11 101220 233.00 236.20 233.00 236.20 +4.90 1 1 -1
Mar11 101220 236.20 236.20 236.17 236.20 +4.20 0 1 +0
Apr11 101220 245.70 245.70 245.66 245.70 +3.90 0 1 +0
Total Volume and Open Interest 1 9 -1
Natural Gas(NYM)
Jan11 101220 4.052 4.250 4.013 4.237 +0.171 162,404 88,859 -13,491
Feb11 101220 4.090 4.277 4.052 4.264 +0.161 98,932 139,746 +14,603
Mar11 101220 4.081 4.275 4.045 4.260 +0.160 41,654 154,604 +2,674
Apr11 101220 4.076 4.264 4.040 4.249 +0.155 28,684 83,393 -920
May11 101220 4.077 4.299 4.077 4.283 +0.152 8,049 38,548 +1,036
Jun11 101220 4.142 4.351 4.142 4.336 +0.148 5,378 16,796 +291
Jul11 101220 4.221 4.421 4.221 4.406 +0.148 3,598 14,103 +313
Aug11 101220 4.264 4.460 4.264 4.447 +0.145 2,889 14,944 +192
Sep11 101220 4.300 4.473 4.300 4.458 +0.141 3,528 11,772 +653
Oct11 101220 4.389 4.542 4.347 4.527 +0.138 10,209 50,965 +104
Nov11 101220 4.579 4.729 4.579 4.713 +0.112 2,496 21,464 -59
Dec11 101220 4.863 4.981 4.834 4.969 +0.093 2,195 20,529 -187
Jan12 101220 5.028 5.142 5.028 5.129 +0.090 3,735 31,946 -216
Feb12 101220 5.009 5.100 5.009 5.092 +0.083 927 6,901 -110
Mar12 101220 4.885 4.992 4.885 4.988 +0.081 1,114 17,182 +363
Apr12 101220 4.698 4.788 4.698 4.788 +0.069 714 13,528 +206
Total Volume and Open Interest 378,837 792,270 +5,903
Brent Crude Oil(ICE)
Feb11 101220 91.65 92.90 91.02 92.74 +1.07 165,991 273,744 +9,226
Mar11 101220 92.00 92.86 91.07 92.72 +1.00 62,216 167,537 -281
Apr11 101220 92.15 92.93 91.21 92.81 +0.95 28,681 56,373 +2,235
May11 101220 92.32 93.05 91.35 92.94 +0.93 18,431 39,159 -421
Jun11 101220 92.42 93.18 91.48 93.07 +0.93 25,580 63,280 +1,869
Jul11 101220 92.51 93.20 91.83 93.14 +0.93 3,870 20,765 -3
Aug11 101220 92.54 93.25 91.75 93.18 +0.93 2,690 11,627 -34
Sep11 101220 92.30 93.27 91.80 93.20 +0.92 2,732 15,202 -748
Oct11 101220 92.42 93.30 91.86 93.24 +0.92 3,301 8,626 +98
Nov11 101220 93.26 93.26 93.26 93.26 +0.91 1,771 10,257 -468
Dec11 101220 92.71 93.45 91.82 93.30 +0.90 12,596 84,819 -122
Jan12 101220 93.32 93.32 93.32 93.32 +0.90 1,216 9,091 -745
Feb12 101220 93.32 93.32 93.32 93.32 +0.90 48 5,675 +0
Mar12 101220 93.29 93.29 93.29 93.29 +0.90 0 3,627 +0
Total Volume and Open Interest 332,240 856,421 -20,300
Gas Oil(ICE)
Jan11 101220 766.75 774.25 760.50 764.25 -2.25 51,636 140,680 -8,603
Feb11 101220 771.75 779.00 765.25 769.00 -2.25 45,441 106,988 +4,241
Mar11 101220 775.50 781.75 768.25 771.75 -2.25 16,614 62,264 +2,102
Apr11 101220 773.50 783.00 769.25 772.75 -2.00 6,436 55,252 +597
May11 101220 777.25 780.75 770.75 774.25 -1.75 5,892 41,581 +533
Jun11 101220 779.25 783.50 772.25 776.25 -1.25 11,561 52,055 +1,680
Jul11 101220 778.25 785.25 775.00 778.75 -1.00 1,493 18,199 -11
Aug11 101220 781.00 787.50 777.75 781.50 -1.00 1,317 17,106 +59
Sep11 101220 783.75 790.00 780.25 784.00 -1.00 1,989 10,687 +124
Oct11 101220 786.50 790.00 781.50 785.50 -1.00 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 49 207 -32
Jan11 101220 2.241 2.249 2.233 2.244 +0.026 87 785 -37
Feb11 101220 2.225 2.239 2.225 2.237 +0.020 194 832 -45
Mar11 101220 2.250 2.250 2.245 2.246 +0.017 76 1,051 +11
Apr11 101220 2.255 2.255 2.250 2.251 +0.017 48 636 -24
May11 101220 2.255 2.259 2.255 2.257 +0.013 78 423 -45
Jun11 101220 2.256 2.267 2.255 2.261 +0.011 76 518 -47
Jul11 101220 2.266 2.266 2.265 2.265 +0.005 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 81,033 30,718 -10,241
Feb11 101220 88.75 89.56 87.72 89.37 +0.77 72,246 106,155 +6,378
Mar11 101220 89.69 90.33 88.56 90.16 +0.79 39,230 72,708 +1,622
Apr11 101220 90.29 90.93 89.25 90.80 +0.85 15,932 35,387 +2,664
May11 101220 90.51 91.36 89.86 91.27 +0.91 9,662 15,326 +1,794
Jun11 101220 90.70 91.69 90.18 91.57 +0.92 19,352 54,373 +2,194
Jul11 101220 91.14 91.83 90.60 91.83 +0.94 3,184 15,380 +99
Aug11 101220 91.28 92.10 90.66 91.98 +0.93 1,633 11,937 -308
Sep11 101220 91.38 92.08 90.77 92.08 +0.92 1,345 14,508 -79
Oct11 101220 92.16 92.16 92.16 92.16 +0.92 1,515 8,981 -545
Nov11 101220 92.23 92.23 92.23 92.23 +0.91 1,423 8,793 +489
Dec11 101220 91.50 92.46 90.83 92.33 +0.92 14,646 61,591 +3,782
Jan12 101220 92.30 92.30 92.30 92.30 +0.94 759 4,891 +70
Feb12 101220 92.24 92.24 92.24 92.24 +0.95 0 1,179 +0
Mar12 101220 92.18 92.18 92.18 92.18 +0.96 0 3,160 +0
Apr12 101220 92.11 92.11 92.11 92.11 +0.96 0 734 +0
Total Volume and Open Interest 220,480 524,694 +13,275
US Dollar Index(ICE)
Mar11 101220 80.750 81.090 80.675 80.973 +0.220 17,544 24,295 -206
Jun11 101220 81.320 81.505 81.185 81.397 +0.245 1 559 +0
Sep11 101220 81.757 81.757 81.757 81.757 +0.245 0 2 +0
Total Volume and Open Interest 17,545 24,856 -206
Australian Dollar(CME)
Mar11 101220 97.67 98.47 97.60 98.38 +0.55 68,560 115,613 +2,007
Jun11 101220 96.84 97.25 96.70 97.25 +0.55 2 194 +2
Sep11 101220 96.03 96.03 95.48 96.03 +0.55 0 14 +0
Total Volume and Open Interest 68,562 115,964 +2,009
British Pound(CME)
Mar11 101220 155.08 155.67 154.67 154.95 -0.07 80,461 70,289 -593
Jun11 101220 154.83 155.37 154.72 154.80 -0.07 62 75 +5
Sep11 101220 154.89 154.89 154.59 154.59 -0.07 0 5 +0
Total Volume and Open Interest 80,523 70,401 -588
Canadian Dollar(CME)
Mar11 101220 98.59 98.80 97.77 98.07 -0.70 56,808 103,446 +866
Jun11 101220 98.41 98.54 97.60 97.85 -0.69 90 1,635 -23
Sep11 101220 97.40 98.26 97.40 97.61 -0.65 8 898 +6
Dec11 101220 97.17 97.99 97.15 97.36 -0.63 10 943 +3
Total Volume and Open Interest 56,916 106,926 +852
Japanese Yen(CME)
Mar11 101220 119.20 119.71 118.99 119.49 +0.17 101,600 90,895 -150
Jun11 101220 119.78 119.78 119.49 119.66 +0.17 18 279 -4
Sep11 101220 119.89 119.89 119.73 119.89 +0.16 0 9 +0
Total Volume and Open Interest 101,618 91,184 -154
Swiss Franc(CME)
Mar11 101220 103.17 103.97 103.02 103.63 +0.22 47,123 43,959 +1,449
Jun11 101220 103.76 103.76 103.54 103.76 +0.22 24 17 -17
Sep11 101220 103.92 103.92 103.70 103.92 +0.22      
Total Volume and Open Interest 47,148 43,978 +1,431
EuroFX(CME)
Mar11 101220 131.63 131.80 130.91 131.14 -0.59 271,206 152,207 +2,727
Jun11 101220 131.56 131.66 130.89 131.06 -0.60 135 351 -16
Sep11 101220 130.61 131.56 130.61 130.96 -0.60 7 34 +5
Total Volume and Open Interest 271,351 152,603 +2,716
Mexican Peso(CME)
Jan11 101220 806.5 806.5 806.2 806.5 +0.2      
Feb11 101220 804.5 804.5 804.2 804.5 +0.2      
Total Volume and Open Interest 21,168 114,209 -327
30-Year T-Bonds(CBOT)
Dec10 101220 122~080 122~080 122~080 122~080 -0~190      
Mar11 101220 121~070 122~020 120~130 120~240 -0~200 284,514 550,410 -3,806
Jun11 101220 120~150 120~150 119~070 119~070 -0~210 8 607 -5
Total Volume and Open Interest 288,829 564,699 -10,749
10-Year T-Notes(CBOT)
Dec10 101220 121~150 121~300 121~060 121~085 -0~045 4,072 5,895 -2,355
Mar11 101220 120~075 120~260 119~295 120~025 -0~055 1,159,474 1,374,056 +12,690
Jun11 101220 119~125 119~125 118~285 118~285 -0~055 1 42 +1
Total Volume and Open Interest 1,163,549 1,379,997 +10,334
5-Year T-Notes(CBOT)
Dec10 101220 118~089 118~089 118~089 118~089 +0~002 3,339 19,731 +19,731
Mar11 101220 117~070 117~121 117~065 117~078 +0~002 547,215 993,178 +4,965
Jun11 101220 116~102 116~102 116~100 116~102 +0~002 2 0 +0
Total Volume and Open Interest 550,556 1,012,909 +3,944
2 Year T-Notes(CBOT)
Dec10 101220 109~076 109~076 109~076 109~076 +0~001      
Mar11 101220 109~039 109~050 109~036 109~043 +0~001 192,860 642,272 +895
Jun11 101220 109~018 109~018 109~017 109~018 +0~001 0 25 +0
Total Volume and Open Interest 197,512 662,673 +1,529
Eurodollars(CME)
Mar11 101220 99.590 99.590 99.565 99.580 unch 335,279 1,131,962 -24,436
Jun11 101220 99.475 99.485 99.450 99.470 unch 313,225 1,029,301 +19,942
Sep11 101220 99.330 99.355 99.315 99.335 unch 312,611 896,850 -8,987
Dec11 101220 99.150 99.190 99.140 99.170 +0.010 304,812 751,963 +1,254
Mar12 101220 98.950 99.010 98.945 98.980 +0.015 322,538 800,756 -11,024
Jun12 101220 98.715 98.785 98.700 98.750 +0.020 269,732 498,480 -875
Sep12 101220 98.460 98.560 98.460 98.515 +0.025 248,061 374,914 -10,203
Dec12 101220 98.250 98.310 98.210 98.265 +0.035 221,731 302,093 +12,206
Mar13 101220 97.945 98.060 97.945 98.010 +0.045 119,874 191,414 +735
Jun13 101220 97.695 97.800 97.690 97.740 +0.050 95,698 161,464 +3,010
Sep13 101220 97.430 97.545 97.430 97.480 +0.055 89,790 180,170 -2,075
Dec13 101220 97.165 97.285 97.160 97.210 +0.055 82,499 135,149 +892
Mar14 101220 96.935 97.055 96.935 96.970 +0.050 37,050 110,318 +715
Jun14 101220 96.730 96.820 96.695 96.725 +0.045 33,127 109,315 +1,402
Sep14 101220 96.485 96.590 96.460 96.490 +0.040 29,347 73,107 +881
Dec14 101220 96.250 96.360 96.230 96.250 +0.030 28,872 75,353 +87
Mar15 101220 96.045 96.165 96.030 96.050 +0.025 16,732 52,083 -335
Jun15 101220 4.115 4.235 4.095 4.115 +0.020 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 101220 99.823 99.823 99.820 99.823 unch 5,949 99,582 +1,227
Jan11 101220 99.820 99.825 99.815 99.820 unch 2,345 65,811 +1,024
Feb11 101220 99.815 99.820 99.815 99.815 unch 2,887 57,756 +811
Mar11 101220 99.810 99.820 99.810 99.815 unch 3,450 38,800 +32
Apr11 101220 99.815 99.820 99.810 99.815 unch 3,152 37,362 -69
May11 101220 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 101220 99.645 99.645 99.645 99.645 unch 200 1,039 +153
Jun11 101220 99.630 99.630 99.630 99.630 -0.010 0 175 +0
Sep11 101220 99.615 99.615 99.615 99.615 -0.010      
Dec11 101220 99.605 99.605 99.605 99.605 -0.010 0 75 +0
Mar12 101220 99.595 99.595 99.595 99.595 -0.010      
Jun12 101220 99.640 99.640 99.640 99.640 -0.010      
Sep12 101220 99.590 99.590 99.590 99.590 -0.010      
Dec12 101220 99.285 99.285 99.285 99.285 -0.010      
Mar13 101220 99.285 99.285 99.285 99.285 -0.010      
Jun13 101220 99.240 99.240 99.240 99.240 -0.010      
Total Volume and Open Interest 200 1,289 +153
3-Mth Euro-Yen(SGX)
Mar11 101220 99.64 99.64 99.64 99.64 unch 262 1,994 +100
Jun11 101220 99.63 99.63 99.63 99.63 -0.01 0 1,364 +0
Sep11 101220 99.61 99.61 99.61 99.61 -0.01 0 1,033 +0
Dec11 101220 99.61 99.61 99.61 99.61 -0.01 0 385 +0
Mar12 101220 99.60 99.60 99.60 99.60 -0.01 0 305 +0
Jun12 101220 99.64 99.64 99.64 99.64 -0.01 0 754 +0
Sep12 101220 99.59 99.59 99.59 99.59 -0.01 0 310 +0
Dec12 101220 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 101220 139.66 140.15 139.66 139.91 +0.81 4,802 12,011 +262
Jun11 101220 137.82 137.82 137.82 137.82 +0.17      
Sep11 101220 135.73 135.73 135.73 135.73 +0.17      
Total Volume and Open Interest 2,939 11,682 -329
Euro-Bund(EUREX)
Mar11 101220 124.91 125.34 124.67 125.30 +0.92 554,723 900,600 +7,515
Jun11 101220 123.45 123.87 123.40 123.87 +0.92 75 561 +9
Sep11 101220 123.83 123.83 123.83 123.83 +0.92      
Total Volume and Open Interest 554,798 901,161 +7,524
Euro-Bobl(EUREX)
Mar11 101220 117.93 118.30 117.80 118.26 +0.50 300,291 656,132 +8,836
Jun11 101220 116.70 116.83 116.70 116.83 +0.48 32 33 +0
Sep11 101220 116.81 116.81 116.81 116.81 +0.50      
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 21 7,504 -1
Mar11 101220 98.885 98.885 98.875 98.875 -0.010 12 7,580 +11
Jun11 101220 98.730 98.730 98.725 98.725 -0.005 552 9,812 +501
Total Volume and Open Interest 1,205 26,397 +1,086
Long Gilt(LIFFE)
Dec10 101220 119~28 119~30 119~28 119~30 +0~23 210 3,685 -210
Mar11 101220 118~12 118~22 118~03 118~21 +0~23 112,765 253,563 +10,174
Total Volume and Open Interest 112,975 257,248 +9,964
3-Mth Short Sterling(LIFFE)
Mar11 101220 99.16 99.16 99.13 99.14 unch 35,321 284,018 +2,494
Jun11 101220 98.99 98.99 98.95 98.97 unch 46,468 233,269 +687
Sep11 101220 98.80 98.81 98.77 98.80 +0.01 51,889 204,939 +377
Dec11 101220 98.58 98.61 98.56 98.59 +0.02 68,136 251,824 +6,134
Mar12 101220 98.38 98.40 98.34 98.38 +0.03 48,150 213,306 -6,789
Jun12 101220 98.14 98.17 98.09 98.13 +0.03 51,405 121,274 -16,708
Total Volume and Open Interest 397,863 1,664,582 -14,840
3-Mth Euribor(LIFFE)
Mar11 101220 98.885 98.895 98.870 98.875 -0.010 78,568 529,318 +7,699
Jun11 101220 98.730 98.740 98.715 98.725 -0.005 69,926 461,375 +7,944
Sep11 101220 98.590 98.590 98.555 98.580 +0.010 71,710 339,233 -68
Total Volume and Open Interest 610,153 2,528,648 +23,123
3-Mth Aus T-Bills(SFE)
Mar11 101220 94.92 94.93 94.91 94.93 +0.01 13,084 196,061 +3,560
Jun11 101220 94.76 94.79 94.76 94.79 +0.02 11,463 112,437 +1,733
Sep11 101220 94.61 94.65 94.61 94.65 +0.03 6,953 71,683 +1,493
Dec11 101220 94.50 94.55 94.50 94.54 +0.03 3,418 47,818 +476
Mar12 101220 94.42 94.49 94.42 94.47 +0.04 1,685 42,346 -103
Jun12 101220 94.36 94.44 94.36 94.42 +0.04 1,098 38,263 -175
Sep12 101220 94.31 94.38 94.31 94.38 +0.04 695 19,163 -48
Dec12 101220 94.32 94.33 94.30 94.33 +0.03 869 7,269 -171
Mar13 101220 94.28 94.30 94.28 94.30 +0.04 8 2,540 +3
Jun13 101220 94.17 94.23 94.17 94.23 +0.04 10 575 +5
Total Volume and Open Interest 39,288 538,981 +6,773
10-Year Aus T-Bonds(SFE)
Mar11 101220 94.37 94.45 94.36 94.43 +0.06 34,854 345,591 -2,257
Jun11 101220 94.43 94.43 94.43 94.43 +0.04      
Total Volume and Open Interest 34,854 345,591 -2,257
3-Year Aus T-Bonds(SFE)
Mar11 101220 94.70 94.74 94.69 94.74 +0.04 95,066 384,262 +15,589
Jun11 101220 94.74 94.74 94.74 94.74 +0.02      
Total Volume and Open Interest 95,066 384,262 +15,589
Gold(CMX)
Dec10 101220 1379.5 1386.7 1376.5 1385.5 +6.9 228 615 -150
Feb11 101220 1377.0 1388.9 1376.6 1386.1 +6.9 179,528 352,764 -5,927
Apr11 101220 1379.7 1390.7 1378.8 1388.3 +6.9 10,270 49,980 -1,472
Jun11 101220 1383.9 1391.6 1382.0 1390.5 +6.9 1,944 34,045 -423
Aug11 101220 1388.8 1393.0 1387.9 1392.6 +6.8 436 15,096 +34
Oct11 101220 1394.9 1395.2 1394.7 1394.9 +6.8 402 11,700 +169
Dec11 101220 1395.9 1399.0 1390.3 1397.4 +6.8 4,042 27,005 +640
Feb12 101220 1400.1 1400.1 1400.1 1400.1 +6.7 145 6,623 +26
Apr12 101220 1403.0 1403.0 1403.0 1403.0 +6.6 100 5,239 +1
Jun12 101220 1406.2 1406.2 1406.2 1406.2 +6.6 57 12,203 +25
Aug12 101220 1409.7 1409.7 1409.7 1409.7 +6.5 0 6,086 +0
Oct12 101220 1413.5 1413.5 1413.5 1413.5 +6.3 100 1,080 +0
Total Volume and Open Interest 208,180 583,741 -9,316
Silver(CMX)
Dec10 101220 2936.5 2936.5 2888.0 2933.5 +22.2 61 360 -13
Mar11 101220 2924.0 2956.0 2881.0 2935.5 +22.2 65,070 74,923 +46
May11 101220 2930.0 2956.5 2888.0 2940.5 +22.2 1,837 12,490 +82
Jul11 101220 2950.0 2957.0 2904.5 2945.2 +22.1 567 8,972 -18
Sep11 101220 2950.0 2950.0 2905.5 2950.0 +22.0 136 6,214 +26
Dec11 101220 2969.5 2974.0 2945.0 2957.0 +21.6 506 12,278 +223
Mar12 101220 2963.5 2963.5 2963.5 2963.5 +21.5 16 374 +0
Total Volume and Open Interest 69,294 130,865 +533
Platinum(NYMEX)
Jan11 101220 1705.5 1712.7 1698.4 1710.7 +12.2 7,386 19,801 -1,811
Apr11 101220 1710.4 1717.5 1705.0 1715.7 +12.2 2,860 16,793 +2,553
Jul11 101220 1713.8 1718.3 1713.8 1718.3 +12.1 3 476 +0
Oct11 101220 1718.3 1718.3 1718.3 1718.3 +12.1 0 6 +0
Total Volume and Open Interest 10,249 37,077 +742
Palladium(NYMEX)
Dec10 101220 742.75 742.75 742.75 742.75 +5.15 0 37 +0
Mar11 101220 741.50 749.90 736.35 744.75 +6.15 2,850 22,560 +96
Jun11 101220 744.60 746.00 744.60 746.00 +6.35 4 392 +2
Total Volume and Open Interest 2,854 23,022 +98
Copper(CMX)
Dec10 101220 420.00 420.65 418.30 420.05 +4.75 624 2,172 -145
Mar11 101220 416.90 422.35 416.05 420.60 +4.70 28,448 115,163 +489
May11 101220 416.40 421.15 416.15 420.00 +4.75 899 25,878 -397
Jul11 101220 418.55 418.55 418.25 418.25 +4.75 625 7,355 +518
Sep11 101220 417.20 417.20 416.35 416.35 +4.80 103 5,029 +19
Total Volume and Open Interest 31,319 164,504 +435
DJIA Index(CBOT)
Mar11 101220 11440 11472 11378 11404 -26 1,630 5,060 +979
Jun11 101220 11350 11376 11350 11350 -26      
Sep11 101220 11284 11310 11284 11284 -26      
Dec11 101220 11229 11255 11229 11229 -26      
Total Volume and Open Interest 3,077 12,410  
S & P 500(CME)
Mar11 101220 1239.60 1245.50 1234.00 1241.20 +2.80 26,905 260,600 +9,924
Jun11 101220 1236.20 1240.50 1230.50 1236.20 +2.70 2 3,857 -7
Sep11 101220 1234.00 1235.70 1225.70 1231.40 +2.70 208 750 -5
Dec11 101220 1227.10 1231.40 1221.40 1227.10 +2.70 0 350 +0
Total Volume and Open Interest 52,710 417,630 -2,372
S & P 500 E-Mini(Globex)
Mar11 101220 1240.00 1245.75 1234.00 1241.25 +2.75 1,738,245 2,397,297 +152,244
Jun11 101220 1234.75 1240.50 1229.50 1236.25 +2.75 276 1,460 +93
Total Volume and Open Interest 2,056,321 3,557,127 +133,302
NASDAQ 100(CME)
Mar11 101220 2216.30 2229.50 2205.00 2220.30 +7.00 2,404 8,812 +2,009
Jun11 101220 2217.30 2220.00 2209.00 2217.30 +6.80      
Sep11 101220 2214.80 2217.50 2214.80 2214.80 +6.80      
Total Volume and Open Interest 6,287 33,868 +893
NASDAQ 100 E-Mini(Globex)
Mar11 101220 2216.00 2230.00 2205.50 2220.30 +7.00 243,753 333,822 +24,885
Jun11 101220 2213.50 2225.50 2203.80 2217.30 +6.80 1 14 -76
Total Volume and Open Interest 310,429 545,564 +21,325
S & P Midcap 400(CME)
Mar11 101220 903.00 904.00 899.70 899.70 +1.60 324 1,001 +241
Jun11 101220 896.60 896.90 896.60 896.60 +1.60      
Sep11 101220 895.20 895.50 895.20 895.20 +1.60      
Total Volume and Open Interest 1,489 4,501 +907
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 101220 10360 10365 10220 10305 -45 7,010 37,721 +886
Jun11 101220 10285 10330 10285 10285 -45 2 3 +1
Total Volume and Open Interest 7,012 37,724 +887
Nikkei 225(SGX)
Mar11 101220 10295 10315 10175 10240 -60 64,837 195,009 +734
Jun11 101220 10165 10170 10130 10170 -55 4 2,213 +0
Sep11 101220 10170 10170 10170 10170 -55      
Total Volume and Open Interest 66,861 208,844 +734
CAC 40(EURONEXT)
Jan11 101220 3876.5 3923.0 3866.0 3888.5 +16.5 77,302 337,840 +41,251
Feb11 101220 3875.0 3918.5 3875.0 3891.0 +16.5 6 80 +0
Mar11 101220 3882.0 3925.0 3881.5 3892.5 +14.5 929 43,535 +588
Total Volume and Open Interest 217,127 575,107 -76,361
Hang Seng Index(HKFE)
Dec10 101220 22690 22742 22367 22698 +26 74,075 88,622 -2,378
Jan11 101220 22700 22744 22384 22698 +27 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 -14.0 235,531 116,469 -56,680
Mar11 101220 7005.0 7086.5 7003.0 7037.0 +27.5 99,516 175,733 +42,695
Jun11 101220 7028.5 7109.0 7028.5 7060.5 +27.5 7,575 9,702 +37
Total Volume and Open Interest 283,896 270,783 +11,611
FT-SE 100(EURONEXT)
Mar11 101220 5838.50 5882.00 5827.00 5857.00 +29.50 114,423 646,928 +55,450
Jun11 101220 5814.50 5814.50 5814.50 5814.50 +29.00 149 1,243 +136
Sep11 101220 5782.50 5782.50 5782.50 5782.50 +24.00 0 10 +0
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 84,832 183,231 -32,317
Mar11 101220 4765.0 4780.0 4724.0 4729.0 -30.0 22,153 182,235 +1,575
Jun11 101220 4756.0 4756.0 4756.0 4756.0 -28.0 150 2,506 +125
Total Volume and Open Interest 22,503 187,934 -63,457
GSCI(CME)
Jan11 101220 617.50 618.00 609.50 617.50 +7.50 145 14,723 +25
Feb11 101220 621.00 621.00 612.50 621.00 +8.00 2 0 +0
Mar11 101220 622.00 622.00 613.50 622.00 +8.00      
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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