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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 21, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101221 1315.25 1328.00 1311.50 1326.25 +11.00 88,360 112,050 -8,636
Mar11 101221 1327.00 1339.50 1323.00 1337.50 +10.50 66,849 262,160 +12,303
May11 101221 1334.25 1346.75 1331.00 1344.50 +9.75 19,388 85,398 +1,049
Jul11 101221 1337.00 1348.25 1334.00 1346.25 +8.75 16,485 67,870 -224
Aug11 101221 1313.25 1322.25 1313.25 1322.25 +9.00 325 2,181 -47
Sep11 101221 1283.00 1286.25 1277.00 1285.50 +8.50 457 2,831 -266
Nov11 101221 1242.00 1253.25 1238.00 1249.75 +7.25 8,543 106,435 +1,559
Total Volume and Open Interest 202,307 656,932 +6,211
Soybean Meal(CBOT)
Jan11 101221 351.00 353.50 349.90 352.60 +1.10 26,113 29,443 -5,228
Mar11 101221 355.40 357.40 354.00 356.40 +0.90 26,312 78,815 +5,517
May11 101221 356.70 357.70 354.60 357.00 +0.90 3,343 28,716 -110
Jul11 101221 356.30 358.40 355.10 357.60 +1.00 3,251 20,019 -25
Aug11 101221 346.80 349.40 346.80 348.40 +0.80 333 6,032 +85
Sep11 101221 336.00 339.00 336.00 336.60 +0.40 320 5,789 +36
Oct11 101221 320.50 321.50 320.10 320.10 -0.40 236 4,899 +94
Dec11 101221 317.10 318.40 316.10 317.10 -0.50 855 18,695 +282
Total Volume and Open Interest 60,925 195,094 +634
Soybean Oil(CBOT)
Jan11 101221 54.95 55.68 54.75 55.56 +0.58 36,900 48,022 -4,405
Mar11 101221 55.40 56.19 55.25 56.09 +0.60 36,556 175,993 +5,385
May11 101221 55.74 56.56 55.66 56.44 +0.58 6,724 42,338 +298
Jul11 101221 55.92 56.74 55.85 56.59 +0.51 5,248 39,598 +142
Aug11 101221 56.66 56.66 56.08 56.58 +0.50 460 4,637 +239
Sep11 101221 56.53 56.56 56.03 56.53 +0.50 394 5,250 +30
Oct11 101221 56.47 56.48 56.28 56.40 +0.52 338 7,431 +78
Dec11 101221 55.87 56.60 55.70 56.41 +0.53 1,355 25,686 +396
Total Volume and Open Interest 88,168 349,704 +2,210
Canola(WCE)
Jan11 101221 567.0 572.3 567.0 569.4 +2.8 11,218 35,821 -8,877
Mar11 101221 575.0 580.0 575.0 576.4 +2.0 13,116 93,745 +7,702
May11 101221 579.0 584.3 578.6 579.3 +0.7 808 8,408 +373
Jul11 101221 578.8 583.7 578.8 579.9 +1.4 963 15,669 -143
Nov11 101221 521.1 526.5 521.1 522.0 +0.5 1,758 35,704 +1,208
Total Volume and Open Interest 28,195 191,967 +534
Corn(CBOT)
Mar11 101221 599.00 604.00 598.00 602.25 +2.75 93,069 733,741 +8,179
May11 101221 606.50 611.75 605.75 610.25 +3.25 18,668 190,686 +731
Jul11 101221 611.00 615.50 609.25 614.25 +3.25 22,159 228,805 -302
Sep11 101221 561.00 568.25 561.00 568.25 +4.75 1,498 41,901 +41
Dec11 101221 541.50 546.50 541.00 545.75 +3.00 17,068 258,264 +2,223
Mar12 101221 547.50 554.00 547.50 553.75 +3.00 1,066 19,315 +238
Total Volume and Open Interest 155,564 1,516,014 +11,540
Wheat(CBOT)
Mar11 101221 770.75 772.00 762.00 765.00 -4.50 26,319 225,402 +1,530
May11 101221 796.00 799.25 789.75 792.50 -4.00 4,155 63,460 +678
Jul11 101221 807.00 811.75 803.25 806.25 -1.50 2,923 103,566 +248
Sep11 101221 820.50 824.75 817.75 820.00 -0.75 552 17,510 +120
Dec11 101221 835.50 839.50 830.75 834.75 -1.00 1,485 55,629 +280
Total Volume and Open Interest 35,699 479,655 +2,955
Wheat(KCBT)
Mar11 101221 826.25 833.00 823.50 826.50 +0.50 7,779 112,648 +533
May11 101221 835.50 841.25 834.25 834.75 unch 1,768 25,864 +289
Jul11 101221 840.25 847.00 838.75 840.75 +0.75 2,514 53,913 +439
Sep11 101221 848.00 855.00 847.75 848.75 +0.75 781 13,121 +15
Dec11 101221 856.25 863.00 855.50 856.75 +0.75 552 10,501 +32
Total Volume and Open Interest 13,671 218,244 +1,391
Wheat(MGE)
Dec10 101214 831.25 831.25 831.25 831.25 -27.50 16 14 -12
Mar11 101221 859.50 865.00 856.25 857.75 -1.75 3,088 28,962 -224
May11 101221 867.00 872.75 863.75 864.25 -3.75 806 11,921 +0
Jul11 101221 870.00 874.50 865.00 867.00 -1.50 554 8,669 +80
Sep11 101221 856.75 865.75 856.00 858.75 -0.50 296 8,725 +76
Total Volume and Open Interest 5,098 67,378 -71
Oats(CBOT)
Mar11 101221 390.00 396.25 389.00 394.25 +3.75 533 9,737 -155
May11 101221 397.00 399.00 395.00 398.50 +3.50 5 666 +1
Jul11 101221 401.00 403.00 399.50 401.50 +2.00 34 243 +1
Sep11 101221 338.25 338.25 338.25 338.25 unch 0 2 +0
Total Volume and Open Interest 577 11,623 -152
Rough Rice(CBOT)
Jan11 101221 13.77 13.94 13.62 13.64 -0.11 1,116 5,235 -749
Mar11 101221 14.06 14.24 13.91 13.93 -0.11 1,174 9,348 +958
May11 101221 14.48 14.48 14.21 14.21 -0.11 30 1,491 +22
Jul11 101221 14.77 14.77 14.47 14.47 -0.11 17 1,584 +5
Total Volume and Open Interest 2,337 18,368 +236
Live Cattle(CME)
Dec10 101221 102.550 103.300 102.200 102.850 +0.065 2,592 10,949 -1,296
Feb11 101221 105.250 106.285 104.830 105.800 +0.570 15,630 151,081 -249
Apr11 101221 108.750 110.000 108.635 109.535 +0.735 6,885 85,189 -481
Jun11 101221 106.430 107.700 106.400 107.135 +0.455 3,286 44,851 +748
Aug11 101221 107.150 108.200 107.035 107.650 +0.350 1,560 15,995 +744
Oct11 101221 109.430 110.350 109.400 110.135 +0.455 854 9,980 +285
Total Volume and Open Interest 32,295 326,465 +255
Feeder Cattle(CME)
Jan11 101221 120.730 121.730 120.330 121.350 +0.620 2,403 8,466 -612
Mar11 101221 122.000 123.385 121.750 122.980 +0.800 3,464 18,662 +1,948
Apr11 101221 122.500 123.800 122.135 123.450 +0.950 766 4,127 +67
May11 101221 122.750 124.035 122.500 123.785 +0.835 365 5,368 +139
Aug11 101221 123.300 124.300 123.000 124.035 +0.535 510 5,386 +325
Sep11 101221 122.100 123.200 122.100 123.200 +0.600 49 434 +34
Oct11 101221 121.500 122.300 121.500 122.300 +0.700 36 120 +25
Total Volume and Open Interest 7,614 42,619 +1,942
Lean Hogs(CME)
Feb11 101221 75.785 76.350 75.385 75.975 -0.105 9,597 81,884 -1,492
Apr11 101221 80.300 80.800 79.900 80.400 -0.150 2,587 51,471 -46
May11 101221 86.750 87.035 86.500 87.035 -0.115 73 1,701 +6
Jun11 101221 89.635 90.135 89.400 89.600 -0.380 1,219 33,114 +223
Jul11 101221 89.035 89.350 88.785 89.200 -0.050 188 7,488 +60
Aug11 101221 88.635 88.850 88.150 88.600 -0.185 138 8,733 +50
Oct11 101221 79.000 79.330 78.750 79.330 -0.145 54 5,548 +33
Dec11 101221 76.000 76.400 75.975 76.400 +0.100 75 2,110 +24
Total Volume and Open Interest 13,982 192,756 -1,128
Class III Milk(CME)
Dec10 101221 13.73 13.75 13.73 13.74 unch 36 5,875 +9
Jan11 101221 13.07 13.20 13.00 13.16 +0.04 186 4,610 +37
Feb11 101221 13.32 13.43 13.15 13.39 +0.02 212 4,560 +79
Mar11 101221 13.72 13.82 13.58 13.72 -0.03 46 3,379 +31
Apr11 101221 14.09 14.25 14.09 14.24 +0.04 23 2,477 +16
Total Volume and Open Interest 692 32,083 +285
Cocoa(ICE)
Mar11 101221 2958 2996 2950 2975 +17 8,781 68,559 -72
May11 101221 2983 3012 2976 2993 +17 779 22,789 +58
Jul11 101221 3008 3020 2991 3008 +17 459 11,882 -25
Sep11 101221 3012 3033 3000 3020 +16 229 6,750 +80
Dec11 101221 3024 3044 3024 3038 +17 241 11,291 -10
Mar12 101221 3100 3100 3100 3100 +19 307 11,023 +198
May12 101221 3097 3097 3097 3097 +20 0 4,147 +0
Total Volume and Open Interest 10,796 138,296 +229
Coffee "C"(ICE)
Dec10 101220 224.80 225.45 223.85 224.65 -0.60 90 96 -31
Mar11 101221 224.55 235.30 223.60 233.85 +9.20 8,392 89,240 -1,221
May11 101221 225.90 236.50 225.25 235.25 +9.15 2,018 26,216 +5
Jul11 101221 224.85 234.85 224.00 233.90 +9.00 384 8,254 +10
Sep11 101221 221.20 230.65 221.05 230.10 +8.45 135 4,304 -8
Dec11 101221 217.15 225.65 217.00 225.25 +7.55 25 6,648 +10
Total Volume and Open Interest 10,978 135,901 -1,294
Orange Juice(ICE)
Jan11 101221 157.70 162.75 156.60 161.95 +3.45 2,013 6,377 -1,122
Mar11 101221 157.95 161.60 156.50 159.95 +1.05 1,799 16,685 +1,058
May11 101221 159.45 162.15 158.00 160.95 +0.90 46 3,798 -3
Jul11 101221 160.10 162.95 159.55 161.95 +0.65 158 2,398 -121
Sep11 101221 162.90 162.90 162.90 162.90 +0.75 16 372 +8
Nov11 101221 162.95 162.95 162.95 162.95 +0.95 1 55 +1
Total Volume and Open Interest 4,033 29,708 -179
Sugar #11(ICE)
Mar11 101221 32.89 33.65 32.50 33.02 +0.06 34,676 244,115 +33
May11 101221 29.56 30.16 29.14 29.55 -0.02 12,897 113,603 +499
Jul11 101221 25.90 26.40 25.49 25.83 -0.13 10,327 99,951 -338
Oct11 101221 23.85 24.30 23.10 23.79 -0.14 4,335 57,975 +49
Mar12 101221 22.80 23.29 22.54 22.82 -0.15 2,303 47,112 -14
Total Volume and Open Interest 65,602 607,316 +432
London Cocoa(LCE)
Mar11 101221 2003 2018 1985 2008 +21 8,131 65,898 -807
May11 101221 2013 2025 1995 2016 +18 976 21,852 -25
Jul11 101221 2026 2033 2008 2028 +16 665 19,813 +256
Sep11 101221 2025 2045 2024 2034 +14 184 13,140 +88
Dec11 101221 2035 2050 2032 2042 +15 149 17,337 +90
Mar12 101221 2052 2057 2051 2057 +15 2,139 17,369 +2,042
May12 101221 2055 2065 2055 2062 +14 9 3,141 +0
Total Volume and Open Interest 12,253 158,974 +1,644
London Sugar(LCE)
Mar11 101221 798.00 815.00 795.60 810.30 +12.20 2,749 28,428 -15
May11 101221 764.80 777.40 761.80 775.60 +12.30 836 10,143 +100
Aug11 101221 686.10 697.00 685.80 694.50 +7.60 299 7,388 +98
Oct11 101221 628.70 635.70 626.30 633.10 +7.60 64 2,218 +21
Dec11 101221 608.50 614.30 606.00 611.70 +8.80 12 873 +5
Total Volume and Open Interest 3,961 49,627 +210
Cotton(ICE)
Mar11 101221 159.12 159.12 156.70 159.12 +5.00 5,047 105,747 -625
May11 101221 146.89 147.39 141.87 144.69 +2.30 1,651 21,922 +62
Jul11 101221 130.24 133.93 128.53 131.35 +2.42 2,119 30,025 +431
Oct11 101221 115.00 117.00 109.16 110.60 -1.83 2 163 +1
Dec11 101221 98.68 100.48 96.53 97.47 -1.45 4,960 41,058 +780
Mar12 101221 95.00 95.99 92.40 92.40 -1.41 16 876 +1
Total Volume and Open Interest 13,811 201,250 +657
Lumber(CME)
Jan11 101221 303.7 303.7 297.0 298.7 -8.3 259 1,768 -127
Mar11 101221 315.9 316.5 310.0 312.9 -7.1 711 5,521 +96
May11 101221 324.0 324.0 316.0 319.5 -4.4 339 1,852 +162
Jul11 101221 324.1 326.0 319.0 326.0 -2.5 108 651 +73
Total Volume and Open Interest 1,422 9,923 +208
Crude Oil(NYM)
Jan11 101220 88.18 88.98 87.26 88.81 +0.79 152,396 19,354 -43,195
Feb11 101221 89.22 90.10 89.06 89.82 +0.45 265,975 305,211 +4,616
Mar11 101221 90.05 90.90 89.85 90.64 +0.48 96,954 186,548 +3,405
Apr11 101221 90.68 91.51 90.49 91.27 +0.47 40,999 76,178 +3,609
May11 101221 91.58 91.96 91.03 91.72 +0.45 21,673 50,366 +4,342
Jun11 101221 91.49 92.23 91.20 92.01 +0.44 22,960 88,425 +835
Jul11 101221 91.95 92.28 91.60 92.24 +0.41 5,150 41,288 +1,429
Aug11 101221 91.96 92.40 91.91 92.37 +0.39 3,411 20,723 +54
Sep11 101221 92.27 92.57 91.97 92.46 +0.38 3,034 26,098 +189
Oct11 101221 92.05 92.56 92.05 92.53 +0.37 2,054 19,317 -226
Nov11 101221 92.57 92.59 92.57 92.59 +0.36 2,365 20,604 +389
Dec11 101221 92.41 92.85 91.92 92.67 +0.34 25,415 152,818 +673
Jan12 101221 92.62 92.62 92.62 92.62 +0.32 8,578 27,710 +5,929
Feb12 101221 92.54 92.54 92.54 92.54 +0.30 643 8,413 -86
Mar12 101221 92.46 92.46 92.46 92.46 +0.28 130 10,097 +36
Apr12 101221 92.37 92.37 92.37 92.37 +0.26 62 4,509 +7
Total Volume and Open Interest 520,984 1,357,430 +7,332
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 101221 89.175 90.100 89.050 89.825 +0.450 6,424 3,696 +139
Mar11 101221 90.150 90.900 89.825 90.650 +0.500 632 972 +291
Apr11 101221 91.150 91.300 91.150 91.275 +0.475 29 66 -5
May11 101221 91.725 91.725 91.725 91.725 +0.450 0 14 +0
Jun11 101221 92.000 92.000 92.000 92.000 +0.425 1 44 +0
Jul11 101221 92.250 92.250 92.250 92.250 +0.425 0 5 +0
Aug11 101221 92.375 92.375 92.375 92.375 +0.400 2 8 +2
Sep11 101221 92.450 92.450 92.450 92.450 +0.375 0 2 +0
Total Volume and Open Interest 7,088 5,041 +427
Heating Oil(NYM)
Jan11 101221 248.35 252.00 248.03 251.64 +2.69 34,941 50,523 -8,994
Feb11 101221 249.82 253.33 248.52 252.91 +2.53 39,666 82,376 +6,596
Mar11 101221 250.68 253.40 249.89 253.17 +2.44 7,647 49,799 +1,227
Apr11 101221 249.61 252.14 249.33 251.90 +2.32 5,192 25,604 +1,132
May11 101221 248.97 251.22 248.90 250.99 +2.29 3,804 17,858 +557
Jun11 101221 248.41 251.18 247.87 250.92 +2.26 5,339 36,300 +361
Jul11 101221 251.10 252.01 251.10 251.89 +2.19 500 8,345 -123
Aug11 101221 252.80 252.99 252.50 252.99 +2.20 698 4,519 -104
Sep11 101221 254.14 254.14 254.14 254.14 +2.25 770 4,238 +159
Oct11 101221 255.09 255.34 255.09 255.34 +2.27 295 3,821 +187
Nov11 101221 255.35 256.74 255.35 256.74 +2.21 145 3,632 +36
Dec11 101221 256.09 258.18 255.66 257.97 +2.17 416 14,818 +60
Total Volume and Open Interest 99,476 310,862 +1,099
Gasoline(NYMEX)
Jan11 101221 237.25 241.43 237.25 239.85 +2.07 33,104 41,636 -4,840
Feb11 101221 236.17 239.58 235.93 238.16 +1.96 41,056 83,958 +5,413
Mar11 101221 236.38 239.12 235.55 237.91 +1.74 18,172 44,787 +1,166
Apr11 101221 245.30 248.13 245.30 247.12 +1.46 6,622 31,085 +868
May11 101221 247.00 247.53 245.97 247.53 +1.35 3,400 14,104 +318
Jun11 101221 246.20 247.84 245.85 247.53 +1.31 3,852 18,091 +412
Jul11 101221 245.60 246.62 245.60 246.62 +1.25 270 4,687 +20
Aug11 101221 244.90 246.14 244.50 245.28 +1.11 163 5,463 -4
Sep11 101221 242.40 243.80 242.40 243.60 +1.01 80 2,805 +1
Oct11 101221 232.44 233.10 232.19 232.96 +0.92 70 3,145 +33
Total Volume and Open Interest 107,224 283,739 +3,595
e-miNY RBOB Gasoline(NYM)
Jan11 101221 239.90 239.90 239.85 239.90 +2.10 0 2 +0
Feb11 101221 238.20 238.20 238.16 238.20 +2.00 2 1 +0
Mar11 101221 237.90 237.91 237.90 237.90 +1.70 0 1 +0
Apr11 101221 247.10 247.12 247.10 247.10 +1.40 0 1 +0
Total Volume and Open Interest 2 9 +0
Natural Gas(NYM)
Jan11 101221 4.245 4.245 4.056 4.059 -0.178 112,664 59,020 -15,385
Feb11 101221 4.265 4.269 4.081 4.084 -0.180 63,713 150,885 +2,367
Mar11 101221 4.265 4.265 4.092 4.096 -0.164 32,185 161,315 +4,230
Apr11 101221 4.220 4.255 4.094 4.097 -0.152 18,918 85,128 +1,845
May11 101221 4.267 4.271 4.137 4.138 -0.145 6,712 38,976 +343
Jun11 101221 4.314 4.317 4.193 4.195 -0.141 5,791 17,740 +1,280
Jul11 101221 4.375 4.388 4.266 4.268 -0.138 3,173 15,248 +449
Aug11 101221 4.415 4.426 4.308 4.311 -0.136 4,299 16,346 +1,414
Sep11 101221 4.427 4.443 4.322 4.323 -0.135 2,788 12,156 +296
Oct11 101221 4.521 4.521 4.390 4.395 -0.132 7,498 51,377 +853
Nov11 101221 4.665 4.680 4.599 4.599 -0.114 1,593 21,090 +91
Dec11 101221 4.970 4.970 4.864 4.864 -0.105 2,086 19,509 -730
Jan12 101221 5.123 5.123 5.025 5.025 -0.104 3,904 32,598 +733
Feb12 101221 5.045 5.052 4.992 4.992 -0.100 120 6,765 -66
Mar12 101221 4.942 4.950 4.892 4.892 -0.096 179 17,064 -39
Apr12 101221 4.735 4.739 4.705 4.705 -0.083 273 13,489 -18
Total Volume and Open Interest 266,676 785,286 -2,696
Brent Crude Oil(ICE)
Feb11 101221 92.70 93.50 92.35 93.20 +0.46 106,864 258,570 +2,838
Mar11 101221 92.75 93.40 92.30 93.12 +0.40 42,242 175,578 +3,183
Apr11 101221 92.86 93.36 92.39 93.20 +0.39 18,186 67,083 -1,609
May11 101221 93.08 93.53 92.48 93.32 +0.38 9,842 40,578 +1,593
Jun11 101221 93.18 93.64 92.57 93.44 +0.37 15,506 65,992 +1,975
Jul11 101221 93.25 93.69 92.68 93.49 +0.35 4,210 22,179 +419
Aug11 101221 93.11 93.56 92.70 93.52 +0.34 2,469 11,630 -300
Sep11 101221 93.14 93.56 92.72 93.53 +0.33 1,585 15,367 +26
Oct11 101221 93.19 93.56 93.05 93.56 +0.32 1,297 8,662 +130
Nov11 101221 93.57 93.57 93.57 93.57 +0.31 1,484 10,373 +227
Dec11 101221 93.27 93.75 92.78 93.59 +0.29 9,046 86,358 +153
Jan12 101221 93.60 93.60 93.60 93.60 +0.28 486 9,000 -146
Feb12 101221 93.59 93.59 93.59 93.59 +0.27 114 5,699 +24
Mar12 101221 93.54 93.54 93.54 93.54 +0.25 0 3,627 +0
Total Volume and Open Interest 216,603 868,968 +9,059
Gas Oil(ICE)
Jan11 101221 770.00 779.00 769.00 776.75 +12.50 52,463 127,150 -9,101
Feb11 101221 775.50 784.00 774.00 781.75 +12.75 51,562 105,625 -1,744
Mar11 101221 779.75 786.75 776.75 784.75 +13.00 13,179 63,099 +2,593
Apr11 101221 779.50 787.25 778.25 786.00 +13.25 4,525 55,223 -78
May11 101221 781.75 787.75 779.00 787.25 +13.00 2,564 42,238 +5
Jun11 101221 782.75 791.00 781.50 789.25 +13.00 9,105 53,295 -20
Jul11 101221 787.00 791.75 784.00 791.75 +13.00 1,373 18,746 +280
Aug11 101221 789.50 794.50 787.00 794.50 +13.00 886 17,205 +174
Sep11 101221 792.25 797.00 789.00 797.00 +13.00 741 10,850 +166
Oct11 101221 793.50 798.50 790.25 798.50 +13.00 360 10,198 +148
Total Volume and Open Interest 140,310 615,526 -7,646
Ethanol(CBOT)
Dec10 101203 2.050 2.070 2.050 2.051 -0.024 83 136 -71
Jan11 101221 2.248 2.260 2.245 2.256 +0.012 131 681 -55
Feb11 101221 2.240 2.245 2.238 2.241 +0.004 120 734 -74
Mar11 101221 2.250 2.250 2.242 2.249 +0.003 16 1,061 +7
Apr11 101221 2.253 2.255 2.250 2.253 +0.002 20 662 +4
May11 101221 2.260 2.264 2.255 2.262 +0.005 12 419 +5
Jun11 101221 2.270 2.270 2.260 2.267 +0.006 7 534 +3
Jul11 101221 2.265 2.277 2.265 2.271 +0.006 13 676 +2
Total Volume and Open Interest 399 7,151 -52
WTI Crude Oil(ICE
Feb11 101221 89.29 90.10 89.04 89.82 +0.45 62,283 112,000 +3,909
Mar11 101221 90.25 90.90 89.84 90.64 +0.48 31,762 75,795 +2,414
Apr11 101221 90.97 91.32 90.53 91.27 +0.47 12,895 34,595 -556
May11 101221 91.34 91.77 91.06 91.72 +0.45 6,663 16,218 +963
Jun11 101221 91.80 92.05 91.29 92.01 +0.44 11,505 55,877 +1,073
Jul11 101221 91.91 92.24 91.68 92.24 +0.41 1,314 15,295 +0
Aug11 101221 92.15 92.37 92.15 92.37 +0.39 1,057 12,032 -48
Sep11 101221 92.20 92.46 92.20 92.46 +0.38 599 14,889 +109
Oct11 101221 92.33 92.53 92.33 92.53 +0.37 352 9,064 +25
Nov11 101221 92.59 92.59 92.59 92.59 +0.36 340 8,694 -77
Dec11 101221 92.56 92.83 92.04 92.67 +0.34 7,698 59,939 -439
Jan12 101221 92.62 92.62 92.62 92.62 +0.32 130 4,975 +61
Feb12 101221 92.54 92.54 92.54 92.54 +0.30 18 1,178 -8
Mar12 101221 92.46 92.46 92.46 92.46 +0.28 0 3,163 +0
Apr12 101221 92.37 92.37 92.37 92.37 +0.26 3 733 +0
May12 101221 92.29 92.29 92.29 92.29 +0.24 3 851 +0
Total Volume and Open Interest 140,062 510,562 +7,932
US Dollar Index(ICE)
Mar11 101221 80.955 81.185 80.575 81.070 +0.097 15,645 25,611 +100
Jun11 101221 81.105 81.510 81.100 81.510 +0.113 17 570 +8
Sep11 101221 81.870 81.870 81.870 81.870 +0.113 0 4 +0
Total Volume and Open Interest 15,662 26,185 +108
Australian Dollar(CME)
Mar11 101221 98.26 98.91 98.13 98.59 +0.21 58,153 112,140 +1,791
Jun11 101221 97.51 97.77 97.25 97.45 +0.20 2 190 -5
Sep11 101221 96.21 96.21 96.03 96.21 +0.18 0 14 +0
Total Volume and Open Interest 58,160 112,487 +1,786
British Pound(CME)
Mar11 101221 154.96 155.60 154.26 154.54 -0.41 68,381 70,432 -440
Jun11 101221 154.24 154.80 154.24 154.39 -0.41 27 92 +5
Sep11 101221 154.17 154.59 154.17 154.17 -0.42 2 6 +1
Total Volume and Open Interest 68,410 70,562 -434
Canadian Dollar(CME)
Mar11 101221 98.10 98.33 97.66 97.99 -0.08 65,292 91,378 -705
Jun11 101221 97.84 98.05 97.54 97.75 -0.10 268 1,851 +168
Sep11 101221 97.55 97.61 97.50 97.50 -0.11 27 933 +24
Dec11 101221 97.34 97.47 97.24 97.26 -0.10 49 993 +28
Total Volume and Open Interest 65,636 95,159 -485
Japanese Yen(CME)
Mar11 101221 119.48 119.90 119.29 119.50 +0.01 71,249 88,772 +1,920
Jun11 101221 119.98 120.05 119.66 119.67 +0.01 3 279 +0
Sep11 101221 119.90 119.90 119.89 119.90 +0.01 0 9 +0
Total Volume and Open Interest 71,252 89,061 +1,920
Swiss Franc(CME)
Mar11 101221 103.78 104.71 103.71 104.42 +0.79 27,319 44,184 +931
Jun11 101221 104.20 104.55 103.76 104.55 +0.79 4 23 +1
Sep11 101221 104.71 104.71 103.92 104.71 +0.79      
Total Volume and Open Interest 27,323 44,209 +932
EuroFX(CME)
Mar11 101221 131.18 131.99 130.69 130.88 -0.26 217,297 153,780 -3,479
Jun11 101221 131.65 131.80 130.64 130.79 -0.27 112 369 +17
Sep11 101221 131.00 131.00 130.68 130.68 -0.28 2 33 -1
Total Volume and Open Interest 217,691 154,473 -3,183
Mexican Peso(CME)
Jan11 101221 808.5 808.5 806.5 808.5 +2.0      
Feb11 101221 806.5 806.5 804.5 806.5 +2.0      
Total Volume and Open Interest 11,296 115,784 +910
30-Year T-Bonds(CBOT)
Dec10 101221 122~110 122~290 122~020 122~080 unch 4,426 8,191 -4,118
Mar11 101221 121~000 121~140 120~140 121~060 +0~140 211,121 532,221 -8,894
Jun11 101221 119~090 119~210 119~000 119~210 +0~140 5 610 +0
Total Volume and Open Interest 215,552 541,022 -13,012
10-Year T-Notes(CBOT)
Dec10 101221 121~150 121~235 121~080 121~080 -0~005 2,524 1,783 -1,516
Mar11 101221 120~045 120~155 119~275 120~075 +0~050 740,536 1,363,988 +27,510
Jun11 101221 118~245 119~015 118~245 119~015 +0~050 1 43 +1
Total Volume and Open Interest 743,061 1,365,818 +25,995
5-Year T-Notes(CBOT)
Dec10 101221 118~088 118~094 118~061 118~083 -0~006 4,157 17,767 -1,436
Mar11 101221 117~080 117~103 117~049 117~076 -0~002 389,877 1,004,714 +14,853
Jun11 101221 116~100 116~102 116~100 116~100 -0~002      
Total Volume and Open Interest 394,034 1,022,481 +13,417
2 Year T-Notes(CBOT)
Dec10 101221 109~072 109~076 109~069 109~069 -0~007 1,576 16,348 -2,650
Mar11 101221 109~041 109~045 109~033 109~037 -0~006 104,959 660,456 +3,518
Jun11 101221 109~012 109~018 109~012 109~012 -0~006 0 25 +0
Total Volume and Open Interest 106,535 676,829 +868
Eurodollars(CME)
Mar11 101221 99.580 99.595 99.575 99.590 +0.010 96,434 1,131,462 -3,103
Jun11 101221 99.465 99.495 99.455 99.485 +0.015 116,136 1,040,960 +2,008
Sep11 101221 99.330 99.365 99.315 99.355 +0.020 119,638 893,251 -6,503
Dec11 101221 99.170 99.200 99.140 99.185 +0.015 127,128 750,195 +2,935
Mar12 101221 98.970 99.010 98.945 98.990 +0.010 145,841 791,702 -848
Jun12 101221 98.750 98.780 98.705 98.750 unch 103,240 494,319 +806
Sep12 101221 98.515 98.545 98.465 98.510 -0.005 93,195 368,706 -3,755
Dec12 101221 98.260 98.300 98.205 98.255 -0.010 96,956 284,774 -6,569
Mar13 101221 98.010 98.050 97.950 98.000 -0.010 57,271 177,530 -6,446
Jun13 101221 97.745 97.790 97.685 97.740 unch 48,001 160,320 -4,424
Sep13 101221 97.485 97.535 97.420 97.485 +0.005 41,444 179,301 -1,995
Dec13 101221 97.210 97.270 97.150 97.220 +0.010 43,083 135,591 +959
Mar14 101221 96.975 97.030 96.910 96.985 +0.015 17,081 107,734 -1,704
Jun14 101221 96.735 96.790 96.660 96.740 +0.015 19,618 107,018 -2,234
Sep14 101221 96.470 96.550 96.425 96.505 +0.015 18,001 70,661 -2,628
Dec14 101221 96.245 96.310 96.185 96.270 +0.020 18,546 72,844 -792
Mar15 101221 96.040 96.110 95.990 96.070 +0.020 12,360 50,207 -456
Jun15 101221 4.110 4.180 4.055 4.135 +0.020 12,491 38,679 +216
Total Volume and Open Interest 1,214,978 7,067,084 -34,798
30 Day Federal Funds(CBOT)
Dec10 101221 99.817 99.823 99.817 99.820 -0.003 3,611 95,263 -1,144
Jan11 101221 99.820 99.820 99.815 99.820 unch 2,080 65,723 -448
Feb11 101221 99.815 99.820 99.810 99.815 unch 2,230 56,722 -1,087
Mar11 101221 99.815 99.815 99.810 99.815 unch 1,354 38,536 -384
Apr11 101221 99.815 99.815 99.810 99.815 unch 1,021 37,587 -4
May11 101221 99.805 99.810 99.805 99.805 unch 1,776 50,186 +379
Total Volume and Open Interest 20,002 572,373 -1,975
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 101221 99.650 99.650 99.650 99.650 +0.005 0 1,039 +0
Jun11 101221 99.635 99.635 99.635 99.635 +0.005 0 175 +0
Sep11 101221 99.620 99.620 99.620 99.620 +0.005      
Dec11 101221 99.610 99.610 99.610 99.610 +0.005 0 75 +0
Mar12 101221 99.600 99.600 99.600 99.600 +0.005      
Jun12 101221 99.645 99.645 99.645 99.645 +0.005      
Sep12 101221 99.595 99.595 99.595 99.595 +0.005      
Dec12 101221 99.290 99.290 99.290 99.290 +0.005      
Mar13 101221 99.290 99.290 99.290 99.290 +0.005      
Jun13 101221 99.245 99.245 99.245 99.245 +0.005      
Total Volume and Open Interest 0 1,289 +0
3-Mth Euro-Yen(SGX)
Mar11 101221 99.65 99.65 99.65 99.65 +0.01 0 1,994 +0
Jun11 101221 99.63 99.64 99.63 99.64 +0.01 0 1,389 +25
Sep11 101221 99.62 99.62 99.62 99.62 +0.01 0 1,064 +31
Dec11 101221 99.61 99.61 99.60 99.61 +0.00 0 560 +175
Mar12 101221 99.60 99.60 99.60 99.60 +0.00 0 305 +0
Jun12 101221 99.64 99.64 99.64 99.64 +0.00 0 754 +0
Sep12 101221 99.60 99.60 99.60 99.60 +0.01 0 310 +0
Dec12 101221 99.29 99.29 99.29 99.29 +0.00 0 3 +0
Total Volume and Open Interest 0 6,380 +231
Japanese Gov't Bonds(SGX)
Mar11 101221 139.79 140.02 139.57 139.77 -0.14 1,418 11,053 -401
Jun11 101221 137.68 137.68 137.68 137.68 -0.14      
Sep11 101221 135.59 135.59 135.59 135.59 -0.14      
Total Volume and Open Interest 1,418 11,053 -401
Euro-Bund(EUREX)
Mar11 101221 124.77 125.30 124.76 125.17 -0.13 459,842 923,677 +11,669
Jun11 101221 123.67 123.74 123.54 123.73 -0.14 32 558 -1
Sep11 101221 123.70 123.70 123.70 123.70 -0.13      
Total Volume and Open Interest 459,874 924,235 +11,668
Euro-Bobl(EUREX)
Mar11 101221 117.91 118.24 117.91 118.15 -0.11 300,894 697,641 +15,959
Jun11 101221 116.72 116.72 116.72 116.72 -0.11 40 47 +14
Sep11 101221 116.70 116.70 116.70 116.70 -0.11      
Total Volume and Open Interest 300,934 697,688 +15,973
3-Mth Euribor(EUREX)
Dec10 101213 98.975 98.975 98.970 98.975 +0.005 315 7,182 -322
Mar11 101221 98.885 98.885 98.885 98.885 +0.010 518 8,071 +492
Jun11 101221 98.730 98.730 98.730 98.730 +0.005 84 9,861 +1
Total Volume and Open Interest 743 27,011 +521
Long Gilt(LIFFE)
Dec10 101221 119~28 119~28 119~21 119~23 -0~08 30 3,652 -30
Mar11 101221 118~10 118~20 118~08 118~13 -0~08 62,164 245,785 -2,531
Total Volume and Open Interest 62,194 249,437 -2,561
3-Mth Short Sterling(LIFFE)
Mar11 101221 99.14 99.14 99.13 99.14 unch 15,566 285,609 +499
Jun11 101221 98.97 98.99 98.95 98.98 +0.01 16,905 229,595 +1,635
Sep11 101221 98.78 98.82 98.77 98.81 +0.01 18,123 197,983 -62
Dec11 101221 98.57 98.62 98.55 98.60 +0.01 22,346 244,554 -3,362
Mar12 101221 98.36 98.40 98.33 98.39 +0.01 28,467 225,275 +5,362
Jun12 101221 98.10 98.15 98.08 98.14 +0.01 26,711 126,909 +627
Total Volume and Open Interest 179,167 1,662,844 +6,914
3-Mth Euribor(LIFFE)
Mar11 101221 98.875 98.885 98.870 98.885 +0.010 69,045 515,976 -7,271
Jun11 101221 98.715 98.735 98.710 98.730 +0.005 38,474 460,369 -2,577
Sep11 101221 98.560 98.585 98.550 98.580 unch 40,796 332,695 +970
Total Volume and Open Interest 401,496 2,513,829 -16,371
3-Mth Aus T-Bills(SFE)
Mar11 101221 94.92 94.93 94.92 94.93 unch 5,043 190,179 -7,813
Jun11 101221 94.78 94.78 94.76 94.78 -0.01 4,327 111,073 -3,848
Sep11 101221 94.63 94.64 94.60 94.63 -0.02 2,884 72,058 +14
Dec11 101221 94.53 94.53 94.49 94.51 -0.03 1,632 48,041 -703
Mar12 101221 94.47 94.47 94.42 94.43 -0.04 469 40,948 -541
Jun12 101221 94.42 94.42 94.36 94.38 -0.04 753 36,969 -156
Sep12 101221 94.39 94.39 94.32 94.34 -0.04 958 19,099 +78
Dec12 101221 94.36 94.36 94.28 94.29 -0.04 40 7,991 -6
Mar13 101221 94.33 94.33 94.23 94.25 -0.05 12 2,547 +7
Jun13 101221 94.30 94.30 94.16 94.18 -0.05 10 579 -3
Total Volume and Open Interest 16,138 530,335 -12,971
10-Year Aus T-Bonds(SFE)
Mar11 101221 94.43 94.44 94.35 94.38 -0.05 25,007 346,489 -4,813
Jun11 101221 94.38 94.38 94.38 94.38 -0.05      
Total Volume and Open Interest 25,007 346,489 -4,813
3-Year Aus T-Bonds(SFE)
Mar11 101221 94.73 94.74 94.67 94.69 -0.05 66,809 392,145 -3,061
Jun11 101221 94.69 94.69 94.69 94.69 -0.05      
Total Volume and Open Interest 66,809 392,145 -3,061
Gold(CMX)
Dec10 101221 1385.8 1389.5 1381.5 1388.2 +2.7 125 456 -125
Feb11 101221 1386.1 1393.0 1381.4 1388.8 +2.7 96,158 348,393 -83
Apr11 101221 1387.7 1395.0 1383.8 1391.0 +2.7 2,975 49,743 -311
Jun11 101221 1388.9 1395.9 1386.6 1393.2 +2.7 2,384 33,871 -68
Aug11 101221 1394.7 1395.6 1390.8 1395.3 +2.7 362 15,338 +213
Oct11 101221 1397.6 1397.6 1397.6 1397.6 +2.7 121 12,265 +46
Dec11 101221 1396.5 1403.5 1395.7 1400.1 +2.7 1,787 26,513 -102
Feb12 101221 1402.8 1402.8 1402.8 1402.8 +2.7 0 6,622 +0
Apr12 101221 1405.8 1405.8 1405.8 1405.8 +2.8 55 5,343 +55
Jun12 101221 1409.1 1409.1 1409.1 1409.1 +2.9 357 13,008 -35
Aug12 101221 1412.6 1412.6 1412.6 1412.6 +2.9 0 6,086 +0
Oct12 101221 1416.4 1416.4 1416.4 1416.4 +2.9 0 1,080 +0
Total Volume and Open Interest 107,195 580,327 +535
Silver(CMX)
Dec10 101221 2928.0 2950.5 2920.0 2937.6 +4.1 127 418 +87
Mar11 101221 2941.0 2960.5 2905.0 2939.4 +3.9 44,861 74,963 -352
May11 101221 2948.5 2955.0 2913.5 2944.4 +3.9 3,666 12,693 +32
Jul11 101221 2952.5 2969.5 2922.5 2949.1 +3.9 1,153 9,368 +398
Sep11 101221 2951.0 2972.0 2932.5 2953.9 +3.9 24 6,214 +0
Dec11 101221 2950.0 2969.0 2948.0 2961.0 +4.0 319 12,436 +46
Mar12 101221 2967.5 2967.5 2967.5 2967.5 +4.0 0 374 +0
Total Volume and Open Interest 51,427 131,948 +129
Platinum(NYMEX)
Jan11 101221 1712.0 1724.1 1705.6 1721.9 +11.2 7,945 13,504 -3,440
Apr11 101221 1716.6 1729.3 1711.3 1727.1 +11.4 5,025 22,654 +3,876
Jul11 101221 1729.4 1729.9 1729.4 1729.9 +11.6 10 490 +10
Oct11 101221 1729.9 1729.9 1729.9 1729.9 +11.6 0 6 +0
Total Volume and Open Interest 12,984 36,655 +446
Palladium(NYMEX)
Dec10 101221 751.05 751.05 751.05 751.05 +8.30 0 23 -11
Mar11 101221 744.00 755.70 742.85 753.05 +8.30 1,629 22,020 +77
Jun11 101221 749.95 754.30 749.95 754.30 +8.30 3 465 +3
Total Volume and Open Interest 1,644 22,541 +69
Copper(CMX)
Dec10 101221 421.70 428.05 421.70 427.05 +7.00 313 1,527 -227
Mar11 101221 421.60 428.95 419.20 427.60 +7.00 25,382 115,655 -204
May11 101221 420.40 428.20 420.40 427.00 +7.00 670 26,247 +358
Jul11 101221 426.00 426.00 424.65 425.30 +7.05 153 7,263 -115
Sep11 101221 423.45 423.45 423.45 423.45 +7.10 122 5,125 +90
Total Volume and Open Interest 27,392 164,706 -117
DJIA Index(CBOT)
Mar11 101221 11415 11490 11408 11471 +67 225 5,136 +67
Jun11 101221 11412 11417 11350 11412 +62      
Sep11 101221 11351 11351 11284 11351 +67      
Dec11 101221 11296 11296 11229 11296 +67      
Total Volume and Open Interest 225 5,136 +67
S & P 500(CME)
Mar11 101221 1241.20 1251.30 1241.00 1250.70 +9.50 10,290 266,176 +6,927
Jun11 101221 1245.70 1246.20 1245.20 1245.70 +9.50 510 3,556 -351
Sep11 101221 1240.90 1241.40 1240.40 1240.90 +9.50 208 954 +204
Dec11 101221 1236.60 1237.10 1236.10 1236.60 +9.50 0 350 +0
Total Volume and Open Interest 11,008 271,036 +6,780
S & P 500 E-Mini(Globex)
Mar11 101221 1241.00 1251.25 1240.75 1250.75 +9.50 1,145,804 2,422,001 +29,305
Jun11 101221 1238.00 1246.25 1238.00 1245.75 +9.50 868 2,041 +89
Total Volume and Open Interest 1,146,677 2,424,064 +29,397
NASDAQ 100(CME)
Mar11 101221 2220.50 2237.00 2219.80 2235.30 +15.00 2,435 7,991 -916
Jun11 101221 2232.30 2232.30 2232.00 2232.30 +15.00      
Sep11 101221 2229.80 2229.80 2229.50 2229.80 +15.00      
Total Volume and Open Interest 2,435 7,991 -916
NASDAQ 100 E-Mini(Globex)
Mar11 101221 2220.00 2237.00 2219.30 2235.30 +15.00 172,358 330,887 -1,432
Jun11 101221 2215.80 2232.30 2215.30 2232.30 +15.00 184 50 +24
Total Volume and Open Interest 172,542 330,942 -1,408
S & P Midcap 400(CME)
Mar11 101221 904.00 909.00 904.00 908.10 +8.40 2 984 +2
Jun11 101221 905.00 905.60 905.00 905.00 +8.40      
Sep11 101221 903.80 904.20 903.80 903.80 +8.60      
Total Volume and Open Interest 2 984 +2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 101221 10310 10445 10305 10420 +115 5,452 38,636 +71
Jun11 101221 10400 10400 10285 10400 +115 0 3 +0
Total Volume and Open Interest 5,452 38,639 +71
Nikkei 225(SGX)
Mar11 101221 10240 10400 10210 10350 +110 76,461 210,717 +11,962
Jun11 101221 10190 10295 10190 10280 +110 22 2,248 +19
Sep11 101221 10275 10275 10275 10275 +105      
Total Volume and Open Interest 76,499 225,508 +12,888
CAC 40(EURONEXT)
Jan11 101221 3911.0 3940.0 3903.0 3928.5 +40.0 86,253 355,835 -4,401
Feb11 101221 3916.0 3940.0 3911.5 3930.0 +39.0 23 103 +14
Mar11 101221 3918.5 3937.0 3887.0 3930.0 +37.5 547 43,596 +74
Total Volume and Open Interest 86,823 399,559 -4,313
Hang Seng Index(HKFE)
Dec10 101221 22758 23067 22691 22960 +262 71,514 89,552 +95
Jan11 101221 22785 23070 22696 22964 +266 4,321 9,250 +2,473
Total Volume and Open Interest 76,273 103,169 +2,684
DAX(EUREX)
Dec10 101217 7033.0 7042.0 7005.0 7009.0 -14.0 176,805 85,348 -31,121
Mar11 101221 7065.0 7105.5 7059.0 7088.5 +51.5 93,481 187,366 +17
Jun11 101221 7084.0 7125.0 7084.0 7112.5 +52.0 135 9,796 -5
Total Volume and Open Interest 93,616 197,162 +12
FT-SE 100(EURONEXT)
Mar11 101221 5861.00 5920.00 5857.00 5907.00 +50.00 71,564 648,814 -849
Jun11 101221 5864.50 5864.50 5864.50 5864.50 +50.00 0 1,244 +0
Sep11 101221 5832.50 5832.50 5832.50 5832.50 +50.00 0 10 +0
Total Volume and Open Interest 71,564 650,068 -849
SPI 200(SFE)
Dec10 101216 4765.0 4785.0 4752.0 4762.0 -8.0 15,081 65,257 -117,974
Mar11 101221 4734.0 4785.0 4729.0 4766.0 +37.0 23,220 191,654 +2,747
Jun11 101221 4770.0 4791.0 4770.0 4791.0 +35.0 230 2,855 +148
Total Volume and Open Interest 23,602 197,852 +3,045
GSCI(CME)
Jan11 101221 620.50 622.70 615.90 620.70 +3.20 195 14,764 +90
Feb11 101221 623.50 624.50 622.00 624.00 +3.00      
Mar11 101221 625.00 625.50 621.50 625.00 +3.00      
Total Volume and Open Interest 195 14,764 +90
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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