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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 24, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101223 1329.25 1355.00 1328.00 1349.50 +20.75 69,733 89,753 -12,891
Mar11 101223 1340.25 1365.75 1339.00 1360.00 +20.25 58,414 281,861 +10,094
May11 101223 1347.00 1372.00 1345.75 1367.00 +20.25 12,922 87,585 +780
Jul11 101223 1349.25 1374.75 1348.00 1369.25 +20.25 10,702 68,667 +1,224
Aug11 101223 1331.00 1342.75 1323.50 1342.75 +19.25 78 2,206 +21
Sep11 101223 1291.00 1305.50 1285.00 1303.50 +18.50 36 2,817 -1
Nov11 101223 1249.00 1271.25 1246.25 1266.00 +17.50 6,747 109,176 +946
Total Volume and Open Interest 159,320 661,077 +214
Soybean Meal(CBOT)
Jan11 101223 350.90 360.50 350.70 360.00 +7.30 16,074 20,805 -3,272
Mar11 101223 354.00 364.30 354.00 363.40 +7.00 19,037 85,783 +2,920
May11 101223 355.70 365.00 355.70 364.30 +7.00 4,877 29,103 +381
Jul11 101223 356.40 366.00 356.40 364.90 +6.90 4,733 21,191 +1,174
Aug11 101223 348.00 355.60 348.00 355.60 +6.70 217 6,072 -36
Sep11 101223 337.70 343.40 336.90 343.30 +6.40 284 5,746 -28
Oct11 101223 321.70 326.40 320.00 325.90 +5.90 200 4,765 -86
Dec11 101223 316.70 323.50 316.00 322.80 +5.80 987 19,028 +72
Total Volume and Open Interest 46,428 195,275 +1,144
Soybean Oil(CBOT)
Jan11 101223 56.18 56.60 55.84 56.59 +0.62 52,496 34,201 -7,331
Mar11 101223 56.96 57.27 56.44 57.23 +0.66 62,628 192,584 +6,225
May11 101223 57.36 57.57 56.85 57.57 +0.65 8,099 45,048 +2,045
Jul11 101223 57.30 57.64 56.90 57.64 +0.61 6,878 39,941 -251
Aug11 101223 57.27 57.58 56.92 57.58 +0.58 941 4,547 -66
Sep11 101223 57.10 57.48 57.04 57.48 +0.55 905 5,237 -61
Oct11 101223 56.94 57.34 56.87 57.34 +0.54 344 7,565 +40
Dec11 101223 56.99 57.34 56.70 57.34 +0.56 2,044 25,994 +281
Total Volume and Open Interest 134,424 355,927 +932
Canola(WCE)
Jan11 101223 575.5 580.1 574.5 578.6 +3.2 9,069 18,820 -8,007
Mar11 101223 583.4 588.2 582.5 586.5 +3.1 17,529 109,866 +6,893
May11 101223 588.6 591.7 586.0 590.4 +3.5 775 8,882 +289
Jul11 101223 583.4 591.8 583.4 590.5 +5.3 805 15,974 +226
Nov11 101223 523.6 529.0 523.6 527.7 +2.5 732 36,516 +201
Total Volume and Open Interest 29,110 192,867 -247
Corn(CBOT)
Mar11 101223 608.50 614.75 606.50 614.00 +5.00 101,209 732,746 +304
May11 101223 616.25 622.75 614.75 622.00 +5.00 23,447 196,530 +4,041
Jul11 101223 621.00 626.25 618.75 625.75 +4.50 24,529 230,128 +677
Sep11 101223 572.00 578.50 571.00 578.50 +5.25 3,004 42,161 -199
Dec11 101223 549.25 551.25 547.25 551.25 +1.25 24,164 260,300 +1,674
Mar12 101223 556.00 559.00 554.75 559.00 +1.00 1,336 19,790 +218
Total Volume and Open Interest 179,642 1,525,691 +7,272
Wheat(CBOT)
Mar11 101223 785.00 788.25 776.00 783.00 -0.50 32,598 228,676 +3,852
May11 101223 810.25 813.75 803.00 810.25 +0.50 6,242 63,858 +369
Jul11 101223 821.75 827.00 816.00 823.00 +0.50 4,666 104,888 +525
Sep11 101223 837.00 841.50 830.75 836.75 +0.50 916 18,291 +454
Dec11 101223 849.25 855.75 844.00 851.00 +0.50 1,528 55,532 -61
Total Volume and Open Interest 46,225 485,477 +5,236
Wheat(KCBT)
Mar11 101223 844.25 852.50 839.00 845.00 +0.50 11,021 112,283 +214
May11 101223 852.00 860.00 847.50 853.00 +0.50 2,138 26,083 +200
Jul11 101223 856.25 865.00 852.50 857.75 -0.25 3,997 53,188 -601
Sep11 101223 865.00 873.00 861.50 866.50 +0.50 541 13,409 +133
Dec11 101223 874.00 881.00 869.00 875.00 +1.00 1,586 10,476 -128
Total Volume and Open Interest 19,329 217,654 -166
Wheat(MGE)
Mar11 101223 869.00 875.75 863.25 868.25 -1.50 3,286 29,841 +445
May11 101223 876.00 881.75 872.25 874.50 -2.25 832 12,405 +315
Jul11 101223 877.75 883.00 871.75 876.00 -2.00 669 9,042 +309
Sep11 101223 870.00 877.00 867.25 869.25 -2.00 209 8,919 +103
Dec11 101223 877.00 884.50 874.00 877.25 -0.25 175 7,929 +132
Total Volume and Open Interest 5,214 69,473 +1,324
Oats(CBOT)
Mar11 101223 393.00 395.50 386.00 393.50 +1.75 919 9,900 +15
May11 101223 395.50 398.50 391.00 398.50 +3.00 44 667 +0
Jul11 101223 395.00 399.50 395.00 399.50 +3.00 59 262 +20
Sep11 101223 351.25 354.50 351.25 354.50 +3.00 1 3 +1
Total Volume and Open Interest 1,092 11,835 +64
Rough Rice(CBOT)
Jan11 101223 13.48 13.59 13.25 13.40 -0.03 1,289 3,942 -555
Mar11 101223 13.70 13.89 13.55 13.69 -0.03 1,416 10,889 +675
May11 101223 13.99 14.01 13.86 13.97 -0.04 102 1,536 +37
Jul11 101223 14.25 14.27 14.18 14.22 -0.05 16 1,590 +2
Total Volume and Open Interest 2,840 18,675 +167
Live Cattle(CME)
Dec10 101223 104.500 104.535 103.750 104.000 -0.135 6,656 5,530 -3,623
Feb11 101223 107.600 107.800 107.180 107.580 +0.030 31,528 150,111 +101
Apr11 101223 110.950 111.480 110.730 111.400 +0.450 11,001 86,427 +1,061
Jun11 101223 108.250 108.800 107.950 108.580 +0.295 5,254 46,293 +480
Aug11 101223 108.950 109.180 108.350 109.100 +0.200 1,652 16,668 +408
Oct11 101223 111.000 111.200 110.400 110.950 +0.150 1,086 10,192 +64
Total Volume and Open Interest 57,748 324,060 -1,311
Feeder Cattle(CME)
Jan11 101223 121.950 122.150 121.350 121.450 -0.230 1,716 7,722 -320
Mar11 101223 123.800 124.135 123.350 123.680 +0.045 3,012 20,384 +918
Apr11 101223 124.285 124.635 123.950 124.285 +0.185 795 4,476 +243
May11 101223 124.600 124.750 124.150 124.635 +0.135 437 5,906 +195
Aug11 101223 125.000 125.000 124.350 125.000 +0.270 435 6,012 +261
Sep11 101223 123.900 123.900 123.400 123.900 +0.200 72 502 +39
Oct11 101223 122.900 122.900 122.900 122.900 +0.200 24 141 +18
Total Volume and Open Interest 6,502 45,211 +1,360
Lean Hogs(CME)
Feb11 101223 78.785 79.100 78.200 78.725 -0.160 28,832 84,613 +1,606
Apr11 101223 82.650 83.250 82.400 82.785 -0.115 7,126 53,368 +1,764
May11 101223 89.000 89.285 88.635 89.285 -0.215 283 1,783 +79
Jun11 101223 90.980 91.580 90.930 91.200 -0.185 4,258 34,351 +1,158
Jul11 101223 90.600 90.850 90.250 90.800 +0.120 1,072 7,843 +319
Aug11 101223 89.700 90.000 89.550 89.950 +0.220 580 8,971 +157
Oct11 101223 80.135 80.450 79.800 80.450 +0.150 1,554 6,473 +820
Dec11 101223 76.800 76.930 76.650 76.930 -0.020 251 2,231 +115
Total Volume and Open Interest 43,968 200,341 +6,020
Class III Milk(CME)
Dec10 101223 13.73 13.81 13.73 13.79 +0.06 31 5,869 -1
Jan11 101223 13.08 13.19 13.08 13.15 +0.07 237 4,611 -7
Feb11 101223 13.31 13.45 13.31 13.41 +0.10 241 4,710 +103
Mar11 101223 13.65 13.74 13.64 13.70 +0.06 92 3,428 +31
Apr11 101223 14.17 14.20 14.15 14.20 +0.05 75 2,526 +32
Total Volume and Open Interest 970 32,671 +325
Cocoa(ICE)
Mar11 101223 2985 3040 2984 3020 +50 5,299 69,032 +207
May11 101223 3016 3052 3008 3037 +50 830 22,226 +158
Jul11 101223 3030 3069 3024 3052 +51 296 11,899 +65
Sep11 101223 3050 3081 3034 3065 +51 343 7,037 +216
Dec11 101223 3070 3098 3061 3083 +52 131 11,381 +76
Mar12 101223 3134 3144 3131 3144 +51 71 11,016 -7
May12 101223 3123 3140 3111 3136 +52 41 4,174 +27
Total Volume and Open Interest 7,015 138,624 +746
Coffee "C"(ICE)
Mar11 101223 232.50 237.65 229.35 235.90 +5.70 13,743 89,126 -630
May11 101223 234.00 238.85 231.00 237.25 +5.65 2,685 26,725 +248
Jul11 101223 233.90 237.45 229.70 236.05 +5.85 888 9,711 +416
Sep11 101223 229.75 232.90 226.00 231.90 +5.60 263 4,418 +50
Dec11 101223 224.00 227.45 220.60 226.20 +5.00 165 6,886 +134
Mar12 101223 219.00 220.00 219.00 219.70 +4.00 1 626 +1
Total Volume and Open Interest 17,745 138,144 +219
Orange Juice(ICE)
Jan11 101223 167.80 170.40 167.75 169.10 +1.45 1,958 3,392 -1,624
Mar11 101223 163.25 165.40 162.10 163.95 +1.20 2,383 18,757 +980
May11 101223 165.85 166.30 164.60 165.30 +1.20 142 3,800 +11
Jul11 101223 165.95 165.95 165.95 165.95 +1.20 47 2,443 +27
Sep11 101223 166.85 166.85 166.85 166.85 +1.10 37 403 +32
Nov11 101223 167.25 167.25 167.25 167.25 +1.30 12 68 +9
Total Volume and Open Interest 4,579 28,886 -565
Sugar #11(ICE)
Mar11 101223 33.23 34.06 33.19 33.98 +0.85 43,926 244,306 +68
May11 101223 29.88 30.50 29.81 30.45 +0.68 16,763 111,941 -419
Jul11 101223 26.20 26.70 26.20 26.57 +0.45 15,008 100,606 +386
Oct11 101223 24.12 24.55 24.11 24.50 +0.47 5,511 56,419 -776
Mar12 101223 23.00 23.57 23.00 23.57 +0.56 1,590 47,556 -367
Total Volume and Open Interest 84,265 605,778 -657
London Cocoa(LCE)
Mar11 101224 2042 2045 2014 2036 -4 10,064 65,364 -547
May11 101224 2046 2046 2020 2042 -7 1,089 21,481 +50
Jul11 101224 2056 2056 2056 2056 -5 2,330 20,843 +250
Sep11 101224 2054 2062 2041 2062 -10 1,208 12,885 -92
Dec11 101224 2069 2072 2054 2072 -10 4,080 21,306 +3,895
Mar12 101224 2080 2083 2065 2083 -10 0 18,316 +0
May12 101224 2084 2087 2084 2087 -10 149 3,308 +52
Total Volume and Open Interest 18,920 163,927 +3,608
London Sugar(LCE)
Mar11 101224 820.00 823.00 819.00 820.40 -0.50 1,838 28,096 -56
May11 101224 784.30 784.30 784.30 784.30 -0.80 198 10,202 +104
Aug11 101224 700.00 700.00 700.00 700.00 +1.50 97 7,423 +11
Oct11 101224 636.50 636.50 636.50 636.50 +1.50 106 2,266 +32
Dec11 101224 617.90 617.90 617.90 617.90 +2.00 22 903 +1
Total Volume and Open Interest 2,271 49,476 +99
Cotton(ICE)
Mar11 101223 148.12 155.44 148.12 148.12 -6.00 4,500 103,816 -1,246
May11 101223 136.68 139.69 133.69 134.67 -5.02 1,410 21,765 -106
Jul11 101223 124.55 126.35 121.92 123.33 -3.02 1,260 29,827 -263
Oct11 101223 106.00 107.54 106.00 107.54 +1.94 0 182 -1
Dec11 101223 94.94 96.42 93.77 95.80 +0.86 3,468 42,354 -404
Mar12 101223 90.08 90.08 90.08 90.08 +0.58 50 877 -1
Total Volume and Open Interest 10,748 200,336 -2,001
Lumber(CME)
Jan11 101223 308.6 316.0 304.7 308.8 +1.8 314 1,584 -74
Mar11 101223 320.8 328.3 317.6 319.0 -0.3 649 6,037 +299
May11 101223 328.6 335.6 326.1 326.8 unch 176 1,994 +86
Jul11 101223 329.5 335.9 329.5 335.0 +5.8 52 738 +41
Total Volume and Open Interest 1,195 10,487 +354
Crude Oil(NYM)
Feb11 101223 90.61 91.63 90.33 91.51 +1.03 187,386 311,552 +2,896
Mar11 101223 91.30 92.29 91.01 92.16 +0.95 65,420 184,569 +1,416
Apr11 101223 91.90 92.81 91.60 92.69 +0.88 29,976 81,514 +523
May11 101223 92.52 93.21 92.03 93.10 +0.85 23,986 60,876 +7,424
Jun11 101223 92.66 93.50 92.27 93.36 +0.84 28,898 90,284 +1,146
Jul11 101223 92.88 93.65 92.52 93.55 +0.82 6,468 43,261 +1,210
Aug11 101223 93.00 93.76 92.62 93.65 +0.81 3,542 20,381 -358
Sep11 101223 92.96 93.72 92.79 93.72 +0.81 2,864 26,881 +386
Oct11 101223 92.99 93.77 92.74 93.75 +0.80 2,613 18,869 -249
Nov11 101223 92.93 93.79 92.93 93.79 +0.80 2,998 21,050 +442
Dec11 101223 93.19 93.94 92.74 93.84 +0.80 17,342 153,036 +366
Jan12 101223 93.76 93.76 93.76 93.76 +0.79 967 27,945 +380
Feb12 101223 93.66 93.66 93.66 93.66 +0.78 261 8,363 -30
Mar12 101223 93.55 93.55 93.55 93.55 +0.77 199 10,127 +43
Apr12 101223 93.44 93.44 93.44 93.44 +0.76 111 4,491 -8
May12 101223 93.33 93.33 93.33 93.33 +0.75 106 5,591 +55
Total Volume and Open Interest 383,058 1,384,902 +15,358
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 101223 90.625 91.625 90.325 91.500 +1.025 4,594 3,630 +159
Mar11 101223 91.375 92.275 90.975 92.150 +0.950 417 1,223 +71
Apr11 101223 91.675 92.700 91.675 92.700 +0.900 42 66 +1
May11 101223 93.100 93.100 93.100 93.100 +0.850 0 14 +0
Jun11 101223 93.350 93.350 93.350 93.350 +0.825 0 44 +0
Jul11 101223 92.700 93.550 92.700 93.550 +0.825 2 6 +1
Aug11 101223 93.650 93.650 93.650 93.650 +0.800 0 8 +0
Sep11 101223 93.725 93.725 93.725 93.725 +0.825 0 2 +0
Total Volume and Open Interest 5,055 5,226 +232
Heating Oil(NYM)
Jan11 101223 252.95 254.86 252.35 254.08 +1.23 31,950 33,766 -7,893
Feb11 101223 253.90 255.86 253.40 255.15 +1.13 41,282 98,505 +8,133
Mar11 101223 254.33 255.88 253.64 255.27 +1.12 14,264 51,102 +1,030
Apr11 101223 252.36 254.45 252.36 253.95 +1.24 8,647 25,426 +433
May11 101223 251.72 253.55 251.55 253.06 +1.32 3,394 18,085 -272
Jun11 101223 252.21 253.55 251.48 253.03 +1.36 6,634 36,261 +222
Jul11 101223 252.52 254.05 252.52 254.01 +1.39 890 8,141 -20
Aug11 101223 255.25 255.25 254.64 255.08 +1.39 947 4,902 +191
Sep11 101223 254.90 256.50 254.90 256.23 +1.39 541 4,949 +135
Oct11 101223 257.43 257.43 257.43 257.43 +1.39 294 4,097 +86
Nov11 101223 257.43 258.95 257.43 258.83 +1.39 1,031 4,055 +381
Dec11 101223 259.11 260.37 258.54 260.08 +1.39 2,519 14,940 +229
Total Volume and Open Interest 112,766 313,547 +2,848
Gasoline(NYMEX)
Jan11 101223 242.41 244.58 241.50 244.26 +1.81 28,338 31,098 -4,299
Feb11 101223 240.71 242.91 239.90 242.62 +1.93 37,974 92,312 +4,615
Mar11 101223 239.75 242.59 239.65 242.40 +2.17 16,303 47,104 +2,886
Apr11 101223 248.64 251.75 248.64 251.75 +2.48 7,834 32,622 +958
May11 101223 249.28 252.10 248.98 252.06 +2.54 4,656 14,782 +210
Jun11 101223 249.65 251.92 248.69 251.77 +2.53 4,982 19,642 +733
Jul11 101223 248.45 250.94 248.45 250.69 +2.49 917 4,931 +149
Aug11 101223 247.05 249.19 247.05 249.19 +2.44 713 5,648 -106
Sep11 101223 245.15 247.32 245.15 247.32 +2.37 547 3,125 +202
Oct11 101223 234.30 236.37 234.30 236.37 +2.32 133 3,238 +75
Total Volume and Open Interest 103,652 288,608 +5,774
e-miNY RBOB Gasoline(NYM)
Jan11 101223 244.30 244.30 244.26 244.30 +1.80 0 2 +0
Feb11 101223 242.60 242.62 242.60 242.60 +1.90 0 1 +0
Mar11 101223 242.40 242.40 242.40 242.40 +2.20 0 1 +0
Apr11 101223 251.80 251.80 251.75 251.80 +2.50 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Jan11 101223 4.119 4.174 4.052 4.083 -0.069 98,378 32,039 -11,020
Feb11 101223 4.187 4.212 4.093 4.133 -0.055 70,870 168,522 +6,183
Mar11 101223 4.162 4.212 4.105 4.149 -0.047 23,545 167,191 +3,165
Apr11 101223 4.148 4.210 4.105 4.152 -0.039 17,955 86,993 -189
May11 101223 4.163 4.215 4.149 4.193 -0.036 7,389 40,258 +779
Jun11 101223 4.222 4.264 4.195 4.246 -0.034 4,478 17,313 +109
Jul11 101223 4.283 4.331 4.268 4.317 -0.030 2,299 15,481 +164
Aug11 101223 4.332 4.372 4.314 4.357 -0.031 1,505 16,717 +91
Sep11 101223 4.355 4.384 4.320 4.368 -0.031 1,079 12,248 +233
Oct11 101223 4.400 4.451 4.393 4.438 -0.032 6,669 50,743 -296
Nov11 101223 4.622 4.638 4.618 4.638 -0.027 2,287 20,457 -274
Dec11 101223 4.884 4.927 4.863 4.896 -0.027 1,525 19,604 +22
Jan12 101223 5.057 5.073 5.022 5.055 -0.028 3,593 33,090 +781
Feb12 101223 5.022 5.038 4.995 5.025 -0.025 496 6,756 -21
Mar12 101223 4.921 4.934 4.909 4.928 -0.021 824 16,466 -495
Apr12 101223 4.728 4.752 4.718 4.740 -0.016 331 13,385 -125
Total Volume and Open Interest 243,378 783,963 -844
Brent Crude Oil(ICE)
Feb11 101224 94.45 94.74 93.18 93.77 -0.48 96,199 245,636 -2,994
Mar11 101224 94.25 94.50 93.06 93.55 -0.49 48,997 186,173 +375
Apr11 101224 94.40 94.54 93.15 93.59 -0.50 17,069 70,803 +1,210
May11 101224 94.56 94.61 93.42 93.69 -0.52 7,782 41,831 +401
Jun11 101224 94.61 94.71 93.53 93.79 -0.52 12,504 65,807 +877
Jul11 101224 93.83 93.83 93.81 93.81 -0.53 2,526 23,038 +806
Aug11 101224 93.80 93.80 93.80 93.80 -0.54 1,310 12,412 -19
Sep11 101224 93.78 93.78 93.78 93.78 -0.54 1,019 17,392 -152
Oct11 101224 93.77 93.77 93.77 93.77 -0.54 601 10,439 +19
Nov11 101224 93.76 93.76 93.76 93.76 -0.54 568 10,633 -42
Dec11 101224 94.61 94.61 93.53 93.77 -0.54 10,330 89,005 +32
Jan12 101224 93.76 93.76 93.76 93.76 -0.54 586 9,106 +70
Feb12 101224 93.74 93.74 93.74 93.74 -0.54 424 5,842 +55
Mar12 101224 93.70 93.70 93.70 93.70 -0.54 180 3,660 +33
Total Volume and Open Interest 202,560 881,795 +1,118
Gas Oil(ICE)
Jan11 101224 786.50 788.00 773.00 779.00 -5.50 24,429 107,507 -1,445
Feb11 101224 791.00 792.00 778.25 783.75 -5.25 23,043 116,056 -1,437
Mar11 101224 794.75 794.75 781.25 786.50 -5.25 6,820 65,575 +1,081
Apr11 101224 794.50 794.75 782.50 787.75 -5.00 2,995 56,064 -429
May11 101224 797.50 797.50 783.75 789.00 -5.00 2,823 42,941 +347
Jun11 101224 799.50 799.50 788.25 791.00 -5.00 2,597 53,700 -151
Jul11 101224 793.50 793.50 793.50 793.50 -5.00 636 18,473 -239
Aug11 101224 796.25 796.25 796.25 796.25 -4.75 573 17,575 -11
Sep11 101224 805.75 805.75 798.50 798.50 -4.75 425 11,066 +9
Oct11 101224 799.75 799.75 799.75 799.75 -4.75 489 10,732 +83
Total Volume and Open Interest 67,377 611,255 -2,415
Ethanol(CBOT)
Dec10 101203 2.050 2.070 2.050 2.051 -0.024 83 136 -71
Jan11 101223 2.285 2.302 2.280 2.301 +0.022 143 555 -71
Feb11 101223 2.263 2.274 2.260 2.270 +0.010 114 769 +23
Mar11 101223 2.269 2.274 2.260 2.271 +0.008 47 1,104 +33
Apr11 101223 2.270 2.281 2.270 2.278 +0.010 72 655 -14
May11 101223 2.291 2.295 2.291 2.292 +0.010 18 430 +2
Jun11 101223 2.295 2.298 2.295 2.296 +0.011 47 551 +14
Jul11 101223 2.290 2.307 2.290 2.300 +0.012 24 700 +17
Total Volume and Open Interest 627 6,991 -98
WTI Crude Oil(ICE
Feb11 101224 91.39 91.89 90.61 91.02 -0.49 37,548 104,916 -971
Mar11 101224 92.05 92.53 91.29 91.65 -0.51 19,178 80,628 +823
Apr11 101224 92.88 93.04 92.18 92.18 -0.51 9,138 37,491 +1,211
May11 101224 93.09 93.37 92.56 92.56 -0.54 5,251 21,860 +838
Jun11 101224 93.31 93.59 92.78 92.78 -0.58 6,619 58,571 +953
Jul11 101224 93.49 93.49 92.96 92.96 -0.59 820 15,949 -454
Aug11 101224 93.06 93.06 93.06 93.06 -0.59 529 12,316 -14
Sep11 101224 93.13 93.13 93.13 93.13 -0.59 446 14,985 -38
Oct11 101224 93.16 93.16 93.16 93.16 -0.59 383 9,073 -1
Nov11 101224 93.19 93.19 93.19 93.19 -0.60 303 8,626 -61
Dec11 101224 93.84 94.03 93.22 93.22 -0.62 6,135 61,954 +1,135
Jan12 101224 93.12 93.12 93.12 93.12 -0.64 4 5,081 +2
Feb12 101224 93.00 93.00 93.00 93.00 -0.66 1 1,168 -1
Mar12 101224 92.88 92.88 92.88 92.88 -0.67 10 3,163 +0
Apr12 101224 92.76 92.76 92.76 92.76 -0.68 0 733 +0
May12 101224 92.64 92.64 92.64 92.64 -0.69 0 846 +0
Total Volume and Open Interest 88,751 523,872 +4,245
US Dollar Index(ICE)
Mar11 101223 80.975 81.185 80.700 80.832 -0.240 11,667 26,127 -389
Jun11 101223 81.420 81.505 81.210 81.243 -0.250 1 570 +1
Sep11 101223 81.603 81.603 81.603 81.603 -0.250 0 4 +0
Total Volume and Open Interest 11,668 26,701 -388
Australian Dollar(CME)
Mar11 101223 98.96 99.71 98.90 99.52 +0.56 47,732 116,500 +1,843
Jun11 101223 98.09 98.36 97.81 98.36 +0.55 16 179 -14
Sep11 101223 97.11 97.11 96.56 97.11 +0.55 0 14 +0
Total Volume and Open Interest 47,749 116,836 +1,829
British Pound(CME)
Mar11 101223 153.78 154.38 153.63 154.04 +0.45 71,897 77,098 +8,022
Jun11 101223 154.00 154.19 153.43 153.89 +0.46 59 105 +12
Sep11 101223 153.71 153.71 153.25 153.71 +0.46 0 6 +0
Total Volume and Open Interest 71,956 77,241 +8,034
Canadian Dollar(CME)
Mar11 101223 98.47 99.15 98.21 99.00 +0.52 45,131 89,296 +1,800
Jun11 101223 98.32 98.90 98.00 98.76 +0.52 31 1,866 +6
Sep11 101223 97.98 98.62 97.97 98.49 +0.52 18 955 +1
Dec11 101223 97.70 98.26 97.70 98.24 +0.52 67 1,037 +57
Total Volume and Open Interest 45,247 93,158 +1,864
Japanese Yen(CME)
Mar11 101223 119.75 120.80 119.74 120.72 +0.98 69,518 89,888 +100
Jun11 101223 120.42 120.88 119.89 120.87 +0.98 0 274 +0
Sep11 101223 121.09 121.09 120.11 121.09 +0.98 0 9 +0
Total Volume and Open Interest 69,518 90,172 +100
Swiss Franc(CME)
Mar11 101223 105.15 105.43 103.60 104.26 -0.86 29,897 45,118 +456
Jun11 101223 104.34 105.26 104.34 104.40 -0.86 2 42 +2
Sep11 101223 104.58 105.42 104.58 104.58 -0.84      
Total Volume and Open Interest 29,900 45,161 +457
EuroFX(CME)
Mar11 101223 130.97 131.48 130.50 131.11 +0.28 215,272 158,521 +3,147
Jun11 101223 130.99 131.36 130.45 131.04 +0.29 404 442 +4
Sep11 101223 130.97 130.97 130.67 130.97 +0.30 1 33 +0
Total Volume and Open Interest 215,678 159,288 +3,152
Mexican Peso(CME)
Jan11 101223 810.0 813.2 810.0 810.0 -3.2      
Feb11 101223 808.0 811.2 808.0 808.0 -3.2      
Total Volume and Open Interest 23,708 125,540 +9,208
30-Year T-Bonds(CBOT)
Mar11 101223 120~220 120~300 120~080 120~140 -0~110 164,431 533,192 +818
Jun11 101223 118~290 119~080 118~290 118~290 -0~110 1 610 +1
Sep11 101223 117~120 117~230 117~120 117~120 -0~110      
Total Volume and Open Interest 164,432 533,802 +819
10-Year T-Notes(CBOT)
Mar11 101223 119~285 120~015 119~145 119~190 -0~130 493,490 1,352,248 -2,414
Jun11 101223 118~195 118~260 118~045 118~130 -0~130 0 42 +0
Sep11 101223 117~105 117~235 117~105 117~105 -0~130      
Total Volume and Open Interest 493,490 1,352,294 -2,414
5-Year T-Notes(CBOT)
Mar11 101223 117~051 117~055 117~012 117~024 -0~031 222,959 1,015,744 -814
Jun11 101223 116~048 116~079 116~048 116~048 -0~031      
Sep11 101223 115~072 115~103 115~072 115~072 -0~031      
Total Volume and Open Interest 223,575 1,033,255 -784
2 Year T-Notes(CBOT)
Mar11 101223 109~034 109~036 109~024 109~027 -0~008 83,294 670,239 +1,372
Jun11 101223 109~002 109~010 109~002 109~002 -0~008 0 25 +0
Sep11 101223 108~105 108~113 108~105 108~105 -0~008      
Total Volume and Open Interest 84,362 683,967 +676
Eurodollars(CME)
Mar11 101223 99.595 99.600 99.580 99.590 unch 80,604 1,140,120 +12,222
Jun11 101223 99.480 99.495 99.455 99.465 -0.020 107,800 1,041,497 +7,395
Sep11 101223 99.330 99.345 99.290 99.305 -0.035 123,427 885,682 -47
Dec11 101223 99.135 99.150 99.080 99.100 -0.050 137,649 745,231 -1,657
Mar12 101223 98.925 98.930 98.850 98.870 -0.060 142,717 795,915 -7,036
Jun12 101223 98.660 98.675 98.580 98.605 -0.070 140,256 487,473 -4,616
Sep12 101223 98.420 98.420 98.320 98.345 -0.080 98,881 372,442 +3,474
Dec12 101223 98.155 98.160 98.060 98.080 -0.090 94,023 279,690 -4,454
Mar13 101223 97.905 97.910 97.810 97.825 -0.090 61,944 177,719 +2,031
Jun13 101223 97.645 97.645 97.550 97.565 -0.090 45,714 160,030 -1,904
Sep13 101223 97.390 97.400 97.305 97.315 -0.090 42,253 181,277 +101
Dec13 101223 97.135 97.145 97.050 97.060 -0.090 38,978 140,262 +2,493
Mar14 101223 96.910 96.915 96.825 96.840 -0.080 15,026 109,344 +11
Jun14 101223 96.680 96.680 96.595 96.610 -0.075 13,758 107,274 +251
Sep14 101223 96.440 96.455 96.370 96.385 -0.070 12,337 69,789 -969
Dec14 101223 96.215 96.230 96.145 96.160 -0.065 11,594 71,371 -1,242
Mar15 101223 96.015 96.035 95.950 95.970 -0.060 7,472 49,558 -1,128
Jun15 101223 4.090 4.105 4.025 4.045 -0.055 8,573 36,957 -1,732
Total Volume and Open Interest 1,206,926 7,069,563 +5,974
30 Day Federal Funds(CBOT)
Dec10 101223 99.820 99.820 99.817 99.820 unch 156 94,643 -91
Jan11 101223 99.815 99.825 99.815 99.820 unch 983 66,048 -30
Feb11 101223 99.810 99.820 99.810 99.815 unch 851 56,902 +13
Mar11 101223 99.810 99.815 99.810 99.815 unch 908 38,979 +393
Apr11 101223 99.815 99.815 99.810 99.815 unch 220 37,330 -16
May11 101223 99.810 99.810 99.805 99.805 unch 1,004 50,911 +217
Total Volume and Open Interest 13,486 574,937 +532
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 101223 99.655 99.655 99.655 99.655 -0.005 0 1,039 +0
Jun11 101223 99.640 99.640 99.640 99.640 +0.003 0 175 +0
Sep11 101223 99.625 99.625 99.625 99.625 +0.003      
Dec11 101223 99.615 99.615 99.615 99.615 +0.002 0 75 +0
Mar12 101223 99.600 99.600 99.600 99.600 unch      
Jun12 101223 99.645 99.645 99.645 99.645 unch      
Sep12 101223 99.595 99.595 99.595 99.595 unch      
Dec12 101223 99.290 99.290 99.290 99.290 unch      
Mar13 101223 99.290 99.290 99.290 99.290 unch      
Jun13 101223 99.245 99.245 99.245 99.245 unch      
Total Volume and Open Interest 0 1,289 +0
3-Mth Euro-Yen(SGX)
Mar11 101224 99.65 99.65 99.65 99.65 0.00 65 2,059 +0
Jun11 101224 99.64 99.64 99.64 99.64 0.00 0 1,389 +0
Sep11 101224 99.62 99.62 99.62 99.62 0.00 0 1,064 +0
Dec11 101224 99.61 99.61 99.61 99.61 0.00 0 745 +185
Mar12 101224 99.60 99.60 99.60 99.60 unch 0 305 +0
Jun12 101224 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 101224 99.60 99.60 99.60 99.60 unch 0 310 +0
Dec12 101224 99.29 99.29 99.29 99.29 unch 0 3 +0
Total Volume and Open Interest 65 6,630 +185
Japanese Gov't Bonds(SGX)
Mar11 101224 140.00 140.02 139.65 139.70 -0.25 1,146 10,675 -127
Jun11 101224 137.61 137.61 137.61 137.61 -0.25      
Sep11 101224 135.52 135.52 135.52 135.52 -0.25      
Total Volume and Open Interest 1,146 10,675 -127
Euro-Bund(EUREX)
Mar11 101223 125.41 125.68 125.07 125.15 -0.32 339,575 936,074 -3,130
Jun11 101223 124.24 124.24 123.72 123.72 -0.30 3 558 -1
Sep11 101223 123.68 123.68 123.68 123.68 -0.32      
Total Volume and Open Interest 339,578 936,632 -3,131
Euro-Bobl(EUREX)
Mar11 101223 118.50 118.81 118.43 118.47 -0.09 238,948 687,483 -6,222
Jun11 101223 117.05 117.05 117.05 117.05 -0.09 150 47 +0
Sep11 101223 117.02 117.02 117.02 117.02 -0.09      
Total Volume and Open Interest 239,098 687,530 -6,222
3-Mth Euribor(EUREX)
Dec10 101213 98.975 98.975 98.970 98.975 +0.005 315 7,182 -322
Mar11 101223 98.950 98.950 98.935 98.940 +0.010 19 8,071 +0
Jun11 101223 98.810 98.830 98.810 98.810 +0.015 250 9,611 -250
Total Volume and Open Interest 284 26,761 -250
Long Gilt(LIFFE)
Dec10 101224 119~25 119~25 119~22 119~22 -0~02 3 3,478 -3
Mar11 101224 118~13 118~25 118~05 118~12 -0~02 31,453 240,491 +1,916
Total Volume and Open Interest 31,456 243,969 +1,913
3-Mth Short Sterling(LIFFE)
Mar11 101224 99.16 99.18 99.16 99.18 +0.01 14,336 289,144 +2,590
Jun11 101224 99.02 99.05 99.00 99.04 +0.02 21,261 242,344 -2,881
Sep11 101224 98.85 98.86 98.81 98.86 +0.03 27,642 211,629 +1,865
Dec11 101224 98.61 98.64 98.57 98.63 +0.03 15,888 251,706 +1,165
Mar12 101224 98.36 98.39 98.33 98.39 +0.03 23,318 220,416 -1,479
Jun12 101224 98.07 98.13 98.05 98.12 +0.03 16,369 132,000 +772
Total Volume and Open Interest 152,583 1,700,603 -1,006
3-Mth Euribor(LIFFE)
Mar11 101224 98.950 98.955 98.935 98.950 +0.010 88,694 545,410 +12,552
Jun11 101224 98.810 98.835 98.800 98.830 +0.020 65,636 472,147 +3,118
Sep11 101224 98.660 98.690 98.660 98.690 +0.025 59,710 333,546 +5,350
Total Volume and Open Interest 454,973 2,539,565 +1,737
3-Mth Aus T-Bills(SFE)
Mar11 101224 94.88 94.90 94.88 94.90 unch 5,893 189,856 -78
Jun11 101224 94.72 94.73 94.70 94.73 unch 3,997 112,834 -1,477
Sep11 101224 94.55 94.56 94.53 94.55 -0.01 4,075 73,052 +459
Dec11 101224 94.41 94.42 94.40 94.42 unch 2,776 47,603 -176
Mar12 101224 94.32 94.34 94.31 94.34 unch 1,229 41,003 +89
Jun12 101224 94.26 94.28 94.25 94.28 -0.01 649 36,643 -17
Sep12 101224 94.23 94.24 94.20 94.23 -0.01 565 19,291 +71
Dec12 101224 94.17 94.18 94.16 94.18 -0.02 224 8,386 +20
Mar13 101224 94.12 94.14 94.12 94.14 -0.03 3 2,553 +3
Jun13 101224 94.09 94.09 94.09 94.09 -0.03 0 575 +0
Total Volume and Open Interest 19,416 532,647 -1,106
10-Year Aus T-Bonds(SFE)
Mar11 101224 94.30 94.32 94.27 94.30 -0.01 5,121 344,079 -2,703
Jun11 101224 94.30 94.30 94.30 94.30 -0.01      
Total Volume and Open Interest 5,121 344,079 -2,703
3-Year Aus T-Bonds(SFE)
Mar11 101224 94.60 94.61 94.56 94.61 unch 25,585 375,020 +4,481
Jun11 101224 94.61 94.61 94.61 94.61 unch      
Total Volume and Open Interest 25,585 375,020 +4,481
Gold(CMX)
Dec10 101223 1388.4 1388.4 1373.7 1380.0 -6.8 58 384 -63
Feb11 101223 1386.1 1389.0 1372.6 1380.5 -6.9 61,945 351,532 +1,679
Apr11 101223 1388.7 1390.7 1374.8 1382.6 -6.9 1,482 49,125 -248
Jun11 101223 1390.9 1392.5 1377.0 1384.7 -6.9 1,772 34,278 +639
Aug11 101223 1383.8 1387.7 1379.9 1386.8 -7.0 488 15,594 +263
Oct11 101223 1382.0 1389.2 1382.0 1389.2 -7.0 2 12,267 +2
Dec11 101223 1399.1 1399.1 1384.2 1391.7 -7.0 1,530 27,065 +635
Feb12 101223 1394.5 1394.5 1394.5 1394.5 -6.9 2 6,615 +2
Apr12 101223 1397.5 1397.5 1397.5 1397.5 -6.9 50 5,313 -50
Jun12 101223 1396.0 1400.8 1396.0 1400.8 -6.9 370 12,507 -300
Aug12 101223 1404.4 1404.4 1404.4 1404.4 -6.9 0 6,086 +0
Oct12 101223 1408.3 1408.3 1408.3 1408.3 -6.9 0 1,080 +0
Total Volume and Open Interest 72,534 584,198 +2,065
Silver(CMX)
Dec10 101223 2925.0 2931.0 2905.0 2931.0 -5.7 47 291 -19
Mar11 101223 2927.5 2942.0 2894.5 2932.8 -5.7 23,698 76,320 +333
May11 101223 2937.0 2945.0 2901.5 2938.0 -5.6 435 12,893 +6
Jul11 101223 2926.0 2950.0 2907.0 2942.8 -5.5 53 9,369 +17
Sep11 101223 2930.0 2954.0 2915.5 2947.6 -5.5 17 6,201 -1
Dec11 101223 2950.5 2961.0 2924.5 2954.8 -5.4 1,856 12,547 -22
Mar12 101223 2961.8 2961.8 2961.8 2961.8 -5.1 0 374 +0
Total Volume and Open Interest 27,240 133,994 +859
Platinum(NYMEX)
Jan11 101223 1725.0 1731.9 1711.0 1723.1 -7.8 4,642 9,422 -1,508
Apr11 101223 1730.1 1736.5 1715.0 1727.8 -8.0 2,706 28,155 +2,110
Jul11 101223 1727.0 1730.5 1725.0 1730.5 -8.0 21 511 +20
Oct11 101223 1730.5 1730.5 1730.5 1730.5 -8.0 0 6 +0
Total Volume and Open Interest 7,370 38,095 +622
Palladium(NYMEX)
Dec10 101223 750.00 758.20 750.00 758.20 +3.95 0 14 +0
Mar11 101223 753.50 758.50 744.70 758.10 +2.95 1,119 22,080 +17
Jun11 101223 755.55 759.35 752.55 759.35 +2.85 1 481 +1
Total Volume and Open Interest 1,122 22,608 +18
Copper(CMX)
Dec10 101223 422.85 425.20 421.00 425.20 -1.70 346 1,280 -171
Mar11 101223 427.50 428.50 421.00 425.85 -1.65 20,377 116,893 +338
May11 101223 427.95 427.95 420.35 425.25 -1.65 721 27,056 +263
Jul11 101223 419.05 423.70 419.05 423.70 -1.55 336 7,265 -94
Sep11 101223 421.65 422.05 421.65 422.05 -1.35 199 5,347 +69
Total Volume and Open Interest 22,668 166,791 +369
DJIA Index(CBOT)
Mar11 101223 11491 11522 11480 11522 +27 76 6,186 +0
Jun11 101223 11460 11460 11435 11460 +25      
Sep11 101223 11402 11402 11375 11402 +27      
Dec11 101223 11347 11347 11320 11347 +27      
Total Volume and Open Interest 76 6,186 +0
S & P 500(CME)
Mar11 101223 1254.60 1255.80 1249.30 1253.00 -1.50 7,898 266,871 +766
Jun11 101223 1246.50 1248.00 1244.50 1248.00 -1.50 50 3,573 +18
Sep11 101223 1243.60 1244.00 1239.60 1243.20 -1.40 154 1,300 +146
Dec11 101223 1238.90 1238.90 1235.30 1238.90 -1.40 0 350 +0
Total Volume and Open Interest 8,102 272,094 +930
S & P 500 E-Mini(Globex)
Mar11 101223 1254.50 1255.75 1249.25 1253.00 -1.50 664,450 2,433,411 -7
Jun11 101223 1250.00 1250.50 1246.00 1248.00 -1.50 297 2,453 +35
Total Volume and Open Interest 664,834 2,435,945 +87
NASDAQ 100(CME)
Mar11 101223 2237.50 2238.80 2225.00 2230.50 -5.50 873 8,451 -159
Jun11 101223 2227.50 2228.00 2225.00 2227.50 -5.50      
Sep11 101223 2225.00 2225.50 2225.00 2225.00 -5.50      
Total Volume and Open Interest 873 8,451 -159
NASDAQ 100 E-Mini(Globex)
Mar11 101223 2236.80 2239.00 2223.80 2230.50 -5.50 89,776 329,939 -3,558
Jun11 101223 2231.00 2236.30 2221.30 2227.50 -5.50 118 58 +5
Total Volume and Open Interest 89,894 330,002 -3,553
S & P Midcap 400(CME)
Mar11 101223 910.50 912.00 908.60 908.60 -2.70 3 1,094 +2
Jun11 101223 905.60 905.60 905.60 905.60 -2.70      
Sep11 101223 904.80 904.80 904.80 904.80 -2.30      
Total Volume and Open Interest 3 1,094 +2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 101223 10385 10395 10290 10320 -65 4,836 39,340 +44
Jun11 101223 10300 10365 10300 10300 -65 0 3 +0
Total Volume and Open Interest 4,836 39,343 +44
Nikkei 225(SGX)
Mar11 101224 10345 10360 10230 10285 -45 55,491 202,775 -3,310
Jun11 101224 10215 10215 10215 10215 -45 38 2,462 +3
Sep11 101224 10215 10215 10215 10215 -45      
Total Volume and Open Interest 56,793 219,018 -3,291
CAC 40(EURONEXT)
Jan11 101224 3913.0 3919.5 3896.5 3902.0 -12.5 58,799 358,711 +10,163
Feb11 101224 3908.0 3908.0 3904.5 3904.5 -12.5 10 236 +6
Mar11 101224 3915.5 3923.5 3906.0 3906.0 -12.5 236 43,567 +20
Total Volume and Open Interest 59,045 402,549 +10,189
Hang Seng Index(HKFE)
Dec10 101224 22860 22930 22741 22803 -87 64,554 67,614 -6,531
Jan11 101224 22878 22937 22752 22809 -94 18,007 34,035 +8,918
Total Volume and Open Interest 84,904 108,212 +2,491
DAX(EUREX)
Dec10 101217 7033.0 7042.0 7005.0 7009.0 -14.0 176,805 85,348 -31,121
Mar11 101223 7100.0 7100.5 7057.0 7073.5 -20.5 43,449 186,295 -862
Jun11 101223 7118.0 7118.0 7088.0 7097.0 -20.0 305 10,063 +133
Total Volume and Open Interest 43,754 196,358 -729
FT-SE 100(EURONEXT)
Mar11 101224 5945.00 5964.00 5937.50 5954.50 -8.50 34,028 652,412 +1,946
Jun11 101224 5912.00 5912.00 5912.00 5912.00 -8.50 0 1,244 +0
Sep11 101224 5880.00 5880.00 5880.00 5880.00 -8.50 0 20 +0
Total Volume and Open Interest 34,028 653,676 +1,946
SPI 200(SFE)
Dec10 101216 4765.0 4785.0 4752.0 4762.0 -8.0 15,081 65,257 -117,974
Mar11 101224 4814.0 4814.0 4768.0 4784.0 -29.0 9,782 190,540 +743
Jun11 101224 4820.0 4820.0 4812.0 4812.0 -28.0 7 2,959 -3
Total Volume and Open Interest 9,789 196,681 +740
GSCI(CME)
Jan11 101223 628.00 628.00 624.00 628.00 +3.00 123 14,797 +18
Feb11 101223 631.00 631.00 627.00 631.00 +3.00 1 0 -1
Mar11 101223 632.00 632.00 628.00 632.00 +3.00      
Total Volume and Open Interest 124 14,797 +17
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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