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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Wed December 29, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101229 1374.00 1377.50 1363.50 1366.00 -9.75 52,754 45,017 -16,671
Mar11 101229 1386.25 1389.00 1374.75 1377.00 -10.00 66,776 304,416 +5,753
May11 101229 1392.50 1395.50 1382.00 1384.00 -9.50 19,952 86,428 -855
Jul11 101229 1395.25 1398.00 1385.00 1386.50 -9.50 17,462 72,518 +297
Aug11 101229 1359.75 1365.00 1354.25 1356.75 -8.25 408 2,222 +39
Sep11 101229 1323.00 1323.00 1311.00 1315.25 -5.00 299 2,743 +30
Nov11 101229 1277.00 1283.75 1270.00 1277.25 -1.50 10,557 113,409 +966
Total Volume and Open Interest 168,757 646,356 -10,297
Soybean Meal(CBOT)
Jan11 101229 368.50 368.60 364.20 365.70 -2.90 15,939 11,083 -3,766
Mar11 101229 372.00 372.80 368.00 369.50 -3.10 25,486 92,035 +540
May11 101229 373.20 373.30 369.30 370.50 -2.90 5,642 29,667 +136
Jul11 101229 372.10 373.60 369.70 371.30 -2.80 5,721 23,531 +1,810
Aug11 101229 362.40 363.10 360.70 360.70 -2.60 737 6,359 +135
Sep11 101229 349.60 349.60 347.60 347.60 -2.10 508 5,849 +17
Oct11 101229 330.70 331.30 328.20 329.90 -1.10 448 5,195 +94
Dec11 101229 327.60 329.30 325.30 326.80 -1.20 2,255 19,680 +119
Total Volume and Open Interest 56,797 196,263 -907
Soybean Oil(CBOT)
Jan11 101229 56.87 56.99 56.20 56.38 -0.44 13,822 18,598 -4,379
Mar11 101229 57.39 57.58 56.75 56.98 -0.41 30,772 198,431 +2,393
May11 101229 57.85 57.95 57.10 57.31 -0.44 5,026 47,158 +182
Jul11 101229 57.90 57.90 57.21 57.35 -0.48 5,041 41,952 +800
Aug11 101229 57.30 57.73 57.21 57.25 -0.48 454 4,872 +77
Sep11 101229 57.22 57.58 57.08 57.10 -0.48 310 5,566 +34
Oct11 101229 57.46 57.46 56.81 56.87 -0.48 334 7,615 +12
Dec11 101229 57.47 57.47 56.74 56.82 -0.49 1,130 25,951 +93
Total Volume and Open Interest 56,924 351,072 -757
Canola(WCE)
Jan11 101229 581.0 581.0 576.0 577.3 -4.2 6,675 6,773 -6,402
Mar11 101229 589.5 589.8 584.5 585.9 -3.9 10,998 120,849 +3,165
May11 101229 592.5 592.5 589.1 590.6 -3.6 1,199 9,995 +734
Jul11 101229 590.9 591.8 588.5 589.9 -4.5 209 16,895 +83
Nov11 101229 527.0 529.4 525.1 527.4 -2.0 335 36,854 -54
Total Volume and Open Interest 19,438 194,322 -2,465
Corn(CBOT)
Mar11 101229 622.50 626.50 619.00 624.00 +0.75 82,057 736,988 +762
May11 101229 630.25 634.75 627.00 632.00 +0.75 18,548 203,713 +3,962
Jul11 101229 634.00 638.25 630.50 635.75 +1.25 24,612 230,617 -583
Sep11 101229 585.00 588.50 581.75 587.00 +2.00 2,233 42,079 -141
Dec11 101229 555.00 559.00 552.25 556.00 -1.25 22,886 263,749 +3,159
Mar12 101229 562.25 566.00 559.25 563.75 -1.00 1,216 20,414 +208
Total Volume and Open Interest 153,292 1,542,447 +7,766
Wheat(CBOT)
Mar11 101229 800.00 806.25 782.25 799.25 +1.00 24,215 228,613 +3,105
May11 101229 824.50 831.75 809.00 825.75 +1.75 3,753 65,199 +50
Jul11 101229 835.00 841.25 820.50 836.25 +1.00 3,826 105,443 +253
Sep11 101229 849.00 852.25 837.50 849.00 +0.25 964 18,643 +340
Dec11 101229 860.00 862.50 847.75 859.25 -0.25 2,479 55,996 +322
Total Volume and Open Interest 36,179 488,334 +4,240
Wheat(KCBT)
Mar11 101229 861.25 863.50 841.75 857.75 -2.75 9,387 112,690 +695
May11 101229 869.00 871.75 856.75 866.50 -2.50 852 26,536 +139
Jul11 101229 872.50 876.75 857.50 871.50 -2.00 1,108 53,315 -11
Sep11 101229 880.50 884.00 872.25 879.75 -1.75 263 13,532 +32
Dec11 101229 885.50 889.75 877.75 885.75 -3.25 214 10,529 +5
Total Volume and Open Interest 11,842 218,822 +863
Wheat(MGE)
Mar11 101229 882.00 889.25 874.00 883.25 -1.00 2,200 29,051 -34
May11 101229 889.00 896.00 882.50 891.50 -0.50 397 12,472 +81
Jul11 101229 891.75 897.00 884.50 891.00 -1.00 319 8,879 +23
Sep11 101229 884.00 888.00 876.25 882.00 -2.75 300 9,244 +161
Dec11 101229 888.50 891.25 878.75 886.00 -3.50 133 8,060 +6
Total Volume and Open Interest 3,362 69,057 +246
Oats(CBOT)
Mar11 101229 387.50 388.75 382.00 384.50 -4.50 427 9,756 -80
May11 101229 392.00 394.00 388.50 389.50 -4.50 34 676 -5
Jul11 101229 393.50 397.50 391.25 393.50 -2.00 42 289 +18
Sep11 101229 348.50 349.50 348.50 349.50 unch 43 23 +15
Total Volume and Open Interest 584 11,770 -46
Rough Rice(CBOT)
Jan11 101229 13.10 13.60 13.06 13.60 +0.50 907 2,704 -590
Mar11 101229 13.36 13.88 13.35 13.88 +0.50 1,465 12,304 +446
May11 101229 13.75 14.15 13.70 14.15 +0.50 139 1,605 +19
Jul11 101229 13.91 14.44 13.91 14.44 +0.50 188 1,608 +19
Total Volume and Open Interest 2,888 19,081 -49
Live Cattle(CME)
Dec10 101229 105.450 107.400 105.200 106.330 +0.880 1,620 2,369 -1,036
Feb11 101229 107.680 108.850 107.400 108.250 +0.450 13,313 148,248 +319
Apr11 101229 111.580 112.635 111.300 112.000 +0.450 6,902 89,977 +1,467
Jun11 101229 108.785 109.850 108.600 109.330 +0.380 3,469 47,429 +336
Aug11 101229 109.400 110.285 109.200 109.930 +0.450 1,453 17,540 +456
Oct11 101229 111.250 112.100 111.135 112.000 +0.450 764 10,777 +310
Total Volume and Open Interest 28,171 325,248 +1,773
Feeder Cattle(CME)
Jan11 101229 120.700 121.400 120.450 120.850 +0.150 984 6,509 -320
Mar11 101229 123.450 124.430 123.385 124.080 +0.630 1,651 22,244 +316
Apr11 101229 124.250 125.180 124.135 124.980 +0.480 615 5,077 +164
May11 101229 124.600 125.230 124.250 124.800 unch 455 6,223 +135
Aug11 101229 124.900 125.500 124.635 125.330 +0.280 333 6,372 +104
Sep11 101229 124.350 124.635 123.580 124.600 +0.600 54 527 +25
Oct11 101229 123.000 124.550 123.000 124.100 +0.650 13 150 +4
Total Volume and Open Interest 4,116 47,185 +438
Lean Hogs(CME)
Feb11 101229 78.650 79.900 78.500 79.600 +0.965 8,769 83,837 -224
Apr11 101229 82.500 83.580 82.500 83.350 +0.850 4,053 55,174 +841
May11 101229 89.850 90.650 89.800 90.650 +0.900 94 1,822 +24
Jun11 101229 92.180 93.285 92.180 93.100 +0.800 2,277 35,290 +195
Jul11 101229 91.950 92.600 91.950 92.550 +0.620 601 8,576 +163
Aug11 101229 90.900 91.930 90.900 91.650 +0.750 431 9,682 +138
Oct11 101229 81.100 81.950 81.100 81.800 +0.550 339 6,889 +290
Dec11 101229 77.800 78.500 77.750 78.400 +0.470 611 2,974 +633
Total Volume and Open Interest 17,303 205,071 +2,165
Class III Milk(CME)
Dec10 101229 13.85 13.88 13.83 13.86 +0.02 32 5,895 -23
Jan11 101229 13.09 13.28 13.05 13.25 +0.15 159 4,692 +68
Feb11 101229 13.42 13.65 13.37 13.64 +0.24 237 4,933 +154
Mar11 101229 13.81 14.05 13.81 14.05 +0.24 80 3,468 +20
Apr11 101229 14.40 14.54 14.35 14.49 +0.14 146 2,590 +48
Total Volume and Open Interest 1,033 33,397 +465
Cocoa(ICE)
Mar11 101229 3065 3068 2969 3065 unch 4,729 68,566 -305
May11 101229 3065 3083 2987 3081 -1 1,053 22,210 +519
Jul11 101229 3045 3095 3003 3093 -4 107 12,439 +47
Sep11 101229 3035 3106 3028 3105 -5 56 7,238 -6
Dec11 101229 3075 3123 3045 3122 -5 43 11,574 -24
Mar12 101229 3110 3186 3110 3186 -1 134 10,898 -80
May12 101229 3101 3179 3100 3179 -3 128 4,457 +70
Total Volume and Open Interest 6,270 139,263 +241
Coffee "C"(ICE)
Mar11 101229 238.60 240.65 235.15 239.65 +0.35 3,023 89,897 +95
May11 101229 240.65 241.80 236.65 241.00 +0.35 991 26,920 +179
Jul11 101229 239.75 240.60 235.50 239.90 +0.40 211 9,993 +28
Sep11 101229 235.70 236.45 233.60 236.15 +0.65 92 4,485 +22
Dec11 101229 230.50 231.00 228.30 230.85 +0.80 52 7,003 +6
Mar12 101229 225.00 225.00 225.00 225.00 +1.00 34 668 +24
Total Volume and Open Interest 4,407 139,628 +355
Orange Juice(ICE)
Jan11 101229 170.05 173.00 169.75 170.50 +0.20 862 2,510 -288
Mar11 101229 163.00 167.80 163.00 163.80 +2.05 2,033 19,826 +401
May11 101229 164.50 167.70 164.50 165.25 +2.15 163 3,842 +26
Jul11 101229 165.95 165.95 165.90 165.95 +2.20 38 2,476 +36
Sep11 101229 166.85 166.85 166.80 166.85 +2.20 0 436 +0
Nov11 101229 167.45 167.45 167.40 167.45 +2.70 2 69 +1
Total Volume and Open Interest 3,098 29,182 +176
Sugar #11(ICE)
Mar11 101229 34.50 34.77 33.56 33.83 -0.56 18,012 240,840 +891
May11 101229 30.90 31.08 30.16 30.41 -0.36 10,205 111,946 +764
Jul11 101229 26.75 26.99 26.41 26.59 -0.16 6,314 101,940 +1,319
Oct11 101229 24.70 24.94 24.42 24.63 -0.02 3,926 58,479 +1,370
Mar12 101229 23.75 23.92 23.53 23.71 +0.09 966 47,635 -54
Total Volume and Open Interest 40,517 607,307 +5,751
London Cocoa(LCE)
Mar11 101229 2048 2057 2007 2053 +17 2,400 65,109 -255
May11 101229 2055 2066 2017 2063 +21 551 21,712 +231
Jul11 101229 2034 2080 2034 2077 +21 0 20,843 +0
Sep11 101229 2062 2084 2037 2082 +20 471 13,330 +445
Dec11 101229 2074 2097 2050 2094 +22 75 21,231 -75
Mar12 101229 2065 2106 2065 2106 +23 75 18,316 +0
May12 101229 2074 2110 2074 2110 +23 1 3,309 +1
Total Volume and Open Interest 3,573 164,274 +347
London Sugar(LCE)
Mar11 101229 831.60 835.80 824.50 826.40 +6.00 116 28,114 +18
May11 101229 791.00 797.50 784.70 789.50 +5.20 0 10,202 +0
Aug11 101229 705.00 707.50 698.10 702.20 +2.20 0 7,423 +0
Oct11 101229 642.00 645.00 640.40 641.20 +4.70 0 2,266 +0
Dec11 101229 621.80 622.70 621.10 622.70 +4.80 0 903 +0
Total Volume and Open Interest 116 49,494 +18
Cotton(ICE)
Mar11 101229 143.86 146.35 140.38 140.43 -3.92 4,636 103,393 -879
May11 101229 133.23 135.90 130.75 131.68 -1.37 874 21,993 -106
Jul11 101229 123.90 127.25 122.30 123.45 -0.71 742 30,484 +114
Oct11 101229 109.95 109.95 107.78 107.78 +0.47 0 179 -1
Dec11 101229 97.62 97.98 96.28 97.91 +0.16 896 43,264 +92
Mar12 101229 93.00 93.00 91.80 92.66 +0.16 100 977 +100
Total Volume and Open Interest 7,248 201,812 -680
Lumber(CME)
Jan11 101229 307.8 314.5 307.3 311.5 -1.0 88 1,339 -29
Mar11 101229 322.9 330.0 322.7 329.7 +2.0 644 6,671 +320
May11 101229 330.6 337.8 330.6 336.3 +1.9 108 2,190 +28
Jul11 101229 337.9 340.0 332.0 340.0 +2.7 10 783 -5
Total Volume and Open Interest 851 11,117 +314
Crude Oil(NYM)
Feb11 101229 91.27 91.53 90.80 91.12 -0.37 104,415 313,081 -472
Mar11 101229 92.00 92.27 91.54 91.90 -0.33 29,066 189,840 +2,457
Apr11 101229 92.57 92.88 92.16 92.53 -0.30 16,228 85,795 +878
May11 101229 93.15 93.35 92.61 92.99 -0.28 11,130 62,979 -310
Jun11 101229 93.40 93.65 92.85 93.30 -0.27 13,648 91,462 +474
Jul11 101229 93.71 93.80 93.10 93.53 -0.25 5,147 43,346 +1,099
Aug11 101229 93.56 93.89 93.27 93.65 -0.23 3,123 20,754 -116
Sep11 101229 93.69 93.90 93.34 93.71 -0.23 4,234 25,562 +316
Oct11 101229 94.02 94.07 93.36 93.74 -0.24 1,776 18,668 +135
Nov11 101229 94.03 94.08 93.39 93.76 -0.24 1,000 20,653 -192
Dec11 101229 93.95 94.06 93.26 93.77 -0.24 11,922 155,519 +672
Jan12 101229 93.69 93.85 93.68 93.68 -0.22 189 27,957 +29
Feb12 101229 93.57 93.57 93.57 93.57 -0.19 110 8,363 +12
Mar12 101229 93.45 93.45 93.45 93.45 -0.17 42 10,428 +3
Apr12 101229 93.33 93.33 93.33 93.33 -0.14 165 4,677 +101
May12 101229 93.22 93.22 93.22 93.22 -0.11 15 5,673 +2
Total Volume and Open Interest 208,060 1,401,989 +5,650
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 101229 91.250 91.525 90.800 91.125 -0.375 2,992 4,643 +160
Mar11 101229 92.075 92.175 91.600 91.900 -0.325 197 1,545 +33
Apr11 101229 92.775 92.825 92.375 92.525 -0.300 53 61 -16
May11 101229 93.000 93.000 93.000 93.000 -0.275 1 18 +1
Jun11 101229 93.300 93.300 93.300 93.300 -0.275 0 44 +0
Jul11 101229 93.500 93.525 93.350 93.525 -0.250 1 8 +1
Aug11 101229 93.500 93.650 93.225 93.650 -0.225 0 9 +0
Sep11 101229 93.700 93.700 93.700 93.700 -0.250 0 1 +0
Total Volume and Open Interest 3,244 6,571 +179
Heating Oil(NYM)
Jan11 101229 252.00 252.83 251.22 252.15 -0.28 20,670 18,325 -9,626
Feb11 101229 253.10 254.20 252.39 253.39 -0.16 27,574 107,254 +2,708
Mar11 101229 253.56 254.59 253.00 253.91 -0.09 5,735 51,549 -380
Apr11 101229 252.78 253.74 252.00 253.15 -0.01 4,160 26,197 +615
May11 101229 252.34 253.12 252.24 252.72 -0.03 1,633 17,733 -360
Jun11 101229 253.09 253.60 251.90 253.01 -0.06 2,664 35,873 -181
Jul11 101229 253.51 254.86 253.51 254.15 -0.09 1,674 9,047 +784
Aug11 101229 255.40 255.65 255.36 255.36 -0.11 1,121 5,128 +230
Sep11 101229 256.31 256.72 256.31 256.56 -0.13 73 4,970 -2
Oct11 101229 257.85 257.88 257.79 257.79 -0.21 514 4,085 +1
Nov11 101229 259.50 259.60 259.15 259.22 -0.28 37 4,064 +11
Dec11 101229 260.84 261.15 260.08 260.49 -0.33 747 15,241 -83
Total Volume and Open Interest 66,655 308,824 -6,273
Gasoline(NYMEX)
Jan11 101229 240.78 241.24 238.65 239.04 -1.52 19,005 18,046 -5,936
Feb11 101229 239.80 240.27 238.47 238.85 -0.93 26,606 95,499 +352
Mar11 101229 240.37 240.65 239.30 239.70 -0.82 7,637 49,223 +308
Apr11 101229 249.51 249.95 249.20 249.53 -0.66 2,921 32,320 -215
May11 101229 250.80 250.80 249.80 250.13 -0.55 2,018 14,392 -140
Jun11 101229 250.75 250.80 249.50 250.10 -0.34 1,197 19,836 +88
Jul11 101229 249.27 249.63 248.19 249.30 -0.03 483 5,058 +73
Aug11 101229 247.24 248.15 247.24 247.87 +0.11 479 6,060 +176
Sep11 101229 245.48 246.20 245.40 246.04 +0.17 313 3,203 +49
Oct11 101229 234.82 235.36 234.82 235.36 +0.29 148 3,270 +38
Total Volume and Open Interest 61,454 281,314 -5,165
e-miNY RBOB Gasoline(NYM)
Jan11 101229 239.00 239.04 239.00 239.00 -1.60 0 2 +0
Feb11 101229 238.90 238.90 238.85 238.90 -0.90 1 3 +1
Mar11 101229 239.70 239.70 239.70 239.70 -0.80 0 1 +0
Apr11 101229 249.50 249.53 249.50 249.50 -0.70 0 1 +0
Total Volume and Open Interest 1 11 +1
Natural Gas(NYM)
Jan11 101228 4.094 4.266 4.070 4.216 +0.104 73,305 10,473 -15,102
Feb11 101229 4.291 4.310 4.216 4.287 -0.001 83,596 165,382 -7,441
Mar11 101229 4.280 4.320 4.220 4.298 +0.011 18,420 168,642 +388
Apr11 101229 4.262 4.310 4.207 4.290 +0.019 14,409 89,300 +1,100
May11 101229 4.275 4.342 4.239 4.322 +0.019 5,920 41,782 +819
Jun11 101229 4.344 4.382 4.296 4.364 +0.016 3,005 17,894 +188
Jul11 101229 4.375 4.446 4.370 4.431 +0.018 3,503 17,025 +1,006
Aug11 101229 4.448 4.490 4.400 4.472 +0.018 1,937 17,081 +281
Sep11 101229 4.466 4.486 4.425 4.484 +0.018 1,659 12,474 +409
Oct11 101229 4.500 4.562 4.495 4.551 +0.016 6,104 51,530 +599
Nov11 101229 4.721 4.755 4.686 4.739 +0.014 2,457 21,129 +803
Dec11 101229 4.933 5.006 4.933 4.992 +0.012 1,599 19,129 -263
Jan12 101229 5.111 5.156 5.099 5.150 +0.013 3,766 33,199 +74
Feb12 101229 5.094 5.135 5.094 5.119 +0.012 375 6,818 +89
Mar12 101229 5.001 5.021 4.970 5.021 +0.011 1,719 16,262 -188
Apr12 101229 4.750 4.812 4.750 4.806 +0.003 1,357 13,945 +542
Total Volume and Open Interest 150,135 758,189 -12,036
Brent Crude Oil(ICE)
Feb11 101229 94.34 94.38 93.62 94.14 -0.24 35,354 240,392 -768
Mar11 101229 94.05 94.22 93.45 93.98 -0.21 16,405 188,223 +652
Apr11 101229 94.14 94.33 93.55 94.11 -0.19 5,756 73,378 +1,202
May11 101229 94.28 94.45 93.70 94.25 -0.19 1,898 42,721 +159
Jun11 101229 94.31 94.55 93.81 94.35 -0.21 3,467 66,403 -94
Jul11 101229 94.46 94.53 94.00 94.39 -0.23 1,590 22,650 -446
Aug11 101229 94.48 94.54 94.26 94.38 -0.25 586 12,424 -1
Sep11 101229 94.47 94.54 94.25 94.36 -0.27 628 17,321 -93
Oct11 101229 94.40 94.55 94.32 94.35 -0.28 797 10,919 +279
Nov11 101229 94.35 94.35 94.35 94.35 -0.26 766 10,776 +121
Dec11 101229 94.47 94.59 93.86 94.36 -0.23 2,644 88,953 +77
Jan12 101229 94.36 94.36 94.36 94.36 -0.19 150 9,094 +0
Feb12 101229 94.33 94.33 94.33 94.33 -0.17 16 5,856 +0
Mar12 101229 94.26 94.26 94.26 94.26 -0.17 63 3,611 -49
Total Volume and Open Interest 70,732 882,866 +1,065
Gas Oil(ICE)
Jan11 101229 780.25 782.00 777.00 780.00 -0.25 11,461 104,786 -1,090
Feb11 101229 784.25 786.75 781.75 784.75 -0.25 15,233 117,189 -758
Mar11 101229 788.25 790.00 785.00 788.25 +0.25 3,212 67,355 +1,055
Apr11 101229 790.75 791.75 787.25 790.25 +1.00 1,400 55,958 -100
May11 101229 792.25 793.50 789.00 792.00 +1.00 506 43,189 +143
Jun11 101229 794.75 796.00 791.75 794.25 +1.25 1,383 53,493 -831
Jul11 101229 797.25 798.75 794.00 797.25 +1.75 334 18,657 +35
Aug11 101229 797.00 800.50 796.75 800.00 +1.75 214 17,569 +55
Sep11 101229 799.50 802.75 799.25 802.50 +2.00 187 11,150 +26
Oct11 101229 800.75 804.00 800.50 803.75 +2.00 173 10,800 +104
Total Volume and Open Interest 34,634 611,928 -1,273
Ethanol(CBOT)
Dec10 101203 2.050 2.070 2.050 2.051 -0.024 83 136 -71
Jan11 101229 2.348 2.363 2.340 2.360 +0.011 88 453 -45
Feb11 101229 2.294 2.310 2.293 2.305 -0.001 82 865 -4
Mar11 101229 2.309 2.311 2.294 2.310 -0.002 18 1,092 +8
Apr11 101229 2.315 2.319 2.315 2.319 -0.002 15 699 +10
May11 101229 2.325 2.326 2.325 2.326 unch 9 428 +0
Jun11 101229 2.333 2.333 2.333 2.333 unch 20 566 +1
Jul11 101229 2.333 2.333 2.333 2.333 unch 29 718 +15
Total Volume and Open Interest 380 7,255 +86
WTI Crude Oil(ICE
Feb11 101229 91.27 91.52 90.79 91.12 -0.37 24,599 107,989 +81
Mar11 101229 91.92 92.22 91.53 91.90 -0.33 13,264 83,120 +1,340
Apr11 101229 92.55 92.84 92.19 92.53 -0.30 6,934 37,205 -470
May11 101229 93.11 93.18 92.62 92.99 -0.28 3,147 22,209 -232
Jun11 101229 93.30 93.54 92.90 93.30 -0.27 4,470 60,013 +770
Jul11 101229 93.34 93.63 93.34 93.53 -0.25 914 16,439 +320
Aug11 101229 93.43 93.68 93.43 93.65 -0.23 726 12,120 -115
Sep11 101229 93.54 93.78 93.54 93.71 -0.23 905 15,218 +159
Oct11 101229 93.53 93.74 93.34 93.74 -0.24 616 9,382 +247
Nov11 101229 93.76 93.76 93.76 93.76 -0.24 892 8,336 -225
Dec11 101229 93.83 94.03 93.34 93.77 -0.24 4,099 62,920 +86
Jan12 101229 93.68 93.68 93.68 93.68 -0.22 84 5,127 +44
Feb12 101229 93.57 93.57 93.57 93.57 -0.19 12 1,169 +0
Mar12 101229 93.45 93.45 93.45 93.45 -0.17 9 3,163 +0
Apr12 101229 93.33 93.33 93.33 93.33 -0.14 0 733 +0
May12 101229 93.22 93.22 93.22 93.22 -0.11 0 846 +0
Total Volume and Open Interest 61,564 532,176 +2,207
US Dollar Index(ICE)
Mar11 101229 80.715 80.715 79.995 80.103 -0.567 10,891 25,788 +205
Jun11 101229 80.965 80.965 80.503 80.503 -0.577 61 606 +35
Sep11 101229 80.863 81.440 80.860 80.863 -0.577 0 4 +0
Total Volume and Open Interest 10,952 26,398 +240
Australian Dollar(CME)
Mar11 101229 99.96 100.89 99.93 100.81 +0.80 44,678 123,602 +4,445
Jun11 101229 99.15 99.64 98.84 99.63 +0.79 38 246 +21
Sep11 101229 98.35 98.35 97.57 98.35 +0.78 0 14 +0
Total Volume and Open Interest 44,716 124,005 +4,466
British Pound(CME)
Mar11 101229 153.64 155.10 153.42 155.01 +1.40 59,725 81,970 +3,799
Jun11 101229 153.55 154.87 153.47 154.87 +1.40 15 133 -4
Sep11 101229 154.69 154.69 153.29 154.69 +1.40 0 6 +0
Total Volume and Open Interest 59,740 82,141 +3,795
Canadian Dollar(CME)
Mar11 101229 99.62 100.10 99.30 99.81 -0.05 61,107 109,284 +14,252
Jun11 101229 99.78 99.78 99.10 99.56 -0.06 148 1,920 +24
Sep11 101229 99.18 99.36 99.18 99.28 -0.06 1 957 +0
Dec11 101229 98.85 99.16 98.85 99.00 -0.06 13 1,058 +3
Total Volume and Open Interest 61,269 113,223 +14,279
Japanese Yen(CME)
Mar11 101229 121.45 122.64 121.40 122.60 +1.13 99,981 109,060 +7,107
Jun11 101229 121.60 122.75 121.60 122.75 +1.13 37 273 -2
Sep11 101229 122.66 122.95 121.83 122.95 +1.12 0 9 +0
Total Volume and Open Interest 100,018 109,343 +7,105
Swiss Franc(CME)
Mar11 101229 105.11 105.92 105.02 105.78 +0.60 29,389 46,304 +1,409
Jun11 101229 105.35 106.02 105.32 105.92 +0.60 13 50 +1
Sep11 101229 106.08 106.08 105.50 106.08 +0.58      
Total Volume and Open Interest 29,403 46,356 +1,411
EuroFX(CME)
Mar11 101229 131.04 132.39 130.80 132.11 +0.97 205,415 161,279 +6,312
Jun11 101229 130.90 132.31 130.81 132.05 +0.97 81 707 +2
Sep11 101229 131.97 131.97 131.02 131.97 +0.95 3 34 +1
Total Volume and Open Interest 205,499 162,312 +6,315
Mexican Peso(CME)
Jan11 101229 808.8 808.8 808.2 808.8 +0.5      
Feb11 101229 806.8 806.8 806.2 806.8 +0.5      
Total Volume and Open Interest 12,500 125,232 -1,067
30-Year T-Bonds(CBOT)
Mar11 101229 119~180 121~160 119~110 121~100 +1~310 150,806 524,847 -1,189
Jun11 101229 118~060 119~240 117~250 119~240 +1~310 11 613 +2
Sep11 101229 118~060 118~060 116~070 118~060 +1~310      
Total Volume and Open Interest 150,817 525,460 -1,187
10-Year T-Notes(CBOT)
Mar11 101229 119~000 120~115 118~305 120~080 +1~070 447,244 1,333,805 +8,955
Jun11 101229 117~265 119~010 117~260 119~010 +1~070 5 52 +2
Sep11 101229 117~305 117~305 116~235 117~305 +1~070      
Total Volume and Open Interest 447,249 1,333,861 +8,957
5-Year T-Notes(CBOT)
Mar11 101229 116~108 117~088 116~106 117~079 +0~101 307,476 989,038 -16,046
Jun11 101229 116~103 116~103 116~002 116~103 +0~101      
Sep11 101229 115~127 115~127 115~026 115~127 +0~101      
Total Volume and Open Interest 317,116 1,003,160 -18,905
2 Year T-Notes(CBOT)
Mar11 101229 109~021 109~050 109~017 109~048 +0~031 112,136 633,476 -24,428
Jun11 101229 109~023 109~023 108~120 109~023 +0~031 0 25 +0
Sep11 101229 108~126 108~126 108~095 108~126 +0~031      
Total Volume and Open Interest 112,537 646,445 -24,639
Eurodollars(CME)
Mar11 101229 99.600 99.630 99.590 99.615 +0.020 59,295 1,139,082 -5,429
Jun11 101229 99.475 99.550 99.470 99.530 +0.055 63,323 1,049,481 +1,389
Sep11 101229 99.305 99.415 99.290 99.400 +0.100 77,811 871,365 -1,723
Dec11 101229 99.085 99.225 99.065 99.210 +0.135 83,494 742,632 +840
Mar12 101229 98.830 98.995 98.815 98.985 +0.165 91,265 788,384 -2,350
Jun12 101229 98.550 98.730 98.530 98.715 +0.180 79,010 493,731 +2,426
Sep12 101229 98.275 98.460 98.250 98.445 +0.185 75,582 373,202 +1,701
Dec12 101229 97.995 98.180 97.965 98.165 +0.180 75,459 272,736 -5,268
Mar13 101229 97.740 97.910 97.700 97.900 +0.180 45,365 170,865 -1,346
Jun13 101229 97.460 97.640 97.430 97.630 +0.175 45,562 161,599 +1,956
Sep13 101229 97.205 97.385 97.175 97.375 +0.175 34,040 180,051 +296
Dec13 101229 96.950 97.125 96.915 97.115 +0.170 32,319 140,848 +459
Mar14 101229 96.745 96.895 96.690 96.890 +0.165 12,544 110,398 -110
Jun14 101229 96.490 96.660 96.455 96.655 +0.160 13,723 106,767 -1,124
Sep14 101229 96.275 96.435 96.230 96.430 +0.160 11,614 71,265 +187
Dec14 101229 96.065 96.210 96.010 96.205 +0.155 13,267 70,699 +189
Mar15 101229 95.870 96.025 95.815 96.015 +0.150 8,118 50,099 +278
Jun15 101229 3.940 4.100 3.890 4.090 +0.150 7,683 37,060 +468
Total Volume and Open Interest 856,922 7,051,004 -4,986
30 Day Federal Funds(CBOT)
Dec10 101229 99.817 99.820 99.815 99.820 unch 1,539 94,411 -214
Jan11 101229 99.820 99.820 99.815 99.820 unch 742 67,016 -244
Feb11 101229 99.810 99.815 99.805 99.815 unch 789 57,375 +285
Mar11 101229 99.810 99.815 99.810 99.815 unch 375 38,822 -57
Apr11 101229 99.815 99.820 99.810 99.815 unch 274 37,025 -56
May11 101229 99.805 99.815 99.805 99.805 unch 910 51,226 +21
Total Volume and Open Interest 21,815 575,278 -523
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 101229 99.652 99.652 99.652 99.652 unch 0 1,039 +0
Jun11 101229 99.637 99.637 99.637 99.637 unch 0 175 +0
Sep11 101229 99.622 99.622 99.622 99.622 unch      
Dec11 101229 99.613 99.613 99.613 99.613 unch 0 75 +0
Mar12 101229 99.600 99.600 99.600 99.600 unch      
Jun12 101229 99.645 99.645 99.645 99.645 unch      
Sep12 101229 99.595 99.595 99.595 99.595 unch      
Dec12 101229 99.500 99.500 99.500 99.500 unch      
Mar13 101229 99.500 99.500 99.500 99.500 unch      
Jun13 101229 99.455 99.455 99.455 99.455 unch      
Total Volume and Open Interest 0 1,289 +0
3-Mth Euro-Yen(SGX)
Mar11 101229 99.65 99.65 99.65 99.65 unch 0 2,059 +0
Jun11 101229 99.64 99.64 99.64 99.64 unch 0 1,389 +0
Sep11 101229 99.62 99.62 99.62 99.62 unch 0 1,064 +0
Dec11 101229 99.62 99.62 99.61 99.61 unch 209 1,055 +100
Mar12 101229 99.60 99.60 99.60 99.60 unch 0 305 +0
Jun12 101229 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 101229 99.60 99.60 99.60 99.60 unch 0 310 +0
Dec12 101229 99.50 99.50 99.50 99.50 unch 1 4 +0
Total Volume and Open Interest 210 6,941 +100
Japanese Gov't Bonds(SGX)
Mar11 101229 140.33 140.35 139.80 140.12 -0.24 1,393 11,307 +74
Jun11 101229 138.03 138.03 138.03 138.03 -0.24      
Sep11 101229 135.94 135.94 135.94 135.94 -0.24      
Total Volume and Open Interest 1,393 11,307 +74
Euro-Bund(EUREX)
Mar11 101229 124.58 125.39 124.52 124.77 -0.42 150,726 912,398 -25,099
Jun11 101229 123.33 123.74 123.26 123.33 -0.39 5 558 -3
Sep11 101229 123.30 123.30 123.30 123.30 -0.42      
Total Volume and Open Interest 150,731 912,956 -25,102
Euro-Bobl(EUREX)
Mar11 101229 118.35 118.74 118.35 118.47 -0.17 101,971 671,045 -11,350
Jun11 101229 117.19 117.19 117.04 117.04 -0.17 0 47 +0
Sep11 101229 117.02 117.02 117.02 117.02 -0.17      
Total Volume and Open Interest 101,971 671,092 -11,350
3-Mth Euribor(EUREX)
Dec10 101213 98.975 98.975 98.970 98.975 +0.005 315 7,182 -322
Mar11 101229 98.960 98.960 98.950 98.950 unch 14 8,252 -13
Jun11 101229 98.845 98.845 98.845 98.845 -0.005 250 9,076 -55
Total Volume and Open Interest 264 26,487 -68
Long Gilt(LIFFE)
Dec10 101229 118~31 119~09 118~31 119~04 -0~18 15 930 -2,548
Mar11 101229 118~09 118~09 117~16 117~28 -0~17 3,344 239,506 -985
Total Volume and Open Interest 3,359 240,436 -3,533
3-Mth Short Sterling(LIFFE)
Mar11 101229 99.17 99.20 99.17 99.19 +0.01 3,783 289,348 +204
Jun11 101229 99.02 99.08 98.99 99.06 +0.02 4,921 240,614 -1,730
Sep11 101229 98.85 98.90 98.81 98.88 +0.02 5,921 212,360 +731
Dec11 101229 98.62 98.66 98.59 98.64 +0.01 6,134 252,383 +677
Mar12 101229 98.39 98.39 98.35 98.37 -0.02 6,328 222,204 +1,788
Jun12 101229 98.13 98.14 98.08 98.08 -0.04 5,372 132,593 +593
Total Volume and Open Interest 42,489 1,702,445 +1,842
3-Mth Euribor(LIFFE)
Mar11 101229 98.960 98.960 98.945 98.950 unch 42,040 541,732 -425
Jun11 101229 98.855 98.855 98.835 98.845 -0.005 60,130 468,159 -4,404
Sep11 101229 98.730 98.745 98.715 98.730 -0.005 52,762 340,911 +5,890
Total Volume and Open Interest 344,952 2,535,760 -7,754
3-Mth Aus T-Bills(SFE)
Mar11 101229 94.88 94.90 94.87 94.90 unch 6,470 192,464 +2,608
Jun11 101229 94.69 94.73 94.69 94.73 unch 4,471 112,583 -251
Sep11 101229 94.52 94.56 94.51 94.54 -0.01 2,618 73,535 +483
Dec11 101229 94.38 94.41 94.36 94.40 -0.02 1,522 47,594 -9
Mar12 101229 94.32 94.32 94.28 94.31 -0.03 652 40,935 -68
Jun12 101229 94.26 94.28 94.24 94.25 -0.03 366 36,618 -25
Sep12 101229 94.21 94.21 94.19 94.20 -0.03 274 19,147 -144
Dec12 101229 94.15 94.15 94.15 94.15 -0.03 0 8,386 +0
Mar13 101229 94.13 94.13 94.13 94.13 -0.01 0 2,552 -1
Jun13 101229 94.09 94.09 94.09 94.09 unch 0 575 +0
Total Volume and Open Interest 16,373 535,240 +2,593
10-Year Aus T-Bonds(SFE)
Mar11 101229 94.25 94.31 94.24 94.28 -0.02 9,565 344,296 +217
Jun11 101229 94.28 94.28 94.28 94.28 -0.02      
Total Volume and Open Interest 9,565 344,296 +217
3-Year Aus T-Bonds(SFE)
Mar11 101229 94.57 94.61 94.54 94.59 -0.02 23,982 367,886 -7,134
Jun11 101229 94.59 94.59 94.59 94.59 -0.02      
Total Volume and Open Interest 23,982 367,886 -7,134
Gold(CMX)
Dec10 101229 1403.4 1413.1 1402.9 1413.1 +7.9 519 152 -184
Feb11 101229 1406.9 1414.9 1401.5 1413.5 +7.9 105,803 358,197 +8,356
Apr11 101229 1407.5 1416.8 1403.7 1415.7 +7.8 8,071 52,362 +2,903
Jun11 101229 1411.1 1418.6 1406.5 1417.9 +7.8 1,674 34,381 -197
Aug11 101229 1413.4 1420.7 1413.4 1420.0 +7.8 224 15,942 +74
Oct11 101229 1422.3 1422.3 1422.3 1422.3 +7.7 57 12,326 +3
Dec11 101229 1415.0 1425.0 1413.3 1424.8 +7.7 740 27,267 +235
Feb12 101229 1426.0 1427.6 1426.0 1427.6 +7.6 5 6,613 +0
Apr12 101229 1430.5 1430.5 1430.5 1430.5 +7.5 0 5,313 +0
Jun12 101229 1433.9 1433.9 1433.9 1433.9 +7.4 25 12,302 -25
Aug12 101229 1437.7 1437.7 1437.7 1437.7 +7.4 0 6,086 +0
Oct12 101229 1441.9 1441.9 1441.9 1441.9 +7.5 0 1,080 +0
Total Volume and Open Interest 118,134 594,490 +11,337
Silver(CMX)
Dec10 101229 3035.5 3067.9 3034.0 3067.9 +38.2 109 79 -50
Mar11 101229 3032.5 3072.0 3014.5 3070.4 +38.1 36,907 79,875 +3,868
May11 101229 3022.5 3076.5 3022.5 3075.8 +38.1 2,131 13,053 +177
Jul11 101229 3036.5 3080.9 3036.5 3080.9 +38.1 318 9,582 +116
Sep11 101229 3046.5 3085.8 3046.0 3085.8 +37.9 152 6,101 -102
Dec11 101229 3052.5 3093.2 3046.5 3093.2 +37.8 163 12,560 +15
Mar12 101229 3100.3 3100.3 3100.3 3100.3 +37.4 0 374 +0
Total Volume and Open Interest 40,506 137,918 +4,291
Platinum(NYMEX)
Jan11 101229 1755.1 1761.8 1743.7 1754.2 +2.5 3,845 3,649 -2,509
Apr11 101229 1761.0 1767.5 1750.0 1760.2 +3.0 5,468 34,754 +2,963
Jul11 101229 1754.8 1764.8 1754.8 1764.8 +4.6 27 569 +27
Oct11 101229 1764.8 1764.8 1764.8 1764.8 +4.6 0 6 +0
Total Volume and Open Interest 9,340 38,980 +481
Palladium(NYMEX)
Mar11 101229 787.05 796.95 782.25 793.40 +6.20 1,740 22,684 +389
Jun11 101229 794.80 796.00 794.55 794.55 +6.05 100 490 +9
Sep11 101229 793.05 793.05 793.05 793.05 +6.05 1 10 +1
Total Volume and Open Interest 1,859 23,214 +391
Copper(CMX)
Dec10 101229 431.30 432.20 430.90 430.90 -1.50 373 339 -512
Mar11 101229 432.65 433.20 428.90 431.15 -1.65 13,434 117,915 +827
May11 101229 429.25 432.15 428.90 430.50 -1.60 3,074 27,253 -18
Jul11 101229 429.20 429.60 428.85 429.15 -1.40 28 7,267 -11
Sep11 101229 427.90 427.90 427.60 427.60 -1.30 8 5,360 +1
Total Volume and Open Interest 17,473 167,334 +322
DJIA Index(CBOT)
Mar11 101229 11507 11565 11507 11532 +23 184 6,290 +52
Jun11 101229 11467 11467 11444 11467 +23      
Sep11 101229 11412 11412 11389 11412 +23      
Dec11 101229 11357 11357 11334 11357 +23      
Total Volume and Open Interest 184 6,290 +52
S & P 500(CME)
Mar11 101229 1253.50 1258.50 1253.40 1255.70 +1.60 5,845 267,970 +751
Jun11 101229 1253.00 1253.00 1250.10 1250.60 +1.50 1 3,753 +0
Sep11 101229 1245.80 1247.30 1245.30 1245.80 +1.50 200 1,739 +150
Dec11 101229 1241.50 1243.00 1241.00 1241.50 +1.50 0 350 +0
Total Volume and Open Interest 6,046 273,812 +901
S & P 500 E-Mini(Globex)
Mar11 101229 1254.00 1258.50 1253.25 1255.75 +1.75 553,798 2,477,060 +18,181
Jun11 101229 1249.00 1253.00 1249.00 1250.50 +1.50 293 2,546 +19
Total Volume and Open Interest 554,091 2,479,708 +18,200
NASDAQ 100(CME)
Mar11 101229 2224.80 2236.50 2224.80 2228.50 +3.00 822 9,411 +12
Jun11 101229 2225.50 2227.50 2225.50 2225.50 +3.00      
Sep11 101229 2223.00 2225.00 2223.00 2223.00 +3.00      
Total Volume and Open Interest 822 9,411 +12
NASDAQ 100 E-Mini(Globex)
Mar11 101229 2227.30 2235.80 2224.30 2228.50 +3.00 80,279 323,161 -7,930
Jun11 101229 2223.00 2230.50 2223.00 2225.50 +3.00 27 94 +1
Total Volume and Open Interest 80,307 323,261 -7,928
S & P Midcap 400(CME)
Mar11 101229 911.00 913.00 910.00 910.10 +2.30 75 1,164 +71
Jun11 101229 907.70 907.70 907.30 907.70 +2.40      
Sep11 101229 906.90 906.90 906.50 906.90 +2.40      
Total Volume and Open Interest 75 1,164 +71
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 101229 10320 10405 10320 10345 +35 3,655 38,592 -862
Jun11 101229 10325 10325 10290 10325 +35 0 3 +0
Total Volume and Open Interest 3,655 38,595 -862
Nikkei 225(SGX)
Mar11 101229 10310 10370 10230 10340 +30 48,171 204,068 +3,701
Jun11 101229 10270 10270 10270 10270 +30 117 2,652 +20
Sep11 101229 10270 10270 10270 10270 +30      
Total Volume and Open Interest 49,368 221,495 +3,721
CAC 40(EURONEXT)
Jan11 101229 3876.5 3907.5 3867.5 3892.5 +29.0 29,846 349,447 -10,283
Feb11 101229 3898.0 3898.0 3895.0 3895.0 +29.0 9 242 +10
Mar11 101229 3876.5 3906.5 3876.5 3895.5 +28.5 361 43,535 -113
Total Volume and Open Interest 30,216 393,259 -10,386
Hang Seng Index(HKFE)
Dec10 101229 22700 23010 22642 23006 +373 87,783 43,141 -14,639
Jan11 101229 22691 23007 22648 23007 +367 46,855 76,138 +13,350
Total Volume and Open Interest 135,156 126,042 -1,217
DAX(EUREX)
Dec10 101217 7033.0 7042.0 7005.0 7009.0 -14.0 176,805 85,348 -31,121
Mar11 101229 7006.5 7024.0 6996.5 7005.0 +18.5 33,115 188,066 -4,453
Jun11 101229 7025.5 7041.5 7023.5 7028.0 +18.5 22 11,001 +0
Total Volume and Open Interest 33,139 199,079 -4,452
FT-SE 100(EURONEXT)
Mar11 101229 5942.50 5983.50 5937.00 5960.00 +5.50 4,545 651,568 -844
Jun11 101229 5917.50 5917.50 5917.50 5917.50 +5.50 0 1,244 +0
Sep11 101229 5885.50 5885.50 5885.50 5885.50 +5.50 0 20 +0
Total Volume and Open Interest 4,545 652,832 -844
SPI 200(SFE)
Dec10 101216 4765.0 4785.0 4752.0 4762.0 -8.0 15,081 65,257 -117,974
Mar11 101229 4791.0 4794.0 4753.0 4774.0 -10.0 12,164 191,987 +1,447
Jun11 101229 4801.0 4801.0 4801.0 4801.0 -11.0 0 2,959 +0
Total Volume and Open Interest 12,326 198,290 +1,609
GSCI(CME)
Jan11 101229 630.00 630.60 628.90 629.75 -1.50 102 14,831 +27
Feb11 101229 633.25 633.50 632.15 633.00 -1.50 1 1 +1
Mar11 101229 634.50 635.60 634.00 634.50 -1.00      
Total Volume and Open Interest 103 14,832 +28
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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