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MRCI's End of Day Prices
Daily Futures Price Listing Tue December 08, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan10 091208 1053.25 1063.75 1042.50 1044.00 -9.00 75,753 211,097 -4,927
Mar10 091208 1061.00 1071.50 1051.00 1052.75 -8.25 22,928 114,229 +2,799
May10 091208 1069.00 1079.25 1058.75 1061.00 -8.00 8,837 44,804 +280
Jul10 091208 1075.00 1086.50 1064.75 1067.75 -8.00 10,132 43,265 +550
Aug10 091208 1065.50 1072.25 1064.00 1064.00 -8.25 182 1,717 -23
Sep10 091208 1050.00 1056.00 1045.00 1047.00 -9.00 226 484 -82
Nov10 091208 1045.25 1055.00 1031.50 1037.00 -9.50 6,782 61,209 +1,452
Total Volume and Open Interest 126,910 482,087 +989
Soybean Meal(CBOT)
Dec09 091208 322.50 326.90 316.00 316.60 -4.80 1,890 5,176 -846
Jan10 091208 312.40 315.40 307.50 308.10 -4.30 26,738 52,345 -1,259
Mar10 091208 308.00 311.30 304.40 305.00 -3.20 8,034 43,562 -541
May10 091208 306.70 310.00 303.60 304.40 -2.80 2,302 21,822 -151
Jul10 091208 309.60 311.40 305.10 306.00 -2.80 1,908 18,104 -259
Aug10 091208 305.20 308.40 305.20 305.50 -2.90 299 4,679 +40
Sep10 091208 308.50 308.50 302.00 302.20 -3.20 168 4,149 +16
Oct10 091208 296.20 298.80 296.20 296.20 -2.60 132 2,720 +7
Total Volume and Open Interest 42,430 163,514 -2,725
Soybean Oil(CBOT)
Dec09 091208 40.31 40.31 39.90 40.11 -0.20 5,143 3,717 -992
Jan10 091208 40.60 41.04 40.15 40.49 -0.18 39,270 120,270 +75
Mar10 091208 41.00 41.40 40.55 40.91 -0.16 11,935 74,083 +1,363
May10 091208 41.47 41.72 40.91 41.26 -0.15 3,230 21,372 +264
Jul10 091208 41.99 42.11 41.29 41.63 -0.15 2,399 16,775 +200
Aug10 091208 41.50 41.91 41.50 41.76 -0.15 156 1,962 -47
Sep10 091208 41.85 42.03 41.80 41.88 -0.15 85 1,428 +4
Oct10 091208 41.72 42.03 41.63 41.96 -0.15 6 1,258 -5
Total Volume and Open Interest 63,600 253,157 +1,084
Canola(WCE)
Jan10 091208 412.8 415.3 409.3 415.1 +2.5 9,782 43,047 -9,203
Mar10 091208 419.1 422.7 416.6 422.7 +3.2 4,650 35,892 +3,279
May10 091208 424.4 428.6 422.7 428.6 +4.1 381 2,823 -17
Jul10 091208 427.9 433.0 425.8 432.2 +4.2 332 5,211 +163
Nov10 091208 428.0 432.9 427.0 432.9 +2.9 430 2,509 +144
Total Volume and Open Interest 15,575 89,686 -5,634
Corn(CBOT)
Dec09 091208 370.00 375.00 367.50 369.50 +0.75 28,400 21,104 -4,307
Mar10 091208 384.25 390.50 382.50 385.00 +1.25 139,288 512,847 -2,064
May10 091208 394.75 401.50 393.50 396.00 +1.25 17,872 100,614 +2,415
Jul10 091208 404.25 410.25 403.50 405.75 +1.50 11,864 99,836 +1,311
Sep10 091208 412.00 417.00 410.50 413.00 +1.50 2,457 25,129 +667
Dec10 091208 419.50 425.50 418.25 420.75 +1.00 10,963 176,776 +1,354
Total Volume and Open Interest 211,502 966,444 -353
Wheat(CBOT)
Dec09 091208 533.25 533.25 516.75 519.25 -7.25 3,748 3,099 -617
Mar10 091208 547.00 554.25 537.00 539.75 -8.25 35,639 192,701 -2,794
May10 091208 560.00 566.00 550.00 552.75 -8.25 3,828 29,120 +1,599
Jul10 091208 571.00 577.00 560.75 563.25 -8.25 3,646 58,559 +947
Sep10 091208 585.00 588.25 575.00 577.50 -6.75 1,472 16,552 +87
Total Volume and Open Interest 49,260 348,142 -742
Wheat(KCBT)
Dec09 091208 520.00 521.50 518.00 520.50 -4.00 171 542 +0
Mar10 091208 537.00 544.25 530.50 533.00 -4.00 6,457 59,560 +0
May10 091208 549.00 550.50 542.75 544.75 -3.75 474 9,777 +0
Jul10 091208 561.75 566.00 554.25 556.75 -3.75 758 27,483 +0
Sep10 091208 569.00 569.00 568.25 569.00 -3.75 99 2,466 +0
Total Volume and Open Interest 8,859 133,025 +0
Wheat(MGE)
Dec09 091208 539.00 540.00 533.75 533.75 -5.50 99 121 -71
Mar10 091208 554.00 558.25 546.75 548.25 -6.00 2,188 21,396 -392
May10 091208 565.75 565.75 558.75 560.25 -6.00 120 4,429 -32
Jul10 091208 578.00 578.00 570.75 572.00 -6.00 67 8,432 -18
Sep10 091208 589.00 589.00 583.00 584.25 -5.50 34 3,160 +2
Total Volume and Open Interest 2,541 45,002 -504
Oats(CBOT)
Dec09 091208 245.00 245.50 242.00 242.00 -0.50 282 289 +60
Mar10 091208 256.50 257.75 249.75 253.00 -2.50 1,723 10,014 +139
May10 091208 265.50 265.50 259.00 261.50 -2.25 509 917 +412
Jul10 091208 268.00 272.50 268.00 270.50 -2.00 0 514 +0
Total Volume and Open Interest 2,515 12,126 +611
Rough Rice(CBOT)
Jan10 091208 15.56 15.60 15.29 15.30 -0.31 490 7,929 -275
Mar10 091208 15.80 15.89 15.56 15.57 -0.31 378 7,220 +74
May10 091208 15.94 16.11 15.83 15.83 -0.28 21 389 -13
Jul10 091208 16.07 16.34 16.07 16.07 -0.27 23 580 +8
Total Volume and Open Interest 943 17,021 -182
Live Cattle(CME)
Dec09 091208 81.000 81.400 80.785 80.885 -0.250 7,899 16,040 -6,398
Feb10 091208 83.330 83.635 83.080 83.135 -0.165 11,983 138,074 +2,024
Apr10 091208 86.300 86.500 85.930 85.980 -0.350 4,515 64,239 +23
Jun10 091208 83.900 84.050 83.500 83.600 -0.300 2,913 29,842 -68
Aug10 091208 84.430 84.550 84.100 84.285 -0.195 445 8,988 +35
Oct10 091208 87.580 87.650 87.135 87.450 +0.050 186 5,207 +27
Total Volume and Open Interest 27,956 264,814 -4,349
Feeder Cattle(CME)
Jan10 091208 92.930 93.050 91.900 92.050 -0.800 2,390 14,534 -636
Mar10 091208 93.700 93.850 92.800 93.150 -0.800 2,192 8,654 +544
Apr10 091208 95.050 95.200 94.400 95.000 -0.500 692 2,101 +213
May10 091208 95.930 95.950 95.250 95.800 -0.600 224 2,768 +104
Aug10 091208 98.080 98.080 97.750 98.000 -0.400 123 1,150 +86
Sep10 091208 98.000 98.200 97.800 98.000 -0.200 1 10 +1
Oct10 091208 98.000 98.000 98.000 98.000 -0.135 12 8 +0
Total Volume and Open Interest 5,634 29,225 +312
Lean Hogs(CME)
Dec09 091208 62.200 62.880 61.600 62.680 +0.480 5,366 13,575 +137
Feb10 091208 66.385 66.550 64.700 65.135 -1.415 12,320 80,450 +2,214
Apr10 091208 70.830 70.950 69.180 69.635 -1.340 3,141 41,672 +328
May10 091208 74.830 74.900 73.400 74.285 -0.545 95 2,807 +50
Jun10 091208 78.180 78.250 76.800 77.500 -0.930 1,543 22,724 +538
Jul10 091208 76.650 76.900 75.850 76.430 -1.000 350 8,030 +20
Aug10 091208 75.535 75.885 74.975 75.600 -0.875 295 6,279 +78
Oct10 091208 66.785 67.400 66.450 67.400 -0.500 34 3,199 +26
Total Volume and Open Interest 23,152 180,719 +3,394
Pork Bellies(CME)
Feb10 091208 84.000 84.000 81.535 83.700 -0.835 37 402 +3
Mar10 091208 81.000 82.000 81.000 81.000 -0.550 1 90 +0
May10 091208 83.635 83.650 83.500 83.635 -0.365 4 78 +0
Jul10 091208 83.700 83.700 83.500 83.700 unch 0 20 +0
Aug10 091208 85.000 85.000 84.700 85.000 unch 0 15 +0
Total Volume and Open Interest 42 605 +3
Class III Milk(CME)
Dec09 091208 14.68 14.75 14.68 14.71 -0.01 53 5,057 -26
Jan10 091208 14.42 14.60 14.37 14.50 +0.06 314 3,710 +113
Feb10 091208 14.54 14.68 14.44 14.54 -0.02 339 2,589 +177
Mar10 091208 15.01 15.11 14.95 15.01 unch 244 2,064 +132
Apr10 091208 15.27 15.30 15.16 15.29 +0.02 93 1,424 +47
Total Volume and Open Interest 1,598 22,479 +705
Cocoa(ICE)
Dec09 091208 3354 3375 3350 3368 -11 19 84 -11
Mar10 091208 3381 3381 3341 3362 -16 7,002 77,080 +665
May10 091208 3392 3392 3359 3382 -15 428 19,121 +64
Jul10 091208 3389 3389 3376 3381 -15 132 7,696 +25
Sep10 091208 3380 3388 3380 3388 -2 94 5,108 -1
Dec10 091208 3364 3366 3360 3363 -14 212 3,887 -45
Mar11 091208 3350 3352 3347 3352 -15 98 7,670 -8
Total Volume and Open Interest 7,985 127,102 +689
Coffee "C"(ICE)
Dec09 091208 146.15 146.15 143.65 143.65 -2.60 61 423 -101
Mar10 091208 146.00 146.50 143.60 143.90 -2.70 12,867 76,335 -1,263
May10 091208 147.70 148.00 145.40 145.60 -2.65 1,891 20,481 +648
Jul10 091208 149.10 149.25 146.95 147.05 -2.65 447 5,062 -113
Sep10 091208 150.00 150.65 148.25 148.45 -2.60 173 5,039 +15
Dec10 091208 151.80 152.55 150.15 150.20 -2.65 262 5,363 -95
Total Volume and Open Interest 15,716 114,594 -899
Orange Juice(ICE)
Jan10 091208 127.00 127.20 124.80 125.25 -1.25 931 14,497 -179
Mar10 091208 130.75 130.75 128.60 129.05 -1.05 528 12,434 +314
May10 091208 133.25 133.45 132.15 132.35 -1.00 261 3,762 +166
Jul10 091208 134.80 135.00 134.65 135.00 -1.00 98 1,171 +83
Sep10 091208 136.30 136.35 135.90 135.90 -2.55 21 501 +21
Nov10 091208 137.00 137.00 137.00 137.00 -3.55 0 57 +0
Total Volume and Open Interest 1,839 32,622 +405
Sugar #11(ICE)
Mar10 091208 22.45 22.58 22.21 22.22 -0.23 48,737 349,621 -2,116
May10 091208 21.92 22.04 21.64 21.67 -0.25 21,876 119,807 +1,512
Jul10 091208 20.90 21.04 20.71 20.76 -0.17 10,279 119,359 -208
Oct10 091208 20.29 20.42 20.13 20.14 -0.15 2,791 88,174 +44
Mar11 091208 19.93 20.00 19.75 19.77 -0.16 1,875 48,294 +26
Total Volume and Open Interest 86,455 792,021 -674
London Cocoa(LCE)
Dec09 091208 2190 2190 2175 2190 +45 3,667 27,028 -2,254
Mar10 091208 2245 2249 2234 2245 +2 6,597 50,132 +545
May10 091208 2261 2267 2253 2266 +3 1,411 51,337 +751
Jul10 091208 2229 2234 2224 2231 unch 1,012 20,620 +574
Sep10 091208 2198 2204 2198 2199 unch 368 8,850 +269
Dec10 091208 2157 2160 2157 2160 unch 78 8,736 -7
Mar11 091208 2138 2143 2138 2140 unch 22 8,282 +22
Total Volume and Open Interest 11,523 173,833 +1,416
London Sugar(LCE)
Mar10 091208 617.40 622.50 608.00 609.90 -7.00 4,669 34,201 -480
May10 091208 608.00 610.70 599.30 599.70 -6.80 2,443 20,090 -36
Aug10 091208 577.30 579.70 570.00 570.00 -5.50 1,102 11,450 +90
Oct10 091208 549.10 549.10 542.00 542.20 -3.80 93 4,599 -3
Dec10 091208 528.00 528.00 526.20 527.80 -2.70 6 830 +0
Total Volume and Open Interest 8,313 71,395 -429
Cotton(ICE)
Dec09 091208 70.91 70.91 70.30 70.30 -0.53 29 45 -37
Mar10 091208 74.69 75.09 74.12 74.21 -0.48 6,825 130,197 -888
May10 091208 75.75 76.06 75.33 75.42 -0.37 492 14,066 +207
Jul10 091208 76.25 76.63 75.85 76.13 -0.19 480 19,364 -43
Oct10 091208 76.81 76.81 76.81 76.81 +0.09 17 144 +16
Dec10 091208 77.00 77.39 76.75 77.35 +0.16 248 11,936 +150
Total Volume and Open Interest 8,117 176,663 -575
Lumber(CME)
Jan10 091208 217.7 218.8 214.0 214.0 -5.0 484 4,721 -215
Mar10 091208 238.0 239.2 235.6 236.0 -0.5 343 4,912 +7
May10 091208 245.8 247.1 245.0 247.0 -0.5 58 770 +1
Jul10 091208 251.0 252.0 251.0 251.0 -4.0 6 193 +2
Total Volume and Open Interest 891 10,717 -205
Crude Oil(NYM)
Jan10 091208 74.00 74.39 72.51 72.62 -1.31 411,579 320,427 +2,235
Feb10 091208 76.09 76.43 74.50 74.62 -1.29 125,080 122,845 +4,471
Mar10 091208 77.60 78.09 75.90 76.14 -1.41 55,510 106,678 +4,614
Apr10 091208 79.18 79.29 77.00 77.24 -1.51 17,105 33,859 -239
May10 091208 80.00 80.00 77.87 78.06 -1.57 15,253 26,647 -1,153
Jun10 091208 80.68 80.82 78.65 78.77 -1.63 23,140 109,091 -737
Jul10 091208 81.05 81.31 79.22 79.35 -1.67 4,534 29,141 -339
Aug10 091208 81.90 81.90 79.86 79.89 -1.67 4,115 14,553 +120
Sep10 091208 82.00 82.00 80.39 80.43 -1.66 2,546 27,458 -18
Oct10 091208 81.00 81.00 81.00 81.00 -1.63 1,491 14,938 +97
Nov10 091208 81.60 81.60 81.60 81.60 -1.61 2,464 16,799 -77
Dec10 091208 84.15 84.33 82.00 82.22 -1.60 19,067 128,703 -969
Jan11 091208 82.75 82.99 82.64 82.64 -1.59 1,161 19,075 +485
Feb11 091208 83.02 83.02 83.02 83.02 -1.57 263 7,774 -35
Mar11 091208 83.42 83.42 83.42 83.42 -1.54 177 6,260 -13
Apr11 091208 83.84 83.84 83.84 83.84 -1.51 246 8,867 +0
Total Volume and Open Interest 695,232 1,225,598 +8,916
e-miNY Crude Oil(NYM)
Dec09 091119 79.700 79.925 77.050 77.450 -2.125 9,328 3,959 +159
Jan10 091208 74.075 74.375 72.500 72.625 -1.300 16,912 4,571 -159
Feb10 091208 76.325 76.375 74.525 74.625 -1.275 1,397 1,081 +211
Mar10 091208 77.550 77.950 76.000 76.150 -1.400 74 219 -8
Apr10 091208 78.975 79.050 77.250 77.250 -1.500 3 82 +3
May10 091208 80.025 80.025 78.050 78.050 -1.575 0 2 +0
Jun10 091208 80.225 80.650 78.775 78.775 -1.625 2 9 -1
Jul10 091208 79.350 79.350 79.350 79.350 -1.675 0 6 +0
Aug10 091208 80.200 80.200 79.900 79.900 -1.650 0 1 +0
Sep10 091208 80.425 80.425 80.425 80.425 -1.675      
Total Volume and Open Interest 18,388 6,069 +46
Heating Oil(NYM)
Jan10 091208 201.80 202.48 198.02 199.09 -1.88 53,393 84,612 -4,212
Feb10 091208 204.75 205.43 200.89 201.73 -2.35 15,384 46,955 +2,822
Mar10 091208 206.60 207.40 202.75 203.49 -2.71 8,129 37,971 -504
Apr10 091208 206.00 206.26 204.00 204.27 -2.99 3,206 20,672 +130
May10 091208 208.02 209.09 205.12 205.23 -3.06 2,343 13,836 +188
Jun10 091208 210.12 210.34 205.56 206.15 -3.19 4,924 32,546 +730
Jul10 091208 208.90 211.66 207.93 207.93 -3.20 968 9,167 -68
Aug10 091208 211.24 211.24 210.15 210.21 -3.20 699 4,275 +26
Sep10 091208 212.62 213.80 212.62 212.76 -3.30 843 7,657 -185
Oct10 091208 215.58 216.55 215.39 215.44 -3.27 138 4,375 +22
Nov10 091208 218.09 219.45 217.92 218.08 -3.25 631 6,135 +15
Dec10 091208 223.70 224.50 220.52 220.71 -3.24 2,571 20,633 -276
Total Volume and Open Interest 95,148 314,034 -678
Gasoline(NYMEX)
Jan10 091208 195.40 195.52 191.19 192.46 -1.60 57,090 91,512 -5,610
Feb10 091208 198.16 198.30 193.96 195.00 -1.93 16,566 38,962 +779
Mar10 091208 200.47 200.80 196.71 197.46 -2.28 9,215 33,231 +246
Apr10 091208 211.15 211.15 208.93 209.58 -2.38 6,846 23,056 +1,113
May10 091208 211.79 212.09 210.26 211.03 -2.45 3,345 10,077 +185
Jun10 091208 214.60 214.60 211.71 212.23 -2.62 1,644 12,196 +410
Jul10 091208 213.55 213.69 212.19 212.61 -2.76 566 5,537 +112
Aug10 091208 212.68 212.89 212.43 212.71 -2.84 136 5,166 -21
Sep10 091208 212.11 212.16 212.11 212.11 -2.83 145 5,081 +46
Oct10 091208 202.71 202.76 202.71 202.71 -2.84 152 2,210 +74
Total Volume and Open Interest 96,989 247,378 -2,417
e-miNY RBOB Gasoline(NYM)
Jan10 091208 1.94 1.94 1.94 1.92 -0.02 0 4 +0
Feb10 091208 195.00 195.00 195.00 195.00 -1.90      
Mar10 091208 197.50 197.50 197.46 197.50 -2.20      
Apr10 091208 209.60 209.60 209.58 209.60 -2.40      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Jan10 091208 4.969 5.152 4.969 5.114 +0.143 92,950 205,912 -3,094
Feb10 091208 5.054 5.222 5.054 5.173 +0.116 19,064 74,313 -1,646
Mar10 091208 5.103 5.250 5.093 5.198 +0.101 20,771 83,236 -1,461
Apr10 091208 5.145 5.275 5.145 5.228 +0.094 13,634 55,903 -773
May10 091208 5.246 5.315 5.178 5.272 +0.090 5,004 33,395 -745
Jun10 091208 5.272 5.379 5.246 5.336 +0.081 2,349 22,687 +353
Jul10 091208 5.380 5.463 5.348 5.416 +0.074 2,531 17,380 +24
Aug10 091208 5.469 5.530 5.427 5.493 +0.073 1,574 16,726 +131
Sep10 091208 5.500 5.587 5.471 5.545 +0.073 1,632 18,757 +12
Oct10 091208 5.675 5.727 5.615 5.685 +0.066 5,293 31,386 +654
Nov10 091208 6.136 6.150 6.055 6.110 +0.051 714 7,977 +23
Dec10 091208 6.475 6.571 6.475 6.535 +0.036 1,305 17,959 +381
Jan11 091208 6.783 6.825 6.723 6.775 +0.031 1,696 15,783 +440
Feb11 091208 6.785 6.810 6.744 6.770 +0.031 152 6,568 -19
Mar11 091208 6.640 6.667 6.590 6.625 +0.026 411 16,248 +133
Apr11 091208 6.270 6.270 6.180 6.225 +0.006 245 11,137 +219
Total Volume and Open Interest 170,434 735,275 -5,326
Brent Crude Oil(ICE)
Jan10 091208 76.78 77.02 75.08 75.19 -1.24 172,267 143,961 -5,872
Feb10 091208 77.65 77.88 75.91 76.03 -1.27 71,200 151,183 +5,144
Mar10 091208 78.78 78.78 76.80 76.91 -1.30 40,401 70,025 +3,578
Apr10 091208 79.63 79.64 77.68 77.76 -1.32 15,026 37,386 -140
May10 091208 79.89 80.28 78.47 78.54 -1.34 8,814 22,082 -266
Jun10 091208 81.10 81.19 79.18 79.24 -1.38 12,886 55,591 -190
Jul10 091208 81.07 81.07 79.87 79.87 -1.41 4,292 14,068 +117
Aug10 091208 81.34 81.34 80.47 80.47 -1.42 2,800 9,920 -436
Sep10 091208 82.09 82.09 81.06 81.06 -1.42 2,002 6,890 +94
Oct10 091208 81.64 81.64 81.64 81.64 -1.43 1,599 13,551 +250
Nov10 091208 83.05 83.05 82.23 82.23 -1.43 1,321 10,617 +126
Dec10 091208 84.86 84.89 82.76 82.82 -1.45 10,277 72,060 -126
Jan11 091208 83.36 83.36 83.36 83.36 -1.45 941 7,963 +385
Feb11 091208 83.84 83.84 83.84 83.84 -1.45 91 4,055 +81
Total Volume and Open Interest 347,861 715,604 +2,884
Gas Oil(ICE)
Dec09 091208 612.25 614.00 600.25 602.00 -7.25 45,415 50,949 -13,563
Jan10 091208 625.00 626.75 612.75 614.50 -7.50 86,141 125,770 -2,279
Feb10 091208 635.00 635.50 621.50 623.50 -8.00 25,396 65,304 -219
Mar10 091208 643.25 643.25 629.25 630.75 -8.25 11,167 43,614 +2,909
Apr10 091208 645.50 645.50 636.75 638.00 -8.50 3,822 25,164 +759
May10 091208 650.00 650.00 644.00 645.00 -8.75 2,644 20,113 +762
Jun10 091208 664.50 664.50 650.00 651.75 -9.00 4,756 45,431 +260
Jul10 091208 664.00 664.50 659.25 659.50 -9.00 1,172 15,912 -126
Aug10 091208 671.50 672.00 667.00 667.00 -8.75 563 17,692 +90
Sep10 091208 683.25 683.25 674.25 674.25 -8.75 888 15,296 -433
Total Volume and Open Interest 187,719 550,711 -10,602
Ethanol(CBOT)
Dec09 091203 2.135 2.135 2.130 2.130 unch 46 267 -17
Jan10 091208 1.970 1.970 1.969 1.969 -0.013 37 709 -4
Feb10 091208 1.890 1.890 1.888 1.890 -0.005 268 672 +51
Mar10 091208 1.875 1.880 1.874 1.880 unch 242 1,132 +219
Apr10 091208 1.870 1.874 1.870 1.873 +0.003 12 569 +7
May10 091208 1.860 1.860 1.844 1.853 -0.005 10 430 +3
Jun10 091208 1.845 1.854 1.840 1.844 +0.001 9 317 +1
Jul10 091208 1.825 1.845 1.825 1.845 +0.015 15 359 +11
Total Volume and Open Interest 636 6,202 +326
US Dollar Index(ICE)
Dec09 091208 75.655 76.355 75.545 76.330 +0.520 39,747 31,090 -5,707
Mar10 091208 75.955 76.645 75.875 76.630 +0.515 11,917 9,967 +6,701
Jun10 091208 76.985 76.985 76.985 76.985 +0.515 0 7 +0
Total Volume and Open Interest 51,664 41,065 +994
Australian Dollar(CME)
Dec09 091208 91.38 91.60 90.14 90.18 -0.97 148,041 102,194 -6,807
Mar10 091208 90.52 90.75 89.29 89.34 -0.96 9,191 16,593 +5,785
Jun10 091208 88.42 89.36 88.42 88.42 -0.94 4 14 +4
Total Volume and Open Interest 157,236 118,823 -1,018
British Pound(CME)
Dec09 091208 164.52 164.77 162.55 162.59 -1.80 138,541 82,247 +562
Mar10 091208 164.40 164.65 162.45 162.49 -1.80 4,850 10,644 +1,267
Jun10 091208 162.39 164.19 162.39 162.39 -1.80 0 121 +0
Total Volume and Open Interest 143,400 93,086 +1,832
Canadian Dollar(CME)
Dec09 091208 95.08 95.36 93.70 93.71 -1.25 124,579 83,297 -3,807
Mar10 091208 95.05 95.36 93.69 93.71 -1.25 7,839 12,049 +2,296
Jun10 091208 94.70 95.29 93.71 93.71 -1.24 14 642 +5
Sep10 091208 93.69 94.97 93.69 93.69 -1.25 25 472 +16
Total Volume and Open Interest 132,547 96,807 -1,473
Japanese Yen(CME)
Dec09 091208 111.85 113.42 111.80 113.21 +1.43 199,643 125,487 -10,124
Mar10 091208 111.95 113.48 111.87 113.28 +1.43 9,173 8,147 +1,737
Jun10 091208 113.40 113.48 111.97 113.40 +1.43 1 24 +0
Total Volume and Open Interest 208,818 133,692 -8,386
Swiss Franc(CME)
Dec09 091208 98.08 98.38 97.22 97.23 -0.87 106,529 50,961 -5,045
Mar10 091208 98.14 98.44 97.28 97.30 -0.86 5,277 4,306 +1,535
Jun10 091208 97.38 98.34 97.38 97.38 -0.86 0 12 +0
Total Volume and Open Interest 111,807 55,281 -3,509
EuroFX(CME)
Dec09 091208 148.27 148.67 146.80 146.82 -1.38 451,403 168,045 +754
Mar10 091208 148.22 148.60 146.75 146.77 -1.38 16,721 18,485 +3,337
Jun10 091208 146.56 148.20 146.56 146.70 -1.40 490 670 +477
Total Volume and Open Interest 469,095 187,861 +5,049
Mexican Peso(CME)
Dec09 091208 788.0 789.5 769.2 771.0 -18.5 60,787 105,120 -11,654
Jan10 091208 767.8 786.0 767.8 767.8 -18.2 2 0 -2
Total Volume and Open Interest 86,884 146,155 +8,985
30-Year T-Bonds(CBOT)
Dec09 091208 120~020 121~010 119~310 120~160 +0~170 28,189 57,589 -10,673
Mar10 091208 119~080 120~080 119~040 119~210 +0~170 274,361 686,329 -6,124
Jun10 091208 117~310 118~140 117~200 118~050 +0~170 5 79 +1
Total Volume and Open Interest 302,555 743,998 -16,796
10-Year T-Notes(CBOT)
Dec09 091208 119~215 120~115 119~185 120~045 +0~180 51,589 51,338 -13,305
Mar10 091208 118~080 119~000 118~055 118~250 +0~185 1,131,250 1,200,476 -22,487
Jun10 091208 117~145 117~145 117~010 117~145 +0~135 4 4 +0
Total Volume and Open Interest 1,182,843 1,251,818 -35,792
5-Year T-Notes(CBOT)
Dec09 091208 118~010 118~012 117~083 117~083 -0~001 900 77,406 -11,486
Mar10 091208 116~058 116~124 116~052 116~105 +0~048 615,201 811,437 -12,347
Jun10 091208 115~117 115~117 115~069 115~117 +0~048 0 1 +0
Total Volume and Open Interest 647,077 888,844 -23,833
2 Year T-Notes(CBOT)
Dec09 091208 109~024 109~055 109~034 109~046 +0~010 9,177 33,179 -6,740
Mar10 091208 108~098 108~119 108~093 108~109 +0~013 347,850 926,612 +10,530
Jun10 091208 108~032 108~038 108~027 108~038 +0~011 0 7,541 +0
Total Volume and Open Interest 366,131 967,333 +3,790
Eurodollars(CME)
Dec09 091208 99.740 99.743 99.735 99.738 unch 123,550 993,976 -6,299
Mar10 091208 99.610 99.625 99.600 99.610 +0.010 343,646 1,131,515 +23,633
Jun10 091208 99.395 99.450 99.385 99.420 +0.030 441,204 938,540 -47,467
Sep10 091208 99.085 99.170 99.070 99.135 +0.055 500,308 739,518 -32,814
Dec10 091208 98.730 98.835 98.710 98.805 +0.080 622,677 868,525 -5,865
Mar11 091208 98.375 98.495 98.365 98.470 +0.095 430,566 518,879 -21,986
Jun11 091208 98.030 98.150 98.020 98.130 +0.105 339,521 540,305 +8,445
Sep11 091208 97.710 97.850 97.705 97.825 +0.115 273,688 480,599 -9,924
Dec11 091208 97.410 97.565 97.410 97.530 +0.120 157,978 272,720 +1,473
Mar12 091208 97.170 97.315 97.160 97.280 +0.115 105,093 201,364 +2,708
Jun12 091208 96.920 97.065 96.910 97.030 +0.115 82,386 179,581 +3,281
Sep12 091208 96.695 96.840 96.690 96.800 +0.105 69,474 115,173 +898
Dec12 091208 96.480 96.615 96.475 96.575 +0.100 25,671 64,705 +1,388
Mar13 091208 96.350 96.445 96.340 96.405 +0.095 19,686 57,591 -85
Jun13 091208 96.190 96.280 96.180 96.235 +0.090 15,697 56,061 +2,274
Sep13 091208 96.030 96.115 96.020 96.075 +0.090 11,619 54,649 -131
Dec13 091208 95.875 95.950 95.870 95.915 +0.090 8,626 30,390 +1,633
Mar14 091208 95.745 95.835 95.745 95.795 +0.090 6,509 29,189 +253
Total Volume and Open Interest 3,597,255 7,422,508 -77,331
30 Day Federal Funds(CBOT)
Dec09 091208 99.870 99.875 99.870 99.872 +0.002 2,224 76,826 +159
Jan10 091208 99.860 99.865 99.855 99.860 unch 4,714 63,918 +616
Feb10 091208 99.835 99.840 99.830 99.830 unch 7,002 71,415 +994
Mar10 091208 99.810 99.820 99.805 99.810 +0.005 8,074 47,057 +774
Apr10 091208 99.790 99.800 99.785 99.790 +0.005 12,091 62,172 -1,405
May10 091208 99.735 99.765 99.735 99.745 +0.010 9,587 55,700 -599
Total Volume and Open Interest 64,716 494,580 +459
30 Day Fed Funds(e-CBOT)
Dec09 090519 99.655 99.670 99.655 99.670 unch 2,601 26,684  
Jan10 090519 99.600 99.615 99.595 99.615 unch 2,329 25,494  
Feb10 090519 99.505 99.520 99.500 99.515 unch 3,201 23,868  
Mar10 090519 99.440 99.455 99.435 99.450 unch 400 6,491  
Apr10 090519 99.370 99.380 99.360 99.380 unch 756 6,053  
May10 090519 99.255 99.260 99.240 99.250 unch 230 7,105  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Dec09 091208 99.540 99.540 99.540 99.540 unch 0 4,474 -108
Mar10 091208 99.630 99.630 99.630 99.630 unch 360 483 +60
Jun10 091208 99.645 99.645 99.645 99.645 +0.025 0 80 +0
Sep10 091208 99.675 99.675 99.675 99.675 +0.025 0 230 +0
Dec10 091208 99.685 99.685 99.685 99.685 +0.020 242 332 +242
Mar11 091208 99.600 99.600 99.600 99.600 +0.020      
Jun11 091208 99.540 99.540 99.540 99.540 +0.020      
Sep11 091208 99.540 99.540 99.540 99.540 +0.020      
Dec11 091208 99.325 99.325 99.325 99.325 -0.035      
Mar12 091208 99.290 99.290 99.290 99.290 -0.035      
Total Volume and Open Interest 602 5,599 +194
3-Mth Euro-Yen(SGX)
Mar10 091208 99.61 99.62 99.61 99.61 -0.03 191 4,010 -10
Jun10 091208 99.68 99.68 99.62 99.62 -0.04 100 2,142 +0
Sep10 091208 99.67 99.67 99.65 99.65 -0.04 101 1,958 +0
Dec10 091208 99.63 99.67 99.63 99.67 -0.03 100 1,163 +152
Mar11 091208 99.58 99.58 99.58 99.58 -0.03 100 662 +0
Jun11 091208 99.52 99.52 99.52 99.52 +87.01 0 52 +0
Sep11 091208 99.52 99.52 99.52 99.52 +87.01 0 51 +0
Dec11 091208 99.32 99.32 99.32 99.32 +88.76 0 101 +0
Total Volume and Open Interest 884 16,484 +142
Japanese Gov't Bonds(SGX)
Mar10 091208 139.36 139.70 139.21 139.59 +0.22 6,099 12,352 +5,030
Jun10 091208 139.59 139.59 139.59 139.59 +0.22      
Sep10 091208 139.59 139.59 139.59 139.59 +0.22      
Total Volume and Open Interest 13,488 26,434 +4,172
Euro-Bund(EUREX)
Dec09 091208 123.22 123.64 123.10 123.57 +0.42 1,441,733 245,366 -259,577
Mar10 091208 123.02 123.72 122.91 123.40 +0.44 897,627 776,501 +293,358
Jun10 091208 121.70 122.23 121.48 122.06 +0.42 623 5 +2
Total Volume and Open Interest 2,339,983 1,021,872 +33,783
Euro-Bobl(EUREX)
Dec09 091207 116.24 116.52 116.14 116.47 +0.28 1,032,873 364,678 -190,093
Mar10 091208 116.36 116.86 116.29 116.75 +0.44 620,934 538,523 +145,042
Jun10 091208 116.21 116.21 116.21 116.21 +0.44      
Total Volume and Open Interest 1,568,171 728,092 -30,067
3-Mth Euribor(EUREX)
Dec09 091208 99.275 99.280 99.275 99.280 unch 1,212 9,345 -97
Mar10 091208 99.180 99.205 99.180 99.205 +0.035 2,601 6,807 +2,117
Jun10 091208 98.895 98.915 98.895 98.915 +0.075 860 5,319 +400
Total Volume and Open Interest 4,790 25,996 +2,352
Long Gilt(LIFFE)
Dec09 091208 118~15 118~26 118~11 118~17 unch 2,306 46,048 -1,495
Mar10 091208 116~28 117~16 116~24 116~31 +0~00 74,329 237,727 -2,060
Total Volume and Open Interest 76,635 283,775 -3,555
3-Mth Short Sterling(LIFFE)
Dec09 091208 99.38 99.41 99.38 99.39 +0.01 27,953 354,744 -1,661
Mar10 091208 99.24 99.28 99.23 99.24 +0.01 80,292 360,679 +6,715
Jun10 091208 99.00 99.06 98.98 99.02 +0.04 100,682 405,674 -11,639
Sep10 091208 98.58 98.71 98.58 98.65 +0.06 96,098 313,818 -4,887
Dec10 091208 98.14 98.26 98.12 98.21 +0.08 102,391 331,080 -12,941
Mar11 091208 97.73 97.87 97.72 97.82 +0.09 85,747 263,448 +928
Total Volume and Open Interest 699,474 2,562,752 -24,152
3-Mth Euribor(LIFFE)
Dec09 091208 99.275 99.305 99.275 99.280 unch 85,343 496,171 -94,442
Mar10 091208 99.170 99.210 99.160 99.205 +0.035 195,615 737,396 +14,642
Jun10 091208 98.835 98.920 98.830 98.915 +0.075 364,598 743,875 +20,077
Total Volume and Open Interest 1,803,841 3,769,082 +113,110
3-Mth Aus T-Bills(SFE)
Dec09 091208 95.91 95.91 95.88 95.89 -0.03 24,532 87,051 -214,666
Mar10 091208 95.56 95.61 95.55 95.61 +0.05 31,176 257,711 -11,712
Jun10 091208 95.22 95.28 95.21 95.28 +0.06 11,664 151,607 -562
Sep10 091208 94.93 94.99 94.92 94.99 +0.05 5,025 90,084 -6,076
Dec10 091208 94.69 94.72 94.66 94.72 +0.04 4,092 73,454 -220
Mar11 091208 94.42 94.45 94.40 94.45 +0.04 1,428 26,333 +496
Jun11 091208 94.19 94.23 94.18 94.21 +0.03 1,131 23,613 +388
Sep11 091208 94.06 94.06 94.00 94.02 +0.04 552 16,660 -5
Dec11 091208 93.87 93.89 93.85 93.89 +0.06 178 6,726 -101
Mar12 091208 93.77 93.77 93.77 93.77 +0.03 1 3,045 +0
Total Volume and Open Interest 79,779 738,073 -232,458
10-Year Aus T-Bonds(SFE)
Dec09 091208 94.54 94.58 94.49 94.50 -0.03 53,220 272,103 -101,691
Mar10 091208 94.47 94.51 94.42 94.43 -0.02 17,625 18,125 +13,439
Total Volume and Open Interest 70,845 290,228 -88,252
3-Year Aus T-Bonds(SFE)
Dec09 091208 95.14 95.18 95.10 95.15 +0.02 117,724 471,304 -446,582
Mar10 091208 94.89 94.92 94.87 94.91 +0.04 2,905 17,875 +1,456
Total Volume and Open Interest 120,629 489,179 -445,126
Gold(CMX)
Dec09 091208 1159.5 1169.3 1125.3 1142.8 -20.6 4,288 5,256 -3,727
Feb10 091208 1159.8 1170.2 1125.3 1143.4 -20.6 366,076 366,981 +1,865
Apr10 091208 1164.7 1171.3 1126.8 1144.6 -20.6 8,349 50,792 +2,570
Jun10 091208 1162.5 1171.8 1128.5 1145.6 -20.7 5,573 21,635 -113
Aug10 091208 1151.0 1157.5 1130.4 1146.8 -20.7 1,768 11,863 +213
Oct10 091208 1167.7 1174.4 1143.0 1148.2 -20.8 1,168 4,358 -750
Dec10 091208 1167.2 1175.2 1133.0 1149.9 -20.9 3,335 22,844 +136
Feb11 091208 1156.5 1156.5 1138.9 1152.1 -21.1 157 2,913 +71
Apr11 091208 1171.6 1171.6 1154.6 1154.6 -21.3 89 1,086 -5
Jun11 091208 527.1 527.1 502.2 502.2 -21.5 716 8,532 -557
Aug11 091208 1165.0 1165.0 1161.0 1161.0 -21.8 58 391 +58
Oct11 091208 1167.0 1168.0 1164.9 1164.9 -22.1 69 125 +59
Total Volume and Open Interest 399,666 529,773 -594
Silver(CMX)
Dec09 091208 1828.0 1828.0 1755.0 1778.5 -55.1 439 890 -669
Mar10 091208 1822.5 1838.5 1756.0 1780.7 -55.3 48,730 89,887 -1,527
May10 091208 1837.0 1839.5 1759.0 1782.7 -55.3 1,255 9,453 +418
Jul10 091208 1834.0 1834.0 1762.0 1784.5 -55.4 188 7,237 +41
Sep10 091208 1836.0 1839.0 1772.0 1786.2 -55.4 30 2,717 -6
Dec10 091208 1846.0 1846.0 1765.0 1788.6 -55.5 468 9,193 +50
Mar11 091208 1783.0 1791.5 1783.0 1791.5 -55.7 8 56 +6
Total Volume and Open Interest 51,961 129,232 -1,616
Platinum(NYMEX)
Jan10 091208 1443.7 1463.0 1411.9 1440.4 -4.2 6,414 28,763 -876
Apr10 091208 1466.0 1466.0 1418.0 1444.3 -3.9 681 6,434 +477
Jul10 091208 1446.7 1446.7 1446.7 1446.7 -3.9 4 205 +2
Oct10 091208 1449.8 1449.8 1449.5 1449.8 -3.9 0 13 +0
Total Volume and Open Interest 7,099 35,415 -397
Palladium(NYMEX)
Dec09 091208 365.00 373.20 365.00 373.20 +0.40 8 1,172 -9
Mar10 091208 373.55 381.00 366.50 375.35 +0.10 1,758 21,882 +220
Jun10 091208 380.10 380.10 375.00 376.50 +0.20 25 163 -9
Total Volume and Open Interest 1,791 23,220 +202
Copper(CMX)
Dec09 091208 318.50 321.20 311.90 313.95 -4.55 597 3,473 -335
Mar10 091208 320.10 324.50 314.05 316.50 -4.40 28,603 122,239 -217
May10 091208 321.45 325.45 316.00 317.95 -4.35 1,103 12,202 +502
Jul10 091208 318.70 318.85 318.60 318.70 -4.35 119 4,728 +49
Sep10 091208 318.00 319.30 318.00 319.30 -4.25 60 2,458 +31
Total Volume and Open Interest 30,964 151,512 +11
DJIA Index(CBOT)
Dec09 091208 10410 10414 10240 10271 -120 607 14,655 +128
Mar10 091208 10265 10265 10195 10209 -120 46 1,076 +31
Jun10 091208 10146 10272 10146 10146 -126 0 1 +0
Sep10 091208 10094 10214 10094 10094 -120      
Total Volume and Open Interest 653 15,732 +159
S & P 500(CME)
Dec09 091208 1104.50 1107.50 1087.80 1090.00 -13.70 26,563 388,435 -938
Mar10 091208 1091.00 1092.00 1083.00 1085.20 -13.70 6,288 25,240 +4,048
Jun10 091208 1080.40 1087.20 1078.20 1080.40 -13.80 367 1,600 +139
Sep10 091208 1076.20 1083.00 1074.00 1076.20 -13.80      
Total Volume and Open Interest 33,218 415,280 +3,248
S & P 500 E-Mini(Globex)
Dec09 091208 1104.75 1107.50 1087.75 1090.00 -13.75 2,928,961 2,608,336 +36,021
Mar10 091208 1099.50 1102.50 1082.75 1085.25 -13.75 39,314 127,011 +17,604
Total Volume and Open Interest 2,968,290 2,735,520 +53,620
NASDAQ 100(CME)
Dec09 091208 1787.30 1790.00 1759.00 1768.50 -15.50 2,997 24,517 -327
Mar10 091208 1762.00 1783.00 1760.00 1766.50 -15.30 3 150 -7
Jun10 091208 1765.50 1765.80 1765.50 1765.50 -15.30      
Total Volume and Open Interest 3,000 24,667 -334
NASDAQ 100 E-Mini(Globex)
Dec09 091208 1785.30 1789.80 1760.00 1768.50 -15.50 409,656 338,713 -1,661
Mar10 091208 1782.50 1787.30 1758.30 1766.50 -15.30 2,468 10,945 +550
Total Volume and Open Interest 412,126 349,662 -1,110
S & P Midcap 400(CME)
Dec09 091208 694.00 701.55 689.50 692.90 -7.40 368 3,413 -4
Mar10 091208 690.70 693.00 690.70 690.70 -7.20 0 1 +0
Jun10 091208 688.70 690.40 688.70 688.70 -7.20      
Total Volume and Open Interest 368 3,414 -4
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec09 091208 10115 10130 9940 9980 -135 19,107 39,919 +3,587
Mar10 091208 10190 10195 10010 10050 -140 1,129 1,990 +443
Total Volume and Open Interest 20,236 41,909 +4,030
Nikkei 225(SGX)
Dec09 091208 10150 10155 10065 10120 -40 148,237 207,715 +10,077
Mar10 091208 10140 10145 10060 10110 -55 6,022 19,996 +4,684
Jun10 091208 10060 10060 10060 10060 -16400 0 710 +170
Total Volume and Open Interest 154,650 231,184 +14,980
CAC 40(EURONEXT)
Dec09 091208 3842.5 3848.5 3753.5 3781.0 -55.0 121,144 396,662 +12,160
Jan10 091208 3837.0 3839.5 3763.5 3782.0 -55.0 683 1,036 +328
Feb10 091208 3781.0 3781.0 3781.0 3781.0 -55.0 0 1 +0
Total Volume and Open Interest 122,050 400,319 +12,710
Hang Seng Index(HKFE)
Dec09 091208 22377 22378 22001 22069 -272 72,188 86,168 -2,121
Jan10 091208 22353 22353 21999 22080 -240 703 811 +0
Total Volume and Open Interest 73,066 88,105 -2,116
DAX(EUREX)
Dec09 091208 5795.0 5812.0 5657.5 5695.0 -89.0 165,668 209,818 +4,536
Mar10 091208 5790.0 5817.0 5664.0 5701.0 -89.0 1,292 21,034 +336
Jun10 091208 5791.0 5821.5 5674.5 5706.5 -89.5 390 2,267 -38
Total Volume and Open Interest 167,350 233,119 +4,834
FT-SE 100(EURONEXT)
Dec09 091208 5285.00 5325.00 5205.00 5231.00 -77.00 116,950 642,409 +6,333
Mar10 091208 5243.00 5280.00 5164.50 5189.00 -77.00 860 30,116 +431
Jun10 091208 5197.50 5216.50 5134.00 5140.00 -77.00 120 1,115 +119
Total Volume and Open Interest 117,930 673,954 +6,883
SPI 200(SFE)
Dec09 091208 4663.0 4704.0 4630.0 4669.0 -4.0 31,291 196,553 -31,863
Mar10 091208 4651.0 4687.0 4621.0 4657.0 -4.0 657 5,737 +349
Jun10 091208 4700.0 4700.0 4681.0 4681.0 -4.0 0 1,427 +0
Total Volume and Open Interest 31,948 205,107 -31,514
GSCI(CME)
Dec09 091208 494.50 495.00 491.50 491.50 -6.00 615 19,386 +69
Jan10 091208 499.00 505.50 499.00 499.00 -6.25 11 242 +15
Feb10 091208 507.00 513.05 506.50 506.50 -6.50      
Total Volume and Open Interest 626 19,628 +84
Reuters CCI(ICE)
Jan10 090519 430.00 430.00 430.00 430.00 unch 0 11  
Total Volume and Open Interest      
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.