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MRCI's End of Day Prices
Daily Futures Price Listing Mon December 14, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan10 091214 1032.75 1059.00 1023.50 1055.00 +20.00 96,194 143,687 -17,607
Mar10 091214 1041.00 1066.00 1032.00 1061.75 +18.75 55,984 163,832 +12,781
May10 091214 1048.00 1070.00 1038.75 1066.25 +17.25 13,804 51,291 +2,013
Jul10 091214 1050.00 1073.75 1042.75 1069.50 +16.00 14,608 45,616 -399
Aug10 091214 1050.50 1066.25 1047.00 1064.00 +15.50 82 1,833 +4
Sep10 091214 1031.75 1046.25 1030.50 1044.00 +13.00 138 582 +57
Nov10 091214 1017.00 1032.75 1007.25 1028.25 +10.25 5,881 67,401 +1,966
Total Volume and Open Interest 187,022 481,468 -1,109
Soybean Meal(CBOT)
Dec09 091214 315.30 333.50 314.50 326.50 +12.00 2,671 570 -796
Jan10 091214 306.30 317.00 303.00 316.20 +9.70 26,902 49,468 -1,226
Mar10 091214 302.90 313.40 300.00 312.60 +8.70 9,148 47,673 +1,293
May10 091214 302.70 311.00 298.70 310.50 +7.80 7,895 24,918 +1,998
Jul10 091214 303.20 311.30 300.00 311.00 +7.30 2,893 19,118 +63
Aug10 091214 302.80 310.00 302.70 309.50 +6.60 728 4,624 -98
Sep10 091214 298.90 305.20 298.90 304.50 +5.60 566 5,079 +153
Oct10 091214 290.50 297.20 290.50 297.20 +4.70 325 2,758 +119
Total Volume and Open Interest 52,114 166,197 +1,817
Soybean Oil(CBOT)
Dec09 091214 39.01 39.40 39.01 39.40 +0.18 572 677 -422
Jan10 091214 39.58 39.84 39.20 39.63 +0.06 30,448 80,830 -4,476
Mar10 091214 40.03 40.25 39.61 40.04 +0.05 16,591 94,008 +3,916
May10 091214 40.52 40.63 40.04 40.42 +0.05 2,920 24,188 -42
Jul10 091214 40.48 40.99 40.34 40.78 +0.05 2,439 16,774 -118
Aug10 091214 40.90 41.07 40.82 40.93 +0.05 24 2,014 +2
Sep10 091214 41.02 41.24 40.99 41.07 +0.05 71 1,530 -5
Oct10 091214 41.30 41.30 41.10 41.17 +0.07 2 1,247 +1
Total Volume and Open Interest 53,739 235,113 -946
Canola(WCE)
Jan10 091214 409.8 414.4 407.8 411.5 -0.7 8,974 25,799 -4,468
Mar10 091214 417.0 421.8 415.0 418.7 -0.5 10,638 61,636 +5,674
May10 091214 419.9 426.8 419.9 425.4 -0.3 744 3,004 +485
Jul10 091214 425.4 431.9 425.4 429.9 -0.3 313 5,567 +56
Nov10 091214 424.9 432.5 424.9 430.5 -0.3 299 4,375 +146
Total Volume and Open Interest 20,968 100,698 +1,893
Corn(CBOT)
Dec09 091214 387.25 395.25 385.00 392.00 +2.75 12,518 3,791 -3,609
Mar10 091214 404.00 410.00 399.50 408.50 +4.00 128,327 497,859 -5,635
May10 091214 414.50 420.75 410.50 419.25 +3.75 19,029 116,969 +3,265
Jul10 091214 424.00 430.00 420.25 428.50 +3.50 16,261 101,255 +559
Sep10 091214 430.50 435.00 427.00 434.00 +2.75 1,939 30,146 +339
Dec10 091214 437.50 442.00 433.00 440.50 +2.25 12,400 183,587 +2,232
Total Volume and Open Interest 191,419 965,077 -2,469
Wheat(CBOT)
Dec09 091214 517.00 529.25 517.00 525.00 +5.75 816 657 -166
Mar10 091214 537.50 548.00 531.50 543.50 +6.00 27,985 185,083 -306
May10 091214 550.75 561.25 546.00 556.75 +6.00 3,515 36,421 +1,141
Jul10 091214 560.00 571.00 554.50 566.75 +6.50 4,119 60,613 +925
Sep10 091214 570.75 582.75 568.00 581.25 +7.00 400 16,611 -42
Total Volume and Open Interest 38,853 347,238 +1,467
Wheat(KCBT)
Dec09 091214 526.00 526.00 526.00 526.00 +8.75 6 3 +0
Mar10 091214 528.25 539.25 523.00 534.00 +6.50 6,634 59,698 -564
May10 091214 535.50 550.00 535.50 545.50 +6.25 472 10,977 +41
Jul10 091214 549.50 563.00 548.75 557.75 +6.75 1,277 28,289 +148
Sep10 091214 570.00 572.50 562.75 569.75 +6.50 350 2,760 +97
Total Volume and Open Interest 10,868 136,412 +25
Wheat(MGE)
Dec09 091214 533.00 533.00 533.00 533.00 +5.50 23 12 -207
Mar10 091214 541.25 551.25 537.50 547.75 +5.25 1,492 21,743 -121
May10 091214 552.75 563.00 552.00 559.00 +3.75 108 4,710 +46
Jul10 091214 568.50 575.25 564.25 571.25 +5.25 166 8,572 +52
Sep10 091214 574.75 586.75 574.75 583.00 +5.00 82 3,182 +14
Total Volume and Open Interest 1,984 45,723 -283
Oats(CBOT)
Dec09 091214 247.50 248.00 247.50 247.50 -0.50 0 4 +0
Mar10 091214 257.50 261.75 257.50 258.75 -0.25 539 9,406 -551
May10 091214 266.50 269.75 266.50 267.25 -0.25 110 911 -21
Jul10 091214 274.25 276.25 274.25 276.00 -0.25 243 818 +77
Total Volume and Open Interest 1,185 11,971 -255
Rough Rice(CBOT)
Jan10 091214 15.64 15.98 15.56 15.98 +0.32 855 6,014 -312
Mar10 091214 15.94 16.27 15.94 16.26 +0.32 960 9,295 +412
May10 091214 16.27 16.45 16.27 16.45 +0.27 26 368 -8
Jul10 091214 16.45 16.65 16.45 16.65 +0.25 14 587 +0
Total Volume and Open Interest 1,877 17,207 +111
Live Cattle(CME)
Dec09 091214 80.400 81.135 80.225 81.050 +0.900 2,220 8,823 -706
Feb10 091214 83.450 84.050 83.350 83.950 +0.665 17,206 139,326 +824
Apr10 091214 86.650 87.450 86.650 87.330 +0.900 4,952 63,122 +39
Jun10 091214 84.285 84.800 84.285 84.700 +0.415 4,147 32,305 +197
Aug10 091214 84.600 84.980 84.500 84.885 +0.335 1,174 9,044 +366
Oct10 091214 87.800 88.300 87.600 88.250 +0.450 301 5,831 +3
Total Volume and Open Interest 30,027 260,968 +742
Feeder Cattle(CME)
Jan10 091214 91.785 92.050 91.600 91.900 +0.320 2,684 12,247 -581
Mar10 091214 92.650 92.750 92.250 92.385 unch 2,240 10,954 +661
Apr10 091214 94.480 94.500 94.000 94.080 -0.100 559 3,413 +8
May10 091214 95.385 95.385 95.100 95.200 unch 259 3,372 +23
Aug10 091214 98.150 98.150 97.635 97.635 +0.235 119 1,356 -22
Sep10 091214 97.700 97.700 97.700 97.700 unch 2 13 +2
Oct10 091214 97.600 97.600 97.600 97.600 unch 1 17 +1
Total Volume and Open Interest 5,864 31,373 +92
Lean Hogs(CME)
Dec09 091214 64.100 64.600 63.985 64.580 +0.580 2,285 11,228 -273
Feb10 091214 65.500 66.500 65.450 65.885 +0.455 9,364 76,470 +12
Apr10 091214 69.800 70.580 69.785 70.330 +0.730 3,096 43,543 +438
May10 091214 74.700 75.200 74.300 75.150 +0.265 68 3,059 +7
Jun10 091214 77.900 78.300 77.550 78.225 +0.375 2,270 24,460 +461
Jul10 091214 77.000 77.450 76.830 77.430 +0.600 440 8,697 +142
Aug10 091214 75.950 76.200 75.785 76.180 +0.145 135 6,355 +61
Oct10 091214 67.475 67.850 67.250 67.850 +0.170 86 3,321 -10
Total Volume and Open Interest 17,178 178,382 +299
Pork Bellies(CME)
Feb10 091214 86.950 89.100 86.300 89.100 +3.000 56 367 -18
Mar10 091214 87.000 87.000 85.000 87.000 +3.000 0 87 +0
May10 091214 89.500 90.500 87.700 89.500 +2.000 0 78 +0
Jul10 091214 88.000 88.000 88.000 88.000 +2.500 0 20 +0
Aug10 091214 85.000 85.000 85.000 85.000 unch 0 15 +0
Total Volume and Open Interest 56 567 -18
Class III Milk(CME)
Dec09 091214 14.85 14.88 14.83 14.86 +0.03 178 4,972 -17
Jan10 091214 14.99 15.10 14.93 15.05 +0.12 339 4,023 +15
Feb10 091214 15.05 15.15 14.98 15.08 +0.08 543 3,159 +150
Mar10 091214 15.41 15.53 15.32 15.44 +0.05 160 2,389 +28
Apr10 091214 15.49 15.60 15.43 15.52 +0.04 103 1,621 +45
Total Volume and Open Interest 1,597 24,463 +345
Cocoa(ICE)
Dec09 091214 3435 3440 3401 3401 -8 13 22 -2
Mar10 091214 3400 3422 3371 3411 +17 4,307 77,805 +474
May10 091214 3421 3440 3399 3430 +14 494 19,017 +91
Jul10 091214 3410 3442 3410 3433 +16 139 7,880 -269
Sep10 091214 3454 3454 3437 3444 +13 91 5,753 +51
Dec10 091214 3398 3420 3387 3408 +13 285 4,306 +158
Mar11 091214 3405 3405 3392 3395 +15 67 7,601 +2
Total Volume and Open Interest 5,398 128,840 +505
Coffee "C"(ICE)
Dec09 091214 143.40 145.85 143.00 145.85 +3.25 11 156 -52
Mar10 091214 143.20 146.60 142.85 145.90 +3.25 9,066 77,857 -733
May10 091214 144.40 148.00 144.40 147.60 +3.20 1,395 23,194 +525
Jul10 091214 146.00 149.50 146.00 148.90 +3.15 575 5,272 -76
Sep10 091214 147.50 150.50 147.50 150.20 +3.15 178 5,825 +25
Dec10 091214 149.25 152.50 149.25 152.00 +3.15 294 5,805 +73
Total Volume and Open Interest 11,521 120,107 -236
Orange Juice(ICE)
Jan10 091214 126.90 134.35 126.85 132.90 +6.05 1,448 12,786 -290
Mar10 091214 130.70 138.35 130.60 136.80 +6.10 606 14,863 +449
May10 091214 135.30 140.20 135.30 140.20 +6.05 450 4,782 +393
Jul10 091214 141.75 143.60 141.55 143.60 +6.25 5 1,574 +5
Sep10 091214 143.50 144.50 143.00 144.50 +5.15 0 558 +0
Nov10 091214 143.50 145.00 143.50 145.00 +4.55 0 61 +0
Total Volume and Open Interest 2,510 34,826 +558
Sugar #11(ICE)
Mar10 091214 24.07 25.40 24.00 25.28 +1.28 70,227 340,446 -1,227
May10 091214 23.01 24.18 23.01 24.12 +1.05 27,603 131,543 -363
Jul10 091214 21.80 22.70 21.78 22.65 +0.80 15,208 124,569 +1,648
Oct10 091214 21.10 21.65 21.05 21.63 +0.53 5,569 90,290 +407
Mar11 091214 20.52 20.98 20.40 20.97 +0.42 3,518 49,401 +439
Total Volume and Open Interest 124,660 804,428 +1,324
London Cocoa(LCE)
Dec09 091214 2214 2215 2185 2207 -4 4,738 5,862 -3,711
Mar10 091214 2267 2277 2253 2268 +1 7,293 59,252 +2,424
May10 091214 2285 2297 2271 2287 +1 1,573 50,726 -590
Jul10 091214 2245 2267 2245 2262 +2 849 21,312 +366
Sep10 091214 2223 2235 2223 2234 +3 3,383 10,828 +1,844
Dec10 091214 2179 2194 2178 2185 -2 453 8,835 -235
Mar11 091214 2163 2179 2163 2169 -2 86 8,377 +69
Total Volume and Open Interest 18,375 166,378 +167
London Sugar(LCE)
Mar10 091214 635.10 652.80 634.20 650.70 +24.60 5,627 32,273 -669
May10 091214 625.00 640.30 623.10 638.00 +21.90 1,866 20,105 -85
Aug10 091214 595.00 610.00 595.00 606.60 +17.50 1,382 11,179 -424
Oct10 091214 560.00 571.30 560.00 567.40 +10.70 311 4,523 -5
Dec10 091214 549.10 550.50 545.00 548.90 +6.60 0 761 +0
Total Volume and Open Interest 9,186 69,069 -1,183
Cotton(ICE)
Mar10 091214 74.00 76.13 73.81 75.77 +1.46 5,072 128,590 -443
May10 091214 74.99 77.00 74.99 76.73 +1.22 1,498 16,323 +388
Jul10 091214 75.45 77.30 75.45 77.00 +1.19 807 19,815 -407
Oct10 091214 76.58 77.21 76.58 77.00 +0.83 0 144 +0
Dec10 091214 76.95 77.47 76.55 77.29 +0.85 173 12,490 +89
Mar11 091214 78.41 78.41 78.41 78.41 +0.85 0 213 +0
Total Volume and Open Interest 7,550 178,325 -373
Lumber(CME)
Jan10 091214 214.0 214.8 212.0 214.0 unch 464 3,432 -31
Mar10 091214 238.1 239.4 236.7 239.1 +0.6 303 5,121 -74
May10 091214 250.8 253.2 250.5 252.9 +1.8 130 974 +57
Jul10 091214 255.8 257.0 255.8 256.8 +1.7 4 195 +2
Total Volume and Open Interest 901 9,843 -46
Crude Oil(NYM)
Jan10 091214 69.63 70.22 68.59 69.51 -0.36 343,411 172,256 -16,425
Feb10 091214 71.70 72.54 70.83 71.86 -0.09 187,814 231,544 +32,674
Mar10 091214 73.27 74.08 72.45 73.46 -0.08 77,542 149,509 +15,738
Apr10 091214 74.10 75.08 73.72 74.56 -0.07 23,574 41,508 +4,171
May10 091214 74.78 75.77 74.78 75.34 -0.05 11,697 30,087 +2,210
Jun10 091214 75.48 76.51 75.00 75.97 -0.02 19,423 105,906 +965
Jul10 091214 76.30 77.02 76.30 76.51 -0.02 3,448 27,316 +144
Aug10 091214 76.35 77.23 76.35 77.02 -0.02 1,648 15,405 +514
Sep10 091214 77.60 77.79 77.51 77.54 -0.02 1,481 27,164 +309
Oct10 091214 78.33 78.33 78.00 78.06 -0.02 618 14,913 +247
Nov10 091214 78.64 78.85 78.62 78.62 -0.02 722 16,574 +150
Dec10 091214 78.40 79.77 78.40 79.22 -0.01 12,499 131,615 +786
Jan11 091214 79.64 79.64 79.64 79.64 +0.01 1,548 19,762 +551
Feb11 091214 80.01 80.01 80.01 80.01 +0.03 1,596 8,477 +821
Mar11 091214 80.41 80.41 80.41 80.41 +0.03 1,081 7,294 +776
Apr11 091214 80.82 80.82 80.82 80.82 +0.01 399 9,323 +130
Total Volume and Open Interest 694,024 1,242,214 +44,627
e-miNY Crude Oil(NYM)
Dec09 091119 79.700 79.925 77.050 77.450 -2.125 8,718 3,560 -399
Jan10 091214 69.625 70.225 68.200 69.500 -0.375 9,889 5,108 +746
Feb10 091214 72.000 72.525 70.500 71.850 -0.100 863 2,043 +195
Mar10 091214 72.975 74.000 72.425 73.450 -0.100 26 355 +7
Apr10 091214 74.700 74.700 74.550 74.550 -0.075 1 88 +0
May10 091214 75.350 75.350 75.350 75.350 -0.050 0 4 +0
Jun10 091214 75.975 75.975 75.975 75.975 -0.025 1 11 -1
Jul10 091214 76.500 76.500 76.500 76.500 -0.025 0 8 +0
Aug10 091214 77.025 77.025 77.025 77.025 -0.025 0 3 +0
Sep10 091214 77.550 77.550 77.550 77.550 unch 0 2 +0
Total Volume and Open Interest 10,781 7,721 +947
Heating Oil(NYM)
Jan10 091214 190.36 192.61 189.56 190.82 -0.03 48,114 58,173 -2,914
Feb10 091214 193.09 194.74 192.44 193.07 -0.03 21,148 55,705 +1,280
Mar10 091214 194.42 196.25 193.70 194.72 -0.05 13,563 43,548 +1,107
Apr10 091214 194.90 197.00 194.49 195.45 -0.13 5,049 23,165 -179
May10 091214 196.90 198.02 196.31 196.48 -0.13 4,965 15,651 +805
Jun10 091214 197.75 198.96 197.24 197.58 -0.09 4,837 33,164 +820
Jul10 091214 199.35 200.99 199.21 199.38 -0.08 999 9,502 +333
Aug10 091214 201.87 203.11 201.68 201.68 -0.12 924 4,205 -23
Sep10 091214 204.40 205.33 204.26 204.26 -0.15 652 7,726 +79
Oct10 091214 208.25 208.43 206.75 206.98 -0.15 681 4,639 +139
Nov10 091214 210.29 210.29 209.63 209.63 -0.16 603 6,080 -16
Dec10 091214 211.00 213.85 211.00 212.29 -0.12 1,880 20,414 -186
Total Volume and Open Interest 103,751 307,778 +1,307
Gasoline(NYMEX)
Jan10 091214 183.96 184.95 182.40 182.67 -1.49 36,456 54,284 -7,897
Feb10 091214 186.57 187.75 185.19 185.50 -1.39 20,779 48,965 +4,222
Mar10 091214 188.70 190.20 187.93 188.24 -1.36 11,547 40,819 +2,453
Apr10 091214 201.10 202.41 200.39 200.59 -1.31 4,840 25,372 +591
May10 091214 201.76 203.81 201.67 202.11 -1.09 2,470 10,942 +29
Jun10 091214 203.88 205.20 203.40 203.40 -0.88 2,101 12,899 -41
Jul10 091214 205.09 205.30 203.71 203.78 -0.83 494 6,136 -32
Aug10 091214 203.93 203.93 203.93 203.93 -0.80 265 5,244 -18
Sep10 091214 203.50 203.50 203.50 203.50 -0.78 377 5,536 +128
Oct10 091214 194.16 194.16 194.16 194.16 -0.72 280 2,707 +103
Total Volume and Open Interest 80,521 234,298 -412
e-miNY RBOB Gasoline(NYM)
Jan10 091214 182.70 182.70 182.67 182.70 -1.50 1 3 -1
Feb10 091214 185.50 185.50 185.50 185.50 -1.40      
Mar10 091214 188.20 188.24 188.20 188.20 -1.40      
Apr10 091214 200.60 200.60 200.59 200.60 -1.30      
Total Volume and Open Interest 1 3 -1
Natural Gas(NYM)
Jan10 091214 5.235 5.409 5.191 5.332 +0.169 140,013 118,292 -7,548
Feb10 091214 5.296 5.469 5.262 5.402 +0.170 51,416 98,108 +19,218
Mar10 091214 5.349 5.490 5.303 5.437 +0.163 47,294 120,570 +10,208
Apr10 091214 5.419 5.502 5.323 5.452 +0.153 17,712 68,250 +3,962
May10 091214 5.494 5.545 5.357 5.494 +0.151 5,100 36,786 +996
Jun10 091214 5.507 5.600 5.433 5.555 +0.151 1,911 23,389 -101
Jul10 091214 5.591 5.682 5.515 5.635 +0.154 1,585 17,853 +235
Aug10 091214 5.670 5.755 5.603 5.712 +0.157 3,770 22,557 +2,015
Sep10 091214 5.723 5.800 5.636 5.757 +0.150 1,347 18,750 +36
Oct10 091214 5.875 5.945 5.774 5.892 +0.143 7,671 33,425 +549
Nov10 091214 6.245 6.301 6.174 6.282 +0.138 985 8,360 +102
Dec10 091214 6.660 6.680 6.566 6.662 +0.123 2,136 18,734 +204
Jan11 091214 6.898 6.926 6.796 6.902 +0.123 3,881 18,600 +1,182
Feb11 091214 6.890 6.900 6.836 6.892 +0.123 586 7,207 +390
Mar11 091214 6.740 6.770 6.680 6.742 +0.118 1,792 16,335 +297
Apr11 091214 6.270 6.295 6.210 6.287 +0.093 801 12,321 +240
Total Volume and Open Interest 289,868 739,762 +32,673
Brent Crude Oil(ICE)
Jan10 091214 71.47 72.37 71.16 71.89 +0.01 106,601 72,947 -28,872
Feb10 091214 72.45 73.17 71.96 72.71 +0.01 85,341 164,717 -2,119
Mar10 091214 73.35 74.05 72.84 73.58 +0.01 36,785 110,666 +11,353
Apr10 091214 74.05 74.85 73.99 74.40 unch 11,056 42,441 +1,802
May10 091214 74.83 75.64 74.83 75.17 unch 3,810 22,762 -973
Jun10 091214 75.53 76.35 75.47 75.87 unch 6,853 57,327 +858
Jul10 091214 76.57 76.90 76.36 76.49 +0.01 1,219 15,517 +287
Aug10 091214 77.22 77.54 76.89 77.09 +0.02 1,226 10,646 -212
Sep10 091214 77.69 78.13 77.49 77.68 +0.03 1,626 7,083 -252
Oct10 091214 78.66 78.66 78.26 78.26 +0.03 1,416 12,799 +128
Nov10 091214 78.85 78.85 78.85 78.85 +0.03 1,131 10,208 +17
Dec10 091214 79.11 79.89 79.05 79.46 +0.03 7,345 74,812 -177
Jan11 091214 80.02 80.02 80.02 80.02 +0.04 338 8,896 +89
Feb11 091214 80.54 80.54 80.54 80.54 +0.06 41 4,616 +399
Total Volume and Open Interest 266,290 713,516 -17,484
Gas Oil(ICE)
Jan10 091214 585.25 591.25 583.00 588.25 +6.25 56,335 125,254 -8,369
Feb10 091214 595.25 599.25 592.25 596.25 +5.75 31,556 79,426 +1,154
Mar10 091214 604.25 606.00 599.25 603.00 +5.25 7,952 45,040 +184
Apr10 091214 609.50 612.00 609.00 610.00 +5.25 5,231 26,692 +867
May10 091214 617.00 619.25 616.50 617.25 +5.25 2,867 22,772 +1,144
Jun10 091214 622.75 626.50 621.00 624.25 +5.25 7,016 44,350 -835
Jul10 091214 631.25 633.50 631.25 631.75 +5.00 2,612 15,988 +188
Aug10 091214 638.50 641.25 638.50 639.25 +5.00 1,578 17,854 +323
Sep10 091214 646.75 649.25 646.00 646.50 +5.00 865 15,969 +134
Oct10 091214 655.00 655.00 651.25 653.25 +5.00 347 10,380 +88
Total Volume and Open Interest 119,672 525,060 -4,771
Ethanol(CBOT)
Dec09 091203 2.135 2.135 2.130 2.130 unch 8 263 -4
Jan10 091214 1.917 1.917 1.870 1.881 -0.031 43 729 -6
Feb10 091214 1.845 1.845 1.804 1.819 -0.016 26 778 +13
Mar10 091214 1.810 1.810 1.800 1.809 -0.023 31 1,168 +7
Apr10 091214 1.823 1.830 1.785 1.802 -0.028 10 863 +6
May10 091214 1.775 1.805 1.775 1.789 -0.014 8 437 +4
Jun10 091214 1.805 1.805 1.776 1.783 -0.022 3 321 +3
Jul10 091214 1.800 1.800 1.770 1.770 -0.035 1 374 +0
Total Volume and Open Interest 164 6,852 +38
US Dollar Index(ICE)
Dec09 091214 76.610 76.625 76.260 76.415 -0.170 12,060 6,043 -2,404
Mar10 091214 76.930 77.030 76.640 76.735 -0.220 27,309 41,079 +8,603
Jun10 091214 77.000 77.095 77.000 77.095 -0.150 88 4,862 +57
Total Volume and Open Interest 39,457 51,985 +6,256
Australian Dollar(CME)
Dec09 091214 91.07 91.26 89.51 91.21 +0.13 23,670 51,404 -3,596
Mar10 091214 90.21 90.90 89.67 90.80 +0.58 80,735 98,513 +7,054
Jun10 091214 89.35 89.89 89.26 89.84 +0.58 22 26 +11
Total Volume and Open Interest 104,427 149,965 +3,469
British Pound(CME)
Dec09 091214 162.22 163.24 161.90 162.42 +0.02 26,298 31,720 -6,498
Mar10 091214 162.14 163.16 161.79 162.94 +0.63 93,227 72,201 +8,600
Jun10 091214 162.84 162.98 162.06 162.84 +0.62 0 126 +0
Total Volume and Open Interest 119,525 104,121 +2,102
Canadian Dollar(CME)
Dec09 091214 94.22 94.62 93.78 94.37 +0.09 21,849 34,162 -7,521
Mar10 091214 94.23 94.64 93.78 94.37 +0.09 90,072 76,148 +8,691
Jun10 091214 94.00 94.59 93.79 94.36 +0.07 141 1,071 +153
Sep10 091214 94.00 94.57 93.78 94.33 +0.07 16 574 +12
Total Volume and Open Interest 112,198 112,383 +1,390
Japanese Yen(CME)
Dec09 091214 111.96 113.22 111.95 113.04 +0.92 37,150 51,224 -9,636
Mar10 091214 112.09 113.30 112.03 112.88 +0.69 107,809 89,721 +5,741
Jun10 091214 113.20 113.30 112.29 112.98 +0.69 9 130 +7
Total Volume and Open Interest 144,986 141,117 -3,888
Swiss Franc(CME)
Dec09 091214 96.60 97.12 96.58 96.87 +0.19 10,959 18,007 -4,725
Mar10 091214 96.63 97.20 96.63 96.96 +0.22 54,765 33,394 +4,326
Jun10 091214 97.01 97.11 96.82 97.04 +0.22 0 13 +0
Total Volume and Open Interest 65,724 51,416 -399
EuroFX(CME)
Dec09 091214 146.17 146.86 146.06 146.41 +0.22 93,413 76,982 -20,859
Mar10 091214 146.11 146.82 145.99 146.43 +0.29 272,679 126,868 +35,033
Jun10 091214 146.25 146.50 146.09 146.35 +0.26 22 726 +16
Total Volume and Open Interest 366,119 205,241 +14,194
Mexican Peso(CME)
Dec09 091214 775.8 780.8 773.8 779.2 +3.2 7,810 60,956 -3,614
Jan10 091214 778.0 778.0 773.2 778.0 +4.8      
Total Volume and Open Interest 36,348 177,333 -1,582
30-Year T-Bonds(CBOT)
Dec09 091214 119~030 119~090 118~240 119~030 +0~060 3,112 23,707 -1,267
Mar10 091214 117~210 118~070 117~170 118~010 +0~060 278,380 677,820 -5,158
Jun10 091214 116~120 116~180 116~120 116~180 +0~060 14 83 +0
Total Volume and Open Interest 281,506 701,611 -6,425
10-Year T-Notes(CBOT)
Dec09 091214 119~060 119~120 118~285 118~295 -0~030 6,529 22,449 -3,744
Mar10 091214 117~190 117~290 117~150 117~180 -0~035 885,674 1,159,873 -25,330
Jun10 091214 117~060 117~060 116~060 116~060 -0~035 14 24 +6
Total Volume and Open Interest 892,217 1,182,346 -29,068
5-Year T-Notes(CBOT)
Dec09 091214 117~053 117~060 117~053 117~058 unch 0 44,299 -13,219
Mar10 091214 116~023 116~047 115~112 115~120 -0~035 393,926 775,051 -7,923
Jun10 091214 115~000 115~035 115~000 115~000 -0~035 0 1 +0
Total Volume and Open Interest 401,053 817,407 -9,867
2 Year T-Notes(CBOT)
Dec09 091214 109~026 109~026 109~015 109~016 -0~009 1,924 13,210 -930
Mar10 091214 108~088 108~094 108~073 108~077 -0~011 187,764 899,750 -13,781
Jun10 091214 108~009 108~020 108~009 108~009 -0~011 0 7,726 +0
Total Volume and Open Interest 189,688 920,686 -14,711
Eurodollars(CME)
Dec09 091214 99.747 99.747 99.743 99.745 +0.003 109,804 972,556 -9,457
Mar10 091214 99.595 99.610 99.575 99.600 +0.005 257,804 1,124,481 -14,629
Jun10 091214 99.380 99.410 99.355 99.365 -0.015 232,904 882,123 -8,114
Sep10 091214 99.080 99.125 99.040 99.050 -0.035 310,243 737,046 -6,989
Dec10 091214 98.745 98.790 98.690 98.705 -0.040 405,207 787,484 -76,616
Mar11 091214 98.410 98.455 98.340 98.355 -0.055 296,067 549,143 +31,013
Jun11 091214 98.075 98.110 97.980 98.000 -0.065 173,248 548,362 -1,650
Sep11 091214 97.750 97.790 97.660 97.675 -0.070 154,233 497,732 +6,535
Dec11 091214 97.450 97.490 97.360 97.375 -0.070 105,769 302,679 +652
Mar12 091214 97.205 97.220 97.095 97.110 -0.070 67,691 216,434 +6,627
Jun12 091214 96.915 96.955 96.825 96.845 -0.065 60,277 190,228 +1,376
Sep12 091214 96.675 96.710 96.585 96.600 -0.070 49,031 117,295 +1,795
Dec12 091214 96.460 96.470 96.350 96.365 -0.070 24,663 68,564 +1,393
Mar13 091214 96.260 96.270 96.180 96.195 -0.065 20,641 57,184 +39
Jun13 091214 96.095 96.115 96.010 96.025 -0.060 20,450 58,479 +944
Sep13 091214 95.905 95.925 95.845 95.865 -0.055 20,714 55,916 +1,003
Dec13 091214 95.750 95.765 95.695 95.705 -0.050 19,593 33,337 +1,596
Mar14 091214 95.615 95.640 95.575 95.590 -0.045 14,798 31,201 +737
Total Volume and Open Interest 2,438,108 7,407,372 -45,510
30 Day Federal Funds(CBOT)
Dec09 091214 99.870 99.872 99.868 99.870 -0.002 2,192 78,058 +405
Jan10 091214 99.850 99.855 99.840 99.845 -0.010 6,068 64,470 +711
Feb10 091214 99.820 99.825 99.810 99.820 -0.005 6,961 80,726 +2,667
Mar10 091214 99.795 99.800 99.790 99.795 -0.005 8,179 50,654 +2,541
Apr10 091214 99.775 99.780 99.770 99.775 -0.005 5,761 65,177 +937
May10 091214 99.730 99.735 99.715 99.725 -0.010 5,621 51,664 -213
Total Volume and Open Interest 52,094 516,247 +7,986
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 091214 99.533 99.533 99.533 99.533 +0.003 0 4,714 +0
Mar10 091214 99.615 99.615 99.615 99.615 +0.005 0 433 +0
Jun10 091214 99.630 99.630 99.630 99.630 +0.005 0 80 +0
Sep10 091214 99.660 99.660 99.660 99.660 +0.005 0 230 +0
Dec10 091214 99.645 99.645 99.645 99.645 -0.020 0 242 +0
Mar11 091214 99.575 99.575 99.575 99.575 -0.005      
Jun11 091214 99.515 99.515 99.515 99.515 -0.005      
Sep11 091214 99.515 99.515 99.515 99.515 -0.005      
Dec11 091214 99.320 99.320 99.320 99.320 -0.020      
Mar12 091214 99.285 99.285 99.285 99.285 -0.020      
Total Volume and Open Interest 0 5,699 +0
3-Mth Euro-Yen(SGX)
Mar10 091214 99.62 99.62 99.61 99.62 unch 197 3,866 +31
Jun10 091214 99.65 99.66 99.64 99.64 unch 20 1,765 -2
Sep10 091214 99.64 99.67 99.64 99.67 unch 0 1,791 -6
Dec10 091214 99.64 99.66 99.64 99.66 -0.02 0 1,213 +50
Mar11 091214 99.57 99.57 99.57 99.57 -0.02 0 562 +0
Jun11 091214 99.51 99.51 99.51 99.51 -0.02 0 52 +0
Sep11 091214 99.51 99.51 99.51 99.51 -0.02 0 51 +0
Dec11 091214 99.32 99.32 99.32 99.32 -0.02 0 101 +0
Total Volume and Open Interest 1,017 10,772 -4,898
Japanese Gov't Bonds(SGX)
Mar10 091214 139.45 139.63 139.29 139.42 +0.01 1,043 18,103 +370
Jun10 091214 139.42 139.42 139.42 139.42 +0.01      
Sep10 091214 139.42 139.42 139.42 139.42 +0.01      
Total Volume and Open Interest 1,043 18,103 +370
Euro-Bund(EUREX)
Mar10 091214 122.72 123.13 122.61 122.97 +0.28 574,614 885,024 -12,314
Jun10 091214 121.62 121.66 121.48 121.58 +0.28 41 53 +10
Sep10 091214 121.17 121.17 121.17 121.17 +0.28      
Total Volume and Open Interest 574,655 885,077 -12,304
Euro-Bobl(EUREX)
Mar10 091214 116.48 116.68 116.38 116.63 +0.19 349,878 691,603 +6,452
Jun10 091214 115.23 115.23 115.23 115.23 +0.19 311 0 +0
Sep10 091214 114.93 114.93 114.93 114.93 +0.19      
Total Volume and Open Interest 350,189 691,603 +6,452
3-Mth Euribor(EUREX)
Dec09 091214 99.285 99.290 99.285 99.285 unch 135 8,689 -127
Mar10 091214 99.170 99.180 99.165 99.175 +0.005 58 9,382 +18
Jun10 091214 98.850 98.855 98.845 98.855 +0.015 16 5,234 +9
Total Volume and Open Interest 222 28,788 -103
Long Gilt(LIFFE)
Dec09 091214 116~29 117~12 116~29 117~09 +0~07 205 39,755 -149
Mar10 091214 115~12 115~28 115~09 115~24 +0~08 69,936 240,950 +2,411
Total Volume and Open Interest 70,141 280,705 +2,262
3-Mth Short Sterling(LIFFE)
Dec09 091214 99.39 99.40 99.38 99.39 unch 26,638 358,271 +3,075
Mar10 091214 99.24 99.25 99.22 99.22 -0.02 24,826 354,360 +1,015
Jun10 091214 99.00 99.00 98.96 98.97 -0.02 38,255 372,921 +3,080
Sep10 091214 98.64 98.66 98.61 98.62 -0.01 36,840 316,571 -3,767
Dec10 091214 98.21 98.23 98.20 98.21 unch 44,721 336,676 -4,639
Mar11 091214 97.81 97.85 97.81 97.83 unch 38,800 283,419 +5,234
Total Volume and Open Interest 297,090 2,566,990 -63
3-Mth Euribor(LIFFE)
Dec09 091214 99.285 99.290 99.280 99.285 unch 48,903 471,104 -8,602
Mar10 091214 99.170 99.185 99.160 99.175 +0.005 153,062 714,423 -11,338
Jun10 091214 98.840 98.875 98.825 98.855 +0.015 167,496 727,466 +3,892
Total Volume and Open Interest 894,497 3,820,300 +29,949
3-Mth Aus T-Bills(SFE)
Dec09 091210 95.87 95.87 95.80 95.84 -0.03 10,871 220 -58,072
Mar10 091214 95.44 95.48 95.42 95.46 +0.02 17,133 284,683 -5,417
Jun10 091214 95.10 95.15 95.06 95.12 unch 7,823 160,590 -100
Sep10 091214 94.81 94.86 94.77 94.83 +0.01 5,229 89,985 +36
Dec10 091214 94.57 94.61 94.52 94.59 +0.01 2,563 76,381 +897
Mar11 091214 94.31 94.35 94.26 94.34 +0.01 1,391 26,294 +557
Jun11 091214 94.07 94.14 94.05 94.13 +0.03 486 22,218 +75
Sep11 091214 93.90 93.96 93.89 93.96 +0.03 393 16,896 +392
Dec11 091214 93.76 93.83 93.76 93.83 +0.03 462 7,626 +462
Mar12 091214 93.74 93.74 93.74 93.74 +0.03 0 3,020 +0
Total Volume and Open Interest 35,480 689,473 -3,098
10-Year Aus T-Bonds(SFE)
Dec09 091214 94.46 94.50 94.38 94.46 -0.01 73,208 133,761 -131,755
Mar10 091214 94.39 94.42 94.30 94.39 -0.01 74,174 264,251 +38,626
Total Volume and Open Interest 147,382 398,012 -93,129
3-Year Aus T-Bonds(SFE)
Dec09 091214 95.07 95.14 95.01 95.11 +0.04 115,583 286,478 -256,318
Mar10 091214 94.82 94.90 94.77 94.86 +0.02 94,206 286,276 +44,554
Total Volume and Open Interest 209,789 572,754 -211,764
Gold(CMX)
Dec09 091214 1114.5 1127.5 1114.5 1123.3 +3.9 912 1,606 -1,102
Feb10 091214 1114.6 1128.9 1111.7 1123.8 +3.9 215,762 337,982 +682
Apr10 091214 1116.7 1130.1 1113.0 1125.1 +3.9 4,705 50,967 +671
Jun10 091214 1119.0 1131.0 1115.6 1126.3 +4.0 2,150 23,452 +101
Aug10 091214 1115.9 1130.0 1115.9 1127.6 +4.0 213 11,720 +155
Oct10 091214 1129.1 1129.1 1129.1 1129.1 +4.1 29 4,092 -15
Dec10 091214 1119.1 1134.5 1119.1 1130.9 +4.2 1,166 20,860 +455
Feb11 091214 1129.0 1133.3 1129.0 1133.3 +4.3 42 3,018 +29
Apr11 091214 1133.1 1136.0 1133.1 1136.0 +4.4 4 1,127 +0
Jun11 091214 479.6 486.6 479.6 483.7 +4.5 5 8,268 +0
Aug11 091214 1142.1 1142.7 1142.1 1142.7 +4.6 0 675 +0
Oct11 091214 1147.5 1147.5 1145.0 1146.8 +4.7 0 357 +0
Total Volume and Open Interest 226,670 498,899 +907
Silver(CMX)
Dec09 091214 1734.0 1740.5 1727.0 1732.6 +24.2 255 470 -91
Mar10 091214 1714.0 1743.0 1709.5 1734.0 +25.0 36,132 80,332 -2,289
May10 091214 1730.0 1746.0 1726.0 1736.1 +25.1 1,927 10,380 -383
Jul10 091214 1737.0 1747.5 1735.0 1737.9 +25.1 618 7,981 +520
Sep10 091214 1730.0 1739.9 1730.0 1739.9 +25.2 18 2,676 +3
Dec10 091214 1728.0 1747.0 1728.0 1742.9 +25.5 475 9,178 +26
Mar11 091214 1746.2 1746.2 1746.2 1746.2 +25.7 7 160 +5
Total Volume and Open Interest 40,321 121,860 -1,551
Platinum(NYMEX)
Jan10 091214 1432.0 1455.1 1421.2 1447.0 +24.3 3,630 22,475 -1,109
Apr10 091214 1432.5 1459.9 1432.5 1452.0 +24.8 1,151 10,723 +1,074
Jul10 091214 1452.5 1455.0 1452.5 1455.0 +24.8 0 208 +0
Oct10 091214 1458.1 1458.1 1458.1 1458.1 +24.8 0 13 +0
Total Volume and Open Interest 4,781 33,419 -35
Palladium(NYMEX)
Dec09 091214 366.15 366.15 366.15 366.15 +6.00 42 120 -1,046
Mar10 091214 362.00 369.90 361.00 368.30 +6.15 1,993 21,823 +346
Jun10 091214 362.15 369.55 362.15 369.45 +6.15 14 194 +1
Total Volume and Open Interest 2,049 22,141 -699
Copper(CMX)
Dec09 091214 311.00 313.65 309.95 313.00 +2.00 594 2,436 -446
Mar10 091214 314.00 316.40 311.05 315.20 +1.90 18,464 110,415 -2,256
May10 091214 315.10 318.00 313.70 316.85 +1.90 2,474 17,888 +799
Jul10 091214 315.70 318.25 315.70 317.90 +1.90 620 6,180 +458
Sep10 091214 318.45 318.45 318.45 318.45 +1.90 246 3,165 -21
Total Volume and Open Interest 23,245 146,687 -1,271
DJIA Index(CBOT)
Dec09 091214 10480 10557 10460 10498 +14 406 13,861 -559
Mar10 091214 10422 10499 10397 10437 +14 816 2,010 +33
Jun10 091214 10379 10379 10359 10379 +20 0 1 +0
Sep10 091214 10321 10321 10307 10321 +14      
Total Volume and Open Interest 1,222 15,872 -526
S & P 500(CME)
Dec09 091214 1113.50 1114.90 1109.50 1113.40 +5.40 78,486 241,769 -49,214
Mar10 091214 1102.60 1113.00 1099.80 1108.60 +5.40 80,968 186,747 +49,064
Jun10 091214 1103.90 1104.60 1100.60 1103.90 +5.30 301 1,398 -145
Sep10 091214 1099.50 1100.20 1096.20 1099.50 +5.30      
Total Volume and Open Interest 159,755 429,922 -295
S & P 500 E-Mini(Globex)
Dec09 091214 1107.50 1118.00 1104.50 1113.50 +5.50 798,580 1,783,101 -319,420
Mar10 091214 1102.50 1113.00 1099.75 1108.50 +5.25 1,710,243 1,315,764 +407,069
Total Volume and Open Interest 2,509,387 3,099,319 +87,927
NASDAQ 100(CME)
Dec09 091214 1804.00 1811.00 1795.00 1809.80 +15.80 1,022 22,119 -1,395
Mar10 091214 1793.00 1810.00 1787.30 1807.80 +15.80 1,096 2,660 +391
Jun10 091214 1806.80 1806.80 1805.00 1806.80 +15.80      
Total Volume and Open Interest 2,118 24,779 -1,004
NASDAQ 100 E-Mini(Globex)
Dec09 091214 1794.30 1811.00 1788.30 1809.80 +15.80 86,820 265,250 -25,757
Mar10 091214 1790.50 1809.00 1786.30 1807.80 +15.80 241,211 129,452 +18,874
Total Volume and Open Interest 328,032 394,715 -6,883
S & P Midcap 400(CME)
Dec09 091214 713.50 714.20 713.50 713.50 +7.80 194 2,087 -161
Mar10 091214 709.50 713.75 705.00 711.20 +7.80 204 709 +184
Jun10 091214 709.20 709.90 709.20 709.20 +7.80      
Total Volume and Open Interest 398 2,798 +25
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 091214 10150 10165 10105 10125 -30 8,338 26,658 +206
Jun10 091214 10125 10130 10125 10125 -30      
Total Volume and Open Interest 8,338 26,658 +206
Nikkei 225(SGX)
Mar10 091214 10075 10140 10000 10105 +20 118,699 164,733 +6,340
Jun10 091214 10045 10045 10045 10045 +15 141 1,211 +0
Sep10 091214 10050 10050 10050 10050 -70 0 55 +0
Total Volume and Open Interest 120,164 170,951 +6,475
CAC 40(EURONEXT)
Dec09 091214 3848.5 3857.0 3805.5 3826.0 +31.0 143,232 448,954 +37,209
Jan10 091214 3858.0 3858.0 3809.5 3827.0 +31.0 47,448 43,592 +32,067
Feb10 091214 3830.0 3830.0 3830.0 3830.0 +31.0 0 1 +0
Total Volume and Open Interest 191,253 495,899 +69,845
Hang Seng Index(HKFE)
Dec09 091214 21879 22260 21506 21917 +39 82,083 89,596 +87
Jan10 091214 21825 22243 21498 21910 +50 983 2,452 +167
Total Volume and Open Interest 83,137 93,262 +214
DAX(EUREX)
Dec09 091214 5824.0 5841.0 5778.5 5797.5 +36.5 134,693 195,178 -2,999
Mar10 091214 5838.5 5845.0 5786.0 5803.5 +37.0 5,720 30,462 +2,303
Jun10 091214 5845.5 5851.5 5796.5 5811.5 +38.5 1,596 3,460 -10
Total Volume and Open Interest 142,009 229,100 -706
FT-SE 100(EURONEXT)
Dec09 091214 5330.50 5334.50 5298.00 5310.00 +51.50 119,703 561,389 -45,036
Mar10 091214 5285.00 5292.00 5257.00 5269.00 +52.50 30,966 124,373 +43,183
Jun10 091214 5229.50 5231.50 5218.00 5220.00 +52.00 9 2,041 +0
Total Volume and Open Interest 150,678 688,232 -1,853
SPI 200(SFE)
Dec09 091214 4657.0 4676.0 4611.0 4674.0 +15.0 81,166 209,693 -13,229
Mar10 091214 4645.0 4666.0 4602.0 4665.0 +17.0 55,746 74,960 +46,409
Jun10 091214 4636.0 4687.0 4636.0 4687.0 +17.0 1 1,429 +0
Total Volume and Open Interest 137,075 287,634 +33,342
GSCI(CME)
Dec09 091214 485.00 485.50 479.50 481.75 +2.05 3,622 4,035 -2,960
Jan10 091214 488.50 493.50 488.50 490.25 +2.75 3,695 15,646 +3,107
Feb10 091214 500.00 500.00 498.00 498.00 +2.00 2 0 +0
Total Volume and Open Interest 7,319 19,681 +147
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.