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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Fri December 10, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101210 1283.25 1288.50 1268.00 1273.00 -8.50 78,572 186,814 -14,099
Mar11 101210 1292.25 1297.75 1276.75 1282.50 -8.00 41,434 182,264 +7,442
May11 101210 1295.00 1301.00 1281.00 1287.00 -7.00 12,159 73,489 +1,510
Jul11 101210 1295.75 1301.25 1282.75 1288.50 -6.25 13,257 61,730 +921
Aug11 101210 1274.75 1275.00 1262.75 1264.50 -5.75 105 2,372 -32
Sep11 101210 1229.00 1234.00 1225.00 1228.75 -5.25 111 3,244 +41
Nov11 101210 1199.00 1205.50 1187.50 1193.50 -5.25 4,494 101,932 +75
Total Volume and Open Interest 150,577 627,975 -4,118
Soybean Meal(CBOT)
Dec10 101210 341.00 341.40 335.50 339.10 -0.80 1,345 1,407 -870
Jan11 101210 341.10 343.00 334.60 337.60 -3.10 28,480 60,544 -3,345
Mar11 101210 343.00 345.10 336.90 340.10 -2.90 12,757 49,473 +1,509
May11 101210 342.90 344.20 336.70 339.80 -2.50 5,101 27,682 +57
Jul11 101210 343.00 343.80 336.90 340.20 -1.80 5,812 17,940 -277
Aug11 101210 333.00 333.00 328.70 331.50 -1.20 428 5,669 -46
Sep11 101210 322.00 322.00 317.00 320.40 -0.40 1,498 5,660 +143
Oct11 101210 307.30 307.30 301.90 304.10 -0.20 336 4,471 -1
Total Volume and Open Interest 58,094 192,236 -2,104
Soybean Oil(CBOT)
Dec10 101210 53.73 54.50 53.70 53.79 unch 2,365 1,780 -1,020
Jan11 101210 54.20 55.04 53.95 54.16 +0.01 59,895 101,037 -9,789
Mar11 101210 54.67 55.50 54.42 54.63 +0.01 43,145 123,630 +7,989
May11 101210 54.97 55.75 54.73 54.92 -0.03 12,596 40,550 +1,692
Jul11 101210 55.20 55.83 54.84 55.00 -0.15 8,250 35,117 +671
Aug11 101210 55.19 55.55 54.97 54.97 -0.21 642 4,803 +310
Sep11 101210 55.13 55.45 54.92 54.92 -0.26 544 5,278 +211
Oct11 101210 55.10 55.45 54.77 54.85 -0.30 187 7,197 -19
Total Volume and Open Interest 129,869 341,816 +801
Canola(WCE)
Jan11 101210 564.9 570.0 560.1 565.4 +0.5 10,465 88,819 -4,548
Mar11 101210 573.0 578.2 568.0 573.3 +0.6 10,350 52,208 +4,138
May11 101210 579.1 580.1 570.4 575.6 -0.4 273 5,998 -10
Jul11 101210 578.3 580.0 572.8 575.4 unch 890 15,524 +361
Nov11 101210 517.5 520.9 510.2 515.5 -0.5 1,884 32,627 +1,051
Total Volume and Open Interest 24,105 197,191 +1,203
Corn(CBOT)
Dec10 101210 562.00 565.25 553.75 560.25 unch 12,495 7,435 -2,053
Mar11 101210 574.75 579.25 567.25 574.25 unch 132,497 721,933 +239
May11 101210 583.25 587.50 576.00 583.00 unch 32,504 178,908 +6,340
Jul11 101210 588.00 592.00 580.50 588.00 +0.75 20,556 227,721 +1,705
Sep11 101210 547.25 551.25 540.75 549.25 +1.50 3,675 40,173 +189
Dec11 101210 529.75 534.75 523.00 529.25 -0.50 16,549 255,587 +441
Total Volume and Open Interest 219,759 1,491,606 +7,074
Wheat(CBOT)
Dec10 101210 743.50 751.00 735.50 735.50 -12.75 105 238 -303
Mar11 101210 789.00 798.00 774.00 775.50 -13.00 40,861 228,447 -3,261
May11 101210 814.50 822.00 799.50 801.25 -12.75 12,626 59,033 +1,599
Jul11 101210 814.00 822.75 802.00 804.75 -9.25 7,356 101,116 -617
Sep11 101210 825.25 833.75 815.50 816.75 -10.50 1,769 17,634 +106
Total Volume and Open Interest 66,154 476,427 -1,573
Wheat(KCBT)
Dec10 101210 830.00 835.00 822.25 822.25 -12.00 46 293 -41
Mar11 101210 844.75 851.50 830.25 832.00 -11.75 14,553 119,197 +1,856
May11 101210 849.50 856.75 836.50 838.50 -12.00 4,948 23,990 +1,339
Jul11 101210 848.00 854.50 835.50 839.00 -10.00 4,045 52,012 +641
Sep11 101210 857.00 862.00 845.00 848.00 -9.00 946 12,448 +101
Total Volume and Open Interest 25,749 220,570 +4,427
Wheat(MGE)
Dec10 101210 865.00 865.00 854.25 854.25 +0.25 1 20 -174
Mar11 101210 874.00 883.00 863.25 869.50 -4.50 6,347 31,665 -653
May11 101210 879.00 887.00 869.00 874.50 -3.75 1,543 11,276 +298
Jul11 101210 873.50 883.00 865.25 871.25 -3.25 1,169 7,767 +83
Sep11 101210 861.25 870.00 854.50 861.00 -3.00 1,000 7,839 +711
Total Volume and Open Interest 10,287 66,971 +320
Oats(CBOT)
Dec10 101210 397.75 400.00 394.00 400.00 +6.00 14 16 -10
Mar11 101210 382.50 388.00 380.25 385.00 +3.00 578 9,668 -9
May11 101210 391.00 391.50 386.00 389.50 +2.50 14 641 +8
Jul11 101210 392.50 395.00 390.00 393.00 +2.50 3 213 +0
Total Volume and Open Interest 610 11,463 -27
Rough Rice(CBOT)
Jan11 101210 13.90 14.14 13.82 13.93 +0.03 432 7,714 -66
Mar11 101210 14.15 14.42 14.11 14.21 +0.03 487 6,557 +17
May11 101210 14.60 14.60 14.45 14.49 +0.04 170 1,224 +164
Jul11 101210 14.70 14.80 14.63 14.73 +0.06 10 1,609 -3
Total Volume and Open Interest 1,099 17,791 +112
Live Cattle(CME)
Dec10 101210 101.900 102.000 100.950 100.950 -0.850 3,713 20,828 -912
Feb11 101210 104.900 104.900 103.900 103.950 -0.685 12,877 164,526 -1,038
Apr11 101210 108.000 108.050 107.250 107.300 -0.680 5,970 87,282 +205
Jun11 101210 105.250 105.285 104.750 105.000 -0.250 5,446 39,850 -243
Aug11 101210 105.250 105.450 104.900 105.180 -0.220 1,526 14,273 +146
Oct11 101210 107.750 108.000 107.400 107.950 +0.200 582 8,593 +121
Total Volume and Open Interest 31,325 340,729 -1,147
Feeder Cattle(CME)
Jan11 101210 118.180 118.330 117.800 118.180 +0.100 1,799 13,184 -224
Mar11 101210 118.385 118.830 118.200 118.650 +0.220 1,709 12,848 +364
Apr11 101210 119.200 119.430 118.900 119.385 -0.015 265 3,871 +34
May11 101210 119.800 119.900 119.300 119.850 +0.200 257 4,869 +105
Aug11 101210 120.000 120.600 119.800 120.500 +0.550 260 4,430 +87
Sep11 101210 119.000 119.600 118.900 119.550 +0.450 14 328 +8
Oct11 101210 118.930 119.100 118.730 119.100 +0.100 6 67 +5
Total Volume and Open Interest 4,310 39,637 +379
Lean Hogs(CME)
Dec10 101210 69.650 69.750 69.285 69.450 +0.020 3,586 11,458 -998
Feb11 101210 76.135 76.135 75.080 75.150 -0.750 11,006 85,144 +474
Apr11 101210 79.900 79.900 78.850 79.000 -0.830 4,715 51,153 +162
May11 101210 86.450 86.450 85.785 86.000 -0.850 153 1,672 -31
Jun11 101210 89.635 89.635 88.750 89.080 -0.420 2,670 31,806 +319
Jul11 101210 88.800 88.800 88.135 88.550 -0.630 679 7,084 +78
Aug11 101210 88.080 88.080 87.600 87.930 -0.400 439 7,956 +208
Oct11 101210 78.285 78.600 78.000 78.400 -0.400 340 5,067 +44
Total Volume and Open Interest 23,979 203,589 +394
Class III Milk(CME)
Dec10 101210 13.80 13.85 13.78 13.80 +0.02 77 5,775 +8
Jan11 101210 13.13 13.15 13.00 13.02 -0.06 556 4,258 +135
Feb11 101210 13.17 13.25 13.10 13.16 unch 482 3,926 +249
Mar11 101210 13.65 13.70 13.61 13.66 +0.04 122 3,124 +47
Apr11 101210 13.97 14.12 13.97 14.05 +0.03 103 2,188 +66
Total Volume and Open Interest 1,826 29,380 +847
Cocoa(ICE)
Dec10 101210 2857 2857 2857 2857 -114 2 21 -2
Mar11 101210 3012 3014 2866 2887 -123 8,168 69,095 -838
May11 101210 3012 3012 2899 2906 -123 1,498 22,450 +776
Jul11 101210 3014 3014 2905 2921 -122 599 11,128 -139
Sep11 101210 3027 3029 2930 2937 -121 229 5,956 +117
Dec11 101210 3061 3061 2949 2952 -122 93 10,694 +76
Mar12 101210 3120 3120 3019 3019 -124 131 10,911 +53
Total Volume and Open Interest 10,774 136,113 +92
Coffee "C"(ICE)
Dec10 101210 209.35 209.35 209.35 209.35 +5.05 13 201 -45
Mar11 101210 204.30 210.80 203.25 209.60 +5.05 9,671 84,791 -2,039
May11 101210 205.75 211.70 204.90 210.95 +5.00 4,285 24,103 -43
Jul11 101210 205.45 210.60 204.70 210.30 +4.95 386 7,315 +39
Sep11 101210 203.45 208.90 202.85 208.60 +5.15 128 3,758 +78
Dec11 101210 200.45 205.55 199.60 205.55 +4.70 40 6,203 +12
Total Volume and Open Interest 14,562 127,541 -1,996
Orange Juice(ICE)
Jan11 101210 164.00 164.00 160.20 160.60 -1.85 2,291 17,610 -402
Mar11 101210 162.55 163.00 160.55 160.80 -1.75 1,800 10,000 +1,365
May11 101210 163.15 163.15 162.30 162.30 -1.90 153 1,513 +94
Jul11 101210 163.95 163.95 163.60 163.60 -1.80 12 2,471 +0
Sep11 101210 165.55 165.55 165.00 165.00 -1.75 18 341 +8
Nov11 101210 164.50 164.50 164.50 164.50 -2.05 23 49 +21
Total Volume and Open Interest 4,297 32,007 +1,086
Sugar #11(ICE)
Mar11 101210 28.66 29.19 28.00 29.13 +0.42 26,725 230,127 +639
May11 101210 26.24 26.49 25.32 26.43 +0.42 9,416 104,430 +1,470
Jul11 101210 23.17 23.59 22.50 23.56 +0.39 4,419 96,673 -965
Oct11 101210 21.65 22.00 20.91 21.97 +0.41 2,289 56,124 +231
Mar12 101210 20.92 21.36 20.40 21.29 +0.39 552 47,392 +101
Total Volume and Open Interest 43,747 577,371 +1,504
London Cocoa(LCE)
Dec10 101210 1987 1987 1895 1899 -91 10,963 24,569 -10,405
Mar11 101210 1988 1990 1892 1899 -93 12,550 62,204 -2,932
May11 101210 2002 2002 1911 1915 -91 1,168 20,623 +293
Jul11 101210 2011 2011 1930 1932 -87 535 17,655 +5
Sep11 101210 2007 2007 1940 1940 -86 243 11,092 +166
Dec11 101210 2019 2019 1948 1950 -87 102 16,768 +25
Mar12 101210 2035 2035 1960 1964 -83 76 13,065 +46
Total Volume and Open Interest 25,637 169,143 -12,802
London Sugar(LCE)
Mar11 101210 730.20 740.00 715.10 722.50 -4.70 1,996 28,665 -39
May11 101210 692.10 697.60 675.30 680.70 -5.50 757 9,210 +273
Aug11 101210 630.10 636.30 614.90 620.80 -1.60 213 7,266 +171
Oct11 101210 581.70 585.70 567.40 569.00 -2.40 23 2,133 -8
Dec11 101210 565.70 569.70 552.70 552.90 -2.90 8 804 +2
Total Volume and Open Interest 2,999 48,629 +401
Cotton(ICE)
Mar11 101210 137.08 140.95 135.30 136.97 +1.02 8,301 110,655 +669
May11 101210 127.99 133.19 127.11 129.23 +1.03 1,912 21,319 +50
Jul11 101210 118.85 125.01 118.85 120.84 +0.65 2,551 30,147 -420
Oct11 101210 104.07 104.07 104.07 104.07 +0.59 10 158 -5
Dec11 101210 93.50 94.90 92.46 94.51 +0.15 1,814 35,889 -614
Mar12 101210 89.91 89.91 89.91 89.91 +0.25 0 690 +0
Total Volume and Open Interest 14,635 200,269 -293
Lumber(CME)
Jan11 101210 272.2 274.4 266.5 266.5 -3.0 795 3,081 -71
Mar11 101210 293.1 293.1 283.6 286.0 +2.3 508 4,847 +44
May11 101210 295.3 298.9 292.5 292.5 +0.1 62 1,238 +20
Jul11 101210 302.9 306.9 300.0 301.1 -0.8 85 295 +83
Total Volume and Open Interest 1,457 9,474 +82
Crude Oil(NYM)
Jan11 101210 88.51 89.00 87.10 87.79 -0.58 353,964 194,553 -40,359
Feb11 101210 88.99 89.48 87.62 88.31 -0.57 158,546 210,416 +22,524
Mar11 101210 89.42 89.89 88.11 88.79 -0.55 73,045 152,374 +2,238
Apr11 101210 89.70 90.16 88.43 89.17 -0.51 24,630 56,617 +2,336
May11 101210 89.96 90.37 88.68 89.42 -0.50 16,394 33,819 +1,895
Jun11 101210 90.12 90.51 88.86 89.59 -0.49 30,859 79,391 -1,018
Jul11 101210 90.18 90.50 89.17 89.70 -0.49 6,732 38,898 +395
Aug11 101210 90.30 90.57 89.48 89.76 -0.49 4,603 19,261 +571
Sep11 101210 90.37 90.37 89.78 89.78 -0.50 6,717 25,172 +831
Oct11 101210 89.78 89.78 89.78 89.78 -0.52 4,616 17,788 -35
Nov11 101210 89.70 89.86 89.25 89.78 -0.53 4,226 19,010 +545
Dec11 101210 90.34 90.57 89.25 89.79 -0.55 31,268 149,706 +1,272
Jan12 101210 89.68 89.68 89.68 89.68 -0.56 5,002 19,523 -375
Feb12 101210 89.58 89.58 89.58 89.58 -0.56 3,707 7,912 +273
Mar12 101210 89.48 89.48 89.48 89.48 -0.56 2,016 10,054 -188
Apr12 101210 89.38 89.38 89.38 89.38 -0.56 249 4,197 +96
Total Volume and Open Interest 742,817 1,350,154 -6,530
e-miNY Crude Oil(NYM)
Dec10 101118 80.400 82.300 80.400 81.850 +1.400 7,920 4,586 -336
Jan11 101210 88.500 89.000 87.125 87.800 -0.575 15,043 4,105 -100
Feb11 101210 89.100 89.475 87.625 88.300 -0.575 562 1,636 +58
Mar11 101210 89.275 89.725 88.300 88.800 -0.550 80 517 +26
Apr11 101210 89.800 89.800 89.175 89.175 -0.500 3 16 +0
May11 101210 89.425 89.425 89.425 89.425 -0.500 2 14 +0
Jun11 101210 90.450 90.450 88.825 89.600 -0.475 0 44 +0
Jul11 101210 89.700 89.700 89.700 89.700 -0.500 0 3 +0
Aug11 101210 89.750 89.750 89.750 89.750 -0.500 0 6 +0
Sep11 101210 89.775 89.775 89.775 89.775 -0.500 0 2 +0
Total Volume and Open Interest 15,694 6,523 -12
Heating Oil(NYM)
Jan11 101210 247.70 248.30 243.83 245.75 -0.93 50,519 88,235 -7,434
Feb11 101210 249.17 249.76 245.37 247.21 -1.10 27,089 54,414 +1,644
Mar11 101210 249.70 250.06 245.55 247.52 -1.16 14,583 40,221 +1,063
Apr11 101210 247.90 248.02 244.76 246.27 -1.11 3,486 22,418 +352
May11 101210 246.45 246.98 243.69 245.29 -1.07 2,467 17,599 +128
Jun11 101210 246.89 246.93 243.38 245.00 -1.05 5,601 36,981 -516
Jul11 101210 245.69 245.81 244.80 245.81 -1.06 1,230 8,123 +343
Aug11 101210 246.18 246.83 245.90 246.83 -1.06 327 4,627 +15
Sep11 101210 247.99 248.08 247.99 248.08 -1.08 1,055 4,520 -450
Oct11 101210 249.54 249.54 249.33 249.33 -1.11 71 3,376 +9
Nov11 101210 250.88 250.88 250.88 250.88 -1.14 107 3,217 +39
Dec11 101210 254.20 254.30 250.88 252.20 -1.20 1,265 15,900 -384
Total Volume and Open Interest 107,945 308,432 -5,135
Gasoline(NYMEX)
Jan11 101210 233.65 234.67 229.47 230.93 -3.12 71,514 73,716 -3,465
Feb11 101210 232.16 232.91 228.63 230.23 -1.86 52,742 51,891 -1,281
Mar11 101210 232.60 233.27 229.34 231.05 -1.54 25,950 36,511 +1,348
Apr11 101210 242.24 242.25 239.00 240.76 -1.50 9,577 26,122 +454
May11 101210 243.19 243.19 239.95 241.21 -1.54 3,412 12,010 +315
Jun11 101210 242.61 242.61 239.81 241.00 -1.61 4,377 15,932 +280
Jul11 101210 240.11 240.11 240.11 240.11 -1.64 1,357 4,278 +28
Aug11 101210 238.84 238.84 238.84 238.84 -1.69 712 5,120 -30
Sep11 101210 237.24 237.24 237.24 237.24 -1.77 497 2,710 +36
Oct11 101210 226.37 226.37 226.37 226.37 -1.84 324 2,803 -6
Total Volume and Open Interest 171,580 264,806 -2,086
e-miNY RBOB Gasoline(NYM)
Jan11 101210 230.90 230.93 230.90 230.90 -3.20 0 2 +0
Feb11 101210 230.20 230.23 230.20 230.20 -1.90 0 1 +0
Mar11 101210 231.10 231.10 231.05 231.10 -1.50 0 1 +0
Apr11 101210 240.80 240.80 240.76 240.80 -1.50 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Jan11 101210 4.399 4.479 4.344 4.417 -0.018 204,137 151,730 -21,613
Feb11 101210 4.414 4.482 4.354 4.428 -0.012 73,176 89,968 +2,304
Mar11 101210 4.380 4.454 4.333 4.409 -0.004 85,168 124,559 +12,194
Apr11 101210 4.350 4.408 4.304 4.375 -0.004 32,275 82,207 +1,172
May11 101210 4.411 4.432 4.337 4.405 -0.004 11,814 34,995 +1,112
Jun11 101210 4.452 4.475 4.380 4.444 -0.005 4,825 16,396 +217
Jul11 101210 4.480 4.521 4.446 4.497 -0.007 3,846 13,507 +508
Aug11 101210 4.496 4.554 4.473 4.533 -0.009 4,095 14,134 +61
Sep11 101210 4.567 4.573 4.513 4.549 -0.010 4,063 11,030 +379
Oct11 101210 4.628 4.650 4.572 4.626 -0.011 13,684 49,734 +213
Nov11 101210 4.762 4.826 4.760 4.809 -0.019 2,439 22,179 -144
Dec11 101210 5.081 5.081 5.025 5.062 -0.026 4,704 20,180 +597
Jan12 101210 5.215 5.246 5.185 5.220 -0.027 7,430 32,226 -650
Feb12 101210 5.139 5.168 5.131 5.167 -0.028 474 7,069 +16
Mar12 101210 5.012 5.060 5.012 5.045 -0.029 848 16,189 +198
Apr12 101210 4.789 4.806 4.778 4.795 -0.029 436 12,529 +3
Total Volume and Open Interest 453,908 764,400 -3,345
Brent Crude Oil(ICE)
Jan11 101210 91.06 91.57 89.86 90.48 -0.51 131,083 114,202 -7,070
Feb11 101210 91.16 91.72 90.02 90.64 -0.52 92,169 201,380 -4,375
Mar11 101210 91.49 91.79 90.13 90.74 -0.52 50,936 133,256 +2,858
Apr11 101210 91.43 91.85 90.26 90.87 -0.52 24,330 49,050 +4,170
May11 101210 91.81 91.83 90.38 90.97 -0.53 14,172 35,459 -1,294
Jun11 101210 91.83 92.01 90.44 91.06 -0.53 22,615 59,080 -2,233
Jul11 101210 91.93 91.93 90.49 91.08 -0.55 5,067 19,829 +25
Aug11 101210 91.91 91.91 90.50 91.08 -0.56 4,495 11,932 -129
Sep11 101210 91.94 91.94 90.51 91.09 -0.55 4,509 13,948 +1,501
Oct11 101210 91.09 91.09 91.09 91.09 -0.56 2,537 7,989 +528
Nov11 101210 91.07 91.07 91.07 91.07 -0.57 2,067 10,783 +337
Dec11 101210 91.89 91.90 90.55 91.07 -0.59 19,230 87,025 -1,562
Jan12 101210 91.07 91.07 91.07 91.07 -0.59 2,070 10,142 -989
Feb12 101210 91.04 91.04 91.04 91.04 -0.60 93 5,327 +20
Total Volume and Open Interest 380,203 847,040 -8,009
Gas Oil(ICE)
Dec10 101210 759.50 763.75 757.25 757.75 unch 28,407 14,884 -9,644
Jan11 101210 770.00 772.50 757.75 761.00 -5.50 98,104 181,963 +9,336
Feb11 101210 774.50 777.00 762.75 766.00 -5.25 55,217 96,414 +1,057
Mar11 101210 776.75 779.00 765.00 768.25 -5.50 27,788 53,839 -1,545
Apr11 101210 777.25 777.50 766.00 769.00 -5.75 18,374 55,575 -734
May11 101210 780.00 780.00 768.00 770.25 -5.75 14,954 45,089 +916
Jun11 101210 780.00 780.00 768.75 771.25 -6.00 24,347 52,915 +2,212
Jul11 101210 781.75 781.75 771.00 773.00 -6.25 2,559 17,872 +130
Aug11 101210 783.50 783.50 773.50 775.50 -6.25 2,010 17,060 +429
Sep11 101210 786.50 786.50 776.00 777.75 -6.50 1,836 9,467 +125
Total Volume and Open Interest 288,726 668,591 +2,118
Ethanol(CBOT)
Dec10 101203 2.050 2.070 2.050 2.051 -0.024 83 136 -71
Jan11 101210 2.084 2.105 2.070 2.103 +0.018 159 918 -68
Feb11 101210 2.110 2.124 2.110 2.122 +0.015 120 985 +16
Mar11 101210 2.110 2.141 2.110 2.141 +0.010 176 1,104 +64
Apr11 101210 2.163 2.163 2.163 2.163 +0.007 15 669 +12
May11 101210 2.165 2.172 2.165 2.167 +0.003 16 456 +3
Jun11 101210 2.175 2.175 2.175 2.175 +0.005 5 542 +5
Jul11 101210 2.185 2.185 2.185 2.185 +0.004 12 712 +10
Total Volume and Open Interest 546 7,413 +66
WTI Crude Oil(ICE
Jan11 101210 88.42 88.99 87.10 87.79 -0.58 74,975 76,040 -7,474
Feb11 101210 88.87 89.46 87.62 88.31 -0.57 41,959 82,122 +5,376
Mar11 101210 89.49 89.83 88.13 88.79 -0.55 20,407 66,076 +564
Apr11 101210 89.98 89.98 88.51 89.17 -0.51 7,595 28,878 +1,295
May11 101210 90.17 90.17 88.77 89.42 -0.50 4,204 12,682 -195
Jun11 101210 90.30 90.31 88.95 89.59 -0.49 11,372 49,960 -1,550
Jul11 101210 90.19 90.19 89.08 89.70 -0.49 2,391 14,843 +482
Aug11 101210 90.22 90.29 89.16 89.76 -0.49 4,136 12,404 +744
Sep11 101210 90.02 90.30 89.21 89.78 -0.50 5,698 15,727 +1,873
Oct11 101210 89.78 89.78 89.78 89.78 -0.52 4,012 7,958 +968
Nov11 101210 89.78 89.78 89.78 89.78 -0.53 1,535 8,683 -515
Dec11 101210 90.50 90.50 89.33 89.79 -0.55 10,546 56,800 +112
Jan12 101210 89.68 89.68 89.68 89.68 -0.56 105 4,815 -2
Feb12 101210 89.58 89.58 89.58 89.58 -0.56 39 1,175 -14
Mar12 101210 89.48 89.48 89.48 89.48 -0.56 429 3,190 -29
Apr12 101210 89.38 89.38 89.38 89.38 -0.56 45 733 +5
Total Volume and Open Interest 194,480 523,002 +2,210
US Dollar Index(ICE)
Dec10 101210 80.130 80.320 79.830 80.065 -0.020 26,864 13,218 -6,303
Mar11 101210 80.485 80.710 80.210 80.455 -0.025 21,086 20,778 +7,221
Jun11 101210 80.887 80.887 80.887 80.887 -0.028 0 528 +0
Total Volume and Open Interest 47,951 34,526 +919
Australian Dollar(CME)
Dec10 101210 98.39 98.95 98.27 98.51 +0.24 98,287 53,877 -10,447
Mar11 101210 97.27 97.84 97.15 97.40 +0.24 53,788 96,172 +21,835
Jun11 101210 96.26 96.26 96.03 96.26 +0.23 0 152 +0
Total Volume and Open Interest 152,075 150,353 +11,388
British Pound(CME)
Dec10 101210 157.70 158.64 157.48 158.01 +0.51 100,727 37,746 -13,719
Mar11 101210 157.62 158.53 157.37 157.90 +0.51 57,104 57,091 +19,801
Jun11 101210 157.51 157.76 157.26 157.76 +0.50 0 47 +0
Total Volume and Open Interest 157,831 94,920 +6,082
Canadian Dollar(CME)
Dec10 101210 98.94 99.15 98.85 99.12 +0.20 80,092 50,801 -12,668
Mar11 101210 98.75 98.97 98.65 98.93 +0.20 52,486 77,829 +24,461
Jun11 101210 98.52 98.74 98.51 98.72 +0.21 264 1,505 +151
Sep11 101210 98.39 98.45 98.23 98.45 +0.22 62 662 +19
Total Volume and Open Interest 133,004 131,393 +12,000
Japanese Yen(CME)
Dec10 101210 119.37 119.83 119.02 119.20 -0.29 115,862 51,851 -19,351
Mar11 101210 119.52 119.95 119.14 119.32 -0.29 70,079 84,900 +24,656
Jun11 101210 119.56 119.76 119.49 119.49 -0.27 3 223 +1
Total Volume and Open Interest 185,944 136,985 +5,306
Swiss Franc(CME)
Dec10 101210 101.69 102.10 101.61 101.90 +0.27 41,950 18,552 -8,043
Mar11 101210 101.80 102.21 101.72 102.01 +0.26 25,855 27,355 +8,356
Jun11 101210 102.30 102.30 101.88 102.13 +0.25 4 19 +2
Total Volume and Open Interest 67,809 45,929 +315
EuroFX(CME)
Dec10 101210 132.38 132.84 131.78 132.30 -0.06 313,895 92,625 -34,556
Mar11 101210 132.34 132.78 131.72 132.24 -0.05 174,674 110,713 +37,868
Jun11 101210 132.75 132.75 131.70 132.14 -0.06 41 223 -5
Total Volume and Open Interest 488,613 203,603 +3,310
Mexican Peso(CME)
Dec10 101210 801.2 803.5 800.8 802.2 +0.8 42,376 68,648 -5,466
Jan11 101210 803.0 803.0 802.2 803.0 +0.8      
Total Volume and Open Interest 83,992 166,214 +14,109
30-Year T-Bonds(CBOT)
Dec10 101210 123~250 123~310 122~200 123~010 -0~180 13,644 28,523 -3,098
Mar11 101210 122~080 122~190 121~050 121~190 -0~170 344,603 563,772 -56
Jun11 101210 120~080 120~200 120~030 120~030 -0~170 5 592 -3
Total Volume and Open Interest 358,252 592,887 -3,157
10-Year T-Notes(CBOT)
Dec10 101210 122~030 122~030 121~005 121~085 -0~160 22,808 19,093 -4,775
Mar11 101210 120~265 121~045 119~290 120~070 -0~175 1,311,228 1,294,014 +27,369
Jun11 101210 119~005 119~210 119~005 119~035 -0~175 15 41 +6
Total Volume and Open Interest 1,334,051 1,313,154 +22,600
5-Year T-Notes(CBOT)
Dec10 101210 118~123 118~123 118~044 118~065 -0~029 17,540 31,063 -882
Mar11 101210 117~109 118~007 117~047 117~073 -0~030 627,917 992,208 +9,588
Jun11 101210 116~097 116~127 116~097 116~097 -0~030      
Total Volume and Open Interest 645,457 1,023,271 +8,706
2 Year T-Notes(CBOT)
Dec10 101210 109~070 109~071 109~064 109~067 +0~003 9,414 26,393 -3,660
Mar11 101210 109~037 109~042 109~030 109~038 +0~002 190,221 635,231 +4,601
Jun11 101210 109~020 109~024 109~020 109~020 -0~004 0 25 +0
Total Volume and Open Interest 199,635 661,649 +941
Eurodollars(CME)
Dec10 101210 99.695 99.698 99.690 99.695 +0.003 164,639 807,905 -12,660
Mar11 101210 99.575 99.590 99.555 99.565 -0.010 290,255 1,174,728 +34,400
Jun11 101210 99.440 99.460 99.400 99.415 -0.025 312,528 1,006,536 -17,977
Sep11 101210 99.315 99.340 99.255 99.275 -0.040 371,358 893,141 +3,849
Dec11 101210 99.160 99.190 99.085 99.115 -0.045 459,239 846,399 -47,971
Mar12 101210 98.985 99.020 98.895 98.935 -0.045 406,497 766,453 -16,528
Jun12 101210 98.775 98.820 98.670 98.715 -0.055 256,952 474,934 -2,399
Sep12 101210 98.565 98.615 98.440 98.490 -0.060 211,885 368,657 +10,221
Dec12 101210 98.325 98.380 98.190 98.245 -0.065 177,943 284,013 +1,615
Mar13 101210 98.085 98.140 97.940 97.995 -0.075 183,990 211,619 -1,905
Jun13 101210 97.840 97.890 97.675 97.735 -0.085 130,490 183,713 -5,869
Sep13 101210 97.585 97.640 97.415 97.475 -0.095 98,936 186,497 -185
Dec13 101210 97.325 97.380 97.145 97.205 -0.105 73,045 132,264 +5,476
Mar14 101210 97.090 97.140 96.900 96.955 -0.115 56,536 109,659 -3,190
Jun14 101210 96.840 96.880 96.650 96.700 -0.125 46,013 111,238 -1,759
Sep14 101210 96.610 96.640 96.405 96.460 -0.130 37,832 73,227 +664
Dec14 101210 96.370 96.410 96.170 96.225 -0.130 27,332 71,991 -951
Mar15 101210 96.170 96.200 95.970 96.030 -0.125 27,780 50,052 -287
Total Volume and Open Interest 3,437,536 7,965,711 -58,115
30 Day Federal Funds(CBOT)
Dec10 101210 99.825 99.827 99.823 99.825 +0.002 6,858 102,059 -1,513
Jan11 101210 99.825 99.830 99.825 99.825 unch 1,699 63,226 +320
Feb11 101210 99.825 99.825 99.820 99.820 unch 1,862 54,556 +826
Mar11 101210 99.820 99.825 99.815 99.820 unch 1,590 35,870 +169
Apr11 101210 99.820 99.830 99.815 99.825 +0.005 3,080 37,345 -635
May11 101210 99.815 99.820 99.810 99.815 unch 3,564 40,148 +1,442
Total Volume and Open Interest 55,529 542,829 +595
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)
Dec10 101210 99.668 99.668 99.668 99.668 +0.003 612 2,210 -79
Mar11 101210 99.650 99.650 99.650 99.650 +0.005 0 769 +0
Jun11 101210 99.630 99.630 99.630 99.630 +0.005 0 150 +0
Sep11 101210 99.615 99.615 99.615 99.615 +0.005      
Dec11 101210 99.605 99.605 99.605 99.605 +0.005      
Mar12 101210 99.595 99.595 99.595 99.595 +0.005      
Jun12 101210 99.645 99.645 99.645 99.645 +0.005      
Sep12 101210 99.595 99.595 99.595 99.595 +0.005      
Dec12 101210 99.290 99.290 99.290 99.290 +0.005      
Mar13 101210 99.290 99.290 99.290 99.290 +0.005      
Total Volume and Open Interest 612 3,129 -79
3-Mth Euro-Yen(SGX)
Mar11 101210 99.65 99.65 99.65 99.65 +0.01 101 1,854 +204
Jun11 101210 99.63 99.63 99.63 99.63 +0.00 0 1,363 +0
Sep11 101210 99.61 99.61 99.61 99.61 +0.00 3 1,333 -3
Dec11 101210 99.61 99.61 99.61 99.61 +0.01 200 310 +0
Mar12 101210 99.60 99.60 99.60 99.60 +0.01 0 305 +0
Jun12 101210 99.64 99.64 99.64 99.64 +0.00 0 754 +0
Sep12 101210 99.60 99.60 99.60 99.60 +0.01 0 310 +0
Dec12 101210 99.29 99.29 99.29 99.29 +0.00 0 3 +0
Total Volume and Open Interest 904 11,018 +372
Japanese Gov't Bonds(SGX)
Mar11 101210 139.12 139.82 138.94 139.80 +0.59 3,664 11,749 -262
Jun11 101210 137.71 137.71 137.71 137.71 +0.59      
Sep11 101210 135.62 135.62 135.62 135.62 +0.59      
Total Volume and Open Interest 3,664 11,749 -262
Euro-Bund(EUREX)
Dec10 101208 124.86 125.38 124.86 125.22 -0.37 646,460 11,320 -335,870
Mar11 101210 125.30 125.33 124.70 124.98 +0.03 729,455 846,191 -24,267
Jun11 101210 123.60 123.60 123.57 123.59 +0.06 384 545 +8
Total Volume and Open Interest 729,839 846,736 -24,259
Euro-Bobl(EUREX)
Dec10 101208 119.04 119.06 118.77 118.96 -0.30 442,293 14,024 -229,197
Mar11 101210 118.25 118.27 117.75 118.05 -0.04 474,429 650,423 +17,925
Jun11 101210 116.64 116.64 116.64 116.64 unch 15 33 +10
Total Volume and Open Interest 474,444 650,456 +17,935
3-Mth Euribor(EUREX)
Dec10 101210 98.965 98.975 98.965 98.970 unch 21 7,504 -1
Mar11 101210 98.865 98.865 98.850 98.850 -0.015 531 3,031 +382
Jun11 101210 98.730 98.730 98.685 98.685 -0.040 32 5,311 +5
Total Volume and Open Interest 744 24,243 +391
Long Gilt(LIFFE)
Dec10 101210 119~32 120~00 119~18 119~21 -0~03 152 5,166 -102
Mar11 101210 118~21 118~25 118~07 118~11 -0~03 82,158 253,697 -6,165
Total Volume and Open Interest 82,310 258,863 -6,267
3-Mth Short Sterling(LIFFE)
Dec10 101210 99.25 99.26 99.24 99.25 unch 13,305 318,027 -3,346
Mar11 101210 99.14 99.15 99.12 99.14 unch 40,917 282,095 -1,806
Jun11 101210 99.02 99.02 98.98 98.99 -0.01 33,540 240,097 -5,124
Sep11 101210 98.88 98.89 98.81 98.83 -0.03 58,974 228,080 -719
Dec11 101210 98.70 98.72 98.62 98.64 -0.04 127,850 302,073 -16,818
Mar12 101210 98.49 98.53 98.41 98.44 -0.04 103,477 237,877 +10,309
Total Volume and Open Interest 540,941 2,083,349 -12,930
3-Mth Euribor(LIFFE)
Dec10 101210 98.970 98.975 98.965 98.970 unch 56,699 494,920 -7,183
Mar11 101210 98.860 98.875 98.840 98.850 -0.015 128,472 500,297 +11,642
Jun11 101210 98.720 98.735 98.680 98.685 -0.040 119,394 454,898 -3,777
Total Volume and Open Interest 1,097,269 2,968,571 -28,562
3-Mth Aus T-Bills(SFE)
Dec10 101209 94.95 94.98 94.88 94.94 -0.02 18,793 950 -57,704
Mar11 101210 94.87 94.89 94.86 94.88 unch 8,377 187,042 -16,500
Jun11 101210 94.75 94.78 94.73 94.76 +0.01 16,900 117,388 -5,649
Sep11 101210 94.62 94.65 94.61 94.64 +0.01 10,269 72,688 -3,008
Dec11 101210 94.53 94.56 94.52 94.56 +0.01 4,092 47,537 +248
Mar12 101210 94.49 94.52 94.49 94.52 +0.01 3,621 42,489 +210
Jun12 101210 94.45 94.49 94.45 94.49 +0.02 2,102 38,335 +1,117
Sep12 101210 94.42 94.46 94.42 94.46 +0.03 1,798 19,382 +481
Dec12 101210 94.39 94.42 94.37 94.41 +0.02 1,493 6,478 +398
Mar13 101210 94.34 94.37 94.34 94.37 +0.03 127 2,535 +103
Total Volume and Open Interest 48,890 535,266 -23,507
10-Year Aus T-Bonds(SFE)
Dec10 101210 94.34 94.40 94.32 94.40 +0.05 125,533 385,709 -20,144
Mar11 101210 94.30 94.36 94.28 94.36 +0.06 102,633 90,798 +67,613
Total Volume and Open Interest 228,166 476,507 +47,469
3-Year Aus T-Bonds(SFE)
Dec10 101210 94.82 94.86 94.81 94.85 +0.03 138,276 484,573 -31,738
Mar11 101210 94.75 94.79 94.74 94.78 +0.03 80,578 86,630 +62,451
Total Volume and Open Interest 218,854 571,203 +30,713
Gold(CMX)
Dec10 101210 1388.9 1392.0 1373.1 1384.3 -7.8 971 1,593 -1,184
Feb11 101210 1388.3 1393.0 1372.7 1384.9 -7.9 125,993 358,606 -8,062
Apr11 101210 1389.8 1394.8 1374.9 1386.9 -8.0 1,861 54,872 +1,119
Jun11 101210 1393.4 1397.0 1377.7 1389.1 -8.0 1,506 34,118 -76
Aug11 101210 1385.5 1392.4 1382.6 1391.4 -8.0 276 14,702 +35
Oct11 101210 1389.2 1396.8 1389.2 1393.8 -8.0 450 10,607 +45
Dec11 101210 1397.7 1403.6 1385.0 1396.3 -8.0 1,016 26,066 -48
Feb12 101210 1392.5 1399.1 1392.5 1399.1 -7.9 161 6,598 +1
Apr12 101210 1402.1 1402.1 1402.1 1402.1 -7.8 850 5,168 -800
Jun12 101210 1402.8 1405.4 1402.8 1405.4 -7.6 183 11,585 +145
Aug12 101210 1408.9 1408.9 1408.9 1408.9 -7.5 2,091 6,086 +1,176
Oct12 101210 1412.7 1412.7 1412.7 1412.7 -7.4 0 1,025 +0
Total Volume and Open Interest 142,151 591,298 -7,047
Silver(CMX)
Dec10 101210 2879.0 2895.5 2809.0 2857.6 -21.3 174 529 -70
Mar11 101210 2882.0 2903.0 2806.0 2860.5 -21.2 63,142 76,644 -517
May11 101210 2887.5 2905.5 2816.0 2865.4 -21.3 3,361 12,636 -944
Jul11 101210 2911.0 2911.0 2820.0 2870.3 -21.3 223 8,791 -90
Sep11 101210 2875.4 2875.4 2875.4 2875.4 -21.1 74 6,293 -7
Dec11 101210 2905.5 2918.0 2839.0 2882.4 -20.9 312 11,089 -29
Mar12 101210 2908.0 2908.5 2888.9 2888.9 -20.5 0 355 +0
Total Volume and Open Interest 68,926 130,647 -1,364
Platinum(NYMEX)
Jan11 101210 1679.1 1687.2 1666.1 1675.3 -3.6 5,353 26,681 -1,093
Apr11 101210 1688.0 1688.3 1672.6 1680.1 -4.4 626 9,045 +379
Jul11 101210 1682.9 1682.9 1682.9 1682.9 -4.4 2 464 +1
Oct11 101210 1682.9 1682.9 1682.9 1682.9 -4.4 1 6 +1
Total Volume and Open Interest 5,982 36,197 -712
Palladium(NYMEX)
Dec10 101210 731.35 731.35 731.35 731.35 -8.40 5 307 -2
Mar11 101210 743.95 747.45 725.50 732.70 -8.90 2,448 22,300 -309
Jun11 101210 739.10 740.05 730.20 734.05 -8.80 17 337 +5
Total Volume and Open Interest 2,474 22,976 -305
Copper(CMX)
Dec10 101210 411.40 413.45 407.70 410.50 +2.35 725 3,092 -432
Mar11 101210 406.70 414.30 406.70 411.20 +2.50 35,675 114,822 -88
May11 101210 406.95 413.50 406.60 410.55 +2.35 1,853 23,382 +1,103
Jul11 101210 408.50 408.75 408.40 408.75 +2.10 484 5,948 +327
Sep11 101210 406.85 406.85 406.85 406.85 +1.90 61 5,049 +8
Total Volume and Open Interest 39,275 161,389 +762
DJIA Index(CBOT)
Dec10 101210 11377 11408 11367 11408 +46 1,034 6,531 -582
Mar11 101210 11296 11345 11295 11344 +47 977 1,092 +432
Jun11 101210 11302 11302 11239 11302 +63      
Sep11 101210 11223 11223 11177 11223 +46      
Total Volume and Open Interest 2,011 7,623 -150
S & P 500(CME)
Dec10 101210 1235.70 1241.50 1232.50 1240.90 +8.00 53,951 305,809 -16,874
Mar11 101210 1227.50 1236.20 1226.70 1235.90 +8.00 48,747 104,092 +48,800
Jun11 101210 1231.00 1231.00 1231.00 1231.00 +8.00 0 3,409 -50
Sep11 101210 1226.20 1226.20 1226.20 1226.20 +8.00 0 655 +0
Total Volume and Open Interest 102,698 414,315 +31,876
S & P 500 E-Mini(Globex)
Dec10 101210 1232.75 1241.50 1231.50 1241.00 +8.00 1,388,754 2,206,219 -312,623
Mar11 101210 1227.75 1236.25 1226.75 1236.00 +8.00 1,073,405 871,881 +413,264
Total Volume and Open Interest 2,462,186 3,078,365 +100,644
NASDAQ 100(CME)
Dec10 101210 2206.00 2218.00 2201.00 2216.50 +15.20 1,482 26,418 -854
Mar11 101210 2196.50 2217.00 2196.50 2215.00 +15.20 676 751 +489
Jun11 101210 2215.00 2215.30 2215.00 2215.00 +15.20      
Total Volume and Open Interest 2,158 27,169 -365
NASDAQ 100 E-Mini(Globex)
Dec10 101210 2200.30 2218.30 2197.30 2216.50 +15.20 161,286 354,959 -36,401
Mar11 101210 2197.80 2216.80 2196.00 2215.00 +15.20 138,076 81,529 +54,030
Total Volume and Open Interest 299,363 436,501 +17,628
S & P Midcap 400(CME)
Dec10 101210 889.50 899.00 889.50 898.40 +8.90 269 3,554 -36
Mar11 101210 890.50 897.00 890.50 896.20 +8.90 235 241 +230
Jun11 101210 893.30 893.30 892.30 893.30 +8.50      
Total Volume and Open Interest 504 3,795 +194
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 101210 10290 10365 10235 10255 -45 13,275 36,884 +187
Jun11 101210 10230 10300 10230 10230 -70      
Total Volume and Open Interest 22,296 56,965 -5,958
Nikkei 225(SGX)
Mar11 101210 10270 10330 10180 10220 -55 102,953 202,095 +7,972
Jun11 101210 10150 10150 10150 10150 -45 0 2,146 +0
Sep11 101210 10150 10150 10150 10150 -45      
Total Volume and Open Interest 228,975 213,383 -177,896
CAC 40(EURONEXT)
Dec10 101210 3878.0 3882.0 3848.0 3856.5 +0.5 131,714 364,600 +9,187
Jan11 101210 3881.0 3881.0 3854.0 3860.0 +1.5 17,842 43,084 +17,054
Feb11 101210 3862.5 3862.5 3862.5 3862.5 +1.5 0 70 +0
Total Volume and Open Interest 153,737 416,197 +30,428
Hang Seng Index(HKFE)
Dec10 101210 23018 23222 22934 23188 +41 66,036 91,809 +1,814
Jan11 101210 23048 23222 22956 23193 +41 620 2,006 +206
Total Volume and Open Interest 66,824 97,630 +2,030
DAX(EUREX)
Dec10 101210 7005.0 7028.5 6974.0 7002.5 +38.5 151,225 216,646 -2,490
Mar11 101210 7025.5 7045.0 6992.5 7019.0 +38.5 8,202 29,404 +5,864
Jun11 101210 7041.5 7065.5 7013.5 7040.0 +38.5 860 5,535 +313
Total Volume and Open Interest 160,287 251,585 +3,687
FT-SE 100(EURONEXT)
Dec10 101210 5815.00 5844.00 5794.00 5809.50 +8.50 122,803 573,886 -39,343
Mar11 101210 5770.50 5805.00 5757.00 5771.50 +9.00 55,669 97,233 +38,095
Jun11 101210 5729.50 5729.50 5729.00 5729.00 +9.00 104 1,087 +104
Total Volume and Open Interest 178,576 672,216 -1,144
SPI 200(SFE)
Dec10 101210 4755.0 4763.0 4730.0 4759.0 +7.0 35,672 202,042 -3,521
Mar11 101210 4752.0 4762.0 4730.0 4758.0 +9.0 11,248 16,818 +8,575
Jun11 101210 4782.0 4782.0 4782.0 4782.0 +8.0 0 2,376 +0
Total Volume and Open Interest 47,055 224,300 +5,069
GSCI(CME)
Dec10 101210 603.00 608.00 601.25 604.40 -2.60 2,819 7,167 -2,685
Jan11 101210 604.80 609.50 603.00 606.30 -2.45 2,502 7,788 +2,467
Feb11 101210 608.80 611.50 606.00 608.80 -2.20 20 0 +0
Total Volume and Open Interest 5,341 14,955 -218
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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