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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Wed December 15, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101215 1293.00 1314.75 1290.75 1296.50 +0.50 91,214 156,757 -12,176
Mar11 101215 1304.00 1324.75 1300.75 1307.75 +1.75 54,658 221,126 +14,551
May11 101215 1308.75 1330.00 1306.00 1313.75 +3.50 8,961 74,806 -1,207
Jul11 101215 1309.00 1332.00 1308.75 1316.00 +4.25 13,308 65,181 +1,198
Aug11 101215 1291.75 1305.75 1286.50 1290.00 +3.50 268 2,427 +17
Sep11 101215 1250.50 1268.00 1248.25 1250.50 +2.25 498 3,166 -134
Nov11 101215 1211.75 1230.50 1208.50 1212.50 -1.50 9,568 102,883 -775
Total Volume and Open Interest 180,035 643,173 +1,792
Soybean Meal(CBOT)
Jan11 101215 340.70 349.80 340.70 346.10 +3.90 22,621 49,713 -3,184
Mar11 101215 343.40 352.70 343.40 349.10 +4.50 14,487 59,749 +2,911
May11 101215 344.70 352.90 344.70 349.40 +4.50 4,215 28,086 +88
Jul11 101215 344.40 353.50 344.40 349.60 +4.10 4,286 19,364 +525
Aug11 101215 337.60 344.00 337.60 340.50 +3.60 611 5,918 +182
Sep11 101215 329.50 332.10 327.40 328.50 +2.80 464 5,564 -63
Oct11 101215 311.30 315.60 310.50 311.60 +2.10 82 4,662 -26
Dec11 101215 305.70 313.20 305.70 309.10 +2.10 1,047 17,536 +16
Total Volume and Open Interest 47,867 193,196 -101
Soybean Oil(CBOT)
Jan11 101215 55.10 55.58 54.07 54.20 -0.89 41,313 75,345 -9,859
Mar11 101215 55.57 56.06 54.54 54.68 -0.89 31,824 159,326 +9,320
May11 101215 55.80 56.16 54.87 55.02 -0.78 5,689 40,873 +209
Jul11 101215 55.85 56.33 54.97 55.17 -0.68 7,281 37,821 +1,087
Aug11 101215 55.78 55.99 55.10 55.10 -0.67 410 4,844 -5
Sep11 101215 55.65 55.88 55.02 55.02 -0.63 272 5,177 -92
Oct11 101215 55.49 55.73 54.84 54.85 -0.64 501 6,491 +9
Dec11 101215 55.52 55.89 54.82 54.89 -0.63 1,340 21,953 +254
Total Volume and Open Interest 88,630 352,516 +417
Canola(WCE)
Jan11 101215 564.0 568.4 554.0 558.8 -5.3 12,869 70,625 -10,373
Mar11 101215 573.0 576.9 562.3 567.4 -5.2 13,753 67,856 +8,767
May11 101215 576.8 580.0 566.8 571.3 -4.4 208 6,506 +85
Jul11 101215 575.7 578.7 565.6 572.2 -2.1 735 15,295 +182
Nov11 101215 513.9 514.4 504.5 509.8 -3.0 959 32,973 -299
Total Volume and Open Interest 28,551 195,291 -1,639
Corn(CBOT)
Mar11 101215 586.00 594.50 580.00 584.25 -3.00 103,096 718,463 -403
May11 101215 594.00 602.00 588.25 592.25 -2.75 17,313 184,354 +1,396
Jul11 101215 597.25 606.00 592.25 596.00 -3.00 19,228 228,384 -1,321
Sep11 101215 554.00 560.00 546.00 548.50 -6.00 2,442 41,001 +32
Dec11 101215 533.50 539.50 527.50 527.75 -6.50 16,025 257,400 -1,855
Mar12 101215 542.00 547.00 536.00 536.00 -6.25 607 18,145 +60
Total Volume and Open Interest 160,632 1,489,796 -5,088
Wheat(CBOT)
Mar11 101215 761.00 776.50 759.75 764.75 +1.50 46,314 227,813 -457
May11 101215 788.75 800.00 784.75 791.25 +3.00 10,789 61,160 +61
Jul11 101215 795.00 809.00 789.00 798.75 +3.00 10,203 101,608 +440
Sep11 101215 809.75 822.00 809.00 809.25 -1.50 1,916 17,576 -136
Dec11 101215 824.50 836.25 820.50 823.25 -2.50 3,839 56,361 -237
Total Volume and Open Interest 73,321 478,339 -402
Wheat(KCBT)
Mar11 101215 813.00 826.25 809.25 811.25 -3.75 15,854 115,839 -3,023
May11 101215 822.25 834.25 818.25 819.50 -4.00 3,028 24,616 +124
Jul11 101215 823.50 839.00 822.75 824.25 -2.50 2,281 52,304 +197
Sep11 101215 832.25 846.00 831.00 831.75 -3.50 1,592 12,233 -143
Dec11 101215 845.00 854.75 839.25 840.50 -4.50 602 10,489 +10,249
Total Volume and Open Interest 23,403 217,592 +7,172
Wheat(MGE)
Dec10 101214 831.25 831.25 831.25 831.25 -27.50 16 14 -12
Mar11 101215 842.25 857.50 836.75 842.75 -0.75 6,571 30,472 -1,194
May11 101215 851.25 864.25 845.25 849.50 -1.50 1,622 11,659 +114
Jul11 101215 852.00 864.00 847.50 850.00 -2.00 877 8,280 +128
Sep11 101215 846.00 855.50 842.00 843.00 -3.00 715 8,566 +2
Total Volume and Open Interest 10,707 67,987 -802
Oats(CBOT)
Mar11 101215 385.00 391.00 383.50 383.50 -1.50 482 10,011 -43
May11 101215 394.50 394.50 388.00 388.00 -1.50 6 657 +0
Jul11 101215 396.00 397.00 393.00 393.00 unch 17 224 +6
Sep11 101215 339.25 339.25 338.50 339.25 +0.75 0 2 +0
Total Volume and Open Interest 535 11,868 -22
Rough Rice(CBOT)
Jan11 101215 13.92 14.10 13.85 14.02 +0.05 924 7,047 -298
Mar11 101215 14.21 14.38 14.13 14.31 +0.05 835 7,323 +497
May11 101215 14.50 14.60 14.50 14.60 +0.05 26 1,461 +9
Jul11 101215 14.81 14.83 14.77 14.81 +0.02 14 1,578 -1
Total Volume and Open Interest 1,800 18,095 +207
Live Cattle(CME)
Dec10 101215 101.930 102.100 101.150 101.600 -0.230 2,474 16,540 -583
Feb11 101215 104.500 104.900 103.550 103.900 -0.635 14,471 161,222 -2,286
Apr11 101215 107.700 108.080 107.080 107.300 -0.450 4,816 86,215 +209
Jun11 101215 104.830 105.200 104.450 104.680 -0.205 3,360 41,184 -242
Aug11 101215 105.430 105.550 104.950 105.150 -0.600 1,665 15,054 +108
Oct11 101215 107.850 108.050 107.450 107.500 -0.930 301 8,707 +18
Total Volume and Open Interest 27,280 334,545 -2,733
Feeder Cattle(CME)
Jan11 101215 118.250 118.430 117.285 117.650 -0.300 3,412 10,735 -1,418
Mar11 101215 119.035 119.180 118.000 118.400 -0.430 3,068 15,121 +1,012
Apr11 101215 119.350 119.500 118.450 118.930 -0.420 226 3,969 +32
May11 101215 119.900 119.930 119.100 119.600 -0.350 222 5,088 +74
Aug11 101215 120.250 120.450 119.785 120.400 -0.100 139 4,681 +23
Sep11 101215 119.330 119.400 119.050 119.400 -0.200 41 350 +8
Oct11 101215 119.050 119.300 119.050 119.300 -0.150 9 82 +9
Total Volume and Open Interest 7,117 40,066 -260
Lean Hogs(CME)
Feb11 101215 76.150 76.535 75.080 75.200 -0.935 12,538 85,143 +362
Apr11 101215 80.300 80.475 79.150 79.225 -0.825 3,325 51,072 +577
May11 101215 86.930 87.080 85.850 86.550 -0.530 63 1,634 -2
Jun11 101215 89.800 90.000 88.500 88.730 -0.870 1,553 32,836 -2
Jul11 101215 88.900 88.900 88.050 88.350 -0.535 472 7,227 +22
Aug11 101215 88.330 88.350 87.650 87.950 -0.650 484 8,601 +234
Oct11 101215 78.900 78.900 78.250 78.600 -0.185 94 5,218 +7
Dec11 101215 75.600 75.750 75.600 75.700 -0.200 4 1,910 +3
Total Volume and Open Interest 18,560 194,083 -8,071
Class III Milk(CME)
Dec10 101215 13.78 13.81 13.77 13.78 unch 30 5,804 -4
Jan11 101215 13.05 13.28 13.05 13.20 +0.09 250 4,473 +7
Feb11 101215 13.22 13.41 13.18 13.32 +0.10 154 4,298 +54
Mar11 101215 13.73 13.85 13.70 13.77 +0.05 96 3,241 +37
Apr11 101215 14.10 14.20 14.10 14.18 +0.08 57 2,337 +27
Total Volume and Open Interest 979 30,700 +303
Cocoa(ICE)
Dec10 101215 2950 2950 2950 2950 +38 5 16 +0
Mar11 101215 2950 2990 2927 2979 +39 7,730 67,387 -1,001
May11 101215 2973 3002 2950 2997 +34 672 23,031 +55
Jul11 101215 2998 3020 2965 3010 +32 486 11,514 +296
Sep11 101215 3013 3030 2983 3024 +32 72 6,219 +47
Dec11 101215 3000 3040 3000 3040 +31 33 10,794 +0
Mar12 101215 3102 3106 3062 3106 +28 16 11,004 -12
Total Volume and Open Interest 9,133 135,973 -514
Coffee "C"(ICE)
Dec10 101215 217.30 217.55 216.90 216.90 +0.55 18 161 -6
Mar11 101215 215.70 220.50 215.35 217.50 +0.80 8,170 88,459 +163
May11 101215 216.90 221.70 216.60 218.80 +0.90 1,751 25,502 +228
Jul11 101215 216.95 220.55 215.65 217.80 +0.75 495 7,378 -22
Sep11 101215 215.10 218.10 214.55 215.50 +0.45 126 4,121 -43
Dec11 101215 211.55 214.30 211.50 212.05 +0.50 69 6,298 +44
Total Volume and Open Interest 10,648 133,138 +378
Orange Juice(ICE)
Jan11 101215 156.90 158.65 153.50 156.00 -4.05 3,271 14,465 -1,893
Mar11 101215 159.15 159.15 153.85 156.95 -3.20 1,778 12,129 +1,006
May11 101215 160.25 160.75 157.60 158.65 -2.60 135 1,465 -51
Jul11 101215 161.30 161.30 159.30 159.85 -2.45 118 2,510 +43
Sep11 101215 161.50 161.50 160.85 160.85 -2.65 46 365 +20
Nov11 101215 160.70 160.70 160.70 160.70 -2.85 2 54 +0
Total Volume and Open Interest 5,350 31,011 -875
Sugar #11(ICE)
Mar11 101215 30.50 31.23 30.10 31.11 +0.33 43,868 234,305 +2,542
May11 101215 27.44 28.15 27.21 28.07 +0.36 17,549 107,459 +451
Jul11 101215 24.13 24.80 24.08 24.75 +0.28 10,925 96,998 -493
Oct11 101215 22.30 22.85 22.13 22.79 +0.24 3,805 56,459 -226
Mar12 101215 21.35 22.01 21.35 21.88 +0.19 1,346 47,561 -242
Total Volume and Open Interest 78,115 585,743 +2,105
London Cocoa(LCE)
Dec10 101214 1906 1913 1897 1908 +8 7,387 22,170 -1,675
Mar11 101215 1957 1999 1943 1998 +54 15,336 66,403 +1,718
May11 101215 1971 2013 1960 2012 +52 3,243 21,116 +490
Jul11 101215 1988 2029 1978 2028 +52 2,759 18,553 +939
Sep11 101215 1994 2033 1982 2033 +50 214 11,205 +65
Dec11 101215 2000 2038 1989 2038 +46 72 17,232 -20
Mar12 101215 2013 2052 2001 2052 +49 12 15,071 +7
Total Volume and Open Interest 21,636 152,947 -18,971
London Sugar(LCE)
Mar11 101215 756.20 771.20 751.20 767.90 -1.50 3,082 28,513 -432
May11 101215 714.80 733.10 714.30 730.50 +0.20 548 9,314 +109
Aug11 101215 654.10 665.00 649.30 663.80 -0.10 251 7,274 -44
Oct11 101215 599.00 605.30 593.00 605.30 +0.40 104 2,106 +4
Dec11 101215 577.90 588.30 574.10 588.30 +4.90 71 859 +41
Total Volume and Open Interest 4,059 48,637 -319
Cotton(ICE)
Mar11 101215 144.40 145.70 141.06 142.14 -2.35 14,405 111,853 +1,108
May11 101215 137.75 137.75 133.15 134.07 -2.31 3,742 21,601 +568
Jul11 101215 126.20 127.90 123.06 123.47 -3.44 5,249 29,622 -25
Oct11 101215 109.43 109.43 107.15 107.15 -2.28 4 159 +0
Dec11 101215 95.26 96.90 94.76 95.65 -1.69 4,844 39,042 +1,657
Mar12 101215 91.19 91.26 90.00 90.90 -1.42 133 761 +70
Total Volume and Open Interest 28,440 204,486 +3,412
Lumber(CME)
Jan11 101215 268.6 280.6 266.1 280.6 +10.0 514 2,358 -300
Mar11 101215 285.2 294.0 280.7 294.0 +10.0 325 5,056 +37
May11 101215 295.4 303.0 293.1 303.0 +10.0 44 1,395 +17
Jul11 101215 299.5 314.0 299.5 313.7 +9.7 12 409 +11
Total Volume and Open Interest 897 9,278 -233
Crude Oil(NYM)
Jan11 101215 88.28 89.09 86.83 88.62 +0.34 281,851 132,168 -16,148
Feb11 101215 88.77 89.67 87.43 89.24 +0.40 139,482 268,558 +5,922
Mar11 101215 89.36 90.30 88.07 89.89 +0.46 59,458 172,370 +4,708
Apr11 101215 89.72 90.73 88.63 90.38 +0.51 23,132 59,987 +2,785
May11 101215 90.02 91.02 89.15 90.71 +0.54 13,353 37,858 +317
Jun11 101215 90.27 91.25 89.24 90.95 +0.56 25,799 80,013 -400
Jul11 101215 90.11 91.32 89.63 91.11 +0.57 5,670 37,178 -1,154
Aug11 101215 90.23 91.43 89.80 91.22 +0.59 3,053 19,692 -313
Sep11 101215 90.29 91.50 89.83 91.30 +0.62 2,815 25,677 -33
Oct11 101215 90.96 91.37 90.96 91.37 +0.65 1,680 18,342 +252
Nov11 101215 90.14 91.44 90.14 91.44 +0.68 1,464 19,544 -3
Dec11 101215 90.64 91.75 89.85 91.52 +0.70 22,463 151,646 -305
Jan12 101215 91.21 91.45 91.21 91.45 +0.73 2,032 18,712 -329
Feb12 101215 91.36 91.36 91.36 91.36 +0.74 202 8,269 +119
Mar12 101215 91.28 91.28 91.28 91.28 +0.75 142 10,115 +35
Apr12 101215 91.20 91.20 91.20 91.20 +0.75 101 4,258 +57
Total Volume and Open Interest 602,429 1,380,779 -3,904
e-miNY Crude Oil(NYM)
Dec10 101118 80.400 82.300 80.400 81.850 +1.400 7,920 4,586 -336
Jan11 101215 88.275 89.100 86.825 88.625 +0.350 9,525 3,435 -786
Feb11 101215 88.750 89.650 87.425 89.250 +0.400 1,979 2,349 +429
Mar11 101215 89.175 90.075 88.150 89.900 +0.475 171 607 +40
Apr11 101215 90.400 90.400 90.375 90.375 +0.500 3 16 +0
May11 101215 90.700 90.700 90.700 90.700 +0.525 0 14 +0
Jun11 101215 90.950 90.950 90.950 90.950 +0.550 1 43 +0
Jul11 101215 91.100 91.100 91.100 91.100 +0.550 0 3 +0
Aug11 101215 90.175 91.225 90.175 91.225 +0.600 1 7 +1
Sep11 101215 91.300 91.300 91.300 91.300 +0.625 0 2 +0
Total Volume and Open Interest 11,680 6,710 -316
Heating Oil(NYM)
Jan11 101215 246.11 249.50 243.48 248.35 +1.56 44,673 73,433 -4,066
Feb11 101215 247.10 250.34 244.71 249.29 +1.26 19,975 62,280 +260
Mar11 101215 247.48 250.54 245.17 249.53 +1.08 10,599 45,389 +365
Apr11 101215 246.36 249.25 244.60 248.33 +0.90 4,721 22,087 -225
May11 101215 245.08 248.71 243.75 247.44 +0.77 3,073 17,036 +29
Jun11 101215 245.85 248.39 244.33 247.34 +0.72 8,215 35,483 -634
Jul11 101215 247.08 248.36 247.08 248.36 +0.73 1,346 8,030 -73
Aug11 101215 248.45 249.50 248.45 249.50 +0.70 311 4,467 -110
Sep11 101215 250.71 250.71 250.71 250.71 +0.61 411 4,342 +2
Oct11 101215 251.96 252.01 251.73 252.01 +0.58 174 3,402 +19
Nov11 101215 253.58 253.58 253.54 253.54 +0.55 133 3,335 +9
Dec11 101215 252.96 256.03 251.80 254.84 +0.51 938 16,003 +54
Total Volume and Open Interest 94,690 304,187 -4,337
Gasoline(NYMEX)
Jan11 101215 229.50 231.84 226.01 230.92 +1.28 39,806 59,568 -912
Feb11 101215 229.01 231.47 226.31 230.77 +1.05 29,580 64,467 +3,506
Mar11 101215 229.40 232.55 227.85 231.90 +0.90 15,063 40,552 +829
Apr11 101215 240.63 242.51 239.64 242.10 +0.89 6,762 26,513 -144
May11 101215 241.81 243.53 239.62 242.96 +0.96 3,003 12,241 -231
Jun11 101215 240.52 243.74 240.02 243.27 +1.03 3,414 16,163 -153
Jul11 101215 242.18 242.85 242.18 242.69 +1.11 1,006 4,374 -22
Aug11 101215 241.14 241.63 241.14 241.63 +1.21 715 5,152 +36
Sep11 101215 240.19 240.19 240.19 240.19 +1.38 873 2,891 +189
Oct11 101215 229.68 229.68 229.68 229.68 +1.57 323 2,979 +104
Total Volume and Open Interest 101,277 268,541 +3,126
e-miNY RBOB Gasoline(NYM)
Jan11 101215 230.90 230.92 230.90 230.90 +1.30 0 2 +0
Feb11 101215 228.30 231.00 228.00 230.80 +1.10 0 1 +0
Mar11 101215 231.90 231.90 231.90 231.90 +0.90 0 1 +0
Apr11 101215 242.10 242.10 242.10 242.10 +0.90 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Jan11 101215 4.255 4.278 4.193 4.222 -0.033 140,645 116,907 -14,780
Feb11 101215 4.289 4.300 4.223 4.251 -0.033 77,521 112,448 +4,470
Mar11 101215 4.260 4.283 4.210 4.235 -0.033 34,158 149,454 -209
Apr11 101215 4.230 4.252 4.185 4.216 -0.026 22,452 83,975 +20
May11 101215 4.269 4.280 4.218 4.248 -0.024 10,843 37,538 -688
Jun11 101215 4.297 4.321 4.277 4.294 -0.022 5,990 16,563 -392
Jul11 101215 4.343 4.375 4.334 4.352 -0.022 2,656 13,297 -339
Aug11 101215 4.380 4.415 4.374 4.394 -0.020 1,568 14,808 +83
Sep11 101215 4.409 4.440 4.383 4.412 -0.020 861 10,933 -41
Oct11 101215 4.500 4.514 4.458 4.486 -0.023 10,600 51,624 +577
Nov11 101215 4.711 4.711 4.670 4.686 -0.023 2,034 21,718 -358
Dec11 101215 4.950 4.982 4.944 4.953 -0.021 1,737 20,743 -107
Jan12 101215 5.100 5.142 5.100 5.116 -0.020 5,770 32,056 -772
Feb12 101215 5.090 5.096 5.060 5.074 -0.018 587 7,066 -18
Mar12 101215 4.985 4.985 4.960 4.964 -0.014 631 16,795 -84
Apr12 101215 4.755 4.760 4.753 4.754 -0.004 363 13,224 -20
Total Volume and Open Interest 319,046 785,382 -12,590
Brent Crude Oil(ICE)
Jan11 101215 90.98 92.42 90.34 92.20 +0.99 119,095 66,153 -19,299
Feb11 101215 91.25 92.46 90.41 92.15 +0.75 149,977 243,288 +12,142
Mar11 101215 91.25 92.52 90.48 92.18 +0.67 60,185 155,023 +8,121
Apr11 101215 91.62 92.58 90.66 92.26 +0.63 20,714 53,577 +1,966
May11 101215 91.71 92.63 90.77 92.36 +0.62 12,025 39,295 -69
Jun11 101215 91.50 92.77 90.89 92.45 +0.61 27,413 64,289 +3,926
Jul11 101215 91.41 92.57 91.07 92.49 +0.61 3,425 20,682 -133
Aug11 101215 91.42 92.79 91.11 92.52 +0.62 2,481 11,666 -122
Sep11 101215 91.44 92.80 91.04 92.54 +0.62 2,756 15,163 +166
Oct11 101215 92.58 92.58 92.58 92.58 +0.63 1,442 8,884 -246
Nov11 101215 92.60 92.60 92.60 92.60 +0.64 543 10,766 -120
Dec11 101215 91.86 92.93 91.15 92.64 +0.65 13,418 83,614 +387
Jan12 101215 92.66 92.66 92.66 92.66 +0.66 715 9,816 -131
Feb12 101215 92.66 92.66 92.66 92.66 +0.68 324 5,501 -124
Total Volume and Open Interest 417,511 876,287 +6,154
Gas Oil(ICE)
Jan11 101215 762.00 771.75 755.00 768.25 +3.00 84,867 157,016 -14,723
Feb11 101215 768.00 776.50 760.25 773.50 +2.50 67,501 103,613 +2,257
Mar11 101215 771.25 779.50 763.75 776.75 +2.25 41,397 57,748 -2,982
Apr11 101215 772.75 781.00 766.50 778.25 +2.25 19,152 54,935 -701
May11 101215 773.75 782.75 768.00 779.75 +2.00 14,809 44,019 -2,590
Jun11 101215 776.25 784.75 769.75 781.75 +2.00 26,369 52,174 -369
Jul11 101215 777.00 786.25 772.75 784.00 +2.25 5,004 18,016 +83
Aug11 101215 779.75 786.75 779.75 786.75 +2.50 5,044 17,488 +424
Sep11 101215 781.50 790.50 780.75 789.25 +2.50 4,035 10,377 +640
Oct11 101215 783.00 791.75 779.75 790.75 +2.50 3,852 10,587 -356
Total Volume and Open Interest 287,135 638,888 -16,215
Ethanol(CBOT)
Dec10 101203 2.050 2.070 2.050 2.051 -0.024 83 136 -71
Jan11 101215 2.189 2.189 2.164 2.176 +0.015 50 843 -33
Feb11 101215 2.190 2.190 2.168 2.179 +0.011 106 929 -64
Mar11 101215 2.205 2.205 2.185 2.188 +0.005 79 1,067 -52
Apr11 101215 2.220 2.220 2.198 2.200 unch 11 666 +2
May11 101215 2.215 2.215 2.205 2.210 +0.004 3 471 +1
Jun11 101215 2.215 2.223 2.209 2.210 unch 2 559 +2
Jul11 101215 2.230 2.238 2.222 2.225 +0.003 3 729 +2
Total Volume and Open Interest 284 7,416 -123
WTI Crude Oil(ICE
Jan11 101215 88.03 89.08 86.83 88.62 +0.34 74,432 40,959 -10,766
Feb11 101215 88.62 89.66 87.43 89.24 +0.40 52,372 93,654 -2,188
Mar11 101215 89.18 90.27 88.08 89.89 +0.46 31,111 70,996 +915
Apr11 101215 89.12 90.69 88.91 90.38 +0.51 10,534 29,659 +970
May11 101215 89.24 90.99 89.24 90.71 +0.54 5,188 13,287 -205
Jun11 101215 89.80 91.24 89.46 90.95 +0.56 11,860 49,374 -80
Jul11 101215 90.06 91.30 89.76 91.11 +0.57 2,342 15,023 -182
Aug11 101215 89.73 91.40 89.73 91.22 +0.59 511 12,925 +91
Sep11 101215 89.91 91.47 89.91 91.30 +0.62 1,217 15,048 -255
Oct11 101215 91.37 91.37 91.37 91.37 +0.65 1,002 7,926 +173
Nov11 101215 91.44 91.44 91.44 91.44 +0.68 469 8,284 -164
Dec11 101215 90.07 91.70 90.07 91.52 +0.70 9,589 57,663 -881
Jan12 101215 91.45 91.45 91.45 91.45 +0.73 43 4,870 +24
Feb12 101215 91.36 91.36 91.36 91.36 +0.74 0 1,179 +0
Mar12 101215 91.28 91.28 91.28 91.28 +0.75 10 3,160 +0
Apr12 101215 91.20 91.20 91.20 91.20 +0.75 8 734 +8
Total Volume and Open Interest 204,325 508,390 -12,005
US Dollar Index(ICE)
Mar11 101215 79.860 80.620 79.775 80.582 +0.892 21,184 24,639 -753
Jun11 101215 80.525 80.982 80.525 80.982 +0.893 6 561 +3
Sep11 101215 81.342 81.342 81.342 81.342 +0.893 0 2 +0
Total Volume and Open Interest 21,190 25,202 -750
Australian Dollar(CME)
Mar11 101215 98.76 98.86 97.31 97.35 -1.51 85,059 113,264 +4,978
Jun11 101215 97.08 97.71 96.22 96.22 -1.49 16 168 +16
Sep11 101215 94.99 96.47 94.99 94.99 -1.48 2 14 +0
Total Volume and Open Interest 85,077 113,584 +4,994
British Pound(CME)
Mar11 101215 157.57 157.64 155.20 155.29 -2.38 105,340 67,725 +280
Jun11 101215 157.36 157.52 155.16 155.16 -2.36 9 58 +3
Sep11 101215 156.30 157.33 155.01 155.01 -2.32 0 5 +0
Total Volume and Open Interest 105,349 67,820 +283
Canadian Dollar(CME)
Mar11 101215 99.26 99.81 98.86 99.42 +0.13 69,709 95,177 +294
Jun11 101215 98.80 99.52 98.70 99.19 +0.13 20 1,618 +6
Sep11 101215 98.90 99.28 98.78 98.91 +0.13 9 885 +0
Dec11 101215 98.26 98.98 98.26 98.62 +0.13 16 954 -2
Total Volume and Open Interest 69,754 98,638 -43,582
Japanese Yen(CME)
Mar11 101215 119.69 119.69 118.42 118.52 -1.13 115,949 95,863 +1,435
Jun11 101215 119.52 119.82 118.60 118.69 -1.13 18 237 +14
Sep11 101215 118.94 120.06 118.94 118.94 -1.12 0 9 +0
Total Volume and Open Interest 115,967 96,110 +1,449
Swiss Franc(CME)
Mar11 101215 104.33 104.60 103.29 103.38 -1.04 48,251 39,781 +1,153
Jun11 101215 104.34 104.56 103.52 103.52 -1.04 7 20 +0
Sep11 101215 103.68 104.70 103.68 103.68 -1.02      
Total Volume and Open Interest 48,258 39,804 +1,153
EuroFX(CME)
Mar11 101215 133.78 133.78 132.04 132.10 -1.73 373,433 146,430 +3,869
Jun11 101215 133.49 133.75 132.02 132.03 -1.72 137 311 +31
Sep11 101215 131.96 133.65 131.96 131.96 -1.69 7 29 +2
Total Volume and Open Interest 373,577 146,781 +3,902
Mexican Peso(CME)
Jan11 101215 801.8 810.0 801.8 801.8 -8.2      
Feb11 101215 799.8 808.0 799.8 799.8 -8.2      
Total Volume and Open Interest 20,375 116,794 -1,474
30-Year T-Bonds(CBOT)
Dec10 101215 120~300 121~240 120~130 120~180 -0~170 7,398 21,415 -3,333
Mar11 101215 119~170 120~120 118~210 119~020 -0~170 345,350 557,237 -7,519
Jun11 101215 118~300 118~300 117~030 117~190 -0~170 45 610 +13
Total Volume and Open Interest 352,793 579,262 -10,839
10-Year T-Notes(CBOT)
Dec10 101215 120~060 120~290 119~255 120~005 -0~130 14,634 11,588 -4,366
Mar11 101215 119~030 119~275 118~205 118~290 -0~120 1,303,210 1,339,098 +11,631
Jun11 101215 117~255 118~055 117~255 117~255 -0~120 2 41 +0
Total Volume and Open Interest 1,317,846 1,350,733 +7,265
5-Year T-Notes(CBOT)
Dec10 101215 118~007 118~052 117~109 117~122 -0~024 4,431 23,584 -1,340
Mar11 101215 117~006 117~059 116~096 116~120 -0~030 606,483 982,229 -12,940
Jun11 101215 116~016 116~046 116~016 116~016 -0~030      
Total Volume and Open Interest 610,914 1,005,813 -14,280
2 Year T-Notes(CBOT)
Dec10 101215 109~064 109~066 109~059 109~059 -0~004 2,243 21,003 -855
Mar11 101215 109~026 109~037 109~019 109~025 -0~006 197,447 634,888 +2,989
Jun11 101215 109~000 109~006 109~000 109~000 -0~006 0 25 +0
Total Volume and Open Interest 199,690 655,916 +2,134
Eurodollars(CME)
Mar11 101215 99.580 99.585 99.505 99.530 -0.055 202,417 1,157,724 -7,049
Jun11 101215 99.425 99.440 99.360 99.380 -0.060 255,389 1,002,689 +8,391
Sep11 101215 99.270 99.305 99.205 99.230 -0.060 261,751 904,643 +11,062
Dec11 101215 99.090 99.140 99.015 99.050 -0.060 281,458 746,097 -8,220
Mar12 101215 98.880 98.945 98.800 98.845 -0.065 304,204 805,161 +23,468
Jun12 101215 98.645 98.715 98.555 98.600 -0.075 254,698 483,086 -950
Sep12 101215 98.395 98.475 98.300 98.350 -0.080 231,410 368,930 +2,886
Dec12 101215 98.125 98.215 98.020 98.075 -0.090 203,612 277,638 -2,328
Mar13 101215 97.850 97.950 97.745 97.800 -0.095 128,190 192,630 -19,696
Jun13 101215 97.565 97.670 97.455 97.515 -0.095 118,058 156,048 -12,014
Sep13 101215 97.290 97.400 97.180 97.240 -0.095 90,247 183,102 +4,060
Dec13 101215 97.000 97.120 96.890 96.955 -0.095 96,968 130,373 -8,377
Mar14 101215 96.750 96.865 96.640 96.700 -0.090 33,864 109,916 +420
Jun14 101215 96.495 96.605 96.380 96.440 -0.090 28,034 108,783 +607
Sep14 101215 96.250 96.365 96.130 96.190 -0.090 28,817 73,971 +1,409
Dec14 101215 96.005 96.135 95.890 95.950 -0.090 31,830 73,500 +2,403
Mar15 101215 95.800 95.935 95.680 95.745 -0.095 21,371 52,465 +2,000
Jun15 101215 3.875 4.000 3.735 3.800 -0.105 19,987 38,923 -366
Total Volume and Open Interest 2,678,552 7,064,066 +4,189
30 Day Federal Funds(CBOT)
Dec10 101215 99.823 99.825 99.823 99.823 -0.002 3,778 98,298 -1,083
Jan11 101215 99.820 99.825 99.820 99.825 unch 6,689 64,748 -507
Feb11 101215 99.815 99.820 99.815 99.820 unch 4,414 56,037 +1,595
Mar11 101215 99.815 99.820 99.810 99.815 -0.005 2,899 37,822 +902
Apr11 101215 99.820 99.825 99.810 99.820 -0.005 4,916 37,255 -822
May11 101215 99.810 99.820 99.805 99.810 -0.010 9,428 44,625 +2,982
Total Volume and Open Interest 79,637 562,535 +14,051
30 Day Fed Funds(e-CBOT)
Dec10 090519 98.590 98.590 98.565 98.565 unch 0 330  
Jan11 090519 98.500 98.500 98.475 98.475 unch 0 1,177  
Feb11 090519 98.350 98.350 98.330 98.350 unch 0 1,700  
Mar11 090519 98.265 98.265 98.240 98.265 unch 0 324  
Apr11 090519 98.165 98.165 98.165 98.165 unch 1 10  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Mar11 101215 99.645 99.645 99.640 99.640 -0.015 50 879 -10
Jun11 101215 99.620 99.620 99.620 99.620 -0.005 25 175 +25
Sep11 101215 99.605 99.605 99.605 99.605 +0.005      
Dec11 101215 99.595 99.595 99.595 99.595 +0.028 75 75 +75
Mar12 101215 99.585 99.585 99.585 99.585 +0.005      
Jun12 101215 99.635 99.635 99.635 99.635 +0.005      
Sep12 101215 99.585 99.585 99.585 99.585 +0.005      
Dec12 101215 99.280 99.280 99.280 99.280 +0.005      
Mar13 101215 99.280 99.280 99.280 99.280 +0.005      
Jun13 101215 99.235 99.235 99.235 99.235 +0.005      
Total Volume and Open Interest 150 1,129 +90
3-Mth Euro-Yen(SGX)
Mar11 101215 99.64 99.64 99.64 99.64 0.00 60 1,887 +50
Jun11 101215 99.61 99.62 99.61 99.62 +0.01 22 1,364 +23
Sep11 101215 99.57 99.61 99.57 99.61 +0.01 100 1,033 -200
Dec11 101215 99.60 99.60 99.60 99.60 +0.01 2 385 +74
Mar12 101215 99.58 99.58 99.58 99.58 +0.00 0 305 +0
Jun12 101215 99.64 99.64 99.64 99.64 +0.01 0 754 +0
Sep12 101215 99.58 99.58 99.58 99.58 +0.00 0 310 +0
Dec12 101215 99.28 99.28 99.28 99.28 +0.00 0 3 +0
Total Volume and Open Interest 184 6,042 -53
Japanese Gov't Bonds(SGX)
Mar11 101215 139.03 139.03 138.15 138.95 -0.20 1,792 11,487 +535
Jun11 101215 136.86 136.86 136.86 136.86 -0.20      
Sep11 101215 134.77 134.77 134.77 134.77 -0.20      
Total Volume and Open Interest 1,792 11,487 +535
Euro-Bund(EUREX)
Mar11 101215 124.07 124.36 123.76 124.23 +0.11 664,738 876,450 -26,828
Jun11 101215 122.51 122.84 122.40 122.83 +0.11 98 544 +3
Sep11 101215 122.78 122.78 122.78 122.78 +0.11      
Total Volume and Open Interest 664,836 876,994 -26,825
Euro-Bobl(EUREX)
Mar11 101215 117.52 117.81 117.38 117.75 +0.11 368,129 632,766 -14,004
Jun11 101215 116.34 116.34 116.34 116.34 +0.11 2 33 -1
Sep11 101215 116.34 116.34 116.34 116.34 +0.11      
Total Volume and Open Interest 368,131 632,799 -14,005
3-Mth Euribor(EUREX)
Dec10 101213 98.975 98.975 98.970 98.975 +0.005 315 7,182 -322
Mar11 101215 98.885 98.890 98.885 98.890 +0.005 4,879 7,994 +3,861
Jun11 101215 98.730 98.735 98.720 98.735 +0.015 554 5,824 +500
Total Volume and Open Interest 5,948 22,327 +4,540
Long Gilt(LIFFE)
Dec10 101215 118~18 118~25 118~16 118~24 -0~01 782 3,908 -158
Mar11 101215 117~12 117~21 117~06 117~14 0~00 81,532 249,235 +80
Total Volume and Open Interest 82,314 253,143 -78
3-Mth Short Sterling(LIFFE)
Dec10 101215 99.25 99.26 99.25 99.25 unch 19,156 287,987 -10,517
Mar11 101215 99.15 99.16 99.13 99.15 unch 38,524 280,688 -1,058
Jun11 101215 98.97 99.00 98.95 98.99 +0.01 74,258 238,445 +10,786
Sep11 101215 98.78 98.81 98.76 98.80 unch 63,002 217,596 -2,082
Dec11 101215 98.56 98.60 98.53 98.57 -0.01 126,625 252,530 -1,684
Mar12 101215 98.34 98.37 98.30 98.34 -0.01 102,270 219,295 -386
Total Volume and Open Interest 577,237 1,976,546 -1,892
3-Mth Euribor(LIFFE)
Mar11 101215 98.885 98.895 98.875 98.890 +0.005 145,781 520,019 -9,798
Jun11 101215 98.715 98.740 98.705 98.735 +0.015 161,966 452,590 +7,511
Sep11 101215 98.545 98.585 98.535 98.580 +0.020 150,587 344,932 +8,816
Total Volume and Open Interest 923,747 2,516,947 +14,476
3-Mth Aus T-Bills(SFE)
Dec10 101209 94.95 94.98 94.88 94.94 -0.02 18,793 950 -57,704
Mar11 101215 94.90 94.91 94.88 94.91 +0.01 13,995 195,233 +2,455
Jun11 101215 94.73 94.75 94.71 94.74 -0.01 7,314 118,396 -7,349
Sep11 101215 94.61 94.61 94.57 94.60 -0.01 4,565 70,348 -1,179
Dec11 101215 94.52 94.52 94.45 94.49 -0.02 4,237 47,467 +1,201
Mar12 101215 94.46 94.46 94.38 94.42 -0.03 3,481 42,890 +877
Jun12 101215 94.37 94.40 94.33 94.36 -0.05 1,993 38,562 -130
Sep12 101215 94.36 94.36 94.29 94.32 -0.04 1,272 19,005 -157
Dec12 101215 94.30 94.32 94.23 94.28 -0.03 1,943 7,242 +456
Mar13 101215 94.22 94.24 94.19 94.23 -0.04 211 2,537 +9
Total Volume and Open Interest 39,011 543,076 -3,817
10-Year Aus T-Bonds(SFE)
Dec10 101215 94.37 94.40 94.29 94.30 -0.06 58,748 24,873 -377,883
Mar11 101215 94.34 94.36 94.24 94.31 -0.02 85,413 387,712 +17,690
Total Volume and Open Interest 144,161 412,585 -360,193
3-Year Aus T-Bonds(SFE)
Dec10 101215 94.78 94.79 94.73 94.74 -0.04 57,073 42,914 -395,477
Mar11 101215 94.69 94.71 94.64 94.68 -0.01 108,489 374,587 +39,736
Total Volume and Open Interest 165,562 417,501 -355,741
Gold(CMX)
Dec10 101215 1394.0 1394.0 1379.5 1385.5 -18.1 431 909 +94
Feb11 101215 1396.7 1398.0 1378.2 1386.2 -18.1 134,945 360,435 -502
Apr11 101215 1399.0 1400.0 1381.2 1388.4 -18.1 2,017 54,443 +156
Jun11 101215 1401.2 1402.1 1383.3 1390.6 -18.1 1,540 33,714 -191
Aug11 101215 1399.3 1402.5 1388.4 1392.9 -18.1 190 14,837 +8
Oct11 101215 1397.9 1402.0 1389.4 1395.4 -18.0 182 10,567 -6
Dec11 101215 1408.6 1408.6 1390.2 1398.1 -17.9 432 25,591 -167
Feb12 101215 1400.9 1400.9 1400.9 1400.9 -17.9 20 6,592 +20
Apr12 101215 1403.9 1403.9 1403.9 1403.9 -17.9 20 5,213 +20
Jun12 101215 1407.5 1407.5 1407.5 1407.5 -17.7 240 12,163 +140
Aug12 101215 1411.2 1411.2 1411.2 1411.2 -17.5 0 6,086 +0
Oct12 101215 1415.4 1415.4 1415.4 1415.4 -17.2 0 1,080 +0
Total Volume and Open Interest 142,025 594,652 -147
Silver(CMX)
Dec10 101215 2900.0 2922.5 2880.0 2922.5 -53.4 119 418 -35
Mar11 101215 2955.0 2964.5 2873.5 2925.3 -53.5 60,484 75,521 -254
May11 101215 2967.0 2967.0 2884.0 2930.6 -53.4 4,118 12,613 -1,082
Jul11 101215 2940.0 2956.0 2900.0 2935.6 -53.4 179 8,936 +45
Sep11 101215 2940.9 2940.9 2940.9 2940.9 -53.4 49 6,288 +0
Dec11 101215 2979.5 2981.0 2906.0 2948.3 -53.0 443 11,153 +15
Mar12 101215 2925.0 2955.3 2925.0 2955.3 -52.6 21 374 +17
Total Volume and Open Interest 68,097 130,145 -1,179
Platinum(NYMEX)
Jan11 101215 1708.4 1711.4 1690.0 1704.4 -9.5 6,301 23,427 -1,477
Apr11 101215 1712.2 1715.0 1695.0 1709.3 -9.9 2,003 12,616 +1,700
Jul11 101215 1717.1 1717.1 1707.3 1712.1 -9.9 3 470 +1
Oct11 101215 1712.1 1712.1 1712.1 1712.1 -9.9 0 6 +0
Total Volume and Open Interest 8,307 36,520 +224
Palladium(NYMEX)
Dec10 101215 751.15 751.15 751.15 751.15 -15.55 2 137 -1
Mar11 101215 763.05 763.05 741.10 752.65 -15.55 2,164 22,565 -125
Jun11 101215 757.00 760.70 747.45 753.85 -15.55 15 390 +0
Total Volume and Open Interest 2,192 23,124 -126
Copper(CMX)
Dec10 101215 417.25 417.25 409.40 412.65 -7.50 878 2,652 -288
Mar11 101215 420.30 421.85 408.55 413.25 -7.65 24,346 114,728 -24
May11 101215 419.50 420.50 408.00 412.45 -7.60 1,379 25,615 -5
Jul11 101215 412.45 412.45 410.40 410.45 -7.55 546 6,587 +90
Sep11 101215 410.60 410.60 408.25 408.25 -7.55 133 5,008 -39
Total Volume and Open Interest 28,004 163,546 -498
DJIA Index(CBOT)
Dec10 101215 11472 11510 11447 11478 -6 1,044 6,776 +14
Mar11 101215 11420 11455 11373 11415 -6 461 2,438 +73
Jun11 101215 11368 11374 11368 11368 -6      
Sep11 101215 11293 11299 11293 11293 -6      
Total Volume and Open Interest 1,505 9,214 +87
S & P 500(CME)
Dec10 101215 1239.00 1244.30 1234.30 1237.00 -4.80 71,913 208,042 -32,624
Mar11 101215 1237.00 1239.20 1229.20 1232.10 -4.70 75,134 218,230 +46,547
Jun11 101215 1227.30 1233.90 1225.40 1227.30 -4.60 230 3,863 +109
Sep11 101215 1222.60 1229.00 1220.50 1222.60 -4.40 0 755 +0
Total Volume and Open Interest 147,277 431,240 +14,032
S & P 500 E-Mini(Globex)
Dec10 101215 1242.00 1244.25 1234.00 1237.00 -4.75 662,944 1,397,989 -276,411
Mar11 101215 1236.75 1239.50 1228.75 1232.00 -4.75 2,008,662 1,991,813 +397,291
Total Volume and Open Interest 2,672,441 3,391,166 +121,454
NASDAQ 100(CME)
Dec10 101215 2211.30 2225.00 2198.00 2202.30 -13.00 4,056 25,820 -194
Mar11 101215 2214.50 2223.00 2196.00 2201.30 -12.70 1,841 4,522 +1,403
Jun11 101215 2199.30 2199.50 2199.30 2199.30 -12.50      
Total Volume and Open Interest 5,897 30,342 +1,209
NASDAQ 100 E-Mini(Globex)
Dec10 101215 2217.00 2224.30 2197.00 2202.30 -13.00 86,259 271,356 -31,719
Mar11 101215 2214.80 2223.50 2196.00 2201.30 -12.70 255,796 249,371 +57,848
Total Volume and Open Interest 342,066 520,747 +26,133
S & P Midcap 400(CME)
Dec10 101215 892.20 892.20 892.00 892.20 -3.40 168 3,249 -176
Mar11 101215 895.50 898.00 889.00 890.20 -3.20 168 330 +39
Jun11 101215 888.10 888.20 888.10 888.10 -3.10      
Total Volume and Open Interest 336 3,579 -137
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 101215 10405 10410 10320 10375 unch 6,960 37,409 -12
Jun11 101215 10355 10355 10355 10355 unch 0 2 +0
Total Volume and Open Interest 6,960 37,411 -12
Nikkei 225(SGX)
Mar11 101215 10330 10370 10275 10290 -25 66,459 196,756 -2,604
Jun11 101215 10220 10220 10220 10220 -25 50 2,211 +13
Sep11 101215 10215 10215 10215 10215 -30      
Total Volume and Open Interest 67,239 208,569 -2,591
CAC 40(EURONEXT)
Dec10 101215 3884.5 3894.5 3864.5 3881.5 -20.5 189,225 392,823 +8,377
Jan11 101215 3887.0 3897.5 3868.5 3885.0 -20.5 106,348 199,044 +90,871
Feb11 101215 3885.5 3885.5 3885.5 3885.5 -20.5 10 70 +0
Total Volume and Open Interest 299,335 621,063 +100,814
Hang Seng Index(HKFE)
Dec10 101215 23314 23364 22828 22950 -440 47,412 91,778 -250
Jan11 101215 23334 23365 22832 22955 -438 749 3,647 +1,466
Total Volume and Open Interest 48,269 99,296 +1,276
DAX(EUREX)
Dec10 101215 7006.0 7031.5 6964.5 7023.0 -3.0 188,436 173,149 -42,065
Mar11 101215 7028.5 7050.0 6982.5 7041.0 -3.5 108,938 90,167 +28,837
Jun11 101215 7045.0 7071.0 7004.0 7063.5 -1.0 4,055 6,796 +462
Total Volume and Open Interest 301,429 270,112 -12,766
FT-SE 100(EURONEXT)
Dec10 101215 5869.50 5899.50 5856.00 5896.50 +13.00 280,198 300,873 -142,982
Mar11 101215 5834.00 5862.50 5819.50 5859.50 +13.50 217,509 452,930 +155,657
Jun11 101215 5796.50 5817.00 5796.50 5817.00 +13.50 11 1,107 +0
Total Volume and Open Interest 497,718 754,920 +12,675
SPI 200(SFE)
Dec10 101215 4778.0 4798.0 4765.0 4770.0 -8.0 84,832 183,231 -32,317
Mar11 101215 4779.0 4800.0 4765.0 4770.0 -9.0 72,804 172,543 +39,011
Jun11 101215 4793.0 4793.0 4793.0 4793.0 -10.0 0 2,379 +0
Total Volume and Open Interest 158,092 361,651 +7,033
GSCI(CME)
Jan11 101215 606.70 614.20 604.00 610.90 -0.60 254 14,594 +118
Feb11 101215 613.90 616.75 606.50 613.90 -0.10      
Mar11 101215 615.00 615.00 615.00 615.00        
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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