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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Thu December 16, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101216 1295.50 1303.75 1285.00 1289.00 -7.50 132,344 143,895 -12,862
Mar11 101216 1305.75 1314.75 1296.00 1300.50 -7.25 96,168 234,814 +13,688
May11 101216 1311.50 1320.25 1301.75 1307.00 -6.75 24,347 79,323 +4,517
Jul11 101216 1313.00 1323.00 1303.50 1309.25 -6.75 20,162 66,154 +973
Aug11 101216 1285.00 1291.50 1285.00 1286.00 -4.00 413 2,357 -70
Sep11 101216 1253.75 1256.00 1243.75 1248.75 -1.75 431 3,195 +29
Nov11 101216 1212.00 1222.00 1206.00 1213.00 +0.50 9,294 103,017 +134
Total Volume and Open Interest 285,315 650,097 +6,924
Soybean Meal(CBOT)
Jan11 101216 345.00 347.70 342.30 343.80 -2.30 33,450 43,765 -5,948
Mar11 101216 349.00 350.90 345.30 346.80 -2.30 23,057 65,412 +5,663
May11 101216 348.10 351.10 345.70 347.40 -2.00 6,103 28,480 +394
Jul11 101216 349.00 351.40 346.00 348.00 -1.60 5,556 19,598 +234
Aug11 101216 338.80 340.50 337.50 339.40 -1.10 695 5,842 -76
Sep11 101216 325.90 329.50 325.90 328.10 -0.40 475 5,634 +70
Oct11 101216 313.00 313.50 310.30 311.90 +0.30 488 4,713 +51
Dec11 101216 309.50 312.10 307.60 309.30 +0.20 1,769 17,808 +272
Total Volume and Open Interest 71,700 193,890 +694
Soybean Oil(CBOT)
Jan11 101216 54.37 54.66 53.82 54.07 -0.13 65,287 65,320 -10,025
Mar11 101216 54.86 55.12 54.30 54.56 -0.12 52,829 160,353 +1,027
May11 101216 55.11 55.45 54.69 54.91 -0.11 13,188 41,670 +797
Jul11 101216 55.20 55.59 54.88 55.05 -0.12 9,020 38,914 +1,093
Aug11 101216 55.08 55.32 54.95 55.01 -0.09 374 4,802 -42
Sep11 101216 54.82 55.39 54.82 54.91 -0.11 384 5,170 -7
Oct11 101216 55.33 55.34 54.60 54.76 -0.09 1,081 6,684 +193
Dec11 101216 55.14 55.29 54.55 54.77 -0.12 1,781 22,305 +352
Total Volume and Open Interest 143,944 345,904 -6,612
Canola(WCE)
Jan11 101216 559.0 563.3 554.8 560.3 +1.5 9,087 63,072 -7,553
Mar11 101216 564.0 572.0 563.0 568.4 +1.0 13,438 72,191 +4,335
May11 101216 572.5 574.4 568.6 572.5 +1.2 1,010 7,082 +576
Jul11 101216 573.5 575.9 568.5 573.7 +1.5 781 15,257 -38
Nov11 101216 509.5 519.0 508.9 516.7 +6.9 1,724 33,084 +111
Total Volume and Open Interest 26,115 192,764 -2,527
Corn(CBOT)
Mar11 101216 583.25 590.00 581.50 587.50 +3.25 128,396 719,315 +852
May11 101216 591.25 597.50 589.25 595.50 +3.25 25,905 186,619 +2,265
Jul11 101216 595.00 601.00 593.50 599.00 +3.00 26,464 229,166 +782
Sep11 101216 548.25 553.00 546.25 552.25 +3.75 3,495 41,016 +15
Dec11 101216 528.00 533.50 521.25 532.50 +4.75 27,661 256,097 -1,303
Mar12 101216 536.00 541.25 535.00 540.75 +4.75 2,368 18,611 +466
Total Volume and Open Interest 216,525 1,492,857 +3,061
Wheat(CBOT)
Mar11 101216 764.00 766.75 746.00 749.75 -15.00 41,111 228,945 +1,132
May11 101216 789.75 792.75 773.75 776.75 -14.50 12,102 61,874 +714
Jul11 101216 797.50 802.00 783.50 787.50 -11.25 9,412 102,975 +1,367
Sep11 101216 810.00 811.50 800.50 801.75 -7.50 1,174 17,611 +35
Dec11 101216 823.50 826.00 813.75 818.25 -5.00 3,996 56,197 -164
Total Volume and Open Interest 68,107 481,531 +3,192
Wheat(KCBT)
Mar11 101216 811.75 814.25 798.50 803.25 -8.00 13,168 114,323 -1,516
May11 101216 819.50 823.00 807.25 812.25 -7.25 3,146 24,845 +229
Jul11 101216 824.50 827.50 812.25 817.00 -7.25 2,259 52,631 +327
Sep11 101216 831.50 835.00 822.00 826.25 -5.50 530 12,355 +122
Dec11 101216 840.50 842.00 830.75 834.75 -5.75 480 10,477 -12
Total Volume and Open Interest 19,624 216,742 -850
Wheat(MGE)
Dec10 101214 831.25 831.25 831.25 831.25 -27.50 16 14 -12
Mar11 101216 843.00 847.25 830.75 835.25 -7.50 4,852 30,158 -314
May11 101216 850.00 855.25 838.75 842.50 -7.00 1,358 11,649 -10
Jul11 101216 847.75 855.25 840.50 844.50 -5.50 647 8,358 +78
Sep11 101216 842.00 847.00 833.00 836.50 -6.50 269 8,649 +83
Total Volume and Open Interest 7,343 67,850 -137
Oats(CBOT)
Mar11 101216 386.00 387.50 382.50 385.50 +2.00 398 10,083 +72
May11 101216 388.75 390.75 388.00 390.00 +2.00 16 664 +7
Jul11 101216 395.00 395.00 393.00 395.00 +2.00 21 241 +17
Sep11 101216 338.50 339.25 338.50 338.50 -0.75 0 2 +0
Total Volume and Open Interest 440 11,964 +96
Rough Rice(CBOT)
Jan11 101216 13.98 14.12 13.74 13.74 -0.28 449 6,958 -89
Mar11 101216 14.33 14.41 14.03 14.03 -0.28 334 7,428 +105
May11 101216 14.35 14.52 14.32 14.32 -0.28 10 1,461 +0
Jul11 101216 14.77 14.77 14.57 14.57 -0.24 10 1,578 +0
Total Volume and Open Interest 803 18,111 +16
Live Cattle(CME)
Dec10 101216 101.500 101.900 101.000 101.200 -0.400 2,421 15,520 -1,020
Feb11 101216 103.850 104.480 103.500 103.535 -0.365 20,446 159,893 -1,329
Apr11 101216 107.135 108.080 107.050 107.350 +0.050 4,982 86,272 +57
Jun11 101216 104.580 105.650 104.400 105.035 +0.355 3,833 42,010 +826
Aug11 101216 105.100 106.000 104.885 105.550 +0.400 960 14,968 -86
Oct11 101216 107.480 108.230 107.400 107.950 +0.450 1,350 9,472 +765
Total Volume and Open Interest 34,470 333,930 -615
Feeder Cattle(CME)
Jan11 101216 117.635 119.050 117.580 118.385 +0.735 1,303 10,278 -457
Mar11 101216 118.385 119.730 118.150 119.000 +0.600 1,337 15,303 +182
Apr11 101216 118.800 120.135 118.700 119.785 +0.855 229 3,997 +28
May11 101216 119.350 120.850 119.250 120.230 +0.630 219 5,123 +35
Aug11 101216 120.000 121.250 120.000 120.950 +0.550 204 4,761 +80
Sep11 101216 119.250 120.350 119.250 120.100 +0.700 28 355 +5
Oct11 101216 119.250 119.600 119.250 119.600 +0.300 2 81 -1
Total Volume and Open Interest 3,322 39,938 -128
Lean Hogs(CME)
Feb11 101216 75.150 75.150 74.200 74.580 -0.620 13,170 84,835 -308
Apr11 101216 79.225 79.225 78.330 78.950 -0.275 3,989 51,019 -53
May11 101216 85.500 86.180 85.300 86.180 -0.370 67 1,639 +5
Jun11 101216 88.480 88.730 87.750 88.680 -0.050 2,363 32,638 -198
Jul11 101216 87.750 88.180 87.350 88.080 -0.270 372 7,261 +34
Aug11 101216 87.250 87.700 87.000 87.650 -0.300 228 8,596 -5
Oct11 101216 77.900 78.800 77.850 78.800 +0.200 60 5,219 +1
Dec11 101216 75.100 75.550 75.050 75.500 -0.200 39 1,915 +5
Total Volume and Open Interest 20,326 193,582 -501
Class III Milk(CME)
Dec10 101216 13.79 13.82 13.78 13.78 unch 95 5,830 +26
Jan11 101216 13.19 13.32 13.18 13.27 +0.07 329 4,529 +56
Feb11 101216 13.38 13.42 13.31 13.36 +0.04 269 4,372 +74
Mar11 101216 13.75 13.85 13.75 13.79 +0.02 64 3,260 +19
Apr11 101216 14.21 14.25 14.18 14.20 +0.02 79 2,393 +56
Total Volume and Open Interest 1,162 31,078 +378
Cocoa(ICE)
Dec10 101216 2950 2950 2950 2950 unch      
Mar11 101216 2990 3045 2971 3003 +24 7,665 67,010 -377
May11 101216 3003 3051 2998 3023 +26 1,319 23,167 +136
Jul11 101216 3016 3072 3011 3037 +27 753 11,597 +83
Sep11 101216 3040 3082 3040 3050 +26 372 6,535 +316
Dec11 101216 3061 3099 3061 3066 +26 326 10,906 +112
Mar12 101216 3116 3159 3116 3123 +17 57 11,014 +10
Total Volume and Open Interest 10,644 136,242 +269
Coffee "C"(ICE)
Dec10 101216 216.00 217.00 214.35 216.15 -0.75 9 140 -21
Mar11 101216 217.70 218.55 214.00 216.55 -0.95 9,314 88,376 -83
May11 101216 219.00 219.75 215.60 218.00 -0.80 2,164 25,751 +249
Jul11 101216 218.75 218.75 214.70 217.05 -0.75 619 7,536 +158
Sep11 101216 216.45 216.50 213.40 214.60 -0.90 258 4,160 +39
Dec11 101216 213.15 213.20 210.00 211.15 -0.90 107 6,367 +69
Total Volume and Open Interest 12,531 133,536 +398
Orange Juice(ICE)
Jan11 101216 156.00 157.45 155.55 156.15 +0.15 5,573 10,657 -3,808
Mar11 101216 156.95 158.40 156.40 157.00 +0.05 2,619 13,835 +1,706
May11 101216 158.75 159.50 158.35 158.80 +0.15 1,615 2,967 +1,502
Jul11 101216 160.00 160.00 160.00 160.00 +0.15 26 2,510 +0
Sep11 101216 161.00 161.00 161.00 161.00 +0.15 3 365 +0
Nov11 101216 160.75 160.75 160.75 160.75 +0.05 2 54 +0
Total Volume and Open Interest 9,838 30,411 -600
Sugar #11(ICE)
Mar11 101216 31.24 31.40 30.84 31.00 -0.11 56,968 239,666 +5,361
May11 101216 28.20 28.29 27.81 27.94 -0.13 13,612 109,176 +1,717
Jul11 101216 24.75 25.00 24.58 24.70 -0.05 11,417 97,188 +190
Oct11 101216 22.55 23.10 22.55 22.80 +0.01 4,223 56,737 +278
Mar12 101216 21.90 22.15 21.82 21.90 +0.02 1,063 47,248 -313
Total Volume and Open Interest 88,411 592,943 +7,200
London Cocoa(LCE)
Dec10 101214 1906 1913 1897 1908 +8 7,387 22,170 -1,675
Mar11 101216 2010 2035 2003 2006 +8 6,229 66,377 -26
May11 101216 2023 2044 2013 2014 +2 2,259 21,053 -63
Jul11 101216 2039 2058 2027 2029 +1 1,819 19,082 +529
Sep11 101216 2044 2059 2034 2034 +1 760 11,464 +259
Dec11 101216 2058 2067 2037 2041 +3 724 17,091 -141
Mar12 101216 2067 2082 2053 2055 +3 698 15,107 +36
Total Volume and Open Interest 12,698 153,636 +689
London Sugar(LCE)
Mar11 101216 768.30 774.00 763.00 767.30 -0.60 2,018 28,319 -194
May11 101216 732.60 736.50 726.00 730.00 -0.50 704 9,669 +355
Aug11 101216 665.80 669.60 660.20 664.10 +0.30 227 7,319 +45
Oct11 101216 603.40 608.20 600.40 604.20 -1.10 55 2,107 +1
Dec11 101216 586.10 588.40 584.30 585.70 -2.60 18 859 +0
Total Volume and Open Interest 3,034 48,852 +215
Cotton(ICE)
Mar11 101216 143.73 146.14 142.58 146.12 +3.98 11,270 112,419 +566
May11 101216 134.21 137.90 134.21 136.57 +2.50 3,040 21,390 -211
Jul11 101216 126.24 126.98 124.31 125.13 +1.66 3,251 30,084 +462
Oct11 101216 107.44 107.44 107.44 107.44 +0.29 12 163 +4
Dec11 101216 95.01 97.99 95.01 96.75 +1.10 1,722 39,152 +110
Mar12 101216 92.50 93.06 91.68 91.68 +0.78 58 791 +30
Total Volume and Open Interest 19,360 205,452 +966
Lumber(CME)
Jan11 101216 284.5 290.2 281.7 288.5 +7.9 486 2,223 -135
Mar11 101216 298.0 303.0 296.2 303.0 +9.0 860 5,244 +188
May11 101216 306.8 312.0 306.8 311.8 +8.8 174 1,523 +128
Jul11 101216 312.1 317.9 312.0 317.9 +4.2 133 468 +59
Total Volume and Open Interest 1,704 9,556 +278
Crude Oil(NYM)
Jan11 101216 88.48 88.65 87.63 87.70 -0.92 355,056 106,730 -25,438
Feb11 101216 89.11 89.49 88.34 88.40 -0.84 193,930 288,833 +20,275
Mar11 101216 89.69 90.00 89.15 89.18 -0.71 66,584 175,448 +3,078
Apr11 101216 90.04 90.44 89.77 89.79 -0.59 32,910 63,439 +3,452
May11 101216 90.68 90.76 90.13 90.24 -0.47 19,465 40,788 +2,930
Jun11 101216 90.60 91.00 90.34 90.56 -0.39 28,308 81,888 +1,875
Jul11 101216 91.00 91.20 90.59 90.81 -0.30 5,514 37,158 -20
Aug11 101216 91.11 91.33 90.72 90.96 -0.26 4,419 19,517 -175
Sep11 101216 91.20 91.27 91.01 91.08 -0.22 5,363 26,014 +337
Oct11 101216 91.14 91.16 91.14 91.16 -0.21 3,050 18,793 +451
Nov11 101216 91.25 91.25 91.25 91.25 -0.19 2,778 20,523 +979
Dec11 101216 91.51 91.64 90.84 91.35 -0.17 30,019 151,745 +99
Jan12 101216 91.30 91.30 91.30 91.30 -0.15 5,042 20,148 +1,436
Feb12 101216 91.23 91.23 91.23 91.23 -0.13 657 8,255 -14
Mar12 101216 91.18 91.18 91.18 91.18 -0.10 117 10,153 +38
Apr12 101216 91.10 91.10 91.10 91.10 -0.10 21 4,259 +1
Total Volume and Open Interest 775,656 1,390,584 +9,805
e-miNY Crude Oil(NYM)
Dec10 101118 80.400 82.300 80.400 81.850 +1.400 7,920 4,586 -336
Jan11 101216 88.425 88.675 87.650 87.700 -0.925 10,107 3,536 +101
Feb11 101216 89.100 89.350 88.375 88.400 -0.850 2,097 2,276 -73
Mar11 101216 89.550 89.975 89.175 89.175 -0.725 215 615 +8
Apr11 101216 90.275 90.275 89.800 89.800 -0.575 2 15 -1
May11 101216 90.250 90.250 90.250 90.250 -0.450 1 14 +0
Jun11 101216 90.700 90.700 90.550 90.550 -0.400 0 43 +0
Jul11 101216 90.800 90.800 90.800 90.800 -0.300 7 5 +2
Aug11 101216 90.950 90.950 90.950 90.950 -0.275 1 6 -1
Sep11 101216 91.075 91.075 91.075 91.075 -0.225 0 2 +0
Total Volume and Open Interest 12,430 6,746 +36
Heating Oil(NYM)
Jan11 101216 248.00 249.50 247.00 247.63 -0.72 48,925 69,923 -3,510
Feb11 101216 248.95 250.31 247.95 248.45 -0.84 26,491 65,087 +2,807
Mar11 101216 248.72 250.28 248.21 248.58 -0.95 12,789 47,560 +2,171
Apr11 101216 248.21 248.63 247.11 247.33 -1.00 5,769 22,703 +616
May11 101216 247.10 247.67 246.30 246.43 -1.01 4,125 17,267 +231
Jun11 101216 247.49 247.65 246.07 246.33 -1.01 5,023 35,110 -373
Jul11 101216 247.83 247.83 247.34 247.34 -1.02 682 8,228 +198
Aug11 101216 249.36 249.45 248.23 248.47 -1.03 386 4,651 +184
Sep11 101216 250.61 250.67 249.67 249.67 -1.04 300 4,245 -97
Oct11 101216 252.15 252.15 250.93 251.00 -1.01 346 3,417 +15
Nov11 101216 252.90 252.90 252.57 252.57 -0.97 108 3,355 +20
Dec11 101216 254.94 254.94 253.89 253.89 -0.95 1,141 16,109 +106
Total Volume and Open Interest 106,219 306,683 +2,496
Gasoline(NYMEX)
Jan11 101216 230.92 232.74 229.64 230.43 -0.49 38,668 57,887 -1,681
Feb11 101216 230.70 232.27 229.26 230.13 -0.64 26,765 65,755 +1,288
Mar11 101216 231.90 233.00 230.96 231.05 -0.85 11,510 40,807 +255
Apr11 101216 241.32 243.12 241.02 241.10 -1.00 6,517 26,359 -154
May11 101216 242.20 243.72 241.96 241.96 -1.00 4,309 13,329 +1,088
Jun11 101216 243.47 244.21 242.16 242.25 -1.02 4,142 16,854 +691
Jul11 101216 242.90 243.00 241.65 241.65 -1.04 497 4,345 -29
Aug11 101216 241.88 241.88 240.57 240.63 -1.00 548 5,294 +142
Sep11 101216 239.24 239.24 239.24 239.24 -0.95 824 2,770 -121
Oct11 101216 228.79 228.79 228.79 228.79 -0.89 569 3,130 +151
Total Volume and Open Interest 94,989 270,261 +1,720
e-miNY RBOB Gasoline(NYM)
Jan11 101216 230.40 230.43 230.40 230.40 -0.50 0 2 +0
Feb11 101216 230.20 230.20 230.10 230.10 -0.70 3 2 +1
Mar11 101216 231.10 231.10 231.05 231.10 -0.80 0 1 +0
Apr11 101216 241.10 241.10 241.10 241.10 -1.00 0 1 +0
Total Volume and Open Interest 3 10 +1
Natural Gas(NYM)
Jan11 101216 4.242 4.242 4.010 4.048 -0.174 139,392 102,350 -14,557
Feb11 101216 4.271 4.271 4.048 4.084 -0.167 87,055 125,143 +12,695
Mar11 101216 4.250 4.253 4.044 4.077 -0.158 30,910 151,930 +2,476
Apr11 101216 4.222 4.231 4.041 4.071 -0.145 22,923 84,313 +338
May11 101216 4.239 4.239 4.086 4.108 -0.140 5,694 37,512 -26
Jun11 101216 4.294 4.294 4.133 4.160 -0.134 3,337 16,505 -58
Jul11 101216 4.298 4.321 4.200 4.225 -0.127 3,154 13,790 +493
Aug11 101216 4.365 4.365 4.255 4.269 -0.125 1,471 14,752 -56
Sep11 101216 4.367 4.379 4.268 4.286 -0.126 1,448 11,119 +186
Oct11 101216 4.450 4.453 4.340 4.358 -0.128 7,770 50,861 -763
Nov11 101216 4.648 4.648 4.555 4.570 -0.116 1,539 21,523 -195
Dec11 101216 4.884 4.925 4.830 4.846 -0.107 1,844 20,716 -27
Jan12 101216 5.105 5.105 4.989 5.009 -0.107 4,530 32,162 +106
Feb12 101216 5.030 5.030 4.962 4.975 -0.099 89 7,011 -55
Mar12 101216 4.872 4.896 4.858 4.872 -0.092 214 16,819 +24
Apr12 101216 4.691 4.691 4.673 4.677 -0.077 254 13,322 +98
Total Volume and Open Interest 312,432 786,367 +985
Brent Crude Oil(ICE)
Feb11 101216 92.04 92.25 91.52 91.60 -0.55 228,128 264,518 +21,230
Mar11 101216 92.05 92.25 91.58 91.66 -0.52 74,610 167,818 +12,795
Apr11 101216 92.20 92.24 91.62 91.78 -0.48 33,170 54,138 +561
May11 101216 92.31 92.35 91.70 91.93 -0.43 16,057 39,580 +285
Jun11 101216 92.41 92.45 91.78 92.05 -0.40 30,153 61,411 -2,878
Jul11 101216 92.45 92.47 91.86 92.11 -0.38 5,031 20,768 +86
Aug11 101216 92.48 92.50 91.87 92.16 -0.36 5,228 11,661 -5
Sep11 101216 92.50 92.54 91.88 92.21 -0.33 3,491 15,950 +787
Oct11 101216 92.25 92.25 92.25 92.25 -0.33 3,965 8,528 -356
Nov11 101216 92.28 92.28 92.28 92.28 -0.32 1,301 10,725 -41
Dec11 101216 92.64 92.65 91.90 92.31 -0.33 17,965 84,941 +1,327
Jan12 101216 92.33 92.33 92.33 92.33 -0.33 759 9,836 +20
Feb12 101216 92.33 92.33 92.33 92.33 -0.33 273 5,675 +174
Mar12 101216 92.31 92.31 92.31 92.31 -0.33 0 3,627 +0
Total Volume and Open Interest 536,300 876,721 +434
Gas Oil(ICE)
Jan11 101216 768.00 771.00 764.00 769.25 +1.00 71,125 149,283 -7,733
Feb11 101216 773.00 775.75 769.00 774.00 +0.50 46,822 102,747 -866
Mar11 101216 776.75 778.75 772.25 776.75 unch 18,813 60,162 +2,414
Apr11 101216 778.25 779.50 773.75 777.75 -0.50 16,519 54,655 -280
May11 101216 779.75 780.75 775.00 779.00 -0.75 10,224 41,048 -2,971
Jun11 101216 781.75 782.25 776.50 780.75 -1.00 14,091 50,375 -1,799
Jul11 101216 779.25 783.25 779.25 782.75 -1.25 2,176 18,210 +194
Aug11 101216 785.75 786.00 782.50 785.50 -1.25 1,404 17,047 -441
Sep11 101216 789.25 789.25 784.00 787.75 -1.50 1,315 10,563 +186
Oct11 101216 785.25 790.25 785.25 789.00 -1.75 624 10,784 +197
Total Volume and Open Interest 194,083 626,405 -12,483
Ethanol(CBOT)
Dec10 101203 2.050 2.070 2.050 2.051 -0.024 83 136 -71
Jan11 101216 2.185 2.196 2.179 2.187 +0.011 269 822 -21
Feb11 101216 2.189 2.191 2.178 2.188 +0.009 193 877 -52
Mar11 101216 2.195 2.199 2.195 2.198 +0.010 84 1,040 -27
Apr11 101216 2.202 2.211 2.192 2.207 +0.007 27 660 -6
May11 101216 2.210 2.217 2.210 2.216 +0.006 35 468 -3
Jun11 101216 2.211 2.226 2.211 2.223 +0.013 12 565 +6
Jul11 101216 2.227 2.227 2.227 2.227 +0.002 18 726 -3
Total Volume and Open Interest 693 7,350 -66
WTI Crude Oil(ICE
Jan11 101216 88.43 88.64 87.63 87.70 -0.92 81,033 30,718 -10,241
Feb11 101216 89.18 89.30 88.33 88.40 -0.84 79,580 99,777 +6,123
Mar11 101216 89.83 89.95 89.12 89.18 -0.71 39,234 71,086 +90
Apr11 101216 90.32 90.38 89.79 89.79 -0.59 15,339 32,723 +3,064
May11 101216 90.19 90.74 90.18 90.24 -0.47 5,462 13,532 +245
Jun11 101216 90.66 91.02 90.39 90.56 -0.39 16,590 52,179 +2,805
Jul11 101216 90.57 90.82 90.57 90.81 -0.30 1,949 15,281 +258
Aug11 101216 90.65 90.96 90.65 90.96 -0.26 2,482 12,245 -680
Sep11 101216 90.90 91.16 90.68 91.08 -0.22 1,709 14,587 -461
Oct11 101216 91.16 91.16 91.16 91.16 -0.21 3,889 9,526 +1,600
Nov11 101216 91.25 91.25 91.25 91.25 -0.19 1,553 8,304 +20
Dec11 101216 91.20 91.57 90.83 91.35 -0.17 13,870 57,809 +146
Jan12 101216 91.30 91.30 91.30 91.30 -0.15 278 4,821 -49
Feb12 101216 91.23 91.23 91.23 91.23 -0.13 12 1,179 +0
Mar12 101216 91.18 91.18 91.18 91.18 -0.10 0 3,160 +0
Apr12 101216 91.10 91.10 91.10 91.10 -0.10 0 734 +0
Total Volume and Open Interest 265,909 511,419 +3,029
US Dollar Index(ICE)
Mar11 101216 80.510 80.760 80.185 80.550 -0.032 21,551 24,501 -138
Jun11 101216 80.950 80.950 80.950 80.950 -0.033 2 559 -2
Sep11 101216 81.310 81.310 81.310 81.310 -0.033 0 2 +0
Total Volume and Open Interest 21,553 25,062 -140
Australian Dollar(CME)
Mar11 101216 97.61 98.02 97.25 97.63 +0.28 95,566 113,606 +342
Jun11 101216 96.75 96.75 96.22 96.50 +0.28 34 192 +24
Sep11 101216 95.29 95.29 94.99 95.29 +0.30 0 14 +0
Total Volume and Open Interest 95,605 113,955 +371
British Pound(CME)
Mar11 101216 155.40 156.28 155.29 155.96 +0.67 118,889 70,882 +3,157
Jun11 101216 155.29 156.09 155.16 155.82 +0.66 33 70 +12
Sep11 101216 155.62 155.62 155.01 155.62 +0.61 3 5 +0
Total Volume and Open Interest 118,925 70,989 +3,169
Canadian Dollar(CME)
Mar11 101216 99.38 99.50 99.07 99.25 -0.17 99,602 102,580 +7,403
Jun11 101216 99.00 99.23 98.90 99.02 -0.17 84 1,658 +40
Sep11 101216 98.75 98.91 98.74 98.74 -0.17 11 892 +7
Dec11 101216 98.45 98.62 98.41 98.47 -0.15 54 940 -14
Total Volume and Open Interest 99,751 106,074 +7,436
Japanese Yen(CME)
Mar11 101216 118.77 119.32 118.52 118.94 +0.42 131,755 91,045 -4,818
Jun11 101216 118.96 119.47 118.69 119.12 +0.43 92 283 +46
Sep11 101216 119.37 119.37 118.94 119.37 +0.43 0 9 +0
Total Volume and Open Interest 131,847 91,338 -4,772
Swiss Franc(CME)
Mar11 101216 103.51 103.85 102.86 103.62 +0.24 50,637 42,510 +2,729
Jun11 101216 103.66 103.76 103.19 103.76 +0.24 29 34 +14
Sep11 101216 103.93 103.93 103.68 103.93 +0.25      
Total Volume and Open Interest 50,666 42,547 +2,743
EuroFX(CME)
Mar11 101216 132.16 132.63 131.78 132.10 unch 337,425 149,480 +3,050
Jun11 101216 132.24 132.46 131.78 132.04 +0.01 272 367 +56
Sep11 101216 132.00 132.00 131.96 131.96 unch 0 29 +0
Total Volume and Open Interest 337,697 149,887 +3,106
Mexican Peso(CME)
Jan11 101216 805.2 805.2 801.8 805.2 +3.5      
Feb11 101216 803.2 803.2 799.8 803.2 +3.5      
Total Volume and Open Interest 34,455 114,536 -2,258
30-Year T-Bonds(CBOT)
Dec10 101216 120~230 121~180 120~120 121~010 +0~150 1,364 20,620 -795
Mar11 101216 119~020 120~010 118~220 119~170 +0~150 316,512 554,216 -3,021
Jun11 101216 117~270 118~010 117~150 118~010 +0~140 144 612 +2
Total Volume and Open Interest 318,020 575,448 -3,814
10-Year T-Notes(CBOT)
Dec10 101216 120~090 120~210 119~240 120~120 +0~115 13,868 8,250 -3,338
Mar11 101216 118~270 119~185 118~170 119~070 +0~100 1,240,595 1,361,366 +22,268
Jun11 101216 117~050 118~010 117~050 118~010 +0~075 0 41 +0
Total Volume and Open Interest 1,254,463 1,369,663 +18,930
5-Year T-Notes(CBOT)
Dec10 101216 118~007 118~029 117~099 118~019 +0~025 9,221 20,752 -2,832
Mar11 101216 116~109 117~035 116~080 117~010 +0~018 530,768 988,213 +5,984
Jun11 101216 116~034 116~034 116~016 116~034 +0~018      
Total Volume and Open Interest 539,989 1,008,965 +3,152
2 Year T-Notes(CBOT)
Dec10 101216 109~064 109~064 109~052 109~060 +0~001 2,999 19,742 -1,261
Mar11 101216 109~021 109~030 109~015 109~025 unch 193,409 641,377 +6,489
Jun11 101216 109~000 109~000 109~000 109~000 unch 0 25 +0
Total Volume and Open Interest 196,408 661,144 +5,228
Eurodollars(CME)
Mar11 101216 99.525 99.580 99.525 99.570 +0.040 315,007 1,156,398 -1,326
Jun11 101216 99.375 99.450 99.360 99.430 +0.050 286,572 1,009,359 +6,670
Sep11 101216 99.210 99.295 99.200 99.270 +0.040 294,629 905,837 +1,194
Dec11 101216 99.020 99.110 99.005 99.085 +0.035 310,738 750,709 +4,612
Mar12 101216 98.805 98.900 98.775 98.875 +0.030 354,484 811,780 +6,619
Jun12 101216 98.560 98.655 98.510 98.625 +0.025 244,388 499,355 +16,269
Sep12 101216 98.310 98.410 98.250 98.370 +0.020 225,332 385,117 +16,187
Dec12 101216 98.035 98.140 97.970 98.100 +0.025 210,090 289,887 +12,249
Mar13 101216 97.765 97.870 97.690 97.825 +0.025 119,714 190,679 -1,951
Jun13 101216 97.485 97.595 97.400 97.540 +0.025 86,151 158,454 +2,406
Sep13 101216 97.200 97.320 97.115 97.265 +0.025 86,130 182,245 -857
Dec13 101216 96.920 97.045 96.835 96.980 +0.025 80,328 134,257 +3,884
Mar14 101216 96.660 96.795 96.580 96.730 +0.030 30,769 109,603 -313
Jun14 101216 96.420 96.545 96.320 96.470 +0.030 27,414 107,913 -870
Sep14 101216 96.175 96.290 96.075 96.225 +0.035 25,780 72,226 -1,745
Dec14 101216 95.935 96.070 95.840 95.985 +0.035 26,393 75,266 +1,766
Mar15 101216 95.730 95.880 95.635 95.780 +0.035 15,818 52,418 -47
Jun15 101216 3.785 3.935 3.695 3.840 +0.040 15,260 39,018 +95
Total Volume and Open Interest 2,806,263 7,135,015 +70,949
30 Day Federal Funds(CBOT)
Dec10 101216 99.823 99.825 99.820 99.823 unch 864 98,355 +57
Jan11 101216 99.815 99.825 99.815 99.820 -0.005 3,782 64,787 +39
Feb11 101216 99.815 99.820 99.810 99.815 -0.005 2,888 56,945 +908
Mar11 101216 99.810 99.815 99.805 99.815 unch 1,551 38,768 +946
Apr11 101216 99.815 99.820 99.805 99.815 -0.005 1,270 37,431 +176
May11 101216 99.805 99.810 99.795 99.805 -0.005 1,930 45,162 +537
Total Volume and Open Interest 37,678 567,217 +4,682
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 101216 99.655 99.655 99.655 99.655 +0.015 10 886 +7
Jun11 101216 99.625 99.625 99.625 99.625 +0.005 0 175 +0
Sep11 101216 99.610 99.610 99.610 99.610 +0.005      
Dec11 101216 99.600 99.600 99.600 99.600 +0.005 0 75 +0
Mar12 101216 99.590 99.590 99.590 99.590 +0.005      
Jun12 101216 99.640 99.640 99.640 99.640 +0.005      
Sep12 101216 99.590 99.590 99.590 99.590 +0.005      
Dec12 101216 99.285 99.285 99.285 99.285 +0.005      
Mar13 101216 99.285 99.285 99.285 99.285 +0.005      
Jun13 101216 99.240 99.240 99.240 99.240 +0.005      
Total Volume and Open Interest 10 1,136 +7
3-Mth Euro-Yen(SGX)
Mar11 101216 99.64 99.64 99.64 99.64 +0.00 0 1,894 +7
Jun11 101216 99.62 99.62 99.62 99.62 +0.00 5 1,364 +0
Sep11 101216 99.61 99.61 99.61 99.61 +0.00 200 1,033 +0
Dec11 101216 99.60 99.60 99.60 99.60 +0.00 0 385 +0
Mar12 101216 99.59 99.59 99.59 99.59 +0.00 0 305 +0
Jun12 101216 99.64 99.64 99.64 99.64 +0.00 0 754 +0
Sep12 101216 99.59 99.59 99.59 99.59 +0.00 0 310 +0
Dec12 101216 99.29 99.29 99.29 99.29 +0.01 0 3 +0
Total Volume and Open Interest 205 6,049 +7
Japanese Gov't Bonds(SGX)
Mar11 101216 139.02 139.12 138.54 139.10 +0.15 4,802 12,011 +524
Jun11 101216 137.01 137.01 137.01 137.01 +0.15      
Sep11 101216 134.92 134.92 134.92 134.92 +0.15      
Total Volume and Open Interest 4,802 12,011 +524
Euro-Bund(EUREX)
Mar11 101216 124.00 124.35 123.78 123.87 -0.36 596,435 893,085 +16,635
Jun11 101216 122.90 122.90 122.45 122.45 -0.38 184 552 +8
Sep11 101216 122.40 122.40 122.40 122.40 -0.38      
Total Volume and Open Interest 596,619 893,637 +16,643
Euro-Bobl(EUREX)
Mar11 101216 117.57 117.77 117.41 117.48 -0.27 347,097 647,296 +14,530
Jun11 101216 116.25 116.25 116.03 116.03 -0.31 400 33 +0
Sep11 101216 116.03 116.03 116.03 116.03 -0.31      
Total Volume and Open Interest 347,497 647,329 +14,530
3-Mth Euribor(EUREX)
Dec10 101213 98.975 98.975 98.970 98.975 +0.005 315 7,182 -322
Mar11 101216 98.880 98.885 98.880 98.880 -0.010 311 7,569 -425
Jun11 101216 98.710 98.730 98.710 98.715 -0.020 3,574 9,311 +3,487
Total Volume and Open Interest 3,977 25,311 +2,984
Long Gilt(LIFFE)
Dec10 101216 118~19 118~19 118~19 118~19 -0~05 21 3,895 -13
Mar11 101216 117~06 117~17 117~04 117~09 -0~05 102,827 243,389 -5,846
Total Volume and Open Interest 102,848 247,284 -5,859
3-Mth Short Sterling(LIFFE)
Mar11 101216 99.15 99.15 99.12 99.13 -0.02 49,997 281,524 +836
Jun11 101216 98.98 98.98 98.94 98.95 -0.04 58,162 232,582 -5,863
Sep11 101216 98.78 98.79 98.75 98.76 -0.04 64,444 204,562 -13,034
Dec11 101216 98.55 98.57 98.51 98.54 -0.03 108,026 245,690 -6,840
Mar12 101216 98.33 98.35 98.28 98.31 -0.03 80,643 220,095 +800
Jun12 101216 98.06 98.09 98.03 98.05 -0.04 66,593 137,982 +7,240
Total Volume and Open Interest 556,370 1,679,422 -297,124
3-Mth Euribor(LIFFE)
Mar11 101216 98.880 98.890 98.870 98.880 -0.010 84,922 521,619 +1,600
Jun11 101216 98.715 98.735 98.705 98.715 -0.020 103,865 453,431 +841
Sep11 101216 98.540 98.575 98.540 98.555 -0.025 86,791 339,301 -5,631
Total Volume and Open Interest 686,762 2,505,525 -11,422
3-Mth Aus T-Bills(SFE)
Dec10 101209 94.95 94.98 94.88 94.94 -0.02 18,793 950 -57,704
Mar11 101216 94.91 94.93 94.90 94.91 unch 11,073 192,501 -2,732
Jun11 101216 94.75 94.76 94.73 94.75 +0.01 8,349 110,704 -7,692
Sep11 101216 94.60 94.62 94.58 94.59 -0.01 6,335 70,190 -158
Dec11 101216 94.49 94.51 94.47 94.48 -0.01 4,419 47,342 -125
Mar12 101216 94.42 94.45 94.40 94.41 -0.01 2,559 42,449 -441
Jun12 101216 94.37 94.38 94.34 94.35 -0.01 1,782 38,438 -124
Sep12 101216 94.33 94.34 94.30 94.31 -0.01 738 19,211 +206
Dec12 101216 94.26 94.27 94.25 94.27 -0.01 489 7,440 +198
Mar13 101216 94.24 94.25 94.24 94.25 +0.02 25 2,537 +0
Total Volume and Open Interest 35,774 532,208 -10,868
10-Year Aus T-Bonds(SFE)
Mar11 101216 94.32 94.35 94.26 94.30 -0.01 29,046 347,848 -39,864
Jun11 101216 94.32 94.32 94.32 94.32        
3-Year Aus T-Bonds(SFE)
Mar11 101216 94.68 94.71 94.64 94.67 -0.01 69,180 368,673 -5,914
Jun11 101216 94.69 94.69 94.69 94.69        
Gold(CMX)
Dec10 101216 1380.9 1385.0 1362.5 1370.4 -15.1 215 765 -144
Feb11 101216 1378.9 1387.3 1361.6 1371.0 -15.2 151,373 358,691 -1,744
Apr11 101216 1384.5 1389.1 1364.7 1373.2 -15.2 10,731 51,452 -2,991
Jun11 101216 1384.5 1390.8 1366.7 1375.4 -15.2 4,457 34,468 +754
Aug11 101216 1389.9 1392.4 1370.1 1377.7 -15.2 409 15,062 +225
Oct11 101216 1390.1 1392.0 1372.4 1380.1 -15.3 1,411 11,531 +964
Dec11 101216 1393.8 1393.8 1373.9 1382.8 -15.3 1,988 26,365 +774
Feb12 101216 1379.2 1385.7 1379.2 1385.7 -15.2 12 6,597 +5
Apr12 101216 1388.8 1388.8 1388.8 1388.8 -15.1 25 5,238 +25
Jun12 101216 1392.2 1392.2 1392.2 1392.2 -15.3 340 12,178 +15
Aug12 101216 1396.1 1396.1 1396.1 1396.1 -15.1 0 6,086 +0
Oct12 101216 1400.6 1400.6 1400.6 1400.6 -14.8 0 1,080 +0
Total Volume and Open Interest 175,539 593,057 -1,595
Silver(CMX)
Dec10 101216 2902.0 2902.0 2840.0 2875.7 -46.8 34 373 -45
Mar11 101216 2881.5 2925.5 2835.0 2878.2 -47.1 62,218 74,877 -644
May11 101216 2904.0 2927.5 2848.0 2883.4 -47.2 1,572 12,408 -205
Jul11 101216 2883.0 2902.0 2855.0 2888.2 -47.4 157 8,990 +54
Sep11 101216 2888.0 2909.0 2887.0 2893.3 -47.6 865 6,188 -100
Dec11 101216 2925.5 2943.0 2864.5 2900.8 -47.5 1,282 12,055 +902
Mar12 101216 2920.5 2920.5 2908.0 2908.0 -47.3 2 374 +0
Total Volume and Open Interest 68,114 130,332 +187
Platinum(NYMEX)
Jan11 101216 1696.0 1707.3 1686.5 1698.6 -5.8 6,378 21,612 -1,815
Apr11 101216 1701.1 1710.0 1691.1 1703.1 -6.2 2,045 14,240 +1,624
Jul11 101216 1707.5 1707.5 1705.5 1705.5 -6.6 6 476 +6
Oct11 101216 1705.5 1705.5 1705.5 1705.5 -6.6 0 6 +0
Total Volume and Open Interest 8,429 36,335 -185
Palladium(NYMEX)
Dec10 101216 741.05 741.05 741.05 741.05 -10.10 0 37 -100
Mar11 101216 749.85 758.00 730.00 742.55 -10.10 3,100 22,464 -101
Jun11 101216 750.95 750.95 732.05 743.75 -10.10 5 390 +0
Total Volume and Open Interest 3,121 22,924 -200
Copper(CMX)
Dec10 101216 409.65 413.20 407.50 411.05 -1.60 627 2,317 -335
Mar11 101216 410.75 413.85 407.80 411.60 -1.65 33,594 114,674 -54
May11 101216 412.10 412.10 407.50 410.90 -1.55 1,790 26,275 +660
Jul11 101216 408.45 409.40 408.45 409.10 -1.35 479 6,837 +250
Sep11 101216 405.80 407.10 405.80 407.10 -1.15 74 5,010 +2
Total Volume and Open Interest 37,018 164,069 +523
DJIA Index(CBOT)
Dec10 101216 11476 11500 11450 11490 +12 1,555 7,411 +635
Mar11 101216 11413 11450 11355 11431 +16 2,186 4,081 +1,643
Jun11 101216 11381 11381 11368 11381 +13      
Sep11 101216 11305 11305 11293 11305 +12      
Total Volume and Open Interest 3,741 11,492 +2,278
S & P 500(CME)
Dec10 101216 1236.80 1244.00 1233.00 1243.40 +6.40 48,563 164,357 -43,685
Mar11 101216 1232.00 1239.50 1228.00 1238.50 +6.40 56,146 250,676 +32,446
Jun11 101216 1232.30 1233.60 1225.30 1233.60 +6.30 0 3,864 +1
Sep11 101216 1228.80 1228.80 1220.60 1228.80 +6.20 0 755 +0
Total Volume and Open Interest 104,709 420,002 -11,238
S & P 500 E-Mini(Globex)
Dec10 101216 1237.00 1244.50 1232.50 1243.50 +6.50 533,898 1,177,387 -220,602
Mar11 101216 1232.00 1239.75 1227.50 1238.50 +6.50 2,114,241 2,245,053 +253,240
Total Volume and Open Interest 2,648,269 3,423,825 +32,659
NASDAQ 100(CME)
Dec10 101216 2203.00 2221.00 2203.00 2220.30 +18.00 5,293 26,157 +337
Mar11 101216 2203.50 2224.50 2197.50 2219.30 +18.00 3,742 6,803 +2,281
Jun11 101216 2217.30 2218.30 2217.30 2217.30 +18.00 0 15 +15
Total Volume and Open Interest 9,035 32,975 +2,633
NASDAQ 100 E-Mini(Globex)
Dec10 101216 2204.00 2225.80 2197.80 2220.30 +18.00 101,017 215,207 -56,149
Mar11 101216 2201.80 2224.80 2197.30 2219.30 +18.00 320,618 308,937 +59,566
Total Volume and Open Interest 421,638 524,239 +3,492
S & P Midcap 400(CME)
Dec10 101216 900.30 900.30 900.20 900.30 +8.10 456 2,834 -415
Mar11 101216 900.00 900.00 898.10 898.10 +7.90 474 760 +430
Jun11 101216 894.60 896.10 894.60 894.60 +6.50      
Total Volume and Open Interest 930 3,594 +15
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 101216 10390 10410 10310 10375 unch 5,427 36,835 -574
Jun11 101216 10355 10355 10355 10355 unch 0 2 +0
Total Volume and Open Interest 5,427 36,837 -574
Nikkei 225(SGX)
Mar11 101216 10280 10350 10275 10295 +5 80,454 194,275 -2,481
Jun11 101216 10220 10220 10220 10220 unch 13 2,213 +2
Sep11 101216 10225 10225 10225 10225 +10      
Total Volume and Open Interest 80,467 208,110 -459
CAC 40(EURONEXT)
Dec10 101216 3879.5 3899.0 3861.0 3887.5 +6.0 238,714 311,827 -80,996
Jan11 101216 3887.0 3902.0 3864.5 3890.5 +5.5 129,672 296,589 +97,545
Feb11 101216 3895.5 3899.0 3893.0 3893.0 +7.5 0 80 +10
Total Volume and Open Interest 383,655 651,468 +30,405
Hang Seng Index(HKFE)
Dec10 101216 22963 23005 22521 22552 -398 72,366 91,000 -778
Jan11 101216 22920 23000 22526 22558 -397 2,468 4,416 +769
Total Volume and Open Interest 74,959 99,375 +79
DAX(EUREX)
Dec10 101216 7012.0 7035.0 6990.0 7023.0 unch 235,531 116,469 -56,680
Mar11 101216 7036.5 7053.5 7009.0 7042.5 +1.5 125,386 133,038 +42,871
Jun11 101216 7054.0 7073.0 7032.5 7065.5 +2.0 11,891 9,665 +2,869
Total Volume and Open Interest 372,808 259,172 -10,940
FT-SE 100(EURONEXT)
Dec10 101216 5863.50 5909.00 5861.50 5883.00 -13.50 234,428 185,988 -114,885
Mar11 101216 5827.00 5872.50 5825.00 5847.00 -12.50 182,099 591,478 +138,548
Jun11 101216 5790.00 5810.00 5790.00 5802.50 -14.50 1 1,107 +0
Total Volume and Open Interest 416,528 778,583 +23,663
SPI 200(SFE)
Dec10 101216 4765.0 4785.0 4752.0 4762.0 -8.0 15,081 65,257 -117,974
Mar11 101216 4765.0 4787.0 4751.0 4782.0 +12.0 30,441 180,660 +8,117
Jun11 101216 4803.0 4806.0 4803.0 4806.0 +13.0 4 2,381 +2
Total Volume and Open Interest 45,633 251,391 -110,260
GSCI(CME)
Jan11 101216 610.50 612.50 606.50 607.25 -3.65 350 14,698 +104
Feb11 101216 613.50 615.00 610.00 610.50 -3.40      
Mar11 101216 616.00 616.00 611.50 612.00 -3.00      
Total Volume and Open Interest 350 14,698  
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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