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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 22, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101222 1324.50 1333.00 1317.50 1328.75 +2.50 84,123 102,644 -9,406
Mar11 101222 1336.25 1343.75 1328.50 1339.75 +2.25 66,848 271,767 +9,607
May11 101222 1342.25 1350.50 1336.75 1346.75 +2.25 13,944 86,805 +1,407
Jul11 101222 1344.50 1353.00 1337.50 1349.00 +2.75 11,237 67,443 -427
Aug11 101222 1323.50 1323.50 1322.25 1323.50 +1.25 167 2,185 +4
Sep11 101222 1289.00 1289.25 1285.00 1285.00 -0.50 97 2,818 -13
Nov11 101222 1246.75 1254.50 1243.00 1248.50 -1.25 8,031 108,230 +1,795
Total Volume and Open Interest 186,406 660,863 +3,931
Soybean Meal(CBOT)
Jan11 101222 352.80 353.10 350.00 352.70 +0.10 25,312 24,077 -5,366
Mar11 101222 356.50 356.90 353.50 356.40 unch 23,645 82,863 +4,048
May11 101222 356.80 357.60 354.90 357.30 +0.30 4,888 28,722 +6
Jul11 101222 357.50 358.60 354.70 358.00 +0.40 3,168 20,017 -2
Aug11 101222 348.00 348.90 347.80 348.90 +0.50 464 6,108 +76
Sep11 101222 336.30 337.20 335.60 336.90 +0.30 363 5,774 -15
Oct11 101222 319.40 320.70 318.50 320.00 -0.10 297 4,851 -48
Dec11 101222 316.70 318.10 315.00 317.00 -0.10 2,014 18,956 +261
Total Volume and Open Interest 60,372 194,131 -963
Soybean Oil(CBOT)
Jan11 101222 55.45 56.06 55.35 55.97 +0.41 60,001 41,532 -6,490
Mar11 101222 55.95 56.68 55.88 56.57 +0.48 64,673 186,359 +10,366
May11 101222 56.37 57.00 56.24 56.92 +0.48 5,909 43,003 +665
Jul11 101222 56.57 57.09 56.38 57.03 +0.44 4,513 40,192 +594
Aug11 101222 56.53 57.03 56.46 57.00 +0.42 293 4,613 -24
Sep11 101222 56.66 57.00 56.57 56.93 +0.40 315 5,298 +48
Oct11 101222 56.71 56.80 56.14 56.80 +0.40 328 7,525 +94
Dec11 101222 56.53 56.85 56.20 56.78 +0.37 728 25,713 +27
Total Volume and Open Interest 136,772 354,995 +5,291
Canola(WCE)
Jan11 101222 572.6 576.9 568.3 575.4 +6.0 11,479 26,827 -8,994
Mar11 101222 577.0 585.0 576.0 583.4 +7.0 13,523 102,973 +9,228
May11 101222 582.0 588.2 581.0 586.9 +7.6 599 8,593 +185
Jul11 101222 580.4 586.0 579.5 585.2 +5.3 662 15,748 +79
Nov11 101222 524.8 526.3 520.4 525.2 +3.2 1,448 36,315 +611
Total Volume and Open Interest 27,764 193,114 +1,147
Corn(CBOT)
Mar11 101222 602.50 609.75 600.00 609.00 +6.75 75,074 732,442 -1,299
May11 101222 610.25 617.50 608.25 617.00 +6.75 14,258 192,489 +1,803
Jul11 101222 614.00 621.75 612.75 621.25 +7.00 12,973 229,451 +646
Sep11 101222 568.00 574.25 568.00 573.25 +5.00 2,062 42,360 +459
Dec11 101222 545.00 551.50 543.25 550.00 +4.25 13,869 258,626 +362
Mar12 101222 552.75 558.75 552.00 558.00 +4.25 819 19,572 +257
Total Volume and Open Interest 120,757 1,518,419 +2,405
Wheat(CBOT)
Mar11 101222 762.50 785.25 756.00 783.50 +18.50 23,700 224,824 -578
May11 101222 792.50 810.50 783.75 809.75 +17.25 3,934 63,489 +29
Jul11 101222 805.00 823.50 797.50 822.50 +16.25 5,768 104,363 +797
Sep11 101222 820.00 837.25 812.50 836.25 +16.25 1,074 17,837 +327
Dec11 101222 833.75 851.75 827.00 850.50 +15.75 1,761 55,593 -36
Total Volume and Open Interest 36,469 480,241 +586
Wheat(KCBT)
Mar11 101222 825.25 845.00 818.50 844.50 +18.00 6,224 112,069 -579
May11 101222 835.00 852.50 828.25 852.50 +17.75 1,306 25,883 +19
Jul11 101222 839.50 858.75 833.00 858.00 +17.25 2,045 53,789 -124
Sep11 101222 847.00 866.75 842.75 866.00 +17.25 415 13,276 +155
Dec11 101222 849.75 874.50 849.75 874.00 +17.25 973 10,604 +103
Total Volume and Open Interest 10,981 217,820 -424
Wheat(MGE)
Dec10 101214 831.25 831.25 831.25 831.25 -27.50 16 14 -12
Mar11 101222 857.75 875.00 851.00 869.75 +12.00 2,297 29,396 +434
May11 101222 864.00 880.25 858.25 876.75 +12.50 676 12,090 +169
Jul11 101222 865.75 881.50 860.00 878.00 +11.00 410 8,733 +64
Sep11 101222 858.00 872.25 854.00 871.25 +12.50 236 8,816 +91
Total Volume and Open Interest 4,040 68,149 +771
Oats(CBOT)
Mar11 101222 394.75 397.00 387.00 391.75 -2.50 516 9,885 +148
May11 101222 400.00 400.50 392.00 395.50 -3.00 6 667 +1
Jul11 101222 403.00 403.00 396.00 396.50 -5.00 15 242 -1
Sep11 101222 352.50 352.50 338.25 351.50 +13.25 0 2 +0
Total Volume and Open Interest 537 11,771 +148
Rough Rice(CBOT)
Jan11 101222 13.60 13.76 13.40 13.43 -0.20 1,166 4,497 -738
Mar11 101222 13.93 14.09 13.70 13.73 -0.20 1,304 10,214 +866
May11 101222 14.10 14.16 13.99 14.01 -0.20 22 1,499 +8
Jul11 101222 14.32 14.44 14.27 14.27 -0.20 4 1,588 +4
Total Volume and Open Interest 2,496 18,508 +140
Live Cattle(CME)
Dec10 101222 102.600 104.680 101.900 104.135 +1.285 3,488 9,153 -1,796
Feb11 101222 105.680 108.800 105.550 107.550 +1.750 15,314 150,010 -1,071
Apr11 101222 109.480 111.980 109.050 110.950 +1.415 7,131 85,366 +177
Jun11 101222 107.100 109.500 106.600 108.285 +1.150 3,643 45,813 +962
Aug11 101222 107.600 109.900 107.250 108.900 +1.250 1,130 16,260 +265
Oct11 101222 109.950 111.500 109.600 110.800 +0.665 698 10,128 +148
Total Volume and Open Interest 31,961 325,371 -1,094
Feeder Cattle(CME)
Jan11 101222 121.400 122.480 120.635 121.680 +0.330 1,516 8,042 -424
Mar11 101222 122.750 124.150 122.100 123.635 +0.655 2,979 19,466 +804
Apr11 101222 123.450 124.600 122.500 124.100 +0.650 646 4,233 +106
May11 101222 123.535 124.650 122.635 124.500 +0.715 610 5,711 +343
Aug11 101222 124.000 125.000 122.950 124.730 +0.695 765 5,751 +365
Sep11 101222 122.950 123.800 122.000 123.700 +0.500 54 463 +29
Oct11 101222 122.400 123.000 121.100 122.700 +0.400 10 123 +3
Total Volume and Open Interest 6,586 43,851 +1,232
Lean Hogs(CME)
Feb11 101222 76.000 78.950 75.900 78.885 +2.910 8,665 83,007 +1,123
Apr11 101222 80.500 83.000 80.400 82.900 +2.500 2,031 51,604 +133
May11 101222 87.035 89.500 87.035 89.500 +2.465 60 1,704 +3
Jun11 101222 89.600 91.400 89.600 91.385 +1.785 935 33,193 +79
Jul11 101222 89.150 90.700 89.150 90.680 +1.480 145 7,524 +36
Aug11 101222 88.800 89.830 88.800 89.730 +1.130 231 8,814 +81
Oct11 101222 79.200 80.385 79.200 80.300 +0.970 132 5,653 +105
Dec11 101222 76.200 77.000 76.200 76.950 +0.550 21 2,116 +6
Total Volume and Open Interest 12,225 194,321 +1,565
Class III Milk(CME)
Dec10 101222 13.75 13.75 13.73 13.73 -0.01 31 5,870 -5
Jan11 101222 13.20 13.23 12.99 13.08 -0.08 132 4,618 +8
Feb11 101222 13.47 13.49 13.20 13.31 -0.08 211 4,607 +47
Mar11 101222 13.83 13.83 13.62 13.64 -0.08 96 3,397 +18
Apr11 101222 14.25 14.25 14.12 14.15 -0.09 36 2,494 +17
Total Volume and Open Interest 848 32,346 +263
Cocoa(ICE)
Mar11 101222 2980 2993 2946 2970 -5 4,548 68,825 +266
May11 101222 2988 3006 2966 2987 -6 1,209 22,068 -721
Jul11 101222 3001 3023 2980 3001 -7 168 11,834 -48
Sep11 101222 3000 3031 2994 3014 -6 209 6,821 +71
Dec11 101222 3021 3047 3011 3031 -7 61 11,305 +14
Mar12 101222 3088 3097 3075 3093 -7 0 11,023 +0
May12 101222 3073 3087 3073 3084 -13 0 4,147 +0
Total Volume and Open Interest 6,195 137,878 -418
Coffee "C"(ICE)
Dec10 101220 224.80 225.45 223.85 224.65 -0.60 90 96 -31
Mar11 101222 233.85 242.25 228.65 230.20 -3.65 13,272 89,756 +516
May11 101222 235.25 243.50 230.20 231.60 -3.65 3,856 26,477 +261
Jul11 101222 234.05 241.00 229.05 230.20 -3.70 1,920 9,295 +1,041
Sep11 101222 235.00 237.70 225.25 226.30 -3.80 447 4,368 +64
Dec11 101222 232.55 232.55 221.20 221.20 -4.05 167 6,752 +104
Total Volume and Open Interest 19,726 137,925 +2,024
Orange Juice(ICE)
Jan11 101222 162.90 168.40 161.70 167.65 +5.70 3,217 5,016 -1,361
Mar11 101222 161.00 163.65 159.25 162.75 +2.80 3,281 17,777 +1,092
May11 101222 162.00 164.50 161.65 164.10 +3.15 961 3,789 -9
Jul11 101222 162.75 164.75 162.10 164.75 +2.80 329 2,416 +18
Sep11 101222 165.75 165.75 165.75 165.75 +2.85 2 371 -1
Nov11 101222 163.75 165.95 163.50 165.95 +3.00 6 59 +4
Total Volume and Open Interest 7,796 29,451 -257
Sugar #11(ICE)
Mar11 101222 32.67 33.30 32.05 33.13 +0.11 40,611 244,238 +123
May11 101222 29.34 29.91 28.76 29.77 +0.22 16,191 112,360 -1,243
Jul11 101222 25.56 26.25 25.30 26.12 +0.29 9,644 100,220 +269
Oct11 101222 23.53 24.14 23.29 24.03 +0.24 5,681 57,195 -780
Mar12 101222 22.58 23.12 22.36 23.01 +0.19 2,164 47,923 +811
Total Volume and Open Interest 75,519 606,435 -881
London Cocoa(LCE)
Mar11 101222 2010 2010 1990 2009 +1 5,804 65,074 -824
May11 101222 2015 2018 2000 2018 +2 522 21,784 -68
Jul11 101222 2028 2030 2012 2026 -2 1,241 20,605 +792
Sep11 101222 2035 2037 2020 2033 -1 272 13,208 +68
Dec11 101222 2042 2044 2030 2042 unch 40 17,362 +25
Mar12 101222 2049 2060 2045 2055 -2 505 17,369 +0
May12 101222 2053 2063 2053 2062 unch 12 3,141 +0
Total Volume and Open Interest 8,396 158,967 -7
London Sugar(LCE)
Mar11 101222 794.60 806.00 783.30 784.50 -25.80 2,602 28,159 -269
May11 101222 760.50 771.50 747.30 748.50 -27.10 334 10,125 -18
Aug11 101222 687.10 687.10 670.00 670.80 -23.70 85 7,403 +15
Oct11 101222 625.10 627.10 611.10 613.30 -19.80 40 2,223 +5
Dec11 101222 604.50 608.60 590.70 592.20 -19.50 22 887 +14
Total Volume and Open Interest 3,083 49,374 -253
Cotton(ICE)
Mar11 101222 155.50 155.94 154.12 154.12 -5.00 7,481 105,062 -685
May11 101222 143.48 143.48 139.69 139.69 -5.00 3,767 21,871 -51
Jul11 101222 128.50 128.50 126.35 126.35 -5.00 5,993 30,090 +65
Oct11 101222 105.60 105.60 105.26 105.60 -5.00 121 183 +20
Dec11 101222 97.07 97.25 92.47 94.94 -2.53 5,339 42,758 +1,700
Mar12 101222 89.20 89.50 87.40 89.50 -2.90 17 878 +2
Total Volume and Open Interest 22,761 202,337 +1,087
Lumber(CME)
Jan11 101222 298.2 307.9 298.2 307.0 +8.3 265 1,658 -110
Mar11 101222 312.0 320.6 311.6 319.3 +6.4 566 5,738 +217
May11 101222 320.8 328.4 320.4 326.8 +7.3 141 1,908 +56
Jul11 101222 328.0 329.5 326.1 329.2 +3.2 51 697 +46
Total Volume and Open Interest 1,024 10,133 +210
Crude Oil(NYM)
Feb11 101222 89.99 90.80 89.85 90.48 +0.66 187,321 308,656 +3,445
Mar11 101222 90.79 91.55 90.67 91.21 +0.57 59,526 183,153 -3,395
Apr11 101222 91.44 92.15 91.30 91.81 +0.54 31,260 80,991 +4,813
May11 101222 91.90 92.55 91.79 92.25 +0.53 15,366 53,452 +3,086
Jun11 101222 92.11 92.80 92.01 92.52 +0.51 18,997 89,138 +713
Jul11 101222 92.31 92.91 92.31 92.73 +0.49 3,854 42,051 +763
Aug11 101222 92.44 92.94 92.44 92.84 +0.47 2,613 20,739 +16
Sep11 101222 92.52 92.91 92.52 92.91 +0.45 2,377 26,495 +397
Oct11 101222 92.61 93.00 92.54 92.95 +0.42 1,494 19,118 -199
Nov11 101222 92.83 92.99 92.83 92.99 +0.40 1,823 20,608 +4
Dec11 101222 92.67 93.21 92.61 93.04 +0.37 18,099 152,670 -148
Jan12 101222 92.97 92.97 92.97 92.97 +0.35 508 27,565 -145
Feb12 101222 92.88 92.88 92.88 92.88 +0.34 143 8,393 -20
Mar12 101222 92.78 92.78 92.78 92.78 +0.32 103 10,084 -13
Apr12 101222 92.68 92.68 92.68 92.68 +0.31 71 4,499 -10
May12 101222 92.58 92.58 92.58 92.58 +0.29 173 5,536 -103
Total Volume and Open Interest 357,619 1,369,544 +12,114
e-miNY Crude Oil(NYM)
Dec10 101118 80.400 82.300 80.400 81.850 +1.400 7,920 4,586 -336
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 101222 89.975 90.775 89.850 90.475 +0.650 4,843 3,471 -225
Mar11 101222 90.950 91.525 90.675 91.200 +0.550 442 1,152 +180
Apr11 101222 91.875 91.875 91.725 91.800 +0.525 20 65 -1
May11 101222 92.250 92.250 92.250 92.250 +0.525 0 14 +0
Jun11 101222 92.525 92.525 92.525 92.525 +0.525 0 44 +0
Jul11 101222 92.700 92.875 92.700 92.725 +0.475 0 5 +0
Aug11 101222 92.850 92.850 92.850 92.850 +0.475 12 8 +0
Sep11 101222 92.900 92.900 92.900 92.900 +0.450 0 2 +0
Total Volume and Open Interest 5,318 4,994 -47
Heating Oil(NYM)
Jan11 101222 251.93 253.60 251.57 252.85 +1.21 29,076 41,659 -8,864
Feb11 101222 253.28 254.88 252.85 254.02 +1.11 33,364 90,372 +7,996
Mar11 101222 253.65 255.08 253.18 254.15 +0.98 8,433 50,072 +273
Apr11 101222 252.75 253.35 252.13 252.71 +0.81 5,940 24,993 -611
May11 101222 251.21 252.58 251.21 251.74 +0.75 2,344 18,357 +499
Jun11 101222 250.99 252.47 250.85 251.67 +0.75 6,612 36,039 -261
Jul11 101222 252.86 252.86 252.32 252.62 +0.73 1,753 8,161 -184
Aug11 101222 254.13 254.13 253.62 253.69 +0.70 2,482 4,711 +192
Sep11 101222 254.57 255.19 254.57 254.84 +0.70 1,839 4,814 +576
Oct11 101222 255.99 256.10 255.77 256.04 +0.70 545 4,011 +190
Nov11 101222 257.54 257.54 257.14 257.44 +0.70 674 3,674 +42
Dec11 101222 257.97 258.95 257.78 258.69 +0.72 2,546 14,711 -107
Total Volume and Open Interest 95,959 310,699 -163
Gasoline(NYMEX)
Jan11 101222 241.35 242.60 240.73 242.45 +2.60 27,194 35,397 -6,239
Feb11 101222 239.40 240.93 239.12 240.69 +2.53 34,597 87,697 +3,739
Mar11 101222 239.04 240.37 238.67 240.23 +2.32 12,290 44,218 -569
Apr11 101222 248.68 249.41 248.41 249.27 +2.15 5,591 31,664 +579
May11 101222 248.35 249.60 248.35 249.52 +1.99 3,536 14,572 +468
Jun11 101222 248.66 249.60 248.43 249.24 +1.71 4,493 18,909 +818
Jul11 101222 248.25 248.25 247.50 248.20 +1.58 1,051 4,782 +95
Aug11 101222 247.00 247.00 245.90 246.75 +1.47 870 5,754 +291
Sep11 101222 245.20 245.20 244.65 244.95 +1.35 515 2,923 +118
Oct11 101222 234.05 234.05 234.05 234.05 +1.09 556 3,163 +18
Total Volume and Open Interest 92,281 282,834 -905
e-miNY RBOB Gasoline(NYM)
Jan11 101222 242.50 242.50 242.45 242.50 +2.60 0 2 +0
Feb11 101222 240.70 240.70 240.69 240.70 +2.50 0 1 +0
Mar11 101222 240.20 240.23 240.20 240.20 +2.30 0 1 +0
Apr11 101222 249.30 249.30 249.27 249.30 +2.20 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Jan11 101222 4.069 4.167 3.988 4.152 +0.093 93,927 43,059 -15,961
Feb11 101222 4.093 4.195 4.019 4.188 +0.104 64,780 162,339 +11,454
Mar11 101222 4.119 4.198 4.028 4.196 +0.100 22,880 164,026 +2,711
Apr11 101222 4.120 4.194 4.029 4.191 +0.094 16,168 87,182 +2,054
May11 101222 4.153 4.230 4.066 4.229 +0.091 5,975 39,479 +503
Jun11 101222 4.196 4.280 4.126 4.280 +0.085 4,721 17,204 -536
Jul11 101222 4.271 4.347 4.197 4.347 +0.079 3,833 15,317 +69
Aug11 101222 4.281 4.388 4.242 4.388 +0.077 2,147 16,626 +280
Sep11 101222 4.280 4.400 4.250 4.399 +0.076 1,310 12,015 -141
Oct11 101222 4.400 4.472 4.318 4.470 +0.075 6,278 51,039 -338
Nov11 101222 4.582 4.667 4.538 4.665 +0.066 2,676 20,731 -359
Dec11 101222 4.864 4.924 4.805 4.923 +0.059 1,544 19,582 +73
Jan12 101222 5.022 5.083 4.962 5.083 +0.058 2,619 32,309 -289
Feb12 101222 4.970 5.050 4.928 5.050 +0.058 53 6,777 +12
Mar12 101222 4.875 4.949 4.834 4.949 +0.057 211 16,961 -103
Apr12 101222 4.669 4.756 4.669 4.756 +0.051 263 13,510 +21
Total Volume and Open Interest 229,782 784,807 -479
Brent Crude Oil(ICE)
Feb11 101222 93.48 93.94 93.25 93.65 +0.45 107,656 249,909 -8,661
Mar11 101222 93.32 93.82 93.15 93.50 +0.38 51,245 179,421 +3,843
Apr11 101222 93.36 93.85 93.20 93.56 +0.36 22,626 68,310 +1,227
May11 101222 93.53 93.88 93.33 93.68 +0.36 10,420 40,403 -175
Jun11 101222 93.52 94.07 93.42 93.77 +0.33 19,015 66,529 +537
Jul11 101222 93.68 93.93 93.59 93.79 +0.30 5,634 21,639 -540
Aug11 101222 93.68 93.99 93.57 93.77 +0.25 3,851 12,483 +853
Sep11 101222 93.68 93.97 93.61 93.75 +0.22 3,940 15,655 +288
Oct11 101222 93.70 93.96 93.61 93.76 +0.20 2,802 8,712 +50
Nov11 101222 93.76 93.76 93.76 93.76 +0.19 940 10,544 +171
Dec11 101222 93.59 93.99 93.42 93.76 +0.17 11,501 88,910 +2,552
Jan12 101222 93.76 93.76 93.76 93.76 +0.16 632 9,320 +320
Feb12 101222 93.74 93.74 93.74 93.74 +0.15 86 5,757 +58
Mar12 101222 93.68 93.68 93.68 93.68 +0.14 0 3,627 +0
Total Volume and Open Interest 242,992 870,140 +1,172
Gas Oil(ICE)
Jan11 101222 779.25 782.25 777.50 781.00 +4.25 41,218 117,563 -9,587
Feb11 101222 784.25 787.25 782.50 785.50 +3.75 39,367 109,367 +3,742
Mar11 101222 787.00 790.00 785.50 788.25 +3.50 17,420 61,357 -1,742
Apr11 101222 788.00 790.50 786.75 789.50 +3.50 4,173 55,315 +92
May11 101222 790.75 791.50 788.00 791.00 +3.75 2,768 42,580 +342
Jun11 101222 791.50 794.00 789.75 792.75 +3.50 6,540 53,170 -125
Jul11 101222 793.75 795.75 792.25 795.00 +3.25 1,958 18,553 -193
Aug11 101222 796.25 798.25 795.00 797.50 +3.00 1,486 17,379 +174
Sep11 101222 800.50 800.50 797.25 799.75 +2.75 2,035 11,014 +164
Oct11 101222 800.00 802.00 799.25 801.00 +2.50 1,629 10,587 +389
Total Volume and Open Interest 123,053 608,791 -6,735
Ethanol(CBOT)
Dec10 101203 2.050 2.070 2.050 2.051 -0.024 83 136 -71
Jan11 101222 2.268 2.280 2.260 2.279 +0.023 127 626 -55
Feb11 101222 2.253 2.260 2.245 2.260 +0.019 129 746 +12
Mar11 101222 2.260 2.264 2.256 2.263 +0.014 64 1,071 +10
Apr11 101222 2.260 2.275 2.260 2.268 +0.015 27 669 +7
May11 101222 2.279 2.284 2.279 2.282 +0.020 17 428 +9
Jun11 101222 2.279 2.289 2.279 2.285 +0.018 12 537 +3
Jul11 101222 2.282 2.289 2.280 2.288 +0.017 18 683 +7
Total Volume and Open Interest 466 7,089 -62
WTI Crude Oil(ICE
Feb11 101222 90.02 90.80 89.85 90.48 +0.66 42,402 108,961 -3,039
Mar11 101222 90.80 91.55 90.69 91.21 +0.57 18,778 75,810 +15
Apr11 101222 91.37 92.14 91.31 91.81 +0.54 10,791 35,089 +494
May11 101222 92.11 92.55 91.99 92.25 +0.53 4,583 17,526 +1,308
Jun11 101222 92.37 92.78 92.25 92.52 +0.51 8,750 56,267 +390
Jul11 101222 92.48 92.78 92.48 92.73 +0.49 1,031 15,735 +440
Aug11 101222 92.68 92.84 92.67 92.84 +0.47 516 12,133 +101
Sep11 101222 92.82 92.93 92.81 92.91 +0.45 540 15,023 +134
Oct11 101222 92.69 92.96 92.69 92.95 +0.42 235 9,059 -5
Nov11 101222 92.99 92.99 92.99 92.99 +0.40 322 8,618 -76
Dec11 101222 92.81 93.19 92.74 93.04 +0.37 6,644 60,211 +272
Jan12 101222 92.97 92.97 92.97 92.97 +0.35 31 4,975 +0
Feb12 101222 92.88 92.88 92.88 92.88 +0.34 4 1,177 -1
Mar12 101222 92.78 92.78 92.78 92.78 +0.32 0 3,163 +0
Apr12 101222 92.68 92.68 92.68 92.68 +0.31 0 733 +0
May12 101222 92.58 92.58 92.58 92.58 +0.29 5 846 -5
Total Volume and Open Interest 96,088 510,634 +72
US Dollar Index(ICE)
Mar11 101222 80.955 81.125 80.625 81.073 +0.003 14,448 26,516 +905
Jun11 101222 81.290 81.493 81.290 81.493 -0.018 11 569 -1
Sep11 101222 81.853 81.853 81.853 81.853 -0.018 0 4 +0
Total Volume and Open Interest 14,459 27,089 +904
Australian Dollar(CME)
Mar11 101222 98.71 99.10 98.49 98.96 +0.37 48,608 114,657 +2,517
Jun11 101222 97.92 97.92 97.45 97.81 +0.36 20 193 +3
Sep11 101222 96.56 96.56 96.21 96.56 +0.35 0 14 +0
Total Volume and Open Interest 48,628 115,007 +2,520
British Pound(CME)
Mar11 101222 154.60 154.86 153.46 153.59 -0.95 66,747 69,076 -1,356
Jun11 101222 154.38 154.64 153.37 153.43 -0.96 1 93 +1
Sep11 101222 153.25 154.17 153.25 153.25 -0.92 0 6 +0
Total Volume and Open Interest 66,748 69,207 -1,355
Canadian Dollar(CME)
Mar11 101222 98.14 98.72 97.99 98.48 +0.49 49,915 87,496 -3,882
Jun11 101222 98.10 98.40 97.75 98.24 +0.49 265 1,860 +9
Sep11 101222 97.83 97.97 97.50 97.97 +0.47 41 954 +21
Dec11 101222 97.42 97.75 97.26 97.72 +0.46 87 980 -13
Total Volume and Open Interest 50,308 91,294 -3,865
Japanese Yen(CME)
Mar11 101222 119.50 120.00 119.38 119.74 +0.24 73,092 89,788 +1,016
Jun11 101222 119.89 119.89 119.67 119.89 +0.22 35 274 -5
Sep11 101222 120.11 120.11 119.90 120.11 +0.21 0 9 +0
Total Volume and Open Interest 73,127 90,072 +1,011
Swiss Franc(CME)
Mar11 101222 104.43 105.39 104.42 105.12 +0.70 29,048 44,662 +478
Jun11 101222 105.32 105.32 104.55 105.26 +0.71 41 40 +17
Sep11 101222 105.42 105.42 104.71 105.42 +0.71      
Total Volume and Open Interest 29,089 44,704 +495
EuroFX(CME)
Mar11 101222 130.93 131.79 130.73 130.83 -0.05 228,039 155,374 +1,594
Jun11 101222 130.70 131.62 130.69 130.75 -0.04 287 438 +69
Sep11 101222 130.70 130.70 130.67 130.67 -0.01 1 33 +0
Total Volume and Open Interest 228,327 156,136 +1,663
Mexican Peso(CME)
Jan11 101222 813.2 813.2 808.5 813.2 +4.8      
Feb11 101222 811.2 811.2 806.5 811.2 +4.8      
Total Volume and Open Interest 10,592 116,332 +548
30-Year T-Bonds(CBOT)
Dec10 101221 122~110 122~290 122~020 122~080 unch 4,426 8,191 -4,118
Mar11 101222 121~110 121~190 120~180 120~250 -0~130 185,623 532,374 +153
Jun11 101222 119~080 119~210 119~080 119~080 -0~130 4 609 -1
Total Volume and Open Interest 185,627 532,983 -8,039
10-Year T-Notes(CBOT)
Dec10 101221 121~150 121~235 121~080 121~080 -0~005 2,524 1,783 -1,516
Mar11 101222 120~125 120~140 119~255 120~000 -0~075 651,857 1,354,662 -9,326
Jun11 101222 118~260 119~015 118~260 118~260 -0~075 6 42 -1
Total Volume and Open Interest 651,863 1,354,708 -11,110
5-Year T-Notes(CBOT)
Dec10 101222 118~086 118~090 118~059 118~059 -0~024 1,411 17,481 -286
Mar11 101222 117~084 117~089 117~037 117~055 -0~021 357,680 1,016,558 +11,844
Jun11 101222 116~079 116~100 116~079 116~079 -0~021      
Total Volume and Open Interest 359,091 1,034,039 +11,558
2 Year T-Notes(CBOT)
Dec10 101222 109~076 109~076 109~065 109~067 -0~002 2,275 14,399 -1,949
Mar11 101222 109~038 109~045 109~031 109~035 -0~002 123,132 668,867 +8,411
Jun11 101222 109~010 109~012 109~010 109~010 -0~002 0 25 +0
Total Volume and Open Interest 125,407 683,291 +6,462
Eurodollars(CME)
Mar11 101222 99.590 99.600 99.585 99.590 unch 91,796 1,127,898 -3,564
Jun11 101222 99.485 99.500 99.480 99.485 unch 110,475 1,034,102 -6,858
Sep11 101222 99.355 99.375 99.330 99.340 -0.015 119,521 885,729 -7,522
Dec11 101222 99.185 99.205 99.135 99.150 -0.035 128,165 746,888 -3,307
Mar12 101222 98.990 99.005 98.915 98.930 -0.060 150,230 802,951 +11,249
Jun12 101222 98.740 98.760 98.660 98.675 -0.075 113,622 492,089 -2,230
Sep12 101222 98.500 98.515 98.400 98.425 -0.085 111,160 368,968 +262
Dec12 101222 98.245 98.260 98.140 98.170 -0.085 104,638 284,144 -630
Mar13 101222 97.990 98.005 97.885 97.915 -0.085 66,289 175,688 -1,842
Jun13 101222 97.730 97.745 97.625 97.655 -0.085 51,003 161,934 +1,614
Sep13 101222 97.475 97.495 97.375 97.405 -0.080 46,344 181,176 +1,875
Dec13 101222 97.215 97.235 97.115 97.150 -0.070 43,834 137,769 +2,178
Mar14 101222 96.985 97.005 96.890 96.920 -0.065 16,661 109,333 +1,599
Jun14 101222 96.745 96.765 96.655 96.685 -0.055 13,615 107,023 +5
Sep14 101222 96.515 96.535 96.430 96.455 -0.050 16,660 70,758 +97
Dec14 101222 96.280 96.300 96.200 96.225 -0.045 13,618 72,613 -231
Mar15 101222 96.090 96.110 96.010 96.030 -0.040 10,045 50,686 +479
Jun15 101222 4.160 4.180 4.080 4.100 -0.035 9,287 38,689 +10
Total Volume and Open Interest 1,249,775 7,063,589 -3,495
30 Day Federal Funds(CBOT)
Dec10 101222 99.820 99.820 99.817 99.820 unch 2,074 94,734 -529
Jan11 101222 99.815 99.820 99.815 99.820 unch 4,824 66,078 +355
Feb11 101222 99.810 99.815 99.810 99.815 unch 768 56,889 +167
Mar11 101222 99.810 99.815 99.810 99.815 unch 256 38,586 +50
Apr11 101222 99.810 99.815 99.810 99.815 unch 446 37,346 -241
May11 101222 99.805 99.810 99.800 99.805 unch 898 50,694 +508
Total Volume and Open Interest 17,862 574,405 +2,032
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 101222 99.660 99.660 99.660 99.660 +0.010 0 1,039 +0
Jun11 101222 99.637 99.637 99.637 99.637 +0.002 0 175 +0
Sep11 101222 99.622 99.622 99.622 99.622 +0.002      
Dec11 101222 99.613 99.613 99.613 99.613 +0.003 0 75 +0
Mar12 101222 99.600 99.600 99.600 99.600 unch      
Jun12 101222 99.645 99.645 99.645 99.645 unch      
Sep12 101222 99.595 99.595 99.595 99.595 unch      
Dec12 101222 99.290 99.290 99.290 99.290 unch      
Mar13 101222 99.290 99.290 99.290 99.290 unch      
Jun13 101222 99.245 99.245 99.245 99.245 unch      
Total Volume and Open Interest 0 1,289 +0
3-Mth Euro-Yen(SGX)
Mar11 101222 99.65 99.65 99.65 99.65 +0.00 0 1,994 +0
Jun11 101222 99.64 99.64 99.64 99.64 +0.00 80 1,389 +0
Sep11 101222 99.62 99.62 99.62 99.62 +0.00 100 1,064 +0
Dec11 101222 99.61 99.61 99.61 99.61 +0.00 225 560 +0
Mar12 101222 99.60 99.60 99.60 99.60 unch 0 305 +0
Jun12 101222 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 101222 99.60 99.60 99.60 99.60 unch 0 310 +0
Dec12 101222 99.29 99.29 99.29 99.29 unch 0 3 +0
Total Volume and Open Interest 405 6,380 +0
Japanese Gov't Bonds(SGX)
Mar11 101222 139.77 140.00 139.62 139.95 +0.18 1,673 10,802 -251
Jun11 101222 137.86 137.86 137.86 137.86 +0.18      
Sep11 101222 135.77 135.77 135.77 135.77 +0.18      
Total Volume and Open Interest 1,673 10,802 -251
Euro-Bund(EUREX)
Mar11 101222 125.10 125.61 125.00 125.47 +0.30 315,773 939,204 +15,527
Jun11 101222 124.08 124.08 124.02 124.02 +0.29 8 559 +1
Sep11 101222 124.00 124.00 124.00 124.00 +0.30      
Total Volume and Open Interest 315,781 939,763 +15,528
Euro-Bobl(EUREX)
Mar11 101222 118.09 118.63 118.05 118.56 +0.41 184,841 693,705 -3,936
Jun11 101222 117.14 117.14 117.14 117.14 +0.42 0 47 +0
Sep11 101222 117.11 117.11 117.11 117.11 +0.41      
Total Volume and Open Interest 184,841 693,752 -3,936
3-Mth Euribor(EUREX)
Dec10 101213 98.975 98.975 98.970 98.975 +0.005 315 7,182 -322
Mar11 101222 98.925 98.935 98.925 98.930 +0.045 0 8,071 +0
Jun11 101222 98.800 98.800 98.795 98.795 +0.065 0 9,861 +0
Total Volume and Open Interest 0 27,011 +0
Long Gilt(LIFFE)
Dec10 101222 119~28 119~29 119~21 119~21 -0~01 135 3,517 -135
Mar11 101222 118~12 118~22 118~10 118~12 -0~01 48,157 241,214 -4,571
Total Volume and Open Interest 48,292 244,731 -4,706
3-Mth Short Sterling(LIFFE)
Mar11 101222 99.15 99.17 99.14 99.16 +0.02 25,181 287,529 +1,920
Jun11 101222 98.99 99.03 98.96 99.02 +0.04 25,291 232,000 +2,405
Sep11 101222 98.81 98.86 98.78 98.85 +0.04 30,252 200,673 +2,690
Dec11 101222 98.59 98.65 98.56 98.63 +0.03 26,388 248,029 +3,475
Mar12 101222 98.37 98.42 98.34 98.40 +0.01 27,184 222,847 -2,428
Jun12 101222 98.11 98.17 98.07 98.14 unch 19,014 128,622 +1,713
Total Volume and Open Interest 191,415 1,673,524 +10,680
3-Mth Euribor(LIFFE)
Mar11 101222 98.885 98.955 98.880 98.930 +0.045 65,042 517,330 +1,354
Jun11 101222 98.730 98.810 98.725 98.795 +0.065 42,501 456,810 -3,559
Sep11 101222 98.580 98.670 98.570 98.655 +0.075 35,227 332,173 -522
Total Volume and Open Interest 348,061 2,516,264 +2,435
3-Mth Aus T-Bills(SFE)
Mar11 101222 94.93 94.93 94.91 94.92 -0.01 9,587 190,275 +96
Jun11 101222 94.77 94.78 94.75 94.77 -0.01 7,881 113,924 +2,851
Sep11 101222 94.62 94.62 94.59 94.60 -0.03 3,225 71,915 -143
Dec11 101222 94.51 94.51 94.46 94.47 -0.04 2,032 47,471 -570
Mar12 101222 94.43 94.43 94.39 94.39 -0.04 748 40,789 -159
Jun12 101222 94.39 94.39 94.33 94.34 -0.04 357 36,703 -266
Sep12 101222 94.36 94.36 94.28 94.30 -0.04 324 19,228 +129
Dec12 101222 94.30 94.30 94.24 94.25 -0.04 410 8,367 +376
Mar13 101222 94.26 94.26 94.20 94.22 -0.03 7 2,550 +3
Jun13 101222 94.14 94.15 94.13 94.15 -0.03 6 575 -4
Total Volume and Open Interest 24,588 532,648 +2,313
10-Year Aus T-Bonds(SFE)
Mar11 101222 94.37 94.41 94.34 94.35 -0.03 15,724 346,259 -230
Jun11 101222 94.35 94.35 94.35 94.35 -0.03      
Total Volume and Open Interest 15,724 346,259 -230
3-Year Aus T-Bonds(SFE)
Mar11 101222 94.68 94.71 94.64 94.65 -0.04 41,718 370,579 -21,566
Jun11 101222 94.65 94.65 94.65 94.65 -0.04      
Total Volume and Open Interest 41,718 370,579 -21,566
Gold(CMX)
Dec10 101222 1388.0 1389.5 1385.0 1386.8 -1.4 113 447 -9
Feb11 101222 1386.3 1391.7 1383.5 1387.4 -1.4 83,427 349,853 +1,460
Apr11 101222 1389.6 1393.6 1385.8 1389.5 -1.5 1,428 49,373 -370
Jun11 101222 1391.2 1395.7 1388.0 1391.6 -1.6 746 33,639 -232
Aug11 101222 1396.9 1397.0 1393.0 1393.8 -1.5 48 15,331 -7
Oct11 101222 1396.5 1396.5 1396.2 1396.2 -1.4 15 12,265 +0
Dec11 101222 1400.9 1402.6 1395.0 1398.7 -1.4 493 26,430 -83
Feb12 101222 1402.2 1402.2 1401.4 1401.4 -1.4 46 6,613 -9
Apr12 101222 1404.4 1404.4 1404.4 1404.4 -1.4 20 5,363 +20
Jun12 101222 1407.7 1407.7 1407.7 1407.7 -1.4 400 12,807 -201
Aug12 101222 1411.3 1411.3 1411.3 1411.3 -1.3 0 6,086 +0
Oct12 101222 1415.2 1415.2 1415.2 1415.2 -1.2 0 1,080 +0
Total Volume and Open Interest 89,888 582,133 +1,806
Silver(CMX)
Dec10 101222 2935.0 2940.0 2925.0 2936.7 -0.9 61 310 -108
Mar11 101222 2936.5 2948.5 2923.0 2938.5 -0.9 43,160 75,987 +1,024
May11 101222 2941.5 2950.0 2931.0 2943.6 -0.8 1,641 12,887 +194
Jul11 101222 2953.5 2954.0 2935.0 2948.3 -0.8 84 9,352 -16
Sep11 101222 2957.0 2957.0 2941.0 2953.1 -0.8 45 6,202 -12
Dec11 101222 2958.5 2960.2 2947.0 2960.2 -0.8 400 12,569 +133
Mar12 101222 2966.9 2966.9 2966.9 2966.9 -0.6 0 374 +0
Total Volume and Open Interest 45,988 133,135 +1,187
Platinum(NYMEX)
Jan11 101222 1723.4 1735.4 1720.0 1730.9 +9.0 6,861 10,930 -2,574
Apr11 101222 1729.4 1739.9 1727.4 1735.8 +8.7 4,124 26,045 +3,391
Jul11 101222 1739.1 1739.1 1738.5 1738.5 +8.6 1 491 +1
Oct11 101222 1738.5 1738.5 1738.5 1738.5 +8.6 0 6 +0
Total Volume and Open Interest 10,989 37,473 +818
Palladium(NYMEX)
Dec10 101222 754.25 754.25 754.25 754.25 +3.20 0 14 -9
Mar11 101222 754.30 760.25 751.10 755.15 +2.10 1,570 22,063 +43
Jun11 101222 758.00 758.00 756.50 756.50 +2.20 19 480 +15
Total Volume and Open Interest 1,589 22,590 +49
Copper(CMX)
Dec10 101222 425.60 427.50 424.60 426.90 -0.15 344 1,451 -76
Mar11 101222 429.50 429.65 424.75 427.50 -0.10 26,663 116,555 +900
May11 101222 428.45 428.75 424.50 426.90 -0.10 1,309 26,793 +546
Jul11 101222 423.85 425.25 423.85 425.25 -0.05 570 7,359 +96
Sep11 101222 422.90 423.40 421.80 423.40 -0.05 338 5,278 +153
Total Volume and Open Interest 29,815 166,422 +1,716
DJIA Index(CBOT)
Mar11 101222 11461 11505 11461 11495 +24 1,199 6,186 +1,050
Jun11 101222 11435 11435 11412 11435 +23      
Sep11 101222 11375 11375 11351 11375 +24      
Dec11 101222 11320 11320 11296 11320 +24      
Total Volume and Open Interest 1,199 6,186 +1,050
S & P 500(CME)
Mar11 101222 1249.80 1254.80 1249.20 1254.50 +3.80 8,712 266,105 -71
Jun11 101222 1249.50 1249.50 1245.20 1249.50 +3.80 30 3,555 -1
Sep11 101222 1243.50 1244.60 1240.40 1244.60 +3.70 200 1,154 +200
Dec11 101222 1240.30 1240.30 1236.10 1240.30 +3.70 0 350 +0
Total Volume and Open Interest 8,942 271,164 +128
S & P 500 E-Mini(Globex)
Mar11 101222 1250.00 1255.00 1249.00 1254.50 +3.75 943,293 2,433,418 +11,417
Jun11 101222 1245.50 1249.50 1244.00 1249.50 +3.75 489 2,418 +377
Total Volume and Open Interest 943,782 2,435,858 +11,794
NASDAQ 100(CME)
Mar11 101222 2231.30 2238.00 2230.00 2236.00 +0.70 1,438 8,610 +619
Jun11 101222 2233.00 2234.00 2228.00 2233.00 +0.70      
Sep11 101222 2230.50 2231.50 2230.50 2230.50 +0.70      
Total Volume and Open Interest 1,438 8,610 +619
NASDAQ 100 E-Mini(Globex)
Mar11 101222 2233.80 2238.30 2230.30 2236.00 +0.70 103,147 333,497 +2,610
Jun11 101222 2227.50 2234.30 2227.50 2233.00 +0.70 88 53 +3
Total Volume and Open Interest 103,235 333,555 +2,613
S & P Midcap 400(CME)
Mar11 101222 910.50 913.50 910.00 911.30 +3.20 112 1,092 +108
Jun11 101222 908.30 908.30 908.00 908.30 +3.30      
Sep11 101222 907.10 907.10 906.80 907.10 +3.30      
Total Volume and Open Interest 112 1,092 +108
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 101222 10410 10425 10360 10385 -35 4,645 39,296 +660
Jun11 101222 10365 10400 10365 10365 -35 0 3 +0
Total Volume and Open Interest 4,645 39,299 +660
Nikkei 225(SGX)
Mar11 101222 10360 10395 10320 10330 -20 78,740 206,085 -4,632
Jun11 101222 10285 10305 10250 10260 -20 32 2,459 +211
Sep11 101222 10260 10260 10260 10260 -15      
Total Volume and Open Interest 79,705 222,309 -3,199
CAC 40(EURONEXT)
Jan11 101222 3927.5 3936.5 3920.5 3923.5 -5.0 72,090 350,487 -5,348
Feb11 101222 3928.0 3933.0 3923.0 3925.0 -5.0 208 220 +117
Mar11 101222 3930.0 3937.0 3926.0 3926.0 -4.0 895 43,783 +187
Total Volume and Open Interest 73,203 394,525 -5,034
Hang Seng Index(HKFE)
Dec10 101222 23035 23200 22999 23110 +150 70,037 86,394 -3,158
Jan11 101222 23041 23205 23006 23105 +141 4,718 12,862 +3,612
Total Volume and Open Interest 74,980 103,660 +491
DAX(EUREX)
Dec10 101217 7033.0 7042.0 7005.0 7009.0 -14.0 176,805 85,348 -31,121
Mar11 101222 7094.0 7102.0 7084.0 7094.0 +5.5 65,975 187,157 -209
Jun11 101222 7119.5 7120.5 7110.0 7117.0 +4.5 198 9,930 +134
Total Volume and Open Interest 66,173 197,087 -75
FT-SE 100(EURONEXT)
Mar11 101222 5911.00 5962.00 5897.50 5951.00 +44.00 50,039 649,645 +831
Jun11 101222 5908.50 5908.50 5908.50 5908.50 +44.00 0 1,244 +0
Sep11 101222 5870.50 5877.00 5870.50 5877.00 +44.50 0 10 +0
Total Volume and Open Interest 50,039 650,899 +831
SPI 200(SFE)
Dec10 101216 4765.0 4785.0 4752.0 4762.0 -8.0 15,081 65,257 -117,974
Mar11 101222 4767.0 4787.0 4762.0 4769.0 +3.0 14,283 189,305 -2,349
Jun11 101222 4800.0 4800.0 4795.0 4795.0 +4.0 96 2,950 +95
Total Volume and Open Interest 14,502 195,437 -2,415
GSCI(CME)
Jan11 101222 625.00 625.00 620.65 625.00 +4.30 132 14,779 +15
Feb11 101222 628.00 628.00 623.95 628.00 +4.00 1 1 +1
Mar11 101222 629.00 629.00 624.95 629.00 +4.00      
Total Volume and Open Interest 133 14,780 +16
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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