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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 30, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101230 1366.00 1374.00 1359.50 1366.00 unch 50,413 30,271 -14,746
Mar11 101230 1376.00 1384.75 1370.00 1376.00 -1.00 80,381 307,748 +3,332
May11 101230 1383.00 1390.50 1377.00 1382.50 -1.50 18,444 87,285 +857
Jul11 101230 1386.00 1393.00 1378.25 1385.25 -1.25 17,510 74,061 +1,543
Aug11 101230 1356.50 1361.00 1352.00 1357.25 +0.50 774 2,178 -44
Sep11 101230 1310.00 1323.75 1310.00 1320.50 +5.25 658 2,805 +62
Nov11 101230 1274.50 1288.00 1269.00 1284.50 +7.25 8,182 114,461 +1,052
Total Volume and Open Interest 177,156 638,636 -7,720
Soybean Meal(CBOT)
Jan11 101230 365.50 368.00 363.10 365.40 -0.30 13,264 7,716 -3,367
Mar11 101230 369.40 371.50 366.60 369.20 -0.30 23,270 93,646 +1,611
May11 101230 370.00 372.20 367.60 370.00 -0.50 7,227 29,075 -592
Jul11 101230 370.00 372.60 368.10 370.60 -0.70 4,465 23,226 -305
Aug11 101230 360.30 362.10 358.20 360.30 -0.40 666 6,345 -14
Sep11 101230 347.50 350.70 347.00 348.50 +0.90 1,020 5,775 -74
Oct11 101230 330.50 334.10 329.90 332.70 +2.80 435 5,207 +12
Dec11 101230 326.20 331.10 325.10 329.60 +2.80 1,963 20,243 +563
Total Volume and Open Interest 52,393 194,108 -2,155
Soybean Oil(CBOT)
Jan11 101230 56.43 56.90 56.13 56.61 +0.23 16,687 13,798 -4,800
Mar11 101230 56.99 57.50 56.71 57.31 +0.33 39,310 202,327 +3,896
May11 101230 57.31 57.82 57.06 57.64 +0.33 7,878 50,051 +2,893
Jul11 101230 57.35 57.83 57.10 57.68 +0.33 8,208 44,036 +2,084
Aug11 101230 57.20 57.58 57.10 57.58 +0.33 326 4,947 +75
Sep11 101230 57.15 57.43 57.11 57.43 +0.33 123 5,583 +17
Oct11 101230 56.87 57.30 56.65 57.18 +0.31 217 7,693 +78
Dec11 101230 56.74 57.21 56.56 57.18 +0.36 2,189 25,461 -490
Total Volume and Open Interest 75,038 354,829 +3,757
Canola(WCE)
Jan11 101230 579.4 580.0 573.5 574.6 -2.7 4,288 3,269 -3,504
Mar11 101230 586.0 588.9 582.2 583.8 -2.1 6,615 122,862 +2,013
May11 101230 590.0 591.7 586.2 588.5 -2.1 385 10,292 +297
Jul11 101230 587.7 591.0 585.0 586.7 -3.2 77 16,938 +43
Nov11 101230 529.8 529.8 519.5 526.0 -1.4 349 36,901 +47
Total Volume and Open Interest 11,720 193,218 -1,104
Corn(CBOT)
Mar11 101230 623.00 625.00 612.50 616.00 -8.00 72,854 732,979 -4,009
May11 101230 631.00 632.75 620.25 624.00 -8.00 13,237 206,219 +2,506
Jul11 101230 634.75 636.25 624.00 628.00 -7.75 16,243 230,175 -442
Sep11 101230 584.75 586.50 579.00 584.75 -2.25 2,003 42,120 +41
Dec11 101230 555.00 556.00 547.50 551.25 -4.75 20,883 265,522 +1,773
Mar12 101230 562.75 563.00 556.00 559.25 -4.50 1,750 20,897 +483
Total Volume and Open Interest 128,265 1,542,931 +484
Wheat(CBOT)
Mar11 101230 799.00 799.00 776.50 784.75 -14.50 25,276 230,617 +2,004
May11 101230 822.00 822.00 802.00 811.75 -14.00 6,428 65,801 +602
Jul11 101230 834.50 834.75 813.75 823.50 -12.75 5,550 106,699 +1,256
Sep11 101230 846.50 846.50 828.75 838.75 -10.25 1,097 18,957 +314
Dec11 101230 855.00 859.25 838.75 850.75 -8.50 2,326 56,616 +620
Total Volume and Open Interest 41,133 493,292 +4,958
Wheat(KCBT)
Mar11 101230 856.25 856.50 839.00 843.50 -14.25 8,249 112,145 -545
May11 101230 862.75 862.75 847.75 852.50 -14.00 1,316 26,998 +462
Jul11 101230 869.75 869.75 853.00 857.75 -13.75 1,874 53,817 +502
Sep11 101230 870.50 873.00 863.25 866.25 -13.50 231 13,599 +67
Dec11 101230 872.50 877.00 868.75 872.75 -13.00 266 10,521 -8
Total Volume and Open Interest 11,973 219,303 +481
Wheat(MGE)
Mar11 101230 880.50 880.50 866.50 872.00 -11.25 3,006 28,763 -288
May11 101230 882.50 885.50 874.50 879.75 -11.75 764 12,667 +195
Jul11 101230 881.25 885.50 875.00 879.75 -11.25 717 9,180 +301
Sep11 101230 876.00 876.50 866.00 872.00 -10.00 242 9,339 +95
Dec11 101230 875.75 881.00 869.25 876.50 -9.50 247 8,167 +107
Total Volume and Open Interest 5,031 69,491 +434
Oats(CBOT)
Mar11 101230 384.50 390.50 381.00 387.75 +3.25 463 9,644 -112
May11 101230 391.75 392.25 389.50 392.25 +2.75 56 657 -19
Jul11 101230 396.00 396.25 393.50 396.25 +2.75 63 329 +40
Sep11 101230 353.00 353.00 349.50 352.25 +2.75 23 37 +14
Total Volume and Open Interest 728 11,732 -38
Rough Rice(CBOT)
Jan11 101230 13.66 13.90 13.50 13.63 +0.03 1,443 2,398 -306
Mar11 101230 13.97 14.20 13.81 13.93 +0.05 2,119 12,973 +669
May11 101230 14.35 14.48 14.10 14.23 +0.07 301 1,692 +87
Jul11 101230 14.55 14.62 14.43 14.49 +0.06 158 1,688 +80
Total Volume and Open Interest 4,075 19,639 +558
Live Cattle(CME)
Dec10 101230 107.000 107.480 106.550 107.000 +0.670 1,784 1,050 -1,319
Feb11 101230 108.850 108.950 107.300 107.330 -0.920 17,717 147,245 -1,003
Apr11 101230 112.635 112.650 111.000 111.330 -0.670 4,850 90,758 +781
Jun11 101230 109.850 109.885 108.180 108.350 -0.980 1,995 47,727 +298
Aug11 101230 110.100 110.250 108.900 109.080 -0.850 904 17,772 +232
Oct11 101230 112.000 112.100 111.050 111.430 -0.570 1,132 10,968 +191
Total Volume and Open Interest 29,198 324,661 -587
Feeder Cattle(CME)
Jan11 101230 121.400 121.980 120.580 120.830 -0.020 829 6,228 -281
Mar11 101230 124.450 124.950 122.730 122.930 -1.150 1,938 22,830 +586
Apr11 101230 125.250 125.535 123.350 124.400 -0.580 617 5,295 +218
May11 101230 125.250 125.450 123.400 124.200 -0.600 629 6,430 +207
Aug11 101230 125.450 125.700 124.000 124.600 -0.730 247 6,480 +108
Sep11 101230 124.750 124.950 123.635 124.300 -0.300 34 548 +21
Oct11 101230 124.050 124.250 123.750 124.250 +0.150 32 156 +6
Total Volume and Open Interest 4,343 48,060 +875
Lean Hogs(CME)
Feb11 101230 79.800 79.900 78.785 78.850 -0.750 13,861 83,630 -207
Apr11 101230 83.500 83.650 82.330 82.930 -0.420 5,829 54,975 -199
May11 101230 90.650 90.650 89.500 90.150 -0.500 117 1,840 +18
Jun11 101230 93.100 93.100 91.950 92.450 -0.650 1,527 35,513 +223
Jul11 101230 92.550 92.550 91.500 92.250 -0.300 570 8,623 +47
Aug11 101230 91.580 91.650 90.450 90.885 -0.765 682 9,957 +275
Oct11 101230 81.885 81.900 80.900 81.475 -0.325 479 7,055 +166
Dec11 101230 78.430 78.430 77.450 78.000 -0.400 512 3,201 +227
Total Volume and Open Interest 23,809 205,734 +663
Class III Milk(CME)
Dec10 101230 13.83 13.83 13.83 13.83 -0.03 45 5,863 -32
Jan11 101230 13.20 13.30 13.17 13.27 +0.02 298 4,767 +75
Feb11 101230 13.69 13.88 13.64 13.84 +0.20 381 5,011 +78
Mar11 101230 14.00 14.22 14.00 14.15 +0.10 224 3,525 +57
Apr11 101230 14.50 14.60 14.49 14.60 +0.11 189 2,651 +61
Total Volume and Open Interest 2,037 34,082 +685
Cocoa(ICE)
Mar11 101230 3053 3058 2995 3000 -65 8,609 70,365 +1,799
May11 101230 3067 3070 3011 3016 -65 1,131 22,295 +85
Jul11 101230 3079 3080 3023 3028 -65 985 12,583 +144
Sep11 101230 3091 3091 3034 3039 -66 965 7,399 +161
Dec11 101230 3090 3090 3051 3056 -66 655 12,025 +451
Mar12 101230 3166 3169 3120 3120 -66 166 10,898 +0
May12 101230 3154 3154 3113 3113 -66 47 4,502 +45
Total Volume and Open Interest 12,560 141,950 +2,687
Coffee "C"(ICE)
Mar11 101230 238.50 241.75 235.20 236.30 -3.35 3,834 90,181 +284
May11 101230 239.20 243.00 236.60 237.70 -3.30 790 27,213 +293
Jul11 101230 239.00 241.80 235.70 236.55 -3.35 194 10,053 +60
Sep11 101230 235.60 237.75 231.95 232.85 -3.30 116 4,525 +40
Dec11 101230 230.50 232.50 226.70 227.55 -3.30 97 7,023 +20
Mar12 101230 225.00 225.00 222.10 222.10 -2.90 42 704 +36
Total Volume and Open Interest 5,073 140,361 +733
Orange Juice(ICE)
Jan11 101230 170.00 171.00 166.05 170.25 -0.25 680 2,265 -245
Mar11 101230 164.80 166.75 161.05 166.00 +2.20 1,961 20,123 +297
May11 101230 165.75 168.10 162.90 167.45 +2.20 496 4,016 +174
Jul11 101230 164.00 168.55 163.20 168.05 +2.10 86 2,479 +3
Sep11 101230 164.45 169.20 164.25 169.20 +2.35 20 424 -12
Nov11 101230 166.50 170.70 166.50 170.70 +3.25 18 71 +2
Total Volume and Open Interest 3,261 29,401 +219
Sugar #11(ICE)
Mar11 101230 33.85 34.35 29.50 30.38 -3.45 24,781 239,931 -909
May11 101230 30.41 30.83 26.80 27.68 -2.73 8,295 111,473 -473
Jul11 101230 26.73 27.00 23.63 24.64 -1.95 8,591 103,767 +1,827
Oct11 101230 24.65 24.95 22.26 23.12 -1.51 4,028 58,957 +478
Mar12 101230 23.89 23.97 21.50 22.38 -1.33 1,348 47,583 -52
Total Volume and Open Interest 48,776 608,688 +1,381
London Cocoa(LCE)
Mar11 101230 2039 2049 2018 2023 -30 7,719 65,104 -5
May11 101230 2049 2059 2030 2034 -29 944 22,036 +324
Jul11 101230 2069 2071 2046 2047 -30 493 20,993 +150
Sep11 101230 2069 2069 2050 2054 -28 1,069 13,822 +492
Dec11 101230 2080 2080 2059 2065 -29 666 21,665 +434
Mar12 101230 2096 2101 2079 2079 -27 323 18,573 +257
May12 101230 2104 2104 2079 2087 -23 48 3,337 +28
Total Volume and Open Interest 11,262 165,954 +1,680
London Sugar(LCE)
Mar11 101230 826.40 830.00 758.50 761.30 -65.10 1,645 27,977 -137
May11 101230 785.30 792.80 723.70 725.50 -64.00 770 10,287 +85
Aug11 101230 705.40 705.40 644.50 648.00 -54.20 317 7,477 +54
Oct11 101230 644.00 644.00 597.00 600.30 -40.90 116 2,346 +80
Dec11 101230 618.00 624.00 580.50 581.80 -40.90 14 916 +13
Total Volume and Open Interest 2,868 49,595 +101
Cotton(ICE)
Mar11 101230 140.00 144.43 137.55 142.84 +2.41 7,230 103,256 -137
May11 101230 131.58 135.67 130.20 135.23 +3.55 2,179 22,274 +281
Jul11 101230 124.00 127.45 122.01 126.54 +3.09 2,187 30,667 +183
Oct11 101230 106.00 109.97 106.00 109.66 +1.88 4 183 +4
Dec11 101230 97.89 99.50 97.10 99.20 +1.29 1,531 43,739 +475
Mar12 101230 93.50 93.50 93.00 93.10 +0.44 111 1,031 +54
Total Volume and Open Interest 13,274 202,680 +868
Lumber(CME)
Jan11 101230 308.9 311.7 301.8 307.0 -4.5 198 1,265 -74
Mar11 101230 325.2 330.5 320.1 321.0 -8.7 519 6,916 +245
May11 101230 330.6 338.2 329.7 336.9 +0.6 108 2,194 +4
Jul11 101230 333.9 338.9 330.0 338.9 -1.1 25 782 -1
Total Volume and Open Interest 850 11,291 +174
Crude Oil(NYM)
Feb11 101230 90.98 91.40 89.02 89.84 -1.28 117,853 312,896 -185
Mar11 101230 91.81 92.32 89.90 90.69 -1.21 37,772 192,304 +2,464
Apr11 101230 92.58 92.84 90.60 91.37 -1.16 17,916 87,469 +1,674
May11 101230 93.05 93.32 91.15 91.91 -1.08 14,727 60,667 -2,312
Jun11 101230 93.38 93.64 91.50 92.29 -1.01 20,296 91,909 +447
Jul11 101230 93.74 93.85 91.82 92.57 -0.96 7,670 43,542 +196
Aug11 101230 93.83 93.97 92.13 92.73 -0.92 4,576 21,428 +674
Sep11 101230 93.80 94.00 92.20 92.83 -0.88 4,283 26,228 +666
Oct11 101230 93.96 94.03 92.40 92.90 -0.84 1,085 18,769 +101
Nov11 101230 93.99 94.08 92.39 92.95 -0.81 1,156 20,822 +169
Dec11 101230 93.93 94.08 92.32 92.99 -0.78 13,364 155,003 -516
Jan12 101230 93.90 93.90 92.42 92.91 -0.77 614 28,064 +107
Feb12 101230 92.80 92.80 92.80 92.80 -0.77 144 8,317 -46
Mar12 101230 92.67 92.67 92.67 92.67 -0.78 82 10,419 -9
Apr12 101230 92.59 92.59 92.59 92.59 -0.74 2 4,675 -2
May12 101230 92.51 92.51 92.51 92.51 -0.71 2 5,675 +2
Total Volume and Open Interest 249,329 1,406,847 +4,858
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 101230 91.025 91.400 89.000 89.850 -1.275 3,058 4,779 +136
Mar11 101230 91.950 92.175 89.875 90.700 -1.200 338 1,613 +68
Apr11 101230 92.650 92.750 90.700 91.375 -1.150 26 65 +4
May11 101230 92.150 92.150 91.600 91.900 -1.100 0 18 +0
Jun11 101230 92.050 92.300 92.050 92.300 -1.000 0 44 +0
Jul11 101230 92.575 92.575 92.575 92.575 -0.950 3 11 +3
Aug11 101230 94.000 94.025 92.725 92.725 -0.925 2 7 -2
Sep11 101230 92.825 92.825 92.825 92.825 -0.875 0 1 +0
Total Volume and Open Interest 3,427 6,780 +209
Heating Oil(NYM)
Jan11 101230 251.95 253.09 246.87 248.54 -3.61 18,401 11,043 -7,282
Feb11 101230 253.24 254.52 248.21 249.99 -3.40 29,679 109,248 +1,994
Mar11 101230 254.45 255.01 249.01 250.77 -3.14 9,652 52,123 +574
Apr11 101230 253.75 253.75 248.56 250.35 -2.80 4,693 27,114 +917
May11 101230 253.22 253.78 248.27 250.02 -2.70 2,403 17,975 +242
Jun11 101230 253.20 253.70 248.58 250.37 -2.64 4,896 35,744 -129
Jul11 101230 252.40 252.50 249.90 251.56 -2.59 911 9,029 -18
Aug11 101230 253.40 253.40 251.20 252.88 -2.48 306 5,277 +149
Sep11 101230 255.15 255.15 252.90 254.18 -2.38 529 5,007 +37
Oct11 101230 256.30 256.51 253.80 255.48 -2.31 132 4,104 +19
Nov11 101230 257.69 257.77 255.25 256.93 -2.29 349 4,276 +212
Dec11 101230 261.22 261.23 256.62 258.22 -2.27 1,585 15,062 -179
Total Volume and Open Interest 73,885 305,340 -3,484
Gasoline(NYMEX)
Jan11 101230 240.42 241.64 236.73 239.18 +0.14 20,307 10,702 -7,344
Feb11 101230 239.43 241.33 235.97 238.48 -0.37 26,853 97,698 +2,199
Mar11 101230 241.16 241.90 236.57 238.89 -0.81 8,591 48,545 -678
Apr11 101230 250.48 250.48 246.43 248.33 -1.20 2,048 32,554 +234
May11 101230 251.34 251.40 247.02 248.83 -1.30 2,158 14,903 +511
Jun11 101230 251.15 251.40 246.74 248.74 -1.36 2,726 20,381 +545
Jul11 101230 248.36 248.36 246.00 247.88 -1.42 1,407 5,335 +277
Aug11 101230 245.08 246.40 245.08 246.40 -1.47 687 6,101 +41
Sep11 101230 243.13 244.47 243.13 244.47 -1.57 372 3,217 +14
Oct11 101230 232.88 233.57 232.88 233.57 -1.79 250 3,268 -2
Total Volume and Open Interest 66,342 277,224 -4,090
e-miNY RBOB Gasoline(NYM)
Jan11 101229 239.00 239.04 239.00 239.00 -1.60 0 2 +0
Feb11 101230 237.00 238.50 237.00 238.50 -0.40 0 3 +0
Mar11 101230 238.90 238.90 238.89 238.90 -0.80 0 1 +0
Apr11 101230 248.30 248.33 248.30 248.30 -1.20 0 1 +0
Total Volume and Open Interest 0 9 -2
Natural Gas(NYM)
Feb11 101230 4.310 4.364 4.235 4.338 +0.051 72,633 166,545 +1,163
Mar11 101230 4.318 4.372 4.248 4.352 +0.054 27,728 169,872 +1,230
Apr11 101230 4.306 4.359 4.238 4.337 +0.047 14,837 89,291 -9
May11 101230 4.343 4.389 4.269 4.366 +0.044 6,419 42,980 +1,198
Jun11 101230 4.404 4.429 4.318 4.407 +0.043 3,308 18,171 +277
Jul11 101230 4.450 4.491 4.380 4.472 +0.041 1,944 17,363 +338
Aug11 101230 4.530 4.532 4.421 4.511 +0.039 796 17,169 +88
Sep11 101230 4.522 4.544 4.435 4.522 +0.038 816 12,665 +191
Oct11 101230 4.600 4.602 4.505 4.589 +0.038 5,034 51,416 -114
Nov11 101230 4.762 4.782 4.700 4.773 +0.034 914 21,102 -27
Dec11 101230 5.007 5.020 4.950 5.020 +0.028 3,532 19,437 +308
Jan12 101230 5.190 5.190 5.101 5.174 +0.024 2,036 33,460 +261
Feb12 101230 5.134 5.144 5.076 5.144 +0.025 57 6,824 +6
Mar12 101230 5.065 5.065 4.976 5.046 +0.025 1,507 17,199 +937
Apr12 101230 4.810 4.819 4.759 4.819 +0.013 761 14,149 +204
May12 101230 4.822 4.822 4.822 4.822 +0.011 7 4,275 -1
Total Volume and Open Interest 143,148 764,685 +6,496
Brent Crude Oil(ICE)
Feb11 101230 94.18 94.42 92.34 93.09 -1.05 78,317 234,036 -6,356
Mar11 101230 94.00 94.25 92.26 93.01 -0.97 42,064 187,932 -291
Apr11 101230 94.10 94.38 92.42 93.16 -0.95 18,018 73,361 -17
May11 101230 94.35 94.52 92.59 93.33 -0.92 6,482 43,969 +1,248
Jun11 101230 94.40 94.58 92.67 93.46 -0.89 8,522 66,737 +334
Jul11 101230 94.51 94.51 92.83 93.53 -0.86 2,173 23,074 +424
Aug11 101230 94.50 94.50 92.86 93.56 -0.82 2,114 12,105 -319
Sep11 101230 94.48 94.49 92.87 93.55 -0.81 2,977 18,100 +779
Oct11 101230 94.50 94.50 92.92 93.54 -0.81 2,124 11,132 +213
Nov11 101230 93.50 93.54 93.50 93.54 -0.81 943 10,656 -120
Dec11 101230 94.42 94.65 92.86 93.57 -0.79 4,934 89,665 +712
Jan12 101230 93.57 93.57 93.57 93.57 -0.79 100 9,176 +82
Feb12 101230 93.53 93.53 93.53 93.53 -0.80 0 5,856 +0
Mar12 101230 94.19 94.19 93.51 93.51 -0.75 292 3,611 +0
Total Volume and Open Interest 170,224 879,787 -3,079
Gas Oil(ICE)
Jan11 101230 780.25 782.75 764.25 765.75 -14.25 25,718 102,984 -1,802
Feb11 101230 783.00 787.75 769.25 771.00 -13.75 23,124 117,134 -55
Mar11 101230 789.00 791.00 773.25 774.75 -13.50 14,230 69,367 +2,012
Apr11 101230 793.00 793.00 776.00 777.00 -13.25 11,374 55,136 -822
May11 101230 793.25 795.00 777.75 779.25 -12.75 6,174 43,724 +535
Jun11 101230 795.50 797.00 780.25 781.75 -12.50 5,971 52,316 -1,177
Jul11 101230 798.50 800.00 784.75 785.00 -12.25 1,301 19,250 +593
Aug11 101230 800.25 800.25 787.50 787.75 -12.25 788 17,619 +50
Sep11 101230 803.00 803.00 789.50 790.25 -12.25 782 11,336 +186
Oct11 101230 804.25 805.00 791.75 792.00 -11.75 211 10,777 -23
Total Volume and Open Interest 92,516 611,289 -639
Ethanol(CBOT)
Dec10 101203 2.050 2.070 2.050 2.051 -0.024 83 136 -71
Jan11 101230 2.347 2.365 2.330 2.348 -0.012 165 363 -90
Feb11 101230 2.290 2.290 2.279 2.286 -0.019 122 817 -48
Mar11 101230 2.290 2.292 2.290 2.291 -0.019 67 1,113 +21
Apr11 101230 2.301 2.302 2.300 2.301 -0.018 10 696 -3
May11 101230 2.310 2.310 2.310 2.310 -0.016 15 428 +0
Jun11 101230 2.325 2.326 2.313 2.313 -0.020 0 566 +0
Jul11 101230 2.315 2.315 2.315 2.315 -0.018 0 718 +0
Total Volume and Open Interest 412 7,165 -90
WTI Crude Oil(ICE
Feb11 101230 91.19 91.39 89.01 89.84 -1.28 37,198 111,473 +3,484
Mar11 101230 91.97 92.20 89.88 90.69 -1.21 16,556 84,471 +1,351
Apr11 101230 92.59 92.76 90.59 91.37 -1.16 8,835 37,076 -129
May11 101230 93.23 93.23 91.14 91.91 -1.08 5,134 22,155 -54
Jun11 101230 93.04 93.07 91.49 92.29 -1.01 6,111 60,463 +450
Jul11 101230 93.23 93.34 91.80 92.57 -0.96 1,273 17,030 +591
Aug11 101230 93.36 93.48 91.97 92.73 -0.92 600 12,376 +256
Sep11 101230 93.44 93.44 92.19 92.83 -0.88 774 15,314 +96
Oct11 101230 93.50 93.50 92.17 92.90 -0.84 420 9,463 +81
Nov11 101230 92.95 92.95 92.95 92.95 -0.81 239 8,356 +20
Dec11 101230 94.04 94.05 92.25 92.99 -0.78 4,714 63,160 +240
Jan12 101230 92.91 92.91 92.91 92.91 -0.77 16 5,135 +8
Feb12 101230 92.80 92.80 92.80 92.80 -0.77 13 1,169 +0
Mar12 101230 92.67 92.67 92.67 92.67 -0.78 0 3,163 +0
Apr12 101230 92.59 92.59 92.59 92.59 -0.74 0 733 +0
May12 101230 92.51 92.51 92.51 92.51 -0.71 0 846 +0
Total Volume and Open Interest 82,837 538,640 +6,464
US Dollar Index(ICE)
Mar11 101230 79.980 80.025 79.705 79.798 -0.305 9,266 25,470 -318
Jun11 101230 80.375 80.395 80.005 80.198 -0.305 4 606 +0
Sep11 101230 80.558 80.558 80.558 80.558 -0.305 0 4 +0
Total Volume and Open Interest 9,270 26,080 -318
Australian Dollar(CME)
Mar11 101230 100.80 101.08 100.29 100.67 -0.14 40,132 124,572 +970
Jun11 101230 99.90 99.90 99.35 99.49 -0.14 57 280 +34
Sep11 101230 98.21 98.35 98.21 98.21 -0.14 0 14 +0
Total Volume and Open Interest 40,189 125,009 +1,004
British Pound(CME)
Mar11 101230 154.92 155.27 153.57 154.07 -0.94 58,950 80,949 -1,021
Jun11 101230 154.67 154.97 153.64 153.93 -0.94 10 136 +3
Sep11 101230 153.75 154.69 153.75 153.75 -0.94 0 6 +0
Total Volume and Open Interest 58,960 81,123 -1,018
Canadian Dollar(CME)
Mar11 101230 99.78 99.95 99.64 99.88 +0.07 41,762 113,482 +4,198
Jun11 101230 99.66 99.66 99.46 99.63 +0.07 110 1,922 +2
Sep11 101230 99.38 99.38 99.26 99.35 +0.07 19 969 +12
Dec11 101230 99.00 99.07 99.00 99.07 +0.07 53 1,063 +5
Total Volume and Open Interest 41,945 117,440 +4,217
Japanese Yen(CME)
Mar11 101230 122.55 123.11 122.24 122.78 +0.18 81,506 117,133 +8,073
Jun11 101230 123.07 123.20 122.42 122.93 +0.18 29 271 -2
Sep11 101230 123.13 123.13 122.95 123.13 +0.18 1 10 +1
Total Volume and Open Interest 81,536 117,415 +8,072
Swiss Franc(CME)
Mar11 101230 105.99 107.04 105.78 106.96 +1.18 24,321 46,882 +578
Jun11 101230 106.03 107.10 105.92 107.10 +1.18 14 49 -1
Sep11 101230 107.26 107.26 106.08 107.26 +1.18      
Total Volume and Open Interest 24,335 46,933 +577
EuroFX(CME)
Mar11 101230 132.16 133.13 132.11 132.82 +0.71 154,904 163,600 +2,321
Jun11 101230 132.14 133.02 132.05 132.76 +0.71 167 707 +0
Sep11 101230 132.69 132.69 131.97 132.69 +0.72 0 32 -2
Total Volume and Open Interest 155,071 164,631 +2,319
Mexican Peso(CME)
Jan11 101230 808.5 808.8 808.5 808.5 -0.2      
Feb11 101230 806.5 806.8 806.5 806.5 -0.2      
Total Volume and Open Interest 19,211 124,626 -606
30-Year T-Bonds(CBOT)
Mar11 101230 121~020 121~090 120~130 121~000 -0~100 126,113 522,657 -2,190
Jun11 101230 119~010 119~240 119~010 119~130 -0~110 29 626 +13
Sep11 101230 117~260 118~060 117~260 117~260 -0~120      
Total Volume and Open Interest 126,142 523,283 -2,177
10-Year T-Notes(CBOT)
Mar11 101230 120~040 120~090 119~185 119~315 -0~085 575,393 1,324,615 -9,190
Jun11 101230 118~245 119~010 118~245 118~245 -0~085 3 52 +0
Sep11 101230 117~220 117~305 117~220 117~220 -0~085      
Total Volume and Open Interest 575,396 1,324,671 -9,190
5-Year T-Notes(CBOT)
Mar11 101230 117~071 117~083 117~017 117~052 -0~027 285,470 970,517 -18,521
Jun11 101230 116~076 116~103 116~076 116~076 -0~027      
Sep11 101230 115~100 115~127 115~100 115~100 -0~027      
Total Volume and Open Interest 294,974 978,874 -24,286
2 Year T-Notes(CBOT)
Mar11 101230 109~046 109~047 109~033 109~041 -0~007 98,807 632,500 -976
Jun11 101230 109~016 109~023 109~016 109~016 -0~007 0 25 +0
Sep11 101230 108~119 108~126 108~119 108~119 -0~007      
Total Volume and Open Interest 99,274 645,047 -1,398
Eurodollars(CME)
Mar11 101230 99.625 99.630 99.610 99.625 +0.010 108,148 1,149,919 +10,837
Jun11 101230 99.540 99.540 99.510 99.535 +0.005 133,109 1,072,458 +22,977
Sep11 101230 99.400 99.405 99.365 99.400 unch 143,717 889,817 +18,452
Dec11 101230 99.215 99.220 99.165 99.210 unch 125,726 748,035 +5,403
Mar12 101230 98.980 98.990 98.925 98.980 -0.005 166,629 800,380 +11,996
Jun12 101230 98.705 98.715 98.640 98.705 -0.010 113,604 492,569 -1,162
Sep12 101230 98.440 98.440 98.355 98.425 -0.020 98,184 372,642 -560
Dec12 101230 98.155 98.160 98.070 98.135 -0.030 86,120 271,153 -1,583
Mar13 101230 97.880 97.890 97.795 97.860 -0.040 69,045 170,278 -587
Jun13 101230 97.610 97.620 97.520 97.580 -0.050 72,203 155,911 -5,688
Sep13 101230 97.345 97.370 97.260 97.320 -0.055 47,090 180,381 +330
Dec13 101230 97.100 97.115 97.000 97.060 -0.055 38,717 142,153 +1,305
Mar14 101230 96.870 96.895 96.775 96.835 -0.055 16,702 109,459 -939
Jun14 101230 96.635 96.665 96.545 96.605 -0.050 12,089 106,046 -721
Sep14 101230 96.425 96.445 96.325 96.385 -0.045 11,501 70,082 -1,183
Dec14 101230 96.195 96.230 96.100 96.165 -0.040 11,378 69,473 -1,226
Mar15 101230 96.010 96.035 95.915 95.980 -0.035 7,321 49,450 -649
Jun15 101230 4.085 4.115 3.990 4.055 -0.035 5,698 36,333 -727
Total Volume and Open Interest 1,290,686 7,109,383 +58,379
30 Day Federal Funds(CBOT)
Dec10 101230 99.817 99.820 99.815 99.817 -0.003 1,430 95,006 +595
Jan11 101230 99.815 99.825 99.815 99.820 unch 1,940 67,309 +293
Feb11 101230 99.815 99.820 99.810 99.815 unch 2,383 58,704 +1,329
Mar11 101230 99.820 99.820 99.810 99.815 unch 2,405 39,312 +490
Apr11 101230 99.820 99.825 99.815 99.820 +0.005 879 36,952 -73
May11 101230 99.815 99.815 99.805 99.810 +0.005 1,344 51,626 +400
Total Volume and Open Interest 33,218 577,425 +2,147
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 101230 99.655 99.655 99.655 99.655 +0.003 0 979 -60
Jun11 101230 99.640 99.640 99.640 99.640 +0.003 0 175 +0
Sep11 101230 99.625 99.625 99.625 99.625 +0.003      
Dec11 101230 99.615 99.615 99.615 99.615 +0.002 0 75 +0
Mar12 101230 99.600 99.600 99.600 99.600 unch      
Jun12 101230 99.645 99.645 99.645 99.645 unch      
Sep12 101230 99.595 99.595 99.595 99.595 unch      
Dec12 101230 99.500 99.500 99.500 99.500 unch      
Mar13 101230 99.500 99.500 99.500 99.500 unch      
Jun13 101230 99.455 99.455 99.455 99.455 unch      
Total Volume and Open Interest 0 1,229 -60
3-Mth Euro-Yen(SGX)
Mar11 101230 99.65 99.65 99.65 99.65 +0.00 0 2,059 +0
Jun11 101230 99.64 99.64 99.64 99.64 +0.00 0 1,389 +0
Sep11 101230 99.62 99.62 99.62 99.62 +0.00 0 1,064 +0
Dec11 101230 99.62 99.64 99.61 99.61 +0.00 100 1,513 +458
Mar12 101230 99.60 99.60 99.60 99.60 unch 0 305 +0
Jun12 101230 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 101230 99.60 99.60 99.60 99.60 unch 0 310 +0
Dec12 101230 99.50 99.50 99.50 99.50 unch 0 4 +0
Total Volume and Open Interest 100 7,399 +458
Japanese Gov't Bonds(SGX)
Mar11 101230 140.13 140.69 139.92 140.61 +0.49 1,013 11,671 +364
Jun11 101230 138.52 138.52 138.52 138.52 +0.49      
Sep11 101230 136.43 136.43 136.43 136.43 +0.49      
Total Volume and Open Interest 1,013 11,671 +364
Euro-Bund(EUREX)
Mar11 101230 125.35 125.60 125.11 125.31 +0.54 216,201 912,755 +357
Jun11 101230 123.69 123.92 123.69 123.86 +0.53 8 561 +3
Sep11 101230 123.84 123.84 123.84 123.84 +0.54      
Total Volume and Open Interest 216,209 913,316 +360
Euro-Bobl(EUREX)
Mar11 101230 118.74 118.92 118.69 118.78 +0.31 122,430 673,506 +2,461
Jun11 101230 117.38 117.38 117.33 117.33 +0.29 1 47 +0
Sep11 101230 117.33 117.33 117.33 117.33 +0.31      
Total Volume and Open Interest 122,431 673,553 +2,461
3-Mth Euribor(EUREX)
Dec10 101213 98.975 98.975 98.970 98.975 +0.005 315 7,182 -322
Mar11 101230 98.965 98.965 98.965 98.965 +0.015 1 8,253 +1
Jun11 101230 98.860 98.875 98.860 98.875 +0.030 0 9,076 +0
Total Volume and Open Interest 16 26,473 -14
Long Gilt(LIFFE)
Mar11 101230 118~08 118~27 118~08 118~24 +0~28 35,745 235,078 -4,428
Jun11 101230 118~23 118~23 118~23 118~23 +0~28      
Total Volume and Open Interest 35,745 235,078 -5,358
3-Mth Short Sterling(LIFFE)
Mar11 101230 99.19 99.22 99.18 99.19 unch 27,704 291,592 +2,244
Jun11 101230 99.08 99.09 99.06 99.08 +0.02 35,997 247,748 +7,134
Sep11 101230 98.91 98.93 98.90 98.92 +0.04 35,698 218,967 +6,607
Dec11 101230 98.68 98.71 98.66 98.70 +0.06 22,988 253,611 +1,228
Mar12 101230 98.42 98.47 98.40 98.45 +0.08 24,541 228,294 +6,090
Jun12 101230 98.12 98.18 98.12 98.16 +0.08 20,889 132,976 +383
Total Volume and Open Interest 197,705 1,725,207 +22,762
3-Mth Euribor(LIFFE)
Mar11 101230 98.960 98.965 98.955 98.965 +0.015 47,219 536,550 -5,182
Jun11 101230 98.855 98.880 98.850 98.875 +0.030 51,258 467,924 -235
Sep11 101230 98.735 98.785 98.730 98.775 +0.045 45,914 345,030 +4,119
Total Volume and Open Interest 331,063 2,550,304 +14,544
3-Mth Aus T-Bills(SFE)
Mar11 101230 94.89 94.94 94.89 94.93 +0.03 10,994 194,531 +2,067
Jun11 101230 94.73 94.80 94.71 94.79 +0.06 14,193 119,792 +7,209
Sep11 101230 94.54 94.63 94.52 94.61 +0.07 5,041 75,990 +2,455
Dec11 101230 94.39 94.48 94.39 94.46 +0.06 3,457 48,474 +880
Mar12 101230 94.29 94.38 94.29 94.37 +0.06 384 41,132 +197
Jun12 101230 94.27 94.32 94.27 94.32 +0.07 986 36,339 -279
Sep12 101230 94.25 94.26 94.23 94.26 +0.06 724 19,329 +182
Dec12 101230 94.20 94.22 94.19 94.22 +0.07 556 8,836 +450
Mar13 101230 94.12 94.20 94.12 94.20 +0.07 1 2,553 +1
Jun13 101230 94.16 94.16 94.16 94.16 +0.07 0 575 +0
Total Volume and Open Interest 36,336 548,402 +13,162
10-Year Aus T-Bonds(SFE)
Mar11 101230 94.27 94.38 94.26 94.38 +0.10 11,893 345,853 +1,557
Jun11 101230 94.38 94.38 94.38 94.38 +0.10      
Total Volume and Open Interest 11,893 345,853 +1,557
3-Year Aus T-Bonds(SFE)
Mar11 101230 94.58 94.67 94.57 94.66 +0.07 42,853 381,164 +13,278
Jun11 101230 94.66 94.66 94.66 94.66 +0.07      
Total Volume and Open Interest 42,853 381,164 +13,278
Gold(CMX)
Feb11 101230 1412.2 1415.4 1403.5 1405.9 -7.6 75,104 355,093 -3,104
Apr11 101230 1414.6 1417.5 1405.7 1408.1 -7.6 3,277 52,347 -15
Jun11 101230 1417.2 1419.5 1408.0 1410.2 -7.7 1,277 34,136 -245
Aug11 101230 1420.5 1420.5 1411.5 1412.2 -7.8 541 16,033 +91
Oct11 101230 1417.6 1417.6 1414.4 1414.4 -7.9 162 12,330 +4
Dec11 101230 1424.2 1425.4 1415.5 1416.8 -8.0 612 27,014 -253
Feb12 101230 1419.7 1419.7 1419.5 1419.5 -8.1 12 6,603 -10
Apr12 101230 1422.4 1422.4 1422.4 1422.4 -8.1 1 5,313 +0
Jun12 101230 1425.8 1425.8 1425.8 1425.8 -8.1 50 12,352 +50
Aug12 101230 1429.5 1429.5 1429.5 1429.5 -8.2 0 6,086 +0
Oct12 101230 1433.6 1433.6 1433.6 1433.6 -8.3 0 1,080 +0
Dec12 101230 1438.0 1438.0 1438.0 1438.0 -8.4 55 13,450 -101
Total Volume and Open Interest 81,704 590,814 -3,676
Silver(CMX)
Mar11 101230 3063.0 3093.0 3036.0 3051.3 -19.1 30,064 80,284 +409
May11 101230 3083.5 3096.5 3043.0 3056.6 -19.2 1,441 12,897 -156
Jul11 101230 3081.0 3101.0 3050.0 3061.5 -19.4 83 9,598 +16
Sep11 101230 3075.0 3075.0 3057.0 3066.3 -19.5 35 6,105 +4
Dec11 101230 3086.5 3100.0 3073.5 3073.5 -19.7 196 12,658 +98
Mar12 101230 3080.3 3080.3 3080.3 3080.3 -20.0 0 374 +0
May12 101230 3084.9 3084.9 3084.9 3084.9 -20.2 0 540 +0
Total Volume and Open Interest 32,534 137,786 -132
Platinum(NYMEX)
Jan11 101230 1761.0 1770.0 1738.9 1744.3 -9.9 3,740 1,756 -1,893
Apr11 101230 1765.9 1776.0 1742.0 1749.3 -10.9 5,410 36,730 +1,976
Jul11 101230 1766.0 1766.0 1754.2 1754.2 -10.6 50 579 +10
Oct11 101230 1754.2 1754.2 1754.2 1754.2 -10.6 0 6 +0
Total Volume and Open Interest 9,204 39,073 +93
Palladium(NYMEX)
Mar11 101230 794.15 799.00 786.00 786.20 -7.20 1,454 22,797 +113
Jun11 101230 796.35 800.00 787.30 787.30 -7.25 17 480 -10
Sep11 101230 797.40 797.40 785.80 785.80 -7.25 0 10 +0
Total Volume and Open Interest 1,471 23,311 +97
Copper(CMX)
Mar11 101230 431.25 437.90 430.40 436.25 +5.10 15,161 118,191 +276
May11 101230 430.25 437.00 430.00 435.60 +5.10 487 27,322 +69
Jul11 101230 433.95 434.10 433.10 434.10 +4.95 222 7,417 +150
Sep11 101230 432.55 434.00 432.55 432.55 +4.95 145 5,461 +101
Dec11 101230 429.65 430.35 429.20 429.75 +4.95 51 3,308 -8
Total Volume and Open Interest 16,719 167,510 +176
DJIA Index(CBOT)
Mar11 101230 11536 11541 11490 11522 -10 748 6,380 +90
Jun11 101230 11457 11467 11457 11457 -10      
Sep11 101230 11402 11412 11402 11402 -10      
Dec11 101230 11347 11357 11347 11347 -10      
Total Volume and Open Interest 748 6,380 +90
S & P 500(CME)
Mar11 101230 1255.70 1257.40 1251.80 1254.50 -1.20 5,876 268,485 +515
Jun11 101230 1249.40 1252.10 1246.60 1249.40 -1.20 221 3,883 +130
Sep11 101230 1244.60 1247.30 1241.80 1244.60 -1.20 414 2,041 +302
Dec11 101230 1240.30 1243.00 1237.50 1240.30 -1.20 0 350 +0
Total Volume and Open Interest 6,511 274,759 +947
S & P 500 E-Mini(Globex)
Mar11 101230 1255.75 1257.50 1251.50 1254.50 -1.25 588,441 2,475,165 -1,895
Jun11 101230 1251.00 1251.75 1247.50 1249.50 -1.00 162 2,521 -25
Total Volume and Open Interest 588,613 2,477,788 -1,920
NASDAQ 100(CME)
Mar11 101230 2230.00 2232.50 2222.50 2224.50 -4.00 643 9,405 -6
Jun11 101230 2221.50 2222.50 2221.50 2221.50 -4.00      
Sep11 101230 2219.00 2220.00 2219.00 2219.00 -4.00      
Total Volume and Open Interest 643 9,405 -6
NASDAQ 100 E-Mini(Globex)
Mar11 101230 2228.50 2232.80 2221.50 2224.50 -4.00 64,609 326,653 +3,492
Jun11 101230 2226.80 2226.80 2221.00 2221.50 -4.00 7 92 -2
Total Volume and Open Interest 64,617 326,750 +3,489
S & P Midcap 400(CME)
Mar11 101230 912.00 915.00 911.60 911.60 +1.50 1 1,165 +1
Jun11 101230 909.20 909.20 909.20 909.20 +1.50      
Sep11 101230 908.40 908.40 908.40 908.40 +1.50      
Total Volume and Open Interest 1 1,165 +1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 101230 10335 10350 10185 10235 -110 3,454 38,408 -184
Jun11 101230 10215 10225 10215 10215 -110 0 3 +0
Total Volume and Open Interest 3,454 38,411 -184
Nikkei 225(SGX)
Mar11 101230 10340 10360 10185 10210 -130 47,593 199,163 -4,905
Jun11 101230 10185 10185 10135 10135 -135 20 2,669 +17
Sep11 101230 10135 10135 10135 10135 -135      
Total Volume and Open Interest 47,617 217,056 -4,439
CAC 40(EURONEXT)
Jan11 101230 3889.0 3905.0 3841.0 3852.0 -40.5 40,532 352,863 +3,416
Feb11 101230 3868.0 3868.0 3844.0 3854.0 -41.0 3 235 -7
Mar11 101230 3892.5 3904.0 3845.5 3854.5 -41.0 250 43,348 -187
Total Volume and Open Interest 40,785 396,481 +3,222
Hang Seng Index(HKFE)
Dec10 101230 22915 23200 22915 22981 -25 53,592 31,852 -11,289
Jan11 101230 22966 23200 22883 23040 +33 52,105 80,421 +4,283
Total Volume and Open Interest 106,083 119,137 -6,905
DAX(EUREX)
Dec10 101217 7033.0 7042.0 7005.0 7009.0 -14.0 176,805 85,348 -31,121
Mar11 101230 7010.0 7023.0 6910.0 6927.0 -78.0 48,768 194,706 +6,640
Jun11 101230 7037.0 7037.0 6938.0 6950.0 -78.0 81 11,065 +64
Total Volume and Open Interest 48,852 205,784 +6,705
FT-SE 100(EURONEXT)
Mar11 101230 5940.50 5971.50 5916.00 5931.00 -29.00 47,351 653,090 +1,522
Jun11 101230 5903.00 5903.00 5880.00 5888.00 -29.50 0 1,243 -1
Sep11 101230 5890.50 5890.50 5847.50 5855.50 -30.00 0 20 +0
Total Volume and Open Interest 47,351 654,353 +1,521
SPI 200(SFE)
Dec10 101216 4765.0 4785.0 4752.0 4762.0 -8.0 15,081 65,257 -117,974
Mar11 101230 4778.0 4800.0 4770.0 4796.0 +22.0 11,686 192,516 +529
Jun11 101230 4818.0 4823.0 4818.0 4823.0 +22.0 1 2,959 +0
Total Volume and Open Interest 11,687 198,792 +502
GSCI(CME)
Jan11 101230 627.55 628.40 618.50 622.50 -7.25 240 14,735 -96
Feb11 101230 626.50 633.10 622.50 626.50 -6.50 2 1 +0
Mar11 101230 632.60 634.60 624.00 628.00 -6.50      
Total Volume and Open Interest 242 14,736 -96
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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