Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Fri December 31, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan11 101231 1367.25 1394.50 1366.50 1393.75 +27.75 24,732 22,422 -7,849
Mar11 101231 1377.25 1404.00 1376.00 1403.00 +27.00 65,859 306,147 -1,601
May11 101231 1383.00 1410.50 1383.00 1409.00 +26.50 12,298 85,055 -2,230
Jul11 101231 1385.00 1413.25 1385.00 1411.50 +26.25 10,310 73,789 -272
Aug11 101231 1368.25 1382.00 1357.25 1382.00 +24.75 547 2,194 +16
Sep11 101231 1319.75 1345.00 1318.50 1343.50 +23.00 431 2,740 -65
Nov11 101231 1284.00 1309.75 1280.00 1308.50 +24.00 10,321 115,879 +1,418
Total Volume and Open Interest 125,567 628,389 -10,247
Soybean Meal(CBOT)
Jan11 101231 365.40 372.00 365.00 370.30 +4.90 10,463 4,940 -2,776
Mar11 101231 369.10 375.20 368.40 373.90 +4.70 27,467 94,191 +545
May11 101231 369.50 375.80 369.50 374.50 +4.50 4,782 28,425 -650
Jul11 101231 370.80 376.00 370.40 374.80 +4.20 2,563 22,997 -229
Aug11 101231 364.90 365.40 360.30 364.30 +4.00 736 6,384 +39
Sep11 101231 353.40 353.40 348.50 352.50 +4.00 646 5,782 +7
Oct11 101231 336.20 336.60 332.70 336.60 +3.90 822 5,063 -144
Dec11 101231 331.00 334.80 329.60 333.50 +3.90 1,340 20,344 +101
Total Volume and Open Interest 49,028 190,947 -3,161
Soybean Oil(CBOT)
Jan11 101231 56.55 57.91 56.53 57.74 +1.13 17,840 13,857 +59
Mar11 101231 57.25 58.60 57.15 58.37 +1.06 44,690 203,372 +1,045
May11 101231 57.64 58.99 57.50 58.74 +1.10 12,842 54,840 +4,789
Jul11 101231 57.67 59.00 57.59 58.82 +1.14 6,634 46,061 +2,025
Aug11 101231 58.06 58.80 57.70 58.70 +1.12 205 4,954 +7
Sep11 101231 57.74 58.55 57.50 58.55 +1.12 115 5,587 +4
Oct11 101231 57.44 58.31 57.30 58.27 +1.09 373 7,585 -108
Dec11 101231 57.26 58.40 57.11 58.20 +1.02 991 25,409 -52
Total Volume and Open Interest 83,700 362,608 +7,779
Canola(WCE)
Jan11 101231 579.5 583.8 578.1 583.8 +9.2 1,886 1,413 -1,856
Mar11 101231 584.1 590.4 583.8 589.3 +5.5 4,227 123,817 +955
May11 101231 590.0 593.5 588.7 593.5 +5.0 659 10,818 +526
Jul11 101231 590.0 593.9 589.0 592.5 +5.8 100 16,940 +2
Nov11 101231 526.4 532.0 522.5 532.0 +6.0 828 37,166 +265
Total Volume and Open Interest 7,701 193,110 -108
Corn(CBOT)
Mar11 101231 616.25 630.00 615.75 629.00 +13.00 94,981 727,836 -5,143
May11 101231 624.00 638.50 624.00 636.50 +12.50 17,753 205,536 -683
Jul11 101231 628.00 641.75 628.00 640.00 +12.00 21,693 228,476 -1,699
Sep11 101231 584.25 595.50 583.25 595.50 +10.75 2,786 42,662 +542
Dec11 101231 551.00 562.00 550.00 562.00 +10.75 19,687 266,766 +1,244
Mar12 101231 557.25 569.75 557.25 569.75 +10.50 1,470 21,025 +128
Total Volume and Open Interest 159,025 1,537,368 -5,563
Wheat(CBOT)
Mar11 101231 786.50 796.25 780.50 794.25 +9.50 28,967 227,694 -2,923
May11 101231 816.00 822.50 808.00 820.75 +9.00 5,178 66,104 +303
Jul11 101231 823.50 834.50 820.00 832.00 +8.50 4,050 106,571 -128
Sep11 101231 838.75 848.00 837.50 844.75 +6.00 609 19,150 +193
Dec11 101231 846.00 860.00 846.00 855.50 +4.75 2,487 57,034 +418
Total Volume and Open Interest 41,494 491,262 -2,030
Wheat(KCBT)
Mar11 101231 844.00 856.00 841.00 851.00 +7.50 7,310 111,277 -868
May11 101231 850.00 864.00 850.00 859.50 +7.00 685 27,325 +327
Jul11 101231 859.00 870.00 858.00 865.25 +7.50 1,689 53,564 -253
Sep11 101231 864.00 877.00 864.00 874.25 +8.00 404 13,726 +127
Dec11 101231 876.00 885.25 872.25 880.50 +7.75 365 10,554 +33
Total Volume and Open Interest 10,461 218,672 -631
Wheat(MGE)
Mar11 101231 872.25 887.00 869.75 881.50 +9.50 2,423 28,595 -168
May11 101231 878.75 894.25 878.75 890.00 +10.25 484 12,695 +28
Jul11 101231 881.00 893.00 881.00 890.25 +10.50 306 9,233 +53
Sep11 101231 873.00 883.25 872.50 880.00 +8.00 189 9,377 +38
Dec11 101231 875.00 888.00 875.00 886.00 +9.50 175 8,207 +40
Total Volume and Open Interest 3,590 69,482 -9
Oats(CBOT)
Mar11 101231 385.75 395.00 384.00 394.00 +6.25 409 9,801 +157
May11 101231 393.50 399.00 392.25 398.50 +6.25 62 647 -10
Jul11 101231 395.50 401.50 395.50 401.50 +5.25 12 332 +3
Sep11 101231 357.50 357.50 352.25 357.50 +5.25 5 39 +2
Total Volume and Open Interest 498 11,884 +152
Rough Rice(CBOT)
Jan11 101231 13.72 14.00 13.72 13.99 +0.36 1,238 1,524 -874
Mar11 101231 13.99 14.34 13.96 14.29 +0.36 2,135 13,380 +407
May11 101231 14.34 14.59 14.27 14.59 +0.36 122 1,738 +46
Jul11 101231 14.69 14.84 14.64 14.84 +0.35 51 1,668 -20
Total Volume and Open Interest 3,583 19,202 -437
Live Cattle(CME)
Dec10 101231 107.000 108.150 106.785 107.900 +0.900 1,106 307 -743
Feb11 101231 107.750 108.700 107.550 108.350 +1.020 16,476 145,770 -1,475
Apr11 101231 111.500 112.400 111.300 112.200 +0.870 8,579 91,529 +771
Jun11 101231 108.535 109.500 108.350 109.285 +0.935 2,954 48,161 +434
Aug11 101231 109.000 110.100 109.000 109.750 +0.670 1,533 18,060 +288
Oct11 101231 111.450 112.250 111.450 112.000 +0.570 539 11,019 +51
Total Volume and Open Interest 31,492 324,125 -536
Feeder Cattle(CME)
Jan11 101231 121.135 122.230 120.785 121.885 +1.055 1,268 5,839 -389
Mar11 101231 123.285 124.300 122.885 123.950 +1.020 2,461 23,308 +478
Apr11 101231 124.000 125.050 123.700 124.830 +0.430 472 5,318 +23
May11 101231 123.950 125.300 123.900 125.230 +1.030 402 6,606 +176
Aug11 101231 124.500 125.800 124.500 125.800 +1.200 205 6,526 +46
Sep11 101231 124.430 125.500 124.430 125.500 +1.200 72 574 +26
Oct11 101231 124.000 125.400 124.000 125.400 +1.150 33 178 +22
Total Volume and Open Interest 4,919 48,442 +382
Lean Hogs(CME)
Feb11 101231 79.100 80.000 78.830 79.750 +0.900 9,976 82,149 -1,481
Apr11 101231 83.180 83.950 82.800 83.885 +0.955 5,087 55,534 +559
May11 101231 90.000 91.750 90.000 91.635 +1.485 83 1,831 -9
Jun11 101231 92.500 93.150 92.250 93.050 +0.600 1,355 35,961 +448
Jul11 101231 92.000 92.550 92.000 92.450 +0.200 469 8,850 +227
Aug11 101231 90.950 91.580 90.950 91.550 +0.665 665 10,178 +221
Oct11 101231 81.225 82.250 81.225 82.150 +0.675 244 7,177 +122
Dec11 101231 78.100 78.750 78.100 78.635 +0.635 136 3,230 +29
Total Volume and Open Interest 18,033 205,855 +121
Class III Milk(CME)
Dec10 101230 13.83 13.83 13.83 13.83 -0.03 45 5,863 -32
Jan11 101231 13.27 13.31 13.16 13.22 -0.05 182 4,775 +8
Feb11 101231 13.85 13.89 13.58 13.72 -0.12 658 4,953 -58
Mar11 101231 14.20 14.25 13.98 14.06 -0.09 197 3,542 +17
Apr11 101231 14.61 14.62 14.41 14.55 -0.05 162 2,687 +36
Total Volume and Open Interest 1,536 28,339 -5,743
Cocoa(ICE)
Mar11 101231 3030 3048 2988 3035 +35 5,519 70,096 -269
May11 101231 3058 3060 3006 3052 +36 1,008 22,689 +394
Jul11 101231 3045 3072 3018 3064 +36 186 12,569 -14
Sep11 101231 3041 3084 3041 3076 +37 126 7,396 -3
Dec11 101231 3050 3103 3048 3093 +37 419 12,427 +402
Mar12 101231 3133 3165 3111 3165 +45 104 10,844 -54
May12 101231 3122 3159 3114 3159 +46 83 4,570 +68
Total Volume and Open Interest 7,447 142,476 +526
Coffee "C"(ICE)
Mar11 101231 236.30 241.30 236.30 240.50 +4.20 4,661 89,666 -515
May11 101231 237.60 242.60 237.60 241.80 +4.10 994 27,447 +234
Jul11 101231 238.25 241.40 238.15 240.65 +4.10 144 10,147 +94
Sep11 101231 234.55 237.55 234.55 236.95 +4.10 59 4,515 -10
Dec11 101231 229.35 232.05 229.25 231.45 +3.90 66 7,010 -13
Mar12 101231 223.70 226.30 223.70 225.80 +3.70 34 711 +7
Total Volume and Open Interest 5,970 140,170 -191
Orange Juice(ICE)
Jan11 101231 172.90 175.00 170.05 172.35 +2.10 456 1,972 -293
Mar11 101231 166.00 168.90 161.50 163.55 -2.45 2,546 20,571 +448
May11 101231 167.00 170.30 163.35 165.10 -2.35 1,029 4,470 +454
Jul11 101231 167.35 170.80 165.55 166.35 -1.70 160 2,489 +10
Sep11 101231 169.15 169.15 166.65 167.70 -1.50 58 471 +47
Nov11 101231 173.50 174.25 168.90 168.90 -1.80 5 71 +0
Total Volume and Open Interest 4,254 30,067 +666
Sugar #11(ICE)
Mar11 101231 30.63 32.25 30.25 32.12 +1.74 68,588 237,027 -2,904
May11 101231 27.79 29.44 27.56 29.32 +1.64 29,793 116,346 +4,873
Jul11 101231 25.00 26.26 24.58 26.20 +1.56 17,012 105,488 +1,721
Oct11 101231 23.13 24.50 22.88 24.46 +1.34 7,557 59,865 +908
Mar12 101231 22.24 23.82 22.06 23.76 +1.38 4,205 47,264 -319
Total Volume and Open Interest 130,320 613,376 +4,688
London Cocoa(LCE)
Mar11 101231 2030 2044 2001 2017 -6 1,982 64,587 -517
May11 101231 2037 2048 2013 2029 -5 555 22,140 +104
Jul11 101231 2052 2052 2030 2044 -3 432 21,255 +262
Sep11 101231 2053 2054 2050 2050 -4 147 13,900 +78
Dec11 101231 2070 2070 2048 2060 -5 163 21,814 +149
Mar12 101231 2083 2083 2059 2073 -6 85 18,556 -17
May12 101231 2089 2089 2067 2078 -9 271 3,508 +171
Total Volume and Open Interest 3,636 166,184 +230
London Sugar(LCE)
Mar11 101231 749.50 782.30 748.00 777.50 +16.20 2,956 27,729 -248
May11 101231 716.00 746.60 714.00 746.50 +21.00 312 10,220 -67
Aug11 101231 645.00 678.60 643.80 678.60 +30.60 156 7,540 +63
Oct11 101231 621.60 634.60 619.10 633.30 +33.00 207 2,420 +74
Dec11 101231 614.80 614.80 614.80 614.80 +33.00 32 931 +15
Total Volume and Open Interest 3,676 49,444 -151
Cotton(ICE)
Mar11 101231 144.00 146.84 143.53 144.81 +1.97 10,522 103,457 +201
May11 101231 135.68 139.23 135.68 137.61 +2.38 2,841 22,569 +295
Jul11 101231 128.50 130.54 128.10 129.30 +2.76 2,201 30,886 +219
Oct11 101231 113.00 113.00 112.05 112.05 +2.39 12 175 -8
Dec11 101231 99.20 101.20 99.20 100.58 +1.38 2,808 45,382 +1,643
Mar12 101231 93.00 95.45 93.00 94.64 +1.54 53 1,037 +6
Total Volume and Open Interest 18,489 205,060 +2,380
Lumber(CME)
Jan11 101231 303.8 307.4 302.0 302.0 -5.0 141 1,241 -24
Mar11 101231 321.1 325.5 320.0 320.0 -1.0 629 7,084 +168
May11 101231 331.6 334.9 330.7 332.6 -4.3 93 2,250 +56
Jul11 101231 336.0 336.0 332.1 332.1 -6.8 11 786 +4
Total Volume and Open Interest 875 11,496 +205
Crude Oil(NYM)
Feb11 101231 89.67 92.06 89.05 91.38 +1.54 209,645 312,589 -307
Mar11 101231 90.45 92.85 89.88 92.22 +1.53 74,605 199,515 +7,211
Apr11 101231 91.12 93.45 90.54 92.91 +1.54 34,478 88,503 +1,034
May11 101231 91.69 93.89 91.06 93.41 +1.50 22,674 63,986 +3,319
Jun11 101231 92.26 94.20 91.40 93.78 +1.49 26,342 92,257 +348
Jul11 101231 92.50 94.44 92.31 94.06 +1.49 11,081 43,697 +155
Aug11 101231 92.56 94.28 92.03 94.23 +1.50 6,981 24,206 +2,778
Sep11 101231 92.46 94.35 92.46 94.34 +1.51 2,925 26,633 +405
Oct11 101231 92.69 94.42 92.69 94.42 +1.52 1,291 18,697 -72
Nov11 101231 93.83 94.55 93.79 94.48 +1.53 1,420 20,869 +47
Dec11 101231 92.94 94.90 92.10 94.52 +1.53 14,336 155,396 +393
Jan12 101231 94.40 94.43 94.40 94.43 +1.52 1,011 28,129 +65
Feb12 101231 94.31 94.31 94.31 94.31 +1.51 1,027 8,357 +40
Mar12 101231 94.19 94.19 94.19 94.19 +1.52 368 10,625 +206
Apr12 101231 94.11 94.11 94.11 94.11 +1.52 60 4,675 +0
May12 101231 94.03 94.03 94.03 94.03 +1.52 92 5,703 +28
Total Volume and Open Interest 418,292 1,424,436 +17,589
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 101231 89.650 92.050 89.050 91.375 +1.525 7,919 4,377 -402
Mar11 101231 90.500 92.825 89.875 92.225 +1.525 571 1,755 +142
Apr11 101231 91.225 92.900 90.600 92.900 +1.525 144 85 +20
May11 101231 93.350 93.400 93.350 93.400 +1.500 12 18 +0
Jun11 101231 92.175 93.775 92.175 93.775 +1.475 2 45 +1
Jul11 101231 94.050 94.050 94.050 94.050 +1.475 2 11 +0
Aug11 101231 94.225 94.225 94.225 94.225 +1.500 8 9 +2
Sep11 101231 94.350 94.350 94.350 94.350 +1.525 0 1 +0
Total Volume and Open Interest 8,658 6,543 -237
Heating Oil(NYM)
Jan11 101231 255.50 255.50 254.00 255.25 +6.71      
Feb11 101231 249.74 256.69 247.41 254.24 +4.25 42,823 105,749 -3,499
Mar11 101231 250.24 256.74 248.24 254.85 +4.08 16,441 55,572 +3,449
Apr11 101231 250.21 256.25 247.95 254.44 +4.09 6,267 27,748 +634
May11 101231 248.00 255.69 248.00 254.04 +4.02 3,327 18,304 +329
Jun11 101231 250.20 255.96 248.10 254.35 +3.98 6,624 34,689 -1,055
Jul11 101231 251.10 256.79 251.02 255.49 +3.93 1,113 9,032 +3
Aug11 101231 251.33 257.84 251.33 256.66 +3.78 298 5,297 +20
Sep11 101231 253.53 259.35 251.95 257.84 +3.66 154 5,005 -2
Oct11 101231 259.06 259.06 259.06 259.06 +3.58 68 4,114 +10
Nov11 101231 260.49 260.49 260.49 260.49 +3.56 63 4,303 +27
Dec11 101231 258.05 263.55 256.07 261.80 +3.58 667 15,156 +94
Total Volume and Open Interest 78,296 294,365 -10,975
Gasoline(NYMEX)
Jan11 101231 245.25 246.50 244.50 245.00 +5.82      
Feb11 101231 239.66 245.55 237.63 243.03 +4.55 36,336 96,284 -1,414
Mar11 101231 239.53 245.58 237.98 243.32 +4.43 15,884 46,890 -1,655
Apr11 101231 248.35 254.33 247.33 252.52 +4.19 6,870 32,194 -360
May11 101231 248.85 254.61 247.58 252.89 +4.06 2,621 15,322 +419
Jun11 101231 249.09 252.99 247.29 252.72 +3.98 2,303 20,812 +431
Jul11 101231 246.64 252.36 246.64 251.85 +3.97 921 5,713 +378
Aug11 101231 250.37 250.37 250.37 250.37 +3.97 248 6,085 -16
Sep11 101231 248.44 248.44 248.44 248.44 +3.97 287 3,169 -48
Oct11 101231 237.74 237.74 237.74 237.74 +4.17 167 3,274 +6
Total Volume and Open Interest 67,890 264,415 -12,809
e-miNY RBOB Gasoline(NYM)
Feb11 101231 243.00 243.03 243.00 243.00 +4.50 1 2 -1
Mar11 101231 243.30 243.32 243.30 243.30 +4.40 0 1 +0
Apr11 101231 252.50 252.52 252.50 252.50 +4.20 0 1 +0
May11 101231 252.90 252.90 252.89 252.90 +4.10 0 1 +0
Total Volume and Open Interest 1 8 -1
Natural Gas(NYM)
Feb11 101231 4.325 4.454 4.306 4.405 +0.067 81,995 168,465 +1,920
Mar11 101231 4.340 4.456 4.320 4.422 +0.070 29,758 172,580 +2,708
Apr11 101231 4.300 4.433 4.300 4.401 +0.064 16,009 89,234 -57
May11 101231 4.348 4.462 4.348 4.434 +0.068 6,455 43,623 +643
Jun11 101231 4.376 4.497 4.376 4.475 +0.068 3,716 17,897 -274
Jul11 101231 4.488 4.560 4.479 4.541 +0.069 2,987 17,341 -22
Aug11 101231 4.530 4.600 4.520 4.579 +0.068 1,084 17,168 -1
Sep11 101231 4.536 4.605 4.536 4.590 +0.068 956 12,727 +62
Oct11 101231 4.574 4.679 4.574 4.657 +0.068 5,894 51,575 +159
Nov11 101231 4.783 4.850 4.780 4.840 +0.067 1,892 21,563 +461
Dec11 101231 5.040 5.092 5.025 5.092 +0.072 1,052 19,639 +202
Jan12 101231 5.184 5.250 5.179 5.244 +0.070 2,847 33,378 -82
Feb12 101231 5.156 5.215 5.156 5.215 +0.071 172 6,893 +69
Mar12 101231 5.055 5.120 5.055 5.116 +0.070 1,260 17,494 +295
Apr12 101231 4.826 4.881 4.826 4.881 +0.062 679 14,565 +416
May12 101231 4.884 4.884 4.884 4.884 +0.062 9 4,275 +0
Total Volume and Open Interest 157,296 771,108 +6,423
Brent Crude Oil(ICE)
Feb11 101231 92.87 95.20 92.18 94.75 +1.66 110,395 213,938 -20,098
Mar11 101231 92.93 95.11 92.09 94.67 +1.66 69,140 189,639 +1,707
Apr11 101231 93.10 95.23 92.21 94.81 +1.65 29,418 76,595 +3,234
May11 101231 93.26 95.35 92.36 94.97 +1.64 14,788 46,474 +2,505
Jun11 101231 93.39 95.38 92.48 95.10 +1.64 16,356 66,653 -84
Jul11 101231 92.95 95.41 92.54 95.15 +1.62 3,972 22,721 -353
Aug11 101231 93.49 95.34 92.56 95.17 +1.61 3,779 12,107 +2
Sep11 101231 93.48 95.33 92.56 95.16 +1.61 4,397 18,898 +798
Oct11 101231 92.98 95.14 92.57 95.14 +1.60 2,915 12,076 +944
Nov11 101231 95.14 95.14 95.14 95.14 +1.60 1,320 10,600 -56
Dec11 101231 93.52 95.44 92.65 95.17 +1.60 6,809 91,922 +2,257
Jan12 101231 95.15 95.15 95.15 95.15 +1.58 264 9,160 -16
Feb12 101231 95.12 95.12 95.12 95.12 +1.59 336 5,752 -104
Mar12 101231 95.10 95.10 95.10 95.10 +1.59 321 3,575 -36
Total Volume and Open Interest 265,935 871,205 -8,582
Gas Oil(ICE)
Jan11 101231 766.75 785.75 761.25 762.50 -3.25 42,080 94,793 -8,191
Feb11 101231 771.00 791.25 766.25 768.00 -3.00 51,685 120,789 +3,655
Mar11 101231 777.00 795.25 770.75 772.25 -2.50 28,225 72,293 +2,926
Apr11 101231 779.00 798.00 773.25 774.75 -2.25 9,549 56,588 +1,452
May11 101231 781.00 799.75 777.00 777.00 -2.25 8,259 44,007 +283
Jun11 101231 784.00 801.25 777.75 779.50 -2.25 9,212 55,032 +2,716
Jul11 101231 787.25 803.75 782.75 782.75 -2.25 1,031 19,634 +384
Aug11 101231 789.50 807.00 785.75 786.00 -1.75 350 17,603 -16
Sep11 101231 792.75 810.00 788.50 789.00 -1.25 485 11,441 +105
Oct11 101231 794.25 794.25 790.00 790.50 -1.50 419 10,697 -80
Total Volume and Open Interest 156,407 613,829 +2,540
Ethanol(CBOT)
Dec10 101203 2.050 2.070 2.050 2.051 -0.024 83 136 -71
Jan11 101231 2.360 2.385 2.360 2.378 +0.030 96 321 -42
Feb11 101231 2.305 2.325 2.305 2.320 +0.034 72 796 -21
Mar11 101231 2.305 2.325 2.305 2.322 +0.031 14 1,125 +12
Apr11 101231 2.325 2.329 2.325 2.329 +0.028 15 699 +3
May11 101231 2.330 2.346 2.330 2.346 +0.036 7 428 +0
Jun11 101231 2.349 2.349 2.349 2.349 +0.036 47 555 -11
Jul11 101231 2.335 2.350 2.335 2.350 +0.035 2 718 +0
Total Volume and Open Interest 290 7,124 -41
WTI Crude Oil(ICE
Feb11 101231 89.64 92.05 89.04 91.38 +1.54 65,448 111,138 -335
Mar11 101231 90.57 92.82 89.87 92.22 +1.53 41,709 84,543 +72
Apr11 101231 91.25 93.40 90.55 92.91 +1.54 20,084 40,276 +3,200
May11 101231 91.30 93.87 91.18 93.41 +1.50 10,341 23,885 +1,730
Jun11 101231 92.17 94.21 91.53 93.78 +1.49 12,146 58,970 -1,493
Jul11 101231 91.93 94.06 91.93 94.06 +1.49 2,150 17,057 +27
Aug11 101231 92.14 94.43 92.12 94.23 +1.50 1,483 11,983 -393
Sep11 101231 92.23 94.34 92.23 94.34 +1.51 1,065 15,403 +89
Oct11 101231 92.31 94.42 92.31 94.42 +1.52 674 9,614 +151
Nov11 101231 94.48 94.48 94.48 94.48 +1.53 394 8,371 +15
Dec11 101231 92.68 94.87 92.23 94.52 +1.53 8,002 63,204 +44
Jan12 101231 94.43 94.43 94.43 94.43 +1.52 132 5,151 +16
Feb12 101231 94.31 94.31 94.31 94.31 +1.51 42 1,200 +31
Mar12 101231 94.19 94.19 94.19 94.19 +1.52 100 3,137 -26
Apr12 101231 94.11 94.11 94.11 94.11 +1.52 0 733 +0
May12 101231 94.03 94.03 94.03 94.03 +1.52 0 846 +0
Total Volume and Open Interest 165,513 541,768 +3,128
US Dollar Index(ICE)
Mar11 101231 79.735 79.785 79.025 79.287 -0.510 12,789 24,750 -720
Jun11 101231 80.130 80.160 79.525 79.702 -0.495 33 610 +4
Sep11 101231 80.200 80.200 80.062 80.062 -0.495 0 4 +0
Total Volume and Open Interest 12,822 25,364 -716
Australian Dollar(CME)
Mar11 101231 100.81 101.68 100.63 101.41 +0.74 42,138 123,587 -985
Jun11 101231 99.55 100.45 99.49 100.23 +0.74 15 284 +4
Sep11 101231 98.93 98.93 98.21 98.93 +0.72 0 14 +0
Total Volume and Open Interest 42,153 124,028 -981
British Pound(CME)
Mar11 101231 154.19 156.59 154.16 155.81 +1.74 66,569 85,034 +4,085
Jun11 101231 154.22 156.42 153.93 155.66 +1.73 64 131 -5
Sep11 101231 155.47 155.47 153.75 155.47 +1.72 0 3 -3
Total Volume and Open Interest 66,633 85,200 +4,077
Canadian Dollar(CME)
Mar11 101231 99.86 100.61 99.77 100.44 +0.56 33,571 114,864 +1,382
Jun11 101231 99.62 100.34 99.62 100.18 +0.55 52 1,940 +18
Sep11 101231 99.77 99.93 99.35 99.90 +0.55 12 977 +8
Dec11 101231 99.30 99.75 99.07 99.62 +0.55 1 1,063 +0
Total Volume and Open Interest 33,636 118,848 +1,408
Japanese Yen(CME)
Mar11 101231 122.75 123.65 122.72 123.28 +0.50 86,413 118,544 +1,411
Jun11 101231 123.12 123.45 122.93 123.42 +0.49 116 346 +75
Sep11 101231 123.26 123.62 123.13 123.62 +0.49 0 10 +0
Total Volume and Open Interest 86,529 118,901 +1,486
Swiss Franc(CME)
Mar11 101231 107.04 107.62 106.50 107.14 +0.18 28,650 46,919 +37
Jun11 101231 107.14 107.28 106.87 107.28 +0.18 42 48 -1
Sep11 101231 107.44 107.44 107.26 107.44 +0.18      
Total Volume and Open Interest 28,692 46,969 +36
EuroFX(CME)
Mar11 101231 132.87 134.23 132.84 133.64 +0.82 179,146 161,821 -1,779
Jun11 101231 133.08 134.10 132.76 133.57 +0.81 189 762 +55
Sep11 101231 133.85 133.85 132.69 133.50 +0.81 0 32 +0
Total Volume and Open Interest 179,335 162,907 -1,724
Mexican Peso(CME)
Jan11 101231 811.2 811.2 808.5 811.2 +2.8      
Feb11 101231 809.2 809.2 806.5 809.2 +2.8      
Total Volume and Open Interest 17,218 116,614 -8,012
30-Year T-Bonds(CBOT)
Mar11 101231 121~020 122~070 121~010 122~040 +1~040 97,305 523,330 +673
Jun11 101231 120~080 120~170 119~130 120~170 +1~040 11 625 -1
Sep11 101231 118~300 118~300 117~260 118~300 +1~040      
Total Volume and Open Interest 97,316 523,955 +672
10-Year T-Notes(CBOT)
Mar11 101231 120~000 120~155 119~300 120~140 +0~145 446,506 1,331,983 +7,368
Jun11 101231 118~255 119~070 118~245 119~070 +0~145 0 52 +0
Sep11 101231 118~045 118~045 117~220 118~045 +0~145      
Total Volume and Open Interest 446,506 1,332,039 +7,368
5-Year T-Notes(CBOT)
Mar11 101231 117~055 117~097 117~045 117~092 +0~040 282,743 965,008 -5,509
Jun11 101231 116~116 116~116 116~076 116~116 +0~040      
Sep11 101231 116~012 116~012 115~100 116~012 +0~040      
Total Volume and Open Interest 283,157 973,136 -5,738
2 Year T-Notes(CBOT)
Mar11 101231 109~042 109~063 109~040 109~058 +0~017 120,138 631,936 -564
Jun11 101231 109~033 109~033 109~016 109~033 +0~017 0 25 +0
Sep11 101231 109~008 109~008 108~119 109~008 +0~017      
Total Volume and Open Interest 120,657 644,369 -678
Eurodollars(CME)
Mar11 101231 99.630 99.640 99.620 99.635 +0.010 106,325 1,144,425 -5,494
Jun11 101231 99.535 99.565 99.530 99.560 +0.025 103,158 1,072,740 +282
Sep11 101231 99.405 99.450 99.395 99.445 +0.045 106,615 896,208 +6,391
Dec11 101231 99.215 99.280 99.205 99.270 +0.060 98,695 741,836 -6,199
Mar12 101231 98.990 99.070 98.975 99.050 +0.070 117,332 795,878 -4,502
Jun12 101231 98.715 98.800 98.695 98.780 +0.075 80,805 494,571 +2,002
Sep12 101231 98.430 98.525 98.415 98.505 +0.080 70,290 378,244 +5,602
Dec12 101231 98.145 98.240 98.125 98.215 +0.080 66,192 269,711 -1,442
Mar13 101231 97.865 97.965 97.850 97.935 +0.075 45,485 171,646 +1,368
Jun13 101231 97.590 97.685 97.560 97.650 +0.070 34,885 154,911 -1,000
Sep13 101231 97.330 97.415 97.300 97.380 +0.060 33,735 180,137 -244
Dec13 101231 97.080 97.150 97.040 97.115 +0.055 25,438 142,477 +324
Mar14 101231 96.850 96.910 96.815 96.885 +0.050 11,381 109,716 +257
Jun14 101231 96.615 96.680 96.590 96.655 +0.050 11,595 107,298 +1,252
Sep14 101231 96.400 96.455 96.365 96.435 +0.050 11,374 70,010 -72
Dec14 101231 96.180 96.235 96.140 96.220 +0.055 11,164 69,450 -23
Mar15 101231 96.000 96.055 95.950 96.040 +0.060 6,987 49,626 +176
Jun15 101231 4.065 4.135 4.030 4.120 +0.065 7,673 35,896 -437
Total Volume and Open Interest 975,754 7,110,130 +747
30 Day Federal Funds(CBOT)
Dec10 101231 99.815 99.817 99.815 99.817 unch 5,010 93,742 -1,264
Jan11 101231 99.815 99.820 99.815 99.820 unch 4,131 67,813 +504
Feb11 101231 99.815 99.820 99.810 99.815 unch 1,103 58,941 +237
Mar11 101231 99.820 99.820 99.810 99.815 unch 761 39,271 -41
Apr11 101231 99.820 99.825 99.815 99.820 unch 1,312 37,779 +827
May11 101231 99.815 99.820 99.810 99.815 +0.005 1,116 51,445 -181
Total Volume and Open Interest 34,126 580,978 +3,553
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 101231 99.655 99.655 99.655 99.655 unch 0 979 +0
Jun11 101231 99.640 99.640 99.640 99.640 unch 0 175 +0
Sep11 101231 99.625 99.625 99.625 99.625 unch      
Dec11 101231 99.615 99.615 99.615 99.615 unch 0 75 +0
Mar12 101231 99.600 99.600 99.600 99.600 unch      
Jun12 101231 99.645 99.645 99.645 99.645 unch      
Sep12 101231 99.595 99.595 99.595 99.595 unch      
Dec12 101231 99.500 99.500 99.500 99.500 unch      
Mar13 101231 99.500 99.500 99.500 99.500 unch      
Jun13 101231 99.455 99.455 99.455 99.455 unch      
Total Volume and Open Interest 0 1,229 +0
3-Mth Euro-Yen(SGX)
Mar11 101231 99.65 99.65 99.65 99.65 unch 0 2,059 +0
Jun11 101231 99.64 99.64 99.64 99.64 unch 0 1,389 +0
Sep11 101231 99.62 99.62 99.62 99.62 unch 0 1,064 +0
Dec11 101231 99.61 99.61 99.61 99.61 unch 458 1,513 +0
Mar12 101231 99.60 99.60 99.60 99.60 unch 0 305 +0
Jun12 101231 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 101231 99.60 99.60 99.60 99.60 unch 0 310 +0
Dec12 101231 99.50 99.50 99.50 99.50 unch 0 4 +0
Total Volume and Open Interest 458 7,399 +0
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 101231 118~25 119~17 118~24 119~16 +0~24 49,139 237,786 +2,708
Jun11 101231 119~15 119~15 119~15 119~15 +0~24      
Total Volume and Open Interest 49,139 237,786 +2,708
3-Mth Short Sterling(LIFFE)
Mar11 101231 99.19 99.20 99.18 99.20 +0.01 28,084 286,842 -4,750
Jun11 101231 99.09 99.12 99.08 99.10 +0.02 29,930 252,878 +5,130
Sep11 101231 98.93 98.98 98.93 98.95 +0.03 28,866 226,266 +7,299
Dec11 101231 98.72 98.79 98.72 98.75 +0.05 35,375 255,509 +1,898
Mar12 101231 98.50 98.55 98.47 98.51 +0.06 33,009 234,999 +6,705
Jun12 101231 98.24 98.27 98.18 98.24 +0.08 18,518 138,478 +5,502
Total Volume and Open Interest 201,803 1,749,912 +24,705
3-Mth Euribor(LIFFE)
Mar11 101231 98.965 99.010 98.960 98.970 +0.005 62,690 541,062 +4,512
Jun11 101231 98.875 98.965 98.870 98.890 +0.015 56,700 474,463 +6,539
Sep11 101231 98.775 98.865 98.760 98.800 +0.025 56,133 351,949 +6,919
Total Volume and Open Interest 374,334 2,580,906 +30,602
3-Mth Aus T-Bills(SFE)
Mar11 101231 94.92 94.93 94.91 94.93 unch 5,784 195,532 +1,001
Jun11 101231 94.79 94.81 94.77 94.81 +0.02 6,289 119,850 +58
Sep11 101231 94.62 94.65 94.58 94.65 +0.04 2,893 75,530 -460
Dec11 101231 94.46 94.51 94.44 94.51 +0.05 1,619 49,501 +1,027
Mar12 101231 94.36 94.42 94.35 94.42 +0.05 1,029 41,847 +715
Jun12 101231 94.29 94.38 94.29 94.37 +0.05 894 36,911 +572
Sep12 101231 94.31 94.31 94.31 94.31 +0.05 0 19,327 -2
Dec12 101231 94.22 94.25 94.22 94.25 +0.03 106 8,837 +1
Mar13 101231 94.17 94.22 94.17 94.22 +0.02 106 2,659 +106
Jun13 101231 94.18 94.18 94.18 94.18 +0.02 0 575 +0
Total Volume and Open Interest 18,720 551,420 +3,018
10-Year Aus T-Bonds(SFE)
Mar11 101231 94.38 94.44 94.36 94.44 +0.06 10,127 346,406 +553
Jun11 101231 94.44 94.44 94.44 94.44 +0.06      
Total Volume and Open Interest 10,127 346,406 +553
3-Year Aus T-Bonds(SFE)
Mar11 101231 94.65 94.71 94.64 94.70 +0.04 36,332 379,771 -1,393
Jun11 101231 94.70 94.70 94.70 94.70 +0.04      
Total Volume and Open Interest 36,332 379,771 -1,393
Gold(CMX)
Feb11 101231 1405.0 1422.0 1404.6 1421.4 +15.5 64,915 346,964 -8,129
Apr11 101231 1409.7 1424.1 1409.2 1423.6 +15.5 6,076 51,743 -604
Jun11 101231 1410.3 1426.3 1410.3 1425.7 +15.5 1,065 34,585 +449
Aug11 101231 1412.3 1428.1 1412.2 1427.7 +15.5 279 16,222 +189
Oct11 101231 1429.8 1429.8 1429.8 1429.8 +15.4 172 12,438 +108
Dec11 101231 1420.2 1432.1 1420.2 1432.1 +15.3 613 26,788 -226
Feb12 101231 1434.6 1434.6 1434.6 1434.6 +15.1 1 6,604 +1
Apr12 101231 1437.3 1437.3 1437.3 1437.3 +14.9 0 5,313 +0
Jun12 101231 1440.5 1440.5 1440.5 1440.5 +14.7 1 12,352 +0
Aug12 101231 1443.9 1443.9 1443.9 1443.9 +14.4 0 6,086 +0
Oct12 101231 1447.8 1447.8 1447.8 1447.8 +14.2 396 1,216 +136
Dec12 101231 1450.1 1452.1 1450.0 1452.1 +14.1 885 13,846 +396
Total Volume and Open Interest 77,611 583,445 -7,369
Silver(CMX)
Mar11 101231 3047.5 3097.5 3047.5 3093.7 +42.4 27,583 78,811 -1,473
May11 101231 3066.0 3101.5 3064.5 3099.1 +42.5 2,445 12,876 -21
Jul11 101231 3068.0 3104.0 3068.0 3104.0 +42.5 167 9,598 +0
Sep11 101231 3084.5 3109.0 3077.5 3108.7 +42.4 59 6,103 -2
Dec11 101231 3091.5 3118.5 3082.0 3115.8 +42.3 290 12,665 +7
Mar12 101231 3122.0 3122.0 3122.0 3122.0 +41.7 0 374 +0
May12 101231 3126.2 3126.2 3126.2 3126.2 +41.3 0 540 +0
Total Volume and Open Interest 31,327 136,275 -1,511
Platinum(NYMEX)
Jan11 101231 1749.3 1773.3 1724.0 1773.3 +29.0 1,402 673 -1,083
Apr11 101231 1754.9 1780.9 1722.0 1778.2 +28.9 3,522 37,441 +711
Jul11 101231 1741.9 1784.6 1735.3 1783.0 +28.8 72 626 +47
Oct11 101231 1766.0 1783.0 1752.5 1783.0 +28.8 0 6 +0
Total Volume and Open Interest 4,997 38,748 -325
Palladium(NYMEX)
Mar11 101231 787.30 804.90 786.30 803.30 +17.10 2,033 22,351 -446
Jun11 101231 790.45 804.40 790.45 804.40 +17.10 15 481 +1
Sep11 101231 802.90 802.90 802.90 802.90 +17.10 2 12 +2
Total Volume and Open Interest 2,066 22,868 -443
Copper(CMX)
Mar11 101231 437.00 445.20 436.75 444.70 +8.45 16,849 118,285 +94
May11 101231 436.50 444.35 436.15 443.95 +8.35 526 27,215 -107
Jul11 101231 440.30 442.40 439.75 442.30 +8.20 25 7,406 -11
Sep11 101231 440.65 440.65 440.65 440.65 +8.10 10 5,456 -5
Dec11 101231 435.30 438.10 435.30 437.70 +7.95 19 3,308 +0
Total Volume and Open Interest 17,880 167,472 -38
DJIA Index(CBOT)
Mar11 101231 11520 11563 11470 11513 -9 286 6,410 +30
Jun11 101231 11448 11457 11448 11448 -9      
Sep11 101231 11393 11402 11393 11393 -9      
Dec11 101231 11338 11347 11338 11338 -9      
Total Volume and Open Interest 286 6,410 +30
S & P 500(CME)
Mar11 101231 1254.50 1257.50 1249.70 1253.00 -1.50 10,650 269,050 +565
Jun11 101231 1247.90 1251.40 1243.90 1247.90 -1.50 150 3,937 +54
Sep11 101231 1243.10 1246.60 1239.10 1243.10 -1.50 170 2,154 +113
Dec11 101231 1238.80 1242.30 1234.80 1238.80 -1.50 0 350 +0
Total Volume and Open Interest 10,970 275,491 +732
S & P 500 E-Mini(Globex)
Mar11 101231 1254.25 1257.75 1249.50 1253.00 -1.50 713,588 2,469,321 -5,844
Jun11 101231 1249.75 1252.00 1244.75 1248.00 -1.50 469 2,863 +342
Total Volume and Open Interest 714,057 2,472,286 -5,502
NASDAQ 100(CME)
Mar11 101231 2225.00 2228.50 2207.00 2216.00 -8.50 604 9,682 +277
Jun11 101231 2212.80 2216.50 2212.80 2212.80 -8.70      
Sep11 101231 2210.30 2214.00 2210.30 2210.30 -8.70      
Total Volume and Open Interest 604 9,682 +277
NASDAQ 100 E-Mini(Globex)
Mar11 101231 2225.30 2229.00 2207.50 2216.00 -8.50 85,956 330,962 +4,309
Jun11 101231 2207.50 2219.00 2202.50 2212.80 -8.70 14 102 +10
Total Volume and Open Interest 85,970 331,069 +4,319
S & P Midcap 400(CME)
Mar11 101231 909.00 913.00 904.50 905.30 -6.30 328 1,420 +255
Jun11 101231 902.90 902.90 902.90 902.90 -6.30      
Sep11 101231 902.10 902.10 902.10 902.10 -6.30      
Total Volume and Open Interest 328 1,420 +255
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 101231 10230 10245 10150 10230 -5 5,722 38,246 -162
Jun11 101231 10210 10215 10210 10210 -5 0 3 +0
Total Volume and Open Interest 5,722 38,249 -162
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 101231 3858.0 3863.5 3806.0 3809.5 -42.5 58,709 361,762 +8,899
Feb11 101231 3853.5 3853.5 3808.5 3811.0 -43.0 24 227 -8
Mar11 101231 3865.5 3867.5 3809.0 3813.0 -41.5 116 43,408 +60
Total Volume and Open Interest 58,849 405,432 +8,951
Hang Seng Index(HKFE)
Dec10 101230 22915 23200 22915 22981 -25 53,592 31,852 -11,289
Jan11 101231 23091 23145 23010 23020 -20 54,809 81,877 +1,456
Feb11 101231 23131 23150 23025 23025        
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 101231 5923.00 5948.00 5875.00 5893.00 -38.00 44,239 652,415 -675
Jun11 101231 5896.00 5896.00 5850.00 5850.00 -38.00 20 1,258 +15
Sep11 101231 5818.50 5818.50 5818.50 5818.50 -37.00 30 40 +20
Total Volume and Open Interest 44,289 653,713 -640
SPI 200(SFE)
Dec10 101216 4765.0 4785.0 4752.0 4762.0 -8.0 15,081 65,257 -117,974
Mar11 101231 4800.0 4800.0 4681.0 4730.0 -66.0 11,797 193,565 +1,049
Jun11 101231 4800.0 4800.0 4756.0 4756.0 -67.0 2 2,960 +1
Total Volume and Open Interest 11,799 199,842 +1,050
GSCI(CME)
Jan11 101231 634.00 634.50 621.00 634.00 +11.50 325 14,781 +46
Feb11 101231 637.50 637.50 625.00 637.50 +11.00 0 1 +0
Mar11 101231 639.50 639.50 626.50 639.50 +11.50 2 0 +0
Total Volume and Open Interest 327 14,782 +46
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!