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MRCI's End of Day Prices

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MRCI's End of Day Prices
Daily Futures Price Listing Tue January 18, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar11 110118 1412.25 1430.00 1408.25 1413.25 -9.25 76,245 294,669 -1,307
May11 110118 1424.00 1439.50 1417.50 1423.25 -8.00 16,324 97,342 -534
Jul11 110118 1427.75 1444.50 1421.00 1428.25 -6.50 21,370 88,855 +1,045
Aug11 110118 1397.50 1414.75 1394.00 1399.25 -4.75 1,912 3,296 +532
Sep11 110118 1363.00 1374.00 1361.50 1361.50 -0.75 1,189 3,454 -64
Nov11 110118 1319.00 1338.75 1312.25 1326.00 +2.75 22,207 130,445 +4,214
Jan12 110118 1320.75 1340.00 1316.00 1330.25 +4.25 669 10,974 -70
Total Volume and Open Interest 140,923 646,247 +3,731
Soybean Meal(CBOT)
Mar11 110118 384.20 387.80 382.20 383.40 -4.70 25,305 95,954 -167
May11 110118 388.00 389.80 384.80 385.90 -4.50 6,843 34,614 +796
Jul11 110118 388.10 390.40 385.00 386.10 -4.50 9,007 35,723 +1,621
Aug11 110118 376.90 378.20 374.00 375.00 -4.50 432 7,044 +133
Sep11 110118 363.80 366.20 361.80 362.80 -3.70 523 6,221 +124
Oct11 110118 350.60 350.60 346.50 347.30 -1.90 291 5,636 +1
Dec11 110118 344.50 348.00 344.30 344.90 -1.90 3,207 18,458 -291
Jan12 110118 345.90 347.90 345.00 345.00 -1.90 26 1,196 +16
Total Volume and Open Interest 45,679 207,059 +2,059
Soybean Oil(CBOT)
Mar11 110118 57.05 58.13 56.66 57.55 +0.28 45,278 195,827 -8,843
May11 110118 57.50 58.58 57.15 58.03 +0.27 16,439 59,321 +272
Jul11 110118 57.75 58.98 57.49 58.43 +0.35 15,772 60,128 +1,442
Aug11 110118 57.76 58.95 57.76 58.48 +0.38 519 6,443 -118
Sep11 110118 57.70 59.00 57.70 58.50 +0.40 612 7,746 +76
Oct11 110118 57.41 58.83 57.41 58.33 +0.45 1,182 8,617 -88
Dec11 110118 57.57 58.85 57.37 58.33 +0.45 4,711 27,588 +589
Jan12 110118 58.33 58.33 57.88 58.33 +0.45 475 706 +358
Total Volume and Open Interest 85,003 367,049 -8,279
Canola(WCE)
Jan11 110114 584.0 584.0 582.7 582.7 -6.6 8 4 +4
Mar11 110118 589.0 600.0 589.0 599.8 +8.4 1,365 119,736 -761
May11 110118 600.9 607.7 600.5 607.7 +8.6 597 23,819 +237
Jul11 110118 604.8 611.0 602.5 611.0 +8.6 109 19,015 -38
Nov11 110118 550.0 563.9 548.2 563.9 +14.4 258 41,031 -82
Total Volume and Open Interest 2,350 207,191 -640
Corn(CBOT)
Mar11 110118 647.25 662.75 645.50 659.50 +10.75 159,213 678,757 -4,698
May11 110118 656.75 672.00 654.75 669.25 +11.25 41,637 257,994 +5,492
Jul11 110118 661.25 676.00 659.25 673.00 +10.75 43,559 236,431 +3,861
Sep11 110118 606.25 617.00 606.25 616.75 +7.25 6,665 50,559 +636
Dec11 110118 570.00 579.25 569.00 578.00 +6.75 33,181 295,471 +1,827
Mar12 110118 578.00 586.50 578.00 586.00 +6.75 1,691 28,110 +267
Total Volume and Open Interest 289,771 1,596,367 +7,392
Wheat(CBOT)
Mar11 110118 777.50 795.75 773.50 793.25 +20.00 58,445 214,015 -2,050
May11 110118 806.00 824.25 803.75 822.25 +19.25 18,613 70,456 -194
Jul11 110118 831.00 847.75 829.75 846.25 +18.50 8,749 115,274 +140
Sep11 110118 850.00 866.00 846.75 865.00 +18.25 2,018 22,307 +414
Dec11 110118 868.00 884.00 864.50 880.75 +15.50 3,080 62,927 +495
Total Volume and Open Interest 91,233 500,997 -1,107
Wheat(KCBT)
Mar11 110118 861.75 879.00 858.50 876.50 +16.50 18,720 88,670 -4,293
May11 110118 870.75 889.50 869.75 886.75 +16.00 6,039 40,222 -788
Jul11 110118 880.00 897.00 878.25 894.75 +15.50 5,002 55,966 -959
Sep11 110118 892.00 908.50 892.00 906.75 +14.75 1,395 14,537 +227
Dec11 110118 901.00 918.50 901.00 915.75 +13.00 965 11,503 -209
Total Volume and Open Interest 32,250 213,495 -5,970
Wheat(MGE)
Mar11 110118 890.25 910.00 890.00 906.00 +15.75 3,747 21,794 -582
May11 110118 899.25 915.50 899.25 914.75 +15.50 1,647 14,328 +285
Jul11 110118 905.50 921.75 905.25 921.25 +15.75 880 10,183 -20
Sep11 110118 900.75 918.50 900.75 917.50 +16.50 508 10,231 +32
Dec11 110118 911.75 925.75 911.00 923.50 +13.75 467 8,891 -56
Total Volume and Open Interest 7,346 67,023 -317
Oats(CBOT)
Mar11 110118 392.25 404.00 389.00 398.00 +6.00 1,101 9,679 +87
May11 110118 401.00 409.50 398.50 405.25 +6.75 769 1,583 +602
Jul11 110118 402.00 411.00 400.00 406.75 +6.75 33 505 +3
Sep11 110118 375.00 375.00 364.00 370.00 +6.00 3 107 +2
Total Volume and Open Interest 1,968 13,074 +711
Rough Rice(CBOT)
Jan11 110114 13.69 13.69 13.69 13.69 +0.05 1 9 -8
Mar11 110118 14.03 14.51 14.03 14.51 +0.50 907 13,473 -145
May11 110118 14.33 14.80 14.33 14.80 +0.50 446 1,888 +50
Jul11 110118 14.60 15.09 14.60 15.09 +0.50 219 1,483 +117
Total Volume and Open Interest 1,777 18,048 -14
Live Cattle(CME)
Feb11 110118 109.580 112.385 108.900 109.200 -0.185 21,653 76,802 -4,717
Apr11 110118 114.285 116.600 113.500 113.750 unch 24,524 148,452 +8,218
Jun11 110118 112.635 115.180 112.300 113.080 +0.780 7,217 68,051 +1,340
Aug11 110118 112.900 115.650 112.800 113.885 +1.100 2,064 22,832 +279
Oct11 110118 115.535 118.000 115.430 116.500 +1.050 1,430 13,998 +9
Dec11 110118 116.600 118.800 116.480 117.330 +0.730 963 12,282 +501
Total Volume and Open Interest 58,028 344,823 +5,726
Feeder Cattle(CME)
Jan11 110118 126.330 128.600 125.980 127.300 +1.700 471 3,242 -138
Mar11 110118 127.635 130.035 127.535 127.950 +0.650 2,239 25,531 +385
Apr11 110118 127.980 130.500 127.885 128.485 +0.735 633 6,367 +40
May11 110118 128.500 130.600 128.050 128.650 +0.520 625 7,800 +177
Aug11 110118 128.250 130.500 128.250 129.000 +0.600 337 8,405 +180
Sep11 110118 128.250 129.900 128.250 128.800 +0.700 137 993 -32
Oct11 110118 128.300 129.500 128.200 128.800 +1.050 25 364 +13
Total Volume and Open Interest 4,478 52,928 +630
Lean Hogs(CME)
Feb11 110118 79.700 81.535 79.580 80.475 +0.940 13,622 36,552 -4,133
Apr11 110118 85.480 87.430 85.385 86.730 +1.445 13,438 86,363 +1,747
May11 110118 92.850 94.900 92.850 94.450 +1.470 120 2,003 +2
Jun11 110118 95.500 97.150 95.350 96.950 +1.470 4,208 44,781 +16
Jul11 110118 94.680 96.200 94.580 96.050 +1.620 945 12,500 +101
Aug11 110118 93.580 95.480 93.580 95.385 +1.805 1,410 13,863 +164
Oct11 110118 83.650 85.450 83.650 85.250 +1.600 479 12,520 +89
Dec11 110118 79.900 81.600 79.900 81.300 +1.450 346 4,440 +23
Total Volume and Open Interest 34,717 214,672 -1,987
Class III Milk(CME)
Jan11 110118 13.49 13.54 13.49 13.51 unch 125 5,569 -25
Feb11 110118 15.09 15.24 15.00 15.12 +0.12 422 5,546 +65
Mar11 110118 15.19 15.35 15.16 15.23 +0.10 460 4,504 +121
Apr11 110118 15.50 15.68 15.50 15.60 +0.15 139 2,966 +33
May11 110118 15.70 15.83 15.70 15.77 +0.12 92 2,760 +16
Total Volume and Open Interest 1,995 33,301 +632
Cocoa(ICE)
Mar11 110118 3039 3067 2995 3036 +17 6,906 65,139 -954
May11 110118 3052 3088 3020 3056 +15 2,520 25,956 +750
Jul11 110118 3070 3098 3034 3069 +13 961 13,001 -300
Sep11 110118 3089 3111 3050 3081 +7 234 8,620 +30
Dec11 110118 3107 3128 3081 3098 +5 996 13,928 +140
Mar12 110118 3168 3183 3159 3160 +6 46 10,842 +7
May12 110118 3160 3167 3150 3152 +5 10 4,618 +0
Total Volume and Open Interest 11,680 144,081 -327
Coffee "C"(ICE)
Mar11 110118 235.35 237.50 234.35 235.35 +0.75 13,185 81,123 -1,623
May11 110118 236.65 239.00 236.15 237.10 +0.80 5,347 28,392 +350
Jul11 110118 239.35 240.15 237.40 238.30 +0.85 2,144 13,100 -21
Sep11 110118 237.50 238.20 236.20 236.75 +0.85 390 5,415 +221
Dec11 110118 232.20 234.55 232.20 233.40 +0.85 124 7,990 +99
Mar12 110118 228.90 228.90 228.75 228.75 +1.30 103 883 +4
Total Volume and Open Interest 21,388 137,679 -963
Orange Juice(ICE)
Mar11 110118 172.65 176.55 172.60 175.40 +2.35 1,509 21,918 +36
May11 110118 172.50 176.00 172.15 174.75 +2.25 301 6,079 -4
Jul11 110118 172.15 175.00 172.15 174.00 +1.40 27 2,575 +1
Sep11 110118 173.45 173.55 173.45 173.45 +1.25 2 495 +0
Nov11 110118 172.70 172.80 172.15 172.70 unch 0 558 +4
Jan12 110118 172.20 172.30 172.20 172.20 unch 0 2 +0
Total Volume and Open Interest 1,839 31,649 +37
Sugar #11(ICE)
Mar11 110118 31.02 31.55 30.52 31.12 +0.23 43,329 221,446 +1,059
May11 110118 28.89 29.60 28.74 29.30 +0.37 18,376 116,520 +585
Jul11 110118 26.85 27.48 26.71 27.34 +0.49 13,111 121,710 +1,459
Oct11 110118 25.40 25.90 25.20 25.77 +0.44 5,944 64,789 +1,233
Mar12 110118 24.59 24.98 24.40 24.94 +0.35 2,865 46,412 +377
Total Volume and Open Interest 84,707 620,000 +4,577
London Cocoa(LCE)
Mar11 110118 2011 2023 1995 2010 +5 2,969 60,318 +218
May11 110118 2005 2015 1986 2000 +1 839 24,481 +77
Jul11 110118 2007 2016 1988 2003 +2 832 26,748 -134
Sep11 110118 2001 2019 1987 2005 +9 202 19,704 +40
Dec11 110118 2002 2024 1991 2005 +11 360 24,612 +218
Mar12 110118 2017 2032 2010 2014 +10 498 19,744 -177
May12 110118 2017 2017 2017 2017 +10 0 3,698 +0
Total Volume and Open Interest 5,730 186,308 +272
London Sugar(LCE)
Mar11 110118 778.60 785.80 765.20 780.20 +6.00 1,183 20,965 -2,077
May11 110118 744.60 751.60 733.60 746.80 +8.50 609 11,693 -1,186
Aug11 110118 706.20 714.60 698.40 711.50 +10.20 305 8,325 +39
Oct11 110118 669.50 673.10 657.10 669.60 +8.00 4 2,682 -1
Dec11 110118 654.90 654.90 653.30 653.30 +12.70 0 1,055 +0
Total Volume and Open Interest 2,101 45,481 -3,225
Cotton(ICE)
Mar11 110118 142.99 145.44 142.47 145.44 +4.00 14,650 87,750 -2,757
May11 110118 136.90 140.37 136.90 140.37 +4.00 4,080 24,499 -676
Jul11 110118 131.80 133.93 131.44 133.93 +4.00 2,975 34,239 +746
Oct11 110118 113.50 115.88 113.50 115.88 +4.00 2 173 +0
Dec11 110118 102.02 103.29 102.01 103.29 +4.00 3,164 47,839 -503
Mar12 110118 97.00 98.01 96.99 97.77 +3.76 224 1,882 +22
Total Volume and Open Interest 25,095 198,347 -3,161
Lumber(CME)
Mar11 110118 303.2 304.0 296.5 297.1 -5.0 266 6,955 -1
May11 110118 315.5 317.0 312.8 314.5 -6.5 54 2,785 -2
Jul11 110118 322.7 323.4 319.5 322.0 -4.8 14 1,103 +5
Sep11 110118 319.4 322.0 315.5 322.0 unch 0 185 +0
Total Volume and Open Interest 334 11,029 -196
Crude Oil(NYM)
Feb11 110118 91.51 91.90 90.55 91.38 -0.16 313,331 88,818 -40,847
Mar11 110118 92.55 92.89 91.46 92.31 -0.26 238,650 374,420 +11,781
Apr11 110118 93.53 93.90 92.45 93.33 -0.23 133,620 112,436 +3,007
May11 110118 94.37 94.77 93.31 94.24 -0.19 59,697 84,694 -3,844
Jun11 110118 94.97 95.45 93.97 94.92 -0.16 59,472 108,349 +1,590
Jul11 110118 95.41 95.76 94.50 95.43 -0.13 17,861 59,400 -2,284
Aug11 110118 95.47 96.05 94.99 95.76 -0.12 8,562 31,785 +1,246
Sep11 110118 95.72 96.23 95.13 96.00 -0.13 5,872 30,615 +60
Oct11 110118 96.12 96.60 95.51 96.20 -0.13 4,114 19,773 +12
Nov11 110118 96.08 96.44 95.60 96.36 -0.14 3,879 20,281 +280
Dec11 110118 96.64 97.02 95.54 96.50 -0.14 35,507 163,229 +1,291
Jan12 110118 96.21 96.51 96.21 96.51 -0.15 2,400 31,044 +1,105
Feb12 110118 96.50 96.50 96.49 96.49 -0.15 462 8,632 +42
Mar12 110118 96.47 96.47 96.47 96.47 -0.14 208 12,469 +85
Apr12 110118 96.44 96.44 96.44 96.44 -0.13 65 4,958 +1
May12 110118 96.41 96.41 96.41 96.41 -0.13 1,021 7,195 +850
Total Volume and Open Interest 903,578 1,495,239 -23,415
e-miNY Crude Oil(NYM)
Jan11 101217 87.925 88.500 87.025 88.025 +0.325 5,348 3,079 -457
Feb11 110118 91.650 91.950 90.575 91.375 -0.175 7,447 2,643 -394
Mar11 110118 92.800 92.950 91.500 92.300 -0.275 1,932 4,586 +48
Apr11 110118 93.600 93.850 92.575 93.325 -0.225 120 698 +20
May11 110118 93.625 94.300 93.625 94.250 -0.175 7 52 +0
Jun11 110118 94.925 94.925 94.925 94.925 -0.150 2 54 +0
Jul11 110118 95.425 95.425 95.425 95.425 -0.125 0 13 +0
Aug11 110118 95.750 95.750 95.750 95.750 -0.125 1 11 +0
Sep11 110118 96.000 96.000 96.000 96.000 -0.125 0 6 +0
Oct11 110118 96.200 96.200 96.200 96.200 -0.125 1 42 +0
Total Volume and Open Interest 9,515 8,389 -322
Heating Oil(NYM)
Feb11 110118 264.30 266.17 262.18 264.59 +0.07 42,328 71,764 -3,499
Mar11 110118 264.86 266.34 262.45 264.89 +0.03 29,900 77,106 +1,545
Apr11 110118 264.30 265.24 261.39 263.91 -0.20 10,018 35,305 +996
May11 110118 262.24 264.35 260.98 263.06 -0.41 9,648 22,496 +785
Jun11 110118 263.02 264.30 260.67 262.96 -0.57 11,014 34,203 +1,511
Jul11 110118 263.89 265.26 261.70 263.95 -0.73 2,493 10,713 -84
Aug11 110118 264.99 266.39 263.00 265.08 -0.87 777 6,208 +100
Sep11 110118 266.48 267.78 264.30 266.51 -0.82 1,421 8,177 +241
Oct11 110118 265.80 269.26 265.80 267.98 -0.78 429 4,394 +109
Nov11 110118 267.20 270.09 267.20 269.44 -0.76 550 5,197 +66
Dec11 110118 271.41 272.07 268.40 270.67 -0.74 3,816 17,147 -295
Jan12 110118 270.57 271.88 270.57 271.88 -0.73 1,056 3,332 +69
Total Volume and Open Interest 113,893 304,082 +1,695
Gasoline(NYMEX)
Feb11 110118 249.27 250.78 245.23 247.92 -1.54 32,100 61,488 -315
Mar11 110118 250.64 251.92 246.69 249.39 -1.25 25,852 82,269 +1,895
Apr11 110118 260.40 262.00 257.53 259.85 -1.03 15,211 32,013 +978
May11 110118 260.50 261.78 257.61 260.36 -0.86 9,315 22,578 +482
Jun11 110118 260.74 261.86 257.62 260.21 -0.71 8,549 24,864 +1,000
Jul11 110118 259.05 260.85 257.78 259.44 -0.60 1,643 9,165 +302
Aug11 110118 256.39 259.05 256.39 257.96 -0.46 691 6,368 -76
Sep11 110118 254.67 257.51 254.67 256.03 -0.49 898 4,943 +116
Oct11 110118 246.12 246.12 245.00 245.10 -0.52 762 4,645 +187
Nov11 110118 242.70 244.00 242.70 243.05 -0.57 710 1,682 -33
Total Volume and Open Interest 97,563 284,412 +4,297
e-miNY RBOB Gasoline(NYM)
Feb11 110118 247.90 247.92 247.90 247.90 -1.60 0 3 +0
Mar11 110118 249.40 249.40 249.39 249.40 -1.20 0 1 +0
Apr11 110118 259.90 259.90 259.85 259.90 -1.00 0 1 +0
May11 110118 260.40 260.40 260.36 260.40 -0.80 0 1 +0
Total Volume and Open Interest 0 9 +0
Natural Gas(NYM)
Feb11 110118 4.494 4.545 4.387 4.425 -0.055 130,337 90,758 -8,673
Mar11 110118 4.511 4.550 4.404 4.446 -0.044 84,850 239,162 +5,835
Apr11 110118 4.500 4.535 4.405 4.450 -0.034 27,424 92,910 +172
May11 110118 4.570 4.570 4.448 4.492 -0.033 11,683 78,474 +1,352
Jun11 110118 4.604 4.611 4.500 4.541 -0.033 3,777 21,250 -6
Jul11 110118 4.670 4.674 4.565 4.608 -0.034 5,110 29,191 +501
Aug11 110118 4.700 4.700 4.595 4.638 -0.032 3,301 18,717 +144
Sep11 110118 4.674 4.708 4.605 4.647 -0.031 2,234 13,458 +0
Oct11 110118 4.750 4.765 4.663 4.704 -0.032 15,534 54,750 +1,902
Nov11 110118 4.895 4.900 4.831 4.867 -0.021 1,993 22,939 +268
Dec11 110118 5.153 5.153 5.050 5.092 -0.018 2,542 21,993 +217
Jan12 110118 5.265 5.268 5.186 5.229 -0.019 8,675 38,837 +543
Feb12 110118 5.190 5.203 5.163 5.192 -0.018 630 8,503 +325
Mar12 110118 5.095 5.110 5.063 5.095 -0.015 639 21,499 +222
Apr12 110118 4.870 4.885 4.850 4.885 +0.003 449 20,449 +2
May12 110118 4.898 4.899 4.850 4.890 +0.004 81 5,151 -30
Total Volume and Open Interest 300,402 843,029 +3,013
Brent Crude Oil(ICE)
Mar11 110118 97.40 98.37 96.60 97.80 +0.37 85,289 276,250 -3,574
Apr11 110118 97.38 98.38 96.66 97.85 +0.46 53,034 156,992 +8,872
May11 110118 97.74 98.50 96.86 98.02 +0.49 17,322 75,051 +194
Jun11 110118 97.86 98.66 97.05 98.17 +0.51 16,418 96,343 +559
Jul11 110118 98.08 98.71 97.21 98.24 +0.54 7,218 30,240 -695
Aug11 110118 98.08 98.71 97.23 98.26 +0.56 2,341 15,942 -611
Sep11 110118 97.99 98.60 97.21 98.27 +0.59 1,116 24,265 -51
Oct11 110118 98.02 98.70 97.29 98.28 +0.60 733 17,761 -80
Nov11 110118 98.06 98.71 97.29 98.31 +0.63 798 10,941 -204
Dec11 110118 97.88 98.70 97.20 98.34 +0.66 7,474 100,529 -1,894
Jan12 110118 98.35 98.35 98.35 98.35 +0.66 544 11,786 -216
Feb12 110118 98.35 98.35 98.35 98.35 +0.67 179 6,225 +39
Mar12 110118 98.33 98.33 98.33 98.33 +0.67 55 3,750 +2
Apr12 110118 98.28 98.28 98.28 98.28 +0.68 4 2,161 +2
Total Volume and Open Interest 193,177 930,389 +2,195
Gas Oil(ICE)
Feb11 110118 809.75 820.00 808.00 818.00 +8.00 19,451 131,522 -2,768
Mar11 110118 813.75 824.25 812.00 822.25 +7.75 23,194 129,745 +2,390
Apr11 110118 816.50 826.75 814.25 824.25 +7.25 9,886 66,163 +2,085
May11 110118 819.75 828.50 816.50 826.25 +6.75 3,800 56,323 +1,117
Jun11 110118 822.50 830.75 818.75 828.50 +6.50 5,957 52,789 -151
Jul11 110118 828.00 832.00 822.00 831.25 +6.25 2,523 21,604 +544
Aug11 110118 831.00 835.25 825.25 834.00 +6.00 828 21,102 +442
Sep11 110118 832.25 838.25 828.25 837.00 +5.75 807 17,279 +368
Oct11 110118 836.00 839.75 830.00 839.00 +6.00 564 12,586 -24
Nov11 110118 837.00 840.75 831.00 839.75 +5.75 377 10,329 +12
Total Volume and Open Interest 70,499 630,433 +4,715
Ethanol(CBOT)
Jan11 110105 2.315 2.315 2.305 2.305 -0.008 63 135 -73
Feb11 110118 2.335 2.350 2.335 2.349 +0.007 150 612 -140
Mar11 110118 2.332 2.380 2.332 2.359 +0.010 227 1,381 -93
Apr11 110118 2.369 2.382 2.369 2.377 +0.017 125 858 -74
May11 110118 2.397 2.403 2.392 2.400 +0.021 110 446 +64
Jun11 110118 2.420 2.421 2.410 2.415 +0.024 20 590 +10
Jul11 110118 2.405 2.430 2.400 2.427 +0.031 24 777 +4
Aug11 110118 2.402 2.418 2.402 2.416 +0.029 44 784 +4
Total Volume and Open Interest 845 7,739 -180
WTI Crude Oil(ICE
Feb11 110118 90.90 91.89 90.56 91.38 +0.44 7,683 35,667 -2,243
Mar11 110118 91.93 92.88 91.46 92.31 +0.44 15,739 130,864 +191
Apr11 110118 92.92 93.85 92.46 93.33 +0.45 8,192 58,557 +66
May11 110118 94.43 94.70 93.38 94.24 +0.50 4,165 41,933 -958
Jun11 110118 95.07 95.42 94.00 94.92 +0.57 3,110 68,140 +504
Jul11 110118 95.44 95.78 94.73 95.43 +0.60 498 19,987 -237
Aug11 110118 95.88 96.07 95.18 95.76 +0.62 207 11,185 -25
Sep11 110118 96.21 96.31 95.09 96.00 +0.61 184 16,315 -9
Oct11 110118 95.49 96.50 95.49 96.20 +0.60 75 12,080 +0
Nov11 110118 96.36 96.36 96.36 96.36 +0.58 64 9,048 -4
Dec11 110118 96.30 97.01 95.50 96.50 +0.57 2,705 72,300 -57
Jan12 110118 96.51 96.51 96.51 96.51 +0.53 8 6,284 +1
Feb12 110118 96.49 96.49 96.49 96.49 +0.51 8 1,194 -4
Mar12 110118 96.47 96.47 96.47 96.47 +0.52 10 3,234 +0
Apr12 110118 96.44 96.44 96.44 96.44 +0.53 21 768 -9
May12 110118 96.41 96.41 96.41 96.41 +0.52 22 874 +0
Total Volume and Open Interest 43,774 581,664 -2,136
US Dollar Index(ICE)
Mar11 110118 79.635 79.665 78.755 79.160 -0.205 7,612 31,829 +4,013
Jun11 110118 80.085 80.085 79.215 79.535 -0.220 51 984 +42
Sep11 110118 79.895 79.895 79.895 79.895 -0.220 0 2 +0
Total Volume and Open Interest 7,663 32,815 +4,055
Australian Dollar(CME)
Mar11 110118 98.33 99.37 97.93 99.16 +0.92 102,608 113,138 -1,453
Jun11 110118 96.99 98.10 96.83 98.02 +0.91 204 667 +141
Sep11 110118 96.81 96.81 95.91 96.81 +0.90 0 14 +0
Total Volume and Open Interest 102,812 113,913 -1,312
British Pound(CME)
Mar11 110118 158.70 160.54 158.28 159.69 +0.94 114,305 82,041 -3,059
Jun11 110118 158.42 160.35 158.19 159.51 +0.93 63 191 -12
Sep11 110118 158.40 159.50 158.30 159.22 +0.92 0 5 +0
Total Volume and Open Interest 114,368 82,269 -3,071
Canadian Dollar(CME)
Mar11 110118 101.09 101.53 100.54 100.65 -0.29 83,226 124,500 -1,651
Jun11 110118 100.76 101.26 100.33 100.41 -0.28 151 2,496 +60
Sep11 110118 100.28 100.36 100.07 100.08 -0.28 4 1,021 +1
Dec11 110118 100.28 100.28 99.70 99.79 -0.27 90 1,252 +11
Total Volume and Open Interest 83,474 129,276 -1,576
Japanese Yen(CME)
Mar11 110118 120.67 121.52 120.53 121.17 +0.63 123,473 105,158 -1,009
Jun11 110118 120.68 121.62 120.67 121.30 +0.63 35 453 +14
Sep11 110118 121.48 121.48 120.85 121.48 +0.63 0 17 +0
Total Volume and Open Interest 123,508 105,639 -995
Swiss Franc(CME)
Mar11 110118 103.87 104.75 103.39 103.86 +0.17 41,642 40,288 -928
Jun11 110118 103.65 104.72 103.57 103.96 +0.16 11 64 +3
Sep11 110118 104.08 104.08 103.92 104.08 +0.16 1 4 +1
Total Volume and Open Interest 41,654 40,358 -924
EuroFX(CME)
Mar11 110118 133.69 134.61 132.34 133.80 +0.27 358,114 180,786 -9,849
Jun11 110118 133.19 134.45 132.17 133.67 +0.27 439 1,888 +50
Sep11 110118 132.36 133.48 132.36 133.48 +0.25 3 32 +0
Total Volume and Open Interest 358,560 183,044 -9,803
Mexican Peso(CME)
Jan11 110114 825.8 825.8 825.8 825.8 unch      
Feb11 110118 830.5 831.2 830.5 830.5 -0.8      
Total Volume and Open Interest 31,592 137,729 +3,889
30-Year T-Bonds(CBOT)
Mar11 110118 120~310 121~240 119~230 120~140 -0~150 277,677 566,024 +298
Jun11 110118 119~120 120~000 118~070 118~270 -0~140 462 1,002 +168
Sep11 110118 117~080 117~210 117~080 117~080 -0~130      
Total Volume and Open Interest 278,139 567,026 +466
10-Year T-Notes(CBOT)
Mar11 110118 120~285 121~095 120~065 120~190 -0~085 1,123,821 1,336,924 -3,125
Jun11 110118 119~215 120~010 119~045 119~115 -0~105 1,878 4,128 +933
Sep11 110118 118~090 118~195 118~090 118~090 -0~105      
Total Volume and Open Interest 1,125,699 1,341,056 -2,192
5-Year T-Notes(CBOT)
Mar11 110118 118~024 118~058 117~106 118~013 -0~009 555,254 1,088,270 +11,989
Jun11 110118 117~048 117~048 117~005 117~032 -0~016 7 75 -4
Sep11 110118 116~056 116~072 116~056 116~056 -0~016      
Total Volume and Open Interest 555,261 1,088,345 +11,985
2 Year T-Notes(CBOT)
Mar11 110118 109~064 109~072 109~057 109~063 unch 219,698 709,585 +6,266
Jun11 110118 109~030 109~030 109~024 109~030 unch 129 339 +75
Sep11 110118 108~125 108~125 108~125 108~125 unch      
Total Volume and Open Interest 219,827 709,924 +6,341
Eurodollars(CME)
Mar11 110118 99.645 99.650 99.640 99.650 +0.005 146,443 1,157,592 -26,383
Jun11 110118 99.560 99.570 99.545 99.565 +0.010 168,300 1,131,261 -2,731
Sep11 110118 99.445 99.465 99.420 99.445 +0.005 186,361 990,611 +9,690
Dec11 110118 99.285 99.310 99.245 99.280 +0.005 205,252 797,627 +1,584
Mar12 110118 99.075 99.105 99.025 99.065 +0.005 308,138 836,799 -25,324
Jun12 110118 98.815 98.850 98.760 98.800 unch 243,705 556,524 +12,103
Sep12 110118 98.545 98.595 98.485 98.530 unch 188,897 450,378 +4,509
Dec12 110118 98.270 98.325 98.210 98.260 unch 183,392 301,776 -183
Mar13 110118 98.010 98.075 97.945 98.000 unch 130,744 196,830 -2,199
Jun13 110118 97.740 97.810 97.675 97.735 unch 78,784 161,387 +3,515
Sep13 110118 97.480 97.560 97.415 97.475 -0.005 71,234 182,187 +1,573
Dec13 110118 97.220 97.300 97.150 97.210 -0.015 57,365 140,761 -1,847
Mar14 110118 96.990 97.075 96.920 96.975 -0.025 25,026 109,718 +444
Jun14 110118 96.760 96.850 96.680 96.735 -0.035 20,260 104,009 -285
Sep14 110118 96.545 96.625 96.450 96.500 -0.045 16,216 61,881 -262
Dec14 110118 96.310 96.405 96.215 96.270 -0.050 17,453 72,640 +1,007
Mar15 110118 96.125 96.215 96.030 96.075 -0.060 11,606 52,618 +556
Jun15 110118 4.200 4.285 4.095 4.135 -0.070 11,514 34,568 -1,161
Total Volume and Open Interest 2,111,883 7,511,683 -95,793
30 Day Federal Funds(CBOT)
Jan11 110118 99.830 99.830 99.827 99.830 unch 4,788 66,870 -2,314
Feb11 110118 99.835 99.835 99.825 99.830 unch 5,890 65,069 +1,738
Mar11 110118 99.835 99.840 99.830 99.835 +0.005 1,380 46,499 +287
Apr11 110118 99.835 99.845 99.830 99.840 +0.005 914 42,603 +327
May11 110118 99.835 99.850 99.835 99.840 +0.005 1,357 63,671 +808
Jun11 110118 99.835 99.845 99.830 99.840 +0.010 2,182 36,169 +1,220
Total Volume and Open Interest 41,426 560,790 +5,184
30 Day Fed Funds(e-CBOT)
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 110118 99.658 99.658 99.658 99.658 unch 0 1,161 +0
Jun11 110118 99.645 99.645 99.645 99.645 unch 0 175 +0
Sep11 110118 99.632 99.632 99.632 99.632 -0.005      
Dec11 110118 99.618 99.618 99.618 99.618 -0.005 0 75 +0
Mar12 110118 99.595 99.595 99.595 99.595 -0.005      
Jun12 110118 99.640 99.640 99.640 99.640 -0.005      
Sep12 110118 99.590 99.590 99.590 99.590 -0.005      
Dec12 110118 99.495 99.495 99.495 99.495 -0.005      
Mar13 110118 99.495 99.495 99.495 99.495 -0.005      
Jun13 110118 99.450 99.450 99.450 99.450 -0.005      
Total Volume and Open Interest 0 1,411 +0
3-Mth Euro-Yen(SGX)
Mar11 110118 99.66 99.66 99.66 99.66 unch 300 2,976 +0
Jun11 110118 99.64 99.64 99.64 99.64 unch 0 1,262 +0
Sep11 110118 99.63 99.63 99.63 99.63 unch 0 622 -200
Dec11 110118 99.62 99.62 99.62 99.62 unch 0 1,818 +0
Mar12 110118 99.60 99.60 99.60 99.60 unch 0 305 +0
Jun12 110118 99.64 99.64 99.64 99.64 unch 0 754 +0
Sep12 110118 99.59 99.59 99.59 99.59 unch 0 310 +0
Dec12 110118 99.50 99.50 99.50 99.50 unch 0 4 +0
Total Volume and Open Interest 300 8,052 -200
Japanese Gov't Bonds(SGX)
Mar11 110118 139.91 139.96 139.62 139.67 -0.17 3,258 12,297 -31
Jun11 110118 137.58 137.58 137.58 137.58 -0.17      
Sep11 110118 135.49 135.49 135.49 135.49 -0.17      
Total Volume and Open Interest 3,258 12,297 -31
Euro-Bund(EUREX)
Mar11 110118 124.75 124.75 123.97 124.06 -0.70 444,307 1,442,035 +274,130
Jun11 110118 123.26 123.26 122.64 122.64 -0.71 198 1,823 -170
Sep11 110118 122.37 122.37 122.37 122.37 -0.70      
Total Volume and Open Interest 444,505 1,443,858 +273,960
Euro-Bobl(EUREX)
Mar11 110118 117.88 117.90 117.46 117.51 -0.42 347,796 961,168 +97,259
Jun11 110118 116.14 116.22 116.08 116.08 -0.42 1,273 6,851 -14
Sep11 110118 116.08 116.08 116.08 116.08 -0.42      
Total Volume and Open Interest 349,069 968,019 +97,245
3-Mth Euribor(EUREX)
Mar11 110118 98.850 98.850 98.830 98.835 -0.020 14 5,806 -5
Jun11 110118 98.660 98.660 98.650 98.650 -0.050 43 9,157 +0
Sep11 110118 98.480 98.480 98.470 98.470 -0.070 71 1,982 +30
Total Volume and Open Interest 152 24,226 +37
Long Gilt(LIFFE)
Mar11 110118 117~09 117~16 116~30 117~04 -0~13 44,139 239,107 -4,102
Jun11 110118 116~00 116~00 116~00 116~00 -0~17      
Total Volume and Open Interest 44,139 239,107 -4,102
3-Mth Short Sterling(LIFFE)
Mar11 110118 99.10 99.12 99.06 99.09 -0.01 20,654 320,089 -47
Jun11 110118 98.88 98.89 98.82 98.87 -0.01 35,534 302,866 +752
Sep11 110118 98.63 98.66 98.57 98.63 -0.02 30,157 265,296 -3,493
Dec11 110118 98.39 98.42 98.30 98.38 -0.03 59,371 302,147 +15,092
Mar12 110118 98.12 98.18 98.05 98.14 -0.02 36,348 262,785 +2,227
Jun12 110118 97.86 97.93 97.79 97.89 -0.01 27,057 175,651 +2,490
Total Volume and Open Interest 246,342 2,014,625 +18,724
3-Mth Euribor(LIFFE)
Mar11 110118 98.855 98.870 98.825 98.835 -0.020 174,596 610,726 +2,518
Jun11 110118 98.690 98.700 98.635 98.650 -0.050 144,779 491,109 +2,429
Sep11 110118 98.530 98.530 98.450 98.470 -0.070 101,968 402,438 +180
Total Volume and Open Interest 914,968 2,966,123 -6,641
3-Mth Aus T-Bills(SFE)
Mar11 110118 95.00 95.02 94.99 95.02 +0.02 9,556 190,413 +470
Jun11 110118 94.91 94.93 94.90 94.93 +0.02 7,935 139,292 +1,593
Sep11 110118 94.78 94.80 94.77 94.79 +0.01 7,047 90,418 +750
Dec11 110118 94.67 94.70 94.66 94.68 +0.01 3,229 58,491 +339
Mar12 110118 94.59 94.62 94.59 94.60 +0.01 1,397 44,623 -476
Jun12 110118 94.53 94.56 94.53 94.54 unch 1,011 40,361 +40
Sep12 110118 94.49 94.52 94.49 94.50 unch 754 24,446 +160
Dec12 110118 94.44 94.47 94.44 94.46 unch 508 11,873 +308
Mar13 110118 94.40 94.42 94.39 94.42 unch 111 2,858 +101
Jun13 110118 94.38 94.38 94.38 94.38 unch 0 588 +0
Total Volume and Open Interest 31,548 604,266 +3,285
10-Year Aus T-Bonds(SFE)
Mar11 110118 94.44 94.48 94.44 94.46 +0.01 18,035 344,275 -4,980
Jun11 110118 94.46 94.46 94.46 94.46 +0.01      
Total Volume and Open Interest 18,035 344,275 -4,980
3-Year Aus T-Bonds(SFE)
Mar11 110118 94.85 94.89 94.84 94.87 +0.01 70,562 418,290 +7,678
Jun11 110118 94.87 94.87 94.87 94.87 +0.01      
Total Volume and Open Interest 70,562 418,290 +7,678
Gold(CMX)
Feb11 110118 1361.2 1376.0 1356.8 1368.2 +7.7 200,388 269,770 -7,568
Apr11 110118 1361.1 1377.7 1358.9 1369.9 +7.6 21,076 119,948 +7,194
Jun11 110118 1366.0 1378.2 1363.0 1371.9 +7.6 2,105 37,552 +241
Aug11 110118 1369.0 1380.0 1366.6 1373.8 +7.7 1,216 18,467 +955
Oct11 110118 1372.2 1377.7 1366.7 1375.8 +7.7 51 10,835 +19
Dec11 110118 1373.8 1384.7 1368.0 1377.9 +7.7 1,065 23,431 -223
Feb12 110118 1380.2 1380.2 1380.2 1380.2 +7.5 30 7,508 +17
Apr12 110118 1383.0 1383.0 1383.0 1383.0 +7.5 50 6,883 +0
Jun12 110118 1386.0 1386.0 1386.0 1386.0 +7.5 111 12,855 +89
Aug12 110118 1389.3 1389.3 1389.3 1389.3 +7.8 175 7,236 +175
Oct12 110118 1392.9 1392.9 1392.9 1392.9 +7.9 25 4,510 +25
Dec12 110118 1388.2 1401.6 1388.2 1396.9 +7.8 626 14,052 +154
Total Volume and Open Interest 230,606 592,856 +2,039
Silver(CMX)
Mar11 110118 2842.5 2908.0 2805.0 2891.2 +59.2 78,248 75,575 +1,949
May11 110118 2855.0 2908.0 2810.0 2895.7 +59.3 1,152 14,819 +72
Jul11 110118 2873.0 2902.0 2815.0 2899.9 +59.4 326 8,497 -579
Sep11 110118 2848.0 2905.0 2828.0 2903.8 +59.4 206 6,357 -28
Dec11 110118 2880.0 2919.0 2824.0 2909.4 +59.4 569 13,668 -81
Mar12 110118 2914.3 2914.3 2914.3 2914.3 +59.5 1 580 +0
May12 110118 2917.6 2917.6 2917.6 2917.6 +59.6 500 355 +0
Total Volume and Open Interest 81,885 136,929 +1,048
Platinum(NYMEX)
Jan11 110118 1810.0 1823.5 1808.0 1823.5 +10.1 3 348 +0
Apr11 110118 1816.9 1832.3 1803.2 1828.3 +12.3 7,436 39,527 +1,168
Jul11 110118 1821.6 1833.3 1813.4 1831.9 +12.8 26 982 +24
Oct11 110118 1834.2 1834.4 1834.2 1834.4 +13.3 2 25 +2
Total Volume and Open Interest 7,467 40,903 +1,194
Palladium(NYMEX)
Mar11 110118 789.00 814.70 782.50 810.45 +19.95 3,881 21,733 -124
Jun11 110118 790.00 814.65 790.00 811.75 +20.10 40 785 +3
Sep11 110118 812.35 812.35 812.35 812.35 +20.10 2 18 +2
Total Volume and Open Interest 3,947 22,539 -119
Copper(CMX)
Mar11 110118 443.05 446.30 436.65 442.80 +1.60 32,948 113,629 +1,940
May11 110118 443.45 446.00 437.20 443.00 +1.55 1,933 26,342 +767
Jul11 110118 439.10 443.60 436.60 442.30 +1.35 217 10,208 +63
Sep11 110118 441.80 441.80 441.45 441.45 +1.20 104 5,142 +6
Dec11 110118 435.85 440.60 435.85 439.45 +0.90 31 3,849 +22
Total Volume and Open Interest 35,747 164,800 +2,817
DJIA Index(CBOT)
Mar11 110118 11737 11813 11696 11811 +86 839 9,551 -602
Jun11 110118 11748 11748 11663 11748 +85      
Sep11 110118 11692 11692 11605 11692 +87      
Dec11 110118 11635 11635 11550 11635 +85      
Total Volume and Open Interest 839 9,551 -602
S & P 500(CME)
Mar11 110118 1289.60 1295.00 1283.00 1294.70 +5.30 12,296 287,608 +1,079
Jun11 110118 1283.70 1289.70 1281.40 1289.70 +5.30 70 4,202 +0
Sep11 110118 1280.20 1284.80 1276.50 1284.80 +5.30 39 2,798 +32
Dec11 110118 1280.20 1280.20 1271.90 1280.20 +5.30 0 550 +0
Total Volume and Open Interest 12,405 295,158 +1,111
S & P 500 E-Mini(Globex)
Mar11 110118 1289.50 1295.00 1282.75 1294.75 +5.25 1,631,162 2,527,355 -3,726
Jun11 110118 1285.00 1289.75 1278.00 1289.75 +5.25 1,529 10,008 +1,246
Total Volume and Open Interest 1,632,706 2,537,607 -2,480
NASDAQ 100(CME)
Mar11 110118 2324.00 2332.00 2286.00 2330.80 +10.80 678 12,940 +202
Jun11 110118 2327.80 2327.80 2301.00 2327.80 +10.80      
Sep11 110118 2325.30 2325.30 2322.50 2325.30 +10.80      
Total Volume and Open Interest 678 12,940 +202
NASDAQ 100 E-Mini(Globex)
Mar11 110118 2321.30 2332.50 2285.30 2330.80 +10.80 177,966 358,615 +7,770
Jun11 110118 2295.00 2327.80 2284.30 2327.80 +10.80 81 751 +3
Total Volume and Open Interest 178,047 359,372 +7,773
S & P Midcap 400(CME)
Mar11 110118 929.00 939.10 928.00 939.10 +8.80 876 2,589 +724
Jun11 110118 936.70 936.70 935.80 936.70 +8.90      
Sep11 110118 935.40 935.40 933.80 935.40 +9.60      
Total Volume and Open Interest 876 2,589 +724
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar11 110118 10605 10610 10490 10605 +10 8,343 41,283 -823
Jun11 110118 10585 10585 10575 10585 +10 0 4 +0
Total Volume and Open Interest 8,343 41,287 -823
Nikkei 225(SGX)
Mar11 110118 10500 10550 10450 10510 +15 87,061 232,278 +3,310
Jun11 110118 10430 10465 10430 10435 +10 58 2,945 +108
Sep11 110118 10440 10440 10440 10440 +15      
Total Volume and Open Interest 87,119 242,963 +3,493
CAC 40(EURONEXT)
Jan11 110118 3980.0 4017.5 3976.5 4012.0 +35.5 81,760 337,363 -19,426
Feb11 110118 3973.5 4019.5 3973.5 4013.5 +35.5 19,337 33,556 +17,614
Mar11 110118 3983.5 4020.0 3983.5 4015.5 +36.0 431 42,644 -122
Total Volume and Open Interest 101,528 413,603 -1,935
Hang Seng Index(HKFE)
Jan11 110118 24198 24417 24087 24190 -24 65,943 98,408 -996
Feb11 110118 24197 24418 24105 24191 -27 1,050 3,480 +463
Mar11 110118 24136 24363 24080 24143 -24 241 6,125 -54
Total Volume and Open Interest 67,578 109,437 -590
DAX(EUREX)
Mar11 110118 7086.0 7165.0 7085.0 7149.0 +67.5 57,203 236,146 +20,286
Jun11 110118 7110.0 7184.0 7110.0 7170.5 +68.0 189 10,755 -1
Sep11 110118 7188.0 7190.0 7188.0 7190.0 +68.0 111 107 +10
Total Volume and Open Interest 57,503 247,008 +20,295
FT-SE 100(EURONEXT)
Mar11 110118 5949.50 6033.50 5949.50 6019.50 +77.00 51,693 625,611 +291
Jun11 110118 5955.00 5977.50 5955.00 5977.50 +78.00 0 1,514 +0
Sep11 110118 5935.50 5946.50 5933.00 5946.50 +78.50 0 69 +0
Total Volume and Open Interest 51,693 627,194 +291
SPI 200(SFE)
Mar11 110118 4744.0 4797.0 4737.0 4779.0 +34.0 20,739 188,825 -1,915
Jun11 110118 4801.0 4801.0 4801.0 4801.0 +34.0 2 3,019 -2
Sep11 110118 4792.0 4792.0 4792.0 4792.0 +34.0 102 1,820 -6
Total Volume and Open Interest 21,267 196,137 -1,686
GSCI(CME)
Feb11 110118 644.25 645.75 640.70 644.25 +0.25 1,609 14,545 +1,218
Mar11 110118 647.75 648.50 644.00 647.75 +1.00      
Apr11 110118 651.00 651.00 651.00 651.00        
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

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