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 Tue January 15, 2013
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar13 130115 1416.75 1436.25 1408.00 1413.50 -4.50 154,183 240,224 -1,335
May13 130115 1404.75 1422.50 1395.75 1399.75 -5.50 43,636 130,130 -1,737
Jul13 130115 1398.00 1417.00 1390.50 1392.75 -6.00 31,975 84,347 +3,083
Aug13 130115 1373.75 1386.75 1363.25 1365.25 -4.25 1,229 2,978 +109
Sep13 130115 1323.00 1335.00 1317.25 1319.25 -2.50 805 1,838 +53
Nov13 130115 1285.75 1304.25 1279.25 1283.25 -3.00 19,176 70,869 +2,090
Jan14 130115 1293.00 1302.75 1289.75 1289.75 -3.25 278 2,859 +84
Mar14 130115 1305.25 1315.00 1293.25 1293.25 -4.50 98 1,229 +20
May14 130115 1309.00 1312.00 1294.50 1294.50 -6.75 20 726 +9
Jul14 130115 1306.50 1308.25 1300.75 1300.75 -7.50 44 532 +32
Aug14 130115 1295.50 1303.00 1295.50 1295.50 -7.50 0 1 +0
Sep14 130115 1275.00 1282.50 1275.00 1275.00 -7.50 0 1 +0
Nov14 130115 1285.00 1285.00 1267.25 1267.50 -4.00 105 2,627 +19
Jan15 130115 1271.50 1275.50 1271.50 1271.50 -4.00      
Total Volume and Open Interest 253,067 538,810 +1,669
Soybean Meal(CBOT)
Mar13 130115 416.20 423.80 411.20 411.90 -5.60 67,596 128,325 -2,006
May13 130115 410.80 417.30 405.30 406.70 -5.10 20,642 46,013 +366
Jul13 130115 406.20 413.20 401.40 402.60 -4.80 9,270 25,607 +769
Aug13 130115 395.00 401.80 391.90 392.40 -3.70 1,052 4,803 +157
Sep13 130115 381.00 384.40 377.40 377.90 -3.60 590 2,795 +101
Oct13 130115 365.70 370.60 361.50 362.40 -3.50 1,068 5,246 +325
Dec13 130115 364.60 369.30 359.60 361.70 -2.90 3,172 22,047 +401
Jan14 130115 366.00 366.00 363.10 363.10 -2.90 9 1,421 +1
Mar14 130115 368.80 368.80 365.90 365.90 -2.90 20 1,849 +11
May14 130115 369.60 369.60 366.70 366.70 -2.90 12 923 +8
Total Volume and Open Interest 103,686 239,286 +33
Soybean Oil(CBOT)
Mar13 130115 50.50 51.25 50.37 50.87 +0.42 80,779 174,833 -757
May13 130115 50.87 51.59 50.71 51.22 +0.40 21,734 50,501 +815
Jul13 130115 51.26 51.84 51.00 51.48 +0.35 12,106 46,108 +957
Aug13 130115 51.16 51.58 50.88 51.34 +0.32 1,423 5,825 +257
Sep13 130115 51.03 51.24 50.53 51.00 +0.28 1,388 4,939 +252
Oct13 130115 50.33 50.54 49.98 50.29 +0.25 2,266 6,553 +625
Dec13 130115 49.97 50.40 49.61 50.11 +0.25 3,952 24,076 +652
Jan14 130115 50.31 50.31 50.06 50.31 +0.25 17 1,807 +17
Mar14 130115 50.59 50.59 50.39 50.59 +0.20 16 976 +15
May14 130115 50.72 50.72 50.49 50.72 +0.23 1 351 -1
Total Volume and Open Interest 124,418 317,301 +2,316
Canola(WCE)
Jan13 130114 616.2 616.2 616.2 616.2 +11.8      
Mar13 130115 593.6 596.5 589.8 590.1 -4.8 6,978 95,227 -597
May13 130115 585.6 587.3 581.3 581.8 -4.9 2,173 27,666 +675
Jul13 130115 580.4 581.7 576.9 576.9 -4.5 377 14,430 -32
Nov13 130115 542.3 544.9 538.5 538.5 -3.8 407 11,896 +310
Total Volume and Open Interest 9,942 149,921 +357
Corn(CBOT)
Mar13 130115 723.50 734.50 722.00 730.50 +6.50 305,608 528,713 -185
May13 130115 722.25 733.75 721.00 730.75 +7.75 96,158 196,944 +2,801
Jul13 130115 713.00 724.50 711.50 721.00 +7.00 87,530 163,646 -9
Sep13 130115 609.50 616.75 606.25 614.00 +4.00 13,478 53,182 +3,943
Dec13 130115 584.00 591.50 580.75 589.25 +5.25 59,673 214,725 +8,873
Mar14 130115 594.00 601.00 594.00 599.25 +5.25 3,718 11,653 +1,223
May14 130115 602.00 608.25 601.00 606.25 +5.25 2,186 4,291 +814
Jul14 130115 603.50 610.75 603.50 608.25 +4.50 494 2,028 +180
Sep14 130115 585.00 585.00 580.50 585.00 +4.50 48 164 +29
Dec14 130115 568.25 572.00 565.00 569.75 +3.50 702 9,521 +257
Total Volume and Open Interest 569,660 1,186,077 +17,940
Wheat(CBOT)
Mar13 130115 769.75 789.75 766.50 782.75 +15.75 123,386 239,975 -9,788
May13 130115 776.00 798.25 773.50 791.00 +17.50 26,378 65,192 -1,443
Jul13 130115 778.50 801.75 776.75 794.25 +17.25 24,116 81,466 +2,582
Sep13 130115 785.00 809.75 784.75 802.25 +17.50 5,597 14,292 -182
Dec13 130115 799.50 822.50 798.75 815.25 +16.50 10,627 54,151 +1,041
Mar14 130115 818.00 831.25 810.50 826.50 +16.00 357 4,346 +107
Total Volume and Open Interest 190,768 462,813 -7,620
Wheat(KCBT)
Mar13 130115 825.50 844.75 823.00 838.25 +14.75 26,403 92,263 +1,468
May13 130115 835.75 854.50 833.50 848.25 +14.75 8,906 29,833 +1,549
Jul13 130115 842.50 860.75 840.25 854.75 +14.00 6,781 34,954 +1,916
Sep13 130115 852.25 869.50 852.25 864.25 +12.75 1,136 7,596 +229
Dec13 130115 862.00 880.00 862.00 874.50 +12.50 909 6,610 +277
Mar14 130115 876.00 883.75 876.00 879.50 +13.50 52 329 +26
Total Volume and Open Interest 44,200 172,112 +5,474
Wheat(MGE)
Mar13 130115 856.00 872.50 853.00 866.25 +13.50 3,291 22,651 +25
May13 130115 864.00 882.00 864.00 876.25 +14.00 1,169 9,322 +16
Jul13 130115 873.75 890.50 873.75 884.00 +12.50 539 4,362 +53
Sep13 130115 878.75 890.00 875.75 883.75 +12.50 410 5,210 +244
Dec13 130115 878.50 893.75 878.50 887.50 +12.50 201 3,307 +78
Total Volume and Open Interest 5,621 44,913 +422
Oats(CBOT)
Mar13 130115 355.00 360.75 351.50 356.50 +2.50 965 8,253 +25
May13 130115 358.50 365.50 358.50 362.25 +2.50 88 2,057 +53
Jul13 130115 368.75 368.75 364.50 365.50 +0.75 28 288 +10
Sep13 130115 363.50 364.75 363.50 364.75 +0.75 0 24 +0
Total Volume and Open Interest 1,100 10,707 +76
Rough Rice(CBOT)
Jan13 130114 14.85 15.03 14.85 14.85 -0.18 3 16 -2
Mar13 130115 15.08 15.11 15.01 15.06 unch 428 12,801 +24
May13 130115 15.40 15.43 15.31 15.37 -0.01 71 1,178 +3
Jul13 130115 15.66 15.66 15.60 15.64 +0.04 2 64 +1
Total Volume and Open Interest 545 14,225 +46
Live Cattle(CME)
Feb13 130115 130.350 130.900 129.850 130.435 +0.085 39,635 88,948 -12,358
Apr13 130115 134.700 134.880 134.035 134.435 -0.315 25,886 117,637 +6,426
Jun13 130115 129.550 130.035 129.035 129.350 -0.300 10,025 72,997 +189
Aug13 130115 129.735 130.050 129.325 129.485 -0.415 4,993 33,147 -265
Oct13 130115 133.250 133.600 132.935 133.380 +0.055 1,949 9,222 +136
Dec13 130115 135.000 135.535 134.850 135.250 -0.050 1,190 5,831 +429
Total Volume and Open Interest 83,842 329,272 -5,351
Feeder Cattle(CME)
Jan13 130115 149.575 149.575 148.185 148.325 -1.125 2,938 4,619 -1,040
Mar13 130115 151.435 151.575 150.325 150.380 -1.055 5,504 14,315 -153
Apr13 130115 153.535 153.535 152.300 152.300 -1.000 1,387 3,039 +125
May13 130115 155.235 155.435 154.325 154.550 -0.550 1,279 4,252 +143
Aug13 130115 160.600 160.880 159.825 159.900 -0.675 943 4,030 +311
Sep13 130115 161.500 161.550 161.100 161.380 -0.220 101 686 +24
Oct13 130115 162.000 162.150 161.850 162.000 +0.250 48 353 +8
Total Volume and Open Interest 12,223 31,582 -577
Lean Hogs(CME)
Feb13 130115 85.285 85.650 85.000 85.250 +0.020 22,467 58,786 -6,992
Apr13 130115 87.730 87.950 87.430 87.600 -0.250 16,823 77,948 +4,769
May13 130115 94.850 94.850 94.700 94.800 unch 54 1,921 -37
Jun13 130115 96.650 96.950 96.500 96.600 -0.250 6,579 45,912 +325
Jul13 130115 96.535 96.785 96.350 96.600 -0.300 1,506 12,907 -118
Aug13 130115 96.150 96.400 96.050 96.100 -0.350 1,678 20,597 +417
Oct13 130115 85.785 86.150 85.785 86.000 -0.330 1,449 18,056 -99
Dec13 130115 82.830 83.150 82.500 83.080 +0.100 1,401 10,534 +494
Total Volume and Open Interest 52,432 249,870 -1,046
Class III Milk(CME)
Jan13 130115 18.11 18.12 18.09 18.11 -0.01 78 3,148 -13
Feb13 130115 17.62 17.74 17.45 17.65 +0.07 298 3,099 +99
Mar13 130115 17.62 17.82 17.51 17.71 +0.05 401 2,576 +160
Apr13 130115 18.02 18.09 17.90 18.03 +0.04 135 1,711 +24
May13 130115 18.33 18.36 18.30 18.34 +0.02 67 1,578 +21
Total Volume and Open Interest 1,178 18,569 +341
Cocoa(ICE)
Mar13 130115 2254 2285 2232 2270 +3 9,032 82,021 -121
May13 130115 2260 2289 2240 2277 +3 2,652 35,128 +391
Jul13 130115 2262 2295 2250 2287 +5 887 19,527 +211
Sep13 130115 2270 2301 2261 2296 +7 380 19,576 +21
Dec13 130115 2282 2300 2271 2300 +7 166 11,525 -15
Mar14 130115 2285 2304 2269 2304 +8 50 16,413 +30
May14 130115 2310 2310 2310 2310 +8 51 7,616 -45
Total Volume and Open Interest 13,243 193,699 +450
Coffee "C"(ICE)
Mar13 130115 152.70 156.50 151.25 152.50 -0.80 24,642 92,803 +1,094
May13 130115 156.05 159.15 154.10 155.30 -0.85 7,241 28,106 +795
Jul13 130115 158.30 161.75 157.00 157.95 -0.90 2,561 17,086 +685
Sep13 130115 160.00 164.35 159.40 160.60 -0.90 619 6,895 -95
Dec13 130115 163.65 167.85 163.05 164.25 -0.65 420 5,119 -35
Mar14 130115 170.00 171.50 166.75 167.85 -0.70 121 877 +31
Total Volume and Open Interest 35,650 151,899 +2,518
Orange Juice(ICE)
Mar13 130115 111.50 112.50 110.00 110.30 -1.20 1,370 15,140 -87
May13 130115 112.90 112.90 110.70 111.00 -1.15 257 4,512 +788
Jul13 130115 114.75 114.75 112.60 112.80 -1.15 71 869 -30
Sep13 130115 115.65 115.65 114.30 114.50 -1.25 35 436 +23
Nov13 130115 117.60 118.40 116.10 116.30 -1.30 4 102 +2
Jan14 130115 119.00 119.00 118.10 118.10 -0.65 0 27 +0
Total Volume and Open Interest 1,737 21,086 +696
Sugar #11(ICE)
Mar13 130115 18.90 18.90 18.58 18.62 -0.28 46,851 340,120 -1,351
May13 130115 19.05 19.12 18.85 18.87 -0.27 16,816 130,722 +1,988
Jul13 130115 19.45 19.45 19.21 19.23 -0.23 11,725 132,533 +3,536
Oct13 130115 19.85 19.85 19.61 19.63 -0.21 5,380 78,191 +308
Mar14 130115 20.40 20.48 20.28 20.29 -0.20 3,584 51,838 -841
May14 130115 20.27 20.38 20.20 20.21 -0.18 952 12,605 -482
Jul14 130115 20.22 20.31 20.15 20.16 -0.17 207 6,635 +58
Oct14 130115 20.34 20.35 20.21 20.21 -0.17 118 10,162 +16
Total Volume and Open Interest 85,700 773,714 +3,240
London Cocoa(LCE)
Mar13 130115 1438 1465 1436 1455 +4 11,767 80,397 +238
May13 130115 1440 1468 1440 1458 +4 7,528 32,269 -82
Jul13 130115 1452 1473 1448 1465 +4 3,098 28,179 -653
Sep13 130115 1456 1478 1456 1472 +3 2,051 29,054 +565
Dec13 130115 1453 1474 1453 1470 +2 736 26,102 +194
Mar14 130115 1448 1472 1448 1463 +1 187 20,905 +3
May14 130115 1467 1475 1460 1467 unch 17 6,412 +1
Total Volume and Open Interest 25,429 226,491 +266
London Sugar(LCE)
Mar13 130115 505.70 506.30 500.50 502.00 -5.70 4,543 40,559 -434
May13 130115 513.40 514.70 509.60 510.50 -5.10 1,562 13,003 +197
Aug13 130115 518.60 519.80 514.20 515.50 -5.40 998 10,947 +41
Oct13 130115 522.50 524.80 519.00 520.00 -5.40 429 5,581 +5
Dec13 130115 531.90 534.50 530.30 530.50 -4.30 333 1,995 -103
Total Volume and Open Interest 7,993 74,118 -162
Cotton(ICE)
Mar13 130115 75.55 76.30 75.55 76.21 +0.69 21,284 118,761 +1,412
May13 130115 76.50 77.03 76.36 76.84 +0.48 3,133 27,263 +553
Jul13 130115 77.65 78.00 77.39 77.68 +0.27 1,737 17,866 +423
Oct13 130115 78.32 78.32 78.32 78.32 +0.27 0 5 +0
Dec13 130115 79.20 79.30 78.94 79.07 -0.07 1,137 9,903 +350
Mar14 130115 80.32 80.32 80.32 80.32 -0.06 34 239 +34
Total Volume and Open Interest 27,325 174,294 +2,772
Lumber(CME)
Jan13 130115 378.0 379.6 367.0 367.6 -8.6 211 362 -111
Mar13 130115 386.8 387.6 376.9 376.9 -10.0 370 7,091 +78
May13 130115 381.5 383.6 371.5 374.0 -7.5 84 2,115 +29
Jul13 130115 374.9 375.2 366.0 367.0 -7.9 34 347 +16
Total Volume and Open Interest 702 9,931 +13
Crude Oil(NYM)
Feb13 130115 94.20 94.44 93.22 93.28 -0.86 257,821 145,743 -22,464
Mar13 130115 94.71 94.89 93.65 93.72 -0.87 129,092 260,696 +24,054
Apr13 130115 94.93 95.24 94.03 94.09 -0.88 53,837 93,213 +9,786
May13 130115 95.26 95.54 94.33 94.39 -0.92 29,272 70,051 +1,464
Jun13 130115 95.48 95.81 94.55 94.60 -0.95 41,474 138,066 -46
Jul13 130115 95.57 95.89 94.63 94.68 -0.97 13,459 62,808 +2,647
Aug13 130115 95.48 95.81 94.62 94.62 -0.97 5,692 29,689 +447
Sep13 130115 95.49 95.68 94.48 94.48 -0.97 8,188 52,153 -376
Oct13 130115 95.15 95.49 94.22 94.26 -0.96 4,185 33,126 +727
Nov13 130115 94.11 94.11 94.02 94.02 -0.94 2,880 31,956 +158
Dec13 130115 94.45 94.94 93.72 93.77 -0.92 30,706 164,537 -1,382
Jan14 130115 94.20 94.50 93.45 93.45 -0.93 2,110 33,601 -228
Feb14 130115 93.14 93.14 93.14 93.14 -0.93 1,163 13,245 +106
Mar14 130115 92.84 93.94 92.84 92.84 -0.93 1,988 17,889 +515
Apr14 130115 92.55 92.55 92.55 92.55 -0.93 500 9,059 -332
May14 130115 92.28 92.28 92.28 92.28 -0.92 618 10,720 +159
Total Volume and Open Interest 604,531 1,499,808 +15,755
e-miNY Crude Oil(NYM)
Jan13 121218 87.400 88.175 87.200 87.925 +0.725 5,019 3,241 -443
Feb13 130115 94.175 94.425 93.225 93.275 -0.875 5,371 3,392 +210
Mar13 130115 94.675 94.850 93.675 93.725 -0.875 329 647 +83
Apr13 130115 94.900 95.050 94.100 94.100 -0.875 43 431 -2
May13 130115 95.150 95.350 94.400 94.400 -0.900 1 29 +1
Jun13 130115 94.600 94.600 94.600 94.600 -0.950 0 44 +0
Jul13 130115 94.675 94.675 94.675 94.675 -0.975 0 1 +0
Aug13 130115 94.625 94.625 94.625 94.625 -0.975      
Sep13 130115 94.475 94.475 94.475 94.475 -0.975 0 1 +0
Oct13 130115 94.250 94.250 94.250 94.250 -0.975 0 1 +0
Total Volume and Open Interest 5,744 4,708 +292
Heating Oil(NYM)
Feb13 130115 306.93 307.74 301.00 301.13 -5.12 69,696 69,617 -4,788
Mar13 130115 305.97 306.58 300.21 300.34 -4.84 48,397 61,140 -1,727
Apr13 130115 304.15 304.64 298.68 298.77 -4.60 27,139 56,754 -1,269
May13 130115 306.58 307.11 301.76 301.84 -4.27 11,517 28,651 -277
Jun13 130115 303.63 304.90 299.99 300.12 -4.08 7,598 25,177 -391
Jul13 130115 302.48 303.39 299.18 299.25 -3.97 1,872 7,322 +7
Aug13 130115 302.16 302.46 298.61 298.61 -3.89 849 3,556 +214
Sep13 130115 302.24 302.24 298.11 298.11 -3.86 1,219 11,796 +716
Oct13 130115 300.61 300.61 297.71 297.71 -3.92 235 3,008 -15
Nov13 130115 299.59 300.14 297.39 297.39 -3.96 641 2,632 -184
Dec13 130115 301.43 301.43 296.93 297.07 -4.00 3,130 19,853 +304
Jan14 130115 299.41 299.44 296.64 296.64 -4.01 452 3,081 +340
Feb14 130115 295.59 295.59 295.59 295.59 -4.01 68 328 +27
Mar14 130115 294.04 294.04 294.04 294.04 -4.01 3 101 +0
Total Volume and Open Interest 172,930 295,130 -6,936
Gasoline(NYMEX)
Feb13 130115 274.93 276.10 270.23 270.66 -4.75 57,803 81,712 -7,373
Mar13 130115 277.19 277.99 272.06 272.61 -4.58 45,297 85,313 +5,269
Apr13 130115 294.94 295.19 290.00 290.26 -4.30 18,882 36,823 +2,041
May13 130115 294.16 294.33 289.34 289.54 -4.17 10,190 28,028 +706
Jun13 130115 290.30 291.40 286.47 286.66 -4.15 8,245 22,100 +495
Jul13 130115 286.87 287.85 283.07 283.19 -4.14 3,063 11,732 +713
Aug13 130115 283.09 283.09 279.46 279.46 -4.10 2,414 7,728 +785
Sep13 130115 279.22 279.22 275.21 275.21 -4.06 1,961 10,702 +358
Oct13 130115 260.92 260.92 260.92 260.92 -4.17 997 7,703 +345
Nov13 130115 259.89 261.33 257.24 257.24 -3.85 1,003 11,750 +541
Total Volume and Open Interest 151,137 315,254 +4,487
e-miNY RBOB Gasoline(NYM)
Feb13 130115 270.70 270.70 270.66 270.70 -4.70 0 1 +0
Mar13 130115 272.60 272.61 272.60 272.60 -4.60      
Apr13 130115 290.30 290.30 290.26 290.30 -4.30      
May13 130115 289.50 289.54 289.50 289.50 -4.20      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb13 130115 3.383 3.464 3.328 3.455 +0.082 163,034 142,274 -23,430
Mar13 130115 3.374 3.459 3.331 3.453 +0.075 112,838 283,657 -4,521
Apr13 130115 3.409 3.484 3.368 3.478 +0.066 56,008 146,922 +1,899
May13 130115 3.480 3.527 3.425 3.522 +0.058 23,020 87,455 +2,212
Jun13 130115 3.535 3.576 3.493 3.572 +0.053 9,898 29,021 +332
Jul13 130115 3.575 3.630 3.535 3.622 +0.048 9,685 45,664 +360
Aug13 130115 3.614 3.655 3.562 3.647 +0.047 5,572 27,509 +338
Sep13 130115 3.615 3.660 3.572 3.656 +0.046 6,412 27,335 +784
Oct13 130115 3.661 3.695 3.605 3.687 +0.048 18,607 102,343 +2,390
Nov13 130115 3.746 3.798 3.736 3.792 +0.046 3,379 27,609 +230
Dec13 130115 3.959 3.992 3.921 3.991 +0.046 3,992 31,628 +274
Jan14 130115 4.050 4.096 4.024 4.092 +0.044 9,755 71,194 +113
Feb14 130115 4.074 4.092 4.033 4.090 +0.043 641 7,007 -26
Mar14 130115 4.026 4.033 3.987 4.028 +0.040 1,454 19,752 +386
Apr14 130115 3.875 3.927 3.871 3.926 +0.035 4,157 32,218 -169
May14 130115 3.931 3.942 3.931 3.942 +0.034 242 4,790 +32
Total Volume and Open Interest 430,873 1,165,692 -18,386
Brent Crude Oil(ICE)
Feb13 130115 111.93 112.46 110.19 110.30 -1.58 168,004 82,042 -16,653
Mar13 130115 110.98 111.49 109.52 109.63 -1.32 214,056 299,651 +332
Apr13 130115 110.17 110.65 108.79 108.89 -1.30 100,627 152,521 +9,537
May13 130115 109.56 110.00 108.20 108.29 -1.31 46,601 83,426 +6,284
Jun13 130115 108.98 109.38 107.60 107.73 -1.29 58,688 113,270 -1,034
Jul13 130115 108.31 108.80 107.08 107.18 -1.29 15,440 39,371 +870
Aug13 130115 107.74 108.21 106.49 106.62 -1.28 8,106 61,865 +1,698
Sep13 130115 107.27 107.58 105.88 106.01 -1.26 9,717 50,731 +473
Oct13 130115 106.53 106.98 105.30 105.42 -1.26 5,630 34,289 -327
Nov13 130115 104.88 104.88 104.88 104.88 -1.26 4,767 26,659 -233
Dec13 130115 105.60 105.94 104.27 104.40 -1.24 38,734 146,471 -1,717
Jan14 130115 103.97 103.97 103.97 103.97 -1.22 3,216 24,027 -266
Feb14 130115 103.57 103.57 103.57 103.57 -1.20 790 15,560 +148
Mar14 130115 103.15 103.15 103.15 103.15 -1.19 854 12,490 +78
Total Volume and Open Interest 695,705 1,358,900 +99
Gas Oil(ICE)
Feb13 130115 962.25 966.50 952.75 960.75 +6.25 110,470 115,549 -5,838
Mar13 130115 956.00 958.00 944.00 952.00 +4.50 92,778 85,499 +9,445
Apr13 130115 945.75 950.00 935.50 943.00 +2.75 48,817 54,854 +2,074
May13 130115 936.25 943.25 928.25 935.75 +1.75 25,462 34,081 +452
Jun13 130115 931.50 937.75 922.75 930.25 +1.25 29,751 42,626 -201
Jul13 130115 927.25 934.00 921.00 926.75 +1.00 5,810 17,060 -1,094
Aug13 130115 924.25 931.00 918.00 924.00 +1.00 2,439 14,649 +222
Sep13 130115 921.00 928.25 915.50 921.50 +0.75 2,356 18,250 -72
Oct13 130115 918.50 926.25 916.00 919.00 +0.75 1,005 9,986 -14
Nov13 130115 916.50 923.25 913.25 916.25 +0.50 1,114 11,804 +188
Total Volume and Open Interest 330,553 504,595 +6,532
Ethanol(CBOT)
Jan13 130104 2.170 2.179 2.170 2.170 -0.009 144 205 -105
Feb13 130115 2.335 2.352 2.335 2.343 +0.013 324 1,459 -140
Mar13 130115 2.355 2.372 2.355 2.360 +0.009 410 1,588 -38
Apr13 130115 2.363 2.373 2.363 2.364 +0.007 257 1,218 +9
May13 130115 2.364 2.364 2.358 2.358 +0.004 190 927 -48
Jun13 130115 2.340 2.354 2.340 2.346 +0.003 279 988 -6
Jul13 130115 2.323 2.323 2.311 2.313 +0.001 185 1,032 +17
Aug13 130115 2.260 2.260 2.250 2.250 +0.002 49 522 +9
Total Volume and Open Interest 2,191 9,117 -156
WTI Crude Oil(ICE)
Feb13 130115 94.12 94.45 93.22 93.28 -0.86 47,032 57,221 -4,085
Mar13 130115 94.61 94.90 93.66 93.72 -0.87 30,088 74,935 +1,851
Apr13 130115 94.84 95.19 94.06 94.09 -0.88 17,252 37,906 +3,891
May13 130115 95.04 95.53 94.37 94.39 -0.92 12,561 21,867 +1,461
Jun13 130115 95.36 95.82 94.55 94.60 -0.95 18,398 72,499 +1,571
Jul13 130115 95.54 95.90 94.66 94.68 -0.97 4,886 14,257 +112
Aug13 130115 95.76 95.76 94.60 94.62 -0.97 3,179 9,382 +528
Sep13 130115 95.61 95.61 94.48 94.48 -0.97 3,040 13,752 -110
Oct13 130115 95.38 95.38 94.26 94.26 -0.96 1,005 11,988 +330
Nov13 130115 94.02 94.02 94.02 94.02 -0.94 991 8,532 +341
Dec13 130115 94.27 94.89 93.75 93.77 -0.92 8,913 79,294 +666
Jan14 130115 93.45 93.45 93.45 93.45 -0.93 85 6,896 +32
Feb14 130115 93.14 93.14 93.14 93.14 -0.93 47 2,737 +25
Mar14 130115 92.84 92.84 92.84 92.84 -0.93 53 3,817 +29
Apr14 130115 92.55 92.55 92.55 92.55 -0.93 48 2,587 +5
May14 130115 92.28 92.28 92.28 92.28 -0.92 40 2,186 +20
Total Volume and Open Interest 151,254 520,545 +6,433
US Dollar Index(ICE)
Mar13 130115 79.540 79.940 79.435 79.832 +0.292 30,217 42,284 -449
Jun13 130115 79.720 79.995 79.665 79.973 +0.293 117 563 -81
Sep13 130115 80.152 80.152 80.152 80.152 +0.292 0 3 +0
Total Volume and Open Interest 30,334 42,850 -530
Australian Dollar(CME)
Mar13 130115 105.08 105.20 104.76 105.08 -0.08 86,997 204,322 -2,028
Jun13 130115 104.44 104.52 104.10 104.39 -0.07 29 303 +7
Sep13 130115 103.74 103.80 103.74 103.74 -0.06 0 1 +0
Total Volume and Open Interest 87,026 204,631 -2,021
British Pound(CME)
Mar13 130115 160.70 160.97 160.28 160.53 -0.30 100,457 165,902 +850
Jun13 130115 160.80 160.80 160.37 160.47 -0.30 65 132 -9
Sep13 130115 160.41 160.70 160.41 160.41 -0.29 0 2 +0
Total Volume and Open Interest 100,522 166,037 +841
Canadian Dollar(CME)
Mar13 130115 101.48 101.56 101.21 101.45 -0.06 68,334 140,613 +3,684
Jun13 130115 101.24 101.30 101.00 101.24 -0.06 46 1,432 +15
Sep13 130115 100.96 101.07 100.82 101.01 -0.06 8 1,006 +3
Dec13 130115 100.71 100.82 100.60 100.76 -0.05 31 391 +21
Total Volume and Open Interest 68,420 143,456 +3,724
Japanese Yen(CME)
Mar13 130115 111.83 113.32 111.62 112.66 +0.73 191,078 199,318 -2,283
Jun13 130115 111.90 113.25 111.90 112.75 +0.73 127 797 +10
Sep13 130115 112.56 113.24 112.12 112.86 +0.74 23 86 +2
Total Volume and Open Interest 191,234 200,272 -2,267
Swiss Franc(CME)
Mar13 130115 108.52 108.64 107.21 107.37 -1.19 38,637 46,283 -425
Jun13 130115 107.76 108.71 107.51 107.51 -1.20 3 43 +1
Sep13 130115 107.66 108.86 107.66 107.66 -1.20      
Total Volume and Open Interest 38,640 46,326 -424
EuroFX(CME)
Mar13 130115 133.82 134.01 132.70 133.04 -0.81 307,899 203,346 +3,649
Jun13 130115 133.94 134.07 132.94 133.13 -0.81 573 1,638 +217
Sep13 130115 133.40 134.02 133.05 133.21 -0.81 5 30 -3
Total Volume and Open Interest 308,519 205,069 +3,890
Mexican Peso(CME)
Jan13 130114 789.75 790.50 789.75 789.75 -0.75      
Feb13 130115 789.50 791.50 789.50 789.50 -2.00      
Total Volume and Open Interest 32,981 188,909 -291
Brazilian Real(CME)
Feb13 130115 489.40 490.50 489.40 490.50 -0.60 3,505 11,803 +3,463
Mar13 130115 489.20 489.35 487.75 488.80 -0.45 105 2,864 -30
Apr13 130115 486.95 487.45 485.90 486.95 -0.45 0 1 +0
May13 130115 484.45 484.45 484.45 484.45 -0.45      
Total Volume and Open Interest 18,010 35,791 -3,493
30-Year T-Bonds(CBOT)
Mar13 130115 145~200 146~140 145~170 145~310 +0~160 350,009 547,472 -588
Jun13 130115 144~190 144~280 144~000 144~160 +0~160 21 90 +2
Sep13 130115 144~160 144~160 144~000 144~160 +0~160      
Total Volume and Open Interest 350,030 547,562 -586
10-Year T-Notes(CBOT)
Mar13 130115 132~030 132~130 132~010 132~085 +0~075 1,117,422 1,746,216 +9,341
Jun13 130115 131~060 131~110 130~310 131~070 +0~080 5,987 8,802 +3,279
Sep13 130115 131~070 131~070 130~310 131~070 +0~080      
Total Volume and Open Interest 1,123,409 1,755,018 +12,620
5-Year T-Notes(CBOT)
Mar13 130115 124~050 124~094 124~040 124~076 +0~034 563,613 1,550,888 -12,238
Jun13 130115 123~266 123~266 123~226 123~266 +0~040 44 840 +7
Sep13 130115 123~066 123~066 123~026 123~066 +0~040      
Total Volume and Open Interest 563,657 1,551,728 -12,231
2 Year T-Notes(CBOT)
Mar13 130115 110~074 110~080 110~072 110~076 unch 180,657 995,584 +18,681
Jun13 130115 110~066 110~066 110~064 110~066 +0~002 556 651 +550
Sep13 130115 109~230 109~230 109~226 109~230 +0~002      
Total Volume and Open Interest 181,213 996,235 +19,231
Eurodollars(CME)
Mar13 130115 99.705 99.710 99.700 99.705 -0.005 95,824 821,519 +11,584
Jun13 130115 99.695 99.700 99.685 99.690 -0.005 125,453 678,703 +7,430
Sep13 130115 99.675 99.680 99.665 99.675 unch 108,632 661,151 +10,716
Dec13 130115 99.645 99.655 99.640 99.650 +0.005 116,371 699,926 +2,763
Mar14 130115 99.610 99.625 99.605 99.620 +0.010 143,818 626,574 +7,274
Jun14 130115 99.560 99.580 99.555 99.575 +0.015 156,987 567,387 -6,245
Sep14 130115 99.505 99.525 99.500 99.525 +0.025 167,993 466,733 -5,565
Dec14 130115 99.430 99.460 99.430 99.455 +0.025 201,827 561,284 -9,543
Mar15 130115 99.360 99.390 99.360 99.385 +0.030 146,917 454,146 -11,868
Jun15 130115 99.275 99.305 99.270 99.300 +0.030 145,349 601,071 -3,185
Sep15 130115 99.170 99.210 99.170 99.200 +0.030 153,547 421,532 +8,596
Dec15 130115 99.050 99.090 99.050 99.075 +0.030 147,238 497,978 +9,354
Mar16 130115 98.920 98.960 98.920 98.945 +0.035 114,529 289,397 +5,641
Jun16 130115 98.775 98.810 98.775 98.800 +0.035 51,542 182,262 -187
Sep16 130115 98.625 98.665 98.625 98.645 +0.030 45,106 172,397 +2,462
Dec16 130115 98.465 98.510 98.460 98.485 +0.030 35,182 117,075 +1,397
Mar17 130115 98.315 98.365 98.315 98.340 +0.030 37,775 98,426 -2,000
Jun17 130115 98.165 98.210 98.165 98.180 +0.030 17,877 65,945 -1,076
Total Volume and Open Interest 2,056,891 8,207,630 -43,989
Ultra T-Bond(CBOT)
Mar13 130115 159~25 161~00 159~18 160~09 +0~23 49,039 358,521 +2,719
Jun13 130115 160~03 160~03 159~14 160~03 +0~21      
Sep13 130115 160~03 160~03 159~14 160~03 +0~21      
Total Volume and Open Interest 49,039 358,521 +2,719
30 Day Federal Funds(CBOT)
Jan13 130115 99.853 99.853 99.848 99.853 unch 2,319 58,934 -461
Feb13 130115 99.865 99.865 99.855 99.860 -0.005 5,099 31,408 +1,208
Mar13 130115 99.865 99.870 99.855 99.860 -0.005 402 34,909 +78
Apr13 130115 99.875 99.875 99.860 99.870 -0.005 1,118 27,870 +77
May13 130115 99.875 99.880 99.870 99.875 unch 269 28,191 -110
Jun13 130115 99.875 99.880 99.870 99.870 unch 427 25,657 +232
Total Volume and Open Interest 15,231 361,314 +1,150
3-Mth Euro-Yen(CME)
Mar13 130115 99.720 99.720 99.720 99.720 unch      
Jun13 130115 99.785 99.785 99.785 99.785 unch      
Sep13 130115 99.805 99.805 99.805 99.805 unch      
Dec13 130115 99.795 99.795 99.795 99.795 unch      
Mar14 130115 99.795 99.795 99.795 99.795 unch      
Jun14 130115 99.750 99.750 99.750 99.750 unch      
Sep14 130115 99.610 99.610 99.610 99.610 unch      
Dec14 130115 99.795 99.795 99.795 99.795 unch      
Mar15 130115 99.655 99.655 99.655 99.655 unch      
Jun15 130115 99.515 99.515 99.515 99.515 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar13 130115 99.72 99.72 99.72 99.72 unch 0 620 +0
Jun13 130115 99.79 99.79 99.79 99.79 unch 0 202 +0
Sep13 130115 99.81 99.81 99.81 99.81 unch 0 120 +0
Dec13 130115 99.79 99.79 99.79 99.79 unch 0 384 +0
Mar14 130115 99.79 99.79 99.79 99.79 unch 0 214 +0
Jun14 130115 99.75 99.75 99.75 99.75 unch      
Sep14 130115 99.61 99.61 99.61 99.61 unch      
Dec14 130115 99.79 99.79 99.79 99.79 unch 0 4 +0
Total Volume and Open Interest 0 1,544 +0
Japanese Gov't Bonds(SGX)
Mar13 130115 143.80 144.17 143.79 144.13 +0.27 2,200 16,462 -161
Jun13 130115 143.89 143.89 143.07 143.07 +0.87      
Sep13 130115 140.98 140.98 140.98 140.98 +0.87      
Total Volume and Open Interest 2,200 16,462 -161
Euro-Bund(EUREX)
Mar13 130115 142.86 143.39 142.79 143.29 +0.52 933,428 1,128,175 +34,807
Jun13 130115 141.04 141.55 141.04 141.46 +0.51 306 561 +260
Sep13 130115 141.29 141.29 141.29 141.29 +0.52      
Total Volume and Open Interest 933,734 1,128,736 +35,067
Euro-Bobl(EUREX)
Mar13 130115 126.34 126.60 126.34 126.52 +0.17 608,280 847,711 +17,600
Jun13 130115 124.74 124.86 124.74 124.84 +0.16 2,508 2,580 +2,425
Sep13 130115 124.84 124.84 124.84 124.84 +0.16      
Total Volume and Open Interest 610,788 850,291 +20,025
3-Mth Euribor(EUREX)
Mar13 130115 99.750 99.755 99.745 99.750 +0.005 281 3,042 -64
Jun13 130115 99.715 99.715 99.705 99.710 +0.010 0 1,301 +0
Sep13 130115 99.675 99.675 99.670 99.675 +0.010 50 1,037 -49
Total Volume and Open Interest 446 7,967 -111
Long Gilt(LIFFE)
Mar13 130115 116~31 117~09 116~22 116~31 +0~05 138,828 337,715 -3,316
Jun13 130115 115~31 115~31 115~31 115~31 +0~05      
Total Volume and Open Interest 138,828 337,715 -3,316
3-Mth Short Sterling(LIFFE)
Mar13 130115 99.48 99.48 99.47 99.48 unch 16,770 351,221 -19,798
Jun13 130115 99.46 99.46 99.45 99.45 -0.01 18,733 314,001 +13,800
Sep13 130115 99.43 99.45 99.42 99.43 -0.01 27,027 263,874 -5,178
Dec13 130115 99.41 99.42 99.39 99.41 unch 26,128 266,326 -1,762
Mar14 130115 99.37 99.39 99.35 99.38 +0.01 23,347 238,953 -3,230
Jun14 130115 99.32 99.34 99.30 99.33 +0.01 24,344 190,756 +403
Total Volume and Open Interest 223,465 2,297,580 -39,491
3-Mth Euribor(LIFFE)
Mar13 130115 99.745 99.755 99.740 99.750 +0.005 152,791 609,766 +32,952
Jun13 130115 99.695 99.720 99.690 99.710 +0.010 201,848 521,662 +1,770
Sep13 130115 99.660 99.685 99.655 99.675 +0.010 184,233 394,963 -7,006
Total Volume and Open Interest 1,366,529 3,986,623 +27,811
3-Mth Aus T-Bills(SFE)
Mar13 130115 97.06 97.09 97.06 97.08 +0.01 12,562 181,034 -8,843
Jun13 130115 97.13 97.18 97.13 97.17 +0.03 12,722 176,789 -9,658
Sep13 130115 97.14 97.19 97.14 97.18 +0.03 8,221 118,770 -5,185
Dec13 130115 97.11 97.16 97.11 97.15 +0.04 4,265 98,725 -1,451
Mar14 130115 97.03 97.08 97.03 97.07 +0.03 1,691 52,481 +558
Jun14 130115 96.94 96.96 96.93 96.96 +0.03 872 32,266 +195
Sep14 130115 96.84 96.86 96.83 96.86 +0.03 1,257 19,942 +219
Dec14 130115 96.74 96.76 96.73 96.76 +0.03 643 8,617 +500
Mar15 130115 96.67 96.67 96.67 96.67 +0.03 274 927 +249
Jun15 130115 96.58 96.58 96.58 96.58 +0.03 0 364 +0
Total Volume and Open Interest 42,507 690,100 -23,416
10-Year Aus T-Bonds(SFE)
Mar13 130115 96.56 96.59 96.55 96.58 +0.02 38,853 410,403 +833
Jun13 130115 96.58 96.58 96.58 96.58 +0.02      
Total Volume and Open Interest 38,853 410,403 +833
3-Year Aus T-Bonds(SFE)
Mar13 130115 97.16 97.20 97.15 97.19 +0.03 83,784 500,966 -12,965
Jun13 130115 97.19 97.19 97.19 97.19 +0.03      
Total Volume and Open Interest 83,784 500,966 -12,965
Gold(CMX)
Feb13 130115 1667.8 1684.9 1666.2 1683.9 +14.5 176,075 208,004 -7,007
Apr13 130115 1669.6 1687.2 1668.6 1686.2 +14.6 21,532 102,808 +6,236
Jun13 130115 1672.6 1689.2 1672.6 1688.2 +14.5 4,513 35,331 +660
Aug13 130115 1678.4 1690.9 1678.4 1690.0 +14.5 3,770 22,554 +1,822
Oct13 130115 1689.0 1691.8 1689.0 1691.8 +14.5 47 11,310 -3
Dec13 130115 1677.5 1694.4 1677.5 1693.7 +14.5 634 24,083 +49
Feb14 130115 1686.7 1695.7 1686.7 1695.7 +14.5 59 4,672 -9
Apr14 130115 1697.9 1697.9 1697.9 1697.9 +14.5 10 3,648 +3
Jun14 130115 1698.5 1700.2 1698.5 1700.2 +14.4 99 8,578 +1
Aug14 130115 1692.2 1702.6 1692.2 1702.6 +14.3 4 94 +0
Oct14 130115 1705.2 1705.2 1705.2 1705.2 +14.3      
Dec14 130115 1707.8 1707.8 1707.8 1707.8 +14.3 194 5,331 -30
Total Volume and Open Interest 207,934 445,547 +1,503
Silver(CMX)
Mar13 130115 3106.5 3161.5 3096.5 3152.9 +41.9 44,255 75,709 -1,157
May13 130115 3110.5 3161.5 3102.5 3158.8 +42.0 4,156 11,135 +336
Jul13 130115 3112.0 3163.9 3112.0 3163.9 +42.1 1,158 6,529 -103
Sep13 130115 3160.0 3168.2 3160.0 3168.2 +42.2 597 5,747 -9
Dec13 130115 3117.0 3179.0 3117.0 3174.0 +42.4 1,537 19,037 +224
Mar14 130115 3145.0 3178.7 3138.0 3178.7 +42.7 41 1,790 +12
May14 130115 3180.8 3180.8 3180.8 3180.8 +42.9 4 804 +4
Total Volume and Open Interest 52,787 139,636 -1,486
Platinum(NYMEX)
Jan13 130115 1663.5 1693.8 1655.7 1688.0 +31.7 9 89 -58
Apr13 130115 1658.3 1706.8 1654.0 1689.9 +31.7 16,599 59,436 +459
Jul13 130115 1660.2 1701.5 1657.4 1692.4 +31.1 74 1,907 +37
Oct13 130115 1680.3 1695.4 1680.3 1695.4 +31.1 1 50 +1
Total Volume and Open Interest 16,693 61,499 +442
Palladium(NYMEX)
Mar13 130115 705.05 725.00 702.55 713.35 +10.05 3,811 27,627 +11
Jun13 130115 710.00 715.00 710.00 714.60 +9.95 70 1,081 +66
Sep13 130115 715.50 715.50 715.50 715.50 +9.95 0 5 +0
Total Volume and Open Interest 3,881 28,716 +77
Copper(CMX)
Mar13 130115 364.45 365.10 360.60 363.75 +0.35 45,933 100,778 -3,178
May13 130115 365.80 366.30 362.15 365.10 +0.30 2,046 23,281 -290
Jul13 130115 364.15 366.25 363.40 366.20 +0.20 1,359 12,023 +445
Sep13 130115 366.20 367.50 364.30 367.25 +0.20 361 4,894 +59
Dec13 130115 368.05 368.30 368.05 368.30 +0.15 120 8,724 +41
Total Volume and Open Interest 50,525 156,462 -2,763
DJIA Index(CBOT)
Mar13 130115 13429 13476 13385 13463 +30 1,107 8,748 +550
Jun13 130115 13387 13387 13358 13387 +29      
Sep13 130115 13308 13308 13279 13308 +29      
Dec13 130115 13239 13239 13210 13239 +29      
Total Volume and Open Interest 1,107 8,748 +550
E-mini DJIA Index(CBOT)
Mar13 130115 13438 13482 13378 13463 +30 81,514 98,062 +987
Jun13 130115 13303 13387 13303 13387 +29 1 103 +0
Sep13 130115 13308 13308 13308 13308 +29      
Dec13 130115 13239 13239 13239 13239 +29 0 15 +0
Total Volume and Open Interest 81,515 98,180 +987
S & P 500(CME)
Mar13 130115 1464.80 1467.10 1457.00 1465.20 +0.90 11,827 181,062 -3,680
Jun13 130115 1458.40 1461.50 1451.50 1458.40 +0.90 330 4,659 -302
Sep13 130115 1447.30 1454.70 1444.70 1451.60 +0.90 0 550 +0
Dec13 130115 1442.50 1447.70 1437.70 1444.60 +0.90      
Total Volume and Open Interest 12,157 186,271 -3,982
S & P 500 E-Mini(Globex)
Mar13 130115 1465.00 1468.25 1456.50 1465.25 +1.00 1,150,333 2,775,649 +2,693
Jun13 130115 1457.50 1461.50 1450.50 1458.50 +1.00 1,099 12,748 -241
Total Volume and Open Interest 1,151,438 2,788,861 +2,453
NASDAQ 100(CME)
Mar13 130115 2725.50 2731.80 2705.00 2714.30 -14.50 457 9,529 +19
Jun13 130115 2707.50 2722.00 2702.00 2707.50 -14.50      
Sep13 130115 2702.00 2716.50 2702.00 2702.00 -14.50      
Total Volume and Open Interest 457 9,529 +19
NASDAQ 100 E-Mini(Globex)
Mar13 130115 2731.00 2732.30 2705.30 2714.30 -14.50 140,405 302,733 +1,769
Jun13 130115 2717.00 2717.00 2702.00 2707.50 -14.50 7 202 +0
Total Volume and Open Interest 140,412 302,976 +1,769
S & P Midcap 400(CME)
Mar13 130115 1061.00 1061.50 1060.00 1061.50 +5.80 0 579 +0
Jun13 130115 1059.40 1059.40 1053.60 1059.40 +5.80      
Sep13 130115 1057.40 1057.40 1051.60 1057.40 +5.80      
Total Volume and Open Interest 0 579 +0
Volatility Index(CBOE)
Jan13 130115 14.25 14.40 13.90 14.20 +0.10 38,360 84,438 -13,619
Feb13 130115 16.10 16.20 15.70 15.80 -0.15 43,595 159,755 +15,537
Mar13 130115 17.55 17.60 17.13 17.25 -0.10 16,521 71,138 +3,059
Apr13 130115 18.32 18.32 17.95 18.15 -0.05 11,042 39,400 +3,234
Total Volume and Open Interest 124,217 449,816 +11,778
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar13 130115 10995 11005 10785 10880 -125 6,133 51,789 -610
Jun13 130115 10885 10955 10750 10830 -125 9 78 -4
Total Volume and Open Interest 6,142 51,868 -614
Nikkei 225(SGX)
Mar13 130115 10985 11005 10850 10895 +80 125,422 279,439 -492
Jun13 130115 10880 10915 10800 10815 +75 245 2,749 +248
Sep13 130115 10810 10810 10810 10810 +75      
Total Volume and Open Interest 144,557 326,976 +9,884
CAC 40(EURONEXT)
Jan13 130115 3705.5 3718.5 3688.5 3700.0 -11.5 122,124 331,459 -4,643
Feb13 130115 3706.0 3718.5 3689.5 3700.0 -11.5 37,197 24,421 +5,969
Mar13 130115 3710.0 3719.0 3692.5 3701.0 -11.0 1,851 23,957 -236
Total Volume and Open Interest 161,172 379,870 +1,090
Hang Seng Index(HKFE)
Jan13 130115 23370 23563 23308 23381 -2 58,923 128,822 -1,146
Feb13 130115 23422 23580 23330 23398 -7 697 3,679 +420
Mar13 130115 23345 23513 23282 23350 -10 255 5,988 -6
Total Volume and Open Interest 59,947 140,853 -720
DAX(EUREX)
Mar13 130115 7720.0 7739.0 7636.5 7672.5 -66.5 89,050 144,013 -2,389
Jun13 130115 7732.0 7748.5 7653.0 7684.5 -66.0 101 8,370 +17
Sep13 130115 7724.0 7739.5 7670.5 7689.0 -66.0 10 392 +2
Total Volume and Open Interest 89,161 152,775 -2,370
FT-SE 100(EURONEXT)
Mar13 130115 6063.50 6087.00 6042.00 6067.00 -5.50 93,306 600,123 +2,973
Jun13 130115 6000.50 6015.50 5985.50 6002.00 -5.00 883 4,820 -3
Sep13 130115 5956.00 5956.00 5956.00 5956.00 -5.00 0 80 +0
Total Volume and Open Interest 94,189 605,023 +2,970
SPI 200(SFE)
Mar13 130115 4689.0 4703.0 4676.0 4692.0 +3.0 20,196 255,585 -2,085
Jun13 130115 4692.0 4696.0 4692.0 4694.0 +2.0 45 3,549 +0
Sep13 130115 4657.0 4657.0 4657.0 4657.0 +4.0 6 1,495 +3
Total Volume and Open Interest 21,371 265,452 -1,697
FTSE MIB(ISE)
Mar13 130115 17325.00 17495.00 17295.00 17463.00 +85.00 19,766 45,939 -332
Jun13 130115 17095.00 17190.00 17085.00 17168.00 +72.00 21 140 +3
Sep13 130115 17051.00 17051.00 17051.00 17051.00 +72.00      
Total Volume and Open Interest 19,787 46,079 -329
KOSPI 200(KFE)
Mar13 130115 263.45 263.60 263.30 263.40 -3.00 176,598 112,052 +2,221
Jun13 130115 267.70 269.50 264.90 264.90 -2.80 53 2,431 +55
Sep13 130115 266.75 266.75 266.75 266.75 -3.05 0 158 +0
Total Volume and Open Interest 176,651 114,726 +2,276
GSCI(CME)
Feb13 130115 654.70 656.90 653.55 653.55 -3.30 2,172 7,319 +1,742
Mar13 130115 655.25 658.80 655.25 655.25 -3.50      
Total Volume and Open Interest 4,345 10,071 +38
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

Newsflash

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!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy