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 Thu November 28, 2013
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan14 131127 1327.50 1341.00 1318.00 1320.00 -9.25 111,656 261,322 -1,863
Mar14 131127 1310.25 1322.00 1303.50 1306.25 -5.75 46,238 119,996 +4,333
May14 131127 1291.75 1301.25 1286.25 1290.00 -2.75 26,158 91,088 +67
Jul14 131127 1284.25 1292.75 1278.25 1282.25 -2.50 14,938 56,519 +1,233
Aug14 131127 1261.00 1263.75 1252.00 1253.25 -5.00 381 3,047 +56
Sep14 131127 1200.00 1202.75 1190.75 1192.25 -7.00 482 1,308 +200
Nov14 131127 1155.00 1164.25 1145.00 1145.75 -10.50 8,638 59,504 +392
Jan15 131127 1164.00 1164.00 1150.25 1150.25 -10.50 232 1,681 +65
Mar15 131127 1166.00 1166.00 1153.75 1153.75 -10.00 99 641 +38
May15 131127 1156.25 1167.00 1156.25 1156.25 -10.75 25 116 +12
Jul15 131127 1170.50 1173.50 1161.50 1161.50 -12.00 14 252 +6
Aug15 131127 1154.00 1164.75 1154.00 1154.00 -10.75 0 3 +0
Sep15 131127 1140.25 1151.00 1140.25 1140.25 -10.75 1 4 +1
Nov15 131127 1149.25 1149.25 1135.50 1135.50 -11.25 46 1,433 +29
Total Volume and Open Interest 208,908 596,944 +4,569
Soybean Meal(CBOT)
Dec13 131127 450.50 457.90 443.70 445.90 -4.30 32,502 27,293 -9,224
Jan14 131127 431.30 440.00 428.30 429.60 -2.30 60,219 119,862 +1,507
Mar14 131127 419.10 425.10 417.30 419.50 +0.20 22,745 63,542 +1,621
May14 131127 407.20 411.20 405.50 407.50 +0.70 12,888 26,237 +858
Jul14 131127 402.00 404.60 399.90 401.90 +0.80 6,059 17,004 +161
Aug14 131127 391.00 393.50 389.30 390.70 -0.30 525 4,649 +50
Sep14 131127 374.20 374.80 371.00 372.30 -0.70 603 3,500 +84
Oct14 131127 350.00 350.40 347.30 348.00 -1.80 772 3,798 +341
Dec14 131127 346.00 348.00 342.80 343.80 -1.90 2,543 12,723 +28
Jan15 131127 345.50 346.30 343.90 343.90 -2.00 0 340 +0
Total Volume and Open Interest 138,857 279,260 -4,573
Soybean Oil(CBOT)
Dec13 131127 40.34 40.66 39.90 40.00 -0.35 34,956 22,178 -9,255
Jan14 131127 40.62 40.94 40.20 40.25 -0.35 62,802 147,348 +5,490
Mar14 131127 41.00 41.33 40.60 40.65 -0.35 23,541 70,717 +3,199
May14 131127 41.42 41.73 41.02 41.06 -0.33 8,643 38,437 +1,462
Jul14 131127 41.81 42.10 41.42 41.46 -0.33 4,712 27,746 +549
Aug14 131127 41.95 42.17 41.61 41.61 -0.32 267 3,652 +19
Sep14 131127 42.26 42.33 41.69 41.69 -0.34 414 4,946 +63
Oct14 131127 42.18 42.37 41.67 41.67 -0.36 425 3,258 +135
Dec14 131127 42.39 42.63 41.95 41.99 -0.34 1,427 12,780 +52
Jan15 131127 42.48 42.58 42.23 42.23 -0.35 18 1,100 +0
Total Volume and Open Interest 137,242 334,359 +1,694
Canola(WCE)
Jan14 131127 492.0 497.3 492.0 493.0 -0.3 16,597 120,662 -5,934
Mar14 131127 501.5 507.0 501.5 502.4 -0.2 10,052 43,957 -947
May14 131127 507.6 514.0 507.6 509.6 -0.1 1,476 16,548 +150
Jul14 131127 515.3 519.6 514.1 515.0 -0.1 1,037 11,424 +326
Nov14 131127 518.6 522.8 518.2 519.2 +0.9 448 15,998 -81
Total Volume and Open Interest 29,654 209,853 -6,450
Corn(CBOT)
Dec13 131127 418.00 422.25 416.25 417.25 -1.25 122,502 132,267 -65,617
Mar14 131127 424.00 429.75 423.50 426.50 +1.75 108,826 653,730 +26,861
May14 131127 432.25 437.75 432.00 434.75 +2.00 11,986 140,272 +2,191
Jul14 131127 440.00 444.75 439.00 441.75 +1.75 10,110 114,322 -122
Sep14 131127 446.00 450.75 445.50 448.25 +2.00 1,232 36,549 +75
Dec14 131127 454.00 458.50 453.25 456.00 +2.00 5,918 162,993 +904
Mar15 131127 464.00 468.00 463.75 466.25 +2.00 217 5,446 +117
May15 131127 472.00 472.25 470.25 472.00 +1.75 13 491 +2
Jul15 131127 477.00 477.00 473.75 475.50 +1.75 61 1,768 +4
Sep15 131127 468.50 468.50 468.25 468.50 +0.25 0 354 +0
Total Volume and Open Interest 261,068 1,262,966 -35,485
Wheat(CBOT)
Dec13 131127 647.00 656.50 646.75 651.25 +4.75 29,790 37,703 -21,625
Mar14 131127 656.75 667.00 656.25 663.50 +7.50 47,477 236,695 +13,698
May14 131127 661.50 671.50 660.50 668.00 +7.50 5,502 43,169 +818
Jul14 131127 657.25 666.25 657.25 664.50 +7.25 3,900 55,869 +743
Sep14 131127 666.50 674.25 664.75 672.25 +7.50 350 5,254 +97
Dec14 131127 677.50 684.25 675.75 682.25 +6.50 361 13,640 +38
Total Volume and Open Interest 87,407 394,774 -6,220
Wheat(KCBT)
Dec13 131127 704.50 717.00 704.25 713.00 +8.75 8,273 13,759 -4,620
Mar14 131127 698.75 708.00 698.50 706.50 +8.00 10,932 92,405 +2,928
May14 131127 699.50 706.50 697.50 705.50 +8.00 1,092 15,400 +241
Jul14 131127 690.00 697.50 689.25 696.25 +7.00 990 25,040 +65
Sep14 131127 702.00 706.25 699.25 705.00 +5.75 161 3,078 +81
Dec14 131127 707.50 718.25 707.50 715.50 +4.75 130 2,460 +45
Total Volume and Open Interest 21,591 152,444 -1,250
Wheat(MGE)
Dec13 131127 693.25 700.25 688.00 690.25 -5.00 4,418 7,798 -1,718
Mar14 131127 703.25 711.00 703.00 706.75 +3.50 4,256 34,765 +845
May14 131127 710.25 717.00 710.25 714.00 +3.50 445 5,729 +143
Jul14 131127 716.50 722.50 716.50 720.00 +4.00 214 3,522 +34
Sep14 131127 723.75 728.00 722.00 723.00 +2.50 29 3,716 -12
Total Volume and Open Interest 9,403 56,888 -689
Oats(CBOT)
Dec13 131127 385.00 387.00 355.00 357.75 -26.25 576 646 -585
Mar14 131127 335.00 337.75 327.50 329.25 -6.00 767 6,921 -16
May14 131127 321.50 323.50 315.50 317.25 -3.00 54 776 -4
Jul14 131127 315.50 316.00 315.50 315.50 -0.50 2 163 +0
Total Volume and Open Interest 1,399 8,512 -605
Rough Rice(CBOT)
Jan14 131127 15.71 15.85 15.66 15.84 +0.10 270 7,742 -9
Mar14 131127 15.90 16.01 15.89 16.01 +0.09 23 475 +9
May14 131127 15.99 16.10 15.99 16.10 +0.03 2 31 +1
Jul14 131127 15.80 15.80 15.75 15.78 +0.05 0 9 +0
Total Volume and Open Interest 295 8,277 +1
Live Cattle(CME)
Dec13 131127 132.035 133.380 131.785 133.100 +1.150 8,606 56,399 -1,811
Feb14 131127 133.075 134.450 132.950 134.100 +1.065 12,761 134,920 -249
Apr14 131127 133.800 134.935 133.630 134.700 +1.015 3,669 80,673 -21
Jun14 131127 128.000 128.935 127.700 128.630 +0.745 2,154 43,159 +319
Aug14 131127 126.535 127.250 126.200 127.080 +0.680 853 10,384 +268
Oct14 131127 128.700 129.380 128.550 129.350 +0.650 173 2,882 +85
Total Volume and Open Interest 28,312 330,555 -1,363
Feeder Cattle(CME)
Jan14 131127 164.485 165.500 164.285 165.330 +0.950 2,002 15,160 -159
Mar14 131127 164.330 165.300 164.150 165.150 +0.850 765 8,776 +151
Apr14 131127 165.400 166.185 165.050 166.000 +0.800 297 3,396 +22
May14 131127 165.900 166.830 165.650 166.800 +0.950 144 5,585 +43
Aug14 131127 166.880 167.600 166.550 167.380 +0.880 42 2,862 +14
Sep14 131127 166.200 166.700 166.200 166.250 +0.500 7 214 -2
Oct14 131127 166.000 166.000 166.000 166.000 +0.800 0 13 +0
Total Volume and Open Interest 3,257 36,006 +69
Lean Hogs(CME)
Dec13 131127 85.900 86.400 85.635 85.800 +0.165 8,970 37,214 -1,836
Feb14 131127 90.700 91.400 90.350 90.480 +0.080 11,259 104,725 +804
Apr14 131127 93.785 94.250 93.580 93.800 +0.150 5,251 63,573 +803
May14 131127 98.000 98.500 97.950 98.450 +0.350 40 2,554 +9
Jun14 131127 99.930 100.500 99.900 100.180 +0.330 3,765 33,178 +1,490
Jul14 131127 98.500 98.900 98.300 98.650 +0.220 751 12,713 +232
Aug14 131127 95.950 96.430 95.900 96.100 +0.100 802 12,090 +340
Oct14 131127 82.000 82.100 81.800 82.000 +0.250 473 6,960 +239
Total Volume and Open Interest 31,425 275,857 +2,156
Class III Milk(CME)
Nov13 131127 18.78 18.83 18.76 18.80 unch 7 4,000 -1
Dec13 131127 18.38 18.49 18.37 18.47 +0.04 533 4,544 +198
Jan14 131127 17.54 17.76 17.51 17.72 +0.14 230 2,587 +17
Feb14 131127 17.15 17.28 17.12 17.28 +0.11 159 2,214 +46
Mar14 131127 16.94 17.02 16.92 17.00 +0.04 149 2,020 +39
Total Volume and Open Interest 1,254 24,137 +337
Cocoa(ICE)
Dec13 131127 2779 2779 2770 2770 -3 12 473 -50
Mar14 131127 2769 2788 2753 2766 -3 7,255 126,275 +139
May14 131127 2776 2788 2754 2766 -5 1,619 45,023 +315
Jul14 131127 2771 2773 2749 2762 -6 818 14,232 +222
Sep14 131127 2764 2765 2737 2754 -4 482 11,573 +212
Dec14 131127 2728 2734 2707 2726 -4 524 10,806 +262
Mar15 131127 2706 2716 2695 2711 -3 531 7,109 +150
Total Volume and Open Interest 11,341 216,887 +1,336
Coffee "C"(ICE)
Dec13 131127 108.95 109.00 107.00 107.60 -0.55 113 428 -121
Mar14 131127 108.85 109.70 107.20 108.10 -0.65 8,954 107,387 -575
May14 131127 111.00 111.85 109.40 110.35 -0.60 1,000 19,299 -17
Jul14 131127 113.40 114.00 111.85 112.60 -0.65 613 8,562 +91
Sep14 131127 115.90 116.20 114.10 114.90 -0.60 398 5,937 -14
Dec14 131127 118.90 119.30 117.15 118.00 -0.65 90 5,284 +3
Total Volume and Open Interest 11,297 150,237 -600
Orange Juice(ICE)
Jan14 131127 139.55 139.75 137.70 139.05 +0.15 619 9,941 -107
Mar14 131127 140.45 140.75 139.55 140.50 +0.20 116 2,747 +167
May14 131127 142.00 142.50 141.75 142.45 +0.60 0 958 +0
Jul14 131127 144.00 144.35 144.00 144.35 +0.70 0 380 +0
Sep14 131127 146.00 146.30 146.00 146.30 +0.65 0 67 +0
Nov14 131127 146.80 146.80 146.80 146.80 +0.65 0 10 +0
Total Volume and Open Interest 735 14,103 +60
Sugar #11(ICE)
Mar14 131127 17.36 17.46 17.21 17.22 -0.08 36,919 419,894 -1,177
May14 131127 17.45 17.51 17.30 17.32 -0.06 11,649 105,674 +3,209
Jul14 131127 17.48 17.53 17.35 17.38 -0.03 7,828 134,692 -410
Oct14 131127 17.71 17.77 17.60 17.64 -0.03 2,705 63,017 +534
Mar15 131127 18.41 18.41 18.26 18.28 -0.07 436 27,879 -121
May15 131127 18.44 18.44 18.29 18.31 -0.08 29 7,702 +6
Jul15 131127 18.47 18.47 18.29 18.31 -0.08 94 8,134 +62
Oct15 131127 18.60 18.60 18.44 18.46 -0.07 26 10,644 +7
Total Volume and Open Interest 59,689 785,462 +2,113
London Cocoa(LCE)
Dec13 131127 1750 1750 1720 1726 -16 3,635 34,591 -690
Mar14 131127 1755 1758 1729 1736 -15 9,799 99,814 -1,379
May14 131127 1749 1750 1725 1731 -14 3,728 42,385 +496
Jul14 131127 1744 1744 1718 1724 -15 949 16,451 +150
Sep14 131127 1740 1742 1716 1723 -14 664 23,777 +252
Dec14 131127 1711 1712 1690 1697 -14 174 15,585 +295
Mar15 131127 1698 1698 1671 1683 -16 46 13,234 +55
Total Volume and Open Interest 18,995 246,075 -821
London Sugar(LCE)
Mar14 131127 463.50 464.20 460.20 460.40 -1.10 2,663 41,316 +308
May14 131127 470.50 471.10 466.80 467.40 -1.80 980 12,638 +340
Aug14 131127 475.20 475.20 471.60 472.00 -1.80 314 9,029 +100
Oct14 131127 478.40 478.40 475.40 475.50 -1.50 132 5,195 +252
Dec14 131127 483.20 484.60 480.90 480.90 -1.60 101 1,366 +88
Total Volume and Open Interest 4,355 70,971 +1,218
Cotton(ICE)
Dec13 131127 77.63 77.70 76.71 76.75 -1.10 188 798 -1,111
Mar14 131127 79.11 79.33 77.44 78.44 -0.70 11,977 112,621 -812
May14 131127 79.62 79.74 77.96 78.95 -0.64 2,304 22,256 +906
Jul14 131127 80.04 80.15 78.44 79.50 -0.53 571 12,377 +326
Oct14 131127 76.88 77.15 76.88 77.08 -0.52 2 10 +0
Dec14 131127 76.70 76.70 75.25 76.14 -0.50 102 7,446 +93
Total Volume and Open Interest 15,144 155,522 -598
Lumber(CME)
Jan14 131127 361.8 363.4 360.3 361.2 -0.2 208 3,636 +50
Mar14 131127 367.9 368.5 365.0 368.3 +1.4 31 814 +7
May14 131127 368.5 369.0 366.0 368.5 +0.5 1 96 +0
Jul14 131127 370.0 370.0 367.0 370.0 +0.5 0 40 +0
Total Volume and Open Interest 240 4,586 +57
Crude Oil(NYM)
Jan14 131127 93.50 93.60 91.77 92.30 -1.38 270,860 348,419 +2,492
Feb14 131127 93.78 93.89 92.10 92.63 -1.37 67,975 117,234 +2,021
Mar14 131127 94.08 94.10 92.35 92.88 -1.33 54,359 110,064 +4,161
Apr14 131127 93.98 94.10 92.42 92.95 -1.27 21,393 54,018 -1,203
May14 131127 93.87 93.99 92.38 92.92 -1.19 11,821 49,397 -124
Jun14 131127 93.70 93.83 92.21 92.76 -1.11 35,874 127,562 +7,545
Jul14 131127 93.20 93.42 91.97 92.49 -1.03 7,108 43,443 -776
Aug14 131127 93.00 93.00 91.74 92.14 -0.94 5,063 41,876 -450
Sep14 131127 92.50 92.50 91.28 91.76 -0.85 6,729 47,183 +51
Oct14 131127 91.35 91.40 90.99 91.34 -0.77 3,922 39,332 +698
Nov14 131127 90.92 90.92 90.38 90.92 -0.71 2,128 32,196 +306
Dec14 131127 91.12 91.24 89.97 90.52 -0.66 27,128 209,460 +475
Jan15 131127 90.02 90.02 90.02 90.02 -0.60 1,451 33,771 +318
Feb15 131127 89.69 89.70 89.55 89.55 -0.54 866 17,729 -105
Mar15 131127 89.12 89.12 89.12 89.12 -0.48 2,596 23,042 +69
Apr15 131127 88.69 88.69 88.69 88.69 -0.45 1,133 9,973 -165
Total Volume and Open Interest 532,391 1,640,663 +15,765
e-miNY Crude Oil(NYM)
Nov13 131021 100.800 100.900 99.100 99.225 -1.575 10,706 1,585 +255
Dec13 131119 93.075 93.375 92.425 93.350 +0.325 6,056 4,917 +128
Jan14 131127 93.475 93.600 91.775 92.300 -1.375 8,390 4,364 +92
Feb14 131127 93.825 93.825 92.150 92.625 -1.375 365 708 +134
Mar14 131127 93.975 93.975 92.500 92.875 -1.325 160 112 -61
Apr14 131127 93.075 93.075 92.600 92.950 -1.275 122 137 +72
May14 131127 92.925 92.925 92.925 92.925 -1.175 32 68 -16
Jun14 131127 92.825 92.825 92.450 92.750 -1.125 74 81 +46
Jul14 131127 92.500 92.500 92.500 92.500 -1.025 180 56 -48
Aug14 131127 92.150 92.150 92.150 92.150 -0.925 114 144 +114
Total Volume and Open Interest 9,441 5,794 +337
Heating Oil(NYM)
Dec13 131127 304.86 305.70 303.89 304.69 +0.25 43,368 18,801 -12,378
Jan14 131127 304.67 305.45 303.65 304.30 +0.05 66,797 97,057 +205
Feb14 131127 304.35 305.00 303.32 303.97 -0.09 14,974 39,269 +830
Mar14 131127 303.99 304.49 302.78 303.43 -0.20 13,463 30,791 +346
Apr14 131127 303.40 303.40 301.61 302.36 -0.22 9,748 27,607 -391
May14 131127 301.94 302.05 300.30 301.11 -0.11 5,492 9,577 +66
Jun14 131127 300.59 300.74 298.92 299.88 +0.02 9,378 23,919 +168
Jul14 131127 299.27 299.45 298.06 299.06 +0.12 1,320 5,651 +47
Aug14 131127 297.50 298.30 297.50 298.30 +0.21 1,201 3,685 -100
Sep14 131127 297.36 297.62 296.70 297.60 +0.34 2,653 4,593 +750
Oct14 131127 296.79 297.10 296.79 297.10 +0.47 909 2,533 +119
Nov14 131127 296.00 296.64 295.90 296.64 +0.53 1,195 2,323 +214
Dec14 131127 296.13 296.58 294.97 296.14 +0.57 3,547 21,451 +261
Jan15 131127 295.00 295.54 294.46 295.54 +0.64 352 2,050 +210
Total Volume and Open Interest 174,729 297,125 -9,526
Gasoline(NYMEX)
Dec13 131127 269.50 271.28 267.62 269.83 +1.14 42,732 15,835 -8,845
Jan14 131127 268.90 271.24 267.24 269.46 +1.21 64,477 96,656 -2,809
Feb14 131127 269.92 272.16 268.30 270.43 +1.17 27,071 26,472 -541
Mar14 131127 271.67 273.90 270.36 272.37 +1.12 13,694 25,254 +471
Apr14 131127 288.89 290.77 287.08 289.24 +1.00 7,351 20,517 +589
May14 131127 289.12 289.69 287.32 289.01 +0.87 4,503 14,395 +193
Jun14 131127 287.39 288.58 285.27 287.16 +0.69 4,405 12,939 +623
Jul14 131127 284.73 285.14 282.66 284.51 +0.53 1,659 4,514 +440
Aug14 131127 280.36 281.42 279.31 281.14 +0.43 867 1,918 +66
Sep14 131127 275.93 277.01 275.49 277.01 +0.32 1,067 2,624 -9
Total Volume and Open Interest 168,983 237,414 -9,619
e-miNY RBOB Gasoline(NYM)
Dec13 131127 269.80 269.83 269.80 269.80 +1.10      
Jan14 131127 269.50 269.50 269.46 269.50 +1.20      
Feb14 131127 270.40 270.43 270.40 270.40 +1.10      
Mar14 131127 272.40 272.40 272.37 272.40 +1.10      
Total Volume and Open Interest      
Natural Gas(NYM)
Jan14 131127 3.866 3.918 3.834 3.895 +0.031 132,599 338,498 -8,042
Feb14 131127 3.873 3.920 3.839 3.899 +0.029 39,509 104,762 -1,138
Mar14 131127 3.863 3.910 3.836 3.891 +0.026 39,284 179,620 +5,493
Apr14 131127 3.829 3.873 3.808 3.855 +0.019 24,604 139,833 +1,145
May14 131127 3.845 3.889 3.827 3.870 +0.017 6,897 56,966 -473
Jun14 131127 3.882 3.913 3.856 3.896 +0.015 2,595 27,615 -171
Jul14 131127 3.892 3.945 3.887 3.929 +0.015 1,746 28,127 -148
Aug14 131127 3.911 3.957 3.900 3.942 +0.015 727 23,562 -35
Sep14 131127 3.899 3.946 3.899 3.930 +0.014 1,000 25,551 +37
Oct14 131127 3.914 3.962 3.908 3.945 +0.013 7,368 87,608 +376
Nov14 131127 3.979 4.014 3.979 4.005 +0.012 1,426 27,743 +155
Dec14 131127 4.098 4.140 4.098 4.124 +0.012 1,158 51,054 +132
Jan15 131127 4.160 4.211 4.159 4.198 +0.014 4,471 48,126 +171
Feb15 131127 4.169 4.185 4.169 4.183 +0.011 1,111 8,516 +769
Mar15 131127 4.120 4.145 4.120 4.134 +0.009 1,852 13,762 +575
Apr15 131127 3.930 3.957 3.930 3.951 +0.007 1,900 18,156 +308
Total Volume and Open Interest 338,976 1,241,931 -10,455
Brent Crude Oil(ICE)
Jan14 131127 111.00 111.65 110.51 111.31 +0.43 278,762 292,091 -3,980
Feb14 131127 110.34 111.14 110.04 110.82 +0.49 98,791 223,272 +4,727
Mar14 131127 109.91 110.73 109.66 110.42 +0.50 72,762 134,632 -1,754
Apr14 131127 109.54 110.42 109.33 110.10 +0.51 41,013 85,105 +1,017
May14 131127 109.23 110.17 109.06 109.84 +0.53 26,655 58,898 -45
Jun14 131127 108.97 109.89 108.75 109.55 +0.56 64,759 115,056 +987
Jul14 131127 108.55 109.44 108.39 109.19 +0.59 7,759 32,456 +239
Aug14 131127 108.10 108.91 107.95 108.75 +0.63 8,510 40,025 +981
Sep14 131127 107.57 108.41 107.45 108.24 +0.66 12,758 52,375 +358
Oct14 131127 107.77 107.77 107.77 107.77 +0.69 3,804 33,661 +232
Nov14 131127 107.28 107.28 107.28 107.28 +0.71 1,752 23,624 -177
Dec14 131127 106.03 107.15 105.87 106.79 +0.73 47,785 156,123 +425
Jan15 131127 106.37 106.37 106.37 106.37 +0.74 796 22,638 -64
Feb15 131127 105.92 105.92 105.92 105.92 +0.76 272 14,526 -66
Total Volume and Open Interest 685,109 1,546,281 +5,606
Gas Oil(ICE)
Dec13 131127 943.00 947.00 940.00 941.00 -3.50 44,686 80,944 -2,553
Jan14 131127 942.00 945.75 939.25 940.25 -3.00 76,687 107,310 +2,369
Feb14 131127 940.00 943.25 937.50 938.25 -2.50 28,168 45,361 +715
Mar14 131127 937.00 940.50 934.50 935.75 -2.00 16,362 40,410 +281
Apr14 131127 933.50 937.00 931.25 932.25 -1.50 10,042 29,648 -62
May14 131127 929.25 933.50 927.50 928.25 -1.25 6,109 23,928 +466
Jun14 131127 925.50 930.25 924.25 924.75 -1.00 19,106 52,674 +2,034
Jul14 131127 923.00 928.00 922.25 922.50 -0.75 2,828 15,020 -466
Aug14 131127 920.25 924.00 920.25 920.75 -0.50 1,441 14,333 -125
Sep14 131127 918.75 922.50 918.75 919.25 -0.25 2,419 18,837 +380
Total Volume and Open Interest 218,873 491,587 +3,530
Ethanol(CBOT)
Nov13 131105 1.730 1.730 1.690 1.700 -0.020 67 90 -10
Dec13 131127 1.926 2.045 1.926 2.014 +0.091 240 161 -130
Jan14 131127 1.655 1.690 1.655 1.686 +0.029 254 1,521 +67
Feb14 131127 1.585 1.610 1.585 1.600 +0.010 26 553 +4
Mar14 131127 1.584 1.584 1.584 1.584 +0.010 17 476 +0
Apr14 131127 1.623 1.623 1.597 1.597 +0.010 0 357 +0
May14 131127 1.637 1.637 1.610 1.610 +0.010 0 119 +0
Jun14 131127 1.627 1.627 1.627 1.627 +0.010 0 86 +0
Total Volume and Open Interest 537 3,285 -59
WTI Crude Oil(ICE)
Jan14 131127 93.46 93.51 91.77 92.30 -1.38 61,604 102,455 +5,483
Feb14 131127 93.78 93.81 92.14 92.63 -1.37 17,271 33,651 +675
Mar14 131127 94.00 94.01 92.39 92.88 -1.33 14,482 43,411 +1,188
Apr14 131127 93.94 93.94 92.45 92.95 -1.27 6,398 16,503 +460
May14 131127 93.59 93.59 92.54 92.92 -1.19 3,346 11,201 +78
Jun14 131127 93.71 93.78 92.27 92.76 -1.11 11,983 64,618 -306
Jul14 131127 93.49 93.49 91.96 92.49 -1.03 1,111 6,821 -175
Aug14 131127 93.08 93.08 92.03 92.14 -0.94 574 5,853 +20
Sep14 131127 92.61 92.61 91.51 91.76 -0.85 601 28,042 -71
Oct14 131127 92.11 92.11 91.34 91.34 -0.77 228 6,628 +55
Nov14 131127 90.92 90.92 90.92 90.92 -0.71 184 10,914 -85
Dec14 131127 91.21 91.21 90.05 90.52 -0.66 7,471 99,520 +659
Jan15 131127 90.02 90.02 90.02 90.02 -0.60 105 8,124 +60
Feb15 131127 89.55 89.55 89.55 89.55 -0.54 47 2,016 +6
Mar15 131127 89.12 89.12 89.12 89.12 -0.48 50 11,137 +0
Apr15 131127 88.69 88.69 88.69 88.69 -0.45 26 370 +26
Total Volume and Open Interest 127,658 563,236 +8,699
US Dollar Index(ICE)
Dec13 131127 80.690 80.815 80.500 80.747 +0.110 14,884 40,781 -141
Mar14 131127 80.875 80.985 80.675 80.923 +0.103 220 2,026 +111
Jun14 131127 81.107 81.107 81.107 81.107 +0.103 0 1 +0
Total Volume and Open Interest 15,104 42,810 -30
Australian Dollar(CME)
Dec13 131127 91.15 91.27 90.54 90.65 -0.58 81,299 110,625 -10,283
Mar14 131127 90.62 90.71 90.02 90.12 -0.57 643 1,480 +57
Jun14 131127 90.15 90.16 89.55 89.59 -0.57 4 28 +4
Total Volume and Open Interest 81,946 112,139 -10,222
British Pound(CME)
Dec13 131127 162.11 163.29 161.95 162.75 +0.58 81,566 189,757 -2,904
Mar14 131127 162.06 163.17 161.84 162.64 +0.58 9,980 12,150 +9,540
Jun14 131127 162.51 162.51 161.93 162.51 +0.58 1 398 +1
Total Volume and Open Interest 91,547 202,381 +6,637
Canadian Dollar(CME)
Dec13 131127 94.80 94.90 94.27 94.32 -0.46 49,035 117,826 +520
Mar14 131127 94.59 94.66 94.07 94.11 -0.45 1,438 6,222 +598
Jun14 131127 94.35 94.35 93.85 93.89 -0.46 38 768 +19
Sep14 131127 94.14 94.14 93.68 93.68 -0.45 61 620 +36
Total Volume and Open Interest 50,574 125,635 +1,174
Japanese Yen(CME)
Dec13 131127 98.73 98.84 97.86 97.93 -0.86 96,567 227,739 +1,332
Mar14 131127 98.81 98.85 97.77 97.99 -0.86 1,149 5,541 +225
Jun14 131127 98.73 98.91 98.05 98.05 -0.86 2 60 +1
Total Volume and Open Interest 97,718 233,354 +1,558
Swiss Franc(CME)
Dec13 131127 110.29 110.63 109.99 110.15 -0.21 27,481 42,306 +295
Mar14 131127 110.33 110.69 110.12 110.24 -0.21 111 282 +8
Jun14 131127 110.35 110.56 110.35 110.35 -0.21 0 1 +0
Total Volume and Open Interest 27,592 42,591 +303
EuroFX(CME)
Dec13 131127 135.67 136.15 135.58 135.73 -0.02 136,897 227,077 -1,626
Mar14 131127 135.70 136.13 135.61 135.74 -0.02 1,040 5,738 +159
Jun14 131127 135.84 136.07 135.69 135.77 -0.02 28 267 +24
Total Volume and Open Interest 137,965 233,126 -1,443
Mexican Peso(CME)
Dec13 131127 764.50 765.50 760.75 761.25 -4.25 17,688 113,006 -285
Jan14 131127 759.75 763.75 759.75 759.75 -4.00      
Total Volume and Open Interest 18,367 128,029 -220
Brazilian Real(CME)
Dec13 131127 435.25 435.50 428.90 432.40 -2.85 1,440 4,762 +412
Jan14 131127 430.60 430.70 425.90 429.25 -2.90 143 115 +91
Feb14 131127 426.00 428.70 422.80 426.00 -2.70 12 122 +12
Mar14 131127 425.70 425.70 423.00 423.00 -2.70 756 896 +741
Total Volume and Open Interest 2,351 12,382 +1,256
30-Year T-Bonds(CBOT)
Dec13 131127 132~160 132~160 131~210 132~070 -0~160 448,908 396,380 -172,009
Mar14 131127 131~020 131~020 130~060 130~240 -0~160 282,229 331,999 +178,494
Jun14 131127 130~070 130~230 130~070 130~070 -0~160      
Total Volume and Open Interest 731,137 728,379 +6,485
10-Year T-Notes(CBOT)
Dec13 131127 126~300 126~310 126~130 126~240 -0~100 1,654,732 1,583,043 -500,161
Mar14 131127 125~220 125~230 125~040 125~155 -0~100 1,089,614 952,240 +574,618
Jun14 131127 125~045 125~045 125~045 125~045 -0~100      
Total Volume and Open Interest 2,744,346 2,535,283 +74,457
5-Year T-Notes(CBOT)
Dec13 131127 121~286 121~292 121~200 121~266 -0~032 1,094,294 1,166,263 -382,647
Mar14 131127 121~020 121~022 120~242 120~312 -0~034 710,222 913,718 +407,141
Jun14 131127 120~312 121~026 120~312 120~312 -0~034      
Total Volume and Open Interest 1,804,516 2,079,981 +24,494
2 Year T-Notes(CBOT)
Dec13 131127 110~086 110~094 110~084 110~092 +0~004 388,048 613,650 -179,902
Mar14 131127 110~042 110~050 110~040 110~046 +0~004 303,643 379,711 +171,172
Jun14 131127 109~310 109~310 109~304 109~310 +0~004      
Total Volume and Open Interest 691,691 993,361 -8,730
Eurodollars(CME)
Dec13 131127 99.765 99.765 99.757 99.762 unch 49,988 772,260 +76
Mar14 131127 99.745 99.750 99.745 99.745 unch 72,641 792,660 +6,654
Jun14 131127 99.725 99.725 99.720 99.720 unch 61,223 754,585 +5,911
Sep14 131127 99.695 99.700 99.690 99.695 +0.005 58,810 585,237 +543
Dec14 131127 99.645 99.655 99.645 99.650 +0.005 90,469 1,010,707 +19,388
Mar15 131127 99.570 99.580 99.565 99.575 +0.005 94,330 571,918 +8,004
Jun15 131127 99.465 99.480 99.460 99.470 unch 128,035 640,370 +812
Sep15 131127 99.330 99.335 99.310 99.325 -0.005 94,040 881,856 +3,514
Dec15 131127 99.140 99.150 99.110 99.130 -0.020 171,380 1,158,551 -4,713
Mar16 131127 98.925 98.930 98.875 98.900 -0.030 120,030 660,466 -498
Jun16 131127 98.680 98.690 98.620 98.650 -0.045 114,931 416,885 +5,613
Sep16 131127 98.430 98.435 98.350 98.385 -0.050 88,050 419,369 +12,294
Dec16 131127 98.155 98.155 98.065 98.100 -0.055 87,336 457,633 +13,235
Mar17 131127 97.880 97.880 97.785 97.825 -0.060 42,863 313,536 +3,584
Jun17 131127 97.595 97.595 97.495 97.540 -0.060 36,570 215,409 +5,874
Sep17 131127 97.320 97.325 97.225 97.275 -0.060 37,554 169,072 +781
Dec17 131127 97.070 97.070 96.965 97.015 -0.060 30,622 163,783 +2,592
Mar18 131127 96.840 96.840 96.730 96.780 -0.065 24,136 122,515 +1,541
Total Volume and Open Interest      
Ultra T-Bond(CBOT)
Dec13 131127 140~19 140~30 139~22 140~13 -0~17 182,628 289,555 -92,689
Mar14 131127 139~06 139~17 138~10 139~00 -0~17 138,278 179,272 +88,072
Jun14 131127 139~00 139~17 139~00 139~00 -0~17      
Total Volume and Open Interest 320,906 468,827 -4,617
30 Day Federal Funds(CBOT)
Nov13 131127 99.912 99.915 99.912 99.915 unch 278 32,058 -62
Dec13 131127 99.910 99.915 99.910 99.915 unch 1,267 28,862 +403
Jan14 131127 99.910 99.915 99.910 99.915 unch 676 27,741 +317
Feb14 131127 99.910 99.915 99.905 99.915 unch 1,033 21,499 +339
Mar14 131127 99.910 99.910 99.905 99.910 unch 182 21,563 +68
Apr14 131127 99.905 99.910 99.905 99.910 unch 368 13,908 -154
Total Volume and Open Interest 4,854 287,299 +924
3-Mth Euro-Yen(CME)
Dec13 131127 99.775 99.775 99.775 99.775 unch      
Mar14 131127 99.780 99.780 99.780 99.780 unch      
Jun14 131127 99.780 99.780 99.780 99.780 unch      
Sep14 131127 99.785 99.785 99.785 99.785 unch      
Dec14 131127 99.780 99.780 99.780 99.780 unch      
Mar15 131127 99.775 99.775 99.775 99.775 unch      
Jun15 131127 99.780 99.780 99.780 99.780 unch 0 1 +0
Sep15 131127 99.765 99.765 99.765 99.765 unch      
Dec15 131127 99.760 99.760 99.760 99.760 unch      
Mar16 131127 99.620 99.620 99.620 99.620 unch      
Total Volume and Open Interest 0 1 +0
3-Mth Euro-Yen(SGX)
Dec13 131127 99.78 99.78 99.78 99.78 unch 0 412 +0
Mar14 131127 99.78 99.78 99.78 99.78 unch 0 91 +0
Jun14 131127 99.78 99.78 99.78 99.78 unch 0 230 +0
Sep14 131127 99.79 99.79 99.79 99.79 unch 0 32 +0
Dec14 131127 99.78 99.78 99.78 99.78 unch 0 30 +0
Mar15 131127 99.78 99.78 99.78 99.78 unch      
Jun15 131127 99.78 99.78 99.78 99.78 unch 0 2 +0
Sep15 131127 99.76 99.76 99.76 99.76 unch      
Total Volume and Open Interest 0 801 +0
Japanese Gov't Bonds(SGX)
Dec13 131127 145.01 145.11 144.92 145.06 +0.07 1,131 18,898 -412
Mar14 131127 144.31 144.47 144.31 144.45 +0.07 15 45 +3
Jun14 131127 143.88 143.88 143.88 143.88 +0.07      
Total Volume and Open Interest 1,146 18,943 -409
Euro-Bund(EUREX)
Dec13 131127 141.65 141.75 141.37 141.63 -0.07 446,295 866,877 -11,901
Mar14 131127 141.81 141.93 141.57 141.83 -0.06 32,862 77,185 +14,935
Jun14 131127 140.50 140.60 140.36 140.36 -0.07 1 3 +0
Total Volume and Open Interest 479,158 944,065 +3,034
Euro-Bobl(EUREX)
Dec13 131127 125.19 125.35 125.17 125.29 +0.03 346,967 942,973 -21,161
Mar14 131127 125.82 125.99 125.82 125.93 +0.02 27,409 104,133 +9,234
Jun14 131127 125.93 125.93 125.93 125.93 +0.02      
Total Volume and Open Interest 374,376 1,047,106 -11,927
3-Mth Euribor(EUREX)
Dec13 131127 99.760 99.760 99.760 99.760 -0.005 0 2,361 +0
Mar14 131127 99.765 99.765 99.765 99.765 unch 205 2,334 -5
Jun14 131127 99.750 99.750 99.750 99.750 unch 0 1,403 +0
Total Volume and Open Interest 14,543 20,901 -9,772
Long Gilt(LIFFE)
Dec13 131127 109~31 110~06 109~21 109~29 -0~06 285,945 232,835 -141,670
Mar14 131127 109~02 109~09 108~24 109~00 -0~05 207,141 197,462 +165,634
Total Volume and Open Interest 493,086 430,297 +23,964
3-Mth Short Sterling(LIFFE)
Dec13 131127 99.47 99.48 99.47 99.48 +0.01 13,657 259,517 -13,476
Mar14 131127 99.44 99.45 99.44 99.45 +0.01 25,919 348,174 +2,295
Jun14 131127 99.42 99.43 99.41 99.42 +0.00 33,221 365,651 +5,688
Sep14 131127 99.36 99.37 99.35 99.37 +0.01 28,678 306,580 +6,763
Dec14 131127 99.29 99.30 99.27 99.29 +0.00 53,280 320,674 +1,795
Mar15 131127 99.19 99.20 99.16 99.18 +0.00 35,474 216,107 +110
Total Volume and Open Interest 378,824 2,936,858 +25,378
3-Mth Euribor(LIFFE)
Dec13 131127 99.765 99.770 99.760 99.760 -0.005 82,121 544,066 -3,678
Mar14 131127 99.760 99.770 99.760 99.765 unch 76,147 570,923 -2,968
Jun14 131127 99.745 99.755 99.745 99.750 unch 49,015 395,799 -8,470
Total Volume and Open Interest 613,655 3,881,689 -19,974
3-Mth Aus T-Bills(SFE)
Dec13 131127 97.41 97.42 97.41 97.42 unch 5,578 109,686 -441
Mar14 131127 97.45 97.47 97.44 97.46 +0.01 11,285 173,756 +1,087
Jun14 131127 97.42 97.45 97.42 97.44 +0.01 20,339 153,309 +630
Sep14 131127 97.32 97.35 97.31 97.33 +0.01 15,134 134,072 +3,858
Dec14 131127 97.16 97.18 97.15 97.17 +0.01 9,806 106,970 +2,432
Mar15 131127 96.95 96.97 96.93 96.96 +0.01 5,789 69,104 +2,974
Jun15 131127 96.72 96.74 96.72 96.73 +0.01 1,971 44,054 +516
Sep15 131127 96.51 96.53 96.50 96.52 +0.01 2,204 22,975 +1,013
Dec15 131127 96.31 96.33 96.30 96.32 +0.01 656 3,526 +274
Mar16 131127 96.16 96.16 96.16 96.16 +0.01 50 2,899 -20
Total Volume and Open Interest 72,812 821,204 +12,323
10-Year Aus T-Bonds(SFE)
Dec13 131127 95.82 95.87 95.81 95.86 +0.04 80,115 563,325 -8,225
Mar14 131127 95.82 95.82 95.82 95.82 +0.03 1 1 +1
Total Volume and Open Interest 80,116 563,326 -8,224
3-Year Aus T-Bonds(SFE)
Dec13 131127 96.90 96.95 96.90 96.94 +0.03 130,774 603,686 -8,414
Mar14 131127 96.91 96.91 96.91 96.91 +0.01      
Total Volume and Open Interest 130,774 603,686 -8,414
Gold(CMX)
Dec13 131127 1241.6 1254.8 1235.5 1237.8 -3.6 195,436 75,511 -28,759
Feb14 131127 1241.1 1254.8 1235.5 1237.9 -3.6 59,401 185,025 +20,934
Apr14 131127 1243.5 1254.7 1237.0 1238.8 -3.6 6,362 37,200 +1,836
Jun14 131127 1245.3 1254.3 1238.9 1239.6 -3.5 1,685 25,453 +248
Aug14 131127 1254.5 1255.0 1240.3 1240.3 -3.5 224 9,766 +54
Oct14 131127 1255.2 1256.1 1241.0 1241.0 -3.5 50 5,336 +0
Dec14 131127 1255.6 1255.6 1239.9 1241.8 -3.4 454 17,905 +118
Feb15 131127 1248.5 1248.5 1242.7 1242.7 -3.4 2 1,821 -2
Apr15 131127 1243.6 1243.6 1243.6 1243.6 -3.4 0 3,826 +0
Jun15 131127 1244.5 1244.5 1244.5 1244.5 -3.4 95 6,337 +0
Aug15 131127 1245.8 1245.8 1245.8 1245.8 -3.4 70 2,170 +70
Oct15 131127 1247.2 1247.2 1247.2 1247.2        
Silver(CMX)
Dec13 131127 1981.5 2008.0 1958.5 1963.3 -21.5 61,046 26,299 -9,796
Mar14 131127 1987.0 2014.0 1965.0 1968.2 -21.1 28,616 73,327 +5,231
May14 131127 1994.5 2002.5 1971.0 1971.3 -21.0 597 6,039 +283
Jul14 131127 2001.5 2006.0 1973.0 1974.2 -20.9 389 5,188 +21
Sep14 131127 1977.5 1977.5 1976.5 1977.0 -20.8 469 3,002 +362
Dec14 131127 2003.0 2015.5 1980.5 1981.1 -20.7 507 9,395 +287
Mar15 131127 1985.0 1985.0 1985.0 1985.0 -20.7 0 384 +0
Total Volume and Open Interest 91,999 136,428 -3,510
Platinum(NYMEX)
Jan14 131127 1373.9 1385.3 1351.0 1352.7 -19.2 10,857 53,727 +665
Apr14 131127 1379.2 1386.0 1354.2 1356.1 -18.9 164 5,898 +47
Jul14 131127 1364.0 1364.0 1358.5 1358.5 -18.9 24 339 +20
Oct14 131127 1360.3 1360.3 1360.3 1360.3 -18.9 2 123 +2
Total Volume and Open Interest 11,048 60,093 +734
Palladium(NYMEX)
Dec13 131127 716.70 724.00 714.10 714.35 -1.85 5,961 5,582 -1,945
Mar14 131127 718.35 726.30 715.50 715.95 -2.50 4,026 30,907 +1,647
Jun14 131127 65.69 65.69 61.94 61.94 -2.55 11 685 +1
Total Volume and Open Interest 10,000 37,178 -296
Copper(CMX)
Dec13 131127 320.30 322.90 318.60 320.05 -1.35 47,626 29,940 -8,603
Mar14 131127 320.70 323.35 318.00 319.05 -2.85 27,125 99,172 +5,162
May14 131127 321.75 323.50 318.50 319.30 -3.00 1,729 18,142 +681
Jul14 131127 319.80 319.80 319.65 319.65 -3.05 312 4,733 +130
Sep14 131127 320.00 320.00 320.00 320.00 -3.15 61 1,572 -10
Total Volume and Open Interest 78,145 163,552 -2,671
DJIA Index(CBOT)
Dec13 131127 16060 16090 16060 16074 +14 25 13,747 +6
Mar14 131127 16008 16008 15994 16008 +14 0 305 +0
Jun14 131127 15930 15930 15916 15930 +14      
Sep14 131127 15861 15861 15847 15861 +14      
Total Volume and Open Interest 25 14,052 +6
E-mini DJIA Index(CBOT)
Dec13 131127 16060 16096 16043 16074 +14 121,230 135,442 +1,225
Mar14 131127 16000 16026 15991 16008 +14 163 803 +113
Jun14 131127 15930 15930 15930 15930 +14 0 9 +0
Sep14 131127 15861 15861 15861 15861 +14 0 1 +0
Total Volume and Open Interest 121,393 136,255 +1,338
S & P 500(CME)
Dec13 131127 1801.50 1807.30 1801.30 1804.30 +2.30 6,828 163,224 -357
Mar14 131127 1796.10 1800.90 1795.70 1797.90 +2.40 3 5,475 -13
Jun14 131127 1791.10 1794.20 1788.70 1791.10 +2.40 0 601 +0
Sep14 131127 1784.70 1787.60 1782.10 1784.70 +2.60 0 50 +0
Total Volume and Open Interest 6,831 169,350 -370
S & P 500 E-Mini(Globex)
Dec13 131127 1802.00 1807.50 1801.25 1804.25 +2.25 1,114,352 2,800,246 +24,507
Mar14 131127 1795.25 1801.00 1794.50 1798.00 +2.50 3,001 73,854 +1,277
Total Volume and Open Interest 1,117,473 2,876,255 +25,798
NASDAQ 100(CME)
Dec13 131127 3447.00 3473.50 3446.50 3468.50 +21.20 318 9,722 +118
Mar14 131127 3450.00 3465.00 3450.00 3462.50 +21.20 0 80 +0
Jun14 131127 3456.00 3456.00 3434.80 3456.00 +21.20      
Total Volume and Open Interest 318 9,802 +118
NASDAQ 100 E-Mini(Globex)
Dec13 131127 3447.00 3472.30 3445.80 3468.50 +21.20 177,967 402,094 +751
Mar14 131127 3440.00 3465.80 3440.00 3462.50 +21.20 75 3,576 +40
Total Volume and Open Interest 178,043 405,755 +792
S & P Midcap 400(CME)
Dec13 131127 1307.40 1307.40 1305.20 1307.40 +2.20 54 515 +50
Mar14 131127 1304.50 1304.50 1302.30 1304.50 +2.20      
Jun14 131127 1302.50 1302.50 1300.30 1302.50 +2.20      
Total Volume and Open Interest 54 515 +50
Volatility Index(CBOE)
Nov13 131119 13.27 13.65 13.13 13.55 +0.25 62,764 99,274 -10,926
Dec13 131127 13.70 13.85 13.65 13.85 +0.10 34,688 198,556 -5,745
Jan14 131127 15.00 15.15 14.95 15.10 +0.10 28,515 78,587 +3,773
Feb14 131127 16.22 16.30 16.20 16.30 unch 13,806 46,359 +1,540
Total Volume and Open Interest 99,148 408,875 +601
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec13 131127 15435 16050 15380 15660 +240 10,370 68,250 +1,095
Mar14 131127 15500 15850 15460 15755 +245 309 635 +193
Total Volume and Open Interest 10,679 68,885 +1,288
Nikkei 225(SGX)
Dec13 131127 15530 15530 15395 15465 -60 106,183 297,915 +9,495
Mar14 131127 15470 15520 15410 15450 -60 1,558 6,924 +918
Jun14 131127 15365 15365 15365 15365 -60 5 2,109 +5
Total Volume and Open Interest 107,798 342,823 +10,428
CAC 40(EURONEXT)
Dec13 131127 4279.0 4295.0 4266.0 4283.0 +15.0 68,699 350,091 +1,842
Jan14 131127 4275.5 4296.0 4275.0 4286.0 +16.0 38 5,191 -8
Feb14 131127 4279.5 4287.0 4279.5 4287.0 +16.0      
Total Volume and Open Interest 68,767 356,211 +1,836
Hang Seng Index(HKFE)
Nov13 131127 23725 23874 23627 23818 +89 72,743 93,051 -14,797
Dec13 131127 23751 23915 23669 23865 +101 31,108 58,037 +20,104
Total Volume and Open Interest 59,179 150,228 +0
DAX(EUREX)
Dec13 131127 9313.5 9368.0 9299.5 9354.5 +51.5 84,595 164,136 +809
Mar14 131127 9328.0 9377.0 9312.0 9367.0 +52.5 709 10,336 +4
Jun14 131127 9337.0 9394.0 9337.0 9384.5 +53.5 2,540 5,820 +53
Total Volume and Open Interest 87,844 180,292 +866
FT-SE 100(EURONEXT)
Dec13 131127 6635.00 6664.00 6626.50 6650.50 +15.50 86,712 622,634 +849
Mar14 131127 6582.50 6608.00 6582.50 6602.00 +17.00 35 20,684 +12
Jun14 131127 6545.00 6545.00 6545.00 6545.00 +17.00      
Total Volume and Open Interest 86,747 643,318 +861
SPI 200(SFE)
Dec13 131127 5386.0 5388.0 5341.0 5350.0 -33.0 26,060 268,761 +2,342
Mar14 131127 5323.0 5334.0 5316.0 5316.0 -34.0 71 6,317 +69
Jun14 131127 5319.0 5319.0 5319.0 5319.0 -33.0 125 1,921 -5
Total Volume and Open Interest 26,319 277,865 +2,449
FTSE MIB(ISE)
Dec13 131127 18820.00 19020.00 18795.00 18914.00 +119.00 16,326 58,263 -2,199
Mar14 131127 18825.00 19030.00 18825.00 18939.00 +122.00 288 818 -102
Jun14 131127 18614.00 18614.00 18614.00 18614.00 +209.00 0 3 +0
Total Volume and Open Interest 16,614 59,084 -2,301
KOSPI 200(KFE)
Dec13 131127 267.80 268.20 267.65 267.80 +0.50 220,073 118,311 +1,484
Mar14 131127 266.35 267.60 264.10 267.60 +0.65 633 8,409 +957
Jun14 131127 267.45 267.45 267.45 267.45 -0.75 5 593 +50
Total Volume and Open Interest 220,711 127,374 +2,491
GSCI(CME)
Dec13 131127 621.00 621.05 620.00 621.00 -2.20 138 7,521 -19
Jan14 131127 621.00 623.30 620.00 621.00 -2.25 1 120 -1
Feb14 131127 621.00 623.30 620.00 621.00 -2.25      
Total Volume and Open Interest 139 7,641 -20
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

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