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 Wed August 06, 2014
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug14 140806 1222.75 1237.50 1219.50 1237.00 +14.25 1,836 6,239 -1,304
Sep14 140806 1080.75 1097.50 1078.00 1096.50 +15.00 10,718 30,539 +1,782
Nov14 140806 1064.50 1081.00 1059.50 1080.00 +14.25 98,113 404,404 -262
Jan15 140806 1073.00 1089.00 1067.75 1088.25 +14.00 8,771 63,343 +247
Mar15 140806 1083.25 1096.50 1076.00 1095.75 +13.50 7,245 43,091 +552
May15 140806 1089.00 1102.75 1082.50 1102.00 +13.00 3,979 22,709 +582
Jul15 140806 1098.00 1108.25 1089.25 1107.75 +13.00 3,776 23,337 +547
Aug15 140806 1087.00 1106.00 1087.00 1106.00 +13.75 7 965 -3
Sep15 140806 1093.50 1093.50 1080.25 1093.50 +13.25 9 264 -2
Nov15 140806 1070.25 1086.50 1067.00 1085.75 +13.00 1,605 28,138 +386
Jan16 140806 1090.25 1090.25 1077.50 1090.25 +12.75 1 262 +1
Mar16 140806 1075.25 1092.75 1075.25 1092.75 +12.00 0 37 +0
May16 140806 1094.25 1094.25 1083.75 1094.25 +10.50 0 13 +0
Jul16 140806 1095.00 1096.75 1086.50 1096.75 +10.25 0 62 +0
Total Volume and Open Interest 136,079 623,982 +2,526
Soybean Meal(CBOT)
Aug14 140806 382.80 388.80 381.50 388.00 +5.80 1,083 3,021 -85
Sep14 140806 355.60 362.00 354.00 361.00 +5.30 10,444 41,724 -1,635
Oct14 140806 346.30 351.40 343.00 350.70 +4.40 5,269 26,501 +306
Dec14 140806 343.40 348.90 340.20 348.20 +4.60 27,630 160,655 +597
Jan15 140806 342.70 348.10 339.50 347.40 +4.50 1,426 19,778 -10
Mar15 140806 343.80 348.80 340.70 348.20 +4.00 2,255 20,176 +406
May15 140806 347.20 349.60 342.60 349.50 +3.60 1,269 13,335 +415
Jul15 140806 347.80 351.90 344.50 351.30 +3.40 1,069 13,714 +213
Aug15 140806 349.50 351.10 345.00 351.10 +3.20 122 2,557 +53
Sep15 140806 348.00 349.50 344.80 349.50 +3.40 89 1,658 +51
Total Volume and Open Interest 50,919 308,728 +386
Soybean Oil(CBOT)
Aug14 140806 35.48 35.89 35.43 35.79 +0.32 2,493 1,811 -1,120
Sep14 140806 35.62 36.00 35.44 35.86 +0.29 16,061 42,290 +1,642
Oct14 140806 35.73 36.87 35.54 35.96 +0.30 7,087 21,773 +783
Dec14 140806 35.90 36.36 35.75 36.20 +0.33 43,298 200,292 -4,572
Jan15 140806 36.09 36.54 35.94 36.39 +0.34 2,994 20,172 +670
Mar15 140806 36.29 36.74 36.09 36.62 +0.40 2,826 15,227 +303
May15 140806 36.46 36.90 36.24 36.78 +0.41 1,840 10,637 +13
Jul15 140806 36.57 37.03 36.39 36.93 +0.41 735 6,925 -29
Aug15 140806 36.69 37.09 36.60 36.99 +0.39 25 1,640 +8
Sep15 140806 36.79 36.97 36.61 36.97 +0.36 33 1,373 +5
Total Volume and Open Interest 77,585 327,543 -2,169
Canola(WCE)
Nov14 140806 437.1 443.6 436.1 442.0 +2.7 9,395 87,857 +1,213
Jan15 140806 441.6 448.2 440.8 446.9 +2.5 3,014 30,131 +374
Mar15 140806 444.0 449.5 441.5 447.8 +2.5 1,667 14,396 +173
May15 140806 437.8 445.6 437.8 444.4 +2.7 507 9,677 +38
Jul15 140806 433.4 440.8 433.4 439.9 +2.6 676 6,310 -150
Total Volume and Open Interest 15,875 154,656 +1,999
Corn(CBOT)
Sep14 140806 355.75 364.00 355.50 363.25 +7.00 75,699 455,658 -8,385
Dec14 140806 366.75 374.75 366.50 374.25 +7.00 114,717 629,474 +6,439
Mar15 140806 379.25 387.50 379.25 387.00 +7.00 16,458 120,877 +2,675
May15 140806 387.50 395.50 387.50 395.00 +6.75 3,592 29,362 +872
Jul15 140806 395.25 402.50 394.50 401.75 +6.50 5,624 51,242 +923
Sep15 140806 402.00 408.25 402.00 408.25 +6.00 1,164 14,027 +343
Dec15 140806 409.75 415.75 407.75 415.50 +5.50 3,614 70,162 +755
Mar16 140806 420.00 424.25 419.25 424.25 +5.00 68 2,001 -1
May16 140806 428.00 430.75 426.00 430.75 +4.75 23 642 +6
Jul16 140806 435.00 435.25 430.50 435.25 +4.75 43 1,337 -2
Total Volume and Open Interest 221,156 1,377,927 +3,664
Wheat(CBOT)
Sep14 140806 553.00 572.00 552.75 568.00 +15.50 55,273 187,694 -3,214
Dec14 140806 573.00 591.00 572.75 586.75 +14.00 37,170 143,863 +4,228
Mar15 140806 592.50 609.75 592.50 605.50 +13.00 12,089 54,363 +1,094
May15 140806 604.75 621.00 604.75 617.75 +13.00 2,903 12,740 +319
Jul15 140806 611.25 626.50 611.25 624.00 +12.25 3,339 32,651 +112
Sep15 140806 624.25 637.00 623.75 634.00 +10.25 187 1,411 -25
Total Volume and Open Interest 111,393 438,321 +2,509
Wheat(KCBT)
Sep14 140806 642.00 661.75 642.00 656.25 +13.50 11,011 58,477 -1,561
Dec14 140806 656.00 674.25 656.00 668.75 +12.75 7,645 56,938 +497
Mar15 140806 665.00 680.75 665.00 676.00 +13.50 1,894 14,525 -57
May15 140806 673.50 682.50 673.50 678.75 +13.25 436 5,531 -86
Jul15 140806 662.75 674.00 659.00 669.75 +14.25 405 7,709 -83
Sep15 140806 679.00 679.75 665.50 679.75 +14.25 1 738 +0
Total Volume and Open Interest 21,422 144,811 -1,265
Wheat(MGE)
Sep14 140806 629.00 649.25 629.00 643.00 +13.75 2,549 24,772 -282
Dec14 140806 640.00 659.75 640.00 653.50 +13.00 1,834 27,008 +97
Mar15 140806 653.50 672.00 653.50 665.75 +12.25 478 8,978 +162
May15 140806 669.00 679.00 665.75 673.50 +13.00 54 1,978 +3
Jul15 140806 674.50 682.25 672.25 680.50 +12.75 36 892 -6
Total Volume and Open Interest 4,965 64,369 -25
Oats(CBOT)
Sep14 140806 361.00 366.00 358.25 366.00 +6.00 230 1,000 +9
Dec14 140806 332.50 341.00 332.50 340.25 +7.25 263 5,631 +11
Mar15 140806 320.00 326.00 318.75 325.25 +6.50 5 459 +0
May15 140806 312.00 314.75 309.50 314.75 +5.25 0 130 +0
Total Volume and Open Interest 498 7,229 +20
Rough Rice(CBOT)
Sep14 140806 12.65 12.71 12.62 12.62 -0.05 377 5,452 +52
Nov14 140806 12.80 12.87 12.80 12.80 -0.05 232 4,031 +74
Jan15 140806 13.00 13.02 12.95 12.97 -0.03 12 261 +4
Mar15 140806 13.16 13.16 13.14 13.14 -0.03 0 103 +0
Total Volume and Open Interest 621 9,847 +130
Live Cattle(CME)
Aug14 140806 158.400 158.750 157.300 158.550 +0.100 9,877 20,412 -4,136
Oct14 140806 155.800 156.380 154.735 155.950 +0.300 18,526 156,006 +950
Dec14 140806 156.000 156.400 155.200 155.900 unch 7,401 78,721 +330
Feb15 140806 156.150 156.400 155.350 156.350 +0.200 4,332 34,238 +333
Apr15 140806 155.600 155.800 154.800 155.500 -0.250 1,900 22,141 +261
Jun15 140806 147.550 148.450 147.100 148.235 +0.450 847 6,074 +301
Total Volume and Open Interest 43,137 320,439 -1,865
Feeder Cattle(CME)
Aug14 140806 221.630 222.235 219.900 221.330 +0.080 2,450 10,381 -483
Sep14 140806 220.850 221.435 219.535 220.735 unch 2,779 11,245 +31
Oct14 140806 220.185 220.700 218.650 219.985 -0.065 3,253 10,105 +108
Nov14 140806 218.500 218.800 216.880 218.150 unch 1,466 6,215 +48
Jan15 140806 213.600 213.850 211.935 213.330 -0.420 658 6,367 +4
Mar15 140806 211.400 211.735 210.000 211.380 +0.250 82 1,564 +5
Apr15 140806 210.800 211.130 209.535 211.000 +0.200 23 570 -2
Total Volume and Open Interest 10,717 46,973 -284
Lean Hogs(CME)
Aug14 140806 115.750 117.450 115.750 116.400 +0.550 8,798 19,409 -2,796
Oct14 140806 101.500 103.750 101.200 102.200 +0.520 16,726 96,575 +1,369
Dec14 140806 93.750 95.650 93.750 94.800 +0.820 5,169 64,124 -67
Feb15 140806 89.980 91.785 89.885 90.785 +0.585 2,576 35,509 +298
Apr15 140806 89.850 90.830 89.500 90.480 +0.580 558 18,130 +164
May15 140806 90.150 90.600 90.150 90.500 +0.500 3 679 +3
Jun15 140806 91.385 92.650 91.330 92.250 +0.450 393 8,451 +2
Jul15 140806 90.980 91.000 90.600 90.900 -0.400 52 1,337 +22
Total Volume and Open Interest 34,297 246,018 -1,001
Class III Milk(CME)
Aug14 140806 21.65 21.80 21.50 21.64 +0.01 284 3,885 +9
Sep14 140806 21.53 21.73 21.40 21.55 +0.06 405 3,873 +38
Oct14 140806 20.85 20.87 20.63 20.65 -0.13 393 3,714 +156
Nov14 140806 19.80 19.92 19.74 19.81 -0.07 229 2,905 +6
Dec14 140806 19.37 19.48 19.30 19.32 -0.10 275 2,715 +124
Total Volume and Open Interest 1,947 25,935 +476
Cocoa(ICE)
Sep14 140806 3203 3226 3195 3219 +24 19,103 60,070 -9,862
Dec14 140806 3179 3208 3179 3200 +21 17,234 97,425 +7,799
Mar15 140806 3164 3190 3163 3183 +20 3,713 36,779 +1,301
May15 140806 3154 3174 3154 3168 +15 325 11,626 +128
Jul15 140806 3144 3159 3144 3158 +14 224 6,294 -18
Sep15 140806 3128 3143 3128 3143 +16 125 2,354 +81
Dec15 140806 3122 3129 3121 3129 +16 6 779 +4
Total Volume and Open Interest 40,731 217,645 -566
Coffee "C"(ICE)
Sep14 140806 189.00 192.50 185.95 190.85 +1.45 20,528 70,618 -1,053
Dec14 140806 193.30 196.55 189.95 194.85 +1.45 8,592 52,732 +2,527
Mar15 140806 196.45 199.95 194.05 198.35 +1.50 1,409 25,445 +262
May15 140806 198.20 201.70 196.00 200.35 +1.60 298 6,682 +122
Jul15 140806 198.55 203.35 198.00 202.05 +1.90 277 2,159 -29
Sep15 140806 199.80 204.00 199.70 202.85 +2.00 221 1,760 +20
Total Volume and Open Interest 31,529 166,091 +1,922
Orange Juice(ICE)
Sep14 140806 141.10 142.40 140.00 140.85 -0.25 1,105 8,280 +200
Nov14 140806 145.35 145.50 144.10 144.95 -0.25 460 4,058 +139
Jan15 140806 148.60 148.85 148.00 148.35 +0.35 28 1,327 +4
Mar15 140806 151.40 151.40 151.40 151.40 +0.65 1 413 +0
May15 140806 152.90 152.90 152.90 152.90 +0.65 0 43 +0
Jul15 140806 156.75 156.75 156.75 156.75 +0.65      
Total Volume and Open Interest 1,594 14,121 +343
Sugar #11(ICE)
Oct14 140806 16.13 16.44 16.06 16.32 +0.19 87,710 456,693 +1,583
Mar15 140806 17.97 18.13 17.88 18.01 +0.04 46,389 236,946 +5,532
May15 140806 18.29 18.39 18.18 18.27 -0.02 13,424 42,312 +426
Jul15 140806 18.48 18.56 18.39 18.46 -0.04 4,361 70,172 -70
Oct15 140806 18.89 18.90 18.76 18.83 -0.05 1,144 31,345 +45
Mar16 140806 19.35 19.42 19.29 19.33 -0.04 316 15,624 -142
May16 140806 19.29 19.29 19.29 19.29 -0.05 19 2,864 -4
Jul16 140806 19.26 19.26 19.26 19.26 -0.05 2 3,306 -2
Total Volume and Open Interest 153,396 869,441 +7,378
London Cocoa(LCE)
Sep14 140806 2009 2026 2009 2024 +17 8,345 61,876 -1,279
Dec14 140806 1989 2003 1989 2002 +15 9,969 102,011 -96
Mar15 140806 1950 1960 1948 1959 +14 4,882 70,198 +474
May15 140806 1937 1945 1934 1943 +13 852 26,541 +286
Jul15 140806 1926 1934 1922 1933 +14 677 6,840 -53
Sep15 140806 1918 1925 1918 1924 +12 252 3,784 +80
Dec15 140806 1911 1916 1911 1916 +11 49 1,622 +4
Total Volume and Open Interest 25,057 274,709 -584
London Sugar(LCE)
Oct14 140806 431.90 437.90 430.30 436.80 +5.10 2,192 39,111 -392
Dec14 140806 447.60 452.10 445.90 451.00 +3.50 1,102 15,048 +208
Mar15 140806 466.90 470.00 464.10 469.40 +2.70 1,026 10,037 +280
May15 140806 477.80 479.60 475.00 479.60 +1.90 426 3,274 +54
Aug15 140806 487.70 492.60 486.00 489.40 +1.70 237 2,406 +20
Total Volume and Open Interest 5,237 70,861 +181
Cotton(ICE)
Oct14 140806 63.87 64.17 63.81 63.97 +0.51 19 326 -7
Dec14 140806 63.76 65.08 63.75 64.35 +0.61 12,189 122,417 +1,851
Mar15 140806 64.61 65.71 64.56 65.13 +0.61 3,071 33,658 +2,353
May15 140806 66.02 66.26 65.80 66.09 +0.55 450 2,328 +32
Jul15 140806 67.14 67.20 66.90 67.16 +0.51 208 3,387 -80
Oct15 140806 67.52 67.52 67.52 67.52 +0.48 0 5 +0
Total Volume and Open Interest 16,044 165,616 +4,210
Lumber(CME)
Sep14 140806 333.9 338.5 333.5 336.3 +5.8 371 2,922 -62
Nov14 140806 329.7 334.5 329.3 332.6 +6.3 297 1,653 +22
Jan15 140806 335.9 339.0 331.5 337.4 +5.5 4 44 +1
Mar15 140806 339.2 343.5 335.0 343.0 +7.0 4 19 +4
Total Volume and Open Interest 676 4,639 -35
Crude Oil(NYM)
Sep14 140806 97.62 98.13 96.69 96.92 -0.46 204,262 262,416 -16,751
Oct14 140806 96.70 97.26 96.01 96.24 -0.33 65,751 191,514 +1,641
Nov14 140806 96.38 96.81 95.66 95.84 -0.30 23,546 82,939 -348
Dec14 140806 95.98 96.40 95.32 95.50 -0.28 44,946 204,993 -3,024
Jan15 140806 95.47 95.99 95.04 95.18 -0.25 11,032 72,697 +105
Feb15 140806 95.09 95.57 94.65 94.81 -0.21 3,397 41,856 +31
Mar15 140806 94.72 95.09 94.33 94.46 -0.15 7,630 63,856 -403
Apr15 140806 94.22 94.55 94.00 94.09 -0.10 1,628 31,322 -124
May15 140806 93.85 94.13 93.70 93.80 -0.05 1,106 25,515 +63
Jun15 140806 93.53 94.06 93.38 93.56 +0.01 13,201 111,731 +967
Jul15 140806 93.18 93.59 93.01 93.21 +0.05 888 27,401 +271
Aug15 140806 92.70 92.91 92.70 92.91 +0.09 381 22,476 +29
Sep15 140806 92.68 92.68 92.68 92.68 +0.12 1,319 40,130 +287
Oct15 140806 92.48 92.48 92.48 92.48 +0.14 154 21,820 +6
Nov15 140806 92.31 92.31 92.31 92.31 +0.15 475 22,895 +49
Dec15 140806 92.12 92.49 91.90 92.15 +0.16 13,376 147,826 +830
Total Volume and Open Interest 398,994 1,593,195 -16,313
e-miNY Crude Oil(NYM)
Aug14 140721 102.950 104.650 102.650 104.600 +1.475 6,604 3,434 -326
Sep14 140806 97.600 98.125 96.650 96.925 -0.450 3,861 1,923 -70
Oct14 140806 96.825 97.250 96.050 96.250 -0.325 171 2,436 +24
Nov14 140806 96.125 96.600 95.775 95.850 -0.300 71 822 +37
Dec14 140806 95.700 96.200 95.375 95.500 -0.275 55 2,555 +49
Jan15 140806 95.150 95.175 95.125 95.175 -0.250 1 25 +0
Feb15 140806 94.800 94.800 94.800 94.800 -0.225 0 5 +0
Mar15 140806 94.450 94.450 94.450 94.450 -0.150 0 1 +0
Apr15 140806 94.100 94.100 94.100 94.100 -0.100      
May15 140806 93.800 93.800 93.800 93.800 -0.050 0 2 +0
Total Volume and Open Interest 4,159 7,860 +40
NY Harbor ULSD(NYM)
Sep14 140806 286.24 288.56 284.83 287.61 +2.92 56,250 103,891 -3,593
Oct14 140806 285.95 289.19 285.80 288.23 +2.68 20,476 50,623 +1,142
Nov14 140806 287.05 289.90 286.78 288.90 +2.47 11,148 25,478 +882
Dec14 140806 287.90 290.61 287.59 289.61 +2.31 14,741 39,377 -959
Jan15 140806 288.64 291.09 288.38 290.31 +2.19 6,062 22,028 +699
Feb15 140806 288.64 290.82 288.44 290.04 +2.08 3,115 17,979 +431
Mar15 140806 287.78 289.95 287.54 289.05 +1.99 3,310 20,859 +538
Apr15 140806 286.39 288.50 286.39 287.82 +1.90 1,661 13,073 +716
May15 140806 286.70 287.40 286.70 286.76 +1.85 702 5,054 +26
Jun15 140806 284.48 286.59 284.48 285.82 +1.81 1,372 16,573 +199
Jul15 140806 285.84 286.32 285.21 285.51 +1.78 281 1,768 +17
Aug15 140806 285.34 285.34 285.34 285.34 +1.68 321 1,696 +73
Sep15 140806 286.11 286.11 285.29 285.29 +1.63 251 1,624 -8
Oct15 140806 286.14 286.48 285.13 285.13 +1.56 208 1,261 +5
Total Volume and Open Interest 121,628 338,565 +747
RBOB Gasoline(NYM)
Sep14 140806 274.00 277.10 272.80 273.97 +2.42 50,805 97,424 -3,537
Oct14 140806 260.99 263.68 260.04 260.98 +1.92 32,067 57,985 +1,299
Nov14 140806 257.95 261.05 257.76 258.58 +1.65 15,737 31,265 -754
Dec14 140806 257.00 259.46 256.52 257.32 +1.53 12,170 32,013 +1,415
Jan15 140806 256.58 258.90 256.48 257.22 +1.47 6,372 12,750 +525
Feb15 140806 257.24 259.47 257.24 257.97 +1.43 3,941 6,542 +499
Mar15 140806 259.09 261.06 258.80 259.58 +1.41 2,861 10,533 +470
Apr15 140806 277.22 278.48 277.22 277.38 +1.40 2,241 6,051 +456
May15 140806 277.42 278.50 277.29 277.29 +1.37 1,463 4,061 +370
Jun15 140806 275.05 276.79 275.05 275.74 +1.34 1,197 5,568 +222
Total Volume and Open Interest 130,060 272,739 +1,401
e-miNY RBOB Gasoline(NYM)
Sep14 140806 274.00 274.00 273.97 274.00 +2.40 0 1 +0
Oct14 140806 261.00 261.00 260.98 261.00 +1.90      
Nov14 140806 258.60 258.60 258.58 258.60 +1.70      
Dec14 140806 257.30 257.32 257.30 257.30 +1.50      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep14 140806 3.897 3.950 3.876 3.933 +0.036 65,390 214,156 -7,673
Oct14 140806 3.930 3.970 3.900 3.957 +0.037 22,942 136,886 +2,924
Nov14 140806 3.999 4.038 3.971 4.024 +0.036 20,232 76,589 +3,263
Dec14 140806 4.084 4.125 4.061 4.112 +0.034 9,117 68,898 +569
Jan15 140806 4.143 4.200 4.136 4.185 +0.035 12,832 101,340 +2,246
Feb15 140806 4.140 4.184 4.135 4.175 +0.035 1,675 40,914 -48
Mar15 140806 4.070 4.116 4.058 4.107 +0.036 7,340 54,577 +754
Apr15 140806 3.825 3.872 3.820 3.865 +0.040 4,913 53,755 +60
May15 140806 3.827 3.855 3.818 3.850 +0.039 1,731 28,672 +528
Jun15 140806 3.870 3.885 3.850 3.883 +0.039 950 21,464 -238
Jul15 140806 3.900 3.918 3.882 3.917 +0.038 922 16,223 +232
Aug15 140806 3.894 3.925 3.887 3.923 +0.037 352 15,756 -63
Sep15 140806 3.878 3.908 3.876 3.908 +0.037 390 11,567 +33
Oct15 140806 3.880 3.931 3.880 3.931 +0.037 512 28,451 -61
Nov15 140806 3.978 4.012 3.978 4.009 +0.036 264 14,001 +50
Dec15 140806 4.109 4.170 4.109 4.168 +0.030 241 12,242 +63
Total Volume and Open Interest 150,643 968,876 +2,346
Brent Crude Oil(ICE)
Sep14 140806 104.88 105.44 104.54 104.59 -0.02 207,792 189,159 -10,393
Oct14 140806 105.43 106.00 105.21 105.27 +0.02 150,486 234,808 +7,438
Nov14 140806 105.98 106.30 105.62 105.72 +0.06 67,542 131,932 +6,852
Dec14 140806 106.05 106.46 105.82 106.00 +0.12 108,359 151,509 -1,490
Jan15 140806 106.13 106.50 105.91 106.16 +0.16 25,342 68,453 +215
Feb15 140806 106.11 106.44 105.89 106.19 +0.19 14,772 45,936 +1,717
Mar15 140806 105.95 106.31 105.76 106.08 +0.21 14,666 45,715 +2,227
Apr15 140806 105.84 106.13 105.61 105.90 +0.20 4,684 28,963 +849
May15 140806 105.59 105.85 105.36 105.65 +0.19 2,741 20,845 +158
Jun15 140806 105.31 105.64 105.12 105.38 +0.18 20,240 61,260 -66
Jul15 140806 105.16 105.16 105.16 105.16 +0.17 682 21,498 +364
Aug15 140806 104.90 104.90 104.90 104.90 +0.16 307 18,104 -71
Sep15 140806 104.60 104.60 104.60 104.60 +0.16 1,742 25,097 +340
Oct15 140806 104.34 104.34 104.34 104.34 +0.16 313 16,636 +85
Total Volume and Open Interest 650,201 1,311,636 +8,278
Gas Oil(ICE)
Aug14 140806 872.25 881.50 871.00 878.75 +9.25 31,099 55,564 -8,297
Sep14 140806 875.25 884.75 874.00 881.75 +9.25 72,556 140,692 +892
Oct14 140806 875.00 888.25 875.00 885.50 +9.00 32,092 69,110 -274
Nov14 140806 884.50 890.25 883.00 888.00 +8.75 14,622 41,996 +1,037
Dec14 140806 882.50 892.00 882.50 889.50 +8.75 22,547 64,381 -88
Jan15 140806 887.50 892.75 886.75 891.00 +8.50 5,025 26,490 +1,100
Feb15 140806 895.50 900.50 894.00 898.50 +8.50 633 10,139 +300
Mar15 140806 894.25 899.25 892.50 897.00 +8.25 658 6,418 -91
Apr15 140806 893.25 895.50 891.50 895.50 +7.75 172 2,299 +3
May15 140806 892.00 895.75 890.75 894.00 +7.50 121 1,596 +41
Total Volume and Open Interest 180,747 449,738 -4,721
Ethanol(CBOT)
Sep14 140806 1.965 1.990 1.958 1.980 +0.014 147 1,253 -50
Oct14 140806 1.900 1.913 1.879 1.885 +0.004 84 1,409 -19
Nov14 140806 1.820 1.820 1.800 1.807 +0.002 11 912 +0
Dec14 140806 1.760 1.762 1.749 1.749 +0.002 0 1,123 -12
Jan15 140806 1.730 1.731 1.718 1.718 +0.010 0 669 +0
Feb15 140806 1.700 1.700 1.700 1.700 +0.013 0 368 +0
Mar15 140806 1.693 1.693 1.693 1.693 +0.013 0 275 +0
Apr15 140806 1.691 1.691 1.690 1.690 +0.013 0 279 +0
Total Volume and Open Interest 276 6,453 -96
WTI Crude Oil(ICE)
Sep14 140806 97.61 98.13 96.74 96.92 -0.46 34,575 67,189 -5,069
Oct14 140806 96.73 97.27 96.07 96.24 -0.33 16,124 53,253 +1,867
Nov14 140806 96.29 96.80 95.72 95.84 -0.30 7,719 25,896 +172
Dec14 140806 95.88 96.40 95.41 95.50 -0.28 19,436 99,048 -3,353
Jan15 140806 95.49 95.91 95.12 95.18 -0.25 2,419 15,736 +496
Feb15 140806 95.36 95.36 94.81 94.81 -0.21 1,083 6,493 +40
Mar15 140806 94.76 94.76 94.40 94.46 -0.15 1,925 17,457 -769
Apr15 140806 94.03 94.09 94.03 94.09 -0.10 469 4,717 -138
May15 140806 93.80 93.80 93.80 93.80 -0.05 296 2,574 +31
Jun15 140806 93.52 93.56 93.52 93.56 +0.01 2,043 31,359 +198
Jul15 140806 93.21 93.21 93.21 93.21 +0.05 44 3,583 -11
Aug15 140806 92.91 92.91 92.91 92.91 +0.09 52 2,133 -14
Sep15 140806 92.68 92.68 92.68 92.68 +0.12 55 7,671 +13
Oct15 140806 92.48 92.48 92.48 92.48 +0.14 57 2,490 +16
Nov15 140806 92.31 92.31 92.31 92.31 +0.15 27 5,219 +8
Dec15 140806 92.14 92.34 92.14 92.15 +0.16 2,470 63,186 -198
Total Volume and Open Interest 89,269 475,408 -6,906
US Dollar Index(ICE)
Sep14 140806 81.615 81.775 81.465 81.507 -0.103 11,582 77,508 +931
Dec14 140806 81.740 81.880 81.575 81.603 -0.107 134 2,480 +82
Mar15 140806 81.840 81.985 81.710 81.723 -0.107 2 107 +0
Total Volume and Open Interest 11,718 80,123 +1,013
Australian Dollar(CME)
Sep14 140806 92.77 93.50 92.66 93.25 +0.52 50,293 98,372 -1,593
Dec14 140806 92.09 92.90 92.09 92.67 +0.52 48 1,250 +29
Mar15 140806 92.10 92.10 91.58 92.10 +0.52 0 2 +0
Total Volume and Open Interest 50,341 99,670 -1,564
British Pound(CME)
Sep14 140806 168.79 168.79 168.16 168.40 -0.29 63,935 227,796 -388
Dec14 140806 168.60 168.60 168.06 168.24 -0.29 143 2,156 -16
Mar15 140806 168.03 168.31 168.03 168.03 -0.28 2 70 +1
Total Volume and Open Interest 64,080 230,138 -403
Canadian Dollar(CME)
Sep14 140806 91.15 91.55 90.94 91.49 +0.40 30,356 104,411 -3,371
Dec14 140806 90.92 91.34 90.75 91.29 +0.40 132 6,012 +40
Mar15 140806 90.97 91.09 90.69 91.09 +0.40 0 1,089 +0
Jun15 140806 90.90 90.90 90.51 90.90 +0.39 2 441 +0
Total Volume and Open Interest 30,490 112,753 -3,331
Japanese Yen(CME)
Sep14 140806 97.48 98.28 97.45 98.03 +0.51 80,588 190,285 +2,455
Dec14 140806 97.58 98.41 97.56 98.10 +0.51 52 2,327 +9
Mar15 140806 98.23 98.36 97.69 98.20 +0.51 0 91 +0
Total Volume and Open Interest 80,640 192,715 +2,464
Swiss Franc(CME)
Sep14 140806 109.98 110.27 109.74 110.17 +0.19 30,010 53,742 +3,368
Dec14 140806 109.86 110.26 109.86 110.25 +0.19 2 374 +1
Mar15 140806 110.36 110.36 110.16 110.36 +0.20 0 10 +0
Total Volume and Open Interest 30,012 54,130 +3,369
EuroFX(CME)
Sep14 140806 133.74 133.90 133.35 133.79 +0.05 102,537 353,456 +5,101
Dec14 140806 133.77 133.92 133.43 133.84 +0.05 213 18,843 +42
Mar15 140806 133.63 133.90 133.56 133.90 +0.05 13 909 -5
Total Volume and Open Interest 102,763 373,254 +5,138
Mexican Peso(CME)
Aug14 140806 754.25 754.25 751.25 754.25 +3.00      
Sep14 140806 749.75 753.62 747.75 752.75 +3.00 53,256 137,391 -2,710
Total Volume and Open Interest 53,372 137,891 -2,753
Brazilian Real(CME)
Sep14 140806 432.00 436.95 432.00 436.00 +1.95 415 23,531 -70
Oct14 140806 432.50 433.20 429.30 432.50 +1.95 0 40 +0
Nov14 140806 428.85 429.15 425.65 428.85 +1.95 0 35 +0
Dec14 140806 426.00 426.00 423.95 426.00 +2.05 0 30 +0
Total Volume and Open Interest 415 35,851 -70
30-Year T-Bonds(CBOT)
Sep14 140806 138~080 139~080 138~060 138~160 +0~040 221,926 773,723 -14,634
Dec14 140806 137~000 137~250 136~290 137~020 +0~040 258 2,665 +85
Mar15 140806 136~040 136~040 136~000 136~040 +0~040 0 1 +0
Total Volume and Open Interest 222,184 776,389 -14,549
10-Year T-Notes(CBOT)
Sep14 140806 125~110 125~245 125~100 125~160 +0~035 752,790 2,776,178 -15,402
Dec14 140806 124~180 125~000 124~170 124~235 +0~040 7,196 44,955 +1,951
Mar15 140806 123~230 123~230 123~190 123~230 +0~040      
Total Volume and Open Interest 759,986 2,821,133 -13,451
5-Year T-Notes(CBOT)
Sep14 140806 119~102 119~172 119~090 119~130 +0~024 482,091 2,171,643 -10,642
Dec14 140806 118~160 118~202 118~134 118~160 +0~024 3,908 22,300 +3,009
Mar15 140806 118~110 118~110 118~084 118~110 +0~024 0 34 +0
Total Volume and Open Interest 485,999 2,193,977 -7,633
2 Year T-Notes(CBOT)
Sep14 140806 109~266 109~280 109~262 109~270 +0~004 165,698 1,291,522 -5,199
Dec14 140806 109~156 109~160 109~144 109~150 +0~004 5,294 16,768 +268
Mar15 140806 109~074 109~114 109~074 109~074 -0~040 0 90 +0
Total Volume and Open Interest 170,992 1,308,380 -4,931
Eurodollars(CME)
Sep14 140806 99.765 99.765 99.760 99.765 unch 49,677 842,592 +3,834
Dec14 140806 99.730 99.735 99.725 99.730 unch 72,547 910,525 -3,683
Mar15 140806 99.625 99.640 99.625 99.630 unch 157,981 1,102,349 -9,206
Jun15 140806 99.440 99.465 99.440 99.450 +0.005 187,520 1,004,081 +14,490
Sep15 140806 99.220 99.255 99.220 99.235 +0.010 216,388 1,062,845 +6,402
Dec15 140806 98.985 99.020 98.980 99.000 +0.015 260,027 1,504,108 +9,034
Mar16 140806 98.730 98.770 98.725 98.745 +0.015 204,188 993,770 +11,595
Jun16 140806 98.460 98.500 98.450 98.475 +0.015 279,528 758,668 -13,817
Sep16 140806 98.175 98.220 98.165 98.195 +0.015 165,843 645,743 +12,481
Dec16 140806 97.910 97.960 97.905 97.935 +0.015 213,954 1,082,431 +2,617
Mar17 140806 97.700 97.750 97.695 97.725 +0.015 111,207 537,610 +3,812
Jun17 140806 97.505 97.555 97.495 97.525 +0.015 95,912 463,093 +5,820
Sep17 140806 97.335 97.395 97.330 97.360 +0.015 55,326 268,455 -4,932
Dec17 140806 97.180 97.245 97.175 97.205 +0.015 80,847 365,822 -8,847
Mar18 140806 97.065 97.130 97.060 97.090 +0.015 45,732 218,252 -2,731
Jun18 140806 96.965 97.030 96.960 96.990 +0.015 27,780 176,717 +451
Sep18 140806 96.875 96.945 96.875 96.905 +0.015 22,599 110,773 +2,479
Dec18 140806 96.795 96.870 96.795 96.825 +0.015 20,135 157,006 +295
Total Volume and Open Interest      
Ultra T-Bond(CBOT)
Sep14 140806 151~19 153~04 151~18 151~24 -0~01 54,267 493,189 +1,134
Dec14 140806 150~12 151~20 150~09 150~09 -0~01 0 26 +0
Mar15 140806 150~09 150~10 150~09 150~09 -0~01      
Total Volume and Open Interest 54,267 493,215 +1,134
30 Day Federal Funds(CBOT)
Aug14 140806 99.910 99.910 99.908 99.908 unch 225 29,868 -87
Sep14 140806 99.905 99.905 99.900 99.905 +0.005 2,165 31,573 -151
Oct14 140806 99.900 99.905 99.900 99.900 unch 131 21,561 +25
Nov14 140806 99.895 99.895 99.890 99.890 unch 1,078 19,921 +499
Dec14 140806 99.885 99.885 99.885 99.885 unch 120 33,103 -56
Jan15 140806 99.875 99.880 99.875 99.875 unch 782 32,611 +118
Total Volume and Open Interest 31,049 451,985 +8,748
3-Mth Euro-Yen(CME)
Sep14 140806 99.810 99.810 99.810 99.810 unch      
Dec14 140806 99.805 99.805 99.805 99.805 unch      
Mar15 140806 99.805 99.805 99.805 99.805 unch      
Jun15 140806 99.810 99.810 99.810 99.810 unch 0 1 +0
Sep15 140806 99.790 99.790 99.790 99.790 unch      
Dec15 140806 99.775 99.775 99.775 99.775 unch      
Mar16 140806 99.635 99.635 99.635 99.635 unch      
Jun16 140806 99.495 99.495 99.495 99.495 unch      
Sep16 140806 99.355 99.355 99.355 99.355 unch      
Dec16 140806 99.695 99.695 99.695 99.695 unch      
Total Volume and Open Interest 0 1 +0
3-Mth Euro-Yen(SGX)
Sep14 140806 99.81 99.81 99.81 99.81 unch 0 32 +0
Dec14 140806 99.81 99.81 99.81 99.81 unch 0 30 +0
Mar15 140806 99.81 99.81 99.81 99.81 unch      
Jun15 140806 99.81 99.81 99.81 99.81 unch 0 2 +0
Sep15 140806 99.79 99.79 99.79 99.79 unch 0 1 +0
Dec15 140806 99.78 99.78 99.78 99.78 unch 0 33 +0
Mar16 140806 99.64 99.64 99.64 99.64 unch      
Jun16 140806 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 0 102 +0
Japanese Gov't Bonds(SGX)
Sep14 140806 146.07 146.12 146.02 146.05 -0.02 1,131 18,442 +77
Dec14 140806 145.48 145.48 145.48 145.48 -0.02 0 2 +0
Mar15 140806 144.91 144.91 144.91 144.91 -0.02      
Total Volume and Open Interest 1,131 18,444 +77
Euro-Bund(EUREX)
Sep14 140806 148.21 148.99 148.19 148.82 +0.81 391,468 1,185,034 +6,250
Dec14 140806 146.30 147.06 146.30 146.93 +0.81 236 5,084 +139
Mar15 140806 146.32 146.32 146.32 146.32 +0.49 0 3 +0
Total Volume and Open Interest 391,704 1,190,121 +6,389
Euro-Bobl(EUREX)
Sep14 140806 128.38 128.70 128.38 128.60 +0.26 230,944 927,844 -14,608
Dec14 140806 126.88 127.00 126.88 126.92 +0.25 13 2,335 -2
Mar15 140806 126.92 126.92 126.92 126.92 +0.25      
Total Volume and Open Interest 230,957 930,179 -14,610
3-Mth Euribor(EUREX)
Sep14 140806 99.800 99.800 99.800 99.800 +0.005 0 3,786 +0
Dec14 140806 99.810 99.810 99.810 99.810 +0.010 0 2,259 +0
Mar15 140806 99.815 99.820 99.815 99.820 +0.015 0 2,970 +0
Total Volume and Open Interest 213 29,949 +0
Long Gilt(LIFFE)
Sep14 140806 111~07 111~27 111~07 111~23 +0~21 119,855 380,407 +6,094
Dec14 140806 111~23 111~23 111~23 111~23 +0~21      
Total Volume and Open Interest 119,855 380,407 +6,094
3-Mth Short Sterling(LIFFE)
Sep14 140806 99.38 99.39 99.38 99.38 unch 41,337 360,243 -7,430
Dec14 140806 99.20 99.22 99.20 99.21 +0.01 33,749 454,052 +6,708
Mar15 140806 98.99 99.02 98.98 99.00 +0.01 44,950 371,221 +8,264
Jun15 140806 98.77 98.80 98.76 98.78 +0.02 41,337 253,781 +3,448
Sep15 140806 98.55 98.58 98.53 98.56 +0.02 34,308 237,798 +503
Dec15 140806 98.33 98.36 98.31 98.34 +0.02 43,048 282,548 -5,994
Total Volume and Open Interest 358,175 2,860,843 +18,358
3-Mth Euribor(LIFFE)
Sep14 140806 99.795 99.800 99.790 99.795 +0.005 10,520 480,075 -46
Dec14 140806 99.800 99.810 99.800 99.805 +0.005 13,546 426,710 -2,317
Mar15 140806 99.810 99.820 99.805 99.815 +0.010 6,809 389,540 -299
Total Volume and Open Interest 173,623 3,614,716 -2,934
3-Mth Aus T-Bills(SFE)
Sep14 140806 97.37 97.37 97.36 97.37 unch 4,331 171,863 +1,076
Dec14 140806 97.39 97.39 97.37 97.39 unch 16,442 234,836 -845
Mar15 140806 97.38 97.38 97.36 97.37 -0.01 10,667 202,865 -2,265
Jun15 140806 97.33 97.33 97.30 97.31 -0.03 13,864 151,403 -3,524
Sep15 140806 97.24 97.25 97.19 97.21 -0.04 11,997 114,983 -3,320
Dec15 140806 97.15 97.15 97.10 97.11 -0.05 4,710 69,945 -3,096
Mar16 140806 97.05 97.05 96.99 97.00 -0.06 1,680 39,312 +328
Jun16 140806 96.97 96.97 96.89 96.91 -0.06 790 23,143 -475
Sep16 140806 96.80 96.81 96.80 96.81 -0.07 67 2,574 +0
Dec16 140806 96.70 96.70 96.70 96.70 -0.08 0 512 +0
Total Volume and Open Interest 64,548 1,011,728 -12,121
10-Year Aus T-Bonds(SFE)
Sep14 140806 96.53 96.53 96.48 96.49 -0.05 62,866 656,347 -5,700
Dec14 140806 96.49 96.49 96.49 96.49 -0.05      
Total Volume and Open Interest 62,866 656,347 -5,700
3-Year Aus T-Bonds(SFE)
Sep14 140806 97.29 97.30 97.25 97.27 -0.03 100,787 843,059 -12,155
Dec14 140806 97.22 97.22 97.22 97.22 -0.08      
Total Volume and Open Interest 100,787 843,059 -12,155
Gold(CMX)
Aug14 140806 1288.1 1309.0 1287.8 1306.7 +22.7 917 4,791 -761
Oct14 140806 1288.1 1310.2 1287.9 1307.4 +22.8 3,583 22,888 +822
Dec14 140806 1288.9 1311.0 1288.5 1308.2 +22.9 67,872 260,803 +736
Feb15 140806 1289.9 1311.5 1289.9 1309.0 +22.9 1,657 12,344 +1,291
Apr15 140806 1304.4 1310.8 1304.4 1309.6 +22.9 656 8,381 +434
Jun15 140806 1310.3 1310.3 1310.3 1310.3 +22.9 78 7,569 -17
Aug15 140806 1298.0 1311.2 1298.0 1311.2 +22.9 600 4,970 -200
Oct15 140806 1312.2 1312.2 1312.2 1312.2 +23.0 4 572 +2
Dec15 140806 1313.0 1313.9 1313.0 1313.5 +23.0 194 13,245 +53
Feb16 140806 1315.1 1315.1 1315.1 1315.1 +23.0 0 848 +0
Apr16 140806 1316.9 1316.9 1316.9 1316.9 +23.0 0 150 +0
Jun16 140806 1318.9 1318.9 1318.9 1318.9 +23.0 0 4,160 +0
Total Volume and Open Interest 77,962 360,080 +1,084
Silver(CMX)
Sep14 140806 1978.5 2012.0 1977.0 2002.4 +19.1 32,959 91,951 -3,153
Dec14 140806 1986.5 2018.5 1984.0 2009.3 +19.4 7,152 37,480 +2,552
Mar15 140806 1992.0 2020.5 1991.5 2015.3 +19.6 309 6,493 +93
May15 140806 2000.0 2024.0 2000.0 2018.8 +19.8 55 2,795 +6
Jul15 140806 2003.0 2022.5 2003.0 2022.3 +19.9 164 3,509 +87
Sep15 140806 2027.5 2027.5 2026.6 2026.6 +19.9 85 1,197 +76
Dec15 140806 2032.7 2032.7 2032.7 2032.7 +19.9 142 6,167 +23
Total Volume and Open Interest 40,915 157,085 -310
Platinum(NYMEX)
Oct14 140806 1454.7 1467.1 1451.2 1465.2 +9.3 6,710 65,227 -545
Jan15 140806 1453.1 1468.1 1452.4 1466.4 +9.1 140 2,246 +62
Apr15 140806 1467.8 1467.8 1467.8 1467.8 +9.1 0 8 +0
Jul15 140806 1467.8 1467.8 1467.8 1467.8 +9.1      
Total Volume and Open Interest 6,854 67,515 -483
Palladium(NYMEX)
Sep14 140806 848.80 851.00 840.35 848.90 +0.55 5,716 40,193 -494
Dec14 140806 847.50 851.80 844.30 849.75 +0.80 421 4,492 +276
Mar15 140806 845.15 849.60 845.15 849.60 +0.85 4 8 +2
Total Volume and Open Interest 6,141 45,149 -216
Copper(CMX)
Sep14 140806 320.20 320.70 315.70 316.60 -3.85 45,661 105,191 +2,090
Dec14 140806 321.15 321.60 316.60 317.50 -3.90 7,922 48,739 +1,404
Mar15 140806 320.90 321.45 317.00 317.85 -3.95 1,506 10,269 +822
May15 140806 319.85 319.85 317.85 318.00 -3.90 201 1,214 +12
Jul15 140806 319.75 319.75 318.00 318.15 -3.90 30 652 +6
Total Volume and Open Interest 55,880 174,253 +4,421
DJIA Index(CBOT)
Sep14 140806 16363 16472 16283 16395 +29 43 3,387 -2
Dec14 140806 16311 16311 16285 16311 +26 0 60 +0
Mar15 140806 16232 16232 16206 16232 +26      
Jun15 140806 16142 16153 16127 16142 +15      
Total Volume and Open Interest 43 3,447 -2
E-mini DJIA Index(CBOT)
Sep14 140806 16369 16442 16272 16395 +29 137,613 116,371 -3,935
Dec14 140806 16238 16329 16200 16311 +26 10 232 +1
Mar15 140806 16230 16232 16230 16232 +26 2 32 +2
Jun15 140806 16159 16159 16099 16142 +15 0 2 +0
Total Volume and Open Interest 137,625 116,637 -3,932
S & P 500(CME)
Sep14 140806 1915.60 1923.30 1903.30 1914.80 +1.80 4,159 145,703 +300
Dec14 140806 1906.00 1914.10 1897.60 1906.90 +1.80 43 6,259 +27
Mar15 140806 1899.40 1906.70 1890.20 1899.40 +1.70 0 3,143 +0
Jun15 140806 1892.70 1900.00 1883.50 1892.70 +1.70      
Total Volume and Open Interest 4,202 155,105 +327
S & P 500 E-Mini(Globex)
Sep14 140806 1914.75 1923.50 1903.00 1914.75 +1.75 1,605,356 2,896,652 -4,490
Dec14 140806 1905.75 1915.25 1895.25 1907.00 +2.00 2,828 33,076 +753
Total Volume and Open Interest 1,608,213 2,930,219 -3,741
NASDAQ 100(CME)
Sep14 140806 3869.30 3891.00 3843.00 3868.80 -3.00 625 5,093 +294
Dec14 140806 3879.50 3879.50 3861.30 3861.30 -3.00 0 1 +0
Mar15 140806 3854.80 3857.80 3854.80 3854.80 -3.00      
Total Volume and Open Interest 625 5,094 +294
NASDAQ 100 E-Mini(Globex)
Sep14 140806 3874.50 3891.30 3842.00 3868.80 -3.00 250,762 361,149 -8,293
Dec14 140806 3864.80 3883.00 3835.00 3861.30 -3.00 633 601 +143
Total Volume and Open Interest 251,396 361,794 -8,151
S & P Midcap 400(CME)
Sep14 140806 1366.40 1366.40 1365.40 1366.40 +1.00 55 661 +1
Dec14 140806 1362.30 1362.30 1361.30 1362.30 +1.00      
Mar15 140806 1358.30 1358.30 1357.30 1358.30 +1.00      
Total Volume and Open Interest 55 661 +1
Volatility Index(CBOE)
Aug14 140806 16.15 16.65 15.40 16.20 +0.05 117,818 124,788 -12,385
Sep14 140806 16.17 16.57 15.70 16.30 +0.10 68,048 111,508 +284
Oct14 140806 16.42 16.72 16.03 16.55 +0.10 27,390 53,166 -2,542
Nov14 140806 16.73 16.95 16.38 16.90 +0.10 18,752 38,451 -907
Total Volume and Open Interest 254,595 421,852 -12,204
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep14 140806 15260 15300 15025 15085 -160 11,026 61,687 +6
Dec14 140806 15185 15205 15045 15045 -160 4 31 +1
Total Volume and Open Interest 11,030 61,718 +7
Nikkei 225(SGX)
Sep14 140806 15360 15385 15110 15130 -210 116,040 263,471 +3,855
Dec14 140806 15150 15160 15045 15045 -210 3 27,257 +2
Mar15 140806 15030 15030 15030 15030 -215 0 50 +0
Total Volume and Open Interest 116,607 301,467 +3,917
CAC 40(EURONEXT)
Aug14 140806 4208.5 4223.0 4168.5 4206.5 -27.5 110,142 271,807 -5,100
Sep14 140806 4204.0 4221.5 4169.5 4207.0 -27.5 453 43,921 -1,023
Oct14 140806 4186.5 4199.0 4166.5 4199.0 -27.5 0 18,297 +1
Total Volume and Open Interest 110,595 334,383 -6,122
Hang Seng Index(HKFE)
Aug14 140806 24599 24605 24343 24500 -91 52,382 126,953 -1,066
Sep14 140806 24499 24510 24273 24422 -96 692 7,454 +345
Total Volume and Open Interest 53,165 137,194 -702
DAX(EUREX)
Sep14 140806 9114.0 9168.5 9031.0 9127.5 -64.5 133,643 139,610 -901
Dec14 140806 9125.0 9166.0 9046.0 9134.5 -64.5 335 2,931 +73
Mar15 140806 9061.0 9159.0 9061.0 9146.0 -65.0 37 386 +7
Total Volume and Open Interest 134,015 142,927 -821
FT-SE 100(EURONEXT)
Sep14 140806 6614.00 6618.00 6552.50 6594.50 -38.50 82,887 592,238 -4,459
Dec14 140806 6572.00 6579.00 6537.00 6567.00 -40.50 2 13,607 -1
Mar15 140806 6521.00 6521.00 6521.00 6521.00 -39.50 1 339 +3
Total Volume and Open Interest 82,890 606,224 -4,457
SPI 200(SFE)
Sep14 140806 5472.0 5480.0 5431.0 5458.0 -16.0 25,214 234,448 -3,464
Dec14 140806 5435.0 5455.0 5435.0 5455.0 -15.0 65 3,196 -7
Mar15 140806 5422.0 5422.0 5422.0 5422.0 -15.0 25 1,956 -15
Total Volume and Open Interest 25,352 244,474 -3,449
FTSE MIB(ISE)
Sep14 140806 19930.00 20015.00 19350.00 19572.00 -527.00 23,265 46,204 -539
Dec14 140806 19845.00 19870.00 19270.00 19467.00 -532.00 26 192 +0
Mar15 140806 19474.00 19474.00 19474.00 19474.00 -532.00      
Total Volume and Open Interest 23,291 46,396 -539
KOSPI 200(KFE)
Sep14 140806 268.70 268.80 266.85 267.80 -0.65 156,030 135,506 -1,067
Dec14 140806 270.05 270.85 268.35 269.15 -0.55 395 4,415 +342
Mar15 140806 267.90 268.50 267.90 268.50 -1.30 5 711 +2
Total Volume and Open Interest 156,431 141,113 -697
GSCI(CME)
Aug14 140806 617.75 619.75 615.95 618.25 +2.25 366 7,892 -153
Sep14 140806 617.00 619.00 615.25 617.75 +2.45 206 1,160 +176
Oct14 140806 617.75 619.00 615.25 617.75 +2.45      
Total Volume and Open Interest 572 9,052 +23
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