|
 |
| MRCI's End of Day Prices |
|
| Daily Futures Price Listing Thu November 20, 2014 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan15 |
141120 |
1005.75 |
1022.25 |
1005.00 |
1020.50 |
+15.75 |
83,250 |
299,919 |
-2,986 |
| Mar15 |
141120 |
1012.75 |
1029.75 |
1012.00 |
1028.00 |
+16.00 |
34,412 |
128,837 |
-107 |
| May15 |
141120 |
1020.00 |
1036.00 |
1018.25 |
1034.50 |
+16.25 |
10,188 |
70,060 |
+803 |
| Jul15 |
141120 |
1024.00 |
1040.75 |
1023.25 |
1039.25 |
+16.00 |
10,435 |
73,255 |
-388 |
| Aug15 |
141120 |
1027.25 |
1039.50 |
1024.25 |
1039.50 |
+15.25 |
191 |
4,064 |
-13 |
| Sep15 |
141120 |
1008.75 |
1018.75 |
1005.75 |
1018.75 |
+13.00 |
81 |
1,004 |
-30 |
| Nov15 |
141120 |
992.00 |
1006.00 |
992.00 |
1004.50 |
+12.00 |
4,948 |
87,806 |
+393 |
| Jan16 |
141120 |
1000.00 |
1010.00 |
998.25 |
1010.00 |
+11.75 |
27 |
1,411 |
-6 |
| Mar16 |
141120 |
1002.00 |
1015.50 |
1002.00 |
1015.50 |
+12.00 |
33 |
729 |
+2 |
| May16 |
141120 |
1007.75 |
1017.75 |
1006.25 |
1017.75 |
+11.50 |
5 |
328 |
+5 |
| Jul16 |
141120 |
1023.25 |
1023.25 |
1011.75 |
1023.25 |
+11.50 |
2 |
285 |
+0 |
| Aug16 |
141120 |
1023.25 |
1023.25 |
1012.50 |
1023.25 |
+10.75 |
0 |
28 |
+0 |
| Sep16 |
141120 |
1011.00 |
1011.00 |
1001.50 |
1011.00 |
+9.50 |
0 |
17 |
+0 |
| Nov16 |
141120 |
994.00 |
1004.75 |
992.50 |
1004.75 |
+10.75 |
17 |
1,957 |
+8 |
| Total Volume and Open Interest |
143,589 |
669,902 |
-2,319 |
| Soybean Meal(CBOT) |
| Dec14 |
141120 |
370.70 |
375.10 |
365.00 |
370.80 |
+0.40 |
41,062 |
69,229 |
-9,440 |
| Jan15 |
141120 |
356.20 |
362.00 |
353.90 |
359.30 |
+3.20 |
30,050 |
113,525 |
+3,956 |
| Mar15 |
141120 |
341.30 |
348.50 |
340.90 |
347.30 |
+6.60 |
22,647 |
90,372 |
+2,377 |
| May15 |
141120 |
336.70 |
343.10 |
335.90 |
342.40 |
+6.50 |
9,122 |
42,246 |
+69 |
| Jul15 |
141120 |
337.30 |
342.90 |
336.30 |
342.30 |
+6.00 |
5,288 |
34,048 |
-432 |
| Aug15 |
141120 |
338.10 |
342.10 |
336.30 |
342.10 |
+5.80 |
371 |
6,635 |
+81 |
| Sep15 |
141120 |
335.70 |
340.70 |
334.90 |
340.60 |
+5.70 |
291 |
5,077 |
+18 |
| Oct15 |
141120 |
331.00 |
334.50 |
329.10 |
334.30 |
+5.20 |
106 |
4,831 |
+5 |
| Dec15 |
141120 |
328.10 |
332.40 |
326.90 |
331.90 |
+5.00 |
909 |
17,330 |
+126 |
| Jan16 |
141120 |
332.00 |
332.50 |
327.60 |
332.50 |
+4.90 |
7 |
1,085 |
-3 |
| Total Volume and Open Interest |
109,863 |
385,343 |
-3,239 |
| Soybean Oil(CBOT) |
| Dec14 |
141120 |
32.51 |
32.74 |
32.33 |
32.67 |
+0.16 |
37,777 |
83,135 |
-8,982 |
| Jan15 |
141120 |
32.63 |
32.85 |
32.46 |
32.78 |
+0.14 |
36,015 |
130,238 |
+3,628 |
| Mar15 |
141120 |
32.85 |
33.06 |
32.67 |
32.99 |
+0.13 |
21,474 |
70,336 |
+3,414 |
| May15 |
141120 |
33.09 |
33.28 |
32.87 |
33.21 |
+0.13 |
7,129 |
34,740 |
+1,130 |
| Jul15 |
141120 |
33.28 |
33.50 |
33.08 |
33.43 |
+0.13 |
4,818 |
39,921 |
+812 |
| Aug15 |
141120 |
33.15 |
33.43 |
33.14 |
33.43 |
+0.11 |
380 |
6,276 |
+97 |
| Sep15 |
141120 |
33.30 |
33.41 |
33.05 |
33.36 |
+0.08 |
649 |
4,681 |
-19 |
| Oct15 |
141120 |
32.76 |
33.03 |
32.74 |
33.03 |
+0.05 |
253 |
4,564 |
+30 |
| Dec15 |
141120 |
32.82 |
33.02 |
32.67 |
32.90 |
+0.01 |
1,463 |
22,909 |
+494 |
| Jan16 |
141120 |
33.03 |
33.03 |
33.03 |
33.03 |
unch |
13 |
1,473 |
+8 |
| Total Volume and Open Interest |
109,974 |
400,880 |
+615 |
| Canola(WCE) |
| Nov14 |
141114 |
442.7 |
442.7 |
442.7 |
442.7 |
+2.7 |
0 |
39 |
+0 |
| Jan15 |
141120 |
428.0 |
430.9 |
426.5 |
430.3 |
+2.4 |
10,734 |
73,375 |
+1,819 |
| Mar15 |
141120 |
431.2 |
433.5 |
429.4 |
433.0 |
+1.6 |
4,091 |
38,359 |
+2,000 |
| May15 |
141120 |
432.6 |
434.6 |
430.5 |
434.2 |
+1.5 |
694 |
10,736 |
+191 |
| Jul15 |
141120 |
431.6 |
435.8 |
431.5 |
435.1 |
+1.4 |
363 |
10,752 |
-40 |
| Total Volume and Open Interest |
16,035 |
139,245 |
+4,094 |
| Corn(CBOT) |
| Dec14 |
141120 |
363.00 |
374.75 |
362.50 |
373.25 |
+10.00 |
165,776 |
347,871 |
-23,828 |
| Mar15 |
141120 |
375.75 |
387.50 |
375.25 |
386.25 |
+10.25 |
120,282 |
539,871 |
+16,059 |
| May15 |
141120 |
384.50 |
396.00 |
384.50 |
395.00 |
+10.00 |
25,861 |
124,164 |
+5,245 |
| Jul15 |
141120 |
391.00 |
403.25 |
391.00 |
402.25 |
+10.00 |
14,027 |
124,928 |
-1,840 |
| Sep15 |
141120 |
398.00 |
409.25 |
398.00 |
408.50 |
+10.50 |
1,904 |
27,398 |
+259 |
| Dec15 |
141120 |
406.25 |
417.25 |
406.25 |
416.25 |
+9.25 |
7,568 |
146,366 |
-87 |
| Mar16 |
141120 |
415.50 |
424.75 |
415.00 |
424.00 |
+9.00 |
441 |
14,027 |
+239 |
| May16 |
141120 |
427.00 |
430.25 |
421.50 |
430.25 |
+8.75 |
35 |
1,447 |
+6 |
| Jul16 |
141120 |
427.00 |
435.00 |
426.50 |
434.50 |
+8.00 |
25 |
2,310 |
+17 |
| Sep16 |
141120 |
423.50 |
426.25 |
422.00 |
426.25 |
+7.25 |
1 |
614 |
+0 |
| Total Volume and Open Interest |
336,078 |
1,335,969 |
-3,903 |
| Wheat(CBOT) |
| Dec14 |
141120 |
538.50 |
548.00 |
532.00 |
547.25 |
+9.50 |
28,212 |
89,849 |
-4,973 |
| Mar15 |
141120 |
540.00 |
553.00 |
536.00 |
552.50 |
+11.50 |
40,530 |
198,581 |
+2,038 |
| May15 |
141120 |
546.75 |
560.00 |
542.75 |
559.25 |
+12.00 |
7,683 |
40,929 |
+71 |
| Jul15 |
141120 |
552.00 |
565.50 |
549.25 |
564.50 |
+11.00 |
5,953 |
51,260 |
+1,166 |
| Sep15 |
141120 |
561.50 |
574.00 |
558.50 |
573.25 |
+11.00 |
1,317 |
9,682 |
+423 |
| Dec15 |
141120 |
572.00 |
586.00 |
570.75 |
585.00 |
+10.75 |
755 |
19,032 |
+40 |
| Total Volume and Open Interest |
84,450 |
411,446 |
-1,235 |
| Wheat(KCBT) |
| Dec14 |
141120 |
587.00 |
603.00 |
583.75 |
602.25 |
+16.00 |
7,656 |
27,680 |
-2,730 |
| Mar15 |
141120 |
589.25 |
607.00 |
586.00 |
606.25 |
+17.00 |
10,388 |
77,094 |
+1,763 |
| May15 |
141120 |
591.50 |
608.75 |
588.00 |
608.75 |
+17.00 |
1,107 |
15,123 |
+132 |
| Jul15 |
141120 |
592.00 |
609.50 |
590.50 |
609.50 |
+17.00 |
1,594 |
23,203 |
+103 |
| Sep15 |
141120 |
607.50 |
620.50 |
603.75 |
620.50 |
+16.75 |
159 |
3,800 |
+34 |
| Dec15 |
141120 |
623.00 |
635.50 |
619.00 |
635.50 |
+16.50 |
116 |
3,209 |
+54 |
| Total Volume and Open Interest |
21,021 |
150,426 |
-643 |
| Wheat(MGE) |
| Dec14 |
141120 |
570.75 |
585.00 |
570.00 |
584.50 |
+13.00 |
5,201 |
13,936 |
-1,604 |
| Mar15 |
141120 |
578.00 |
592.00 |
577.00 |
591.50 |
+13.50 |
4,826 |
32,773 |
+1,486 |
| May15 |
141120 |
586.00 |
600.75 |
586.00 |
600.00 |
+13.50 |
256 |
7,231 |
+49 |
| Jul15 |
141120 |
594.00 |
608.25 |
594.00 |
607.75 |
+13.25 |
388 |
5,365 |
-121 |
| Sep15 |
141120 |
611.75 |
616.00 |
611.25 |
615.75 |
+13.00 |
244 |
3,802 |
+88 |
| Total Volume and Open Interest |
11,007 |
66,646 |
-25 |
| Oats(CBOT) |
| Dec14 |
141120 |
326.50 |
329.00 |
325.00 |
325.75 |
-0.75 |
607 |
2,785 |
-257 |
| Mar15 |
141120 |
329.25 |
332.75 |
325.00 |
328.25 |
-2.00 |
440 |
6,222 |
+209 |
| May15 |
141120 |
329.25 |
329.25 |
329.00 |
329.25 |
+0.25 |
72 |
714 |
-9 |
| Jul15 |
141120 |
329.00 |
329.75 |
326.00 |
329.75 |
+3.75 |
29 |
264 |
+20 |
| Total Volume and Open Interest |
1,149 |
10,094 |
-36 |
| Rough Rice(CBOT) |
| Jan15 |
141120 |
12.40 |
12.59 |
12.31 |
12.58 |
+0.18 |
280 |
7,136 |
+28 |
| Mar15 |
141120 |
12.68 |
12.85 |
12.60 |
12.85 |
+0.17 |
158 |
2,745 |
+4 |
| May15 |
141120 |
12.92 |
13.09 |
12.88 |
13.09 |
+0.16 |
1 |
23 |
+1 |
| Jul15 |
141120 |
13.28 |
13.28 |
13.13 |
13.28 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
439 |
9,904 |
+33 |
| Live Cattle(CME) |
| Dec14 |
141120 |
171.185 |
171.250 |
169.830 |
170.250 |
-0.580 |
9,435 |
71,144 |
-2,599 |
| Feb15 |
141120 |
172.650 |
172.750 |
170.985 |
171.830 |
-0.470 |
10,361 |
131,427 |
+2,355 |
| Apr15 |
141120 |
170.500 |
170.600 |
169.500 |
170.300 |
+0.100 |
3,703 |
68,197 |
+950 |
| Jun15 |
141120 |
161.325 |
162.100 |
160.500 |
162.000 |
+0.815 |
2,775 |
34,051 |
+686 |
| Aug15 |
141120 |
157.685 |
158.250 |
156.785 |
157.950 |
+0.550 |
515 |
8,335 |
+145 |
| Oct15 |
141120 |
158.825 |
159.250 |
157.985 |
159.250 |
+0.450 |
151 |
5,918 |
+27 |
| Total Volume and Open Interest |
27,048 |
323,090 |
+1,616 |
| Feeder Cattle(CME) |
| Nov14 |
141120 |
240.380 |
240.485 |
240.130 |
240.435 |
-0.115 |
1,569 |
5,373 |
-490 |
| Jan15 |
141120 |
237.550 |
237.550 |
234.800 |
235.580 |
-1.520 |
2,236 |
20,184 |
+118 |
| Mar15 |
141120 |
235.500 |
235.500 |
232.700 |
233.735 |
-1.595 |
1,255 |
8,131 |
+159 |
| Apr15 |
141120 |
235.880 |
235.880 |
232.985 |
233.950 |
-1.880 |
841 |
3,781 |
+389 |
| May15 |
141120 |
233.700 |
234.380 |
232.735 |
233.550 |
-1.985 |
413 |
5,447 |
+97 |
| Aug15 |
141120 |
235.600 |
235.600 |
233.130 |
233.830 |
-1.970 |
311 |
3,605 |
+84 |
| Sep15 |
141120 |
232.850 |
233.000 |
232.800 |
233.000 |
-1.450 |
15 |
246 |
+3 |
| Total Volume and Open Interest |
6,641 |
46,879 |
+361 |
| Lean Hogs(CME) |
| Dec14 |
141120 |
91.700 |
91.700 |
89.900 |
90.785 |
-1.000 |
12,517 |
42,217 |
-2,522 |
| Feb15 |
141120 |
91.580 |
91.580 |
89.900 |
90.900 |
-0.750 |
11,609 |
93,612 |
+2,283 |
| Apr15 |
141120 |
93.180 |
93.230 |
91.785 |
92.750 |
-0.850 |
3,510 |
49,838 |
+508 |
| May15 |
141120 |
94.500 |
95.000 |
93.885 |
94.800 |
+0.300 |
16 |
1,140 |
+2 |
| Jun15 |
141120 |
97.650 |
98.135 |
96.650 |
98.000 |
unch |
2,856 |
24,976 |
+456 |
| Jul15 |
141120 |
96.230 |
96.950 |
95.450 |
96.930 |
+0.200 |
793 |
10,485 |
+287 |
| Aug15 |
141120 |
93.430 |
94.200 |
92.980 |
94.150 |
+0.150 |
334 |
4,866 |
+64 |
| Oct15 |
141120 |
79.930 |
80.700 |
79.900 |
80.600 |
+0.400 |
114 |
1,795 |
+30 |
| Total Volume and Open Interest |
31,894 |
230,539 |
+1,211 |
| Class III Milk(CME) |
| Nov14 |
141120 |
21.97 |
21.97 |
21.87 |
21.92 |
+0.15 |
33 |
4,491 |
-2 |
| Dec14 |
141120 |
18.59 |
18.75 |
18.27 |
18.69 |
+0.14 |
234 |
4,600 |
+24 |
| Jan15 |
141120 |
17.32 |
17.39 |
17.09 |
17.24 |
+0.03 |
218 |
4,212 |
+64 |
| Feb15 |
141120 |
16.85 |
16.98 |
16.77 |
16.88 |
+0.03 |
65 |
4,090 |
+36 |
| Mar15 |
141120 |
16.60 |
16.74 |
16.60 |
16.66 |
+0.05 |
70 |
3,564 |
+43 |
| Apr15 |
141120 |
16.70 |
16.70 |
16.60 |
16.63 |
-0.02 |
71 |
2,960 |
+44 |
| May15 |
141120 |
16.73 |
16.75 |
16.67 |
16.70 |
+0.06 |
50 |
2,834 |
+28 |
| Jun15 |
141120 |
16.77 |
16.82 |
16.64 |
16.75 |
+0.07 |
70 |
2,705 |
+54 |
| Jul15 |
141120 |
16.78 |
16.86 |
16.76 |
16.79 |
unch |
63 |
1,987 |
+44 |
| Aug15 |
141120 |
17.08 |
17.15 |
17.07 |
17.12 |
+0.04 |
33 |
1,931 |
+20 |
| Sep15 |
141120 |
17.27 |
17.30 |
17.20 |
17.29 |
+0.02 |
54 |
1,797 |
+36 |
| Oct15 |
141120 |
17.27 |
17.28 |
17.15 |
17.24 |
-0.03 |
33 |
1,442 |
+27 |
| Nov15 |
141120 |
17.24 |
17.24 |
17.12 |
17.20 |
-0.03 |
44 |
1,255 |
+32 |
| Total Volume and Open Interest |
1,064 |
39,376 |
+460 |
| Cocoa(ICE) |
| Dec14 |
141120 |
2873 |
2891 |
2873 |
2879 |
+8 |
11 |
120 |
-10 |
| Mar15 |
141120 |
2835 |
2846 |
2819 |
2829 |
-6 |
11,513 |
89,143 |
-632 |
| May15 |
141120 |
2832 |
2843 |
2819 |
2828 |
-4 |
3,176 |
43,633 |
+754 |
| Jul15 |
141120 |
2825 |
2834 |
2815 |
2824 |
-4 |
687 |
15,953 |
-57 |
| Sep15 |
141120 |
2821 |
2829 |
2812 |
2821 |
-3 |
521 |
9,835 |
+102 |
| Dec15 |
141120 |
2813 |
2814 |
2807 |
2807 |
-1 |
140 |
8,030 |
+53 |
| Mar16 |
141120 |
2800 |
2800 |
2797 |
2797 |
unch |
12 |
4,764 |
+18 |
| Total Volume and Open Interest |
16,060 |
172,714 |
+228 |
| Coffee "C"(ICE) |
| Dec14 |
141120 |
197.80 |
197.80 |
187.60 |
187.70 |
-10.15 |
13,191 |
2,484 |
-9,019 |
| Mar15 |
141120 |
198.25 |
198.50 |
188.35 |
188.85 |
-10.25 |
21,721 |
91,343 |
+1,165 |
| May15 |
141120 |
200.85 |
200.85 |
191.00 |
191.20 |
-10.25 |
3,181 |
21,662 |
+817 |
| Jul15 |
141120 |
203.50 |
203.50 |
193.00 |
193.40 |
-10.10 |
1,209 |
12,628 |
+168 |
| Sep15 |
141120 |
204.35 |
204.35 |
195.00 |
195.10 |
-10.00 |
454 |
7,241 |
-77 |
| Dec15 |
141120 |
205.80 |
205.80 |
196.40 |
196.65 |
-9.95 |
212 |
6,868 |
-35 |
| Total Volume and Open Interest |
40,025 |
149,577 |
-6,965 |
| Orange Juice(ICE) |
| Jan15 |
141120 |
138.10 |
144.70 |
137.85 |
142.55 |
+4.20 |
662 |
10,678 |
-248 |
| Mar15 |
141120 |
139.00 |
144.50 |
139.00 |
143.75 |
+4.40 |
98 |
2,337 |
+8 |
| May15 |
141120 |
141.20 |
145.40 |
141.20 |
145.40 |
+4.30 |
28 |
839 |
+4 |
| Jul15 |
141120 |
147.00 |
147.00 |
147.00 |
147.00 |
+4.30 |
30 |
238 |
+30 |
| Sep15 |
141120 |
148.80 |
148.80 |
148.80 |
148.80 |
+4.30 |
0 |
65 |
+0 |
| Nov15 |
141120 |
150.55 |
150.55 |
150.55 |
150.55 |
+4.05 |
0 |
28 |
+0 |
| Total Volume and Open Interest |
818 |
14,197 |
-206 |
| Sugar #11(ICE) |
| Mar15 |
141120 |
15.85 |
16.22 |
15.83 |
16.10 |
+0.23 |
36,001 |
467,843 |
+695 |
| May15 |
141120 |
16.19 |
16.53 |
16.19 |
16.45 |
+0.22 |
13,456 |
132,327 |
+2,764 |
| Jul15 |
141120 |
16.45 |
16.73 |
16.44 |
16.66 |
+0.20 |
4,762 |
94,438 |
+32 |
| Oct15 |
141120 |
16.85 |
17.11 |
16.85 |
17.04 |
+0.18 |
2,447 |
62,314 |
-168 |
| Mar16 |
141120 |
17.64 |
17.85 |
17.64 |
17.79 |
+0.15 |
932 |
28,744 |
+310 |
| May16 |
141120 |
17.76 |
17.90 |
17.76 |
17.85 |
+0.16 |
944 |
7,338 |
+466 |
| Jul16 |
141120 |
17.72 |
17.86 |
17.72 |
17.84 |
+0.18 |
19 |
7,852 |
+1 |
| Oct16 |
141120 |
17.83 |
17.99 |
17.83 |
17.99 |
+0.22 |
18 |
7,769 |
+18 |
| Total Volume and Open Interest |
58,579 |
816,091 |
+4,118 |
| London Cocoa(LCE) |
| Dec14 |
141120 |
1893 |
1900 |
1890 |
1895 |
-1 |
4,770 |
50,078 |
-330 |
| Mar15 |
141120 |
1876 |
1883 |
1871 |
1874 |
-5 |
6,825 |
86,311 |
-27 |
| May15 |
141120 |
1870 |
1875 |
1865 |
1869 |
-2 |
1,581 |
35,177 |
+11 |
| Jul15 |
141120 |
1862 |
1866 |
1858 |
1862 |
-2 |
614 |
17,517 |
-37 |
| Sep15 |
141120 |
1857 |
1857 |
1849 |
1855 |
-1 |
646 |
26,630 |
+210 |
| Dec15 |
141120 |
1844 |
1844 |
1844 |
1844 |
unch |
474 |
13,423 |
+125 |
| Mar16 |
141120 |
1833 |
1833 |
1833 |
1833 |
+1 |
158 |
12,901 |
+15 |
| Total Volume and Open Interest |
15,068 |
242,624 |
-33 |
| London Sugar(LCE) |
| Mar15 |
141120 |
417.00 |
425.60 |
415.40 |
421.70 |
+5.30 |
1,907 |
39,918 |
+75 |
| May15 |
141120 |
425.50 |
433.60 |
424.20 |
430.50 |
+5.40 |
994 |
13,772 |
+353 |
| Aug15 |
141120 |
436.60 |
443.50 |
435.50 |
441.30 |
+4.80 |
237 |
8,155 |
+143 |
| Oct15 |
141120 |
447.00 |
450.40 |
447.00 |
447.40 |
+4.30 |
141 |
2,746 |
+20 |
| Dec15 |
141120 |
458.70 |
458.80 |
455.20 |
455.20 |
+3.30 |
7 |
1,195 |
-3 |
| Total Volume and Open Interest |
4,187 |
68,237 |
+1,039 |
| Cotton(ICE) |
| Dec14 |
141120 |
58.90 |
59.98 |
57.84 |
58.54 |
-0.57 |
6,987 |
7,333 |
-4,454 |
| Mar15 |
141120 |
59.00 |
59.88 |
58.74 |
58.86 |
-0.24 |
18,997 |
126,299 |
+1,320 |
| May15 |
141120 |
59.95 |
60.75 |
59.65 |
59.81 |
-0.23 |
1,809 |
23,861 |
+494 |
| Jul15 |
141120 |
60.90 |
61.35 |
60.60 |
60.75 |
-0.24 |
293 |
9,161 |
+103 |
| Oct15 |
141120 |
62.20 |
62.20 |
62.20 |
62.20 |
-0.24 |
0 |
5 |
+0 |
| Dec15 |
141120 |
63.11 |
63.80 |
62.98 |
62.98 |
-0.39 |
68 |
10,252 |
+47 |
| Total Volume and Open Interest |
28,154 |
177,107 |
-2,490 |
| Lumber(CME) |
| Jan15 |
141120 |
323.5 |
327.8 |
323.5 |
327.4 |
+9.6 |
343 |
4,191 |
+44 |
| Mar15 |
141120 |
324.7 |
328.2 |
324.6 |
327.0 |
+8.6 |
131 |
718 |
+96 |
| May15 |
141120 |
329.0 |
331.0 |
329.0 |
330.0 |
+7.9 |
2 |
31 |
+2 |
| Jul15 |
141120 |
336.0 |
336.0 |
336.0 |
336.0 |
+9.0 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
476 |
4,946 |
+142 |
| Crude Oil(NYM) |
| Dec14 |
141120 |
74.25 |
75.76 |
74.17 |
75.58 |
+1.00 |
186,214 |
65,594 |
-23,320 |
| Jan15 |
141120 |
74.34 |
76.37 |
74.20 |
75.85 |
+1.35 |
188,957 |
347,778 |
+12,009 |
| Feb15 |
141120 |
74.27 |
76.33 |
74.15 |
75.85 |
+1.42 |
31,824 |
98,136 |
+1,679 |
| Mar15 |
141120 |
74.29 |
76.26 |
74.07 |
75.82 |
+1.45 |
34,459 |
133,107 |
+3,012 |
| Apr15 |
141120 |
74.36 |
76.20 |
74.09 |
75.82 |
+1.39 |
10,356 |
43,083 |
+305 |
| May15 |
141120 |
74.65 |
75.87 |
74.26 |
75.85 |
+1.28 |
6,083 |
38,400 |
+310 |
| Jun15 |
141120 |
74.68 |
76.28 |
74.27 |
75.86 |
+1.16 |
28,834 |
136,367 |
-104 |
| Jul15 |
141120 |
74.73 |
76.10 |
74.30 |
75.81 |
+1.08 |
2,818 |
36,513 |
+365 |
| Aug15 |
141120 |
74.80 |
75.82 |
74.62 |
75.76 |
+1.01 |
2,046 |
25,375 |
-84 |
| Sep15 |
141120 |
74.86 |
75.81 |
74.67 |
75.76 |
+0.96 |
4,282 |
53,522 |
-728 |
| Oct15 |
141120 |
75.01 |
75.80 |
74.96 |
75.75 |
+0.91 |
1,901 |
27,461 |
+356 |
| Nov15 |
141120 |
74.93 |
75.84 |
74.45 |
75.78 |
+0.87 |
2,636 |
24,008 |
-446 |
| Dec15 |
141120 |
74.84 |
76.26 |
74.50 |
75.86 |
+0.85 |
20,692 |
154,964 |
+825 |
| Jan16 |
141120 |
75.47 |
75.86 |
75.47 |
75.86 |
+0.82 |
436 |
31,348 |
+84 |
| Feb16 |
141120 |
75.28 |
75.90 |
75.28 |
75.90 |
+0.79 |
77 |
11,813 |
+17 |
| Mar16 |
141120 |
75.58 |
75.96 |
75.58 |
75.96 |
+0.77 |
999 |
18,187 |
+500 |
| Total Volume and Open Interest |
531,050 |
1,459,175 |
-5,360 |
| e-miNY Crude Oil(NYM) |
| Nov14 |
141020 |
83.100 |
83.450 |
81.600 |
82.700 |
-0.050 |
13,244 |
2,057 |
-23 |
| Dec14 |
141119 |
74.225 |
75.375 |
73.925 |
74.575 |
-0.025 |
6,996 |
4,201 |
-573 |
| Jan15 |
141120 |
74.325 |
76.350 |
74.200 |
75.850 |
+1.350 |
3,222 |
5,033 |
+699 |
| Feb15 |
141120 |
74.325 |
76.300 |
74.225 |
75.850 |
+1.425 |
101 |
260 |
+25 |
| Mar15 |
141120 |
74.350 |
76.000 |
74.200 |
75.825 |
+1.450 |
26 |
166 |
+13 |
| Apr15 |
141120 |
75.825 |
75.825 |
75.825 |
75.825 |
+1.400 |
2 |
9 |
+2 |
| May15 |
141120 |
75.850 |
75.850 |
75.850 |
75.850 |
+1.275 |
0 |
27 |
+0 |
| Jun15 |
141120 |
75.200 |
75.850 |
75.200 |
75.850 |
+1.150 |
29 |
92 |
+25 |
| Jul15 |
141120 |
75.800 |
75.800 |
75.800 |
75.800 |
+1.075 |
0 |
14 |
+0 |
| Aug15 |
141120 |
75.750 |
75.750 |
75.750 |
75.750 |
+1.000 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
8,670 |
9,433 |
+263 |
| NY Harbor ULSD(NYM) |
| Dec14 |
141120 |
236.00 |
239.51 |
234.97 |
238.00 |
+2.10 |
42,093 |
45,098 |
-5,909 |
| Jan15 |
141120 |
234.31 |
237.81 |
233.07 |
236.30 |
+2.18 |
49,294 |
107,090 |
+5,723 |
| Feb15 |
141120 |
233.01 |
236.43 |
231.97 |
235.13 |
+2.22 |
16,932 |
47,440 |
-623 |
| Mar15 |
141120 |
231.90 |
235.30 |
230.93 |
233.91 |
+2.22 |
12,001 |
46,356 |
+416 |
| Apr15 |
141120 |
230.51 |
233.13 |
229.49 |
232.66 |
+2.18 |
5,565 |
35,881 |
+499 |
| May15 |
141120 |
230.80 |
232.70 |
230.14 |
232.39 |
+2.18 |
2,617 |
12,922 |
+328 |
| Jun15 |
141120 |
230.96 |
234.00 |
229.46 |
232.84 |
+2.23 |
5,262 |
33,365 |
+232 |
| Jul15 |
141120 |
232.37 |
234.01 |
232.37 |
233.85 |
+2.25 |
522 |
7,142 |
-14 |
| Aug15 |
141120 |
233.32 |
234.95 |
233.32 |
234.90 |
+2.27 |
292 |
4,919 |
+51 |
| Sep15 |
141120 |
235.25 |
236.20 |
234.84 |
236.07 |
+2.24 |
295 |
6,484 |
+68 |
| Oct15 |
141120 |
235.78 |
237.35 |
235.78 |
237.31 |
+2.21 |
232 |
4,115 |
+40 |
| Nov15 |
141120 |
237.24 |
238.54 |
237.24 |
238.49 |
+2.18 |
198 |
3,467 |
+31 |
| Dec15 |
141120 |
236.79 |
239.65 |
235.92 |
239.43 |
+2.15 |
1,037 |
21,610 |
+20 |
| Jan16 |
141120 |
238.45 |
240.14 |
238.45 |
240.14 |
+2.11 |
116 |
3,153 |
+9 |
| Total Volume and Open Interest |
136,628 |
387,099 |
+908 |
| RBOB Gasoline(NYM) |
| Dec14 |
141120 |
203.29 |
205.62 |
202.00 |
202.76 |
-1.62 |
36,797 |
46,601 |
-5,344 |
| Jan15 |
141120 |
201.70 |
203.75 |
200.03 |
201.50 |
-0.75 |
46,948 |
131,607 |
+4,300 |
| Feb15 |
141120 |
201.65 |
204.17 |
200.55 |
202.12 |
-0.47 |
19,528 |
31,941 |
+1,640 |
| Mar15 |
141120 |
203.69 |
205.73 |
202.18 |
203.90 |
-0.20 |
14,683 |
33,828 |
+671 |
| Apr15 |
141120 |
222.40 |
224.37 |
221.73 |
222.88 |
+0.18 |
9,344 |
29,305 |
+708 |
| May15 |
141120 |
222.98 |
224.62 |
221.87 |
223.53 |
+0.49 |
5,212 |
17,356 |
-434 |
| Jun15 |
141120 |
221.92 |
223.17 |
221.42 |
222.56 |
+0.76 |
5,899 |
19,304 |
+540 |
| Jul15 |
141120 |
221.30 |
221.30 |
220.27 |
220.98 |
+0.99 |
1,599 |
7,330 |
+12 |
| Aug15 |
141120 |
217.15 |
219.30 |
217.15 |
218.93 |
+1.11 |
1,445 |
3,418 |
+42 |
| Sep15 |
141120 |
214.74 |
216.90 |
214.74 |
216.39 |
+1.13 |
2,117 |
7,010 |
-120 |
| Total Volume and Open Interest |
146,617 |
351,788 |
+2,063 |
| e-miNY RBOB Gasoline(NYM) |
| Dec14 |
141120 |
202.80 |
202.80 |
202.76 |
202.80 |
-1.60 |
0 |
1 |
+0 |
| Jan15 |
141120 |
201.50 |
201.50 |
201.50 |
201.50 |
-0.80 |
|
|
|
| Feb15 |
141120 |
202.10 |
202.12 |
202.10 |
202.10 |
-0.50 |
|
|
|
| Mar15 |
141120 |
203.90 |
203.90 |
203.90 |
203.90 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
0 |
1 |
+0 |
| Natural Gas(NYM) |
| Dec14 |
141120 |
4.408 |
4.503 |
4.250 |
4.489 |
+0.118 |
211,096 |
60,444 |
-11,235 |
| Jan15 |
141120 |
4.541 |
4.658 |
4.415 |
4.649 |
+0.133 |
126,571 |
265,530 |
-5,774 |
| Feb15 |
141120 |
4.517 |
4.618 |
4.391 |
4.611 |
+0.123 |
37,652 |
76,002 |
+2,281 |
| Mar15 |
141120 |
4.421 |
4.522 |
4.306 |
4.514 |
+0.117 |
62,599 |
115,099 |
+2,442 |
| Apr15 |
141120 |
3.821 |
3.848 |
3.732 |
3.823 |
+0.025 |
34,722 |
102,442 |
+2,253 |
| May15 |
141120 |
3.750 |
3.780 |
3.676 |
3.754 |
+0.023 |
8,988 |
60,827 |
+752 |
| Jun15 |
141120 |
3.739 |
3.774 |
3.692 |
3.767 |
+0.020 |
2,585 |
29,174 |
+134 |
| Jul15 |
141120 |
3.812 |
3.812 |
3.714 |
3.786 |
+0.019 |
2,473 |
25,956 |
-94 |
| Aug15 |
141120 |
3.818 |
3.818 |
3.725 |
3.789 |
+0.014 |
1,407 |
27,263 |
-23 |
| Sep15 |
141120 |
3.804 |
3.806 |
3.712 |
3.773 |
+0.010 |
1,368 |
18,165 |
-53 |
| Oct15 |
141120 |
3.778 |
3.830 |
3.737 |
3.800 |
+0.008 |
5,525 |
46,699 |
+220 |
| Nov15 |
141120 |
3.867 |
3.870 |
3.811 |
3.869 |
+0.002 |
1,051 |
23,837 |
+136 |
| Dec15 |
141120 |
4.040 |
4.040 |
3.986 |
4.033 |
unch |
1,167 |
22,944 |
+229 |
| Jan16 |
141120 |
4.149 |
4.163 |
4.103 |
4.160 |
+0.006 |
2,928 |
17,769 |
-439 |
| Feb16 |
141120 |
4.110 |
4.123 |
4.073 |
4.123 |
+0.007 |
201 |
4,628 |
+41 |
| Mar16 |
141120 |
4.035 |
4.043 |
4.010 |
4.043 |
+0.004 |
1,331 |
9,481 |
+552 |
| Total Volume and Open Interest |
502,494 |
966,597 |
-7,900 |
| Brent Crude Oil(ICE) |
| Jan15 |
141120 |
78.16 |
79.95 |
77.56 |
79.33 |
+1.23 |
209,549 |
319,289 |
-1,920 |
| Feb15 |
141120 |
78.34 |
80.36 |
77.99 |
79.74 |
+1.17 |
75,767 |
199,384 |
+9,177 |
| Mar15 |
141120 |
79.05 |
80.83 |
78.51 |
80.25 |
+1.12 |
41,675 |
129,381 |
+1,310 |
| Apr15 |
141120 |
79.56 |
81.30 |
79.03 |
80.73 |
+1.06 |
17,874 |
55,265 |
-426 |
| May15 |
141120 |
80.03 |
81.63 |
79.50 |
81.15 |
+1.00 |
11,354 |
62,722 |
+692 |
| Jun15 |
141120 |
80.44 |
82.05 |
79.90 |
81.50 |
+0.93 |
37,827 |
121,497 |
+1,034 |
| Jul15 |
141120 |
80.75 |
81.89 |
80.33 |
81.84 |
+0.87 |
5,439 |
34,287 |
+497 |
| Aug15 |
141120 |
81.08 |
82.52 |
80.74 |
82.11 |
+0.81 |
3,009 |
34,950 |
+291 |
| Sep15 |
141120 |
81.42 |
82.85 |
80.90 |
82.32 |
+0.75 |
5,469 |
37,485 |
-331 |
| Oct15 |
141120 |
82.20 |
82.57 |
82.20 |
82.57 |
+0.72 |
2,814 |
24,376 |
-356 |
| Nov15 |
141120 |
82.36 |
82.83 |
82.36 |
82.83 |
+0.70 |
2,955 |
22,637 |
-468 |
| Dec15 |
141120 |
82.30 |
83.54 |
81.75 |
83.07 |
+0.66 |
25,550 |
123,588 |
-1,880 |
| Jan16 |
141120 |
83.36 |
83.36 |
83.36 |
83.36 |
+0.66 |
2,215 |
20,181 |
+906 |
| Feb16 |
141120 |
83.64 |
83.64 |
83.64 |
83.64 |
+0.64 |
767 |
11,139 |
-226 |
| Total Volume and Open Interest |
464,462 |
1,404,813 |
+10,770 |
| Gas Oil(ICE) |
| Dec14 |
141120 |
691.50 |
703.50 |
688.00 |
695.75 |
-1.75 |
50,721 |
121,354 |
+28 |
| Jan15 |
141120 |
690.25 |
700.00 |
685.50 |
692.25 |
-3.50 |
52,884 |
121,934 |
+4,730 |
| Feb15 |
141120 |
702.00 |
712.00 |
697.00 |
703.00 |
-4.75 |
15,550 |
54,227 |
-613 |
| Mar15 |
141120 |
704.25 |
714.50 |
699.25 |
705.50 |
-4.50 |
9,202 |
28,225 |
-1,936 |
| Apr15 |
141120 |
706.75 |
715.50 |
702.00 |
708.25 |
-4.00 |
4,407 |
16,353 |
-852 |
| May15 |
141120 |
709.50 |
715.75 |
704.50 |
710.75 |
-4.00 |
3,179 |
14,652 |
+680 |
| Jun15 |
141120 |
711.50 |
721.00 |
707.25 |
713.25 |
-4.00 |
6,050 |
35,965 |
-75 |
| Jul15 |
141120 |
716.50 |
723.00 |
712.00 |
716.50 |
-4.25 |
606 |
9,512 |
+29 |
| Aug15 |
141120 |
719.75 |
725.00 |
714.25 |
719.50 |
-4.75 |
542 |
6,373 |
+132 |
| Sep15 |
141120 |
722.75 |
728.00 |
717.25 |
722.50 |
-4.75 |
1,074 |
8,978 |
-92 |
| Total Volume and Open Interest |
147,976 |
467,508 |
+2,280 |
| Ethanol(CBOT) |
| Dec14 |
141120 |
1.890 |
2.010 |
1.848 |
1.948 |
+0.073 |
621 |
982 |
-146 |
| Jan15 |
141120 |
1.708 |
1.791 |
1.708 |
1.747 |
+0.046 |
501 |
1,881 |
+155 |
| Feb15 |
141120 |
1.687 |
1.700 |
1.678 |
1.679 |
+0.049 |
110 |
651 |
+32 |
| Mar15 |
141120 |
1.661 |
1.675 |
1.661 |
1.664 |
+0.058 |
33 |
825 |
+15 |
| Apr15 |
141120 |
1.663 |
1.663 |
1.663 |
1.663 |
+0.033 |
10 |
540 |
-7 |
| May15 |
141120 |
1.653 |
1.653 |
1.653 |
1.653 |
+0.033 |
3 |
378 |
+2 |
| Jun15 |
141120 |
1.651 |
1.651 |
1.651 |
1.651 |
+0.033 |
4 |
251 |
+2 |
| Jul15 |
141120 |
1.640 |
1.640 |
1.640 |
1.640 |
+0.033 |
6 |
166 |
+5 |
| Total Volume and Open Interest |
1,293 |
5,767 |
+58 |
| WTI Crude Oil(ICE) |
| Jan15 |
141120 |
74.49 |
76.34 |
74.21 |
75.85 |
+1.35 |
57,236 |
70,288 |
-4,031 |
| Feb15 |
141120 |
74.48 |
76.28 |
74.16 |
75.85 |
+1.42 |
13,403 |
34,101 |
-357 |
| Mar15 |
141120 |
74.50 |
76.12 |
74.08 |
75.82 |
+1.45 |
10,121 |
40,302 |
+1,380 |
| Apr15 |
141120 |
74.60 |
76.12 |
74.20 |
75.82 |
+1.39 |
5,537 |
10,075 |
+94 |
| May15 |
141120 |
74.51 |
76.14 |
74.31 |
75.85 |
+1.28 |
4,016 |
7,764 |
+690 |
| Jun15 |
141120 |
74.74 |
75.86 |
74.37 |
75.86 |
+1.16 |
8,522 |
54,889 |
-869 |
| Jul15 |
141120 |
74.77 |
76.02 |
74.77 |
75.81 |
+1.08 |
583 |
4,566 |
+8 |
| Aug15 |
141120 |
75.16 |
75.76 |
74.97 |
75.76 |
+1.01 |
313 |
2,240 |
+182 |
| Sep15 |
141120 |
74.79 |
75.76 |
74.79 |
75.76 |
+0.96 |
572 |
14,893 |
-83 |
| Oct15 |
141120 |
75.75 |
75.75 |
75.75 |
75.75 |
+0.91 |
84 |
2,511 |
+101 |
| Nov15 |
141120 |
75.78 |
75.78 |
75.78 |
75.78 |
+0.87 |
356 |
6,119 |
-36 |
| Dec15 |
141120 |
75.00 |
75.87 |
74.53 |
75.86 |
+0.85 |
5,768 |
76,125 |
-86 |
| Jan16 |
141120 |
75.86 |
75.86 |
75.86 |
75.86 |
+0.82 |
7 |
6,736 |
+5 |
| Feb16 |
141120 |
75.90 |
75.90 |
75.90 |
75.90 |
+0.79 |
0 |
716 |
+0 |
| Mar16 |
141120 |
75.96 |
75.96 |
75.96 |
75.96 |
+0.77 |
100 |
2,006 |
-100 |
| Apr16 |
141120 |
76.04 |
76.04 |
76.04 |
76.04 |
+0.74 |
0 |
2,438 |
+0 |
| Total Volume and Open Interest |
143,054 |
430,298 |
-15,546 |
| US Dollar Index(ICE) |
| Dec14 |
141120 |
87.780 |
88.010 |
87.540 |
87.668 |
-0.042 |
26,249 |
85,179 |
-238 |
| Mar15 |
141120 |
87.960 |
88.200 |
87.740 |
87.855 |
-0.045 |
896 |
5,033 |
+101 |
| Jun15 |
141120 |
88.105 |
88.300 |
88.045 |
88.045 |
-0.045 |
74 |
382 |
+67 |
| Total Volume and Open Interest |
27,232 |
90,731 |
-77 |
| Australian Dollar(CME) |
| Dec14 |
141120 |
85.88 |
86.27 |
85.52 |
86.22 |
+0.21 |
83,359 |
116,745 |
-779 |
| Mar15 |
141120 |
85.29 |
85.66 |
84.95 |
85.64 |
+0.20 |
294 |
1,019 |
-7 |
| Jun15 |
141120 |
85.08 |
85.08 |
85.08 |
85.08 |
+0.19 |
1 |
48 |
-1 |
| Total Volume and Open Interest |
83,654 |
117,859 |
-787 |
| British Pound(CME) |
| Dec14 |
141120 |
156.78 |
157.36 |
156.29 |
156.96 |
+0.21 |
78,773 |
164,405 |
+2,896 |
| Mar15 |
141120 |
156.59 |
157.21 |
156.22 |
156.85 |
+0.21 |
147 |
2,382 |
-18 |
| Jun15 |
141120 |
156.35 |
157.03 |
156.35 |
156.73 |
+0.21 |
1 |
112 |
+0 |
| Total Volume and Open Interest |
78,921 |
166,959 |
+2,878 |
| Canadian Dollar(CME) |
| Dec14 |
141120 |
88.10 |
88.50 |
87.90 |
88.42 |
+0.28 |
43,177 |
92,429 |
-1,055 |
| Mar15 |
141120 |
87.87 |
88.30 |
87.71 |
88.23 |
+0.28 |
499 |
11,600 |
-17 |
| Jun15 |
141120 |
88.06 |
88.06 |
88.02 |
88.02 |
+0.27 |
21 |
1,211 |
+18 |
| Sep15 |
141120 |
87.83 |
87.83 |
87.83 |
87.83 |
+0.28 |
1 |
1,134 |
+0 |
| Total Volume and Open Interest |
43,699 |
106,914 |
-1,053 |
| Japanese Yen(CME) |
| Dec14 |
141120 |
84.65 |
84.92 |
84.06 |
84.79 |
-0.06 |
177,783 |
233,738 |
+4,011 |
| Mar15 |
141120 |
84.75 |
85.01 |
84.18 |
84.89 |
-0.07 |
1,506 |
5,048 |
+287 |
| Jun15 |
141120 |
84.83 |
85.10 |
84.39 |
84.99 |
-0.07 |
16 |
84 |
+0 |
| Total Volume and Open Interest |
179,320 |
238,913 |
+4,302 |
| Swiss Franc(CME) |
| Dec14 |
141120 |
104.44 |
104.70 |
104.12 |
104.45 |
+0.01 |
37,228 |
59,842 |
+110 |
| Mar15 |
141120 |
104.74 |
104.74 |
104.36 |
104.59 |
+0.01 |
50 |
828 |
+14 |
| Jun15 |
141120 |
104.75 |
104.75 |
104.75 |
104.75 |
+0.01 |
0 |
23 |
+0 |
| Total Volume and Open Interest |
37,278 |
60,718 |
+124 |
| EuroFX(CME) |
| Dec14 |
141120 |
125.50 |
125.77 |
125.06 |
125.52 |
+0.05 |
209,275 |
453,101 |
-4,993 |
| Mar15 |
141120 |
125.52 |
125.84 |
125.15 |
125.59 |
+0.05 |
2,401 |
10,911 |
-89 |
| Jun15 |
141120 |
125.53 |
125.80 |
125.27 |
125.69 |
+0.06 |
34 |
1,054 |
+16 |
| Total Volume and Open Interest |
211,717 |
465,168 |
-5,068 |
| Mexican Peso(CME) |
| Dec14 |
141120 |
732.88 |
735.12 |
731.25 |
732.25 |
unch |
17,274 |
121,337 |
-299 |
| Jan15 |
141120 |
730.88 |
730.88 |
730.88 |
730.88 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
18,045 |
167,389 |
-334 |
| Brazilian Real(CME) |
| Dec14 |
141120 |
390.50 |
392.20 |
390.50 |
390.90 |
+4.55 |
457 |
10,509 |
-124 |
| Jan15 |
141120 |
390.35 |
390.35 |
387.45 |
387.45 |
+4.45 |
228 |
29,732 |
-182 |
| Feb15 |
141120 |
383.75 |
383.75 |
383.75 |
383.75 |
+4.10 |
0 |
20,193 |
+0 |
| Mar15 |
141120 |
381.00 |
382.00 |
381.00 |
381.00 |
+4.20 |
0 |
330 |
+0 |
| Total Volume and Open Interest |
685 |
69,924 |
-306 |
| 30-Year T-Bonds(CBOT) |
| Dec14 |
141120 |
141~030 |
142~030 |
141~020 |
141~180 |
+0~110 |
211,563 |
806,029 |
-8,345 |
| Mar15 |
141120 |
139~210 |
140~210 |
139~200 |
140~040 |
+0~110 |
6,947 |
13,112 |
+4,628 |
| Jun15 |
141120 |
151~000 |
151~110 |
150~160 |
150~280 |
+0~110 |
46 |
304 |
+16 |
| Total Volume and Open Interest |
218,556 |
819,445 |
-3,701 |
| 10-Year T-Notes(CBOT) |
| Dec14 |
141120 |
126~110 |
126~260 |
126~110 |
126~180 |
+0~055 |
843,364 |
2,806,145 |
+10,016 |
| Mar15 |
141120 |
125~210 |
126~035 |
125~205 |
125~275 |
+0~055 |
32,199 |
95,873 |
+13,450 |
| Jun15 |
141120 |
124~275 |
124~275 |
124~275 |
124~275 |
+0~055 |
|
|
|
| Total Volume and Open Interest |
875,563 |
2,902,018 |
+23,466 |
| 5-Year T-Notes(CBOT) |
| Dec14 |
141120 |
119~134 |
119~226 |
119~134 |
119~180 |
+0~034 |
416,706 |
1,972,479 |
+7,566 |
| Mar15 |
141120 |
118~212 |
118~306 |
118~212 |
118~256 |
+0~036 |
23,992 |
61,272 |
+13,529 |
| Jun15 |
141120 |
118~032 |
118~032 |
118~032 |
118~032 |
+0~036 |
|
|
|
| Total Volume and Open Interest |
440,698 |
2,033,751 |
+21,095 |
| 2 Year T-Notes(CBOT) |
| Dec14 |
141120 |
109~246 |
109~266 |
109~246 |
109~260 |
+0~012 |
156,386 |
1,420,861 |
-6,967 |
| Mar15 |
141120 |
109~124 |
109~150 |
109~124 |
109~136 |
+0~012 |
41,071 |
76,102 |
+24,275 |
| Jun15 |
141120 |
109~056 |
109~056 |
109~056 |
109~056 |
+0~012 |
|
|
|
| Total Volume and Open Interest |
197,457 |
1,496,963 |
+17,308 |
| Eurodollars(CME) |
| Dec14 |
141120 |
99.762 |
99.765 |
99.760 |
99.762 |
unch |
47,937 |
836,845 |
-4,460 |
| Mar15 |
141120 |
99.735 |
99.745 |
99.735 |
99.740 |
unch |
73,595 |
1,363,805 |
-3,301 |
| Jun15 |
141120 |
99.615 |
99.635 |
99.615 |
99.625 |
+0.010 |
100,433 |
1,142,415 |
-18,475 |
| Sep15 |
141120 |
99.420 |
99.455 |
99.420 |
99.440 |
+0.020 |
118,268 |
967,989 |
+2,334 |
| Dec15 |
141120 |
99.180 |
99.225 |
99.180 |
99.205 |
+0.025 |
173,246 |
1,331,867 |
-67,079 |
| Mar16 |
141120 |
98.930 |
98.980 |
98.930 |
98.960 |
+0.025 |
135,820 |
856,241 |
-31,002 |
| Jun16 |
141120 |
98.680 |
98.735 |
98.680 |
98.710 |
+0.025 |
112,854 |
748,552 |
-36,330 |
| Sep16 |
141120 |
98.430 |
98.490 |
98.430 |
98.460 |
+0.025 |
121,492 |
691,236 |
-60,636 |
| Dec16 |
141120 |
98.190 |
98.255 |
98.190 |
98.220 |
+0.025 |
145,880 |
877,976 |
-6,369 |
| Mar17 |
141120 |
97.990 |
98.055 |
97.990 |
98.020 |
+0.025 |
81,736 |
507,970 |
-20,683 |
| Jun17 |
141120 |
97.800 |
97.865 |
97.800 |
97.830 |
+0.025 |
51,614 |
446,332 |
-2,230 |
| Sep17 |
141120 |
97.635 |
97.705 |
97.635 |
97.665 |
+0.020 |
45,171 |
355,862 |
-986 |
| Dec17 |
141120 |
97.490 |
97.560 |
97.490 |
97.515 |
+0.020 |
52,515 |
361,043 |
-5,720 |
| Mar18 |
141120 |
97.380 |
97.445 |
97.375 |
97.395 |
+0.015 |
26,232 |
262,827 |
-2,589 |
| Jun18 |
141120 |
97.270 |
97.335 |
97.270 |
97.285 |
+0.010 |
17,367 |
177,514 |
-659 |
| Sep18 |
141120 |
97.185 |
97.245 |
97.175 |
97.195 |
+0.010 |
18,527 |
114,194 |
-659 |
| Dec18 |
141120 |
97.095 |
97.160 |
97.095 |
97.110 |
+0.005 |
10,963 |
216,722 |
-8,502 |
| Mar19 |
141120 |
97.030 |
97.095 |
97.030 |
97.045 |
+0.005 |
11,989 |
120,254 |
-621 |
| Total Volume and Open Interest |
|
|
|
| Ultra T-Bond(CBOT) |
| Dec14 |
141120 |
156~18 |
158~01 |
156~16 |
157~06 |
+0~13 |
47,646 |
526,325 |
+4,365 |
| Mar15 |
141120 |
156~07 |
157~19 |
156~07 |
156~28 |
+0~14 |
836 |
1,877 |
+614 |
| Jun15 |
141120 |
155~15 |
155~15 |
155~15 |
155~15 |
+0~14 |
|
|
|
| Total Volume and Open Interest |
48,482 |
528,202 |
+4,979 |
| 30 Day Federal Funds(CBOT) |
| Nov14 |
141120 |
99.905 |
99.905 |
99.905 |
99.905 |
unch |
126 |
43,734 |
+101 |
| Dec14 |
141120 |
99.890 |
99.895 |
99.885 |
99.890 |
unch |
1,435 |
52,135 |
+393 |
| Jan15 |
141120 |
99.890 |
99.895 |
99.890 |
99.890 |
unch |
1,406 |
53,984 |
-380 |
| Feb15 |
141120 |
99.885 |
99.890 |
99.885 |
99.885 |
-0.005 |
2,456 |
65,468 |
-1,112 |
| Mar15 |
141120 |
99.870 |
99.880 |
99.870 |
99.875 |
unch |
1,400 |
68,987 |
-464 |
| Apr15 |
141120 |
99.860 |
99.875 |
99.860 |
99.865 |
unch |
1,818 |
69,098 |
-885 |
| Total Volume and Open Interest |
26,247 |
712,743 |
+2,001 |
| 3-Mth Euro-Yen(CME) |
| Dec14 |
141120 |
99.805 |
99.805 |
99.805 |
99.805 |
unch |
|
|
|
| Mar15 |
141120 |
99.805 |
99.805 |
99.805 |
99.805 |
unch |
|
|
|
| Jun15 |
141120 |
99.790 |
99.790 |
99.790 |
99.790 |
unch |
|
|
|
| Sep15 |
141120 |
99.810 |
99.810 |
99.810 |
99.810 |
unch |
|
|
|
| Dec15 |
141120 |
99.830 |
99.830 |
99.830 |
99.830 |
unch |
|
|
|
| Mar16 |
141120 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
|
|
|
| Jun16 |
141120 |
99.550 |
99.550 |
99.550 |
99.550 |
unch |
|
|
|
| Sep16 |
141120 |
99.410 |
99.410 |
99.410 |
99.410 |
unch |
|
|
|
| Dec16 |
141120 |
99.750 |
99.750 |
99.750 |
99.750 |
unch |
|
|
|
| Mar17 |
141120 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec14 |
141120 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
30 |
+0 |
| Mar15 |
141120 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
|
|
|
| Jun15 |
141120 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
1 |
+0 |
| Sep15 |
141120 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
0 |
1 |
+0 |
| Dec15 |
141120 |
99.83 |
99.83 |
99.83 |
99.83 |
unch |
0 |
33 |
+0 |
| Mar16 |
141120 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
|
|
|
| Jun16 |
141120 |
99.55 |
99.55 |
99.55 |
99.55 |
unch |
|
|
|
| Sep16 |
141120 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
69 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec14 |
141120 |
146.25 |
146.41 |
146.13 |
146.40 |
+0.12 |
2,759 |
19,919 |
+69 |
| Mar15 |
141120 |
146.21 |
146.21 |
146.21 |
146.21 |
+0.12 |
0 |
24 |
+0 |
| Jun15 |
141120 |
145.64 |
145.64 |
145.64 |
145.64 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
2,759 |
19,943 |
+69 |
| Euro-Bund(EUREX) |
| Dec14 |
141120 |
151.15 |
151.77 |
151.09 |
151.64 |
+0.51 |
486,284 |
1,234,561 |
-1,420 |
| Mar15 |
141120 |
151.93 |
152.54 |
151.87 |
152.44 |
+0.54 |
8,377 |
76,490 |
+3,766 |
| Jun15 |
141120 |
151.41 |
151.41 |
149.90 |
150.54 |
+0.51 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
494,661 |
1,311,056 |
+2,346 |
| Euro-Bobl(EUREX) |
| Dec14 |
141120 |
127.90 |
128.09 |
127.84 |
128.06 |
+0.16 |
269,379 |
943,823 |
+10,791 |
| Mar15 |
141120 |
129.15 |
129.39 |
129.15 |
129.38 |
+0.20 |
2,860 |
27,934 |
+1,280 |
| Jun15 |
141120 |
128.06 |
128.06 |
128.06 |
128.06 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
272,239 |
971,757 |
+12,071 |
| 3-Mth Euribor(EUREX) |
| Dec14 |
141120 |
99.910 |
99.910 |
99.910 |
99.910 |
+0.005 |
32 |
4,104 |
+32 |
| Mar15 |
141120 |
99.905 |
99.910 |
99.905 |
99.910 |
+0.010 |
3 |
3,628 |
+3 |
| Jun15 |
141120 |
99.920 |
99.920 |
99.920 |
99.920 |
+0.010 |
0 |
2,051 |
+0 |
| Total Volume and Open Interest |
343 |
49,588 |
-100 |
| Long Gilt(LIFFE) |
| Dec14 |
141120 |
116~12 |
116~31 |
116~11 |
116~21 |
+0~11 |
138,236 |
423,858 |
+596 |
| Mar15 |
141120 |
115~17 |
116~03 |
115~17 |
115~27 |
+0~11 |
49 |
241 |
+49 |
| Total Volume and Open Interest |
138,285 |
424,099 |
+645 |
| 3-Mth Short Sterling(LIFFE) |
| Dec14 |
141120 |
99.44 |
99.44 |
99.43 |
99.43 |
-0.01 |
12,054 |
388,774 |
+2,216 |
| Mar15 |
141120 |
99.38 |
99.39 |
99.37 |
99.38 |
unch |
35,684 |
425,209 |
+3,309 |
| Jun15 |
141120 |
99.29 |
99.31 |
99.29 |
99.30 |
+0.01 |
51,139 |
483,484 |
+535 |
| Sep15 |
141120 |
99.16 |
99.19 |
99.16 |
99.18 |
+0.02 |
47,329 |
330,594 |
-2,362 |
| Dec15 |
141120 |
99.00 |
99.04 |
99.00 |
99.03 |
+0.03 |
63,020 |
349,643 |
+1,581 |
| Mar16 |
141120 |
98.84 |
98.90 |
98.84 |
98.87 |
+0.03 |
68,336 |
246,330 |
+8,679 |
| Total Volume and Open Interest |
505,438 |
3,324,603 |
+14,990 |
| 3-Mth Euribor(LIFFE) |
| Dec14 |
141120 |
99.900 |
99.910 |
99.900 |
99.905 |
unch |
28,623 |
472,196 |
-392 |
| Mar15 |
141120 |
99.900 |
99.910 |
99.895 |
99.905 |
+0.005 |
24,154 |
404,517 |
+4,222 |
| Jun15 |
141120 |
99.905 |
99.920 |
99.900 |
99.915 |
+0.005 |
24,247 |
350,422 |
+3,923 |
| Total Volume and Open Interest |
298,245 |
3,367,977 |
+10,303 |
| 3-Mth Aus T-Bills(SFE) |
| Dec14 |
141120 |
97.26 |
97.26 |
97.25 |
97.26 |
unch |
14,843 |
119,316 |
-2,927 |
| Mar15 |
141120 |
97.28 |
97.29 |
97.27 |
97.29 |
unch |
18,149 |
236,679 |
+3,788 |
| Jun15 |
141120 |
97.31 |
97.33 |
97.30 |
97.33 |
+0.01 |
19,177 |
217,183 |
+4,447 |
| Sep15 |
141120 |
97.31 |
97.33 |
97.30 |
97.33 |
+0.01 |
20,718 |
159,797 |
+3,179 |
| Dec15 |
141120 |
97.28 |
97.30 |
97.27 |
97.29 |
unch |
14,242 |
92,387 |
+3,199 |
| Mar16 |
141120 |
97.23 |
97.25 |
97.21 |
97.25 |
+0.02 |
8,681 |
59,922 |
+2,519 |
| Jun16 |
141120 |
97.18 |
97.19 |
97.16 |
97.19 |
+0.01 |
3,088 |
31,186 |
+1,104 |
| Sep16 |
141120 |
97.13 |
97.14 |
97.11 |
97.14 |
+0.01 |
3,207 |
24,195 |
+898 |
| Dec16 |
141120 |
97.08 |
97.08 |
97.08 |
97.08 |
unch |
489 |
4,096 |
+229 |
| Mar17 |
141120 |
97.03 |
97.03 |
97.03 |
97.03 |
unch |
261 |
3,626 |
+249 |
| Total Volume and Open Interest |
103,357 |
952,095 |
+17,025 |
| 10-Year Aus T-Bonds(SFE) |
| Dec14 |
141120 |
96.71 |
96.72 |
96.66 |
96.71 |
unch |
65,224 |
638,461 |
-3,851 |
| Mar15 |
141120 |
96.71 |
96.71 |
96.71 |
96.71 |
unch |
|
|
|
| Total Volume and Open Interest |
65,224 |
638,461 |
-3,851 |
| 3-Year Aus T-Bonds(SFE) |
| Dec14 |
141120 |
97.44 |
97.46 |
97.41 |
97.45 |
+0.01 |
119,775 |
638,281 |
+7,347 |
| Mar15 |
141120 |
97.45 |
97.45 |
97.45 |
97.45 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
119,775 |
638,281 |
+7,347 |
| Gold(CMX) |
| Dec14 |
141120 |
1183.1 |
1196.6 |
1176.2 |
1190.9 |
-3.0 |
170,800 |
196,083 |
-8,606 |
| Feb15 |
141120 |
1183.8 |
1197.2 |
1177.0 |
1191.5 |
-3.1 |
22,261 |
151,702 |
+10,425 |
| Apr15 |
141120 |
1184.5 |
1196.5 |
1177.6 |
1192.0 |
-3.2 |
3,170 |
36,363 |
+262 |
| Jun15 |
141120 |
1183.8 |
1198.0 |
1179.0 |
1192.5 |
-3.1 |
4,834 |
23,327 |
-227 |
| Aug15 |
141120 |
1183.8 |
1198.0 |
1180.9 |
1193.0 |
-3.1 |
894 |
6,841 |
-520 |
| Oct15 |
141120 |
1184.7 |
1196.9 |
1181.8 |
1193.6 |
-3.1 |
81 |
2,592 |
+18 |
| Dec15 |
141120 |
1185.2 |
1198.5 |
1182.2 |
1194.3 |
-3.2 |
1,483 |
19,501 |
+1,247 |
| Feb16 |
141120 |
1195.3 |
1195.3 |
1195.3 |
1195.3 |
-3.2 |
5 |
2,406 |
+2 |
| Apr16 |
141120 |
1196.5 |
1196.5 |
1196.5 |
1196.5 |
-3.2 |
0 |
263 |
+0 |
| Jun16 |
141120 |
1197.9 |
1197.9 |
1197.9 |
1197.9 |
-3.2 |
1 |
4,417 |
+1 |
| Aug16 |
141120 |
1199.6 |
1199.6 |
1199.6 |
1199.6 |
-3.3 |
|
|
|
| Total Volume and Open Interest |
203,910 |
459,657 |
+2,651 |
| Silver(CMX) |
| Dec14 |
141120 |
1612.0 |
1632.0 |
1595.5 |
1613.7 |
-15.7 |
46,049 |
71,638 |
-6,601 |
| Mar15 |
141120 |
1618.5 |
1637.5 |
1601.5 |
1619.3 |
-15.7 |
12,010 |
62,496 |
+4,501 |
| May15 |
141120 |
1610.5 |
1625.5 |
1610.5 |
1621.7 |
-15.6 |
1,203 |
9,255 |
+730 |
| Jul15 |
141120 |
1609.0 |
1637.0 |
1609.0 |
1623.9 |
-15.6 |
1,103 |
5,740 |
+482 |
| Sep15 |
141120 |
1612.0 |
1638.5 |
1612.0 |
1626.1 |
-15.6 |
0 |
2,112 |
+0 |
| Dec15 |
141120 |
1619.0 |
1632.5 |
1619.0 |
1628.8 |
-15.6 |
389 |
11,791 |
+9 |
| Mar16 |
141120 |
1631.8 |
1631.8 |
1631.8 |
1631.8 |
-15.6 |
0 |
397 |
+0 |
| Total Volume and Open Interest |
61,546 |
173,075 |
-542 |
| Platinum(NYMEX) |
| Jan15 |
141120 |
1188.7 |
1213.9 |
1182.5 |
1205.6 |
+6.3 |
8,033 |
57,418 |
+604 |
| Apr15 |
141120 |
1191.0 |
1214.2 |
1187.0 |
1206.9 |
+6.2 |
218 |
4,820 |
+163 |
| Jul15 |
141120 |
1208.5 |
1208.9 |
1208.5 |
1208.9 |
+6.2 |
1 |
187 |
+1 |
| Oct15 |
141120 |
1211.6 |
1211.6 |
1211.6 |
1211.6 |
+6.2 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
8,252 |
62,442 |
+768 |
| Palladium(NYMEX) |
| Dec14 |
141120 |
764.00 |
772.85 |
761.75 |
767.15 |
-2.80 |
2,843 |
20,220 |
-315 |
| Mar15 |
141120 |
765.25 |
773.95 |
762.30 |
768.40 |
-2.80 |
784 |
14,407 |
+387 |
| Jun15 |
141120 |
771.75 |
771.75 |
768.70 |
768.70 |
-2.80 |
2 |
34 |
+2 |
| Total Volume and Open Interest |
3,648 |
34,676 |
+88 |
| Copper(CMX) |
| Dec14 |
141120 |
303.30 |
303.85 |
300.10 |
301.95 |
-2.55 |
50,308 |
55,908 |
-2,665 |
| Mar15 |
141120 |
301.60 |
302.65 |
299.15 |
301.15 |
-2.10 |
20,073 |
95,480 |
+4,938 |
| May15 |
141120 |
301.70 |
301.70 |
298.80 |
300.85 |
-1.95 |
1,551 |
11,522 |
+364 |
| Jul15 |
141120 |
299.30 |
300.65 |
299.30 |
300.65 |
-1.85 |
465 |
3,997 |
+182 |
| Sep15 |
141120 |
298.70 |
300.55 |
298.70 |
300.55 |
-1.70 |
72 |
3,435 |
+30 |
| Total Volume and Open Interest |
73,012 |
176,417 |
+2,872 |
| DJIA Index(CBOT) |
| Dec14 |
141120 |
17658 |
17699 |
17570 |
17694 |
+37 |
288 |
10,778 |
-255 |
| Mar15 |
141120 |
17625 |
17625 |
17625 |
17625 |
+38 |
0 |
2 |
+0 |
| Jun15 |
141120 |
17539 |
17539 |
17501 |
17539 |
+38 |
|
|
|
| Sep15 |
141120 |
17449 |
17449 |
17411 |
17449 |
+38 |
|
|
|
| Total Volume and Open Interest |
288 |
10,780 |
-255 |
| E-mini DJIA Index(CBOT) |
| Dec14 |
141120 |
17652 |
17701 |
17558 |
17694 |
+37 |
94,815 |
142,734 |
-229 |
| Mar15 |
141120 |
17578 |
17628 |
17486 |
17625 |
+38 |
269 |
686 |
+127 |
| Jun15 |
141120 |
17539 |
17539 |
17539 |
17539 |
+38 |
0 |
22 |
+0 |
| Sep15 |
141120 |
17449 |
17449 |
17449 |
17449 |
+38 |
|
|
|
| Total Volume and Open Interest |
95,084 |
143,442 |
-102 |
| S & P 500(CME) |
| Dec14 |
141120 |
2046.60 |
2052.50 |
2035.50 |
2052.10 |
+4.90 |
7,181 |
135,837 |
+1,109 |
| Mar15 |
141120 |
2045.00 |
2045.00 |
2030.00 |
2045.00 |
+5.00 |
816 |
9,526 |
+407 |
| Jun15 |
141120 |
2037.70 |
2037.70 |
2022.50 |
2037.70 |
+5.20 |
656 |
3,257 |
+406 |
| Sep15 |
141120 |
2030.80 |
2030.80 |
2015.60 |
2030.80 |
+5.20 |
0 |
80 |
+0 |
| Total Volume and Open Interest |
8,653 |
148,714 |
+1,921 |
| S & P 500 E-Mini(Globex) |
| Dec14 |
141120 |
2047.00 |
2052.75 |
2035.25 |
2052.00 |
+4.75 |
1,146,480 |
2,934,115 |
+9,745 |
| Mar15 |
141120 |
2038.00 |
2047.50 |
2027.75 |
2045.00 |
+5.00 |
16,113 |
87,796 |
+12,131 |
| Total Volume and Open Interest |
1,162,728 |
3,024,708 |
+21,881 |
| NASDAQ 100(CME) |
| Dec14 |
141120 |
4223.00 |
4247.00 |
4202.00 |
4245.00 |
+21.20 |
1,224 |
11,399 |
+767 |
| Mar15 |
141120 |
4237.00 |
4239.80 |
4237.00 |
4239.80 |
+21.50 |
0 |
75 |
+0 |
| Jun15 |
141120 |
4227.80 |
4227.80 |
4227.80 |
4227.80 |
+21.50 |
|
|
|
| Total Volume and Open Interest |
1,224 |
11,474 |
+767 |
| NASDAQ 100 E-Mini(Globex) |
| Dec14 |
141120 |
4223.80 |
4248.30 |
4201.80 |
4245.00 |
+21.20 |
213,476 |
363,065 |
+6,560 |
| Mar15 |
141120 |
4216.50 |
4242.50 |
4196.80 |
4239.80 |
+21.50 |
1,957 |
2,086 |
+1,143 |
| Total Volume and Open Interest |
215,433 |
365,218 |
+7,703 |
| S & P Midcap 400(CME) |
| Dec14 |
141120 |
1436.60 |
1436.60 |
1436.60 |
1436.60 |
+6.60 |
127 |
2,986 |
-127 |
| Mar15 |
141120 |
1433.20 |
1433.20 |
1433.20 |
1433.20 |
+6.60 |
|
|
|
| Jun15 |
141120 |
1431.20 |
1431.20 |
1431.20 |
1431.20 |
+6.60 |
|
|
|
| Total Volume and Open Interest |
127 |
2,986 |
-127 |
| Volatility Index(CBOE) |
| Nov14 |
141119 |
13.95 |
14.05 |
13.75 |
13.95 |
-0.05 |
55,294 |
70,226 |
-12,043 |
| Dec14 |
141120 |
15.45 |
15.85 |
15.10 |
15.15 |
-0.35 |
78,988 |
170,539 |
+13,189 |
| Jan15 |
141120 |
16.25 |
16.53 |
16.00 |
16.05 |
-0.20 |
19,661 |
54,892 |
+3,476 |
| Feb15 |
141120 |
16.90 |
17.18 |
16.70 |
16.75 |
-0.15 |
11,616 |
37,435 |
+457 |
| Total Volume and Open Interest |
184,925 |
335,536 |
-52,842 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec14 |
141120 |
17465 |
17495 |
17155 |
17280 |
-195 |
20,730 |
68,319 |
+2,110 |
| Mar15 |
141120 |
17545 |
17545 |
17255 |
17350 |
-200 |
181 |
2,439 |
+32 |
| Total Volume and Open Interest |
20,911 |
70,758 |
+2,142 |
| Nikkei 225(SGX) |
| Dec14 |
141120 |
17355 |
17470 |
17270 |
17310 |
-65 |
116,210 |
325,153 |
-7,564 |
| Mar15 |
141120 |
17335 |
17340 |
17280 |
17290 |
-65 |
634 |
3,718 |
+233 |
| Jun15 |
141120 |
17235 |
17235 |
17200 |
17200 |
-65 |
0 |
2,601 |
+0 |
| Total Volume and Open Interest |
116,902 |
339,748 |
-7,335 |
| CAC 40(EURONEXT) |
| Nov14 |
141120 |
4261.5 |
4270.0 |
4200.5 |
4235.5 |
-30.5 |
199,563 |
273,691 |
+24,765 |
| Dec14 |
141120 |
4252.5 |
4259.5 |
4190.5 |
4225.5 |
-30.5 |
120,207 |
73,078 |
+46,215 |
| Jan15 |
141120 |
4253.5 |
4253.5 |
4195.0 |
4227.5 |
-30.5 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
319,772 |
346,930 |
+70,980 |
| Hang Seng Index(HKFE) |
| Nov14 |
141120 |
23324 |
23432 |
23217 |
23284 |
-29 |
63,283 |
108,911 |
-135 |
| Dec14 |
141120 |
23339 |
23440 |
23230 |
23295 |
-31 |
2,385 |
12,477 |
+119 |
| Total Volume and Open Interest |
65,829 |
123,527 |
-38 |
| DAX(EUREX) |
| Dec14 |
141120 |
9466.0 |
9490.5 |
9377.5 |
9486.5 |
+24.5 |
107,761 |
136,861 |
+1,814 |
| Mar15 |
141120 |
9477.5 |
9498.5 |
9390.0 |
9496.5 |
+25.0 |
275 |
12,832 |
+119 |
| Jun15 |
141120 |
9466.0 |
9512.5 |
9407.0 |
9512.5 |
+24.5 |
82 |
1,046 |
-4 |
| Total Volume and Open Interest |
108,118 |
150,739 |
+1,929 |
| FT-SE 100(EURONEXT) |
| Dec14 |
141120 |
6688.50 |
6698.50 |
6642.50 |
6678.00 |
-9.50 |
77,079 |
571,655 |
+3,023 |
| Mar15 |
141120 |
6629.00 |
6630.00 |
6587.00 |
6622.50 |
-9.50 |
110 |
19,054 |
+15 |
| Jun15 |
141120 |
6567.50 |
6567.50 |
6567.50 |
6567.50 |
-9.50 |
0 |
80 |
+0 |
| Total Volume and Open Interest |
77,189 |
590,789 |
+3,038 |
| SPI 200(SFE) |
| Dec14 |
141120 |
5375.0 |
5379.0 |
5314.0 |
5317.0 |
-58.0 |
24,818 |
226,396 |
-1,098 |
| Mar15 |
141120 |
5274.0 |
5274.0 |
5274.0 |
5274.0 |
-61.0 |
52 |
3,240 |
+25 |
| Jun15 |
141120 |
5273.0 |
5273.0 |
5273.0 |
5273.0 |
-61.0 |
10 |
2,786 |
+0 |
| Total Volume and Open Interest |
25,460 |
235,462 |
-822 |
| FTSE MIB(ISE) |
| Dec14 |
141120 |
19370.00 |
19390.00 |
19000.00 |
19160.00 |
-183.00 |
31,489 |
37,617 |
+783 |
| Mar15 |
141120 |
19320.00 |
19320.00 |
19055.00 |
19187.00 |
-183.00 |
104 |
537 |
-4 |
| Jun15 |
141120 |
18832.00 |
18832.00 |
18832.00 |
18832.00 |
-183.00 |
|
|
|
| Total Volume and Open Interest |
31,593 |
38,154 |
+779 |
| KOSPI 200(KFE) |
| Dec14 |
141120 |
249.95 |
250.10 |
249.70 |
250.10 |
-0.40 |
135,540 |
130,216 |
+1,384 |
| Mar15 |
141120 |
248.50 |
248.80 |
248.50 |
248.80 |
-0.50 |
706 |
4,639 |
+142 |
| Jun15 |
141120 |
250.15 |
250.15 |
250.15 |
250.15 |
-0.40 |
0 |
1,296 |
+0 |
| Total Volume and Open Interest |
136,264 |
136,722 |
+1,542 |
| GSCI(CME) |
| Dec14 |
141120 |
521.60 |
521.60 |
515.90 |
521.60 |
+5.65 |
380 |
9,984 |
+160 |
| Jan15 |
141120 |
522.75 |
522.75 |
517.40 |
522.75 |
+5.30 |
25 |
25 |
+25 |
| Feb15 |
141120 |
523.35 |
523.50 |
518.00 |
523.35 |
+5.30 |
|
|
|
| Total Volume and Open Interest |
405 |
10,009 |
+185 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
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