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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue January 06, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan15 150106 1037.50 1052.50 1034.00 1051.00 +11.25 9,173 10,874 -3,232
Mar15 150106 1042.75 1057.00 1039.25 1055.75 +10.50 63,931 292,466 +6,010
May15 150106 1049.00 1062.75 1045.75 1061.50 +9.50 15,363 102,351 +1,670
Jul15 150106 1054.75 1067.50 1050.75 1066.00 +8.50 13,691 89,289 +1,515
Aug15 150106 1052.25 1064.00 1051.25 1063.50 +8.25 472 5,263 +92
Sep15 150106 1038.50 1044.75 1037.00 1043.50 +6.25 201 1,697 +5
Nov15 150106 1023.00 1031.50 1016.50 1028.75 +3.75 6,487 98,668 +1,011
Jan16 150106 1026.75 1034.50 1026.75 1033.25 +3.50 89 1,705 +6
Mar16 150106 1038.75 1039.50 1034.00 1038.25 +4.00 28 944 -2
May16 150106 1040.00 1040.00 1036.25 1040.00 +3.75 0 378 +0
Jul16 150106 1035.00 1043.75 1035.00 1043.50 +4.00 1 310 +0
Aug16 150106 1041.75 1041.75 1037.75 1041.75 +4.00 0 28 +0
Sep16 150106 1026.75 1026.75 1022.75 1026.75 +4.00 0 13 +0
Nov16 150106 1005.00 1012.75 1005.00 1012.75 +4.25 38 2,232 -12
Total Volume and Open Interest 109,475 606,440 +7,063
Soybean Meal(CBOT)
Jan15 150106 368.80 372.00 365.70 370.80 +1.80 1,737 5,826 -1,176
Mar15 150106 353.50 358.00 351.20 355.10 +1.10 24,592 181,300 -2,446
May15 150106 346.30 350.50 344.20 348.70 +2.20 7,477 58,984 +431
Jul15 150106 344.00 348.20 342.60 347.10 +2.40 5,923 48,729 +223
Aug15 150106 343.90 347.30 343.20 346.30 +2.40 514 7,788 +78
Sep15 150106 339.70 344.80 339.70 344.10 +2.20 262 6,340 +48
Oct15 150106 333.00 337.50 333.00 337.50 +2.10 263 5,712 +58
Dec15 150106 333.20 335.90 330.90 335.20 +1.70 1,179 21,757 +461
Jan16 150106 335.40 335.40 333.70 335.40 +1.70 16 1,356 +7
Mar16 150106 336.60 336.60 335.10 336.60 +1.50 8 717 -3
Total Volume and Open Interest 41,975 338,930 -2,317
Soybean Oil(CBOT)
Jan15 150106 32.60 32.80 32.52 32.69 -0.01 1,298 2,263 -871
Mar15 150106 32.78 32.99 32.61 32.87 unch 26,508 188,849 +1,296
May15 150106 32.90 33.15 32.80 33.05 +0.01 6,521 57,884 +781
Jul15 150106 33.10 33.35 32.99 33.25 +0.02 6,770 49,340 +979
Aug15 150106 33.26 33.34 33.08 33.27 +0.02 335 7,894 +59
Sep15 150106 33.10 33.28 33.02 33.23 +0.01 279 6,845 +12
Oct15 150106 32.77 33.11 32.77 32.99 +0.01 138 6,278 -3
Dec15 150106 32.77 33.00 32.63 32.89 +0.02 1,603 34,176 +552
Jan16 150106 32.99 32.99 32.96 32.99 +0.03 24 1,666 -1
Mar16 150106 33.20 33.23 33.16 33.19 +0.03 8 1,229 +3
Total Volume and Open Interest 43,494 358,148 +2,807
Canola(WCE)
Jan15 150106 461.5 463.6 459.0 462.4 +0.7 35 600 -35
Mar15 150106 448.0 452.6 447.1 448.6 unch 5,977 88,623 +2,146
May15 150106 441.1 445.8 440.8 443.1 +1.4 1,023 22,554 +172
Jul15 150106 440.0 443.2 438.4 440.8 +1.4 690 11,459 +280
Nov15 150106 429.0 433.7 426.0 431.1 +2.1 274 14,954 +176
Total Volume and Open Interest 7,999 138,947 +2,739
Corn(CBOT)
Mar15 150106 405.50 409.50 402.25 405.00 -1.00 88,774 626,528 -8,154
May15 150106 414.00 418.25 410.75 413.50 -1.25 18,292 168,698 +922
Jul15 150106 420.25 424.25 417.50 420.25 -1.00 12,088 167,261 +2,144
Sep15 150106 423.00 426.50 420.00 422.75 -0.75 2,282 43,600 +675
Dec15 150106 428.50 432.00 425.50 428.25 -0.75 10,013 186,716 +1,091
Mar16 150106 436.25 439.75 434.00 436.25 -1.00 5,138 32,003 +5,028
May16 150106 442.00 445.75 442.00 442.50 -0.75 18 2,413 +3
Jul16 150106 447.00 450.00 445.25 447.00 -0.50 92 3,044 +41
Sep16 150106 434.00 434.50 434.00 434.00 -0.50 11 753 +0
Dec16 150106 425.25 429.50 423.50 426.75 +0.25 194 6,973 +113
Total Volume and Open Interest 136,905 1,238,556 +1,862
Wheat(CBOT)
Mar15 150106 588.00 603.50 586.00 591.75 +2.75 38,997 202,492 +1,523
May15 150106 591.75 607.50 590.25 596.00 +2.25 5,974 58,225 +1,016
Jul15 150106 595.50 609.00 592.75 598.75 +2.75 5,730 64,220 +367
Sep15 150106 602.50 612.75 600.50 605.25 +2.50 413 15,723 -28
Dec15 150106 610.25 624.25 610.00 615.50 +3.25 1,397 29,171 +181
Mar16 150106 620.00 621.00 616.00 619.75 +3.75 66 3,917 +29
Total Volume and Open Interest 52,582 374,434 +3,085
Wheat(KCBT)
Mar15 150106 624.75 642.00 623.00 631.25 +6.50 9,139 76,093 +546
May15 150106 629.50 645.75 628.25 635.25 +5.75 1,805 22,212 +247
Jul15 150106 630.75 646.75 629.00 637.00 +5.75 1,492 22,720 -163
Sep15 150106 641.75 656.50 641.75 647.00 +5.00 324 5,063 +37
Dec15 150106 659.00 668.50 653.75 660.00 +4.75 348 5,646 +117
Mar16 150106 666.75 666.75 662.00 666.75 +4.75 6 379 +0
Total Volume and Open Interest 13,125 132,359 +787
Wheat(MGE)
Mar15 150106 621.75 638.50 620.75 625.50 +4.00 2,956 37,027 -314
May15 150106 628.00 644.00 627.25 631.75 +3.25 716 14,151 +459
Jul15 150106 636.75 649.75 633.75 638.75 +3.75 528 7,866 -188
Sep15 150106 641.75 653.00 639.75 644.00 +4.00 30 4,507 +3
Dec15 150106 649.25 662.00 648.75 653.25 +5.25 27 3,842 +3
Total Volume and Open Interest 4,268 68,276 -35
Oats(CBOT)
Mar15 150106 305.25 306.50 302.25 304.50 -1.50 220 6,305 -62
May15 150106 307.75 308.00 305.25 306.00 -2.00 11 1,295 +4
Jul15 150106 308.75 310.75 308.25 309.25 -1.50 3 369 +2
Sep15 150106 307.50 308.75 307.50 307.50 -1.25 0 31 +0
Total Volume and Open Interest 234 8,113 -56
Rough Rice(CBOT)
Jan15 150106 11.33 11.36 11.28 11.36 +0.03 69 524 -134
Mar15 150106 11.59 11.62 11.53 11.60 +0.02 497 7,789 +65
May15 150106 11.80 11.83 11.77 11.82 +0.01 11 476 -4
Jul15 150106 12.06 12.06 12.06 12.06 0.00 1 43 +1
Total Volume and Open Interest 578 8,858 -72
Live Cattle(CME)
Feb15 150106 166.330 166.600 164.285 166.035 -0.200 18,364 117,649 +852
Apr15 150106 165.630 165.850 163.400 165.000 -0.450 11,564 79,405 +1,498
Jun15 150106 157.900 157.950 155.500 156.880 -0.870 4,290 46,019 +772
Aug15 150106 155.785 155.950 153.485 154.600 -1.085 2,307 12,503 +537
Oct15 150106 156.785 157.075 154.630 155.750 -1.100 1,123 8,527 +150
Dec15 150106 157.400 157.500 154.850 156.000 -1.250 444 4,371 -98
Total Volume and Open Interest 38,266 270,245 +3,747
Feeder Cattle(CME)
Jan15 150106 226.400 227.500 221.200 224.700 -0.985 1,577 8,034 -138
Mar15 150106 223.700 224.485 218.880 220.880 -2.500 3,296 14,732 -5
Apr15 150106 224.300 224.880 219.380 220.850 -3.030 826 3,576 -19
May15 150106 225.100 225.600 220.485 222.035 -2.950 927 6,799 +143
Aug15 150106 226.000 226.750 221.535 223.850 -2.185 687 5,085 +35
Sep15 150106 225.500 225.985 220.700 222.500 -2.650 92 671 +32
Oct15 150106 224.700 224.700 219.880 221.380 -2.920 54 627 +21
Total Volume and Open Interest 7,491 39,635 +84
Lean Hogs(CME)
Feb15 150106 79.975 79.975 78.150 78.580 -1.350 11,628 92,264 +589
Apr15 150106 82.635 82.635 80.785 81.350 -1.450 6,423 58,817 +213
May15 150106 86.950 86.950 86.135 86.830 -1.020 40 1,284 +4
Jun15 150106 91.800 91.800 89.785 90.500 -1.480 3,531 36,516 +891
Jul15 150106 90.900 90.900 89.100 89.950 -1.050 1,018 10,994 +168
Aug15 150106 89.785 89.785 88.100 88.900 -1.050 787 9,370 +148
Oct15 150106 77.200 77.385 75.800 76.950 -0.435 238 4,261 +32
Dec15 150106 73.250 73.250 72.035 73.000 -0.285 26 2,621 +18
Total Volume and Open Interest 23,692 216,718 +2,064
Class III Milk(CME)
Jan15 150106 15.76 15.78 15.62 15.65 -0.07 354 5,971 +87
Feb15 150106 14.93 15.10 14.63 14.70 -0.29 193 5,294 +52
Mar15 150106 14.81 14.91 14.49 14.64 -0.22 64 4,863 +23
Apr15 150106 14.38 14.50 14.16 14.27 -0.29 47 4,155 +26
May15 150106 14.57 14.65 14.31 14.41 -0.34 30 3,969 +11
Jun15 150106 15.09 15.14 14.81 14.86 -0.36 150 3,766 +92
Jul15 150106 15.73 15.77 15.59 15.62 -0.26 53 2,837 +12
Aug15 150106 16.15 16.24 15.94 15.95 -0.29 24 2,786 +3
Sep15 150106 16.41 16.41 16.25 16.25 -0.20 21 2,676 -3
Oct15 150106 16.48 16.48 16.34 16.39 -0.14 13 2,265 +8
Nov15 150106 16.46 16.46 16.29 16.31 -0.14 17 2,121 +6
Dec15 150106 16.29 16.29 16.07 16.10 -0.18 8 1,903 +6
Jan16 150106 16.22 16.22 16.17 16.17 -0.05 0 145 +0
Total Volume and Open Interest 974 43,117 +323
Cocoa(ICE)
Mar15 150106 2930 2942 2888 2902 -42 10,634 94,569 -1,021
May15 150106 2923 2926 2872 2887 -40 3,986 48,148 +255
Jul15 150106 2897 2909 2859 2873 -39 1,786 21,097 +724
Sep15 150106 2881 2882 2840 2851 -37 449 13,409 +19
Dec15 150106 2854 2856 2813 2824 -35 234 10,195 +111
Mar16 150106 2836 2838 2799 2805 -35 192 7,258 +128
May16 150106 2796 2796 2796 2796 -36 5 1,259 +3
Total Volume and Open Interest 17,286 195,983 +219
Coffee "C"(ICE)
Mar15 150106 168.05 175.40 168.05 174.90 +6.80 10,080 86,541 +537
May15 150106 170.75 178.00 170.75 177.55 +6.80 2,562 27,633 +675
Jul15 150106 173.20 180.35 173.10 179.90 +6.75 2,343 18,462 +353
Sep15 150106 175.40 182.30 175.35 181.95 +6.55 1,197 12,052 +164
Dec15 150106 178.60 185.15 178.60 184.85 +6.25 301 8,342 -53
Mar16 150106 181.75 187.00 181.60 186.70 +5.80 102 2,030 -3
Total Volume and Open Interest 16,668 162,131 +1,685
Orange Juice(ICE)
Jan15 150106 143.65 143.85 142.60 142.60 -3.75 23 366 -268
Mar15 150106 146.95 147.00 141.55 142.25 -4.20 788 8,839 -106
May15 150106 147.00 147.00 141.95 142.15 -4.45 59 1,106 -10
Jul15 150106 142.55 143.35 142.55 142.75 -5.25 12 365 +2
Sep15 150106 142.90 142.90 140.60 140.60 -4.80 0 97 +0
Nov15 150106 141.05 141.05 141.05 141.05 -5.80 0 28 +0
Total Volume and Open Interest 882 10,813 -382
Sugar #11(ICE)
Mar15 150106 14.29 15.06 14.27 14.87 +0.61 35,552 433,955 +2,283
May15 150106 14.65 15.41 14.64 15.19 +0.56 9,532 151,734 +1,637
Jul15 150106 15.00 15.70 14.95 15.47 +0.52 5,363 115,068 +978
Oct15 150106 15.38 16.08 15.34 15.84 +0.48 3,798 69,312 +2
Mar16 150106 16.13 16.76 16.08 16.54 +0.45 1,487 34,911 +181
May16 150106 16.18 16.62 16.17 16.60 +0.45 155 7,827 -20
Jul16 150106 16.15 16.57 16.15 16.57 +0.44 103 10,474 -13
Oct16 150106 16.32 16.70 16.32 16.70 +0.41 118 9,679 +74
Total Volume and Open Interest 56,176 841,272 +5,142
London Cocoa(LCE)
Mar15 150106 2016 2018 1991 2000 -12 5,411 100,097 +341
May15 150106 1983 1984 1956 1964 -16 2,873 45,469 +411
Jul15 150106 1964 1964 1939 1946 -15 1,029 28,659 +402
Sep15 150106 1947 1947 1923 1929 -16 545 31,723 +40
Dec15 150106 1924 1924 1898 1905 -19 366 16,711 +62
Mar16 150106 1906 1908 1886 1892 -16 212 16,364 +98
May16 150106 1884 1885 1883 1885 -16 2 635 +2
Total Volume and Open Interest 10,438 239,688 +1,356
London Sugar(LCE)
Mar15 150106 382.00 397.50 380.00 392.90 +12.40 3,905 42,190 -139
May15 150106 391.60 405.60 388.80 401.50 +12.10 1,669 15,974 +804
Aug15 150106 402.90 412.90 400.50 412.60 +11.60 563 11,226 +3
Oct15 150106 412.20 426.50 410.30 420.80 +10.40 454 3,476 +209
Dec15 150106 420.50 429.80 419.40 429.70 +9.70 267 1,493 +185
Total Volume and Open Interest 6,920 77,712 +1,071
Cotton(ICE)
Mar15 150106 60.55 61.25 60.10 60.20 -0.51 14,941 122,109 +1,288
May15 150106 61.08 61.78 60.63 60.76 -0.58 2,969 33,784 +36
Jul15 150106 62.15 62.61 61.55 61.72 -0.58 1,248 11,584 +752
Oct15 150106 63.09 63.09 63.09 63.09 -0.61 0 5 +0
Dec15 150106 64.74 65.31 64.36 64.40 -0.54 497 12,881 +237
Mar16 150106 66.04 66.04 65.62 65.62 -0.55 22 234 +19
Total Volume and Open Interest 19,677 180,721 +2,332
Lumber(CME)
Jan15 150106 327.7 329.1 319.2 319.7 -9.3 62 500 -28
Mar15 150106 324.5 326.0 316.8 317.4 -8.2 270 2,974 +119
May15 150106 325.0 327.0 317.5 318.0 -8.7 8 118 +4
Jul15 150106 325.1 332.0 322.0 322.0 -9.7 1 4 +1
Total Volume and Open Interest 341 3,599 +96
Crude Oil(NYM)
Feb15 150106 50.00 50.37 47.55 47.93 -2.11 268,708 303,470 -2,936
Mar15 150106 50.44 50.84 48.09 48.46 -2.06 66,396 217,825 +6,323
Apr15 150106 51.12 51.47 48.79 49.16 -2.01 28,407 66,631 +1,706
May15 150106 51.95 52.18 49.54 49.97 -1.98 15,593 51,611 +302
Jun15 150106 52.65 53.04 50.34 50.78 -1.95 28,953 139,777 +1,576
Jul15 150106 53.46 53.72 51.07 51.53 -1.93 6,347 41,719 +642
Aug15 150106 54.28 54.28 51.78 52.23 -1.94 2,466 35,552 -91
Sep15 150106 54.98 54.98 52.60 52.92 -1.97 2,980 60,572 -458
Oct15 150106 55.16 55.16 53.17 53.60 -2.00 1,190 36,734 -87
Nov15 150106 55.79 55.79 53.87 54.31 -2.03 1,249 30,384 -115
Dec15 150106 57.09 57.25 54.57 55.01 -2.06 16,219 180,962 -784
Jan16 150106 57.20 57.36 55.20 55.57 -2.08 782 36,642 +75
Feb16 150106 56.12 56.12 56.12 56.12 -2.10 397 13,570 +55
Mar16 150106 57.00 57.08 56.51 56.66 -2.11 272 19,213 +46
Apr16 150106 57.19 57.19 57.19 57.19 -2.13 94 7,941 +25
May16 150106 57.72 57.72 57.72 57.72 -2.15 29 7,541 -5
Total Volume and Open Interest 446,248 1,474,795 +6,298
e-miNY Crude Oil(NYM)
Jan15 141218 55.800 58.750 54.025 54.100 -2.375 18,031 3,315 -9
Feb15 150106 50.025 50.375 47.550 47.925 -2.125 15,938 4,344 -284
Mar15 150106 50.500 50.800 48.100 48.450 -2.075 1,333 2,400 +34
Apr15 150106 51.275 51.275 48.900 49.150 -2.025 182 785 +39
May15 150106 52.025 52.025 49.550 49.975 -1.975 66 69 -16
Jun15 150106 52.250 52.250 50.325 50.775 -1.950 37 191 +15
Jul15 150106 53.000 53.000 51.075 51.525 -1.925 18 112 -3
Aug15 150106 53.600 53.600 52.225 52.225 -1.950 15 32 -2
Sep15 150106 52.925 52.925 52.925 52.925 -1.975 11 21 +3
Oct15 150106 53.600 53.600 53.600 53.600 -2.000 8 16 -4
Total Volume and Open Interest 17,628 8,150 -232
NY Harbor ULSD(NYM)
Feb15 150106 175.00 176.29 170.25 172.62 -2.30 46,068 104,259 +1,214
Mar15 150106 173.07 173.61 167.72 169.44 -3.50 16,783 65,604 +1,181
Apr15 150106 171.32 172.24 166.29 167.45 -4.06 8,116 36,401 +197
May15 150106 171.79 171.79 166.51 167.57 -4.18 4,835 21,084 +92
Jun15 150106 172.84 173.57 167.37 168.60 -4.28 6,907 35,204 +354
Jul15 150106 175.40 175.40 169.20 170.41 -4.35 1,884 10,129 -123
Aug15 150106 175.99 176.00 171.06 172.25 -4.43 1,679 8,023 +225
Sep15 150106 174.92 178.11 172.85 174.15 -4.46 1,651 8,618 -100
Oct15 150106 177.02 180.26 174.78 176.07 -4.48 901 5,594 +360
Nov15 150106 179.50 181.50 176.73 177.78 -4.51 838 4,837 +222
Dec15 150106 184.48 184.48 178.09 179.38 -4.55 2,639 29,783 -99
Jan16 150106 182.50 182.50 180.35 181.10 -4.60 879 4,121 -34
Feb16 150106 185.02 185.02 181.37 182.41 -4.60 823 2,336 +248
Mar16 150106 181.57 182.81 181.57 182.81 -4.60 632 1,659 +354
Total Volume and Open Interest 95,688 348,047 +4,096
RBOB Gasoline(NYM)
Feb15 150106 137.50 139.89 134.37 135.43 -2.71 42,774 92,307 -5,738
Mar15 150106 141.03 142.88 137.36 138.63 -2.90 16,755 51,188 +535
Apr15 150106 163.28 164.40 158.90 160.19 -3.56 9,682 37,812 -2
May15 150106 165.56 166.00 160.62 161.90 -3.66 7,863 33,588 +449
Jun15 150106 165.65 166.37 160.75 162.20 -3.65 7,539 26,027 -680
Jul15 150106 165.24 165.95 160.38 161.88 -3.62 3,553 9,671 -619
Aug15 150106 165.14 165.28 160.03 161.20 -3.64 2,541 7,641 +140
Sep15 150106 163.96 164.18 158.88 159.94 -3.87 4,206 18,301 +390
Oct15 150106 152.37 152.37 147.37 148.66 -4.26 1,936 12,860 +532
Nov15 150106 150.38 150.49 146.81 147.52 -4.23 1,440 5,763 +301
Total Volume and Open Interest 101,268 326,439 -4,320
e-miNY RBOB Gasoline(NYM)
Feb15 150106 135.40 135.43 135.40 135.40 -2.70 1 0 +0
Mar15 150106 138.60 138.63 138.60 138.60 -2.90      
Apr15 150106 160.20 160.20 160.19 160.20 -3.60      
May15 150106 161.90 161.90 161.90 161.90 -3.70      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Feb15 150106 2.921 2.955 2.811 2.938 +0.056 109,122 172,778 -4,869
Mar15 150106 2.915 2.942 2.803 2.924 +0.049 46,745 225,761 +1,827
Apr15 150106 2.880 2.891 2.779 2.875 +0.035 38,948 105,687 +1,706
May15 150106 2.894 2.902 2.798 2.887 +0.027 20,384 87,914 +2,048
Jun15 150106 2.930 2.947 2.850 2.932 +0.023 8,092 35,747 +1,651
Jul15 150106 2.980 2.997 2.908 2.982 +0.019 2,834 30,212 -107
Aug15 150106 2.941 3.013 2.919 2.999 +0.020 1,580 28,682 -146
Sep15 150106 2.932 2.995 2.905 2.982 +0.021 2,716 24,531 +112
Oct15 150106 3.015 3.020 2.919 3.006 +0.021 8,065 52,752 +669
Nov15 150106 3.095 3.123 3.052 3.114 +0.008 1,151 27,633 +33
Dec15 150106 3.295 3.323 3.255 3.313 +0.009 1,174 28,536 +24
Jan16 150106 3.474 3.476 3.401 3.463 +0.006 2,277 33,514 +292
Feb16 150106 3.461 3.467 3.405 3.459 +0.003 145 6,498 +58
Mar16 150106 3.425 3.425 3.368 3.415 +0.002 478 12,430 +41
Apr16 150106 3.262 3.272 3.231 3.255 -0.006 636 10,974 +95
May16 150106 3.245 3.267 3.241 3.260 -0.006 11 3,654 -8
Total Volume and Open Interest 244,951 942,686 +3,284
Brent Crude Oil(ICE)
Feb15 150106 53.20 53.60 50.52 51.10 -2.01 177,976 255,817 -9,462
Mar15 150106 54.23 54.65 51.55 52.13 -2.04 79,883 285,633 +4,282
Apr15 150106 55.30 55.70 52.65 53.20 -2.04 37,812 113,318 +3,561
May15 150106 56.42 56.76 53.70 54.28 -2.04 18,635 61,958 -48
Jun15 150106 57.47 57.83 54.71 55.34 -2.05 31,935 146,149 +1,207
Jul15 150106 58.51 58.84 55.75 56.38 -2.03 7,996 55,670 -1,676
Aug15 150106 59.44 59.71 56.68 57.32 -2.00 5,664 40,676 +291
Sep15 150106 60.22 60.39 57.44 58.13 -1.96 4,850 49,319 -107
Oct15 150106 61.08 61.12 58.21 58.88 -1.94 1,840 31,014 +161
Nov15 150106 61.31 61.31 59.23 59.60 -1.94 1,175 26,744 +13
Dec15 150106 62.35 62.65 59.64 60.32 -1.94 22,634 142,641 +680
Jan16 150106 61.01 61.01 61.01 61.01 -1.95 562 29,763 +66
Feb16 150106 62.95 62.95 61.70 61.70 -1.96 424 16,864 +62
Mar16 150106 63.64 63.64 62.35 62.35 -1.96 618 17,584 +5
Total Volume and Open Interest 398,678 1,511,839 -696
Gas Oil(ICE)
Jan15 150106 500.75 503.00 481.00 487.50 -8.00 16,192 46,543 -4,948
Feb15 150106 509.75 510.75 488.75 496.00 -7.75 53,892 123,371 +1,022
Mar15 150106 512.50 514.25 491.75 499.00 -8.25 16,875 52,280 +1,552
Apr15 150106 516.25 516.75 495.25 502.50 -8.50 4,678 26,474 +658
May15 150106 521.50 523.00 500.50 507.25 -8.50 3,796 23,115 +513
Jun15 150106 526.25 527.00 504.25 512.25 -8.50 8,970 39,419 -319
Jul15 150106 532.25 532.25 510.00 517.75 -8.50 1,078 11,470 -49
Aug15 150106 538.00 538.00 515.50 523.50 -8.25 953 9,352 -402
Sep15 150106 543.25 544.75 520.50 529.00 -8.25 951 10,949 -7
Oct15 150106 549.00 549.25 526.50 535.00 -8.25 786 12,629 +54
Total Volume and Open Interest 114,672 434,727 -664
Ethanol(CBOT)
Feb15 150106 1.566 1.566 1.481 1.493 -0.082 188 2,471 +32
Mar15 150106 1.556 1.556 1.489 1.500 -0.070 203 1,008 +78
Apr15 150106 1.520 1.521 1.500 1.502 -0.070 119 629 -22
May15 150106 1.512 1.512 1.508 1.508 -0.059 125 640 +32
Jun15 150106 1.530 1.533 1.515 1.515 -0.051 62 443 +33
Jul15 150106 1.540 1.540 1.518 1.518 -0.049 0 185 +0
Aug15 150106 1.523 1.523 1.519 1.519 -0.041 0 227 +0
Sep15 150106 1.525 1.525 1.518 1.518 -0.040 0 76 +0
Total Volume and Open Interest 716 5,879 +149
WTI Crude Oil(ICE)
Feb15 150106 50.16 50.37 47.56 47.93 -2.11 39,722 62,631 -1,176
Mar15 150106 50.53 50.80 48.10 48.46 -2.06 22,741 56,578 -434
Apr15 150106 51.25 51.41 48.81 49.16 -2.01 7,400 23,161 +32
May15 150106 52.03 52.17 49.56 49.97 -1.98 4,071 11,783 +90
Jun15 150106 52.81 52.94 50.34 50.78 -1.95 7,102 51,301 -496
Jul15 150106 53.59 53.59 51.32 51.53 -1.93 1,336 10,909 +86
Aug15 150106 54.28 54.28 52.01 52.23 -1.94 902 4,754 -71
Sep15 150106 54.31 54.58 52.70 52.92 -1.97 431 16,040 +27
Oct15 150106 55.69 55.69 53.60 53.60 -2.00 164 3,589 +5
Nov15 150106 54.31 54.31 54.31 54.31 -2.03 126 6,174 -13
Dec15 150106 57.12 57.17 54.60 55.01 -2.06 4,113 85,265 -143
Jan16 150106 55.57 55.57 55.57 55.57 -2.08 203 7,103 -29
Feb16 150106 56.12 56.12 56.12 56.12 -2.10 14 853 -14
Mar16 150106 56.66 56.66 56.66 56.66 -2.11 2 2,427 +2
Apr16 150106 57.19 57.19 57.19 57.19 -2.13 2 2,752 +0
May16 150106 57.72 57.72 57.72 57.72 -2.15 2 2,266 +0
Total Volume and Open Interest 89,167 414,140 -2,169
US Dollar Index(ICE)
Mar15 150106 91.570 91.930 91.415 91.738 +0.115 44,832 115,693 +8,747
Jun15 150106 91.955 92.265 91.750 92.082 +0.102 231 1,669 -24
Sep15 150106 92.860 92.860 92.200 92.418 +0.118 8 761 +0
Total Volume and Open Interest 45,091 118,207 +8,724
Australian Dollar(CME)
Mar15 150106 80.47 81.17 80.43 80.67 +0.16 58,931 123,921 +4,884
Jun15 150106 80.08 80.58 80.08 80.17 +0.16 250 341 +151
Sep15 150106 79.73 79.73 79.73 79.73 +0.16 0 36 +0
Total Volume and Open Interest 59,181 124,320 +5,035
British Pound(CME)
Mar15 150106 152.41 152.65 151.33 151.54 -0.92 109,677 163,649 +20,923
Jun15 150106 152.31 152.45 151.41 151.43 -0.92 63 446 +41
Sep15 150106 151.41 151.41 151.37 151.37 -0.92 0 30 +0
Total Volume and Open Interest 109,740 164,161 +20,964
Canadian Dollar(CME)
Mar15 150106 84.88 85.11 84.33 84.49 -0.41 49,821 92,745 +6,055
Jun15 150106 84.72 84.92 84.20 84.31 -0.41 694 7,483 +186
Sep15 150106 84.46 84.46 84.03 84.16 -0.40 76 1,651 +76
Dec15 150106 84.39 84.39 84.03 84.03 -0.40 30 659 +5
Total Volume and Open Interest 50,626 102,582 +6,325
Japanese Yen(CME)
Mar15 150106 83.87 84.76 83.72 84.35 +0.64 101,438 226,085 +4,063
Jun15 150106 83.93 84.82 83.88 84.43 +0.63 51 2,010 +10
Sep15 150106 83.99 84.80 83.99 84.56 +0.63 1 38 +0
Total Volume and Open Interest 101,524 228,194 +4,107
Swiss Franc(CME)
Mar15 150106 99.42 99.70 99.04 99.30 -0.18 28,789 60,109 +2,332
Jun15 150106 99.71 99.84 99.31 99.53 -0.17 131 1,020 +21
Sep15 150106 99.79 99.79 99.79 99.79 -0.17 1 240 +0
Total Volume and Open Interest 28,924 61,410 +2,354
EuroFX(CME)
Mar15 150106 119.42 119.77 118.92 119.21 -0.26 160,116 394,714 +9,263
Jun15 150106 119.62 119.85 119.05 119.33 -0.25 417 2,824 +72
Sep15 150106 120.00 120.00 119.24 119.50 -0.26 50 279 +28
Total Volume and Open Interest 160,600 397,892 +9,364
Mexican Peso(CME)
Jan15 150106 673.00 673.00 673.00 673.00 +5.00      
Feb15 150106 671.75 671.75 671.75 671.75 +5.00      
Total Volume and Open Interest 20,162 129,571 +337
Brazilian Real(CME)
Feb15 150106 367.25 368.95 367.00 368.10 +4.00 129 2,857 +65
Mar15 150106 365.30 366.20 365.20 365.45 +4.05 55 1,105 -4
Apr15 150106 362.45 362.45 362.45 362.45 +3.85      
May15 150106 359.35 359.35 359.35 359.35 +3.75      
Total Volume and Open Interest 184 13,122 +61
30-Year T-Bonds(CBOT)
Mar15 150106 146~290 149~080 146~280 148~050 +1~060 256,841 890,785 +12,934
Jun15 150106 163~050 166~100 163~010 164~300 +1~290 192 1,479 +43
Sep15 150106 163~140 163~140 161~170 163~140 +1~290      
Total Volume and Open Interest 257,033 892,264 +12,977
10-Year T-Notes(CBOT)
Mar15 150106 127~240 129~035 127~235 128~115 +0~190 768,078 2,607,246 +186
Jun15 150106 127~245 128~105 127~020 127~215 +0~195 20 1,702 +5
Sep15 150106 127~080 127~080 126~205 127~080 +0~195      
Total Volume and Open Interest 768,098 2,608,948 +191
5-Year T-Notes(CBOT)
Mar15 150106 119~094 120~034 119~090 119~222 +0~122 479,043 1,841,303 +10,389
Jun15 150106 119~116 119~116 119~002 119~014 +0~140 0 250 +0
Sep15 150106 119~014 119~014 119~014 119~014 +0~140      
Total Volume and Open Interest 479,043 1,841,553 +10,389
2 Year T-Notes(CBOT)
Mar15 150106 109~106 109~164 109~106 109~130 +0~022 155,339 1,236,907 -1,822
Jun15 150106 109~000 109~000 108~296 109~000 +0~022      
Sep15 150106 109~000 109~000 108~296 109~000 +0~022      
Total Volume and Open Interest 155,339 1,236,907 -1,822
Eurodollars(CME)
Mar15 150106 99.720 99.725 99.715 99.720 +0.005 84,357 1,086,678 +387
Jun15 150106 99.555 99.590 99.550 99.565 +0.015 166,644 1,089,921 -8,736
Sep15 150106 99.345 99.415 99.345 99.365 +0.025 170,661 923,955 -11,876
Dec15 150106 99.095 99.195 99.095 99.125 +0.035 198,943 1,051,767 +12,282
Mar16 150106 98.845 98.965 98.845 98.885 +0.045 150,558 907,022 +12,541
Jun16 150106 98.605 98.745 98.605 98.655 +0.055 152,778 681,026 +2,471
Sep16 150106 98.385 98.545 98.385 98.445 +0.065 114,038 624,566 +6,170
Dec16 150106 98.195 98.370 98.190 98.270 +0.080 193,098 868,004 +20,403
Mar17 150106 98.050 98.230 98.045 98.135 +0.090 109,268 469,045 +6,391
Jun17 150106 97.915 98.110 97.910 98.015 +0.100 94,020 444,997 +6,548
Sep17 150106 97.810 98.015 97.810 97.920 +0.110 78,214 374,299 +13,714
Dec17 150106 97.715 97.930 97.715 97.835 +0.115 80,234 520,031 +6,016
Mar18 150106 97.660 97.870 97.660 97.775 +0.115 44,768 301,129 +3,029
Jun18 150106 97.600 97.810 97.600 97.715 +0.115 34,409 204,949 -752
Sep18 150106 97.550 97.760 97.550 97.665 +0.115 26,632 154,626 +1,368
Dec18 150106 97.495 97.705 97.490 97.610 +0.115 32,219 233,852 +4,923
Mar19 150106 97.475 97.665 97.470 97.570 +0.115 17,131 124,879 +339
Jun19 150106 97.415 97.630 97.415 97.530 +0.115 13,001 87,534 +295
Total Volume and Open Interest 1,793,951 10,437,074 +10,075,427
Ultra T-Bond(CBOT)
Mar15 150106 169~08 173~01 169~03 171~19 +2~12 46,838 523,743 -309
Jun15 150106 170~24 170~24 168~07 170~24 +2~17      
Sep15 150106 170~07 170~07 167~22 170~07 +2~17      
Total Volume and Open Interest 46,838 523,743 -309
30 Day Federal Funds(CBOT)
Jan15 150106 99.887 99.890 99.887 99.887 unch 545 54,975 -68
Feb15 150106 99.885 99.885 99.880 99.880 unch 1,594 64,944 +306
Mar15 150106 99.880 99.880 99.875 99.875 unch 548 76,391 +44
Apr15 150106 99.875 99.875 99.870 99.870 unch 6,861 72,566 -3,253
May15 150106 99.840 99.850 99.835 99.840 +0.005 5,477 98,918 +1,441
Jun15 150106 99.805 99.815 99.795 99.800 +0.005 1,164 50,506 -35
Total Volume and Open Interest 36,883 687,740 +2,631
3-Mth Euro-Yen(CME)
Mar15 150106 99.805 99.805 99.805 99.805 unch      
Jun15 150106 99.810 99.810 99.810 99.810 unch      
Sep15 150106 99.830 99.830 99.830 99.830 unch      
Dec15 150106 99.790 99.790 99.790 99.790 unch      
Mar16 150106 99.690 99.690 99.690 99.690 unch      
Jun16 150106 99.550 99.550 99.550 99.550 unch      
Sep16 150106 99.410 99.410 99.410 99.410 unch      
Dec16 150106 99.750 99.750 99.750 99.750 unch      
Mar17 150106 99.610 99.610 99.610 99.610 unch      
Jun17 150106 99.470 99.470 99.470 99.470 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar15 150106 99.81 99.81 99.81 99.81 unch      
Jun15 150106 99.81 99.81 99.81 99.81 unch 0 1 +0
Sep15 150106 99.79 99.79 99.79 99.79 unch 0 1 +0
Dec15 150106 99.83 99.83 99.83 99.83 unch 0 33 +0
Mar16 150106 99.69 99.69 99.69 99.69 unch      
Jun16 150106 99.55 99.55 99.55 99.55 unch      
Sep16 150106 99.41 99.41 99.41 99.41 unch      
Dec16 150106 99.75 99.75 99.75 99.75 unch 0 4 +0
Total Volume and Open Interest 0 39 +0
Japanese Gov't Bonds(SGX)
Mar15 150106 147.91 148.13 147.88 148.11 +0.20 227 20,610 -25
Jun15 150106 147.60 147.60 147.60 147.60 +0.20      
Sep15 150106 147.03 147.03 147.03 147.03 +0.20      
Total Volume and Open Interest 227 20,610 -25
Euro-Bund(EUREX)
Mar15 150106 156.40 157.20 156.29 156.92 +0.70 337,404 1,140,284 +9,916
Jun15 150106 154.55 155.06 154.48 154.82 +0.67 7 694 +2
Sep15 150106 154.62 154.62 154.62 154.62 +0.70 0 1 +0
Total Volume and Open Interest 337,411 1,140,979 +9,918
Euro-Bobl(EUREX)
Mar15 150106 130.28 130.38 130.26 130.33 +0.08 202,907 866,040 +14,680
Jun15 150106 128.35 128.35 128.35 128.35 -0.24 0 38 +0
Sep15 150106 130.03 130.03 130.03 130.03 +0.08      
Total Volume and Open Interest 202,907 866,078 +14,680
3-Mth Euribor(EUREX)
Mar15 150106 99.940 99.940 99.940 99.940 +0.005 2 3,943 +0
Jun15 150106 99.955 99.955 99.955 99.955 unch 0 2,881 +0
Sep15 150106 99.965 99.965 99.960 99.960 unch 0 10,061 +0
Total Volume and Open Interest 5 57,585 +3
Long Gilt(LIFFE)
Mar15 150106 120~14 121~21 120~14 121~05 +0~24 76,623 409,852 +6,350
Jun15 150106 120~11 120~11 120~11 120~11 +0~23      
Total Volume and Open Interest 76,623 409,852 +6,350
3-Mth Short Sterling(LIFFE)
Mar15 150106 99.41 99.42 99.40 99.42 +0.02 15,238 384,421 +176
Jun15 150106 99.38 99.39 99.37 99.38 +0.01 20,208 480,131 +3,625
Sep15 150106 99.32 99.34 99.31 99.32 +0.02 27,747 397,574 -546
Dec15 150106 99.23 99.26 99.22 99.24 +0.03 27,277 310,653 +1,777
Mar16 150106 99.13 99.17 99.12 99.14 +0.04 17,732 280,854 +1,974
Jun16 150106 99.00 99.07 99.00 99.04 +0.05 21,455 199,016 -700
Total Volume and Open Interest 231,814 3,022,524 +16,434
3-Mth Euribor(LIFFE)
Mar15 150106 99.935 99.940 99.930 99.940 +0.005 34,749 405,868 -3,645
Jun15 150106 99.950 99.955 99.950 99.955 +0.005 29,784 328,861 +3,173
Sep15 150106 99.960 99.965 99.955 99.960 unch 27,973 349,319 +7,953
Total Volume and Open Interest 236,603 2,867,983 +20,295
3-Mth Aus T-Bills(SFE)
Mar15 150106 97.43 97.44 97.42 97.43 -0.01 5,989 228,926 +1,706
Jun15 150106 97.55 97.58 97.53 97.54 -0.02 9,467 215,666 +1,965
Sep15 150106 97.63 97.65 97.60 97.61 -0.02 7,001 167,795 +2,226
Dec15 150106 97.66 97.69 97.64 97.65 -0.01 6,097 114,669 -472
Mar16 150106 97.68 97.72 97.65 97.67 -0.01 3,244 81,213 +48
Jun16 150106 97.68 97.71 97.65 97.67 -0.01 1,253 50,598 -428
Sep16 150106 97.65 97.69 97.64 97.65 unch 677 31,091 -288
Dec16 150106 97.62 97.66 97.61 97.62 unch 76 19,430 -279
Mar17 150106 97.60 97.60 97.57 97.57 -0.01 0 3,971 +0
Jun17 150106 97.54 97.54 97.52 97.52 -0.01 0 3,328 +0
Total Volume and Open Interest 33,804 920,492 +4,039
10-Year Aus T-Bonds(SFE)
Mar15 150106 97.29 97.35 97.26 97.34 +0.05 10,850 613,185 -10,725
Jun15 150106 97.34 97.34 97.34 97.34 +0.05      
Total Volume and Open Interest 10,850 613,185 -10,725
3-Year Aus T-Bonds(SFE)
Mar15 150106 97.89 97.93 97.87 97.89 unch 23,336 632,784 +851
Jun15 150106 97.89 97.89 97.89 97.89 unch      
Total Volume and Open Interest 23,336 632,784 +851
Gold(CMX)
Feb15 150106 1204.0 1223.3 1201.6 1219.4 +15.4 120,678 216,586 +2,017
Apr15 150106 1204.9 1223.1 1203.4 1220.2 +15.3 5,413 60,638 +898
Jun15 150106 1204.8 1222.4 1204.8 1220.7 +15.2 1,691 36,610 +446
Aug15 150106 1204.5 1221.3 1204.5 1221.3 +15.2 252 10,622 -13
Oct15 150106 1211.4 1224.9 1211.4 1221.9 +15.2 204 4,078 +107
Dec15 150106 1206.5 1225.0 1206.5 1222.6 +15.1 224 22,674 +63
Feb16 150106 1223.6 1223.6 1223.6 1223.6 +15.0 3 2,404 +1
Apr16 150106 1219.0 1224.6 1219.0 1224.6 +14.8 19 517 +3
Jun16 150106 1215.0 1225.8 1215.0 1225.8 +14.7 4 4,597 +0
Aug16 150106 1227.4 1227.4 1227.4 1227.4 +14.6 0 1 +0
Oct16 150106 1229.2 1229.2 1229.2 1229.2 +14.4      
Dec16 150106 1224.0 1232.3 1224.0 1231.2 +14.2 1 6,973 +0
Total Volume and Open Interest 128,663 375,184 +3,538
Silver(CMX)
Mar15 150106 1616.0 1671.5 1611.5 1663.7 +42.4 31,561 102,952 -231
May15 150106 1623.0 1670.5 1623.0 1666.9 +42.4 588 10,986 +112
Jul15 150106 1628.5 1672.5 1628.5 1669.6 +42.2 814 8,828 +278
Sep15 150106 1621.0 1672.3 1621.0 1672.3 +42.2 788 4,188 -202
Dec15 150106 1628.5 1676.2 1628.5 1676.2 +42.0 1,736 14,984 +121
Mar16 150106 1680.7 1680.7 1680.7 1680.7 +41.9 20 531 +0
May16 150106 1683.8 1683.8 1683.8 1683.8 +41.9 0 62 +0
Total Volume and Open Interest 35,971 151,265 +50
Platinum(NYMEX)
Jan15 150106 1210.8 1222.9 1210.7 1220.8 +10.7 120 435 -92
Apr15 150106 1212.3 1230.0 1209.0 1221.4 +10.5 7,179 63,696 +628
Jul15 150106 1212.2 1224.2 1212.2 1222.9 +10.4 44 464 +12
Oct15 150106 1225.1 1225.1 1225.1 1225.1 +10.4 0 15 +0
Total Volume and Open Interest 7,395 64,674 +555
Palladium(NYMEX)
Mar15 150106 794.00 810.00 794.00 800.40 +7.20 2,268 32,593 -13
Jun15 150106 799.05 805.25 799.05 801.05 +7.10 39 581 +30
Sep15 150106 801.65 801.65 801.65 801.65 +7.15 0 1 +0
Total Volume and Open Interest 2,307 33,185 +17
Copper(CMX)
Mar15 150106 276.95 278.20 275.65 276.70 +0.10 24,535 115,938 +2,535
May15 150106 276.50 277.95 275.55 276.40 -0.05 931 23,403 +128
Jul15 150106 276.90 278.20 275.90 276.40 -0.20 715 8,741 +47
Sep15 150106 277.65 277.65 276.05 276.55 -0.25 585 6,815 +226
Dec15 150106 277.65 277.65 276.50 276.75 -0.30 195 2,391 +61
Total Volume and Open Interest 27,378 163,445 +3,010
DJIA Index(CBOT)
Mar15 150106 17475 17502 17175 17290 -160 13 4,504 +1
Jun15 150106 17150 17217 17150 17217 -154 0 120 +0
Sep15 150106 17127 17281 17127 17127 -154      
Dec15 150106 17037 17191 17037 17037 -154      
Total Volume and Open Interest 13 4,624 +1
E-mini DJIA Index(CBOT)
Mar15 150106 17470 17502 17176 17290 -160 124,972 118,271 +2,495
Jun15 150106 17408 17408 17135 17217 -154 16 248 -9
Sep15 150106 17127 17127 17127 17127 -154 0 6 +0
Dec15 150106 17037 17037 17037 17037 -154 0 15 +0
Total Volume and Open Interest 124,988 118,540 +2,486
S & P 500(CME)
Mar15 150106 2018.90 2023.20 1984.00 1994.40 -21.50 6,699 124,285 +374
Jun15 150106 2000.10 2016.00 1979.50 1987.10 -21.40 56 3,717 -29
Sep15 150106 1980.90 2009.80 1975.30 1980.90 -21.40 0 115 +0
Dec15 150106 1975.10 2004.00 1969.50 1975.10 -21.40 0 5 +0
Total Volume and Open Interest 6,755 128,122 +345
S & P 500 E-Mini(Globex)
Mar15 150106 2019.00 2023.50 1984.25 1994.50 -21.50 1,358,348 2,746,750 -22,950
Jun15 150106 2011.50 2016.00 1977.50 1987.00 -21.50 2,059 8,589 +48
Total Volume and Open Interest 1,360,446 2,756,107 -22,900
NASDAQ 100(CME)
Mar15 150106 4165.30 4172.00 4080.00 4102.30 -59.50 446 5,196 -60
Jun15 150106 4091.50 4091.50 4091.50 4091.50 -59.50      
Sep15 150106 4081.80 4081.80 4081.80 4081.80 -59.50      
Total Volume and Open Interest 446 5,196 -60
NASDAQ 100 E-Mini(Globex)
Mar15 150106 4166.50 4172.50 4082.00 4102.30 -59.50 229,555 341,734 +7,271
Jun15 150106 4151.00 4156.80 4080.30 4091.50 -59.50 23 151 -8
Total Volume and Open Interest 229,585 341,924 +7,258
S & P Midcap 400(CME)
Mar15 150106 1406.50 1426.50 1406.50 1406.50 -19.10 1 468 -5
Jun15 150106 1404.50 1424.50 1404.50 1404.50 -19.10      
Sep15 150106 1402.30 1422.30 1402.30 1402.30 -19.10      
Total Volume and Open Interest 1 468 -5
Volatility Index(CBOE)
Jan15 150106 19.05 20.55 18.70 19.87 +0.75 104,309 115,502 -11,564
Feb15 150106 19.15 20.20 18.88 19.67 +0.47 54,318 80,345 +1,705
Mar15 150106 19.30 20.09 19.00 19.62 +0.30 20,543 31,815 -86
Apr15 150106 19.60 20.20 19.31 19.82 +0.25 15,443 26,350 +830
Total Volume and Open Interest 211,713 299,237 -9,089
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar15 150106 17155 17175 16605 16790 -370 9,904 64,104 +1,965
Jun15 150106 17080 17080 16795 16795 -355 2 4 +0
Total Volume and Open Interest 9,906 64,108 +1,965
Nikkei 225(SGX)
Mar15 150106 17355 17365 16850 16890 -490 10,737 276,500 +256
Jun15 150106 17120 17120 16795 16795 -490 0 3,191 +0
Sep15 150106 16780 16780 16780 16780 -495 0 5 +0
Total Volume and Open Interest 10,737 291,974 +256
CAC 40(EURONEXT)
Jan15 150106 4121.0 4152.0 4062.5 4084.0 -27.5 100,251 238,565 +238,565
Feb15 150106 4131.0 4143.0 4063.5 4083.0 -28.5 433 419 +419
Mar15 150106 4124.0 4152.0 4071.5 4084.0 -28.0 1,098 10,913 +10,913
Total Volume and Open Interest 101,782 249,908 +249,897
Hang Seng Index(HKFE)
Jan15 150106 23769 23804 23283 23440 -322 26,765 91,065 -2,925
Feb15 150106 23782 23783 23298 23452 -321 409 567 +323
Mar15 150106 23718 23723 23238 23390 -320 116 4,502 +23
Total Volume and Open Interest 27,308 96,626 -2,569
DAX(EUREX)
Mar15 150106 9475.0 9631.5 9383.5 9491.5 +14.0 78,835 126,100 -961
Jun15 150106 9489.0 9638.0 9418.5 9507.5 +13.0 1,159 2,949 +936
Sep15 150106 9420.0 9513.5 9420.0 9513.5 +14.0 1 31 +0
Total Volume and Open Interest 79,995 129,080 -25
FT-SE 100(EURONEXT)
Mar15 150106 6355.00 6390.50 6265.00 6306.00 -39.50 69,087 571,052 +5,399
Jun15 150106 6218.50 6249.00 6218.50 6249.00 -38.50 0 409 +0
Sep15 150106 6201.00 6201.00 6201.00 6201.00 -38.50 11 25 +10
Total Volume and Open Interest 69,098 571,486 +5,409
SPI 200(SFE)
Mar15 150106 5402.0 5408.0 5292.0 5312.0 -95.0 11,680 198,511 -7,111
Jun15 150106 5315.0 5320.0 5298.0 5310.0 -94.0 0 2,777 +0
Sep15 150106 5258.0 5258.0 5258.0 5258.0 -94.0 0 1,901 +0
Total Volume and Open Interest 11,704 204,760 -7,160
FTSE MIB(ISE)
Mar15 150106 18270.00 18535.00 18045.00 18165.00 -53.00 21,720 47,191 -599
Jun15 150106 17985.00 18130.00 17760.00 17820.00 -51.00 7 23 +2
Sep15 150106 17733.00 17733.00 17733.00 17733.00 -51.00      
Total Volume and Open Interest 21,727 47,214 -597
KOSPI 200(KFE)
Mar15 150106 244.90 244.95 239.60 240.50 -4.25 104,390 109,107 +164
Jun15 150106 245.70 245.70 240.70 241.50 -4.55 129 1,631 -10
Sep15 150106 242.95 242.95 242.95 242.95 -4.30 0 736 +0
Total Volume and Open Interest 104,519 112,200 +154
GSCI(CME)
Jan15 150106 401.00 404.00 396.00 398.00 -5.85 131 10,764 -29
Feb15 150106 400.90 407.00 399.00 400.90 -5.85      
Mar15 150106 412.25 413.50 405.50 407.40 -5.85      
Total Volume and Open Interest 131 10,764 -29
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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