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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri January 16, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar15 150116 991.25 996.00 983.00 991.75 +0.75 119,424 298,657 +5,291
May15 150116 997.50 1002.25 989.25 997.50 +0.25 40,577 110,815 +1,351
Jul15 150116 1004.00 1007.50 994.50 1003.00 -0.25 32,769 97,120 +2,289
Aug15 150116 1003.50 1005.75 994.75 1002.50 -0.25 2,013 6,907 +518
Sep15 150116 986.00 991.00 981.25 987.25 -1.00 325 2,125 +102
Nov15 150116 976.00 980.00 968.25 975.25 -1.25 12,024 108,132 +2,353
Jan16 150116 982.50 985.25 974.75 981.25 -1.25 356 2,685 +201
Mar16 150116 984.25 988.00 981.50 987.00 -1.00 69 1,042 +4
May16 150116 990.00 990.50 990.00 990.00 -0.50 29 428 -1
Jul16 150116 998.50 999.50 993.25 995.25 -0.25 25 364 -2
Aug16 150116 993.75 994.00 993.75 993.75 -0.25 0 28 +0
Sep16 150116 976.00 976.00 976.00 976.00 unch 0 13 +0
Nov16 150116 965.00 970.00 965.00 970.00 unch 110 2,311 +26
Jan17 150116 973.25 973.25 973.25 973.25 unch 9 5 +5
Total Volume and Open Interest 207,743 630,856 +11,861
Soybean Meal(CBOT)
Mar15 150116 326.70 329.00 324.30 326.20 -0.50 54,546 169,592 -1,468
May15 150116 322.30 324.50 320.00 320.50 -1.70 21,025 64,655 +1,313
Jul15 150116 322.50 324.60 320.00 320.70 -1.70 16,758 55,134 +1,269
Aug15 150116 322.80 323.50 319.50 320.50 -1.50 3,563 10,418 +772
Sep15 150116 321.40 323.00 319.00 319.80 -1.50 1,020 7,018 +260
Oct15 150116 317.00 318.20 314.90 315.80 -1.20 833 6,933 +411
Dec15 150116 315.90 317.40 313.20 314.70 -1.20 3,037 24,994 +649
Jan16 150116 316.50 317.70 314.60 315.30 -1.20 106 1,568 +64
Mar16 150116 317.00 318.10 316.40 316.90 -1.20 147 988 +125
May16 150116 316.40 318.40 315.40 317.10 -1.30 23 292 +6
Total Volume and Open Interest 101,121 341,801 +3,075
Soybean Oil(CBOT)
Mar15 150116 33.04 33.45 32.77 33.39 +0.40 50,948 182,388 +121
May15 150116 33.18 33.58 32.91 33.52 +0.39 20,027 59,791 -270
Jul15 150116 33.34 33.74 33.10 33.69 +0.39 15,948 55,592 +1,938
Aug15 150116 33.25 33.64 33.10 33.60 +0.34 1,820 9,595 +684
Sep15 150116 33.23 33.50 33.02 33.47 +0.27 482 8,357 +178
Oct15 150116 32.89 33.13 32.74 33.09 +0.17 126 6,811 +3
Dec15 150116 32.81 33.01 32.63 32.93 +0.12 2,699 33,562 +163
Jan16 150116 32.96 33.05 32.82 33.05 +0.11 57 1,929 +10
Mar16 150116 33.05 33.25 33.02 33.25 +0.11 35 1,477 +25
May16 150116 33.23 33.41 33.21 33.41 +0.10 11 938 +4
Total Volume and Open Interest 92,153 361,598 +2,791
Canola(WCE)
Jan15 150114 469.1 469.1 469.1 469.1 +5.0 0 40 +0
Mar15 150116 451.1 453.9 449.5 450.6 -0.8 12,590 97,657 +470
May15 150116 447.1 449.0 445.2 446.4 +0.5 7,813 27,431 +962
Jul15 150116 441.1 442.4 439.8 440.6 +1.2 4,171 12,505 +490
Nov15 150116 427.4 430.0 426.4 426.6 +1.4 2,555 21,727 +200
Total Volume and Open Interest 27,138 160,206 +2,082
Corn(CBOT)
Mar15 150116 380.50 388.00 379.50 387.00 +7.00 236,408 583,409 -7,450
May15 150116 387.50 395.25 386.75 394.25 +7.00 58,347 177,119 +4,808
Jul15 150116 393.50 401.50 393.00 401.00 +7.50 64,340 184,911 -2,276
Sep15 150116 399.50 407.25 399.50 406.75 +7.25 15,807 52,411 +804
Dec15 150116 408.00 415.25 407.00 414.75 +7.25 55,183 212,745 +7,491
Mar16 150116 415.75 423.00 415.75 423.00 +7.25 6,246 57,492 +5,103
May16 150116 427.25 429.25 422.00 429.00 +7.00 196 2,775 +69
Jul16 150116 428.25 433.00 426.50 433.00 +6.50 174 3,605 -12
Sep16 150116 425.50 425.50 419.25 425.50 +6.25 10 792 -2
Dec16 150116 416.00 421.00 414.25 420.50 +6.25 411 7,276 +11
Total Volume and Open Interest 437,227 1,283,185 +8,621
Wheat(CBOT)
Mar15 150116 536.75 542.00 531.25 532.75 unch 66,809 192,188 +1,007
May15 150116 538.50 544.25 533.25 534.75 -1.00 17,723 53,849 +433
Jul15 150116 542.50 548.25 537.25 538.25 -1.75 19,705 71,834 -673
Sep15 150116 550.00 555.00 545.75 546.00 -1.50 2,094 15,528 -58
Dec15 150116 562.25 566.25 557.00 557.75 -1.50 4,591 31,130 +578
Mar16 150116 568.25 571.25 564.00 564.00 -1.50 832 5,420 +463
Total Volume and Open Interest 111,757 370,736 +1,751
Wheat(KCBT)
Mar15 150116 577.00 584.75 573.00 577.00 +4.00 14,944 73,880 +1,430
May15 150116 579.00 586.00 576.00 579.50 +3.50 4,669 22,133 -602
Jul15 150116 583.25 589.00 580.50 582.75 +2.25 4,849 25,848 +816
Sep15 150116 593.50 599.75 591.50 593.75 +2.25 893 5,569 +212
Dec15 150116 608.00 613.00 605.50 607.50 +2.00 1,378 6,793 +311
Mar16 150116 617.50 621.50 615.00 617.00 +2.00 94 508 +75
Total Volume and Open Interest 26,843 134,973 +2,237
Wheat(MGE)
Mar15 150116 584.00 590.00 581.00 584.50 +3.50 4,654 32,239 -857
May15 150116 592.50 596.50 588.50 590.75 +2.50 2,326 16,638 +70
Jul15 150116 600.00 604.50 598.00 598.75 +2.25 1,638 9,874 +269
Sep15 150116 607.50 611.25 605.00 605.75 +2.00 639 5,124 +205
Dec15 150116 614.75 621.00 614.25 615.00 +1.00 773 4,272 +350
Total Volume and Open Interest 10,048 69,064 +44
Oats(CBOT)
Mar15 150116 282.00 289.75 281.75 288.75 +7.00 1,120 5,338 -126
May15 150116 287.50 292.00 285.00 292.00 +7.00 378 1,585 +9
Jul15 150116 290.00 296.75 289.75 296.75 +7.00 188 552 +141
Sep15 150116 298.50 298.50 291.75 298.50 +6.75 5 37 +5
Total Volume and Open Interest 1,746 7,721 +75
Rough Rice(CBOT)
Jan15 150114 11.20 11.20 10.98 10.98 -0.26 32 41 -302
Mar15 150116 11.33 11.40 11.26 11.32 -0.01 464 7,809 +56
May15 150116 11.63 11.63 11.54 11.57 -0.01 176 681 +107
Jul15 150116 11.81 11.83 11.81 11.81 0.00 12 75 +12
Total Volume and Open Interest 654 8,602 +156
Live Cattle(CME)
Feb15 150116 154.050 155.325 153.250 154.450 +0.250 48,722 71,938 -9,464
Apr15 150116 152.485 153.325 151.350 152.950 +0.150 37,749 106,865 +3,622
Jun15 150116 146.325 147.250 144.900 146.485 +0.035 10,273 52,337 -391
Aug15 150116 145.000 146.380 143.850 145.575 +0.025 4,604 14,741 +79
Oct15 150116 147.150 148.535 146.285 147.700 -0.285 2,820 10,663 +398
Dec15 150116 147.935 148.750 146.700 148.485 +0.185 529 5,413 -29
Total Volume and Open Interest 104,891 264,036 -5,778
Feeder Cattle(CME)
Jan15 150116 214.100 215.950 211.500 214.100 -1.550 2,433 5,955 -504
Mar15 150116 204.580 207.500 202.100 204.850 -0.750 6,887 16,903 +829
Apr15 150116 205.500 208.580 203.600 206.450 +0.100 2,303 4,767 -12
May15 150116 206.150 209.380 204.450 207.330 +0.180 1,835 7,383 -21
Aug15 150116 207.880 210.850 206.035 209.200 +0.150 1,439 5,441 +86
Sep15 150116 207.330 210.000 205.950 208.830 +0.780 235 959 +74
Oct15 150116 205.650 208.000 205.350 206.900 -0.150 106 720 +28
Total Volume and Open Interest 15,261 42,268 +483
Lean Hogs(CME)
Feb15 150116 75.800 75.800 74.150 74.500 -1.135 29,358 48,757 -6,476
Apr15 150116 78.400 78.600 77.200 77.680 -0.670 23,315 84,416 +5,083
May15 150116 83.930 84.150 83.300 83.385 -1.565 55 1,451 -1
Jun15 150116 87.980 88.000 86.430 86.650 -1.280 6,610 44,996 +1,361
Jul15 150116 87.150 87.150 85.885 86.300 -0.750 1,843 11,237 -197
Aug15 150116 86.785 86.800 85.785 86.180 -0.670 1,201 10,608 -82
Oct15 150116 77.550 77.550 76.200 76.430 -1.250 656 5,569 +214
Dec15 150116 72.150 72.180 71.450 71.750 -0.650 168 2,912 +50
Total Volume and Open Interest 63,214 210,584 -45
Class III Milk(CME)
Jan15 150116 16.01 16.06 16.00 16.01 -0.01 594 6,284 +128
Feb15 150116 14.59 14.65 14.39 14.43 -0.05 663 5,439 +43
Mar15 150116 14.24 14.24 14.00 14.02 -0.08 493 5,291 +96
Apr15 150116 13.87 14.00 13.82 13.90 +0.12 272 4,608 +81
May15 150116 14.19 14.25 14.11 14.18 +0.11 156 4,395 +89
Jun15 150116 14.72 14.87 14.70 14.80 +0.15 116 4,089 +15
Jul15 150116 15.44 15.54 15.44 15.51 +0.07 76 2,993 +12
Aug15 150116 15.90 15.90 15.78 15.84 -0.03 70 2,871 +14
Sep15 150116 16.20 16.20 15.99 16.06 -0.09 66 2,750 +13
Oct15 150116 16.20 16.20 16.13 16.20 unch 41 2,339 +20
Nov15 150116 16.10 16.10 16.04 16.10 +0.04 36 2,207 +13
Dec15 150116 16.03 16.03 15.96 16.01 -0.02 28 2,025 +13
Jan16 150116 16.15 16.20 16.15 16.15 unch 8 166 +0
Total Volume and Open Interest 2,621 45,858 +539
Cocoa(ICE)
Mar15 150116 2974 2977 2936 2942 -35 10,079 92,604 -80
May15 150116 2960 2964 2925 2933 -32 5,591 52,042 +912
Jul15 150116 2951 2953 2918 2924 -30 2,681 25,583 +334
Sep15 150116 2932 2932 2902 2908 -24 1,604 15,159 +174
Dec15 150116 2903 2903 2878 2883 -23 1,164 14,401 +664
Mar16 150116 2862 2862 2849 2853 -21 602 10,197 +257
May16 150116 2837 2839 2837 2839 -20 109 1,426 +27
Total Volume and Open Interest 21,830 211,459 +2,288
Coffee "C"(ICE)
Mar15 150116 177.50 177.60 170.40 171.00 -5.65 19,415 81,579 -1,487
May15 150116 180.00 180.05 173.05 173.65 -5.65 4,933 33,352 +26
Jul15 150116 182.00 182.30 175.50 176.10 -5.60 2,694 20,217 +124
Sep15 150116 184.25 184.25 177.60 178.10 -5.65 1,538 12,457 +358
Dec15 150116 185.15 185.15 180.55 181.10 -5.55 586 9,141 +136
Mar16 150116 186.25 186.25 182.80 183.35 -5.55 76 1,970 +6
Total Volume and Open Interest 29,394 166,116 -782
Orange Juice(ICE)
Mar15 150116 147.00 147.25 145.55 146.50 -0.15 527 8,773 -17
May15 150116 146.30 146.30 145.15 145.20 -0.55 127 1,245 +34
Jul15 150116 147.00 147.00 145.60 145.60 -0.95 1 459 +0
Sep15 150116 145.35 146.45 145.35 146.30 -0.95 1 126 +1
Nov15 150116 146.70 146.70 146.70 146.70 -0.95 0 28 +0
Jan16 150116 148.45 148.45 148.45 148.45 -0.95 0 12 +0
Total Volume and Open Interest 656 10,643 +18
Sugar #11(ICE)
Mar15 150116 15.35 15.49 15.27 15.33 -0.02 58,488 412,429 -1,864
May15 150116 15.48 15.67 15.47 15.57 +0.01 25,100 148,314 +4,425
Jul15 150116 15.77 15.89 15.70 15.81 +0.02 16,934 112,956 -1,746
Oct15 150116 16.19 16.27 16.10 16.20 +0.01 7,907 71,474 -403
Mar16 150116 16.89 16.99 16.83 16.91 unch 1,478 36,370 +76
May16 150116 16.95 17.03 16.88 16.95 unch 479 7,588 -68
Jul16 150116 16.91 16.96 16.85 16.91 -0.01 185 11,069 -31
Oct16 150116 17.05 17.09 17.00 17.05 -0.02 141 9,928 -6
Total Volume and Open Interest 110,753 818,541 +416
London Cocoa(LCE)
Mar15 150116 2030 2042 2023 2031 -13 7,526 100,817 +500
May15 150116 2005 2012 1996 2002 -13 4,399 46,747 -21
Jul15 150116 1991 1995 1984 1989 -12 2,418 28,422 -234
Sep15 150116 1978 1978 1967 1973 -10 1,362 31,648 +95
Dec15 150116 1950 1953 1940 1946 -8 1,718 19,590 -51
Mar16 150116 1920 1930 1920 1925 -5 1,759 19,508 +383
May16 150116 1917 1917 1917 1917 -5 42 741 +27
Total Volume and Open Interest 19,231 247,517 +699
London Sugar(LCE)
Mar15 150116 399.00 401.90 397.80 398.90 -0.90 4,824 37,632 -872
May15 150116 406.10 408.70 404.70 406.80 +0.10 1,769 20,806 +545
Aug15 150116 417.10 418.30 415.30 417.60 +0.10 114 11,708 +15
Oct15 150116 424.50 425.50 422.90 425.20 +0.20 98 3,496 -9
Dec15 150116 432.80 433.30 431.00 433.30 +0.70 19 1,596 -1
Total Volume and Open Interest 6,834 78,609 -319
Cotton(ICE)
Mar15 150116 59.41 59.85 59.16 59.23 -0.26 23,359 127,418 +6,696
May15 150116 60.25 60.52 59.86 60.02 -0.25 5,912 33,705 +86
Jul15 150116 61.34 61.45 60.74 60.91 -0.34 2,284 19,093 +1,181
Oct15 150116 61.84 61.84 61.84 61.84 -0.34 0 5 +0
Dec15 150116 63.62 63.69 62.79 63.04 -0.38 1,551 14,534 +1,082
Mar16 150116 64.30 64.55 64.14 64.14 -0.46 116 523 +101
Total Volume and Open Interest 33,222 195,406 +9,146
Lumber(CME)
Mar15 150116 314.8 315.0 310.8 311.9 -2.6 472 4,154 +112
May15 150116 314.0 315.2 311.5 312.1 -3.0 73 553 +46
Jul15 150116 318.3 321.0 318.0 318.3 -2.6 1 12 +1
Sep15 150116 317.4 321.0 317.4 317.4 -2.6 0 2 +0
Total Volume and Open Interest 611 4,761 +144
Crude Oil(NYM)
Feb15 150116 46.35 48.87 45.95 48.69 +2.44 510,252 97,092 -61,202
Mar15 150116 46.73 49.34 46.40 49.13 +2.40 300,679 464,025 +37,111
Apr15 150116 47.52 50.03 47.17 49.84 +2.37 71,234 119,265 +4,262
May15 150116 48.12 50.75 47.99 50.62 +2.32 39,626 56,718 +1,695
Jun15 150116 49.13 51.54 48.78 51.37 +2.27 85,852 143,469 -565
Jul15 150116 49.83 52.21 49.59 52.09 +2.24 21,292 54,843 +1,949
Aug15 150116 50.30 52.76 50.25 52.76 +2.19 8,721 39,566 +684
Sep15 150116 51.60 53.52 51.42 53.41 +2.12 20,222 61,567 +2,843
Oct15 150116 52.40 53.99 52.40 53.99 +2.03 4,290 39,064 +422
Nov15 150116 53.30 54.56 53.14 54.56 +1.94 2,277 30,610 +161
Dec15 150116 53.00 55.27 52.90 55.12 +1.85 53,430 192,661 +51
Jan16 150116 54.10 55.56 53.88 55.56 +1.77 1,614 37,549 -257
Feb16 150116 54.59 56.01 54.59 56.01 +1.71 634 15,521 +13
Mar16 150116 54.61 56.45 54.61 56.45 +1.66 1,164 19,854 +0
Apr16 150116 56.89 56.89 56.89 56.89 +1.61 135 8,103 +20
May16 150116 57.34 57.34 57.34 57.34 +1.56 161 7,819 +51
Total Volume and Open Interest 1,149,528 1,618,478 -9,057
e-miNY Crude Oil(NYM)
Jan15 141218 55.800 58.750 54.025 54.100 -2.375 18,031 3,315 -9
Feb15 150116 46.250 48.800 45.925 48.700 +2.450 17,381 3,860 -993
Mar15 150116 46.700 49.325 46.350 49.125 +2.400 3,954 4,341 +205
Apr15 150116 47.450 50.025 47.225 49.850 +2.375 695 765 +126
May15 150116 48.000 50.725 48.000 50.625 +2.325 357 83 -39
Jun15 150116 49.450 51.375 49.450 51.375 +2.275 330 134 -52
Jul15 150116 50.800 52.100 50.800 52.100 +2.250 112 52 -18
Aug15 150116 52.750 52.750 52.750 52.750 +2.175 90 78 +73
Sep15 150116 52.100 53.400 52.100 53.400 +2.100 52 117 +31
Oct15 150116 54.000 54.000 54.000 54.000 +2.050 20 6 -2
Total Volume and Open Interest 23,005 9,607 -665
NY Harbor ULSD(NYM)
Feb15 150116 161.55 167.20 161.13 166.56 +4.23 68,967 64,639 -5,801
Mar15 150116 159.35 164.04 158.07 163.65 +4.29 49,885 96,819 +5,296
Apr15 150116 156.48 161.93 156.48 161.52 +4.02 22,385 46,447 -1,342
May15 150116 157.00 162.06 157.00 161.74 +3.81 12,313 22,995 +402
Jun15 150116 160.19 163.61 159.16 163.25 +3.79 14,874 36,374 -558
Jul15 150116 161.05 165.66 161.05 165.44 +3.82 3,944 12,497 +33
Aug15 150116 164.07 167.66 164.07 167.66 +3.75 2,355 9,459 +247
Sep15 150116 168.83 170.16 166.27 169.92 +3.59 1,986 10,057 +297
Oct15 150116 170.72 172.10 168.49 172.10 +3.45 1,579 11,294 +695
Nov15 150116 172.50 173.89 170.88 173.89 +3.34 888 8,289 +20
Dec15 150116 173.10 175.74 172.05 175.50 +3.20 2,344 32,435 +2
Jan16 150116 175.33 176.90 173.84 176.90 +2.91 300 4,850 +73
Feb16 150116 176.89 177.90 175.84 177.90 +2.69 101 2,647 +21
Mar16 150116 176.88 178.21 176.88 178.21 +2.60 26 2,503 +3
Total Volume and Open Interest 182,224 373,335 -498
RBOB Gasoline(NYM)
Feb15 150116 129.52 136.34 128.58 135.88 +5.94 62,563 66,464 -3,893
Mar15 150116 132.73 139.52 132.00 139.05 +5.66 51,576 96,061 +3,667
Apr15 150116 156.43 161.16 155.71 160.78 +4.98 32,191 48,874 -1,987
May15 150116 157.99 162.57 157.85 162.31 +4.64 18,506 38,358 +25
Jun15 150116 158.92 162.93 158.50 162.58 +4.38 15,987 30,700 +681
Jul15 150116 157.90 162.41 157.07 162.07 +4.26 7,239 12,635 -341
Aug15 150116 157.52 160.98 157.35 160.98 +4.17 5,757 8,867 +343
Sep15 150116 157.58 159.40 155.71 159.03 +4.09 6,547 19,450 +202
Oct15 150116 144.05 147.27 143.87 147.27 +3.96 3,664 13,528 +213
Nov15 150116 141.86 145.75 141.86 145.75 +3.83 2,056 6,351 +265
Total Volume and Open Interest 210,088 376,458 -561
e-miNY RBOB Gasoline(NYM)
Feb15 150116 135.90 135.90 135.90 135.90 +6.00 0 1 +0
Mar15 150116 139.10 139.10 139.05 139.10 +5.70      
Apr15 150116 160.80 160.80 160.78 160.80 +5.00      
May15 150116 162.30 162.31 162.30 162.30 +4.60      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Feb15 150116 3.191 3.228 3.024 3.127 -0.031 233,230 95,930 -16,665
Mar15 150116 3.150 3.178 2.990 3.087 -0.034 189,216 284,631 +17,431
Apr15 150116 3.047 3.081 2.933 3.016 -0.020 101,440 126,923 +9,109
May15 150116 3.056 3.080 2.945 3.024 -0.019 44,501 90,559 +802
Jun15 150116 3.082 3.111 2.982 3.056 -0.019 22,085 41,835 +957
Jul15 150116 3.096 3.152 3.027 3.102 -0.019 16,268 39,063 +2,414
Aug15 150116 3.103 3.157 3.035 3.108 -0.020 11,123 30,005 +1,552
Sep15 150116 3.080 3.138 3.020 3.089 -0.023 9,587 32,331 +962
Oct15 150116 3.112 3.162 3.043 3.114 -0.022 28,565 63,317 +3,838
Nov15 150116 3.152 3.240 3.149 3.211 -0.014 4,317 28,367 -32
Dec15 150116 3.375 3.407 3.319 3.396 +0.002 6,377 29,703 +145
Jan16 150116 3.450 3.537 3.446 3.531 +0.010 8,328 41,953 +1,026
Feb16 150116 3.443 3.521 3.443 3.521 +0.011 1,659 8,473 -598
Mar16 150116 3.433 3.476 3.405 3.476 +0.009 2,968 14,389 +216
Apr16 150116 3.266 3.322 3.258 3.314 +0.008 3,877 12,307 -75
May16 150116 3.262 3.311 3.251 3.311 +0.010 1,194 4,143 -537
Total Volume and Open Interest 687,062 1,004,221 +19,859
Brent Crude Oil(ICE)
Feb15 150115 48.68 50.62 47.00 47.67 -1.02 208,057 64,966 -29,605
Mar15 150116 48.25 50.41 48.07 50.17 +1.90 411,296 386,587 +4,938
Apr15 150116 49.55 51.70 49.41 51.47 +1.91 164,591 215,212 +15,167
May15 150116 50.93 52.93 50.69 52.76 +1.92 89,803 119,075 +15,101
Jun15 150116 52.05 54.16 51.89 53.95 +1.90 103,572 186,106 +8,380
Jul15 150116 53.20 55.17 53.04 55.02 +1.83 26,923 75,830 +5,923
Aug15 150116 54.23 55.93 54.03 55.92 +1.75 12,845 47,387 +340
Sep15 150116 55.11 56.82 54.85 56.65 +1.67 19,472 51,053 +1,953
Oct15 150116 55.81 57.48 55.57 57.31 +1.61 9,909 39,215 +888
Nov15 150116 56.47 58.11 56.26 57.95 +1.57 4,826 28,999 -87
Dec15 150116 57.13 58.74 56.86 58.56 +1.53 69,601 150,419 +1,977
Jan16 150116 58.46 59.30 58.46 59.15 +1.49 2,983 38,788 +768
Feb16 150116 59.26 59.72 59.26 59.72 +1.43 2,238 20,824 +549
Mar16 150116 59.78 60.28 59.78 60.28 +1.38 5,042 25,756 +237
Total Volume and Open Interest 1,086,097 1,683,589 +29,259
Gas Oil(ICE)
Feb15 150116 471.00 484.50 468.25 472.25 -0.75 69,479 126,257 -3,805
Mar15 150116 472.25 484.75 469.25 473.25 -1.00 56,697 94,035 +3,779
Apr15 150116 473.50 485.75 470.50 474.75 -0.75 27,466 52,280 +963
May15 150116 474.75 488.50 473.75 478.50 -0.50 11,783 23,348 -100
Jun15 150116 482.50 493.00 478.50 483.75 +0.50 24,935 43,495 +60
Jul15 150116 488.75 497.75 486.50 490.75 +1.75 6,325 12,163 +200
Aug15 150116 492.50 506.50 492.25 497.75 +2.25 5,919 12,443 +1,160
Sep15 150116 499.25 513.00 499.25 504.25 +1.75 7,004 12,407 -51
Oct15 150116 506.50 519.25 506.50 510.75 +1.00 4,148 14,233 +876
Nov15 150116 511.75 523.25 511.75 515.00 +0.25 3,904 10,016 +724
Total Volume and Open Interest 243,126 511,718 +8,537
Ethanol(CBOT)
Feb15 150116 1.302 1.354 1.302 1.353 +0.045 515 1,953 -39
Mar15 150116 1.329 1.370 1.318 1.368 +0.042 373 1,237 +36
Apr15 150116 1.368 1.387 1.367 1.386 +0.039 118 857 +27
May15 150116 1.370 1.393 1.370 1.392 +0.025 127 476 +8
Jun15 150116 1.378 1.407 1.376 1.402 +0.023 126 1,142 -22
Jul15 150116 1.395 1.410 1.395 1.410 +0.026 32 396 +1
Aug15 150116 1.407 1.407 1.407 1.407 +0.026 22 256 +0
Sep15 150116 1.408 1.408 1.408 1.408 +0.026 34 109 -5
Total Volume and Open Interest 1,396 6,537 +12
WTI Crude Oil(ICE)
Feb15 150116 46.24 48.86 46.24 48.69 +2.44 77,755 23,523 -11,737
Mar15 150116 46.73 49.34 46.71 49.13 +2.40 76,300 107,088 +1,547
Apr15 150116 47.73 50.04 47.52 49.84 +2.37 21,260 26,303 +1,360
May15 150116 48.55 50.62 48.49 50.62 +2.32 12,509 14,907 -97
Jun15 150116 49.48 51.43 49.13 51.37 +2.27 23,035 54,836 +2,831
Jul15 150116 50.26 52.09 50.07 52.09 +2.24 4,671 13,520 -919
Aug15 150116 50.92 52.76 50.88 52.76 +2.19 1,066 5,890 +107
Sep15 150116 51.63 53.41 51.59 53.41 +2.12 2,146 18,589 +260
Oct15 150116 52.24 53.99 52.24 53.99 +2.03 686 3,691 -66
Nov15 150116 54.56 54.56 54.56 54.56 +1.94 318 6,823 +0
Dec15 150116 53.57 55.17 53.50 55.12 +1.85 15,009 74,968 -140
Jan16 150116 55.56 55.56 55.56 55.56 +1.77 96 7,037 -6
Feb16 150116 56.01 56.01 56.01 56.01 +1.71 45 874 -1
Mar16 150116 56.45 56.45 56.45 56.45 +1.66 50 2,543 +18
Apr16 150116 56.89 56.89 56.89 56.89 +1.61 8 2,741 -2
May16 150116 57.34 57.34 57.34 57.34 +1.56 18 2,289 +1
Total Volume and Open Interest 240,434 438,264 -5,473
US Dollar Index(ICE)
Mar15 150116 92.565 93.565 92.380 92.890 +0.283 50,462 121,943 -1,605
Jun15 150116 93.005 93.820 92.790 93.275 +0.305 836 3,241 +269
Sep15 150116 93.500 94.500 93.200 93.785 +0.355 35 855 +21
Total Volume and Open Interest 51,337 126,189 -1,315
Australian Dollar(CME)
Mar15 150116 81.64 82.22 81.34 81.97 +0.07 109,735 120,692 +1,335
Jun15 150116 81.33 81.62 80.90 81.45 +0.07 212 481 +77
Sep15 150116 80.98 80.98 80.98 80.98 +0.07 1 36 +1
Total Volume and Open Interest 109,948 121,232 +1,413
British Pound(CME)
Mar15 150116 151.69 152.28 150.68 151.60 -0.16 106,646 174,757 -2,901
Jun15 150116 151.61 152.06 150.85 151.50 -0.16 124 817 -18
Sep15 150116 151.42 151.42 151.42 151.42 -0.16 2 34 +0
Total Volume and Open Interest 106,772 175,644 -2,919
Canadian Dollar(CME)
Mar15 150116 83.43 83.53 82.90 83.48 +0.04 68,479 96,764 +2,669
Jun15 150116 83.27 83.33 82.75 83.31 +0.04 193 8,476 +70
Sep15 150116 82.91 83.15 82.73 83.15 +0.03 4 1,788 +2
Dec15 150116 82.73 83.02 82.73 83.02 +0.03 22 682 +12
Total Volume and Open Interest 68,698 107,756 +2,753
Japanese Yen(CME)
Mar15 150116 86.11 86.37 84.97 85.17 -0.70 322,268 219,926 -8,357
Jun15 150116 86.15 86.46 85.10 85.27 -0.69 342 2,927 +113
Sep15 150116 86.40 86.40 85.40 85.40 -0.68 6 52 +2
Total Volume and Open Interest 322,634 222,997 -8,226
Swiss Franc(CME)
Mar15 150116 117.75 118.62 113.66 117.00 +2.16 52,840 64,118 -564
Jun15 150116 118.51 118.65 114.51 117.42 +2.25 22 1,301 -4
Sep15 150116 116.67 117.87 114.47 117.87 +2.33 3 243 +0
Total Volume and Open Interest 52,865 65,704 -568
EuroFX(CME)
Mar15 150116 116.37 116.56 114.67 115.90 -0.32 315,139 408,788 -9,270
Jun15 150116 116.56 116.68 114.91 116.03 -0.31 485 3,948 +109
Sep15 150116 116.74 116.77 115.00 116.19 -0.32 49 430 +9
Total Volume and Open Interest 315,702 413,291 -9,135
Mexican Peso(CME)
Jan15 150116 682.12 682.12 682.12 682.12 -0.88      
Feb15 150116 685.25 685.25 685.25 685.25 +3.25      
Total Volume and Open Interest 49,295 134,496 +3,341
Brazilian Real(CME)
Feb15 150116 377.55 381.00 377.55 380.25 +2.15 1,084 4,021 -137
Mar15 150116 377.05 377.95 377.05 377.60 +2.20 249 1,591 +198
Apr15 150116 374.20 374.20 374.20 374.20 +2.00      
May15 150116 371.25 371.25 371.25 371.25 +1.55      
Total Volume and Open Interest 1,333 14,772 +61
30-Year T-Bonds(CBOT)
Mar15 150116 150~270 151~100 149~060 149~170 -0~180 495,531 838,550 -3,279
Jun15 150116 169~030 169~150 166~220 167~010 -0~180 295 2,627 +164
Sep15 150116 165~170 165~170 165~170 165~170 -0~180      
Total Volume and Open Interest 495,826 841,177 -3,115
10-Year T-Notes(CBOT)
Mar15 150116 130~240 130~300 129~235 129~275 -0~155 1,993,923 2,700,391 +6,480
Jun15 150116 130~055 130~060 129~080 129~085 -0~150 1,514 7,490 +261
Sep15 150116 128~270 129~100 128~270 128~270 -0~150      
Total Volume and Open Interest 1,995,437 2,707,885 +6,741
5-Year T-Notes(CBOT)
Mar15 150116 121~110 121~152 120~236 120~254 -0~104 913,125 1,842,049 -17
Jun15 150116 120~134 120~166 120~044 120~060 -0~106 20 291 +3
Sep15 150116 120~060 120~166 120~060 120~060 -0~106      
Total Volume and Open Interest 913,145 1,842,340 -14
2 Year T-Notes(CBOT)
Mar15 150116 109~282 109~294 109~234 109~244 -0~022 294,941 1,235,308 -6,843
Jun15 150116 109~144 109~162 109~130 109~134 -0~026 1,510 7,418 +1,432
Sep15 150116 109~134 109~162 109~134 109~134 -0~026      
Total Volume and Open Interest 296,451 1,242,726 -5,411
Eurodollars(CME)
Mar15 150116 99.740 99.745 99.730 99.735 unch 207,689 1,162,804 +32,512
Jun15 150116 99.670 99.675 99.640 99.645 -0.015 314,477 1,148,879 +25,288
Sep15 150116 99.550 99.560 99.490 99.500 -0.030 400,204 985,393 +6,517
Dec15 150116 99.385 99.390 99.300 99.310 -0.040 622,848 1,079,323 -30,417
Mar16 150116 99.200 99.215 99.100 99.115 -0.050 442,041 857,247 -3,353
Jun16 150116 99.025 99.045 98.905 98.920 -0.060 340,302 733,505 -4,012
Sep16 150116 98.855 98.875 98.725 98.735 -0.065 303,400 641,029 -6,584
Dec16 150116 98.700 98.720 98.560 98.570 -0.070 504,375 937,777 +3,088
Mar17 150116 98.565 98.590 98.420 98.435 -0.070 257,898 511,212 +3,457
Jun17 150116 98.435 98.460 98.290 98.305 -0.075 213,813 453,926 +8,979
Sep17 150116 98.330 98.360 98.180 98.195 -0.080 166,207 373,616 -5,784
Dec17 150116 98.230 98.260 98.080 98.095 -0.080 194,133 526,508 -14,229
Mar18 150116 98.160 98.185 98.005 98.020 -0.080 114,904 312,779 +248
Jun18 150116 98.080 98.110 97.930 97.950 -0.075 67,100 213,718 +2,835
Sep18 150116 98.030 98.045 97.865 97.885 -0.070 50,152 146,576 -2,845
Dec18 150116 97.950 97.975 97.795 97.820 -0.065 61,438 237,553 -2,829
Mar19 150116 97.900 97.925 97.745 97.770 -0.060 40,606 127,504 -4,407
Jun19 150116 97.850 97.870 97.690 97.715 -0.060 41,900 104,006 +3,356
Total Volume and Open Interest 4,420,292 10,874,666 +18,747
Ultra T-Bond(CBOT)
Mar15 150116 175~25 176~23 173~15 174~01 -0~24 123,171 516,180 +1,947
Jun15 150116 175~19 175~19 173~08 173~08 -0~24 12 10 +6
Sep15 150116 172~23 173~15 172~23 172~23 -0~24      
Total Volume and Open Interest 123,183 516,190 +1,953
30 Day Federal Funds(CBOT)
Jan15 150116 99.882 99.882 99.880 99.882 unch 1,612 51,383 -1,336
Feb15 150116 99.880 99.885 99.875 99.880 unch 3,527 64,995 -1,970
Mar15 150116 99.880 99.885 99.870 99.875 unch 993 78,466 +132
Apr15 150116 99.880 99.880 99.865 99.875 unch 5,340 76,198 -1,231
May15 150116 99.875 99.875 99.860 99.870 unch 15,774 94,792 -3,600
Jun15 150116 99.855 99.855 99.840 99.850 unch 12,675 54,480 +3,902
Total Volume and Open Interest 83,506 728,572 +2,170
3-Mth Euro-Yen(CME)
Mar15 150116 99.805 99.805 99.805 99.805 unch      
Jun15 150116 99.810 99.810 99.810 99.810 unch      
Sep15 150116 99.830 99.830 99.830 99.830 unch      
Dec15 150116 99.790 99.790 99.790 99.790 unch      
Mar16 150116 99.690 99.690 99.690 99.690 unch      
Jun16 150116 99.550 99.550 99.550 99.550 unch      
Sep16 150116 99.410 99.410 99.410 99.410 unch      
Dec16 150116 99.750 99.750 99.750 99.750 unch      
Mar17 150116 99.610 99.610 99.610 99.610 unch      
Jun17 150116 99.470 99.470 99.470 99.470 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar15 150116 99.81 99.81 99.81 99.81 unch      
Jun15 150116 99.81 99.81 99.81 99.81 unch 0 1 +0
Sep15 150116 99.79 99.79 99.79 99.79 unch 0 1 +0
Dec15 150116 99.83 99.83 99.83 99.83 unch 0 33 +0
Mar16 150116 99.69 99.69 99.69 99.69 unch      
Jun16 150116 99.55 99.55 99.55 99.55 unch      
Sep16 150116 99.41 99.41 99.41 99.41 unch      
Dec16 150116 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 150116 148.43 148.55 148.37 148.37 unch 1,453 20,411 -201
Jun15 150116 147.86 147.86 147.86 147.86 unch      
Sep15 150116 147.29 147.29 147.29 147.29 unch      
Total Volume and Open Interest 1,453 20,411 -201
Euro-Bund(EUREX)
Mar15 150116 157.65 157.97 157.37 157.44 unch 745,298 1,158,901 +22,950
Jun15 150116 155.67 155.80 155.28 155.28 -0.03 93 2,244 +41
Sep15 150116 155.14 155.14 155.14 155.14 unch 0 1 +0
Total Volume and Open Interest 745,391 1,161,146 +22,991
Euro-Bobl(EUREX)
Mar15 150116 130.59 130.64 130.52 130.54 -0.01 399,705 879,713 -4,552
Jun15 150116 128.73 128.73 128.73 128.73 -0.02 1,801 3,333 +1,800
Sep15 150116 130.24 130.24 130.24 130.24 -0.01      
Total Volume and Open Interest 401,506 883,046 -2,752
3-Mth Euribor(EUREX)
Mar15 150116 99.980 99.985 99.965 99.975 +0.055 1 3,770 +0
Jun15 150116 99.995 100.000 99.990 99.995 +0.050 0 2,876 +0
Sep15 150116 100.000 100.005 100.000 100.005 +0.045 16 10,060 +0
Total Volume and Open Interest 490 58,552 +14
Long Gilt(LIFFE)
Mar15 150116 122~13 122~19 121~19 121~23 -0~08 203,338 411,179 +866
Jun15 150116 120~29 120~29 120~29 120~29 -0~08      
Total Volume and Open Interest 203,338 411,179 +866
3-Mth Short Sterling(LIFFE)
Mar15 150116 99.42 99.43 99.41 99.42 -0.01 24,764 378,832 -6,608
Jun15 150116 99.41 99.42 99.38 99.39 -0.01 37,814 470,734 +576
Sep15 150116 99.38 99.38 99.33 99.34 -0.02 94,496 391,810 +9,318
Dec15 150116 99.33 99.34 99.26 99.27 -0.03 81,679 342,182 +5,311
Mar16 150116 99.26 99.27 99.18 99.19 -0.03 112,075 287,800 -6,163
Jun16 150116 99.16 99.19 99.08 99.09 -0.03 70,050 223,128 -526
Total Volume and Open Interest 712,245 3,043,209 +2,042
3-Mth Euribor(LIFFE)
Mar15 150116 99.965 99.990 99.965 99.975 +0.005 34,940 392,293 -4,773
Jun15 150116 99.990 100.010 99.985 99.995 unch 18,774 335,382 -3,795
Sep15 150116 100.000 100.015 99.995 100.000 -0.005 17,119 349,046 -644
Total Volume and Open Interest 234,360 2,928,458 +3,514
3-Mth Aus T-Bills(SFE)
Mar15 150116 97.34 97.40 97.33 97.39 +0.04 29,364 230,784 +3,628
Jun15 150116 97.46 97.56 97.45 97.52 +0.05 18,344 218,971 -963
Sep15 150116 97.54 97.65 97.52 97.62 +0.07 13,645 171,907 -588
Dec15 150116 97.58 97.70 97.56 97.67 +0.07 9,866 120,464 +385
Mar16 150116 97.60 97.74 97.58 97.69 +0.07 8,346 82,880 -1,641
Jun16 150116 97.60 97.74 97.57 97.69 +0.07 5,657 60,125 -181
Sep16 150116 97.55 97.73 97.55 97.68 +0.09 6,872 35,838 +1,756
Dec16 150116 97.52 97.71 97.52 97.67 +0.11 2,318 24,478 +29
Mar17 150116 97.50 97.64 97.50 97.64 +0.12 171 4,699 -256
Jun17 150116 97.47 97.62 97.47 97.62 +0.13 218 4,252 +72
Total Volume and Open Interest 94,998 958,358 +2,165
10-Year Aus T-Bonds(SFE)
Mar15 150116 97.35 97.56 97.34 97.49 +0.12 106,109 649,723 +448
Jun15 150116 97.49 97.49 97.49 97.49 +0.12      
Total Volume and Open Interest 106,109 649,723 +448
3-Year Aus T-Bonds(SFE)
Mar15 150116 97.85 98.01 97.84 97.96 +0.09 163,998 671,483 +2,260
Jun15 150116 97.96 97.96 97.96 97.96 +0.09      
Total Volume and Open Interest 163,998 671,483 +2,260
Gold(CMX)
Feb15 150116 1263.5 1282.4 1255.2 1276.9 +12.1 193,111 178,496 -5,549
Apr15 150116 1264.1 1283.4 1256.2 1277.9 +12.2 21,117 124,329 +6,250
Jun15 150116 1264.5 1283.7 1256.9 1278.5 +12.2 6,031 38,288 -450
Aug15 150116 1257.9 1281.3 1257.9 1279.1 +12.2 1,998 10,791 +23
Oct15 150116 1262.8 1281.3 1262.8 1279.7 +12.3 613 4,176 +131
Dec15 150116 1267.2 1285.0 1259.6 1280.4 +12.3 4,404 22,289 -36
Feb16 150116 1271.4 1281.0 1271.4 1281.0 +12.3 273 2,441 +33
Apr16 150116 1281.7 1281.7 1281.7 1281.7 +12.4 170 557 +38
Jun16 150116 1281.7 1282.4 1280.0 1282.4 +12.4 432 5,108 +314
Aug16 150116 1283.3 1283.3 1283.3 1283.3 +12.4 0 1 +0
Oct16 150116 1284.5 1284.5 1284.5 1284.5 +12.4      
Dec16 150116 1285.4 1285.8 1282.4 1285.8 +12.4 233 7,154 +2
Total Volume and Open Interest 228,954 403,082 +974
Silver(CMX)
Mar15 150116 1696.5 1786.5 1689.0 1775.0 +64.8 47,980 102,894 -1,321
May15 150116 1705.0 1788.0 1695.5 1778.5 +65.0 1,242 10,980 -329
Jul15 150116 1704.5 1791.0 1704.5 1781.4 +65.2 2,443 10,605 +616
Sep15 150116 1726.5 1790.0 1726.5 1784.2 +65.3 392 5,829 +218
Dec15 150116 1715.5 1789.5 1715.5 1787.7 +65.4 501 16,299 +62
Mar16 150116 1791.5 1791.5 1791.5 1791.5 +65.8 501 1,068 +487
May16 150116 1794.0 1794.0 1794.0 1794.0 +65.9 0 63 +0
Total Volume and Open Interest 53,327 156,936 -346
Platinum(NYMEX)
Jan15 150116 1264.0 1269.8 1264.0 1269.8 +7.7 45 118 -13
Apr15 150116 1258.6 1272.3 1254.3 1269.4 +6.6 14,412 64,736 +40
Jul15 150116 1259.5 1271.7 1259.2 1270.9 +6.5 86 1,502 +43
Oct15 150116 1273.1 1273.1 1273.1 1273.1 +6.5 0 15 +0
Total Volume and Open Interest 14,546 66,428 +70
Palladium(NYMEX)
Mar15 150116 768.80 775.00 746.00 754.30 -12.05 9,794 31,883 -235
Jun15 150116 769.25 773.95 746.75 754.80 -12.20 193 1,830 +128
Sep15 150116 755.40 755.40 755.40 755.40 -12.20 0 1 +0
Total Volume and Open Interest 9,987 33,719 -107
Copper(CMX)
Mar15 150116 258.20 263.40 254.05 261.70 +5.90 124,429 122,840 +157
May15 150116 258.20 263.15 253.95 261.60 +5.90 11,251 31,083 +450
Jul15 150116 256.25 262.60 254.75 261.60 +5.70 3,527 8,613 +98
Sep15 150116 254.70 262.90 254.70 261.75 +5.55 1,327 8,024 -21
Dec15 150116 257.40 262.95 256.00 262.05 +5.50 311 2,677 +10
Total Volume and Open Interest 142,082 180,396 +937
DJIA Index(CBOT)
Mar15 150116 17206 17450 17162 17432 +149 782 7,176 +170
Jun15 150116 17150 17360 17150 17360 +145 1 71 -1
Sep15 150116 17270 17270 17125 17270 +145      
Dec15 150116 17180 17180 17035 17180 +145      
Total Volume and Open Interest 783 7,247 +169
E-mini DJIA Index(CBOT)
Mar15 150116 17220 17458 17125 17432 +149 328,082 105,408 -5,063
Jun15 150116 17138 17364 17100 17360 +145 81 233 -3
Sep15 150116 17020 17270 17020 17270 +145 0 10 +0
Dec15 150116 17180 17180 17180 17180 +145 0 15 +0
Total Volume and Open Interest 328,163 105,666 -5,066
S & P 500(CME)
Mar15 150116 1980.50 2014.20 1970.60 2012.90 +23.80 10,630 126,458 +308
Jun15 150116 2005.40 2005.70 1976.70 2005.40 +23.70 3 2,339 -13
Sep15 150116 1998.40 1998.70 1969.70 1998.40 +23.70 0 99 +0
Dec15 150116 1991.80 1992.40 1963.40 1991.80 +23.40 0 1 +0
Total Volume and Open Interest 10,633 128,897 +295
S & P 500 E-Mini(Globex)
Mar15 150116 1980.75 2014.25 1970.25 2013.00 +24.00 2,516,599 2,701,273 -958
Jun15 150116 1973.25 2006.50 1963.50 2005.50 +23.75 4,317 10,720 +466
Total Volume and Open Interest 2,521,068 2,714,072 -485
NASDAQ 100(CME)
Mar15 150116 4070.00 4137.00 4041.50 4134.00 +45.00 974 10,655 +711
Jun15 150116 4120.80 4120.80 4120.80 4120.80 +42.50      
Sep15 150116 4111.00 4111.00 4111.00 4111.00 +42.50      
Total Volume and Open Interest 974 10,655 +711
NASDAQ 100 E-Mini(Globex)
Mar15 150116 4072.50 4138.50 4041.50 4134.00 +45.00 450,812 312,406 -4,242
Jun15 150116 4060.50 4130.80 4038.00 4120.80 +42.50 36 214 +2
Total Volume and Open Interest 450,852 312,674 -4,237
S & P Midcap 400(CME)
Mar15 150116 1426.70 1426.70 1426.70 1426.70 +19.70 0 913 +0
Jun15 150116 1423.70 1423.70 1423.70 1423.70 +19.70      
Sep15 150116 1421.50 1421.50 1421.50 1421.50 +19.70      
Total Volume and Open Interest 0 913 +0
Volatility Index(CBOE)
Jan15 150116 21.45 22.35 20.50 20.63 -0.85 125,716 77,214 -6,610
Feb15 150116 20.75 21.35 20.05 20.13 -0.65 90,573 105,760 +3,313
Mar15 150116 20.39 20.85 19.80 20.02 -0.36 37,822 31,219 +592
Apr15 150116 20.35 20.75 19.89 20.08 -0.25 21,773 29,675 +1,262
Total Volume and Open Interest 300,402 296,121 -790
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar15 150116 16830 17130 16590 17125 +270 30,243 56,670 +452
Jun15 150116 16810 17120 16810 17120 +260 11 15 +7
Total Volume and Open Interest 30,254 56,687 +459
Nikkei 225(SGX)
Mar15 150116 17140 17190 16545 16830 -305 127,231 271,516 -1,824
Jun15 150116 17050 17050 16515 16730 -305 34 3,209 +12
Sep15 150116 16720 16720 16720 16720 -305 0 5 +0
Total Volume and Open Interest 128,393 284,573 -812
CAC 40(EURONEXT)
Jan15 150116 4285.0 4370.0 4283.5 4361.0 +39.5 276,009 235,466 -38,093
Feb15 150116 4286.5 4421.5 4283.0 4379.0 +58.0 125,075 202,772 +90,950
Mar15 150116 4286.5 4417.0 4286.5 4379.0 +58.0 588 10,594 -275
Total Volume and Open Interest 401,673 450,349 +52,582
Hang Seng Index(HKFE)
Jan15 150116 24400 24460 24102 24224 -184 58,835 96,381 +1,431
Feb15 150116 24429 24467 24121 24237 -183 634 3,736 +199
Mar15 150116 24369 24395 24060 24171 -182 661 4,142 -95
Total Volume and Open Interest 60,692 105,293 +1,519
DAX(EUREX)
Mar15 150116 9961.0 10316.0 9944.0 10201.0 +186.0 176,652 133,543 -1,010
Jun15 150116 10002.0 10318.5 9960.0 10214.0 +186.0 402 3,277 +177
Sep15 150116 10049.0 10226.5 10030.0 10215.5 +186.0 32 46 +0
Total Volume and Open Interest 177,086 136,866 -833
FT-SE 100(EURONEXT)
Mar15 150116 6388.00 6529.50 6377.50 6489.00 +76.00 163,629 563,544 +8,917
Jun15 150116 6359.50 6433.00 6359.50 6433.00 +76.00 395 856 +272
Sep15 150116 6387.50 6387.50 6387.50 6387.50 +76.00 0 35 +0
Total Volume and Open Interest 164,024 564,485 +9,189
SPI 200(SFE)
Mar15 150116 5294.0 5305.0 5213.0 5231.0 -49.0 31,823 203,112 +3,435
Jun15 150116 5233.0 5233.0 5220.0 5227.0 -50.0 4 2,694 -74
Sep15 150116 5179.0 5179.0 5175.0 5175.0 -55.0 0 2,297 +0
Total Volume and Open Interest 34,514 212,499 +4,499
FTSE MIB(ISE)
Mar15 150116 18735.00 19255.00 18720.00 19228.00 +385.00 46,549 42,160 -911
Jun15 150116 18475.00 18890.00 18470.00 18883.00 +387.00 19 44 +4
Sep15 150116 18796.00 18796.00 18796.00 18796.00 +387.00      
Total Volume and Open Interest 46,568 42,204 -907
KOSPI 200(KFE)
Mar15 150116 247.15 247.40 242.45 243.15 -4.25 148,133 108,181 +327
Jun15 150116 248.45 248.45 243.70 244.40 -4.15 166 1,770 +12
Sep15 150116 245.60 245.60 245.60 245.60 -4.30 0 738 +0
Total Volume and Open Interest 148,300 111,417 +339
GSCI(CME)
Feb15 150116 391.00 392.00 382.65 391.00 +8.30 3,545 12,307 +3,348
Mar15 150116 397.20 398.00 389.15 397.20 +8.00      
Apr15 150116 400.80 400.80 400.80 400.80        
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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