|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue January 20, 2015 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar15 |
150120 |
982.00 |
986.75 |
972.25 |
982.00 |
-9.75 |
152,445 |
299,323 |
+666 |
May15 |
150120 |
988.00 |
992.25 |
978.50 |
987.75 |
-9.75 |
50,419 |
113,824 |
+3,009 |
Jul15 |
150120 |
995.00 |
997.00 |
984.00 |
993.00 |
-10.00 |
41,255 |
99,147 |
+2,027 |
Aug15 |
150120 |
995.00 |
1002.50 |
984.00 |
992.50 |
-10.00 |
1,651 |
7,366 |
+459 |
Sep15 |
150120 |
979.00 |
987.25 |
969.50 |
977.50 |
-9.75 |
326 |
2,212 |
+87 |
Nov15 |
150120 |
968.00 |
975.25 |
958.25 |
966.75 |
-8.50 |
13,147 |
110,168 |
+2,036 |
Jan16 |
150120 |
975.50 |
981.25 |
964.75 |
972.75 |
-8.50 |
303 |
2,644 |
-41 |
Mar16 |
150120 |
980.00 |
987.00 |
972.25 |
978.75 |
-8.25 |
37 |
1,046 |
+4 |
May16 |
150120 |
977.75 |
990.00 |
977.75 |
982.50 |
-7.50 |
10 |
428 |
+0 |
Jul16 |
150120 |
985.00 |
995.25 |
985.00 |
988.00 |
-7.25 |
29 |
363 |
-1 |
Aug16 |
150120 |
986.50 |
993.75 |
986.50 |
986.50 |
-7.25 |
0 |
28 |
+0 |
Sep16 |
150120 |
968.75 |
976.00 |
968.75 |
968.75 |
-7.25 |
0 |
13 |
+0 |
Nov16 |
150120 |
965.00 |
970.00 |
960.00 |
966.25 |
-3.75 |
67 |
2,316 |
+5 |
Jan17 |
150120 |
969.75 |
973.25 |
969.75 |
969.75 |
-3.50 |
9 |
10 |
+5 |
Total Volume and Open Interest |
259,717 |
639,120 |
+8,264 |
Soybean Meal(CBOT) |
Mar15 |
150120 |
324.30 |
327.30 |
321.00 |
326.50 |
+0.30 |
53,121 |
167,864 |
-1,728 |
May15 |
150120 |
319.30 |
319.90 |
314.50 |
319.30 |
-1.20 |
18,644 |
65,545 |
+890 |
Jul15 |
150120 |
319.80 |
320.70 |
314.60 |
318.60 |
-2.10 |
16,413 |
54,810 |
-324 |
Aug15 |
150120 |
319.20 |
320.50 |
314.50 |
318.10 |
-2.40 |
2,323 |
11,152 |
+734 |
Sep15 |
150120 |
318.70 |
319.80 |
313.90 |
317.40 |
-2.40 |
742 |
7,193 |
+175 |
Oct15 |
150120 |
314.60 |
315.80 |
310.90 |
314.30 |
-1.50 |
535 |
7,108 |
+175 |
Dec15 |
150120 |
314.70 |
314.70 |
310.00 |
313.90 |
-0.80 |
3,447 |
25,233 |
+239 |
Jan16 |
150120 |
313.80 |
315.30 |
312.10 |
314.80 |
-0.50 |
190 |
1,608 |
+40 |
Mar16 |
150120 |
315.60 |
317.20 |
313.20 |
316.70 |
-0.20 |
74 |
1,042 |
+54 |
May16 |
150120 |
317.00 |
318.70 |
315.40 |
317.60 |
+0.50 |
8 |
293 |
+1 |
Total Volume and Open Interest |
95,523 |
342,078 |
+277 |
Soybean Oil(CBOT) |
Mar15 |
150120 |
33.22 |
33.25 |
32.70 |
32.84 |
-0.55 |
69,552 |
179,770 |
-2,618 |
May15 |
150120 |
33.28 |
33.36 |
32.86 |
33.00 |
-0.52 |
22,964 |
59,708 |
-83 |
Jul15 |
150120 |
33.45 |
33.69 |
33.04 |
33.17 |
-0.52 |
23,518 |
56,082 |
+490 |
Aug15 |
150120 |
33.24 |
33.60 |
33.01 |
33.12 |
-0.48 |
1,280 |
9,977 |
+382 |
Sep15 |
150120 |
33.25 |
33.47 |
32.94 |
33.01 |
-0.46 |
1,244 |
8,213 |
-144 |
Oct15 |
150120 |
32.84 |
33.09 |
32.59 |
32.66 |
-0.43 |
238 |
6,826 |
+15 |
Dec15 |
150120 |
32.47 |
32.87 |
32.37 |
32.53 |
-0.40 |
4,563 |
33,206 |
-356 |
Jan16 |
150120 |
32.81 |
33.05 |
32.64 |
32.65 |
-0.40 |
178 |
2,018 |
+89 |
Mar16 |
150120 |
33.14 |
33.25 |
32.75 |
32.85 |
-0.40 |
76 |
1,530 |
+53 |
May16 |
150120 |
33.20 |
33.41 |
33.01 |
33.01 |
-0.40 |
24 |
951 |
+13 |
Total Volume and Open Interest |
123,660 |
359,452 |
-2,146 |
Canola(WCE) |
Jan15 |
150114 |
469.1 |
469.1 |
469.1 |
469.1 |
+5.0 |
0 |
40 |
+0 |
Mar15 |
150120 |
449.0 |
456.3 |
446.6 |
455.7 |
+6.0 |
8,004 |
96,845 |
-75 |
May15 |
150120 |
443.2 |
448.1 |
439.7 |
447.6 |
+3.7 |
6,054 |
33,450 |
+1,951 |
Jul15 |
150120 |
436.3 |
441.5 |
433.9 |
440.9 |
+3.8 |
2,896 |
14,462 |
+923 |
Nov15 |
150120 |
424.2 |
431.1 |
420.7 |
430.4 |
+5.0 |
2,617 |
24,115 |
+1,733 |
Total Volume and Open Interest |
19,728 |
169,908 |
+4,654 |
Corn(CBOT) |
Mar15 |
150120 |
385.25 |
391.00 |
382.25 |
390.25 |
+3.25 |
189,766 |
593,836 |
+10,427 |
May15 |
150120 |
392.50 |
398.25 |
389.75 |
397.75 |
+3.50 |
39,330 |
177,373 |
+254 |
Jul15 |
150120 |
399.00 |
404.50 |
396.25 |
404.00 |
+3.00 |
36,085 |
185,994 |
+1,083 |
Sep15 |
150120 |
404.50 |
410.00 |
402.25 |
409.75 |
+3.00 |
6,589 |
53,113 |
+702 |
Dec15 |
150120 |
413.00 |
417.50 |
409.75 |
417.00 |
+2.25 |
33,209 |
214,307 |
+1,562 |
Mar16 |
150120 |
419.75 |
425.00 |
417.50 |
425.00 |
+2.00 |
1,589 |
57,589 |
+97 |
May16 |
150120 |
425.00 |
431.00 |
425.00 |
431.00 |
+2.00 |
127 |
2,806 |
+31 |
Jul16 |
150120 |
430.50 |
435.25 |
428.25 |
435.25 |
+2.25 |
263 |
3,711 |
+106 |
Sep16 |
150120 |
426.50 |
426.50 |
425.50 |
426.50 |
+1.00 |
82 |
848 |
+56 |
Dec16 |
150120 |
417.75 |
421.50 |
415.50 |
421.00 |
+0.50 |
426 |
7,310 |
+34 |
Total Volume and Open Interest |
307,496 |
1,297,561 |
+14,376 |
Wheat(CBOT) |
Mar15 |
150120 |
532.25 |
539.75 |
523.00 |
537.00 |
+4.25 |
59,519 |
194,847 |
+2,659 |
May15 |
150120 |
533.50 |
542.25 |
525.75 |
539.75 |
+5.00 |
13,312 |
54,302 |
+453 |
Jul15 |
150120 |
538.00 |
546.50 |
530.25 |
544.25 |
+6.00 |
13,692 |
70,861 |
-973 |
Sep15 |
150120 |
545.00 |
553.75 |
539.00 |
552.25 |
+6.25 |
2,792 |
15,409 |
-119 |
Dec15 |
150120 |
557.00 |
565.50 |
550.00 |
563.75 |
+6.00 |
2,829 |
31,502 |
+372 |
Mar16 |
150120 |
559.25 |
570.00 |
559.00 |
570.00 |
+6.00 |
84 |
5,444 |
+24 |
Total Volume and Open Interest |
92,240 |
373,151 |
+2,415 |
Wheat(KCBT) |
Mar15 |
150120 |
576.75 |
579.75 |
564.75 |
577.75 |
+0.75 |
14,485 |
74,603 |
+723 |
May15 |
150120 |
579.25 |
583.00 |
568.75 |
581.25 |
+1.75 |
4,533 |
22,825 |
+692 |
Jul15 |
150120 |
581.50 |
586.00 |
572.75 |
583.50 |
+0.75 |
3,227 |
26,798 |
+950 |
Sep15 |
150120 |
595.25 |
595.25 |
584.00 |
594.75 |
+1.00 |
392 |
5,640 |
+71 |
Dec15 |
150120 |
609.50 |
609.50 |
598.25 |
608.50 |
+1.00 |
879 |
6,933 |
+140 |
Mar16 |
150120 |
616.75 |
619.00 |
616.75 |
619.00 |
+2.00 |
170 |
626 |
+118 |
Total Volume and Open Interest |
23,781 |
137,673 |
+2,700 |
Wheat(MGE) |
Mar15 |
150120 |
584.50 |
591.75 |
576.75 |
589.50 |
+5.00 |
4,433 |
32,352 |
+113 |
May15 |
150120 |
591.25 |
598.25 |
583.75 |
596.00 |
+5.25 |
2,266 |
16,885 |
+247 |
Jul15 |
150120 |
598.00 |
605.50 |
591.50 |
603.50 |
+4.75 |
1,317 |
9,936 |
+62 |
Sep15 |
150120 |
606.75 |
613.00 |
599.25 |
610.25 |
+4.50 |
780 |
5,390 |
+266 |
Dec15 |
150120 |
616.00 |
621.75 |
608.00 |
620.00 |
+5.00 |
510 |
4,467 |
+195 |
Total Volume and Open Interest |
9,311 |
69,950 |
+886 |
Oats(CBOT) |
Mar15 |
150120 |
290.50 |
291.75 |
286.00 |
290.25 |
+1.50 |
404 |
5,269 |
-69 |
May15 |
150120 |
294.00 |
294.25 |
291.00 |
292.75 |
+0.75 |
127 |
1,644 |
+59 |
Jul15 |
150120 |
297.00 |
298.75 |
295.00 |
297.00 |
+0.25 |
29 |
574 |
+22 |
Sep15 |
150120 |
299.00 |
299.00 |
298.50 |
299.00 |
+0.50 |
0 |
37 |
+0 |
Total Volume and Open Interest |
572 |
7,744 |
+23 |
Rough Rice(CBOT) |
Jan15 |
150114 |
11.20 |
11.20 |
10.98 |
10.98 |
-0.26 |
32 |
41 |
-302 |
Mar15 |
150120 |
11.35 |
11.38 |
11.24 |
11.27 |
-0.06 |
314 |
7,803 |
-6 |
May15 |
150120 |
11.60 |
11.60 |
11.50 |
11.52 |
-0.05 |
84 |
674 |
-7 |
Jul15 |
150120 |
11.81 |
11.81 |
11.76 |
11.76 |
-0.06 |
5 |
80 |
+5 |
Total Volume and Open Interest |
403 |
8,594 |
-8 |
Live Cattle(CME) |
Feb15 |
150120 |
154.750 |
154.825 |
151.450 |
153.050 |
-1.400 |
33,575 |
66,323 |
-5,615 |
Apr15 |
150120 |
152.950 |
153.000 |
149.950 |
151.075 |
-1.875 |
25,815 |
109,448 |
+2,583 |
Jun15 |
150120 |
146.450 |
146.700 |
143.485 |
145.130 |
-1.355 |
8,645 |
52,630 |
+293 |
Aug15 |
150120 |
145.400 |
145.700 |
142.575 |
144.075 |
-1.500 |
4,287 |
15,143 |
+402 |
Oct15 |
150120 |
147.535 |
147.900 |
144.700 |
146.380 |
-1.320 |
3,006 |
10,246 |
-417 |
Dec15 |
150120 |
148.100 |
148.400 |
145.485 |
147.075 |
-1.410 |
491 |
5,448 |
+35 |
Total Volume and Open Interest |
75,961 |
261,358 |
-2,678 |
Feeder Cattle(CME) |
Jan15 |
150120 |
215.800 |
216.250 |
212.880 |
214.485 |
+0.385 |
2,802 |
5,916 |
-39 |
Mar15 |
150120 |
206.500 |
206.685 |
200.350 |
202.485 |
-2.365 |
7,253 |
16,478 |
-425 |
Apr15 |
150120 |
207.500 |
208.050 |
202.130 |
204.100 |
-2.350 |
3,612 |
4,756 |
-11 |
May15 |
150120 |
208.300 |
208.650 |
203.330 |
205.150 |
-2.180 |
2,463 |
7,434 |
+51 |
Aug15 |
150120 |
210.035 |
210.100 |
205.000 |
207.285 |
-1.915 |
1,193 |
5,510 |
+69 |
Sep15 |
150120 |
209.300 |
209.300 |
204.830 |
206.550 |
-2.280 |
156 |
974 |
+15 |
Oct15 |
150120 |
207.750 |
207.800 |
203.380 |
204.900 |
-2.000 |
136 |
760 |
+40 |
Total Volume and Open Interest |
17,691 |
41,972 |
-296 |
Lean Hogs(CME) |
Feb15 |
150120 |
74.250 |
74.300 |
71.580 |
71.785 |
-2.715 |
17,762 |
43,983 |
-4,774 |
Apr15 |
150120 |
77.475 |
77.475 |
74.680 |
74.680 |
-3.000 |
14,237 |
85,430 |
+1,014 |
May15 |
150120 |
83.400 |
83.400 |
81.250 |
81.250 |
-2.135 |
38 |
1,447 |
-4 |
Jun15 |
150120 |
86.750 |
86.750 |
83.650 |
83.680 |
-2.970 |
4,598 |
45,336 |
+340 |
Jul15 |
150120 |
86.250 |
86.250 |
83.300 |
83.300 |
-3.000 |
1,578 |
11,348 |
+111 |
Aug15 |
150120 |
86.000 |
86.035 |
83.180 |
83.550 |
-2.630 |
640 |
10,721 |
+113 |
Oct15 |
150120 |
76.035 |
76.035 |
73.430 |
73.430 |
-3.000 |
1,075 |
6,241 |
+672 |
Dec15 |
150120 |
71.330 |
71.330 |
68.950 |
69.200 |
-2.550 |
267 |
2,940 |
+28 |
Total Volume and Open Interest |
40,352 |
208,111 |
-2,473 |
Class III Milk(CME) |
Jan15 |
150120 |
16.01 |
16.01 |
16.01 |
16.01 |
unch |
160 |
6,343 |
+59 |
Feb15 |
150120 |
14.46 |
14.51 |
14.25 |
14.45 |
+0.02 |
207 |
5,472 |
+33 |
Mar15 |
150120 |
14.06 |
14.15 |
13.90 |
14.09 |
+0.07 |
222 |
5,388 |
+97 |
Apr15 |
150120 |
13.92 |
14.13 |
13.86 |
14.02 |
+0.12 |
154 |
4,665 |
+57 |
May15 |
150120 |
14.22 |
14.31 |
14.12 |
14.22 |
+0.04 |
90 |
4,461 |
+66 |
Jun15 |
150120 |
14.83 |
14.83 |
14.69 |
14.75 |
-0.05 |
72 |
4,139 |
+50 |
Jul15 |
150120 |
15.51 |
15.56 |
15.37 |
15.38 |
-0.13 |
70 |
3,037 |
+44 |
Aug15 |
150120 |
15.81 |
15.87 |
15.70 |
15.70 |
-0.14 |
52 |
2,907 |
+36 |
Sep15 |
150120 |
16.20 |
16.20 |
15.94 |
15.94 |
-0.12 |
51 |
2,765 |
+15 |
Oct15 |
150120 |
16.20 |
16.27 |
16.10 |
16.14 |
-0.06 |
49 |
2,364 |
+25 |
Nov15 |
150120 |
16.10 |
16.11 |
16.01 |
16.01 |
-0.09 |
42 |
2,236 |
+29 |
Dec15 |
150120 |
16.03 |
16.06 |
15.90 |
16.06 |
+0.05 |
38 |
2,049 |
+24 |
Jan16 |
150120 |
16.15 |
16.15 |
16.07 |
16.15 |
unch |
9 |
175 |
+9 |
Total Volume and Open Interest |
1,229 |
46,415 |
+557 |
Cocoa(ICE) |
Mar15 |
150120 |
2954 |
2959 |
2919 |
2925 |
-17 |
9,272 |
91,595 |
-1,009 |
May15 |
150120 |
2940 |
2949 |
2912 |
2918 |
-15 |
3,960 |
52,466 |
+424 |
Jul15 |
150120 |
2933 |
2935 |
2904 |
2911 |
-13 |
2,008 |
26,237 |
+654 |
Sep15 |
150120 |
2921 |
2921 |
2890 |
2895 |
-13 |
814 |
15,224 |
+65 |
Dec15 |
150120 |
2896 |
2896 |
2864 |
2868 |
-15 |
463 |
14,563 |
+162 |
Mar16 |
150120 |
2856 |
2866 |
2839 |
2839 |
-14 |
224 |
10,323 |
+126 |
May16 |
150120 |
2848 |
2855 |
2826 |
2826 |
-13 |
84 |
1,497 |
+71 |
Total Volume and Open Interest |
16,825 |
211,952 |
+493 |
Coffee "C"(ICE) |
Mar15 |
150120 |
170.10 |
172.50 |
163.85 |
164.30 |
-6.70 |
16,298 |
80,664 |
-915 |
May15 |
150120 |
173.50 |
175.00 |
166.60 |
167.00 |
-6.65 |
6,579 |
33,594 |
+242 |
Jul15 |
150120 |
175.35 |
177.60 |
169.10 |
169.45 |
-6.65 |
2,316 |
20,206 |
-11 |
Sep15 |
150120 |
177.85 |
179.30 |
171.30 |
171.65 |
-6.45 |
398 |
12,599 |
+142 |
Dec15 |
150120 |
180.70 |
182.35 |
174.45 |
174.80 |
-6.30 |
194 |
9,135 |
-6 |
Mar16 |
150120 |
184.00 |
184.00 |
176.95 |
177.30 |
-6.05 |
58 |
1,987 |
+17 |
Total Volume and Open Interest |
25,981 |
165,560 |
-556 |
Orange Juice(ICE) |
Mar15 |
150120 |
146.50 |
147.10 |
145.00 |
146.50 |
unch |
754 |
8,715 |
-58 |
May15 |
150120 |
145.00 |
145.20 |
144.50 |
145.10 |
-0.10 |
115 |
1,315 |
+70 |
Jul15 |
150120 |
145.25 |
145.25 |
145.25 |
145.25 |
-0.35 |
21 |
475 |
+16 |
Sep15 |
150120 |
145.70 |
146.25 |
145.60 |
146.25 |
-0.05 |
8 |
130 |
+4 |
Nov15 |
150120 |
146.65 |
146.65 |
146.65 |
146.65 |
-0.05 |
0 |
28 |
+0 |
Jan16 |
150120 |
148.40 |
148.40 |
148.40 |
148.40 |
-0.05 |
0 |
12 |
+0 |
Total Volume and Open Interest |
898 |
10,675 |
+32 |
Sugar #11(ICE) |
Mar15 |
150120 |
15.39 |
15.85 |
15.36 |
15.83 |
+0.50 |
69,498 |
417,071 |
+4,642 |
May15 |
150120 |
15.63 |
16.01 |
15.60 |
15.99 |
+0.42 |
25,487 |
146,976 |
-1,338 |
Jul15 |
150120 |
15.84 |
16.18 |
15.82 |
16.16 |
+0.35 |
13,648 |
112,291 |
-665 |
Oct15 |
150120 |
16.20 |
16.52 |
16.20 |
16.50 |
+0.30 |
5,687 |
70,463 |
-1,011 |
Mar16 |
150120 |
16.91 |
17.21 |
16.91 |
17.18 |
+0.27 |
2,317 |
36,592 |
+222 |
May16 |
150120 |
16.95 |
17.20 |
16.95 |
17.15 |
+0.20 |
331 |
7,585 |
-3 |
Jul16 |
150120 |
16.95 |
17.13 |
16.95 |
17.07 |
+0.16 |
403 |
11,328 |
+259 |
Oct16 |
150120 |
17.09 |
17.27 |
17.09 |
17.20 |
+0.15 |
63 |
9,947 |
+19 |
Total Volume and Open Interest |
117,527 |
820,733 |
+2,192 |
London Cocoa(LCE) |
Mar15 |
150120 |
2030 |
2040 |
2018 |
2019 |
-15 |
5,161 |
98,514 |
+320 |
May15 |
150120 |
2001 |
2010 |
1989 |
1990 |
-15 |
4,864 |
47,447 |
+680 |
Jul15 |
150120 |
1994 |
1999 |
1978 |
1979 |
-13 |
2,075 |
28,412 |
-94 |
Sep15 |
150120 |
1978 |
1981 |
1960 |
1962 |
-14 |
1,480 |
31,614 |
-88 |
Dec15 |
150120 |
1956 |
1956 |
1932 |
1934 |
-15 |
627 |
19,697 |
-60 |
Mar16 |
150120 |
1930 |
1930 |
1910 |
1912 |
-15 |
243 |
19,601 |
+111 |
May16 |
150120 |
1921 |
1922 |
1904 |
1904 |
-15 |
4 |
741 |
+0 |
Total Volume and Open Interest |
14,454 |
246,074 |
+869 |
London Sugar(LCE) |
Mar15 |
150120 |
401.30 |
408.00 |
399.50 |
407.30 |
+10.00 |
4,625 |
38,080 |
-307 |
May15 |
150120 |
409.00 |
415.70 |
407.50 |
415.00 |
+9.30 |
1,716 |
21,260 |
+240 |
Aug15 |
150120 |
418.00 |
425.00 |
418.00 |
424.70 |
+8.20 |
721 |
11,755 |
+25 |
Oct15 |
150120 |
425.50 |
432.10 |
425.50 |
432.10 |
+8.20 |
62 |
3,531 |
+12 |
Dec15 |
150120 |
433.40 |
439.60 |
433.40 |
439.60 |
+8.10 |
23 |
1,557 |
-11 |
Total Volume and Open Interest |
7,169 |
79,539 |
-47 |
Cotton(ICE) |
Mar15 |
150120 |
59.20 |
59.39 |
57.77 |
57.79 |
-1.44 |
16,657 |
127,105 |
-313 |
May15 |
150120 |
60.10 |
60.10 |
58.60 |
58.66 |
-1.36 |
2,978 |
33,746 |
+41 |
Jul15 |
150120 |
60.89 |
60.95 |
59.55 |
59.61 |
-1.30 |
1,663 |
18,907 |
-186 |
Oct15 |
150120 |
60.75 |
60.75 |
60.75 |
60.75 |
-1.09 |
0 |
5 |
+0 |
Dec15 |
150120 |
63.05 |
63.20 |
61.97 |
62.00 |
-1.04 |
1,419 |
15,241 |
+707 |
Mar16 |
150120 |
64.12 |
64.12 |
63.11 |
63.11 |
-1.03 |
195 |
648 |
+125 |
Total Volume and Open Interest |
22,912 |
195,780 |
+374 |
Lumber(CME) |
Mar15 |
150120 |
311.4 |
312.0 |
302.6 |
302.9 |
-9.0 |
396 |
4,238 |
+84 |
May15 |
150120 |
312.2 |
312.2 |
303.6 |
303.8 |
-8.3 |
140 |
630 |
+77 |
Jul15 |
150120 |
310.0 |
318.5 |
308.3 |
308.3 |
-10.0 |
0 |
12 |
+0 |
Sep15 |
150120 |
311.9 |
318.0 |
307.4 |
308.3 |
-9.1 |
0 |
2 |
+0 |
Total Volume and Open Interest |
536 |
4,883 |
+122 |
Crude Oil(NYM) |
Feb15 |
150120 |
48.69 |
48.77 |
45.89 |
46.39 |
-2.30 |
478,340 |
69,797 |
-27,295 |
Mar15 |
150120 |
49.20 |
49.20 |
46.34 |
46.47 |
-2.66 |
402,345 |
464,208 |
+183 |
Apr15 |
150120 |
49.88 |
49.88 |
47.06 |
47.17 |
-2.67 |
87,668 |
121,505 |
+2,240 |
May15 |
150120 |
50.38 |
50.57 |
47.90 |
48.01 |
-2.61 |
52,561 |
61,409 |
+4,691 |
Jun15 |
150120 |
51.11 |
51.31 |
48.75 |
48.86 |
-2.51 |
111,229 |
142,494 |
-975 |
Jul15 |
150120 |
51.73 |
52.00 |
49.59 |
49.68 |
-2.41 |
22,139 |
55,108 |
+265 |
Aug15 |
150120 |
52.47 |
52.51 |
50.38 |
50.40 |
-2.36 |
11,214 |
39,769 |
+203 |
Sep15 |
150120 |
53.16 |
53.20 |
50.99 |
51.07 |
-2.34 |
24,418 |
62,238 |
+671 |
Oct15 |
150120 |
53.45 |
53.73 |
51.67 |
51.67 |
-2.32 |
5,629 |
39,276 |
+212 |
Nov15 |
150120 |
53.94 |
53.94 |
52.01 |
52.28 |
-2.28 |
3,272 |
30,702 |
+92 |
Dec15 |
150120 |
54.79 |
55.05 |
51.80 |
52.89 |
-2.23 |
71,547 |
192,913 |
+252 |
Jan16 |
150120 |
55.23 |
55.25 |
53.39 |
53.39 |
-2.17 |
2,875 |
37,218 |
-331 |
Feb16 |
150120 |
54.24 |
54.49 |
53.89 |
53.89 |
-2.12 |
1,222 |
15,337 |
-184 |
Mar16 |
150120 |
54.79 |
54.79 |
54.39 |
54.39 |
-2.06 |
2,058 |
19,821 |
-33 |
Apr16 |
150120 |
54.89 |
54.89 |
54.89 |
54.89 |
-2.00 |
172 |
8,132 |
+29 |
May16 |
150120 |
55.39 |
55.39 |
55.39 |
55.39 |
-1.95 |
461 |
7,918 |
+99 |
Total Volume and Open Interest |
1,321,981 |
1,601,683 |
-16,795 |
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 |
150120 |
49.125 |
49.225 |
46.375 |
46.475 |
-2.650 |
11,487 |
4,513 |
+172 |
Apr15 |
150120 |
49.575 |
49.800 |
47.100 |
47.175 |
-2.675 |
1,091 |
837 |
+72 |
May15 |
150120 |
50.025 |
50.150 |
47.925 |
48.000 |
-2.625 |
293 |
70 |
-13 |
Jun15 |
150120 |
51.050 |
51.050 |
48.850 |
48.850 |
-2.525 |
222 |
125 |
-9 |
Jul15 |
150120 |
50.000 |
50.000 |
49.675 |
49.675 |
-2.425 |
155 |
37 |
-15 |
Aug15 |
150120 |
50.850 |
50.850 |
50.400 |
50.400 |
-2.350 |
97 |
78 |
+0 |
Sep15 |
150120 |
51.075 |
51.075 |
51.075 |
51.075 |
-2.325 |
67 |
104 |
-13 |
Oct15 |
150120 |
51.675 |
51.675 |
51.675 |
51.675 |
-2.325 |
28 |
10 |
+4 |
Total Volume and Open Interest |
30,211 |
8,730 |
-877 |
NY Harbor ULSD(NYM) |
Feb15 |
150120 |
166.56 |
166.79 |
161.92 |
162.66 |
-3.90 |
55,561 |
59,087 |
-5,552 |
Mar15 |
150120 |
163.63 |
163.74 |
158.65 |
159.05 |
-4.60 |
39,687 |
101,971 |
+5,152 |
Apr15 |
150120 |
161.48 |
161.58 |
156.49 |
156.73 |
-4.79 |
21,634 |
48,512 |
+2,065 |
May15 |
150120 |
161.74 |
161.74 |
156.67 |
156.93 |
-4.81 |
11,337 |
23,308 |
+313 |
Jun15 |
150120 |
163.24 |
163.34 |
158.04 |
158.37 |
-4.88 |
15,648 |
35,569 |
-805 |
Jul15 |
150120 |
163.99 |
164.21 |
160.26 |
160.45 |
-4.99 |
3,329 |
12,305 |
-192 |
Aug15 |
150120 |
165.57 |
165.57 |
162.41 |
162.59 |
-5.07 |
1,785 |
9,216 |
-243 |
Sep15 |
150120 |
168.45 |
168.49 |
164.76 |
164.81 |
-5.11 |
1,930 |
10,290 |
+233 |
Oct15 |
150120 |
170.38 |
170.38 |
166.95 |
166.95 |
-5.15 |
1,787 |
11,834 |
+540 |
Nov15 |
150120 |
172.16 |
172.16 |
168.74 |
168.74 |
-5.15 |
1,727 |
8,406 |
+117 |
Dec15 |
150120 |
174.24 |
174.83 |
170.18 |
170.34 |
-5.16 |
6,154 |
31,633 |
-802 |
Jan16 |
150120 |
173.65 |
174.36 |
171.79 |
171.79 |
-5.11 |
367 |
4,969 |
+119 |
Feb16 |
150120 |
174.50 |
175.50 |
172.71 |
172.71 |
-5.19 |
123 |
2,660 |
+13 |
Mar16 |
150120 |
174.11 |
175.49 |
172.92 |
172.92 |
-5.29 |
211 |
2,664 |
+161 |
Total Volume and Open Interest |
162,663 |
375,162 |
+1,827 |
RBOB Gasoline(NYM) |
Feb15 |
150120 |
135.99 |
136.88 |
131.00 |
131.28 |
-4.60 |
64,790 |
56,279 |
-10,185 |
Mar15 |
150120 |
139.35 |
139.99 |
133.85 |
134.13 |
-4.92 |
50,136 |
101,439 |
+5,378 |
Apr15 |
150120 |
161.08 |
161.08 |
155.11 |
155.36 |
-5.42 |
22,964 |
48,750 |
-124 |
May15 |
150120 |
162.10 |
162.38 |
156.57 |
156.82 |
-5.49 |
14,335 |
39,200 |
+842 |
Jun15 |
150120 |
162.32 |
162.94 |
156.72 |
157.08 |
-5.50 |
13,801 |
32,771 |
+2,071 |
Jul15 |
150120 |
161.83 |
161.95 |
156.34 |
156.58 |
-5.49 |
3,916 |
11,795 |
-840 |
Aug15 |
150120 |
160.06 |
160.06 |
155.07 |
155.46 |
-5.52 |
2,626 |
9,065 |
+198 |
Sep15 |
150120 |
157.75 |
158.06 |
153.15 |
153.51 |
-5.52 |
3,153 |
19,650 |
+200 |
Oct15 |
150120 |
146.27 |
146.29 |
141.75 |
141.75 |
-5.52 |
1,536 |
13,509 |
-19 |
Nov15 |
150120 |
142.48 |
142.48 |
140.15 |
140.15 |
-5.60 |
441 |
6,335 |
-16 |
Total Volume and Open Interest |
179,932 |
374,461 |
-1,997 |
e-miNY RBOB Gasoline(NYM) |
Feb15 |
150120 |
131.30 |
131.30 |
131.28 |
131.30 |
-4.60 |
0 |
1 |
+0 |
Mar15 |
150120 |
134.10 |
134.13 |
134.10 |
134.10 |
-5.00 |
|
|
|
Apr15 |
150120 |
155.40 |
155.40 |
155.36 |
155.40 |
-5.40 |
|
|
|
May15 |
150120 |
156.80 |
156.82 |
156.80 |
156.80 |
-5.50 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb15 |
150120 |
3.045 |
3.045 |
2.821 |
2.831 |
-0.296 |
219,151 |
87,519 |
-8,411 |
Mar15 |
150120 |
3.013 |
3.013 |
2.809 |
2.820 |
-0.267 |
144,440 |
283,975 |
-656 |
Apr15 |
150120 |
2.989 |
2.989 |
2.794 |
2.803 |
-0.213 |
89,620 |
130,552 |
+3,629 |
May15 |
150120 |
2.954 |
2.966 |
2.811 |
2.821 |
-0.203 |
42,162 |
90,530 |
-29 |
Jun15 |
150120 |
2.990 |
3.006 |
2.855 |
2.864 |
-0.192 |
23,505 |
41,002 |
-833 |
Jul15 |
150120 |
3.044 |
3.054 |
2.909 |
2.917 |
-0.185 |
20,069 |
40,689 |
+1,626 |
Aug15 |
150120 |
3.045 |
3.045 |
2.917 |
2.925 |
-0.183 |
8,768 |
30,291 |
+286 |
Sep15 |
150120 |
3.042 |
3.042 |
2.898 |
2.906 |
-0.183 |
8,766 |
33,851 |
+1,520 |
Oct15 |
150120 |
3.053 |
3.067 |
2.929 |
2.938 |
-0.176 |
31,109 |
66,997 |
+3,680 |
Nov15 |
150120 |
3.167 |
3.167 |
3.049 |
3.055 |
-0.156 |
3,401 |
28,471 |
+104 |
Dec15 |
150120 |
3.352 |
3.369 |
3.235 |
3.242 |
-0.154 |
4,133 |
29,775 |
+72 |
Jan16 |
150120 |
3.489 |
3.498 |
3.377 |
3.380 |
-0.151 |
10,264 |
42,615 |
+662 |
Feb16 |
150120 |
3.453 |
3.477 |
3.372 |
3.378 |
-0.143 |
459 |
8,625 |
+152 |
Mar16 |
150120 |
3.452 |
3.452 |
3.339 |
3.339 |
-0.137 |
1,936 |
13,696 |
-693 |
Apr16 |
150120 |
3.275 |
3.308 |
3.200 |
3.209 |
-0.105 |
2,407 |
12,662 |
+355 |
May16 |
150120 |
3.240 |
3.258 |
3.216 |
3.216 |
-0.095 |
392 |
4,304 |
+161 |
Total Volume and Open Interest |
611,043 |
1,006,044 |
+1,823 |
Brent Crude Oil(ICE) |
Mar15 |
150120 |
48.91 |
49.48 |
47.78 |
47.99 |
-0.85 |
293,492 |
377,744 |
-3,653 |
Apr15 |
150120 |
50.19 |
50.71 |
49.04 |
49.16 |
-0.96 |
96,580 |
221,772 |
+5,859 |
May15 |
150120 |
51.46 |
51.95 |
50.29 |
50.36 |
-1.03 |
46,300 |
122,063 |
-3,111 |
Jun15 |
150120 |
52.63 |
53.11 |
51.44 |
51.51 |
-1.06 |
79,021 |
187,906 |
+1,593 |
Jul15 |
150120 |
53.65 |
54.17 |
52.52 |
52.59 |
-1.05 |
22,568 |
78,291 |
+1,609 |
Aug15 |
150120 |
54.56 |
55.11 |
53.45 |
53.52 |
-1.04 |
17,184 |
51,179 |
+1,695 |
Sep15 |
150120 |
55.32 |
55.88 |
54.22 |
54.31 |
-1.02 |
18,135 |
56,527 |
+3,265 |
Oct15 |
150120 |
56.04 |
56.45 |
54.97 |
55.03 |
-0.99 |
4,990 |
40,404 |
+105 |
Nov15 |
150120 |
56.69 |
57.25 |
55.63 |
55.72 |
-0.98 |
4,968 |
29,406 |
-80 |
Dec15 |
150120 |
57.41 |
57.91 |
56.32 |
56.41 |
-0.95 |
55,295 |
153,911 |
+3,950 |
Jan16 |
150120 |
57.54 |
57.59 |
57.06 |
57.06 |
-0.92 |
1,334 |
40,662 |
+326 |
Feb16 |
150120 |
58.48 |
59.16 |
57.69 |
57.69 |
-0.89 |
972 |
22,604 |
+47 |
Mar16 |
150120 |
58.30 |
58.30 |
58.30 |
58.30 |
-0.87 |
3,973 |
23,719 |
+141 |
Apr16 |
150120 |
58.91 |
58.91 |
58.91 |
58.91 |
-0.85 |
1,304 |
16,898 |
+637 |
Total Volume and Open Interest |
679,740 |
1,676,728 |
+15,793 |
Gas Oil(ICE) |
Feb15 |
150120 |
471.25 |
478.00 |
466.25 |
474.25 |
+0.75 |
75,864 |
115,362 |
-5,759 |
Mar15 |
150120 |
473.75 |
478.50 |
466.75 |
474.75 |
+0.75 |
81,678 |
94,231 |
+1,123 |
Apr15 |
150120 |
474.00 |
479.25 |
468.00 |
475.50 |
+0.25 |
39,143 |
56,979 |
+2,224 |
May15 |
150120 |
478.00 |
482.25 |
471.25 |
478.50 |
-0.25 |
22,459 |
24,764 |
+92 |
Jun15 |
150120 |
483.00 |
486.50 |
475.25 |
482.50 |
-0.75 |
41,169 |
44,064 |
+1,181 |
Jul15 |
150120 |
489.25 |
491.50 |
481.00 |
488.25 |
-1.25 |
13,213 |
13,476 |
-693 |
Aug15 |
150120 |
495.75 |
498.25 |
487.50 |
494.75 |
-1.50 |
11,958 |
13,475 |
-1,350 |
Sep15 |
150120 |
501.25 |
504.50 |
494.00 |
501.25 |
-1.50 |
9,169 |
13,338 |
+370 |
Oct15 |
150120 |
507.50 |
511.00 |
501.00 |
507.75 |
-1.50 |
4,686 |
13,713 |
-426 |
Nov15 |
150120 |
512.00 |
515.00 |
505.25 |
512.25 |
-1.50 |
3,914 |
9,652 |
+76 |
Total Volume and Open Interest |
328,652 |
519,131 |
+36 |
Ethanol(CBOT) |
Feb15 |
150120 |
1.336 |
1.391 |
1.327 |
1.388 |
+0.035 |
530 |
1,712 |
-241 |
Mar15 |
150120 |
1.350 |
1.408 |
1.344 |
1.401 |
+0.033 |
549 |
1,470 |
+233 |
Apr15 |
150120 |
1.378 |
1.423 |
1.359 |
1.416 |
+0.030 |
168 |
876 |
+19 |
May15 |
150120 |
1.380 |
1.433 |
1.380 |
1.423 |
+0.031 |
180 |
497 |
+21 |
Jun15 |
150120 |
1.400 |
1.430 |
1.390 |
1.429 |
+0.027 |
197 |
1,161 |
+19 |
Jul15 |
150120 |
1.397 |
1.445 |
1.397 |
1.437 |
+0.027 |
97 |
412 |
+16 |
Aug15 |
150120 |
1.434 |
1.434 |
1.434 |
1.434 |
+0.027 |
23 |
256 |
+0 |
Sep15 |
150120 |
1.435 |
1.435 |
1.435 |
1.435 |
+0.027 |
12 |
114 |
+5 |
Total Volume and Open Interest |
1,767 |
6,612 |
+75 |
WTI Crude Oil(ICE) |
Mar15 |
150120 |
47.90 |
48.23 |
46.39 |
46.47 |
-1.47 |
71,737 |
106,546 |
+3,980 |
Apr15 |
150120 |
48.52 |
48.86 |
47.10 |
47.17 |
-1.44 |
32,224 |
33,190 |
+8,215 |
May15 |
150120 |
49.24 |
49.66 |
47.93 |
48.01 |
-1.40 |
10,804 |
13,827 |
-144 |
Jun15 |
150120 |
50.12 |
50.43 |
48.79 |
48.86 |
-1.34 |
13,571 |
56,879 |
+3,202 |
Jul15 |
150120 |
50.77 |
50.97 |
49.68 |
49.68 |
-1.27 |
4,536 |
15,014 |
+1,332 |
Aug15 |
150120 |
51.04 |
51.12 |
50.40 |
50.40 |
-1.24 |
909 |
5,841 |
+8 |
Sep15 |
150120 |
52.12 |
52.52 |
50.97 |
51.07 |
-1.23 |
1,371 |
18,609 |
+48 |
Oct15 |
150120 |
52.13 |
52.39 |
51.67 |
51.67 |
-1.22 |
409 |
3,617 |
+15 |
Nov15 |
150120 |
52.60 |
53.00 |
52.28 |
52.28 |
-1.20 |
307 |
6,821 |
+0 |
Dec15 |
150120 |
53.89 |
54.26 |
52.80 |
52.89 |
-1.17 |
7,433 |
74,390 |
+426 |
Jan16 |
150120 |
53.39 |
53.39 |
53.39 |
53.39 |
-1.13 |
347 |
7,206 |
+166 |
Feb16 |
150120 |
53.89 |
53.89 |
53.89 |
53.89 |
-1.10 |
198 |
926 |
+52 |
Mar16 |
150120 |
54.39 |
54.39 |
54.39 |
54.39 |
-1.07 |
170 |
2,597 |
+8 |
Apr16 |
150120 |
54.89 |
54.89 |
54.89 |
54.89 |
-1.04 |
7 |
2,720 |
-5 |
May16 |
150120 |
55.39 |
55.39 |
55.39 |
55.39 |
-1.01 |
2 |
2,311 |
+1 |
Jun16 |
150120 |
56.05 |
56.05 |
55.90 |
55.90 |
-1.00 |
2,376 |
14,343 |
+904 |
Total Volume and Open Interest |
150,739 |
423,507 |
-1,054 |
US Dollar Index(ICE) |
Mar15 |
150120 |
93.050 |
93.385 |
92.840 |
93.350 |
+0.460 |
60,076 |
125,747 |
+4,376 |
Jun15 |
150120 |
93.515 |
93.800 |
93.320 |
93.790 |
+0.515 |
544 |
3,549 |
-27 |
Sep15 |
150120 |
94.000 |
94.320 |
94.000 |
94.320 |
+0.535 |
10 |
889 |
+0 |
Total Volume and Open Interest |
60,651 |
130,363 |
+4,366 |
Australian Dollar(CME) |
Mar15 |
150120 |
81.91 |
82.10 |
81.26 |
81.40 |
-0.57 |
171,533 |
113,113 |
-7,579 |
Jun15 |
150120 |
81.42 |
81.53 |
80.80 |
80.89 |
-0.56 |
881 |
378 |
-103 |
Sep15 |
150120 |
81.38 |
81.38 |
80.42 |
80.42 |
-0.56 |
1 |
35 |
-1 |
Total Volume and Open Interest |
172,415 |
113,549 |
-7,683 |
British Pound(CME) |
Mar15 |
150120 |
151.28 |
151.94 |
150.51 |
151.51 |
-0.09 |
156,250 |
180,360 |
+5,603 |
Jun15 |
150120 |
151.32 |
151.80 |
150.70 |
151.41 |
-0.09 |
129 |
826 |
+9 |
Sep15 |
150120 |
151.26 |
151.37 |
151.26 |
151.33 |
-0.09 |
0 |
34 |
+0 |
Total Volume and Open Interest |
156,383 |
181,256 |
+5,612 |
Canadian Dollar(CME) |
Mar15 |
150120 |
83.37 |
83.59 |
82.44 |
82.56 |
-0.92 |
122,444 |
96,370 |
-394 |
Jun15 |
150120 |
83.20 |
83.40 |
82.29 |
82.39 |
-0.92 |
469 |
8,430 |
-46 |
Sep15 |
150120 |
82.81 |
82.81 |
82.23 |
82.24 |
-0.91 |
18 |
1,800 |
+12 |
Dec15 |
150120 |
82.85 |
82.85 |
82.11 |
82.11 |
-0.91 |
0 |
682 |
+0 |
Total Volume and Open Interest |
122,931 |
107,328 |
-428 |
Japanese Yen(CME) |
Mar15 |
150120 |
85.23 |
85.58 |
84.17 |
84.20 |
-0.97 |
307,899 |
213,911 |
-6,015 |
Jun15 |
150120 |
85.30 |
85.60 |
84.30 |
84.31 |
-0.96 |
777 |
3,123 |
+196 |
Sep15 |
150120 |
84.62 |
84.80 |
84.44 |
84.44 |
-0.96 |
13 |
55 |
+3 |
Total Volume and Open Interest |
308,694 |
217,184 |
-5,813 |
Swiss Franc(CME) |
Mar15 |
150120 |
116.50 |
117.38 |
113.54 |
114.27 |
-2.73 |
110,654 |
59,894 |
-4,224 |
Jun15 |
150120 |
117.02 |
117.26 |
114.58 |
114.68 |
-2.74 |
916 |
1,279 |
-22 |
Sep15 |
150120 |
115.21 |
115.21 |
115.10 |
115.17 |
-2.70 |
20 |
242 |
-1 |
Total Volume and Open Interest |
111,646 |
61,483 |
-4,221 |
EuroFX(CME) |
Mar15 |
150120 |
115.71 |
116.46 |
115.46 |
115.54 |
-0.36 |
527,783 |
425,884 |
+17,096 |
Jun15 |
150120 |
115.81 |
116.58 |
115.60 |
115.67 |
-0.36 |
2,313 |
3,975 |
+27 |
Sep15 |
150120 |
116.03 |
116.72 |
115.80 |
115.84 |
-0.35 |
158 |
558 |
+128 |
Total Volume and Open Interest |
530,284 |
430,543 |
+17,252 |
Mexican Peso(CME) |
Jan15 |
150116 |
682.12 |
682.12 |
682.12 |
682.12 |
-0.88 |
|
|
|
Feb15 |
150120 |
681.62 |
681.62 |
681.62 |
681.62 |
-3.62 |
|
|
|
Total Volume and Open Interest |
49,594 |
133,157 |
-1,339 |
Brazilian Real(CME) |
Feb15 |
150120 |
380.00 |
382.05 |
375.95 |
380.90 |
+0.65 |
2,026 |
5,124 |
+1,103 |
Mar15 |
150120 |
377.10 |
379.25 |
374.45 |
378.25 |
+0.65 |
123 |
1,546 |
-45 |
Apr15 |
150120 |
375.15 |
375.15 |
375.15 |
375.15 |
+0.95 |
|
|
|
May15 |
150120 |
372.25 |
372.25 |
372.25 |
372.25 |
+1.00 |
|
|
|
Total Volume and Open Interest |
2,149 |
15,830 |
+1,058 |
30-Year T-Bonds(CBOT) |
Mar15 |
150120 |
149~120 |
150~210 |
149~040 |
149~270 |
+0~100 |
500,285 |
838,795 |
+245 |
Jun15 |
150120 |
166~290 |
168~240 |
166~290 |
167~240 |
+0~230 |
341 |
2,665 |
+38 |
Sep15 |
150120 |
166~080 |
166~080 |
165~170 |
166~080 |
+0~230 |
|
|
|
Total Volume and Open Interest |
500,626 |
841,460 |
+283 |
10-Year T-Notes(CBOT) |
Mar15 |
150120 |
129~260 |
130~110 |
129~210 |
129~275 |
unch |
1,876,323 |
2,712,383 |
+11,992 |
Jun15 |
150120 |
129~085 |
129~245 |
129~075 |
129~090 |
+0~005 |
2,810 |
9,201 |
+1,711 |
Sep15 |
150120 |
128~275 |
128~275 |
128~270 |
128~275 |
+0~005 |
|
|
|
Total Volume and Open Interest |
1,879,133 |
2,721,588 |
+13,703 |
5-Year T-Notes(CBOT) |
Mar15 |
150120 |
120~254 |
121~010 |
120~212 |
120~240 |
-0~014 |
931,114 |
1,872,007 |
+29,958 |
Jun15 |
150120 |
120~104 |
120~120 |
120~042 |
120~044 |
-0~014 |
264 |
472 |
+181 |
Sep15 |
150120 |
120~044 |
120~044 |
120~044 |
120~044 |
-0~014 |
|
|
|
Total Volume and Open Interest |
931,378 |
1,872,479 |
+30,139 |
2 Year T-Notes(CBOT) |
Mar15 |
150120 |
109~246 |
109~264 |
109~230 |
109~240 |
-0~004 |
364,615 |
1,262,678 |
+27,370 |
Jun15 |
150120 |
109~136 |
109~136 |
109~124 |
109~124 |
-0~010 |
5,921 |
9,085 |
+1,667 |
Sep15 |
150120 |
109~124 |
109~134 |
109~124 |
109~124 |
-0~010 |
|
|
|
Total Volume and Open Interest |
370,536 |
1,271,763 |
+29,037 |
Eurodollars(CME) |
Mar15 |
150120 |
99.730 |
99.735 |
99.730 |
99.735 |
unch |
240,472 |
1,173,016 |
+10,212 |
Jun15 |
150120 |
99.640 |
99.655 |
99.630 |
99.640 |
-0.005 |
391,097 |
1,163,886 |
+15,007 |
Sep15 |
150120 |
99.505 |
99.520 |
99.480 |
99.495 |
-0.005 |
368,111 |
1,002,654 |
+17,261 |
Dec15 |
150120 |
99.310 |
99.340 |
99.285 |
99.300 |
-0.010 |
520,086 |
1,111,743 |
+32,420 |
Mar16 |
150120 |
99.110 |
99.155 |
99.080 |
99.100 |
-0.015 |
463,963 |
855,777 |
-1,470 |
Jun16 |
150120 |
98.920 |
98.970 |
98.880 |
98.900 |
-0.020 |
367,561 |
742,903 |
+9,398 |
Sep16 |
150120 |
98.730 |
98.790 |
98.685 |
98.710 |
-0.025 |
296,187 |
649,076 |
+8,047 |
Dec16 |
150120 |
98.565 |
98.625 |
98.520 |
98.540 |
-0.030 |
399,688 |
928,298 |
-9,479 |
Mar17 |
150120 |
98.440 |
98.485 |
98.385 |
98.405 |
-0.030 |
261,236 |
524,361 |
+13,149 |
Jun17 |
150120 |
98.310 |
98.360 |
98.255 |
98.280 |
-0.025 |
197,615 |
457,542 |
+3,616 |
Sep17 |
150120 |
98.200 |
98.250 |
98.155 |
98.175 |
-0.020 |
186,626 |
384,906 |
+11,290 |
Dec17 |
150120 |
98.115 |
98.155 |
98.060 |
98.080 |
-0.015 |
193,248 |
523,887 |
-2,621 |
Mar18 |
150120 |
98.015 |
98.080 |
97.990 |
98.010 |
-0.010 |
126,460 |
313,810 |
+1,031 |
Jun18 |
150120 |
97.950 |
98.015 |
97.920 |
97.940 |
-0.010 |
86,351 |
212,158 |
-1,560 |
Sep18 |
150120 |
97.875 |
97.950 |
97.860 |
97.880 |
-0.005 |
65,294 |
149,098 |
+2,522 |
Dec18 |
150120 |
97.815 |
97.885 |
97.795 |
97.815 |
-0.005 |
72,888 |
230,953 |
-6,600 |
Mar19 |
150120 |
97.755 |
97.835 |
97.745 |
97.765 |
-0.005 |
44,004 |
127,070 |
-434 |
Jun19 |
150120 |
97.710 |
97.780 |
97.690 |
97.715 |
unch |
44,637 |
101,819 |
-2,187 |
Total Volume and Open Interest |
4,437,537 |
10,990,376 |
+115,710 |
Ultra T-Bond(CBOT) |
Mar15 |
150120 |
173~25 |
176~02 |
173~15 |
175~04 |
+1~03 |
118,501 |
509,113 |
-7,067 |
Jun15 |
150120 |
174~11 |
174~11 |
173~08 |
174~11 |
+1~03 |
1 |
10 |
+0 |
Sep15 |
150120 |
173~26 |
173~26 |
172~23 |
173~26 |
+1~03 |
|
|
|
Total Volume and Open Interest |
118,502 |
509,123 |
-7,067 |
30 Day Federal Funds(CBOT) |
Jan15 |
150120 |
99.878 |
99.882 |
99.878 |
99.880 |
-0.003 |
620 |
51,758 |
+375 |
Feb15 |
150120 |
99.875 |
99.880 |
99.875 |
99.875 |
-0.005 |
832 |
64,884 |
-111 |
Mar15 |
150120 |
99.875 |
99.880 |
99.870 |
99.870 |
-0.005 |
3,128 |
79,398 |
+932 |
Apr15 |
150120 |
99.870 |
99.875 |
99.870 |
99.870 |
-0.005 |
7,328 |
75,958 |
-240 |
May15 |
150120 |
99.860 |
99.870 |
99.860 |
99.865 |
-0.005 |
16,893 |
96,810 |
+2,018 |
Jun15 |
150120 |
99.845 |
99.850 |
99.835 |
99.840 |
-0.010 |
6,405 |
55,563 |
+1,083 |
Total Volume and Open Interest |
76,271 |
730,772 |
+2,200 |
3-Mth Euro-Yen(CME) |
Mar15 |
150120 |
99.805 |
99.805 |
99.805 |
99.805 |
unch |
|
|
|
Jun15 |
150120 |
99.810 |
99.810 |
99.810 |
99.810 |
unch |
|
|
|
Sep15 |
150120 |
99.830 |
99.830 |
99.830 |
99.830 |
unch |
|
|
|
Dec15 |
150120 |
99.790 |
99.790 |
99.790 |
99.790 |
unch |
|
|
|
Mar16 |
150120 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
|
|
|
Jun16 |
150120 |
99.550 |
99.550 |
99.550 |
99.550 |
unch |
|
|
|
Sep16 |
150120 |
99.410 |
99.410 |
99.410 |
99.410 |
unch |
|
|
|
Dec16 |
150120 |
99.750 |
99.750 |
99.750 |
99.750 |
unch |
|
|
|
Mar17 |
150120 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Jun17 |
150120 |
99.470 |
99.470 |
99.470 |
99.470 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Mar15 |
150120 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
|
|
|
Jun15 |
150120 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
1 |
+0 |
Sep15 |
150120 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
0 |
1 |
+0 |
Dec15 |
150120 |
99.83 |
99.83 |
99.83 |
99.83 |
unch |
0 |
33 |
+0 |
Mar16 |
150120 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
|
|
|
Jun16 |
150120 |
99.55 |
99.55 |
99.55 |
99.55 |
unch |
|
|
|
Sep16 |
150120 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
|
|
|
Dec16 |
150120 |
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 |
150120 |
148.64 |
148.66 |
148.44 |
148.47 |
-0.18 |
2,236 |
20,346 |
-535 |
Jun15 |
150120 |
147.96 |
147.96 |
147.96 |
147.96 |
-0.18 |
|
|
|
Sep15 |
150120 |
147.39 |
147.39 |
147.39 |
147.39 |
-0.18 |
|
|
|
Total Volume and Open Interest |
2,236 |
20,346 |
-535 |
Euro-Bund(EUREX) |
Mar15 |
150120 |
157.63 |
157.85 |
157.53 |
157.69 |
-0.08 |
760,319 |
1,161,473 |
+287 |
Jun15 |
150120 |
155.39 |
155.64 |
155.39 |
155.53 |
-0.07 |
1,515 |
3,299 |
+964 |
Sep15 |
150120 |
155.39 |
155.39 |
155.39 |
155.39 |
-0.08 |
0 |
1 |
+0 |
Total Volume and Open Interest |
761,834 |
1,164,773 |
+1,251 |
Euro-Bobl(EUREX) |
Mar15 |
150120 |
130.56 |
130.59 |
130.42 |
130.49 |
-0.10 |
366,251 |
870,312 |
-25,872 |
Jun15 |
150120 |
128.70 |
128.70 |
128.70 |
128.70 |
-0.08 |
276 |
3,749 |
+221 |
Sep15 |
150120 |
130.19 |
130.19 |
130.19 |
130.19 |
-0.10 |
|
|
|
Total Volume and Open Interest |
366,527 |
874,061 |
-25,651 |
3-Mth Euribor(EUREX) |
Mar15 |
150120 |
99.975 |
99.975 |
99.975 |
99.975 |
-0.005 |
83 |
3,700 |
-70 |
Jun15 |
150120 |
99.990 |
99.990 |
99.990 |
99.990 |
-0.005 |
3 |
2,866 |
+0 |
Sep15 |
150120 |
100.000 |
100.000 |
99.990 |
99.990 |
-0.010 |
3 |
10,062 |
+2 |
Total Volume and Open Interest |
343 |
58,827 |
+83 |
Long Gilt(LIFFE) |
Mar15 |
150120 |
121~30 |
122~02 |
121~14 |
121~26 |
-0~02 |
202,674 |
402,507 |
-8,923 |
Jun15 |
150120 |
121~01 |
121~01 |
121~01 |
121~01 |
-0~02 |
|
|
|
Total Volume and Open Interest |
202,674 |
402,507 |
-8,923 |
3-Mth Short Sterling(LIFFE) |
Mar15 |
150120 |
99.42 |
99.42 |
99.41 |
99.41 |
-0.01 |
44,172 |
373,887 |
-5,954 |
Jun15 |
150120 |
99.39 |
99.39 |
99.37 |
99.38 |
-0.01 |
78,285 |
455,230 |
-12,835 |
Sep15 |
150120 |
99.34 |
99.34 |
99.32 |
99.33 |
-0.02 |
96,223 |
388,845 |
-3,639 |
Dec15 |
150120 |
99.27 |
99.28 |
99.24 |
99.26 |
-0.02 |
125,421 |
332,487 |
-20,705 |
Mar16 |
150120 |
99.18 |
99.20 |
99.14 |
99.17 |
-0.03 |
111,100 |
280,447 |
-8,794 |
Jun16 |
150120 |
99.09 |
99.11 |
99.03 |
99.06 |
-0.04 |
109,867 |
223,212 |
-3,845 |
Total Volume and Open Interest |
883,372 |
2,991,906 |
-69,191 |
3-Mth Euribor(LIFFE) |
Mar15 |
150120 |
99.980 |
99.980 |
99.970 |
99.970 |
-0.010 |
75,189 |
403,459 |
+806 |
Jun15 |
150120 |
99.995 |
99.995 |
99.985 |
99.985 |
-0.010 |
61,206 |
332,689 |
-4,808 |
Sep15 |
150120 |
100.005 |
100.005 |
99.985 |
99.990 |
-0.015 |
62,287 |
346,863 |
+4,127 |
Total Volume and Open Interest |
579,078 |
2,907,030 |
-25,530 |
3-Mth Aus T-Bills(SFE) |
Mar15 |
150120 |
97.36 |
97.39 |
97.36 |
97.38 |
+0.02 |
60,954 |
225,374 |
-6,715 |
Jun15 |
150120 |
97.48 |
97.51 |
97.48 |
97.49 |
unch |
48,388 |
228,038 |
+2,178 |
Sep15 |
150120 |
97.56 |
97.60 |
97.55 |
97.57 |
unch |
38,388 |
183,797 |
+6,417 |
Dec15 |
150120 |
97.61 |
97.64 |
97.58 |
97.60 |
-0.01 |
29,413 |
125,875 |
+2,860 |
Mar16 |
150120 |
97.64 |
97.66 |
97.60 |
97.61 |
-0.03 |
13,078 |
83,802 |
+217 |
Jun16 |
150120 |
97.64 |
97.66 |
97.59 |
97.61 |
-0.03 |
10,800 |
65,478 |
+3,011 |
Sep16 |
150120 |
97.61 |
97.64 |
97.58 |
97.59 |
-0.03 |
7,297 |
35,950 |
+2,485 |
Dec16 |
150120 |
97.60 |
97.62 |
97.56 |
97.57 |
-0.03 |
4,441 |
27,215 |
+1,108 |
Mar17 |
150120 |
97.54 |
97.54 |
97.54 |
97.54 |
-0.04 |
197 |
4,825 |
-31 |
Jun17 |
150120 |
97.51 |
97.51 |
97.51 |
97.51 |
-0.04 |
260 |
4,512 |
+260 |
Total Volume and Open Interest |
213,241 |
988,825 |
+11,790 |
10-Year Aus T-Bonds(SFE) |
Mar15 |
150120 |
97.41 |
97.43 |
97.36 |
97.38 |
-0.03 |
145,197 |
674,076 |
+21,327 |
Jun15 |
150120 |
97.38 |
97.38 |
97.38 |
97.38 |
-0.03 |
|
|
|
Total Volume and Open Interest |
145,197 |
674,076 |
+21,327 |
3-Year Aus T-Bonds(SFE) |
Mar15 |
150120 |
97.91 |
97.92 |
97.86 |
97.88 |
-0.03 |
274,532 |
707,531 |
+19,200 |
Jun15 |
150120 |
97.88 |
97.88 |
97.88 |
97.88 |
-0.03 |
|
|
|
Total Volume and Open Interest |
274,532 |
707,531 |
+19,200 |
Gold(CMX) |
Feb15 |
150120 |
1280.7 |
1297.2 |
1272.1 |
1294.2 |
+17.3 |
288,788 |
189,258 |
+10,762 |
Apr15 |
150120 |
1280.7 |
1298.1 |
1273.7 |
1295.2 |
+17.3 |
23,034 |
131,571 |
+7,242 |
Jun15 |
150120 |
1282.4 |
1298.7 |
1274.2 |
1295.8 |
+17.3 |
5,169 |
39,519 |
+1,231 |
Aug15 |
150120 |
1282.3 |
1298.1 |
1276.7 |
1296.4 |
+17.3 |
661 |
10,814 |
+23 |
Oct15 |
150120 |
1282.8 |
1297.0 |
1278.5 |
1297.0 |
+17.3 |
272 |
4,240 |
+64 |
Dec15 |
150120 |
1279.9 |
1300.0 |
1279.0 |
1297.8 |
+17.4 |
3,593 |
21,810 |
-479 |
Feb16 |
150120 |
1280.7 |
1298.5 |
1280.7 |
1298.5 |
+17.5 |
73 |
2,474 |
+33 |
Apr16 |
150120 |
1288.9 |
1302.0 |
1281.7 |
1299.2 |
+17.5 |
1 |
558 |
+1 |
Jun16 |
150120 |
1299.9 |
1299.9 |
1299.9 |
1299.9 |
+17.5 |
16 |
5,102 |
-6 |
Aug16 |
150120 |
1300.8 |
1300.8 |
1300.8 |
1300.8 |
+17.5 |
0 |
1 |
+0 |
Oct16 |
150120 |
1302.0 |
1302.0 |
1302.0 |
1302.0 |
+17.5 |
|
|
|
Dec16 |
150120 |
1287.7 |
1303.8 |
1286.7 |
1303.3 |
+17.5 |
200 |
7,156 |
+2 |
Total Volume and Open Interest |
322,426 |
421,911 |
+18,829 |
Silver(CMX) |
Mar15 |
150120 |
1784.0 |
1804.5 |
1763.0 |
1795.6 |
+20.6 |
58,854 |
102,432 |
-462 |
May15 |
150120 |
1781.0 |
1806.5 |
1767.5 |
1799.1 |
+20.6 |
1,438 |
11,225 |
+245 |
Jul15 |
150120 |
1785.0 |
1804.5 |
1771.0 |
1802.0 |
+20.6 |
1,385 |
10,840 |
+235 |
Sep15 |
150120 |
1776.5 |
1808.0 |
1776.5 |
1804.8 |
+20.6 |
564 |
5,850 |
+21 |
Dec15 |
150120 |
1788.0 |
1808.3 |
1779.5 |
1808.3 |
+20.6 |
454 |
16,310 |
+11 |
Mar16 |
150120 |
1809.0 |
1812.2 |
1809.0 |
1812.2 |
+20.7 |
37 |
1,043 |
-25 |
May16 |
150120 |
1814.8 |
1814.8 |
1814.8 |
1814.8 |
+20.8 |
53 |
63 |
+0 |
Total Volume and Open Interest |
63,190 |
157,013 |
+77 |
Platinum(NYMEX) |
Jan15 |
150120 |
1287.0 |
1287.0 |
1287.0 |
1287.0 |
+17.2 |
103 |
143 |
+25 |
Apr15 |
150120 |
1272.8 |
1289.0 |
1261.1 |
1286.6 |
+17.2 |
20,246 |
64,496 |
-240 |
Jul15 |
150120 |
1264.4 |
1288.0 |
1264.4 |
1287.7 |
+16.8 |
256 |
1,727 |
+225 |
Oct15 |
150120 |
1289.9 |
1289.9 |
1289.9 |
1289.9 |
+16.8 |
0 |
15 |
+0 |
Total Volume and Open Interest |
20,646 |
66,443 |
+15 |
Palladium(NYMEX) |
Mar15 |
150120 |
755.05 |
783.25 |
751.40 |
778.75 |
+24.45 |
8,476 |
31,922 |
+39 |
Jun15 |
150120 |
754.50 |
783.00 |
754.50 |
779.20 |
+24.40 |
164 |
1,829 |
-1 |
Sep15 |
150120 |
779.80 |
779.80 |
779.80 |
779.80 |
+24.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,640 |
33,757 |
+38 |
Copper(CMX) |
Mar15 |
150120 |
263.35 |
263.60 |
255.50 |
259.40 |
-2.30 |
90,306 |
118,525 |
-4,315 |
May15 |
150120 |
262.90 |
262.90 |
255.60 |
259.30 |
-2.30 |
10,814 |
31,330 |
+247 |
Jul15 |
150120 |
262.40 |
262.40 |
256.10 |
259.30 |
-2.30 |
3,394 |
8,836 |
+223 |
Sep15 |
150120 |
262.55 |
262.75 |
256.15 |
259.50 |
-2.25 |
817 |
8,327 |
+303 |
Dec15 |
150120 |
260.20 |
261.40 |
256.75 |
259.75 |
-2.30 |
106 |
2,671 |
-6 |
Total Volume and Open Interest |
106,598 |
177,047 |
-3,349 |
DJIA Index(CBOT) |
Mar15 |
150120 |
17431 |
17510 |
17280 |
17461 |
+29 |
1,688 |
7,499 |
+323 |
Jun15 |
150120 |
17389 |
17389 |
17360 |
17389 |
+29 |
0 |
71 |
+0 |
Sep15 |
150120 |
17299 |
17299 |
17270 |
17299 |
+29 |
|
|
|
Dec15 |
150120 |
17209 |
17209 |
17180 |
17209 |
+29 |
|
|
|
Total Volume and Open Interest |
1,688 |
7,570 |
+323 |
E-mini DJIA Index(CBOT) |
Mar15 |
150120 |
17442 |
17536 |
17271 |
17461 |
+29 |
298,348 |
104,308 |
-1,100 |
Jun15 |
150120 |
17433 |
17433 |
17224 |
17389 |
+29 |
44 |
236 |
+3 |
Sep15 |
150120 |
17299 |
17299 |
17299 |
17299 |
+29 |
0 |
10 |
+0 |
Dec15 |
150120 |
17209 |
17209 |
17209 |
17209 |
+29 |
0 |
15 |
+0 |
Total Volume and Open Interest |
298,392 |
104,569 |
-1,097 |
S & P 500(CME) |
Mar15 |
150120 |
2009.90 |
2026.00 |
1998.00 |
2016.80 |
+3.90 |
10,682 |
126,523 |
+65 |
Jun15 |
150120 |
2009.30 |
2012.40 |
1990.40 |
2009.30 |
+3.90 |
228 |
2,329 |
-10 |
Sep15 |
150120 |
2002.10 |
2005.40 |
1983.40 |
2002.10 |
+3.70 |
0 |
99 |
+0 |
Dec15 |
150120 |
1995.50 |
1998.80 |
1976.80 |
1995.50 |
+3.70 |
0 |
6 |
+5 |
Total Volume and Open Interest |
10,910 |
128,957 |
+60 |
S & P 500 E-Mini(Globex) |
Mar15 |
150120 |
2013.50 |
2026.50 |
1997.50 |
2016.75 |
+3.75 |
2,259,660 |
2,742,502 |
+41,229 |
Jun15 |
150120 |
2003.25 |
2018.50 |
1990.50 |
2009.25 |
+3.75 |
7,168 |
11,451 |
+731 |
Total Volume and Open Interest |
2,267,226 |
2,756,056 |
+41,984 |
NASDAQ 100(CME) |
Mar15 |
150120 |
4142.00 |
4174.00 |
4109.00 |
4167.00 |
+33.00 |
1,936 |
11,713 |
+1,058 |
Jun15 |
150120 |
4153.80 |
4153.80 |
4153.80 |
4153.80 |
+33.00 |
|
|
|
Sep15 |
150120 |
4144.00 |
4144.00 |
4144.00 |
4144.00 |
+33.00 |
|
|
|
Total Volume and Open Interest |
1,936 |
11,713 |
+1,058 |
NASDAQ 100 E-Mini(Globex) |
Mar15 |
150120 |
4138.80 |
4175.30 |
4109.00 |
4167.00 |
+33.00 |
456,035 |
311,783 |
-623 |
Jun15 |
150120 |
4140.00 |
4165.00 |
4106.00 |
4153.80 |
+33.00 |
14 |
218 |
+4 |
Total Volume and Open Interest |
456,050 |
312,056 |
-618 |
S & P Midcap 400(CME) |
Mar15 |
150120 |
1423.40 |
1423.40 |
1423.40 |
1423.40 |
-3.30 |
0 |
913 |
+0 |
Jun15 |
150120 |
1420.40 |
1420.40 |
1420.40 |
1420.40 |
-3.30 |
|
|
|
Sep15 |
150120 |
1418.20 |
1418.20 |
1418.20 |
1418.20 |
-3.30 |
|
|
|
Total Volume and Open Interest |
0 |
913 |
+0 |
Volatility Index(CBOE) |
Jan15 |
150120 |
20.65 |
21.14 |
19.50 |
20.18 |
-0.45 |
106,266 |
73,842 |
-3,372 |
Feb15 |
150120 |
20.30 |
20.84 |
19.45 |
20.13 |
unch |
78,236 |
115,340 |
+9,580 |
Mar15 |
150120 |
20.15 |
20.60 |
19.45 |
20.02 |
unch |
26,938 |
33,477 |
+2,258 |
Apr15 |
150120 |
20.25 |
20.61 |
19.62 |
20.13 |
+0.05 |
12,277 |
31,474 |
+1,799 |
Total Volume and Open Interest |
239,689 |
308,870 |
+12,749 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar15 |
150120 |
17105 |
17530 |
16960 |
17425 |
+300 |
46,696 |
54,772 |
-1,898 |
Jun15 |
150120 |
17135 |
17460 |
17135 |
17435 |
+315 |
6 |
13 |
-2 |
Total Volume and Open Interest |
46,702 |
54,787 |
-1,900 |
Nikkei 225(SGX) |
Mar15 |
150120 |
16995 |
17410 |
16965 |
17410 |
+385 |
219,841 |
274,947 |
-2,273 |
Jun15 |
150120 |
16880 |
17315 |
16880 |
17315 |
+390 |
130 |
3,966 |
-56 |
Sep15 |
150120 |
17305 |
17305 |
17305 |
17305 |
+390 |
0 |
5 |
+0 |
Total Volume and Open Interest |
220,326 |
288,821 |
-2,255 |
CAC 40(EURONEXT) |
Feb15 |
150120 |
4418.5 |
4468.0 |
4403.0 |
4445.0 |
+52.0 |
154,320 |
245,603 |
+5,033 |
Mar15 |
150120 |
4417.0 |
4462.5 |
4404.5 |
4445.0 |
+52.0 |
394 |
11,628 |
-70 |
Apr15 |
150120 |
4435.5 |
4435.5 |
4435.5 |
4435.5 |
+52.0 |
|
|
|
Total Volume and Open Interest |
167,315 |
258,748 |
|
Hang Seng Index(HKFE) |
Jan15 |
150120 |
23760 |
23999 |
23660 |
23969 |
+198 |
55,031 |
93,258 |
-2,830 |
Feb15 |
150120 |
23721 |
24007 |
23676 |
23979 |
+199 |
707 |
4,630 |
+344 |
Mar15 |
150120 |
23619 |
23939 |
23607 |
23911 |
+197 |
337 |
4,412 |
+35 |
Total Volume and Open Interest |
56,153 |
103,322 |
-2,453 |
DAX(EUREX) |
Mar15 |
150120 |
10315.0 |
10315.0 |
10215.0 |
10249.0 |
+7.5 |
170,184 |
140,084 |
-2,635 |
Jun15 |
150120 |
10321.0 |
10321.0 |
10226.5 |
10259.0 |
+7.0 |
467 |
4,352 |
+171 |
Sep15 |
150120 |
10292.0 |
10292.0 |
10261.5 |
10261.5 |
+5.5 |
20 |
57 |
+3 |
Total Volume and Open Interest |
170,671 |
144,493 |
-2,461 |
FT-SE 100(EURONEXT) |
Mar15 |
150120 |
6548.50 |
6589.00 |
6534.50 |
6553.50 |
+30.50 |
117,511 |
556,803 |
-8,179 |
Jun15 |
150120 |
6500.00 |
6512.00 |
6497.00 |
6497.00 |
+30.00 |
1 |
942 |
+1 |
Sep15 |
150120 |
6451.50 |
6451.50 |
6451.50 |
6451.50 |
+30.00 |
270 |
305 |
+270 |
Total Volume and Open Interest |
117,782 |
558,100 |
-7,908 |
SPI 200(SFE) |
Mar15 |
150120 |
5261.0 |
5271.0 |
5231.0 |
5258.0 |
-7.0 |
33,800 |
207,599 |
+771 |
Jun15 |
150120 |
5255.0 |
5255.0 |
5255.0 |
5255.0 |
-7.0 |
24 |
2,701 |
+6 |
Sep15 |
150120 |
5203.0 |
5203.0 |
5203.0 |
5203.0 |
-7.0 |
33 |
2,325 |
+28 |
Total Volume and Open Interest |
33,996 |
213,258 |
-1,733 |
FTSE MIB(ISE) |
Mar15 |
150120 |
19535.00 |
19740.00 |
19485.00 |
19650.00 |
+183.00 |
39,410 |
44,019 |
+882 |
Jun15 |
150120 |
19210.00 |
19370.00 |
19170.00 |
19308.00 |
+186.00 |
150 |
107 |
+60 |
Sep15 |
150120 |
19221.00 |
19221.00 |
19221.00 |
19221.00 |
+186.00 |
|
|
|
Total Volume and Open Interest |
39,560 |
44,126 |
+942 |
KOSPI 200(KFE) |
Mar15 |
150120 |
246.35 |
248.40 |
245.95 |
247.90 |
+1.40 |
175,610 |
114,994 |
+6,457 |
Jun15 |
150120 |
247.25 |
249.50 |
247.25 |
249.20 |
+1.65 |
524 |
1,720 |
-63 |
Sep15 |
150120 |
250.40 |
250.40 |
250.40 |
250.40 |
+1.40 |
0 |
751 |
+13 |
Total Volume and Open Interest |
176,136 |
118,191 |
+6,405 |
GSCI(CME) |
Feb15 |
150120 |
381.40 |
391.05 |
381.40 |
381.40 |
-9.60 |
442 |
12,415 |
+108 |
Mar15 |
150120 |
387.60 |
397.25 |
387.60 |
387.60 |
-9.60 |
|
|
|
Apr15 |
150120 |
391.20 |
400.85 |
391.20 |
391.20 |
-9.60 |
|
|
|
Total Volume and Open Interest |
729 |
13,282 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|