|
 |
| MRCI's End of Day Prices |
|
| Daily Futures Price Listing Thu January 29, 2015 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar15 |
150129 |
969.50 |
977.75 |
967.00 |
968.25 |
-2.00 |
101,221 |
298,004 |
-3,269 |
| May15 |
150129 |
976.75 |
984.25 |
973.75 |
974.75 |
-2.50 |
41,804 |
136,320 |
+5,238 |
| Jul15 |
150129 |
982.00 |
989.75 |
979.00 |
979.75 |
-3.25 |
26,785 |
112,160 |
+120 |
| Aug15 |
150129 |
980.25 |
989.00 |
978.00 |
978.75 |
-4.25 |
900 |
8,541 |
+210 |
| Sep15 |
150129 |
968.25 |
975.00 |
963.00 |
963.00 |
-6.25 |
359 |
2,936 |
+100 |
| Nov15 |
150129 |
957.25 |
964.00 |
950.50 |
951.25 |
-7.00 |
7,927 |
117,229 |
+839 |
| Jan16 |
150129 |
963.50 |
968.75 |
956.50 |
956.75 |
-7.50 |
75 |
2,984 |
+10 |
| Mar16 |
150129 |
970.00 |
970.00 |
961.25 |
962.00 |
-7.75 |
104 |
1,253 |
+35 |
| May16 |
150129 |
971.00 |
976.00 |
965.00 |
965.00 |
-8.75 |
0 |
455 |
+0 |
| Jul16 |
150129 |
982.00 |
982.00 |
970.50 |
970.50 |
-8.50 |
5 |
392 |
+1 |
| Aug16 |
150129 |
969.75 |
977.50 |
969.75 |
969.75 |
-7.75 |
0 |
28 |
+0 |
| Sep16 |
150129 |
965.00 |
966.25 |
958.50 |
958.50 |
-7.75 |
0 |
18 |
+0 |
| Nov16 |
150129 |
957.00 |
961.50 |
950.50 |
950.75 |
-6.25 |
34 |
2,394 |
+13 |
| Jan17 |
150129 |
954.25 |
960.25 |
954.25 |
954.25 |
-6.00 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
179,218 |
682,972 |
+3,298 |
| Soybean Meal(CBOT) |
| Mar15 |
150129 |
336.80 |
340.80 |
336.10 |
337.90 |
+0.50 |
38,866 |
161,673 |
-532 |
| May15 |
150129 |
329.00 |
333.20 |
328.60 |
330.60 |
+0.70 |
23,434 |
86,430 |
+4,904 |
| Jul15 |
150129 |
327.40 |
330.50 |
326.60 |
328.00 |
+0.40 |
10,032 |
56,968 |
+648 |
| Aug15 |
150129 |
326.80 |
328.50 |
326.20 |
326.70 |
+0.40 |
1,438 |
13,696 |
+103 |
| Sep15 |
150129 |
325.60 |
327.40 |
324.80 |
325.10 |
+0.30 |
661 |
6,885 |
-109 |
| Oct15 |
150129 |
321.50 |
323.20 |
320.80 |
321.00 |
-0.10 |
228 |
7,760 |
+17 |
| Dec15 |
150129 |
318.90 |
322.20 |
318.80 |
319.10 |
-0.80 |
1,966 |
28,425 |
+348 |
| Jan16 |
150129 |
321.70 |
322.10 |
319.70 |
319.70 |
-0.80 |
35 |
1,943 |
+0 |
| Mar16 |
150129 |
323.80 |
323.90 |
321.10 |
321.10 |
-0.70 |
154 |
1,512 |
+148 |
| May16 |
150129 |
323.30 |
323.80 |
321.70 |
321.70 |
-0.80 |
1 |
445 |
+0 |
| Total Volume and Open Interest |
76,815 |
366,125 |
+5,527 |
| Soybean Oil(CBOT) |
| Mar15 |
150129 |
30.35 |
30.38 |
29.32 |
29.54 |
-0.80 |
58,117 |
171,323 |
+847 |
| May15 |
150129 |
30.60 |
30.60 |
29.56 |
29.78 |
-0.79 |
31,901 |
73,320 |
+2,220 |
| Jul15 |
150129 |
30.78 |
30.79 |
29.79 |
30.01 |
-0.77 |
21,347 |
66,498 |
+416 |
| Aug15 |
150129 |
30.57 |
30.68 |
29.89 |
30.10 |
-0.74 |
1,384 |
10,386 |
+263 |
| Sep15 |
150129 |
30.74 |
30.88 |
29.95 |
30.15 |
-0.73 |
1,094 |
8,817 |
+25 |
| Oct15 |
150129 |
30.54 |
30.73 |
29.82 |
30.01 |
-0.72 |
415 |
7,619 |
+19 |
| Dec15 |
150129 |
30.67 |
30.70 |
29.79 |
29.99 |
-0.71 |
5,030 |
42,260 |
+1,241 |
| Jan16 |
150129 |
30.55 |
30.88 |
30.21 |
30.21 |
-0.67 |
113 |
2,330 |
+56 |
| Mar16 |
150129 |
30.90 |
31.14 |
30.48 |
30.48 |
-0.66 |
99 |
1,914 |
+42 |
| May16 |
150129 |
31.00 |
31.36 |
30.68 |
30.68 |
-0.68 |
68 |
1,130 |
+37 |
| Total Volume and Open Interest |
119,651 |
387,116 |
+5,229 |
| Canola(WCE) |
| Mar15 |
150129 |
450.3 |
451.8 |
443.9 |
449.1 |
-0.7 |
10,335 |
87,657 |
-3,830 |
| May15 |
150129 |
445.2 |
447.7 |
440.6 |
446.1 |
+0.7 |
9,912 |
49,045 |
+2,856 |
| Jul15 |
150129 |
441.7 |
444.2 |
438.0 |
443.8 |
+2.3 |
2,416 |
25,712 |
+375 |
| Nov15 |
150129 |
428.6 |
432.2 |
425.0 |
431.4 |
+3.2 |
1,843 |
31,005 |
+407 |
| Jan16 |
150129 |
428.5 |
433.6 |
427.5 |
433.6 |
+3.7 |
0 |
820 |
+0 |
| Total Volume and Open Interest |
24,506 |
194,770 |
-192 |
| Corn(CBOT) |
| Mar15 |
150129 |
373.50 |
373.50 |
368.00 |
371.50 |
-1.75 |
108,698 |
548,340 |
-6,819 |
| May15 |
150129 |
382.00 |
382.00 |
376.50 |
380.00 |
-1.50 |
36,770 |
214,030 |
+1,857 |
| Jul15 |
150129 |
389.25 |
389.25 |
384.25 |
387.75 |
-1.25 |
23,906 |
194,288 |
-259 |
| Sep15 |
150129 |
396.00 |
396.00 |
391.00 |
394.50 |
-1.25 |
4,419 |
58,075 |
+1,089 |
| Dec15 |
150129 |
404.25 |
404.75 |
399.50 |
402.75 |
-1.50 |
17,074 |
215,613 |
+41 |
| Mar16 |
150129 |
413.00 |
413.00 |
408.00 |
411.75 |
-1.00 |
312 |
58,145 |
+38 |
| May16 |
150129 |
419.00 |
419.00 |
414.50 |
417.50 |
-1.50 |
33 |
2,819 |
+2 |
| Jul16 |
150129 |
424.00 |
424.00 |
419.50 |
422.50 |
-1.50 |
285 |
4,059 |
+55 |
| Sep16 |
150129 |
415.75 |
416.25 |
415.75 |
415.75 |
-0.50 |
0 |
849 |
+0 |
| Dec16 |
150129 |
412.50 |
412.50 |
409.00 |
412.50 |
unch |
358 |
7,883 |
+133 |
| Total Volume and Open Interest |
191,862 |
1,304,935 |
-3,861 |
| Wheat(CBOT) |
| Mar15 |
150129 |
506.00 |
512.25 |
500.75 |
507.75 |
+2.50 |
40,915 |
189,248 |
-2,860 |
| May15 |
150129 |
511.75 |
516.75 |
505.75 |
512.50 |
+2.25 |
15,165 |
65,352 |
+1,466 |
| Jul15 |
150129 |
517.25 |
522.25 |
511.75 |
517.00 |
+1.00 |
12,436 |
75,886 |
-1,116 |
| Sep15 |
150129 |
525.75 |
530.25 |
520.75 |
525.25 |
+0.50 |
2,063 |
16,836 |
+481 |
| Dec15 |
150129 |
535.75 |
542.50 |
533.25 |
537.75 |
+0.50 |
2,544 |
33,469 |
+154 |
| Mar16 |
150129 |
543.50 |
547.75 |
542.00 |
544.75 |
+0.50 |
42 |
5,599 |
+8 |
| Total Volume and Open Interest |
73,259 |
387,290 |
-1,824 |
| Wheat(KCBT) |
| Mar15 |
150129 |
536.00 |
548.75 |
533.25 |
544.00 |
+8.25 |
11,062 |
79,080 |
+1,353 |
| May15 |
150129 |
542.00 |
553.75 |
539.25 |
548.75 |
+7.00 |
2,976 |
27,583 |
+722 |
| Jul15 |
150129 |
548.00 |
558.75 |
545.00 |
553.50 |
+6.25 |
2,513 |
31,216 |
+566 |
| Sep15 |
150129 |
560.00 |
569.00 |
557.25 |
564.75 |
+5.25 |
715 |
6,897 |
+193 |
| Dec15 |
150129 |
575.75 |
584.25 |
572.50 |
578.50 |
+4.75 |
321 |
7,954 |
+31 |
| Mar16 |
150129 |
587.00 |
588.00 |
583.50 |
588.00 |
+4.50 |
13 |
767 |
+8 |
| Total Volume and Open Interest |
17,604 |
153,825 |
+2,872 |
| Wheat(MGE) |
| Mar15 |
150129 |
555.00 |
565.50 |
553.75 |
559.25 |
+4.25 |
3,300 |
27,180 |
-868 |
| May15 |
150129 |
562.00 |
572.50 |
561.00 |
565.50 |
+2.75 |
1,971 |
18,113 |
+498 |
| Jul15 |
150129 |
571.00 |
580.75 |
570.00 |
573.00 |
+2.00 |
1,023 |
9,500 |
+267 |
| Sep15 |
150129 |
580.00 |
588.50 |
579.25 |
581.50 |
+1.75 |
283 |
6,156 |
-12 |
| Dec15 |
150129 |
590.25 |
597.75 |
590.25 |
592.00 |
+1.50 |
179 |
4,867 |
+5 |
| Total Volume and Open Interest |
6,762 |
66,772 |
-110 |
| Oats(CBOT) |
| Mar15 |
150129 |
288.00 |
289.00 |
279.50 |
282.50 |
-5.00 |
176 |
4,784 |
-74 |
| May15 |
150129 |
290.25 |
290.50 |
283.00 |
286.75 |
-3.25 |
57 |
1,816 |
-2 |
| Jul15 |
150129 |
295.25 |
295.25 |
290.00 |
292.50 |
-2.25 |
16 |
624 |
+1 |
| Sep15 |
150129 |
299.00 |
299.50 |
298.00 |
298.50 |
-1.00 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
254 |
7,551 |
-75 |
| Rough Rice(CBOT) |
| Mar15 |
150129 |
10.77 |
11.37 |
10.70 |
10.86 |
+0.12 |
396 |
7,783 |
-25 |
| May15 |
150129 |
10.98 |
11.61 |
10.98 |
11.13 |
+0.15 |
9 |
1,113 |
+2 |
| Jul15 |
150129 |
11.45 |
11.50 |
11.20 |
11.35 |
+0.15 |
1 |
112 |
+1 |
| Sep15 |
150129 |
10.90 |
11.06 |
10.90 |
11.06 |
+0.18 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
406 |
9,045 |
-22 |
| Live Cattle(CME) |
| Feb15 |
150129 |
154.100 |
155.485 |
151.535 |
153.535 |
-0.415 |
11,354 |
44,110 |
-1,896 |
| Apr15 |
150129 |
151.600 |
152.785 |
148.535 |
150.500 |
-1.000 |
18,890 |
113,324 |
-752 |
| Jun15 |
150129 |
144.535 |
145.575 |
141.735 |
143.435 |
-1.250 |
10,365 |
51,464 |
-817 |
| Aug15 |
150129 |
144.350 |
145.075 |
141.750 |
142.950 |
-1.800 |
7,102 |
17,603 |
+726 |
| Oct15 |
150129 |
147.575 |
148.000 |
144.985 |
146.435 |
-1.215 |
2,755 |
12,119 |
+537 |
| Dec15 |
150129 |
148.250 |
148.700 |
145.630 |
147.350 |
-1.085 |
1,241 |
6,054 |
-20 |
| Total Volume and Open Interest |
51,939 |
247,017 |
-2,209 |
| Feeder Cattle(CME) |
| Jan15 |
150129 |
212.200 |
212.700 |
211.700 |
212.400 |
-0.050 |
1,572 |
4,703 |
-171 |
| Mar15 |
150129 |
203.550 |
206.150 |
200.235 |
203.580 |
-0.770 |
5,322 |
15,576 |
-95 |
| Apr15 |
150129 |
204.450 |
207.130 |
200.950 |
204.200 |
-1.250 |
2,047 |
5,174 |
+249 |
| May15 |
150129 |
205.200 |
207.700 |
201.550 |
204.700 |
-1.200 |
1,322 |
7,556 |
+113 |
| Aug15 |
150129 |
206.850 |
209.200 |
203.080 |
206.535 |
-1.045 |
925 |
6,193 |
+32 |
| Sep15 |
150129 |
206.185 |
207.900 |
202.750 |
206.100 |
-0.050 |
129 |
1,014 |
-10 |
| Oct15 |
150129 |
206.700 |
207.100 |
202.250 |
205.000 |
-0.400 |
55 |
907 |
+24 |
| Total Volume and Open Interest |
11,387 |
41,292 |
+142 |
| Lean Hogs(CME) |
| Feb15 |
150129 |
71.100 |
71.830 |
68.535 |
68.550 |
-2.985 |
8,006 |
26,515 |
-2,353 |
| Apr15 |
150129 |
74.725 |
75.330 |
72.650 |
73.200 |
-1.750 |
17,621 |
93,007 |
+437 |
| May15 |
150129 |
80.900 |
81.600 |
79.350 |
79.430 |
-1.500 |
125 |
1,699 |
+76 |
| Jun15 |
150129 |
84.550 |
85.480 |
82.950 |
83.635 |
-0.945 |
6,292 |
43,304 |
+754 |
| Jul15 |
150129 |
84.700 |
85.450 |
82.950 |
83.885 |
-1.165 |
3,827 |
14,620 |
+584 |
| Aug15 |
150129 |
84.430 |
85.180 |
82.800 |
83.680 |
-1.020 |
1,714 |
12,199 |
+214 |
| Oct15 |
150129 |
74.385 |
75.050 |
72.750 |
73.200 |
-1.750 |
637 |
7,756 |
+269 |
| Dec15 |
150129 |
69.850 |
70.350 |
68.650 |
69.100 |
-1.350 |
174 |
3,126 |
+19 |
| Total Volume and Open Interest |
38,416 |
202,956 |
-5 |
| Class III Milk(CME) |
| Jan15 |
150129 |
16.14 |
16.19 |
16.14 |
16.16 |
+0.05 |
114 |
5,884 |
-54 |
| Feb15 |
150129 |
15.33 |
16.09 |
15.33 |
15.99 |
+0.65 |
283 |
5,857 |
+13 |
| Mar15 |
150129 |
14.73 |
15.46 |
14.73 |
15.46 |
+0.75 |
245 |
5,593 |
+13 |
| Apr15 |
150129 |
14.85 |
15.45 |
14.85 |
15.45 |
+0.75 |
81 |
4,837 |
+14 |
| May15 |
150129 |
15.05 |
15.65 |
15.05 |
15.65 |
+0.75 |
44 |
4,644 |
-6 |
| Jun15 |
150129 |
15.49 |
16.07 |
15.49 |
16.07 |
+0.75 |
31 |
4,327 |
-5 |
| Jul15 |
150129 |
15.90 |
16.52 |
15.90 |
16.52 |
+0.75 |
64 |
3,268 |
+9 |
| Aug15 |
150129 |
16.30 |
16.94 |
16.30 |
16.75 |
+0.56 |
46 |
2,948 |
-13 |
| Sep15 |
150129 |
16.68 |
16.90 |
16.62 |
16.82 |
+0.44 |
16 |
2,783 |
+10 |
| Oct15 |
150129 |
16.70 |
17.00 |
16.70 |
16.95 |
+0.45 |
21 |
2,436 |
+7 |
| Nov15 |
150129 |
16.44 |
16.80 |
16.44 |
16.75 |
+0.35 |
52 |
2,322 |
+28 |
| Dec15 |
150129 |
16.37 |
16.60 |
16.37 |
16.60 |
+0.28 |
36 |
2,166 |
+13 |
| Jan16 |
150129 |
16.50 |
16.50 |
16.50 |
16.50 |
+0.20 |
3 |
186 |
+0 |
| Total Volume and Open Interest |
1,037 |
47,741 |
+29 |
| Cocoa(ICE) |
| Mar15 |
150129 |
2710 |
2714 |
2683 |
2686 |
-29 |
18,365 |
66,287 |
-740 |
| May15 |
150129 |
2714 |
2717 |
2693 |
2696 |
-23 |
13,114 |
52,577 |
-2,509 |
| Jul15 |
150129 |
2706 |
2713 |
2689 |
2693 |
-23 |
4,075 |
26,486 |
+115 |
| Sep15 |
150129 |
2701 |
2709 |
2685 |
2689 |
-23 |
807 |
15,643 |
+262 |
| Dec15 |
150129 |
2691 |
2698 |
2676 |
2680 |
-21 |
758 |
15,874 |
+104 |
| Mar16 |
150129 |
2673 |
2676 |
2660 |
2666 |
-16 |
162 |
10,787 |
+49 |
| May16 |
150129 |
2666 |
2669 |
2657 |
2663 |
-14 |
5 |
1,532 |
-1 |
| Total Volume and Open Interest |
37,288 |
189,249 |
-2,721 |
| Coffee "C"(ICE) |
| Mar15 |
150129 |
167.90 |
167.95 |
158.70 |
160.00 |
-7.70 |
14,697 |
75,982 |
-266 |
| May15 |
150129 |
170.05 |
170.70 |
161.50 |
162.75 |
-7.65 |
5,187 |
36,121 |
+592 |
| Jul15 |
150129 |
172.85 |
173.30 |
164.20 |
165.45 |
-7.60 |
1,902 |
23,059 |
+503 |
| Sep15 |
150129 |
175.50 |
175.50 |
166.80 |
167.95 |
-7.50 |
1,068 |
15,015 |
+435 |
| Dec15 |
150129 |
176.85 |
176.90 |
170.05 |
171.25 |
-7.40 |
240 |
9,696 |
-67 |
| Mar16 |
150129 |
179.00 |
179.00 |
172.50 |
173.60 |
-7.20 |
78 |
2,061 |
+19 |
| Total Volume and Open Interest |
23,476 |
169,601 |
+1,352 |
| Orange Juice(ICE) |
| Mar15 |
150129 |
135.00 |
136.05 |
133.05 |
134.45 |
-1.00 |
1,273 |
8,971 |
-156 |
| May15 |
150129 |
135.40 |
135.80 |
133.05 |
134.40 |
-1.00 |
135 |
1,558 |
+68 |
| Jul15 |
150129 |
135.75 |
136.00 |
134.25 |
135.65 |
-0.10 |
23 |
494 |
+11 |
| Sep15 |
150129 |
136.00 |
136.65 |
135.00 |
136.65 |
+0.20 |
3 |
176 |
-3 |
| Nov15 |
150129 |
136.80 |
136.80 |
136.80 |
136.80 |
-0.70 |
0 |
28 |
+0 |
| Jan16 |
150129 |
138.55 |
138.55 |
138.55 |
138.55 |
-0.70 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
1,434 |
11,239 |
-80 |
| Sugar #11(ICE) |
| Mar15 |
150129 |
15.15 |
15.16 |
14.77 |
14.85 |
-0.31 |
85,822 |
371,467 |
-12,412 |
| May15 |
150129 |
15.44 |
15.44 |
15.06 |
15.13 |
-0.33 |
51,952 |
175,579 |
+12,075 |
| Jul15 |
150129 |
15.77 |
15.77 |
15.37 |
15.43 |
-0.36 |
25,214 |
117,189 |
+3,154 |
| Oct15 |
150129 |
16.20 |
16.23 |
15.86 |
15.91 |
-0.35 |
14,757 |
74,308 |
+265 |
| Mar16 |
150129 |
17.00 |
17.04 |
16.69 |
16.75 |
-0.32 |
9,104 |
46,089 |
+4,664 |
| May16 |
150129 |
17.00 |
17.00 |
16.70 |
16.76 |
-0.31 |
539 |
7,624 |
+40 |
| Jul16 |
150129 |
16.90 |
16.90 |
16.63 |
16.67 |
-0.30 |
304 |
11,350 |
-48 |
| Oct16 |
150129 |
16.99 |
16.99 |
16.75 |
16.75 |
-0.30 |
23 |
10,107 |
-7 |
| Total Volume and Open Interest |
187,747 |
823,104 |
+7,737 |
| London Cocoa(LCE) |
| Mar15 |
150129 |
1903 |
1907 |
1893 |
1900 |
-2 |
11,899 |
83,061 |
-4,916 |
| May15 |
150129 |
1883 |
1883 |
1869 |
1877 |
-3 |
7,384 |
52,210 |
+1,294 |
| Jul15 |
150129 |
1876 |
1877 |
1862 |
1869 |
-4 |
4,021 |
27,807 |
-629 |
| Sep15 |
150129 |
1861 |
1861 |
1850 |
1856 |
-4 |
1,470 |
32,671 |
+241 |
| Dec15 |
150129 |
1843 |
1843 |
1833 |
1840 |
-2 |
1,771 |
20,094 |
+177 |
| Mar16 |
150129 |
1823 |
1825 |
1818 |
1825 |
unch |
523 |
20,654 |
+90 |
| May16 |
150129 |
1820 |
1820 |
1820 |
1820 |
unch |
39 |
809 |
+3 |
| Total Volume and Open Interest |
27,107 |
237,362 |
-3,740 |
| London Sugar(LCE) |
| Mar15 |
150129 |
390.60 |
391.20 |
384.20 |
384.60 |
-7.30 |
5,346 |
36,104 |
-248 |
| May15 |
150129 |
400.60 |
401.40 |
394.90 |
395.30 |
-6.90 |
2,849 |
24,420 |
+676 |
| Aug15 |
150129 |
411.60 |
412.00 |
405.10 |
405.50 |
-7.50 |
562 |
11,657 |
+0 |
| Oct15 |
150129 |
421.40 |
421.50 |
415.00 |
415.40 |
-7.40 |
247 |
3,723 |
-10 |
| Dec15 |
150129 |
429.70 |
429.70 |
423.80 |
424.00 |
-7.20 |
128 |
1,477 |
-12 |
| Total Volume and Open Interest |
9,201 |
80,780 |
+387 |
| Cotton(ICE) |
| Mar15 |
150129 |
59.11 |
59.78 |
59.10 |
59.57 |
+0.13 |
12,945 |
131,887 |
+73 |
| May15 |
150129 |
59.96 |
60.63 |
59.96 |
60.35 |
+0.12 |
6,679 |
45,325 |
+2,582 |
| Jul15 |
150129 |
60.78 |
61.49 |
60.78 |
61.29 |
+0.25 |
1,207 |
19,278 |
-27 |
| Oct15 |
150129 |
62.24 |
62.24 |
62.24 |
62.24 |
+0.22 |
2 |
5 |
-1 |
| Dec15 |
150129 |
62.96 |
63.34 |
62.80 |
63.13 |
+0.14 |
605 |
18,743 |
+380 |
| Mar16 |
150129 |
63.54 |
63.75 |
63.37 |
63.53 |
-0.18 |
95 |
1,170 |
+64 |
| Total Volume and Open Interest |
21,552 |
216,715 |
+3,075 |
| Lumber(CME) |
| Mar15 |
150129 |
317.5 |
325.4 |
316.8 |
321.8 |
+6.3 |
447 |
4,408 |
-54 |
| May15 |
150129 |
317.5 |
323.6 |
317.0 |
321.8 |
+7.8 |
171 |
1,094 |
+119 |
| Jul15 |
150129 |
322.8 |
325.6 |
322.8 |
324.0 |
+6.0 |
0 |
22 |
+0 |
| Sep15 |
150129 |
324.0 |
325.6 |
322.0 |
324.0 |
+6.0 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
618 |
5,528 |
+65 |
| Crude Oil(NYM) |
| Mar15 |
150129 |
44.43 |
44.96 |
43.58 |
44.53 |
+0.08 |
313,141 |
487,487 |
-8,085 |
| Apr15 |
150129 |
45.04 |
45.69 |
44.37 |
45.30 |
+0.07 |
60,369 |
153,903 |
+7,032 |
| May15 |
150129 |
46.23 |
46.79 |
45.52 |
46.44 |
+0.08 |
34,913 |
77,691 |
+939 |
| Jun15 |
150129 |
47.40 |
47.92 |
46.68 |
47.61 |
+0.10 |
47,200 |
166,259 |
+4,936 |
| Jul15 |
150129 |
48.61 |
49.04 |
47.87 |
48.79 |
+0.12 |
17,160 |
60,073 |
+639 |
| Aug15 |
150129 |
49.82 |
50.11 |
49.00 |
49.91 |
+0.14 |
9,174 |
43,017 |
+943 |
| Sep15 |
150129 |
50.68 |
51.13 |
50.03 |
50.94 |
+0.16 |
12,954 |
69,543 |
-1,377 |
| Oct15 |
150129 |
51.62 |
51.97 |
50.93 |
51.85 |
+0.17 |
5,698 |
40,966 |
-1,350 |
| Nov15 |
150129 |
52.44 |
52.76 |
51.82 |
52.70 |
+0.18 |
3,006 |
34,123 |
+948 |
| Dec15 |
150129 |
53.40 |
53.60 |
52.63 |
53.51 |
+0.18 |
26,256 |
199,015 |
-1,303 |
| Jan16 |
150129 |
54.17 |
54.21 |
53.40 |
54.18 |
+0.19 |
896 |
39,073 |
+215 |
| Feb16 |
150129 |
54.63 |
54.88 |
54.33 |
54.80 |
+0.21 |
643 |
15,831 |
+100 |
| Mar16 |
150129 |
55.26 |
55.39 |
54.94 |
55.39 |
+0.24 |
893 |
21,984 |
+62 |
| Apr16 |
150129 |
55.96 |
55.96 |
55.96 |
55.96 |
+0.27 |
130 |
8,070 |
+74 |
| May16 |
150129 |
56.49 |
56.49 |
56.49 |
56.49 |
+0.29 |
161 |
8,509 |
+112 |
| Jun16 |
150129 |
56.41 |
57.11 |
56.20 |
57.03 |
+0.31 |
5,062 |
45,242 |
+721 |
| Total Volume and Open Interest |
549,719 |
1,668,047 |
+5,147 |
| 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 |
150129 |
44.375 |
44.950 |
43.575 |
44.525 |
+0.075 |
13,257 |
4,625 |
+139 |
| Apr15 |
150129 |
45.150 |
45.700 |
44.400 |
45.300 |
+0.075 |
1,172 |
1,423 |
+168 |
| May15 |
150129 |
46.325 |
46.750 |
45.625 |
46.450 |
+0.100 |
200 |
227 |
+77 |
| Jun15 |
150129 |
47.500 |
47.750 |
46.750 |
47.600 |
+0.100 |
127 |
136 |
-90 |
| Jul15 |
150129 |
48.875 |
48.875 |
48.100 |
48.800 |
+0.125 |
102 |
30 |
-86 |
| Aug15 |
150129 |
49.875 |
49.900 |
49.875 |
49.900 |
+0.125 |
6 |
85 |
-6 |
| Sep15 |
150129 |
50.950 |
50.950 |
50.850 |
50.950 |
+0.175 |
6 |
103 |
-2 |
| Oct15 |
150129 |
51.850 |
51.850 |
51.850 |
51.850 |
+0.175 |
4 |
20 |
+0 |
| Total Volume and Open Interest |
14,878 |
6,853 |
+196 |
| NY Harbor ULSD(NYM) |
| Feb15 |
150129 |
162.22 |
164.35 |
161.22 |
161.84 |
-1.34 |
23,148 |
20,546 |
-5,586 |
| Mar15 |
150129 |
160.27 |
162.15 |
159.53 |
160.47 |
-0.46 |
47,858 |
131,176 |
+5,703 |
| Apr15 |
150129 |
158.00 |
159.76 |
157.55 |
158.74 |
-0.05 |
16,554 |
54,608 |
+2,449 |
| May15 |
150129 |
158.88 |
159.91 |
157.84 |
159.16 |
+0.15 |
8,315 |
29,186 |
+599 |
| Jun15 |
150129 |
159.89 |
161.00 |
158.99 |
160.42 |
+0.28 |
9,145 |
37,726 |
+1,048 |
| Jul15 |
150129 |
161.78 |
162.86 |
161.07 |
162.49 |
+0.39 |
2,779 |
15,670 |
+460 |
| Aug15 |
150129 |
164.44 |
164.80 |
163.26 |
164.73 |
+0.45 |
1,621 |
8,679 |
+24 |
| Sep15 |
150129 |
166.69 |
167.31 |
165.59 |
167.09 |
+0.48 |
1,663 |
12,017 |
+495 |
| Oct15 |
150129 |
169.03 |
169.67 |
167.98 |
169.42 |
+0.53 |
764 |
13,785 |
+242 |
| Nov15 |
150129 |
171.09 |
171.48 |
170.17 |
171.40 |
+0.62 |
576 |
8,765 |
+75 |
| Dec15 |
150129 |
172.39 |
173.55 |
171.65 |
173.22 |
+0.73 |
3,244 |
33,736 |
+815 |
| Jan16 |
150129 |
174.25 |
174.98 |
173.71 |
174.95 |
+0.76 |
395 |
4,827 |
-36 |
| Feb16 |
150129 |
175.73 |
175.94 |
174.50 |
175.94 |
+0.74 |
309 |
3,018 |
+71 |
| Mar16 |
150129 |
175.46 |
176.15 |
174.80 |
176.15 |
+0.83 |
328 |
3,663 |
+101 |
| Total Volume and Open Interest |
117,890 |
392,614 |
+6,733 |
| RBOB Gasoline(NYM) |
| Feb15 |
150129 |
135.00 |
136.50 |
132.65 |
135.37 |
+0.87 |
16,650 |
17,317 |
-5,482 |
| Mar15 |
150129 |
138.73 |
140.00 |
136.00 |
139.13 |
+1.43 |
44,988 |
128,189 |
+1,504 |
| Apr15 |
150129 |
159.00 |
161.56 |
157.63 |
160.89 |
+1.71 |
22,167 |
50,432 |
+2,480 |
| May15 |
150129 |
161.41 |
163.08 |
159.81 |
162.65 |
+1.65 |
12,831 |
39,841 |
+1 |
| Jun15 |
150129 |
161.89 |
163.34 |
160.06 |
162.93 |
+1.59 |
10,382 |
39,769 |
+33 |
| Jul15 |
150129 |
161.00 |
162.67 |
159.66 |
162.49 |
+1.63 |
6,998 |
12,615 |
+1,234 |
| Aug15 |
150129 |
160.51 |
161.51 |
158.77 |
161.37 |
+1.62 |
3,743 |
9,223 |
-367 |
| Sep15 |
150129 |
158.00 |
159.67 |
157.05 |
159.35 |
+1.59 |
3,812 |
20,129 |
-120 |
| Oct15 |
150129 |
146.96 |
147.67 |
145.26 |
147.49 |
+1.54 |
2,514 |
12,977 |
-607 |
| Nov15 |
150129 |
144.81 |
145.66 |
143.51 |
145.58 |
+1.56 |
1,830 |
6,221 |
-631 |
| Total Volume and Open Interest |
128,860 |
376,283 |
-2,439 |
| e-miNY RBOB Gasoline(NYM) |
| Feb15 |
150129 |
135.40 |
135.40 |
135.37 |
135.40 |
+0.90 |
1 |
0 |
-1 |
| Mar15 |
150129 |
139.10 |
139.13 |
139.10 |
139.10 |
+1.40 |
|
|
|
| Apr15 |
150129 |
160.90 |
160.90 |
160.89 |
160.90 |
+1.70 |
|
|
|
| May15 |
150129 |
162.70 |
162.70 |
162.65 |
162.70 |
+1.70 |
|
|
|
| Total Volume and Open Interest |
1 |
1 |
-1 |
| Natural Gas(NYM) |
| Mar15 |
150129 |
2.852 |
2.924 |
2.672 |
2.719 |
-0.123 |
117,315 |
309,512 |
+4,532 |
| Apr15 |
150129 |
2.854 |
2.902 |
2.668 |
2.715 |
-0.115 |
41,298 |
139,705 |
+421 |
| May15 |
150129 |
2.873 |
2.926 |
2.695 |
2.746 |
-0.112 |
18,986 |
96,194 |
+629 |
| Jun15 |
150129 |
2.916 |
2.966 |
2.740 |
2.790 |
-0.112 |
10,138 |
47,947 |
+856 |
| Jul15 |
150129 |
2.974 |
3.013 |
2.795 |
2.848 |
-0.111 |
8,681 |
40,755 |
+650 |
| Aug15 |
150129 |
2.980 |
3.029 |
2.806 |
2.859 |
-0.109 |
4,654 |
30,851 |
+523 |
| Sep15 |
150129 |
2.964 |
2.991 |
2.791 |
2.846 |
-0.106 |
5,118 |
43,134 |
+982 |
| Oct15 |
150129 |
2.994 |
3.040 |
2.825 |
2.878 |
-0.104 |
13,359 |
71,266 |
-531 |
| Nov15 |
150129 |
3.106 |
3.129 |
2.949 |
3.000 |
-0.099 |
2,297 |
30,169 |
+196 |
| Dec15 |
150129 |
3.295 |
3.300 |
3.138 |
3.190 |
-0.094 |
2,191 |
34,010 |
+752 |
| Jan16 |
150129 |
3.438 |
3.463 |
3.273 |
3.323 |
-0.093 |
3,511 |
43,623 |
-606 |
| Feb16 |
150129 |
3.413 |
3.417 |
3.278 |
3.320 |
-0.090 |
276 |
9,893 |
+0 |
| Mar16 |
150129 |
3.379 |
3.384 |
3.238 |
3.288 |
-0.089 |
466 |
15,137 |
+230 |
| Apr16 |
150129 |
3.242 |
3.259 |
3.139 |
3.173 |
-0.077 |
473 |
13,077 |
+109 |
| May16 |
150129 |
3.160 |
3.197 |
3.150 |
3.186 |
-0.073 |
230 |
4,404 |
+3 |
| Jun16 |
150129 |
3.195 |
3.248 |
3.195 |
3.227 |
-0.071 |
3 |
4,476 |
+0 |
| Total Volume and Open Interest |
286,098 |
1,000,469 |
-4,158 |
| Brent Crude Oil(ICE) |
| Mar15 |
150129 |
48.69 |
49.25 |
48.37 |
49.13 |
+0.66 |
249,568 |
340,113 |
-5,512 |
| Apr15 |
150129 |
49.49 |
50.27 |
49.44 |
50.15 |
+0.56 |
107,567 |
229,263 |
-3,758 |
| May15 |
150129 |
50.95 |
51.40 |
50.57 |
51.28 |
+0.50 |
48,043 |
147,810 |
+2,700 |
| Jun15 |
150129 |
52.17 |
52.55 |
51.73 |
52.43 |
+0.44 |
60,625 |
189,612 |
-308 |
| Jul15 |
150129 |
53.26 |
53.65 |
52.86 |
53.54 |
+0.39 |
20,103 |
83,886 |
-1,503 |
| Aug15 |
150129 |
54.33 |
54.65 |
53.94 |
54.56 |
+0.36 |
13,887 |
56,317 |
+1,460 |
| Sep15 |
150129 |
55.19 |
55.58 |
54.81 |
55.46 |
+0.35 |
14,953 |
62,982 |
-1,496 |
| Oct15 |
150129 |
56.00 |
56.40 |
55.68 |
56.30 |
+0.37 |
4,054 |
44,313 |
+115 |
| Nov15 |
150129 |
56.80 |
57.17 |
56.48 |
57.11 |
+0.38 |
3,230 |
32,630 |
+341 |
| Dec15 |
150129 |
57.63 |
58.01 |
57.15 |
57.88 |
+0.40 |
48,455 |
176,061 |
+282 |
| Jan16 |
150129 |
58.26 |
58.57 |
57.93 |
58.57 |
+0.41 |
2,974 |
45,493 |
+1,051 |
| Feb16 |
150129 |
58.80 |
59.19 |
58.80 |
59.19 |
+0.42 |
2,117 |
23,432 |
-144 |
| Mar16 |
150129 |
59.46 |
59.78 |
59.34 |
59.78 |
+0.42 |
5,610 |
27,094 |
+644 |
| Apr16 |
150129 |
60.24 |
60.39 |
60.24 |
60.39 |
+0.43 |
5,396 |
21,422 |
+1,486 |
| Total Volume and Open Interest |
615,575 |
1,753,084 |
-546 |
| Gas Oil(ICE) |
| Feb15 |
150129 |
474.75 |
478.50 |
470.50 |
473.50 |
-5.00 |
46,769 |
72,391 |
-4,670 |
| Mar15 |
150129 |
473.25 |
477.25 |
469.75 |
472.25 |
-5.75 |
68,530 |
129,427 |
+1,291 |
| Apr15 |
150129 |
472.00 |
478.00 |
471.25 |
473.50 |
-6.00 |
25,381 |
78,508 |
-307 |
| May15 |
150129 |
478.75 |
481.50 |
475.25 |
477.00 |
-6.25 |
11,681 |
29,747 |
+473 |
| Jun15 |
150129 |
483.00 |
486.00 |
480.00 |
481.25 |
-6.00 |
18,147 |
57,053 |
+2,003 |
| Jul15 |
150129 |
488.75 |
492.50 |
487.00 |
487.50 |
-6.00 |
4,247 |
16,083 |
+781 |
| Aug15 |
150129 |
495.50 |
499.00 |
493.25 |
494.25 |
-5.75 |
2,629 |
14,852 |
+363 |
| Sep15 |
150129 |
502.00 |
505.50 |
499.75 |
501.00 |
-5.25 |
2,759 |
15,970 |
+278 |
| Oct15 |
150129 |
506.75 |
512.25 |
506.50 |
507.50 |
-5.25 |
2,535 |
15,515 |
+565 |
| Nov15 |
150129 |
512.25 |
516.75 |
512.25 |
512.25 |
-5.25 |
1,648 |
11,922 |
+395 |
| Total Volume and Open Interest |
203,771 |
580,908 |
+4,743 |
| Ethanol(CBOT) |
| Feb15 |
150129 |
1.350 |
1.370 |
1.350 |
1.364 |
-0.014 |
138 |
421 |
-103 |
| Mar15 |
150129 |
1.380 |
1.380 |
1.357 |
1.379 |
-0.014 |
184 |
1,828 |
-18 |
| Apr15 |
150129 |
1.381 |
1.415 |
1.380 |
1.391 |
-0.024 |
74 |
1,072 |
-4 |
| May15 |
150129 |
1.407 |
1.407 |
1.395 |
1.406 |
-0.024 |
49 |
562 |
-2 |
| Jun15 |
150129 |
1.429 |
1.429 |
1.402 |
1.416 |
-0.019 |
59 |
1,182 |
+0 |
| Jul15 |
150129 |
1.415 |
1.430 |
1.414 |
1.422 |
-0.016 |
54 |
473 |
-9 |
| Aug15 |
150129 |
1.410 |
1.419 |
1.407 |
1.419 |
-0.016 |
10 |
424 |
+0 |
| Sep15 |
150129 |
1.416 |
1.416 |
1.416 |
1.416 |
-0.016 |
0 |
213 |
+0 |
| Total Volume and Open Interest |
570 |
6,525 |
-134 |
| WTI Crude Oil(ICE) |
| Mar15 |
150129 |
44.56 |
44.97 |
43.57 |
44.53 |
+0.08 |
52,011 |
101,613 |
-458 |
| Apr15 |
150129 |
45.29 |
45.71 |
44.41 |
45.30 |
+0.07 |
21,353 |
45,986 |
+1,154 |
| May15 |
150129 |
46.41 |
46.77 |
45.56 |
46.44 |
+0.08 |
8,235 |
17,275 |
+532 |
| Jun15 |
150129 |
47.57 |
47.93 |
46.70 |
47.61 |
+0.10 |
11,631 |
59,208 |
+1,202 |
| Jul15 |
150129 |
48.72 |
48.84 |
47.93 |
48.79 |
+0.12 |
2,099 |
15,026 |
-249 |
| Aug15 |
150129 |
49.80 |
50.01 |
49.12 |
49.91 |
+0.14 |
1,241 |
7,387 |
+140 |
| Sep15 |
150129 |
50.80 |
50.99 |
50.10 |
50.94 |
+0.16 |
2,262 |
19,164 |
-1,238 |
| Oct15 |
150129 |
51.48 |
51.85 |
51.05 |
51.85 |
+0.17 |
419 |
3,612 |
+0 |
| Nov15 |
150129 |
52.66 |
52.70 |
51.93 |
52.70 |
+0.18 |
390 |
7,461 |
-38 |
| Dec15 |
150129 |
53.36 |
53.60 |
52.63 |
53.51 |
+0.18 |
6,158 |
80,241 |
+1,545 |
| Jan16 |
150129 |
54.18 |
54.18 |
54.18 |
54.18 |
+0.19 |
80 |
7,329 |
+31 |
| Feb16 |
150129 |
54.80 |
54.80 |
54.80 |
54.80 |
+0.21 |
30 |
937 |
-14 |
| Mar16 |
150129 |
55.39 |
55.39 |
55.39 |
55.39 |
+0.24 |
98 |
2,580 |
-48 |
| Apr16 |
150129 |
55.96 |
55.96 |
55.96 |
55.96 |
+0.27 |
24 |
2,726 |
-8 |
| May16 |
150129 |
56.49 |
56.49 |
56.49 |
56.49 |
+0.29 |
18 |
2,333 |
-4 |
| Jun16 |
150129 |
56.71 |
57.03 |
56.34 |
57.03 |
+0.31 |
743 |
14,350 |
-30 |
| Total Volume and Open Interest |
108,032 |
447,696 |
+2,898 |
| US Dollar Index(ICE) |
| Mar15 |
150129 |
94.875 |
95.260 |
94.520 |
95.010 |
+0.283 |
56,996 |
123,214 |
-8,859 |
| Jun15 |
150129 |
95.560 |
95.890 |
95.280 |
95.675 |
+0.208 |
1,094 |
5,093 |
+392 |
| Sep15 |
150129 |
96.500 |
96.610 |
95.600 |
96.310 |
+0.112 |
52 |
1,000 |
+9 |
| Total Volume and Open Interest |
58,152 |
129,495 |
-8,460 |
| Australian Dollar(CME) |
| Mar15 |
150129 |
78.62 |
78.84 |
76.97 |
77.33 |
-1.96 |
73,602 |
124,879 |
+2,463 |
| Jun15 |
150129 |
78.17 |
78.29 |
76.69 |
76.89 |
-1.93 |
242 |
683 |
+68 |
| Sep15 |
150129 |
76.48 |
76.48 |
76.48 |
76.48 |
-1.91 |
1 |
35 |
-1 |
| Total Volume and Open Interest |
73,845 |
125,620 |
+2,530 |
| British Pound(CME) |
| Mar15 |
150129 |
151.39 |
151.58 |
150.13 |
150.43 |
-1.10 |
97,411 |
184,447 |
-1,014 |
| Jun15 |
150129 |
151.35 |
151.35 |
150.30 |
150.34 |
-1.10 |
173 |
830 |
+71 |
| Sep15 |
150129 |
150.26 |
150.26 |
150.26 |
150.26 |
-1.11 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
97,591 |
185,350 |
-936 |
| Canadian Dollar(CME) |
| Mar15 |
150129 |
79.73 |
79.87 |
78.83 |
79.20 |
-0.75 |
59,511 |
101,064 |
-689 |
| Jun15 |
150129 |
79.70 |
79.75 |
78.78 |
79.13 |
-0.74 |
637 |
8,993 |
+20 |
| Sep15 |
150129 |
79.70 |
79.70 |
78.90 |
79.07 |
-0.74 |
97 |
1,821 |
-6 |
| Dec15 |
150129 |
79.30 |
79.31 |
78.74 |
79.03 |
-0.75 |
66 |
771 |
+36 |
| Total Volume and Open Interest |
60,311 |
112,718 |
-639 |
| Japanese Yen(CME) |
| Mar15 |
150129 |
85.14 |
85.23 |
84.40 |
84.51 |
-0.52 |
171,051 |
198,854 |
-4,997 |
| Jun15 |
150129 |
85.23 |
85.26 |
84.52 |
84.61 |
-0.52 |
209 |
3,554 |
+78 |
| Sep15 |
150129 |
84.74 |
84.74 |
84.74 |
84.74 |
-0.54 |
1 |
60 |
-5 |
| Total Volume and Open Interest |
171,263 |
202,571 |
-4,922 |
| Swiss Franc(CME) |
| Mar15 |
150129 |
110.70 |
110.77 |
108.30 |
108.35 |
-2.32 |
18,112 |
40,751 |
-86 |
| Jun15 |
150129 |
110.60 |
110.60 |
108.79 |
108.79 |
-2.29 |
76 |
1,783 |
+1 |
| Sep15 |
150129 |
109.99 |
110.20 |
109.24 |
109.24 |
-2.32 |
24 |
346 |
+10 |
| Total Volume and Open Interest |
18,222 |
42,956 |
-69 |
| EuroFX(CME) |
| Mar15 |
150129 |
112.80 |
113.72 |
112.66 |
113.17 |
+0.03 |
302,009 |
442,207 |
-1,131 |
| Jun15 |
150129 |
112.92 |
113.81 |
112.81 |
113.28 |
+0.03 |
2,980 |
6,552 |
-20 |
| Sep15 |
150129 |
112.95 |
113.86 |
112.90 |
113.44 |
+0.03 |
242 |
762 |
+57 |
| Total Volume and Open Interest |
305,255 |
449,726 |
-1,096 |
| Mexican Peso(CME) |
| Feb15 |
150129 |
675.00 |
675.00 |
675.00 |
675.00 |
-4.62 |
|
|
|
| Mar15 |
150129 |
676.38 |
677.38 |
669.25 |
673.75 |
-4.50 |
23,931 |
133,374 |
-439 |
| Total Volume and Open Interest |
24,198 |
153,115 |
-399 |
| Brazilian Real(CME) |
| Feb15 |
150129 |
385.00 |
385.00 |
382.00 |
382.65 |
-5.10 |
5,938 |
14,596 |
+1,780 |
| Mar15 |
150129 |
384.25 |
384.25 |
379.20 |
379.85 |
-5.15 |
6,801 |
12,926 |
+6,454 |
| Apr15 |
150129 |
376.50 |
376.50 |
376.50 |
376.50 |
-4.90 |
|
|
|
| May15 |
150129 |
373.65 |
373.65 |
373.65 |
373.65 |
-4.60 |
|
|
|
| Total Volume and Open Interest |
12,739 |
36,682 |
+8,234 |
| 30-Year T-Bonds(CBOT) |
| Mar15 |
150129 |
151~030 |
151~120 |
149~290 |
150~130 |
-0~250 |
298,587 |
783,467 |
-7,047 |
| Jun15 |
150129 |
170~210 |
170~210 |
168~140 |
169~070 |
-1~080 |
493 |
3,981 |
+214 |
| Sep15 |
150129 |
167~230 |
168~310 |
167~230 |
167~230 |
-1~080 |
|
|
|
| Total Volume and Open Interest |
299,080 |
787,448 |
-6,833 |
| 10-Year T-Notes(CBOT) |
| Mar15 |
150129 |
130~135 |
130~170 |
129~290 |
130~060 |
-0~090 |
1,182,996 |
2,650,523 |
+8,660 |
| Jun15 |
150129 |
129~275 |
129~285 |
129~120 |
129~200 |
-0~090 |
16,232 |
23,016 |
+11,017 |
| Sep15 |
150129 |
129~065 |
129~065 |
129~065 |
129~065 |
-0~090 |
|
|
|
| Total Volume and Open Interest |
1,199,228 |
2,673,543 |
+19,677 |
| 5-Year T-Notes(CBOT) |
| Mar15 |
150129 |
121~006 |
121~024 |
120~230 |
120~282 |
-0~046 |
574,486 |
1,820,072 |
-237 |
| Jun15 |
150129 |
120~092 |
120~134 |
120~060 |
120~086 |
-0~046 |
578 |
2,252 |
+349 |
| Sep15 |
150129 |
120~086 |
120~134 |
120~086 |
120~086 |
-0~046 |
|
|
|
| Total Volume and Open Interest |
575,064 |
1,822,324 |
+112 |
| 2 Year T-Notes(CBOT) |
| Mar15 |
150129 |
109~260 |
109~262 |
109~236 |
109~246 |
-0~006 |
242,451 |
1,285,640 |
+15,869 |
| Jun15 |
150129 |
109~134 |
109~142 |
109~126 |
109~134 |
-0~006 |
21,144 |
19,392 |
+8,811 |
| Sep15 |
150129 |
109~134 |
109~142 |
109~134 |
109~134 |
-0~006 |
|
|
|
| Total Volume and Open Interest |
263,595 |
1,305,032 |
+24,680 |
| Eurodollars(CME) |
| Mar15 |
150129 |
99.730 |
99.730 |
99.725 |
99.730 |
unch |
130,933 |
1,152,531 |
+10,859 |
| Jun15 |
150129 |
99.645 |
99.650 |
99.625 |
99.640 |
unch |
184,011 |
1,184,184 |
+883 |
| Sep15 |
150129 |
99.510 |
99.510 |
99.480 |
99.495 |
-0.005 |
177,421 |
1,036,287 |
+6,168 |
| Dec15 |
150129 |
99.325 |
99.330 |
99.285 |
99.310 |
-0.005 |
231,446 |
1,118,161 |
+409 |
| Mar16 |
150129 |
99.130 |
99.135 |
99.085 |
99.115 |
-0.005 |
225,386 |
867,878 |
-21 |
| Jun16 |
150129 |
98.935 |
98.940 |
98.885 |
98.920 |
-0.010 |
176,308 |
726,823 |
+4,475 |
| Sep16 |
150129 |
98.755 |
98.755 |
98.700 |
98.735 |
-0.010 |
146,135 |
649,801 |
+9,659 |
| Dec16 |
150129 |
98.595 |
98.595 |
98.530 |
98.570 |
-0.015 |
199,048 |
928,438 |
+14,530 |
| Mar17 |
150129 |
98.460 |
98.465 |
98.395 |
98.435 |
-0.020 |
121,774 |
498,806 |
+3,122 |
| Jun17 |
150129 |
98.335 |
98.345 |
98.270 |
98.310 |
-0.020 |
92,148 |
452,979 |
-3,592 |
| Sep17 |
150129 |
98.245 |
98.245 |
98.165 |
98.210 |
-0.020 |
98,093 |
393,870 |
+3,027 |
| Dec17 |
150129 |
98.140 |
98.150 |
98.070 |
98.115 |
-0.020 |
101,374 |
541,764 |
-8,332 |
| Mar18 |
150129 |
98.080 |
98.085 |
98.000 |
98.045 |
-0.020 |
46,386 |
328,410 |
+2,097 |
| Jun18 |
150129 |
98.005 |
98.015 |
97.930 |
97.975 |
-0.025 |
52,462 |
216,670 |
-3,961 |
| Sep18 |
150129 |
97.955 |
97.955 |
97.870 |
97.915 |
-0.025 |
36,868 |
155,517 |
-1,237 |
| Dec18 |
150129 |
97.890 |
97.895 |
97.810 |
97.855 |
-0.025 |
33,291 |
233,964 |
+1,529 |
| Mar19 |
150129 |
97.845 |
97.850 |
97.765 |
97.810 |
-0.025 |
25,057 |
126,552 |
-2,108 |
| Jun19 |
150129 |
97.785 |
97.800 |
97.715 |
97.760 |
-0.025 |
21,198 |
106,359 |
-1,447 |
| Total Volume and Open Interest |
2,145,040 |
11,019,134 |
+35,985 |
| Ultra T-Bond(CBOT) |
| Mar15 |
150129 |
177~26 |
178~06 |
176~04 |
176~31 |
-0~28 |
71,877 |
504,177 |
+952 |
| Jun15 |
150129 |
176~24 |
177~05 |
176~08 |
176~08 |
-0~29 |
26 |
183 |
+24 |
| Sep15 |
150129 |
175~23 |
176~20 |
175~23 |
175~23 |
-0~29 |
|
|
|
| Total Volume and Open Interest |
71,903 |
504,360 |
+976 |
| 30 Day Federal Funds(CBOT) |
| Jan15 |
150129 |
99.880 |
99.882 |
99.880 |
99.880 |
unch |
1,158 |
52,015 |
-150 |
| Feb15 |
150129 |
99.875 |
99.875 |
99.875 |
99.875 |
unch |
824 |
66,437 |
-503 |
| Mar15 |
150129 |
99.870 |
99.870 |
99.870 |
99.870 |
unch |
4,438 |
80,820 |
+581 |
| Apr15 |
150129 |
99.865 |
99.865 |
99.865 |
99.865 |
unch |
3,645 |
73,525 |
+92 |
| May15 |
150129 |
99.855 |
99.860 |
99.855 |
99.860 |
+0.005 |
6,630 |
99,357 |
-223 |
| Jun15 |
150129 |
99.835 |
99.835 |
99.830 |
99.835 |
unch |
1,404 |
59,304 |
-296 |
| Total Volume and Open Interest |
45,354 |
735,711 |
+1,718 |
| 3-Mth Euro-Yen(CME) |
| Mar15 |
150129 |
99.805 |
99.805 |
99.805 |
99.805 |
unch |
|
|
|
| Jun15 |
150129 |
99.850 |
99.850 |
99.850 |
99.850 |
unch |
|
|
|
| Sep15 |
150129 |
99.880 |
99.880 |
99.880 |
99.880 |
unch |
|
|
|
| Dec15 |
150129 |
99.860 |
99.860 |
99.860 |
99.860 |
unch |
|
|
|
| Mar16 |
150129 |
99.740 |
99.740 |
99.740 |
99.740 |
unch |
|
|
|
| Jun16 |
150129 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Sep16 |
150129 |
99.460 |
99.460 |
99.460 |
99.460 |
unch |
|
|
|
| Dec16 |
150129 |
99.800 |
99.800 |
99.800 |
99.800 |
unch |
|
|
|
| Mar17 |
150129 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
| Jun17 |
150129 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Mar15 |
150129 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
|
|
|
| Jun15 |
150129 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
0 |
1 |
+0 |
| Sep15 |
150129 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
1 |
+0 |
| Dec15 |
150129 |
99.88 |
99.88 |
99.88 |
99.88 |
unch |
0 |
33 |
+0 |
| Mar16 |
150129 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
|
|
|
| Jun16 |
150129 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
|
|
|
| Sep16 |
150129 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
| Dec16 |
150129 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
0 |
4 |
+0 |
| Total Volume and Open Interest |
0 |
39 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Mar15 |
150129 |
147.97 |
148.19 |
147.74 |
147.96 |
+0.02 |
3,215 |
18,088 |
-781 |
| Jun15 |
150129 |
147.86 |
147.86 |
147.86 |
147.86 |
+0.02 |
0 |
11 |
+0 |
| Sep15 |
150129 |
147.29 |
147.29 |
147.29 |
147.29 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
3,215 |
18,099 |
-781 |
| Euro-Bund(EUREX) |
| Mar15 |
150129 |
158.95 |
159.11 |
158.47 |
158.72 |
-0.02 |
595,361 |
1,138,885 |
-13,918 |
| Jun15 |
150129 |
156.75 |
156.83 |
156.30 |
156.50 |
-0.03 |
3,435 |
8,241 |
+2,945 |
| Sep15 |
150129 |
156.40 |
156.40 |
156.40 |
156.40 |
-0.02 |
4 |
5 |
+0 |
| Total Volume and Open Interest |
598,800 |
1,147,131 |
-10,973 |
| Euro-Bobl(EUREX) |
| Mar15 |
150129 |
130.72 |
130.80 |
130.64 |
130.70 |
+0.03 |
305,444 |
898,334 |
-10,415 |
| Jun15 |
150129 |
128.89 |
128.89 |
128.89 |
128.89 |
+0.05 |
158 |
4,113 |
+115 |
| Sep15 |
150129 |
130.40 |
130.40 |
130.40 |
130.40 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
305,602 |
902,447 |
-10,300 |
| 3-Mth Euribor(EUREX) |
| Mar15 |
150129 |
99.945 |
99.945 |
99.945 |
99.945 |
-0.015 |
0 |
3,621 |
+0 |
| Jun15 |
150129 |
99.965 |
99.970 |
99.965 |
99.970 |
-0.015 |
1 |
2,907 |
-1 |
| Sep15 |
150129 |
99.975 |
99.975 |
99.975 |
99.975 |
-0.015 |
0 |
10,050 |
+0 |
| Total Volume and Open Interest |
390 |
58,728 |
+83 |
| Long Gilt(LIFFE) |
| Mar15 |
150129 |
122~28 |
123~09 |
122~24 |
123~01 |
+0~13 |
182,034 |
414,818 |
-584 |
| Jun15 |
150129 |
122~07 |
122~07 |
122~07 |
122~07 |
+0~13 |
|
|
|
| Total Volume and Open Interest |
182,034 |
414,818 |
-584 |
| 3-Mth Short Sterling(LIFFE) |
| Mar15 |
150129 |
99.42 |
99.42 |
99.41 |
99.41 |
-0.01 |
25,099 |
387,564 |
-939 |
| Jun15 |
150129 |
99.39 |
99.39 |
99.37 |
99.38 |
-0.01 |
43,591 |
437,463 |
+4,688 |
| Sep15 |
150129 |
99.34 |
99.35 |
99.32 |
99.33 |
-0.01 |
80,131 |
430,949 |
+7,659 |
| Dec15 |
150129 |
99.28 |
99.28 |
99.25 |
99.27 |
+0.01 |
93,921 |
354,064 |
+650 |
| Mar16 |
150129 |
99.20 |
99.20 |
99.16 |
99.18 |
+0.01 |
124,255 |
288,515 |
+3,967 |
| Jun16 |
150129 |
99.10 |
99.11 |
99.06 |
99.09 |
+0.02 |
89,742 |
232,483 |
+1,523 |
| Total Volume and Open Interest |
729,060 |
3,101,230 |
+9,154 |
| 3-Mth Euribor(LIFFE) |
| Mar15 |
150129 |
99.950 |
99.950 |
99.935 |
99.945 |
-0.015 |
54,731 |
443,200 |
-5,039 |
| Jun15 |
150129 |
99.975 |
99.975 |
99.955 |
99.965 |
-0.020 |
78,291 |
328,325 |
-15,572 |
| Sep15 |
150129 |
99.985 |
99.985 |
99.965 |
99.970 |
-0.025 |
47,591 |
357,816 |
-5,858 |
| Total Volume and Open Interest |
393,025 |
2,936,159 |
-16,584 |
| 3-Mth Aus T-Bills(SFE) |
| Mar15 |
150129 |
97.42 |
97.60 |
97.41 |
97.59 |
+0.16 |
24,636 |
221,886 |
-5,165 |
| Jun15 |
150129 |
97.55 |
97.71 |
97.55 |
97.70 |
+0.14 |
26,075 |
220,250 |
-2,945 |
| Sep15 |
150129 |
97.63 |
97.78 |
97.61 |
97.78 |
+0.15 |
19,128 |
184,663 |
-2,280 |
| Dec15 |
150129 |
97.64 |
97.81 |
97.63 |
97.80 |
+0.15 |
17,367 |
123,216 |
-116 |
| Mar16 |
150129 |
97.64 |
97.82 |
97.64 |
97.82 |
+0.17 |
8,328 |
83,560 |
+317 |
| Jun16 |
150129 |
97.64 |
97.82 |
97.63 |
97.81 |
+0.16 |
6,019 |
67,306 |
+3,146 |
| Sep16 |
150129 |
97.63 |
97.82 |
97.63 |
97.81 |
+0.17 |
1,708 |
34,222 |
-1,491 |
| Dec16 |
150129 |
97.62 |
97.80 |
97.61 |
97.80 |
+0.17 |
1,132 |
29,866 |
+17 |
| Mar17 |
150129 |
97.72 |
97.79 |
97.72 |
97.79 |
+0.18 |
260 |
4,576 |
+260 |
| Jun17 |
150129 |
97.69 |
97.76 |
97.69 |
97.76 |
+0.18 |
155 |
4,382 |
-150 |
| Total Volume and Open Interest |
105,428 |
978,356 |
-8,012 |
| 10-Year Aus T-Bonds(SFE) |
| Mar15 |
150129 |
97.44 |
97.57 |
97.42 |
97.56 |
+0.12 |
65,118 |
643,908 |
-5,469 |
| Jun15 |
150129 |
97.56 |
97.56 |
97.56 |
97.56 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
65,118 |
643,908 |
-5,469 |
| 3-Year Aus T-Bonds(SFE) |
| Mar15 |
150129 |
97.89 |
98.07 |
97.88 |
98.06 |
+0.16 |
104,997 |
681,446 |
+3,382 |
| Jun15 |
150129 |
98.06 |
98.06 |
98.06 |
98.06 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
104,997 |
681,446 |
+3,382 |
| Gold(CMX) |
| Feb15 |
150129 |
1283.3 |
1285.4 |
1251.0 |
1254.6 |
-31.3 |
186,952 |
84,617 |
-45,409 |
| Apr15 |
150129 |
1284.0 |
1286.6 |
1252.1 |
1255.9 |
-31.3 |
90,039 |
240,029 |
+27,581 |
| Jun15 |
150129 |
1285.4 |
1287.2 |
1253.0 |
1256.6 |
-31.3 |
4,048 |
46,404 |
+612 |
| Aug15 |
150129 |
1285.6 |
1285.6 |
1254.4 |
1257.3 |
-31.3 |
1,787 |
14,040 |
+542 |
| Oct15 |
150129 |
1278.5 |
1278.5 |
1256.7 |
1257.9 |
-31.3 |
306 |
4,322 |
-28 |
| Dec15 |
150129 |
1282.2 |
1286.1 |
1255.5 |
1258.6 |
-31.3 |
1,472 |
23,215 |
+270 |
| Feb16 |
150129 |
1272.0 |
1275.1 |
1255.9 |
1259.4 |
-31.3 |
0 |
2,519 |
+0 |
| Apr16 |
150129 |
1274.2 |
1274.2 |
1260.2 |
1260.2 |
-31.3 |
21 |
564 |
+3 |
| Jun16 |
150129 |
1260.6 |
1261.1 |
1260.6 |
1261.1 |
-31.3 |
9 |
5,127 |
-1 |
| Aug16 |
150129 |
1262.2 |
1262.2 |
1262.2 |
1262.2 |
-31.3 |
0 |
1 |
+0 |
| Oct16 |
150129 |
1263.5 |
1263.5 |
1263.5 |
1263.5 |
-31.3 |
0 |
25 |
+0 |
| Dec16 |
150129 |
1281.0 |
1281.0 |
1265.0 |
1265.0 |
-31.3 |
51 |
7,162 |
+43 |
| Total Volume and Open Interest |
285,810 |
438,279 |
-16,277 |
| Silver(CMX) |
| Mar15 |
150129 |
1800.0 |
1805.0 |
1674.0 |
1677.3 |
-131.5 |
33,457 |
102,322 |
-737 |
| May15 |
150129 |
1801.0 |
1806.5 |
1679.0 |
1681.0 |
-131.8 |
2,019 |
14,296 |
+554 |
| Jul15 |
150129 |
1807.0 |
1807.0 |
1681.0 |
1684.0 |
-131.9 |
770 |
12,291 |
+138 |
| Sep15 |
150129 |
1780.0 |
1780.0 |
1686.7 |
1686.7 |
-132.1 |
183 |
5,816 |
-62 |
| Dec15 |
150129 |
1812.0 |
1817.0 |
1690.0 |
1690.7 |
-132.2 |
338 |
17,258 |
-24 |
| Mar16 |
150129 |
1770.0 |
1770.0 |
1694.9 |
1694.9 |
-132.5 |
8 |
1,068 |
+0 |
| May16 |
150129 |
1700.0 |
1700.0 |
1697.6 |
1697.6 |
-132.7 |
0 |
64 |
+0 |
| Total Volume and Open Interest |
37,047 |
162,440 |
-8 |
| Platinum(NYMEX) |
| Apr15 |
150129 |
1254.5 |
1258.6 |
1212.8 |
1217.3 |
-41.2 |
8,381 |
63,506 |
-714 |
| Jul15 |
150129 |
1258.0 |
1258.0 |
1218.1 |
1218.5 |
-41.5 |
91 |
2,257 |
-1 |
| Oct15 |
150129 |
1249.1 |
1249.1 |
1220.1 |
1220.1 |
-41.5 |
6 |
22 |
+1 |
| Jan16 |
150129 |
1224.8 |
1224.8 |
1224.8 |
1224.8 |
-41.5 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
8,505 |
65,908 |
-729 |
| Palladium(NYMEX) |
| Mar15 |
150129 |
795.85 |
796.40 |
767.45 |
771.60 |
-24.70 |
2,755 |
31,867 |
-208 |
| Jun15 |
150129 |
797.05 |
797.05 |
771.30 |
772.35 |
-24.65 |
96 |
2,226 |
+69 |
| Sep15 |
150129 |
773.00 |
773.00 |
773.00 |
773.00 |
-24.65 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,856 |
34,098 |
-142 |
| Copper(CMX) |
| Mar15 |
150129 |
245.45 |
246.95 |
242.00 |
245.15 |
-2.80 |
58,051 |
114,404 |
+1,301 |
| May15 |
150129 |
245.85 |
246.80 |
242.15 |
245.15 |
-3.00 |
7,141 |
34,960 |
+948 |
| Jul15 |
150129 |
246.70 |
246.70 |
242.65 |
245.30 |
-3.10 |
1,215 |
10,383 |
+197 |
| Sep15 |
150129 |
246.15 |
246.95 |
242.90 |
245.55 |
-3.20 |
567 |
9,785 |
+258 |
| Dec15 |
150129 |
246.90 |
247.25 |
244.65 |
245.80 |
-3.25 |
54 |
3,099 |
+14 |
| Total Volume and Open Interest |
67,986 |
179,152 |
+2,654 |
| DJIA Index(CBOT) |
| Mar15 |
150129 |
17153 |
17432 |
17100 |
17432 |
+332 |
1,196 |
10,385 |
+1,008 |
| Jun15 |
150129 |
17365 |
17365 |
17033 |
17365 |
+332 |
0 |
72 |
+0 |
| Sep15 |
150129 |
17275 |
17275 |
16943 |
17275 |
+332 |
|
|
|
| Dec15 |
150129 |
17185 |
17185 |
16853 |
17185 |
+332 |
|
|
|
| Total Volume and Open Interest |
1,196 |
10,457 |
+1,008 |
| E-mini DJIA Index(CBOT) |
| Mar15 |
150129 |
17127 |
17438 |
17062 |
17432 |
+332 |
212,587 |
105,575 |
+2,879 |
| Jun15 |
150129 |
17074 |
17365 |
17016 |
17365 |
+332 |
41 |
333 |
+9 |
| Sep15 |
150129 |
17200 |
17275 |
17200 |
17275 |
+332 |
0 |
10 |
+0 |
| Dec15 |
150129 |
17185 |
17185 |
17185 |
17185 |
+332 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
212,628 |
105,940 |
+2,888 |
| S & P 500(CME) |
| Mar15 |
150129 |
1994.30 |
2019.20 |
1982.50 |
2018.50 |
+26.90 |
8,388 |
129,787 |
+3,469 |
| Jun15 |
150129 |
1984.00 |
2010.80 |
1977.00 |
2010.80 |
+26.80 |
0 |
2,365 |
+0 |
| Sep15 |
150129 |
1976.80 |
2003.60 |
1969.80 |
2003.60 |
+26.80 |
0 |
97 |
+0 |
| Dec15 |
150129 |
1970.30 |
1997.10 |
1963.30 |
1997.10 |
+26.80 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
8,388 |
132,255 |
+3,469 |
| S & P 500 E-Mini(Globex) |
| Mar15 |
150129 |
1993.50 |
2020.00 |
1982.00 |
2018.50 |
+27.00 |
1,957,000 |
2,684,751 |
-11,547 |
| Jun15 |
150129 |
1987.00 |
2012.25 |
1974.75 |
2010.75 |
+26.75 |
4,035 |
14,390 |
+1,327 |
| Total Volume and Open Interest |
1,961,093 |
2,701,901 |
-10,221 |
| NASDAQ 100(CME) |
| Mar15 |
150129 |
4128.30 |
4185.80 |
4096.00 |
4185.80 |
+61.50 |
500 |
12,794 |
+131 |
| Jun15 |
150129 |
4177.00 |
4177.00 |
4177.00 |
4177.00 |
+64.20 |
|
|
|
| Sep15 |
150129 |
4167.30 |
4167.30 |
4167.30 |
4167.30 |
+64.30 |
|
|
|
| Total Volume and Open Interest |
500 |
12,794 |
+131 |
| NASDAQ 100 E-Mini(Globex) |
| Mar15 |
150129 |
4125.00 |
4199.80 |
4095.80 |
4185.80 |
+61.50 |
363,818 |
301,294 |
-5,385 |
| Jun15 |
150129 |
4117.30 |
4184.80 |
4093.30 |
4177.00 |
+64.20 |
93 |
157 |
+28 |
| Total Volume and Open Interest |
363,916 |
301,513 |
-5,355 |
| S & P Midcap 400(CME) |
| Mar15 |
150129 |
1454.80 |
1454.80 |
1454.80 |
1454.80 |
+18.30 |
0 |
913 |
+0 |
| Jun15 |
150129 |
1451.80 |
1451.80 |
1451.80 |
1451.80 |
+18.30 |
|
|
|
| Sep15 |
150129 |
1449.60 |
1449.60 |
1449.60 |
1449.60 |
+18.30 |
|
|
|
| Total Volume and Open Interest |
0 |
913 |
+0 |
| Volatility Index(CBOE) |
| Jan15 |
150121 |
20.20 |
20.65 |
19.95 |
20.60 |
+0.42 |
4,083 |
61,641 |
-12,201 |
| Feb15 |
150129 |
20.30 |
20.85 |
19.05 |
19.08 |
-1.40 |
90,598 |
134,541 |
-680 |
| Mar15 |
150129 |
20.05 |
20.27 |
18.85 |
18.88 |
-1.25 |
41,659 |
50,829 |
+4,591 |
| Apr15 |
150129 |
20.25 |
20.35 |
19.10 |
19.18 |
-1.09 |
14,788 |
30,493 |
-934 |
| Total Volume and Open Interest |
174,898 |
280,300 |
+3,140 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar15 |
150129 |
17620 |
17890 |
17595 |
17875 |
+320 |
13,747 |
52,325 |
-266 |
| Jun15 |
150129 |
17800 |
17875 |
17640 |
17875 |
+320 |
12 |
12 |
+1 |
| Total Volume and Open Interest |
13,759 |
52,339 |
-265 |
| Nikkei 225(SGX) |
| Mar15 |
150129 |
17825 |
17875 |
17555 |
17610 |
-230 |
91,425 |
272,296 |
+4,174 |
| Jun15 |
150129 |
17695 |
17705 |
17515 |
17515 |
-230 |
27 |
4,098 |
+6 |
| Sep15 |
150129 |
17500 |
17500 |
17500 |
17500 |
-230 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
91,821 |
286,727 |
+4,464 |
| CAC 40(EURONEXT) |
| Feb15 |
150129 |
4565.5 |
4672.5 |
4550.5 |
4634.0 |
+23.5 |
132,702 |
263,307 |
+1,064 |
| Mar15 |
150129 |
4560.0 |
4670.5 |
4557.5 |
4634.0 |
+23.5 |
1,081 |
15,837 |
-711 |
| Apr15 |
150129 |
4625.5 |
4625.5 |
4625.5 |
4625.5 |
+23.5 |
|
|
|
| Total Volume and Open Interest |
133,837 |
280,695 |
+386 |
| Hang Seng Index(HKFE) |
| Jan15 |
150129 |
24858 |
24858 |
24568 |
24596 |
-282 |
96,806 |
50,689 |
-26,430 |
| Feb15 |
150129 |
24900 |
24900 |
24552 |
24596 |
-321 |
52,002 |
72,309 |
+34,651 |
| Mar15 |
150129 |
24806 |
24806 |
24497 |
24530 |
-321 |
776 |
5,574 |
+415 |
| Total Volume and Open Interest |
149,776 |
130,260 |
+8,621 |
| DAX(EUREX) |
| Mar15 |
150129 |
10605.0 |
10832.0 |
10599.0 |
10735.5 |
+42.0 |
137,127 |
145,891 |
-2,157 |
| Jun15 |
150129 |
10600.0 |
10841.5 |
10600.0 |
10748.0 |
+42.0 |
968 |
5,611 |
+469 |
| Sep15 |
150129 |
10717.0 |
10774.5 |
10702.0 |
10751.5 |
+42.0 |
1 |
125 |
+0 |
| Total Volume and Open Interest |
138,096 |
151,627 |
-1,688 |
| FT-SE 100(EURONEXT) |
| Mar15 |
150129 |
6715.00 |
6788.50 |
6692.50 |
6754.00 |
-0.50 |
100,967 |
557,663 |
-7,670 |
| Jun15 |
150129 |
6647.50 |
6729.50 |
6647.50 |
6696.50 |
-1.00 |
0 |
3,317 |
+0 |
| Sep15 |
150129 |
6649.50 |
6649.50 |
6649.50 |
6649.50 |
-1.00 |
0 |
320 |
+0 |
| Total Volume and Open Interest |
100,967 |
561,350 |
-7,670 |
| SPI 200(SFE) |
| Mar15 |
150129 |
5507.0 |
5526.0 |
5444.0 |
5506.0 |
-6.0 |
30,082 |
208,958 |
+5,200 |
| Jun15 |
150129 |
5503.0 |
5520.0 |
5475.0 |
5503.0 |
-7.0 |
285 |
2,820 |
+108 |
| Sep15 |
150129 |
5450.0 |
5450.0 |
5450.0 |
5450.0 |
-7.0 |
0 |
2,275 |
+0 |
| Total Volume and Open Interest |
30,552 |
215,259 |
+5,489 |
| FTSE MIB(ISE) |
| Mar15 |
150129 |
20435.00 |
20665.00 |
20245.00 |
20576.00 |
+90.00 |
33,389 |
49,326 |
-1,493 |
| Jun15 |
150129 |
19900.00 |
20310.00 |
19900.00 |
20229.00 |
+90.00 |
88 |
151 |
-1 |
| Sep15 |
150129 |
20139.00 |
20139.00 |
20139.00 |
20139.00 |
+90.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
33,477 |
49,479 |
-1,494 |
| KOSPI 200(KFE) |
| Mar15 |
150129 |
252.20 |
252.80 |
250.30 |
252.00 |
-0.65 |
113,717 |
107,909 |
-2,502 |
| Jun15 |
150129 |
253.50 |
253.85 |
251.55 |
253.15 |
-0.65 |
234 |
1,903 |
+26 |
| Sep15 |
150129 |
254.15 |
254.25 |
254.00 |
254.00 |
-1.10 |
3 |
797 |
+2 |
| Total Volume and Open Interest |
113,956 |
111,774 |
-2,472 |
| GSCI(CME) |
| Feb15 |
150129 |
377.05 |
377.50 |
372.75 |
376.00 |
-1.05 |
229 |
12,613 |
-155 |
| Mar15 |
150129 |
382.50 |
384.00 |
379.50 |
382.50 |
-1.05 |
152 |
175 |
+150 |
| Apr15 |
150129 |
387.00 |
388.50 |
384.00 |
387.00 |
-1.05 |
|
|
|
| Total Volume and Open Interest |
381 |
12,788 |
-5 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
MRCI Online
