Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Tue March 17, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May15 150317 968.00 973.00 953.50 954.50 -14.75 121,550 322,484 +3,717
Jul15 150317 973.00 977.25 958.50 959.50 -14.25 46,357 172,791 -282
Aug15 150317 972.00 976.25 958.25 959.25 -13.25 2,633 12,195 +318
Sep15 150317 959.00 962.75 945.50 945.75 -13.50 622 4,962 +282
Nov15 150317 950.25 954.75 939.50 940.00 -11.50 22,403 162,418 +1,764
Jan16 150317 955.00 957.75 945.00 945.00 -11.50 884 6,206 +293
Mar16 150317 958.75 962.25 947.25 947.50 -11.50 2,584 7,014 +846
May16 150317 961.00 963.25 950.00 950.25 -11.00 1,354 3,089 +445
Jul16 150317 964.75 966.50 955.75 955.75 -10.75 684 1,177 +196
Aug16 150317 954.75 964.75 954.75 954.75 -10.00 9 46 +0
Sep16 150317 947.75 955.00 947.75 947.75 -7.25 12 38 -1
Nov16 150317 953.00 957.00 944.00 944.00 -9.00 588 3,887 +205
Jan17 150317 955.50 958.75 950.00 950.00 -8.75 0 43 +0
Mar17 150317 955.00 963.50 955.00 955.00 -8.50 0 30 +0
Total Volume and Open Interest 199,694 696,696 +7,294
Soybean Meal(CBOT)
May15 150317 323.20 324.50 317.20 317.50 -6.20 39,324 179,086 -3,239
Jul15 150317 320.90 321.70 315.50 315.90 -4.90 13,623 81,944 -3
Aug15 150317 318.70 320.30 314.80 315.30 -3.90 1,934 15,924 +328
Sep15 150317 317.80 319.00 314.00 314.30 -3.50 1,356 10,723 +29
Oct15 150317 315.60 316.00 310.50 311.00 -3.80 627 10,573 +36
Dec15 150317 314.70 316.30 310.90 311.20 -3.90 4,930 37,924 +295
Jan16 150317 316.00 316.40 311.60 311.60 -3.90 89 2,894 +15
Mar16 150317 316.80 316.80 311.40 311.70 -4.20 262 2,724 +106
May16 150317 316.30 316.30 311.40 311.60 -3.90 421 841 +46
Jul16 150317 317.40 317.40 312.60 312.90 -3.80 218 622 +83
Total Volume and Open Interest 62,861 343,934 -2,337
Soybean Oil(CBOT)
May15 150317 30.30 30.51 29.88 30.04 -0.35 49,322 184,089 +3,914
Jul15 150317 30.50 30.69 30.08 30.24 -0.34 20,739 83,835 +2,721
Aug15 150317 30.61 30.75 30.16 30.32 -0.34 3,876 13,031 -222
Sep15 150317 30.66 30.74 30.29 30.38 -0.35 2,823 10,313 +579
Oct15 150317 30.72 30.72 30.30 30.36 -0.35 1,448 7,342 -119
Dec15 150317 30.76 30.93 30.38 30.49 -0.34 6,552 56,332 +1,656
Jan16 150317 30.78 31.04 30.64 30.71 -0.33 586 3,086 -3
Mar16 150317 31.00 31.26 30.88 30.97 -0.29 723 3,931 +43
May16 150317 31.49 31.50 31.12 31.21 -0.29 915 2,206 +329
Jul16 150317 31.62 31.71 31.33 31.43 -0.28 424 1,752 +207
Total Volume and Open Interest 87,437 367,938 +9,062
Canola(WCE)
Mar15 150313 452.5 452.5 452.5 452.5 -6.2 0 101 +101
May15 150317 460.1 460.9 456.0 457.1 -3.6 6,805 116,498 -684
Jul15 150317 455.8 455.9 453.0 454.1 -2.5 4,466 50,447 +1,311
Nov15 150317 445.5 446.2 442.4 443.4 -3.0 1,964 42,221 -390
Jan16 150317 444.5 447.5 444.5 444.5 -3.0 15 1,527 +2
Total Volume and Open Interest 13,255 212,114 +139
Corn(CBOT)
May15 150317 379.00 379.75 370.00 371.00 -8.00 155,266 539,467 +11,147
Jul15 150317 386.75 387.75 378.00 379.00 -8.00 36,701 264,455 -577
Sep15 150317 394.50 395.50 385.75 386.75 -8.00 21,665 114,905 +4,272
Dec15 150317 404.00 405.00 396.00 396.75 -7.50 41,929 254,950 -1,557
Mar16 150317 412.50 412.75 405.75 406.75 -7.00 1,200 72,357 -86
May16 150317 420.00 420.50 412.75 413.50 -7.00 471 4,648 -60
Jul16 150317 425.25 425.25 417.75 418.25 -7.00 411 6,390 +135
Sep16 150317 418.50 419.00 412.50 412.50 -6.50 86 1,291 +45
Dec16 150317 415.25 415.50 409.00 409.50 -5.75 538 10,208 +229
Mar17 150317 420.00 424.25 418.00 418.75 -5.50 0 288 +0
Total Volume and Open Interest 258,337 1,269,886 +12,951
Wheat(CBOT)
May15 150317 515.50 518.00 503.00 503.50 -10.50 57,249 205,534 +1,857
Jul15 150317 519.00 521.00 506.25 506.75 -9.75 24,198 121,744 +2,114
Sep15 150317 528.25 530.00 516.25 516.50 -9.50 6,252 38,919 +1,757
Dec15 150317 540.75 543.00 530.25 530.75 -8.50 4,436 49,390 +400
Mar16 150317 553.50 553.50 543.75 543.75 -8.00 1,073 10,548 +405
May16 150317 555.00 557.25 549.75 549.75 -7.50 41 1,041 +22
Total Volume and Open Interest 93,256 428,268 +6,533
Wheat(KCBT)
May15 150317 556.50 559.50 541.75 542.75 -12.25 10,428 82,122 -97
Jul15 150317 561.00 564.50 547.75 548.50 -11.25 5,786 47,360 -409
Sep15 150317 574.75 575.00 559.75 560.50 -11.00 812 11,990 +139
Dec15 150317 590.00 591.00 575.75 576.50 -10.50 1,072 14,004 +344
Mar16 150317 602.75 602.75 589.00 589.00 -9.75 20 2,902 +9
May16 150317 598.00 605.25 595.75 595.75 -9.50 4 328 +2
Total Volume and Open Interest 18,124 159,018 -149
Wheat(MGE)
May15 150317 581.25 582.00 568.00 569.75 -11.25 2,064 30,521 -111
Jul15 150317 586.50 588.00 574.00 575.25 -11.25 1,033 16,234 +291
Sep15 150317 594.00 595.75 582.00 583.25 -11.00 152 9,323 +34
Dec15 150317 600.75 605.50 592.50 593.00 -10.50 139 9,045 +17
Mar16 150317 613.75 614.25 605.00 605.00 -9.50 61 2,072 +44
Total Volume and Open Interest 3,449 67,327 +275
Oats(CBOT)
May15 150317 277.00 278.00 270.75 271.00 -7.00 195 5,798 -37
Jul15 150317 278.75 280.50 273.25 273.50 -7.00 46 1,498 -16
Sep15 150317 277.00 282.75 275.50 275.50 -7.25 10 262 +1
Dec15 150317 277.00 280.00 274.75 274.75 -5.25 12 1,404 +3
Total Volume and Open Interest 263 9,006 -50
Rough Rice(CBOT)
Mar15 150313 10.44 10.51 10.44 10.44 -0.03 42 37 +17
May15 150317 10.55 10.63 10.51 10.62 +0.10 223 7,428 -8
Jul15 150317 10.76 10.88 10.76 10.87 +0.10 10 925 +7
Sep15 150317 10.90 10.98 10.90 10.98 +0.09 0 514 +0
Total Volume and Open Interest 233 8,889 -87
Live Cattle(CME)
Apr15 150317 153.400 154.400 153.050 153.575 +0.375 22,073 77,047 -1,810
Jun15 150317 145.050 146.300 144.535 145.485 +0.500 17,961 90,392 +1,216
Aug15 150317 143.450 144.050 142.900 143.550 +0.265 7,937 42,940 +2,156
Oct15 150317 146.600 146.950 146.100 146.550 -0.080 4,443 27,630 +749
Dec15 150317 147.700 147.750 146.935 147.325 -0.250 2,370 12,426 +968
Feb16 150317 147.735 147.750 146.950 147.400 -0.050 274 2,402 +40
Total Volume and Open Interest 55,244 254,996 +3,406
Feeder Cattle(CME)
Mar15 150317 212.400 212.500 210.580 211.580 -0.855 1,458 4,438 -331
Apr15 150317 209.880 210.850 208.750 210.035 -0.015 3,775 7,252 -233
May15 150317 208.500 209.500 207.450 208.935 +0.035 3,729 14,752 +320
Aug15 150317 210.235 210.850 209.000 209.985 -0.265 1,349 10,391 +116
Sep15 150317 209.685 209.800 208.050 209.130 -0.200 329 1,380 +93
Oct15 150317 207.330 207.850 206.750 207.580 -0.205 186 1,692 +65
Nov15 150317 207.000 207.000 205.935 206.630 -0.320 40 576 +14
Total Volume and Open Interest 10,889 40,728 +59
Lean Hogs(CME)
Apr15 150317 62.100 63.050 61.735 61.785 -0.415 19,055 45,163 -5,630
May15 150317 72.500 72.850 71.500 72.080 +0.650 328 3,272 +91
Jun15 150317 76.250 77.135 75.680 75.800 -0.450 18,834 78,740 +4,464
Jul15 150317 76.600 77.450 76.285 76.700 +0.150 3,277 19,167 -263
Aug15 150317 76.800 77.500 76.680 77.285 +0.605 6,506 26,511 -627
Oct15 150317 67.200 67.475 66.600 67.100 +0.520 3,461 23,047 +766
Dec15 150317 63.050 63.735 63.050 63.485 +0.655 416 8,292 +106
Feb16 150317 65.700 66.300 65.700 66.050 +0.765 46 1,612 -11
Total Volume and Open Interest 51,966 206,459 -1,099
Class III Milk(CME)
Mar15 150317 15.51 15.53 15.50 15.52 +0.02 51 5,716 -31
Apr15 150317 15.42 15.44 15.31 15.38 -0.01 59 5,669 -6
May15 150317 14.99 15.03 14.88 14.98 -0.04 147 5,647 +19
Jun15 150317 15.40 15.41 15.22 15.35 -0.10 106 5,037 -2
Jul15 150317 16.08 16.08 15.87 15.95 -0.18 57 3,864 +7
Aug15 150317 16.70 16.73 16.54 16.58 -0.18 8 3,343 -4
Sep15 150317 17.06 17.13 16.96 17.00 -0.09 9 3,129 +5
Oct15 150317 17.18 17.24 17.11 17.19 -0.06 31 2,787 -10
Nov15 150317 17.22 17.26 17.14 17.20 -0.06 22 2,639 +3
Dec15 150317 17.10 17.10 17.04 17.07 -0.03 4 2,465 +2
Jan16 150317 16.78 16.78 16.73 16.73 -0.07 0 345 +0
Feb16 150317 16.75 16.75 16.71 16.71 -0.04 0 223 +0
Mar16 150317 16.55 16.55 16.55 16.55 unch 0 229 +0
Total Volume and Open Interest 494 41,475 -17
Cocoa(ICE)
Mar15 150316 2869 2869 2869 2869 -33 11 163 -14
May15 150317 2781 2797 2726 2788 -3 16,396 89,898 -1,869
Jul15 150317 2777 2791 2724 2782 -1 9,126 41,558 +385
Sep15 150317 2766 2781 2719 2775 +4 2,013 29,975 -145
Dec15 150317 2755 2775 2710 2765 +7 432 22,752 +66
Mar16 150317 2733 2756 2695 2748 +8 559 16,619 -143
May16 150317 2730 2741 2687 2739 +8 182 5,249 +28
Total Volume and Open Interest 30,363 208,367 -174
Coffee "C"(ICE)
Mar15 150317 134.05 134.05 132.60 133.95 -0.95 9 15 +0
May15 150317 138.65 139.50 134.25 138.15 +0.10 11,177 88,717 -1,266
Jul15 150317 141.45 142.45 137.55 141.40 +0.05 4,023 38,264 -530
Sep15 150317 144.30 145.20 140.55 144.35 +0.05 2,651 31,607 +414
Dec15 150317 148.10 149.25 144.55 148.30 +0.15 1,346 20,684 +233
Mar16 150317 151.70 152.75 148.20 151.85 +0.10 297 4,381 +68
Total Volume and Open Interest 20,122 195,437 -947
Orange Juice(ICE)
May15 150317 117.25 117.75 111.80 112.25 -3.30 539 12,341 +67
Jul15 150317 118.45 119.00 113.55 113.90 -3.20 123 1,618 +71
Sep15 150317 119.60 119.60 115.15 115.50 -2.95 55 951 +13
Nov15 150317 121.00 121.00 116.95 117.25 -2.80 34 430 +31
Jan16 150317 119.00 119.00 118.75 118.85 -2.65 3 64 +3
Mar16 150317 120.95 120.95 120.95 120.95 -2.65 0 7 +0
Total Volume and Open Interest 754 15,415 +185
Sugar #11(ICE)
May15 150317 12.86 12.90 12.68 12.82 -0.08 84,503 422,149 +872
Jul15 150317 12.90 12.97 12.78 12.93 -0.04 51,198 185,246 +4,564
Oct15 150317 13.45 13.55 13.33 13.50 -0.04 25,346 118,015 +893
Mar16 150317 14.52 14.62 14.41 14.58 -0.04 9,970 78,467 +1,077
May16 150317 14.61 14.68 14.49 14.63 -0.08 3,973 18,374 +1,652
Jul16 150317 14.57 14.65 14.43 14.56 -0.11 2,314 15,159 +956
Oct16 150317 14.72 14.79 14.57 14.69 -0.13 1,724 14,255 +1,107
Mar17 150317 15.17 15.26 15.04 15.11 -0.16 234 8,949 +117
Total Volume and Open Interest 179,508 862,994 +11,376
London Cocoa(LCE)
May15 150317 1967 1974 1931 1968 -1 12,517 86,184 +2,295
Jul15 150317 1960 1968 1928 1965 +4 3,582 45,233 -168
Sep15 150317 1949 1961 1925 1960 +11 2,678 39,599 +131
Dec15 150317 1928 1943 1907 1942 +12 1,949 43,340 +844
Mar16 150317 1900 1921 1886 1918 +15 616 28,615 +144
May16 150317 1887 1911 1878 1910 +19 93 3,826 +12
Jul16 150317 1875 1908 1872 1908 +22 11 373 +8
Total Volume and Open Interest 28,056 252,967 +2,139
London Sugar(LCE)
May15 150317 366.60 367.90 362.30 366.20 -1.90 7,056 39,999 -336
Aug15 150317 362.20 363.40 358.60 362.60 +0.20 3,198 24,023 +828
Oct15 150317 361.60 363.50 358.70 362.60 -1.10 2,003 9,260 +714
Dec15 150317 368.80 369.50 365.20 368.30 -1.80 215 4,321 +92
Mar16 150317 379.30 379.60 374.20 377.30 -3.00 278 3,857 +215
Total Volume and Open Interest 13,131 84,499 +1,785
Cotton(ICE)
May15 150317 60.41 60.87 60.19 60.21 -0.28 12,978 108,425 -946
Jul15 150317 61.13 61.46 60.80 60.83 -0.31 4,283 33,853 +283
Oct15 150317 61.79 61.79 61.56 61.56 -0.22 3 13 +0
Dec15 150317 62.54 62.83 62.21 62.25 -0.31 2,323 33,739 +663
Mar16 150317 63.00 63.07 62.40 62.47 -0.29 228 3,559 +162
May16 150317 63.57 63.60 63.05 63.05 -0.36 20 427 +8
Total Volume and Open Interest 19,882 180,795 +217
Lumber(CME)
May15 150317 269.0 279.5 265.5 273.1 +3.6 814 5,276 +103
Jul15 150317 267.0 279.8 267.0 272.0 +2.2 162 1,064 +108
Sep15 150317 275.8 280.5 275.8 280.5 +2.8 19 101 +12
Nov15 150317 275.1 287.9 275.1 278.0 -2.0 8 18 -1
Total Volume and Open Interest 1,008 6,466 +189
Crude Oil(NYM)
Apr15 150317 43.84 44.20 42.41 43.46 -0.42 395,722 139,207 -20,389
May15 150317 46.07 46.24 44.36 45.19 -0.94 247,322 446,221 +38,616
Jun15 150317 47.63 48.08 46.30 47.06 -0.92 114,122 235,839 +13,637
Jul15 150317 49.38 49.56 47.88 48.48 -0.97 53,276 82,739 +4,563
Aug15 150317 50.52 50.75 49.08 49.65 -1.02 23,321 45,222 +2,249
Sep15 150317 51.65 51.77 50.10 50.57 -1.07 27,951 108,645 +3,883
Oct15 150317 52.33 52.41 50.95 51.33 -1.08 9,245 56,975 +944
Nov15 150317 52.86 52.86 51.71 52.06 -1.08 6,048 42,414 +0
Dec15 150317 53.74 54.02 52.38 52.77 -1.07 40,739 202,329 +3,563
Jan16 150317 54.32 54.32 53.01 53.37 -1.07 3,009 42,132 -595
Feb16 150317 54.19 54.64 53.57 53.92 -1.07 517 18,589 -85
Mar16 150317 55.67 55.67 54.16 54.45 -1.06 1,786 31,970 +43
Apr16 150317 55.21 55.71 54.95 54.95 -1.05 550 11,224 +246
May16 150317 55.59 55.59 55.40 55.40 -1.03 269 9,883 +6
Jun16 150317 57.00 57.00 55.61 55.83 -1.01 4,377 54,363 -337
Jul16 150317 56.05 56.19 56.05 56.19 -1.00 266 8,156 +70
Total Volume and Open Interest 941,445 1,751,291 +46,624
e-miNY Crude Oil(NYM)
Mar15 150219 50.575 52.100 49.150 51.150 -1.000 20,571 3,101 +118
Apr15 150317 43.725 44.200 42.400 43.450 -0.425 12,815 4,050 -53
May15 150317 46.000 46.225 44.375 45.200 -0.925 1,717 1,672 +107
Jun15 150317 47.950 48.050 46.400 47.050 -0.925 449 640 +71
Jul15 150317 49.350 49.350 48.300 48.475 -0.975 162 261 +29
Aug15 150317 50.000 50.175 49.375 49.650 -1.025 124 313 -9
Sep15 150317 51.000 51.000 50.475 50.575 -1.075 69 276 +26
Oct15 150317 51.325 51.325 51.325 51.325 -1.075 21 40 +3
Nov15 150317 52.000 52.050 51.300 52.050 -1.100 19 10 -6
Dec15 150317 53.400 53.400 52.000 52.775 -1.075 29 242 +0
Total Volume and Open Interest 15,417 7,578 +180
NY Harbor ULSD(NYM)
Apr15 150317 170.94 170.94 166.90 169.39 -0.47 45,384 64,697 -6,191
May15 150317 168.21 169.07 165.01 167.51 -0.56 30,622 78,928 -1,777
Jun15 150317 168.73 169.22 165.48 167.85 -0.59 20,426 54,012 +952
Jul15 150317 169.77 169.77 166.78 169.04 -0.65 8,312 27,212 -754
Aug15 150317 171.56 171.56 168.45 170.77 -0.65 5,208 18,265 +795
Sep15 150317 173.68 173.70 170.66 172.87 -0.65 4,507 26,223 +534
Oct15 150317 174.69 175.21 172.69 174.93 -0.72 1,328 16,585 +38
Nov15 150317 175.43 177.09 175.17 176.85 -0.79 925 11,599 -50
Dec15 150317 179.79 179.84 176.53 178.63 -0.84 6,074 38,298 -784
Jan16 150317 178.76 180.51 178.76 180.31 -0.85 1,933 7,699 -248
Feb16 150317 179.84 181.02 179.30 181.02 -0.84 1,484 4,216 -192
Mar16 150317 179.00 181.26 179.00 181.01 -0.79 1,065 7,141 +311
Apr16 150317 178.63 180.21 178.63 180.21 -0.74 99 3,981 +10
May16 150317 179.91 180.61 179.91 180.61 -0.70 74 2,567 +2
Total Volume and Open Interest 128,315 384,041 -7,044
RBOB Gasoline(NYM)
Apr15 150317 172.71 173.50 169.25 173.01 +0.15 44,972 60,642 -4,728
May15 150317 172.38 173.00 169.13 172.56 -0.08 35,125 78,104 +2,113
Jun15 150317 171.38 171.85 167.99 171.11 -0.27 24,797 51,533 +1,382
Jul15 150317 170.21 170.31 166.79 169.66 -0.48 11,676 37,729 +484
Aug15 150317 168.24 168.26 165.38 168.01 -0.77 6,304 29,417 +1,120
Sep15 150317 166.00 166.07 163.38 165.73 -1.02 5,425 28,583 +812
Oct15 150317 153.67 153.67 150.73 152.77 -1.12 2,567 17,798 +276
Nov15 150317 150.39 150.45 148.31 150.24 -1.17 1,508 12,688 +63
Dec15 150317 150.10 150.10 147.12 149.01 -1.11 4,832 32,284 +581
Jan16 150317 148.57 150.04 148.07 149.94 -1.06 448 4,024 +0
Total Volume and Open Interest 139,480 368,025 +2,914
e-miNY RBOB Gasoline(NYM)
Apr15 150317 173.00 173.00 173.00 173.00 +0.10 0 1 +0
May15 150317 172.60 172.60 172.56 172.60 unch      
Jun15 150317 171.10 171.11 171.10 171.10 -0.30      
Jul15 150317 169.70 169.70 169.66 169.70 -0.40      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Apr15 150317 2.742 2.858 2.740 2.855 +0.139 95,866 138,123 -5,673
May15 150317 2.755 2.874 2.755 2.872 +0.133 52,259 225,280 +3,208
Jun15 150317 2.815 2.914 2.812 2.911 +0.124 15,628 73,146 +337
Jul15 150317 2.870 2.964 2.869 2.961 +0.118 12,354 74,435 +1,298
Aug15 150317 2.897 2.978 2.890 2.974 +0.109 6,995 41,193 +327
Sep15 150317 2.882 2.962 2.877 2.958 +0.104 6,774 70,123 +902
Oct15 150317 2.912 2.988 2.912 2.980 +0.102 16,144 103,885 +1,336
Nov15 150317 2.999 3.061 2.999 3.053 +0.094 4,590 37,742 +410
Dec15 150317 3.170 3.200 3.146 3.190 +0.081 2,391 46,200 +324
Jan16 150317 3.258 3.317 3.256 3.306 +0.077 6,883 43,790 -314
Feb16 150317 3.262 3.299 3.245 3.288 +0.070 778 11,048 +67
Mar16 150317 3.224 3.251 3.193 3.231 +0.058 2,156 20,697 -30
Apr16 150317 3.066 3.103 3.050 3.076 +0.037 2,110 17,175 +434
May16 150317 3.080 3.095 3.052 3.074 +0.031 40 7,978 +18
Jun16 150317 3.107 3.111 3.107 3.108 +0.031 23 6,587 -4
Jul16 150317 3.146 3.146 3.143 3.146 +0.030 22 4,267 +5
Total Volume and Open Interest 225,354 981,949 +2,819
Brent Crude Oil(ICE)
May15 150317 54.10 54.38 52.57 53.51 -0.43 276,362 363,984 +7,616
Jun15 150317 55.02 55.38 53.72 54.56 -0.41 135,535 319,249 +19,501
Jul15 150317 56.18 56.37 54.73 55.51 -0.45 44,006 169,720 +4,178
Aug15 150317 57.23 57.27 55.70 56.42 -0.48 20,429 82,288 +1,581
Sep15 150317 58.00 58.15 56.55 57.27 -0.53 20,210 110,030 +2,180
Oct15 150317 58.89 58.89 57.35 58.03 -0.57 7,942 53,884 +840
Nov15 150317 59.58 59.58 58.09 58.74 -0.57 5,119 42,362 +766
Dec15 150317 60.30 60.32 58.75 59.39 -0.57 57,836 224,084 +299
Jan16 150317 60.20 60.20 59.40 59.94 -0.56 6,249 52,673 +959
Feb16 150317 60.36 60.47 60.08 60.47 -0.55 2,776 36,381 -152
Mar16 150317 60.53 60.98 60.52 60.98 -0.54 4,344 31,997 -1,544
Apr16 150317 61.10 61.49 61.10 61.49 -0.54 1,187 25,271 -189
May16 150317 61.96 61.96 61.96 61.96 -0.52 811 19,962 +127
Jun16 150317 63.03 63.04 61.76 62.41 -0.50 10,473 65,738 -239
Total Volume and Open Interest 710,658 1,908,744 +4,985
Gas Oil(ICE)
Apr15 150317 517.25 518.00 504.25 509.00 -0.75 73,267 143,202 -4,040
May15 150317 515.50 516.25 503.00 506.50 -1.75 62,816 109,046 +2,591
Jun15 150317 516.50 517.75 505.00 507.75 -2.50 35,755 104,941 +1,149
Jul15 150317 519.25 519.25 509.25 511.25 -3.00 11,990 31,274 -207
Aug15 150317 524.75 524.75 515.00 516.50 -3.00 6,110 29,808 +1,930
Sep15 150317 530.00 530.00 520.25 522.00 -2.75 5,765 24,595 -7
Oct15 150317 535.75 536.25 526.50 528.25 -2.75 3,756 23,362 +235
Nov15 150317 542.50 542.50 531.00 532.50 -2.75 2,607 15,976 -477
Dec15 150317 546.50 546.75 535.25 536.50 -2.75 17,010 80,859 +739
Jan16 150317 543.75 546.00 540.25 541.50 -2.75 1,449 20,153 -36
Total Volume and Open Interest 229,300 662,170 +3,270
Ethanol(CBOT)
Apr15 150317 1.430 1.430 1.415 1.423 -0.016 466 1,681 -164
May15 150317 1.449 1.449 1.425 1.431 -0.018 304 1,859 +227
Jun15 150317 1.439 1.440 1.428 1.428 -0.018 87 1,409 +43
Jul15 150317 1.441 1.441 1.428 1.428 -0.018 85 952 -4
Aug15 150317 1.419 1.419 1.419 1.419 -0.018 27 531 +0
Sep15 150317 1.426 1.426 1.408 1.408 -0.014 20 287 +0
Oct15 150317 1.415 1.415 1.398 1.398 -0.014 67 329 +41
Nov15 150317 1.405 1.405 1.389 1.389 -0.014 18 117 +10
Total Volume and Open Interest 1,130 7,548 +153
WTI Crude Oil(ICE)
Apr15 150317 43.78 44.19 42.51 43.46 -0.42 48,000 30,459 -2,033
May15 150317 46.17 46.20 44.44 45.19 -0.94 52,339 64,458 +2,565
Jun15 150317 47.82 48.00 46.43 47.06 -0.92 30,775 74,995 +2,201
Jul15 150317 49.43 49.43 48.08 48.48 -0.97 9,658 28,364 +1,971
Aug15 150317 50.24 50.26 49.45 49.65 -1.02 4,236 13,652 +645
Sep15 150317 51.08 51.08 50.20 50.57 -1.07 3,935 28,642 -74
Oct15 150317 51.88 52.01 50.98 51.33 -1.08 1,353 6,024 -112
Nov15 150317 52.46 52.46 51.73 52.06 -1.08 834 9,027 -44
Dec15 150317 53.54 53.60 52.46 52.77 -1.07 9,962 78,169 +950
Jan16 150317 53.37 53.37 53.37 53.37 -1.07 528 8,449 +289
Feb16 150317 53.92 53.92 53.92 53.92 -1.07 80 1,224 +0
Mar16 150317 54.45 54.45 54.45 54.45 -1.06 74 3,832 +73
Apr16 150317 54.95 54.95 54.95 54.95 -1.05 5 2,793 +0
May16 150317 55.40 55.40 55.40 55.40 -1.03 2 2,360 +0
Jun16 150317 56.06 56.40 55.79 55.83 -1.01 455 16,755 -221
Jul16 150317 56.19 56.19 56.19 56.19 -1.00 4 1,003 +2
Total Volume and Open Interest 164,845 442,462 +6,160
US Dollar Index(ICE)
Jun15 150317 100.100 100.265 99.580 99.950 -0.090 93,098 120,916 +14,469
Sep15 150317 100.600 101.100 100.320 100.658 -0.107 383 2,249 -4
Dec15 150317 101.720 101.720 101.185 101.450 -0.030 135 597 -27
Total Volume and Open Interest 122,322 157,920 +2,615
Australian Dollar(CME)
Mar15 150316 76.29 76.78 76.14 76.66 +0.46 138,012 93,081 -17,249
Jun15 150317 75.98 76.24 75.65 75.85 -0.16 102,633 146,645 +16,334
Sep15 150317 75.40 75.90 75.38 75.49 -0.15 3 151 +0
Total Volume and Open Interest 128,707 232,030 +8,451
British Pound(CME)
Mar15 150316 147.41 148.20 147.41 148.05 +0.82 155,956 70,626 -33,506
Jun15 150317 148.15 148.36 147.15 147.45 -0.80 157,033 181,619 +10,204
Sep15 150317 148.17 148.17 147.20 147.39 -0.80 4 49 -1
Total Volume and Open Interest 191,998 237,451 -4,683
Canadian Dollar(CME)
Mar15 150317 78.24 78.37 78.18 78.30 +0.04 24,408 49,167 -9,251
Jun15 150317 78.15 78.34 78.04 78.18 +0.02 94,191 104,961 +9,454
Sep15 150317 78.10 78.18 78.05 78.11 +0.02 215 4,182 +112
Dec15 150317 78.00 78.08 78.00 78.08 +0.02 145 1,430 +79
Total Volume and Open Interest 118,968 160,234 +398
Japanese Yen(CME)
Mar15 150316 82.39 82.55 82.35 82.52 +0.09 163,348 87,617 -21,075
Jun15 150317 82.46 82.67 82.38 82.47 +0.01 113,866 190,465 +24,298
Sep15 150317 82.63 82.75 82.55 82.59 +0.01 25 347 +2
Total Volume and Open Interest 149,739 270,137 +15,726
Swiss Franc(CME)
Mar15 150316 99.37 99.72 99.32 99.58 +0.32 25,552 31,373 -2,024
Jun15 150317 99.48 100.24 99.43 99.66 +0.11 22,331 35,157 +2,976
Sep15 150317 100.36 100.41 100.07 100.07 +0.10 3 381 +1
Total Volume and Open Interest 30,572 64,912 +733
EuroFX(CME)
Mar15 150316 104.89 106.16 104.83 106.02 +1.30 360,793 185,791 -42,304
Jun15 150317 105.81 106.63 105.63 106.11 +0.16 321,365 437,631 +37,213
Sep15 150317 105.94 106.79 105.78 106.27 +0.16 206 1,614 +15
Total Volume and Open Interest 429,622 597,980 +9,673
Mexican Peso(CME)
Mar15 150316 645.50 648.38 644.75 648.25 +3.88 37,762 35,038 -8,394
Apr15 150317 648.50 648.50 648.50 648.50 +1.50 0 1 +0
Total Volume and Open Interest 62,284 166,337 -4,265
Brazilian Real(CME)
Apr15 150317 306.45 308.45 303.25 306.40 -1.45 5,008 11,779 -743
May15 150317 302.35 305.75 301.05 304.00 -1.45 56 140 +32
Jun15 150317 300.50 302.50 298.20 301.35 -1.55 513 1,734 +373
Jul15 150317 298.70 298.70 298.70 298.70 -1.55      
Total Volume and Open Interest 5,577 22,805 -338
30-Year T-Bonds(CBOT)
Mar15 150317 147~040 147~050 145~270 146~210 +0~260 6,717 9,048 -2,547
Jun15 150317 160~180 161~220 160~160 161~120 +1~140 195,201 391,851 +3,834
Sep15 150317 159~160 159~160 158~020 159~160 +1~140 0 1 +0
Total Volume and Open Interest 201,918 400,900 +1,287
10-Year T-Notes(CBOT)
Mar15 150317 127~315 128~090 127~270 128~035 +0~085 6,145 28,088 -2,488
Jun15 150317 127~120 127~225 127~100 127~160 +0~090 1,012,210 2,642,331 +9,865
Sep15 150317 126~290 126~290 126~200 126~290 +0~090      
Total Volume and Open Interest 1,018,355 2,670,424 +7,377
5-Year T-Notes(CBOT)
Mar15 150317 119~282 119~316 119~256 119~270 +0~012 1,776 8,314 -1,239
Jun15 150317 119~032 119~094 119~014 119~034 +0~020 532,308 2,002,020 -19,150
Sep15 150317 119~034 119~034 119~014 119~034 +0~020      
Total Volume and Open Interest 534,084 2,010,334 -20,389
2 Year T-Notes(CBOT)
Mar15 150317 109~220 109~222 109~202 109~202 -0~006 1,819 7,613 -789
Jun15 150317 109~082 109~092 109~062 109~066 -0~012 242,353 1,326,909 -5,570
Sep15 150317 108~286 108~300 108~286 108~286 -0~012      
Total Volume and Open Interest 244,172 1,334,522 -6,359
Eurodollars(CME)
Jun15 150317 99.615 99.620 99.605 99.615 unch 149,845 1,215,491 +10,394
Sep15 150317 99.425 99.430 99.405 99.415 -0.010 164,087 1,014,277 +8,573
Dec15 150317 99.220 99.230 99.190 99.205 -0.015 202,608 1,149,967 +3,718
Mar16 150317 99.005 99.015 98.970 98.985 -0.020 283,762 919,449 -31,130
Jun16 150317 98.780 98.795 98.745 98.755 -0.025 219,001 762,360 +14,604
Sep16 150317 98.555 98.575 98.525 98.535 -0.020 148,114 619,103 +5,043
Dec16 150317 98.355 98.380 98.330 98.335 -0.015 200,444 1,018,800 +5,488
Mar17 150317 98.195 98.230 98.175 98.180 -0.005 185,527 513,419 -6,092
Jun17 150317 98.040 98.085 98.035 98.040 +0.005 113,345 503,107 +6,531
Sep17 150317 97.920 97.970 97.910 97.925 +0.015 85,415 446,065 -4,932
Dec17 150317 97.810 97.860 97.800 97.815 +0.020 98,339 605,877 +2,592
Mar18 150317 97.720 97.775 97.715 97.735 +0.030 84,965 349,157 +17,489
Jun18 150317 97.635 97.700 97.635 97.665 +0.040 54,796 251,887 +7,471
Sep18 150317 97.570 97.635 97.565 97.600 +0.045 42,979 175,315 +4,324
Dec18 150317 97.505 97.570 97.500 97.540 +0.055 41,657 226,470 +350
Mar19 150317 97.455 97.525 97.455 97.495 +0.060 53,155 125,114 -10,435
Jun19 150317 97.410 97.475 97.410 97.450 +0.065 27,998 114,157 +8
Sep19 150317 97.370 97.430 97.365 97.410 +0.070 16,548 76,491 -594
Total Volume and Open Interest 2,217,708 10,360,344 -1,023,667
Ultra T-Bond(CBOT)
Mar15 150317 168~05 168~30 167~01 168~22 +1~21 517 9,616 -562
Jun15 150317 166~30 168~09 166~04 167~26 +1~22 70,355 582,373 +1,649
Sep15 150317 167~06 167~06 165~16 167~06 +1~22      
Total Volume and Open Interest 70,872 591,989 +1,087
30 Day Federal Funds(CBOT)
Mar15 150317 99.880 99.882 99.880 99.880 unch 1,990 77,498 +42
Apr15 150317 99.865 99.870 99.860 99.865 unch 4,360 78,131 +877
May15 150317 99.865 99.865 99.860 99.865 unch 8,586 106,985 +1,541
Jun15 150317 99.830 99.830 99.825 99.830 unch 6,840 60,746 +1,492
Jul15 150317 99.780 99.785 99.775 99.780 unch 4,100 123,643 -801
Aug15 150317 99.735 99.740 99.720 99.730 -0.005 5,299 75,876 +1,528
Total Volume and Open Interest 54,875 741,948 +10,574
3-Mth Euro-Yen(CME)
Jun15 150317 99.850 99.850 99.850 99.850 unch      
Sep15 150317 99.860 99.860 99.860 99.860 unch      
Dec15 150317 99.860 99.860 99.860 99.860 unch      
Mar16 150317 99.720 99.720 99.720 99.720 unch      
Jun16 150317 99.580 99.580 99.580 99.580 unch      
Sep16 150317 99.440 99.440 99.440 99.440 unch      
Dec16 150317 99.820 99.820 99.820 99.820 unch      
Mar17 150317 99.680 99.680 99.680 99.680 unch      
Jun17 150317 99.540 99.540 99.540 99.540 unch      
Sep17 150317 99.400 99.400 99.400 99.400 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Jun15 150317 99.85 99.85 99.85 99.85 unch 0 1 +0
Sep15 150317 99.86 99.86 99.86 99.86 unch 0 1 +0
Dec15 150317 99.86 99.86 99.86 99.86 unch 0 33 +0
Mar16 150317 99.72 99.72 99.72 99.72 unch      
Jun16 150317 99.58 99.58 99.58 99.58 unch      
Sep16 150317 99.44 99.44 99.44 99.44 unch      
Dec16 150317 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar17 150317 99.68 99.68 99.68 99.68 unch      
Total Volume and Open Interest 0 39 +0
Japanese Gov't Bonds(SGX)
Jun15 150317 147.09 147.25 147.00 147.07 -0.03 3,205 17,123 -88
Sep15 150317 146.50 146.50 146.50 146.50 -0.03      
Dec15 150317 145.94 145.94 145.94 145.94 -0.03 0 1 +0
Total Volume and Open Interest 3,205 17,124 -88
Euro-Bund(EUREX)
Jun15 150317 157.78 157.83 157.50 157.59 -0.11 593,095 1,279,662 +3,176
Sep15 150317 157.44 157.52 157.31 157.31 -0.10 19 87 +9
Dec15 150317 157.31 157.31 157.31 157.31 -0.10      
Total Volume and Open Interest 593,114 1,279,749 +3,185
Euro-Bobl(EUREX)
Jun15 150317 129.14 129.16 128.98 129.06 -0.08 379,299 996,152 -421
Sep15 150317 130.19 130.19 130.19 130.19 -0.08 6 7 +6
Dec15 150317 130.06 130.06 130.06 130.06 -0.38      
Total Volume and Open Interest 379,305 996,159 -415
3-Mth Euribor(EUREX)
Mar15 150316 99.975 99.975 99.975 99.975 unch 12 7,764 -12
Jun15 150317 99.980 99.985 99.980 99.985 -0.020 0 2,367 +0
Sep15 150317 100.005 100.005 99.990 99.990 -0.015 0 10,170 +0
Total Volume and Open Interest 854 63,080 +56
Long Gilt(LIFFE)
Mar15 150317 120~12 120~12 120~12 120~12 +0~02 333 13,209 +0
Jun15 150317 119~14 120~00 119~10 119~18 +0~02 182,209 422,081 +1,664
Total Volume and Open Interest 182,542 435,291 +1,664
3-Mth Short Sterling(LIFFE)
Mar15 150317 99.44 99.44 99.43 99.44 +0.01 23,514 333,958 -4,401
Jun15 150317 99.41 99.41 99.40 99.41 +0.01 52,086 376,961 -306
Sep15 150317 99.36 99.38 99.35 99.37 +0.01 72,580 504,277 -2,585
Dec15 150317 99.26 99.28 99.24 99.26 unch 101,305 399,507 +8,785
Mar16 150317 99.13 99.16 99.10 99.12 -0.01 107,052 373,262 +16,318
Jun16 150317 98.99 99.02 98.95 98.97 -0.02 87,915 267,252 -3,478
Total Volume and Open Interest 732,410 3,267,212 +39,926
3-Mth Euribor(LIFFE)
Jun15 150317 100.000 100.005 99.975 99.985 -0.015 53,649 350,147 +5,587
Sep15 150317 100.005 100.010 99.980 99.990 -0.015 43,524 371,604 +11,339
Dec15 150317 100.005 100.010 99.980 99.990 -0.015 31,469 310,200 -179
Total Volume and Open Interest 419,522 3,334,478 +18,587
3-Mth Aus T-Bills(SFE)
Mar15 150312 97.66 97.75 97.65 97.69 +0.02 22,824 61,938 -12,151
Jun15 150317 97.85 97.85 97.81 97.82 -0.03 17,897 208,451 -3,849
Sep15 150317 97.96 97.96 97.92 97.93 -0.04 13,256 190,924 -34,535
Dec15 150317 98.00 98.00 97.96 97.96 -0.04 19,626 160,857 -15,375
Mar16 150317 97.99 97.99 97.95 97.96 -0.04 10,179 121,534 +1,015
Jun16 150317 97.97 97.97 97.92 97.93 -0.04 6,348 71,309 +445
Sep16 150317 97.94 97.94 97.87 97.88 -0.05 3,262 45,871 -489
Dec16 150317 97.85 97.85 97.81 97.82 -0.05 4,753 44,946 -1,628
Mar17 150317 97.77 97.77 97.75 97.75 -0.05 2,882 12,468 +2,110
Jun17 150317 97.69 97.69 97.69 97.69 -0.05 301 6,012 +201
Total Volume and Open Interest 78,504 867,938 -52,355
10-Year Aus T-Bonds(SFE)
Jun15 150317 97.52 97.55 97.48 97.53 +0.01 215,806 622,234 +87,407
Sep15 150317 97.53 97.53 97.53 97.53        
3-Year Aus T-Bonds(SFE)
Jun15 150317 98.20 98.21 98.15 98.18 -0.03 219,418 631,572 +86,787
Sep15 150317 98.18 98.18 98.18 98.18        
Gold(CMX)
Apr15 150317 1153.7 1159.3 1141.6 1148.2 -5.0 122,680 213,865 -3,683
Jun15 150317 1154.4 1159.9 1142.4 1149.0 -5.0 13,445 111,971 +2,366
Aug15 150317 1155.1 1159.8 1143.8 1149.8 -5.0 1,520 27,049 +658
Oct15 150317 1157.9 1157.9 1144.6 1150.4 -5.0 286 5,929 +46
Dec15 150317 1157.5 1161.0 1145.5 1151.1 -5.0 2,842 35,755 +447
Feb16 150317 1149.7 1158.0 1147.3 1151.9 -5.0 29 4,353 +11
Apr16 150317 1160.6 1160.6 1146.7 1152.9 -5.0 0 1,010 +0
Jun16 150317 1160.0 1160.0 1153.2 1154.0 -5.0 16 5,648 +15
Aug16 150317 1155.4 1155.4 1155.4 1155.4 -4.9 0 253 +0
Oct16 150317 1156.9 1156.9 1156.9 1156.9 -4.9 0 529 +0
Dec16 150317 1155.0 1160.2 1155.0 1158.5 -4.9 16 5,886 -8
Total Volume and Open Interest 141,037 424,231 -204
Silver(CMX)
Mar15 150317 1549.0 1563.5 1549.0 1556.2 -3.9 59 805 -39
May15 150317 1562.5 1572.0 1536.0 1557.8 -3.9 22,867 111,707 +274
Jul15 150317 1560.0 1575.0 1539.5 1561.3 -4.0 2,937 19,454 +1,795
Sep15 150317 1558.0 1565.0 1547.0 1564.4 -3.9 915 11,525 +444
Dec15 150317 1567.5 1572.0 1550.5 1568.2 -4.0 316 22,469 -17
Mar16 150317 1565.0 1571.6 1552.0 1571.6 -4.1 22 1,716 +4
May16 150317 1574.3 1574.3 1574.3 1574.3 -4.1 4 98 -1
Total Volume and Open Interest 27,357 177,160 +2,458
Platinum(NYMEX)
Apr15 150317 1106.4 1109.4 1086.7 1093.7 -14.2 10,588 49,835 -722
Jul15 150317 1108.7 1110.7 1088.8 1095.7 -14.2 1,760 19,895 +993
Oct15 150317 1106.1 1106.1 1090.5 1097.1 -14.5 7 250 +6
Jan16 150317 1095.0 1105.8 1095.0 1099.8 -14.6 0 19 +0
Total Volume and Open Interest 12,360 70,004 +278
Palladium(NYMEX)
Mar15 150317 777.50 777.50 761.75 761.80 -17.95 4 40 +0
Jun15 150317 781.15 782.80 755.10 762.15 -17.95 3,150 30,975 -668
Sep15 150317 781.05 781.05 758.00 763.10 -17.95 11 397 +7
Total Volume and Open Interest 3,165 31,421 -661
Copper(CMX)
Mar15 150317 267.50 267.50 261.90 264.15 -3.60 462 2,856 -372
May15 150317 266.25 267.65 260.90 263.30 -3.45 38,564 108,435 -53
Jul15 150317 266.00 267.15 261.05 263.35 -3.50 4,123 23,749 +697
Sep15 150317 267.20 267.20 261.00 263.30 -3.45 1,157 12,896 +202
Dec15 150317 265.25 265.25 261.75 263.20 -3.45 259 6,410 -70
Total Volume and Open Interest 45,094 161,474 +351
DJIA Index(CBOT)
Mar15 150317 17875 17875 17780 17857 -76 87 7,576 -301
Jun15 150317 17790 17790 17700 17777 -78 60 1,570 -18
Sep15 150205 17617 17617 17617 17617 +215      
Dec15 150205 17527 17527 17527 17527 +215      
Total Volume and Open Interest 78 11,390 -6
E-mini DJIA Index(CBOT)
Mar15 150317 17924 17954 17783 17857 -76 86,061 58,824 -15,935
Jun15 150317 17842 17877 17701 17777 -78 124,275 42,944 +10,336
Sep15 150317 17769 17769 17687 17687 -78 1 24 +1
Dec15 150317 17605 17605 17605 17605 -78 0 30 +0
Total Volume and Open Interest 210,337 101,822 -5,598
S & P 500(CME)
Mar15 150317 2070.00 2077.00 2066.00 2074.40 -2.10 30,311 158,472 -11,318
Jun15 150317 2066.00 2070.50 2056.50 2066.20 -2.40 24,391 50,627 +16,397
Sep15 150317 2059.60 2061.80 2051.70 2059.60 -2.10 0 307 +0
Dec15 150317 2053.30 2055.50 2045.40 2053.30 -2.10 0 215 +0
Total Volume and Open Interest 54,702 209,629 +5,079
S & P 500 E-Mini(Globex)
Mar15 150317 2074.50 2078.75 2064.25 2074.50 -2.00 1,209,436 2,057,039 -378,088
Jun15 150317 2066.50 2070.50 2056.25 2066.25 -2.25 1,729,733 1,332,264 +457,197
Total Volume and Open Interest 2,939,292 3,394,765 +79,123
NASDAQ 100(CME)
Mar15 150317 4360.00 4384.00 4350.00 4377.80 +18.30 1,702 17,070 -241
Jun15 150317 4350.00 4377.50 4345.00 4370.50 +17.70 445 1,133 +210
Sep15 150205 4243.50 4243.50 4243.50 4243.50 +55.70      
Total Volume and Open Interest 695 16,252 -840
NASDAQ 100 E-Mini(Globex)
Mar15 150317 4355.50 4384.80 4348.80 4377.80 +18.30 218,259 207,243 -48,785
Jun15 150317 4348.00 4377.80 4341.80 4370.50 +17.70 313,642 153,089 +61,058
Total Volume and Open Interest 531,902 360,401 +12,274
S & P Midcap 400(CME)
Mar15 150317 1511.70 1511.70 1511.70 1511.70 +3.80 55 1,694 -165
Jun15 150317 1507.40 1507.40 1507.40 1507.40 +4.10 1 10 +1
Sep15 150209 0.00 0.00 0.00 0.00 -1469.10      
Total Volume and Open Interest 55 957 +55
Volatility Index(CBOE)
Mar15 150317 16.05 16.40 15.60 15.63 -0.50 64,412 75,558 -12,143
Apr15 150317 17.45 17.80 17.25 17.38 -0.10 63,644 141,708 +11,372
May15 150317 17.98 18.30 17.88 17.93 -0.09 20,214 40,478 +3,126
Jun15 150317 18.20 18.50 18.15 18.23 unch 12,491 35,137 +404
Total Volume and Open Interest 177,479 349,897 +3,620
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun15 150317 19385 19525 19335 19430 +40 13,619 57,746 -643
Sep15 150317 19475 19495 19475 19495 +15 2 2 +0
Total Volume and Open Interest 13,621 57,748 -643
Nikkei 225(SGX)
Jun15 150317 19245 19410 19235 19395 +165 116,391 282,922 +5,842
Sep15 150317 19380 19380 19380 19380 +165 97 105 +90
Dec15 150317 19300 19300 19300 19300 +165 0 6,084 +0
Total Volume and Open Interest 116,639 292,867 -182,659
CAC 40(EURONEXT)
Mar15 150317 5055.0 5075.5 5005.5 5029.5 -31.0 88,711 335,842 +3,434
Apr15 150317 5048.0 5068.5 4999.0 5022.5 -30.5 4,093 44,860 +3,590
May15 150317 4977.0 4978.5 4937.5 4959.0 -31.5 4 48 +2
Total Volume and Open Interest 94,491 386,458 +8,467
Hang Seng Index(HKFE)
Mar15 150317 23968 24052 23749 23868 -82 38,702 99,805 -2,207
Apr15 150317 23988 24056 23757 23875 -81 1,270 5,070 +320
Total Volume and Open Interest 40,094 109,257 -1,867
DAX(EUREX)
Mar15 150317 12152.5 12198.0 11928.5 11986.0 -181.0 133,140 165,121 -3,038
Jun15 150317 12175.0 12217.5 11949.5 12009.0 -179.0 27,866 41,940 +8,828
Sep15 150317 12175.5 12214.5 11955.5 12011.0 -180.5 72 765 +20
Total Volume and Open Interest 161,078 207,826 +5,810
FT-SE 100(EURONEXT)
Mar15 150317 6789.50 6853.00 6788.50 6829.50 +34.00 123,503 527,806 -49,223
Jun15 150317 6735.00 6795.00 6730.50 6772.00 +34.50 39,153 96,116 +41,405
Sep15 150317 6693.50 6720.50 6693.50 6720.50 +34.50 0 576 +0
Total Volume and Open Interest 162,656 624,609 -7,818
SPI 200(SFE)
Mar15 150317 5797.0 5867.0 5792.0 5836.0 +40.0 35,678 261,331 -16,206
Jun15 150317 5798.0 5867.0 5792.0 5835.0 +39.0 11,817 20,450 +2,837
Sep15 150317 5781.0 5781.0 5781.0 5781.0 +38.0 1 2,617 +1
Total Volume and Open Interest 47,534 286,773 -13,334
FTSE MIB(ISE)
Mar15 150317 22940.00 22985.00 22605.00 22710.00 -223.00 33,365 52,292 -4,254
Jun15 150317 22540.00 22615.00 22240.00 22353.00 -218.00 5,245 9,076 +4,203
Sep15 150317 22450.00 22465.00 22261.00 22261.00 -218.00 0 3 +0
Total Volume and Open Interest 38,610 61,371 -51
KOSPI 200(KFE)
Jun15 150317 254.25 259.95 254.25 259.45 +5.35 103,505 98,609 +1,073
Sep15 150317 255.45 260.90 255.45 260.55 +5.80 233 1,376 +152
Dec15 150317 261.45 261.85 260.75 261.60 +5.25 0 615 +76
Total Volume and Open Interest 103,738 101,591 +1,301
GSCI(CME)
Apr15 150317 386.90 390.90 384.80 386.90 -3.90 1,603 12,242 +1,538
May15 150317 392.20 396.20 390.50 392.20 -3.90      
Jun15 150317 396.20 400.20 395.00 396.20 -3.90      
Total Volume and Open Interest 3,171 13,148  
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy