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 Thu July 16, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug15 150716 1027.25 1038.25 1015.25 1019.00 -6.00 34,977 80,119 -455
Sep15 150716 1018.50 1030.00 1006.00 1010.25 -6.00 9,968 32,148 +890
Nov15 150716 1018.75 1029.75 1006.50 1011.00 -5.00 120,611 357,999 +1,684
Jan16 150716 1024.25 1035.25 1012.50 1017.25 -5.00 9,414 54,132 +124
Mar16 150716 1018.75 1029.50 1008.00 1014.00 -3.50 7,991 73,034 +1,032
May16 150716 1011.75 1020.00 1000.00 1006.50 -2.75 7,084 44,300 +415
Jul16 150716 1008.50 1018.75 1000.00 1005.75 -3.00 1,971 21,853 +88
Aug16 150716 999.25 1005.50 995.25 995.25 -3.25 14 547 -2
Sep16 150716 972.25 983.25 972.25 972.25 -3.75 9 383 -3
Nov16 150716 964.25 971.25 953.00 956.75 -4.50 859 11,213 +68
Jan17 150716 962.00 962.00 962.00 962.00 -4.50 0 86 +0
Mar17 150716 979.25 979.50 965.00 965.00 -5.25 0 76 +0
May17 150716 966.00 966.00 966.00 966.00 -5.25 0 35 +0
Jul17 150716 972.25 972.25 972.25 972.25 -3.25 0 72 +0
Total Volume and Open Interest 192,900 676,345 +3,576
Soybean Meal(CBOT)
Aug15 150716 363.30 372.10 360.30 363.60 +1.40 19,249 54,596 -1,332
Sep15 150716 355.70 363.30 352.00 355.60 +0.90 16,218 47,403 +1,174
Oct15 150716 351.60 358.40 347.40 350.70 +0.10 5,743 35,747 +695
Dec15 150716 351.10 357.70 346.60 349.70 -0.60 37,733 178,756 +277
Jan16 150716 349.10 355.20 344.90 347.50 -1.30 2,206 16,220 +272
Mar16 150716 344.90 349.80 340.20 343.00 -1.60 3,270 20,082 +509
May16 150716 341.30 344.40 336.50 338.70 -1.20 2,992 20,234 +661
Jul16 150716 340.00 342.80 335.30 337.60 -1.20 1,821 15,515 +135
Aug16 150716 338.40 340.00 335.20 335.80 -1.10 571 2,496 +79
Sep16 150716 333.20 336.00 329.80 332.10 -1.10 581 3,184 +68
Total Volume and Open Interest 91,060 402,626 +2,445
Soybean Oil(CBOT)
Aug15 150716 31.69 31.95 31.40 31.46 -0.19 26,721 54,860 -3,381
Sep15 150716 31.76 32.02 31.47 31.54 -0.19 11,552 38,280 +490
Oct15 150716 31.85 32.10 31.55 31.61 -0.19 4,776 24,730 +224
Dec15 150716 32.07 32.33 31.72 31.80 -0.22 46,214 173,485 +1,639
Jan16 150716 32.25 32.47 31.95 32.00 -0.21 3,326 24,993 +444
Mar16 150716 32.32 32.56 32.05 32.10 -0.21 3,241 20,597 +380
May16 150716 32.37 32.51 32.01 32.08 -0.21 2,451 18,379 +563
Jul16 150716 32.38 32.56 32.11 32.14 -0.20 1,743 13,211 +176
Aug16 150716 32.40 32.54 32.11 32.11 -0.20 57 1,850 -2
Sep16 150716 32.24 32.24 32.06 32.06 -0.22 32 1,528 -2
Total Volume and Open Interest 100,345 375,836 +323
Canola(WCE)
Jul15 150714 531.8 531.8 531.8 531.8 -8.2 0 10 +0
Nov15 150716 524.5 529.0 516.4 517.0 -7.6 13,450 158,383 -2,875
Jan16 150716 523.7 528.1 516.0 516.5 -7.1 844 17,132 +241
Mar16 150716 522.8 523.7 511.9 512.5 -7.5 159 3,705 +137
May16 150716 518.6 518.7 507.2 507.4 -7.6 42 633 -6
Total Volume and Open Interest 14,529 182,402 -2,479
Corn(CBOT)
Sep15 150716 430.25 438.75 428.25 430.00 +0.50 157,441 533,353 +653
Dec15 150716 441.00 449.25 439.25 441.00 +0.75 221,720 540,856 +1,474
Mar16 150716 451.00 459.00 449.25 451.00 +0.50 42,268 129,861 -474
May16 150716 456.25 464.00 454.75 456.25 +0.75 3,639 27,404 +776
Jul16 150716 459.00 466.50 458.00 459.75 +1.25 6,843 52,553 -7
Sep16 150716 438.00 441.25 432.00 432.75 -2.25 4,794 12,767 -268
Dec16 150716 437.00 443.00 433.25 434.25 -2.50 6,345 46,629 +1,342
Mar17 150716 447.00 450.00 442.50 442.75 -3.00 26 1,979 +15
May17 150716 457.00 457.00 447.75 447.75 -3.75 12 778 +0
Jul17 150716 458.00 458.00 449.00 449.75 -2.25 10 733 +9
Total Volume and Open Interest 443,126 1,348,574 +2,573
Wheat(CBOT)
Sep15 150716 567.50 574.00 561.50 562.25 -4.50 63,921 228,370 -736
Dec15 150716 575.25 581.75 569.50 571.00 -3.50 32,592 117,585 +931
Mar16 150716 582.25 589.00 577.00 579.00 -3.25 10,408 36,239 +967
May16 150716 585.00 591.00 582.00 582.50 -3.50 2,315 10,244 +369
Jul16 150716 583.50 591.25 579.75 581.00 -4.75 1,344 11,566 +501
Sep16 150716 592.00 592.00 586.75 586.75 -5.00 29 397 +10
Total Volume and Open Interest 110,706 407,140 +1,962
Wheat(KCBT)
Sep15 150716 559.00 565.00 553.00 553.25 -5.75 12,480 111,868 -193
Dec15 150716 579.00 584.75 572.50 573.00 -6.00 4,202 49,249 +62
Mar16 150716 593.25 598.25 586.75 586.75 -6.25 1,317 15,491 +237
May16 150716 601.75 604.25 595.00 595.00 -6.50 332 4,599 -57
Jul16 150716 608.00 610.00 600.75 600.75 -6.25 318 9,650 +176
Sep16 150716 616.50 616.50 609.50 609.50 -6.00 91 628 -9
Total Volume and Open Interest 18,803 192,054 +262
Wheat(MGE)
Sep15 150716 588.75 597.25 581.25 582.00 -7.50 3,399 27,817 +64
Dec15 150716 604.00 612.25 597.50 598.25 -6.50 849 17,268 +62
Mar16 150716 614.75 623.50 611.25 611.75 -4.75 260 8,078 -104
May16 150716 628.00 628.00 620.00 620.00 -4.50 134 2,064 +25
Jul16 150716 634.50 634.50 625.25 625.50 -4.00 46 1,725 -4
Total Volume and Open Interest 4,716 57,357 +40
Oats(CBOT)
Sep15 150716 255.25 258.75 255.00 256.25 +0.75 70 2,078 +10
Dec15 150716 268.00 270.75 268.00 268.50 +1.25 268 5,255 +41
Mar16 150716 279.75 281.00 279.50 279.50 +0.75 9 410 +9
May16 150716 282.25 282.25 282.25 282.25 +0.50 0 2 +0
Total Volume and Open Interest 347 7,745 +60
Rough Rice(CBOT)
Jul15 150714 10.90 10.90 10.90 10.90 +0.20 49 198 +16
Sep15 150716 11.05 11.09 10.94 10.96 -0.10 664 7,689 -28
Nov15 150716 11.33 11.33 11.23 11.23 -0.10 69 1,198 +2
Jan16 150716 11.50 11.50 11.50 11.50 -0.10 6 76 +2
Total Volume and Open Interest 742 8,968 -227
Live Cattle(CME)
Aug15 150716 147.000 147.100 146.100 146.500 -0.535 32,480 64,659 -5,593
Oct15 150716 150.000 150.150 149.050 149.435 -0.800 25,343 91,382 +5,635
Dec15 150716 152.130 152.185 151.075 151.400 -0.885 8,915 43,192 +250
Feb16 150716 152.785 152.785 151.600 151.900 -1.035 4,267 19,344 +531
Apr16 150716 152.000 152.000 150.735 151.050 -1.150 1,230 10,510 -4
Jun16 150716 143.900 144.185 143.380 143.735 -0.715 391 4,567 +181
Total Volume and Open Interest 72,682 235,318 +1,012
Feeder Cattle(CME)
Aug15 150716 214.685 214.850 213.200 214.485 -0.845 6,926 19,388 -427
Sep15 150716 212.900 213.185 211.250 212.485 -1.145 2,871 7,968 +455
Oct15 150716 211.050 211.080 209.130 210.285 -1.345 2,526 6,560 +239
Nov15 150716 209.435 209.435 207.550 208.650 -1.230 1,030 3,881 -19
Jan16 150716 203.880 203.880 201.985 202.900 -1.150 584 3,165 +35
Mar16 150716 202.330 202.330 200.750 201.485 -1.315 133 1,260 +10
Apr16 150716 201.800 201.985 201.080 201.850 -1.435 24 255 -5
Total Volume and Open Interest 14,118 42,628 +300
Lean Hogs(CME)
Aug15 150716 75.475 76.400 75.035 76.000 +0.700 25,935 45,132 -6,752
Oct15 150716 64.750 65.300 63.900 64.535 -0.440 19,448 84,780 +5,583
Dec15 150716 61.800 61.900 60.950 61.580 +0.080 7,071 45,988 -380
Feb16 150716 67.000 67.200 66.285 66.950 +0.050 2,933 17,729 +685
Apr16 150716 71.885 72.250 71.135 71.650 -0.450 843 11,038 +354
May16 150716 76.050 76.050 76.050 76.050 -0.200 5 224 +2
Jun16 150716 79.975 79.975 79.035 79.500 -0.430 273 3,755 +137
Jul16 150716 79.050 79.050 78.500 78.700 -0.300 99 491 +39
Total Volume and Open Interest 58,516 216,904 -509
Class III Milk(CME)
Jul15 150716 16.32 16.34 16.31 16.31 -0.04 72 4,685 +16
Aug15 150716 16.09 16.17 15.95 16.07 -0.02 153 4,333 -18
Sep15 150716 16.11 16.11 15.95 16.05 -0.02 70 4,140 -11
Oct15 150716 16.17 16.17 16.06 16.12 -0.05 29 3,648 +8
Nov15 150716 16.20 16.20 16.10 16.10 -0.09 21 3,411 -3
Dec15 150716 16.18 16.21 16.10 16.14 -0.06 96 3,124 -42
Jan16 150716 15.94 15.94 15.77 15.83 -0.17 35 944 +4
Feb16 150716 15.82 15.82 15.70 15.76 -0.19 13 827 +7
Mar16 150716 15.75 15.75 15.65 15.68 -0.17 23 741 +15
Apr16 150716 15.65 15.65 15.60 15.64 -0.12 39 508 +11
May16 150716 15.90 15.90 15.72 15.73 -0.17 21 509 +18
Jun16 150716 16.13 16.15 16.00 16.05 -0.10 49 468 +14
Jul16 150716 16.50 16.50 16.43 16.45 -0.08 51 218 +44
Total Volume and Open Interest 699 28,403 +84
Cocoa(ICE)
Jul15 150716 3358 3358 3358 3358 +2 68 127 +0
Sep15 150716 3355 3363 3333 3352 -1 16,120 109,707 +2,610
Dec15 150716 3347 3355 3327 3345 -2 6,662 61,166 +1,537
Mar16 150716 3342 3350 3325 3340 -3 3,091 31,843 +1,057
May16 150716 3330 3340 3320 3336 -2 543 8,913 +150
Jul16 150716 3321 3328 3321 3328 -2 96 7,679 +29
Sep16 150716 3318 3318 3318 3318 -3 218 728 -87
Total Volume and Open Interest 26,970 224,273 +5,301
Coffee "C"(ICE)
Jul15 150716 128.00 128.00 127.35 127.45 -0.55 7 25 -6
Sep15 150716 129.05 130.30 127.45 128.85 -0.90 17,447 99,477 -1,319
Dec15 150716 132.65 133.60 130.95 132.35 -0.80 4,447 44,492 -528
Mar16 150716 136.10 137.25 134.75 136.00 -0.75 1,002 14,896 -98
May16 150716 137.90 139.45 137.00 138.20 -0.75 392 9,895 -3
Jul16 150716 140.25 141.50 139.00 140.25 -0.80 263 3,221 +52
Total Volume and Open Interest 23,780 182,704 -1,855
Orange Juice(ICE)
Sep15 150716 122.15 122.40 119.10 119.85 -2.75 753 9,628 +112
Nov15 150716 122.60 122.60 121.15 121.15 -2.55 42 1,740 +8
Jan16 150716 123.60 123.60 123.10 123.10 -2.25 26 671 +7
Mar16 150716 125.55 125.55 125.05 125.05 -2.15 20 132 +17
May16 150716 126.65 126.65 126.65 126.65 -2.20 0 5 +0
Jul16 150716 126.65 126.65 126.65 126.65 -2.20      
Total Volume and Open Interest 841 12,176 +144
Sugar #11(ICE)
Oct15 150716 12.41 12.47 12.16 12.27 -0.19 58,281 458,551 -8,014
Mar16 150716 13.73 13.75 13.50 13.62 -0.13 21,723 198,391 +4,949
May16 150716 13.79 13.80 13.58 13.71 -0.10 6,982 41,296 +1,168
Jul16 150716 13.79 13.86 13.62 13.75 -0.07 4,637 41,078 +1,651
Oct16 150716 13.94 14.03 13.83 13.95 -0.04 1,020 32,040 +293
Mar17 150716 14.43 14.53 14.35 14.46 -0.01 561 14,168 +313
May17 150716 14.48 14.56 14.45 14.54 +0.02 100 2,179 -15
Jul17 150716 14.59 14.61 14.52 14.57 +0.02 67 2,658 -13
Total Volume and Open Interest 93,421 794,716 +358
London Cocoa(LCE)
Jul15 150716 2199 2205 2194 2194 -13 4,082 11,691 -1,948
Sep15 150716 2223 2229 2216 2221 -4 14,154 87,171 -1,759
Dec15 150716 2215 2222 2210 2216 unch 8,212 66,651 +1,173
Mar16 150716 2199 2203 2190 2197 +1 3,723 57,804 +724
May16 150716 2193 2196 2187 2192 unch 1,298 17,102 +333
Jul16 150716 2187 2190 2185 2188 +2 280 24,318 +17
Sep16 150716 2179 2182 2179 2181 +3 397 11,908 +278
Total Volume and Open Interest 32,160 281,231 -1,172
London Sugar(LCE)
Oct15 150716 363.60 365.00 357.80 361.50 -2.60 5,672 39,592 +172
Dec15 150716 364.50 365.40 358.30 361.20 -3.90 1,310 16,330 +54
Mar16 150716 368.00 368.00 361.80 364.10 -3.90 576 15,034 +142
May16 150716 370.60 371.70 366.50 368.20 -3.30 33 4,990 -78
Aug16 150716 375.50 375.50 371.40 373.60 -2.40 52 2,188 +8
Total Volume and Open Interest 11,021 86,386 -1,082
Cotton(ICE)
Oct15 150716 65.51 65.51 64.87 65.30 -0.02 61 412 +6
Dec15 150716 64.99 65.44 64.71 65.24 +0.37 11,014 149,760 +544
Mar16 150716 64.87 65.25 64.73 64.96 +0.07 1,862 20,904 +619
May16 150716 64.91 64.95 64.83 64.92 unch 119 1,967 +52
Jul16 150716 65.10 65.10 64.96 65.07 -0.03 54 3,511 +12
Oct16 150716 65.26 65.26 65.26 65.26 -0.03 0 1 +0
Total Volume and Open Interest 13,123 178,153 +1,239
Lumber(CME)
Sep15 150716 284.4 285.0 279.2 280.5 -3.9 332 3,171 +10
Nov15 150716 282.0 283.6 278.3 279.2 -4.1 72 782 +27
Jan16 150716 287.4 287.4 286.9 286.9 -4.6 5 87 +3
Mar16 150716 293.5 293.5 293.5 293.5 -4.8 0 20 +0
Total Volume and Open Interest 452 4,080 +4
Crude Oil(NYM)
Aug15 150716 51.62 52.17 50.84 50.91 -0.50 422,756 150,815 -19,751
Sep15 150716 51.95 52.54 51.16 51.24 -0.55 205,986 457,620 +35,456
Oct15 150716 52.27 52.89 51.55 51.62 -0.57 63,016 157,442 +6,663
Nov15 150716 52.88 53.42 52.10 52.17 -0.55 31,782 80,742 +2,476
Dec15 150716 53.27 53.95 52.67 52.74 -0.53 84,820 231,843 +5,826
Jan16 150716 53.88 54.37 53.16 53.23 -0.52 22,738 72,853 +239
Feb16 150716 54.58 54.58 53.63 53.63 -0.52 8,437 36,499 +1,047
Mar16 150716 54.76 55.05 53.93 53.99 -0.53 12,169 64,083 +792
Apr16 150716 55.09 55.35 54.33 54.33 -0.53 3,160 21,522 -106
May16 150716 55.36 55.71 54.67 54.67 -0.51 1,705 20,262 -39
Jun16 150716 55.76 56.13 55.00 55.01 -0.49 20,115 79,809 -594
Jul16 150716 55.81 55.81 55.27 55.27 -0.49 1,943 17,845 -164
Aug16 150716 55.54 56.53 55.54 55.54 -0.49 1,149 14,480 +48
Sep16 150716 56.63 56.77 55.83 55.83 -0.48 2,184 35,525 -270
Oct16 150716 56.14 56.86 56.14 56.14 -0.48 1,083 14,303 +54
Nov16 150716 56.47 57.20 56.47 56.47 -0.48 568 15,216 +0
Total Volume and Open Interest 916,854 1,733,695 +33,331
e-miNY Crude Oil(NYM)
Jul15 150619 60.450 60.575 58.900 59.600 -0.850 8,608 2,307 +40
Aug15 150716 51.625 52.175 50.825 50.900 -0.500 9,700 2,982 -33
Sep15 150716 52.025 52.525 51.175 51.250 -0.550 1,269 3,113 +132
Oct15 150716 52.175 52.800 51.575 51.625 -0.575 279 579 +7
Nov15 150716 53.075 53.250 52.150 52.175 -0.550 102 907 +11
Dec15 150716 53.475 53.775 52.725 52.750 -0.525 23 960 -1
Jan16 150716 54.150 54.200 53.200 53.225 -0.525 3 17 +2
Feb16 150716 54.525 54.525 53.600 53.625 -0.525 7 12 +4
Mar16 150716 54.000 54.000 54.000 54.000 -0.525 5 11 +5
Apr16 150716 54.325 54.325 54.325 54.325 -0.525 0 2 +0
Total Volume and Open Interest 11,388 8,655 +127
NY Harbor ULSD(NYM)
Aug15 150716 167.64 168.49 166.45 166.62 -0.31 49,340 59,942 -5,508
Sep15 150716 169.30 170.19 167.86 168.02 -0.55 29,496 80,278 +1,530
Oct15 150716 170.48 172.41 170.11 170.28 -0.58 14,875 44,091 +717
Nov15 150716 173.90 174.53 172.40 172.58 -0.54 8,558 30,906 +504
Dec15 150716 176.17 176.78 174.47 174.67 -0.56 15,539 46,823 -1,646
Jan16 150716 177.49 178.57 176.37 176.52 -0.60 5,698 21,548 +484
Feb16 150716 178.19 179.03 177.36 177.36 -0.65 2,875 13,515 -973
Mar16 150716 178.71 178.71 177.24 177.24 -0.69 2,565 19,127 +216
Apr16 150716 177.67 178.06 176.36 176.36 -0.74 665 9,363 +108
May16 150716 177.79 178.16 176.65 176.65 -0.75 312 5,529 -47
Jun16 150716 178.76 179.67 177.25 177.38 -0.73 3,110 16,138 -615
Jul16 150716 179.90 179.90 178.73 178.73 -0.72 97 2,217 -33
Aug16 150716 180.88 181.90 180.19 180.19 -0.71 109 3,105 +1
Sep16 150716 183.42 183.42 181.63 181.63 -0.69 93 3,087 -3
Total Volume and Open Interest 133,779 376,772 -5,224
RBOB Gasoline(NYM)
Aug15 150716 186.24 190.69 185.52 189.67 +3.78 60,322 67,140 -4,488
Sep15 150716 181.39 185.07 180.73 184.29 +3.18 49,372 95,130 +1,992
Oct15 150716 162.35 165.15 161.93 164.03 +1.75 25,866 42,670 +1,059
Nov15 150716 157.51 159.55 156.68 158.24 +1.11 20,373 36,908 -595
Dec15 150716 154.15 156.65 154.06 155.23 +0.66 16,320 49,151 -910
Jan16 150716 153.55 155.85 153.55 154.40 +0.35 3,933 15,322 -356
Feb16 150716 156.01 156.43 154.68 155.18 +0.15 2,008 7,407 -110
Mar16 150716 158.57 158.68 156.82 157.08 -0.07 2,600 9,454 -216
Apr16 150716 177.50 177.70 176.70 176.86 -0.07 1,156 6,210 +268
May16 150716 178.01 178.01 177.39 177.54 -0.13 695 7,059 +135
Total Volume and Open Interest 184,321 368,541 -3,425
e-miNY RBOB Gasoline(NYM)
Aug15 150716 189.67 189.67 189.67 189.67 +3.78 0 1 +0
Sep15 150716 184.29 184.29 184.29 184.29 +3.18      
Oct15 150716 164.03 164.03 164.03 164.03 +1.75      
Nov15 150716 158.24 158.24 158.24 158.24 +1.11      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Aug15 150716 2.914 2.930 2.842 2.854 -0.064 151,862 113,098 -10,105
Sep15 150716 2.905 2.921 2.843 2.853 -0.056 73,870 240,880 +3,631
Oct15 150716 2.930 2.944 2.868 2.880 -0.051 38,073 139,705 -1,770
Nov15 150716 3.024 3.036 2.961 2.978 -0.044 27,158 95,452 +961
Dec15 150716 3.193 3.204 3.136 3.150 -0.045 18,116 73,777 +569
Jan16 150716 3.304 3.307 3.241 3.256 -0.044 27,936 87,609 -16
Feb16 150716 3.296 3.300 3.239 3.253 -0.042 4,796 19,910 +261
Mar16 150716 3.249 3.254 3.198 3.210 -0.040 12,684 47,855 +356
Apr16 150716 3.100 3.102 3.047 3.061 -0.029 10,843 46,981 +567
May16 150716 3.084 3.087 3.044 3.059 -0.028 3,122 16,939 +1,525
Jun16 150716 3.118 3.118 3.081 3.086 -0.027 2,456 14,116 +241
Jul16 150716 3.136 3.138 3.101 3.116 -0.027 337 10,708 +10
Aug16 150716 3.145 3.147 3.122 3.129 -0.028 162 11,283 +66
Sep16 150716 3.138 3.138 3.120 3.125 -0.030 106 7,369 +9
Oct16 150716 3.186 3.186 3.144 3.158 -0.027 513 14,257 -38
Nov16 150716 3.238 3.238 3.238 3.238 -0.027 117 5,301 -4
Total Volume and Open Interest 372,551 1,000,887 -3,510
Brent Crude Oil(ICE)
Aug15 150716 57.31 58.21 56.95 57.51 +0.46 143,123 61,698 -25,512
Sep15 150716 57.36 58.00 56.86 56.92 -0.20 330,179 343,561 -7,289
Oct15 150716 57.67 58.32 57.26 57.31 -0.15 113,599 245,089 +11,742
Nov15 150716 58.25 58.76 57.78 57.82 -0.14 61,922 132,729 +3,969
Dec15 150716 58.66 59.22 58.27 58.32 -0.12 122,082 273,559 +4,642
Jan16 150716 59.15 59.59 58.73 58.79 -0.11 27,940 78,260 +3,203
Feb16 150716 59.50 60.00 59.14 59.18 -0.12 15,207 60,509 +878
Mar16 150716 59.98 60.33 59.46 59.51 -0.12 26,611 82,230 +1,320
Apr16 150716 60.36 60.67 59.82 59.88 -0.13 12,473 46,671 +347
May16 150716 60.25 60.25 60.25 60.25 -0.15 7,962 34,112 +1,943
Jun16 150716 61.10 61.42 60.52 60.60 -0.15 41,696 78,649 -3,681
Jul16 150716 60.94 60.94 60.94 60.94 -0.16 3,072 22,716 +504
Aug16 150716 61.28 61.28 61.28 61.28 -0.18 2,156 21,852 +594
Sep16 150716 62.42 62.42 61.64 61.64 -0.19 5,070 28,764 -158
Total Volume and Open Interest 969,185 1,839,732 -5,738
Gas Oil(ICE)
Aug15 150716 519.00 522.50 515.00 519.75 -3.75 84,121 181,252 -9,471
Sep15 150716 523.25 527.25 519.25 524.25 -3.75 75,956 136,678 +8,210
Oct15 150716 530.50 533.25 526.00 530.50 -4.00 40,808 127,694 +4,216
Nov15 150716 536.25 537.25 531.00 534.25 -4.00 13,964 59,601 +1,273
Dec15 150716 538.00 540.75 532.75 537.25 -4.00 37,581 103,756 +39
Jan16 150716 541.75 543.25 537.50 541.00 -3.75 4,896 26,566 +411
Feb16 150716 543.25 547.00 541.25 544.50 -3.75 2,954 20,225 +437
Mar16 150716 548.00 549.75 544.00 547.25 -3.75 3,807 23,606 +1,110
Apr16 150716 548.75 549.25 548.50 549.25 -3.75 1,646 15,330 +128
May16 150716 553.00 553.00 552.00 552.25 -3.75 1,203 9,141 -37
Total Volume and Open Interest 282,046 838,054 +7,184
Ethanol(CBOT)
Aug15 150716 1.580 1.595 1.563 1.574 -0.006 231 2,256 -71
Sep15 150716 1.578 1.587 1.560 1.563 -0.006 156 1,201 -1
Oct15 150716 1.553 1.574 1.553 1.553 -0.005 5 567 -2
Nov15 150716 1.542 1.564 1.542 1.542 -0.005 15 481 +1
Dec15 150716 1.550 1.554 1.539 1.539 +0.003 147 1,251 -81
Jan16 150716 1.540 1.543 1.526 1.526 +0.003 43 396 +20
Feb16 150716 1.550 1.550 1.530 1.530 +0.005 0 105 +0
Mar16 150716 1.560 1.560 1.545 1.545 +0.005 0 359 +0
Total Volume and Open Interest 607 6,871 -127
WTI Crude Oil(ICE)
Aug15 150716 51.72 52.17 50.85 50.91 -0.50 44,207 39,860 -2,775
Sep15 150716 52.08 52.51 51.16 51.24 -0.55 44,625 89,105 +9,188
Oct15 150716 52.78 52.86 51.60 51.62 -0.57 16,864 34,843 +1,275
Nov15 150716 52.83 53.24 52.17 52.17 -0.55 6,748 17,013 +540
Dec15 150716 53.85 53.92 52.66 52.74 -0.53 21,377 84,921 -3,267
Jan16 150716 54.01 54.20 53.23 53.23 -0.52 3,056 11,672 +270
Feb16 150716 54.51 54.56 53.61 53.63 -0.52 1,730 2,602 -42
Mar16 150716 54.48 54.55 53.99 53.99 -0.53 3,053 12,447 +1,418
Apr16 150716 54.83 54.84 54.33 54.33 -0.53 411 3,623 -13
May16 150716 54.67 54.67 54.67 54.67 -0.51 118 3,334 -8
Jun16 150716 55.73 55.75 55.01 55.01 -0.49 6,257 21,694 -4,054
Jul16 150716 55.27 55.27 55.27 55.27 -0.49 187 1,348 -11
Aug16 150716 55.54 55.54 55.54 55.54 -0.49 101 1,972 +9
Sep16 150716 55.83 55.83 55.83 55.83 -0.48 73 3,564 +0
Oct16 150716 56.14 56.14 56.14 56.14 -0.48 422 1,176 +402
Nov16 150716 56.47 56.47 56.47 56.47 -0.48 31 1,311 +7
Total Volume and Open Interest 153,983 408,425 +3,991
US Dollar Index(ICE)
Sep15 150716 97.350 97.915 97.310 97.805 +0.525 29,547 84,656 +1,057
Dec15 150716 97.735 98.230 97.690 98.145 +0.527 452 3,710 +146
Mar16 150716 98.425 98.570 98.200 98.435 +0.527 5 319 +4
Total Volume and Open Interest 30,013 88,719 +1,216
Australian Dollar(CME)
Sep15 150716 73.56 74.14 73.26 73.80 +0.34 67,873 148,130 +1,032
Dec15 150716 73.22 73.77 72.94 73.45 +0.34 340 253 +59
Mar16 150716 73.14 73.34 72.76 73.14 +0.33 1 14 +0
Total Volume and Open Interest 68,214 148,406 +1,091
British Pound(CME)
Sep15 150716 156.31 156.44 155.53 155.99 -0.24 96,147 156,848 -3,346
Dec15 150716 156.22 156.32 155.43 155.89 -0.24 36 172 -11
Mar16 150716 155.80 156.07 155.64 155.80 -0.23 0 31 +0
Total Volume and Open Interest 96,183 157,073 -3,357
Canadian Dollar(CME)
Sep15 150716 77.38 77.45 77.05 77.07 -0.22 57,933 132,966 +2,626
Dec15 150716 77.39 77.39 77.03 77.03 -0.22 281 4,603 +166
Mar16 150716 77.06 77.28 77.02 77.02 -0.22 4 710 +9
Jun16 150716 77.43 77.43 77.04 77.04 -0.23 2 100 +2
Total Volume and Open Interest 58,220 138,431 +2,803
Japanese Yen(CME)
Sep15 150716 80.83 80.86 80.58 80.61 -0.27 82,488 245,481 -877
Dec15 150716 80.90 80.92 80.70 80.73 -0.28 167 2,013 +24
Mar16 150716 80.94 80.94 80.94 80.94 -0.28 3 106 +2
Total Volume and Open Interest 82,658 247,704 -851
Swiss Franc(CME)
Sep15 150716 105.24 105.29 104.52 104.62 -0.60 17,139 22,006 -590
Dec15 150716 105.10 105.65 104.92 105.00 -0.62 5 360 -4
Mar16 150716 105.47 105.47 105.47 105.47 -0.61 0 19 +0
Total Volume and Open Interest 17,144 22,390 -594
EuroFX(CME)
Sep15 150716 109.53 109.72 108.64 108.83 -0.74 192,394 353,329 -436
Dec15 150716 109.71 109.86 108.81 108.99 -0.74 526 2,906 -141
Mar16 150716 109.65 110.03 109.05 109.22 -0.73 60 367 +8
Total Volume and Open Interest 193,023 356,760 -570
Mexican Peso(CME)
Aug15 150716 630.75 630.75 630.75 630.75 -0.62      
Sep15 150716 631.25 631.25 628.75 629.38 -0.88 23,285 131,254 -246
Total Volume and Open Interest 23,491 153,639 -104
Brazilian Real(CME)
Aug15 150716 316.70 317.60 314.80 315.85 -1.10 773 2,531 +405
Sep15 150716 313.30 314.40 311.65 312.65 -1.15 1,342 6,440 +1,294
Oct15 150716 309.50 309.50 309.50 309.50 -1.05 0 1 +0
Nov15 150716 306.55 306.55 306.55 306.55 -1.20      
Total Volume and Open Interest 2,115 18,124 +1,699
30-Year T-Bonds(CBOT)
Sep15 150716 150~210 151~200 150~000 151~110 +0~160 206,826 484,578 -6,040
Dec15 150716 148~230 150~040 148~190 149~290 +0~160 19 270 +7
Mar16 150716 148~270 148~270 148~270 148~270 +0~160      
Total Volume and Open Interest 206,845 484,848 -6,033
10-Year T-Notes(CBOT)
Sep15 150716 126~080 126~100 125~275 126~055 -0~055 928,621 2,692,189 -16,019
Dec15 150716 125~110 125~130 125~015 125~110 -0~060 106 4,566 +74
Mar16 150716 124~270 124~270 124~270 124~270 -0~060      
Total Volume and Open Interest 928,727 2,696,755 -15,945
5-Year T-Notes(CBOT)
Sep15 150716 119~114 119~122 119~020 119~070 -0~056 497,427 2,139,412 +1,281
Dec15 150716 118~180 118~180 118~154 118~180 -0~054 2 485 +0
Mar16 150716 118~180 118~180 118~180 118~180 -0~054      
Total Volume and Open Interest 497,429 2,139,897 +1,281
2 Year T-Notes(CBOT)
Sep15 150716 109~170 109~170 109~136 109~144 -0~026 181,684 1,280,460 +13,539
Dec15 150716 109~014 109~032 109~014 109~024 -0~032 1,464 1,366 +844
Mar16 150716 109~024 109~024 109~024 109~024 -0~032      
Total Volume and Open Interest 183,148 1,281,826 +14,383
Eurodollars(CME)
Sep15 150716 99.645 99.645 99.630 99.640 -0.005 156,218 1,193,880 +5,903
Dec15 150716 99.485 99.485 99.465 99.475 -0.015 186,044 1,285,724 +1,475
Mar16 150716 99.320 99.320 99.280 99.295 -0.025 141,363 1,013,173 -2,078
Jun16 150716 99.120 99.125 99.075 99.090 -0.035 134,176 1,005,384 +3,065
Sep16 150716 98.910 98.910 98.855 98.875 -0.040 166,110 974,356 -5,815
Dec16 150716 98.695 98.695 98.635 98.660 -0.040 163,683 1,219,707 +8,716
Mar17 150716 98.510 98.510 98.450 98.475 -0.040 110,364 713,150 +5,421
Jun17 150716 98.330 98.330 98.270 98.295 -0.040 105,074 672,164 -6,091
Sep17 150716 98.165 98.165 98.105 98.140 -0.035 113,026 589,461 +746
Dec17 150716 98.015 98.015 97.955 97.990 -0.030 100,676 676,833 +10,105
Mar18 150716 97.885 97.885 97.825 97.865 -0.025 60,983 415,284 -2,731
Jun18 150716 97.760 97.765 97.700 97.745 -0.020 65,042 345,373 -153
Sep18 150716 97.635 97.640 97.585 97.630 -0.020 42,669 213,007 +642
Dec18 150716 97.520 97.525 97.465 97.515 -0.015 35,087 252,449 -410
Mar19 150716 97.420 97.430 97.365 97.420 -0.010 20,092 147,629 +1,911
Jun19 150716 97.320 97.335 97.270 97.325 -0.005 22,482 178,274 -336
Sep19 150716 97.225 97.245 97.175 97.235 unch 17,624 124,284 +395
Dec19 150716 97.135 97.155 97.085 97.145 +0.005 14,875 89,309 +293
Total Volume and Open Interest 1,688,481 11,399,834 +26,733
Ultra T-Bond(CBOT)
Sep15 150716 153~22 154~24 152~29 154~14 +0~19 71,808 605,317 -249
Dec15 150716 153~02 153~02 151~30 153~02 +0~19      
Mar16 150716 152~29 152~29 152~29 152~29 +0~19      
Total Volume and Open Interest 71,808 605,317 -249
30 Day Federal Funds(CBOT)
Jul15 150716 99.870 99.870 99.868 99.870 unch 4,908 150,174 -2,136
Aug15 150716 99.865 99.865 99.860 99.865 unch 8,414 142,842 +452
Sep15 150716 99.830 99.830 99.820 99.830 -0.005 8,129 70,971 -1,098
Oct15 150716 99.785 99.785 99.770 99.780 -0.015 13,940 125,375 -3
Nov15 150716 99.760 99.760 99.740 99.755 -0.015 8,209 116,021 +1,986
Dec15 150716 99.700 99.700 99.690 99.695 -0.020 4,128 66,634 +1,328
Total Volume and Open Interest 60,814 889,222 +1,934
3-Mth Euro-Yen(CME)
Sep15 150716 99.830 99.830 99.830 99.830 unch      
Dec15 150716 99.815 99.815 99.815 99.815 unch      
Mar16 150716 99.675 99.675 99.675 99.675 unch      
Jun16 150716 99.535 99.535 99.535 99.535 unch      
Sep16 150716 99.395 99.395 99.395 99.395 unch      
Dec16 150716 99.830 99.830 99.830 99.830 unch      
Mar17 150716 99.690 99.690 99.690 99.690 unch      
Jun17 150716 99.550 99.550 99.550 99.550 unch      
Sep17 150716 99.410 99.410 99.410 99.410 unch      
Dec17 150716 99.270 99.270 99.270 99.270 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep15 150716 99.83 99.83 99.83 99.83 unch 8 9 +8
Dec15 150716 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar16 150716 99.68 99.68 99.68 99.68 unch      
Jun16 150716 99.54 99.54 99.54 99.54 unch      
Sep16 150716 99.39 99.39 99.39 99.39 unch      
Dec16 150716 99.83 99.83 99.83 99.83 unch 8 12 +8
Mar17 150716 99.69 99.69 99.69 99.69 unch      
Jun17 150716 99.55 99.55 99.55 99.55 unch      
Total Volume and Open Interest 16 25 +16
Japanese Gov't Bonds(SGX)
Sep15 150716 147.05 147.27 147.00 147.12 +0.12 1,356 14,951 +138
Dec15 150716 146.56 146.56 146.56 146.56 +0.12 0 1 +0
Mar16 150716 146.00 146.00 146.00 146.00 +0.12      
Total Volume and Open Interest 1,356 14,952 +138
Euro-Bund(EUREX)
Sep15 150716 152.30 152.54 151.61 152.07 -0.13 481,850 1,104,398 -12,660
Dec15 150716 152.48 152.48 151.70 152.12 -0.14 911 14,231 +51
Mar16 150716 152.93 153.50 152.93 153.37 -0.13 0 12 +0
Total Volume and Open Interest 482,761 1,118,641 -12,609
Euro-Bobl(EUREX)
Sep15 150716 129.77 129.83 129.58 129.67 -0.08 342,004 937,181 -16,616
Dec15 150716 127.76 127.85 127.76 127.85 -0.08 0 410 +0
Mar16 150716 127.85 127.85 127.85 127.85 -0.08      
Total Volume and Open Interest 342,004 937,591 -16,616
3-Mth Euribor(EUREX)
Sep15 150716 100.020 100.020 100.020 100.020 +0.005 0 13,805 +0
Dec15 150716 100.020 100.020 100.020 100.020 unch 0 32,398 +0
Mar16 150716 100.015 100.015 100.015 100.015 -0.005 0 4,772 +0
Total Volume and Open Interest 296 82,065 -12
Long Gilt(LIFFE)
Sep15 150716 115~03 115~15 114~22 115~13 +0~17 143,377 364,469 +713
Dec15 150716 114~19 114~19 114~19 114~19 +0~17      
Total Volume and Open Interest 143,377 364,469 +713
3-Mth Short Sterling(LIFFE)
Sep15 150716 99.35 99.36 99.34 99.35 unch 50,046 328,184 +4,403
Dec15 150716 99.23 99.25 99.21 99.24 +0.01 139,138 351,234 -635
Mar16 150716 99.08 99.12 99.07 99.11 +0.02 109,824 302,235 -17,831
Jun16 150716 98.94 98.96 98.92 98.96 +0.02 92,005 281,043 -1,909
Sep16 150716 98.77 98.80 98.74 98.79 +0.02 107,865 271,183 +4,145
Dec16 150716 98.60 98.63 98.56 98.62 +0.02 108,810 251,435 +10,402
Total Volume and Open Interest 864,429 2,734,088 +15,409
3-Mth Euribor(LIFFE)
Sep15 150716 100.020 100.020 100.015 100.020 +0.005 25,930 397,224 +1,323
Dec15 150716 100.020 100.020 100.015 100.020 unch 29,035 354,624 +2,203
Mar16 150716 100.020 100.020 100.010 100.015 -0.005 28,337 300,349 -1,796
Total Volume and Open Interest 271,532 3,160,757 +6,448
3-Mth Aus T-Bills(SFE)
Sep15 150716 97.87 97.90 97.87 97.90 +0.02 23,770 211,756 +3,692
Dec15 150716 97.91 97.95 97.90 97.94 +0.02 24,011 187,568 +3,047
Mar16 150716 97.92 97.97 97.92 97.96 +0.03 20,851 140,858 +2,274
Jun16 150716 97.90 97.96 97.89 97.94 +0.04 13,081 121,516 -449
Sep16 150716 97.85 97.91 97.84 97.90 +0.05 6,298 73,754 +828
Dec16 150716 97.78 97.84 97.77 97.83 +0.05 3,738 59,233 +1,344
Mar17 150716 97.69 97.76 97.69 97.75 +0.05 3,085 39,078 +953
Jun17 150716 97.61 97.69 97.61 97.67 +0.05 1,161 28,111 +352
Sep17 150716 97.51 97.57 97.51 97.57 +0.05 279 7,944 +151
Dec17 150716 97.43 97.48 97.43 97.48 +0.06 417 2,980 +117
Total Volume and Open Interest 98,121 876,475 +12,992
10-Year Aus T-Bonds(SFE)
Sep15 150716 96.93 97.02 96.91 96.99 +0.06 95,270 639,621 +1,854
Dec15 150716 96.99 96.99 96.99 96.99 +0.06      
Total Volume and Open Interest 95,270 639,621 +1,854
3-Year Aus T-Bonds(SFE)
Sep15 150716 97.94 98.02 97.92 97.99 +0.05 163,873 613,246 +10,653
Dec15 150716 97.99 97.99 97.99 97.99 +0.05      
Total Volume and Open Interest 163,873 613,246 +10,653
Gold(CMX)
Aug15 150716 1146.2 1148.2 1140.6 1143.9 -3.5 109,142 235,061 -7,735
Oct15 150716 1148.9 1149.1 1142.1 1144.8 -3.6 7,892 14,410 +1,666
Dec15 150716 1149.9 1149.9 1142.7 1146.0 -3.6 27,432 144,345 +14,116
Feb16 150716 1145.3 1147.9 1144.9 1147.2 -3.6 2,627 19,153 +471
Apr16 150716 1148.0 1148.6 1147.0 1148.4 -3.6 814 12,656 -155
Jun16 150716 1153.6 1153.6 1148.6 1149.7 -3.5 297 9,134 -42
Aug16 150716 1149.6 1151.2 1149.6 1151.2 -3.5 30 1,987 +6
Oct16 150716 1152.9 1152.9 1152.9 1152.9 -3.4 15 1,349 +7
Dec16 150716 1154.5 1154.7 1152.9 1154.7 -3.3 102 11,236 +44
Feb17 150716 1156.7 1156.7 1156.7 1156.7 -3.3 0 152 +0
Apr17 150716 1158.9 1158.9 1158.9 1158.9 -3.3 0 5 +0
Jun17 150716 1161.2 1161.2 1161.2 1161.2 -3.3 29 3,535 +4
Total Volume and Open Interest 148,522 462,664 +8,368
Silver(CMX)
Jul15 150716 1499.0 1499.0 1496.4 1496.4 -6.4 27 117 -322
Sep15 150716 1506.0 1514.5 1484.5 1498.4 -6.4 28,080 126,789 +34
Dec15 150716 1510.5 1519.0 1490.5 1504.0 -6.2 2,537 34,274 -346
Mar16 150716 1517.5 1517.5 1509.0 1509.1 -6.2 1,423 8,843 -36
May16 150716 1512.4 1512.4 1512.4 1512.4 -6.1 154 1,925 +54
Jul16 150716 1514.5 1515.5 1514.5 1515.5 -6.2 203 4,810 +44
Sep16 150716 1522.5 1522.5 1518.7 1518.7 -6.1 1 280 +1
Total Volume and Open Interest 32,511 185,716 -584
Platinum(NYMEX)
Jul15 150716 1013.2 1013.2 1011.8 1012.1 -9.5 30 79 -56
Oct15 150716 1022.1 1023.7 1006.0 1011.6 -10.1 6,768 76,874 +359
Jan16 150716 1023.5 1023.5 1008.0 1013.3 -10.1 175 2,865 +111
Apr16 150716 1014.6 1014.6 1014.6 1014.6 -10.0 3 32 +1
Total Volume and Open Interest 6,978 79,889 +415
Palladium(NYMEX)
Sep15 150716 642.00 647.80 625.15 631.95 -10.95 3,927 34,113 +99
Dec15 150716 642.80 643.95 629.10 632.55 -10.85 101 2,066 +53
Mar16 150716 633.55 633.55 633.55 633.55 -10.85 0 24 +0
Total Volume and Open Interest 4,028 36,205 +152
Copper(CMX)
Jul15 150716 252.30 254.90 252.00 253.15 +0.10 412 3,008 -469
Sep15 150716 251.45 254.45 250.75 252.30 +0.15 38,289 113,728 +494
Dec15 150716 252.30 255.00 251.60 253.20 +0.30 7,468 28,566 +795
Mar16 150716 253.90 254.75 253.00 253.95 +0.35 1,679 6,445 -392
May16 150716 254.05 254.60 254.05 254.60 +0.35 617 1,666 +316
Total Volume and Open Interest 49,125 161,713 +816
DJIA Index(CBOT)
Sep15 150206 17615 17615 17615 17615 -2      
Total Volume and Open Interest 184 11,634 +35
E-mini DJIA Index(CBOT)
Sep15 150716 17989 18075 17978 18020 +28 86,991 94,763 +1,588
Dec15 150716 17940 17979 17919 17937 +28 43 256 +34
Mar16 150716 17855 17886 17855 17855 +28 1 3 +0
Jun16 150716 17773 17793 17773 17773 +28      
Total Volume and Open Interest 87,035 95,022 +1,622
S & P 500(CME)
Sep15 150716 2103.70 2118.30 2103.20 2116.90 +12.70 4,398 104,227 -611
Dec15 150716 2105.50 2110.40 2103.40 2109.20 +12.80 18 2,470 +4
Mar16 150716 2103.90 2105.10 2103.90 2103.90 +12.80 0 150 +50
Jun16 150716 2098.70 2100.20 2098.70 2098.70 +12.50 0 540 +0
Total Volume and Open Interest 4,416 107,388 -557
S & P 500 E-Mini(Globex)
Sep15 150716 2104.00 2118.50 2102.75 2117.00 +12.75 955,518 2,600,930 -18,168
Dec15 150716 2095.50 2110.75 2095.00 2109.25 +12.75 2,605 28,732 +171
Total Volume and Open Interest 959,143 2,630,905 -18,456
NASDAQ 100(CME)
Sep15 150206 4200.00 4200.00 4200.00 4200.00 -43.50      
Total Volume and Open Interest 563 16,224 -30
NASDAQ 100 E-Mini(Globex)
Sep15 150716 4534.50 4612.50 4531.00 4597.80 +61.30 156,246 303,797 +6,630
Dec15 150716 4531.80 4601.50 4528.00 4591.50 +61.20 123 158 +94
Total Volume and Open Interest 156,369 303,999 +6,724
S & P Midcap 400(CME)
Sep15 150209 0.00 0.00 0.00 0.00 -1469.10      
Total Volume and Open Interest 0 957 +0
Volatility Index(CBOE)
Jul15 150716 13.95 14.09 12.90 12.93 -1.05 74,553 85,463 -8,482
Aug15 150716 15.35 15.42 14.47 14.48 -0.87 72,560 107,613 +12,236
Sep15 150716 16.05 16.10 15.40 15.43 -0.65 22,453 33,386 +1,658
Oct15 150716 16.60 16.64 16.10 16.18 -0.45 11,031 32,427 +1,032
Total Volume and Open Interest 194,596 315,558 +6,204
Russell 2000(ICE)
Sep15 150716 1264.40 1274.20 1264.00 1270.30 +6.80 57,364 349,002 -1,626
Dec15 150716 1264.00 1266.00 1264.00 1266.00 +6.80 0 5 +0
Mar16 150716 1261.50 1261.50 1261.50 1261.50 +6.80 0 1 +0
Total Volume and Open Interest 57,364 349,008 -1,626
Nikkei 225(CME)
Sep15 150716 20590 20745 20565 20725 +140 10,619 56,088 -55
Dec15 150716 20610 20725 20565 20720 +140 1 37 +0
Total Volume and Open Interest 10,620 56,125 -55
Nikkei 225(SGX)
Sep15 150716 20465 20620 20450 20560 +110 82,436 254,256 -2,799
Dec15 150716 20390 20505 20360 20465 +115 148 14,879 +51
Mar16 150716 20445 20445 20445 20445 +115 0 3 +0
Total Volume and Open Interest 82,594 275,315 -2,748
CAC 40(EURONEXT)
Jul15 150716 5075.0 5147.5 5067.5 5120.0 +72.5 141,264 245,869 -6,485
Aug15 150716 5082.5 5149.0 5069.5 5121.0 +72.5 83,654 99,766 +69,535
Sep15 150716 5064.0 5148.5 5064.0 5121.5 +73.0 356 6,837 -302
Total Volume and Open Interest 225,274 352,568 +62,748
Hang Seng Index(HKFE)
Jul15 150716 25051 25132 24800 25067 +37 57,048 96,702 -2,503
Aug15 150716 24988 25070 24786 25025 +44 1,217 4,529 +412
Sep15 150716 24880 24980 24680 24937 +45 198 6,752 +36
Total Volume and Open Interest 58,531 110,813 -2,012
DAX(EUREX)
Sep15 150716 11623.0 11791.5 11603.5 11730.5 +177.0 70,077 153,829 +779
Dec15 150716 11619.0 11789.0 11618.0 11735.0 +176.5 168 3,688 +13
Mar16 150716 11660.0 11749.0 11660.0 11749.0 +177.0 1 93 -1
Total Volume and Open Interest 70,246 157,610 +791
FT-SE 100(EURONEXT)
Sep15 150716 6719.50 6754.00 6700.50 6738.50 +33.00 64,007 550,635 -2,663
Dec15 150716 6702.00 6726.00 6702.00 6712.00 +33.00 13 2,495 -1
Mar16 150716 6662.00 6662.00 6662.00 6662.00 +33.00 0 7 +0
Total Volume and Open Interest 64,020 553,137 -2,664
SPI 200(SFE)
Sep15 150716 5583.0 5640.0 5564.0 5622.0 +38.0 39,208 229,892 +2,114
Dec15 150716 5596.0 5628.0 5589.0 5615.0 +38.0 15 2,570 -5
Mar16 150716 5562.0 5562.0 5562.0 5562.0 +35.0 192 1,262 +7
Total Volume and Open Interest 40,147 238,247 +2,406
FTSE MIB(ISE)
Sep15 150716 23515.00 23815.00 23490.00 23778.00 +392.00 25,445 53,430 +384
Dec15 150716 23430.00 23720.00 23430.00 23698.00 +392.00 43 240 -4
Mar16 150716 23750.00 23750.00 23750.00 23750.00 +437.00 0 1 +0
Total Volume and Open Interest 25,488 53,671 +380
KOSPI 200(KFE)
Sep15 150716 249.70 251.55 249.05 251.50 +1.85 160,887 101,630 -3,356
Dec15 150716 250.55 252.40 250.10 252.40 +1.65 526 2,949 +26
Mar16 150716 249.80 250.30 249.25 250.30 +1.60 3 491 +2
Total Volume and Open Interest 161,416 106,185 -3,328
GSCI(CME)
Aug15 150716 405.75 405.75 405.75 405.75 -1.45 2,049 11,688 +1,949
Sep15 150716 407.70 407.70 407.70 407.70 unch      
Oct15 150716 408.65 408.65 408.65 408.65        
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