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 Mon July 27, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug15 150727 988.00 988.25 959.75 961.25 -30.00 48,381 53,520 -9,955
Sep15 150727 963.00 963.25 937.50 939.25 -28.00 24,514 39,210 +2,187
Nov15 150727 960.00 960.00 931.75 933.25 -31.75 130,640 355,249 -6,241
Jan16 150727 965.00 965.00 938.00 939.50 -31.25 10,738 60,589 +1,222
Mar16 150727 961.25 962.00 936.00 937.50 -29.75 9,531 76,912 +1,171
May16 150727 951.50 956.00 932.00 933.25 -26.75 7,604 45,612 -232
Jul16 150727 952.50 956.50 933.50 934.75 -25.75 3,944 23,303 +476
Aug16 150727 950.00 950.00 929.25 929.25 -24.75 168 631 +70
Sep16 150727 920.00 920.00 910.75 910.75 -23.00 36 403 +10
Nov16 150727 915.75 921.00 899.00 900.50 -23.00 1,158 11,775 +247
Jan17 150727 905.75 905.75 905.75 905.75 -23.00 0 83 +0
Mar17 150727 914.50 914.50 908.75 908.75 -23.75 0 79 +0
May17 150727 909.75 909.75 909.75 909.75 -23.75 0 35 +0
Jul17 150727 914.00 914.00 914.00 914.00 -23.75 0 72 +0
Total Volume and Open Interest 236,719 667,821 -11,044
Soybean Meal(CBOT)
Aug15 150727 352.40 352.50 342.90 344.20 -10.60 32,758 39,638 -2,750
Sep15 150727 343.20 343.20 333.90 335.20 -10.20 23,975 57,607 +71
Oct15 150727 334.80 334.80 323.50 324.30 -12.50 14,134 34,215 -724
Dec15 150727 330.90 331.10 320.00 321.00 -12.40 54,230 181,939 -2,672
Jan16 150727 327.60 328.10 318.20 319.50 -11.20 3,383 18,496 -120
Mar16 150727 323.10 323.10 314.70 315.30 -10.30 3,251 22,087 +7
May16 150727 317.40 318.70 311.20 312.00 -9.30 2,469 22,911 +394
Jul16 150727 318.50 318.50 311.10 312.00 -9.00 2,112 16,718 +304
Aug16 150727 318.50 318.50 310.80 311.20 -8.50 155 2,446 -21
Sep16 150727 315.00 316.10 308.60 309.20 -7.70 178 3,372 +10
Total Volume and Open Interest 137,053 408,016 -5,398
Soybean Oil(CBOT)
Aug15 150727 30.48 30.54 29.89 30.11 -0.37 19,342 38,065 -1,051
Sep15 150727 30.56 30.58 29.97 30.20 -0.36 12,730 43,663 +441
Oct15 150727 30.64 30.69 30.05 30.28 -0.36 5,542 26,709 +602
Dec15 150727 30.81 30.91 30.26 30.48 -0.37 45,361 180,113 -1,039
Jan16 150727 31.14 31.14 30.50 30.70 -0.38 2,321 26,352 +273
Mar16 150727 31.30 31.30 30.67 30.85 -0.37 1,836 21,499 +12
May16 150727 31.30 31.30 30.75 30.92 -0.35 1,882 18,513 +91
Jul16 150727 31.30 31.40 30.87 31.02 -0.33 1,362 13,726 +109
Aug16 150727 31.26 31.26 30.83 31.02 -0.32 265 2,078 +140
Sep16 150727 31.21 31.22 30.85 30.98 -0.32 131 1,629 +40
Total Volume and Open Interest 91,300 376,954 -133
Canola(WCE)
Nov15 150727 508.0 508.0 488.1 490.5 -18.3 8,384 151,749 -511
Jan16 150727 508.1 508.1 488.5 491.0 -18.0 2,506 20,727 +273
Mar16 150727 503.0 503.0 487.0 489.2 -17.6 1,025 5,051 +439
May16 150727 490.2 493.1 483.0 485.2 -18.0 428 881 +215
Jul16 150727 487.6 490.7 477.7 480.0 -18.0 237 2,272 +135
Total Volume and Open Interest 12,755 181,489 +655
Corn(CBOT)
Sep15 150727 389.00 389.25 372.50 373.00 -19.50 91,749 505,861 -6,999
Dec15 150727 399.00 399.25 383.00 383.50 -19.25 129,370 568,386 -5,657
Mar16 150727 409.50 409.50 393.50 394.25 -18.50 14,145 137,031 +1,185
May16 150727 415.00 415.00 399.50 400.25 -18.00 3,365 30,772 +184
Jul16 150727 419.50 419.50 404.75 405.25 -17.50 6,161 59,162 +1,416
Sep16 150727 399.00 400.00 392.50 393.00 -13.75 1,551 14,213 -607
Dec16 150727 407.00 407.00 395.50 396.00 -13.00 7,253 59,890 +3,287
Mar17 150727 416.25 416.25 405.00 405.25 -12.50 9 2,055 +0
May17 150727 417.00 417.00 411.25 411.25 -12.00 1 796 +0
Jul17 150727 420.00 420.00 416.00 416.00 -9.75 3 738 -3
Total Volume and Open Interest 253,608 1,380,584 -7,194
Wheat(CBOT)
Sep15 150727 511.00 511.75 501.25 502.50 -9.25 53,193 215,380 -2,208
Dec15 150727 518.75 519.50 510.50 511.75 -8.00 25,482 127,312 +1,419
Mar16 150727 525.50 526.00 517.75 519.25 -7.75 6,793 41,936 +1,478
May16 150727 526.00 530.50 522.25 523.50 -7.75 1,299 10,588 +234
Jul16 150727 530.00 530.50 525.00 525.50 -7.00 914 12,977 +112
Sep16 150727 537.25 537.25 532.75 533.00 -6.75 7 490 +0
Total Volume and Open Interest 87,719 411,937 +1,029
Wheat(KCBT)
Sep15 150727 506.25 508.00 498.25 499.25 -8.00 9,982 113,923 -235
Dec15 150727 527.00 527.75 518.00 519.25 -8.00 4,454 51,540 +166
Mar16 150727 540.00 542.00 532.75 533.50 -8.25 1,515 17,468 +289
May16 150727 549.00 550.75 542.50 543.00 -7.50 656 4,753 -20
Jul16 150727 556.00 558.25 550.00 550.00 -7.75 529 10,798 +204
Sep16 150727 565.00 565.00 560.50 560.50 -7.50 85 686 -40
Total Volume and Open Interest 17,249 199,851 +380
Wheat(MGE)
Sep15 150727 545.00 545.00 535.75 537.00 -8.00 3,694 23,823 -972
Dec15 150727 561.00 561.75 554.00 554.50 -8.00 1,859 19,977 -94
Mar16 150727 576.00 577.50 570.25 571.00 -7.25 492 8,635 +85
May16 150727 587.00 587.75 581.50 581.50 -6.75 383 3,133 +231
Jul16 150727 595.00 595.00 590.00 590.50 -5.75 27 1,911 +18
Total Volume and Open Interest 6,459 57,893 -730
Oats(CBOT)
Sep15 150727 227.25 227.50 221.25 226.00 -2.75 22 2,099 +2
Dec15 150727 241.75 241.75 233.50 238.75 -3.75 179 5,724 +11
Mar16 150727 248.00 250.75 248.00 250.75 -3.00 0 436 +0
May16 150727 255.50 255.50 255.50 255.50 -3.00 0 2 +0
Total Volume and Open Interest 201 8,261 +13
Rough Rice(CBOT)
Sep15 150727 11.06 11.10 10.90 10.96 -0.09 442 7,315 -18
Nov15 150727 11.24 11.36 11.17 11.23 -0.09 83 1,217 -2
Jan16 150727 11.44 11.49 11.44 11.49 -0.09 2 85 +2
Mar16 150727 11.69 11.69 11.69 11.69 -0.09 0 6 +0
Total Volume and Open Interest 527 8,623 -18
Live Cattle(CME)
Aug15 150727 142.900 143.685 142.250 143.035 unch 15,016 46,130 -3,392
Oct15 150727 144.000 144.700 143.300 143.985 -0.145 23,973 105,354 +4,808
Dec15 150727 146.750 147.185 145.935 146.100 -0.950 12,772 51,167 +1,404
Feb16 150727 147.200 147.500 146.235 146.435 -1.215 4,063 22,871 +992
Apr16 150727 146.700 146.850 145.650 145.825 -1.325 1,542 11,875 -84
Jun16 150727 138.900 139.000 137.950 138.350 -0.950 784 5,957 +352
Total Volume and Open Interest 58,248 245,230 +4,087
Feeder Cattle(CME)
Aug15 150727 209.800 210.485 208.235 208.750 -0.935 5,511 17,501 -680
Sep15 150727 207.800 208.300 205.600 206.380 -1.170 1,908 8,174 -88
Oct15 150727 205.850 206.580 203.785 204.580 -1.355 2,450 6,957 -109
Nov15 150727 205.050 205.400 202.600 203.235 -1.750 595 4,102 +99
Jan16 150727 198.550 199.100 196.650 197.235 -1.415 261 3,626 +40
Mar16 150727 197.285 197.300 194.950 195.485 -1.315 105 1,656 +19
Apr16 150727 196.500 197.000 195.235 195.550 -1.400 23 293 +2
Total Volume and Open Interest 10,870 42,578 -712
Lean Hogs(CME)
Aug15 150727 77.330 78.000 76.900 77.535 -0.145 9,885 31,496 -1,591
Oct15 150727 63.700 64.475 62.400 63.550 -0.485 11,555 89,362 +183
Dec15 150727 61.130 61.450 59.785 60.680 -0.855 4,147 45,536 +384
Feb16 150727 67.330 67.850 66.200 67.135 -0.590 2,231 19,662 +643
Apr16 150727 72.035 72.635 71.430 72.285 -0.250 1,197 11,738 -45
May16 150727 76.600 77.000 76.550 76.750 +0.115 9 270 +8
Jun16 150727 80.000 80.500 79.330 80.400 -0.030 507 4,443 +238
Jul16 150727 79.080 79.500 78.500 79.250 -0.225 140 636 +71
Total Volume and Open Interest 29,799 203,763 -25
Class III Milk(CME)
Jul15 150727 16.31 16.33 16.30 16.33 +0.02 275 4,597 -39
Aug15 150727 16.28 16.38 15.85 15.99 -0.29 769 4,408 +91
Sep15 150727 16.30 16.42 16.08 16.14 -0.18 556 4,409 -8
Oct15 150727 16.23 16.29 16.12 16.15 -0.09 319 3,930 +20
Nov15 150727 16.17 16.22 16.05 16.10 -0.07 122 3,526 +20
Dec15 150727 16.00 16.00 15.89 15.95 -0.05 45 3,332 +10
Jan16 150727 15.65 15.65 15.55 15.55 -0.06 36 1,095 +2
Feb16 150727 15.45 15.46 15.43 15.45 +0.02 32 1,001 -2
Mar16 150727 15.45 15.47 15.41 15.45 +0.05 24 882 +14
Apr16 150727 15.52 15.52 15.49 15.49 +0.02 10 631 +7
May16 150727 15.86 15.86 15.84 15.84 +0.05 21 610 +14
Jun16 150727 16.22 16.23 16.18 16.21 +0.04 13 489 +9
Jul16 150727 16.57 16.58 16.56 16.56 -0.01 0 360 +0
Total Volume and Open Interest 2,228 30,617 +144
Cocoa(ICE)
Sep15 150727 3180 3217 3164 3193 +12 14,039 102,780 -1,991
Dec15 150727 3184 3220 3168 3197 +13 6,516 61,638 +446
Mar16 150727 3169 3217 3168 3196 +14 2,239 32,784 +303
May16 150727 3163 3202 3162 3190 +13 745 10,164 +115
Jul16 150727 3180 3180 3180 3180 +12 287 7,745 -3
Sep16 150727 3169 3169 3169 3169 +13 288 910 -8
Dec16 150727 3145 3156 3145 3153 +13 209 3,086 +70
Total Volume and Open Interest 24,336 220,378 -1,071
Coffee "C"(ICE)
Sep15 150727 122.20 122.30 119.85 120.40 -1.85 24,620 101,279 +1,792
Dec15 150727 125.55 125.60 123.00 123.65 -2.00 8,978 48,684 +1,575
Mar16 150727 129.50 129.50 126.65 127.25 -2.00 3,020 16,194 +717
May16 150727 131.60 131.60 128.80 129.40 -2.00 1,236 11,179 +271
Jul16 150727 132.50 132.50 131.00 131.55 -1.90 665 3,612 +201
Sep16 150727 134.50 134.50 133.20 133.65 -1.90 348 3,856 -23
Total Volume and Open Interest 39,481 192,053 +4,833
Orange Juice(ICE)
Sep15 150727 123.30 124.10 122.05 123.15 +0.15 412 9,400 +51
Nov15 150727 123.90 123.90 122.70 123.40 -0.10 93 2,152 +59
Jan16 150727 125.35 125.35 125.15 125.15 -0.05 1 677 +1
Mar16 150727 126.85 126.85 126.85 126.85 -0.10 0 156 +0
May16 150727 128.60 128.60 128.60 128.60 +0.05 0 5 +0
Jul16 150727 128.60 128.60 128.60 128.60 +0.05      
Total Volume and Open Interest 506 12,390 +111
Sugar #11(ICE)
Oct15 150727 11.35 11.42 11.17 11.24 unch 55,136 465,545 +6,144
Mar16 150727 12.64 12.70 12.49 12.51 -0.06 27,718 211,229 -2,687
May16 150727 12.77 12.82 12.60 12.61 -0.08 6,351 45,112 +907
Jul16 150727 12.88 12.90 12.68 12.69 -0.08 3,887 41,369 +713
Oct16 150727 13.07 13.12 12.93 12.93 -0.09 1,407 31,410 +238
Mar17 150727 13.78 13.79 13.59 13.60 -0.10 786 15,342 +241
May17 150727 13.93 13.93 13.75 13.75 -0.10 465 2,626 +103
Jul17 150727 13.93 13.99 13.85 13.86 -0.10 256 2,746 +32
Total Volume and Open Interest 96,094 819,954 +5,757
London Cocoa(LCE)
Sep15 150727 2133 2147 2121 2131 unch 8,245 84,665 +97
Dec15 150727 2132 2149 2122 2133 +1 6,055 69,706 -588
Mar16 150727 2115 2135 2107 2119 +1 2,248 61,383 +69
May16 150727 2104 2128 2103 2115 +1 1,176 18,994 +220
Jul16 150727 2103 2120 2100 2110 +1 652 25,275 +132
Sep16 150727 2098 2109 2091 2101 -1 231 13,455 +102
Dec16 150727 2077 2090 2072 2082 -2 65 2,010 -8
Total Volume and Open Interest 18,691 278,259 +24
London Sugar(LCE)
Oct15 150727 347.80 351.50 346.40 349.10 +2.50 3,280 38,292 -916
Dec15 150727 344.20 347.30 342.60 344.70 +1.70 3,407 19,198 +1,095
Mar16 150727 346.60 348.70 344.60 345.60 -0.40 501 16,962 +121
May16 150727 351.90 353.60 349.50 349.90 -0.50 122 5,547 -34
Aug16 150727 357.70 359.00 354.50 354.80 -1.10 141 2,606 +13
Total Volume and Open Interest 7,530 83,995 +307
Cotton(ICE)
Oct15 150727 65.84 65.84 64.03 64.31 -1.53 17 427 +6
Dec15 150727 64.63 64.64 63.69 63.80 -0.84 10,529 145,698 +398
Mar16 150727 64.40 64.41 63.66 63.78 -0.72 1,317 23,175 +319
May16 150727 64.48 64.52 63.95 64.08 -0.58 96 2,302 +37
Jul16 150727 64.75 64.80 64.38 64.38 -0.53 36 3,794 +16
Oct16 150727 65.11 65.11 65.11 65.11 +0.15 0 4 +0
Total Volume and Open Interest 12,015 176,974 +792
Lumber(CME)
Sep15 150727 266.2 266.7 256.7 257.7 -9.0 368 3,625 +78
Nov15 150727 263.5 265.1 255.8 257.0 -8.8 70 875 +8
Jan16 150727 273.5 273.5 263.7 263.9 -9.8 8 95 +2
Mar16 150727 278.9 278.9 269.0 269.0 -9.9 0 20 +0
Total Volume and Open Interest 446 4,616 +88
Crude Oil(NYM)
Sep15 150727 48.00 48.20 46.91 47.39 -0.75 316,060 509,457 -502
Oct15 150727 48.30 48.69 47.35 47.85 -0.76 71,479 175,469 +456
Nov15 150727 49.10 49.30 47.98 48.51 -0.74 31,872 87,508 +638
Dec15 150727 49.72 49.99 48.69 49.21 -0.70 75,600 228,755 -3,250
Jan16 150727 50.37 50.60 49.38 49.91 -0.63 21,040 73,835 +1,558
Feb16 150727 50.89 51.10 50.02 50.51 -0.56 7,075 38,939 +402
Mar16 150727 51.40 51.55 50.69 51.08 -0.49 14,080 65,210 +1,190
Apr16 150727 51.91 51.98 51.14 51.61 -0.42 4,939 23,407 +389
May16 150727 52.33 52.38 52.03 52.09 -0.36 2,633 20,638 +136
Jun16 150727 52.78 52.85 52.01 52.53 -0.31 19,717 83,662 +1,739
Jul16 150727 52.68 52.86 52.43 52.86 -0.28 2,409 17,357 -315
Aug16 150727 53.10 53.17 52.89 53.17 -0.26 1,552 14,847 +285
Sep16 150727 53.66 53.66 53.18 53.50 -0.24 3,718 37,071 +931
Oct16 150727 54.06 54.06 53.61 53.85 -0.21 958 14,972 +191
Nov16 150727 54.41 54.41 53.95 54.22 -0.19 846 15,480 +0
Dec16 150727 54.65 54.82 54.00 54.58 -0.18 29,524 128,462 +962
Total Volume and Open Interest 617,637 1,675,464 +3,616
e-miNY Crude Oil(NYM)
Jul15 150619 60.450 60.575 58.900 59.600 -0.850 8,608 2,307 +40
Aug15 150720 50.725 51.250 49.875 50.150 -0.750 6,910 3,534 +80
Sep15 150727 48.075 48.200 46.925 47.400 -0.750 6,683 4,158 -66
Oct15 150727 48.600 48.650 47.400 47.850 -0.750 251 948 +76
Nov15 150727 49.025 49.275 48.000 48.500 -0.750 99 1,138 +17
Dec15 150727 49.700 49.700 48.700 49.200 -0.700 25 1,267 +17
Jan16 150727 50.125 50.250 49.425 49.900 -0.650 0 15 +0
Feb16 150727 50.225 50.500 50.050 50.500 -0.575 1 15 +0
Mar16 150727 51.075 51.075 51.075 51.075 -0.500 0 12 +0
Apr16 150727 51.600 51.600 51.600 51.600 -0.425 0 2 +0
Total Volume and Open Interest 7,063 7,633 +44
NY Harbor ULSD(NYM)
Aug15 150727 162.41 163.48 158.33 159.56 -3.46 25,182 28,778 -2,834
Sep15 150727 163.14 164.46 159.16 160.40 -3.38 51,196 97,707 +2,187
Oct15 150727 164.46 165.67 160.81 162.03 -3.14 19,091 47,527 -1,144
Nov15 150727 166.92 167.47 162.77 164.03 -2.91 11,664 34,835 -1,000
Dec15 150727 168.81 169.38 164.73 166.01 -2.73 14,224 51,961 +1,650
Jan16 150727 170.66 170.80 166.63 167.87 -2.55 4,694 27,977 +57
Feb16 150727 170.21 171.95 167.64 168.88 -2.43 2,781 16,234 +9
Mar16 150727 171.72 171.83 167.81 168.85 -2.37 2,935 21,155 +283
Apr16 150727 168.21 169.06 167.34 168.19 -2.21 1,786 12,191 +266
May16 150727 168.71 169.60 167.86 168.78 -2.04 1,015 5,619 +102
Jun16 150727 171.20 172.28 168.73 169.82 -1.90 2,088 19,258 -171
Jul16 150727 170.94 172.09 170.49 171.26 -1.85 657 2,420 -112
Aug16 150727 174.00 174.09 172.25 172.75 -1.83 60 3,689 +11
Sep16 150727 174.00 175.81 174.00 174.36 -1.77 30 3,101 -5
Total Volume and Open Interest 138,249 395,867 -384
RBOB Gasoline(NYM)
Aug15 150727 182.83 183.30 180.13 182.04 -0.78 27,677 31,258 -4,093
Sep15 150727 177.96 178.77 174.68 176.66 -1.58 43,639 113,231 +1,167
Oct15 150727 159.70 159.70 155.38 157.21 -1.72 23,388 53,930 +3,643
Nov15 150727 152.57 153.24 149.54 151.08 -1.89 14,917 39,569 -1,411
Dec15 150727 149.41 150.00 146.21 147.81 -2.11 12,983 47,504 -1,341
Jan16 150727 149.21 149.72 146.50 147.41 -2.15 3,897 17,099 +699
Feb16 150727 149.04 150.67 147.64 148.54 -2.06 984 8,332 +140
Mar16 150727 151.93 152.01 149.75 150.64 -1.96 1,621 11,374 +439
Apr16 150727 171.80 171.83 171.12 171.51 -1.54 1,110 7,027 +271
May16 150727 172.60 173.17 172.42 172.61 -1.43 797 7,677 +236
Total Volume and Open Interest 133,599 371,772 -485
e-miNY RBOB Gasoline(NYM)
Aug15 150727 182.04 182.04 182.00 182.04 -0.78 0 1 +0
Sep15 150727 176.66 176.66 176.66 176.66 -1.58      
Oct15 150727 157.21 157.21 157.21 157.21 -1.72      
Nov15 150727 151.08 151.08 151.08 151.08 -1.89      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Aug15 150727 2.745 2.820 2.735 2.789 +0.013 181,461 38,768 -28,799
Sep15 150727 2.745 2.817 2.735 2.788 +0.013 147,370 257,186 +694
Oct15 150727 2.780 2.845 2.771 2.816 +0.012 37,959 139,380 +2,751
Nov15 150727 2.888 2.952 2.883 2.929 +0.016 25,592 107,278 +1,699
Dec15 150727 3.067 3.126 3.058 3.106 +0.016 12,887 75,185 +515
Jan16 150727 3.164 3.232 3.162 3.212 +0.016 16,735 92,889 +184
Feb16 150727 3.179 3.226 3.170 3.207 +0.015 3,488 19,910 +31
Mar16 150727 3.132 3.186 3.120 3.167 +0.014 7,862 46,735 -520
Apr16 150727 2.998 3.041 2.983 3.023 +0.012 7,408 50,134 -73
May16 150727 2.992 3.035 2.988 3.020 +0.012 1,861 19,870 +180
Jun16 150727 3.030 3.065 3.024 3.047 +0.012 643 16,397 +113
Jul16 150727 3.050 3.094 3.050 3.078 +0.012 481 13,180 +77
Aug16 150727 3.098 3.100 3.091 3.091 +0.012 1,285 13,480 +1,019
Sep16 150727 3.075 3.100 3.075 3.088 +0.012 343 7,405 +4
Oct16 150727 3.100 3.136 3.093 3.120 +0.012 961 17,522 +407
Nov16 150727 3.179 3.214 3.179 3.203 +0.012 228 5,403 +31
Total Volume and Open Interest 448,397 978,461 -21,975
Brent Crude Oil(ICE)
Sep15 150727 54.45 54.89 52.83 53.47 -1.15 207,129 313,149 +2,405
Oct15 150727 54.91 55.28 53.29 53.93 -1.09 92,253 244,199 -2,844
Nov15 150727 55.66 55.81 53.87 54.51 -1.06 34,124 142,562 +1,843
Dec15 150727 56.13 56.35 54.44 55.10 -1.02 89,272 277,940 +2,355
Jan16 150727 56.73 56.80 55.04 55.68 -0.97 13,804 83,992 -929
Feb16 150727 57.24 57.24 55.66 56.23 -0.92 10,454 63,512 +554
Mar16 150727 57.65 57.80 56.07 56.72 -0.86 13,694 85,021 +187
Apr16 150727 58.13 58.13 56.62 57.24 -0.80 4,815 48,934 +437
May16 150727 58.73 58.73 57.15 57.76 -0.74 3,856 35,059 -393
Jun16 150727 58.99 59.15 57.65 58.24 -0.67 25,495 90,974 +3,116
Jul16 150727 58.68 58.68 58.68 58.68 -0.60 2,333 23,102 +25
Aug16 150727 59.09 59.09 59.09 59.09 -0.55 1,482 21,170 -96
Sep16 150727 59.51 59.51 59.51 59.51 -0.50 4,535 31,521 +401
Oct16 150727 59.90 59.90 59.90 59.90 -0.46 597 15,421 +174
Total Volume and Open Interest 546,008 1,804,745 +11,907
Gas Oil(ICE)
Aug15 150727 499.00 500.50 484.50 490.25 -10.25 48,241 128,995 -1,565
Sep15 150727 503.25 504.00 488.00 494.25 -10.00 59,065 153,511 +3,080
Oct15 150727 510.00 510.75 495.75 501.25 -9.50 22,987 143,824 +3,842
Nov15 150727 512.00 513.00 501.50 505.00 -8.75 9,828 62,960 +118
Dec15 150727 514.00 516.50 502.75 508.00 -8.00 21,895 100,149 -2,160
Jan16 150727 518.25 520.25 506.75 512.00 -7.50 4,925 30,161 -587
Feb16 150727 523.00 523.00 512.25 516.00 -7.25 3,503 21,428 -140
Mar16 150727 523.25 523.50 515.25 519.50 -7.00 2,377 25,888 -41
Apr16 150727 526.00 526.50 519.00 522.50 -6.75 1,018 15,427 -160
May16 150727 526.25 527.50 522.50 526.50 -6.25 1,009 9,762 +132
Total Volume and Open Interest 194,169 834,390 +6,173
Ethanol(CBOT)
Aug15 150727 1.437 1.465 1.430 1.443 -0.052 272 993 -213
Sep15 150727 1.492 1.492 1.442 1.457 -0.047 374 1,346 +229
Oct15 150727 1.473 1.473 1.440 1.455 -0.045 23 625 -11
Nov15 150727 1.474 1.474 1.440 1.451 -0.045 0 580 +0
Dec15 150727 1.484 1.485 1.438 1.445 -0.045 9 1,114 -6
Jan16 150727 1.451 1.451 1.439 1.439 -0.045 3 571 +3
Feb16 150727 1.470 1.470 1.440 1.443 -0.045 0 197 +0
Mar16 150727 1.456 1.456 1.456 1.456 -0.045 0 295 +0
Total Volume and Open Interest 681 5,998 +2
WTI Crude Oil(ICE)
Sep15 150727 48.02 48.21 46.94 47.39 -0.75 49,051 82,834 -2,992
Oct15 150727 48.50 48.51 47.38 47.85 -0.76 30,074 41,913 -1,563
Nov15 150727 49.10 49.13 48.01 48.51 -0.74 11,159 18,979 -411
Dec15 150727 49.77 49.85 48.70 49.21 -0.70 22,096 82,441 -228
Jan16 150727 49.79 50.21 49.62 49.91 -0.63 5,005 12,100 +381
Feb16 150727 50.40 50.77 50.21 50.51 -0.56 2,527 3,599 -26
Mar16 150727 51.36 51.36 50.83 51.08 -0.49 3,123 14,149 +125
Apr16 150727 51.46 51.62 51.46 51.61 -0.42 853 3,670 +8
May16 150727 52.09 52.09 52.09 52.09 -0.36 260 3,363 +5
Jun16 150727 52.59 52.70 52.15 52.53 -0.31 3,475 20,537 +765
Jul16 150727 52.86 52.86 52.86 52.86 -0.28 57 1,590 +4
Aug16 150727 53.17 53.17 53.17 53.17 -0.26 31 1,999 +15
Sep16 150727 53.50 53.50 53.50 53.50 -0.24 47 3,880 +16
Oct16 150727 53.85 53.85 53.85 53.85 -0.21 44 1,182 +19
Nov16 150727 54.22 54.22 54.22 54.22 -0.19 42 1,350 +13
Dec16 150727 54.16 54.70 54.07 54.58 -0.18 4,887 46,323 +316
Total Volume and Open Interest 136,386 376,380 -2,300
US Dollar Index(ICE)
Sep15 150727 97.360 97.410 96.360 96.605 -0.740 41,746 94,037 -302
Dec15 150727 97.705 97.720 96.710 96.938 -0.728 965 4,568 +260
Mar16 150727 97.835 97.835 97.010 97.213 -0.737 38 395 +22
Total Volume and Open Interest 42,751 99,047 -18
Australian Dollar(CME)
Sep15 150727 72.51 73.05 72.46 72.62 -0.01 68,558 168,394 +2,288
Dec15 150727 72.39 72.70 72.14 72.28 -0.01 36 240 +18
Mar16 150727 72.00 72.28 71.99 71.99 -0.01 0 16 +0
Total Volume and Open Interest 68,594 168,659 +2,306
British Pound(CME)
Sep15 150727 155.05 155.90 154.85 155.51 +0.46 91,362 173,456 +4,355
Dec15 150727 155.00 155.79 154.76 155.42 +0.46 64 255 +27
Mar16 150727 155.35 155.53 155.35 155.35 +0.46 0 32 +0
Total Volume and Open Interest 91,426 173,765 +4,382
Canadian Dollar(CME)
Sep15 150727 76.64 77.01 76.62 76.69 +0.19 59,566 155,515 +677
Dec15 150727 76.67 76.97 76.60 76.66 +0.19 325 5,398 -11
Mar16 150727 76.76 76.89 76.65 76.65 +0.19 3 777 +2
Jun16 150727 76.79 76.87 76.67 76.67 +0.18 0 131 +0
Total Volume and Open Interest 59,896 161,877 +670
Japanese Yen(CME)
Sep15 150727 80.85 81.34 80.79 81.19 +0.34 77,553 246,470 -1,702
Dec15 150727 81.02 81.46 80.92 81.31 +0.34 110 2,007 +7
Mar16 150727 81.52 81.64 81.16 81.52 +0.34 0 103 +0
Total Volume and Open Interest 77,664 248,686 -1,694
Swiss Franc(CME)
Sep15 150727 103.98 105.10 103.96 104.00 -0.06 18,154 28,882 -101
Dec15 150727 104.40 105.43 104.34 104.37 -0.05 4 413 +0
Mar16 150727 104.81 105.47 104.81 104.81 -0.07 0 19 +0
Total Volume and Open Interest 18,158 29,319 -101
EuroFX(CME)
Sep15 150727 109.84 111.37 109.77 111.05 +1.16 240,637 360,103 +4,085
Dec15 150727 109.94 111.52 109.94 111.22 +1.16 893 5,901 +62
Mar16 150727 110.50 111.63 110.25 111.44 +1.16 68 454 -12
Total Volume and Open Interest 241,599 366,621 +4,135
Mexican Peso(CME)
Aug15 150727 612.38 612.38 612.38 612.38 -1.88      
Sep15 150727 613.00 614.00 609.25 611.00 -1.88 32,494 147,284 +3,455
Total Volume and Open Interest 32,560 196,228 +3,468
Brazilian Real(CME)
Aug15 150727 295.45 298.10 295.40 296.85 -0.80 1,141 3,060 +98
Sep15 150727 291.90 295.00 291.65 293.80 -0.75 2,053 9,130 -1,147
Oct15 150727 290.90 290.90 290.45 290.90 -0.80 0 1 +0
Nov15 150727 288.00 288.00 288.00 288.00 -0.95      
Total Volume and Open Interest 3,194 21,343 -1,049
30-Year T-Bonds(CBOT)
Sep15 150727 154~230 155~270 154~230 155~060 +0~190 239,449 522,452 +9,453
Dec15 150727 153~080 154~110 153~080 153~230 +0~190 65 565 +23
Mar16 150727 152~210 152~210 152~210 152~210 +0~190      
Total Volume and Open Interest 239,514 523,017 +9,476
10-Year T-Notes(CBOT)
Sep15 150727 126~250 127~090 126~245 127~050 +0~140 955,338 2,761,745 +34,310
Dec15 150727 126~005 126~160 125~305 126~130 +0~150 1,799 9,137 +548
Mar16 150727 125~290 125~290 125~290 125~290 +0~150      
Total Volume and Open Interest 957,137 2,770,882 +34,858
5-Year T-Notes(CBOT)
Sep15 150727 119~140 119~246 119~136 119~224 +0~090 534,420 2,247,226 +21,680
Dec15 150727 119~036 119~046 119~022 119~026 +0~092 0 958 +0
Mar16 150727 119~026 119~026 119~026 119~026 +0~092      
Total Volume and Open Interest 534,420 2,248,184 +21,680
2 Year T-Notes(CBOT)
Sep15 150727 109~142 109~170 109~140 109~164 +0~024 208,338 1,300,443 +6,467
Dec15 150727 109~046 109~052 109~046 109~052 +0~026 59 1,934 +55
Mar16 150727 109~052 109~052 109~052 109~052 +0~026      
Total Volume and Open Interest 208,397 1,302,377 +6,522
Eurodollars(CME)
Sep15 150727 99.630 99.640 99.630 99.630 unch 116,811 1,219,560 +7,883
Dec15 150727 99.460 99.480 99.455 99.470 +0.015 148,710 1,276,035 +13,458
Mar16 150727 99.280 99.310 99.275 99.300 +0.025 119,176 1,017,671 +323
Jun16 150727 99.080 99.120 99.075 99.110 +0.035 128,966 1,011,217 +5,602
Sep16 150727 98.865 98.915 98.865 98.905 +0.040 158,894 971,066 +1,577
Dec16 150727 98.655 98.710 98.655 98.700 +0.045 193,214 1,277,740 +10,814
Mar17 150727 98.485 98.545 98.480 98.530 +0.050 115,406 727,549 +6,918
Jun17 150727 98.310 98.375 98.310 98.365 +0.055 101,670 683,533 +5,298
Sep17 150727 98.160 98.230 98.160 98.220 +0.060 103,314 597,291 +4,452
Dec17 150727 98.015 98.090 98.015 98.080 +0.065 111,772 680,885 +41
Mar18 150727 97.905 97.975 97.900 97.960 +0.065 82,542 411,527 -2,024
Jun18 150727 97.785 97.860 97.780 97.845 +0.065 97,502 354,832 -2,272
Sep18 150727 97.685 97.755 97.685 97.740 +0.065 45,197 221,426 -1,786
Dec18 150727 97.575 97.655 97.575 97.635 +0.065 47,666 243,299 -2,711
Mar19 150727 97.495 97.565 97.490 97.545 +0.065 29,055 146,437 -30
Jun19 150727 97.400 97.475 97.400 97.455 +0.065 27,843 173,191 +729
Sep19 150727 97.320 97.395 97.320 97.370 +0.060 19,865 122,059 +862
Dec19 150727 97.240 97.310 97.235 97.285 +0.060 18,343 89,371 +668
Total Volume and Open Interest 1,704,980 11,533,784 +49,734
Ultra T-Bond(CBOT)
Sep15 150727 158~18 159~27 158~17 159~01 +0~22 85,609 610,292 +1,443
Dec15 150727 158~00 158~10 157~20 157~20 +0~21 82 49 +49
Mar16 150727 157~15 157~15 157~15 157~15 +0~21      
Total Volume and Open Interest 85,691 610,341 +1,492
30 Day Federal Funds(CBOT)
Jul15 150727 99.868 99.870 99.868 99.870 unch 821 143,304 -330
Aug15 150727 99.865 99.865 99.860 99.865 unch 1,587 131,672 +446
Sep15 150727 99.825 99.825 99.825 99.825 unch 2,515 73,920 +673
Oct15 150727 99.770 99.780 99.770 99.775 +0.005 7,618 140,587 +2,716
Nov15 150727 99.740 99.750 99.740 99.745 +0.005 3,227 118,515 -384
Dec15 150727 99.680 99.695 99.680 99.690 +0.010 2,693 59,623 -61
Total Volume and Open Interest 25,893 891,618 +1,478
3-Mth Euro-Yen(CME)
Sep15 150727 99.830 99.830 99.830 99.830 unch      
Dec15 150727 99.815 99.815 99.815 99.815 unch      
Mar16 150727 99.675 99.675 99.675 99.675 unch      
Jun16 150727 99.535 99.535 99.535 99.535 unch      
Sep16 150727 99.395 99.395 99.395 99.395 unch      
Dec16 150727 99.830 99.830 99.830 99.830 unch      
Mar17 150727 99.690 99.690 99.690 99.690 unch      
Jun17 150727 99.550 99.550 99.550 99.550 unch      
Sep17 150727 99.410 99.410 99.410 99.410 unch      
Dec17 150727 99.270 99.270 99.270 99.270 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep15 150727 99.84 99.84 99.84 99.84 +0.01 0 9 +0
Dec15 150727 99.82 99.82 99.82 99.82 +0.01 0 4 +0
Mar16 150727 99.68 99.68 99.68 99.68 +0.01      
Jun16 150727 99.54 99.54 99.54 99.54 +0.01      
Sep16 150727 99.40 99.40 99.40 99.40 +0.01      
Dec16 150727 99.85 99.85 99.84 99.84 +0.01 0 12 +0
Mar17 150727 99.70 99.70 99.70 99.70 +0.01      
Jun17 150727 99.56 99.56 99.56 99.56 +0.01      
Total Volume and Open Interest 0 25 +0
Japanese Gov't Bonds(SGX)
Sep15 150727 147.49 147.61 147.43 147.50 +0.01 1,170 15,442 +98
Dec15 150727 146.92 146.92 146.92 146.92 +0.01 0 1 +0
Mar16 150727 146.36 146.36 146.36 146.36 +0.01      
Total Volume and Open Interest 1,170 15,443 +98
Euro-Bund(EUREX)
Sep15 150727 153.95 154.21 153.69 153.90 +0.05 384,258 1,151,420 +4,797
Dec15 150727 154.10 154.35 153.96 154.06 +0.06 555 25,990 +446
Mar16 150727 155.45 155.62 155.30 155.30 +0.05 3 797 +3
Total Volume and Open Interest 384,816 1,178,207 +5,246
Euro-Bobl(EUREX)
Sep15 150727 130.14 130.21 130.06 130.13 -0.03 278,414 985,304 +11,335
Dec15 150727 128.34 128.35 128.29 128.29 -0.04 999 1,409 +999
Mar16 150727 128.29 128.29 128.29 128.29 -0.04      
Total Volume and Open Interest 279,413 986,713 +12,334
3-Mth Euribor(EUREX)
Sep15 150727 100.020 100.025 100.015 100.015 -0.005 24 13,761 +0
Dec15 150727 100.010 100.010 100.010 100.010 unch 24 31,904 -11
Mar16 150727 100.005 100.005 100.005 100.005 unch 1 4,761 +0
Total Volume and Open Interest 111 81,936 -19
Long Gilt(LIFFE)
Sep15 150727 116~25 117~04 116~24 116~28 +0~04 125,939 379,334 -1,106
Dec15 150727 116~02 116~02 116~02 116~02 +0~04      
Total Volume and Open Interest 125,939 379,334 -1,106
3-Mth Short Sterling(LIFFE)
Sep15 150727 99.38 99.38 99.37 99.37 -0.01 15,334 333,583 -95
Dec15 150727 99.27 99.28 99.27 99.27 unch 46,266 356,729 +6,193
Mar16 150727 99.13 99.15 99.13 99.14 +0.01 50,923 313,597 +4,896
Jun16 150727 98.98 99.00 98.98 98.99 +0.02 42,916 307,143 +2,744
Sep16 150727 98.82 98.84 98.81 98.83 +0.03 39,547 250,641 -1,737
Dec16 150727 98.65 98.68 98.65 98.67 +0.03 44,083 255,346 -1,221
Total Volume and Open Interest 455,803 2,781,900 +13,871
3-Mth Euribor(LIFFE)
Sep15 150727 100.015 100.020 100.015 100.015 unch 23,722 383,838 -4,028
Dec15 150727 100.005 100.010 100.005 100.010 unch 15,321 345,967 -1,829
Mar16 150727 100.005 100.010 100.000 100.005 unch 18,430 298,356 -1,599
Total Volume and Open Interest 242,590 3,205,104 -8,609
3-Mth Aus T-Bills(SFE)
Sep15 150727 97.92 97.93 97.91 97.92 unch 14,485 201,302 -2,797
Dec15 150727 97.96 97.99 97.96 97.99 +0.02 18,459 196,666 +3,490
Mar16 150727 98.00 98.02 97.99 98.02 +0.02 21,101 153,282 -562
Jun16 150727 98.00 98.03 97.99 98.03 +0.02 12,799 126,316 +85
Sep16 150727 97.96 97.99 97.96 97.99 +0.02 8,994 74,651 -884
Dec16 150727 97.90 97.93 97.89 97.93 +0.02 7,816 58,667 +160
Mar17 150727 97.83 97.87 97.83 97.87 +0.03 4,981 40,912 +1,153
Jun17 150727 97.73 97.79 97.73 97.79 +0.03 1,118 28,537 +96
Sep17 150727 97.64 97.70 97.64 97.70 +0.03 78 7,889 +21
Dec17 150727 97.61 97.62 97.61 97.62 +0.04 139 2,830 +0
Total Volume and Open Interest 90,449 895,338 +811
10-Year Aus T-Bonds(SFE)
Sep15 150727 97.15 97.23 97.14 97.22 +0.07 83,661 666,255 +9,723
Dec15 150727 97.22 97.22 97.22 97.22 +0.07      
Total Volume and Open Interest 83,661 666,255 +9,723
3-Year Aus T-Bonds(SFE)
Sep15 150727 98.09 98.15 98.08 98.14 +0.04 148,097 612,576 -3,439
Dec15 150727 98.14 98.14 98.14 98.14 +0.04      
Total Volume and Open Interest 148,097 612,576 -3,439
Gold(CMX)
Aug15 150727 1098.6 1104.4 1087.7 1096.4 +10.9 204,073 153,730 -30,062
Oct15 150727 1098.9 1104.3 1087.9 1096.6 +11.0 9,684 18,139 +2,890
Dec15 150727 1098.2 1104.9 1088.0 1096.9 +10.9 61,883 211,202 +28,763
Feb16 150727 1099.1 1104.8 1093.4 1098.0 +10.9 4,657 19,809 +1,172
Apr16 150727 1099.1 1106.3 1094.7 1099.0 +10.9 1,759 13,698 +605
Jun16 150727 1099.5 1107.6 1094.7 1100.2 +10.9 349 9,305 +126
Aug16 150727 1100.0 1101.6 1100.0 1101.6 +10.9 76 2,400 +15
Oct16 150727 1102.6 1108.5 1102.5 1103.2 +10.9 15 1,397 -11
Dec16 150727 1110.0 1112.7 1102.9 1104.9 +10.8 189 11,828 +29
Feb17 150727 1106.9 1106.9 1106.9 1106.9 +10.8 0 152 +0
Apr17 150727 1109.0 1109.0 1109.0 1109.0 +10.8 0 6 +0
Jun17 150727 1111.2 1111.2 1111.2 1111.2 +10.8 8 3,521 -8
Total Volume and Open Interest 283,749 455,312 +3,587
Silver(CMX)
Jul15 150727 1461.0 1465.0 1456.0 1459.4 +11.7 172 246 +94
Sep15 150727 1469.0 1474.0 1449.5 1460.5 +11.7 28,246 129,732 +670
Dec15 150727 1469.0 1478.0 1455.0 1465.5 +11.6 1,695 35,671 +137
Mar16 150727 1475.0 1475.5 1460.0 1470.5 +11.5 214 8,239 -96
May16 150727 1473.6 1476.5 1473.6 1473.6 +11.5 10 2,305 -2
Jul16 150727 1477.0 1479.5 1470.0 1476.6 +11.5 6 5,215 -1
Sep16 150727 1479.7 1482.0 1479.7 1479.7 +11.5 0 302 +0
Total Volume and Open Interest 30,385 190,384 +787
Platinum(NYMEX)
Jul15 150727 989.7 990.5 979.8 990.5 +8.1 8 25 -9
Oct15 150727 986.0 992.6 975.9 988.9 +8.2 11,824 73,784 -913
Jan16 150727 982.7 993.3 978.1 990.4 +8.1 113 5,097 +30
Apr16 150727 991.6 991.6 991.6 991.6 +8.1 1 50 +1
Total Volume and Open Interest 11,955 78,999 -890
Palladium(NYMEX)
Sep15 150727 620.80 631.55 611.25 613.10 -9.50 3,834 33,705 +47
Dec15 150727 629.40 629.40 612.00 613.55 -9.55 61 2,726 +41
Mar16 150727 632.00 632.00 614.20 614.20 -9.80 0 35 +0
Total Volume and Open Interest 3,895 36,466 +88
Copper(CMX)
Jul15 150727 238.35 238.40 234.20 235.05 -3.10 598 1,561 -238
Sep15 150727 238.40 238.85 233.75 235.35 -2.90 64,111 115,516 +625
Dec15 150727 239.90 239.95 234.90 236.55 -2.85 11,182 35,067 +1,500
Mar16 150727 240.75 240.90 236.60 237.70 -2.85 1,916 6,821 +112
May16 150727 240.30 240.80 238.00 238.45 -2.90 576 2,149 +70
Total Volume and Open Interest 79,931 170,205 +2,294
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 150727 17527 17547 17319 17396 -127 127,882 94,682 +355
Dec15 150727 17430 17450 17240 17314 -127 26 257 +0
Mar16 150727 17232 17374 17170 17232 -127 0 3 +0
Jun16 150727 17150 17281 17106 17150 -127 1 2 +1
Total Volume and Open Interest 127,909 94,944 +356
S & P 500(CME)
Sep15 150727 2078.00 2080.50 2056.70 2064.40 -13.20 2,901 99,981 +464
Dec15 150727 2056.70 2056.70 2047.90 2056.70 -13.20 2 2,419 +2
Mar16 150727 2051.40 2051.40 2042.60 2051.40 -13.20 0 150 +0
Jun16 150727 2046.20 2046.20 2037.40 2046.20 -13.20 0 540 +0
Total Volume and Open Interest 2,903 103,091 +466
S & P 500 E-Mini(Globex)
Sep15 150727 2078.25 2080.75 2056.50 2064.50 -13.00 1,437,249 2,641,582 +13,848
Dec15 150727 2070.00 2072.75 2049.00 2056.75 -13.25 1,688 30,676 -12
Total Volume and Open Interest 1,439,021 2,673,582 +13,840
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 150727 4562.30 4568.30 4503.50 4522.50 -39.30 211,215 354,455 +920
Dec15 150727 4557.30 4557.50 4497.30 4515.30 -39.50 129 260 +42
Total Volume and Open Interest 211,345 354,759 +962
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 150722 12.50 12.95 12.50 12.95 +0.57 53,144 64,220 -10,091
Aug15 150727 14.85 16.15 14.80 15.78 +0.88 115,707 125,088 -52,058
Sep15 150727 15.75 16.60 15.72 16.33 +0.53 42,621 51,401 +334
Oct15 150727 16.45 17.04 16.40 16.77 +0.29 16,407 14,332 -19,291
Total Volume and Open Interest 199,063 215,715 -112,799
Russell 2000(ICE)
Sep15 150727 1223.60 1225.30 1208.40 1212.00 -11.50 101,764 346,115 -1,322
Dec15 150727 1208.60 1208.60 1204.50 1207.50 -11.20 9 7 +2
Mar16 150727 1203.00 1203.00 1203.00 1203.00 -11.20 0 1 +0
Total Volume and Open Interest 101,773 346,123 -1,320
Nikkei 225(CME)
Sep15 150727 20390 20515 20075 20185 -215 7,663 54,774 -367
Dec15 150727 20420 20480 20045 20160 -215 59 94 +18
Total Volume and Open Interest 7,722 54,868 -349
Nikkei 225(SGX)
Sep15 150727 20535 20590 20270 20340 -195 45,604 258,163 +1,417
Dec15 150727 20460 20460 20195 20240 -195 37 15,076 +5
Mar16 150727 20220 20220 20220 20220 -195 0 3 +0
Total Volume and Open Interest 45,641 279,690 +1,622
CAC 40(EURONEXT)
Aug15 150727 5049.5 5049.5 4919.0 4929.0 -132.0 70,441 234,674 +7,573
Sep15 150727 5043.5 5043.5 4918.5 4929.0 -132.5 328 15,142 +39
Oct15 150727 4920.5 4920.5 4920.5 4920.5 -131.5 1 11 +1
Total Volume and Open Interest 70,770 250,061 +7,613
Hang Seng Index(HKFE)
Jul15 150727 25170 25170 24245 24346 -815 44,102 91,481 -1,925
Aug15 150727 25093 25116 24181 24285 -823 3,141 12,737 +1,956
Sep15 150727 25003 25003 24100 24202 -820 352 6,928 -30
Total Volume and Open Interest 48,026 114,117 -30
DAX(EUREX)
Sep15 150727 11315.0 11320.0 11029.5 11076.5 -272.5 82,999 159,303 -1,032
Dec15 150727 11302.0 11306.0 11039.0 11080.5 -272.5 784 4,078 +532
Mar16 150727 11200.0 11200.0 11096.0 11096.0 -272.0 16 99 +5
Total Volume and Open Interest 83,799 163,480 -495
FT-SE 100(EURONEXT)
Sep15 150727 6514.50 6536.50 6436.00 6461.50 -61.00 69,226 539,774 -2,792
Dec15 150727 6506.50 6506.50 6432.00 6435.00 -60.00 10 2,500 +1
Mar16 150727 6385.00 6385.00 6385.00 6385.00 -60.00 0 7 +0
Total Volume and Open Interest 69,236 542,281 -2,791
SPI 200(SFE)
Sep15 150727 5514.0 5538.0 5454.0 5537.0 +21.0 22,294 224,375 -1,492
Dec15 150727 5491.0 5528.0 5491.0 5528.0 +22.0 0 2,621 +0
Mar16 150727 5476.0 5476.0 5476.0 5476.0 +20.0 0 1,348 +0
Total Volume and Open Interest 22,307 229,955 -1,483
FTSE MIB(ISE)
Sep15 150727 23410.00 23450.00 22810.00 22857.00 -677.00 20,650 59,116 -441
Dec15 150727 23290.00 23290.00 22750.00 22775.00 -677.00 87 308 +21
Mar16 150727 22827.00 22827.00 22827.00 22827.00 -677.00 0 1 +0
Total Volume and Open Interest 20,737 59,425 -420
KOSPI 200(KFE)
Sep15 150727 244.90 245.60 242.95 245.40 +0.75 140,590 102,872 +2,195
Dec15 150727 245.80 246.50 244.00 246.20 +0.55 454 3,311 +171
Mar16 150727 243.85 244.45 243.85 244.45 +1.00 2 501 -34
Total Volume and Open Interest 141,079 107,799 +2,332
GSCI(CME)
Aug15 150727 380.35 380.35 380.35 380.35 -6.65 65 12,029 -15
Sep15 150727 381.15 381.15 381.15 381.15 -6.50 0 1 +0
Oct15 150727 383.65 383.65 383.65 383.65 -6.40      
Total Volume and Open Interest 65 12,030 -15
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