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 Fri November 13, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan16 151113 862.50 862.50 854.50 855.25 -7.75 84,995 288,259 -96
Mar16 151113 863.25 863.25 855.50 856.25 -7.75 37,268 148,960 +3,994
May16 151113 867.00 867.50 860.75 862.00 -6.75 14,919 79,517 +1,548
Jul16 151113 874.75 874.75 867.00 868.25 -6.25 14,800 75,519 +178
Aug16 151113 870.75 872.00 868.50 869.75 -5.50 1,687 9,088 +101
Sep16 151113 871.50 871.50 868.00 869.75 -5.00 723 2,259 +63
Nov16 151113 877.00 878.25 872.50 874.00 -5.00 5,279 66,108 +481
Jan17 151113 880.00 880.00 879.00 880.00 -5.00 47 746 +31
Mar17 151113 884.00 884.00 884.00 884.00 -5.00 20 399 -3
May17 151113 887.00 888.00 887.00 888.00 -4.50 0 391 +0
Jul17 151113 894.00 894.00 893.75 893.75 -4.00 10 694 +5
Aug17 151113 891.00 891.00 891.00 891.00 -3.75 0 42 +0
Sep17 151113 885.00 885.00 885.00 885.00 -3.25 0 22 +0
Nov17 151113 887.00 887.75 885.00 887.00 -2.00 9 916 +4
Total Volume and Open Interest 161,332 673,955 +5,335
Soybean Meal(CBOT)
Dec15 151113 291.10 291.40 288.30 288.80 -2.60 36,400 104,352 -7,418
Jan16 151113 291.70 291.90 289.00 289.50 -2.40 25,873 89,832 +3,275
Mar16 151113 291.10 291.60 289.00 289.40 -2.00 13,004 71,937 +1,531
May16 151113 291.70 292.20 290.00 290.50 -1.30 8,173 53,769 +650
Jul16 151113 293.30 293.60 291.50 292.20 -0.80 5,862 43,393 +567
Aug16 151113 293.90 294.30 292.30 292.90 -0.70 1,839 11,962 +360
Sep16 151113 294.00 294.80 292.60 293.10 -0.60 1,672 11,106 +58
Oct16 151113 292.90 294.40 292.20 292.80 -0.40 853 8,856 +290
Dec16 151113 293.80 295.50 292.60 293.80 -0.30 2,707 23,358 +508
Jan17 151113 294.60 296.20 294.30 294.80 -0.30 47 1,267 -7
Total Volume and Open Interest 96,624 422,637 +43
Soybean Oil(CBOT)
Dec15 151113 27.43 27.45 27.01 27.04 -0.40 47,774 122,185 -5,995
Jan16 151113 27.71 27.72 27.30 27.32 -0.39 30,685 103,943 -50
Mar16 151113 27.91 27.92 27.52 27.54 -0.39 14,607 72,774 +347
May16 151113 28.05 28.06 27.70 27.75 -0.38 6,948 63,885 -180
Jul16 151113 28.26 28.31 27.94 27.96 -0.37 3,748 41,501 +331
Aug16 151113 28.34 28.38 28.04 28.04 -0.38 471 8,023 -74
Sep16 151113 28.41 28.41 28.08 28.11 -0.37 309 6,220 -40
Oct16 151113 28.43 28.43 28.11 28.12 -0.37 335 6,609 +83
Dec16 151113 28.50 28.54 28.20 28.23 -0.36 1,274 23,626 +19
Jan17 151113 28.53 28.53 28.47 28.47 -0.35 60 1,194 +0
Total Volume and Open Interest 106,261 452,027 -5,509
Canola(WCE)
Nov15 151113 464.8 464.8 464.8 464.8 -0.9 0 309 +0
Jan16 151113 473.1 473.6 469.6 471.5 -1.6 19,219 110,649 -2,464
Mar16 151113 479.7 480.1 475.7 477.6 -2.4 5,619 38,712 +1,853
May16 151113 483.6 483.7 479.6 481.5 -2.6 1,531 7,006 +327
Jul16 151113 484.3 487.1 482.8 484.9 -2.6 1,248 12,400 +333
Total Volume and Open Interest 27,913 175,172 +195
Corn(CBOT)
Dec15 151113 361.50 362.25 358.00 358.25 -3.75 274,519 449,695 -29,550
Mar16 151113 369.00 369.75 365.25 365.50 -4.00 209,133 479,969 +31,891
May16 151113 375.25 375.50 371.50 371.75 -3.75 73,843 146,344 +5,247
Jul16 151113 381.00 381.00 376.75 377.00 -4.00 49,906 145,582 +4,131
Sep16 151113 384.50 385.00 380.50 380.75 -4.00 6,778 67,346 +1,304
Dec16 151113 391.25 392.00 387.25 387.75 -4.00 12,824 112,440 +1,525
Mar17 151113 399.50 400.75 396.50 396.50 -3.75 594 4,466 +94
May17 151113 403.25 403.25 402.50 402.50 -3.75 13 1,448 -8
Jul17 151113 409.00 409.00 406.50 406.50 -4.00 26 1,815 -10
Sep17 151113 401.00 401.00 401.00 401.00 -3.25 28 808 +20
Total Volume and Open Interest 627,699 1,412,916 +14,651
Wheat(CBOT)
Dec15 151113 496.25 499.75 491.25 495.75 -2.25 83,843 121,083 -14,560
Mar16 151113 498.50 501.25 492.75 497.75 -2.50 67,911 150,399 +11,222
May16 151113 502.00 503.75 495.25 501.25 -1.75 15,502 37,345 +1,466
Jul16 151113 503.75 505.00 496.75 502.50 -1.75 13,056 50,101 +3,112
Sep16 151113 508.75 510.75 506.25 510.75 -1.75 437 7,475 +63
Dec16 151113 525.00 525.75 518.75 524.75 -1.25 1,112 12,919 +47
Total Volume and Open Interest 181,891 381,091 +1,350
Wheat(KCBT)
Dec15 151113 462.00 466.00 458.00 465.50 +1.75 19,593 76,854 -4,075
Mar16 151113 477.00 480.00 472.25 479.75 +1.75 16,683 72,926 +5,246
May16 151113 487.00 490.00 482.25 489.50 +1.75 3,411 15,732 +343
Jul16 151113 497.00 500.25 492.25 499.75 +1.75 3,104 29,898 +618
Sep16 151113 509.00 513.25 509.00 513.25 +1.25 554 5,065 +38
Dec16 151113 532.00 532.00 526.50 531.25 +0.25 144 7,121 -2
Total Volume and Open Interest 43,489 207,995 +2,168
Wheat(MGE)
Dec15 151113 505.00 506.00 501.00 504.25 -1.00 4,526 23,878 -1,268
Mar16 151113 511.00 511.75 505.25 509.25 -2.00 3,346 24,101 +366
May16 151113 521.50 521.50 515.25 519.50 -2.00 837 9,066 +111
Jul16 151113 529.25 530.75 525.50 530.50 -1.00 232 6,965 +90
Sep16 151113 540.25 542.00 537.50 541.50 -0.25 156 4,128 +40
Total Volume and Open Interest 9,201 70,306 -627
Oats(CBOT)
Dec15 151113 230.50 233.00 224.25 231.50 +1.50 1,036 6,363 -352
Mar16 151113 227.25 227.25 222.50 224.75 -2.50 784 4,690 +40
May16 151113 225.00 225.75 223.00 225.50 -2.50 10 466 +2
Jul16 151113 228.50 228.50 228.50 228.50 -2.00 6 175 +0
Total Volume and Open Interest 1,841 11,702 -307
Rough Rice(CBOT)
Nov15 151113 11.96 11.96 11.96 11.96 -0.15 4 18 -10
Jan16 151113 12.31 12.32 12.03 12.15 -0.21 510 9,390 -54
Mar16 151113 12.49 12.56 12.39 12.40 -0.22 112 1,885 +27
May16 151113 12.70 12.70 12.69 12.69 -0.22 15 689 +10
Total Volume and Open Interest 680 12,518 -5
Live Cattle(CME)
Dec15 151113 133.250 133.535 130.150 130.685 -2.465 24,407 85,413 -4,837
Feb16 151113 135.300 135.600 132.235 132.650 -2.585 21,409 85,198 +2,901
Apr16 151113 134.750 135.075 131.985 132.550 -2.400 11,497 51,375 +813
Jun16 151113 125.330 126.050 123.230 123.800 -2.130 7,724 30,096 +694
Aug16 151113 122.535 123.400 120.750 121.350 -1.800 2,316 6,609 +122
Oct16 151113 124.830 125.150 122.350 123.200 -1.835 1,237 4,010 +176
Total Volume and Open Interest 69,307 267,484 +59
Feeder Cattle(CME)
Nov15 151113 175.550 176.000 172.035 175.080 -0.300 1,405 3,938 -201
Jan16 151113 166.500 167.985 162.630 164.550 -2.350 3,364 16,771 +42
Mar16 151113 163.250 164.650 159.550 160.935 -3.115 1,850 6,391 +161
Apr16 151113 164.985 166.130 161.300 162.400 -3.400 925 2,826 -13
May16 151113 165.900 166.685 161.700 162.880 -3.320 536 2,845 -108
Aug16 151113 166.935 168.000 163.450 164.450 -3.050 173 1,707 -8
Sep16 151113 163.485 163.485 163.485 163.485 -3.565 8 92 +0
Total Volume and Open Interest 8,264 34,602 -126
Lean Hogs(CME)
Dec15 151113 56.430 56.850 53.785 54.800 -1.300 27,715 56,802 -4,471
Feb16 151113 58.400 58.750 55.735 57.050 -1.200 20,326 78,758 +5,592
Apr16 151113 63.735 63.785 61.700 62.235 -1.345 8,541 38,853 +564
May16 151113 70.500 70.500 68.900 68.930 -1.070 21 663 +2
Jun16 151113 73.950 74.180 72.635 73.150 -0.750 3,942 16,181 -29
Jul16 151113 74.400 74.680 73.050 73.650 -0.900 1,675 7,533 +362
Aug16 151113 74.300 74.700 73.180 73.635 -0.765 812 2,710 -12
Oct16 151113 64.300 65.200 63.985 64.385 +0.100 761 2,903 +101
Total Volume and Open Interest 64,349 207,565 +1,765
Class III Milk(CME)
Nov15 151113 15.42 15.43 15.39 15.41 -0.02 156 4,637 +18
Dec15 151113 15.15 15.18 15.01 15.06 -0.06 114 4,506 +29
Jan16 151113 15.05 15.15 15.02 15.12 +0.05 77 2,688 +46
Feb16 151113 15.06 15.14 15.04 15.07 -0.01 99 2,307 +59
Mar16 151113 15.24 15.31 15.22 15.25 -0.01 58 2,179 +31
Apr16 151113 15.47 15.47 15.39 15.43 -0.06 142 1,638 +118
May16 151113 15.73 15.76 15.71 15.73 -0.07 142 1,515 +89
Jun16 151113 16.19 16.19 16.13 16.16 -0.04 28 1,331 +15
Jul16 151113 16.57 16.57 16.55 16.55 unch 35 1,037 +26
Aug16 151113 16.77 16.78 16.73 16.73 -0.01 16 962 +9
Sep16 151113 16.85 16.85 16.82 16.82 unch 18 955 +16
Oct16 151113 16.81 16.82 16.78 16.78 -0.01 12 873 +11
Nov16 151113 16.66 16.67 16.58 16.58 -0.07 13 842 +12
Total Volume and Open Interest 940 26,409 +508
Cocoa(ICE)
Dec15 151113 3312 3368 3305 3346 +37 10,316 13,454 -6,759
Mar16 151113 3335 3365 3323 3363 +35 25,414 104,291 +4,946
May16 151113 3325 3362 3320 3359 +35 5,349 39,224 +676
Jul16 151113 3318 3353 3309 3349 +37 2,560 19,575 +302
Sep16 151113 3302 3332 3296 3332 +36 984 13,536 +445
Dec16 151113 3281 3297 3281 3297 +34 287 9,926 +24
Mar17 151113 3245 3273 3245 3273 +31 605 18,665 -113
Total Volume and Open Interest 45,519 225,441 -478
Coffee "C"(ICE)
Dec15 151113 115.85 116.20 111.60 112.15 -3.15 24,203 46,817 -8,965
Mar16 151113 119.00 119.65 115.30 115.80 -2.95 24,389 84,751 +7,284
May16 151113 121.50 121.80 117.55 118.00 -2.95 4,932 28,509 -78
Jul16 151113 123.70 123.80 119.65 120.10 -3.00 2,121 14,483 +523
Sep16 151113 125.80 125.80 121.60 122.05 -2.90 556 8,577 +104
Dec16 151113 128.65 128.65 124.60 125.00 -2.85 343 11,355 +632
Total Volume and Open Interest 56,882 199,722 -432
Orange Juice(ICE)
Jan16 151113 155.00 160.70 152.00 152.95 -3.30 2,753 10,051 +154
Mar16 151113 149.15 154.20 148.50 149.10 -1.75 623 3,119 +171
May16 151113 151.90 153.80 148.95 148.95 -1.55 30 857 +2
Jul16 151113 148.80 148.80 148.80 148.80 -1.85 19 340 +15
Sep16 151113 152.00 152.50 148.90 148.90 -1.85 0 47 +0
Nov16 151113 149.00 149.00 149.00 149.00 -1.85      
Total Volume and Open Interest 3,425 14,415 +342
Sugar #11(ICE)
Mar16 151113 15.00 15.26 14.85 15.04 +0.07 55,013 434,889 -5,130
May16 151113 14.61 14.84 14.48 14.67 +0.07 18,866 149,486 +1,611
Jul16 151113 14.31 14.50 14.19 14.36 +0.07 11,295 111,794 +181
Oct16 151113 14.27 14.50 14.23 14.38 +0.07 4,504 70,828 +460
Mar17 151113 14.68 14.87 14.60 14.76 +0.08 2,103 34,717 +973
May17 151113 14.48 14.70 14.44 14.58 +0.06 439 7,522 -21
Jul17 151113 14.29 14.49 14.26 14.38 +0.04 279 7,699 -11
Oct17 151113 14.30 14.50 14.27 14.37 +0.03 57 8,829 +30
Total Volume and Open Interest 92,611 832,498 -1,913
London Cocoa(LCE)
Dec15 151113 2276 2308 2273 2307 +32 4,857 72,540 +187
Mar16 151113 2255 2290 2255 2288 +31 12,087 83,175 -52
May16 151113 2243 2275 2243 2274 +30 1,833 28,387 +540
Jul16 151113 2236 2266 2236 2264 +30 784 37,170 +42
Sep16 151113 2225 2256 2225 2254 +31 779 34,016 -55
Dec16 151113 2190 2218 2190 2217 +32 1,409 17,334 +765
Mar17 151113 2170 2193 2167 2192 +28 627 26,202 +77
Total Volume and Open Interest 22,418 299,405 +1,522
London Sugar(LCE)
Mar16 151113 402.60 408.30 400.60 403.50 +0.90 6,498 37,358 +104
May16 151113 403.70 409.80 402.60 406.20 +1.70 1,468 14,990 +390
Aug16 151113 402.60 408.10 401.90 405.30 +1.90 646 7,719 +59
Oct16 151113 401.30 406.60 401.30 403.90 +1.60 192 4,105 +103
Dec16 151113 404.90 407.50 404.80 404.80 +1.50 50 1,551 +25
Total Volume and Open Interest 13,273 71,085 -1,896
Cotton(ICE)
Dec15 151113 61.84 62.02 61.36 61.68 -0.16 15,536 53,860 -7,749
Mar16 151113 62.12 62.33 61.56 61.99 -0.17 14,662 103,683 +7,333
May16 151113 62.83 63.00 62.25 62.67 -0.18 2,254 19,267 +955
Jul16 151113 63.14 63.38 62.70 63.08 -0.19 342 8,115 +84
Oct16 151113 63.16 63.16 63.16 63.16 -0.22 0 3 +0
Dec16 151113 63.03 63.51 62.95 63.29 -0.11 95 7,773 +51
Total Volume and Open Interest 32,893 193,127 +674
Lumber(CME)
Nov15 151113 257.0 258.0 247.1 251.0 -4.7 42 46 -24
Jan16 151113 248.2 249.2 242.5 243.1 -5.5 443 3,060 -1
Mar16 151113 251.0 251.1 245.9 246.0 -4.7 93 665 +4
May16 151113 254.9 254.9 253.1 253.1 -4.5 9 29 +3
Total Volume and Open Interest 587 3,804 -18
Crude Oil(NYM)
Dec15 151113 41.61 42.21 40.22 40.74 -1.01 502,371 271,096 -42,946
Jan16 151113 42.92 43.53 41.55 42.00 -1.03 237,600 428,333 +49,687
Feb16 151113 43.91 44.48 42.64 43.02 -0.98 68,717 120,002 +10,182
Mar16 151113 44.71 45.26 43.49 43.86 -0.93 54,184 160,727 +3,497
Apr16 151113 45.39 45.83 44.20 44.56 -0.89 21,533 52,527 -499
May16 151113 46.05 46.45 44.88 45.14 -0.85 14,498 45,767 +1,934
Jun16 151113 46.33 46.96 45.28 45.63 -0.79 31,285 110,996 +1,960
Jul16 151113 47.04 47.04 45.83 46.06 -0.73 4,478 30,892 +664
Aug16 151113 47.29 47.67 46.09 46.46 -0.68 1,809 25,837 +302
Sep16 151113 47.44 48.05 46.63 46.87 -0.63 3,313 53,165 +187
Oct16 151113 47.17 47.37 47.17 47.30 -0.57 803 25,773 +65
Nov16 151113 47.84 47.84 47.76 47.76 -0.52 759 21,805 -52
Dec16 151113 48.70 49.30 47.87 48.23 -0.47 29,045 152,191 -629
Jan17 151113 48.56 49.41 48.40 48.56 -0.44 567 19,261 -16
Feb17 151113 48.87 49.50 48.87 48.87 -0.42 146 9,219 +31
Mar17 151113 49.16 49.96 48.99 49.16 -0.41 269 9,219 +40
Total Volume and Open Interest 980,949 1,697,085 +25,495
e-miNY Crude Oil(NYM)
Dec15 151113 41.650 42.225 40.225 40.750 -1.000 6,838 2,966 +9
Jan16 151113 43.025 43.500 41.575 42.000 -1.025 637 779 +187
Feb16 151113 43.800 44.300 42.700 43.025 -0.975 254 317 +130
Mar16 151113 44.475 44.475 43.725 43.850 -0.950 18 195 +11
Apr16 151113 45.350 45.350 44.550 44.550 -0.900 84 53 -42
May16 151113 45.150 45.150 45.150 45.150 -0.850 71 69 +55
Jun16 151113 46.825 46.825 45.350 45.625 -0.800 4 38 +2
Jul16 151113 46.050 46.050 46.050 46.050 -0.750 1 4 +0
Aug16 151113 46.450 46.450 46.450 46.450 -0.700 0 2 +0
Sep16 151113 46.875 46.875 46.875 46.875 -0.625 0 5 +0
Total Volume and Open Interest 7,980 4,621 +378
NY Harbor ULSD(NYM)
Dec15 151113 140.69 142.79 137.73 138.13 -2.53 55,667 68,533 -2,787
Jan16 151113 142.93 145.00 140.09 140.48 -2.41 32,644 93,592 +3,265
Feb16 151113 144.90 146.87 142.27 142.69 -2.26 14,821 49,354 +2,677
Mar16 151113 145.98 147.79 143.50 143.93 -2.07 8,572 38,186 +987
Apr16 151113 146.31 148.05 144.04 144.42 -1.91 4,941 24,086 +605
May16 151113 147.25 149.22 145.14 145.65 -1.81 2,959 13,538 -182
Jun16 151113 148.64 150.59 146.46 147.02 -1.83 4,714 27,405 +267
Jul16 151113 152.10 152.17 148.18 148.60 -1.85 508 7,666 +63
Aug16 151113 153.14 153.20 149.75 150.19 -1.82 271 5,628 +51
Sep16 151113 153.50 155.34 151.85 151.97 -1.77 419 6,403 +174
Oct16 151113 156.30 156.30 154.03 154.03 -1.71 186 3,875 +30
Nov16 151113 158.80 159.06 155.86 156.00 -1.66 165 3,568 +35
Dec16 151113 159.47 161.14 157.37 157.87 -1.61 996 25,379 +100
Jan17 151113 161.05 161.81 159.72 159.72 -1.55 158 1,883 +26
Total Volume and Open Interest 127,220 375,338 +5,375
RBOB Gasoline(NYM)
Dec15 151113 127.39 128.61 123.24 123.89 -3.42 58,194 74,362 -5,364
Jan16 151113 126.20 127.55 122.49 123.12 -3.07 42,928 106,671 +4,249
Feb16 151113 127.60 128.94 124.22 124.80 -2.88 13,748 35,758 +864
Mar16 151113 130.58 131.90 127.36 128.04 -2.71 9,638 33,515 +879
Apr16 151113 152.25 153.81 149.81 150.34 -2.29 4,747 23,183 +1,173
May16 151113 153.75 155.45 151.42 152.04 -2.26 2,349 17,672 +42
Jun16 151113 153.89 155.50 151.41 152.11 -2.22 3,436 18,153 +21
Jul16 151113 153.50 154.67 150.65 151.38 -2.14 1,746 9,042 -39
Aug16 151113 152.65 153.08 149.33 150.07 -2.11 1,265 7,809 +396
Sep16 151113 150.00 150.90 147.42 147.97 -2.09 1,064 9,906 +128
Total Volume and Open Interest 142,449 360,383 +3,287
e-miNY RBOB Gasoline(NYM)
Dec15 151113 123.89 123.89 123.89 123.89 -3.42 1 1 +0
Jan16 151113 123.12 123.12 123.12 123.12 -3.07      
Feb16 151113 124.80 124.80 124.80 124.80 -2.88      
Mar16 151113 128.04 128.04 128.04 128.04 -2.71      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Dec15 151113 2.285 2.391 2.284 2.361 +0.101 162,914 173,286 -19,584
Jan16 151113 2.470 2.547 2.467 2.526 +0.081 104,353 299,443 +20,934
Feb16 151113 2.521 2.586 2.513 2.570 +0.077 34,859 66,070 -2,181
Mar16 151113 2.531 2.580 2.514 2.567 +0.070 37,154 119,119 +3,257
Apr16 151113 2.505 2.542 2.489 2.529 +0.055 30,231 95,960 +5,126
May16 151113 2.549 2.570 2.529 2.560 +0.047 8,620 41,325 +1,554
Jun16 151113 2.588 2.612 2.576 2.603 +0.043 6,176 25,630 -890
Jul16 151113 2.644 2.656 2.624 2.647 +0.038 3,149 21,994 +139
Aug16 151113 2.644 2.670 2.637 2.661 +0.035 1,881 19,668 +54
Sep16 151113 2.652 2.670 2.637 2.661 +0.034 1,018 18,710 +218
Oct16 151113 2.675 2.695 2.640 2.684 +0.034 6,736 30,499 +1,660
Nov16 151113 2.754 2.767 2.733 2.759 +0.033 459 13,000 -127
Dec16 151113 2.904 2.918 2.873 2.910 +0.028 602 14,093 +46
Jan17 151113 3.011 3.027 2.999 3.019 +0.027 1,136 15,995 -390
Feb17 151113 3.008 3.017 2.969 3.012 +0.027 47 3,861 +20
Mar17 151113 2.960 2.973 2.956 2.967 +0.027 319 7,788 -107
Total Volume and Open Interest 402,092 1,009,189 +10,444
Brent Crude Oil(ICE)
Dec15 151113 44.08 44.85 43.57 43.61 -0.45 193,335 125,089 -58,129
Jan16 151113 45.19 45.95 44.16 44.47 -0.72 325,820 403,730 -5,889
Feb16 151113 45.95 46.76 45.00 45.30 -0.74 112,769 255,618 +11,753
Mar16 151113 46.75 47.38 45.66 45.97 -0.73 68,616 260,198 +6,850
Apr16 151113 47.49 48.20 46.51 46.82 -0.70 29,948 122,854 +263
May16 151113 48.30 48.98 47.33 47.65 -0.67 18,695 78,495 +2,749
Jun16 151113 49.10 49.72 48.10 48.41 -0.65 42,689 152,501 +2,215
Jul16 151113 49.72 50.30 48.90 49.06 -0.62 10,240 41,123 +394
Aug16 151113 50.23 50.85 49.44 49.66 -0.58 5,219 39,715 +558
Sep16 151113 50.90 50.90 50.00 50.25 -0.55 10,310 44,747 +1,612
Oct16 151113 51.51 51.51 50.80 50.80 -0.52 1,277 27,902 +211
Nov16 151113 51.34 51.34 51.34 51.34 -0.49 725 22,529 +49
Dec16 151113 52.36 52.96 51.55 51.87 -0.47 31,821 181,363 +3,815
Jan17 151113 52.35 52.35 52.35 52.35 -0.46 1,284 20,816 +407
Total Volume and Open Interest 868,413 2,080,348 -33,831
Gas Oil(ICE)
Dec15 151113 430.00 437.50 422.00 426.25 -5.00 107,645 160,311 +10,141
Jan16 151113 434.75 441.50 427.00 431.00 -4.75 54,668 120,588 +9,163
Feb16 151113 439.75 446.00 431.75 435.75 -4.50 15,004 56,349 +2,554
Mar16 151113 443.75 449.75 436.00 439.75 -4.50 12,503 52,379 +2,054
Apr16 151113 448.50 453.75 440.50 444.25 -4.50 5,111 30,022 +187
May16 151113 452.75 458.50 445.25 449.00 -4.25 2,874 23,787 +515
Jun16 151113 456.50 462.25 449.25 453.00 -4.25 5,848 43,168 +355
Jul16 151113 465.00 466.75 454.50 458.00 -4.00 708 16,171 +60
Aug16 151113 468.50 471.75 459.75 463.25 -3.75 429 10,897 +154
Sep16 151113 473.25 476.50 464.75 468.00 -3.75 2,484 16,041 +558
Total Volume and Open Interest 255,131 702,496 +3,708
Ethanol(CBOT)
Dec15 151113 1.480 1.485 1.430 1.452 -0.035 121 2,241 -54
Jan16 151113 1.464 1.464 1.420 1.444 -0.028 71 1,173 -12
Feb16 151113 1.447 1.447 1.447 1.447 -0.028 11 426 -2
Mar16 151113 1.482 1.482 1.444 1.452 -0.040 21 521 -5
Apr16 151113 1.495 1.495 1.467 1.467 -0.040 17 450 -14
May16 151113 1.465 1.465 1.465 1.465 -0.040 16 116 -14
Jun16 151113 1.455 1.455 1.455 1.455 -0.040 0 217 +0
Jul16 151113 1.447 1.447 1.447 1.447 -0.040 0 51 +0
Total Volume and Open Interest 257 5,411 -101
WTI Crude Oil(ICE)
Dec15 151113 41.67 42.21 40.23 40.74 -1.01 66,390 76,412 -10,386
Jan16 151113 42.95 43.51 41.56 42.00 -1.03 69,226 90,281 +10,164
Feb16 151113 43.98 44.48 42.66 43.02 -0.98 28,628 28,084 +2,768
Mar16 151113 44.64 45.15 43.50 43.86 -0.93 15,388 45,703 +3,132
Apr16 151113 45.67 45.80 44.21 44.56 -0.89 5,994 8,698 -639
May16 151113 46.23 46.23 44.84 45.14 -0.85 2,768 7,490 +515
Jun16 151113 46.38 46.45 45.32 45.63 -0.79 7,107 33,705 -677
Jul16 151113 45.87 46.06 45.87 46.06 -0.73 291 3,173 -47
Aug16 151113 46.27 46.46 46.27 46.46 -0.68 152 5,143 +22
Sep16 151113 46.87 46.87 46.87 46.87 -0.63 239 9,470 +114
Oct16 151113 47.30 47.30 47.30 47.30 -0.57 17 3,358 +1
Nov16 151113 47.76 47.76 47.76 47.76 -0.52 104 6,917 +12
Dec16 151113 48.57 49.08 47.89 48.23 -0.47 5,695 48,789 +69
Jan17 151113 48.56 48.56 48.56 48.56 -0.44 8 3,910 +0
Feb17 151113 48.87 48.87 48.87 48.87 -0.42 0 1,147 +0
Mar17 151113 49.16 49.16 49.16 49.16 -0.41 3 2,570 -1
Total Volume and Open Interest 203,560 425,599 +5,126
US Dollar Index(ICE)
Dec15 151113 98.645 99.300 98.620 99.098 +0.385 27,955 80,326 +753
Mar16 151113 98.860 99.500 98.815 99.290 +0.385 843 4,970 +368
Jun16 151113 99.085 99.435 99.075 99.435 +0.377 7 226 +5
Total Volume and Open Interest 28,809 85,608 +1,130
Australian Dollar(CME)
Dec15 151113 71.11 71.49 70.95 71.19 +0.10 55,875 152,837 +59
Mar16 151113 70.81 71.14 70.62 70.86 +0.09 164 760 -7
Jun16 151113 70.58 70.58 70.58 70.58 +0.09 0 38 +0
Total Volume and Open Interest 56,039 153,642 +0
British Pound(CME)
Dec15 151113 152.26 152.68 151.84 152.27 +0.11 73,323 167,027 -1,403
Mar16 151113 152.17 152.63 151.89 152.30 +0.10 111 3,618 +18
Jun16 151113 152.20 152.37 152.08 152.34 +0.09 11 258 -9
Total Volume and Open Interest 73,445 170,952 +0
Canadian Dollar(CME)
Dec15 151113 75.21 75.35 74.89 75.13 -0.11 33,634 131,416 +1,056
Mar16 151113 75.24 75.33 74.89 75.12 -0.11 105 2,804 +27
Jun16 151113 75.10 75.26 74.95 75.12 -0.11 3 847 +3
Sep16 151113 75.15 75.15 75.11 75.15 -0.11 2 288 +2
Total Volume and Open Interest 33,744 135,448 +0
Japanese Yen(CME)
Dec15 151113 81.55 81.70 81.32 81.51 -0.06 91,352 228,386 -186
Mar16 151113 81.75 81.90 81.55 81.73 -0.05 567 5,339 +108
Jun16 151113 81.88 82.05 81.88 81.99 -0.05 3 261 +0
Total Volume and Open Interest 91,925 234,127 +0
Swiss Franc(CME)
Dec15 151113 99.98 100.09 99.15 99.35 -0.60 18,826 60,089 +618
Mar16 151113 100.50 100.54 99.63 99.82 -0.59 227 558 +39
Jun16 151113 100.34 100.97 100.33 100.34 -0.60 0 24 +0
Total Volume and Open Interest 19,053 60,688 +1
EuroFX(CME)
Dec15 151113 108.09 108.21 107.18 107.41 -0.57 173,830 409,996 -596
Mar16 151113 108.40 108.47 107.43 107.67 -0.58 1,216 9,976 +500
Jun16 151113 108.51 108.77 107.74 107.98 -0.58 16 1,273 -2
Total Volume and Open Interest 175,077 421,863 +0
Mexican Peso(CME)
Nov15 151113 598.75 598.75 598.75 598.75 +1.25      
Dec15 151113 595.75 598.63 594.25 597.63 +1.25 28,470 108,291 +4,605
Total Volume and Open Interest 28,546 163,169 +0
Brazilian Real(CME)
Dec15 151113 262.00 263.60 254.60 259.70 -3.35 1,764 22,966 +754
Jan16 151113 258.00 258.05 253.85 257.25 -3.20 1 52 +1
Feb16 151113 254.95 254.95 254.50 254.95 -3.45      
Mar16 151113 252.65 252.65 252.45 252.65 -3.40 0 34 +0
Total Volume and Open Interest 1,765 23,460 +0
30-Year T-Bonds(CBOT)
Dec15 151113 152~270 153~210 152~230 153~120 +0~170 52,307 473,276 -1,377
Mar16 151113 151~230 152~090 151~140 152~020 +0~170 830 5,313 +88
Jun16 151113 152~020 152~020 152~020 152~020 +0~170      
Total Volume and Open Interest 53,137 478,589 +0
10-Year T-Notes(CBOT)
Dec15 151113 126~075 126~210 126~045 126~170 +0~105 231,599 2,533,243 +2,253
Mar16 151113 125~170 126~000 125~160 125~290 +0~120 930 75,498 -406
Jun16 151113 124~300 124~300 124~300 124~300 +0~120      
Total Volume and Open Interest 232,529 2,608,741 +0
5-Year T-Notes(CBOT)
Dec15 151113 118~272 119~050 118~254 119~020 +0~074 136,092 2,284,879 -6,336
Mar16 151113 118~106 118~202 118~086 118~174 +0~080 2,839 97,190 +1,123
Jun16 151113 118~174 118~174 118~174 118~174 +0~080      
Total Volume and Open Interest 138,931 2,382,069 +0
2 Year T-Notes(CBOT)
Dec15 151113 109~026 109~054 109~022 109~042 +0~014 60,631 1,084,766 -1,430
Mar16 151113 108~254 108~294 108~252 108~284 +0~022 2,154 30,951 -91
Jun16 151113 108~284 108~284 108~284 108~284 +0~022      
Total Volume and Open Interest 62,785 1,115,717 -2,648
Eurodollars(CME)
Dec15 151113 99.560 99.570 99.555 99.565 +0.005 25,495 1,308,683 -62
Mar16 151113 99.385 99.410 99.380 99.400 +0.015 41,488 1,326,649 -679
Jun16 151113 99.220 99.255 99.215 99.245 +0.025 40,867 1,145,727 -2,068
Sep16 151113 99.045 99.095 99.040 99.080 +0.035 35,209 1,005,850 -2,233
Dec16 151113 98.870 98.925 98.860 98.910 +0.045 54,893 1,291,893 -5,705
Mar17 151113 98.715 98.775 98.705 98.760 +0.050 19,452 733,032 +347
Jun17 151113 98.550 98.620 98.535 98.605 +0.060 22,518 655,030 +340
Sep17 151113 98.400 98.475 98.390 98.460 +0.065 16,285 567,623 -2,018
Dec17 151113 98.260 98.335 98.245 98.320 +0.070 33,413 686,814 +1,807
Mar18 151113 98.140 98.225 98.130 98.205 +0.070 14,575 372,071 -507
Jun18 151113 98.030 98.115 98.020 98.100 +0.070 17,010 377,880 -75
Sep18 151113 97.945 98.020 97.925 98.005 +0.070 15,257 326,464 +1,615
Dec18 151113 97.840 97.930 97.835 97.915 +0.075 10,397 315,784 +107
Mar19 151113 97.775 97.855 97.760 97.845 +0.075 4,862 178,398 -716
Jun19 151113 97.700 97.780 97.690 97.770 +0.070 7,872 152,273 -1,612
Sep19 151113 97.635 97.710 97.620 97.700 +0.070 8,037 121,256 -1,712
Dec19 151113 97.560 97.640 97.550 97.630 +0.070 3,097 122,066 +345
Mar20 151113 97.495 97.575 97.490 97.570 +0.075 3,179 68,893 +696
Total Volume and Open Interest 3,854,901 1,127,690 +0
Ultra T-Bond(CBOT)
Dec15 151113 155~16 156~18 155~14 156~05 +0~20 12,798 612,843 -330
Mar16 151113 156~11 156~22 155~20 156~11 +0~21 0 6,069 +0
Jun16 151113 156~11 156~11 156~11 156~11 +0~21      
Total Volume and Open Interest 12,798 618,912 +0
30 Day Federal Funds(CBOT)
Nov15 151113 99.880 99.880 99.878 99.878 unch 1,046 199,665 +565
Dec15 151113 99.790 99.795 99.790 99.790 unch 925 85,375 -388
Jan16 151113 99.710 99.720 99.705 99.710 unch 5,007 199,455 -1,494
Feb16 151113 99.685 99.695 99.685 99.685 unch 4,652 95,954 -1,282
Mar16 151113 99.635 99.640 99.630 99.635 +0.005 2,492 18,942 -956
Apr16 151113 99.565 99.585 99.565 99.570 +0.005 1,770 50,503 -445
Total Volume and Open Interest 17,440 758,841 +0
3-Mth Euro-Yen(CME)
Dec15 151113 99.825 99.825 99.825 99.825 unch      
Mar16 151113 99.685 99.685 99.685 99.685 unch      
Jun16 151113 99.545 99.545 99.545 99.545 unch      
Sep16 151113 99.405 99.405 99.405 99.405 unch      
Dec16 151113 99.840 99.840 99.840 99.840 unch      
Mar17 151113 99.700 99.700 99.700 99.700 unch      
Jun17 151113 99.560 99.560 99.560 99.560 unch      
Sep17 151113 99.420 99.420 99.420 99.420 unch      
Dec17 151113 99.280 99.280 99.280 99.280 unch      
Mar18 151113 99.140 99.140 99.140 99.140 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec15 151112 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar16 151112 99.68 99.68 99.68 99.68 unch      
Jun16 151112 99.54 99.54 99.54 99.54 unch      
Sep16 151112 99.40 99.40 99.40 99.40 unch      
Dec16 151112 99.84 99.84 99.84 99.84 unch 0 4 +0
Mar17 151112 99.70 99.70 99.70 99.70 unch      
Jun17 151112 99.56 99.56 99.56 99.56 unch      
Sep17 151112 99.42 99.42 99.42 99.42 unch      
Total Volume and Open Interest 0 8 +0
Japanese Gov't Bonds(SGX)
Dec15 151112 148.41 148.51 148.37 148.49 +0.12 1,463 20,642 -936
Mar16 151112 148.41 148.65 148.41 148.65 +0.20 13 13 +13
Jun16 151112 148.09 148.09 148.09 148.09 +0.20      
Total Volume and Open Interest 1,476 20,655 -923
Euro-Bund(EUREX)
Dec15 151113 156.33 157.09 156.32 156.92 +0.59 551,186 1,234,553 +35,635
Mar16 151113 158.03 158.83 158.03 158.66 +0.66 3,891 92,057 +1,202
Jun16 151113 156.92 156.92 156.92 156.92 +0.59      
Total Volume and Open Interest 555,077 1,326,610 +36,837
Euro-Bobl(EUREX)
Dec15 151113 129.48 129.69 129.47 129.62 +0.14 376,276 1,090,611 +24,173
Mar16 151113 131.07 131.17 131.06 131.12 +0.16 1,735 17,605 +700
Jun16 151113 129.62 129.62 129.62 129.62 +0.14      
Total Volume and Open Interest 378,011 1,108,216 +24,873
3-Mth Euribor(EUREX)
Dec15 151113 100.150 100.150 100.145 100.145 unch 221 28,827 -200
Mar16 151113 100.190 100.190 100.185 100.185 unch 190 5,234 +46
Jun16 151113 100.210 100.210 100.210 100.210 +0.005 503 9,848 +46
Total Volume and Open Interest 2,301 71,301 +392
Long Gilt(LIFFE)
Dec15 151113 116~28 117~09 116~28 117~05 +0~10 96,264 387,686 -4,042
Mar16 151113 116~04 116~09 116~04 116~09 +0~10 2 3 +1
Total Volume and Open Interest 96,266 387,689 -4,041
3-Mth Short Sterling(LIFFE)
Dec15 151113 99.41 99.42 99.41 99.42 unch 22,075 323,007 -2,287
Mar16 151113 99.36 99.37 99.35 99.37 +0.01 38,628 390,236 -5,275
Jun16 151113 99.27 99.30 99.26 99.29 +0.02 65,088 470,325 -3,372
Sep16 151113 99.15 99.19 99.14 99.19 +0.04 38,750 343,173 -3,017
Dec16 151113 99.02 99.06 99.01 99.06 +0.05 59,629 404,552 +11,027
Mar17 151113 98.89 98.94 98.88 98.93 +0.05 35,693 320,144 +2,301
Total Volume and Open Interest 396,190 3,294,969 -5,547
3-Mth Euribor(LIFFE)
Dec15 151113 100.145 100.155 100.140 100.145 unch 104,446 426,181 +12,790
Mar16 151113 100.175 100.195 100.175 100.185 unch 61,477 349,114 +9,857
Jun16 151113 100.195 100.215 100.195 100.205 unch 35,873 409,236 +1,890
Total Volume and Open Interest 438,455 3,607,065 +44,676
3-Mth Aus T-Bills(SFE)
Dec15 151113 97.80 97.82 97.79 97.80 unch 11,468 178,657 +1,212
Mar16 151113 97.87 97.89 97.84 97.85 -0.02 21,856 182,111 +2,363
Jun16 151113 97.91 97.94 97.88 97.90 -0.02 16,377 198,785 -680
Sep16 151113 97.94 97.96 97.90 97.91 -0.03 9,533 135,475 -2,943
Dec16 151113 97.93 97.95 97.89 97.90 -0.04 9,201 95,449 -497
Mar17 151113 97.90 97.91 97.85 97.87 -0.03 6,070 65,889 -2,556
Jun17 151113 97.85 97.86 97.80 97.81 -0.04 6,028 46,118 +1,029
Sep17 151113 97.79 97.81 97.73 97.74 -0.05 4,436 39,845 +1,123
Dec17 151113 97.74 97.74 97.68 97.68 -0.05 344 5,610 +37
Mar18 151113 97.66 97.66 97.60 97.60 -0.05 104 3,300 +42
Total Volume and Open Interest 85,492 954,909 -802
10-Year Aus T-Bonds(SFE)
Dec15 151113 97.01 97.06 97.00 97.01 -0.01 114,229 766,155 +6,196
Mar16 151113 97.01 97.01 97.01 97.01 -0.01      
Total Volume and Open Interest 114,229 766,155 +6,196
3-Year Aus T-Bonds(SFE)
Dec15 151113 97.85 97.90 97.83 97.85 unch 212,955 737,579 +20,595
Mar16 151113 97.85 97.85 97.85 97.85 unch      
Total Volume and Open Interest 212,955 737,579 +20,595
Gold(CMX)
Dec15 151113 1080.9 1088.0 1078.2 1080.9 -0.1 171,726 203,253 -23,009
Feb16 151113 1083.6 1088.3 1079.4 1081.5 unch 60,521 135,827 +14,746
Apr16 151113 1085.7 1088.5 1081.4 1082.2 -0.1 4,999 28,421 -79
Jun16 151113 1086.7 1089.3 1082.2 1083.0 unch 3,281 18,688 -207
Aug16 151113 1085.4 1085.4 1083.8 1083.8 unch 1,069 8,760 +185
Oct16 151113 1084.8 1090.0 1084.0 1084.7 unch 534 2,679 +30
Dec16 151113 1087.6 1091.6 1084.1 1085.8 unch 595 13,846 -110
Feb17 151113 1087.0 1087.0 1087.0 1087.0 unch 1 339 +1
Apr17 151113 1088.3 1088.3 1088.3 1088.3 unch 0 684 +0
Jun17 151113 1089.8 1089.8 1089.8 1089.8 unch 2 4,435 +0
Aug17 151113 1091.6 1091.6 1091.6 1091.6 unch      
Total Volume and Open Interest 242,904 427,984 -8,442
Silver(CMX)
Dec15 151113 1425.0 1435.0 1414.0 1420.4 -2.1 50,926 78,844 -5,002
Mar16 151113 1431.0 1438.0 1417.0 1423.0 -3.0 18,128 58,832 +8,267
May16 151113 1432.0 1439.5 1421.5 1426.0 -2.9 1,172 6,949 -259
Jul16 151113 1433.0 1434.0 1425.0 1429.0 -2.9 939 6,683 +532
Sep16 151113 1432.1 1432.1 1432.1 1432.1 -2.8 61 2,894 +40
Dec16 151113 1440.0 1445.0 1433.0 1436.2 -2.7 128 7,110 -3
Mar17 151113 1440.8 1440.8 1440.8 1440.8 -3.1 0 8 +0
Total Volume and Open Interest 72,078 165,988 +3,553
Platinum(NYMEX)
Jan16 151113 879.4 884.6 860.5 863.7 -13.2 17,070 65,166 +275
Apr16 151113 880.3 884.2 860.7 864.0 -13.2 1,760 5,153 -867
Jul16 151113 875.6 875.6 865.0 865.2 -13.1 965 1,076 +944
Oct16 151113 866.5 866.5 866.5 866.5 -13.1 1 12 +1
Total Volume and Open Interest 19,816 71,468 +353
Palladium(NYMEX)
Dec15 151113 561.50 565.20 533.40 539.25 -19.45 5,425 22,024 -690
Mar16 151113 560.00 561.50 535.00 539.25 -19.90 1,666 5,394 +608
Jun16 151113 554.60 554.60 539.80 539.80 -19.90 7 32 +7
Total Volume and Open Interest 7,100 27,451 -75
Copper(CMX)
Dec15 151113 216.70 217.25 215.10 216.80 -0.45 51,696 74,679 -3,708
Mar16 151113 217.40 218.10 216.10 217.60 -0.55 16,574 65,639 +5,032
May16 151113 218.15 218.60 217.05 218.20 -0.70 2,202 13,619 +386
Jul16 151113 218.75 219.25 217.55 218.75 -0.75 1,627 10,088 +642
Sep16 151113 219.05 219.60 218.00 219.15 -0.75 45 2,159 -1
Total Volume and Open Interest 73,024 176,500 +2,628
E-mini DJIA Index(CBOT)
Dec15 151113 17405 17445 17153 17206 -192 111,144 100,335 -929
Mar16 151113 17359 17361 17080 17126 -193 50 2,415 +16
Jun16 151113 17044 17044 17044 17044 -193 0 15 +0
Sep16 151113 16943 16943 16943 16943 -193 0 55 +0
Total Volume and Open Interest 127,889 103,733 +0
S & P 500(CME)
Dec15 151113 2039.00 2045.40 2012.30 2018.60 -22.00 3,769 95,790 -2,274
Mar16 151113 2011.20 2011.20 2009.30 2011.20 -22.10 0 3,176 +10
Jun16 151113 2004.50 2004.50 2002.60 2004.50 -22.10 0 3,073 +0
Sep16 151113 1998.70 1998.70 1996.80 1998.70 -22.10 0 1 +0
Total Volume and Open Interest 3,869 104,304 +0
S & P 500 E-Mini(Globex)
Dec15 151113 2040.50 2046.00 2011.50 2018.50 -22.00 1,171,396 2,810,012 -16,619
Mar16 151113 2032.75 2038.25 2004.25 2011.25 -22.00 1,685 93,697 -103
Jun16 151113 2028.00 2031.25 1997.75 2004.50 -22.00 115 5,968 +9
Sep16 151113 2020.75 2025.00 1998.50 1998.75 -22.00 0 35 +0
Total Volume and Open Interest 1,289,628 2,926,441 +0
NASDAQ 100 E-Mini(Globex)
Dec15 151113 4583.80 4590.50 4485.80 4502.00 -83.30 221,698 356,182 -4,019
Mar16 151113 4576.30 4582.00 4483.50 4496.50 -83.30 307 4,471 +60
Jun16 151113 4515.00 4536.00 4490.30 4490.30 -83.20 0 226 +0
Total Volume and Open Interest 242,049 364,914 +0
S&P Midcap 400(CME) e-Mini
Dec15 151113 1414.50 1419.50 1398.10 1402.40 -13.40 9,636 85,675 +49
Mar16 151113 1397.90 1397.90 1396.80 1397.90 -13.40 5 3 -3
Jun16 151113 1389.80 1389.80 1389.80 1389.80 -13.40      
Total Volume and Open Interest 16,519 85,640 +0
Volatility Index(CBOE)
Nov15 151113 18.55 20.60 18.23 20.33 +1.75 51,543 93,154 -8,159
Dec15 151113 18.70 20.05 18.52 19.88 +1.15 39,471 140,011 +8,532
Jan16 151113 19.10 20.23 19.00 20.13 +1.00 12,981 29,693 +231
Feb16 151113 19.50 20.48 19.40 20.38 +0.85 5,506 21,933 -283
Total Volume and Open Interest 137,215 323,925 +0
Russell 2000(ICE)
Dec15 151113 1154.90 1157.50 1138.70 1143.00 -10.10 79,457 372,921 -2,109
Mar16 151113 1145.00 1145.10 1135.80 1138.00 -10.10 1,412 4,740 +1,402
Jun16 151113 1134.30 1134.30 1134.30 1134.30 -10.10      
Total Volume and Open Interest 80,869 377,662 -707
Nikkei 225(CME)
Dec15 151113 19480 19655 19410 19435 -35 7,364 52,245 -259
Mar16 151113 19545 19670 19490 19490 -35 5 88 -2
Total Volume and Open Interest 13,700 52,595 +0
Nikkei 225(SGX)
Dec15 151113 19690 19725 19390 19620 -65 75,815 245,972 -4,441
Mar16 151113 19685 19690 19370 19590 -70 211 2,138 -67
Jun16 151112 19545 19545 19545 19545 -40 0 205 +0
Total Volume and Open Interest 88,566 265,308 -6,772
CAC 40(EURONEXT)
Nov15 151113 4827.5 4860.5 4761.0 4807.5 -48.5 65,241 255,321 +174
Dec15 151113 4826.0 4854.0 4758.0 4803.5 -48.5 473 16,320 +423
Jan16 151113 4796.0 4797.5 4796.0 4797.5 -48.5 0 20 +0
Total Volume and Open Interest 65,714    
Hang Seng Index(HKFE)
Nov15 151113 22898 22945 22257 22319 -586 112,280 89,791 -400
Dec15 151113 22960 22960 22280 22333 -590 636 11,540 +46
Total Volume and Open Interest 113,037 104,784 -348
DAX(EUREX)
Dec15 151113 10719.0 10817.0 10605.5 10693.5 -93.5 86,887 138,567 +599
Mar16 151113 10726.0 10800.5 10630.0 10701.5 -94.5 426 20,753 +215
Jun16 151113 10743.0 10747.0 10692.0 10731.0 -94.0 38 1,829 +22
Total Volume and Open Interest 87,351 161,149 +836
FT-SE 100(EURONEXT)
Dec15 151113 6136.00 6157.50 6078.50 6109.50 -69.00 75,672 568,971 -594
Mar16 151113 6036.00 6072.00 6036.00 6061.00 -69.00 14 6,127 +2
Jun16 151113 6012.50 6012.50 6012.50 6012.50 -69.00 0 1,759 +0
Total Volume and Open Interest 75,686 576,857 -592
SPI 200(SFE)
Dec15 151113 5132.0 5143.0 5009.0 5034.0 -98.0 28,363 261,099 +2,394
Mar16 151113 4974.0 4978.0 4974.0 4978.0 -98.0 1,164 4,167 +520
Jun16 151113 4968.0 4968.0 4968.0 4968.0 -98.0 0 1,178 +0
Total Volume and Open Interest 29,623 267,954 +2,914
FTSE MIB(ISE)
Dec15 151113 21775.00 21955.00 21620.00 21794.00 -76.00 28,443 68,939 -116
Mar16 151113 21815.00 21945.00 21655.00 21814.00 -78.00 37 1,123 +2
Jun16 151113 21395.00 21395.00 21395.00 21395.00 -78.00      
Total Volume and Open Interest 28,480 70,062 -114
KOSPI 200(KFE)
Dec15 151113 242.85 243.00 242.80 242.80 -3.20 154,788 114,594 -3,450
Mar16 151113 240.75 240.85 240.70 240.70 -3.20 393 3,475 +7
Jun16 151113 241.90 242.70 241.70 241.75 -3.10 3 592 +1
Total Volume and Open Interest 155,184 119,986 -3,432
GSCI(CME)
Nov15 151113 333.70 339.20 332.20 333.60 -4.20 2,381 3,857 -2,328
Dec15 151113 345.75 345.75 338.00 339.40 -4.15 2,377 9,607 +2,342
Jan16 151113 342.40 342.40 342.40 342.40 -4.15      
Total Volume and Open Interest 4,758 13,464 +14
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