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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon December 14, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan16 151214 870.75 877.75 868.00 874.25 +3.50 116,291 195,837 -19,537
Mar16 151214 873.25 879.75 870.75 876.00 +2.25 53,303 221,833 +10,150
May16 151214 879.50 885.75 877.25 882.00 +2.00 15,096 95,124 +2,016
Jul16 151214 886.50 892.50 884.50 888.50 +2.00 14,502 90,154 +225
Aug16 151214 889.75 894.25 887.75 890.25 +1.75 878 11,264 +15
Sep16 151214 889.25 892.75 887.25 888.50 +1.00 915 2,517 +149
Nov16 151214 891.00 895.00 887.50 890.75 +0.50 9,884 73,119 +286
Jan17 151214 896.00 896.50 896.00 896.50 +0.25 257 787 -40
Mar17 151214 899.75 899.75 899.75 899.75 +0.25 225 964 +52
May17 151214 905.00 905.00 903.00 903.00 -0.25 14 627 +7
Jul17 151214 909.00 911.00 908.50 908.50 -0.50 13 910 +8
Aug17 151214 905.75 905.75 905.75 905.75 -0.50 0 42 +0
Sep17 151214 900.50 900.50 900.50 900.50 -0.50 0 24 +0
Nov17 151214 899.00 900.25 897.00 897.50 unch 21 1,094 +12
Total Volume and Open Interest 211,399 694,310 -6,657
Soybean Meal(CBOT)
Dec15 151214 275.30 277.80 274.80 277.80 +5.60 735 255 -352
Jan16 151214 273.90 276.10 273.20 275.50 +1.80 54,634 93,957 -8,166
Mar16 151214 274.90 278.10 274.90 277.60 +2.10 42,977 138,137 +10,355
May16 151214 277.90 280.50 277.40 279.80 +1.90 10,883 69,164 +904
Jul16 151214 280.50 283.00 280.00 282.30 +1.80 7,990 50,631 +934
Aug16 151214 281.80 284.20 281.30 283.60 +1.80 905 14,810 +52
Sep16 151214 282.90 285.30 282.90 284.60 +1.70 848 12,416 +5
Oct16 151214 283.50 285.30 283.40 284.50 +1.40 716 10,327 +34
Dec16 151214 284.40 286.60 283.80 285.30 +1.10 3,413 31,497 +334
Jan17 151214 286.60 287.00 286.10 286.70 +1.20 18 1,623 -5
Total Volume and Open Interest 123,167 426,435 +4,109
Soybean Oil(CBOT)
Dec15 151214 31.30 31.30 31.30 31.30 +0.22 151 168 -286
Jan16 151214 31.33 31.59 30.80 31.12 -0.24 73,402 93,895 -5,281
Mar16 151214 31.59 31.83 31.04 31.37 -0.23 46,235 133,057 +10,547
May16 151214 31.72 31.98 31.20 31.53 -0.23 18,092 75,872 +190
Jul16 151214 31.91 32.13 31.37 31.69 -0.22 8,710 58,511 -574
Aug16 151214 31.98 31.98 31.53 31.69 -0.23 1,387 8,528 -475
Sep16 151214 31.97 32.12 31.50 31.69 -0.23 962 7,678 +150
Oct16 151214 31.79 31.94 31.41 31.62 -0.22 785 8,211 -273
Dec16 151214 31.81 32.04 31.30 31.61 -0.25 4,630 28,382 +82
Jan17 151214 31.74 31.83 31.73 31.83 -0.25 53 1,911 +23
Total Volume and Open Interest 155,392 419,986 +4,513
Canola(WCE)
Jan16 151214 475.9 478.8 473.8 477.5 +1.1 11,903 49,788 -3,525
Mar16 151214 485.3 488.6 483.5 487.3 +1.5 13,181 102,414 +5,303
May16 151214 492.9 495.7 490.9 494.9 +1.6 2,198 13,616 -389
Jul16 151214 498.0 500.9 496.0 500.2 +1.6 1,354 14,864 +377
Nov16 151214 494.5 497.9 493.2 497.2 +2.7 794 11,875 +236
Total Volume and Open Interest 29,462 192,963 +2,017
Corn(CBOT)
Dec15 151214 373.50 381.75 373.50 381.75 +8.75 2,951 2,474 -1,970
Mar16 151214 375.00 379.75 374.25 379.00 +3.75 155,867 718,216 +152
May16 151214 380.00 385.00 379.75 384.25 +4.00 28,162 188,760 +2,665
Jul16 151214 384.75 389.50 384.25 389.00 +4.25 26,617 158,290 -6,140
Sep16 151214 388.50 393.00 388.00 392.25 +3.75 3,494 67,182 +406
Dec16 151214 395.75 400.00 395.00 399.00 +3.00 9,461 128,683 +958
Mar17 151214 404.25 409.25 404.25 408.25 +3.00 421 7,443 +63
May17 151214 411.00 414.75 411.00 414.25 +2.75 279 1,990 +146
Jul17 151214 416.00 420.00 415.75 419.00 +2.25 225 2,458 +44
Sep17 151214 413.50 413.75 413.25 413.75 +2.75 34 1,150 +24
Total Volume and Open Interest 227,618 1,280,555 -3,625
Wheat(CBOT)
Dec15 151214 488.00 490.50 487.75 487.75 +5.00 32 67 -19
Mar16 151214 491.50 497.00 488.25 493.50 +3.00 55,281 206,249 -5,533
May16 151214 497.00 502.50 494.25 499.25 +3.00 9,785 49,027 -1,563
Jul16 151214 501.75 506.50 498.75 503.50 +3.00 8,481 53,464 -1,299
Sep16 151214 512.25 515.00 511.25 513.25 +2.75 1,021 10,026 +313
Dec16 151214 525.75 529.50 521.50 526.75 +2.75 1,263 18,591 +303
Total Volume and Open Interest 76,121 339,478 -7,856
Wheat(KCBT)
Dec15 151214 472.50 476.00 472.50 472.50 +4.25 9 59 -1
Mar16 151214 482.50 491.00 480.75 488.00 +5.50 14,933 108,851 -1,895
May16 151214 493.75 501.00 491.75 498.25 +5.50 2,870 20,640 +13
Jul16 151214 504.00 511.25 501.25 508.25 +5.50 3,510 41,201 +275
Sep16 151214 517.25 523.50 515.25 522.00 +5.25 665 6,427 +64
Dec16 151214 535.75 543.00 535.75 540.25 +5.50 666 10,760 +194
Total Volume and Open Interest 22,855 188,668 -1,266
Wheat(MGE)
Dec15 151214 495.25 495.25 495.25 495.25 -3.00 6 8 -1
Mar16 151214 508.50 514.75 505.50 510.50 +2.75 7,409 36,893 -33
May16 151214 519.25 524.50 516.25 520.25 +2.00 2,587 13,507 +900
Jul16 151214 528.00 532.75 526.00 529.50 +2.50 1,355 10,201 +522
Sep16 151214 538.50 543.75 538.50 540.50 +2.25 246 4,942 +56
Total Volume and Open Interest 11,825 69,187 +1,531
Oats(CBOT)
Dec15 151214 267.25 267.25 248.50 248.50 -8.00 0 56 +0
Mar16 151214 232.50 235.75 228.50 232.75 +0.25 280 6,893 -76
May16 151214 233.25 234.25 230.00 231.25 +0.25 33 953 +30
Jul16 151214 234.50 236.50 233.00 233.00 +0.75 13 302 +13
Total Volume and Open Interest 326 8,232 -33
Rough Rice(CBOT)
Jan16 151214 11.11 11.15 10.95 10.98 -0.07 700 7,644 -120
Mar16 151214 11.38 11.43 11.23 11.25 -0.07 467 4,365 +280
May16 151214 11.69 11.69 11.55 11.55 -0.07 40 2,007 +3
Jul16 151214 11.81 11.81 11.81 11.81 -0.06 13 886 +6
Total Volume and Open Interest 1,220 15,000 +169
Live Cattle(CME)
Dec15 151214 120.650 121.450 118.550 119.535 -1.915 4,484 7,702 -840
Feb16 151214 125.750 126.680 123.480 124.400 -1.850 31,290 117,566 -1,974
Apr16 151214 126.980 127.550 124.350 125.300 -2.050 12,616 59,650 +115
Jun16 151214 118.480 118.750 116.200 117.250 -1.550 10,893 38,956 +214
Aug16 151214 115.830 116.200 113.300 114.250 -1.980 4,877 11,807 -48
Oct16 151214 116.785 117.035 114.350 115.250 -2.035 2,209 7,037 +218
Total Volume and Open Interest 67,665 249,473 -2,260
Feeder Cattle(CME)
Jan16 151214 151.150 152.350 147.630 148.150 -3.980 6,908 14,477 -571
Mar16 151214 149.200 150.380 145.630 146.500 -3.630 4,928 10,040 +392
Apr16 151214 150.285 151.150 146.580 147.300 -3.780 1,751 3,084 +2
May16 151214 150.600 151.500 147.235 147.750 -3.985 1,906 4,527 +408
Aug16 151214 153.000 153.550 149.485 149.785 -4.200 780 3,080 +143
Sep16 151214 151.350 151.350 147.250 147.830 -3.920 121 201 +12
Oct16 151214 147.850 148.200 145.100 146.150 -3.400 50 142 +0
Total Volume and Open Interest 16,499 35,722 +402
Lean Hogs(CME)
Dec15 151214 56.035 56.035 55.485 55.550 -0.450 2,310 12,636 -939
Feb16 151214 60.285 60.830 59.235 60.130 -0.420 9,217 81,600 +463
Apr16 151214 64.385 64.885 63.850 64.430 -0.270 4,854 40,184 +65
May16 151214 71.785 72.100 71.785 72.100 +0.100 81 760 +13
Jun16 151214 76.100 76.250 75.500 76.100 -0.080 3,760 22,990 +496
Jul16 151214 76.330 76.500 75.950 76.400 -0.050 1,179 7,625 +163
Aug16 151214 76.100 76.100 75.450 75.885 -0.215 1,047 5,588 +250
Oct16 151214 67.500 67.900 67.200 67.635 -0.015 330 4,393 +211
Total Volume and Open Interest 22,813 179,280 +732
Class III Milk(CME)
Dec15 151214 14.53 14.58 14.53 14.58 +0.02 105 4,262 +0
Jan16 151214 13.73 13.80 13.65 13.73 +0.03 266 3,923 -11
Feb16 151214 14.02 14.06 13.96 14.01 unch 128 3,210 +26
Mar16 151214 14.45 14.49 14.41 14.42 -0.04 161 2,944 +78
Apr16 151214 14.84 14.84 14.73 14.74 -0.12 72 2,244 +50
May16 151214 15.12 15.14 15.02 15.02 -0.15 55 1,991 +35
Jun16 151214 15.48 15.49 15.35 15.38 -0.12 29 1,728 +29
Jul16 151214 15.92 15.92 15.80 15.84 -0.06 49 1,430 +22
Aug16 151214 16.20 16.20 16.15 16.17 -0.05 38 1,351 +24
Sep16 151214 16.36 16.42 16.35 16.36 -0.07 43 1,343 +24
Oct16 151214 16.36 16.37 16.26 16.31 -0.06 35 1,243 +13
Nov16 151214 16.27 16.28 16.24 16.25 -0.07 31 1,172 +21
Dec16 151214 16.25 16.27 16.17 16.21 -0.06 37 1,109 +21
Total Volume and Open Interest 1,049 28,269 +332
Cocoa(ICE)
Dec15 151214 3336 3375 3336 3369 +21 3 46 -2
Mar16 151214 3357 3386 3337 3375 +22 11,969 120,617 -1,608
May16 151214 3350 3378 3333 3368 +21 4,231 43,024 -828
Jul16 151214 3345 3370 3327 3361 +19 1,562 21,499 +43
Sep16 151214 3325 3364 3320 3354 +19 1,395 17,272 +487
Dec16 151214 3300 3340 3300 3329 +17 345 11,007 -114
Mar17 151214 3280 3307 3280 3307 +15 251 19,902 +93
Total Volume and Open Interest 19,756 240,159 -1,929
Coffee "C"(ICE)
Dec15 151214 117.25 117.50 116.20 117.25 -0.85 7 41 -59
Mar16 151214 121.10 121.20 117.90 119.90 -1.30 9,623 88,311 -48
May16 151214 123.40 123.40 120.10 122.10 -1.20 1,489 32,175 -27
Jul16 151214 125.15 125.15 122.15 124.15 -1.15 1,042 15,878 -79
Sep16 151214 127.00 127.00 124.10 126.05 -1.15 645 9,723 +44
Dec16 151214 129.60 129.65 126.95 128.80 -1.00 410 11,922 +118
Total Volume and Open Interest 13,287 164,588 -28
Orange Juice(ICE)
Jan16 151214 149.90 151.80 149.00 149.65 -0.45 838 7,706 -244
Mar16 151214 150.00 151.00 148.35 149.40 -0.70 243 5,429 +144
May16 151214 150.05 150.60 148.75 149.40 -0.35 60 1,226 +4
Jul16 151214 149.95 150.00 148.75 149.40 -0.60 11 411 -5
Sep16 151214 149.50 149.50 149.10 149.10 -0.35 1 77 +1
Nov16 151214 149.10 149.10 149.10 149.10 -0.35 0 4 +0
Total Volume and Open Interest 1,153 14,856 -100
Sugar #11(ICE)
Mar16 151214 14.57 14.65 14.23 14.51 -0.07 78,218 404,092 -14,390
May16 151214 14.24 14.28 13.88 14.14 -0.08 18,182 175,453 +1,748
Jul16 151214 13.94 14.00 13.64 13.88 -0.06 10,325 119,159 +850
Oct16 151214 13.94 14.06 13.70 13.93 -0.06 5,174 75,328 +549
Mar17 151214 14.39 14.49 14.15 14.37 -0.06 1,650 42,582 +261
May17 151214 14.15 14.24 13.94 14.15 -0.04 689 8,654 +26
Jul17 151214 13.88 13.97 13.70 13.92 unch 664 9,811 +61
Oct17 151214 13.81 13.93 13.67 13.89 +0.03 661 9,745 +332
Total Volume and Open Interest 115,929 852,117 -10,491
London Cocoa(LCE)
Dec15 151214 2251 2252 2241 2251 -6 5,301 14,638 -3,802
Mar16 151214 2280 2302 2276 2300 +22 7,317 92,162 +1,378
May16 151214 2276 2295 2272 2294 +21 2,130 37,170 -338
Jul16 151214 2271 2288 2265 2288 +20 1,037 36,220 +143
Sep16 151214 2264 2281 2260 2281 +20 747 35,497 +232
Dec16 151214 2231 2251 2231 2250 +20 320 23,179 -9
Mar17 151214 2207 2227 2207 2226 +19 114 28,531 +40
Total Volume and Open Interest 16,966 268,032 -2,356
London Sugar(LCE)
Mar16 151214 399.00 402.90 395.00 401.40 +2.20 5,318 43,512 +175
May16 151214 399.00 400.90 393.30 399.40 +1.60 2,292 19,390 +566
Aug16 151214 396.00 398.80 391.30 397.20 +0.40 891 10,242 -63
Oct16 151214 394.20 396.60 389.80 395.40 +0.10 276 5,352 -19
Dec16 151214 396.30 398.00 391.90 397.20 +0.40 226 2,045 +149
Total Volume and Open Interest 9,160 82,664 +929
Cotton(ICE)
Mar16 151214 63.81 63.91 62.98 63.38 -0.33 18,663 144,952 -1,866
May16 151214 64.41 64.70 63.80 64.15 -0.34 5,147 29,079 +1,153
Jul16 151214 65.25 65.32 64.45 64.77 -0.37 1,791 12,856 +792
Oct16 151214 64.42 64.42 64.42 64.42 -0.41 0 3 +0
Dec16 151214 65.02 65.07 64.50 64.69 -0.47 306 9,720 +20
Mar17 151214 65.40 65.40 65.11 65.11 -0.42 2 408 +0
Total Volume and Open Interest 25,909 197,176 +99
Lumber(CME)
Jan16 151214 259.5 262.5 255.9 257.4 -3.4 428 2,066 -154
Mar16 151214 260.1 262.5 256.7 258.5 -1.5 201 1,739 +68
May16 151214 260.0 263.6 259.4 259.4 -1.9 7 370 +4
Jul16 151214 262.0 262.0 262.0 262.0 -0.4 0 18 +0
Total Volume and Open Interest 636 4,201 -82
Crude Oil(NYM)
Jan16 151214 35.40 36.70 34.53 36.31 +0.69 513,940 261,885 -67,120
Feb16 151214 36.99 37.97 36.10 37.60 +0.35 228,071 343,152 +49,146
Mar16 151214 38.33 39.14 37.33 38.75 +0.18 124,284 234,539 +10,635
Apr16 151214 39.40 40.06 38.29 39.66 +0.07 44,027 91,662 +2,196
May16 151214 40.26 40.82 39.08 40.42 -0.03 28,548 72,125 -288
Jun16 151214 40.96 41.48 39.73 41.03 -0.12 45,731 118,852 +115
Jul16 151214 41.59 42.05 40.40 41.58 -0.19 17,399 36,454 +814
Aug16 151214 42.20 42.60 41.02 42.11 -0.26 17,376 32,558 +387
Sep16 151214 42.78 43.12 41.72 42.63 -0.32 20,416 61,402 +1,730
Oct16 151214 43.28 43.55 42.20 43.11 -0.38 6,474 30,784 +927
Nov16 151214 43.84 43.84 43.33 43.59 -0.42 2,203 25,154 +63
Dec16 151214 44.37 44.75 43.12 44.08 -0.46 29,249 161,111 +2,939
Jan17 151214 44.98 44.98 44.27 44.46 -0.49 1,330 21,830 +247
Feb17 151214 44.84 44.84 44.84 44.84 -0.52 181 9,916 -19
Mar17 151214 45.23 45.23 45.23 45.23 -0.55 407 9,826 +24
Apr17 151214 45.61 45.61 45.61 45.61 -0.58 152 6,033 +15
Total Volume and Open Interest 1,091,822 1,701,266 +1,786
e-miNY Crude Oil(NYM)
Jan16 151214 35.350 36.700 34.525 36.300 +0.675 8,672 4,300 +88
Feb16 151214 36.975 37.950 36.100 37.600 +0.350 660 1,391 -11
Mar16 151214 38.425 39.100 37.425 38.750 +0.175 215 222 -5
Apr16 151214 39.300 39.750 38.350 39.650 +0.050 60 149 +45
May16 151214 40.425 40.425 40.425 40.425 -0.025 23 324 +13
Jun16 151214 39.900 41.025 39.900 41.025 -0.125 1 41 +0
Jul16 151214 41.575 41.575 41.575 41.575 -0.200 0 9 +0
Aug16 151214 42.100 42.100 42.100 42.100 -0.275 0 3 +0
Sep16 151214 42.625 42.625 42.625 42.625 -0.325 0 6 +0
Oct16 151214 43.100 43.100 43.100 43.100 -0.400 0 2 +0
Total Volume and Open Interest 9,631 6,760 +130
NY Harbor ULSD(NYM)
Jan16 151214 114.50 115.85 108.74 112.77 -1.79 65,682 71,619 -5,683
Feb16 151214 118.05 119.42 112.61 116.76 -1.35 33,122 63,225 +3,007
Mar16 151214 121.20 122.53 116.10 120.58 -0.63 23,274 56,532 +2,280
Apr16 151214 123.90 124.59 118.82 123.35 -0.26 11,378 32,661 +153
May16 151214 127.50 127.54 121.56 126.02 -0.20 8,794 24,813 +777
Jun16 151214 129.05 129.65 124.26 128.46 -0.23 10,066 31,846 -418
Jul16 151214 130.71 131.88 126.83 130.94 -0.21 3,772 8,946 +188
Aug16 151214 131.08 134.40 129.55 133.35 -0.15 1,880 7,396 -148
Sep16 151214 134.92 136.67 131.66 135.62 -0.18 1,086 7,004 +118
Oct16 151214 138.48 138.93 134.17 137.77 -0.28 745 3,979 -46
Nov16 151214 137.50 140.95 136.00 139.70 -0.42 593 4,001 -5
Dec16 151214 142.24 142.91 137.82 141.60 -0.51 2,821 29,605 +936
Jan17 151214 141.39 145.33 141.39 143.69 -0.54 329 3,236 +105
Feb17 151214 147.13 147.13 144.99 145.26 -0.55 51 812 +9
Total Volume and Open Interest 164,148 353,736 +1,533
RBOB Gasoline(NYM)
Jan16 151214 128.03 130.89 121.90 125.58 -2.57 76,764 89,887 -8,525
Feb16 151214 128.15 131.65 123.12 126.83 -2.25 54,937 73,377 +5,447
Mar16 151214 131.49 134.12 125.93 129.63 -2.15 35,487 46,905 +2,451
Apr16 151214 153.55 155.34 147.55 151.17 -2.14 19,747 35,294 +645
May16 151214 154.60 156.60 150.12 152.57 -2.23 9,429 27,852 +607
Jun16 151214 154.48 156.45 148.90 152.33 -2.25 10,735 22,257 +716
Jul16 151214 152.81 152.81 147.83 151.07 -2.30 3,254 12,142 +538
Aug16 151214 150.79 150.79 145.92 149.12 -2.35 2,534 10,558 +226
Sep16 151214 149.07 149.07 143.15 146.52 -2.35 4,795 15,671 +1,114
Oct16 151214 135.78 135.78 130.42 131.90 -2.40 826 7,158 +85
Total Volume and Open Interest 222,504 373,149 +3,037
e-miNY RBOB Gasoline(NYM)
Jan16 151214 125.60 125.60 125.58 125.60 -2.60 0 1 +0
Feb16 151214 126.80 126.83 126.80 126.80 -2.30      
Mar16 151214 129.60 129.63 129.60 129.60 -2.20      
Apr16 151214 151.20 151.20 151.17 151.20 -2.10      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan16 151214 1.913 1.923 1.862 1.894 -0.096 186,400 243,310 -19,177
Feb16 151214 1.977 1.985 1.929 1.959 -0.091 83,167 152,459 +19,651
Mar16 151214 2.038 2.041 1.992 2.018 -0.089 79,820 199,156 +15,829
Apr16 151214 2.121 2.134 2.088 2.109 -0.083 44,793 100,090 -972
May16 151214 2.194 2.201 2.158 2.174 -0.080 16,969 57,426 +1,472
Jun16 151214 2.262 2.262 2.215 2.233 -0.078 9,495 34,465 +972
Jul16 151214 2.322 2.322 2.273 2.290 -0.076 10,396 24,198 +371
Aug16 151214 2.344 2.347 2.305 2.321 -0.078 5,517 22,150 +424
Sep16 151214 2.352 2.353 2.313 2.328 -0.081 8,248 34,568 +2,764
Oct16 151214 2.380 2.381 2.336 2.350 -0.080 14,187 45,247 +1,613
Nov16 151214 2.455 2.455 2.419 2.430 -0.079 990 13,122 +236
Dec16 151214 2.621 2.621 2.580 2.590 -0.077 729 15,565 +35
Jan17 151214 2.749 2.749 2.689 2.699 -0.074 3,632 26,642 +853
Feb17 151214 2.704 2.704 2.693 2.698 -0.074 707 4,710 -67
Mar17 151214 2.674 2.686 2.666 2.672 -0.071 1,166 11,073 -132
Apr17 151214 2.585 2.585 2.535 2.544 -0.066 869 10,248 +139
Total Volume and Open Interest 467,855 1,034,698 +24,508
Brent Crude Oil(ICE)
Jan16 151214 37.85 38.43 36.33 37.92 -0.01 188,988 157,890 -16,940
Feb16 151214 38.39 38.68 36.75 38.16 -0.16 230,531 381,282 +90
Mar16 151214 38.97 39.33 37.45 38.81 -0.21 126,680 374,466 +15,227
Apr16 151214 39.90 40.23 38.42 39.71 -0.27 59,058 160,318 +704
May16 151214 40.91 41.14 39.42 40.64 -0.31 31,939 102,404 -744
Jun16 151214 41.84 42.08 40.37 41.56 -0.36 63,638 152,713 -1,491
Jul16 151214 42.76 42.93 41.30 42.40 -0.39 15,244 60,960 +1,065
Aug16 151214 43.50 43.68 42.10 43.14 -0.42 7,879 43,488 +260
Sep16 151214 44.26 44.40 42.79 43.82 -0.46 11,709 49,563 -301
Oct16 151214 44.52 44.52 44.37 44.47 -0.49 2,945 31,805 +71
Nov16 151214 45.12 45.35 44.88 45.11 -0.51 2,881 26,921 -334
Dec16 151214 46.26 46.42 44.84 45.74 -0.54 41,942 197,411 +3,042
Jan17 151214 45.49 46.31 45.49 46.31 -0.57 3,332 26,342 +374
Feb17 151214 46.86 46.86 46.86 46.86 -0.61 1,596 27,430 +107
Total Volume and Open Interest 812,309 2,106,986 +2,168
Gas Oil(ICE)
Jan16 151214 342.25 345.25 323.50 331.25 -12.00 103,336 147,887 -1,379
Feb16 151214 354.00 356.00 335.50 343.00 -11.00 83,441 108,931 +8,843
Mar16 151214 362.75 365.75 347.00 354.25 -9.75 39,535 63,019 +4,689
Apr16 151214 370.25 374.50 357.75 364.25 -8.50 25,235 40,215 +712
May16 151214 379.00 383.00 366.75 373.25 -8.00 15,889 35,546 +2,307
Jun16 151214 386.00 388.75 374.75 380.75 -7.75 21,553 53,372 +1,560
Jul16 151214 394.25 395.00 382.00 388.00 -7.50 5,551 18,246 +619
Aug16 151214 399.75 400.25 388.75 394.25 -7.50 2,512 13,243 +596
Sep16 151214 406.00 407.50 394.50 400.25 -7.25 2,688 18,188 -402
Oct16 151214 412.50 414.00 401.00 407.00 -7.25 1,288 15,285 +57
Total Volume and Open Interest 321,394 693,944 +13,610
Ethanol(CBOT)
Jan16 151214 1.441 1.462 1.441 1.456 +0.001 290 1,730 -132
Feb16 151214 1.453 1.472 1.453 1.466 -0.002 170 977 +84
Mar16 151214 1.480 1.480 1.480 1.480 -0.002 0 436 +0
Apr16 151214 1.505 1.505 1.496 1.496 unch 0 434 +0
May16 151214 1.510 1.510 1.510 1.510 unch 0 155 +0
Jun16 151214 1.504 1.504 1.504 1.504 unch 0 217 +0
Jul16 151214 1.499 1.499 1.499 1.499 unch 0 54 +0
Aug16 151214 1.494 1.494 1.494 1.494 unch 0 56 +0
Total Volume and Open Interest 460 4,221 -48
WTI Crude Oil(ICE)
Jan16 151214 35.40 36.69 34.54 36.31 +0.69 50,785 55,714 -11,089
Feb16 151214 37.13 37.97 36.09 37.60 +0.35 42,663 76,478 +7,588
Mar16 151214 38.22 39.09 37.33 38.75 +0.18 24,802 59,948 +41
Apr16 151214 39.38 40.06 38.27 39.66 +0.07 9,987 18,180 +594
May16 151214 40.20 40.81 39.06 40.42 -0.03 6,095 8,714 +357
Jun16 151214 40.98 41.48 39.80 41.03 -0.12 8,156 37,164 +2,316
Jul16 151214 41.01 41.85 40.82 41.58 -0.19 1,789 2,951 -7
Aug16 151214 41.61 42.11 41.10 42.11 -0.26 1,239 5,763 +132
Sep16 151214 42.34 43.18 41.53 42.63 -0.32 1,071 10,032 -297
Oct16 151214 43.11 43.11 43.11 43.11 -0.38 621 3,070 -161
Nov16 151214 43.59 43.59 43.59 43.59 -0.42 509 7,298 -155
Dec16 151214 44.33 44.72 43.38 44.08 -0.46 4,224 50,210 -221
Jan17 151214 44.46 44.46 44.46 44.46 -0.49 60 4,569 +3
Feb17 151214 44.84 44.84 44.84 44.84 -0.52 5 1,627 -5
Mar17 151214 45.23 45.23 45.23 45.23 -0.55 10 3,321 +3
Apr17 151214 45.61 45.61 45.61 45.61 -0.58 0 1,424 +0
Total Volume and Open Interest 155,264 398,792 -503
US Dollar Index(ICE)
Dec15 151214 97.725 97.870 97.470 97.470 -0.080 39,189 28,626 -21,745
Mar16 151214 97.770 97.990 97.310 97.652 +0.047 46,970 64,966 +20,042
Jun16 151214 97.915 98.035 97.430 97.750 +0.050 331 913 +279
Total Volume and Open Interest 86,495 94,632 -1,424
Australian Dollar(CME)
Dec15 151214 71.87 72.60 71.60 72.53 +0.64 97,024 75,811 -9,908
Mar16 151214 71.50 72.36 71.25 72.14 +0.59 46,920 98,133 +19,425
Jun16 151214 71.68 72.04 71.02 71.84 +0.59 21 71 +20
Total Volume and Open Interest 143,965 174,050 +9,537
British Pound(CME)
Dec15 151214 151.99 152.05 151.09 151.44 -0.87 113,814 48,523 -47,390
Mar16 151214 151.96 152.06 151.08 151.42 -0.89 80,293 143,232 +43,688
Jun16 151214 151.72 151.73 151.20 151.45 -0.88 52 354 +38
Total Volume and Open Interest 194,173 192,183 -3,651
Canadian Dollar(CME)
Dec15 151214 72.80 73.11 72.56 72.79 -0.01 91,801 46,311 -26,374
Mar16 151214 72.81 73.12 72.56 72.79 -0.01 61,854 133,651 +43,859
Jun16 151214 72.71 73.04 72.60 72.80 -0.01 91 1,464 +36
Sep16 151214 72.85 73.03 72.74 72.85 unch 0 333 -3
Total Volume and Open Interest 153,818 181,981 +17,581
Japanese Yen(CME)
Dec15 151214 82.61 82.89 82.41 82.84 +0.03 163,604 63,150 -40,474
Mar16 151214 82.82 83.32 82.61 82.99 -0.02 105,803 177,390 +44,418
Jun16 151214 83.24 83.52 82.87 83.23 -0.02 3 461 +2
Total Volume and Open Interest 269,410 241,151 +3,946
Swiss Franc(CME)
Dec15 151214 101.58 102.00 101.31 101.97 +0.15 36,394 41,884 -4,954
Mar16 151214 102.02 102.63 101.71 101.96 -0.25 25,716 52,929 +16,513
Jun16 151214 102.98 103.03 102.22 102.41 -0.24 37 77 +33
Total Volume and Open Interest 62,152 94,925 +11,597
EuroFX(CME)
Dec15 151214 109.69 110.20 109.45 110.20 +0.28 373,583 124,257 -135,542
Mar16 151214 110.01 110.77 109.73 110.27 +0.07 257,438 357,950 +87,462
Jun16 151214 110.38 111.07 110.07 110.57 +0.07 328 2,016 +63
Total Volume and Open Interest 631,420 485,379 -47,998
Mexican Peso(CME)
Dec15 151214 577.13 578.00 572.50 576.75 +1.50 79,346 67,298 -22,982
Jan16 151214 574.38 575.50 574.38 575.50 +1.13 2 2 +2
Total Volume and Open Interest 146,494 211,108 +9,361
Brazilian Real(CME)
Jan16 151214 256.40 257.65 253.45 256.40 +0.25 1,075 15,781 +255
Feb16 151214 254.20 255.50 252.60 254.15 +0.10 24 34 +18
Mar16 151214 248.70 251.65 248.70 251.65 +0.30 215 3,574 -10
Apr16 151214 249.00 249.00 249.00 249.00 -0.10      
Total Volume and Open Interest 1,314 19,797 +263
30-Year T-Bonds(CBOT)
Dec15 151214 158~090 158~200 156~160 156~260 -1~250 2,483 13,426 -121
Mar16 151214 157~070 157~120 155~030 155~140 -1~250 207,897 513,511 -1,672
Jun16 151214 154~040 154~040 154~040 154~040 -1~250 0 1 +0
Total Volume and Open Interest 210,380 526,938 -1,793
10-Year T-Notes(CBOT)
Dec15 151214 127~215 127~240 127~000 127~010 -0~220 28,202 42,315 -7,338
Mar16 151214 127~045 127~060 126~120 126~135 -0~235 785,778 2,666,921 +11,022
Jun16 151214 125~285 125~285 125~285 125~285 -0~235 0 47 +0
Total Volume and Open Interest 813,980 2,709,283 +3,684
5-Year T-Notes(CBOT)
Dec15 151214 119~214 119~216 119~106 119~106 -0~124 11,158 72,668 -1,723
Mar16 151214 119~072 119~084 118~262 118~266 -0~134 467,608 2,348,114 -1,015
Jun16 151214 118~102 118~102 118~102 118~102 -0~134      
Total Volume and Open Interest 478,766 2,420,782 -2,738
2 Year T-Notes(CBOT)
Dec15 151214 109~036 109~054 109~000 109~002 -0~036 2,338 25,712 +1,184
Mar16 151214 108~300 108~300 108~254 108~260 -0~036 143,131 940,323 -10,403
Jun16 151214 108~184 108~184 108~184 108~184 -0~036 1 1 +1
Total Volume and Open Interest 145,470 966,036 -9,218
Eurodollars(CME)
Dec15 151214 99.482 99.482 99.480 99.482 +0.002 239,052 950,097 -38,057
Mar16 151214 99.350 99.350 99.330 99.340 -0.010 275,047 1,404,805 +13,732
Jun16 151214 99.220 99.220 99.190 99.200 -0.015 227,142 1,243,751 +21,743
Sep16 151214 99.080 99.080 99.040 99.050 -0.020 206,712 1,120,500 +24,483
Dec16 151214 98.930 98.930 98.885 98.900 -0.020 259,488 1,406,761 +17,601
Mar17 151214 98.795 98.795 98.750 98.765 -0.020 170,875 767,295 +8,012
Jun17 151214 98.660 98.660 98.610 98.625 -0.025 132,078 672,955 +2,232
Sep17 151214 98.525 98.535 98.485 98.500 -0.025 113,327 606,790 +11,580
Dec17 151214 98.425 98.425 98.365 98.380 -0.025 119,740 751,800 -4,919
Mar18 151214 98.320 98.320 98.270 98.280 -0.030 92,632 402,585 +1,183
Jun18 151214 98.235 98.235 98.175 98.185 -0.035 65,529 370,311 -3,765
Sep18 151214 98.145 98.145 98.090 98.100 -0.040 73,067 362,806 +3,292
Dec18 151214 98.065 98.065 98.005 98.015 -0.040 44,273 344,811 +5,468
Mar19 151214 97.980 97.990 97.935 97.945 -0.045 35,952 197,496 -806
Jun19 151214 97.910 97.920 97.860 97.875 -0.045 19,408 160,235 +246
Sep19 151214 97.835 97.850 97.795 97.805 -0.045 21,286 124,622 -522
Dec19 151214 97.755 97.780 97.720 97.735 -0.045 25,048 134,325 -1,189
Mar20 151214 97.700 97.720 97.660 97.675 -0.045 13,769 71,344 -714
Total Volume and Open Interest 2,176,475 11,442,224 +57,518
Ultra T-Bond(CBOT)
Dec15 151214 161~02 161~02 159~25 159~31 -2~02 929 20,897 -365
Mar16 151214 162~04 162~10 159~21 160~03 -2~04 68,759 614,028 +4,335
Jun16 151214 161~03 161~03 161~03 161~03 -2~04      
Total Volume and Open Interest 69,688 634,925 +3,970
30 Day Federal Funds(CBOT)
Dec15 151214 99.777 99.777 99.772 99.777 unch 3,224 94,220 +384
Jan16 151214 99.695 99.695 99.680 99.685 -0.005 29,533 179,082 +9,220
Feb16 151214 99.660 99.665 99.650 99.660 unch 14,322 133,697 +5,162
Mar16 151214 99.610 99.610 99.600 99.610 unch 7,166 27,364 +257
Apr16 151214 99.565 99.565 99.550 99.560 unch 14,788 77,055 -1,500
May16 151214 99.535 99.540 99.520 99.530 unch 16,573 57,714 +235
Total Volume and Open Interest 118,081 714,165 +18,337
3-Mth Euro-Yen(CME)
Dec15 151214 99.830 99.830 99.830 99.830 +0.005      
Mar16 151214 99.685 99.685 99.685 99.685 unch      
Jun16 151214 99.800 99.800 99.800 99.800 unch      
Sep16 151214 99.660 99.660 99.660 99.660 unch      
Dec16 151214 99.990 99.990 99.990 99.990 unch      
Mar17 151214 99.955 99.955 99.955 99.955 unch      
Jun17 151214 99.815 99.815 99.815 99.815 unch      
Sep17 151214 99.675 99.675 99.675 99.675 unch      
Dec17 151214 99.535 99.535 99.535 99.535 unch      
Mar18 151214 99.395 99.395 99.395 99.395 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar16 151214 99.68 99.68 99.68 99.68 unch      
Jun16 151214 99.80 99.80 99.80 99.80 unch      
Sep16 151214 99.66 99.66 99.66 99.66 unch      
Dec16 151214 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 151214 99.96 99.96 99.96 99.96 unch      
Jun17 151214 99.82 99.82 99.82 99.82 unch      
Sep17 151214 99.68 99.68 99.68 99.68 unch      
Dec17 151214 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 8 +0
Japanese Gov't Bonds(SGX)
Mar16 151214 148.69 148.81 148.69 148.81 +0.07 8,553 14,923 +5,699
Jun16 151214 148.25 148.25 148.25 148.25 +0.07      
Sep16 151214 147.69 147.69 147.69 147.69 +0.07      
Total Volume and Open Interest 16,430 27,319 +2,443
Euro-Bund(EUREX)
Mar16 151214 159.06 159.21 158.51 158.73 -0.45 440,376 1,123,360 +7,662
Jun16 151214 156.25 156.26 156.18 156.25 -0.45 5 8 +5
Sep16 151214 156.25 156.25 156.25 156.25 -0.45      
Total Volume and Open Interest 440,381 1,123,368 +7,667
Euro-Bobl(EUREX)
Mar16 151214 131.09 131.16 130.94 131.03 -0.11 322,704 942,974 +3,608
Jun16 151214 129.39 129.39 129.39 129.39 -0.02 5 5 +5
Sep16 151214 129.39 129.39 129.39 129.39 -0.02      
Total Volume and Open Interest 322,709 942,979 +3,613
3-Mth Euribor(EUREX)
Dec15 151214 100.130 100.130 100.130 100.130 unch 79 27,306 +6
Mar16 151214 100.160 100.165 100.160 100.165 unch 390 5,826 +82
Jun16 151214 100.180 100.185 100.180 100.185 +0.005 338 10,558 +44
Total Volume and Open Interest 1,589 74,995 +233
Long Gilt(LIFFE)
Dec15 151214 118~20 118~29 118~20 118~24 -0~04 285 20,312 -195
Mar16 151214 117~22 118~03 117~14 117~27 -0~04 135,014 423,694 +2,814
Total Volume and Open Interest 135,299 444,006 +2,619
3-Mth Short Sterling(LIFFE)
Dec15 151214 99.41 99.42 99.40 99.42 +0.01 21,998 304,319 +3,985
Mar16 151214 99.36 99.37 99.35 99.36 unch 60,446 419,816 -3,622
Jun16 151214 99.28 99.29 99.27 99.28 -0.01 53,553 490,409 +8,455
Sep16 151214 99.20 99.21 99.17 99.19 -0.01 36,029 326,852 +1,983
Dec16 151214 99.09 99.11 99.07 99.09 -0.01 51,586 470,755 +5,374
Mar17 151214 98.99 99.00 98.96 98.98 -0.01 35,683 369,055 +3,609
Total Volume and Open Interest 392,842 3,625,945 +17,226
3-Mth Euribor(LIFFE)
Dec15 151214 100.125 100.130 100.125 100.130 +0.005 67,489 359,224 -17,026
Mar16 151214 100.165 100.165 100.155 100.160 unch 77,681 471,295 +10,405
Jun16 151214 100.180 100.190 100.175 100.180 +0.005 43,734 385,830 +7,592
Total Volume and Open Interest 501,647 3,739,028 +4,199
3-Mth Aus T-Bills(SFE)
Dec15 151210 97.64 97.67 97.58 97.63 -0.03 18,730 55,527 -27,190
Mar16 151214 97.76 97.78 97.75 97.78 +0.02 67,871 260,913 +18,699
Jun16 151214 97.80 97.83 97.80 97.83 +0.02 59,156 238,107 +21,744
Sep16 151214 97.82 97.86 97.82 97.85 +0.02 38,862 148,483 +8,029
Dec16 151214 97.81 97.85 97.81 97.85 +0.03 26,330 112,432 +4,720
Mar17 151214 97.79 97.83 97.79 97.82 +0.02 13,074 74,604 +3,023
Jun17 151214 97.75 97.79 97.75 97.78 +0.02 10,771 49,812 +1,036
Sep17 151214 97.70 97.74 97.70 97.73 +0.02 4,072 38,019 +14
Dec17 151214 97.65 97.68 97.65 97.68 +0.02 6,600 16,159 +3,559
Mar18 151214 97.61 97.62 97.61 97.62 +0.02 343 3,658 +313
Total Volume and Open Interest 233,565 949,729 +35,428
10-Year Aus T-Bonds(SFE)
Dec15 151214 97.11 97.19 97.11 97.15 +0.03 466,960 706,985 -28,531
Mar16 151214 97.08 97.15 97.08 97.11 +0.03 407,408 479,418 +294,409
Total Volume and Open Interest 874,368 1,186,403 +265,878
3-Year Aus T-Bonds(SFE)
Dec15 151214 97.82 97.89 97.82 97.87 +0.05 560,733 799,179 +37,147
Mar16 151214 97.82 97.87 97.82 97.86 +0.04 426,768 462,006 +312,502
Total Volume and Open Interest 987,501 1,261,185 +349,649
Gold(CMX)
Dec15 151214 1074.0 1076.7 1060.0 1064.7 -12.2 226 1,911 -97
Feb16 151214 1073.0 1077.3 1058.1 1063.4 -12.3 99,734 283,226 +657
Apr16 151214 1073.7 1077.0 1058.8 1064.1 -12.3 2,088 35,185 -105
Jun16 151214 1076.1 1077.2 1059.5 1064.7 -12.3 1,811 25,452 -120
Aug16 151214 1076.2 1078.0 1061.9 1065.6 -12.3 353 9,950 +35
Oct16 151214 1077.2 1079.2 1066.6 1066.6 -12.3 5 3,040 +5
Dec16 151214 1076.6 1080.3 1062.6 1067.8 -12.4 546 17,449 +223
Feb17 151214 1073.9 1073.9 1069.0 1069.0 -12.4 0 364 +0
Apr17 151214 1077.3 1077.3 1070.3 1070.3 -12.4 0 677 +0
Jun17 151214 1071.7 1071.7 1071.7 1071.7 -12.4 2 5,161 +2
Aug17 151214 1073.3 1073.3 1073.3 1073.3 -12.4 0 90 +0
Oct17 151214 1075.0 1075.0 1075.0 1075.0 -12.4      
Total Volume and Open Interest 104,930 394,735 +617
Silver(CMX)
Dec15 151214 1387.5 1392.5 1366.6 1366.6 -19.3 6 380 -1
Mar16 151214 1390.0 1396.5 1362.0 1369.5 -18.9 22,051 129,964 +1,125
May16 151214 1392.0 1395.0 1366.0 1372.6 -19.0 1,375 10,774 +111
Jul16 151214 1379.0 1383.5 1374.5 1375.6 -18.9 1,030 6,874 +240
Sep16 151214 1386.0 1386.0 1378.8 1378.8 -18.9 303 4,542 +126
Dec16 151214 1387.0 1392.5 1377.0 1383.4 -18.8 201 8,038 +48
Mar17 151214 1388.3 1388.3 1388.3 1388.3 -18.8 0 34 +0
Total Volume and Open Interest 25,486 164,425 +1,659
Platinum(NYMEX)
Jan16 151214 843.0 856.8 837.1 850.2 +6.5 12,046 58,119 -564
Apr16 151214 842.3 856.5 837.8 850.4 +6.3 2,616 16,427 +1,597
Jul16 151214 842.9 854.6 842.9 851.8 +6.3 13 2,290 +2
Oct16 151214 852.8 852.8 852.8 852.8 +6.3 0 15 +0
Total Volume and Open Interest 14,675 76,857 +1,035
Palladium(NYMEX)
Dec15 151214 547.50 548.95 543.15 547.75 +3.80 1 284 -1
Mar16 151214 544.10 551.40 542.30 548.70 +3.90 3,050 25,222 -153
Jun16 151214 548.60 549.15 548.15 549.15 +4.10 8 140 +0
Total Volume and Open Interest 3,061 25,680 -155
Copper(CMX)
Dec15 151214 210.55 210.55 208.45 210.40 -0.40 325 1,882 -378
Mar16 151214 211.20 212.75 209.10 211.15 -0.50 29,832 135,287 +64
May16 151214 211.90 213.00 209.85 211.75 -0.40 2,259 19,918 +560
Jul16 151214 212.15 212.80 210.00 212.20 -0.25 2,156 8,565 -669
Sep16 151214 213.60 213.60 212.25 212.70 -0.25 276 2,623 +97
Total Volume and Open Interest 35,074 178,097 -325
E-mini DJIA Index(CBOT)
Dec15 151214 17239 17398 17134 17336 +75 184,439 79,068 -8,631
Mar16 151214 17168 17316 17053 17254 +75 48,271 31,927 +17,472
Jun16 151214 17173 17173 17173 17173 +75 30 20 +0
Sep16 151214 17077 17077 17077 17077 +75 0 57 +0
Total Volume and Open Interest 232,740 111,072 +8,841
S & P 500(CME)
Dec15 151214 2012.50 2023.50 1995.50 2018.40 +8.60 16,707 83,293 -6,127
Mar16 151214 2002.00 2018.90 1983.50 2009.60 +8.40 13,347 20,716 +7,593
Jun16 151214 2002.40 2005.20 1981.00 2002.40 +8.20 2 3,506 +0
Sep16 151214 1975.00 1999.20 1973.00 1996.40 +8.20 0 1 +0
Total Volume and Open Interest 30,056 107,518 +1,468
S & P 500 E-Mini(Globex)
Dec15 151214 2008.00 2028.25 1992.25 2018.50 +8.75 1,814,232 2,160,431 -291,662
Mar16 151214 2001.50 2019.50 1983.25 2009.50 +8.25 783,692 787,824 +303,884
Jun16 151214 1993.75 2011.50 1976.75 2002.50 +8.25 232 6,947 +40
Sep16 151214 1990.00 2005.50 1971.25 1996.50 +8.25 38 207 +19
Total Volume and Open Interest 2,598,200 2,955,421 +12,281
NASDAQ 100 E-Mini(Globex)
Dec15 151214 4534.50 4579.50 4477.30 4566.50 +27.20 302,768 256,227 -50,771
Mar16 151214 4527.30 4573.50 4471.30 4560.50 +28.00 108,319 82,485 +54,736
Jun16 151214 4530.00 4562.50 4473.00 4554.30 +28.00 13 243 +11
Total Volume and Open Interest 411,100 339,032 +3,976
S&P Midcap 400(CME) e-Mini
Dec15 151214 1385.70 1395.70 1370.60 1377.90 -9.00 37,755 75,309 -8,994
Mar16 151214 1381.80 1391.30 1365.60 1373.10 -8.90 23,648 19,474 +17,255
Jun16 151214 1365.00 1375.30 1365.00 1365.00 -8.90      
Total Volume and Open Interest 61,403 94,798 +8,261
Volatility Index(CBOE)
Dec15 151214 23.85 25.40 21.80 22.43 -1.22 89,897 84,025 -8,479
Jan16 151214 22.05 22.43 19.80 20.43 -1.50 66,054 122,505 +6,037
Feb16 151214 21.47 22.09 19.95 20.45 -1.13 17,055 33,361 +22
Mar16 151214 21.45 21.85 20.02 20.43 -1.00 6,476 18,331 -96
Total Volume and Open Interest 189,682 294,765 -1,850
Russell 2000(ICE)
Dec15 151214 1123.20 1130.40 1107.00 1112.60 -10.60 141,485 287,881 -48,412
Mar16 151214 1119.20 1125.00 1101.60 1107.60 -10.10 73,163 102,232 +45,319
Jun16 151214 1103.90 1103.90 1103.90 1103.90 -10.10      
Total Volume and Open Interest 214,648 390,114 -3,093
Nikkei 225(CME)
Mar16 151214 18770 19015 18575 18820 +70 14,942 47,291 +310
Jun16 151214 18775 18775 18775 18775 -45 0 1 +0
Total Volume and Open Interest 14,942 47,292 -20,525
Nikkei 225(SGX)
Mar16 151214 19185 19200 18560 18860 -345 87,741 171,586 +17,784
Jun16 151214 18630 18745 18455 18745 -350 0 237 +0
Sep16 151214 18725 18725 18725 18725 -350 0 4 +0
Total Volume and Open Interest 154,366 182,088 -152,912
CAC 40(EURONEXT)
Dec15 151214 4551.0 4623.0 4465.5 4472.5 -76.5 86,097 266,353 -6,968
Jan16 151214 4544.0 4616.0 4460.0 4467.0 -77.5 6,168 7,673 +4,887
Feb16 151214 4504.5 4504.5 4460.5 4460.5 -79.5 0 2 +0
Total Volume and Open Interest 93,185 279,098 -1,721
Hang Seng Index(HKFE)
Dec15 151214 21381 21381 20985 21310 -77 105,843 95,790 -394
Jan16 151214 21400 21400 21000 21326 -79 409 2,465 +128
Total Volume and Open Interest 106,401 102,756 -289
DAX(EUREX)
Dec15 151214 10350.0 10446.5 10119.5 10144.5 -209.0 89,379 128,600 -4,978
Mar16 151214 10353.5 10450.0 10122.0 10145.5 -214.5 9,956 42,656 +6,319
Jun16 151214 10439.0 10450.0 10182.5 10182.5 -213.0 14 2,304 +8
Total Volume and Open Interest 99,349 173,560 +1,349
FT-SE 100(EURONEXT)
Dec15 151214 5934.50 6011.00 5863.00 5875.00 -89.50 158,206 516,481 -35,809
Mar16 151214 5888.00 5961.50 5814.00 5826.00 -90.00 63,403 77,081 +36,899
Jun16 151214 5851.00 5860.50 5774.00 5774.00 -90.00 20 2,900 +2
Total Volume and Open Interest 221,629 596,462 +1,092
SPI 200(SFE)
Dec15 151214 5019.0 5024.0 4917.0 4921.0 -100.0 46,281 253,568 +3,486
Mar16 151214 4971.0 4971.0 4869.0 4871.0 -102.0 4,940 10,181 +3,111
Jun16 151214 4860.0 4860.0 4860.0 4860.0 -103.0 0 1,424 +0
Total Volume and Open Interest 51,413 266,457 +6,764
FTSE MIB(ISE)
Dec15 151214 21050.00 21195.00 20475.00 20573.00 -459.00 29,794 67,989 -2,643
Mar16 151214 21065.00 21195.00 20485.00 20580.00 -469.00 3,537 7,986 +2,370
Jun16 151214 20730.00 20730.00 20170.00 20170.00 -460.00      
Total Volume and Open Interest 33,331 75,975 -273
KOSPI 200(KFE)
Mar16 151214 236.45 236.55 236.30 236.30 -1.70 51,187 88,149 +15,786
Jun16 151214 237.35 237.35 237.10 237.10 -1.90 79 791 +67
Sep16 151214 237.00 237.00 237.00 237.00 -2.75 0 223 +0
Total Volume and Open Interest 224,445 90,372 -51,914
GSCI(CME)
Dec15 151214 306.10 309.95 304.20 308.45 -0.50 1,917 2,530 -1,760
Jan16 151214 309.25 314.45 307.80 313.10 -0.85 2,264 10,570 +2,043
Feb16 151214 318.10 318.10 318.10 318.10 -0.85      
Total Volume and Open Interest 4,181 13,100 +283
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.

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