Moore Research Center, Inc.

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

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Tue July 29, 2014
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug14 140729 1240.00 1242.25 1219.25 1226.50 -10.00 17,799 29,129 -13,424
Sep14 140729 1138.50 1143.75 1118.25 1121.50 -15.50 9,546 30,574 +76
Nov14 140729 1112.00 1116.50 1089.00 1095.00 -12.75 91,218 404,444 -27
Jan15 140729 1118.75 1122.25 1095.75 1102.25 -12.00 9,613 58,099 +215
Mar15 140729 1122.00 1128.00 1102.25 1108.25 -11.75 7,995 37,551 +588
May15 140729 1130.75 1133.25 1108.25 1114.00 -11.25 3,219 19,843 +419
Jul15 140729 1134.00 1140.00 1114.75 1120.25 -11.25 3,449 22,416 -474
Aug15 140729 1115.75 1125.75 1113.75 1115.75 -10.00 197 929 -7
Sep15 140729 1096.25 1107.25 1096.25 1098.75 -8.50 55 220 -1
Nov15 140729 1098.75 1102.00 1081.00 1087.25 -9.75 1,576 27,217 +58
Jan16 140729 1093.50 1101.25 1091.75 1091.75 -9.50 15 224 +5
Mar16 140729 1092.25 1100.00 1092.25 1092.25 -7.75 8 28 -4
May16 140729 1093.75 1099.50 1093.75 1093.75 -5.75 0 11 +0
Jul16 140729 1109.00 1109.00 1097.75 1097.75 -6.25 0 58 +0
Total Volume and Open Interest 144,722 631,278 -12,561
Soybean Meal(CBOT)
Aug14 140729 404.00 404.10 394.30 395.40 -7.40 14,820 22,496 -7,209
Sep14 140729 376.20 377.60 368.20 369.20 -6.00 10,203 38,450 +1,435
Oct14 140729 360.90 362.80 354.40 357.30 -2.90 3,036 24,699 +405
Dec14 140729 358.00 360.20 351.20 354.30 -3.00 27,993 159,441 +972
Jan15 140729 357.50 359.20 350.50 353.60 -2.70 4,960 17,526 +819
Mar15 140729 357.50 359.10 351.20 353.50 -2.50 4,100 17,815 +505
May15 140729 359.10 359.20 352.50 354.60 -2.70 1,634 11,397 +51
Jul15 140729 360.50 361.00 354.10 356.80 -2.50 746 12,598 -55
Aug15 140729 361.00 361.00 354.00 354.80 -3.70 166 2,324 -71
Sep15 140729 352.40 354.00 352.00 352.60 -2.20 38 1,334 +11
Total Volume and Open Interest 67,864 313,130 -3,112
Soybean Oil(CBOT)
Aug14 140729 36.66 37.11 36.10 36.25 -0.27 20,789 19,866 -9,252
Sep14 140729 36.73 37.18 36.19 36.34 -0.26 18,714 34,671 +4,287
Oct14 140729 36.64 37.20 36.24 36.38 -0.24 3,306 19,981 +279
Dec14 140729 36.88 37.36 36.36 36.53 -0.25 32,815 199,326 +1,590
Jan15 140729 37.37 37.41 36.52 36.68 -0.27 3,338 18,629 +866
Mar15 140729 37.31 37.31 36.73 36.88 -0.30 2,102 13,575 +86
May15 140729 37.53 37.53 36.92 37.06 -0.31 1,551 10,813 +63
Jul15 140729 37.55 37.55 37.12 37.24 -0.31 741 6,080 -2
Aug15 140729 37.46 37.60 37.27 37.33 -0.27 257 1,493 -92
Sep15 140729 37.50 37.60 37.37 37.37 -0.22 127 1,263 -48
Total Volume and Open Interest 84,010 330,621 -2,133
Canola(WCE)
Nov14 140729 447.1 449.0 441.2 444.1 -3.0 5,112 83,805 -783
Jan15 140729 450.0 450.5 445.0 448.3 -2.8 2,942 28,281 +458
Mar15 140729 453.1 453.1 445.2 449.0 -2.7 1,621 14,014 +375
May15 140729 446.7 446.7 441.0 445.3 -2.9 308 9,740 +88
Jul15 140729 442.6 442.6 437.1 440.9 -3.2 76 6,277 +41
Total Volume and Open Interest 10,123 147,320 +241
Corn(CBOT)
Sep14 140729 367.50 368.50 358.50 361.50 -6.25 76,154 500,907 -2,414
Dec14 140729 376.50 377.25 368.00 371.00 -5.75 107,880 601,298 +5,635
Mar15 140729 388.50 389.00 380.00 383.00 -5.50 20,956 110,492 +983
May15 140729 396.50 397.00 388.25 391.25 -5.25 4,241 27,610 +902
Jul15 140729 403.00 403.50 396.00 399.00 -4.50 3,642 49,073 +366
Sep15 140729 409.25 410.25 403.00 406.50 -3.75 830 12,298 +113
Dec15 140729 415.00 416.25 409.50 413.50 -2.25 2,318 68,966 +622
Mar16 140729 424.25 426.00 421.50 422.50 -1.75 70 1,877 +20
May16 140729 430.00 430.75 427.00 429.00 -1.75 15 615 +5
Jul16 140729 432.25 434.00 432.25 432.25 -1.75 49 1,306 +2
Total Volume and Open Interest 216,232 1,377,425 +6,272
Wheat(CBOT)
Sep14 140729 534.50 535.75 518.50 520.00 -14.75 42,238 202,306 -1,811
Dec14 140729 556.25 558.00 542.25 543.75 -14.00 23,355 124,506 +42
Mar15 140729 579.75 580.25 566.50 568.25 -12.00 6,392 48,390 +1,271
May15 140729 594.75 594.75 581.50 583.50 -11.25 671 12,514 +64
Jul15 140729 604.00 606.00 592.50 594.00 -12.00 2,601 31,153 +540
Sep15 140729 616.25 618.00 605.00 606.50 -11.50 65 1,544 +12
Total Volume and Open Interest 75,596 426,068 +84
Wheat(KCBT)
Sep14 140729 625.00 627.00 611.00 611.50 -14.00 9,571 66,413 -2,207
Dec14 140729 640.00 641.50 627.00 628.25 -12.00 4,646 48,855 +1,662
Mar15 140729 648.50 648.50 634.75 635.50 -12.00 1,125 11,908 +97
May15 140729 652.75 652.75 639.25 639.75 -12.25 247 5,487 +55
Jul15 140729 643.50 645.50 631.25 632.50 -11.75 254 7,976 -32
Sep15 140729 642.50 654.25 642.00 642.25 -12.00 14 739 -4
Total Volume and Open Interest 15,888 142,236 -433
Wheat(MGE)
Sep14 140729 620.50 621.00 607.25 610.50 -10.75 3,552 26,397 -34
Dec14 140729 630.00 630.50 617.25 620.75 -10.00 2,164 25,248 +1,012
Mar15 140729 642.00 642.50 631.75 634.00 -8.75 288 8,113 +43
May15 140729 642.25 643.00 640.00 642.25 -7.75 82 1,772 +4
Jul15 140729 650.00 651.00 646.75 649.50 -7.25 71 648 +27
Total Volume and Open Interest 6,189 62,788 +1,078
Oats(CBOT)
Sep14 140729 367.50 369.50 354.25 356.50 -10.00 172 1,612 -1
Dec14 140729 337.00 338.50 331.50 333.25 -4.25 262 4,982 -30
Mar15 140729 326.25 326.25 318.00 318.75 -3.50 21 433 +4
May15 140729 314.00 316.00 312.50 313.00 -3.00 2 20 +2
Total Volume and Open Interest 457 7,056 -25
Rough Rice(CBOT)
Sep14 140729 12.92 13.14 12.92 13.13 +0.20 287 5,528 +23
Nov14 140729 13.15 13.35 13.15 13.35 +0.20 293 2,793 +155
Jan15 140729 13.50 13.52 13.32 13.52 +0.20 56 206 +41
Mar15 140729 13.50 13.69 13.50 13.69 +0.20 0 103 +0
Total Volume and Open Interest 636 8,630 +219
Live Cattle(CME)
Aug14 140729 159.300 159.600 158.400 158.785 -0.265 13,475 54,549 -1,777
Oct14 140729 159.485 159.735 158.685 159.075 unch 16,762 149,074 +1,030
Dec14 140729 159.000 160.000 158.630 159.150 -0.100 8,163 75,454 +1,145
Feb15 140729 157.350 158.575 157.350 158.050 +0.550 4,718 32,151 +920
Apr15 140729 157.400 158.000 157.185 157.850 +0.550 2,566 20,821 +571
Jun15 140729 149.485 149.850 148.985 149.300 +0.150 455 4,999 -42
Total Volume and Open Interest 46,673 339,284 +2,046
Feeder Cattle(CME)
Aug14 140729 221.000 221.800 220.000 221.435 +1.250 2,334 13,479 -349
Sep14 140729 221.800 222.735 221.185 222.450 +1.250 1,336 10,862 +198
Oct14 140729 221.235 222.435 220.800 222.130 +1.280 1,128 9,232 -36
Nov14 140729 220.580 221.600 220.050 221.250 +1.150 432 5,980 +81
Jan15 140729 214.550 215.285 214.035 214.700 +0.850 234 6,461 +32
Mar15 140729 212.000 212.750 211.685 212.380 +0.630 84 1,357 -1
Apr15 140729 212.185 212.485 211.435 212.400 +1.000 23 520 +2
Total Volume and Open Interest 5,610 48,371 -70
Lean Hogs(CME)
Aug14 140729 122.950 122.950 120.930 121.450 -2.230 10,219 31,382 +157
Oct14 140729 105.800 106.580 105.180 106.080 -0.555 11,099 92,830 +254
Dec14 140729 96.480 97.480 95.600 96.600 -0.750 4,721 64,279 -29
Feb15 140729 92.200 92.980 91.180 92.100 -0.600 3,746 32,301 +1,055
Apr15 140729 92.350 93.785 91.580 92.330 -1.520 1,662 16,188 +722
May15 140729 92.600 92.635 91.700 91.700 -1.050 27 639 +10
Jun15 140729 93.800 94.250 92.535 93.700 -0.500 228 8,252 +9
Jul15 140729 91.350 92.400 91.000 92.400 unch 139 1,187 +22
Total Volume and Open Interest 31,882 248,555 +2,218
Class III Milk(CME)
Jul14 140729 21.54 21.54 21.52 21.54 +0.01 23 4,101 +8
Aug14 140729 21.64 21.75 21.58 21.62 +0.02 268 3,892 -14
Sep14 140729 21.15 21.40 21.15 21.38 +0.31 217 3,650 +38
Oct14 140729 20.19 20.50 20.19 20.46 +0.27 79 3,131 +14
Nov14 140729 19.60 19.75 19.52 19.74 +0.22 85 2,861 +13
Total Volume and Open Interest 1,157 28,180 +318
Cocoa(ICE)
Sep14 140729 3171 3187 3164 3177 +12 6,628 88,095 -543
Dec14 140729 3150 3162 3141 3152 +8 5,446 73,005 +1,939
Mar15 140729 3142 3148 3130 3137 unch 1,877 34,075 +388
May15 140729 3133 3137 3121 3126 -3 234 11,306 -20
Jul15 140729 3120 3125 3108 3114 -5 270 5,861 +158
Sep15 140729 3108 3114 3100 3103 -6 206 2,067 +158
Dec15 140729 3102 3102 3095 3095 -7 42 766 +16
Total Volume and Open Interest 14,724 217,490 +2,110
Coffee "C"(ICE)
Sep14 140729 181.15 182.20 178.40 180.70 -0.40 10,039 77,922 -294
Dec14 140729 184.95 186.00 182.25 184.60 -0.35 4,457 45,721 +24
Mar15 140729 188.25 189.00 185.65 187.95 -0.25 920 23,116 +90
May15 140729 190.00 190.80 188.70 189.95 -0.30 182 6,580 +39
Jul15 140729 189.00 191.70 189.00 191.25 -0.30 138 1,880 +7
Sep15 140729 189.50 192.00 189.50 191.85 -0.55 79 1,488 +12
Total Volume and Open Interest 15,869 163,162 -122
Orange Juice(ICE)
Sep14 140729 148.05 148.35 142.75 144.75 -3.20 584 9,457 -73
Nov14 140729 150.00 150.40 146.00 148.05 -2.90 88 2,064 +49
Jan15 140729 151.35 151.45 150.00 150.70 -2.00 82 1,149 +41
Mar15 140729 152.20 153.05 151.00 152.80 -1.55 10 374 +10
May15 140729 154.55 154.55 154.55 154.55 -1.25 0 43 +0
Jul15 140729 158.35 158.35 158.35 158.35 -1.25      
Total Volume and Open Interest 764 13,087 +27
Sugar #11(ICE)
Oct14 140729 16.92 16.93 16.60 16.62 -0.32 34,597 463,937 -1,988
Mar15 140729 18.63 18.63 18.30 18.34 -0.27 16,532 223,349 +3,976
May15 140729 18.75 18.75 18.48 18.51 -0.27 1,894 39,764 +1
Jul15 140729 18.79 18.79 18.52 18.54 -0.25 1,034 70,502 +207
Oct15 140729 19.05 19.05 18.82 18.84 -0.21 271 29,773 +49
Mar16 140729 19.44 19.44 19.24 19.26 -0.18 268 15,540 +173
May16 140729 19.28 19.28 19.24 19.24 -0.17 50 2,861 +16
Jul16 140729 19.20 19.20 19.20 19.20 -0.17 60 3,326 -11
Total Volume and Open Interest 54,754 859,164 +2,421
London Cocoa(LCE)
Sep14 140729 1965 1982 1959 1980 +18 6,682 70,083 -1,109
Dec14 140729 1941 1954 1937 1952 +14 8,435 96,245 +1,370
Mar15 140729 1922 1932 1918 1924 +6 2,855 68,535 +526
May15 140729 1911 1919 1906 1911 +6 988 25,604 +472
Jul15 140729 1900 1912 1898 1902 +5 514 5,738 +258
Sep15 140729 1893 1905 1892 1894 +4 52 3,497 +174
Dec15 140729 1886 1895 1885 1886 +4 13 1,626 +49
Total Volume and Open Interest 19,539 273,109 +1,754
London Sugar(LCE)
Oct14 140729 444.10 444.40 440.10 440.20 -4.60 2,624 40,717 +77
Dec14 140729 460.40 460.50 455.60 455.80 -5.10 619 14,338 +518
Mar15 140729 478.50 478.50 473.20 473.20 -5.60 609 8,711 +111
May15 140729 488.00 488.00 482.90 482.90 -5.70 25 3,214 +36
Aug15 140729 491.00 491.50 489.60 489.60 -5.00 2 2,295 +28
Total Volume and Open Interest 3,892 70,130 +819
Cotton(ICE)
Oct14 140729 65.30 65.30 63.97 64.44 -0.92 50 371 -8
Dec14 140729 65.99 65.99 64.60 65.01 -0.87 16,798 122,086 +177
Mar15 140729 66.72 66.72 65.49 65.91 -0.72 3,433 28,244 +1,003
May15 140729 67.72 67.72 66.79 67.17 -0.73 465 1,996 +49
Jul15 140729 68.90 68.94 68.00 68.34 -0.72 535 2,958 +429
Oct15 140729 69.70 69.70 69.61 69.61 +0.45 0 5 +0
Total Volume and Open Interest 21,511 158,772 +1,754
Lumber(CME)
Sep14 140729 323.2 326.0 320.5 322.0 -1.0 187 3,261 -37
Nov14 140729 321.6 326.5 321.0 322.1 +0.1 73 652 +25
Jan15 140729 326.0 329.0 326.0 326.0 -0.4 4 36 +3
Mar15 140729 330.4 332.0 330.4 330.4 -1.4 0 13 +0
Total Volume and Open Interest 264 3,963 -9
Crude Oil(NYM)
Sep14 140729 101.60 101.83 100.37 100.97 -0.70 284,919 315,576 -9,431
Oct14 140729 100.28 100.48 99.22 99.73 -0.59 84,084 174,348 +991
Nov14 140729 99.29 99.60 98.46 98.94 -0.49 39,511 74,544 +533
Dec14 140729 98.57 98.92 97.75 98.24 -0.42 64,817 210,718 +912
Jan15 140729 97.91 98.09 97.19 97.65 -0.36 15,274 67,941 +268
Feb15 140729 97.62 97.63 96.63 97.05 -0.33 8,983 41,710 +629
Mar15 140729 96.65 96.85 96.06 96.49 -0.31 12,477 66,003 -706
Apr15 140729 96.44 96.44 95.49 95.93 -0.30 2,725 31,118 +191
May15 140729 95.97 95.97 95.09 95.45 -0.29 2,300 25,377 +82
Jun15 140729 95.21 95.58 94.61 95.03 -0.28 22,373 111,180 +1,577
Jul15 140729 94.75 94.77 94.15 94.52 -0.27 1,911 26,858 +105
Aug15 140729 93.96 94.06 93.70 94.06 -0.27 1,012 22,683 -150
Sep15 140729 93.46 93.68 93.46 93.68 -0.27 2,110 39,199 +591
Oct15 140729 93.34 93.34 93.34 93.34 -0.27 399 21,481 +144
Nov15 140729 92.87 93.05 92.87 93.05 -0.27 214 22,695 +25
Dec15 140729 92.88 93.30 92.37 92.77 -0.27 20,725 145,793 +744
Total Volume and Open Interest 573,955 1,617,081 -1,613
e-miNY Crude Oil(NYM)
Jul14 140619 106.050 106.625 105.325 106.425 +0.450 4,736 4,883 -408
Aug14 140721 102.950 104.650 102.650 104.600 +1.475 6,604 3,434 -326
Sep14 140729 101.575 101.825 100.375 100.975 -0.700 6,187 1,689 +59
Oct14 140729 100.200 100.475 99.250 99.725 -0.600 286 1,899 +147
Nov14 140729 99.150 99.150 98.625 98.950 -0.475 93 649 +63
Dec14 140729 98.100 98.250 97.775 98.250 -0.400 78 2,137 +73
Jan15 140729 97.650 97.650 97.650 97.650 -0.350 0 25 +0
Feb15 140729 97.050 97.050 97.050 97.050 -0.325 0 3 +0
Mar15 140729 96.500 96.500 96.500 96.500 -0.300 0 1 +0
Apr15 140729 95.925 95.925 95.925 95.925 -0.300      
Total Volume and Open Interest 6,644 6,492 +342
NY Harbor ULSD(NYM)
Aug14 140729 288.84 291.24 288.70 290.67 +1.88 30,817 22,013 -6,800
Sep14 140729 289.92 292.02 289.40 291.33 +1.72 71,087 95,037 +249
Oct14 140729 290.38 292.79 290.37 292.21 +1.70 17,268 45,318 +150
Nov14 140729 291.41 293.68 291.41 293.16 +1.62 8,893 21,910 +577
Dec14 140729 292.35 294.55 292.22 294.09 +1.57 14,478 35,477 -70
Jan15 140729 293.77 295.10 293.56 294.85 +1.55 5,527 18,580 +407
Feb15 140729 294.36 294.74 293.28 294.55 +1.47 3,102 13,708 -511
Mar15 140729 293.03 293.61 292.02 293.37 +1.37 4,051 17,974 +661
Apr15 140729 291.72 291.97 290.67 291.97 +1.31 2,235 10,702 +400
May15 140729 289.87 290.70 289.60 290.70 +1.26 661 5,022 +212
Jun15 140729 289.56 289.56 288.18 289.52 +1.20 1,920 16,687 -526
Jul15 140729 288.19 288.96 287.71 288.96 +1.16 324 1,665 +52
Aug15 140729 287.85 288.90 287.85 288.74 +1.13 245 1,505 +35
Sep15 140729 287.87 288.80 287.48 288.56 +1.07 433 1,571 -11
Total Volume and Open Interest 163,200 322,955 -4,950
RBOB Gasoline(NYM)
Aug14 140729 285.17 287.77 284.97 287.09 +2.17 30,215 25,166 -4,535
Sep14 140729 282.75 285.21 282.58 284.52 +1.97 52,404 102,310 -1,751
Oct14 140729 268.58 270.48 268.37 270.06 +1.64 21,623 48,361 +2,192
Nov14 140729 265.88 267.25 265.48 267.00 +1.46 11,272 31,545 +1,275
Dec14 140729 263.72 265.34 263.56 265.09 +1.32 7,163 32,139 +544
Jan15 140729 263.54 264.57 262.88 264.47 +1.28 2,522 12,275 +93
Feb15 140729 264.10 264.97 263.62 264.97 +1.37 1,143 5,714 +71
Mar15 140729 264.91 266.42 264.71 266.42 +1.49 870 9,713 +70
Apr15 140729 283.05 283.80 282.33 283.80 +1.63 495 5,845 +139
May15 140729 282.57 283.35 282.57 283.35 +1.68 104 3,056 -14
Total Volume and Open Interest 128,263 286,912 -1,654
e-miNY RBOB Gasoline(NYM)
Aug14 140729 287.10 287.10 287.09 287.10 +2.20 1 0 -1
Sep14 140729 284.50 284.52 284.50 284.50 +1.90      
Oct14 140729 270.10 270.10 270.06 270.10 +1.70      
Nov14 140729 267.00 267.00 267.00 267.00 +1.50      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Aug14 140729 3.737 3.834 3.724 3.808 +0.061 34,659 18,833 -3,627
Sep14 140729 3.755 3.831 3.739 3.824 +0.059 56,257 231,742 -611
Oct14 140729 3.765 3.844 3.752 3.836 +0.060 14,774 131,671 -1,686
Nov14 140729 3.817 3.889 3.802 3.884 +0.060 14,891 64,096 +4,534
Dec14 140729 3.902 3.970 3.884 3.964 +0.057 11,023 73,640 -345
Jan15 140729 3.972 4.040 3.960 4.035 +0.053 9,993 97,673 +1,304
Feb15 140729 3.962 4.022 3.950 4.022 +0.048 2,345 40,805 +133
Mar15 140729 3.920 3.956 3.885 3.953 +0.042 8,161 54,280 +160
Apr15 140729 3.698 3.737 3.683 3.735 +0.029 6,210 58,751 -1,279
May15 140729 3.695 3.727 3.678 3.726 +0.026 1,200 28,180 -164
Jun15 140729 3.742 3.760 3.720 3.760 +0.025 456 21,465 +71
Jul15 140729 3.760 3.797 3.752 3.795 +0.025 267 16,422 +80
Aug15 140729 3.770 3.806 3.763 3.804 +0.025 268 15,593 +101
Sep15 140729 3.757 3.791 3.750 3.791 +0.025 272 11,560 -32
Oct15 140729 3.785 3.814 3.763 3.810 +0.025 862 28,212 +92
Nov15 140729 3.858 3.889 3.850 3.887 +0.024 443 13,671 +35
Total Volume and Open Interest 170,688 992,173 +807
Brent Crude Oil(ICE)
Sep14 140729 107.46 108.05 107.13 107.72 +0.15 253,169 256,319 -6,826
Oct14 140729 107.73 108.31 107.50 108.05 +0.18 119,423 233,538 +5,809
Nov14 140729 108.00 108.35 107.66 108.19 +0.24 46,963 119,658 +2,541
Dec14 140729 107.75 108.31 107.66 108.21 +0.31 88,199 151,385 +2,188
Jan15 140729 107.63 108.18 107.56 108.13 +0.38 15,434 64,057 +2,009
Feb15 140729 107.36 108.00 107.35 107.97 +0.43 8,015 39,161 -339
Mar15 140729 107.16 107.78 107.09 107.75 +0.46 11,554 40,818 -585
Apr15 140729 106.83 107.53 106.83 107.50 +0.50 5,161 27,756 -816
May15 140729 106.69 107.23 106.67 107.20 +0.53 4,139 19,946 -797
Jun15 140729 106.26 106.91 106.16 106.88 +0.54 18,653 64,671 -1,880
Jul15 140729 106.59 106.59 106.59 106.59 +0.55 2,069 20,721 +303
Aug15 140729 106.25 106.25 106.25 106.25 +0.56 690 17,876 +134
Sep15 140729 105.85 105.85 105.85 105.85 +0.55 1,727 23,039 +213
Oct15 140729 105.48 105.48 105.48 105.48 +0.55 614 15,890 +189
Total Volume and Open Interest 602,476 1,351,118 +1,388
Gas Oil(ICE)
Aug14 140729 889.50 896.25 889.00 894.00 +4.75 40,720 80,585 -1,020
Sep14 140729 892.25 899.25 891.75 897.00 +4.75 79,288 136,340 +1,281
Oct14 140729 896.00 902.00 895.50 900.00 +4.25 26,206 65,923 -55
Nov14 140729 898.25 903.25 897.75 902.00 +4.00 10,468 39,462 +945
Dec14 140729 899.00 904.75 898.50 902.75 +3.75 25,190 63,806 -196
Jan15 140729 900.50 905.25 900.50 903.75 +3.50 3,270 22,535 +121
Feb15 140729 911.50 913.75 909.00 912.25 +3.00 1,340 8,285 +724
Mar15 140729 910.75 911.00 906.75 910.25 +3.00 627 6,034 +132
Apr15 140729 908.25 908.75 905.50 908.75 +3.25 662 2,259 +446
May15 140729 908.00 908.00 904.00 907.00 +3.25 387 1,469 +219
Total Volume and Open Interest 191,457 455,703 +3,170
Ethanol(CBOT)
Aug14 140729 2.192 2.200 2.177 2.185 -0.006 128 589 -62
Sep14 140729 2.084 2.090 2.077 2.083 -0.003 132 1,078 +58
Oct14 140729 1.992 1.992 1.982 1.986 -0.008 58 1,354 +10
Nov14 140729 1.900 1.900 1.890 1.893 -0.005 7 890 -1
Dec14 140729 1.813 1.813 1.813 1.813 -0.005 156 1,113 +139
Jan15 140729 1.768 1.768 1.768 1.768 -0.005 61 610 +34
Feb15 140729 1.755 1.755 1.755 1.755 -0.005 0 367 +0
Mar15 140729 1.744 1.745 1.742 1.745 -0.005 15 236 +4
Total Volume and Open Interest 593 6,561 +195
WTI Crude Oil(ICE)
Sep14 140729 101.44 101.82 100.37 100.97 -0.70 61,236 81,386 -1,075
Oct14 140729 100.10 100.48 99.23 99.73 -0.59 24,998 49,846 +1,301
Nov14 140729 99.16 99.62 98.47 98.94 -0.49 9,028 23,423 -265
Dec14 140729 98.51 98.90 97.76 98.24 -0.42 16,700 104,571 +865
Jan15 140729 98.26 98.26 97.24 97.65 -0.36 2,859 14,980 -171
Feb15 140729 97.63 97.63 96.66 97.05 -0.33 1,464 6,941 -120
Mar15 140729 96.64 96.64 96.23 96.49 -0.31 1,493 16,111 -36
Apr15 140729 95.75 96.07 95.75 95.93 -0.30 689 3,599 -119
May15 140729 95.29 95.45 95.07 95.45 -0.29 263 2,557 +22
Jun15 140729 94.88 95.17 94.66 95.03 -0.28 2,067 29,633 +493
Jul15 140729 94.52 94.52 94.52 94.52 -0.27 148 3,485 +82
Aug15 140729 94.06 94.06 94.06 94.06 -0.27 101 2,083 -9
Sep15 140729 93.68 93.68 93.68 93.68 -0.27 198 7,607 +163
Oct15 140729 93.34 93.34 93.34 93.34 -0.27 94 2,479 +68
Nov15 140729 93.05 93.05 93.05 93.05 -0.27 53 5,114 -5
Dec15 140729 92.67 92.80 92.44 92.77 -0.27 4,571 65,539 +386
Total Volume and Open Interest 126,508 486,883 +1,658
US Dollar Index(ICE)
Sep14 140729 81.090 81.340 81.085 81.315 +0.193 24,568 66,893 +6,479
Dec14 140729 81.235 81.430 81.200 81.415 +0.195 154 1,791 +103
Mar15 140729 81.420 81.535 81.415 81.535 +0.205 11 82 +9
Total Volume and Open Interest 24,733 68,782 +6,591
Australian Dollar(CME)
Sep14 140729 93.75 93.86 93.43 93.55 -0.18 62,565 110,310 -2,544
Dec14 140729 93.20 93.21 92.86 92.97 -0.18 159 677 -41
Mar15 140729 92.40 92.58 92.40 92.40 -0.18 1 2 +1
Total Volume and Open Interest 62,725 111,016 -2,584
British Pound(CME)
Sep14 140729 169.75 169.89 169.26 169.38 -0.35 72,569 238,677 -2,038
Dec14 140729 169.54 169.66 169.14 169.22 -0.35 65 1,583 +21
Mar15 140729 169.05 169.34 169.00 169.00 -0.34 0 69 +0
Total Volume and Open Interest 72,634 240,436 -2,017
Canadian Dollar(CME)
Sep14 140729 92.49 92.50 91.93 92.02 -0.43 64,320 120,173 +355
Dec14 140729 92.25 92.25 91.74 91.82 -0.43 541 5,907 -18
Mar15 140729 91.62 92.04 91.62 91.62 -0.42 71 1,091 +31
Jun15 140729 91.55 91.85 91.43 91.43 -0.42 0 441 +0
Total Volume and Open Interest 64,965 128,016 +383
Japanese Yen(CME)
Sep14 140729 98.21 98.24 97.91 97.94 -0.25 92,851 164,390 -789
Dec14 140729 98.14 98.26 98.00 98.01 -0.25 338 1,842 +123
Mar15 140729 98.11 98.35 98.11 98.11 -0.24 0 91 +0
Total Volume and Open Interest 93,189 166,331 -666
Swiss Franc(CME)
Sep14 140729 110.64 110.70 110.24 110.30 -0.31 33,707 40,584 +1,054
Dec14 140729 110.66 110.70 110.33 110.39 -0.31 58 354 +11
Mar15 140729 110.60 110.81 110.50 110.50 -0.31 0 9 +0
Total Volume and Open Interest 33,765 40,951 +1,065
EuroFX(CME)
Sep14 140729 134.41 134.46 134.05 134.11 -0.24 142,916 342,171 +9,922
Dec14 140729 134.45 134.50 134.11 134.15 -0.25 926 13,349 +191
Mar15 140729 134.19 134.45 134.18 134.22 -0.23 32 668 +11
Total Volume and Open Interest 143,874 356,229 +10,124
Mexican Peso(CME)
Aug14 140729 764.25 768.25 764.25 764.25 -4.00      
Sep14 140729 766.25 766.75 761.75 762.75 -4.00 22,812 147,225 +2,646
Total Volume and Open Interest 22,823 147,801 +2,646
Brazilian Real(CME)
Aug14 140729 448.95 449.05 447.70 448.10 -0.90 276 1,907 +72
Sep14 140729 445.00 445.30 444.00 444.35 -0.85 450 22,328 -30
Oct14 140729 440.90 441.80 440.80 440.90 -0.90 0 20 +0
Nov14 140729 437.20 438.40 437.20 437.20 -1.20      
Total Volume and Open Interest 726 36,500 +42
30-Year T-Bonds(CBOT)
Sep14 140729 138~140 139~030 138~090 138~300 +0~210 268,051 788,874 +8,377
Dec14 140729 136~290 137~190 136~260 137~150 +0~210 329 1,431 -10
Mar15 140729 136~170 136~170 135~290 136~170 +0~200 0 1 +0
Total Volume and Open Interest 268,380 790,306 +8,367
10-Year T-Notes(CBOT)
Sep14 140729 125~050 125~140 125~010 125~120 +0~080 942,499 2,702,734 -12,955
Dec14 140729 124~100 124~215 124~100 124~200 +0~090 5,838 25,220 +1,154
Mar15 140729 123~195 123~195 123~195 123~195 +0~090      
Total Volume and Open Interest 948,337 2,727,954 -11,801
5-Year T-Notes(CBOT)
Sep14 140729 119~012 119~056 118~314 119~046 +0~034 533,246 2,138,328 -21,354
Dec14 140729 118~040 118~074 118~034 118~072 +0~036 3,179 12,745 +492
Mar15 140729 118~072 118~072 118~034 118~072 +0~036      
Total Volume and Open Interest 536,425 2,151,073 -20,862
2 Year T-Notes(CBOT)
Sep14 140729 109~222 109~226 109~216 109~226 +0~002 88,532 1,196,357 +896
Dec14 140729 109~102 109~102 109~102 109~102 +0~002 282 3,144 +274
Mar15 140729 109~102 109~102 109~102 109~102 +0~002      
Total Volume and Open Interest 88,814 1,199,501 +1,170
Eurodollars(CME)
Sep14 140729 99.760 99.765 99.755 99.765 unch 57,159 841,170 -2,579
Dec14 140729 99.720 99.725 99.715 99.720 -0.005 88,698 914,042 +5,438
Mar15 140729 99.600 99.605 99.595 99.600 -0.005 132,675 1,060,405 +13,618
Jun15 140729 99.400 99.405 99.390 99.400 -0.005 141,862 1,005,841 +5,385
Sep15 140729 99.160 99.170 99.150 99.165 unch 183,293 1,065,977 +5,039
Dec15 140729 98.910 98.920 98.895 98.915 +0.005 214,673 1,516,286 -5,376
Mar16 140729 98.645 98.660 98.630 98.650 +0.005 154,709 988,070 +16,980
Jun16 140729 98.375 98.390 98.360 98.380 +0.005 142,561 795,611 -45
Sep16 140729 98.105 98.130 98.090 98.115 +0.005 133,352 658,626 -2,789
Dec16 140729 97.860 97.885 97.845 97.875 +0.010 148,968 1,081,326 -4,311
Mar17 140729 97.660 97.695 97.645 97.680 +0.015 84,270 515,999 -2,658
Jun17 140729 97.475 97.510 97.455 97.495 +0.020 103,841 425,620 +12,026
Sep17 140729 97.315 97.355 97.300 97.345 +0.025 85,167 228,150 +2,287
Dec17 140729 97.175 97.215 97.160 97.205 +0.030 104,714 313,819 +6,455
Mar18 140729 97.065 97.110 97.050 97.100 +0.030 75,625 224,789 +14,248
Jun18 140729 96.970 97.015 96.960 97.005 +0.030 46,951 160,564 +4,945
Sep18 140729 96.890 96.930 96.880 96.925 +0.030 35,200 101,346 +2,742
Dec18 140729 96.815 96.855 96.805 96.850 +0.030 30,748 148,441 +2,201
Total Volume and Open Interest      
Ultra T-Bond(CBOT)
Sep14 140729 152~09 153~06 152~02 153~01 +1~01 51,284 495,832 +1,407
Dec14 140729 151~17 151~17 150~16 151~17 +1~01      
Mar15 140729 151~17 151~17 150~16 151~17 +1~01      
Total Volume and Open Interest 51,284 495,832 +1,407
30 Day Federal Funds(CBOT)
Jul14 140729 99.908 99.908 99.908 99.908 unch 28 38,194 -4
Aug14 140729 99.905 99.910 99.905 99.905 unch 234 28,062 +87
Sep14 140729 99.905 99.905 99.900 99.900 unch 538 31,464 -10
Oct14 140729 99.900 99.905 99.900 99.900 unch 356 20,162 -136
Nov14 140729 99.895 99.895 99.890 99.890 unch 680 16,701 +144
Dec14 140729 99.885 99.885 99.880 99.885 unch 1,424 34,844 -467
Total Volume and Open Interest 14,571 456,558 +2,650
3-Mth Euro-Yen(CME)
Sep14 140729 99.810 99.810 99.810 99.810 unch      
Dec14 140729 99.805 99.805 99.805 99.805 unch      
Mar15 140729 99.805 99.805 99.805 99.805 unch      
Jun15 140729 99.810 99.810 99.810 99.810 unch 0 1 +0
Sep15 140729 99.790 99.790 99.790 99.790 unch      
Dec15 140729 99.775 99.775 99.775 99.775 unch      
Mar16 140729 99.635 99.635 99.635 99.635 unch      
Jun16 140729 99.495 99.495 99.495 99.495 unch      
Sep16 140729 99.355 99.355 99.355 99.355 unch      
Dec16 140729 99.695 99.695 99.695 99.695 unch      
Total Volume and Open Interest 0 1 +0
3-Mth Euro-Yen(SGX)
Sep14 140729 99.81 99.81 99.81 99.81 unch 0 32 +0
Dec14 140729 99.81 99.81 99.81 99.81 unch 0 30 +0
Mar15 140729 99.81 99.81 99.81 99.81 unch      
Jun15 140729 99.81 99.81 99.81 99.81 unch 0 2 +0
Sep15 140729 99.79 99.79 99.79 99.79 unch 0 1 +0
Dec15 140729 99.78 99.78 99.78 99.78 unch 0 33 +0
Mar16 140729 99.64 99.64 99.64 99.64 unch      
Jun16 140729 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 0 102 +0
Japanese Gov't Bonds(SGX)
Sep14 140729 145.96 146.03 145.94 146.02 +0.07 1,622 18,055 -280
Dec14 140729 145.45 145.45 145.45 145.45 +0.07 0 2 +0
Mar15 140729 144.88 144.88 144.88 144.88 +0.07      
Total Volume and Open Interest 1,622 18,057 -280
Euro-Bund(EUREX)
Sep14 140729 148.24 148.78 148.18 148.69 +0.42 484,794 1,166,733 -13,394
Dec14 140729 146.36 146.84 146.36 146.80 +0.42 747 3,252 +482
Mar15 140729 146.02 146.11 146.02 146.11 +0.17 0 2 +0
Total Volume and Open Interest 485,541 1,169,987 -12,912
Euro-Bobl(EUREX)
Sep14 140729 128.35 128.52 128.34 128.48 +0.11 303,288 905,707 -7,413
Dec14 140729 126.69 126.83 126.69 126.83 +0.13 546 841 +543
Mar15 140729 126.83 126.83 126.83 126.83 +0.13      
Total Volume and Open Interest 303,834 906,548 -6,870
3-Mth Euribor(EUREX)
Sep14 140729 99.790 99.790 99.790 99.790 unch 25 3,782 +25
Dec14 140729 99.805 99.805 99.805 99.805 +0.005 1 2,259 +0
Mar15 140729 99.815 99.815 99.815 99.815 +0.005 0 2,960 +0
Total Volume and Open Interest 124 29,823 +68
Long Gilt(LIFFE)
Sep14 140729 111~06 111~18 111~01 111~15 +0~12 94,502 380,571 +3,967
Dec14 140729 111~15 111~15 111~15 111~15 +0~12      
Total Volume and Open Interest 94,502 380,571 +3,967
3-Mth Short Sterling(LIFFE)
Sep14 140729 99.37 99.38 99.36 99.37 0.00 12,135 364,020 -3,471
Dec14 140729 99.17 99.19 99.17 99.18 +0.00 8,519 462,274 +1,037
Mar15 140729 98.95 98.97 98.94 98.96 +0.00 13,488 357,143 -2,016
Jun15 140729 98.72 98.74 98.71 98.74 +0.01 10,080 252,172 -509
Sep15 140729 98.49 98.52 98.48 98.51 +0.01 13,082 247,123 -3,570
Dec15 140729 98.27 98.31 98.27 98.30 +0.01 11,178 295,653 +6,583
Total Volume and Open Interest 107,541 2,869,661 +5,425
3-Mth Euribor(LIFFE)
Sep14 140729 99.785 99.790 99.785 99.790 +0.005 16,859 485,107 -4,625
Dec14 140729 99.800 99.810 99.795 99.805 +0.005 17,952 420,640 -4,389
Mar15 140729 99.810 99.820 99.805 99.815 +0.005 13,513 389,355 -280
Total Volume and Open Interest 165,825 3,631,392 +8,691
3-Mth Aus T-Bills(SFE)
Sep14 140729 97.36 97.37 97.36 97.37 unch 5,128 173,482 -2,112
Dec14 140729 97.40 97.41 97.39 97.40 -0.01 13,479 230,559 +64
Mar15 140729 97.40 97.40 97.38 97.39 -0.02 10,710 206,449 -4,818
Jun15 140729 97.34 97.35 97.32 97.33 -0.02 10,545 150,017 -706
Sep15 140729 97.27 97.27 97.23 97.24 -0.02 5,086 113,103 -1,662
Dec15 140729 97.18 97.18 97.14 97.16 -0.02 1,945 66,833 -1,246
Mar16 140729 97.09 97.09 97.05 97.07 -0.02 1,279 36,052 -389
Jun16 140729 96.98 96.99 96.96 96.98 -0.02 2,062 19,384 +1,128
Sep16 140729 96.91 96.91 96.88 96.89 -0.03 0 2,394 -366
Dec16 140729 96.80 96.80 96.80 96.80 -0.02 0 488 +0
Total Volume and Open Interest 50,234 999,058 -10,107
10-Year Aus T-Bonds(SFE)
Sep14 140729 96.58 96.59 96.53 96.54 -0.04 58,268 639,877 -5,733
Dec14 140729 96.54 96.54 96.54 96.54 -0.04      
Total Volume and Open Interest 58,268 639,877 -5,733
3-Year Aus T-Bonds(SFE)
Sep14 140729 97.35 97.36 97.30 97.32 -0.03 124,493 817,119 -9,235
Dec14 140729 97.32 97.32 97.32 97.32 -0.03      
Total Volume and Open Interest 124,493 817,119 -9,235
Gold(CMX)
Aug14 140729 1303.3 1312.1 1295.5 1298.3 -5.0 131,242 87,428 -13,907
Oct14 140729 1305.1 1313.1 1296.9 1299.4 -5.2 2,949 20,660 +355
Dec14 140729 1306.7 1314.6 1298.0 1300.5 -5.3 41,668 216,186 +10,930
Feb15 140729 1307.4 1314.7 1298.8 1301.3 -5.3 1,515 9,728 +805
Apr15 140729 1308.3 1313.9 1299.6 1302.0 -5.3 22 8,346 -1
Jun15 140729 1314.8 1316.0 1302.2 1302.7 -5.3 157 7,420 +64
Aug15 140729 1303.6 1303.6 1303.6 1303.6 -5.3 135 5,393 +82
Oct15 140729 1304.6 1304.6 1304.6 1304.6 -5.3 0 648 +0
Dec15 140729 1319.1 1319.1 1305.7 1306.0 -5.3 77 13,084 +39
Feb16 140729 1307.6 1307.6 1307.6 1307.6 -5.3 0 848 +0
Apr16 140729 1309.5 1309.5 1309.5 1309.5 -5.3 0 100 +0
Jun16 140729 1322.8 1322.8 1311.6 1311.6 -5.2 0 4,118 +0
Total Volume and Open Interest 178,471 394,938 -1,370
Silver(CMX)
Jul14 140729 2068.0 2069.5 2054.6 2054.6 +2.0 52 142 -13
Sep14 140729 2063.0 2084.5 2050.5 2058.3 +1.6 40,395 101,474 -1,701
Dec14 140729 2067.0 2091.0 2058.5 2064.4 +1.8 2,659 31,235 +394
Mar15 140729 2075.0 2089.0 2068.0 2070.1 +1.9 466 5,771 +17
May15 140729 2073.6 2073.6 2073.6 2073.6 +1.9 33 2,347 +3
Jul15 140729 2076.5 2077.1 2076.5 2077.1 +1.9 215 3,280 -5
Sep15 140729 2080.8 2080.8 2080.8 2080.8 +1.9 6 1,084 -2
Total Volume and Open Interest 44,302 159,277 -1,328
Platinum(NYMEX)
Oct14 140729 1491.5 1493.2 1480.9 1484.5 -6.1 7,468 67,554 -1,140
Jan15 140729 1488.0 1491.5 1485.7 1485.7 -6.2 57 1,959 +3
Apr15 140729 1485.7 1485.7 1485.7 1485.7 -6.2 0 3 +0
Jul15 140729 1485.7 1485.7 1485.7 1485.7 -6.2      
Total Volume and Open Interest 7,539 69,617 -1,141
Palladium(NYMEX)
Sep14 140729 880.75 886.80 878.10 878.30 -2.45 3,933 41,386 +1
Dec14 140729 881.50 886.05 878.50 878.50 -2.40 134 3,120 +52
Mar15 140729 878.25 878.25 878.25 878.25 -2.40 0 6 +0
Total Volume and Open Interest 4,068 44,987 +52
Copper(CMX)
Jul14 140729 324.00 324.00 320.95 320.95 -2.15 217 374 -50
Sep14 140729 324.45 325.45 321.45 321.90 -2.45 41,604 115,045 -3,008
Dec14 140729 325.15 326.40 322.45 322.90 -2.45 4,374 43,613 +461
Mar15 140729 326.40 326.40 322.70 322.95 -2.55 353 8,225 +36
May15 140729 324.30 324.35 322.70 322.70 -2.70 60 996 +11
Total Volume and Open Interest 47,043 177,610 -2,569
DJIA Index(CBOT)
Sep14 140729 16912 16990 16838 16845 -71 56 3,363 -16
Dec14 140729 16764 16836 16764 16764 -72 0 60 +0
Mar15 140729 16685 16757 16685 16685 -72      
Jun15 140729 16606 16678 16606 16606 -72      
Total Volume and Open Interest 56 3,423 -16
E-mini DJIA Index(CBOT)
Sep14 140729 16914 16993 16840 16845 -71 153,127 121,354 -4,466
Dec14 140729 16905 16905 16758 16764 -72 15 182 +5
Mar15 140729 16685 16685 16685 16685 -72 3 17 +3
Jun15 140729 16606 16606 16606 16606 -72 0 3 +0
Total Volume and Open Interest 153,145 121,556 -4,458
S & P 500(CME)
Sep14 140729 1972.00 1979.50 1962.40 1963.00 -9.90 4,053 140,413 +305
Dec14 140729 1955.10 1970.50 1955.00 1955.10 -9.90 0 6,132 +11
Mar15 140729 1947.60 1963.00 1947.50 1947.60 -9.90 0 3,137 +0
Jun15 140729 1940.90 1956.30 1940.80 1940.90 -9.90      
Total Volume and Open Interest 4,053 149,682 +316
S & P 500 E-Mini(Globex)
Sep14 140729 1972.50 1979.50 1962.00 1963.00 -10.00 1,426,906 2,929,174 -13,995
Dec14 140729 1964.75 1971.50 1954.50 1955.00 -10.00 1,959 25,183 +118
Total Volume and Open Interest 1,428,893 2,954,643 -13,877
NASDAQ 100(CME)
Sep14 140729 3959.00 3978.00 3950.00 3952.30 -7.70 334 4,442 +247
Dec14 140729 3944.80 3966.00 3944.80 3944.80 -7.70 0 1 +0
Mar15 140729 3938.30 3946.00 3938.30 3938.30 -7.70      
Total Volume and Open Interest 334 4,443 +247
NASDAQ 100 E-Mini(Globex)
Sep14 140729 3958.50 3977.50 3948.50 3952.30 -7.70 210,231 363,764 -756
Dec14 140729 3950.30 3969.50 3942.30 3944.80 -7.70 477 471 -8
Total Volume and Open Interest 210,708 364,280 -764
S & P Midcap 400(CME)
Sep14 140729 1393.70 1400.20 1393.70 1393.70 -6.50 0 229 +0
Dec14 140729 1389.60 1396.10 1389.60 1389.60 -6.50      
Mar15 140729 1385.60 1392.10 1385.60 1385.60 -6.50      
Total Volume and Open Interest 0 229 +0
Volatility Index(CBOE)
Jul14 140715 12.03 12.52 11.78 12.20 +0.15 63,898 97,322 +97,322
Aug14 140729 13.35 13.50 13.00 13.45 +0.10 69,818 156,261 -572
Sep14 140729 14.12 14.25 13.90 14.20 +0.05 33,370 87,095 +2,762
Oct14 140729 14.70 14.80 14.50 14.70 -0.05 17,008 56,419 -564
Total Volume and Open Interest 158,409 416,417 +4,845
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep14 140729 15580 15720 15570 15620 +40 11,660 62,252 -127
Dec14 140729 15640 15640 15535 15575 +40 25 25 +10
Total Volume and Open Interest 11,685 62,277 -117
Nikkei 225(SGX)
Sep14 140729 15515 15645 15470 15610 +80 76,438 250,493 +3,663
Dec14 140729 15550 15550 15525 15525 +80 4 27,254 +50
Mar15 140729 15515 15515 15515 15515 +80 0 50 +0
Total Volume and Open Interest 76,453 287,238 +3,714
CAC 40(EURONEXT)
Aug14 140729 4357.5 4392.0 4332.5 4366.0 +19.0 106,012 257,604 +3,212
Sep14 140729 4358.5 4388.0 4334.0 4367.0 +19.0 588 46,278 -324
Oct14 140729 4364.0 4374.5 4358.5 4358.5 +19.0 2 18,298 +11
Total Volume and Open Interest 106,602 322,338 +2,899
Hang Seng Index(HKFE)
Jul14 140729 24395 24683 24371 24630 +242 81,882 90,050 -19,781
Aug14 140729 24364 24657 24364 24599 +241 35,894 51,063 +27,414
Sep14 140729 24293 24573 24293 24512 +237 607 6,496 +266
Total Volume and Open Interest 118,690 150,197 +8,166
DAX(EUREX)
Sep14 140729 9622.0 9697.0 9575.5 9656.5 +60.5 99,469 137,951 -29
Dec14 140729 9627.0 9701.0 9586.0 9663.0 +60.0 190 2,217 +61
Mar15 140729 9645.0 9712.5 9621.0 9674.5 +60.0 1 308 +0
Total Volume and Open Interest 99,660 140,476 +32
FT-SE 100(EURONEXT)
Sep14 140729 6755.50 6790.00 6736.50 6763.00 +20.50 75,575 584,301 -312
Dec14 140729 6739.00 6751.50 6717.50 6736.50 +20.50 0 13,620 +1
Mar15 140729 6691.00 6691.00 6691.00 6691.00 +20.50 0 281 +0
Total Volume and Open Interest 75,575 598,212 -311
SPI 200(SFE)
Sep14 140729 5528.0 5547.0 5504.0 5539.0 +10.0 23,377 226,362 +842
Dec14 140729 5523.0 5546.0 5510.0 5533.0 +5.0 23 3,259 +8
Mar15 140729 5500.0 5500.0 5500.0 5500.0 +5.0 20 2,015 +0
Total Volume and Open Interest 23,862 236,054 +1,172
FTSE MIB(ISE)
Sep14 140729 21030.00 21240.00 20890.00 21063.00 +97.00 23,624 48,455 +186
Dec14 140729 20955.00 21100.00 20850.00 20956.00 +95.00 44 189 -21
Mar15 140729 20954.00 20954.00 20954.00 20954.00 +95.00      
Total Volume and Open Interest 23,668 48,644 +165
KOSPI 200(KFE)
Sep14 140729 266.80 269.85 266.75 269.85 +2.95 81,765 117,027 +3,092
Dec14 140729 268.30 271.30 268.30 271.30 +2.90 241 2,881 +227
Mar15 140729 269.75 269.75 269.75 269.75 +1.95 0 728 +0
Total Volume and Open Interest 82,006 120,986 +3,339
GSCI(CME)
Aug14 140729 629.50 631.30 628.20 629.50 -1.75 112 8,304 -54
Sep14 140729 627.50 629.10 625.95 627.50 -1.55 50 291 +50
Oct14 140729 625.60 627.20 624.05 625.60 -1.55      
Total Volume and Open Interest 162 8,595 -4
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

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