Moore Research Center, Inc.

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

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Mon October 27, 2014
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov14 141027 973.50 1008.25 967.75 1006.00 +28.50 182,447 231,339 -12,523
Jan15 141027 979.00 1015.00 973.25 1012.75 +29.50 115,602 233,891 +11,469
Mar15 141027 985.25 1021.00 979.75 1019.50 +29.50 49,295 110,954 -888
May15 141027 992.75 1027.50 986.75 1025.75 +29.00 19,160 58,751 -151
Jul15 141027 997.00 1032.25 992.25 1030.50 +28.25 20,345 66,143 +125
Aug15 141027 998.50 1030.50 998.50 1030.00 +27.25 296 3,279 +13
Sep15 141027 980.00 1011.00 980.00 1011.00 +23.50 145 945 +21
Nov15 141027 974.00 999.75 966.25 998.25 +21.00 10,947 75,290 +1,196
Jan16 141027 976.25 1004.25 976.25 1003.25 +20.75 129 1,084 -35
Mar16 141027 1008.00 1008.00 987.50 1008.00 +20.50 27 503 +7
May16 141027 1012.50 1012.50 992.00 1012.50 +20.50 34 191 +6
Jul16 141027 1009.00 1018.25 998.25 1018.25 +20.00 33 261 +1
Aug16 141027 1016.75 1016.75 996.75 1016.75 +20.00 1 27 +0
Sep16 141027 995.25 995.25 975.25 995.25 +20.00 0 14 +0
Total Volume and Open Interest 398,611 784,549 -694
Soybean Meal(CBOT)
Dec14 141027 349.50 378.00 346.00 376.80 +26.60 53,640 133,347 +779
Jan15 141027 338.10 364.00 335.10 360.90 +22.10 16,623 71,182 +2,709
Mar15 141027 327.40 345.90 324.10 345.40 +18.00 14,239 62,156 +1,667
May15 141027 323.20 339.50 320.30 339.00 +15.20 6,063 33,258 -146
Jul15 141027 323.80 339.00 321.20 338.20 +13.40 5,658 29,479 -442
Aug15 141027 324.10 338.20 324.10 337.70 +12.40 566 5,766 -19
Sep15 141027 324.30 337.60 323.50 336.70 +12.20 636 4,045 +41
Oct15 141027 319.80 332.10 319.20 331.50 +11.80 739 3,475 -174
Dec15 141027 317.50 329.90 315.00 329.40 +11.40 1,862 17,384 +269
Jan16 141027 330.30 330.30 318.80 330.30 +11.50 12 474 +2
Total Volume and Open Interest 100,082 361,309 +4,704
Soybean Oil(CBOT)
Dec14 141027 32.30 32.46 31.95 32.23 -0.16 59,009 166,113 -3,794
Jan15 141027 32.61 32.70 32.20 32.47 -0.17 21,116 92,903 +2,120
Mar15 141027 32.88 32.96 32.48 32.74 -0.16 8,273 43,517 +951
May15 141027 33.10 33.18 32.69 32.96 -0.15 4,475 26,858 -635
Jul15 141027 33.31 33.41 32.92 33.20 -0.12 4,266 34,122 +210
Aug15 141027 33.38 33.44 33.05 33.28 -0.12 226 5,139 +79
Sep15 141027 33.42 33.49 33.14 33.30 -0.13 545 4,299 -124
Oct15 141027 33.30 33.33 32.96 33.13 -0.17 678 3,798 -205
Dec15 141027 33.31 33.40 33.00 33.13 -0.18 1,881 14,685 +407
Jan16 141027 33.31 33.50 33.31 33.31 -0.19 65 1,133 -2
Total Volume and Open Interest 100,605 394,980 -970
Canola(WCE)
Nov14 141027 411.8 423.2 409.0 422.7 +11.7 8,229 20,824 -4,058
Jan15 141027 412.1 421.1 409.4 420.5 +9.1 18,039 88,785 +2,568
Mar15 141027 413.6 422.9 412.1 422.8 +8.8 2,383 23,163 -212
May15 141027 417.0 426.3 415.0 426.2 +9.1 396 8,261 +179
Jul15 141027 418.0 427.6 415.8 427.6 +9.3 461 9,375 -13
Total Volume and Open Interest 29,679 155,668 -1,545
Corn(CBOT)
Dec14 141027 351.75 363.75 348.50 363.00 +10.00 144,314 667,119 -7,045
Mar15 141027 365.50 377.25 362.25 376.75 +10.00 40,807 293,329 +1,782
May15 141027 374.50 385.75 371.00 385.50 +10.25 16,775 75,269 +2,233
Jul15 141027 382.00 393.00 378.75 392.75 +10.00 14,913 104,512 -539
Sep15 141027 389.50 399.75 386.75 399.75 +9.50 3,391 24,398 +130
Dec15 141027 398.50 408.50 395.50 408.00 +8.50 8,346 112,028 +643
Mar16 141027 405.00 417.25 405.00 416.75 +8.25 403 3,577 +132
May16 141027 416.00 423.25 414.50 423.25 +8.75 73 1,386 +26
Jul16 141027 415.75 426.25 415.75 426.25 +8.00 28 2,038 +1
Sep16 141027 421.25 421.25 414.25 421.25 +7.00 0 552 +0
Total Volume and Open Interest 229,210 1,289,849 -2,556
Wheat(CBOT)
Dec14 141027 516.00 526.50 510.50 522.75 +5.00 41,545 230,096 +1,262
Mar15 141027 529.75 540.00 523.75 536.50 +5.50 13,414 99,311 +2,281
May15 141027 538.00 547.00 533.00 544.00 +5.25 2,333 28,882 +165
Jul15 141027 543.50 554.25 539.50 551.75 +5.50 4,999 43,851 -546
Sep15 141027 551.00 561.75 551.00 561.75 +6.00 343 4,591 +75
Dec15 141027 566.25 576.25 563.50 574.00 +5.50 658 13,768 +125
Total Volume and Open Interest 63,340 422,438 +3,372
Wheat(KCBT)
Dec14 141027 592.25 599.00 588.75 594.75 +1.00 10,363 81,107 -436
Mar15 141027 596.00 602.25 591.50 598.50 +2.25 4,636 37,474 +300
May15 141027 596.00 602.00 591.25 598.50 +2.25 838 10,338 +205
Jul15 141027 588.00 596.50 585.00 593.00 +2.50 3,144 22,469 +676
Sep15 141027 598.50 603.75 598.50 603.75 +1.75 264 2,921 +42
Dec15 141027 619.25 622.25 618.00 618.75 -1.00 549 3,368 +353
Total Volume and Open Interest 19,794 157,946 +1,140
Wheat(MGE)
Dec14 141027 565.75 575.25 563.75 571.75 +4.75 2,852 29,451 -542
Mar15 141027 577.00 585.75 575.75 582.25 +4.25 1,381 18,172 +524
May15 141027 585.00 591.75 583.75 590.50 +4.75 122 6,577 +12
Jul15 141027 593.50 600.75 592.00 598.50 +4.25 149 4,032 +18
Sep15 141027 601.50 606.25 600.75 606.25 +4.00 7 2,415 +0
Total Volume and Open Interest 4,548 62,826 +28
Oats(CBOT)
Dec14 141027 354.00 361.00 351.75 360.50 +8.75 851 7,100 +249
Mar15 141027 339.50 346.00 339.50 345.75 +6.00 411 2,363 +148
May15 141027 335.00 339.00 332.50 338.00 +5.50 78 555 +19
Jul15 141027 330.00 330.00 323.75 330.00 +6.25 8 214 +3
Total Volume and Open Interest 1,349 10,281 +420
Rough Rice(CBOT)
Nov14 141027 12.38 12.45 12.23 12.23 -0.17 902 2,933 -379
Jan15 141027 12.61 12.69 12.46 12.48 -0.15 791 6,084 +150
Mar15 141027 12.89 12.93 12.74 12.74 -0.15 29 1,272 +3
May15 141027 13.09 13.09 12.98 12.98 -0.11      
Total Volume and Open Interest 1,722 10,289 -226
Live Cattle(CME)
Oct14 141027 168.550 169.985 168.500 169.550 +1.300 2,154 4,418 -1,114
Dec14 141027 167.435 168.550 166.735 167.830 +0.930 22,824 149,576 +1,633
Feb15 141027 166.935 168.350 166.330 168.050 +1.500 8,991 70,617 +54
Apr15 141027 165.200 166.550 164.700 166.285 +1.500 6,287 50,580 +813
Jun15 141027 154.825 156.000 154.250 155.850 +1.450 4,183 26,603 +1,271
Aug15 141027 152.800 153.650 152.075 153.600 +1.050 440 6,983 +110
Total Volume and Open Interest 45,070 315,672 +2,851
Feeder Cattle(CME)
Oct14 141027 238.935 238.935 237.380 238.330 +0.430 736 4,186 -220
Nov14 141027 235.185 236.035 234.150 234.800 +0.150 3,737 11,683 -138
Jan15 141027 229.550 230.750 228.900 229.450 +0.550 3,105 15,615 +275
Mar15 141027 227.600 228.550 226.900 227.285 +0.100 761 5,927 +76
Apr15 141027 226.935 228.330 226.935 227.300 +0.200 495 1,570 +150
May15 141027 227.900 228.300 226.950 227.550 +0.365 293 3,751 +35
Aug15 141027 227.880 228.735 227.300 228.150 +0.800 130 2,337 +67
Total Volume and Open Interest 9,266 45,137 +249
Lean Hogs(CME)
Dec14 141027 89.730 90.150 88.800 89.050 -1.200 15,162 98,158 -1,992
Feb15 141027 88.230 89.100 87.750 88.230 -0.655 6,676 54,238 +1,292
Apr15 141027 88.330 89.400 88.180 88.300 -0.900 2,645 40,022 +215
May15 141027 89.800 90.000 89.250 89.250 unch 8 1,026 -4
Jun15 141027 92.050 93.000 92.050 92.600 -0.130 870 19,965 +37
Jul15 141027 91.180 91.830 91.000 91.550 +0.200 175 6,374 +8
Aug15 141027 89.500 89.650 89.000 89.300 -0.250 46 3,952 -8
Oct15 141027 76.800 77.535 76.250 77.450 +0.250 25 1,037 +7
Total Volume and Open Interest 25,618 225,949 -434
Class III Milk(CME)
Oct14 141027 23.88 23.94 23.88 23.90 +0.02 53 5,563 -9
Nov14 141027 20.88 21.23 20.80 21.22 +0.43 509 4,510 -107
Dec14 141027 18.66 19.10 18.66 19.05 +0.42 513 3,970 -34
Jan15 141027 17.90 18.11 17.83 18.04 +0.21 296 3,422 +63
Feb15 141027 17.07 17.26 17.07 17.22 +0.22 193 3,303 +107
Mar15 141027 17.08 17.17 17.06 17.07 +0.01 172 2,971 +95
Apr15 141027 16.92 16.96 16.88 16.88 -0.04 117 2,504 +46
May15 141027 16.86 16.91 16.83 16.83 -0.02 98 2,383 +41
Jun15 141027 16.98 17.03 16.94 16.98 +0.03 94 2,167 +45
Jul15 141027 17.04 17.14 16.98 17.00 -0.02 31 1,580 +18
Aug15 141027 17.20 17.26 17.20 17.22 +0.07 55 1,522 +36
Sep15 141027 17.30 17.38 17.30 17.35 +0.13 29 1,446 +19
Oct15 141027 17.30 17.40 17.30 17.40 +0.15 37 1,130 +26
Total Volume and Open Interest 2,238 38,766 +380
Cocoa(ICE)
Dec14 141027 3048 3064 2957 2970 -80 15,209 82,803 +751
Mar15 141027 3035 3044 2943 2957 -78 8,206 65,063 +1,355
May15 141027 3030 3030 2933 2943 -75 2,085 23,592 +438
Jul15 141027 3003 3015 2931 2939 -74 327 13,052 +29
Sep15 141027 2992 3002 2932 2932 -70 222 3,891 -85
Dec15 141027 2973 2983 2914 2914 -67 269 5,731 +63
Mar16 141027 2958 2959 2897 2897 -67 179 4,429 +130
Total Volume and Open Interest 26,624 199,625 +2,578
Coffee "C"(ICE)
Dec14 141027 188.00 192.20 188.00 190.90 -0.60 13,435 79,173 -1,456
Mar15 141027 193.00 196.40 192.50 195.15 -0.60 6,976 53,502 +759
May15 141027 197.00 198.55 195.00 197.55 -0.55 1,958 15,425 -106
Jul15 141027 198.95 200.25 196.80 199.50 -0.55 1,296 7,288 +48
Sep15 141027 197.85 201.30 197.85 200.55 -0.60 591 4,831 -26
Dec15 141027 198.35 201.95 198.35 201.20 -0.80 271 5,980 +73
Total Volume and Open Interest 24,733 172,001 -626
Orange Juice(ICE)
Nov14 141027 140.45 140.45 136.00 137.25 -2.80 399 2,784 -284
Jan15 141027 141.15 141.25 136.80 138.05 -2.70 968 8,977 +266
Mar15 141027 142.00 142.00 138.65 139.50 -2.70 128 1,643 +73
May15 141027 142.25 142.25 141.25 141.50 -2.50 16 462 +0
Jul15 141027 145.00 145.00 143.95 143.95 -2.35 16 109 +5
Sep15 141027 144.95 144.95 144.95 144.95 -2.15      
Total Volume and Open Interest 1,527 13,975 +60
Sugar #11(ICE)
Mar15 141027 16.17 16.18 15.91 16.03 -0.35 62,761 475,812 +5,137
May15 141027 16.45 16.45 16.23 16.34 -0.31 14,361 99,518 +2,089
Jul15 141027 16.74 16.74 16.52 16.63 -0.28 7,934 87,347 +1,153
Oct15 141027 17.26 17.26 16.98 17.08 -0.25 3,838 54,895 +224
Mar16 141027 17.99 17.99 17.74 17.85 -0.21 1,099 25,109 +10
May16 141027 18.00 18.08 17.87 17.97 -0.19 159 6,019 -29
Jul16 141027 18.05 18.07 17.93 18.03 -0.18 313 7,412 +172
Oct16 141027 18.23 18.25 18.10 18.25 -0.20 301 7,298 +146
Total Volume and Open Interest 90,816 770,399 +8,919
London Cocoa(LCE)
Dec14 141027 1980 1985 1931 1933 -51 6,900 69,881 -231
Mar15 141027 1955 1961 1911 1913 -47 11,080 84,795 +1,125
May15 141027 1939 1939 1898 1899 -39 5,017 35,855 +2,992
Jul15 141027 1926 1926 1891 1892 -39 1,052 12,823 -128
Sep15 141027 1920 1920 1885 1886 -38 685 17,950 +295
Dec15 141027 1906 1906 1878 1879 -35 506 8,051 -80
Mar16 141027 1891 1892 1870 1870 -25 317 10,561 +149
Total Volume and Open Interest 25,683 240,495 +4,229
London Sugar(LCE)
Dec14 141027 424.40 424.50 420.50 421.70 -7.40 8,633 34,243 -552
Mar15 141027 422.60 424.10 420.00 421.50 -7.30 7,957 34,187 +3,332
May15 141027 434.10 434.20 430.00 431.30 -7.10 543 8,876 +156
Aug15 141027 445.50 445.50 440.90 442.00 -7.40 316 5,113 +74
Oct15 141027 454.60 454.60 449.90 449.90 -7.50 59 2,231 +9
Total Volume and Open Interest 17,525 85,952 +3,024
Cotton(ICE)
Dec14 141027 63.80 64.26 63.31 63.67 -0.14 11,799 94,435 +203
Mar15 141027 61.90 62.36 61.59 62.19 +0.02 4,729 69,601 +159
May15 141027 62.84 63.20 62.45 63.10 +0.08 290 11,250 +91
Jul15 141027 63.65 64.08 63.35 64.01 +0.10 178 7,076 +32
Oct15 141027 65.28 65.28 65.28 65.28 +0.15 0 5 +0
Dec15 141027 65.50 65.90 65.35 65.90 +0.14 185 8,447 +157
Total Volume and Open Interest 17,181 190,927 +642
Lumber(CME)
Nov14 141027 335.9 338.8 334.0 334.1 -2.5 251 1,010 -101
Jan15 141027 338.5 339.8 334.8 335.7 -2.8 334 2,265 +82
Mar15 141027 342.1 344.0 340.0 340.0 -2.5 11 131 +0
May15 141027 344.0 347.0 344.0 344.0 -2.0 1 17 +0
Total Volume and Open Interest 597 3,424 -19
Crude Oil(NYM)
Dec14 141027 81.27 81.29 79.44 81.00 -0.01 354,839 328,178 -6,050
Jan15 141027 80.88 80.98 79.20 80.70 -0.10 71,214 162,324 +4,722
Feb15 141027 80.75 80.79 79.06 80.48 -0.16 27,600 60,756 +1,687
Mar15 141027 80.56 80.66 78.96 80.34 -0.20 33,721 112,161 +895
Apr15 141027 80.39 80.39 78.87 80.24 -0.23 17,649 39,244 -575
May15 141027 80.32 80.32 79.01 80.19 -0.25 12,432 33,351 +1,142
Jun15 141027 80.27 80.52 78.83 80.16 -0.26 38,487 137,971 +476
Jul15 141027 80.01 80.32 78.75 80.07 -0.26 5,128 32,644 +530
Aug15 141027 79.58 79.98 78.87 79.98 -0.27 2,373 25,673 +213
Sep15 141027 79.02 79.94 78.80 79.94 -0.27 6,323 44,917 +635
Oct15 141027 79.95 79.95 79.67 79.93 -0.28 1,005 24,864 +5
Nov15 141027 79.88 80.02 79.10 79.98 -0.29 1,368 24,245 -111
Dec15 141027 80.24 80.35 78.92 80.04 -0.29 37,364 151,858 +309
Jan16 141027 80.01 80.01 80.01 80.01 -0.28 864 28,804 -448
Feb16 141027 80.00 80.00 80.00 80.00 -0.26 720 11,066 +155
Mar16 141027 80.00 80.00 80.00 80.00 -0.26 1,711 16,855 -148
Total Volume and Open Interest 634,598 1,454,375 +3,049
e-miNY Crude Oil(NYM)
Oct14 140919 92.975 93.175 91.825 92.400 -0.675 3,584 1,462 -182
Nov14 141020 83.100 83.450 81.600 82.700 -0.050 13,244 2,057 -23
Dec14 141027 81.225 81.250 79.450 81.000 unch 10,919 3,428 -249
Jan15 141027 80.850 80.925 79.225 80.700 -0.100 174 335 -17
Feb15 141027 80.000 80.475 79.125 80.475 -0.175 27 111 +6
Mar15 141027 79.750 80.350 79.000 80.350 -0.200 9 32 -1
Apr15 141027 80.250 80.250 80.250 80.250 -0.225 2 3 +0
May15 141027 80.200 80.200 80.200 80.200 -0.250 2 6 +0
Jun15 141027 80.150 80.150 80.150 80.150 -0.275 2 27 -2
Jul15 141027 80.075 80.075 80.075 80.075 -0.250 0 9 +0
Total Volume and Open Interest 11,138 4,064 -263
NY Harbor ULSD(NYM)
Nov14 141027 248.12 248.58 244.53 247.53 -0.66 26,016 30,384 -2,931
Dec14 141027 246.91 247.23 243.23 246.29 -0.47 69,538 107,692 -332
Jan15 141027 247.15 247.28 243.48 246.51 -0.47 26,119 59,910 +636
Feb15 141027 247.39 247.39 243.65 246.62 -0.44 14,111 35,908 +911
Mar15 141027 247.04 247.20 243.31 246.32 -0.41 9,183 44,587 +1,824
Apr15 141027 245.97 246.46 242.80 245.70 -0.39 3,206 26,980 +251
May15 141027 243.80 245.72 243.06 245.72 -0.37 1,150 10,725 +120
Jun15 141027 246.81 246.84 243.26 246.25 -0.31 4,165 24,033 +401
Jul15 141027 245.43 247.65 244.58 247.42 -0.29 838 5,565 +89
Aug15 141027 246.53 248.65 246.53 248.65 -0.25 295 3,579 +40
Sep15 141027 249.56 249.83 246.97 249.83 -0.14 291 4,828 +31
Oct15 141027 248.31 250.72 247.80 250.72 -0.04 183 3,667 -19
Nov15 141027 249.02 251.40 249.02 251.40 unch 187 3,220 +61
Dec15 141027 248.90 251.84 248.85 251.79 +0.01 706 19,313 +229
Total Volume and Open Interest 156,413 388,938 +1,324
RBOB Gasoline(NYM)
Nov14 141027 218.54 218.76 213.05 217.02 -1.15 33,828 35,156 -2,004
Dec14 141027 214.44 214.85 209.82 213.46 -0.78 59,280 118,759 +4,217
Jan15 141027 214.41 214.76 210.10 213.54 -0.70 18,226 49,352 +1,025
Feb15 141027 215.85 215.85 211.63 214.96 -0.76 9,549 18,991 -237
Mar15 141027 218.11 218.11 213.94 217.17 -0.81 5,122 25,674 +892
Apr15 141027 237.19 237.27 233.28 236.54 -0.69 3,481 20,253 +582
May15 141027 238.32 238.32 234.18 237.31 -0.66 1,599 14,567 +26
Jun15 141027 237.12 237.12 233.56 236.71 -0.57 2,018 14,484 -72
Jul15 141027 234.49 235.60 232.87 235.54 -0.51 713 5,275 -15
Aug15 141027 231.68 233.87 231.68 233.85 -0.45 440 1,966 +36
Total Volume and Open Interest 136,812 329,520 +4,264
e-miNY RBOB Gasoline(NYM)
Nov14 141027 217.00 217.02 217.00 217.00 -1.20 0 1 +0
Dec14 141027 213.50 213.50 213.46 213.50 -0.70      
Jan15 141027 213.50 213.54 213.50 213.50 -0.70      
Feb15 141027 215.00 215.00 214.96 215.00 -0.70      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Nov14 141027 3.620 3.644 3.547 3.561 -0.062 135,300 39,993 -13,269
Dec14 141027 3.644 3.720 3.622 3.637 -0.061 75,759 151,764 +206
Jan15 141027 3.767 3.807 3.707 3.723 -0.064 41,700 176,219 +1,255
Feb15 141027 3.772 3.797 3.703 3.719 -0.063 17,020 57,572 +1,430
Mar15 141027 3.706 3.737 3.648 3.662 -0.061 28,918 95,565 +698
Apr15 141027 3.528 3.554 3.479 3.500 -0.041 19,300 74,730 -834
May15 141027 3.540 3.540 3.462 3.488 -0.039 5,682 47,608 -152
Jun15 141027 3.546 3.546 3.497 3.523 -0.038 1,248 25,763 +109
Jul15 141027 3.569 3.569 3.534 3.558 -0.037 1,066 21,928 -35
Aug15 141027 3.581 3.590 3.550 3.573 -0.036 611 21,717 +14
Sep15 141027 3.581 3.584 3.543 3.565 -0.036 841 16,718 -108
Oct15 141027 3.604 3.617 3.566 3.593 -0.036 5,542 39,005 -385
Nov15 141027 3.700 3.711 3.665 3.701 -0.027 1,270 20,599 -233
Dec15 141027 3.854 3.874 3.815 3.866 -0.017 1,412 20,295 +349
Jan16 141027 3.963 3.993 3.934 3.981 -0.015 2,608 16,785 -1,259
Feb16 141027 3.950 3.965 3.921 3.964 -0.015 120 3,522 +20
Total Volume and Open Interest 339,468 896,285 -12,047
Brent Crude Oil(ICE)
Dec14 141027 86.08 86.25 84.55 85.83 -0.30 306,978 311,298 -14,669
Jan15 141027 86.47 86.59 84.95 86.23 -0.27 121,964 271,928 +6,279
Feb15 141027 86.96 87.04 85.45 86.73 -0.25 51,544 93,179 +1,109
Mar15 141027 87.41 87.54 85.98 87.25 -0.24 44,938 90,576 +1,178
Apr15 141027 87.62 88.01 86.47 87.72 -0.25 21,119 59,618 +1,157
May15 141027 88.23 88.36 86.91 88.11 -0.26 14,804 47,628 -275
Jun15 141027 88.47 88.68 87.22 88.43 -0.25 52,078 111,249 +293
Jul15 141027 88.72 88.87 87.62 88.75 -0.22 6,413 33,143 +220
Aug15 141027 88.97 89.14 87.90 89.01 -0.20 3,967 30,160 +437
Sep15 141027 88.50 89.32 88.09 89.19 -0.17 6,153 37,039 +212
Oct15 141027 89.35 89.35 89.35 89.35 -0.17 1,719 23,785 +212
Nov15 141027 89.52 89.52 89.52 89.52 -0.16 1,547 22,940 +150
Dec15 141027 89.66 89.86 88.56 89.65 -0.16 45,533 106,566 +2,187
Jan16 141027 89.98 89.98 89.80 89.80 -0.15 2,171 17,845 +315
Total Volume and Open Interest 715,770 1,469,757 +176
Gas Oil(ICE)
Nov14 141027 737.00 739.00 727.25 737.75 +2.25 50,952 84,375 -3,714
Dec14 141027 740.00 740.00 728.75 738.75 +1.75 75,989 136,760 -230
Jan15 141027 740.75 742.25 731.50 741.00 +1.25 17,642 68,477 +617
Feb15 141027 758.50 759.75 749.25 758.75 +0.75 8,293 32,278 +258
Mar15 141027 760.50 762.00 751.75 760.75 +0.50 5,171 21,909 +353
Apr15 141027 763.50 764.00 755.00 763.25 +0.50 3,587 9,999 +99
May15 141027 766.50 766.50 756.75 765.25 +0.50 2,900 8,643 +335
Jun15 141027 767.75 768.75 758.75 767.25 +0.50 9,081 23,879 +720
Jul15 141027 770.75 770.75 762.00 770.00 +0.75 1,325 6,946 +102
Aug15 141027 772.00 772.75 768.25 772.75 +1.00 1,492 4,047 +36
Total Volume and Open Interest 183,452 442,069 -102
Ethanol(CBOT)
Nov14 141027 1.696 1.765 1.668 1.760 +0.074 331 518 -103
Dec14 141027 1.630 1.690 1.604 1.686 +0.066 462 2,085 +156
Jan15 141027 1.581 1.638 1.581 1.638 +0.058 142 1,688 +41
Feb15 141027 1.585 1.627 1.585 1.627 +0.052 203 680 +1
Mar15 141027 1.575 1.625 1.575 1.625 +0.050 106 867 -14
Apr15 141027 1.575 1.625 1.575 1.625 +0.050 12 406 +8
May15 141027 1.636 1.636 1.636 1.636 +0.050 5 297 -5
Jun15 141027 1.635 1.635 1.635 1.635 +0.050 0 212 +0
Total Volume and Open Interest 1,263 6,917 +82
WTI Crude Oil(ICE)
Dec14 141027 81.21 81.61 79.45 81.00 -0.01 52,901 122,496 +2,336
Jan15 141027 80.80 80.93 79.21 80.70 -0.10 23,810 42,379 +2,746
Feb15 141027 80.68 80.68 79.09 80.48 -0.16 10,885 18,242 +1,216
Mar15 141027 79.86 80.36 78.96 80.34 -0.20 8,230 37,257 -169
Apr15 141027 79.83 80.24 78.90 80.24 -0.23 3,077 8,625 +164
May15 141027 79.75 80.19 78.89 80.19 -0.25 3,472 5,515 -137
Jun15 141027 79.77 80.21 78.89 80.16 -0.26 8,308 47,485 -1,474
Jul15 141027 79.46 80.07 79.46 80.07 -0.26 598 4,246 +126
Aug15 141027 78.88 79.98 78.88 79.98 -0.27 361 2,257 -116
Sep15 141027 79.94 79.94 79.94 79.94 -0.27 443 11,418 +39
Oct15 141027 80.21 80.21 79.93 79.93 -0.28 240 2,400 +24
Nov15 141027 79.98 79.98 79.98 79.98 -0.29 139 6,050 +0
Dec15 141027 80.10 80.10 78.98 80.04 -0.29 7,065 78,935 -22
Jan16 141027 80.01 80.01 80.01 80.01 -0.28 51 6,688 +14
Feb16 141027 80.00 80.00 80.00 80.00 -0.26 25 392 -1
Mar16 141027 80.00 80.00 80.00 80.00 -0.26 43 2,089 -37
Total Volume and Open Interest 124,966 465,883 +2,699
US Dollar Index(ICE)
Dec14 141027 85.800 85.800 85.475 85.560 -0.257 20,054 80,100 +786
Mar15 141027 85.950 85.975 85.680 85.745 -0.250 110 3,143 +33
Jun15 141027 85.930 85.930 85.930 85.930 -0.245 1 230 +1
Total Volume and Open Interest 20,167 83,535 +822
Australian Dollar(CME)
Dec14 141027 87.72 87.95 87.58 87.77 +0.12 90,022 119,366 +2,731
Mar15 141027 87.32 87.35 87.06 87.20 +0.12 61 449 +31
Jun15 141027 86.64 86.64 86.64 86.64 +0.12 0 49 +0
Total Volume and Open Interest 90,083 119,900 +2,762
British Pound(CME)
Dec14 141027 160.78 161.41 160.77 161.22 +0.52 77,500 137,011 +904
Mar15 141027 160.73 161.22 160.73 161.09 +0.52 19 584 -3
Jun15 141027 160.93 160.93 160.93 160.93 +0.52 0 110 +0
Total Volume and Open Interest 77,519 137,732 +901
Canadian Dollar(CME)
Dec14 141027 88.86 89.06 88.73 88.88 -0.05 43,698 91,790 +787
Mar15 141027 88.83 88.83 88.54 88.67 -0.05 118 8,006 +17
Jun15 141027 88.36 88.46 88.35 88.46 -0.05 53 995 +4
Sep15 141027 88.26 88.26 88.26 88.26 -0.06 0 1,005 +0
Total Volume and Open Interest 43,869 102,180 +808
Japanese Yen(CME)
Dec14 141027 92.41 92.97 92.40 92.90 +0.34 166,700 179,679 -2,007
Mar15 141027 92.55 93.05 92.55 93.00 +0.33 109 2,658 +38
Jun15 141027 92.90 93.10 92.90 93.10 +0.33 4 53 +1
Total Volume and Open Interest 166,814 182,419 -1,969
Swiss Franc(CME)
Dec14 141027 105.09 105.55 105.06 105.45 +0.41 28,797 55,502 +373
Mar15 141027 105.37 105.57 105.37 105.56 +0.41 4 350 +3
Jun15 141027 105.69 105.69 105.69 105.69 +0.41 0 20 +0
Total Volume and Open Interest 28,801 55,885 +376
EuroFX(CME)
Dec14 141027 126.77 127.27 126.69 127.12 +0.44 169,435 438,942 -257
Mar15 141027 126.90 127.34 126.78 127.19 +0.44 429 6,072 +61
Jun15 141027 126.90 127.28 126.90 127.28 +0.43 13 523 -2
Total Volume and Open Interest 169,895 445,624 -192
Mexican Peso(CME)
Nov14 141027 736.25 736.25 736.25 736.25 -0.62      
Dec14 141027 736.38 737.00 731.38 734.88 -0.75 31,570 127,496 +208
Total Volume and Open Interest 33,296 139,951 +1,150
Brazilian Real(CME)
Nov14 141027 391.35 396.90 390.60 396.15 -8.45 297 1,516 +2
Dec14 141027 397.50 397.50 387.50 393.00 -8.40 128 9,323 -31
Jan15 141027 389.00 390.30 385.70 389.90 -8.60 1 23,434 +0
Feb15 141027 386.75 386.75 386.75 386.75 -8.90      
Total Volume and Open Interest 426 46,490 -29
30-Year T-Bonds(CBOT)
Dec14 141027 141~240 142~090 141~130 141~310 +0~080 372,073 867,053 +2,190
Mar15 141027 140~050 140~220 140~010 140~150 +0~080 287 1,182 +92
Jun15 141027 150~040 150~290 150~040 150~290 +0~080 173 258 -131
Total Volume and Open Interest 372,533 868,493 +2,151
10-Year T-Notes(CBOT)
Dec14 141027 126~310 127~080 126~255 127~045 +0~035 1,420,646 2,800,742 -14,645
Mar15 141027 126~075 126~175 126~075 126~140 +0~035 2,504 13,207 +887
Jun15 141027 126~140 126~140 126~105 126~140 +0~035      
Total Volume and Open Interest 1,423,150 2,813,949 -13,758
5-Year T-Notes(CBOT)
Dec14 141027 119~286 120~024 119~256 120~006 +0~026 667,536 1,899,425 +30,717
Mar15 141027 119~032 119~086 119~032 119~086 +0~026 847 10,582 +388
Jun15 141027 119~086 119~086 119~060 119~086 +0~026      
Total Volume and Open Interest 668,383 1,910,007 +31,105
2 Year T-Notes(CBOT)
Dec14 141027 109~292 109~306 109~284 109~300 +0~010 192,937 1,435,489 +24,836
Mar15 141027 109~182 109~190 109~176 109~190 +0~012 53 3,380 +51
Jun15 141027 109~130 109~130 109~116 109~130 +0~012      
Total Volume and Open Interest 192,990 1,438,869 +24,887
Eurodollars(CME)
Dec14 141027 99.760 99.770 99.760 99.760 unch 92,440 851,744 +7,253
Mar15 141027 99.745 99.745 99.740 99.740 +0.005 115,648 1,111,859 +18,243
Jun15 141027 99.640 99.645 99.630 99.640 +0.015 180,870 1,039,444 +26,995
Sep15 141027 99.460 99.475 99.450 99.465 +0.015 164,968 856,096 +7,010
Dec15 141027 99.235 99.260 99.225 99.245 +0.015 281,293 1,274,546 +2,650
Mar16 141027 99.010 99.045 98.995 99.025 +0.020 169,875 920,056 +9,033
Jun16 141027 98.775 98.810 98.750 98.790 +0.020 170,737 754,077 -4,769
Sep16 141027 98.525 98.565 98.500 98.545 +0.020 150,700 652,905 +5,133
Dec16 141027 98.275 98.325 98.255 98.305 +0.020 259,711 940,169 +3,879
Mar17 141027 98.075 98.120 98.050 98.100 +0.020 144,781 482,625 +6,166
Jun17 141027 97.880 97.925 97.850 97.905 +0.020 134,610 427,850 +2,445
Sep17 141027 97.715 97.755 97.680 97.735 +0.020 127,079 343,165 +7,488
Dec17 141027 97.550 97.595 97.525 97.580 +0.020 154,406 401,841 -8,149
Mar18 141027 97.425 97.470 97.400 97.455 +0.020 84,106 248,730 -940
Jun18 141027 97.315 97.360 97.290 97.345 +0.020 73,362 192,867 -1,017
Sep18 141027 97.225 97.265 97.190 97.250 +0.025 59,228 120,036 -1,963
Dec18 141027 97.130 97.170 97.105 97.155 +0.020 38,838 198,334 -3,321
Mar19 141027 97.060 97.095 97.030 97.080 +0.020 30,918 113,542 +567
Total Volume and Open Interest      
Ultra T-Bond(CBOT)
Dec14 141027 157~09 158~00 156~23 157~18 +0~14 82,421 513,853 +7,171
Mar15 141027 157~02 157~02 156~20 157~02 +0~14 0 77 +0
Jun15 141027 157~02 157~02 156~20 157~02 +0~14      
Total Volume and Open Interest 82,421 513,930 +7,171
30 Day Federal Funds(CBOT)
Oct14 141027 99.912 99.912 99.912 99.912 unch 243 33,660 +216
Nov14 141027 99.910 99.915 99.910 99.915 unch 63 31,566 -8
Dec14 141027 99.910 99.915 99.910 99.915 unch 431 38,569 -163
Jan15 141027 99.915 99.915 99.910 99.915 unch 2,391 48,222 +25
Feb15 141027 99.905 99.905 99.900 99.905 +0.005 1,967 59,957 +205
Mar15 141027 99.905 99.905 99.900 99.900 unch 930 58,981 +3
Total Volume and Open Interest 31,227 638,300 +4,544
3-Mth Euro-Yen(CME)
Dec14 141027 99.805 99.805 99.805 99.805 unch      
Mar15 141027 99.805 99.805 99.805 99.805 unch      
Jun15 141027 99.790 99.790 99.790 99.790 unch      
Sep15 141027 99.810 99.810 99.810 99.810 unch      
Dec15 141027 99.830 99.830 99.830 99.830 unch      
Mar16 141027 99.690 99.690 99.690 99.690 unch      
Jun16 141027 99.550 99.550 99.550 99.550 unch      
Sep16 141027 99.410 99.410 99.410 99.410 unch      
Dec16 141027 99.750 99.750 99.750 99.750 unch      
Mar17 141027 99.610 99.610 99.610 99.610 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec14 141027 99.81 99.81 99.81 99.81 unch 0 30 +0
Mar15 141027 99.81 99.81 99.81 99.81 unch      
Jun15 141027 99.81 99.81 99.81 99.81 unch 0 1 +0
Sep15 141027 99.79 99.79 99.79 99.79 unch 0 1 +0
Dec15 141027 99.83 99.83 99.83 99.83 unch 0 33 +0
Mar16 141027 99.69 99.69 99.69 99.69 unch      
Jun16 141027 99.55 99.55 99.55 99.55 unch      
Sep16 141027 99.41 99.41 99.41 99.41 unch      
Total Volume and Open Interest 0 69 +0
Japanese Gov't Bonds(SGX)
Dec14 141027 146.45 146.55 146.43 146.48 +0.02 862 20,507 -59
Mar15 141027 145.89 145.89 145.89 145.89 +0.02 0 2 +0
Jun15 141027 145.32 145.32 145.32 145.32 +0.02      
Total Volume and Open Interest 862 20,509 -59
Euro-Bund(EUREX)
Dec14 141027 150.29 150.72 150.07 150.61 +0.26 634,607 1,179,558 -4,273
Mar15 141027 150.85 151.43 150.78 151.34 +0.26 1,065 37,487 +689
Jun15 141027 149.51 149.51 149.51 149.51 +0.26 3 5 +0
Total Volume and Open Interest 635,675 1,217,050 -3,584
Euro-Bobl(EUREX)
Dec14 141027 127.79 127.94 127.73 127.87 +0.05 305,167 897,370 +5,205
Mar15 141027 128.98 129.10 128.97 129.10 +0.06 0 883 +0
Jun15 141027 127.87 127.87 127.87 127.87 +0.05      
Total Volume and Open Interest 305,167 898,253 +5,205
3-Mth Euribor(EUREX)
Dec14 141027 99.890 99.890 99.890 99.890 +0.005 0 4,369 +0
Mar15 141027 99.890 99.890 99.890 99.890 unch 0 4,958 +0
Jun15 141027 99.900 99.900 99.900 99.900 unch 0 1,847 +0
Total Volume and Open Interest 5 50,915 -1
Long Gilt(LIFFE)
Dec14 141027 115~03 115~19 115~00 115~16 +0~07 132,404 378,403 -9,291
Mar15 141027 115~16 115~16 115~16 115~16 +0~07      
Total Volume and Open Interest 132,404 378,403 -9,291
3-Mth Short Sterling(LIFFE)
Dec14 141027 99.42 99.43 99.41 99.43 +0.01 23,942 445,143 -6,055
Mar15 141027 99.33 99.35 99.32 99.34 +0.01 42,609 379,135 -3,817
Jun15 141027 99.19 99.22 99.18 99.21 +0.02 65,418 423,491 +4,264
Sep15 141027 99.02 99.05 99.01 99.05 +0.02 44,392 284,912 -2,304
Dec15 141027 98.84 98.88 98.84 98.88 +0.03 74,196 338,617 +6,421
Mar16 141027 98.68 98.72 98.67 98.71 +0.02 44,939 204,986 +9,876
Total Volume and Open Interest 485,629 3,073,175 +17,958
3-Mth Euribor(LIFFE)
Dec14 141027 99.885 99.900 99.880 99.890 +0.005 33,196 483,055 -7,487
Mar15 141027 99.885 99.900 99.885 99.895 +0.005 31,616 397,718 -3,097
Jun15 141027 99.890 99.905 99.890 99.900 unch 31,261 342,306 -128
Total Volume and Open Interest 276,462 3,242,502 -25,686
3-Mth Aus T-Bills(SFE)
Dec14 141027 97.30 97.31 97.29 97.30 -0.01 15,430 155,961 +2,234
Mar15 141027 97.35 97.35 97.33 97.34 -0.01 17,065 204,929 +4,484
Jun15 141027 97.37 97.38 97.35 97.36 -0.01 17,430 213,994 +6,650
Sep15 141027 97.36 97.36 97.33 97.34 -0.02 11,249 147,716 +3,135
Dec15 141027 97.30 97.31 97.28 97.30 -0.01 10,648 94,588 +4,965
Mar16 141027 97.24 97.24 97.21 97.23 -0.01 6,159 58,652 +469
Jun16 141027 97.16 97.16 97.14 97.15 -0.02 5,243 29,637 +1,322
Sep16 141027 97.08 97.08 97.06 97.08 -0.02 3,358 21,485 +1,544
Dec16 141027 97.01 97.01 97.00 97.00 -0.02 394 2,430 +270
Mar17 141027 96.93 96.93 96.93 96.93 -0.02 273 2,182 +194
Total Volume and Open Interest 87,352 933,164 +25,123
10-Year Aus T-Bonds(SFE)
Dec14 141027 96.71 96.72 96.65 96.68 -0.03 97,596 673,143 +23,032
Mar15 141027 96.68 96.68 96.68 96.68 -0.03      
Total Volume and Open Interest 97,596 673,143 +23,032
3-Year Aus T-Bonds(SFE)
Dec14 141027 97.43 97.43 97.38 97.40 -0.03 164,899 676,066 +31,087
Mar15 141027 97.40 97.40 97.40 97.40 -0.03      
Total Volume and Open Interest 164,899 676,066 +31,087
Gold(CMX)
Oct14 141027 1230.2 1230.2 1227.3 1229.1 -2.1 2 233 -2
Dec14 141027 1230.6 1232.1 1225.2 1229.3 -2.5 140,066 278,938 -3,746
Feb15 141027 1228.7 1232.6 1226.1 1230.2 -2.6 6,988 46,635 +2,344
Apr15 141027 1230.6 1232.9 1226.6 1230.7 -2.6 1,437 23,940 +162
Jun15 141027 1232.9 1233.2 1227.6 1231.3 -2.6 567 15,536 +37
Aug15 141027 1231.0 1231.9 1231.0 1231.9 -2.6 87 5,369 -36
Oct15 141027 1231.8 1234.2 1231.8 1232.6 -2.6 901 1,248 +147
Dec15 141027 1233.9 1235.1 1229.8 1233.3 -2.6 1,071 14,534 +480
Feb16 141027 1234.3 1234.3 1234.3 1234.3 -2.6 0 2,376 +0
Apr16 141027 1235.4 1235.4 1235.4 1235.4 -2.6 0 250 +0
Jun16 141027 1238.3 1238.3 1236.8 1236.8 -2.6 279 4,248 +160
Aug16 141027 1238.5 1238.5 1238.5 1238.5 -2.6      
Total Volume and Open Interest 151,856 409,101 -324
Silver(CMX)
Dec14 141027 1718.5 1723.0 1708.0 1716.1 -2.1 30,342 120,032 -1,210
Mar15 141027 1722.5 1727.0 1714.5 1722.0 -2.1 1,933 19,730 +535
May15 141027 1727.0 1728.0 1724.9 1724.9 -2.1 123 6,639 +47
Jul15 141027 1727.5 1727.5 1727.5 1727.5 -2.1 3 4,660 +0
Sep15 141027 1729.9 1729.9 1729.9 1729.9 -2.1 0 1,883 +0
Dec15 141027 1737.0 1737.0 1727.0 1733.5 -2.2 575 9,919 -16
Mar16 141027 1737.6 1737.6 1737.6 1737.6 -2.2 0 391 +0
Total Volume and Open Interest 33,520 172,070 -557
Platinum(NYMEX)
Oct14 141027 1254.6 1255.2 1253.1 1255.2 +3.8 6 38 -34
Jan15 141027 1252.8 1259.2 1248.2 1254.5 +3.6 8,407 56,989 -503
Apr15 141027 1254.6 1260.9 1252.4 1256.2 +3.7 100 2,510 +31
Jul15 141027 1258.2 1258.2 1258.2 1258.2 +3.3 1 6 -1
Total Volume and Open Interest 8,520 59,555 -508
Palladium(NYMEX)
Dec14 141027 779.80 788.70 777.20 787.15 +6.25 4,070 30,905 +481
Mar15 141027 781.60 788.60 781.00 787.85 +6.30 132 2,403 +102
Jun15 141027 787.80 787.80 787.80 787.80 +6.30 0 31 +0
Total Volume and Open Interest 4,556 33,698 +937
Copper(CMX)
Dec14 141027 304.40 307.40 302.65 306.40 +2.30 33,865 115,077 -423
Mar15 141027 303.10 306.50 301.90 305.65 +2.40 3,548 43,758 +808
May15 141027 301.75 305.65 301.60 305.25 +2.40 642 7,069 +314
Jul15 141027 301.60 305.10 301.60 305.10 +2.45 134 2,610 +82
Sep15 141027 304.95 305.00 304.90 304.90 +2.45 24 1,025 +4
Total Volume and Open Interest 38,698 176,485 +627
DJIA Index(CBOT)
Dec14 141027 16744 16789 16680 16756 +20 259 10,652 +184
Mar15 141027 16684 16684 16664 16684 +20 0 4 +0
Jun15 141027 16598 16598 16578 16598 +20      
Sep15 141027 16508 16508 16488 16508 +20      
Total Volume and Open Interest 259 10,656 +184
E-mini DJIA Index(CBOT)
Dec14 141027 16746 16797 16652 16756 +20 200,392 110,125 +1,883
Mar15 141027 16612 16684 16595 16684 +20 8 238 -1
Jun15 141027 16598 16598 16598 16598 +20 0 28 +0
Sep15 141027 16508 16508 16508 16508 +20      
Total Volume and Open Interest 200,400 110,391 +1,882
S & P 500(CME)
Dec14 141027 1960.40 1965.60 1944.80 1957.10 -2.60 11,187 150,888 +781
Mar15 141027 1943.00 1949.20 1937.00 1949.20 -2.60 168 6,197 +43
Jun15 141027 1941.50 1941.50 1934.10 1941.50 -2.60 155 902 -5
Sep15 141027 1934.60 1934.60 1927.20 1934.60 -2.60 0 83 +0
Total Volume and Open Interest 11,510 158,082 +826
S & P 500 E-Mini(Globex)
Dec14 141027 1960.25 1965.75 1944.50 1957.00 -2.75 2,014,997 2,844,152 +15,695
Mar15 141027 1953.00 1957.75 1936.75 1949.25 -2.50 4,467 14,396 +1,289
Total Volume and Open Interest 2,019,894 2,860,364 +16,887
NASDAQ 100(CME)
Dec14 141027 4042.50 4049.30 4011.00 4038.30 +3.50 1,108 9,763 +89
Mar15 141027 4030.80 4030.80 4030.80 4030.80 +3.50 670 0 +0
Jun15 141027 4018.80 4018.80 4018.80 4018.80 +3.50      
Total Volume and Open Interest 1,778 9,763 +89
NASDAQ 100 E-Mini(Globex)
Dec14 141027 4035.80 4049.80 4009.50 4038.30 +3.50 348,130 318,972 +756
Mar15 141027 4031.00 4042.30 4003.00 4030.80 +3.50 162 417 +5
Total Volume and Open Interest 348,292 319,435 +761
S & P Midcap 400(CME)
Dec14 141027 1375.20 1375.20 1375.20 1375.20 +0.70 100 5,820 +0
Mar15 141027 1371.20 1371.20 1371.20 1371.20 +0.70      
Jun15 141027 1369.20 1369.20 1369.20 1369.20 +0.70      
Total Volume and Open Interest 100 5,820 +0
Volatility Index(CBOE)
Oct14 141021 18.45 19.20 16.25 16.35 -2.15 722 82,718 -3,878
Nov14 141027 16.95 17.83 16.70 16.95 unch 143,300 0 -182,207
Dec14 141027 17.15 17.88 16.80 16.85 -0.20 51,087 0 -51,507
Jan15 141027 17.80 18.48 17.42 17.50 -0.25 25,120 0 -40,712
Total Volume and Open Interest 247,641 371,472 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec14 141027 15475 15475 15285 15350 -120 22,097 53,539 +774
Mar15 141027 15495 15495 15350 15375 -120 58 305 +49
Total Volume and Open Interest 22,155 53,844 +823
Nikkei 225(SGX)
Dec14 141027 15340 15450 15270 15400 +60 86,180 259,630 -3,471
Mar15 141027 15375 15395 15375 15385 +65 17 841 +16
Jun15 141027 15295 15295 15295 15295 +60 0 2,601 +0
Total Volume and Open Interest 86,280 274,360 -3,439
CAC 40(EURONEXT)
Nov14 141027 4152.5 4175.0 4062.0 4094.0 -35.0 143,421 247,785 +5,250
Dec14 141027 4143.5 4162.5 4050.5 4083.5 -34.5 596 12,839 -90
Jan15 141027 4083.0 4083.0 4083.0 4083.0 -35.0      
Total Volume and Open Interest 144,017 260,662 +5,170
Hang Seng Index(HKFE)
Oct14 141027 23339 23402 22980 23218 -105 48,773 101,102 +249
Nov14 141027 23297 23390 22970 23207 -111 4,456 12,918 +3,069
Dec14 141027 23305 23400 23000 23218 -108 758 6,287 +290
Total Volume and Open Interest 54,007 122,328 +3,612
DAX(EUREX)
Dec14 141027 9033.0 9096.0 8835.0 8905.5 -88.5 141,450 131,493 -4,542
Mar15 141027 9038.0 9095.5 8843.5 8911.5 -88.5 385 7,586 +36
Jun15 141027 8971.0 8971.0 8928.0 8928.5 -88.5 42 600 +26
Total Volume and Open Interest 141,877 139,679 -4,480
FT-SE 100(EURONEXT)
Dec14 141027 6390.50 6431.50 6313.00 6342.50 -22.50 103,830 551,531 -2,611
Mar15 141027 6374.50 6374.50 6288.00 6288.00 -23.00 16 7,248 +14
Jun15 141027 6233.50 6233.50 6233.50 6233.50 -22.50 0 41 +0
Total Volume and Open Interest 103,846 558,820 -2,597
SPI 200(SFE)
Dec14 141027 5399.0 5447.0 5392.0 5438.0 +34.0 28,391 232,503 +7,302
Mar15 141027 5394.0 5403.0 5394.0 5395.0 +35.0 69 2,739 +68
Jun15 141027 5393.0 5393.0 5393.0 5393.0 +35.0 36 3,136 +0
Total Volume and Open Interest 28,659 239,732 +7,482
FTSE MIB(ISE)
Dec14 141027 19705.00 19745.00 18865.00 19035.00 -433.00 38,945 42,093 -451
Mar15 141027 19725.00 19725.00 18915.00 19055.00 -433.00 24 340 +5
Jun15 141027 18700.00 18700.00 18700.00 18700.00 -433.00      
Total Volume and Open Interest 38,969 42,433 -446
KOSPI 200(KFE)
Dec14 141027 243.40 245.90 243.30 244.80 +1.50 171,396 136,708 -857
Mar15 141027 242.50 244.65 242.35 243.55 +1.45 282 3,100 +13
Jun15 141027 244.85 244.85 244.85 244.85 +1.55 1 1,285 +0
Total Volume and Open Interest 171,679 141,366 -834
GSCI(CME)
Nov14 141027 537.00 537.60 530.60 537.00 -0.50 33 9,136 -1
Dec14 141027 538.60 539.25 532.00 538.60 -0.40 0 205 +0
Jan15 141027 540.30 540.75 533.70 540.30 -0.20      
Total Volume and Open Interest 33 9,341 -1
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