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 November 11, 2014
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov14 141111 1025.75 1075.00 1023.25 1066.50 +39.00 3,069 7,784 -1,478
Jan15 141111 1022.00 1073.50 1020.25 1064.00 +38.25 108,162 303,439 +116
Mar15 141111 1026.75 1076.75 1025.00 1067.50 +37.25 30,061 114,640 -701
May15 141111 1031.50 1080.50 1029.50 1071.00 +36.25 13,799 67,256 -299
Jul15 141111 1034.75 1084.75 1034.00 1075.50 +36.25 19,246 73,797 +200
Aug15 141111 1041.75 1080.75 1039.75 1075.25 +35.50 285 3,403 +93
Sep15 141111 1022.50 1055.50 1020.00 1052.50 +30.75 64 1,010 -9
Nov15 141111 1007.75 1040.00 1006.25 1037.50 +27.00 4,309 82,688 +817
Jan16 141111 1017.00 1045.00 1014.75 1043.25 +28.50 51 1,360 +4
Mar16 141111 1044.25 1048.75 1021.75 1048.75 +27.00 19 640 +7
May16 141111 1050.00 1051.75 1025.00 1051.75 +26.75 8 249 +1
Jul16 141111 1030.75 1057.75 1030.75 1057.75 +27.00 7 260 +1
Aug16 141111 1056.00 1056.00 1029.50 1056.00 +26.50 1 28 +1
Sep16 141111 1043.00 1043.00 1018.00 1043.00 +25.00 0 17 +0
Total Volume and Open Interest 179,147 658,584 -1,233
Soybean Meal(CBOT)
Dec14 141111 379.50 404.70 378.70 400.60 +19.70 42,649 112,079 -4,172
Jan15 141111 363.10 387.40 362.40 384.10 +19.40 20,644 86,376 +1,361
Mar15 141111 348.10 369.80 346.10 366.80 +18.30 16,594 79,435 +926
May15 141111 341.70 361.40 340.10 357.90 +15.70 7,075 37,907 +340
Jul15 141111 342.00 360.10 340.00 356.80 +14.70 4,652 33,631 +589
Aug15 141111 342.30 357.90 341.00 355.90 +14.10 603 6,486 +144
Sep15 141111 340.70 355.70 339.00 354.50 +13.30 327 4,947 +55
Oct15 141111 337.50 347.70 336.30 347.70 +11.40 188 4,537 +74
Dec15 141111 335.10 345.80 332.40 345.20 +11.00 966 16,845 -2
Jan16 141111 344.80 345.90 334.90 345.90 +11.00 0 1,041 +0
Total Volume and Open Interest 93,705 384,178 -685
Soybean Oil(CBOT)
Dec14 141111 32.37 33.06 32.31 32.87 +0.51 49,568 133,469 -5,769
Jan15 141111 32.55 33.24 32.47 33.04 +0.51 26,803 106,107 +1,773
Mar15 141111 32.75 33.46 32.71 33.26 +0.51 14,978 58,112 +840
May15 141111 33.02 33.70 32.94 33.50 +0.51 6,493 30,618 -7
Jul15 141111 33.26 33.93 33.20 33.74 +0.50 4,282 39,766 +17
Aug15 141111 33.30 33.83 33.30 33.83 +0.51 313 5,718 +175
Sep15 141111 33.41 33.95 33.35 33.82 +0.47 266 4,336 +60
Oct15 141111 33.15 33.63 33.15 33.62 +0.43 241 4,445 +117
Dec15 141111 33.15 33.79 33.12 33.61 +0.45 1,179 17,457 +222
Jan16 141111 33.75 33.75 33.30 33.75 +0.45 35 1,448 +25
Total Volume and Open Interest 104,171 404,008 -2,537
Canola(WCE)
Nov14 141110 452.6 452.6 452.6 452.6 +1.5 14 39 +0
Jan15 141110 434.5 438.0 431.1 436.6 +1.5 21,503 89,180 +3,085
Mar15 141110 432.9 437.3 430.2 435.3 +2.8 4,100 30,452 -221
May15 141110 433.6 436.1 429.7 434.4 +3.2 2,035 10,568 +253
Jul15 141110 429.6 435.4 427.3 434.3 +4.2 803 10,288 -277
Total Volume and Open Interest 28,603 146,425 +2,945
Corn(CBOT)
Dec14 141111 368.25 374.50 365.50 373.75 +4.50 207,974 530,315 -26,468
Mar15 141111 380.50 387.00 378.25 386.50 +4.50 89,969 389,355 +13,028
May15 141111 389.75 396.00 387.00 395.50 +4.50 36,799 99,067 +3,585
Jul15 141111 397.50 403.50 394.50 402.75 +4.50 18,268 117,576 +2,761
Sep15 141111 405.00 410.25 401.75 409.75 +4.50 2,377 24,999 -46
Dec15 141111 414.25 420.25 411.25 419.25 +4.25 18,341 131,234 +2,368
Mar16 141111 423.25 428.50 421.00 428.00 +4.00 320 12,517 +109
May16 141111 434.00 434.25 430.25 434.25 +4.00 24 1,455 +8
Jul16 141111 434.75 439.50 434.50 438.75 +4.25 13 2,162 -2
Sep16 141111 430.00 430.00 427.00 430.00 +3.00 3 610 +0
Total Volume and Open Interest 374,238 1,315,734 -4,683
Wheat(CBOT)
Dec14 141111 518.00 526.50 511.75 525.25 +8.00 64,780 184,862 -7,819
Mar15 141111 527.50 532.00 520.75 530.75 +3.50 39,180 128,155 +4,271
May15 141111 534.75 539.00 528.50 538.25 +3.25 7,607 34,232 +2,044
Jul15 141111 541.50 545.75 535.25 544.75 +3.25 6,931 46,489 -507
Sep15 141111 550.00 554.00 545.00 554.00 +3.00 676 7,042 +122
Dec15 141111 562.25 567.50 558.25 567.00 +2.75 1,965 17,176 +886
Total Volume and Open Interest 121,148 419,992 -1,000
Wheat(KCBT)
Dec14 141111 573.00 580.25 569.00 578.50 +5.50 16,019 66,215 -2,832
Mar15 141111 574.75 581.75 570.75 580.00 +3.75 13,208 50,613 +3,755
May15 141111 579.25 584.25 575.50 583.25 +2.75 2,671 13,855 +988
Jul15 141111 577.75 580.25 573.25 578.50 +1.00 2,581 23,107 +144
Sep15 141111 585.75 591.25 585.75 590.00 +0.50 275 3,614 +139
Dec15 141111 601.75 606.50 601.75 605.75 +0.25 104 2,930 +11
Total Volume and Open Interest 34,870 160,626 +2,216
Wheat(MGE)
Dec14 141111 553.00 569.25 553.00 566.75 +12.50 3,555 24,283 -518
Mar15 141111 567.25 580.75 567.25 578.50 +11.25 3,487 25,215 +1,241
May15 141111 577.25 589.75 577.25 587.50 +10.25 677 7,223 -82
Jul15 141111 587.25 599.50 587.25 596.50 +9.25 198 4,201 +18
Sep15 141111 598.25 607.25 598.00 605.75 +8.75 522 3,371 +285
Total Volume and Open Interest 8,672 67,225 +1,038
Oats(CBOT)
Dec14 141111 335.75 337.50 334.00 336.00 unch 779 4,420 -511
Mar15 141111 330.50 337.00 330.25 335.75 +3.25 486 4,523 +229
May15 141111 331.50 335.50 331.50 334.50 +2.00 5 668 +2
Jul15 141111 327.00 329.25 326.75 329.25 +2.50 3 236 -2
Total Volume and Open Interest 1,296 9,949 -281
Rough Rice(CBOT)
Nov14 141111 11.61 11.73 11.61 11.62 -0.11 20 22 -108
Jan15 141111 11.97 11.99 11.81 11.85 -0.12 287 7,065 +7
Mar15 141111 12.18 12.24 12.09 12.12 -0.11 93 2,666 +52
May15 141111 12.47 12.49 12.38 12.38 -0.11 1 11 +1
Total Volume and Open Interest 401 9,764 -48
Live Cattle(CME)
Dec14 141111 167.100 168.100 166.485 167.250 +0.120 30,902 117,517 -6,411
Feb15 141111 168.400 169.285 167.850 168.400 -0.135 21,303 87,494 +5,152
Apr15 141111 167.200 167.900 166.630 167.500 -0.050 7,994 56,982 +1,763
Jun15 141111 156.750 157.750 156.250 157.600 +0.700 3,537 29,705 +655
Aug15 141111 154.000 155.100 153.650 155.100 +0.815 692 7,614 +102
Oct15 141111 155.850 156.100 154.880 156.100 +0.700 243 5,221 +57
Total Volume and Open Interest 64,825 308,017 +1,380
Feeder Cattle(CME)
Nov14 141111 239.235 239.400 238.300 238.850 -0.185 2,299 8,495 -487
Jan15 141111 232.950 233.785 232.250 232.650 -0.100 2,841 19,698 +344
Mar15 141111 230.450 231.535 229.880 230.550 +0.250 843 7,185 +100
Apr15 141111 230.600 231.535 230.235 230.880 +0.130 455 2,494 +113
May15 141111 230.185 231.500 230.080 230.785 +0.600 385 4,995 +171
Aug15 141111 230.900 232.000 230.600 231.435 +0.235 199 3,027 +102
Sep15 141111 229.080 229.250 229.050 229.250 +0.250 4 208 +3
Total Volume and Open Interest 7,046 46,172 +366
Lean Hogs(CME)
Dec14 141111 89.480 90.300 88.700 89.900 +0.350 24,538 77,778 -6,011
Feb15 141111 89.000 89.950 88.535 89.450 +0.350 14,561 68,505 +2,791
Apr15 141111 90.330 91.350 90.135 91.000 +0.200 5,579 43,811 +1,259
May15 141111 91.750 92.930 91.750 92.500 +1.750 39 1,056 +5
Jun15 141111 94.750 95.580 94.550 95.350 +0.500 2,671 21,918 -73
Jul15 141111 93.430 94.800 93.430 94.730 +0.830 1,257 8,101 +649
Aug15 141111 91.450 92.300 91.450 92.250 +0.650 324 4,452 -1
Oct15 141111 78.650 79.000 78.450 79.000 +0.250 138 1,353 +62
Total Volume and Open Interest 49,150 228,353 -1,313
Class III Milk(CME)
Nov14 141111 21.79 21.80 21.57 21.64 -0.11 127 4,492 -26
Dec14 141111 19.00 19.05 18.62 18.66 -0.33 223 4,286 +2
Jan15 141111 17.50 17.54 17.29 17.36 -0.17 170 3,845 +41
Feb15 141111 16.85 16.85 16.63 16.70 -0.15 93 3,840 +48
Mar15 141111 16.66 16.66 16.51 16.61 -0.05 80 3,341 +27
Apr15 141111 16.57 16.71 16.55 16.63 -0.05 46 2,744 +27
May15 141111 16.53 16.69 16.53 16.58 -0.04 49 2,669 +27
Jun15 141111 16.56 16.69 16.56 16.62 -0.03 61 2,498 +22
Jul15 141111 16.76 16.80 16.67 16.76 -0.02 47 1,795 +4
Aug15 141111 17.15 17.16 17.08 17.15 -0.01 23 1,725 +16
Sep15 141111 17.30 17.30 17.20 17.25 -0.06 24 1,625 +18
Oct15 141111 17.35 17.37 17.22 17.30 -0.09 25 1,282 +4
Nov15 141111 17.26 17.26 17.15 17.17 -0.09 17 1,124 +9
Total Volume and Open Interest 999 36,654 +224
Cocoa(ICE)
Dec14 141111 2907 2928 2904 2920 +25 17,705 27,557 -10,641
Mar15 141111 2908 2925 2900 2919 +25 19,561 81,774 +4,130
May15 141111 2893 2920 2893 2917 +24 3,457 39,379 +1,146
Jul15 141111 2897 2917 2892 2916 +24 1,478 14,744 +741
Sep15 141111 2892 2907 2892 2906 +24 514 6,190 +39
Dec15 141111 2878 2890 2878 2890 +22 516 6,373 +198
Mar16 141111 2863 2876 2861 2875 +20 64 4,440 -3
Total Volume and Open Interest 43,310 181,632 -4,380
Coffee "C"(ICE)
Dec14 141111 181.95 184.80 181.50 184.55 +3.15 15,654 47,494 -4,916
Mar15 141111 186.30 188.95 185.70 188.75 +3.05 12,425 66,599 +2,543
May15 141111 189.60 191.35 188.35 191.20 +2.95 2,877 19,356 +461
Jul15 141111 191.60 193.55 190.55 193.40 +2.95 1,374 11,380 +72
Sep15 141111 193.15 195.00 192.45 195.00 +3.00 228 5,072 +59
Dec15 141111 194.35 196.15 193.45 196.15 +2.90 315 6,672 +245
Total Volume and Open Interest 33,266 163,166 -1,266
Orange Juice(ICE)
Jan15 141111 124.95 130.10 124.10 129.25 +4.30 1,012 11,007 +101
Mar15 141111 125.80 131.00 125.55 130.25 +3.80 83 2,089 +50
May15 141111 128.30 133.00 127.85 132.45 +3.85 14 777 +13
Jul15 141111 132.20 135.30 132.20 134.75 +4.15 14 142 +10
Sep15 141111 136.75 136.90 136.75 136.90 +3.50 10 40 +10
Nov15 141111 139.40 139.40 139.40 139.40 +3.80 0 15 +0
Total Volume and Open Interest 1,133 14,070 -29
Sugar #11(ICE)
Mar15 141111 15.66 16.35 15.60 16.23 +0.57 58,859 481,840 -2,957
May15 141111 16.00 16.60 15.98 16.50 +0.47 21,822 121,114 +2,466
Jul15 141111 16.30 16.81 16.25 16.69 +0.37 13,159 89,998 +118
Oct15 141111 16.74 17.19 16.69 17.05 +0.31 8,036 56,641 +1,658
Mar16 141111 17.57 17.98 17.53 17.82 +0.26 3,277 26,012 +134
May16 141111 17.61 18.01 17.61 17.87 +0.24 653 6,945 +94
Jul16 141111 17.64 17.94 17.64 17.86 +0.21 80 7,989 +2
Oct16 141111 18.09 18.09 18.04 18.04 +0.18 6 7,677 +2
Total Volume and Open Interest 105,893 805,540 +1,516
London Cocoa(LCE)
Dec14 141111 1929 1943 1929 1941 +12 3,030 53,833 +11
Mar15 141111 1908 1921 1908 1919 +16 6,546 85,934 +732
May15 141111 1899 1909 1898 1907 +14 1,805 36,919 +176
Jul15 141111 1887 1898 1887 1897 +14 701 16,608 -39
Sep15 141111 1876 1889 1876 1887 +14 1,195 24,319 +507
Dec15 141111 1865 1875 1865 1875 +13 590 12,601 +107
Mar16 141111 1864 1864 1853 1861 +9 228 12,164 +9
Total Volume and Open Interest 14,107 242,965 +1,511
London Sugar(LCE)
Mar15 141111 413.70 427.20 413.00 425.20 +11.50 4,604 37,592 +448
May15 141111 423.00 435.70 422.50 434.00 +10.90 991 10,851 +110
Aug15 141111 435.90 446.50 434.00 444.90 +10.00 420 6,359 +164
Oct15 141111 443.70 452.40 442.50 452.30 +9.20 223 2,819 -32
Dec15 141111 456.50 461.30 456.50 461.30 +8.60 8 1,163 +0
Total Volume and Open Interest 10,964 71,358 -1,264
Cotton(ICE)
Dec14 141111 62.30 64.50 62.30 63.30 +0.87 20,322 65,223 -9,869
Mar15 141111 61.30 62.50 61.03 61.53 +0.21 16,483 86,690 +3,874
May15 141111 62.23 63.38 62.05 62.57 +0.21 2,580 16,439 +660
Jul15 141111 63.44 64.25 63.19 63.45 +0.22 740 7,738 +4
Oct15 141111 64.77 64.77 64.77 64.77 +0.21 0 5 +0
Dec15 141111 65.89 66.51 65.70 65.93 +0.12 217 9,517 +172
Total Volume and Open Interest 40,342 185,782 -5,159
Lumber(CME)
Nov14 141111 326.9 329.7 326.0 328.5 -0.5 96 241 -73
Jan15 141111 322.3 324.2 321.3 322.6 -0.8 209 3,665 +57
Mar15 141111 324.2 326.2 324.0 325.0 -0.5 30 391 +7
May15 141111 328.0 330.0 328.0 328.0 -1.0 2 28 +1
Total Volume and Open Interest 337 4,328 -8
Crude Oil(NYM)
Dec14 141111 77.18 78.04 76.42 77.94 +0.54 306,077 260,217 -14,844
Jan15 141111 77.21 77.95 76.41 77.87 +0.49 101,713 232,371 +10,781
Feb15 141111 77.19 77.90 76.38 77.83 +0.47 37,454 75,122 +1,873
Mar15 141111 77.24 77.90 76.46 77.86 +0.42 44,459 130,365 +932
Apr15 141111 77.03 77.96 76.72 77.95 +0.37 18,866 45,649 -144
May15 141111 77.65 78.08 76.88 78.05 +0.30 10,170 36,103 +86
Jun15 141111 77.66 78.20 77.04 78.16 +0.24 38,317 130,073 +150
Jul15 141111 77.78 78.21 77.01 78.21 +0.19 3,625 34,588 -88
Aug15 141111 78.27 78.33 78.10 78.28 +0.16 2,135 25,979 -304
Sep15 141111 78.01 78.49 77.45 78.39 +0.14 7,281 53,515 -43
Oct15 141111 78.57 78.57 77.70 78.48 +0.13 1,683 25,640 -230
Nov15 141111 78.64 78.69 77.74 78.60 +0.14 1,217 24,182 +143
Dec15 141111 78.38 78.90 77.69 78.72 +0.16 31,165 151,516 -3,101
Jan16 141111 77.99 78.74 77.99 78.74 +0.19 370 29,329 -24
Feb16 141111 77.75 78.77 77.75 78.77 +0.21 253 11,337 +6
Mar16 141111 78.76 78.80 78.76 78.80 +0.22 532 18,416 +102
Total Volume and Open Interest 623,985 1,500,971 -5,656
e-miNY Crude Oil(NYM)
Nov14 141020 83.100 83.450 81.600 82.700 -0.050 13,244 2,057 -23
Dec14 141111 77.275 78.050 76.450 77.950 +0.550 8,296 4,278 +43
Jan15 141111 77.200 77.925 76.450 77.875 +0.500 518 3,309 +160
Feb15 141111 77.050 77.825 76.700 77.825 +0.475 20 254 -2
Mar15 141111 77.600 77.850 76.625 77.850 +0.400 18 164 +9
Apr15 141111 77.700 77.950 77.325 77.950 +0.375 5 4 +1
May15 141111 77.875 78.050 77.500 78.050 +0.300 0 29 +0
Jun15 141111 77.800 78.150 77.800 78.150 +0.225 0 54 +0
Jul15 141111 78.200 78.200 78.200 78.200 +0.175 0 10 +0
Aug15 141111 78.275 78.275 78.275 78.275 +0.150 0 2 +0
Total Volume and Open Interest 8,860 8,230 +213
NY Harbor ULSD(NYM)
Dec14 141111 245.90 247.30 243.24 246.87 -0.06 79,005 105,605 -5,968
Jan15 141111 244.73 246.00 242.10 245.59 -0.14 46,815 83,298 +7,165
Feb15 141111 244.16 244.80 241.00 244.40 -0.21 20,263 48,396 +1,487
Mar15 141111 242.36 243.65 239.91 243.23 -0.25 17,006 47,000 +688
Apr15 141111 241.22 242.22 238.79 242.06 -0.30 8,031 31,285 +292
May15 141111 241.04 242.03 238.65 241.78 -0.36 4,208 11,368 +106
Jun15 141111 242.49 242.54 239.28 242.30 -0.42 11,785 28,189 +250
Jul15 141111 242.33 243.78 240.50 243.41 -0.42 1,276 6,781 -228
Aug15 141111 243.45 244.73 242.00 244.42 -0.43 417 4,505 -1
Sep15 141111 244.63 245.44 243.11 245.44 -0.44 971 6,123 +650
Oct15 141111 246.99 247.01 244.00 246.46 -0.44 359 3,997 +55
Nov15 141111 246.71 247.36 244.90 247.36 -0.39 182 3,189 +24
Dec15 141111 247.67 248.24 245.50 248.02 -0.33 2,621 21,376 +233
Jan16 141111 248.01 248.62 247.00 248.62 -0.28 212 2,176 +14
Total Volume and Open Interest 193,457 410,722 +4,781
RBOB Gasoline(NYM)
Dec14 141111 209.81 211.27 207.50 210.36 +0.25 73,922 92,575 -13,896
Jan15 141111 208.39 209.11 205.89 208.52 -0.33 49,445 79,009 +7,671
Feb15 141111 208.50 209.67 206.70 209.35 -0.32 16,095 22,271 +2,080
Mar15 141111 211.34 211.65 208.64 211.37 -0.37 11,869 33,231 -188
Apr15 141111 230.41 231.52 228.53 231.29 -0.31 7,504 26,139 +1,343
May15 141111 231.37 231.97 229.24 231.89 -0.38 3,587 17,108 +519
Jun15 141111 230.60 231.58 228.59 231.06 -0.48 3,764 18,318 -748
Jul15 141111 228.00 229.92 227.75 229.74 -0.54 1,170 6,747 +76
Aug15 141111 228.24 228.24 226.15 228.10 -0.50 751 3,137 +16
Sep15 141111 225.53 225.96 224.81 225.89 -0.45 841 6,747 +100
Total Volume and Open Interest 170,816 326,785 -3,015
e-miNY RBOB Gasoline(NYM)
Dec14 141111 210.10 210.40 209.30 210.40 +0.30 0 2 +0
Jan15 141111 208.50 208.52 208.50 208.50 -0.40      
Feb15 141111 209.40 209.40 209.35 209.40 -0.30      
Mar15 141111 211.40 211.40 211.37 211.40 -0.30      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Dec14 141111 4.266 4.311 4.121 4.247 -0.008 219,407 148,167 -11,461
Jan15 141111 4.357 4.404 4.221 4.344 -0.007 101,558 209,364 +4,617
Feb15 141111 4.340 4.362 4.183 4.305 unch 34,024 70,724 +1,435
Mar15 141111 4.222 4.250 4.086 4.194 -0.009 65,363 108,325 +2,795
Apr15 141111 3.766 3.799 3.711 3.788 +0.027 55,903 91,772 +718
May15 141111 3.677 3.744 3.671 3.733 +0.025 24,440 54,859 +2,721
Jun15 141111 3.738 3.753 3.688 3.748 +0.025 4,344 27,850 +161
Jul15 141111 3.720 3.780 3.714 3.773 +0.025 3,074 22,916 +389
Aug15 141111 3.730 3.782 3.726 3.782 +0.023 1,290 24,767 +101
Sep15 141111 3.725 3.775 3.720 3.773 +0.018 4,090 18,762 -1,783
Oct15 141111 3.769 3.809 3.745 3.801 +0.019 12,346 45,455 +1,067
Nov15 141111 3.831 3.883 3.831 3.877 +0.018 2,066 21,960 -138
Dec15 141111 4.000 4.050 4.000 4.047 +0.022 1,686 20,484 +88
Jan16 141111 4.122 4.161 4.120 4.158 +0.025 1,808 17,495 -189
Feb16 141111 4.100 4.127 4.100 4.127 +0.025 92 4,228 +30
Mar16 141111 4.036 4.055 4.032 4.054 +0.024 261 9,112 +47
Total Volume and Open Interest 532,277 954,461 +479
Brent Crude Oil(ICE)
Dec14 141111 82.13 82.38 80.46 81.67 -0.67 195,440 166,592 -13,855
Jan15 141111 82.68 83.01 81.27 82.39 -0.56 147,143 334,608 +2,719
Feb15 141111 83.11 83.65 81.97 83.05 -0.52 59,617 149,597 +8,420
Mar15 141111 83.82 84.26 82.64 83.70 -0.47 36,973 105,636 +3,094
Apr15 141111 84.35 84.80 83.23 84.28 -0.42 22,332 53,300 -2,268
May15 141111 84.80 85.27 83.76 84.81 -0.35 19,988 54,896 +792
Jun15 141111 85.25 85.69 84.25 85.29 -0.27 40,596 118,268 +1,428
Jul15 141111 85.68 86.04 84.76 85.74 -0.22 6,166 35,025 -354
Aug15 141111 86.22 86.43 85.18 86.15 -0.17 3,696 30,878 +356
Sep15 141111 86.30 86.69 86.30 86.47 -0.13 5,220 37,783 +406
Oct15 141111 86.59 86.76 86.59 86.76 -0.10 1,851 24,646 +77
Nov15 141111 87.04 87.23 86.70 87.04 -0.07 780 22,760 +19
Dec15 141111 87.07 87.53 86.35 87.29 -0.04 32,383 120,705 +1,682
Jan16 141111 87.53 87.53 87.53 87.53 -0.03 898 18,590 +12
Total Volume and Open Interest 586,377 1,484,169 +3,068
Gas Oil(ICE)
Nov14 141111 732.75 732.75 722.25 725.00 -17.50 40,326 24,842 -11,152
Dec14 141111 730.25 732.00 720.50 723.50 -17.25 124,715 139,570 -16,026
Jan15 141111 728.50 729.25 717.75 721.00 -16.25 67,765 77,694 -369
Feb15 141111 742.75 743.25 732.50 735.75 -15.25 19,805 40,688 +4,709
Mar15 141111 742.75 744.00 733.00 736.25 -14.75 16,987 24,949 +30
Apr15 141111 744.00 745.75 735.00 738.00 -14.50 11,959 16,369 +2,538
May15 141111 745.50 748.00 737.50 740.50 -14.00 6,619 10,710 +383
Jun15 141111 748.00 750.25 740.00 743.00 -13.50 12,725 28,378 +902
Jul15 141111 749.00 753.25 743.50 746.25 -13.00 2,788 7,971 +620
Aug15 141111 750.50 756.25 748.00 749.50 -12.50 1,773 5,275 +305
Total Volume and Open Interest 316,320 429,215 -17,261
Ethanol(CBOT)
Dec14 141111 1.960 1.960 1.894 1.903 -0.018 561 1,921 -89
Jan15 141111 1.801 1.804 1.783 1.788 -0.011 197 1,490 +23
Feb15 141111 1.770 1.770 1.730 1.735 -0.007 131 460 -17
Mar15 141111 1.723 1.724 1.721 1.723 -0.005 149 832 +9
Apr15 141111 1.701 1.701 1.701 1.701 -0.005 7 435 -1
May15 141111 1.691 1.691 1.691 1.691 -0.005 4 371 +0
Jun15 141111 1.689 1.689 1.689 1.689 -0.013 7 249 -2
Jul15 141111 1.678 1.678 1.678 1.678 -0.013 0 131 +0
Total Volume and Open Interest 1,060 5,984 -81
WTI Crude Oil(ICE)
Dec14 141111 77.39 78.05 76.44 77.94 +0.54 42,235 92,413 -3,463
Jan15 141111 77.15 77.95 76.41 77.87 +0.49 23,195 61,826 -141
Feb15 141111 76.91 77.87 76.40 77.83 +0.47 13,406 27,791 +533
Mar15 141111 77.20 77.86 76.61 77.86 +0.42 5,876 37,294 -368
Apr15 141111 77.17 77.95 77.13 77.95 +0.37 2,378 10,194 +82
May15 141111 77.81 78.05 77.00 78.05 +0.30 2,411 6,319 -78
Jun15 141111 77.62 78.16 77.17 78.16 +0.24 8,627 52,775 +955
Jul15 141111 78.21 78.21 78.21 78.21 +0.19 251 4,421 +8
Aug15 141111 78.28 78.28 78.28 78.28 +0.16 221 2,233 -28
Sep15 141111 78.39 78.39 78.39 78.39 +0.14 2,487 14,939 +1,654
Oct15 141111 78.48 78.48 78.48 78.48 +0.13 213 2,317 +48
Nov15 141111 78.60 78.60 78.60 78.60 +0.14 74 5,976 +14
Dec15 141111 77.88 78.84 77.81 78.72 +0.16 4,547 79,182 -206
Jan16 141111 78.74 78.74 78.74 78.74 +0.19 2 6,709 +0
Feb16 141111 78.77 78.77 78.77 78.77 +0.21 0 707 +0
Mar16 141111 78.80 78.80 78.80 78.80 +0.22 0 2,066 +0
Total Volume and Open Interest 108,276 474,893 -490
US Dollar Index(ICE)
Dec14 141111 87.830 88.155 87.430 87.720 -0.190 65,234 90,822 -3,276
Mar15 141111 88.015 88.345 87.635 87.912 -0.188 1,220 4,326 +206
Jun15 141111 88.355 88.430 88.100 88.103 -0.188 50 318 +37
Total Volume and Open Interest 66,511 95,612 -3,027
Australian Dollar(CME)
Dec14 141111 85.99 86.98 85.70 86.51 +0.58 138,731 129,745 -375
Mar15 141111 85.51 86.33 85.13 85.93 +0.57 522 915 +48
Jun15 141111 85.18 85.36 85.18 85.36 +0.56 1 50 +1
Total Volume and Open Interest 139,254 130,751 -326
British Pound(CME)
Dec14 141111 158.39 159.42 158.31 158.82 +0.35 105,203 153,922 +5,150
Mar15 141111 158.24 159.11 158.24 158.69 +0.35 201 2,147 -71
Jun15 141111 158.54 158.54 158.54 158.54 +0.35 0 112 +0
Total Volume and Open Interest 105,404 156,225 +5,079
Canadian Dollar(CME)
Dec14 141111 87.82 88.28 87.64 88.12 +0.32 87,664 98,114 -1,768
Mar15 141111 87.67 88.03 87.45 87.92 +0.32 1,125 10,484 +520
Jun15 141111 87.67 87.72 87.67 87.72 +0.32 42 1,192 +15
Sep15 141111 87.54 87.54 87.54 87.54 +0.33 30 1,134 +10
Total Volume and Open Interest 88,861 111,459 -1,223
Japanese Yen(CME)
Dec14 141111 87.10 87.25 86.13 86.43 -0.61 278,633 208,044 -4,094
Mar15 141111 87.22 87.34 86.27 86.53 -0.61 970 3,858 +25
Jun15 141111 86.71 86.71 86.44 86.63 -0.61 4 73 +0
Total Volume and Open Interest 279,614 212,009 -4,071
Swiss Franc(CME)
Dec14 141111 103.30 103.94 103.12 103.63 +0.31 59,306 61,384 +771
Mar15 141111 103.44 104.00 103.33 103.77 +0.32 214 498 +104
Jun15 141111 103.92 103.92 103.92 103.92 +0.32 0 22 +0
Total Volume and Open Interest 59,520 61,929 +875
EuroFX(CME)
Dec14 141111 124.25 125.04 123.97 124.67 +0.42 327,381 461,080 +663
Mar15 141111 124.39 125.10 124.06 124.75 +0.42 2,788 8,294 +90
Jun15 141111 124.48 125.15 124.15 124.85 +0.42 85 947 +27
Total Volume and Open Interest 330,262 470,417 +779
Mexican Peso(CME)
Nov14 141111 735.75 735.75 735.75 735.75 +1.00      
Dec14 141111 732.75 735.00 731.62 734.50 +0.88 39,547 123,139 -4,383
Total Volume and Open Interest 39,958 160,053 -4,321
Brazilian Real(CME)
Dec14 141111 388.00 390.30 386.45 386.45 -3.50 2,690 9,734 +378
Jan15 141111 383.10 383.10 383.10 383.10 -3.50 2 29,897 -1
Feb15 141111 379.85 379.85 379.85 379.85 -3.50 0 20,192 +0
Mar15 141111 377.15 377.15 377.15 377.15 -3.50 0 12 +0
Total Volume and Open Interest 2,692 72,052 +377
30-Year T-Bonds(CBOT)
Dec14 141111 140~280 141~020 140~170 140~230 -0~080 433,999 823,115 +13,188
Mar15 141111 139~180 139~180 139~070 139~090 -0~080 1,614 6,168 +763
Jun15 141111 149~260 149~260 149~260 149~260 -0~080 12 262 +4
Total Volume and Open Interest 435,625 829,545 +13,955
10-Year T-Notes(CBOT)
Dec14 141111 126~085 126~110 126~020 126~035 -0~050 1,605,186 2,774,368 +23,731
Mar15 141111 125~195 125~195 125~115 125~120 -0~055 9,683 30,784 +2,699
Jun15 141111 125~120 125~120 125~120 125~120 -0~055      
Total Volume and Open Interest 1,614,869 2,805,152 +26,430
5-Year T-Notes(CBOT)
Dec14 141111 119~106 119~120 119~066 119~080 -0~024 881,929 1,956,589 +20,274
Mar15 141111 118~176 118~182 118~154 118~154 -0~026 6,512 23,400 +3,513
Jun15 141111 118~082 118~082 118~082 118~082 -0~026      
Total Volume and Open Interest 888,441 1,979,989 +23,787
2 Year T-Notes(CBOT)
Dec14 141111 109~226 109~232 109~216 109~220 -0~006 276,130 1,343,503 +16,607
Mar15 141111 109~110 109~110 109~094 109~094 -0~012 5,515 12,063 +4,388
Jun15 141111 109~034 109~034 109~034 109~034 -0~012      
Total Volume and Open Interest 281,645 1,355,566 +20,995
Eurodollars(CME)
Dec14 141111 99.760 99.765 99.760 99.760 -0.005 115,728 826,348 -11,237
Mar15 141111 99.730 99.735 99.730 99.730 -0.005 248,060 1,380,183 +6,500
Jun15 141111 99.595 99.605 99.590 99.590 -0.010 342,422 1,187,674 -14,553
Sep15 141111 99.385 99.395 99.375 99.375 -0.010 338,607 955,396 -6,193
Dec15 141111 99.135 99.145 99.115 99.120 -0.010 532,260 1,315,814 -9,731
Mar16 141111 98.885 98.895 98.865 98.870 -0.010 327,405 911,111 +2,378
Jun16 141111 98.635 98.645 98.610 98.620 -0.010 322,494 772,028 -2,658
Sep16 141111 98.385 98.395 98.360 98.370 -0.010 256,292 678,123 -4,666
Dec16 141111 98.145 98.155 98.115 98.125 -0.015 465,399 892,287 -19,322
Mar17 141111 97.940 97.950 97.910 97.920 -0.015 220,274 522,132 +12,728
Jun17 141111 97.750 97.760 97.720 97.735 -0.010 135,682 440,859 +4,340
Sep17 141111 97.595 97.600 97.565 97.580 -0.010 120,575 362,457 +6,536
Dec17 141111 97.450 97.460 97.425 97.435 -0.015 142,048 373,068 -3,259
Mar18 141111 97.340 97.350 97.315 97.325 -0.015 66,082 255,916 +195
Jun18 141111 97.245 97.255 97.215 97.230 -0.010 54,323 175,985 -2,079
Sep18 141111 97.160 97.170 97.130 97.140 -0.015 43,435 114,967 +374
Dec18 141111 97.080 97.090 97.050 97.065 -0.010 37,967 207,126 +2,721
Mar19 141111 97.020 97.025 96.995 97.000 -0.015 24,094 113,564 +966
Total Volume and Open Interest      
Ultra T-Bond(CBOT)
Dec14 141111 156~05 156~15 155~22 156~00 -0~08 82,116 508,869 -4,340
Mar15 141111 155~19 155~19 155~19 155~19 -0~08 57 132 +55
Jun15 141111 155~19 155~19 155~19 155~19 -0~08      
Total Volume and Open Interest 82,173 509,001 -4,285
30 Day Federal Funds(CBOT)
Nov14 141111 99.908 99.908 99.908 99.908 unch 0 41,291 +0
Dec14 141111 99.895 99.895 99.895 99.895 unch 270 48,180 +9
Jan15 141111 99.900 99.905 99.900 99.905 unch 744 50,043 +258
Feb15 141111 99.900 99.905 99.900 99.900 unch 1,969 64,225 +130
Mar15 141111 99.890 99.895 99.890 99.890 unch 4,174 65,370 +1,021
Apr15 141111 99.875 99.880 99.875 99.875 unch 10,114 70,376 +5,961
Total Volume and Open Interest 62,380 686,988 +12,352
3-Mth Euro-Yen(CME)
Dec14 141111 99.805 99.805 99.805 99.805 unch      
Mar15 141111 99.805 99.805 99.805 99.805 unch      
Jun15 141111 99.790 99.790 99.790 99.790 unch      
Sep15 141111 99.810 99.810 99.810 99.810 unch      
Dec15 141111 99.830 99.830 99.830 99.830 unch      
Mar16 141111 99.690 99.690 99.690 99.690 unch      
Jun16 141111 99.550 99.550 99.550 99.550 unch      
Sep16 141111 99.410 99.410 99.410 99.410 unch      
Dec16 141111 99.750 99.750 99.750 99.750 unch      
Mar17 141111 99.610 99.610 99.610 99.610 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec14 141111 99.81 99.81 99.81 99.81 unch 0 30 +0
Mar15 141111 99.81 99.81 99.81 99.81 unch      
Jun15 141111 99.81 99.81 99.81 99.81 unch 0 1 +0
Sep15 141111 99.79 99.79 99.79 99.79 unch 0 1 +0
Dec15 141111 99.83 99.83 99.83 99.83 unch 0 33 +0
Mar16 141111 99.69 99.69 99.69 99.69 unch      
Jun16 141111 99.55 99.55 99.55 99.55 unch      
Sep16 141111 99.41 99.41 99.41 99.41 unch      
Total Volume and Open Interest 0 69 +0
Japanese Gov't Bonds(SGX)
Dec14 141111 146.59 146.59 146.12 146.13 -0.49 2,469 21,704 +107
Mar15 141111 145.69 145.69 145.69 145.69 -0.49 0 10 +0
Jun15 141111 145.12 145.12 145.12 145.12 -0.49      
Total Volume and Open Interest 2,469 21,714 +107
Euro-Bund(EUREX)
Dec14 141111 151.11 151.35 150.97 151.26 -0.04 649,111 1,230,325 +8,355
Mar15 141111 151.85 152.06 151.72 152.01 -0.05 6,041 47,957 +2,684
Jun15 141111 150.16 150.16 150.16 150.16 -0.04 0 5 +0
Total Volume and Open Interest 655,152 1,278,287 +11,039
Euro-Bobl(EUREX)
Dec14 141111 128.09 128.16 128.06 128.13 +0.01 292,947 920,278 -4,378
Mar15 141111 129.38 129.42 129.38 129.42 unch 7,300 11,151 +6,358
Jun15 141111 128.13 128.13 128.13 128.13 +0.01      
Total Volume and Open Interest 300,247 931,429 +1,980
3-Mth Euribor(EUREX)
Dec14 141111 99.910 99.910 99.910 99.910 -0.005 780 4,034 -780
Mar15 141111 99.915 99.915 99.915 99.915 unch 782 3,629 -782
Jun15 141111 99.925 99.925 99.925 99.925 unch 0 2,075 +0
Total Volume and Open Interest 1,589 49,710 -1,563
Long Gilt(LIFFE)
Dec14 141111 115~19 115~19 115~04 115~10 -0~13 158,128 409,524 +8,179
Mar15 141111 114~28 114~28 114~16 114~16 -0~12      
Total Volume and Open Interest 158,128 409,524 +8,179
3-Mth Short Sterling(LIFFE)
Dec14 141111 99.42 99.43 99.42 99.42 unch 19,433 415,914 -3,835
Mar15 141111 99.33 99.35 99.33 99.34 unch 33,500 416,705 +6,713
Jun15 141111 99.22 99.23 99.20 99.21 -0.02 37,439 513,607 +2,447
Sep15 141111 99.07 99.08 99.05 99.06 -0.02 26,507 330,306 +5,781
Dec15 141111 98.89 98.90 98.87 98.88 -0.02 46,881 360,474 +1,413
Mar16 141111 98.71 98.73 98.69 98.71 -0.02 34,397 210,365 -3,835
Total Volume and Open Interest 317,138 3,274,273 +15,152
3-Mth Euribor(LIFFE)
Dec14 141111 99.910 99.915 99.905 99.910 unch 15,233 468,859 -1,406
Mar15 141111 99.915 99.920 99.910 99.915 unch 19,858 399,631 +2,588
Jun15 141111 99.920 99.925 99.920 99.920 unch 29,839 340,545 -341
Total Volume and Open Interest 258,065 3,333,382 +23,548
3-Mth Aus T-Bills(SFE)
Dec14 141111 97.25 97.26 97.24 97.25 -0.01 11,264 137,282 +863
Mar15 141111 97.26 97.28 97.24 97.26 -0.01 23,784 226,073 +3,466
Jun15 141111 97.29 97.31 97.26 97.28 -0.02 19,342 210,281 -5,340
Sep15 141111 97.30 97.31 97.26 97.27 -0.03 13,010 160,734 +1,163
Dec15 141111 97.25 97.28 97.22 97.23 -0.04 10,629 95,636 -1,137
Mar16 141111 97.21 97.22 97.17 97.18 -0.03 4,763 58,263 +421
Jun16 141111 97.15 97.17 97.11 97.12 -0.03 2,526 30,590 +0
Sep16 141111 97.09 97.11 97.06 97.06 -0.04 1,315 20,632 +297
Dec16 141111 97.04 97.06 97.00 97.00 -0.05 626 3,837 +412
Mar17 141111 96.94 96.94 96.94 96.94 -0.05 250 3,125 +150
Total Volume and Open Interest 87,509 949,101 +295
10-Year Aus T-Bonds(SFE)
Dec14 141111 96.70 96.73 96.65 96.66 -0.04 93,848 660,563 -3,559
Mar15 141111 96.66 96.66 96.66 96.66 -0.04      
Total Volume and Open Interest 93,848 660,563 -3,559
3-Year Aus T-Bonds(SFE)
Dec14 141111 97.44 97.47 97.40 97.41 -0.03 138,185 683,161 +15,020
Mar15 141111 97.41 97.41 97.41 97.41 -0.03      
Total Volume and Open Interest 138,185 683,161 +15,020
Gold(CMX)
Dec14 141111 1151.5 1172.5 1145.5 1163.0 +3.2 298,006 259,840 +2,457
Feb15 141111 1152.7 1173.2 1147.0 1164.0 +3.3 20,664 77,082 +9,442
Apr15 141111 1155.5 1173.0 1147.0 1164.5 +3.3 4,444 29,721 +968
Jun15 141111 1153.7 1172.7 1148.5 1165.1 +3.4 3,328 20,118 +337
Aug15 141111 1158.4 1170.7 1156.4 1165.6 +3.4 372 6,421 +27
Oct15 141111 1152.6 1166.4 1152.6 1166.4 +3.4 25 2,627 +9
Dec15 141111 1158.3 1176.3 1152.0 1167.3 +3.4 940 15,436 -6
Feb16 141111 1158.9 1168.3 1158.9 1168.3 +3.4 0 2,405 +0
Apr16 141111 1169.5 1169.5 1169.5 1169.5 +3.4 2 258 +2
Jun16 141111 1170.9 1170.9 1170.9 1170.9 +3.4 0 4,297 +0
Aug16 141111 1172.7 1172.7 1172.7 1172.7 +3.5      
Total Volume and Open Interest 328,098 434,295 +13,340
Silver(CMX)
Dec14 141111 1559.5 1588.0 1544.5 1567.8 +0.7 74,108 100,965 -4,648
Mar15 141111 1567.0 1592.5 1550.5 1573.1 +0.7 11,722 31,958 +4,795
May15 141111 1568.0 1595.5 1558.5 1575.3 +0.7 963 7,482 +29
Jul15 141111 1579.0 1590.5 1577.4 1577.4 +0.7 549 5,607 +215
Sep15 141111 1567.0 1579.4 1567.0 1579.4 +0.7 17 2,118 -4
Dec15 141111 1571.0 1582.5 1569.0 1582.1 +0.7 77 11,573 +33
Mar16 141111 1585.1 1585.1 1585.1 1585.1 +0.7 0 397 +0
Total Volume and Open Interest 87,730 169,091 +425
Platinum(NYMEX)
Jan15 141111 1197.5 1212.0 1191.2 1206.7 -0.2 10,922 56,067 -321
Apr15 141111 1205.0 1213.0 1192.3 1208.0 -0.2 153 3,781 +3
Jul15 141111 1210.0 1210.0 1210.0 1210.0 -0.2 1 14 +0
Oct15 141111 1212.7 1212.7 1212.7 1212.7 -0.2 0 4 +0
Total Volume and Open Interest 11,082 59,877 -319
Palladium(NYMEX)
Dec14 141111 761.95 774.75 755.00 772.70 +6.45 5,671 28,294 -901
Mar15 141111 765.50 774.55 756.75 773.85 +6.55 749 6,028 +572
Jun15 141111 773.85 773.85 773.85 773.85 +6.55 2 31 +0
Total Volume and Open Interest 6,422 34,354 -329
Copper(CMX)
Dec14 141111 301.45 304.45 299.05 303.30 +1.30 49,564 87,177 -3,490
Mar15 141111 300.95 304.05 298.75 303.00 +1.45 14,880 60,704 +3,881
May15 141111 301.50 302.75 298.75 302.75 +1.40 1,474 9,231 +198
Jul15 141111 301.40 302.65 298.55 302.55 +1.35 498 2,933 +134
Sep15 141111 298.65 302.45 298.65 302.45 +1.35 278 1,266 +125
Total Volume and Open Interest 67,109 167,426 +779
DJIA Index(CBOT)
Dec14 141111 17546 17592 17540 17568 +15 256 10,917 -174
Mar15 141111 17493 17493 17478 17493 +15 0 2 +0
Jun15 141111 17407 17407 17392 17407 +15      
Sep15 141111 17317 17317 17302 17317 +15      
Total Volume and Open Interest 256 10,919 -174
E-mini DJIA Index(CBOT)
Dec14 141111 17546 17604 17531 17568 +15 115,197 132,685 -279
Mar15 141111 17479 17508 17463 17493 +15 33 452 +16
Jun15 141111 17392 17407 17392 17407 +15 0 21 +0
Sep15 141111 17317 17317 17317 17317 +15      
Total Volume and Open Interest 115,230 133,158 -263
S & P 500(CME)
Dec14 141111 2032.20 2038.70 2031.50 2036.50 +2.40 7,165 135,544 -4,758
Mar15 141111 2028.90 2029.50 2024.40 2028.90 +2.50 92 7,703 +101
Jun15 141111 2021.30 2021.30 2016.70 2021.30 +2.60 560 2,029 +0
Sep15 141111 2014.40 2014.40 2009.80 2014.40 +2.60 0 80 +0
Total Volume and Open Interest 7,817 145,371 -4,657
S & P 500 E-Mini(Globex)
Dec14 141111 2033.75 2039.00 2031.00 2036.50 +2.50 1,282,437 2,851,049 -12,184
Mar15 141111 2025.25 2031.00 2023.75 2029.00 +2.50 5,244 44,077 +3,569
Total Volume and Open Interest 1,287,793 2,898,483 -8,618
NASDAQ 100(CME)
Dec14 141111 4171.30 4188.00 4162.00 4183.30 +13.00 611 9,260 -954
Mar15 141111 4176.50 4176.50 4176.50 4176.50 +13.20      
Jun15 141111 4164.50 4164.50 4164.50 4164.50 +13.20      
Total Volume and Open Interest 611 9,260 -954
NASDAQ 100 E-Mini(Globex)
Dec14 141111 4170.50 4186.30 4162.00 4183.30 +13.00 229,702 342,860 -4,625
Mar15 141111 4162.30 4178.80 4155.30 4176.50 +13.20 328 686 -36
Total Volume and Open Interest 230,030 343,616 -4,661
S & P Midcap 400(CME)
Dec14 141111 1432.80 1432.80 1432.80 1432.80 +1.30 173 4,617 -173
Mar15 141111 1429.50 1429.50 1429.50 1429.50 +1.30      
Jun15 141111 1427.50 1427.50 1427.50 1427.50 +1.30      
Total Volume and Open Interest 173 4,617 -173
Volatility Index(CBOE)
Nov14 141111 14.00 14.40 13.80 14.10 +0.10 49,590 128,783 -2,166
Dec14 141111 14.95 15.27 14.75 14.85 -0.10 49,995 106,112 +8,432
Jan15 141111 15.85 16.07 15.65 15.70 -0.15 15,422 43,821 +1,148
Feb15 141111 16.50 16.74 16.35 16.40 -0.15 11,660 32,695 -41
Total Volume and Open Interest 143,718 377,702 +9,738
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec14 141111 16960 17395 16900 17260 +300 20,728 65,296 -422
Mar15 141111 16955 17440 16955 17305 +300 80 2,142 +8
Total Volume and Open Interest 20,808 67,438 -414
Nikkei 225(SGX)
Dec14 141111 16795 17175 16700 17115 +340 115,492 316,137 -2,975
Mar15 141111 16885 17150 16885 17095 +340 16 2,984 +2
Jun15 141111 17005 17005 17005 17005 +340 0 2,601 +0
Total Volume and Open Interest 115,756 343,620 -2,963
CAC 40(EURONEXT)
Nov14 141111 4227.0 4253.5 4219.0 4244.5 +23.0 117,655 255,161 -25
Dec14 141111 4225.0 4241.5 4215.0 4233.5 +23.0 320 12,764 -247
Jan15 141111 4234.5 4234.5 4234.5 4234.5 +23.0      
Total Volume and Open Interest 117,981 268,018 -272
Hang Seng Index(HKFE)
Nov14 141111 23745 23937 23726 23763 +22 80,974 106,703 +4,825
Dec14 141111 23783 23951 23757 23782 +24 2,112 8,948 +21
Total Volume and Open Interest 83,159 117,728 +4,846
DAX(EUREX)
Dec14 141111 9360.0 9400.0 9322.0 9365.5 +24.0 132,606 125,959 -2,041
Mar15 141111 9372.0 9399.5 9335.0 9373.0 +23.5 335 9,821 +199
Jun15 141111 9392.0 9412.0 9354.0 9390.0 +24.0 38 1,057 +24
Total Volume and Open Interest 132,979 136,837 -1,818
FT-SE 100(EURONEXT)
Dec14 141111 6599.50 6621.00 6592.00 6609.00 +13.50 106,089 557,418 +252
Mar15 141111 6543.50 6554.00 6541.00 6554.00 +13.50 1,027 19,055 +2,986
Jun15 141111 6499.50 6500.00 6499.50 6500.00 +13.50 10 80 +10
Total Volume and Open Interest 107,126 576,553 +3,248
SPI 200(SFE)
Dec14 141111 5539.0 5560.0 5522.0 5531.0 -9.0 40,094 228,865 +2,754
Mar15 141111 5509.0 5509.0 5491.0 5491.0 -11.0 52 3,254 -3
Jun15 141111 5489.0 5489.0 5489.0 5489.0 -11.0 102 2,602 +47
Total Volume and Open Interest 40,593 237,371 +2,925
FTSE MIB(ISE)
Dec14 141111 19255.00 19535.00 19120.00 19233.00 +18.00 34,662 40,577 -1,208
Mar15 141111 19295.00 19500.00 19195.00 19253.00 +18.00 40 457 +13
Jun15 141111 18898.00 18898.00 18898.00 18898.00 +18.00      
Total Volume and Open Interest 34,702 41,034 -1,195
KOSPI 200(KFE)
Dec14 141111 250.60 250.70 250.50 250.50 -0.30 132,353 133,897 -1,689
Mar15 141111 249.40 249.40 249.35 249.35 -0.15 375 3,685 +52
Jun15 141111 250.60 250.60 250.60 250.60 -0.30 0 1,295 +0
Total Volume and Open Interest 132,728 139,332 -1,630
GSCI(CME)
Nov14 141111 529.30 529.90 524.40 529.30 +1.30 1,335 7,800 -1,282
Dec14 141111 530.50 531.00 526.25 530.50 +0.60 1,326 2,023 +1,276
Jan15 141111 531.00 532.50 527.75 532.00 +0.60      
Total Volume and Open Interest 2,661 9,823 -6
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