|
 |
| MRCI's End of Day Prices |
|
| Daily Futures Price Listing Thu November 27, 2014 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan15 |
141126 |
1049.25 |
1054.75 |
1038.50 |
1047.00 |
-4.00 |
81,614 |
281,725 |
-6,937 |
| Mar15 |
141126 |
1054.50 |
1059.75 |
1044.50 |
1052.75 |
-3.50 |
38,194 |
135,327 |
+1,758 |
| May15 |
141126 |
1058.50 |
1065.00 |
1050.00 |
1058.75 |
-2.50 |
10,008 |
73,460 |
+724 |
| Jul15 |
141126 |
1064.00 |
1069.00 |
1054.50 |
1063.00 |
-2.25 |
11,772 |
75,232 |
+113 |
| Aug15 |
141126 |
1061.50 |
1064.25 |
1056.00 |
1062.00 |
-2.00 |
177 |
4,427 |
+0 |
| Sep15 |
141126 |
1042.00 |
1042.00 |
1032.00 |
1038.00 |
-2.25 |
23 |
1,042 |
+4 |
| Nov15 |
141126 |
1021.00 |
1027.00 |
1015.00 |
1021.50 |
-2.25 |
3,388 |
89,818 |
+224 |
| Jan16 |
141126 |
1030.00 |
1030.00 |
1023.50 |
1027.00 |
-1.75 |
32 |
1,458 |
+0 |
| Mar16 |
141126 |
1032.75 |
1034.50 |
1029.50 |
1032.25 |
-2.25 |
44 |
740 |
+13 |
| May16 |
141126 |
1035.00 |
1037.00 |
1035.00 |
1035.00 |
-2.00 |
25 |
344 |
-9 |
| Jul16 |
141126 |
1032.25 |
1041.50 |
1032.25 |
1039.75 |
-1.75 |
18 |
290 |
+3 |
| Aug16 |
141126 |
1040.25 |
1041.75 |
1040.25 |
1040.25 |
-1.50 |
0 |
28 |
+0 |
| Sep16 |
141126 |
1028.00 |
1029.50 |
1028.00 |
1028.00 |
-1.50 |
0 |
14 |
+0 |
| Nov16 |
141126 |
1020.50 |
1025.00 |
1014.50 |
1018.75 |
-3.50 |
10 |
2,028 |
-2 |
| Total Volume and Open Interest |
145,305 |
666,136 |
-4,109 |
| Soybean Meal(CBOT) |
| Dec14 |
141126 |
390.60 |
402.70 |
389.60 |
401.60 |
+11.00 |
26,553 |
30,978 |
-9,623 |
| Jan15 |
141126 |
374.80 |
378.50 |
371.00 |
376.70 |
+1.90 |
33,380 |
130,055 |
+1,217 |
| Mar15 |
141126 |
358.40 |
360.30 |
353.80 |
358.10 |
-0.30 |
23,036 |
98,752 |
+2,914 |
| May15 |
141126 |
348.90 |
351.80 |
345.80 |
349.30 |
-0.60 |
7,437 |
43,581 |
+629 |
| Jul15 |
141126 |
348.20 |
350.40 |
344.80 |
348.10 |
-0.30 |
3,552 |
35,946 |
-230 |
| Aug15 |
141126 |
345.70 |
347.50 |
344.00 |
347.00 |
-0.30 |
427 |
6,859 |
+36 |
| Sep15 |
141126 |
343.50 |
345.00 |
341.90 |
345.00 |
unch |
211 |
5,248 |
+37 |
| Oct15 |
141126 |
336.00 |
338.50 |
335.70 |
338.50 |
unch |
180 |
4,962 |
+63 |
| Dec15 |
141126 |
335.60 |
337.00 |
333.30 |
335.80 |
-0.10 |
822 |
19,178 |
+206 |
| Jan16 |
141126 |
336.20 |
336.30 |
336.20 |
336.20 |
-0.10 |
25 |
1,135 |
+1 |
| Total Volume and Open Interest |
95,638 |
377,665 |
-4,750 |
| Soybean Oil(CBOT) |
| Dec14 |
141126 |
33.42 |
33.67 |
33.24 |
33.48 |
+0.06 |
40,250 |
25,149 |
-12,503 |
| Jan15 |
141126 |
33.61 |
33.82 |
33.38 |
33.61 |
+0.02 |
63,701 |
151,005 |
+7,460 |
| Mar15 |
141126 |
33.84 |
33.97 |
33.57 |
33.77 |
-0.02 |
22,274 |
83,648 |
+3,565 |
| May15 |
141126 |
34.01 |
34.11 |
33.73 |
33.94 |
-0.02 |
8,983 |
38,108 |
+1,674 |
| Jul15 |
141126 |
34.12 |
34.26 |
33.87 |
34.09 |
unch |
4,782 |
39,088 |
-241 |
| Aug15 |
141126 |
33.94 |
34.18 |
33.90 |
34.08 |
+0.01 |
121 |
6,078 |
-30 |
| Sep15 |
141126 |
33.87 |
34.11 |
33.83 |
34.00 |
+0.03 |
74 |
4,543 |
+10 |
| Oct15 |
141126 |
33.55 |
33.79 |
33.55 |
33.67 |
+0.01 |
30 |
4,626 |
+14 |
| Dec15 |
141126 |
33.44 |
33.78 |
33.41 |
33.57 |
-0.01 |
878 |
24,746 |
+159 |
| Jan16 |
141126 |
33.70 |
33.71 |
33.70 |
33.70 |
-0.01 |
12 |
1,464 |
-1 |
| Total Volume and Open Interest |
141,105 |
381,084 |
+107 |
| Canola(WCE) |
| Jan15 |
141127 |
430.4 |
431.5 |
426.7 |
427.1 |
-2.8 |
8,701 |
67,822 |
-1,344 |
| Mar15 |
141127 |
431.9 |
432.3 |
428.0 |
428.3 |
-2.5 |
3,971 |
48,565 |
+1,394 |
| May15 |
141127 |
435.0 |
435.0 |
429.6 |
430.3 |
-2.2 |
1,002 |
11,775 |
+208 |
| Jul15 |
141127 |
433.3 |
433.3 |
430.0 |
431.2 |
-2.1 |
373 |
10,953 |
+82 |
| Nov15 |
141127 |
430.0 |
430.0 |
425.3 |
427.9 |
-2.4 |
93 |
5,864 |
+66 |
| Total Volume and Open Interest |
14,140 |
145,465 |
+406 |
| Corn(CBOT) |
| Dec14 |
141126 |
374.00 |
379.25 |
373.75 |
378.25 |
+4.00 |
159,589 |
147,663 |
-43,591 |
| Mar15 |
141126 |
387.00 |
392.00 |
386.50 |
391.50 |
+4.25 |
153,370 |
614,819 |
+9,326 |
| May15 |
141126 |
395.75 |
400.75 |
395.00 |
400.25 |
+4.50 |
27,274 |
142,430 |
+5,191 |
| Jul15 |
141126 |
403.00 |
407.50 |
402.50 |
407.00 |
+4.00 |
16,401 |
131,407 |
+2,250 |
| Sep15 |
141126 |
409.50 |
413.00 |
408.75 |
412.50 |
+3.75 |
2,279 |
27,516 |
-291 |
| Dec15 |
141126 |
416.75 |
421.50 |
416.50 |
420.50 |
+3.25 |
7,014 |
148,018 |
+438 |
| Mar16 |
141126 |
426.50 |
429.00 |
425.75 |
428.75 |
+3.00 |
855 |
22,255 |
+179 |
| May16 |
141126 |
432.25 |
435.00 |
432.25 |
435.00 |
+2.75 |
371 |
1,652 |
+193 |
| Jul16 |
141126 |
438.25 |
440.00 |
437.00 |
439.75 |
+2.75 |
359 |
2,509 |
+160 |
| Sep16 |
141126 |
432.25 |
432.25 |
428.50 |
432.25 |
+3.75 |
0 |
732 |
+0 |
| Total Volume and Open Interest |
367,632 |
1,246,080 |
-26,121 |
| Wheat(CBOT) |
| Dec14 |
141126 |
551.25 |
563.00 |
550.75 |
562.00 |
+10.50 |
26,197 |
25,552 |
-12,068 |
| Mar15 |
141126 |
558.50 |
565.50 |
553.50 |
562.75 |
+5.00 |
58,768 |
215,641 |
+8,118 |
| May15 |
141126 |
564.75 |
571.75 |
562.00 |
569.25 |
+4.50 |
9,115 |
48,218 |
+1,209 |
| Jul15 |
141126 |
569.75 |
577.00 |
567.00 |
574.50 |
+4.50 |
6,242 |
51,138 |
+481 |
| Sep15 |
141126 |
581.50 |
583.50 |
575.50 |
581.75 |
+4.00 |
861 |
11,402 |
+299 |
| Dec15 |
141126 |
591.00 |
595.50 |
586.00 |
592.75 |
+3.25 |
277 |
19,448 |
+23 |
| Total Volume and Open Interest |
101,548 |
373,565 |
-1,897 |
| Wheat(KCBT) |
| Dec14 |
141126 |
617.50 |
626.50 |
616.50 |
621.00 |
+3.75 |
8,502 |
9,929 |
-5,399 |
| Mar15 |
141126 |
619.00 |
627.75 |
618.00 |
623.25 |
+4.25 |
12,446 |
86,493 |
+2,379 |
| May15 |
141126 |
619.75 |
628.00 |
619.00 |
624.25 |
+3.75 |
1,162 |
16,364 |
+320 |
| Jul15 |
141126 |
617.50 |
625.50 |
615.75 |
621.00 |
+3.50 |
1,948 |
24,655 |
+149 |
| Sep15 |
141126 |
630.00 |
632.00 |
627.00 |
630.75 |
+3.00 |
191 |
3,899 |
+38 |
| Dec15 |
141126 |
645.00 |
650.00 |
643.00 |
646.00 |
+3.00 |
122 |
3,261 |
+31 |
| Total Volume and Open Interest |
24,379 |
144,923 |
-2,485 |
| Wheat(MGE) |
| Dec14 |
141126 |
588.75 |
599.75 |
588.75 |
598.50 |
+7.75 |
7,121 |
6,850 |
-931 |
| Mar15 |
141126 |
599.00 |
607.75 |
596.00 |
602.75 |
+2.00 |
5,723 |
38,535 |
+2,199 |
| May15 |
141126 |
609.00 |
615.75 |
607.50 |
610.75 |
+1.25 |
212 |
7,645 |
+24 |
| Jul15 |
141126 |
620.50 |
624.00 |
615.25 |
618.75 |
+1.00 |
124 |
5,630 |
+43 |
| Sep15 |
141126 |
626.00 |
631.75 |
624.75 |
627.00 |
+1.00 |
10 |
3,832 |
+1 |
| Total Volume and Open Interest |
13,203 |
66,049 |
+1,336 |
| Oats(CBOT) |
| Dec14 |
141126 |
299.00 |
301.50 |
291.50 |
295.00 |
-4.00 |
1,154 |
1,294 |
-1,265 |
| Mar15 |
141126 |
310.00 |
311.25 |
306.50 |
308.50 |
-0.50 |
1,206 |
7,186 |
+416 |
| May15 |
141126 |
313.00 |
313.25 |
311.50 |
313.25 |
+1.75 |
72 |
809 |
+82 |
| Jul15 |
141126 |
316.00 |
317.00 |
312.25 |
314.75 |
+2.50 |
21 |
274 |
+6 |
| Total Volume and Open Interest |
2,473 |
9,674 |
-745 |
| Rough Rice(CBOT) |
| Jan15 |
141126 |
12.35 |
12.46 |
12.27 |
12.28 |
-0.09 |
313 |
6,794 |
-56 |
| Mar15 |
141126 |
12.63 |
12.72 |
12.53 |
12.55 |
-0.10 |
98 |
2,826 |
+27 |
| May15 |
141126 |
12.84 |
12.88 |
12.78 |
12.78 |
-0.10 |
2 |
33 |
+0 |
| Jul15 |
141126 |
13.05 |
13.08 |
12.98 |
12.98 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
413 |
9,653 |
-29 |
| Live Cattle(CME) |
| Dec14 |
141126 |
169.935 |
170.685 |
168.880 |
169.250 |
-0.900 |
17,116 |
56,868 |
-5,508 |
| Feb15 |
141126 |
170.700 |
171.285 |
169.285 |
169.685 |
-1.350 |
24,998 |
138,725 |
-840 |
| Apr15 |
141126 |
168.985 |
169.485 |
167.800 |
168.300 |
-0.800 |
8,518 |
69,986 |
-262 |
| Jun15 |
141126 |
160.850 |
161.130 |
159.950 |
160.600 |
-0.475 |
4,669 |
38,666 |
+1,033 |
| Aug15 |
141126 |
157.685 |
158.150 |
156.685 |
157.050 |
-0.650 |
1,485 |
8,956 |
+170 |
| Oct15 |
141126 |
158.550 |
159.235 |
157.785 |
158.200 |
-0.550 |
723 |
6,171 |
-13 |
| Total Volume and Open Interest |
57,923 |
323,950 |
-5,255 |
| Feeder Cattle(CME) |
| Jan15 |
141126 |
231.580 |
232.900 |
230.050 |
230.500 |
-0.880 |
3,879 |
20,235 |
+70 |
| Mar15 |
141126 |
229.750 |
231.630 |
228.950 |
229.350 |
-0.585 |
1,394 |
8,326 |
-85 |
| Apr15 |
141126 |
230.735 |
232.100 |
229.550 |
229.950 |
-0.300 |
438 |
4,082 |
+34 |
| May15 |
141126 |
230.380 |
232.000 |
229.550 |
229.950 |
-0.430 |
460 |
5,764 |
+86 |
| Aug15 |
141126 |
230.800 |
232.830 |
230.200 |
230.535 |
-0.565 |
164 |
3,819 |
+9 |
| Sep15 |
141126 |
231.700 |
231.900 |
230.000 |
230.500 |
-0.500 |
31 |
313 |
+5 |
| Oct15 |
141126 |
231.000 |
232.200 |
229.735 |
230.500 |
-0.500 |
54 |
135 |
+16 |
| Total Volume and Open Interest |
6,420 |
42,674 |
+135 |
| Lean Hogs(CME) |
| Dec14 |
141126 |
90.550 |
91.100 |
90.250 |
90.950 |
unch |
8,214 |
33,261 |
-1,548 |
| Feb15 |
141126 |
89.635 |
89.980 |
89.230 |
89.550 |
-0.280 |
13,322 |
97,951 |
+1,089 |
| Apr15 |
141126 |
91.300 |
92.300 |
91.300 |
91.885 |
+0.235 |
5,357 |
51,726 |
+1,560 |
| May15 |
141126 |
94.950 |
95.000 |
94.550 |
94.700 |
unch |
61 |
1,212 |
+28 |
| Jun15 |
141126 |
98.035 |
98.600 |
97.580 |
98.000 |
-0.300 |
4,772 |
29,608 |
+1,633 |
| Jul15 |
141126 |
96.830 |
97.300 |
96.250 |
96.650 |
-0.400 |
1,057 |
11,048 |
+390 |
| Aug15 |
141126 |
94.100 |
94.550 |
93.850 |
94.200 |
+0.100 |
729 |
5,607 |
+263 |
| Oct15 |
141126 |
80.785 |
81.400 |
80.535 |
81.400 |
unch |
124 |
2,381 |
+45 |
| Total Volume and Open Interest |
33,958 |
235,031 |
+3,717 |
| Class III Milk(CME) |
| Nov14 |
141126 |
21.89 |
21.93 |
21.85 |
21.93 |
+0.04 |
36 |
4,428 |
-24 |
| Dec14 |
141126 |
18.39 |
18.51 |
18.00 |
18.00 |
-0.38 |
327 |
5,056 |
+63 |
| Jan15 |
141126 |
17.18 |
17.27 |
16.78 |
16.80 |
-0.47 |
159 |
4,313 |
+41 |
| Feb15 |
141126 |
16.66 |
16.75 |
16.45 |
16.49 |
-0.23 |
168 |
4,265 |
+49 |
| Mar15 |
141126 |
16.60 |
16.66 |
16.50 |
16.51 |
-0.15 |
97 |
3,736 |
+50 |
| Apr15 |
141126 |
16.60 |
16.61 |
16.50 |
16.52 |
-0.14 |
45 |
3,025 |
+0 |
| May15 |
141126 |
16.68 |
16.70 |
16.58 |
16.59 |
-0.15 |
72 |
2,937 |
+39 |
| Jun15 |
141126 |
16.79 |
16.79 |
16.70 |
16.74 |
-0.09 |
57 |
2,776 |
+23 |
| Jul15 |
141126 |
16.80 |
16.85 |
16.80 |
16.83 |
-0.03 |
25 |
2,058 |
+12 |
| Aug15 |
141126 |
17.05 |
17.14 |
17.05 |
17.10 |
-0.01 |
7 |
2,015 |
+1 |
| Sep15 |
141126 |
17.33 |
17.33 |
17.28 |
17.28 |
-0.04 |
3 |
1,880 |
+3 |
| Oct15 |
141126 |
17.22 |
17.26 |
17.18 |
17.18 |
-0.04 |
8 |
1,543 |
+6 |
| Nov15 |
141126 |
17.20 |
17.22 |
17.16 |
17.20 |
unch |
7 |
1,349 |
+1 |
| Total Volume and Open Interest |
1,024 |
41,007 |
+264 |
| Cocoa(ICE) |
| Dec14 |
141126 |
2908 |
2908 |
2908 |
2908 |
+45 |
0 |
103 |
+0 |
| Mar15 |
141126 |
2827 |
2884 |
2821 |
2871 |
+47 |
12,864 |
90,715 |
+825 |
| May15 |
141126 |
2825 |
2881 |
2820 |
2869 |
+45 |
2,982 |
44,704 |
-100 |
| Jul15 |
141126 |
2823 |
2877 |
2818 |
2866 |
+45 |
578 |
15,861 |
+4 |
| Sep15 |
141126 |
2821 |
2874 |
2815 |
2864 |
+45 |
682 |
10,558 |
+214 |
| Dec15 |
141126 |
2806 |
2860 |
2806 |
2849 |
+43 |
340 |
8,482 |
+234 |
| Mar16 |
141126 |
2808 |
2850 |
2808 |
2839 |
+41 |
179 |
4,846 |
+98 |
| Total Volume and Open Interest |
17,663 |
176,545 |
+1,309 |
| Coffee "C"(ICE) |
| Dec14 |
141126 |
195.05 |
195.05 |
191.25 |
193.50 |
-0.75 |
83 |
466 |
-64 |
| Mar15 |
141126 |
195.10 |
196.00 |
191.70 |
194.25 |
-0.80 |
13,966 |
90,201 |
-125 |
| May15 |
141126 |
197.30 |
198.05 |
194.65 |
196.60 |
-0.75 |
1,585 |
23,234 |
+309 |
| Jul15 |
141126 |
199.80 |
200.10 |
196.40 |
198.90 |
-0.75 |
1,034 |
13,182 |
+101 |
| Sep15 |
141126 |
199.50 |
200.70 |
198.80 |
200.70 |
-0.75 |
186 |
7,559 |
+27 |
| Dec15 |
141126 |
201.50 |
202.50 |
200.50 |
202.50 |
-0.65 |
333 |
6,927 |
+122 |
| Total Volume and Open Interest |
17,352 |
149,109 |
+462 |
| Orange Juice(ICE) |
| Jan15 |
141126 |
147.95 |
149.20 |
146.25 |
148.95 |
+1.00 |
2,758 |
9,157 |
-425 |
| Mar15 |
141126 |
149.15 |
150.00 |
147.70 |
149.85 |
+0.40 |
222 |
2,691 |
+41 |
| May15 |
141126 |
150.35 |
150.70 |
150.35 |
150.65 |
+0.30 |
40 |
846 |
+15 |
| Jul15 |
141126 |
152.00 |
152.05 |
152.00 |
152.05 |
+0.15 |
6 |
244 |
+1 |
| Sep15 |
141126 |
153.85 |
153.85 |
153.85 |
153.85 |
+0.15 |
0 |
65 |
+0 |
| Nov15 |
141126 |
155.80 |
155.80 |
155.80 |
155.80 |
+0.15 |
0 |
28 |
+0 |
| Total Volume and Open Interest |
3,026 |
13,043 |
-368 |
| Sugar #11(ICE) |
| Mar15 |
141126 |
16.00 |
16.13 |
15.96 |
16.12 |
+0.12 |
31,960 |
455,459 |
-630 |
| May15 |
141126 |
16.41 |
16.48 |
16.33 |
16.47 |
+0.11 |
10,601 |
142,924 |
+2,773 |
| Jul15 |
141126 |
16.61 |
16.64 |
16.51 |
16.63 |
+0.09 |
5,945 |
97,148 |
+1,453 |
| Oct15 |
141126 |
16.99 |
16.99 |
16.85 |
16.93 |
+0.05 |
2,331 |
62,190 |
-52 |
| Mar16 |
141126 |
17.61 |
17.69 |
17.53 |
17.60 |
-0.01 |
309 |
28,885 |
-104 |
| May16 |
141126 |
17.69 |
17.70 |
17.58 |
17.65 |
-0.03 |
117 |
7,574 |
-14 |
| Jul16 |
141126 |
17.66 |
17.67 |
17.56 |
17.63 |
-0.03 |
116 |
8,659 |
-22 |
| Oct16 |
141126 |
17.80 |
17.81 |
17.70 |
17.77 |
-0.04 |
25 |
8,249 |
+14 |
| Total Volume and Open Interest |
51,410 |
818,610 |
+3,421 |
| London Cocoa(LCE) |
| Dec14 |
141127 |
1930 |
1945 |
1924 |
1944 |
+15 |
6,376 |
42,833 |
-654 |
| Mar15 |
141127 |
1898 |
1909 |
1889 |
1908 |
+12 |
8,700 |
91,379 |
-1,104 |
| May15 |
141127 |
1893 |
1901 |
1885 |
1900 |
+9 |
2,448 |
35,882 |
-86 |
| Jul15 |
141127 |
1888 |
1894 |
1880 |
1892 |
+6 |
967 |
17,477 |
+27 |
| Sep15 |
141127 |
1882 |
1890 |
1876 |
1886 |
+6 |
999 |
28,361 |
+74 |
| Dec15 |
141127 |
1868 |
1878 |
1867 |
1872 |
+4 |
376 |
13,583 |
-150 |
| Mar16 |
141127 |
1859 |
1860 |
1855 |
1857 |
+2 |
205 |
13,090 |
-10 |
| Total Volume and Open Interest |
20,087 |
243,247 |
-1,892 |
| London Sugar(LCE) |
| Mar15 |
141127 |
417.40 |
420.50 |
414.20 |
414.50 |
-4.20 |
2,089 |
40,944 |
+201 |
| May15 |
141127 |
429.60 |
430.90 |
424.70 |
425.00 |
-4.20 |
766 |
14,233 |
+8 |
| Aug15 |
141127 |
440.80 |
440.80 |
435.90 |
436.10 |
-4.20 |
212 |
8,841 |
+49 |
| Oct15 |
141127 |
445.30 |
445.30 |
444.20 |
444.40 |
-2.70 |
40 |
2,933 |
+21 |
| Dec15 |
141127 |
454.50 |
454.50 |
453.30 |
453.30 |
-1.40 |
46 |
1,197 |
+2 |
| Total Volume and Open Interest |
3,153 |
70,729 |
+281 |
| Cotton(ICE) |
| Dec14 |
141126 |
59.69 |
62.00 |
59.69 |
61.41 |
+1.75 |
106 |
528 |
-94 |
| Mar15 |
141126 |
59.21 |
60.55 |
59.11 |
60.03 |
+0.72 |
13,498 |
127,156 |
+589 |
| May15 |
141126 |
60.07 |
61.21 |
59.94 |
60.83 |
+0.64 |
2,405 |
24,885 |
+132 |
| Jul15 |
141126 |
61.02 |
62.03 |
60.89 |
61.74 |
+0.61 |
790 |
9,686 |
+214 |
| Oct15 |
141126 |
63.26 |
63.26 |
63.26 |
63.26 |
+0.61 |
0 |
5 |
+0 |
| Dec15 |
141126 |
63.50 |
64.36 |
63.50 |
64.23 |
+0.60 |
439 |
10,492 |
-22 |
| Total Volume and Open Interest |
17,238 |
172,947 |
+819 |
| Lumber(CME) |
| Jan15 |
141126 |
328.6 |
331.0 |
327.0 |
328.8 |
-1.2 |
251 |
4,001 |
-12 |
| Mar15 |
141126 |
328.8 |
330.0 |
326.0 |
328.0 |
-1.5 |
82 |
911 |
+39 |
| May15 |
141126 |
330.0 |
332.5 |
330.0 |
330.0 |
-2.0 |
3 |
48 |
+2 |
| Jul15 |
141126 |
338.5 |
340.0 |
337.0 |
338.5 |
-0.5 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
336 |
4,966 |
+29 |
| Crude Oil(NYM) |
| Jan15 |
141126 |
73.87 |
74.48 |
73.30 |
73.69 |
-0.40 |
194,751 |
333,880 |
-3,865 |
| Feb15 |
141126 |
73.94 |
74.56 |
73.40 |
73.76 |
-0.41 |
35,379 |
95,626 |
+1,015 |
| Mar15 |
141126 |
74.07 |
74.53 |
73.47 |
73.82 |
-0.43 |
26,745 |
124,032 |
+305 |
| Apr15 |
141126 |
74.08 |
74.54 |
73.60 |
73.90 |
-0.47 |
10,772 |
42,633 |
-1,073 |
| May15 |
141126 |
74.25 |
74.80 |
73.75 |
73.98 |
-0.52 |
9,570 |
39,536 |
-330 |
| Jun15 |
141126 |
74.34 |
74.90 |
73.85 |
74.06 |
-0.54 |
27,189 |
137,873 |
-3,395 |
| Jul15 |
141126 |
74.32 |
74.90 |
73.90 |
74.10 |
-0.52 |
5,570 |
36,238 |
-892 |
| Aug15 |
141126 |
74.52 |
74.69 |
73.94 |
74.13 |
-0.49 |
2,888 |
29,230 |
+743 |
| Sep15 |
141126 |
74.30 |
74.94 |
73.98 |
74.21 |
-0.46 |
4,596 |
54,251 |
+113 |
| Oct15 |
141126 |
74.26 |
74.78 |
74.13 |
74.30 |
-0.42 |
973 |
28,043 |
-57 |
| Nov15 |
141126 |
74.38 |
74.74 |
74.38 |
74.43 |
-0.39 |
1,022 |
23,856 |
-67 |
| Dec15 |
141126 |
74.55 |
75.34 |
74.33 |
74.59 |
-0.36 |
18,137 |
155,018 |
-150 |
| Jan16 |
141126 |
74.60 |
74.92 |
74.60 |
74.67 |
-0.34 |
529 |
31,537 |
+132 |
| Feb16 |
141126 |
74.78 |
74.78 |
74.78 |
74.78 |
-0.32 |
221 |
12,080 |
+47 |
| Mar16 |
141126 |
74.91 |
74.91 |
74.91 |
74.91 |
-0.30 |
537 |
18,435 |
-111 |
| Apr16 |
141126 |
75.06 |
75.06 |
75.06 |
75.06 |
-0.28 |
15 |
7,314 |
+13 |
| Total Volume and Open Interest |
349,280 |
1,379,820 |
-7,847 |
| e-miNY Crude Oil(NYM) |
| Nov14 |
141020 |
83.100 |
83.450 |
81.600 |
82.700 |
-0.050 |
4,873 |
1,606 |
-451 |
| Dec14 |
141119 |
74.225 |
75.375 |
73.925 |
74.575 |
-0.025 |
6,996 |
4,201 |
-573 |
| Jan15 |
141126 |
73.850 |
74.450 |
73.300 |
73.700 |
-0.400 |
6,662 |
4,809 |
-7 |
| Feb15 |
141126 |
74.000 |
74.425 |
73.400 |
73.750 |
-0.425 |
325 |
602 |
+133 |
| Mar15 |
141126 |
74.325 |
74.350 |
73.675 |
73.825 |
-0.425 |
79 |
351 |
+61 |
| Apr15 |
141126 |
74.200 |
74.200 |
73.900 |
73.900 |
-0.475 |
4 |
9 |
+0 |
| May15 |
141126 |
73.975 |
73.975 |
73.975 |
73.975 |
-0.525 |
4 |
30 |
-1 |
| Jun15 |
141126 |
74.050 |
74.050 |
74.050 |
74.050 |
-0.550 |
2 |
65 |
+0 |
| Jul15 |
141126 |
74.100 |
74.100 |
74.100 |
74.100 |
-0.525 |
0 |
14 |
+0 |
| Aug15 |
141126 |
74.125 |
74.125 |
74.125 |
74.125 |
-0.500 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
7,080 |
6,018 |
+188 |
| NY Harbor ULSD(NYM) |
| Dec14 |
141126 |
241.30 |
242.78 |
238.00 |
239.65 |
+0.17 |
31,430 |
14,993 |
-13,176 |
| Jan15 |
141126 |
234.86 |
236.52 |
232.51 |
232.91 |
-1.86 |
50,352 |
115,580 |
+1,432 |
| Feb15 |
141126 |
233.20 |
234.89 |
230.95 |
231.28 |
-2.12 |
14,647 |
52,838 |
+717 |
| Mar15 |
141126 |
232.06 |
233.30 |
229.70 |
229.95 |
-2.26 |
9,868 |
45,168 |
-286 |
| Apr15 |
141126 |
231.00 |
231.86 |
228.55 |
228.73 |
-2.39 |
5,686 |
37,508 |
+341 |
| May15 |
141126 |
230.66 |
232.00 |
228.33 |
228.55 |
-2.45 |
4,100 |
13,925 |
+525 |
| Jun15 |
141126 |
231.22 |
232.50 |
228.95 |
229.16 |
-2.38 |
5,837 |
34,733 |
-101 |
| Jul15 |
141126 |
232.87 |
233.24 |
230.28 |
230.33 |
-2.36 |
2,853 |
8,182 |
+790 |
| Aug15 |
141126 |
233.40 |
234.37 |
231.40 |
231.41 |
-2.36 |
1,161 |
5,121 |
+81 |
| Sep15 |
141126 |
234.37 |
235.40 |
232.52 |
232.55 |
-2.39 |
1,140 |
7,323 |
+87 |
| Oct15 |
141126 |
236.73 |
236.77 |
233.84 |
233.86 |
-2.41 |
797 |
4,181 |
+10 |
| Nov15 |
141126 |
236.65 |
238.03 |
235.00 |
235.13 |
-2.46 |
810 |
3,734 |
+131 |
| Dec15 |
141126 |
238.44 |
239.29 |
236.00 |
236.21 |
-2.50 |
1,457 |
22,868 |
+373 |
| Jan16 |
141126 |
237.90 |
237.90 |
237.01 |
237.01 |
-2.53 |
65 |
3,527 |
+20 |
| Total Volume and Open Interest |
130,282 |
378,199 |
-9,022 |
| RBOB Gasoline(NYM) |
| Dec14 |
141126 |
202.45 |
204.96 |
201.70 |
203.51 |
+0.33 |
34,547 |
20,065 |
-6,799 |
| Jan15 |
141126 |
200.36 |
202.88 |
199.43 |
201.19 |
-0.04 |
40,551 |
131,967 |
-1,604 |
| Feb15 |
141126 |
201.50 |
202.81 |
199.80 |
201.51 |
-0.11 |
12,136 |
30,728 |
+99 |
| Mar15 |
141126 |
203.05 |
204.56 |
201.50 |
203.15 |
-0.17 |
8,539 |
34,338 |
+946 |
| Apr15 |
141126 |
222.30 |
223.59 |
220.75 |
222.21 |
-0.37 |
5,424 |
30,482 |
+1,267 |
| May15 |
141126 |
222.89 |
223.76 |
221.41 |
222.80 |
-0.51 |
3,278 |
18,679 |
+321 |
| Jun15 |
141126 |
222.12 |
223.43 |
220.34 |
221.68 |
-0.66 |
2,505 |
18,446 |
+376 |
| Jul15 |
141126 |
220.34 |
220.94 |
219.05 |
219.82 |
-0.82 |
867 |
7,328 |
+160 |
| Aug15 |
141126 |
216.77 |
218.44 |
216.77 |
217.47 |
-0.91 |
640 |
3,922 |
+26 |
| Sep15 |
141126 |
214.49 |
216.19 |
214.36 |
214.78 |
-0.92 |
1,043 |
7,668 |
+133 |
| Total Volume and Open Interest |
112,367 |
329,401 |
-4,321 |
| e-miNY RBOB Gasoline(NYM) |
| Dec14 |
141126 |
203.50 |
203.51 |
203.50 |
203.50 |
+0.30 |
0 |
1 |
+0 |
| Jan15 |
141126 |
201.20 |
201.20 |
201.19 |
201.20 |
unch |
|
|
|
| Feb15 |
141126 |
201.50 |
201.51 |
201.50 |
201.50 |
-0.10 |
|
|
|
| Mar15 |
141126 |
203.20 |
203.20 |
203.15 |
203.20 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
0 |
1 |
+0 |
| Natural Gas(NYM) |
| Jan15 |
141126 |
4.438 |
4.529 |
4.330 |
4.355 |
-0.048 |
175,046 |
265,785 |
+6,301 |
| Feb15 |
141126 |
4.419 |
4.494 |
4.311 |
4.334 |
-0.043 |
28,435 |
84,127 |
-82 |
| Mar15 |
141126 |
4.330 |
4.412 |
4.240 |
4.264 |
-0.034 |
38,345 |
124,620 |
+4,168 |
| Apr15 |
141126 |
3.798 |
3.820 |
3.740 |
3.752 |
-0.040 |
30,800 |
106,394 |
+477 |
| May15 |
141126 |
3.735 |
3.775 |
3.691 |
3.700 |
-0.035 |
10,844 |
67,730 |
+1,017 |
| Jun15 |
141126 |
3.737 |
3.773 |
3.710 |
3.718 |
-0.036 |
3,097 |
29,911 |
+88 |
| Jul15 |
141126 |
3.761 |
3.806 |
3.733 |
3.742 |
-0.035 |
3,164 |
26,071 |
+212 |
| Aug15 |
141126 |
3.766 |
3.800 |
3.739 |
3.745 |
-0.034 |
2,568 |
27,336 |
+149 |
| Sep15 |
141126 |
3.742 |
3.764 |
3.714 |
3.724 |
-0.034 |
1,345 |
17,746 |
+228 |
| Oct15 |
141126 |
3.775 |
3.802 |
3.740 |
3.750 |
-0.034 |
6,411 |
46,779 |
+634 |
| Nov15 |
141126 |
3.850 |
3.873 |
3.820 |
3.829 |
-0.030 |
966 |
24,462 |
+236 |
| Dec15 |
141126 |
4.025 |
4.040 |
3.997 |
4.009 |
-0.024 |
1,202 |
23,756 |
+425 |
| Jan16 |
141126 |
4.162 |
4.179 |
4.139 |
4.150 |
-0.022 |
2,443 |
19,585 |
+933 |
| Feb16 |
141126 |
4.120 |
4.128 |
4.119 |
4.119 |
-0.020 |
276 |
5,309 |
+52 |
| Mar16 |
141126 |
4.054 |
4.064 |
4.040 |
4.045 |
-0.019 |
1,037 |
10,883 |
+495 |
| Apr16 |
141126 |
3.775 |
3.795 |
3.774 |
3.783 |
-0.016 |
591 |
10,312 |
+502 |
| Total Volume and Open Interest |
384,781 |
952,323 |
+1,739 |
| Brent Crude Oil(ICE) |
| Jan15 |
141127 |
77.40 |
77.46 |
71.25 |
72.58 |
-5.17 |
256,827 |
289,373 |
+4,963 |
| Feb15 |
141127 |
77.77 |
77.89 |
71.71 |
72.99 |
-5.19 |
124,186 |
228,550 |
+8,972 |
| Mar15 |
141127 |
78.33 |
78.40 |
72.28 |
73.50 |
-5.20 |
60,562 |
150,618 |
+9,219 |
| Apr15 |
141127 |
78.83 |
78.90 |
72.84 |
74.03 |
-5.18 |
24,353 |
57,082 |
+792 |
| May15 |
141127 |
79.39 |
79.39 |
73.39 |
74.55 |
-5.12 |
15,810 |
61,661 |
-450 |
| Jun15 |
141127 |
79.81 |
79.81 |
73.91 |
75.04 |
-5.04 |
47,710 |
122,702 |
-1,802 |
| Jul15 |
141127 |
80.08 |
80.13 |
74.58 |
75.52 |
-4.95 |
7,854 |
36,640 |
+727 |
| Aug15 |
141127 |
80.37 |
80.45 |
75.02 |
75.93 |
-4.87 |
6,141 |
35,498 |
+527 |
| Sep15 |
141127 |
80.63 |
80.69 |
75.24 |
76.27 |
-4.80 |
12,088 |
41,960 |
+1,513 |
| Oct15 |
141127 |
76.63 |
76.63 |
76.63 |
76.63 |
-4.72 |
3,731 |
25,317 |
+468 |
| Nov15 |
141127 |
76.99 |
76.99 |
76.99 |
76.99 |
-4.66 |
2,536 |
22,864 |
+112 |
| Dec15 |
141127 |
81.45 |
81.55 |
76.44 |
77.32 |
-4.59 |
51,644 |
127,898 |
+2,061 |
| Jan16 |
141127 |
77.68 |
77.68 |
77.68 |
77.68 |
-4.52 |
2,664 |
22,841 |
+1,174 |
| Feb16 |
141127 |
78.06 |
78.06 |
78.06 |
78.06 |
-4.45 |
850 |
12,198 |
+271 |
| Total Volume and Open Interest |
647,040 |
1,450,114 |
+30,116 |
| Gas Oil(ICE) |
| Dec14 |
141127 |
687.00 |
687.00 |
640.75 |
643.25 |
-51.50 |
43,210 |
90,610 |
-1,107 |
| Jan15 |
141127 |
683.00 |
683.25 |
638.00 |
640.50 |
-51.25 |
66,632 |
127,548 |
+481 |
| Feb15 |
141127 |
693.75 |
694.50 |
650.00 |
652.25 |
-51.00 |
18,691 |
60,991 |
+1,342 |
| Mar15 |
141127 |
693.50 |
693.50 |
652.75 |
654.75 |
-50.75 |
6,562 |
28,921 |
+395 |
| Apr15 |
141127 |
696.00 |
696.00 |
655.75 |
657.50 |
-50.25 |
4,535 |
18,323 |
+269 |
| May15 |
141127 |
699.00 |
699.00 |
658.00 |
660.25 |
-50.00 |
3,692 |
15,705 |
+403 |
| Jun15 |
141127 |
702.00 |
702.00 |
661.25 |
663.25 |
-49.50 |
8,399 |
37,967 |
+1,509 |
| Jul15 |
141127 |
703.50 |
703.75 |
666.25 |
667.00 |
-49.25 |
1,762 |
10,684 |
+481 |
| Aug15 |
141127 |
707.00 |
707.50 |
670.25 |
671.00 |
-48.50 |
1,410 |
7,175 |
+183 |
| Sep15 |
141127 |
712.25 |
712.25 |
673.00 |
674.50 |
-48.00 |
1,296 |
8,985 |
-57 |
| Total Volume and Open Interest |
163,611 |
460,490 |
+4,478 |
| Ethanol(CBOT) |
| Dec14 |
141126 |
2.090 |
2.122 |
2.037 |
2.100 |
+0.042 |
210 |
292 |
-111 |
| Jan15 |
141126 |
1.815 |
1.842 |
1.745 |
1.804 |
+0.015 |
169 |
1,950 |
+62 |
| Feb15 |
141126 |
1.690 |
1.737 |
1.680 |
1.723 |
+0.010 |
39 |
788 |
-10 |
| Mar15 |
141126 |
1.673 |
1.710 |
1.670 |
1.702 |
+0.010 |
34 |
817 |
-1 |
| Apr15 |
141126 |
1.680 |
1.691 |
1.680 |
1.691 |
+0.010 |
3 |
572 |
+1 |
| May15 |
141126 |
1.679 |
1.679 |
1.679 |
1.679 |
+0.010 |
0 |
385 |
+0 |
| Jun15 |
141126 |
1.649 |
1.673 |
1.649 |
1.673 |
+0.010 |
0 |
260 |
+0 |
| Jul15 |
141126 |
1.631 |
1.662 |
1.630 |
1.662 |
+0.010 |
0 |
166 |
+0 |
| Total Volume and Open Interest |
455 |
5,316 |
-59 |
| WTI Crude Oil(ICE) |
| Jan15 |
141127 |
73.15 |
73.22 |
67.73 |
69.02 |
-4.67 |
39,483 |
63,248 |
-4,024 |
| Feb15 |
141127 |
73.11 |
73.16 |
67.83 |
69.10 |
-4.66 |
13,429 |
31,164 |
+850 |
| Mar15 |
141127 |
73.31 |
73.31 |
67.89 |
69.18 |
-4.64 |
10,925 |
38,377 |
+472 |
| Apr15 |
141127 |
73.21 |
73.21 |
68.75 |
69.29 |
-4.61 |
3,253 |
10,117 |
+382 |
| May15 |
141127 |
73.31 |
73.31 |
68.92 |
69.44 |
-4.54 |
2,074 |
8,863 |
-38 |
| Jun15 |
141127 |
73.41 |
73.41 |
68.32 |
69.60 |
-4.46 |
9,448 |
48,468 |
-557 |
| Jul15 |
141127 |
73.29 |
73.29 |
69.10 |
69.69 |
-4.41 |
654 |
4,920 |
-7 |
| Aug15 |
141127 |
73.33 |
73.33 |
69.22 |
69.79 |
-4.34 |
618 |
2,368 |
-108 |
| Sep15 |
141127 |
73.42 |
73.42 |
69.33 |
69.93 |
-4.28 |
1,057 |
13,936 |
-487 |
| Oct15 |
141127 |
70.08 |
70.08 |
70.08 |
70.08 |
-4.22 |
175 |
2,625 |
+9 |
| Nov15 |
141127 |
70.25 |
70.25 |
70.25 |
70.25 |
-4.18 |
133 |
6,169 |
+0 |
| Dec15 |
141127 |
74.00 |
74.00 |
69.18 |
70.44 |
-4.15 |
5,519 |
76,872 |
-9 |
| Jan16 |
141127 |
70.56 |
70.56 |
70.56 |
70.56 |
-4.11 |
1 |
6,777 |
-1 |
| Feb16 |
141127 |
70.72 |
70.72 |
70.72 |
70.72 |
-4.06 |
2 |
716 |
-1 |
| Mar16 |
141127 |
70.93 |
70.93 |
70.93 |
70.93 |
-3.98 |
4 |
2,010 |
+0 |
| Apr16 |
141127 |
71.17 |
71.17 |
71.17 |
71.17 |
-3.89 |
0 |
2,438 |
+0 |
| Total Volume and Open Interest |
88,014 |
385,614 |
-3,413 |
| US Dollar Index(ICE) |
| Dec14 |
141127 |
87.730 |
88.025 |
87.575 |
87.650 |
unch |
33,882 |
90,585 |
-1,537 |
| Mar15 |
141127 |
87.915 |
88.205 |
87.775 |
87.838 |
unch |
1,706 |
6,805 |
+680 |
| Jun15 |
141127 |
88.170 |
88.430 |
88.000 |
88.033 |
unch |
29 |
445 |
+15 |
| Total Volume and Open Interest |
35,640 |
98,005 |
-855 |
| Australian Dollar(CME) |
| Dec14 |
141126 |
85.22 |
85.54 |
84.69 |
85.42 |
+0.33 |
58,552 |
120,208 |
+981 |
| Mar15 |
141126 |
84.74 |
84.98 |
84.14 |
84.85 |
+0.32 |
772 |
1,611 |
+24 |
| Jun15 |
141126 |
83.95 |
84.30 |
83.95 |
84.30 |
+0.32 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
59,324 |
121,914 |
+1,005 |
| British Pound(CME) |
| Dec14 |
141126 |
157.02 |
158.04 |
156.77 |
157.96 |
+0.90 |
55,469 |
168,805 |
-3,017 |
| Mar15 |
141126 |
156.95 |
157.92 |
156.69 |
157.85 |
+0.90 |
402 |
2,791 |
+24 |
| Jun15 |
141126 |
156.72 |
157.72 |
156.63 |
157.72 |
+0.90 |
1 |
113 |
+1 |
| Total Volume and Open Interest |
55,872 |
171,769 |
-2,992 |
| Canadian Dollar(CME) |
| Dec14 |
141126 |
88.80 |
89.03 |
88.48 |
89.02 |
+0.22 |
47,712 |
85,545 |
-2,726 |
| Mar15 |
141126 |
88.57 |
88.83 |
88.29 |
88.83 |
+0.22 |
1,043 |
11,939 |
-173 |
| Jun15 |
141126 |
88.28 |
88.63 |
88.28 |
88.63 |
+0.22 |
21 |
1,409 |
+17 |
| Sep15 |
141126 |
88.30 |
88.43 |
88.30 |
88.43 |
+0.22 |
0 |
1,167 |
+0 |
| Total Volume and Open Interest |
48,776 |
100,609 |
-2,882 |
| Japanese Yen(CME) |
| Dec14 |
141126 |
84.81 |
85.16 |
84.80 |
84.96 |
+0.15 |
94,497 |
244,119 |
+2,271 |
| Mar15 |
141126 |
85.04 |
85.26 |
84.92 |
85.05 |
+0.14 |
1,856 |
7,480 |
+846 |
| Jun15 |
141126 |
85.06 |
85.29 |
85.06 |
85.15 |
+0.15 |
41 |
115 |
+4 |
| Total Volume and Open Interest |
96,395 |
251,760 |
+3,122 |
| Swiss Franc(CME) |
| Dec14 |
141126 |
103.70 |
104.24 |
103.47 |
104.11 |
+0.42 |
34,041 |
60,033 |
+246 |
| Mar15 |
141126 |
103.93 |
104.33 |
103.62 |
104.23 |
+0.42 |
212 |
1,031 |
+44 |
| Jun15 |
141126 |
104.36 |
104.36 |
104.36 |
104.36 |
+0.40 |
7 |
20 |
-7 |
| Total Volume and Open Interest |
34,260 |
61,109 |
+283 |
| EuroFX(CME) |
| Dec14 |
141126 |
124.75 |
125.34 |
124.45 |
125.16 |
+0.43 |
201,664 |
456,767 |
-5,047 |
| Mar15 |
141126 |
124.82 |
125.44 |
124.53 |
125.24 |
+0.44 |
2,608 |
12,394 |
+693 |
| Jun15 |
141126 |
124.98 |
125.35 |
124.70 |
125.33 |
+0.43 |
23 |
1,242 |
+8 |
| Total Volume and Open Interest |
204,298 |
470,523 |
-4,343 |
| Mexican Peso(CME) |
| Dec14 |
141126 |
729.88 |
731.12 |
725.38 |
727.75 |
-2.88 |
20,529 |
128,698 |
+1,665 |
| Jan15 |
141126 |
726.50 |
726.50 |
726.50 |
726.50 |
-2.75 |
|
|
|
| Total Volume and Open Interest |
20,613 |
174,778 |
+1,711 |
| Brazilian Real(CME) |
| Dec14 |
141126 |
395.25 |
400.40 |
395.25 |
399.70 |
+7.90 |
3,164 |
10,253 |
+79 |
| Jan15 |
141126 |
394.00 |
396.80 |
394.00 |
396.30 |
+7.95 |
1,846 |
32,041 |
+2,292 |
| Feb15 |
141126 |
392.70 |
392.70 |
392.70 |
392.70 |
+7.90 |
0 |
20,193 |
+0 |
| Mar15 |
141126 |
388.00 |
390.05 |
387.00 |
389.65 |
+7.85 |
1,048 |
257 |
-474 |
| Total Volume and Open Interest |
6,058 |
71,904 |
+1,897 |
| 30-Year T-Bonds(CBOT) |
| Dec14 |
141126 |
142~300 |
143~160 |
142~290 |
143~140 |
+0~150 |
437,033 |
560,342 |
-153,717 |
| Mar15 |
141126 |
141~170 |
142~020 |
141~160 |
142~000 |
+0~150 |
292,512 |
308,855 |
+197,084 |
| Jun15 |
141126 |
153~000 |
153~160 |
152~220 |
153~130 |
+0~230 |
30 |
426 |
+22 |
| Total Volume and Open Interest |
729,575 |
869,623 |
+43,389 |
| 10-Year T-Notes(CBOT) |
| Dec14 |
141126 |
127~035 |
127~130 |
127~030 |
127~115 |
+0~075 |
1,777,839 |
1,884,634 |
-650,170 |
| Mar15 |
141126 |
126~155 |
126~255 |
126~145 |
126~235 |
+0~080 |
1,148,336 |
1,052,611 |
+633,327 |
| Jun15 |
141126 |
125~235 |
125~235 |
125~155 |
125~235 |
+0~080 |
|
|
|
| Total Volume and Open Interest |
2,926,175 |
2,937,245 |
-16,843 |
| 5-Year T-Notes(CBOT) |
| Dec14 |
141126 |
119~274 |
120~010 |
119~270 |
120~004 |
+0~044 |
1,093,658 |
1,212,642 |
-494,001 |
| Mar15 |
141126 |
119~044 |
119~094 |
119~032 |
119~092 |
+0~044 |
733,508 |
820,240 |
+483,259 |
| Jun15 |
141126 |
118~186 |
118~186 |
118~186 |
118~186 |
+0~044 |
|
|
|
| Total Volume and Open Interest |
1,827,166 |
2,032,882 |
-10,742 |
| 2 Year T-Notes(CBOT) |
| Dec14 |
141126 |
109~282 |
109~296 |
109~280 |
109~292 |
+0~006 |
736,765 |
817,500 |
-328,243 |
| Mar15 |
141126 |
109~154 |
109~172 |
109~152 |
109~166 |
+0~006 |
631,614 |
733,962 |
+325,866 |
| Jun15 |
141126 |
109~086 |
109~086 |
109~086 |
109~086 |
+0~006 |
|
|
|
| Total Volume and Open Interest |
1,368,379 |
1,551,462 |
-2,377 |
| Eurodollars(CME) |
| Dec14 |
141126 |
99.762 |
99.765 |
99.760 |
99.762 |
unch |
45,295 |
799,579 |
-3,197 |
| Mar15 |
141126 |
99.740 |
99.745 |
99.735 |
99.740 |
unch |
41,059 |
1,335,809 |
-2,333 |
| Jun15 |
141126 |
99.630 |
99.635 |
99.620 |
99.630 |
unch |
94,353 |
1,127,616 |
-5,070 |
| Sep15 |
141126 |
99.455 |
99.465 |
99.440 |
99.455 |
unch |
106,833 |
1,001,246 |
+727 |
| Dec15 |
141126 |
99.230 |
99.245 |
99.210 |
99.225 |
-0.005 |
113,037 |
1,282,656 |
-2,737 |
| Mar16 |
141126 |
98.990 |
99.005 |
98.975 |
98.990 |
unch |
93,835 |
868,402 |
+301 |
| Jun16 |
141126 |
98.745 |
98.765 |
98.735 |
98.750 |
+0.005 |
104,552 |
736,287 |
+5,515 |
| Sep16 |
141126 |
98.505 |
98.525 |
98.490 |
98.510 |
+0.005 |
105,981 |
693,596 |
-2,159 |
| Dec16 |
141126 |
98.275 |
98.300 |
98.260 |
98.285 |
+0.010 |
131,496 |
872,012 |
-13,715 |
| Mar17 |
141126 |
98.080 |
98.110 |
98.070 |
98.095 |
+0.015 |
80,409 |
507,460 |
-203 |
| Jun17 |
141126 |
97.890 |
97.930 |
97.885 |
97.915 |
+0.020 |
65,203 |
426,675 |
-4,048 |
| Sep17 |
141126 |
97.740 |
97.775 |
97.725 |
97.760 |
+0.025 |
49,768 |
352,922 |
-3,672 |
| Dec17 |
141126 |
97.590 |
97.630 |
97.585 |
97.620 |
+0.030 |
59,171 |
365,671 |
-94 |
| Mar18 |
141126 |
97.480 |
97.520 |
97.475 |
97.510 |
+0.030 |
33,809 |
263,568 |
-1,689 |
| Jun18 |
141126 |
97.380 |
97.420 |
97.380 |
97.410 |
+0.030 |
27,195 |
167,835 |
+2,881 |
| Sep18 |
141126 |
97.295 |
97.335 |
97.290 |
97.325 |
+0.030 |
29,405 |
113,611 |
+1,948 |
| Dec18 |
141126 |
97.210 |
97.255 |
97.210 |
97.245 |
+0.030 |
15,600 |
221,430 |
+1,760 |
| Mar19 |
141126 |
97.145 |
97.190 |
97.145 |
97.180 |
+0.030 |
14,335 |
121,197 |
+413 |
| Total Volume and Open Interest |
1,237,901 |
11,532,156 |
-29,902 |
| Ultra T-Bond(CBOT) |
| Dec14 |
141126 |
159~13 |
160~03 |
159~09 |
159~30 |
+0~18 |
306,188 |
269,717 |
-197,772 |
| Mar15 |
141126 |
159~06 |
159~30 |
159~04 |
159~27 |
+0~21 |
261,591 |
263,776 |
+197,645 |
| Jun15 |
141126 |
158~14 |
158~14 |
157~25 |
158~14 |
+0~21 |
|
|
|
| Total Volume and Open Interest |
567,779 |
533,493 |
-127 |
| 30 Day Federal Funds(CBOT) |
| Nov14 |
141126 |
99.905 |
99.905 |
99.905 |
99.905 |
unch |
16 |
42,771 |
+3 |
| Dec14 |
141126 |
99.890 |
99.895 |
99.890 |
99.890 |
unch |
910 |
59,004 |
+79 |
| Jan15 |
141126 |
99.890 |
99.890 |
99.890 |
99.890 |
unch |
81 |
54,817 |
-10 |
| Feb15 |
141126 |
99.885 |
99.885 |
99.885 |
99.885 |
unch |
412 |
66,639 |
-157 |
| Mar15 |
141126 |
99.875 |
99.880 |
99.875 |
99.875 |
unch |
274 |
69,027 |
+95 |
| Apr15 |
141126 |
99.870 |
99.875 |
99.870 |
99.870 |
unch |
905 |
67,648 |
-41 |
| Total Volume and Open Interest |
16,397 |
731,009 |
+2,127 |
| 3-Mth Euro-Yen(CME) |
| Dec14 |
141126 |
99.805 |
99.805 |
99.805 |
99.805 |
unch |
|
|
|
| Mar15 |
141126 |
99.805 |
99.805 |
99.805 |
99.805 |
unch |
|
|
|
| Jun15 |
141126 |
99.790 |
99.790 |
99.790 |
99.790 |
unch |
|
|
|
| Sep15 |
141126 |
99.810 |
99.810 |
99.810 |
99.810 |
unch |
|
|
|
| Dec15 |
141126 |
99.830 |
99.830 |
99.830 |
99.830 |
unch |
|
|
|
| Mar16 |
141126 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
|
|
|
| Jun16 |
141126 |
99.550 |
99.550 |
99.550 |
99.550 |
unch |
|
|
|
| Sep16 |
141126 |
99.410 |
99.410 |
99.410 |
99.410 |
unch |
|
|
|
| Dec16 |
141126 |
99.750 |
99.750 |
99.750 |
99.750 |
unch |
|
|
|
| Mar17 |
141126 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec14 |
141126 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
30 |
+0 |
| Mar15 |
141126 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
|
|
|
| Jun15 |
141126 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
1 |
+0 |
| Sep15 |
141126 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
0 |
1 |
+0 |
| Dec15 |
141126 |
99.83 |
99.83 |
99.83 |
99.83 |
unch |
0 |
33 |
+0 |
| Mar16 |
141126 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
|
|
|
| Jun16 |
141126 |
99.55 |
99.55 |
99.55 |
99.55 |
unch |
|
|
|
| Sep16 |
141126 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
69 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec14 |
141126 |
146.59 |
146.75 |
146.55 |
146.74 |
+0.17 |
709 |
19,421 |
-62 |
| Mar15 |
141126 |
146.40 |
146.52 |
146.40 |
146.52 |
+0.17 |
8 |
35 |
+5 |
| Jun15 |
141126 |
145.95 |
145.95 |
145.95 |
145.95 |
+0.17 |
|
|
|
| Total Volume and Open Interest |
717 |
19,456 |
-57 |
| Euro-Bund(EUREX) |
| Dec14 |
141127 |
152.49 |
152.97 |
152.48 |
152.88 |
+0.33 |
574,522 |
1,221,412 |
+1,583 |
| Mar15 |
141127 |
153.33 |
153.80 |
153.31 |
153.72 |
+0.34 |
25,094 |
125,819 |
+13,814 |
| Jun15 |
141127 |
151.70 |
151.98 |
151.70 |
151.98 |
+0.23 |
7 |
13 |
+7 |
| Total Volume and Open Interest |
599,623 |
1,347,244 |
+15,404 |
| Euro-Bobl(EUREX) |
| Dec14 |
141127 |
128.25 |
128.32 |
128.23 |
128.27 |
+0.01 |
319,640 |
923,176 |
-12,120 |
| Mar15 |
141127 |
129.60 |
129.66 |
129.58 |
129.61 |
+0.01 |
13,978 |
51,381 |
+7,176 |
| Jun15 |
141127 |
128.27 |
128.27 |
128.27 |
128.27 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
333,618 |
974,557 |
-4,944 |
| 3-Mth Euribor(EUREX) |
| Dec14 |
141127 |
99.910 |
99.910 |
99.910 |
99.910 |
unch |
0 |
4,265 |
+0 |
| Mar15 |
141127 |
99.915 |
99.915 |
99.915 |
99.915 |
unch |
0 |
3,654 |
+0 |
| Jun15 |
141127 |
99.930 |
99.930 |
99.930 |
99.930 |
unch |
0 |
2,099 |
+0 |
| Total Volume and Open Interest |
1,964 |
51,668 |
+1,537 |
| Long Gilt(LIFFE) |
| Dec14 |
141127 |
118~01 |
118~16 |
117~30 |
118~12 |
+0~14 |
385,090 |
169,854 |
-147,113 |
| Mar15 |
141127 |
117~04 |
117~22 |
117~04 |
117~18 |
+0~14 |
268,108 |
352,024 |
+159,967 |
| Total Volume and Open Interest |
653,198 |
521,878 |
+12,854 |
| 3-Mth Short Sterling(LIFFE) |
| Dec14 |
141127 |
99.43 |
99.44 |
99.43 |
99.43 |
unch |
9,894 |
387,311 |
+1,460 |
| Mar15 |
141127 |
99.38 |
99.39 |
99.38 |
99.38 |
unch |
44,612 |
417,166 |
+82 |
| Jun15 |
141127 |
99.32 |
99.33 |
99.31 |
99.32 |
unch |
37,335 |
478,155 |
+9,791 |
| Sep15 |
141127 |
99.23 |
99.24 |
99.21 |
99.22 |
unch |
29,172 |
332,521 |
+5,666 |
| Dec15 |
141127 |
99.10 |
99.11 |
99.09 |
99.10 |
+0.01 |
46,177 |
343,183 |
-737 |
| Mar16 |
141127 |
98.96 |
98.99 |
98.96 |
98.97 |
+0.01 |
32,155 |
251,973 |
+891 |
| Total Volume and Open Interest |
338,341 |
3,355,320 |
+23,629 |
| 3-Mth Euribor(LIFFE) |
| Dec14 |
141127 |
99.910 |
99.915 |
99.905 |
99.910 |
+0.005 |
35,885 |
459,642 |
-5,993 |
| Mar15 |
141127 |
99.915 |
99.920 |
99.910 |
99.915 |
unch |
42,713 |
396,157 |
+1,382 |
| Jun15 |
141127 |
99.925 |
99.930 |
99.925 |
99.925 |
unch |
28,244 |
349,161 |
+262 |
| Total Volume and Open Interest |
275,769 |
3,332,311 |
-14,341 |
| 3-Mth Aus T-Bills(SFE) |
| Dec14 |
141127 |
97.26 |
97.27 |
97.25 |
97.26 |
-0.01 |
11,648 |
98,756 |
-1,354 |
| Mar15 |
141127 |
97.34 |
97.36 |
97.31 |
97.33 |
-0.01 |
27,994 |
239,671 |
-2,250 |
| Jun15 |
141127 |
97.38 |
97.41 |
97.36 |
97.37 |
-0.02 |
24,749 |
219,240 |
+4,060 |
| Sep15 |
141127 |
97.40 |
97.42 |
97.37 |
97.38 |
-0.02 |
28,073 |
155,940 |
-1,807 |
| Dec15 |
141127 |
97.37 |
97.41 |
97.36 |
97.36 |
-0.02 |
18,255 |
99,092 |
+4,135 |
| Mar16 |
141127 |
97.33 |
97.37 |
97.32 |
97.33 |
-0.01 |
16,094 |
63,237 |
+1,261 |
| Jun16 |
141127 |
97.29 |
97.32 |
97.28 |
97.28 |
-0.01 |
6,678 |
29,606 |
-2,013 |
| Sep16 |
141127 |
97.23 |
97.27 |
97.23 |
97.24 |
-0.01 |
3,542 |
26,140 |
+867 |
| Dec16 |
141127 |
97.19 |
97.20 |
97.19 |
97.19 |
-0.01 |
1,720 |
5,032 |
+960 |
| Mar17 |
141127 |
97.14 |
97.16 |
97.14 |
97.14 |
-0.01 |
768 |
4,057 |
+237 |
| Total Volume and Open Interest |
140,022 |
945,660 |
+4,372 |
| 10-Year Aus T-Bonds(SFE) |
| Dec14 |
141127 |
96.85 |
96.90 |
96.84 |
96.87 |
+0.02 |
73,733 |
683,610 |
+22,308 |
| Mar15 |
141127 |
96.83 |
96.87 |
96.83 |
96.86 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
73,733 |
683,610 |
+22,308 |
| 3-Year Aus T-Bonds(SFE) |
| Dec14 |
141127 |
97.55 |
97.60 |
97.53 |
97.55 |
-0.01 |
144,800 |
660,269 |
+15,557 |
| Mar15 |
141127 |
97.55 |
97.55 |
97.55 |
97.55 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
144,800 |
660,269 |
+15,557 |
| Gold(CMX) |
| Dec14 |
141126 |
1200.5 |
1201.0 |
1193.7 |
1196.6 |
-0.5 |
158,694 |
93,395 |
-55,860 |
| Feb15 |
141126 |
1201.6 |
1201.6 |
1194.6 |
1197.5 |
-0.3 |
71,348 |
224,562 |
+22,342 |
| Apr15 |
141126 |
1200.4 |
1200.9 |
1195.6 |
1198.1 |
-0.3 |
5,213 |
40,667 |
+1,518 |
| Jun15 |
141126 |
1202.5 |
1202.5 |
1196.5 |
1198.6 |
-0.4 |
5,230 |
27,155 |
+2,233 |
| Aug15 |
141126 |
1200.2 |
1200.2 |
1199.1 |
1199.1 |
-0.4 |
792 |
7,038 |
+229 |
| Oct15 |
141126 |
1199.9 |
1199.9 |
1199.7 |
1199.7 |
-0.4 |
290 |
2,612 |
+23 |
| Dec15 |
141126 |
1202.1 |
1202.1 |
1200.0 |
1200.4 |
-0.5 |
677 |
20,531 |
+147 |
| Feb16 |
141126 |
1201.4 |
1201.4 |
1201.4 |
1201.4 |
-0.5 |
19 |
2,401 |
+0 |
| Apr16 |
141126 |
1202.6 |
1202.6 |
1202.6 |
1202.6 |
-0.5 |
0 |
263 |
+0 |
| Jun16 |
141126 |
1204.0 |
1204.0 |
1204.0 |
1204.0 |
-0.5 |
2 |
4,421 |
+0 |
| Aug16 |
141126 |
1205.7 |
1205.7 |
1205.7 |
1205.7 |
-0.5 |
|
|
|
| Oct16 |
141126 |
1207.6 |
1207.6 |
1207.6 |
1207.6 |
|
|
|
|
| Silver(CMX) |
| Dec14 |
141126 |
1664.5 |
1665.0 |
1644.0 |
1654.8 |
-0.5 |
58,074 |
32,871 |
-21,258 |
| Mar15 |
141126 |
1671.5 |
1671.5 |
1651.5 |
1660.6 |
-0.5 |
34,858 |
90,364 |
+10,242 |
| May15 |
141126 |
1669.0 |
1670.0 |
1655.0 |
1663.5 |
-0.4 |
1,465 |
10,069 |
+135 |
| Jul15 |
141126 |
1671.5 |
1671.5 |
1665.0 |
1666.1 |
-0.2 |
799 |
6,682 |
+292 |
| Sep15 |
141126 |
1668.0 |
1669.0 |
1667.0 |
1668.6 |
unch |
38 |
2,250 |
+25 |
| Dec15 |
141126 |
1680.5 |
1680.5 |
1664.0 |
1671.9 |
+0.2 |
1,695 |
12,104 |
+167 |
| Mar16 |
141126 |
1675.0 |
1675.0 |
1675.0 |
1675.0 |
+0.3 |
16 |
394 |
-3 |
| Total Volume and Open Interest |
97,537 |
164,522 |
-10,371 |
| Platinum(NYMEX) |
| Jan15 |
141126 |
1224.3 |
1231.4 |
1219.0 |
1228.4 |
+3.9 |
11,714 |
58,788 |
+860 |
| Apr15 |
141126 |
1221.5 |
1231.6 |
1221.0 |
1230.0 |
+4.0 |
625 |
5,956 |
+367 |
| Jul15 |
141126 |
1224.0 |
1231.3 |
1224.0 |
1231.3 |
+3.9 |
3 |
192 |
+2 |
| Oct15 |
141126 |
1234.0 |
1234.0 |
1234.0 |
1234.0 |
+3.9 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
12,344 |
64,954 |
+1,230 |
| Palladium(NYMEX) |
| Dec14 |
141126 |
794.00 |
804.15 |
790.40 |
801.60 |
+6.00 |
8,592 |
7,314 |
-3,858 |
| Mar15 |
141126 |
795.25 |
805.00 |
791.60 |
802.50 |
+5.65 |
6,441 |
26,551 |
+3,248 |
| Jun15 |
141126 |
794.40 |
804.05 |
794.40 |
803.10 |
+5.65 |
7 |
144 |
+4 |
| Total Volume and Open Interest |
15,040 |
34,023 |
-607 |
| Copper(CMX) |
| Dec14 |
141126 |
295.70 |
297.55 |
292.60 |
296.00 |
+0.30 |
48,337 |
22,032 |
-13,133 |
| Mar15 |
141126 |
296.15 |
297.65 |
293.50 |
295.65 |
-2.10 |
39,530 |
105,826 |
+7,558 |
| May15 |
141126 |
295.00 |
297.90 |
294.00 |
295.85 |
-2.35 |
5,059 |
14,780 |
+1,213 |
| Jul15 |
141126 |
296.85 |
298.05 |
295.00 |
296.15 |
-2.35 |
837 |
4,337 |
+172 |
| Sep15 |
141126 |
297.05 |
297.45 |
295.90 |
296.45 |
-2.25 |
357 |
4,089 |
+36 |
| Total Volume and Open Interest |
95,056 |
157,144 |
-4,122 |
| DJIA Index(CBOT) |
| Dec14 |
141126 |
17818 |
17840 |
17784 |
17810 |
+2 |
39 |
10,680 |
-5 |
| Mar15 |
141126 |
17741 |
17741 |
17740 |
17741 |
+1 |
2 |
4 |
+1 |
| Jun15 |
141126 |
17655 |
17655 |
17654 |
17655 |
+1 |
|
|
|
| Sep15 |
141126 |
17565 |
17565 |
17564 |
17565 |
+1 |
|
|
|
| Total Volume and Open Interest |
41 |
10,684 |
-4 |
| E-mini DJIA Index(CBOT) |
| Dec14 |
141126 |
17807 |
17847 |
17773 |
17810 |
+2 |
71,611 |
141,400 |
-2,875 |
| Mar15 |
141126 |
17748 |
17768 |
17703 |
17741 |
+1 |
268 |
1,822 |
+143 |
| Jun15 |
141126 |
17655 |
17655 |
17655 |
17655 |
+1 |
0 |
22 |
+0 |
| Sep15 |
141126 |
17565 |
17565 |
17565 |
17565 |
+1 |
|
|
|
| Total Volume and Open Interest |
71,879 |
143,244 |
-2,732 |
| S & P 500(CME) |
| Dec14 |
141126 |
2068.20 |
2074.80 |
2065.20 |
2072.30 |
+4.70 |
7,476 |
140,225 |
+2,588 |
| Mar15 |
141126 |
2065.10 |
2065.10 |
2058.50 |
2065.10 |
+4.70 |
5 |
9,684 |
-14 |
| Jun15 |
141126 |
2057.80 |
2057.80 |
2052.60 |
2057.80 |
+4.70 |
1,673 |
3,380 |
-27 |
| Sep15 |
141126 |
2051.10 |
2051.10 |
2045.90 |
2051.10 |
+4.70 |
7 |
76 |
+0 |
| Total Volume and Open Interest |
9,168 |
153,378 |
+2,540 |
| S & P 500 E-Mini(Globex) |
| Dec14 |
141126 |
2068.25 |
2075.25 |
2065.25 |
2072.25 |
+4.75 |
793,915 |
2,958,213 |
+1,055 |
| Mar15 |
141126 |
2061.25 |
2068.00 |
2058.25 |
2065.00 |
+4.50 |
8,049 |
123,657 |
+4,976 |
| Total Volume and Open Interest |
802,003 |
3,084,809 |
+6,006 |
| NASDAQ 100(CME) |
| Dec14 |
141126 |
4300.00 |
4322.00 |
4291.50 |
4317.80 |
+25.30 |
147 |
12,995 |
-3 |
| Mar15 |
141126 |
4293.00 |
4313.00 |
4293.00 |
4312.30 |
+25.30 |
10 |
77 |
+2 |
| Jun15 |
141126 |
4300.30 |
4300.30 |
4300.30 |
4300.30 |
+25.30 |
|
|
|
| Total Volume and Open Interest |
157 |
13,072 |
-1 |
| NASDAQ 100 E-Mini(Globex) |
| Dec14 |
141126 |
4294.00 |
4323.80 |
4290.50 |
4317.80 |
+25.30 |
158,380 |
370,319 |
-1,054 |
| Mar15 |
141126 |
4287.80 |
4318.00 |
4285.50 |
4312.30 |
+25.30 |
452 |
3,020 |
+18 |
| Total Volume and Open Interest |
158,832 |
373,404 |
-1,036 |
| S & P Midcap 400(CME) |
| Dec14 |
141126 |
1454.10 |
1454.10 |
1454.10 |
1454.10 |
+0.60 |
0 |
2,895 |
+0 |
| Mar15 |
141126 |
1450.70 |
1450.70 |
1450.70 |
1450.70 |
+0.60 |
|
|
|
| Jun15 |
141126 |
1448.70 |
1448.70 |
1448.70 |
1448.70 |
+0.60 |
|
|
|
| Total Volume and Open Interest |
0 |
2,895 |
+0 |
| Volatility Index(CBOE) |
| Nov14 |
141119 |
13.95 |
14.05 |
13.75 |
13.95 |
-0.05 |
55,294 |
70,226 |
-12,043 |
| Dec14 |
141126 |
14.40 |
14.60 |
14.15 |
14.20 |
-0.25 |
47,256 |
163,726 |
-1,698 |
| Jan15 |
141126 |
15.75 |
15.93 |
15.55 |
15.65 |
-0.15 |
28,297 |
66,062 |
+4,237 |
| Feb15 |
141126 |
16.67 |
16.80 |
16.50 |
16.55 |
-0.15 |
9,472 |
40,354 |
+939 |
| Total Volume and Open Interest |
100,917 |
350,301 |
+5,868 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec14 |
141126 |
17420 |
17455 |
17325 |
17355 |
-75 |
5,198 |
68,437 |
+25 |
| Mar15 |
141126 |
17505 |
17535 |
17420 |
17430 |
-80 |
102 |
3,653 |
+28 |
| Total Volume and Open Interest |
5,300 |
72,090 |
+53 |
| Nikkei 225(SGX) |
| Dec14 |
141127 |
17265 |
17270 |
17180 |
17270 |
-100 |
69,006 |
321,063 |
-218 |
| Mar15 |
141127 |
17205 |
17250 |
17180 |
17250 |
-115 |
169 |
5,355 |
+46 |
| Jun15 |
141127 |
17155 |
17155 |
17155 |
17155 |
-100 |
0 |
2,606 |
+0 |
| Total Volume and Open Interest |
69,794 |
337,517 |
-147 |
| CAC 40(EURONEXT) |
| Dec14 |
141127 |
4376.5 |
4390.0 |
4355.5 |
4374.0 |
+9.0 |
91,544 |
0 |
+0 |
| Jan15 |
141127 |
4373.0 |
4383.5 |
4360.5 |
4377.0 |
+9.5 |
264 |
0 |
+0 |
| Feb15 |
141127 |
4376.0 |
4376.0 |
4376.0 |
4376.0 |
+8.5 |
|
|
|
| Total Volume and Open Interest |
91,827 |
|
|
| Hang Seng Index(HKFE) |
| Nov14 |
141127 |
24171 |
24252 |
23998 |
24029 |
-138 |
89,730 |
70,033 |
-29,776 |
| Dec14 |
141127 |
24172 |
24281 |
23990 |
24005 |
-178 |
61,306 |
78,243 |
+37,344 |
| Total Volume and Open Interest |
151,253 |
150,724 |
+7,609 |
| DAX(EUREX) |
| Dec14 |
141127 |
9951.5 |
9997.5 |
9922.0 |
9969.0 |
+50.0 |
108,049 |
134,648 |
+1,695 |
| Mar15 |
141127 |
9966.0 |
10008.5 |
9936.0 |
9980.5 |
+50.0 |
1,417 |
25,766 |
+727 |
| Jun15 |
141127 |
9970.5 |
10022.0 |
9970.5 |
9996.5 |
+50.5 |
215 |
1,108 |
+35 |
| Total Volume and Open Interest |
109,681 |
161,522 |
+2,457 |
| FT-SE 100(EURONEXT) |
| Dec14 |
141127 |
6733.00 |
6752.50 |
6715.50 |
6720.00 |
-18.00 |
79,938 |
572,133 |
-3,948 |
| Mar15 |
141127 |
6680.50 |
6696.00 |
6665.50 |
6665.50 |
-17.50 |
2,124 |
22,391 |
+1,888 |
| Jun15 |
141127 |
6610.50 |
6610.50 |
6610.50 |
6610.50 |
-17.50 |
10 |
85 |
+10 |
| Total Volume and Open Interest |
82,072 |
594,609 |
-2,050 |
| SPI 200(SFE) |
| Dec14 |
141127 |
5404.0 |
5430.0 |
5395.0 |
5414.0 |
+7.0 |
35,082 |
231,738 |
-736 |
| Mar15 |
141127 |
5364.0 |
5373.0 |
5364.0 |
5373.0 |
+7.0 |
50 |
3,246 |
+13 |
| Jun15 |
141127 |
5372.0 |
5372.0 |
5372.0 |
5372.0 |
+7.0 |
72 |
2,827 |
+0 |
| Total Volume and Open Interest |
35,258 |
239,397 |
-669 |
| FTSE MIB(ISE) |
| Dec14 |
141127 |
19980.00 |
20175.00 |
19920.00 |
20125.00 |
+191.00 |
29,603 |
44,113 |
+1,193 |
| Mar15 |
141127 |
20015.00 |
20190.00 |
19975.00 |
20155.00 |
+191.00 |
506 |
961 |
+45 |
| Jun15 |
141127 |
19800.00 |
19800.00 |
19800.00 |
19800.00 |
+191.00 |
|
|
|
| Total Volume and Open Interest |
30,109 |
45,074 |
+1,238 |
| KOSPI 200(KFE) |
| Dec14 |
141127 |
253.75 |
253.80 |
253.65 |
253.80 |
+1.65 |
94,147 |
127,062 |
+218 |
| Mar15 |
141127 |
252.40 |
252.50 |
252.30 |
252.50 |
+1.65 |
741 |
5,528 |
-66 |
| Jun15 |
141127 |
253.80 |
254.00 |
245.20 |
253.85 |
+1.65 |
3 |
1,296 |
-1 |
| Total Volume and Open Interest |
94,892 |
134,527 |
+207 |
| GSCI(CME) |
| Dec14 |
141126 |
514.50 |
517.75 |
513.75 |
514.50 |
-2.00 |
136 |
9,861 |
+5 |
| Jan15 |
141126 |
515.75 |
519.75 |
515.25 |
515.75 |
-2.05 |
50 |
190 |
+50 |
| Feb15 |
141126 |
516.75 |
520.00 |
516.25 |
516.75 |
-2.05 |
|
|
|
| Total Volume and Open Interest |
186 |
10,051 |
+55 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
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