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 December 16, 2014
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan15 141216 1034.25 1039.00 1021.50 1023.50 -16.00 115,616 195,711 -11,547
Mar15 141216 1041.50 1045.50 1029.00 1031.25 -14.75 60,200 223,435 +8,425
May15 141216 1046.25 1051.00 1034.00 1036.50 -14.50 22,056 90,647 +1,355
Jul15 141216 1051.75 1056.00 1039.25 1041.50 -14.50 13,629 81,901 -21
Aug15 141216 1051.00 1053.00 1037.00 1039.50 -13.50 225 4,774 +28
Sep15 141216 1028.50 1030.00 1016.25 1018.75 -11.25 151 1,657 +69
Nov15 141216 1008.00 1011.50 999.00 1002.00 -9.50 5,132 92,457 -78
Jan16 141216 1012.50 1017.00 1005.50 1007.75 -9.25 153 1,580 +2
Mar16 141216 1012.00 1022.75 1012.00 1013.25 -9.50 28 863 +9
May16 141216 1015.00 1026.00 1015.00 1016.25 -9.75 13 357 +0
Jul16 141216 1025.00 1032.00 1020.25 1021.75 -10.25 10 345 +8
Aug16 141216 1021.50 1031.75 1021.50 1021.50 -10.25 0 28 +0
Sep16 141216 1009.25 1019.50 1009.25 1009.25 -10.25 0 14 +0
Nov16 141216 1011.00 1015.75 1003.00 1003.75 -12.00 60 2,144 +16
Total Volume and Open Interest 217,273 696,121 -1,734
Soybean Meal(CBOT)
Jan15 141216 365.40 366.80 355.80 356.60 -8.80 46,947 73,418 -8,587
Mar15 141216 353.60 354.80 347.80 348.50 -5.40 32,064 143,593 +5,705
May15 141216 347.30 348.70 342.40 343.30 -4.00 12,773 51,542 +772
Jul15 141216 346.10 347.20 341.00 341.90 -4.10 6,676 41,925 -128
Aug15 141216 344.70 345.40 340.50 341.00 -4.10 482 7,086 +39
Sep15 141216 341.00 343.20 337.90 338.40 -3.50 266 5,526 +47
Oct15 141216 335.50 335.60 331.80 332.00 -2.80 307 5,157 -28
Dec15 141216 331.30 334.30 329.00 329.70 -2.40 1,147 20,261 -80
Jan16 141216 334.80 335.10 330.00 330.10 -2.70 29 1,186 +1
Mar16 141216 332.40 334.10 331.30 331.30 -2.80 4 707 +4
Total Volume and Open Interest 100,695 350,796 -2,350
Soybean Oil(CBOT)
Jan15 141216 32.15 32.30 31.60 31.77 -0.50 88,419 83,817 -15,624
Mar15 141216 32.35 32.50 31.80 31.99 -0.47 60,792 144,452 +10,878
May15 141216 32.59 32.65 32.04 32.22 -0.45 12,059 46,035 +186
Jul15 141216 32.80 32.91 32.24 32.43 -0.46 6,509 40,373 -823
Aug15 141216 32.50 32.91 32.37 32.44 -0.47 224 7,202 -10
Sep15 141216 32.51 32.86 32.34 32.42 -0.44 236 5,912 -19
Oct15 141216 32.30 32.59 32.08 32.18 -0.41 142 5,645 -53
Dec15 141216 32.48 32.54 31.95 32.08 -0.45 1,212 28,428 +194
Jan16 141216 32.20 32.66 32.20 32.20 -0.46 20 1,593 -2
Mar16 141216 32.39 32.84 32.39 32.39 -0.45 0 1,210 +0
Total Volume and Open Interest 169,617 366,337 -5,327
Canola(WCE)
Jan15 141216 439.0 442.1 437.5 441.1 +1.1 9,596 28,608 -4,079
Mar15 141216 435.7 437.0 432.7 436.0 -0.8 16,155 73,533 +1,687
May15 141216 435.2 436.6 431.9 435.2 -1.3 3,424 21,157 +440
Jul15 141216 432.7 437.9 432.6 436.5 -1.1 1,075 9,969 +47
Nov15 141216 434.8 434.8 428.9 433.2 -0.5 662 7,550 +418
Total Volume and Open Interest 30,912 141,574 -1,487
Corn(CBOT)
Mar15 141216 407.75 411.50 404.00 406.00 -2.50 194,045 666,939 -4,273
May15 141216 416.00 419.75 412.25 414.50 -2.00 43,842 162,276 -747
Jul15 141216 421.50 425.50 418.00 421.00 -1.50 39,738 139,713 -2,900
Sep15 141216 425.00 429.00 422.00 424.00 -1.50 11,142 33,845 +324
Dec15 141216 432.00 436.00 429.00 430.75 -2.00 25,682 170,181 +3,633
Mar16 141216 440.00 444.00 437.75 439.00 -2.00 1,480 24,357 +191
May16 141216 444.50 449.25 444.25 445.25 -2.00 249 2,067 +76
Jul16 141216 450.25 454.75 448.25 449.25 -2.25 155 2,610 -29
Sep16 141216 442.00 442.00 437.50 437.50 -3.50 40 735 +1
Dec16 141216 432.75 435.00 429.75 430.00 -4.75 467 6,809 +77
Total Volume and Open Interest 316,852 1,210,051 -5,256
Wheat(CBOT)
Mar15 141216 616.00 639.00 615.00 623.25 +4.25 72,039 221,071 -3,338
May15 141216 619.00 640.25 618.00 626.25 +5.00 18,125 51,631 +315
Jul15 141216 617.75 637.50 617.00 626.00 +5.75 16,901 56,001 -324
Sep15 141216 626.50 642.00 625.00 632.50 +4.75 2,414 14,147 -224
Dec15 141216 636.25 652.00 635.00 643.00 +4.25 3,556 23,395 +461
Mar16 141216 643.75 655.00 643.50 651.50 +4.00 93 1,826 +46
Total Volume and Open Interest 113,156 368,625 -3,096
Wheat(KCBT)
Mar15 141216 643.00 670.00 643.00 654.75 +7.75 12,386 77,783 -786
May15 141216 646.75 672.00 646.00 658.00 +8.50 2,992 19,190 +357
Jul15 141216 651.00 675.00 649.75 660.50 +7.25 2,104 21,709 -131
Sep15 141216 662.50 680.00 662.25 669.25 +7.00 237 4,427 +8
Dec15 141216 674.00 694.50 674.00 682.00 +6.25 280 3,999 +56
Mar16 141216 687.50 687.50 681.50 687.50 +6.00 2 232 +0
Total Volume and Open Interest 18,001 127,489 -534
Wheat(MGE)
Mar15 141216 629.75 648.50 629.00 634.25 +1.75 5,456 39,098 -875
May15 141216 636.50 654.00 635.50 639.50 +1.75 1,920 9,605 +354
Jul15 141216 643.75 659.50 642.00 646.75 +2.25 1,075 7,105 +23
Sep15 141216 647.50 665.00 647.25 652.75 +2.00 352 4,211 +99
Dec15 141216 662.00 679.00 661.00 665.00 +2.25 366 3,433 +58
Total Volume and Open Interest 9,216 64,109 -320
Oats(CBOT)
Mar15 141216 313.75 315.50 312.50 314.00 +0.25 266 6,546 -82
May15 141216 318.00 319.00 317.25 317.75 +0.50 52 1,101 +33
Jul15 141216 320.25 321.50 318.25 318.25 -0.75 4 320 +2
Sep15 141216 317.00 317.50 317.00 317.00 -0.50 0 31 +0
Total Volume and Open Interest 324 8,105 -45
Rough Rice(CBOT)
Jan15 141216 12.43 12.43 12.06 12.08 -0.35 1,169 5,557 -252
Mar15 141216 12.69 12.69 12.30 12.32 -0.38 550 4,605 +150
May15 141216 12.69 12.69 12.60 12.60 -0.38 179 258 +99
Jul15 141216 12.94 12.94 12.77 12.77 -0.32 12 7 +6
Total Volume and Open Interest 1,930 10,452 +17
Live Cattle(CME)
Dec14 141216 161.750 161.750 158.985 158.985 -3.000 2,820 11,916 -1,410
Feb15 141216 161.000 161.550 158.750 158.750 -3.000 23,009 134,768 -2,353
Apr15 141216 160.250 160.575 158.100 158.100 -3.000 8,517 71,168 +73
Jun15 141216 151.700 151.735 149.650 149.650 -3.000 7,784 47,584 -10
Aug15 141216 148.130 148.325 146.130 146.130 -3.000 2,076 10,342 +112
Oct15 141216 149.500 149.500 147.200 147.200 -3.000 1,285 7,002 +170
Total Volume and Open Interest 46,416 288,592 -3,272
Feeder Cattle(CME)
Jan15 141216 219.600 219.600 219.600 219.600 -3.000 4,562 15,744 -1,105
Mar15 141216 215.250 215.250 215.250 215.250 -3.000 3,811 12,030 -5
Apr15 141216 215.100 215.100 215.100 215.100 -3.000 1,644 4,194 -34
May15 141216 215.435 215.435 215.435 215.435 -3.000 1,210 6,370 -70
Aug15 141216 215.235 215.350 215.235 215.235 -3.000 1,200 4,696 +50
Sep15 141216 215.130 215.250 215.130 215.130 -3.000 89 512 +4
Oct15 141216 215.100 215.100 215.100 215.100 -3.000 70 543 +3
Total Volume and Open Interest 12,591 44,116 -1,157
Lean Hogs(CME)
Feb15 141216 82.930 83.850 80.285 81.680 -1.605 12,654 99,628 -535
Apr15 141216 84.600 85.330 81.950 83.430 -1.400 4,531 54,053 +475
May15 141216 89.000 89.000 85.730 87.200 -1.500 80 1,218 -41
Jun15 141216 91.180 91.680 88.850 90.150 -1.100 3,710 30,244 -114
Jul15 141216 90.480 90.800 88.385 89.450 -0.780 698 10,103 -41
Aug15 141216 89.550 89.950 87.550 88.550 -0.680 830 7,932 +148
Oct15 141216 78.300 78.330 76.000 77.500 -0.430 279 3,646 +152
Dec15 141216 73.725 73.750 72.400 73.000 -0.600 102 2,343 +22
Total Volume and Open Interest 22,900 209,447 -8,196
Class III Milk(CME)
Dec14 141216 17.78 17.81 17.77 17.79 +0.01 60 5,042 -49
Jan15 141216 15.63 15.84 15.52 15.58 -0.03 207 5,185 -14
Feb15 141216 15.21 15.40 15.11 15.15 -0.09 192 4,935 +48
Mar15 141216 14.91 15.10 14.74 14.80 -0.15 223 4,431 +114
Apr15 141216 15.04 15.20 14.63 14.69 -0.41 114 3,653 +50
May15 141216 15.60 15.61 15.06 15.15 -0.39 71 3,473 +21
Jun15 141216 15.89 16.04 15.60 15.68 -0.28 60 3,255 +43
Jul15 141216 16.03 16.14 15.83 15.84 -0.35 46 2,508 +22
Aug15 141216 16.50 16.50 16.13 16.22 -0.30 49 2,359 +45
Sep15 141216 16.75 16.76 16.42 16.50 -0.31 51 2,263 +44
Oct15 141216 16.85 16.85 16.47 16.53 -0.35 48 1,927 +43
Nov15 141216 16.79 16.80 16.33 16.41 -0.39 28 1,785 +24
Dec15 141216 16.80 16.80 16.23 16.32 -0.50 41 1,584 +14
Total Volume and Open Interest 1,198 42,861 +413
Cocoa(ICE)
Dec14 141215 2910 2910 2910 2910 +19 13 21 -12
Mar15 141216 2890 2926 2885 2914 +41 6,579 90,670 -461
May15 141216 2870 2909 2870 2900 +40 3,145 46,120 -471
Jul15 141216 2876 2893 2855 2884 +36 1,377 18,807 +337
Sep15 141216 2870 2876 2850 2876 +33 679 13,404 +244
Dec15 141216 2834 2864 2833 2859 +32 152 8,891 +98
Mar16 141216 2839 2847 2839 2847 +31 35 5,293 +12
Total Volume and Open Interest 11,974 184,505 -246
Coffee "C"(ICE)
Dec14 141216 174.10 176.70 174.10 176.70 -0.95 3 5 -3
Mar15 141216 178.00 179.55 174.70 177.70 -0.95 10,230 88,616 -509
May15 141216 180.20 181.95 177.35 180.20 -1.00 2,956 26,508 +476
Jul15 141216 183.30 184.00 179.70 182.45 -1.10 1,423 13,257 +158
Sep15 141216 184.80 185.95 181.45 184.35 -1.20 972 9,738 -65
Dec15 141216 187.50 188.00 184.45 186.85 -1.30 103 7,977 +19
Total Volume and Open Interest 15,806 154,203 +82
Orange Juice(ICE)
Jan15 141216 148.35 148.90 145.75 148.00 unch 911 4,521 -311
Mar15 141216 147.00 148.00 145.75 147.00 -0.35 520 6,661 +211
May15 141216 148.00 148.35 148.00 148.35 -0.65 29 891 +11
Jul15 141216 149.35 149.45 149.35 149.45 -0.85 0 314 +0
Sep15 141216 151.50 151.50 151.50 151.50 -0.85 0 65 +0
Nov15 141216 153.00 153.00 153.00 153.00 -0.85 0 28 +0
Total Volume and Open Interest 1,460 12,492 -89
Sugar #11(ICE)
Mar15 141216 14.96 14.98 14.67 14.71 -0.25 39,168 449,422 +1,881
May15 141216 15.39 15.39 15.05 15.08 -0.27 11,735 141,885 -1,072
Jul15 141216 15.62 15.62 15.30 15.33 -0.29 10,427 101,489 +697
Oct15 141216 15.92 15.94 15.64 15.67 -0.29 5,728 64,261 -464
Mar16 141216 16.61 16.63 16.36 16.38 -0.27 1,919 32,021 +382
May16 141216 16.71 16.71 16.46 16.48 -0.26 249 7,935 -46
Jul16 141216 16.70 16.70 16.45 16.47 -0.25 140 10,087 -2
Oct16 141216 16.84 16.84 16.60 16.61 -0.26 123 9,479 +110
Total Volume and Open Interest 69,527 824,657 +1,503
London Cocoa(LCE)
Dec14 141212 1924 1924 1895 1909 -13 2,829 9,000 -2,308
Mar15 141216 1908 1931 1906 1928 +21 5,165 97,398 -1,052
May15 141216 1897 1915 1893 1914 +18 1,544 39,176 -260
Jul15 141216 1893 1904 1880 1903 +16 924 18,511 -232
Sep15 141216 1887 1895 1872 1894 +15 1,617 30,680 +550
Dec15 141216 1876 1886 1861 1885 +16 438 14,809 +242
Mar16 141216 1865 1872 1851 1872 +14 244 13,785 +23
Total Volume and Open Interest 9,932 215,033 -8,205
London Sugar(LCE)
Mar15 141216 387.50 389.40 383.50 383.70 -5.00 2,317 43,179 +295
May15 141216 398.00 399.90 394.00 394.20 -5.20 534 14,175 -31
Aug15 141216 411.20 411.20 406.60 406.60 -5.60 295 10,368 +24
Oct15 141216 419.40 419.40 414.80 414.90 -5.70 30 3,173 +3
Dec15 141216 428.20 428.20 423.60 423.60 -5.90 12 1,305 +19
Total Volume and Open Interest 3,197 74,900 +308
Cotton(ICE)
Mar15 141216 60.57 60.79 59.71 59.78 -0.87 10,191 120,906 -1,548
May15 141216 61.19 61.30 60.34 60.38 -0.81 2,551 29,737 +608
Jul15 141216 61.75 61.75 61.00 61.07 -0.79 686 10,182 +12
Oct15 141216 62.37 62.37 62.37 62.37 -0.79 0 5 +0
Dec15 141216 64.19 64.19 63.44 63.51 -0.80 446 12,011 -7
Mar16 141216 64.75 64.75 64.75 64.75 -0.78 34 177 +33
Total Volume and Open Interest 13,910 173,137 -900
Lumber(CME)
Jan15 141216 337.5 337.8 332.0 333.5 -3.1 362 1,811 -158
Mar15 141216 336.5 336.7 331.0 332.2 -3.4 223 2,294 +25
May15 141216 334.6 338.0 334.0 334.6 -2.8 18 82 +14
Jul15 141216 339.0 342.5 338.0 339.0 -3.0 0 2 +0
Total Volume and Open Interest 603 4,192 -119
Crude Oil(NYM)
Jan15 141216 55.40 57.15 53.60 55.93 +0.02 414,224 161,331 -21,752
Feb15 141216 55.78 57.44 53.94 56.26 unch 161,612 244,501 +13,120
Mar15 141216 56.17 57.72 54.33 56.55 -0.09 70,630 187,523 +12,104
Apr15 141216 56.55 57.93 54.78 56.85 -0.19 29,528 48,820 +410
May15 141216 57.14 58.34 55.22 57.16 -0.29 22,560 43,431 +1,117
Jun15 141216 57.72 58.65 55.57 57.44 -0.37 48,832 132,534 -1,051
Jul15 141216 58.09 58.66 56.00 57.70 -0.46 8,576 38,318 +624
Aug15 141216 58.25 58.90 56.39 57.98 -0.53 5,149 32,014 -591
Sep15 141216 58.68 59.26 56.78 58.33 -0.56 12,701 58,579 -1,679
Oct15 141216 59.05 59.56 57.15 58.71 -0.58 5,868 32,878 +1,257
Nov15 141216 59.15 59.55 57.65 59.13 -0.60 3,139 28,250 +740
Dec15 141216 59.91 60.60 58.04 59.56 -0.61 42,150 175,033 +3,648
Jan16 141216 59.85 59.98 59.48 59.88 -0.62 2,945 34,210 +422
Feb16 141216 59.20 60.85 59.13 60.22 -0.63 825 12,844 +365
Mar16 141216 60.50 60.90 60.40 60.56 -0.65 1,880 19,410 +384
Apr16 141216 60.89 60.89 60.89 60.89 -0.67 321 7,921 +105
Total Volume and Open Interest 853,278 1,483,667 +10,400
e-miNY Crude Oil(NYM)
Dec14 141119 74.225 75.375 73.925 74.575 -0.025 6,996 4,201 -573
Jan15 141216 55.325 57.150 53.625 55.925 +0.025 12,773 3,448 +9
Feb15 141216 55.750 57.400 53.975 56.250 unch 2,413 2,715 +404
Mar15 141216 56.100 57.725 54.350 56.550 -0.100 445 1,821 +119
Apr15 141216 55.975 57.075 55.150 56.850 -0.200 75 105 +49
May15 141216 56.100 57.150 55.400 57.150 -0.300 105 78 +61
Jun15 141216 57.000 57.450 56.000 57.450 -0.350 114 134 +57
Jul15 141216 56.650 58.050 56.650 57.700 -0.450 42 16 +1
Aug15 141216 58.350 58.350 57.975 57.975 -0.525 29 26 +4
Sep15 141216 58.325 58.325 58.325 58.325 -0.575 14 16 -2
Total Volume and Open Interest 16,043 8,500 +700
NY Harbor ULSD(NYM)
Jan15 141216 198.25 198.95 192.64 196.00 -4.17 61,559 57,798 -7,861
Feb15 141216 192.00 192.95 186.76 190.33 -2.91 43,781 81,251 +3,289
Mar15 141216 189.92 190.45 185.09 187.74 -3.02 22,387 63,677 +2,766
Apr15 141216 188.69 188.69 183.53 185.91 -3.14 9,727 32,657 -517
May15 141216 186.00 188.15 183.55 185.97 -3.22 4,852 17,031 -534
Jun15 141216 189.69 189.69 184.25 186.75 -3.20 5,752 33,749 -88
Jul15 141216 187.60 189.64 185.70 188.01 -3.19 638 7,840 -7
Aug15 141216 188.92 192.00 187.24 189.32 -3.22 353 7,002 +9
Sep15 141216 190.03 192.52 188.30 190.78 -3.21 331 8,362 -3
Oct15 141216 192.04 194.16 190.66 192.41 -3.18 228 4,487 -11
Nov15 141216 192.68 195.55 191.95 193.91 -3.15 329 4,104 +11
Dec15 141216 194.89 197.96 193.21 195.25 -3.13 1,590 26,017 +155
Jan16 141216 195.00 197.00 195.00 196.49 -3.10 219 4,131 +7
Feb16 141216 196.22 197.44 196.22 196.89 -3.09 163 1,553 -33
Total Volume and Open Interest 152,357 358,688 -2,731
RBOB Gasoline(NYM)
Jan15 141216 157.64 157.67 151.38 154.10 -3.54 47,374 76,524 -5,302
Feb15 141216 158.00 158.68 152.79 155.44 -3.61 30,544 72,813 +3,685
Mar15 141216 160.40 160.68 155.11 157.49 -3.68 15,219 53,042 +523
Apr15 141216 180.69 180.69 175.11 177.66 -3.74 8,356 37,781 -329
May15 141216 181.65 181.65 176.27 178.66 -3.70 6,016 26,183 -328
Jun15 141216 181.17 181.17 175.30 178.10 -3.69 5,218 23,991 -67
Jul15 141216 178.08 178.96 174.15 176.77 -3.70 1,014 7,330 -171
Aug15 141216 172.72 177.23 172.72 175.02 -3.69 1,005 5,343 +131
Sep15 141216 174.45 174.45 170.45 173.04 -3.61 2,908 14,420 +203
Oct15 141216 160.99 163.57 159.39 161.29 -3.42 1,548 10,106 +7
Total Volume and Open Interest 122,432 361,207 -1,501
e-miNY RBOB Gasoline(NYM)
Jan15 141216 154.10 154.10 154.10 154.10 -3.50 0 1 +0
Feb15 141216 155.40 155.44 155.40 155.40 -3.70      
Mar15 141216 157.50 157.50 157.49 157.50 -3.70      
Apr15 141216 177.70 177.70 177.66 177.70 -3.70      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan15 141216 3.736 3.789 3.605 3.619 -0.100 124,556 108,398 -21,426
Feb15 141216 3.731 3.794 3.620 3.635 -0.095 61,976 142,348 +1,859
Mar15 141216 3.713 3.755 3.587 3.600 -0.097 50,133 182,429 +10,886
Apr15 141216 3.511 3.512 3.396 3.405 -0.074 28,908 96,657 +3,169
May15 141216 3.482 3.498 3.390 3.399 -0.075 10,845 78,372 -393
Jun15 141216 3.507 3.528 3.424 3.433 -0.072 2,893 32,518 +316
Jul15 141216 3.534 3.554 3.461 3.472 -0.069 4,236 29,751 +402
Aug15 141216 3.550 3.568 3.469 3.480 -0.069 2,431 26,790 +427
Sep15 141216 3.524 3.557 3.455 3.463 -0.069 1,369 20,327 +152
Oct15 141216 3.577 3.592 3.480 3.491 -0.068 4,570 47,492 +169
Nov15 141216 3.664 3.664 3.567 3.578 -0.063 696 27,117 +160
Dec15 141216 3.809 3.825 3.743 3.753 -0.062 591 25,536 +94
Jan16 141216 3.958 3.958 3.883 3.894 -0.060 1,284 26,028 +450
Feb16 141216 3.903 3.903 3.886 3.886 -0.059 78 5,436 -14
Mar16 141216 3.843 3.844 3.834 3.834 -0.055 275 11,645 +62
Apr16 141216 3.648 3.655 3.635 3.641 -0.039 404 11,050 +8
Total Volume and Open Interest 295,666 930,302 -3,648
Brent Crude Oil(ICE)
Jan15 141216 60.65 61.01 58.50 59.86 -1.20 153,892 64,018 -27,879
Feb15 141216 60.87 61.25 58.50 60.01 -1.20 216,699 291,490 +7,284
Mar15 141216 61.41 61.83 59.14 60.61 -1.20 99,048 254,268 +5,221
Apr15 141216 62.09 62.44 59.87 61.28 -1.20 38,369 80,483 +4,241
May15 141216 62.75 63.06 60.55 61.97 -1.19 24,104 49,701 -949
Jun15 141216 63.37 63.77 61.23 62.63 -1.19 60,933 133,213 +733
Jul15 141216 64.03 64.34 61.85 63.23 -1.22 11,297 47,819 -250
Aug15 141216 64.64 64.91 62.47 63.71 -1.26 7,620 36,229 -206
Sep15 141216 65.23 65.36 62.93 64.13 -1.29 10,770 48,295 +723
Oct15 141216 63.84 65.42 63.65 64.59 -1.29 2,372 27,545 -246
Nov15 141216 64.91 65.45 64.03 65.05 -1.31 2,014 24,493 +65
Dec15 141216 66.50 66.76 64.31 65.50 -1.32 51,469 135,494 +2,130
Jan16 141216 66.07 66.22 65.74 65.96 -1.33 2,706 27,622 -7
Feb16 141216 66.04 67.19 66.04 66.43 -1.33 1,245 14,562 -129
Total Volume and Open Interest 718,246 1,474,782 -10,268
Gas Oil(ICE)
Jan15 141216 547.75 553.75 536.00 551.00 -4.75 60,281 103,042 -2,820
Feb15 141216 565.00 568.75 551.25 566.25 -6.00 42,904 94,578 +2,169
Mar15 141216 567.25 571.00 553.25 568.75 -5.75 12,188 39,225 +1,065
Apr15 141216 570.00 573.00 556.75 571.25 -6.00 8,256 25,956 +1,154
May15 141216 574.00 576.00 560.25 574.25 -6.25 3,908 21,606 +488
Jun15 141216 579.50 579.50 562.75 577.50 -6.25 10,155 40,634 +865
Jul15 141216 581.75 583.25 567.50 581.50 -6.50 1,713 10,515 -220
Aug15 141216 586.00 586.00 571.50 585.75 -6.50 1,438 9,301 +66
Sep15 141216 590.25 590.25 575.50 589.75 -6.50 1,816 10,126 +246
Oct15 141216 594.50 594.50 580.00 594.25 -6.25 1,730 10,454 +284
Total Volume and Open Interest 155,333 427,558 +6,072
Ethanol(CBOT)
Jan15 141216 1.619 1.630 1.570 1.589 -0.075 184 1,896 -2
Feb15 141216 1.554 1.555 1.529 1.539 -0.055 244 1,075 -15
Mar15 141216 1.545 1.548 1.525 1.525 -0.055 271 824 -1
Apr15 141216 1.528 1.528 1.523 1.523 -0.053 64 582 -13
May15 141216 1.535 1.535 1.533 1.533 -0.044 60 385 +1
Jun15 141216 1.539 1.539 1.539 1.539 -0.041 58 360 +9
Jul15 141216 1.560 1.560 1.542 1.542 -0.039 47 185 +9
Aug15 141216 1.540 1.540 1.540 1.540 -0.039 6 225 +5
Total Volume and Open Interest 934 5,660 -7
WTI Crude Oil(ICE)
Jan15 141216 55.58 57.14 53.62 55.93 +0.02 59,174 38,603 -4,494
Feb15 141216 56.09 57.41 53.96 56.26 unch 38,153 55,121 +3,036
Mar15 141216 56.44 57.67 54.37 56.55 -0.09 21,361 57,354 +4,663
Apr15 141216 56.90 57.91 54.94 56.85 -0.19 5,165 12,615 +570
May15 141216 57.21 58.05 55.36 57.16 -0.29 4,233 10,049 -752
Jun15 141216 57.58 58.49 55.59 57.44 -0.37 12,019 53,400 -967
Jul15 141216 56.54 58.52 56.03 57.70 -0.46 1,321 8,178 -1
Aug15 141216 56.90 58.23 56.52 57.98 -0.53 636 3,612 -22
Sep15 141216 57.29 58.79 56.93 58.33 -0.56 1,306 14,638 +292
Oct15 141216 58.71 58.71 58.71 58.71 -0.58 210 2,883 +19
Nov15 141216 59.13 59.13 59.13 59.13 -0.60 329 6,769 +1
Dec15 141216 59.23 60.55 58.04 59.56 -0.61 8,053 82,924 +318
Jan16 141216 59.88 59.88 59.88 59.88 -0.62 98 7,126 +24
Feb16 141216 60.22 60.22 60.22 60.22 -0.63 57 770 +19
Mar16 141216 60.56 60.56 60.56 60.56 -0.65 32 2,046 +14
Apr16 141216 60.89 60.89 60.89 60.89 -0.67 6 2,471 +2
Total Volume and Open Interest 157,443 428,708 +4,193
US Dollar Index(ICE)
Mar15 141216 88.680 88.735 87.830 88.298 -0.385 42,834 86,064 +4,207
Jun15 141216 89.000 89.000 88.115 88.577 -0.360 114 1,038 +103
Sep15 141216 88.800 88.940 88.385 88.787 -0.360 3 561 +3
Total Volume and Open Interest 56,111 92,057 -3,060
Australian Dollar(CME)
Dec14 141215 82.49 82.59 82.06 82.10 -0.38 135,523 85,494 -13,865
Mar15 141216 81.56 82.20 81.45 81.57 -0.10 76,371 116,114 +9,324
Jun15 141216 81.19 81.45 81.06 81.08 -0.09 4 84 +2
Total Volume and Open Interest 95,436 195,467 +3,048
British Pound(CME)
Dec14 141215 157.24 157.48 156.27 156.27 -0.79 108,107 105,840 -21,315
Mar15 141216 156.32 157.76 156.00 157.19 +0.88 73,236 136,366 +5,710
Jun15 141216 156.20 157.50 156.20 157.07 +0.88 4 161 +2
Total Volume and Open Interest 98,765 230,100 -6,613
Canadian Dollar(CME)
Dec14 141216 85.76 86.10 85.75 85.95 +0.09 27,538 35,951 -3,972
Mar15 141216 85.57 85.96 85.55 85.75 +0.07 71,395 90,936 +3,802
Jun15 141216 85.45 85.72 85.45 85.57 +0.08 110 3,144 +24
Sep15 141216 85.45 85.45 85.41 85.41 +0.08 251 1,546 +175
Total Volume and Open Interest 99,372 132,233 +91
Japanese Yen(CME)
Dec14 141215 84.49 84.90 84.04 84.30 +0.09 262,021 119,543 -24,585
Mar15 141216 84.98 86.63 84.85 85.39 +0.35 241,403 231,301 +12,677
Jun15 141216 85.12 86.70 84.95 85.48 +0.35 39 495 +18
Total Volume and Open Interest 300,978 330,042 -8,653
Swiss Franc(CME)
Dec14 141215 103.70 103.85 103.40 103.43 -0.24 80,294 37,137 -7,984
Mar15 141216 103.71 104.78 103.66 104.09 +0.44 55,083 51,015 -299
Jun15 141216 104.43 104.44 104.25 104.25 +0.46 3 285 -3
Total Volume and Open Interest 67,472 84,078 -4,692
EuroFX(CME)
Dec14 141215 124.73 124.74 124.16 124.23 -0.29 360,548 205,449 -63,518
Mar15 141216 124.51 125.79 124.43 124.95 +0.51 254,091 368,406 +29,979
Jun15 141216 124.56 125.82 124.44 125.05 +0.51 359 1,660 +54
Total Volume and Open Interest 344,359 547,010 +1,390
Mexican Peso(CME)
Dec14 141215 679.12 679.25 675.62 675.75 -3.62 63,000 49,588 -21,506
Jan15 141216 678.38 678.38 678.38 678.38 +2.12      
Total Volume and Open Interest 54,734 179,821 -1,827
Brazilian Real(CME)
Jan15 141216 369.60 370.80 361.15 363.55 -7.05 2,338 32,992 +8
Feb15 141216 360.70 361.30 358.40 360.40 -6.70 1 20,205 +0
Mar15 141216 357.50 360.00 356.45 357.65 -7.10 49 1,081 +2
Apr15 141216 354.85 354.85 354.85 354.85 -6.35      
Total Volume and Open Interest 2,388 63,438 +10
30-Year T-Bonds(CBOT)
Dec14 141216 146~220 147~300 146~170 147~070 +0~220 2,169 13,521 -633
Mar15 141216 145~020 146~190 145~000 145~250 +0~220 453,482 901,200 -6,191
Jun15 141216 159~160 161~090 159~100 160~100 +1~000 103 1,208 +1
Total Volume and Open Interest 455,754 915,929 -6,823
10-Year T-Notes(CBOT)
Dec14 141216 127~275 128~225 127~225 128~035 +0~130 22,450 38,920 -5,926
Mar15 141216 127~090 128~125 127~085 127~205 +0~125 1,525,258 2,729,410 +79,647
Jun15 141216 126~205 126~205 126~080 126~205 +0~125      
Total Volume and Open Interest 1,547,708 2,768,330 +73,721
5-Year T-Notes(CBOT)
Dec14 141216 120~050 120~150 120~010 120~040 +0~080 6,788 30,854 -1,765
Mar15 141216 119~064 119~300 119~062 119~136 +0~090 774,886 1,786,344 -13,199
Jun15 141216 118~232 118~232 118~232 118~232 +0~090      
Total Volume and Open Interest 781,674 1,817,198 -14,964
2 Year T-Notes(CBOT)
Dec14 141216 109~314 109~314 109~252 109~270 +0~016 4,886 15,089 -3,577
Mar15 141216 109~126 109~202 109~122 109~144 +0~022 271,890 1,281,662 -15,207
Jun15 141216 109~064 109~064 109~042 109~064 +0~022      
Total Volume and Open Interest 276,776 1,296,751 -18,784
Eurodollars(CME)
Mar15 141216 99.705 99.720 99.700 99.705 unch 268,319 1,196,429 -81,633
Jun15 141216 99.575 99.620 99.570 99.580 +0.015 288,638 1,074,980 -586
Sep15 141216 99.380 99.460 99.380 99.405 +0.040 354,576 1,001,761 -7,973
Dec15 141216 99.145 99.250 99.140 99.175 +0.050 607,135 1,208,623 -28,727
Mar16 141216 98.895 99.030 98.895 98.940 +0.060 347,864 885,152 -1,613
Jun16 141216 98.645 98.800 98.645 98.700 +0.065 302,783 705,860 +14,674
Sep16 141216 98.410 98.570 98.410 98.465 +0.065 292,206 638,144 -6,806
Dec16 141216 98.200 98.370 98.200 98.255 +0.070 634,390 1,051,511 +32,095
Mar17 141216 98.030 98.200 98.030 98.085 +0.070 215,533 470,319 +741
Jun17 141216 97.865 98.045 97.865 97.925 +0.070 239,718 456,811 +19,802
Sep17 141216 97.740 97.915 97.740 97.795 +0.065 154,395 344,979 -951
Dec17 141216 97.620 97.805 97.620 97.680 +0.065 241,732 462,883 +36,311
Mar18 141216 97.545 97.725 97.545 97.600 +0.060 89,689 286,453 -2,855
Jun18 141216 97.475 97.645 97.470 97.530 +0.060 66,866 198,993 -1,673
Sep18 141216 97.415 97.575 97.415 97.470 +0.060 52,347 128,703 -864
Dec18 141216 97.355 97.510 97.355 97.410 +0.055 67,057 252,260 +3,876
Mar19 141216 97.315 97.465 97.315 97.365 +0.050 34,576 123,004 -2,069
Jun19 141216 97.275 97.415 97.275 97.320 +0.045 22,742 82,819 -364
Total Volume and Open Interest 4,330,262 10,799,962 -789,695
Ultra T-Bond(CBOT)
Dec14 141216 165~10 167~00 165~06 166~15 +1~09 5,606 12,031 +53
Mar15 141216 165~05 167~12 165~03 166~14 +1~09 117,186 528,630 -6,790
Jun15 141216 165~01 165~01 163~24 165~01 +1~09      
Total Volume and Open Interest 122,792 540,661 -6,737
30 Day Federal Funds(CBOT)
Dec14 141216 99.887 99.890 99.885 99.890 unch 7,018 67,459 +4,265
Jan15 141216 99.890 99.895 99.885 99.890 unch 2,845 53,901 -165
Feb15 141216 99.885 99.890 99.875 99.885 unch 1,235 65,108 +472
Mar15 141216 99.875 99.885 99.865 99.875 unch 1,181 71,740 +276
Apr15 141216 99.865 99.880 99.855 99.860 unch 3,507 73,643 +827
May15 141216 99.840 99.870 99.835 99.835 unch 7,474 93,140 -61
Total Volume and Open Interest 67,151 731,691 +7,264
3-Mth Euro-Yen(CME)
Mar15 141216 99.805 99.805 99.805 99.805 unch      
Jun15 141216 99.810 99.810 99.810 99.810 unch      
Sep15 141216 99.830 99.830 99.830 99.830 unch      
Dec15 141216 99.790 99.790 99.790 99.790 unch      
Mar16 141216 99.690 99.690 99.690 99.690 unch      
Jun16 141216 99.550 99.550 99.550 99.550 unch      
Sep16 141216 99.410 99.410 99.410 99.410 unch      
Dec16 141216 99.750 99.750 99.750 99.750 unch      
Mar17 141216 99.610 99.610 99.610 99.610 unch      
Jun17 141216 99.470 99.470 99.470 99.470 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar15 141216 99.81 99.81 99.81 99.81 unch      
Jun15 141216 99.81 99.81 99.81 99.81 unch 0 1 +0
Sep15 141216 99.79 99.79 99.79 99.79 unch 0 1 +0
Dec15 141216 99.83 99.83 99.83 99.83 unch 0 33 +0
Mar16 141216 99.69 99.69 99.69 99.69 unch      
Jun16 141216 99.55 99.55 99.55 99.55 unch      
Sep16 141216 99.41 99.41 99.41 99.41 unch      
Dec16 141216 99.75 99.75 99.75 99.75 unch 0 4 +0
Total Volume and Open Interest 0 69 +0
Japanese Gov't Bonds(SGX)
Mar15 141216 147.39 147.69 147.36 147.69 +0.30 1,228 19,520 -356
Jun15 141216 147.12 147.12 147.12 147.12 +0.30      
Sep15 141216 146.55 146.55 146.55 146.55 +0.30      
Total Volume and Open Interest 1,228 19,520 -356
Euro-Bund(EUREX)
Mar15 141216 154.62 155.44 154.53 155.03 +0.38 555,954 1,084,663 +10,727
Jun15 141216 152.63 153.35 152.63 153.00 +0.38 205 655 +49
Sep15 141216 152.73 152.73 152.73 152.73 +0.38      
Total Volume and Open Interest 556,159 1,085,318 +10,776
Euro-Bobl(EUREX)
Mar15 141216 129.79 130.05 129.79 129.87 +0.07 254,763 838,155 +7,033
Jun15 141216 128.21 128.21 128.21 128.21 +0.07 0 39 +0
Sep15 141216 129.57 129.57 129.57 129.57 +0.07      
Total Volume and Open Interest 254,763 838,194 +7,033
3-Mth Euribor(EUREX)
Dec14 141215 99.918 99.918 99.918 99.918 -0.002 0 3,039 +0
Mar15 141216 99.900 99.900 99.900 99.900 -0.010 0 3,943 +0
Jun15 141216 99.910 99.910 99.910 99.910 -0.010 2 2,077 +1
Total Volume and Open Interest 17 50,075 +10
Long Gilt(LIFFE)
Dec14 141216 119~31 120~24 119~31 120~02 +0~16 511 22,718 -223
Mar15 141216 118~25 120~02 118~25 119~08 +0~16 165,681 423,442 +7,132
Total Volume and Open Interest 166,192 446,160 +6,909
3-Mth Short Sterling(LIFFE)
Dec14 141216 99.44 99.44 99.43 99.44 +0.01 13,023 360,904 +586
Mar15 141216 99.39 99.41 99.38 99.39 unch 35,909 396,042 +4,909
Jun15 141216 99.36 99.38 99.34 99.36 +0.01 33,223 482,745 +2,673
Sep15 141216 99.27 99.31 99.27 99.29 +0.03 74,827 385,637 +15,501
Dec15 141216 99.15 99.20 99.15 99.18 +0.04 65,175 318,157 -2,719
Mar16 141216 99.01 99.09 99.01 99.06 +0.06 47,314 281,110 +7,680
Total Volume and Open Interest 459,730 3,374,618 +24,068
3-Mth Euribor(LIFFE)
Mar15 141216 99.905 99.910 99.890 99.900 -0.015 46,176 392,664 -303
Jun15 141216 99.915 99.920 99.900 99.905 -0.015 24,119 336,485 -4,435
Sep15 141216 99.920 99.925 99.905 99.910 -0.010 28,865 352,643 -1,652
Total Volume and Open Interest 306,404 3,299,398 -9,552
3-Mth Aus T-Bills(SFE)
Dec14 141211 97.28 97.28 97.24 97.27 -0.01 23,909 70,148 -4,881
Mar15 141216 97.49 97.49 97.45 97.48 -0.01 43,297 235,706 +7,285
Jun15 141216 97.60 97.61 97.56 97.59 -0.01 32,526 232,009 -3,680
Sep15 141216 97.62 97.62 97.59 97.61 -0.01 17,785 172,338 +530
Dec15 141216 97.60 97.60 97.56 97.59 -0.01 16,341 107,970 +875
Mar16 141216 97.57 97.57 97.52 97.56 -0.01 7,382 72,854 +2,509
Jun16 141216 97.53 97.54 97.48 97.52 unch 5,418 39,400 +1,801
Sep16 141216 97.45 97.49 97.43 97.48 +0.01 3,691 28,685 -325
Dec16 141216 97.40 97.44 97.39 97.43 unch 3,645 13,860 +2,435
Mar17 141216 97.36 97.37 97.36 97.37 -0.01 5 4,010 +3
Total Volume and Open Interest 130,358 913,189 +9,513
10-Year Aus T-Bonds(SFE)
Mar15 141216 97.09 97.13 97.06 97.12 +0.03 138,863 596,245 +67,837
Jun15 141216 97.12 97.12 97.12 97.12        
3-Year Aus T-Bonds(SFE)
Mar15 141216 97.78 97.79 97.73 97.78 -0.01 179,474 619,305 +70,491
Jun15 141216 97.78 97.78 97.78 97.78        
Gold(CMX)
Dec14 141216 1197.2 1222.0 1193.7 1193.9 -13.3 203 881 -163
Feb15 141216 1195.4 1223.9 1187.8 1194.3 -13.4 121,177 231,692 -13
Apr15 141216 1194.3 1222.9 1189.0 1195.0 -13.3 3,341 48,462 +1,621
Jun15 141216 1198.0 1224.3 1192.0 1195.5 -13.3 3,596 34,376 +973
Aug15 141216 1193.6 1198.9 1192.8 1196.0 -13.3 1,839 9,431 +114
Oct15 141216 1213.0 1213.0 1196.5 1196.5 -13.3 299 3,059 +4
Dec15 141216 1205.0 1223.0 1197.1 1197.1 -13.4 268 21,049 +13
Feb16 141216 1198.0 1198.0 1198.0 1198.0 -13.5 0 2,403 +0
Apr16 141216 1201.5 1201.5 1199.1 1199.1 -13.6 0 514 +0
Jun16 141216 1200.3 1200.3 1200.3 1200.3 -13.7 0 4,562 +0
Aug16 141216 1201.9 1201.9 1201.9 1201.9 -13.8      
Oct16 141216 1203.7 1203.7 1203.7 1203.7 -13.9      
Total Volume and Open Interest 131,389 373,072 +2,518
Silver(CMX)
Dec14 141216 1613.5 1616.0 1571.5 1571.5 -81.2 488 383 -14
Mar15 141216 1620.5 1666.5 1554.0 1575.2 -81.1 29,513 102,419 +620
May15 141216 1622.5 1659.0 1567.5 1577.9 -81.2 1,254 11,293 +419
Jul15 141216 1627.5 1640.0 1575.0 1580.4 -81.4 508 7,620 +330
Sep15 141216 1627.5 1627.5 1562.5 1582.7 -81.7 435 3,108 +55
Dec15 141216 1632.5 1658.5 1585.9 1585.9 -82.0 960 14,086 +511
Mar16 141216 1589.7 1589.7 1589.7 1589.7 -82.2 0 378 +0
Total Volume and Open Interest 33,715 149,396 +1,860
Platinum(NYMEX)
Jan15 141216 1210.0 1228.0 1195.0 1196.5 -18.4 10,439 47,023 -825
Apr15 141216 1215.8 1229.8 1197.0 1198.4 -18.4 2,978 20,558 +1,926
Jul15 141216 1200.7 1200.7 1200.7 1200.7 -18.7 0 218 +0
Oct15 141216 1203.4 1203.4 1203.4 1203.4 -18.7 0 9 +0
Total Volume and Open Interest 13,421 67,814 +1,102
Palladium(NYMEX)
Dec14 141216 804.80 805.90 784.00 784.00 -17.75 1 116 +0
Mar15 141216 797.15 807.60 781.60 784.00 -18.55 2,241 31,402 -67
Jun15 141216 784.00 784.70 784.00 784.70 -18.55 1 404 +1
Total Volume and Open Interest 2,243 31,936 -66
Copper(CMX)
Dec14 141216 289.30 289.60 286.00 287.75 -2.05 219 1,697 -40
Mar15 141216 287.25 288.60 284.40 285.85 -2.00 26,959 108,219 -1,820
May15 141216 287.40 288.50 284.85 286.10 -1.80 2,469 21,176 +219
Jul15 141216 288.15 288.15 285.95 286.50 -1.75 387 5,663 +99
Sep15 141216 287.90 287.90 285.85 286.85 -1.80 108 5,227 +78
Total Volume and Open Interest 30,810 149,587 -1,447
DJIA Index(CBOT)
Dec14 141216 17248 17410 17070 17070 -120 2,927 13,855 +1,720
Mar15 141216 17158 17330 16988 17007 -118 364 1,429 +234
Jun15 141216 16921 17039 16921 16921 -118      
Sep15 141216 16831 16949 16831 16831 -118      
Total Volume and Open Interest 3,291 15,284 +1,954
E-mini DJIA Index(CBOT)
Dec14 141216 17209 17431 17039 17070 -120 100,556 95,724 -20,726
Mar15 141216 17147 17367 16974 17007 -118 202,476 59,707 +25,839
Jun15 141216 17060 17060 16921 16921 -118 9 32 +6
Sep15 141216 16831 16831 16831 16831 -118 0 3 +0
Total Volume and Open Interest 303,041 155,466 +5,119
S & P 500(CME)
Dec14 141216 1983.50 2016.00 1970.00 1971.60 -18.40 31,483 102,938 -23,804
Mar15 141216 1982.60 2010.70 1960.40 1965.10 -18.10 27,660 62,046 +20,947
Jun15 141216 1997.50 2001.80 1957.70 1957.70 -18.10 0 3,637 +0
Sep15 141216 1951.10 1995.20 1951.10 1951.10 -18.10 2 119 -2
Total Volume and Open Interest 59,152 168,751 -2,862
S & P 500 E-Mini(Globex)
Dec14 141216 1991.25 2018.00 1968.25 1971.50 -18.50 1,487,564 1,818,004 -423,678
Mar15 141216 1984.50 2011.25 1961.50 1965.00 -18.25 2,464,056 1,422,793 +506,316
Total Volume and Open Interest 3,952,177 3,244,709 +82,812
NASDAQ 100(CME)
Dec14 141216 4132.00 4190.00 4085.00 4086.50 -77.30 1,162 16,333 -221
Mar15 141216 4165.00 4187.00 4080.00 4083.30 -77.00 1,012 2,343 +1,274
Jun15 141216 4070.80 4070.80 4070.80 4070.80 -76.70      
Total Volume and Open Interest 2,174 18,676 +1,053
NASDAQ 100 E-Mini(Globex)
Dec14 141216 4164.00 4192.80 4084.30 4086.50 -77.30 245,579 243,486 -71,530
Mar15 141216 4162.30 4189.80 4080.80 4083.30 -77.00 402,592 144,266 +68,357
Total Volume and Open Interest 648,193 387,861 -3,155
S & P Midcap 400(CME)
Dec14 141216 1389.00 1389.00 1389.00 1389.00 -4.10 0 3,025 +0
Mar15 141216 1384.20 1384.20 1384.20 1384.20 -5.00 0 12 +0
Jun15 141216 1382.20 1382.20 1382.20 1382.20 -5.00      
Total Volume and Open Interest 0 3,037 +0
Volatility Index(CBOE)
Dec14 141216 19.50 23.40 18.53 23.10 +3.50 139,145 72,574 -13,373
Jan15 141216 18.70 20.25 17.80 20.10 +1.35 203,691 147,077 +22,900
Feb15 141216 19.06 20.15 18.25 20.10 +0.95 68,133 50,245 +545
Mar15 141216 19.30 20.10 18.50 20.05 +0.75 32,295 36,080 +43
Total Volume and Open Interest 481,242 367,662 +14,424
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar15 141216 16825 16980 16525 16640 -140 23,938 63,805 -250
Jun15 141216 16705 16705 16705 16705 -140      
Total Volume and Open Interest 23,938 63,805 -250
Nikkei 225(SGX)
Mar15 141216 16995 17125 16620 16765 -240 136,715 278,093 +5,788
Jun15 141216 16920 16920 16670 16670 -240 4 2,645 +4
Sep15 141216 16660 16660 16660 16660 -240 0 5 +0
Total Volume and Open Interest 136,876 292,158 -182,425
CAC 40(EURONEXT)
Dec14 141216 4019.5 4100.5 3925.0 4095.5 +90.5 172,042 290,042 +9,577
Jan15 141216 4019.0 4102.0 3927.5 4097.5 +90.0 17,109 31,647 +12,950
Feb15 141216 3960.0 4097.5 3927.0 4097.5 +90.0 5 14 +3
Total Volume and Open Interest 189,538 326,615 +22,865
Hang Seng Index(HKFE)
Dec14 141216 22998 23025 22600 22603 -363 51,071 100,347 -1,690
Jan15 141216 23030 23040 22620 22620 -365 587 5,014 +128
Total Volume and Open Interest 52,816 108,790 -978
DAX(EUREX)
Dec14 141216 9363.5 9577.5 9216.5 9564.5 +225.0 163,721 127,683 -16,737
Mar15 141216 9370.0 9585.5 9227.0 9574.0 +224.0 10,936 46,861 +7,705
Jun15 141216 9384.0 9600.0 9251.0 9589.0 +223.0 66 1,552 +19
Total Volume and Open Interest 174,723 176,096 -9,013
FT-SE 100(EURONEXT)
Dec14 141216 6205.50 6349.00 6140.50 6325.00 +138.50 185,470 504,607 -49,515
Mar15 141216 6170.50 6294.00 6086.00 6269.50 +138.50 47,740 115,955 +42,868
Jun15 141216 6214.50 6224.50 6212.50 6212.50 +138.50 10 104 +0
Total Volume and Open Interest 233,220 620,666 -6,647
SPI 200(SFE)
Dec14 141216 5179.0 5207.0 5129.0 5154.0 -23.0 29,653 227,746 -6,238
Mar15 141216 5137.0 5164.0 5090.0 5111.0 -24.0 7,761 15,289 +6,442
Jun15 141216 5106.0 5106.0 5106.0 5106.0 -25.0 72 2,743 +33
Total Volume and Open Interest 37,644 248,028 +319
FTSE MIB(ISE)
Dec14 141216 18180.00 18700.00 17735.00 18609.00 +504.00 40,543 45,685 -56
Mar15 141216 18180.00 18730.00 17780.00 18636.00 +504.00 3,995 7,757 +1,605
Jun15 141216 17850.00 18000.00 17850.00 17850.00 +73.00 0 1 +0
Total Volume and Open Interest 44,538 53,452 +1,549
KOSPI 200(KFE)
Mar15 141216 246.10 246.55 242.50 243.50 -2.30 124,377 103,948 +2,695
Jun15 141216 246.25 247.05 243.65 244.45 -2.15 95 1,295 +3
Sep15 141216 245.95 245.95 245.95 245.95 -2.30 1 734 +1
Total Volume and Open Interest 124,473 106,403 +2,700
GSCI(CME)
Jan15 141216 440.00 441.00 432.50 435.50 -4.30 852 10,989 +729
Feb15 141216 437.20 442.50 434.00 437.20 -4.30      
Mar15 141216 441.30 446.50 437.50 441.30 -4.30      
Total Volume and Open Interest 1,665 11,785  
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