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 August 18, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep15 150818 925.25 929.25 912.25 913.25 -13.75 10,557 45,107 -246
Nov15 150818 914.75 919.50 902.50 904.25 -12.75 85,658 361,939 +1,935
Jan16 150818 919.50 925.00 908.00 910.00 -12.25 13,093 63,691 +735
Mar16 150818 920.25 923.50 908.00 909.75 -12.25 7,510 84,021 +961
May16 150818 918.25 922.25 907.50 909.50 -11.50 4,484 55,805 +549
Jul16 150818 925.50 925.75 911.25 913.25 -11.25 1,990 31,174 -38
Aug16 150818 915.00 915.25 909.75 911.75 -10.50 64 1,177 +13
Sep16 150818 897.00 897.00 896.75 896.75 -10.25 11 489 +5
Nov16 150818 900.50 902.00 887.50 890.50 -10.75 1,446 16,846 +306
Jan17 150818 896.25 896.25 896.25 896.25 -10.50 0 104 +0
Mar17 150818 900.25 900.25 900.25 900.25 -10.50 0 87 +0
May17 150818 905.25 905.25 903.25 903.25 -10.75 0 54 +0
Jul17 150818 908.25 908.25 908.25 908.25 -10.75 0 92 +0
Aug17 150818 906.25 906.25 906.25 906.25 -10.75 0 19 +0
Total Volume and Open Interest 124,815 660,971 +4,014
Soybean Meal(CBOT)
Sep15 150818 325.10 326.90 322.00 324.60 -0.80 9,498 55,542 -581
Oct15 150818 317.30 318.60 313.80 316.00 -1.70 5,401 39,112 +420
Dec15 150818 314.00 316.00 310.60 312.90 -1.80 32,370 169,714 -1,280
Jan16 150818 312.50 313.90 308.70 310.60 -2.40 4,143 24,684 +557
Mar16 150818 310.30 311.70 306.70 308.50 -2.40 2,756 29,617 +454
May16 150818 307.40 308.10 303.50 305.20 -2.30 3,184 25,952 -203
Jul16 150818 308.00 308.80 304.10 305.70 -2.30 2,391 21,141 -389
Aug16 150818 307.20 308.20 304.10 305.40 -2.10 371 3,384 +44
Sep16 150818 306.10 307.00 303.40 304.30 -1.90 664 4,331 +107
Oct16 150818 303.50 303.50 300.30 301.40 -1.70 219 3,481 +30
Total Volume and Open Interest 62,329 385,903 -486
Soybean Oil(CBOT)
Sep15 150818 29.02 29.10 28.29 28.32 -0.74 13,914 51,013 +1,158
Oct15 150818 29.08 29.15 28.40 28.43 -0.74 6,726 36,831 +1,125
Dec15 150818 29.28 29.42 28.58 28.62 -0.75 39,589 186,535 -228
Jan16 150818 29.58 29.61 28.86 28.89 -0.74 4,290 33,913 +639
Mar16 150818 29.81 29.86 29.08 29.09 -0.76 4,969 27,832 +530
May16 150818 29.94 30.05 29.23 29.26 -0.72 2,040 23,800 -7
Jul16 150818 30.11 30.19 29.41 29.42 -0.72 2,121 14,980 +26
Aug16 150818 30.14 30.16 29.48 29.48 -0.70 235 2,898 +53
Sep16 150818 30.18 30.18 29.52 29.52 -0.67 280 2,241 -14
Oct16 150818 30.16 30.16 29.51 29.51 -0.64 496 2,174 +140
Total Volume and Open Interest 75,923 388,237 +3,576
Canola(WCE)
Nov15 150818 485.5 486.3 472.1 474.7 -10.8 14,457 127,829 -2,842
Jan16 150818 483.4 483.7 471.3 473.8 -10.8 3,672 29,105 +1,366
Mar16 150818 479.8 479.8 470.0 472.7 -10.6 364 9,786 +107
May16 150818 475.0 476.3 467.5 469.7 -10.1 30 994 +19
Jul16 150818 470.3 471.8 462.8 465.7 -9.5 31 2,768 +4
Total Volume and Open Interest 18,579 171,651 -1,321
Corn(CBOT)
Sep15 150818 363.00 368.25 361.75 366.25 +3.00 121,627 274,417 -22,344
Dec15 150818 374.50 379.25 373.00 377.25 +2.75 171,608 743,379 +10,419
Mar16 150818 386.25 390.50 384.50 388.75 +2.75 52,118 183,249 -1,763
May16 150818 392.50 396.50 391.00 395.00 +2.75 5,010 39,995 +1,430
Jul16 150818 398.75 401.00 395.75 399.25 +2.25 5,787 69,433 +132
Sep16 150818 395.00 396.50 391.75 394.75 +1.25 1,486 19,858 +269
Dec16 150818 400.00 401.50 396.25 399.50 +0.75 5,804 66,597 +3
Mar17 150818 407.00 409.50 407.00 409.50 +0.25 53 2,291 -9
May17 150818 415.50 415.75 414.00 415.75 +0.25 12 957 +2
Jul17 150818 420.00 420.50 420.00 420.50 unch 3 952 -1
Total Volume and Open Interest 363,541 1,403,202 -11,838
Wheat(CBOT)
Sep15 150818 499.50 503.25 493.25 494.25 -6.25 50,412 115,763 -9,964
Dec15 150818 503.75 507.25 497.00 498.75 -5.75 52,354 206,747 +4,926
Mar16 150818 508.75 512.00 501.50 503.50 -6.25 9,807 55,430 +199
May16 150818 513.50 514.75 505.00 506.50 -6.75 2,698 16,694 +571
Jul16 150818 516.00 517.75 505.00 510.00 -6.25 1,231 25,557 +94
Sep16 150818 523.50 527.00 519.00 519.50 -6.25 87 1,388 +48
Total Volume and Open Interest 116,641 425,010 -4,103
Wheat(KCBT)
Sep15 150818 481.00 483.75 474.00 476.00 -6.25 15,265 70,551 -4,610
Dec15 150818 501.50 503.50 493.50 495.50 -6.75 16,476 81,210 +3,094
Mar16 150818 515.50 516.25 507.75 509.25 -7.00 2,387 25,598 +685
May16 150818 526.00 526.25 518.50 518.75 -7.50 818 7,436 +169
Jul16 150818 535.25 536.25 527.75 527.75 -7.75 742 14,147 +149
Sep16 150818 545.00 550.25 542.00 542.00 -7.75 37 1,553 -12
Total Volume and Open Interest 35,795 201,717 -519
Wheat(MGE)
Sep15 150818 512.00 513.50 506.00 508.25 -4.75 8,055 18,237 -1,474
Dec15 150818 527.50 530.00 521.75 523.25 -5.25 9,084 26,109 +1,843
Mar16 150818 544.25 544.50 538.25 539.50 -4.75 1,412 11,301 +51
May16 150818 553.00 554.50 549.00 550.00 -4.00 323 5,002 +64
Jul16 150818 562.00 562.00 559.00 560.25 -3.50 196 3,164 +12
Total Volume and Open Interest 19,193 65,032 +547
Oats(CBOT)
Sep15 150818 221.75 225.75 221.50 225.00 +1.75 27 1,288 -22
Dec15 150818 234.50 238.25 234.00 237.50 +1.50 125 6,839 +17
Mar16 150818 241.50 246.00 241.50 246.00 +2.25 16 583 -11
May16 150818 253.50 253.50 253.50 253.50 +2.25 1 54 +0
Total Volume and Open Interest 169 8,764 -16
Rough Rice(CBOT)
Sep15 150818 11.95 11.99 11.77 11.84 -0.15 548 4,893 -192
Nov15 150818 12.23 12.27 12.05 12.11 -0.16 487 3,847 +224
Jan16 150818 12.44 12.44 12.35 12.41 -0.16 25 1,445 +7
Mar16 150818 12.64 12.64 12.64 12.64 -0.13 5 37 +0
Total Volume and Open Interest 1,065 10,223 +39
Live Cattle(CME)
Aug15 150818 148.185 148.450 146.880 147.200 -0.700 4,034 7,462 -1,524
Oct15 150818 147.250 148.185 147.100 147.400 -0.300 21,974 103,936 +549
Dec15 150818 149.075 149.800 148.850 149.185 -0.140 8,598 55,886 +351
Feb16 150818 148.535 149.300 148.380 149.050 +0.200 4,796 29,679 +711
Apr16 150818 147.235 147.900 146.935 147.750 +0.315 2,234 22,947 +233
Jun16 150818 139.250 140.100 139.250 140.075 +0.425 781 7,815 +175
Total Volume and Open Interest 42,503 230,134 +503
Feeder Cattle(CME)
Aug15 150818 214.035 214.800 213.785 214.550 +0.150 1,368 7,816 -496
Sep15 150818 209.035 210.250 209.035 209.630 +0.395 1,448 7,030 +189
Oct15 150818 206.750 207.685 206.535 207.080 +0.180 2,591 14,866 +100
Nov15 150818 204.650 205.400 204.330 204.900 +0.150 764 5,762 +53
Jan16 150818 198.485 199.000 198.050 198.600 +0.115 431 4,742 +24
Mar16 150818 195.235 195.900 194.935 195.600 +0.470 65 1,958 +12
Apr16 150818 195.380 195.685 195.185 195.685 +0.200 12 394 -2
Total Volume and Open Interest 6,696 42,950 -111
Lean Hogs(CME)
Oct15 150818 66.225 66.475 65.250 66.135 -0.150 13,587 83,089 -1,592
Dec15 150818 62.130 62.485 61.285 62.250 -0.050 7,103 50,222 -784
Feb16 150818 67.050 67.285 66.300 67.200 unch 5,093 25,613 -391
Apr16 150818 71.180 71.680 70.950 71.635 +0.085 2,554 20,969 -76
May16 150818 76.000 76.250 76.000 76.150 -0.100 0 314 +0
Jun16 150818 79.385 79.750 79.150 79.750 +0.115 352 7,272 +22
Jul16 150818 78.500 78.600 78.500 78.600 +0.020 27 1,071 +9
Aug16 150818 77.385 77.385 77.285 77.385 unch 32 633 +0
Total Volume and Open Interest 29,249 190,945 -10,736
Class III Milk(CME)
Aug15 150818 16.42 16.45 16.40 16.43 -0.01 72 4,414 +1
Sep15 150818 16.45 16.72 16.45 16.68 +0.21 202 4,712 +49
Oct15 150818 16.56 16.74 16.56 16.70 +0.16 129 4,256 -23
Nov15 150818 16.27 16.45 16.27 16.40 +0.15 81 3,823 +43
Dec15 150818 15.95 16.05 15.94 16.05 +0.10 43 3,495 +8
Jan16 150818 15.45 15.64 15.45 15.55 +0.13 20 1,270 +9
Feb16 150818 15.30 15.40 15.30 15.32 +0.10 19 1,206 +16
Mar16 150818 15.32 15.40 15.32 15.32 +0.05 15 1,126 +13
Apr16 150818 15.44 15.51 15.40 15.40 +0.07 23 845 +15
May16 150818 15.75 15.81 15.75 15.77 +0.10 27 804 +17
Jun16 150818 16.07 16.15 16.07 16.15 +0.12 27 633 +19
Jul16 150818 16.35 16.40 16.35 16.35 +0.06 24 490 +16
Aug16 150818 16.61 16.61 16.60 16.61 +0.05 19 418 +18
Total Volume and Open Interest 771 29,028 +262
Cocoa(ICE)
Sep15 150818 3048 3098 3048 3085 +53 5,239 4,502 -3,138
Dec15 150818 3063 3092 3060 3084 +28 16,944 93,834 +799
Mar16 150818 3066 3089 3065 3081 +21 3,741 46,121 +601
May16 150818 3067 3086 3067 3080 +19 550 16,446 +49
Jul16 150818 3067 3085 3067 3078 +16 338 8,143 +100
Sep16 150818 3075 3077 3066 3077 +16 53 1,911 +9
Dec16 150818 3067 3068 3058 3068 +14 17 3,462 +0
Total Volume and Open Interest 26,882 176,189 -1,580
Coffee "C"(ICE)
Sep15 150818 134.70 136.35 133.10 135.30 +0.55 22,751 32,346 -8,708
Dec15 150818 138.50 140.15 136.75 139.05 +0.50 28,782 87,689 +1,677
Mar16 150818 141.85 143.50 140.40 142.50 +0.55 3,821 26,243 +516
May16 150818 143.80 145.10 142.30 144.55 +0.55 1,041 12,067 +179
Jul16 150818 145.95 147.05 145.10 146.50 +0.55 638 4,594 +234
Sep16 150818 147.30 148.70 146.80 148.20 +0.55 324 4,005 +63
Total Volume and Open Interest 57,531 175,892 -5,996
Orange Juice(ICE)
Sep15 150818 131.00 132.35 130.70 130.90 -0.70 1,706 4,603 -1,176
Nov15 150818 131.90 132.00 130.35 130.50 -1.35 1,352 7,856 +1,246
Jan16 150818 133.15 133.25 132.10 132.10 -1.20 0 712 +0
Mar16 150818 134.00 134.00 134.00 134.00 -1.20 0 358 +0
May16 150818 135.90 135.90 135.90 135.90 -1.25 0 16 +0
Jul16 150818 137.00 137.00 137.00 137.00 -1.25      
Total Volume and Open Interest 3,058 13,545 +70
Sugar #11(ICE)
Oct15 150818 10.63 10.93 10.51 10.73 +0.10 45,602 441,679 -953
Mar16 150818 11.80 12.08 11.65 11.94 +0.15 24,545 243,221 +4,370
May16 150818 11.99 12.22 11.83 12.11 +0.14 5,511 68,496 +512
Jul16 150818 12.00 12.28 11.92 12.18 +0.13 3,281 43,642 -101
Oct16 150818 12.23 12.53 12.19 12.43 +0.13 990 34,932 -71
Mar17 150818 12.87 13.14 12.85 13.06 +0.11 399 17,804 +97
May17 150818 13.02 13.29 13.01 13.21 +0.11 159 3,651 +32
Jul17 150818 13.16 13.44 13.16 13.36 +0.11 165 3,662 +27
Total Volume and Open Interest 80,698 862,839 +3,929
London Cocoa(LCE)
Sep15 150818 2016 2035 2016 2032 +15 3,699 54,667 -1,088
Dec15 150818 2038 2054 2038 2052 +11 13,595 75,184 +2,138
Mar16 150818 2026 2038 2024 2036 +8 3,908 69,425 -89
May16 150818 2026 2034 2022 2032 +5 982 20,433 +127
Jul16 150818 2027 2028 2021 2028 +1 653 26,251 +149
Sep16 150818 2019 2023 2017 2023 +1 302 18,950 +123
Dec16 150818 2006 2013 2005 2010 +1 50 3,242 +28
Total Volume and Open Interest 23,211 271,585 +1,402
London Sugar(LCE)
Oct15 150818 347.00 350.00 343.90 344.10 -3.40 3,498 29,973 -267
Dec15 150818 339.40 344.30 337.60 339.10 -1.50 1,642 21,246 +297
Mar16 150818 336.90 342.00 335.60 338.00 +0.30 739 19,678 -931
May16 150818 340.40 345.00 339.10 341.60 +0.50 65 7,023 +9
Aug16 150818 344.40 348.50 343.30 345.80 +0.90 32 2,967 +8
Total Volume and Open Interest 5,999 83,476 -883
Cotton(ICE)
Oct15 150818 67.69 68.00 67.32 67.93 -0.05 15 147 -4
Dec15 150818 66.65 66.85 66.03 66.63 +0.11 16,992 138,443 +373
Mar16 150818 65.91 66.06 65.16 65.91 +0.16 3,168 36,155 +470
May16 150818 65.72 66.04 65.30 66.03 +0.18 403 3,622 +2
Jul16 150818 65.60 65.99 65.40 65.95 +0.10 243 4,516 -39
Oct16 150818 65.34 65.34 65.34 65.34 +0.10 0 5 +0
Total Volume and Open Interest 20,944 186,458 +861
Lumber(CME)
Sep15 150818 250.5 252.3 248.3 250.6 -0.5 281 3,317 -90
Nov15 150818 246.1 247.0 244.4 244.9 -1.0 214 2,316 +83
Jan16 150818 255.9 256.2 255.5 255.8 unch 27 429 +19
Mar16 150818 263.0 263.0 263.0 263.0 unch 1 48 +0
Total Volume and Open Interest 523 6,117 +12
Crude Oil(NYM)
Sep15 150818 41.88 42.90 41.43 42.62 +0.75 317,211 138,948 -25,515
Oct15 150818 42.40 43.38 41.94 43.12 +0.71 185,423 425,588 +15,858
Nov15 150818 43.50 44.34 43.09 44.09 +0.53 95,995 194,474 +4,594
Dec15 150818 44.41 45.14 44.00 44.91 +0.44 90,597 223,994 +7,891
Jan16 150818 45.35 45.91 44.90 45.71 +0.36 26,979 96,781 +3,396
Feb16 150818 46.00 46.69 45.75 46.48 +0.29 8,603 47,698 +67
Mar16 150818 46.71 47.33 46.54 47.22 +0.23 11,494 72,248 -116
Apr16 150818 47.39 48.01 47.39 47.93 +0.17 5,024 29,119 +1,171
May16 150818 48.06 48.68 48.06 48.59 +0.13 3,238 21,538 -232
Jun16 150818 48.71 49.31 48.59 49.17 +0.10 15,960 97,988 +3,135
Jul16 150818 49.29 49.75 49.09 49.63 +0.07 889 19,811 -24
Aug16 150818 49.94 50.08 49.78 50.08 +0.05 647 16,242 -87
Sep16 150818 50.14 50.55 50.14 50.55 +0.03 1,379 38,339 +20
Oct16 150818 51.02 51.02 51.02 51.02 +0.02 158 15,850 -1
Nov16 150818 51.50 51.50 51.50 51.50 +0.01 221 16,676 +1
Dec16 150818 51.80 52.09 51.47 51.98 +0.01 22,570 130,680 +2,487
Total Volume and Open Interest 793,598 1,735,000 +12,513
e-miNY Crude Oil(NYM)
Aug15 150720 50.725 51.250 49.875 50.150 -0.750 6,910 3,534 +80
Sep15 150818 41.875 42.900 41.425 42.625 +0.750 6,129 3,157 -331
Oct15 150818 42.425 43.375 41.925 43.125 +0.725 1,323 3,167 -111
Nov15 150818 43.500 44.300 43.175 44.100 +0.550 412 1,517 -10
Dec15 150818 44.125 45.100 44.125 44.900 +0.425 152 1,640 +16
Jan16 150818 45.550 45.900 45.050 45.700 +0.350 1 29 +0
Feb16 150818 46.400 46.650 45.850 46.475 +0.275 1 27 -1
Mar16 150818 47.225 47.225 47.225 47.225 +0.225 1 17 +0
Apr16 150818 47.925 47.925 47.925 47.925 +0.175 0 2 +0
May16 150818 48.600 48.600 48.600 48.600 +0.150 0 1 +0
Total Volume and Open Interest 8,019 9,647 -437
NY Harbor ULSD(NYM)
Sep15 150818 154.81 156.45 153.75 155.86 +0.38 44,422 60,846 -6,197
Oct15 150818 155.90 157.41 154.97 156.83 +0.24 23,665 79,772 +875
Nov15 150818 157.49 158.74 156.56 158.20 +0.17 10,459 62,513 +798
Dec15 150818 158.99 160.13 158.00 159.58 +0.09 9,520 64,916 +1,834
Jan16 150818 160.42 161.31 159.42 160.94 +0.03 3,626 34,225 +297
Feb16 150818 160.77 162.12 160.49 161.72 unch 1,932 24,695 +249
Mar16 150818 160.45 162.00 160.24 161.57 -0.03 2,103 24,990 +305
Apr16 150818 160.00 160.88 159.80 160.88 -0.09 816 14,118 -19
May16 150818 160.46 161.07 160.14 161.07 -0.16 643 6,510 +92
Jun16 150818 160.77 162.24 160.59 161.68 -0.23 2,993 22,841 +1,605
Jul16 150818 162.53 163.06 162.25 163.06 -0.29 444 4,390 +138
Aug16 150818 163.75 164.63 163.75 164.63 -0.31 793 4,021 -194
Sep16 150818 166.45 166.45 166.17 166.45 -0.32 720 3,881 +297
Oct16 150818 167.50 168.14 167.50 168.14 -0.31 294 2,283 +2
Total Volume and Open Interest 103,674 434,307 -231
RBOB Gasoline(NYM)
Sep15 150818 165.24 165.98 162.77 164.68 -0.74 45,996 62,989 -6,399
Oct15 150818 148.65 149.03 146.75 148.23 -0.91 34,021 90,402 +2,341
Nov15 150818 143.00 143.28 141.28 142.64 -0.77 16,687 57,100 +1,513
Dec15 150818 139.10 139.42 137.64 138.91 -0.65 20,125 54,968 +1,114
Jan16 150818 138.39 138.69 136.97 138.20 -0.63 8,245 27,876 +725
Feb16 150818 138.34 139.64 138.15 139.23 -0.63 3,840 11,694 +524
Mar16 150818 140.56 141.48 139.97 141.19 -0.60 3,260 15,507 +600
Apr16 150818 161.85 162.71 161.63 162.57 -0.62 1,174 11,212 -36
May16 150818 162.86 163.51 162.86 163.51 -0.64 1,087 9,908 +19
Jun16 150818 163.00 163.72 162.05 163.33 -0.64 2,159 15,763 -533
Total Volume and Open Interest 138,994 387,024 +491
e-miNY RBOB Gasoline(NYM)
Sep15 150818 164.70 164.70 164.68 164.68 -0.74 0 1 +0
Oct15 150818 148.23 148.23 148.23 148.23 -0.91      
Nov15 150818 142.64 142.64 142.64 142.64 -0.77      
Dec15 150818 138.91 138.91 138.91 138.91 -0.65      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep15 150818 2.730 2.735 2.680 2.704 -0.024 97,799 105,220 -12,761
Oct15 150818 2.771 2.776 2.721 2.740 -0.027 61,605 184,874 -505
Nov15 150818 2.872 2.881 2.826 2.839 -0.033 24,351 178,467 +2,140
Dec15 150818 3.033 3.045 2.990 3.000 -0.038 8,446 72,366 +144
Jan16 150818 3.139 3.145 3.095 3.102 -0.038 11,512 107,724 +1,151
Feb16 150818 3.125 3.140 3.093 3.100 -0.036 4,019 21,349 +226
Mar16 150818 3.095 3.095 3.052 3.060 -0.034 3,475 58,951 +143
Apr16 150818 2.923 2.949 2.905 2.915 -0.032 2,775 57,685 -289
May16 150818 2.920 2.926 2.904 2.912 -0.031 512 22,516 +121
Jun16 150818 2.948 2.972 2.930 2.941 -0.028 208 17,022 +41
Jul16 150818 2.980 2.983 2.967 2.977 -0.026 1,171 16,482 -8
Aug16 150818 2.986 2.994 2.978 2.987 -0.027 246 15,794 +65
Sep16 150818 2.981 2.986 2.973 2.982 -0.027 309 8,181 +46
Oct16 150818 3.018 3.020 3.002 3.014 -0.026 446 20,468 +7
Nov16 150818 3.094 3.104 3.094 3.097 -0.026 315 5,854 -38
Dec16 150818 3.250 3.260 3.245 3.256 -0.025 608 10,046 +436
Total Volume and Open Interest 218,739 957,397 -8,689
Brent Crude Oil(ICE)
Oct15 150818 48.55 49.04 48.25 48.81 +0.07 286,658 311,805 -25,891
Nov15 150818 49.41 49.80 49.07 49.58 unch 92,096 236,598 +1,321
Dec15 150818 50.28 50.60 49.92 50.39 -0.05 97,390 271,705 +6,195
Jan16 150818 51.09 51.36 50.74 51.17 -0.08 24,515 99,982 +128
Feb16 150818 51.87 52.03 51.48 51.90 -0.12 16,894 103,780 +4,810
Mar16 150818 52.52 52.68 52.13 52.53 -0.15 28,609 124,584 +4,282
Apr16 150818 53.21 53.27 52.84 53.21 -0.17 15,311 76,154 +5,597
May16 150818 53.84 53.98 53.47 53.83 -0.19 6,200 45,283 +1,307
Jun16 150818 54.43 54.57 54.04 54.40 -0.21 25,130 98,849 +1,566
Jul16 150818 54.93 54.93 54.93 54.93 -0.22 3,153 29,156 +465
Aug16 150818 55.22 55.42 55.22 55.42 -0.24 2,202 24,910 +149
Sep16 150818 55.99 56.02 55.90 55.90 -0.25 2,212 39,289 +111
Oct16 150818 56.18 56.37 55.64 56.37 -0.26 759 18,387 +86
Nov16 150818 56.82 56.82 56.82 56.82 -0.27 831 17,457 +87
Total Volume and Open Interest 638,347 1,856,398 -67,307
Gas Oil(ICE)
Sep15 150818 472.00 475.50 467.00 471.00 -4.50 56,685 161,996 -2,636
Oct15 150818 472.50 479.75 472.00 475.25 -4.75 49,207 155,058 -3,811
Nov15 150818 477.75 481.50 473.75 477.00 -4.75 18,650 81,967 +220
Dec15 150818 479.50 483.25 476.00 479.00 -4.75 36,947 103,876 -2,532
Jan16 150818 481.75 484.50 479.75 482.25 -5.00 9,411 36,493 +1,591
Feb16 150818 486.25 487.50 483.25 485.75 -5.25 4,571 24,862 +73
Mar16 150818 489.50 490.75 486.75 488.75 -5.50 5,290 31,711 +486
Apr16 150818 491.75 495.50 489.75 491.75 -5.50 3,199 19,686 -362
May16 150818 496.50 498.00 494.00 495.75 -5.50 1,590 12,155 +423
Jun16 150818 500.75 503.00 498.00 499.75 -5.25 5,294 48,245 +322
Total Volume and Open Interest 196,740 800,279 -4,656
Ethanol(CBOT)
Sep15 150818 1.470 1.497 1.470 1.495 +0.025 231 970 -104
Oct15 150818 1.478 1.485 1.478 1.484 +0.021 94 1,131 +80
Nov15 150818 1.461 1.473 1.461 1.467 +0.021 25 544 -1
Dec15 150818 1.449 1.452 1.445 1.452 +0.021 2 1,133 +1
Jan16 150818 1.430 1.434 1.430 1.434 +0.017 0 591 +0
Feb16 150818 1.422 1.438 1.422 1.438 +0.017 0 241 +0
Mar16 150818 1.443 1.444 1.442 1.444 +0.017 0 470 +0
Apr16 150818 1.444 1.451 1.444 1.451 +0.017 0 321 +0
Total Volume and Open Interest 352 5,417 -24
WTI Crude Oil(ICE)
Sep15 150818 41.81 42.89 41.44 42.62 +0.75 33,806 38,963 -3,351
Oct15 150818 42.33 43.38 41.94 43.12 +0.71 46,441 72,298 +2,844
Nov15 150818 43.45 44.32 43.07 44.09 +0.53 21,849 34,998 +493
Dec15 150818 44.32 45.13 43.99 44.91 +0.44 27,989 93,071 -1,225
Jan16 150818 44.97 45.91 44.97 45.71 +0.36 7,314 19,986 +1,075
Feb16 150818 45.94 46.48 45.94 46.48 +0.29 3,154 4,558 -65
Mar16 150818 46.71 47.22 46.71 47.22 +0.23 2,586 15,550 -27
Apr16 150818 47.68 47.93 47.68 47.93 +0.17 836 4,216 +20
May16 150818 48.35 48.59 48.30 48.59 +0.13 479 3,314 +27
Jun16 150818 48.79 49.17 48.76 49.17 +0.10 2,295 27,315 +688
Jul16 150818 49.63 49.63 49.63 49.63 +0.07 108 1,686 -39
Aug16 150818 50.08 50.08 50.08 50.08 +0.05 19 2,062 +1
Sep16 150818 50.55 50.55 50.55 50.55 +0.03 7 3,649 +2
Oct16 150818 51.02 51.02 51.02 51.02 +0.02 7 1,184 +2
Nov16 150818 51.50 51.50 51.50 51.50 +0.01 13 1,388 +8
Dec16 150818 51.68 52.04 51.52 51.98 +0.01 5,635 54,436 +367
Total Volume and Open Interest 153,734 421,201 +775
US Dollar Index(ICE)
Sep15 150818 96.845 97.100 96.690 97.070 +0.255 41,607 94,060 -324
Dec15 150818 97.200 97.400 97.060 97.387 +0.252 3,252 8,648 +1,471
Mar16 150818 97.695 97.695 97.658 97.658 +0.253 14 495 +6
Total Volume and Open Interest 44,888 103,318 +1,156
Australian Dollar(CME)
Sep15 150818 73.60 73.76 73.09 73.28 -0.41 67,210 159,774 -370
Dec15 150818 73.26 73.40 72.76 72.94 -0.41 572 1,379 +219
Mar16 150818 72.64 72.64 72.62 72.64 -0.41 0 20 +0
Total Volume and Open Interest 67,782 161,181 -151
British Pound(CME)
Sep15 150818 155.83 157.14 155.59 156.61 +0.79 65,164 163,003 +3,819
Dec15 150818 155.70 157.08 155.53 156.54 +0.79 100 1,173 +33
Mar16 150818 156.68 156.81 156.49 156.49 +0.78 2 31 -2
Total Volume and Open Interest 65,266 164,316 +3,850
Canadian Dollar(CME)
Sep15 150818 76.39 76.67 76.17 76.50 +0.11 49,862 155,509 -2,473
Dec15 150818 76.39 76.63 76.15 76.48 +0.11 326 6,427 +142
Mar16 150818 76.40 76.64 76.27 76.49 +0.11 5 928 +1
Jun16 150818 76.51 76.51 76.51 76.51 +0.10 2 163 +2
Total Volume and Open Interest 50,195 163,088 -2,328
Japanese Yen(CME)
Sep15 150818 80.40 80.55 80.33 80.41 +0.02 72,840 249,405 +644
Dec15 150818 80.51 80.66 80.46 80.53 +0.01 55 3,793 +21
Mar16 150818 80.74 80.80 80.69 80.74 +0.02 0 92 +0
Total Volume and Open Interest 72,895 253,412 +665
Swiss Franc(CME)
Sep15 150818 102.27 102.62 102.17 102.38 -0.03 10,639 41,812 +721
Dec15 150818 102.49 102.95 102.49 102.72 -0.03 41 765 +18
Mar16 150818 103.14 103.14 103.14 103.14 -0.03 0 19 +0
Total Volume and Open Interest 10,680 42,604 +739
EuroFX(CME)
Sep15 150818 110.84 110.98 110.20 110.23 -0.62 170,577 347,978 -3,097
Dec15 150818 110.98 111.14 110.38 110.40 -0.62 641 10,470 +31
Mar16 150818 111.25 111.30 110.63 110.63 -0.62 246 850 +81
Total Volume and Open Interest 171,467 359,526 -2,985
Mexican Peso(CME)
Aug15 150817 608.12 608.12 608.12 608.12 -1.75 0 3 +0
Sep15 150818 606.88 609.00 606.00 608.00 -0.12 20,524 118,854 -1,408
Total Volume and Open Interest 20,539 172,254 -1,422
Brazilian Real(CME)
Sep15 150818 284.75 287.95 284.10 287.10 +1.45 3,435 20,574 +2,594
Oct15 150818 282.50 284.80 281.40 284.25 +1.45 0 44 +0
Nov15 150818 281.30 281.50 279.80 281.50 +1.55 0 25 +0
Dec15 150818 278.85 278.85 277.15 278.85 +1.50 55 3,804 +4
Total Volume and Open Interest 3,490 30,572 +2,598
30-Year T-Bonds(CBOT)
Sep15 150818 158~220 159~100 157~170 157~230 -1~120 187,153 510,086 -7,427
Dec15 150818 157~070 157~250 156~020 156~070 -1~130 2,175 9,055 +885
Mar16 150818 154~270 154~270 154~270 154~270 -1~130      
Total Volume and Open Interest 189,328 519,141 -6,542
10-Year T-Notes(CBOT)
Sep15 150818 127~195 127~290 127~120 127~145 -0~100 743,346 2,888,273 -20,229
Dec15 150818 126~315 127~080 126~240 126~260 -0~100 12,825 44,041 +1,856
Mar16 150818 126~100 126~100 126~100 126~100 -0~100      
Total Volume and Open Interest 756,171 2,932,314 -18,373
5-Year T-Notes(CBOT)
Sep15 150818 119~232 119~290 119~196 119~224 -0~030 435,744 2,326,689 -19,727
Dec15 150818 119~076 119~124 119~034 119~062 -0~032 4,614 29,618 +3,431
Mar16 150818 118~154 118~154 118~154 118~154 -0~032      
Total Volume and Open Interest 440,358 2,356,307 -16,296
2 Year T-Notes(CBOT)
Sep15 150818 109~146 109~156 109~132 109~142 -0~004 191,277 1,344,918 -2,813
Dec15 150818 109~056 109~064 109~040 109~050 -0~004 3,471 13,935 +1,578
Mar16 150818 108~300 108~300 108~300 108~300 -0~004      
Total Volume and Open Interest 194,748 1,358,853 -1,235
Eurodollars(CME)
Sep15 150818 99.620 99.625 99.615 99.620 unch 111,416 1,129,472 -11,211
Dec15 150818 99.465 99.475 99.455 99.460 -0.005 119,049 1,410,541 -4,088
Mar16 150818 99.290 99.305 99.275 99.285 -0.005 98,007 1,150,488 -5,461
Jun16 150818 99.105 99.120 99.085 99.100 unch 114,231 1,112,394 -9,327
Sep16 150818 98.900 98.920 98.885 98.900 unch 142,949 979,514 -828
Dec16 150818 98.700 98.725 98.680 98.700 -0.005 125,034 1,287,016 -14,637
Mar17 150818 98.535 98.565 98.515 98.535 -0.005 85,770 728,540 -2,799
Jun17 150818 98.375 98.405 98.355 98.375 -0.005 75,437 707,625 +3,363
Sep17 150818 98.235 98.275 98.215 98.235 -0.010 97,815 613,768 -9,646
Dec17 150818 98.110 98.145 98.085 98.105 -0.015 70,075 708,782 +3,066
Mar18 150818 98.000 98.040 97.980 98.000 -0.015 56,445 421,993 -2,325
Jun18 150818 97.905 97.940 97.875 97.895 -0.020 50,406 375,736 +6,853
Sep18 150818 97.805 97.845 97.775 97.795 -0.025 42,066 253,859 -10,353
Dec18 150818 97.705 97.750 97.680 97.700 -0.025 23,050 269,315 +153
Mar19 150818 97.635 97.670 97.600 97.620 -0.030 18,383 150,451 -776
Jun19 150818 97.555 97.590 97.520 97.535 -0.035 17,058 164,648 +273
Sep19 150818 97.480 97.520 97.445 97.460 -0.040 13,121 125,000 -1,126
Dec19 150818 97.410 97.440 97.370 97.385 -0.040 11,391 94,050 -337
Total Volume and Open Interest 1,309,235 12,015,004 -59,155
Ultra T-Bond(CBOT)
Sep15 150818 162~25 163~17 161~14 161~20 -1~25 68,882 611,822 +2,939
Dec15 150818 161~23 162~04 160~03 160~08 -1~25 1,758 6,244 +1,114
Mar16 150818 160~03 160~03 160~03 160~03 -1~25      
Total Volume and Open Interest 70,640 618,066 +4,053
30 Day Federal Funds(CBOT)
Aug15 150818 99.863 99.863 99.860 99.863 unch 5,730 141,851 -3,441
Sep15 150818 99.815 99.820 99.810 99.810 unch 4,410 74,186 +258
Oct15 150818 99.760 99.765 99.750 99.755 unch 23,892 142,537 -3,707
Nov15 150818 99.740 99.740 99.730 99.735 unch 23,341 136,250 -8,954
Dec15 150818 99.685 99.685 99.675 99.680 unch 2,970 54,873 +997
Jan16 150818 99.630 99.635 99.620 99.625 -0.005 7,400 144,784 -818
Total Volume and Open Interest 86,170 861,614 -13,218
3-Mth Euro-Yen(CME)
Sep15 150818 99.840 99.840 99.840 99.840 unch      
Dec15 150818 99.825 99.825 99.825 99.825 unch      
Mar16 150818 99.685 99.685 99.685 99.685 unch      
Jun16 150818 99.545 99.545 99.545 99.545 unch      
Sep16 150818 99.405 99.405 99.405 99.405 unch      
Dec16 150818 99.840 99.840 99.840 99.840 unch      
Mar17 150818 99.700 99.700 99.700 99.700 unch      
Jun17 150818 99.560 99.560 99.560 99.560 unch      
Sep17 150818 99.420 99.420 99.420 99.420 unch      
Dec17 150818 99.280 99.280 99.280 99.280 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep15 150818 99.84 99.84 99.84 99.84 unch      
Dec15 150818 99.82 99.82 99.82 99.82 unch      
Mar16 150818 99.68 99.68 99.68 99.68 unch      
Jun16 150818 99.54 99.54 99.54 99.54 unch      
Sep16 150818 99.40 99.40 99.40 99.40 unch      
Dec16 150818 99.84 99.84 99.84 99.84 unch      
Mar17 150818 99.70 99.70 99.70 99.70 unch      
Jun17 150818 99.56 99.56 99.56 99.56 unch      
Total Volume and Open Interest 0 9 +0
Japanese Gov't Bonds(SGX)
Sep15 150818 147.71 147.98 147.70 147.95 +0.23 793 0 -21,423
Dec15 150818 147.39 147.39 147.39 147.39 +0.23      
Mar16 150818 146.83 146.83 146.83 146.83 +0.23      
Total Volume and Open Interest 793 21,575 +151
Euro-Bund(EUREX)
Sep15 150818 154.99 155.28 154.57 154.82 -0.16 342,037 1,175,481 -5,397
Dec15 150818 155.20 155.49 154.81 155.04 -0.15 2,223 71,552 +1,629
Mar16 150818 156.55 156.55 156.54 156.54 -0.16 0 926 +0
Total Volume and Open Interest 344,260 1,247,959 -3,768
Euro-Bobl(EUREX)
Sep15 150818 130.63 130.64 130.49 130.54 -0.07 217,113 1,037,716 +4,566
Dec15 150818 128.67 128.68 128.67 128.68 -0.07 1,096 9,672 +1,091
Mar16 150818 128.68 128.68 128.68 128.68 -0.07      
Total Volume and Open Interest 218,209 1,047,388 +5,657
3-Mth Euribor(EUREX)
Sep15 150818 100.030 100.030 100.030 100.030 unch 275 13,870 +256
Dec15 150818 100.035 100.035 100.035 100.035 +0.005 260 31,563 +62
Mar16 150818 100.035 100.035 100.030 100.030 unch 237 4,797 +29
Total Volume and Open Interest 866 95,689 +365
Long Gilt(LIFFE)
Sep15 150818 118~04 118~08 117~11 117~16 -0~14 113,241 408,889 +1,989
Dec15 150818 116~22 116~22 116~18 116~19 -0~14      
Total Volume and Open Interest 113,241 408,889 +1,989
3-Mth Short Sterling(LIFFE)
Sep15 150818 99.41 99.41 99.39 99.40 unch 59,101 336,955 -9,316
Dec15 150818 99.33 99.34 99.30 99.32 -0.01 27,460 415,823 +1,799
Mar16 150818 99.21 99.23 99.17 99.19 -0.02 31,678 378,534 +7,172
Jun16 150818 99.08 99.10 99.03 99.05 -0.03 23,464 322,621 +4,395
Sep16 150818 98.93 98.96 98.88 98.90 -0.03 47,621 280,400 +11,997
Dec16 150818 98.78 98.82 98.72 98.75 -0.03 34,106 290,441 +573
Total Volume and Open Interest 415,547 3,138,348 +40,679
3-Mth Euribor(LIFFE)
Sep15 150818 100.030 100.035 100.025 100.035 +0.005 13,890 344,624 -3,036
Dec15 150818 100.035 100.035 100.030 100.035 unch 11,934 348,747 -602
Mar16 150818 100.030 100.035 100.025 100.030 unch 12,417 301,224 -971
Total Volume and Open Interest 168,730 3,209,090 -7,354
3-Mth Aus T-Bills(SFE)
Sep15 150818 97.88 97.89 97.88 97.89 unch 13,175 183,321 -1,508
Dec15 150818 97.93 97.95 97.92 97.95 +0.02 16,060 204,087 -6,412
Mar16 150818 97.96 97.98 97.95 97.98 +0.02 12,071 152,305 -1,627
Jun16 150818 97.96 97.98 97.96 97.98 +0.02 8,268 140,064 -158
Sep16 150818 97.93 97.96 97.93 97.96 +0.03 6,754 85,170 +144
Dec16 150818 97.87 97.90 97.87 97.90 +0.03 3,921 61,141 -794
Mar17 150818 97.81 97.84 97.80 97.84 +0.03 2,529 44,119 +503
Jun17 150818 97.73 97.77 97.73 97.77 +0.04 2,260 29,120 +357
Sep17 150818 97.67 97.68 97.67 97.68 +0.04 814 7,860 +104
Dec17 150818 97.55 97.58 97.55 97.58 +0.04 0 3,128 +0
Total Volume and Open Interest 66,062 915,160 -9,416
10-Year Aus T-Bonds(SFE)
Sep15 150818 97.20 97.24 97.18 97.23 +0.04 85,073 731,426 +2,221
Dec15 150818 97.23 97.23 97.23 97.23 +0.04      
Total Volume and Open Interest 85,073 731,426 +2,221
3-Year Aus T-Bonds(SFE)
Sep15 150818 98.03 98.06 98.02 98.06 +0.03 111,482 705,259 -4,605
Dec15 150818 98.06 98.06 98.06 98.06 +0.03      
Total Volume and Open Interest 111,482 705,259 -4,605
Gold(CMX)
Aug15 150818 1118.2 1118.4 1110.0 1117.1 -1.5 908 2,123 -379
Oct15 150818 1116.7 1120.2 1108.4 1116.6 -1.5 3,742 26,439 -189
Dec15 150818 1117.2 1120.4 1108.5 1116.9 -1.5 102,233 308,525 -229
Feb16 150818 1117.3 1121.0 1110.1 1118.0 -1.5 515 37,911 +32
Apr16 150818 1120.7 1121.1 1113.0 1119.1 -1.5 263 15,622 -82
Jun16 150818 1120.2 1122.0 1112.3 1120.3 -1.5 108 9,703 -23
Aug16 150818 1121.7 1121.7 1121.0 1121.7 -1.5 92 3,088 -4
Oct16 150818 1123.2 1123.2 1123.2 1123.2 -1.5 2 1,417 +1
Dec16 150818 1124.5 1125.1 1118.4 1124.9 -1.5 92 10,494 -21
Feb17 150818 1126.9 1126.9 1126.9 1126.9 -1.5 0 156 +0
Apr17 150818 1126.7 1128.9 1121.4 1128.9 -1.5 0 306 +0
Jun17 150818 1131.1 1131.1 1131.1 1131.1 -1.5 2 3,538 +2
Total Volume and Open Interest 108,516 431,081 -932
Silver(CMX)
Sep15 150818 1530.0 1532.5 1468.0 1479.0 -50.8 46,381 74,082 -3,673
Dec15 150818 1534.5 1537.0 1473.0 1483.4 -51.4 10,257 73,566 +3,207
Mar16 150818 1534.5 1534.5 1478.5 1488.4 -51.5 353 9,749 +94
May16 150818 1499.0 1499.0 1491.5 1491.7 -51.5 94 2,446 -10
Jul16 150818 1497.0 1497.0 1494.9 1494.9 -51.6 51 5,083 +0
Sep16 150818 1498.0 1498.0 1498.0 1498.0 -51.8 54 310 -4
Dec16 150818 1548.5 1548.5 1500.0 1502.6 -52.0 94 5,871 +24
Total Volume and Open Interest 57,290 174,507 -364
Platinum(NYMEX)
Oct15 150818 999.4 1001.5 981.0 994.1 -6.6 10,110 72,046 +33
Jan16 150818 999.5 1001.0 983.2 994.9 -6.7 207 6,247 -39
Apr16 150818 996.8 996.8 996.8 996.8 -6.6 81 319 +58
Jul16 150818 997.4 997.4 997.4 997.4 -6.6 0 1 +0
Total Volume and Open Interest 10,398 78,631 +52
Palladium(NYMEX)
Sep15 150818 612.45 614.40 589.20 597.00 -16.80 3,629 28,179 -861
Dec15 150818 612.55 613.55 590.65 597.05 -16.95 948 8,060 +649
Mar16 150818 597.55 597.55 597.55 597.55 -16.95 0 57 +0
Total Volume and Open Interest 4,577 36,296 -212
Copper(CMX)
Sep15 150818 231.95 232.60 226.50 228.70 -3.40 41,211 84,116 -6,542
Dec15 150818 231.90 232.50 226.45 228.60 -3.55 13,283 85,068 +3,531
Mar16 150818 232.10 232.40 227.05 229.00 -3.55 1,922 12,296 +104
May16 150818 232.90 233.00 227.55 229.50 -3.55 548 2,678 +43
Jul16 150818 230.00 230.55 227.95 229.90 -3.55 33 1,084 +2
Total Volume and Open Interest 57,790 193,723 -2,870
DJIA Index(CBOT)
Sep15 150206 17615 17615 17615 17615 -2      
Total Volume and Open Interest 184 11,634 +35
E-mini DJIA Index(CBOT)
Sep15 150818 17495 17535 17435 17482 -22 97,286 90,608 -330
Dec15 150818 17405 17443 17346 17395 -21 103 546 -7
Mar16 150818 17313 17336 17313 17313 -21 0 4 +0
Jun16 150818 17231 17271 17231 17231 -21 0 4 +0
Total Volume and Open Interest 97,389 91,162 -337
S & P 500(CME)
Sep15 150818 2098.30 2103.30 2090.80 2093.90 -5.40 2,614 115,657 -580
Dec15 150818 2085.80 2092.20 2082.70 2085.80 -5.40 10 2,791 -13
Mar16 150818 2080.50 2086.90 2077.40 2080.50 -5.40 0 170 +0
Jun16 150818 2075.20 2081.70 2072.20 2075.20 -5.50 0 540 +0
Total Volume and Open Interest 2,624 119,159 -593
S & P 500 E-Mini(Globex)
Sep15 150818 2098.25 2103.75 2090.25 2094.00 -5.25 1,069,465 2,773,006 -951
Dec15 150818 2090.00 2095.50 2082.50 2085.75 -5.50 4,094 48,477 +1,188
Total Volume and Open Interest 1,073,593 2,825,394 +237
NASDAQ 100(CME)
Sep15 150206 4200.00 4200.00 4200.00 4200.00 -43.50      
Total Volume and Open Interest 563 16,224 -30
NASDAQ 100 E-Mini(Globex)
Sep15 150818 4562.50 4573.50 4533.80 4544.00 -20.80 167,712 346,311 -3,574
Dec15 150818 4556.00 4565.00 4527.00 4536.50 -21.00 494 1,081 -286
Total Volume and Open Interest 168,218 347,660 -3,848
S & P Midcap 400(CME)
Sep15 150209 0.00 0.00 0.00 0.00 -1469.10      
Total Volume and Open Interest 0 957 +0
Volatility Index(CBOE)
Aug15 150818 13.85 14.42 13.70 14.28 +0.45 96,850 82,320 -11,191
Sep15 150818 15.01 15.30 14.90 15.18 +0.15 60,623 135,400 +10,551
Oct15 150818 15.70 16.08 15.70 16.02 +0.29 16,614 44,165 +1,612
Nov15 150818 16.20 16.53 16.18 16.48 +0.25 11,047 28,782 +27
Total Volume and Open Interest 202,396 349,016 +29,477
Russell 2000(ICE)
Sep15 150818 1222.50 1224.80 1210.90 1211.80 -10.90 71,831 363,956 +2,806
Dec15 150818 1212.10 1215.00 1206.50 1206.80 -10.90 412 1,273 +379
Mar16 150818 1202.30 1202.30 1202.30 1202.30 -10.90 0 1 +0
Total Volume and Open Interest 72,243 365,230 +3,185
Nikkei 225(CME)
Sep15 150818 20670 20685 20445 20475 -205 8,876 54,243 -704
Dec15 150818 20545 20545 20415 20430 -210 23 622 +1
Total Volume and Open Interest 8,900 54,866 -702
Nikkei 225(SGX)
Sep15 150818 20655 20680 20530 20550 -80 59,962 0 -255,551
Dec15 150818 20505 20560 20450 20450 -80 100 0 -16,904
Mar16 150818 20430 20430 20430 20430 -85      
Total Volume and Open Interest 60,755 271,977 -9,027
CAC 40(EURONEXT)
Aug15 150818 4995.5 5005.0 4954.5 4972.0 -13.5 70,834 255,262 -17,394
Sep15 150818 4996.5 5004.0 4955.0 4972.5 -13.5 1,520 19,916 +649
Oct15 150818 4969.0 4969.0 4957.0 4964.0 -12.5 7 11 +0
Total Volume and Open Interest 72,363 275,440 -16,743
Hang Seng Index(HKFE)
Aug15 150818 23795 23992 23401 23439 -348 33,997 83,012 -771
Sep15 150818 23718 23884 23300 23332 -353 668 8,313 -75
Total Volume and Open Interest 35,115 95,432 -454
DAX(EUREX)
Sep15 150818 10973.5 10984.0 10880.0 10916.5 -34.5 83,960 147,186 +98
Dec15 150818 10985.5 10985.5 10884.5 10920.0 -35.0 277 7,289 +51
Mar16 150818 10932.0 10954.0 10921.0 10935.0 -34.5 79 130 +22
Total Volume and Open Interest 84,316 154,605 +171
FT-SE 100(EURONEXT)
Sep15 150818 6552.00 6560.00 6494.50 6526.50 -18.50 61,056 546,973 -48
Dec15 150818 6482.00 6500.00 6482.00 6499.00 -18.50 8 3,011 +1
Mar16 150818 6449.00 6453.50 6449.00 6453.50 -14.00 0 7 +0
Total Volume and Open Interest 61,064 549,991 -47
SPI 200(SFE)
Sep15 150818 5307.0 5347.0 5248.0 5269.0 -33.0 29,247 242,601 +3,165
Dec15 150818 5290.0 5315.0 5258.0 5258.0 -34.0 56 2,815 -2
Mar16 150818 5206.0 5206.0 5206.0 5206.0 -33.0 1 1,353 +1
Total Volume and Open Interest 30,010 250,695 +3,400
FTSE MIB(ISE)
Sep15 150818 23375.00 23510.00 23255.00 23411.00 -1.00 24,300 58,272 -441
Dec15 150818 23260.00 23390.00 23200.00 23329.00 -1.00 6 371 +1
Mar16 150818 23381.00 23381.00 23381.00 23381.00 -1.00 0 1 +0
Total Volume and Open Interest 24,306 58,644 -440
KOSPI 200(KFE)
Sep15 150818 236.10 237.10 235.35 235.35 -0.80      
Dec15 150818 237.15 238.05 236.30 236.30 -0.80      
Mar16 150818 235.05 235.70 234.60 234.70 -0.25      
Total Volume and Open Interest 285,077 125,640 +0
GSCI(CME)
Sep15 150818 361.90 361.90 361.90 361.90 -0.45 1,760 13,681 +1,435
Oct15 150818 365.20 365.20 365.20 365.20 -0.45      
Nov15 150818 368.45 368.45 368.45 368.45 -0.45      
Total Volume and Open Interest 3,274 15,270  
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy