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 Wed September 23, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov15 150923 861.25 869.50 861.00 863.75 +2.00 98,206 383,368 -1,199
Jan16 150923 866.25 874.00 866.25 868.25 +1.75 20,651 84,846 +605
Mar16 150923 871.00 878.50 870.50 872.50 +1.50 12,686 90,948 +1,376
May16 150923 874.25 881.75 874.25 875.50 +1.25 8,767 53,439 +1,417
Jul16 150923 879.25 886.75 878.75 879.75 +0.50 7,700 43,089 +361
Aug16 150923 883.25 885.25 878.00 879.00 +0.25 300 3,012 +22
Sep16 150923 871.00 872.25 871.00 872.25 +1.25 82 692 +27
Nov16 150923 868.00 874.25 868.00 870.00 +1.75 1,313 21,656 +368
Jan17 150923 876.00 876.00 876.00 876.00 +1.50 1 245 -1
Mar17 150923 880.75 880.75 880.75 880.75 +1.50 10 171 +0
May17 150923 884.25 884.25 884.25 884.25 +1.75 13 107 +0
Jul17 150923 889.50 889.50 889.50 889.50 +1.75 11 246 +4
Aug17 150923 887.25 887.25 887.25 887.25 +1.75 0 32 +0
Sep17 150923 883.25 883.25 883.25 883.25 +1.75 0 20 +0
Total Volume and Open Interest 149,764 682,315 +2,986
Soybean Meal(CBOT)
Oct15 150923 304.90 307.30 302.80 303.10 -1.80 13,763 40,221 -2,278
Dec15 150923 303.30 305.90 301.60 302.00 -1.30 38,448 173,139 -1,451
Jan16 150923 301.80 304.40 300.20 300.70 -1.10 5,458 35,594 +748
Mar16 150923 300.30 303.00 299.30 300.00 -0.50 4,245 40,665 -38
May16 150923 298.30 300.80 297.30 298.10 -0.20 3,030 33,583 +232
Jul16 150923 298.60 301.00 297.60 298.40 -0.20 2,309 26,139 +140
Aug16 150923 298.30 300.50 297.50 298.20 -0.20 474 6,624 +82
Sep16 150923 298.40 299.90 297.00 297.80 -0.20 576 7,023 +51
Oct16 150923 297.60 297.80 294.60 295.40 -0.50 294 5,473 +15
Dec16 150923 296.20 297.80 294.40 295.20 -0.80 596 12,405 +89
Total Volume and Open Interest 69,245 382,846 -2,397
Soybean Oil(CBOT)
Oct15 150923 26.17 26.68 26.15 26.33 +0.20 18,026 31,311 -1,309
Dec15 150923 26.34 26.89 26.34 26.54 +0.20 53,434 209,721 -4,274
Jan16 150923 26.71 27.21 26.69 26.86 +0.19 7,276 42,653 +81
Mar16 150923 26.95 27.44 26.94 27.11 +0.20 4,698 46,863 +236
May16 150923 27.16 27.63 27.14 27.28 +0.16 2,799 34,332 +171
Jul16 150923 27.36 27.83 27.32 27.47 +0.16 1,909 26,615 +457
Aug16 150923 27.46 27.87 27.43 27.56 +0.16 221 6,295 +66
Sep16 150923 27.55 27.90 27.52 27.63 +0.16 225 4,633 +58
Oct16 150923 27.61 27.96 27.56 27.67 +0.15 218 4,374 +27
Dec16 150923 27.72 28.15 27.69 27.81 +0.16 573 12,928 +125
Total Volume and Open Interest 89,389 422,101 -4,358
Canola(WCE)
Nov15 150923 464.8 471.3 464.8 466.3 +1.7 7,261 107,926 -430
Jan16 150923 471.2 476.1 469.7 471.2 +1.6 1,358 33,080 +782
Mar16 150923 475.0 478.1 472.0 473.0 +1.2 300 12,448 -89
May16 150923 475.3 477.7 472.3 472.8 +0.5 60 4,521 +11
Jul16 150923 475.6 477.5 471.5 472.0 -0.7 63 11,221 +46
Total Volume and Open Interest 9,049 171,824 +326
Corn(CBOT)
Dec15 150923 379.50 384.50 379.00 383.25 +2.75 148,745 741,798 +7,332
Mar16 150923 391.50 396.00 390.75 394.75 +2.50 25,154 228,935 +3,720
May16 150923 398.50 403.25 397.75 402.00 +2.50 14,104 86,786 +2,766
Jul16 150923 404.25 408.75 403.50 407.75 +3.00 14,601 86,643 +1,566
Sep16 150923 398.00 402.25 398.00 400.75 +2.00 2,555 33,967 +439
Dec16 150923 404.00 408.50 403.50 407.25 +2.50 6,886 73,373 +664
Mar17 150923 417.00 417.50 414.75 417.25 +2.50 22 2,965 -1
May17 150923 423.25 423.25 423.25 423.25 +2.50 10 1,114 +0
Jul17 150923 426.25 427.00 426.25 427.00 +2.50 85 1,205 +0
Sep17 150923 414.25 414.25 414.25 414.25 +1.25 0 522 +0
Total Volume and Open Interest 212,196 1,259,469 +16,498
Wheat(CBOT)
Dec15 150923 494.50 508.50 493.75 507.50 +12.00 67,083 232,754 -311
Mar16 150923 502.25 515.50 501.00 515.00 +12.25 18,070 83,305 +1,287
May16 150923 509.25 519.50 507.50 519.50 +12.00 5,302 22,254 -159
Jul16 150923 510.75 522.75 510.75 522.75 +11.25 3,827 32,750 -465
Sep16 150923 526.25 530.75 525.25 530.75 +10.75 226 3,497 +7
Dec16 150923 541.00 544.75 539.75 544.50 +10.50 443 4,688 -48
Total Volume and Open Interest 94,951 380,344 +311
Wheat(KCBT)
Dec15 150923 486.50 504.25 486.50 501.75 +13.75 12,193 120,792 +354
Mar16 150923 501.25 518.50 501.25 516.00 +13.50 1,677 32,078 +291
May16 150923 515.75 527.75 515.75 525.75 +13.50 502 10,010 +125
Jul16 150923 522.00 537.50 522.00 535.00 +13.00 1,074 17,652 +235
Sep16 150923 550.00 550.00 544.50 549.00 +13.00 257 2,982 +35
Dec16 150923 558.00 568.00 558.00 565.50 +12.50 328 3,234 +67
Total Volume and Open Interest 16,040 186,848 +1,112
Wheat(MGE)
Dec15 150923 516.25 529.75 515.75 527.25 +10.25 3,470 31,433 -384
Mar16 150923 531.00 543.00 531.00 540.75 +9.75 857 14,552 +227
May16 150923 547.00 552.00 547.00 550.50 +9.50 227 6,280 -4
Jul16 150923 550.25 562.25 550.25 560.25 +9.25 284 3,979 +17
Sep16 150923 570.00 573.00 567.25 570.50 +8.50 80 2,907 +0
Total Volume and Open Interest 4,948 60,056 -143
Oats(CBOT)
Dec15 150923 226.75 232.50 226.00 230.00 +3.50 192 7,095 -10
Mar16 150923 229.50 235.00 229.25 233.75 +3.50 47 1,775 +5
May16 150923 236.00 239.50 236.00 237.50 +4.50 0 95 +0
Jul16 150923 238.25 238.25 233.00 238.25 +4.50      
Total Volume and Open Interest 245 8,965 -5
Rough Rice(CBOT)
Nov15 150923 12.74 12.92 12.70 12.91 +0.16 196 7,960 +36
Jan16 150923 13.03 13.19 13.03 13.19 +0.16 25 2,590 +0
Mar16 150923 13.40 13.40 13.40 13.40 +0.16 2 131 +2
May16 150923 13.59 13.59 13.59 13.59 +0.15 0 29 +0
Total Volume and Open Interest 223 10,767 +38
Live Cattle(CME)
Oct15 150923 135.075 135.185 133.235 133.235 -3.000 10,890 47,531 -2,557
Dec15 150923 137.850 138.185 135.750 135.750 -3.000 20,539 122,288 +1,402
Feb16 150923 138.535 138.785 136.350 136.350 -3.000 5,984 44,689 +660
Apr16 150923 137.300 137.435 135.150 135.150 -3.000 3,384 32,832 +522
Jun16 150923 128.950 128.950 126.535 126.535 -3.000 1,209 13,157 +67
Aug16 150923 127.000 127.080 124.450 124.480 -2.970 437 2,437 +219
Total Volume and Open Interest 42,922 266,339 +602
Feeder Cattle(CME)
Sep15 150923 195.550 195.650 194.785 194.950 -0.750 769 2,201 -91
Oct15 150923 185.900 186.000 182.380 182.380 -4.500 3,178 12,619 -192
Nov15 150923 183.100 183.100 179.380 179.380 -4.500 2,111 11,000 +186
Jan16 150923 177.200 177.200 173.535 173.535 -4.500 732 5,826 +61
Mar16 150923 174.700 174.830 171.450 171.450 -4.500 560 3,937 -63
Apr16 150923 175.435 175.435 171.985 171.985 -4.500 262 641 +13
May16 150923 175.050 175.050 171.685 171.685 -4.500 207 1,055 +49
Total Volume and Open Interest 7,856 37,548 -26
Lean Hogs(CME)
Oct15 150923 71.450 71.900 70.300 70.550 -0.450 8,338 36,509 -910
Dec15 150923 65.150 65.500 63.850 64.225 -0.525 12,190 82,230 +1,520
Feb16 150923 69.500 69.750 68.300 68.730 -0.500 5,760 33,604 +736
Apr16 150923 72.900 73.150 71.930 72.250 -0.600 2,844 25,611 +597
May16 150923 77.750 77.750 77.000 77.080 -0.620 32 465 +22
Jun16 150923 80.700 80.930 80.050 80.400 -0.330 1,286 11,487 +572
Jul16 150923 79.900 80.035 79.330 79.680 -0.205 121 1,929 +61
Aug16 150923 79.250 79.250 78.750 78.980 -0.100 79 2,098 +10
Total Volume and Open Interest 30,659 196,835 +2,611
Class III Milk(CME)
Sep15 150923 15.82 15.85 15.82 15.83 -0.01 175 4,465 -13
Oct15 150923 15.48 15.48 15.27 15.37 -0.17 366 4,394 +94
Nov15 150923 15.51 15.73 15.39 15.64 +0.06 250 4,111 +47
Dec15 150923 15.58 15.75 15.46 15.66 +0.03 126 3,824 +58
Jan16 150923 15.56 15.72 15.51 15.64 +0.04 60 1,470 +7
Feb16 150923 15.66 15.75 15.66 15.74 +0.08 16 1,361 +6
Mar16 150923 15.82 15.92 15.80 15.92 +0.07 17 1,289 -2
Apr16 150923 15.81 15.85 15.81 15.85 +0.04 12 977 -1
May16 150923 15.90 15.96 15.90 15.93 +0.03 23 977 +5
Jun16 150923 16.16 16.21 16.16 16.17 +0.01 18 784 +3
Jul16 150923 16.40 16.40 16.36 16.37 -0.03 10 640 +7
Aug16 150923 16.43 16.44 16.43 16.43 +0.04 13 589 +9
Sep16 150923 16.40 16.40 16.36 16.36 +0.02 10 566 +7
Total Volume and Open Interest 1,116 26,890 +241
Cocoa(ICE)
Dec15 150923 3312 3322 3285 3315 +3 8,170 95,374 +357
Mar16 150923 3301 3315 3279 3310 +7 4,569 57,904 -1,306
May16 150923 3292 3302 3268 3299 +7 2,090 20,357 +153
Jul16 150923 3277 3285 3253 3285 +8 954 12,407 +266
Sep16 150923 3252 3268 3242 3268 +9 565 8,351 +323
Dec16 150923 3228 3244 3219 3244 +8 175 5,318 +115
Mar17 150923 3208 3221 3188 3221 +10 974 10,897 +577
Total Volume and Open Interest 17,571 211,905 +542
Coffee "C"(ICE)
Dec15 150923 115.45 117.20 114.75 116.20 +0.75 14,527 108,894 +158
Mar16 150923 119.00 120.35 118.05 119.45 +0.70 4,167 38,049 +407
May16 150923 121.10 122.55 120.35 121.65 +0.65 1,259 19,173 +409
Jul16 150923 123.40 124.50 122.35 123.55 +0.55 384 8,167 -49
Sep16 150923 125.40 126.40 124.30 125.40 +0.45 258 5,384 +17
Dec16 150923 128.25 129.20 127.20 128.20 +0.40 202 8,573 +2
Total Volume and Open Interest 20,946 190,712 +988
Orange Juice(ICE)
Nov15 150923 116.70 116.70 110.70 110.90 -4.90 589 9,710 +7
Jan16 150923 117.75 117.75 112.10 112.25 -4.60 83 2,116 +43
Mar16 150923 118.00 118.00 114.00 114.05 -4.50 14 678 -12
May16 150923 120.00 120.00 116.00 116.00 -4.55 10 126 +4
Jul16 150923 119.50 119.50 119.50 119.50 -3.65      
Sep16 150923 121.90 121.90 121.90 121.90 -2.75      
Total Volume and Open Interest 696 12,630 +42
Sugar #11(ICE)
Oct15 150923 10.89 11.22 10.89 10.95 +0.07 36,468 99,326 -9,426
Mar16 150923 11.58 11.87 11.54 11.55 -0.02 52,839 413,147 +4,313
May16 150923 11.56 11.83 11.48 11.49 -0.04 15,054 94,868 -91
Jul16 150923 11.57 11.80 11.42 11.43 -0.08 5,802 64,155 +484
Oct16 150923 11.77 11.97 11.60 11.61 -0.10 2,257 58,151 -60
Mar17 150923 12.22 12.46 12.10 12.11 -0.11 773 24,495 +230
May17 150923 12.34 12.53 12.16 12.17 -0.14 175 4,073 +4
Jul17 150923 12.39 12.56 12.17 12.20 -0.17 163 4,903 +27
Total Volume and Open Interest 113,614 770,666 -4,474
London Cocoa(LCE)
Dec15 150923 2235 2254 2234 2253 +18 7,583 98,012 -329
Mar16 150923 2209 2230 2209 2230 +19 5,503 76,128 -536
May16 150923 2205 2225 2204 2225 +20 1,243 23,148 -249
Jul16 150923 2202 2220 2199 2220 +20 861 32,375 +298
Sep16 150923 2191 2212 2191 2212 +19 888 27,667 +124
Dec16 150923 2159 2179 2159 2179 +20 379 5,035 +215
Mar17 150923 2130 2154 2130 2154 +24 933 20,991 +47
Total Volume and Open Interest 17,390 283,755 -430
London Sugar(LCE)
Dec15 150923 341.50 346.90 340.20 341.50 +1.20 4,231 35,512 +35,512
Mar16 150923 338.40 343.70 337.20 338.00 +0.60 2,940 25,711 +25,711
May16 150923 337.80 342.90 337.10 337.80 +0.80 719 10,681 +10,681
Aug16 150923 338.90 343.70 337.80 338.20 +0.30 219 3,908 +3,908
Oct16 150923 340.20 341.70 338.50 339.00 +0.10 2 2,052 +2,052
Total Volume and Open Interest 8,126 79,045 +306
Cotton(ICE)
Oct15 150923 58.75 59.58 58.48 58.70 -0.03 19 82 -9
Dec15 150923 59.97 60.44 59.78 59.97 -0.03 19,067 119,930 +113
Mar16 150923 59.88 60.25 59.48 59.63 -0.26 4,821 45,489 -170
May16 150923 60.32 60.56 60.01 60.14 -0.24 392 4,698 +185
Jul16 150923 61.06 61.06 60.53 60.64 -0.30 261 5,581 +153
Oct16 150923 59.00 59.14 59.00 59.14 -0.25 0 4 +0
Total Volume and Open Interest 24,703 180,775 +360
Lumber(CME)
Nov15 150923 223.2 226.0 216.5 217.3 -6.9 388 4,640 +105
Jan16 150923 228.0 229.0 220.5 221.5 -7.4 65 895 +0
Mar16 150923 235.0 235.0 229.4 230.5 -5.9 3 97 +2
May16 150923 240.8 240.8 240.8 240.8 -0.9 0 11 +0
Total Volume and Open Interest 456 5,643 +107
Crude Oil(NYM)
Nov15 150923 46.54 47.15 44.41 44.48 -1.88 344,190 458,585 +11,249
Dec15 150923 47.05 47.75 45.04 45.10 -1.82 68,581 266,788 +3,515
Jan16 150923 47.74 48.42 45.77 45.82 -1.75 24,662 111,599 +2,510
Feb16 150923 48.19 49.07 46.54 46.54 -1.69 13,281 74,563 +1,603
Mar16 150923 48.98 49.72 47.14 47.21 -1.63 15,792 91,646 +1,795
Apr16 150923 49.24 50.13 47.70 47.76 -1.57 4,493 31,421 +76
May16 150923 50.05 50.52 48.20 48.20 -1.51 3,155 23,860 +368
Jun16 150923 50.08 50.84 48.48 48.56 -1.47 11,977 110,187 -742
Jul16 150923 50.38 50.71 48.85 48.85 -1.44 924 25,165 +137
Aug16 150923 50.92 51.26 49.15 49.15 -1.41 652 20,774 +36
Sep16 150923 51.11 51.52 49.49 49.49 -1.38 2,374 43,622 +179
Oct16 150923 51.51 51.52 49.84 49.84 -1.36 294 19,533 +68
Nov16 150923 50.23 51.81 50.23 50.23 -1.35 309 19,159 +74
Dec16 150923 51.95 52.59 50.55 50.63 -1.33 10,847 139,949 +532
Jan17 150923 50.92 52.66 50.92 50.92 -1.32 131 16,495 +55
Feb17 150923 51.23 52.84 51.23 51.23 -1.31 44 8,605 +13
Total Volume and Open Interest 608,874 1,618,395 -10,490
e-miNY Crude Oil(NYM)
Nov15 150923 46.500 47.150 44.425 44.475 -1.875 7,497 2,593 -102
Dec15 150923 47.125 47.750 45.050 45.100 -1.825 505 1,687 +64
Jan16 150923 47.350 48.100 45.825 45.825 -1.750 1 65 +0
Feb16 150923 47.625 48.575 46.550 46.550 -1.675 4 51 +1
Mar16 150923 47.500 49.450 47.200 47.200 -1.650 5 68 -5
Apr16 150923 47.750 49.450 47.750 47.750 -1.575 0 11 +0
May16 150923 48.200 48.200 48.200 48.200 -1.500 0 3 +0
Jun16 150923 49.900 50.300 48.550 48.550 -1.475 4 11 +0
Jul16 150923 48.850 48.850 48.850 48.850 -1.450 0 4 +0
Aug16 150923 49.150 49.150 49.150 49.150 -1.400 0 2 +0
Total Volume and Open Interest 8,016 4,591 -4,486
NY Harbor ULSD(NYM)
Oct15 150923 153.44 157.80 150.34 150.56 -2.64 35,531 36,328 -7,513
Nov15 150923 155.70 159.81 152.54 152.79 -2.85 45,178 81,341 +161
Dec15 150923 157.25 161.62 154.49 154.75 -2.98 27,237 61,248 -1,992
Jan16 150923 159.22 163.40 156.40 156.62 -3.29 11,719 35,925 -911
Feb16 150923 160.59 164.55 157.64 157.90 -3.43 6,775 35,912 +873
Mar16 150923 161.16 164.58 157.85 158.08 -3.48 6,690 34,600 +1,451
Apr16 150923 161.47 163.34 157.59 157.59 -3.50 3,921 25,301 +358
May16 150923 162.18 163.48 158.14 158.14 -3.58 1,409 10,157 -288
Jun16 150923 163.76 165.22 158.87 159.07 -3.64 2,137 24,416 -219
Jul16 150923 164.69 165.81 160.38 160.38 -3.78 537 5,511 +223
Aug16 150923 166.00 166.15 161.74 161.74 -3.88 380 4,068 -57
Sep16 150923 167.70 167.70 163.30 163.30 -3.92 526 4,630 +206
Oct16 150923 168.50 169.68 165.04 165.04 -3.90 260 3,418 +177
Nov16 150923 170.80 171.70 166.65 166.65 -3.80 132 2,702 +15
Total Volume and Open Interest 143,484 390,409 -7,251
RBOB Gasoline(NYM)
Oct15 150923 141.48 145.31 137.86 138.16 -3.48 33,816 44,286 -7,370
Nov15 150923 139.92 143.41 136.22 136.49 -3.27 50,093 120,408 +4,083
Dec15 150923 136.87 140.46 133.48 133.77 -3.30 31,057 63,631 +514
Jan16 150923 137.70 140.21 133.51 133.75 -3.32 13,061 35,769 +1,002
Feb16 150923 138.32 141.63 135.06 135.32 -3.40 7,615 18,244 +1,593
Mar16 150923 140.65 144.16 137.60 137.97 -3.43 7,142 18,909 +806
Apr16 150923 162.72 164.53 158.61 158.89 -3.43 4,689 13,457 +550
May16 150923 162.91 164.96 160.15 160.15 -3.51 1,796 12,975 +145
Jun16 150923 162.76 165.85 159.75 159.96 -3.57 3,191 15,205 +259
Jul16 150923 162.73 164.39 158.97 158.97 -3.59 468 6,229 +10
Total Volume and Open Interest 154,692 381,239 +1,419
e-miNY RBOB Gasoline(NYM)
Oct15 150923 138.16 138.16 138.16 138.16 -3.48 0 1 +0
Nov15 150923 136.49 136.49 136.49 136.49 -3.27      
Dec15 150923 133.77 133.77 133.77 133.77 -3.30      
Jan16 150923 133.75 133.75 133.75 133.75 -3.32      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Oct15 150923 2.576 2.604 2.558 2.569 -0.008 95,586 81,515 -11,330
Nov15 150923 2.635 2.664 2.627 2.638 -0.001 77,732 272,453 +6,942
Dec15 150923 2.790 2.814 2.782 2.793 -0.002 24,970 101,244 -156
Jan16 150923 2.902 2.923 2.897 2.907 +0.002 22,010 122,676 +1,858
Feb16 150923 2.903 2.926 2.902 2.912 +0.003 7,650 31,542 +992
Mar16 150923 2.880 2.891 2.869 2.882 +0.005 13,487 70,680 +531
Apr16 150923 2.750 2.765 2.748 2.759 +0.004 12,175 59,931 -1,295
May16 150923 2.754 2.764 2.750 2.761 +0.005 1,949 22,539 +79
Jun16 150923 2.784 2.796 2.780 2.792 +0.006 902 19,810 -20
Jul16 150923 2.822 2.830 2.815 2.827 +0.006 1,567 16,835 +358
Aug16 150923 2.828 2.841 2.828 2.840 +0.005 504 19,184 -53
Sep16 150923 2.829 2.839 2.824 2.836 +0.006 749 12,080 -74
Oct16 150923 2.857 2.865 2.851 2.863 +0.005 2,566 20,633 +211
Nov16 150923 2.942 2.947 2.941 2.945 +0.001 568 6,607 +123
Dec16 150923 3.103 3.108 3.097 3.104 +0.001 500 10,203 +300
Jan17 150923 3.205 3.212 3.202 3.209 +0.001 1,157 10,903 -866
Total Volume and Open Interest 264,890 924,097 -2,039
Brent Crude Oil(ICE)
Nov15 150923 49.08 50.25 47.68 47.75 -1.33 179,898 277,561 -2,018
Dec15 150923 49.83 51.00 48.41 48.48 -1.39 112,311 364,780 +4,604
Jan16 150923 50.69 51.75 49.19 49.25 -1.41 38,161 196,209 +2,961
Feb16 150923 51.12 52.44 50.00 50.01 -1.41 14,594 120,094 +32
Mar16 150923 52.03 53.02 50.61 50.66 -1.40 16,460 176,545 +161
Apr16 150923 52.70 53.69 51.34 51.34 -1.38 8,644 98,647 +2,283
May16 150923 53.00 54.23 51.92 51.92 -1.37 4,599 52,079 -46
Jun16 150923 53.82 54.76 52.41 52.46 -1.36 19,726 133,770 -928
Jul16 150923 54.38 54.74 52.94 52.94 -1.36 2,926 37,239 +263
Aug16 150923 53.39 53.39 53.39 53.39 -1.35 1,159 30,016 -183
Sep16 150923 55.25 55.25 53.82 53.82 -1.34 3,459 43,537 -440
Oct16 150923 55.91 55.91 54.25 54.25 -1.33 1,000 20,517 -207
Nov16 150923 54.68 54.68 54.68 54.68 -1.32 1,271 20,237 +33
Dec16 150923 56.54 57.20 55.03 55.10 -1.31 17,871 146,850 -126
Total Volume and Open Interest 427,509 1,980,537 +7,530
Gas Oil(ICE)
Oct15 150923 468.25 482.50 461.75 473.25 +13.50 43,440 140,856 -5,885
Nov15 150923 472.25 486.00 465.00 476.75 +13.00 40,019 160,880 +3,166
Dec15 150923 469.00 488.00 467.00 479.00 +12.25 30,966 114,305 -4,155
Jan16 150923 478.25 491.75 471.50 483.25 +11.75 8,740 47,970 +1,256
Feb16 150923 482.75 495.50 476.25 487.25 +11.00 4,333 34,932 +126
Mar16 150923 486.50 498.50 480.25 490.50 +10.50 5,314 27,644 +209
Apr16 150923 494.25 501.25 485.25 493.25 +10.25 5,135 24,587 +114
May16 150923 493.25 504.25 488.25 496.50 +9.75 1,224 17,214 +447
Jun16 150923 496.25 507.00 488.25 499.25 +9.25 6,306 53,457 +2,172
Jul16 150923 501.50 509.25 495.00 503.75 +9.00 486 12,873 +46
Total Volume and Open Interest 154,753 779,306 -553
Ethanol(CBOT)
Oct15 150923 1.566 1.587 1.529 1.535 -0.027 161 564 -50
Nov15 150923 1.530 1.545 1.500 1.504 -0.020 291 1,177 +34
Dec15 150923 1.499 1.503 1.480 1.482 -0.018 126 1,126 +30
Jan16 150923 1.475 1.475 1.460 1.463 -0.018 42 629 -10
Feb16 150923 1.467 1.467 1.467 1.467 -0.018 13 251 -8
Mar16 150923 1.474 1.474 1.474 1.474 -0.018 0 526 +0
Apr16 150923 1.489 1.489 1.489 1.489 -0.018 0 402 +0
May16 150923 1.502 1.502 1.502 1.502 -0.018 0 48 +0
Total Volume and Open Interest 633 4,892 -4
WTI Crude Oil(ICE)
Nov15 150923 46.50 47.15 44.41 44.48 -1.88 41,100 82,681 +1,274
Dec15 150923 47.13 47.72 45.08 45.10 -1.82 31,369 105,213 +1,586
Jan16 150923 47.52 48.38 45.82 45.82 -1.75 11,409 26,854 +241
Feb16 150923 48.69 48.89 46.54 46.54 -1.69 6,535 9,356 +508
Mar16 150923 49.04 49.49 47.21 47.21 -1.63 4,280 18,275 -298
Apr16 150923 49.53 49.81 47.76 47.76 -1.57 1,521 4,571 +43
May16 150923 48.57 48.57 48.20 48.20 -1.51 1,129 5,265 -108
Jun16 150923 50.40 50.50 48.56 48.56 -1.47 3,793 31,997 -275
Jul16 150923 50.51 50.51 48.85 48.85 -1.44 182 1,883 +31
Aug16 150923 49.15 49.15 49.15 49.15 -1.41 96 3,793 +17
Sep16 150923 49.49 49.49 49.49 49.49 -1.38 77 4,963 -24
Oct16 150923 49.84 49.84 49.84 49.84 -1.36 28 1,840 +10
Nov16 150923 50.23 50.23 50.23 50.23 -1.35 37 1,794 -17
Dec16 150923 52.23 52.46 50.60 50.63 -1.33 3,440 49,847 +367
Jan17 150923 50.92 50.92 50.92 50.92 -1.32 0 1,863 -27
Feb17 150923 51.23 51.23 51.23 51.23 -1.31 0 1,093 +0
Total Volume and Open Interest 105,561 394,833 -16,362
US Dollar Index(ICE)
Dec15 150923 96.525 96.715 96.185 96.205 -0.240 36,501 68,625 +2,506
Mar16 150923 96.750 96.875 96.395 96.395 -0.235 124 814 +14
Jun16 150923 96.545 96.545 96.545 96.545 -0.238 4 162 +2
Total Volume and Open Interest 36,630 69,603 +2,523
Australian Dollar(CME)
Dec15 150923 70.53 70.55 69.58 69.70 -0.86 60,711 148,825 -379
Mar16 150923 69.65 69.95 69.27 69.38 -0.86 20 122 +9
Jun16 150923 69.11 69.11 69.11 69.11 -0.85 1 7 +0
Total Volume and Open Interest 60,732 148,960 -370
British Pound(CME)
Dec15 150923 153.54 153.57 152.14 152.54 -1.06 61,212 151,412 +2,109
Mar16 150923 153.18 153.19 152.11 152.49 -1.05 69 273 +23
Jun16 150923 152.45 152.45 152.26 152.45 -1.06 3 238 +2
Total Volume and Open Interest 61,284 151,939 +2,134
Canadian Dollar(CME)
Dec15 150923 75.30 75.54 74.82 74.96 -0.41 55,963 130,602 +7,061
Mar16 150923 75.26 75.51 74.82 74.94 -0.41 172 2,216 +47
Jun16 150923 75.00 75.42 74.91 74.91 -0.43 9 213 +9
Sep16 150923 74.92 74.92 74.92 74.92 -0.42 0 49 +0
Total Volume and Open Interest 56,144 133,118 +7,117
Japanese Yen(CME)
Dec15 150923 83.39 83.74 83.09 83.39 -0.05 99,497 180,096 +6,645
Mar16 150923 83.63 83.92 83.30 83.58 -0.06 110 521 -5
Jun16 150923 83.78 83.99 83.61 83.78 -0.06 0 63 +0
Total Volume and Open Interest 99,607 180,761 +6,640
Swiss Franc(CME)
Dec15 150923 102.86 103.02 102.31 102.61 -0.26 15,403 36,786 +696
Mar16 150923 103.06 103.39 102.73 102.99 -0.27 6 49 +0
Jun16 150923 103.43 103.43 103.35 103.43 -0.27 0 4 +0
Total Volume and Open Interest 15,409 36,842 +696
EuroFX(CME)
Dec15 150923 111.40 112.29 111.20 112.22 +0.75 200,427 310,122 -1,893
Mar16 150923 111.56 112.50 111.41 112.44 +0.75 255 1,698 +3
Jun16 150923 112.04 112.70 111.72 112.70 +0.76 6 804 +0
Total Volume and Open Interest 200,693 312,805 -1,888
Mexican Peso(CME)
Oct15 150923 582.75 582.75 582.75 582.75 -8.00      
Nov15 150923 581.50 581.50 581.50 581.50 -8.00      
Total Volume and Open Interest 27,452 134,986 +3,535
Brazilian Real(CME)
Oct15 150923 248.20 248.20 238.75 241.05 -4.70 588 11,853 -207
Nov15 150923 245.50 245.50 236.75 238.70 -4.65 5 128 +1
Dec15 150923 242.80 242.80 233.25 236.20 -4.60 42 10,268 +8
Jan16 150923 234.00 234.00 234.00 234.00 -4.30      
Total Volume and Open Interest 635 22,659 -198
30-Year T-Bonds(CBOT)
Dec15 150923 155~130 156~080 154~220 155~200 -0~040 178,967 498,474 +8,230
Mar16 150923 154~050 154~080 153~200 154~080 -0~040 0 1 +0
Jun16 150923 154~080 154~080 154~080 154~080 -0~040      
Total Volume and Open Interest 178,967 498,475 +3,333
10-Year T-Notes(CBOT)
Dec15 150923 128~015 128~110 127~250 127~310 -0~045 762,809 2,625,615 -28,010
Mar16 150923 127~170 127~170 127~170 127~170 -0~045      
Jun16 150923 126~180 126~180 126~180 126~180 -0~045      
Total Volume and Open Interest 762,809 2,625,615 -53,039
5-Year T-Notes(CBOT)
Sep15 150923 120~132 120~206 120~120 120~150 -0~022 1,402 66,157 -291
Dec15 150923 120~044 120~096 120~002 120~036 -0~020 438,442 2,279,695 -8,447
Mar16 150923 119~142 119~142 119~142 119~142 -0~006      
Total Volume and Open Interest 439,844 2,345,852 -8,738
2 Year T-Notes(CBOT)
Sep15 150923 109~196 109~196 109~186 109~194 unch 1,549 15,955 +839
Dec15 150923 109~134 109~146 109~122 109~140 unch 149,414 1,095,027 -1,963
Mar16 150923 109~070 109~070 109~070 109~070 unch      
Total Volume and Open Interest 150,963 1,110,982 -1,124
Eurodollars(CME)
Dec15 150923 99.595 99.605 99.585 99.585 -0.010 205,525 1,289,498 -14,910
Mar16 150923 99.470 99.485 99.455 99.460 -0.010 136,036 1,249,650 +2,737
Jun16 150923 99.325 99.345 99.310 99.320 -0.010 123,966 1,207,942 -889
Sep16 150923 99.160 99.180 99.145 99.155 -0.015 110,956 957,366 +9,804
Dec16 150923 98.995 99.015 98.970 98.990 -0.010 152,097 1,289,675 +23,022
Mar17 150923 98.855 98.875 98.825 98.850 -0.005 99,242 731,701 +161
Jun17 150923 98.705 98.730 98.680 98.705 -0.005 91,472 740,111 +8,041
Sep17 150923 98.570 98.600 98.550 98.575 -0.005 93,047 574,545 -5,002
Dec17 150923 98.445 98.470 98.415 98.440 -0.005 92,431 649,338 +1,616
Mar18 150923 98.330 98.360 98.300 98.325 -0.005 53,949 406,174 +2,693
Jun18 150923 98.220 98.245 98.185 98.210 -0.010 58,647 437,440 +5,780
Sep18 150923 98.105 98.140 98.075 98.105 -0.010 49,076 250,900 +886
Dec18 150923 98.000 98.035 97.965 98.000 -0.010 40,741 297,209 -2,642
Mar19 150923 97.920 97.945 97.875 97.905 -0.010 26,328 166,082 -2,247
Jun19 150923 97.825 97.850 97.775 97.810 -0.010 24,837 164,573 -1,291
Sep19 150923 97.730 97.750 97.680 97.715 -0.010 19,388 128,111 -405
Dec19 150923 97.630 97.660 97.580 97.620 -0.010 16,159 111,791 -873
Mar20 150923 97.545 97.570 97.490 97.530 -0.010 13,197 76,365 +851
Total Volume and Open Interest 1,460,999 11,206,058 +27,382
Ultra T-Bond(CBOT)
Sep15 150921 158~25 158~25 157~26 157~27 -2~12 6,140 18,019 -14
Dec15 150923 158~17 159~14 157~16 158~20 -0~08 62,928 619,266 +4,742
Mar16 150923 158~15 158~15 158~15 158~15 -0~08      
Total Volume and Open Interest 62,928 619,266 -6,742
30 Day Federal Funds(CBOT)
Sep15 150923 99.863 99.865 99.863 99.863 unch 4,987 95,917 +687
Oct15 150923 99.860 99.860 99.855 99.855 unch 7,224 200,405 -3,926
Nov15 150923 99.835 99.835 99.825 99.830 unch 26,459 196,652 -3,870
Dec15 150923 99.800 99.800 99.785 99.795 unch 16,320 82,766 +5,909
Jan16 150923 99.765 99.770 99.750 99.760 unch 11,923 126,038 +3,760
Feb16 150923 99.735 99.735 99.720 99.725 -0.005 4,579 56,607 +57
Total Volume and Open Interest 82,369 899,520 +3,037
3-Mth Euro-Yen(CME)
Dec15 150923 99.825 99.825 99.825 99.825 unch      
Mar16 150923 99.685 99.685 99.685 99.685 unch      
Jun16 150923 99.545 99.545 99.545 99.545 unch      
Sep16 150923 99.405 99.405 99.405 99.405 unch      
Dec16 150923 99.840 99.840 99.840 99.840 unch      
Mar17 150923 99.700 99.700 99.700 99.700 unch      
Jun17 150923 99.560 99.560 99.560 99.560 unch      
Sep17 150923 99.420 99.420 99.420 99.420 unch      
Dec17 150923 99.280 99.280 99.280 99.280 unch      
Mar18 150923 99.140 99.140 99.140 99.140 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec15 150923 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar16 150923 99.68 99.68 99.68 99.68 unch      
Jun16 150923 99.54 99.54 99.54 99.54 unch      
Sep16 150923 99.40 99.40 99.40 99.40 unch      
Dec16 150923 99.84 99.84 99.84 99.84 unch 0 4 +0
Mar17 150923 99.70 99.70 99.70 99.70 unch      
Jun17 150923 99.56 99.56 99.56 99.56 unch      
Sep17 150923 99.42 99.42 99.42 99.42 unch      
Total Volume and Open Interest 0 8 +0
Japanese Gov't Bonds(SGX)
Dec15 150923 148.37 148.43 148.32 148.32 unch 487 21,247 -116
Mar16 150923 147.76 147.76 147.76 147.76 unch      
Jun16 150923 147.20 147.20 147.20 147.20 unch      
Total Volume and Open Interest 487 21,247 -116
Euro-Bund(EUREX)
Dec15 150923 156.20 156.26 155.71 155.92 -0.14 419,835 1,115,101 -19,041
Mar16 150923 158.08 158.08 157.62 157.75 -0.14 1,862 13,132 +962
Jun16 150923 155.92 155.92 155.92 155.92 -0.14      
Total Volume and Open Interest 421,697 1,128,233 -18,079
Euro-Bobl(EUREX)
Dec15 150923 129.10 129.12 128.96 129.01 -0.06 299,348 1,004,732 -2,831
Mar16 150923 130.31 130.31 130.31 130.31 -0.09 0 10 +0
Jun16 150923 129.01 129.01 129.01 129.01 -0.06      
Total Volume and Open Interest 299,348 1,004,742 -2,831
3-Mth Euribor(EUREX)
Sep15 150914 100.040 100.040 100.037 100.037 -0.003 54 13,932 -52
Dec15 150923 100.050 100.050 100.050 100.050 -0.005 18 32,530 -13
Mar16 150923 100.055 100.060 100.055 100.060 -0.005 0 4,640 +0
Total Volume and Open Interest 192 80,647 -22
Long Gilt(LIFFE)
Sep15 150923 119~22 119~24 119~17 119~18 -0~08 645 6,465 +205
Dec15 150923 118~29 118~29 118~18 118~22 -0~08 133,365 437,777 -5,637
Total Volume and Open Interest 134,010 444,242 -5,432
3-Mth Short Sterling(LIFFE)
Dec15 150923 99.40 99.40 99.38 99.39 -0.01 38,702 428,977 -8,573
Mar16 150923 99.33 99.34 99.32 99.33 -0.01 53,296 392,471 -2,106
Jun16 150923 99.25 99.25 99.23 99.24 -0.02 22,645 424,419 -1,989
Sep16 150923 99.14 99.15 99.12 99.13 -0.02 24,728 327,108 +934
Dec16 150923 99.03 99.03 99.00 99.01 -0.02 38,593 384,262 +721
Mar17 150923 98.91 98.92 98.89 98.90 -0.02 26,148 290,532 +7
Total Volume and Open Interest 366,610 3,278,207 -3,640
3-Mth Euribor(LIFFE)
Dec15 150923 100.060 100.060 100.045 100.050 -0.005 21,526 381,191 -5,968
Mar16 150923 100.065 100.070 100.050 100.055 -0.010 29,840 297,302 +10,505
Jun16 150923 100.070 100.075 100.055 100.060 -0.010 20,444 326,263 -3,921
Total Volume and Open Interest 247,613 2,969,008 +6,869
3-Mth Aus T-Bills(SFE)
Dec15 150923 97.92 97.93 97.91 97.93 +0.01 16,761 200,297 -2,901
Mar16 150923 98.00 98.02 98.00 98.01 +0.01 16,605 162,140 -572
Jun16 150923 98.05 98.08 98.05 98.07 +0.02 16,854 154,468 -642
Sep16 150923 98.06 98.10 98.06 98.09 +0.03 14,401 118,102 -3
Dec16 150923 98.01 98.07 98.01 98.05 +0.04 9,746 77,326 +286
Mar17 150923 97.95 98.02 97.94 98.00 +0.06 7,540 55,568 +1,054
Jun17 150923 97.88 97.95 97.88 97.93 +0.06 2,923 40,971 -257
Sep17 150923 97.78 97.86 97.78 97.85 +0.07 2,172 24,264 +453
Dec17 150923 97.76 97.76 97.76 97.76 +0.07 7 3,352 -591
Mar18 150923 97.62 97.68 97.62 97.68 +0.07 203 3,087 -38
Total Volume and Open Interest 87,443 842,435 -3,155
10-Year Aus T-Bonds(SFE)
Dec15 150923 97.22 97.35 97.22 97.30 +0.08 80,862 658,746 -7,787
Mar16 150923 97.30 97.30 97.30 97.30 +0.08      
Total Volume and Open Interest 80,862 658,746 -7,787
3-Year Aus T-Bonds(SFE)
Dec15 150923 98.09 98.17 98.09 98.14 +0.05 134,116 698,199 -28,519
Mar16 150923 98.14 98.14 98.14 98.14 +0.05      
Total Volume and Open Interest 134,116 698,199 -28,519
Gold(CMX)
Oct15 150923 1123.8 1134.0 1121.3 1131.6 +6.6 2,973 20,272 -561
Dec15 150923 1123.8 1134.0 1121.1 1131.5 +6.7 87,119 283,672 -5,725
Feb16 150923 1124.0 1134.4 1122.6 1132.3 +6.7 6,559 47,406 +2,205
Apr16 150923 1125.8 1133.2 1125.8 1133.0 +6.7 1,055 19,761 +503
Jun16 150923 1124.0 1136.0 1123.3 1133.8 +6.7 161 14,066 +73
Aug16 150923 1134.7 1134.8 1134.7 1134.7 +6.7 96 3,912 +18
Oct16 150923 1135.6 1135.6 1135.6 1135.6 +6.7 25 1,939 +25
Dec16 150923 1135.8 1136.7 1135.8 1136.6 +6.7 84 11,883 +9
Feb17 150923 1137.9 1137.9 1137.9 1137.9 +6.7 0 158 +0
Apr17 150923 1139.3 1139.3 1139.3 1139.3 +6.7 0 576 +0
Jun17 150923 1140.8 1140.8 1140.8 1140.8 +6.7 0 3,846 +0
Total Volume and Open Interest 98,548 417,553 -3,654
Silver(CMX)
Sep15 150923 1474.0 1484.0 1474.0 1478.0 +3.0 57 232 -24
Dec15 150923 1476.5 1491.0 1468.5 1478.9 +3.3 22,245 118,594 -504
Mar16 150923 1482.5 1494.0 1475.0 1483.7 +3.4 915 16,238 +574
May16 150923 1478.0 1495.5 1478.0 1486.8 +3.5 107 2,666 -12
Jul16 150923 1489.5 1490.0 1489.5 1489.8 +3.5 88 5,647 +29
Sep16 150923 1492.7 1492.7 1492.7 1492.7 +3.5 40 727 +13
Dec16 150923 1497.5 1497.5 1496.8 1496.8 +3.6 341 5,785 -147
Total Volume and Open Interest 23,827 154,067 -97
Platinum(NYMEX)
Oct15 150923 937.0 947.2 925.8 932.4 -5.1 11,607 38,224 -4,205
Jan16 150923 936.7 946.7 926.2 932.0 -5.3 7,015 35,251 +4,717
Apr16 150923 934.5 945.0 931.8 933.9 -4.9 68 1,993 +60
Jul16 150923 935.2 935.2 935.2 935.2 -4.9 0 3 +0
Total Volume and Open Interest 18,690 75,478 +571
Palladium(NYMEX)
Sep15 150923 633.30 645.00 631.75 645.00 +34.15 7 18 -3
Dec15 150923 608.45 651.00 606.90 645.70 +34.75 2,794 26,820 -104
Mar16 150923 609.80 648.55 609.80 645.80 +34.70 5 195 +0
Total Volume and Open Interest 2,806 27,050 -107
Copper(CMX)
Sep15 150923 230.25 232.20 230.00 230.55 -0.15 329 1,561 -219
Dec15 150923 230.80 232.50 229.00 229.55 -0.20 35,380 99,798 -452
Mar16 150923 230.75 233.00 229.85 230.05 -0.30 2,661 27,535 +198
May16 150923 231.90 233.05 230.10 230.30 -0.35 806 9,398 +67
Jul16 150923 232.05 233.15 230.40 230.45 -0.35 145 2,650 -70
Total Volume and Open Interest 39,846 150,295 -412
E-mini DJIA Index(CBOT)
Sep15 150918 16658 16706 16398 16506 -152 26,853 40,862 -4,185
Dec15 150923 16221 16322 16065 16187 -42 171,597 60,368 +550
Mar16 150923 16119 16206 16002 16103 -42 37 74 +11
Jun16 150923 16021 16021 15978 16021 -42 0 5 +0
Total Volume and Open Interest 171,634 60,447 +561
S & P 500(CME)
Dec15 150923 1927.60 1941.40 1911.70 1928.60 -3.50 4,600 98,173 -62
Mar16 150923 1920.90 1927.70 1913.50 1920.90 -3.60 0 250 +0
Jun16 150923 1913.50 1920.30 1906.10 1913.50 -3.60 0 972 +0
Sep16 150923 1907.70 1914.50 1900.30 1907.70 -3.60 0 1 +0
Total Volume and Open Interest 4,600 99,396 -62
S & P 500 E-Mini(Globex)
Dec15 150923 1930.50 1941.75 1910.50 1928.50 -3.50 1,513,503 2,862,583 -13,454
Mar16 150923 1921.75 1934.25 1902.50 1921.00 -3.50 3,944 8,812 +1,357
Jun16 150923 1914.00 1925.75 1896.50 1913.50 -3.50 30 379 +13
Sep16 150923 1907.75 1917.00 1893.75 1907.75 -3.50 0 84 +0
Total Volume and Open Interest 1,517,478 2,871,859 -12,083
NASDAQ 100 E-Mini(Globex)
Dec15 150923 4264.30 4292.80 4221.50 4262.80 -4.50 254,496 258,894 +1,819
Mar16 150923 4236.00 4280.80 4218.00 4256.30 -4.50 25 36 +1
Jun16 150923 4250.00 4269.50 4219.50 4250.00 -4.50 0 236 +0
Total Volume and Open Interest 254,596 259,242 +1,895
S&P Midcap 400(CME) e-Mini
Sep15 150918 1428.10 1428.10 1419.15 1419.15 -16.65 14,546 8,836 -7,869
Dec15 150923 1392.60 1402.50 1383.30 1388.60 -5.40 18,358 81,005 +455
Mar16 150923 1389.60 1389.60 1389.60 1389.60 -5.40      
Total Volume and Open Interest 18,358 81,010 +455
Volatility Index(CBOE)
Sep15 150916 22.45 23.00 22.24 22.40 -0.18 67,304 56,286 -11,494
Oct15 150923 21.75 22.90 20.85 21.13 -0.65 101,186 176,792 -9,884
Nov15 150923 21.15 21.93 20.40 20.68 -0.45 42,723 44,132 +4,384
Dec15 150923 20.90 21.55 20.29 20.53 -0.35 16,926 35,166 -277
Total Volume and Open Interest 177,121 322,305 -6,640
Russell 2000(ICE)
Dec15 150923 1137.70 1145.90 1129.10 1134.00 -5.10 100,082 365,517 +835
Mar16 150923 1131.20 1131.20 1131.20 1131.20 -5.20 0 1 +0
Jun16 150923 1127.50 1127.50 1127.50 1127.50 -5.60      
Total Volume and Open Interest 100,082 365,518 +835
Nikkei 225(CME)
Dec15 150923 17645 17830 17440 17670 -15 6,508 48,516 +86
Mar16 150923 17700 17840 17620 17735 -15 0 7 +0
Total Volume and Open Interest 6,508 48,524 +86
Nikkei 225(SGX)
Dec15 150923 17895 17900 17335 17525 -475 32,201 199,888 -4,977
Mar16 150923 17505 17505 17505 17505 -475 0 482 +0
Jun16 150923 17380 17380 17380 17380 -475 0 203 +0
Total Volume and Open Interest 32,204 211,839 -4,977
CAC 40(EURONEXT)
Oct15 150923 4391.5 4479.5 4383.0 4423.0 +4.5 88,117 219,799 -5,002
Nov15 150923 4395.5 4467.0 4388.0 4421.0 +4.5 39 80 -48
Dec15 150923 4394.0 4465.5 4384.0 4415.5 +5.0 534 13,087 -220
Total Volume and Open Interest 88,690 232,994 -5,270
Hang Seng Index(HKFE)
Sep15 150923 21580 21612 20944 21313 -279 72,544 90,575 +1,114
Oct15 150923 21571 21571 20888 21299 -268 2,075 5,645 +1,221
Total Volume and Open Interest 74,956 104,324 +2,407
DAX(EUREX)
Sep15 150918 10200.5 10220.0 9948.5 9948.5 -296.0 123,415 49,189 -27,779
Dec15 150923 9510.0 9712.0 9483.0 9620.5 +51.5 106,925 134,412 -1,802
Mar16 150923 9537.0 9720.0 9500.0 9633.0 +51.5 149 674 +25
Total Volume and Open Interest 107,076 135,086 -1,777
FT-SE 100(EURONEXT)
Dec15 150923 5884.50 6035.00 5865.00 6002.00 +94.50 85,823 546,104 +427
Mar16 150923 5952.50 5981.00 5952.50 5953.50 +94.00 3 12 +1
Jun16 150923 5903.50 5903.50 5903.50 5903.50 +94.00 0 1,755 +0
Total Volume and Open Interest 85,826 547,871 +428
SPI 200(SFE)
Dec15 150923 5093.0 5093.0 4970.0 4995.0 -101.0 39,392 230,790 -2,016
Mar16 150923 4972.0 4972.0 4940.0 4940.0 -99.0 10 3,077 +8
Jun16 150923 4930.0 4930.0 4930.0 4930.0 -99.0 0 1,060 +0
Total Volume and Open Interest 39,588 237,027 -1,910
FTSE MIB(ISE)
Dec15 150923 21070.00 21390.00 20915.00 21074.00 +31.00 29,206 56,414 +1,113
Mar16 150923 21090.00 21325.00 20995.00 21094.00 +49.00 31 26 +21
Jun16 150923 20675.00 20675.00 20675.00 20675.00 +49.00      
Total Volume and Open Interest 29,237 56,440 +1,134
KOSPI 200(KFE)
Dec15 150923 237.05 237.45 234.65 235.60 -2.90 151,494 121,561 -3,242
Mar16 150923 234.05 235.15 232.60 233.30 -3.05 866 2,475 +25
Jun16 150923 234.30 235.60 234.30 235.45 -1.85 7 357 +22
Total Volume and Open Interest 152,370 125,651 -3,197
GSCI(CME)
Oct15 150923 357.20 357.20 357.20 357.20 -5.10 41 13,913 +32
Nov15 150923 360.05 360.05 360.05 360.05 -5.15      
Dec15 150923 364.75 364.75 364.75 364.75 -5.15      
Total Volume and Open Interest 41 13,913 +32
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