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 September 29, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov15 150929 876.25 884.75 873.50 884.25 +7.50 154,414 382,579 -3,731
Jan16 150929 880.25 888.00 878.00 887.50 +6.75 35,216 96,984 +4,479
Mar16 150929 885.00 891.75 882.25 890.75 +5.50 15,759 93,706 +1,196
May16 150929 887.50 894.50 885.75 893.00 +4.75 11,686 58,433 -825
Jul16 150929 892.75 898.75 890.00 897.50 +4.50 9,034 46,768 +1,507
Aug16 150929 890.00 897.75 890.00 896.50 +4.00 307 3,486 +52
Sep16 150929 890.75 891.75 887.25 889.25 +3.50 97 725 -5
Nov16 150929 884.75 890.25 881.25 887.25 +3.25 4,520 22,730 -51
Jan17 150929 889.75 893.00 889.75 893.00 +3.00 14 253 -2
Mar17 150929 897.75 897.75 897.75 897.75 +3.00 6 172 -1
May17 150929 901.25 901.25 901.25 901.25 +2.75 4 161 +2
Jul17 150929 906.50 906.50 906.50 906.50 +3.00 3 293 +1
Aug17 150929 903.75 903.75 903.75 903.75 +3.00 0 32 +0
Sep17 150929 899.75 899.75 899.75 899.75 +3.00 0 20 +0
Total Volume and Open Interest 231,070 706,841 +2,624
Soybean Meal(CBOT)
Oct15 150929 304.40 306.00 302.50 305.70 +1.00 23,238 22,770 -4,668
Dec15 150929 304.00 305.80 302.20 305.50 +1.40 59,356 176,760 +3,294
Jan16 150929 303.00 304.70 301.20 304.40 +1.30 10,536 38,239 +731
Mar16 150929 301.40 302.90 299.80 302.50 +1.00 7,390 44,334 +882
May16 150929 299.40 300.50 297.70 300.20 +0.70 4,353 34,702 +188
Jul16 150929 299.80 301.00 298.10 300.30 +0.40 5,498 28,303 +637
Aug16 150929 299.60 300.60 298.20 299.90 +0.30 1,112 7,550 +107
Sep16 150929 299.10 300.30 297.70 299.40 +0.30 834 7,685 +118
Oct16 150929 295.70 298.30 295.60 296.90 -0.10 298 5,698 +124
Dec16 150929 296.40 298.40 295.70 296.60 -0.50 1,189 13,331 +268
Total Volume and Open Interest 114,112 381,635 +1,832
Soybean Oil(CBOT)
Oct15 150929 27.16 27.68 26.89 27.46 +0.28 25,600 18,222 -3,826
Dec15 150929 27.37 27.89 27.06 27.69 +0.32 87,537 201,833 -5,161
Jan16 150929 27.75 28.20 27.44 28.02 +0.33 16,377 44,838 -639
Mar16 150929 27.96 28.44 27.65 28.27 +0.33 9,569 51,177 -50
May16 150929 28.07 28.62 27.87 28.46 +0.32 8,012 36,320 +508
Jul16 150929 28.42 28.79 28.06 28.61 +0.29 9,166 29,884 +1,102
Aug16 150929 28.28 28.83 28.28 28.68 +0.29 828 6,616 +67
Sep16 150929 28.40 28.87 28.40 28.74 +0.29 457 4,703 +21
Oct16 150929 28.84 28.91 28.71 28.75 +0.27 223 4,425 -3
Dec16 150929 28.62 29.08 28.42 28.89 +0.27 952 13,785 +181
Total Volume and Open Interest 158,726 414,276 -7,799
Canola(WCE)
Nov15 150929 473.8 480.9 469.9 476.9 +3.1 24,636 110,639 +137
Jan16 150929 478.8 485.9 475.0 481.9 +3.1 8,510 37,242 +1,418
Mar16 150929 479.0 487.9 477.9 484.1 +3.1 1,253 12,784 +25
May16 150929 478.2 487.2 478.2 484.4 +3.1 354 4,635 +76
Jul16 150929 477.6 487.3 476.6 483.7 +3.1 628 11,529 +171
Total Volume and Open Interest 35,665 179,695 +2,055
Corn(CBOT)
Dec15 150929 387.25 389.50 385.00 389.00 +2.25 143,043 754,864 +10,586
Mar16 150929 398.25 400.50 396.25 399.75 +1.75 24,541 239,814 +2,852
May16 150929 405.25 407.50 403.50 406.75 +1.75 6,288 92,000 +1,504
Jul16 150929 410.25 412.50 408.50 411.75 +1.50 10,523 87,128 +283
Sep16 150929 402.50 404.75 401.50 403.75 +1.00 3,180 37,443 +321
Dec16 150929 409.00 410.75 407.00 409.75 +1.00 10,416 73,951 -409
Mar17 150929 419.00 419.25 418.00 419.25 +0.75 630 2,926 -65
May17 150929 425.00 425.00 424.75 424.75 +0.25 205 1,122 +9
Jul17 150929 426.75 427.25 426.25 427.25 +0.25 355 1,277 +59
Sep17 150929 415.75 415.75 415.75 415.75 +1.00 32 523 +0
Total Volume and Open Interest 199,338 1,293,255 +15,150
Wheat(CBOT)
Dec15 150929 506.00 509.75 500.50 503.75 -1.75 59,650 229,954 +731
Mar16 150929 513.25 517.00 508.00 511.25 -1.50 14,025 85,764 +1,681
May16 150929 517.50 522.00 513.50 516.00 -1.50 1,944 21,386 -120
Jul16 150929 520.25 524.25 516.25 519.50 -0.50 1,557 30,980 +78
Sep16 150929 528.00 532.75 525.75 527.75 -0.50 200 3,439 -49
Dec16 150929 541.75 544.75 538.25 541.25 -0.50 322 4,683 -81
Total Volume and Open Interest 77,764 377,317 +2,246
Wheat(KCBT)
Dec15 150929 497.00 501.75 492.75 494.75 -2.75 9,312 118,168 -380
Mar16 150929 511.75 516.25 508.00 509.50 -3.00 1,534 32,532 -116
May16 150929 519.50 526.25 518.50 519.25 -3.00 707 10,642 +297
Jul16 150929 530.25 535.50 527.75 529.00 -2.50 1,022 17,980 -74
Sep16 150929 545.00 549.00 543.00 543.00 -2.00 405 3,330 +128
Dec16 150929 558.75 565.50 558.75 559.25 -2.50 230 3,965 +74
Total Volume and Open Interest 13,210 186,713 -71
Wheat(MGE)
Dec15 150929 522.00 527.00 518.25 520.25 -2.50 4,055 30,127 -624
Mar16 150929 535.75 540.25 531.75 534.00 -2.75 500 14,305 +12
May16 150929 548.75 550.25 544.00 544.00 -2.50 36 6,372 +7
Jul16 150929 558.50 560.00 554.25 554.25 -2.25 66 4,029 +19
Sep16 150929 569.50 570.00 565.25 565.25 -2.25 39 3,183 -8
Total Volume and Open Interest 4,731 59,057 -571
Oats(CBOT)
Dec15 150929 228.75 230.75 226.25 226.50 -2.75 223 7,119 +21
Mar16 150929 232.00 232.75 229.50 229.50 -2.75 53 1,742 +4
May16 150929 234.00 234.00 234.00 234.00 -2.50 3 102 +1
Jul16 150929 238.25 238.25 238.25 238.25 +1.00      
Total Volume and Open Interest 279 8,963 +26
Rough Rice(CBOT)
Nov15 150929 13.34 13.39 13.31 13.32 -0.02 874 8,433 +199
Jan16 150929 13.66 13.67 13.60 13.61 -0.02 148 2,704 +26
Mar16 150929 13.87 13.87 13.84 13.84 -0.01 56 162 +19
May16 150929 13.98 13.98 13.98 13.98 -0.02 44 36 +5
Total Volume and Open Interest 1,210 11,436 +284
Live Cattle(CME)
Oct15 150929 131.500 131.525 129.175 129.175 -3.010 13,816 36,685 -852
Dec15 150929 136.250 136.450 134.150 134.150 -3.000 21,281 127,111 -324
Feb16 150929 137.475 137.600 135.125 135.125 -3.005 7,969 44,058 -631
Apr16 150929 136.175 136.325 133.875 133.900 -2.980 5,509 33,617 +412
Jun16 150929 127.850 127.850 125.425 125.500 -2.935 2,653 14,419 +323
Aug16 150929 125.100 125.100 122.875 122.950 -2.935 989 2,890 +33
Total Volume and Open Interest 53,697 263,110 -595
Feeder Cattle(CME)
Oct15 150929 184.925 185.000 180.775 180.825 -4.460 2,337 11,341 -477
Nov15 150929 180.950 181.075 176.950 176.950 -4.500 2,594 11,436 +81
Jan16 150929 175.400 175.400 171.200 171.200 -4.500 1,010 5,844 +1
Mar16 150929 172.975 172.975 168.700 168.700 -4.500 501 4,186 +58
Apr16 150929 173.225 173.225 169.125 169.125 -4.505 234 706 +37
May16 150929 172.550 172.550 168.750 168.750 -4.500 97 1,242 +27
Aug16 150929 171.675 171.675 169.250 169.250 -4.500 37 334 +14
Total Volume and Open Interest 6,810 35,089 -259
Lean Hogs(CME)
Oct15 150929 71.500 73.400 71.450 73.250 +1.820 5,461 26,987 -1,409
Dec15 150929 65.800 67.275 65.800 67.050 +1.300 14,728 87,732 +1,307
Feb16 150929 69.325 69.925 69.075 69.800 +0.620 6,426 37,080 +673
Apr16 150929 72.500 73.075 72.275 72.600 +0.465 3,415 26,641 -72
May16 150929 77.430 77.600 77.150 77.150 +0.320 11 520 +5
Jun16 150929 80.300 80.575 80.000 80.225 +0.225 1,619 13,549 +542
Jul16 150929 79.275 79.700 79.150 79.275 +0.095 141 2,150 +48
Aug16 150929 78.900 78.900 78.575 78.825 +0.290 93 2,183 +20
Total Volume and Open Interest 31,963 199,800 +1,101
Class III Milk(CME)
Sep15 150929 15.81 15.81 15.80 15.80 unch 26 4,413 -10
Oct15 150929 15.32 15.52 15.18 15.37 -0.01 236 4,717 +63
Nov15 150929 15.52 15.73 15.32 15.59 +0.02 114 4,170 +5
Dec15 150929 15.57 15.69 15.46 15.60 +0.06 77 3,835 -9
Jan16 150929 15.50 15.50 15.40 15.47 -0.04 8 1,508 +2
Feb16 150929 15.60 15.60 15.52 15.58 -0.03 8 1,386 +0
Mar16 150929 15.77 15.77 15.71 15.75 -0.04 8 1,356 +0
Apr16 150929 15.78 15.80 15.72 15.74 -0.11 21 1,008 +5
May16 150929 15.90 15.92 15.89 15.92 -0.05 8 996 +0
Jun16 150929 16.18 16.23 16.18 16.23 unch 5 816 -1
Jul16 150929 16.40 16.40 16.34 16.40 unch 15 678 +12
Aug16 150929 16.43 16.43 16.40 16.43 unch 15 621 +12
Sep16 150929 16.38 16.38 16.38 16.38 unch 13 599 +12
Total Volume and Open Interest 601 27,657 +136
Cocoa(ICE)
Dec15 150929 3243 3250 3171 3182 -60 15,962 95,210 +1,188
Mar16 150929 3245 3249 3174 3185 -56 9,225 61,733 +2,576
May16 150929 3239 3243 3169 3180 -55 1,093 21,507 -93
Jul16 150929 3225 3230 3158 3171 -52 468 12,753 -18
Sep16 150929 3188 3192 3143 3157 -51 237 8,678 +45
Dec16 150929 3163 3163 3131 3134 -50 55 6,154 +11
Mar17 150929 3140 3140 3109 3111 -52 230 13,160 +215
Total Volume and Open Interest 27,270 220,647 +3,924
Coffee "C"(ICE)
Dec15 150929 119.15 122.90 117.95 120.85 +1.70 22,276 108,201 -618
Mar16 150929 122.45 125.95 121.25 123.95 +1.50 5,359 40,986 +752
May16 150929 124.85 127.80 123.55 126.10 +1.45 2,186 20,000 +110
Jul16 150929 126.25 129.55 125.45 127.95 +1.35 804 8,580 +35
Sep16 150929 128.00 131.20 127.25 129.55 +1.20 763 5,943 +189
Dec16 150929 131.65 133.10 129.90 132.10 +1.20 550 8,864 +51
Total Volume and Open Interest 32,307 195,700 +674
Orange Juice(ICE)
Nov15 150929 106.70 107.15 103.45 106.20 -0.60 1,241 10,029 +268
Jan16 150929 107.85 108.55 105.05 107.90 -0.10 172 3,274 +127
Mar16 150929 109.80 110.25 107.65 110.20 -0.10 53 1,310 +21
May16 150929 112.25 112.40 111.10 112.40 -0.30 1 283 +1
Jul16 150929 115.50 115.85 113.60 115.85 -0.50 0 31 +0
Sep16 150929 118.55 118.55 118.55 118.55 -0.50 0 10 +0
Total Volume and Open Interest 1,467 14,938 +417
Sugar #11(ICE)
Oct15 150929 11.64 12.04 11.42 11.76 +0.01 45,293 51,635 -15,951
Mar16 150929 12.28 12.76 12.12 12.46 +0.08 104,273 444,562 +6,563
May16 150929 12.26 12.66 12.07 12.38 +0.08 24,926 98,980 +1,845
Jul16 150929 12.09 12.55 12.01 12.29 +0.06 12,741 69,271 +611
Oct16 150929 12.29 12.69 12.20 12.45 +0.04 4,007 60,120 +25
Mar17 150929 12.79 13.09 12.68 12.87 unch 1,431 25,282 -170
May17 150929 12.81 13.07 12.72 12.90 +0.02 401 4,293 +107
Jul17 150929 12.83 13.07 12.77 12.93 +0.04 529 5,144 +157
Total Volume and Open Interest 194,441 767,428 -6,426
London Cocoa(LCE)
Dec15 150929 2216 2218 2171 2179 -31 7,923 97,418 -787
Mar16 150929 2192 2200 2155 2163 -29 7,035 77,368 -281
May16 150929 2190 2195 2152 2160 -28 2,785 23,591 +153
Jul16 150929 2184 2189 2147 2156 -27 2,251 34,689 +270
Sep16 150929 2177 2182 2140 2149 -26 850 28,111 -47
Dec16 150929 2145 2150 2111 2118 -24 496 5,969 +88
Mar17 150929 2119 2123 2085 2092 -24 539 22,642 +327
Total Volume and Open Interest 21,881 290,199 -277
London Sugar(LCE)
Dec15 150929 358.40 367.40 356.80 361.60 +1.80 5,217 33,702 -78
Mar16 150929 353.20 362.50 352.00 357.00 +1.70 2,808 26,884 +408
May16 150929 353.30 362.10 352.40 357.00 +1.80 675 10,701 -44
Aug16 150929 353.20 360.60 352.00 355.60 +1.30 598 4,303 +292
Oct16 150929 352.60 359.90 352.10 355.10 +1.80 137 2,051 -1
Total Volume and Open Interest 9,477 78,936 +586
Cotton(ICE)
Oct15 150929 60.05 60.05 60.05 60.05 +0.25 1 16 -29
Dec15 150929 60.74 61.25 60.55 61.00 +0.25 13,867 120,481 -1,021
Mar16 150929 60.39 60.89 60.22 60.71 +0.30 3,490 46,452 +252
May16 150929 60.64 61.24 60.63 61.11 +0.29 253 5,146 +18
Jul16 150929 60.96 61.57 60.95 61.41 +0.29 223 5,788 +63
Oct16 150929 61.39 61.39 61.39 61.39 +0.28 0 4 +0
Total Volume and Open Interest 17,990 183,321 -581
Lumber(CME)
Nov15 150929 216.2 225.9 214.7 220.4 +4.2 386 5,044 +89
Jan16 150929 219.3 227.9 218.0 222.9 +3.7 72 1,088 +37
Mar16 150929 228.0 237.0 227.0 234.9 +7.1 11 125 +6
May16 150929 237.8 241.8 237.8 241.8 +5.8 0 13 +0
Total Volume and Open Interest 469 6,270 +132
Crude Oil(NYM)
Nov15 150929 44.50 45.70 44.30 45.23 +0.80 338,622 456,297 +1,160
Dec15 150929 44.92 46.10 44.75 45.64 +0.77 114,882 261,900 +5,669
Jan16 150929 45.34 46.64 45.34 46.20 +0.75 56,057 110,470 +1,694
Feb16 150929 46.17 47.20 45.97 46.76 +0.71 20,422 76,186 -366
Mar16 150929 46.70 47.76 46.60 47.33 +0.66 29,286 101,361 +2,732
Apr16 150929 47.23 48.20 47.23 47.85 +0.62 13,130 36,268 +2,050
May16 150929 48.01 48.53 47.93 48.29 +0.59 5,907 24,991 -138
Jun16 150929 48.01 49.03 47.97 48.64 +0.56 17,815 109,213 +613
Jul16 150929 48.87 49.10 48.60 48.91 +0.53 2,032 25,547 +330
Aug16 150929 49.29 49.39 49.13 49.18 +0.49 1,333 21,763 +325
Sep16 150929 49.64 49.78 49.49 49.49 +0.45 6,404 46,992 +1,610
Oct16 150929 49.28 49.98 49.28 49.81 +0.42 825 19,866 +58
Nov16 150929 50.16 50.16 50.16 50.16 +0.39 1,379 20,124 +770
Dec16 150929 50.00 50.96 50.00 50.52 +0.36 20,967 138,492 -2,535
Jan17 150929 50.79 50.79 50.79 50.79 +0.34 827 16,665 -53
Feb17 150929 51.08 51.08 51.08 51.08 +0.32 95 8,643 +14
Total Volume and Open Interest 636,201 1,614,925 +14,889
e-miNY Crude Oil(NYM)
Nov15 150929 44.475 45.700 44.325 45.225 +0.800 8,153 2,825 -155
Dec15 150929 44.925 46.050 44.825 45.650 +0.775 593 1,488 -53
Jan16 150929 45.350 46.525 45.350 46.200 +0.750 11 74 -2
Feb16 150929 46.650 46.750 46.375 46.750 +0.700 0 48 +0
Mar16 150929 46.650 47.325 46.650 47.325 +0.650 0 67 +0
Apr16 150929 47.850 47.850 47.850 47.850 +0.625 0 11 +0
May16 150929 48.300 48.300 48.300 48.300 +0.600 0 3 +0
Jun16 150929 48.650 48.650 48.650 48.650 +0.575 3 18 +0
Jul16 150929 48.900 48.900 48.900 48.900 +0.525 0 4 +0
Aug16 150929 49.175 49.175 49.175 49.175 +0.475 0 2 +0
Total Volume and Open Interest 8,761 4,637 -209
NY Harbor ULSD(NYM)
Oct15 150929 147.75 151.60 147.62 149.76 +2.04 27,739 19,273 -4,782
Nov15 150929 150.26 154.22 149.94 152.51 +2.34 48,788 91,188 +1,617
Dec15 150929 152.10 156.23 152.10 154.66 +2.28 19,285 65,861 -436
Jan16 150929 154.57 158.25 154.46 156.74 +2.17 12,418 39,331 -127
Feb16 150929 156.98 159.57 156.98 158.13 +2.04 4,937 38,691 +70
Mar16 150929 156.21 159.85 156.21 158.39 +1.95 3,039 34,431 -380
Apr16 150929 155.80 159.15 155.75 157.93 +1.91 1,383 24,326 +8
May16 150929 157.55 159.68 157.55 158.49 +1.86 725 10,333 +219
Jun16 150929 158.22 160.74 158.22 159.38 +1.79 2,089 23,889 -418
Jul16 150929 160.61 161.50 160.46 160.55 +1.70 645 6,001 +20
Aug16 150929 161.83 161.95 161.67 161.75 +1.63 392 4,566 +88
Sep16 150929 163.43 163.71 163.17 163.17 +1.58 241 5,098 +64
Oct16 150929 164.88 164.88 164.88 164.88 +1.57 135 3,818 +55
Nov16 150929 166.60 166.60 166.49 166.49 +1.60 182 2,838 +115
Total Volume and Open Interest 122,786 395,101 -3,858
RBOB Gasoline(NYM)
Oct15 150929 134.19 137.51 133.99 136.32 +1.44 25,033 21,626 -7,333
Nov15 150929 132.60 136.13 132.22 134.95 +1.69 48,020 131,433 -500
Dec15 150929 130.26 133.73 130.04 132.57 +1.60 19,759 70,242 +1,164
Jan16 150929 130.50 133.89 130.50 132.87 +1.60 8,573 35,413 +208
Feb16 150929 132.50 135.68 132.50 134.56 +1.53 4,649 16,149 -388
Mar16 150929 135.00 138.43 135.00 137.30 +1.39 4,742 22,034 +986
Apr16 150929 156.58 159.49 156.58 158.30 +1.17 1,521 13,347 -416
May16 150929 158.97 160.55 158.40 159.47 +1.02 1,146 12,605 -53
Jun16 150929 158.88 160.70 158.69 159.28 +0.93 2,135 16,426 +88
Jul16 150929 158.67 159.55 158.32 158.37 +0.97 329 6,305 +116
Total Volume and Open Interest 118,124 377,948 -6,104
e-miNY RBOB Gasoline(NYM)
Oct15 150929 136.32 136.32 136.30 136.32 +1.44 1 0 -1
Nov15 150929 134.95 135.00 134.95 134.95 +1.69      
Dec15 150929 132.57 132.60 132.57 132.57 +1.60      
Jan16 150929 132.87 132.90 132.87 132.87 +1.60      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Nov15 150929 2.669 2.673 2.581 2.586 -0.084 131,042 300,572 +5,677
Dec15 150929 2.835 2.842 2.757 2.763 -0.074 36,666 112,788 +5,242
Jan16 150929 2.950 2.958 2.879 2.884 -0.067 27,323 125,327 +2,857
Feb16 150929 2.963 2.963 2.887 2.891 -0.066 12,917 35,628 +435
Mar16 150929 2.924 2.926 2.855 2.861 -0.065 13,653 74,570 +1,458
Apr16 150929 2.787 2.787 2.727 2.731 -0.057 11,448 61,252 +1,477
May16 150929 2.787 2.787 2.733 2.735 -0.054 1,551 22,217 +56
Jun16 150929 2.800 2.801 2.767 2.770 -0.052 1,593 20,524 +250
Jul16 150929 2.846 2.846 2.801 2.806 -0.050 670 16,958 +55
Aug16 150929 2.848 2.848 2.813 2.818 -0.050 527 19,599 +196
Sep16 150929 2.841 2.841 2.809 2.813 -0.048 376 12,129 +46
Oct16 150929 2.868 2.870 2.834 2.840 -0.049 1,188 21,274 -11
Nov16 150929 2.941 2.941 2.914 2.918 -0.046 751 7,478 +333
Dec16 150929 3.110 3.110 3.081 3.086 -0.037 630 11,484 +104
Jan17 150929 3.210 3.210 3.189 3.189 -0.038 462 11,536 -19
Feb17 150929 3.202 3.202 3.181 3.181 -0.038 318 3,529 +194
Total Volume and Open Interest 305,592 904,663 -4,587
Brent Crude Oil(ICE)
Nov15 150929 47.45 48.65 47.25 48.23 +0.89 189,403 249,459 -9,106
Dec15 150929 47.90 49.28 47.90 48.86 +0.85 116,545 361,314 -6,148
Jan16 150929 48.70 49.92 48.63 49.51 +0.81 37,099 204,379 +2,432
Feb16 150929 49.43 50.52 49.33 50.18 +0.78 24,644 126,296 +7,313
Mar16 150929 50.00 51.12 49.94 50.77 +0.75 25,499 182,994 +1,723
Apr16 150929 50.75 51.71 50.67 51.44 +0.72 12,380 105,267 -931
May16 150929 51.34 52.36 51.26 52.04 +0.70 8,100 56,240 +392
Jun16 150929 51.88 52.93 51.83 52.58 +0.68 26,073 135,618 +859
Jul16 150929 52.43 53.25 52.43 53.05 +0.65 4,519 37,921 +420
Aug16 150929 52.90 53.47 52.90 53.47 +0.62 3,003 30,834 +440
Sep16 150929 53.56 54.16 53.55 53.89 +0.60 3,502 44,655 +359
Oct16 150929 54.29 54.29 54.29 54.29 +0.58 1,173 21,586 +304
Nov16 150929 54.68 54.68 54.68 54.68 +0.55 568 20,647 +86
Dec16 150929 54.55 55.54 54.48 55.07 +0.52 25,572 149,676 +2,806
Total Volume and Open Interest 491,513 1,995,737 +2,096
Gas Oil(ICE)
Oct15 150929 456.00 467.75 455.25 465.00 +8.50 58,381 121,437 -3,120
Nov15 150929 458.75 471.00 458.50 468.00 +8.50 86,366 158,211 +3,640
Dec15 150929 460.00 473.00 460.00 470.25 +8.00 42,570 120,820 -408
Jan16 150929 466.00 477.00 466.00 474.25 +7.75 10,031 52,111 -117
Feb16 150929 470.25 481.00 470.25 478.25 +7.50 4,435 37,039 -21
Mar16 150929 474.25 484.25 474.25 481.75 +7.25 3,513 28,875 +370
Apr16 150929 478.50 487.00 478.50 484.50 +6.75 1,770 26,094 +449
May16 150929 483.75 490.25 483.75 487.75 +6.50 1,298 17,988 +551
Jun16 150929 484.00 493.00 484.00 490.50 +6.25 4,887 54,893 +970
Jul16 150929 492.25 496.75 491.25 495.00 +6.00 524 13,543 +267
Total Volume and Open Interest 220,753 779,007 +3,755
Ethanol(CBOT)
Oct15 150929 1.545 1.545 1.510 1.522 -0.012 236 344 -107
Nov15 150929 1.503 1.503 1.485 1.496 unch 404 1,350 -2
Dec15 150929 1.476 1.479 1.469 1.478 +0.001 143 1,157 -11
Jan16 150929 1.455 1.461 1.455 1.461 +0.001 193 607 -16
Feb16 150929 1.465 1.465 1.465 1.465 unch 47 286 -9
Mar16 150929 1.452 1.472 1.452 1.472 unch 28 535 -3
Apr16 150929 1.460 1.487 1.460 1.487 unch 13 412 +13
May16 150929 1.487 1.487 1.487 1.487 unch 11 59 +10
Total Volume and Open Interest 1,085 4,928 -116
WTI Crude Oil(ICE)
Nov15 150929 44.50 45.70 44.38 45.23 +0.80 45,986 85,815 +3,225
Dec15 150929 44.87 46.09 44.85 45.64 +0.77 43,970 92,209 -1,959
Jan16 150929 45.47 46.62 45.47 46.20 +0.75 22,914 24,832 -1,960
Feb16 150929 46.71 47.01 46.34 46.76 +0.71 6,701 8,395 +130
Mar16 150929 47.25 47.57 46.98 47.33 +0.66 4,699 18,912 -131
Apr16 150929 48.06 48.06 47.64 47.85 +0.62 2,264 4,345 -6
May16 150929 48.39 48.39 48.07 48.29 +0.59 784 4,884 -177
Jun16 150929 48.85 48.85 48.41 48.64 +0.56 2,314 32,059 -83
Jul16 150929 48.91 48.91 48.91 48.91 +0.53 142 1,890 -9
Aug16 150929 49.18 49.18 49.18 49.18 +0.49 57 3,871 +15
Sep16 150929 49.49 49.49 49.49 49.49 +0.45 171 4,982 +3
Oct16 150929 49.81 49.81 49.81 49.81 +0.42 11 1,837 +1
Nov16 150929 50.16 50.16 50.16 50.16 +0.39 29 1,791 +1
Dec16 150929 50.05 50.88 50.05 50.52 +0.36 3,613 49,687 -129
Jan17 150929 50.79 50.79 50.79 50.79 +0.34 0 1,894 +0
Feb17 150929 51.08 51.08 51.08 51.08 +0.32 0 1,097 +0
Total Volume and Open Interest 134,483 382,535 -1,080
US Dollar Index(ICE)
Dec15 150929 96.190 96.385 95.825 95.993 -0.190 43,885 71,339 +3,640
Mar16 150929 96.230 96.550 96.060 96.185 -0.198 130 920 +17
Jun16 150929 96.340 96.340 96.340 96.340 -0.193 10 159 +3
Total Volume and Open Interest 44,076 72,471 +3,710
Australian Dollar(CME)
Dec15 150929 69.54 69.96 69.08 69.55 -0.08 75,162 142,853 -1,733
Mar16 150929 69.06 69.64 68.80 69.24 -0.08 129 142 +4
Jun16 150929 68.97 69.20 68.84 68.97 -0.07 1 8 +1
Total Volume and Open Interest 75,292 143,009 -1,728
British Pound(CME)
Dec15 150929 151.64 151.99 151.23 151.52 -0.14 79,042 151,670 +2,668
Mar16 150929 151.75 151.94 151.21 151.47 -0.14 29 305 +8
Jun16 150929 151.43 151.66 151.35 151.43 -0.15 0 238 +0
Total Volume and Open Interest 79,071 152,229 +2,676
Canadian Dollar(CME)
Dec15 150929 74.61 74.75 74.28 74.46 -0.21 50,221 135,776 -926
Mar16 150929 74.50 74.72 74.28 74.44 -0.21 122 2,187 +25
Jun16 150929 74.42 74.42 74.35 74.42 -0.20 3 226 +3
Sep16 150929 74.41 74.41 74.35 74.41 -0.21 0 49 +0
Total Volume and Open Interest 50,346 138,276 -898
Japanese Yen(CME)
Dec15 150929 83.48 83.95 83.30 83.65 +0.09 193,091 181,213 +5,798
Mar16 150929 83.63 84.14 83.52 83.85 +0.09 131 533 -6
Jun16 150929 84.04 84.20 83.77 84.04 +0.09 0 65 +0
Total Volume and Open Interest 193,222 181,893 +5,792
Swiss Franc(CME)
Dec15 150929 102.98 103.50 102.85 103.29 +0.43 17,422 39,598 +1,694
Mar16 150929 103.69 103.88 103.69 103.69 +0.43 1 53 +1
Jun16 150929 104.15 104.15 104.11 104.11 +0.42 0 4 +0
Total Volume and Open Interest 17,423 39,658 +1,695
EuroFX(CME)
Dec15 150929 112.56 112.95 112.07 112.72 +0.28 216,443 318,283 +1,562
Mar16 150929 112.76 113.15 112.30 112.94 +0.28 386 1,825 +123
Jun16 150929 112.98 113.31 112.64 113.18 +0.28 10 863 -1
Total Volume and Open Interest 216,879 321,244 +1,696
Mexican Peso(CME)
Oct15 150929 585.25 585.25 585.25 585.25 +1.00      
Nov15 150929 583.88 583.88 583.88 583.88 +0.75      
Total Volume and Open Interest 47,365 127,842 -2,189
Brazilian Real(CME)
Oct15 150929 243.05 248.75 238.90 246.80 +0.40 1,346 11,552 +102
Nov15 150929 240.00 244.90 238.90 243.95 +0.30 49 350 -4
Dec15 150929 237.55 242.40 236.20 241.45 +0.30 214 9,054 -25
Jan16 150929 239.75 239.75 239.75 239.75 +0.90      
Total Volume and Open Interest 1,609 21,366 +73
30-Year T-Bonds(CBOT)
Dec15 150929 157~100 158~050 156~240 157~290 +0~120 268,148 488,245 -8,079
Mar16 150929 156~080 156~160 155~240 156~160 +0~110 1 7 +0
Jun16 150929 156~160 156~160 156~160 156~160 +0~110      
Total Volume and Open Interest 268,149 488,252 -8,079
10-Year T-Notes(CBOT)
Dec15 150929 128~130 128~285 128~085 128~260 +0~120 1,202,302 2,685,730 -27,396
Mar16 150929 128~090 128~120 128~000 128~120 +0~135 5 6 +5
Jun16 150929 127~130 127~130 127~130 127~130 +0~135      
Total Volume and Open Interest 1,202,307 2,685,736 -27,391
5-Year T-Notes(CBOT)
Sep15 150929 120~224 120~282 120~224 120~282 +0~072 1,524 65,513 -501
Dec15 150929 120~102 120~186 120~072 120~174 +0~066 635,815 2,371,318 -22,503
Mar16 150929 120~024 120~024 120~024 120~024 +0~072      
Total Volume and Open Interest 637,339 2,436,831 -23,004
2 Year T-Notes(CBOT)
Sep15 150929 109~224 109~232 109~224 109~226 +0~014 75 15,513 -15
Dec15 150929 109~156 109~176 109~146 109~174 +0~016 301,671 1,125,747 +8,277
Mar16 150929 109~122 109~122 109~122 109~122 +0~016      
Total Volume and Open Interest 301,746 1,141,260 +8,262
Eurodollars(CME)
Dec15 150929 99.590 99.600 99.580 99.600 +0.005 281,369 1,214,238 -29,052
Mar16 150929 99.470 99.495 99.465 99.495 +0.015 271,203 1,245,504 -6,316
Jun16 150929 99.340 99.370 99.330 99.370 +0.025 274,303 1,189,896 -28,683
Sep16 150929 99.190 99.230 99.175 99.225 +0.030 231,031 948,984 -6,017
Dec16 150929 99.035 99.075 99.020 99.070 +0.030 383,665 1,321,853 -14,611
Mar17 150929 98.905 98.950 98.890 98.945 +0.035 178,519 721,203 -7,511
Jun17 150929 98.770 98.820 98.755 98.815 +0.040 163,226 727,653 -807
Sep17 150929 98.650 98.700 98.630 98.695 +0.045 147,882 566,765 -3,783
Dec17 150929 98.525 98.580 98.500 98.570 +0.045 161,011 645,532 -5,296
Mar18 150929 98.415 98.475 98.395 98.465 +0.050 94,382 404,474 +1,293
Jun18 150929 98.305 98.370 98.285 98.360 +0.055 93,618 427,958 -4,780
Sep18 150929 98.200 98.270 98.180 98.260 +0.060 78,290 256,192 +955
Dec18 150929 98.095 98.165 98.075 98.155 +0.060 66,771 289,353 -1,972
Mar19 150929 98.005 98.075 97.985 98.065 +0.060 45,695 170,341 +546
Jun19 150929 97.915 97.985 97.890 97.970 +0.060 41,188 165,996 -3,291
Sep19 150929 97.820 97.895 97.795 97.880 +0.060 42,995 133,516 +3,358
Dec19 150929 97.735 97.800 97.705 97.785 +0.060 21,715 112,595 -500
Mar20 150929 97.640 97.715 97.615 97.700 +0.060 20,156 81,834 +800
Total Volume and Open Interest 2,682,328 11,109,961 -90,237
Ultra T-Bond(CBOT)
Sep15 150921 158~25 158~25 157~26 157~27 -2~12 6,140 18,019 -14
Dec15 150929 160~16 161~16 159~25 161~03 +0~13 102,603 626,342 -5,847
Mar16 150929 160~30 160~30 160~30 160~30 +0~13      
Total Volume and Open Interest 102,603 626,342 -5,847
30 Day Federal Funds(CBOT)
Sep15 150929 99.863 99.865 99.863 99.863 unch 174 95,326 -36
Oct15 150929 99.860 99.865 99.855 99.860 +0.005 7,818 197,779 -4,085
Nov15 150929 99.835 99.840 99.830 99.835 +0.005 39,274 187,028 +4,363
Dec15 150929 99.795 99.805 99.795 99.800 +0.005 20,887 84,145 +3,518
Jan16 150929 99.760 99.770 99.755 99.765 +0.005 35,972 127,290 +806
Feb16 150929 99.725 99.735 99.725 99.735 +0.005 13,700 53,458 -63
Total Volume and Open Interest 138,523 892,191 +7,185
3-Mth Euro-Yen(CME)
Dec15 150929 99.825 99.825 99.825 99.825 unch      
Mar16 150929 99.685 99.685 99.685 99.685 unch      
Jun16 150929 99.545 99.545 99.545 99.545 unch      
Sep16 150929 99.405 99.405 99.405 99.405 unch      
Dec16 150929 99.840 99.840 99.840 99.840 unch      
Mar17 150929 99.700 99.700 99.700 99.700 unch      
Jun17 150929 99.560 99.560 99.560 99.560 unch      
Sep17 150929 99.420 99.420 99.420 99.420 unch      
Dec17 150929 99.280 99.280 99.280 99.280 unch      
Mar18 150929 99.140 99.140 99.140 99.140 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec15 150928 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar16 150928 99.68 99.68 99.68 99.68 unch      
Jun16 150928 99.54 99.54 99.54 99.54 unch      
Sep16 150928 99.40 99.40 99.40 99.40 unch      
Dec16 150928 99.84 99.84 99.84 99.84 unch 0 4 +0
Mar17 150928 99.70 99.70 99.70 99.70 unch      
Jun17 150928 99.56 99.56 99.56 99.56 unch      
Sep17 150928 99.42 99.42 99.42 99.42 unch      
Total Volume and Open Interest 0 8 +0
Japanese Gov't Bonds(SGX)
Dec15 150928 148.28 148.34 148.09 148.15 -0.14 272 21,450 +190
Mar16 150928 147.59 147.59 147.59 147.59 -0.14      
Jun16 150928 147.03 147.03 147.03 147.03 -0.14      
Total Volume and Open Interest 272 21,450 +190
Euro-Bund(EUREX)
Dec15 150929 156.36 156.53 155.86 156.17 +0.13 620,898 1,141,291 -13,127
Mar16 150929 158.20 158.25 157.77 158.01 +0.15 893 14,069 +655
Jun16 150929 156.17 156.17 156.17 156.17 +0.13      
Total Volume and Open Interest 621,791 1,155,360 -12,472
Euro-Bobl(EUREX)
Dec15 150929 129.07 129.11 128.95 129.00 -0.01 375,933 1,019,155 -6,653
Mar16 150929 130.36 130.36 130.35 130.35 +0.01 2 11 +1
Jun16 150929 129.00 129.00 129.00 129.00 -0.01      
Total Volume and Open Interest 375,935 1,019,166 -6,652
3-Mth Euribor(EUREX)
Sep15 150914 100.040 100.040 100.037 100.037 -0.003 54 13,932 -52
Dec15 150929 100.055 100.055 100.055 100.055 +0.005 0 27,690 +0
Mar16 150929 100.060 100.060 100.060 100.060 +0.005 0 4,645 +0
Total Volume and Open Interest 389 67,559 +231
Long Gilt(LIFFE)
Dec15 150929 119~06 119~12 118~27 119~06 +0~08 182,965 453,257 -7,416
Mar16 150929 118~12 118~12 118~12 118~12 +0~08      
Total Volume and Open Interest 183,278 459,091 -7,466
3-Mth Short Sterling(LIFFE)
Dec15 150929 99.40 99.41 99.39 99.40 +0.01 33,376 420,519 -2,560
Mar16 150929 99.35 99.36 99.34 99.35 +0.01 44,289 398,742 +2,975
Jun16 150929 99.28 99.29 99.26 99.28 +0.01 53,336 435,517 +6,754
Sep16 150929 99.18 99.19 99.15 99.18 +0.01 63,001 346,268 +226
Dec16 150929 99.08 99.08 99.04 99.07 +0.02 74,413 367,920 -5,484
Mar17 150929 98.97 98.98 98.92 98.96 +0.02 67,881 289,911 +5,705
Total Volume and Open Interest 569,114 3,322,767 +14,576
3-Mth Euribor(LIFFE)
Dec15 150929 100.050 100.055 100.045 100.055 +0.005 15,512 395,327 -5,941
Mar16 150929 100.055 100.065 100.050 100.060 +0.005 22,509 300,553 -5,166
Jun16 150929 100.060 100.070 100.060 100.065 +0.005 25,157 343,816 -1,112
Total Volume and Open Interest 205,989 3,083,541 -10,455
3-Mth Aus T-Bills(SFE)
Dec15 150929 97.93 97.96 97.92 97.96 +0.03 8,331 198,796 +711
Mar16 150929 98.02 98.07 98.01 98.06 +0.04 16,027 146,637 -1,025
Jun16 150929 98.07 98.14 98.07 98.12 +0.04 10,783 147,764 -305
Sep16 150929 98.08 98.15 98.07 98.14 +0.05 9,590 120,953 -372
Dec16 150929 98.05 98.12 98.05 98.11 +0.05 7,237 77,388 +1,075
Mar17 150929 98.00 98.07 98.00 98.06 +0.05 5,422 57,404 +341
Jun17 150929 97.93 98.01 97.93 98.00 +0.06 2,920 40,994 -543
Sep17 150929 97.86 97.94 97.86 97.94 +0.07 889 25,239 -78
Dec17 150929 97.78 97.87 97.78 97.85 +0.06 201 3,266 -95
Mar18 150929 97.69 97.78 97.69 97.78 +0.08 100 3,085 +0
Total Volume and Open Interest 61,500 824,426 -291
10-Year Aus T-Bonds(SFE)
Dec15 150929 97.28 97.39 97.27 97.39 +0.11 98,408 660,056 -3,631
Mar16 150929 97.39 97.39 97.39 97.39 +0.11      
Total Volume and Open Interest 98,408 660,056 -3,631
3-Year Aus T-Bonds(SFE)
Dec15 150929 98.13 98.23 98.12 98.23 +0.10 128,428 675,856 -12,048
Mar16 150929 98.23 98.23 98.23 98.23 +0.10      
Total Volume and Open Interest 128,428 675,856 -12,048
Gold(CMX)
Oct15 150929 1132.2 1134.4 1124.3 1127.1 -4.6 14,608 6,478 -8,279
Dec15 150929 1131.4 1134.3 1123.5 1126.8 -4.9 140,350 291,933 -1,968
Feb16 150929 1133.5 1134.6 1125.0 1127.7 -4.9 5,057 49,658 +2,114
Apr16 150929 1127.7 1135.5 1127.7 1128.4 -4.9 1,484 20,857 +354
Jun16 150929 1134.0 1136.2 1126.8 1129.1 -4.9 528 15,088 +174
Aug16 150929 1131.5 1134.0 1129.4 1129.9 -5.0 346 4,532 +3
Oct16 150929 1130.8 1130.8 1130.8 1130.8 -5.0 372 2,090 +64
Dec16 150929 1134.0 1136.4 1131.2 1131.8 -5.0 1,199 12,904 +217
Feb17 150929 1133.0 1133.0 1133.0 1133.0 -5.0 0 158 +0
Apr17 150929 1134.2 1134.2 1134.2 1134.2 -5.0 0 576 +0
Jun17 150929 1138.1 1138.2 1135.5 1135.5 -5.1 0 3,669 +0
Aug17 150929 1137.2 1137.2 1137.2 1137.2        
Silver(CMX)
Dec15 150929 1458.5 1470.0 1445.5 1457.3 +3.5 29,903 115,972 +154
Mar16 150929 1459.5 1474.0 1452.0 1462.1 +3.5 1,700 19,855 +484
May16 150929 1469.5 1475.0 1464.5 1465.2 +3.5 233 2,878 +20
Jul16 150929 1463.0 1471.5 1463.0 1468.3 +3.5 106 5,835 +56
Sep16 150929 1471.2 1471.2 1471.2 1471.2 +3.5 0 802 +0
Dec16 150929 1470.0 1475.3 1470.0 1475.3 +3.5 327 6,224 +196
Mar17 150929 1479.3 1479.3 1479.3 1479.3 +3.5 1 2 +1
Total Volume and Open Interest 32,359 155,866 +654
Platinum(NYMEX)
Oct15 150929 917.8 921.4 899.5 917.1 -5.4 21,718 12,194 -8,095
Jan16 150929 918.4 921.8 899.6 918.1 -4.4 16,021 62,838 +5,856
Apr16 150929 919.2 921.7 901.6 919.5 -4.5 176 2,552 +118
Jul16 150929 921.2 921.2 921.2 921.2 -4.5 0 3 +0
Total Volume and Open Interest 37,917 77,603 -2,123
Palladium(NYMEX)
Dec15 150929 647.05 659.65 638.20 657.70 +5.85 5,755 26,035 -121
Mar16 150929 647.00 657.95 639.15 657.90 +5.95 48 205 -2
Jun16 150929 658.25 658.25 658.25 658.25 +5.95 0 9 +0
Total Volume and Open Interest 5,811 26,267 -123
Copper(CMX)
Dec15 150929 224.75 226.95 222.55 225.15 unch 34,317 98,883 +159
Mar16 150929 225.10 227.35 223.35 225.70 -0.05 2,228 27,654 -173
May16 150929 227.15 227.15 226.00 226.00 -0.05 518 9,871 +84
Jul16 150929 225.05 227.20 225.05 226.20 -0.05 142 2,747 -43
Sep16 150929 226.35 226.35 226.35 226.35 -0.10 20 563 -1
Total Volume and Open Interest 38,648 149,146 -379
E-mini DJIA Index(CBOT)
Sep15 150918 16658 16706 16398 16506 -152 26,853 40,862 -4,185
Dec15 150929 15934 16014 15799 15949 +40 231,288 61,705 +1,053
Mar16 150929 15824 15909 15780 15865 +40 50 76 +0
Jun16 150929 15783 15783 15783 15783 +40 0 5 +0
Total Volume and Open Interest 231,338 61,786 +1,053
S & P 500(CME)
Dec15 150929 1879.00 1889.50 1861.50 1874.50 +2.40 6,419 103,715 +429
Mar16 150929 1866.20 1880.10 1853.10 1866.20 +2.10 1 325 +0
Jun16 150929 1858.70 1872.60 1845.60 1858.70 +2.10 0 972 +0
Sep16 150929 1852.90 1866.80 1839.80 1852.90 +2.10 0 1 +0
Total Volume and Open Interest 6,420 105,013 +429
S & P 500 E-Mini(Globex)
Dec15 150929 1876.25 1889.75 1861.00 1874.50 +2.50 2,080,724 2,818,148 -46,310
Mar16 150929 1868.00 1881.25 1853.00 1866.25 +2.25 5,058 12,261 +2,360
Jun16 150929 1862.50 1873.75 1846.25 1858.75 +2.25 128 420 -25
Sep16 150929 1853.00 1864.75 1841.75 1853.00 +2.25 4 86 +1
Total Volume and Open Interest 2,085,914 2,830,916 -43,974
NASDAQ 100 E-Mini(Globex)
Dec15 150929 4106.30 4144.30 4040.80 4074.80 -20.00 344,913 264,797 -1,552
Mar16 150929 4099.00 4134.50 4034.30 4068.30 -20.50 36 46 +6
Jun16 150929 4062.00 4122.30 4037.80 4062.00 -20.50 0 236 +0
Total Volume and Open Interest 344,949 265,155 -1,546
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 150929 1346.60 1355.60 1337.40 1343.60 -0.90 19,432 84,611 -181
Mar16 150929 1341.60 1341.60 1340.50 1341.60 -3.90      
Total Volume and Open Interest 19,432 84,616 -181
Volatility Index(CBOE)
Sep15 150916 22.45 23.00 22.24 22.40 -0.18 67,304 56,286 -11,494
Oct15 150929 24.10 24.70 23.00 23.88 -0.20 106,995 140,368 -11,134
Nov15 150929 22.70 23.26 22.02 22.68 -0.05 44,549 62,477 +5,011
Dec15 150929 22.20 22.65 21.62 22.23 +0.05 13,750 37,441 +1,726
Total Volume and Open Interest 182,383 305,798 -4,108
Russell 2000(ICE)
Dec15 150929 1089.90 1094.50 1073.20 1078.40 -6.90 112,005 375,967 +1,335
Mar16 150929 1080.00 1080.00 1065.50 1074.50 -8.00 0 2 +0
Jun16 150929 1070.80 1070.80 1070.80 1070.80 -8.00      
Total Volume and Open Interest 112,005 375,969 +1,335
Nikkei 225(CME)
Dec15 150929 17460 17490 16995 17275 -180 22,439 47,016 -517
Mar16 150929 17340 17340 17160 17340 -180 0 12 +0
Total Volume and Open Interest 22,439 47,029 -517
Nikkei 225(SGX)
Dec15 150929 17010 17220 16955 16955 -715 139,820 211,855 +8,080
Mar16 150929 17110 17120 16935 16935 -715 33 493 +11
Jun16 150928 17525 17525 17525 17525 +150 0 203 +0
Total Volume and Open Interest 24,344 214,251 +2,680
CAC 40(EURONEXT)
Oct15 150929 4305.0 4374.5 4270.0 4339.5 -14.5 136,038 234,967 +7,847
Nov15 150929 4306.5 4370.0 4273.0 4337.0 -14.5 117 209 +72
Dec15 150929 4271.5 4359.5 4270.0 4331.5 -14.0 636 13,012 -428
Total Volume and Open Interest 136,793 248,283 +7,493
Hang Seng Index(HKFE)
Sep15 150929 21265 21372 20365 20477 -747 126,393 63,360 -16,720
Oct15 150929 21201 21330 20249 20451 -748 51,050 52,829 +32,352
Total Volume and Open Interest 178,859 126,014 +16,210
DAX(EUREX)
Sep15 150918 10200.5 10220.0 9948.5 9948.5 -296.0 123,415 49,189 -27,779
Dec15 150929 9420.0 9539.0 9301.0 9466.5 -24.0 125,932 142,115 -2,719
Mar16 150929 9429.5 9537.0 9329.5 9477.0 -24.0 236 989 +16
Total Volume and Open Interest 126,170 143,317 -2,703
FT-SE 100(EURONEXT)
Dec15 150929 5864.50 5921.00 5840.00 5890.00 -44.50 118,828 549,764 +635
Mar16 150929 5842.00 5842.00 5842.00 5842.00 -44.50 6 168 +3
Jun16 150929 5794.00 5794.00 5794.00 5794.00 -44.50 0 1,755 +0
Total Volume and Open Interest 118,834 551,687 +638
SPI 200(SFE)
Dec15 150929 5108.0 5112.0 4881.0 4884.0 -222.0 37,338 226,826 -2,893
Mar16 150929 4900.0 4900.0 4829.0 4829.0 -219.0 29 3,119 +26
Jun16 150929 4913.0 4913.0 4913.0 4913.0 -125.0 0 1,060 +0
Total Volume and Open Interest 37,413 233,175 -2,859
FTSE MIB(ISE)
Dec15 150929 20520.00 20880.00 20445.00 20718.00 -29.00 41,497 58,970 +1,431
Mar16 150929 20500.00 20805.00 20495.00 20740.00 -29.00 111 311 +68
Jun16 150929 20321.00 20321.00 20321.00 20321.00 -29.00      
Total Volume and Open Interest 41,608 59,281 +1,499
KOSPI 200(KFE)
Dec15 150925 235.10 235.65 233.00 234.85 -0.05 157,189 122,427 -780
Mar16 150925 233.00 233.45 230.85 232.75 -0.05 877 2,479 +26
Jun16 150925 233.45 233.45 233.45 233.45 -0.25 4 391 +25
Total Volume and Open Interest 158,070 126,570 -724
GSCI(CME)
Oct15 150929 358.65 360.45 358.30 358.65 +2.95 141 12,687 -106
Nov15 150929 361.25 362.80 361.25 361.25 +2.85 99 796 +99
Dec15 150929 365.95 365.95 365.95 365.95 +2.85      
Total Volume and Open Interest 240 13,483 -7
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