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 Mon October 05, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov15 151005 874.00 886.00 872.00 884.25 +10.00 170,663 348,203 -14,558
Jan16 151005 878.00 890.00 876.25 888.25 +10.00 68,137 112,035 +4,217
Mar16 151005 882.25 893.25 880.25 891.25 +9.25 24,992 94,461 -808
May16 151005 885.25 896.75 883.75 895.50 +9.25 11,908 59,875 +297
Jul16 151005 891.00 902.50 889.75 900.75 +9.25 8,938 47,624 -657
Aug16 151005 896.75 901.50 896.00 900.00 +8.75 262 4,129 +4
Sep16 151005 891.00 895.00 889.00 893.50 +9.00 318 989 +149
Nov16 151005 882.50 893.00 880.25 891.75 +9.00 3,119 24,571 +508
Jan17 151005 897.50 897.50 897.50 897.50 +9.00 22 292 +0
Mar17 151005 902.25 902.25 902.25 902.25 +8.75 0 178 +0
May17 151005 906.00 906.00 905.75 905.75 +8.25 0 159 +0
Jul17 151005 902.00 910.75 902.00 910.75 +8.00 0 333 +0
Aug17 151005 900.00 908.50 900.00 908.50 +7.75 0 32 +0
Sep17 151005 896.00 905.00 896.00 905.00 +7.75 0 20 +0
Total Volume and Open Interest 288,366 693,462 -10,848
Soybean Meal(CBOT)
Oct15 151005 299.60 302.10 299.60 301.00 +2.50 2,422 2,955 -1,263
Dec15 151005 301.40 304.90 301.00 303.80 +2.60 44,309 173,191 -1,348
Jan16 151005 300.60 303.70 300.20 302.60 +2.10 9,608 41,755 +833
Mar16 151005 298.90 301.50 298.60 300.70 +1.80 4,598 46,461 +273
May16 151005 297.00 299.30 296.60 298.60 +1.50 2,832 35,255 +302
Jul16 151005 297.40 299.60 296.80 298.70 +1.40 3,054 30,482 +611
Aug16 151005 297.20 299.30 296.80 298.60 +1.40 575 7,606 +49
Sep16 151005 297.30 298.90 296.50 298.20 +1.40 274 7,869 +43
Oct16 151005 295.50 297.10 294.70 296.50 +1.50 146 5,857 +51
Dec16 151005 294.70 297.40 294.60 296.70 +1.70 769 13,686 +26
Total Volume and Open Interest 68,698 367,622 -410
Soybean Oil(CBOT)
Oct15 151005 27.84 28.58 27.84 28.48 +0.64 4,013 2,253 -1,456
Dec15 151005 28.06 28.81 27.91 28.66 +0.60 66,638 193,599 -2,412
Jan16 151005 28.30 29.05 28.18 28.91 +0.57 16,515 51,535 +1,212
Mar16 151005 28.53 29.25 28.40 29.13 +0.58 8,314 50,772 -1,287
May16 151005 28.64 29.40 28.57 29.31 +0.59 3,511 37,076 +651
Jul16 151005 28.76 29.58 28.75 29.49 +0.60 2,605 31,027 +105
Aug16 151005 29.07 29.61 29.07 29.52 +0.58 243 6,896 +6
Sep16 151005 29.12 29.59 29.12 29.56 +0.57 145 4,773 +39
Oct16 151005 29.23 29.61 29.22 29.54 +0.53 69 4,460 +10
Dec16 151005 29.28 29.71 29.22 29.63 +0.53 679 14,300 +102
Total Volume and Open Interest 102,732 399,164 -3,030
Canola(WCE)
Nov15 151005 472.1 479.1 470.8 473.2 +1.3 21,152 103,298 +125
Jan16 151005 476.9 483.6 475.4 477.7 +0.8 8,186 50,139 +5,730
Mar16 151005 478.8 485.5 477.5 479.8 +1.0 2,080 13,776 +591
May16 151005 482.4 485.5 477.6 479.8 +1.0 316 5,108 +138
Jul16 151005 481.6 484.5 477.5 478.7 +0.9 1,079 11,685 -147
Total Volume and Open Interest 33,628 186,878 +6,172
Corn(CBOT)
Dec15 151005 389.25 394.00 388.75 393.50 +4.25 136,427 745,070 +77
Mar16 151005 399.25 404.00 399.25 403.75 +4.25 29,101 252,955 +1,340
May16 151005 405.50 410.25 405.50 410.00 +4.00 14,294 96,077 +1,121
Jul16 151005 410.00 414.75 410.00 414.50 +4.25 15,880 90,140 -960
Sep16 151005 404.25 408.00 403.50 407.50 +4.50 2,169 42,429 +695
Dec16 151005 410.00 415.00 410.00 414.50 +4.50 9,079 73,243 -892
Mar17 151005 419.75 423.50 419.75 423.50 +4.25 144 3,054 +50
May17 151005 429.25 429.25 429.25 429.25 +4.25 23 1,179 +9
Jul17 151005 432.00 433.00 432.00 433.00 +4.25 38 1,321 +4
Sep17 151005 419.50 419.50 419.50 419.50 +4.25 0 535 +0
Total Volume and Open Interest 207,215 1,308,317 +1,464
Wheat(CBOT)
Dec15 151005 512.25 518.00 508.75 515.50 +2.25 95,783 224,811 +3,390
Mar16 151005 517.75 523.75 514.25 521.50 +2.50 32,729 83,603 -1,531
May16 151005 526.75 527.25 518.75 526.00 +2.75 8,912 20,171 -645
Jul16 151005 523.75 529.00 520.75 528.50 +3.25 9,025 29,705 -966
Sep16 151005 536.50 536.75 529.50 536.50 +3.50 1,371 3,396 -28
Dec16 151005 543.25 551.25 542.50 550.50 +4.50 1,407 5,064 +368
Total Volume and Open Interest 149,247 367,885 +590
Wheat(KCBT)
Dec15 151005 499.00 505.00 495.25 502.00 +1.50 13,534 115,462 +32
Mar16 151005 517.75 518.75 509.50 516.50 +1.75 2,966 33,056 +160
May16 151005 527.25 528.50 520.00 526.75 +2.00 936 11,502 +226
Jul16 151005 537.75 538.75 530.00 537.00 +2.25 855 18,077 +60
Sep16 151005 552.00 552.00 545.00 550.75 +2.00 457 4,165 +169
Dec16 151005 564.00 568.00 562.00 567.25 +2.75 366 4,337 +159
Total Volume and Open Interest 19,133 186,703 +818
Wheat(MGE)
Dec15 151005 526.00 532.00 525.50 530.75 +3.50 3,980 29,336 -2
Mar16 151005 540.00 544.50 538.75 543.50 +3.50 1,175 14,621 +99
May16 151005 550.25 554.00 547.75 552.75 +3.50 302 6,478 +59
Jul16 151005 562.75 563.50 559.25 562.00 +3.75 321 3,916 -116
Sep16 151005 568.00 574.00 568.00 572.50 +3.50 35 3,309 +11
Total Volume and Open Interest 5,852 58,741 +67
Oats(CBOT)
Dec15 151005 212.25 216.50 210.00 216.00 +3.75 541 6,876 -147
Mar16 151005 217.75 221.00 216.75 220.75 +4.25 256 1,807 +38
May16 151005 225.00 225.00 225.00 225.00 +4.25 3 105 +2
Jul16 151005 229.25 229.25 229.25 229.25 +6.00 2 1 +1
Total Volume and Open Interest 802 8,789 -106
Rough Rice(CBOT)
Nov15 151005 13.20 13.44 13.20 13.40 +0.15 772 7,995 -20
Jan16 151005 13.52 13.70 13.52 13.69 +0.16 534 3,143 +118
Mar16 151005 13.82 13.96 13.82 13.96 +0.16 111 410 +103
May16 151005 14.10 14.10 14.10 14.10 +0.16 0 45 +0
Total Volume and Open Interest 1,417 11,713 +201
Live Cattle(CME)
Oct15 151005 123.000 123.930 121.000 122.135 -0.945 15,357 25,186 -3,347
Dec15 151005 131.100 132.100 129.100 130.235 -1.145 49,566 132,340 +4,166
Feb16 151005 133.485 134.435 131.600 132.685 -1.050 12,835 45,539 +431
Apr16 151005 133.200 134.400 131.800 132.800 -0.735 12,818 39,214 +1,640
Jun16 151005 125.680 126.385 124.285 125.285 -0.415 3,493 14,857 -180
Aug16 151005 123.250 124.100 122.000 123.000 -0.535 1,372 2,943 -60
Total Volume and Open Interest 96,379 264,600 +2,880
Feeder Cattle(CME)
Oct15 151005 179.500 181.050 176.550 178.130 -1.370 3,754 7,984 -353
Nov15 151005 174.650 176.550 172.150 173.535 -1.000 7,430 13,219 -236
Jan16 151005 169.685 171.200 167.035 168.300 -1.050 2,852 6,432 +19
Mar16 151005 168.935 170.235 166.435 167.435 -1.165 1,562 4,488 +65
Apr16 151005 167.685 170.450 167.050 168.150 -0.785 335 846 +62
May16 151005 168.000 170.100 166.785 167.850 -0.950 362 1,455 +63
Aug16 151005 167.785 170.330 167.285 168.700 -0.535 110 462 -1
Total Volume and Open Interest 16,410 34,900 -379
Lean Hogs(CME)
Oct15 151005 73.635 73.635 72.680 73.000 -0.350 7,544 22,038 -1,415
Dec15 151005 65.550 65.950 64.300 64.725 -0.660 23,244 90,964 +1,231
Feb16 151005 68.480 68.980 67.850 68.330 +0.105 7,808 40,054 +1,115
Apr16 151005 72.480 72.900 71.950 72.700 +0.565 3,093 26,549 +152
May16 151005 77.135 77.535 76.980 77.535 +0.500 7 532 +1
Jun16 151005 80.450 81.000 80.135 80.930 +0.600 1,492 13,632 -30
Jul16 151005 79.885 80.785 79.750 80.785 +0.805 829 2,434 +238
Aug16 151005 79.150 79.950 78.980 79.930 +0.880 260 2,132 -30
Total Volume and Open Interest 44,603 201,761 +1,337
Class III Milk(CME)
Oct15 151005 15.69 15.94 15.66 15.90 +0.21 215 4,583 -29
Nov15 151005 15.63 15.92 15.57 15.85 +0.22 376 4,224 +7
Dec15 151005 15.74 15.94 15.69 15.90 +0.21 148 3,810 -10
Jan16 151005 15.75 15.88 15.72 15.87 +0.15 74 1,595 +33
Feb16 151005 15.78 15.90 15.76 15.89 +0.12 47 1,476 +34
Mar16 151005 15.90 16.00 15.90 15.99 +0.11 52 1,444 +26
Apr16 151005 16.03 16.08 15.97 16.07 +0.06 50 1,058 +20
May16 151005 16.18 16.25 16.09 16.17 +0.02 14 1,041 -1
Jun16 151005 16.35 16.45 16.34 16.37 +0.02 30 870 +13
Jul16 151005 16.55 16.55 16.50 16.53 +0.03 20 736 +18
Aug16 151005 16.62 16.66 16.60 16.65 +0.05 4 659 +2
Sep16 151005 16.59 16.59 16.51 16.57 +0.06 21 664 +17
Oct16 151005 16.48 16.48 16.44 16.48 +0.03 20 591 +13
Total Volume and Open Interest 1,101 23,922 +168
Cocoa(ICE)
Dec15 151005 3095 3105 3069 3092 -3 19,475 87,380 -2,869
Mar16 151005 3104 3108 3073 3097 -2 7,500 63,750 +805
May16 151005 3090 3100 3070 3092 -2 1,796 22,381 +261
Jul16 151005 3085 3094 3065 3086 -2 1,110 12,979 +229
Sep16 151005 3086 3086 3059 3078 -2 845 8,661 +53
Dec16 151005 3064 3064 3041 3057 -2 347 6,429 +17
Mar17 151005 3029 3033 3028 3033 -2 190 13,557 +159
Total Volume and Open Interest 31,263 216,649 -1,345
Coffee "C"(ICE)
Dec15 151005 125.00 129.65 124.30 127.55 +3.25 12,779 105,405 +159
Mar16 151005 127.75 132.70 127.35 130.70 +3.35 2,511 41,777 +343
May16 151005 130.30 134.40 129.45 132.80 +3.30 792 20,390 +56
Jul16 151005 132.05 136.00 131.20 134.60 +3.30 418 8,626 +4
Sep16 151005 133.10 137.45 132.80 136.20 +3.40 471 6,281 +184
Dec16 151005 135.70 139.70 135.70 138.45 +3.25 201 9,085 -20
Total Volume and Open Interest 17,247 194,918 +726
Orange Juice(ICE)
Nov15 151005 106.50 108.60 105.30 106.30 +0.95 1,198 10,067 +11
Jan16 151005 107.50 109.45 106.60 107.60 +0.75 563 4,459 +440
Mar16 151005 110.20 110.20 108.75 109.55 +0.65 136 1,688 +127
May16 151005 112.50 112.50 111.00 111.55 +0.45 14 408 +14
Jul16 151005 113.55 113.55 113.55 113.55 +0.25 7 82 +7
Sep16 151005 117.00 117.00 115.50 115.85 -1.15 0 10 +0
Total Volume and Open Interest 1,918 16,715 +599
Sugar #11(ICE)
Mar16 151005 13.51 13.67 13.39 13.64 +0.11 85,952 452,009 +3,511
May16 151005 13.28 13.47 13.23 13.45 +0.12 30,109 104,993 +2,090
Jul16 151005 13.18 13.35 13.13 13.33 +0.15 20,016 76,549 +4,121
Oct16 151005 13.24 13.44 13.20 13.43 +0.19 9,746 61,301 +1,867
Mar17 151005 13.65 13.82 13.65 13.81 +0.18 2,056 27,748 +697
May17 151005 13.66 13.81 13.66 13.81 +0.17 498 4,693 +83
Jul17 151005 13.69 13.83 13.69 13.82 +0.15 274 5,416 +115
Oct17 151005 13.89 13.99 13.89 13.99 +0.13 119 4,921 -21
Total Volume and Open Interest 148,949 741,298 +12,582
London Cocoa(LCE)
Dec15 151005 2126 2131 2112 2126 +5 9,822 93,820 -1,567
Mar16 151005 2112 2118 2101 2114 +6 7,635 76,651 -1,132
May16 151005 2108 2114 2098 2109 +4 2,908 24,313 +56
Jul16 151005 2099 2108 2094 2104 +3 1,627 36,005 +475
Sep16 151005 2093 2101 2089 2097 +3 1,263 30,323 +26
Dec16 151005 2070 2070 2061 2067 +2 689 7,454 +46
Mar17 151005 2039 2042 2039 2041 +2 305 22,916 +118
Total Volume and Open Interest 24,249 291,893 -1,978
London Sugar(LCE)
Dec15 151005 384.00 388.00 383.90 386.80 +2.80 4,996 32,989 +693
Mar16 151005 379.60 383.00 379.30 381.80 +2.30 4,236 27,323 +513
May16 151005 378.30 382.00 378.00 381.40 +3.30 609 10,956 +97
Aug16 151005 376.20 380.00 376.20 379.40 +3.40 452 4,694 +293
Oct16 151005 373.90 377.40 373.90 377.20 +3.80 363 2,482 +345
Total Volume and Open Interest 10,663 79,755 +1,940
Cotton(ICE)
Oct15 151005 60.93 60.93 60.93 60.93 +1.73 0 8 +0
Dec15 151005 60.20 62.23 60.20 61.87 +1.73 15,090 122,442 -482
Mar16 151005 60.18 61.90 60.05 61.68 +1.72 4,422 48,185 -351
May16 151005 60.90 62.30 60.80 62.15 +1.74 401 5,492 +245
Jul16 151005 61.28 62.50 61.14 62.47 +1.69 109 6,161 +83
Oct16 151005 62.19 62.19 62.19 62.19 +1.69 0 3 +0
Total Volume and Open Interest 20,111 188,193 -422
Lumber(CME)
Nov15 151005 222.3 225.2 222.3 224.3 +2.9 760 4,735 -119
Jan16 151005 221.0 223.4 221.0 222.9 +2.5 587 1,556 +215
Mar16 151005 230.5 231.9 230.0 230.5 +0.4 143 534 +125
May16 151005 240.2 240.2 240.2 240.2 -1.2 0 14 +0
Total Volume and Open Interest 1,490 6,839 +221
Crude Oil(NYM)
Nov15 151005 45.65 46.94 45.21 46.26 +0.72 478,979 434,715 -5,915
Dec15 151005 46.00 47.42 45.67 46.75 +0.75 157,451 280,755 +6,390
Jan16 151005 46.75 48.07 46.34 47.47 +0.83 62,955 114,987 +2,898
Feb16 151005 47.22 48.72 46.98 48.12 +0.90 23,232 77,350 +453
Mar16 151005 47.89 49.24 47.63 48.72 +0.95 30,766 108,462 +679
Apr16 151005 48.12 49.54 48.12 49.20 +0.98 11,846 36,726 -255
May16 151005 48.78 49.70 48.72 49.60 +1.00 6,353 26,239 +38
Jun16 151005 48.81 50.35 48.77 49.92 +1.01 22,383 111,078 +1,134
Jul16 151005 50.05 50.40 50.04 50.17 +1.01 3,132 26,886 +501
Aug16 151005 49.45 50.42 49.45 50.41 +1.02 1,872 22,091 +152
Sep16 151005 49.80 50.82 49.80 50.69 +1.03 3,893 47,041 -404
Oct16 151005 50.28 51.30 50.28 50.98 +1.03 616 19,552 +25
Nov16 151005 51.31 51.31 51.31 51.31 +1.03 556 20,358 +89
Dec16 151005 50.50 52.00 50.36 51.65 +1.04 30,129 131,455 -1,865
Jan17 151005 52.00 52.00 51.84 51.88 +1.04 147 16,616 +0
Feb17 151005 52.00 52.20 52.00 52.12 +1.04 97 8,691 +38
Total Volume and Open Interest 847,078 1,622,660 +3,644
e-miNY Crude Oil(NYM)
Nov15 151005 45.600 46.900 45.200 46.250 +0.700 13,039 3,549 +752
Dec15 151005 46.050 47.400 45.700 46.750 +0.750 1,733 2,076 +485
Jan16 151005 46.675 48.050 46.350 47.475 +0.825 42 89 -1
Feb16 151005 47.075 48.600 47.075 48.125 +0.900 5 49 +2
Mar16 151005 49.000 49.150 48.525 48.725 +0.950 3 67 -1
Apr16 151005 49.200 49.200 49.200 49.200 +0.975 0 11 +0
May16 151005 49.600 49.600 49.600 49.600 +1.000 0 3 +0
Jun16 151005 49.925 49.925 49.925 49.925 +1.025 1 19 +1
Jul16 151005 50.175 50.175 50.175 50.175 +1.025 0 4 +0
Aug16 151005 50.400 50.400 50.400 50.400 +1.000 0 2 +0
Total Volume and Open Interest 14,823 5,974 +1,238
NY Harbor ULSD(NYM)
Nov15 151005 152.43 156.82 151.31 154.83 +2.84 75,474 93,321 +435
Dec15 151005 154.05 158.97 153.65 157.11 +2.79 38,247 63,956 -2,264
Jan16 151005 156.98 161.01 156.98 159.13 +2.69 19,022 40,495 +68
Feb16 151005 158.46 162.37 158.46 160.53 +2.60 7,779 38,778 -670
Mar16 151005 158.31 162.48 158.31 160.84 +2.55 5,033 34,850 -312
Apr16 151005 157.86 162.00 157.67 160.39 +2.54 2,720 23,454 +548
May16 151005 159.27 162.30 158.43 161.05 +2.56 1,808 10,512 +65
Jun16 151005 160.13 163.50 160.13 162.02 +2.59 3,225 24,297 +116
Jul16 151005 162.10 163.72 162.10 163.30 +2.61 385 6,418 +73
Aug16 151005 163.35 165.91 163.35 164.60 +2.61 319 4,728 -32
Sep16 151005 166.27 166.40 166.01 166.01 +2.59 276 5,639 +46
Oct16 151005 167.50 168.71 167.50 167.68 +2.58 622 4,111 +132
Nov16 151005 169.30 169.90 169.30 169.30 +2.58 614 3,030 +183
Dec16 151005 168.93 172.05 167.93 170.81 +2.58 1,440 20,210 +218
Total Volume and Open Interest 157,357 380,220 -1,354
RBOB Gasoline(NYM)
Nov15 151005 134.16 140.08 133.60 138.53 +4.39 79,931 121,213 -4,905
Dec15 151005 131.58 137.58 131.58 136.17 +4.18 52,683 78,570 +643
Jan16 151005 132.63 137.78 131.69 136.39 +3.98 21,742 37,646 +1,080
Feb16 151005 135.08 139.65 135.08 138.21 +3.83 9,106 17,030 +605
Mar16 151005 137.49 142.41 137.01 141.13 +3.73 6,791 23,683 +285
Apr16 151005 158.93 163.65 158.93 162.46 +3.48 2,561 13,522 -424
May16 151005 162.36 164.60 160.20 163.81 +3.37 1,778 13,196 +56
Jun16 151005 160.42 164.71 160.42 163.65 +3.28 3,033 17,820 -134
Jul16 151005 163.08 163.65 162.50 162.65 +3.20 336 6,299 -13
Aug16 151005 160.81 161.87 160.75 160.94 +3.13 500 5,418 -258
Total Volume and Open Interest 180,885 362,046 -3,451
e-miNY RBOB Gasoline(NYM)
Nov15 151005 138.53 138.53 138.53 138.53 +4.39 1 1 +1
Dec15 151005 136.17 136.17 136.17 136.17 +4.18      
Jan16 151005 136.39 136.39 136.39 136.39 +3.98      
Feb16 151005 138.21 138.21 138.21 138.21 +3.83      
Total Volume and Open Interest 1 1 +1
Natural Gas(NYM)
Nov15 151005 2.451 2.491 2.429 2.450 -0.001 165,222 305,454 +5,977
Dec15 151005 2.656 2.697 2.643 2.676 +0.012 57,466 120,010 -1,963
Jan16 151005 2.798 2.824 2.777 2.806 +0.008 50,630 128,377 -87
Feb16 151005 2.817 2.833 2.788 2.816 +0.008 15,792 37,454 +780
Mar16 151005 2.787 2.802 2.759 2.787 +0.009 25,999 81,221 +2,216
Apr16 151005 2.655 2.676 2.636 2.663 +0.012 20,475 64,584 +244
May16 151005 2.663 2.685 2.646 2.676 +0.015 3,970 23,425 +131
Jun16 151005 2.703 2.721 2.685 2.712 +0.015 1,880 23,039 -30
Jul16 151005 2.722 2.760 2.720 2.749 +0.014 2,421 19,926 +826
Aug16 151005 2.735 2.772 2.735 2.761 +0.013 2,553 20,685 +692
Sep16 151005 2.730 2.765 2.729 2.755 +0.013 1,668 12,989 +299
Oct16 151005 2.771 2.792 2.753 2.784 +0.014 5,952 23,313 +767
Nov16 151005 2.850 2.877 2.839 2.872 +0.020 1,307 8,687 +239
Dec16 151005 3.016 3.048 3.010 3.044 +0.022 1,986 12,510 -120
Jan17 151005 3.143 3.148 3.130 3.146 +0.023 2,574 12,341 +1,070
Feb17 151005 3.138 3.142 3.133 3.139 +0.022 81 3,471 +56
Total Volume and Open Interest 361,754 941,278 +11,510
Brent Crude Oil(ICE)
Nov15 151005 48.08 49.87 47.84 49.25 +1.12 239,316 219,186 -5,883
Dec15 151005 48.80 50.47 48.51 49.87 +1.08 151,227 376,303 +10,449
Jan16 151005 49.57 51.12 49.20 50.52 +1.05 52,623 226,585 +8,925
Feb16 151005 50.26 51.76 50.00 51.19 +1.06 29,026 139,265 +5,326
Mar16 151005 50.84 52.33 50.57 51.77 +1.06 32,785 198,088 +8,240
Apr16 151005 51.52 52.99 51.26 52.45 +1.06 13,833 112,239 +3,492
May16 151005 52.13 53.50 51.87 53.06 +1.06 5,837 55,487 -287
Jun16 151005 52.68 54.12 52.42 53.62 +1.08 30,450 136,093 -153
Jul16 151005 53.18 54.47 53.18 54.10 +1.08 4,152 40,639 +272
Aug16 151005 54.53 54.53 54.53 54.53 +1.09 4,126 32,555 +350
Sep16 151005 55.30 55.30 54.67 54.94 +1.10 4,111 43,886 +629
Oct16 151005 55.33 55.33 55.33 55.33 +1.10 1,355 21,903 -34
Nov16 151005 55.73 55.73 55.73 55.73 +1.11 1,305 20,991 +8
Dec16 151005 54.91 56.43 54.82 56.10 +1.11 32,907 151,456 -446
Total Volume and Open Interest 625,287 2,050,605 +32,671
Gas Oil(ICE)
Oct15 151005 461.50 474.75 459.25 474.00 +21.75 55,527 108,754 -5,197
Nov15 151005 465.00 478.50 463.00 478.00 +22.00 129,954 142,633 -8,890
Dec15 151005 470.50 481.25 465.50 480.75 +21.75 76,080 117,504 -251
Jan16 151005 470.00 485.75 470.00 485.00 +21.50 16,980 55,100 +815
Feb16 151005 479.00 489.25 478.25 489.25 +21.25 10,966 35,764 -1,181
Mar16 151005 482.00 492.75 482.00 492.75 +21.00 9,760 28,936 +11
Apr16 151005 487.00 496.25 486.25 495.50 +20.75 4,967 24,683 -581
May16 151005 491.25 498.50 491.25 498.50 +20.50 2,818 18,734 +223
Jun16 151005 489.25 501.00 487.25 501.00 +20.25 7,509 56,588 +276
Jul16 151005 496.50 505.25 496.50 505.25 +20.00 546 13,827 -22
Total Volume and Open Interest 329,193 749,624 -15,527
Ethanol(CBOT)
Nov15 151005 1.557 1.594 1.557 1.589 +0.049 187 1,494 +70
Dec15 151005 1.525 1.550 1.525 1.550 +0.032 56 1,181 +1
Jan16 151005 1.533 1.533 1.533 1.533 +0.032 62 591 -6
Feb16 151005 1.530 1.532 1.530 1.532 +0.032 6 351 +0
Mar16 151005 1.525 1.539 1.525 1.539 +0.032 21 542 +6
Apr16 151005 1.554 1.554 1.554 1.554 +0.032 16 430 +14
May16 151005 1.554 1.554 1.554 1.554 +0.032 7 67 +0
Jun16 151005 1.540 1.540 1.540 1.540 +0.032 10 164 +10
Total Volume and Open Interest 411 4,888 +64
WTI Crude Oil(ICE)
Nov15 151005 45.57 46.91 45.21 46.26 +0.72 55,212 77,364 -1,698
Dec15 151005 46.02 47.37 45.70 46.75 +0.75 47,131 92,553 +211
Jan16 151005 46.35 48.03 46.35 47.47 +0.83 20,662 24,209 +223
Feb16 151005 47.73 48.67 47.73 48.12 +0.90 8,189 8,263 -113
Mar16 151005 48.29 49.19 48.29 48.72 +0.95 9,569 21,863 +302
Apr16 151005 48.73 49.20 48.73 49.20 +0.98 2,434 4,550 +144
May16 151005 49.60 49.63 49.53 49.60 +1.00 1,209 5,219 +270
Jun16 151005 49.32 50.25 49.32 49.92 +1.01 4,493 31,141 +219
Jul16 151005 50.17 50.17 50.17 50.17 +1.01 186 1,901 +13
Aug16 151005 50.41 50.41 50.41 50.41 +1.02 109 3,908 +21
Sep16 151005 50.69 50.69 50.69 50.69 +1.03 785 5,091 +71
Oct16 151005 50.98 50.98 50.98 50.98 +1.03 42 1,847 +0
Nov16 151005 51.31 51.31 51.31 51.31 +1.03 50 2,668 +0
Dec16 151005 50.85 51.99 50.77 51.65 +1.04 5,661 47,483 -247
Jan17 151005 51.88 51.88 51.88 51.88 +1.04 514 3,536 +430
Feb17 151005 52.12 52.12 52.12 52.12 +1.04 2 1,099 -2
Total Volume and Open Interest 158,968 377,331 +994
US Dollar Index(ICE)
Dec15 151005 95.995 96.295 95.550 96.240 +0.272 20,393 71,545 +673
Mar16 151005 96.220 96.485 95.845 96.448 +0.283 47 1,025 +0
Jun16 151005 96.120 96.603 96.120 96.603 +0.283 1 158 +0
Total Volume and Open Interest 20,443 72,783 +675
Australian Dollar(CME)
Dec15 151005 70.29 70.85 70.17 70.64 +0.56 83,288 140,676 -1,538
Mar16 151005 70.19 70.54 70.08 70.33 +0.56 63 187 -17
Jun16 151005 70.06 70.11 70.06 70.06 +0.56 2 6 -2
Total Volume and Open Interest 83,353 140,875 -1,557
British Pound(CME)
Dec15 151005 151.72 152.39 151.30 151.48 -0.36 63,738 159,577 +1,691
Mar16 151005 151.95 152.32 151.27 151.43 -0.36 40 312 +2
Jun16 151005 151.65 152.01 151.39 151.39 -0.36 0 238 +0
Total Volume and Open Interest 63,778 160,143 +1,693
Canadian Dollar(CME)
Dec15 151005 76.02 76.52 75.87 76.44 +0.64 73,670 126,348 -7,672
Mar16 151005 75.84 76.48 75.84 76.41 +0.64 93 2,270 +23
Jun16 151005 76.15 76.39 76.15 76.39 +0.64 14 249 +2
Sep16 151005 76.26 76.38 76.26 76.38 +0.65 0 49 +0
Total Volume and Open Interest 73,777 128,954 -7,647
Japanese Yen(CME)
Dec15 151005 83.42 83.50 83.03 83.08 -0.42 158,733 172,518 +844
Mar16 151005 83.68 83.68 83.22 83.27 -0.42 25 597 -5
Jun16 151005 83.48 83.48 83.48 83.48 -0.41 0 65 +0
Total Volume and Open Interest 158,758 173,262 +839
Swiss Franc(CME)
Dec15 151005 103.16 103.49 102.62 102.71 -0.58 14,573 39,222 +649
Mar16 151005 103.73 103.89 103.04 103.12 -0.57 0 59 +0
Jun16 151005 103.54 103.54 103.54 103.54 -0.58 0 4 +0
Total Volume and Open Interest 14,573 39,288 +649
EuroFX(CME)
Dec15 151005 112.28 113.01 111.85 111.92 -0.49 167,296 323,130 +2,516
Mar16 151005 112.74 113.22 112.07 112.14 -0.49 346 1,898 +26
Jun16 151005 112.76 113.37 112.38 112.38 -0.49 5 860 -1
Total Volume and Open Interest 167,703 326,222 +2,554
Mexican Peso(CME)
Oct15 151005 596.75 596.75 596.75 596.75 +1.88      
Nov15 151005 595.50 595.50 595.50 595.50 +1.88      
Total Volume and Open Interest 36,156 146,064 +3,647
Brazilian Real(CME)
Nov15 151005 252.05 254.55 250.70 253.65 +3.10 425 4,963 +65
Dec15 151005 249.45 251.70 247.05 251.00 +3.00 782 18,605 +592
Jan16 151005 248.60 248.60 248.60 248.60 +2.90      
Feb16 151005 246.20 246.20 246.20 246.20 +2.80      
Total Volume and Open Interest 1,207 23,981 +657
30-Year T-Bonds(CBOT)
Dec15 151005 158~250 159~050 157~030 157~080 -1~180 228,178 493,210 -1,466
Mar16 151005 156~000 157~170 155~210 155~240 -1~180 11 80 +11
Jun16 151005 155~240 155~240 155~240 155~240 -1~180      
Total Volume and Open Interest 228,189 493,290 -1,455
10-Year T-Notes(CBOT)
Dec15 151005 129~095 129~150 128~250 128~265 -0~165 1,262,564 2,769,866 -4,066
Mar16 151005 128~235 129~000 128~135 128~165 -0~140 62 330 +53
Jun16 151005 127~175 127~175 127~175 127~175 -0~140      
Total Volume and Open Interest 1,262,626 2,770,196 -4,013
5-Year T-Notes(CBOT)
Dec15 151005 120~284 121~002 120~202 120~212 -0~094 554,744 2,371,852 -10,374
Mar16 151005 120~072 120~144 120~072 120~072 -0~070 101 102 +101
Jun16 151005 120~072 120~072 120~072 120~072 -0~070      
Total Volume and Open Interest 554,845 2,371,954 -10,273
2 Year T-Notes(CBOT)
Dec15 151005 109~204 109~212 109~182 109~186 -0~022 215,841 1,106,338 -14,391
Mar16 151005 109~136 109~136 109~136 109~136 -0~022 0 10 +0
Jun16 151005 109~136 109~136 109~136 109~136 -0~022      
Total Volume and Open Interest 215,841 1,106,348 -14,391
Eurodollars(CME)
Dec15 151005 99.620 99.625 99.605 99.610 -0.010 202,440 1,237,142 +33,567
Mar16 151005 99.515 99.530 99.495 99.505 -0.015 141,134 1,214,497 +3,584
Jun16 151005 99.400 99.420 99.375 99.385 -0.025 156,870 1,159,077 +6,561
Sep16 151005 99.270 99.290 99.235 99.245 -0.035 135,805 958,533 -6,989
Dec16 151005 99.135 99.150 99.090 99.095 -0.045 242,314 1,305,620 -13,951
Mar17 151005 99.010 99.030 98.960 98.970 -0.050 149,760 726,375 +11,312
Jun17 151005 98.885 98.905 98.825 98.835 -0.055 141,592 720,749 -1,182
Sep17 151005 98.750 98.780 98.700 98.710 -0.055 126,440 564,060 -2,448
Dec17 151005 98.620 98.655 98.575 98.580 -0.060 169,988 646,172 +2,575
Mar18 151005 98.520 98.545 98.465 98.470 -0.060 113,854 392,084 -8,429
Jun18 151005 98.410 98.435 98.350 98.360 -0.060 89,911 417,791 -6,277
Sep18 151005 98.310 98.335 98.245 98.255 -0.060 82,532 257,727 +2,604
Dec18 151005 98.205 98.230 98.135 98.145 -0.065 56,884 307,062 +1,490
Mar19 151005 98.115 98.135 98.040 98.050 -0.070 41,244 173,006 +3,859
Jun19 151005 98.020 98.040 97.940 97.950 -0.075 34,603 164,066 -554
Sep19 151005 97.930 97.950 97.845 97.855 -0.075 28,723 135,797 -2,147
Dec19 151005 97.835 97.855 97.750 97.760 -0.075 20,813 115,219 -94
Mar20 151005 97.755 97.765 97.660 97.670 -0.080 19,569 84,380 -384
Total Volume and Open Interest 2,027,093 11,099,256 +28,414
Ultra T-Bond(CBOT)
Dec15 151005 161~28 162~10 159~28 160~02 -1~29 111,696 631,003 -5,105
Mar16 151005 159~29 159~29 159~29 159~29 -1~29      
Jun16 151005 159~29 159~29 159~29 159~29 -1~29      
Total Volume and Open Interest 111,696 631,003 -5,105
30 Day Federal Funds(CBOT)
Oct15 151005 99.865 99.868 99.863 99.863 +0.003 4,008 191,721 +9
Nov15 151005 99.855 99.855 99.850 99.850 unch 26,545 205,944 +6,388
Dec15 151005 99.820 99.820 99.810 99.815 -0.005 15,755 87,612 +1,387
Jan16 151005 99.785 99.790 99.775 99.780 -0.005 18,975 143,937 +1,557
Feb16 151005 99.755 99.760 99.740 99.745 -0.010 12,582 59,746 +2,697
Mar16 151005 99.725 99.735 99.715 99.715 -0.015 2,267 17,965 -149
Total Volume and Open Interest 94,461 843,656 +12,354
3-Mth Euro-Yen(CME)
Dec15 151005 99.825 99.825 99.825 99.825 unch      
Mar16 151005 99.685 99.685 99.685 99.685 unch      
Jun16 151005 99.545 99.545 99.545 99.545 unch      
Sep16 151005 99.405 99.405 99.405 99.405 unch      
Dec16 151005 99.840 99.840 99.840 99.840 unch      
Mar17 151005 99.700 99.700 99.700 99.700 unch      
Jun17 151005 99.560 99.560 99.560 99.560 unch      
Sep17 151005 99.420 99.420 99.420 99.420 unch      
Dec17 151005 99.280 99.280 99.280 99.280 unch      
Mar18 151005 99.140 99.140 99.140 99.140 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec15 151005 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar16 151005 99.68 99.68 99.68 99.68 unch      
Jun16 151005 99.54 99.54 99.54 99.54 unch      
Sep16 151005 99.40 99.40 99.40 99.40 unch      
Dec16 151005 99.84 99.84 99.84 99.84 unch 0 4 +0
Mar17 151005 99.70 99.70 99.70 99.70 unch      
Jun17 151005 99.56 99.56 99.56 99.56 unch      
Sep17 151005 99.42 99.42 99.42 99.42 unch      
Total Volume and Open Interest 0 8 +0
Japanese Gov't Bonds(SGX)
Dec15 151005 148.38 148.57 148.38 148.42 +0.04 1,461 21,982 -122
Mar16 151005 147.86 147.86 147.86 147.86 +0.04      
Jun16 151005 147.30 147.30 147.30 147.30 +0.04      
Total Volume and Open Interest 1,461 21,982 -122
Euro-Bund(EUREX)
Dec15 151005 157.13 157.23 156.44 156.51 -0.73 730,435 1,168,615 +21,607
Mar16 151005 159.11 159.15 158.34 158.38 -0.81 1,473 15,756 +1,260
Jun16 151005 156.51 156.51 156.51 156.51 -0.73      
Total Volume and Open Interest 731,908 1,184,371 +22,867
Euro-Bobl(EUREX)
Dec15 151005 129.27 129.31 129.15 129.17 -0.15 482,509 1,027,660 +24,931
Mar16 151005 130.61 130.61 130.59 130.59 -0.16 246 369 +207
Jun16 151005 129.17 129.17 129.17 129.17 -0.15      
Total Volume and Open Interest 482,755 1,028,029 +25,138
3-Mth Euribor(EUREX)
Dec15 151005 100.065 100.065 100.065 100.065 +0.005 352 27,690 +0
Mar16 151005 100.070 100.070 100.070 100.070 unch 436 4,682 +35
Jun16 151005 100.080 100.080 100.080 100.080 unch 183 9,887 -76
Total Volume and Open Interest 1,557 66,458 +20
Long Gilt(LIFFE)
Dec15 151005 119~18 119~20 118~28 118~29 -0~26 182,339 452,405 -990
Mar16 151005 118~04 118~04 118~04 118~04 -0~26      
Total Volume and Open Interest 182,339 452,405 -990
3-Mth Short Sterling(LIFFE)
Dec15 151005 99.40 99.41 99.39 99.39 -0.02 14,505 404,881 -804
Mar16 151005 99.36 99.37 99.35 99.35 -0.02 40,163 361,667 -2,923
Jun16 151005 99.31 99.32 99.29 99.29 -0.03 35,494 433,546 +2,823
Sep16 151005 99.23 99.24 99.20 99.21 -0.03 39,688 355,305 +380
Dec16 151005 99.12 99.13 99.09 99.10 -0.03 71,586 370,624 +8,451
Mar17 151005 99.03 99.03 98.98 98.99 -0.04 56,879 294,787 +48
Total Volume and Open Interest 491,800 3,285,258 +4,803
3-Mth Euribor(LIFFE)
Dec15 151005 100.060 100.065 100.055 100.060 -0.005 37,287 390,533 +4,147
Mar16 151005 100.065 100.075 100.065 100.070 -0.005 54,138 309,521 +7,309
Jun16 151005 100.075 100.085 100.070 100.075 -0.010 45,901 355,561 -868
Total Volume and Open Interest 501,119 3,173,743 +16,698
3-Mth Aus T-Bills(SFE)
Dec15 151005 97.95 98.01 97.94 98.00 +0.05 26,701 204,443 +3,546
Mar16 151005 98.10 98.18 98.09 98.16 +0.06 28,814 159,724 +139
Jun16 151005 98.15 98.24 98.14 98.24 +0.08 19,518 148,373 +2,803
Sep16 151005 98.14 98.24 98.13 98.24 +0.09 15,455 118,544 -2,797
Dec16 151005 98.11 98.21 98.09 98.20 +0.09 4,934 77,967 +281
Mar17 151005 98.04 98.15 98.02 98.14 +0.09 2,439 55,818 -268
Jun17 151005 97.97 98.08 97.96 98.07 +0.09 2,640 40,635 +376
Sep17 151005 97.90 98.01 97.87 97.99 +0.09 1,314 24,861 -400
Dec17 151005 97.92 97.92 97.91 97.92 +0.09 102 3,446 +89
Mar18 151005 97.84 97.84 97.84 97.84 +0.09 0 3,055 -10
Total Volume and Open Interest 101,992 839,785 +3,785
10-Year Aus T-Bonds(SFE)
Dec15 151005 97.35 97.48 97.34 97.42 +0.07 77,057 670,823 -1,978
Mar16 151005 97.42 97.42 97.42 97.42 +0.07      
Total Volume and Open Interest 77,057 670,823 -1,978
3-Year Aus T-Bonds(SFE)
Dec15 151005 98.18 98.31 98.16 98.27 +0.08 107,583 684,707 -19,644
Mar16 151005 98.27 98.27 98.27 98.27 +0.08      
Total Volume and Open Interest 107,583 684,707 -19,644
Gold(CMX)
Oct15 151005 1137.1 1141.7 1132.5 1138.1 +1.0 1,181 1,876 -955
Dec15 151005 1137.0 1141.6 1129.6 1137.6 +1.0 83,393 293,204 +2,664
Feb16 151005 1138.3 1142.1 1131.2 1138.5 +1.1 919 51,615 +38
Apr16 151005 1138.2 1142.1 1132.5 1139.1 +1.1 407 21,721 +50
Jun16 151005 1139.3 1142.7 1133.0 1139.7 +1.1 104 15,951 +25
Aug16 151005 1137.4 1141.7 1137.4 1140.4 +1.1 137 4,550 +4
Oct16 151005 1141.2 1141.5 1141.2 1141.2 +1.1 208 2,294 +15
Dec16 151005 1145.5 1145.5 1139.0 1142.0 +1.1 6 13,022 +2
Feb17 151005 1140.0 1143.0 1140.0 1143.0 +1.1 0 158 +0
Apr17 151005 1144.1 1144.1 1144.1 1144.1 +1.1 0 576 +0
Jun17 151005 1145.3 1145.3 1145.3 1145.3 +1.1 0 3,674 +0
Aug17 151005 1146.9 1146.9 1146.9 1146.9 +1.1      
Total Volume and Open Interest 86,742 419,016 +1,937
Silver(CMX)
Dec15 151005 1525.0 1573.0 1510.0 1570.8 +44.5 28,153 116,810 -193
Mar16 151005 1530.0 1576.5 1515.5 1575.6 +44.6 598 20,399 +144
May16 151005 1536.0 1579.5 1529.0 1578.6 +44.7 565 3,366 +318
Jul16 151005 1579.0 1582.0 1579.0 1581.5 +44.8 266 5,971 +44
Sep16 151005 1577.5 1584.3 1575.0 1584.3 +44.8 26 955 +17
Dec16 151005 1576.0 1588.5 1576.0 1588.2 +44.7 147 6,143 -114
Mar17 151005 1548.5 1591.8 1548.5 1591.8 +44.9 0 2 +0
Total Volume and Open Interest 29,875 157,906 +281
Platinum(NYMEX)
Oct15 151005 914.3 926.1 906.4 911.1 +3.8 65 840 -16
Jan16 151005 912.0 927.5 907.3 912.9 +3.4 13,773 71,304 -252
Apr16 151005 918.0 923.8 909.7 914.4 +3.4 120 3,140 +72
Jul16 151005 915.9 915.9 915.9 915.9 +3.3 6 7 +2
Total Volume and Open Interest 14,000 75,367 -187
Palladium(NYMEX)
Dec15 151005 699.75 713.25 684.70 689.20 -8.40 6,819 26,281 -148
Mar16 151005 710.50 711.25 687.85 689.60 -8.25 67 293 +36
Jun16 151005 689.95 689.95 689.95 689.95 -8.25 0 9 +0
Total Volume and Open Interest 6,886 26,587 -113
Copper(CMX)
Dec15 151005 233.55 237.35 232.95 235.55 +3.00 52,447 99,970 -1,006
Mar16 151005 234.35 237.75 233.40 235.95 +2.90 5,913 29,456 +91
May16 151005 235.60 237.75 234.40 236.20 +2.90 2,307 10,809 +903
Jul16 151005 235.45 238.00 234.50 236.30 +2.85 766 2,875 +34
Sep16 151005 234.95 236.50 234.95 236.50 +2.85 423 751 +55
Total Volume and Open Interest 63,427 152,674 +144
E-mini DJIA Index(CBOT)
Dec15 151005 16354 16694 16328 16659 +282 220,890 66,539 +518
Mar16 151005 16250 16595 16250 16570 +283 96 86 +8
Jun16 151005 16250 16488 16250 16488 +283 1 5 +0
Sep16 151005 16387 16387 16387 16387 +283      
Total Volume and Open Interest 220,987 66,630 +526
S & P 500(CME)
Dec15 151005 1940.50 1980.00 1938.00 1974.70 +31.60 7,168 104,935 +3,077
Mar16 151005 1966.00 1968.80 1966.00 1966.30 +31.50 0 428 -2
Jun16 151005 1958.70 1961.20 1958.70 1958.70 +31.50 0 1,077 +0
Sep16 151005 1952.80 1955.30 1952.80 1952.80 +31.50 0 1 +0
Total Volume and Open Interest 7,168 106,441 +3,075
S & P 500 E-Mini(Globex)
Dec15 151005 1941.00 1980.00 1937.25 1974.75 +31.75 2,052,465 2,866,971 -210
Mar16 151005 1932.25 1971.75 1929.00 1966.25 +31.50 5,917 23,226 +356
Jun16 151005 1923.00 1963.50 1922.25 1958.75 +31.50 244 860 +116
Sep16 151005 1923.75 1956.00 1918.75 1952.75 +31.50 3 85 -1
Total Volume and Open Interest 2,058,629 2,891,147 +261
NASDAQ 100 E-Mini(Globex)
Dec15 151005 4257.80 4329.80 4250.50 4311.30 +50.00 367,790 257,339 -4,930
Mar16 151005 4259.50 4319.00 4245.00 4304.30 +50.00 181 187 +65
Jun16 151005 4298.00 4308.00 4246.50 4298.00 +50.00 0 236 +0
Total Volume and Open Interest 367,971 257,839 -4,865
S&P Midcap 400(CME) e-Mini
Dec15 151005 1381.30 1408.90 1378.90 1406.20 +24.10 27,301 90,770 +10
Mar16 151005 1404.10 1404.10 1404.10 1404.10 +24.10      
Jun16 151005 1396.00 1396.00 1396.00 1396.00 +24.10      
Total Volume and Open Interest 27,301 90,775 +10
Volatility Index(CBOE)
Oct15 151005 21.15 21.46 19.70 19.88 -1.20 91,469 116,506 -7,181
Nov15 151005 20.65 20.80 19.45 19.48 -1.00 40,039 81,193 +4,335
Dec15 151005 20.50 20.65 19.48 19.53 -0.92 15,659 36,916 +358
Jan16 151005 20.90 21.00 19.90 19.93 -0.85 6,355 21,673 +534
Total Volume and Open Interest 160,388 304,400 -379
Russell 2000(ICE)
Dec15 151005 1110.70 1138.30 1109.00 1135.80 +23.60 139,600 389,410 +1,099
Mar16 151005 1116.00 1131.60 1116.00 1131.60 +23.60 55 48 +10
Jun16 151005 1127.90 1127.90 1127.90 1127.90 +23.60      
Total Volume and Open Interest 139,655 389,459 +1,109
Nikkei 225(CME)
Dec15 151005 17905 18520 17905 18440 +480 13,298 47,206 -74
Mar16 151005 18135 18505 18135 18505 +480 1 13 +0
Total Volume and Open Interest 13,299 47,220 -74
Nikkei 225(SGX)
Dec15 151005 17670 18080 17250 18025 +355 103,067 226,950 +635
Mar16 151005 17735 18050 17350 18000 +355 31 680 +8
Jun16 151005 17880 17880 17880 17880 +310 0 203 +0
Total Volume and Open Interest 117,307 239,504 +12,037
CAC 40(EURONEXT)
Oct15 151005 4550.0 4649.0 4523.0 4610.5 +154.0 108,690 236,600 +3,442
Nov15 151005 4542.0 4643.5 4530.5 4608.0 +154.0 49 312 +1
Dec15 151005 4540.0 4641.5 4524.0 4603.0 +154.0 230 13,198 -65
Total Volume and Open Interest 108,969 250,205 +3,378
Hang Seng Index(HKFE)
Oct15 151005 21517 21979 21239 21846 +339 81,085 90,784 +473
Nov15 151005 21496 21958 21230 21827 +338 478 393 +393
Dec15 151005 21515 21978 21251 21844 +336 576 9,705 +75
Total Volume and Open Interest 82,305 102,582 -19,026
DAX(EUREX)
Dec15 151005 9739.0 9892.5 9647.5 9799.0 +263.0 132,860 147,671 +3,587
Mar16 151005 9738.5 9886.0 9662.5 9806.0 +263.0 596 1,837 +415
Jun16 151005 9750.0 9920.0 9750.0 9837.0 +263.0 209 882 +135
Total Volume and Open Interest 133,665 150,390 +4,137
FT-SE 100(EURONEXT)
Dec15 151005 6203.00 6314.00 6181.00 6258.00 +159.00 132,027 548,433 +3,326
Mar16 151005 6167.50 6211.00 6151.50 6211.00 +160.00 12 171 +5
Jun16 151005 6163.00 6163.00 6163.00 6163.00 +160.00 0 1,755 +0
Total Volume and Open Interest 132,039 550,359 +3,331
SPI 200(SFE)
Dec15 151005 5040.0 5143.0 4965.0 5141.0 +110.0 41,672 224,666 -3,270
Mar16 151005 4984.0 5083.0 4953.0 5083.0 +110.0 11 3,266 +4
Jun16 151005 5073.0 5073.0 5073.0 5073.0 +110.0 0 1,060 +0
Total Volume and Open Interest 41,711 231,217 -3,258
FTSE MIB(ISE)
Dec15 151005 21710.00 22000.00 21590.00 21919.00 +559.00 32,759 60,373 +151
Mar16 151005 21735.00 22015.00 21675.00 21939.00 +559.00 32 350 +11
Jun16 151005 21520.00 21520.00 21520.00 21520.00 +559.00      
Total Volume and Open Interest 32,791 60,723 +162
KOSPI 200(KFE)
Dec15 151005 237.60 240.90 236.15 238.25 +1.05 167,837 120,766 -4,649
Mar16 151005 235.50 238.60 233.90 236.05 +0.85 571 2,566 -20
Jun16 151005 238.45 239.35 237.70 237.75 unch 4 451 +4
Total Volume and Open Interest 168,412 125,061 -4,665
GSCI(CME)
Oct15 151005 363.60 363.60 363.60 363.60 +4.40 183 11,994 -135
Nov15 151005 366.55 366.55 366.55 366.55 +4.60 150 1,278 +150
Dec15 151005 371.25 371.25 371.25 371.25 +4.60      
Total Volume and Open Interest 333 13,272 +15
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