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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue October 27, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov15 151027 885.75 895.25 882.00 891.25 +6.25 135,626 117,713 -63,931
Jan16 151027 884.75 894.25 880.25 891.00 +6.50 101,917 231,705 +3,249
Mar16 151027 888.00 896.75 882.50 893.50 +6.75 29,661 122,816 +1,869
May16 151027 892.00 901.00 887.00 897.75 +6.50 10,900 68,045 +822
Jul16 151027 897.25 906.00 892.50 903.00 +6.75 12,783 63,807 -454
Aug16 151027 897.00 904.00 897.00 901.25 +6.25 1,750 6,657 +600
Sep16 151027 885.00 895.00 885.00 893.50 +5.50 496 1,432 +40
Nov16 151027 887.25 895.00 883.75 891.75 +5.25 4,426 60,801 +218
Jan17 151027 896.00 897.75 895.00 896.75 +5.00 99 444 +34
Mar17 151027 901.75 901.75 899.75 900.75 +5.00 34 272 +4
May17 151027 904.25 905.00 904.25 904.25 +4.75 3 221 +1
Jul17 151027 911.00 912.50 909.50 909.50 +4.50 25 420 +12
Aug17 151027 906.00 906.00 906.00 906.00 +3.25 0 35 +0
Sep17 151027 899.50 899.50 899.50 899.50 +3.25 0 22 +0
Total Volume and Open Interest 297,779 675,078 -57,520
Soybean Meal(CBOT)
Dec15 151027 302.10 308.30 300.60 304.70 +2.50 50,804 152,576 -5,217
Jan16 151027 301.90 307.60 300.30 304.20 +2.30 14,691 75,079 +1,060
Mar16 151027 300.60 306.30 299.10 302.90 +2.30 11,576 55,313 -1,077
May16 151027 299.70 305.00 298.10 302.10 +2.40 7,468 47,421 +1,414
Jul16 151027 300.10 305.30 298.70 302.30 +2.30 5,813 39,146 +598
Aug16 151027 299.80 305.00 298.70 302.30 +2.50 1,931 10,094 +125
Sep16 151027 298.50 304.50 298.40 301.50 +2.10 783 10,070 +223
Oct16 151027 296.50 302.40 296.50 299.30 +1.90 542 7,742 +133
Dec16 151027 296.50 302.40 296.00 299.40 +1.80 1,384 19,114 +408
Jan17 151027 300.00 301.90 300.00 300.00 +1.70 293 1,140 +125
Total Volume and Open Interest 95,627 419,712 -2,029
Soybean Oil(CBOT)
Dec15 151027 27.78 28.19 27.56 27.89 +0.11 51,104 163,700 -1,512
Jan16 151027 28.09 28.49 27.87 28.21 +0.13 19,574 78,497 +1,204
Mar16 151027 28.30 28.71 28.11 28.45 +0.15 12,023 60,739 +419
May16 151027 28.53 28.91 28.33 28.67 +0.16 6,851 50,808 +1,835
Jul16 151027 28.73 29.07 28.50 28.84 +0.16 5,681 33,732 +805
Aug16 151027 28.72 29.10 28.57 28.89 +0.17 938 7,212 -2
Sep16 151027 29.05 29.16 28.65 28.92 +0.18 372 5,837 +30
Oct16 151027 28.71 29.04 28.55 28.87 +0.16 430 5,391 +129
Dec16 151027 28.75 29.13 28.58 28.91 +0.16 1,306 21,195 +233
Jan17 151027 29.12 29.27 28.88 29.12 +0.16 44 858 +27
Total Volume and Open Interest 98,328 429,698 +3,168
Canola(WCE)
Nov15 151027 465.5 470.8 464.1 466.9 +0.9 14,483 29,552 -13,719
Jan16 151027 474.8 479.7 473.1 476.2 +1.5 15,691 106,413 +5,043
Mar16 151027 480.3 486.0 479.0 482.1 +2.0 3,664 22,888 +1,556
May16 151027 480.3 486.8 480.2 485.1 +3.5 924 6,135 +29
Jul16 151027 482.2 485.9 481.8 485.1 +4.9 745 12,684 -416
Total Volume and Open Interest 35,625 182,877 -7,421
Corn(CBOT)
Dec15 151027 384.00 387.50 379.00 380.00 -4.50 171,647 651,394 -10,055
Mar16 151027 392.75 396.75 388.75 389.75 -3.75 75,407 293,473 +10,453
May16 151027 398.75 402.75 395.00 396.00 -3.50 18,361 107,370 -519
Jul16 151027 402.75 407.50 399.50 400.75 -3.00 16,204 108,666 +2,565
Sep16 151027 400.50 405.00 398.00 399.00 -2.25 2,792 53,434 +138
Dec16 151027 407.75 411.50 404.75 405.75 -2.25 10,035 92,970 +1,592
Mar17 151027 416.75 420.00 415.25 415.25 -2.25 73 3,438 +16
May17 151027 423.00 425.00 421.25 421.25 -2.00 9 1,333 +2
Jul17 151027 427.25 427.75 425.25 425.25 -2.00 11 1,696 +3
Sep17 151027 418.00 419.75 417.00 417.00 -1.75 16 687 +10
Total Volume and Open Interest 294,571 1,317,124 +4,210
Wheat(CBOT)
Dec15 151027 510.00 518.00 506.50 509.25 +0.25 71,235 207,091 -540
Mar16 151027 515.00 522.75 511.50 514.25 -0.50 35,020 105,351 +2,867
May16 151027 520.50 527.00 516.00 518.75 -0.50 6,745 23,185 +1,462
Jul16 151027 521.75 528.75 518.00 520.50 -0.75 7,063 37,825 +732
Sep16 151027 527.00 536.00 526.75 528.50 -1.25 724 4,799 +231
Dec16 151027 543.25 549.25 538.50 540.50 -2.75 717 8,333 +168
Total Volume and Open Interest 121,515 387,853 +4,921
Wheat(KCBT)
Dec15 151027 492.25 500.25 486.25 488.00 -4.25 14,302 113,585 +410
Mar16 151027 507.25 515.00 502.00 503.50 -4.00 6,997 40,055 +2,134
May16 151027 517.00 524.50 512.00 513.50 -4.00 1,157 12,869 +431
Jul16 151027 527.00 533.50 522.50 523.50 -4.00 1,488 20,070 +284
Sep16 151027 540.00 543.75 537.00 537.00 -3.75 395 4,514 +185
Dec16 151027 555.00 563.00 552.75 553.25 -3.50 182 6,285 +82
Total Volume and Open Interest 24,548 197,654 +3,541
Wheat(MGE)
Dec15 151027 520.00 528.00 514.25 515.75 -4.75 3,565 28,609 -493
Mar16 151027 533.50 541.00 528.25 529.75 -4.25 1,538 16,809 +187
May16 151027 542.00 551.75 539.00 540.25 -4.75 505 7,872 -22
Jul16 151027 552.50 561.00 550.00 550.75 -4.75 134 4,836 +50
Sep16 151027 567.75 572.75 562.25 562.25 -4.50 7 4,055 +0
Total Volume and Open Interest 5,767 63,711 -271
Oats(CBOT)
Dec15 151027 229.50 229.75 225.75 227.25 -1.50 195 7,601 -46
Mar16 151027 232.00 232.00 229.00 230.50 -1.25 169 2,635 +124
May16 151027 232.50 232.50 232.50 232.50 -0.50 0 273 +0
Jul16 151027 237.00 237.00 237.00 237.00 -0.50 0 7 +0
Total Volume and Open Interest 364 10,521 +78
Rough Rice(CBOT)
Nov15 151027 11.65 11.85 11.48 11.60 -0.05 1,251 3,581 -583
Jan16 151027 11.98 12.13 11.76 11.89 -0.06 1,315 7,207 +273
Mar16 151027 12.22 12.22 12.07 12.16 -0.06 201 1,494 +69
May16 151027 12.50 12.60 12.44 12.44 -0.06 110 181 +58
Total Volume and Open Interest 2,940 12,644 -163
Live Cattle(CME)
Oct15 151027 139.235 139.235 136.550 136.685 -2.865 1,170 1,806 -454
Dec15 151027 141.350 142.535 140.050 140.600 -1.400 27,920 120,298 -157
Feb16 151027 143.285 144.100 141.880 142.380 -1.520 10,748 50,528 +1,219
Apr16 151027 142.000 142.850 140.830 141.330 -1.405 7,560 43,124 -470
Jun16 151027 132.785 133.700 131.850 132.250 -1.200 3,472 25,296 +207
Aug16 151027 130.300 131.185 129.435 129.685 -1.350 961 4,897 +225
Total Volume and Open Interest 52,700 254,422 +725
Feeder Cattle(CME)
Oct15 151027 192.900 193.235 192.350 192.600 -1.085 1,125 2,310 -400
Nov15 151027 190.050 190.200 187.200 187.750 -3.485 4,551 9,431 -348
Jan16 151027 182.050 182.485 179.600 180.150 -2.980 3,902 11,393 +684
Mar16 151027 178.685 179.535 176.850 177.350 -2.385 1,600 5,118 -121
Apr16 151027 179.150 180.080 177.735 178.150 -2.285 441 1,311 +127
May16 151027 179.100 180.185 177.580 178.185 -2.000 309 2,452 +98
Aug16 151027 179.500 180.000 178.185 178.600 -1.950 110 1,213 +39
Total Volume and Open Interest 12,042 33,290 +79
Lean Hogs(CME)
Dec15 151027 62.600 62.985 60.830 61.250 -1.600 34,239 84,441 -4,244
Feb16 151027 65.750 66.050 64.200 64.700 -1.100 12,512 48,717 +923
Apr16 151027 69.600 69.785 68.535 69.035 -0.600 5,557 33,857 +417
May16 151027 74.430 74.580 73.750 73.830 -0.750 15 670 +0
Jun16 151027 77.500 77.600 76.500 77.035 -0.445 2,050 15,299 +229
Jul16 151027 76.930 77.200 76.400 76.730 -0.370 260 4,304 +69
Aug16 151027 76.200 76.250 75.500 75.980 -0.320 93 2,478 -8
Oct16 151027 66.725 66.800 66.200 66.785 +0.135 78 1,856 +6
Total Volume and Open Interest 54,895 194,976 -2,610
Class III Milk(CME)
Oct15 151027 15.48 15.49 15.47 15.47 +0.01 160 4,455 -12
Nov15 151027 15.57 15.60 15.43 15.52 +0.01 150 4,789 +6
Dec15 151027 15.61 15.63 15.50 15.56 -0.02 83 3,957 +18
Jan16 151027 15.54 15.59 15.51 15.55 +0.03 36 1,950 +21
Feb16 151027 15.70 15.72 15.66 15.70 +0.04 1 1,702 +1
Mar16 151027 15.90 15.90 15.86 15.86 +0.04 3 1,687 +3
Apr16 151027 16.05 16.06 16.00 16.00 -0.04 3 1,273 +1
May16 151027 16.20 16.23 16.17 16.22 +0.07 10 1,256 -2
Jun16 151027 16.55 16.60 16.50 16.50 -0.04 1 1,124 +1
Jul16 151027 16.79 16.79 16.76 16.77 +0.01 9 859 +5
Aug16 151027 16.91 16.94 16.90 16.94 +0.05 13 819 +7
Sep16 151027 16.93 16.93 16.92 16.93 +0.02 18 811 +10
Oct16 151027 16.84 16.90 16.84 16.86 +0.06 10 755 +7
Total Volume and Open Interest 511 26,869 +79
Cocoa(ICE)
Dec15 151027 3180 3199 3163 3197 +23 14,192 66,461 -30
Mar16 151027 3183 3208 3172 3205 +24 8,906 64,589 +834
May16 151027 3180 3202 3169 3201 +24 2,063 27,230 +1,089
Jul16 151027 3171 3193 3162 3191 +23 354 16,612 +129
Sep16 151027 3159 3180 3148 3177 +20 319 11,651 -83
Dec16 151027 3133 3153 3131 3152 +18 92 7,274 +8
Mar17 151027 3109 3131 3106 3128 +17 60 17,644 +0
Total Volume and Open Interest 25,996 218,180 +1,947
Coffee "C"(ICE)
Dec15 151027 117.70 118.45 116.60 117.30 unch 16,418 86,265 +1,574
Mar16 151027 121.70 121.75 120.00 120.60 -0.10 6,211 46,064 +439
May16 151027 123.40 123.50 122.20 122.70 -0.15 1,296 24,392 +349
Jul16 151027 125.65 125.65 124.15 124.65 -0.15 882 10,122 +263
Sep16 151027 127.70 127.70 126.05 126.55 -0.15 672 7,977 +93
Dec16 151027 130.00 130.30 128.85 129.30 -0.20 551 9,691 -15
Total Volume and Open Interest 26,137 188,872 +2,679
Orange Juice(ICE)
Nov15 151027 133.95 141.95 132.75 138.10 +3.10 740 2,171 -593
Jan16 151027 131.70 134.75 130.30 134.40 +2.60 1,309 7,926 +180
Mar16 151027 132.40 134.30 130.55 134.10 +2.50 191 2,517 +149
May16 151027 133.00 134.30 133.00 134.30 +2.30 29 685 +20
Jul16 151027 135.70 135.70 135.70 135.70 +2.30 0 237 +0
Sep16 151027 135.55 135.55 135.55 135.55 +2.30 0 45 +0
Total Volume and Open Interest 2,269 13,582 -244
Sugar #11(ICE)
Mar16 151027 14.63 14.70 14.36 14.42 -0.22 71,774 450,791 +631
May16 151027 14.27 14.30 14.03 14.09 -0.16 21,226 129,201 +2,013
Jul16 151027 14.02 14.03 13.82 13.88 -0.10 10,881 97,515 +254
Oct16 151027 14.05 14.06 13.86 13.92 -0.09 6,708 68,709 +1,647
Mar17 151027 14.48 14.50 14.29 14.36 -0.07 2,195 30,136 +475
May17 151027 14.29 14.33 14.15 14.21 -0.04 737 6,411 +83
Jul17 151027 14.11 14.15 14.01 14.07 unch 798 7,583 +191
Oct17 151027 14.15 14.15 14.05 14.11 +0.02 799 7,422 +480
Total Volume and Open Interest 115,211 803,114 +5,777
London Cocoa(LCE)
Dec15 151027 2170 2195 2170 2193 +18 5,997 74,009 -1,487
Mar16 151027 2158 2178 2152 2175 +18 6,227 74,427 +490
May16 151027 2144 2166 2143 2164 +17 1,183 24,911 +132
Jul16 151027 2137 2157 2137 2156 +17 826 36,649 -36
Sep16 151027 2127 2147 2124 2145 +16 754 32,862 -173
Dec16 151027 2093 2110 2089 2110 +15 267 12,223 +6
Mar17 151027 2065 2083 2064 2083 +14 222 23,981 -18
Total Volume and Open Interest 15,483 279,480 -1,086
London Sugar(LCE)
Dec15 151027 391.90 396.80 387.50 388.60 -3.60 5,092 27,591 -393
Mar16 151027 394.40 398.40 390.70 391.90 -3.70 3,404 32,034 +184
May16 151027 395.40 399.10 392.60 393.50 -3.40 933 11,727 +10
Aug16 151027 394.70 397.70 392.40 393.40 -2.80 330 6,203 +99
Oct16 151027 392.90 395.90 390.70 391.50 -2.50 56 2,892 +28
Total Volume and Open Interest 9,829 81,936 -72
Cotton(ICE)
Dec15 151027 62.36 63.18 62.18 62.34 +0.21 9,906 111,740 -860
Mar16 151027 62.16 62.95 61.94 62.16 +0.23 4,764 62,724 +476
May16 151027 62.66 63.43 62.66 62.73 +0.24 974 7,648 +672
Jul16 151027 62.99 63.75 62.99 63.06 +0.23 300 7,076 +30
Oct16 151027 62.88 62.88 62.88 62.88 +0.19 0 3 +0
Dec16 151027 63.00 63.38 62.82 62.82 +0.15 104 6,540 +11
Total Volume and Open Interest 16,051 196,128 +326
Lumber(CME)
Nov15 151027 257.0 257.0 253.8 255.0 -2.0 509 1,301 -226
Jan16 151027 257.5 257.5 252.9 255.0 -2.1 525 2,658 +83
Mar16 151027 259.5 260.1 257.5 260.1 -0.8 63 562 +4
May16 151027 266.6 266.6 266.6 266.6 -0.8 1 18 +1
Total Volume and Open Interest 1,098 4,540 -138
Crude Oil(NYM)
Dec15 151027 43.78 43.91 42.58 43.20 -0.78 406,577 527,608 +4,701
Jan16 151027 44.69 44.81 43.52 44.12 -0.78 119,697 236,181 +4,501
Feb16 151027 45.54 45.59 44.36 44.91 -0.79 52,280 94,842 +7,063
Mar16 151027 46.21 46.31 45.07 45.62 -0.80 37,705 139,815 +147
Apr16 151027 46.85 46.85 45.79 46.26 -0.82 17,515 43,091 +113
May16 151027 47.48 47.48 46.46 46.78 -0.85 7,777 34,223 +454
Jun16 151027 47.97 47.99 46.81 47.23 -0.87 20,975 107,764 -1,057
Jul16 151027 48.30 48.38 47.29 47.61 -0.88 3,711 27,043 -1
Aug16 151027 48.47 48.58 47.78 47.96 -0.89 3,125 24,122 -13
Sep16 151027 48.93 48.93 48.08 48.32 -0.89 6,154 52,076 -1,258
Oct16 151027 49.16 49.16 48.49 48.71 -0.87 1,340 23,558 +198
Nov16 151027 49.00 49.14 49.00 49.14 -0.85 952 21,422 +46
Dec16 151027 50.34 50.39 49.29 49.58 -0.84 22,102 149,124 +1,996
Jan17 151027 49.90 49.90 49.83 49.90 -0.83 246 17,754 +5
Feb17 151027 50.20 50.20 50.20 50.20 -0.82 214 9,254 +27
Mar17 151027 50.49 50.49 50.45 50.49 -0.82 697 10,267 +293
Total Volume and Open Interest 708,127 1,670,123 +17,729
e-miNY Crude Oil(NYM)
Dec15 151027 43.775 43.900 42.600 43.200 -0.775 7,573 2,954 +42
Jan16 151027 44.800 44.800 43.550 44.125 -0.775 251 258 +16
Feb16 151027 45.600 45.600 44.450 44.900 -0.800 109 81 -3
Mar16 151027 45.525 45.625 45.250 45.625 -0.800 84 108 +12
Apr16 151027 46.500 46.500 45.925 46.250 -0.825 22 23 +6
May16 151027 46.775 46.775 46.775 46.775 -0.850 6 32 -2
Jun16 151027 47.550 47.550 47.225 47.225 -0.875 0 25 +0
Jul16 151027 47.600 47.600 47.600 47.600 -0.900 0 4 +0
Aug16 151027 47.950 47.950 47.950 47.950 -0.900 0 2 +0
Sep16 151027 48.325 48.325 48.325 48.325 -0.875 0 2 +0
Total Volume and Open Interest 8,045 3,626 +71
NY Harbor ULSD(NYM)
Nov15 151027 142.72 143.46 140.79 142.44 -0.15 36,835 29,993 -4,927
Dec15 151027 144.92 145.65 142.97 144.56 -0.34 70,621 98,118 +642
Jan16 151027 147.89 148.41 145.81 147.18 -0.67 27,395 64,006 +909
Feb16 151027 149.49 150.33 148.05 149.16 -1.01 16,021 41,055 -157
Mar16 151027 150.40 151.39 148.96 149.93 -1.27 10,099 37,929 +102
Apr16 151027 151.00 151.51 149.43 149.84 -1.49 5,273 23,816 +133
May16 151027 151.21 151.24 150.26 150.68 -1.70 2,175 12,827 +284
Jun16 151027 153.17 153.87 151.53 151.86 -1.86 4,368 26,181 -447
Jul16 151027 154.40 155.15 153.23 153.49 -1.87 417 7,638 -17
Aug16 151027 155.40 155.75 155.08 155.15 -1.86 259 5,123 +21
Sep16 151027 157.25 157.56 156.79 156.95 -1.85 302 6,231 +36
Oct16 151027 159.23 159.75 158.89 158.99 -1.84 232 3,989 +53
Nov16 151027 162.00 162.00 160.94 160.94 -1.82 239 3,333 +15
Dec16 151027 164.00 164.90 162.52 162.77 -1.79 1,728 21,577 -114
Total Volume and Open Interest 176,205 389,352 -3,446
RBOB Gasoline(NYM)
Nov15 151027 128.89 129.09 127.11 128.72 -0.07 25,078 22,617 -3,581
Dec15 151027 128.07 128.57 126.27 127.83 -0.45 42,907 103,236 -508
Jan16 151027 128.86 129.42 127.15 128.65 -0.69 18,455 56,949 +1,365
Feb16 151027 130.46 131.05 128.93 130.26 -0.83 11,392 28,552 +882
Mar16 151027 133.95 134.21 132.04 133.19 -1.00 8,161 27,727 +294
Apr16 151027 155.45 155.45 154.03 154.93 -1.15 6,436 17,120 +1,231
May16 151027 157.07 157.45 155.46 156.42 -1.11 2,814 15,036 +60
Jun16 151027 157.45 157.52 155.55 156.45 -1.09 2,622 19,704 -350
Jul16 151027 156.30 156.92 155.15 155.88 -1.10 1,799 10,182 -548
Aug16 151027 154.89 154.89 154.03 154.68 -1.07 607 5,891 +76
Total Volume and Open Interest 122,531 338,987 -599
e-miNY RBOB Gasoline(NYM)
Nov15 151027 128.72 128.72 128.72 128.72 -0.07 0 1 +0
Dec15 151027 127.83 127.83 127.83 127.83 -0.45      
Jan16 151027 128.65 128.65 128.65 128.65 -0.69      
Feb16 151027 130.26 130.26 130.26 130.26 -0.83      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Nov15 151027 2.074 2.115 1.948 2.092 +0.030 107,554 32,389 -12,390
Dec15 151027 2.360 2.417 2.325 2.361 +0.008 108,385 284,989 +8,404
Jan16 151027 2.520 2.581 2.492 2.531 +0.016 48,722 228,543 +6,023
Feb16 151027 2.536 2.598 2.513 2.551 +0.017 15,573 47,733 +1,591
Mar16 151027 2.520 2.577 2.491 2.534 +0.017 23,189 106,156 -1,236
Apr16 151027 2.456 2.503 2.423 2.473 +0.017 21,567 77,025 -825
May16 151027 2.475 2.527 2.450 2.502 +0.019 4,710 28,779 +801
Jun16 151027 2.512 2.570 2.491 2.546 +0.020 3,489 26,698 +29
Jul16 151027 2.561 2.618 2.547 2.594 +0.019 2,310 22,042 -873
Aug16 151027 2.577 2.633 2.562 2.610 +0.019 669 18,402 +18
Sep16 151027 2.567 2.634 2.567 2.611 +0.019 549 14,815 -92
Oct16 151027 2.606 2.660 2.594 2.639 +0.019 3,664 25,206 +669
Nov16 151027 2.693 2.750 2.691 2.730 +0.015 698 10,322 +21
Dec16 151027 2.851 2.903 2.849 2.887 +0.013 685 11,243 +100
Jan17 151027 2.951 3.005 2.949 2.987 +0.012 1,027 14,203 +390
Feb17 151027 2.985 2.997 2.979 2.983 +0.011 144 3,637 +82
Total Volume and Open Interest 344,326 998,261 +3,184
Brent Crude Oil(ICE)
Dec15 151027 47.43 47.57 46.41 46.81 -0.73 242,056 443,150 -547
Jan16 151027 48.21 48.23 47.15 47.55 -0.70 105,264 342,614 +9,349
Feb16 151027 48.95 49.00 47.92 48.32 -0.69 42,720 161,466 +3,462
Mar16 151027 49.59 49.62 48.61 48.96 -0.70 30,720 224,477 +3,955
Apr16 151027 50.39 50.43 49.44 49.74 -0.71 20,540 117,480 -1,836
May16 151027 51.10 51.18 50.22 50.48 -0.72 16,280 62,711 +1,727
Jun16 151027 51.80 51.86 50.87 51.13 -0.72 29,047 139,505 +439
Jul16 151027 52.02 52.33 51.53 51.69 -0.71 3,701 40,202 -451
Aug16 151027 52.78 52.82 52.13 52.19 -0.70 2,088 36,259 +75
Sep16 151027 52.60 52.66 52.17 52.66 -0.69 5,908 41,141 -800
Oct16 151027 53.12 53.12 53.12 53.12 -0.67 1,673 25,148 +203
Nov16 151027 53.58 53.58 53.58 53.58 -0.66 950 22,575 +140
Dec16 151027 54.56 54.77 53.86 54.04 -0.65 31,113 165,730 +1,419
Jan17 151027 54.47 54.47 54.47 54.47 -0.65 896 19,544 +219
Total Volume and Open Interest 543,590 2,129,143 +18,989
Gas Oil(ICE)
Nov15 151027 434.00 436.50 427.75 431.00 -9.25 43,898 118,078 +520
Dec15 151027 440.00 442.75 434.00 437.25 -9.25 85,540 163,231 +5,089
Jan16 151027 449.75 450.00 441.00 444.00 -9.50 35,472 61,529 -1,846
Feb16 151027 452.00 455.75 447.75 449.75 -9.75 17,480 48,471 +2,503
Mar16 151027 458.00 461.00 453.25 455.00 -9.75 12,027 37,455 +20
Apr16 151027 463.50 465.00 458.00 459.75 -9.75 7,667 25,489 +937
May16 151027 467.50 470.00 463.00 464.50 -9.50 2,369 21,348 +490
Jun16 151027 472.75 474.00 467.50 468.75 -9.50 8,598 40,631 -245
Jul16 151027 476.75 478.50 473.25 474.00 -9.50 494 14,783 -56
Aug16 151027 483.25 483.75 478.50 479.25 -9.50 999 9,460 +34
Total Volume and Open Interest 227,418 705,578 +9,016
Ethanol(CBOT)
Nov15 151027 1.599 1.604 1.573 1.580 -0.021 441 754 -305
Dec15 151027 1.579 1.579 1.549 1.557 -0.019 475 1,879 +334
Jan16 151027 1.540 1.555 1.540 1.542 -0.011 66 905 +4
Feb16 151027 1.538 1.538 1.538 1.538 -0.011 37 373 +32
Mar16 151027 1.544 1.544 1.544 1.544 -0.011 3 539 +0
Apr16 151027 1.557 1.557 1.557 1.557 -0.011 43 405 -33
May16 151027 1.588 1.588 1.560 1.560 -0.005 44 109 +16
Jun16 151027 1.575 1.575 1.550 1.550 -0.002 2 193 +1
Total Volume and Open Interest 1,111 5,285 +49
WTI Crude Oil(ICE)
Dec15 151027 43.86 43.91 42.59 43.20 -0.78 59,727 121,638 +2,451
Jan16 151027 44.50 44.59 43.55 44.12 -0.78 40,057 53,945 +8,044
Feb16 151027 45.07 45.46 44.34 44.91 -0.79 16,306 19,444 +1,932
Mar16 151027 46.22 46.30 45.11 45.62 -0.80 9,089 33,856 +1,051
Apr16 151027 46.23 46.26 46.15 46.26 -0.82 3,134 7,018 +4
May16 151027 46.72 46.78 46.72 46.78 -0.85 1,697 5,551 +134
Jun16 151027 47.76 47.76 46.90 47.23 -0.87 3,206 34,430 +348
Jul16 151027 47.62 47.62 47.61 47.61 -0.88 413 2,825 +66
Aug16 151027 47.96 47.96 47.96 47.96 -0.89 302 4,104 +89
Sep16 151027 48.32 48.32 48.32 48.32 -0.89 224 7,127 -55
Oct16 151027 48.71 48.71 48.71 48.71 -0.87 312 2,038 -62
Nov16 151027 49.14 49.14 49.14 49.14 -0.85 273 5,847 +235
Dec16 151027 49.88 50.25 49.39 49.58 -0.84 5,749 48,981 -1,025
Jan17 151027 49.90 49.90 49.90 49.90 -0.83 48 3,969 -1
Feb17 151027 50.20 50.20 50.20 50.20 -0.82 8 1,088 +2
Mar17 151027 50.49 50.49 50.49 50.49 -0.82 9 2,474 +6
Total Volume and Open Interest 141,747 399,361 +13,323
US Dollar Index(ICE)
Dec15 151027 96.885 97.060 96.620 96.993 +0.037 46,038 74,161 +202
Mar16 151027 97.085 97.240 96.855 97.195 +0.037 605 2,187 -101
Jun16 151027 97.340 97.340 97.340 97.340 +0.037 13 192 +6
Total Volume and Open Interest 46,657 76,603 +106
Australian Dollar(CME)
Dec15 151027 72.26 72.40 71.61 71.75 -0.58 105,617 141,826 -2,677
Mar16 151027 71.99 72.08 71.31 71.44 -0.58 122 334 +30
Jun16 151027 71.17 71.17 71.17 71.17 -0.57 0 8 +0
Total Volume and Open Interest 105,739 142,175 -2,647
British Pound(CME)
Dec15 151027 153.44 153.55 152.78 152.96 -0.51 81,263 153,223 -4,354
Mar16 151027 153.34 153.47 152.74 152.91 -0.51 49 393 +17
Jun16 151027 152.87 152.87 152.87 152.87 -0.51 0 239 +0
Total Volume and Open Interest 81,320 153,871 -4,337
Canadian Dollar(CME)
Dec15 151027 75.96 75.98 75.31 75.34 -0.62 75,642 117,287 -734
Mar16 151027 75.94 75.94 75.29 75.31 -0.62 152 2,230 -50
Jun16 151027 75.41 75.43 75.29 75.29 -0.62 17 474 +15
Sep16 151027 75.46 75.46 75.29 75.29 -0.61 0 212 +0
Total Volume and Open Interest 75,823 120,292 -757
Japanese Yen(CME)
Dec15 151027 82.67 83.27 82.63 83.16 +0.50 176,121 193,527 +9,295
Mar16 151027 82.95 83.42 82.80 83.32 +0.49 4,357 4,439 +3,755
Jun16 151027 83.54 83.56 83.54 83.54 +0.50 5 72 +3
Total Volume and Open Interest 180,486 198,121 +13,052
Swiss Franc(CME)
Dec15 151027 101.89 102.12 101.39 101.52 -0.29 22,205 34,708 -863
Mar16 151027 102.31 102.50 101.82 101.92 -0.29 39 118 +10
Jun16 151027 102.37 102.37 102.37 102.37 -0.29 0 10 +0
Total Volume and Open Interest 22,244 34,839 -853
EuroFX(CME)
Dec15 151027 110.60 110.86 110.37 110.50 -0.03 290,432 372,676 +6,522
Mar16 151027 110.93 111.08 110.61 110.73 -0.02 774 3,113 +98
Jun16 151027 110.93 111.25 110.91 110.98 -0.03 31 808 +13
Total Volume and Open Interest 291,261 377,148 +6,634
Mexican Peso(CME)
Nov15 151027 604.25 604.25 604.25 604.25 +1.00      
Dec15 151027 603.00 603.75 600.00 603.00 +0.88 49,755 103,577 -4,994
Total Volume and Open Interest 60,259 125,485 +4,013
Brazilian Real(CME)
Nov15 151027 256.10 256.75 254.85 255.55 -0.10 846 7,940 +23
Dec15 151027 252.55 254.05 250.55 253.00 -0.10 546 15,353 -275
Jan16 151027 250.50 250.50 250.50 250.50 +0.05      
Feb16 151027 247.95 247.95 247.95 247.95 +0.05      
Total Volume and Open Interest 1,392 23,706 -252
30-Year T-Bonds(CBOT)
Dec15 151027 157~300 159~020 157~280 158~170 +0~160 276,388 482,460 -14,614
Mar16 151027 156~250 157~180 156~160 157~030 +0~170 128 1,132 -42
Jun16 151027 157~030 157~030 157~030 157~030 +0~170      
Total Volume and Open Interest 276,516 483,592 -14,656
10-Year T-Notes(CBOT)
Dec15 151027 128~195 129~025 128~180 128~295 +0~105 1,255,428 2,729,443 -36,354
Mar16 151027 128~090 128~220 128~090 128~175 +0~115 4,917 9,423 +1,987
Jun16 151027 127~185 127~185 127~185 127~185 +0~115      
Total Volume and Open Interest 1,260,345 2,738,866 -34,367
5-Year T-Notes(CBOT)
Dec15 151027 120~134 120~222 120~124 120~194 +0~066 606,813 2,408,958 +4,151
Mar16 151027 120~026 120~094 120~014 120~072 +0~072 2,732 22,735 +2,061
Jun16 151027 120~072 120~072 120~072 120~072 +0~072      
Total Volume and Open Interest 609,545 2,431,693 +6,212
2 Year T-Notes(CBOT)
Dec15 151027 109~176 109~194 109~174 109~192 +0~016 309,091 1,126,754 +39,457
Mar16 151027 109~122 109~144 109~122 109~144 +0~020 4,839 9,731 +4,672
Jun16 151027 109~144 109~144 109~144 109~144 +0~020      
Total Volume and Open Interest 313,930 1,136,485 +44,129
Eurodollars(CME)
Dec15 151027 99.615 99.630 99.615 99.625 +0.010 238,399 1,311,830 +25,371
Mar16 151027 99.515 99.530 99.510 99.525 +0.010 260,366 1,339,875 +27,425
Jun16 151027 99.400 99.425 99.390 99.415 +0.015 234,006 1,124,813 +11,401
Sep16 151027 99.265 99.295 99.255 99.280 +0.020 229,087 978,308 +5,152
Dec16 151027 99.120 99.155 99.105 99.135 +0.025 320,698 1,243,166 +33
Mar17 151027 98.995 99.035 98.980 99.015 +0.030 182,524 749,390 +5,412
Jun17 151027 98.860 98.905 98.845 98.885 +0.035 166,833 675,017 +7,246
Sep17 151027 98.730 98.785 98.720 98.760 +0.040 128,816 598,819 +13,231
Dec17 151027 98.605 98.660 98.595 98.635 +0.045 164,373 624,280 +14,596
Mar18 151027 98.490 98.550 98.485 98.525 +0.045 85,863 380,324 -1,131
Jun18 151027 98.380 98.440 98.375 98.415 +0.045 87,467 410,789 +3,332
Sep18 151027 98.275 98.340 98.270 98.315 +0.050 73,428 322,729 +6,034
Dec18 151027 98.170 98.235 98.165 98.210 +0.050 55,614 318,567 -563
Mar19 151027 98.080 98.145 98.075 98.120 +0.050 30,147 183,689 +1,584
Jun19 151027 97.985 98.050 97.985 98.025 +0.050 27,845 160,327 +1,919
Sep19 151027 97.895 97.960 97.895 97.935 +0.050 26,869 144,655 -2,463
Dec19 151027 97.805 97.865 97.805 97.845 +0.050 23,035 113,785 -2,958
Mar20 151027 97.725 97.785 97.720 97.760 +0.050 15,695 86,895 +34
Total Volume and Open Interest 2,405,241 11,108,563 +119,530
Ultra T-Bond(CBOT)
Dec15 151027 161~10 162~16 161~09 161~26 +0~14 88,899 630,792 -4,661
Mar16 151027 162~04 162~25 161~21 162~04 +0~14 1,074 1,852 +910
Jun16 151027 162~04 162~04 162~04 162~04 +0~14      
Total Volume and Open Interest 89,973 632,644 -3,751
30 Day Federal Funds(CBOT)
Oct15 151027 99.872 99.878 99.872 99.875 +0.003 1,812 177,193 -1,453
Nov15 151027 99.865 99.870 99.860 99.865 +0.005 7,592 228,312 +2,467
Dec15 151027 99.825 99.830 99.820 99.825 +0.005 13,970 97,338 +1,492
Jan16 151027 99.785 99.795 99.780 99.790 +0.010 19,972 177,022 -1,389
Feb16 151027 99.755 99.765 99.750 99.760 +0.010 8,656 76,484 +778
Mar16 151027 99.725 99.730 99.720 99.730 +0.010 2,689 16,701 -1,033
Total Volume and Open Interest 64,244 922,672 +315
3-Mth Euro-Yen(CME)
Dec15 151027 99.825 99.825 99.825 99.825 unch      
Mar16 151027 99.685 99.685 99.685 99.685 unch      
Jun16 151027 99.545 99.545 99.545 99.545 unch      
Sep16 151027 99.405 99.405 99.405 99.405 unch      
Dec16 151027 99.840 99.840 99.840 99.840 unch      
Mar17 151027 99.700 99.700 99.700 99.700 unch      
Jun17 151027 99.560 99.560 99.560 99.560 unch      
Sep17 151027 99.420 99.420 99.420 99.420 unch      
Dec17 151027 99.280 99.280 99.280 99.280 unch      
Mar18 151027 99.140 99.140 99.140 99.140 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec15 151027 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar16 151027 99.68 99.68 99.68 99.68 unch      
Jun16 151027 99.54 99.54 99.54 99.54 unch      
Sep16 151027 99.40 99.40 99.40 99.40 unch      
Dec16 151027 99.84 99.84 99.84 99.84 unch 0 4 +0
Mar17 151027 99.70 99.70 99.70 99.70 unch      
Jun17 151027 99.56 99.56 99.56 99.56 unch      
Sep17 151027 99.42 99.42 99.42 99.42 unch      
Total Volume and Open Interest 0 8 +0
Japanese Gov't Bonds(SGX)
Dec15 151027 148.40 148.58 148.40 148.53 +0.10 1,963 22,068 +318
Mar16 151027 147.97 147.97 147.97 147.97 +0.10      
Jun16 151027 147.41 147.41 147.41 147.41 +0.10      
Total Volume and Open Interest 1,963 22,068 +318
Euro-Bund(EUREX)
Dec15 151027 157.61 158.38 157.60 158.35 +0.76 584,986 1,223,557 -8,084
Mar16 151027 159.60 160.36 159.55 160.34 +0.84 1,855 27,241 +1,015
Jun16 151027 158.35 158.35 158.35 158.35 +0.76      
Total Volume and Open Interest 586,841 1,250,798 -7,069
Euro-Bobl(EUREX)
Dec15 151027 129.61 129.77 129.59 129.76 +0.18 477,657 1,037,438 +7,680
Mar16 151027 131.25 131.30 131.25 131.30 +0.20 464 5,144 +266
Jun16 151027 129.76 129.76 129.76 129.76 +0.18      
Total Volume and Open Interest 478,121 1,042,582 +7,946
3-Mth Euribor(EUREX)
Dec15 151027 100.120 100.120 100.120 100.120 +0.010 18 29,353 +0
Mar16 151027 100.150 100.150 100.150 100.150 +0.010 329 4,967 -119
Jun16 151027 100.175 100.175 100.175 100.175 +0.015 95 9,684 -20
Total Volume and Open Interest 1,036 69,713 -117
Long Gilt(LIFFE)
Dec15 151027 118~24 119~12 118~21 119~11 +0~21 157,610 458,648 -3,219
Mar16 151027 118~17 118~17 118~17 118~17 +0~21 0 1 +0
Total Volume and Open Interest 157,610 458,649 -3,219
3-Mth Short Sterling(LIFFE)
Dec15 151027 99.41 99.41 99.40 99.41 unch 12,473 382,197 +1,858
Mar16 151027 99.37 99.37 99.36 99.37 unch 34,257 369,831 +2,889
Jun16 151027 99.31 99.32 99.30 99.32 +0.01 35,694 452,733 +2,667
Sep16 151027 99.22 99.24 99.22 99.24 +0.02 36,691 387,455 -4,888
Dec16 151027 99.13 99.15 99.12 99.14 +0.02 50,226 393,909 +1,008
Mar17 151027 99.03 99.06 99.02 99.05 +0.03 40,417 343,365 +6,087
Total Volume and Open Interest 353,616 3,441,993 +5,040
3-Mth Euribor(LIFFE)
Dec15 151027 100.115 100.125 100.110 100.120 +0.010 123,134 423,946 +8,455
Mar16 151027 100.145 100.155 100.140 100.150 +0.010 137,146 314,198 +116
Jun16 151027 100.165 100.175 100.160 100.170 +0.010 109,715 399,197 +17,332
Total Volume and Open Interest 791,122 3,333,315 +61,111
3-Mth Aus T-Bills(SFE)
Dec15 151027 97.96 97.98 97.96 97.98 +0.01 34,459 201,529 +3,841
Mar16 151027 98.09 98.10 98.07 98.09 unch 35,363 173,451 +4,904
Jun16 151027 98.16 98.16 98.14 98.16 unch 31,677 205,890 +14,077
Sep16 151027 98.16 98.17 98.14 98.16 -0.01 24,095 144,490 +5,819
Dec16 151027 98.13 98.13 98.11 98.12 -0.01 18,149 90,597 +4,276
Mar17 151027 98.06 98.07 98.04 98.06 unch 9,938 69,387 +3,704
Jun17 151027 97.98 97.99 97.97 97.99 unch 2,578 44,182 -219
Sep17 151027 97.91 97.93 97.91 97.92 unch 1,224 29,007 -137
Dec17 151027 97.84 97.84 97.84 97.84 +0.01 10 3,780 +0
Mar18 151027 97.76 97.76 97.76 97.76 +0.01 10 3,122 -100
Total Volume and Open Interest 157,503 968,519 +36,165
10-Year Aus T-Bonds(SFE)
Dec15 151027 97.31 97.36 97.30 97.34 +0.03 77,140 732,606 -4,934
Mar16 151027 97.34 97.34 97.34 97.34 +0.03      
Total Volume and Open Interest 77,140 732,606 -4,934
3-Year Aus T-Bonds(SFE)
Dec15 151027 98.16 98.19 98.15 98.18 +0.01 136,955 708,597 +4,440
Mar16 151027 98.18 98.18 98.18 98.18 +0.01      
Total Volume and Open Interest 136,955 708,597 +4,440
Gold(CMX)
Oct15 151027 1164.5 1166.8 1162.0 1166.8 -0.2 38 561 -45
Dec15 151027 1163.0 1168.8 1160.5 1165.8 -0.4 150,796 316,578 -1,384
Feb16 151027 1163.7 1169.0 1161.8 1166.7 -0.4 1,734 66,017 +916
Apr16 151027 1166.3 1168.7 1163.3 1167.3 -0.4 517 26,092 +94
Jun16 151027 1166.5 1168.7 1163.6 1167.9 -0.4 786 19,647 +232
Aug16 151027 1168.3 1168.5 1168.3 1168.5 -0.5 534 5,726 +8
Oct16 151027 1169.2 1169.2 1169.1 1169.2 -0.5 45 3,021 -10
Dec16 151027 1169.0 1171.1 1169.0 1170.0 -0.5 891 14,612 +44
Feb17 151027 1170.9 1170.9 1170.9 1170.9 -0.5 13 325 -13
Apr17 151027 1171.8 1171.8 1171.8 1171.8 -0.5 0 576 +0
Jun17 151027 1171.7 1172.9 1171.7 1172.9 -0.5 0 3,840 +0
Aug17 151027 1174.3 1174.3 1174.3 1174.3 -0.5      
Total Volume and Open Interest 156,554 467,868 +92
Silver(CMX)
Dec15 151027 1584.0 1595.0 1578.0 1586.3 -4.2 48,550 112,124 +1,385
Mar16 151027 1588.0 1599.0 1582.5 1591.1 -4.2 1,830 31,077 +595
May16 151027 1599.5 1602.0 1587.0 1594.1 -4.2 594 6,970 +123
Jul16 151027 1596.0 1597.5 1596.0 1596.9 -4.2 707 5,860 +5
Sep16 151027 1599.7 1599.7 1599.7 1599.7 -4.2 86 1,706 +24
Dec16 151027 1597.0 1604.0 1597.0 1603.4 -4.2 348 7,347 +156
Mar17 151027 1607.0 1607.0 1607.0 1607.0 -4.2 0 8 +0
Total Volume and Open Interest 52,290 169,611 +2,290
Platinum(NYMEX)
Oct15 151027 987.5 988.4 987.5 988.4 -7.4 1 15 -80
Jan16 151027 997.4 998.6 983.6 989.2 -8.3 11,540 65,151 +390
Apr16 151027 998.7 999.4 985.2 990.0 -8.3 216 5,023 -44
Jul16 151027 991.1 991.1 991.1 991.1 -8.3 6 16 +5
Total Volume and Open Interest 11,778 70,256 +267
Palladium(NYMEX)
Dec15 151027 683.90 685.50 675.00 678.75 -5.15 4,452 24,735 +551
Mar16 151027 683.50 683.50 679.10 679.10 -5.15 93 1,334 +28
Jun16 151027 679.45 679.45 679.45 679.45 -5.15 0 10 +0
Total Volume and Open Interest 4,545 26,082 +579
Copper(CMX)
Dec15 151027 235.00 238.00 234.20 236.20 +0.50 64,815 99,309 -535
Mar16 151027 235.60 238.40 234.75 236.90 +0.70 7,684 35,132 +1,021
May16 151027 237.85 237.90 234.85 237.00 +0.80 1,439 12,290 -76
Jul16 151027 237.60 238.05 234.65 236.95 +0.85 884 5,801 +116
Sep16 151027 236.60 237.80 236.45 236.90 +0.90 717 2,156 -54
Total Volume and Open Interest 76,769 164,481 +672
E-mini DJIA Index(CBOT)
Dec15 151027 17541 17555 17459 17513 -18 160,217 79,489 +1,079
Mar16 151027 17416 17460 17375 17429 -17 297 761 +121
Jun16 151027 17332 17347 17332 17347 -17 0 8 +0
Sep16 151027 17246 17246 17246 17246 -17      
Total Volume and Open Interest 160,514 80,258 +1,200
S & P 500(CME)
Dec15 151027 2063.60 2064.40 2052.00 2060.40 -1.90 11,700 99,574 -3,278
Mar16 151027 2052.60 2052.60 2044.60 2052.60 -1.80 13 1,458 +0
Jun16 151027 2045.50 2045.50 2037.50 2045.50 -1.80 4 1,217 +0
Sep16 151027 2038.80 2038.80 2030.80 2038.80 -1.80 0 1 +0
Total Volume and Open Interest 11,717 102,256 -3,278
S & P 500 E-Mini(Globex)
Dec15 151027 2063.75 2064.75 2051.25 2060.50 -1.75 2,067,465 2,788,563 -68,647
Mar16 151027 2055.25 2056.50 2043.75 2052.50 -2.00 4,309 85,428 +1,232
Jun16 151027 2047.25 2049.25 2036.75 2045.50 -1.75 330 1,868 +121
Sep16 151027 2031.25 2038.75 2031.25 2038.75 -1.75 14 53 -8
Total Volume and Open Interest 2,072,118 2,875,946 -67,302
NASDAQ 100 E-Mini(Globex)
Dec15 151027 4619.80 4651.80 4601.30 4632.30 +16.00 361,589 304,776 +3,706
Mar16 151027 4606.80 4641.50 4594.80 4624.80 +15.50 398 3,523 -103
Jun16 151027 4618.50 4618.50 4597.30 4618.50 +15.50 0 226 +0
Total Volume and Open Interest 361,987 308,601 +3,603
S&P Midcap 400(CME) e-Mini
Dec15 151027 1434.20 1434.30 1413.30 1421.20 -11.60 18,317 83,426 +291
Mar16 151027 1418.40 1418.40 1411.20 1418.40 -11.80 0 2 +0
Jun16 151027 1410.30 1410.30 1410.30 1410.30 -11.80      
Total Volume and Open Interest 18,317 83,433 +291
Volatility Index(CBOE)
Oct15 151021 16.05 16.12 15.25 15.50 -0.58 56,330 52,988 -11,011
Nov15 151027 16.90 17.25 16.30 16.48 -0.45 101,126 174,799 +7,714
Dec15 151027 17.55 17.85 17.05 17.18 -0.35 44,964 61,038 +7,044
Jan16 151027 18.30 18.60 17.95 18.00 -0.33 11,869 23,940 +407
Total Volume and Open Interest 178,948 316,957 +16,891
Russell 2000(ICE)
Dec15 151027 1156.90 1157.90 1134.90 1141.90 -13.00 113,639 376,623 +921
Mar16 151027 1140.00 1141.40 1134.00 1136.80 -12.90 17 585 +2
Jun16 151027 1133.10 1133.10 1133.10 1133.10 -12.90      
Total Volume and Open Interest 113,656 377,209 +923
Nikkei 225(CME)
Dec15 151027 19070 19075 18830 18910 -125 16,479 52,230 +1,715
Mar16 151027 18950 18995 18950 18995 -125 30 40 +20
Total Volume and Open Interest 16,509 52,271 +1,735
Nikkei 225(SGX)
Dec15 151027 18945 19040 18765 18840 -85 91,022 228,519 +10,278
Mar16 151027 18895 18940 18750 18815 -85 4 1,417 +600
Jun16 151027 18695 18695 18695 18695 -85 0 203 +0
Total Volume and Open Interest 91,028 239,136 +10,001
CAC 40(EURONEXT)
Nov15 151027 4892.0 4896.0 4846.5 4849.5 -46.5 121,389 239,420 +10,653
Dec15 151027 4883.5 4887.0 4844.0 4844.5 -46.5 1,405 14,293 +326
Jan16 151027 4839.5 4839.5 4839.5 4839.5 -46.5 0 12 +0
Total Volume and Open Interest 122,795 253,830 +10,978
Hang Seng Index(HKFE)
Oct15 151027 23044 23150 22894 23070 +27 100,301 80,596 -1,812
Nov15 151027 23046 23154 22897 23075 +30 8,434 11,947 +5,112
Dec15 151027 23051 23148 22941 23088 +30 477 10,555 +48
Total Volume and Open Interest 109,285 105,856 +3,351
DAX(EUREX)
Dec15 151027 10786.0 10809.5 10685.5 10713.5 -95.0 124,858 128,840 -1,798
Mar16 151027 10789.5 10813.5 10696.5 10722.0 -95.0 1,636 9,994 +804
Jun16 151027 10763.0 10763.0 10750.5 10750.5 -95.0 17 1,698 -3
Total Volume and Open Interest 126,511 140,532 -997
FT-SE 100(EURONEXT)
Dec15 151027 6393.50 6394.50 6335.50 6348.50 -51.00 106,187 549,776 +1,465
Mar16 151027 6337.50 6337.50 6298.00 6299.50 -52.00 92 874 +62
Jun16 151027 6251.50 6251.50 6251.50 6251.50 -52.00 0 1,755 +0
Total Volume and Open Interest 106,279 552,405 +1,527
SPI 200(SFE)
Dec15 151027 5336.0 5358.0 5320.0 5346.0 +14.0 34,477 229,025 +88
Mar16 151027 5290.0 5290.0 5290.0 5290.0 +15.0 1 3,398 +0
Jun16 151027 5280.0 5280.0 5280.0 5280.0 +15.0 0 1,110 +0
Total Volume and Open Interest 34,498 234,738 +101
FTSE MIB(ISE)
Dec15 151027 22555.00 22715.00 22330.00 22372.00 -228.00 39,749 69,483 +916
Mar16 151027 22560.00 22570.00 22385.00 22394.00 -228.00 105 562 +60
Jun16 151027 21975.00 21975.00 21975.00 21975.00 -228.00      
Total Volume and Open Interest 39,854 70,045 +976
KOSPI 200(KFE)
Dec15 151027 250.75 251.20 249.40 251.10 +0.30 142,508 121,074 -726
Mar16 151027 249.00 249.05 247.45 248.85 unch 835 2,838 +138
Jun16 151027 250.00 250.00 250.00 250.00 +0.30 6 550 +25
Total Volume and Open Interest 143,351 125,791 -555
GSCI(CME)
Nov15 151027 351.20 351.20 351.20 351.20 -3.05 61 13,279 +1
Dec15 151027 356.95 356.95 356.95 356.95 -2.90 0 125 +0
Jan16 151027 359.95 359.95 359.95 359.95 -2.80      
Total Volume and Open Interest 61 13,404 +1
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.

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