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 Thu November 12, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov15 151112 869.75 874.75 865.25 869.25 +0.75 1,793 1,997 -1,316
Jan16 151112 859.75 865.25 855.00 863.00 +2.25 152,290 288,355 +2,232
Mar16 151112 859.25 865.75 854.25 864.00 +3.50 51,684 144,966 +6,489
May16 151112 864.50 870.75 859.00 868.75 +3.50 20,438 77,969 +1,153
Jul16 151112 870.00 876.00 864.50 874.50 +4.00 18,501 75,341 +844
Aug16 151112 870.25 876.00 867.00 875.25 +4.00 2,159 8,987 +244
Sep16 151112 868.25 875.00 866.25 874.75 +4.50 514 2,196 -48
Nov16 151112 873.50 879.75 868.75 879.00 +4.50 8,920 65,627 +920
Jan17 151112 885.00 885.00 879.25 885.00 +4.50 142 715 +47
Mar17 151112 889.00 889.00 889.00 889.00 +4.50 74 402 +43
May17 151112 886.00 892.50 886.00 892.50 +4.25 33 391 +6
Jul17 151112 897.75 897.75 897.75 897.75 +4.25 190 689 +52
Aug17 151112 894.75 894.75 894.75 894.75 +4.00 10 42 +7
Sep17 151112 888.25 888.25 888.25 888.25 +4.00 0 22 +0
Total Volume and Open Interest 256,930 668,620 +10,715
Soybean Meal(CBOT)
Dec15 151112 293.80 294.30 291.00 291.40 -2.60 55,858 111,770 -6,106
Jan16 151112 294.10 294.50 291.40 291.90 -2.20 31,233 86,557 +3,160
Mar16 151112 293.10 293.30 290.50 291.40 -1.60 22,276 70,406 +1,897
May16 151112 292.50 293.20 290.10 291.80 -0.80 14,002 53,119 +1,523
Jul16 151112 293.50 294.50 291.00 293.00 -0.40 8,680 42,826 +1,475
Aug16 151112 294.30 294.90 291.60 293.60 -0.40 1,559 11,602 +322
Sep16 151112 294.90 295.40 291.90 293.70 -0.60 1,325 11,048 +276
Oct16 151112 292.80 294.40 291.10 293.20 -0.30 842 8,566 +163
Dec16 151112 294.20 295.40 291.80 294.10 -0.20 3,464 22,850 +1,281
Jan17 151112 295.00 296.10 293.10 295.10 unch 194 1,274 +50
Total Volume and Open Interest 139,626 422,594 +4,153
Soybean Oil(CBOT)
Dec15 151112 27.18 27.54 26.99 27.44 +0.26 84,540 128,180 +3,177
Jan16 151112 27.47 27.81 27.30 27.71 +0.24 51,845 103,993 +5,223
Mar16 151112 27.70 28.02 27.50 27.93 +0.25 32,698 72,427 +2,315
May16 151112 27.90 28.23 27.73 28.13 +0.24 12,367 64,065 +248
Jul16 151112 28.10 28.43 27.96 28.33 +0.23 7,627 41,170 +482
Aug16 151112 28.24 28.48 28.02 28.42 +0.24 1,544 8,097 +277
Sep16 151112 28.26 28.50 28.10 28.48 +0.24 543 6,260 +77
Oct16 151112 28.25 28.49 28.25 28.49 +0.25 435 6,526 +197
Dec16 151112 28.32 28.63 28.17 28.59 +0.27 2,246 23,607 +55
Jan17 151112 28.82 28.82 28.82 28.82 +0.26 214 1,194 +141
Total Volume and Open Interest 194,331 457,536 +12,356
Canola(WCE)
Nov15 151112 465.7 465.7 465.7 465.7 +5.1 0 309 +0
Jan16 151112 469.2 474.2 469.2 473.1 +5.1 8,505 113,113 +2,307
Mar16 151112 476.2 481.0 475.6 480.0 +5.8 4,275 36,859 +1,633
May16 151112 481.0 484.7 478.3 484.1 +6.9 842 6,679 +111
Jul16 151112 480.9 487.7 480.9 487.5 +7.7 369 12,067 +82
Total Volume and Open Interest 14,199 174,977 +4,288
Corn(CBOT)
Dec15 151112 361.75 363.50 359.25 362.00 -0.25 428,758 479,245 -25,693
Mar16 151112 369.50 370.75 366.75 369.50 -0.50 249,180 448,078 +38,805
May16 151112 375.75 376.50 372.50 375.50 -0.50 58,930 141,097 +6,976
Jul16 151112 380.75 381.50 377.50 381.00 -0.25 42,207 141,451 +4,032
Sep16 151112 383.50 384.75 381.25 384.75 +0.25 10,547 66,042 +2,003
Dec16 151112 390.50 391.75 388.00 391.75 +0.50 24,667 110,915 +2,144
Mar17 151112 398.75 400.50 397.00 400.25 +0.25 1,256 4,372 +521
May17 151112 406.25 406.25 403.50 406.25 +0.50 119 1,456 +20
Jul17 151112 408.00 410.50 407.50 410.50 +0.25 172 1,825 +14
Sep17 151112 404.25 404.25 404.25 404.25 +0.25 57 788 +30
Total Volume and Open Interest 816,276 1,398,265 +29,032
Wheat(CBOT)
Dec15 151112 495.00 500.50 492.50 498.00 +3.25 133,293 135,643 -11,099
Mar16 151112 498.25 501.00 495.25 500.25 +2.75 81,835 139,177 +10,058
May16 151112 502.00 503.75 498.50 503.00 +2.50 12,088 35,879 +2,067
Jul16 151112 501.75 505.00 499.50 504.25 +2.50 12,842 46,989 +2,655
Sep16 151112 509.00 512.50 508.25 512.50 +2.75 1,343 7,412 +298
Dec16 151112 524.50 526.00 521.75 526.00 +2.75 2,262 12,872 +633
Total Volume and Open Interest 243,810 379,741 +4,673
Wheat(KCBT)
Dec15 151112 465.00 466.75 461.25 463.75 -0.50 38,338 80,929 -5,759
Mar16 151112 480.25 481.25 475.50 478.00 -1.00 26,508 67,680 +8,543
May16 151112 489.50 490.50 485.50 487.75 -1.25 5,507 15,389 +566
Jul16 151112 500.25 501.00 495.75 498.00 -1.25 8,937 29,280 +1,182
Sep16 151112 512.50 514.75 509.75 512.00 -1.25 2,262 5,027 +363
Dec16 151112 533.75 534.00 530.00 531.00 -1.50 2,154 7,123 +421
Total Volume and Open Interest 84,020 205,827 +5,436
Wheat(MGE)
Dec15 151112 502.25 509.50 500.25 505.25 +3.50 8,129 25,146 +833
Mar16 151112 512.00 517.00 509.25 511.25 +0.25 6,299 23,735 +1,167
May16 151112 521.75 526.25 520.25 521.50 unch 2,486 8,955 +502
Jul16 151112 534.50 536.25 531.50 531.50 -0.75 1,878 6,875 +427
Sep16 151112 543.25 546.50 541.50 541.75 -1.00 1,476 4,088 +238
Total Volume and Open Interest 21,477 70,933 +3,585
Oats(CBOT)
Dec15 151112 235.50 239.00 229.50 230.00 -4.75 617 6,715 -45
Mar16 151112 227.75 230.00 227.00 227.25 +1.75 344 4,650 +137
May16 151112 227.50 230.00 227.50 228.00 +2.50 46 464 +10
Jul16 151112 232.50 232.50 230.50 230.50 +2.25 9 175 +9
Total Volume and Open Interest 1,016 12,009 +111
Rough Rice(CBOT)
Nov15 151112 12.10 12.11 12.10 12.11 +0.47 26 28 -24
Jan16 151112 11.90 12.38 11.90 12.36 +0.48 1,268 9,444 +165
Mar16 151112 12.17 12.64 12.17 12.63 +0.48 570 1,858 +204
May16 151112 12.90 12.91 12.90 12.91 +0.47 472 679 +127
Total Volume and Open Interest 2,671 12,523 +531
Live Cattle(CME)
Dec15 151112 131.935 135.100 131.150 133.150 +1.825 59,656 90,250 -10,361
Feb16 151112 133.700 136.600 132.735 135.235 +1.910 44,924 82,297 +9,437
Apr16 151112 133.380 136.350 132.435 134.950 +1.625 21,075 50,562 +636
Jun16 151112 124.650 127.300 123.730 125.930 +1.030 13,151 29,402 +344
Aug16 151112 121.830 124.500 121.250 123.150 +0.720 3,797 6,487 +481
Oct16 151112 123.800 126.430 123.230 125.035 +0.685 1,947 3,834 +202
Total Volume and Open Interest 146,227 267,425 +551
Feeder Cattle(CME)
Nov15 151112 175.535 178.000 173.880 175.380 +0.530 3,836 4,139 -201
Jan16 151112 167.250 170.450 165.200 166.900 +0.820 9,102 16,729 +41
Mar16 151112 164.580 167.800 162.630 164.050 -0.150 3,698 6,230 +107
Apr16 151112 167.000 169.250 164.685 165.800 -0.485 1,873 2,839 +176
May16 151112 166.785 169.450 165.200 166.200 -0.235 1,262 2,953 +2
Aug16 151112 167.985 170.100 166.000 167.500 +0.015 394 1,715 -7
Sep16 151112 165.450 169.350 165.450 167.050 +1.365 28 92 +1
Total Volume and Open Interest 20,211 34,728 +129
Lean Hogs(CME)
Dec15 151112 56.000 57.150 55.380 56.100 -0.080 28,095 61,273 -6,802
Feb16 151112 57.200 58.850 57.130 58.250 +1.170 25,455 73,166 +4,070
Apr16 151112 62.985 63.880 62.700 63.580 +0.730 9,977 38,289 +860
May16 151112 69.700 70.285 69.700 70.000 +0.500 54 661 -20
Jun16 151112 73.350 74.250 73.035 73.900 +0.350 4,405 16,210 +65
Jul16 151112 73.900 74.885 73.385 74.550 +0.300 2,012 7,171 +644
Aug16 151112 73.600 74.635 73.200 74.400 +0.550 945 2,722 +129
Oct16 151112 63.580 64.500 63.485 64.285 +0.685 579 2,802 +167
Total Volume and Open Interest 71,814 205,800 -1,024
Class III Milk(CME)
Nov15 151112 15.43 15.47 15.36 15.43 -0.02 200 4,619 -75
Dec15 151112 15.22 15.29 15.09 15.12 -0.04 312 4,477 -12
Jan16 151112 15.14 15.19 15.04 15.07 -0.05 229 2,642 +69
Feb16 151112 15.08 15.16 15.05 15.08 +0.03 191 2,248 +85
Mar16 151112 15.29 15.36 15.25 15.26 -0.02 117 2,148 +55
Apr16 151112 15.52 15.61 15.47 15.49 -0.08 89 1,520 +44
May16 151112 15.81 15.91 15.77 15.80 -0.10 79 1,426 +40
Jun16 151112 16.27 16.28 16.17 16.20 -0.08 72 1,316 +39
Jul16 151112 16.60 16.60 16.55 16.55 -0.07 83 1,011 +55
Aug16 151112 16.80 16.80 16.71 16.74 -0.08 69 953 +27
Sep16 151112 16.89 16.89 16.82 16.82 -0.07 59 939 +36
Oct16 151112 16.84 16.84 16.79 16.79 -0.05 57 862 +20
Nov16 151112 16.68 16.69 16.65 16.65 -0.02 43 830 +31
Total Volume and Open Interest 1,690 25,901 +473
Cocoa(ICE)
Dec15 151112 3310 3312 3282 3309 +2 15,599 20,213 -7,698
Mar16 151112 3309 3330 3300 3328 +15 31,715 99,345 +7,239
May16 151112 3302 3326 3297 3324 +17 7,968 38,548 +1,335
Jul16 151112 3289 3314 3285 3312 +18 4,133 19,273 +207
Sep16 151112 3270 3296 3267 3296 +20 2,558 13,091 +477
Dec16 151112 3235 3264 3235 3263 +21 650 9,902 +98
Mar17 151112 3230 3242 3221 3242 +22 790 18,778 +29
Total Volume and Open Interest 63,473 225,919 +1,678
Coffee "C"(ICE)
Dec15 151112 116.95 117.15 115.00 115.30 -1.50 30,447 55,782 -8,782
Mar16 151112 120.15 120.50 118.45 118.75 -1.40 26,109 77,467 +9,474
May16 151112 122.65 122.75 120.75 120.95 -1.45 5,905 28,587 +639
Jul16 151112 124.60 124.75 122.90 123.10 -1.45 3,138 13,960 +569
Sep16 151112 127.55 127.55 124.75 124.95 -1.50 1,060 8,473 +75
Dec16 151112 129.50 129.50 127.60 127.85 -1.50 277 10,723 +97
Total Volume and Open Interest 66,974 200,154 +2,069
Orange Juice(ICE)
Jan16 151112 153.35 157.65 151.45 156.25 +2.60 1,447 9,897 +122
Mar16 151112 151.85 153.20 149.55 150.85 -0.20 369 2,948 +71
May16 151112 153.00 153.00 150.50 150.50 -0.65 18 855 +4
Jul16 151112 150.65 150.65 150.65 150.65 -0.70 0 325 +0
Sep16 151112 150.75 150.75 150.75 150.75 -0.70 0 47 +0
Nov16 151112 150.85 150.85 150.85 150.85 -0.70      
Total Volume and Open Interest 1,835 14,073 +197
Sugar #11(ICE)
Mar16 151112 14.67 15.00 14.59 14.97 +0.28 88,232 440,019 +11,210
May16 151112 14.32 14.63 14.26 14.60 +0.26 26,562 147,875 +2,943
Jul16 151112 14.05 14.31 13.98 14.29 +0.22 16,954 111,613 +4,100
Oct16 151112 14.11 14.35 14.06 14.31 +0.20 6,660 70,368 +507
Mar17 151112 14.51 14.69 14.44 14.68 +0.17 2,982 33,744 +1,368
May17 151112 14.42 14.52 14.27 14.52 +0.15 809 7,543 +165
Jul17 151112 14.28 14.34 14.09 14.34 +0.12 364 7,710 -1
Oct17 151112 14.30 14.34 14.13 14.34 +0.10 310 8,799 -48
Total Volume and Open Interest 143,183 834,411 +20,341
London Cocoa(LCE)
Dec15 151112 2255 2276 2254 2275 +15 9,857 72,353 +460
Mar16 151112 2234 2258 2234 2257 +15 16,481 83,227 +3,226
May16 151112 2224 2244 2224 2244 +15 2,487 27,847 +148
Jul16 151112 2219 2234 2214 2234 +14 2,126 37,128 -119
Sep16 151112 2209 2223 2207 2223 +15 1,819 34,071 +397
Dec16 151112 2172 2185 2172 2185 +12 1,959 16,569 +634
Mar17 151112 2151 2164 2151 2164 +13 690 26,125 +211
Total Volume and Open Interest 35,442 297,883 +4,980
London Sugar(LCE)
Mar16 151112 397.90 403.50 397.80 402.60 +4.60 8,033 37,254 +388
May16 151112 400.70 405.20 400.00 404.50 +4.50 2,586 14,600 -151
Aug16 151112 400.50 403.60 399.40 403.40 +3.90 845 7,660 +85
Oct16 151112 399.80 402.40 399.00 402.30 +3.40 444 4,002 +208
Dec16 151112 400.70 403.60 400.70 403.30 +3.30 69 1,526 +18
Total Volume and Open Interest 18,702 72,981 -2,666
Cotton(ICE)
Dec15 151112 62.18 62.47 61.72 61.84 -0.34 24,670 61,609 -8,189
Mar16 151112 62.20 62.70 62.03 62.16 -0.15 22,152 96,350 +7,857
May16 151112 62.92 63.30 62.74 62.85 -0.07 2,097 18,312 +1,004
Jul16 151112 63.20 63.63 63.10 63.27 +0.01 448 8,031 +109
Oct16 151112 63.38 63.38 63.38 63.38 +0.07 0 3 +0
Dec16 151112 63.21 63.63 63.15 63.40 +0.15 191 7,722 -9
Total Volume and Open Interest 49,559 192,453 +773
Lumber(CME)
Nov15 151112 254.5 258.7 253.2 255.7 -0.3 109 70 -83
Jan16 151112 251.2 252.0 247.4 248.6 -3.6 331 3,061 -19
Mar16 151112 252.3 253.5 250.0 250.7 -2.1 55 661 +13
May16 151112 257.6 257.6 257.6 257.6 -1.6 0 26 +0
Total Volume and Open Interest 495 3,822 -89
Crude Oil(NYM)
Dec15 151112 43.05 43.33 41.54 41.75 -1.18 445,973 314,042 -35,079
Jan16 151112 44.24 44.54 42.85 43.03 -1.17 192,357 378,646 +40,580
Feb16 151112 45.16 45.43 43.81 44.00 -1.13 45,384 109,820 +2,710
Mar16 151112 45.99 46.20 44.60 44.79 -1.09 37,951 157,230 +2,843
Apr16 151112 46.53 46.77 45.25 45.45 -1.05 14,040 53,026 +1,245
May16 151112 47.22 47.28 45.82 45.99 -1.01 10,662 43,833 +1,440
Jun16 151112 47.62 47.72 46.23 46.42 -0.97 17,423 109,036 -828
Jul16 151112 47.99 47.99 46.75 46.79 -0.94 2,263 30,228 -325
Aug16 151112 47.95 48.26 47.05 47.14 -0.92 1,165 25,535 +231
Sep16 151112 48.64 48.64 47.43 47.50 -0.90 2,653 52,978 -79
Oct16 151112 47.87 47.87 47.87 47.87 -0.89 891 25,708 +15
Nov16 151112 48.32 48.32 48.28 48.28 -0.87 455 21,857 -2
Dec16 151112 49.75 49.93 48.50 48.70 -0.86 13,829 152,820 +218
Jan17 151112 49.01 49.98 49.00 49.00 -0.85 86 19,277 +1
Feb17 151112 49.29 49.29 49.29 49.29 -0.83 53 9,188 +1
Mar17 151112 50.47 50.51 49.57 49.57 -0.81 137 9,179 +18
Total Volume and Open Interest 789,372 1,671,590 +12,916
e-miNY Crude Oil(NYM)
Dec15 151112 43.075 43.325 41.525 41.750 -1.175 6,751 2,957 +0
Jan16 151112 44.350 44.525 42.850 43.025 -1.175 507 592 -9
Feb16 151112 45.300 45.425 43.900 44.000 -1.125 326 187 -87
Mar16 151112 45.900 45.900 44.600 44.800 -1.075 92 184 +77
Apr16 151112 45.650 46.300 45.450 45.450 -1.050 46 95 +38
May16 151112 46.000 46.000 46.000 46.000 -1.000 0 14 +0
Jun16 151112 46.800 46.850 46.300 46.425 -0.975 2 36 +2
Jul16 151112 46.800 46.800 46.800 46.800 -0.925 0 4 +0
Aug16 151112 47.150 47.150 47.150 47.150 -0.900 0 2 +0
Sep16 151112 47.500 47.500 47.500 47.500 -0.900 4 5 +3
Total Volume and Open Interest 7,729 4,243 +24
NY Harbor ULSD(NYM)
Dec15 151112 145.21 146.50 140.57 140.66 -4.11 50,692 71,320 -5,262
Jan16 151112 146.81 148.31 142.78 142.89 -3.83 28,172 90,327 +3,763
Feb16 151112 149.55 150.04 144.86 144.95 -3.57 13,199 46,677 +1,571
Mar16 151112 150.36 150.90 145.84 146.00 -3.48 9,110 37,199 -49
Apr16 151112 149.76 150.65 146.18 146.33 -3.39 5,158 23,481 +41
May16 151112 151.38 151.38 147.29 147.46 -3.27 2,614 13,720 +519
Jun16 151112 152.27 153.26 148.58 148.85 -3.16 3,673 27,138 +28
Jul16 151112 154.29 154.34 150.25 150.45 -3.13 608 7,603 +18
Aug16 151112 154.50 155.31 151.91 152.01 -3.13 297 5,577 +41
Sep16 151112 155.98 157.29 153.74 153.74 -3.15 221 6,229 +1
Oct16 151112 157.60 157.93 155.74 155.74 -3.14 116 3,845 +17
Nov16 151112 159.72 161.36 157.66 157.66 -3.17 229 3,533 -15
Dec16 151112 162.94 163.48 159.29 159.48 -3.20 673 25,279 +150
Jan17 151112 163.58 163.58 161.27 161.27 -3.17 144 1,857 +101
Total Volume and Open Interest 114,954 369,963 +935
RBOB Gasoline(NYM)
Dec15 151112 133.22 134.13 127.12 127.31 -5.63 61,549 79,726 -6,291
Jan16 151112 131.55 132.46 126.00 126.19 -5.18 41,458 102,422 +4,891
Feb16 151112 133.16 133.26 127.56 127.68 -4.74 14,058 34,894 +1,397
Mar16 151112 135.57 135.95 130.63 130.75 -4.62 9,185 32,636 +418
Apr16 151112 155.96 157.28 152.50 152.63 -4.41 5,729 22,010 +297
May16 151112 158.50 158.96 154.15 154.30 -4.28 4,253 17,630 +397
Jun16 151112 158.90 159.39 154.15 154.33 -4.17 5,614 18,132 +234
Jul16 151112 157.61 158.02 153.33 153.52 -4.09 2,395 9,081 -183
Aug16 151112 154.65 156.54 152.09 152.18 -3.98 1,610 7,413 +418
Sep16 151112 151.72 154.00 150.06 150.06 -3.85 1,549 9,778 +543
Total Volume and Open Interest 149,684 357,096 +2,516
e-miNY RBOB Gasoline(NYM)
Dec15 151112 127.31 127.31 127.31 127.31 -5.63 0 1 +0
Jan16 151112 126.19 126.19 126.19 126.19 -5.18      
Feb16 151112 127.68 127.68 127.68 127.68 -4.74      
Mar16 151112 130.75 130.75 130.75 130.75 -4.62      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec15 151112 2.265 2.313 2.234 2.260 -0.003 149,632 192,870 -29,394
Jan16 151112 2.460 2.498 2.429 2.445 -0.007 99,267 278,509 +5,876
Feb16 151112 2.506 2.539 2.474 2.493 +0.001 22,352 68,251 +1,134
Mar16 151112 2.506 2.541 2.477 2.497 +0.003 42,209 115,862 +5,485
Apr16 151112 2.482 2.510 2.450 2.474 +0.006 29,289 90,834 +3,182
May16 151112 2.514 2.542 2.489 2.513 +0.008 6,877 39,771 +398
Jun16 151112 2.559 2.587 2.535 2.560 +0.008 3,239 26,520 -955
Jul16 151112 2.608 2.636 2.582 2.609 +0.009 2,025 21,855 -157
Aug16 151112 2.635 2.653 2.599 2.626 +0.007 923 19,614 -50
Sep16 151112 2.655 2.655 2.603 2.627 +0.005 1,040 18,492 -472
Oct16 151112 2.678 2.678 2.627 2.650 +0.005 3,332 28,839 -486
Nov16 151112 2.755 2.756 2.706 2.726 +0.004 1,310 13,127 +174
Dec16 151112 2.899 2.921 2.863 2.882 +0.004 355 14,047 +124
Jan17 151112 3.022 3.025 2.973 2.992 +0.004 1,039 16,385 +71
Feb17 151112 2.978 2.998 2.974 2.985 +0.004 36 3,841 +25
Mar17 151112 2.935 2.949 2.927 2.940 +0.005 172 7,895 +113
Total Volume and Open Interest 363,320 998,745 -14,881
Brent Crude Oil(ICE)
Dec15 151112 45.92 46.27 43.89 44.06 -1.75 206,340 183,218 -75,732
Jan16 151112 46.74 47.07 45.00 45.19 -1.42 246,321 409,619 -7,704
Feb16 151112 47.47 47.87 45.90 46.04 -1.39 116,478 243,865 +18,254
Mar16 151112 48.32 48.50 46.56 46.70 -1.38 72,716 253,348 +6,254
Apr16 151112 49.00 49.30 47.43 47.52 -1.36 25,616 122,591 +626
May16 151112 49.77 50.06 48.23 48.32 -1.33 12,157 75,746 +2,199
Jun16 151112 50.46 50.74 48.92 49.06 -1.29 31,932 150,286 -3,459
Jul16 151112 51.31 51.32 49.58 49.68 -1.25 8,450 40,729 +202
Aug16 151112 51.83 51.85 50.14 50.24 -1.23 6,759 39,157 +1,620
Sep16 151112 51.15 51.65 50.80 50.80 -1.20 7,352 43,135 +1,556
Oct16 151112 51.32 51.32 51.32 51.32 -1.18 1,683 27,691 +216
Nov16 151112 51.83 51.83 51.83 51.83 -1.16 1,283 22,480 -168
Dec16 151112 53.58 53.87 52.19 52.34 -1.14 22,133 177,548 -1,170
Jan17 151112 52.81 52.81 52.81 52.81 -1.11 342 20,409 -32
Total Volume and Open Interest 769,016 2,114,179 -57,544
Gas Oil(ICE)
Dec15 151112 442.50 446.50 430.00 431.25 -9.75 89,791 150,170 +353
Jan16 151112 446.75 450.50 434.25 435.75 -9.75 50,768 111,425 +6,212
Feb16 151112 451.50 454.25 439.25 440.25 -9.50 14,662 53,795 +935
Mar16 151112 455.50 456.75 443.25 444.25 -9.50 12,378 50,325 -92
Apr16 151112 460.50 460.75 447.75 448.75 -9.25 5,743 29,835 -777
May16 151112 465.00 465.00 452.00 453.25 -9.50 4,405 23,272 +282
Jun16 151112 469.50 469.50 456.00 457.25 -9.50 6,439 42,813 -324
Jul16 151112 472.50 472.50 460.75 462.00 -9.75 576 16,111 -96
Aug16 151112 477.50 477.50 465.75 467.00 -9.75 892 10,743 +13
Sep16 151112 482.50 482.50 470.75 471.75 -9.75 1,511 15,483 +70
Total Volume and Open Interest 225,633 698,788 -8,782
Ethanol(CBOT)
Dec15 151112 1.488 1.500 1.477 1.487 -0.006 75 2,295 -25
Jan16 151112 1.474 1.483 1.464 1.472 -0.006 46 1,185 +16
Feb16 151112 1.482 1.482 1.475 1.475 -0.006 0 428 -7
Mar16 151112 1.495 1.495 1.492 1.492 -0.006 3 526 +0
Apr16 151112 1.500 1.507 1.500 1.507 -0.008 3 464 +0
May16 151112 1.505 1.507 1.505 1.505 -0.010 0 130 +0
Jun16 151112 1.495 1.495 1.495 1.495 -0.010 1 217 +0
Jul16 151112 1.487 1.487 1.487 1.487 -0.010 0 51 +0
Total Volume and Open Interest 128 5,512 -16
WTI Crude Oil(ICE)
Dec15 151112 43.16 43.32 41.54 41.75 -1.18 59,714 86,798 -7,358
Jan16 151112 44.49 44.55 42.85 43.03 -1.17 49,500 80,117 +6,418
Feb16 151112 45.35 45.35 43.81 44.00 -1.13 17,317 25,316 +171
Mar16 151112 45.83 45.99 44.65 44.79 -1.09 9,852 42,571 +342
Apr16 151112 46.60 46.61 45.30 45.45 -1.05 3,637 9,337 -176
May16 151112 46.89 46.89 45.84 45.99 -1.01 1,237 6,975 -29
Jun16 151112 47.30 47.30 46.27 46.42 -0.97 2,754 34,382 -482
Jul16 151112 46.69 46.79 46.69 46.79 -0.94 244 3,220 +87
Aug16 151112 47.15 47.15 47.14 47.14 -0.92 66 5,121 +5
Sep16 151112 47.50 47.50 47.50 47.50 -0.90 363 9,356 +191
Oct16 151112 47.87 47.87 47.87 47.87 -0.89 128 3,357 +7
Nov16 151112 48.28 48.28 48.28 48.28 -0.87 97 6,905 +88
Dec16 151112 49.77 49.77 48.50 48.70 -0.86 3,157 48,720 +118
Jan17 151112 49.00 49.00 49.00 49.00 -0.85 1 3,910 +0
Feb17 151112 49.29 49.29 49.29 49.29 -0.83 0 1,147 +0
Mar17 151112 49.57 49.57 49.57 49.57 -0.81 0 2,571 +0
Total Volume and Open Interest 148,671 420,473 -503
US Dollar Index(ICE)
Dec15 151112 98.885 99.395 98.500 98.713 -0.445 23,424 79,573 +493
Mar16 151112 99.085 99.585 98.690 98.905 -0.448 834 4,602 +358
Jun16 151112 99.375 99.430 99.058 99.058 -0.450 6 221 +1
Total Volume and Open Interest 24,265 84,478 +853
Australian Dollar(CME)
Dec15 151112 70.57 71.43 70.49 71.09 +0.72 63,431 152,778 +3,943
Mar16 151112 70.28 71.08 70.22 70.77 +0.71 141 767 +40
Jun16 151112 70.36 70.53 70.36 70.49 +0.70 0 38 +0
Total Volume and Open Interest 56,039 153,642 +4,035
British Pound(CME)
Dec15 151112 152.13 152.44 151.70 152.16 +0.22 49,805 168,430 +2,148
Mar16 151112 152.25 152.46 151.76 152.20 +0.21 106 3,600 +27
Jun16 151112 152.25 152.51 151.85 152.25 +0.20 0 267 +0
Total Volume and Open Interest 73,445 170,952 +781
Canadian Dollar(CME)
Dec15 151112 75.39 75.59 74.93 75.24 -0.04 42,719 130,360 +1,516
Mar16 151112 75.45 75.58 74.93 75.23 -0.04 233 2,777 +157
Jun16 151112 75.23 75.57 75.06 75.23 -0.04 89 844 +79
Sep16 151112 75.60 75.60 75.12 75.26 -0.03 11 286 +1
Total Volume and Open Interest 33,744 135,448 +2,844
Japanese Yen(CME)
Dec15 151112 81.45 81.62 81.27 81.57 +0.21 101,664 228,572 +5,204
Mar16 151112 81.62 81.82 81.48 81.78 +0.22 787 5,231 +196
Jun16 151112 82.00 82.04 81.78 82.04 +0.23 11 261 -10
Total Volume and Open Interest 91,925 234,127 +5,330
Swiss Franc(CME)
Dec15 151112 99.68 100.20 99.24 99.95 +0.39 20,174 59,471 +463
Mar16 151112 100.18 100.63 99.70 100.41 +0.40 103 519 -15
Jun16 151112 100.94 101.03 100.28 100.94 +0.41 0 24 +0
Total Volume and Open Interest 19,053 60,687 +1,104
EuroFX(CME)
Dec15 151112 107.61 108.35 106.95 107.98 +0.64 193,840 410,592 +3,774
Mar16 151112 107.85 108.61 107.23 108.25 +0.64 1,057 9,476 +13
Jun16 151112 108.05 108.86 107.55 108.56 +0.63 190 1,275 -5
Total Volume and Open Interest 175,077 421,863 +3,681
Mexican Peso(CME)
Nov15 151112 597.50 597.50 597.50 597.50 +0.38      
Dec15 151112 596.25 597.88 593.25 596.38 +0.50 29,907 103,686 +1,250
Total Volume and Open Interest 28,546 163,169 +5,899
Brazilian Real(CME)
Dec15 151112 266.95 266.95 259.85 263.05 -0.25 1,259 22,212 -15
Jan16 151112 260.40 261.75 258.65 260.45 -0.30 3 51 +0
Feb16 151112 258.40 258.70 256.60 258.40 unch      
Mar16 151112 256.05 256.55 254.45 256.05 +0.10 2 34 +0
Total Volume and Open Interest 1,765 23,460 +740
30-Year T-Bonds(CBOT)
Dec15 151112 152~040 153~060 151~290 152~270 +0~260 220,277 474,653 -8,339
Mar16 151112 150~270 151~270 150~200 151~170 +0~270 473 5,225 +165
Jun16 151112 151~170 151~170 151~170 151~170 +0~270      
Total Volume and Open Interest 53,137 478,589 -9,463
10-Year T-Notes(CBOT)
Dec15 151112 126~040 126~120 126~005 126~065 +0~045 1,127,084 2,530,990 -2,354
Mar16 151112 125~140 125~225 125~110 125~170 +0~045 14,847 75,904 +4,035
Jun16 151112 124~180 124~180 124~180 124~180 +0~045      
Total Volume and Open Interest 232,529 2,608,741 +3,528
5-Year T-Notes(CBOT)
Dec15 151112 118~264 118~304 118~244 118~264 +0~016 618,219 2,291,215 -31,268
Mar16 151112 118~084 118~132 118~072 118~094 +0~022 17,983 96,067 +3,377
Jun16 151112 118~094 118~094 118~094 118~094 +0~022      
Total Volume and Open Interest 138,931 2,382,069 -33,104
2 Year T-Notes(CBOT)
Dec15 151112 109~026 109~036 109~020 109~026 +0~004 226,420 1,086,196 -26,119
Mar16 151112 108~260 108~270 108~254 108~262 +0~010 4,801 31,042 +683
Jun16 151112 108~262 108~262 108~262 108~262 +0~010      
Total Volume and Open Interest 62,785 1,118,365 -24,309
Eurodollars(CME)
Dec15 151112 99.565 99.565 99.555 99.560 unch 105,589 1,308,745 -6,871
Mar16 151112 99.385 99.395 99.380 99.385 +0.005 175,623 1,327,328 +9,639
Jun16 151112 99.215 99.235 99.210 99.220 +0.010 190,202 1,147,795 +21,943
Sep16 151112 99.040 99.065 99.035 99.045 +0.010 165,222 1,008,083 +6,043
Dec16 151112 98.860 98.895 98.855 98.865 +0.010 222,545 1,297,598 -19,564
Mar17 151112 98.700 98.740 98.695 98.710 +0.015 138,422 732,685 +1,065
Jun17 151112 98.535 98.575 98.530 98.545 +0.015 118,069 654,690 -4,828
Sep17 151112 98.385 98.430 98.380 98.395 +0.015 105,243 569,641 -3,102
Dec17 151112 98.240 98.280 98.230 98.250 +0.015 149,364 685,007 +260
Mar18 151112 98.120 98.165 98.115 98.135 +0.020 101,332 372,578 +7,764
Jun18 151112 98.010 98.055 98.000 98.030 +0.025 87,074 377,955 -1,375
Sep18 151112 97.915 97.955 97.905 97.935 +0.030 74,691 324,849 -4,943
Dec18 151112 97.815 97.865 97.810 97.840 +0.030 62,942 315,677 -4,329
Mar19 151112 97.740 97.790 97.735 97.770 +0.035 32,860 179,114 -793
Jun19 151112 97.665 97.720 97.660 97.700 +0.040 35,431 153,885 -3,686
Sep19 151112 97.595 97.650 97.585 97.630 +0.045 33,127 122,968 -4,166
Dec19 151112 97.520 97.580 97.510 97.560 +0.045 28,036 121,721 -6,025
Mar20 151112 97.455 97.515 97.450 97.495 +0.045 22,277 68,197 -411
Total Volume and Open Interest 3,854,901 1,127,690 -10,033,296
Ultra T-Bond(CBOT)
Dec15 151112 154~25 156~02 154~19 155~17 +0~30 74,209 613,173 +66
Mar16 151112 155~27 156~06 155~17 155~22 +0~30 374 6,069 +13
Jun16 151112 155~22 155~22 155~22 155~22 +0~30      
Total Volume and Open Interest 12,798 618,912 -251
30 Day Federal Funds(CBOT)
Nov15 151112 99.878 99.880 99.878 99.878 unch 8,212 199,100 -106
Dec15 151112 99.790 99.790 99.785 99.790 unch 4,327 85,763 -1,326
Jan16 151112 99.705 99.715 99.705 99.710 unch 10,722 200,949 +568
Feb16 151112 99.680 99.690 99.680 99.685 unch 4,785 97,236 +83
Mar16 151112 99.625 99.635 99.625 99.630 +0.005 2,252 19,898 +407
Apr16 151112 99.555 99.570 99.555 99.565 +0.005 5,437 50,948 +2,334
Total Volume and Open Interest 17,440 758,841 +141
3-Mth Euro-Yen(CME)
Dec15 151112 99.825 99.825 99.825 99.825 unch      
Mar16 151112 99.685 99.685 99.685 99.685 unch      
Jun16 151112 99.545 99.545 99.545 99.545 unch      
Sep16 151112 99.405 99.405 99.405 99.405 unch      
Dec16 151112 99.840 99.840 99.840 99.840 unch      
Mar17 151112 99.700 99.700 99.700 99.700 unch      
Jun17 151112 99.560 99.560 99.560 99.560 unch      
Sep17 151112 99.420 99.420 99.420 99.420 unch      
Dec17 151112 99.280 99.280 99.280 99.280 unch      
Mar18 151112 99.140 99.140 99.140 99.140 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec15 151112 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar16 151112 99.68 99.68 99.68 99.68 unch      
Jun16 151112 99.54 99.54 99.54 99.54 unch      
Sep16 151112 99.40 99.40 99.40 99.40 unch      
Dec16 151112 99.84 99.84 99.84 99.84 unch 0 4 +0
Mar17 151112 99.70 99.70 99.70 99.70 unch      
Jun17 151112 99.56 99.56 99.56 99.56 unch      
Sep17 151112 99.42 99.42 99.42 99.42 unch      
Total Volume and Open Interest 0 8 +0
Japanese Gov't Bonds(SGX)
Dec15 151112 148.41 148.51 148.37 148.49 +0.12 1,463 20,642 -936
Mar16 151112 148.41 148.65 148.41 148.65 +0.20 13 13 +13
Jun16 151112 148.09 148.09 148.09 148.09 +0.20      
Total Volume and Open Interest 1,476 20,655 -923
Euro-Bund(EUREX)
Dec15 151112 156.25 156.61 156.17 156.33 unch 713,423 1,198,918 -12,511
Mar16 151112 157.93 158.29 157.88 158.00 -0.02 16,593 90,855 -1,727
Jun16 151112 156.33 156.33 156.33 156.33 unch      
Total Volume and Open Interest 730,016 1,289,773 -14,238
Euro-Bobl(EUREX)
Dec15 151112 129.51 129.63 129.45 129.48 -0.05 468,413 1,066,438 +7,606
Mar16 151112 131.05 131.05 130.96 130.96 -0.06 5,820 16,905 +3,519
Jun16 151112 129.48 129.48 129.48 129.48 -0.05      
Total Volume and Open Interest 474,233 1,083,343 +11,125
3-Mth Euribor(EUREX)
Dec15 151112 100.145 100.145 100.145 100.145 +0.005 237 29,027 -25
Mar16 151112 100.190 100.190 100.185 100.185 +0.005 227 5,188 -48
Jun16 151112 100.205 100.205 100.205 100.205 unch 208 9,802 +89
Total Volume and Open Interest 2,650 70,909 +614
Long Gilt(LIFFE)
Dec15 151112 116~14 116~30 116~13 116~27 +0~09 154,427 391,728 -11,260
Mar16 151112 115~30 115~31 115~30 115~31 +0~09 0 2 +0
Total Volume and Open Interest 154,427 391,730 -11,260
3-Mth Short Sterling(LIFFE)
Dec15 151112 99.41 99.42 99.41 99.42 unch 12,858 325,294 -722
Mar16 151112 99.35 99.36 99.34 99.36 +0.01 30,335 395,511 +3,216
Jun16 151112 99.25 99.27 99.24 99.27 +0.02 35,040 473,697 -561
Sep16 151112 99.12 99.15 99.11 99.15 +0.02 40,668 346,190 +1,174
Dec16 151112 98.98 99.02 98.97 99.01 +0.02 45,693 393,525 -3,179
Mar17 151112 98.85 98.89 98.83 98.88 +0.03 47,998 317,843 +1,316
Total Volume and Open Interest 388,356 3,300,516 +2,111
3-Mth Euribor(LIFFE)
Dec15 151112 100.140 100.155 100.135 100.145 +0.005 101,070 413,391 -3,099
Mar16 151112 100.180 100.200 100.170 100.185 +0.005 71,564 339,257 +6,968
Jun16 151112 100.200 100.220 100.195 100.205 unch 77,266 407,346 +740
Total Volume and Open Interest 674,050 3,562,389 +40,080
3-Mth Aus T-Bills(SFE)
Dec15 151112 97.85 97.85 97.78 97.80 -0.05 19,873 177,445 -3,698
Mar16 151112 97.94 97.94 97.84 97.87 -0.07 34,002 179,748 -1,115
Jun16 151112 98.00 98.00 97.89 97.92 -0.09 38,184 199,465 +1,241
Sep16 151112 98.03 98.03 97.90 97.94 -0.09 45,537 138,418 +1,940
Dec16 151112 98.02 98.02 97.90 97.94 -0.09 37,297 95,946 +7,574
Mar17 151112 97.98 97.99 97.87 97.90 -0.09 20,959 68,445 -4,315
Jun17 151112 97.93 97.93 97.81 97.85 -0.08 11,539 45,089 -1,448
Sep17 151112 97.86 97.86 97.75 97.79 -0.07 4,061 38,722 +1,180
Dec17 151112 97.79 97.79 97.71 97.73 -0.06 248 5,573 +51
Mar18 151112 97.64 97.65 97.64 97.65 -0.06 172 3,258 +87
Total Volume and Open Interest 212,184 955,711 +1,552
10-Year Aus T-Bonds(SFE)
Dec15 151112 97.10 97.10 96.98 97.02 -0.08 134,532 759,959 +18,798
Mar16 151112 97.02 97.02 97.02 97.02 -0.08      
Total Volume and Open Interest 134,532 759,959 +18,798
3-Year Aus T-Bonds(SFE)
Dec15 151112 97.96 97.97 97.81 97.85 -0.12 210,646 716,984 -10,716
Mar16 151112 97.85 97.85 97.85 97.85 -0.12      
Total Volume and Open Interest 210,646 716,984 -10,716
Gold(CMX)
Dec15 151112 1085.4 1089.0 1073.0 1081.0 -3.9 144,170 226,262 -10,719
Feb16 151112 1085.7 1089.3 1073.7 1081.5 -4.0 29,858 121,081 +10,071
Apr16 151112 1087.5 1090.0 1075.0 1082.3 -4.0 3,663 28,500 +79
Jun16 151112 1090.2 1090.5 1077.0 1083.0 -4.0 2,216 18,895 -154
Aug16 151112 1088.0 1091.0 1076.0 1083.8 -4.0 1,650 8,575 +338
Oct16 151112 1090.0 1092.0 1079.2 1084.7 -4.0 237 2,649 +52
Dec16 151112 1086.7 1090.7 1078.6 1085.8 -4.0 1,020 13,956 -41
Feb17 151112 1087.0 1087.0 1087.0 1087.0 -4.0 0 338 +0
Apr17 151112 1087.7 1088.3 1087.7 1088.3 -4.1 3 684 +0
Jun17 151112 1089.8 1089.8 1089.8 1089.8 -4.1 0 4,435 +0
Aug17 151112 1091.6 1091.6 1091.6 1091.6 -4.1      
Total Volume and Open Interest 183,100 436,426 -378
Silver(CMX)
Dec15 151112 1427.5 1446.5 1415.5 1422.5 -3.8 58,427 83,846 -8,142
Mar16 151112 1432.0 1450.5 1419.0 1426.0 -4.3 16,984 50,565 +5,068
May16 151112 1441.0 1452.5 1422.5 1428.9 -4.4 2,761 7,208 +243
Jul16 151112 1447.0 1447.0 1430.0 1431.9 -4.4 1,025 6,151 +72
Sep16 151112 1434.9 1434.9 1434.9 1434.9 -4.4 249 2,854 +77
Dec16 151112 1441.0 1455.0 1438.9 1438.9 -4.4 1,656 7,113 -238
Mar17 151112 1443.9 1443.9 1443.9 1443.9 -4.4 0 8 +0
Total Volume and Open Interest 81,747 162,435 -2,843
Platinum(NYMEX)
Jan16 151112 882.9 888.8 874.2 876.9 -6.2 13,974 64,891 -103
Apr16 151112 881.0 888.0 874.5 877.2 -5.4 283 6,020 +52
Jul16 151112 880.0 880.0 878.3 878.3 -5.6 39 132 +30
Oct16 151112 879.6 879.6 879.6 879.6 -5.6 5 11 +5
Total Volume and Open Interest 14,307 71,115 -20
Palladium(NYMEX)
Dec15 151112 575.85 583.35 557.65 558.70 -18.30 4,344 22,714 -520
Mar16 151112 580.00 582.65 558.15 559.15 -18.35 894 4,786 +646
Jun16 151112 559.70 559.70 559.70 559.70 -18.35 0 25 +0
Total Volume and Open Interest 5,240 27,526 +125
Copper(CMX)
Dec15 151112 221.40 222.65 215.85 217.25 -4.55 64,033 78,387 -8,306
Mar16 151112 222.15 223.55 216.85 218.15 -4.45 26,518 60,607 +4,835
May16 151112 222.95 222.95 218.05 218.90 -4.35 3,566 13,233 +196
Jul16 151112 223.50 223.50 218.25 219.50 -4.15 2,924 9,446 +853
Sep16 151112 221.10 224.65 218.60 219.90 -3.95 695 2,160 -285
Total Volume and Open Interest 98,655 173,872 -2,902
E-mini DJIA Index(CBOT)
Dec15 151112 17651 17715 17391 17398 -257 127,743 101,264 +3,748
Mar16 151112 17592 17631 17317 17319 -258 146 2,399 +53
Jun16 151112 17320 17320 17237 17237 -258 0 15 +0
Sep16 151112 17275 17275 17136 17136 -258 0 55 +0
Total Volume and Open Interest 127,889 103,733 +3,801
S & P 500(CME)
Dec15 151112 2068.00 2077.10 2040.00 2040.60 -28.40 3,811 98,064 +270
Mar16 151112 2033.30 2033.30 2031.90 2033.30 -28.60 58 3,166 +28
Jun16 151112 2026.60 2026.60 2025.30 2026.60 -28.70 0 3,073 +0
Sep16 151112 2020.80 2020.80 2019.50 2020.80 -28.70 0 1 +0
Total Volume and Open Interest 3,869 104,304 +298
S & P 500 E-Mini(Globex)
Dec15 151112 2068.50 2077.50 2039.50 2040.50 -28.50 1,286,098 2,826,631 +10,192
Mar16 151112 2061.75 2070.25 2032.50 2033.25 -28.75 3,481 93,800 +282
Jun16 151112 2060.50 2063.25 2026.00 2026.50 -28.75 48 5,959 +0
Sep16 151112 2039.25 2050.50 2020.75 2020.75 -28.75 1 35 -1
Total Volume and Open Interest 1,289,628 2,926,441 +10,473
NASDAQ 100 E-Mini(Globex)
Dec15 151112 4631.30 4653.30 4581.30 4585.30 -46.50 241,859 360,201 +9,411
Mar16 151112 4636.30 4644.00 4578.80 4579.80 -46.50 190 4,411 +118
Jun16 151112 4573.50 4631.00 4573.50 4573.50 -46.50 0 226 +0
Total Volume and Open Interest 242,049 364,914 +9,529
S&P Midcap 400(CME) e-Mini
Dec15 151112 1445.70 1451.00 1415.10 1415.80 -30.20 16,519 85,626 -123
Mar16 151112 1411.30 1411.30 1411.30 1411.30 -30.20 0 6 +0
Jun16 151112 1403.20 1403.20 1403.20 1403.20 -30.20      
Total Volume and Open Interest 16,519 85,640 -123
Volatility Index(CBOE)
Nov15 151112 16.75 18.65 16.35 18.58 +1.81 60,893 101,313 -13,997
Dec15 151112 17.35 18.85 17.05 18.73 +1.35 47,228 131,479 -2,511
Jan16 151112 18.00 19.25 17.73 19.13 +1.15 15,058 29,462 +344
Feb16 151112 18.55 19.60 18.27 19.53 +1.05 6,943 22,216 -7
Total Volume and Open Interest 137,215 323,925 -16,316
Russell 2000(ICE)
Dec15 151112 1175.10 1178.60 1151.10 1153.10 -21.60 86,014 375,030 -48
Mar16 151112 1158.40 1158.40 1145.60 1148.10 -21.60 4 3,338 +2
Jun16 151112 1144.40 1144.40 1144.40 1144.40 -21.60      
Total Volume and Open Interest 86,018 378,369 -46
Nikkei 225(CME)
Dec15 151112 19680 19755 19460 19470 -245 13,688 52,504 -1,599
Mar16 151112 19750 19775 19525 19525 -245 12 90 +9
Total Volume and Open Interest 13,700 52,595 -1,590
Nikkei 225(SGX)
Dec15 151112 19720 19790 19600 19685 -40 84,525 250,413 -7,823
Mar16 151112 19710 19730 19620 19660 -35 26 2,205 -3
Jun16 151112 19545 19545 19545 19545 -40 0 205 +0
Total Volume and Open Interest 88,566 265,308 -6,772
CAC 40(EURONEXT)
Nov15 151112 4949.0 4964.0 4821.0 4856.0 -96.0 76,642 255,147 +7,643
Dec15 151112 4941.5 4958.0 4818.5 4852.0 -96.0 429 15,897 +204
Jan16 151112 4853.0 4853.0 4840.0 4846.0 -96.0 0 20 +7
Total Volume and Open Interest 77,071 271,457 +7,854
Hang Seng Index(HKFE)
Nov15 151112 22366 22988 22301 22905 +546 115,048 90,191 +3,781
Dec15 151112 22390 23000 22302 22923 +548 1,473 11,494 +168
Total Volume and Open Interest 117,089 105,132 +4,271
DAX(EUREX)
Dec15 151112 10890.0 10960.5 10711.0 10787.0 -123.0 90,846 137,968 +95
Mar16 151112 10894.0 10952.5 10726.5 10796.0 -123.5 1,613 20,538 +590
Jun16 151112 10825.0 10825.0 10825.0 10825.0 -123.5 31 1,807 +24
Total Volume and Open Interest 92,490 160,313 +709
FT-SE 100(EURONEXT)
Dec15 151112 6263.50 6295.00 6119.50 6178.50 -97.00 86,518 569,565 +6,244
Mar16 151112 6230.00 6230.00 6130.00 6130.00 -97.00 67 6,125 +54
Jun16 151112 6081.50 6081.50 6081.50 6081.50 -97.00 1 1,759 +0
Total Volume and Open Interest 86,586 577,449 +6,298
SPI 200(SFE)
Dec15 151112 5125.0 5159.0 5082.0 5132.0 +4.0 43,489 258,705 +8,559
Mar16 151112 5051.0 5076.0 5051.0 5076.0 +4.0 179 3,647 +167
Jun16 151112 5066.0 5066.0 5066.0 5066.0 +4.0 0 1,178 +0
Total Volume and Open Interest 43,668 265,040 +8,726
FTSE MIB(ISE)
Dec15 151112 22310.00 22345.00 21775.00 21870.00 -507.00 27,319 69,055 +458
Mar16 151112 22275.00 22345.00 21830.00 21892.00 -507.00 348 1,121 +317
Jun16 151112 21473.00 21473.00 21473.00 21473.00 -507.00      
Total Volume and Open Interest 27,667 70,176 +775
KOSPI 200(KFE)
Dec15 151112 246.30 246.75 245.15 246.00 unch 154,082 118,044 -155
Mar16 151112 244.55 244.65 243.15 243.90 +0.05 528 3,468 +81
Jun16 151112 244.85 244.85 244.85 244.85 -1.30 0 591 +0
Total Volume and Open Interest 154,611 123,418 -63
GSCI(CME)
Nov15 151112 337.80 337.80 337.80 337.80 -6.00 2,886 6,185 -2,771
Dec15 151112 343.55 343.55 343.55 343.55 -5.80 2,782 7,265 +2,570
Jan16 151112 346.55 346.55 346.55 346.55 -5.80      
Total Volume and Open Interest 5,668 13,450 -201
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

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!