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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri November 20, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan16 151120 860.00 861.25 852.00 857.50 -2.50 126,821 296,566 +7,129
Mar16 151120 863.00 863.75 855.25 860.50 -2.50 59,318 149,096 +605
May16 151120 868.00 869.75 861.75 866.75 -2.25 22,579 83,642 +1,594
Jul16 151120 875.50 876.00 867.75 872.50 -2.75 17,931 76,088 +213
Aug16 151120 872.25 877.25 870.00 874.25 -2.50 866 10,400 -8
Sep16 151120 873.50 875.75 870.25 874.50 -1.75 506 2,616 +92
Nov16 151120 879.50 880.50 874.50 878.50 -1.00 4,044 67,607 +527
Jan17 151120 886.00 886.00 883.75 884.50 -0.75 14 771 -5
Mar17 151120 888.50 888.50 888.50 888.50 -0.75 13 468 +10
May17 151120 892.75 892.75 892.75 892.75 -0.50 4 407 +2
Jul17 151120 898.25 898.25 898.25 898.25 -0.50 47 781 +21
Aug17 151120 895.50 895.50 895.50 895.50 -0.25 0 42 +0
Sep17 151120 889.50 889.50 889.50 889.50 -0.50 0 22 +0
Nov17 151120 892.00 892.00 891.00 891.50 -0.75 60 961 +21
Total Volume and Open Interest 232,203 689,476 +10,201
Soybean Meal(CBOT)
Dec15 151120 286.90 288.20 282.70 283.00 -3.60 62,155 74,213 -8,166
Jan16 151120 286.80 288.10 282.60 283.00 -3.70 51,882 107,121 +6,449
Mar16 151120 287.10 288.20 283.30 283.60 -3.60 26,901 82,769 +4,465
May16 151120 289.50 289.90 285.50 285.80 -3.60 10,400 57,653 +828
Jul16 151120 291.20 291.50 287.50 287.60 -3.60 8,922 45,892 +213
Aug16 151120 291.00 292.00 288.30 288.40 -3.60 1,430 12,779 +121
Sep16 151120 291.60 292.80 289.00 289.20 -3.40 1,070 11,025 +175
Oct16 151120 290.70 292.60 289.30 289.30 -3.40 546 9,437 +107
Dec16 151120 292.60 293.80 290.00 290.20 -3.40 1,461 25,801 +319
Jan17 151120 292.80 292.80 291.40 291.40 -3.30 95 1,671 +7
Total Volume and Open Interest 164,927 431,347 +4,523
Soybean Oil(CBOT)
Dec15 151120 27.55 27.98 27.36 27.90 +0.35 66,090 89,874 -12,494
Jan16 151120 27.88 28.26 27.65 28.18 +0.34 51,112 124,050 +9,943
Mar16 151120 28.08 28.50 27.91 28.43 +0.34 17,089 85,508 +2,257
May16 151120 28.29 28.72 28.13 28.66 +0.34 6,230 65,350 +1,575
Jul16 151120 28.51 28.91 28.32 28.86 +0.35 10,709 48,516 +5,826
Aug16 151120 28.54 28.95 28.44 28.93 +0.36 542 8,635 +41
Sep16 151120 28.61 29.03 28.51 29.00 +0.37 534 6,253 -104
Oct16 151120 28.64 29.05 28.53 29.02 +0.36 301 6,840 +74
Dec16 151120 28.70 29.15 28.59 29.12 +0.40 872 24,036 +325
Jan17 151120 29.35 29.35 29.35 29.35 +0.40 0 1,371 +0
Total Volume and Open Interest 153,479 462,802 +7,443
Canola(WCE)
Nov15 151113 464.8 464.8 464.8 464.8 -0.9 0 309 +0
Jan16 151120 464.2 465.4 462.5 464.4 -0.9 20,594 97,872 -8,252
Mar16 151120 470.8 472.0 469.5 470.7 -1.3 11,242 51,271 +7,627
May16 151120 475.1 477.3 474.0 475.7 -0.9 1,252 7,439 +345
Jul16 151120 479.9 482.4 478.0 480.4 -0.6 1,479 13,756 +177
Total Volume and Open Interest 35,905 178,344 +394
Corn(CBOT)
Dec15 151120 363.50 366.50 362.00 363.25 -1.00 245,397 313,903 -28,753
Mar16 151120 369.00 372.50 368.50 369.75 -0.50 188,117 557,731 +9,220
May16 151120 375.00 377.75 374.00 375.50 -0.25 44,756 165,720 +8,784
Jul16 151120 380.00 383.00 379.00 380.75 unch 26,041 156,145 +431
Sep16 151120 384.00 386.25 383.00 384.25 -0.25 4,877 66,783 -405
Dec16 151120 391.25 393.50 390.25 391.25 -0.50 11,043 122,136 +1,152
Mar17 151120 399.25 401.75 399.25 399.75 -0.75 727 4,990 +209
May17 151120 405.25 407.25 405.25 405.75 -0.50 15 1,514 +8
Jul17 151120 410.00 412.75 410.00 410.50 -0.25 28 1,845 -1
Sep17 151120 404.00 404.75 404.00 404.75 +0.75 3 900 +0
Total Volume and Open Interest 521,302 1,394,923 -9,177
Wheat(CBOT)
Dec15 151120 489.50 494.75 486.50 488.50 -2.25 49,902 81,915 -7,348
Mar16 151120 490.50 496.00 487.75 490.00 -2.25 58,602 187,554 +4,642
May16 151120 493.00 498.75 490.75 492.75 -2.75 14,254 44,236 +1,210
Jul16 151120 496.75 501.25 493.75 495.00 -3.00 17,551 57,672 +2,342
Sep16 151120 506.25 509.25 502.00 503.25 -3.25 5,131 7,931 +130
Dec16 151120 519.75 522.25 516.75 516.75 -3.50 4,167 14,365 +797
Total Volume and Open Interest 149,698 395,548 +1,768
Wheat(KCBT)
Dec15 151120 462.00 463.50 456.50 457.00 -5.50 14,936 51,123 -4,174
Mar16 151120 475.00 477.50 470.00 470.50 -5.75 19,081 89,891 +2,248
May16 151120 484.25 487.75 480.50 481.00 -5.50 4,920 16,388 +501
Jul16 151120 495.50 498.25 491.00 491.50 -5.25 5,684 31,439 +307
Sep16 151120 510.50 511.00 505.50 505.50 -4.75 169 5,239 +20
Dec16 151120 526.75 530.50 524.00 524.25 -4.00 638 7,232 +103
Total Volume and Open Interest 45,552 201,830 -952
Wheat(MGE)
Dec15 151120 507.75 511.00 505.00 509.50 +0.75 4,238 16,206 -999
Mar16 151120 508.50 511.00 506.00 508.75 -1.00 4,079 28,328 +15
May16 151120 518.50 519.75 515.75 517.75 -1.75 1,078 9,767 +211
Jul16 151120 529.50 529.50 525.50 527.00 -2.50 300 7,594 +130
Sep16 151120 539.75 540.00 536.75 537.75 -2.75 127 4,188 +50
Total Volume and Open Interest 10,311 69,086 -335
Oats(CBOT)
Dec15 151120 247.75 253.25 244.00 251.00 +3.25 879 3,808 -518
Mar16 151120 230.00 233.00 227.75 232.25 +2.25 816 6,166 +404
May16 151120 228.75 229.75 228.75 229.75 +1.50 26 624 +9
Jul16 151120 230.00 231.50 230.00 231.50 +1.00 0 205 +0
Total Volume and Open Interest 1,721 10,811 -105
Rough Rice(CBOT)
Jan16 151120 11.88 12.17 11.76 12.13 +0.28 292 9,224 -20
Mar16 151120 12.07 12.40 12.06 12.40 +0.29 21 1,910 +4
May16 151120 12.68 12.68 12.68 12.68 +0.28 1 710 +0
Jul16 151120 12.94 12.94 12.94 12.94 +0.29 0 484 +0
Total Volume and Open Interest 314 12,419 -16
Live Cattle(CME)
Dec15 151120 129.650 131.000 128.880 129.700 -0.200 18,071 61,742 -4,481
Feb16 151120 131.685 133.130 131.235 132.035 -0.015 21,005 102,847 +1,929
Apr16 151120 132.285 133.800 131.900 132.750 +0.175 9,589 56,867 +1,394
Jun16 151120 123.830 125.135 123.385 124.350 +0.100 6,598 33,473 +808
Aug16 151120 121.080 122.450 120.885 122.080 +0.380 1,936 7,576 +121
Oct16 151120 122.450 124.100 122.430 123.700 +0.450 1,052 4,921 +136
Total Volume and Open Interest 58,789 272,677 +23
Feeder Cattle(CME)
Jan16 151120 162.185 164.900 161.130 163.650 +1.200 5,431 17,321 -65
Mar16 151120 159.935 162.880 159.080 162.035 +1.485 2,537 7,136 +527
Apr16 151120 161.435 164.250 160.450 163.600 +1.450 988 3,338 +11
May16 151120 162.035 164.785 161.035 164.200 +1.370 526 2,877 -92
Aug16 151120 163.000 165.900 162.500 165.550 +1.470 231 1,907 -1
Sep16 151120 163.800 164.500 163.400 164.330 +1.230 32 107 +5
Oct16 151120 162.600 162.650 161.380 162.185 +0.385 29 67 +20
Total Volume and Open Interest 10,801 35,269 +120
Lean Hogs(CME)
Dec15 151120 55.900 57.800 55.830 57.450 +2.050 12,144 41,452 -2,223
Feb16 151120 57.000 59.100 56.985 58.330 +1.595 14,720 87,230 +839
Apr16 151120 62.285 64.080 62.285 63.535 +1.500 7,097 40,149 +716
May16 151120 69.580 70.150 69.430 69.900 +1.015 33 724 -3
Jun16 151120 72.800 74.535 72.800 74.135 +1.585 2,432 16,639 +396
Jul16 151120 73.385 74.850 73.385 74.635 +1.655 623 8,263 +14
Aug16 151120 73.400 74.300 73.400 74.285 +1.650 414 2,849 +12
Oct16 151120 64.250 64.500 64.050 64.450 +0.915 138 3,229 +29
Total Volume and Open Interest 37,724 203,720 -201
Class III Milk(CME)
Nov15 151120 15.32 15.33 15.31 15.33 +0.02 467 4,439 +88
Dec15 151120 14.78 14.89 14.73 14.77 -0.04 416 4,991 +195
Jan16 151120 14.81 14.95 14.73 14.76 -0.06 176 2,997 +17
Feb16 151120 14.93 15.03 14.91 14.96 -0.04 139 2,538 +17
Mar16 151120 15.17 15.31 15.17 15.25 +0.04 94 2,322 +24
Apr16 151120 15.25 15.37 15.25 15.35 +0.05 118 1,875 +91
May16 151120 15.50 15.54 15.47 15.50 -0.03 27 1,653 +19
Jun16 151120 15.85 15.89 15.85 15.87 -0.03 19 1,469 +16
Jul16 151120 16.25 16.25 16.24 16.25 -0.02 26 1,225 +24
Aug16 151120 16.40 16.40 16.39 16.39 +0.01 25 1,097 +11
Sep16 151120 16.62 16.62 16.62 16.62 +0.02 37 1,106 +29
Oct16 151120 16.52 16.52 16.48 16.48 -0.03 22 1,030 +22
Nov16 151120 16.38 16.38 16.34 16.34 -0.07 17 957 +15
Total Volume and Open Interest 1,622 28,764 +606
Cocoa(ICE)
Dec15 151120 3400 3406 3346 3366 unch 46 385 -27
Mar16 151120 3391 3420 3340 3368 -9 16,154 123,012 +1,479
May16 151120 3384 3415 3337 3363 -9 4,544 41,612 +600
Jul16 151120 3375 3402 3327 3353 -10 1,868 20,775 +292
Sep16 151120 3360 3385 3313 3339 -9 878 14,478 -88
Dec16 151120 3352 3352 3302 3310 -8 518 10,111 +26
Mar17 151120 3329 3329 3278 3290 -6 20 18,832 +0
Total Volume and Open Interest 24,029 235,981 +2,281
Coffee "C"(ICE)
Dec15 151120 120.95 123.95 120.30 121.90 +2.00 14,266 2,997 -6,753
Mar16 151120 122.50 126.60 122.25 124.40 +2.20 25,414 108,099 +3,256
May16 151120 124.50 128.60 124.50 126.55 +2.20 5,200 30,227 -127
Jul16 151120 126.60 130.65 126.60 128.65 +2.15 2,792 15,986 +253
Sep16 151120 128.75 132.50 128.70 130.50 +2.10 1,723 8,566 +330
Dec16 151120 131.20 135.25 131.20 133.35 +2.05 401 11,280 +57
Total Volume and Open Interest 50,002 183,082 -2,967
Orange Juice(ICE)
Jan16 151120 150.90 153.70 149.45 150.05 -1.00 1,127 10,687 +76
Mar16 151120 149.10 151.35 148.00 148.40 -0.70 29 3,014 +1
May16 151120 148.35 148.35 148.35 148.35 -0.25 0 1,167 +0
Jul16 151120 148.35 148.35 148.35 148.35 -0.25 0 342 +0
Sep16 151120 148.45 148.45 148.45 148.45 -0.25 0 47 +0
Nov16 151120 148.55 148.55 148.55 148.55 -0.25      
Total Volume and Open Interest 1,156 15,258 +77
Sugar #11(ICE)
Mar16 151120 14.97 15.45 14.91 15.30 +0.35 65,246 424,915 -3,444
May16 151120 14.57 15.02 14.53 14.93 +0.36 25,911 157,695 +1,694
Jul16 151120 14.36 14.70 14.26 14.64 +0.33 16,681 113,412 +1,588
Oct16 151120 14.36 14.70 14.31 14.64 +0.28 5,292 74,128 +1,294
Mar17 151120 14.74 15.06 14.69 14.99 +0.25 1,683 37,482 +380
May17 151120 14.62 14.84 14.51 14.78 +0.22 576 8,061 +12
Jul17 151120 14.31 14.61 14.31 14.55 +0.19 304 8,107 -41
Oct17 151120 14.37 14.58 14.37 14.50 +0.16 61 8,977 -12
Total Volume and Open Interest 115,806 839,559 +1,478
London Cocoa(LCE)
Dec15 151120 2301 2328 2281 2298 +1 3,677 68,392 -846
Mar16 151120 2289 2317 2269 2290 +7 7,458 83,404 +313
May16 151120 2276 2308 2260 2280 +8 2,707 31,590 +9
Jul16 151120 2273 2298 2252 2271 +7 1,662 34,928 +358
Sep16 151120 2257 2286 2242 2260 +6 4,058 31,965 -2,270
Dec16 151120 2220 2245 2210 2222 +5 319 18,402 +66
Mar17 151120 2194 2218 2194 2195 +5 168 26,712 +62
Total Volume and Open Interest 20,051 295,956 -2,308
London Sugar(LCE)
Mar16 151120 402.80 412.90 401.90 409.70 +7.50 3,662 37,246 +224
May16 151120 405.30 414.10 404.40 411.60 +6.80 1,935 16,059 -233
Aug16 151120 405.00 413.00 403.90 411.20 +6.70 651 8,470 +124
Oct16 151120 405.30 412.20 404.40 410.90 +5.90 371 4,387 +196
Dec16 151120 406.90 412.20 406.90 411.40 +5.30 62 1,726 +46
Total Volume and Open Interest 6,988 69,279 +529
Cotton(ICE)
Dec15 151120 61.79 61.98 59.82 60.04 -1.54 5,663 7,729 -4,982
Mar16 151120 63.25 63.42 62.75 62.83 -0.29 13,764 129,880 +3,557
May16 151120 63.99 64.18 63.61 63.68 -0.19 1,304 20,865 +390
Jul16 151120 64.34 64.58 64.12 64.12 -0.13 367 8,441 +18
Oct16 151120 63.30 63.30 63.30 63.30 +0.02 0 3 +0
Dec16 151120 64.20 64.52 64.08 64.29 +0.15 92 8,046 +30
Total Volume and Open Interest 21,199 175,417 -980
Lumber(CME)
Jan16 151120 250.0 253.3 249.1 252.4 +9.1 453 3,233 +31
Mar16 151120 253.8 254.0 251.0 254.0 +10.0 105 790 +66
May16 151120 259.5 259.5 257.0 257.0 +7.5 1 36 +0
Jul16 151120 264.5 264.5 263.9 263.9 +9.4 0 9 +0
Total Volume and Open Interest 559 4,069 +97
Crude Oil(NYM)
Dec15 151120 40.54 40.99 38.99 40.39 -0.15 251,518 79,186 -28,436
Jan16 151120 41.89 42.76 41.37 41.90 +0.18 372,472 530,556 +20,593
Feb16 151120 43.00 44.01 42.60 43.19 +0.30 93,765 133,641 +4,252
Mar16 151120 44.10 45.04 43.61 44.23 +0.35 60,645 175,930 +1,797
Apr16 151120 44.92 45.76 44.44 45.06 +0.38 18,183 57,788 +1,289
May16 151120 45.48 46.40 45.06 45.69 +0.39 14,321 49,452 +582
Jun16 151120 45.91 46.85 45.52 46.16 +0.37 26,758 109,715 +111
Jul16 151120 46.19 47.22 45.98 46.56 +0.35 3,766 30,687 +10
Aug16 151120 46.66 47.50 46.46 46.93 +0.32 2,695 26,881 -140
Sep16 151120 47.25 47.92 46.82 47.30 +0.30 7,482 55,961 +759
Oct16 151120 47.27 48.32 47.23 47.67 +0.29 1,256 26,744 +220
Nov16 151120 47.89 48.53 47.63 48.06 +0.28 666 21,615 +5
Dec16 151120 48.28 49.09 47.93 48.45 +0.27 18,309 156,995 -431
Jan17 151120 48.72 48.72 48.72 48.72 +0.26 135 19,587 +9
Feb17 151120 48.73 48.98 48.70 48.98 +0.26 19 9,684 -2
Mar17 151120 49.23 49.23 49.23 49.23 +0.26 246 9,651 -46
Total Volume and Open Interest 880,062 1,663,955 +1,126
e-miNY Crude Oil(NYM)
Jan16 151120 41.875 42.775 41.350 41.900 +0.175 4,536 2,432 +520
Feb16 151120 43.100 44.000 42.650 43.200 +0.300 545 1,031 +185
Mar16 151120 44.000 44.225 43.875 44.225 +0.350 284 135 -47
Apr16 151120 45.050 45.050 45.050 45.050 +0.375 18 108 -10
May16 151120 45.700 45.700 45.700 45.700 +0.400 8 119 +8
Jun16 151120 46.475 46.475 46.150 46.150 +0.350 1 42 +1
Jul16 151120 47.175 47.175 46.550 46.550 +0.350 0 6 +0
Aug16 151120 46.925 46.925 46.925 46.925 +0.325 0 3 +0
Sep16 151120 47.300 47.300 47.300 47.300 +0.300 0 5 +0
Oct16 151120 47.675 47.675 47.675 47.675 +0.300 0 2 +0
Total Volume and Open Interest 10,795 6,538 +504
NY Harbor ULSD(NYM)
Dec15 151120 137.75 139.65 136.24 137.13 -0.05 41,318 45,786 -6,320
Jan16 151120 140.04 142.20 138.80 139.69 +0.13 42,307 102,393 +1,933
Feb16 151120 142.73 144.45 141.11 141.96 +0.18 18,395 53,102 +242
Mar16 151120 143.82 146.01 142.69 143.58 +0.33 11,929 38,958 +751
Apr16 151120 144.39 146.56 143.41 144.28 +0.42 6,076 25,437 +506
May16 151120 145.82 147.93 145.03 145.72 +0.44 4,325 15,439 +320
Jun16 151120 147.33 149.41 146.53 147.22 +0.41 5,198 28,444 +1,197
Jul16 151120 148.91 150.54 147.92 148.85 +0.39 427 7,791 +95
Aug16 151120 150.02 151.11 150.02 150.47 +0.38 275 6,076 +19
Sep16 151120 151.65 154.07 151.46 152.23 +0.35 296 6,206 -95
Oct16 151120 153.86 155.88 153.81 154.19 +0.30 282 4,085 +49
Nov16 151120 155.71 156.24 155.68 156.02 +0.26 168 3,555 +23
Dec16 151120 157.70 159.61 157.09 157.77 +0.23 1,100 26,734 -194
Jan17 151120 159.52 159.52 159.52 159.52 +0.21 142 2,001 +27
Total Volume and Open Interest 132,572 373,065 -1,286
RBOB Gasoline(NYM)
Dec15 151120 128.75 132.40 127.27 129.03 +0.24 47,632 47,037 -1,216
Jan16 151120 126.86 130.12 125.30 126.71 +0.20 61,431 124,631 +4,139
Feb16 151120 127.72 130.85 126.35 127.76 +0.40 24,259 39,326 +462
Mar16 151120 130.31 133.55 129.26 130.66 +0.51 14,769 34,670 -602
Apr16 151120 152.24 155.32 151.36 152.73 +0.67 8,482 26,075 +520
May16 151120 154.45 156.96 153.04 154.50 +0.80 7,628 21,428 +946
Jun16 151120 154.01 156.75 153.33 154.54 +0.82 4,206 20,065 -205
Jul16 151120 153.00 155.46 152.60 153.63 +0.80 1,593 9,663 +144
Aug16 151120 151.12 152.53 151.12 152.07 +0.78 1,222 9,012 +61
Sep16 151120 149.32 151.57 148.72 149.65 +0.73 1,373 11,247 +253
Total Volume and Open Interest 176,323 370,470 +5,010
e-miNY RBOB Gasoline(NYM)
Dec15 151120 129.00 129.03 129.00 129.00 +0.21 0 1 +0
Jan16 151120 126.70 126.71 126.70 126.70 +0.19      
Feb16 151120 127.80 127.80 127.76 127.80 +0.44      
Mar16 151120 130.70 130.70 130.66 130.70 +0.55      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec15 151120 2.260 2.275 2.123 2.145 -0.131 104,245 78,125 -17,603
Jan16 151120 2.400 2.412 2.278 2.291 -0.121 87,015 337,785 +771
Feb16 151120 2.452 2.456 2.327 2.338 -0.120 18,427 74,894 +2,296
Mar16 151120 2.461 2.466 2.343 2.353 -0.116 26,580 139,036 +4,422
Apr16 151120 2.444 2.444 2.338 2.346 -0.098 25,248 103,418 +973
May16 151120 2.470 2.470 2.382 2.388 -0.090 7,265 45,582 +1,043
Jun16 151120 2.501 2.501 2.428 2.433 -0.085 3,071 26,916 +600
Jul16 151120 2.542 2.542 2.476 2.478 -0.081 3,836 22,918 +738
Aug16 151120 2.555 2.555 2.489 2.492 -0.079 1,641 19,360 -227
Sep16 151120 2.550 2.550 2.488 2.490 -0.078 1,215 20,043 -17
Oct16 151120 2.574 2.574 2.507 2.512 -0.079 6,139 31,232 +621
Nov16 151120 2.635 2.635 2.584 2.587 -0.074 898 12,656 -138
Dec16 151120 2.777 2.792 2.745 2.747 -0.068 1,143 14,352 -599
Jan17 151120 2.900 2.900 2.854 2.858 -0.065 1,196 16,586 +622
Feb17 151120 2.860 2.870 2.850 2.852 -0.065 28 3,995 +4
Mar17 151120 2.823 2.827 2.806 2.808 -0.061 288 7,560 -94
Total Volume and Open Interest 288,932 997,830 -6,250
Brent Crude Oil(ICE)
Jan16 151120 44.38 45.50 44.06 44.66 +0.48 255,682 441,020 -13,747
Feb16 151120 45.18 46.26 44.87 45.43 +0.43 109,610 325,012 +7,028
Mar16 151120 45.88 46.89 45.53 46.08 +0.39 54,870 289,036 +3,442
Apr16 151120 46.74 47.63 46.39 46.90 +0.35 29,344 139,930 +274
May16 151120 47.56 48.43 47.19 47.69 +0.31 14,904 88,895 +249
Jun16 151120 48.25 49.21 47.93 48.42 +0.28 41,272 154,936 +1,532
Jul16 151120 48.93 49.70 48.64 49.05 +0.25 5,091 41,695 +99
Aug16 151120 49.42 50.25 49.24 49.61 +0.22 4,232 39,180 -830
Sep16 151120 50.13 50.85 49.77 50.14 +0.18 7,405 46,532 -1,041
Oct16 151120 50.33 50.71 50.33 50.64 +0.14 1,466 28,674 +12
Nov16 151120 51.15 51.15 51.15 51.15 +0.12 1,688 23,410 +370
Dec16 151120 51.67 52.41 51.31 51.64 +0.09 32,177 185,360 +640
Jan17 151120 52.09 52.09 52.09 52.09 +0.08 975 22,507 +121
Feb17 151120 52.52 52.52 52.52 52.52 +0.06 717 24,239 +128
Total Volume and Open Interest 576,889 2,141,283 +700
Gas Oil(ICE)
Dec15 151120 426.50 432.25 422.00 424.75 -2.25 73,380 155,778 -6,392
Jan16 151120 429.75 435.25 425.75 427.75 -2.25 64,984 131,280 -2,273
Feb16 151120 434.75 439.25 429.75 432.00 -1.50 30,875 68,195 +2,091
Mar16 151120 437.50 442.50 434.00 436.00 -1.25 19,707 52,468 -1,950
Apr16 151120 441.00 447.00 438.25 440.50 -1.00 12,459 34,416 -1,333
May16 151120 446.00 451.75 443.50 445.50 -0.50 7,929 27,806 +1,026
Jun16 151120 450.00 456.50 447.50 449.50 -0.50 14,414 47,677 +1,937
Jul16 151120 455.50 461.00 452.75 454.75 -0.50 2,023 16,865 -287
Aug16 151120 459.50 465.75 458.00 460.00 -0.50 2,207 12,044 +60
Sep16 151120 465.25 470.75 462.75 464.75 -0.50 1,592 16,997 +243
Total Volume and Open Interest 238,214 736,381 -7,449
Ethanol(CBOT)
Dec15 151120 1.492 1.512 1.486 1.501 +0.019 477 1,438 -230
Jan16 151120 1.485 1.494 1.477 1.490 +0.018 359 1,367 +156
Feb16 151120 1.500 1.500 1.492 1.494 +0.018 18 429 -4
Mar16 151120 1.504 1.504 1.504 1.504 +0.018 10 523 +1
Apr16 151120 1.518 1.518 1.518 1.518 +0.017 10 424 +5
May16 151120 1.515 1.515 1.515 1.515 +0.012 42 214 +34
Jun16 151120 1.507 1.507 1.507 1.507 +0.012 8 215 -1
Jul16 151120 1.507 1.507 1.507 1.507 +0.011 13 54 -3
Total Volume and Open Interest 937 4,880 -42
WTI Crude Oil(ICE)
Jan16 151120 41.94 42.75 41.36 41.90 +0.18 75,215 103,491 +3,619
Feb16 151120 43.04 43.99 42.62 43.19 +0.30 33,679 34,288 +2,996
Mar16 151120 44.02 44.97 43.65 44.23 +0.35 16,444 51,394 +235
Apr16 151120 44.91 45.74 44.45 45.06 +0.38 5,769 10,393 +1,018
May16 151120 45.45 46.33 45.15 45.69 +0.39 2,544 9,952 -102
Jun16 151120 45.56 46.83 45.56 46.16 +0.37 4,816 33,295 -552
Jul16 151120 46.28 47.14 46.28 46.56 +0.35 455 3,240 -5
Aug16 151120 46.72 46.93 46.72 46.93 +0.32 182 5,384 -34
Sep16 151120 47.10 47.30 47.10 47.30 +0.30 1,898 9,524 -1,184
Oct16 151120 47.67 47.67 47.67 47.67 +0.29 79 3,422 +16
Nov16 151120 48.06 48.06 48.06 48.06 +0.28 64 7,157 +0
Dec16 151120 47.97 49.01 47.97 48.45 +0.27 4,593 49,698 -442
Jan17 151120 48.72 48.72 48.72 48.72 +0.26 29 4,309 +0
Feb17 151120 48.98 48.98 48.98 48.98 +0.26 10 1,621 +5
Mar17 151120 49.23 49.23 49.23 49.23 +0.26 0 2,816 +0
Apr17 151120 49.47 49.47 49.47 49.47 +0.26 1 1,417 +0
Total Volume and Open Interest 175,764 421,369 -2,681
US Dollar Index(ICE)
Dec15 151120 99.180 99.705 99.075 99.625 +0.560 32,851 83,187 +233
Mar16 151120 99.350 99.855 99.220 99.772 +0.550 1,532 7,113 +459
Jun16 151120 99.460 99.915 99.450 99.912 +0.550 21 308 +13
Total Volume and Open Interest 34,406 90,695 +703
Australian Dollar(CME)
Dec15 151120 71.81 72.42 71.75 72.32 +0.47 80,941 161,113 +282
Mar16 151120 71.48 72.08 71.42 71.99 +0.47 180 1,216 +9
Jun16 151120 71.06 71.70 71.06 71.70 +0.47 0 38 +0
Total Volume and Open Interest 81,121 162,374 +291
British Pound(CME)
Dec15 151120 152.86 153.07 151.80 151.90 -1.00 53,946 169,586 -1,286
Mar16 151120 152.87 153.11 151.86 151.94 -1.01 539 4,273 +259
Jun16 151120 152.35 153.15 151.97 151.98 -1.02 29 305 -14
Total Volume and Open Interest 54,514 174,213 -1,041
Canadian Dollar(CME)
Dec15 151120 75.21 75.35 74.85 74.94 -0.28 55,130 141,653 +4,703
Mar16 151120 75.21 75.33 74.87 74.94 -0.28 265 3,622 +121
Jun16 151120 74.94 75.26 74.94 74.94 -0.28 21 945 +16
Sep16 151120 74.98 74.98 74.98 74.98 -0.27 0 291 +0
Total Volume and Open Interest 55,417 146,626 +4,841
Japanese Yen(CME)
Dec15 151120 81.36 81.50 81.28 81.42 +0.01 107,695 245,325 +1,484
Mar16 151120 81.57 81.70 81.49 81.63 +0.01 363 5,937 -140
Jun16 151120 81.81 81.90 81.78 81.88 +0.01 2 288 +0
Total Volume and Open Interest 108,060 251,690 +1,344
Swiss Franc(CME)
Dec15 151120 98.74 98.85 98.12 98.23 -0.56 28,552 68,200 +1,880
Mar16 151120 99.25 99.33 98.63 98.73 -0.55 280 870 +113
Jun16 151120 99.76 99.79 99.25 99.25 -0.55 2 25 +0
Total Volume and Open Interest 28,834 69,112 +1,993
EuroFX(CME)
Dec15 151120 107.31 107.37 106.43 106.56 -0.80 196,869 423,828 +2,131
Mar16 151120 107.57 107.64 106.72 106.84 -0.79 2,247 13,826 +557
Jun16 151120 107.82 107.88 107.03 107.15 -0.79 219 1,200 +2
Total Volume and Open Interest 199,346 439,498 +2,697
Mexican Peso(CME)
Dec15 151120 600.75 606.75 599.25 604.50 +3.63 29,333 126,168 -244
Jan16 151120 603.25 603.25 603.25 603.25 +3.50      
Total Volume and Open Interest 29,757 181,214 -285
Brazilian Real(CME)
Dec15 151120 268.35 270.35 267.20 268.15 +1.00 1,874 26,007 -19
Jan16 151120 265.65 266.90 265.65 265.65 +1.20 1 80 +0
Feb16 151120 263.35 263.60 263.35 263.35 +1.20      
Mar16 151120 260.70 261.50 260.70 260.70 +1.05 1 71 +0
Total Volume and Open Interest 1,876 26,566 -19
30-Year T-Bonds(CBOT)
Dec15 151120 154~170 155~020 154~100 154~140 -0~080 207,092 457,854 +28
Mar16 151120 153~050 153~220 152~310 153~020 -0~080 5,416 15,073 +943
Jun16 151120 153~020 153~020 153~020 153~020 -0~080      
Total Volume and Open Interest 212,508 472,927 +971
10-Year T-Notes(CBOT)
Dec15 151120 126~235 126~305 126~205 126~215 -0~035 901,423 2,504,409 -23,154
Mar16 151120 126~050 126~115 126~020 126~025 -0~030 68,634 174,317 +47,290
Jun16 151120 125~035 125~035 125~035 125~035 -0~030      
Total Volume and Open Interest 970,057 2,678,726 +24,136
5-Year T-Notes(CBOT)
Dec15 151120 119~024 119~060 119~000 119~014 -0~016 735,687 2,180,485 +6,986
Mar16 151120 118~180 118~214 118~160 118~170 -0~016 112,656 256,589 +59,449
Jun16 151120 118~170 118~170 118~170 118~170 -0~016      
Total Volume and Open Interest 848,343 2,437,074 +66,435
2 Year T-Notes(CBOT)
Dec15 151120 109~020 109~024 109~004 109~014 -0~006 200,729 1,014,002 -24,386
Mar16 151120 108~250 108~256 108~232 108~240 -0~014 52,124 70,330 +31,765
Jun16 151120 108~240 108~240 108~240 108~240 -0~014      
Total Volume and Open Interest 252,853 1,084,332 +7,379
Eurodollars(CME)
Dec15 151120 99.555 99.558 99.550 99.550 -0.002 132,302 1,241,249 -12,611
Mar16 151120 99.395 99.395 99.380 99.380 -0.010 170,614 1,352,356 +12,490
Jun16 151120 99.240 99.245 99.225 99.225 -0.015 149,324 1,151,470 +1,727
Sep16 151120 99.080 99.080 99.065 99.065 -0.015 142,501 1,034,357 +2,278
Dec16 151120 98.915 98.920 98.900 98.905 -0.010 226,958 1,311,959 +8,180
Mar17 151120 98.775 98.785 98.755 98.765 -0.010 121,826 749,884 -1,831
Jun17 151120 98.625 98.645 98.610 98.620 -0.005 105,137 644,681 +4,267
Sep17 151120 98.495 98.515 98.480 98.490 unch 83,418 576,491 -2,964
Dec17 151120 98.360 98.385 98.345 98.360 unch 115,281 703,663 -1,614
Mar18 151120 98.260 98.285 98.245 98.255 unch 96,691 379,660 +4,397
Jun18 151120 98.160 98.185 98.145 98.160 +0.005 64,603 375,147 +2,645
Sep18 151120 98.070 98.100 98.060 98.075 +0.010 70,040 348,506 +3,086
Dec18 151120 97.990 98.015 97.970 97.985 +0.005 63,199 309,276 +1,897
Mar19 151120 97.920 97.950 97.905 97.915 unch 39,074 184,678 +1,867
Jun19 151120 97.855 97.885 97.840 97.850 unch 34,834 147,724 -532
Sep19 151120 97.790 97.820 97.780 97.785 unch 30,977 117,404 -4,316
Dec19 151120 97.725 97.755 97.715 97.720 unch 26,981 127,004 -119
Mar20 151120 97.670 97.700 97.660 97.665 unch 24,196 74,633 +2,197
Total Volume and Open Interest 1,765,765 11,113,223 +26,432
Ultra T-Bond(CBOT)
Dec15 151120 157~13 157~30 157~00 157~08 -0~15 82,912 611,094 -3,160
Mar16 151120 157~21 158~04 157~07 157~14 -0~15 17,306 19,674 +10,553
Jun16 151120 157~14 157~14 157~14 157~14 -0~15      
Total Volume and Open Interest 100,218 630,768 +7,393
30 Day Federal Funds(CBOT)
Nov15 151120 99.880 99.882 99.878 99.878 unch 14,355 192,171 -5,731
Dec15 151120 99.785 99.790 99.785 99.785 -0.005 4,360 85,836 +1,026
Jan16 151120 99.705 99.710 99.700 99.705 -0.005 15,535 206,036 +132
Feb16 151120 99.680 99.680 99.675 99.680 -0.005 18,703 98,304 -1,314
Mar16 151120 99.625 99.625 99.620 99.625 -0.005 4,118 20,816 -533
Apr16 151120 99.570 99.570 99.560 99.565 -0.010 15,115 55,831 -100
Total Volume and Open Interest 77,316 776,954 -5,906
3-Mth Euro-Yen(CME)
Dec15 151120 99.825 99.825 99.825 99.825 unch      
Mar16 151120 99.685 99.685 99.685 99.685 unch      
Jun16 151120 99.800 99.800 99.800 99.800 unch      
Sep16 151120 99.660 99.660 99.660 99.660 unch      
Dec16 151120 99.990 99.990 99.990 99.990 unch      
Mar17 151120 99.955 99.955 99.955 99.955 unch      
Jun17 151120 99.815 99.815 99.815 99.815 unch      
Sep17 151120 99.675 99.675 99.675 99.675 unch      
Dec17 151120 99.535 99.535 99.535 99.535 unch      
Mar18 151120 99.395 99.395 99.395 99.395 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec15 151119 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar16 151119 99.68 99.68 99.68 99.68 unch      
Jun16 151119 99.80 99.80 99.80 99.80 unch      
Sep16 151119 99.66 99.66 99.66 99.66 unch      
Dec16 151119 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 151119 99.96 99.96 99.96 99.96 unch      
Jun17 151119 99.82 99.82 99.82 99.82 unch      
Sep17 151119 99.68 99.68 99.68 99.68 unch      
Total Volume and Open Interest 0 8 +0
Japanese Gov't Bonds(SGX)
Dec15 151119 148.57 148.60 148.52 148.56 +0.02 710 20,362 +90
Mar16 151119 148.65 148.68 148.65 148.68 +0.04 25 52 +21
Jun16 151119 148.12 148.12 148.12 148.12 +0.04      
Total Volume and Open Interest 735 20,414 +111
Euro-Bund(EUREX)
Dec15 151120 157.96 158.19 157.78 158.02 unch 608,228 1,257,261 +18,602
Mar16 151120 159.81 160.07 159.68 159.90 unch 9,321 107,499 +4,527
Jun16 151120 158.02 158.02 158.02 158.02 unch      
Total Volume and Open Interest 617,549 1,364,760 +23,129
Euro-Bobl(EUREX)
Dec15 151120 129.83 129.93 129.82 129.89 +0.04 398,843 1,074,689 +8,478
Mar16 151120 131.42 131.47 131.41 131.45 +0.06 4,357 27,599 +3,223
Jun16 151120 129.89 129.89 129.89 129.89 +0.04      
Total Volume and Open Interest 403,200 1,102,288 +11,701
3-Mth Euribor(EUREX)
Dec15 151120 100.160 100.170 100.160 100.170 +0.020 3 28,827 +0
Mar16 151120 100.200 100.210 100.200 100.210 +0.020 3 5,229 +0
Jun16 151120 100.235 100.235 100.235 100.235 +0.025 430 9,829 -6
Total Volume and Open Interest 875 71,837 -6
Long Gilt(LIFFE)
Dec15 151120 117~30 118~08 117~27 118~05 +0~06 204,190 413,508 +10,456
Mar16 151120 117~04 117~11 116~31 117~09 +0~06 157 1,129 +140
Total Volume and Open Interest 204,347 414,637 +10,596
3-Mth Short Sterling(LIFFE)
Dec15 151120 99.41 99.42 99.41 99.42 +0.01 13,757 314,952 +434
Mar16 151120 99.37 99.38 99.36 99.38 +0.02 62,604 400,973 +5,282
Jun16 151120 99.29 99.32 99.28 99.31 +0.02 77,560 489,755 +12,304
Sep16 151120 99.19 99.22 99.19 99.22 +0.02 58,474 357,185 +4,409
Dec16 151120 99.08 99.11 99.07 99.10 +0.02 72,940 388,736 +4,155
Mar17 151120 98.96 99.00 98.95 98.99 +0.03 49,283 315,563 +2,356
Total Volume and Open Interest 595,161 3,339,575 +40,544
3-Mth Euribor(LIFFE)
Dec15 151120 100.150 100.175 100.150 100.165 +0.015 43,542 444,611 +2,957
Mar16 151120 100.190 100.210 100.185 100.205 +0.020 59,351 372,024 +7,592
Jun16 151120 100.210 100.235 100.210 100.230 +0.020 44,446 405,381 +3,794
Total Volume and Open Interest 416,621 3,703,755 +30,100
3-Mth Aus T-Bills(SFE)
Dec15 151120 97.78 97.79 97.78 97.79 unch 4,396 172,391 -1,147
Mar16 151120 97.85 97.88 97.85 97.87 +0.01 13,545 195,654 +4,062
Jun16 151120 97.89 97.92 97.88 97.91 +0.02 12,940 201,536 +200
Sep16 151120 97.89 97.92 97.89 97.92 +0.02 9,561 134,386 -1,050
Dec16 151120 97.89 97.92 97.88 97.90 +0.01 6,579 98,580 +93
Mar17 151120 97.85 97.89 97.85 97.87 +0.02 6,622 63,866 +442
Jun17 151120 97.80 97.84 97.80 97.82 +0.01 2,937 46,942 +335
Sep17 151120 97.75 97.79 97.75 97.76 +0.01 1,492 39,927 -765
Dec17 151120 97.69 97.70 97.69 97.69 unch 299 6,162 +210
Mar18 151120 97.64 97.64 97.62 97.62 unch 5 3,364 -5
Total Volume and Open Interest 58,675 967,702 +2,578
10-Year Aus T-Bonds(SFE)
Dec15 151120 97.06 97.13 97.06 97.07 +0.02 91,063 777,127 +14,370
Mar16 151120 97.07 97.07 97.07 97.07 +0.02      
Total Volume and Open Interest 91,063 777,127 +14,370
3-Year Aus T-Bonds(SFE)
Dec15 151120 97.86 97.91 97.85 97.86 -0.01 131,111 757,815 +15,585
Mar16 151120 97.86 97.86 97.86 97.86 -0.01      
Total Volume and Open Interest 131,111 757,815 +15,585
Gold(CMX)
Dec15 151120 1079.7 1087.2 1074.9 1076.3 -1.6 154,641 173,288 -15,395
Feb16 151120 1080.3 1087.3 1074.9 1076.3 -1.8 24,815 156,545 +2,364
Apr16 151120 1081.3 1088.0 1075.9 1077.1 -1.8 3,269 29,498 +527
Jun16 151120 1082.8 1088.5 1077.0 1077.8 -1.8 3,791 22,806 +1,621
Aug16 151120 1081.3 1081.3 1078.6 1078.7 -1.8 199 8,554 +5
Oct16 151120 1090.0 1090.0 1078.8 1079.6 -1.8 3 2,646 +1
Dec16 151120 1087.0 1089.9 1080.5 1080.7 -1.8 186 14,120 +94
Feb17 151120 1081.8 1081.8 1081.8 1081.8 -1.8 0 339 +0
Apr17 151120 1083.0 1083.0 1083.0 1083.0 -1.8 0 684 +0
Jun17 151120 1084.4 1084.4 1084.4 1084.4 -1.8 0 4,629 -7
Aug17 151120 1086.0 1086.0 1086.0 1086.0 -1.8      
Total Volume and Open Interest 187,052 424,574 -10,802
Silver(CMX)
Dec15 151120 1423.0 1437.0 1404.0 1409.6 -12.6 48,025 66,615 -3,706
Mar16 151120 1426.5 1439.5 1407.0 1412.6 -12.7 13,374 75,614 +4,667
May16 151120 1441.0 1441.0 1413.0 1415.6 -12.7 868 7,145 +151
Jul16 151120 1435.0 1435.0 1418.7 1418.7 -12.6 683 7,404 +15
Sep16 151120 1425.0 1425.0 1422.0 1422.0 -12.6 204 3,043 +158
Dec16 151120 1440.0 1440.0 1425.0 1426.6 -12.4 110 7,280 +32
Mar17 151120 1431.4 1431.4 1431.4 1431.4 -12.4 0 8 +0
Total Volume and Open Interest 63,572 172,003 +1,282
Platinum(NYMEX)
Jan16 151120 857.9 869.6 853.5 855.9 -2.2 13,938 68,034 +1,070
Apr16 151120 863.4 869.3 853.9 856.2 -2.2 843 5,745 +468
Jul16 151120 857.8 857.8 856.0 857.6 -2.2 11 1,850 +8
Oct16 151120 858.8 858.8 858.8 858.8 -2.2 0 14 +0
Total Volume and Open Interest 14,805 75,688 +1,544
Palladium(NYMEX)
Dec15 151120 542.85 564.00 541.15 558.90 +17.90 4,969 19,606 +135
Mar16 151120 543.25 564.35 541.35 559.20 +17.95 1,280 8,676 +676
Jun16 151120 552.10 559.70 552.10 559.70 +17.95 0 41 +0
Total Volume and Open Interest 6,257 28,335 +815
Copper(CMX)
Dec15 151120 207.30 210.30 203.05 205.50 -2.15 52,322 62,114 -3,796
Mar16 151120 207.75 210.90 203.55 205.95 -2.35 23,638 91,523 +2,960
May16 151120 208.25 211.20 205.00 206.45 -2.50 2,523 15,156 +118
Jul16 151120 209.60 210.95 205.45 206.95 -2.60 934 11,736 +28
Sep16 151120 211.40 212.00 206.15 207.40 -2.65 361 2,218 -45
Total Volume and Open Interest 80,957 192,722 -606
E-mini DJIA Index(CBOT)
Dec15 151120 17720 17884 17699 17801 +94 153,348 99,490 +3,054
Mar16 151120 17625 17801 17625 17727 +94 113 2,971 +17
Jun16 151120 17645 17645 17645 17645 +94 1 17 +1
Sep16 151120 17544 17544 17544 17544 +94 0 56 +0
Total Volume and Open Interest 153,462 102,534 +3,072
S & P 500(CME)
Dec15 151120 2077.10 2094.00 2076.40 2088.70 +9.50 8,916 98,678 +60
Mar16 151120 2081.70 2086.20 2078.20 2081.70 +9.50 36 3,755 +38
Jun16 151120 2074.70 2079.30 2071.30 2074.70 +9.40 5 3,453 +0
Sep16 151120 2068.90 2073.50 2065.50 2068.90 +9.40 0 1 +0
Total Volume and Open Interest 8,957 105,887 +98
S & P 500 E-Mini(Globex)
Dec15 151120 2078.25 2094.50 2076.00 2088.75 +9.50 1,543,330 2,788,869 +17,630
Mar16 151120 2069.00 2087.50 2069.00 2081.75 +9.50 5,806 100,905 +2,815
Jun16 151120 2063.75 2080.00 2062.25 2074.75 +9.50 214 6,161 +121
Sep16 151120 2065.00 2072.50 2065.00 2069.00 +9.50 1 34 -1
Total Volume and Open Interest 1,549,352 2,895,975 +20,565
NASDAQ 100 E-Mini(Globex)
Dec15 151120 4656.80 4691.50 4652.30 4689.50 +29.50 242,823 344,119 -568
Mar16 151120 4651.00 4688.30 4648.80 4685.00 +29.70 284 4,918 +135
Jun16 151120 4678.80 4678.80 4678.80 4678.80 +29.80 1 228 +0
Total Volume and Open Interest 243,108 349,342 -433
S&P Midcap 400(CME) e-Mini
Dec15 151120 1436.70 1450.60 1435.60 1446.10 +7.80 20,225 86,255 -215
Mar16 151120 1441.10 1444.00 1441.10 1441.10 +7.80 0 4 +0
Jun16 151120 1433.00 1433.00 1433.00 1433.00 +7.80      
Total Volume and Open Interest 20,225 86,271 -215
Volatility Index(CBOE)
Nov15 151117 18.15 19.80 17.54 18.95 +0.87 104,559 91,679 -12,880
Dec15 151120 18.20 18.30 17.35 17.43 -0.75 90,641 0 -163,214
Jan16 151120 18.85 18.88 18.25 18.28 -0.55 32,320 0 -29,566
Feb16 151120 19.22 19.27 18.79 18.88 -0.40 14,088 0 -22,904
Total Volume and Open Interest 149,422 266,681 +7,698
Russell 2000(ICE)
Dec15 151120 1162.40 1178.10 1161.60 1172.90 +9.20 98,420 379,416 +421
Mar16 151120 1166.10 1170.40 1166.10 1167.90 +9.20 363 9,737 +288
Jun16 151120 1164.20 1164.20 1164.20 1164.20 +9.20      
Total Volume and Open Interest 98,783 389,154 +709
Nikkei 225(CME)
Dec15 151120 19865 19975 19740 19945 +80 10,353 53,911 +1,469
Mar16 151120 19840 20010 19805 19980 +60 5 137 +5
Total Volume and Open Interest 10,358 54,049 +1,474
Nikkei 225(SGX)
Dec15 151120 19870 19930 19715 19880 +20 82,957 253,487 +7,148
Mar16 151120 19875 19885 19710 19855 +20 905 2,548 +425
Jun16 151119 19720 19720 19720 19720 +195 0 205 +0
Total Volume and Open Interest 83,816 257,937 +4,410
CAC 40(EURONEXT)
Nov15 151120 4909.0 4933.0 4881.0 4926.0 +12.0 164,704 227,534 -65,857
Dec15 151120 4910.0 4934.5 4877.0 4910.0 -2.0 106,588 235,971 +77,742
Jan16 151120 4910.0 4920.0 4882.0 4904.5 -2.0 0 24 +24
Total Volume and Open Interest 271,297 463,929 +11,916
Hang Seng Index(HKFE)
Nov15 151120 22476 22822 22423 22761 +278 106,192 89,700 +448
Dec15 151120 22499 22844 22448 22785 +280 858 13,520 -158
Total Volume and Open Interest 107,124 106,864 +321
DAX(EUREX)
Dec15 151120 11064.0 11166.0 11049.0 11126.0 +37.0 90,287 138,518 -1,792
Mar16 151120 11075.5 11170.0 11075.5 11134.0 +37.0 696 22,820 +15
Jun16 151120 11153.0 11192.0 11100.0 11162.0 +37.0 9 2,069 +2
Total Volume and Open Interest 90,992 163,407 -1,775
FT-SE 100(EURONEXT)
Dec15 151120 6325.00 6361.50 6305.00 6335.00 -0.50 89,324 562,325 -2,979
Mar16 151120 6290.50 6310.00 6268.00 6287.00 -0.50 612 7,607 -230
Jun16 151120 6238.50 6238.50 6238.50 6238.50 -0.50 0 1,759 +0
Total Volume and Open Interest 89,936 571,691 -3,209
SPI 200(SFE)
Dec15 151120 5254.0 5286.0 5238.0 5264.0 +8.0 29,990 272,242 +637
Mar16 151120 5208.0 5208.0 5208.0 5208.0 +8.0 15 4,169 +0
Jun16 151120 5198.0 5198.0 5198.0 5198.0 +8.0 0 1,178 +0
Total Volume and Open Interest 31,270 281,133 +1,510
FTSE MIB(ISE)
Dec15 151120 22215.00 22230.00 21905.00 22079.00 -63.00 25,002 67,096 -1,068
Mar16 151120 22095.00 22235.00 21985.00 22101.00 -61.00 23 1,162 +3
Jun16 151120 21682.00 21682.00 21682.00 21682.00 -61.00      
Total Volume and Open Interest 25,025 68,258 -1,065
KOSPI 200(KFE)
Dec15 151120 245.15 245.35 244.95 245.05 +0.10 94,149 112,781 +130
Mar16 151120 242.95 242.95 242.95 242.95 +0.15 301 3,853 +55
Jun16 151120 244.00 244.00 244.00 244.00 +0.60 18 648 +26
Total Volume and Open Interest 94,468 118,619 +211
GSCI(CME)
Dec15 151120 337.20 341.25 336.75 337.10 -0.20 134 13,351 -21
Jan16 151120 340.60 343.05 340.60 340.60 -0.20 25 25 +25
Feb16 151120 344.60 344.60 344.60 344.60 -0.20      
Total Volume and Open Interest 159 13,376 +4
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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