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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 December 11, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan16 151211 878.25 884.25 870.00 870.75 -7.50 122,830 215,374 -6,186
Mar16 151211 881.00 887.75 873.00 873.75 -7.50 67,568 211,683 +7,310
May16 151211 887.50 894.25 879.50 880.00 -7.50 19,034 93,108 +684
Jul16 151211 894.00 901.25 886.00 886.50 -7.50 12,282 89,929 +237
Aug16 151211 894.00 902.75 888.00 888.50 -7.50 1,045 11,249 -19
Sep16 151211 893.50 900.00 887.00 887.50 -7.75 605 2,368 -80
Nov16 151211 898.25 905.00 889.50 890.25 -8.50 5,973 72,833 +441
Jan17 151211 906.00 907.00 896.25 896.25 -8.75 204 827 +34
Mar17 151211 899.50 899.50 899.50 899.50 -7.75 199 912 +76
May17 151211 917.00 917.00 903.25 903.25 -8.00 31 620 -6
Jul17 151211 909.00 909.00 909.00 909.00 -8.00 25 902 -2
Aug17 151211 906.25 906.25 906.25 906.25 -8.00 0 42 +0
Sep17 151211 901.00 901.00 901.00 901.00 -8.00 0 24 +0
Nov17 151211 897.75 897.75 897.50 897.50 -8.50 29 1,082 +11
Total Volume and Open Interest 229,825 700,967 +2,500
Soybean Meal(CBOT)
Dec15 151211 276.50 276.50 271.10 272.20 -2.00 726 607 -418
Jan16 151211 274.00 276.80 272.00 273.70 -0.10 54,493 102,123 -9,060
Mar16 151211 276.00 278.70 273.70 275.50 -0.20 42,468 127,782 +9,100
May16 151211 278.90 281.40 276.50 277.90 -0.50 8,938 68,260 +660
Jul16 151211 281.70 283.80 279.40 280.50 -0.50 6,441 49,697 +346
Aug16 151211 282.60 285.00 280.80 281.80 -0.60 1,111 14,758 +109
Sep16 151211 283.60 286.00 281.90 282.90 -0.60 1,036 12,411 -28
Oct16 151211 284.10 286.20 282.40 283.10 -0.80 790 10,293 +121
Dec16 151211 285.40 287.40 283.30 284.20 -1.10 2,721 31,163 +315
Jan17 151211 288.00 288.00 285.50 285.50 -1.10 172 1,628 -90
Total Volume and Open Interest 118,935 422,326 +1,067
Soybean Oil(CBOT)
Dec15 151211 31.37 31.37 31.08 31.08 -0.43 997 454 -368
Jan16 151211 31.79 31.97 31.26 31.36 -0.43 74,535 99,176 -7,919
Mar16 151211 32.03 32.21 31.51 31.60 -0.43 47,370 122,510 +4,257
May16 151211 32.17 32.36 31.66 31.76 -0.42 12,716 75,682 +585
Jul16 151211 32.31 32.49 31.81 31.91 -0.43 6,981 59,085 -709
Aug16 151211 32.34 32.48 31.90 31.92 -0.45 963 9,003 -133
Sep16 151211 32.37 32.48 31.82 31.92 -0.46 1,248 7,528 +63
Oct16 151211 32.31 32.41 31.73 31.84 -0.44 501 8,484 +30
Dec16 151211 32.30 32.70 31.76 31.86 -0.43 3,087 28,300 -225
Jan17 151211 32.55 32.55 32.08 32.08 -0.41 198 1,888 -39
Total Volume and Open Interest 148,926 415,473 -4,428
Canola(WCE)
Jan16 151211 474.0 477.0 472.8 476.4 +2.4 6,207 53,313 -2,558
Mar16 151211 483.5 486.3 482.0 485.8 +2.2 9,916 97,111 +2,826
May16 151211 492.0 493.7 489.7 493.3 +1.8 1,823 14,005 +480
Jul16 151211 498.0 498.9 495.0 498.6 +1.8 729 14,487 -23
Nov16 151211 494.0 494.9 491.8 494.5 +0.7 598 11,639 -46
Total Volume and Open Interest 19,371 190,946 +699
Corn(CBOT)
Dec15 151211 377.00 378.75 372.75 373.00 -4.25 3,550 4,444 -1,967
Mar16 151211 378.75 380.25 374.50 375.25 -4.00 179,986 718,064 -350
May16 151211 383.75 385.25 379.75 380.25 -4.00 39,829 186,095 +5,355
Jul16 151211 388.25 389.75 384.50 384.75 -4.00 22,649 164,430 -1,058
Sep16 151211 392.00 393.25 388.25 388.50 -3.75 3,607 66,776 +544
Dec16 151211 399.00 400.00 395.50 396.00 -3.25 10,126 127,725 +871
Mar17 151211 408.25 409.00 405.00 405.25 -3.50 385 7,380 -3
May17 151211 413.50 413.50 411.25 411.50 -3.25 124 1,844 -9
Jul17 151211 419.25 419.50 416.25 416.75 -3.00 75 2,414 +32
Sep17 151211 411.50 413.25 410.50 411.00 -3.25 74 1,126 +52
Total Volume and Open Interest 260,546 1,284,180 +3,495
Wheat(CBOT)
Dec15 151211 487.50 491.25 480.00 482.75 -1.75 36 86 -88
Mar16 151211 495.25 498.00 487.50 490.50 -5.00 56,275 211,782 -4,830
May16 151211 500.75 503.25 493.00 496.25 -4.75 10,253 50,590 +1,327
Jul16 151211 504.25 507.25 497.25 500.50 -4.50 9,029 54,763 +726
Sep16 151211 512.75 516.25 507.50 510.50 -4.25 4,382 9,713 +276
Dec16 151211 527.00 529.75 520.25 524.00 -4.00 3,735 18,288 +118
Total Volume and Open Interest 83,884 347,334 -2,459
Wheat(KCBT)
Dec15 151211 478.00 478.00 468.25 468.25 -7.50 10 60 -8
Mar16 151211 488.50 490.50 480.50 482.50 -7.25 13,561 110,746 -956
May16 151211 499.00 500.50 491.00 492.75 -7.25 3,033 20,627 +299
Jul16 151211 509.50 511.00 501.25 502.75 -7.50 3,638 40,926 +197
Sep16 151211 522.25 524.00 516.25 516.75 -7.50 303 6,363 +105
Dec16 151211 541.50 542.00 534.75 534.75 -7.50 300 10,566 +68
Total Volume and Open Interest 20,845 189,934 -295
Wheat(MGE)
Dec15 151211 513.75 513.75 498.25 498.25 -30.75 1 9 +0
Mar16 151211 515.00 515.25 506.75 507.75 -7.75 7,023 36,926 -226
May16 151211 524.00 525.25 517.25 518.25 -7.00 2,118 12,607 +327
Jul16 151211 532.75 533.75 526.00 527.00 -7.25 1,092 9,679 +158
Sep16 151211 544.00 545.25 537.00 538.25 -7.00 263 4,886 -9
Total Volume and Open Interest 10,654 67,656 +273
Oats(CBOT)
Dec15 151211 268.00 268.25 256.50 256.50 -5.00 0 56 -100
Mar16 151211 237.50 238.75 232.25 232.50 -5.00 531 6,969 +13
May16 151211 235.00 235.00 231.00 231.00 -4.25 55 923 +42
Jul16 151211 235.00 235.00 232.25 232.25 -4.00 20 289 +17
Total Volume and Open Interest 606 8,265 -28
Rough Rice(CBOT)
Jan16 151211 11.19 11.23 10.98 11.06 -0.05 543 7,764 +100
Mar16 151211 11.47 11.49 11.25 11.32 -0.06 467 4,085 +190
May16 151211 11.60 11.65 11.60 11.61 -0.06 131 2,004 +0
Jul16 151211 11.87 11.87 11.87 11.87 -0.05 113 880 +56
Total Volume and Open Interest 1,258 14,831 +346
Live Cattle(CME)
Dec15 151211 121.100 122.885 120.300 121.450 -0.100 5,413 8,542 -2,139
Feb16 151211 126.330 127.535 124.730 126.250 -0.285 29,834 119,540 +173
Apr16 151211 127.300 128.450 126.000 127.350 -0.300 12,466 59,535 +501
Jun16 151211 118.930 119.650 117.500 118.800 -0.335 9,048 38,742 +1,062
Aug16 151211 116.300 116.930 114.850 116.230 -0.370 2,985 11,855 +612
Oct16 151211 117.350 118.000 115.950 117.285 -0.350 1,263 6,819 +247
Total Volume and Open Interest 61,873 251,733 +672
Feeder Cattle(CME)
Jan16 151211 152.850 154.080 149.285 152.130 -0.920 6,495 15,048 -368
Mar16 151211 150.700 151.935 147.200 150.130 -0.720 4,195 9,648 +551
Apr16 151211 151.500 153.100 148.330 151.080 -1.070 1,518 3,082 -43
May16 151211 152.700 154.000 148.935 151.735 -1.450 1,448 4,119 +297
Aug16 151211 154.785 156.000 151.235 153.985 -1.095 848 2,937 +198
Sep16 151211 152.535 153.900 149.235 151.750 -1.500 66 189 +18
Oct16 151211 149.985 150.130 149.550 149.550 -2.030 35 142 +17
Total Volume and Open Interest 14,628 35,320 +685
Lean Hogs(CME)
Dec15 151211 56.350 56.500 55.950 56.000 -0.235 4,046 13,575 -837
Feb16 151211 59.000 61.750 59.000 60.550 +1.315 11,794 81,137 -489
Apr16 151211 63.200 65.500 63.180 64.700 +1.450 5,372 40,119 -156
May16 151211 71.080 72.200 71.080 72.000 +1.350 42 747 +2
Jun16 151211 74.930 76.730 74.885 76.180 +1.080 4,391 22,494 +683
Jul16 151211 75.700 76.950 75.535 76.450 +0.800 1,422 7,462 +82
Aug16 151211 75.650 76.385 75.350 76.100 +0.450 1,134 5,338 +93
Oct16 151211 67.285 67.950 67.000 67.650 +0.400 415 4,182 +140
Total Volume and Open Interest 28,738 178,548 -455
Class III Milk(CME)
Dec15 151211 14.60 14.62 14.52 14.56 -0.04 104 4,262 -38
Jan16 151211 14.08 14.08 13.57 13.70 -0.33 274 3,934 +76
Feb16 151211 14.20 14.26 13.90 14.01 -0.23 150 3,184 +76
Mar16 151211 14.63 14.63 14.40 14.46 -0.19 103 2,866 +60
Apr16 151211 14.99 15.00 14.81 14.86 -0.19 55 2,194 +38
May16 151211 15.40 15.41 15.14 15.17 -0.27 79 1,956 +70
Jun16 151211 15.77 15.77 15.48 15.50 -0.30 62 1,699 +53
Jul16 151211 16.17 16.18 15.90 15.90 -0.29 51 1,408 +34
Aug16 151211 16.39 16.39 16.20 16.22 -0.23 44 1,327 +40
Sep16 151211 16.60 16.60 16.43 16.43 -0.19 48 1,319 +34
Oct16 151211 16.60 16.60 16.35 16.37 -0.23 40 1,230 +28
Nov16 151211 16.43 16.44 16.27 16.32 -0.11 59 1,151 +51
Dec16 151211 16.39 16.40 16.27 16.27 -0.12 27 1,088 +21
Total Volume and Open Interest 1,097 27,937 +544
Cocoa(ICE)
Dec15 151211 3349 3350 3348 3348 +4 3 48 -12
Mar16 151211 3356 3362 3309 3353 +6 16,360 122,225 +715
May16 151211 3349 3355 3304 3347 +6 3,369 43,852 -373
Jul16 151211 3345 3350 3298 3342 +7 1,460 21,456 +0
Sep16 151211 3333 3341 3289 3335 +8 3,751 16,785 -769
Dec16 151211 3310 3316 3270 3312 +9 145 11,121 -3
Mar17 151211 3282 3296 3249 3292 +12 43 19,809 -28
Total Volume and Open Interest 25,136 242,088 -473
Coffee "C"(ICE)
Dec15 151211 118.10 118.10 118.10 118.10 -4.55 3 100 -27
Mar16 151211 126.35 126.40 120.85 121.20 -5.15 12,425 88,359 -1,081
May16 151211 128.40 128.40 123.00 123.30 -5.10 1,481 32,202 -62
Jul16 151211 130.15 130.30 125.05 125.30 -5.05 789 15,957 -99
Sep16 151211 131.95 131.95 126.95 127.20 -4.95 456 9,679 +62
Dec16 151211 134.30 134.35 129.50 129.80 -4.80 243 11,804 +44
Total Volume and Open Interest 15,507 164,616 -1,139
Orange Juice(ICE)
Jan16 151211 149.40 150.95 148.90 150.10 +1.50 1,375 7,950 -286
Mar16 151211 150.00 150.70 148.75 150.10 +1.75 690 5,285 +251
May16 151211 149.55 150.45 149.50 149.75 +1.45 53 1,222 +14
Jul16 151211 149.50 150.00 149.50 150.00 +0.70 16 416 +9
Sep16 151211 149.45 149.45 149.45 149.45 unch 0 76 +0
Nov16 151211 149.45 149.45 149.45 149.45 unch 0 4 +0
Total Volume and Open Interest 2,134 14,956 -12
Sugar #11(ICE)
Mar16 151211 14.65 14.72 14.51 14.58 +0.03 39,182 418,482 -3,466
May16 151211 14.31 14.34 14.15 14.22 +0.04 12,690 173,705 +1,771
Jul16 151211 14.02 14.05 13.87 13.94 +0.05 4,427 118,309 +803
Oct16 151211 14.01 14.11 13.94 13.99 +0.04 2,814 74,779 -1,305
Mar17 151211 14.42 14.53 14.38 14.43 +0.05 598 42,321 +145
May17 151211 14.18 14.28 14.13 14.19 +0.04 78 8,628 -26
Jul17 151211 13.94 14.02 13.87 13.92 +0.02 108 9,750 -27
Oct17 151211 13.90 13.96 13.84 13.86 unch 22 9,413 -15
Total Volume and Open Interest 59,931 862,608 -2,120
London Cocoa(LCE)
Dec15 151211 2252 2257 2226 2257 +13 5,421 18,440 -3,702
Mar16 151211 2280 2290 2240 2278 -1 10,257 90,784 -788
May16 151211 2277 2285 2238 2273 -1 3,721 37,508 +257
Jul16 151211 2279 2280 2233 2268 -2 1,835 36,077 -62
Sep16 151211 2271 2271 2226 2261 -1 476 35,265 -78
Dec16 151211 2238 2238 2201 2230 +1 148 23,188 -41
Mar17 151211 2206 2210 2178 2207 +4 36 28,491 -14
Total Volume and Open Interest 21,895 270,388 -4,428
London Sugar(LCE)
Mar16 151211 400.50 404.10 398.80 399.20 +1.00 2,340 43,337 +138
May16 151211 399.70 402.10 397.00 397.80 +0.60 771 18,824 +60
Aug16 151211 397.70 400.60 395.50 396.80 +1.70 446 10,305 -58
Oct16 151211 396.70 398.90 394.10 395.30 +1.30 57 5,371 +20
Dec16 151211 398.10 399.80 395.80 396.80 +0.60 42 1,896 +8
Total Volume and Open Interest 3,677 81,735 +174
Cotton(ICE)
Mar16 151211 63.77 63.91 63.43 63.71 -0.06 20,799 146,818 +3,741
May16 151211 64.62 64.65 64.22 64.49 -0.06 3,940 27,926 +633
Jul16 151211 65.01 65.23 64.86 65.14 -0.06 1,454 12,064 +622
Oct16 151211 64.83 64.83 64.83 64.83 +0.19 0 3 +0
Dec16 151211 65.00 65.24 64.87 65.16 -0.07 600 9,700 +296
Mar17 151211 65.45 65.53 65.45 65.53 +0.16 18 408 +8
Total Volume and Open Interest 26,819 197,077 +5,303
Lumber(CME)
Jan16 151211 262.1 262.5 259.4 260.8 -2.9 553 2,220 -142
Mar16 151211 261.5 262.5 258.8 260.0 -2.9 254 1,671 +52
May16 151211 263.2 263.6 261.3 261.3 -2.6 14 366 +6
Jul16 151211 262.4 262.4 262.4 262.4 -2.6 0 18 +0
Total Volume and Open Interest 821 4,283 -84
Crude Oil(NYM)
Jan16 151211 36.63 36.84 35.16 35.62 -1.14 646,166 329,005 -60,015
Feb16 151211 38.29 38.53 36.82 37.25 -1.18 266,971 294,006 +33,578
Mar16 151211 39.61 39.82 38.18 38.57 -1.21 154,592 223,904 +6,264
Apr16 151211 40.65 40.74 39.19 39.59 -1.23 55,613 89,466 -304
May16 151211 41.33 41.60 40.07 40.45 -1.24 28,006 72,413 +2,048
Jun16 151211 42.02 42.27 40.78 41.15 -1.23 54,821 118,737 +681
Jul16 151211 42.61 42.77 41.36 41.77 -1.21 14,841 35,640 +446
Aug16 151211 43.30 43.30 41.93 42.37 -1.18 14,216 32,171 +553
Sep16 151211 43.87 43.87 42.49 42.95 -1.15 18,993 59,672 +1,278
Oct16 151211 44.24 44.27 43.00 43.49 -1.12 5,739 29,857 +54
Nov16 151211 44.01 44.01 44.01 44.01 -1.10 3,345 25,091 +1,132
Dec16 151211 45.48 45.51 44.03 44.54 -1.08 35,280 158,172 -1,447
Jan17 151211 44.90 44.95 44.85 44.95 -1.06 905 21,583 +166
Feb17 151211 45.36 45.36 45.36 45.36 -1.03 538 9,935 +1
Mar17 151211 45.70 45.78 45.70 45.78 -1.00 1,222 9,802 +129
Apr17 151211 46.19 46.19 46.19 46.19 -0.98 203 6,018 +63
Total Volume and Open Interest 1,320,644 1,699,480 -14,093
e-miNY Crude Oil(NYM)
Jan16 151211 36.625 36.825 35.150 35.625 -1.125 13,716 4,212 +191
Feb16 151211 38.300 38.500 36.800 37.250 -1.175 1,021 1,402 +89
Mar16 151211 39.450 39.500 38.200 38.575 -1.200 473 227 +42
Apr16 151211 40.550 40.600 39.325 39.600 -1.225 240 104 +14
May16 151211 40.725 40.725 40.200 40.450 -1.250 67 311 +51
Jun16 151211 41.400 41.400 41.000 41.150 -1.225 3 41 +1
Jul16 151211 41.775 41.775 41.775 41.775 -1.200 0 9 +0
Aug16 151211 42.375 42.375 42.375 42.375 -1.175 0 3 +0
Sep16 151211 42.950 42.950 42.950 42.950 -1.150 0 6 +0
Oct16 151211 43.500 43.500 43.500 43.500 -1.100 0 2 +0
Total Volume and Open Interest 15,521 6,630 +387
NY Harbor ULSD(NYM)
Jan16 151211 121.55 121.79 113.67 114.56 -7.95 62,397 77,302 -4,203
Feb16 151211 124.87 124.87 117.31 118.11 -7.25 33,701 60,218 +3,787
Mar16 151211 130.00 130.00 120.52 121.21 -6.64 25,940 54,252 +2,277
Apr16 151211 128.89 129.07 123.41 123.61 -6.19 11,917 32,508 +82
May16 151211 131.16 131.25 125.74 126.22 -5.76 7,577 24,036 +557
Jun16 151211 133.41 133.41 128.04 128.69 -5.36 9,862 32,264 +593
Jul16 151211 135.00 135.06 130.52 131.15 -5.00 1,995 8,758 -84
Aug16 151211 137.76 137.78 133.09 133.50 -4.73 1,070 7,544 +280
Sep16 151211 139.50 139.50 135.39 135.80 -4.62 927 6,886 +42
Oct16 151211 140.87 141.22 137.39 138.05 -4.59 458 4,025 +141
Nov16 151211 143.40 143.40 139.73 140.12 -4.60 854 4,006 +195
Dec16 151211 146.29 146.42 141.21 142.11 -4.59 2,930 28,669 +589
Jan17 151211 146.70 146.70 144.23 144.23 -4.53 286 3,131 +132
Feb17 151211 149.52 149.52 145.50 145.81 -4.39 109 803 -2
Total Volume and Open Interest 160,933 352,203 +4,528
RBOB Gasoline(NYM)
Jan16 151211 127.99 130.12 125.89 128.15 +0.13 72,644 98,412 -5,598
Feb16 151211 129.15 130.70 127.01 129.08 +0.07 44,782 67,930 +3,694
Mar16 151211 131.83 133.31 128.12 131.78 +0.01 29,752 44,454 +2,321
Apr16 151211 152.74 154.87 151.40 153.31 -0.25 15,556 34,649 +1,106
May16 151211 155.42 155.79 152.95 154.80 -0.39 7,584 27,245 +1,230
Jun16 151211 154.04 156.18 152.66 154.58 -0.52 8,258 21,541 +237
Jul16 151211 153.54 154.27 151.52 153.37 -0.66 2,629 11,604 +165
Aug16 151211 152.18 152.18 150.11 151.47 -0.79 1,824 10,332 +68
Sep16 151211 149.63 149.63 147.17 148.87 -0.88 4,027 14,557 +1,003
Oct16 151211 135.25 135.25 132.71 134.30 -1.06 827 7,073 -289
Total Volume and Open Interest 192,367 370,112 +4,196
e-miNY RBOB Gasoline(NYM)
Jan16 151211 128.20 128.20 128.15 128.20 +0.20 0 1 +0
Feb16 151211 129.10 129.10 129.08 129.10 +0.10      
Mar16 151211 131.80 131.80 131.78 131.80 unch      
Apr16 151211 153.30 153.31 153.30 153.30 -0.30      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan16 151211 2.003 2.011 1.959 1.990 -0.025 153,581 262,487 -27,227
Feb16 151211 2.061 2.066 2.022 2.050 -0.025 75,272 132,808 +14,479
Mar16 151211 2.117 2.119 2.081 2.107 -0.022 67,842 183,327 +13,122
Apr16 151211 2.190 2.200 2.163 2.192 -0.016 37,374 101,062 -3,354
May16 151211 2.262 2.263 2.227 2.254 -0.016 16,851 55,954 +2,165
Jun16 151211 2.314 2.320 2.287 2.311 -0.016 10,030 33,493 +1,411
Jul16 151211 2.374 2.374 2.345 2.366 -0.018 9,721 23,827 -688
Aug16 151211 2.406 2.408 2.376 2.399 -0.017 4,394 21,726 +406
Sep16 151211 2.412 2.417 2.387 2.409 -0.017 9,248 31,804 +3,957
Oct16 151211 2.429 2.439 2.409 2.430 -0.016 12,729 43,634 +3,267
Nov16 151211 2.502 2.518 2.491 2.509 -0.017 383 12,886 +57
Dec16 151211 2.680 2.680 2.651 2.667 -0.017 1,067 15,530 -68
Jan17 151211 2.764 2.781 2.752 2.773 -0.017 2,439 25,789 +409
Feb17 151211 2.767 2.772 2.763 2.772 -0.016 737 4,777 +183
Mar17 151211 2.722 2.744 2.722 2.743 -0.013 1,377 11,205 +464
Apr17 151211 2.625 2.625 2.593 2.610 -0.008 451 10,109 -62
Total Volume and Open Interest 405,236 1,010,190 +8,554
Brent Crude Oil(ICE)
Jan16 151211 39.55 39.74 37.36 37.93 -1.80 284,646 174,830 -46,451
Feb16 151211 39.91 40.13 37.73 38.32 -1.81 267,927 381,192 +4,909
Mar16 151211 40.61 40.81 38.46 39.02 -1.79 135,490 359,239 +13,816
Apr16 151211 41.52 41.71 39.45 39.98 -1.74 67,068 159,614 -7,891
May16 151211 42.46 42.60 40.40 40.95 -1.68 26,722 103,148 +1,330
Jun16 151211 43.38 43.50 41.36 41.92 -1.60 61,543 154,204 +187
Jul16 151211 44.11 44.31 42.29 42.79 -1.54 15,286 59,895 +3,137
Aug16 151211 44.80 44.98 43.03 43.56 -1.46 6,212 43,228 +476
Sep16 151211 45.46 45.65 43.73 44.28 -1.40 10,491 49,864 +701
Oct16 151211 45.75 45.92 44.74 44.96 -1.35 3,147 31,734 -224
Nov16 151211 46.58 46.58 45.34 45.62 -1.32 2,214 27,255 +464
Dec16 151211 47.33 47.54 45.65 46.28 -1.28 50,079 194,369 -2,723
Jan17 151211 46.88 46.88 46.88 46.88 -1.25 3,224 25,968 +335
Feb17 151211 47.47 47.47 47.47 47.47 -1.21 1,631 27,323 +240
Total Volume and Open Interest 965,949 2,104,818 -29,231
Gas Oil(ICE)
Jan16 151211 362.50 364.00 339.25 343.25 -21.75 121,128 149,266 +6,125
Feb16 151211 372.25 372.75 350.25 354.00 -20.00 63,714 100,088 +8,895
Mar16 151211 380.25 381.50 361.25 364.00 -18.25 33,109 58,330 +4,893
Apr16 151211 387.75 388.50 370.25 372.75 -16.50 14,444 39,503 +761
May16 151211 393.50 395.00 379.00 381.25 -14.75 8,325 33,239 +347
Jun16 151211 399.25 400.50 385.75 388.50 -13.00 17,902 51,812 +1,907
Jul16 151211 406.50 406.50 392.75 395.50 -12.00 1,887 17,627 -292
Aug16 151211 411.00 412.25 399.00 401.75 -11.50 1,228 12,647 +283
Sep16 151211 416.25 417.50 404.50 407.50 -11.25 2,037 18,590 +762
Oct16 151211 424.00 424.00 411.50 414.25 -11.00 1,424 15,228 -163
Total Volume and Open Interest 323,008 680,334 +4,393
Ethanol(CBOT)
Jan16 151211 1.450 1.463 1.446 1.455 -0.010 228 1,862 -128
Feb16 151211 1.475 1.475 1.457 1.468 -0.007 453 893 -87
Mar16 151211 1.482 1.482 1.482 1.482 -0.006 305 436 -69
Apr16 151211 1.496 1.496 1.496 1.496 -0.006 0 434 +0
May16 151211 1.514 1.514 1.510 1.510 -0.006 0 155 +0
Jun16 151211 1.504 1.504 1.504 1.504 -0.006 0 217 +0
Jul16 151211 1.499 1.499 1.499 1.499 -0.006 0 54 +0
Aug16 151211 1.494 1.494 1.494 1.494 -0.006 0 56 +0
Total Volume and Open Interest 986 4,269 -284
WTI Crude Oil(ICE)
Jan16 151211 36.60 36.81 35.17 35.62 -1.14 70,753 66,803 -8,384
Feb16 151211 38.26 38.42 36.92 37.25 -1.18 56,993 68,890 +9,016
Mar16 151211 39.58 39.75 38.25 38.57 -1.21 29,886 59,907 +1,263
Apr16 151211 40.51 40.65 39.26 39.59 -1.23 13,334 17,586 +239
May16 151211 41.49 41.49 40.11 40.45 -1.24 7,120 8,357 -571
Jun16 151211 42.18 42.18 40.95 41.15 -1.23 7,123 34,848 +12
Jul16 151211 42.09 42.09 41.67 41.77 -1.21 1,201 2,958 -17
Aug16 151211 43.33 43.33 42.37 42.37 -1.18 841 5,631 +212
Sep16 151211 43.24 43.24 42.95 42.95 -1.15 1,170 10,329 +3
Oct16 151211 43.49 43.49 43.49 43.49 -1.12 178 3,231 +21
Nov16 151211 44.01 44.01 44.01 44.01 -1.10 141 7,453 +35
Dec16 151211 45.39 45.39 44.12 44.54 -1.08 4,409 50,431 +375
Jan17 151211 44.95 44.95 44.95 44.95 -1.06 29 4,566 -10
Feb17 151211 45.36 45.36 45.36 45.36 -1.03 9 1,632 +0
Mar17 151211 45.78 45.78 45.78 45.78 -1.00 36 3,318 +24
Apr17 151211 46.19 46.19 46.19 46.19 -0.98 1 1,424 +0
Total Volume and Open Interest 195,009 399,295 +2,241
US Dollar Index(ICE)
Dec15 151211 97.980 98.195 97.325 97.550 -0.410 49,354 50,371 -14,581
Mar16 151211 98.050 98.155 97.375 97.605 -0.440 30,210 44,924 +13,861
Jun16 151211 98.180 98.180 97.550 97.700 -0.438 139 634 -9
Total Volume and Open Interest 79,758 96,056 -742
Australian Dollar(CME)
Dec15 151211 72.63 72.72 71.83 71.89 -0.98 147,975 85,719 -32,096
Mar16 151211 72.29 72.38 71.49 71.55 -0.98 68,053 78,708 +34,470
Jun16 151211 71.25 71.25 71.25 71.25 -0.99 14 51 +0
Total Volume and Open Interest 216,042 164,513 +2,374
British Pound(CME)
Dec15 151211 151.57 152.41 151.27 152.31 +0.77 149,244 95,913 -54,580
Mar16 151211 151.58 152.42 151.26 152.31 +0.77 83,515 99,544 +50,167
Jun16 151211 151.59 152.40 151.33 152.33 +0.74 2 316 +1
Total Volume and Open Interest 232,762 195,834 -4,411
Canadian Dollar(CME)
Dec15 151211 73.35 73.36 72.68 72.80 -0.64 112,734 72,685 -31,437
Mar16 151211 73.33 73.36 72.69 72.80 -0.64 57,608 89,792 +32,916
Jun16 151211 73.26 73.39 72.75 72.81 -0.65 115 1,428 +29
Sep16 151211 73.25 73.25 72.80 72.85 -0.65 27 336 +13
Total Volume and Open Interest 170,515 164,400 +1,543
Japanese Yen(CME)
Dec15 151211 82.21 82.94 81.81 82.81 +0.59 280,820 103,624 -87,265
Mar16 151211 82.42 83.14 82.00 83.01 +0.59 151,730 132,972 +78,349
Jun16 151211 82.37 83.30 82.28 83.25 +0.60 67 459 +62
Total Volume and Open Interest 432,622 237,205 -8,850
Swiss Franc(CME)
Dec15 151211 101.22 102.02 101.04 101.82 +0.67 42,968 46,838 -5,808
Mar16 151211 101.58 102.41 101.42 102.21 +0.69 23,198 36,416 +11,878
Jun16 151211 102.12 102.70 101.98 102.65 +0.67 8 44 +0
Total Volume and Open Interest 66,174 83,328 +6,070
EuroFX(CME)
Dec15 151211 109.43 110.31 109.27 109.92 +0.55 446,556 259,799 -77,760
Mar16 151211 109.70 110.60 109.54 110.20 +0.55 231,644 270,488 +136,180
Jun16 151211 109.99 110.88 109.86 110.50 +0.55 222 1,953 +6
Total Volume and Open Interest 678,494 533,377 +58,456
Mexican Peso(CME)
Dec15 151211 581.25 581.75 573.38 575.25 -6.00 63,872 90,280 -16,150
Jan16 151211 574.38 574.38 574.38 574.38 -6.13      
Total Volume and Open Interest 95,274 201,747 +1,857
Brazilian Real(CME)
Jan16 151211 261.25 261.25 254.15 256.15 -5.70 3,166 15,526 -1,624
Feb16 151211 254.05 254.05 253.75 254.05 -5.45 0 16 +0
Mar16 151211 253.00 254.00 251.00 251.35 -5.70 366 3,584 -211
Apr16 151211 249.10 249.10 249.10 249.10 -5.50      
Total Volume and Open Interest 3,532 19,534 -1,835
30-Year T-Bonds(CBOT)
Dec15 151211 156~240 158~280 156~240 158~190 +2~040 1,765 13,547 -819
Mar16 151211 155~050 157~170 155~040 157~070 +2~030 272,502 515,183 +1,376
Jun16 151211 155~100 155~290 155~100 155~290 +2~030 1 1 +1
Total Volume and Open Interest 274,268 528,731 +558
10-Year T-Notes(CBOT)
Dec15 151211 126~295 127~280 126~295 127~230 +0~245 17,511 49,653 -8,903
Mar16 151211 126~100 127~100 126~090 127~050 +0~265 1,155,916 2,655,899 +28,466
Jun16 151211 126~200 126~200 126~200 126~200 +0~275 0 47 +0
Total Volume and Open Interest 1,173,427 2,705,599 +19,563
5-Year T-Notes(CBOT)
Dec15 151211 119~080 119~252 119~076 119~232 +0~172 31,916 74,391 -11,756
Mar16 151211 118~220 119~110 118~212 119~082 +0~182 677,676 2,349,129 +35,482
Jun16 151211 118~236 118~236 118~236 118~236 +0~186      
Total Volume and Open Interest 709,592 2,423,520 +23,726
2 Year T-Notes(CBOT)
Dec15 151211 108~316 109~050 108~316 109~040 +0~036 6,522 24,528 -1,323
Mar16 151211 108~246 108~312 108~240 108~296 +0~052 229,244 950,726 +5,943
Jun16 151211 108~222 108~222 108~222 108~222 +0~052      
Total Volume and Open Interest 235,766 975,254 +4,620
Eurodollars(CME)
Dec15 151211 99.480 99.485 99.478 99.480 -0.002 287,410 988,154 -30,943
Mar16 151211 99.310 99.360 99.310 99.350 +0.035 355,987 1,391,073 -2,691
Jun16 151211 99.160 99.230 99.160 99.215 +0.045 323,326 1,222,008 +2,331
Sep16 151211 99.010 99.090 99.005 99.070 +0.055 278,853 1,096,017 -3,960
Dec16 151211 98.850 98.945 98.850 98.920 +0.065 392,968 1,389,160 +17,750
Mar17 151211 98.710 98.810 98.705 98.785 +0.070 215,972 759,283 +2,893
Jun17 151211 98.565 98.675 98.565 98.650 +0.080 145,561 670,723 +3,337
Sep17 151211 98.435 98.550 98.430 98.525 +0.085 142,084 595,210 -11,995
Dec17 151211 98.315 98.430 98.310 98.405 +0.090 170,917 756,719 -964
Mar18 151211 98.210 98.340 98.210 98.310 +0.090 90,846 401,402 -2,129
Jun18 151211 98.115 98.245 98.115 98.220 +0.095 77,975 374,076 +810
Sep18 151211 98.030 98.160 98.030 98.140 +0.100 71,994 359,514 +2,774
Dec18 151211 97.950 98.075 97.945 98.055 +0.100 58,367 339,343 -1,775
Mar19 151211 97.880 98.005 97.880 97.990 +0.100 37,440 198,302 +459
Jun19 151211 97.815 97.935 97.810 97.920 +0.100 24,211 159,989 +331
Sep19 151211 97.745 97.865 97.745 97.850 +0.095 25,966 125,144 -277
Dec19 151211 97.680 97.795 97.680 97.780 +0.090 19,943 135,514 +357
Mar20 151211 97.625 97.735 97.625 97.720 +0.090 15,434 72,058 -143
Total Volume and Open Interest 2,806,088 11,384,706 -10,375
Ultra T-Bond(CBOT)
Dec15 151211 160~16 162~01 160~16 162~01 +2~21 5,159 21,262 -2,746
Mar16 151211 159~20 162~17 159~18 162~07 +2~24 100,399 609,693 -1,842
Jun16 151211 163~07 163~07 163~07 163~07 +2~24      
Total Volume and Open Interest 105,558 630,955 -4,588
30 Day Federal Funds(CBOT)
Dec15 151211 99.775 99.780 99.775 99.777 +0.005 8,842 93,836 +3,290
Jan16 151211 99.685 99.700 99.680 99.690 +0.010 28,462 169,862 -10,269
Feb16 151211 99.645 99.665 99.645 99.660 +0.010 27,128 128,535 +3,969
Mar16 151211 99.585 99.615 99.585 99.610 +0.025 11,052 27,107 -1,125
Apr16 151211 99.520 99.570 99.520 99.560 +0.040 32,790 78,555 -668
May16 151211 99.480 99.540 99.480 99.530 +0.050 23,594 57,479 +6,099
Total Volume and Open Interest 182,064 695,828 +18,883
3-Mth Euro-Yen(CME)
Dec15 151211 99.825 99.825 99.825 99.825 unch      
Mar16 151211 99.685 99.685 99.685 99.685 unch      
Jun16 151211 99.800 99.800 99.800 99.800 unch      
Sep16 151211 99.660 99.660 99.660 99.660 unch      
Dec16 151211 99.990 99.990 99.990 99.990 unch      
Mar17 151211 99.955 99.955 99.955 99.955 unch      
Jun17 151211 99.815 99.815 99.815 99.815 unch      
Sep17 151211 99.675 99.675 99.675 99.675 unch      
Dec17 151211 99.535 99.535 99.535 99.535 unch      
Mar18 151211 99.395 99.395 99.395 99.395 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar16 151210 99.68 99.68 99.68 99.68 unch      
Jun16 151210 99.80 99.80 99.80 99.80 unch      
Sep16 151210 99.66 99.66 99.66 99.66 unch      
Dec16 151210 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 151210 99.96 99.96 99.96 99.96 unch      
Jun17 151210 99.82 99.82 99.82 99.82 unch      
Sep17 151210 99.68 99.68 99.68 99.68 unch      
Dec17 151210 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 8 +0
Japanese Gov't Bonds(SGX)
Mar16 151210 148.73 148.77 148.67 148.74 +0.03 5,552 9,224 +3,083
Jun16 151210 148.18 148.18 148.18 148.18 +0.03      
Sep16 151210 147.62 147.62 147.62 147.62 +0.03      
Total Volume and Open Interest 11,877 24,876 +535
Euro-Bund(EUREX)
Mar16 151211 158.57 159.36 158.56 159.18 +0.41 507,912 1,115,698 -4,223
Jun16 151211 156.40 156.70 156.40 156.70 +0.40 0 3 +0
Sep16 151211 156.70 156.70 156.70 156.70 +0.40      
Total Volume and Open Interest 507,912 1,115,701 -4,223
Euro-Bobl(EUREX)
Mar16 151211 130.95 131.21 130.94 131.14 +0.13 417,166 939,366 -15,932
Jun16 151211 129.41 129.41 129.41 129.41 +0.13      
Sep16 151211 129.41 129.41 129.41 129.41 +0.13      
Total Volume and Open Interest 417,166 939,366 -15,932
3-Mth Euribor(EUREX)
Dec15 151211 100.130 100.130 100.130 100.130 unch 17 27,300 +0
Mar16 151211 100.165 100.165 100.165 100.165 +0.010 418 5,744 +326
Jun16 151211 100.175 100.185 100.175 100.180 +0.010 398 10,514 +262
Total Volume and Open Interest 4,037 74,762 +1,280
Long Gilt(LIFFE)
Dec15 151211 118~10 118~28 118~10 118~28 +0~15 456 20,507 +143
Mar16 151211 117~13 118~04 117~11 117~31 +0~15 164,259 420,880 -3,427
Total Volume and Open Interest 164,715 441,387 -3,284
3-Mth Short Sterling(LIFFE)
Dec15 151211 99.42 99.42 99.40 99.41 -0.01 43,951 300,334 -13,391
Mar16 151211 99.36 99.36 99.35 99.36 unch 57,352 423,438 -2,980
Jun16 151211 99.27 99.29 99.27 99.29 +0.01 56,697 481,954 +5,652
Sep16 151211 99.18 99.21 99.17 99.20 +0.02 45,581 324,869 -7,243
Dec16 151211 99.07 99.11 99.06 99.10 +0.03 57,437 465,381 +6,973
Mar17 151211 98.96 99.00 98.95 98.99 +0.03 46,279 365,446 +2,945
Total Volume and Open Interest 475,234 3,608,719 -14,149
3-Mth Euribor(LIFFE)
Dec15 151211 100.130 100.130 100.125 100.125 unch 63,810 376,250 -27,195
Mar16 151211 100.155 100.165 100.150 100.160 +0.005 98,377 460,890 +17,959
Jun16 151211 100.165 100.185 100.165 100.175 +0.005 57,944 378,238 -6,367
Total Volume and Open Interest 505,755 3,734,829 -13,643
3-Mth Aus T-Bills(SFE)
Dec15 151210 97.64 97.67 97.58 97.63 -0.03 18,730 55,527 -27,190
Mar16 151211 97.74 97.77 97.72 97.76 +0.01 36,823 242,214 +808
Jun16 151211 97.77 97.82 97.75 97.81 +0.03 28,051 216,363 -2,222
Sep16 151211 97.80 97.84 97.78 97.83 +0.03 22,428 140,454 +541
Dec16 151211 97.81 97.84 97.78 97.82 +0.01 10,387 107,712 +2,181
Mar17 151211 97.78 97.81 97.76 97.80 +0.01 6,607 71,581 +1,877
Jun17 151211 97.75 97.78 97.73 97.76 +0.01 3,508 48,776 -680
Sep17 151211 97.71 97.73 97.69 97.71 unch 780 38,005 -874
Dec17 151211 97.66 97.69 97.64 97.66 unch 223 12,600 +3
Mar18 151211 97.60 97.60 97.60 97.60 unch 17 3,345 +4
Total Volume and Open Interest 130,779 914,301 -26,322
10-Year Aus T-Bonds(SFE)
Dec15 151211 97.12 97.15 97.08 97.12 unch 274,621 735,516 -91,477
Mar16 151211 97.08 97.11 97.05 97.08 unch 200,031 185,009 +172,565
Total Volume and Open Interest 474,652 920,525 +81,088
3-Year Aus T-Bonds(SFE)
Dec15 151211 97.81 97.85 97.79 97.82 +0.01 232,045 762,032 -34,062
Mar16 151211 97.80 97.84 97.79 97.82 +0.01 156,885 149,504 +138,100
Total Volume and Open Interest 388,930 911,536 +104,038
Gold(CMX)
Dec15 151211 1067.8 1079.4 1064.4 1076.9 +3.8 386 2,008 -268
Feb16 151211 1071.4 1079.1 1061.7 1075.7 +3.7 140,705 282,569 -255
Apr16 151211 1071.6 1079.8 1062.5 1076.4 +3.7 2,359 35,290 +238
Jun16 151211 1069.1 1079.5 1063.3 1077.0 +3.7 2,222 25,572 -37
Aug16 151211 1068.2 1079.8 1066.3 1077.9 +3.7 482 9,915 +150
Oct16 151211 1078.3 1080.3 1078.3 1078.9 +3.6 6 3,035 -5
Dec16 151211 1073.2 1082.0 1067.6 1080.2 +3.6 382 17,226 +168
Feb17 151211 1081.1 1082.0 1080.1 1081.4 +3.6 1 364 +0
Apr17 151211 1082.7 1082.7 1082.7 1082.7 +3.6 0 677 +0
Jun17 151211 1084.1 1084.1 1084.1 1084.1 +3.5 23 5,159 +19
Aug17 151211 1085.7 1085.7 1085.7 1085.7 +3.5 0 90 +0
Oct17 151211 1087.4 1087.4 1087.4 1087.4 +3.5      
Total Volume and Open Interest 147,043 394,118 -10
Silver(CMX)
Dec15 151211 1402.5 1402.5 1385.9 1385.9 -22.6 37 381 +1
Mar16 151211 1407.0 1413.5 1375.0 1388.4 -22.6 38,025 128,839 +277
May16 151211 1408.0 1413.0 1380.0 1391.6 -22.6 2,331 10,663 +508
Jul16 151211 1413.0 1418.0 1387.0 1394.5 -22.7 1,888 6,634 -885
Sep16 151211 1390.0 1397.7 1390.0 1397.7 -22.8 179 4,416 +107
Dec16 151211 1420.0 1420.0 1393.5 1402.2 -23.0 50 7,990 +5
Mar17 151211 1407.1 1407.1 1407.1 1407.1 -23.2 0 34 +0
Total Volume and Open Interest 42,819 162,766 +8
Platinum(NYMEX)
Jan16 151211 855.9 859.9 838.3 843.7 -12.2 13,328 58,683 -1,324
Apr16 151211 856.0 858.0 838.8 844.1 -12.2 2,238 14,830 +948
Jul16 151211 847.0 847.3 845.5 845.5 -12.2 18 2,288 +10
Oct16 151211 846.5 846.5 846.5 846.5 -12.2 0 15 +0
Total Volume and Open Interest 15,589 75,822 -370
Palladium(NYMEX)
Dec15 151211 543.95 543.95 543.95 543.95 +2.55 5 285 -4
Mar16 151211 542.30 549.00 540.10 544.80 +2.55 2,832 25,375 -156
Jun16 151211 541.30 547.00 541.30 545.05 +2.35 13 140 -10
Total Volume and Open Interest 2,852 25,835 -171
Copper(CMX)
Dec15 151211 205.80 212.50 205.80 210.80 +4.30 574 2,260 -232
Mar16 151211 207.00 213.85 206.30 211.65 +4.40 49,574 135,223 +204
May16 151211 207.25 214.25 207.25 212.15 +4.40 2,874 19,358 +172
Jul16 151211 209.15 214.10 209.15 212.45 +4.40 2,501 9,234 -1,143
Sep16 151211 209.95 213.60 209.95 212.95 +4.40 718 2,526 +189
Total Volume and Open Interest 56,752 178,422 -826
E-mini DJIA Index(CBOT)
Dec15 151211 17580 17624 17220 17261 -305 244,069 87,699 -2,807
Mar16 151211 17503 17541 17135 17179 -307 14,173 14,455 +2,447
Jun16 151211 17098 17098 17098 17098 -307 1 20 +0
Sep16 151211 17002 17002 17002 17002 -307 0 57 +0
Total Volume and Open Interest 258,243 102,231 -360
S & P 500(CME)
Dec15 151211 2025.00 2033.40 2008.00 2009.80 -39.50 14,755 89,420 -211
Mar16 151211 2046.90 2047.30 1998.10 2001.20 -39.80 6,838 13,123 +3,340
Jun16 151211 1994.20 1994.20 1994.00 1994.20 -39.80 137 3,506 -10
Sep16 151211 1988.20 1988.20 1988.00 1988.20 -39.80 0 1 +0
Total Volume and Open Interest 21,730 106,050 +3,119
S & P 500 E-Mini(Globex)
Dec15 151211 2050.75 2056.25 2005.00 2009.75 -39.50 2,690,846 2,452,093 -172,218
Mar16 151211 2042.50 2047.75 1996.25 2001.25 -39.75 381,061 483,940 +182,325
Jun16 151211 2038.25 2040.50 1989.75 1994.25 -39.75 860 6,907 -209
Sep16 151211 2010.00 2032.50 1986.75 1988.25 -39.75 125 188 +10
Total Volume and Open Interest 3,072,892 2,943,140 +9,908
NASDAQ 100 E-Mini(Globex)
Dec15 151211 4646.30 4659.00 4527.50 4539.30 -104.70 388,709 306,998 -13,822
Mar16 151211 4641.50 4653.50 4521.50 4532.50 -105.80 26,383 27,749 +11,652
Jun16 151211 4595.00 4636.80 4526.30 4526.30 -105.70 21 232 +2
Total Volume and Open Interest 415,113 335,056 -2,168
S&P Midcap 400(CME) e-Mini
Dec15 151211 1412.00 1412.20 1384.80 1386.90 -21.70 30,348 84,303 -3,076
Mar16 151211 1406.60 1407.70 1379.60 1382.00 -22.00 2,647 2,219 +2,121
Jun16 151211 1373.90 1373.90 1373.90 1373.90 -22.00      
Total Volume and Open Interest 32,995 86,537 -955
Volatility Index(CBOE)
Dec15 151211 19.35 24.28 18.95 23.65 +4.32 134 92,504 -10,688
Jan16 151211 19.15 22.00 18.85 21.93 +2.80 88,029 116,468 +5,038
Feb16 151211 19.46 21.65 19.22 21.58 +2.10 20,332 33,339 +1,709
Mar16 151211 19.62 21.47 19.41 21.43 +1.80 8,168 18,427 -218
Total Volume and Open Interest 127,911 296,615 -3,374
Russell 2000(ICE)
Dec15 151211 1149.80 1151.40 1118.30 1123.20 -24.50 167,749 336,293 -17,300
Mar16 151211 1143.80 1146.00 1113.80 1117.70 -24.60 35,244 56,913 +26,793
Jun16 151211 1114.00 1114.00 1114.00 1114.00 -24.60      
Total Volume and Open Interest 202,993 393,207 +9,493
Nikkei 225(CME)
Mar16 151211 19100 19325 18650 18750 -355 17,099 46,981 +4,814
Jun16 151211 18820 19210 18820 18820 -360 0 1 +0
Total Volume and Open Interest 40,521 67,817 +2,102
Nikkei 225(SGX)
Mar16 151211 18985 19260 18950 19205 +230 113,186 153,802 +61,634
Jun16 151211 19095 19095 19095 19095 +225 0 237 +0
Sep16 151211 19075 19075 19075 19075 +225 0 4 +0
Total Volume and Open Interest 290,923 335,000 +3,139
CAC 40(EURONEXT)
Dec15 151211 4634.5 4637.0 4518.0 4549.0 -85.0 108,708 273,321 -5,704
Jan16 151211 4629.0 4630.0 4515.5 4544.5 -85.0 844 2,786 +702
Feb16 151211 4540.0 4540.0 4540.0 4540.0 -85.0 0 2 +0
Total Volume and Open Interest 113,085 280,819 -1,563
Hang Seng Index(HKFE)
Dec15 151211 21621 21743 21385 21387 -243 100,677 96,184 -386
Jan16 151211 21668 21746 21405 21405 -243 725 2,337 +335
Total Volume and Open Interest 101,706 103,045 +139
DAX(EUREX)
Dec15 151211 10598.0 10606.0 10268.5 10353.5 -260.0 122,274 133,578 +1,431
Mar16 151211 10603.0 10612.5 10280.0 10360.0 -260.5 5,307 36,337 +2,533
Jun16 151211 10626.0 10626.0 10326.0 10395.5 -260.5 8 2,296 -1
Total Volume and Open Interest 127,589 172,211 +3,963
FT-SE 100(EURONEXT)
Dec15 151211 6078.00 6087.00 5918.50 5964.50 -133.50 126,957 552,290 -7,076
Mar16 151211 6035.50 6035.50 5870.00 5916.00 -133.50 12,201 40,182 +3,445
Jun16 151211 5864.00 5864.00 5864.00 5864.00 -133.50 1,000 2,898 +769
Total Volume and Open Interest 140,158 595,370 -2,862
SPI 200(SFE)
Dec15 151211 5042.0 5071.0 5004.0 5021.0 -17.0 43,357 250,082 -3,750
Mar16 151211 4990.0 5019.0 4963.0 4973.0 -16.0 1,645 7,070 +1,439
Jun16 151211 4963.0 4963.0 4963.0 4963.0 -16.0 0 1,424 +0
Total Volume and Open Interest 45,115 259,693 -2,235
FTSE MIB(ISE)
Dec15 151211 21355.00 21390.00 20925.00 21032.00 -419.00 38,764 70,632 -125
Mar16 151211 21370.00 21400.00 20950.00 21049.00 -419.00 3,525 5,616 +2,873
Jun16 151211 20630.00 20630.00 20630.00 20630.00 -419.00      
Total Volume and Open Interest 42,289 76,248 +2,748
KOSPI 200(KFE)
Mar16 151211 237.50 238.00 237.10 238.00 -0.35 21,020 72,363 +12,371
Jun16 151211 238.45 239.00 238.45 239.00 unch 25 724 +11
Sep16 151211 239.75 239.75 239.75 239.75 -0.35 0 223 +0
Total Volume and Open Interest 151,498 142,286 -5,251
GSCI(CME)
Dec15 151211 313.00 313.05 308.55 308.95 -6.25 3,376 4,290 -3,088
Jan16 151211 319.30 319.30 313.30 313.95 -6.20 3,448 8,527 +3,343
Feb16 151211 318.95 318.95 318.95 318.95 -6.20      
Total Volume and Open Interest 6,824 12,817 +255
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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