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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed December 16, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan16 151216 867.00 871.00 856.00 862.50 -4.75 105,495 167,003 -19,486
Mar16 151216 867.50 871.25 856.75 863.25 -4.50 70,264 245,620 +11,909
May16 151216 873.50 877.00 862.50 869.00 -4.50 11,871 99,172 +1,503
Jul16 151216 879.50 883.50 869.00 875.25 -4.75 11,775 90,970 -197
Aug16 151216 882.75 882.75 873.50 877.75 -4.25 512 11,481 +4
Sep16 151216 884.00 884.00 871.00 877.00 -4.25 168 2,617 -3
Nov16 151216 884.25 887.75 873.75 879.25 -4.75 4,843 74,260 +499
Jan17 151216 890.75 892.00 880.50 885.00 -4.75 51 802 +13
Mar17 151216 894.25 894.50 883.50 887.25 -6.00 190 1,009 +15
May17 151216 897.75 897.75 888.00 890.75 -6.00 118 638 -20
Jul17 151216 894.75 896.50 894.75 896.50 -6.00 183 938 +29
Aug17 151216 893.75 893.75 893.75 893.75 -6.00 0 42 +0
Sep17 151216 888.50 888.50 888.50 888.50 -6.00 0 24 +0
Nov17 151216 891.00 891.00 885.00 887.50 -5.00 35 1,115 +17
Total Volume and Open Interest 205,505 695,705 -5,717
Soybean Meal(CBOT)
Jan16 151216 271.80 273.00 267.90 269.90 -1.90 35,175 83,366 -2,940
Mar16 151216 273.90 275.00 269.80 271.80 -2.10 27,337 147,383 +2,328
May16 151216 276.60 277.50 272.50 274.20 -2.10 8,653 69,147 -14
Jul16 151216 279.30 280.20 275.10 276.80 -2.20 5,086 50,606 -558
Aug16 151216 280.30 281.60 276.70 278.20 -2.20 558 14,946 +120
Sep16 151216 281.60 282.70 278.00 279.40 -2.20 669 12,661 +118
Oct16 151216 281.70 282.70 278.30 279.20 -2.50 356 10,316 -17
Dec16 151216 283.60 284.30 279.50 280.30 -2.50 1,679 31,926 +235
Jan17 151216 282.90 282.90 281.40 281.60 -2.50 46 1,632 +4
Mar17 151216 285.50 285.50 282.90 283.10 -2.60 59 1,874 +2
Total Volume and Open Interest 79,710 425,626 -863
Soybean Oil(CBOT)
Jan16 151216 30.60 31.01 29.98 30.37 -0.33 48,286 87,642 -2,101
Mar16 151216 30.87 31.26 30.22 30.60 -0.34 30,234 140,236 +683
May16 151216 31.02 31.40 30.43 30.80 -0.30 6,741 76,426 +546
Jul16 151216 31.18 31.60 30.63 31.00 -0.28 4,922 58,300 -320
Aug16 151216 31.42 31.42 30.70 31.04 -0.28 417 8,572 +118
Sep16 151216 31.30 31.65 30.73 31.08 -0.27 531 7,882 +18
Oct16 151216 31.48 31.48 30.71 31.08 -0.21 464 8,352 +6
Dec16 151216 31.22 31.60 30.76 31.13 -0.18 1,719 29,027 +196
Jan17 151216 31.16 31.37 31.08 31.37 -0.16 50 1,912 -2
Mar17 151216 31.28 31.58 31.28 31.58 -0.16 19 1,622 +5
Total Volume and Open Interest 93,390 422,250 -899
Canola(WCE)
Jan16 151216 475.4 476.2 471.0 473.0 -2.2 8,187 43,700 -2,559
Mar16 151216 484.8 486.1 480.6 482.1 -2.8 10,961 109,697 +4,276
May16 151216 492.9 493.3 487.4 488.6 -3.1 1,872 12,638 -83
Jul16 151216 497.8 497.8 492.5 493.3 -3.5 1,647 15,039 +304
Nov16 151216 494.0 494.0 487.0 487.3 -4.6 1,286 12,335 +588
Total Volume and Open Interest 24,297 193,991 +2,698
Corn(CBOT)
Mar16 151216 377.00 377.75 369.25 369.75 -7.50 128,249 709,663 -3,967
May16 151216 382.00 383.00 374.75 375.25 -7.00 18,756 192,131 +3,660
Jul16 151216 386.50 387.75 380.00 380.50 -6.75 16,807 156,019 -167
Sep16 151216 390.00 390.75 383.50 384.00 -6.75 2,178 68,450 +582
Dec16 151216 397.00 397.75 390.25 391.25 -6.50 7,336 130,036 +740
Mar17 151216 406.50 407.25 400.50 401.25 -6.00 289 7,611 +81
May17 151216 410.75 410.75 407.00 407.25 -6.00 66 2,032 +14
Jul17 151216 417.25 417.25 411.25 412.00 -5.75 225 2,602 +93
Sep17 151216 406.75 406.75 406.75 406.75 -4.75 107 1,231 +55
Dec17 151216 408.00 408.00 404.00 405.00 -4.25 115 3,520 +46
Total Volume and Open Interest 174,138 1,273,750 +321
Wheat(CBOT)
Mar16 151216 493.25 497.00 483.25 483.50 -10.75 36,250 201,236 -1,380
May16 151216 499.75 502.50 489.75 490.00 -10.25 8,569 50,364 +698
Jul16 151216 503.75 507.00 494.75 495.50 -9.25 6,019 53,559 -264
Sep16 151216 514.75 515.25 504.50 505.25 -9.25 336 10,203 -55
Dec16 151216 526.25 528.75 518.25 519.25 -8.50 1,251 19,153 +273
Mar17 151216 539.00 539.00 530.00 530.50 -7.75 50 2,092 +29
Total Volume and Open Interest 52,475 336,708 -714
Wheat(KCBT)
Mar16 151216 490.75 493.50 480.75 481.00 -11.25 10,095 105,583 -1,883
May16 151216 500.75 503.25 491.25 491.50 -10.50 1,904 21,046 +382
Jul16 151216 510.50 512.50 500.75 502.00 -9.75 1,663 41,129 -52
Sep16 151216 525.00 525.75 515.75 515.75 -9.75 324 6,534 +25
Dec16 151216 541.25 543.75 532.75 533.25 -10.00 247 10,856 +65
Mar17 151216 545.75 545.75 545.75 545.75 -9.50 28 596 +9
Total Volume and Open Interest 14,270 185,913 -1,507
Wheat(MGE)
Mar16 151216 512.00 513.50 505.00 505.75 -7.00 3,205 35,226 -646
May16 151216 522.50 522.75 514.75 515.50 -7.00 1,440 13,617 -120
Jul16 151216 529.25 531.75 524.25 525.25 -6.25 434 10,380 +23
Sep16 151216 540.25 541.75 535.50 535.75 -6.75 101 5,028 +41
Dec16 151216 556.25 558.00 551.00 551.75 -6.50 111 3,597 +16
Total Volume and Open Interest 5,292 67,953 -692
Oats(CBOT)
Mar16 151216 227.00 227.75 222.25 223.00 -4.75 329 7,061 +48
May16 151216 227.00 227.00 222.50 223.75 -4.50 43 1,064 +36
Jul16 151216 228.00 228.00 226.25 226.25 -4.50 105 425 +100
Sep16 151216 230.50 230.50 230.50 230.50 -2.75 0 7 +0
Total Volume and Open Interest 492 8,593 +198
Rough Rice(CBOT)
Jan16 151216 10.90 10.99 10.86 10.95 +0.06 850 7,254 -344
Mar16 151216 11.17 11.26 11.13 11.22 +0.05 827 4,828 +369
May16 151216 11.50 11.52 11.50 11.52 +0.06 365 2,196 +188
Jul16 151216 11.70 11.78 11.70 11.78 +0.05 28 906 +25
Total Volume and Open Interest 2,072 15,281 +237
Live Cattle(CME)
Dec15 151216 120.200 120.230 119.100 119.980 -0.320 2,114 6,042 -721
Feb16 151216 125.580 125.680 124.100 124.980 -0.555 18,003 115,258 -973
Apr16 151216 126.330 126.580 125.285 126.050 -0.250 8,688 59,344 -131
Jun16 151216 117.700 117.980 116.830 117.830 +0.080 8,389 41,723 +1,148
Aug16 151216 114.830 115.080 113.980 114.980 +0.095 2,624 12,305 +76
Oct16 151216 115.830 115.900 114.800 115.830 +0.150 1,598 7,568 +333
Total Volume and Open Interest 42,173 249,174 -195
Feeder Cattle(CME)
Jan16 151216 148.300 148.750 145.785 147.700 -0.835 3,994 13,746 -395
Mar16 151216 146.500 146.900 144.080 146.100 -0.730 2,869 11,133 +297
Apr16 151216 147.435 147.785 144.900 146.880 -0.620 718 3,002 -41
May16 151216 147.380 147.535 144.935 147.080 -0.620 650 4,610 +86
Aug16 151216 148.900 149.100 146.600 148.830 -0.655 442 3,166 +67
Sep16 151216 147.000 147.000 145.200 146.900 -0.585 30 201 -4
Oct16 151216 144.450 144.685 143.650 144.650 -0.835 11 144 +0
Total Volume and Open Interest 8,731 36,178 +8
Lean Hogs(CME)
Feb16 151216 59.200 59.250 57.350 57.900 -1.030 11,149 79,411 -940
Apr16 151216 64.475 64.475 63.150 63.735 -0.445 3,259 40,222 +423
May16 151216 71.700 71.930 71.400 71.930 -0.300 79 788 +15
Jun16 151216 76.250 76.500 75.785 76.300 +0.150 1,914 23,694 +398
Jul16 151216 76.350 76.600 76.000 76.480 +0.150 566 8,110 +90
Aug16 151216 75.550 75.930 75.200 75.750 +0.215 454 6,060 +74
Oct16 151216 66.725 66.785 66.200 66.700 -0.025 420 4,695 +178
Dec16 151216 63.200 63.400 62.750 63.250 -0.180 144 3,511 +14
Total Volume and Open Interest 17,995 166,628 -11,535
Class III Milk(CME)
Dec15 151216 14.56 14.58 14.52 14.53 -0.05 54 4,225 -22
Jan16 151216 13.66 13.70 13.55 13.57 -0.10 209 3,986 +56
Feb16 151216 13.96 13.98 13.86 13.91 -0.07 117 3,305 +8
Mar16 151216 14.36 14.37 14.28 14.30 -0.10 90 2,973 -8
Apr16 151216 14.65 14.66 14.58 14.62 -0.08 110 2,349 +46
May16 151216 14.92 14.95 14.89 14.95 -0.01 78 2,126 +37
Jun16 151216 15.29 15.30 15.24 15.27 -0.06 118 1,986 +89
Jul16 151216 15.79 15.79 15.73 15.77 -0.02 82 1,554 +55
Aug16 151216 16.11 16.12 16.07 16.12 +0.05 51 1,430 +48
Sep16 151216 16.33 16.35 16.27 16.28 -0.01 26 1,378 +26
Oct16 151216 16.31 16.31 16.20 16.31 unch 44 1,294 +40
Nov16 151216 16.26 16.26 16.18 16.23 -0.03 28 1,200 +12
Dec16 151216 16.16 16.16 16.13 16.15 unch 41 1,156 +31
Total Volume and Open Interest 1,050 29,298 +418
Cocoa(ICE)
Dec15 151215 3328 3328 3328 3328 -41 2 45 -1
Mar16 151216 3343 3343 3286 3291 -47 11,984 119,437 +898
May16 151216 3337 3338 3281 3286 -47 2,060 42,892 +48
Jul16 151216 3329 3329 3274 3280 -47 789 21,527 +2
Sep16 151216 3321 3321 3267 3273 -46 314 17,697 -4
Dec16 151216 3297 3297 3245 3250 -45 204 11,041 +27
Mar17 151216 3273 3273 3225 3230 -43 162 20,082 +84
Total Volume and Open Interest 15,540 239,513 +1,055
Coffee "C"(ICE)
Dec15 151216 119.20 119.20 118.10 118.10 +2.45 12 32 -4
Mar16 151216 119.80 121.20 118.80 119.25 -0.65 18,798 89,701 +1,148
May16 151216 122.15 123.35 121.00 121.50 -0.60 4,534 31,908 -293
Jul16 151216 124.00 125.40 123.05 123.55 -0.60 1,975 16,443 +373
Sep16 151216 126.20 127.30 125.00 125.50 -0.60 993 9,715 -46
Dec16 151216 128.95 129.45 127.75 128.20 -0.65 947 12,191 +137
Total Volume and Open Interest 27,687 166,511 +1,208
Orange Juice(ICE)
Jan16 151216 147.25 149.70 146.65 147.95 +0.95 508 7,171 -214
Mar16 151216 146.50 149.70 146.50 147.85 +1.15 376 6,030 +228
May16 151216 149.50 149.50 147.60 147.60 +1.10 34 1,253 +9
Jul16 151216 147.55 147.55 147.55 147.55 +1.10 31 446 +31
Sep16 151216 148.35 148.35 148.35 148.35 +2.20 10 87 +10
Nov16 151216 148.35 148.35 148.35 148.35 +2.20 0 4 +0
Total Volume and Open Interest 959 14,994 +64
Sugar #11(ICE)
Mar16 151216 14.59 14.65 14.33 14.59 unch 60,998 395,728 -7,587
May16 151216 14.25 14.34 14.01 14.28 +0.04 25,116 177,062 -545
Jul16 151216 13.98 14.09 13.78 14.03 +0.06 12,358 123,837 +3,785
Oct16 151216 14.02 14.14 13.84 14.08 +0.06 3,550 74,077 -583
Mar17 151216 14.45 14.57 14.27 14.51 +0.05 1,407 42,952 +61
May17 151216 14.23 14.34 14.08 14.28 +0.05 427 8,550 -92
Jul17 151216 13.91 14.09 13.83 14.03 +0.04 303 9,757 -14
Oct17 151216 13.89 14.03 13.78 13.98 +0.03 197 9,783 +96
Total Volume and Open Interest 104,496 849,066 -4,851
London Cocoa(LCE)
Dec15 151214 2251 2252 2241 2251 -6 5,301 14,638 -3,802
Mar16 151216 2291 2294 2261 2262 -24 9,595 91,278 -2,103
May16 151216 2287 2288 2255 2257 -23 3,816 35,895 -717
Jul16 151216 2283 2283 2253 2253 -22 2,301 37,437 +632
Sep16 151216 2273 2276 2245 2245 -23 1,060 35,669 +102
Dec16 151216 2243 2243 2215 2215 -22 366 23,243 +117
Mar17 151216 2218 2218 2192 2192 -21 95 28,508 +7
Total Volume and Open Interest 17,245 252,665 -15,580
London Sugar(LCE)
Mar16 151216 399.50 403.30 397.40 401.50 +0.10 5,991 42,226 -859
May16 151216 397.90 401.20 396.00 399.70 +0.30 1,639 19,665 -35
Aug16 151216 395.00 398.50 393.60 396.80 +0.30 1,030 10,199 -150
Oct16 151216 392.80 396.40 391.90 394.90 +0.30 372 5,514 +149
Dec16 151216 396.10 398.30 393.80 396.90 +0.80 158 2,071 +34
Total Volume and Open Interest 9,269 81,838 -829
Cotton(ICE)
Mar16 151216 63.28 63.62 63.06 63.25 -0.06 15,289 139,991 -2,358
May16 151216 64.02 64.40 63.83 64.05 -0.03 1,927 29,981 +450
Jul16 151216 64.58 65.00 64.45 64.68 -0.03 527 13,729 +102
Oct16 151216 64.39 64.39 64.39 64.39 +0.01 0 3 +0
Dec16 151216 64.50 64.92 64.50 64.79 +0.07 185 9,833 +24
Mar17 151216 65.09 65.09 65.09 65.09 -0.02 20 434 +6
Total Volume and Open Interest 17,950 194,129 -1,776
Lumber(CME)
Jan16 151216 260.9 262.0 257.1 260.0 +4.1 303 1,964 -61
Mar16 151216 262.7 263.6 257.9 261.3 +3.2 171 1,817 +39
May16 151216 264.2 264.2 261.8 263.9 +4.9 8 376 +6
Jul16 151216 262.9 262.9 262.0 262.9 +2.1 0 18 +0
Total Volume and Open Interest 482 4,183 -16
Crude Oil(NYM)
Jan16 151216 36.79 37.35 35.29 35.52 -1.83 550,476 182,589 -38,013
Feb16 151216 38.06 38.53 36.54 36.75 -1.76 234,759 390,114 +21,032
Mar16 151216 39.11 39.56 37.71 37.90 -1.66 120,275 255,812 +6,642
Apr16 151216 40.00 40.42 38.68 38.85 -1.55 43,471 98,218 +2,491
May16 151216 40.74 41.15 39.48 39.67 -1.45 28,689 75,215 +1,163
Jun16 151216 41.23 41.77 40.17 40.36 -1.36 56,870 122,053 +2,961
Jul16 151216 42.02 42.20 40.94 40.97 -1.30 12,650 39,118 +784
Aug16 151216 42.68 42.69 41.45 41.54 -1.25 5,995 31,928 +265
Sep16 151216 43.24 43.24 42.03 42.08 -1.22 10,291 59,899 -16
Oct16 151216 43.27 43.28 42.56 42.59 -1.19 4,105 30,488 -271
Nov16 151216 43.75 43.75 43.10 43.10 -1.16 3,563 24,149 -484
Dec16 151216 44.16 44.72 43.41 43.62 -1.12 45,982 162,243 +295
Jan17 151216 44.02 44.02 44.02 44.02 -1.08 868 22,269 +97
Feb17 151216 44.41 44.41 44.41 44.41 -1.05 205 9,943 +13
Mar17 151216 44.81 44.81 44.81 44.81 -1.02 971 9,711 -83
Apr17 151216 45.20 45.20 45.20 45.20 -0.99 232 6,078 +9
Total Volume and Open Interest 1,137,110 1,707,621 -772
e-miNY Crude Oil(NYM)
Jan16 151216 36.775 37.325 35.300 35.525 -1.825 12,255 3,782 -623
Feb16 151216 38.000 38.500 36.550 36.750 -1.750 1,682 1,695 +67
Mar16 151216 39.375 39.450 37.750 37.900 -1.650 673 476 +3
Apr16 151216 40.300 40.300 38.850 38.850 -1.550 222 175 -7
May16 151216 41.075 41.075 39.675 39.675 -1.450 12 329 +8
Jun16 151216 41.700 41.700 40.350 40.350 -1.375 1 42 +1
Jul16 151216 40.975 40.975 40.975 40.975 -1.300 0 9 +0
Aug16 151216 41.550 41.550 41.550 41.550 -1.250 0 3 +0
Sep16 151216 42.075 42.075 42.075 42.075 -1.225 0 6 +0
Oct16 151216 42.600 42.600 42.600 42.600 -1.175 0 2 +0
Total Volume and Open Interest 14,898 6,949 -504
NY Harbor ULSD(NYM)
Jan16 151216 113.79 115.96 110.66 111.22 -3.45 81,500 54,964 -5,064
Feb16 151216 117.32 119.61 114.45 114.91 -3.68 46,842 72,521 +3,402
Mar16 151216 121.44 122.81 117.87 118.34 -3.89 31,295 57,532 +523
Apr16 151216 124.51 124.93 120.51 120.85 -3.96 17,305 32,190 -587
May16 151216 127.08 127.24 123.09 123.45 -3.89 10,591 26,530 -132
Jun16 151216 128.87 129.79 125.23 125.79 -3.87 12,855 31,650 +983
Jul16 151216 131.43 131.43 127.92 128.19 -3.84 3,350 9,375 +133
Aug16 151216 133.26 134.27 130.30 130.54 -3.86 2,288 7,913 +24
Sep16 151216 134.93 134.93 132.40 132.77 -3.91 2,097 7,549 +94
Oct16 151216 137.13 137.13 134.92 134.92 -3.94 1,039 4,138 +26
Nov16 151216 139.35 139.35 136.90 136.90 -3.97 1,165 4,342 +65
Dec16 151216 141.52 142.39 138.42 138.86 -4.00 4,988 30,337 -339
Jan17 151216 143.81 143.81 141.01 141.01 -3.97 799 3,810 +495
Feb17 151216 142.69 142.69 142.69 142.69 -3.90 123 902 +39
Total Volume and Open Interest 217,461 352,471 -5
RBOB Gasoline(NYM)
Jan16 151216 124.49 127.74 122.12 123.28 -1.16 62,427 75,010 -7,694
Feb16 151216 125.40 128.31 123.23 124.24 -1.47 40,687 78,940 +1,398
Mar16 151216 128.18 130.58 125.98 126.92 -1.55 20,516 51,380 +1,110
Apr16 151216 150.32 151.53 147.38 148.30 -1.67 11,855 33,411 +162
May16 151216 151.90 152.42 148.85 149.73 -1.60 7,095 27,404 +134
Jun16 151216 150.83 152.33 148.65 149.55 -1.58 6,506 24,605 +1,023
Jul16 151216 150.43 150.67 147.37 148.29 -1.58 2,265 12,074 -184
Aug16 151216 146.57 148.60 145.57 146.29 -1.60 1,402 10,450 -73
Sep16 151216 143.93 145.64 142.90 143.68 -1.62 1,947 16,275 +429
Oct16 151216 130.18 130.18 128.48 129.30 -1.65 622 7,080 -38
Total Volume and Open Interest 157,701 368,676 -3,259
e-miNY RBOB Gasoline(NYM)
Jan16 151216 123.30 123.30 123.28 123.30 -1.10 0 1 +0
Feb16 151216 124.20 124.24 124.20 124.20 -1.50      
Mar16 151216 126.90 126.92 126.90 126.90 -1.60      
Apr16 151216 148.30 148.30 148.30 148.30 -1.70      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan16 151216 1.804 1.849 1.775 1.790 -0.032 140,549 197,290 -16,364
Feb16 151216 1.870 1.925 1.842 1.866 -0.020 58,027 180,421 +12,378
Mar16 151216 1.939 2.008 1.913 1.948 -0.002 43,343 214,569 +46
Apr16 151216 2.036 2.115 2.017 2.057 +0.006 29,378 96,738 +490
May16 151216 2.103 2.200 2.087 2.139 +0.020 14,362 60,165 -773
Jun16 151216 2.160 2.269 2.147 2.206 +0.027 6,475 36,532 +426
Jul16 151216 2.222 2.331 2.206 2.269 +0.032 4,381 24,765 +575
Aug16 151216 2.250 2.358 2.237 2.296 +0.029 2,479 22,878 +186
Sep16 151216 2.260 2.361 2.246 2.303 +0.028 2,694 38,580 +540
Oct16 151216 2.289 2.387 2.270 2.328 +0.030 7,187 46,546 +944
Nov16 151216 2.365 2.470 2.361 2.417 +0.035 1,871 13,562 +397
Dec16 151216 2.532 2.643 2.532 2.591 +0.041 1,242 15,804 -106
Jan17 151216 2.650 2.759 2.643 2.704 +0.041 2,735 26,463 +87
Feb17 151216 2.650 2.739 2.650 2.704 +0.041 160 5,053 +60
Mar17 151216 2.630 2.726 2.626 2.678 +0.041 510 11,430 +48
Apr17 151216 2.501 2.597 2.497 2.548 +0.036 428 9,940 +93
Total Volume and Open Interest 316,104 1,042,618 -856
Brent Crude Oil(ICE)
Jan16 151216 38.09 38.45 37.11 37.19 -1.26 115,119 92,293 -26,113
Feb16 151216 38.45 38.74 37.17 37.39 -1.34 290,180 368,780 -1,703
Mar16 151216 39.22 39.36 37.78 37.99 -1.34 136,471 399,935 +3,689
Apr16 151216 39.95 40.24 38.69 38.89 -1.34 60,668 166,260 +3,481
May16 151216 40.87 41.15 39.61 39.83 -1.34 41,142 105,750 +1,329
Jun16 151216 41.78 42.07 40.55 40.76 -1.34 74,572 155,275 -1,528
Jul16 151216 42.60 42.85 41.39 41.61 -1.32 10,709 60,098 +283
Aug16 151216 43.36 43.56 42.13 42.36 -1.29 10,513 46,471 +1,258
Sep16 151216 44.07 44.23 42.83 43.05 -1.27 15,402 50,143 -305
Oct16 151216 44.06 44.28 43.60 43.71 -1.24 2,890 32,025 +99
Nov16 151216 44.79 44.79 44.23 44.36 -1.22 2,941 27,216 +138
Dec16 151216 45.92 46.15 44.79 45.00 -1.20 62,405 202,449 +1,802
Jan17 151216 45.70 45.70 45.53 45.58 -1.18 1,443 26,161 -166
Feb17 151216 46.15 46.15 46.15 46.15 -1.16 1,566 28,405 +641
Total Volume and Open Interest 855,478 2,076,846 -17,727
Gas Oil(ICE)
Jan16 151216 342.50 348.00 333.25 337.50 -8.25 83,793 131,868 -5,194
Feb16 151216 353.50 357.50 343.50 347.50 -9.00 61,192 112,641 -126
Mar16 151216 362.50 366.25 352.75 357.00 -9.50 25,702 64,059 +23
Apr16 151216 371.25 374.25 361.25 365.25 -10.00 14,845 40,532 +867
May16 151216 379.25 381.50 369.00 373.00 -10.25 14,084 37,379 +258
Jun16 151216 386.00 388.25 375.50 379.75 -10.25 26,892 54,394 +2,071
Jul16 151216 392.25 394.75 383.50 386.50 -10.25 5,379 18,823 +645
Aug16 151216 399.25 400.75 391.00 393.00 -10.00 4,302 13,438 -529
Sep16 151216 405.00 406.25 396.50 398.75 -9.75 4,905 17,452 -212
Oct16 151216 411.75 412.00 404.25 405.50 -9.50 3,167 15,705 -89
Total Volume and Open Interest 275,804 693,741 +2,275
Ethanol(CBOT)
Jan16 151216 1.439 1.439 1.385 1.395 -0.050 190 1,384 -59
Feb16 151216 1.444 1.445 1.401 1.408 -0.047 124 1,117 +36
Mar16 151216 1.463 1.463 1.433 1.433 -0.037 53 445 +4
Apr16 151216 1.460 1.460 1.455 1.455 -0.037 208 614 +180
May16 151216 1.475 1.475 1.462 1.462 -0.038 0 155 +0
Jun16 151216 1.460 1.460 1.460 1.460 -0.034 0 217 +0
Jul16 151216 1.455 1.455 1.455 1.455 -0.034 0 54 +0
Aug16 151216 1.450 1.450 1.450 1.450 -0.034 0 56 +0
Total Volume and Open Interest 575 4,204 +161
WTI Crude Oil(ICE)
Jan16 151216 36.81 37.34 35.30 35.52 -1.83 58,633 40,190 -8,463
Feb16 151216 38.10 38.51 36.55 36.75 -1.76 52,382 75,277 -3,758
Mar16 151216 39.41 39.55 37.73 37.90 -1.66 34,537 65,013 +2,740
Apr16 151216 40.28 40.43 38.69 38.85 -1.55 10,712 20,015 -586
May16 151216 40.92 41.17 39.52 39.67 -1.45 5,065 8,396 -85
Jun16 151216 41.54 41.78 40.20 40.36 -1.36 10,047 38,306 +1,486
Jul16 151216 41.81 41.82 40.97 40.97 -1.30 1,113 3,103 +130
Aug16 151216 42.08 42.33 41.54 41.54 -1.25 424 6,169 +147
Sep16 151216 42.85 42.85 42.08 42.08 -1.22 1,552 10,436 -5
Oct16 151216 42.59 42.59 42.59 42.59 -1.19 199 3,027 -40
Nov16 151216 43.10 43.10 43.10 43.10 -1.16 183 6,977 -14
Dec16 151216 44.50 44.63 43.56 43.62 -1.12 7,259 51,249 +424
Jan17 151216 44.02 44.02 44.02 44.02 -1.08 8 4,592 +2
Feb17 151216 44.41 44.41 44.41 44.41 -1.05 1 1,629 -1
Mar17 151216 44.81 44.81 44.81 44.81 -1.02 419 3,068 -223
Apr17 151216 45.20 45.20 45.20 45.20 -0.99 0 1,424 +0
Total Volume and Open Interest 184,956 391,171 -8,158
US Dollar Index(ICE)
Mar16 151216 98.180 98.645 97.625 97.885 -0.402 25,958 70,155 -958
Jun16 151216 98.300 98.800 97.865 97.980 -0.405 69 945 +14
Sep16 151216 97.875 98.005 97.875 98.005 -0.405 25 147 +17
Total Volume and Open Interest 26,052 71,247 -21,963
Australian Dollar(CME)
Mar16 151216 71.65 72.47 71.43 72.24 +0.63 77,093 105,885 +378
Jun16 151216 71.40 72.13 71.18 71.92 +0.61 16 82 +11
Sep16 151216 71.63 71.63 71.63 71.63 +0.61 0 29 +0
Total Volume and Open Interest 77,109 106,002 -69,278
British Pound(CME)
Mar16 151216 150.41 151.04 149.60 150.67 +0.23 71,865 161,601 +2,591
Jun16 151216 150.25 151.04 149.75 150.71 +0.24 25 379 +15
Sep16 151216 150.54 150.91 149.98 150.78 +0.25 0 26 +0
Total Volume and Open Interest 71,890 162,053 -38,871
Canadian Dollar(CME)
Mar16 151216 72.81 72.84 72.17 72.65 -0.19 76,808 152,822 -131
Jun16 151216 72.80 72.81 72.24 72.66 -0.19 131 1,593 -32
Sep16 151216 72.68 72.77 72.43 72.70 -0.19 0 364 +0
Dec16 151216 72.55 72.77 72.50 72.77 -0.19 2 181 +2
Total Volume and Open Interest 83,801 187,990 -2,629
Japanese Yen(CME)
Mar16 151216 82.41 82.59 81.87 82.30 -0.04 135,425 195,398 +3,141
Jun16 151216 82.64 82.80 82.13 82.53 -0.05 19 483 -6
Sep16 151216 82.83 82.98 82.55 82.83 -0.05 1 120 +0
Total Volume and Open Interest 135,445 196,047 -39,266
Swiss Franc(CME)
Mar16 151216 101.34 102.38 101.24 102.12 +0.72 20,480 52,346 -1,279
Jun16 151216 102.59 102.78 101.73 102.59 +0.74 37 108 +28
Sep16 151216 103.16 103.16 102.35 103.16 +0.77 1 16 -1
Total Volume and Open Interest 20,518 52,488 -36,642
EuroFX(CME)
Mar16 151216 109.60 110.40 109.15 110.08 +0.62 225,101 404,734 +3,106
Jun16 151216 109.94 110.69 109.47 110.38 +0.62 362 2,192 +99
Sep16 151216 110.18 111.00 109.99 110.77 +0.62 4 555 +4
Total Volume and Open Interest 225,467 408,083 -67,381
Mexican Peso(CME)
Jan16 151216 582.75 588.00 582.75 588.00 +5.25 2 2 +0
Feb16 151216 586.75 586.75 586.75 586.75 +5.00      
Total Volume and Open Interest 59,333 141,471 -61,275
Brazilian Real(CME)
Jan16 151216 255.85 256.60 250.55 253.55 -1.90 1,357 15,860 +59
Feb16 151216 250.00 253.85 249.10 251.20 -1.95 22 42 +8
Mar16 151216 248.00 249.85 247.40 248.95 -1.70 23 3,620 +16
Apr16 151216 246.35 246.35 246.35 246.35 -1.80      
Total Volume and Open Interest 1,402 19,930 +83
30-Year T-Bonds(CBOT)
Dec15 151216 156~030 156~100 155~000 155~290 -0~060 2,214 10,976 -1,697
Mar16 151216 154~270 155~120 153~190 154~170 -0~060 230,509 518,495 +1,081
Jun16 151216 153~070 153~070 153~070 153~070 -0~060 0 5 +0
Total Volume and Open Interest 232,723 529,476 -616
10-Year T-Notes(CBOT)
Dec15 151216 126~240 126~240 126~025 126~125 -0~105 10,810 32,042 -5,352
Mar16 151216 126~035 126~055 125~125 125~240 -0~115 1,078,215 2,612,139 -33,146
Jun16 151216 125~070 125~070 125~070 125~070 -0~115 20 67 +20
Total Volume and Open Interest 1,089,045 2,644,248 -38,478
5-Year T-Notes(CBOT)
Dec15 151216 119~034 119~034 118~264 118~292 -0~072 14,677 66,198 -3,120
Mar16 151216 118~202 118~216 118~050 118~122 -0~076 664,790 2,357,601 -18,318
Jun16 151216 117~276 117~276 117~276 117~276 -0~076      
Total Volume and Open Interest 679,467 2,423,799 -21,438
2 Year T-Notes(CBOT)
Dec15 151216 108~312 108~312 108~290 108~290 -0~030 5,923 21,647 -1,381
Mar16 151216 108~254 108~260 108~202 108~222 -0~032 270,993 971,325 +12,690
Jun16 151216 108~146 108~146 108~146 108~146 -0~032 0 1 +0
Total Volume and Open Interest 276,916 992,973 +11,309
Eurodollars(CME)
Mar16 151216 99.340 99.345 99.300 99.325 -0.015 302,711 1,389,708 -18,123
Jun16 151216 99.190 99.195 99.145 99.165 -0.025 274,758 1,228,991 +8,865
Sep16 151216 99.040 99.045 98.980 99.005 -0.030 238,004 1,141,466 +16,460
Dec16 151216 98.880 98.890 98.810 98.840 -0.040 356,512 1,322,785 -11,840
Mar17 151216 98.745 98.750 98.660 98.695 -0.045 244,451 794,523 +14,091
Jun17 151216 98.600 98.605 98.505 98.550 -0.045 209,463 661,554 -2,685
Sep17 151216 98.470 98.480 98.370 98.415 -0.050 145,111 603,558 +6,797
Dec17 151216 98.335 98.350 98.230 98.285 -0.055 206,378 727,456 -2,130
Mar18 151216 98.235 98.245 98.125 98.185 -0.050 117,212 396,103 -448
Jun18 151216 98.135 98.145 98.020 98.085 -0.050 94,897 365,231 -5,284
Sep18 151216 98.040 98.055 97.930 97.995 -0.050 113,132 354,474 -3,582
Dec18 151216 97.955 97.965 97.840 97.905 -0.055 132,282 351,498 +17,105
Mar19 151216 97.880 97.895 97.770 97.835 -0.055 54,404 201,281 +2,848
Jun19 151216 97.810 97.820 97.700 97.765 -0.050 45,057 159,192 +701
Sep19 151216 97.735 97.750 97.635 97.695 -0.050 39,404 124,639 -162
Dec19 151216 97.665 97.675 97.550 97.625 -0.050 49,793 132,930 -3,553
Mar20 151216 97.605 97.615 97.500 97.565 -0.050 24,968 68,293 -3,302
Jun20 151216 97.540 97.555 97.455 97.505 -0.045 18,213 50,103 -1,016
Total Volume and Open Interest 2,817,206 10,432,658 -854,231
Ultra T-Bond(CBOT)
Dec15 151216 159~05 159~17 158~25 158~25 -0~12 2,622 18,525 -1,975
Mar16 151216 159~15 160~03 158~01 158~29 -0~11 87,554 622,603 +4,811
Jun16 151216 159~29 159~29 159~29 159~29 -0~11      
Total Volume and Open Interest 90,176 641,128 +2,836
30 Day Federal Funds(CBOT)
Dec15 151216 99.777 99.783 99.765 99.768 -0.010 14,171 99,983 +4,853
Jan16 151216 99.680 99.690 99.660 99.665 -0.020 43,064 192,518 +4,901
Feb16 151216 99.660 99.670 99.640 99.645 -0.015 31,730 139,772 -1,012
Mar16 151216 99.610 99.615 99.590 99.590 -0.020 4,687 28,126 +870
Apr16 151216 99.560 99.560 99.530 99.535 -0.025 15,119 81,957 +2,983
May16 151216 99.530 99.530 99.500 99.505 -0.025 11,641 59,415 -1,234
Total Volume and Open Interest 154,175 752,024 +20,645
3-Mth Euro-Yen(CME)
Mar16 151216 99.685 99.685 99.685 99.685 unch      
Jun16 151216 99.800 99.800 99.800 99.800 unch      
Sep16 151216 99.660 99.660 99.660 99.660 unch      
Dec16 151216 99.990 99.990 99.990 99.990 unch      
Mar17 151216 99.955 99.955 99.955 99.955 unch      
Jun17 151216 99.815 99.815 99.815 99.815 unch      
Sep17 151216 99.675 99.675 99.675 99.675 unch      
Dec17 151216 99.535 99.535 99.535 99.535 unch      
Mar18 151216 99.395 99.395 99.395 99.395 unch      
Jun18 151216 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar16 151216 99.68 99.68 99.68 99.68 unch      
Jun16 151216 99.80 99.80 99.80 99.80 unch      
Sep16 151216 99.66 99.66 99.66 99.66 unch      
Dec16 151216 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 151216 99.96 99.96 99.96 99.96 unch      
Jun17 151216 99.82 99.82 99.82 99.82 unch      
Sep17 151216 99.68 99.68 99.68 99.68 unch      
Dec17 151216 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 4 -4
Japanese Gov't Bonds(SGX)
Mar16 151216 148.83 148.89 148.72 148.83 -0.01 2,273 19,440 +101
Jun16 151216 148.27 148.27 148.27 148.27 -0.01      
Sep16 151216 147.71 147.71 147.71 147.71 -0.01      
Total Volume and Open Interest 2,273 19,440 +101
Euro-Bund(EUREX)
Mar16 151216 157.65 157.95 156.78 157.32 -0.17 549,672 1,126,477 -7,970
Jun16 151216 154.80 154.93 154.70 154.85 -0.17 420 439 +420
Sep16 151216 154.85 154.85 154.85 154.85 -0.17      
Total Volume and Open Interest 550,092 1,126,916 -7,550
Euro-Bobl(EUREX)
Mar16 151216 130.72 130.82 130.40 130.60 -0.06 355,015 919,182 -16,030
Jun16 151216 128.89 128.89 128.89 128.89 -0.06 0 5 +0
Sep16 151216 128.89 128.89 128.89 128.89 -0.06      
Total Volume and Open Interest 355,015 919,187 -16,030
3-Mth Euribor(EUREX)
Dec15 151214 100.130 100.130 100.130 100.130 unch 79 27,306 +6
Mar16 151216 100.165 100.165 100.160 100.165 +0.005 416 6,011 +184
Jun16 151216 100.180 100.180 100.180 100.180 unch 396 10,770 +122
Total Volume and Open Interest 1,485 70,558 -4,717
Long Gilt(LIFFE)
Dec15 151216 117~25 117~27 117~21 117~21 +0~01 655 19,405 -362
Mar16 151216 116~26 116~31 116~23 116~25 +0~02 134,650 419,954 -3,989
Total Volume and Open Interest 135,305 439,359 -4,351
3-Mth Short Sterling(LIFFE)
Dec15 151216 99.42 99.42 99.41 99.42 -0.00 53,028 298,350 +1,822
Mar16 151216 99.35 99.36 99.34 99.36 +0.01 56,370 421,285 +1,416
Jun16 151216 99.27 99.28 99.25 99.27 +0.01 49,804 485,594 -1,260
Sep16 151216 99.17 99.18 99.16 99.17 +0.01 51,657 342,647 +14,604
Dec16 151216 99.06 99.08 99.05 99.06 +0.01 70,207 451,188 -16,847
Mar17 151216 98.96 98.96 98.94 98.94 unch 53,546 371,315 +3,617
Total Volume and Open Interest 493,373 3,611,639 -1,249
3-Mth Euribor(LIFFE)
Mar16 151216 100.165 100.170 100.150 100.160 -0.005 90,111 465,220 -3,837
Jun16 151216 100.180 100.190 100.165 100.180 unch 96,316 395,887 +16,067
Sep16 151216 100.185 100.200 100.165 100.185 unch 64,101 357,087 +9,539
Total Volume and Open Interest 610,301 3,334,126 -390,024
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 151216 97.79 97.79 97.76 97.78 -0.01 12,395 236,009 -3,070
Jun16 151216 97.85 97.86 97.82 97.84 -0.02 12,974 214,130 -7,995
Sep16 151216 97.88 97.88 97.85 97.87 -0.01 6,683 146,404 -2,596
Dec16 151216 97.88 97.88 97.85 97.86 -0.02 7,292 105,226 -482
Mar17 151216 97.85 97.85 97.81 97.82 -0.03 3,074 74,055 -388
Jun17 151216 97.81 97.81 97.77 97.78 -0.03 2,136 48,973 +737
Sep17 151216 97.77 97.77 97.72 97.73 -0.03 1,998 38,502 +75
Dec17 151216 97.71 97.71 97.67 97.67 -0.03 988 18,688 -397
Mar18 151216 97.64 97.64 97.60 97.61 -0.04 7 3,838 +0
Total Volume and Open Interest 47,564 891,643 -14,115
10-Year Aus T-Bonds(SFE)
Mar16 151216 97.11 97.12 97.05 97.07 -0.04 131,262 724,193 +47,114
Jun16 151216 97.07 97.07 97.07 97.07        
3-Year Aus T-Bonds(SFE)
Mar16 151216 97.86 97.88 97.82 97.84 -0.03 208,704 721,522 +68,511
Jun16 151216 97.84 97.84 97.84 97.84        
Gold(CMX)
Dec15 151216 1064.8 1078.7 1064.3 1078.0 +15.1 509 1,768 -65
Feb16 151216 1060.3 1077.9 1060.2 1076.8 +15.2 121,860 282,234 -1,336
Apr16 151216 1061.6 1078.1 1061.6 1077.6 +15.3 1,672 36,217 +175
Jun16 151216 1063.8 1078.5 1063.8 1078.4 +15.4 1,268 26,137 +258
Aug16 151216 1073.8 1079.4 1070.2 1079.3 +15.4 187 9,936 +21
Oct16 151216 1075.8 1080.3 1075.8 1080.3 +15.4 110 3,119 +49
Dec16 151216 1068.8 1081.7 1068.8 1081.6 +15.5 159 17,507 +2
Feb17 151216 1066.5 1082.8 1066.5 1082.8 +15.5 4 368 +2
Apr17 151216 1084.1 1084.1 1084.1 1084.1 +15.5 2 677 +0
Jun17 151216 1085.6 1085.6 1085.6 1085.6 +15.5 0 5,185 +0
Aug17 151216 1087.2 1087.2 1087.2 1087.2 +15.5 0 90 +0
Oct17 151216 1088.9 1088.9 1088.9 1088.9 +15.5      
Total Volume and Open Interest 126,116 395,436 -918
Silver(CMX)
Dec15 151216 1376.0 1423.5 1376.0 1421.8 +47.8 90 331 -51
Mar16 151216 1374.5 1431.0 1374.5 1424.8 +47.8 43,041 134,344 +746
May16 151216 1385.5 1431.0 1382.0 1428.1 +48.0 1,739 11,510 +246
Jul16 151216 1414.0 1431.4 1413.5 1431.4 +48.2 973 6,168 -198
Sep16 151216 1418.0 1434.8 1418.0 1434.8 +48.3 170 4,659 +15
Dec16 151216 1394.0 1439.6 1394.0 1439.6 +48.4 159 8,167 +114
Mar17 151216 1444.7 1444.7 1444.7 1444.7 +48.6 0 34 +0
Total Volume and Open Interest 46,842 169,167 +980
Platinum(NYMEX)
Jan16 151216 856.9 880.5 855.3 876.0 +20.2 13,536 55,648 -2,263
Apr16 151216 855.9 880.7 855.9 876.4 +20.2 2,931 18,693 +1,169
Jul16 151216 869.5 880.0 869.5 877.5 +20.2 73 2,456 +60
Oct16 151216 878.5 878.5 878.5 878.5 +20.2 4 19 +4
Total Volume and Open Interest 16,545 76,822 -1,029
Palladium(NYMEX)
Dec15 151216 570.95 570.95 570.95 570.95 +5.00 7 16 -268
Mar16 151216 567.00 573.75 561.60 571.95 +5.00 3,007 24,901 -353
Jun16 151216 564.70 572.75 564.70 572.35 +4.95 2 140 +0
Total Volume and Open Interest 3,021 25,091 -621
Copper(CMX)
Dec15 151216 205.75 208.15 205.65 206.10 +1.00 371 1,532 -153
Mar16 151216 205.05 209.05 205.00 207.15 +1.50 39,181 132,189 -335
May16 151216 205.70 209.60 205.70 207.90 +1.50 2,491 21,018 +411
Jul16 151216 207.80 209.55 207.20 208.40 +1.35 868 7,687 -135
Sep16 151216 207.60 210.40 207.60 208.95 +1.30 157 2,771 +4
Total Volume and Open Interest 43,495 175,250 -133
E-mini DJIA Index(CBOT)
Dec15 151216 17554 17786 17468 17735 +184 80,853 56,930 -9,824
Mar16 151216 17472 17705 17405 17654 +184 263,763 59,261 +14,256
Jun16 151216 17420 17573 17370 17573 +184 0 20 +0
Sep16 151216 17477 17477 17477 17477 +184 7 64 +7
Total Volume and Open Interest 344,623 116,275 +4,439
S & P 500(CME)
Dec15 151216 2059.00 2075.50 2042.00 2072.10 +26.50 28,796 64,307 -16,959
Mar16 151216 2037.50 2068.00 2034.90 2063.70 +26.60 25,426 47,990 +15,030
Jun16 151216 2056.40 2059.70 2026.70 2056.40 +26.70 0 3,508 -1
Sep16 151216 2050.40 2053.70 2020.70 2050.40 +26.70 2 3 +2
Total Volume and Open Interest 54,224 115,808 -1,930
S & P 500 E-Mini(Globex)
Dec15 151216 2046.00 2077.00 2040.00 2072.00 +26.50 1,269,316 1,293,972 -481,567
Mar16 151216 2037.50 2068.75 2031.00 2063.75 +26.75 2,652,781 1,775,616 +511,583
Jun16 151216 2029.00 2061.25 2025.75 2056.50 +26.75 631 6,955 +13
Sep16 151216 2025.00 2051.50 2023.25 2050.50 +26.75 42 192 +1
Total Volume and Open Interest 3,922,791 3,076,744 +30,029
NASDAQ 100 E-Mini(Globex)
Dec15 151216 4607.50 4674.50 4580.00 4663.00 +57.00 156,220 134,434 -54,404
Mar16 151216 4603.50 4669.80 4575.00 4657.80 +56.80 423,297 217,222 +60,336
Jun16 151216 4610.00 4655.30 4590.00 4651.50 +56.70 16 257 +8
Total Volume and Open Interest 579,534 351,990 +5,940
S&P Midcap 400(CME) e-Mini
Dec15 151216 1399.50 1415.60 1394.50 1410.50 +13.50 30,874 29,975 -31,602
Mar16 151216 1391.60 1410.30 1388.80 1405.30 +13.10 54,317 66,073 +25,373
Jun16 151216 1399.00 1399.00 1399.00 1399.00 +14.90      
Total Volume and Open Interest 85,191 96,063 -6,229
Volatility Index(CBOE)
Dec15 151216 20.70 20.90 19.85 19.90 -0.73 137,386 52,953 -14,996
Jan16 151216 18.90 19.00 17.55 18.13 -0.75 145,785 142,431 +11,444
Feb16 151216 19.27 19.37 18.17 18.68 -0.60 37,806 32,350 -540
Mar16 151216 19.35 19.50 18.50 18.93 -0.45 17,820 19,629 +878
Total Volume and Open Interest 360,565 288,124 +288,124
Russell 2000(ICE)
Dec15 151216 1134.20 1152.00 1132.80 1149.30 +15.60 130,408 151,205 -71,762
Mar16 151216 1128.60 1146.20 1127.50 1144.70 +16.00 239,348 255,221 +84,893
Jun16 151216 1140.00 1140.00 1140.00 1140.00 +15.00 2 2 +2
Total Volume and Open Interest 369,758 406,429 +13,133
Nikkei 225(CME)
Mar16 151216 18915 19440 18885 19380 +465 20,414 46,402 -545
Jun16 151216 19340 19340 19340 19340 +465 11 11 +10
Total Volume and Open Interest 20,425 46,413 -535
Nikkei 225(SGX)
Mar16 151216 18610 19085 18495 19070 +485 125,773 179,013 -754
Jun16 151216 18815 18955 18815 18955 +485 11 244 +7
Sep16 151216 18935 18935 18935 18935 +485 0 4 +0
Total Volume and Open Interest 126,047 189,686 -576
CAC 40(EURONEXT)
Dec15 151216 4625.0 4711.0 4591.5 4624.0 +10.5 191,880 277,489 +6,043
Jan16 151216 4619.5 4705.0 4587.0 4618.5 +11.0 57,414 68,710 +51,202
Feb16 151216 4623.0 4647.5 4614.0 4614.0 +10.5 2 2 +0
Total Volume and Open Interest 250,724 351,952 +57,688
Hang Seng Index(HKFE)
Dec15 151216 21339 21770 21338 21737 +406 134,103 100,007 +3,050
Jan16 151216 21350 21777 21350 21751 +406 1,408 3,021 +241
Total Volume and Open Interest 135,695 107,561 +3,327
DAX(EUREX)
Dec15 151216 10481.0 10650.0 10421.0 10463.0 +10.0 178,193 107,554 -14,961
Mar16 151216 10481.5 10652.0 10425.0 10465.0 +10.0 46,361 66,410 +10,703
Jun16 151216 10488.0 10675.5 10488.0 10501.5 +10.5 1,266 3,100 +764
Total Volume and Open Interest 225,820 177,064 -3,494
FT-SE 100(EURONEXT)
Dec15 151216 6028.00 6150.00 6022.00 6057.00 +34.00 313,954 388,506 -83,901
Mar16 151216 5979.00 6101.00 5973.00 6008.50 +35.00 184,988 230,906 +99,478
Jun16 151216 5960.00 5960.00 5960.00 5960.00 +38.50 7 2,902 +2
Total Volume and Open Interest 498,949 622,314 +15,579
SPI 200(SFE)
Dec15 151216 4898.0 5032.0 4898.0 5023.0 +119.0 109,280 250,499 +4,891
Mar16 151216 4856.0 4981.0 4850.0 4972.0 +117.0 75,561 81,657 +68,347
Jun16 151216 4961.0 4961.0 4961.0 4961.0 +117.0 144 1,568 +144
Total Volume and Open Interest 185,583 335,691 +73,949
FTSE MIB(ISE)
Dec15 151216 21250.00 21380.00 21095.00 21232.00 +23.00 66,274 60,045 -6,859
Mar16 151216 21220.00 21380.00 21100.00 21239.00 +23.00 27,614 24,586 +9,797
Jun16 151216 20849.00 20849.00 20849.00 20849.00 +55.00 1 1 +1
Total Volume and Open Interest 93,889 84,632 +2,939
KOSPI 200(KFE)
Mar16 151216 241.85 241.90 241.55 241.90 +5.05 124,329 95,259 +3,316
Jun16 151216 242.60 242.60 242.35 242.40 +4.70 374 864 +49
Sep16 151216 241.35 242.20 241.35 242.20 +3.65 1 256 +33
Total Volume and Open Interest 124,705 97,587 +3,397
GSCI(CME)
Jan16 151216 314.00 314.00 306.95 307.90 -6.20 687 12,685 +316
Feb16 151216 312.90 312.90 312.90 312.90 -6.20      
Mar16 151216 320.10 320.10 320.10 320.10 -6.20      
Total Volume and Open Interest 1,236 13,045  
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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