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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu October 06, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161006 956.00 959.75 947.25 958.50 +1.75 123,524 322,962 -4,854
Jan17 161006 962.50 966.00 953.75 964.75 +1.25 37,427 120,809 +2,605
Mar17 161006 969.25 972.50 960.50 971.00 +0.75 15,181 71,920 -562
May17 161006 974.50 978.25 967.25 976.75 +0.25 4,833 46,726 -479
Jul17 161006 981.25 983.50 972.50 981.25 -0.50 6,683 54,035 +803
Aug17 161006 981.00 981.50 972.00 980.50 -1.00 190 2,245 +6
Sep17 161006 966.50 969.75 962.25 969.75 -0.75 197 1,028 +23
Nov17 161006 961.00 963.75 954.00 961.75 -1.25 8,106 29,285 +59
Jan18 161006 964.00 965.00 961.75 965.00 -1.25 61 965 +23
Mar18 161006 962.00 967.25 962.00 966.50 -1.75 32 276 +10
May18 161006 970.75 975.00 969.75 969.75 -1.50 32 223 +30
Jul18 161006 974.25 977.00 974.25 974.25 -1.25 34 272 +33
Aug18 161006 969.25 969.25 969.25 969.25 -1.25 0 17 +0
Sep18 161006 954.00 954.00 954.00 954.00 -1.25 0 17 +0
Total Volume and Open Interest 196,300 651,042 -2,303
Soybean Meal(CBOT)
Oct16 161006 303.90 303.90 297.00 301.50 -2.30 725 2,765 -303
Dec16 161006 305.30 305.50 298.10 303.10 -2.30 45,883 174,047 -892
Jan17 161006 306.00 306.30 299.30 304.20 -2.10 9,756 45,025 +1,552
Mar17 161006 307.60 307.90 300.90 305.70 -2.10 4,475 48,899 +141
May17 161006 309.20 309.20 302.70 307.30 -2.10 3,343 31,106 +815
Jul17 161006 309.40 309.70 304.80 308.70 -2.30 3,564 34,374 +801
Aug17 161006 309.10 309.60 304.70 308.50 -2.40 403 4,186 +70
Sep17 161006 309.20 309.20 304.50 307.90 -2.60 371 4,647 -36
Oct17 161006 306.70 307.10 302.20 305.70 -3.00 346 4,097 -22
Dec17 161006 307.10 307.50 302.60 306.00 -3.00 1,229 13,469 -139
Total Volume and Open Interest 70,228 364,721 +2,096
Soybean Oil(CBOT)
Oct16 161006 32.50 33.14 32.49 33.10 +0.44 700 1,366 -238
Dec16 161006 32.77 33.35 32.65 33.30 +0.46 47,816 221,090 -3,356
Jan17 161006 33.00 33.58 32.89 33.54 +0.46 8,322 62,432 +285
Mar17 161006 33.29 33.83 33.17 33.80 +0.46 4,709 56,663 +737
May17 161006 33.41 34.03 33.38 34.00 +0.47 2,813 32,735 +135
Jul17 161006 33.62 34.23 33.62 34.20 +0.47 3,106 21,362 +1,236
Aug17 161006 33.70 34.25 33.60 34.25 +0.49 140 3,803 +17
Sep17 161006 33.71 34.28 33.71 34.25 +0.50 116 3,095 +33
Oct17 161006 34.00 34.09 33.97 34.05 +0.47 149 2,493 +15
Dec17 161006 33.60 34.24 33.57 34.08 +0.45 713 8,275 -135
Total Volume and Open Interest 68,695 414,039 -1,181
Canola(WCE)
Nov16 161006 467.1 469.8 466.5 468.0 +1.0 7,759 127,282 -1,412
Jan17 161006 474.9 477.2 474.5 475.6 +0.7 5,086 36,498 +1,732
Mar17 161006 480.4 482.3 480.0 481.1 +1.0 1,913 13,314 +481
May17 161006 484.4 486.5 483.9 485.0 +0.8 3,907 6,955 -1,112
Jul17 161006 486.5 488.4 485.8 486.7 +0.6 4,089 12,380 +1,377
Total Volume and Open Interest 24,342 204,925 +1,456
Corn(CBOT)
Dec16 161006 347.25 347.75 338.50 340.50 -7.25 158,042 742,274 -12,874
Mar17 161006 357.00 357.50 348.25 350.25 -7.25 25,995 250,559 +693
May17 161006 364.00 364.50 355.25 357.50 -7.00 11,637 66,844 -723
Jul17 161006 370.75 371.50 362.50 364.50 -7.00 10,124 119,801 +1,329
Sep17 161006 377.25 378.25 369.50 371.25 -6.75 1,464 42,828 +194
Dec17 161006 385.75 387.00 378.25 380.00 -6.50 6,259 75,368 -58
Mar18 161006 394.50 396.25 389.50 389.75 -6.00 156 5,279 -59
May18 161006 400.00 400.00 395.00 395.25 -6.00 134 1,102 +6
Jul18 161006 404.00 404.00 399.75 399.75 -6.00 36 1,432 -6
Sep18 161006 398.50 404.00 398.50 398.50 -6.25 0 518 +0
Total Volume and Open Interest 214,026 1,310,849 -11,411
Wheat(CBOT)
Dec16 161006 407.00 409.50 393.50 395.75 -9.25 41,951 309,338 -1,415
Mar17 161006 426.50 429.75 414.75 417.00 -8.75 12,443 93,064 +382
May17 161006 441.50 443.00 428.25 431.25 -8.25 3,842 24,582 +181
Jul17 161006 451.25 454.00 439.50 442.75 -8.00 5,556 38,069 +1,566
Sep17 161006 467.50 467.50 457.00 458.00 -8.50 535 3,734 +22
Dec17 161006 486.75 488.25 475.25 478.00 -8.00 769 7,008 +271
Total Volume and Open Interest 65,125 477,960 +1,009
Wheat(KCBT)
Dec16 161006 415.25 418.25 403.50 405.00 -10.00 19,473 137,098 -510
Mar17 161006 431.50 434.25 420.00 421.50 -10.00 8,714 44,751 -980
May17 161006 442.25 445.00 430.75 432.25 -10.00 6,836 21,621 +2,279
Jul17 161006 453.25 455.50 441.00 442.75 -10.00 5,146 28,301 +2,084
Sep17 161006 456.00 458.50 456.00 457.75 -9.50 285 3,200 +140
Dec17 161006 491.25 491.25 478.50 479.50 -10.00 916 3,418 +375
Mar18 161006 506.25 506.25 494.50 494.50 -10.00 293 775 +85
Total Volume and Open Interest 41,885 239,676 +3,587
Wheat(MGE)
Dec16 161006 524.00 529.25 517.00 524.75 +0.25 6,940 29,096 -780
Mar17 161006 526.50 533.50 520.00 528.00 +0.75 3,471 15,986 -696
May17 161006 532.75 538.25 526.25 533.00 unch 1,113 8,124 -47
Jul17 161006 540.00 544.00 536.00 539.25 -0.50 517 3,721 -28
Sep17 161006 547.00 547.25 541.00 547.25 -0.25 355 3,454 +7
Dec17 161006 559.00 566.75 555.00 559.00 -0.75 171 2,195 -56
Total Volume and Open Interest 12,572 62,584 -1,600
Oats(CBOT)
Dec16 161006 184.25 189.00 182.75 187.75 +3.75 405 8,272 -3
Mar17 161006 186.75 193.00 186.00 190.50 +3.50 93 1,946 +25
May17 161006 192.00 195.75 192.00 195.00 +3.25 0 58 +0
Jul17 161006 199.75 199.75 198.75 199.75 +1.25 0 26 +0
Total Volume and Open Interest 498 10,302 +22
Rough Rice(CBOT)
Nov16 161006 10.03 10.13 10.01 10.11 +0.07 835 9,375 -191
Jan17 161006 10.28 10.35 10.25 10.35 +0.08 108 1,772 +77
Mar17 161006 10.59 10.59 10.48 10.59 +0.07 10 121 +8
May17 161006 10.78 10.86 10.78 10.78 +0.06 2 4 +1
Total Volume and Open Interest 955 11,272 -105
Live Cattle(CME)
Oct16 161006 102.350 103.230 101.550 102.430 -0.420 9,153 27,960 -2,208
Dec16 161006 102.680 103.830 101.885 103.100 +0.050 20,417 127,562 +1,939
Feb17 161006 103.180 104.200 102.385 103.680 +0.100 7,437 49,285 +66
Apr17 161006 102.500 103.300 101.900 102.950 -0.100 4,745 36,633 +149
Jun17 161006 96.400 96.800 95.650 96.500 -0.150 1,743 13,743 +336
Aug17 161006 95.385 95.450 94.550 95.200 -0.480 753 7,542 +156
Total Volume and Open Interest 44,576 264,662 +603
Feeder Cattle(CME)
Oct16 161006 127.200 128.535 126.000 127.830 +0.380 2,944 9,783 -928
Nov16 161006 122.450 123.550 120.850 122.785 -0.065 6,642 18,689 +320
Jan17 161006 118.830 119.430 117.300 118.785 -0.515 3,458 7,165 +291
Mar17 161006 117.080 117.230 115.450 116.730 -0.805 1,148 5,500 +98
Apr17 161006 116.750 116.930 115.500 116.635 -0.795 248 833 +58
May17 161006 116.100 116.580 115.200 116.330 -0.750 227 977 +49
Aug17 161006 117.550 118.850 117.450 118.600 -0.400 57 276 +6
Total Volume and Open Interest 14,724 43,223 -106
Lean Hogs(CME)
Oct16 161006 48.800 50.535 48.650 50.380 +2.145 6,133 20,440 -1,972
Dec16 161006 42.130 43.830 42.050 43.180 +1.730 23,332 122,696 +117
Feb17 161006 48.400 49.380 48.130 48.880 +0.950 9,607 40,829 +167
Apr17 161006 56.330 56.930 55.900 56.430 +0.280 5,695 25,293 +448
May17 161006 65.050 65.050 65.050 65.050 -0.450 134 590 -5
Jun17 161006 69.930 70.080 69.100 69.680 -0.205 2,530 7,423 +441
Jul17 161006 70.000 70.785 69.650 70.785 +0.385 527 1,361 +117
Aug17 161006 69.900 70.730 69.450 70.635 +0.405 494 1,118 +101
Total Volume and Open Interest 48,789 220,590 -446
Class III Milk(CME)
Oct16 161006 14.93 15.06 14.92 15.04 +0.13 242 4,734 +52
Nov16 161006 15.21 15.52 15.19 15.48 +0.30 281 4,523 +98
Dec16 161006 15.21 15.42 15.18 15.41 +0.26 227 3,897 +54
Jan17 161006 15.26 15.39 15.26 15.39 +0.19 158 2,501 +56
Feb17 161006 15.46 15.57 15.44 15.57 +0.17 79 2,337 +22
Mar17 161006 15.61 15.67 15.61 15.67 +0.11 203 2,218 +90
Apr17 161006 15.67 15.75 15.67 15.75 +0.13 255 1,948 +135
May17 161006 15.90 15.97 15.90 15.97 +0.13 97 1,792 +94
Jun17 161006 16.12 16.21 16.12 16.20 +0.10 66 1,575 +51
Jul17 161006 16.37 16.45 16.36 16.45 +0.11 39 908 +4
Aug17 161006 16.57 16.60 16.57 16.60 +0.04 28 839 +28
Sep17 161006 16.65 16.70 16.65 16.70 +0.06 26 846 +12
Oct17 161006 16.70 16.70 16.70 16.70 +0.05 26 542 +20
Total Volume and Open Interest 1,769 29,811 -4,349
Cocoa(ICE)
Dec16 161006 2829 2832 2760 2787 -49 20,659 105,043 -1,947
Mar17 161006 2779 2780 2707 2738 -41 14,002 84,477 +1,239
May17 161006 2771 2773 2702 2732 -42 2,498 18,756 +644
Jul17 161006 2771 2771 2708 2730 -42 682 9,262 +167
Sep17 161006 2738 2738 2704 2725 -42 266 7,450 +82
Dec17 161006 2751 2751 2696 2717 -41 385 4,801 +17
Mar18 161006 2745 2745 2688 2711 -40 304 5,199 +228
Total Volume and Open Interest 38,796 235,123 +430
Coffee "C"(ICE)
Dec16 161006 148.50 148.85 146.10 146.40 -1.80 18,008 100,316 -1,175
Mar17 161006 151.95 152.20 149.50 149.75 -1.80 5,017 43,968 -377
May17 161006 153.70 153.95 151.50 151.70 -1.80 2,182 21,420 +219
Jul17 161006 155.45 155.70 153.30 153.45 -1.80 1,294 5,986 +350
Sep17 161006 155.85 156.50 154.95 155.15 -1.70 255 4,583 +93
Dec17 161006 158.00 158.70 157.40 157.45 -1.45 44 6,632 -1
Total Volume and Open Interest 26,816 184,912 -891
Orange Juice(ICE)
Nov16 161006 204.00 204.50 198.35 199.65 -1.75 1,369 12,451 -193
Jan17 161006 201.00 201.00 196.30 197.60 -1.25 402 3,045 +175
Mar17 161006 193.75 194.05 193.75 194.05 -1.80 27 552 +5
May17 161006 191.05 191.60 191.05 191.60 -1.65 22 206 +4
Jul17 161006 189.60 189.60 189.60 189.60 -1.60 0 8 +0
Sep17 161006 189.10 189.10 189.10 189.10 -1.60      
Total Volume and Open Interest 1,820 16,264 -9
Sugar #11(ICE)
Mar17 161006 23.90 23.90 22.83 23.11 -0.70 47,384 488,026 +1,914
May17 161006 22.94 22.98 22.06 22.31 -0.60 13,986 135,346 +652
Jul17 161006 21.99 21.99 21.21 21.46 -0.50 9,725 97,501 +2,045
Oct17 161006 21.23 21.24 20.61 20.83 -0.38 5,035 60,641 +528
Mar18 161006 20.75 20.77 20.29 20.47 -0.28 2,089 27,411 +12
May18 161006 19.92 19.92 19.55 19.67 -0.23 637 9,034 +162
Jul18 161006 19.17 19.21 18.90 19.00 -0.20 331 5,208 +34
Oct18 161006 18.74 18.74 18.59 18.59 -0.19 101 4,599 +94
Total Volume and Open Interest 79,314 830,713 +5,458
London Cocoa(LCE)
Dec16 161006 2309 2309 2263 2279 -32 11,004 93,604 -1,517
Mar17 161006 2225 2227 2188 2211 -15 11,246 82,141 -25
May17 161006 2219 2220 2183 2206 -13 3,653 42,070 -24
Jul17 161006 2220 2221 2184 2207 -13 1,353 11,941 +345
Sep17 161006 2216 2216 2179 2202 -12 981 18,145 +304
Dec17 161006 2195 2195 2168 2182 -11 812 10,636 +621
Mar18 161006 2173 2173 2173 2173 -11 127 2,410 +121
Total Volume and Open Interest 29,176 260,947 -175
London Sugar(LCE)
Dec16 161006 601.00 602.30 588.00 590.50 -14.00 4,922 37,119 +191
Mar17 161006 605.60 606.60 591.70 594.00 -14.60 2,448 22,378 +131
May17 161006 599.50 600.00 586.90 588.00 -13.70 1,085 15,591 +314
Aug17 161006 581.30 581.30 572.20 572.70 -11.40 489 6,984 +136
Oct17 161006 559.20 559.20 551.10 551.70 -9.50 376 6,010 +154
Total Volume and Open Interest 9,321 90,772 +926
Cotton(ICE)
Oct16 161006 68.12 68.12 67.71 67.71 -0.32 0 4 +0
Dec16 161006 67.50 68.00 66.85 67.50 -0.32 13,448 157,895 +151
Mar17 161006 68.13 68.55 67.45 68.10 -0.26 3,384 56,414 +767
May17 161006 68.51 68.92 68.00 68.55 -0.20 580 11,286 +78
Jul17 161006 68.80 69.07 68.17 68.73 -0.08 396 8,311 +69
Oct17 161006 68.17 68.17 68.17 68.17 -0.15      
Total Volume and Open Interest 18,310 248,637 +1,138
Lumber(CME)
Nov16 161006 332.1 338.2 331.7 336.0 +4.3 395 2,711 -38
Jan17 161006 342.0 347.0 342.0 345.8 +4.3 128 1,168 +49
Mar17 161006 351.4 351.4 346.5 348.9 +2.0 18 155 +11
May17 161006 350.0 350.6 341.0 346.7 +0.4 0 22 +0
Total Volume and Open Interest 541 4,073 +22
Crude Oil(NYM)
Nov16 161006 49.65 50.63 49.33 50.44 +0.61 513,710 492,253 -15,536
Dec16 161006 50.19 51.17 49.87 50.98 +0.60 186,253 309,698 +3,831
Jan17 161006 50.87 51.75 50.48 51.57 +0.59 68,425 169,023 +5,936
Feb17 161006 51.36 52.23 51.08 52.08 +0.56 23,290 81,671 -1,979
Mar17 161006 51.85 52.68 51.53 52.54 +0.55 26,183 154,990 +730
Apr17 161006 52.15 53.01 51.88 52.92 +0.54 7,141 47,109 +399
May17 161006 52.47 53.31 52.41 53.23 +0.53 7,080 35,995 +157
Jun17 161006 52.79 53.61 52.52 53.47 +0.52 29,118 131,924 +2,169
Jul17 161006 52.92 53.72 52.78 53.65 +0.50 3,588 24,955 +134
Aug17 161006 53.00 53.85 53.00 53.80 +0.47 1,741 21,849 +302
Sep17 161006 53.11 54.02 53.11 53.94 +0.44 5,271 37,334 +676
Oct17 161006 53.92 54.14 53.69 54.07 +0.41 1,625 18,576 -130
Nov17 161006 54.20 54.23 54.19 54.21 +0.39 1,235 17,253 +23
Dec17 161006 53.78 54.49 53.55 54.36 +0.37 32,995 165,931 -809
Jan18 161006 54.32 54.47 54.32 54.44 +0.35 572 16,929 +54
Feb18 161006 54.53 54.54 54.51 54.52 +0.33 263 5,826 +77
Total Volume and Open Interest 929,944 1,871,665 -2,735
e-miNY Crude Oil(NYM)
Nov16 161006 49.675 50.625 49.350 50.450 +0.625 12,807 2,093 -178
Dec16 161006 50.225 51.150 49.875 50.975 +0.600 525 1,374 +123
Jan17 161006 50.800 51.675 50.550 51.575 +0.600 39 317 +4
Feb17 161006 51.850 52.075 51.850 52.075 +0.550 1 180 +0
Mar17 161006 52.550 52.550 51.700 52.550 +0.550 9 173 +1
Apr17 161006 52.925 52.925 51.325 52.925 +0.550 7 82 +1
May17 161006 53.075 53.225 53.075 53.225 +0.525 2 118 +2
Jun17 161006 53.500 53.500 53.475 53.475 +0.525 16 153 +13
Jul17 161006 53.675 53.675 53.650 53.650 +0.500 16 60 -13
Aug17 161006 53.800 53.800 53.800 53.800 +0.475 0 90 +0
Total Volume and Open Interest 13,456 4,893 -15
NY Harbor ULSD(NYM)
Nov16 161006 157.41 160.16 156.30 159.58 +1.35 46,262 100,778 -2,774
Dec16 161006 158.80 161.33 157.62 160.84 +1.51 26,883 74,585 +360
Jan17 161006 160.22 162.89 159.24 162.42 +1.59 15,066 56,854 +2,396
Feb17 161006 161.44 164.10 160.59 163.66 +1.61 8,342 24,930 +1,285
Mar17 161006 162.36 164.48 162.09 164.05 +1.52 4,491 33,610 -74
Apr17 161006 161.52 163.92 161.52 163.68 +1.46 2,036 16,734 -40
May17 161006 162.15 163.99 162.15 163.75 +1.47 761 9,794 +149
Jun17 161006 162.14 164.45 161.39 164.10 +1.50 2,727 25,917 +32
Jul17 161006 163.70 164.94 163.70 164.94 +1.46 224 3,164 -23
Aug17 161006 165.08 165.96 165.08 165.96 +1.42 179 1,931 -13
Sep17 161006 167.10 167.10 165.63 167.10 +1.38 311 3,677 +8
Oct17 161006 168.43 168.43 168.20 168.20 +1.34 165 2,656 +58
Nov17 161006 166.72 169.22 166.72 169.22 +1.32 167 2,297 -17
Dec17 161006 168.15 170.40 168.00 170.14 +1.32 1,342 25,906 +98
Total Volume and Open Interest 109,175 391,294 +1,465
RBOB Gasoline(NYM)
Nov16 161006 148.54 150.35 146.72 149.78 +0.50 77,360 132,475 -688
Dec16 161006 146.28 148.54 144.81 147.96 +0.88 53,867 85,300 +3,926
Jan17 161006 146.04 148.48 144.88 148.02 +0.95 25,283 46,517 +2,783
Feb17 161006 147.48 149.98 146.42 149.47 +0.89 8,422 17,489 +711
Mar17 161006 149.83 152.33 149.39 151.86 +0.83 6,083 26,724 +594
Apr17 161006 167.63 169.96 167.38 169.87 +0.96 3,340 20,497 -171
May17 161006 168.82 171.03 168.62 171.00 +0.99 2,251 8,167 +220
Jun17 161006 167.97 170.98 167.81 170.67 +0.98 3,388 14,615 -297
Jul17 161006 169.65 169.65 169.65 169.65 +0.94 510 2,695 +173
Aug17 161006 168.04 168.04 168.04 168.04 +0.89 203 2,178 +46
Total Volume and Open Interest 182,439 383,062 +7,438
e-miNY RBOB Gasoline(NYM)
Nov16 161006 149.80 149.80 147.10 149.80 +0.52 0 1 +0
Dec16 161006 147.96 147.96 147.96 147.96 +0.88      
Jan17 161006 148.02 148.02 148.02 148.02 +0.95      
Feb17 161006 149.47 149.47 149.47 149.47 +0.89      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Nov16 161006 3.030 3.071 2.972 3.049 +0.008 145,549 278,563 -7,836
Dec16 161006 3.252 3.299 3.196 3.282 +0.022 65,354 103,361 +217
Jan17 161006 3.388 3.425 3.327 3.410 +0.019 44,205 166,889 -1,888
Feb17 161006 3.394 3.428 3.339 3.417 +0.019 15,951 45,420 +1,271
Mar17 161006 3.339 3.375 3.293 3.367 +0.018 22,066 105,440 +1,288
Apr17 161006 3.097 3.132 3.062 3.129 +0.019 21,546 97,349 +2,376
May17 161006 3.066 3.088 3.024 3.088 +0.018 8,710 36,649 +898
Jun17 161006 3.090 3.113 3.051 3.113 +0.017 2,713 30,708 +281
Jul17 161006 3.114 3.137 3.078 3.137 +0.016 2,763 20,672 -313
Aug17 161006 3.118 3.140 3.083 3.140 +0.016 2,610 16,704 -256
Sep17 161006 3.094 3.123 3.066 3.123 +0.016 3,305 19,390 -26
Oct17 161006 3.120 3.145 3.080 3.144 +0.018 8,810 46,586 +1,054
Nov17 161006 3.168 3.192 3.133 3.192 +0.019 3,253 15,673 +119
Dec17 161006 3.289 3.325 3.269 3.325 +0.022 4,802 20,167 -425
Jan18 161006 3.393 3.420 3.368 3.420 +0.022 3,586 14,704 -863
Feb18 161006 3.354 3.378 3.332 3.378 +0.021 1,429 4,285 +27
Total Volume and Open Interest 368,939 1,103,354 +536
Brent Crude Oil(ICE)
Dec16 161006 51.76 52.75 51.32 52.51 +0.65 269,265 580,412 -1,620
Jan17 161006 52.43 53.34 51.93 53.11 +0.66 86,739 274,595 +1,790
Feb17 161006 52.83 53.82 52.46 53.60 +0.65 45,060 151,444 +2,006
Mar17 161006 53.30 54.27 52.93 54.07 +0.64 38,869 178,503 -3,195
Apr17 161006 53.71 54.69 53.39 54.48 +0.62 17,936 65,908 -931
May17 161006 53.89 55.04 53.80 54.84 +0.61 14,116 58,038 -417
Jun17 161006 54.34 55.33 54.10 55.14 +0.60 44,941 153,311 +3,135
Jul17 161006 54.68 55.55 54.41 55.41 +0.59 4,199 37,224 +654
Aug17 161006 54.83 55.73 54.64 55.62 +0.58 2,192 25,792 +101
Sep17 161006 55.00 55.80 55.00 55.79 +0.57 5,524 51,243 +1,736
Oct17 161006 55.94 55.94 55.94 55.94 +0.55 1,979 22,679 +386
Nov17 161006 56.09 56.09 56.09 56.09 +0.54 2,088 21,026 +110
Dec17 161006 55.38 56.36 55.25 56.21 +0.53 40,037 210,075 +2,611
Jan18 161006 56.23 56.35 56.22 56.35 +0.52 873 19,291 +106
Total Volume and Open Interest 594,344 2,152,944 +7,497
Gas Oil(ICE)
Oct16 161006 463.00 470.50 459.50 468.50 +3.25 36,927 72,995 -6,884
Nov16 161006 463.50 472.00 460.00 469.50 +3.75 81,537 149,264 +2,302
Dec16 161006 464.75 472.50 460.75 470.25 +4.00 62,411 205,578 -1,129
Jan17 161006 467.00 475.25 464.00 473.00 +4.00 18,276 86,154 -534
Feb17 161006 469.00 478.00 467.00 475.75 +4.00 9,411 40,817 +1,331
Mar17 161006 470.75 480.25 469.50 478.00 +4.00 11,373 39,651 +636
Apr17 161006 473.00 482.25 471.50 480.00 +4.00 2,734 23,179 +158
May17 161006 475.25 483.75 474.00 482.25 +4.25 2,004 18,447 +464
Jun17 161006 478.50 486.50 476.50 484.50 +4.25 9,291 51,381 -332
Jul17 161006 482.00 489.50 480.00 487.75 +4.50 877 17,857 +65
Total Volume and Open Interest 249,038 898,573 -2,973
Ethanol(CBOT)
Nov16 161006 1.522 1.525 1.490 1.503 -0.017 165 2,169 +50
Dec16 161006 1.446 1.458 1.442 1.454 -0.016 35 1,313 +18
Jan17 161006 1.430 1.430 1.416 1.423 -0.013 12 592 +9
Feb17 161006 1.429 1.429 1.416 1.425 -0.013 17 216 +14
Mar17 161006 1.430 1.442 1.430 1.442 -0.013 45 164 +30
Apr17 161006 1.467 1.467 1.467 1.467 -0.013 0 234 +0
May17 161006 1.474 1.474 1.474 1.474 -0.013 0 5 +0
Jun17 161006 1.474 1.474 1.474 1.474 -0.013      
Total Volume and Open Interest 293 4,776 +106
WTI Crude Oil(ICE)
Nov16 161006 49.70 50.62 49.34 50.44 +0.61 31,442 62,376 -3,547
Dec16 161006 50.21 51.15 49.88 50.98 +0.60 46,625 127,758 -1,911
Jan17 161006 50.77 51.72 50.49 51.57 +0.59 24,927 41,436 +162
Feb17 161006 51.23 52.20 51.05 52.08 +0.56 13,323 29,435 +1,349
Mar17 161006 51.59 52.64 51.52 52.54 +0.55 8,227 43,995 -1,049
Apr17 161006 52.08 53.02 52.08 52.92 +0.54 3,201 10,060 -130
May17 161006 52.41 53.34 52.41 53.23 +0.53 2,015 8,261 +59
Jun17 161006 52.67 53.58 52.60 53.47 +0.52 9,240 43,247 -687
Jul17 161006 53.38 53.65 53.38 53.65 +0.50 611 7,328 -70
Aug17 161006 53.80 53.80 53.80 53.80 +0.47 276 2,941 +54
Sep17 161006 53.94 53.94 53.94 53.94 +0.44 1,500 13,154 +1,131
Oct17 161006 54.07 54.07 54.07 54.07 +0.41 161 2,531 +64
Nov17 161006 54.21 54.21 54.21 54.21 +0.39 67 1,298 -2
Dec17 161006 53.55 54.46 53.55 54.36 +0.37 5,477 81,634 +805
Jan18 161006 54.44 54.44 54.44 54.44 +0.35 13 547 -13
Feb18 161006 54.52 54.52 54.52 54.52 +0.33 4 627 +0
Total Volume and Open Interest 151,941 535,518 -1,630
US Dollar Index(ICE)
Dec16 161006 96.135 96.785 96.115 96.772 +0.658 42,193 50,122 +2,664
Mar17 161006 96.060 96.690 96.045 96.688 +0.652 309 3,351 -19
Jun17 161006 96.040 96.607 96.040 96.607 +0.652 8 298 +4
Total Volume and Open Interest 42,510 53,795 +2,649
Australian Dollar(CME)
Dec16 161006 76.01 76.10 75.50 75.65 -0.45 101,266 109,464 +2,168
Mar17 161006 75.85 75.94 75.37 75.51 -0.45 132 554 -50
Jun17 161006 75.34 75.98 75.34 75.34 -0.45 0 8 +0
Total Volume and Open Interest 101,399 110,028 +2,119
British Pound(CME)
Dec16 161006 127.58 127.73 126.16 126.17 -1.47 133,639 260,342 +5,174
Mar17 161006 127.85 127.95 126.40 126.41 -1.47 83 1,615 +8
Jun17 161006 127.57 127.57 126.68 126.68 -1.47 3 419 +0
Total Volume and Open Interest 133,726 262,478 +5,183
Canadian Dollar(CME)
Dec16 161006 75.89 75.93 75.51 75.62 -0.35 57,930 102,391 +330
Mar17 161006 75.91 75.96 75.57 75.67 -0.35 94 1,355 +54
Jun17 161006 75.96 75.97 75.66 75.73 -0.36 10 254 +4
Sep17 161006 76.05 76.05 75.74 75.80 -0.35 0 114 +0
Total Volume and Open Interest 58,034 104,219 +388
Japanese Yen(CME)
Dec16 161006 96.82 97.01 96.24 96.26 -0.49 157,358 156,825 +7,340
Mar17 161006 97.09 97.38 96.64 96.66 -0.49 185 609 +105
Jun17 161006 97.13 97.99 97.13 97.13 -0.48 0 110 +0
Total Volume and Open Interest 157,543 157,574 +7,445
Swiss Franc(CME)
Dec16 161006 103.02 103.08 102.20 102.23 -0.82 38,038 46,237 +4,880
Mar17 161006 103.17 103.62 102.76 102.78 -0.81 2 72 -2
Jun17 161006 103.40 103.40 103.40 103.40 -0.82 0 17 +0
Total Volume and Open Interest 38,040 46,330 +4,878
EuroFX(CME)
Dec16 161006 112.41 112.45 111.71 111.73 -0.74 254,938 338,324 +6,010
Mar17 161006 112.82 112.85 112.16 112.17 -0.75 2,807 8,107 +732
Jun17 161006 113.15 113.15 112.68 112.68 -0.75 0 1,136 +0
Total Volume and Open Interest 257,756 347,643 +6,751
Mexican Peso(CME)
Oct16 161006 518.50 518.50 518.50 518.50 -0.75 0 1 +0
Nov16 161006 517.00 517.00 517.00 517.00 -0.63 0 5 +0
Total Volume and Open Interest 51,343 157,510 -774
Brazilian Real(CME)
Nov16 161006 307.40 308.40 306.30 307.85 -0.20 803 25,460 +110
Dec16 161006 303.00 305.55 303.00 305.35 -0.15 8 3,434 +5
Jan17 161006 302.70 302.70 302.70 302.70 -0.05      
Feb17 161006 299.85 299.85 299.85 299.85 -0.30      
Total Volume and Open Interest 811 28,894 +115
30-Year T-Bonds(CBOT)
Dec16 161006 165~270 166~100 164~300 165~020 -0~210 289,878 569,075 +1,463
Mar17 161006 164~030 164~030 163~200 163~200 -0~210 0 11 +0
Jun17 161006 162~240 162~240 162~240 162~240 -0~210      
Total Volume and Open Interest 289,878 569,086 +1,463
10-Year T-Notes(CBOT)
Dec16 161006 130~075 130~125 129~300 129~305 -0~085 1,402,205 2,856,769 -14,063
Mar17 161006 129~135 129~280 129~135 129~135 -0~085 808 943 +774
Jun17 161006 129~055 129~055 129~055 129~055 -0~085      
Total Volume and Open Interest 1,403,013 2,857,712 -13,289
5-Year T-Notes(CBOT)
Dec16 161006 120~316 121~016 120~252 120~256 -0~052 639,308 2,765,423 -23,205
Mar17 161006 120~154 120~244 120~154 120~154 -0~052 378 376 +376
Jun17 161006 120~154 120~154 120~154 120~154 -0~052      
Total Volume and Open Interest 639,686 2,765,799 -22,829
2 Year T-Notes(CBOT)
Dec16 161006 109~024 109~024 109~004 109~010 -0~006 337,275 1,109,419 +36,591
Mar17 161006 108~302 108~302 108~302 108~302 -0~012      
Jun17 161006 108~302 108~302 108~302 108~302 -0~012      
Total Volume and Open Interest 337,275 1,109,419 +36,591
Eurodollars(CME)
Dec16 161006 99.055 99.055 99.050 99.050 -0.005 203,905 1,640,120 +8,556
Mar17 161006 99.005 99.010 98.995 99.000 -0.005 244,789 1,211,308 +6,321
Jun17 161006 98.955 98.960 98.935 98.945 -0.010 230,236 1,159,503 +13,903
Sep17 161006 98.915 98.920 98.890 98.900 -0.015 156,310 930,475 +4,711
Dec17 161006 98.865 98.875 98.840 98.845 -0.020 295,532 1,489,055 +11,599
Mar18 161006 98.840 98.850 98.810 98.815 -0.020 181,086 669,533 -4,612
Jun18 161006 98.805 98.815 98.770 98.780 -0.020 165,440 539,397 +643
Sep18 161006 98.770 98.780 98.730 98.740 -0.025 111,340 415,187 -742
Dec18 161006 98.720 98.730 98.685 98.690 -0.025 143,493 675,109 -4,953
Mar19 161006 98.695 98.710 98.655 98.660 -0.030 103,649 436,105 -3,966
Jun19 161006 98.660 98.675 98.615 98.620 -0.035 80,928 386,037 +2,988
Sep19 161006 98.620 98.635 98.575 98.580 -0.035 76,881 268,362 +3,806
Dec19 161006 98.575 98.590 98.525 98.530 -0.035 57,826 326,647 -2,554
Mar20 161006 98.540 98.560 98.495 98.495 -0.035 53,537 150,312 +2,229
Jun20 161006 98.500 98.520 98.450 98.455 -0.035 38,584 108,717 +122
Sep20 161006 98.460 98.475 98.410 98.410 -0.040 35,993 93,125 +442
Dec20 161006 98.405 98.430 98.360 98.360 -0.040 35,006 107,186 +2,274
Mar21 161006 98.365 98.390 98.315 98.320 -0.035 23,189 58,605 -1,253
Total Volume and Open Interest 2,323,545 11,222,644 +41,151
Ultra T-Bond(CBOT)
Dec16 161006 180~22 181~12 179~12 179~21 -0~28 84,700 607,606 -2,962
Mar17 161006 178~24 178~24 178~24 178~24 -0~28 10 10 +10
Jun17 161006 178~02 178~02 178~02 178~02 -0~28      
Total Volume and Open Interest 84,710 607,616 -2,952
Ultra 10-Yr T-Note(CBOT)
Dec16 161006 142~280 143~025 142~125 142~145 -0~110 72,177 226,088 -843
Mar17 161006 142~120 142~120 142~120 142~120 -0~110      
Jun17 161006 142~120 142~120 142~120 142~120 -0~110      
Total Volume and Open Interest 72,177 226,088 -843
30 Day Federal Funds(CBOT)
Oct16 161006 99.605 99.607 99.603 99.605 -0.002 51,547 280,376 -18,528
Nov16 161006 99.570 99.570 99.565 99.570 unch 28,346 231,860 +10,953
Dec16 161006 99.495 99.500 99.495 99.495 unch 11,647 103,279 +3,380
Jan17 161006 99.435 99.440 99.435 99.435 -0.005 27,080 151,515 -5,561
Feb17 161006 99.420 99.425 99.415 99.420 unch 9,121 77,578 +1,793
Mar17 161006 99.390 99.395 99.385 99.390 -0.005 3,839 32,612 -508
Total Volume and Open Interest 160,701 1,065,083 -6,609
3-Mth Euro-Yen(CME)
Dec16 160722 99.990 99.990 99.990 99.990 unch      
Mar17 160722 99.990 99.990 99.990 99.990 unch      
Jun17 160722 99.990 99.990 99.990 99.990 unch      
Sep17 160722 99.990 99.990 99.990 99.990 unch      
Dec17 160722 99.990 99.990 99.990 99.990 unch      
Mar18 160722 99.995 99.995 99.995 99.995 unch      
Jun18 160722 99.855 99.855 99.855 99.855 unch      
Sep18 160722 99.715 99.715 99.715 99.715 unch      
Dec18 160722 99.575 99.575 99.575 99.575 unch      
Mar19 160722 99.435 99.435 99.435 99.435 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec16 161005 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 161005 99.99 99.99 99.99 99.99 unch      
Jun17 161005 99.99 99.99 99.99 99.99 unch      
Sep17 161005 99.99 99.99 99.99 99.99 unch      
Dec17 161005 99.99 99.99 99.99 99.99 unch      
Mar18 161005 100.00 100.00 100.00 100.00 unch      
Jun18 161005 99.86 99.86 99.86 99.86 unch      
Sep18 161005 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161005 152.15 152.19 152.02 152.06 -0.07 1,261 15,298 +37
Mar17 161005 151.98 151.98 151.98 151.98 -0.07      
Jun17 161005 151.98 151.98 151.98 151.98 -0.07      
Total Volume and Open Interest 1,261 15,298 +37
Euro-Buxl(EUREX)
Dec16 161006 186.72 188.30 185.40 185.72 -0.82 50,091 170,212 +11,122
Mar17 161006 185.00 186.54 183.96 184.02 -0.84 82 177 +8
Jun17 161006 182.72 182.72 182.72 182.72 -0.82 7 7 +4
Total Volume and Open Interest 50,180 170,396 +11,134
Euro-Bund(EUREX)
Dec16 161006 164.38 164.87 164.04 164.18 -0.05 832,829 1,887,823 +231,736
Mar17 161006 166.71 167.22 166.39 166.49 -0.06 689 44,617 -528
Jun17 161006 164.64 164.64 164.64 164.64 -0.05      
Total Volume and Open Interest 833,518 1,932,440 +231,208
Euro-Bobl(EUREX)
Dec16 161006 131.82 131.92 131.71 131.75 -0.04 434,510 1,402,619 +93,736
Mar17 161006 133.64 133.64 133.45 133.47 -0.06 1,163 7,608 +1,163
Jun17 161006 132.00 132.00 132.00 132.00 -0.04      
Total Volume and Open Interest 435,673 1,410,227 +94,899
Euro-Schatz(EUREX)
Dec16 161006 112.11 112.13 112.07 112.10 -0.01 355,112 1,290,582 +128,823
Mar17 161006 112.10 112.10 112.10 112.10 -0.01      
Jun17 161006 112.10 112.10 112.10 112.10 -0.01      
Total Volume and Open Interest 355,112 1,290,582 +128,823
3-Mth Euribor(EUREX)
Dec16 161006 100.305 100.305 100.305 100.305 +0.005 10 3,408 -10
Mar17 161006 100.310 100.310 100.310 100.310 unch 0 3,285 +0
Jun17 161006 100.330 100.330 100.330 100.330 unch 0 33,967 +0
Total Volume and Open Interest 1,133 74,300 -48
Long Gilt(LIFFE)
Dec16 161006 129~20 129~29 128~17 128~30 -0~20 209,325 552,348 +3,257
Mar17 161006 129~27 129~27 129~27 129~27 -0~20      
Total Volume and Open Interest 209,325 552,348 +3,257
3-Mth Short Sterling(LIFFE)
Dec16 161006 99.65 99.65 99.64 99.64 -0.01 22,770 494,427 -3,291
Mar17 161006 99.69 99.69 99.66 99.67 -0.02 21,948 374,446 -1,510
Jun17 161006 99.71 99.71 99.68 99.69 -0.02 55,966 369,750 +11,240
Sep17 161006 99.71 99.73 99.69 99.70 -0.02 31,479 314,347 +296
Dec17 161006 99.72 99.73 99.69 99.70 -0.02 55,878 392,794 -4,043
Mar18 161006 99.73 99.73 99.69 99.70 -0.02 25,652 220,281 -2,811
Total Volume and Open Interest 458,007 3,121,623 +1,151
3-Mth Euribor(LIFFE)
Dec16 161006 100.300 100.305 100.295 100.305 +0.005 33,197 441,467 +2,746
Mar17 161006 100.310 100.315 100.305 100.315 +0.005 43,786 412,292 -632
Jun17 161006 100.330 100.335 100.325 100.330 +0.005 92,268 404,548 +1,153
Total Volume and Open Interest 613,355 3,191,472 +14,264
3-Mth Aus T-Bills(SFE)
Dec16 161006 98.25 98.26 98.24 98.25 -0.01 29,342 186,342 +7,869
Mar17 161006 98.29 98.29 98.27 98.28 -0.01 22,148 197,808 +1,188
Jun17 161006 98.31 98.32 98.29 98.30 -0.01 19,815 191,549 -5,040
Sep17 161006 98.32 98.33 98.30 98.31 -0.01 8,234 127,915 -331
Dec17 161006 98.32 98.32 98.30 98.31 -0.01 12,270 135,246 -248
Mar18 161006 98.31 98.31 98.29 98.29 -0.02 7,806 71,001 +264
Jun18 161006 98.29 98.30 98.27 98.28 -0.01 3,705 60,327 +632
Sep18 161006 98.27 98.27 98.24 98.25 -0.02 2,563 24,913 +582
Dec18 161006 98.22 98.24 98.22 98.22 -0.02 214 6,457 -47
Mar19 161006 98.21 98.21 98.20 98.20 -0.02 101 3,253 +1
Total Volume and Open Interest 106,251 1,007,113 +4,870
10-Year Aus T-Bonds(SFE)
Dec16 161006 97.91 97.93 97.87 97.87 -0.04 132,491 819,771 +8,804
Mar17 161006 97.87 97.87 97.87 97.87 -0.04      
Total Volume and Open Interest 132,491 819,771 +8,804
3-Year Aus T-Bonds(SFE)
Dec16 161006 98.43 98.45 98.40 98.42 -0.02 167,681 803,417 +3,331
Mar17 161006 98.42 98.42 98.42 98.42 -0.02      
Total Volume and Open Interest 167,681 803,417 +3,331
Gold(CMX)
Oct16 161006 1265.3 1265.3 1249.8 1249.8 -15.4 1,893 1,687 +392
Dec16 161006 1269.7 1271.6 1251.8 1253.0 -15.6 351,260 422,771 -11,360
Feb17 161006 1273.2 1274.8 1255.9 1256.4 -15.7 17,047 48,675 -51
Apr17 161006 1277.6 1277.6 1259.5 1259.6 -15.7 5,126 15,664 -65
Jun17 161006 1280.7 1280.7 1261.5 1262.6 -15.8 3,566 20,866 -413
Aug17 161006 1282.4 1282.4 1264.9 1265.4 -15.9 1,230 8,021 -70
Oct17 161006 1281.5 1281.5 1267.9 1267.9 -16.0 281 2,215 +14
Dec17 161006 1287.9 1287.9 1270.3 1270.3 -16.1 786 11,719 +245
Feb18 161006 1272.7 1295.6 1272.7 1272.7 -16.1 10 163 +0
Apr18 161006 1274.9 1274.9 1274.9 1274.9 -16.0 0 3 +0
Jun18 161006 1277.3 1279.7 1277.1 1277.1 -15.9 48 4,198 +42
Aug18 161006 1280.0 1280.0 1280.0 1280.0 -15.9      
Total Volume and Open Interest 382,868 544,824 -10,523
Silver(CMX)
Dec16 161006 1778.5 1788.0 1714.0 1734.5 -35.0 103,458 166,861 -3,684
Mar17 161006 1788.0 1798.0 1726.5 1745.1 -35.1 6,502 20,274 +350
May17 161006 1783.0 1783.0 1752.2 1752.2 -35.1 269 1,409 +68
Jul17 161006 1773.5 1773.5 1745.5 1759.1 -35.2 163 3,089 +40
Sep17 161006 1800.0 1800.0 1751.5 1765.5 -35.2 47 523 +33
Dec17 161006 1793.0 1793.0 1766.0 1774.1 -35.3 204 2,740 +123
Mar18 161006 1781.4 1781.4 1781.4 1781.4 -35.3 0 12 +0
Total Volume and Open Interest 111,341 198,747 -3,230
Platinum(NYMEX)
Oct16 161006 980.5 980.5 960.4 962.3 -10.0 118 542 -331
Jan17 161006 980.6 986.8 965.0 966.3 -10.3 21,061 64,531 +199
Apr17 161006 990.0 990.0 970.7 970.8 -9.8 120 4,412 +8
Jul17 161006 988.6 988.6 973.6 973.9 -9.2 6 27 +0
Total Volume and Open Interest 21,331 69,695 -122
Palladium(NYMEX)
Dec16 161006 677.30 683.85 661.50 666.15 -9.45 5,358 27,442 -1
Mar17 161006 672.00 672.25 665.50 668.05 -9.40 34 497 +21
Jun17 161006 669.90 707.45 669.90 669.90 -9.40 1 32 +1
Total Volume and Open Interest 5,395 27,978 +22
Copper(CMX)
Dec16 161006 216.85 217.15 214.55 215.55 -0.90 53,146 125,195 +128
Mar17 161006 217.70 218.10 215.65 216.50 -1.00 4,563 35,589 +147
May17 161006 217.95 218.40 216.55 217.20 -1.00 1,244 7,127 +238
Jul17 161006 217.10 217.80 217.10 217.80 -1.00 380 2,574 +156
Sep17 161006 217.75 218.35 217.75 218.35 -1.00 125 1,312 +73
Total Volume and Open Interest 60,665 181,809 +1,235
E-mini DJIA Index(CBOT)
Dec16 161006 18192 18223 18076 18199 -1 207,369 121,522 -1,971
Mar17 161006 18133 18139 18018 18139 +1 153 499 +12
Jun17 161006 18005 18063 18005 18063 +1 0 6 +0
Sep17 161006 17978 17978 17978 17978 +1      
Total Volume and Open Interest 207,522 122,027 -1,959
S & P 500(CME)
Dec16 161006 2153.50 2156.50 2148.00 2156.50 +3.20 12,405 74,151 +7,929
Mar17 161006 2149.60 2150.90 2149.60 2150.90 +3.00 3 163 +0
Jun17 161006 2144.10 2145.70 2144.10 2145.70 +3.30 0 60 +0
Sep17 161006 2140.70 2142.30 2140.70 2142.30 +3.30      
Total Volume and Open Interest 12,408 74,374 +7,929
S & P 500 E-Mini(Globex)
Dec16 161006 2153.25 2157.25 2143.25 2156.50 +3.25 2,143,439 2,912,290 +33,633
Mar17 161006 2148.25 2151.50 2138.00 2151.00 +3.00 4,588 12,281 +2,381
Jun17 161006 2142.25 2145.75 2142.25 2145.75 +3.25 28 573 -2
Sep17 161006 2142.25 2142.30 2137.00 2142.25 +3.25 0 17 +0
Total Volume and Open Interest 2,148,055 2,925,178 +36,012
NASDAQ 100 E-Mini(Globex)
Dec16 161006 4874.00 4881.00 4845.50 4872.00 -1.50 276,978 295,436 -910
Mar17 161006 4869.50 4874.30 4851.80 4868.50 -1.50 157 413 +25
Jun17 161006 4862.50 4862.50 4862.50 4862.50 -1.50 0 15 +0
Total Volume and Open Interest 277,136 295,870 -884
S&P Midcap 400(CME) e-Mini
Dec16 161006 1537.50 1543.60 1530.30 1541.10 +2.40 23,583 83,071 -632
Mar17 161006 1538.60 1538.60 1529.10 1538.60 +2.40 0 1 +0
Jun17 161006 1528.90 1528.90 1528.90 1528.90 +2.40      
Total Volume and Open Interest 23,583 83,072 -632
Volatility Index(CBOE)
Oct16 161006 15.15 15.47 14.95 14.98 -0.15 131,217 221,677 -8,350
Nov16 161006 16.70 16.88 16.50 16.52 -0.16 77,949 122,174 +4,097
Dec16 161006 17.20 17.35 17.02 17.08 -0.10 25,177 62,936 +293
Jan17 161006 18.35 18.48 18.17 18.28 -0.05 8,939 32,628 -247
Total Volume and Open Interest 256,371 483,189 -2,791
Russell 2000(ICE)
Dec16 161006 1244.10 1246.00 1233.00 1244.60 -0.60 101,916 333,321 +1,207
Mar17 161006 1240.60 1240.60 1240.60 1240.60 -0.60 4 268 +0
Jun17 161006 1237.10 1237.10 1237.10 1237.10 -0.60 0 170 +0
Total Volume and Open Interest 101,920 333,898 +1,207
Nikkei 225(CME)
Dec16 161006 16985 17000 16865 16975 -10 13,010 32,620 +182
Mar17 161006 16945 16985 16945 16985 -10 0 24 +0
Total Volume and Open Interest 13,010 32,644 +182
Nikkei 225(SGX)
Dec16 161006 16910 16930 16890 16890 +115 57,880 167,235 -1,983
Mar17 161006 16870 16905 16855 16855 +115 511 1,915 +310
Jun17 161005 16615 16615 16615 16615 +60      
Total Volume and Open Interest 60,846 177,900 +772
Nikkei 225(CME) Yen
Dec16 161006 16940 16960 16830 16945 -5 54,230 49,501 -487
Mar17 161006 16875 16890 16820 16890 -5 305 205 +163
Jun17 161006 16760 16760 16760 16760 -5      
Total Volume and Open Interest 54,535 49,712 -324
Nikkei 225(CME) e-Mini Yen
Dec16 161006 16930 16950 16920 16950 unch 10 8 +2
Mar17 161006 16890 16890 16890 16890 unch      
Jun17 161006 16760 16760 16760 16760 unch      
Total Volume and Open Interest 10 8 +2
CAC 40(EURONEXT)
Oct16 161006 4492.0 4508.0 4464.5 4476.0 -9.5 111,442 279,905 +9,765
Nov16 161006 4495.5 4495.5 4463.5 4473.0 -9.5 2,309 6,464 +2,072
Dec16 161006 4488.0 4496.5 4458.5 4467.0 -9.5 229 23,067 -104
Total Volume and Open Interest 113,980 309,498 +11,733
Hang Seng Index(HKFE)
Oct16 161006 23756 24001 23725 23925 +175 80,626 143,629 +952
Nov16 161006 23754 23990 23720 23926 +176 288 895 +95
Dec16 161006 23754 24007 23754 23940 +175 1,466 12,837 +943
Total Volume and Open Interest 82,400 159,388 +1,984
DAX(EUREX)
Dec16 161006 10590.0 10637.0 10524.5 10584.0 +3.5 123,779 169,418 +169,418
Mar17 161006 10591.0 10617.0 10528.0 10581.0 +3.5 188 1,200 +1,200
Jun17 161006 10645.0 10645.0 10601.0 10601.0 +3.5 45 131 +131
Total Volume and Open Interest 124,012 170,749 +170,749
Mini-DAX(EUREX)
Dec16 161006 10592.0 10636.0 10524.0 10584.0 +3.5 39,717 14,563 +14,563
Mar17 161006 10613.0 10625.0 10530.0 10581.0 +3.5 84 894 +894
Jun17 161006 10624.0 10633.0 10601.0 10601.0 +3.5 21 24 +24
Total Volume and Open Interest 39,822 15,481 +15,481
FT-SE 100(EURONEXT)
Dec16 161006 6997.00 7023.50 6963.50 6977.00 -19.00 261,030 746,469 +40,791
Mar17 161006 6905.00 6917.50 6905.00 6915.50 -19.00 101 1,730 +96
Jun17 161006 6848.50 6848.50 6848.50 6848.50 -19.00      
Total Volume and Open Interest 261,131 748,199 +40,887
SPI 200(SFE)
Dec16 161006 5433.0 5471.0 5428.0 5467.0 +34.0 29,533 286,701 +7,171
Mar17 161006 5420.0 5420.0 5420.0 5420.0 +34.0 1 1,442 +1
Jun17 161006 5407.0 5407.0 5407.0 5407.0 +34.0 0 1,397 +0
Total Volume and Open Interest 29,539 291,066 +7,174
FTSE MIB(ISE)
Dec16 161006 16460.00 16545.00 16335.00 16462.00 +45.00 30,430 45,599 -141
Mar17 161006 16490.00 16510.00 16370.00 16445.00 +48.00 14 108 -1
Jun17 161006 16038.00 16038.00 16038.00 16038.00 +48.00      
Total Volume and Open Interest 30,444 45,707 -142
KOSPI 200(KFE)
Dec16 161006 259.70 261.80 259.65 261.10 +1.55 92,102 133,475 -693
Mar17 161006 257.15 259.00 257.15 258.30 +1.40 307 4,308 +93
Jun17 161006 259.35 259.35 258.40 259.15 +1.70 7 915 +20
Total Volume and Open Interest 92,416 141,775 -557
GSCI(CME)
Oct16 161006 372.05 373.60 371.05 373.10 +2.05 330 14,871 -116
Nov16 161006 375.90 375.95 375.90 375.90 +2.05 0 75 +0
Dec16 161006 379.50 379.50 379.50 379.50 +2.05      
Total Volume and Open Interest 330 14,946 -116
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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