Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Mon October 10, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161010 955.75 964.25 950.00 954.50 -2.25 114,537 310,522 -899
Jan17 161010 962.00 970.50 956.25 961.50 -1.50 32,994 127,556 +2,699
Mar17 161010 967.50 976.75 962.25 967.75 -1.00 15,283 72,834 +566
May17 161010 973.50 982.75 968.25 974.50 unch 6,269 47,931 +909
Jul17 161010 978.00 987.50 973.50 980.25 +0.50 7,095 55,586 -427
Aug17 161010 977.75 985.50 973.75 979.25 +0.50 174 2,230 +20
Sep17 161010 970.75 972.25 968.75 968.75 +1.00 42 870 +1
Nov17 161010 963.00 968.25 955.00 961.75 +1.75 6,077 31,232 +277
Jan18 161010 971.00 971.00 964.00 965.25 +2.00 110 1,056 +4
Mar18 161010 966.00 967.50 965.50 967.25 +2.50 82 318 +21
May18 161010 970.50 970.50 970.50 970.50 +2.75 8 249 +6
Jul18 161010 974.50 974.50 974.50 974.50 +2.50 6 305 +5
Aug18 161010 969.50 969.50 969.50 969.50 +2.50 0 17 +0
Sep18 161010 954.25 954.25 954.25 954.25 +2.50 0 17 +0
Total Volume and Open Interest 182,677 650,985 +3,182
Soybean Meal(CBOT)
Oct16 161010 297.50 300.40 296.30 296.30 -2.30 737 1,492 -611
Dec16 161010 300.20 302.20 297.70 298.10 -2.10 48,805 172,488 -1,187
Jan17 161010 301.40 303.20 298.70 299.30 -2.10 9,149 47,920 +2,318
Mar17 161010 302.90 305.10 301.10 301.60 -1.60 5,083 50,396 +120
May17 161010 305.00 306.80 303.00 303.60 -1.50 2,797 30,566 -272
Jul17 161010 306.50 308.50 304.80 305.10 -1.50 2,335 34,478 -38
Aug17 161010 306.20 308.20 304.80 305.10 -1.40 464 4,236 +28
Sep17 161010 305.60 307.70 304.50 304.70 -1.10 341 4,785 +67
Oct17 161010 303.20 306.20 302.50 302.80 -1.00 244 4,189 +33
Dec17 161010 305.20 306.50 302.80 303.30 -0.80 759 13,508 +3
Total Volume and Open Interest 70,867 366,277 +471
Soybean Oil(CBOT)
Oct16 161010 33.02 33.62 33.02 33.62 +0.51 336 689 -66
Dec16 161010 33.46 34.04 33.09 33.82 +0.51 50,653 216,075 +574
Jan17 161010 33.63 34.29 33.34 34.09 +0.54 10,596 66,174 +1,572
Mar17 161010 33.97 34.54 33.61 34.36 +0.54 8,384 56,379 -860
May17 161010 33.94 34.69 33.81 34.54 +0.52 3,545 33,394 +334
Jul17 161010 34.26 34.86 34.01 34.73 +0.51 4,703 23,711 +1,726
Aug17 161010 34.15 34.90 34.05 34.75 +0.49 336 3,880 +78
Sep17 161010 34.46 34.84 34.39 34.72 +0.46 220 3,130 +43
Oct17 161010 34.56 34.56 34.56 34.56 +0.47 113 2,538 -14
Dec17 161010 34.06 34.79 34.06 34.60 +0.47 625 8,152 -67
Total Volume and Open Interest 79,639 415,034 +3,376
Canola(WCE)
Nov16 161007 467.8 470.6 467.4 469.8 +1.8 14,247 123,243 -4,039
Jan17 161007 474.9 477.9 474.7 477.3 +1.7 2,849 36,103 -395
Mar17 161007 480.5 483.0 480.5 482.7 +1.6 211 13,356 +42
May17 161007 485.0 487.2 484.7 487.0 +2.0 83 6,958 +3
Jul17 161007 486.6 488.9 486.5 488.7 +2.0 155 12,400 +20
Total Volume and Open Interest 17,772 200,593 -4,332
Corn(CBOT)
Dec16 161010 339.50 344.25 339.25 343.25 +3.50 178,132 722,211 -6,373
Mar17 161010 349.25 354.25 349.00 353.25 +3.75 30,741 254,596 +848
May17 161010 356.75 361.00 356.00 360.25 +3.50 8,679 68,606 +1,328
Jul17 161010 363.25 368.25 362.75 367.00 +3.75 9,229 121,362 +1,551
Sep17 161010 371.25 374.50 371.00 374.00 +3.50 2,896 42,580 +11
Dec17 161010 379.25 383.75 379.00 383.00 +3.50 8,054 76,700 +758
Mar18 161010 391.25 392.50 391.00 392.50 +3.75 205 5,389 +89
May18 161010 397.25 398.00 397.25 398.00 +3.75 17 1,086 +3
Jul18 161010 402.00 402.00 402.00 402.00 +3.25 24 1,401 +11
Sep18 161010 401.00 401.00 401.00 401.00 +3.25 0 518 +0
Total Volume and Open Interest 238,104 1,299,431 -1,701
Wheat(CBOT)
Dec16 161010 396.00 405.25 395.75 403.75 +9.00 82,996 306,364 +1,673
Mar17 161010 415.75 424.75 415.75 423.75 +9.00 21,352 96,152 +1,137
May17 161010 430.00 437.75 430.00 437.00 +8.25 4,154 24,623 +139
Jul17 161010 443.25 449.00 443.25 448.50 +8.00 3,805 38,455 +50
Sep17 161010 460.00 463.50 459.00 463.50 +7.25 299 4,247 -43
Dec17 161010 479.00 483.00 478.75 483.00 +6.50 748 7,694 +351
Total Volume and Open Interest 113,364 479,712 +3,311
Wheat(KCBT)
Dec16 161010 404.50 408.75 403.50 407.00 +4.00 19,891 137,649 +1,159
Mar17 161010 420.00 425.00 420.00 423.50 +4.00 5,400 45,459 +406
May17 161010 431.25 435.00 430.50 433.75 +3.75 1,984 21,622 +4
Jul17 161010 441.00 446.00 441.00 444.50 +4.00 2,555 29,630 +657
Sep17 161010 458.75 459.50 456.00 459.50 +4.00 48 3,222 +13
Dec17 161010 479.00 481.50 479.00 481.25 +4.00 330 3,667 +146
Mar18 161010 496.00 496.00 496.00 496.00 +3.75 31 765 -10
Total Volume and Open Interest 30,239 242,532 +2,375
Wheat(MGE)
Dec16 161010 522.00 527.25 521.00 522.25 +0.25 4,776 29,062 +374
Mar17 161010 525.50 530.75 524.75 526.25 +1.00 2,807 16,435 -191
May17 161010 533.00 534.75 530.75 531.75 +1.25 404 8,349 +223
Jul17 161010 539.00 539.50 538.25 538.25 +2.25 73 3,702 +18
Sep17 161010 544.50 547.25 544.50 545.50 +0.25 7 3,460 -5
Dec17 161010 558.00 558.00 558.00 558.00 +1.75 0 2,200 +0
Total Volume and Open Interest 8,067 63,220 +419
Oats(CBOT)
Dec16 161010 193.00 198.00 192.25 197.00 +6.25 640 8,109 -340
Mar17 161010 196.25 200.00 196.25 198.50 +4.75 173 1,988 +47
May17 161010 198.00 202.25 198.00 202.25 +4.75 19 73 +12
Jul17 161010 208.50 208.50 208.50 208.50 +5.25 0 28 +0
Total Volume and Open Interest 832 10,198 -281
Rough Rice(CBOT)
Nov16 161010 10.04 10.26 10.04 10.23 +0.14 253 9,319 -28
Jan17 161010 10.36 10.49 10.35 10.48 +0.14 78 1,786 +14
Mar17 161010 10.71 10.72 10.71 10.72 +0.14 0 120 +0
May17 161010 10.91 10.91 10.91 10.91 +0.13 0 4 +0
Total Volume and Open Interest 331 11,229 -14
Live Cattle(CME)
Oct16 161010 101.635 102.480 98.885 98.885 -3.000 5,712 24,633 -1,371
Dec16 161010 102.830 103.800 100.050 100.050 -3.000 19,437 130,867 +582
Feb17 161010 103.600 104.350 100.800 100.980 -2.820 8,457 49,829 +272
Apr17 161010 102.830 103.500 100.080 100.635 -2.445 5,679 37,658 +1,018
Jun17 161010 96.600 97.035 94.050 94.730 -2.100 1,871 14,340 +347
Aug17 161010 95.000 95.500 92.600 93.330 -2.000 762 7,547 -92
Total Volume and Open Interest 42,384 267,231 +1,057
Feeder Cattle(CME)
Oct16 161010 127.350 128.400 123.400 124.650 -2.985 2,657 7,960 -1,010
Nov16 161010 122.600 123.680 118.480 120.035 -2.750 5,756 19,578 +709
Jan17 161010 118.230 119.500 114.350 115.900 -2.650 2,947 8,208 +817
Mar17 161010 116.180 117.330 112.700 114.385 -2.150 1,498 5,578 -82
Apr17 161010 116.035 116.850 112.750 114.300 -1.985 253 935 +42
May17 161010 116.000 116.350 112.180 114.050 -1.750 227 1,123 +80
Aug17 161010 117.800 118.500 114.400 116.150 -2.080 49 301 +19
Total Volume and Open Interest 13,387 43,683 +575
Lean Hogs(CME)
Oct16 161010 51.150 51.250 50.330 50.680 unch 4,864 17,852 -956
Dec16 161010 42.950 42.950 41.600 42.380 -0.220 18,788 126,630 +494
Feb17 161010 49.580 49.700 48.535 49.580 +0.280 6,433 42,069 +229
Apr17 161010 57.050 57.180 56.180 57.035 +0.155 3,167 26,352 +454
May17 161010 65.850 66.450 65.850 66.135 +0.485 8 562 -9
Jun17 161010 70.330 70.900 69.800 70.785 +0.435 1,414 8,066 +392
Jul17 161010 71.035 71.730 70.580 71.680 +0.395 449 2,207 +264
Aug17 161010 71.000 71.350 70.480 71.135 +0.035 192 1,403 +112
Total Volume and Open Interest 35,453 226,224 +1,041
Class III Milk(CME)
Oct16 161010 15.01 15.01 14.80 14.82 -0.17 261 4,642 -66
Nov16 161010 15.40 15.44 15.20 15.25 -0.22 203 4,531 -6
Dec16 161010 15.39 15.39 15.16 15.22 -0.22 160 3,949 +23
Jan17 161010 15.35 15.35 15.26 15.30 -0.10 69 2,530 +32
Feb17 161010 15.52 15.53 15.45 15.46 -0.11 39 2,322 -20
Mar17 161010 15.60 15.63 15.58 15.60 -0.09 35 2,226 +4
Apr17 161010 15.70 15.70 15.70 15.70 -0.07 73 2,026 +64
May17 161010 15.95 15.95 15.90 15.95 -0.02 33 1,830 +27
Jun17 161010 16.20 16.20 16.16 16.20 -0.02 104 1,684 +97
Jul17 161010 16.41 16.41 16.38 16.38 -0.03 4 915 +4
Aug17 161010 16.60 16.60 16.58 16.58 -0.02 2 844 +2
Sep17 161010 16.70 16.70 16.66 16.66 -0.04 3 854 +3
Oct17 161010 16.70 16.71 16.67 16.70 unch 11 552 +10
Total Volume and Open Interest 1,008 30,066 +180
Cocoa(ICE)
Dec16 161010 2792 2799 2631 2657 -128 18,743 104,868 +1,856
Mar17 161010 2727 2740 2599 2617 -108 8,713 87,597 +1,710
May17 161010 2730 2730 2602 2618 -98 1,577 19,290 +185
Jul17 161010 2714 2727 2606 2621 -93 326 9,403 +2
Sep17 161010 2720 2722 2604 2619 -89 111 7,649 +6
Dec17 161010 2715 2715 2600 2613 -88 39 4,680 +15
Mar18 161010 2650 2650 2595 2608 -88 11 5,611 +9
Total Volume and Open Interest 29,524 239,231 +3,780
Coffee "C"(ICE)
Dec16 161010 148.20 153.45 148.05 152.85 +4.85 15,819 98,039 -1,117
Mar17 161010 151.10 156.70 151.10 156.25 +4.90 4,782 44,415 +453
May17 161010 153.70 158.70 153.45 158.35 +5.05 1,824 21,695 -35
Jul17 161010 155.55 160.50 155.45 160.20 +5.10 736 6,153 +76
Sep17 161010 157.25 162.00 157.25 161.85 +5.10 359 4,638 +77
Dec17 161010 161.50 164.15 161.50 164.15 +5.10 273 6,650 +8
Total Volume and Open Interest 23,826 183,944 -527
Orange Juice(ICE)
Nov16 161010 198.00 204.20 196.85 201.75 +3.65 1,061 11,707 -413
Jan17 161010 195.85 202.10 195.25 199.65 +3.80 508 3,800 +418
Mar17 161010 197.00 197.00 195.10 195.10 +2.60 1 552 +0
May17 161010 194.00 194.00 192.50 192.50 +2.70 1 210 +0
Jul17 161010 190.55 190.55 190.55 190.55 +2.70 0 8 +0
Sep17 161010 190.05 190.05 190.05 190.05 +2.70      
Total Volume and Open Interest 1,571 16,279 +5
Sugar #11(ICE)
Mar17 161010 23.24 23.38 22.82 23.13 -0.29 47,681 482,175 -3,643
May17 161010 22.48 22.56 22.10 22.37 -0.26 15,024 136,786 +1,787
Jul17 161010 21.65 21.73 21.36 21.62 -0.20 7,370 99,126 -62
Oct17 161010 21.03 21.09 20.81 21.05 -0.14 2,917 61,388 +259
Mar18 161010 20.59 20.75 20.49 20.71 -0.08 1,366 28,023 +276
May18 161010 19.74 19.92 19.73 19.89 -0.05 203 9,271 +120
Jul18 161010 19.18 19.20 19.17 19.19 -0.03 52 5,529 +2
Oct18 161010 18.75 18.76 18.73 18.76 -0.02 14 4,884 +5
Total Volume and Open Interest 74,698 830,211 -1,223
London Cocoa(LCE)
Dec16 161010 2315 2328 2202 2230 -89 11,598 93,876 +1,261
Mar17 161010 2231 2246 2149 2168 -68 10,804 82,931 +221
May17 161010 2223 2240 2151 2169 -60 2,260 42,433 +595
Jul17 161010 2224 2241 2153 2172 -58 923 12,103 +13
Sep17 161010 2234 2235 2149 2167 -59 583 18,632 +66
Dec17 161010 2217 2218 2131 2149 -59 174 11,131 +18
Mar18 161010 2140 2199 2140 2140 -59 0 2,499 +0
Total Volume and Open Interest 26,342 263,605 +2,174
London Sugar(LCE)
Dec16 161010 595.00 598.20 588.90 592.30 -6.40 3,654 36,849 -769
Mar17 161010 598.20 601.40 592.00 595.90 -5.80 1,949 23,285 +34
May17 161010 592.10 594.70 586.80 590.60 -5.40 806 16,048 +84
Aug17 161010 577.00 578.60 573.80 577.10 -3.50 175 7,091 +4
Oct17 161010 556.30 557.40 555.00 557.40 -2.10 75 6,117 -9
Total Volume and Open Interest 6,669 92,094 -654
Cotton(ICE)
Dec16 161010 67.30 68.49 67.10 67.36 +0.38 15,393 155,535 -1,031
Mar17 161010 68.00 69.06 67.75 68.00 +0.38 2,997 57,279 +243
May17 161010 68.34 69.37 68.19 68.39 +0.44 848 11,621 +118
Jul17 161010 69.55 69.55 68.50 68.69 +0.51 572 7,912 -397
Oct17 161010 68.20 68.20 68.20 68.20 +0.47      
Dec17 161010 69.25 69.25 68.34 68.55 +0.46 219 13,754 +6
Total Volume and Open Interest 20,042 247,142 -1,074
Lumber(CME)
Nov16 161010 339.5 343.7 339.0 342.3 -0.8 333 2,788 +12
Jan17 161010 348.4 352.8 348.0 351.3 -0.8 160 1,316 +81
Mar17 161010 351.3 352.8 351.3 352.8 -3.0 73 211 +47
May17 161010 347.4 347.4 347.4 347.4 -1.3 39 54 +32
Total Volume and Open Interest 605 4,386 +172
Crude Oil(NYM)
Nov16 161010 49.57 51.60 49.15 51.35 +1.54 547,915 472,270 -15,146
Dec16 161010 50.10 52.16 49.71 51.87 +1.49 258,091 344,166 +22,335
Jan17 161010 50.75 52.74 50.34 52.43 +1.43 82,789 178,780 +4,742
Feb17 161010 51.26 53.26 50.88 52.89 +1.36 24,953 84,955 -10
Mar17 161010 51.74 53.66 51.34 53.31 +1.31 35,741 164,398 +1,425
Apr17 161010 52.19 54.02 51.75 53.65 +1.27 18,401 48,435 +1,155
May17 161010 52.26 54.17 52.10 53.93 +1.23 21,810 38,122 -196
Jun17 161010 52.83 54.50 52.29 54.16 +1.20 54,741 145,206 +9,678
Jul17 161010 52.80 54.57 52.55 54.33 +1.16 9,967 31,067 +3,191
Aug17 161010 53.15 54.71 52.76 54.46 +1.12 5,663 23,394 +662
Sep17 161010 53.13 54.87 53.13 54.57 +1.06 10,478 39,885 +1,786
Oct17 161010 53.45 54.82 53.27 54.67 +1.00 3,393 19,776 +1,333
Nov17 161010 54.79 54.79 54.79 54.79 +0.96 2,101 18,146 +527
Dec17 161010 53.55 55.22 53.29 54.92 +0.92 48,243 160,406 -4,402
Jan18 161010 54.52 55.00 54.51 54.98 +0.88 786 17,206 +134
Feb18 161010 55.04 55.04 55.04 55.04 +0.85 356 6,206 +173
Total Volume and Open Interest 1,146,431 1,941,073 +31,514
e-miNY Crude Oil(NYM)
Nov16 161010 49.575 51.600 49.175 51.350 +1.550 11,163 2,395 +178
Dec16 161010 50.250 52.150 49.750 51.875 +1.500 602 1,546 +76
Jan17 161010 50.500 52.725 50.500 52.425 +1.425 33 329 +6
Feb17 161010 52.850 53.000 52.850 52.900 +1.375 35 183 +34
Mar17 161010 53.300 53.300 53.300 53.300 +1.300 34 176 +34
Apr17 161010 53.650 53.650 53.650 53.650 +1.275 0 82 +0
May17 161010 53.925 53.925 53.925 53.925 +1.225 1 117 -1
Jun17 161010 54.000 54.300 54.000 54.150 +1.200 55 207 +53
Jul17 161010 54.325 54.325 54.325 54.325 +1.150 55 51 -53
Aug17 161010 54.450 54.450 54.450 54.450 +1.100 0 135 +0
Total Volume and Open Interest 11,982 5,475 +327
NY Harbor ULSD(NYM)
Nov16 161010 157.72 162.64 156.73 161.02 +3.09 59,134 94,113 -1,149
Dec16 161010 158.38 164.00 158.15 162.54 +3.20 45,776 74,782 +1,490
Jan17 161010 160.59 165.73 159.79 164.34 +3.24 25,233 62,900 +229
Feb17 161010 161.33 167.05 161.12 165.80 +3.35 11,942 28,393 +1,779
Mar17 161010 162.65 167.42 162.53 166.21 +3.33 8,768 34,234 -378
Apr17 161010 161.74 166.95 161.74 165.73 +3.24 3,910 19,101 -99
May17 161010 165.89 166.60 165.17 165.71 +3.18 1,726 10,129 +84
Jun17 161010 162.63 167.06 162.63 166.02 +3.16 4,681 27,502 +759
Jul17 161010 166.89 167.50 166.52 166.86 +3.14 371 3,199 +54
Aug17 161010 168.70 168.70 167.88 167.88 +3.10 240 2,006 +25
Sep17 161010 169.83 169.83 169.03 169.03 +3.05 132 3,704 -16
Oct17 161010 168.79 170.16 168.79 170.16 +3.00 79 2,625 -19
Nov17 161010 171.18 171.18 171.18 171.18 +2.96 114 2,340 -1
Dec17 161010 170.22 172.97 170.01 172.11 +2.93 2,777 24,485 -848
Total Volume and Open Interest 165,409 398,093 +1,893
RBOB Gasoline(NYM)
Nov16 161010 147.80 151.07 146.50 149.72 +1.54 54,471 127,182 -1,008
Dec16 161010 146.59 150.36 145.48 149.12 +2.05 40,664 91,332 +4,035
Jan17 161010 147.19 150.79 145.60 149.60 +2.17 19,692 52,295 +3,395
Feb17 161010 147.14 152.20 147.14 151.05 +2.23 9,527 18,441 +1,008
Mar17 161010 150.21 154.51 150.01 153.42 +2.29 7,978 26,838 +990
Apr17 161010 168.16 172.54 168.16 171.80 +2.46 3,072 21,699 +348
May17 161010 170.94 173.36 170.91 172.95 +2.46 1,835 8,483 -8
Jun17 161010 168.69 173.43 168.33 172.69 +2.50 3,226 15,566 +469
Jul17 161010 171.51 171.76 171.20 171.76 +2.54 504 2,802 +125
Aug17 161010 170.07 170.13 170.07 170.13 +2.53 494 2,810 +230
Total Volume and Open Interest 143,236 395,074 +10,274
e-miNY RBOB Gasoline(NYM)
Nov16 161010 149.70 149.72 149.70 149.70 +1.52 0 1 +0
Dec16 161010 149.12 149.12 149.12 149.12 +2.05      
Jan17 161010 149.60 149.60 149.60 149.60 +2.17      
Feb17 161010 151.05 151.05 151.05 151.05 +2.23      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Nov16 161010 3.194 3.289 3.154 3.275 +0.082 202,362 258,275 -18,045
Dec16 161010 3.389 3.467 3.355 3.454 +0.063 96,281 117,912 +13,669
Jan17 161010 3.515 3.587 3.488 3.577 +0.058 56,133 165,605 -781
Feb17 161010 3.500 3.585 3.489 3.577 +0.057 21,209 48,489 +1,847
Mar17 161010 3.441 3.527 3.429 3.520 +0.058 32,023 107,884 +356
Apr17 161010 3.159 3.240 3.156 3.233 +0.038 27,232 100,154 +653
May17 161010 3.111 3.193 3.111 3.187 +0.038 11,512 38,087 +1,160
Jun17 161010 3.146 3.214 3.138 3.210 +0.036 7,241 31,053 +497
Jul17 161010 3.167 3.235 3.161 3.234 +0.037 6,580 21,522 +528
Aug17 161010 3.164 3.236 3.162 3.233 +0.034 5,138 17,524 +635
Sep17 161010 3.146 3.220 3.146 3.215 +0.035 5,348 20,294 +479
Oct17 161010 3.179 3.238 3.163 3.233 +0.032 10,391 48,472 +974
Nov17 161010 3.219 3.281 3.214 3.277 +0.031 5,078 16,034 +584
Dec17 161010 3.352 3.411 3.350 3.410 +0.032 2,743 20,866 +276
Jan18 161010 3.447 3.507 3.442 3.506 +0.034 5,731 14,511 -846
Feb18 161010 3.412 3.460 3.408 3.459 +0.029 2,892 4,996 +475
Total Volume and Open Interest 504,403 1,114,182 +3,379
Brent Crude Oil(ICE)
Dec16 161010 51.63 53.73 51.30 53.14 +1.21 293,868 551,044 -11,307
Jan17 161010 52.28 54.32 51.89 53.76 +1.22 117,460 284,960 +460
Feb17 161010 52.78 54.82 52.40 54.28 +1.23 57,966 150,970 +4,536
Mar17 161010 53.27 55.27 52.89 54.76 +1.22 38,165 179,230 -648
Apr17 161010 53.69 55.63 53.30 55.15 +1.19 15,547 63,290 -1,460
May17 161010 54.05 55.93 53.78 55.47 +1.15 11,848 58,416 +216
Jun17 161010 54.45 56.19 53.99 55.73 +1.10 42,915 163,092 +4,937
Jul17 161010 54.47 56.39 54.42 55.97 +1.06 3,663 38,562 +547
Aug17 161010 54.70 56.55 54.65 56.16 +1.02 2,407 24,867 -399
Sep17 161010 57.09 57.12 56.28 56.30 +0.98 4,077 52,734 +568
Oct17 161010 56.44 56.44 56.44 56.44 +0.95 1,345 23,181 -122
Nov17 161010 56.08 56.56 56.08 56.56 +0.91 881 22,616 +378
Dec17 161010 55.56 57.09 55.18 56.66 +0.88 46,424 213,022 +2,014
Jan18 161010 56.43 56.80 56.42 56.78 +0.85 811 19,142 +10
Total Volume and Open Interest 668,223 2,152,349 +1,738
Gas Oil(ICE)
Oct16 161010 465.00 480.00 460.75 476.00 +8.75 27,672 64,076 -2,190
Nov16 161010 466.50 481.50 462.00 477.50 +9.00 84,540 157,895 +2,156
Dec16 161010 467.25 482.25 462.75 478.50 +9.00 68,921 198,907 +1,562
Jan17 161010 469.75 484.50 465.75 481.25 +8.75 19,449 89,695 +2,128
Feb17 161010 472.75 487.00 468.75 484.00 +8.75 10,403 43,027 +1,332
Mar17 161010 475.00 489.00 471.00 486.00 +8.50 9,019 41,729 +1,700
Apr17 161010 477.00 490.75 473.25 487.75 +8.25 5,389 25,138 +1,573
May17 161010 478.75 493.00 475.50 490.00 +8.25 3,486 19,263 +198
Jun17 161010 481.00 495.00 477.75 492.25 +8.25 12,555 52,208 +660
Jul17 161010 484.25 497.00 481.00 495.25 +8.00 1,098 18,914 -9
Total Volume and Open Interest 260,941 905,569 +8,839
Ethanol(CBOT)
Nov16 161010 1.524 1.561 1.524 1.550 +0.033 236 2,278 +18
Dec16 161010 1.486 1.493 1.481 1.490 +0.028 63 1,289 -9
Jan17 161010 1.453 1.457 1.453 1.456 +0.025 99 620 +14
Feb17 161010 1.455 1.455 1.455 1.455 +0.025 8 231 +1
Mar17 161010 1.466 1.466 1.466 1.466 +0.025 2 182 +0
Apr17 161010 1.491 1.491 1.491 1.491 +0.025 0 234 +0
May17 161010 1.498 1.498 1.498 1.498 +0.025 0 5 +0
Jun17 161010 1.498 1.498 1.498 1.498 +0.025      
Total Volume and Open Interest 408 4,845 +24
WTI Crude Oil(ICE)
Nov16 161010 49.60 51.60 49.16 51.35 +1.54 32,385 60,262 +203
Dec16 161010 50.02 52.15 49.76 51.87 +1.49 53,847 132,102 +2,989
Jan17 161010 50.60 52.75 50.38 52.43 +1.43 20,983 45,390 -2,001
Feb17 161010 51.01 53.21 50.91 52.89 +1.36 11,625 32,782 +1,873
Mar17 161010 51.51 53.64 51.51 53.31 +1.31 7,694 43,695 -90
Apr17 161010 52.56 53.98 52.56 53.65 +1.27 2,978 10,302 +99
May17 161010 52.58 54.25 52.58 53.93 +1.23 2,937 8,150 -135
Jun17 161010 52.66 54.44 52.66 54.16 +1.20 9,632 44,529 +799
Jul17 161010 53.32 54.44 53.30 54.33 +1.16 819 7,310 -76
Aug17 161010 54.46 54.46 54.46 54.46 +1.12 574 3,180 +53
Sep17 161010 54.57 54.57 54.57 54.57 +1.06 574 13,716 +154
Oct17 161010 54.67 54.67 54.67 54.67 +1.00 381 2,904 +221
Nov17 161010 54.79 54.79 54.79 54.79 +0.96 113 1,373 +45
Dec17 161010 53.80 55.11 53.67 54.92 +0.92 6,670 81,857 +410
Jan18 161010 54.98 54.98 54.98 54.98 +0.88 35 585 -7
Feb18 161010 55.04 55.04 55.04 55.04 +0.85 6 629 +1
Total Volume and Open Interest 155,862 553,985 +7,602
US Dollar Index(ICE)
Dec16 161010 96.520 96.965 96.485 96.933 +0.278 26,140 53,778 +2,572
Mar17 161010 96.500 96.853 96.400 96.853 +0.278 350 3,456 +48
Jun17 161010 96.768 96.768 96.768 96.768 +0.272 4 300 +1
Total Volume and Open Interest 26,495 57,560 +2,622
Australian Dollar(CME)
Dec16 161010 75.84 76.16 75.67 75.93 +0.26 90,540 111,929 -529
Mar17 161010 75.72 75.97 75.64 75.79 +0.26 63 558 +19
Jun17 161010 75.62 75.62 75.62 75.62 +0.26 0 2 +0
Total Volume and Open Interest 90,603 112,491 -510
British Pound(CME)
Dec16 161010 124.48 124.58 123.57 123.61 -0.84 124,908 262,999 +1,751
Mar17 161010 124.77 124.77 123.83 123.84 -0.85 654 2,407 +487
Jun17 161010 124.86 124.86 124.10 124.10 -0.84 1 420 +1
Total Volume and Open Interest 125,563 265,928 +2,239
Canadian Dollar(CME)
Dec16 161010 75.41 76.14 75.34 75.94 +0.60 63,008 101,832 +1,248
Mar17 161010 75.54 76.17 75.40 75.99 +0.60 111 1,764 -30
Jun17 161010 75.80 76.14 75.80 76.05 +0.60 23 262 +0
Sep17 161010 76.12 76.12 76.12 76.12 +0.61 81 189 +70
Total Volume and Open Interest 63,223 104,152 +1,288
Japanese Yen(CME)
Dec16 161010 97.25 97.53 96.60 96.70 -0.58 121,136 156,765 -154
Mar17 161010 97.65 97.90 97.02 97.10 -0.58 143 881 +85
Jun17 161010 97.58 97.58 97.58 97.58 -0.58 0 110 +0
Total Volume and Open Interest 121,280 157,786 -69
Swiss Franc(CME)
Dec16 161010 102.65 102.69 101.98 102.09 -0.43 19,804 47,910 +2,023
Mar17 161010 102.64 102.64 102.64 102.64 -0.43 5 72 +0
Jun17 161010 103.27 103.27 103.27 103.27 -0.42 0 17 +0
Total Volume and Open Interest 19,809 48,003 +2,023
EuroFX(CME)
Dec16 161010 112.21 112.32 111.62 111.69 -0.42 159,827 352,206 +15,164
Mar17 161010 112.71 112.71 112.11 112.14 -0.41 1,325 9,214 +230
Jun17 161010 112.96 112.96 112.64 112.64 -0.42 2 1,139 -1
Total Volume and Open Interest 161,154 362,635 +15,393
Mexican Peso(CME)
Oct16 161010 528.00 528.00 528.00 528.00 +10.25 0 1 +0
Nov16 161010 526.25 526.25 526.25 526.25 +10.13 0 5 +0
Total Volume and Open Interest 41,357 147,351 -3,366
Brazilian Real(CME)
Nov16 161010 308.50 310.20 308.45 309.70 +1.40 329 25,514 +11
Dec16 161010 306.95 307.50 306.95 307.20 +1.45 6 3,437 -2
Jan17 161010 304.50 304.50 304.50 304.50 +1.45      
Feb17 161010 301.65 301.65 301.65 301.65 +1.45      
Total Volume and Open Interest 335 28,951 +9
30-Year T-Bonds(CBOT)
Dec16 161010 165~040 165~070 163~210 164~050 -0~240 257,005 568,102 -359
Mar17 161010 162~210 162~240 162~210 162~240 -0~240 12 26 +12
Jun17 161010 161~280 161~280 161~280 161~280 -0~240      
Total Volume and Open Interest 257,017 568,128 -347
10-Year T-Notes(CBOT)
Dec16 161010 130~035 130~055 129~210 129~255 -0~085 1,299,055 2,853,613 -19,401
Mar17 161010 129~180 129~180 129~070 129~080 -0~085 10 1,080 +6
Jun17 161010 129~000 129~000 129~000 129~000 -0~085      
Total Volume and Open Interest 1,299,065 2,854,693 -19,395
5-Year T-Notes(CBOT)
Dec16 161010 120~296 120~296 120~196 120~216 -0~060 612,521 2,753,050 +464
Mar17 161010 120~104 120~112 120~104 120~112 -0~060 98 576 +98
Jun17 161010 120~112 120~112 120~112 120~112 -0~060      
Total Volume and Open Interest 612,619 2,753,626 +562
2 Year T-Notes(CBOT)
Dec16 161010 109~016 109~016 108~306 108~314 -0~014 284,126 1,137,042 +16,207
Mar17 161010 108~286 108~286 108~286 108~286 -0~014      
Jun17 161010 108~286 108~286 108~286 108~286 -0~014      
Total Volume and Open Interest 284,126 1,137,042 +16,207
Eurodollars(CME)
Dec16 161010 99.060 99.060 99.035 99.040 -0.010 178,680 1,615,068 -6,144
Mar17 161010 99.010 99.010 98.980 98.985 -0.015 194,179 1,237,970 +9,422
Jun17 161010 98.960 98.960 98.925 98.930 -0.015 169,363 1,170,066 +3,964
Sep17 161010 98.915 98.915 98.880 98.885 -0.015 163,920 923,033 +6,251
Dec17 161010 98.865 98.865 98.825 98.830 -0.020 264,279 1,474,924 -2,719
Mar18 161010 98.840 98.840 98.790 98.795 -0.025 142,539 649,460 -12,678
Jun18 161010 98.805 98.805 98.750 98.755 -0.030 132,120 524,072 -8,903
Sep18 161010 98.765 98.765 98.705 98.715 -0.030 126,988 411,743 -5,458
Dec18 161010 98.715 98.715 98.655 98.665 -0.035 159,399 663,645 -10,602
Mar19 161010 98.685 98.685 98.625 98.630 -0.040 105,947 430,324 +1,950
Jun19 161010 98.645 98.645 98.580 98.590 -0.040 98,726 380,972 -10,391
Sep19 161010 98.605 98.610 98.540 98.550 -0.040 95,104 271,332 -950
Dec19 161010 98.555 98.555 98.490 98.500 -0.045 92,216 341,929 +11,052
Mar20 161010 98.520 98.525 98.455 98.465 -0.045 45,701 141,879 -1,816
Jun20 161010 98.480 98.485 98.410 98.425 -0.045 43,128 108,720 -860
Sep20 161010 98.440 98.445 98.370 98.385 -0.040 42,849 98,454 -554
Dec20 161010 98.390 98.395 98.320 98.335 -0.040 50,150 115,857 +8,711
Mar21 161010 98.350 98.355 98.280 98.295 -0.040 28,918 57,579 -624
Total Volume and Open Interest 2,215,139 11,174,746 -22,914
Ultra T-Bond(CBOT)
Dec16 161010 179~26 179~27 177~24 178~13 -0~30 92,083 609,802 -1,838
Mar17 161010 177~16 177~16 177~16 177~16 -0~30 0 10 +0
Jun17 161010 176~26 176~26 176~26 176~26 -0~30      
Total Volume and Open Interest 92,083 609,812 -1,838
Ultra 10-Yr T-Note(CBOT)
Dec16 161010 142~200 142~230 141~300 142~045 -0~140 73,126 223,168 -43
Mar17 161010 142~020 142~020 142~020 142~020 -0~140      
Jun17 161010 142~020 142~020 142~020 142~020 -0~140      
Total Volume and Open Interest 73,126 223,168 -43
30 Day Federal Funds(CBOT)
Oct16 161010 99.607 99.607 99.605 99.605 unch 57,234 308,316 -2,410
Nov16 161010 99.585 99.590 99.580 99.585 unch 25,060 253,612 +195
Dec16 161010 99.505 99.505 99.500 99.500 -0.005 4,832 106,335 +426
Jan17 161010 99.440 99.440 99.425 99.430 -0.010 15,946 155,865 +2,957
Feb17 161010 99.420 99.420 99.405 99.410 -0.010 9,394 75,651 -1,837
Mar17 161010 99.385 99.385 99.375 99.375 -0.015 3,435 32,952 +370
Total Volume and Open Interest 140,977 1,120,996 -3,416
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 161006 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 161006 99.99 99.99 99.99 99.99 unch      
Jun17 161006 99.99 99.99 99.99 99.99 unch      
Sep17 161006 99.99 99.99 99.99 99.99 unch      
Dec17 161006 99.99 99.99 99.99 99.99 unch      
Mar18 161006 100.00 100.00 100.00 100.00 unch      
Jun18 161006 99.86 99.86 99.86 99.86 unch      
Sep18 161006 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161006 152.04 152.05 151.94 152.01 -0.05 1,693 15,758 +460
Mar17 161006 151.93 151.93 151.93 151.93 -0.05      
Jun17 161006 151.93 151.93 151.93 151.93 -0.05      
Total Volume and Open Interest 1,693 15,758 +460
Euro-Buxl(EUREX)
Dec16 161010 185.30 185.56 182.80 183.16 -1.56 63,392 180,512 +4,892
Mar17 161010 182.78 182.78 181.46 181.48 -1.56 125 257 +71
Jun17 161010 181.10 181.40 180.16 180.16 -1.56 0 4 +0
Total Volume and Open Interest 63,517 180,773 +4,963
Euro-Bund(EUREX)
Dec16 161010 164.05 164.18 163.31 163.42 -0.49 1,066,211 1,993,859 +8,106
Mar17 161010 166.20 166.21 165.50 165.61 -0.57 2,918 51,698 +1,725
Jun17 161010 162.50 163.88 162.50 163.88 -0.49      
Total Volume and Open Interest 1,069,129 2,045,557 +9,831
Euro-Bobl(EUREX)
Dec16 161010 131.67 131.72 131.55 131.61 -0.08 539,638 1,456,162 +30,120
Mar17 161010 133.35 133.35 133.29 133.31 -0.10 4,866 13,731 +4,865
Jun17 161010 131.86 131.86 131.86 131.86 -0.08      
Total Volume and Open Interest 544,504 1,469,893 +34,985
Euro-Schatz(EUREX)
Dec16 161010 112.08 112.10 112.06 112.09 -0.01 302,767 1,278,331 -118,293
Mar17 161010 112.09 112.09 112.09 112.09 -0.01      
Jun17 161010 112.09 112.09 112.09 112.09 -0.01      
Total Volume and Open Interest 302,767 1,278,331 -118,293
3-Mth Euribor(EUREX)
Dec16 161010 100.300 100.300 100.300 100.300 unch 0 3,403 +0
Mar17 161010 100.305 100.305 100.305 100.305 -0.005 0 3,285 +0
Jun17 161010 100.310 100.315 100.310 100.315 -0.005 0 33,967 +0
Total Volume and Open Interest 1,411 74,778 +310
Long Gilt(LIFFE)
Dec16 161010 127~30 127~30 127~04 127~13 -0~19 303,355 586,762 +25,820
Mar17 161010 128~02 128~02 128~02 128~02 -0~21      
Total Volume and Open Interest 303,355 586,762 +25,820
3-Mth Short Sterling(LIFFE)
Dec16 161010 99.63 99.63 99.61 99.61 -0.02 104,698 463,951 -19,198
Mar17 161010 99.64 99.66 99.61 99.62 -0.03 78,375 364,427 -4,212
Jun17 161010 99.66 99.67 99.60 99.62 -0.05 81,168 375,247 +2,617
Sep17 161010 99.66 99.67 99.59 99.61 -0.06 96,975 301,834 -1,960
Dec17 161010 99.65 99.66 99.57 99.60 -0.06 105,258 397,180 +1,122
Mar18 161010 99.63 99.64 99.55 99.58 -0.06 80,901 219,192 +7,840
Total Volume and Open Interest 1,036,205 3,097,734 -2,482
3-Mth Euribor(LIFFE)
Dec16 161010 100.300 100.300 100.290 100.295 -0.005 55,665 430,840 +937
Mar17 161010 100.310 100.310 100.295 100.300 -0.005 43,589 411,833 +381
Jun17 161010 100.325 100.325 100.305 100.310 -0.010 48,797 401,624 -6,639
Total Volume and Open Interest 665,156 3,148,227 -18,920
3-Mth Aus T-Bills(SFE)
Dec16 161010 98.25 98.25 98.24 98.25 unch 15,000 190,041 +3,859
Mar17 161010 98.28 98.29 98.26 98.27 -0.01 18,894 193,114 +3,342
Jun17 161010 98.30 98.31 98.27 98.28 -0.02 17,006 196,552 +781
Sep17 161010 98.30 98.31 98.28 98.29 -0.02 15,997 133,738 +2,207
Dec17 161010 98.30 98.31 98.28 98.29 -0.02 10,486 139,039 +1,494
Mar18 161010 98.29 98.30 98.27 98.27 -0.02 6,852 71,407 +514
Jun18 161010 98.27 98.28 98.24 98.25 -0.02 5,600 61,439 +79
Sep18 161010 98.23 98.24 98.21 98.22 -0.02 3,250 25,119 -113
Dec18 161010 98.19 98.22 98.17 98.18 -0.02 188 6,448 +0
Mar19 161010 98.14 98.20 98.13 98.15 -0.02 4 3,457 +4
Total Volume and Open Interest 93,277 1,022,621 +12,167
10-Year Aus T-Bonds(SFE)
Dec16 161010 97.86 97.87 97.82 97.85 -0.01 109,061 810,477 -5,741
Mar17 161010 97.85 97.85 97.85 97.85 -0.01      
Total Volume and Open Interest 109,061 810,477 -5,741
3-Year Aus T-Bonds(SFE)
Dec16 161010 98.39 98.42 98.37 98.38 -0.02 152,076 796,513 +1,013
Mar17 161010 98.38 98.38 98.38 98.38 -0.02      
Total Volume and Open Interest 152,076 796,513 +1,013
Gold(CMX)
Oct16 161010 1258.8 1260.4 1256.9 1257.5 +8.6 114 251 -135
Dec16 161010 1258.5 1266.8 1258.5 1260.4 +8.5 190,188 392,481 -13,241
Feb17 161010 1262.3 1269.6 1262.0 1264.0 +8.7 7,264 47,064 -290
Apr17 161010 1266.3 1272.0 1266.3 1267.3 +8.8 3,449 15,210 +446
Jun17 161010 1269.1 1275.9 1268.5 1270.5 +8.9 2,041 20,320 +129
Aug17 161010 1271.7 1277.4 1271.5 1273.4 +9.0 1,456 8,614 +492
Oct17 161010 1277.2 1282.0 1276.0 1276.0 +9.1 448 1,926 -72
Dec17 161010 1281.8 1281.8 1278.5 1278.5 +9.2 1,835 12,269 +560
Feb18 161010 1281.0 1281.0 1281.0 1281.0 +9.3 0 163 +0
Apr18 161010 1283.2 1283.2 1283.2 1283.2 +9.3 0 3 +0
Jun18 161010 1284.5 1285.4 1284.5 1285.4 +9.3 2 4,195 -1
Aug18 161010 1288.3 1288.3 1288.3 1288.3 +9.3      
Total Volume and Open Interest 207,617 511,340 -12,059
Silver(CMX)
Dec16 161010 1760.0 1784.0 1757.0 1765.9 +27.9 70,900 159,493 -3,224
Mar17 161010 1769.0 1791.5 1769.0 1776.9 +28.2 3,680 20,191 +124
May17 161010 1782.0 1788.5 1782.0 1784.1 +28.3 164 1,588 +65
Jul17 161010 1795.5 1795.5 1791.1 1791.1 +28.4 93 3,324 -16
Sep17 161010 1797.0 1807.5 1797.0 1797.6 +28.5 18 574 +3
Dec17 161010 1810.0 1810.0 1806.0 1806.3 +28.7 110 2,809 +49
Mar18 161010 1813.6 1813.6 1813.6 1813.6 +28.7 0 12 +0
Total Volume and Open Interest 75,176 191,837 -2,974
Platinum(NYMEX)
Oct16 161010 971.5 971.5 961.3 961.3 +2.5 62 426 -17
Jan17 161010 972.5 978.5 963.2 965.4 +2.8 15,196 63,654 -896
Apr17 161010 977.5 982.5 968.9 970.2 +2.8 109 4,557 +52
Jul17 161010 976.7 976.8 973.4 973.4 +2.9 9 32 +5
Total Volume and Open Interest 15,395 68,852 -858
Palladium(NYMEX)
Dec16 161010 667.65 677.50 662.50 668.55 +1.15 7,061 25,778 -832
Mar17 161010 674.20 674.20 666.80 670.45 +1.05 126 697 +105
Jun17 161010 672.30 672.30 672.30 672.30 +1.05 0 32 +0
Total Volume and Open Interest 7,188 26,512 -728
Copper(CMX)
Dec16 161010 216.95 220.25 216.45 219.75 +3.40 43,203 125,698 +14
Mar17 161010 217.65 221.30 217.55 220.85 +3.45 2,963 34,998 -589
May17 161010 218.45 221.95 218.45 221.50 +3.40 1,496 6,998 -241
Jul17 161010 221.20 222.55 221.20 222.10 +3.40 62 2,515 -35
Sep17 161010 223.00 223.00 222.60 222.60 +3.40 43 1,452 +40
Total Volume and Open Interest 48,176 181,499 -916
E-mini DJIA Index(CBOT)
Dec16 161010 18182 18320 18171 18259 +102 130,210 124,843 -2,715
Mar17 161010 18156 18254 18111 18197 +100 98 564 +68
Jun17 161010 18121 18121 18121 18121 +100 1 5 -1
Sep17 161010 18036 18036 18036 18036 +100      
Total Volume and Open Interest 130,309 125,412 -2,648
S & P 500(CME)
Dec16 161010 2151.20 2159.10 2150.10 2159.10 +12.60 2,989 75,227 +764
Mar17 161010 2153.60 2153.60 2153.60 2153.60 +12.60 0 163 +0
Jun17 161010 2148.90 2148.90 2148.90 2148.90 +13.10 0 60 +0
Sep17 161010 2145.30 2145.30 2145.30 2145.30 +12.90      
Total Volume and Open Interest 2,989 75,450 +764
S & P 500 E-Mini(Globex)
Dec16 161010 2152.00 2163.50 2148.50 2159.00 +12.50 1,209,239 2,920,563 -1,167
Mar17 161010 2144.75 2157.75 2143.00 2153.50 +12.50 1,626 13,758 +416
Jun17 161010 2142.50 2152.00 2141.25 2149.00 +13.25 22 581 +3
Sep17 161010 2145.25 2145.25 2145.25 2145.25 +12.75 0 17 +0
Total Volume and Open Interest 1,210,887 2,934,936 -748
NASDAQ 100 E-Mini(Globex)
Dec16 161010 4868.00 4901.50 4862.30 4893.30 +34.30 187,196 297,898 -3,639
Mar17 161010 4866.50 4897.30 4860.50 4889.80 +34.30 34 400 -9
Jun17 161010 4880.00 4883.80 4880.00 4883.80 +34.30 0 15 +0
Total Volume and Open Interest 187,230 298,319 -3,648
S&P Midcap 400(CME) e-Mini
Dec16 161010 1533.20 1552.70 1531.10 1543.10 +12.30 13,251 83,414 -32
Mar17 161010 1540.60 1547.00 1540.60 1540.60 +12.30 0 1 +0
Jun17 161010 1530.90 1530.90 1530.90 1530.90 +12.30      
Total Volume and Open Interest 13,251 83,415 -32
Volatility Index(CBOE)
Oct16 161010 14.95 15.15 14.55 14.68 -0.65 66,507 205,950 -4,475
Nov16 161010 16.70 16.70 16.15 16.33 -0.40 45,039 139,987 +9,251
Dec16 161010 17.20 17.20 16.87 16.93 -0.35 15,159 68,604 +2,873
Jan17 161010 18.35 18.35 18.08 18.13 -0.30 5,386 32,826 -88
Total Volume and Open Interest 139,203 491,803 +8,932
Russell 2000(ICE)
Dec16 161010 1234.20 1253.10 1232.80 1250.10 +18.40 68,443 331,250 -865
Mar17 161010 1234.50 1246.10 1234.50 1246.10 +18.40 0 268 +0
Jun17 161010 1242.60 1242.60 1242.60 1242.60 +18.40 0 170 +0
Total Volume and Open Interest 68,443 331,827 -865
Nikkei 225(CME)
Dec16 161010 16830 17025 16790 16985 +165 8,402 32,429 -64
Mar17 161010 16995 16995 16995 16995 +165 3 32 +3
Total Volume and Open Interest 8,405 32,461 -61
Nikkei 225(SGX)
Dec16 161007 16910 16950 16810 16875 -15 64,932 170,539 +3,304
Mar17 161007 16845 16845 16805 16840 -15 802 2,074 +159
Jun17 161006 16730 16730 16730 16730 +115      
Total Volume and Open Interest 58,934 176,860 -1,040
Nikkei 225(CME) Yen
Dec16 161010 16815 17000 16760 16950 +165 35,139 49,568 -145
Mar17 161010 16740 16895 16740 16895 +165 122 71 +5
Jun17 161010 16765 16765 16765 16765 +165      
Total Volume and Open Interest 35,261 49,645 -140
Nikkei 225(CME) e-Mini Yen
Dec16 161010 16770 16990 16770 16950 +160 7 15 +6
Mar17 161010 16890 16895 16890 16890 +160      
Jun17 161010 16760 16765 16760 16760 +160      
Total Volume and Open Interest 7 15 +6
CAC 40(EURONEXT)
Oct16 161010 4454.0 4503.0 4423.0 4493.0 +47.0 70,703 273,154 -9,059
Nov16 161010 4460.5 4499.5 4425.0 4490.0 +47.0 15 6,492 +8
Dec16 161010 4443.0 4493.0 4428.5 4484.0 +47.0 216 23,146 -922
Total Volume and Open Interest 70,934 302,854 -9,973
Hang Seng Index(HKFE)
Oct16 161007 23936 23953 23751 23830 -95 101,781 144,056 +427
Nov16 161007 23951 23951 23750 23828 -98 566 953 +58
Dec16 161007 23890 23911 23773 23847 -93 359 12,789 -48
Total Volume and Open Interest 102,852 159,923 +535
DAX(EUREX)
Dec16 161010 10496.0 10646.0 10442.5 10623.0 +134.5 87,200 160,326 +3,045
Mar17 161010 10491.5 10620.0 10450.0 10620.0 +134.5 69 1,178 +32
Jun17 161010 10649.5 10649.5 10639.5 10639.5 +134.0 36 186 +28
Total Volume and Open Interest 87,305 161,690 +3,105
Mini-DAX(EUREX)
Dec16 161010 10496.0 10643.0 10443.0 10623.0 +134.5 36,885 16,048 +1,258
Mar17 161010 10470.0 10639.0 10445.0 10620.0 +134.5 53 883 +16
Jun17 161010 10523.0 10649.0 10523.0 10639.5 +134.0 16 19 +4
Total Volume and Open Interest 36,954 16,950 +1,278
FT-SE 100(EURONEXT)
Dec16 161010 7030.00 7068.50 6987.00 7060.50 +44.00 112,869 750,833 +5,082
Mar17 161010 6973.00 6998.50 6973.00 6998.50 +44.50 62 1,833 +61
Jun17 161010 6930.50 6930.50 6930.50 6930.50 +43.50      
Total Volume and Open Interest 112,931 752,666 +5,143
SPI 200(SFE)
Dec16 161010 5449.0 5480.0 5425.0 5460.0 +10.0 24,758 284,263 +1,654
Mar17 161010 5389.0 5411.0 5389.0 5411.0 +8.0 0 1,443 +0
Jun17 161010 5398.0 5398.0 5398.0 5398.0 +8.0 0 1,397 +0
Total Volume and Open Interest 24,769 288,731 +1,651
FTSE MIB(ISE)
Dec16 161010 16315.00 16590.00 16190.00 16571.00 +224.00 29,828 44,204 +561
Mar17 161010 16275.00 16565.00 16230.00 16556.00 +229.00 12 109 +3
Jun17 161010 16156.00 16156.00 16156.00 16156.00 +229.00      
Total Volume and Open Interest 29,840 44,313 +564
KOSPI 200(KFE)
Dec16 161010 260.55 261.15 258.35 261.00 +0.45 102,098 134,371 -314
Mar17 161010 257.90 258.35 255.70 258.20 +0.35 304 4,754 +327
Jun17 161010 256.60 259.20 256.60 259.10 +0.65 5 916 +3
Total Volume and Open Interest 102,407 143,597 +495
GSCI(CME)
Oct16 161010 373.25 378.95 373.25 376.65 +5.75 864 13,877 -811
Nov16 161010 380.55 381.20 379.25 379.55 +5.70 666 790 +665
Dec16 161010 383.15 383.15 383.15 383.15 +5.70      
Total Volume and Open Interest 1,530 14,667 -146
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy