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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 October 12, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161012 953.00 971.25 943.25 945.50 -8.75 133,359 292,833 -4,790
Jan17 161012 960.50 978.50 951.25 953.50 -8.25 50,354 144,985 +8,580
Mar17 161012 967.00 984.25 958.00 960.25 -8.00 21,273 73,628 +1,584
May17 161012 973.50 990.00 965.00 967.25 -7.75 7,223 48,827 +884
Jul17 161012 979.00 995.50 970.75 973.00 -7.75 8,862 57,645 +1,265
Aug17 161012 978.25 991.25 969.75 972.25 -7.75 163 2,274 +23
Sep17 161012 973.25 980.25 962.00 962.00 -7.25 59 890 +30
Nov17 161012 960.00 973.50 952.50 954.50 -7.75 3,230 32,208 +154
Jan18 161012 967.00 971.25 957.00 958.00 -7.50 22 1,082 +0
Mar18 161012 967.75 967.75 957.50 959.50 -7.75 48 382 +9
May18 161012 983.00 983.50 962.25 962.25 -8.25 0 249 +0
Jul18 161012 969.00 969.25 966.25 966.25 -8.25 0 306 +0
Aug18 161012 961.25 961.25 961.25 961.25 -8.25 0 17 +0
Sep18 161012 946.00 946.00 946.00 946.00 -8.25 0 17 +0
Total Volume and Open Interest 224,616 655,626 +7,742
Soybean Meal(CBOT)
Oct16 161012 297.00 303.00 294.00 294.50 -3.10 642 505 -359
Dec16 161012 300.00 306.50 296.20 296.50 -3.80 53,843 165,852 -4,633
Jan17 161012 301.60 307.30 297.50 297.80 -3.80 26,124 54,989 +4,824
Mar17 161012 303.80 309.20 299.30 299.60 -4.30 6,523 53,398 +1,137
May17 161012 306.10 310.90 301.40 301.60 -4.50 3,982 31,185 -30
Jul17 161012 307.80 312.40 303.20 303.40 -4.40 2,874 34,974 +315
Aug17 161012 307.80 312.10 303.50 303.50 -4.30 341 4,268 +69
Sep17 161012 307.40 310.50 303.20 303.20 -4.20 346 4,852 +70
Oct17 161012 304.00 306.30 301.50 301.60 -3.80 236 4,298 +91
Dec17 161012 304.10 309.30 301.90 302.00 -3.80 619 13,744 +226
Total Volume and Open Interest 95,584 370,352 +1,736
Soybean Oil(CBOT)
Oct16 161012 33.45 33.45 33.14 33.14 -0.02 351 678 -55
Dec16 161012 33.43 33.91 33.28 33.34 -0.01 77,899 213,613 +12
Jan17 161012 33.71 34.18 33.57 33.63 unch 35,552 82,179 +9,274
Mar17 161012 33.97 34.43 33.82 33.88 unch 11,728 62,206 -974
May17 161012 34.12 34.61 33.99 34.06 -0.01 5,203 33,395 +352
Jul17 161012 34.31 34.78 34.15 34.23 -0.02 3,617 26,473 +149
Aug17 161012 34.50 34.80 34.24 34.28 -0.01 567 3,968 +109
Sep17 161012 34.50 34.60 34.25 34.27 -0.01 383 3,290 +154
Oct17 161012 34.36 34.39 34.12 34.12 -0.01 30 2,577 +10
Dec17 161012 34.44 34.70 34.11 34.15 -0.02 225 8,255 +25
Total Volume and Open Interest 135,582 437,602 +9,066
Canola(WCE)
Nov16 161012 473.5 477.5 473.1 474.5 +0.5 13,247 119,839 -1,596
Jan17 161012 480.8 485.1 480.4 482.1 +0.7 4,576 37,595 +849
Mar17 161012 486.2 490.0 485.8 487.3 +0.4 1,011 13,108 -424
May17 161012 490.9 494.5 490.0 491.8 +0.3 153 7,362 +24
Jul17 161012 492.4 496.0 491.1 493.0 -0.1 171 12,777 +67
Total Volume and Open Interest 19,649 199,776 -820
Corn(CBOT)
Dec16 161012 345.00 348.50 336.50 337.00 -8.50 112,526 706,401 -3,996
Mar17 161012 354.50 358.00 346.50 347.00 -8.25 23,868 268,560 +7,943
May17 161012 361.00 364.75 353.25 353.75 -8.00 4,744 68,479 +142
Jul17 161012 367.75 371.50 360.25 360.50 -8.00 8,898 123,321 +1,653
Sep17 161012 375.00 378.00 367.50 367.75 -7.75 928 42,938 +202
Dec17 161012 383.00 387.25 377.00 377.25 -7.00 3,614 77,091 +508
Mar18 161012 394.50 396.50 387.00 387.00 -6.50 10 5,394 -1
May18 161012 400.00 401.00 392.75 392.75 -5.75 3 1,085 -1
Jul18 161012 404.00 404.75 396.00 396.50 -5.75 0 1,400 +0
Sep18 161012 404.25 404.50 394.25 396.00 -5.00 0 518 +0
Total Volume and Open Interest 154,639 1,300,265 +6,491
Wheat(CBOT)
Dec16 161012 405.25 414.00 396.00 396.75 -10.50 67,155 296,240 -5,080
Mar17 161012 423.75 431.75 415.50 416.50 -8.50 16,000 101,216 +962
May17 161012 435.00 444.00 429.00 430.00 -8.00 4,081 25,215 +322
Jul17 161012 448.00 455.25 441.00 442.00 -7.75 4,985 39,967 +605
Sep17 161012 461.50 468.50 457.25 457.25 -7.25 377 4,398 -40
Dec17 161012 480.75 487.25 475.00 476.00 -7.00 929 8,359 +246
Total Volume and Open Interest 93,578 477,670 -2,974
Wheat(KCBT)
Dec16 161012 404.50 412.25 397.00 398.50 -7.75 15,066 136,125 -720
Mar17 161012 421.50 429.00 414.00 415.25 -7.75 4,928 47,969 +873
May17 161012 430.75 439.25 424.50 425.75 -7.50 3,184 21,538 +339
Jul17 161012 441.50 449.25 435.00 436.25 -7.50 3,067 31,691 +1,010
Sep17 161012 456.50 463.50 450.00 451.25 -7.50 475 3,258 +22
Dec17 161012 480.00 485.00 472.50 473.25 -7.50 798 4,044 +299
Mar18 161012 490.25 490.25 488.00 488.00 -7.50 0 757 +0
Total Volume and Open Interest 27,518 245,895 +1,823
Wheat(MGE)
Dec16 161012 524.00 532.75 520.25 521.75 -2.50 2,032 29,617 -270
Mar17 161012 526.50 532.25 521.00 522.50 -4.00 963 17,373 +235
May17 161012 531.00 533.00 526.50 527.50 -4.00 142 8,357 -1
Jul17 161012 538.00 539.75 534.00 534.75 -3.50 141 3,773 -24
Sep17 161012 546.00 547.50 541.50 543.00 -3.00 96 3,428 -19
Dec17 161012 557.00 557.00 554.25 554.25 -2.75 23 2,203 -2
Total Volume and Open Interest 3,397 64,763 -81
Oats(CBOT)
Dec16 161012 199.00 203.00 197.50 198.00 -1.00 903 7,428 -377
Mar17 161012 202.00 204.75 199.75 200.00 -1.00 131 2,056 -3
May17 161012 206.00 206.00 203.25 203.25 -1.00 4 77 +2
Jul17 161012 206.25 206.25 206.25 206.25 -4.25 0 28 +0
Total Volume and Open Interest 1,038 9,589 -378
Rough Rice(CBOT)
Nov16 161012 10.35 10.45 10.13 10.18 -0.22 356 9,218 -39
Jan17 161012 10.60 10.68 10.38 10.41 -0.21 141 2,112 +130
Mar17 161012 10.90 10.93 10.66 10.66 -0.20 1 121 +1
May17 161012 10.86 11.00 10.86 10.86 -0.20 0 4 +0
Total Volume and Open Interest 498 11,471 +92
Live Cattle(CME)
Oct16 161012 97.250 98.600 95.680 96.750 -0.750 7,645 14,128 -2,592
Dec16 161012 98.680 99.980 97.330 98.000 -1.100 25,586 133,839 +3,257
Feb17 161012 100.180 101.050 98.785 99.535 -1.015 10,426 50,186 +89
Apr17 161012 99.900 100.635 98.535 99.285 -1.100 10,306 38,625 +698
Jun17 161012 93.900 94.330 92.600 93.385 -1.015 2,859 15,722 +549
Aug17 161012 92.730 93.000 91.250 92.000 -1.180 769 7,344 -146
Total Volume and Open Interest 57,889 262,363 +1,935
Feeder Cattle(CME)
Oct16 161012 123.650 124.135 121.150 122.000 -2.135 1,737 6,915 -505
Nov16 161012 119.230 119.785 116.900 117.785 -1.795 5,803 17,988 -656
Jan17 161012 115.000 116.035 113.300 114.285 -1.265 3,623 9,159 +170
Mar17 161012 113.400 114.350 111.700 112.600 -1.500 1,373 5,946 +272
Apr17 161012 113.385 114.050 111.800 112.600 -1.480 374 974 +29
May17 161012 113.050 113.650 111.430 112.180 -1.500 270 1,144 +51
Aug17 161012 114.500 115.450 113.150 113.950 -1.500 86 329 +19
Total Volume and Open Interest 13,267 42,456 -619
Lean Hogs(CME)
Oct16 161012 51.800 52.450 51.785 52.380 +0.930 2,342 14,793 -519
Dec16 161012 42.850 44.430 42.830 44.050 +1.265 15,474 130,331 +1,384
Feb17 161012 50.100 51.330 50.035 50.930 +0.830 11,040 41,899 +805
Apr17 161012 57.330 58.400 57.330 58.100 +0.650 5,350 26,807 +222
May17 161012 66.600 66.600 66.600 66.600 +0.250 56 572 +10
Jun17 161012 70.450 71.285 70.400 71.150 +0.420 1,708 9,461 +517
Jul17 161012 71.450 71.700 71.150 71.535 +0.135 336 2,765 +181
Aug17 161012 71.450 71.600 71.200 71.550 +0.500 94 1,478 +19
Total Volume and Open Interest 36,443 229,228 +2,633
Class III Milk(CME)
Oct16 161012 14.70 14.78 14.70 14.74 +0.04 254 4,660 -13
Nov16 161012 15.01 15.24 14.92 15.19 +0.24 216 4,617 +78
Dec16 161012 14.92 15.22 14.91 15.22 +0.31 111 4,045 +45
Jan17 161012 15.18 15.30 15.13 15.29 +0.19 56 2,533 +3
Feb17 161012 15.36 15.47 15.31 15.47 +0.17 52 2,313 +6
Mar17 161012 15.50 15.64 15.50 15.62 +0.12 34 2,215 +8
Apr17 161012 15.68 15.70 15.66 15.69 +0.09 20 2,084 +20
May17 161012 15.80 15.86 15.80 15.84 unch 22 1,956 +21
Jun17 161012 16.10 16.18 16.09 16.10 unch 19 1,731 +17
Jul17 161012 16.34 16.39 16.34 16.39 +0.09 15 927 +8
Aug17 161012 16.50 16.54 16.50 16.54 unch 20 857 +9
Sep17 161012 16.60 16.64 16.60 16.64 +0.02 15 862 +4
Oct17 161012 16.65 16.65 16.64 16.65 unch 20 569 +14
Total Volume and Open Interest 872 30,535 +227
Cocoa(ICE)
Dec16 161012 2679 2688 2625 2643 -22 32,767 108,870 +3,447
Mar17 161012 2642 2650 2589 2608 -19 17,535 89,404 +727
May17 161012 2640 2649 2589 2606 -18 5,411 21,674 +1,264
Jul17 161012 2642 2650 2591 2608 -17 2,786 10,492 +1,351
Sep17 161012 2639 2646 2589 2606 -15 778 7,052 +29
Dec17 161012 2632 2638 2585 2601 -13 1,001 5,222 +450
Mar18 161012 2611 2614 2581 2597 -12 559 6,582 +185
Total Volume and Open Interest 60,855 249,467 +7,466
Coffee "C"(ICE)
Dec16 161012 151.30 152.85 150.40 152.10 +1.30 23,290 94,538 -2,158
Mar17 161012 154.55 156.25 153.90 155.55 +1.35 8,110 46,844 +1,471
May17 161012 156.80 158.25 156.00 157.65 +1.35 4,587 23,080 +881
Jul17 161012 158.20 160.15 157.95 159.50 +1.30 2,094 6,981 +369
Sep17 161012 161.05 161.80 160.30 161.15 +1.30 629 4,659 +7
Dec17 161012 162.70 163.65 162.50 163.40 +1.35 37 6,672 +18
Total Volume and Open Interest 38,754 185,141 +588
Orange Juice(ICE)
Nov16 161012 200.25 201.65 197.65 198.75 -1.30 1,315 10,849 -505
Jan17 161012 198.25 199.80 196.00 197.15 -1.10 658 4,745 +570
Mar17 161012 197.40 197.40 195.25 195.25 -1.85 9 558 +6
May17 161012 193.05 193.05 193.05 193.05 -2.15 7 217 +7
Jul17 161012 190.80 190.80 190.80 190.80 -2.00 0 8 +0
Sep17 161012 190.30 190.30 190.30 190.30 -2.00      
Total Volume and Open Interest 1,989 16,379 +78
Sugar #11(ICE)
Mar17 161012 23.42 23.59 22.87 23.15 -0.14 42,887 479,997 -4,176
May17 161012 22.60 22.76 22.14 22.43 -0.06 12,694 133,411 -1,843
Jul17 161012 21.78 21.94 21.43 21.75 +0.02 8,712 103,176 +1,681
Oct17 161012 21.25 21.30 20.87 21.21 +0.08 2,355 61,629 +157
Mar18 161012 20.74 20.89 20.55 20.85 +0.12 862 28,154 +50
May18 161012 19.90 20.09 19.77 20.07 +0.17 271 9,336 +23
Jul18 161012 19.21 19.41 19.14 19.40 +0.19 63 5,630 +0
Oct18 161012 18.97 19.00 18.75 18.99 +0.18 8 4,993 +5
Total Volume and Open Interest 67,863 829,659 -4,101
London Cocoa(LCE)
Dec16 161012 2249 2261 2217 2232 -17 12,600 92,277 -3,160
Mar17 161012 2182 2203 2161 2178 -12 12,440 85,859 +1,500
May17 161012 2192 2201 2163 2178 -13 5,839 44,118 +807
Jul17 161012 2195 2203 2167 2181 -12 2,745 12,111 +40
Sep17 161012 2190 2194 2168 2176 -12 833 18,707 +80
Dec17 161012 2180 2180 2154 2160 -10 701 11,105 -60
Mar18 161012 2180 2180 2154 2154 -11 234 2,499 +0
Total Volume and Open Interest 35,398 266,677 -792
London Sugar(LCE)
Dec16 161012 597.10 602.60 587.90 594.00 -3.90 3,918 35,814 -717
Mar17 161012 600.20 604.40 590.80 596.50 -3.60 1,963 22,757 -411
May17 161012 594.90 598.20 585.70 591.50 -3.20 872 16,342 +36
Aug17 161012 581.00 581.00 572.60 577.50 -3.00 182 7,125 +13
Oct17 161012 560.00 560.00 553.60 558.60 -2.30 41 6,148 +0
Total Volume and Open Interest 6,977 90,932 -1,078
Cotton(ICE)
Dec16 161012 67.14 69.79 66.76 68.97 +1.83 13,771 151,246 -3,175
Mar17 161012 67.83 70.10 67.36 69.39 +1.67 3,868 59,309 +900
May17 161012 68.00 70.40 67.74 69.67 +1.60 1,277 10,714 -610
Jul17 161012 68.30 70.41 68.00 69.84 +1.53 575 7,654 -174
Oct17 161012 69.14 69.14 69.14 69.14 +1.32      
Dec17 161012 68.14 70.00 67.83 69.53 +1.36 79 13,827 +34
Total Volume and Open Interest 19,570 243,791 -3,025
Lumber(CME)
Nov16 161012 333.6 335.5 332.1 334.6 +2.3 455 2,873 +106
Jan17 161012 343.7 345.3 342.9 344.4 +3.1 186 1,631 +141
Mar17 161012 346.4 348.7 345.9 348.0 +4.8 2 244 +1
May17 161012 345.0 345.0 344.5 344.5 +3.6 0 56 +0
Total Volume and Open Interest 643 4,821 +248
Crude Oil(NYM)
Nov16 161012 50.84 51.17 49.89 50.18 -0.61 686,070 358,742 -43,010
Dec16 161012 51.31 51.60 50.36 50.64 -0.60 378,507 392,448 +27,895
Jan17 161012 51.85 52.13 50.93 51.17 -0.58 133,609 202,152 +15,145
Feb17 161012 52.20 52.55 51.41 51.64 -0.57 44,464 80,926 +1,410
Mar17 161012 52.64 53.00 51.86 52.09 -0.55 58,349 170,145 +2,016
Apr17 161012 53.05 53.26 52.22 52.46 -0.52 18,217 48,250 +829
May17 161012 53.35 53.56 52.53 52.75 -0.50 17,082 35,255 -688
Jun17 161012 53.53 53.78 52.73 52.99 -0.48 67,596 148,939 +2,787
Jul17 161012 53.69 53.91 53.06 53.18 -0.46 14,915 33,585 +1,279
Aug17 161012 53.78 53.90 53.24 53.32 -0.45 8,197 25,832 +1,509
Sep17 161012 53.99 54.17 53.26 53.46 -0.44 9,594 41,476 +1,006
Oct17 161012 54.13 54.13 53.42 53.59 -0.43 3,917 20,940 +744
Nov17 161012 53.72 53.72 53.72 53.72 -0.43 3,250 19,292 +1,037
Dec17 161012 54.29 54.57 53.63 53.87 -0.42 54,760 164,483 +1,769
Jan18 161012 53.94 55.00 53.94 53.94 -0.41 1,022 17,759 +98
Feb18 161012 54.15 54.15 54.01 54.01 -0.40 998 6,354 +96
Total Volume and Open Interest 1,523,014 1,918,169 +16,095
e-miNY Crude Oil(NYM)
Nov16 161012 50.875 51.150 49.900 50.175 -0.625 11,678 2,322 +150
Dec16 161012 51.350 51.600 50.375 50.650 -0.600 819 1,560 +27
Jan17 161012 51.850 52.025 51.000 51.175 -0.575 70 363 +31
Feb17 161012 52.250 52.250 51.500 51.650 -0.550 6 186 +4
Mar17 161012 52.150 52.150 52.100 52.100 -0.550 4 177 +4
Apr17 161012 52.450 52.450 52.450 52.450 -0.525 36 116 +36
May17 161012 52.625 52.750 52.625 52.750 -0.500 66 68 -46
Jun17 161012 52.875 53.000 52.875 53.000 -0.475 34 191 -9
Jul17 161012 53.175 53.175 53.175 53.175 -0.475 0 55 +0
Aug17 161012 53.375 53.375 53.325 53.325 -0.450 0 135 +0
Total Volume and Open Interest 12,730 5,413 +184
NY Harbor ULSD(NYM)
Nov16 161012 159.14 159.57 155.82 156.68 -2.05 54,340 87,132 -4,584
Dec16 161012 160.90 161.25 157.64 158.55 -1.90 38,055 75,959 +1,099
Jan17 161012 163.26 163.31 159.74 160.63 -1.84 25,964 69,800 +3,757
Feb17 161012 164.09 164.70 161.43 162.21 -1.83 11,290 30,290 +1,266
Mar17 161012 165.22 165.28 162.02 162.72 -1.82 7,772 36,595 +684
Apr17 161012 163.29 163.46 161.98 162.37 -1.81 3,777 19,828 +984
May17 161012 163.53 163.54 162.02 162.54 -1.78 1,572 10,177 +116
Jun17 161012 164.77 165.27 162.47 163.01 -1.75 2,922 27,544 +55
Jul17 161012 164.05 164.05 163.91 163.91 -1.74 400 3,239 +50
Aug17 161012 165.32 165.32 164.99 164.99 -1.71 243 2,063 +19
Sep17 161012 166.49 166.50 166.17 166.17 -1.70 243 3,748 +35
Oct17 161012 167.55 167.58 167.34 167.34 -1.69 287 2,625 -36
Nov17 161012 168.70 168.70 168.39 168.39 -1.70 229 2,446 -4
Dec17 161012 171.28 171.38 168.86 169.34 -1.73 1,979 24,308 -180
Total Volume and Open Interest 149,640 405,017 +3,632
RBOB Gasoline(NYM)
Nov16 161012 148.99 149.10 145.34 146.19 -2.10 59,800 110,349 -8,931
Dec16 161012 148.37 148.49 145.02 146.02 -1.66 46,683 102,278 +5,816
Jan17 161012 148.55 148.68 145.56 146.59 -1.46 22,840 58,781 +2,461
Feb17 161012 149.79 150.01 147.05 148.13 -1.34 10,341 19,359 +668
Mar17 161012 152.27 152.27 149.49 150.52 -1.31 7,955 29,466 +1,461
Apr17 161012 170.77 170.77 168.38 169.04 -1.25 4,631 23,041 +264
May17 161012 171.72 171.72 169.47 170.28 -1.17 3,604 9,630 +857
Jun17 161012 171.71 171.71 168.95 170.16 -1.06 2,767 15,734 +264
Jul17 161012 169.10 169.39 169.10 169.30 -1.01 1,036 3,007 +160
Aug17 161012 167.59 169.21 167.59 167.59 -1.05 708 3,037 +180
Total Volume and Open Interest 163,143 403,633 +4,021
e-miNY RBOB Gasoline(NYM)
Nov16 161012 146.20 149.70 146.20 146.20 -2.09 0 1 +0
Dec16 161012 146.02 146.02 146.02 146.02 -1.66      
Jan17 161012 146.59 146.59 146.59 146.59 -1.46      
Feb17 161012 148.13 148.13 148.13 148.13 -1.34      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Nov16 161012 3.223 3.260 3.184 3.210 -0.027 204,357 222,228 -19,111
Dec16 161012 3.440 3.451 3.387 3.410 -0.019 112,066 128,975 +6,906
Jan17 161012 3.546 3.577 3.518 3.538 -0.018 89,142 174,052 +4,417
Feb17 161012 3.547 3.575 3.518 3.543 -0.013 29,761 52,772 +1,381
Mar17 161012 3.490 3.523 3.468 3.495 -0.008 39,701 114,411 +3,890
Apr17 161012 3.217 3.250 3.197 3.225 +0.006 32,979 98,588 -2,685
May17 161012 3.164 3.202 3.152 3.184 +0.009 11,417 42,746 +2,342
Jun17 161012 3.201 3.227 3.186 3.213 +0.010 3,773 31,028 -167
Jul17 161012 3.233 3.250 3.211 3.238 +0.010 9,302 25,326 +1,288
Aug17 161012 3.224 3.247 3.205 3.236 +0.010 7,809 18,434 +510
Sep17 161012 3.187 3.230 3.187 3.217 +0.009 3,900 21,315 -31
Oct17 161012 3.214 3.244 3.203 3.234 +0.011 11,817 52,494 +2,293
Nov17 161012 3.252 3.287 3.245 3.277 +0.011 7,931 17,744 +706
Dec17 161012 3.387 3.420 3.381 3.412 +0.013 6,951 21,433 +41
Jan18 161012 3.483 3.515 3.473 3.506 +0.011 6,062 14,557 +576
Feb18 161012 3.455 3.471 3.433 3.466 +0.014 2,956 5,569 +366
Total Volume and Open Interest 591,323 1,127,379 +6,077
Brent Crude Oil(ICE)
Dec16 161012 52.48 52.87 51.61 51.81 -0.60 334,274 500,352 -18,474
Jan17 161012 53.12 53.48 52.26 52.47 -0.56 153,510 299,321 +1,623
Feb17 161012 53.61 53.98 52.80 53.01 -0.54 81,101 158,908 +6,331
Mar17 161012 54.15 54.45 53.28 53.50 -0.53 71,434 182,396 +3,265
Apr17 161012 54.51 54.82 53.67 53.90 -0.51 37,073 64,698 +1,455
May17 161012 54.81 55.12 54.01 54.21 -0.51 23,391 63,927 +1,043
Jun17 161012 55.07 55.37 54.26 54.47 -0.51 58,391 169,078 +4,764
Jul17 161012 55.44 55.61 54.53 54.72 -0.50 6,698 38,481 +21
Aug17 161012 55.65 55.80 54.76 54.93 -0.49 3,840 26,088 +351
Sep17 161012 55.08 55.08 55.08 55.08 -0.49 5,373 52,268 -133
Oct17 161012 54.79 55.23 54.79 55.23 -0.48 1,805 23,690 -5
Nov17 161012 56.02 56.02 54.94 55.38 -0.47 3,257 22,896 +596
Dec17 161012 55.99 56.32 55.29 55.51 -0.46 61,846 213,521 -588
Jan18 161012 55.65 55.65 55.65 55.65 -0.45 1,802 20,131 +891
Total Volume and Open Interest 888,786 2,144,542 -2,191
Gas Oil(ICE)
Oct16 161012 469.25 470.50 465.00 468.25 unch 38,391 35,408 -17,475
Nov16 161012 469.00 472.50 460.50 463.50 -7.00 86,793 173,089 +8,543
Dec16 161012 470.25 473.75 462.25 465.25 -6.25 64,623 204,398 +2,346
Jan17 161012 473.50 476.75 465.75 468.50 -6.00 17,104 99,527 +4,350
Feb17 161012 477.50 479.75 469.25 471.75 -5.75 7,942 45,681 +1,050
Mar17 161012 480.75 482.25 472.50 474.50 -5.25 6,527 40,825 -1,063
Apr17 161012 483.00 484.50 475.25 476.50 -5.25 4,521 26,995 +903
May17 161012 484.75 486.50 478.00 479.00 -5.25 3,223 19,240 +166
Jun17 161012 487.50 489.25 480.00 481.50 -5.00 10,293 54,361 +1,580
Jul17 161012 490.75 492.25 483.50 484.75 -5.00 2,219 19,567 +532
Total Volume and Open Interest 257,779 915,220 +2,651
Ethanol(CBOT)
Nov16 161012 1.555 1.572 1.526 1.535 -0.028 135 2,271 -8
Dec16 161012 1.504 1.515 1.474 1.476 -0.028 51 1,293 -21
Jan17 161012 1.460 1.460 1.441 1.441 -0.028 41 624 +22
Feb17 161012 1.455 1.455 1.440 1.440 -0.028 0 228 +0
Mar17 161012 1.456 1.456 1.456 1.456 -0.023 0 188 +0
Apr17 161012 1.481 1.481 1.481 1.481 -0.023 0 234 +0
May17 161012 1.488 1.488 1.488 1.488 -0.023 0 5 +0
Jun17 161012 1.488 1.488 1.488 1.488 -0.023      
Total Volume and Open Interest 227 4,849 -7
WTI Crude Oil(ICE)
Nov16 161012 50.63 51.16 49.91 50.18 -0.61 48,729 53,302 -1,593
Dec16 161012 51.25 51.59 50.38 50.64 -0.60 80,264 119,222 -6,798
Jan17 161012 51.89 52.09 50.95 51.17 -0.58 37,693 51,192 +3,297
Feb17 161012 52.35 52.53 51.41 51.64 -0.57 15,316 33,401 +606
Mar17 161012 52.78 52.91 51.90 52.09 -0.55 10,038 43,111 -497
Apr17 161012 53.12 53.25 52.21 52.46 -0.52 3,897 11,237 +381
May17 161012 53.51 53.51 52.58 52.75 -0.50 2,694 8,446 +170
Jun17 161012 53.60 53.73 52.83 52.99 -0.48 9,555 45,672 +45
Jul17 161012 53.90 53.90 53.18 53.18 -0.46 1,119 7,226 -132
Aug17 161012 53.32 53.32 53.32 53.32 -0.45 286 3,206 -67
Sep17 161012 53.46 53.46 53.46 53.46 -0.44 552 13,903 +122
Oct17 161012 53.59 53.59 53.59 53.59 -0.43 313 3,056 +52
Nov17 161012 53.72 53.72 53.72 53.72 -0.43 30 1,410 +1
Dec17 161012 54.41 54.51 53.83 53.87 -0.42 9,663 82,980 +1,364
Jan18 161012 53.94 53.94 53.94 53.94 -0.41 31 586 -11
Feb18 161012 54.01 54.01 54.01 54.01 -0.40 20 609 -20
Total Volume and Open Interest 224,744 545,977 -1,445
US Dollar Index(ICE)
Dec16 161012 97.520 98.050 97.475 97.963 +0.270 16,361 63,080 +4,061
Mar17 161012 97.495 97.955 97.400 97.882 +0.270 320 3,591 +84
Jun17 161012 97.520 97.798 97.320 97.798 +0.270 0 299 +0
Total Volume and Open Interest 16,686 67,013 +4,149
Australian Dollar(CME)
Dec16 161012 75.25 75.79 75.24 75.51 +0.20 57,655 113,622 +3,900
Mar17 161012 75.35 75.64 75.12 75.37 +0.20 15 536 +10
Jun17 161012 75.20 75.30 75.20 75.20 +0.20 0 2 +0
Total Volume and Open Interest 57,670 114,162 +0
British Pound(CME)
Dec16 161012 121.30 123.38 121.30 122.10 +0.63 76,376 251,278 -1,559
Mar17 161012 122.42 123.58 121.56 122.33 +0.63 612 2,868 +418
Jun17 161012 123.35 123.80 121.95 122.58 +0.62 1 424 -1
Total Volume and Open Interest 76,993 254,680 +0
Canadian Dollar(CME)
Dec16 161012 75.46 75.73 75.29 75.49 -0.05 62,193 102,371 -1,613
Mar17 161012 75.67 75.77 75.35 75.54 -0.05 115 1,796 -63
Jun17 161012 75.71 75.82 75.44 75.60 -0.05 4 253 +1
Sep17 161012 75.65 75.89 75.51 75.66 -0.05 0 195 +0
Total Volume and Open Interest 62,312 104,722 +0
Japanese Yen(CME)
Dec16 161012 96.82 97.06 95.93 96.10 -0.81 66,637 149,536 -1,527
Mar17 161012 97.32 97.45 96.32 96.50 -0.80 401 999 -9
Jun17 161012 97.69 97.84 96.84 96.96 -0.81 0 116 +0
Total Volume and Open Interest 67,038 150,681 +0
Swiss Franc(CME)
Dec16 161012 101.52 101.61 101.24 101.26 -0.19 14,436 50,470 +1,771
Mar17 161012 102.06 102.13 101.80 101.80 -0.20 2 74 +0
Jun17 161012 102.41 102.63 102.41 102.41 -0.21 0 17 +0
Total Volume and Open Interest 14,438 50,565 +0
EuroFX(CME)
Dec16 161012 110.86 110.99 110.34 110.41 -0.39 88,304 348,707 -3,137
Mar17 161012 111.35 111.41 110.78 110.84 -0.40 655 9,545 +107
Jun17 161012 111.91 111.91 111.30 111.35 -0.41 71 1,207 +56
Total Volume and Open Interest 89,030 359,540 +0
Mexican Peso(CME)
Oct16 161012 528.25 528.25 528.25 528.25 +0.88 0 1 +1
Nov16 161012 526.75 526.75 526.75 526.75 +1.00 0 5 +5
Total Volume and Open Interest 58,963 139,042 +0
Brazilian Real(CME)
Nov16 161012 310.45 313.05 309.95 311.70 +1.55 379 25,532 +49
Dec16 161012 307.60 310.20 307.30 309.05 +1.45 263 3,175 -25
Jan17 161012 306.10 306.10 306.10 306.10 +1.10      
Feb17 161012 303.30 303.30 303.30 303.30 +1.10      
Total Volume and Open Interest 642 28,707 +0
30-Year T-Bonds(CBOT)
Dec16 161012 164~040 164~110 163~190 164~030 -0~080 67,147 572,259 +7,191
Mar17 161012 162~110 162~260 162~110 162~220 -0~080 1 28 +1
Jun17 161012 161~260 161~260 161~260 161~260 -0~080      
Total Volume and Open Interest 67,148 572,287 +0
10-Year T-Notes(CBOT)
Dec16 161012 129~270 129~290 129~170 129~260 -0~025 299,171 2,845,172 +5,277
Mar17 161012 129~025 129~105 129~025 129~080 -0~025 20 1,187 +1
Jun17 161012 129~000 129~000 129~000 129~000 -0~025      
Total Volume and Open Interest 299,191 2,846,359 +0
5-Year T-Notes(CBOT)
Dec16 161012 120~234 120~242 120~176 120~224 -0~012 101,498 2,743,910 +871
Mar17 161012 120~104 120~116 120~104 120~116 -0~012 1 678 +1
Jun17 161012 120~116 120~116 120~116 120~116 -0~012      
Total Volume and Open Interest 101,499 2,744,588 +0
2 Year T-Notes(CBOT)
Dec16 161012 108~310 108~316 108~294 108~306 -0~004 57,038 1,171,842 +4,513
Mar17 161012 108~260 108~260 108~256 108~260 -0~010      
Jun17 161012 108~260 108~260 108~260 108~260 -0~010      
Total Volume and Open Interest 57,038 1,171,842 +0
Eurodollars(CME)
Dec16 161012 99.040 99.050 99.025 99.045 +0.005 99,664 1,662,805 +4,383
Mar17 161012 98.990 99.005 98.970 98.995 +0.010 64,158 1,241,586 +5,417
Jun17 161012 98.930 98.945 98.910 98.935 +0.005 46,029 1,184,536 -1,754
Sep17 161012 98.880 98.900 98.860 98.890 +0.005 38,588 936,622 +2,331
Dec17 161012 98.830 98.850 98.805 98.835 +0.005 69,840 1,466,719 +3,329
Mar18 161012 98.795 98.820 98.775 98.805 +0.005 54,748 652,711 -1,120
Jun18 161012 98.760 98.780 98.735 98.765 +0.005 29,875 523,886 -1,161
Sep18 161012 98.720 98.740 98.690 98.725 +0.005 28,098 408,461 +28
Dec18 161012 98.675 98.690 98.640 98.675 unch 59,321 643,071 -9,733
Mar19 161012 98.640 98.660 98.610 98.645 unch 31,802 423,214 -3,317
Jun19 161012 98.600 98.620 98.570 98.605 unch 22,349 376,630 -1,810
Sep19 161012 98.565 98.580 98.530 98.565 unch 16,560 268,003 -1,507
Dec19 161012 98.515 98.530 98.485 98.515 -0.005 32,521 340,019 -1,636
Mar20 161012 98.485 98.495 98.450 98.480 -0.005 13,336 145,706 -2,520
Jun20 161012 98.440 98.450 98.405 98.435 -0.010 8,130 108,987 -847
Sep20 161012 98.400 98.410 98.365 98.395 -0.010 8,061 96,603 -671
Dec20 161012 98.350 98.355 98.315 98.345 -0.010 12,923 114,731 -3,513
Mar21 161012 98.310 98.315 98.275 98.300 -0.015 6,088 58,391 +72
Total Volume and Open Interest 6,714,561 1,207,681 +0
Ultra T-Bond(CBOT)
Dec16 161012 178~09 178~18 177~14 178~05 -0~17 17,776 609,159 +572
Mar17 161012 177~08 177~08 177~08 177~08 -0~17 0 10 +0
Jun17 161012 176~18 176~18 176~18 176~18 -0~17      
Total Volume and Open Interest 17,776 609,169 +0
Ultra 10-Yr T-Note(CBOT)
Dec16 161012 142~060 142~085 141~245 142~025 -0~065 88,424 224,903 +0
Mar17 161012 141~315 141~315 141~315 141~315 -0~065      
Jun17 161012 141~315 141~315 141~315 141~315 -0~065      
Total Volume and Open Interest 88,424 224,903 +0
30 Day Federal Funds(CBOT)
Oct16 161012 99.605 99.607 99.603 99.605 unch 362 298,186 -10,178
Nov16 161012 99.580 99.585 99.575 99.585 unch 7,650 265,201 +3,506
Dec16 161012 99.500 99.505 99.495 99.500 unch 2,133 103,934 -342
Jan17 161012 99.425 99.435 99.425 99.430 unch 6,358 154,684 +412
Feb17 161012 99.410 99.415 99.405 99.410 unch 1,445 73,991 +102
Mar17 161012 99.375 99.380 99.370 99.375 unch 268 33,353 +40
Total Volume and Open Interest 20,558 1,118,766 +0
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 161011 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 161011 99.99 99.99 99.99 99.99 unch      
Jun17 161011 99.99 99.99 99.99 99.99 unch      
Sep17 161011 99.99 99.99 99.99 99.99 unch      
Dec17 161011 99.99 99.99 99.99 99.99 unch      
Mar18 161011 100.00 100.00 100.00 100.00 unch      
Jun18 161011 99.86 99.86 99.86 99.86 unch      
Sep18 161011 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161011 151.89 151.92 151.76 151.78 -0.13 1,329 15,255 -473
Mar17 161011 151.72 151.72 151.72 151.72 -0.13      
Jun17 161011 151.72 151.72 151.72 151.72 -0.13      
Total Volume and Open Interest 1,329 15,255 -473
Euro-Buxl(EUREX)
Dec16 161012 184.02 184.78 182.12 183.08 -1.16 34,885 166,007 -2,650
Mar17 161012 182.38 183.08 180.42 181.40 -1.16 3 253 +2
Jun17 161012 181.60 181.60 178.72 180.08 -1.16 2 6 +1
Total Volume and Open Interest 34,890 166,266 -2,647
Euro-Bund(EUREX)
Dec16 161012 163.58 163.82 163.15 163.30 -0.42 584,949 1,761,424 -89,488
Mar17 161012 165.79 166.03 165.35 165.50 -0.46 1,722 56,174 -566
Jun17 161012 163.05 163.05 163.05 163.05 -1.13 2 1 +1
Total Volume and Open Interest 586,673 1,817,599 -90,053
Euro-Bobl(EUREX)
Dec16 161012 131.59 131.65 131.47 131.49 -0.13 359,533 1,358,993 -47,388
Mar17 161012 133.31 133.31 133.18 133.18 -0.14 1,020 14,835 +1,016
Jun17 161012 131.74 131.74 131.74 131.74 -0.13      
Total Volume and Open Interest 360,553 1,373,828 -46,372
Euro-Schatz(EUREX)
Dec16 161012 112.08 112.10 112.07 112.07 -0.02 202,755 1,194,706 -62,744
Mar17 161012 112.13 112.13 112.13 112.13 -0.02      
Jun17 161012 112.13 112.13 112.13 112.13 -0.02      
Total Volume and Open Interest 202,755 1,194,706 -62,744
3-Mth Euribor(EUREX)
Dec16 161012 100.310 100.310 100.310 100.310 +0.005 4 3,353 -6
Mar17 161012 100.310 100.310 100.310 100.310 unch 0 3,285 +0
Jun17 161012 100.320 100.320 100.320 100.320 unch 312 34,162 +191
Total Volume and Open Interest 662 74,995 +306
Long Gilt(LIFFE)
Dec16 161012 127~15 127~23 126~30 127~05 -0~17 150,145 608,530 +5,699
Mar17 161012 127~26 127~26 127~26 127~26 -0~19      
Total Volume and Open Interest 150,145 608,530 +5,699
3-Mth Short Sterling(LIFFE)
Dec16 161012 99.61 99.61 99.59 99.61 -0.01 105,050 461,736 -3,518
Mar17 161012 99.62 99.63 99.58 99.61 -0.02 128,684 354,876 +48
Jun17 161012 99.63 99.63 99.58 99.60 -0.03 94,594 370,358 -1,654
Sep17 161012 99.62 99.62 99.56 99.59 -0.03 84,865 311,500 +3,523
Dec17 161012 99.60 99.61 99.54 99.57 -0.04 126,964 387,599 -14,032
Mar18 161012 99.58 99.59 99.52 99.55 -0.04 122,453 228,261 +13,462
Total Volume and Open Interest 1,264,212 3,091,460 -3,671
3-Mth Euribor(LIFFE)
Dec16 161012 100.305 100.310 100.300 100.305 +0.005 77,273 433,496 +9,718
Mar17 161012 100.305 100.315 100.305 100.305 unch 66,794 417,032 +5,331
Jun17 161012 100.320 100.325 100.315 100.315 -0.005 78,167 398,772 -421
Total Volume and Open Interest 800,817 3,146,611 +18,881
3-Mth Aus T-Bills(SFE)
Dec16 161012 98.23 98.24 98.21 98.23 -0.01 7,421 187,845 -1,969
Mar17 161012 98.25 98.26 98.22 98.24 -0.02 14,118 193,889 +773
Jun17 161012 98.26 98.27 98.23 98.24 -0.03 11,142 196,596 +1,161
Sep17 161012 98.26 98.27 98.22 98.23 -0.03 10,336 135,010 +924
Dec17 161012 98.25 98.26 98.20 98.22 -0.04 7,791 141,422 +956
Mar18 161012 98.24 98.24 98.18 98.20 -0.04 5,553 73,660 +1,588
Jun18 161012 98.21 98.22 98.16 98.17 -0.05 2,307 62,685 +52
Sep18 161012 98.18 98.18 98.13 98.14 -0.04 582 24,807 +163
Dec18 161012 98.15 98.15 98.09 98.10 -0.04 300 6,512 +64
Mar19 161012 98.12 98.12 98.06 98.06 -0.05 32 3,511 +30
Total Volume and Open Interest 59,612 1,028,021 +3,552
10-Year Aus T-Bonds(SFE)
Dec16 161012 97.78 97.81 97.72 97.72 -0.06 105,850 798,964 -7,710
Mar17 161012 97.72 97.72 97.72 97.72 -0.06      
Total Volume and Open Interest 105,850 798,964 -7,710
3-Year Aus T-Bonds(SFE)
Dec16 161012 98.34 98.35 98.27 98.29 -0.05 153,047 817,283 +9,566
Mar17 161012 98.29 98.29 98.29 98.29 -0.05      
Total Volume and Open Interest 153,047 817,283 +9,566
Gold(CMX)
Oct16 161012 1251.7 1254.0 1251.1 1251.1 -1.9 27 298 -3
Dec16 161012 1254.5 1260.5 1251.2 1253.8 -2.1 140,762 385,974 -56
Feb17 161012 1258.1 1263.6 1255.0 1257.4 -2.1 9,512 47,909 +2,012
Apr17 161012 1263.0 1264.8 1259.4 1260.7 -2.0 2,791 15,435 +86
Jun17 161012 1266.4 1270.3 1263.9 1264.1 -1.9 2,372 20,225 +172
Aug17 161012 1266.8 1267.3 1266.6 1267.1 -1.9 330 8,429 -131
Oct17 161012 1271.0 1276.0 1269.8 1269.8 -1.8 105 1,971 +27
Dec17 161012 1275.4 1276.3 1271.0 1272.3 -1.8 334 12,361 -33
Feb18 161012 1274.8 1274.8 1274.8 1274.8 -1.8 0 164 +0
Apr18 161012 1277.0 1277.0 1277.0 1277.0 -1.8 0 3 +0
Jun18 161012 1281.3 1281.3 1279.2 1279.2 -1.8 2 4,193 -1
Aug18 161012 1282.1 1282.1 1282.1 1282.1 -1.8      
Total Volume and Open Interest 156,817 505,845 +2,122
Silver(CMX)
Dec16 161012 1749.5 1764.0 1738.0 1750.5 -0.4 58,017 155,211 -1,717
Mar17 161012 1762.5 1773.0 1749.0 1761.5 -0.3 2,846 21,198 +971
May17 161012 1762.0 1772.5 1762.0 1768.4 -0.4 216 1,660 -52
Jul17 161012 1775.5 1777.0 1774.0 1775.2 -0.6 58 3,294 -18
Sep17 161012 1781.7 1807.5 1781.7 1781.7 -0.7 5 579 +0
Dec17 161012 1799.0 1799.0 1786.0 1790.4 -0.8 260 3,007 +199
Mar18 161012 1797.7 1797.7 1797.7 1797.7 -0.8 0 12 +0
Total Volume and Open Interest 61,880 188,783 -685
Platinum(NYMEX)
Oct16 161012 949.0 950.3 938.4 938.4 -7.4 6 382 -77
Jan17 161012 950.8 955.1 941.0 941.9 -7.9 8,708 63,995 +358
Apr17 161012 955.7 958.0 946.4 946.7 -7.8 123 4,762 +50
Jul17 161012 953.7 953.7 949.9 949.9 -7.8 3 37 +3
Total Volume and Open Interest 8,847 69,348 +335
Palladium(NYMEX)
Dec16 161012 648.10 656.50 645.75 649.10 +0.95 3,850 25,146 -376
Mar17 161012 654.30 657.00 647.80 650.95 +0.90 142 934 +99
Jun17 161012 652.80 652.80 652.80 652.80 +0.90 0 32 +0
Total Volume and Open Interest 3,992 26,117 -277
Copper(CMX)
Dec16 161012 218.80 219.40 217.50 217.65 -0.90 64,198 120,469 -1,253
Mar17 161012 219.95 220.55 218.80 218.90 -0.80 8,598 42,718 +4,606
May17 161012 220.80 221.10 219.45 219.50 -0.85 1,347 7,359 +130
Jul17 161012 220.80 220.80 220.05 220.05 -0.90 206 2,608 +61
Sep17 161012 220.55 221.40 220.50 220.55 -0.90 50 1,442 +8
Total Volume and Open Interest 75,049 184,251 +3,407
E-mini DJIA Index(CBOT)
Dec16 161012 18056 18121 17991 18053 -17 106,058 129,679 +5,960
Mar17 161012 18000 18041 17932 17993 -17 84 583 +15
Jun17 161012 17917 17917 17917 17917 -17 0 5 +0
Sep17 161012 17832 17832 17832 17832 -17      
Total Volume and Open Interest 106,142 130,267 +5,975
S & P 500(CME)
Dec16 161012 2135.00 2140.00 2128.10 2131.50 -2.90 2,734 75,332 -200
Mar17 161012 2126.00 2126.00 2126.00 2126.00 -2.90 0 163 +0
Jun17 161012 2121.30 2126.70 2119.20 2121.30 -2.90 0 60 +0
Sep17 161012 2117.70 2117.70 2117.70 2117.70 -2.90      
Total Volume and Open Interest 2,734 75,555 -200
S & P 500 E-Mini(Globex)
Dec16 161012 2133.00 2140.75 2126.25 2131.50 -3.00 952,867 2,942,901 +29,606
Mar17 161012 2128.25 2135.00 2121.50 2126.00 -3.00 2,120 15,071 +1,147
Jun17 161012 2121.50 2127.00 2119.25 2121.25 -3.00 19 591 +4
Sep17 161012 2117.75 2117.75 2117.75 2117.75 -2.75 0 17 +0
Total Volume and Open Interest 955,006 2,958,597 +30,757
NASDAQ 100 E-Mini(Globex)
Dec16 161012 4822.30 4842.00 4800.30 4813.50 -13.50 159,238 310,346 +14,174
Mar17 161012 4816.00 4835.80 4799.00 4810.50 -13.30 217 415 +16
Jun17 161012 4804.50 4831.00 4804.50 4804.50 -13.30 1 15 +0
Total Volume and Open Interest 159,456 310,782 +14,190
S&P Midcap 400(CME) e-Mini
Dec16 161012 1520.00 1528.20 1514.50 1523.60 +5.90 13,771 83,765 +360
Mar17 161012 1521.10 1522.00 1513.30 1521.10 +5.90 0 1 +0
Jun17 161012 1511.40 1511.40 1511.40 1511.40 +5.90      
Total Volume and Open Interest 13,771 83,766 +360
Volatility Index(CBOE)
Oct16 161012 15.85 16.35 15.54 16.33 +0.50 63,595 185,098 -13,020
Nov16 161012 16.95 17.25 16.60 17.23 +0.25 46,298 158,312 +6,619
Dec16 161012 17.40 17.65 17.15 17.63 +0.20 12,913 73,022 +1,641
Jan17 161012 18.50 18.73 18.30 18.73 +0.20 5,449 33,723 +166
Total Volume and Open Interest 134,197 496,616 -4,100
Russell 2000(ICE)
Dec16 161012 1226.50 1231.40 1220.30 1222.90 -3.40 59,059 334,689 +3,495
Mar17 161012 1218.90 1218.90 1218.90 1218.90 -3.40 2 271 +1
Jun17 161012 1215.40 1215.40 1215.40 1215.40 -3.40 0 170 +0
Total Volume and Open Interest 59,061 335,269 +3,496
Nikkei 225(CME)
Dec16 161012 16920 17020 16855 17000 +85 4,401 32,692 +249
Mar17 161012 17010 17010 17010 17010 +85 0 28 -2
Total Volume and Open Interest 4,401 32,720 +247
Nikkei 225(SGX)
Dec16 161012 16875 16895 16845 16885 -100 26,256 171,074 -1,889
Mar17 161012 16845 16875 16795 16850 -100 100 2,503 +2
Jun17 161011 16825 16825 16825 16825 +175      
Total Volume and Open Interest 52,800 184,427 +4,144
Nikkei 225(CME) Yen
Dec16 161012 16890 16990 16830 16965 +80 19,713 50,019 -16
Mar17 161012 16910 17000 16910 16910 +80 2 69 -2
Jun17 161012 16780 16780 16780 16780 +80      
Total Volume and Open Interest 19,715 50,094 -18
Nikkei 225(CME) e-Mini Yen
Dec16 161012 16820 16990 16820 16960 +70 5 10 -1
Mar17 161012 16910 16910 16910 16910 +80      
Jun17 161012 16780 16780 16780 16780 +80      
Total Volume and Open Interest 5 10 -1
CAC 40(EURONEXT)
Oct16 161012 4464.5 4473.5 4440.0 4451.5 -16.0 84,327 282,014 -253
Nov16 161012 4461.0 4468.0 4444.0 4448.5 -16.0 52 6,550 +38
Dec16 161012 4459.0 4459.5 4441.0 4442.5 -16.0 66 23,096 -36
Total Volume and Open Interest 84,445 311,722 -251
Hang Seng Index(HKFE)
Oct16 161012 23423 23472 23254 23416 -9 79,236 143,276 -2,402
Nov16 161012 23432 23457 23260 23415 -6 937 1,623 +102
Dec16 161012 23418 23476 23280 23439 -1 213 12,790 +34
Total Volume and Open Interest 80,445 159,466 -2,268
DAX(EUREX)
Dec16 161012 10575.0 10595.0 10492.5 10508.5 -53.5 92,306 160,911 -10,543
Mar17 161012 10566.0 10589.5 10492.0 10505.5 -53.5 125 1,264 +40
Jun17 161012 10524.5 10524.5 10524.5 10524.5 -54.0 6 188 +1
Total Volume and Open Interest 92,437 162,363 -10,502
Mini-DAX(EUREX)
Dec16 161012 10571.0 10596.0 10493.0 10508.5 -53.5 37,450 14,810 -844
Mar17 161012 10568.0 10577.0 10493.0 10505.5 -53.5 66 864 -103
Jun17 161012 10581.0 10581.0 10524.5 10524.5 -54.0 16 25 +6
Total Volume and Open Interest 37,532 15,699 -941
FT-SE 100(EURONEXT)
Dec16 161012 7052.50 7057.00 6977.50 6981.00 -45.50 94,541 758,052 +8,382
Mar17 161012 6950.50 6950.50 6919.00 6919.00 -45.50 3 1,837 +0
Jun17 161012 6853.00 6853.00 6853.00 6853.00 -45.50      
Total Volume and Open Interest 94,544 759,889 +8,382
SPI 200(SFE)
Dec16 161012 5463.0 5472.0 5412.0 5455.0 -10.0 18,896 279,677 -947
Mar17 161012 5407.0 5407.0 5407.0 5407.0 -9.0 2 1,445 +2
Jun17 161012 5394.0 5394.0 5394.0 5394.0 -9.0 0 1,397 +0
Total Volume and Open Interest 18,988 284,169 -945
FTSE MIB(ISE)
Dec16 161012 16430.00 16525.00 16360.00 16406.00 -31.00 30,736 44,041 -928
Mar17 161012 16430.00 16470.00 16360.00 16394.00 -31.00 55 162 +49
Jun17 161012 15994.00 15994.00 15994.00 15994.00 -31.00      
Total Volume and Open Interest 30,791 44,203 -879
KOSPI 200(KFE)
Dec16 161012 256.95 257.35 255.25 256.40 -0.60 122,920 134,601 -1,176
Mar17 161012 254.20 254.50 252.50 253.65 -0.50 257 5,089 +10
Jun17 161012 254.20 254.20 254.20 254.20 -3.15 7 920 +4
Total Volume and Open Interest 123,184 144,456 -1,162
GSCI(CME)
Oct16 161012 374.10 374.80 370.15 370.15 -3.65 2,906 8,415 -2,830
Nov16 161012 376.65 377.10 373.15 373.15 -3.50 2,874 6,326 +2,866
Dec16 161012 376.60 376.60 376.60 376.60 -3.65      
Total Volume and Open Interest 5,780 14,741 +36
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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