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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 20, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161020 981.25 989.75 973.25 975.50 -6.00 178,280 242,535 -9,916
Jan17 161020 990.00 998.75 982.50 984.75 -5.75 87,232 204,960 +11,864
Mar17 161020 996.25 1004.50 988.50 991.00 -5.75 29,260 86,318 +571
May17 161020 1003.00 1010.75 995.25 997.75 -5.75 9,609 52,516 +355
Jul17 161020 1009.00 1016.50 1001.50 1003.50 -5.75 10,264 62,640 +837
Aug17 161020 1008.00 1012.75 1001.00 1002.50 -5.75 131 2,435 +21
Sep17 161020 999.75 999.75 988.25 990.00 -5.50 83 894 -9
Nov17 161020 985.00 991.50 978.00 980.50 -5.25 3,680 33,084 +411
Jan18 161020 986.25 992.00 983.75 983.75 -5.25 51 1,119 +12
Mar18 161020 991.50 994.00 984.50 984.50 -5.50 58 460 +13
May18 161020 987.00 987.00 965.75 987.00 -5.75 0 253 +0
Jul18 161020 991.00 991.00 981.50 991.00 -5.75 0 307 +0
Aug18 161020 986.00 986.00 986.00 986.00 -5.75 0 17 +0
Sep18 161020 970.75 970.75 970.75 970.75 -5.75 0 17 +0
Total Volume and Open Interest 318,671 687,868 +4,161
Soybean Meal(CBOT)
Dec16 161020 306.30 311.90 303.90 304.60 -1.80 51,653 155,176 +458
Jan17 161020 307.80 313.00 305.30 306.10 -1.70 13,265 69,043 +1,165
Mar17 161020 308.90 314.30 306.80 307.50 -1.70 9,043 55,611 -133
May17 161020 310.70 315.60 308.50 309.30 -1.80 5,433 32,584 +472
Jul17 161020 312.40 317.00 310.20 310.90 -1.90 3,616 36,960 +526
Aug17 161020 313.90 316.10 310.50 310.80 -1.80 227 4,490 +61
Sep17 161020 313.30 314.90 309.80 310.10 -1.80 239 4,966 +12
Oct17 161020 309.10 310.70 306.80 307.10 -1.30 379 4,548 +38
Dec17 161020 308.40 311.00 306.50 307.00 -1.40 975 14,688 +249
Jan18 161020 308.30 308.30 306.50 306.80 -1.40 13 757 +11
Total Volume and Open Interest 84,856 380,612 +2,861
Soybean Oil(CBOT)
Dec16 161020 35.47 35.63 34.90 35.05 -0.35 71,766 200,865 -1,859
Jan17 161020 35.67 35.88 35.16 35.32 -0.35 19,306 102,799 -132
Mar17 161020 35.89 36.10 35.38 35.53 -0.36 10,637 58,782 -1,262
May17 161020 36.07 36.25 35.54 35.70 -0.37 5,802 36,335 +1,215
Jul17 161020 36.25 36.41 35.73 35.88 -0.34 2,063 27,930 +202
Aug17 161020 36.09 36.09 35.90 35.90 -0.34 197 4,232 +4
Sep17 161020 36.25 36.25 35.87 35.87 -0.37 307 3,440 +49
Oct17 161020 35.65 35.74 35.62 35.65 -0.36 324 2,748 +98
Dec17 161020 36.16 36.16 35.58 35.63 -0.41 1,104 8,467 +370
Jan18 161020 35.67 36.03 35.67 35.67 -0.40 17 411 +9
Total Volume and Open Interest 111,534 446,688 -1,306
Canola(WCE)
Nov16 161020 503.2 508.8 500.9 501.7 -2.7 16,165 67,237 -8,310
Jan17 161020 508.7 514.0 504.5 505.4 -6.0 13,948 65,371 +3,755
Mar17 161020 515.0 518.0 508.3 509.0 -6.5 3,547 16,895 +1,631
May17 161020 516.0 519.9 509.4 510.2 -6.7 1,793 9,751 +763
Jul17 161020 513.4 517.6 507.1 507.8 -6.4 1,823 13,036 -1,018
Total Volume and Open Interest 38,421 181,979 -3,663
Corn(CBOT)
Dec16 161020 357.50 359.25 349.25 351.00 -6.50 140,470 670,356 -6,457
Mar17 161020 367.00 369.00 359.00 360.75 -6.50 33,036 304,479 +2,614
May17 161020 373.50 375.75 366.00 367.50 -6.50 13,117 71,471 +2,373
Jul17 161020 379.75 381.75 372.25 373.75 -6.25 9,679 129,724 +768
Sep17 161020 386.25 388.00 379.00 380.25 -6.00 3,247 44,468 +363
Dec17 161020 393.75 395.25 386.75 388.25 -5.50 6,548 82,024 +1,267
Mar18 161020 402.50 403.75 396.25 397.25 -5.25 585 5,588 +107
May18 161020 405.50 405.50 402.50 402.50 -5.00 11 1,080 +4
Jul18 161020 411.00 411.00 405.25 406.25 -4.75 52 1,489 +1
Sep18 161020 404.50 410.00 404.50 404.50 -4.00 7 575 +6
Total Volume and Open Interest 206,901 1,316,500 +1,053
Wheat(CBOT)
Dec16 161020 419.50 422.75 415.25 417.00 -3.25 60,252 284,442 -3,448
Mar17 161020 440.00 442.75 436.00 437.50 -3.25 22,212 104,419 -629
May17 161020 456.25 456.75 451.00 452.75 -2.50 5,751 25,619 +793
Jul17 161020 466.25 469.25 463.25 465.00 -2.00 3,939 44,814 +389
Sep17 161020 482.00 483.25 478.00 479.50 -1.50 867 5,512 +191
Dec17 161020 497.00 500.00 494.25 495.75 -1.75 868 9,461 +165
Total Volume and Open Interest 93,905 476,586 -2,529
Wheat(KCBT)
Dec16 161020 425.00 428.25 421.50 423.00 -2.25 18,791 129,703 -3,443
Mar17 161020 442.00 445.25 439.00 440.50 -2.00 5,721 51,389 -384
May17 161020 453.50 456.75 450.50 452.00 -2.00 4,592 22,502 +1,677
Jul17 161020 464.25 467.50 461.25 462.75 -2.00 3,193 35,940 +545
Sep17 161020 478.50 478.50 476.75 476.75 -2.25 576 4,547 +364
Dec17 161020 499.75 501.25 495.00 496.25 -3.00 673 4,994 +183
Mar18 161020 510.00 510.00 509.25 510.00 -3.25 3 931 +3
Total Volume and Open Interest 33,549 250,582 -1,055
Wheat(MGE)
Dec16 161020 530.25 532.75 529.25 531.25 +0.50 3,261 28,328 +55
Mar17 161020 532.50 536.00 532.50 534.75 +0.75 1,385 19,321 +65
May17 161020 539.00 540.75 538.00 540.50 +0.75 129 8,742 +28
Jul17 161020 545.75 546.75 545.75 546.75 unch 65 4,226 +16
Sep17 161020 552.75 553.25 550.75 553.25 -1.00 13 3,471 -4
Dec17 161020 562.75 563.50 560.00 562.25 -2.50 11 2,252 -8
Total Volume and Open Interest 4,864 66,358 +152
Oats(CBOT)
Dec16 161020 208.75 212.50 205.75 210.50 +1.50 1,177 6,166 -287
Mar17 161020 206.75 208.00 203.25 206.25 -0.25 370 2,364 +134
May17 161020 208.50 208.50 206.00 206.25 -0.25 24 152 +19
Jul17 161020 208.25 210.50 208.25 208.25 -0.25 2 28 +0
Total Volume and Open Interest 1,573 8,712 -134
Rough Rice(CBOT)
Nov16 161020 10.32 10.40 10.25 10.32 -0.08 1,023 7,040 -380
Jan17 161020 10.57 10.64 10.51 10.57 -0.09 898 3,786 +382
Mar17 161020 10.77 10.82 10.77 10.82 -0.09 38 193 +9
May17 161020 11.04 11.04 11.04 11.04 -0.08 0 8 +0
Total Volume and Open Interest 1,959 11,043 +11
Live Cattle(CME)
Oct16 161020 96.750 99.035 96.550 99.035 +3.000 2,984 6,862 -1,386
Dec16 161020 97.850 100.135 97.700 100.135 +3.000 19,882 133,519 -935
Feb17 161020 99.230 101.450 98.980 101.250 +2.800 9,661 55,260 -485
Apr17 161020 98.700 100.930 98.650 100.730 +2.400 7,076 41,150 +971
Jun17 161020 92.250 93.950 92.100 93.700 +1.770 2,125 19,734 +302
Aug17 161020 90.830 92.400 90.830 92.180 +1.530 1,005 8,678 +66
Total Volume and Open Interest 43,248 268,448 -1,257
Feeder Cattle(CME)
Oct16 161020 119.135 121.900 119.135 121.750 +2.715 1,416 4,203 -426
Nov16 161020 114.930 119.135 114.930 118.850 +4.020 4,543 12,758 -1,056
Jan17 161020 110.950 114.600 110.950 114.250 +3.400 4,282 16,847 +1,321
Mar17 161020 109.285 112.650 109.285 112.230 +2.980 1,352 6,771 +258
Apr17 161020 109.200 112.300 109.200 111.885 +2.705 263 1,153 +28
May17 161020 109.230 111.900 109.080 111.550 +2.650 219 1,548 +105
Aug17 161020 110.400 113.000 110.250 112.930 +3.030 77 545 +56
Total Volume and Open Interest 12,153 43,831 +286
Lean Hogs(CME)
Dec16 161020 41.300 41.850 41.050 41.100 -0.080 13,609 134,349 +778
Feb17 161020 48.130 48.650 48.000 48.035 -0.115 7,015 42,779 +12
Apr17 161020 56.050 56.600 55.950 56.035 -0.165 4,098 30,047 +367
May17 161020 64.500 64.975 64.500 64.975 +0.190 10 579 +1
Jun17 161020 68.450 69.000 68.250 68.535 +0.055 2,103 11,373 +417
Jul17 161020 69.000 69.430 69.000 69.050 +0.100 244 3,125 +48
Aug17 161020 69.035 69.580 69.035 69.180 +0.180 379 2,222 +237
Oct17 161020 59.700 60.050 59.550 59.550 +0.150 9 786 -3
Total Volume and Open Interest 27,487 225,674 +1,865
Class III Milk(CME)
Oct16 161020 14.77 14.77 14.72 14.72 +0.02 269 4,523 -74
Nov16 161020 15.49 15.56 15.32 15.41 -0.06 480 4,794 -60
Dec16 161020 15.30 15.30 15.13 15.18 -0.10 288 4,350 +50
Jan17 161020 15.41 15.42 15.28 15.33 -0.05 408 2,543 -22
Feb17 161020 15.60 15.61 15.52 15.52 -0.04 331 2,418 -2
Mar17 161020 15.75 15.79 15.71 15.71 -0.04 91 2,233 -6
Apr17 161020 15.90 15.90 15.85 15.85 -0.02 55 2,118 -14
May17 161020 16.05 16.05 16.00 16.00 -0.02 137 2,041 +24
Jun17 161020 16.20 16.24 16.20 16.20 unch 77 1,818 +13
Jul17 161020 16.39 16.42 16.39 16.39 +0.01 7 1,037 +7
Aug17 161020 16.54 16.60 16.54 16.54 +0.01 5 969 +3
Sep17 161020 16.65 16.65 16.61 16.63 unch 4 974 +4
Oct17 161020 16.67 16.67 16.56 16.60 -0.07 17 640 +17
Total Volume and Open Interest 2,198 31,881 -41
Cocoa(ICE)
Dec16 161020 2734 2748 2674 2717 -7 17,290 95,039 -1,302
Mar17 161020 2645 2662 2604 2630 -11 14,059 98,176 +2,569
May17 161020 2632 2644 2593 2617 -10 4,457 25,602 +121
Jul17 161020 2634 2640 2591 2613 -9 802 14,388 +251
Sep17 161020 2634 2638 2589 2611 -9 207 7,449 +2
Dec17 161020 2630 2634 2584 2606 -9 36 5,793 +2
Mar18 161020 2628 2632 2604 2604 -8 2 7,266 +0
Total Volume and Open Interest 36,857 254,290 +1,641
Coffee "C"(ICE)
Dec16 161020 157.70 158.30 155.35 155.90 -1.95 18,901 94,567 -224
Mar17 161020 161.00 161.70 158.80 159.40 -1.95 6,580 51,331 +657
May17 161020 163.50 163.90 161.05 161.65 -1.85 2,697 24,534 +637
Jul17 161020 165.15 165.60 163.00 163.55 -1.80 1,495 8,255 -212
Sep17 161020 167.00 167.30 165.10 165.30 -1.70 785 5,308 +137
Dec17 161020 167.25 168.25 167.20 167.60 -1.50 333 6,782 -33
Total Volume and Open Interest 31,024 193,462 +1,130
Orange Juice(ICE)
Nov16 161020 196.15 197.60 193.95 195.50 -0.65 1,426 6,783 -648
Jan17 161020 195.10 196.75 193.15 194.35 -0.75 1,049 7,913 +689
Mar17 161020 193.00 193.00 191.50 192.55 -0.95 2 637 +0
May17 161020 190.20 190.20 190.20 190.20 -1.25 2 279 +0
Jul17 161020 188.80 188.80 188.80 188.80 -1.25 1 42 +0
Sep17 161020 188.30 188.30 188.30 188.30 -1.25      
Total Volume and Open Interest 2,480 15,656 +41
Sugar #11(ICE)
Mar17 161020 22.91 22.98 22.35 22.62 -0.33 33,635 473,274 -1,962
May17 161020 22.31 22.32 21.75 21.99 -0.30 10,044 135,083 +922
Jul17 161020 21.55 21.61 21.08 21.30 -0.28 6,796 113,700 +212
Oct17 161020 21.02 21.04 20.56 20.77 -0.25 3,852 65,024 +155
Mar18 161020 20.60 20.66 20.24 20.43 -0.23 1,199 30,304 +210
May18 161020 19.77 19.85 19.48 19.65 -0.21 503 9,654 +67
Jul18 161020 19.13 19.17 18.88 19.01 -0.19 366 6,228 +234
Oct18 161020 18.76 18.78 18.56 18.69 -0.14 120 6,153 +63
Total Volume and Open Interest 56,528 843,124 -94
London Cocoa(LCE)
Dec16 161020 2238 2258 2218 2237 -1 14,160 99,116 +1,444
Mar17 161020 2183 2201 2163 2181 +1 16,052 87,752 +888
May17 161020 2182 2199 2164 2178 unch 3,908 46,071 +447
Jul17 161020 2186 2203 2168 2181 -1 1,376 13,010 +76
Sep17 161020 2190 2196 2168 2179 -1 621 19,278 +122
Dec17 161020 2184 2184 2159 2168 unch 256 11,556 +11
Mar18 161020 2164 2164 2164 2164 unch 121 3,040 +71
Total Volume and Open Interest 36,531 279,952 +3,075
London Sugar(LCE)
Dec16 161020 593.50 596.50 587.00 593.40 -0.70 4,640 34,355 -137
Mar17 161020 592.30 594.70 584.70 590.00 -3.30 2,151 24,871 +652
May17 161020 585.00 587.20 578.30 582.50 -3.50 456 16,647 -75
Aug17 161020 571.40 571.80 564.60 567.90 -4.90 257 7,152 -19
Oct17 161020 552.30 552.50 545.20 548.10 -6.00 734 6,986 +314
Total Volume and Open Interest 8,289 92,816 +736
Cotton(ICE)
Dec16 161020 71.11 71.79 68.95 69.80 -1.30 17,449 147,884 +1,629
Mar17 161020 71.50 72.00 69.25 70.08 -1.37 7,745 70,819 +4,050
May17 161020 72.00 72.32 69.82 70.53 -1.29 1,389 10,825 +859
Jul17 161020 72.07 72.35 70.08 70.63 -1.27 379 7,780 +77
Oct17 161020 70.10 70.10 70.10 70.10 -1.03      
Dec17 161020 71.08 71.21 69.30 69.77 -1.18 259 14,412 +70
Total Volume and Open Interest 27,221 252,761 +6,685
Lumber(CME)
Nov16 161020 313.7 314.9 308.2 309.6 -5.5 490 1,912 -210
Jan17 161020 326.0 326.5 321.2 321.7 -4.9 225 2,303 +73
Mar17 161020 332.4 332.4 328.1 328.1 -5.8 37 290 -1
May17 161020 325.8 334.5 325.8 325.8 -5.8 18 71 -4
Total Volume and Open Interest 770 4,593 -142
Crude Oil(NYM)
Nov16 161020 51.40 51.58 50.25 50.43 -1.17 192,803 54,003 -37,263
Dec16 161020 51.58 51.83 50.44 50.63 -1.19 380,490 488,586 +13,394
Jan17 161020 52.03 52.28 50.94 51.14 -1.14 68,409 231,921 -2,021
Feb17 161020 52.47 52.70 51.45 51.64 -1.08 23,233 99,557 +1,821
Mar17 161020 53.00 53.09 51.91 52.14 -1.02 31,536 194,002 +2,006
Apr17 161020 53.42 53.51 52.37 52.57 -0.98 13,379 49,634 +1,147
May17 161020 53.64 53.64 52.75 52.92 -0.95 10,500 43,661 +1,555
Jun17 161020 54.00 54.10 52.91 53.19 -0.92 27,940 145,580 -1,716
Jul17 161020 53.99 53.99 53.18 53.39 -0.90 4,727 38,733 +408
Aug17 161020 53.90 54.02 53.31 53.55 -0.89 1,088 27,117 -8
Sep17 161020 54.17 54.17 53.55 53.70 -0.88 2,988 43,400 +594
Oct17 161020 54.30 54.30 53.59 53.84 -0.87 724 22,651 +40
Nov17 161020 53.95 53.98 53.95 53.98 -0.86 434 21,567 -9
Dec17 161020 54.89 54.96 53.85 54.13 -0.86 23,378 167,226 +2,128
Jan18 161020 54.21 55.23 54.21 54.21 -0.85 234 18,971 -15
Feb18 161020 54.30 54.99 54.30 54.30 -0.83 387 6,763 +274
Total Volume and Open Interest 790,741 1,811,281 -17,099
e-miNY Crude Oil(NYM)
Dec16 161020 51.650 51.825 50.425 50.625 -1.200 3,459 2,167 +297
Jan17 161020 52.025 52.200 51.000 51.150 -1.125 83 457 +38
Feb17 161020 52.575 52.575 51.475 51.650 -1.075 13 187 +0
Mar17 161020 53.000 53.000 52.000 52.150 -1.000 11 211 -6
Apr17 161020 52.575 52.575 52.575 52.575 -0.975 10 130 -6
May17 161020 52.925 53.750 52.425 52.925 -0.950 102 31 -48
Jun17 161020 53.075 53.200 53.075 53.200 -0.900 100 91 -100
Jul17 161020 53.850 53.850 53.400 53.400 -0.900 3 63 +1
Aug17 161020 53.550 54.750 53.550 53.550 -0.900 2 137 +0
Sep17 161020 53.700 54.875 53.700 53.700 -0.875 0 53 +0
Total Volume and Open Interest 7,575 5,355 -58
NY Harbor ULSD(NYM)
Nov16 161020 158.74 158.74 154.76 155.96 -2.83 48,671 57,232 -3,251
Dec16 161020 160.59 160.68 156.77 157.91 -2.88 49,282 91,136 +5,507
Jan17 161020 162.49 162.63 159.06 160.08 -2.92 26,716 85,487 -895
Feb17 161020 164.24 164.24 160.84 161.78 -2.94 13,673 35,327 +865
Mar17 161020 164.33 164.33 161.76 162.46 -2.93 9,698 36,348 -470
Apr17 161020 163.58 163.62 161.52 162.30 -2.88 4,091 22,046 +799
May17 161020 163.83 163.83 161.71 162.54 -2.81 3,446 11,210 +477
Jun17 161020 165.50 165.50 162.41 162.95 -2.77 6,772 29,380 +883
Jul17 161020 164.05 164.27 163.50 163.80 -2.76 1,960 3,879 +116
Aug17 161020 165.28 165.33 164.11 164.84 -2.75 1,307 3,201 +202
Sep17 161020 165.95 166.48 165.54 165.96 -2.74 1,071 3,961 +150
Oct17 161020 167.24 167.50 166.85 167.02 -2.74 922 2,455 -40
Nov17 161020 168.10 168.10 168.00 168.00 -2.74 1,019 2,667 +147
Dec17 161020 170.80 170.80 168.55 168.90 -2.74 4,085 25,956 +1,166
Total Volume and Open Interest 174,155 420,723 +6,267
RBOB Gasoline(NYM)
Nov16 161020 151.36 151.55 147.55 149.37 -1.99 42,159 70,149 -5,139
Dec16 161020 150.24 150.38 146.48 147.99 -2.33 41,877 127,099 +1,467
Jan17 161020 150.42 150.50 146.88 148.22 -2.42 18,305 76,750 +2,522
Feb17 161020 151.98 151.98 148.49 149.68 -2.50 7,631 23,561 -442
Mar17 161020 152.84 153.33 150.80 151.90 -2.47 7,177 33,485 +657
Apr17 161020 171.90 171.90 169.04 170.12 -2.46 3,874 23,258 +656
May17 161020 172.79 172.79 170.48 171.52 -2.45 2,725 11,710 +20
Jun17 161020 172.35 172.35 170.54 171.49 -2.49 1,855 15,735 -261
Jul17 161020 170.28 170.57 170.28 170.57 -2.48 957 4,814 +34
Aug17 161020 168.58 168.77 168.46 168.77 -2.45 825 3,451 -19
Total Volume and Open Interest 128,735 421,064 +96
e-miNY RBOB Gasoline(NYM)
Nov16 161020 149.40 150.60 149.40 149.40 -1.96 1 1 +0
Dec16 161020 147.99 147.99 147.99 147.99 -2.33      
Jan17 161020 148.22 148.22 148.22 148.22 -2.42      
Feb17 161020 149.68 149.68 149.68 149.68 -2.50      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Nov16 161020 3.173 3.201 3.101 3.141 -0.029 116,938 96,753 -15,328
Dec16 161020 3.444 3.466 3.388 3.434 unch 72,932 180,692 +6,629
Jan17 161020 3.575 3.604 3.524 3.569 -0.001 36,337 221,437 +2,587
Feb17 161020 3.574 3.612 3.534 3.577 -0.001 14,151 54,897 -582
Mar17 161020 3.544 3.564 3.495 3.538 +0.001 23,173 137,419 +3,736
Apr17 161020 3.315 3.331 3.270 3.311 +0.005 18,008 107,009 +1,465
May17 161020 3.282 3.298 3.241 3.281 +0.009 9,503 49,216 +1,257
Jun17 161020 3.306 3.324 3.268 3.307 +0.008 3,835 33,706 +169
Jul17 161020 3.336 3.342 3.295 3.332 +0.007 4,298 27,946 +275
Aug17 161020 3.340 3.340 3.293 3.328 +0.007 3,554 22,415 -41
Sep17 161020 3.307 3.323 3.274 3.310 +0.007 1,623 22,634 +92
Oct17 161020 3.334 3.337 3.291 3.326 +0.005 7,689 56,287 +987
Nov17 161020 3.383 3.383 3.339 3.372 +0.003 3,937 22,073 +220
Dec17 161020 3.517 3.518 3.477 3.509 +0.004 3,429 24,430 +651
Jan18 161020 3.601 3.602 3.561 3.594 +0.004 4,178 18,836 +1,011
Feb18 161020 3.523 3.555 3.523 3.551 +0.005 1,993 6,538 +274
Total Volume and Open Interest 335,621 1,184,871 +6,318
Brent Crude Oil(ICE)
Dec16 161020 52.60 52.72 51.17 51.38 -1.29 274,173 368,279 -39,689
Jan17 161020 53.38 53.48 52.05 52.25 -1.17 186,782 406,030 +21,406
Feb17 161020 53.94 54.01 52.72 52.93 -1.06 83,111 187,414 +11,082
Mar17 161020 54.48 54.55 53.29 53.53 -1.01 54,554 193,104 +7,320
Apr17 161020 54.93 54.97 53.75 54.01 -0.97 20,474 79,563 +1,951
May17 161020 55.34 55.34 54.11 54.40 -0.95 14,260 63,350 +1,071
Jun17 161020 55.60 55.63 54.41 54.70 -0.94 42,346 181,520 +3,480
Jul17 161020 55.65 55.65 54.67 54.96 -0.94 6,333 41,209 -33
Aug17 161020 55.89 55.89 54.88 55.17 -0.94 2,744 28,892 +583
Sep17 161020 55.01 55.34 55.01 55.34 -0.94 4,412 55,815 +715
Oct17 161020 56.12 56.12 55.50 55.50 -0.94 422 24,639 +57
Nov17 161020 55.83 55.83 55.66 55.66 -0.93 577 22,430 +32
Dec17 161020 56.67 56.67 55.54 55.81 -0.92 33,011 213,790 +428
Jan18 161020 55.74 56.42 55.74 55.97 -0.91 413 20,333 +34
Total Volume and Open Interest 739,119 2,194,353 +6,806
Gas Oil(ICE)
Nov16 161020 469.25 469.75 458.50 461.75 -11.50 54,010 160,508 -10,021
Dec16 161020 470.25 471.50 460.25 463.00 -11.75 67,738 211,880 -2,501
Jan17 161020 474.50 475.00 463.75 466.50 -11.75 25,662 120,255 -4,220
Feb17 161020 477.50 478.25 467.75 470.00 -11.75 15,851 54,005 +3,021
Mar17 161020 480.50 480.50 471.50 472.75 -11.75 10,879 47,615 +456
Apr17 161020 483.50 483.50 473.75 475.25 -11.50 5,831 27,920 -773
May17 161020 486.00 486.00 476.75 477.75 -11.50 3,815 20,009 +883
Jun17 161020 488.00 488.50 478.50 480.00 -11.50 10,789 54,694 -9
Jul17 161020 491.50 491.50 483.25 483.25 -11.25 1,841 19,311 -365
Aug17 161020 490.75 491.75 485.75 486.00 -11.25 1,041 13,051 +402
Total Volume and Open Interest 210,439 914,361 -13,474
Ethanol(CBOT)
Nov16 161020 1.598 1.599 1.590 1.592 -0.003 275 1,549 -164
Dec16 161020 1.537 1.540 1.527 1.532 -0.003 210 2,012 +110
Jan17 161020 1.500 1.500 1.487 1.489 -0.010 159 829 +120
Feb17 161020 1.496 1.496 1.491 1.492 -0.010 14 262 +11
Mar17 161020 1.507 1.508 1.501 1.508 -0.010 0 202 +0
Apr17 161020 1.533 1.533 1.533 1.533 -0.010 0 234 +0
May17 161020 1.540 1.540 1.540 1.540 -0.010 0 5 +0
Jun17 161020 1.540 1.540 1.540 1.540 -0.010      
Total Volume and Open Interest 658 5,099 +77
WTI Crude Oil(ICE)
Dec16 161020 51.73 51.84 50.44 50.63 -1.19 66,841 107,929 +5,279
Jan17 161020 52.21 52.30 50.97 51.14 -1.14 25,526 67,676 +1,704
Feb17 161020 52.56 52.56 51.45 51.64 -1.08 8,576 34,895 -137
Mar17 161020 53.00 53.00 51.91 52.14 -1.02 8,057 39,674 -1,512
Apr17 161020 53.12 53.13 52.36 52.57 -0.98 2,485 10,929 -371
May17 161020 53.34 53.34 52.69 52.92 -0.95 1,941 8,539 +183
Jun17 161020 53.70 53.70 52.90 53.19 -0.92 7,488 45,976 -1,569
Jul17 161020 53.41 53.41 53.17 53.39 -0.90 432 7,163 +5
Aug17 161020 53.55 53.55 53.55 53.55 -0.89 205 4,155 -7
Sep17 161020 53.85 53.85 53.70 53.70 -0.88 195 14,509 +78
Oct17 161020 53.84 53.84 53.84 53.84 -0.87 201 4,018 -12
Nov17 161020 53.98 53.98 53.98 53.98 -0.86 29 1,423 -4
Dec17 161020 54.55 54.55 53.89 54.13 -0.86 4,520 81,970 -210
Jan18 161020 54.21 54.21 54.21 54.21 -0.85 1 621 +0
Feb18 161020 54.30 54.30 54.30 54.30 -0.83 1 609 +0
Mar18 161020 54.39 54.39 54.39 54.39 -0.82 1 3,446 +1
Total Volume and Open Interest 156,234 518,925 -5,980
US Dollar Index(ICE)
Dec16 161020 97.885 98.400 97.655 98.315 +0.375 16,774 75,574 +1,733
Mar17 161020 97.790 98.295 97.570 98.225 +0.365 234 3,969 +16
Jun17 161020 97.850 98.140 97.525 98.140 +0.365 3 303 -2
Total Volume and Open Interest 17,041 79,933 +1,757
Australian Dollar(CME)
Dec16 161020 77.12 77.25 76.10 76.15 -0.89 87,129 120,956 +6,944
Mar17 161020 76.96 77.07 75.96 76.01 -0.88 207 1,449 +24
Jun17 161020 76.75 76.75 75.84 75.84 -0.86 5 28 +1
Total Volume and Open Interest 87,341 122,436 +6,969
British Pound(CME)
Dec16 161020 122.94 123.09 122.21 122.62 -0.21 138,841 251,312 -16
Mar17 161020 123.16 123.29 122.44 122.85 -0.20 469 3,274 +230
Jun17 161020 123.09 123.49 122.80 123.09 -0.20 1 426 -2
Total Volume and Open Interest 139,311 255,194 +212
Canadian Dollar(CME)
Dec16 161020 76.25 76.26 75.60 75.65 -0.55 65,426 93,064 -1,091
Mar17 161020 76.13 76.29 75.67 75.71 -0.54 173 2,146 +28
Jun17 161020 75.92 76.30 75.76 75.76 -0.54 23 267 +9
Sep17 161020 76.05 76.11 75.83 75.83 -0.52 1 206 +1
Total Volume and Open Interest 65,623 95,793 -1,053
Japanese Yen(CME)
Dec16 161020 96.88 96.94 96.24 96.37 -0.52 86,083 154,580 +2,148
Mar17 161020 97.09 97.29 96.61 96.74 -0.52 518 1,854 +145
Jun17 161020 97.19 97.23 97.14 97.19 -0.53 1 143 +0
Total Volume and Open Interest 86,602 156,607 +2,293
Swiss Franc(CME)
Dec16 161020 101.43 101.91 100.95 100.98 -0.39 16,133 63,130 +1,474
Mar17 161020 101.51 102.39 101.51 101.51 -0.39 1 75 +1
Jun17 161020 102.12 102.82 102.12 102.12 -0.38 0 17 +0
Total Volume and Open Interest 16,134 63,226 +1,475
EuroFX(CME)
Dec16 161020 109.99 110.65 109.41 109.51 -0.43 131,698 401,548 +10,388
Mar17 161020 110.47 111.07 109.85 109.95 -0.42 1,043 10,354 +161
Jun17 161020 111.12 111.50 110.36 110.45 -0.41 26 1,189 +21
Total Volume and Open Interest 132,767 413,183 +10,570
Mexican Peso(CME)
Nov16 161020 536.38 536.38 536.38 536.38 -0.88 0 5 +0
Dec16 161020 536.50 538.75 532.38 534.50 -0.88 45,532 129,558 -2,484
Total Volume and Open Interest 45,539 129,729 -2,479
Brazilian Real(CME)
Nov16 161020 315.40 318.10 314.25 317.60 +3.20 739 25,547 -14
Dec16 161020 313.40 315.60 312.25 314.90 +3.10 43 3,155 -10
Jan17 161020 312.15 312.15 312.15 312.15 +3.05      
Feb17 161020 309.15 309.15 309.15 309.15 +2.90      
Total Volume and Open Interest 782 28,702 -24
30-Year T-Bonds(CBOT)
Dec16 161020 164~110 165~070 163~240 164~210 +0~140 260,894 553,990 -10,808
Mar17 161020 163~170 163~200 163~090 163~090 +0~150 50 107 +5
Jun17 161020 162~130 162~130 162~130 162~130 +0~150      
Total Volume and Open Interest 260,944 554,097 -10,803
10-Year T-Notes(CBOT)
Dec16 161020 130~100 130~155 130~040 130~090 +0~005 1,116,022 2,875,767 -7,855
Mar17 161020 129~265 129~280 129~225 129~225 +0~010 922 4,977 +755
Jun17 161020 129~145 129~145 129~145 129~145 +0~010      
Total Volume and Open Interest 1,116,944 2,880,744 -7,100
5-Year T-Notes(CBOT)
Dec16 161020 121~032 121~046 120~310 121~010 -0~012 558,375 2,731,191 +4,018
Mar17 161020 120~220 120~226 120~220 120~226 -0~012 1,092 2,959 +891
Jun17 161020 120~226 120~226 120~226 120~226 -0~012      
Total Volume and Open Interest 559,467 2,734,150 +4,909
2 Year T-Notes(CBOT)
Dec16 161020 109~042 109~042 109~024 109~030 -0~006 386,387 1,303,017 +44,626
Mar17 161020 108~310 108~310 108~304 108~306 -0~006 1,284 3,250 +1,119
Jun17 161020 108~306 108~306 108~306 108~306 -0~006      
Total Volume and Open Interest 387,671 1,306,267 +45,745
Eurodollars(CME)
Dec16 161020 99.080 99.080 99.055 99.060 -0.020 312,131 1,658,503 -2,347
Mar17 161020 99.050 99.050 99.020 99.030 -0.025 213,151 1,307,896 +14,600
Jun17 161020 99.005 99.005 98.970 98.980 -0.030 226,512 1,262,243 +19,937
Sep17 161020 98.970 98.970 98.935 98.940 -0.030 187,326 977,705 +18,806
Dec17 161020 98.920 98.920 98.885 98.890 -0.030 244,880 1,487,571 +12,284
Mar18 161020 98.890 98.890 98.855 98.865 -0.025 150,268 711,945 +9,022
Jun18 161020 98.855 98.855 98.815 98.830 -0.020 146,000 566,651 +6,843
Sep18 161020 98.815 98.815 98.775 98.790 -0.020 109,092 420,374 +2,581
Dec18 161020 98.760 98.765 98.725 98.740 -0.020 122,887 670,888 +8,518
Mar19 161020 98.725 98.735 98.695 98.710 -0.015 90,401 429,962 +7,641
Jun19 161020 98.685 98.695 98.655 98.670 -0.010 74,154 416,618 +3,143
Sep19 161020 98.640 98.650 98.610 98.625 -0.010 68,150 292,762 +9,008
Dec19 161020 98.585 98.600 98.560 98.575 -0.010 68,713 354,788 +2,514
Mar20 161020 98.545 98.560 98.520 98.535 -0.010 44,936 150,947 -5,170
Jun20 161020 98.500 98.515 98.475 98.490 -0.005 31,909 113,383 +226
Sep20 161020 98.460 98.470 98.430 98.445 unch 30,759 100,191 -982
Dec20 161020 98.395 98.415 98.375 98.390 unch 29,127 114,123 +81
Mar21 161020 98.345 98.375 98.325 98.345 unch 21,222 60,152 +583
Total Volume and Open Interest 2,277,054 11,450,135 +125,128
Ultra T-Bond(CBOT)
Dec16 161020 178~07 179~14 177~13 178~15 +0~14 72,211 614,605 +2,138
Mar17 161020 177~19 177~19 177~19 177~19 +0~14 0 10 +0
Jun17 161020 176~29 176~29 176~29 176~29 +0~14      
Total Volume and Open Interest 72,211 614,615 +2,138
Ultra 10-Yr T-Note(CBOT)
Dec16 161020 142~160 142~265 142~075 142~175 +0~030 55,843 233,127 +2,410
Mar17 161020 142~115 142~115 142~115 142~115 +0~030      
Jun17 161020 142~115 142~115 142~115 142~115 +0~030      
Total Volume and Open Interest 55,843 233,127 +2,410
30 Day Federal Funds(CBOT)
Oct16 161020 99.603 99.605 99.603 99.605 unch 2,549 297,251 -400
Nov16 161020 99.585 99.590 99.585 99.585 unch 9,409 260,200 +594
Dec16 161020 99.505 99.505 99.500 99.505 -0.005 9,012 94,317 -721
Jan17 161020 99.440 99.440 99.425 99.430 -0.010 30,075 160,797 +759
Feb17 161020 99.430 99.430 99.415 99.415 -0.015 7,086 76,781 +1,289
Mar17 161020 99.410 99.410 99.395 99.395 -0.015 7,437 37,013 -1,448
Total Volume and Open Interest 88,606 1,133,388 +6,960
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 161019 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 161019 99.99 99.99 99.99 99.99 unch      
Jun17 161019 99.99 99.99 99.99 99.99 unch      
Sep17 161019 99.99 99.99 99.99 99.99 unch      
Dec17 161019 99.99 99.99 99.99 99.99 unch      
Mar18 161019 100.00 100.00 100.00 100.00 unch      
Jun18 161019 99.86 99.86 99.86 99.86 unch      
Sep18 161019 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161019 151.81 151.89 151.80 151.89 +0.09 550 14,293 -56
Mar17 161019 151.83 151.83 151.83 151.83 +0.09      
Jun17 161019 151.83 151.83 151.83 151.83 +0.09      
Total Volume and Open Interest 550 14,293 -56
Euro-Buxl(EUREX)
Dec16 161020 184.36 186.84 183.16 186.78 +2.10 34,399 178,923 +511
Mar17 161020 182.80 185.10 181.60 185.10 +2.12 204 403 +73
Jun17 161020 181.70 183.58 180.50 183.58 +1.90 2 6 +0
Total Volume and Open Interest 34,605 179,332 +584
Euro-Bund(EUREX)
Dec16 161020 163.68 164.33 163.24 164.29 +0.47 597,423 1,727,764 -35,431
Mar17 161020 165.89 166.60 165.57 166.60 +0.54 1,086 76,158 +3
Jun17 161020 163.99 163.99 163.99 163.99 +0.47 1 1 -1
Total Volume and Open Interest 598,510 1,803,923 -35,429
Euro-Bobl(EUREX)
Dec16 161020 131.63 131.75 131.43 131.74 +0.05 392,227 1,398,520 +60,085
Mar17 161020 133.37 133.45 133.20 133.45 +0.05 1,059 22,908 +1,029
Jun17 161020 131.99 131.99 131.99 131.99 +0.05      
Total Volume and Open Interest 393,286 1,421,428 +61,114
Euro-Schatz(EUREX)
Dec16 161020 112.10 112.10 112.04 112.10 unch 199,846 1,249,435 +56,564
Mar17 161020 112.11 112.11 112.11 112.11 -0.01 20 65 +7
Jun17 161020 112.10 112.10 112.10 112.10 unch      
Total Volume and Open Interest 199,866 1,249,500 +56,571
3-Mth Euribor(EUREX)
Dec16 161020 100.315 100.315 100.315 100.315 unch 15 3,338 -12
Mar17 161020 100.315 100.315 100.315 100.315 +0.005 9 3,285 +0
Jun17 161020 100.315 100.320 100.315 100.320 unch 4 34,046 -4
Total Volume and Open Interest 1,098 75,255 +346
Long Gilt(LIFFE)
Dec16 161020 126~21 126~31 126~04 126~27 +0~01 252,553 672,105 -2,610
Mar17 161020 126~31 127~10 126~31 127~10 unch 0 3 +0
Total Volume and Open Interest 252,553 672,108 -2,610
3-Mth Short Sterling(LIFFE)
Dec16 161020 99.60 99.61 99.60 99.60 -0.01 59,500 481,620 -7,029
Mar17 161020 99.61 99.61 99.59 99.60 -0.01 62,306 371,126 -9,836
Jun17 161020 99.60 99.60 99.58 99.59 -0.01 65,109 360,644 +3,928
Sep17 161020 99.58 99.59 99.56 99.57 -0.02 66,671 303,213 +9,734
Dec17 161020 99.56 99.57 99.54 99.55 -0.02 72,784 364,199 -4,852
Mar18 161020 99.54 99.54 99.51 99.53 -0.01 72,147 228,651 -9,774
Total Volume and Open Interest 737,064 2,977,151 -33,318
3-Mth Euribor(LIFFE)
Dec16 161020 100.310 100.320 100.305 100.320 +0.005 81,086 409,769 -7,454
Mar17 161020 100.310 100.315 100.305 100.315 +0.005 76,657 420,324 +12,101
Jun17 161020 100.315 100.320 100.305 100.320 +0.005 54,355 396,538 +647
Total Volume and Open Interest 442,425 3,080,537 +8,023
3-Mth Aus T-Bills(SFE)
Dec16 161020 98.23 98.26 98.22 98.25 +0.02 22,776 173,108 -4,160
Mar17 161020 98.24 98.29 98.22 98.28 +0.03 46,831 199,505 -7,490
Jun17 161020 98.25 98.30 98.23 98.29 +0.04 34,958 207,237 -1,900
Sep17 161020 98.24 98.30 98.21 98.29 +0.04 24,345 142,071 +745
Dec17 161020 98.23 98.28 98.19 98.27 +0.04 13,328 143,208 +2,479
Mar18 161020 98.21 98.25 98.16 98.25 +0.04 12,962 77,919 +7
Jun18 161020 98.18 98.22 98.12 98.22 +0.04 4,977 61,525 -397
Sep18 161020 98.14 98.18 98.08 98.18 +0.04 3,250 27,211 +332
Dec18 161020 98.10 98.13 98.06 98.13 +0.04 595 6,541 +374
Mar19 161020 98.08 98.08 98.08 98.08 +0.03 120 3,583 -11
Total Volume and Open Interest 164,337 1,044,065 -9,948
10-Year Aus T-Bonds(SFE)
Dec16 161020 97.72 97.75 97.66 97.74 +0.01 173,240 863,957 +9,306
Mar17 161020 97.74 97.74 97.74 97.74 +0.01      
Total Volume and Open Interest 173,240 863,957 +9,306
3-Year Aus T-Bonds(SFE)
Dec16 161020 98.30 98.32 98.24 98.32 +0.02 241,513 944,377 +13,034
Mar17 161020 98.32 98.32 98.32 98.32 +0.02      
Total Volume and Open Interest 241,513 944,377 +13,034
Gold(CMX)
Oct16 161020 1270.0 1270.5 1265.5 1265.6 -2.3 11 121 -6
Dec16 161020 1270.6 1275.9 1265.5 1267.5 -2.4 148,172 367,221 -597
Feb17 161020 1274.2 1278.9 1269.5 1271.4 -2.4 9,147 53,664 +3,127
Apr17 161020 1277.3 1282.3 1273.5 1275.2 -2.4 2,199 15,243 +247
Jun17 161020 1281.2 1284.9 1277.0 1278.8 -2.4 2,916 23,669 +1,123
Aug17 161020 1281.9 1282.5 1281.7 1282.1 -2.4 974 8,490 +59
Oct17 161020 1291.4 1291.4 1283.9 1285.1 -2.3 371 2,172 +70
Dec17 161020 1290.4 1292.4 1287.9 1287.9 -2.2 276 13,207 +133
Feb18 161020 1290.6 1290.6 1277.8 1290.6 -2.1 0 174 +0
Apr18 161020 1292.9 1292.9 1292.9 1292.9 -2.0 0 3 +0
Jun18 161020 1295.2 1295.2 1281.3 1295.2 -1.9 0 4,193 +0
Aug18 161020 1298.2 1298.2 1298.2 1298.2 -1.8      
Total Volume and Open Interest 164,492 497,061 +4,124
Silver(CMX)
Dec16 161020 1769.5 1774.5 1745.0 1754.9 -11.4 58,369 149,177 +524
Mar17 161020 1778.0 1785.0 1757.0 1766.6 -11.6 7,762 25,708 +1,510
May17 161020 1784.5 1784.5 1770.0 1773.3 -11.7 430 2,365 -15
Jul17 161020 1791.5 1792.0 1777.5 1779.9 -11.9 147 3,651 +110
Sep17 161020 1798.0 1798.0 1786.5 1786.5 -11.9 1 576 +0
Dec17 161020 1811.0 1814.0 1787.0 1795.3 -11.9 187 3,960 +158
Mar18 161020 1802.6 1802.6 1802.6 1802.6 -11.9 0 12 +0
Total Volume and Open Interest 67,211 189,229 +2,317
Platinum(NYMEX)
Oct16 161020 943.3 943.3 930.5 931.2 -8.9 5 220 +3
Jan17 161020 946.0 948.3 930.9 935.4 -8.1 12,095 63,422 -123
Apr17 161020 948.4 950.9 935.7 939.8 -7.9 175 5,645 -20
Jul17 161020 942.9 951.4 942.9 942.9 -7.9 1 38 +1
Total Volume and Open Interest 12,287 69,494 -144
Palladium(NYMEX)
Dec16 161020 636.00 641.10 626.30 632.85 -2.65 4,398 21,843 -49
Mar17 161020 639.00 639.00 631.00 634.70 -2.70 71 1,118 +45
Jun17 161020 636.50 636.50 636.50 636.50 -2.70 0 32 +0
Total Volume and Open Interest 4,469 22,997 -4
Copper(CMX)
Dec16 161020 210.15 211.15 208.45 209.60 -0.75 60,722 130,939 +3,583
Mar17 161020 211.35 212.35 209.70 210.75 -0.80 9,185 53,485 +193
May17 161020 212.80 213.00 210.50 211.50 -0.80 2,187 8,233 +489
Jul17 161020 212.05 212.10 212.05 212.10 -0.80 228 3,474 +54
Sep17 161020 213.55 213.60 212.60 212.60 -0.80 131 1,560 +22
Total Volume and Open Interest 73,353 207,729 +4,587
E-mini DJIA Index(CBOT)
Dec16 161020 18127 18178 18047 18108 -17 120,223 116,924 -183
Mar17 161020 18117 18117 17999 18044 -17 46 755 -1
Jun17 161020 17968 17968 17968 17968 -17 0 5 +0
Sep17 161020 17883 17883 17883 17883 -17      
Total Volume and Open Interest 120,269 117,684 -184
S & P 500(CME)
Dec16 161020 2137.20 2142.00 2132.10 2137.10 -1.00 4,831 75,901 -273
Mar17 161020 2131.70 2131.70 2131.70 2131.70 -0.90 0 163 +0
Jun17 161020 2126.60 2126.60 2126.60 2126.60 -0.90 0 60 +0
Sep17 161020 2121.60 2121.60 2121.60 2121.60 -0.90      
Total Volume and Open Interest 4,831 76,124 -273
S & P 500 E-Mini(Globex)
Dec16 161020 2137.50 2144.50 2126.75 2137.00 -1.00 1,139,317 2,928,096 +2,267
Mar17 161020 2131.50 2138.50 2121.50 2131.75 -0.75 1,286 17,265 +508
Jun17 161020 2129.75 2131.00 2117.50 2126.50 -1.00 19 804 -3
Sep17 161020 2121.50 2121.60 2120.00 2121.50 -1.00 0 17 +0
Total Volume and Open Interest 1,140,624 2,946,199 +2,772
NASDAQ 100 E-Mini(Globex)
Dec16 161020 4828.30 4847.30 4798.80 4843.80 +13.50 205,551 304,286 +3,693
Mar17 161020 4826.00 4841.80 4798.80 4841.50 +13.20 483 472 +2
Jun17 161020 4835.50 4835.50 4825.00 4835.50 +13.20 2 10 +0
Total Volume and Open Interest 206,036 304,774 +3,695
S&P Midcap 400(CME) e-Mini
Dec16 161020 1529.20 1534.40 1517.20 1525.00 -6.00 11,160 84,326 +623
Mar17 161020 1522.50 1522.50 1513.00 1522.50 -6.00 0 2 +0
Jun17 161020 1512.80 1512.80 1512.80 1512.80 -6.00      
Total Volume and Open Interest 11,160 84,328 +623
Volatility Index(CBOE)
Oct16 161019 15.75 15.90 15.20 15.20 -0.48 78,748 81,232 -16,952
Nov16 161020 16.10 16.40 15.75 15.78 -0.30 86,416 223,531 +15,790
Dec16 161020 16.85 17.07 16.60 16.68 -0.15 25,928 93,592 +5,789
Jan17 161020 18.15 18.35 18.00 18.03 -0.10 15,537 35,318 +835
Total Volume and Open Interest 209,319 403,164 -58,237
Russell 2000(ICE)
Dec16 161020 1219.30 1223.60 1208.80 1218.70 -0.20 62,544 332,856 -2,740
Mar17 161020 1214.20 1214.40 1214.20 1214.20 -0.20 1 275 +1
Jun17 161020 1210.20 1210.40 1210.20 1210.20 -0.20 0 170 +0
Total Volume and Open Interest 62,545 333,440 -2,739
Nikkei 225(CME)
Dec16 161020 17005 17320 16990 17305 +290 6,119 33,087 +204
Mar17 161020 17000 17335 17000 17315 +290 1 29 +0
Total Volume and Open Interest 6,120 33,116 +204
Nikkei 225(SGX)
Dec16 161020 17155 17195 17150 17165 +175 46,665 178,785 +2,142
Mar17 161020 16960 17155 16960 17130 +175 450 2,992 +390
Jun17 161019 16830 16830 16830 16830 +60      
Total Volume and Open Interest 61,522 186,376 +2,947
Nikkei 225(CME) Yen
Dec16 161020 16985 17290 16960 17280 +295 32,300 54,020 +866
Mar17 161020 17010 17230 17010 17230 +295 5 80 +3
Jun17 161020 17100 17100 17100 17100 +295      
Total Volume and Open Interest 32,305 54,100 +869
Nikkei 225(CME) e-Mini Yen
Dec16 161020 17220 17280 17220 17280 +300 5 11 +0
Mar17 161020 17230 17230 17230 17230 +300      
Jun17 161020 17100 17100 17100 17100 +300      
Total Volume and Open Interest 5 11 +0
CAC 40(EURONEXT)
Oct16 161020 4530.0 4554.0 4499.5 4539.5 +19.5 234,381 291,798 -2,841
Nov16 161020 4525.0 4551.5 4497.0 4537.0 +19.5 153,954 149,025 +110,251
Dec16 161020 4522.0 4539.5 4492.0 4531.0 +19.5 3,827 22,687 +689
Total Volume and Open Interest 392,195 463,573 +108,099
Hang Seng Index(HKFE)
Oct16 161020 23280 23503 23258 23400 +121 121,771 139,753 +3,239
Nov16 161020 23300 23499 23258 23394 +118 2,926 7,357 +1,485
Dec16 161020 23303 23520 23303 23411 +113 335 12,902 +89
Total Volume and Open Interest 125,131 161,789 +4,860
DAX(EUREX)
Dec16 161020 10676.5 10744.5 10585.0 10695.0 +47.5 80,521 160,371 -4,417
Mar17 161020 10668.0 10740.5 10600.0 10691.5 +47.5 84 2,399 +31
Jun17 161020 10682.0 10716.0 10682.0 10716.0 +48.0 1 175 +0
Total Volume and Open Interest 80,606 162,945 -4,386
Mini-DAX(EUREX)
Dec16 161020 10679.0 10744.0 10585.0 10695.0 +47.5 21,846 14,398 -314
Mar17 161020 10675.0 10728.0 10600.0 10691.5 +47.5 89 870 -11
Jun17 161020 10695.0 10750.0 10658.0 10716.0 +48.0 39 30 -1
Total Volume and Open Interest 21,974 15,298 -326
FT-SE 100(EURONEXT)
Dec16 161020 6991.00 7020.50 6969.00 6989.50 +6.50 106,006 781,747 +6,284
Mar17 161020 6940.00 6942.50 6926.50 6926.50 +6.50 25 1,819 +2
Jun17 161020 6854.50 6854.50 6854.50 6854.50 +6.50      
Total Volume and Open Interest 106,031 783,566 +6,286
SPI 200(SFE)
Dec16 161020 5408.0 5437.0 5393.0 5425.0 +19.0 27,885 285,411 +2,310
Mar17 161020 5376.0 5376.0 5376.0 5376.0 +18.0 1 1,578 +0
Jun17 161020 5362.0 5362.0 5362.0 5362.0 +18.0 0 1,397 +0
Total Volume and Open Interest 28,474 291,151 +2,518
FTSE MIB(ISE)
Dec16 161020 17025.00 17100.00 16880.00 17075.00 +75.00 32,956 43,646 -829
Mar17 161020 16925.00 17080.00 16900.00 17060.00 +75.00 18 348 +6
Jun17 161020 16660.00 16660.00 16660.00 16660.00 +75.00      
Total Volume and Open Interest 32,974 43,994 -823
KOSPI 200(KFE)
Dec16 161020 258.30 259.65 258.25 258.55 +0.30 95,071 128,737 +22
Mar17 161020 255.60 256.80 255.60 255.75 +0.20 296 5,941 +288
Jun17 161020 256.40 256.40 256.40 256.40 +2.60 0 1,147 +23
Total Volume and Open Interest 95,367 139,986 +333
GSCI(CME)
Nov16 161020 375.80 376.15 373.45 374.05 -5.35 27 14,981 -6
Dec16 161020 379.35 379.35 379.35 379.35 -5.05      
Jan17 161020 383.15 383.15 383.15 383.15 -5.05      
Total Volume and Open Interest 27 14,981 -6
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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