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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 26, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161026 990.25 1011.00 988.75 1010.00 +19.25 177,604 116,925 -33,705
Jan17 161026 1001.75 1022.00 1000.25 1021.00 +18.75 124,122 263,871 +25,290
Mar17 161026 1008.75 1029.00 1008.25 1028.25 +18.75 45,349 93,246 +1,878
May17 161026 1015.00 1035.25 1014.75 1034.25 +18.00 14,925 58,782 +3,140
Jul17 161026 1019.75 1040.00 1019.75 1038.75 +17.50 13,839 66,848 +1,660
Aug17 161026 1017.75 1036.00 1017.75 1036.00 +16.25 153 2,491 +48
Sep17 161026 1011.75 1018.25 1010.00 1018.25 +13.00 44 940 +8
Nov17 161026 991.75 1005.00 990.50 1003.75 +10.25 6,966 34,315 -125
Jan18 161026 990.50 1005.00 990.50 1004.50 +9.50 51 1,135 +9
Mar18 161026 990.00 1002.75 990.00 1002.50 +7.75 120 489 -4
May18 161026 1004.25 1004.75 1004.25 1004.25 +7.00 16 249 +1
Jul18 161026 1007.50 1007.50 1001.00 1007.50 +7.00 5 308 +1
Aug18 161026 1002.25 1002.25 1002.25 1002.25 +7.00 0 17 +0
Sep18 161026 987.00 987.00 987.00 987.00 +7.00 0 17 +0
Total Volume and Open Interest 383,308 639,991 -1,774
Soybean Meal(CBOT)
Dec16 161026 308.30 319.90 307.60 319.10 +10.90 39,322 154,340 -233
Jan17 161026 309.60 321.10 309.20 320.30 +10.70 9,417 69,588 +279
Mar17 161026 311.10 322.20 310.70 321.50 +10.30 10,292 58,361 +1,223
May17 161026 312.90 323.30 312.90 322.70 +9.60 3,047 34,625 +534
Jul17 161026 314.50 324.70 314.40 324.10 +9.20 2,510 37,719 -183
Aug17 161026 314.90 324.00 314.90 323.60 +8.90 399 4,540 +30
Sep17 161026 314.50 321.70 314.50 321.70 +7.80 322 5,063 +19
Oct17 161026 310.40 317.40 310.40 316.60 +6.50 401 4,535 -49
Dec17 161026 310.20 317.00 310.20 316.10 +5.90 452 14,993 +52
Jan18 161026 311.80 316.30 311.80 315.30 +5.40 8 783 -2
Total Volume and Open Interest 66,195 386,356 +1,665
Soybean Oil(CBOT)
Dec16 161026 35.82 36.04 35.64 35.72 -0.08 69,209 196,355 -1,931
Jan17 161026 36.08 36.28 35.89 35.96 -0.09 25,041 107,116 +44
Mar17 161026 36.27 36.46 36.06 36.13 -0.09 14,208 62,876 +1,853
May17 161026 36.36 36.61 36.20 36.27 -0.11 3,749 43,159 +515
Jul17 161026 36.60 36.78 36.37 36.44 -0.12 3,261 27,099 -159
Aug17 161026 36.60 36.75 36.40 36.41 -0.16 585 4,290 +5
Sep17 161026 36.52 36.55 36.27 36.33 -0.19 154 3,553 +12
Oct17 161026 36.20 36.37 36.02 36.06 -0.20 265 2,976 +52
Dec17 161026 36.22 36.44 36.00 36.06 -0.18 628 8,740 +96
Jan18 161026 36.08 36.08 35.62 36.08 -0.19 2 440 +2
Total Volume and Open Interest 117,124 457,320 +491
Canola(WCE)
Nov16 161026 508.6 511.5 507.0 510.2 +3.2 25,787 32,149 -8,547
Jan17 161026 513.0 519.4 513.0 518.2 +4.5 20,048 93,926 +4,807
Mar17 161026 518.5 524.6 518.5 523.3 +4.3 2,547 20,290 +369
May17 161026 521.0 527.2 521.0 525.8 +4.8 1,293 11,734 -22
Jul17 161026 519.5 526.5 519.5 525.5 +6.1 805 13,203 -40
Total Volume and Open Interest 52,115 180,505 -3,620
Corn(CBOT)
Dec16 161026 349.25 355.75 349.00 354.00 +4.75 152,704 651,954 -3,708
Mar17 161026 358.75 364.75 358.75 363.25 +4.25 48,620 322,705 +2,541
May17 161026 366.00 371.75 365.75 370.00 +4.00 16,223 81,426 +3,047
Jul17 161026 372.50 378.00 372.25 376.50 +4.00 10,444 134,137 +1,912
Sep17 161026 379.50 384.00 379.25 382.75 +3.50 2,734 46,134 +628
Dec17 161026 386.50 391.75 386.50 390.25 +3.25 6,682 84,263 +550
Mar18 161026 396.25 400.75 396.25 399.50 +3.50 160 5,747 +59
May18 161026 404.50 404.50 400.00 404.50 +3.25 1 1,249 +0
Jul18 161026 405.00 411.25 405.00 407.75 +2.75 15 1,559 +5
Sep18 161026 406.00 406.00 404.00 406.00 +2.75 4 586 +2
Total Volume and Open Interest 237,625 1,335,170 +5,053
Wheat(CBOT)
Dec16 161026 404.00 414.00 402.75 411.50 +7.25 82,892 295,894 +11,401
Mar17 161026 426.50 434.50 424.50 432.00 +5.25 24,866 107,861 +1,765
May17 161026 441.50 449.50 440.00 447.25 +4.50 8,650 27,799 +26
Jul17 161026 454.75 462.50 452.75 460.50 +4.75 4,805 46,386 +491
Sep17 161026 471.00 476.00 469.25 476.00 +5.25 732 5,998 +45
Dec17 161026 487.00 493.75 485.25 493.25 +5.75 1,048 10,497 +128
Total Volume and Open Interest 123,098 496,857 +13,940
Wheat(KCBT)
Dec16 161026 413.00 421.75 412.50 417.00 +3.50 23,857 121,051 +961
Mar17 161026 431.00 439.25 430.50 434.75 +3.25 11,453 55,741 +1,469
May17 161026 443.00 450.50 442.25 446.50 +3.25 4,914 27,582 +1,785
Jul17 161026 453.25 460.75 453.00 457.50 +3.75 4,589 38,700 +1,584
Sep17 161026 472.75 472.75 471.25 471.25 +3.75 432 4,557 +29
Dec17 161026 488.25 493.25 487.75 490.75 +4.00 160 5,405 +17
Mar18 161026 507.00 507.75 504.25 504.25 +3.75 1 932 +0
Total Volume and Open Interest 45,406 254,544 +5,845
Wheat(MGE)
Dec16 161026 523.75 530.50 523.25 525.50 +1.50 4,330 28,389 +59
Mar17 161026 528.50 535.00 528.00 531.00 +2.25 1,905 20,916 +420
May17 161026 534.25 539.75 534.25 538.50 +3.50 334 8,912 +43
Jul17 161026 540.25 547.50 540.25 544.75 +3.75 170 4,237 +19
Sep17 161026 548.00 553.75 548.00 551.50 +4.25 85 3,456 +13
Dec17 161026 559.00 563.25 559.00 560.75 +4.25 36 2,282 +15
Total Volume and Open Interest 6,860 68,210 +569
Oats(CBOT)
Dec16 161026 210.50 216.50 210.25 215.00 +3.00 712 5,911 -30
Mar17 161026 210.00 213.50 210.00 211.75 +2.75 485 2,538 +8
May17 161026 212.00 212.00 212.00 212.00 +2.00 55 360 +15
Jul17 161026 214.00 214.00 211.50 214.00 +2.50 9 35 +1
Total Volume and Open Interest 1,269 8,856 +2
Rough Rice(CBOT)
Nov16 161026 9.81 10.09 9.81 9.99 +0.16 1,462 3,855 -954
Jan17 161026 10.07 10.36 10.05 10.26 +0.16 1,549 6,506 +863
Mar17 161026 10.36 10.53 10.36 10.51 +0.16 92 322 +48
May17 161026 10.74 10.74 10.74 10.74 +0.16 0 8 +0
Total Volume and Open Interest 3,103 10,707 -43
Live Cattle(CME)
Oct16 161026 102.800 103.680 102.430 103.050 +0.320 2,404 2,899 -1,325
Dec16 161026 104.000 104.885 103.535 104.400 +0.500 27,405 128,274 +1,184
Feb17 161026 104.635 105.550 104.300 105.150 +0.600 15,192 56,107 -506
Apr17 161026 103.700 104.850 103.535 104.600 +0.900 12,403 48,000 +3,078
Jun17 161026 95.730 96.800 95.730 96.650 +0.700 4,679 22,192 +515
Aug17 161026 93.700 94.700 93.650 94.635 +0.685 2,902 9,039 +645
Total Volume and Open Interest 65,564 270,653 +3,893
Feeder Cattle(CME)
Oct16 161026 121.680 122.200 121.480 121.980 +0.430 873 3,262 -117
Nov16 161026 122.550 124.430 122.330 123.930 +1.280 3,561 10,143 -628
Jan17 161026 117.785 118.980 117.480 118.350 +0.650 3,788 18,453 +293
Mar17 161026 114.885 116.000 114.635 115.450 +0.565 1,733 7,628 +282
Apr17 161026 114.580 115.500 114.300 115.180 +0.645 506 1,413 +133
May17 161026 114.050 115.000 113.930 114.635 +0.555 347 1,911 +93
Aug17 161026 115.000 115.785 114.650 115.650 +0.400 149 743 +32
Total Volume and Open Interest 10,963 43,557 +85
Lean Hogs(CME)
Dec16 161026 44.700 44.880 43.750 44.200 -0.430 15,837 131,809 -2,273
Feb17 161026 51.380 51.700 50.650 51.130 -0.250 6,073 45,086 +568
Apr17 161026 58.750 58.985 58.330 58.680 -0.055 3,079 32,722 +5
May17 161026 67.050 67.080 66.950 66.950 -0.025 5 589 +1
Jun17 161026 71.135 71.500 70.930 71.250 -0.180 1,181 11,526 +111
Jul17 161026 72.200 72.330 71.850 72.200 -0.100 620 3,462 +272
Aug17 161026 72.385 72.480 72.000 72.135 -0.065 272 2,953 +104
Oct17 161026 62.350 62.450 62.100 62.150 -0.135 88 960 +42
Total Volume and Open Interest 27,156 229,542 -1,169
Class III Milk(CME)
Oct16 161026 14.73 14.79 14.71 14.72 -0.01 273 4,509 -33
Nov16 161026 15.35 15.44 15.35 15.43 +0.03 127 4,771 +6
Dec16 161026 15.22 15.31 15.18 15.25 +0.05 83 4,421 +13
Jan17 161026 15.35 15.44 15.35 15.39 +0.03 39 2,633 +27
Feb17 161026 15.58 15.65 15.54 15.61 +0.03 57 2,474 +27
Mar17 161026 15.80 15.85 15.75 15.84 +0.03 36 2,282 +6
Apr17 161026 15.90 15.94 15.85 15.91 +0.03 58 2,173 +42
May17 161026 16.01 16.05 16.00 16.01 unch 35 2,056 +2
Jun17 161026 16.23 16.23 16.23 16.23 +0.03 22 1,843 -4
Jul17 161026 16.32 16.42 16.32 16.41 +0.02 24 1,084 +16
Aug17 161026 16.56 16.58 16.55 16.57 +0.02 10 1,011 +4
Sep17 161026 16.65 16.66 16.65 16.65 unch 5 1,004 +4
Oct17 161026 16.64 16.64 16.60 16.60 -0.02 60 718 +59
Total Volume and Open Interest 874 32,516 +210
Cocoa(ICE)
Dec16 161026 2749 2770 2731 2769 +34 10,523 85,340 -1,298
Mar17 161026 2647 2662 2632 2660 +22 8,931 111,041 +2,292
May17 161026 2625 2639 2612 2636 +19 1,523 26,211 -473
Jul17 161026 2622 2636 2609 2633 +19 647 14,961 -17
Sep17 161026 2616 2636 2615 2633 +20 468 7,540 +170
Dec17 161026 2612 2632 2612 2630 +21 47 5,816 +31
Mar18 161026 2623 2627 2623 2627 +21 26 7,578 +23
Total Volume and Open Interest 22,189 259,085 +750
Coffee "C"(ICE)
Dec16 161026 163.40 165.75 163.20 163.70 -0.80 15,253 95,642 -344
Mar17 161026 166.50 169.10 166.50 167.20 -0.70 6,188 55,635 +709
May17 161026 168.65 171.20 168.65 169.35 -0.65 3,356 26,124 +457
Jul17 161026 170.70 173.00 170.55 171.15 -0.65 1,047 8,381 -69
Sep17 161026 172.65 174.55 172.30 172.80 -0.60 262 5,522 +54
Dec17 161026 174.65 176.60 174.40 174.95 -0.55 163 7,010 +93
Total Volume and Open Interest 26,333 201,082 +924
Orange Juice(ICE)
Nov16 161026 207.70 211.40 207.70 210.10 +2.40 1,598 3,490 -910
Jan17 161026 205.25 208.60 205.25 207.60 +1.70 1,873 11,030 +781
Mar17 161026 205.65 206.00 205.05 205.65 +1.40 154 702 +30
May17 161026 203.15 204.00 202.55 203.25 +1.40 16 293 +12
Jul17 161026 200.00 201.35 199.40 201.35 +1.35 1 43 +1
Sep17 161026 200.85 200.85 200.85 200.85 +1.35      
Total Volume and Open Interest 3,642 15,560 -86
Sugar #11(ICE)
Mar17 161026 22.90 22.95 22.62 22.67 -0.26 54,976 470,893 +4,057
May17 161026 22.25 22.28 22.04 22.11 -0.17 18,338 137,764 +32
Jul17 161026 21.48 21.55 21.35 21.44 -0.10 9,547 114,771 +233
Oct17 161026 20.93 20.99 20.81 20.93 -0.04 6,041 72,559 +1,160
Mar18 161026 20.60 20.65 20.51 20.62 -0.01 2,060 32,391 +951
May18 161026 19.75 19.88 19.75 19.87 +0.02 1,023 10,274 +330
Jul18 161026 19.11 19.23 19.11 19.23 +0.03 737 6,542 +31
Oct18 161026 18.82 18.94 18.81 18.94 +0.05 445 6,676 +348
Total Volume and Open Interest 93,320 855,888 +7,250
London Cocoa(LCE)
Dec16 161026 2269 2279 2258 2277 +14 4,934 99,962 -105
Mar17 161026 2201 2201 2186 2199 +4 5,286 89,928 +19
May17 161026 2193 2195 2181 2194 +4 1,327 46,758 +157
Jul17 161026 2194 2196 2183 2196 +4 786 13,215 +42
Sep17 161026 2192 2193 2182 2193 +4 455 19,553 +195
Dec17 161026 2180 2181 2179 2181 +4 233 11,775 +107
Mar18 161026 2181 2181 2181 2181 +4 154 3,266 +136
Total Volume and Open Interest 13,192 284,601 +568
London Sugar(LCE)
Dec16 161026 596.50 599.20 593.40 595.70 -0.70 3,409 32,787 -147
Mar17 161026 593.90 595.10 590.50 590.80 -3.10 2,079 25,653 +348
May17 161026 585.50 586.50 583.00 583.50 -2.60 772 16,831 +6
Aug17 161026 571.90 572.10 569.60 570.30 -1.80 346 7,165 -5
Oct17 161026 550.80 551.00 549.40 549.60 -1.10 739 9,183 +362
Total Volume and Open Interest 7,921 94,522 +562
Cotton(ICE)
Dec16 161026 68.23 69.88 68.22 69.26 +0.77 11,586 144,362 +123
Mar17 161026 69.00 70.36 68.73 69.87 +0.85 4,147 77,161 +1,480
May17 161026 69.32 70.79 69.24 70.30 +0.76 1,021 14,880 +781
Jul17 161026 69.50 70.92 69.48 70.42 +0.69 257 8,262 +86
Oct17 161026 69.74 69.74 69.74 69.74 +0.59      
Dec17 161026 68.45 69.60 68.45 69.23 +0.54 169 14,609 +92
Total Volume and Open Interest 17,239 260,404 +2,573
Lumber(CME)
Nov16 161026 306.7 308.7 305.9 307.2 +0.1 381 1,139 -179
Jan17 161026 318.3 318.6 316.3 316.7 -2.1 326 2,353 +43
Mar17 161026 325.6 325.7 324.2 324.2 -3.0 4 306 -1
May17 161026 329.0 329.0 327.9 327.9 -1.1 0 74 +0
Total Volume and Open Interest 711 3,894 -137
Crude Oil(NYM)
Dec16 161026 49.31 50.10 48.87 49.18 -0.78 623,398 491,365 -6,280
Jan17 161026 49.96 50.69 49.51 49.83 -0.77 185,174 244,574 +4,065
Feb17 161026 50.48 51.27 50.14 50.45 -0.76 71,349 103,555 +3,024
Mar17 161026 51.18 51.82 50.73 51.02 -0.76 55,318 194,525 -590
Apr17 161026 51.69 52.28 51.24 51.50 -0.78 27,540 61,134 +3,735
May17 161026 52.19 52.70 51.62 51.89 -0.80 14,478 48,005 +2,119
Jun17 161026 52.49 53.01 51.94 52.19 -0.82 30,738 141,875 -989
Jul17 161026 52.61 53.26 52.35 52.43 -0.84 2,988 40,533 +221
Aug17 161026 52.88 53.44 52.55 52.62 -0.86 1,508 28,743 +137
Sep17 161026 53.02 53.63 52.69 52.80 -0.86 3,170 44,754 +196
Oct17 161026 53.23 53.77 52.88 52.96 -0.86 1,400 23,224 -132
Nov17 161026 53.48 53.48 53.13 53.13 -0.86 1,476 22,728 +405
Dec17 161026 53.75 54.21 53.12 53.32 -0.87 23,371 171,713 +342
Jan18 161026 53.52 53.52 53.43 53.43 -0.87 570 19,580 +380
Feb18 161026 53.54 54.99 53.54 53.54 -0.87 16 6,984 +3
Mar18 161026 53.66 54.80 53.66 53.66 -0.86 323 19,139 +102
Total Volume and Open Interest 1,047,748 1,807,098 +7,860
e-miNY Crude Oil(NYM)
Dec16 161026 49.300 50.100 48.875 49.175 -0.775 9,619 2,106 -134
Jan17 161026 49.975 50.675 49.575 49.825 -0.775 245 482 -7
Feb17 161026 50.650 51.250 50.250 50.450 -0.750 30 173 +13
Mar17 161026 51.200 51.600 50.875 51.025 -0.750 9 228 +4
Apr17 161026 52.000 52.250 51.500 51.500 -0.775 2 144 +1
May17 161026 51.900 53.000 51.900 51.900 -0.800 38 33 +2
Jun17 161026 52.450 52.775 52.150 52.200 -0.800 40 72 -4
Jul17 161026 52.425 53.800 52.425 52.425 -0.850 2 82 +0
Aug17 161026 53.125 53.125 52.625 52.625 -0.850 0 141 +0
Sep17 161026 52.800 54.875 52.800 52.800 -0.850 0 49 +0
Total Volume and Open Interest 9,991 3,695 -121
NY Harbor ULSD(NYM)
Nov16 161026 155.03 157.35 154.00 155.11 -1.20 23,061 34,809 -4,941
Dec16 161026 156.91 159.09 155.70 156.74 -1.33 52,023 96,559 +1,796
Jan17 161026 158.61 160.88 157.61 158.60 -1.38 23,514 79,898 -1,115
Feb17 161026 160.00 162.15 159.06 160.07 -1.38 12,547 35,260 +992
Mar17 161026 160.68 162.77 159.75 160.72 -1.41 9,990 39,922 +37
Apr17 161026 160.33 162.73 159.90 160.71 -1.45 4,505 24,614 +1,134
May17 161026 160.59 163.02 160.45 161.08 -1.51 2,440 14,533 +582
Jun17 161026 161.58 163.63 160.89 161.51 -1.58 3,875 30,509 +220
Jul17 161026 162.18 164.52 162.00 162.37 -1.61 614 4,206 +50
Aug17 161026 163.28 165.30 163.08 163.44 -1.61 394 3,855 +11
Sep17 161026 164.47 166.52 164.29 164.60 -1.61 629 4,295 +179
Oct17 161026 165.60 167.56 165.34 165.69 -1.61 465 2,407 -26
Nov17 161026 168.50 168.50 166.51 166.69 -1.61 525 2,629 +20
Dec17 161026 167.46 169.56 167.08 167.62 -1.59 1,814 27,019 +410
Total Volume and Open Interest 136,947 411,701 -552
RBOB Gasoline(NYM)
Nov16 161026 148.20 149.57 146.01 148.31 -1.74 33,388 45,571 -5,983
Dec16 161026 146.75 148.42 144.82 147.12 -1.47 54,953 144,363 +1,190
Jan17 161026 146.48 148.52 145.09 147.19 -1.39 24,076 82,930 -772
Feb17 161026 148.19 149.97 146.65 148.62 -1.41 9,026 26,349 +510
Mar17 161026 150.19 152.23 149.03 150.82 -1.52 5,529 34,914 +105
Apr17 161026 168.77 170.37 167.43 168.97 -1.65 3,273 24,563 +60
May17 161026 169.66 171.39 168.92 170.27 -1.72 2,287 12,670 +315
Jun17 161026 170.14 171.63 168.80 170.10 -1.79 1,555 15,904 +101
Jul17 161026 168.66 169.07 168.66 169.07 -1.81 547 4,680 +107
Aug17 161026 166.82 167.22 166.82 167.22 -1.81 696 3,422 -104
Total Volume and Open Interest 136,783 426,704 -4,511
e-miNY RBOB Gasoline(NYM)
Nov16 161026 148.30 150.60 148.30 148.30 -1.75 0 1 +0
Dec16 161026 147.12 147.12 147.12 147.12 -1.47      
Jan17 161026 147.20 147.20 147.19 147.20 -1.38      
Feb17 161026 148.62 148.62 148.62 148.62 -1.41      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Nov16 161026 2.757 2.776 2.627 2.731 -0.043 162,042 27,651 -15,693
Dec16 161026 3.131 3.136 2.972 3.036 -0.113 140,310 197,386 +8,833
Jan17 161026 3.292 3.302 3.119 3.187 -0.129 53,691 230,771 -1,103
Feb17 161026 3.305 3.315 3.133 3.198 -0.133 16,170 58,578 +2,492
Mar17 161026 3.275 3.284 3.105 3.167 -0.131 30,220 145,697 +2,280
Apr17 161026 3.108 3.121 2.960 3.011 -0.124 24,462 106,320 -1,390
May17 161026 3.094 3.103 2.949 2.996 -0.125 10,068 53,291 +963
Jun17 161026 3.130 3.130 2.979 3.024 -0.126 2,972 33,761 +370
Jul17 161026 3.149 3.153 3.010 3.054 -0.123 4,667 28,030 -622
Aug17 161026 3.148 3.148 3.008 3.052 -0.124 4,076 22,590 +85
Sep17 161026 3.135 3.135 2.991 3.034 -0.126 2,869 21,439 -803
Oct17 161026 3.129 3.129 3.009 3.052 -0.127 6,278 55,682 -334
Nov17 161026 3.204 3.204 3.056 3.099 -0.128 3,222 22,755 +6
Dec17 161026 3.339 3.339 3.203 3.247 -0.125 1,997 23,801 -662
Jan18 161026 3.427 3.428 3.301 3.342 -0.116 3,162 18,947 -708
Feb18 161026 3.400 3.400 3.278 3.314 -0.114 1,111 7,337 +305
Total Volume and Open Interest 472,963 1,163,228 -4,702
Brent Crude Oil(ICE)
Dec16 161026 50.26 50.69 49.65 49.98 -0.81 277,239 226,106 -24,268
Jan17 161026 51.26 51.80 50.75 51.04 -0.75 219,038 497,694 +24,285
Feb17 161026 51.91 52.54 51.50 51.75 -0.76 75,982 204,310 +3,386
Mar17 161026 52.59 53.18 52.15 52.37 -0.78 53,535 211,212 +1,502
Apr17 161026 53.14 53.74 52.67 52.89 -0.81 25,098 89,909 -1,018
May17 161026 53.61 54.19 53.14 53.34 -0.83 18,848 78,958 +2,873
Jun17 161026 53.99 54.58 53.49 53.70 -0.85 47,631 188,481 -178
Jul17 161026 54.36 54.87 53.86 54.01 -0.87 4,684 41,425 +503
Aug17 161026 54.64 55.13 54.13 54.25 -0.89 6,072 31,066 +945
Sep17 161026 54.55 55.25 54.46 54.46 -0.90 6,024 57,019 +1,374
Oct17 161026 54.96 54.96 54.66 54.66 -0.91 1,442 25,170 -52
Nov17 161026 54.86 54.86 54.86 54.86 -0.91 1,738 22,309 -124
Dec17 161026 55.46 55.99 54.91 55.04 -0.92 34,123 216,826 -563
Jan18 161026 55.24 55.24 55.24 55.24 -0.91 491 20,908 +77
Total Volume and Open Interest 783,287 2,220,768 +8,476
Gas Oil(ICE)
Nov16 161026 458.50 465.00 455.50 461.75 -0.75 36,708 151,821 -5,053
Dec16 161026 459.25 465.50 456.00 462.25 -1.00 71,443 215,529 -774
Jan17 161026 462.50 468.50 459.25 465.00 -1.25 30,477 126,692 +4,616
Feb17 161026 465.50 471.75 462.75 468.50 -1.25 10,566 52,527 +1,003
Mar17 161026 468.50 474.75 465.75 471.25 -1.50 11,620 46,955 +1,006
Apr17 161026 471.50 477.00 468.75 474.00 -1.50 2,556 28,619 +168
May17 161026 474.50 479.75 471.50 476.75 -1.25 1,954 20,454 +105
Jun17 161026 476.25 482.00 473.75 479.00 -1.50 8,825 56,537 -475
Jul17 161026 480.00 485.50 477.25 482.50 -1.25 689 17,948 +213
Aug17 161026 483.00 488.50 481.00 485.50 -1.25 1,046 12,733 -139
Total Volume and Open Interest 185,601 917,905 +1,623
Ethanol(CBOT)
Nov16 161026 1.595 1.643 1.571 1.602 +0.002 610 588 -525
Dec16 161026 1.535 1.588 1.512 1.547 +0.011 730 2,932 +420
Jan17 161026 1.491 1.505 1.491 1.505 +0.011 185 1,020 +101
Feb17 161026 1.490 1.508 1.475 1.508 +0.011 48 282 +10
Mar17 161026 1.524 1.524 1.508 1.524 +0.011 55 252 +27
Apr17 161026 1.549 1.549 1.549 1.549 +0.011 0 234 +0
May17 161026 1.556 1.556 1.556 1.556 +0.011 0 5 +0
Jun17 161026 1.556 1.556 1.556 1.556 +0.011      
Total Volume and Open Interest 1,628 5,319 +33
WTI Crude Oil(ICE)
Dec16 161026 49.28 50.09 48.87 49.18 -0.78 84,582 101,599 -2,829
Jan17 161026 49.89 50.67 49.54 49.83 -0.77 69,857 98,135 +7,526
Feb17 161026 50.51 51.25 50.17 50.45 -0.76 22,690 39,213 +1,580
Mar17 161026 51.09 51.80 50.72 51.02 -0.76 11,738 37,699 +1,123
Apr17 161026 51.61 52.27 51.26 51.50 -0.78 5,157 12,509 -567
May17 161026 52.07 52.64 51.70 51.89 -0.80 3,109 8,372 +38
Jun17 161026 52.60 52.98 51.99 52.19 -0.82 8,103 45,746 +113
Jul17 161026 52.84 53.10 52.39 52.43 -0.84 585 7,227 +39
Aug17 161026 53.06 53.06 52.62 52.62 -0.86 270 4,146 -59
Sep17 161026 52.80 52.80 52.80 52.80 -0.86 324 14,558 +100
Oct17 161026 52.96 52.96 52.96 52.96 -0.86 198 4,101 -28
Nov17 161026 53.13 53.13 53.13 53.13 -0.86 74 1,429 +13
Dec17 161026 53.61 54.15 53.16 53.32 -0.87 4,025 82,694 +344
Jan18 161026 53.43 53.43 53.43 53.43 -0.87 51 982 +14
Feb18 161026 53.54 53.54 53.54 53.54 -0.87 0 607 +0
Mar18 161026 53.66 53.66 53.66 53.66 -0.86 0 3,493 +0
Total Volume and Open Interest 211,545 532,183 +7,448
US Dollar Index(ICE)
Dec16 161026 98.710 98.815 98.315 98.610 -0.073 15,328 81,963 +1,970
Mar17 161026 98.610 98.720 98.235 98.520 -0.073 244 4,300 +49
Jun17 161026 98.575 98.575 98.155 98.435 -0.073 38 254 -8
Total Volume and Open Interest 15,610 86,625 +2,011
Australian Dollar(CME)
Dec16 161026 76.37 76.99 76.15 76.29 -0.05 58,011 121,172 -1,046
Mar17 161026 76.20 76.83 76.13 76.14 -0.06 52 1,664 +3
Jun17 161026 76.05 76.52 75.98 75.98 -0.05 1 30 +1
Total Volume and Open Interest 58,064 122,869 -1,042
British Pound(CME)
Dec16 161026 121.96 122.62 121.66 122.36 +0.35 70,368 258,858 +1,872
Mar17 161026 122.14 122.83 121.92 122.60 +0.35 939 3,557 +69
Jun17 161026 122.80 123.01 122.28 122.85 +0.35 350 585 +150
Total Volume and Open Interest 71,657 263,182 +2,091
Canadian Dollar(CME)
Dec16 161026 74.91 75.14 74.74 74.82 -0.13 72,833 109,816 +6,013
Mar17 161026 74.97 75.19 74.82 74.88 -0.13 803 2,531 +123
Jun17 161026 75.07 75.23 74.89 74.95 -0.12 115 336 +28
Sep17 161026 75.14 75.28 74.99 75.01 -0.12 1 227 +1
Total Volume and Open Interest 73,765 113,040 +6,175
Japanese Yen(CME)
Dec16 161026 96.12 96.31 95.75 95.82 -0.29 83,825 159,674 +3,284
Mar17 161026 96.51 96.67 96.13 96.20 -0.29 166 2,532 -13
Jun17 161026 96.99 97.03 96.64 96.66 -0.28 0 139 +0
Total Volume and Open Interest 83,991 162,375 +3,271
Swiss Franc(CME)
Dec16 161026 100.87 101.25 100.68 100.92 +0.08 16,471 65,975 -1,080
Mar17 161026 101.57 101.75 101.24 101.46 +0.09 1 79 +0
Jun17 161026 102.07 102.19 102.07 102.07 +0.08 0 17 +0
Total Volume and Open Interest 16,472 66,075 -1,080
EuroFX(CME)
Dec16 161026 109.13 109.70 108.98 109.32 +0.18 115,649 428,559 +7,632
Mar17 161026 109.51 110.13 109.43 109.76 +0.18 226 10,436 +42
Jun17 161026 110.31 110.60 109.99 110.27 +0.19 45 1,193 -22
Total Volume and Open Interest 115,926 440,292 +7,652
Mexican Peso(CME)
Nov16 161026 534.25 534.25 534.25 534.25 -4.50 0 5 +0
Dec16 161026 537.25 537.38 530.63 532.25 -4.50 35,054 114,308 -3,902
Total Volume and Open Interest 36,620 140,599 -2,374
Brazilian Real(CME)
Nov16 161026 322.70 322.70 316.90 317.55 -4.10 1,457 25,875 -480
Dec16 161026 318.35 320.40 314.30 314.90 -4.05 625 4,354 +383
Jan17 161026 312.00 312.00 312.00 312.00 -4.05      
Feb17 161026 309.05 309.05 309.05 309.05 -3.85      
Total Volume and Open Interest 2,082 30,229 -97
30-Year T-Bonds(CBOT)
Dec16 161026 164~230 165~050 163~190 163~300 -0~240 191,147 555,786 +9,734
Mar17 161026 163~130 163~210 162~150 162~170 -0~240 109 285 +60
Jun17 161026 161~210 161~210 161~210 161~210 -0~240      
Total Volume and Open Interest 191,256 556,071 +9,794
10-Year T-Notes(CBOT)
Dec16 161026 130~060 130~095 129~275 129~300 -0~075 807,829 2,899,251 +12,643
Mar17 161026 129~165 129~165 129~110 129~125 -0~080 905 9,318 +436
Jun17 161026 129~045 129~045 129~045 129~045 -0~080      
Total Volume and Open Interest 808,734 2,908,569 +13,079
5-Year T-Notes(CBOT)
Dec16 161026 120~304 121~000 120~252 120~266 -0~034 413,229 2,729,938 -9,506
Mar17 161026 120~156 120~160 120~156 120~160 -0~040 1,477 10,871 +1,464
Jun17 161026 120~160 120~160 120~160 120~160 -0~040      
Total Volume and Open Interest 414,706 2,740,809 -8,042
2 Year T-Notes(CBOT)
Dec16 161026 109~020 109~022 109~004 109~010 -0~006 160,049 1,240,275 -14,628
Mar17 161026 108~282 108~286 108~282 108~284 -0~006 556 4,156 +348
Jun17 161026 108~284 108~284 108~284 108~284 -0~006      
Total Volume and Open Interest 160,605 1,244,431 -14,280
Eurodollars(CME)
Dec16 161026 99.045 99.045 99.035 99.035 -0.010 167,844 1,643,901 -32,273
Mar17 161026 99.005 99.010 98.995 99.000 -0.010 118,955 1,328,357 +4,673
Jun17 161026 98.955 98.955 98.940 98.945 -0.010 129,730 1,303,560 +18,246
Sep17 161026 98.910 98.915 98.890 98.900 -0.010 105,979 1,000,964 +240
Dec17 161026 98.860 98.865 98.835 98.845 -0.015 176,654 1,492,982 -7,979
Mar18 161026 98.830 98.835 98.800 98.810 -0.020 96,797 716,045 -3,251
Jun18 161026 98.785 98.795 98.760 98.770 -0.020 85,141 567,316 -524
Sep18 161026 98.750 98.755 98.715 98.725 -0.025 82,095 430,837 +270
Dec18 161026 98.700 98.710 98.665 98.670 -0.030 77,405 679,497 -6,361
Mar19 161026 98.675 98.675 98.635 98.640 -0.030 55,392 430,920 +480
Jun19 161026 98.635 98.640 98.590 98.600 -0.030 58,224 398,856 -12,539
Sep19 161026 98.590 98.600 98.545 98.555 -0.035 42,474 293,340 -288
Dec19 161026 98.545 98.550 98.495 98.500 -0.040 57,558 359,554 +2,834
Mar20 161026 98.505 98.515 98.460 98.465 -0.040 30,868 154,809 +2,112
Jun20 161026 98.465 98.470 98.415 98.420 -0.040 22,240 112,635 -3,406
Sep20 161026 98.425 98.430 98.370 98.375 -0.045 25,107 102,924 +1,459
Dec20 161026 98.375 98.380 98.320 98.325 -0.045 20,250 121,768 +2,694
Mar21 161026 98.330 98.340 98.275 98.280 -0.050 16,058 63,104 +865
Total Volume and Open Interest 1,437,772 11,582,817 -18,456
Ultra T-Bond(CBOT)
Dec16 161026 178~17 179~07 177~01 177~14 -1~01 72,594 622,437 +2,879
Mar17 161026 176~21 176~21 176~21 176~21 -1~00 1,439 4,139 +1,391
Jun17 161026 175~31 175~31 175~31 175~31 -1~00      
Total Volume and Open Interest 74,033 626,576 +4,270
Ultra 10-Yr T-Note(CBOT)
Dec16 161026 142~150 142~205 141~295 142~015 -0~120 47,376 233,474 +85
Mar17 161026 141~265 141~265 141~265 141~265 -0~120      
Jun17 161026 141~265 141~265 141~265 141~265 -0~120      
Total Volume and Open Interest 47,376 233,474 +85
30 Day Federal Funds(CBOT)
Oct16 161026 99.603 99.605 99.603 99.605 unch 2,786 296,534 -274
Nov16 161026 99.585 99.585 99.580 99.585 unch 5,596 251,240 -3,839
Dec16 161026 99.490 99.495 99.490 99.495 unch 9,161 98,787 -863
Jan17 161026 99.410 99.420 99.410 99.415 unch 17,271 170,478 +1,027
Feb17 161026 99.400 99.405 99.400 99.400 unch 4,908 79,568 -11
Mar17 161026 99.375 99.380 99.375 99.380 +0.005 3,285 36,448 -1,528
Total Volume and Open Interest 72,402 1,162,546 +3,922
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 161025 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 161025 99.99 99.99 99.99 99.99 unch      
Jun17 161025 99.99 99.99 99.99 99.99 unch      
Sep17 161025 99.99 99.99 99.99 99.99 unch      
Dec17 161025 99.99 99.99 99.99 99.99 unch      
Mar18 161025 100.00 100.00 100.00 100.00 unch      
Jun18 161025 99.86 99.86 99.86 99.86 unch      
Sep18 161025 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161025 151.77 151.90 151.71 151.90 +0.14 1,179 14,447 +209
Mar17 161025 151.84 151.84 151.84 151.84 +0.14      
Jun17 161025 151.84 151.84 151.84 151.84 +0.14      
Total Volume and Open Interest 1,179 14,447 +209
Euro-Buxl(EUREX)
Dec16 161026 184.88 185.52 181.50 181.98 -3.06 30,744 179,805 +19,191
Mar17 161026 183.04 183.74 180.20 180.28 -3.06 291 1,838 +62
Jun17 161026 179.20 179.20 178.68 178.68 -3.06 2 3 +1
Total Volume and Open Interest 31,037 181,646 +19,254
Euro-Bund(EUREX)
Dec16 161026 163.90 164.06 162.89 163.04 -0.98 555,696 1,770,011 +284,914
Mar17 161026 166.19 166.23 165.08 165.20 -1.11 7,976 102,852 +11,949
Jun17 161026 162.50 162.50 162.50 162.50 -0.98      
Total Volume and Open Interest 563,672 1,872,863 +296,862
Euro-Bobl(EUREX)
Dec16 161026 131.55 131.60 131.28 131.35 -0.26 328,271 1,273,733 +127,600
Mar17 161026 133.16 133.16 132.99 132.99 -0.31 5,128 35,069 +2,016
Jun17 161026 131.60 131.60 131.60 131.60 -0.26      
Total Volume and Open Interest 333,399 1,308,802 +129,616
Euro-Schatz(EUREX)
Dec16 161026 112.04 112.06 112.00 112.03 -0.03 157,084 1,155,478 +60,243
Mar17 161026 112.02 112.04 112.02 112.04 -0.03 0 41 +0
Jun17 161026 112.03 112.03 112.03 112.03 -0.03      
Total Volume and Open Interest 157,084 1,155,519 +60,243
3-Mth Euribor(EUREX)
Dec16 161026 100.305 100.305 100.305 100.305 -0.005 127 3,218 +0
Mar17 161026 100.295 100.300 100.295 100.300 unch 5 3,285 +0
Jun17 161026 100.295 100.295 100.295 100.295 -0.005 57 33,956 +0
Total Volume and Open Interest 758 74,855 -7
Long Gilt(LIFFE)
Dec16 161026 126~26 126~28 125~29 126~03 -0~27 149,939 689,886 +5,303
Mar17 161026 126~17 126~17 126~17 126~17 -0~27      
Total Volume and Open Interest 149,939 689,886 +5,303
3-Mth Short Sterling(LIFFE)
Dec16 161026 99.60 99.61 99.59 99.59 -0.01 27,288 477,677 -781
Mar17 161026 99.59 99.60 99.57 99.58 -0.02 47,612 368,225 -493
Jun17 161026 99.57 99.58 99.55 99.56 -0.03 54,647 353,433 -19
Sep17 161026 99.55 99.56 99.53 99.53 -0.04 50,730 307,188 +6,398
Dec17 161026 99.52 99.53 99.49 99.50 -0.05 38,163 360,232 +2,906
Mar18 161026 99.50 99.50 99.45 99.47 -0.05 41,342 238,528 +4,621
Total Volume and Open Interest 474,148 2,959,853 +17,493
3-Mth Euribor(LIFFE)
Dec16 161026 100.310 100.310 100.305 100.305 -0.005 41,722 403,567 -3,227
Mar17 161026 100.300 100.305 100.295 100.300 unch 79,315 438,152 +13,321
Jun17 161026 100.295 100.300 100.290 100.295 -0.005 52,020 412,827 +1,703
Total Volume and Open Interest 451,804 3,186,120 +10,210
3-Mth Aus T-Bills(SFE)
Dec16 161026 98.24 98.25 98.21 98.23 -0.01 24,145 177,715 +6,403
Mar17 161026 98.27 98.27 98.22 98.25 -0.02 21,497 224,164 +4,274
Jun17 161026 98.27 98.28 98.22 98.25 -0.02 9,252 209,666 +222
Sep17 161026 98.25 98.26 98.21 98.23 -0.03 9,556 141,130 -636
Dec17 161026 98.24 98.24 98.19 98.21 -0.04 6,561 152,595 +3,792
Mar18 161026 98.20 98.21 98.15 98.18 -0.03 2,448 81,511 -73
Jun18 161026 98.17 98.17 98.12 98.14 -0.03 1,412 60,527 +75
Sep18 161026 98.13 98.13 98.07 98.10 -0.03 2,254 29,670 -318
Dec18 161026 98.08 98.08 98.02 98.05 -0.03 230 7,049 +86
Mar19 161026 98.01 98.01 98.01 98.01 -0.03 310 3,661 +128
Total Volume and Open Interest 77,665 1,089,809 +13,953
10-Year Aus T-Bonds(SFE)
Dec16 161026 97.75 97.78 97.72 97.76 +0.01 82,659 886,614 +3,640
Mar17 161026 97.76 97.76 97.76 97.76 +0.01      
Total Volume and Open Interest 82,659 886,614 +3,640
3-Year Aus T-Bonds(SFE)
Dec16 161026 98.30 98.33 98.26 98.28 -0.03 121,920 999,183 +17,253
Mar17 161026 98.28 98.28 98.28 98.28 -0.03      
Total Volume and Open Interest 121,920 999,183 +17,253
Gold(CMX)
Oct16 161026 1274.0 1274.0 1264.8 1264.8 -7.1 42 324 +26
Dec16 161026 1274.0 1277.2 1265.1 1266.6 -7.0 156,822 373,092 +3,004
Feb17 161026 1277.9 1280.5 1268.8 1270.3 -7.0 18,792 55,276 +3,112
Apr17 161026 1282.4 1283.7 1272.4 1273.5 -7.0 4,943 16,011 +749
Jun17 161026 1285.2 1286.4 1275.9 1276.6 -7.0 7,355 24,990 -602
Aug17 161026 1289.0 1289.0 1279.5 1279.5 -7.0 2,086 8,219 -129
Oct17 161026 1292.6 1292.6 1281.0 1282.2 -7.0 620 2,192 +54
Dec17 161026 1295.4 1295.4 1284.9 1284.9 -7.0 1,915 13,991 +253
Feb18 161026 1287.6 1287.6 1277.8 1287.6 -7.0 27 176 +2
Apr18 161026 1290.0 1290.0 1290.0 1290.0 -7.0 0 3 +0
Jun18 161026 1292.3 1292.3 1281.3 1292.3 -7.0 77 4,174 -19
Aug18 161026 1295.3 1295.3 1295.3 1295.3 -7.0      
Total Volume and Open Interest 193,259 506,768 +6,185
Silver(CMX)
Dec16 161026 1777.0 1787.0 1757.5 1762.6 -15.4 62,957 148,348 -564
Mar17 161026 1789.0 1797.5 1768.5 1773.9 -15.6 6,144 30,659 +2,142
May17 161026 1800.5 1801.0 1777.5 1780.1 -15.8 221 2,795 +64
Jul17 161026 1785.7 1795.5 1785.7 1785.7 -16.4 113 3,761 +69
Sep17 161026 1792.1 1798.0 1792.1 1792.1 -16.6 5 666 +0
Dec17 161026 1814.0 1814.0 1796.0 1800.6 -16.9 73 4,122 -16
Mar18 161026 1807.9 1807.9 1807.9 1807.9 -16.9 0 12 +0
Total Volume and Open Interest 69,760 193,979 +1,650
Platinum(NYMEX)
Oct16 161026 960.5 960.5 932.7 960.5 -1.4 6 18 -102
Jan17 161026 964.3 971.9 958.0 964.0 -0.9 13,335 65,264 -63
Apr17 161026 968.5 974.3 964.5 968.0 -0.9 206 5,678 +29
Jul17 161026 972.8 973.8 971.1 971.1 -0.9 0 36 +0
Total Volume and Open Interest 13,574 71,181 -119
Palladium(NYMEX)
Dec16 161026 634.50 639.60 618.20 620.95 -13.90 4,785 20,535 -263
Mar17 161026 635.00 641.15 619.90 622.75 -13.95 102 1,394 +25
Jun17 161026 624.55 624.55 624.55 624.55 -13.95 0 32 +0
Total Volume and Open Interest 4,887 21,965 -238
Copper(CMX)
Dec16 161026 213.90 214.90 212.65 214.55 +0.70 50,709 141,729 +576
Mar17 161026 214.80 216.05 213.95 215.75 +0.80 9,357 55,864 +701
May17 161026 215.20 216.55 214.90 216.35 +0.75 3,153 9,089 +340
Jul17 161026 215.70 217.05 215.65 216.80 +0.75 1,198 4,342 +606
Sep17 161026 217.00 217.30 216.60 217.30 +0.75 15 1,582 -3
Total Volume and Open Interest 65,034 222,194 +2,219
E-mini DJIA Index(CBOT)
Dec16 161026 18073 18156 17975 18128 +31 111,904 117,243 +1,231
Mar17 161026 17999 18088 17920 18069 +33 140 788 +21
Jun17 161026 18000 18000 17993 17993 +33 0 5 +0
Sep17 161026 17908 17908 17908 17908 +33      
Total Volume and Open Interest 112,044 118,036 +1,252
S & P 500(CME)
Dec16 161026 2134.00 2134.80 2128.50 2134.10 -3.90 4,810 80,447 +2,336
Mar17 161026 2122.50 2134.60 2118.50 2128.70 -3.90 2 165 +2
Jun17 161026 2123.60 2129.50 2113.40 2123.60 -3.90 0 60 +0
Sep17 161026 2118.60 2124.50 2108.40 2118.60 -3.90      
Total Volume and Open Interest 4,812 80,672 +2,338
S & P 500 E-Mini(Globex)
Dec16 161026 2135.25 2140.00 2124.75 2134.00 -4.00 1,010,790 2,984,151 +15,254
Mar17 161026 2129.00 2134.50 2119.75 2128.75 -3.75 1,231 19,420 +168
Jun17 161026 2124.25 2124.25 2122.50 2123.50 -4.00 15 799 -3
Sep17 161026 2118.50 2118.60 2117.25 2118.50 -4.00 0 17 +0
Total Volume and Open Interest 1,012,036 3,004,417 +15,419
NASDAQ 100 E-Mini(Globex)
Dec16 161026 4874.00 4881.80 4839.50 4853.80 -32.20 182,257 314,335 +16,029
Mar17 161026 4873.50 4879.80 4839.30 4852.30 -32.00 466 526 +8
Jun17 161026 4846.30 4875.00 4846.30 4846.30 -32.00 0 10 +0
Total Volume and Open Interest 182,723 314,877 +16,037
S&P Midcap 400(CME) e-Mini
Dec16 161026 1519.90 1520.00 1508.30 1511.80 -7.70 12,450 83,677 +258
Mar17 161026 1509.30 1527.50 1509.30 1509.30 -7.70 1 2 +0
Jun17 161026 1499.60 1499.60 1499.60 1499.60 -7.70      
Total Volume and Open Interest 12,451 83,679 +258
Volatility Index(CBOE)
Oct16 161019 15.75 15.90 15.20 15.20 -0.48 78,748 81,232 -16,952
Nov16 161026 15.20 15.75 15.18 15.63 +0.40 65,641 240,421 -5,034
Dec16 161026 16.20 16.52 16.15 16.48 +0.25 34,176 102,239 +2,733
Jan17 161026 17.55 17.85 17.50 17.83 +0.25 11,398 40,876 +2,986
Total Volume and Open Interest 122,194 441,628 +2,187
Russell 2000(ICE)
Dec16 161026 1212.90 1214.80 1199.00 1202.00 -12.10 67,366 335,638 +834
Mar17 161026 1206.50 1206.50 1193.60 1197.00 -12.60 19 290 +15
Jun17 161026 1193.00 1193.00 1193.00 1193.00 -12.60 0 170 +0
Total Volume and Open Interest 67,385 336,237 +849
Nikkei 225(CME)
Dec16 161026 17350 17410 17290 17385 +5 9,557 33,608 -148
Mar17 161026 17395 17425 17395 17395 +5 5 33 -1
Total Volume and Open Interest 9,562 33,641 -149
Nikkei 225(SGX)
Dec16 161026 17340 17360 17305 17360 -15 48,154 186,013 -2,717
Mar17 161026 17335 17335 17275 17320 -20 322 4,239 +29
Jun17 161025 17215 17215 17215 17215 +145      
Total Volume and Open Interest 70,754 200,370 +12,692
Nikkei 225(CME) Yen
Dec16 161026 17330 17385 17265 17365 +15 30,098 54,230 +1,064
Mar17 161026 17300 17330 17290 17315 +15 9 88 +9
Jun17 161026 17185 17185 17185 17185 +15      
Total Volume and Open Interest 30,107 54,318 +1,073
Nikkei 225(CME) e-Mini Yen
Dec16 161026 17360 17370 17360 17360 +10 3 11 +1
Mar17 161026 17310 17315 17310 17310 +10      
Jun17 161026 17180 17185 17180 17180 +10      
Total Volume and Open Interest 3 11 +1
CAC 40(EURONEXT)
Nov16 161026 4531.0 4538.0 4493.0 4532.0 -6.5 66,071 286,368 +5,607
Dec16 161026 4517.0 4530.5 4488.0 4526.0 -6.5 395 22,314 -548
Jan17 161026 4518.0 4518.0 4518.0 4518.0 -6.5      
Total Volume and Open Interest 66,466 308,746 +5,059
Hang Seng Index(HKFE)
Oct16 161026 23614 23622 23288 23314 -300 143,892 127,527 -10,684
Nov16 161026 23611 23611 23274 23302 -303 28,359 30,220 +19,993
Dec16 161026 23613 23613 23295 23320 -304 788 12,890 -285
Total Volume and Open Interest 173,258 172,629 +9,124
DAX(EUREX)
Dec16 161026 10770.0 10770.0 10625.0 10705.0 -38.5 64,385 161,091 +28,147
Mar17 161026 10765.5 10765.5 10637.0 10702.0 -38.5 44 3,553 +1,052
Jun17 161026 10732.0 10732.0 10711.5 10728.0 -38.0 0 178 +2
Total Volume and Open Interest 64,429 164,822 +29,201
Mini-DAX(EUREX)
Dec16 161026 10764.0 10766.0 10626.0 10705.0 -38.5 18,213 13,591 +2,293
Mar17 161026 10740.0 10740.0 10635.0 10702.0 -38.5 32 1,405 +557
Jun17 161026 10738.0 10738.0 10705.0 10728.0 -38.0 3 47 +18
Total Volume and Open Interest 18,248 15,043 +2,868
FT-SE 100(EURONEXT)
Dec16 161026 6974.00 6975.00 6885.50 6927.00 -56.50 109,115 775,493 -5,213
Mar17 161026 6840.00 6865.00 6840.00 6865.00 -55.00 9 1,831 +4
Jun17 161026 6793.00 6793.00 6793.00 6793.00 -58.50      
Total Volume and Open Interest 109,124 777,324 -5,209
SPI 200(SFE)
Dec16 161026 5424.0 5431.0 5315.0 5332.0 -91.0 32,562 293,150 +4,018
Mar17 161026 5281.0 5282.0 5274.0 5282.0 -92.0 7 1,583 +2
Jun17 161026 5268.0 5268.0 5268.0 5268.0 -92.0 0 1,397 +0
Total Volume and Open Interest 32,601 296,741 +3,993
FTSE MIB(ISE)
Dec16 161026 17160.00 17270.00 17075.00 17234.00 +74.00 22,948 41,407 -677
Mar17 161026 17080.00 17219.00 17080.00 17219.00 +74.00 22 370 +12
Jun17 161026 16787.00 16787.00 16787.00 16787.00 +74.00      
Total Volume and Open Interest 22,970 41,777 -665
KOSPI 200(KFE)
Dec16 161026 259.00 259.05 254.40 255.70 -3.10 113,070 128,763 -440
Mar17 161026 256.00 256.00 251.65 252.80 -3.25 341 6,088 +92
Jun17 161026 253.60 253.60 253.60 253.60 -3.10 2 1,148 +1
Total Volume and Open Interest 113,413 140,160 -347
GSCI(CME)
Nov16 161026 369.80 373.40 369.05 370.20 -2.20 123 14,713 -70
Dec16 161026 375.50 378.60 375.15 375.50 -2.20 0 175 +0
Jan17 161026 379.30 379.30 379.30 379.30 -2.20      
Total Volume and Open Interest 123 14,888 -70
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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