Moore Research Center, Inc.

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

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri October 28, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161028 1013.00 1017.50 999.50 1001.25 -13.00 149,629 65,009 -26,525
Jan17 161028 1024.00 1028.00 1010.00 1012.00 -13.00 161,120 299,387 +15,252
Mar17 161028 1030.00 1034.25 1016.25 1018.50 -12.75 47,432 99,247 +5,222
May17 161028 1035.00 1039.00 1022.00 1024.00 -12.25 18,087 59,593 +852
Jul17 161028 1038.75 1042.75 1027.25 1028.50 -11.75 21,387 69,913 -243
Aug17 161028 1039.50 1039.50 1025.00 1026.00 -11.50 299 2,598 +99
Sep17 161028 1017.50 1022.25 1008.75 1009.00 -10.25 328 967 +22
Nov17 161028 1002.00 1006.75 992.75 994.25 -9.25 11,122 35,020 +579
Jan18 161028 1005.00 1005.00 995.75 995.75 -9.00 145 1,169 +23
Mar18 161028 1004.00 1004.00 994.50 994.50 -8.25 179 559 +63
May18 161028 1003.25 1003.25 994.25 994.25 -9.00 34 252 +4
Jul18 161028 1006.00 1006.00 996.75 996.75 -9.75 3 309 +1
Aug18 161028 991.75 991.75 991.75 991.75 -9.25 0 17 +0
Sep18 161028 976.50 976.50 976.50 976.50 -9.25 0 17 +0
Total Volume and Open Interest 409,867 634,481 -4,586
Soybean Meal(CBOT)
Dec16 161028 327.30 328.60 316.00 317.50 -10.10 70,449 149,899 +2,292
Jan17 161028 328.30 329.50 317.70 319.00 -9.60 18,937 69,455 -614
Mar17 161028 328.20 329.60 319.00 320.30 -8.60 11,868 59,062 -510
May17 161028 328.40 329.40 320.00 321.20 -7.60 5,938 34,968 +58
Jul17 161028 329.60 330.30 321.70 322.80 -6.90 4,998 37,347 -660
Aug17 161028 326.60 327.70 322.20 322.20 -6.60 610 4,606 +27
Sep17 161028 326.00 326.50 319.50 320.50 -6.20 679 5,011 -67
Oct17 161028 321.00 321.20 315.70 315.70 -5.60 775 4,603 +64
Dec17 161028 321.00 321.00 314.30 315.50 -5.20 1,327 15,279 +115
Jan18 161028 317.50 318.30 315.20 315.20 -4.80 127 810 +26
Total Volume and Open Interest 115,775 382,863 +726
Soybean Oil(CBOT)
Dec16 161028 35.03 35.69 35.01 35.41 +0.30 58,287 193,195 -2,096
Jan17 161028 35.21 35.89 35.21 35.63 +0.31 23,697 108,701 +19
Mar17 161028 35.39 36.03 35.35 35.76 +0.32 10,270 66,064 +984
May17 161028 35.50 36.14 35.46 35.88 +0.32 2,391 44,728 +666
Jul17 161028 35.64 36.28 35.64 36.05 +0.32 3,562 29,343 +940
Aug17 161028 35.60 36.20 35.60 35.99 +0.30 278 4,314 +16
Sep17 161028 35.52 36.07 35.51 35.88 +0.29 473 3,429 -147
Oct17 161028 35.30 35.81 35.29 35.63 +0.26 597 3,229 +241
Dec17 161028 35.43 35.87 35.43 35.66 +0.23 1,388 8,363 -93
Jan18 161028 35.76 35.83 35.66 35.66 +0.23 1 438 +1
Total Volume and Open Interest 100,951 462,524 +534
Canola(WCE)
Nov16 161028 509.7 517.8 509.7 515.1 +4.9 10,601 13,951 -8,061
Jan17 161028 519.2 525.5 519.1 523.0 +3.5 20,780 112,103 +7,871
Mar17 161028 524.6 529.7 524.2 527.7 +3.0 2,851 22,204 +963
May17 161028 527.2 531.1 526.2 529.8 +2.5 1,334 11,541 -122
Jul17 161028 526.5 529.9 525.1 528.6 +1.7 1,171 12,587 -219
Total Volume and Open Interest 38,447 181,340 +521
Corn(CBOT)
Dec16 161028 357.50 358.25 354.25 355.00 -2.50 170,676 638,427 -5,205
Mar17 161028 366.00 366.50 362.50 363.25 -3.00 61,294 338,143 +12,333
May17 161028 372.50 373.00 369.25 370.25 -2.75 16,565 82,094 +156
Jul17 161028 379.25 379.50 376.00 376.75 -2.75 15,409 137,762 +824
Sep17 161028 386.00 386.00 382.25 383.00 -2.75 3,231 47,038 +691
Dec17 161028 392.50 393.25 389.50 390.25 -2.75 9,376 88,009 +1,668
Mar18 161028 401.50 402.25 399.50 399.50 -2.75 307 5,825 +28
May18 161028 404.75 404.75 403.75 404.75 -2.50 3 1,248 -1
Jul18 161028 409.50 409.50 408.00 408.00 -2.50 50 1,575 +14
Sep18 161028 407.00 407.00 405.75 405.75 -3.00 0 586 +0
Total Volume and Open Interest 276,978 1,346,150 +10,536
Wheat(CBOT)
Dec16 161028 416.25 417.50 407.25 408.50 -6.00 71,491 284,330 -8,144
Mar17 161028 435.00 436.75 427.50 428.25 -5.25 28,098 110,271 +1,292
May17 161028 450.00 450.00 442.75 443.75 -5.00 6,382 28,509 +186
Jul17 161028 465.00 465.00 456.50 457.75 -4.75 8,605 48,120 +774
Sep17 161028 478.50 479.50 472.75 473.25 -5.00 1,249 7,451 +596
Dec17 161028 496.75 497.50 490.00 490.75 -5.25 798 10,796 +79
Total Volume and Open Interest 116,650 491,901 -5,215
Wheat(KCBT)
Dec16 161028 417.25 419.50 410.75 411.25 -5.75 17,056 121,351 +403
Mar17 161028 435.25 437.50 428.75 429.25 -5.75 6,119 58,073 +1,905
May17 161028 447.75 447.75 440.50 441.25 -5.75 2,334 28,112 +306
Jul17 161028 458.00 460.50 452.25 452.75 -5.50 2,834 38,997 +349
Sep17 161028 471.00 471.00 467.00 467.00 -5.00 97 4,561 +6
Dec17 161028 488.25 488.25 486.25 486.25 -5.25 131 5,515 +58
Mar18 161028 500.75 500.75 499.50 499.50 -5.50 6 936 +4
Total Volume and Open Interest 28,577 258,121 +3,031
Wheat(MGE)
Dec16 161028 525.00 527.50 523.50 524.50 -1.00 4,550 27,427 -323
Mar17 161028 530.75 532.50 529.00 530.75 -0.75 2,436 21,106 +45
May17 161028 539.50 539.50 537.00 537.50 -1.25 947 9,208 +27
Jul17 161028 545.00 545.00 544.25 544.25 -1.25 275 4,306 +57
Sep17 161028 552.00 552.50 550.75 551.50 -1.00 95 3,446 -18
Dec17 161028 562.00 563.00 562.00 562.25 -0.50 13 2,282 -5
Total Volume and Open Interest 8,322 67,798 -212
Oats(CBOT)
Dec16 161028 226.50 240.50 221.50 223.75 -8.25 312 5,954 +13
Mar17 161028 222.00 225.00 218.00 220.25 -3.75 119 2,492 -24
May17 161028 222.50 222.50 215.50 219.50 -3.25 21 373 +11
Jul17 161028 222.00 223.75 219.75 219.75 -4.75 0 36 +0
Total Volume and Open Interest 452 8,868 +0
Rough Rice(CBOT)
Nov16 161028 10.15 10.19 9.82 9.87 -0.28 1,066 2,316 -729
Jan17 161028 10.42 10.46 10.10 10.15 -0.27 1,327 7,826 +735
Mar17 161028 10.67 10.67 10.38 10.41 -0.26 18 417 +12
May17 161028 10.65 10.65 10.65 10.65 -0.26 0 7 +0
Total Volume and Open Interest 2,411 10,582 +18
Live Cattle(CME)
Oct16 161028 104.400 104.980 103.830 104.200 +0.065 997 1,731 -547
Dec16 161028 105.400 105.950 104.230 104.350 -0.800 19,087 127,791 +41
Feb17 161028 105.730 106.450 104.785 104.930 -0.620 7,960 58,531 +529
Apr17 161028 105.000 105.680 104.135 104.250 -0.680 5,949 49,467 +718
Jun17 161028 96.950 97.500 96.050 96.180 -0.750 1,995 23,411 +389
Aug17 161028 94.950 95.300 93.785 93.980 -0.850 1,024 9,008 -46
Total Volume and Open Interest 37,359 274,441 +1,271
Feeder Cattle(CME)
Nov16 161028 124.050 125.050 121.330 121.550 -2.335 3,408 8,982 -630
Jan17 161028 118.785 119.635 115.700 116.000 -2.535 3,153 19,317 +593
Mar17 161028 115.750 116.635 112.800 113.150 -2.330 1,237 8,046 +205
Apr17 161028 115.285 116.135 112.480 112.930 -2.170 355 1,668 +107
May17 161028 114.750 115.480 112.035 112.500 -2.000 202 2,013 +28
Aug17 161028 115.950 116.230 112.730 113.250 -1.930 125 829 +61
Sep17 161028 113.350 113.350 113.350 113.350 -1.650 10 10 +5
Total Volume and Open Interest 9,279 43,686 +101
Lean Hogs(CME)
Dec16 161028 45.500 47.080 45.450 46.800 +1.420 13,400 129,425 -1,018
Feb17 161028 52.380 54.300 52.380 54.000 +1.670 6,107 47,477 +598
Apr17 161028 59.900 61.985 59.880 61.650 +1.770 2,924 32,960 +77
May17 161028 68.000 69.850 68.000 69.730 +1.380 23 600 +7
Jun17 161028 72.250 73.800 72.250 73.450 +1.120 949 11,994 +255
Jul17 161028 73.200 74.500 73.050 74.250 +1.050 366 3,900 +205
Aug17 161028 73.080 74.330 73.000 74.100 +0.920 138 3,065 +60
Oct17 161028 63.100 63.485 62.930 63.180 +0.180 29 1,015 +5
Total Volume and Open Interest 23,967 230,934 +198
Class III Milk(CME)
Oct16 161028 14.79 14.79 14.77 14.78 unch 187 4,414 +29
Nov16 161028 15.54 15.70 15.48 15.69 +0.18 305 4,718 -46
Dec16 161028 15.35 15.59 15.35 15.57 +0.20 100 4,423 +2
Jan17 161028 15.47 15.60 15.47 15.56 +0.11 31 2,647 +16
Feb17 161028 15.70 15.75 15.70 15.71 +0.06 76 2,499 +15
Mar17 161028 15.90 15.95 15.90 15.95 +0.06 67 2,346 +55
Apr17 161028 15.96 16.00 15.96 16.00 +0.04 46 2,199 +23
May17 161028 16.08 16.10 16.08 16.10 +0.04 15 2,077 +13
Jun17 161028 16.26 16.26 16.26 16.26 +0.01 11 1,860 +5
Jul17 161028 16.41 16.42 16.32 16.41 unch 11 1,090 +3
Aug17 161028 16.62 16.62 16.55 16.62 +0.05 17 1,037 +17
Sep17 161028 16.70 16.70 16.70 16.70 unch 5 1,011 +5
Oct17 161028 16.60 16.64 16.60 16.60 unch 23 743 +23
Total Volume and Open Interest 934 32,717 +188
Cocoa(ICE)
Dec16 161028 2729 2766 2679 2756 +24 19,932 78,334 -5,391
Mar17 161028 2635 2654 2606 2648 +16 16,677 112,781 -827
May17 161028 2613 2631 2588 2626 +17 2,233 28,853 +1,067
Jul17 161028 2612 2630 2590 2625 +19 645 14,916 +122
Sep17 161028 2610 2630 2589 2625 +21 494 8,211 +327
Dec17 161028 2592 2626 2591 2622 +21 294 6,065 +238
Mar18 161028 2620 2620 2620 2620 +21 2 7,611 +0
Total Volume and Open Interest 40,277 257,399 -4,464
Coffee "C"(ICE)
Dec16 161028 165.10 166.90 163.45 165.50 +0.70 27,079 97,659 +421
Mar17 161028 168.50 170.25 167.05 168.95 +0.65 14,554 61,051 +3,554
May17 161028 170.45 172.30 169.15 171.05 +0.65 4,093 26,476 -97
Jul17 161028 172.15 174.10 170.90 172.85 +0.70 2,238 8,747 +112
Sep17 161028 174.30 175.45 172.65 174.50 +0.70 554 5,707 +67
Dec17 161028 175.25 177.85 175.20 176.75 +0.80 227 7,048 +53
Total Volume and Open Interest 48,899 209,653 +4,207
Orange Juice(ICE)
Nov16 161028 216.50 217.75 213.80 216.30 +1.20 625 2,531 -345
Jan17 161028 211.50 214.20 211.20 213.15 +1.40 1,066 12,027 +356
Mar17 161028 208.10 209.65 208.10 208.50 +1.20 43 788 +13
May17 161028 205.45 206.20 204.65 204.65 +0.45 9 289 +1
Jul17 161028 201.25 202.25 201.25 201.55 -0.45 5 48 +5
Sep17 161028 201.05 201.05 201.05 201.05 -0.45      
Total Volume and Open Interest 1,748 15,685 +30
Sugar #11(ICE)
Mar17 161028 22.63 22.65 22.12 22.16 -0.43 38,862 465,324 -2,331
May17 161028 22.05 22.08 21.56 21.62 -0.41 19,856 138,545 +1,680
Jul17 161028 21.39 21.43 20.87 21.00 -0.39 9,554 115,211 +426
Oct17 161028 20.89 20.93 20.32 20.52 -0.37 3,654 73,108 -75
Mar18 161028 20.59 20.62 20.00 20.26 -0.34 867 32,761 +85
May18 161028 19.85 19.87 19.26 19.56 -0.30 245 10,354 +112
Jul18 161028 19.08 19.22 18.90 18.94 -0.29 104 6,611 +88
Oct18 161028 18.69 18.69 18.37 18.66 -0.28 22 6,767 +17
Total Volume and Open Interest 73,168 852,697 +1
London Cocoa(LCE)
Dec16 161028 2270 2283 2252 2279 +7 4,952 98,612 +77
Mar17 161028 2195 2204 2183 2203 +9 4,388 90,813 +691
May17 161028 2190 2199 2178 2197 +7 697 46,658 -17
Jul17 161028 2197 2201 2183 2199 +7 431 13,695 +50
Sep17 161028 2195 2199 2185 2197 +8 148 19,666 +8
Dec17 161028 2183 2188 2182 2187 +8 53 11,890 +15
Mar18 161028 2183 2187 2183 2187 +9 0 3,319 +0
Total Volume and Open Interest 10,669 284,797 +824
London Sugar(LCE)
Dec16 161028 596.80 597.90 588.60 589.50 -7.30 3,603 32,319 -500
Mar17 161028 592.50 592.50 582.30 582.80 -8.30 2,509 25,634 +75
May17 161028 584.80 585.00 575.10 575.80 -8.30 649 16,663 +122
Aug17 161028 568.00 568.00 560.60 562.50 -8.50 261 7,440 +105
Oct17 161028 546.90 546.90 538.30 541.30 -8.70 232 9,456 +60
Total Volume and Open Interest 7,357 94,485 -87
Cotton(ICE)
Dec16 161028 69.61 71.09 69.25 70.82 +1.06 17,588 139,217 -2,841
Mar17 161028 70.19 71.45 69.80 71.26 +0.98 7,692 82,252 +2,683
May17 161028 70.62 71.67 70.44 71.52 +0.84 555 14,911 +116
Jul17 161028 70.56 71.53 70.45 71.43 +0.68 344 8,521 +205
Oct17 161028 70.51 70.51 70.51 70.51 +0.52      
Dec17 161028 69.30 69.98 69.30 69.90 +0.41 247 14,712 +76
Total Volume and Open Interest 26,426 260,742 +239
Lumber(CME)
Nov16 161028 304.4 304.4 299.1 300.0 -5.1 312 985 -82
Jan17 161028 314.9 315.3 310.4 311.1 -4.0 328 2,400 +23
Mar17 161028 323.2 323.2 319.3 319.8 -3.4 27 299 -3
May17 161028 322.0 324.0 322.0 324.0 -1.7 2 74 +0
Total Volume and Open Interest 669 3,780 -62
Crude Oil(NYM)
Dec16 161028 49.61 49.81 48.42 48.70 -1.02 679,320 482,724 -7,463
Jan17 161028 50.20 50.42 49.06 49.33 -1.01 134,877 246,870 +579
Feb17 161028 50.85 51.01 49.68 49.93 -1.01 68,310 107,745 +777
Mar17 161028 51.39 51.54 50.25 50.50 -0.99 56,010 198,251 +1,105
Apr17 161028 51.94 52.00 50.76 50.99 -0.97 24,088 62,174 -127
May17 161028 52.31 52.31 51.18 51.39 -0.95 15,726 51,263 +2,013
Jun17 161028 52.60 52.69 51.48 51.70 -0.94 45,050 140,981 -1,241
Jul17 161028 52.73 52.74 51.93 51.93 -0.92 6,196 41,614 +1,514
Aug17 161028 52.94 52.94 51.92 52.12 -0.89 5,027 29,092 +118
Sep17 161028 53.00 53.20 52.29 52.29 -0.87 7,299 45,062 +27
Oct17 161028 53.00 53.20 52.45 52.45 -0.84 3,289 23,978 +293
Nov17 161028 52.96 52.96 52.62 52.62 -0.82 2,272 23,942 +379
Dec17 161028 53.55 53.66 52.57 52.81 -0.80 42,978 174,287 +185
Jan18 161028 52.92 53.85 52.92 52.92 -0.78 672 19,632 +73
Feb18 161028 53.28 53.28 53.04 53.04 -0.76 173 7,027 +44
Mar18 161028 53.15 53.21 53.15 53.15 -0.75 703 19,171 +153
Total Volume and Open Interest 1,111,755 1,821,508 -229
e-miNY Crude Oil(NYM)
Dec16 161028 49.625 49.800 48.400 48.700 -1.025 12,602 2,393 +115
Jan17 161028 50.275 50.400 49.125 49.325 -1.025 362 640 +70
Feb17 161028 50.575 50.775 49.825 49.925 -1.025 105 290 +47
Mar17 161028 50.925 51.000 50.300 50.500 -1.000 63 186 -27
Apr17 161028 51.250 51.250 51.000 51.000 -0.950 35 113 -31
May17 161028 51.400 53.000 51.400 51.400 -0.950 10 29 -10
Jun17 161028 52.150 52.150 51.575 51.700 -0.950 22 71 +4
Jul17 161028 51.800 52.000 51.800 51.925 -0.925 6 88 +6
Aug17 161028 52.125 53.125 52.125 52.125 -0.875 5 144 +3
Sep17 161028 52.300 54.875 52.300 52.300 -0.850 12 61 +12
Total Volume and Open Interest 13,233 4,213 +199
NY Harbor ULSD(NYM)
Nov16 161028 156.41 156.81 153.23 154.22 -2.79 25,459 19,058 -8,031
Dec16 161028 157.99 158.37 154.73 155.76 -2.92 64,310 105,078 +3,776
Jan17 161028 159.77 160.17 156.62 157.66 -2.89 30,349 82,901 +2,175
Feb17 161028 161.62 161.62 158.25 159.24 -2.80 15,314 38,623 +1,606
Mar17 161028 161.82 162.08 159.01 159.97 -2.69 11,867 39,167 -332
Apr17 161028 161.81 161.98 159.04 159.95 -2.63 4,402 25,777 +676
May17 161028 161.40 162.35 160.16 160.31 -2.58 3,672 15,033 +252
Jun17 161028 162.52 162.73 159.78 160.75 -2.53 5,640 31,510 +1,014
Jul17 161028 162.60 163.53 161.54 161.62 -2.49 814 4,362 -33
Aug17 161028 163.62 164.46 162.00 162.72 -2.43 238 3,865 +3
Sep17 161028 164.80 165.77 163.90 163.90 -2.38 376 4,311 +49
Oct17 161028 165.88 166.76 164.75 165.02 -2.32 220 2,423 +36
Nov17 161028 167.34 167.83 166.05 166.05 -2.28 106 2,642 -16
Dec17 161028 168.50 168.87 166.07 167.02 -2.25 1,842 27,765 +333
Total Volume and Open Interest 164,880 413,803 +1,355
RBOB Gasoline(NYM)
Nov16 161028 148.58 149.84 145.93 146.91 -1.80 37,972 25,732 -10,532
Dec16 161028 147.59 148.71 144.44 145.49 -2.28 68,132 149,817 +3,833
Jan17 161028 147.99 148.76 144.64 145.67 -2.36 28,684 85,882 +1,152
Feb17 161028 149.34 150.14 146.15 147.18 -2.36 8,820 27,790 +603
Mar17 161028 151.26 152.32 148.61 149.55 -2.23 6,731 34,869 +307
Apr17 161028 169.32 170.45 166.96 167.93 -2.08 4,558 24,739 +275
May17 161028 170.36 171.47 168.83 169.32 -1.99 3,915 13,516 +516
Jun17 161028 170.50 171.40 168.23 169.24 -1.91 4,112 17,145 +852
Jul17 161028 169.51 169.94 168.33 168.33 -1.81 773 4,913 -67
Aug17 161028 167.68 167.68 166.56 166.56 -1.76 380 3,244 -157
Total Volume and Open Interest 165,332 419,048 -3,214
e-miNY RBOB Gasoline(NYM)
Nov16 161028 146.90 150.60 146.90 146.90 -1.81 0 1 +0
Dec16 161028 145.49 145.49 145.49 145.49 -2.28      
Jan17 161028 145.70 145.70 145.67 145.70 -2.33      
Feb17 161028 147.18 147.18 147.18 147.18 -2.36      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec16 161028 3.081 3.125 3.016 3.105 +0.037 265,616 188,538 -4,126
Jan17 161028 3.244 3.287 3.185 3.263 +0.026 120,778 223,659 -1,064
Feb17 161028 3.263 3.304 3.203 3.284 +0.034 37,347 64,843 +3,485
Mar17 161028 3.234 3.272 3.176 3.255 +0.036 66,945 138,598 -3,472
Apr17 161028 3.074 3.128 3.044 3.107 +0.037 60,751 106,888 +790
May17 161028 3.063 3.111 3.031 3.094 +0.038 21,860 55,433 +1,885
Jun17 161028 3.093 3.142 3.062 3.124 +0.038 18,487 33,203 -480
Jul17 161028 3.099 3.166 3.093 3.152 +0.036 15,070 29,705 +1,131
Aug17 161028 3.099 3.171 3.097 3.152 +0.036 8,355 22,881 +104
Sep17 161028 3.104 3.148 3.082 3.135 +0.037 7,870 20,979 -66
Oct17 161028 3.125 3.171 3.095 3.151 +0.036 24,565 58,270 +1,809
Nov17 161028 3.172 3.209 3.136 3.193 +0.037 7,986 23,834 +318
Dec17 161028 3.302 3.359 3.288 3.340 +0.040 6,950 23,808 +251
Jan18 161028 3.382 3.445 3.377 3.426 +0.034 10,512 17,270 -1,039
Feb18 161028 3.378 3.400 3.371 3.391 +0.031 2,128 6,899 -112
Mar18 161028 3.291 3.332 3.289 3.318 +0.029 5,876 18,487 -733
Total Volume and Open Interest 774,433 1,128,460 -14,729
Brent Crude Oil(ICE)
Dec16 161028 50.41 50.58 49.31 49.71 -0.76 304,515 121,238 -78,047
Jan17 161028 51.51 51.66 50.34 50.68 -0.92 311,886 518,500 +16,323
Feb17 161028 52.40 52.40 51.02 51.35 -0.95 127,416 212,296 +4,448
Mar17 161028 52.82 52.94 51.59 51.93 -0.96 71,533 204,576 +714
Apr17 161028 53.32 53.43 52.08 52.42 -0.97 41,551 98,430 +4,587
May17 161028 53.74 53.85 52.50 52.85 -0.97 18,552 83,749 +873
Jun17 161028 54.11 54.19 52.85 53.20 -0.97 51,020 188,548 -1,581
Jul17 161028 54.37 54.40 53.30 53.51 -0.96 6,351 43,531 +1,621
Aug17 161028 54.60 54.60 53.40 53.75 -0.94 3,343 32,703 +316
Sep17 161028 54.64 54.64 53.50 53.96 -0.92 6,369 58,423 -217
Oct17 161028 54.85 54.85 54.17 54.17 -0.89 1,606 25,780 +365
Nov17 161028 55.09 55.09 54.38 54.38 -0.86 2,073 22,283 +10
Dec17 161028 55.30 55.44 54.19 54.56 -0.84 47,430 216,661 +485
Jan18 161028 54.75 54.75 54.75 54.75 -0.82 1,369 20,717 -173
Total Volume and Open Interest 1,018,931 2,157,710 -48,877
Gas Oil(ICE)
Nov16 161028 462.50 463.50 453.25 461.50 -3.50 61,338 145,976 -775
Dec16 161028 463.25 464.50 453.75 462.25 -3.50 114,000 221,386 +7,890
Jan17 161028 466.00 467.25 456.75 465.25 -3.50 50,886 126,072 +4,338
Feb17 161028 469.50 470.50 460.25 468.50 -3.50 17,609 54,661 +2,069
Mar17 161028 472.25 473.50 463.25 471.50 -3.50 17,466 47,881 +1,011
Apr17 161028 475.75 475.75 466.00 474.25 -3.25 6,591 28,059 -327
May17 161028 478.25 478.25 469.75 476.75 -3.25 3,569 22,926 +1,111
Jun17 161028 480.00 480.50 471.00 479.00 -3.25 16,475 57,482 +111
Jul17 161028 482.00 483.50 476.25 482.25 -3.25 5,850 17,067 -834
Aug17 161028 486.00 486.50 478.25 485.00 -3.25 2,930 13,692 +671
Total Volume and Open Interest 313,325 926,574 +16,558
Ethanol(CBOT)
Nov16 161028 1.612 1.671 1.612 1.645 +0.006 298 271 -184
Dec16 161028 1.570 1.592 1.559 1.582 +0.012 240 3,214 +167
Jan17 161028 1.529 1.540 1.526 1.528 unch 13 1,028 +10
Feb17 161028 1.534 1.534 1.519 1.519 +0.001 14 314 +9
Mar17 161028 1.535 1.536 1.535 1.536 +0.001 0 267 +0
Apr17 161028 1.559 1.559 1.559 1.559 -0.001 0 234 +0
May17 161028 1.566 1.566 1.566 1.566 -0.001 0 5 +0
Jun17 161028 1.566 1.566 1.566 1.566 -0.001      
Total Volume and Open Interest 565 5,339 +2
WTI Crude Oil(ICE)
Dec16 161028 49.68 49.78 48.43 48.70 -1.02 66,141 96,845 -924
Jan17 161028 50.32 50.37 49.06 49.33 -1.01 51,464 108,026 +4,016
Feb17 161028 50.94 50.94 49.70 49.93 -1.01 23,323 38,329 -1,537
Mar17 161028 51.43 51.49 50.28 50.50 -0.99 12,401 40,843 +670
Apr17 161028 51.95 51.97 50.78 50.99 -0.97 5,974 13,822 +394
May17 161028 52.07 52.18 51.34 51.39 -0.95 2,949 8,439 -197
Jun17 161028 52.44 52.64 51.50 51.70 -0.94 11,097 44,115 -1,300
Jul17 161028 52.60 52.68 51.90 51.93 -0.92 925 7,194 +53
Aug17 161028 52.12 52.12 52.12 52.12 -0.89 567 4,272 +47
Sep17 161028 52.29 52.29 52.29 52.29 -0.87 942 14,878 +282
Oct17 161028 52.45 52.45 52.45 52.45 -0.84 263 4,077 +29
Nov17 161028 52.62 52.62 52.62 52.62 -0.82 62 1,426 -7
Dec17 161028 53.30 53.38 52.59 52.81 -0.80 12,356 82,963 +485
Jan18 161028 52.92 52.92 52.92 52.92 -0.78 37 951 -33
Feb18 161028 53.04 53.04 53.04 53.04 -0.76 37 615 +8
Mar18 161028 53.15 53.15 53.15 53.15 -0.75 63 3,446 -45
Total Volume and Open Interest 191,508 541,138 +2,873
US Dollar Index(ICE)
Dec16 161028 98.905 98.920 98.225 98.342 -0.537 22,720 83,751 +1,769
Mar17 161028 98.790 98.825 98.125 98.253 -0.537 531 4,422 +83
Jun17 161028 98.715 98.735 98.100 98.168 -0.537 33 215 -29
Total Volume and Open Interest 23,300 88,517 +1,834
Australian Dollar(CME)
Dec16 161028 75.77 75.98 75.47 75.88 +0.11 110,662 124,152 +1,307
Mar17 161028 75.62 75.83 75.34 75.74 +0.11 437 1,904 +208
Jun17 161028 75.30 75.57 75.30 75.57 +0.11 1 40 +0
Total Volume and Open Interest 111,100 126,099 +1,515
British Pound(CME)
Dec16 161028 121.78 122.24 121.25 122.01 +0.15 106,929 260,682 -2,448
Mar17 161028 121.96 122.47 121.50 122.25 +0.15 756 3,493 -111
Jun17 161028 121.83 122.68 121.83 122.48 +0.13 6 587 +3
Total Volume and Open Interest 107,693 264,944 -2,556
Canadian Dollar(CME)
Dec16 161028 74.70 74.92 74.47 74.71 +0.07 69,301 109,920 -120
Mar17 161028 74.78 74.98 74.55 74.77 +0.07 162 2,782 +69
Jun17 161028 74.70 75.02 74.64 74.83 +0.07 25 366 +5
Sep17 161028 74.96 75.09 74.72 74.89 +0.07 2 257 +0
Total Volume and Open Interest 69,505 113,466 -35
Japanese Yen(CME)
Dec16 161028 95.14 95.90 94.91 95.64 +0.51 88,018 159,938 -358
Mar17 161028 95.56 96.25 95.29 96.00 +0.49 102 2,586 +17
Jun17 161028 96.00 96.63 95.80 96.43 +0.47 1 145 +1
Total Volume and Open Interest 88,121 162,700 -340
Swiss Franc(CME)
Dec16 161028 100.88 101.69 100.75 101.55 +0.64 18,519 66,201 -905
Mar17 161028 101.50 102.20 101.32 102.08 +0.63 5 83 -1
Jun17 161028 102.68 102.75 102.00 102.68 +0.61 0 17 +0
Total Volume and Open Interest 18,524 66,305 -906
EuroFX(CME)
Dec16 161028 109.19 110.14 109.15 110.03 +0.78 161,001 442,440 +5,819
Mar17 161028 109.70 110.58 109.60 110.47 +0.77 1,060 10,610 +58
Jun17 161028 110.22 111.05 110.17 110.96 +0.76 9 1,193 -1
Total Volume and Open Interest 162,076 454,348 +5,877
Mexican Peso(CME)
Nov16 161028 526.75 526.75 526.75 526.75 -4.25 0 5 +0
Dec16 161028 528.38 532.00 520.75 524.75 -4.25 50,168 112,384 +1,101
Total Volume and Open Interest 51,715 142,200 +2,645
Brazilian Real(CME)
Nov16 161028 314.95 315.20 312.00 312.30 -4.75 18,897 9,382 -16,968
Dec16 161028 312.10 313.50 309.00 309.70 -4.75 18,767 22,856 +18,163
Jan17 161028 307.15 307.15 307.15 307.15 -4.50      
Feb17 161028 304.20 304.20 304.20 304.20 -4.60      
Total Volume and Open Interest 37,664 32,238 +1,195
30-Year T-Bonds(CBOT)
Dec16 161028 162~070 162~220 161~210 162~060 -0~080 231,918 562,346 +5,294
Mar17 161028 160~280 161~080 160~110 160~260 -0~070 185 447 +132
Jun17 161028 159~300 159~300 159~300 159~300 -0~070      
Total Volume and Open Interest 232,103 562,793 +5,426
10-Year T-Notes(CBOT)
Dec16 161028 129~135 129~215 129~065 129~175 +0~010 1,048,754 2,916,216 +8,666
Mar17 161028 128~255 129~020 128~225 128~315 +0~010 78 10,311 +21
Jun17 161028 128~235 128~235 128~235 128~235 +0~010      
Total Volume and Open Interest 1,048,832 2,926,527 +8,687
5-Year T-Notes(CBOT)
Dec16 161028 120~190 120~254 120~156 120~234 +0~030 587,251 2,769,322 +23,766
Mar17 161028 120~092 120~134 120~082 120~122 +0~030 1,622 16,518 +1,493
Jun17 161028 120~122 120~122 120~122 120~122 +0~030      
Total Volume and Open Interest 588,873 2,785,840 +25,259
2 Year T-Notes(CBOT)
Dec16 161028 108~316 109~022 108~310 109~014 +0~014 218,005 1,240,928 -1,991
Mar17 161028 108~266 108~290 108~266 108~290 +0~016 46 4,961 +19
Jun17 161028 108~290 108~290 108~290 108~290 +0~016      
Total Volume and Open Interest 218,051 1,245,889 -1,972
Eurodollars(CME)
Dec16 161028 99.040 99.060 99.030 99.050 +0.010 142,352 1,653,872 +982
Mar17 161028 99.005 99.025 98.990 99.015 +0.015 123,803 1,341,309 +587
Jun17 161028 98.940 98.970 98.925 98.955 +0.015 147,165 1,296,787 +1,468
Sep17 161028 98.890 98.920 98.875 98.910 +0.020 137,970 1,018,928 +7,200
Dec17 161028 98.830 98.865 98.815 98.855 +0.025 211,917 1,508,251 +19,423
Mar18 161028 98.790 98.830 98.775 98.820 +0.025 132,749 714,028 -7,887
Jun18 161028 98.740 98.780 98.730 98.775 +0.025 108,563 562,507 +2,825
Sep18 161028 98.695 98.740 98.680 98.730 +0.025 127,821 432,172 +1,041
Dec18 161028 98.640 98.680 98.620 98.670 +0.025 95,817 682,376 +1,363
Mar19 161028 98.605 98.640 98.585 98.630 +0.020 73,592 431,894 -44
Jun19 161028 98.555 98.590 98.535 98.585 +0.020 63,911 414,304 +15,899
Sep19 161028 98.505 98.545 98.485 98.535 +0.020 62,965 295,501 +849
Dec19 161028 98.450 98.485 98.425 98.475 +0.015 55,379 369,832 +7,790
Mar20 161028 98.410 98.440 98.380 98.430 +0.015 39,010 160,109 +3,920
Jun20 161028 98.360 98.385 98.330 98.375 +0.010 36,940 121,494 +7,453
Sep20 161028 98.305 98.335 98.280 98.325 +0.005 35,665 103,661 +2,216
Dec20 161028 98.255 98.275 98.220 98.265 unch 29,622 125,444 +3,344
Mar21 161028 98.210 98.225 98.170 98.215 unch 24,390 64,758 +394
Total Volume and Open Interest 1,727,313 11,668,859 +62,501
Ultra T-Bond(CBOT)
Dec16 161028 175~01 175~20 174~07 175~00 -0~14 86,237 619,127 +192
Mar17 161028 174~07 174~07 174~06 174~06 -0~14 3,650 6,552 +2,194
Jun17 161028 173~16 173~16 173~16 173~16 -0~14      
Total Volume and Open Interest 89,887 625,679 +2,386
Ultra 10-Yr T-Note(CBOT)
Dec16 161028 141~080 141~175 140~300 141~120 unch 72,948 237,885 +537
Mar17 161028 141~050 141~050 141~050 141~050 unch      
Jun17 161028 141~050 141~050 141~050 141~050 unch      
Total Volume and Open Interest 72,948 237,885 +537
30 Day Federal Funds(CBOT)
Oct16 161028 99.603 99.605 99.603 99.605 unch 3,298 294,714 -1,966
Nov16 161028 99.585 99.590 99.580 99.585 unch 8,986 261,920 +421
Dec16 161028 99.490 99.505 99.485 99.500 +0.005 1,433 99,143 -461
Jan17 161028 99.410 99.435 99.405 99.425 +0.010 15,891 166,999 -2,402
Feb17 161028 99.400 99.420 99.390 99.410 +0.010 626 82,577 +24
Mar17 161028 99.380 99.395 99.365 99.385 +0.010 1,961 38,987 +393
Total Volume and Open Interest 41,361 1,182,769 -4,313
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 161027 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 161027 99.99 99.99 99.99 99.99 unch      
Jun17 161027 99.99 99.99 99.99 99.99 unch      
Sep17 161027 99.99 99.99 99.99 99.99 unch      
Dec17 161027 99.99 99.99 99.99 99.99 unch      
Mar18 161027 100.00 100.00 100.00 100.00 unch      
Jun18 161027 99.86 99.86 99.86 99.86 unch      
Sep18 161027 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161027 151.79 151.83 151.72 151.73 -0.07 440 14,396 -81
Mar17 161027 151.67 151.67 151.67 151.67 -0.07      
Jun17 161027 151.67 151.67 151.67 151.67 -0.07      
Total Volume and Open Interest 440 14,396 -81
Euro-Buxl(EUREX)
Dec16 161028 178.10 180.10 176.72 179.46 +1.06 53,992 189,299 +2,115
Mar17 161028 174.98 177.84 174.98 177.70 +1.06 769 2,671 +713
Jun17 161028 176.50 176.50 176.16 176.16 +1.06 1 7 +1
Total Volume and Open Interest 54,762 191,977 +2,829
Euro-Bund(EUREX)
Dec16 161028 161.85 162.28 161.37 162.08 +0.11 995,619 1,966,094 +163,788
Mar17 161028 163.82 164.28 163.31 164.12 +0.14 26,566 127,332 +19,145
Jun17 161028 161.54 161.54 161.54 161.54 +0.11      
Total Volume and Open Interest 1,022,185 2,093,426 +182,933
Euro-Bobl(EUREX)
Dec16 161028 131.07 131.15 130.97 131.07 -0.04 636,652 1,375,916 +97,902
Mar17 161028 132.68 132.76 132.60 132.67 -0.04 4,321 38,421 +3,957
Jun17 161028 131.32 131.32 131.32 131.32 -0.04      
Total Volume and Open Interest 640,973 1,414,337 +101,859
Euro-Schatz(EUREX)
Dec16 161028 111.98 111.99 111.96 111.98 -0.00 314,647 1,273,206 +82,050
Mar17 161028 111.96 111.96 111.96 111.96 -0.02 387 434 +387
Jun17 161028 111.98 111.98 111.98 111.98 -0.00      
Total Volume and Open Interest 315,034 1,273,640 +82,437
3-Mth Euribor(EUREX)
Dec16 161028 100.310 100.310 100.310 100.310 unch 13 3,211 -7
Mar17 161028 100.295 100.295 100.290 100.290 -0.005 3 3,287 +0
Jun17 161028 100.285 100.285 100.285 100.285 -0.005 0 33,956 +0
Total Volume and Open Interest 18 74,820 -7
Long Gilt(LIFFE)
Dec16 161028 125~03 125~10 124~17 125~03 -0~02 208,928 689,109 +348
Mar17 161028 125~17 125~17 125~17 125~17 -0~02      
Total Volume and Open Interest 208,928 689,109 +348
3-Mth Short Sterling(LIFFE)
Dec16 161028 99.60 99.60 99.58 99.59 unch 79,427 468,165 -2,620
Mar17 161028 99.59 99.59 99.56 99.57 -0.01 90,985 378,845 -470
Jun17 161028 99.57 99.57 99.53 99.55 -0.01 71,695 345,491 -4,980
Sep17 161028 99.53 99.53 99.50 99.53 unch 106,556 315,543 +9,764
Dec17 161028 99.50 99.50 99.47 99.49 unch 154,812 366,433 -1,657
Mar18 161028 99.45 99.46 99.42 99.45 unch 109,304 220,948 +441
Total Volume and Open Interest 1,064,654 2,960,032 +12,464
3-Mth Euribor(LIFFE)
Dec16 161028 100.305 100.310 100.305 100.305 unch 38,141 414,094 +2,215
Mar17 161028 100.295 100.295 100.285 100.290 -0.005 45,040 443,849 +2,004
Jun17 161028 100.285 100.290 100.275 100.280 -0.005 70,723 423,415 +10,407
Total Volume and Open Interest 757,403 3,312,594 +73,582
3-Mth Aus T-Bills(SFE)
Dec16 161028 98.22 98.24 98.22 98.23 unch 29,519 160,333 -22
Mar17 161028 98.25 98.28 98.24 98.27 +0.02 71,051 232,016 -1,215
Jun17 161028 98.25 98.27 98.23 98.27 +0.02 42,111 211,391 +6,114
Sep17 161028 98.22 98.25 98.20 98.24 +0.01 22,194 134,691 -4,624
Dec17 161028 98.20 98.21 98.16 98.21 +0.01 11,376 152,379 +1,148
Mar18 161028 98.16 98.17 98.12 98.16 unch 13,839 87,521 +6,484
Jun18 161028 98.12 98.13 98.08 98.12 -0.01 6,857 64,647 +2,193
Sep18 161028 98.08 98.09 98.02 98.06 -0.02 3,081 30,707 +943
Dec18 161028 98.03 98.05 97.96 98.01 -0.02 234 7,114 -72
Mar19 161028 97.95 97.95 97.94 97.95 -0.04 4 3,668 -4
Total Volume and Open Interest 200,467 1,086,637 +10,877
10-Year Aus T-Bonds(SFE)
Dec16 161028 97.69 97.71 97.63 97.65 -0.04 145,874 893,405 +8,126
Mar17 161028 97.65 97.65 97.65 97.65 -0.04      
Total Volume and Open Interest 145,874 893,405 +8,126
3-Year Aus T-Bonds(SFE)
Dec16 161028 98.27 98.28 98.23 98.26 -0.01 230,476 960,227 +1,244
Mar17 161028 98.26 98.26 98.26 98.26 -0.01      
Total Volume and Open Interest 230,476 960,227 +1,244
Gold(CMX)
Dec16 161028 1269.2 1285.4 1262.0 1276.8 +7.3 142,111 367,946 -4,275
Feb17 161028 1273.0 1288.8 1265.8 1280.4 +7.3 12,165 58,823 +2,084
Apr17 161028 1279.0 1290.8 1269.9 1283.8 +7.3 1,016 15,943 +2
Jun17 161028 1279.7 1293.6 1273.3 1286.9 +7.2 3,346 26,728 +995
Aug17 161028 1285.6 1294.5 1276.8 1289.8 +7.1 72 8,176 -3
Oct17 161028 1283.4 1300.3 1281.1 1292.6 +7.1 87 2,198 -54
Dec17 161028 1289.1 1303.6 1285.4 1295.3 +7.1 279 14,112 +164
Feb18 161028 1303.0 1303.0 1298.1 1298.1 +7.1 0 176 +0
Apr18 161028 1300.6 1300.6 1300.6 1300.6 +7.1 0 3 +0
Jun18 161028 1295.4 1303.1 1295.4 1303.1 +7.1 0 4,174 +0
Aug18 161028 1306.3 1306.3 1306.3 1306.3 +7.1      
Total Volume and Open Interest 160,320 506,392 -1,225
Silver(CMX)
Dec16 161028 1760.0 1793.5 1750.5 1779.6 +15.7 50,238 146,786 -2,190
Mar17 161028 1776.0 1804.5 1765.0 1791.2 +15.8 4,260 32,577 +690
May17 161028 1780.0 1799.0 1780.0 1796.9 +15.9 767 3,436 +51
Jul17 161028 1779.5 1802.6 1779.5 1802.6 +16.1 502 3,863 +189
Sep17 161028 1806.0 1815.0 1802.5 1808.4 +16.4 61 703 +37
Dec17 161028 1806.5 1816.9 1794.5 1816.9 +16.4 136 4,229 +91
Mar18 161028 1817.0 1824.2 1817.0 1824.2 +16.4 0 12 +0
Total Volume and Open Interest 56,413 195,377 -934
Platinum(NYMEX)
Jan17 161028 964.6 988.2 964.1 981.4 +16.5 14,987 64,476 +8
Apr17 161028 970.5 991.1 970.4 985.1 +16.2 382 5,617 -22
Jul17 161028 989.0 991.6 988.2 988.2 +16.2 2 37 +1
Oct17 161028 992.2 992.2 954.0 992.2 +16.2 100 168 +95
Total Volume and Open Interest 15,552 70,394 +11
Palladium(NYMEX)
Dec16 161028 612.75 623.55 611.00 616.35 +3.15 5,523 19,686 -454
Mar17 161028 614.40 624.95 614.40 618.15 +3.10 205 1,562 +133
Jun17 161028 619.95 619.95 619.95 619.95 +3.10 0 32 +0
Total Volume and Open Interest 5,728 21,284 -321
Copper(CMX)
Dec16 161028 216.55 219.90 215.80 219.35 +3.00 54,327 128,274 -3,022
Mar17 161028 217.65 220.90 217.05 220.45 +2.95 7,436 58,233 +1,050
May17 161028 218.05 221.20 217.70 221.00 +2.85 722 9,280 +136
Jul17 161028 218.85 221.75 218.85 221.45 +2.80 704 4,501 +69
Sep17 161028 218.85 222.15 218.80 221.80 +2.65 199 1,598 +22
Total Volume and Open Interest 64,129 211,447 -2,122
E-mini DJIA Index(CBOT)
Dec16 161028 18096 18173 18010 18098 +16 186,078 117,445 +2,884
Mar17 161028 18017 18106 17958 18034 +16 275 838 +50
Jun17 161028 17958 18000 17958 17958 +16 1 6 +1
Sep17 161028 17873 17873 17873 17873 +16      
Total Volume and Open Interest 186,354 118,289 +2,935
S & P 500(CME)
Dec16 161028 2127.50 2129.00 2116.50 2123.80 +0.40 4,028 82,303 +217
Mar17 161028 2118.50 2128.00 2109.00 2118.50 +0.50 8 167 +2
Jun17 161028 2113.40 2122.90 2103.90 2113.40 +0.50 0 60 +0
Sep17 161028 2108.40 2117.90 2098.90 2108.40 +0.50      
Total Volume and Open Interest 4,036 82,530 +219
S & P 500 E-Mini(Globex)
Dec16 161028 2127.25 2135.25 2112.50 2123.75 +0.25 1,548,442 2,976,108 -3,423
Mar17 161028 2121.75 2129.75 2108.00 2118.50 +0.50 3,625 22,308 +1,937
Jun17 161028 2108.00 2124.00 2104.00 2113.50 +0.50 2 801 +0
Sep17 161028 2106.50 2108.50 2106.50 2108.50 +0.50 0 17 +0
Total Volume and Open Interest 1,552,069 2,999,264 -1,486
NASDAQ 100 E-Mini(Globex)
Dec16 161028 4818.30 4843.30 4786.50 4806.00 -1.00 234,117 305,191 -10,410
Mar17 161028 4819.50 4841.00 4786.00 4805.00 -1.00 812 1,037 +362
Jun17 161028 4789.00 4828.00 4789.00 4799.00 -1.00 0 10 +0
Total Volume and Open Interest 234,929 306,245 -10,048
S&P Midcap 400(CME) e-Mini
Dec16 161028 1498.50 1509.50 1489.50 1496.10 -2.40 11,214 84,524 +516
Mar17 161028 1493.60 1527.50 1493.60 1493.60 -2.40 0 2 +0
Jun17 161028 1483.90 1490.50 1483.90 1483.90 -2.40      
Total Volume and Open Interest 11,214 84,526 +516
Volatility Index(CBOE)
Oct16 161019 15.75 15.90 15.20 15.20 -0.48 78,748 81,232 -16,952
Nov16 161028 16.05 17.08 15.74 16.63 +0.55 90,214 220,850 -12,793
Dec16 161028 16.85 17.33 16.55 17.10 +0.22 51,128 111,800 +3,480
Jan17 161028 18.15 18.54 17.90 18.33 +0.15 13,878 44,483 +2,119
Total Volume and Open Interest 170,863 436,783 -5,958
Russell 2000(ICE)
Dec16 161028 1186.50 1194.70 1178.20 1185.90 +2.10 81,263 335,115 +1,340
Mar17 161028 1179.00 1180.90 1179.00 1180.90 +2.10 31 282 -23
Jun17 161028 1176.90 1176.90 1176.90 1176.90 +2.10 0 170 +0
Total Volume and Open Interest 81,294 335,706 +1,317
Nikkei 225(CME)
Dec16 161028 17480 17515 17360 17425 -50 9,889 34,690 +30
Mar17 161028 17435 17500 17350 17435 -50 0 37 -4
Total Volume and Open Interest 9,889 34,727 +26
Nikkei 225(SGX)
Dec16 161028 17400 17450 17365 17450 +85 44,977 188,325 +1,077
Mar17 161028 17345 17430 17345 17415 +85 230 4,525 +57
Jun17 161027 17205 17205 17205 17205 +10      
Total Volume and Open Interest 48,490 200,174 +2,542
Nikkei 225(CME) Yen
Dec16 161028 17460 17495 17340 17405 -45 39,055 59,372 +2,578
Mar17 161028 17400 17420 17305 17355 -45 3 92 +3
Jun17 161028 17225 17225 17225 17225 -45      
Total Volume and Open Interest 39,058 59,464 +2,581
Nikkei 225(CME) e-Mini Yen
Dec16 161028 17430 17500 17400 17410 -40 4 54 +1
Mar17 161028 17360 17360 17355 17360 -40      
Jun17 161028 17230 17230 17225 17230 -40      
Total Volume and Open Interest 4 54 +1
CAC 40(EURONEXT)
Nov16 161028 4523.0 4552.0 4501.0 4545.5 +14.5 87,024 296,347 +8,042
Dec16 161028 4518.5 4542.5 4498.5 4539.5 +14.5 250 22,210 -70
Jan17 161028 4531.5 4531.5 4531.5 4531.5 +14.5      
Total Volume and Open Interest 87,274 318,621 +7,972
Hang Seng Index(HKFE)
Oct16 161028 23111 23197 23001 23010 -134 165,006 55,017 -42,357
Nov16 161028 23118 23178 22813 22879 -245 86,473 107,371 +46,612
Dec16 161028 23106 23184 22835 22890 -254 874 13,193 +118
Total Volume and Open Interest 252,601 177,620 +4,418
DAX(EUREX)
Dec16 161028 10680.0 10712.5 10571.5 10687.0 -23.5 94,070 170,730 +9,129
Mar17 161028 10677.5 10700.5 10585.0 10684.0 -23.5 69 3,648 -27
Jun17 161028 10650.0 10709.0 10626.0 10709.0 -24.5 3 181 +2
Total Volume and Open Interest 94,142 174,559 +9,104
Mini-DAX(EUREX)
Dec16 161028 10682.0 10713.0 10574.0 10687.0 -23.5 26,381 14,638 +795
Mar17 161028 10685.0 10700.0 10599.0 10684.0 -23.5 51 1,410 +8
Jun17 161028 10647.0 10730.0 10647.0 10709.0 -24.5 5 32 +3
Total Volume and Open Interest 26,437 16,080 +806
FT-SE 100(EURONEXT)
Dec16 161028 6952.00 6979.50 6895.50 6968.00 +11.50 121,827 777,357 -5,694
Mar17 161028 6915.00 6915.00 6904.00 6905.00 +11.50 36 1,856 +23
Jun17 161028 6838.00 6838.00 6838.00 6838.00 +16.50      
Total Volume and Open Interest 121,863 779,213 -5,671
SPI 200(SFE)
Dec16 161028 5257.0 5301.0 5234.0 5253.0 unch 48,514 291,942 -1,132
Mar17 161028 5212.0 5214.0 5200.0 5204.0 unch 6 1,702 -3
Jun17 161028 5190.0 5190.0 5190.0 5190.0 unch 0 1,397 +0
Total Volume and Open Interest 48,902 295,974 -817
FTSE MIB(ISE)
Dec16 161028 17260.00 17325.00 17145.00 17267.00 -80.00 30,789 40,671 -208
Mar17 161028 17265.00 17275.00 17150.00 17250.00 -80.00 2 364 +2
Jun17 161028 16818.00 16818.00 16818.00 16818.00 -80.00      
Total Volume and Open Interest 30,791 41,035 -206
KOSPI 200(KFE)
Dec16 161028 256.85 257.60 256.20 257.15 +0.25 149,255 130,306 +1,176
Mar17 161028 254.00 254.75 253.60 254.60 +0.50 1,140 6,201 +132
Jun17 161028 254.95 254.95 254.95 254.95 +0.15 0 1,122 -26
Total Volume and Open Interest 150,395 141,807 +1,299
GSCI(CME)
Nov16 161028 371.65 374.15 368.80 370.10 -3.60 9 14,718 -3
Dec16 161028 375.40 375.40 375.40 375.40 -3.60 0 175 +0
Jan17 161028 379.20 379.20 379.20 379.20 -3.60      
Total Volume and Open Interest 9 14,893 -3
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!