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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon November 07, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161107 981.75 992.00 981.75 989.25 +7.75 4,007 7,487 -1,293
Jan17 161107 991.00 1001.75 990.00 998.50 +7.75 81,939 315,884 +944
Mar17 161107 997.00 1007.75 996.25 1005.50 +8.25 16,467 104,198 +311
May17 161107 1005.00 1014.25 1003.50 1012.25 +8.25 5,146 64,176 +119
Jul17 161107 1008.75 1019.25 1008.25 1017.50 +8.75 7,466 73,482 -415
Aug17 161107 1017.00 1017.00 1012.75 1015.75 +8.50 322 2,921 -13
Sep17 161107 1001.00 1001.00 998.75 1000.75 +7.00 149 1,467 +1
Nov17 161107 983.25 990.50 982.75 988.25 +5.75 2,756 38,002 -23
Jan18 161107 989.00 990.25 987.00 988.50 +5.50 91 1,221 +52
Mar18 161107 986.50 986.50 985.75 985.75 +4.50 21 674 -7
May18 161107 984.75 984.75 981.00 984.75 +4.50 16 263 -7
Jul18 161107 988.75 988.75 975.75 988.75 +6.00 39 394 +14
Aug18 161107 983.50 983.50 983.50 983.50 +5.75 0 17 +0
Sep18 161107 968.25 968.25 968.25 968.25 +5.75 0 17 +0
Total Volume and Open Interest 118,431 610,832 -311
Soybean Meal(CBOT)
Dec16 161107 309.50 313.40 309.40 311.90 +2.90 37,263 120,757 -1,045
Jan17 161107 311.40 315.20 311.20 313.80 +3.00 14,056 76,864 +1,168
Mar17 161107 313.30 316.50 312.80 315.30 +3.00 6,739 59,787 +661
May17 161107 314.80 317.80 314.40 316.80 +2.90 2,855 38,645 +56
Jul17 161107 316.50 319.60 316.00 318.60 +2.60 2,448 36,799 +226
Aug17 161107 317.10 318.80 316.60 318.10 +2.60 509 4,877 +93
Sep17 161107 315.00 317.70 315.00 316.60 +1.80 375 5,491 +79
Oct17 161107 312.10 313.70 311.90 312.30 +1.40 405 4,796 +37
Dec17 161107 311.30 313.80 310.60 312.00 +1.30 912 15,718 +314
Jan18 161107 311.20 311.20 308.10 311.20 +1.20 22 825 +22
Total Volume and Open Interest 65,591 366,567 +1,612
Soybean Oil(CBOT)
Dec16 161107 34.61 34.99 34.53 34.79 +0.08 54,801 181,175 -5,403
Jan17 161107 34.91 35.26 34.79 35.05 +0.07 26,063 119,604 +2,781
Mar17 161107 35.11 35.44 35.00 35.24 +0.08 9,146 70,374 -112
May17 161107 35.31 35.60 35.28 35.42 +0.10 4,340 46,970 -391
Jul17 161107 35.42 35.76 35.37 35.59 +0.12 5,019 33,918 -637
Aug17 161107 35.55 35.76 35.53 35.62 +0.14 208 4,545 +61
Sep17 161107 35.66 35.68 35.53 35.59 +0.11 90 3,765 +16
Oct17 161107 35.46 35.57 35.37 35.44 +0.11 215 3,258 +25
Dec17 161107 35.33 35.66 35.31 35.54 +0.11 1,855 9,794 +406
Jan18 161107 35.57 35.57 35.28 35.57 +0.09 31 500 +15
Total Volume and Open Interest 101,781 474,740 -3,238
Canola(WCE)
Nov16 161107 497.3 497.3 497.3 497.3 -4.1 10 496 -276
Jan17 161107 509.2 509.9 503.0 504.3 -4.1 11,259 135,103 +3,255
Mar17 161107 511.0 514.6 508.4 509.8 -3.3 1,762 25,576 +623
May17 161107 515.9 516.5 512.0 512.5 -2.5 611 13,067 +300
Jul17 161107 515.5 515.6 511.4 513.1 -1.0 922 10,083 -298
Total Volume and Open Interest 15,476 192,317 +3,678
Corn(CBOT)
Dec16 161107 348.00 349.50 345.00 346.25 -2.50 138,695 573,811 -12,016
Mar17 161107 357.00 358.25 354.00 355.25 -2.25 47,776 366,006 +3,848
May17 161107 364.25 365.50 361.50 363.00 -2.00 19,009 93,561 +1,297
Jul17 161107 371.50 372.50 368.75 370.00 -2.50 11,093 139,173 +1,214
Sep17 161107 378.00 379.00 375.50 376.75 -2.50 2,763 49,225 +571
Dec17 161107 386.00 387.25 383.75 384.75 -2.25 5,616 92,661 +173
Mar18 161107 395.00 395.50 393.25 394.00 -2.25 152 6,312 -16
May18 161107 400.00 400.75 399.00 399.50 -2.00 0 1,254 +0
Jul18 161107 404.25 405.25 403.00 403.75 -2.00 0 1,630 +0
Sep18 161107 401.00 403.75 401.00 401.00 -0.75 2 590 +2
Total Volume and Open Interest 225,262 1,329,761 -4,881
Wheat(CBOT)
Dec16 161107 414.25 415.75 406.50 410.00 -4.25 70,194 266,256 -1,026
Mar17 161107 432.00 433.25 424.00 427.75 -4.25 26,256 128,882 +2,170
May17 161107 446.75 447.75 439.50 443.50 -3.25 6,157 31,141 +711
Jul17 161107 459.25 460.50 452.50 457.25 -2.25 7,439 51,621 +1,364
Sep17 161107 475.50 475.50 469.00 473.00 -2.25 1,237 8,934 -6
Dec17 161107 494.25 495.00 487.25 493.00 -1.75 3,102 13,276 +909
Total Volume and Open Interest 114,404 502,674 +4,127
Wheat(KCBT)
Dec16 161107 411.50 413.00 405.50 410.00 -1.50 22,192 115,632 +293
Mar17 161107 430.00 431.00 423.75 427.75 -2.00 11,353 66,508 +3,051
May17 161107 441.75 443.00 436.00 440.00 -2.00 2,442 29,533 +101
Jul17 161107 453.50 454.50 447.75 451.50 -2.00 5,275 45,062 +1,698
Sep17 161107 468.75 468.75 463.25 466.00 -1.75 283 4,850 +26
Dec17 161107 486.50 486.75 482.25 485.00 -1.75 712 6,236 +171
Mar18 161107 497.50 497.50 495.50 497.50 -1.25 89 1,020 +36
Total Volume and Open Interest 42,346 269,443 +5,376
Wheat(MGE)
Dec16 161107 510.25 510.50 504.00 506.50 -3.75 4,790 26,277 -702
Mar17 161107 518.25 518.25 512.50 514.75 -3.50 2,689 22,146 -232
May17 161107 525.00 525.50 520.25 522.75 -3.50 284 9,273 +52
Jul17 161107 532.00 532.75 528.00 530.25 -2.75 319 4,811 +2
Sep17 161107 539.00 539.25 537.75 538.75 -2.25 107 3,515 +22
Dec17 161107 551.75 551.75 549.50 550.75 -1.75 53 2,341 +29
Total Volume and Open Interest 8,243 68,426 -829
Oats(CBOT)
Dec16 161107 227.75 229.75 226.00 228.00 -0.25 824 4,867 -150
Mar17 161107 225.00 228.75 225.00 226.25 +1.50 416 2,930 +89
May17 161107 223.50 227.75 223.50 226.75 +2.00 1 466 -1
Jul17 161107 226.00 229.00 226.00 229.00 +0.75 0 46 +0
Total Volume and Open Interest 1,241 8,332 -62
Rough Rice(CBOT)
Nov16 161107 9.60 9.60 9.58 9.58 -0.06 67 53 -123
Jan17 161107 9.84 9.92 9.80 9.81 -0.08 543 9,807 +17
Mar17 161107 10.11 10.13 10.06 10.06 -0.08 49 884 +42
May17 161107 10.34 10.34 10.31 10.31 -0.07 0 10 +0
Total Volume and Open Interest 659 10,770 -64
Live Cattle(CME)
Dec16 161107 102.635 103.000 100.285 101.650 -1.080 23,057 110,659 -1,935
Feb17 161107 104.150 104.250 101.450 102.800 -1.500 11,384 68,444 +2,324
Apr17 161107 104.080 104.230 101.950 103.150 -1.200 7,361 54,782 +506
Jun17 161107 96.450 96.700 94.600 95.850 -0.850 3,320 27,340 +298
Aug17 161107 94.430 94.650 92.680 93.930 -0.750 1,280 10,704 +111
Oct17 161107 95.680 95.850 93.800 94.885 -1.015 365 4,787 +116
Total Volume and Open Interest 47,015 278,157 +1,566
Feeder Cattle(CME)
Nov16 161107 125.730 125.850 122.500 124.080 -1.555 2,589 5,209 -924
Jan17 161107 118.000 118.230 114.950 116.250 -1.600 5,964 21,843 +199
Mar17 161107 115.480 115.600 112.400 113.830 -1.500 2,429 9,288 +237
Apr17 161107 115.135 115.450 112.400 113.750 -1.535 662 2,271 +150
May17 161107 114.930 115.035 112.050 113.050 -1.700 461 2,465 +111
Aug17 161107 115.230 115.230 112.830 113.750 -1.800 161 992 +17
Sep17 161107 112.830 113.800 112.830 112.830 -1.055 26 33 +13
Total Volume and Open Interest 12,292 42,102 -197
Lean Hogs(CME)
Dec16 161107 46.380 47.250 45.985 47.100 +0.950 16,623 106,848 -3,159
Feb17 161107 53.330 54.100 52.800 53.985 +1.000 8,641 54,852 +2,977
Apr17 161107 60.600 61.350 60.000 61.200 +0.800 4,077 37,037 +715
May17 161107 68.200 69.150 68.200 69.050 +0.700 33 681 +8
Jun17 161107 72.830 73.480 72.150 73.350 +0.650 1,453 13,291 +47
Jul17 161107 73.650 74.785 73.200 74.580 +0.945 307 5,188 +70
Aug17 161107 73.750 74.750 73.450 74.550 +0.820 236 4,409 +43
Oct17 161107 63.000 63.600 62.680 63.550 +0.720 119 1,445 +30
Total Volume and Open Interest 31,497 224,707 +736
Class III Milk(CME)
Nov16 161107 16.80 17.24 16.80 16.97 +0.17 494 5,401 +122
Dec16 161107 16.45 16.80 16.44 16.72 +0.27 546 5,121 +137
Jan17 161107 15.96 16.14 15.95 16.07 +0.14 124 2,736 +18
Feb17 161107 15.98 16.10 15.97 16.09 +0.11 46 2,657 +1
Mar17 161107 16.09 16.13 16.05 16.10 +0.05 26 2,448 +8
Apr17 161107 16.10 16.16 16.06 16.15 +0.05 3 2,205 +2
May17 161107 16.20 16.20 16.18 16.18 +0.05 10 2,147 +9
Jun17 161107 16.32 16.32 16.24 16.30 +0.01 23 1,930 +16
Jul17 161107 16.52 16.55 16.52 16.55 +0.06 6 1,093 +6
Aug17 161107 16.76 16.76 16.75 16.76 +0.06 4 1,097 +4
Sep17 161107 16.85 16.90 16.85 16.90 +0.05 29 1,090 +15
Oct17 161107 16.85 16.90 16.85 16.85 +0.03 18 736 +1
Nov17 161107 16.81 16.86 16.78 16.78 +0.05 1 643 +1
Total Volume and Open Interest 1,347 30,398 +357
Cocoa(ICE)
Dec16 161107 2577 2581 2477 2491 -90 22,338 60,283 -5,637
Mar17 161107 2541 2541 2437 2445 -87 20,373 126,747 +2,196
May17 161107 2531 2533 2447 2454 -76 3,059 32,591 +1,161
Jul17 161107 2531 2543 2461 2468 -72 775 15,368 +31
Sep17 161107 2552 2554 2471 2479 -71 120 9,467 +26
Dec17 161107 2553 2554 2480 2485 -65 115 6,420 +53
Mar18 161107 2565 2565 2486 2491 -59 43 7,748 +13
Total Volume and Open Interest 46,827 259,252 -2,157
Coffee "C"(ICE)
Dec16 161107 170.00 175.65 170.00 174.35 +3.00 23,561 94,283 -867
Mar17 161107 173.55 179.15 173.55 177.95 +3.05 12,604 68,750 +1,338
May17 161107 175.15 181.30 175.15 180.15 +3.15 5,588 29,249 +1,166
Jul17 161107 177.55 183.20 177.55 182.00 +3.15 2,489 9,244 +145
Sep17 161107 179.25 184.80 179.25 183.65 +3.10 800 6,784 +307
Dec17 161107 181.95 186.90 181.50 185.75 +3.00 260 9,211 -11
Total Volume and Open Interest 45,344 220,673 +2,106
Orange Juice(ICE)
Nov16 161107 230.00 230.00 229.50 229.85 +2.15 454 652 -221
Jan17 161107 219.70 222.95 219.40 222.05 +2.85 1,097 14,591 -19
Mar17 161107 215.00 217.50 214.20 217.50 +3.15 161 1,167 +96
May17 161107 212.10 214.90 212.10 214.85 +3.95 38 434 +21
Jul17 161107 210.00 213.95 210.00 212.75 +5.05 2 74 +2
Sep17 161107 209.50 209.50 207.45 209.50 +5.05      
Total Volume and Open Interest 1,752 16,920 -121
Sugar #11(ICE)
Mar17 161107 21.83 22.59 21.73 22.27 +0.54 47,119 446,640 +1,440
May17 161107 21.29 21.90 21.18 21.65 +0.46 18,886 144,280 -812
Jul17 161107 20.67 21.16 20.55 20.93 +0.36 9,826 115,886 -812
Oct17 161107 20.20 20.57 20.06 20.38 +0.27 4,283 75,794 +396
Mar18 161107 20.00 20.26 19.83 20.11 +0.23 1,250 34,388 +486
May18 161107 19.28 19.52 19.16 19.40 +0.16 193 11,218 +3
Jul18 161107 18.72 18.77 18.65 18.77 +0.12 163 6,820 +20
Oct18 161107 18.45 18.48 18.41 18.48 +0.08 34 6,784 +21
Total Volume and Open Interest 81,779 845,933 +745
London Cocoa(LCE)
Dec16 161107 2108 2125 2030 2045 -58 9,141 93,201 -200
Mar17 161107 2078 2086 2021 2029 -43 20,013 99,121 +6,640
May17 161107 2082 2090 2030 2037 -41 5,953 48,554 +93
Jul17 161107 2095 2102 2044 2052 -38 2,743 14,478 +385
Sep17 161107 2106 2106 2053 2061 -37 907 20,074 +242
Dec17 161107 2093 2094 2049 2058 -32 461 12,164 +56
Mar18 161107 2054 2060 2051 2059 -29 150 3,373 +24
Total Volume and Open Interest 39,376 291,190 +7,245
London Sugar(LCE)
Dec16 161107 575.00 585.50 569.60 580.70 +6.30 11,374 27,634 -2,031
Mar17 161107 570.10 583.70 566.80 579.40 +9.50 6,669 28,775 +2,038
May17 161107 564.20 575.70 560.90 572.10 +8.50 1,234 17,051 +319
Aug17 161107 550.80 561.80 549.20 558.00 +6.90 373 7,810 +131
Oct17 161107 532.70 542.50 531.30 538.40 +5.70 554 9,908 +212
Total Volume and Open Interest 20,228 94,507 +686
Cotton(ICE)
Dec16 161107 68.13 69.47 68.06 68.45 -0.08 21,999 115,194 -7,190
Mar17 161107 69.10 69.97 68.60 69.10 unch 10,690 91,761 +984
May17 161107 69.59 70.45 69.43 69.76 +0.08 998 17,559 +562
Jul17 161107 70.04 70.55 69.63 70.13 +0.31 249 9,293 +85
Oct17 161107 70.14 70.15 69.60 69.60 +0.54 0 10 +0
Dec17 161107 68.90 69.30 68.70 69.00 +0.26 234 15,071 +32
Total Volume and Open Interest 34,173 250,020 -5,526
Lumber(CME)
Nov16 161107 300.2 303.7 298.8 299.3 -0.6 105 533 -51
Jan17 161107 311.7 315.3 311.5 311.9 -0.3 350 2,837 -46
Mar17 161107 321.9 322.1 320.0 320.0 +0.6 39 398 +14
May17 161107 323.0 327.0 323.0 323.0 +0.6 1 83 +0
Total Volume and Open Interest 495 3,876 -83
Crude Oil(NYM)
Dec16 161107 44.45 45.01 44.11 44.89 +0.82 540,439 494,261 +8,730
Jan17 161107 45.00 45.59 44.68 45.47 +0.82 122,568 268,664 +12,353
Feb17 161107 45.67 46.22 45.29 46.10 +0.82 44,078 122,370 +2,762
Mar17 161107 46.35 46.85 45.95 46.74 +0.82 43,520 195,751 +511
Apr17 161107 46.90 47.45 46.52 47.34 +0.83 23,290 66,824 +1,305
May17 161107 47.51 47.95 47.03 47.86 +0.83 12,613 55,800 +2,021
Jun17 161107 47.57 48.40 47.44 48.28 +0.82 24,932 145,574 +683
Jul17 161107 48.22 48.69 47.84 48.62 +0.81 3,948 39,945 +6
Aug17 161107 48.83 49.00 48.17 48.91 +0.81 3,030 29,630 +687
Sep17 161107 48.88 49.17 48.35 49.17 +0.80 6,333 46,961 +877
Oct17 161107 49.02 49.41 48.66 49.40 +0.78 1,872 26,102 +500
Nov17 161107 49.18 49.64 49.12 49.63 +0.77 2,271 25,140 -164
Dec17 161107 49.14 50.00 49.00 49.87 +0.76 25,140 175,758 -145
Jan18 161107 49.99 50.03 49.99 50.03 +0.75 2,035 21,654 +458
Feb18 161107 50.19 50.19 49.43 50.19 +0.75 539 7,410 +49
Mar18 161107 50.33 50.77 50.20 50.33 +0.74 714 20,577 +276
Total Volume and Open Interest 868,333 1,897,214 +31,904
e-miNY Crude Oil(NYM)
Dec16 161107 44.375 45.000 44.125 44.900 +0.825 8,985 3,701 +234
Jan17 161107 44.875 45.575 44.700 45.475 +0.825 412 794 +31
Feb17 161107 45.800 46.175 45.325 46.100 +0.825 62 322 +3
Mar17 161107 46.600 46.750 46.050 46.750 +0.825 25 180 +4
Apr17 161107 47.075 47.350 47.075 47.350 +0.850 2 112 +2
May17 161107 47.850 48.900 47.850 47.850 +0.825 0 18 +0
Jun17 161107 47.950 48.300 47.950 48.275 +0.825 2 81 +0
Jul17 161107 48.625 52.000 48.625 48.625 +0.825 2 87 -2
Aug17 161107 48.900 48.900 48.150 48.900 +0.800 2 146 -2
Sep17 161107 48.800 49.175 48.800 49.175 +0.800 0 59 +0
Total Volume and Open Interest 9,511 5,710 +279
NY Harbor ULSD(NYM)
Dec16 161107 144.44 145.29 142.51 144.06 +1.03 57,324 85,723 -3,639
Jan17 161107 146.26 146.97 144.39 145.98 +1.06 27,177 81,617 +324
Feb17 161107 147.75 148.45 145.99 147.53 +1.07 14,776 37,761 -600
Mar17 161107 148.17 149.20 146.87 148.41 +1.10 9,544 43,752 +598
Apr17 161107 148.95 149.10 147.34 148.60 +1.13 4,311 28,987 -823
May17 161107 149.01 149.76 147.83 149.24 +1.14 2,449 15,346 -355
Jun17 161107 149.77 150.70 148.44 149.99 +1.17 6,208 32,564 -915
Jul17 161107 150.95 151.65 149.71 151.21 +1.21 1,348 4,496 +117
Aug17 161107 152.31 153.12 151.67 152.60 +1.23 1,153 4,434 +238
Sep17 161107 153.82 154.60 152.89 154.07 +1.26 1,203 5,262 +105
Oct17 161107 155.40 155.90 153.95 155.42 +1.30 933 2,787 +75
Nov17 161107 156.18 156.85 155.27 156.60 +1.33 606 2,706 -97
Dec17 161107 157.62 157.95 156.09 157.70 +1.33 2,222 29,585 -196
Jan18 161107 158.86 158.86 157.20 158.86 +1.32 22 2,142 -4
Total Volume and Open Interest 129,929 387,652 -4,702
RBOB Gasoline(NYM)
Dec16 161107 141.00 141.48 135.61 137.10 -0.76 70,571 129,779 -293
Jan17 161107 140.06 140.06 134.68 136.48 +0.04 57,849 92,031 +2,928
Feb17 161107 140.25 140.25 135.97 137.73 +0.24 27,852 34,900 +2,171
Mar17 161107 140.81 141.04 138.23 140.03 +0.31 13,711 35,971 +1,024
Apr17 161107 159.88 159.88 157.18 159.05 +0.58 6,433 24,011 -310
May17 161107 160.97 160.99 158.63 160.30 +0.50 4,512 13,286 -627
Jun17 161107 161.56 161.56 158.54 160.19 +0.46 6,063 17,509 +503
Jul17 161107 159.38 159.40 157.86 159.35 +0.46 1,719 5,943 +425
Aug17 161107 156.28 157.81 156.23 157.81 +0.52 780 3,178 -127
Sep17 161107 154.24 155.49 154.24 155.49 +0.60 660 6,359 -256
Total Volume and Open Interest 191,969 387,988 +5,382
e-miNY RBOB Gasoline(NYM)
Dec16 161107 137.10 137.10 137.10 137.10 -0.76 0 1 +0
Jan17 161107 136.48 136.48 136.48 136.48 +0.04      
Feb17 161107 137.70 137.73 137.70 137.70 +0.21      
Mar17 161107 140.03 140.03 140.03 140.03 +0.31      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec16 161107 2.848 2.875 2.781 2.816 +0.049 170,347 191,451 +495
Jan17 161107 3.005 3.027 2.940 2.978 +0.041 82,857 224,165 +5,310
Feb17 161107 3.035 3.055 2.977 3.011 +0.044 31,751 67,120 -1,214
Mar17 161107 3.012 3.039 2.965 3.000 +0.045 42,758 150,153 -4,209
Apr17 161107 2.943 2.956 2.901 2.936 +0.044 44,252 97,995 -7,747
May17 161107 2.948 2.961 2.912 2.944 +0.046 14,445 63,311 +1,018
Jun17 161107 2.987 2.994 2.950 2.983 +0.045 18,016 45,431 +6,302
Jul17 161107 3.025 3.030 2.987 3.021 +0.045 9,295 29,876 +1,283
Aug17 161107 3.017 3.035 2.994 3.025 +0.046 5,073 24,380 +136
Sep17 161107 3.002 3.023 2.985 3.014 +0.049 3,796 21,942 +425
Oct17 161107 3.020 3.044 2.999 3.033 +0.050 21,084 65,359 +7,626
Nov17 161107 3.069 3.100 3.050 3.082 +0.051 3,618 24,561 -308
Dec17 161107 3.222 3.251 3.203 3.233 +0.051 3,977 26,202 +52
Jan18 161107 3.310 3.338 3.295 3.321 +0.047 6,156 18,321 +506
Feb18 161107 3.276 3.307 3.274 3.296 +0.048 643 6,860 -137
Mar18 161107 3.209 3.245 3.209 3.232 +0.047 3,431 19,877 -117
Total Volume and Open Interest 464,955 1,167,182 +9,005
Brent Crude Oil(ICE)
Jan17 161107 45.70 46.38 45.38 46.15 +0.57 283,660 544,826 -2,880
Feb17 161107 46.74 47.38 46.45 47.20 +0.65 117,808 235,431 +6,820
Mar17 161107 47.50 48.20 47.28 48.02 +0.69 73,759 223,325 +5,103
Apr17 161107 48.18 48.88 47.98 48.71 +0.71 38,704 117,304 +5,392
May17 161107 49.07 49.46 48.55 49.29 +0.72 25,525 83,190 +1,448
Jun17 161107 49.28 49.92 49.00 49.76 +0.72 52,650 189,213 -2,494
Jul17 161107 49.83 50.31 49.40 50.15 +0.71 8,077 44,905 +631
Aug17 161107 50.15 50.63 49.72 50.47 +0.70 3,707 34,677 +263
Sep17 161107 50.44 50.90 50.00 50.76 +0.70 5,608 59,403 -11
Oct17 161107 50.65 51.03 49.93 51.03 +0.68 1,610 26,694 +461
Nov17 161107 50.91 51.77 50.91 51.30 +0.68 2,151 22,670 +250
Dec17 161107 51.12 51.71 50.78 51.55 +0.67 41,049 215,295 +1,505
Jan18 161107 51.79 51.79 51.79 51.79 +0.67 1,131 22,941 +581
Feb18 161107 51.90 52.01 51.86 52.01 +0.65 567 16,984 +185
Total Volume and Open Interest 677,565 2,136,151 +17,070
Gas Oil(ICE)
Nov16 161107 417.25 423.75 416.00 417.75 unch 24,053 82,625 -10,048
Dec16 161107 417.25 423.50 416.00 417.75 -0.25 78,557 181,207 -8,718
Jan17 161107 420.75 426.75 419.00 420.75 -0.75 39,698 136,961 +1,789
Feb17 161107 425.75 430.25 422.75 424.50 -0.75 16,808 59,961 +1,282
Mar17 161107 428.25 434.25 426.75 428.25 -0.75 14,813 49,049 +1,441
Apr17 161107 432.00 437.50 430.75 432.00 -0.75 5,865 29,703 -66
May17 161107 436.75 440.50 434.50 435.25 -0.75 3,706 25,476 +421
Jun17 161107 440.00 444.25 436.75 438.50 -0.75 12,263 57,745 -1,552
Jul17 161107 444.00 447.50 441.25 442.50 -0.50 1,985 17,268 +760
Aug17 161107 451.00 451.00 444.75 446.00 -0.50 782 14,311 +51
Total Volume and Open Interest 217,046 855,650 -13,115
Ethanol(CBOT)
Dec16 161107 1.540 1.559 1.540 1.553 +0.005 295 3,509 -24
Jan17 161107 1.497 1.501 1.492 1.497 +0.002 64 1,066 +38
Feb17 161107 1.488 1.496 1.488 1.496 +0.002 126 562 +97
Mar17 161107 1.511 1.511 1.485 1.511 +0.002 41 254 -36
Apr17 161107 1.531 1.531 1.517 1.531 +0.002 0 235 +0
May17 161107 1.538 1.538 1.538 1.538 +0.002 0 5 +0
Jun17 161107 1.538 1.538 1.538 1.538 +0.002      
Jul17 161107 1.538 1.538 1.538 1.538 +0.002      
Total Volume and Open Interest 526 5,637 +52
WTI Crude Oil(ICE)
Dec16 161107 44.28 45.00 44.11 44.89 +0.82 29,269 88,803 -3,627
Jan17 161107 44.87 45.57 44.68 45.47 +0.82 42,100 111,771 +1,787
Feb17 161107 45.68 46.20 45.31 46.10 +0.82 21,416 40,550 +1,839
Mar17 161107 46.36 46.81 45.93 46.74 +0.82 10,914 39,613 -1,447
Apr17 161107 46.95 47.41 46.51 47.34 +0.83 4,549 14,817 +817
May17 161107 47.47 47.93 47.01 47.86 +0.83 2,242 9,009 +238
Jun17 161107 47.90 48.36 47.42 48.28 +0.82 7,356 44,317 +911
Jul17 161107 48.10 48.62 47.86 48.62 +0.81 461 7,163 -99
Aug17 161107 48.37 48.91 48.14 48.91 +0.81 294 5,345 +4
Sep17 161107 49.17 49.17 49.17 49.17 +0.80 689 15,810 -193
Oct17 161107 49.40 49.40 49.40 49.40 +0.78 183 3,938 +15
Nov17 161107 49.63 49.63 49.63 49.63 +0.77 204 1,562 +44
Dec17 161107 49.66 49.88 49.00 49.87 +0.76 4,843 80,651 +107
Jan18 161107 50.03 50.03 50.03 50.03 +0.75 21 961 +5
Feb18 161107 50.19 50.19 50.19 50.19 +0.75 16 617 +0
Mar18 161107 50.33 50.33 50.33 50.33 +0.74 12 3,519 +3
Total Volume and Open Interest 128,074 541,508 +1,226
US Dollar Index(ICE)
Dec16 161107 97.340 97.885 97.245 97.793 +0.705 24,232 82,450 +993
Mar17 161107 97.215 97.790 97.160 97.717 +0.700 513 3,897 -81
Jun17 161107 97.035 97.690 96.995 97.628 +0.700 45 295 +23
Total Volume and Open Interest 24,802 86,787 +945
Australian Dollar(CME)
Dec16 161107 76.63 77.21 76.58 77.09 +0.41 74,844 124,049 +1,994
Mar17 161107 76.54 77.04 76.44 76.94 +0.41 40 1,569 +18
Jun17 161107 76.76 76.76 76.33 76.76 +0.41 2 39 -2
Total Volume and Open Interest 74,886 125,662 +2,010
British Pound(CME)
Dec16 161107 124.84 125.08 123.88 124.08 -1.07 233,680 257,808 -2,698
Mar17 161107 125.06 125.30 124.14 124.32 -1.07 1,511 3,450 +186
Jun17 161107 124.57 125.86 124.47 124.57 -1.06 107 622 -17
Total Volume and Open Interest 235,300 262,062 -2,529
Canadian Dollar(CME)
Dec16 161107 74.81 75.00 74.55 74.84 +0.24 51,599 123,897 +1,464
Mar17 161107 75.00 75.02 74.62 74.90 +0.24 148 2,480 +19
Jun17 161107 74.96 75.00 74.56 74.96 +0.23 26 411 +7
Sep17 161107 75.05 75.05 75.03 75.03 +0.24 37 308 +36
Total Volume and Open Interest 51,811 127,268 +1,527
Japanese Yen(CME)
Dec16 161107 96.44 96.44 95.71 95.75 -1.35 122,459 157,061 -38
Mar17 161107 96.75 96.83 96.12 96.15 -1.35 700 3,332 +89
Jun17 161107 96.78 97.20 96.56 96.59 -1.36 0 146 +0
Total Volume and Open Interest 123,159 160,569 +51
Swiss Franc(CME)
Dec16 161107 102.87 103.00 102.37 102.82 -0.48 22,880 55,268 -600
Mar17 161107 103.26 103.47 102.93 103.37 -0.48 13 91 +6
Jun17 161107 104.04 104.04 103.73 104.00 -0.48 0 17 +0
Total Volume and Open Interest 22,893 55,380 -594
EuroFX(CME)
Dec16 161107 111.10 111.29 110.46 110.57 -0.81 172,545 420,127 -1,461
Mar17 161107 111.52 111.74 110.91 111.02 -0.81 379 11,245 +154
Jun17 161107 111.48 111.57 111.44 111.52 -0.81 13 1,287 +0
Total Volume and Open Interest 173,023 432,812 -1,278
Mexican Peso(CME)
Nov16 161107 535.25 536.00 535.25 535.25 +9.88 0 5 +0
Dec16 161107 532.13 536.50 531.13 533.25 +9.88 65,285 124,914 -3,268
Total Volume and Open Interest 65,354 154,847 -3,230
Brazilian Real(CME)
Dec16 161107 308.70 311.30 307.45 310.10 +1.75 3,625 30,561 -1,032
Jan17 161107 305.25 308.10 305.25 307.30 +1.55      
Feb17 161107 304.45 304.45 304.45 304.45 +1.65      
Mar17 161107 302.45 302.45 302.45 302.45 +1.60      
Total Volume and Open Interest 3,625 30,561 -1,032
30-Year T-Bonds(CBOT)
Dec16 161107 162~220 163~000 162~110 162~190 -0~240 235,228 538,474 +160
Mar17 161107 161~110 161~160 161~000 161~060 -0~240 452 2,321 +144
Jun17 161107 160~100 160~100 160~100 160~100 -0~240      
Total Volume and Open Interest 235,680 540,795 +304
10-Year T-Notes(CBOT)
Dec16 161107 129~275 130~000 129~245 129~270 -0~130 1,078,686 2,852,174 -28,267
Mar17 161107 129~075 129~130 129~075 129~090 -0~130 11,141 21,378 +2,917
Jun17 161107 129~010 129~010 129~010 129~010 -0~130      
Total Volume and Open Interest 1,089,827 2,873,552 -25,350
5-Year T-Notes(CBOT)
Dec16 161107 121~000 121~002 120~266 120~300 -0~076 573,938 2,776,144 +6,622
Mar17 161107 120~184 120~200 120~182 120~190 -0~076 28,581 54,598 +12,273
Jun17 161107 120~140 120~140 120~140 120~140 -0~026      
Total Volume and Open Interest 602,519 2,830,742 +18,895
2 Year T-Notes(CBOT)
Dec16 161107 109~054 109~056 109~034 109~052 -0~014 299,212 1,262,553 +3,161
Mar17 161107 108~304 109~006 108~304 109~004 -0~016 2,518 13,907 +2,008
Jun17 161107 109~004 109~004 109~004 109~004 -0~016      
Total Volume and Open Interest 301,730 1,276,460 +5,169
Eurodollars(CME)
Dec16 161107 99.060 99.065 99.050 99.060 -0.015 192,644 1,586,234 -368
Mar17 161107 99.040 99.040 99.025 99.035 -0.020 243,622 1,283,467 -30,239
Jun17 161107 99.000 99.000 98.975 98.980 -0.030 169,041 1,251,923 +1,019
Sep17 161107 98.950 98.955 98.930 98.935 -0.040 132,997 1,001,717 +1,651
Dec17 161107 98.890 98.900 98.870 98.880 -0.045 246,094 1,493,125 +21,437
Mar18 161107 98.860 98.870 98.840 98.845 -0.050 130,637 699,789 -227
Jun18 161107 98.815 98.820 98.795 98.800 -0.050 109,535 579,411 +10,648
Sep18 161107 98.780 98.780 98.750 98.755 -0.050 86,628 447,165 -1,082
Dec18 161107 98.720 98.720 98.690 98.695 -0.055 111,889 671,783 -11
Mar19 161107 98.690 98.690 98.655 98.660 -0.055 68,996 447,179 +3,603
Jun19 161107 98.640 98.640 98.605 98.615 -0.050 62,185 406,976 +4,042
Sep19 161107 98.615 98.615 98.560 98.565 -0.050 62,231 320,952 +5,860
Dec19 161107 98.525 98.525 98.500 98.505 -0.055 45,394 353,042 +3,019
Mar20 161107 98.485 98.490 98.450 98.460 -0.055 34,239 174,191 -850
Jun20 161107 98.430 98.435 98.400 98.405 -0.055 24,255 119,614 -898
Sep20 161107 98.395 98.395 98.340 98.350 -0.055 27,598 104,832 -2,071
Dec20 161107 98.305 98.310 98.280 98.290 -0.055 22,921 113,413 -402
Mar21 161107 98.265 98.265 98.225 98.235 -0.055 19,996 70,187 +366
Total Volume and Open Interest 1,865,296 11,489,496 +10,537
Ultra T-Bond(CBOT)
Dec16 161107 176~00 176~09 175~11 175~18 -1~03 94,670 622,266 +7,162
Mar17 161107 174~24 174~24 174~13 174~24 -1~04 629 7,401 +203
Jun17 161107 174~02 174~02 174~02 174~02 -1~04      
Total Volume and Open Interest 95,299 629,667 +7,365
Ultra 10-Yr T-Note(CBOT)
Dec16 161107 141~245 141~295 141~175 141~220 -0~170 75,842 258,204 +3,020
Mar17 161107 141~045 141~150 141~045 141~150 -0~170      
Jun17 161107 141~150 141~150 141~150 141~150 -0~170      
Total Volume and Open Interest 75,842 258,204 +3,020
30 Day Federal Funds(CBOT)
Nov16 161107 99.592 99.595 99.592 99.592 unch 47,581 209,344 -20,518
Dec16 161107 99.505 99.505 99.495 99.500 -0.005 10,834 90,919 +860
Jan17 161107 99.430 99.430 99.415 99.425 -0.010 38,760 196,553 +9,580
Feb17 161107 99.410 99.415 99.400 99.410 -0.010 7,548 81,580 -838
Mar17 161107 99.400 99.400 99.385 99.390 -0.015 6,747 41,123 +2,127
Apr17 161107 99.395 99.395 99.375 99.385 -0.015 6,317 67,224 -970
Total Volume and Open Interest 132,484 878,327 -6,792
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 161103 99.94 99.94 99.94 99.94 unch 0 7 +0
Mar17 161103 99.94 99.94 99.94 99.94 unch      
Jun17 161103 99.94 99.94 99.94 99.94 unch      
Sep17 161103 99.94 99.94 99.94 99.94 unch      
Dec17 161103 99.94 99.94 99.94 99.94 unch      
Mar18 161103 99.95 99.95 99.95 99.95 unch      
Jun18 161103 99.81 99.81 99.81 99.81 unch      
Sep18 161103 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161103 151.87 151.92 151.82 151.89 +0.04 1,878 14,560 +341
Mar17 161103 151.83 151.83 151.83 151.83 +0.04      
Jun17 161103 151.83 151.83 151.83 151.83 +0.04      
Total Volume and Open Interest 1,878 14,560 +341
Euro-Buxl(EUREX)
Dec16 161107 180.44 181.64 180.10 181.38 -0.58 52,825 175,861 -25,318
Mar17 161107 179.46 179.50 179.26 179.50 -0.60 6,511 25,115 +3,772
Jun17 161107 177.30 177.70 177.00 177.62 -0.46 3 5 -2
Total Volume and Open Interest 59,339 227,050 +4,521
Euro-Bund(EUREX)
Dec16 161107 162.00 162.37 161.94 162.29 -0.21 790,605 1,599,912 -398,500
Mar17 161107 164.08 164.38 163.98 164.32 -0.23 18,265 173,267 +6,769
Jun17 161107 161.75 161.75 161.75 161.75 -0.21      
Total Volume and Open Interest 808,870 2,160,142 -4,768
Euro-Bobl(EUREX)
Dec16 161107 131.14 131.24 131.10 131.19 -0.06 505,761 1,137,999 -198,888
Mar17 161107 132.76 132.82 132.76 132.81 -0.05 1,524 90,071 -4,362
Jun17 161107 131.44 131.44 131.44 131.44 -0.06      
Total Volume and Open Interest 507,285 1,423,138 -8,182
Euro-Schatz(EUREX)
Dec16 161107 111.99 112.01 111.99 112.00 unch 178,820 1,068,016 -148,498
Mar17 161107 111.96 111.97 111.96 111.97 -0.01 2 1,096 +0
Jun17 161107 112.00 112.00 112.00 112.00 unch      
Total Volume and Open Interest 178,822 1,156,693 -60,917
3-Mth Euribor(EUREX)
Dec16 161107 100.300 100.300 100.300 100.300 unch 5 3,192 +0
Mar17 161107 100.280 100.280 100.280 100.280 unch 0 3,256 +0
Jun17 161107 100.270 100.275 100.270 100.275 unch 6 33,649 -265
Total Volume and Open Interest 61 74,268 -315
Long Gilt(LIFFE)
Dec16 161107 125~32 126~06 125~21 125~27 -0~17 253,787 706,416 -6,468
Mar17 161107 125~31 125~31 125~31 125~31 -0~20      
Total Volume and Open Interest 253,787 706,416 -6,468
3-Mth Short Sterling(LIFFE)
Dec16 161107 99.59 99.60 99.58 99.59 unch 89,246 467,996 -3,456
Mar17 161107 99.58 99.58 99.57 99.57 -0.01 115,661 377,731 -9,045
Jun17 161107 99.57 99.57 99.55 99.55 -0.02 95,045 347,398 +841
Sep17 161107 99.54 99.55 99.53 99.53 -0.02 118,997 306,383 +8,604
Dec17 161107 99.52 99.52 99.50 99.50 -0.03 145,000 305,899 -3,024
Mar18 161107 99.49 99.49 99.47 99.47 -0.03 101,045 188,886 -6,459
Total Volume and Open Interest 1,178,507 2,827,358 -16,482
3-Mth Euribor(LIFFE)
Dec16 161107 100.295 100.300 100.295 100.300 +0.005 25,249 432,300 +3,844
Mar17 161107 100.275 100.285 100.275 100.285 +0.005 32,047 472,719 -2,474
Jun17 161107 100.270 100.275 100.265 100.275 +0.005 30,123 438,324 -2,492
Total Volume and Open Interest 395,176 3,444,919 +395
3-Mth Aus T-Bills(SFE)
Dec16 161107 98.23 98.23 98.21 98.22 -0.01 22,569 141,803 -7,612
Mar17 161107 98.25 98.26 98.24 98.25 -0.01 57,364 240,955 -13,541
Jun17 161107 98.26 98.28 98.25 98.26 -0.01 27,127 197,887 -3,494
Sep17 161107 98.25 98.27 98.23 98.25 unch 13,882 139,781 -1,513
Dec17 161107 98.22 98.24 98.21 98.22 -0.01 9,299 157,128 -283
Mar18 161107 98.19 98.21 98.17 98.19 unch 9,165 91,316 +2,964
Jun18 161107 98.15 98.17 98.13 98.15 unch 5,908 64,516 -126
Sep18 161107 98.10 98.13 98.09 98.10 unch 3,933 31,176 -337
Dec18 161107 98.07 98.09 98.04 98.06 unch 317 7,294 +92
Mar19 161107 98.01 98.01 98.01 98.01 -0.01 2 3,443 +0
Total Volume and Open Interest 149,566 1,077,434 -23,850
10-Year Aus T-Bonds(SFE)
Dec16 161107 97.70 97.74 97.65 97.68 -0.02 137,911 929,210 +900
Mar17 161107 97.68 97.68 97.68 97.68 -0.02      
Total Volume and Open Interest 137,911 929,210 +900
3-Year Aus T-Bonds(SFE)
Dec16 161107 98.32 98.34 98.29 98.31 -0.01 194,826 989,177 +2,337
Mar17 161107 98.31 98.31 98.31 98.31 -0.01      
Total Volume and Open Interest 194,826 989,177 +2,337
Gold(CMX)
Dec16 161107 1294.5 1296.5 1278.6 1279.4 -25.1 228,551 368,593 -6,486
Feb17 161107 1295.0 1300.0 1282.6 1283.4 -25.2 13,821 80,010 +4,810
Apr17 161107 1307.8 1307.8 1286.4 1286.9 -25.3 4,212 17,145 +481
Jun17 161107 1304.2 1307.0 1289.6 1290.1 -25.4 2,997 31,806 +505
Aug17 161107 1304.5 1307.1 1292.7 1293.2 -25.5 1,016 8,279 -200
Oct17 161107 1309.5 1309.8 1295.9 1296.3 -25.5 125 2,283 -22
Dec17 161107 1313.8 1313.8 1299.4 1299.4 -25.5 1,422 14,898 +714
Feb18 161107 1302.2 1320.4 1302.2 1302.2 -25.5 1 193 +0
Apr18 161107 1304.8 1304.8 1304.8 1304.8 -25.4 0 16 +0
Jun18 161107 1307.3 1335.0 1307.3 1307.3 -25.4 9 4,205 +0
Aug18 161107 1310.5 1310.5 1310.5 1310.5 -25.4      
Total Volume and Open Interest 252,348 533,946 -162
Silver(CMX)
Dec16 161107 1827.0 1829.0 1800.5 1815.1 -22.0 81,281 131,458 -3,289
Mar17 161107 1826.0 1840.5 1814.0 1827.7 -22.2 5,348 46,860 +2,331
May17 161107 1833.0 1839.5 1820.0 1834.5 -22.2 321 3,511 +8
Jul17 161107 1847.0 1847.0 1827.5 1841.0 -22.3 187 4,034 +14
Sep17 161107 1842.5 1852.0 1842.5 1847.0 -22.3 26 813 +6
Dec17 161107 1860.0 1866.0 1840.5 1855.7 -22.3 86 4,317 +14
Mar18 161107 1863.0 1863.0 1817.0 1863.0 -22.3 0 2 +0
Total Volume and Open Interest 87,352 194,384 -929
Platinum(NYMEX)
Jan17 161107 995.0 1004.3 988.5 1001.4 -3.1 13,825 64,179 -571
Apr17 161107 994.5 1007.5 992.6 1005.2 -3.2 113 5,926 +49
Jul17 161107 998.5 1008.3 998.5 1008.3 -3.2 0 39 +0
Oct17 161107 1012.2 1012.2 954.0 1012.2 -3.2 0 165 +0
Total Volume and Open Interest 13,967 70,390 -521
Palladium(NYMEX)
Dec16 161107 628.90 657.55 617.15 656.40 +31.60 5,540 18,638 -324
Mar17 161107 620.00 658.85 620.00 658.20 +31.55 535 4,371 +463
Jun17 161107 660.00 660.00 660.00 660.00 +31.55 0 32 +0
Total Volume and Open Interest 6,075 23,044 +136
Copper(CMX)
Dec16 161107 226.15 231.70 225.55 230.95 +4.45 76,051 106,190 +414
Mar17 161107 227.00 232.80 226.70 232.10 +4.55 16,416 72,959 +3,358
May17 161107 227.45 233.25 227.45 232.65 +4.65 2,617 12,073 +900
Jul17 161107 230.55 233.30 230.55 233.05 +4.75 1,079 5,860 +241
Sep17 161107 233.05 233.35 231.50 233.30 +4.70 772 1,937 +250
Total Volume and Open Interest 98,652 209,415 +5,856
E-mini DJIA Index(CBOT)
Dec16 161107 18000 18209 17983 18192 +387 155,396 113,548 -1,531
Mar17 161107 17918 18135 17918 18125 +384 92 986 +2
Jun17 161107 18049 18049 17652 18049 +384 0 6 +0
Sep17 161107 17964 17964 17964 17964 +384      
Total Volume and Open Interest 155,488 114,540 -1,529
S & P 500(CME)
Dec16 161107 2103.50 2129.10 2103.40 2129.10 +49.10 4,051 83,316 -463
Mar17 161107 2105.00 2124.50 2105.00 2123.60 +49.10 157 374 +151
Jun17 161107 2118.10 2119.00 2118.10 2118.10 +49.10 147 273 +153
Sep17 161107 2112.80 2113.90 2112.80 2112.80 +48.90      
Total Volume and Open Interest 4,355 83,963 -159
S & P 500 E-Mini(Globex)
Dec16 161107 2106.00 2130.75 2102.75 2129.00 +49.00 1,795,490 2,951,457 +20,863
Mar17 161107 2098.00 2125.25 2095.50 2123.50 +49.00 6,469 28,708 +1,914
Jun17 161107 2094.75 2118.00 2093.50 2118.00 +49.00 613 1,543 +427
Sep17 161107 2095.00 2112.75 2095.00 2112.75 +48.75 0 18 +0
Total Volume and Open Interest 1,802,572 2,981,756 +23,204
NASDAQ 100 E-Mini(Globex)
Dec16 161107 4709.80 4781.80 4709.80 4775.80 +118.00 280,599 311,422 -8,495
Mar17 161107 4710.00 4778.80 4710.00 4774.30 +118.30 422 1,049 +50
Jun17 161107 4756.50 4768.30 4756.50 4768.30 +118.30 0 10 +0
Total Volume and Open Interest 281,021 312,488 -8,445
S&P Midcap 400(CME) e-Mini
Dec16 161107 1493.50 1508.50 1492.90 1507.00 +31.60 15,513 79,415 -1,418
Mar17 161107 1491.00 1504.50 1491.00 1504.50 +31.60 0 2 +0
Jun17 161107 1494.80 1494.80 1494.80 1494.80 +31.60      
Total Volume and Open Interest 15,513 79,417 -1,418
Volatility Index(CBOE)
Nov16 161107 17.45 17.50 16.00 16.02 -3.31 135,362 168,146 +0
Dec16 161107 17.90 18.10 16.53 16.58 -2.40 93,793 139,136 +0
Jan17 161107 19.30 19.30 17.65 17.68 -2.05 30,202 51,147 +0
Feb17 161107 19.50 19.50 18.10 18.13 -1.75 12,629 26,611 +0
Total Volume and Open Interest 283,497 429,045 +0
Russell 2000(ICE)
Dec16 161107 1175.80 1192.50 1175.80 1191.30 +30.00 87,338 321,814 -1,415
Mar17 161107 1184.10 1186.30 1175.60 1186.30 +30.00 11 312 +3
Jun17 161107 1182.30 1182.30 1182.30 1182.30 +30.00 0 170 +0
Total Volume and Open Interest 87,349 322,435 -1,412
Nikkei 225(CME)
Dec16 161107 17050 17340 17045 17335 +455 7,039 35,449 -301
Mar17 161107 17170 17345 17170 17345 +455 5 42 -2
Total Volume and Open Interest 7,044 35,491 -303
Nikkei 225(SGX)
Dec16 161107 17220 17265 17210 17225 +335 35,006 193,147 -6,348
Mar17 161107 17200 17200 17185 17185 +330 6 4,618 -1
Jun17 161103 16820 16820 16820 16820 -100      
Total Volume and Open Interest 50,375 208,440 +2,507
Nikkei 225(CME) Yen
Dec16 161107 17030 17315 17030 17310 +455 27,561 64,775 +1,874
Mar17 161107 17040 17260 17020 17260 +455 1 111 +0
Jun17 161107 17130 17130 17130 17130 +455      
Total Volume and Open Interest 27,562 64,886 +1,874
Nikkei 225(CME) e-Mini Yen
Dec16 161107 17260 17310 17230 17310 +450 6 54 -2
Mar17 161107 17260 17260 17260 17260 +450      
Jun17 161107 17130 17130 17130 17130 +450      
Total Volume and Open Interest 6 54 -2
CAC 40(EURONEXT)
Nov16 161107 4438.5 4463.0 4425.0 4456.0 +82.0 101,051 293,413 -3,291
Dec16 161107 4426.0 4456.5 4422.5 4450.0 +81.5 167 22,311 +29
Jan17 161107 4441.5 4441.5 4441.5 4441.5 +81.5      
Total Volume and Open Interest 101,218 315,788 -3,262
Hang Seng Index(HKFE)
Nov16 161107 22605 22875 22454 22786 +174 111,706 136,862 +103
Dec16 161107 22620 22885 22473 22806 +176 657 14,828 +86
Total Volume and Open Interest 112,521 153,603 +164
DAX(EUREX)
Dec16 161107 10439.0 10469.5 10375.5 10433.5 +175.5 97,248 133,986 -45,114
Mar17 161107 10441.5 10459.0 10374.5 10430.5 +175.5 121 3,946 +46
Jun17 161107 10420.0 10460.0 10420.0 10458.5 +175.5 11 193 -1
Total Volume and Open Interest 97,380 178,800 -4,394
Mini-DAX(EUREX)
Dec16 161107 10431.0 10465.0 10376.0 10433.5 +175.5 22,990 10,173 -4,896
Mar17 161107 10366.0 10457.0 10366.0 10430.5 +175.5 54 1,469 +11
Jun17 161107 10405.0 10469.0 10405.0 10458.5 +175.5 2 40 -3
Total Volume and Open Interest 23,046 15,928 -642
FT-SE 100(EURONEXT)
Dec16 161107 6680.00 6789.50 6678.50 6764.00 +98.00 119,448 781,073 -1,438
Mar17 161107 6630.50 6701.00 6630.50 6701.00 +98.00 64 6,698 +5
Jun17 161107 6631.00 6631.00 6631.00 6631.00 +99.00      
Total Volume and Open Interest 119,512 787,771 -1,433
SPI 200(SFE)
Dec16 161107 5155.0 5242.0 5123.0 5240.0 +87.0 38,661 278,883 -5,357
Mar17 161107 5118.0 5189.0 5118.0 5189.0 +86.0 9 1,742 +0
Jun17 161107 5175.0 5175.0 5175.0 5175.0 +86.0 0 1,397 +0
Total Volume and Open Interest 38,670 283,091 -5,357
FTSE MIB(ISE)
Dec16 161107 16470.00 16690.00 16470.00 16667.00 +397.00 39,481 41,384 +307
Mar17 161107 16495.00 16660.00 16485.00 16655.00 +402.00 232 808 +212
Jun17 161107 16223.00 16223.00 16223.00 16223.00 +402.00      
Total Volume and Open Interest 39,713 42,192 +519
KOSPI 200(KFE)
Dec16 161107 255.30 255.45 255.10 255.15 +2.10 145,885 130,090 -805
Mar17 161107 252.55 252.60 252.45 252.45 +2.05 853 10,370 +1,066
Jun17 161107 253.05 253.05 253.05 253.05 +2.15 0 1,797 +500
Total Volume and Open Interest 146,738 146,863 +761
GSCI(CME)
Nov16 161107 351.65 352.40 348.85 351.50 +2.40 501 13,825 -222
Dec16 161107 355.65 358.65 354.75 357.30 +2.40 250 1,565 +250
Jan17 161107 361.10 361.10 361.10 361.10 +2.40      
Total Volume and Open Interest 751 15,390 +28
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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