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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri November 11, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161111 997.00 1005.50 969.50 978.50 -10.50 3,399 3,296 -1,047
Jan17 161111 1002.50 1018.00 977.00 986.00 -12.00 181,090 315,519 -7,091
Mar17 161111 1010.50 1027.00 985.25 994.50 -12.00 40,425 109,629 +1,103
May17 161111 1017.75 1034.00 992.75 1002.25 -11.50 16,749 65,172 +780
Jul17 161111 1022.50 1039.00 998.00 1008.00 -11.50 18,354 76,330 +2,003
Aug17 161111 1034.25 1036.75 998.50 1007.00 -11.25 1,571 3,338 +102
Sep17 161111 1020.00 1020.00 987.50 993.75 -10.75 568 1,646 -140
Nov17 161111 997.75 1010.00 976.75 984.00 -9.75 10,262 37,874 -5
Jan18 161111 1005.00 1010.00 982.00 985.50 -9.50 545 1,622 +227
Mar18 161111 992.00 994.50 982.25 982.25 -9.25 110 838 +50
May18 161111 983.50 1000.00 983.50 983.50 -8.25 13 272 -2
Jul18 161111 1003.50 1003.50 986.50 986.50 -8.50 0 396 +0
Aug18 161111 981.50 981.50 981.50 981.50 -8.50 0 17 +0
Sep18 161111 966.25 966.25 966.25 966.25 -8.50 0 17 +0
Total Volume and Open Interest 273,166 616,639 -4,002
Soybean Meal(CBOT)
Dec16 161111 313.10 316.60 305.40 307.80 -3.60 72,024 104,312 -8,039
Jan17 161111 315.10 318.60 307.70 310.20 -3.50 41,887 89,380 +7,048
Mar17 161111 317.40 320.80 309.60 312.20 -3.40 16,181 67,754 +3,315
May17 161111 319.50 322.10 311.20 314.10 -3.20 6,588 39,751 +312
Jul17 161111 322.60 323.90 313.30 316.10 -3.10 6,856 36,845 +232
Aug17 161111 320.70 322.10 313.40 316.00 -3.20 1,161 5,028 +73
Sep17 161111 318.70 322.10 312.80 314.90 -3.30 866 5,574 +70
Oct17 161111 315.90 315.90 311.10 311.50 -3.40 492 5,030 +47
Dec17 161111 318.00 319.00 311.00 311.80 -3.40 1,817 16,135 +58
Jan18 161111 313.30 313.40 311.10 311.10 -3.10 45 836 -1
Total Volume and Open Interest 147,999 372,864 +3,132
Soybean Oil(CBOT)
Dec16 161111 34.77 35.72 34.10 34.44 -0.33 102,579 148,427 -15,845
Jan17 161111 35.03 35.95 34.34 34.66 -0.36 47,939 126,477 +2,209
Mar17 161111 35.24 36.18 34.58 34.89 -0.37 27,154 75,365 +1,923
May17 161111 35.68 36.33 34.76 35.07 -0.38 12,068 46,250 -1,109
Jul17 161111 35.79 36.53 34.96 35.25 -0.38 9,488 37,961 +1,071
Aug17 161111 35.70 36.50 35.00 35.26 -0.38 530 4,554 -20
Sep17 161111 36.09 36.20 34.98 35.18 -0.39 266 3,686 +27
Oct17 161111 36.00 36.00 34.82 35.00 -0.39 194 3,245 -11
Dec17 161111 35.64 36.34 34.79 35.07 -0.38 984 11,173 +121
Jan18 161111 35.10 35.48 35.10 35.10 -0.36 29 519 +6
Total Volume and Open Interest 201,387 458,611 -11,573
Canola(WCE)
Nov16 161110 506.9 506.9 506.9 506.9 +4.8      
Jan17 161110 509.0 515.7 509.0 513.9 +4.8 17,196 135,214 -2,960
Mar17 161110 515.9 522.3 515.9 520.6 +4.6 4,598 26,619 +657
May17 161110 519.9 525.6 519.9 523.7 +3.9 1,283 13,575 +434
Jul17 161110 520.8 526.0 520.8 524.0 +3.8 471 9,765 -79
Total Volume and Open Interest 24,331 193,743 -1,571
Corn(CBOT)
Dec16 161111 343.25 345.00 339.00 340.25 -3.25 323,409 478,619 -18,384
Mar17 161111 351.50 353.50 347.50 349.00 -3.00 155,657 466,860 +31,272
May17 161111 359.00 360.75 355.00 356.50 -2.75 49,448 107,487 +2,961
Jul17 161111 366.50 367.50 362.25 364.00 -2.50 28,639 149,436 +4,016
Sep17 161111 373.25 374.25 369.25 370.75 -2.50 9,278 51,111 -261
Dec17 161111 382.00 383.25 378.00 379.50 -2.50 15,335 98,104 +1,572
Mar18 161111 392.00 392.00 387.75 389.25 -2.25 279 7,007 +84
May18 161111 394.50 395.00 393.75 395.00 -1.75 14 1,372 +0
Jul18 161111 399.00 399.50 397.25 399.25 -1.75 22 1,737 +14
Sep18 161111 395.00 405.25 395.00 395.00 -2.75 206 765 +44
Total Volume and Open Interest 582,599 1,368,349 +21,389
Wheat(CBOT)
Dec16 161111 404.25 407.50 401.00 403.00 -1.75 131,826 202,978 -18,000
Mar17 161111 422.75 425.50 419.25 421.50 -1.25 83,669 174,884 +15,160
May17 161111 439.00 440.00 434.25 436.75 -0.75 13,440 34,085 +819
Jul17 161111 452.00 455.50 449.75 452.25 unch 10,333 54,621 +1,217
Sep17 161111 469.50 470.25 465.50 468.00 +0.25 872 9,843 +149
Dec17 161111 490.00 490.50 485.50 488.25 +0.50 1,467 16,289 +73
Total Volume and Open Interest 241,994 496,072 -444
Wheat(KCBT)
Dec16 161111 409.25 412.75 407.25 410.25 +1.50 37,697 87,082 -10,223
Mar17 161111 426.50 430.25 424.75 427.75 +1.25 30,306 85,014 +7,388
May17 161111 438.50 441.25 437.25 439.25 +1.25 5,883 28,886 -1,586
Jul17 161111 449.75 453.00 448.00 450.75 +1.25 4,956 49,499 +1,406
Sep17 161111 467.50 467.50 464.50 465.50 +1.50 194 4,955 +67
Dec17 161111 485.75 485.75 483.75 485.25 +1.50 79 6,282 +17
Mar18 161111 497.50 497.50 495.50 497.50 +1.25 3 1,039 +0
Total Volume and Open Interest 79,120 263,366 -2,930
Wheat(MGE)
Dec16 161111 514.75 520.50 513.75 520.00 +5.00 2,455 0 -25,200
Mar17 161111 520.00 524.50 518.00 523.75 +4.00 2,491 0 -23,420
May17 161111 527.50 531.75 525.50 530.75 +3.50 608 0 -9,631
Jul17 161111 535.25 539.00 533.00 537.75 +3.25 144 0 -4,945
Sep17 161111 542.50 546.00 541.50 545.00 +3.25 36 0 -3,576
Dec17 161111 553.75 557.50 553.75 556.50 +3.00 7 0 -2,574
Total Volume and Open Interest 5,741    
Oats(CBOT)
Dec16 161111 221.50 225.00 221.00 224.75 +4.00 447 4,426 -133
Mar17 161111 223.00 225.25 222.50 224.50 +2.00 221 3,290 +69
May17 161111 224.25 227.50 224.25 226.50 +2.25 6 503 +0
Jul17 161111 227.25 228.50 227.25 228.50 +2.25 15 66 +14
Total Volume and Open Interest 699 8,350 -50
Rough Rice(CBOT)
Nov16 161111 9.48 9.65 9.48 9.48 -0.11 3 99 -1
Jan17 161111 9.84 9.89 9.67 9.71 -0.13 385 10,015 +5
Mar17 161111 10.12 10.12 9.94 9.97 -0.12 101 1,056 +33
May17 161111 10.21 10.31 10.21 10.21 -0.11 1 11 +1
Total Volume and Open Interest 490 11,197 +38
Live Cattle(CME)
Dec16 161111 104.800 105.700 104.430 105.600 +1.100 25,677 93,460 -4,809
Feb17 161111 105.750 106.480 105.050 106.300 +0.800 20,484 77,367 +4,297
Apr17 161111 105.635 106.180 105.050 106.100 +0.800 10,233 55,997 +700
Jun17 161111 97.535 97.980 97.180 97.900 +0.600 4,912 29,175 +711
Aug17 161111 95.035 95.385 94.635 95.300 +0.515 1,633 11,516 +263
Oct17 161111 96.100 96.300 95.700 96.250 +0.500 323 5,412 +61
Total Volume and Open Interest 63,414 274,630 +1,289
Feeder Cattle(CME)
Nov16 161111 124.950 125.785 124.950 125.730 +0.530 725 3,425 -243
Jan17 161111 120.550 121.200 119.980 121.035 +0.705 3,526 22,152 -163
Mar17 161111 117.100 117.930 116.750 117.450 +0.500 1,750 9,258 -166
Apr17 161111 116.750 117.500 116.385 116.930 +0.380 891 3,180 +260
May17 161111 116.080 116.535 115.500 116.080 +0.350 279 2,666 +51
Aug17 161111 116.730 117.550 116.550 116.950 +0.350 111 1,098 +25
Sep17 161111 115.730 115.800 115.730 115.800 +0.720 2 43 +1
Total Volume and Open Interest 7,284 41,831 -235
Lean Hogs(CME)
Dec16 161111 47.400 48.750 46.880 47.130 -0.250 24,438 83,628 -6,062
Feb17 161111 54.630 55.735 54.000 54.350 -0.230 19,165 69,572 +3,726
Apr17 161111 61.985 62.900 61.450 61.750 -0.130 8,016 41,662 +2,075
May17 161111 69.450 69.950 69.135 69.135 unch 44 736 +20
Jun17 161111 73.400 74.250 73.035 73.730 +0.230 2,763 14,688 +854
Jul17 161111 74.885 74.950 74.180 74.850 -0.035 1,543 8,356 +923
Aug17 161111 75.300 75.500 74.600 75.300 -0.085 471 5,099 +249
Oct17 161111 63.680 63.850 63.380 63.850 +0.200 59 1,559 +33
Total Volume and Open Interest 56,510 226,397 +1,820
Class III Milk(CME)
Nov16 161111 16.83 16.83 16.65 16.71 -0.10 136 5,338 -46
Dec16 161111 16.68 16.80 16.25 16.28 -0.37 359 5,359 +10
Jan17 161111 16.05 16.05 15.76 15.82 -0.14 73 2,887 +7
Feb17 161111 16.00 16.03 15.85 15.90 -0.08 6 2,699 +3
Mar17 161111 16.08 16.10 15.90 15.96 -0.08 14 2,478 +0
Apr17 161111 16.04 16.04 15.98 16.00 -0.05 18 2,254 +6
May17 161111 16.12 16.12 15.98 16.11 +0.06 19 2,159 +12
Jun17 161111 16.20 16.30 16.20 16.30 +0.10 8 2,005 +4
Jul17 161111 16.39 16.53 16.34 16.39 +0.01 0 1,105 +0
Aug17 161111 16.65 16.68 16.65 16.65 unch 0 1,103 +0
Sep17 161111 16.81 16.90 16.75 16.81 +0.01 0 1,116 +0
Oct17 161111 16.80 16.80 16.75 16.80 unch 0 745 +0
Nov17 161111 16.71 16.71 16.70 16.71 +0.01 8 671 +8
Total Volume and Open Interest 641 31,027 +4
Cocoa(ICE)
Dec16 161111 2473 2499 2437 2453 +3 9,552 20,695 -5,789
Mar17 161111 2462 2488 2447 2471 +30 23,913 133,691 +1,047
May17 161111 2452 2482 2446 2465 +24 5,240 36,183 +362
Jul17 161111 2477 2493 2454 2472 +19 2,133 18,725 +472
Sep17 161111 2485 2499 2464 2481 +17 510 11,145 +200
Dec17 161111 2504 2504 2470 2487 +18 283 6,680 +10
Mar18 161111 2489 2501 2485 2494 +19 155 7,721 +87
Total Volume and Open Interest 41,883 235,622 -3,597
Coffee "C"(ICE)
Dec16 161111 161.70 163.85 157.90 159.45 -2.40 31,302 61,973 -11,653
Mar17 161111 166.40 167.65 161.75 163.10 -2.55 24,734 93,881 +7,572
May17 161111 168.05 169.85 164.05 165.40 -2.55 7,762 31,085 -66
Jul17 161111 170.15 171.75 166.05 167.40 -2.55 4,052 11,397 +204
Sep17 161111 172.20 172.50 168.00 169.20 -2.60 741 8,432 +149
Dec17 161111 173.00 174.70 170.20 171.45 -2.60 134 9,750 -1
Total Volume and Open Interest 69,016 220,957 -3,581
Orange Juice(ICE)
Jan17 161111 217.00 220.00 211.00 211.95 -5.20 475 14,519 +44
Mar17 161111 212.20 215.40 209.00 209.15 -4.00 40 1,375 +31
May17 161111 208.10 208.10 206.75 206.75 -2.75 9 441 -6
Jul17 161111 206.00 206.00 204.90 204.90 -2.15 0 84 +0
Sep17 161111 201.65 201.65 201.65 201.65 -2.15      
Nov17 161111 198.75 198.75 198.75 198.75 -2.15 0 2 +0
Total Volume and Open Interest 524 16,421 -581
Sugar #11(ICE)
Mar17 161111 21.60 21.81 21.50 21.70 +0.05 51,643 440,768 -2,761
May17 161111 21.00 21.17 20.85 21.07 unch 18,654 152,595 +3,144
Jul17 161111 20.24 20.35 20.04 20.28 -0.06 8,911 118,528 +257
Oct17 161111 19.70 19.75 19.42 19.70 -0.07 5,029 70,399 +910
Mar18 161111 19.40 19.45 19.08 19.38 -0.12 1,584 34,986 -251
May18 161111 18.70 18.76 18.31 18.69 -0.13 272 11,274 +10
Jul18 161111 18.02 18.11 17.57 18.05 -0.12 85 7,142 +32
Oct18 161111 17.76 17.83 17.21 17.78 -0.11 26 6,924 +20
Total Volume and Open Interest 86,233 847,001 +1,373
London Cocoa(LCE)
Dec16 161111 2059 2075 2042 2068 +13 5,081 84,825 -1,620
Mar17 161111 2014 2026 1998 2022 +11 19,725 93,264 -2,373
May17 161111 2018 2025 2001 2021 +7 6,311 51,935 +1,073
Jul17 161111 2035 2039 2016 2034 +4 4,688 18,022 +1,483
Sep17 161111 2040 2047 2025 2041 +2 3,924 25,756 +1,959
Dec17 161111 2032 2040 2023 2037 +1 942 12,628 -115
Mar18 161111 2036 2036 2020 2032 -4 451 5,914 +640
Total Volume and Open Interest 41,127 292,570 +1,042
London Sugar(LCE)
Mar17 161111 568.60 571.60 565.00 570.50 +1.60 5,203 31,382 +663
May17 161111 560.10 562.80 557.00 561.80 +0.30 333 17,528 -50
Aug17 161111 541.50 544.70 539.90 543.70 -1.80 167 8,003 +16
Oct17 161111 520.60 523.00 517.80 522.70 -2.20 80 10,329 +10
Dec17 161111 510.00 511.70 506.40 511.60 -2.50 3 1,951 -1
Total Volume and Open Interest 12,256 91,764 -3,245
Cotton(ICE)
Dec16 161111 69.35 71.44 68.31 68.44 -0.76 28,665 79,049 -9,046
Mar17 161111 70.01 72.08 68.84 69.03 -0.80 20,852 122,851 +9,636
May17 161111 70.68 72.60 69.52 69.70 -0.80 3,275 22,522 +1,204
Jul17 161111 71.32 72.85 70.07 70.14 -0.81 1,155 10,149 +473
Oct17 161111 71.05 71.40 69.64 69.64 -0.53 17 30 +15
Dec17 161111 69.85 70.50 68.73 68.87 -0.63 604 15,288 -175
Total Volume and Open Interest 54,568 251,015 +2,104
Lumber(CME)
Nov16 161111 305.7 306.6 303.3 304.9 +2.8 114 257 -62
Jan17 161111 320.4 322.7 318.7 319.8 +3.1 376 3,117 +51
Mar17 161111 330.4 330.4 326.6 327.1 +4.2 43 413 +11
May17 161111 330.0 330.0 327.0 330.0 +3.0 0 83 +0
Total Volume and Open Interest 533 3,895 +0
Crude Oil(NYM)
Dec16 161111 44.35 44.63 43.03 43.41 -1.25 946,512 375,825 -37,847
Jan17 161111 45.05 45.33 43.73 44.15 -1.21 414,385 445,668 +63,461
Feb17 161111 45.87 46.07 44.49 44.92 -1.20 133,244 130,839 -2,051
Mar17 161111 46.61 46.82 45.25 45.68 -1.20 98,278 188,863 -4,777
Apr17 161111 47.32 47.51 45.99 46.38 -1.21 52,935 86,079 +2,473
May17 161111 47.93 48.01 46.65 46.97 -1.21 30,173 58,007 +555
Jun17 161111 48.46 48.57 47.00 47.43 -1.22 66,975 150,279 -1,156
Jul17 161111 48.73 48.73 47.50 47.78 -1.24 18,115 40,611 -968
Aug17 161111 49.02 49.04 47.77 48.06 -1.26 10,607 32,420 +1,765
Sep17 161111 48.70 48.71 47.96 48.29 -1.27 9,586 46,074 -310
Oct17 161111 48.93 48.93 48.23 48.50 -1.27 4,949 26,750 +60
Nov17 161111 49.83 49.83 48.55 48.70 -1.28 4,653 27,462 +1,144
Dec17 161111 49.93 50.12 48.59 48.91 -1.28 50,773 179,013 +615
Jan18 161111 49.06 50.08 49.06 49.06 -1.28 1,049 20,990 -115
Feb18 161111 49.23 51.00 49.23 49.23 -1.27 182 7,545 +44
Mar18 161111 49.40 51.00 49.40 49.40 -1.26 1,039 21,673 +273
Total Volume and Open Interest 1,861,909 1,997,982 +24,326
e-miNY Crude Oil(NYM)
Dec16 161111 44.350 44.625 43.025 43.400 -1.250 19,207 3,956 -228
Jan17 161111 45.125 45.300 43.750 44.150 -1.200 1,613 1,191 +118
Feb17 161111 45.850 46.025 44.650 44.925 -1.200 292 588 +117
Mar17 161111 46.000 46.000 45.275 45.675 -1.200 39 179 -13
Apr17 161111 46.375 47.700 46.375 46.375 -1.225 10 121 -4
May17 161111 46.975 48.575 46.975 46.975 -1.200 30 50 +23
Jun17 161111 47.425 48.525 47.425 47.425 -1.225 66 110 -11
Jul17 161111 47.775 52.000 47.775 47.775 -1.250 36 117 +36
Aug17 161111 48.050 49.350 48.050 48.050 -1.275 0 144 +0
Sep17 161111 48.300 49.450 48.300 48.300 -1.250 0 63 +0
Total Volume and Open Interest 21,303 6,734 +36
NY Harbor ULSD(NYM)
Dec16 161111 143.13 143.52 138.74 140.12 -3.54 65,785 73,965 -4,209
Jan17 161111 144.83 145.11 140.54 141.75 -3.58 44,002 88,139 -288
Feb17 161111 146.45 146.71 142.21 143.38 -3.60 24,227 41,126 +602
Mar17 161111 147.51 147.78 143.37 144.52 -3.58 21,235 44,372 +1,245
Apr17 161111 146.68 147.01 143.97 144.97 -3.59 9,028 30,822 +913
May17 161111 147.19 147.47 145.10 145.83 -3.59 6,956 15,816 +411
Jun17 161111 149.89 149.95 145.75 146.75 -3.55 11,563 32,062 -1,346
Jul17 161111 149.14 149.14 147.25 147.96 -3.55 1,541 4,388 +85
Aug17 161111 150.37 150.37 148.75 149.22 -3.55 917 4,284 +19
Sep17 161111 151.68 151.85 150.09 150.63 -3.52 603 5,189 +80
Oct17 161111 151.52 152.00 151.52 152.00 -3.48 274 2,891 +1
Nov17 161111 154.15 154.32 152.70 153.27 -3.44 485 2,720 +123
Dec17 161111 156.43 156.49 153.66 154.48 -3.40 3,240 29,976 -484
Jan18 161111 155.37 156.00 155.37 155.70 -3.37 62 2,182 +27
Total Volume and Open Interest 190,209 389,401 -2,605
RBOB Gasoline(NYM)
Dec16 161111 133.69 135.00 129.61 130.53 -3.24 71,616 96,462 -9,200
Jan17 161111 133.39 134.52 129.83 130.77 -2.87 59,735 113,131 +3,396
Feb17 161111 134.56 135.53 131.07 132.05 -2.85 19,909 34,574 +426
Mar17 161111 136.76 137.44 133.41 134.32 -2.80 14,835 34,946 +465
Apr17 161111 156.38 156.86 153.34 154.22 -2.67 7,403 27,748 +401
May17 161111 158.07 158.07 154.72 155.42 -2.69 5,777 14,589 -200
Jun17 161111 157.90 157.90 154.47 155.28 -2.72 7,392 17,713 +300
Jul17 161111 155.73 156.18 154.20 154.29 -2.80 2,549 4,638 -648
Aug17 161111 155.20 155.67 152.46 152.76 -2.84 1,058 3,230 -173
Sep17 161111 150.54 150.73 150.54 150.60 -2.84 604 6,615 -39
Total Volume and Open Interest 193,079 378,812 -5,067
e-miNY RBOB Gasoline(NYM)
Dec16 161111 130.50 136.90 130.50 130.50 -3.27 1 1 +0
Jan17 161111 130.77 130.77 130.77 130.77 -2.87      
Feb17 161111 132.10 132.10 132.05 132.10 -2.80      
Mar17 161111 134.32 134.32 134.32 134.32 -2.80      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Dec16 161111 2.656 2.685 2.555 2.619 -0.013 209,317 142,141 -18,476
Jan17 161111 2.842 2.900 2.765 2.850 +0.039 138,532 253,528 +13,002
Feb17 161111 2.882 2.947 2.818 2.898 +0.040 43,621 73,754 +2,485
Mar17 161111 2.883 2.947 2.823 2.899 +0.039 48,596 162,932 +4,365
Apr17 161111 2.831 2.910 2.788 2.863 +0.045 52,934 95,478 -1,474
May17 161111 2.841 2.919 2.802 2.874 +0.046 15,724 64,964 +27
Jun17 161111 2.869 2.956 2.844 2.914 +0.048 14,952 45,852 -6
Jul17 161111 2.922 2.991 2.881 2.953 +0.049 8,828 31,817 -104
Aug17 161111 2.927 2.994 2.890 2.956 +0.048 6,726 22,838 +33
Sep17 161111 2.915 2.981 2.880 2.943 +0.046 4,798 22,949 +101
Oct17 161111 2.911 3.000 2.900 2.962 +0.045 14,827 68,229 +740
Nov17 161111 2.960 3.044 2.948 3.009 +0.043 3,958 24,857 -84
Dec17 161111 3.109 3.184 3.098 3.156 +0.039 2,486 27,280 +409
Jan18 161111 3.197 3.276 3.189 3.244 +0.037 5,417 21,793 +616
Feb18 161111 3.230 3.245 3.214 3.224 +0.034 1,765 7,135 +113
Mar18 161111 3.170 3.179 3.152 3.159 +0.030 2,363 19,376 +386
Total Volume and Open Interest 578,324 1,174,554 +2,427
Brent Crude Oil(ICE)
Jan17 161111 45.80 45.89 44.19 44.75 -1.09 448,124 491,096 -19,925
Feb17 161111 46.72 46.96 45.29 45.82 -1.10 238,637 293,705 +31,800
Mar17 161111 47.73 47.79 46.16 46.65 -1.12 128,543 256,418 +8,574
Apr17 161111 48.47 48.52 46.89 47.36 -1.16 57,116 126,440 +3,127
May17 161111 49.10 49.14 47.51 47.96 -1.19 35,809 90,309 +2,917
Jun17 161111 49.62 49.64 48.02 48.46 -1.21 86,181 185,157 +3,109
Jul17 161111 50.02 50.02 48.45 48.86 -1.23 10,421 41,831 -1,545
Aug17 161111 50.31 50.35 48.82 49.21 -1.25 8,806 36,448 -353
Sep17 161111 50.73 50.73 49.15 49.53 -1.26 15,519 64,357 +2,007
Oct17 161111 49.81 49.81 49.81 49.81 -1.27 3,187 30,318 +1,329
Nov17 161111 50.07 50.07 50.07 50.07 -1.28 1,632 22,609 +87
Dec17 161111 51.56 51.62 50.00 50.32 -1.29 66,536 214,843 -850
Jan18 161111 51.01 51.01 50.57 50.57 -1.29 2,987 25,142 +1,354
Feb18 161111 51.26 51.26 50.80 50.80 -1.29 1,315 17,563 +157
Total Volume and Open Interest 1,136,902 2,201,472 +33,318
Gas Oil(ICE)
Dec16 161111 418.50 420.00 405.25 406.75 -13.25 144,590 158,972 +7,171
Jan17 161111 422.25 423.50 409.00 410.50 -13.00 89,059 142,641 +2,586
Feb17 161111 427.00 427.00 413.25 414.75 -12.75 27,841 69,833 +2,343
Mar17 161111 431.00 431.00 417.75 419.00 -12.50 24,192 47,054 +1,234
Apr17 161111 434.00 434.00 421.50 423.00 -12.25 11,488 30,901 +978
May17 161111 437.75 437.75 426.25 426.50 -12.25 5,512 25,357 -781
Jun17 161111 441.50 441.50 428.50 429.75 -12.25 14,753 62,464 +2,453
Jul17 161111 444.25 445.50 434.00 434.00 -12.00 1,683 17,506 +353
Aug17 161111 447.50 447.50 437.50 437.75 -12.00 1,239 14,331 +126
Sep17 161111 452.50 452.50 441.25 441.50 -11.75 2,200 24,410 +206
Total Volume and Open Interest 390,048 793,247 -10,911
Ethanol(CBOT)
Dec16 161111 1.496 1.520 1.496 1.520 +0.010 312 3,300 -161
Jan17 161111 1.450 1.465 1.446 1.463 +0.003 333 1,267 +117
Feb17 161111 1.437 1.457 1.437 1.457 -0.001 7 571 +5
Mar17 161111 1.456 1.470 1.456 1.470 +0.004 2 263 +0
Apr17 161111 1.490 1.517 1.490 1.490 +0.004 0 235 +0
May17 161111 1.497 1.497 1.497 1.497 +0.004 0 5 +0
Jun17 161111 1.497 1.497 1.497 1.497 +0.004      
Jul17 161111 1.497 1.497 1.497 1.497 +0.004      
Total Volume and Open Interest 654 5,647 -39
WTI Crude Oil(ICE)
Dec16 161111 44.47 44.62 43.02 43.41 -1.25 80,130 81,373 -688
Jan17 161111 45.18 45.29 43.73 44.15 -1.21 100,637 102,871 -2,212
Feb17 161111 45.96 45.96 44.49 44.92 -1.20 62,794 56,543 +5,423
Mar17 161111 46.71 46.71 45.24 45.68 -1.20 25,583 44,598 +2,018
Apr17 161111 47.42 47.42 45.95 46.38 -1.21 12,695 16,126 -248
May17 161111 48.02 48.02 46.66 46.97 -1.21 8,457 9,462 +400
Jun17 161111 48.50 48.50 47.00 47.43 -1.22 17,930 47,030 +1,125
Jul17 161111 48.09 48.09 47.74 47.78 -1.24 1,416 6,834 -100
Aug17 161111 48.00 48.12 47.92 48.06 -1.26 838 5,498 +78
Sep17 161111 48.29 48.29 48.29 48.29 -1.27 992 15,476 +12
Oct17 161111 48.50 48.50 48.50 48.50 -1.27 337 3,767 +56
Nov17 161111 48.70 48.70 48.70 48.70 -1.28 225 1,679 +58
Dec17 161111 50.10 50.10 48.63 48.91 -1.28 13,738 75,086 -3,519
Jan18 161111 49.06 49.06 49.06 49.06 -1.28 53 997 -15
Feb18 161111 49.23 49.23 49.23 49.23 -1.27 0 595 +0
Mar18 161111 49.40 49.40 49.40 49.40 -1.26 6 3,533 +0
Total Volume and Open Interest 329,951 543,537 +1,873
US Dollar Index(ICE)
Dec16 161111 98.825 99.130 98.545 99.050 +0.275 88,378 79,041 -1,991
Mar17 161111 98.730 99.040 98.480 98.980 +0.275 2,821 4,576 +114
Jun17 161111 98.505 98.950 98.505 98.890 +0.275 167 346 +58
Total Volume and Open Interest 91,409 84,131 -1,800
Australian Dollar(CME)
Dec16 161111 76.03 76.23 75.18 75.27 -0.76 258,989 129,352 -6,631
Mar17 161111 75.86 76.06 75.04 75.13 -0.75 1,218 1,627 +94
Jun17 161111 75.49 75.49 74.96 74.96 -0.75 3 38 -1
Total Volume and Open Interest 260,210 131,022 -6,538
British Pound(CME)
Dec16 161111 125.58 126.82 125.32 126.09 +0.36 168,362 249,398 +272
Mar17 161111 125.85 127.00 125.72 126.34 +0.36 908 3,717 -32
Jun17 161111 127.05 127.06 126.60 126.60 +0.37 9 645 +1
Total Volume and Open Interest 169,281 253,944 +241
Canadian Dollar(CME)
Dec16 161111 74.27 74.34 73.82 73.83 -0.44 144,870 118,168 +908
Mar17 161111 74.34 74.40 73.89 73.89 -0.44 1,987 3,626 +818
Jun17 161111 74.12 74.19 73.96 73.96 -0.43 156 474 +63
Sep17 161111 74.27 74.27 74.02 74.02 -0.43 20 329 +11
Total Volume and Open Interest 147,220 122,958 +1,965
Japanese Yen(CME)
Dec16 161111 93.73 94.42 93.62 93.76 +0.03 581,035 161,513 +489
Mar17 161111 94.07 94.80 94.05 94.15 +0.03 2,003 3,247 +121
Jun17 161111 94.87 94.87 94.60 94.60 +0.04 25 125 -23
Total Volume and Open Interest 583,063 164,915 +587
Swiss Franc(CME)
Dec16 161111 101.45 101.88 101.24 101.33 -0.16 56,588 53,336 -104
Mar17 161111 101.83 101.89 101.83 101.87 -0.17 55 168 -5
Jun17 161111 102.50 104.04 102.50 102.50 -0.15 0 15 +0
Total Volume and Open Interest 56,643 53,523 -109
EuroFX(CME)
Dec16 161111 108.97 109.38 108.44 108.59 -0.47 461,271 403,604 -1,326
Mar17 161111 109.46 109.76 108.89 109.04 -0.47 5,961 11,731 +167
Jun17 161111 110.20 110.20 109.42 109.54 -0.47 40 1,318 -2
Total Volume and Open Interest 467,285 416,848 -1,159
Mexican Peso(CME)
Nov16 161111 477.25 541.88 477.25 477.25 -8.00 6 5 +0
Dec16 161111 483.25 485.25 465.13 475.00 -8.13 223,316 121,910 +3,630
Total Volume and Open Interest 224,048 152,546 +3,680
Brazilian Real(CME)
Dec16 161111 293.40 294.20 283.45 292.00 -3.55 2,984 30,645 +609
Jan17 161111 288.20 290.40 282.25 289.40 -3.65 12 10 +2
Feb17 161111 287.15 287.15 287.15 287.15 -3.10      
Mar17 161111 285.20 285.20 285.20 285.20 -3.10 1 1 +1
Total Volume and Open Interest 2,997 30,656 +612
30-Year T-Bonds(CBOT)
Dec16 161111 155~260 156~120 155~000 155~050 -1~020 829,802 564,075 +21,451
Mar17 161111 154~140 154~290 153~220 153~240 -1~020 3,335 3,837 +900
Jun17 161111 152~280 152~280 152~280 152~280 -1~020      
Total Volume and Open Interest 833,137 567,912 +22,351
10-Year T-Notes(CBOT)
Dec16 161111 127~115 127~220 127~025 127~055 -0~125 4,231,834 2,897,628 +39,056
Mar17 161111 126~255 127~000 126~140 126~160 -0~130 30,894 39,272 +7,522
Jun17 161111 126~080 126~080 126~080 126~080 -0~130      
Total Volume and Open Interest 4,262,728 2,936,900 +46,578
5-Year T-Notes(CBOT)
Dec16 161111 119~202 119~252 119~144 119~162 -0~086 2,385,290 2,790,511 -50,500
Mar17 161111 119~070 119~106 119~014 119~014 -0~092 28,316 82,465 +4,837
Jun17 161111 118~284 120~234 118~284 118~284 -0~092 3 3 +3
Total Volume and Open Interest 2,413,609 2,872,979 -45,660
2 Year T-Notes(CBOT)
Dec16 161111 108~314 109~000 108~296 108~300 -0~020 832,882 1,175,319 -15,425
Mar17 161111 108~242 108~250 108~232 108~232 -0~022 8,251 20,851 +1,788
Jun17 161111 108~232 108~232 108~232 108~232 -0~022      
Total Volume and Open Interest 841,133 1,196,170 -13,637
Eurodollars(CME)
Dec16 161111 99.055 99.060 99.040 99.045 -0.015 1,526,749 1,579,946 +1,137
Mar17 161111 99.025 99.030 99.005 99.015 -0.010 898,138 1,295,282 +10,311
Jun17 161111 98.945 98.945 98.915 98.925 -0.015 851,412 1,291,830 +46,033
Sep17 161111 98.865 98.880 98.825 98.840 -0.030 666,030 1,001,509 +6,064
Dec17 161111 98.770 98.785 98.725 98.735 -0.040 1,681,407 1,570,993 +27,670
Mar18 161111 98.690 98.710 98.640 98.650 -0.050 770,977 762,073 +46,414
Jun18 161111 98.585 98.615 98.545 98.550 -0.060 751,461 617,289 +25,112
Sep18 161111 98.495 98.525 98.445 98.450 -0.065 583,280 460,340 +276
Dec18 161111 98.385 98.420 98.340 98.345 -0.070 884,625 754,220 +22,988
Mar19 161111 98.315 98.345 98.265 98.265 -0.080 497,685 487,694 +47,784
Jun19 161111 98.240 98.270 98.180 98.185 -0.090 411,816 411,579 -1,313
Sep19 161111 98.170 98.200 98.105 98.110 -0.095 339,318 330,564 +1,790
Dec19 161111 98.090 98.125 98.025 98.030 -0.100 450,559 366,641 +6,373
Mar20 161111 98.035 98.070 97.965 97.970 -0.100 246,398 194,011 +11,756
Jun20 161111 97.975 98.010 97.905 97.910 -0.100 182,641 124,661 +9,657
Sep20 161111 97.925 97.955 97.845 97.855 -0.100 160,099 109,671 +2,734
Dec20 161111 97.860 97.890 97.780 97.790 -0.100 166,165 129,126 +13,764
Mar21 161111 97.805 97.840 97.725 97.735 -0.100 130,456 82,379 +9,662
Total Volume and Open Interest      
Ultra T-Bond(CBOT)
Dec16 161111 165~06 165~26 163~16 163~27 -1~30 268,707 630,313 +7,778
Mar17 161111 163~16 163~16 162~27 162~27 -2~01 2,823 10,975 +2,004
Jun17 161111 162~05 162~05 162~05 162~05 -2~01      
Total Volume and Open Interest 271,530 641,288 +9,782
Ultra 10-Yr T-Note(CBOT)
Dec16 161111 137~185 138~025 137~060 137~100 -0~205 300,843 262,102 +5,336
Mar17 161111 136~315 141~045 136~315 136~315 -0~205 0 1 +0
Jun17 161111 136~315 136~315 136~315 136~315 -0~205      
Total Volume and Open Interest 300,843 262,103 +5,336
30 Day Federal Funds(CBOT)
Nov16 161111 99.592 99.595 99.592 99.592 unch 34,013 205,790 -8,824
Dec16 161111 99.495 99.500 99.495 99.500 unch 68,884 84,103 +2,608
Jan17 161111 99.420 99.420 99.410 99.415 -0.010 299,266 206,267 -6,973
Feb17 161111 99.405 99.410 99.395 99.405 -0.005 62,748 75,296 -1,993
Mar17 161111 99.385 99.385 99.375 99.380 -0.010 24,950 42,427 -3,143
Apr17 161111 99.380 99.380 99.360 99.365 -0.015 53,222 64,188 -1,741
Total Volume and Open Interest 612,960 886,753 -15,966
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 161110 99.94 99.94 99.94 99.94 unch 0 10 +0
Mar17 161110 99.94 99.94 99.94 99.94 unch      
Jun17 161110 99.94 99.94 99.94 99.94 unch      
Sep17 161110 99.94 99.94 99.94 99.94 unch      
Dec17 161110 99.94 99.94 99.94 99.94 unch      
Mar18 161110 99.95 99.95 99.95 99.95 unch      
Jun18 161110 99.81 99.81 99.81 99.81 unch      
Sep18 161110 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 10 +0
Japanese Gov't Bonds(SGX)
Dec16 161110 151.82 151.82 151.31 151.52 -0.33 665 14,507 -282
Mar17 161110 151.46 151.46 151.46 151.46 -0.33      
Jun17 161110 151.46 151.46 151.46 151.46 -0.33      
Total Volume and Open Interest 665 14,507 -282
Euro-Buxl(EUREX)
Dec16 161111 175.74 175.74 173.34 174.90 -0.82 87,538 221,921 +25,072
Mar17 161111 173.00 173.40 171.88 173.02 -0.82 2,409 39,268 +1,138
Jun17 161111 171.30 171.30 171.30 171.30 -0.82 44 7 +3
Total Volume and Open Interest 89,991 261,196 +26,213
Euro-Bund(EUREX)
Dec16 161111 160.62 160.62 159.77 160.27 -0.37 1,204,065 2,161,649 +315,013
Mar17 161111 162.32 162.32 161.48 161.97 -0.41 11,771 197,614 +5,108
Jun17 161111 160.24 160.24 159.73 159.73 -0.37      
Total Volume and Open Interest 1,215,836 2,359,263 +320,121
Euro-Bobl(EUREX)
Dec16 161111 130.83 130.85 130.56 130.70 -0.15 744,387 1,406,164 +112,672
Mar17 161111 132.37 132.37 132.05 132.19 -0.19 18,756 111,304 +16,313
Jun17 161111 130.95 130.95 130.95 130.95 -0.15      
Total Volume and Open Interest 763,143 1,517,468 +128,985
Euro-Schatz(EUREX)
Dec16 161111 111.99 112.00 111.93 111.96 -0.03 399,995 1,338,872 +141,337
Mar17 161111 111.89 111.89 111.86 111.89 -0.03 3,282 11,681 +3,281
Jun17 161111 111.96 111.96 111.96 111.96 -0.03      
Total Volume and Open Interest 403,277 1,350,553 +144,618
3-Mth Euribor(EUREX)
Dec16 161111 100.305 100.305 100.305 100.305 +0.005 0 3,193 +0
Mar17 161111 100.280 100.280 100.280 100.280 +0.005 1 3,253 +0
Jun17 161111 100.265 100.265 100.260 100.260 unch 3 33,646 +1
Total Volume and Open Interest 307 73,999 -199
Long Gilt(LIFFE)
Dec16 161111 123~23 124~15 123~19 124~07 -0~05 260,525 706,573 -5,998
Mar17 161111 123~27 124~01 123~27 124~01 -0~06      
Total Volume and Open Interest 260,525 706,573 -5,998
3-Mth Short Sterling(LIFFE)
Dec16 161111 99.59 99.60 99.58 99.59 unch 38,119 458,930 -1,661
Mar17 161111 99.57 99.58 99.56 99.57 unch 55,203 366,439 -7,174
Jun17 161111 99.55 99.55 99.53 99.54 unch 61,346 344,750 -4,444
Sep17 161111 99.51 99.52 99.49 99.50 -0.01 74,175 296,155 -6,410
Dec17 161111 99.46 99.47 99.44 99.45 -0.01 122,703 309,012 -7,952
Mar18 161111 99.42 99.42 99.39 99.40 -0.01 79,301 180,020 -715
Total Volume and Open Interest 828,921 2,751,389 -43,818
3-Mth Euribor(LIFFE)
Dec16 161111 100.300 100.305 100.290 100.305 +0.010 76,565 432,536 +1,079
Mar17 161111 100.280 100.285 100.265 100.280 +0.005 76,948 477,880 -3,127
Jun17 161111 100.265 100.265 100.245 100.260 unch 67,511 435,136 -6,440
Total Volume and Open Interest 897,364 3,448,572 -33,524
3-Mth Aus T-Bills(SFE)
Dec16 161111 98.22 98.23 98.21 98.22 unch 25,974 132,952 -3,095
Mar17 161111 98.25 98.25 98.23 98.25 unch 67,293 231,775 -5,561
Jun17 161111 98.26 98.26 98.22 98.25 -0.01 58,603 196,468 +3,956
Sep17 161111 98.25 98.25 98.20 98.23 -0.02 28,850 139,963 +1,245
Dec17 161111 98.22 98.23 98.16 98.18 -0.04 27,237 158,570 +794
Mar18 161111 98.17 98.18 98.11 98.13 -0.05 11,240 87,364 -1,655
Jun18 161111 98.13 98.14 98.04 98.07 -0.06 8,675 62,803 -327
Sep18 161111 98.08 98.09 97.98 98.00 -0.08 2,930 30,688 -296
Dec18 161111 98.04 98.04 97.91 97.93 -0.09 238 7,385 +30
Mar19 161111 97.94 97.94 97.85 97.86 -0.11 1 3,444 +1
Total Volume and Open Interest 231,042 1,053,547 -4,908
10-Year Aus T-Bonds(SFE)
Dec16 161111 97.54 97.56 97.43 97.47 -0.06 233,637 962,889 +18,596
Mar17 161111 97.47 97.47 97.47 97.47 -0.06      
Total Volume and Open Interest 233,637 962,889 +18,596
3-Year Aus T-Bonds(SFE)
Dec16 161111 98.27 98.29 98.20 98.23 -0.04 360,563 1,031,876 +62,691
Mar17 161111 98.23 98.23 98.23 98.23 -0.04      
Total Volume and Open Interest 360,563 1,031,876 +62,691
Gold(CMX)
Dec16 161111 1258.7 1265.0 1218.7 1224.3 -42.1 816,531 318,162 -11,957
Feb17 161111 1261.8 1268.1 1221.3 1226.9 -42.8 64,801 113,127 +6,743
Apr17 161111 1263.8 1269.0 1225.6 1229.6 -43.2 7,791 20,514 +132
Jun17 161111 1272.9 1273.6 1229.0 1232.2 -43.5 5,914 34,150 +733
Aug17 161111 1270.7 1275.8 1230.0 1234.7 -43.7 659 8,526 -119
Oct17 161111 1275.5 1276.6 1234.7 1237.4 -43.8 238 2,205 +10
Dec17 161111 1269.0 1278.4 1235.5 1240.1 -43.9 332 15,901 +138
Feb18 161111 1280.0 1280.0 1240.0 1243.1 -43.9 3 193 +0
Apr18 161111 1262.9 1262.9 1245.9 1245.9 -43.9 3 19 +3
Jun18 161111 1248.6 1286.1 1248.6 1248.6 -43.9 20 4,225 +20
Aug18 161111 1251.9 1251.9 1251.9 1251.9 -43.9      
Total Volume and Open Interest 897,219 524,161 -4,042
Silver(CMX)
Dec16 161111 1860.5 1885.0 1717.0 1738.2 -135.5 156,618 107,613 -8,120
Mar17 161111 1872.5 1895.0 1726.5 1747.8 -137.3 24,787 63,097 +6,996
May17 161111 1880.0 1894.0 1736.5 1754.0 -137.6 1,465 3,433 +412
Jul17 161111 1885.0 1885.0 1750.0 1760.3 -137.7 643 4,827 +330
Sep17 161111 1842.0 1842.0 1766.5 1766.5 -137.7 5 949 +0
Dec17 161111 1885.0 1895.0 1755.5 1775.4 -137.7 164 4,441 +1
Mar18 161111 1782.7 1817.0 1782.7 1782.7 -137.7 0 2 +0
Total Volume and Open Interest 184,277 188,048 -217
Platinum(NYMEX)
Jan17 161111 975.5 986.0 936.3 943.2 -39.0 27,478 59,790 -331
Apr17 161111 983.9 988.4 940.0 946.9 -39.1 476 6,157 +91
Jul17 161111 973.0 976.0 945.7 951.0 -39.0 2 40 +0
Oct17 161111 954.9 954.9 954.0 954.9 -39.0 0 165 +0
Total Volume and Open Interest 28,010 66,192 -277
Palladium(NYMEX)
Dec16 161111 689.00 697.85 669.95 684.70 -11.80 7,469 16,369 -381
Mar17 161111 691.60 696.00 672.40 685.70 -12.35 793 6,105 +595
Jun17 161111 680.20 687.15 680.20 687.15 -12.65 1 34 -1
Total Volume and Open Interest 8,263 22,509 +213
Copper(CMX)
Dec16 161111 253.40 273.45 249.60 250.90 -4.20 203,542 110,086 -4,039
Mar17 161111 254.60 274.40 250.70 252.00 -4.10 41,334 82,648 +2,141
May17 161111 255.70 274.00 251.35 252.50 -4.10 4,881 14,160 +12
Jul17 161111 256.00 275.00 252.75 252.90 -4.10 3,748 12,642 +2,516
Sep17 161111 263.65 271.25 253.10 253.10 -4.10 1,047 3,963 +621
Total Volume and Open Interest 256,017 235,475 +1,553
E-mini DJIA Index(CBOT)
Dec16 161111 18765 18833 18682 18787 +1 651,872 120,344 +5,036
Mar17 161111 18695 18759 18613 18723 +4 1,491 1,366 +308
Jun17 161111 18616 18647 18615 18647 +4 45 29 +23
Sep17 161111 18562 18562 18562 18562 +4      
Total Volume and Open Interest 653,408 121,739 +5,367
S & P 500(CME)
Dec16 161111 2164.50 2169.20 2152.30 2161.60 -5.60 9,885 86,626 +1,871
Mar17 161111 2156.30 2158.70 2143.70 2156.30 -5.40 1,643 1,197 +121
Jun17 161111 2150.60 2153.00 2138.00 2150.60 -5.40 164 1,033 +72
Sep17 161111 2145.30 2147.70 2132.70 2145.30 -5.40      
Total Volume and Open Interest 11,692 88,856 +2,064
S & P 500 E-Mini(Globex)
Dec16 161111 2165.00 2170.50 2148.50 2161.50 -5.75 5,280,237 2,934,892 +38,513
Mar17 161111 2159.25 2164.75 2143.25 2156.25 -5.50 19,529 34,015 +2,356
Jun17 161111 2157.00 2157.00 2137.50 2150.50 -5.50 1,081 3,109 +243
Sep17 161111 2135.50 2145.25 2135.50 2145.25 -5.50 10 18 -3
Total Volume and Open Interest 5,300,860 2,972,070 +41,111
NASDAQ 100 E-Mini(Globex)
Dec16 161111 4741.80 4758.00 4681.80 4748.00 +4.20 719,499 259,374 -38,679
Mar17 161111 4738.00 4755.80 4681.30 4746.80 +4.50 1,857 1,053 +37
Jun17 161111 4708.00 4740.80 4708.00 4740.80 +4.50 0 14 +0
Total Volume and Open Interest 721,358 260,469 -38,642
S&P Midcap 400(CME) e-Mini
Dec16 161111 1544.70 1563.40 1540.20 1560.80 +16.20 29,468 75,943 -1,153
Mar17 161111 1558.30 1558.30 1491.00 1558.30 +16.20 0 2 +0
Jun17 161111 1548.60 1548.60 1548.60 1548.60 +16.20      
Total Volume and Open Interest 29,468 75,945 -1,153
Volatility Index(CBOE)
Nov16 161111 15.35 16.30 14.75 14.93 -0.40 275,642 104,574 -15,764
Dec16 161111 16.30 16.98 15.93 16.13 -0.14 222,166 175,583 +9,275
Jan17 161111 17.40 18.05 17.23 17.33 -0.05 60,197 56,894 -419
Feb17 161111 18.00 18.55 17.87 17.93 unch 24,239 26,296 -1,772
Total Volume and Open Interest 615,091 411,631 -8,369
Russell 2000(ICE)
Dec16 161111 1254.90 1283.90 1250.40 1282.70 +27.80 244,157 319,873 +4,769
Mar17 161111 1253.70 1277.90 1250.40 1277.70 +27.80 582 415 +120
Jun17 161111 1273.70 1273.70 1273.70 1273.70 +27.80 0 170 +0
Total Volume and Open Interest 244,739 320,597 +4,889
Nikkei 225(CME)
Dec16 161111 17520 17635 17290 17440 -80 54,170 36,383 +1,480
Mar17 161111 17600 17600 17360 17470 -80 69 78 +33
Total Volume and Open Interest 54,239 36,461 +1,513
Nikkei 225(SGX)
Dec16 161111 17425 17490 17375 17445 +120 274,457 212,968 +19,665
Mar17 161111 17375 17550 17305 17410 +125 1,033 5,164 +474
Jun17 161110 17165 17165 17165 17165 +930      
Total Volume and Open Interest 59,871 208,134 -5,101
Nikkei 225(CME) Yen
Dec16 161111 17495 17615 17270 17420 -75 228,994 73,134 +12,502
Mar17 161111 17460 17540 17260 17370 -75 259 189 +103
Jun17 161111 17240 17240 17240 17240 -75      
Total Volume and Open Interest 229,253 73,323 +12,605
Nikkei 225(CME) e-Mini Yen
Dec16 161111 17420 17500 17390 17420 -70 2 40 +1
Mar17 161111 17370 17370 17370 17370 -70      
Jun17 161111 17240 17240 17240 17240 -70      
Total Volume and Open Interest 2 40 +1
CAC 40(EURONEXT)
Nov16 161111 4547.0 4555.0 4472.0 4489.5 -41.0 241,782 302,777 +13,798
Dec16 161111 4542.0 4545.5 4468.5 4484.0 -41.0 1,630 22,654 +33
Jan17 161111 4475.0 4475.0 4475.0 4475.0 -41.0 1 4 +1
Total Volume and Open Interest 243,415 325,501 +13,834
Hang Seng Index(HKFE)
Nov16 161111 22880 22942 22432 22489 -443 241,917 130,724 -7,456
Dec16 161111 22909 22951 22460 22506 -449 5,270 16,676 +544
Total Volume and Open Interest 248,125 149,688 -6,624
DAX(EUREX)
Dec16 161111 10672.0 10709.5 10581.5 10657.0 +28.0 200,955 202,340 +43,138
Mar17 161111 10660.5 10701.5 10585.5 10654.0 +28.0 1,598 5,595 +1,368
Jun17 161111 10700.0 10700.0 10683.5 10683.5 +28.5 37 200 +8
Total Volume and Open Interest 202,590 208,135 +44,514
Mini-DAX(EUREX)
Dec16 161111 10670.0 10710.0 10582.0 10657.0 +28.0 68,010 20,387 +6,484
Mar17 161111 10651.0 10689.0 10584.0 10654.0 +28.0 430 1,736 +156
Jun17 161111 10682.0 10683.5 10653.0 10683.5 +28.5 34 55 +8
Total Volume and Open Interest 68,474 22,178 +6,648
FT-SE 100(EURONEXT)
Dec16 161111 6826.00 6843.00 6698.00 6713.50 -113.00 199,276 755,896 -330
Mar17 161111 6774.00 6774.00 6650.00 6650.00 -113.00 116 8,097 +44
Jun17 161111 6586.00 6586.00 6586.00 6586.00 -107.00      
Total Volume and Open Interest 199,392 763,993 -286
SPI 200(SFE)
Dec16 161111 5338.0 5371.0 5307.0 5357.0 +17.0 84,386 278,620 +5,074
Mar17 161111 5308.0 5308.0 5308.0 5308.0 +18.0 52 1,762 +19
Jun17 161111 5294.0 5294.0 5294.0 5294.0 +18.0 0 1,397 +0
Total Volume and Open Interest 84,439 282,897 +5,093
FTSE MIB(ISE)
Dec16 161111 16875.00 16920.00 16665.00 16716.00 -10.00 60,518 43,145 -822
Mar17 161111 16830.00 16860.00 16645.00 16656.00 -35.00 92 899 +60
Jun17 161111 16286.00 16286.00 16286.00 16286.00 +27.00      
Total Volume and Open Interest 60,610 44,044 -762
KOSPI 200(KFE)
Dec16 161111 252.40 252.70 251.65 252.70 -2.60 487,609 133,244 +7,034
Mar17 161111 249.05 249.95 249.05 249.95 -2.55 1,278 12,868 +256
Jun17 161111 263.45 263.45 250.30 250.30 -1.70 8 1,972 -3
Total Volume and Open Interest 488,896 152,689 +7,286
GSCI(CME)
Nov16 161111 349.00 349.00 343.50 344.15 -6.45 2,713 6,350 -2,519
Dec16 161111 352.35 353.25 350.05 350.65 -6.25 3,061 9,074 +2,314
Jan17 161111 354.45 354.45 354.45 354.45 -6.25      
Total Volume and Open Interest 5,774 15,424 -205
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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