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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 14, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161114 980.75 982.25 968.00 971.00 -7.50 2,172 2,376 -920
Jan17 161114 988.25 989.75 975.25 984.25 -1.75 178,459 306,383 -9,136
Mar17 161114 996.00 998.00 983.75 992.50 -2.00 61,239 117,699 +8,070
May17 161114 1004.50 1005.00 991.50 1000.00 -2.25 20,016 68,465 +3,293
Jul17 161114 1010.00 1011.00 997.25 1005.50 -2.50 21,531 78,486 +2,156
Aug17 161114 1000.75 1005.50 996.75 1004.75 -2.25 521 3,360 +22
Sep17 161114 986.25 993.00 985.25 991.50 -2.25 199 1,642 -4
Nov17 161114 985.00 987.50 975.50 981.25 -2.75 9,824 38,959 +1,085
Jan18 161114 989.75 989.75 977.00 982.75 -2.75 415 1,657 +35
Mar18 161114 977.50 980.50 976.75 980.50 -1.75 272 898 +60
May18 161114 977.00 980.75 977.00 980.75 -2.75 29 279 +7
Jul18 161114 983.50 1003.50 983.50 983.50 -3.00 97 426 +30
Aug18 161114 978.50 978.50 978.50 978.50 -3.00 0 17 +0
Sep18 161114 963.25 963.25 963.25 963.25 -3.00 0 17 +0
Total Volume and Open Interest 294,938 621,422 +4,783
Soybean Meal(CBOT)
Dec16 161114 309.30 311.30 305.10 309.90 +2.10 44,346 99,609 -4,703
Jan17 161114 311.50 313.60 307.50 312.10 +1.90 26,026 93,298 +3,918
Mar17 161114 313.30 315.30 309.40 313.80 +1.60 11,160 69,607 +1,853
May17 161114 314.90 316.60 310.50 315.20 +1.10 5,338 40,220 +469
Jul17 161114 316.10 318.60 312.70 317.20 +1.10 3,831 36,559 -286
Aug17 161114 313.00 318.20 312.70 316.90 +0.90 495 5,094 +66
Sep17 161114 312.00 316.10 312.00 316.00 +1.10 385 5,577 +3
Oct17 161114 310.30 313.50 309.90 313.10 +1.60 103 5,039 +9
Dec17 161114 311.90 314.40 309.60 313.50 +1.70 631 16,100 -35
Jan18 161114 310.80 312.80 310.80 312.80 +1.70 25 833 -3
Total Volume and Open Interest 92,370 374,158 +1,294
Soybean Oil(CBOT)
Dec16 161114 34.43 34.65 33.75 33.95 -0.49 51,682 144,776 -3,651
Jan17 161114 34.64 34.85 33.98 34.18 -0.48 26,162 126,785 +308
Mar17 161114 34.88 35.08 34.19 34.40 -0.49 12,427 74,827 -538
May17 161114 35.18 35.25 34.38 34.58 -0.49 8,569 47,335 +1,085
Jul17 161114 35.26 35.36 34.58 34.77 -0.48 5,767 39,160 +1,199
Aug17 161114 35.35 35.40 34.60 34.78 -0.48 433 4,614 +60
Sep17 161114 34.82 34.82 34.57 34.71 -0.47 501 3,735 +49
Oct17 161114 34.94 35.03 34.34 34.53 -0.47 174 3,304 +59
Dec17 161114 35.11 35.16 34.37 34.60 -0.47 1,500 11,581 +408
Jan18 161114 34.63 35.48 34.63 34.63 -0.47 4 519 +0
Total Volume and Open Interest 107,230 457,597 -1,014
Canola(WCE)
Nov16 161114 502.7 502.7 502.7 502.7 -4.2      
Jan17 161114 514.8 514.9 509.5 509.7 -4.2 13,496 135,482 +268
Mar17 161114 520.0 521.0 516.0 516.2 -4.4 4,129 27,792 +1,173
May17 161114 522.0 522.5 518.8 519.2 -4.5 952 13,421 -154
Jul17 161114 522.0 522.5 519.9 520.0 -4.0 691 10,114 +349
Total Volume and Open Interest 19,912 195,289 +1,546
Corn(CBOT)
Dec16 161114 340.50 341.00 335.50 337.25 -3.00 261,282 451,487 -27,132
Mar17 161114 348.75 349.75 344.00 345.25 -3.75 169,070 504,007 +37,147
May17 161114 356.50 357.25 351.25 352.50 -4.00 43,411 110,434 +2,947
Jul17 161114 364.00 364.50 359.00 359.75 -4.25 23,039 153,014 +3,578
Sep17 161114 371.00 371.00 366.00 366.50 -4.25 5,708 51,620 +509
Dec17 161114 379.50 379.75 375.00 375.75 -3.75 11,184 98,687 +583
Mar18 161114 388.00 388.00 385.00 385.75 -3.50 147 7,024 +17
May18 161114 391.50 394.50 391.50 391.50 -3.50 4 1,374 +2
Jul18 161114 395.50 396.50 395.00 395.50 -3.75 8 1,744 +7
Sep18 161114 391.00 391.00 388.00 390.00 -5.00 0 765 +0
Total Volume and Open Interest 513,917 1,386,026 +17,677
Wheat(CBOT)
Dec16 161114 402.75 403.75 392.50 394.00 -9.00 105,341 191,462 -11,516
Mar17 161114 421.50 422.50 411.50 412.50 -9.00 74,951 189,508 +14,624
May17 161114 436.75 436.75 425.50 426.25 -10.50 13,214 36,456 +2,371
Jul17 161114 451.50 452.25 440.75 441.50 -10.75 8,307 54,507 -114
Sep17 161114 465.50 465.50 457.50 458.00 -10.00 903 9,864 +21
Dec17 161114 487.25 487.25 476.75 477.75 -10.50 1,134 16,489 +200
Total Volume and Open Interest 204,032 501,796 +5,724
Wheat(KCBT)
Dec16 161114 410.00 411.25 401.00 402.75 -7.50 25,111 78,530 -8,552
Mar17 161114 427.75 429.00 418.50 420.50 -7.25 19,429 86,579 +1,565
May17 161114 437.50 438.50 430.50 432.25 -7.00 4,371 29,109 +223
Jul17 161114 449.75 449.75 442.00 443.75 -7.00 3,589 50,850 +1,351
Sep17 161114 461.75 461.75 457.00 458.50 -7.00 65 4,955 +0
Dec17 161114 483.75 484.25 477.25 478.50 -6.75 39 6,278 -4
Mar18 161114 491.75 495.50 491.75 491.75 -5.75 0 1,039 +0
Total Volume and Open Interest 52,604 257,949 -5,417
Wheat(MGE)
Dec16 161114 519.75 521.00 511.50 512.00 -8.00 5,946 22,717 +22,717
Mar17 161114 525.00 525.75 515.25 515.75 -8.00 5,517 25,017 +25,017
May17 161114 532.25 532.25 521.75 522.25 -8.50 1,111 9,819 +9,819
Jul17 161114 539.00 539.25 529.00 529.50 -8.25 462 4,947 +4,947
Sep17 161114 546.25 546.50 536.50 537.00 -8.00 167 3,599 +3,599
Dec17 161114 549.00 549.00 548.00 548.50 -8.00 34 2,584 +2,584
Total Volume and Open Interest 13,237 68,746 +68,746
Oats(CBOT)
Dec16 161114 223.50 228.25 222.50 227.75 +3.00 347 4,336 -90
Mar17 161114 223.25 227.00 223.00 225.50 +1.00 196 3,342 +52
May17 161114 226.50 227.75 226.50 227.25 +0.75 1 504 +1
Jul17 161114 227.25 232.25 227.25 230.50 +2.00 0 66 +0
Total Volume and Open Interest 544 8,313 -37
Rough Rice(CBOT)
Nov16 161114 9.13 9.65 9.13 9.13 -0.36 80 154 +55
Jan17 161114 9.74 9.78 9.32 9.40 -0.31 428 10,019 +4
Mar17 161114 9.95 9.95 9.58 9.65 -0.32 13 1,054 -2
May17 161114 9.89 10.31 9.89 9.89 -0.32 0 11 +0
Total Volume and Open Interest 521 11,254 +57
Live Cattle(CME)
Dec16 161114 105.580 106.900 105.300 105.580 -0.020 31,426 83,256 -10,204
Feb17 161114 106.180 107.250 105.785 106.535 +0.235 23,839 84,847 +7,480
Apr17 161114 105.950 106.900 105.550 106.230 +0.130 8,600 56,967 +970
Jun17 161114 97.830 98.650 97.450 98.080 +0.180 4,239 29,709 +534
Aug17 161114 94.830 95.950 94.830 95.580 +0.280 1,719 11,349 -167
Oct17 161114 96.000 96.730 95.800 96.350 +0.100 943 5,649 +237
Total Volume and Open Interest 71,096 273,675 -955
Feeder Cattle(CME)
Nov16 161114 125.730 126.400 125.730 126.035 +0.305 813 3,088 -337
Jan17 161114 121.250 123.980 121.135 122.330 +1.295 3,430 21,978 -174
Mar17 161114 117.580 119.500 117.580 118.450 +1.000 1,571 9,063 -195
Apr17 161114 116.950 118.800 116.950 117.950 +1.020 924 3,468 +288
May17 161114 116.050 118.000 116.050 117.150 +1.070 266 2,731 +65
Aug17 161114 117.900 118.730 117.300 118.100 +1.150 81 1,113 +15
Sep17 161114 116.230 116.230 115.730 116.230 +0.430 0 43 +0
Total Volume and Open Interest 7,085 41,493 -338
Lean Hogs(CME)
Dec16 161114 47.080 47.080 45.430 46.900 -0.230 30,552 74,931 -8,697
Feb17 161114 54.035 54.150 52.485 53.600 -0.750 23,676 77,349 +7,777
Apr17 161114 61.600 61.600 60.100 60.900 -0.850 8,132 42,530 +868
May17 161114 68.700 68.700 67.900 68.430 -0.705 19 741 +5
Jun17 161114 73.430 73.430 72.250 72.950 -0.780 4,030 15,798 +1,110
Jul17 161114 74.700 74.700 73.500 74.180 -0.670 1,803 9,283 +927
Aug17 161114 74.900 74.930 74.000 74.680 -0.620 1,034 5,468 +369
Oct17 161114 63.450 63.650 62.830 63.550 -0.300 146 1,628 +69
Total Volume and Open Interest 69,458 228,836 +2,439
Class III Milk(CME)
Nov16 161114 16.71 16.75 16.61 16.68 -0.03 209 5,296 -42
Dec16 161114 16.31 16.45 16.21 16.33 +0.05 443 5,365 +6
Jan17 161114 15.87 16.01 15.81 15.85 +0.03 52 2,889 +2
Feb17 161114 15.90 15.99 15.87 15.91 +0.01 38 2,717 +18
Mar17 161114 15.98 15.98 15.89 15.95 -0.01 18 2,484 +6
Apr17 161114 15.93 15.99 15.93 15.99 -0.01 20 2,271 +17
May17 161114 15.96 16.15 15.95 16.14 +0.03 4 2,163 +4
Jun17 161114 16.08 16.35 16.07 16.35 +0.05 3 2,008 +3
Jul17 161114 16.44 16.48 16.44 16.46 +0.07 2 1,106 +1
Aug17 161114 16.64 16.70 16.64 16.70 +0.05 8 1,111 +8
Sep17 161114 16.82 16.88 16.82 16.88 +0.07 0 1,116 +0
Oct17 161114 16.80 16.86 16.80 16.86 +0.06 2 747 +2
Nov17 161114 16.72 16.73 16.72 16.73 +0.02 2 672 +1
Total Volume and Open Interest 840 31,075 +48
Cocoa(ICE)
Dec16 161114 2453 2470 2387 2392 -61 8,552 13,419 -7,276
Mar17 161114 2457 2475 2407 2418 -53 26,788 138,903 +5,212
May17 161114 2458 2469 2407 2415 -50 7,823 38,214 +2,031
Jul17 161114 2465 2475 2414 2422 -50 2,368 19,115 +390
Sep17 161114 2476 2484 2421 2431 -50 1,131 11,195 +50
Dec17 161114 2484 2490 2429 2440 -47 472 6,853 +173
Mar18 161114 2487 2487 2440 2452 -42 16 7,734 +13
Total Volume and Open Interest 47,152 236,215 +593
Coffee "C"(ICE)
Dec16 161114 159.00 162.65 157.45 161.80 +2.35 44,308 46,476 -15,497
Mar17 161114 162.45 166.35 161.00 165.45 +2.35 32,954 103,012 +9,131
May17 161114 165.25 168.65 163.30 167.85 +2.45 11,413 34,821 +3,736
Jul17 161114 166.55 170.60 165.30 169.85 +2.45 4,871 12,411 +1,014
Sep17 161114 168.35 172.40 167.50 171.65 +2.45 1,105 8,340 -92
Dec17 161114 170.80 174.20 170.25 173.95 +2.50 455 9,792 +42
Total Volume and Open Interest 95,745 219,624 -1,333
Orange Juice(ICE)
Jan17 161114 212.20 213.20 206.00 206.10 -5.85 478 14,439 -80
Mar17 161114 208.05 208.05 202.75 203.65 -5.50 30 1,393 +18
May17 161114 205.00 206.10 202.20 202.20 -4.55 11 442 +1
Jul17 161114 203.15 204.55 200.85 201.25 -3.65 0 84 +0
Sep17 161114 198.00 198.00 198.00 198.00 -3.65      
Nov17 161114 195.10 195.10 195.10 195.10 -3.65 0 2 +0
Total Volume and Open Interest 519 16,360 -61
Sugar #11(ICE)
Mar17 161114 21.85 21.90 21.58 21.63 -0.07 51,624 437,802 -2,966
May17 161114 21.17 21.20 20.93 20.96 -0.11 17,449 153,916 +1,321
Jul17 161114 20.35 20.35 20.07 20.11 -0.17 10,834 119,176 +648
Oct17 161114 19.74 19.74 19.45 19.51 -0.19 5,970 69,819 -580
Mar18 161114 19.42 19.42 19.13 19.20 -0.18 4,060 35,697 +711
May18 161114 18.68 18.74 18.49 18.52 -0.17 2,960 12,258 +984
Jul18 161114 18.03 18.11 17.83 17.88 -0.17 1,804 8,161 +1,019
Oct18 161114 17.79 17.89 17.61 17.66 -0.12 943 6,932 +8
Total Volume and Open Interest 96,351 848,328 +1,327
London Cocoa(LCE)
Dec16 161114 2068 2075 2029 2034 -34 7,970 81,223 -3,602
Mar17 161114 2023 2030 1997 1999 -23 19,630 96,911 +3,647
May17 161114 2022 2026 1995 1998 -23 9,175 54,571 +2,636
Jul17 161114 2035 2038 2009 2011 -23 4,375 18,398 +376
Sep17 161114 2041 2044 2017 2020 -21 1,763 25,725 -31
Dec17 161114 2030 2037 2015 2018 -19 466 12,880 +252
Mar18 161114 2026 2026 2016 2016 -16 62 5,929 +15
Total Volume and Open Interest 43,464 295,883 +3,313
London Sugar(LCE)
Mar17 161114 572.00 572.00 565.30 567.30 -3.20 6,148 32,438 +1,056
May17 161114 563.00 563.00 558.10 559.50 -2.30 2,467 18,582 +1,054
Aug17 161114 545.00 545.00 540.00 541.10 -2.60 212 8,056 +53
Oct17 161114 520.00 523.00 518.50 519.20 -3.50 322 10,381 +52
Dec17 161114 511.70 511.70 508.40 508.40 -3.20 213 2,003 +52
Total Volume and Open Interest 16,301 93,255 +1,491
Cotton(ICE)
Dec16 161114 68.50 69.01 67.97 68.90 +0.46 38,060 60,943 -18,106
Mar17 161114 69.37 69.60 68.55 69.31 +0.28 32,508 137,932 +15,081
May17 161114 70.03 70.27 69.22 69.96 +0.26 3,861 24,494 +1,972
Jul17 161114 70.61 70.71 69.66 70.39 +0.25 1,456 10,776 +627
Oct17 161114 69.93 69.93 69.93 69.93 +0.29 3 28 -2
Dec17 161114 69.25 69.25 68.41 69.08 +0.21 191 15,427 +139
Total Volume and Open Interest 76,087 250,725 -290
Lumber(CME)
Nov16 161114 302.7 304.4 291.5 294.0 -10.9 56 215 -42
Jan17 161114 321.3 322.2 312.0 313.4 -6.4 407 3,139 +22
Mar17 161114 329.3 330.4 320.4 321.4 -5.7 12 410 -3
May17 161114 334.0 334.0 325.1 326.1 -3.9 4 83 +0
Total Volume and Open Interest 479 3,872 -23
Crude Oil(NYM)
Dec16 161114 43.20 43.81 42.20 43.32 -0.09 686,338 333,522 -42,303
Jan17 161114 43.90 44.39 42.95 43.94 -0.21 314,127 501,893 +56,225
Feb17 161114 44.75 45.13 43.73 44.65 -0.27 101,532 134,880 +4,041
Mar17 161114 45.60 45.88 44.49 45.35 -0.33 87,953 190,691 +1,828
Apr17 161114 46.30 46.55 45.18 45.98 -0.40 41,049 92,012 +5,933
May17 161114 46.99 47.13 45.78 46.52 -0.45 19,292 61,984 +3,977
Jun17 161114 47.36 47.60 46.25 46.95 -0.48 32,821 152,757 +2,478
Jul17 161114 47.75 47.94 46.65 47.27 -0.51 8,501 40,579 -32
Aug17 161114 47.85 47.89 46.95 47.53 -0.53 6,597 32,384 -36
Sep17 161114 48.25 48.25 47.20 47.75 -0.54 5,430 46,143 +69
Oct17 161114 48.65 48.65 47.95 47.95 -0.55 2,073 26,821 +71
Nov17 161114 48.14 48.15 47.88 48.15 -0.55 1,999 27,375 -87
Dec17 161114 48.82 49.11 47.81 48.36 -0.55 23,294 181,179 +2,166
Jan18 161114 48.51 50.08 48.51 48.51 -0.55 1,010 21,102 +112
Feb18 161114 48.67 51.00 48.67 48.67 -0.56 108 7,521 -24
Mar18 161114 49.30 49.30 48.83 48.83 -0.57 502 21,823 +150
Total Volume and Open Interest 1,341,181 2,033,633 +35,651
e-miNY Crude Oil(NYM)
Dec16 161114 43.250 43.800 42.200 43.325 -0.075 10,756 4,224 +268
Jan17 161114 43.850 44.375 42.950 43.950 -0.200 656 1,216 +25
Feb17 161114 44.925 45.125 43.750 44.650 -0.275 79 619 +31
Mar17 161114 45.675 45.850 44.525 45.350 -0.325 14 188 +9
Apr17 161114 45.700 46.350 45.425 45.975 -0.400 13 133 +12
May17 161114 46.275 46.525 45.850 46.525 -0.450 23 70 +20
Jun17 161114 46.675 46.950 46.675 46.950 -0.475 21 131 +21
Jul17 161114 47.275 52.000 47.275 47.275 -0.500 0 117 +0
Aug17 161114 47.525 49.350 47.525 47.525 -0.525 0 144 +0
Sep17 161114 47.750 49.450 47.750 47.750 -0.550 1 63 +0
Total Volume and Open Interest 11,563 7,120 +386
NY Harbor ULSD(NYM)
Dec16 161114 139.83 140.41 137.37 138.55 -1.57 57,126 69,594 -4,371
Jan17 161114 141.27 142.01 138.89 140.06 -1.69 37,771 91,270 +3,131
Feb17 161114 142.95 143.55 140.43 141.56 -1.82 23,963 44,448 +3,322
Mar17 161114 144.11 144.75 141.45 142.60 -1.92 15,701 45,503 +1,131
Apr17 161114 144.72 145.05 141.87 142.97 -2.00 6,948 31,032 +210
May17 161114 145.14 145.68 142.78 143.83 -2.00 5,171 15,862 +46
Jun17 161114 146.41 146.58 143.65 144.79 -1.96 15,243 34,029 +1,967
Jul17 161114 146.60 147.09 144.98 146.06 -1.90 1,008 4,467 +79
Aug17 161114 146.40 148.41 146.30 147.37 -1.85 1,123 4,291 +7
Sep17 161114 149.70 149.95 147.75 148.83 -1.80 795 5,370 +181
Oct17 161114 150.85 151.34 149.28 150.24 -1.76 426 2,883 -8
Nov17 161114 152.37 152.65 150.65 151.53 -1.74 290 2,827 +107
Dec17 161114 154.37 154.53 151.62 152.76 -1.72 3,190 30,316 +340
Jan18 161114 154.50 156.12 153.99 153.99 -1.71 15 2,182 +0
Total Volume and Open Interest 168,889 395,650 +6,249
RBOB Gasoline(NYM)
Dec16 161114 130.09 130.57 126.81 127.78 -2.75 68,139 87,305 -9,157
Jan17 161114 130.31 130.80 127.30 128.39 -2.38 52,628 121,290 +8,159
Feb17 161114 131.01 132.02 128.65 129.68 -2.37 14,971 35,723 +1,149
Mar17 161114 133.53 134.25 131.03 132.05 -2.27 11,183 36,421 +1,475
Apr17 161114 154.10 154.10 151.18 152.09 -2.13 8,605 29,552 +1,804
May17 161114 154.93 155.06 152.37 153.41 -2.01 4,865 14,716 +127
Jun17 161114 155.15 155.15 152.33 153.37 -1.91 5,185 18,487 +774
Jul17 161114 152.97 153.52 151.47 152.47 -1.82 1,863 4,777 +139
Aug17 161114 151.75 151.78 150.04 151.01 -1.75 1,176 3,114 -116
Sep17 161114 149.96 149.96 147.84 148.88 -1.72 816 6,808 +193
Total Volume and Open Interest 172,390 383,412 +4,600
e-miNY RBOB Gasoline(NYM)
Dec16 161114 127.78 127.78 127.78 127.78 -2.75 0 1 +0
Jan17 161114 128.39 128.39 128.39 128.39 -2.38      
Feb17 161114 129.68 129.68 129.68 129.68 -2.37      
Mar17 161114 132.05 132.05 132.05 132.05 -2.27      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec16 161114 2.667 2.778 2.644 2.749 +0.130 185,153 128,363 -13,778
Jan17 161114 2.900 2.959 2.875 2.937 +0.087 112,519 266,028 +12,500
Feb17 161114 2.943 2.993 2.920 2.974 +0.076 27,857 74,970 +1,216
Mar17 161114 2.940 2.991 2.922 2.967 +0.068 36,937 166,853 +3,921
Apr17 161114 2.890 2.946 2.884 2.917 +0.054 39,802 94,964 -514
May17 161114 2.904 2.953 2.896 2.927 +0.053 21,329 67,703 +2,739
Jun17 161114 2.942 2.987 2.940 2.966 +0.052 11,100 45,890 +38
Jul17 161114 2.981 3.024 2.981 3.004 +0.051 9,699 31,774 -43
Aug17 161114 2.990 3.027 2.982 3.008 +0.052 7,553 22,008 -830
Sep17 161114 2.970 3.013 2.970 2.995 +0.052 5,189 22,933 -16
Oct17 161114 2.989 3.033 2.980 3.015 +0.053 11,737 68,346 +117
Nov17 161114 3.035 3.075 3.035 3.062 +0.053 4,006 24,352 -505
Dec17 161114 3.182 3.221 3.182 3.209 +0.053 2,753 26,976 -304
Jan18 161114 3.276 3.312 3.269 3.295 +0.051 4,024 22,564 +771
Feb18 161114 3.283 3.283 3.261 3.270 +0.046 650 7,094 -41
Mar18 161114 3.185 3.214 3.185 3.204 +0.045 1,099 19,501 +125
Total Volume and Open Interest 483,585 1,180,606 +6,052
Brent Crude Oil(ICE)
Jan17 161114 44.54 44.99 43.57 44.43 -0.32 302,446 472,132 -18,964
Feb17 161114 45.54 46.04 44.67 45.48 -0.34 165,648 324,947 +31,242
Mar17 161114 46.49 46.85 45.51 46.29 -0.36 104,920 267,265 +10,847
Apr17 161114 47.28 47.55 46.22 46.97 -0.39 47,761 122,022 -4,418
May17 161114 47.87 48.13 46.82 47.53 -0.43 24,239 91,673 +1,364
Jun17 161114 48.38 48.62 47.32 47.99 -0.47 57,194 189,035 +3,878
Jul17 161114 48.76 48.95 47.75 48.37 -0.49 10,184 42,227 +396
Aug17 161114 49.11 49.25 48.09 48.70 -0.51 7,489 36,595 +147
Sep17 161114 49.54 49.61 48.41 49.00 -0.53 11,356 64,980 +623
Oct17 161114 49.16 49.27 49.02 49.27 -0.54 3,383 31,149 +831
Nov17 161114 49.31 49.53 49.31 49.53 -0.54 1,545 22,654 +45
Dec17 161114 50.36 50.52 49.21 49.77 -0.55 39,306 213,325 -1,518
Jan18 161114 50.01 50.01 50.01 50.01 -0.56 2,269 25,603 +461
Feb18 161114 50.24 50.24 50.24 50.24 -0.56 1,054 17,850 +287
Total Volume and Open Interest 802,554 2,228,081 +26,609
Gas Oil(ICE)
Dec16 161114 408.50 410.75 400.25 401.75 -5.00 83,457 159,517 +545
Jan17 161114 409.50 414.50 403.75 405.25 -5.25 54,080 152,314 +9,673
Feb17 161114 413.75 418.50 408.00 409.50 -5.25 17,586 71,013 +1,180
Mar17 161114 418.00 422.50 412.25 413.75 -5.25 14,370 49,533 +2,479
Apr17 161114 423.75 426.25 416.50 417.75 -5.25 7,641 31,653 +752
May17 161114 427.25 429.75 420.00 421.25 -5.25 2,139 25,840 +483
Jun17 161114 431.00 433.25 423.25 424.75 -5.00 12,449 63,410 +946
Jul17 161114 436.75 437.25 427.25 428.75 -5.25 1,430 18,169 +663
Aug17 161114 439.50 441.00 431.50 432.50 -5.25 2,032 14,373 +42
Sep17 161114 440.00 444.00 434.75 436.25 -5.25 2,957 25,238 +828
Total Volume and Open Interest 220,131 805,035 +11,788
Ethanol(CBOT)
Dec16 161114 1.516 1.523 1.515 1.521 +0.001 442 3,108 -192
Jan17 161114 1.460 1.469 1.460 1.461 -0.002 333 1,445 +178
Feb17 161114 1.457 1.457 1.452 1.455 -0.002 70 596 +25
Mar17 161114 1.466 1.468 1.465 1.468 -0.002 4 267 +4
Apr17 161114 1.488 1.517 1.488 1.488 -0.002 0 235 +0
May17 161114 1.495 1.495 1.495 1.495 -0.002 0 5 +0
Jun17 161114 1.495 1.495 1.495 1.495 -0.002      
Jul17 161114 1.495 1.495 1.495 1.495 -0.002      
Total Volume and Open Interest 859 5,672 +25
WTI Crude Oil(ICE)
Dec16 161114 43.46 43.83 42.20 43.32 -0.09 48,219 75,425 -5,948
Jan17 161114 44.19 44.40 42.96 43.94 -0.21 64,785 104,377 +1,506
Feb17 161114 45.02 45.09 43.76 44.65 -0.27 38,262 60,086 +3,543
Mar17 161114 45.72 45.78 44.50 45.35 -0.33 14,145 45,073 +475
Apr17 161114 46.36 46.44 45.24 45.98 -0.40 7,938 16,711 +585
May17 161114 46.95 46.95 45.87 46.52 -0.45 4,162 10,170 +708
Jun17 161114 47.41 47.41 46.29 46.95 -0.48 8,879 48,128 +1,098
Jul17 161114 47.31 47.31 46.96 47.27 -0.51 662 6,823 -11
Aug17 161114 48.01 48.01 47.25 47.53 -0.53 859 5,406 -92
Sep17 161114 47.75 47.75 47.75 47.75 -0.54 493 15,162 -314
Oct17 161114 47.95 47.95 47.95 47.95 -0.55 219 3,686 -81
Nov17 161114 48.15 48.15 48.15 48.15 -0.55 187 1,791 +112
Dec17 161114 48.80 48.95 47.88 48.36 -0.55 6,105 73,550 -1,536
Jan18 161114 48.51 48.51 48.51 48.51 -0.55 11 997 +0
Feb18 161114 48.67 48.67 48.67 48.67 -0.56 0 595 +0
Mar18 161114 48.83 48.83 48.83 48.83 -0.57 8 3,536 +3
Total Volume and Open Interest 195,931 543,851 +314
US Dollar Index(ICE)
Dec16 161114 99.135 100.240 99.100 100.120 +1.070 39,891 77,140 -1,901
Mar17 161114 99.040 100.175 99.040 100.055 +1.075 1,651 5,133 +557
Jun17 161114 99.160 100.070 99.160 99.965 +1.075 22 349 +3
Total Volume and Open Interest 41,565 82,791 -1,340
Australian Dollar(CME)
Dec16 161114 75.43 75.59 75.17 75.36 +0.09 173,394 122,646 -6,706
Mar17 161114 75.29 75.42 75.02 75.22 +0.09 634 1,656 +29
Jun17 161114 75.05 75.49 75.05 75.05 +0.09 18 55 +17
Total Volume and Open Interest 174,047 124,363 -6,659
British Pound(CME)
Dec16 161114 125.87 126.02 124.51 124.91 -1.18 149,053 248,703 -695
Mar17 161114 125.78 125.99 124.78 125.17 -1.17 244 3,796 +79
Jun17 161114 125.74 125.74 125.43 125.43 -1.17 7 641 -4
Total Volume and Open Interest 149,304 253,324 -620
Canadian Dollar(CME)
Dec16 161114 73.98 74.00 73.61 73.77 -0.06 87,941 119,215 +1,047
Mar17 161114 74.03 74.05 73.69 73.84 -0.05 677 3,705 +79
Jun17 161114 74.00 74.00 73.80 73.91 -0.05 1 474 +0
Sep17 161114 74.05 74.05 73.94 73.97 -0.05 2 331 +2
Total Volume and Open Interest 88,632 124,095 +1,137
Japanese Yen(CME)
Dec16 161114 93.73 93.80 92.23 92.27 -1.49 278,010 168,472 +6,959
Mar17 161114 94.00 94.06 92.64 92.67 -1.48 786 3,258 +11
Jun17 161114 93.95 94.00 93.11 93.11 -1.49 15 126 +1
Total Volume and Open Interest 278,811 171,886 +6,971
Swiss Franc(CME)
Dec16 161114 101.32 101.35 100.15 100.27 -1.06 37,510 52,269 -1,067
Mar17 161114 101.68 101.68 100.72 100.81 -1.06 8 169 +1
Jun17 161114 101.43 104.04 101.43 101.43 -1.07 0 15 +0
Total Volume and Open Interest 37,518 52,457 -1,066
EuroFX(CME)
Dec16 161114 108.50 108.56 107.23 107.39 -1.20 237,963 400,394 -3,210
Mar17 161114 108.98 108.99 107.69 107.84 -1.20 1,863 11,505 -226
Jun17 161114 109.05 109.05 108.18 108.35 -1.19 21 1,323 +5
Total Volume and Open Interest 239,847 413,417 -3,431
Mexican Peso(CME)
Nov16 161114 480.50 480.50 480.50 480.50 +3.25 0 5 +0
Dec16 161114 480.13 483.25 471.25 479.88 +4.88 105,733 124,159 +2,249
Total Volume and Open Interest 108,284 155,215 +2,669
Brazilian Real(CME)
Dec16 161114 292.00 293.40 286.50 288.70 -3.30 4,050 30,659 +14
Jan17 161114 286.00 286.05 286.00 286.05 -3.35 28 25 +15
Feb17 161114 283.80 283.80 283.80 283.80 -3.35      
Mar17 161114 281.85 281.85 281.85 281.85 -3.35 0 1 +0
Total Volume and Open Interest 4,078 30,685 +29
30-Year T-Bonds(CBOT)
Dec16 161114 155~090 155~140 152~240 154~130 -0~240 670,228 593,537 +29,462
Mar17 161114 153~290 153~290 151~120 153~000 -0~240 4,251 4,533 +696
Jun17 161114 152~000 152~040 152~000 152~040 -0~240      
Total Volume and Open Interest 674,479 598,070 +30,158
10-Year T-Notes(CBOT)
Dec16 161114 127~070 127~070 125~305 126~210 -0~165 3,054,870 2,935,403 +37,775
Mar17 161114 126~160 126~160 125~090 125~310 -0~170 24,848 53,208 +13,936
Jun17 161114 125~230 125~230 125~230 125~230 -0~170      
Total Volume and Open Interest 3,079,718 2,988,611 +51,711
5-Year T-Notes(CBOT)
Dec16 161114 119~166 119~166 118~262 119~054 -0~106 1,588,235 2,786,448 -4,063
Mar17 161114 118~316 119~000 118~106 118~222 -0~112 26,653 97,488 +15,023
Jun17 161114 118~172 120~234 118~172 118~172 -0~112 0 3 +0
Total Volume and Open Interest 1,614,888 2,883,939 +10,960
2 Year T-Notes(CBOT)
Dec16 161114 108~302 108~304 108~246 108~266 -0~032 786,048 1,162,518 -12,801
Mar17 161114 108~230 108~230 108~182 108~196 -0~034 1,956 21,381 +530
Jun17 161114 108~196 108~196 108~196 108~196 -0~034      
Total Volume and Open Interest 788,004 1,183,899 -12,271
Eurodollars(CME)
Dec16 161114 99.045 99.045 99.015 99.033 -0.012 647,831 1,649,164 +69,218
Mar17 161114 99.010 99.020 98.970 98.995 -0.020 619,766 1,339,671 +44,389
Jun17 161114 98.930 98.930 98.865 98.900 -0.025 746,652 1,394,214 +102,384
Sep17 161114 98.840 98.845 98.765 98.810 -0.030 569,042 1,074,294 +72,785
Dec17 161114 98.750 98.750 98.645 98.700 -0.035 893,609 1,571,483 +490
Mar18 161114 98.660 98.660 98.545 98.605 -0.045 533,432 781,555 +19,482
Jun18 161114 98.560 98.560 98.430 98.500 -0.050 570,719 640,361 +23,072
Sep18 161114 98.450 98.455 98.320 98.395 -0.055 416,855 466,387 +6,047
Dec18 161114 98.350 98.350 98.195 98.280 -0.065 634,980 800,405 +46,185
Mar19 161114 98.270 98.270 98.105 98.200 -0.065 417,885 530,545 +42,851
Jun19 161114 98.185 98.185 98.010 98.115 -0.070 354,526 438,023 +26,444
Sep19 161114 98.120 98.120 97.930 98.040 -0.070 250,350 328,522 -2,042
Dec19 161114 98.040 98.040 97.845 97.965 -0.065 303,598 379,355 +12,714
Mar20 161114 97.970 97.975 97.780 97.910 -0.060 209,431 211,865 +17,854
Jun20 161114 97.910 97.915 97.720 97.850 -0.060 150,640 132,732 +8,071
Sep20 161114 97.850 97.855 97.660 97.795 -0.060 138,770 115,655 +5,984
Dec20 161114 97.785 97.790 97.600 97.735 -0.055 126,972 136,348 +7,222
Mar21 161114 97.735 97.735 97.550 97.690 -0.045 103,279 89,898 +7,519
Total Volume and Open Interest 7,962,836 12,444,737 +492,621
Ultra T-Bond(CBOT)
Dec16 161114 164~02 164~30 161~01 163~22 -0~05 237,927 645,708 +15,395
Mar17 161114 162~00 164~00 160~16 162~24 -0~03 1,593 11,488 +513
Jun17 161114 162~02 162~02 162~02 162~02 -0~03      
Total Volume and Open Interest 239,520 657,196 +15,908
Ultra 10-Yr T-Note(CBOT)
Dec16 161114 137~095 137~125 135~210 136~215 -0~205 202,487 268,785 +6,683
Mar17 161114 136~090 141~045 136~090 136~090 -0~225 0 1 +0
Jun17 161114 136~090 136~090 136~090 136~090 -0~225      
Total Volume and Open Interest 202,487 268,786 +6,683
30 Day Federal Funds(CBOT)
Nov16 161114 99.592 99.595 99.592 99.592 unch 1,642 206,210 +420
Dec16 161114 99.495 99.495 99.480 99.485 -0.015 8,881 83,192 -911
Jan17 161114 99.415 99.415 99.390 99.395 -0.020 91,193 199,363 -6,904
Feb17 161114 99.400 99.400 99.375 99.380 -0.025 27,893 75,655 +359
Mar17 161114 99.375 99.375 99.350 99.360 -0.020 16,290 44,580 +2,153
Apr17 161114 99.370 99.370 99.335 99.345 -0.020 24,780 67,058 +2,870
Total Volume and Open Interest 218,794 888,679 +1,926
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 161114 173.50 175.24 170.90 173.66 -1.24 79,358 216,759 -5,162
Mar17 161114 171.28 173.24 169.90 171.76 -1.26 1,776 40,700 +1,432
Jun17 161114 170.06 170.06 170.06 170.06 -1.24 0 5 -2
Total Volume and Open Interest 81,134 257,464 -3,732
Euro-Bund(EUREX)
Dec16 161114 159.72 160.38 159.14 159.90 -0.37 1,384,678 2,250,493 +88,844
Mar17 161114 161.40 162.08 160.72 161.53 -0.44 33,439 220,336 +22,722
Jun17 161114 159.33 159.33 159.22 159.22 -0.51      
Total Volume and Open Interest 1,418,117 2,470,829 +111,566
Euro-Bobl(EUREX)
Dec16 161114 130.56 130.76 130.39 130.64 -0.06 913,557 1,490,547 +84,383
Mar17 161114 132.01 132.20 131.86 132.10 -0.09 5,944 102,953 -8,351
Jun17 161114 130.89 130.89 130.89 130.89 -0.06      
Total Volume and Open Interest 919,501 1,593,500 +76,032
Euro-Schatz(EUREX)
Dec16 161114 111.94 112.00 111.93 111.97 +0.01 448,617 1,362,289 +23,417
Mar17 161114 111.88 111.92 111.86 111.90 +0.01 11,694 23,224 +11,543
Jun17 161114 111.97 111.97 111.97 111.97 +0.01      
Total Volume and Open Interest 460,311 1,385,513 +34,960
3-Mth Euribor(EUREX)
Dec16 161114 100.305 100.305 100.305 100.305 unch 3 3,193 +0
Mar17 161114 100.285 100.285 100.280 100.280 unch 0 3,253 +0
Jun17 161114 100.260 100.260 100.260 100.260 unch 0 33,646 +0
Total Volume and Open Interest 166 73,908 -91
Long Gilt(LIFFE)
Dec16 161114 123~17 123~29 122~28 123~15 -0~24 282,721 740,525 +33,952
Mar17 161114 123~17 123~22 122~28 123~04 -0~28 3 1 +1
Total Volume and Open Interest 282,724 740,526 +33,953
3-Mth Short Sterling(LIFFE)
Dec16 161114 99.59 99.60 99.58 99.59 unch 23,488 453,022 -5,908
Mar17 161114 99.57 99.58 99.56 99.56 -0.01 74,421 372,130 +5,691
Jun17 161114 99.53 99.54 99.51 99.52 -0.02 113,502 353,956 +9,206
Sep17 161114 99.49 99.49 99.46 99.48 -0.02 118,982 312,885 +16,730
Dec17 161114 99.43 99.44 99.41 99.42 -0.03 142,017 315,161 +6,149
Mar18 161114 99.37 99.38 99.35 99.36 -0.04 78,824 182,440 +2,420
Total Volume and Open Interest 1,149,475 2,783,045 +31,656
3-Mth Euribor(LIFFE)
Dec16 161114 100.295 100.305 100.295 100.300 -0.005 63,086 436,221 +3,685
Mar17 161114 100.275 100.290 100.270 100.285 +0.005 85,937 476,981 -899
Jun17 161114 100.255 100.270 100.245 100.260 unch 84,030 433,599 -1,537
Total Volume and Open Interest 1,035,936 3,447,795 -777
3-Mth Aus T-Bills(SFE)
Dec16 161114 98.22 98.22 98.21 98.22 unch 22,942 131,755 -1,197
Mar17 161114 98.24 98.25 98.22 98.24 -0.01 61,866 240,128 +8,353
Jun17 161114 98.24 98.25 98.21 98.22 -0.03 51,824 202,518 +6,050
Sep17 161114 98.22 98.23 98.17 98.19 -0.04 35,608 145,443 +5,480
Dec17 161114 98.18 98.18 98.12 98.13 -0.05 25,195 163,124 +4,554
Mar18 161114 98.12 98.12 98.05 98.06 -0.07 20,812 93,148 +5,784
Jun18 161114 98.05 98.06 97.97 97.98 -0.09 9,456 63,598 +795
Sep18 161114 97.99 97.99 97.88 97.90 -0.10 6,516 31,289 +601
Dec18 161114 97.91 97.91 97.79 97.81 -0.12 843 7,635 +250
Mar19 161114 97.79 97.79 97.71 97.72 -0.14 46 3,422 -22
Total Volume and Open Interest 236,327 1,085,180 +31,633
10-Year Aus T-Bonds(SFE)
Dec16 161114 97.46 97.46 97.36 97.38 -0.09 273,923 1,001,377 +38,488
Mar17 161114 97.38 97.38 97.38 97.38 -0.09      
Total Volume and Open Interest 273,923 1,001,377 +38,488
3-Year Aus T-Bonds(SFE)
Dec16 161114 98.22 98.23 98.17 98.18 -0.05 392,372 1,033,013 +1,137
Mar17 161114 98.18 98.18 98.18 98.18 -0.05      
Total Volume and Open Interest 392,372 1,033,013 +1,137
Gold(CMX)
Dec16 161114 1227.7 1230.9 1211.0 1221.7 -2.6 413,555 298,329 -19,833
Feb17 161114 1230.0 1233.2 1213.6 1224.5 -2.4 52,282 129,145 +16,018
Apr17 161114 1234.7 1235.4 1216.5 1227.0 -2.6 7,637 22,451 +1,937
Jun17 161114 1236.7 1238.6 1218.9 1229.5 -2.7 5,376 33,277 -873
Aug17 161114 1226.2 1235.4 1223.0 1231.9 -2.8 992 8,560 +34
Oct17 161114 1226.2 1240.3 1225.5 1234.6 -2.8 576 2,097 -108
Dec17 161114 1244.3 1244.8 1226.2 1237.3 -2.8 900 16,159 +258
Feb18 161114 1234.0 1240.5 1234.0 1240.5 -2.6 11 193 +0
Apr18 161114 1236.2 1243.6 1236.2 1243.6 -2.3 0 19 +0
Jun18 161114 1254.5 1254.5 1246.6 1246.6 -2.0 1 4,225 +0
Aug18 161114 1250.2 1250.2 1250.2 1250.2 -1.7      
Total Volume and Open Interest 482,069 521,731 -2,430
Silver(CMX)
Dec16 161114 1739.0 1749.0 1662.0 1689.3 -48.9 115,364 102,373 -5,240
Mar17 161114 1746.0 1757.0 1671.0 1699.0 -48.8 18,140 67,242 +4,145
May17 161114 1761.0 1761.0 1678.5 1705.1 -48.9 1,890 3,199 -234
Jul17 161114 1742.0 1756.5 1692.0 1711.0 -49.3 904 5,267 +440
Sep17 161114 1716.8 1842.0 1716.8 1716.8 -49.7 36 976 +27
Dec17 161114 1780.0 1785.5 1700.5 1725.2 -50.2 153 4,437 -4
Mar18 161114 1732.5 1817.0 1732.5 1732.5 -50.2 0 2 +0
Total Volume and Open Interest 136,813 187,190 -858
Platinum(NYMEX)
Jan17 161114 941.0 951.8 923.1 933.6 -9.6 24,989 57,566 -2,224
Apr17 161114 950.4 953.9 927.7 937.1 -9.8 355 6,258 +101
Jul17 161114 948.1 954.0 940.6 941.1 -9.9 14 48 +8
Oct17 161114 945.0 954.0 945.0 945.0 -9.9 0 165 +0
Total Volume and Open Interest 25,406 64,077 -2,115
Palladium(NYMEX)
Dec16 161114 674.10 699.95 667.10 697.70 +13.00 8,868 15,535 -834
Mar17 161114 675.15 700.00 670.00 697.75 +12.05 1,302 6,782 +677
Jun17 161114 680.20 698.70 673.85 698.70 +11.55 14 39 +5
Total Volume and Open Interest 10,184 22,357 -152
Copper(CMX)
Dec16 161114 252.85 259.90 247.10 252.10 +1.20 166,534 107,091 -2,995
Mar17 161114 252.65 260.85 248.20 253.15 +1.15 27,738 84,325 +1,677
May17 161114 254.45 259.00 252.25 253.65 +1.15 4,234 15,142 +982
Jul17 161114 253.75 259.10 252.80 254.00 +1.10 3,011 13,670 +1,028
Sep17 161114 255.00 257.05 253.35 254.15 +1.05 546 4,009 +46
Total Volume and Open Interest 204,083 236,524 +1,049
E-mini DJIA Index(CBOT)
Dec16 161114 18806 18918 18762 18822 +35 339,145 122,462 +2,118
Mar17 161114 18750 18845 18709 18759 +36 1,074 1,576 +210
Jun17 161114 18687 18687 18683 18683 +36 2 31 +2
Sep17 161114 18598 18598 18598 18598 +36      
Total Volume and Open Interest 340,221 124,069 +2,330
S & P 500(CME)
Dec16 161114 2164.50 2174.00 2159.30 2160.40 -1.20 6,749 87,249 +623
Mar17 161114 2155.40 2162.30 2148.30 2155.40 -0.90 1,277 1,184 -13
Jun17 161114 2149.90 2156.60 2142.60 2149.90 -0.70 1,153 1,043 +10
Sep17 161114 2144.60 2151.30 2137.30 2144.60 -0.70      
Total Volume and Open Interest 9,179 89,476 +620
S & P 500 E-Mini(Globex)
Dec16 161114 2164.50 2174.50 2152.25 2160.50 -1.00 3,132,340 2,927,509 -7,383
Mar17 161114 2159.25 2168.75 2147.50 2155.50 -0.75 10,153 36,818 +2,803
Jun17 161114 2155.00 2162.25 2143.50 2150.00 -0.50 785 2,707 -402
Sep17 161114 2144.50 2144.50 2135.50 2144.50 -0.75 12 17 -1
Total Volume and Open Interest 3,143,295 2,967,087 -4,983
NASDAQ 100 E-Mini(Globex)
Dec16 161114 4753.00 4784.50 4672.80 4694.50 -53.50 555,100 252,381 -6,993
Mar17 161114 4756.80 4778.00 4672.50 4693.30 -53.50 781 946 -107
Jun17 161114 4733.50 4733.50 4687.30 4687.30 -53.50 6 17 +3
Total Volume and Open Interest 555,888 253,372 -7,097
S&P Midcap 400(CME) e-Mini
Dec16 161114 1564.10 1587.00 1562.10 1586.50 +25.70 24,140 76,128 +185
Mar17 161114 1584.00 1584.00 1491.00 1584.00 +25.70 0 2 +0
Jun17 161114 1574.30 1574.30 1574.30 1574.30 +25.70      
Total Volume and Open Interest 24,140 76,130 +185
Volatility Index(CBOE)
Nov16 161114 14.90 15.45 14.45 14.48 -0.45 184,752 89,611 -14,963
Dec16 161114 16.15 16.70 15.70 15.98 -0.15 185,570 187,028 +11,445
Jan17 161114 17.35 17.94 17.02 17.28 -0.05 60,255 56,386 -508
Feb17 161114 18.00 18.50 17.68 17.93 unch 20,137 26,090 -206
Total Volume and Open Interest 473,305 409,111 -2,520
Russell 2000(ICE)
Dec16 161114 1282.70 1308.10 1281.30 1298.00 +15.30 218,228 325,132 +5,259
Mar17 161114 1277.70 1301.10 1276.00 1293.00 +15.30 20 411 -4
Jun17 161114 1289.00 1289.00 1289.00 1289.00 +15.30 0 170 +0
Total Volume and Open Interest 218,248 325,852 +5,255
Nikkei 225(CME)
Dec16 161114 17440 17760 17435 17720 +280 23,515 34,727 -1,656
Mar17 161114 17500 17755 17500 17750 +280 58 76 -2
Total Volume and Open Interest 23,573 34,803 -1,658
Nikkei 225(SGX)
Dec16 161114 17625 17710 17605 17610 +165 237,939 210,814 -2,154
Mar17 161114 17630 17630 17570 17570 +160 554 5,194 +30
Jun17 161110 17165 17165 17165 17165 +930      
Total Volume and Open Interest 59,871 208,134 -5,101
Nikkei 225(CME) Yen
Dec16 161114 17420 17745 17420 17700 +280 98,644 64,688 -8,446
Mar17 161114 17465 17650 17465 17650 +280 44 82 -107
Jun17 161114 17520 17520 17520 17520 +280      
Total Volume and Open Interest 98,688 64,770 -8,553
Nikkei 225(CME) e-Mini Yen
Dec16 161114 17630 17700 17630 17700 +280 202 207 +167
Mar17 161114 17650 17650 17650 17650 +280      
Jun17 161114 17520 17520 17520 17520 +280      
Total Volume and Open Interest 202 207 +167
CAC 40(EURONEXT)
Nov16 161114 4537.5 4562.0 4490.5 4508.5 +19.0 172,161 291,808 -10,969
Dec16 161114 4525.0 4556.0 4486.5 4503.0 +19.0 16,880 26,516 +3,862
Jan17 161114 4532.0 4532.0 4491.5 4493.5 +18.5 7 9 +5
Total Volume and Open Interest 189,049 318,398 -7,103
Hang Seng Index(HKFE)
Nov16 161114 22488 22488 22101 22279 -210 113,838 133,211 +2,487
Dec16 161114 22482 22482 22122 22299 -207 1,980 17,065 +389
Total Volume and Open Interest 116,077 152,515 +2,827
DAX(EUREX)
Dec16 161114 10765.0 10798.0 10664.5 10701.5 +44.5 164,724 193,353 -8,987
Mar17 161114 10757.0 10793.0 10670.0 10698.5 +44.5 1,338 6,259 +664
Jun17 161114 10780.0 10780.0 10728.0 10728.0 +44.5 16 199 -1
Total Volume and Open Interest 166,078 199,811 -8,324
Mini-DAX(EUREX)
Dec16 161114 10764.0 10800.0 10666.0 10701.5 +44.5 48,697 17,282 -3,105
Mar17 161114 10760.0 10794.0 10669.0 10698.5 +44.5 1,093 2,455 +719
Jun17 161114 10728.0 10728.0 10728.0 10728.0 +44.5 18 48 -7
Total Volume and Open Interest 49,808 19,785 -2,393
FT-SE 100(EURONEXT)
Dec16 161114 6752.50 6806.50 6722.00 6748.00 +34.50 166,502 753,780 -2,116
Mar17 161114 6718.50 6735.00 6685.00 6685.00 +35.00 110 8,151 +54
Jun17 161114 6621.00 6621.00 6621.00 6621.00 +35.00      
Total Volume and Open Interest 166,612 761,931 -2,062
SPI 200(SFE)
Dec16 161114 5359.0 5368.0 5316.0 5351.0 -6.0 68,635 289,523 +10,903
Mar17 161114 5305.0 5305.0 5270.0 5301.0 -7.0 17 1,762 +0
Jun17 161114 5285.0 5285.0 5285.0 5285.0 -9.0 0 1,397 +0
Total Volume and Open Interest 69,049 294,142 +11,245
FTSE MIB(ISE)
Dec16 161114 16905.00 17035.00 16550.00 16657.00 -59.00 56,131 42,025 -1,120
Mar17 161114 16900.00 16900.00 16490.00 16595.00 -61.00 187 1,005 +106
Jun17 161114 16225.00 16225.00 16225.00 16225.00 -61.00      
Total Volume and Open Interest 56,318 43,030 -1,014
KOSPI 200(KFE)
Dec16 161114 250.60 250.75 250.30 250.65 -2.05 210,899 130,092 -3,152
Mar17 161114 247.75 248.05 247.75 248.05 -1.90 802 12,836 -32
Jun17 161114 248.50 248.50 248.50 248.50 -1.80 2 1,971 -1
Total Volume and Open Interest 211,703 149,504 -3,185
GSCI(CME)
Nov16 161114 342.85 345.10 340.15 343.60 -0.55 2,199 4,164 -2,186
Dec16 161114 349.20 351.45 346.45 349.90 -0.75 2,412 11,123 +2,049
Jan17 161114 353.70 353.70 353.70 353.70 -0.75      
Total Volume and Open Interest 4,611 15,287 -137
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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