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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue November 22, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161122 1020.00 1033.25 1015.25 1030.00 +9.75 75,940 290,847 -810
Mar17 161122 1028.00 1041.75 1024.00 1038.75 +10.25 20,358 125,946 -535
May17 161122 1035.00 1048.00 1031.00 1045.50 +9.75 9,806 72,124 -1,167
Jul17 161122 1041.00 1052.50 1035.75 1050.25 +9.00 11,347 81,482 -673
Aug17 161122 1044.75 1050.00 1036.50 1047.75 +9.00 353 4,244 +23
Sep17 161122 1023.25 1032.50 1020.00 1031.00 +8.50 318 1,778 -6
Nov17 161122 1008.25 1018.00 1006.25 1016.25 +6.50 5,501 40,810 +706
Jan18 161122 1010.00 1019.00 1008.00 1017.25 +6.75 1,170 2,129 +504
Mar18 161122 1001.50 1011.50 1000.25 1010.25 +8.75 1,123 1,657 +549
May18 161122 999.50 1008.25 998.00 1008.25 +8.25 302 346 +57
Jul18 161122 1004.50 1010.25 1000.00 1010.00 +7.75 182 573 +47
Aug18 161122 1004.50 1004.50 1004.50 1004.50 +7.50 0 17 +0
Sep18 161122 992.50 992.50 992.50 992.50 +7.50 0 17 +0
Nov18 161122 972.50 977.75 970.25 974.00 +1.50 85 837 +14
Total Volume and Open Interest 126,487 622,833 -1,290
Soybean Meal(CBOT)
Dec16 161122 319.60 326.00 318.60 324.90 +5.20 27,831 70,892 -4,997
Jan17 161122 321.90 328.30 320.90 327.40 +5.50 21,182 114,208 +993
Mar17 161122 325.90 330.40 323.20 329.80 +5.60 11,381 77,866 +383
May17 161122 327.40 332.10 325.10 331.60 +5.50 6,353 41,776 +203
Jul17 161122 328.20 333.80 327.10 333.40 +5.20 6,747 38,734 -228
Aug17 161122 328.10 333.20 327.00 332.60 +5.00 447 5,802 -24
Sep17 161122 327.00 331.30 325.50 330.60 +4.50 222 5,640 -30
Oct17 161122 322.40 326.50 321.90 326.40 +3.80 577 4,902 -198
Dec17 161122 321.90 326.40 321.30 326.00 +3.80 1,642 16,862 +540
Jan18 161122 320.70 325.30 320.70 325.10 +3.70 83 884 +11
Total Volume and Open Interest 76,620 379,791 -3,343
Soybean Oil(CBOT)
Dec16 161122 34.64 34.90 34.40 34.48 -0.16 56,502 88,830 -7,503
Jan17 161122 34.94 35.18 34.68 34.77 -0.16 40,133 134,203 +878
Mar17 161122 35.07 35.45 34.95 35.03 -0.15 14,092 84,548 +2,709
May17 161122 35.33 35.63 35.13 35.20 -0.17 5,203 48,504 +43
Jul17 161122 35.53 35.79 35.31 35.37 -0.16 4,774 42,307 +284
Aug17 161122 35.40 35.75 35.30 35.34 -0.19 385 4,743 +45
Sep17 161122 35.44 35.68 35.28 35.28 -0.18 122 3,893 +1
Oct17 161122 35.25 35.45 35.03 35.07 -0.17 597 3,213 -162
Dec17 161122 35.16 35.51 35.06 35.11 -0.16 1,818 11,753 +123
Jan18 161122 35.12 35.33 35.12 35.12 -0.17 83 541 +22
Total Volume and Open Interest 123,793 423,507 -3,558
Canola(WCE)
Nov16 161114 502.7 502.7 502.7 502.7 -4.2      
Jan17 161122 520.2 521.2 515.2 520.2 -1.0 7,068 140,865 +118
Mar17 161122 527.0 527.6 521.4 526.7 -0.6 2,404 29,118 +802
May17 161122 529.6 530.1 523.2 529.6 -0.2 605 14,821 +212
Jul17 161122 529.5 530.1 523.0 529.4 -0.4 572 11,337 +138
Total Volume and Open Interest 11,716 206,795 +1,915
Corn(CBOT)
Dec16 161122 349.50 351.75 346.00 351.00 +1.25 171,451 325,758 -27,337
Mar17 161122 357.25 359.50 354.00 359.00 +1.25 111,066 587,185 +12,619
May17 161122 363.75 366.25 360.25 365.50 +1.25 29,821 138,648 +4,541
Jul17 161122 371.00 373.25 367.50 372.50 +1.00 24,119 152,271 -1,348
Sep17 161122 377.75 380.00 374.25 379.25 +1.25 3,915 53,998 +196
Dec17 161122 385.75 387.75 382.25 387.25 +1.25 9,027 103,559 +426
Mar18 161122 394.25 396.75 392.00 396.00 +1.25 207 7,540 +29
May18 161122 399.00 402.00 397.75 401.50 +1.00 44 1,378 -10
Jul18 161122 404.00 405.75 401.75 405.75 +1.00 26 1,813 -14
Sep18 161122 398.25 401.25 398.25 401.25 +1.25 34 766 +0
Total Volume and Open Interest 349,882 1,379,181 -10,797
Wheat(CBOT)
Dec16 161122 410.00 412.25 405.00 407.25 -3.00 53,488 129,941 -6,852
Mar17 161122 426.00 429.75 422.00 427.25 +0.25 47,836 237,706 +1,321
May17 161122 440.50 443.25 436.00 441.25 +0.75 12,030 51,222 +2,034
Jul17 161122 454.25 457.50 450.00 456.00 +1.25 6,164 59,236 +419
Sep17 161122 468.75 471.75 465.00 470.50 +1.25 879 10,527 +20
Dec17 161122 487.75 489.50 484.75 488.50 +0.75 2,129 19,056 +399
Total Volume and Open Interest 122,644 511,619 -2,613
Wheat(KCBT)
Dec16 161122 414.00 418.50 412.25 416.50 +2.00 20,104 47,374 -4,111
Mar17 161122 431.50 436.00 429.25 434.25 +2.25 16,823 117,592 +914
May17 161122 443.25 447.75 442.00 446.25 +2.25 4,612 34,390 +864
Jul17 161122 453.75 458.75 453.25 457.25 +2.25 2,995 55,972 +433
Sep17 161122 467.75 472.25 467.25 471.25 +2.00 226 5,046 -31
Dec17 161122 486.25 489.50 484.75 488.75 +2.00 800 6,956 +145
Mar18 161122 500.50 500.50 499.25 499.25 +1.50 150 1,461 -40
Total Volume and Open Interest 45,887 269,673 -1,824
Wheat(MGE)
Dec16 161122 525.25 529.00 524.00 527.00 +0.25 5,934 14,131 -2,965
Mar17 161122 523.00 528.00 522.50 526.50 +2.75 4,560 29,135 +821
May17 161122 527.75 532.00 527.50 531.25 +3.75 945 11,184 +401
Jul17 161122 534.00 537.50 532.75 536.50 +4.00 781 5,524 +190
Sep17 161122 540.75 544.25 540.75 543.00 +3.25 204 3,776 +55
Dec17 161122 549.00 553.50 549.00 552.50 +3.25 163 2,700 +51
Total Volume and Open Interest 12,593 66,517 -1,443
Oats(CBOT)
Dec16 161122 224.75 228.00 219.25 221.50 -3.25 554 3,274 -261
Mar17 161122 229.50 233.75 226.50 228.00 -1.00 765 4,582 +317
May17 161122 233.75 233.75 228.00 230.50 +0.25 20 579 +6
Jul17 161122 230.00 230.00 229.75 229.75 -1.50 10 75 +1
Total Volume and Open Interest 1,350 8,578 +63
Rough Rice(CBOT)
Jan17 161122 9.81 9.90 9.53 9.56 -0.25 278 10,782 +45
Mar17 161122 10.08 10.14 9.78 9.81 -0.24 111 1,197 -12
May17 161122 10.15 10.15 10.06 10.06 -0.23 9 18 +4
Jul17 161122 10.23 10.23 10.15 10.23 -0.23 0 9 +0
Total Volume and Open Interest 398 12,014 +37
Live Cattle(CME)
Dec16 161122 108.730 109.600 108.400 109.350 +0.315 10,802 52,751 -2,326
Feb17 161122 109.385 110.385 109.150 110.180 +0.600 16,461 101,153 +854
Apr17 161122 109.250 110.135 108.950 109.850 +0.315 7,843 59,228 +449
Jun17 161122 100.550 101.050 99.980 101.000 +0.215 6,562 39,070 +2,007
Aug17 161122 97.135 97.600 96.830 97.500 +0.115 2,527 13,753 +580
Oct17 161122 97.480 97.885 97.200 97.800 +0.120 1,155 7,096 +364
Total Volume and Open Interest 45,720 275,745 +2,108
Feeder Cattle(CME)
Jan17 161122 123.800 124.700 123.100 124.050 -0.130 3,520 22,797 +26
Mar17 161122 119.500 120.400 118.850 119.750 -0.230 1,750 10,719 -24
Apr17 161122 119.180 120.000 118.430 119.250 -0.330 695 4,297 -37
May17 161122 118.730 119.230 117.980 118.600 -0.500 669 3,385 +100
Aug17 161122 119.250 120.000 118.580 119.330 -0.170 289 1,538 +79
Sep17 161122 117.430 118.550 117.430 118.385 -0.345 3 60 +1
Oct17 161122 117.330 117.400 116.500 117.400 +0.850 0 11 +0
Total Volume and Open Interest 6,926 42,807 +145
Lean Hogs(CME)
Dec16 161122 49.830 50.330 49.150 49.300 -0.485 10,510 51,018 -2,262
Feb17 161122 56.400 56.800 55.380 55.550 -0.830 10,239 96,118 +390
Apr17 161122 62.735 62.950 61.735 61.850 -0.780 4,584 43,839 +301
May17 161122 69.680 69.680 68.900 69.050 -0.630 53 840 +14
Jun17 161122 74.150 74.550 73.400 73.650 -0.680 2,014 17,694 +104
Jul17 161122 74.830 74.930 74.230 74.430 -0.300 404 9,977 -110
Aug17 161122 74.450 74.635 74.180 74.450 -0.300 254 6,115 +32
Oct17 161122 63.235 63.300 62.985 63.150 -0.350 115 1,832 +27
Total Volume and Open Interest 28,183 228,615 -1,505
Class III Milk(CME)
Nov16 161122 16.74 16.76 16.73 16.76 unch 325 5,039 -75
Dec16 161122 16.99 17.16 16.98 17.13 +0.15 735 5,706 +248
Jan17 161122 16.42 16.49 16.38 16.46 +0.09 408 3,219 +48
Feb17 161122 16.29 16.30 16.24 16.30 +0.04 281 3,070 +114
Mar17 161122 16.27 16.28 16.22 16.25 -0.01 240 2,671 +79
Apr17 161122 16.32 16.34 16.30 16.30 -0.02 107 2,405 +13
May17 161122 16.33 16.35 16.33 16.33 unch 81 2,252 +16
Jun17 161122 16.50 16.50 16.45 16.47 -0.03 30 2,060 +0
Jul17 161122 16.65 16.66 16.65 16.65 +0.01 25 1,157 +15
Aug17 161122 16.81 16.81 16.81 16.81 +0.02 25 1,147 +9
Sep17 161122 17.03 17.03 16.98 17.03 unch 42 1,178 +18
Oct17 161122 16.97 16.97 16.97 16.97 unch 14 806 +11
Nov17 161122 16.90 16.92 16.90 16.92 +0.02 22 730 +14
Total Volume and Open Interest 2,349 32,701 +517
Cocoa(ICE)
Dec16 161122 2436 2452 2430 2439 +1 45 174 -49
Mar17 161122 2425 2455 2423 2440 +9 14,861 142,248 -2,285
May17 161122 2421 2446 2419 2434 +10 5,532 44,463 +1,073
Jul17 161122 2419 2442 2416 2433 +12 3,881 24,047 +1,375
Sep17 161122 2422 2446 2422 2440 +15 1,846 12,216 -229
Dec17 161122 2440 2451 2431 2448 +15 2,351 5,999 -843
Mar18 161122 2445 2461 2442 2458 +15 180 7,788 -37
Total Volume and Open Interest 28,775 238,941 -994
Coffee "C"(ICE)
Dec16 161122 158.40 159.55 157.10 157.25 -1.40 6,825 1,167 -4,013
Mar17 161122 164.00 164.55 161.40 161.85 -1.45 20,587 113,242 -413
May17 161122 165.85 166.80 163.85 164.20 -1.40 4,116 41,803 -6
Jul17 161122 168.40 168.80 165.95 166.30 -1.35 2,641 13,522 +267
Sep17 161122 170.50 170.60 167.85 168.15 -1.45 691 7,603 +5
Dec17 161122 173.00 173.00 170.70 170.70 -1.45 297 10,200 +124
Total Volume and Open Interest 35,203 192,782 -3,988
Orange Juice(ICE)
Jan17 161122 212.20 212.60 210.50 210.60 -2.00 825 13,878 +42
Mar17 161122 208.90 209.45 207.90 207.95 -1.70 144 1,537 +47
May17 161122 206.50 206.55 206.25 206.25 -1.40 19 456 -1
Jul17 161122 204.70 204.70 204.70 204.70 -1.35 5 119 +4
Sep17 161122 201.35 201.35 201.35 201.35 -1.35      
Nov17 161122 198.45 198.45 198.45 198.45 -1.35 0 2 +0
Total Volume and Open Interest 993 15,992 +92
Sugar #11(ICE)
Mar17 161122 20.38 20.45 19.65 19.75 -0.60 43,808 411,189 -3,058
May17 161122 19.79 19.91 19.18 19.28 -0.51 15,937 154,632 -370
Jul17 161122 19.22 19.31 18.64 18.74 -0.43 9,983 117,635 -1,036
Oct17 161122 18.88 18.92 18.34 18.43 -0.36 4,343 70,304 -1,015
Mar18 161122 18.75 18.85 18.32 18.42 -0.31 1,829 38,179 -55
May18 161122 18.17 18.27 17.78 17.88 -0.28 921 12,896 +199
Jul18 161122 17.60 17.66 17.23 17.32 -0.28 181 9,243 +22
Oct18 161122 17.39 17.39 17.00 17.10 -0.29 167 7,871 -19
Total Volume and Open Interest 77,368 826,813 -5,272
London Cocoa(LCE)
Dec16 161122 2045 2065 2025 2055 +15 5,541 75,685 -966
Mar17 161122 1995 2017 1989 2009 +14 9,090 96,000 +1,144
May17 161122 1995 2012 1988 2005 +12 5,567 56,395 -307
Jul17 161122 2008 2025 2002 2017 +11 2,136 18,791 +314
Sep17 161122 2018 2032 2010 2024 +10 1,133 26,149 +5
Dec17 161122 2011 2028 2007 2020 +11 514 14,650 -143
Mar18 161122 2006 2024 2004 2018 +12 122 6,036 -33
Total Volume and Open Interest 24,105 294,042 +14
London Sugar(LCE)
Mar17 161122 540.10 540.30 523.50 526.50 -11.80 5,438 35,913 -155
May17 161122 533.80 534.30 518.30 521.30 -11.30 2,230 19,134 -84
Aug17 161122 521.60 521.90 507.70 510.10 -10.50 364 8,159 +38
Oct17 161122 504.50 504.50 492.00 493.90 -9.70 314 10,648 +113
Dec17 161122 495.00 496.20 486.40 488.20 -8.00 21 2,041 -16
Total Volume and Open Interest 8,399 77,465 -74
Cotton(ICE)
Dec16 161122 73.60 73.85 72.79 73.72 +0.12 5,743 10,301 -4,182
Mar17 161122 72.37 72.50 71.33 72.24 -0.05 21,733 177,118 +2,690
May17 161122 73.02 73.11 71.98 72.89 -0.06 4,050 32,716 +1,684
Jul17 161122 72.90 73.10 72.05 73.01 -0.01 1,029 12,577 +240
Oct17 161122 71.89 71.89 71.89 71.89 +0.24 0 33 +0
Dec17 161122 70.16 70.75 70.09 70.71 +0.02 663 16,953 +295
Total Volume and Open Interest 33,218 250,838 +727
Lumber(CME)
Jan17 161122 323.2 325.4 320.1 322.5 +1.0 318 3,100 -54
Mar17 161122 332.7 334.0 329.9 331.5 +0.5 67 507 +28
May17 161122 338.0 338.9 336.7 338.9 +2.2 8 119 +2
Jul17 161122 347.0 347.9 343.7 347.0 +0.3 2 28 +1
Total Volume and Open Interest 395 3,783 -23
Crude Oil(NYM)
Jan17 161122 48.37 49.20 47.17 48.03 -0.21 660,408 626,277 +13,694
Feb17 161122 49.24 50.02 48.09 48.93 -0.10 95,281 163,154 +3,396
Mar17 161122 50.00 50.82 48.96 49.78 -0.04 66,376 214,137 +7,540
Apr17 161122 50.65 51.49 49.69 50.50 +0.01 38,523 102,061 -2,702
May17 161122 51.34 52.00 50.25 51.08 +0.05 20,151 72,383 +3,607
Jun17 161122 51.74 52.36 50.63 51.49 +0.08 37,645 169,457 +1,079
Jul17 161122 51.99 52.42 50.97 51.77 +0.10 4,879 40,576 +685
Aug17 161122 52.38 52.62 51.35 51.96 +0.11 3,040 32,578 +617
Sep17 161122 52.32 52.70 51.49 52.10 +0.13 5,878 47,202 -156
Oct17 161122 52.59 52.59 51.42 52.21 +0.14 2,358 26,865 -7
Nov17 161122 52.52 52.60 51.82 52.33 +0.15 2,034 28,845 +839
Dec17 161122 52.48 53.10 51.63 52.45 +0.15 32,714 181,978 +462
Jan18 161122 51.90 52.53 51.90 52.53 +0.16 283 26,702 +16
Feb18 161122 52.62 52.62 51.00 52.62 +0.16 99 7,698 +16
Mar18 161122 52.70 52.70 49.30 52.70 +0.15 522 23,199 +156
Apr18 161122 52.78 54.45 52.78 52.78 +0.14 88 4,700 -8
Total Volume and Open Interest 1,143,032 1,959,073 -16,551
e-miNY Crude Oil(NYM)
Jan17 161122 48.350 49.200 47.175 48.025 -0.225 11,384 2,681 +435
Feb17 161122 49.300 50.000 48.150 48.925 -0.100 212 855 +149
Mar17 161122 50.100 50.700 48.950 49.775 -0.050 23 266 -2
Apr17 161122 50.800 50.800 49.900 50.500 unch 8 186 +4
May17 161122 51.275 51.275 51.075 51.075 +0.050 16 131 -13
Jun17 161122 51.375 51.500 51.050 51.500 +0.100 13 184 -12
Jul17 161122 52.300 52.350 51.775 51.775 +0.100 10 120 -6
Aug17 161122 52.300 52.300 51.950 51.950 +0.100 8 137 -8
Sep17 161122 52.100 52.100 49.625 52.100 +0.125 1 60 -1
Oct17 161122 52.200 52.200 49.775 52.200 +0.125 2 43 -1
Total Volume and Open Interest 11,681 4,851 -2,181
NY Harbor ULSD(NYM)
Dec16 161122 153.65 155.69 150.94 152.63 +0.18 42,179 46,552 -4,776
Jan17 161122 154.67 156.84 152.20 154.06 +0.45 52,034 101,109 +1,785
Feb17 161122 155.93 158.00 153.55 155.50 +0.66 24,944 54,400 +1,756
Mar17 161122 156.86 158.74 154.49 156.48 +0.74 17,411 50,242 +709
Apr17 161122 157.02 158.04 154.76 156.69 +0.80 7,715 34,556 -89
May17 161122 158.43 158.65 155.90 157.37 +0.86 4,633 18,083 +945
Jun17 161122 158.48 159.41 156.19 158.10 +0.91 5,503 34,613 +350
Jul17 161122 158.19 159.51 157.63 159.14 +0.94 891 5,298 +12
Aug17 161122 160.19 160.99 160.19 160.23 +0.96 814 4,958 +32
Sep17 161122 161.39 161.52 160.00 161.52 +0.98 853 6,094 +102
Oct17 161122 162.81 162.81 159.43 162.81 +0.99 252 3,098 -26
Nov17 161122 162.47 163.99 162.47 163.99 +1.00 268 2,936 +14
Dec17 161122 165.03 166.49 163.50 165.11 +1.03 2,919 29,820 -153
Jan18 161122 166.24 166.24 165.64 166.24 +1.03 10 2,560 +0
Total Volume and Open Interest 160,511 406,601 +665
RBOB Gasoline(NYM)
Dec16 161122 139.95 143.04 138.83 140.98 +1.33 33,167 55,703 -5,490
Jan17 161122 140.14 143.45 139.12 141.37 +1.27 39,436 135,374 +1,324
Feb17 161122 141.02 144.17 139.94 142.20 +1.15 12,665 38,037 -466
Mar17 161122 143.20 146.25 142.05 144.34 +1.13 8,867 38,438 +400
Apr17 161122 164.30 165.61 161.95 164.32 +1.12 5,189 33,471 +200
May17 161122 165.07 166.99 163.58 165.81 +1.15 2,725 17,020 +141
Jun17 161122 164.20 166.99 163.59 165.82 +1.17 2,564 21,817 +29
Jul17 161122 164.09 165.35 164.09 164.91 +1.18 660 5,582 +34
Aug17 161122 163.93 163.93 161.98 163.42 +1.19 781 4,602 +185
Sep17 161122 161.76 161.76 161.11 161.11 +1.20 1,292 7,310 +359
Total Volume and Open Interest 110,917 384,832 -2,773
e-miNY RBOB Gasoline(NYM)
Dec16 161122 140.98 140.98 140.98 140.98 +1.33 0 1 +0
Jan17 161122 141.37 141.37 141.37 141.37 +1.27      
Feb17 161122 142.20 142.20 142.20 142.20 +1.15      
Mar17 161122 144.34 144.34 144.34 144.34 +1.13      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec16 161122 2.973 3.014 2.913 2.982 +0.032 134,225 58,138 -22,981
Jan17 161122 3.080 3.136 3.045 3.100 +0.023 86,556 294,823 -336
Feb17 161122 3.104 3.160 3.076 3.124 +0.013 22,757 80,821 +1,017
Mar17 161122 3.120 3.150 3.066 3.111 +0.005 33,353 175,844 +494
Apr17 161122 3.056 3.082 3.012 3.047 +0.004 27,816 97,818 +999
May17 161122 3.074 3.098 3.028 3.056 +0.001 9,210 67,141 +837
Jun17 161122 3.103 3.124 3.065 3.088 -0.002 4,378 48,295 -222
Jul17 161122 3.142 3.164 3.087 3.117 -0.006 4,701 31,978 -11
Aug17 161122 3.142 3.162 3.089 3.115 -0.009 3,148 21,530 -277
Sep17 161122 3.124 3.138 3.079 3.098 -0.010 2,856 23,481 +240
Oct17 161122 3.132 3.153 3.083 3.113 -0.010 9,443 69,931 +338
Nov17 161122 3.164 3.195 3.137 3.154 -0.010 2,727 24,468 +286
Dec17 161122 3.293 3.330 3.274 3.291 -0.010 1,393 26,926 -8
Jan18 161122 3.382 3.420 3.363 3.380 -0.008 2,599 25,205 +438
Feb18 161122 3.385 3.385 3.348 3.350 -0.009 274 7,898 -12
Mar18 161122 3.306 3.306 3.277 3.278 -0.012 1,125 20,220 +197
Total Volume and Open Interest 349,022 1,168,210 -18,813
Brent Crude Oil(ICE)
Jan17 161122 49.25 49.96 48.14 49.12 +0.22 249,336 301,220 -25,980
Feb17 161122 50.52 51.02 49.20 50.11 +0.14 143,278 453,741 +18,475
Mar17 161122 51.21 51.85 50.02 50.90 +0.09 85,935 305,643 +5,081
Apr17 161122 51.87 52.52 50.71 51.57 +0.07 47,636 140,539 +2,007
May17 161122 52.44 53.06 51.30 52.15 +0.08 26,695 104,759 +3,122
Jun17 161122 52.89 53.49 51.76 52.62 +0.10 51,153 199,361 +1,510
Jul17 161122 53.22 53.71 52.14 52.98 +0.13 10,567 47,364 +988
Aug17 161122 53.46 53.98 52.39 53.24 +0.15 4,372 37,974 -87
Sep17 161122 53.65 54.15 52.59 53.44 +0.16 9,807 63,345 +451
Oct17 161122 54.11 54.11 53.16 53.61 +0.17 1,824 32,149 -260
Nov17 161122 53.78 53.78 53.78 53.78 +0.18 1,968 22,567 -94
Dec17 161122 54.11 54.57 53.11 53.93 +0.18 47,060 205,840 -47
Jan18 161122 54.09 54.09 54.09 54.09 +0.18 1,254 25,622 -27
Feb18 161122 54.25 54.25 54.25 54.25 +0.18 1,419 19,281 +368
Total Volume and Open Interest 700,787 2,274,501 +6,491
Gas Oil(ICE)
Dec16 161122 449.75 455.75 441.75 445.25 -1.75 72,784 138,140 -6,676
Jan17 161122 453.50 458.50 445.00 448.25 -1.25 56,069 164,563 -1,698
Feb17 161122 460.25 461.75 448.50 451.50 -1.00 25,003 70,852 +984
Mar17 161122 459.75 464.50 451.25 454.50 -0.75 19,874 53,292 -128
Apr17 161122 462.50 466.25 454.00 457.25 -0.50 10,823 34,687 +1,480
May17 161122 465.00 468.75 457.25 460.00 -0.50 4,693 28,954 +1,562
Jun17 161122 467.50 471.50 459.25 462.50 -0.50 10,772 72,587 +1,115
Jul17 161122 470.75 474.00 464.00 466.00 -0.50 1,874 21,102 -404
Aug17 161122 474.00 477.00 467.00 469.25 -0.50 1,395 14,705 -273
Sep17 161122 477.00 480.50 469.00 472.25 -0.50 2,000 27,978 -33
Total Volume and Open Interest 215,759 827,575 -3,685
Ethanol(CBOT)
Dec16 161122 1.613 1.613 1.591 1.601 unch 613 1,496 -398
Jan17 161122 1.538 1.554 1.525 1.536 +0.004 563 2,794 +413
Feb17 161122 1.501 1.510 1.501 1.510 +0.004 209 731 +139
Mar17 161122 1.519 1.522 1.519 1.522 +0.004 122 410 +92
Apr17 161122 1.536 1.536 1.500 1.536 +0.004 121 336 +100
May17 161122 1.543 1.543 1.482 1.543 +0.004 0 6 +0
Jun17 161122 1.543 1.543 1.543 1.543 +0.004      
Jul17 161122 1.543 1.543 1.543 1.543 +0.004      
Total Volume and Open Interest 1,628 5,789 +346
WTI Crude Oil(ICE)
Jan17 161122 48.63 49.19 47.17 48.03 -0.21 71,622 100,425 -3,303
Feb17 161122 49.50 50.00 48.10 48.93 -0.10 44,085 82,764 +5,030
Mar17 161122 50.32 50.80 48.97 49.78 -0.04 20,730 51,310 +482
Apr17 161122 51.14 51.46 49.68 50.50 +0.01 6,953 18,795 +19
May17 161122 51.68 51.69 50.46 51.08 +0.05 4,354 12,427 -93
Jun17 161122 51.84 51.95 50.83 51.49 +0.08 8,423 56,766 +422
Jul17 161122 51.55 52.05 51.13 51.77 +0.10 1,221 6,702 -184
Aug17 161122 52.21 52.21 51.96 51.96 +0.11 566 6,228 -7
Sep17 161122 52.09 52.33 51.53 52.10 +0.13 900 15,315 +155
Oct17 161122 52.21 52.21 52.21 52.21 +0.14 419 3,737 -267
Nov17 161122 52.33 52.33 52.33 52.33 +0.15 225 2,502 +109
Dec17 161122 52.86 52.88 51.65 52.45 +0.15 7,613 71,749 -44
Jan18 161122 52.53 52.53 52.53 52.53 +0.16 39 1,011 +12
Feb18 161122 52.62 52.62 52.62 52.62 +0.16 14 663 +0
Mar18 161122 52.70 52.70 52.70 52.70 +0.15 2 3,533 +0
Apr18 161122 52.78 52.78 52.78 52.78 +0.14 0 916 +0
Total Volume and Open Interest 169,350 506,262 -20,100
US Dollar Index(ICE)
Dec16 161122 100.835 101.370 100.710 101.105 -0.007 57,293 79,928 +2,098
Mar17 161122 100.740 101.275 100.635 101.015 -0.012 1,637 7,549 +525
Jun17 161122 100.670 101.060 100.630 100.925 -0.012 52 580 +32
Total Volume and Open Interest 58,987 88,304 +2,659
Australian Dollar(CME)
Dec16 161122 73.62 74.08 73.58 73.92 +0.42 105,201 106,186 -1,117
Mar17 161122 73.50 73.93 73.47 73.78 +0.42 538 2,075 -42
Jun17 161122 73.60 73.64 73.41 73.61 +0.41 0 65 +0
Total Volume and Open Interest 105,742 108,343 -1,156
British Pound(CME)
Dec16 161122 124.99 125.20 123.90 124.19 -0.70 134,701 240,091 +2,949
Mar17 161122 125.34 125.45 124.18 124.47 -0.70 628 8,309 +296
Jun17 161122 124.95 125.58 124.57 124.75 -0.70 0 644 +0
Total Volume and Open Interest 135,329 249,228 +3,245
Canadian Dollar(CME)
Dec16 161122 74.50 74.76 74.27 74.42 -0.08 69,064 115,965 -3,067
Mar17 161122 74.63 74.83 74.35 74.50 -0.07 359 3,851 -73
Jun17 161122 74.80 74.88 74.44 74.58 -0.07 23 556 +10
Sep17 161122 74.61 74.94 74.57 74.66 -0.07 4 352 +4
Total Volume and Open Interest 69,452 121,111 -3,124
Japanese Yen(CME)
Dec16 161122 90.32 90.77 89.88 90.05 -0.01 169,858 177,567 -428
Mar17 161122 90.79 91.16 90.29 90.46 unch 850 4,087 +104
Jun17 161122 91.55 91.55 90.78 90.90 -0.01 17 131 -2
Total Volume and Open Interest 170,725 181,815 -326
Swiss Franc(CME)
Dec16 161122 99.28 99.44 98.79 98.98 -0.14 25,696 57,943 -245
Mar17 161122 99.95 99.99 99.37 99.54 -0.13 85 273 +3
Jun17 161122 100.18 100.41 100.08 100.18 -0.13 0 15 +0
Total Volume and Open Interest 25,781 58,240 -242
EuroFX(CME)
Dec16 161122 106.40 106.69 105.94 106.35 +0.15 246,421 410,744 +5,340
Mar17 161122 106.94 107.15 106.42 106.82 +0.15 1,844 12,903 +233
Jun17 161122 107.31 107.63 106.96 107.34 +0.15 76 1,589 +14
Total Volume and Open Interest 248,384 425,482 +5,617
Mexican Peso(CME)
Dec16 161122 487.63 491.38 482.88 484.75 -2.50 52,701 125,023 +2,300
Jan17 161122 483.25 483.25 483.25 483.25 -2.50      
Total Volume and Open Interest 53,406 156,083 +2,293
Brazilian Real(CME)
Dec16 161122 297.00 299.45 296.00 296.95 -0.55 1,700 25,544 +356
Jan17 161122 295.85 295.85 293.80 294.25 -0.55 7 35 +0
Feb17 161122 291.70 291.70 291.70 291.70 -0.70      
Mar17 161122 289.60 289.60 289.60 289.60 -0.70 0 1 +0
Total Volume and Open Interest 1,707 25,580 +356
30-Year T-Bonds(CBOT)
Dec16 161122 153~240 154~090 153~060 153~080 +0~020 373,786 567,764 -157
Mar17 161122 152~120 152~280 151~270 151~290 +0~030 10,002 13,454 +4,965
Jun17 161122 151~010 152~000 151~010 151~010 +0~030 0 1 +0
Total Volume and Open Interest 383,788 581,219 +4,808
10-Year T-Notes(CBOT)
Dec16 161122 125~255 125~310 125~175 125~225 +0~050 1,914,268 2,943,836 +60,012
Mar17 161122 125~045 125~100 124~285 125~015 +0~055 90,197 193,467 +36,902
Jun17 161122 124~255 124~255 124~255 124~255 +0~055      
Total Volume and Open Interest 2,004,465 3,137,303 +96,914
5-Year T-Notes(CBOT)
Dec16 161122 118~214 118~252 118~156 118~204 +0~034 1,247,251 2,563,341 -131,469
Mar17 161122 118~052 118~104 118~010 118~056 +0~036 261,993 423,120 +169,695
Jun17 161122 118~006 120~234 118~006 118~006 +0~036 0 3 +0
Total Volume and Open Interest 1,509,244 2,986,464 +38,226
2 Year T-Notes(CBOT)
Dec16 161122 108~222 108~230 108~210 108~220 +0~004 344,790 1,150,413 -4,965
Mar17 161122 108~150 108~154 108~136 108~150 +0~012 26,113 42,014 +13,254
Jun17 161122 108~150 108~150 108~150 108~150 +0~012      
Total Volume and Open Interest 370,903 1,192,427 +8,289
Eurodollars(CME)
Dec16 161122 99.020 99.022 99.015 99.018 unch 295,733 1,441,350 +7,002
Mar17 161122 98.965 98.975 98.955 98.965 unch 335,426 1,365,578 -9,790
Jun17 161122 98.860 98.865 98.840 98.850 +0.005 309,537 1,446,453 +6,365
Sep17 161122 98.755 98.765 98.735 98.750 +0.010 262,650 1,079,893 -7,302
Dec17 161122 98.640 98.655 98.615 98.635 +0.020 470,477 1,562,831 -601
Mar18 161122 98.545 98.565 98.515 98.545 +0.030 298,762 799,245 +14,740
Jun18 161122 98.435 98.460 98.405 98.435 +0.030 267,414 650,089 -5,007
Sep18 161122 98.325 98.355 98.295 98.330 +0.035 206,147 465,979 +1,983
Dec18 161122 98.210 98.250 98.180 98.215 +0.035 317,078 742,613 -2,125
Mar19 161122 98.130 98.170 98.095 98.135 +0.040 184,728 544,185 -4,075
Jun19 161122 98.050 98.090 98.010 98.050 +0.040 177,848 479,491 -3,491
Sep19 161122 97.970 98.020 97.935 97.975 +0.040 162,867 373,021 +17,524
Dec19 161122 97.895 97.940 97.855 97.890 +0.035 172,107 362,487 +13,332
Mar20 161122 97.830 97.880 97.795 97.830 +0.040 111,346 218,136 -5,035
Jun20 161122 97.770 97.825 97.735 97.770 +0.040 95,807 146,565 +718
Sep20 161122 97.720 97.770 97.680 97.715 +0.040 92,590 115,923 +4,758
Dec20 161122 97.655 97.705 97.620 97.650 +0.035 73,584 129,930 +5,323
Mar21 161122 97.610 97.660 97.575 97.600 +0.035 61,808 93,447 +5,139
Total Volume and Open Interest 4,028,777 12,280,232 +49,631
Ultra T-Bond(CBOT)
Dec16 161122 163~02 163~28 162~07 162~09 -0~03 118,962 622,137 -204
Mar17 161122 162~17 163~04 161~18 161~19 -0~02 14,944 42,287 +10,516
Jun17 161122 160~29 160~29 160~29 160~29 -0~02      
Total Volume and Open Interest 133,906 664,424 +10,312
Ultra 10-Yr T-Note(CBOT)
Dec16 161122 135~180 135~260 135~065 135~140 +0~080 130,565 296,206 +8,963
Mar17 161122 135~075 135~115 134~265 134~300 +0~080 1,390 1,268 +1,220
Jun17 161122 134~300 134~300 134~300 134~300 +0~080      
Total Volume and Open Interest 131,955 297,474 +10,183
30 Day Federal Funds(CBOT)
Nov16 161122 99.592 99.595 99.592 99.592 unch 2,978 204,302 +987
Dec16 161122 99.475 99.475 99.470 99.475 unch 2,899 80,859 +873
Jan17 161122 99.375 99.380 99.365 99.375 unch 27,308 201,100 +5,606
Feb17 161122 99.360 99.360 99.355 99.360 unch 9,976 79,756 -1,478
Mar17 161122 99.330 99.330 99.325 99.330 -0.005 7,534 53,932 +887
Apr17 161122 99.315 99.315 99.310 99.315 -0.005 19,007 95,161 +4,396
Total Volume and Open Interest 103,307 944,343 +15,407
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 161121 99.94 99.94 99.94 99.94 unch 0 7 +0
Mar17 161121 99.94 99.94 99.94 99.94 unch      
Jun17 161121 99.94 99.94 99.94 99.94 unch      
Sep17 161121 99.94 99.94 99.94 99.94 unch      
Dec17 161121 99.94 99.94 99.94 99.94 unch      
Mar18 161121 99.95 99.95 99.95 99.95 unch      
Jun18 161121 99.81 99.81 99.81 99.81 unch      
Sep18 161121 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Dec16 161121 150.35 150.51 150.27 150.51 -0.24 2,462 16,012 +374
Mar17 161121 150.25 150.25 150.25 150.25 -0.44      
Jun17 161121 150.25 150.25 150.25 150.25 -0.44      
Total Volume and Open Interest 2,462 16,012 +374
Euro-Buxl(EUREX)
Dec16 161122 176.20 178.38 176.20 177.46 +1.00 55,953 171,631 -30,685
Mar17 161122 174.72 176.28 174.72 175.54 +0.98 1,911 48,973 -1,352
Jun17 161122 173.30 174.50 173.20 173.60 +0.54 26 8 +1
Total Volume and Open Interest 57,890 220,612 -32,036
Euro-Bund(EUREX)
Dec16 161122 160.75 161.58 160.70 161.40 +0.61 889,234 1,603,004 -352,843
Mar17 161122 162.51 163.35 162.47 163.18 +0.64 30,275 241,358 -1,201
Jun17 161122 159.96 160.55 159.96 160.55 +0.61 4 9 +1
Total Volume and Open Interest 919,513 1,844,371 -354,043
Euro-Bobl(EUREX)
Dec16 161122 131.00 131.37 130.98 131.29 +0.30 607,122 1,170,739 -210,893
Mar17 161122 132.49 132.88 132.49 132.81 +0.32 12,328 114,228 -5,618
Jun17 161122 131.54 131.54 131.54 131.54 +0.30      
Total Volume and Open Interest 619,450 1,284,967 -216,511
Euro-Schatz(EUREX)
Dec16 161122 112.15 112.25 112.14 112.23 +0.11 454,831 1,031,314 -246,085
Mar17 161122 112.07 112.15 112.07 112.14 +0.09 47,509 90,258 +16,724
Jun17 161122 112.23 112.23 112.23 112.23 +0.11      
Total Volume and Open Interest 502,340 1,121,572 -229,361
3-Mth Euribor(EUREX)
Dec16 161122 100.310 100.310 100.310 100.310 unch 6 3,191 +0
Mar17 161122 100.290 100.300 100.290 100.300 unch 6 3,254 +0
Jun17 161122 100.280 100.280 100.280 100.280 -0.005 6 33,637 -5
Total Volume and Open Interest 326 73,360 -227
Long Gilt(LIFFE)
Dec16 161122 123~28 124~14 123~28 124~03 +0~12 173,421 646,976 +1,706
Mar17 161122 123~10 123~26 123~09 123~15 +0~07 79 226 +66
Total Volume and Open Interest 173,500 647,202 +1,772
3-Mth Short Sterling(LIFFE)
Dec16 161122 99.60 99.60 99.60 99.60 unch 12,812 454,708 +1,403
Mar17 161122 99.58 99.59 99.57 99.57 -0.01 33,944 376,282 -1,387
Jun17 161122 99.55 99.55 99.54 99.54 unch 41,089 350,059 +4,028
Sep17 161122 99.50 99.52 99.49 99.50 unch 45,458 301,389 +1,584
Dec17 161122 99.44 99.47 99.44 99.46 +0.01 61,314 277,770 -6,397
Mar18 161122 99.39 99.43 99.38 99.40 +0.01 64,003 171,249 -5,034
Total Volume and Open Interest 648,466 2,710,828 +15,513
3-Mth Euribor(LIFFE)
Dec16 161122 100.310 100.310 100.305 100.310 unch 50,775 420,702 +912
Mar17 161122 100.295 100.305 100.290 100.295 -0.005 73,927 445,265 -8,633
Jun17 161122 100.285 100.290 100.275 100.280 -0.005 73,936 427,884 -8,005
Total Volume and Open Interest 712,191 3,288,920 -22,613
3-Mth Aus T-Bills(SFE)
Dec16 161122 98.21 98.22 98.21 98.22 unch 12,549 121,202 +123
Mar17 161122 98.22 98.23 98.22 98.23 unch 20,960 204,472 -766
Jun17 161122 98.22 98.23 98.21 98.22 unch 45,528 217,275 +12,010
Sep17 161122 98.19 98.21 98.18 98.19 unch 17,567 143,389 -1,190
Dec17 161122 98.14 98.16 98.13 98.14 unch 13,488 158,389 -1,033
Mar18 161122 98.08 98.11 98.06 98.07 -0.01 12,551 91,618 +794
Jun18 161122 98.01 98.05 98.00 98.01 unch 12,469 67,407 +1,872
Sep18 161122 97.94 97.97 97.92 97.93 -0.01 8,047 33,096 -431
Dec18 161122 97.86 97.90 97.85 97.85 -0.01 939 8,095 -238
Mar19 161122 97.78 97.83 97.77 97.77 -0.01 471 3,540 -102
Total Volume and Open Interest 144,705 1,051,525 +11,076
10-Year Aus T-Bonds(SFE)
Dec16 161122 97.35 97.42 97.34 97.37 +0.02 175,233 967,913 +12,968
Mar17 161122 97.37 97.37 97.37 97.37 +0.02      
Total Volume and Open Interest 175,233 967,913 +12,968
3-Year Aus T-Bonds(SFE)
Dec16 161122 98.15 98.19 98.14 98.15 unch 252,865 948,269 +21,401
Mar17 161122 98.15 98.15 98.15 98.15 unch      
Total Volume and Open Interest 252,865 948,269 +21,401
Gold(CMX)
Dec16 161122 1213.5 1220.9 1205.6 1211.2 +1.4 257,109 217,590 -2,890
Feb17 161122 1216.3 1223.5 1208.5 1214.1 +1.4 29,190 164,577 +5,932
Apr17 161122 1221.6 1225.5 1213.2 1217.0 +1.5 4,385 29,213 +598
Jun17 161122 1226.0 1228.5 1214.0 1219.7 +1.5 4,205 36,593 +1,505
Aug17 161122 1228.2 1231.2 1222.3 1222.3 +1.5 1,941 10,259 +918
Oct17 161122 1232.2 1233.9 1221.6 1224.9 +1.4 146 2,016 -65
Dec17 161122 1232.3 1235.7 1222.0 1227.5 +1.4 1,523 18,398 +87
Feb18 161122 1239.6 1239.6 1226.1 1230.6 +1.3 16 191 -5
Apr18 161122 1234.7 1234.7 1231.0 1233.6 +1.2 262 67 +51
Jun18 161122 1236.6 1246.0 1236.6 1236.6 +1.2 0 4,226 +0
Aug18 161122 1239.7 1239.7 1239.7 1239.7 +1.2      
Total Volume and Open Interest 299,839 491,127 +5,746
Silver(CMX)
Dec16 161122 1658.0 1688.5 1652.0 1663.2 +11.1 79,486 65,273 -8,076
Mar17 161122 1668.0 1698.5 1662.5 1673.5 +11.4 19,402 80,462 +4,391
May17 161122 1686.0 1704.0 1670.5 1680.1 +11.4 290 9,035 +20
Jul17 161122 1690.0 1708.0 1677.5 1686.2 +11.4 25 5,657 +2
Sep17 161122 1692.1 1733.0 1692.1 1692.1 +11.4 30 1,030 -24
Dec17 161122 1697.5 1710.5 1696.0 1700.3 +11.4 301 4,856 +41
Mar18 161122 1720.0 1720.0 1708.4 1708.4 +12.2 0 2 +0
Total Volume and Open Interest 99,987 169,977 -3,575
Platinum(NYMEX)
Jan17 161122 941.0 952.1 934.3 943.0 +6.5 17,374 57,556 +1,377
Apr17 161122 943.5 954.3 937.7 946.3 +6.8 397 6,737 +111
Jul17 161122 948.0 949.8 948.0 949.8 +6.8 22 178 +2
Oct17 161122 963.9 963.9 950.3 953.6 +6.8 7 183 +3
Total Volume and Open Interest 17,825 64,702 +1,491
Palladium(NYMEX)
Dec16 161122 727.25 748.90 726.25 744.25 +17.70 9,484 13,836 -651
Mar17 161122 728.05 748.90 727.30 744.70 +17.90 3,812 13,197 +2,267
Jun17 161122 737.00 748.00 737.00 745.60 +17.85 2 151 -1
Total Volume and Open Interest 13,300 27,187 +1,615
Copper(CMX)
Dec16 161122 251.85 257.55 251.65 254.45 +2.95 98,697 67,000 -6,516
Mar17 161122 253.00 258.85 252.95 255.60 +2.85 33,317 120,867 +10,176
May17 161122 255.00 259.10 254.45 256.30 +2.85 2,019 20,936 +634
Jul17 161122 259.10 259.10 254.85 256.75 +2.85 496 15,490 +42
Sep17 161122 257.45 257.55 255.40 257.10 +2.85 57 4,452 +6
Total Volume and Open Interest 135,694 242,348 +4,291
E-mini DJIA Index(CBOT)
Dec16 161122 18919 19012 18912 18995 +85 113,076 129,933 +1,951
Mar17 161122 18865 18940 18865 18933 +84 206 3,730 +77
Jun17 161122 18869 18869 18865 18865 +92 0 34 +0
Sep17 161122 18780 18780 18780 18780 +92      
Total Volume and Open Interest 113,282 133,697 +2,028
S & P 500(CME)
Dec16 161122 2193.40 2202.00 2193.40 2200.30 +7.40 3,566 86,665 +1,942
Mar17 161122 2195.00 2196.00 2188.00 2195.20 +7.30 0 1,167 +2
Jun17 161122 2190.10 2190.80 2190.10 2190.10 +7.40 100 1,133 +100
Sep17 161122 2184.80 2185.50 2184.80 2184.80 +7.40      
Total Volume and Open Interest 3,666 88,965 +2,044
S & P 500 E-Mini(Globex)
Dec16 161122 2193.25 2203.00 2191.75 2200.25 +7.25 1,280,719 2,932,291 +13,998
Mar17 161122 2188.00 2198.00 2186.75 2195.25 +7.25 9,334 54,642 +4,753
Jun17 161122 2183.25 2192.75 2182.50 2190.00 +7.25 30 2,698 +11
Sep17 161122 2183.00 2184.75 2178.00 2184.75 +7.25 6 23 +4
Total Volume and Open Interest 1,290,089 2,989,667 +18,766
NASDAQ 100 E-Mini(Globex)
Dec16 161122 4858.00 4884.80 4857.00 4874.80 +20.80 168,797 246,634 -4,918
Mar17 161122 4857.50 4883.00 4856.80 4873.50 +21.00 253 1,400 -15
Jun17 161122 4867.50 4867.50 4796.00 4867.50 +21.00 0 24 +0
Total Volume and Open Interest 169,050 248,086 -4,933
S&P Midcap 400(CME) e-Mini
Dec16 161122 1615.00 1628.70 1614.50 1627.60 +12.20 11,896 78,673 +1,392
Mar17 161122 1613.20 1625.10 1613.20 1625.10 +12.20 0 4 +0
Jun17 161122 1615.40 1615.40 1615.40 1615.40 +12.20      
Total Volume and Open Interest 11,896 78,677 +1,392
Volatility Index(CBOE)
Nov16 161116 13.25 13.85 13.20 13.85 +0.65 87,681 63,965 -25,646
Dec16 161122 14.45 14.75 14.20 14.43 -0.05 85,663 248,133 +0
Jan17 161122 16.25 16.50 16.05 16.27 unch 42,510 68,879 +0
Feb17 161122 17.20 17.40 17.00 17.18 unch 18,018 29,974 +0
Total Volume and Open Interest 166,417 402,337 +0
Russell 2000(ICE)
Dec16 161122 1324.30 1335.80 1322.50 1334.20 +12.30 87,717 352,293 +2,744
Mar17 161122 1324.80 1331.40 1319.10 1329.70 +12.30 98 452 -7
Jun17 161122 1325.70 1325.70 1325.70 1325.70 +12.30 0 170 +0
Total Volume and Open Interest 87,815 353,054 +2,737
Nikkei 225(CME)
Dec16 161122 18070 18260 18050 18225 +175 11,997 36,181 +172
Mar17 161122 18160 18280 18140 18265 +175 45 120 +1
Total Volume and Open Interest 12,042 36,301 +173
Nikkei 225(SGX)
Dec16 161122 18200 18230 18165 18190 +90 71,543 207,589 -1,007
Mar17 161122 18195 18195 18130 18150 +85 22 8,218 +63
Jun17 161122 18025 18025 18025 18025 +85 0 1 +0
Total Volume and Open Interest 71,586 221,933 -943
Nikkei 225(CME) Yen
Dec16 161122 18055 18245 18050 18210 +180 54,109 70,607 +1,556
Mar17 161122 18080 18190 18025 18160 +175 48 163 +24
Jun17 161122 18030 18030 18030 18030 +175      
Total Volume and Open Interest 54,157 70,770 +1,580
Nikkei 225(CME) e-Mini Yen
Dec16 161122 18210 18210 18080 18210 +180 0 306 +0
Mar17 161122 18160 18160 18160 18160 +180      
Jun17 161122 18030 18030 18030 18030 +180      
Total Volume and Open Interest 0 306 +0
CAC 40(EURONEXT)
Dec16 161122 4570.0 4570.5 4536.0 4543.5 +19.5 102,773 269,649 +16,072
Jan17 161122 4551.0 4561.5 4535.0 4535.0 +20.0 5,584 5,372 +5,359
Feb17 161122 4531.0 4531.0 4531.0 4531.0 +19.5      
Mar17 161122 4544.5 4544.5 4530.0 4530.0 +19.5 0 62 +0
Total Volume and Open Interest 118,472 275,087 -52,360
Hang Seng Index(HKFE)
Nov16 161122 22340 22733 22276 22670 +324 101,854 129,667 +1,870
Dec16 161122 22343 22744 22290 22683 +327 1,824 18,329 +62
Total Volume and Open Interest 103,999 150,619 +1,997
DAX(EUREX)
Dec16 161122 10768.5 10781.5 10698.0 10709.5 +35.0 88,328 132,498 -32,742
Mar17 161122 10760.5 10774.0 10700.0 10706.5 +35.0 68 6,520 +4
Jun17 161122 10743.5 10777.0 10725.0 10733.0 +34.0 27 201 -7
Total Volume and Open Interest 88,423 139,219 -32,745
Mini-DAX(EUREX)
Dec16 161122 10762.0 10779.0 10698.0 10709.5 +35.0 23,562 10,903 -3,703
Mar17 161122 10755.0 10758.0 10700.0 10706.5 +35.0 79 2,409 -42
Jun17 161122 10781.0 10785.0 10733.0 10733.0 +34.0 17 48 -9
Total Volume and Open Interest 23,658 13,360 -3,754
FT-SE 100(EURONEXT)
Dec16 161122 6791.50 6844.50 6785.00 6808.50 +44.00 101,414 727,364 -441
Mar17 161122 6762.00 6776.00 6745.50 6745.50 +44.50 110 12,377 -42
Jun17 161122 6676.50 6676.50 6676.50 6676.50 +44.50      
Total Volume and Open Interest 101,524 739,741 -483
SPI 200(SFE)
Dec16 161122 5354.0 5432.0 5350.0 5421.0 +68.0 23,659 280,688 -306
Mar17 161122 5325.0 5374.0 5325.0 5371.0 +69.0 4 1,777 +1
Jun17 161122 5355.0 5355.0 5355.0 5355.0 +69.0 0 1,397 +0
Total Volume and Open Interest 23,663 285,026 -1,527
FTSE MIB(ISE)
Dec16 161122 16400.00 16620.00 16400.00 16517.00 +221.00 47,637 43,969 +1,660
Mar17 161122 16435.00 16545.00 16410.00 16457.00 +221.00 33 1,475 +0
Jun17 161122 16107.00 16107.00 16107.00 16107.00 +221.00      
Total Volume and Open Interest 47,670 45,444 +1,660
KOSPI 200(KFE)
Dec16 161122 252.55 252.70 252.45 252.55 +2.75 99,090 130,194 +74
Mar17 161122 250.00 250.00 249.85 249.90 +2.80 613 17,842 +980
Jun17 161122 250.45 250.45 250.45 250.45 +2.00 1 1,903 -2
Total Volume and Open Interest 99,704 154,745 +1,148
GSCI(CME)
Dec16 161122 370.50 372.80 367.90 372.20 +1.80 41 15,137 -34
Jan17 161122 375.40 375.40 371.85 375.40 +1.80      
Feb17 161122 377.65 377.65 377.65 377.65 +1.80      
Total Volume and Open Interest 41 15,137 -34
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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