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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu November 24, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161123 1030.25 1035.75 1017.25 1034.25 +4.25 150,570 314,186 +23,339
Mar17 161123 1038.25 1044.25 1026.00 1043.00 +4.25 37,143 128,573 +2,627
May17 161123 1045.50 1050.00 1033.00 1049.00 +3.50 15,435 72,478 +354
Jul17 161123 1050.75 1054.25 1038.00 1053.75 +3.50 21,110 82,553 +1,071
Aug17 161123 1046.50 1051.00 1036.50 1050.75 +3.00 1,152 4,418 +174
Sep17 161123 1028.50 1032.75 1019.75 1032.00 +1.00 551 1,723 -55
Nov17 161123 1014.25 1017.50 1006.00 1016.50 +0.25 16,565 43,488 +2,678
Jan18 161123 1016.00 1018.25 1008.25 1017.50 +0.25 426 2,219 +90
Mar18 161123 1009.00 1011.25 1002.50 1011.00 +0.75 219 1,689 +32
May18 161123 1009.50 1009.50 1003.00 1008.50 +0.25 41 361 +15
Jul18 161123 1007.00 1010.00 1004.25 1009.75 -0.25 42 578 +5
Aug18 161123 1004.50 1004.50 1004.50 1004.50 unch 0 17 +0
Sep18 161123 992.50 992.50 992.50 992.50 unch 0 17 +0
Nov18 161123 970.25 977.25 965.50 971.00 -3.00 202 838 +1
Total Volume and Open Interest 243,456 653,164 +30,331
Soybean Meal(CBOT)
Dec16 161123 325.00 326.00 313.70 316.40 -8.50 57,370 60,213 -10,679
Jan17 161123 327.50 328.50 316.00 318.60 -8.80 38,576 117,267 +3,059
Mar17 161123 330.30 330.60 318.10 320.90 -8.90 15,823 78,738 +872
May17 161123 331.60 332.40 319.70 322.70 -8.90 5,370 42,261 +485
Jul17 161123 333.40 333.90 321.60 324.50 -8.90 4,989 38,325 -409
Aug17 161123 331.60 333.00 321.20 323.80 -8.80 673 5,843 +41
Sep17 161123 330.10 330.90 319.80 322.10 -8.50 425 5,658 +18
Oct17 161123 323.80 325.90 316.20 317.60 -8.80 730 5,047 +145
Dec17 161123 324.50 325.50 315.20 317.40 -8.60 3,692 18,303 +1,441
Jan18 161123 316.90 316.90 314.50 316.20 -8.90 20 882 -2
Total Volume and Open Interest 127,739 374,766 -5,025
Soybean Oil(CBOT)
Dec16 161123 34.59 36.98 34.11 36.85 +2.37 76,501 75,762 -13,068
Jan17 161123 34.86 37.27 34.40 37.14 +2.37 55,089 145,281 +11,078
Mar17 161123 35.03 37.53 34.65 37.40 +2.37 22,616 87,356 +2,808
May17 161123 35.30 37.70 34.85 37.50 +2.30 5,988 48,457 -47
Jul17 161123 35.42 37.73 35.02 37.60 +2.23 4,405 42,434 +127
Aug17 161123 35.50 37.54 35.00 37.44 +2.10 613 4,939 +196
Sep17 161123 35.15 37.33 34.98 37.22 +1.94 354 3,967 +74
Oct17 161123 34.79 37.00 34.75 36.91 +1.84 622 3,386 +173
Dec17 161123 35.23 37.07 34.77 36.89 +1.78 1,949 11,946 +193
Jan18 161123 36.63 36.98 34.89 36.89 +1.77 6 542 +1
Total Volume and Open Interest 168,186 425,054 +1,547
Canola(WCE)
Jan17 161124 527.8 528.5 526.4 527.4 -0.6 10,080 145,806 -161
Mar17 161124 535.1 535.2 533.1 533.9 -1.2 4,725 31,655 +1,437
May17 161124 539.2 539.8 537.5 538.6 -1.0 2,438 16,013 +1,226
Jul17 161124 538.9 539.4 537.5 538.6 -0.6 1,832 12,488 +994
Nov17 161124 510.1 510.6 505.6 506.7 -4.5 1,146 10,766 +283
Total Volume and Open Interest 20,333 218,018 +3,891
Corn(CBOT)
Dec16 161123 350.25 351.00 346.50 350.75 -0.25 169,047 292,011 -33,747
Mar17 161123 358.50 359.50 354.25 359.25 +0.25 117,690 604,034 +16,849
May17 161123 365.00 366.25 361.00 366.00 +0.50 27,761 143,890 +5,242
Jul17 161123 372.00 373.50 368.25 373.25 +0.75 14,542 154,465 +2,194
Sep17 161123 378.25 380.25 375.25 379.75 +0.50 2,505 54,258 +260
Dec17 161123 386.25 388.00 383.50 387.75 +0.50 5,889 103,822 +263
Mar18 161123 393.25 396.75 392.50 396.75 +0.75 509 7,698 +158
May18 161123 399.00 402.25 398.75 402.25 +0.75 57 1,394 +16
Jul18 161123 403.00 406.25 403.00 406.25 +0.50 37 1,818 +5
Sep18 161123 399.75 399.75 399.75 399.75 -1.50 0 766 +0
Total Volume and Open Interest 338,173 1,370,482 -8,699
Wheat(CBOT)
Dec16 161123 407.00 407.25 396.25 401.50 -5.75 57,584 113,474 -16,467
Mar17 161123 427.25 427.75 417.50 423.75 -3.50 60,851 247,202 +9,496
May17 161123 440.25 441.50 432.00 437.25 -4.00 12,216 51,795 +573
Jul17 161123 456.00 456.00 447.25 452.50 -3.50 7,441 59,639 +403
Sep17 161123 468.50 468.50 462.50 467.25 -3.25 623 10,558 +31
Dec17 161123 488.00 488.25 480.00 484.50 -4.00 894 19,039 -17
Total Volume and Open Interest 139,974 505,798 -5,821
Wheat(KCBT)
Dec16 161123 416.00 416.50 408.00 415.50 -1.00 17,387 42,376 -4,998
Mar17 161123 434.00 434.25 425.50 433.50 -0.75 22,223 119,607 +2,015
May17 161123 445.75 446.00 437.75 445.50 -0.75 4,547 35,092 +702
Jul17 161123 457.00 457.25 448.75 456.50 -0.75 4,332 55,426 -546
Sep17 161123 471.25 471.25 463.50 470.75 -0.50 649 5,181 +135
Dec17 161123 489.00 489.00 481.00 488.00 -0.75 127 6,985 +29
Mar18 161123 499.25 499.25 496.75 499.25 unch 15 1,466 +5
Total Volume and Open Interest 49,290 267,021 -2,652
Wheat(MGE)
Dec16 161123 526.50 528.25 522.25 527.25 +0.25 3,102 12,590 -1,541
Mar17 161123 526.00 528.00 522.50 526.25 -0.25 3,813 29,563 +428
May17 161123 530.75 531.50 527.50 529.75 -1.50 891 11,120 -64
Jul17 161123 535.75 536.50 533.75 534.75 -1.75 300 5,446 -78
Sep17 161123 543.25 543.25 540.50 541.50 -1.50 98 3,764 -12
Dec17 161123 553.00 553.00 550.75 550.75 -1.75 80 2,716 +16
Total Volume and Open Interest 8,285 65,266 -1,251
Oats(CBOT)
Dec16 161123 220.25 221.00 216.00 216.75 -4.75 510 3,087 -187
Mar17 161123 226.50 228.00 222.75 223.25 -4.75 940 4,853 +271
May17 161123 230.00 230.00 226.00 226.50 -4.00 13 582 +3
Jul17 161123 228.00 228.00 228.00 228.00 -1.75 1 75 +0
Total Volume and Open Interest 1,464 8,665 +87
Rough Rice(CBOT)
Jan17 161123 9.59 9.69 9.52 9.53 -0.03 330 10,764 -18
Mar17 161123 9.88 9.93 9.78 9.78 -0.03 54 1,186 -11
May17 161123 10.13 10.13 10.03 10.03 -0.03 0 18 +0
Jul17 161123 10.23 10.23 10.23 10.23 -0.01 0 9 +0
Total Volume and Open Interest 384 11,985 -29
Live Cattle(CME)
Dec16 161123 109.350 109.800 108.785 109.680 +0.330 14,774 49,568 -3,183
Feb17 161123 110.180 110.885 109.700 110.800 +0.620 24,844 102,825 +1,672
Apr17 161123 109.800 110.480 109.350 110.400 +0.550 11,606 61,670 +2,442
Jun17 161123 100.930 101.500 100.385 101.400 +0.400 9,864 41,606 +2,536
Aug17 161123 97.250 98.000 97.000 97.900 +0.400 2,542 14,248 +495
Oct17 161123 97.680 98.285 97.400 98.200 +0.400 1,020 7,479 +383
Total Volume and Open Interest 65,006 280,267 +4,522
Feeder Cattle(CME)
Jan17 161123 124.035 125.135 123.600 124.900 +0.850 3,689 22,589 -208
Mar17 161123 119.900 121.135 119.385 120.885 +1.135 1,906 10,826 +107
Apr17 161123 119.300 120.730 118.930 120.450 +1.200 716 4,355 +58
May17 161123 118.180 120.035 118.100 119.680 +1.080 586 3,510 +125
Aug17 161123 119.050 120.450 118.750 120.250 +0.920 158 1,572 +34
Sep17 161123 118.250 118.800 117.830 118.500 +0.115 6 64 +4
Oct17 161123 117.180 117.500 117.180 117.500 +0.100 1 12 +1
Total Volume and Open Interest 7,062 42,928 +121
Lean Hogs(CME)
Dec16 161123 49.600 50.380 49.380 49.750 +0.450 16,197 47,082 -3,936
Feb17 161123 55.550 56.380 55.485 55.550 unch 16,942 96,925 +807
Apr17 161123 61.750 62.550 61.750 61.930 +0.080 8,069 43,803 -36
May17 161123 69.330 69.330 69.230 69.230 +0.180 59 864 +24
Jun17 161123 73.400 74.000 73.400 73.635 -0.015 5,436 18,372 +678
Jul17 161123 74.250 74.730 74.150 74.480 +0.050 975 10,165 +188
Aug17 161123 74.230 74.730 74.150 74.535 +0.085 873 6,443 +328
Oct17 161123 63.350 63.400 63.080 63.400 +0.250 302 1,888 +56
Total Volume and Open Interest 48,884 226,739 -1,876
Class III Milk(CME)
Nov16 161123 16.74 16.75 16.72 16.74 -0.02 289 4,979 -60
Dec16 161123 17.10 17.13 16.78 16.86 -0.27 694 5,915 +209
Jan17 161123 16.38 16.40 16.14 16.21 -0.25 419 3,333 +114
Feb17 161123 16.22 16.26 16.09 16.15 -0.15 200 3,173 +103
Mar17 161123 16.21 16.23 16.16 16.18 -0.07 33 2,675 +4
Apr17 161123 16.29 16.32 16.19 16.19 -0.11 39 2,419 +14
May17 161123 16.33 16.33 16.24 16.28 -0.05 23 2,257 +5
Jun17 161123 16.43 16.47 16.42 16.45 -0.02 23 2,070 +10
Jul17 161123 16.67 16.73 16.67 16.67 +0.02 8 1,162 +5
Aug17 161123 16.85 16.90 16.85 16.85 +0.04 11 1,144 -3
Sep17 161123 16.97 17.05 16.97 17.03 unch 16 1,187 +9
Oct17 161123 16.99 17.00 16.97 16.97 unch 10 811 +5
Nov17 161123 16.91 16.91 16.91 16.91 -0.01 13 739 +9
Total Volume and Open Interest 1,798 33,138 +437
Cocoa(ICE)
Dec16 161123 2438 2438 2438 2438 -1 68 148 -26
Mar17 161123 2436 2452 2408 2439 -1 13,296 142,857 +609
May17 161123 2428 2448 2405 2435 +1 2,712 45,291 +828
Jul17 161123 2425 2444 2404 2433 unch 2,939 24,477 +430
Sep17 161123 2430 2441 2411 2439 -1 351 12,357 +141
Dec17 161123 2440 2449 2421 2447 -1 51 6,007 +8
Mar18 161123 2452 2456 2438 2456 -2 163 7,822 +34
Total Volume and Open Interest 19,703 241,076 +2,135
Coffee "C"(ICE)
Dec16 161123 156.90 157.25 154.40 154.65 -2.60 521 724 -443
Mar17 161123 161.30 161.50 157.50 157.70 -4.15 19,077 112,534 -708
May17 161123 163.70 163.70 159.95 160.10 -4.10 4,268 42,177 +374
Jul17 161123 166.15 166.15 162.05 162.20 -4.10 1,803 13,492 -30
Sep17 161123 168.00 168.00 163.95 164.05 -4.10 883 7,721 +118
Dec17 161123 169.25 169.25 166.60 166.65 -4.05 276 10,231 +31
Total Volume and Open Interest 27,117 192,208 -574
Orange Juice(ICE)
Jan17 161123 210.65 215.55 210.65 212.25 +1.65 333 13,793 -85
Mar17 161123 208.50 212.00 208.50 209.55 +1.60 43 1,559 +22
May17 161123 208.15 208.20 207.55 207.85 +1.60 0 452 -4
Jul17 161123 205.70 206.40 205.70 206.40 +1.70 0 119 +0
Sep17 161123 203.05 203.05 203.05 203.05 +1.70      
Nov17 161123 200.15 200.15 200.15 200.15 +1.70 0 2 +0
Total Volume and Open Interest 376 15,925 -67
Sugar #11(ICE)
Mar17 161123 19.75 19.89 19.57 19.58 -0.17 34,479 407,785 -3,404
May17 161123 19.35 19.40 19.06 19.08 -0.20 11,436 156,433 +1,801
Jul17 161123 18.71 18.83 18.53 18.55 -0.19 5,973 118,323 +688
Oct17 161123 18.49 18.52 18.23 18.25 -0.18 2,860 69,808 -496
Mar18 161123 18.40 18.51 18.23 18.24 -0.18 753 38,281 +102
May18 161123 17.89 17.96 17.71 17.71 -0.17 96 12,905 +9
Jul18 161123 17.35 17.41 17.17 17.17 -0.15 44 9,245 +2
Oct18 161123 17.16 17.18 16.96 16.96 -0.14 52 7,905 +34
Total Volume and Open Interest 55,717 825,562 -1,251
London Cocoa(LCE)
Dec16 161124 2063 2063 2049 2057 -3 3,104 73,014 -872
Mar17 161124 2006 2007 1989 1995 -12 7,734 94,337 -250
May17 161124 2001 2001 1987 1991 -13 2,564 57,143 +482
Jul17 161124 2014 2014 2000 2004 -13 1,511 19,169 +292
Sep17 161124 2021 2021 2008 2011 -13 714 26,262 +28
Dec17 161124 2016 2016 2003 2007 -13 859 14,584 -36
Mar18 161124 2003 2003 2000 2003 -13 310 6,241 +169
Total Volume and Open Interest 16,871 291,104 -169
London Sugar(LCE)
Mar17 161124 523.50 524.00 521.60 522.40 unch 8,141 36,471 -39
May17 161124 516.90 518.60 516.00 516.60 -0.10 2,295 19,815 +318
Aug17 161124 506.10 507.80 505.50 505.90 unch 904 8,018 -180
Oct17 161124 491.30 491.60 489.80 490.10 +0.20 592 10,321 -315
Dec17 161124 486.50 487.20 485.90 485.90 +1.30 204 2,044 +6
Total Volume and Open Interest 12,270 78,344 -105
Cotton(ICE)
Dec16 161123 73.30 73.55 72.00 73.08 -0.64 5,972 6,360 -3,941
Mar17 161123 72.27 72.32 70.63 71.64 -0.60 19,552 179,561 +2,443
May17 161123 72.93 72.95 71.30 72.31 -0.58 5,381 34,218 +1,502
Jul17 161123 73.05 73.05 71.47 72.46 -0.55 1,125 13,083 +506
Oct17 161123 71.77 71.77 71.77 71.77 -0.12 0 33 +0
Dec17 161123 70.56 70.73 69.95 70.37 -0.34 755 17,115 +162
Total Volume and Open Interest 32,803 251,513 +675
Lumber(CME)
Jan17 161123 322.0 327.9 318.0 324.4 +1.9 235 3,118 +18
Mar17 161123 328.9 337.5 327.1 333.7 +2.2 34 512 +5
May17 161123 339.0 342.0 334.3 339.0 +0.1 7 121 +2
Jul17 161123 345.0 348.0 345.0 345.0 -2.0 0 28 +0
Total Volume and Open Interest 281 3,808 +25
Crude Oil(NYM)
Jan17 161123 47.94 48.43 47.40 47.96 -0.07 665,326 642,793 +16,516
Feb17 161123 48.87 49.30 48.31 48.86 -0.07 168,213 166,119 +2,965
Mar17 161123 49.74 50.14 49.18 49.72 -0.06 100,343 220,627 +6,490
Apr17 161123 50.52 50.85 49.93 50.43 -0.07 52,380 100,603 -1,458
May17 161123 50.99 51.40 50.50 51.00 -0.08 38,607 79,448 +7,065
Jun17 161123 51.47 51.82 50.90 51.41 -0.08 52,460 174,911 +5,454
Jul17 161123 51.82 52.03 51.23 51.70 -0.07 7,043 40,467 -109
Aug17 161123 52.02 52.10 51.44 51.89 -0.07 5,331 32,869 +291
Sep17 161123 52.12 52.32 51.59 52.03 -0.07 6,879 47,673 +471
Oct17 161123 52.24 52.40 51.70 52.14 -0.07 3,426 27,162 +297
Nov17 161123 52.38 52.46 51.90 52.24 -0.09 5,210 29,430 +585
Dec17 161123 52.43 52.71 51.88 52.35 -0.10 42,526 182,220 +242
Jan18 161123 52.42 52.42 52.42 52.42 -0.11 1,681 27,336 +634
Feb18 161123 52.51 52.51 52.51 52.51 -0.11 609 7,780 +82
Mar18 161123 52.59 52.59 52.59 52.59 -0.11 1,121 23,649 +450
Apr18 161123 52.67 52.67 52.67 52.67 -0.11 210 4,694 -6
Total Volume and Open Interest 1,170,503 1,971,969 +12,896
e-miNY Crude Oil(NYM)
Jan17 161123 47.975 48.425 47.400 47.950 -0.075 11,145 2,376 -305
Feb17 161123 48.950 49.275 48.325 48.850 -0.075 317 915 +60
Mar17 161123 49.825 50.075 49.200 49.725 -0.050 99 280 +14
Apr17 161123 50.400 50.775 50.000 50.425 -0.075 15 188 +2
May17 161123 51.525 51.525 50.575 51.000 -0.075 12 129 -2
Jun17 161123 51.400 51.400 51.000 51.400 -0.100 9 181 -3
Jul17 161123 51.700 51.700 51.300 51.700 -0.075 5 125 +5
Aug17 161123 51.900 51.900 51.500 51.900 -0.050 8 145 +8
Sep17 161123 52.025 52.025 51.625 52.025 -0.075 8 68 +8
Oct17 161123 52.150 52.150 51.775 52.150 -0.050 0 43 +0
Total Volume and Open Interest 11,627 4,641 -210
NY Harbor ULSD(NYM)
Dec16 161123 152.72 154.82 151.57 151.69 -0.94 31,968 40,930 -5,622
Jan17 161123 154.12 156.17 152.99 153.30 -0.76 56,673 101,211 +102
Feb17 161123 155.55 157.42 154.42 154.82 -0.68 17,032 52,981 -1,419
Mar17 161123 156.85 158.30 155.36 156.09 -0.39 19,881 51,449 +1,207
Apr17 161123 156.61 158.45 155.64 156.53 -0.16 8,505 35,303 +747
May17 161123 156.40 158.60 156.34 157.34 -0.03 7,104 19,427 +1,344
Jun17 161123 157.46 159.64 157.02 158.13 +0.03 9,973 35,344 +731
Jul17 161123 158.97 160.16 158.45 159.19 +0.05 1,979 6,052 +754
Aug17 161123 161.04 161.20 159.52 160.28 +0.05 1,749 5,097 +139
Sep17 161123 161.80 162.41 161.42 161.52 unch 1,968 6,355 +261
Oct17 161123 162.56 163.32 162.56 162.73 -0.08 782 3,233 +135
Nov17 161123 163.95 163.95 163.85 163.85 -0.14 706 2,912 -24
Dec17 161123 164.77 166.14 163.89 164.92 -0.19 3,532 28,910 -910
Jan18 161123 166.04 166.04 166.04 166.04 -0.20 42 2,559 -1
Total Volume and Open Interest 162,579 404,138 -2,463
RBOB Gasoline(NYM)
Dec16 161123 140.31 143.10 139.38 142.17 +1.19 36,325 49,444 -6,259
Jan17 161123 140.87 143.55 139.70 142.56 +1.19 52,371 140,885 +5,511
Feb17 161123 142.03 144.29 140.59 143.36 +1.16 17,631 39,512 +1,475
Mar17 161123 144.80 146.35 142.77 145.62 +1.28 10,902 38,466 +28
Apr17 161123 164.04 166.24 162.75 165.63 +1.31 7,736 33,770 +299
May17 161123 165.11 167.55 164.36 167.07 +1.26 3,588 17,771 +751
Jun17 161123 165.43 167.63 164.29 167.02 +1.20 5,523 21,973 +156
Jul17 161123 164.46 166.56 163.77 166.04 +1.13 2,763 6,537 +955
Aug17 161123 161.91 165.11 161.91 164.43 +1.01 2,010 4,854 +252
Sep17 161123 160.67 162.76 160.67 162.04 +0.93 1,565 7,741 +431
Total Volume and Open Interest 143,039 388,221 +3,389
e-miNY RBOB Gasoline(NYM)
Dec16 161123 142.17 142.17 142.17 142.17 +1.19 0 1 +0
Jan17 161123 142.56 142.56 142.56 142.56 +1.19      
Feb17 161123 143.36 143.36 143.36 143.36 +1.16      
Mar17 161123 145.62 145.62 145.62 145.62 +1.28      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec16 161123 2.948 3.062 2.915 3.026 +0.044 112,524 43,406 -14,732
Jan17 161123 3.067 3.179 3.036 3.147 +0.047 89,590 296,141 +1,318
Feb17 161123 3.089 3.198 3.067 3.176 +0.052 23,434 82,435 +1,614
Mar17 161123 3.079 3.179 3.065 3.166 +0.055 30,490 181,496 +5,652
Apr17 161123 3.016 3.113 3.005 3.107 +0.060 29,696 100,237 +2,419
May17 161123 3.038 3.121 3.018 3.118 +0.062 11,270 67,402 +261
Jun17 161123 3.060 3.169 3.057 3.152 +0.064 4,463 48,320 +25
Jul17 161123 3.101 3.186 3.081 3.182 +0.065 2,777 32,179 +201
Aug17 161123 3.097 3.181 3.084 3.179 +0.064 2,086 21,710 +180
Sep17 161123 3.063 3.164 3.062 3.161 +0.063 3,426 23,984 +503
Oct17 161123 3.104 3.181 3.079 3.176 +0.063 9,907 70,774 +843
Nov17 161123 3.118 3.218 3.117 3.217 +0.063 2,036 24,597 +129
Dec17 161123 3.256 3.355 3.256 3.354 +0.063 1,557 27,214 +288
Jan18 161123 3.380 3.450 3.354 3.445 +0.065 4,622 26,506 +1,301
Feb18 161123 3.361 3.407 3.352 3.407 +0.057 692 7,919 +21
Mar18 161123 3.282 3.329 3.278 3.326 +0.048 1,494 20,548 +328
Total Volume and Open Interest 331,510 1,168,871 +661
Brent Crude Oil(ICE)
Jan17 161124 49.03 49.21 48.76 49.00 +0.05 436,934 223,031 -51,798
Feb17 161124 50.16 50.24 49.78 50.02 +0.02 315,673 524,523 +32,747
Mar17 161124 50.90 51.00 50.56 50.79 unch 127,495 326,493 +9,967
Apr17 161124 51.54 51.61 51.20 51.41 -0.03 63,917 134,648 -4,054
May17 161124 52.09 52.15 51.74 51.94 -0.05 48,319 108,429 +2,277
Jun17 161124 52.54 52.60 52.19 52.38 -0.06 102,365 205,405 +4,760
Jul17 161124 52.87 52.93 52.53 52.73 -0.05 18,043 53,904 +3,001
Aug17 161124 53.13 53.19 52.79 52.99 -0.05 8,731 37,326 -279
Sep17 161124 53.28 53.40 53.03 53.20 -0.04 12,477 64,613 +513
Oct17 161124 53.32 53.38 53.30 53.38 -0.03 2,922 33,373 +553
Nov17 161124 53.49 53.55 53.49 53.55 -0.03 2,686 23,937 +445
Dec17 161124 53.83 53.90 53.51 53.71 -0.03 68,442 200,079 -3,590
Jan18 161124 53.87 53.87 53.87 53.87 -0.03 2,441 26,156 +565
Feb18 161124 54.04 54.04 54.04 54.04 -0.02 1,181 18,743 -267
Total Volume and Open Interest 1,245,122 2,297,697 -5,076
Gas Oil(ICE)
Dec16 161124 445.00 446.00 442.00 444.25 -1.50 82,934 132,017 -3,451
Jan17 161124 448.25 449.50 445.25 447.75 -1.00 88,420 157,535 -6,678
Feb17 161124 453.00 453.25 449.25 451.50 -0.75 33,018 76,571 +4,941
Mar17 161124 455.25 456.50 452.50 454.75 -0.50 24,063 54,595 +626
Apr17 161124 458.25 459.25 455.75 457.75 -0.25 12,710 34,634 -391
May17 161124 460.75 462.25 458.50 460.75 unch 7,741 30,150 +830
Jun17 161124 462.75 464.75 461.25 463.50 unch 19,585 75,892 +1,280
Jul17 161124 466.50 468.50 465.00 467.00 unch 3,392 21,655 +640
Aug17 161124 469.00 471.75 468.25 470.25 unch 2,204 15,133 +531
Sep17 161124 473.25 474.50 472.00 473.50 +0.25 2,716 28,597 +419
Total Volume and Open Interest 305,177 831,635 +1,203
Ethanol(CBOT)
Dec16 161123 1.599 1.615 1.590 1.615 +0.014 1,054 694 -802
Jan17 161123 1.535 1.554 1.523 1.546 +0.010 909 3,523 +729
Feb17 161123 1.510 1.520 1.507 1.520 +0.010 344 650 -81
Mar17 161123 1.526 1.528 1.526 1.528 +0.006 232 437 +27
Apr17 161123 1.542 1.542 1.542 1.542 +0.006 0 336 +0
May17 161123 1.549 1.549 1.549 1.549 +0.006 0 6 +0
Jun17 161123 1.548 1.548 1.548 1.548 +0.005      
Jul17 161123 1.548 1.548 1.548 1.548 +0.005      
Total Volume and Open Interest 2,539 5,662 -127
WTI Crude Oil(ICE)
Jan17 161124 48.14 48.23 47.82 48.01 +0.05 100,655 98,763 +4,113
Feb17 161124 48.99 49.07 48.70 48.87 +0.01 77,097 87,150 +1,213
Mar17 161124 49.73 49.87 49.59 49.72 unch 42,065 51,983 +698
Apr17 161124 50.30 50.53 50.30 50.41 -0.02 11,654 16,901 -671
May17 161124 51.04 51.04 50.85 50.96 -0.04 7,684 14,281 +988
Jun17 161124 51.24 51.36 51.24 51.36 -0.05 20,196 61,391 +2,793
Jul17 161124 51.64 51.64 51.64 51.64 -0.06 1,958 7,101 +56
Aug17 161124 51.83 51.83 51.83 51.83 -0.06 998 6,431 +87
Sep17 161124 51.97 51.97 51.97 51.97 -0.06 1,628 15,628 +268
Oct17 161124 52.08 52.08 52.08 52.08 -0.06 734 4,505 +214
Nov17 161124 52.18 52.18 52.18 52.18 -0.06 370 2,664 +107
Dec17 161124 52.29 52.29 52.29 52.29 -0.06 10,491 71,899 -106
Jan18 161124 52.36 52.36 52.36 52.36 -0.06 229 1,124 +79
Feb18 161124 52.45 52.45 52.45 52.45 -0.06 41 687 +24
Mar18 161124 52.54 52.54 52.54 52.54 -0.05 21 3,541 +8
Apr18 161124 52.62 52.62 52.62 52.62 -0.05 10 926 +10
Total Volume and Open Interest 280,174 514,988 +8,920
US Dollar Index(ICE)
Dec16 161124 101.810 102.120 101.525 101.760 unch 33,989 84,837 +3,252
Mar17 161124 101.780 102.025 101.480 101.660 unch 1,256 8,282 +384
Jun17 161124 101.700 101.835 101.410 101.585 unch 14 591 +1
Total Volume and Open Interest 35,271 93,965 +3,644
Australian Dollar(CME)
Dec16 161123 73.96 74.39 73.67 73.82 -0.10 105,777 101,830 -4,356
Mar17 161123 73.85 74.25 73.55 73.68 -0.10 608 2,174 +99
Jun17 161123 73.45 73.94 73.45 73.52 -0.09 0 65 +0
Total Volume and Open Interest 106,385 104,086 -4,257
British Pound(CME)
Dec16 161123 124.27 124.74 123.65 124.44 +0.25 144,704 238,820 -1,271
Mar17 161123 124.41 125.02 123.94 124.73 +0.26 401 8,338 +29
Jun17 161123 124.25 125.24 124.25 125.03 +0.28 19 639 -5
Total Volume and Open Interest 145,127 247,983 -1,245
Canadian Dollar(CME)
Dec16 161123 74.44 74.50 73.99 74.14 -0.28 70,628 115,538 -427
Mar17 161123 74.50 74.57 74.07 74.21 -0.29 439 3,876 +25
Jun17 161123 74.33 74.60 74.18 74.30 -0.28 6 560 +4
Sep17 161123 74.32 74.69 74.31 74.38 -0.28 4 356 +4
Total Volume and Open Interest 71,078 120,718 -393
Japanese Yen(CME)
Dec16 161123 90.06 90.28 88.59 88.89 -1.16 150,129 180,311 +2,744
Mar17 161123 90.58 90.68 88.99 89.30 -1.16 768 4,261 +174
Jun17 161123 90.77 91.02 89.50 89.73 -1.17 14 137 +6
Total Volume and Open Interest 150,911 184,739 +2,924
Swiss Franc(CME)
Dec16 161123 98.98 99.21 98.33 98.43 -0.55 19,593 57,920 -23
Mar17 161123 99.61 99.77 98.91 98.99 -0.55 23 278 +5
Jun17 161123 99.64 100.22 99.63 99.64 -0.54 0 15 +0
Total Volume and Open Interest 19,616 58,222 -18
EuroFX(CME)
Dec16 161123 106.35 106.54 105.37 105.58 -0.77 181,472 413,757 +3,013
Mar17 161123 106.89 107.01 105.85 106.06 -0.76 1,965 13,251 +348
Jun17 161123 107.33 107.50 106.38 106.57 -0.77 5 1,590 +1
Total Volume and Open Interest 183,447 428,844 +3,362
Mexican Peso(CME)
Dec16 161123 483.00 485.00 479.88 481.50 -3.25 27,324 124,565 -458
Jan17 161123 479.88 479.88 479.88 479.88 -3.38      
Total Volume and Open Interest 27,344 155,630 -453
Brazilian Real(CME)
Dec16 161123 299.40 299.40 291.85 294.15 -2.80 1,802 25,505 -39
Jan17 161123 292.00 292.45 287.85 291.45 -2.80 174 201 +166
Feb17 161123 288.65 288.65 286.75 288.65 -3.05      
Mar17 161123 285.80 287.35 284.80 286.85 -2.75 88 89 +88
Total Volume and Open Interest 2,064 25,795 +215
30-Year T-Bonds(CBOT)
Dec16 161123 153~140 153~220 151~190 152~290 -0~110 280,489 548,579 -19,185
Mar17 161123 152~020 152~100 150~080 151~170 -0~120 48,802 46,727 +33,273
Jun17 161123 150~210 150~210 150~210 150~210 -0~120 0 1 +0
Total Volume and Open Interest 329,291 595,307 +14,088
10-Year T-Notes(CBOT)
Dec16 161123 125~230 125~295 124~275 125~115 -0~110 1,635,973 2,806,750 -137,086
Mar17 161123 125~020 125~080 124~060 124~230 -0~105 336,249 422,666 +229,199
Jun17 161123 124~150 124~150 124~150 124~150 -0~105      
Total Volume and Open Interest 1,972,222 3,229,416 +92,113
5-Year T-Notes(CBOT)
Dec16 161123 118~204 118~232 118~036 118~110 -0~094 1,150,472 2,388,473 -174,868
Mar17 161123 118~054 118~082 117~202 117~274 -0~102 408,258 664,295 +241,175
Jun17 161123 117~256 117~256 117~224 117~224 -0~102 0 3 +0
Total Volume and Open Interest 1,558,730 3,052,771 +66,307
2 Year T-Notes(CBOT)
Dec16 161123 108~214 108~224 108~184 108~194 -0~024 405,434 1,051,328 -99,085
Mar17 161123 108~150 108~152 108~110 108~120 -0~030 177,827 134,116 +92,102
Jun17 161123 108~120 108~120 108~120 108~120 -0~030      
Total Volume and Open Interest 583,261 1,185,444 -6,983
Eurodollars(CME)
Dec16 161123 99.018 99.022 99.005 99.005 -0.013 295,637 1,428,850 -12,500
Mar17 161123 98.965 98.970 98.945 98.945 -0.020 547,379 1,426,999 +61,421
Jun17 161123 98.855 98.855 98.815 98.820 -0.030 276,972 1,458,697 +12,244
Sep17 161123 98.755 98.765 98.710 98.720 -0.030 241,443 1,093,482 +13,589
Dec17 161123 98.645 98.655 98.585 98.595 -0.040 428,564 1,566,613 +3,782
Mar18 161123 98.555 98.570 98.480 98.500 -0.045 389,835 786,236 -13,009
Jun18 161123 98.445 98.465 98.360 98.390 -0.045 233,296 638,727 -11,362
Sep18 161123 98.340 98.360 98.250 98.285 -0.045 200,135 464,724 -1,255
Dec18 161123 98.230 98.250 98.130 98.175 -0.040 297,162 801,913 +59,300
Mar19 161123 98.145 98.170 98.040 98.090 -0.045 185,697 564,632 +20,447
Jun19 161123 98.065 98.085 97.950 98.005 -0.045 158,872 493,703 +14,212
Sep19 161123 97.985 98.010 97.870 97.930 -0.045 151,076 396,053 +23,032
Dec19 161123 97.905 97.930 97.785 97.845 -0.045 117,453 356,493 -5,994
Mar20 161123 97.845 97.870 97.725 97.785 -0.045 106,061 226,942 +8,806
Jun20 161123 97.780 97.810 97.665 97.725 -0.045 66,577 143,904 -2,661
Sep20 161123 97.725 97.760 97.605 97.670 -0.045 73,128 115,157 -766
Dec20 161123 97.670 97.700 97.550 97.610 -0.040 51,853 128,284 -1,646
Mar21 161123 97.620 97.655 97.505 97.565 -0.035 58,227 94,635 +1,188
Total Volume and Open Interest 3,992,302 12,449,548 +169,316
Ultra T-Bond(CBOT)
Dec16 161123 162~14 163~00 160~00 161~29 -0~12 154,120 558,970 -63,167
Mar17 161123 161~24 162~11 159~09 161~07 -0~12 93,333 110,139 +67,852
Jun17 161123 160~17 160~17 160~17 160~17 -0~12      
Total Volume and Open Interest 247,453 669,109 +4,685
Ultra 10-Yr T-Note(CBOT)
Dec16 161123 135~150 135~250 134~105 135~015 -0~125 107,913 279,765 -16,441
Mar17 161123 135~000 135~085 133~255 134~165 -0~135 19,135 16,053 +14,785
Jun17 161123 134~165 134~165 134~165 134~165 -0~135      
Total Volume and Open Interest 127,048 295,818 -1,656
30 Day Federal Funds(CBOT)
Nov16 161123 99.592 99.595 99.592 99.592 unch 14,577 199,395 -4,907
Dec16 161123 99.470 99.475 99.465 99.470 -0.005 7,197 82,569 +1,710
Jan17 161123 99.370 99.375 99.365 99.370 -0.005 23,786 204,530 +3,430
Feb17 161123 99.355 99.360 99.345 99.350 -0.010 7,574 79,991 +235
Mar17 161123 99.325 99.325 99.315 99.320 -0.010 9,121 54,181 +249
Apr17 161123 99.310 99.310 99.295 99.300 -0.015 13,487 92,202 -2,959
Total Volume and Open Interest 118,643 945,450 +1,107
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 161124 99.94 99.94 99.94 99.94 unch 0 7 +0
Mar17 161124 99.94 99.94 99.94 99.94 unch      
Jun17 161124 99.94 99.94 99.94 99.94 unch      
Sep17 161124 99.94 99.94 99.94 99.94 unch      
Dec17 161124 99.94 99.94 99.94 99.94 unch      
Mar18 161124 99.95 99.95 99.95 99.95 unch      
Jun18 161124 99.81 99.81 99.81 99.81 unch      
Sep18 161124 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Dec16 161124 150.32 150.46 150.23 150.41 -0.06 925 16,839 +45
Mar17 161124 150.15 150.15 150.15 150.15 -0.06 4 6 +0
Jun17 161124 150.15 150.15 150.15 150.15 -0.06      
Total Volume and Open Interest 929 16,845 +45
Euro-Buxl(EUREX)
Dec16 161124 176.80 177.74 175.74 176.00 -0.08 33,136 169,711 -3,132
Mar17 161124 174.98 175.80 173.80 174.06 -0.14 3,967 52,657 +2,948
Jun17 161124 173.50 173.50 171.70 172.30 -0.28 42 5 -5
Total Volume and Open Interest 37,145 222,373 -189
Euro-Bund(EUREX)
Dec16 161124 161.09 161.40 160.88 161.01 +0.25 521,768 1,585,371 -5,100
Mar17 161124 163.00 163.16 162.66 162.77 +0.25 49,450 276,829 +22,168
Jun17 161124 160.16 160.16 160.16 160.16 +0.25 0 8 -1
Total Volume and Open Interest 571,218 1,862,208 +17,067
Euro-Bobl(EUREX)
Dec16 161124 131.18 131.40 131.17 131.32 +0.24 386,487 1,163,861 +1,811
Mar17 161124 132.70 132.90 132.70 132.85 +0.25 48,651 155,647 +11,679
Jun17 161124 131.57 131.57 131.57 131.57 +0.24      
Total Volume and Open Interest 435,138 1,319,508 +13,490
Euro-Schatz(EUREX)
Dec16 161124 112.19 112.25 112.19 112.24 +0.06 234,329 1,016,547 +7,298
Mar17 161124 112.11 112.15 112.10 112.14 +0.06 41,774 117,880 +13,526
Jun17 161124 112.24 112.24 112.24 112.24 +0.06      
Total Volume and Open Interest 276,103 1,134,427 +20,824
3-Mth Euribor(EUREX)
Dec16 161124 100.310 100.310 100.310 100.310 unch 20 3,171 -20
Mar17 161124 100.300 100.300 100.295 100.295 unch 1 3,276 +2
Jun17 161124 100.280 100.285 100.280 100.285 +0.010 3 33,634 +0
Total Volume and Open Interest 30 73,489 +108
Long Gilt(LIFFE)
Dec16 161124 123~23 123~28 123~14 123~24 +0~12 265,606 605,957 -41,108
Mar17 161124 123~03 123~06 122~23 123~04 +0~15 60,563 47,887 +47,419
Total Volume and Open Interest 326,169 653,844 +6,311
3-Mth Short Sterling(LIFFE)
Dec16 161124 99.60 99.60 99.60 99.60 unch 18,330 451,845 -3,289
Mar17 161124 99.57 99.58 99.57 99.57 unch 28,610 374,265 -6,123
Jun17 161124 99.54 99.55 99.53 99.54 +0.01 38,797 352,023 -306
Sep17 161124 99.51 99.51 99.49 99.50 +0.01 53,375 309,586 -7,505
Dec17 161124 99.46 99.47 99.43 99.45 +0.01 71,718 283,606 +5,984
Mar18 161124 99.40 99.41 99.37 99.39 +0.01 54,010 182,358 +6,740
Total Volume and Open Interest 592,558 2,725,686 +2,850
3-Mth Euribor(LIFFE)
Dec16 161124 100.310 100.315 100.305 100.310 unch 35,863 418,579 -1,415
Mar17 161124 100.295 100.305 100.290 100.295 unch 80,617 435,149 -2,840
Jun17 161124 100.275 100.290 100.275 100.280 +0.005 103,333 404,186 -20,574
Total Volume and Open Interest 750,204 3,264,899 -25,784
3-Mth Aus T-Bills(SFE)
Dec16 161124 98.22 98.22 98.20 98.21 -0.01 3,047 122,870 +151
Mar17 161124 98.22 98.23 98.21 98.23 unch 15,743 204,389 +516
Jun17 161124 98.20 98.22 98.18 98.20 -0.01 13,060 207,712 -5,093
Sep17 161124 98.17 98.18 98.12 98.16 -0.02 11,582 143,877 +1,461
Dec17 161124 98.11 98.13 98.06 98.10 -0.02 12,598 157,956 -523
Mar18 161124 98.05 98.06 97.99 98.02 -0.04 9,394 89,770 -2,261
Jun18 161124 97.98 97.99 97.90 97.94 -0.05 4,852 60,991 -4,579
Sep18 161124 97.90 97.91 97.82 97.85 -0.06 5,874 33,167 +2,244
Dec18 161124 97.83 97.83 97.75 97.76 -0.07 597 7,943 +69
Mar19 161124 97.75 97.75 97.66 97.66 -0.09 160 3,540 +0
Total Volume and Open Interest 77,098 1,035,261 -8,011
10-Year Aus T-Bonds(SFE)
Dec16 161124 97.33 97.37 97.26 97.29 -0.05 125,782 948,609 -15,109
Mar17 161124 97.25 97.25 97.25 97.25 -0.05      
Total Volume and Open Interest 125,782 948,609 -15,109
3-Year Aus T-Bonds(SFE)
Dec16 161124 98.12 98.14 98.05 98.07 -0.05 153,318 934,362 -25,232
Mar17 161124 98.05 98.05 98.05 98.05 -0.05      
Total Volume and Open Interest 153,318 934,362 -25,232
Gold(CMX)
Dec16 161123 1212.6 1214.7 1181.2 1189.3 -21.9 167,828 199,751 -17,839
Feb17 161123 1216.3 1217.6 1184.0 1192.4 -21.7 26,038 174,239 +9,662
Apr17 161123 1217.9 1220.1 1187.0 1195.4 -21.6 1,448 29,432 +219
Jun17 161123 1222.0 1223.0 1189.9 1198.3 -21.4 1,839 36,494 -99
Aug17 161123 1225.0 1225.0 1194.0 1201.0 -21.3 308 10,307 +48
Oct17 161123 1227.5 1227.6 1196.1 1203.7 -21.2 72 2,041 +25
Dec17 161123 1229.2 1230.5 1199.2 1206.4 -21.1 662 18,396 -2
Feb18 161123 1230.5 1230.5 1203.0 1209.5 -21.1 0 191 +0
Apr18 161123 1225.0 1225.0 1212.5 1212.5 -21.1 1 67 +0
Jun18 161123 1218.0 1221.2 1213.9 1215.5 -21.1 0 4,226 +0
Aug18 161123 1218.6 1218.6 1218.6 1218.6 -21.1      
Total Volume and Open Interest 199,121 482,719 -8,408
Silver(CMX)
Dec16 161123 1664.5 1672.5 1615.5 1639.1 -24.1 56,232 56,352 -8,921
Mar17 161123 1675.5 1683.0 1625.0 1648.5 -25.0 18,729 87,818 +7,356
May17 161123 1681.0 1681.0 1632.5 1655.0 -25.1 420 9,115 +80
Jul17 161123 1688.5 1688.5 1644.5 1661.2 -25.0 102 5,677 +20
Sep17 161123 1667.3 1667.3 1667.3 1667.3 -24.8 0 1,030 +0
Dec17 161123 1701.0 1701.0 1655.0 1675.8 -24.5 200 4,920 +64
Mar18 161123 1683.9 1683.9 1683.9 1683.9 -24.5 0 2 +0
Total Volume and Open Interest 76,198 168,952 -1,025
Platinum(NYMEX)
Jan17 161123 941.2 946.7 919.0 931.1 -11.9 13,104 57,436 -120
Apr17 161123 944.4 949.6 922.6 934.2 -12.1 362 6,911 +174
Jul17 161123 941.6 941.6 934.9 937.7 -12.1 5 178 +0
Oct17 161123 940.5 941.5 940.5 941.5 -12.1 0 183 +0
Total Volume and Open Interest 13,550 64,779 +77
Palladium(NYMEX)
Dec16 161123 742.35 744.85 723.70 737.40 -6.85 6,351 12,380 -1,456
Mar17 161123 742.65 745.00 724.40 738.55 -6.15 2,812 14,685 +1,488
Jun17 161123 742.20 742.20 727.20 739.45 -6.15 10 150 -1
Total Volume and Open Interest 9,174 27,219 +32
Copper(CMX)
Dec16 161123 254.45 262.50 252.00 260.75 +6.30 93,718 53,858 -13,142
Mar17 161123 256.55 263.50 252.95 261.75 +6.15 42,787 131,543 +10,676
May17 161123 256.55 264.05 253.65 262.35 +6.05 3,827 22,504 +1,568
Jul17 161123 257.00 264.40 254.05 262.75 +6.00 1,228 15,294 -196
Sep17 161123 256.30 264.05 256.30 263.00 +5.90 369 4,561 +109
Total Volume and Open Interest 144,314 242,020 -328
E-mini DJIA Index(CBOT)
Dec16 161123 19000 19060 18975 19054 +59 112,690 130,964 +1,031
Mar17 161123 18939 18994 18907 18993 +60 1,817 4,666 +936
Jun17 161123 18925 18925 18925 18925 +60 1 34 +0
Sep17 161123 18840 18840 18840 18840 +60      
Total Volume and Open Interest 114,508 135,664 +1,967
S & P 500(CME)
Dec16 161123 2200.50 2203.30 2192.20 2200.80 +0.50 4,493 87,093 +428
Mar17 161123 2195.70 2196.40 2187.20 2195.70 +0.50 355 1,410 +243
Jun17 161123 2190.60 2191.30 2182.10 2190.60 +0.50 2 1,135 +2
Sep17 161123 2185.30 2186.00 2176.80 2185.30 +0.50      
Total Volume and Open Interest 4,850 89,638 +673
S & P 500 E-Mini(Globex)
Dec16 161123 2201.25 2203.50 2192.00 2200.75 +0.50 1,233,201 2,972,343 +40,052
Mar17 161123 2195.75 2198.25 2187.25 2195.75 +0.50 5,964 56,009 +1,367
Jun17 161123 2190.25 2193.00 2182.25 2190.50 +0.50 88 2,757 +59
Sep17 161123 2185.25 2185.25 2183.75 2185.25 +0.50 5 24 +1
Total Volume and Open Interest 1,239,269 3,031,151 +41,484
NASDAQ 100 E-Mini(Globex)
Dec16 161123 4877.30 4882.50 4830.30 4849.50 -25.30 167,542 248,447 +1,813
Mar17 161123 4874.50 4880.50 4830.00 4848.50 -25.00 406 1,458 +58
Jun17 161123 4839.50 4842.50 4839.50 4842.50 -25.00 0 24 +0
Total Volume and Open Interest 167,948 249,957 +1,871
S&P Midcap 400(CME) e-Mini
Dec16 161123 1626.50 1634.90 1622.20 1634.50 +6.90 15,296 80,090 +1,417
Mar17 161123 1632.00 1632.00 1621.70 1632.00 +6.90 2 4 +0
Jun17 161123 1622.30 1622.30 1622.30 1622.30 +6.90      
Total Volume and Open Interest 15,298 80,094 +1,417
Volatility Index(CBOE)
Nov16 161116 13.25 13.85 13.20 13.85 +0.65 87,681 63,965 -25,646
Dec16 161123 14.45 14.70 14.30 14.43 unch 64,033 218,059 -30,074
Jan17 161123 16.25 16.45 16.10 16.38 +0.11 33,278 75,362 +6,483
Feb17 161123 17.17 17.40 17.07 17.33 +0.15 13,166 30,642 +668
Total Volume and Open Interest 125,888 385,049 -17,288
Russell 2000(ICE)
Dec16 161124 1342.00 1347.90 1339.30 1342.10 unch 101,251 351,704 -2,740
Mar17 161124 1342.90 1342.90 1339.10 1339.10 unch 256 655 +210
Jun17 161124 1335.60 1335.60 1335.60 1335.60 unch 0 170 +0
Total Volume and Open Interest 101,507 352,668 -2,530
Nikkei 225(CME)
Dec16 161123 18215 18455 18165 18440 +215 10,378 35,967 -214
Mar17 161123 18250 18495 18210 18475 +210 117 147 +27
Total Volume and Open Interest 10,495 36,114 -187
Nikkei 225(SGX)
Dec16 161124 18185 18450 18150 18385 +190 58,514 205,954 +2,595
Mar17 161124 18305 18345 18300 18345 +190 276 8,917 +111
Jun17 161124 18220 18220 18220 18220 +190 0 1 +0
Total Volume and Open Interest 58,841 221,048 +2,757
Nikkei 225(CME) Yen
Dec16 161123 18235 18450 18155 18425 +215 46,975 71,146 +539
Mar17 161123 18125 18395 18105 18375 +215 27 170 +7
Jun17 161123 18245 18245 18245 18245 +215      
Total Volume and Open Interest 47,002 71,316 +546
Nikkei 225(CME) e-Mini Yen
Dec16 161123 18420 18420 18420 18420 +210 0 306 +0
Mar17 161123 18370 18370 18370 18370 +210      
Jun17 161123 18240 18240 18240 18240 +210      
Total Volume and Open Interest 0 306 +0
CAC 40(EURONEXT)
Dec16 161124 4535.0 4548.0 4514.0 4538.0 +14.0 98,540 280,693 +9,595
Jan17 161124 4528.0 4533.0 4513.0 4529.0 +14.0 8 5,379 +3
Feb17 161124 4525.5 4525.5 4525.5 4525.5 +14.0      
Mar17 161124 4519.5 4524.5 4519.0 4524.5 +14.0 18 85 +18
Total Volume and Open Interest 98,566 286,161 +9,616
Hang Seng Index(HKFE)
Nov16 161124 22708 22719 22467 22605 -111 103,624 130,538 +95
Dec16 161124 22714 22727 22475 22611 -114 10,272 24,800 +5,549
Total Volume and Open Interest 114,012 158,020 +5,652
DAX(EUREX)
Dec16 161124 10677.0 10717.0 10648.5 10687.5 +20.0 83,794 134,511 +724
Mar17 161124 10678.5 10710.5 10648.0 10685.0 +20.0 170 6,545 +22
Jun17 161124 10692.0 10714.0 10687.0 10709.5 +20.0 8 191 -9
Total Volume and Open Interest 83,972 141,247 +737
Mini-DAX(EUREX)
Dec16 161124 10678.0 10716.0 10648.0 10687.5 +20.0 22,997 10,403 +130
Mar17 161124 10666.0 10711.0 10655.0 10685.0 +20.0 91 2,405 -4
Jun17 161124 10712.0 10712.0 10682.0 10709.5 +20.0 8 59 +9
Total Volume and Open Interest 23,096 12,867 +135
FT-SE 100(EURONEXT)
Dec16 161124 6822.00 6837.00 6788.50 6824.00 +15.50 88,511 732,022 +4,739
Mar17 161124 6740.00 6760.50 6731.50 6760.50 +15.50 39 12,372 +30
Jun17 161124 6690.50 6690.50 6690.50 6690.50 +15.50 0 15 +0
Total Volume and Open Interest 88,550 744,409 +4,769
SPI 200(SFE)
Dec16 161124 5494.0 5510.0 5465.0 5497.0 +1.0 30,340 272,679 -1,286
Mar17 161124 5439.0 5446.0 5433.0 5446.0 +1.0 10 1,784 +7
Jun17 161124 5430.0 5430.0 5430.0 5430.0 +1.0 0 1,397 +0
Total Volume and Open Interest 30,350 277,024 -1,279
FTSE MIB(ISE)
Dec16 161124 16580.00 16680.00 16430.00 16477.00 -67.00 33,964 41,507 -741
Mar17 161124 16570.00 16600.00 16385.00 16417.00 -67.00 58 1,486 +11
Jun17 161124 16057.00 16057.00 16057.00 16057.00 -77.00      
Total Volume and Open Interest 34,022 42,993 -730
KOSPI 200(KFE)
Dec16 161124 252.45 252.60 252.40 252.45 -1.10 103,158 129,565 -2,333
Mar17 161124 251.00 251.20 249.05 249.85 -1.15 743 20,045 +1,782
Jun17 161124 251.25 251.25 251.25 251.25 -0.20 0 1,876 +0
Total Volume and Open Interest 103,901 156,292 -551
GSCI(CME)
Dec16 161123 367.85 372.45 367.70 371.35 -0.85 162 15,001 -136
Jan17 161123 374.55 374.55 371.85 374.55 -0.85 100 100 +100
Feb17 161123 376.80 376.80 376.80 376.80 -0.85      
Total Volume and Open Interest 262 15,101 -36
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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