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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 28, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161128 1043.25 1065.00 1042.50 1056.00 +10.00 136,725 328,725 +5,781
Mar17 161128 1051.75 1074.00 1051.00 1064.50 +10.00 48,775 139,174 +5,168
May17 161128 1057.00 1079.25 1057.00 1070.50 +10.25 17,442 71,374 -16
Jul17 161128 1062.00 1083.25 1062.00 1075.00 +10.50 21,664 83,941 +1,613
Aug17 161128 1064.00 1079.00 1060.00 1071.25 +10.25 956 4,455 +88
Sep17 161128 1049.75 1057.25 1041.50 1051.25 +9.25 581 1,912 +22
Nov17 161128 1022.75 1043.00 1022.50 1034.00 +7.50 10,843 48,064 +2,304
Jan18 161128 1027.00 1041.50 1027.00 1035.00 +7.75 207 2,342 +62
Mar18 161128 1028.50 1034.50 1020.50 1027.00 +7.00 119 1,726 +3
May18 161128 1019.00 1030.25 1019.00 1024.50 +7.25 46 353 -6
Jul18 161128 1024.50 1030.75 1020.75 1025.75 +7.25 36 601 +3
Aug18 161128 1020.25 1020.25 1020.25 1020.25 +7.00 0 17 +0
Sep18 161128 1008.25 1008.25 1008.25 1008.25 +7.00 0 17 +0
Nov18 161128 975.00 988.00 975.00 982.25 +4.75 65 829 +3
Total Volume and Open Interest 237,474 683,565 +15,034
Soybean Meal(CBOT)
Dec16 161128 319.30 326.90 318.90 325.90 +5.10 57,268 38,908 -14,550
Jan17 161128 321.50 329.30 321.10 328.20 +5.10 73,401 129,049 +6,874
Mar17 161128 322.80 331.70 322.80 330.80 +5.20 29,946 87,472 +5,294
May17 161128 325.90 333.30 325.90 332.50 +5.10 12,723 43,490 +753
Jul17 161128 327.70 335.10 327.40 334.30 +5.10 8,884 39,532 +287
Aug17 161128 331.90 333.80 327.70 333.20 +4.90 1,009 5,732 +31
Sep17 161128 329.00 331.60 326.00 330.80 +4.30 904 5,632 -20
Oct17 161128 324.80 326.50 321.70 326.20 +3.60 685 5,137 +49
Dec17 161128 321.50 326.50 321.40 325.70 +3.20 3,994 20,803 +2,198
Jan18 161128 325.10 325.10 320.80 324.40 +3.10 116 904 +8
Total Volume and Open Interest 188,958 378,936 +929
Soybean Oil(CBOT)
Dec16 161128 36.59 37.34 36.49 36.71 +0.05 100,912 57,379 -12,758
Jan17 161128 36.85 37.63 36.75 36.97 +0.03 152,873 160,505 +9,147
Mar17 161128 37.14 37.89 37.02 37.24 +0.04 69,622 109,005 +17,379
May17 161128 37.26 38.03 37.13 37.36 +0.04 18,726 50,208 +1,403
Jul17 161128 37.43 38.10 37.23 37.44 unch 22,955 43,487 +299
Aug17 161128 37.86 37.87 37.15 37.31 +0.04 3,216 5,056 +189
Sep17 161128 37.25 37.84 37.01 37.14 +0.05 3,071 3,712 -252
Oct17 161128 37.29 37.49 36.69 36.78 +0.03 1,799 3,644 +254
Dec17 161128 36.69 37.45 36.58 36.72 -0.02 6,946 11,179 -768
Jan18 161128 36.71 37.23 36.64 36.71 -0.05 37 551 +10
Total Volume and Open Interest 380,285 445,687 +14,910
Canola(WCE)
Jan17 161128 528.1 534.0 524.6 524.9 -3.3 5,714 147,281 -589
Mar17 161128 537.0 540.7 531.1 531.4 -3.6 2,390 34,601 +965
May17 161128 544.0 545.7 536.0 536.4 -3.9 963 18,553 +252
Jul17 161128 539.9 544.0 535.1 536.0 -3.6 1,940 14,295 -223
Nov17 161128 510.0 514.0 507.8 509.0 -0.8 668 11,271 -18
Total Volume and Open Interest 11,675 227,587 +387
Corn(CBOT)
Dec16 161128 349.25 353.00 346.75 348.50 -0.75 190,746 216,484 -29,534
Mar17 161128 358.50 362.50 355.75 358.25 unch 145,654 641,244 +17,025
May17 161128 365.50 369.25 363.00 365.50 +0.25 33,696 149,646 +3,091
Jul17 161128 373.00 376.75 370.75 373.25 +0.25 24,954 156,997 +2,288
Sep17 161128 379.75 383.25 377.50 379.75 +0.25 5,161 54,767 +158
Dec17 161128 387.50 391.00 385.75 388.00 +0.50 7,321 104,241 -216
Mar18 161128 395.50 399.00 394.50 396.75 +0.25 283 7,812 +76
May18 161128 401.25 403.75 400.25 402.25 +0.25 5 1,399 +2
Jul18 161128 407.00 409.50 404.75 406.50 +0.50 30 1,836 +1
Sep18 161128 400.50 400.50 400.25 400.50 +0.75 24 767 +1
Total Volume and Open Interest 408,025 1,341,620 -7,036
Wheat(CBOT)
Dec16 161128 396.25 397.00 388.75 389.50 -6.25 64,716 82,661 -18,462
Mar17 161128 420.25 421.25 414.25 416.50 -3.00 82,053 253,069 +252
May17 161128 434.50 435.50 428.75 430.25 -3.75 11,832 58,717 +3,410
Jul17 161128 450.75 451.25 445.00 446.00 -3.75 6,452 60,405 +512
Sep17 161128 465.50 466.00 460.25 461.00 -3.75 1,088 10,798 +142
Dec17 161128 482.00 483.00 478.00 479.00 -3.25 1,244 19,448 +251
Total Volume and Open Interest 167,700 489,379 -13,738
Wheat(KCBT)
Dec16 161128 411.00 414.50 408.00 411.50 +0.25 22,613 30,406 -6,419
Mar17 161128 429.00 432.75 426.25 430.50 +1.00 26,611 124,811 +2,271
May17 161128 441.50 444.25 438.25 442.50 +1.25 2,395 36,624 +483
Jul17 161128 453.25 455.25 449.00 453.00 +0.50 3,176 55,282 -65
Sep17 161128 466.25 468.75 463.50 467.25 +0.75 185 5,191 +4
Dec17 161128 483.00 486.00 480.75 484.75 +1.25 169 7,039 +15
Mar18 161128 495.00 495.00 495.00 495.00 +4.75 0 1,487 +0
Total Volume and Open Interest 55,149 261,730 -3,711
Wheat(MGE)
Dec16 161128 533.00 543.00 533.00 541.25 +7.00 3,993 8,504 -1,811
Mar17 161128 528.50 537.75 526.50 535.50 +6.75 5,873 29,485 +406
May17 161128 531.50 540.00 531.50 537.75 +5.75 976 11,220 -9
Jul17 161128 538.75 543.50 537.50 541.75 +5.25 470 5,581 +41
Sep17 161128 545.75 550.25 544.50 548.00 +4.50 573 3,837 -31
Dec17 161128 554.25 559.75 554.25 558.25 +4.50 208 2,668 -34
Total Volume and Open Interest 12,095 61,365 -1,437
Oats(CBOT)
Dec16 161128 209.25 213.00 201.25 202.25 -6.75 429 2,223 -622
Mar17 161128 216.00 223.50 215.25 216.75 +0.25 681 5,299 +170
May17 161128 222.50 224.00 220.00 220.50 unch 18 596 +6
Jul17 161128 222.75 222.75 222.75 222.75 -0.50 0 75 +0
Total Volume and Open Interest 1,134 8,267 -440
Rough Rice(CBOT)
Jan17 161128 9.67 9.69 9.46 9.59 -0.04 295 10,859 +37
Mar17 161128 9.92 9.94 9.72 9.84 -0.04 63 1,255 +22
May17 161128 10.00 10.09 10.00 10.09 -0.03 2 21 +1
Jul17 161128 10.20 10.22 10.20 10.22 -0.07 0 9 +0
Total Volume and Open Interest 360 12,152 +60
Live Cattle(CME)
Dec16 161128 110.300 110.800 109.080 109.300 -1.450 10,382 44,457 -2,660
Feb17 161128 111.730 112.535 110.730 111.035 -1.165 20,387 102,912 +359
Apr17 161128 111.150 111.885 110.450 110.800 -0.780 7,094 65,007 +843
Jun17 161128 101.680 102.430 101.285 101.850 -0.230 6,252 45,140 +1,626
Aug17 161128 98.000 98.700 97.700 98.480 +0.130 1,685 15,149 +461
Oct17 161128 98.535 98.950 97.980 98.785 +0.385 799 8,033 +261
Total Volume and Open Interest 47,011 283,963 +1,071
Feeder Cattle(CME)
Jan17 161128 127.300 128.235 125.850 126.800 -0.430 2,533 22,684 +170
Mar17 161128 123.450 124.050 121.830 123.035 -0.315 1,572 11,320 +170
Apr17 161128 122.850 123.500 121.430 122.700 -0.050 694 4,553 +94
May17 161128 121.650 122.400 120.480 121.750 +0.100 429 3,697 +93
Aug17 161128 122.180 123.000 121.300 122.850 +0.550 167 1,608 +13
Sep17 161128 121.000 121.400 119.850 121.000 +0.600 4 75 +4
Oct17 161128 119.500 120.000 118.600 119.230 +0.430 1 18 +1
Total Volume and Open Interest 5,400 43,955 +545
Lean Hogs(CME)
Dec16 161128 51.100 51.485 50.300 50.430 -0.620 10,683 41,591 -2,625
Feb17 161128 56.985 57.330 55.735 55.830 -0.920 14,731 99,234 +1,936
Apr17 161128 62.900 63.550 62.150 62.300 -0.600 5,828 44,175 -405
May17 161128 69.830 70.500 69.680 69.680 -0.120 10 866 -5
Jun17 161128 74.500 74.830 73.450 73.700 -0.780 2,633 19,407 +309
Jul17 161128 74.930 75.150 73.980 74.230 -0.720 981 10,016 -154
Aug17 161128 74.885 75.000 74.035 74.330 -0.555 801 6,654 +203
Oct17 161128 63.500 63.600 62.950 63.100 -0.400 318 2,031 +81
Total Volume and Open Interest 36,059 225,210 -635
Class III Milk(CME)
Nov16 161128 16.73 16.74 16.72 16.72 -0.02 155 4,882 -86
Dec16 161128 16.86 16.99 16.80 16.93 +0.07 485 6,024 +50
Jan17 161128 16.21 16.40 16.20 16.37 +0.16 393 3,570 +181
Feb17 161128 16.13 16.25 16.12 16.23 +0.08 163 3,283 +92
Mar17 161128 16.17 16.26 16.17 16.24 +0.06 176 2,800 +108
Apr17 161128 16.23 16.27 16.22 16.26 +0.07 45 2,432 +15
May17 161128 16.31 16.35 16.30 16.30 +0.02 44 2,267 +9
Jun17 161128 16.48 16.53 16.48 16.48 +0.03 31 2,084 +15
Jul17 161128 16.75 16.75 16.69 16.69 +0.02 13 1,179 +8
Aug17 161128 16.85 16.90 16.85 16.85 unch 45 1,188 +40
Sep17 161128 17.03 17.08 17.03 17.08 +0.05 5 1,180 +3
Oct17 161128 16.98 16.99 16.98 16.99 +0.02 35 819 +5
Nov17 161128 16.88 16.96 16.88 16.94 +0.03 1 742 +0
Total Volume and Open Interest 1,610 33,781 +459
Cocoa(ICE)
Dec16 161128 2414 2414 2403 2403 -16 54 88 -2
Mar17 161128 2417 2430 2396 2402 -13 11,209 143,683 +1,065
May17 161128 2411 2420 2388 2393 -16 3,644 46,464 +406
Jul17 161128 2409 2417 2384 2390 -16 1,959 25,527 +252
Sep17 161128 2407 2415 2395 2398 -16 290 12,270 +65
Dec17 161128 2414 2423 2404 2408 -16 134 5,925 +17
Mar18 161128 2425 2425 2415 2419 -15 55 7,981 +29
Total Volume and Open Interest 17,347 244,057 +1,833
Coffee "C"(ICE)
Dec16 161128 152.65 153.35 151.90 153.00 +0.70 180 356 -269
Mar17 161128 156.35 157.15 154.45 156.65 +1.25 19,562 108,344 -3,243
May17 161128 158.85 159.35 156.80 158.90 +1.20 3,129 42,816 +324
Jul17 161128 160.70 161.35 158.85 160.95 +1.10 1,398 13,156 +138
Sep17 161128 162.70 163.25 160.85 162.80 +1.10 1,006 7,781 +155
Dec17 161128 165.45 165.95 163.45 165.55 +1.10 121 10,287 +1
Total Volume and Open Interest 25,571 188,134 -2,873
Orange Juice(ICE)
Jan17 161128 216.90 221.40 212.60 214.45 -2.00 372 13,657 -40
Mar17 161128 213.90 216.40 209.20 211.15 -1.50 60 1,615 +20
May17 161128 211.70 213.40 209.20 209.70 -1.05 7 453 +0
Jul17 161128 209.00 209.00 208.15 208.15 -0.70 2 121 +2
Sep17 161128 204.80 204.80 204.80 204.80 -0.70      
Nov17 161128 201.90 201.90 201.90 201.90 -0.70 0 2 +0
Total Volume and Open Interest 441 15,848 -18
Sugar #11(ICE)
Mar17 161128 19.98 20.15 19.81 19.94 +0.10 52,470 393,941 -5,005
May17 161128 19.38 19.56 19.26 19.36 +0.10 21,951 162,534 +6,329
Jul17 161128 18.77 18.93 18.65 18.72 +0.06 11,685 121,712 +1,684
Oct17 161128 18.45 18.56 18.31 18.37 +0.05 3,860 69,908 -377
Mar18 161128 18.32 18.44 18.22 18.27 +0.01 1,677 38,148 -330
May18 161128 17.81 17.86 17.65 17.68 -0.03 175 12,962 -20
Jul18 161128 17.16 17.31 17.09 17.10 -0.06 39 9,284 +1
Oct18 161128 16.97 17.07 16.91 16.91 -0.06 64 7,991 -15
Total Volume and Open Interest 91,934 821,550 +2,268
London Cocoa(LCE)
Dec16 161128 2050 2053 2030 2033 -11 2,795 72,976 -550
Mar17 161128 1989 1994 1971 1975 -10 4,608 93,515 -751
May17 161128 1986 1990 1968 1972 -9 1,645 56,905 +178
Jul17 161128 1998 2000 1980 1984 -11 387 19,018 -62
Sep17 161128 2005 2008 1989 1992 -11 188 26,275 -24
Dec17 161128 2001 2001 1988 1991 -9 388 14,876 +285
Mar18 161128 1995 1995 1988 1990 -7 67 6,589 -4
Total Volume and Open Interest 10,118 290,518 -900
London Sugar(LCE)
Mar17 161128 531.80 534.00 527.90 529.40 +1.90 733 36,870 +102
May17 161128 524.20 527.50 521.60 522.80 +2.00 240 19,751 -58
Aug17 161128 512.10 514.50 509.30 510.30 +1.60 63 8,037 -2
Oct17 161128 493.80 497.00 492.30 493.10 +1.20 46 10,301 +7
Dec17 161128 490.20 490.20 485.60 485.60 -0.70 2 2,039 +2
Total Volume and Open Interest 1,084 78,683 +51
Cotton(ICE)
Dec16 161128 72.01 73.32 72.01 73.27 +0.62 411 1,349 -250
Mar17 161128 71.25 72.30 70.76 72.02 +0.77 15,892 182,499 -368
May17 161128 71.90 72.86 71.50 72.52 +0.62 3,853 36,994 +1,642
Jul17 161128 71.84 72.90 71.82 72.56 +0.39 458 13,568 +64
Oct17 161128 71.71 71.71 71.71 71.71 +0.21 0 33 +0
Dec17 161128 69.99 70.70 69.92 70.42 +0.20 537 17,399 +111
Total Volume and Open Interest 21,163 252,998 +1,205
Lumber(CME)
Jan17 161128 340.0 344.4 336.9 337.9 +3.5 467 2,946 -130
Mar17 161128 348.3 352.9 344.7 347.4 +3.7 88 530 +18
May17 161128 353.0 357.1 349.2 351.1 +2.1 23 127 +5
Jul17 161128 357.4 360.9 352.6 354.2 +0.3 3 29 +1
Total Volume and Open Interest 584 3,661 -106
Crude Oil(NYM)
Jan17 161128 45.43 47.65 45.14 47.08 +1.02 556,861 637,255 -3,265
Feb17 161128 46.66 48.55 46.08 47.99 +0.99 114,119 167,353 -888
Mar17 161128 47.50 49.42 46.99 48.86 +0.96 66,420 232,961 +7,798
Apr17 161128 48.22 50.14 47.71 49.57 +0.95 33,037 102,665 +1,447
May17 161128 48.42 50.68 48.30 50.13 +0.94 19,642 82,346 -193
Jun17 161128 49.20 51.11 48.75 50.55 +0.94 39,559 183,533 +2,435
Jul17 161128 49.38 51.26 49.14 50.85 +0.93 5,083 39,973 -745
Aug17 161128 50.11 51.62 49.63 51.05 +0.92 4,699 33,722 +320
Sep17 161128 50.02 51.67 49.62 51.21 +0.91 7,748 50,413 +1,140
Oct17 161128 49.70 51.75 49.70 51.34 +0.91 2,163 28,649 +171
Nov17 161128 49.98 51.86 49.98 51.46 +0.90 1,768 29,131 -171
Dec17 161128 50.43 52.17 49.87 51.60 +0.90 27,475 181,563 -996
Jan18 161128 51.35 51.86 50.52 51.70 +0.90 898 28,389 +264
Feb18 161128 51.80 51.80 50.74 51.80 +0.90 355 8,080 +0
Mar18 161128 51.89 51.89 50.97 51.89 +0.90 423 23,866 +153
Apr18 161128 51.98 51.98 51.07 51.98 +0.90 117 4,699 +4
Total Volume and Open Interest 892,668 2,003,276 +10,267
e-miNY Crude Oil(NYM)
Jan17 161128 45.600 47.650 45.125 47.075 +1.025 10,419 2,284 -98
Feb17 161128 46.500 48.525 46.100 48.000 +1.000 211 946 +1
Mar17 161128 47.325 49.375 47.000 48.850 +0.950 110 312 +54
Apr17 161128 47.875 50.050 47.875 49.575 +0.950 69 242 +61
May17 161128 49.500 50.625 49.000 50.125 +0.925 2 118 -1
Jun17 161128 49.300 51.050 49.300 50.550 +0.950 16 169 -16
Jul17 161128 49.475 51.325 49.475 50.850 +0.925 16 125 +16
Aug17 161128 51.050 51.525 50.050 51.050 +0.925 0 135 +0
Sep17 161128 51.200 51.700 51.200 51.200 +0.900 0 59 +0
Oct17 161128 51.350 51.800 50.350 51.350 +0.925 0 41 +0
Total Volume and Open Interest 10,845 4,616 +17
NY Harbor ULSD(NYM)
Dec16 161128 147.06 152.67 143.94 151.28 +4.28 40,106 27,068 -4,267
Jan17 161128 148.19 154.10 145.76 152.85 +4.23 64,355 103,415 +234
Feb17 161128 149.95 155.42 147.98 154.24 +4.04 25,310 53,385 +2,244
Mar17 161128 150.00 156.51 149.30 155.26 +3.77 17,458 53,723 +889
Apr17 161128 149.00 156.70 149.00 155.51 +3.58 10,959 36,052 +316
May17 161128 150.00 157.57 150.00 156.26 +3.48 5,850 21,026 +1,126
Jun17 161128 151.72 158.32 151.72 157.05 +3.44 10,140 37,672 +865
Jul17 161128 154.76 159.39 154.76 158.11 +3.41 925 6,131 -50
Aug17 161128 155.92 160.41 155.92 159.18 +3.36 1,126 5,132 -230
Sep17 161128 157.19 160.82 157.19 160.38 +3.30 1,432 6,360 -14
Oct17 161128 158.44 162.21 158.30 161.52 +3.22 632 3,316 -27
Nov17 161128 162.72 163.20 162.30 162.59 +3.15 473 3,053 +130
Dec17 161128 159.44 164.91 159.06 163.61 +3.08 3,816 28,772 +495
Jan18 161128 164.70 164.70 164.70 164.70 +3.01 14 2,578 -1
Total Volume and Open Interest 182,664 400,005 +1,720
RBOB Gasoline(NYM)
Dec16 161128 136.95 142.60 135.12 141.27 +4.00 37,517 27,953 -13,467
Jan17 161128 137.12 142.85 135.45 141.46 +3.85 55,840 148,942 +5,209
Feb17 161128 137.96 143.62 136.61 142.31 +3.61 22,291 39,752 -1,017
Mar17 161128 139.04 145.80 139.04 144.57 +3.40 11,319 39,217 +314
Apr17 161128 159.85 165.77 159.80 164.47 +3.11 7,293 33,483 -345
May17 161128 161.38 167.03 161.38 165.86 +2.94 4,564 19,274 +453
Jun17 161128 162.72 166.93 160.63 165.78 +2.82 7,185 23,783 +1,580
Jul17 161128 163.21 165.56 163.09 164.78 +2.71 2,251 6,551 -114
Aug17 161128 161.62 164.02 161.62 163.13 +2.65 2,210 4,806 +1
Sep17 161128 156.85 161.24 156.85 160.70 +2.63 1,428 7,488 +35
Total Volume and Open Interest 154,618 378,340 -7,114
e-miNY RBOB Gasoline(NYM)
Dec16 161128 141.27 141.27 141.27 141.27 +4.00 0 1 +0
Jan17 161128 141.46 141.46 141.46 141.46 +3.85      
Feb17 161128 142.31 142.31 142.31 142.31 +3.61      
Mar17 161128 144.57 144.57 144.57 144.57 +3.40      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec16 161128 3.130 3.265 3.130 3.232 +0.147 65,480 16,679 -7,181
Jan17 161128 3.255 3.350 3.251 3.320 +0.118 124,555 298,336 +1,336
Feb17 161128 3.286 3.373 3.282 3.346 +0.112 22,480 81,626 -295
Mar17 161128 3.279 3.350 3.269 3.328 +0.104 28,293 182,802 -482
Apr17 161128 3.193 3.261 3.193 3.244 +0.083 26,745 103,277 +1,042
May17 161128 3.209 3.261 3.208 3.236 +0.067 11,522 69,349 +286
Jun17 161128 3.245 3.285 3.239 3.263 +0.064 6,694 47,997 -564
Jul17 161128 3.264 3.311 3.264 3.289 +0.063 6,793 32,803 +595
Aug17 161128 3.267 3.304 3.266 3.284 +0.060 3,749 22,429 +294
Sep17 161128 3.249 3.299 3.249 3.267 +0.059 4,912 25,066 +701
Oct17 161128 3.268 3.309 3.265 3.283 +0.058 10,082 71,924 +869
Nov17 161128 3.313 3.353 3.305 3.322 +0.055 2,993 25,414 +569
Dec17 161128 3.448 3.465 3.439 3.458 +0.052 2,086 28,337 +570
Jan18 161128 3.495 3.566 3.495 3.548 +0.049 5,242 27,574 +988
Feb18 161128 3.525 3.525 3.498 3.505 +0.045 867 7,900 +120
Mar18 161128 3.394 3.420 3.384 3.410 +0.040 3,253 21,656 +847
Total Volume and Open Interest 330,433 1,158,733 +970
Brent Crude Oil(ICE)
Jan17 161128 46.71 48.81 46.28 48.24 +1.00 71,185 175,773 -9,174
Feb17 161128 47.97 49.76 47.30 49.21 +0.97 63,606 525,272 +5,523
Mar17 161128 48.50 50.54 48.07 49.97 +0.95 25,448 333,522 +3,040
Apr17 161128 49.13 51.17 48.69 50.60 +0.95 11,559 139,873 +1,791
May17 161128 49.72 51.71 49.25 51.14 +0.94 6,553 109,198 -149
Jun17 161128 50.24 52.18 49.72 51.61 +0.95 10,810 200,663 -69
Jul17 161128 50.41 52.52 50.09 51.98 +0.95 1,830 53,300 +297
Aug17 161128 50.89 52.82 50.38 52.26 +0.94 1,775 37,474 +182
Sep17 161128 51.13 53.05 50.63 52.50 +0.94 1,474 64,962 -86
Oct17 161128 53.54 53.54 52.35 52.70 +0.94 480 32,588 -96
Nov17 161128 52.89 52.89 52.89 52.89 +0.93 732 23,366 -26
Dec17 161128 51.69 53.61 51.25 53.08 +0.92 6,782 198,379 -687
Jan18 161128 53.27 53.27 53.27 53.27 +0.91 307 26,488 -30
Feb18 161128 53.45 53.45 53.45 53.45 +0.91 119 18,382 -33
Total Volume and Open Interest 207,020 2,258,117 +511
Gas Oil(ICE)
Dec16 161128 426.00 444.75 419.25 440.25 +7.75 35,383 119,376 -2,322
Jan17 161128 429.75 448.50 422.75 443.75 +7.50 32,679 153,481 -2,419
Feb17 161128 434.00 452.00 427.25 447.50 +7.25 13,369 79,856 +4,428
Mar17 161128 436.75 455.00 430.75 450.75 +7.00 10,730 55,424 -352
Apr17 161128 440.00 457.75 434.50 453.50 +6.50 5,138 35,173 -464
May17 161128 441.00 460.75 440.50 456.75 +6.75 1,637 30,201 +32
Jun17 161128 446.00 463.25 440.50 459.50 +6.75 6,072 75,968 -675
Jul17 161128 454.75 466.75 448.00 463.00 +6.75 758 22,092 +74
Aug17 161128 448.75 470.25 448.75 466.25 +6.75 655 15,414 +215
Sep17 161128 452.00 473.25 452.00 469.50 +6.75 863 29,319 -11
Total Volume and Open Interest 111,403 821,262 -2,402
Ethanol(CBOT)
Dec16 161128 1.606 1.620 1.606 1.616 +0.010 336 321 -158
Jan17 161128 1.557 1.560 1.540 1.554 +0.002 222 3,910 +131
Feb17 161128 1.531 1.531 1.511 1.526 +0.001 57 611 -41
Mar17 161128 1.535 1.540 1.529 1.533 unch 57 442 +3
Apr17 161128 1.547 1.547 1.547 1.547 unch 0 336 +0
May17 161128 1.554 1.554 1.554 1.554 unch 0 6 +0
Jun17 161128 1.553 1.553 1.553 1.553 unch      
Jul17 161128 1.553 1.553 1.553 1.553 unch      
Total Volume and Open Interest 672 5,642 -65
WTI Crude Oil(ICE)
Jan17 161128 45.64 47.65 45.15 47.08 +1.02 7,731 96,863 -67
Feb17 161128 46.57 48.53 46.28 47.99 +0.99 4,736 89,275 +65
Mar17 161128 47.49 49.39 47.24 48.86 +0.96 1,458 53,175 +166
Apr17 161128 48.55 50.12 48.22 49.57 +0.95 476 16,767 +4
May17 161128 48.98 50.69 48.98 50.13 +0.94 760 14,786 +235
Jun17 161128 49.60 51.01 49.60 50.55 +0.94 1,612 61,942 +78
Jul17 161128 51.03 51.35 50.70 50.85 +0.93 175 6,985 +10
Aug17 161128 51.22 51.46 50.81 51.05 +0.92 26 6,385 +0
Sep17 161128 51.39 51.62 50.99 51.21 +0.91 163 16,248 +125
Oct17 161128 51.34 51.34 51.34 51.34 +0.91 13 4,520 +0
Nov17 161128 51.46 51.46 51.46 51.46 +0.90 19 2,728 -7
Dec17 161128 51.81 52.00 51.22 51.60 +0.90 691 71,174 +43
Jan18 161128 51.70 51.70 51.70 51.70 +0.90 23 1,110 -23
Feb18 161128 51.80 51.80 51.80 51.80 +0.90 0 698 +0
Mar18 161128 51.89 51.89 51.89 51.89 +0.90 0 3,558 +0
Apr18 161128 51.98 51.98 51.98 51.98 +0.90 0 926 +0
Total Volume and Open Interest 18,085 516,936 +591
US Dollar Index(ICE)
Dec16 161128 101.430 101.630 100.675 101.368 -0.177 16,917 87,338 +874
Mar17 161128 101.385 101.530 100.580 101.277 -0.173 1,059 9,131 +526
Jun17 161128 101.175 101.380 100.505 101.202 -0.177 8 614 +5
Total Volume and Open Interest 17,986 97,346 +1,406
Australian Dollar(CME)
Dec16 161128 74.33 74.89 74.29 74.70 +0.48 92,949 96,636 -1,933
Mar17 161128 74.21 74.74 74.15 74.56 +0.48 781 2,550 +210
Jun17 161128 74.39 74.47 74.39 74.39 +0.47 6 65 +2
Total Volume and Open Interest 93,736 99,268 -1,721
British Pound(CME)
Dec16 161128 124.75 125.37 123.90 124.18 -0.43 107,630 232,855 +60
Mar17 161128 124.99 125.63 124.19 124.46 -0.44 798 9,514 +217
Jun17 161128 125.70 125.81 124.57 124.76 -0.44 22 646 +8
Total Volume and Open Interest 108,450 243,201 +285
Canadian Dollar(CME)
Dec16 161128 74.00 74.67 73.88 74.54 +0.56 61,469 112,484 -922
Mar17 161128 73.98 74.73 73.96 74.62 +0.56 457 4,012 +77
Jun17 161128 74.70 74.82 74.09 74.71 +0.56 49 613 +33
Sep17 161128 74.82 74.91 74.23 74.80 +0.56 21 346 -12
Total Volume and Open Interest 61,999 117,846 -821
Japanese Yen(CME)
Dec16 161128 88.61 89.87 88.58 89.13 +0.72 164,012 182,800 -271
Mar17 161128 89.05 90.28 88.99 89.54 +0.72 1,109 4,584 +140
Jun17 161128 89.68 90.60 89.64 90.00 +0.73 11 138 -1
Total Volume and Open Interest 165,132 187,552 -132
Swiss Franc(CME)
Dec16 161128 98.78 99.31 98.45 98.72 -0.04 25,933 61,980 +2,142
Mar17 161128 99.64 99.87 99.03 99.29 -0.04 119 325 -4
Jun17 161128 99.94 100.30 99.72 99.94 -0.03 0 15 +0
Total Volume and Open Interest 26,052 62,329 +2,138
EuroFX(CME)
Dec16 161128 106.09 106.95 105.73 106.05 +0.04 239,846 429,932 +10,500
Mar17 161128 106.56 107.41 106.21 106.53 +0.05 4,784 15,303 +1,894
Jun17 161128 107.25 107.90 106.75 107.06 +0.06 335 1,846 +168
Total Volume and Open Interest 244,983 447,318 +12,550
Mexican Peso(CME)
Dec16 161128 483.75 486.50 482.13 483.25 +0.50 41,772 125,982 +2,085
Jan17 161128 481.75 481.75 481.75 481.75 +0.63      
Total Volume and Open Interest 41,811 157,058 +2,082
Brazilian Real(CME)
Dec16 161128 293.05 295.80 292.50 294.70 +1.15 716 25,244 -74
Jan17 161128 292.00 292.80 290.05 292.00 +1.25 64 320 +28
Feb17 161128 289.35 289.35 289.35 289.35 +1.85      
Mar17 161128 286.75 287.65 285.35 287.25 +1.40 216 268 +179
Total Volume and Open Interest 996 25,832 +133
30-Year T-Bonds(CBOT)
Dec16 161128 153~040 153~290 153~040 153~220 +0~280 500,917 352,018 -120,026
Mar17 161128 151~240 152~170 151~240 152~110 +0~290 179,639 244,581 +114,535
Jun17 161128 151~180 151~180 151~150 151~150 +0~290 0 1 +0
Total Volume and Open Interest 680,556 596,600 -5,491
10-Year T-Notes(CBOT)
Dec16 161128 125~115 125~235 125~100 125~205 +0~140 3,075,104 1,872,954 -495,140
Mar17 161128 124~235 125~025 124~220 124~315 +0~130 1,414,437 1,311,166 +547,920
Jun17 161128 124~235 124~235 124~235 124~235 +0~130      
Total Volume and Open Interest 4,489,541 3,184,120 +52,780
5-Year T-Notes(CBOT)
Dec16 161128 118~124 118~186 118~112 118~164 +0~066 2,263,453 1,701,833 -407,916
Mar17 161128 117~290 118~032 117~274 118~010 +0~072 1,474,596 1,615,435 +570,312
Jun17 161128 117~280 117~280 117~280 117~280 +0~072 2 1 -2
Total Volume and Open Interest 3,738,051 3,317,269 +162,394
2 Year T-Notes(CBOT)
Dec16 161128 108~202 108~216 108~196 108~210 +0~012 695,018 636,973 -201,542
Mar17 161128 108~120 108~140 108~116 108~132 +0~014 419,267 553,299 +199,407
Jun17 161128 108~132 108~132 108~132 108~132 +0~014      
Total Volume and Open Interest 1,114,285 1,190,272 -2,135
Eurodollars(CME)
Dec16 161128 99.005 99.012 99.003 99.007 +0.005 352,065 1,395,358 -35,544
Mar17 161128 98.950 98.965 98.940 98.955 +0.010 424,224 1,416,932 -1,103
Jun17 161128 98.820 98.840 98.815 98.830 +0.015 421,985 1,500,971 +29,327
Sep17 161128 98.715 98.745 98.715 98.730 +0.020 352,787 1,093,202 -2,457
Dec17 161128 98.590 98.620 98.585 98.605 +0.020 584,113 1,546,057 -15,991
Mar18 161128 98.500 98.530 98.495 98.515 +0.025 350,424 813,636 +16,821
Jun18 161128 98.390 98.425 98.380 98.410 +0.030 272,132 627,958 +7,535
Sep18 161128 98.280 98.325 98.280 98.305 +0.030 238,475 479,524 +20,273
Dec18 161128 98.175 98.215 98.165 98.195 +0.035 327,728 774,921 -31,172
Mar19 161128 98.085 98.135 98.085 98.115 +0.040 199,941 559,108 -121
Jun19 161128 98.000 98.055 98.000 98.035 +0.045 143,292 493,108 +138
Sep19 161128 97.930 97.980 97.925 97.960 +0.050 138,198 406,762 +1,888
Dec19 161128 97.840 97.900 97.840 97.880 +0.055 145,138 364,364 +737
Mar20 161128 97.780 97.845 97.780 97.820 +0.055 86,209 232,504 -684
Jun20 161128 97.715 97.785 97.715 97.760 +0.055 71,083 149,214 +481
Sep20 161128 97.660 97.730 97.660 97.710 +0.060 74,170 114,358 -564
Dec20 161128 97.600 97.670 97.600 97.650 +0.060 69,458 130,810 +285
Mar21 161128 97.555 97.620 97.550 97.605 +0.060 64,820 98,609 -3,925
Total Volume and Open Interest 4,457,895 12,462,487 -14,761
Ultra T-Bond(CBOT)
Dec16 161128 162~13 163~14 162~13 163~03 +0~31 259,433 336,076 -95,394
Mar17 161128 162~00 162~28 161~26 162~17 +1~02 185,409 366,683 +115,363
Jun17 161128 161~27 161~27 161~27 161~27 +1~02      
Total Volume and Open Interest 444,842 702,759 +19,969
Ultra 10-Yr T-Note(CBOT)
Dec16 161128 135~035 135~210 135~005 135~180 +0~215 186,816 166,079 -56,660
Mar17 161128 134~195 135~030 134~180 135~005 +0~205 77,866 139,239 +59,145
Jun17 161128 135~005 135~005 135~005 135~005 +0~205      
Total Volume and Open Interest 264,682 305,318 +2,485
30 Day Federal Funds(CBOT)
Nov16 161128 99.595 99.595 99.592 99.592 unch 17,371 187,194 -8,303
Dec16 161128 99.470 99.473 99.470 99.470 unch 16,447 83,128 +4,210
Jan17 161128 99.370 99.370 99.365 99.370 unch 26,342 219,282 +7,443
Feb17 161128 99.350 99.355 99.345 99.350 unch 24,455 83,250 -251
Mar17 161128 99.315 99.325 99.310 99.320 +0.005 18,608 66,264 +5,463
Apr17 161128 99.295 99.310 99.295 99.305 +0.010 24,874 100,970 +1,781
Total Volume and Open Interest 170,763 963,880 +8,266
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 161128 99.94 99.94 99.94 99.94 unch 0 7 +0
Mar17 161128 99.94 99.94 99.94 99.94 unch      
Jun17 161128 99.94 99.94 99.94 99.94 unch      
Sep17 161128 99.94 99.94 99.94 99.94 unch      
Dec17 161128 99.94 99.94 99.94 99.94 unch      
Mar18 161128 99.95 99.95 99.95 99.95 unch      
Jun18 161128 99.81 99.81 99.81 99.81 unch      
Sep18 161128 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Dec16 161128 150.43 150.66 150.43 150.62 +0.21 661 16,682 -157
Mar17 161128 150.34 150.34 150.34 150.34 +0.19 69 74 +68
Jun17 161128 150.34 150.34 150.34 150.34 +0.19      
Total Volume and Open Interest 730 16,756 -89
Euro-Buxl(EUREX)
Dec16 161128 177.76 179.14 177.06 178.76 +2.00 36,000 167,086 -52
Mar17 161128 175.68 177.12 175.14 176.80 +2.00 15,043 57,305 +598
Jun17 161128 173.78 174.78 173.78 174.78 +1.72 27 5 +3
Total Volume and Open Interest 96,031 224,396 +549
Euro-Bund(EUREX)
Dec16 161128 161.73 162.08 161.48 162.02 +0.66 1,256,115 1,518,578 -30,471
Mar17 161128 163.46 163.87 163.25 163.79 +0.68 171,118 330,712 +4,324
Jun17 161128 160.88 160.88 160.88 160.88 +0.37 6 8 +0
Total Volume and Open Interest 1,427,239 1,849,298 -26,147
Euro-Bobl(EUREX)
Dec16 161128 131.49 131.62 131.44 131.61 +0.20 846,078 1,120,729 -6,371
Mar17 161128 133.01 133.13 132.98 133.11 +0.20 75,540 188,852 +11,428
Jun17 161128 131.86 131.86 131.86 131.86 +0.20      
Total Volume and Open Interest 921,618 1,309,581 +5,057
Euro-Schatz(EUREX)
Dec16 161128 112.28 112.32 112.27 112.31 +0.04 689,967 1,005,723 +4,552
Mar17 161128 112.15 112.20 112.15 112.19 +0.04 146,514 162,101 +16,735
Jun17 161128 112.31 112.31 112.31 112.31 +0.04      
Total Volume and Open Interest 836,481 1,167,824 +21,287
3-Mth Euribor(EUREX)
Dec16 161128 100.310 100.310 100.310 100.310 unch 454 3,231 +60
Mar17 161128 100.300 100.300 100.295 100.295 unch 54 3,345 +69
Jun17 161128 100.285 100.285 100.285 100.285 +0.010 0 33,626 -8
Total Volume and Open Interest 513 73,275 +191
Long Gilt(LIFFE)
Dec16 161128 124~04 124~17 124~03 124~13 +0~14 335,826 348,702 -152,136
Mar17 161128 123~16 123~30 123~14 123~24 +0~14 225,674 349,636 +155,117
Total Volume and Open Interest 561,500 698,338 +2,981
3-Mth Short Sterling(LIFFE)
Dec16 161128 99.60 99.61 99.60 99.61 +0.01 9,286 448,411 -1,740
Mar17 161128 99.58 99.59 99.58 99.58 unch 24,613 374,874 +3,812
Jun17 161128 99.55 99.56 99.55 99.55 unch 34,993 360,685 +2,341
Sep17 161128 99.52 99.53 99.51 99.52 +0.01 29,884 315,701 -4,239
Dec17 161128 99.47 99.48 99.46 99.47 +0.01 42,784 284,780 +1,820
Mar18 161128 99.42 99.43 99.41 99.42 +0.01 28,486 181,681 -860
Total Volume and Open Interest 319,819 2,743,547 +1,228
3-Mth Euribor(LIFFE)
Dec16 161128 100.310 100.315 100.305 100.310 +0.005 38,737 420,874 +1,931
Mar17 161128 100.295 100.300 100.290 100.295 +0.005 30,683 436,714 +2,541
Jun17 161128 100.280 100.290 100.275 100.285 +0.010 39,605 401,533 +2,357
Total Volume and Open Interest 491,147 3,281,131 +30,262
3-Mth Aus T-Bills(SFE)
Dec16 161128 98.21 98.22 98.20 98.22 +0.01 15,981 116,392 -5,047
Mar17 161128 98.22 98.23 98.21 98.23 +0.01 25,310 204,312 +1,414
Jun17 161128 98.20 98.23 98.19 98.22 +0.02 27,431 208,879 +436
Sep17 161128 98.16 98.19 98.15 98.18 +0.02 22,606 143,772 -1,220
Dec17 161128 98.09 98.12 98.09 98.11 +0.02 19,875 159,068 +284
Mar18 161128 98.01 98.04 98.01 98.03 +0.02 9,777 91,550 +1,293
Jun18 161128 97.93 97.96 97.93 97.95 +0.03 5,542 62,105 +1,032
Sep18 161128 97.83 97.87 97.83 97.86 +0.03 5,378 35,045 +2,037
Dec18 161128 97.77 97.79 97.76 97.77 +0.04 640 7,902 +56
Mar19 161128 97.68 97.68 97.68 97.68 +0.04 279 3,497 +45
Total Volume and Open Interest 132,853 1,035,440 +364
10-Year Aus T-Bonds(SFE)
Dec16 161128 97.28 97.36 97.28 97.34 +0.06 130,608 955,750 +6,230
Mar17 161128 97.30 97.30 97.30 97.30 +0.07 15 15 +15
Total Volume and Open Interest 130,623 955,765 +6,245
3-Year Aus T-Bonds(SFE)
Dec16 161128 98.07 98.12 98.06 98.11 +0.04 236,147 948,012 +5,905
Mar17 161128 98.08 98.08 98.08 98.08 +0.05 50 50 +50
Total Volume and Open Interest 236,197 948,062 +5,955
Gold(CMX)
Dec16 161128 1184.4 1197.2 1182.4 1190.8 +12.4 367,807 106,069 -58,431
Feb17 161128 1184.4 1200.0 1184.4 1193.8 +12.8 126,372 203,500 +17,127
Apr17 161128 1188.7 1202.3 1188.3 1197.0 +12.9 8,664 31,830 +1,494
Jun17 161128 1196.8 1205.5 1192.1 1200.0 +13.0 6,639 37,957 +958
Aug17 161128 1199.8 1204.7 1195.0 1202.7 +13.1 530 10,372 +11
Oct17 161128 1203.0 1211.0 1203.0 1205.4 +13.1 120 2,003 -41
Dec17 161128 1197.7 1212.0 1197.7 1208.1 +13.1 1,647 19,190 +809
Feb18 161128 1211.7 1211.7 1206.2 1211.2 +13.1 17 200 +6
Apr18 161128 1215.0 1215.0 1210.0 1214.2 +13.1 122 46 -19
Jun18 161128 1217.2 1217.2 1217.2 1217.2 +13.1 272 4,222 -4
Aug18 161128 1220.3 1220.3 1220.3 1220.3 +13.1      
Total Volume and Open Interest 513,986 423,386 -37,676
Silver(CMX)
Dec16 161128 1656.0 1685.0 1643.5 1658.3 +11.3 78,774 40,395 -7,983
Mar17 161128 1653.0 1694.5 1653.0 1667.5 +12.1 28,432 101,772 +5,967
May17 161128 1698.5 1700.5 1661.5 1674.2 +12.3 624 9,141 -27
Jul17 161128 1689.5 1700.0 1674.0 1680.6 +12.5 234 5,887 +107
Sep17 161128 1707.0 1707.0 1686.7 1686.7 +12.5 27 1,023 -7
Dec17 161128 1720.5 1720.5 1687.5 1695.2 +12.5 228 5,142 -6
Mar18 161128 1703.4 1703.4 1703.4 1703.4 +12.6 0 2 +0
Total Volume and Open Interest 109,141 167,583 -2,078
Platinum(NYMEX)
Jan17 161128 907.6 926.2 907.5 923.3 +15.0 12,443 57,435 -3
Apr17 161128 912.5 929.0 912.3 926.5 +14.9 910 7,786 +351
Jul17 161128 924.7 930.4 918.4 930.4 +14.9 8 179 +2
Oct17 161128 934.2 934.2 934.2 934.2 +14.9 3 189 +3
Total Volume and Open Interest 13,374 65,655 +252
Palladium(NYMEX)
Dec16 161128 745.70 760.20 743.60 756.35 +15.30 9,764 6,531 -3,672
Mar17 161128 745.70 762.00 742.55 758.00 +15.10 6,706 19,993 +2,845
Jun17 161128 757.60 762.35 757.30 758.80 +15.15 13 171 +8
Total Volume and Open Interest 16,490 26,703 -815
Copper(CMX)
Dec16 161128 267.10 274.00 263.20 265.65 -1.15 100,211 32,111 -12,714
Mar17 161128 267.85 275.30 264.55 267.05 -1.10 53,781 141,511 +8,947
May17 161128 268.45 275.50 266.20 267.60 -1.20 4,074 25,150 +778
Jul17 161128 269.00 276.05 266.95 267.95 -1.25 1,813 15,645 +207
Sep17 161128 275.40 275.40 267.20 268.15 -1.25 695 4,846 +196
Total Volume and Open Interest 163,353 233,404 -2,889
E-mini DJIA Index(CBOT)
Dec16 161128 19125 19126 19042 19080 -64 120,477 135,871 +6,277
Mar17 161128 19069 19069 18983 19019 -66 488 5,064 +173
Jun17 161128 18900 18951 18900 18951 -66 0 35 +0
Sep17 161128 18866 18866 18866 18866 -66      
Total Volume and Open Interest 120,965 140,970 +6,450
S & P 500(CME)
Dec16 161128 2207.50 2209.20 2198.50 2200.80 -10.50 2,758 87,590 -51
Mar17 161128 2201.00 2204.30 2195.80 2195.80 -10.50 0 1,654 -3
Jun17 161128 2190.70 2190.70 2190.70 2190.70 -10.50 0 1,135 +0
Sep17 161128 2185.40 2185.40 2185.40 2185.40 -10.50      
Total Volume and Open Interest 2,758 90,379 -54
S & P 500 E-Mini(Globex)
Dec16 161128 2208.00 2209.50 2198.25 2200.75 -10.50 1,101,994 2,980,896 +5,572
Mar17 161128 2203.25 2204.25 2193.50 2195.75 -10.50 9,176 61,883 +3,395
Jun17 161128 2197.00 2199.00 2188.75 2190.75 -10.50 47 2,822 +36
Sep17 161128 2185.00 2188.00 2184.00 2185.50 -10.50 0 24 +0
Total Volume and Open Interest 1,111,218 3,045,645 +9,004
NASDAQ 100 E-Mini(Globex)
Dec16 161128 4864.30 4879.80 4842.80 4861.00 -7.50 159,650 248,485 -546
Mar17 161128 4862.50 4878.00 4842.30 4860.30 -7.50 274 1,529 +26
Jun17 161128 4854.30 4854.30 4850.80 4854.30 -7.50 1 24 +0
Total Volume and Open Interest 159,925 250,066 -520
S&P Midcap 400(CME) e-Mini
Dec16 161128 1638.90 1639.00 1626.30 1628.10 -11.40 11,323 84,149 +1,052
Mar17 161128 1625.60 1625.60 1625.50 1625.60 -11.40 0 5 +0
Jun17 161128 1615.90 1615.90 1615.90 1615.90 -11.40      
Total Volume and Open Interest 11,323 84,154 +1,052
Volatility Index(CBOE)
Nov16 161116 13.25 13.85 13.20 13.85 +0.65 87,681 63,965 -25,646
Dec16 161128 14.30 14.75 14.30 14.43 +0.10 3,482 212,739 +0
Jan17 161128 16.20 16.51 16.15 16.27 +0.09 2,069 81,556 +0
Feb17 161128 17.20 17.50 17.19 17.28 +0.10 11,084 30,171 +0
Total Volume and Open Interest 24,431 391,083 +0
Russell 2000(ICE)
Dec16 161128 1346.40 1346.90 1327.10 1330.60 -16.90 5,317 359,725 +406
Mar17 161128 1339.60 1341.80 1323.80 1327.30 -17.20 1 674 +0
Jun17 161128 1331.00 1331.00 1324.30 1324.30 -17.20 0 170 +0
Total Volume and Open Interest 5,318 360,708 +406
Nikkei 225(CME)
Dec16 161128 18370 18385 18220 18295 -105 8,327 35,988 +379
Mar17 161128 18340 18410 18260 18325 -105 55 240 +13
Total Volume and Open Interest 8,382 36,228 +392
Nikkei 225(SGX)
Dec16 161128 18360 18400 18210 18310 -65 53,451 207,648 -630
Mar17 161128 18290 18300 18160 18275 -65 109 8,925 -2
Jun17 161128 18150 18150 18150 18150 -65 0 1 +0
Total Volume and Open Interest 53,670 222,760 -622
Nikkei 225(CME) Yen
Dec16 161128 18360 18375 18215 18280 -105 37,539 71,826 +3,003
Mar17 161128 18275 18315 18160 18225 -110 60 420 +42
Jun17 161128 18095 18095 18095 18095 -110      
Total Volume and Open Interest 37,599 72,246 +3,045
Nikkei 225(CME) e-Mini Yen
Dec16 161128 18240 18360 18240 18280 -110 0 306 +0
Mar17 161128 18230 18230 18230 18230 -110      
Jun17 161128 18100 18100 18100 18100 -110      
Total Volume and Open Interest 0 306 +0
CAC 40(EURONEXT)
Dec16 161128 4549.5 4553.5 4494.0 4506.0 -39.0 47,801 272,291 -9,545
Jan17 161128 4498.5 4512.0 4487.0 4497.0 -39.0 12 6,231 +0
Feb17 161128 4489.0 4508.0 4489.0 4493.5 -39.0      
Mar17 161128 4492.5 4492.5 4492.5 4492.5 -39.0 29 110 +5
Total Volume and Open Interest 47,842 278,636 -9,540
Hang Seng Index(HKFE)
Nov16 161128 22731 22978 22691 22784 +54 138,037 98,943 -18,596
Dec16 161128 22728 22994 22696 22800 +66 43,515 64,412 +26,751
Total Volume and Open Interest 183,150 165,942 +7,941
DAX(EUREX)
Dec16 161128 10679.0 10689.5 10550.5 10575.0 -116.0 99,375 131,336 -987
Mar17 161128 10668.0 10680.0 10550.0 10572.5 -116.0 248 6,642 +2
Jun17 161128 10665.0 10670.0 10588.0 10596.5 -116.5 15 191 +0
Total Volume and Open Interest 99,638 138,169 -985
Mini-DAX(EUREX)
Dec16 161128 10680.0 10690.0 10551.0 10575.0 -116.0 24,001 10,577 +8
Mar17 161128 10677.0 10677.0 10554.0 10572.5 -116.0 93 2,448 +15
Jun17 161128 10710.0 10710.0 10596.5 10596.5 -116.5 10 56 -1
Total Volume and Open Interest 24,104 13,081 +22
FT-SE 100(EURONEXT)
Dec16 161128 6828.50 6841.00 6766.00 6791.50 -45.50 52,157 733,796 -1,520
Mar17 161128 6766.00 6769.00 6705.50 6728.50 -45.50 50 12,402 -3
Jun17 161128 6658.50 6658.50 6658.50 6658.50 -45.50 0 15 +0
Total Volume and Open Interest 52,207 746,213 -1,523
SPI 200(SFE)
Dec16 161128 5514.0 5526.0 5465.0 5472.0 -42.0 27,596 276,282 -2,238
Mar17 161128 5432.0 5432.0 5422.0 5422.0 -41.0 191 2,047 +55
Jun17 161128 5406.0 5406.0 5406.0 5406.0 -41.0 0 1,443 -46
Total Volume and Open Interest 27,787 280,988 -2,229
FTSE MIB(ISE)
Dec16 161128 16380.00 16425.00 16150.00 16200.00 -312.00 24,992 40,038 -80
Mar17 161128 16255.00 16310.00 16100.00 16140.00 -312.00 22 1,493 +8
Jun17 161128 15790.00 15790.00 15790.00 15790.00 -312.00      
Total Volume and Open Interest 25,014 41,531 -72
KOSPI 200(KFE)
Dec16 161128 252.75 253.15 252.60 253.15 +0.95 116,666 127,995 +89
Mar17 161128 250.10 250.50 250.00 250.50 +0.90 746 21,862 +1,592
Jun17 161128 250.65 251.55 250.65 251.55 +1.40 1 1,877 +1
Total Volume and Open Interest 117,413 156,738 +1,682
GSCI(CME)
Dec16 161128 367.85 372.35 367.85 369.75 +3.80 28 14,808 -17
Jan17 161128 372.95 375.30 372.95 372.95 +3.80 0 100 +0
Feb17 161128 375.20 375.20 375.20 375.20 +3.80      
Total Volume and Open Interest 28 14,908 -17
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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