Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Tue November 29, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161129 1055.00 1058.75 1039.25 1042.50 -13.50 76,517 329,481 +756
Mar17 161129 1063.00 1067.50 1048.00 1051.00 -13.50 35,552 144,972 +5,798
May17 161129 1069.00 1073.50 1054.25 1057.25 -13.25 13,402 73,183 +1,809
Jul17 161129 1073.50 1077.75 1059.25 1061.75 -13.25 14,201 84,587 +646
Aug17 161129 1070.00 1072.25 1058.00 1058.50 -12.75 285 4,518 +63
Sep17 161129 1050.00 1050.00 1040.50 1040.50 -10.75 375 2,018 +106
Nov17 161129 1030.25 1034.00 1023.25 1025.50 -8.50 7,980 50,044 +1,980
Jan18 161129 1031.50 1035.00 1024.75 1026.25 -8.75 253 2,417 +75
Mar18 161129 1020.00 1021.00 1017.50 1018.75 -8.25 1 1,725 -1
May18 161129 1018.50 1018.75 1016.00 1016.00 -8.50 0 353 +0
Jul18 161129 1025.75 1025.75 1017.25 1017.25 -8.50 2 601 +0
Aug18 161129 1012.00 1012.00 1012.00 1012.00 -8.25 0 17 +0
Sep18 161129 1000.00 1000.00 1000.00 1000.00 -8.25 0 17 +0
Nov18 161129 977.75 981.25 975.00 976.50 -5.75 85 799 -30
Total Volume and Open Interest 148,653 694,767 +11,202
Soybean Meal(CBOT)
Dec16 161129 325.50 326.00 320.60 321.70 -4.20 30,820 29,209 -9,699
Jan17 161129 327.60 328.50 323.00 324.20 -4.00 34,031 129,418 +369
Mar17 161129 330.50 331.00 325.50 326.70 -4.10 13,019 88,966 +1,494
May17 161129 332.00 332.20 327.40 328.20 -4.30 5,629 45,056 +1,566
Jul17 161129 332.90 334.00 329.50 330.00 -4.30 2,785 40,356 +824
Aug17 161129 332.10 333.00 328.90 329.00 -4.20 366 5,731 -1
Sep17 161129 327.40 328.60 326.90 327.00 -3.80 263 5,627 -5
Oct17 161129 323.70 324.80 322.60 322.70 -3.50 82 5,115 -22
Dec17 161129 324.20 324.90 321.70 322.30 -3.40 476 20,817 +14
Jan18 161129 322.00 322.00 321.20 321.20 -3.20 17 889 -15
Total Volume and Open Interest 87,539 373,449 -5,487
Soybean Oil(CBOT)
Dec16 161129 36.73 36.97 36.11 36.36 -0.35 34,777 43,690 -13,689
Jan17 161129 36.97 37.25 36.35 36.62 -0.35 62,327 158,408 -2,097
Mar17 161129 37.28 37.51 36.62 36.89 -0.35 20,600 109,045 +40
May17 161129 37.58 37.59 36.74 37.02 -0.34 7,701 51,927 +1,719
Jul17 161129 37.62 37.62 36.84 37.13 -0.31 4,906 44,184 +697
Aug17 161129 37.38 37.38 36.75 37.01 -0.30 1,103 5,210 +154
Sep17 161129 37.05 37.08 36.70 36.83 -0.31 1,311 3,930 +218
Oct17 161129 36.72 36.75 36.41 36.50 -0.28 268 3,666 +22
Dec17 161129 36.76 36.91 36.23 36.46 -0.26 1,052 11,466 +287
Jan18 161129 36.46 36.89 36.46 36.46 -0.25 0 551 +0
Total Volume and Open Interest 134,046 433,038 -12,649
Canola(WCE)
Jan17 161129 524.9 525.8 518.8 519.6 -5.3 8,766 148,695 +1,414
Mar17 161129 532.4 532.4 525.3 526.3 -5.1 6,044 35,635 +1,034
May17 161129 537.3 537.3 530.0 531.4 -5.0 3,316 19,916 +1,363
Jul17 161129 537.0 537.0 529.5 531.7 -4.3 1,932 15,108 +813
Nov17 161129 509.0 509.5 503.5 508.9 -0.1 1,702 11,906 +635
Total Volume and Open Interest 21,796 232,847 +5,260
Corn(CBOT)
Dec16 161129 348.00 348.25 335.50 336.75 -11.75 176,197 142,305 -74,179
Mar17 161129 357.50 357.75 348.00 349.00 -9.25 139,220 664,558 +23,314
May17 161129 364.75 365.00 355.75 356.50 -9.00 32,697 150,929 +1,283
Jul17 161129 372.25 372.75 363.50 364.00 -9.25 18,694 162,566 +5,569
Sep17 161129 379.00 379.75 370.75 371.00 -8.75 2,077 54,728 -39
Dec17 161129 387.25 387.25 379.00 379.75 -8.25 2,861 103,298 -943
Mar18 161129 395.75 395.75 388.00 388.75 -8.00 242 7,878 +66
May18 161129 398.75 398.75 394.75 394.75 -7.50 26 1,403 +4
Jul18 161129 403.50 403.50 399.00 399.00 -7.50 27 1,849 +13
Sep18 161129 395.25 400.50 395.25 395.25 -5.25 0 767 +0
Total Volume and Open Interest 372,100 1,296,732 -44,888
Wheat(CBOT)
Dec16 161129 389.00 389.00 382.75 384.00 -5.50 46,044 56,295 -26,366
Mar17 161129 415.50 415.75 407.75 408.75 -7.75 50,048 254,596 +1,527
May17 161129 429.50 429.50 421.50 422.25 -8.00 8,542 59,097 +380
Jul17 161129 445.75 445.75 437.00 437.75 -8.25 9,010 62,200 +1,795
Sep17 161129 460.25 460.50 452.50 453.00 -8.00 620 10,864 +66
Dec17 161129 478.00 478.00 470.25 471.25 -7.75 834 19,669 +221
Total Volume and Open Interest 115,371 467,092 -22,287
Wheat(KCBT)
Dec16 161129 411.25 411.25 397.75 398.75 -12.75 14,994 21,378 -9,028
Mar17 161129 430.00 430.00 417.25 418.25 -12.25 18,950 126,093 +1,282
May17 161129 442.25 442.25 429.50 430.00 -12.50 2,176 36,487 -137
Jul17 161129 452.75 452.75 440.25 441.00 -12.00 2,774 54,563 -719
Sep17 161129 462.75 462.75 454.75 455.50 -11.75 144 5,206 +15
Dec17 161129 483.25 483.25 474.25 474.25 -10.50 453 7,050 +11
Mar18 161129 485.25 486.00 485.25 486.00 -9.00 350 1,594 +107
Total Volume and Open Interest 39,919 253,253 -8,477
Wheat(MGE)
Dec16 161129 541.00 550.25 528.25 534.25 -7.00 2,507 7,188 -1,316
Mar17 161129 534.75 545.00 531.75 533.75 -1.75 4,439 30,524 +1,039
May17 161129 537.75 546.25 533.75 536.25 -1.50 1,557 11,758 +538
Jul17 161129 541.75 550.00 537.75 540.50 -1.25 434 5,649 +68
Sep17 161129 548.00 552.50 545.75 546.75 -1.25 200 3,848 +11
Dec17 161129 559.25 566.00 556.25 556.25 -2.00 108 2,650 -18
Total Volume and Open Interest 9,245 61,687 +322
Oats(CBOT)
Dec16 161129 204.25 205.00 198.25 198.50 -3.75 338 1,972 -251
Mar17 161129 217.75 219.25 210.75 212.00 -4.75 473 5,404 +105
May17 161129 221.00 221.00 215.50 216.25 -4.25 18 596 +0
Jul17 161129 219.00 219.25 219.00 219.25 -3.50 0 75 +0
Total Volume and Open Interest 845 8,135 -132
Rough Rice(CBOT)
Jan17 161129 9.59 9.65 9.52 9.53 -0.05 197 10,799 -60
Mar17 161129 9.84 9.88 9.78 9.78 -0.06 53 1,256 +1
May17 161129 10.03 10.03 10.00 10.03 -0.06 6 21 +0
Jul17 161129 10.21 10.21 10.20 10.21 -0.01 0 9 +0
Total Volume and Open Interest 256 12,093 -59
Live Cattle(CME)
Dec16 161129 109.080 109.480 108.580 108.930 -0.370 9,566 42,392 -2,065
Feb17 161129 110.600 111.080 109.830 110.300 -0.735 20,405 106,178 +3,266
Apr17 161129 110.385 110.750 109.635 110.200 -0.600 9,394 66,233 +1,226
Jun17 161129 101.385 101.885 100.980 101.600 -0.250 7,603 45,778 +638
Aug17 161129 98.050 98.580 97.785 98.450 -0.030 2,595 15,299 +150
Oct17 161129 98.200 98.885 98.080 98.800 +0.015 955 8,164 +131
Total Volume and Open Interest 50,982 287,465 +3,502
Feeder Cattle(CME)
Jan17 161129 126.230 127.750 125.580 126.980 +0.180 3,647 22,564 -120
Mar17 161129 122.600 123.650 121.480 123.285 +0.250 2,571 11,728 +408
Apr17 161129 122.385 123.285 121.230 123.035 +0.335 948 4,586 +33
May17 161129 121.000 122.250 120.385 122.035 +0.285 735 3,727 +30
Aug17 161129 121.830 122.885 121.450 122.580 -0.270 283 1,665 +57
Sep17 161129 120.580 121.135 119.930 120.680 -0.320 34 87 +12
Oct17 161129 119.250 120.000 118.600 119.250 +0.020 0 18 +0
Total Volume and Open Interest 8,218 44,375 +420
Lean Hogs(CME)
Dec16 161129 50.580 50.950 50.285 50.350 -0.080 5,663 40,182 -1,409
Feb17 161129 55.650 55.785 54.630 54.700 -1.130 9,204 99,015 -219
Apr17 161129 62.130 62.250 60.930 61.035 -1.265 3,996 44,130 -45
May17 161129 68.480 68.480 68.300 68.300 -1.380 13 869 +3
Jun17 161129 73.730 73.730 72.535 72.635 -1.065 2,397 19,133 -274
Jul17 161129 74.135 74.135 73.150 73.250 -0.980 1,145 10,208 +192
Aug17 161129 74.135 74.135 73.330 73.480 -0.850 420 6,825 +171
Oct17 161129 62.700 62.700 62.100 62.100 -1.000 188 2,113 +82
Total Volume and Open Interest 23,026 223,711 -1,499
Class III Milk(CME)
Nov16 161129 16.74 16.75 16.72 16.72 unch 0 4,882 +0
Dec16 161129 16.90 17.00 16.89 16.92 -0.01 0 6,024 +0
Jan17 161129 16.39 16.47 16.36 16.43 +0.06 0 3,570 +0
Feb17 161129 16.27 16.34 16.26 16.34 +0.11 0 3,283 +0
Mar17 161129 16.26 16.33 16.26 16.31 +0.07 0 2,800 +0
Apr17 161129 16.28 16.32 16.26 16.32 +0.06 0 2,432 +0
May17 161129 16.35 16.37 16.32 16.37 +0.07 0 2,267 +0
Jun17 161129 16.54 16.56 16.50 16.53 +0.05 0 2,084 +0
Jul17 161129 16.76 16.79 16.75 16.79 +0.10 0 1,179 +0
Aug17 161129 16.92 16.92 16.90 16.90 +0.05 0 1,188 +0
Sep17 161129 17.10 17.10 17.07 17.10 +0.02 0 1,180 +0
Oct17 161129 17.03 17.03 17.03 17.03 +0.04 0 819 +0
Nov17 161129 16.96 16.96 16.96 16.96 +0.02 0 742 +0
Total Volume and Open Interest 0 33,781 +0
Cocoa(ICE)
Dec16 161129 2426 2426 2405 2405 +2 6 82 -6
Mar17 161129 2405 2428 2387 2415 +13 9,716 142,888 -795
May17 161129 2396 2419 2379 2407 +14 2,321 46,807 +343
Jul17 161129 2391 2413 2376 2403 +13 2,062 26,774 +1,247
Sep17 161129 2399 2420 2386 2412 +14 231 12,231 -39
Dec17 161129 2409 2424 2400 2422 +14 183 5,919 -6
Mar18 161129 2425 2437 2407 2433 +14 378 8,232 +251
Total Volume and Open Interest 15,076 245,220 +1,163
Coffee "C"(ICE)
Dec16 161129 152.65 152.65 149.85 149.90 -3.10 59 249 -107
Mar17 161129 157.00 157.40 152.50 153.05 -3.60 15,610 108,074 -270
May17 161129 159.35 159.55 154.80 155.35 -3.55 2,869 41,631 -1,185
Jul17 161129 161.05 161.45 156.90 157.40 -3.55 1,796 13,239 +83
Sep17 161129 162.85 163.30 158.80 159.30 -3.50 993 7,973 +192
Dec17 161129 164.95 165.60 161.65 162.10 -3.45 327 10,416 +129
Total Volume and Open Interest 21,803 186,957 -1,177
Orange Juice(ICE)
Jan17 161129 214.35 217.40 209.80 215.40 +0.95 669 13,665 +8
Mar17 161129 208.75 213.85 206.70 212.10 +0.95 104 1,648 +33
May17 161129 208.85 211.00 208.05 210.20 +0.50 34 464 +11
Jul17 161129 208.95 208.95 208.95 208.95 +0.80 5 124 +3
Sep17 161129 205.60 205.60 205.60 205.60 +0.80      
Nov17 161129 202.70 202.70 202.70 202.70 +0.80 0 2 +0
Total Volume and Open Interest 812 15,903 +55
Sugar #11(ICE)
Mar17 161129 20.15 20.32 19.58 19.66 -0.28 30,333 394,529 +588
May17 161129 19.58 19.70 19.05 19.12 -0.24 11,224 163,562 +1,028
Jul17 161129 18.84 18.98 18.43 18.50 -0.22 7,189 121,207 -505
Oct17 161129 18.44 18.58 18.11 18.16 -0.21 2,578 70,152 +244
Mar18 161129 18.36 18.42 18.01 18.07 -0.20 1,004 38,115 -33
May18 161129 17.76 17.82 17.47 17.50 -0.18 440 13,105 +143
Jul18 161129 17.10 17.10 16.91 16.93 -0.17 100 9,322 +38
Oct18 161129 16.85 16.91 16.74 16.76 -0.15 56 8,036 +45
Total Volume and Open Interest 53,249 823,139 +1,589
London Cocoa(LCE)
Dec16 161129 2031 2031 1974 1993 -40 4,255 72,427 -549
Mar17 161129 1974 1974 1953 1968 -7 10,262 93,231 -284
May17 161129 1971 1971 1952 1967 -5 4,121 56,874 -31
Jul17 161129 1984 1984 1967 1980 -4 2,667 19,042 +24
Sep17 161129 1990 1992 1976 1989 -3 996 26,334 +59
Dec17 161129 1989 1991 1978 1989 -2 830 15,436 +560
Mar18 161129 1988 1995 1982 1990 unch 390 6,825 +236
Total Volume and Open Interest 23,531 290,543 +25
London Sugar(LCE)
Mar17 161129 535.00 537.50 523.70 525.20 -4.20 3,111 36,643 -227
May17 161129 528.10 530.60 516.90 518.80 -4.00 2,030 19,819 +68
Aug17 161129 515.30 517.10 505.90 506.60 -3.70 905 8,186 +149
Oct17 161129 497.70 499.40 488.00 489.70 -3.40 296 10,254 -47
Dec17 161129 488.00 488.00 481.50 482.10 -3.50 22 2,029 -10
Total Volume and Open Interest 6,366 78,616 -67
Cotton(ICE)
Dec16 161129 73.50 73.50 72.25 72.38 -0.89 155 1,192 -157
Mar17 161129 72.10 72.10 70.87 71.30 -0.72 8,549 182,854 +355
May17 161129 72.24 72.52 71.44 71.75 -0.77 2,469 37,353 +359
Jul17 161129 72.27 72.40 71.55 71.75 -0.81 639 13,694 +126
Oct17 161129 70.94 70.94 70.94 70.94 -0.77 0 33 +0
Dec17 161129 69.75 70.11 69.55 69.67 -0.75 102 17,384 -15
Total Volume and Open Interest 11,916 253,666 +668
Lumber(CME)
Jan17 161129 336.8 336.8 328.8 330.3 -7.6 164 2,827 -119
Mar17 161129 345.1 345.9 339.7 341.2 -6.2 90 562 +32
May17 161129 347.6 347.6 344.5 347.0 -4.1 13 131 +4
Jul17 161129 352.9 360.9 352.6 352.9 -1.3 15 32 +3
Total Volume and Open Interest 289 3,585 -76
Crude Oil(NYM)
Jan17 161129 46.88 46.98 44.82 45.23 -1.85 465,977 633,895 -3,360
Feb17 161129 47.85 47.86 45.74 46.13 -1.86 72,641 169,418 +2,065
Mar17 161129 48.69 48.69 46.62 47.00 -1.86 36,912 235,910 +2,949
Apr17 161129 49.35 49.37 47.34 47.72 -1.85 20,523 102,163 -502
May17 161129 49.74 49.93 47.90 48.30 -1.83 11,323 83,003 +657
Jun17 161129 50.19 50.30 48.33 48.73 -1.82 26,458 188,575 +5,042
Jul17 161129 50.46 50.46 48.66 49.04 -1.81 4,905 40,236 +263
Aug17 161129 50.50 50.56 48.90 49.26 -1.79 1,821 33,774 +52
Sep17 161129 50.58 50.58 49.10 49.43 -1.78 3,471 49,454 -959
Oct17 161129 50.85 50.85 49.26 49.57 -1.77 1,122 28,706 +57
Nov17 161129 50.73 50.73 49.42 49.71 -1.75 512 29,298 +167
Dec17 161129 51.20 51.30 49.55 49.86 -1.74 15,317 181,440 -123
Jan18 161129 50.20 50.20 49.97 49.97 -1.73 281 28,455 +66
Feb18 161129 50.08 51.00 50.08 50.08 -1.72 146 8,088 +8
Mar18 161129 50.00 50.18 50.00 50.18 -1.71 385 23,990 +124
Apr18 161129 50.28 54.45 50.28 50.28 -1.70 127 4,722 +23
Total Volume and Open Interest 670,728 2,011,189 +7,913
e-miNY Crude Oil(NYM)
Jan17 161129 46.900 46.975 44.825 45.225 -1.850 9,926 2,643 +359
Feb17 161129 47.550 47.850 45.800 46.125 -1.875 170 966 +20
Mar17 161129 48.700 48.700 46.675 47.000 -1.850 53 315 +3
Apr17 161129 48.875 48.875 47.400 47.725 -1.850 8 246 +4
May17 161129 48.175 48.475 47.950 48.300 -1.825 1 118 +0
Jun17 161129 50.300 50.300 48.350 48.725 -1.825 23 190 +21
Jul17 161129 48.725 49.050 48.725 49.050 -1.800 22 103 -22
Aug17 161129 49.250 52.300 49.250 49.250 -1.800 0 135 +0
Sep17 161129 49.425 49.625 49.425 49.425 -1.775 10 49 -10
Oct17 161129 49.575 50.050 49.575 49.575 -1.775 10 31 -10
Total Volume and Open Interest 10,234 4,975 +359
NY Harbor ULSD(NYM)
Dec16 161129 151.08 151.13 145.52 146.27 -5.01 13,579 20,513 -6,555
Jan17 161129 152.07 152.63 146.84 147.78 -5.07 34,901 105,152 +1,737
Feb17 161129 153.85 154.01 148.24 149.18 -5.06 12,152 54,325 +940
Mar17 161129 154.70 154.97 149.31 150.18 -5.08 8,938 54,582 +859
Apr17 161129 153.94 153.95 149.64 150.42 -5.09 5,062 36,744 +692
May17 161129 153.09 153.09 150.41 151.18 -5.08 1,874 21,035 +9
Jun17 161129 155.41 155.41 151.26 151.97 -5.08 4,026 38,275 +603
Jul17 161129 153.56 154.11 153.08 153.08 -5.03 629 6,169 +38
Aug17 161129 154.52 155.06 154.21 154.21 -4.97 623 4,994 -138
Sep17 161129 156.00 156.38 155.48 155.48 -4.90 637 6,484 +124
Oct17 161129 157.44 157.44 156.67 156.67 -4.85 380 3,318 +2
Nov17 161129 158.31 158.50 157.80 157.80 -4.79 331 3,081 +28
Dec17 161129 162.24 162.52 158.25 158.87 -4.74 1,787 28,951 +179
Jan18 161129 160.70 160.70 160.03 160.03 -4.67 156 2,695 +117
Total Volume and Open Interest 85,097 398,644 -1,361
RBOB Gasoline(NYM)
Dec16 161129 141.27 141.27 136.25 137.71 -3.56 13,906 24,161 -3,792
Jan17 161129 141.40 141.49 136.38 137.72 -3.74 34,303 148,449 -493
Feb17 161129 142.30 142.32 137.20 138.51 -3.80 13,356 39,528 -224
Mar17 161129 144.50 144.50 139.39 140.65 -3.92 7,402 39,924 +707
Apr17 161129 164.16 164.17 159.21 160.41 -4.06 4,807 34,183 +700
May17 161129 165.21 165.21 160.65 161.81 -4.05 2,318 19,158 -116
Jun17 161129 164.68 164.68 160.66 161.75 -4.03 2,745 23,675 -108
Jul17 161129 161.60 161.60 160.67 160.72 -4.06 959 6,598 +47
Aug17 161129 160.41 160.41 158.72 159.07 -4.06 614 4,766 -40
Sep17 161129 158.04 158.04 156.36 156.63 -4.07 533 7,499 +11
Total Volume and Open Interest 81,739 375,002 -3,338
e-miNY RBOB Gasoline(NYM)
Dec16 161129 137.71 137.71 137.71 137.71 -3.56 1 0 -1
Jan17 161129 137.72 137.72 137.72 137.72 -3.74      
Feb17 161129 138.51 138.51 138.51 138.51 -3.80      
Mar17 161129 140.70 140.70 140.65 140.70 -3.87      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Jan17 161129 3.359 3.367 3.277 3.315 -0.005 76,463 296,894 -1,442
Feb17 161129 3.381 3.392 3.302 3.341 -0.005 14,987 80,926 -700
Mar17 161129 3.355 3.368 3.275 3.319 -0.009 17,827 183,927 +1,125
Apr17 161129 3.270 3.273 3.187 3.233 -0.011 15,594 102,158 -1,119
May17 161129 3.261 3.261 3.177 3.227 -0.009 7,099 70,084 +735
Jun17 161129 3.280 3.290 3.200 3.253 -0.010 5,247 48,704 +707
Jul17 161129 3.300 3.311 3.233 3.280 -0.009 2,998 32,135 -668
Aug17 161129 3.306 3.306 3.228 3.275 -0.009 1,646 22,658 +229
Sep17 161129 3.283 3.283 3.215 3.257 -0.010 1,807 25,301 +235
Oct17 161129 3.300 3.304 3.236 3.276 -0.007 7,076 73,305 +1,381
Nov17 161129 3.339 3.340 3.277 3.319 -0.003 2,450 25,742 +328
Dec17 161129 3.458 3.465 3.419 3.451 -0.007 2,038 28,861 +524
Jan18 161129 3.559 3.560 3.493 3.545 -0.003 4,593 27,811 +237
Feb18 161129 3.516 3.516 3.488 3.500 -0.005 1,510 8,392 +492
Mar18 161129 3.421 3.421 3.386 3.405 -0.005 2,684 22,699 +1,043
Apr18 161129 2.892 2.900 2.850 2.882 -0.010 1,845 26,966 +756
Total Volume and Open Interest 203,466 1,153,852 -4,881
Brent Crude Oil(ICE)
Jan17 161129 48.07 48.10 45.92 46.38 -1.86 181,171 151,260 -24,513
Feb17 161129 49.06 49.07 46.91 47.32 -1.89 172,828 527,800 +2,528
Mar17 161129 49.79 49.81 47.70 48.09 -1.88 66,446 330,276 -3,246
Apr17 161129 50.40 50.42 48.36 48.74 -1.86 29,265 141,188 +1,315
May17 161129 50.94 50.95 48.95 49.30 -1.84 19,292 109,526 +328
Jun17 161129 51.39 51.42 49.43 49.79 -1.82 44,871 200,648 -15
Jul17 161129 51.77 51.77 49.85 50.18 -1.80 10,546 52,127 -1,173
Aug17 161129 52.05 52.05 50.18 50.47 -1.79 4,810 38,248 +774
Sep17 161129 52.28 52.28 50.44 50.71 -1.79 4,676 65,499 +537
Oct17 161129 52.18 52.18 50.91 50.91 -1.79 2,087 32,322 -266
Nov17 161129 52.92 52.92 51.10 51.10 -1.79 1,799 22,793 -573
Dec17 161129 52.81 52.86 51.06 51.30 -1.78 29,211 200,406 +2,027
Jan18 161129 52.33 52.33 51.50 51.50 -1.77 550 26,564 +76
Feb18 161129 52.53 52.53 51.70 51.70 -1.75 238 18,393 +11
Total Volume and Open Interest 587,076 2,235,385 -22,732
Gas Oil(ICE)
Dec16 161129 440.00 440.00 421.25 425.50 -14.75 44,793 115,558 -3,818
Jan17 161129 443.75 443.75 424.75 429.00 -14.75 53,696 154,598 +1,117
Feb17 161129 447.75 447.75 428.75 433.00 -14.50 19,011 82,991 +3,135
Mar17 161129 450.00 450.00 432.00 436.25 -14.50 13,418 57,028 +1,604
Apr17 161129 453.25 453.25 435.25 439.25 -14.25 7,398 35,429 +256
May17 161129 455.50 455.50 438.50 442.25 -14.50 2,949 30,708 +507
Jun17 161129 458.75 458.75 441.25 445.00 -14.50 8,503 75,831 -137
Jul17 161129 461.75 462.00 445.25 448.75 -14.25 976 22,660 +568
Aug17 161129 465.00 465.25 450.25 452.25 -14.00 1,158 15,411 -3
Sep17 161129 468.25 468.25 453.50 455.50 -14.00 1,655 28,929 -390
Total Volume and Open Interest 163,484 823,415 +2,153
Ethanol(CBOT)
Dec16 161129 1.606 1.606 1.580 1.599 -0.017 42 309 -12
Jan17 161129 1.550 1.550 1.515 1.518 -0.036 59 3,945 +35
Feb17 161129 1.520 1.520 1.488 1.489 -0.037 25 590 -21
Mar17 161129 1.520 1.520 1.495 1.496 -0.037 1 441 -1
Apr17 161129 1.522 1.522 1.510 1.510 -0.037 0 336 +0
May17 161129 1.517 1.517 1.482 1.517 -0.037 0 6 +0
Jun17 161129 1.516 1.516 1.516 1.516 -0.037      
Jul17 161129 1.516 1.516 1.516 1.516 -0.037      
Total Volume and Open Interest 127 5,643 +1
WTI Crude Oil(ICE)
Jan17 161129 46.92 46.96 44.83 45.23 -1.85 32,690 94,757 -2,106
Feb17 161129 47.80 47.80 45.72 46.13 -1.86 21,070 89,172 -103
Mar17 161129 48.66 48.66 46.61 47.00 -1.86 14,175 52,102 -1,073
Apr17 161129 49.16 49.20 47.34 47.72 -1.85 5,173 17,014 +247
May17 161129 49.88 49.88 47.91 48.30 -1.83 1,911 14,661 -125
Jun17 161129 50.26 50.26 48.35 48.73 -1.82 6,656 61,928 -14
Jul17 161129 50.47 50.47 48.68 49.04 -1.81 587 6,981 -4
Aug17 161129 49.39 49.44 49.21 49.26 -1.79 264 6,345 -40
Sep17 161129 50.83 50.83 49.21 49.43 -1.78 784 16,464 +216
Oct17 161129 49.57 49.57 49.57 49.57 -1.77 68 4,518 -2
Nov17 161129 49.71 49.71 49.71 49.71 -1.75 60 2,746 +18
Dec17 161129 50.73 50.73 49.58 49.86 -1.74 3,547 71,713 +539
Jan18 161129 49.97 49.97 49.97 49.97 -1.73 13 1,123 +13
Feb18 161129 50.08 50.08 50.08 50.08 -1.72 6 698 +0
Mar18 161129 50.18 50.18 50.18 50.18 -1.71 0 3,558 +0
Apr18 161129 50.28 50.28 50.28 50.28 -1.70 0 926 +0
Total Volume and Open Interest 87,582 514,501 -2,435
US Dollar Index(ICE)
Dec16 161129 101.270 101.690 100.940 100.950 -0.418 31,655 85,049 -2,289
Mar17 161129 101.200 101.590 100.850 100.855 -0.422 1,467 9,004 -127
Jun17 161129 101.145 101.450 100.780 100.780 -0.423 20 624 +10
Total Volume and Open Interest 33,145 94,941 -2,405
Australian Dollar(CME)
Dec16 161129 74.85 74.94 74.28 74.85 +0.15 110,680 94,584 -2,052
Mar17 161129 74.72 74.78 74.14 74.70 +0.14 1,376 2,793 +243
Jun17 161129 74.54 74.54 73.65 74.54 +0.15 5 65 +0
Total Volume and Open Interest 112,061 97,459 -1,809
British Pound(CME)
Dec16 161129 124.18 125.31 123.93 125.10 +0.92 113,603 231,959 -896
Mar17 161129 124.29 125.58 124.22 125.38 +0.92 1,088 9,734 +220
Jun17 161129 125.55 125.84 124.56 125.65 +0.89 5 627 -19
Total Volume and Open Interest 114,696 242,506 -695
Canadian Dollar(CME)
Dec16 161129 74.63 74.64 74.19 74.56 +0.02 60,567 112,213 -271
Mar17 161129 74.68 74.71 74.28 74.64 +0.02 752 4,098 +86
Jun17 161129 74.49 74.79 74.38 74.72 +0.01 56 615 +2
Sep17 161129 74.66 74.85 74.50 74.81 +0.01 4 350 +4
Total Volume and Open Interest 61,380 117,668 -178
Japanese Yen(CME)
Dec16 161129 89.47 89.65 88.29 89.11 -0.02 229,195 189,008 +6,208
Mar17 161129 89.89 90.05 88.72 89.53 -0.01 1,544 4,864 +280
Jun17 161129 90.33 90.38 89.23 89.96 -0.04 45 146 +8
Total Volume and Open Interest 230,785 194,048 +6,496
Swiss Franc(CME)
Dec16 161129 98.75 99.00 98.36 98.98 +0.26 27,609 64,136 +2,156
Mar17 161129 99.36 99.56 98.95 99.55 +0.26 55 336 +11
Jun17 161129 100.18 100.18 99.65 100.18 +0.24 0 15 +0
Total Volume and Open Interest 27,664 64,496 +2,167
EuroFX(CME)
Dec16 161129 106.19 106.63 105.74 106.56 +0.51 247,723 434,571 +4,639
Mar17 161129 106.69 107.11 106.22 107.04 +0.51 2,262 15,788 +485
Jun17 161129 107.03 107.60 106.78 107.55 +0.49 143 1,851 +5
Total Volume and Open Interest 250,143 452,459 +5,141
Mexican Peso(CME)
Dec16 161129 483.25 484.75 481.25 484.25 +1.00 35,361 127,172 +1,190
Jan17 161129 482.75 482.75 482.75 482.75 +1.00      
Total Volume and Open Interest 35,407 158,264 +1,206
Brazilian Real(CME)
Dec16 161129 295.30 295.65 292.40 294.25 -0.45 10,543 20,297 -4,947
Jan17 161129 291.95 291.95 290.15 291.40 -0.60 8,910 8,569 +8,249
Feb17 161129 289.30 289.30 287.85 289.05 -0.30      
Mar17 161129 285.80 286.90 283.85 286.85 -0.40 1,115 965 +697
Total Volume and Open Interest 20,568 29,831 +3,999
30-Year T-Bonds(CBOT)
Dec16 161129 153~240 154~110 153~030 154~040 +0~140 224,969 300,880 -51,138
Mar17 161129 152~110 153~000 151~240 152~250 +0~140 86,137 282,554 +37,973
Jun17 161129 151~290 151~290 151~180 151~290 +0~140 0 1 +0
Total Volume and Open Interest 311,106 583,435 -13,165
10-Year T-Notes(CBOT)
Dec16 161129 125~225 125~265 125~115 125~245 +0~040 1,479,196 1,456,202 -416,752
Mar17 161129 125~015 125~055 124~220 125~035 +0~040 741,277 1,688,530 +377,364
Jun17 161129 124~275 124~275 124~275 124~275 +0~040      
Total Volume and Open Interest 2,220,473 3,144,732 -39,388
5-Year T-Notes(CBOT)
Dec16 161129 118~182 118~204 118~114 118~196 +0~032 1,076,744 1,232,762 -469,071
Mar17 161129 118~014 118~044 117~276 118~040 +0~030 660,377 1,869,271 +253,836
Jun17 161129 117~310 117~310 117~256 117~310 +0~030 0 1 +0
Total Volume and Open Interest 1,737,121 3,102,034 -215,235
2 Year T-Notes(CBOT)
Dec16 161129 108~212 108~220 108~196 108~216 +0~006 502,392 509,545 -127,428
Mar17 161129 108~134 108~144 108~120 108~142 +0~010 339,636 687,540 +134,241
Jun17 161129 108~142 108~142 108~142 108~142 +0~010      
Total Volume and Open Interest 842,028 1,197,085 +6,813
Eurodollars(CME)
Dec16 161129 99.012 99.020 99.007 99.018 +0.010 218,074 1,387,836 -7,522
Mar17 161129 98.960 98.980 98.955 98.970 +0.015 159,716 1,422,263 +5,331
Jun17 161129 98.835 98.855 98.825 98.845 +0.015 145,406 1,497,113 -3,858
Sep17 161129 98.740 98.760 98.725 98.755 +0.025 124,978 1,087,512 -5,690
Dec17 161129 98.615 98.635 98.590 98.630 +0.025 242,918 1,535,845 -10,212
Mar18 161129 98.525 98.555 98.505 98.550 +0.035 154,682 813,450 -186
Jun18 161129 98.415 98.450 98.385 98.440 +0.030 110,358 633,847 +5,889
Sep18 161129 98.320 98.345 98.280 98.340 +0.035 92,849 481,611 +2,087
Dec18 161129 98.215 98.235 98.165 98.230 +0.035 133,455 764,196 -10,725
Mar19 161129 98.130 98.155 98.085 98.155 +0.040 92,802 568,393 +9,285
Jun19 161129 98.050 98.080 98.005 98.075 +0.040 72,054 495,515 +2,407
Sep19 161129 97.975 98.005 97.930 98.005 +0.045 76,960 398,010 -8,752
Dec19 161129 97.895 97.925 97.855 97.925 +0.045 72,279 355,521 -8,843
Mar20 161129 97.835 97.870 97.800 97.865 +0.045 48,247 230,706 -1,798
Jun20 161129 97.780 97.810 97.740 97.805 +0.045 32,598 147,677 -1,537
Sep20 161129 97.730 97.755 97.685 97.750 +0.040 31,810 113,886 -472
Dec20 161129 97.670 97.690 97.625 97.690 +0.040 27,476 131,943 +1,133
Mar21 161129 97.620 97.645 97.580 97.640 +0.035 26,384 97,640 -969
Total Volume and Open Interest 1,921,395 12,429,556 -32,931
Ultra T-Bond(CBOT)
Dec16 161129 163~06 164~02 162~14 163~23 +0~20 107,293 291,405 -44,671
Mar17 161129 162~20 163~19 161~29 163~09 +0~24 70,777 406,297 +39,614
Jun17 161129 162~19 162~19 162~19 162~19 +0~24      
Total Volume and Open Interest 178,070 697,702 -5,057
Ultra 10-Yr T-Note(CBOT)
Dec16 161129 135~200 135~290 135~065 135~260 +0~080 90,058 145,793 -20,286
Mar17 161129 135~030 135~115 134~205 135~085 +0~080 38,436 166,386 +27,147
Jun17 161129 135~085 135~085 135~085 135~085 +0~080      
Total Volume and Open Interest 128,494 312,179 +6,861
30 Day Federal Funds(CBOT)
Nov16 161129 99.595 99.595 99.592 99.592 unch 805 187,019 -175
Dec16 161129 99.473 99.475 99.470 99.470 unch 2,271 83,246 +118
Jan17 161129 99.370 99.375 99.365 99.370 unch 18,385 222,556 +3,274
Feb17 161129 99.355 99.360 99.350 99.355 +0.005 8,357 83,680 +430
Mar17 161129 99.325 99.335 99.320 99.330 +0.010 9,645 68,954 +2,690
Apr17 161129 99.310 99.325 99.305 99.320 +0.015 9,183 99,169 -1,801
Total Volume and Open Interest 63,911 970,774 +6,894
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 161129 178.52 178.58 176.56 177.04 -1.72 36,000 164,100 -2,986
Mar17 161129 176.36 176.54 174.60 175.04 -1.76 6,177 59,852 +2,547
Jun17 161129 173.10 175.02 172.70 173.06 -1.72 19 5 +0
Total Volume and Open Interest 42,196 223,957 -439
Euro-Bund(EUREX)
Dec16 161129 161.98 162.01 161.33 161.50 -0.52 430,067 1,452,652 -65,926
Mar17 161129 163.77 163.77 163.01 163.19 -0.60 32,757 329,623 -1,089
Jun17 161129 160.75 160.75 160.50 160.50 -0.38 0 8 +0
Total Volume and Open Interest 462,824 1,782,283 -67,015
Euro-Bobl(EUREX)
Dec16 161129 131.64 131.66 131.46 131.52 -0.09 403,416 1,072,331 -48,398
Mar17 161129 133.16 133.16 132.92 132.99 -0.12 29,041 210,752 +21,900
Jun17 161129 131.77 131.77 131.77 131.77 -0.09      
Total Volume and Open Interest 432,457 1,283,083 -26,498
Euro-Schatz(EUREX)
Dec16 161129 112.33 112.34 112.28 112.29 -0.01 260,035 1,000,705 -5,018
Mar17 161129 112.21 112.21 112.15 112.17 -0.03 48,017 171,660 +9,559
Jun17 161129 112.29 112.29 112.29 112.29 -0.01      
Total Volume and Open Interest 308,052 1,172,365 +4,541
3-Mth Euribor(EUREX)
Dec16 161129 100.310 100.310 100.310 100.310 unch 60 3,231 +0
Mar17 161129 100.295 100.295 100.295 100.295 unch 101 3,345 +0
Jun17 161129 100.280 100.285 100.280 100.285 unch 23 33,611 -15
Total Volume and Open Interest 294 73,217 -58
Long Gilt(LIFFE)
Dec16 161129 124~07 124~20 124~02 124~11 -0~03 327,425 221,764 -126,938
Mar17 161129 123~17 123~31 123~12 123~21 -0~04 225,035 470,239 +120,603
Total Volume and Open Interest 552,460 692,003 -6,335
3-Mth Short Sterling(LIFFE)
Dec16 161129 99.61 99.61 99.61 99.61 unch 31,650 454,756 +6,345
Mar17 161129 99.58 99.59 99.57 99.58 unch 23,478 377,529 +2,655
Jun17 161129 99.55 99.56 99.54 99.55 unch 18,326 360,185 -500
Sep17 161129 99.52 99.52 99.50 99.51 -0.01 40,158 317,493 +1,792
Dec17 161129 99.47 99.48 99.46 99.47 unch 47,119 288,456 +3,676
Mar18 161129 99.43 99.43 99.40 99.42 unch 35,525 180,525 -1,156
Total Volume and Open Interest 400,450 2,752,019 +8,472
3-Mth Euribor(LIFFE)
Dec16 161129 100.310 100.315 100.305 100.310 unch 16,663 418,419 -2,455
Mar17 161129 100.300 100.300 100.295 100.295 unch 31,800 438,397 +1,683
Jun17 161129 100.285 100.290 100.280 100.285 unch 30,729 401,621 +88
Total Volume and Open Interest 297,983 3,281,423 +292
3-Mth Aus T-Bills(SFE)
Dec16 161129 98.21 98.22 98.21 98.22 unch 3,346 112,089 -4,303
Mar17 161129 98.22 98.23 98.21 98.23 unch 9,686 204,144 -168
Jun17 161129 98.22 98.22 98.20 98.22 unch 13,106 208,187 -692
Sep17 161129 98.17 98.18 98.16 98.17 -0.01 12,062 145,066 +1,294
Dec17 161129 98.11 98.12 98.09 98.10 -0.01 12,750 158,801 -267
Mar18 161129 98.03 98.05 98.02 98.02 -0.01 5,642 92,784 +1,234
Jun18 161129 97.95 97.96 97.92 97.94 -0.01 5,653 62,096 -9
Sep18 161129 97.86 97.87 97.84 97.85 -0.01 4,880 36,641 +1,596
Dec18 161129 97.76 97.77 97.76 97.76 -0.01 40 7,911 +9
Mar19 161129 97.68 97.68 97.67 97.68 unch 4 3,393 -104
Total Volume and Open Interest 67,169 1,034,030 -1,410
10-Year Aus T-Bonds(SFE)
Dec16 161129 97.33 97.37 97.32 97.33 -0.01 87,010 951,919 -3,831
Mar17 161129 97.28 97.28 97.28 97.28 -0.02 0 15 +0
Total Volume and Open Interest 87,010 951,934 -3,831
3-Year Aus T-Bonds(SFE)
Dec16 161129 98.10 98.13 98.07 98.09 -0.02 205,073 954,775 +6,763
Mar17 161129 98.08 98.10 98.06 98.06 -0.02 334 384 +334
Total Volume and Open Interest 205,407 955,159 +7,097
Gold(CMX)
Dec16 161129 1193.2 1194.8 1179.4 1187.9 -2.9 300,283 77,556 -28,513
Feb17 161129 1196.6 1197.7 1182.6 1190.8 -3.0 90,855 222,491 +18,991
Apr17 161129 1199.5 1200.7 1185.9 1194.0 -3.0 5,218 33,251 +1,421
Jun17 161129 1203.4 1203.4 1189.0 1197.0 -3.0 5,324 37,953 -4
Aug17 161129 1194.2 1199.7 1194.2 1199.7 -3.0 337 10,409 +37
Oct17 161129 1206.0 1206.0 1202.4 1202.4 -3.0 86 2,029 +26
Dec17 161129 1210.2 1210.2 1197.1 1205.0 -3.1 600 19,346 +156
Feb18 161129 1206.0 1208.1 1206.0 1208.1 -3.1 73 206 +6
Apr18 161129 1206.0 1211.1 1206.0 1211.1 -3.1 90 47 +1
Jun18 161129 1209.9 1214.1 1206.8 1214.1 -3.1 589 4,320 +98
Aug18 161129 1217.2 1217.2 1217.2 1217.2 -3.1      
Total Volume and Open Interest 405,078 415,587 -7,799
Silver(CMX)
Dec16 161129 1660.5 1670.0 1639.0 1666.1 +7.8 91,685 27,148 -13,247
Mar17 161129 1669.0 1678.0 1647.0 1674.0 +6.5 42,955 112,399 +10,627
May17 161129 1678.0 1684.5 1654.5 1680.7 +6.5 2,418 10,114 +973
Jul17 161129 1687.0 1687.5 1661.0 1687.2 +6.6 824 5,963 +76
Sep17 161129 1695.0 1695.0 1693.0 1693.4 +6.7 126 1,013 -10
Dec17 161129 1685.0 1703.5 1684.0 1702.0 +6.8 156 5,140 -2
Mar18 161129 1710.2 1720.0 1710.2 1710.2 +6.8 0 2 +0
Total Volume and Open Interest 139,259 166,174 -1,409
Platinum(NYMEX)
Jan17 161129 925.7 930.4 917.1 921.3 -2.0 18,832 58,330 +895
Apr17 161129 929.1 932.9 920.5 924.6 -1.9 1,042 8,503 +717
Jul17 161129 931.6 931.6 925.6 928.6 -1.8 14 187 +8
Oct17 161129 933.2 933.2 930.0 933.2 -1.0 2 189 +0
Total Volume and Open Interest 19,993 67,280 +1,625
Palladium(NYMEX)
Dec16 161129 755.55 766.00 754.00 763.65 +7.30 6,254 3,451 -3,080
Mar17 161129 759.10 767.65 755.05 765.25 +7.25 5,112 22,739 +2,746
Jun17 161129 760.00 767.05 760.00 766.05 +7.25 22 176 +5
Total Volume and Open Interest 11,400 26,373 -330
Copper(CMX)
Dec16 161129 265.15 266.20 257.35 259.50 -6.15 156,257 19,448 -12,663
Mar17 161129 266.55 267.70 258.90 261.00 -6.05 77,262 146,678 +5,167
May17 161129 267.40 267.45 259.70 261.65 -5.95 6,342 27,529 +2,379
Jul17 161129 262.85 264.90 260.10 262.10 -5.85 3,060 16,018 +373
Sep17 161129 263.60 264.25 260.55 262.35 -5.80 2,930 5,223 +377
Total Volume and Open Interest 250,140 229,982 -3,422
E-mini DJIA Index(CBOT)
Dec16 161129 19087 19132 19059 19115 +35 84,532 137,206 +1,335
Mar17 161129 19015 19066 18997 19052 +33 803 5,404 +340
Jun17 161129 18985 18985 18984 18984 +33 1 34 -1
Sep17 161129 18899 18899 18899 18899 +33      
Total Volume and Open Interest 85,336 142,644 +1,674
S & P 500(CME)
Dec16 161129 2200.00 2205.30 2199.60 2203.80 +3.00 3,315 87,331 -259
Mar17 161129 2194.30 2204.00 2193.70 2198.70 +2.90 1 1,655 +1
Jun17 161129 2193.60 2198.90 2188.60 2193.60 +2.90 0 1,135 +0
Sep17 161129 2188.30 2193.60 2183.30 2188.30 +2.90      
Total Volume and Open Interest 3,316 90,121 -258
S & P 500 E-Mini(Globex)
Dec16 161129 2200.25 2209.50 2196.25 2203.75 +3.00 561,560 2,997,249 +16,353
Mar17 161129 2195.25 2204.25 2191.50 2198.75 +3.00 8,839 65,693 +3,810
Jun17 161129 2189.50 2199.25 2187.50 2193.50 +2.75 48 2,817 -5
Sep17 161129 2188.25 2188.25 2184.00 2188.25 +2.75 23 37 +13
Total Volume and Open Interest 570,472 3,065,817 +20,172
NASDAQ 100 E-Mini(Globex)
Dec16 161129 4861.00 4897.80 4847.50 4875.00 +14.00 75,485 248,916 +431
Mar17 161129 4857.50 4897.00 4848.30 4874.50 +14.20 268 1,559 +30
Jun17 161129 4869.00 4889.00 4868.50 4868.50 +14.20 0 24 +0
Total Volume and Open Interest 75,753 250,527 +461
S&P Midcap 400(CME) e-Mini
Dec16 161129 1627.20 1636.60 1625.20 1631.00 +2.90 4,965 84,702 +553
Mar17 161129 1628.50 1628.50 1613.20 1628.50 +2.90 0 5 +0
Jun17 161129 1618.80 1618.80 1618.80 1618.80 +2.90      
Total Volume and Open Interest 4,965 84,707 +553
Volatility Index(CBOE)
Nov16 161116 13.25 13.85 13.20 13.85 +0.65 87,681 63,965 -25,646
Dec16 161129 14.48 14.65 14.09 14.28 -0.15 32,270 211,962 -777
Jan17 161129 16.25 16.36 16.05 16.23 -0.04 19,793 86,651 +5,095
Feb17 161129 17.28 17.34 17.10 17.23 -0.05 7,470 31,715 +1,544
Total Volume and Open Interest 65,391 399,405 +8,322
Russell 2000(ICE)
Dec16 161129 1329.50 1336.50 1326.50 1329.10 -1.50 31,946 363,295 +3,570
Mar17 161129 1326.90 1332.30 1324.30 1325.90 -1.40 31 678 +4
Jun17 161129 1322.90 1322.90 1322.90 1322.90 -1.40 1 171 +1
Total Volume and Open Interest 31,978 364,283 +3,575
Nikkei 225(CME)
Dec16 161129 18265 18460 18245 18365 +70 15,009 35,305 -683
Mar17 161129 18310 18480 18300 18395 +70 188 377 +137
Total Volume and Open Interest 15,197 35,682 -546
Nikkei 225(SGX)
Dec16 161129 18285 18405 18280 18280 -30 62,868 205,502 -2,146
Mar17 161129 18250 18295 18245 18245 -30 42 8,932 +7
Jun17 161129 18120 18120 18120 18120 -30 0 1 +0
Total Volume and Open Interest 63,130 220,681 -2,079
Nikkei 225(CME) Yen
Dec16 161129 18250 18450 18235 18355 +75 60,987 72,788 +962
Mar17 161129 18200 18385 18195 18295 +70 47 409 -11
Jun17 161129 18165 18165 18165 18165 +70      
Total Volume and Open Interest 61,034 73,197 +951
Nikkei 225(CME) e-Mini Yen
Dec16 161129 18300 18400 18300 18350 +70 7 306 +0
Mar17 161129 18290 18290 18290 18290 +60      
Jun17 161129 18160 18160 18160 18160 +60      
Total Volume and Open Interest 7 306 +0
CAC 40(EURONEXT)
Dec16 161129 4504.0 4562.0 4491.0 4549.5 +43.5 58,448 280,559 +8,268
Jan17 161129 4484.5 4553.0 4484.5 4540.5 +43.5 349 6,229 -2
Feb17 161129 4537.5 4537.5 4537.5 4537.5 +44.0 1 1 +1
Mar17 161129 4528.5 4536.5 4528.5 4536.5 +44.0 0 110 +0
Total Volume and Open Interest 58,798 286,903 +8,267
Hang Seng Index(HKFE)
Nov16 161129 22777 22834 22690 22790 +6 143,118 65,783 -33,160
Dec16 161129 22806 22871 22700 22804 +4 65,372 92,757 +28,345
Total Volume and Open Interest 209,015 161,325 -4,617
DAX(EUREX)
Dec16 161129 10568.0 10645.0 10536.0 10606.5 +31.5 49,153 129,672 -1,664
Mar17 161129 10568.5 10627.0 10534.5 10604.0 +31.5 76 6,678 +36
Jun17 161129 10563.0 10662.0 10563.0 10628.0 +31.5 14 188 -3
Total Volume and Open Interest 49,243 136,538 -1,631
Mini-DAX(EUREX)
Dec16 161129 10569.0 10645.0 10536.0 10606.5 +31.5 12,247 10,535 -42
Mar17 161129 10570.0 10629.0 10540.0 10604.0 +31.5 68 2,447 -1
Jun17 161129 10603.0 10648.0 10603.0 10628.0 +31.5 4 56 +0
Total Volume and Open Interest 12,319 13,038 -43
FT-SE 100(EURONEXT)
Dec16 161129 6785.50 6799.00 6727.00 6766.00 -25.50 57,797 735,885 +2,089
Mar17 161129 6710.00 6718.00 6678.00 6703.00 -25.50 53 12,436 +34
Jun17 161129 6633.00 6633.00 6633.00 6633.00 -25.50 0 15 +0
Total Volume and Open Interest 57,850 748,336 +2,123
SPI 200(SFE)
Dec16 161129 5472.0 5493.0 5451.0 5462.0 -10.0 27,981 277,511 +1,229
Mar17 161129 5421.0 5434.0 5405.0 5412.0 -10.0 167 2,124 +77
Jun17 161129 5396.0 5396.0 5396.0 5396.0 -10.0 0 1,397 -46
Total Volume and Open Interest 28,148 282,248 +1,260
FTSE MIB(ISE)
Dec16 161129 16180.00 16600.00 16160.00 16535.00 +335.00 19,499 40,562 +524
Mar17 161129 16250.00 16480.00 16250.00 16478.00 +338.00 19 1,493 +0
Jun17 161129 16128.00 16128.00 16128.00 16128.00 +338.00      
Total Volume and Open Interest 19,518 42,055 +524
KOSPI 200(KFE)
Dec16 161129 253.00 253.05 252.80 252.80 -0.35 86,831 127,845 -150
Mar17 161129 250.00 250.00 249.85 249.85 -0.65 625 22,079 +217
Jun17 161129 250.80 250.80 250.80 250.80 -0.75 0 1,877 +0
Total Volume and Open Interest 87,456 156,805 +67
GSCI(CME)
Dec16 161129 363.15 363.90 359.10 359.80 -9.95 354 14,824 +16
Jan17 161129 363.00 363.00 362.65 363.00 -9.95 0 100 +0
Feb17 161129 365.25 365.25 365.25 365.25 -9.95      
Total Volume and Open Interest 354 14,924 +16
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy