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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 December 05, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161205 1030.50 1049.75 1027.75 1043.50 +16.00 128,533 307,524 -12,980
Mar17 161205 1039.50 1059.00 1037.50 1053.25 +16.00 56,515 175,976 +6,656
May17 161205 1047.00 1065.00 1044.25 1059.75 +15.25 20,005 75,824 -1,754
Jul17 161205 1051.00 1069.75 1050.25 1064.50 +15.25 19,110 86,789 -516
Aug17 161205 1056.00 1065.75 1056.00 1060.50 +14.75 511 4,618 +38
Sep17 161205 1041.00 1045.25 1039.25 1040.75 +11.75 308 2,086 +77
Nov17 161205 1016.75 1031.00 1015.25 1024.50 +9.50 9,502 62,143 +2,585
Jan18 161205 1015.50 1031.00 1015.50 1024.50 +8.75 150 2,569 +30
Mar18 161205 1020.75 1021.00 1016.25 1016.75 +8.25 51 1,826 -1
May18 161205 1020.00 1020.00 1014.00 1014.00 +8.00 14 423 -1
Jul18 161205 1014.75 1014.75 1014.75 1014.75 +8.00 4 660 +2
Aug18 161205 1009.50 1009.50 1009.50 1009.50 +8.00 0 17 +0
Sep18 161205 997.50 997.50 997.50 997.50 +8.00 0 17 +0
Nov18 161205 983.00 988.25 978.25 978.25 +4.50 40 872 +10
Total Volume and Open Interest 234,743 721,371 -5,854
Soybean Meal(CBOT)
Dec16 161205 311.70 321.60 311.30 317.70 +7.00 4,228 5,284 -1,570
Jan17 161205 313.40 323.90 313.20 319.50 +7.00 49,630 123,817 -3,659
Mar17 161205 316.30 326.40 316.20 322.50 +6.90 22,031 97,294 -21
May17 161205 320.00 328.30 319.80 324.30 +6.40 7,563 47,396 +459
Jul17 161205 320.80 329.90 320.80 326.10 +6.10 5,153 42,812 +392
Aug17 161205 322.60 328.50 322.60 324.80 +5.50 686 6,014 +11
Sep17 161205 322.00 326.10 320.70 322.20 +4.80 548 5,720 +121
Oct17 161205 318.30 321.70 318.30 318.40 +4.00 148 5,088 +3
Dec17 161205 316.10 322.10 316.10 317.90 +3.60 852 20,984 +68
Jan18 161205 321.70 321.70 316.50 316.50 +2.90 11 925 +3
Total Volume and Open Interest 90,903 357,619 -4,192
Soybean Oil(CBOT)
Dec16 161205 37.57 37.76 37.33 37.49 -0.02 4,745 3,166 -1,779
Jan17 161205 37.75 38.00 37.52 37.67 -0.05 84,972 171,723 +2,439
Mar17 161205 37.97 38.27 37.79 37.94 -0.05 33,690 126,101 +2,843
May17 161205 38.12 38.34 37.88 38.04 -0.06 10,535 54,519 +1,337
Jul17 161205 38.15 38.42 37.93 38.10 -0.07 8,866 47,081 +1,155
Aug17 161205 37.79 38.15 37.75 37.89 -0.07 1,879 5,269 -28
Sep17 161205 37.50 37.83 37.44 37.63 -0.02 1,562 4,705 +200
Oct17 161205 37.12 37.45 37.04 37.23 +0.01 961 4,097 +249
Dec17 161205 37.06 37.32 36.93 37.14 +0.05 3,349 11,115 -232
Jan18 161205 37.12 37.12 37.12 37.12 +0.05 18 554 -4
Total Volume and Open Interest 150,637 429,296 +6,176
Canola(WCE)
Jan17 161205 529.0 532.8 526.1 527.3 -2.0 11,486 134,123 -2,482
Mar17 161205 535.9 539.1 531.9 533.2 -2.7 11,714 47,400 +1,431
May17 161205 540.4 543.4 536.7 537.7 -3.2 3,566 24,694 +1,313
Jul17 161205 540.7 543.8 537.0 537.8 -3.6 2,110 15,305 -831
Nov17 161205 511.7 514.7 508.5 509.1 -3.3 552 12,813 +154
Total Volume and Open Interest 29,605 236,019 -339
Corn(CBOT)
Dec16 161205 337.50 350.00 337.50 349.50 +12.00 8,929 11,913 -5,669
Mar17 161205 347.00 359.75 347.00 359.25 +12.00 181,796 730,750 +8,379
May17 161205 354.50 366.50 354.25 366.25 +12.00 26,544 152,129 +2,807
Jul17 161205 361.75 373.75 361.75 373.50 +11.75 25,498 162,111 -737
Sep17 161205 369.50 381.00 369.00 380.75 +11.75 7,755 57,482 +942
Dec17 161205 377.75 389.75 377.75 389.25 +11.50 18,148 108,036 +2,339
Mar18 161205 386.25 397.75 386.25 397.50 +11.25 901 8,980 +448
May18 161205 394.50 403.25 394.50 402.75 +10.75 84 1,534 +53
Jul18 161205 404.25 407.75 404.00 407.50 +11.00 127 1,865 +13
Sep18 161205 403.00 403.00 402.75 402.75 +10.50 88 822 +52
Total Volume and Open Interest 270,224 1,242,729 +8,847
Wheat(CBOT)
Dec16 161205 389.75 394.00 389.25 389.25 +1.75 1,549 1,507 -714
Mar17 161205 404.50 410.00 404.25 408.25 +4.00 92,163 282,986 +3,472
May17 161205 417.00 422.25 416.75 420.25 +3.25 21,940 62,131 -1,899
Jul17 161205 430.75 435.25 430.00 433.00 +2.00 16,478 63,933 -1,269
Sep17 161205 447.25 450.00 444.75 447.75 +1.50 2,000 11,151 -411
Dec17 161205 465.75 468.50 463.00 466.00 +0.75 3,445 21,752 +989
Total Volume and Open Interest 137,831 448,537 +273
Wheat(KCBT)
Dec16 161205 390.75 392.00 390.25 390.25 +0.25 519 529 -509
Mar17 161205 408.75 411.75 405.50 408.50 -0.25 25,991 138,342 +2,516
May17 161205 420.00 423.50 417.50 420.50 unch 5,851 37,941 +512
Jul17 161205 431.75 435.75 429.50 432.50 unch 6,973 54,987 +1,051
Sep17 161205 447.25 450.25 446.00 447.50 +0.25 1,529 6,079 +412
Dec17 161205 468.25 469.25 465.25 468.00 +0.75 2,550 8,147 +924
Mar18 161205 481.00 482.00 478.75 482.00 +0.50 1,543 2,388 +558
Total Volume and Open Interest 45,142 249,437 +5,549
Wheat(MGE)
Dec16 161205 541.00 542.00 537.50 537.50 -5.50 60 1,160 -113
Mar17 161205 538.50 538.50 534.50 534.75 -3.75 9,914 34,462 +900
May17 161205 538.00 540.50 537.75 538.25 -1.75 2,174 11,819 -247
Jul17 161205 542.00 543.25 541.25 541.25 -1.50 1,352 6,043 +159
Sep17 161205 549.50 549.50 548.00 548.25 -0.50 582 3,848 -32
Dec17 161205 559.00 559.00 557.50 557.75 -0.25 303 2,822 +124
Total Volume and Open Interest 14,422 60,241 +790
Oats(CBOT)
Dec16 161205 203.50 204.00 199.25 199.25 -1.00 71 136 -44
Mar17 161205 216.50 218.50 211.50 213.25 -1.25 490 6,165 +13
May17 161205 221.00 222.00 216.50 217.50 -1.00 87 740 +66
Jul17 161205 224.25 224.25 219.00 219.00 -0.25 7 81 +7
Total Volume and Open Interest 655 7,210 +42
Rough Rice(CBOT)
Jan17 161205 9.65 9.99 9.65 9.98 +0.36 648 10,517 -66
Mar17 161205 9.94 10.26 9.94 10.24 +0.36 367 1,982 +256
May17 161205 10.41 10.51 10.41 10.51 +0.36 2 24 +2
Jul17 161205 10.66 10.66 10.66 10.66 +0.35 0 9 +0
Total Volume and Open Interest 1,017 12,540 +192
Live Cattle(CME)
Dec16 161205 108.350 108.480 107.400 107.830 -0.400 14,317 30,718 -2,954
Feb17 161205 108.830 109.800 108.180 108.980 +0.095 30,616 111,880 +834
Apr17 161205 108.980 109.800 108.500 108.980 -0.070 12,288 69,365 +1,312
Jun17 161205 100.600 101.285 100.250 100.550 -0.235 10,348 50,103 +844
Aug17 161205 97.535 98.000 97.180 97.450 -0.185 2,956 17,221 +421
Oct17 161205 97.885 98.400 97.480 98.050 +0.070 1,269 8,785 +338
Total Volume and Open Interest 72,362 292,046 +1,083
Feeder Cattle(CME)
Jan17 161205 124.785 125.500 124.035 124.330 -0.270 5,398 21,599 -362
Mar17 161205 121.400 122.330 120.885 121.385 -0.150 3,400 13,046 +395
Apr17 161205 121.100 121.900 120.580 121.080 -0.170 1,120 4,595 +259
May17 161205 120.180 121.035 119.600 120.285 -0.045 759 4,114 +52
Aug17 161205 120.550 121.730 120.300 120.800 -0.130 329 2,013 +54
Sep17 161205 119.035 120.000 118.930 119.200 +0.065 55 152 +24
Oct17 161205 117.500 117.900 117.500 117.900 +0.100 2 31 +0
Total Volume and Open Interest 11,064 45,556 +423
Lean Hogs(CME)
Dec16 161205 51.200 51.900 51.150 51.500 +0.750 11,592 31,089 -3,085
Feb17 161205 54.500 55.130 54.250 54.800 +0.765 23,780 100,025 +901
Apr17 161205 60.500 61.380 60.430 61.130 +0.980 7,290 43,063 +89
May17 161205 68.330 68.635 68.330 68.580 +0.945 36 940 +6
Jun17 161205 72.400 72.900 72.300 72.700 +0.550 3,937 20,624 +889
Jul17 161205 73.350 73.680 73.180 73.480 +0.345 1,017 9,652 -376
Aug17 161205 74.300 74.400 73.680 74.200 +0.120 644 7,268 +234
Oct17 161205 62.785 63.100 62.650 63.100 +0.450 150 2,160 +35
Total Volume and Open Interest 48,453 216,072 -1,303
Class III Milk(CME)
Dec16 161205 17.15 17.15 17.00 17.03 -0.13 622 6,240 +165
Jan17 161205 16.91 16.99 16.62 16.75 -0.21 607 4,054 +231
Feb17 161205 16.93 16.96 16.75 16.83 -0.15 439 3,474 +42
Mar17 161205 16.87 16.90 16.69 16.79 -0.10 390 2,969 +65
Apr17 161205 16.73 16.84 16.68 16.71 -0.12 289 2,560 +84
May17 161205 16.87 16.87 16.74 16.77 -0.12 209 2,430 +105
Jun17 161205 17.15 17.15 16.99 17.02 -0.15 291 2,151 +7
Jul17 161205 17.40 17.45 17.34 17.35 -0.20 249 1,184 -60
Aug17 161205 17.57 17.57 17.45 17.47 -0.13 228 1,145 -75
Sep17 161205 17.64 17.64 17.45 17.50 -0.18 248 1,121 -92
Oct17 161205 17.43 17.44 17.31 17.31 -0.12 121 870 +30
Nov17 161205 17.29 17.29 17.15 17.17 -0.12 93 860 +49
Dec17 161205 17.20 17.20 17.00 17.02 -0.18 174 832 +58
Total Volume and Open Interest 4,064 30,580 +668
Cocoa(ICE)
Dec16 161205 2356 2356 2356 2356 -32 8 70 -6
Mar17 161205 2389 2392 2350 2367 -28 19,704 142,716 -500
May17 161205 2385 2385 2345 2359 -27 5,159 48,348 +611
Jul17 161205 2368 2376 2338 2353 -26 1,749 30,012 +336
Sep17 161205 2378 2378 2349 2362 -25 397 12,655 -28
Dec17 161205 2394 2396 2359 2372 -25 190 6,192 +76
Mar18 161205 2406 2408 2374 2384 -24 243 8,852 +49
Total Volume and Open Interest 27,579 251,644 +646
Coffee "C"(ICE)
Dec16 161205 142.15 143.60 140.20 140.20 -1.00 98 146 -7
Mar17 161205 145.00 147.45 144.30 144.50 -1.30 28,712 101,979 -2,090
May17 161205 148.90 149.75 146.65 146.85 -1.35 7,895 41,787 +649
Jul17 161205 150.00 151.85 148.80 149.00 -1.35 2,937 16,929 +415
Sep17 161205 152.15 153.40 150.75 151.00 -1.30 1,636 8,185 +192
Dec17 161205 155.00 156.00 153.80 153.90 -1.25 156 10,580 +28
Total Volume and Open Interest 41,476 185,148 -802
Orange Juice(ICE)
Jan17 161205 220.20 221.75 217.35 220.10 -0.55 1,326 13,538 +59
Mar17 161205 217.65 218.55 214.75 217.15 -0.45 535 2,256 +311
May17 161205 215.00 215.00 212.10 213.55 -0.55 31 513 +20
Jul17 161205 210.05 210.85 210.05 210.85 -0.55 6 128 +4
Sep17 161205 203.75 203.75 203.75 203.75 -0.55      
Nov17 161205 200.85 200.85 200.85 200.85 -0.55 0 2 +0
Total Volume and Open Interest 1,898 16,438 +394
Sugar #11(ICE)
Mar17 161205 19.19 19.20 18.89 18.94 -0.18 50,667 388,447 -2,852
May17 161205 18.77 18.77 18.45 18.48 -0.18 17,603 166,246 +705
Jul17 161205 18.20 18.25 18.00 18.04 -0.16 10,857 124,618 +277
Oct17 161205 18.10 18.10 17.80 17.85 -0.17 4,046 69,868 +148
Mar18 161205 18.04 18.06 17.83 17.87 -0.17 2,213 39,350 -53
May18 161205 17.52 17.52 17.37 17.37 -0.15 566 13,699 +69
Jul18 161205 16.99 17.01 16.88 16.88 -0.13 413 9,799 -89
Oct18 161205 16.89 16.89 16.76 16.76 -0.11 284 8,286 +138
Total Volume and Open Interest 87,181 825,707 -1,417
London Cocoa(LCE)
Dec16 161205 1896 1896 1844 1861 -40 8,686 37,583 -6,101
Mar17 161205 1927 1927 1879 1895 -31 19,868 96,147 +4,964
May17 161205 1930 1930 1885 1902 -28 7,279 61,737 +171
Jul17 161205 1941 1941 1897 1915 -26 4,578 23,195 +611
Sep17 161205 1943 1947 1911 1927 -25 1,677 26,182 -132
Dec17 161205 1944 1948 1918 1933 -23 1,467 16,964 +324
Mar18 161205 1951 1956 1931 1944 -18 547 8,404 +318
Total Volume and Open Interest 44,243 270,847 +237
London Sugar(LCE)
Mar17 161205 508.00 509.30 505.80 506.60 -2.80 8,858 34,647 -1,375
May17 161205 503.00 504.20 500.10 500.70 -3.90 1,613 20,467 -376
Aug17 161205 494.00 495.10 490.70 491.70 -3.50 666 8,607 +156
Oct17 161205 482.30 482.30 476.90 478.20 -4.00 409 10,459 +29
Dec17 161205 473.50 473.50 470.70 471.90 -4.30 112 2,118 +61
Total Volume and Open Interest 11,830 78,221 -1,354
Cotton(ICE)
Dec16 161205 72.50 72.50 72.31 72.31 +0.33 193 554 -157
Mar17 161205 71.12 71.75 70.80 71.01 -0.03 18,083 183,056 -876
May17 161205 71.75 72.22 71.24 71.44 -0.09 2,721 38,797 -27
Jul17 161205 71.66 72.21 71.35 71.48 -0.06 691 14,302 +33
Oct17 161205 70.79 70.79 70.79 70.79 -0.27 0 34 +0
Dec17 161205 70.03 70.28 69.50 69.60 -0.33 534 17,534 -83
Total Volume and Open Interest 22,224 255,435 -1,110
Lumber(CME)
Jan17 161205 334.8 335.5 328.5 332.9 -4.3 483 2,488 -101
Mar17 161205 344.9 346.7 339.9 344.3 -5.1 243 1,079 +126
May17 161205 349.6 349.6 346.5 349.5 -3.9 7 191 +1
Jul17 161205 352.3 352.3 352.3 352.3 -3.9 4 44 +3
Total Volume and Open Interest 737 3,835 +29
Crude Oil(NYM)
Jan17 161205 51.27 52.42 50.93 51.79 +0.11 974,805 607,672 -32,603
Feb17 161205 52.24 53.38 51.99 52.83 +0.18 320,570 215,723 +22,186
Mar17 161205 53.09 54.26 52.91 53.76 +0.24 178,670 250,752 +5,818
Apr17 161205 53.72 54.86 53.57 54.47 +0.30 87,997 100,727 -1,047
May17 161205 54.10 55.26 54.01 54.96 +0.37 64,779 85,028 -1,811
Jun17 161205 54.32 55.47 54.25 55.26 +0.43 133,599 196,078 +6,285
Jul17 161205 54.40 55.50 54.37 55.42 +0.46 21,711 39,848 -727
Aug17 161205 54.44 55.59 54.43 55.51 +0.50 17,298 35,984 +1,014
Sep17 161205 54.55 55.62 54.55 55.56 +0.53 29,560 56,706 +992
Oct17 161205 55.25 55.66 55.04 55.59 +0.56 10,074 30,489 +676
Nov17 161205 55.50 55.65 55.09 55.62 +0.59 7,599 30,384 -892
Dec17 161205 54.55 55.73 54.47 55.65 +0.62 123,859 175,662 -6,648
Jan18 161205 55.53 55.62 55.53 55.62 +0.64 2,145 29,274 +164
Feb18 161205 55.56 55.59 55.56 55.58 +0.65 1,981 8,636 +498
Mar18 161205 55.35 55.53 54.80 55.53 +0.65 4,126 23,887 -65
Apr18 161205 55.48 55.48 55.48 55.48 +0.65 737 4,801 -50
Total Volume and Open Interest 2,045,657 2,068,247 -5,771
e-miNY Crude Oil(NYM)
Jan17 161205 51.250 52.400 50.950 51.800 +0.125 21,338 3,008 +332
Feb17 161205 52.250 53.300 52.025 52.825 +0.175 607 998 +42
Mar17 161205 53.100 54.250 52.950 53.750 +0.225 228 376 +16
Apr17 161205 54.225 54.475 54.050 54.475 +0.300 49 281 +32
May17 161205 54.900 54.950 54.900 54.950 +0.350 12 23 -1
Jun17 161205 55.000 55.950 55.000 55.250 +0.425 52 90 +40
Jul17 161205 55.375 55.425 55.275 55.425 +0.475 10 119 -9
Aug17 161205 55.500 55.500 55.500 55.500 +0.500 2 140 -2
Sep17 161205 55.550 55.550 55.550 55.550 +0.525 0 53 +0
Oct17 161205 55.600 55.600 55.600 55.600 +0.575 0 27 +0
Total Volume and Open Interest 22,320 5,301 +452
NY Harbor ULSD(NYM)
Jan17 161205 164.99 167.74 164.28 165.71 -0.10 80,622 105,468 -5,151
Feb17 161205 166.48 169.28 166.00 167.49 +0.26 39,222 56,182 +1,051
Mar17 161205 167.28 170.11 166.92 168.67 +0.53 32,112 55,963 +239
Apr17 161205 167.58 170.21 167.34 168.99 +0.78 22,214 34,927 -399
May17 161205 169.90 170.43 168.32 169.58 +0.88 11,363 22,400 +619
Jun17 161205 168.48 171.04 168.48 170.14 +0.94 24,581 42,988 +1,833
Jul17 161205 171.50 171.77 170.88 171.00 +1.00 3,642 6,627 +357
Aug17 161205 171.78 172.60 171.34 171.87 +1.05 2,271 5,006 +1
Sep17 161205 172.34 173.44 171.83 172.84 +1.10 2,413 6,969 +218
Oct17 161205 173.76 174.11 172.63 173.73 +1.17 1,846 3,936 +323
Nov17 161205 174.31 174.89 174.31 174.57 +1.28 1,397 3,442 +136
Dec17 161205 175.41 175.79 174.16 175.35 +1.40 12,157 34,670 +3,672
Jan18 161205 176.00 176.22 175.50 176.22 +1.49 337 2,771 +54
Feb18 161205 176.54 176.54 176.54 176.54 +1.49 96 1,805 +43
Total Volume and Open Interest 234,715 394,337 +3,079
RBOB Gasoline(NYM)
Jan17 161205 154.64 157.89 154.05 155.75 -0.16 77,192 147,669 -3,696
Feb17 161205 155.44 158.83 155.00 156.98 +0.11 51,475 53,050 +7,242
Mar17 161205 157.58 160.85 157.17 159.28 +0.23 26,876 42,555 -27
Apr17 161205 177.09 180.11 177.06 179.01 +0.54 20,764 35,768 +967
May17 161205 178.43 180.54 178.43 180.43 +0.62 13,821 20,274 +430
Jun17 161205 178.26 181.22 178.26 180.31 +0.71 15,514 27,984 +2,303
Jul17 161205 179.00 179.05 178.46 179.05 +0.84 6,144 7,139 +516
Aug17 161205 176.31 177.08 176.17 177.08 +1.02 3,224 4,245 -652
Sep17 161205 173.83 174.42 173.63 174.42 +1.23 6,770 9,232 +1,671
Oct17 161205 161.54 162.17 161.54 162.17 +1.41 3,618 5,054 +846
Total Volume and Open Interest 234,112 379,280 +11,447
e-miNY RBOB Gasoline(NYM)
Jan17 161205 155.75 155.75 155.75 155.75 -0.16 1 1 +1
Feb17 161205 156.98 156.98 156.98 156.98 +0.11      
Mar17 161205 159.28 159.28 159.28 159.28 +0.23      
Apr17 161205 179.01 179.01 179.01 179.01 +0.54      
Total Volume and Open Interest 1 1 +1
Natural Gas(NYM)
Jan17 161205 3.455 3.656 3.455 3.654 +0.218 210,764 276,727 -1,875
Feb17 161205 3.456 3.645 3.455 3.641 +0.201 71,046 84,419 +4,230
Mar17 161205 3.422 3.601 3.422 3.598 +0.191 102,464 188,892 +4,355
Apr17 161205 3.305 3.431 3.305 3.428 +0.136 80,255 98,606 -810
May17 161205 3.286 3.393 3.286 3.389 +0.117 36,683 79,001 +3,759
Jun17 161205 3.318 3.406 3.318 3.405 +0.111 19,518 42,882 -2,751
Jul17 161205 3.344 3.428 3.344 3.428 +0.107 15,867 36,732 +447
Aug17 161205 3.352 3.419 3.351 3.419 +0.106 11,034 25,761 +2,157
Sep17 161205 3.337 3.400 3.337 3.400 +0.105 13,584 28,741 +1,758
Oct17 161205 3.355 3.420 3.352 3.419 +0.104 31,242 78,741 +1,870
Nov17 161205 3.390 3.457 3.390 3.457 +0.101 7,460 26,195 +731
Dec17 161205 3.518 3.583 3.518 3.583 +0.096 5,945 30,300 +974
Jan18 161205 3.613 3.666 3.613 3.666 +0.093 9,049 29,801 +220
Feb18 161205 3.568 3.615 3.568 3.615 +0.092 1,330 9,475 +593
Mar18 161205 3.469 3.503 3.467 3.503 +0.081 3,853 28,202 +402
Apr18 161205 2.907 2.932 2.900 2.932 +0.048 5,178 33,568 +774
Total Volume and Open Interest 631,331 1,174,826 +19,070
Brent Crude Oil(ICE)
Feb17 161205 54.40 55.33 53.77 54.94 +0.48 460,862 570,535 -10,375
Mar17 161205 54.77 55.96 54.46 55.59 +0.45 240,690 387,043 +21,536
Apr17 161205 55.47 56.39 54.99 56.08 +0.44 118,609 148,158 +3,701
May17 161205 55.74 56.71 55.39 56.48 +0.47 82,102 118,103 -376
Jun17 161205 56.06 56.96 55.68 56.81 +0.51 154,165 231,032 +5,172
Jul17 161205 56.19 57.12 55.90 57.04 +0.55 34,279 61,845 +5,089
Aug17 161205 56.25 57.25 56.03 57.18 +0.58 17,941 42,354 +1,721
Sep17 161205 56.31 57.32 56.10 57.25 +0.59 21,099 65,851 +927
Oct17 161205 56.17 57.32 56.10 57.29 +0.61 7,816 32,508 +494
Nov17 161205 57.14 57.32 57.14 57.32 +0.62 5,294 24,067 +29
Dec17 161205 56.39 57.43 56.15 57.36 +0.63 128,316 214,827 +11,302
Jan18 161205 57.41 57.41 57.41 57.41 +0.62 6,680 27,487 +409
Feb18 161205 57.47 57.47 57.47 57.47 +0.63 2,548 17,468 -148
Mar18 161205 57.52 57.52 57.52 57.52 +0.62 4,659 22,780 +442
Total Volume and Open Interest 1,362,017 2,273,563 +43,287
Gas Oil(ICE)
Dec16 161205 473.75 482.75 471.50 477.00 +2.00 60,650 88,886 -6,854
Jan17 161205 477.25 486.50 475.00 481.00 +2.75 108,942 162,023 +218
Feb17 161205 484.25 490.25 479.25 485.25 +3.00 61,448 94,398 +1,264
Mar17 161205 485.25 493.00 481.75 488.75 +3.75 41,400 67,724 +9,173
Apr17 161205 485.75 495.00 484.75 491.25 +4.25 23,320 35,313 -3,720
May17 161205 486.25 496.00 485.75 493.75 +4.75 15,555 32,404 +1,172
Jun17 161205 488.00 498.25 487.50 495.75 +5.25 35,486 79,657 -964
Jul17 161205 493.00 500.50 493.00 498.50 +5.25 8,626 22,771 -581
Aug17 161205 497.00 503.00 497.00 501.00 +5.25 6,204 16,515 -157
Sep17 161205 495.00 505.50 495.00 503.25 +5.25 8,833 28,878 +629
Total Volume and Open Interest 423,728 835,217 -1,506
Ethanol(CBOT)
Jan17 161205 1.580 1.597 1.572 1.587 +0.013 293 4,049 +62
Feb17 161205 1.533 1.552 1.533 1.541 +0.009 116 695 +2
Mar17 161205 1.547 1.555 1.545 1.545 +0.011 71 464 +16
Apr17 161205 1.542 1.559 1.542 1.559 +0.011 1 358 +1
May17 161205 1.561 1.561 1.561 1.561 +0.011 0 6 +0
Jun17 161205 1.556 1.556 1.556 1.556 +0.011      
Jul17 161205 1.556 1.556 1.556 1.556 +0.011      
Aug17 161205 1.562 1.562 1.562 1.562 +0.011      
Total Volume and Open Interest 499 5,601 +63
WTI Crude Oil(ICE)
Jan17 161205 51.36 52.41 50.95 51.79 +0.11 73,816 88,800 +2,477
Feb17 161205 52.34 53.37 52.02 52.83 +0.18 113,710 101,946 +1,799
Mar17 161205 53.32 54.23 52.92 53.76 +0.24 65,803 57,610 +2,723
Apr17 161205 53.72 54.85 53.58 54.47 +0.30 24,221 22,055 +2,085
May17 161205 54.00 55.25 54.00 54.96 +0.37 13,654 19,120 +957
Jun17 161205 54.39 55.46 54.39 55.26 +0.43 27,974 68,378 +4,396
Jul17 161205 55.26 55.57 54.91 55.42 +0.46 3,722 7,788 -95
Aug17 161205 54.95 55.51 54.95 55.51 +0.50 1,468 6,633 +149
Sep17 161205 55.48 55.59 55.09 55.56 +0.53 2,361 16,098 +179
Oct17 161205 55.59 55.59 55.59 55.59 +0.56 1,691 4,577 -608
Nov17 161205 55.62 55.62 55.62 55.62 +0.59 726 2,714 -123
Dec17 161205 54.61 55.65 54.61 55.65 +0.62 22,521 77,870 +2,669
Jan18 161205 55.62 55.62 55.62 55.62 +0.64 68 1,317 -12
Feb18 161205 55.58 55.58 55.58 55.58 +0.65 184 949 +39
Mar18 161205 55.53 55.53 55.53 55.53 +0.65 180 3,338 -1
Apr18 161205 55.48 55.48 55.48 55.48 +0.65 17 935 +0
Total Volume and Open Interest 361,072 553,520 +18,653
US Dollar Index(ICE)
Dec16 161205 101.555 101.800 99.870 100.113 -0.747 35,284 79,315 -206
Mar17 161205 101.100 101.710 99.735 99.967 -0.787 1,374 12,592 +121
Jun17 161205 101.500 101.500 99.893 99.893 -0.787 72 667 +30
Total Volume and Open Interest 36,735 92,842 -50
Australian Dollar(CME)
Dec16 161205 74.20 74.96 74.12 74.75 +0.33 96,856 85,895 -1,865
Mar17 161205 74.04 74.80 73.96 74.60 +0.33 1,492 4,590 +24
Jun17 161205 73.84 74.49 73.84 74.44 +0.33 0 65 +0
Total Volume and Open Interest 98,348 90,569 -1,841
British Pound(CME)
Dec16 161205 126.44 127.48 126.34 127.27 +0.15 175,983 225,237 -8,328
Mar17 161205 126.72 127.76 126.64 127.56 +0.16 9,385 17,350 +6,560
Jun17 161205 127.60 128.02 127.07 127.84 +0.16 71 657 +12
Total Volume and Open Interest 185,439 243,435 -1,756
Canadian Dollar(CME)
Dec16 161205 74.93 75.57 74.88 75.39 +0.18 88,122 106,155 +1,125
Mar17 161205 75.01 75.64 74.97 75.47 +0.19 2,851 6,098 -206
Jun17 161205 75.38 75.71 75.11 75.55 +0.19 45 678 +9
Sep17 161205 75.45 75.78 75.28 75.63 +0.19 4 360 +4
Total Volume and Open Interest 91,022 113,688 +932
Japanese Yen(CME)
Dec16 161205 88.41 88.54 87.16 87.94 -0.05 174,389 207,640 +2,711
Mar17 161205 88.78 88.93 87.55 88.33 -0.06 5,295 9,956 +261
Jun17 161205 88.54 89.26 87.96 88.76 -0.05 10 197 -1
Total Volume and Open Interest 179,695 217,824 +2,972
Swiss Franc(CME)
Dec16 161205 98.37 99.56 98.13 99.42 +0.43 27,851 64,322 -574
Mar17 161205 98.99 100.12 98.81 99.99 +0.43 565 1,124 +345
Jun17 161205 100.61 100.64 99.63 100.61 +0.42 0 15 +0
Total Volume and Open Interest 28,416 65,470 -229
EuroFX(CME)
Dec16 161205 105.33 108.02 105.10 107.75 +1.10 226,919 415,344 -14,347
Mar17 161205 105.85 108.51 105.56 108.22 +1.09 10,631 23,567 +4,901
Jun17 161205 106.69 108.98 106.35 108.75 +1.11 53 1,862 +18
Total Volume and Open Interest 237,604 441,052 -9,429
Mexican Peso(CME)
Dec16 161205 482.13 486.00 481.25 485.50 +1.88 61,249 120,182 -5,418
Jan17 161205 484.25 484.25 484.25 484.25 +2.00      
Total Volume and Open Interest 72,745 153,749 -3,217
Brazilian Real(CME)
Jan17 161205 283.95 292.45 283.40 289.55 +3.55 1,587 17,852 +209
Feb17 161205 285.35 291.50 283.60 287.05 +3.55 32 2 -30
Mar17 161205 281.40 286.35 281.40 285.10 +3.60 37 1,774 -22
Apr17 161205 282.75 282.75 282.75 282.75 +3.45      
Total Volume and Open Interest 1,656 19,628 +157
30-Year T-Bonds(CBOT)
Dec16 161205 152~210 152~300 150~230 152~040 +0~080 19,987 16,864 -6,552
Mar17 161205 151~070 151~190 149~110 150~240 +0~080 400,389 559,347 +7,238
Jun17 161205 149~280 149~280 149~280 149~280 +0~080 0 3 +0
Total Volume and Open Interest 420,376 576,214 +686
10-Year T-Notes(CBOT)
Dec16 161205 125~210 125~230 124~235 125~060 -0~015 92,573 82,586 -16,283
Mar17 161205 124~290 124~315 124~000 124~150 unch 1,893,099 2,950,895 +49,821
Jun17 161205 124~070 124~070 124~070 124~070 unch      
Total Volume and Open Interest 1,985,672 3,033,481 +33,538
5-Year T-Notes(CBOT)
Dec16 161205 118~216 118~216 118~052 118~116 -0~026 70,181 146,545 -19,687
Mar17 161205 118~044 118~054 117~192 117~262 -0~030 950,126 2,794,528 +34,124
Jun17 161205 117~212 117~212 117~212 117~212 -0~030 0 1 +0
Total Volume and Open Interest 1,020,307 2,941,074 +14,437
2 Year T-Notes(CBOT)
Dec16 161205 108~236 108~236 108~202 108~214 -0~010 46,625 41,407 -26,336
Mar17 161205 108~154 108~156 108~110 108~126 -0~012 388,079 1,123,267 +25,922
Jun17 161205 108~126 108~126 108~126 108~126 -0~012      
Total Volume and Open Interest 434,704 1,164,674 -414
Eurodollars(CME)
Dec16 161205 99.015 99.018 99.007 99.012 unch 287,442 1,300,435 -19,717
Mar17 161205 98.970 98.975 98.940 98.955 -0.010 381,061 1,395,442 -19,401
Jun17 161205 98.850 98.855 98.805 98.820 -0.020 404,317 1,465,550 -27,444
Sep17 161205 98.760 98.770 98.705 98.725 -0.025 476,152 1,119,772 -46,163
Dec17 161205 98.640 98.650 98.570 98.590 -0.030 822,972 1,535,766 +4,280
Mar18 161205 98.555 98.560 98.470 98.490 -0.030 523,248 1,097,287 +12,880
Jun18 161205 98.440 98.450 98.350 98.370 -0.035 377,325 668,538 +34,402
Sep18 161205 98.340 98.350 98.240 98.265 -0.035 265,038 492,983 +2,106
Dec18 161205 98.220 98.235 98.115 98.140 -0.035 381,039 790,178 -12,836
Mar19 161205 98.145 98.155 98.035 98.060 -0.035 262,248 577,674 -2,975
Jun19 161205 98.065 98.065 97.940 97.970 -0.035 173,013 517,071 +7,360
Sep19 161205 97.975 97.985 97.855 97.890 -0.030 163,868 416,131 +6,183
Dec19 161205 97.880 97.890 97.755 97.795 -0.030 189,413 403,123 +22,829
Mar20 161205 97.820 97.830 97.695 97.735 -0.025 137,200 244,519 +10,580
Jun20 161205 97.760 97.765 97.635 97.680 -0.020 80,738 144,948 +1,884
Sep20 161205 97.700 97.710 97.580 97.630 -0.015 80,535 110,967 -39
Dec20 161205 97.635 97.650 97.515 97.565 -0.015 59,694 140,662 +3,741
Mar21 161205 97.585 97.595 97.465 97.520 -0.010 54,067 97,624 +365
Total Volume and Open Interest 5,252,056 12,826,360 -11,901
Ultra T-Bond(CBOT)
Dec16 161205 161~23 162~12 159~10 161~03 +0~06 15,280 24,392 -7,676
Mar17 161205 161~01 161~23 158~18 160~13 +0~06 157,196 631,696 +10,872
Jun17 161205 159~23 159~23 159~23 159~23 +0~06      
Total Volume and Open Interest 172,476 656,088 +3,196
Ultra 10-Yr T-Note(CBOT)
Dec16 161205 135~110 135~110 134~055 134~265 +0~010 11,831 12,226 -4,477
Mar17 161205 134~250 134~295 133~165 134~075 +0~010 138,231 298,065 -100
Jun17 161205 134~075 134~075 134~075 134~075 +0~010      
Total Volume and Open Interest 150,062 310,291 -4,577
30 Day Federal Funds(CBOT)
Dec16 161205 99.470 99.470 99.465 99.467 -0.003 5,362 86,539 -1,909
Jan17 161205 99.365 99.365 99.355 99.360 -0.005 10,785 227,953 -1,228
Feb17 161205 99.355 99.355 99.345 99.350 unch 10,152 84,904 +3,263
Mar17 161205 99.325 99.325 99.310 99.320 -0.005 10,982 77,562 +530
Apr17 161205 99.315 99.315 99.295 99.305 -0.005 17,383 113,582 +1,491
May17 161205 99.295 99.295 99.265 99.275 -0.010 7,630 50,622 +1,511
Total Volume and Open Interest 82,203 847,557 +3,297
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 161201 99.94 99.94 99.94 99.94 unch 0 7 +0
Mar17 161201 99.94 99.94 99.94 99.94 unch      
Jun17 161201 99.94 99.94 99.94 99.94 unch      
Sep17 161201 99.94 99.94 99.94 99.94 unch      
Dec17 161201 99.94 99.94 99.94 99.94 unch      
Mar18 161201 99.95 99.95 99.95 99.95 unch      
Jun18 161201 99.81 99.81 99.81 99.81 unch      
Sep18 161201 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Dec16 161201 150.48 150.52 150.35 150.40 -0.11 2,215 17,760 +48
Mar17 161201 150.19 150.20 150.08 150.13 -0.10 1,401 716 +281
Jun17 161201 150.13 150.13 150.13 150.13 -0.10      
Total Volume and Open Interest 3,616 18,476 +329
Euro-Buxl(EUREX)
Dec16 161205 175.96 176.14 171.94 173.28 -1.56 93,094 179,504 +37,753
Mar17 161205 173.64 174.06 169.92 171.20 -1.60 35,511 110,015 +40,665
Jun17 161205 169.70 170.38 169.00 169.58 -1.56 5 14 +1
Total Volume and Open Interest 128,610 289,533 +3,718
Euro-Bund(EUREX)
Dec16 161205 161.45 161.45 159.86 160.45 -0.55 1,333,037 1,688,680 +383,749
Mar17 161205 163.00 163.06 161.24 161.83 -0.75 322,983 798,341 +363,930
Jun17 161205 159.45 159.45 159.45 159.45 -0.55 1 8 +0
Total Volume and Open Interest 1,656,021 2,487,029 -26,828
Euro-Bobl(EUREX)
Dec16 161205 131.56 131.56 131.01 131.19 -0.18 872,061 1,258,298 +271,314
Mar17 161205 133.01 133.01 132.31 132.49 -0.35 257,367 630,152 +355,407
Jun17 161205 131.44 131.44 131.44 131.44 -0.18      
Total Volume and Open Interest 1,129,428 1,888,450 +119,302
Euro-Schatz(EUREX)
Dec16 161205 112.33 112.35 112.19 112.23 -0.04 670,924 1,190,505 +275,082
Mar17 161205 112.25 112.26 112.10 112.13 -0.07 366,167 828,914 +521,911
Jun17 161205 112.23 112.23 112.23 112.23 -0.04      
Total Volume and Open Interest 1,037,091 2,019,419 +182,571
3-Mth Euribor(EUREX)
Dec16 161205 100.315 100.315 100.315 100.315 +0.005 0 3,230 -1
Mar17 161205 100.300 100.300 100.300 100.300 +0.005 13 3,792 +15
Jun17 161205 100.280 100.285 100.280 100.285 +0.010 1 33,604 +1
Total Volume and Open Interest 24 73,844 +68
Long Gilt(LIFFE)
Dec16 161205 124~05 124~06 123~17 124~06 -0~05 7,418 29,917 -2,277
Mar17 161205 123~22 123~25 122~26 123~18 -0~07 234,773 611,402 -4,308
Total Volume and Open Interest 242,191 641,319 -6,585
3-Mth Short Sterling(LIFFE)
Dec16 161205 99.61 99.61 99.61 99.61 -0.00 30,232 457,315 -5,728
Mar17 161205 99.59 99.59 99.58 99.58 -0.01 46,054 373,466 +4,047
Jun17 161205 99.56 99.56 99.54 99.55 -0.01 48,653 350,569 -4,692
Sep17 161205 99.54 99.54 99.51 99.52 -0.01 44,315 297,311 -6,631
Dec17 161205 99.48 99.49 99.46 99.48 unch 49,457 293,062 +6,414
Mar18 161205 99.44 99.45 99.40 99.43 unch 50,779 182,220 +6,056
Total Volume and Open Interest 592,118 2,713,813 +2,896
3-Mth Euribor(LIFFE)
Dec16 161205 100.310 100.315 100.305 100.310 unch 48,373 365,723 -9,992
Mar17 161205 100.295 100.300 100.290 100.295 unch 60,066 425,504 +2,026
Jun17 161205 100.280 100.280 100.270 100.275 unch 71,984 381,697 +1,365
Total Volume and Open Interest 893,815 3,222,852 -1,030
3-Mth Aus T-Bills(SFE)
Dec16 161205 98.20 98.21 98.20 98.21 unch 8,256 101,883 -1,521
Mar17 161205 98.22 98.23 98.21 98.22 unch 31,869 219,753 +9,142
Jun17 161205 98.22 98.24 98.20 98.22 unch 34,923 237,939 +14,557
Sep17 161205 98.16 98.19 98.15 98.18 +0.01 24,537 150,662 +5,848
Dec17 161205 98.09 98.12 98.08 98.11 +0.02 17,533 160,833 +1,815
Mar18 161205 98.00 98.04 97.99 98.04 +0.04 8,017 95,920 +1,277
Jun18 161205 97.89 97.96 97.89 97.95 +0.04 8,540 69,757 +2,249
Sep18 161205 97.80 97.86 97.79 97.85 +0.04 5,826 40,399 +1,624
Dec18 161205 97.68 97.76 97.68 97.75 +0.05 1,246 9,687 +157
Mar19 161205 97.60 97.66 97.60 97.65 +0.06 258 3,830 +154
Total Volume and Open Interest 141,132 1,093,803 +35,371
10-Year Aus T-Bonds(SFE)
Dec16 161205 97.17 97.28 97.15 97.24 +0.07 120,842 964,905 -1,333
Mar17 161205 97.10 97.21 97.10 97.18 +0.07 55 220 +55
Total Volume and Open Interest 120,897 965,125 -1,278
3-Year Aus T-Bonds(SFE)
Dec16 161205 98.00 98.08 97.98 98.05 +0.04 194,719 1,009,000 +38,981
Mar17 161205 97.94 98.01 97.94 98.00 +0.05 656 1,100 +650
Total Volume and Open Interest 195,375 1,010,100 +39,631
Gold(CMX)
Dec16 161205 1186.7 1186.7 1157.0 1174.0 -1.1 1,588 4,261 -2,571
Feb17 161205 1188.3 1190.2 1158.6 1176.5 -1.3 230,283 273,718 -178
Apr17 161205 1191.1 1192.6 1161.6 1179.5 -1.4 2,611 34,672 -86
Jun17 161205 1195.2 1195.2 1165.5 1182.3 -1.5 2,242 38,983 -451
Aug17 161205 1187.0 1187.1 1176.1 1185.1 -1.5 682 10,791 +95
Oct17 161205 1194.3 1194.3 1179.3 1187.8 -1.4 212 2,180 +36
Dec17 161205 1204.0 1204.0 1173.0 1190.5 -1.4 635 20,414 -7
Feb18 161205 1195.0 1196.6 1182.5 1193.6 -1.3 8 209 +2
Apr18 161205 1186.3 1196.7 1181.8 1196.7 -1.2 305 117 +44
Jun18 161205 1199.7 1199.7 1199.7 1199.7 -1.1 148 4,195 -71
Aug18 161205 1202.9 1202.9 1202.9 1202.9 -1.0      
Oct18 161205 1205.8 1205.8 1205.8 1205.8 -0.8      
Total Volume and Open Interest 240,370 397,995 -3,105
Silver(CMX)
Dec16 161205 1676.5 1682.4 1652.5 1682.4 +7.1 777 2,484 -269
Mar17 161205 1703.5 1705.0 1654.5 1689.9 +6.7 61,519 129,001 -241
May17 161205 1708.0 1708.0 1666.0 1696.0 +6.3 1,372 10,702 +220
Jul17 161205 1714.5 1714.5 1673.0 1702.2 +6.2 396 6,294 +25
Sep17 161205 1685.0 1708.5 1684.5 1708.5 +6.2 288 1,090 +57
Dec17 161205 1718.0 1718.5 1687.0 1717.7 +6.2 61 5,199 -20
Mar18 161205 1725.9 1725.9 1725.9 1725.9 +6.2 0 2 +0
Total Volume and Open Interest 65,933 159,091 -155
Platinum(NYMEX)
Jan17 161205 938.4 941.8 924.7 938.6 +5.9 16,224 55,337 -1,093
Apr17 161205 938.7 944.7 928.3 942.0 +5.9 1,535 12,940 +1,021
Jul17 161205 944.0 945.5 944.0 945.5 +6.0 41 232 +17
Oct17 161205 943.0 949.0 943.0 949.0 +6.0 21 201 +10
Total Volume and Open Interest 17,821 68,729 -53
Palladium(NYMEX)
Dec16 161205 729.00 745.95 729.00 745.95 +1.15 75 190 -42
Mar17 161205 745.10 752.20 727.20 746.05 +0.55 6,689 26,863 +652
Jun17 161205 731.75 750.70 731.75 747.15 +0.85 17 189 +6
Total Volume and Open Interest 6,818 27,262 +608
Copper(CMX)
Dec16 161205 261.00 270.10 261.00 268.90 +7.40 966 5,578 -417
Mar17 161205 261.65 271.30 260.10 269.80 +7.30 89,158 161,602 +688
May17 161205 262.95 271.90 261.25 270.40 +7.30 4,246 28,479 +882
Jul17 161205 262.75 272.00 261.40 270.75 +7.40 1,381 17,221 +35
Sep17 161205 267.40 270.85 267.35 270.80 +7.40 1,747 5,660 -94
Total Volume and Open Interest 99,447 236,860 +2,074
E-mini DJIA Index(CBOT)
Dec16 161205 19097 19276 19094 19210 +52 186,012 140,237 +1,510
Mar17 161205 19031 19206 19031 19147 +52 462 6,142 +180
Jun17 161205 19050 19080 19050 19080 +52 9 36 +9
Sep17 161205 18995 18995 18995 18995 +52      
Total Volume and Open Interest 186,483 146,415 +1,699
S & P 500(CME)
Dec16 161205 2180.50 2205.00 2180.00 2204.20 +12.10 4,480 88,741 +1,128
Mar17 161205 2201.00 2202.80 2197.20 2198.90 +12.10 365 2,124 +245
Jun17 161205 2193.50 2197.40 2193.50 2193.50 +12.10 182 1,465 +180
Sep17 161205 2188.20 2192.10 2188.20 2188.20 +12.10      
Total Volume and Open Interest 5,027 92,330 +1,553
S & P 500 E-Mini(Globex)
Dec16 161205 2184.00 2208.75 2179.00 2204.25 +12.25 2,148,721 2,958,961 -11,224
Mar17 161205 2179.00 2203.75 2174.25 2199.00 +12.25 18,342 88,403 +6,035
Jun17 161205 2173.50 2197.50 2169.00 2193.50 +12.00 1,170 4,359 +902
Sep17 161205 2183.00 2189.75 2183.00 2188.25 +12.25 11 30 -5
Total Volume and Open Interest 2,168,254 3,051,778 -4,288
NASDAQ 100 E-Mini(Globex)
Dec16 161205 4719.00 4795.80 4701.50 4780.50 +42.00 291,375 250,180 +1,585
Mar17 161205 4720.30 4794.30 4700.50 4779.80 +41.80 1,693 2,435 +648
Jun17 161205 4764.00 4780.00 4764.00 4773.80 +41.80 2 25 +1
Total Volume and Open Interest 293,080 252,675 +2,239
S&P Midcap 400(CME) e-Mini
Dec16 161205 1620.50 1643.80 1616.20 1641.50 +17.70 16,614 87,955 -123
Mar17 161205 1624.00 1640.30 1624.00 1639.20 +17.90 31 30 +25
Jun17 161205 1629.50 1629.50 1629.50 1629.50 +17.90      
Total Volume and Open Interest 16,645 87,985 -98
Volatility Index(CBOE)
Dec16 161205 15.35 15.71 13.50 13.53 -1.55 109,419 201,262 -1,137
Jan17 161205 16.90 17.17 15.65 15.68 -1.09 61,890 101,255 +3,322
Feb17 161205 17.70 18.00 16.85 16.88 -0.80 16,543 33,710 +22
Mar17 161205 18.40 18.58 17.69 17.73 -0.60 7,462 28,819 +75
Total Volume and Open Interest 208,134 410,431 +3,984
Russell 2000 Mini(ICE)
Dec16 161205 1310.00 1340.80 1307.00 1339.10 +25.70 111,226 348,650 -5,430
Mar17 161205 1311.70 1338.40 1307.40 1336.90 +26.30 257 766 +28
Jun17 161205 1333.90 1333.90 1333.90 1333.90 +26.30 0 174 +0
Total Volume and Open Interest 111,483 349,729 -5,402
Nikkei 225(CME)
Dec16 161205 18275 18570 18235 18400 +25 13,802 35,599 -754
Mar17 161205 18300 18600 18275 18440 +35 584 804 +119
Total Volume and Open Interest 14,386 36,403 -635
Nikkei 225(SGX)
Dec16 161205 18260 18520 18240 18265 -55 128,811 215,484 +8,347
Mar17 161205 18215 18470 18200 18200 -70 9,812 15,898 +4,086
Jun17 161205 18105 18105 18105 18105 -55 0 1 +0
Total Volume and Open Interest 138,877 237,652 +12,385
Nikkei 225 Mini(JPX)
Dec16 161201 18370 18755 18365 18400 +20 616,222 428,202 -5,830
Mar17 161201 18310 18700 18310 18400 +80 32,042 43,760 -135
Jun17 161201 18185 18570 18185 18240 +60 425 2,103 +2
Total Volume and Open Interest 659,013 546,980 -2,277
Nikkei 225(JPX)
Dec16 161201 18370 18760 18360 18400 +20 60,217 376,305 -7,235
Mar17 161201 18310 18700 18310 18400 +80 6,579 65,716 +8,482
Jun17 161201 18250 18540 18240 18240 +60 38 18,078 +207
Total Volume and Open Interest 66,843 533,458 +1,456
Nikkei 225(CME) Yen
Dec16 161205 18250 18570 18215 18405 +40 66,688 71,379 -1,315
Mar17 161205 18200 18515 18185 18360 +40 4,353 4,472 +2,474
Jun17 161205 18230 18230 18230 18230 +40      
Total Volume and Open Interest 71,041 75,851 +1,159
Nikkei 225(CME) e-Mini Yen
Dec16 161205 18400 18400 18400 18400 +30 0 308 +0
Mar17 161205 18360 18360 18360 18360 +40      
Jun17 161205 18230 18230 18230 18230 +40      
Total Volume and Open Interest 0 308 +0
CAC 40(EURONEXT)
Dec16 161205 4486.0 4606.0 4470.5 4573.0 +46.5 103,806 291,104 -1,791
Jan17 161205 4469.0 4593.0 4469.0 4564.0 +46.5 53 6,248 +6
Feb17 161205 4563.5 4563.5 4549.5 4561.5 +46.5 1 5 +0
Mar17 161205 4580.0 4585.0 4546.5 4560.0 +46.0 83 219 +78
Total Volume and Open Interest 103,943 297,580 -1,707
Hang Seng Index(HKFE)
Dec16 161205 22555 22710 22375 22580 +5 92,553 133,231 +1,922
Jan17 161205 22551 22725 22395 22599 +7 503 1,794 +189
Total Volume and Open Interest 93,216 138,626 +2,099
DAX(EUREX)
Dec16 161205 10444.0 10741.5 10420.0 10696.0 +169.0 127,659 170,587 -6,543
Mar17 161205 10446.0 10726.0 10424.5 10693.0 +168.5 1,057 7,780 +67
Jun17 161205 10495.0 10736.5 10495.0 10717.0 +168.5 43 221 +0
Total Volume and Open Interest 128,759 178,588 -6,476
Mini-DAX(EUREX)
Dec16 161205 10450.0 10740.0 10423.0 10696.0 +169.0 27,328 13,360 +2,419
Mar17 161205 10449.0 10727.0 10426.0 10693.0 +168.5 530 2,501 +7
Jun17 161205 10456.0 10750.0 10456.0 10717.0 +168.5 9 65 +8
Total Volume and Open Interest 27,867 15,926 -1,082
FT-SE 100(EURONEXT)
Dec16 161205 6696.00 6800.00 6681.50 6756.00 +16.50 160,960 734,100 -7,524
Mar17 161205 6630.00 6730.00 6619.00 6692.50 +16.50 1,707 13,645 +647
Jun17 161205 6629.50 6636.50 6594.50 6620.00 +14.00 0 15 +0
Total Volume and Open Interest 162,667 747,760 -6,877
SPI 200(SFE)
Dec16 161205 5444.0 5473.0 5383.0 5397.0 -47.0 46,029 283,217 +3,803
Mar17 161205 5400.0 5410.0 5333.0 5345.0 -48.0 49 2,172 +29
Jun17 161205 5332.0 5332.0 5332.0 5332.0 -45.0 0 1,397 +0
Total Volume and Open Interest 46,078 288,110 +3,832
FTSE MIB(ISE)
Dec16 161205 16730.00 17365.00 16650.00 17023.00 -73.00 52,414 40,871 +1,342
Mar17 161205 16700.00 17260.00 16630.00 16966.00 -70.00 210 1,646 +112
Jun17 161205 16616.00 16616.00 16616.00 16616.00 -70.00      
Total Volume and Open Interest 52,624 42,517 +1,454
KOSPI 200(KFE)
Dec16 161205 253.55 254.20 252.70 252.70 +0.05 97,761 128,317 -834
Mar17 161205 250.50 251.15 249.95 249.95 +0.15 1,390 25,962 +1,990
Jun17 161205 249.80 250.60 249.80 250.05 -0.15 3 2,645 +67
Total Volume and Open Interest 99,154 161,917 +1,223
GSCI(CME)
Dec16 161205 389.55 391.10 388.85 389.00 +2.50 1,283 14,228 -485
Jan17 161205 391.90 393.90 391.90 391.90 +2.50 175 400 +175
Feb17 161205 394.15 394.15 394.15 394.15 +2.50      
Total Volume and Open Interest 1,458 14,628 -310
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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