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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue December 06, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161206 1042.50 1061.75 1039.00 1047.75 +4.25 84,039 297,090 -10,434
Mar17 161206 1052.50 1071.25 1048.50 1057.75 +4.50 33,671 180,710 +4,734
May17 161206 1058.75 1077.50 1056.25 1064.75 +5.00 11,848 77,806 +1,982
Jul17 161206 1063.25 1082.00 1060.50 1069.75 +5.25 11,700 85,863 -926
Aug17 161206 1064.25 1077.00 1064.25 1065.50 +5.00 162 4,590 -28
Sep17 161206 1044.25 1055.00 1044.25 1045.00 +4.25 80 2,079 -7
Nov17 161206 1023.25 1038.25 1021.25 1027.50 +3.00 4,123 62,902 +759
Jan18 161206 1023.00 1037.50 1023.00 1027.50 +3.00 54 2,587 +18
Mar18 161206 1014.00 1028.00 1014.00 1019.50 +2.75 40 1,827 +1
May18 161206 1020.75 1024.00 1016.50 1016.50 +2.50 10 425 +2
Jul18 161206 1024.00 1025.00 1016.75 1016.75 +2.00 10 657 -3
Aug18 161206 1011.00 1011.00 1011.00 1011.00 +1.50 0 17 +0
Sep18 161206 999.00 999.00 999.00 999.00 +1.50 0 17 +0
Nov18 161206 980.00 987.00 975.00 978.00 -0.25 32 883 +11
Total Volume and Open Interest 145,769 717,480 -3,891
Soybean Meal(CBOT)
Dec16 161206 318.80 325.90 318.50 320.20 +2.50 2,754 4,411 -873
Jan17 161206 318.80 328.00 318.10 321.90 +2.40 40,310 121,456 -2,361
Mar17 161206 321.10 330.90 321.10 325.10 +2.60 19,765 99,352 +2,058
May17 161206 323.60 332.40 323.50 326.70 +2.40 6,713 47,079 -317
Jul17 161206 325.90 334.00 325.20 328.40 +2.30 3,801 42,851 +39
Aug17 161206 325.80 332.60 325.30 327.10 +2.30 345 6,022 +8
Sep17 161206 325.50 329.20 322.20 324.20 +2.00 341 5,768 +48
Oct17 161206 319.00 324.90 318.20 320.00 +1.60 309 5,104 +16
Dec17 161206 318.80 324.50 318.30 319.70 +1.80 1,092 21,066 +82
Jan18 161206 317.70 318.20 317.70 318.20 +1.70 37 929 +4
Total Volume and Open Interest 75,498 356,328 -1,291
Soybean Oil(CBOT)
Dec16 161206 37.35 37.94 37.35 37.62 +0.13 1,750 2,285 -881
Jan17 161206 37.69 38.28 37.52 37.82 +0.15 60,913 168,663 -3,060
Mar17 161206 37.90 38.54 37.78 38.10 +0.16 30,292 128,581 +2,480
May17 161206 38.05 38.61 37.90 38.20 +0.16 10,777 55,410 +891
Jul17 161206 38.09 38.69 37.98 38.27 +0.17 9,578 48,625 +1,544
Aug17 161206 38.16 38.35 37.88 38.03 +0.14 1,034 5,135 -134
Sep17 161206 37.63 38.08 37.61 37.78 +0.15 692 4,766 +61
Oct17 161206 37.37 37.84 37.18 37.44 +0.21 475 4,185 +88
Dec17 161206 37.14 37.79 37.10 37.41 +0.27 2,138 11,251 +136
Jan18 161206 37.59 37.78 37.15 37.38 +0.26 53 552 -2
Total Volume and Open Interest 117,751 430,436 +1,140
Canola(WCE)
Jan17 161206 527.3 532.9 525.6 528.7 +1.4 11,521 129,062 -5,061
Mar17 161206 531.6 539.0 531.5 534.7 +1.5 13,518 46,543 -857
May17 161206 536.2 544.5 536.2 540.1 +2.4 4,114 25,217 +523
Jul17 161206 540.8 545.2 536.5 541.2 +3.4 1,301 15,247 -58
Nov17 161206 508.0 515.0 507.0 508.4 -0.7 322 12,793 -20
Total Volume and Open Interest 30,783 230,552 -5,467
Corn(CBOT)
Dec16 161206 348.25 354.00 348.25 351.00 +1.50 8,162 8,813 -3,100
Mar17 161206 358.00 364.00 357.50 360.50 +1.25 126,397 724,239 -6,511
May17 161206 364.75 370.50 364.25 367.25 +1.00 35,559 155,944 +3,815
Jul17 161206 372.00 377.75 371.50 374.25 +0.75 19,305 162,843 +732
Sep17 161206 379.00 384.50 379.00 381.00 +0.25 4,754 57,451 -31
Dec17 161206 387.50 393.00 387.50 389.50 +0.25 9,232 109,162 +1,126
Mar18 161206 395.25 401.00 395.25 397.75 +0.25 461 9,159 +179
May18 161206 403.50 406.00 402.75 403.25 +0.50 16 1,532 -2
Jul18 161206 407.00 410.50 407.00 407.75 +0.25 21 1,852 -13
Sep18 161206 402.50 403.50 402.50 403.50 +0.75 0 822 +0
Total Volume and Open Interest 204,035 1,238,970 -3,759
Wheat(CBOT)
Dec16 161206 393.00 393.00 388.25 389.50 +0.25 724 880 -627
Mar17 161206 408.50 413.00 405.75 406.75 -1.50 57,921 279,320 -3,666
May17 161206 420.00 424.75 418.00 419.25 -1.00 14,635 60,926 -1,205
Jul17 161206 433.00 437.00 431.00 432.25 -0.75 12,325 65,156 +1,223
Sep17 161206 448.00 451.25 445.75 446.50 -1.25 1,992 11,321 +170
Dec17 161206 465.25 469.50 463.25 464.75 -1.25 2,656 22,043 +291
Total Volume and Open Interest 90,564 444,784 -3,753
Wheat(KCBT)
Dec16 161206 391.25 393.00 387.00 387.00 -3.25 120 218 -311
Mar17 161206 409.75 412.00 404.00 405.00 -3.50 14,959 138,981 +639
May17 161206 421.50 423.75 416.00 416.75 -3.75 4,165 38,229 +288
Jul17 161206 432.75 435.75 428.50 429.00 -3.50 6,210 56,067 +1,080
Sep17 161206 448.00 450.25 443.50 444.00 -3.50 391 6,108 +29
Dec17 161206 470.00 471.75 464.25 465.00 -3.00 176 8,132 -15
Mar18 161206 485.00 485.00 479.25 479.25 -2.75 113 2,400 +12
Total Volume and Open Interest 26,137 251,159 +1,722
Wheat(MGE)
Dec16 161206 538.50 542.25 535.50 538.75 +1.25 282 928 -232
Mar17 161206 534.75 541.25 532.25 534.00 -0.75 4,800 34,668 +206
May17 161206 538.50 543.75 536.25 537.50 -0.75 1,411 11,697 -122
Jul17 161206 542.50 546.75 540.00 541.25 unch 340 6,029 -14
Sep17 161206 547.50 551.00 546.75 548.00 -0.25 117 3,860 +12
Dec17 161206 558.00 561.75 556.00 557.00 -0.75 126 2,811 -11
Total Volume and Open Interest 7,078 60,082 -159
Oats(CBOT)
Dec16 161206 209.00 209.50 209.00 209.50 +10.25 57 92 -44
Mar17 161206 213.25 218.75 212.75 218.50 +5.25 324 6,165 +0
May17 161206 218.75 224.00 218.75 223.00 +5.50 31 759 +19
Jul17 161206 224.00 228.50 224.00 227.50 +8.50 1 81 +0
Total Volume and Open Interest 413 7,185 -25
Rough Rice(CBOT)
Jan17 161206 9.86 9.97 9.84 9.96 -0.02 351 10,491 -26
Mar17 161206 10.15 10.23 10.11 10.22 -0.02 191 2,066 +84
May17 161206 10.45 10.48 10.42 10.48 -0.03 0 24 +0
Jul17 161206 10.55 10.64 10.52 10.64 -0.02 0 9 +0
Total Volume and Open Interest 542 12,598 +58
Live Cattle(CME)
Dec16 161206 108.400 109.900 107.285 109.850 +2.020 11,552 20,337 -10,381
Feb17 161206 109.700 111.300 108.350 111.050 +2.070 35,291 111,436 -444
Apr17 161206 109.500 111.285 108.400 111.035 +2.055 13,840 69,207 -158
Jun17 161206 100.885 102.385 100.035 102.000 +1.450 10,750 50,833 +730
Aug17 161206 97.650 99.000 96.900 98.700 +1.250 3,212 17,208 -13
Oct17 161206 98.100 99.500 97.600 99.200 +1.150 1,205 9,081 +296
Total Volume and Open Interest 76,186 282,130 -9,916
Feeder Cattle(CME)
Jan17 161206 124.700 127.430 122.930 126.850 +2.520 5,319 21,095 -504
Mar17 161206 121.730 124.200 120.000 123.785 +2.400 2,784 13,276 +230
Apr17 161206 121.150 123.830 119.750 123.450 +2.370 899 4,747 +152
May17 161206 120.400 122.750 118.980 122.680 +2.395 494 4,146 +32
Aug17 161206 121.080 123.430 119.550 123.250 +2.450 332 2,018 +5
Sep17 161206 119.200 121.635 118.180 121.535 +2.335 21 168 +16
Oct17 161206 119.500 120.000 119.500 120.000 +2.100 6 37 +6
Total Volume and Open Interest 9,855 45,493 -63
Lean Hogs(CME)
Dec16 161206 52.250 54.080 52.000 53.380 +1.880 6,994 29,194 -1,895
Feb17 161206 55.350 57.735 55.035 57.485 +2.685 13,321 99,326 -699
Apr17 161206 61.580 63.950 61.430 63.630 +2.500 5,629 42,827 -236
May17 161206 69.100 70.950 69.100 70.400 +1.820 44 937 -3
Jun17 161206 72.950 75.150 72.785 74.730 +2.030 2,360 20,821 +197
Jul17 161206 73.800 75.250 73.580 75.080 +1.600 1,004 9,221 -431
Aug17 161206 74.350 75.250 73.950 74.980 +0.780 675 7,729 +461
Oct17 161206 63.300 63.830 63.250 63.700 +0.600 144 2,173 +13
Total Volume and Open Interest 30,184 213,479 -2,593
Class III Milk(CME)
Dec16 161206 17.02 17.05 16.95 16.98 -0.05 459 6,222 -18
Jan17 161206 16.61 16.74 16.50 16.58 -0.17 1,036 4,348 +294
Feb17 161206 16.68 16.85 16.60 16.71 -0.12 729 3,481 +7
Mar17 161206 16.74 16.82 16.57 16.69 -0.10 489 3,021 +52
Apr17 161206 16.72 16.73 16.55 16.66 -0.05 373 2,529 -31
May17 161206 16.71 16.78 16.63 16.72 -0.05 255 2,479 +49
Jun17 161206 17.05 17.05 16.90 16.95 -0.07 257 2,174 +23
Jul17 161206 17.30 17.33 17.27 17.33 -0.02 189 1,149 -35
Aug17 161206 17.41 17.47 17.41 17.44 -0.03 118 1,140 -5
Sep17 161206 17.50 17.50 17.39 17.48 -0.02 110 1,111 -10
Oct17 161206 17.31 17.35 17.31 17.31 unch 94 874 +4
Nov17 161206 17.17 17.17 17.09 17.09 -0.08 97 890 +30
Dec17 161206 17.02 17.02 16.97 17.00 -0.02 63 861 +29
Total Volume and Open Interest 4,293 30,982 +402
Cocoa(ICE)
Dec16 161206 2322 2347 2322 2347 -9 24 76 +6
Mar17 161206 2372 2376 2322 2358 -9 19,483 141,107 -1,609
May17 161206 2362 2366 2317 2351 -8 5,639 49,988 +1,640
Jul17 161206 2351 2360 2313 2346 -7 3,766 31,054 +1,042
Sep17 161206 2360 2367 2323 2354 -8 925 13,111 +456
Dec17 161206 2366 2377 2334 2365 -7 1,351 6,307 +115
Mar18 161206 2377 2389 2344 2378 -6 391 9,083 +231
Total Volume and Open Interest 31,723 253,637 +1,993
Coffee "C"(ICE)
Dec16 161206 138.30 138.30 137.95 137.95 -2.25 163 126 -20
Mar17 161206 144.15 145.70 141.80 142.00 -2.50 25,100 100,240 -1,739
May17 161206 146.90 147.90 144.15 144.30 -2.55 5,483 42,230 +443
Jul17 161206 148.80 150.05 146.30 146.45 -2.55 4,437 17,458 +529
Sep17 161206 151.00 151.95 148.35 148.45 -2.55 1,168 8,263 +78
Dec17 161206 153.80 154.85 151.30 151.40 -2.50 118 10,547 -33
Total Volume and Open Interest 36,574 184,377 -771
Orange Juice(ICE)
Jan17 161206 219.95 219.95 215.25 217.00 -3.10 547 13,539 +1
Mar17 161206 216.45 216.45 212.65 214.40 -2.75 214 2,387 +131
May17 161206 212.80 212.80 209.75 212.10 -1.45 19 510 -3
Jul17 161206 210.65 210.65 207.00 210.10 -0.75 6 132 +4
Sep17 161206 203.00 203.00 203.00 203.00 -0.75      
Nov17 161206 200.10 200.10 200.10 200.10 -0.75 0 2 +0
Total Volume and Open Interest 786 16,571 +133
Sugar #11(ICE)
Mar17 161206 19.00 19.86 18.80 19.51 +0.57 64,885 389,850 +1,403
May17 161206 18.56 19.35 18.40 18.98 +0.50 22,104 167,878 +1,632
Jul17 161206 18.05 18.80 18.00 18.45 +0.41 13,881 124,171 -447
Oct17 161206 17.84 18.48 17.82 18.17 +0.32 6,413 69,469 -399
Mar18 161206 17.86 18.34 17.83 18.07 +0.20 2,819 39,122 -228
May18 161206 17.36 17.73 17.32 17.50 +0.13 688 13,696 -3
Jul18 161206 16.83 17.15 16.83 16.98 +0.10 445 9,854 +55
Oct18 161206 16.96 17.00 16.84 16.90 +0.14 267 8,521 +235
Total Volume and Open Interest 111,779 828,139 +2,432
London Cocoa(LCE)
Dec16 161206 1854 1855 1803 1830 -31 9,442 23,705 -13,878
Mar17 161206 1891 1891 1840 1873 -22 21,071 101,082 +4,935
May17 161206 1893 1895 1850 1882 -20 9,339 63,214 +1,477
Jul17 161206 1906 1907 1865 1899 -16 5,537 24,125 +930
Sep17 161206 1920 1920 1879 1912 -15 4,138 26,939 +757
Dec17 161206 1921 1926 1887 1920 -13 2,535 17,117 +153
Mar18 161206 1917 1934 1898 1930 -14 1,993 9,444 +1,040
Total Volume and Open Interest 54,402 266,496 -4,351
London Sugar(LCE)
Mar17 161206 509.20 524.70 504.40 519.90 +13.30 3,920 34,511 -136
May17 161206 503.50 518.30 500.00 513.00 +12.30 1,323 20,401 -66
Aug17 161206 494.00 507.70 491.80 502.00 +10.30 708 8,846 +239
Oct17 161206 479.50 490.70 479.50 485.70 +7.50 552 10,734 +275
Dec17 161206 476.00 480.90 476.00 476.60 +4.70 277 2,249 +131
Total Volume and Open Interest 7,214 78,893 +672
Cotton(ICE)
Dec16 161206 72.47 72.50 71.73 72.39 +0.08 56 495 -59
Mar17 161206 71.01 71.69 70.85 71.33 +0.32 16,718 179,457 -3,599
May17 161206 71.43 72.08 71.34 71.76 +0.32 2,349 39,291 +494
Jul17 161206 71.36 72.13 71.36 71.80 +0.32 1,021 14,152 -150
Oct17 161206 71.13 71.13 71.13 71.13 +0.34 0 34 +0
Dec17 161206 69.48 70.35 69.48 69.96 +0.36 486 17,953 +419
Total Volume and Open Interest 20,630 252,540 -2,895
Lumber(CME)
Jan17 161206 331.8 332.8 329.5 331.4 -1.5 586 2,379 -109
Mar17 161206 341.7 343.5 341.2 343.0 -1.3 180 1,213 +134
May17 161206 349.1 349.6 346.5 349.1 -0.4 2 191 +0
Jul17 161206 351.9 351.9 351.9 351.9 -0.4 0 44 +0
Total Volume and Open Interest 770 3,858 +23
Crude Oil(NYM)
Jan17 161206 50.97 51.60 50.28 50.93 -0.86 667,099 574,894 -32,778
Feb17 161206 52.00 52.68 51.38 51.97 -0.86 180,911 220,441 +4,718
Mar17 161206 52.95 53.62 52.35 52.91 -0.85 107,309 255,273 +4,521
Apr17 161206 53.69 54.33 53.12 53.63 -0.84 74,926 112,302 +11,575
May17 161206 54.28 54.81 53.65 54.14 -0.82 43,149 90,136 +5,108
Jun17 161206 54.49 55.16 53.98 54.47 -0.79 84,008 199,086 +3,008
Jul17 161206 55.07 55.26 54.21 54.66 -0.76 14,324 41,224 +1,376
Aug17 161206 55.13 55.36 54.40 54.77 -0.74 9,790 36,741 +757
Sep17 161206 55.23 55.26 54.42 54.83 -0.73 16,426 57,072 +366
Oct17 161206 55.30 55.50 54.53 54.87 -0.72 5,764 31,800 +1,311
Nov17 161206 55.40 55.40 54.71 54.91 -0.71 8,827 30,560 +176
Dec17 161206 55.12 55.63 54.53 54.95 -0.70 55,526 181,208 +5,546
Jan18 161206 54.93 55.53 54.93 54.93 -0.69 3,900 29,260 -14
Feb18 161206 54.90 55.59 54.90 54.90 -0.68 2,431 9,184 +548
Mar18 161206 54.83 54.87 54.70 54.87 -0.66 3,414 24,684 +797
Apr18 161206 54.83 54.83 54.83 54.83 -0.65 856 5,098 +297
Total Volume and Open Interest 1,310,642 2,080,864 +12,617
e-miNY Crude Oil(NYM)
Jan17 161206 51.000 51.600 50.275 50.925 -0.875 12,907 3,019 +11
Feb17 161206 51.975 52.650 51.400 51.975 -0.850 523 1,002 +4
Mar17 161206 53.100 53.525 52.400 52.900 -0.850 260 400 +24
Apr17 161206 53.950 53.950 53.300 53.625 -0.850 28 283 +2
May17 161206 54.150 54.900 54.150 54.150 -0.800 20 24 +1
Jun17 161206 54.250 54.475 54.150 54.475 -0.775 57 100 +10
Jul17 161206 54.525 54.650 54.350 54.650 -0.775 84 144 +25
Aug17 161206 54.775 54.775 54.775 54.775 -0.725 23 162 +22
Sep17 161206 54.825 54.825 54.825 54.825 -0.725 3 54 +1
Oct17 161206 54.875 54.875 54.875 54.875 -0.725 0 27 +0
Total Volume and Open Interest 13,916 5,397 +96
NY Harbor ULSD(NYM)
Jan17 161206 164.67 166.02 162.72 163.79 -1.92 62,591 107,425 +1,957
Feb17 161206 166.39 167.75 164.53 165.41 -2.08 27,383 57,537 +1,355
Mar17 161206 168.01 168.82 165.76 166.58 -2.09 25,347 57,058 +1,095
Apr17 161206 168.29 169.11 166.13 166.89 -2.10 12,613 36,281 +1,354
May17 161206 168.53 168.89 166.85 167.51 -2.07 7,655 22,753 +353
Jun17 161206 169.59 170.24 167.35 168.12 -2.02 14,083 43,094 +106
Jul17 161206 168.60 169.05 168.36 169.05 -1.95 2,277 6,531 -96
Aug17 161206 169.34 170.02 169.34 170.02 -1.85 1,789 4,720 -286
Sep17 161206 170.35 171.12 170.35 171.07 -1.77 1,826 7,408 +439
Oct17 161206 171.37 172.38 171.37 172.02 -1.71 393 3,885 -51
Nov17 161206 173.30 173.30 172.89 172.89 -1.68 231 3,459 +17
Dec17 161206 175.19 175.30 173.04 173.72 -1.63 4,261 35,309 +639
Jan18 161206 175.00 175.00 174.64 174.64 -1.58 57 2,779 +8
Feb18 161206 174.75 174.99 174.75 174.99 -1.55 28 1,801 -4
Total Volume and Open Interest 160,858 401,192 +6,855
RBOB Gasoline(NYM)
Jan17 161206 154.91 156.08 152.91 153.59 -2.16 56,022 144,284 -3,385
Feb17 161206 156.24 157.19 154.16 154.94 -2.04 31,909 56,543 +3,493
Mar17 161206 158.69 159.37 156.37 157.21 -2.07 21,708 44,679 +2,124
Apr17 161206 178.60 179.05 176.11 176.98 -2.03 14,799 36,791 +1,023
May17 161206 179.47 180.36 177.34 178.31 -2.12 8,700 20,769 +495
Jun17 161206 179.76 180.20 177.14 178.07 -2.24 8,688 28,469 +485
Jul17 161206 176.74 176.97 175.83 176.83 -2.22 1,855 7,155 +16
Aug17 161206 174.85 175.25 173.97 174.93 -2.15 1,229 4,090 -155
Sep17 161206 172.28 172.57 171.45 172.37 -2.05 1,304 9,622 +390
Oct17 161206 160.13 160.13 160.08 160.08 -2.09 739 5,215 +161
Total Volume and Open Interest 152,815 385,109 +5,829
e-miNY RBOB Gasoline(NYM)
Jan17 161206 153.59 153.59 153.59 153.59 -2.16 0 1 +0
Feb17 161206 154.94 154.94 154.94 154.94 -2.04      
Mar17 161206 157.21 157.21 157.21 157.21 -2.07      
Apr17 161206 176.98 176.98 176.98 176.98 -2.03      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan17 161206 3.600 3.732 3.574 3.635 -0.019 168,563 261,060 -15,667
Feb17 161206 3.595 3.714 3.574 3.626 -0.015 46,068 86,427 +2,008
Mar17 161206 3.555 3.663 3.540 3.580 -0.018 45,702 189,433 +541
Apr17 161206 3.392 3.480 3.380 3.404 -0.024 37,802 98,388 -218
May17 161206 3.356 3.436 3.337 3.360 -0.029 18,835 80,377 +1,376
Jun17 161206 3.373 3.450 3.353 3.377 -0.028 8,680 42,592 -290
Jul17 161206 3.403 3.460 3.377 3.401 -0.027 7,753 37,579 +847
Aug17 161206 3.387 3.464 3.368 3.392 -0.027 5,770 26,331 +570
Sep17 161206 3.370 3.436 3.347 3.372 -0.028 5,888 29,049 +308
Oct17 161206 3.388 3.456 3.365 3.390 -0.029 16,290 78,488 -253
Nov17 161206 3.428 3.487 3.403 3.426 -0.031 7,380 25,928 -267
Dec17 161206 3.550 3.615 3.539 3.553 -0.030 5,982 30,064 -236
Jan18 161206 3.633 3.703 3.624 3.638 -0.028 8,880 30,582 +781
Feb18 161206 3.582 3.638 3.570 3.586 -0.029 2,255 9,775 +300
Mar18 161206 3.470 3.537 3.451 3.472 -0.031 5,155 28,790 +588
Apr18 161206 2.926 2.960 2.886 2.905 -0.027 4,802 33,535 -33
Total Volume and Open Interest 400,450 1,166,535 -8,291
Brent Crude Oil(ICE)
Feb17 161206 54.50 54.94 53.51 53.93 -1.01 312,780 537,896 -32,639
Mar17 161206 55.12 55.60 54.22 54.65 -0.94 132,026 396,051 +9,008
Apr17 161206 55.64 56.09 54.75 55.20 -0.88 61,387 147,592 -566
May17 161206 56.05 56.47 55.18 55.64 -0.84 44,968 119,338 +1,235
Jun17 161206 56.40 56.78 55.53 55.99 -0.82 84,721 225,081 -5,951
Jul17 161206 56.64 57.00 55.79 56.24 -0.80 18,156 62,907 +1,062
Aug17 161206 56.81 57.13 55.96 56.40 -0.78 9,104 42,815 +461
Sep17 161206 56.91 57.23 56.04 56.49 -0.76 11,124 65,227 -624
Oct17 161206 56.97 57.24 56.12 56.54 -0.75 5,220 32,097 -411
Nov17 161206 56.96 56.96 56.58 56.58 -0.74 3,272 24,376 +309
Dec17 161206 57.06 57.39 56.21 56.63 -0.73 64,541 219,791 +4,964
Jan18 161206 56.69 56.69 56.69 56.69 -0.72 1,382 27,545 +58
Feb18 161206 56.76 56.76 56.76 56.76 -0.71 1,244 17,503 +35
Mar18 161206 56.82 56.82 56.82 56.82 -0.70 2,448 22,855 +75
Total Volume and Open Interest 795,447 2,251,671 -21,892
Gas Oil(ICE)
Dec16 161206 474.25 477.00 466.50 470.75 -6.25 38,296 78,972 -9,914
Jan17 161206 479.00 481.50 471.00 475.25 -5.75 85,503 162,149 +126
Feb17 161206 483.75 485.50 475.75 479.75 -5.50 43,599 95,200 +802
Mar17 161206 486.50 488.75 479.25 483.25 -5.50 19,055 68,595 +871
Apr17 161206 489.50 491.75 482.25 486.00 -5.25 10,288 35,307 -6
May17 161206 492.00 494.00 484.75 488.50 -5.25 5,829 31,922 -482
Jun17 161206 494.00 496.25 487.00 490.50 -5.25 17,465 80,604 +947
Jul17 161206 496.75 499.00 490.75 493.50 -5.00 2,978 23,154 +383
Aug17 161206 499.75 501.75 492.75 496.25 -4.75 2,526 17,390 +875
Sep17 161206 502.25 504.25 496.00 498.75 -4.50 2,679 28,759 -119
Total Volume and Open Interest 246,852 828,599 -6,618
Ethanol(CBOT)
Jan17 161206 1.587 1.610 1.584 1.605 +0.018 62 4,039 -10
Feb17 161206 1.541 1.563 1.541 1.559 +0.018 58 714 +19
Mar17 161206 1.547 1.563 1.547 1.563 +0.018 26 445 -19
Apr17 161206 1.566 1.575 1.566 1.575 +0.016 0 358 +0
May17 161206 1.577 1.577 1.577 1.577 +0.016 0 6 +0
Jun17 161206 1.572 1.572 1.572 1.572 +0.016      
Jul17 161206 1.572 1.572 1.572 1.572 +0.016      
Aug17 161206 1.578 1.578 1.578 1.578 +0.016      
Total Volume and Open Interest 150 5,587 -14
WTI Crude Oil(ICE)
Jan17 161206 51.25 51.61 50.29 50.93 -0.86 38,811 89,996 +1,196
Feb17 161206 52.30 52.68 51.38 51.97 -0.86 64,868 96,581 -5,365
Mar17 161206 53.32 53.55 52.37 52.91 -0.85 42,198 59,242 +1,632
Apr17 161206 54.03 54.20 53.12 53.63 -0.84 15,761 22,371 +316
May17 161206 54.54 54.81 53.65 54.14 -0.82 8,066 17,411 -1,709
Jun17 161206 55.04 55.04 54.04 54.47 -0.79 19,979 69,625 +1,247
Jul17 161206 54.93 54.93 54.28 54.66 -0.76 1,948 8,015 +227
Aug17 161206 55.20 55.20 54.77 54.77 -0.74 814 6,741 +108
Sep17 161206 55.30 55.30 54.83 54.83 -0.73 1,008 16,177 +79
Oct17 161206 54.87 54.87 54.87 54.87 -0.72 411 4,685 +108
Nov17 161206 54.91 54.91 54.91 54.91 -0.71 284 2,807 +93
Dec17 161206 55.45 55.45 54.59 54.95 -0.70 10,935 78,084 +214
Jan18 161206 54.93 54.93 54.93 54.93 -0.69 305 1,536 +219
Feb18 161206 54.90 54.90 54.90 54.90 -0.68 74 940 -9
Mar18 161206 54.87 54.87 54.87 54.87 -0.66 96 3,309 -29
Apr18 161206 54.83 54.83 54.83 54.83 -0.65 2 935 +0
Total Volume and Open Interest 208,531 552,726 -794
US Dollar Index(ICE)
Dec16 161206 100.180 100.615 100.010 100.530 +0.417 41,184 80,941 +1,626
Mar17 161206 100.080 100.485 99.880 100.395 +0.427 3,234 13,651 +1,059
Jun17 161206 100.005 100.320 99.860 100.320 +0.427 14 667 +0
Total Volume and Open Interest 44,432 95,527 +2,685
Australian Dollar(CME)
Dec16 161206 74.72 74.80 74.28 74.55 -0.20 84,435 79,811 -6,084
Mar17 161206 74.55 74.64 74.15 74.40 -0.20 1,091 4,693 +103
Jun17 161206 74.14 74.27 74.14 74.25 -0.19 5 65 +0
Total Volume and Open Interest 85,531 84,588 -5,981
British Pound(CME)
Dec16 161206 127.36 127.77 126.59 126.81 -0.46 98,879 225,025 -212
Mar17 161206 127.64 128.05 126.88 127.09 -0.47 980 17,797 +447
Jun17 161206 128.00 128.31 127.21 127.37 -0.47 11 661 +4
Total Volume and Open Interest 99,872 243,674 +239
Canadian Dollar(CME)
Dec16 161206 75.38 75.47 75.13 75.24 -0.15 63,559 103,268 -2,887
Mar17 161206 75.44 75.54 75.22 75.32 -0.15 1,956 6,793 +695
Jun17 161206 75.60 75.61 75.32 75.40 -0.15 31 700 +22
Sep17 161206 75.57 75.59 75.44 75.49 -0.14 26 386 +26
Total Volume and Open Interest 65,639 111,569 -2,119
Japanese Yen(CME)
Dec16 161206 87.90 88.14 87.61 87.68 -0.26 165,650 210,834 +3,194
Mar17 161206 88.31 88.52 88.00 88.06 -0.27 6,381 12,641 +2,685
Jun17 161206 88.50 88.83 87.96 88.50 -0.26 0 197 +0
Total Volume and Open Interest 172,031 223,703 +5,879
Swiss Franc(CME)
Dec16 161206 99.42 99.56 98.91 98.99 -0.43 26,837 63,834 -488
Mar17 161206 100.01 100.12 99.49 99.55 -0.44 880 1,861 +737
Jun17 161206 100.17 100.17 100.17 100.17 -0.44 2 17 +2
Total Volume and Open Interest 27,719 65,721 +251
EuroFX(CME)
Dec16 161206 107.67 107.91 107.03 107.22 -0.53 195,184 411,854 -3,490
Mar17 161206 108.12 108.38 107.52 107.69 -0.53 4,641 23,646 +79
Jun17 161206 108.67 108.86 108.07 108.21 -0.54 165 1,950 +88
Total Volume and Open Interest 199,996 437,731 -3,321
Mexican Peso(CME)
Dec16 161206 484.88 491.75 484.75 489.63 +4.13 42,765 117,977 -2,205
Jan17 161206 488.25 488.25 488.25 488.25 +4.00      
Total Volume and Open Interest 45,409 151,695 -2,054
Brazilian Real(CME)
Jan17 161206 290.25 292.00 286.35 291.05 +1.50 1,816 18,014 +162
Feb17 161206 288.60 291.50 285.35 288.60 +1.55 0 2 +0
Mar17 161206 284.75 286.55 283.55 286.55 +1.45 82 1,827 +53
Apr17 161206 284.35 284.35 284.35 284.35 +1.60      
Total Volume and Open Interest 1,898 19,843 +215
30-Year T-Bonds(CBOT)
Dec16 161206 151~310 152~110 151~170 151~210 -0~150 10,365 14,596 -2,268
Mar17 161206 150~220 150~310 150~040 150~090 -0~150 312,495 556,912 -2,435
Jun17 161206 149~130 149~130 149~130 149~130 -0~150 0 3 +0
Total Volume and Open Interest 322,860 571,511 -4,703
10-Year T-Notes(CBOT)
Dec16 161206 125~050 125~110 125~040 125~065 +0~005 42,433 67,415 -15,171
Mar17 161206 124~140 124~200 124~125 124~150 unch 1,453,287 2,916,507 -34,388
Jun17 161206 123~310 123~310 123~310 123~310 -0~080      
Total Volume and Open Interest 1,495,720 2,983,922 -49,559
5-Year T-Notes(CBOT)
Dec16 161206 118~130 118~144 118~106 118~124 +0~006 58,701 118,255 -28,290
Mar17 161206 117~264 117~294 117~252 117~272 +0~010 874,103 2,760,363 -34,165
Jun17 161206 117~222 117~222 117~222 117~222 +0~010 0 1 +0
Total Volume and Open Interest 932,804 2,878,619 -62,455
2 Year T-Notes(CBOT)
Dec16 161206 108~224 108~224 108~212 108~214 unch 12,961 37,215 -4,192
Mar17 161206 108~124 108~132 108~122 108~126 unch 291,962 1,125,540 +2,273
Jun17 161206 108~126 108~126 108~126 108~126 unch      
Total Volume and Open Interest 304,923 1,162,755 -1,919
Eurodollars(CME)
Dec16 161206 99.010 99.012 99.007 99.007 -0.005 217,949 1,299,062 -1,373
Mar17 161206 98.960 98.960 98.945 98.950 -0.005 317,469 1,395,314 -128
Jun17 161206 98.820 98.825 98.810 98.815 -0.005 357,736 1,460,798 -4,752
Sep17 161206 98.725 98.730 98.710 98.720 -0.005 335,834 1,093,946 -25,826
Dec17 161206 98.590 98.600 98.575 98.585 -0.005 528,292 1,563,920 +28,154
Mar18 161206 98.490 98.500 98.470 98.480 -0.010 322,326 1,054,088 -43,199
Jun18 161206 98.375 98.385 98.355 98.365 -0.005 354,129 701,396 +32,858
Sep18 161206 98.265 98.280 98.250 98.260 -0.005 218,881 483,203 -9,780
Dec18 161206 98.140 98.165 98.125 98.135 -0.005 308,745 791,874 +1,696
Mar19 161206 98.060 98.080 98.050 98.055 -0.005 194,252 568,776 -8,898
Jun19 161206 97.975 97.995 97.960 97.970 unch 159,568 503,521 -13,550
Sep19 161206 97.890 97.915 97.880 97.890 unch 147,552 406,541 -9,590
Dec19 161206 97.795 97.820 97.790 97.795 unch 152,979 409,851 +6,728
Mar20 161206 97.740 97.765 97.730 97.740 +0.005 117,892 236,972 -7,547
Jun20 161206 97.680 97.705 97.675 97.680 unch 71,328 143,800 -1,148
Sep20 161206 97.630 97.655 97.625 97.630 unch 79,686 114,811 +3,844
Dec20 161206 97.565 97.595 97.560 97.565 unch 62,112 142,032 +1,370
Mar21 161206 97.520 97.550 97.515 97.520 unch 50,232 98,444 +820
Total Volume and Open Interest 4,112,980 12,779,562 -46,798
Ultra T-Bond(CBOT)
Dec16 161206 160~18 161~10 160~04 160~10 -0~25 2,753 23,029 -1,363
Mar17 161206 160~02 160~22 159~13 159~20 -0~25 110,792 632,503 +807
Jun17 161206 158~30 158~30 158~30 158~30 -0~25      
Total Volume and Open Interest 113,545 655,532 -556
Ultra 10-Yr T-Note(CBOT)
Dec16 161206 134~265 134~315 134~220 134~240 -0~025 4,747 9,979 -2,247
Mar17 161206 134~040 134~135 134~010 134~040 -0~035 85,193 299,349 +1,284
Jun17 161206 134~040 134~040 134~040 134~040 -0~035      
Total Volume and Open Interest 89,940 309,328 -963
30 Day Federal Funds(CBOT)
Dec16 161206 99.470 99.470 99.465 99.467 unch 5,733 86,196 -343
Jan17 161206 99.360 99.365 99.360 99.360 unch 27,388 224,218 -3,735
Feb17 161206 99.350 99.350 99.345 99.350 unch 13,612 86,543 +1,639
Mar17 161206 99.320 99.320 99.315 99.320 unch 7,401 79,227 +1,665
Apr17 161206 99.305 99.305 99.300 99.300 -0.005 27,726 120,593 +7,011
May17 161206 99.270 99.275 99.270 99.270 -0.005 14,150 56,207 +5,585
Total Volume and Open Interest 121,940 862,969 +15,412
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 161205 99.94 99.94 99.94 99.94 unch 0 7 +0
Mar17 161205 99.94 99.94 99.94 99.94 unch      
Jun17 161205 99.94 99.94 99.94 99.94 unch      
Sep17 161205 99.94 99.94 99.94 99.94 unch      
Dec17 161205 99.94 99.94 99.94 99.94 unch      
Mar18 161205 99.95 99.95 99.95 99.95 unch      
Jun18 161205 99.81 99.81 99.81 99.81 unch      
Sep18 161205 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Dec16 161205 150.54 150.62 150.50 150.52 +0.12 1,454 17,267 -493
Mar17 161205 150.25 150.36 150.23 150.25 +0.12 321 581 -135
Jun17 161205 150.25 150.25 150.25 150.25 +0.12      
Total Volume and Open Interest 1,775 17,848 -628
Euro-Buxl(EUREX)
Dec16 161206 173.18 174.08 171.16 172.00 -1.28 79,120 170,634 -8,870
Mar17 161206 171.20 172.02 169.10 169.92 -1.28 34,403 151,526 +41,511
Jun17 161206 169.84 169.84 168.30 168.30 -1.28 11 15 +1
Total Volume and Open Interest 113,534 322,175 +32,642
Euro-Bund(EUREX)
Dec16 161206 160.49 160.73 159.82 160.05 -0.40 1,084,699 1,674,609 -14,071
Mar17 161206 161.92 162.12 161.09 161.30 -0.53 373,123 1,254,795 +456,454
Jun17 161206 159.05 159.05 159.05 159.05 -0.40 0 8 +0
Total Volume and Open Interest 1,457,822 2,929,412 +442,383
Euro-Bobl(EUREX)
Dec16 161206 131.21 131.30 131.04 131.08 -0.11 877,966 1,230,444 -27,854
Mar17 161206 132.50 132.60 132.19 132.28 -0.21 408,340 942,981 +312,829
Jun17 161206 131.33 131.33 131.33 131.33 -0.11      
Total Volume and Open Interest 1,286,306 2,173,425 +284,975
Euro-Schatz(EUREX)
Dec16 161206 112.22 112.25 112.19 112.22 -0.01 803,405 929,709 -260,796
Mar17 161206 112.10 112.14 112.07 112.09 -0.04 609,654 1,081,697 +252,783
Jun17 161206 112.22 112.22 112.22 112.22 -0.01      
Total Volume and Open Interest 1,413,059 2,011,406 -8,013
3-Mth Euribor(EUREX)
Dec16 161206 100.315 100.315 100.315 100.315 unch 1 3,230 +0
Mar17 161206 100.300 100.300 100.300 100.300 unch 21 3,792 +0
Jun17 161206 100.280 100.280 100.275 100.280 -0.005 2 33,600 -4
Total Volume and Open Interest 117 73,751 -93
Long Gilt(LIFFE)
Dec16 161206 124~07 124~07 123~28 123~32 -0~06 14,936 27,550 -2,367
Mar17 161206 123~24 123~28 123~07 123~14 -0~04 184,166 603,937 -7,465
Total Volume and Open Interest 199,102 631,487 -9,832
3-Mth Short Sterling(LIFFE)
Dec16 161206 99.61 99.61 99.61 99.61 +0.00 22,105 449,663 -7,652
Mar17 161206 99.58 99.59 99.58 99.58 unch 37,100 363,212 -10,254
Jun17 161206 99.56 99.56 99.54 99.55 unch 54,681 348,254 -2,315
Sep17 161206 99.53 99.54 99.51 99.52 unch 57,339 292,804 -4,507
Dec17 161206 99.48 99.49 99.46 99.47 -0.01 65,328 280,152 -12,910
Mar18 161206 99.43 99.44 99.41 99.42 -0.01 34,753 176,379 -5,841
Total Volume and Open Interest 554,082 2,657,613 -56,200
3-Mth Euribor(LIFFE)
Dec16 161206 100.310 100.315 100.310 100.315 +0.005 57,982 360,396 -5,327
Mar17 161206 100.295 100.300 100.295 100.300 +0.005 52,015 426,041 +537
Jun17 161206 100.275 100.285 100.270 100.275 unch 63,088 379,913 -1,784
Total Volume and Open Interest 699,353 3,226,634 +3,782
3-Mth Aus T-Bills(SFE)
Dec16 161206 98.21 98.21 98.20 98.21 unch 17,400 91,464 -10,419
Mar17 161206 98.22 98.23 98.21 98.23 +0.01 32,699 222,682 +2,929
Jun17 161206 98.22 98.24 98.20 98.23 +0.01 22,460 240,924 +2,985
Sep17 161206 98.17 98.20 98.15 98.19 +0.01 19,111 154,228 +3,566
Dec17 161206 98.11 98.13 98.07 98.11 unch 13,743 159,057 -1,776
Mar18 161206 98.03 98.05 97.99 98.03 -0.01 8,338 95,237 -683
Jun18 161206 97.95 97.96 97.89 97.94 -0.01 6,537 70,328 +571
Sep18 161206 97.85 97.87 97.79 97.85 unch 6,945 41,710 +1,311
Dec18 161206 97.75 97.77 97.69 97.74 -0.01 2,179 9,892 +205
Mar19 161206 97.65 97.66 97.59 97.64 -0.01 107 3,846 +16
Total Volume and Open Interest 129,749 1,092,629 -1,174
10-Year Aus T-Bonds(SFE)
Dec16 161206 97.24 97.25 97.15 97.21 -0.03 115,793 976,155 +11,250
Mar17 161206 97.12 97.18 97.09 97.15 -0.03 15 235 +15
Total Volume and Open Interest 115,808 976,390 +11,265
3-Year Aus T-Bonds(SFE)
Dec16 161206 98.05 98.07 97.98 98.04 -0.01 195,355 1,014,640 +5,640
Mar17 161206 97.98 98.04 97.94 98.01 +0.01 4,919 5,710 +4,610
Total Volume and Open Interest 200,274 1,020,350 +10,250
Gold(CMX)
Dec16 161206 1170.9 1174.5 1167.1 1167.6 -6.4 1,521 3,272 -989
Feb17 161206 1172.8 1177.1 1168.1 1170.1 -6.4 175,970 275,782 +2,064
Apr17 161206 1174.8 1179.8 1171.8 1172.9 -6.6 4,569 35,235 +563
Jun17 161206 1179.6 1182.4 1174.5 1175.7 -6.6 3,143 38,448 -535
Aug17 161206 1183.9 1183.9 1178.0 1178.5 -6.6 920 10,650 -141
Oct17 161206 1185.4 1186.8 1181.1 1181.1 -6.7 513 2,378 +198
Dec17 161206 1186.5 1190.3 1182.7 1183.8 -6.7 940 20,608 +194
Feb18 161206 1191.9 1192.3 1186.9 1186.9 -6.7 2 210 +1
Apr18 161206 1194.7 1194.7 1188.6 1190.0 -6.7 40 136 +19
Jun18 161206 1191.9 1193.0 1191.9 1193.0 -6.7 42 4,188 -7
Aug18 161206 1196.2 1196.2 1196.2 1196.2 -6.7      
Oct18 161206 1199.1 1199.1 1199.1 1199.1 -6.7      
Total Volume and Open Interest 189,213 399,442 +1,447
Silver(CMX)
Dec16 161206 1684.0 1686.0 1674.0 1674.0 -8.4 144 2,063 -421
Mar17 161206 1679.0 1695.5 1674.5 1681.0 -8.9 62,618 130,085 +1,084
May17 161206 1697.5 1699.5 1681.5 1686.9 -9.1 638 10,670 -32
Jul17 161206 1702.5 1704.0 1692.8 1692.8 -9.4 474 6,360 +66
Sep17 161206 1706.5 1706.5 1698.7 1698.7 -9.8 190 1,127 +37
Dec17 161206 1716.5 1720.5 1702.5 1707.6 -10.1 516 5,126 -73
Mar18 161206 1734.5 1734.5 1711.5 1715.8 -10.1 161 14 +12
Total Volume and Open Interest 65,773 159,474 +383
Platinum(NYMEX)
Jan17 161206 938.3 953.0 934.1 935.7 -2.9 16,330 53,436 -1,901
Apr17 161206 942.0 956.0 937.8 939.0 -3.0 1,918 13,618 +678
Jul17 161206 955.0 955.0 942.7 942.7 -2.8 255 444 +212
Oct17 161206 946.2 946.2 943.0 946.2 -2.8 22 209 +8
Total Volume and Open Interest 18,526 67,719 -1,010
Palladium(NYMEX)
Dec16 161206 746.75 746.95 733.60 734.55 -11.40 59 168 -22
Mar17 161206 745.90 755.00 732.60 734.40 -11.65 5,464 26,907 +44
Jun17 161206 751.40 751.40 735.35 735.35 -11.80 14 203 +14
Total Volume and Open Interest 5,548 27,295 +33
Copper(CMX)
Dec16 161206 267.55 268.75 264.35 267.20 -1.70 766 5,192 -386
Mar17 161206 269.10 270.35 265.05 268.00 -1.80 66,562 159,004 -2,598
May17 161206 269.55 270.70 266.15 268.65 -1.75 2,665 28,514 +35
Jul17 161206 270.25 271.00 266.00 269.10 -1.65 1,423 17,309 +88
Sep17 161206 267.85 270.70 267.30 269.30 -1.50 1,137 5,909 +249
Total Volume and Open Interest 73,853 234,437 -2,423
E-mini DJIA Index(CBOT)
Dec16 161206 19214 19245 19176 19232 +22 136,560 138,726 -1,511
Mar17 161206 19146 19180 19114 19169 +22 574 6,167 +25
Jun17 161206 19100 19103 19100 19103 +23 20 56 +20
Sep17 161206 19018 19018 19018 19018 +23      
Total Volume and Open Interest 137,154 144,949 -1,466
S & P 500(CME)
Dec16 161206 2204.20 2211.50 2202.70 2210.10 +5.90 3,572 84,071 -4,670
Mar17 161206 2200.50 2206.50 2197.00 2204.70 +5.80 1,233 2,499 +375
Jun17 161206 2199.30 2199.30 2191.70 2199.30 +5.80 100 1,565 +100
Sep17 161206 2194.00 2194.00 2186.40 2194.00 +5.80      
Total Volume and Open Interest 4,905 88,135 -4,195
S & P 500 E-Mini(Globex)
Dec16 161206 2205.00 2212.00 2200.25 2210.00 +5.75 1,682,042 2,925,447 -33,514
Mar17 161206 2199.75 2206.50 2195.00 2204.75 +5.75 27,062 94,875 +6,472
Jun17 161206 2193.00 2201.00 2191.25 2199.25 +5.75 932 4,883 +524
Sep17 161206 2191.00 2194.00 2191.00 2194.00 +5.75 0 30 +0
Total Volume and Open Interest 1,710,036 3,025,260 -26,518
NASDAQ 100 E-Mini(Globex)
Dec16 161206 4780.80 4796.50 4767.80 4786.80 +6.30 235,325 247,012 -3,168
Mar17 161206 4776.30 4795.00 4766.80 4785.50 +5.70 2,437 3,415 +980
Jun17 161206 4778.00 4779.50 4778.00 4779.50 +5.70 3 26 +1
Total Volume and Open Interest 237,766 250,489 -2,186
S&P Midcap 400(CME) e-Mini
Dec16 161206 1642.00 1659.10 1639.90 1658.40 +16.90 15,250 87,144 -811
Mar17 161206 1644.00 1657.00 1639.90 1656.10 +16.90 1 29 -1
Jun17 161206 1646.40 1646.40 1646.40 1646.40 +16.90      
Total Volume and Open Interest 15,251 87,173 -812
Volatility Index(CBOE)
Dec16 161206 13.55 13.75 13.05 13.13 -0.40 89,522 195,717 -5,545
Jan17 161206 15.70 15.75 15.30 15.38 -0.30 47,843 109,253 +7,998
Feb17 161206 16.90 16.95 16.58 16.63 -0.25 17,837 33,712 +2
Mar17 161206 17.72 17.77 17.45 17.53 -0.20 8,225 28,655 -164
Total Volume and Open Interest 172,200 414,349 +3,918
Russell 2000 Mini(ICE)
Dec16 161206 1339.00 1354.50 1332.40 1348.60 +9.50 74,128 690,878 +342,228
Mar17 161206 1337.70 1351.90 1330.00 1346.30 +9.40 338 1,560 +794
Jun17 161206 1332.00 1343.30 1332.00 1343.30 +9.40 0 348 +174
Total Volume and Open Interest 74,466 693,064 +343,335
Nikkei 225(CME)
Dec16 161206 18420 18495 18320 18455 +55 11,965 34,124 -1,475
Mar17 161206 18450 18530 18365 18495 +55 823 1,260 +456
Total Volume and Open Interest 12,788 35,384 -1,019
Nikkei 225(SGX)
Dec16 161206 18420 18435 18350 18430 +165 96,636 213,692 -1,792
Mar17 161206 18370 18385 18310 18385 +185 11,335 22,091 +6,193
Jun17 161206 18270 18270 18270 18270 +165 0 1 +0
Total Volume and Open Interest 108,169 242,091 +4,439
Nikkei 225 Mini(JPX)
Dec16 161205 18350 18415 18225 18260 -140 717,018 418,878 -9,324
Mar17 161205 18300 18360 18175 18210 -190 40,938 46,308 +2,548
Jun17 161205 18160 18220 18045 18070 -170 486 2,081 -22
Total Volume and Open Interest 769,498 542,483 -4,497
Nikkei 225(JPX)
Dec16 161205 18350 18410 18220 18260 -140 67,995 376,538 +233
Mar17 161205 18300 18370 18170 18210 -190 3,586 69,035 +3,319
Jun17 161205 18150 18200 18050 18070 -170 22 18,075 -3
Total Volume and Open Interest 71,613 537,984 +4,526
Nikkei 225(CME) Yen
Dec16 161206 18420 18490 18320 18450 +45 52,732 69,291 -2,088
Mar17 161206 18365 18440 18270 18410 +50 1,960 4,754 +282
Jun17 161206 18280 18280 18280 18280 +50      
Total Volume and Open Interest 54,693 74,047 -1,804
Nikkei 225(CME) e-Mini Yen
Dec16 161206 18450 18450 18450 18450 +50 1 307 -1
Mar17 161206 18410 18410 18410 18410 +50      
Jun17 161206 18280 18280 18280 18280 +50      
Total Volume and Open Interest 1 307 -1
CAC 40(EURONEXT)
Dec16 161206 4585.5 4667.5 4557.5 4631.0 +58.0 115,572 299,152 +8,048
Jan17 161206 4577.5 4654.0 4555.0 4622.5 +58.5 24 6,249 +1
Feb17 161206 4572.0 4619.5 4552.0 4619.5 +58.0 0 4 -1
Mar17 161206 4572.5 4647.5 4565.5 4618.0 +58.0 24 218 -1
Total Volume and Open Interest 115,620 305,627 +8,047
Hang Seng Index(HKFE)
Dec16 161206 22596 22796 22564 22705 +125 90,471 131,953 -1,278
Jan17 161206 22638 22800 22584 22723 +124 383 1,928 +134
Total Volume and Open Interest 91,151 137,574 -1,052
DAX(EUREX)
Dec16 161206 10706.0 10840.0 10664.0 10777.5 +81.5 107,432 183,511 +12,924
Mar17 161206 10708.0 10831.5 10664.5 10775.5 +82.5 488 8,019 +239
Jun17 161206 10725.0 10852.5 10695.5 10798.5 +81.5 19 215 -6
Total Volume and Open Interest 107,939 191,745 +13,157
Mini-DAX(EUREX)
Dec16 161206 10705.0 10850.0 10663.0 10777.5 +81.5 23,723 14,705 +1,345
Mar17 161206 10703.0 10847.0 10664.0 10775.5 +82.5 159 3,065 +564
Jun17 161206 10759.0 10804.0 10759.0 10798.5 +81.5 15 68 +3
Total Volume and Open Interest 23,897 17,838 +1,912
FT-SE 100(EURONEXT)
Dec16 161206 6745.00 6814.00 6719.50 6776.00 +20.00 98,013 725,564 -8,536
Mar17 161206 6677.50 6746.00 6658.50 6712.50 +20.00 1,373 14,814 +1,169
Jun17 161206 6602.50 6640.00 6600.50 6640.00 +20.00 0 15 +0
Total Volume and Open Interest 99,386 740,393 -7,367
SPI 200(SFE)
Dec16 161206 5393.0 5455.0 5389.0 5428.0 +31.0 42,315 280,778 -2,439
Mar17 161206 5393.0 5399.0 5373.0 5376.0 +31.0 76 2,198 +26
Jun17 161206 5363.0 5363.0 5363.0 5363.0 +31.0 0 1,397 +0
Total Volume and Open Interest 42,391 285,697 -2,413
FTSE MIB(ISE)
Dec16 161206 17060.00 17805.00 17005.00 17717.00 +694.00 50,930 40,641 -230
Mar17 161206 16960.00 17715.00 16960.00 17660.00 +694.00 182 1,793 +147
Jun17 161206 17310.00 17310.00 17310.00 17310.00 +694.00      
Total Volume and Open Interest 51,112 42,434 -83
KOSPI 200(KFE)
Dec16 161206 255.40 255.45 255.25 255.40 +2.70 122,763 127,976 -341
Mar17 161206 252.60 252.60 252.20 252.55 +2.60 3,101 27,597 +1,635
Jun17 161206 252.35 253.50 252.25 253.00 +2.95 4 2,762 +117
Total Volume and Open Interest 125,868 163,328 +1,411
GSCI(CME)
Dec16 161206 386.90 387.80 384.75 386.90 -2.10 216 14,245 +17
Jan17 161206 390.50 391.10 388.25 390.35 -1.55 0 400 +0
Feb17 161206 392.60 392.60 392.60 392.60 -1.55      
Total Volume and Open Interest 216 14,645 +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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