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 Fri December 09, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161209 1026.00 1039.50 1021.50 1037.50 +10.50 127,733 267,824 -18,919
Mar17 161209 1037.00 1050.25 1032.00 1048.50 +10.75 76,079 215,257 +15,661
May17 161209 1044.75 1058.00 1039.75 1056.25 +11.00 18,156 79,803 +1,087
Jul17 161209 1050.00 1063.00 1045.00 1061.75 +11.25 15,129 90,084 +257
Aug17 161209 1046.25 1059.00 1046.25 1059.00 +11.25 869 5,717 +306
Sep17 161209 1026.50 1040.75 1026.50 1040.50 +11.75 345 2,276 +45
Nov17 161209 1013.00 1026.50 1007.50 1025.00 +12.00 7,604 68,807 +1,235
Jan18 161209 1010.75 1028.00 1010.00 1026.25 +11.75 120 2,698 +15
Mar18 161209 1009.00 1019.00 1007.00 1019.00 +11.75 70 2,161 +11
May18 161209 1016.75 1016.75 1016.75 1016.75 +11.75 13 424 +5
Jul18 161209 1017.00 1017.00 1017.00 1017.00 +11.50 7 690 +1
Aug18 161209 1011.00 1011.00 1011.00 1011.00 +11.50 0 18 +0
Sep18 161209 999.00 999.00 999.00 999.00 +11.50 0 17 +0
Nov18 161209 974.75 986.50 974.75 984.75 +15.25 64 909 +11
Total Volume and Open Interest 246,189 736,713 -285
Soybean Meal(CBOT)
Dec16 161209 312.50 319.00 311.00 317.40 +5.00 3,224 1,901 -1,570
Jan17 161209 313.40 320.60 312.00 318.80 +5.10 65,843 105,929 -11,573
Mar17 161209 317.40 324.50 316.00 322.90 +5.10 41,557 114,001 +9,635
May17 161209 319.70 326.80 318.30 325.30 +5.10 8,036 49,162 +778
Jul17 161209 322.40 328.60 320.70 327.50 +5.00 6,705 43,564 +172
Aug17 161209 320.70 326.70 320.70 326.00 +5.00 692 6,255 +97
Sep17 161209 318.00 324.30 318.00 323.40 +5.10 266 5,760 -61
Oct17 161209 314.00 319.80 312.40 319.10 +4.90 508 5,244 +194
Dec17 161209 314.20 320.00 312.70 319.50 +5.20 569 20,911 +21
Jan18 161209 318.20 318.40 318.20 318.40 +5.30 15 929 -3
Total Volume and Open Interest 127,436 356,025 -2,305
Soybean Oil(CBOT)
Dec16 161209 37.10 37.10 36.47 36.74 -0.31 920 1,052 -130
Jan17 161209 37.30 37.46 36.63 36.94 -0.32 80,873 155,501 -6,502
Mar17 161209 37.60 37.73 36.90 37.21 -0.33 47,522 143,659 +5,379
May17 161209 37.75 37.87 37.06 37.37 -0.32 12,757 58,288 +2,383
Jul17 161209 37.77 37.94 37.17 37.50 -0.28 8,027 50,025 +580
Aug17 161209 37.62 37.70 37.02 37.36 -0.23 690 5,513 +107
Sep17 161209 37.30 37.30 36.81 37.18 -0.19 389 4,781 +4
Oct17 161209 36.87 36.94 36.47 36.88 -0.15 1,007 4,583 +206
Dec17 161209 36.97 37.11 36.46 36.88 -0.14 2,260 12,221 +520
Jan18 161209 36.72 36.88 36.62 36.88 -0.12 48 567 +23
Total Volume and Open Interest 154,532 437,230 +2,577
Canola(WCE)
Jan17 161209 521.6 524.4 516.0 518.8 -3.4 15,847 102,641 -12,766
Mar17 161209 528.1 530.4 521.6 524.5 -3.4 9,972 57,482 +5,259
May17 161209 532.2 534.4 526.4 528.9 -3.3 1,808 26,634 +390
Jul17 161209 532.5 535.9 528.2 531.2 -3.2 1,272 16,069 -207
Nov17 161209 500.1 503.3 497.7 500.7 -1.5 1,066 12,883 -202
Total Volume and Open Interest 29,975 217,430 -7,526
Corn(CBOT)
Dec16 161209 349.00 352.50 344.50 352.50 +6.00 2,348 5,135 -1,345
Mar17 161209 354.00 359.75 351.25 359.50 +6.00 125,852 715,281 -674
May17 161209 361.00 366.50 358.00 366.25 +6.00 22,930 157,000 +2,814
Jul17 161209 368.25 373.50 365.00 373.50 +5.75 12,679 157,801 -324
Sep17 161209 375.00 380.25 372.25 380.25 +5.25 2,493 57,245 -140
Dec17 161209 383.00 388.75 380.75 388.50 +5.25 6,142 108,142 -28
Mar18 161209 392.25 397.25 390.25 397.25 +5.25 237 9,402 +60
May18 161209 399.00 402.50 399.00 402.50 +4.75 27 1,582 -13
Jul18 161209 405.25 407.00 401.00 407.00 +4.75 28 1,889 +14
Sep18 161209 402.25 402.25 402.25 402.25 +3.25 0 845 +0
Total Volume and Open Interest 172,807 1,221,645 +371
Wheat(CBOT)
Dec16 161209 395.50 400.25 395.50 400.25 +9.50 257 133 -241
Mar17 161209 409.00 417.00 403.75 416.25 +8.00 50,867 268,725 +551
May17 161209 419.50 427.25 415.25 426.50 +7.75 10,169 64,328 +1,042
Jul17 161209 430.75 439.25 428.25 438.50 +8.25 12,374 64,760 -35
Sep17 161209 445.50 453.00 442.50 452.50 +8.25 2,305 11,761 +316
Dec17 161209 461.25 470.75 461.00 470.00 +8.00 2,704 23,165 +225
Total Volume and Open Interest 79,269 438,306 +2,092
Wheat(KCBT)
Dec16 161209 395.50 395.50 395.50 395.50 +8.50 109 100 +32
Mar17 161209 406.00 414.25 400.75 413.50 +8.75 24,770 138,780 -2,202
May17 161209 417.25 425.75 412.75 425.25 +9.00 7,968 35,612 -1,305
Jul17 161209 429.50 438.00 425.25 437.50 +9.00 6,516 61,435 +1,918
Sep17 161209 442.50 453.25 441.25 453.25 +9.00 1,184 6,684 +494
Dec17 161209 464.75 474.50 464.25 474.50 +9.00 1,129 8,596 +175
Mar18 161209 481.00 489.00 481.00 489.00 +8.75 1,008 2,981 +361
Total Volume and Open Interest 43,381 255,666 -226
Wheat(MGE)
Dec16 161209 536.00 536.00 536.00 536.00 +0.25 65 49 -104
Mar17 161209 531.00 537.50 530.75 536.25 +5.25 3,022 34,009 +56
May17 161209 533.75 539.50 532.50 538.50 +4.75 696 11,667 +41
Jul17 161209 537.00 543.50 537.00 543.50 +6.25 308 5,978 -10
Sep17 161209 543.00 548.75 543.00 548.75 +5.50 264 3,855 +21
Dec17 161209 552.00 556.50 552.00 556.50 +4.25 252 2,853 -37
Total Volume and Open Interest 4,851 58,639 +11
Oats(CBOT)
Dec16 161209 218.50 218.50 214.00 214.00 unch 0 30 -27
Mar17 161209 224.75 228.00 223.00 225.00 +2.00 633 6,173 -2
May17 161209 227.25 230.00 225.00 228.00 +1.25 90 806 +3
Jul17 161209 230.00 230.00 230.00 230.00 -0.25 5 133 +2
Total Volume and Open Interest 730 7,237 -22
Rough Rice(CBOT)
Jan17 161209 9.81 9.94 9.77 9.92 +0.15 706 9,913 -232
Mar17 161209 10.02 10.20 10.02 10.18 +0.15 539 2,737 +342
May17 161209 10.43 10.46 10.40 10.44 +0.15 2 45 +1
Jul17 161209 10.60 10.60 10.60 10.60 +0.15 0 11 +0
Total Volume and Open Interest 1,247 12,714 +111
Live Cattle(CME)
Dec16 161209 108.300 108.980 107.400 108.730 -0.320 3,842 15,093 -852
Feb17 161209 109.980 110.800 109.100 110.535 -0.115 25,669 116,298 +1,306
Apr17 161209 109.730 110.350 109.000 110.250 -0.180 10,767 69,283 -734
Jun17 161209 100.800 101.550 100.385 101.400 -0.100 7,212 52,375 +733
Aug17 161209 97.600 98.100 97.035 98.000 -0.100 1,779 17,707 +220
Oct17 161209 98.035 98.480 97.480 98.350 -0.230 362 9,601 +95
Total Volume and Open Interest 49,743 284,545 +805
Feeder Cattle(CME)
Jan17 161209 125.830 126.180 124.885 125.950 -0.650 5,206 19,651 -957
Mar17 161209 122.600 122.635 121.430 122.500 -0.650 3,533 14,137 +518
Apr17 161209 121.730 122.150 121.050 122.050 -0.680 1,191 5,090 -136
May17 161209 121.000 121.330 120.180 121.250 -0.650 735 4,458 +143
Aug17 161209 121.635 121.850 120.730 121.730 -0.670 269 2,118 +4
Sep17 161209 119.250 120.100 118.950 119.730 -1.100 29 213 +7
Oct17 161209 118.950 120.230 118.950 118.950 -1.100 7 52 +1
Total Volume and Open Interest 10,970 45,732 -420
Lean Hogs(CME)
Dec16 161209 56.650 57.100 56.130 56.735 +1.055 11,098 19,944 -3,630
Feb17 161209 61.130 61.700 59.750 61.550 +0.720 30,001 96,025 -2,865
Apr17 161209 66.350 66.550 65.100 65.950 -0.400 11,866 42,956 -13
May17 161209 72.050 72.200 71.680 71.930 -0.570 159 1,071 +81
Jun17 161209 76.480 76.900 76.050 76.580 +0.180 10,529 22,226 -637
Jul17 161209 76.430 76.785 76.000 76.650 +0.170 4,181 9,142 +490
Aug17 161209 76.500 77.100 76.200 77.035 +0.205 3,614 10,311 +1,512
Oct17 161209 65.680 65.900 65.450 65.800 -0.150 909 2,639 +358
Total Volume and Open Interest 72,441 205,614 -4,669
Class III Milk(CME)
Dec16 161209 17.08 17.14 17.06 17.10 +0.03 225 6,272 +36
Jan17 161209 16.60 16.82 16.60 16.68 +0.15 315 4,598 +12
Feb17 161209 16.71 16.97 16.71 16.88 +0.20 109 3,730 +46
Mar17 161209 16.82 17.02 16.82 17.01 +0.28 135 3,220 +45
Apr17 161209 16.88 17.05 16.88 17.00 +0.20 26 2,561 -10
May17 161209 16.98 17.10 16.98 17.05 +0.18 16 2,532 +6
Jun17 161209 17.17 17.31 17.17 17.25 +0.14 51 2,204 +7
Jul17 161209 17.50 17.53 17.40 17.48 +0.06 39 1,161 +4
Aug17 161209 17.63 17.70 17.55 17.60 +0.05 15 1,170 +15
Sep17 161209 17.58 17.75 17.58 17.65 +0.05 22 1,137 +13
Oct17 161209 17.50 17.60 17.46 17.47 +0.07 23 924 +15
Nov17 161209 17.30 17.35 17.28 17.30 +0.09 25 924 +11
Dec17 161209 17.10 17.10 17.06 17.09 +0.03 11 878 +9
Total Volume and Open Interest 1,012 32,021 +209
Cocoa(ICE)
Dec16 161209 2213 2213 2163 2163 -99 0 29 +0
Mar17 161209 2242 2243 2161 2170 -102 18,440 137,046 -838
May17 161209 2225 2243 2161 2169 -99 5,775 52,371 +1,085
Jul17 161209 2248 2248 2165 2173 -90 2,205 32,612 +494
Sep17 161209 2247 2252 2180 2187 -82 1,602 13,535 +153
Dec17 161209 2250 2271 2203 2213 -67 338 6,725 +45
Mar18 161209 2260 2286 2236 2241 -50 927 8,475 -449
Total Volume and Open Interest 29,689 254,125 +575
Coffee "C"(ICE)
Dec16 161209 135.55 135.55 135.55 135.55 -2.05 4 119 +0
Mar17 161209 141.95 142.55 138.95 139.35 -2.05 20,502 101,234 +430
May17 161209 144.55 144.80 141.30 141.65 -2.10 4,423 42,345 +211
Jul17 161209 146.80 147.00 143.50 143.90 -2.05 3,464 18,094 +326
Sep17 161209 148.50 149.00 145.50 145.90 -2.10 2,082 8,989 +318
Dec17 161209 150.70 151.20 148.50 148.80 -2.10 501 10,605 -34
Total Volume and Open Interest 31,060 187,008 +1,318
Orange Juice(ICE)
Jan17 161209 213.90 214.35 210.50 213.00 -0.40 661 12,759 -183
Mar17 161209 210.60 211.00 207.45 209.85 -0.25 195 2,942 +161
May17 161209 206.50 208.50 206.50 208.50 +0.20 41 530 +13
Jul17 161209 207.95 207.95 207.95 207.95 +0.70 17 153 +8
Sep17 161209 204.05 204.05 204.05 204.05 +0.85      
Nov17 161209 201.15 201.15 201.15 201.15 +0.85 0 2 +0
Total Volume and Open Interest 914 16,387 -1
Sugar #11(ICE)
Mar17 161209 19.51 19.58 19.07 19.24 -0.21 40,874 391,470 +1,219
May17 161209 19.05 19.09 18.67 18.78 -0.18 23,306 164,617 -2,421
Jul17 161209 18.51 18.52 18.18 18.22 -0.19 17,205 126,631 -618
Oct17 161209 18.30 18.33 18.01 18.03 -0.19 10,456 71,675 +1,833
Mar18 161209 18.22 18.33 18.04 18.05 -0.17 5,645 40,694 +473
May18 161209 17.53 17.74 17.51 17.52 -0.15 1,595 14,633 -82
Jul18 161209 17.27 17.27 17.04 17.04 -0.13 1,286 11,262 +274
Oct18 161209 17.24 17.24 17.00 17.00 -0.11 910 10,320 +530
Total Volume and Open Interest 101,567 837,215 +1,340
London Cocoa(LCE)
Dec16 161209 1770 1770 1698 1698 -75 2,790 11,904 -2,066
Mar17 161209 1819 1826 1744 1750 -74 14,841 108,778 +1,032
May17 161209 1833 1838 1762 1767 -68 7,015 64,862 +849
Jul17 161209 1857 1857 1787 1792 -60 5,385 28,195 +1,024
Sep17 161209 1864 1865 1808 1812 -54 3,164 28,703 +291
Dec17 161209 1874 1874 1824 1827 -46 2,329 17,989 -36
Mar18 161209 1882 1882 1838 1845 -38 698 12,471 +153
Total Volume and Open Interest 36,755 275,872 +1,435
London Sugar(LCE)
Mar17 161209 517.90 518.80 510.50 512.00 -3.30 3,401 34,236 -408
May17 161209 511.60 513.30 505.20 506.00 -4.10 1,313 20,585 +215
Aug17 161209 503.60 503.60 495.80 496.50 -4.50 1,137 9,234 +416
Oct17 161209 491.90 492.10 484.30 485.10 -4.60 2,262 10,451 -275
Dec17 161209 483.00 483.20 474.50 474.90 -6.00 207 2,327 -3
Total Volume and Open Interest 8,769 79,611 +174
Cotton(ICE)
Mar17 161209 71.25 71.81 70.30 70.80 -0.62 11,691 177,174 -732
May17 161209 71.42 72.09 70.75 71.11 -0.58 2,601 39,698 +131
Jul17 161209 71.32 71.96 70.75 70.99 -0.55 957 14,146 -177
Oct17 161209 70.49 70.49 70.49 70.49 -0.48 0 34 +0
Dec17 161209 69.65 70.08 68.91 69.35 -0.53 503 18,075 +6
Mar18 161209 69.00 69.41 69.00 69.41 -0.49 0 371 +0
Total Volume and Open Interest 15,752 250,285 -1,117
Lumber(CME)
Jan17 161209 321.6 322.2 317.1 317.3 -5.5 395 2,283 +4
Mar17 161209 333.7 334.4 330.1 330.1 -4.9 163 1,364 +56
May17 161209 336.0 336.0 336.0 336.0 -5.7 5 195 +2
Jul17 161209 342.6 346.0 342.6 342.6 -3.4 0 44 +0
Total Volume and Open Interest 563 3,917 +62
Crude Oil(NYM)
Jan17 161209 50.92 51.66 50.86 51.50 +0.66 816,879 439,340 -76,829
Feb17 161209 51.89 52.60 51.80 52.44 +0.56 341,680 288,635 +38,716
Mar17 161209 52.82 53.45 52.70 53.30 +0.48 175,725 269,773 +6,653
Apr17 161209 53.48 54.05 53.40 53.94 +0.45 74,960 111,918 -2,654
May17 161209 53.88 54.47 53.86 54.40 +0.44 54,718 108,596 +8,643
Jun17 161209 54.22 54.74 54.02 54.69 +0.44 83,492 200,306 -7,176
Jul17 161209 54.37 54.89 54.37 54.84 +0.43 17,144 43,429 +1,100
Aug17 161209 54.47 54.94 54.39 54.94 +0.43 16,907 38,828 +311
Sep17 161209 54.61 55.00 54.48 55.00 +0.42 21,941 59,119 -173
Oct17 161209 54.53 55.04 54.51 55.04 +0.42 3,056 34,034 +764
Nov17 161209 54.70 55.10 54.70 55.08 +0.42 5,656 30,650 -1,080
Dec17 161209 54.63 55.19 54.44 55.13 +0.42 49,555 185,906 +1,836
Jan18 161209 55.11 55.11 55.11 55.11 +0.41 1,810 30,282 +27
Feb18 161209 54.91 55.08 54.91 55.08 +0.41 1,173 9,994 +161
Mar18 161209 54.92 55.04 54.90 55.04 +0.40 1,457 25,103 +279
Apr18 161209 54.99 54.99 54.99 54.99 +0.39 311 5,412 +22
Total Volume and Open Interest 1,690,478 2,072,400 -25,890
e-miNY Crude Oil(NYM)
Jan17 161209 50.950 51.650 50.850 51.500 +0.650 14,438 2,291 -233
Feb17 161209 51.600 52.550 51.600 52.450 +0.575 408 1,044 +24
Mar17 161209 52.900 53.450 52.725 53.300 +0.475 91 415 -3
Apr17 161209 53.675 54.000 53.675 53.950 +0.450 29 316 -1
May17 161209 54.100 54.400 54.100 54.400 +0.450 53 23 +4
Jun17 161209 54.125 54.700 54.125 54.700 +0.450 34 73 -2
Jul17 161209 54.850 54.850 54.850 54.850 +0.450 2 169 +2
Aug17 161209 54.800 54.950 54.800 54.950 +0.450 73 145 -9
Sep17 161209 55.000 55.000 55.000 55.000 +0.425 68 30 -12
Oct17 161209 55.050 55.050 55.050 55.050 +0.425 0 25 +0
Total Volume and Open Interest 15,196 4,736 -230
NY Harbor ULSD(NYM)
Jan17 161209 162.31 164.17 161.97 163.74 +1.15 71,419 102,590 -3,878
Feb17 161209 164.03 165.44 163.48 165.01 +0.94 53,039 71,095 +8,635
Mar17 161209 164.81 166.22 164.38 165.80 +0.86 33,754 65,960 +5,270
Apr17 161209 164.91 166.10 164.58 165.70 +0.75 17,711 37,747 +474
May17 161209 166.40 166.42 165.59 166.19 +0.62 8,880 23,844 +901
Jun17 161209 166.52 167.16 165.93 166.71 +0.52 11,242 43,170 +25
Jul17 161209 167.31 167.96 167.25 167.53 +0.44 2,112 6,969 +61
Aug17 161209 167.90 168.38 167.90 168.38 +0.37 2,160 4,772 +101
Sep17 161209 169.24 169.64 168.98 169.33 +0.31 1,941 7,735 +405
Oct17 161209 170.30 170.30 169.90 170.23 +0.26 1,481 4,492 +358
Nov17 161209 171.10 171.10 170.85 171.00 +0.21 1,051 3,715 +314
Dec17 161209 171.83 172.15 171.11 171.67 +0.15 4,251 35,653 +897
Jan18 161209 172.50 172.52 172.50 172.52 +0.15 181 2,834 +78
Feb18 161209 172.87 172.87 172.87 172.87 +0.15 64 1,781 -7
Total Volume and Open Interest 211,380 425,124 +15,090
RBOB Gasoline(NYM)
Jan17 161209 150.55 152.07 149.88 150.73 +0.26 65,612 119,486 -13,899
Feb17 161209 152.25 153.42 151.36 152.20 +0.22 40,690 67,283 +4,222
Mar17 161209 154.60 155.70 153.74 154.60 +0.27 24,151 48,552 +2,907
Apr17 161209 173.90 175.41 173.54 174.41 +0.30 15,506 40,601 +1,929
May17 161209 175.24 176.71 175.12 175.83 +0.29 10,562 22,451 +650
Jun17 161209 176.59 176.70 174.95 175.76 +0.26 10,183 27,944 +44
Jul17 161209 174.44 175.03 174.42 174.69 +0.18 4,679 8,135 +222
Aug17 161209 172.70 173.07 172.34 172.95 +0.12 3,962 3,923 +22
Sep17 161209 170.58 170.58 170.09 170.52 +0.10 4,427 10,899 +533
Oct17 161209 157.75 157.85 157.22 157.78 +0.01 1,461 5,346 +78
Total Volume and Open Interest 188,903 385,966 -1,794
e-miNY RBOB Gasoline(NYM)
Jan17 161209 150.70 150.73 150.70 150.70 +0.23 0 1 +0
Feb17 161209 152.20 152.20 152.20 152.20 +0.22      
Mar17 161209 154.60 154.60 154.60 154.60 +0.27      
Apr17 161209 174.41 174.41 174.41 174.41 +0.30      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan17 161209 3.710 3.777 3.661 3.746 +0.051 252,203 221,110 -22,338
Feb17 161209 3.694 3.758 3.655 3.741 +0.065 81,107 97,761 +7,891
Mar17 161209 3.646 3.703 3.610 3.691 +0.060 111,033 209,387 +6,145
Apr17 161209 3.442 3.500 3.408 3.453 +0.019 98,760 110,210 +3,000
May17 161209 3.411 3.427 3.364 3.404 +0.014 43,647 89,102 +642
Jun17 161209 3.425 3.445 3.379 3.418 +0.013 19,838 40,336 -230
Jul17 161209 3.449 3.462 3.405 3.441 +0.011 14,080 42,536 +1,498
Aug17 161209 3.439 3.451 3.390 3.430 +0.010 7,646 29,800 +1,386
Sep17 161209 3.416 3.450 3.364 3.408 +0.012 7,254 31,318 +576
Oct17 161209 3.424 3.455 3.382 3.427 +0.013 28,708 84,238 +1,052
Nov17 161209 3.468 3.498 3.417 3.458 +0.011 8,609 27,813 +1,161
Dec17 161209 3.584 3.584 3.535 3.576 +0.009 8,063 33,158 +960
Jan18 161209 3.653 3.668 3.618 3.660 +0.009 14,826 32,021 +1,729
Feb18 161209 3.614 3.615 3.556 3.599 +0.010 2,968 10,962 +404
Mar18 161209 3.485 3.494 3.456 3.492 +0.012 5,530 30,166 +321
Apr18 161209 2.928 2.931 2.900 2.931 +0.007 6,847 35,037 +537
Total Volume and Open Interest 720,427 1,207,741 +7,015
Brent Crude Oil(ICE)
Feb17 161209 53.97 54.46 53.77 54.33 +0.44 298,565 475,225 -29,840
Mar17 161209 54.69 55.16 54.48 55.06 +0.46 191,516 412,723 +8,115
Apr17 161209 55.17 55.70 55.00 55.60 +0.47 87,392 149,614 -2,342
May17 161209 55.59 56.12 55.38 56.03 +0.48 47,484 124,401 -332
Jun17 161209 55.81 56.43 55.68 56.34 +0.48 84,937 233,441 +3,970
Jul17 161209 55.99 56.58 55.86 56.55 +0.48 23,484 67,027 +2,756
Aug17 161209 56.08 56.68 55.96 56.67 +0.48 8,017 43,351 -72
Sep17 161209 56.14 56.82 56.02 56.74 +0.48 18,894 64,871 -599
Oct17 161209 56.15 56.79 56.15 56.79 +0.48 6,456 32,573 +325
Nov17 161209 56.82 56.82 56.82 56.82 +0.47 3,907 26,693 +1,482
Dec17 161209 56.28 56.92 56.20 56.85 +0.47 56,955 217,452 -91
Jan18 161209 57.13 57.15 56.86 56.90 +0.46 1,935 28,313 +41
Feb18 161209 56.94 56.94 56.94 56.94 +0.45 915 17,636 +381
Mar18 161209 56.98 56.98 56.98 56.98 +0.45 2,124 22,458 -337
Total Volume and Open Interest 874,278 2,236,356 -12,190
Gas Oil(ICE)
Dec16 161209 469.75 476.50 468.25 473.00 +6.25 47,629 40,891 -11,559
Jan17 161209 474.50 479.75 473.00 477.50 +6.00 120,560 168,416 +1,177
Feb17 161209 479.75 484.00 477.25 482.00 +6.00 89,625 102,061 +5,675
Mar17 161209 482.75 487.25 480.75 485.50 +6.00 37,517 74,036 +2,491
Apr17 161209 485.50 490.00 483.75 488.25 +6.00 18,603 44,808 +2,393
May17 161209 487.25 492.00 486.00 490.50 +5.75 13,410 32,733 +101
Jun17 161209 490.00 493.75 488.75 492.50 +5.75 25,462 72,522 -2,835
Jul17 161209 491.50 496.25 491.50 495.25 +5.75 6,451 22,633 +319
Aug17 161209 494.00 499.00 494.00 498.00 +5.75 2,455 16,908 -214
Sep17 161209 497.75 501.25 497.50 500.50 +5.75 2,936 28,798 -466
Total Volume and Open Interest 390,739 814,426 -480
Ethanol(CBOT)
Jan17 161209 1.639 1.695 1.632 1.683 +0.044 265 3,795 -115
Feb17 161209 1.579 1.631 1.579 1.624 +0.038 146 865 +62
Mar17 161209 1.580 1.623 1.580 1.623 +0.038 75 523 +59
Apr17 161209 1.620 1.620 1.620 1.620 +0.028 21 379 +21
May17 161209 1.622 1.622 1.622 1.622 +0.028 0 6 +0
Jun17 161209 1.613 1.613 1.613 1.613 +0.024      
Jul17 161209 1.613 1.613 1.613 1.613 +0.024      
Aug17 161209 1.619 1.619 1.619 1.619 +0.024      
Total Volume and Open Interest 507 5,584 +27
WTI Crude Oil(ICE)
Jan17 161209 51.00 51.66 50.87 51.50 +0.66 61,815 84,233 -6,937
Feb17 161209 51.95 52.60 51.84 52.44 +0.56 82,183 96,187 -4,527
Mar17 161209 52.83 53.45 52.80 53.30 +0.48 56,389 66,025 +3,100
Apr17 161209 53.47 54.07 53.47 53.94 +0.45 19,524 21,502 -1,746
May17 161209 54.03 54.49 53.92 54.40 +0.44 10,549 18,028 -263
Jun17 161209 54.14 54.75 54.14 54.69 +0.44 19,039 62,731 -3,511
Jul17 161209 54.28 54.86 54.28 54.84 +0.43 2,067 8,485 -206
Aug17 161209 54.63 54.95 54.61 54.94 +0.43 745 6,896 +40
Sep17 161209 54.83 55.01 54.71 55.00 +0.42 2,008 16,987 +637
Oct17 161209 55.04 55.04 55.04 55.04 +0.42 370 4,960 +168
Nov17 161209 55.08 55.08 55.08 55.08 +0.42 248 2,909 +59
Dec17 161209 54.88 55.14 54.65 55.13 +0.42 11,044 78,357 +488
Jan18 161209 55.11 55.11 55.11 55.11 +0.41 259 1,749 +58
Feb18 161209 55.08 55.08 55.08 55.08 +0.41 6 932 -6
Mar18 161209 55.04 55.04 55.04 55.04 +0.40 8 3,299 -4
Apr18 161209 54.99 54.99 54.99 54.99 +0.39 0 935 +0
Total Volume and Open Interest 270,051 550,939 -11,357
US Dollar Index(ICE)
Dec16 161209 101.150 101.770 101.040 101.620 +0.495 26,696 72,799 -2,005
Mar17 161209 101.015 101.655 100.955 101.505 +0.493 5,802 19,691 +2,156
Jun17 161209 100.870 101.530 100.870 101.455 +0.493 35 730 +16
Total Volume and Open Interest 32,540 93,472 +161
Australian Dollar(CME)
Dec16 161209 74.47 74.95 74.33 74.52 -0.06 82,135 75,698 -3,861
Mar17 161209 74.34 74.79 74.20 74.38 -0.05 2,554 5,538 +281
Jun17 161209 74.29 74.50 74.10 74.22 -0.06 10 65 +0
Total Volume and Open Interest 84,699 81,320 -3,580
British Pound(CME)
Dec16 161209 125.82 126.22 125.55 125.70 -0.20 102,579 217,181 -3,286
Mar17 161209 126.08 126.50 125.82 125.97 -0.20 4,138 23,679 +1,324
Jun17 161209 126.26 126.74 126.14 126.26 -0.20 25 657 +2
Total Volume and Open Interest 106,742 241,711 -1,960
Canadian Dollar(CME)
Dec16 161209 75.78 76.05 75.70 75.97 +0.15 50,058 96,705 -1,453
Mar17 161209 75.84 76.13 75.78 76.05 +0.15 2,855 8,974 +1,418
Jun17 161209 76.05 76.20 75.91 76.14 +0.15 206 816 +82
Sep17 161209 76.25 76.26 76.01 76.23 +0.16 4 423 +4
Total Volume and Open Interest 53,123 107,340 +51
Japanese Yen(CME)
Dec16 161209 87.66 87.73 86.66 86.82 -0.89 105,010 220,890 +1,268
Mar17 161209 88.00 88.10 87.04 87.18 -0.90 4,624 16,964 +918
Jun17 161209 88.30 88.30 87.47 87.62 -0.90 13 213 -3
Total Volume and Open Interest 109,647 238,098 +2,183
Swiss Franc(CME)
Dec16 161209 98.43 98.52 97.94 98.29 -0.14 14,702 60,254 -2,405
Mar17 161209 98.96 99.05 98.50 98.83 -0.13 1,048 3,036 +266
Jun17 161209 99.45 99.45 99.21 99.45 -0.13 0 17 +0
Total Volume and Open Interest 15,750 63,316 -2,139
EuroFX(CME)
Dec16 161209 106.17 106.34 105.34 105.57 -0.60 136,627 377,620 -9,770
Mar17 161209 106.61 106.79 105.80 106.03 -0.59 15,749 48,480 +4,883
Jun17 161209 107.17 107.28 106.35 106.54 -0.60 47 1,962 -3
Total Volume and Open Interest 152,424 428,348 -4,889
Mexican Peso(CME)
Dec16 161209 492.25 492.50 487.63 490.00 -1.13 39,099 117,094 +466
Jan17 161209 488.75 488.75 488.75 488.75 -1.13      
Total Volume and Open Interest 42,070 154,368 +2,728
Brazilian Real(CME)
Jan17 161209 293.95 296.45 291.75 295.05 +1.50 923 17,733 -362
Feb17 161209 292.60 293.70 289.95 292.60 +1.50 24 10 +6
Mar17 161209 291.60 291.70 287.70 290.60 +1.65 17 1,826 +0
Apr17 161209 288.60 288.60 288.60 288.60 +1.80      
Total Volume and Open Interest 964 19,569 -356
30-Year T-Bonds(CBOT)
Dec16 161209 150~300 151~020 149~170 149~280 -1~150 1,706 8,141 -853
Mar17 161209 149~170 149~230 148~000 148~160 -1~150 175,388 559,132 -7,819
Jun17 161209 147~200 147~200 147~200 147~200 -1~150 0 3 +0
Total Volume and Open Interest 177,094 567,276 -8,672
10-Year T-Notes(CBOT)
Dec16 161209 125~000 125~090 124~215 124~255 -0~155 17,059 41,506 -6,236
Mar17 161209 124~115 124~180 123~280 124~010 -0~160 856,050 2,930,926 +4,792
Jun17 161209 123~170 123~170 123~170 123~170 -0~160      
Total Volume and Open Interest 873,109 2,972,432 -1,444
5-Year T-Notes(CBOT)
Dec16 161209 118~116 118~180 118~072 118~090 -0~084 11,061 66,779 -8,663
Mar17 161209 117~284 118~002 117~202 117~226 -0~090 459,153 2,797,256 +28,126
Jun17 161209 117~176 117~176 117~176 117~176 -0~090 0 1 +0
Total Volume and Open Interest 470,214 2,864,036 +19,463
2 Year T-Notes(CBOT)
Dec16 161209 108~216 108~226 108~212 108~214 -0~012 4,914 19,692 -1,520
Mar17 161209 108~132 108~144 108~120 108~124 -0~014 144,827 1,141,134 +15
Jun17 161209 108~124 108~124 108~124 108~124 -0~014      
Total Volume and Open Interest 149,741 1,160,826 -1,505
Eurodollars(CME)
Dec16 161209 99.012 99.015 99.010 99.010 -0.005 188,053 1,309,076 +5,105
Mar17 161209 98.955 98.960 98.940 98.945 -0.015 244,936 1,365,284 +16,667
Jun17 161209 98.820 98.830 98.800 98.805 -0.025 196,085 1,475,033 +2,342
Sep17 161209 98.725 98.730 98.700 98.705 -0.030 176,241 1,074,885 +9,314
Dec17 161209 98.595 98.600 98.560 98.565 -0.035 314,709 1,553,568 +7,236
Mar18 161209 98.490 98.500 98.455 98.460 -0.045 221,132 1,032,844 -7,745
Jun18 161209 98.385 98.390 98.335 98.345 -0.050 155,518 741,455 -2,866
Sep18 161209 98.275 98.285 98.225 98.235 -0.055 146,029 486,979 +1,997
Dec18 161209 98.155 98.160 98.090 98.105 -0.060 137,276 778,529 -3,575
Mar19 161209 98.070 98.080 98.005 98.015 -0.070 109,592 573,044 +5,059
Jun19 161209 97.985 97.990 97.910 97.925 -0.075 82,044 497,078 +1,728
Sep19 161209 97.900 97.915 97.825 97.845 -0.075 71,017 403,964 -1,338
Dec19 161209 97.805 97.820 97.730 97.745 -0.085 98,367 418,919 +3,088
Mar20 161209 97.745 97.755 97.665 97.680 -0.090 60,220 248,179 +1,665
Jun20 161209 97.675 97.695 97.600 97.615 -0.090 39,266 146,568 +573
Sep20 161209 97.620 97.640 97.540 97.560 -0.090 30,362 117,669 -414
Dec20 161209 97.550 97.570 97.470 97.490 -0.095 29,627 136,478 -1,983
Mar21 161209 97.495 97.515 97.415 97.435 -0.095 21,003 99,110 -310
Total Volume and Open Interest 2,385,172 12,795,643 +47,088
Ultra T-Bond(CBOT)
Dec16 161209 159~08 159~17 157~26 158~07 -1~28 3,417 15,209 -2,795
Mar17 161209 158~26 159~04 156~28 157~14 -1~30 70,254 649,590 +6,426
Jun17 161209 156~24 156~24 156~24 156~24 -1~30      
Total Volume and Open Interest 73,671 664,799 +3,631
Ultra 10-Yr T-Note(CBOT)
Dec16 161209 134~090 134~195 133~300 134~010 -0~250 1,705 5,617 -530
Mar17 161209 133~305 134~060 133~070 133~135 -0~255 62,878 310,164 +4,562
Jun17 161209 133~135 133~135 133~135 133~135 -0~255      
Total Volume and Open Interest 64,583 315,781 +4,032
30 Day Federal Funds(CBOT)
Dec16 161209 99.467 99.467 99.465 99.467 unch 2,946 87,767 +1,141
Jan17 161209 99.355 99.360 99.355 99.360 unch 9,864 227,201 +744
Feb17 161209 99.345 99.350 99.340 99.345 -0.005 11,356 84,358 -5,168
Mar17 161209 99.310 99.315 99.310 99.315 unch 8,048 81,146 +2,048
Apr17 161209 99.295 99.300 99.295 99.300 unch 28,095 146,610 +13,935
May17 161209 99.265 99.265 99.255 99.265 -0.005 17,257 58,818 +2,426
Total Volume and Open Interest 91,126 902,219 +16,551
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 161208 99.94 99.94 99.94 99.94 unch 0 7 +0
Mar17 161208 99.94 99.94 99.94 99.94 unch      
Jun17 161208 99.94 99.94 99.94 99.94 unch      
Sep17 161208 99.94 99.94 99.94 99.94 unch      
Dec17 161208 99.94 99.94 99.94 99.94 unch      
Mar18 161208 99.95 99.95 99.95 99.95 unch      
Jun18 161208 99.81 99.81 99.81 99.81 unch      
Sep18 161208 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Mar17 161208 150.33 150.37 150.18 150.19 -0.14 4,262 4,908 +3,212
Jun17 161208 150.19 150.19 150.19 150.19 -0.14      
Sep17 161208 150.19 150.19 150.19 150.19 -0.14      
Total Volume and Open Interest 9,160 20,733 +3,674
Euro-Buxl(EUREX)
Mar17 161209 166.50 168.46 165.28 166.76 -0.16 84,498 177,745 -40,810
Jun17 161209 165.02 165.02 165.02 165.02 -0.16 10 10 -2
Sep17 161209 165.02 165.02 165.02 165.02        
Euro-Bund(EUREX)
Mar17 161209 161.10 162.29 161.00 161.86 +0.74 944,103 1,487,936 -330,347
Jun17 161209 158.05 159.24 158.05 158.83 +0.74 10 15 -1
Sep17 161209 158.83 158.83 158.83 158.83        
Euro-Bobl(EUREX)
Mar17 161209 132.65 133.08 132.60 132.95 +0.25 582,323 1,109,979 -229,244
Jun17 161209 130.93 130.96 130.93 130.96 +0.26      
Sep17 161209 130.96 130.96 130.96 130.96        
Euro-Schatz(EUREX)
Mar17 161209 112.20 112.27 112.20 112.25 +0.06 473,941 1,192,414 -264,314
Jun17 161209 112.36 112.36 112.19 112.19 -0.13      
Sep17 161209 112.19 112.19 112.19 112.19        
3-Mth Euribor(EUREX)
Dec16 161209 100.315 100.315 100.315 100.315 -0.005 0 3,230 +0
Mar17 161209 100.305 100.305 100.305 100.305 unch 0 3,787 +0
Jun17 161209 100.290 100.290 100.290 100.290 +0.005 24 33,620 +0
Total Volume and Open Interest 527 73,537 -244
Long Gilt(LIFFE)
Dec16 161209 124~03 124~07 123~19 123~27 -0~16 3,451 20,100 -2,620
Mar17 161209 123~18 123~27 122~23 123~05 -0~20 182,477 595,232 -11,004
Total Volume and Open Interest 185,928 615,332 -13,624
3-Mth Short Sterling(LIFFE)
Dec16 161209 99.62 99.63 99.61 99.62 unch 35,598 445,991 +5,690
Mar17 161209 99.60 99.60 99.59 99.59 -0.01 63,086 376,118 +10,528
Jun17 161209 99.57 99.57 99.55 99.56 unch 28,126 362,314 +2,951
Sep17 161209 99.53 99.54 99.51 99.52 -0.01 37,433 290,791 +1,166
Dec17 161209 99.48 99.50 99.46 99.47 -0.01 51,876 267,868 -8,141
Mar18 161209 99.43 99.45 99.41 99.42 -0.01 63,663 175,777 -461
Total Volume and Open Interest 494,730 2,698,334 +7,589
3-Mth Euribor(LIFFE)
Dec16 161209 100.315 100.320 100.315 100.315 -0.005 19,728 356,724 -1,043
Mar17 161209 100.305 100.310 100.300 100.305 unch 30,788 411,549 -214
Jun17 161209 100.285 100.295 100.285 100.290 unch 22,737 381,201 -941
Total Volume and Open Interest 464,207 3,249,694 +16,578
3-Mth Aus T-Bills(SFE)
Dec16 161208 98.22 98.23 98.20 98.22 unch 16,118 50,037 -25,781
Mar17 161209 98.24 98.25 98.23 98.24 -0.01 50,638 219,198 +3,405
Jun17 161209 98.25 98.26 98.24 98.25 -0.01 36,005 245,578 +6,054
Sep17 161209 98.22 98.23 98.21 98.23 unch 36,102 159,577 +2,859
Dec17 161209 98.17 98.17 98.15 98.16 -0.01 17,059 159,896 +1,088
Mar18 161209 98.08 98.09 98.07 98.08 -0.01 11,194 95,355 -218
Jun18 161209 97.99 97.99 97.96 97.98 -0.02 11,306 72,005 +2,637
Sep18 161209 97.90 97.91 97.87 97.88 -0.02 9,709 45,770 +2,323
Dec18 161209 97.80 97.81 97.76 97.77 -0.03 5,727 14,328 +3,047
Mar19 161209 97.70 97.71 97.67 97.68 -0.03 142 4,572 +123
Total Volume and Open Interest 200,295 1,041,568 -6,814
10-Year Aus T-Bonds(SFE)
Dec16 161209 97.30 97.31 97.18 97.21 -0.09 115,254 959,978 -228
Mar17 161209 97.24 97.25 97.12 97.16 -0.08 6,375 20,225 +3,132
Total Volume and Open Interest 121,629 980,203 +2,904
3-Year Aus T-Bonds(SFE)
Dec16 161209 98.11 98.11 98.04 98.06 -0.05 256,109 993,883 +18,729
Mar17 161209 98.07 98.08 98.00 98.03 -0.05 32,700 54,867 +26,275
Total Volume and Open Interest 288,809 1,048,750 +45,004
Gold(CMX)
Dec16 161209 1166.6 1168.8 1156.0 1159.4 -10.4 182 1,378 -85
Feb17 161209 1172.5 1173.8 1157.6 1161.9 -10.5 145,807 272,867 +3,078
Apr17 161209 1174.8 1176.7 1161.2 1164.8 -10.6 3,538 36,026 -242
Jun17 161209 1175.5 1178.7 1164.9 1167.7 -10.6 1,985 38,626 -339
Aug17 161209 1178.0 1178.0 1167.8 1170.6 -10.6 462 10,730 +48
Oct17 161209 1180.6 1180.6 1171.7 1173.5 -10.6 228 3,049 +68
Dec17 161209 1186.5 1186.5 1173.0 1176.4 -10.6 1,289 21,112 +826
Feb18 161209 1178.3 1179.4 1178.3 1179.4 -10.8 0 213 +0
Apr18 161209 1182.5 1182.5 1182.5 1182.5 -10.7 0 164 +0
Jun18 161209 1185.6 1185.6 1185.6 1185.6 -10.6 10 4,211 +0
Aug18 161209 1188.8 1188.8 1188.8 1188.8 -10.6 0 6 +0
Oct18 161209 1191.9 1191.9 1191.9 1191.9 -10.5      
Total Volume and Open Interest 154,342 396,774 +3,250
Silver(CMX)
Dec16 161209 1698.0 1702.0 1682.0 1689.7 -12.8 40 1,825 -19
Mar17 161209 1707.5 1718.5 1685.0 1696.7 -12.9 65,161 132,735 +3,234
May17 161209 1713.0 1723.5 1695.0 1702.6 -12.9 2,980 12,722 +455
Jul17 161209 1718.0 1727.5 1701.0 1708.3 -13.0 1,203 6,118 -321
Sep17 161209 1728.5 1728.5 1714.4 1714.4 -13.1 204 1,090 +28
Dec17 161209 1730.0 1737.5 1717.0 1723.4 -13.1 717 4,968 +51
Mar18 161209 1731.6 1731.6 1731.6 1731.6 -13.1 0 14 +0
Total Volume and Open Interest 71,353 162,454 +3,117
Platinum(NYMEX)
Jan17 161209 938.1 940.2 912.5 915.0 -28.8 16,172 49,154 -1,167
Apr17 161209 941.0 943.1 915.9 918.4 -28.9 3,879 17,876 +1,767
Jul17 161209 933.7 933.7 920.0 922.1 -28.9 404 1,066 +384
Oct17 161209 943.9 943.9 925.5 925.5 -28.9 0 217 +0
Total Volume and Open Interest 20,456 68,327 +985
Palladium(NYMEX)
Dec16 161209 735.15 735.15 735.15 735.15 -4.15 6 43 -1
Mar17 161209 738.95 749.15 728.50 735.05 -4.00 3,865 27,430 +76
Jun17 161209 747.40 747.95 735.95 735.95 -4.00 174 338 +111
Total Volume and Open Interest 4,045 27,828 +188
Copper(CMX)
Dec16 161209 264.05 265.45 262.65 264.20 +2.20 856 3,558 -525
Mar17 161209 262.30 266.60 262.05 264.75 +2.15 83,316 161,149 +560
May17 161209 263.05 267.15 263.05 265.45 +2.15 5,172 27,966 +477
Jul17 161209 265.90 267.40 264.65 265.85 +2.10 2,169 18,672 +161
Sep17 161209 265.00 266.70 265.00 266.10 +2.15 1,797 6,285 +44
Total Volume and Open Interest 94,005 236,910 +620
E-mini DJIA Index(CBOT)
Dec16 161209 19615 19783 19611 19769 +148 164,281 129,983 -3,627
Mar17 161209 19561 19723 19556 19711 +147 9,139 10,595 +1,997
Jun17 161209 19458 19646 19458 19646 +147 9 64 +6
Sep17 161209 19561 19561 19561 19561 +147      
Total Volume and Open Interest 173,429 140,642 -1,624
S & P 500(CME)
Dec16 161209 2248.00 2260.50 2248.00 2260.10 +12.40 7,256 85,956 +1,458
Mar17 161209 2242.80 2255.70 2240.20 2254.70 +12.30 5,604 9,096 +3,007
Jun17 161209 2249.40 2250.10 2249.40 2249.40 +12.30 515 1,704 +153
Sep17 161209 2244.10 2244.80 2244.10 2244.10 +12.30      
Total Volume and Open Interest 13,375 96,756 +4,618
S & P 500 E-Mini(Globex)
Dec16 161209 2246.75 2261.25 2245.00 2260.00 +12.25 2,328,449 2,747,403 -135,972
Mar17 161209 2241.50 2255.75 2239.75 2254.75 +12.25 323,152 327,473 +164,102
Jun17 161209 2236.00 2250.25 2234.75 2249.50 +12.50 1,460 5,833 +706
Sep17 161209 2233.25 2244.00 2233.25 2244.00 +12.25 20 38 +10
Total Volume and Open Interest 2,653,090 3,080,777 +28,851
NASDAQ 100 E-Mini(Globex)
Dec16 161209 4861.30 4897.50 4852.50 4893.80 +30.80 232,690 235,577 -13,936
Mar17 161209 4860.00 4897.00 4851.80 4893.30 +31.00 10,537 6,890 +2,288
Jun17 161209 4861.80 4887.30 4839.30 4887.30 +31.00 3 35 +2
Total Volume and Open Interest 243,231 242,539 -11,646
S&P Midcap 400(CME) e-Mini
Dec16 161209 1695.80 1699.60 1689.40 1692.20 -3.90 17,018 87,740 -274
Mar17 161209 1694.80 1698.40 1687.80 1690.40 -4.40 3,463 1,617 +1,529
Jun17 161209 1680.70 1680.70 1680.70 1680.70 -4.40      
Total Volume and Open Interest 20,481 89,357 +1,255
Volatility Index(CBOE)
Dec16 161209 13.45 13.80 13.00 13.03 -0.40 101,937 172,257 -614
Jan17 161209 15.50 15.74 15.20 15.23 -0.30 65,559 139,570 +9,401
Feb17 161209 16.72 16.85 16.40 16.43 -0.30 21,282 39,324 +2,843
Mar17 161209 17.65 17.78 17.40 17.43 -0.20 7,996 30,028 +519
Total Volume and Open Interest 207,017 431,658 +13,640
Russell 2000 Mini(ICE)
Dec16 161209 1389.10 1393.90 1383.10 1387.90 -0.70 166,934 650,993 -33,235
Mar17 161209 1386.00 1392.40 1381.60 1386.50 -0.40 42,810 43,328 +36,274
Jun17 161209 1383.50 1383.50 1383.50 1383.50 -0.40 2 344 +0
Total Volume and Open Interest 209,746 694,943 +3,039
Nikkei 225(CME)
Mar17 161209 18890 19260 18825 19255 +375 11,498 30,123 +5,739
Jun17 161209 19180 19180 19180 19180 +375      
Total Volume and Open Interest 29,228 53,086 +2,630
Nikkei 225(SGX)
Dec16 161208 18510 18820 18490 18785 +290 159,471 174,466 -24,530
Mar17 161209 18990 18990 18930 18990 +260 92,492 157,881 +57,101
Jun17 161209 18725 18865 18660 18865 +240 0 2 +1
Total Volume and Open Interest 220,805 321,163 +39,650
Nikkei 225 Mini(JPX)
Dec16 161208 18525 18790 18485 18790 +290 877,826 406,905 -30,967
Mar17 161208 18480 18740 18440 18730 +280 128,235 128,220 +40,430
Jun17 161208 18345 18600 18310 18600 +280 850 2,277 -121
Total Volume and Open Interest 1,026,393 630,294 +9,855
Nikkei 225(JPX)
Dec16 161208 18530 18790 18490 18790 +290 173,401 259,863 -101,754
Mar17 161208 18480 18740 18450 18730 +280 123,863 255,140 +105,458
Jun17 161208 18350 18600 18340 18600 +280 34 17,985 +18
Total Volume and Open Interest 297,402 607,457 +3,832
Nikkei 225(CME) Yen
Dec16 161208 18630 18920 18610 18860 +230 67,553 53,178 -9,334
Mar17 161209 18810 19195 18760 19185 +375 29,385 42,921 +7,741
Jun17 161209 19040 19055 19040 19055 +375 1 1 +1
Total Volume and Open Interest 78,974 90,022 +1,661
Nikkei 225(CME) e-Mini Yen
Dec16 161208 18860 18900 18860 18860 +230 0 307 +0
Mar17 161209 18940 19180 18940 19180 +370      
Jun17 161209 19050 19050 19050 19050 +370      
Total Volume and Open Interest 2 307 +0
CAC 40(EURONEXT)
Dec16 161209 4744.5 4789.0 4736.5 4763.5 +28.5 114,139 296,555 +10,034
Jan17 161209 4735.0 4773.5 4728.0 4755.0 +28.5 2,096 8,817 +1,469
Feb17 161209 4751.5 4751.5 4751.5 4751.5 +28.5 59 79 +57
Mar17 161209 4728.5 4772.5 4728.5 4750.5 +28.5 186 426 +133
Total Volume and Open Interest 116,532 305,923 +11,735
Hang Seng Index(HKFE)
Dec16 161209 22818 22888 22679 22744 -93 69,971 131,359 +495
Jan17 161209 22830 22905 22700 22768 -88 202 2,863 +75
Total Volume and Open Interest 70,433 138,281 +620
DAX(EUREX)
Dec16 161209 11179.0 11238.5 11143.5 11204.0 +19.5 109,717 127,507 -39,066
Mar17 161209 11169.5 11232.0 11143.0 11202.0 +20.0 2,497 9,952 -636
Jun17 161209 11203.0 11252.5 11196.5 11226.0 +20.5 22 199 -1
Total Volume and Open Interest 112,236 187,138 +9,777
Mini-DAX(EUREX)
Dec16 161209 11181.0 11239.0 11144.0 11204.0 +19.5 24,923 11,610 -2,984
Mar17 161209 11185.0 11232.0 11144.0 11202.0 +20.0 411 2,902 -48
Jun17 161209 11213.0 11250.0 11192.0 11226.0 +20.5 62 73 -1
Total Volume and Open Interest 25,396 18,620 +1,002
FT-SE 100(EURONEXT)
Dec16 161209 6929.50 6977.00 6927.50 6953.00 +23.50 160,617 702,311 -10,967
Mar17 161209 6871.00 6913.00 6864.50 6890.00 +24.00 33,377 63,165 +25,819
Jun17 161209 6817.50 6817.50 6817.50 6817.50 +24.00 18,376 34,759 +17,372
Total Volume and Open Interest 212,370 800,235 +32,224
SPI 200(SFE)
Dec16 161209 5544.0 5570.0 5527.0 5559.0 +18.0 29,498 272,090 -5,990
Mar17 161209 5497.0 5518.0 5478.0 5508.0 +18.0 1,493 4,100 +949
Jun17 161209 5494.0 5494.0 5494.0 5494.0 +18.0 0 1,397 +0
Total Volume and Open Interest 31,105 278,960 -5,011
FTSE MIB(ISE)
Dec16 161209 18475.00 18480.00 18160.00 18308.00 -89.00 56,394 40,264 -1,120
Mar17 161209 18410.00 18410.00 18110.00 18251.00 -89.00 1,548 2,941 +1,101
Jun17 161209 17901.00 17901.00 17901.00 17901.00 -89.00      
Total Volume and Open Interest 57,942 43,205 -19
KOSPI 200(KFE)
Mar17 161209 258.05 258.20 257.60 258.20 +0.70 17,591 97,397 +19,042
Jun17 161209 258.50 258.80 258.45 258.80 +0.50 24 2,984 +152
Sep17 161209 260.05 260.05 260.05 260.05 +0.70 0 8 +0
Total Volume and Open Interest 107,335 172,207 -4,287
GSCI(CME)
Dec16 161209 388.50 388.70 387.20 388.35 +2.65 2,634 11,696 -2,504
Jan17 161209 391.35 392.05 390.45 391.60 +2.60 2,535 2,948 +2,511
Feb17 161209 393.85 393.85 393.85 393.85 +2.60      
Total Volume and Open Interest 5,169 14,644 +7
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

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!