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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu December 15, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161215 1023.50 1038.50 1018.50 1029.00 +5.25 132,890 183,543 -15,221
Mar17 161215 1034.25 1048.25 1028.75 1039.25 +4.75 84,408 299,057 +21,702
May17 161215 1042.25 1055.25 1036.75 1046.50 +4.00 15,686 82,766 +1,767
Jul17 161215 1047.50 1060.00 1042.25 1051.50 +3.50 13,861 91,483 +593
Aug17 161215 1045.75 1056.00 1041.50 1048.50 +3.00 497 6,392 +37
Sep17 161215 1025.00 1039.25 1025.00 1031.25 +2.00 155 2,231 -21
Nov17 161215 1015.00 1024.50 1011.00 1016.25 +0.25 6,834 69,912 +117
Jan18 161215 1017.00 1024.00 1011.75 1017.25 +0.75 344 2,792 +54
Mar18 161215 1010.50 1017.50 1005.00 1010.25 +0.75 70 2,253 -6
May18 161215 1003.00 1007.50 1003.00 1007.50 +0.25 31 454 +13
Jul18 161215 1009.00 1009.75 1009.00 1009.00 +0.25 40 725 +17
Aug18 161215 1003.75 1003.75 1003.75 1003.75 +0.25 0 18 +0
Sep18 161215 991.75 991.75 991.75 991.75 +0.25 0 17 +0
Nov18 161215 976.25 985.75 976.25 978.75 +2.25 61 975 +26
Total Volume and Open Interest 254,877 742,646 +9,078
Soybean Meal(CBOT)
Jan17 161215 313.00 317.00 311.50 314.00 +1.20 51,585 72,636 -5,546
Mar17 161215 317.20 321.40 316.00 318.40 +1.20 36,215 144,427 +6,434
May17 161215 319.70 323.40 318.50 321.00 +1.30 10,045 50,188 +50
Jul17 161215 322.50 325.80 320.60 323.80 +1.50 7,533 46,512 +1,310
Aug17 161215 321.80 324.30 319.80 322.70 +1.60 299 6,914 +8
Sep17 161215 317.90 321.80 317.90 320.10 +1.30 250 5,707 +34
Oct17 161215 314.20 316.80 314.20 316.00 +1.40 105 5,312 -1
Dec17 161215 315.80 317.00 313.80 316.30 +1.30 1,251 21,503 +264
Jan18 161215 313.80 315.80 313.70 315.80 +1.20 54 935 -2
Mar18 161215 313.30 313.30 311.60 313.30 +1.20 43 1,032 +4
Total Volume and Open Interest 107,895 356,626 +2,139
Soybean Oil(CBOT)
Jan17 161215 36.89 37.28 36.60 36.74 -0.18 71,699 102,736 -14,892
Mar17 161215 37.10 37.54 36.83 37.01 -0.16 52,308 158,085 +2,002
May17 161215 37.22 37.70 37.04 37.18 -0.16 7,104 59,540 +368
Jul17 161215 37.36 37.83 37.20 37.35 -0.16 5,444 53,373 +720
Aug17 161215 37.28 37.67 37.24 37.24 -0.14 258 5,981 -5
Sep17 161215 37.26 37.36 37.04 37.04 -0.12 303 4,882 +39
Oct17 161215 36.85 37.11 36.69 36.69 -0.13 188 4,627 +5
Dec17 161215 36.65 37.12 36.51 36.67 -0.14 1,451 13,344 +603
Jan18 161215 36.88 36.88 36.65 36.65 -0.13 9 561 -2
Mar18 161215 36.83 36.83 36.63 36.63 -0.12 1 526 -1
Total Volume and Open Interest 138,988 404,395 -11,059
Canola(WCE)
Jan17 161215 516.3 522.0 515.5 518.6 +2.4 10,201 82,834 -3,451
Mar17 161215 523.6 529.0 521.7 525.6 +3.0 8,791 70,338 +1,658
May17 161215 527.0 533.7 526.5 530.1 +3.0 504 27,823 +37
Jul17 161215 529.0 535.5 529.0 532.4 +3.0 322 16,444 -29
Nov17 161215 500.4 506.0 500.4 503.2 +2.8 358 13,534 +227
Total Volume and Open Interest 20,202 212,668 -1,584
Corn(CBOT)
Mar17 161215 361.50 363.00 356.25 356.50 -5.50 138,070 705,532 +95
May17 161215 368.50 369.50 362.75 363.25 -5.25 24,637 164,364 +3,248
Jul17 161215 375.50 376.50 370.00 370.75 -4.75 17,507 161,159 -1,280
Sep17 161215 382.00 383.25 377.00 377.50 -4.50 6,907 57,102 -533
Dec17 161215 389.00 391.50 385.25 386.00 -4.00 13,351 109,695 +647
Mar18 161215 397.25 399.50 394.00 394.75 -4.00 562 9,630 +11
May18 161215 403.00 403.00 400.25 400.25 -3.75 55 1,712 +28
Jul18 161215 406.75 406.75 404.00 404.50 -3.75 59 1,912 +2
Sep18 161215 401.25 401.25 400.50 400.50 -3.00 69 859 +14
Dec18 161215 403.75 405.75 400.75 401.75 -3.75 214 7,290 +13
Total Volume and Open Interest 202,800 1,219,931 +1,183
Wheat(CBOT)
Mar17 161215 418.00 418.25 408.50 409.25 -8.75 50,391 266,736 -286
May17 161215 428.75 429.25 420.00 421.25 -7.75 11,207 67,412 +464
Jul17 161215 440.75 440.75 432.50 433.75 -7.25 8,937 66,622 +7
Sep17 161215 453.75 453.75 445.75 446.50 -7.50 1,069 12,772 +373
Dec17 161215 469.00 469.00 460.50 462.25 -8.00 2,066 24,280 -80
Mar18 161215 475.00 475.00 470.25 473.00 -7.75 235 3,879 +13
Total Volume and Open Interest 73,985 443,306 +472
Wheat(KCBT)
Mar17 161215 420.00 420.00 411.25 412.75 -7.25 16,799 139,415 -1,621
May17 161215 430.25 431.00 423.00 424.25 -7.00 3,581 34,164 -790
Jul17 161215 441.75 442.75 435.00 436.25 -6.75 3,806 64,685 +778
Sep17 161215 457.25 457.25 450.50 451.00 -6.25 504 7,306 +44
Dec17 161215 475.00 475.00 468.50 469.25 -6.50 274 8,924 -57
Mar18 161215 480.50 487.75 480.50 480.50 -6.75 68 3,111 +18
May18 161215 488.75 488.75 488.75 488.75 -6.25 11 940 +0
Total Volume and Open Interest 25,091 259,126 -1,680
Wheat(MGE)
Mar17 161215 541.25 545.00 537.00 538.00 -3.25 4,127 34,573 +519
May17 161215 539.00 542.00 533.25 534.25 -6.50 770 12,390 +52
Jul17 161215 543.25 544.75 536.75 537.75 -6.00 208 6,216 +19
Sep17 161215 547.50 548.75 543.00 543.50 -5.75 35 3,908 +11
Dec17 161215 554.50 554.50 549.00 550.25 -5.50 4 2,852 +1
Mar18 161215 560.00 560.00 555.25 555.25 -6.50 0 138 +0
Total Volume and Open Interest 5,162 60,214 +584
Oats(CBOT)
Mar17 161215 228.00 229.50 223.25 225.25 -4.50 512 5,957 -65
May17 161215 230.00 231.50 225.00 225.75 -6.00 117 954 +66
Jul17 161215 228.25 240.75 228.25 228.25 -6.25 13 144 +10
Sep17 161215 238.00 238.00 233.50 233.50 -6.25 0 1 +0
Total Volume and Open Interest 747 7,245 -23
Rough Rice(CBOT)
Jan17 161215 9.71 9.71 9.45 9.47 -0.24 860 8,357 -532
Mar17 161215 9.95 9.95 9.72 9.73 -0.24 720 4,385 +578
May17 161215 10.22 10.22 9.99 9.99 -0.23 13 90 +12
Jul17 161215 10.31 10.31 10.18 10.18 -0.23 0 11 +0
Total Volume and Open Interest 1,593 12,851 +58
Live Cattle(CME)
Dec16 161215 110.785 111.385 110.400 110.730 -0.370 3,929 8,038 -1,414
Feb17 161215 113.550 114.135 112.650 113.285 -0.415 25,922 120,766 +2,193
Apr17 161215 112.550 112.930 111.850 112.350 -0.400 11,984 68,037 +251
Jun17 161215 102.900 103.400 102.430 103.150 -0.030 9,028 57,046 +1,717
Aug17 161215 98.730 99.430 98.330 99.300 +0.250 4,055 19,594 +787
Oct17 161215 98.885 99.500 98.400 99.385 +0.235 1,268 10,452 +416
Total Volume and Open Interest 56,652 288,630 +4,134
Feeder Cattle(CME)
Jan17 161215 127.400 128.325 126.830 127.700 unch 6,403 15,741 -1,463
Mar17 161215 124.330 125.330 123.785 124.750 +0.115 5,090 16,433 +688
Apr17 161215 123.900 124.800 123.400 124.230 unch 1,478 4,242 -37
May17 161215 122.830 123.635 122.450 123.050 -0.235 1,277 5,325 +256
Aug17 161215 123.150 123.850 122.900 123.300 -0.335 312 2,330 +55
Sep17 161215 121.035 121.885 121.035 121.285 -0.665 17 259 +6
Oct17 161215 120.000 120.000 120.000 120.000 -0.730 9 69 +6
Total Volume and Open Interest 14,589 44,415 -488
Lean Hogs(CME)
Feb17 161215 61.700 62.950 60.880 62.400 +0.615 15,024 93,377 -109
Apr17 161215 66.785 67.900 66.225 67.475 +0.525 7,077 42,173 +757
May17 161215 72.480 73.500 72.450 73.200 +0.500 68 1,212 +25
Jun17 161215 77.000 77.750 76.785 77.535 +0.355 4,457 23,390 +707
Jul17 161215 76.580 77.300 76.550 77.230 +0.300 1,360 9,843 -15
Aug17 161215 76.980 77.500 76.800 77.450 +0.220 1,689 14,257 +980
Oct17 161215 65.500 66.200 65.500 66.150 +0.150 94 3,652 +51
Dec17 161215 60.535 60.800 60.300 60.750 +0.120 20 1,228 +2
Total Volume and Open Interest 31,443 204,523 +1,886
Class III Milk(CME)
Dec16 161215 17.31 17.33 17.29 17.31 +0.06 281 6,220 +33
Jan17 161215 17.14 17.21 16.86 16.96 -0.13 1,015 4,994 +179
Feb17 161215 17.50 17.56 17.16 17.25 -0.16 675 3,976 +79
Mar17 161215 17.62 17.66 17.30 17.40 -0.17 520 3,642 +107
Apr17 161215 17.70 17.70 17.37 17.42 -0.22 367 2,633 +43
May17 161215 17.64 17.67 17.46 17.48 -0.16 258 2,612 +30
Jun17 161215 17.69 17.71 17.50 17.55 -0.14 329 2,230 -2
Jul17 161215 17.70 17.71 17.58 17.58 -0.12 140 1,253 +17
Aug17 161215 17.73 17.75 17.66 17.66 -0.05 110 1,282 +31
Sep17 161215 17.74 17.77 17.69 17.71 -0.05 115 1,229 +9
Oct17 161215 17.61 17.63 17.58 17.59 -0.01 74 1,018 +12
Nov17 161215 17.46 17.46 17.40 17.40 -0.02 50 1,020 +28
Dec17 161215 17.14 17.16 17.14 17.14 unch 59 939 +2
Total Volume and Open Interest 4,036 33,847 +565
Cocoa(ICE)
Dec16 161214 2308 2308 2308 2308 +26 3 6 -6
Mar17 161215 2300 2306 2223 2242 -73 19,598 132,939 -1,532
May17 161215 2301 2302 2225 2242 -69 5,981 53,394 -101
Jul17 161215 2289 2300 2228 2241 -67 3,166 32,371 -1,485
Sep17 161215 2298 2301 2234 2243 -66 1,190 14,064 +199
Dec17 161215 2308 2312 2247 2256 -63 858 7,744 -165
Mar18 161215 2326 2329 2268 2273 -64 158 9,763 -38
Total Volume and Open Interest 32,356 255,302 -1,994
Coffee "C"(ICE)
Dec16 161215 136.80 138.30 136.80 138.30 -1.95 13 101 -12
Mar17 161215 143.15 143.45 139.30 142.20 -1.95 14,172 97,916 -133
May17 161215 145.50 145.70 141.60 144.45 -1.95 3,580 41,571 -84
Jul17 161215 148.00 148.00 143.90 146.70 -1.90 2,512 19,188 +556
Sep17 161215 150.05 150.05 145.85 148.60 -1.90 1,294 10,786 +91
Dec17 161215 152.75 152.75 148.85 151.45 -1.95 225 10,472 +2
Total Volume and Open Interest 21,866 185,708 +446
Orange Juice(ICE)
Jan17 161215 201.60 201.60 192.90 195.45 -6.15 1,963 10,564 -999
Mar17 161215 198.60 198.60 191.00 193.25 -5.90 819 4,038 +534
May17 161215 197.65 197.65 191.30 192.45 -5.90 83 556 +26
Jul17 161215 196.20 196.20 191.10 191.65 -5.80 11 180 +8
Sep17 161215 189.95 189.95 189.95 189.95 -5.80 2 22 +2
Nov17 161215 187.30 187.30 187.30 187.30 -5.80 0 3 +0
Total Volume and Open Interest 2,878 15,364 -429
Sugar #11(ICE)
Mar17 161215 17.91 18.69 17.84 18.56 +0.53 75,665 387,215 -2,951
May17 161215 17.75 18.42 17.66 18.32 +0.50 37,277 162,355 -4,301
Jul17 161215 17.50 18.07 17.44 18.03 +0.48 25,121 112,987 -6,852
Oct17 161215 17.53 18.04 17.47 18.00 +0.43 8,186 73,048 -3
Mar18 161215 17.64 18.14 17.62 18.10 +0.37 3,113 41,846 +815
May18 161215 17.25 17.71 17.25 17.70 +0.38 1,103 15,048 +263
Jul18 161215 16.85 17.31 16.85 17.31 +0.39 805 12,014 +214
Oct18 161215 16.85 17.27 16.84 17.26 +0.36 310 10,826 +102
Total Volume and Open Interest 152,113 821,766 -12,366
London Cocoa(LCE)
Dec16 161213 1744 1757 1741 1754 +22 1,874 10,687 -220
Mar17 161215 1833 1844 1802 1823 -6 17,181 114,824 +2,885
May17 161215 1837 1852 1810 1829 -7 6,689 65,091 -429
Jul17 161215 1849 1867 1825 1846 -6 3,746 30,689 -197
Sep17 161215 1871 1874 1838 1856 -5 3,244 31,614 +45
Dec17 161215 1868 1874 1837 1858 -3 2,532 22,971 +677
Mar18 161215 1881 1887 1853 1873 unch 962 15,687 +542
Total Volume and Open Interest 34,424 287,220 +425
London Sugar(LCE)
Mar17 161215 484.90 500.00 484.00 498.20 +12.50 7,234 35,338 +657
May17 161215 482.80 497.60 481.80 495.40 +12.00 1,696 20,866 +142
Aug17 161215 477.00 492.30 476.00 490.00 +12.20 372 9,549 +51
Oct17 161215 470.60 482.60 467.80 480.70 +11.50 701 10,038 -367
Dec17 161215 464.00 476.00 463.50 474.10 +10.00 228 2,738 +138
Total Volume and Open Interest 10,303 82,007 +651
Cotton(ICE)
Mar17 161215 71.32 71.77 71.10 71.67 +0.20 18,701 178,135 +1,514
May17 161215 71.59 72.01 71.36 71.92 +0.28 4,176 40,525 +250
Jul17 161215 71.40 71.95 71.20 71.90 +0.50 1,380 14,350 -17
Oct17 161215 70.80 70.80 70.80 70.80 +0.51 0 34 +0
Dec17 161215 69.29 69.73 69.15 69.72 +0.47 790 18,536 +82
Mar18 161215 69.79 69.79 69.79 69.79 +0.49 0 372 +0
Total Volume and Open Interest 25,047 252,739 +1,829
Lumber(CME)
Jan17 161215 314.6 317.6 313.1 313.5 -2.5 314 1,824 -46
Mar17 161215 327.2 328.5 324.8 325.5 -1.8 217 1,564 +37
May17 161215 334.9 334.9 333.3 333.4 -1.5 8 209 +1
Jul17 161215 338.7 338.7 338.7 338.7 -1.5 0 52 +0
Total Volume and Open Interest 539 3,680 -8
Crude Oil(NYM)
Jan17 161215 50.79 51.48 49.95 50.90 -0.14 638,396 234,047 -34,332
Feb17 161215 51.84 52.55 51.10 51.97 -0.12 311,649 388,836 +29,857
Mar17 161215 52.84 53.44 52.10 52.91 -0.14 181,136 316,946 +14,913
Apr17 161215 53.60 54.13 52.88 53.62 -0.15 67,508 123,444 +6,168
May17 161215 54.17 54.65 53.47 54.16 -0.14 32,715 118,214 +1,561
Jun17 161215 54.55 55.01 53.86 54.53 -0.11 75,362 210,784 +2,940
Jul17 161215 54.75 55.20 54.11 54.76 -0.08 19,309 51,353 +6,465
Aug17 161215 54.90 55.27 54.26 54.89 -0.06 16,745 44,127 +631
Sep17 161215 54.87 55.32 54.39 54.96 -0.04 21,465 68,913 +2,240
Oct17 161215 55.10 55.33 54.43 54.99 -0.03 5,193 36,044 -314
Nov17 161215 54.93 55.31 54.50 55.01 -0.02 4,280 32,715 +189
Dec17 161215 54.91 55.37 54.38 55.02 -0.01 57,896 191,553 +1,184
Jan18 161215 54.58 54.95 54.58 54.95 -0.01 3,555 31,765 -155
Feb18 161215 54.87 54.87 54.87 54.87 unch 789 11,247 +77
Mar18 161215 54.78 54.78 54.78 54.78 unch 1,564 23,750 +106
Apr18 161215 54.69 54.69 54.69 54.69 +0.01 574 6,264 +163
Total Volume and Open Interest 1,475,791 2,104,703 +37,232
e-miNY Crude Oil(NYM)
Jan17 161215 50.775 51.450 49.950 50.900 -0.150 11,019 2,411 -7
Feb17 161215 51.825 52.525 51.125 51.975 -0.125 786 1,250 +84
Mar17 161215 52.900 53.400 52.200 52.900 -0.150 104 484 -6
Apr17 161215 53.375 54.050 52.950 53.625 -0.150 4 392 +4
May17 161215 54.150 54.150 54.150 54.150 -0.150 12 47 +4
Jun17 161215 53.900 54.525 53.900 54.525 -0.125 21 89 +10
Jul17 161215 54.750 54.750 54.750 54.750 -0.100 11 164 +2
Aug17 161215 54.900 54.900 54.900 54.900 -0.050 41 153 +21
Sep17 161215 54.950 54.950 54.950 54.950 -0.050 33 50 +21
Oct17 161215 55.000 55.000 55.000 55.000 -0.025 2 27 +2
Total Volume and Open Interest 12,064 5,279 +157
NY Harbor ULSD(NYM)
Jan17 161215 163.87 165.86 162.75 164.20 -0.15 59,999 80,688 -7,435
Feb17 161215 165.65 167.58 164.57 166.02 -0.10 46,685 90,896 +3,430
Mar17 161215 167.17 168.60 165.64 167.22 -0.01 27,512 77,899 +3,865
Apr17 161215 167.63 168.68 165.77 167.48 +0.14 13,111 41,379 +141
May17 161215 168.25 169.15 166.44 167.97 +0.12 6,982 26,385 +513
Jun17 161215 168.67 169.58 166.89 168.49 +0.12 17,554 46,029 +2,363
Jul17 161215 170.01 170.45 167.81 169.42 +0.20 1,531 6,919 +140
Aug17 161215 168.75 170.69 168.75 170.32 +0.26 1,048 4,305 -50
Sep17 161215 171.54 172.24 169.88 171.28 +0.30 751 7,770 -60
Oct17 161215 172.24 172.24 170.58 172.15 +0.32 752 5,097 +203
Nov17 161215 171.20 173.25 171.20 172.85 +0.33 320 3,743 -87
Dec17 161215 173.59 174.16 171.66 173.47 +0.36 4,559 35,313 -422
Jan18 161215 174.25 174.25 174.25 174.25 +0.36 80 2,962 +17
Feb18 161215 174.52 174.52 174.52 174.52 +0.33 27 1,782 +0
Total Volume and Open Interest 183,483 446,194 +3,297
RBOB Gasoline(NYM)
Jan17 161215 153.30 155.17 151.16 154.21 +0.90 70,900 80,115 -9,049
Feb17 161215 155.00 156.82 152.92 155.94 +0.79 55,202 83,646 +6,618
Mar17 161215 157.48 159.04 155.35 158.28 +0.75 27,716 58,360 +3,326
Apr17 161215 177.68 178.61 175.15 177.90 +0.60 14,118 40,100 -242
May17 161215 179.23 179.66 176.44 179.03 +0.44 9,669 24,054 +635
Jun17 161215 178.20 179.50 176.38 178.82 +0.42 8,095 32,992 +1,073
Jul17 161215 177.83 178.18 175.37 177.57 +0.38 5,868 8,806 +394
Aug17 161215 175.52 175.64 173.66 175.64 +0.23 3,642 4,581 +482
Sep17 161215 172.90 173.78 171.25 173.08 +0.09 4,212 13,893 +503
Oct17 161215 158.85 159.85 158.78 159.85 -0.01 1,519 5,453 -2
Total Volume and Open Interest 205,859 385,099 +3,881
e-miNY RBOB Gasoline(NYM)
Jan17 161215 154.20 154.21 154.20 154.20 +0.89 0 1 +0
Feb17 161215 155.90 155.94 155.90 155.90 +0.75      
Mar17 161215 158.30 158.30 158.28 158.30 +0.77      
Apr17 161215 177.90 177.90 177.90 177.90 +0.60      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan17 161215 3.567 3.589 3.394 3.434 -0.106 163,184 128,775 -21,735
Feb17 161215 3.582 3.611 3.427 3.470 -0.088 85,284 143,690 +14,082
Mar17 161215 3.564 3.588 3.411 3.457 -0.079 78,345 239,974 +11,419
Apr17 161215 3.444 3.466 3.322 3.368 -0.049 48,394 111,513 -1,513
May17 161215 3.417 3.443 3.308 3.354 -0.042 34,977 102,437 +4,138
Jun17 161215 3.435 3.459 3.341 3.381 -0.036 11,545 39,830 +99
Jul17 161215 3.470 3.482 3.365 3.412 -0.032 14,480 48,451 +2,266
Aug17 161215 3.459 3.475 3.375 3.404 -0.030 6,973 32,092 +153
Sep17 161215 3.418 3.449 3.338 3.383 -0.027 6,619 35,149 +903
Oct17 161215 3.436 3.466 3.356 3.399 -0.027 17,079 87,754 -589
Nov17 161215 3.470 3.499 3.399 3.433 -0.028 5,425 31,839 +1,132
Dec17 161215 3.566 3.612 3.514 3.548 -0.027 3,830 34,014 -173
Jan18 161215 3.648 3.693 3.589 3.633 -0.026 4,781 35,382 +801
Feb18 161215 3.596 3.623 3.552 3.576 -0.027 1,042 12,504 +181
Mar18 161215 3.490 3.530 3.436 3.467 -0.029 1,845 32,097 -8
Apr18 161215 2.905 2.930 2.879 2.904 -0.014 1,301 36,476 -177
Total Volume and Open Interest 488,878 1,240,708 +12,379
Brent Crude Oil(ICE)
Feb17 161215 53.76 54.50 53.15 54.02 +0.12 283,432 375,904 -41,477
Mar17 161215 54.54 55.19 53.84 54.71 +0.06 217,002 486,760 +28,373
Apr17 161215 55.16 55.78 54.45 55.29 +0.03 107,770 175,474 +9,213
May17 161215 55.62 56.23 54.95 55.76 +0.03 59,367 128,730 +5,508
Jun17 161215 55.96 56.56 55.32 56.13 +0.06 95,042 245,126 -2,569
Jul17 161215 56.23 56.73 55.56 56.34 +0.07 18,109 73,579 +963
Aug17 161215 56.38 56.81 55.66 56.44 +0.07 11,769 50,968 +2,032
Sep17 161215 56.33 56.80 55.72 56.47 +0.06 16,318 66,109 +983
Oct17 161215 56.45 56.81 55.77 56.50 +0.06 3,901 34,342 +495
Nov17 161215 56.57 56.57 56.51 56.51 +0.06 2,521 27,022 +172
Dec17 161215 56.37 56.82 55.78 56.50 +0.06 73,051 220,721 -728
Jan18 161215 56.56 56.57 56.51 56.51 +0.06 1,583 28,865 -266
Feb18 161215 56.58 56.58 56.52 56.52 +0.07 1,067 18,318 -276
Mar18 161215 56.52 56.52 56.52 56.52 +0.07 2,989 23,403 +295
Total Volume and Open Interest 966,245 2,284,422 -517
Gas Oil(ICE)
Jan17 161215 480.00 484.75 474.00 474.75 -13.50 70,475 154,887 -6,315
Feb17 161215 483.75 488.50 478.25 478.75 -13.25 53,764 115,730 +4,429
Mar17 161215 486.50 491.00 481.25 481.75 -13.25 27,143 84,177 +577
Apr17 161215 488.50 493.00 483.75 484.00 -13.00 12,380 45,096 -208
May17 161215 490.75 495.00 486.00 486.25 -13.00 6,401 35,863 +1,134
Jun17 161215 492.50 497.00 487.75 488.00 -13.00 18,918 76,992 +1,260
Jul17 161215 495.00 498.75 490.50 490.50 -13.00 3,178 23,102 +75
Aug17 161215 497.25 501.50 492.75 492.75 -13.00 1,029 16,392 -161
Sep17 161215 499.75 503.25 495.25 495.25 -12.50 2,527 29,963 -265
Oct17 161215 502.25 505.25 497.25 497.50 -12.25 1,018 22,783 +13
Total Volume and Open Interest 215,953 795,051 +1,864
Ethanol(CBOT)
Jan17 161215 1.670 1.670 1.607 1.619 -0.061 513 2,701 -111
Feb17 161215 1.600 1.600 1.548 1.561 -0.057 515 1,439 +253
Mar17 161215 1.573 1.587 1.551 1.561 -0.054 202 485 -11
Apr17 161215 1.575 1.575 1.564 1.564 -0.053 11 553 +5
May17 161215 1.550 1.566 1.550 1.566 -0.053 0 6 +0
Jun17 161215 1.557 1.609 1.557 1.557 -0.053      
Jul17 161215 1.554 1.554 1.554 1.554 -0.053      
Aug17 161215 1.560 1.560 1.560 1.560 -0.053      
Total Volume and Open Interest 1,241 5,200 +136
WTI Crude Oil(ICE)
Jan17 161215 50.87 51.49 49.95 50.90 -0.14 54,012 49,740 -7,878
Feb17 161215 51.99 52.54 51.11 51.97 -0.12 65,150 87,654 +3,678
Mar17 161215 52.88 53.45 52.12 52.91 -0.14 53,071 78,311 +2,381
Apr17 161215 53.79 54.15 52.90 53.62 -0.15 19,762 20,549 +27
May17 161215 54.24 54.63 53.48 54.16 -0.14 12,587 19,259 +1,000
Jun17 161215 54.62 55.00 53.87 54.53 -0.11 23,106 68,799 +1,680
Jul17 161215 54.42 54.96 54.14 54.76 -0.08 2,753 8,071 +85
Aug17 161215 54.54 54.97 54.49 54.89 -0.06 1,608 10,398 +507
Sep17 161215 55.29 55.29 54.48 54.96 -0.04 2,577 17,587 +175
Oct17 161215 54.99 54.99 54.99 54.99 -0.03 589 5,220 +29
Nov17 161215 55.01 55.01 55.01 55.01 -0.02 524 2,784 -131
Dec17 161215 54.93 55.34 54.43 55.02 -0.01 25,684 83,893 +5,427
Jan18 161215 54.95 54.95 54.95 54.95 -0.01 284 1,970 +37
Feb18 161215 54.87 54.87 54.87 54.87 unch 49 1,081 +32
Mar18 161215 54.78 54.78 54.78 54.78 unch 181 3,242 -56
Apr18 161215 54.69 54.69 54.69 54.69 +0.01 21 943 +8
Total Volume and Open Interest 280,742 539,013 +5,920
US Dollar Index(ICE)
Dec16 161215 102.480 103.565 102.160 103.052 +1.283 36,786 49,896 -10,147
Mar17 161215 102.445 103.535 102.100 103.018 +1.290 18,445 45,043 +12,619
Jun17 161215 102.495 103.410 102.085 102.948 +1.265 47 902 +40
Total Volume and Open Interest 55,300 96,087 +2,512
Australian Dollar(CME)
Dec16 161215 73.99 74.30 73.37 73.64 -0.58 72,814 64,881 -5,259
Mar17 161215 73.85 74.16 73.22 73.50 -0.58 20,628 22,785 +8,540
Jun17 161215 74.00 74.00 73.15 73.34 -0.58 9 80 +2
Total Volume and Open Interest 93,452 87,770 +3,283
British Pound(CME)
Dec16 161215 125.44 125.68 123.77 124.38 -1.63 130,943 132,216 -38,410
Mar17 161215 125.70 125.95 124.04 124.65 -1.64 53,004 104,681 +37,439
Jun17 161215 125.80 126.16 124.32 124.94 -1.63 72 708 +38
Total Volume and Open Interest 184,019 237,797 -933
Canadian Dollar(CME)
Dec16 161215 75.27 75.34 74.54 74.97 -0.49 62,368 77,837 -11,381
Mar17 161215 75.40 75.44 74.63 75.06 -0.49 26,185 34,089 +13,798
Jun17 161215 75.49 75.49 74.75 75.15 -0.48 293 1,506 +240
Sep17 161215 75.11 75.26 74.93 75.26 -0.46 1 423 +1
Total Volume and Open Interest 88,862 114,265 +2,643
Japanese Yen(CME)
Dec16 161215 85.33 85.40 84.28 84.81 -1.14 124,113 187,951 -19,399
Mar17 161215 85.65 85.75 84.62 85.15 -1.15 49,639 97,077 +26,309
Jun17 161215 85.70 86.08 85.10 85.57 -1.15 60 215 +4
Total Volume and Open Interest 173,812 285,274 +6,914
Swiss Franc(CME)
Dec16 161214 98.83 99.20 97.84 98.18 -0.58 22,415 55,727 -2,467
Mar17 161215 98.54 98.60 97.23 97.63 -1.09 7,057 11,953 +4,905
Jun17 161215 98.25 100.20 98.12 98.25 -1.08 26 43 +26
Total Volume and Open Interest 28,969 64,633 +1,832
EuroFX(CME)
Dec16 161215 105.31 105.31 103.68 104.26 -1.35 209,256 249,214 -42,187
Mar17 161215 105.72 105.75 104.13 104.72 -1.34 110,845 195,871 +61,598
Jun17 161215 105.76 106.19 104.64 105.24 -1.34 520 2,271 +65
Total Volume and Open Interest 320,628 447,679 +19,480
Mexican Peso(CME)
Dec16 161215 488.88 492.50 483.13 491.88 +3.00 44,801 89,057 -17,077
Jan17 161215 490.63 490.63 490.63 490.63 +3.00      
Total Volume and Open Interest 68,459 155,718 -5,557
Brazilian Real(CME)
Jan17 161215 293.70 296.10 292.35 295.45 -4.50 1,353 18,235 +428
Feb17 161215 292.20 293.30 290.65 292.75 -4.55 0 10 +0
Mar17 161215 290.00 290.95 286.40 290.90 -4.10 7 1,820 +0
Apr17 161215 288.40 288.40 288.40 288.40 -3.10      
Total Volume and Open Interest 1,360 20,065 +428
30-Year T-Bonds(CBOT)
Dec16 161215 149~080 150~020 148~290 149~300 +0~030 4,160 2,852 -3,063
Mar17 161215 147~250 148~290 147~040 148~170 +0~020 293,760 588,512 +7,793
Jun17 161215 147~210 147~210 147~210 147~210 +0~020 0 3 +0
Total Volume and Open Interest 297,920 591,367 +4,730
10-Year T-Notes(CBOT)
Dec16 161215 123~275 123~275 123~095 123~225 -0~145 3,337 30,377 -1,481
Mar17 161215 123~010 123~045 122~145 122~295 -0~155 1,251,420 2,981,954 +16,794
Jun17 161215 122~135 123~000 122~135 122~135 -0~155      
Total Volume and Open Interest 1,254,757 3,012,331 +15,313
5-Year T-Notes(CBOT)
Dec16 161215 117~196 117~196 117~082 117~134 -0~114 11,950 40,464 -4,299
Mar17 161215 116~292 116~306 116~174 116~246 -0~122 788,944 2,854,401 -21,172
Jun17 161215 116~166 116~166 116~166 116~166 -0~122 0 1 +0
Total Volume and Open Interest 800,894 2,894,866 -25,471
2 Year T-Notes(CBOT)
Dec16 161215 108~140 108~146 108~130 108~142 -0~010 4,546 12,663 -2,570
Mar17 161215 108~034 108~042 108~014 108~034 -0~020 278,855 1,126,788 -2,797
Jun17 161215 108~034 108~034 108~034 108~034 -0~020      
Total Volume and Open Interest 283,401 1,139,451 -5,367
Eurodollars(CME)
Dec16 161215 99.003 99.005 98.985 98.993 -0.012 216,324 1,320,708 +2,474
Mar17 161215 98.915 98.920 98.895 98.920 +0.005 301,324 1,382,280 -5,856
Jun17 161215 98.720 98.735 98.695 98.730 unch 313,896 1,454,839 -7,600
Sep17 161215 98.555 98.570 98.530 98.550 -0.035 286,926 1,061,331 -1,086
Dec17 161215 98.400 98.410 98.360 98.385 -0.045 401,305 1,581,425 +3,730
Mar18 161215 98.285 98.290 98.225 98.255 -0.065 282,177 1,000,558 +428
Jun18 161215 98.165 98.170 98.095 98.120 -0.085 267,846 757,550 +12,249
Sep18 161215 98.040 98.050 97.965 97.990 -0.105 209,660 498,111 -7,643
Dec18 161215 97.910 97.915 97.820 97.850 -0.115 249,698 775,213 +9,433
Mar19 161215 97.815 97.825 97.720 97.755 -0.120 162,287 582,150 +8,913
Jun19 161215 97.725 97.730 97.620 97.655 -0.135 134,746 512,341 +2,173
Sep19 161215 97.650 97.650 97.530 97.565 -0.145 90,319 426,612 -1,299
Dec19 161215 97.545 97.550 97.425 97.465 -0.155 116,194 438,448 +9,884
Mar20 161215 97.490 97.495 97.365 97.410 -0.155 84,066 262,262 +9,386
Jun20 161215 97.430 97.435 97.305 97.355 -0.150 50,005 149,282 -3,666
Sep20 161215 97.375 97.385 97.255 97.310 -0.145 42,107 116,203 +1,419
Dec20 161215 97.315 97.325 97.200 97.250 -0.145 44,648 140,694 -1,415
Mar21 161215 97.280 97.285 97.155 97.210 -0.140 36,645 97,038 -792
Total Volume and Open Interest 3,392,617 12,914,111 +37,040
Ultra T-Bond(CBOT)
Dec16 161215 158~23 160~00 158~23 158~23 +0~09 1,645 9,896 -1,353
Mar17 161215 156~19 158~09 155~29 157~24 +0~06 116,134 669,725 +6,167
Jun17 161215 157~02 157~02 157~02 157~02 +0~06      
Total Volume and Open Interest 117,779 679,621 +4,814
Ultra 10-Yr T-Note(CBOT)
Dec16 161215 132~255 134~165 132~255 132~255 -0~170 813 1,486 -66
Mar17 161215 132~085 132~160 131~165 132~095 -0~170 148,296 295,980 -16,701
Jun17 161215 132~095 132~095 132~095 132~095 -0~170      
Total Volume and Open Interest 149,109 297,466 -16,767
30 Day Federal Funds(CBOT)
Dec16 161215 99.465 99.467 99.465 99.465 unch 5,607 84,238 -1,594
Jan17 161215 99.355 99.360 99.350 99.355 unch 11,976 230,017 -1,567
Feb17 161215 99.340 99.345 99.335 99.345 +0.005 18,126 87,527 +1,343
Mar17 161215 99.300 99.310 99.295 99.310 +0.010 4,241 80,598 -883
Apr17 161215 99.270 99.290 99.265 99.285 +0.010 18,712 158,847 +2,146
May17 161215 99.230 99.245 99.225 99.240 +0.005 15,798 66,057 +1,929
Total Volume and Open Interest 110,655 950,331 +6,183
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)
Mar17 161214 99.95 99.95 99.95 99.95 unch      
Jun17 161214 99.95 99.95 99.95 99.95 unch      
Sep17 161214 99.95 99.95 99.95 99.95 unch      
Dec17 161214 99.95 99.95 99.95 99.95 unch      
Mar18 161214 99.96 99.96 99.96 99.96 unch      
Jun18 161214 99.82 99.82 99.82 99.82 unch      
Sep18 161214 99.68 99.68 99.68 99.68 unch      
Dec18 161214 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 3 7 +0
Japanese Govt Bonds(SGX)
Mar17 161214 149.87 150.14 149.85 150.03 +0.16 3,294 14,077 +1,199
Jun17 161214 150.03 150.03 150.03 150.03 +0.16      
Sep17 161214 150.03 150.03 150.03 150.03 +0.16      
Total Volume and Open Interest 3,294 14,077 +1,199
Euro-Buxl(EUREX)
Mar17 161215 167.02 168.48 165.28 166.90 -2.12 49,815 210,066 -3,716
Jun17 161215 164.90 166.28 164.80 164.96 -2.30 3 13 +0
Sep17 161215 164.96 164.96 164.96 164.96 -2.30      
Total Volume and Open Interest 49,818 210,079 -3,716
Euro-Bund(EUREX)
Mar17 161215 161.80 162.03 161.19 161.58 -0.88 637,777 1,831,177 -13,019
Jun17 161215 158.42 158.42 158.25 158.42 -0.87 3 155 +115
Sep17 161215 158.42 158.42 158.42 158.42 -0.87      
Total Volume and Open Interest 637,780 1,831,332 -12,904
Euro-Bobl(EUREX)
Mar17 161215 132.90 133.03 132.78 132.91 -0.16 413,659 1,348,859 -5,247
Jun17 161215 130.71 130.71 130.71 130.71 -0.17 0 10 +0
Sep17 161215 130.71 130.71 130.71 130.71 -0.17      
Total Volume and Open Interest 413,659 1,348,869 -5,247
Euro-Schatz(EUREX)
Mar17 161215 112.25 112.30 112.22 112.29 +0.02 193,037 1,339,948 +13,657
Jun17 161215 112.19 112.19 112.19 112.19 +0.02 23 22 +1
Sep17 161215 112.19 112.19 112.19 112.19 +0.02      
Total Volume and Open Interest 193,060 1,339,970 +13,658
3-Mth Euribor(EUREX)
Dec16 161215 100.315 100.315 100.315 100.315 -0.005 0 2,979 +0
Mar17 161215 100.310 100.310 100.305 100.305 unch 0 3,812 +2
Jun17 161215 100.290 100.290 100.285 100.285 -0.005 0 33,537 -50
Total Volume and Open Interest 277 73,484 -78
Long Gilt(LIFFE)
Dec16 161215 123~14 123~14 123~08 123~08 -1~04 1,107 12,800 -840
Mar17 161215 122~26 122~28 122~03 122~16 -1~09 175,661 599,109 +1,634
Total Volume and Open Interest 176,768 611,909 +794
3-Mth Short Sterling(LIFFE)
Dec16 161215 99.61 99.63 99.61 99.63 +0.00 42,881 433,091 -7,433
Mar17 161215 99.59 99.60 99.58 99.59 unch 50,203 378,642 +6,080
Jun17 161215 99.54 99.56 99.53 99.54 -0.02 26,400 367,960 +741
Sep17 161215 99.50 99.51 99.49 99.49 -0.03 57,362 277,138 -9,854
Dec17 161215 99.45 99.47 99.44 99.45 -0.04 59,486 264,613 -813
Mar18 161215 99.40 99.42 99.39 99.40 -0.04 59,710 173,728 +3,378
Total Volume and Open Interest 607,821 2,661,580 -23,953
3-Mth Euribor(LIFFE)
Dec16 161215 100.315 100.320 100.310 100.310 -0.005 14,608 341,522 -2,230
Mar17 161215 100.310 100.310 100.300 100.305 -0.005 33,095 399,341 -6
Jun17 161215 100.290 100.290 100.285 100.285 -0.005 36,822 383,793 +1,455
Total Volume and Open Interest 476,720 3,274,806 +20,641
3-Mth Aus T-Bills(SFE)
Dec16 161208 98.22 98.23 98.20 98.22 unch 16,118 50,037 -25,781
Mar17 161215 98.22 98.23 98.20 98.21 -0.02 15,696 207,786 -10
Jun17 161215 98.22 98.24 98.17 98.20 -0.03 30,382 228,897 -5,178
Sep17 161215 98.20 98.21 98.13 98.16 -0.05 15,157 163,591 +983
Dec17 161215 98.16 98.17 98.06 98.09 -0.07 9,446 166,538 +1,173
Mar18 161215 98.08 98.09 97.97 98.00 -0.08 6,092 95,517 +838
Jun18 161215 97.99 98.00 97.86 97.89 -0.10 6,343 69,200 +416
Sep18 161215 97.88 97.90 97.75 97.78 -0.11 2,364 48,091 +420
Dec18 161215 97.78 97.81 97.65 97.68 -0.11 2,425 20,622 +1,321
Mar19 161215 97.69 97.70 97.55 97.58 -0.11 586 5,015 +167
Total Volume and Open Interest 88,721 1,009,257 +228
10-Year Aus T-Bonds(SFE)
Dec16 161214 97.19 97.24 97.19 97.23 +0.03 459,708 722,554 -215,751
Mar17 161215 97.17 97.25 97.06 97.09 -0.08 460,806 817,329 +277,082
Total Volume and Open Interest 950,588 1,489,143 +226,342
3-Year Aus T-Bonds(SFE)
Dec16 161214 98.06 98.11 98.05 98.10 +0.03 381,714 894,459 -66,938
Mar17 161215 98.07 98.10 97.94 97.98 -0.09 393,708 644,460 +263,362
Total Volume and Open Interest 848,729 1,336,084 +60,527
Gold(CMX)
Dec16 161215 1139.8 1143.3 1123.9 1127.8 -33.5 637 1,159 +63
Feb17 161215 1143.8 1146.0 1124.3 1129.8 -33.9 142,850 272,962 +627
Apr17 161215 1147.2 1148.5 1127.2 1132.4 -34.2 3,698 35,775 -182
Jun17 161215 1149.6 1151.1 1129.8 1135.1 -34.2 4,188 38,904 +141
Aug17 161215 1152.3 1152.3 1133.3 1138.0 -34.2 828 10,586 -35
Oct17 161215 1155.9 1155.9 1137.5 1141.1 -34.0 114 3,285 +30
Dec17 161215 1156.1 1160.1 1139.7 1144.1 -33.9 1,007 21,355 -29
Feb18 161215 1158.4 1158.4 1147.4 1147.4 -33.6 0 212 +0
Apr18 161215 1146.7 1151.0 1146.7 1151.0 -33.2 0 161 +0
Jun18 161215 1155.0 1155.0 1154.7 1154.7 -32.8 0 4,211 +0
Aug18 161215 1158.4 1158.4 1158.4 1158.4 -32.4 0 6 +0
Oct18 161215 1162.1 1162.1 1162.1 1162.1 -31.9      
Total Volume and Open Interest 154,304 397,034 +668
Silver(CMX)
Dec16 161215 1650.0 1650.0 1589.0 1589.7 -125.5 201 454 -136
Mar17 161215 1685.5 1700.0 1592.5 1595.8 -126.3 46,345 134,883 -109
May17 161215 1694.5 1700.5 1599.0 1601.0 -126.7 1,355 14,035 +257
Jul17 161215 1703.0 1703.0 1606.0 1606.2 -127.0 812 5,440 +120
Sep17 161215 1655.0 1655.0 1610.5 1611.5 -127.3 185 1,161 +109
Dec17 161215 1703.5 1706.0 1618.0 1619.8 -127.9 200 5,189 +85
Mar18 161215 1628.6 1730.0 1628.6 1628.6 -127.9 4 14 +0
Total Volume and Open Interest 49,547 163,556 +178
Platinum(NYMEX)
Jan17 161215 924.0 934.9 888.7 893.6 -47.2 12,061 42,765 -1,660
Apr17 161215 928.1 938.0 893.0 896.5 -47.4 2,619 22,523 +924
Jul17 161215 919.0 919.0 896.9 900.4 -47.1 30 1,278 +18
Oct17 161215 943.2 943.2 903.3 903.3 -47.6 0 219 +0
Total Volume and Open Interest 14,726 66,814 -703
Palladium(NYMEX)
Dec16 161215 723.00 725.55 706.30 706.30 -25.25 0 25 -14
Mar17 161215 721.75 729.90 696.95 705.65 -26.90 2,691 26,626 -71
Jun17 161215 721.90 725.90 699.25 706.60 -26.85 1 503 +0
Total Volume and Open Interest 2,696 27,269 -84
Copper(CMX)
Dec16 161215 259.50 260.20 257.50 259.60 -0.40 769 2,536 -308
Mar17 161215 259.90 262.60 257.60 260.05 -0.40 72,383 160,393 -1,733
May17 161215 260.50 263.20 258.50 260.70 -0.45 2,488 27,851 +233
Jul17 161215 261.00 263.40 259.00 261.15 -0.45 426 18,754 +31
Sep17 161215 261.20 263.00 259.35 261.40 -0.55 520 6,734 +214
Total Volume and Open Interest 77,672 236,822 -1,181
E-mini DJIA Index(CBOT)
Dec16 161215 19823 19955 19779 19863 +39 55,556 54,579 -8,140
Mar17 161215 19763 19895 19742 19803 +38 152,246 114,948 +26,757
Jun17 161215 19770 19844 19738 19738 +38 8 94 +4
Sep17 161215 19653 19653 19653 19653 +38      
Total Volume and Open Interest 207,810 169,621 +18,621
S & P 500(CME)
Dec16 161215 2256.80 2271.00 2256.00 2263.40 +6.40 25,820 56,302 -12,385
Mar17 161215 2253.00 2258.40 2247.90 2258.40 +6.40 19,692 43,871 +4,923
Jun17 161215 2253.40 2257.70 2253.40 2253.40 +6.70 158 1,831 +129
Sep17 161215 2249.00 2253.30 2249.00 2249.00 +6.70 25 25 +25
Total Volume and Open Interest 45,695 102,029 -7,308
S & P 500 E-Mini(Globex)
Dec16 161215 2256.00 2272.75 2252.25 2263.50 +6.50 1,053,815 1,136,816 -491,504
Mar17 161215 2251.75 2267.75 2247.25 2258.50 +6.50 2,325,023 2,245,145 +538,971
Jun17 161215 2245.50 2262.75 2242.50 2253.50 +6.75 1,989 7,323 +1,275
Sep17 161215 2253.25 2253.25 2249.00 2249.00 +6.75 161 166 +130
Total Volume and Open Interest 3,380,988 3,389,480 +48,872
NASDAQ 100 E-Mini(Globex)
Dec16 161215 4928.50 4960.80 4917.50 4934.50 +2.70 131,855 127,768 -39,138
Mar17 161215 4930.80 4961.80 4918.30 4934.80 +2.30 296,399 171,068 +50,118
Jun17 161215 4929.50 4956.00 4923.50 4928.80 +2.30 128 118 +56
Total Volume and Open Interest 428,387 299,000 +11,040
S&P Midcap 400(CME) e-Mini
Dec16 161215 1666.20 1682.10 1662.20 1671.40 +6.90 27,156 17,799 -11,340
Mar17 161215 1666.70 1681.30 1660.40 1670.40 +6.90 40,604 91,044 +20,225
Jun17 161215 1660.70 1662.50 1660.70 1660.70 +6.90      
Total Volume and Open Interest 67,760 108,843 +8,885
Volatility Index(CBOE)
Dec16 161215 13.45 13.60 13.00 13.03 -0.40 92,517 146,883 -20,106
Jan17 161215 15.34 15.45 15.04 15.08 -0.25 75,486 168,709 +19,502
Feb17 161215 16.55 16.65 16.35 16.43 -0.09 28,396 43,416 +2,515
Mar17 161215 17.47 17.60 17.30 17.48 unch 12,301 30,513 +802
Total Volume and Open Interest 220,702 443,850 +5,693
Russell 2000 Mini(ICE)
Dec16 161215 1360.20 1376.70 1354.80 1369.70 +11.50 188,959 217,810 -109,003
Mar17 161215 1360.00 1376.50 1354.00 1369.20 +11.50 267,890 541,510 +126,114
Jun17 161215 1366.20 1366.20 1366.20 1366.20 +11.50 0 344 +0
Total Volume and Open Interest 456,849 759,944 +17,111
Nikkei 225(CME)
Mar17 161215 19400 19570 19185 19500 +90 9,816 30,333 -2,040
Jun17 161215 19425 19425 19425 19425 +90      
Total Volume and Open Interest 9,816 30,333 -2,040
Nikkei 225(SGX)
Mar17 161215 19300 19370 19285 19285 +100 72,761 184,256 +1,086
Jun17 161215 19165 19230 19160 19160 +100 66 177 +14
Sep17 161214 19030 19030 19030 19030 -15 0 5 +0
Total Volume and Open Interest 93,730 189,499 +1,620
Nikkei 225 Mini(JPX)
Dec16 161208 18525 18790 18485 18790 +290 877,826 406,905 -30,967
Mar17 161214 19180 19305 19140 19180 -20 987,668 244,879 +19,996
Jun17 161214 19090 19165 19010 19050 -20 7,673 3,680 +730
Total Volume and Open Interest 1,065,062 379,967 +33,589
Nikkei 225(JPX)
Dec16 161208 18530 18790 18490 18790 +290 173,401 259,863 -101,754
Mar17 161214 19180 19310 19140 19180 -20 91,995 325,455 +7,863
Jun17 161214 19050 19160 19010 19050 -20 555 18,065 +54
Total Volume and Open Interest 92,591 419,019 +7,924
Nikkei 225(CME) Yen
Dec16 161208 18630 18920 18610 18860 +230 67,553 53,178 -9,334
Mar17 161215 19340 19505 19120 19440 +100 38,751 53,490 +1,633
Jun17 161215 19225 19310 19225 19310 +100 0 2 +0
Total Volume and Open Interest 38,751 53,493 +1,633
Nikkei 225(CME) e-Mini Yen
Dec16 161208 18860 18900 18860 18860 +230 0 307 +0
Mar17 161215 19440 19440 19120 19440 +100 11 11 +9
Jun17 161215 19310 19310 19310 19310 +100      
Total Volume and Open Interest 11 11 +9
CAC 40(EURONEXT)
Dec16 161215 4776.0 4833.5 4771.0 4819.5 +50.0 212,444 296,800 +1,170
Jan17 161215 4770.0 4825.0 4763.0 4811.0 +49.5 132,897 171,346 +107,289
Feb17 161215 4792.0 4810.0 4791.5 4808.5 +51.0 1 75 +0
Mar17 161215 4763.0 4817.5 4763.0 4807.5 +51.0 5,042 5,403 +3,135
Total Volume and Open Interest 350,393 473,670 +111,594
Hang Seng Index(HKFE)
Dec16 161215 22488 22520 21981 22095 -392 94,564 132,505 -3,164
Jan17 161215 22481 22538 22004 22115 -392 500 4,513 +319
Total Volume and Open Interest 95,410 141,903 -2,762
DAX(EUREX)
Dec16 161215 11269.5 11399.0 11257.0 11381.0 +116.0 157,910 115,708 -49,737
Mar17 161215 11269.0 11397.0 11256.5 11379.0 +116.0 79,247 127,764 +33,619
Jun17 161215 11299.5 11415.0 11299.5 11404.5 +114.0 452 633 +63
Total Volume and Open Interest 237,609 244,105 -16,055
Mini-DAX(EUREX)
Dec16 161215 11263.0 11398.0 11255.0 11381.0 +116.0 24,975 14,710 -1,993
Mar17 161215 11267.0 11396.0 11254.0 11379.0 +116.0 5,330 5,300 -601
Jun17 161215 11310.0 11416.0 11305.0 11404.5 +114.0 104 219 +49
Total Volume and Open Interest 30,409 20,229 -2,545
FT-SE 100(EURONEXT)
Dec16 161215 6953.50 7012.00 6927.00 7000.00 +36.00 449,514 250,673 -231,968
Mar17 161215 6868.00 6949.00 6864.00 6936.00 +34.00 359,889 558,003 +229,603
Jun17 161215 6863.50 6863.50 6863.50 6863.50 +34.00 11,461 29,274 +1,444
Total Volume and Open Interest 820,864 837,950 -921
SPI 200(SFE)
Dec16 161215 5582.0 5591.0 5539.0 5561.0 -21.0 200,475 221,393 -35,503
Mar17 161215 5534.0 5539.0 5467.0 5485.0 -46.0 182,635 200,112 +113,223
Jun17 161215 5469.0 5469.0 5469.0 5469.0 -46.0 0 1,397 +0
Total Volume and Open Interest 383,156 424,576 +77,742
FTSE MIB(ISE)
Dec16 161215 18640.00 19010.00 18635.00 18978.00 +314.00 86,510 32,750 -3,177
Mar17 161215 18615.00 18955.00 18580.00 18926.00 +319.00 46,501 31,328 +19,316
Jun17 161215 18486.00 18486.00 18486.00 18486.00 +324.00 0 2 +0
Total Volume and Open Interest 133,011 64,080 +16,139
KOSPI 200(KFE)
Mar17 161215 258.35 258.55 258.25 258.35 -0.15 79,729 120,546 -2,892
Jun17 161215 259.05 259.50 257.80 259.00 -0.25 69 3,129 +16
Sep17 161215 260.20 260.20 260.20 260.20 -0.15 1 106 +45
Total Volume and Open Interest 79,801 128,687 -3,098
GSCI(CME)
Jan17 161215 390.00 391.60 386.35 389.55 -1.65 2,194 13,678 +2,135
Feb17 161215 391.85 391.85 391.85 391.85 -1.60      
Mar17 161215 397.95 397.95 397.95 397.95        
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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