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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri December 16, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161216 1029.25 1038.00 1023.00 1036.75 +7.75 128,094 172,698 -10,845
Mar17 161216 1039.50 1048.00 1033.00 1046.75 +7.50 86,077 302,991 +3,934
May17 161216 1046.25 1055.25 1041.00 1054.25 +7.75 18,661 84,612 +1,846
Jul17 161216 1051.25 1060.25 1046.00 1059.00 +7.50 9,878 91,863 +380
Aug17 161216 1056.50 1056.50 1043.75 1055.50 +7.00 624 6,585 +193
Sep17 161216 1032.25 1037.25 1026.75 1036.25 +5.00 139 2,244 +13
Nov17 161216 1015.25 1021.50 1011.25 1019.75 +3.50 4,607 70,807 +895
Jan18 161216 1019.50 1022.00 1013.25 1020.75 +3.50 248 2,888 +96
Mar18 161216 1009.00 1013.75 1006.25 1013.50 +3.25 44 2,265 +12
May18 161216 1011.00 1011.00 1003.00 1011.00 +3.50 0 454 +0
Jul18 161216 1007.00 1012.00 1007.00 1012.00 +3.00 0 725 +0
Aug18 161216 1004.75 1004.75 1004.75 1004.75 +1.00 0 18 +0
Sep18 161216 992.75 992.75 992.75 992.75 +1.00 0 17 +0
Nov18 161216 978.00 981.75 975.00 979.75 +1.00 29 993 +18
Total Volume and Open Interest 248,402 739,188 -3,458
Soybean Meal(CBOT)
Jan17 161216 314.10 317.60 312.90 317.10 +3.10 42,473 67,527 -5,109
Mar17 161216 318.60 321.80 317.30 321.40 +3.00 28,515 148,523 +4,096
May17 161216 321.40 324.60 319.90 324.10 +3.10 6,993 50,011 -177
Jul17 161216 323.80 327.30 322.70 327.00 +3.20 6,938 46,785 +273
Aug17 161216 323.50 326.20 321.80 325.90 +3.20 903 7,132 +218
Sep17 161216 321.00 323.70 319.80 323.40 +3.30 290 5,687 -20
Oct17 161216 318.40 318.90 317.10 318.90 +2.90 131 5,304 -8
Dec17 161216 315.90 319.20 315.70 318.80 +2.50 1,543 21,821 +318
Jan18 161216 315.30 318.30 315.30 318.30 +2.50 5 931 -4
Mar18 161216 315.90 315.90 311.60 315.90 +2.60 9 1,009 -23
Total Volume and Open Interest 87,803 356,054 -572
Soybean Oil(CBOT)
Jan17 161216 36.72 36.97 36.53 36.74 unch 44,144 97,154 -5,582
Mar17 161216 36.97 37.30 36.81 37.03 +0.02 31,409 161,175 +3,090
May17 161216 37.18 37.37 37.00 37.21 +0.03 6,801 59,272 -268
Jul17 161216 37.42 37.57 37.14 37.39 +0.04 6,784 54,501 +1,128
Aug17 161216 37.19 37.30 37.00 37.25 +0.01 493 6,150 +169
Sep17 161216 37.01 37.09 36.80 37.03 -0.01 279 4,974 +92
Oct17 161216 36.61 36.75 36.52 36.71 +0.02 143 4,632 +5
Dec17 161216 36.73 36.79 36.47 36.70 +0.03 1,224 13,542 +198
Jan18 161216 36.64 36.74 36.64 36.69 +0.04 0 561 +0
Mar18 161216 36.63 36.77 36.49 36.69 +0.06 2 526 +0
Total Volume and Open Interest 91,279 403,028 -1,367
Canola(WCE)
Jan17 161216 518.6 520.4 516.1 518.3 -0.3 11,692 77,476 -5,358
Mar17 161216 525.6 527.4 523.1 525.8 +0.2 9,228 74,743 +4,405
May17 161216 530.2 532.0 528.0 530.3 +0.2 2,341 26,593 -1,230
Jul17 161216 532.4 534.0 530.0 532.4 unch 1,124 16,422 -22
Nov17 161216 504.0 504.0 501.0 502.8 -0.4 418 13,624 +90
Total Volume and Open Interest 24,803 210,553 -2,115
Corn(CBOT)
Mar17 161216 356.00 359.00 353.50 356.25 -0.25 88,567 706,378 +846
May17 161216 362.75 365.50 360.25 363.00 -0.25 19,060 164,789 +425
Jul17 161216 370.00 372.75 367.75 370.50 -0.25 11,364 162,033 +874
Sep17 161216 377.00 379.50 375.00 377.75 +0.25 4,337 57,450 +348
Dec17 161216 385.50 388.00 383.25 386.50 +0.50 6,294 109,383 -312
Mar18 161216 394.00 396.25 392.00 395.25 +0.50 789 9,922 +292
May18 161216 398.50 400.50 398.50 400.50 +0.25 67 1,718 +6
Jul18 161216 404.00 405.00 402.25 404.50 unch 30 1,906 -6
Sep18 161216 400.75 401.25 400.75 400.75 +0.25 1 859 +0
Dec18 161216 401.50 402.25 399.75 401.75 unch 88 7,317 +27
Total Volume and Open Interest 130,599 1,221,985 +2,054
Wheat(CBOT)
Mar17 161216 407.75 411.00 404.50 409.25 unch 39,165 266,911 +175
May17 161216 419.75 423.25 416.75 421.75 +0.50 8,811 66,911 -501
Jul17 161216 433.50 435.75 430.00 434.75 +1.00 4,732 65,907 -715
Sep17 161216 445.00 449.25 443.50 448.25 +1.75 1,241 12,701 -71
Dec17 161216 461.50 465.25 459.50 464.50 +2.25 766 24,130 -150
Mar18 161216 474.25 475.50 473.50 475.50 +2.50 45 3,887 +8
Total Volume and Open Interest 54,763 442,028 -1,278
Wheat(KCBT)
Mar17 161216 411.50 415.75 409.50 414.75 +2.00 17,164 136,205 -3,210
May17 161216 423.00 427.25 421.25 426.50 +2.25 4,524 34,312 +148
Jul17 161216 435.00 439.25 433.00 438.50 +2.25 3,703 64,348 -337
Sep17 161216 449.75 453.25 447.75 453.25 +2.25 1,027 7,450 +144
Dec17 161216 468.00 471.50 467.25 471.50 +2.25 374 8,938 +14
Mar18 161216 480.75 483.00 480.75 483.00 +2.50 184 3,160 +49
May18 161216 490.75 490.75 490.75 490.75 +2.00 17 940 +0
Total Volume and Open Interest 26,993 255,884 -3,242
Wheat(MGE)
Mar17 161216 537.00 545.75 537.00 544.25 +6.25 4,364 34,575 +2
May17 161216 535.50 542.50 535.50 540.75 +6.50 1,998 12,912 +522
Jul17 161216 539.50 545.00 539.25 543.50 +5.75 848 6,028 -188
Sep17 161216 545.00 549.25 545.00 548.25 +4.75 302 3,903 -5
Dec17 161216 551.75 556.00 551.75 555.75 +5.50 79 2,867 +15
Mar18 161216 561.75 561.75 561.00 561.00 +5.75 11 141 +3
Total Volume and Open Interest 7,602 60,549 +335
Oats(CBOT)
Mar17 161216 224.75 225.75 223.25 224.00 -1.25 516 5,911 -46
May17 161216 225.25 227.25 225.25 225.75 unch 74 974 +20
Jul17 161216 232.00 232.00 228.25 228.25 unch 3 146 +2
Sep17 161216 233.50 238.00 233.50 233.50 unch 0 1 +0
Total Volume and Open Interest 595 7,132 -113
Rough Rice(CBOT)
Jan17 161216 9.46 9.55 9.38 9.48 +0.01 1,427 7,299 -1,058
Mar17 161216 9.75 9.80 9.63 9.74 +0.01 1,313 5,156 +771
May17 161216 9.92 10.07 9.92 10.01 +0.01 21 101 +11
Jul17 161216 10.06 10.19 10.06 10.19 +0.01 0 11 +0
Total Volume and Open Interest 2,761 12,575 -276
Live Cattle(CME)
Dec16 161216 111.080 112.680 111.050 112.330 +1.600 3,196 7,035 -1,003
Feb17 161216 113.400 115.650 113.350 115.350 +2.065 20,599 121,883 +1,117
Apr17 161216 112.430 113.750 112.430 113.600 +1.250 8,012 68,784 +747
Jun17 161216 103.150 104.350 103.150 104.250 +1.100 6,537 57,718 +672
Aug17 161216 99.400 99.930 99.300 99.750 +0.450 2,884 20,110 +516
Oct17 161216 99.385 99.900 99.250 99.635 +0.250 1,457 10,757 +305
Total Volume and Open Interest 43,019 291,074 +2,444
Feeder Cattle(CME)
Jan17 161216 127.930 130.000 127.885 129.900 +2.200 5,212 14,771 -970
Mar17 161216 124.885 126.480 124.850 126.300 +1.550 3,539 16,838 +405
Apr17 161216 124.450 125.750 124.430 125.600 +1.370 1,355 4,395 +153
May17 161216 123.580 124.580 123.300 124.150 +1.100 922 5,457 +132
Aug17 161216 123.500 124.930 123.500 124.480 +1.180 349 2,424 +94
Sep17 161216 122.885 122.930 121.980 122.400 +1.115 4 262 +3
Oct17 161216 121.535 121.535 120.230 120.700 +0.700 1 69 +0
Total Volume and Open Interest 11,382 44,232 -183
Lean Hogs(CME)
Feb17 161216 62.750 64.950 62.580 64.700 +2.300 11,673 92,681 -696
Apr17 161216 67.785 68.480 67.450 68.300 +0.825 5,186 42,954 +781
May17 161216 73.350 73.900 73.350 73.900 +0.700 18 1,217 +5
Jun17 161216 77.800 78.000 77.535 77.950 +0.415 4,225 24,120 +730
Jul17 161216 77.400 77.730 77.200 77.635 +0.405 1,651 9,926 +83
Aug17 161216 77.450 78.000 77.285 77.950 +0.500 937 14,591 +334
Oct17 161216 66.250 66.700 66.080 66.680 +0.530 320 3,825 +173
Dec17 161216 60.750 61.150 60.750 61.100 +0.350 188 1,329 +101
Total Volume and Open Interest 24,199 190,882 -13,641
Class III Milk(CME)
Dec16 161216 17.32 17.33 17.32 17.32 +0.01 307 6,233 +13
Jan17 161216 16.99 17.13 16.91 16.95 -0.01 431 5,004 +10
Feb17 161216 17.25 17.32 17.12 17.14 -0.11 279 4,031 +55
Mar17 161216 17.35 17.48 17.28 17.35 -0.05 276 3,634 -8
Apr17 161216 17.42 17.53 17.38 17.48 +0.06 277 2,716 +83
May17 161216 17.45 17.60 17.44 17.50 +0.02 177 2,638 +26
Jun17 161216 17.50 17.58 17.50 17.55 unch 155 2,288 +58
Jul17 161216 17.58 17.64 17.58 17.62 +0.04 59 1,276 +23
Aug17 161216 17.66 17.70 17.65 17.66 unch 43 1,318 +36
Sep17 161216 17.71 17.75 17.69 17.75 +0.04 33 1,255 +26
Oct17 161216 17.63 17.63 17.58 17.63 +0.04 30 1,048 +30
Nov17 161216 17.42 17.46 17.41 17.44 +0.04 17 1,037 +17
Dec17 161216 17.13 17.16 17.13 17.14 unch 36 955 +16
Total Volume and Open Interest 2,125 34,236 +389
Cocoa(ICE)
Dec16 161214 2308 2308 2308 2308 +26 3 6 -6
Mar17 161216 2229 2272 2175 2238 -4 17,731 130,965 -1,974
May17 161216 2231 2270 2176 2238 -4 4,252 52,155 -1,239
Jul17 161216 2224 2273 2180 2243 +2 2,772 31,593 -778
Sep17 161216 2233 2278 2185 2248 +5 674 14,206 +142
Dec17 161216 2246 2291 2198 2261 +5 252 7,726 -18
Mar18 161216 2272 2299 2217 2279 +6 53 9,748 -15
Total Volume and Open Interest 26,304 251,931 -3,371
Coffee "C"(ICE)
Dec16 161216 138.85 139.00 138.20 138.20 -0.10 0 101 +0
Mar17 161216 142.85 143.20 140.80 142.45 +0.25 18,834 97,178 -738
May17 161216 144.85 145.50 143.10 144.80 +0.35 5,736 40,942 -629
Jul17 161216 147.70 147.70 145.50 147.00 +0.30 2,132 19,254 +66
Sep17 161216 149.65 149.65 147.25 148.80 +0.20 1,529 11,122 +336
Dec17 161216 152.15 152.20 150.05 151.65 +0.20 638 10,767 +295
Total Volume and Open Interest 28,877 185,042 -666
Orange Juice(ICE)
Jan17 161216 196.00 196.25 194.40 195.05 -0.40 1,101 10,053 -511
Mar17 161216 193.65 193.80 191.75 192.35 -0.90 648 4,407 +369
May17 161216 192.00 192.90 191.15 191.55 -0.90 50 584 +28
Jul17 161216 190.95 190.95 189.75 190.55 -1.10 41 209 +29
Sep17 161216 188.85 188.85 188.85 188.85 -1.10 10 32 +10
Nov17 161216 186.70 186.70 186.70 186.70 -0.60 0 3 +0
Total Volume and Open Interest 1,850 15,289 -75
Sugar #11(ICE)
Mar17 161216 18.66 18.72 17.96 18.22 -0.34 76,977 383,799 -3,416
May17 161216 18.45 18.46 17.79 18.04 -0.28 29,407 162,516 +161
Jul17 161216 18.16 18.16 17.55 17.82 -0.21 21,562 110,145 -2,842
Oct17 161216 18.14 18.14 17.61 17.83 -0.17 11,333 74,478 +1,430
Mar18 161216 18.21 18.21 17.81 17.98 -0.12 3,711 41,069 -777
May18 161216 17.80 17.80 17.46 17.59 -0.11 595 15,197 +149
Jul18 161216 17.28 17.28 17.12 17.20 -0.11 905 11,743 -271
Oct18 161216 17.23 17.23 17.09 17.13 -0.13 314 10,797 -29
Total Volume and Open Interest 145,598 816,494 -5,272
London Cocoa(LCE)
Mar17 161216 1818 1825 1773 1818 -5 10,726 115,313 +489
May17 161216 1822 1832 1780 1824 -5 4,919 65,866 +775
Jul17 161216 1845 1850 1801 1843 -3 4,369 30,274 -415
Sep17 161216 1855 1860 1815 1857 +1 1,331 31,477 -137
Dec17 161216 1855 1867 1821 1865 +7 1,238 22,664 -307
Mar18 161216 1867 1882 1837 1882 +9 172 15,693 +6
May18 161216 1887 1900 1857 1900 +12 5 4,628 +0
Total Volume and Open Interest 22,760 287,631 +411
London Sugar(LCE)
Mar17 161216 496.90 499.50 485.00 492.40 -5.80 5,132 34,619 -719
May17 161216 495.00 496.80 483.50 489.50 -5.90 1,974 20,737 -129
Aug17 161216 490.00 490.90 478.50 484.30 -5.70 1,005 9,656 +107
Oct17 161216 477.00 477.00 469.50 475.30 -5.40 699 10,078 +40
Dec17 161216 469.00 470.30 467.10 470.30 -3.80 154 2,725 -13
Total Volume and Open Interest 9,247 81,394 -613
Cotton(ICE)
Mar17 161216 71.66 71.69 70.90 71.04 -0.63 11,374 177,987 -148
May17 161216 71.92 71.93 71.18 71.32 -0.60 2,566 40,445 -80
Jul17 161216 71.70 71.79 71.22 71.42 -0.48 951 14,640 +290
Oct17 161216 70.37 70.37 70.37 70.37 -0.43 0 34 +0
Dec17 161216 69.52 69.60 69.20 69.50 -0.22 649 18,567 +31
Mar18 161216 69.52 69.52 69.52 69.52 -0.27 0 372 +0
Total Volume and Open Interest 15,540 252,832 +93
Lumber(CME)
Jan17 161216 313.5 313.9 308.8 309.3 -4.2 259 1,813 -11
Mar17 161216 324.8 325.3 321.0 321.6 -3.9 168 1,664 +100
May17 161216 332.8 332.8 331.3 331.3 -2.1 20 212 +3
Jul17 161216 336.7 336.7 336.7 336.7 -2.0 0 52 +0
Total Volume and Open Interest 447 3,772 +92
Crude Oil(NYM)
Jan17 161216 51.10 52.08 50.50 51.90 +1.00 677,957 189,203 -44,844
Feb17 161216 52.19 53.15 51.57 52.95 +0.98 356,887 403,828 +14,992
Mar17 161216 53.14 54.05 52.52 53.87 +0.96 144,677 328,207 +11,261
Apr17 161216 53.80 54.67 53.27 54.56 +0.94 69,933 121,263 -2,181
May17 161216 54.30 55.19 53.82 55.07 +0.91 41,851 117,067 -1,147
Jun17 161216 54.73 55.55 54.19 55.40 +0.87 88,122 213,641 +2,857
Jul17 161216 54.93 55.70 54.40 55.59 +0.83 16,700 53,924 +2,571
Aug17 161216 55.06 55.76 54.75 55.68 +0.79 7,972 44,275 +148
Sep17 161216 55.03 55.81 54.71 55.71 +0.75 14,864 70,564 +1,651
Oct17 161216 54.84 55.84 54.84 55.72 +0.73 3,585 36,209 +165
Nov17 161216 55.03 55.84 55.03 55.72 +0.71 4,207 33,586 +871
Dec17 161216 55.14 55.89 54.68 55.71 +0.69 76,061 199,180 +7,627
Jan18 161216 55.00 55.63 55.00 55.63 +0.68 3,837 33,339 +1,574
Feb18 161216 55.53 55.53 55.53 55.53 +0.66 1,604 12,122 +875
Mar18 161216 55.43 55.43 55.43 55.43 +0.65 2,003 23,454 -296
Apr18 161216 55.32 55.32 55.32 55.32 +0.63 529 6,367 +103
Total Volume and Open Interest 1,561,353 2,109,942 +5,239
e-miNY Crude Oil(NYM)
Jan17 161216 51.100 52.100 50.500 51.900 +1.000 14,302 2,474 +63
Feb17 161216 52.150 53.150 51.575 52.950 +0.975 1,301 1,415 +165
Mar17 161216 53.200 54.025 52.550 53.875 +0.975 143 494 +10
Apr17 161216 53.700 54.600 53.300 54.550 +0.925 14 397 +5
May17 161216 54.500 55.075 54.025 55.075 +0.925 21 59 +12
Jun17 161216 54.875 55.500 54.875 55.400 +0.875 33 86 -3
Jul17 161216 55.625 55.625 55.600 55.600 +0.850 16 167 +3
Aug17 161216 55.500 55.675 55.500 55.675 +0.775 2 151 -2
Sep17 161216 55.700 55.700 55.700 55.700 +0.750 2 48 -2
Oct17 161216 55.725 55.725 55.725 55.725 +0.725 0 27 +0
Total Volume and Open Interest 15,857 5,534 +255
NY Harbor ULSD(NYM)
Jan17 161216 165.02 168.16 163.54 167.23 +3.03 55,001 72,958 -7,730
Feb17 161216 166.66 169.85 165.31 169.03 +3.01 39,154 93,539 +2,643
Mar17 161216 167.94 170.85 166.60 170.07 +2.85 27,369 78,239 +340
Apr17 161216 167.88 171.01 167.35 170.21 +2.73 12,368 41,714 +335
May17 161216 168.63 171.34 168.63 170.65 +2.68 5,271 26,308 -77
Jun17 161216 169.06 171.96 168.01 171.15 +2.66 9,400 45,539 -490
Jul17 161216 170.18 172.75 170.18 172.03 +2.61 3,280 8,049 +1,130
Aug17 161216 171.55 173.62 171.55 172.83 +2.51 1,101 4,533 +228
Sep17 161216 171.55 174.40 170.77 173.68 +2.40 597 7,925 +155
Oct17 161216 174.26 175.16 174.18 174.42 +2.27 454 5,229 +132
Nov17 161216 174.60 175.80 174.60 175.01 +2.16 458 3,899 +156
Dec17 161216 175.18 176.20 175.03 175.50 +2.03 3,390 35,231 -82
Jan18 161216 176.20 176.51 176.20 176.20 +1.95 76 2,982 +20
Feb18 161216 176.41 176.41 176.41 176.41 +1.89 7 1,785 +3
Total Volume and Open Interest 158,564 443,018 -3,176
RBOB Gasoline(NYM)
Jan17 161216 154.36 157.05 152.79 155.71 +1.50 49,358 74,730 -5,385
Feb17 161216 155.95 158.84 154.46 157.67 +1.73 38,426 87,010 +3,364
Mar17 161216 158.36 161.05 156.85 160.03 +1.75 21,324 60,857 +2,497
Apr17 161216 177.53 180.62 176.40 179.67 +1.77 13,491 39,764 -336
May17 161216 179.35 181.79 177.97 180.87 +1.84 6,380 24,758 +704
Jun17 161216 178.99 181.49 177.59 180.68 +1.86 5,808 32,825 -167
Jul17 161216 178.69 180.21 178.60 179.41 +1.84 3,720 9,973 +1,167
Aug17 161216 177.37 177.89 177.06 177.43 +1.79 1,548 4,893 +312
Sep17 161216 173.43 175.37 171.88 174.81 +1.73 3,290 13,293 -600
Oct17 161216 159.57 161.99 159.57 161.54 +1.69 2,912 5,139 -314
Total Volume and Open Interest 153,091 385,903 +804
e-miNY RBOB Gasoline(NYM)
Jan17 161216 155.70 155.71 155.70 155.70 +1.49 0 1 +0
Feb17 161216 157.70 157.70 157.67 157.70 +1.76      
Mar17 161216 160.00 160.03 160.00 160.00 +1.72      
Apr17 161216 179.70 179.70 179.67 179.70 +1.80      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan17 161216 3.420 3.434 3.343 3.415 -0.019 140,162 116,904 -11,871
Feb17 161216 3.458 3.468 3.378 3.449 -0.021 82,847 152,491 +8,801
Mar17 161216 3.433 3.449 3.365 3.436 -0.021 54,755 248,681 +8,707
Apr17 161216 3.359 3.363 3.289 3.355 -0.013 42,687 112,612 +1,099
May17 161216 3.345 3.349 3.280 3.345 -0.009 22,366 103,098 +661
Jun17 161216 3.363 3.377 3.308 3.374 -0.007 9,303 39,926 +96
Jul17 161216 3.408 3.408 3.341 3.405 -0.007 9,929 49,543 +1,092
Aug17 161216 3.375 3.396 3.333 3.395 -0.009 7,511 33,391 +1,299
Sep17 161216 3.340 3.373 3.313 3.372 -0.011 6,776 35,352 +203
Oct17 161216 3.361 3.390 3.326 3.388 -0.011 16,523 87,514 -240
Nov17 161216 3.396 3.425 3.364 3.425 -0.008 8,250 32,143 +304
Dec17 161216 3.510 3.537 3.479 3.536 -0.012 3,453 34,177 +163
Jan18 161216 3.584 3.624 3.560 3.620 -0.013 6,194 36,639 +1,257
Feb18 161216 3.566 3.566 3.510 3.564 -0.012 2,171 12,663 +159
Mar18 161216 3.414 3.459 3.414 3.457 -0.010 5,437 32,909 +812
Apr18 161216 2.875 2.927 2.872 2.921 +0.017 4,643 37,687 +1,211
Total Volume and Open Interest 430,024 1,256,522 +15,814
Brent Crude Oil(ICE)
Feb17 161216 54.11 55.38 53.71 55.21 +1.19 353,966 342,854 -33,050
Mar17 161216 54.85 55.97 54.39 55.82 +1.11 202,836 511,002 +24,242
Apr17 161216 55.46 56.48 54.97 56.34 +1.05 73,197 169,706 -5,768
May17 161216 55.96 56.89 55.44 56.76 +1.00 41,018 129,077 +347
Jun17 161216 56.32 57.20 55.79 57.07 +0.94 84,186 240,439 -4,687
Jul17 161216 56.59 57.36 56.00 57.25 +0.91 15,370 72,725 -854
Aug17 161216 56.59 57.45 56.13 57.31 +0.87 8,483 51,421 +453
Sep17 161216 56.62 57.42 56.13 57.31 +0.84 18,785 65,144 -965
Oct17 161216 56.69 57.38 56.16 57.29 +0.79 5,253 34,180 -162
Nov17 161216 56.87 57.26 56.87 57.26 +0.75 3,819 26,068 -954
Dec17 161216 56.70 57.36 56.14 57.21 +0.71 68,236 223,816 +3,095
Jan18 161216 57.20 57.20 57.20 57.20 +0.69 2,662 28,397 -468
Feb18 161216 57.17 57.17 57.17 57.17 +0.65 1,147 18,420 +102
Mar18 161216 57.13 57.13 57.13 57.13 +0.61 1,833 22,917 -486
Total Volume and Open Interest 933,401 2,267,425 -16,997
Gas Oil(ICE)
Jan17 161216 480.50 491.00 476.75 490.25 +15.50 76,218 144,467 -10,420
Feb17 161216 483.75 494.75 481.00 494.00 +15.25 50,555 117,291 +1,561
Mar17 161216 488.00 497.75 484.50 497.00 +15.25 25,660 84,002 -175
Apr17 161216 490.75 499.75 487.25 499.25 +15.25 14,215 47,714 +2,618
May17 161216 494.00 501.75 489.50 501.25 +15.00 8,936 37,789 +1,926
Jun17 161216 494.75 503.50 491.00 503.00 +15.00 19,162 75,951 -1,041
Jul17 161216 498.00 505.50 493.50 505.25 +14.75 4,188 23,439 +337
Aug17 161216 500.50 507.50 496.00 507.25 +14.50 2,537 16,731 +339
Sep17 161216 501.50 509.25 498.00 509.25 +14.00 2,811 29,796 -167
Oct17 161216 500.25 511.50 500.25 511.25 +13.75 1,249 22,515 -268
Total Volume and Open Interest 221,066 789,534 -5,517
Ethanol(CBOT)
Jan17 161216 1.584 1.622 1.550 1.574 -0.045 757 2,639 -62
Feb17 161216 1.561 1.561 1.518 1.531 -0.030 422 1,614 +175
Mar17 161216 1.546 1.555 1.530 1.540 -0.021 194 478 -7
Apr17 161216 1.533 1.554 1.533 1.549 -0.015 132 646 +93
May17 161216 1.527 1.551 1.527 1.551 -0.015 0 6 +0
Jun17 161216 1.540 1.609 1.540 1.540 -0.017 2 2 +2
Jul17 161216 1.537 1.537 1.537 1.537 -0.017      
Aug17 161216 1.543 1.543 1.543 1.543 -0.017      
Total Volume and Open Interest 1,507 5,401 +201
WTI Crude Oil(ICE)
Jan17 161216 51.08 52.08 50.52 51.90 +1.00 70,047 40,607 -9,133
Feb17 161216 52.16 53.16 51.58 52.95 +0.98 74,681 85,338 -2,316
Mar17 161216 53.10 54.04 52.53 53.87 +0.96 49,277 81,403 +3,092
Apr17 161216 53.89 54.67 53.30 54.56 +0.94 18,061 21,173 +624
May17 161216 54.44 55.16 54.16 55.07 +0.91 10,300 19,199 -60
Jun17 161216 54.78 55.51 54.52 55.40 +0.87 23,131 67,339 -1,460
Jul17 161216 55.02 55.68 55.01 55.59 +0.83 3,391 7,699 -372
Aug17 161216 55.50 55.69 55.45 55.68 +0.79 1,171 10,370 -28
Sep17 161216 54.79 55.81 54.79 55.71 +0.75 6,404 18,513 +926
Oct17 161216 55.72 55.72 55.72 55.72 +0.73 447 5,265 +45
Nov17 161216 55.72 55.72 55.72 55.72 +0.71 446 2,726 -58
Dec17 161216 55.04 55.84 55.04 55.71 +0.69 19,871 82,184 -1,709
Jan18 161216 55.63 55.63 55.63 55.63 +0.68 296 2,183 +213
Feb18 161216 55.53 55.53 55.53 55.53 +0.66 128 1,189 +108
Mar18 161216 55.43 55.43 55.43 55.43 +0.65 75 3,220 -22
Apr18 161216 55.32 55.32 55.32 55.32 +0.63 32 943 +0
Total Volume and Open Interest 290,398 531,911 -7,102
US Dollar Index(ICE)
Dec16 161216 103.130 103.270 102.620 102.955 -0.097 66,530 35,423 -14,473
Mar17 161216 103.140 103.210 102.545 102.925 -0.092 31,440 55,314 +10,271
Jun17 161216 103.065 103.135 102.550 102.865 -0.083 137 965 +63
Total Volume and Open Interest 98,146 91,954 -4,133
Australian Dollar(CME)
Dec16 161216 73.62 73.68 72.66 72.92 -0.72 121,371 44,983 -19,898
Mar17 161216 73.46 73.55 72.51 72.78 -0.72 45,267 43,298 +20,513
Jun17 161216 73.00 73.35 72.40 72.62 -0.72 6 81 +1
Total Volume and Open Interest 166,650 88,391 +621
British Pound(CME)
Dec16 161216 124.28 125.11 123.85 124.74 +0.36 162,500 97,628 -34,588
Mar17 161216 124.55 125.38 124.11 125.01 +0.36 72,225 152,547 +47,866
Jun17 161216 124.81 125.63 124.44 125.29 +0.35 50 710 +2
Total Volume and Open Interest 234,800 251,096 +13,299
Canadian Dollar(CME)
Dec16 161216 74.99 75.08 74.67 74.89 -0.08 110,519 55,215 -22,622
Mar17 161216 75.08 75.18 74.76 74.98 -0.08 54,759 54,407 +20,318
Jun17 161216 75.15 75.26 74.90 75.07 -0.08 123 1,585 +79
Sep17 161216 75.08 75.23 75.07 75.16 -0.10 0 423 +0
Total Volume and Open Interest 165,401 112,040 -2,225
Japanese Yen(CME)
Dec16 161216 84.57 85.13 84.45 84.73 -0.08 223,774 161,806 -26,145
Mar17 161216 84.93 85.46 84.78 85.06 -0.09 114,084 156,577 +59,500
Jun17 161216 85.50 85.84 85.25 85.47 -0.10 36 219 +4
Total Volume and Open Interest 337,895 318,632 +33,358
Swiss Franc(CME)
Dec16 161216 97.10 97.64 96.99 97.31 +0.21 50,023 44,102 -8,526
Mar17 161216 97.66 98.19 97.52 97.85 +0.22 27,246 33,541 +21,588
Jun17 161216 98.82 98.82 98.46 98.46 +0.21 36 68 +25
Total Volume and Open Interest 77,305 77,720 +13,087
EuroFX(CME)
Dec16 161216 104.22 104.75 104.01 104.33 +0.07 391,800 165,292 -83,922
Mar17 161216 104.69 105.21 104.47 104.79 +0.07 207,305 294,026 +98,155
Jun17 161216 105.24 105.70 105.02 105.31 +0.07 386 2,390 +119
Total Volume and Open Interest 599,527 462,031 +14,352
Mexican Peso(CME)
Dec16 161216 491.00 492.25 487.88 488.38 -3.50 76,327 63,700 -25,357
Jan17 161216 487.13 487.13 487.13 487.13 -3.50      
Total Volume and Open Interest 118,825 144,689 -11,029
Brazilian Real(CME)
Jan17 161216 296.40 297.00 292.25 295.05 -0.40 1,505 19,220 +985
Feb17 161216 292.50 293.50 289.80 292.40 -0.35 2 10 +0
Mar17 161216 291.80 291.85 287.00 290.45 -0.45 5,423 6,298 +4,478
Apr17 161216 286.95 286.95 286.95 286.95 -1.45      
Total Volume and Open Interest 6,930 25,528 +5,463
30-Year T-Bonds(CBOT)
Dec16 161216 150~160 150~160 148~260 149~010 -0~290 1,151 2,377 -475
Mar17 161216 148~030 149~090 147~130 147~210 -0~280 324,133 590,599 +2,087
Jun17 161216 146~250 146~250 146~250 146~250 -0~280 0 3 +0
Total Volume and Open Interest 325,284 592,979 +1,612
10-Year T-Notes(CBOT)
Dec16 161216 123~175 123~275 123~170 123~195 -0~030 7,771 27,324 -3,053
Mar17 161216 122~230 123~055 122~205 122~265 -0~030 1,764,025 2,971,764 -10,190
Jun17 161216 122~000 122~105 122~000 122~105 -0~030 2 2 +2
Total Volume and Open Interest 1,771,798 2,999,090 -13,241
5-Year T-Notes(CBOT)
Dec16 161216 117~146 117~192 117~112 117~142 +0~006 7,773 32,764 -7,700
Mar17 161216 116~210 116~310 116~204 116~252 +0~004 1,046,495 2,902,484 +48,083
Jun17 161216 117~110 117~110 117~110 117~110 +0~262 0 1 +0
Total Volume and Open Interest 1,054,268 2,935,249 +40,383
2 Year T-Notes(CBOT)
Dec16 161216 108~146 108~154 108~140 108~140 -0~002 4,699 10,343 -2,320
Mar17 161216 108~026 108~054 108~026 108~034 unch 386,559 1,128,980 +2,192
Jun17 161216 108~086 108~086 108~086 108~086 +0~052      
Total Volume and Open Interest 391,258 1,139,323 -128
Eurodollars(CME)
Dec16 161216 98.993 99.000 98.990 98.997 +0.005 427,028 1,301,200 -19,508
Mar17 161216 98.915 98.935 98.910 98.925 +0.005 726,830 1,374,833 -7,447
Jun17 161216 98.725 98.745 98.720 98.730 unch 687,683 1,395,632 -59,207
Sep17 161216 98.550 98.580 98.545 98.560 +0.010 705,787 1,067,858 +6,527
Dec17 161216 98.385 98.420 98.375 98.395 +0.010 913,441 1,598,221 +16,796
Mar18 161216 98.250 98.285 98.235 98.260 +0.005 682,788 1,030,872 +30,314
Jun18 161216 98.110 98.150 98.090 98.120 unch 514,584 719,864 -37,686
Sep18 161216 97.980 98.020 97.955 97.995 +0.005 346,917 500,619 +2,508
Dec18 161216 97.835 97.885 97.810 97.855 +0.005 476,130 821,532 +46,319
Mar19 161216 97.735 97.790 97.705 97.760 +0.005 391,569 604,725 +22,575
Jun19 161216 97.635 97.695 97.605 97.665 +0.010 251,069 514,375 +2,034
Sep19 161216 97.545 97.615 97.515 97.580 +0.015 177,766 428,816 +2,204
Dec19 161216 97.440 97.525 97.415 97.485 +0.020 262,124 471,925 +33,477
Mar20 161216 97.395 97.465 97.365 97.430 +0.020 137,071 265,852 +3,590
Jun20 161216 97.330 97.410 97.310 97.370 +0.015 98,676 151,866 +2,584
Sep20 161216 97.285 97.360 97.260 97.320 +0.010 80,877 118,957 +2,754
Dec20 161216 97.220 97.300 97.200 97.255 +0.005 90,399 140,832 +138
Mar21 161216 97.180 97.255 97.165 97.210 unch 57,304 98,356 +1,318
Total Volume and Open Interest 7,196,130 12,968,910 +54,799
Ultra T-Bond(CBOT)
Dec16 161216 157~20 160~00 157~20 157~20 -1~03 6,480 6,320 -3,576
Mar17 161216 157~04 158~28 156~09 156~21 -1~03 117,782 667,372 -2,353
Jun17 161216 155~31 155~31 155~31 155~31 -1~03      
Total Volume and Open Interest 124,262 673,692 -5,929
Ultra 10-Yr T-Note(CBOT)
Dec16 161216 132~160 134~165 132~160 132~160 -0~095 69 1,476 -10
Mar17 161216 131~310 132~175 131~245 131~310 -0~105 120,475 293,653 -2,327
Jun17 161216 131~310 131~310 131~310 131~310 -0~105      
Total Volume and Open Interest 120,544 295,129 -2,337
30 Day Federal Funds(CBOT)
Dec16 161216 99.467 99.467 99.463 99.465 unch 12,848 84,085 -153
Jan17 161216 99.360 99.360 99.350 99.355 unch 83,888 232,320 +2,303
Feb17 161216 99.345 99.350 99.340 99.345 unch 35,977 86,320 -1,207
Mar17 161216 99.310 99.320 99.300 99.310 unch 26,375 74,418 -6,180
Apr17 161216 99.290 99.305 99.280 99.285 unch 65,176 168,717 +9,870
May17 161216 99.245 99.260 99.240 99.245 +0.005 33,782 68,909 +2,852
Total Volume and Open Interest 371,438 954,946 +4,615
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 161215 99.95 99.95 99.95 99.95 unch      
Jun17 161215 99.95 99.95 99.95 99.95 unch      
Sep17 161215 99.95 99.95 99.95 99.95 unch      
Dec17 161215 99.95 99.95 99.95 99.95 unch      
Mar18 161215 99.96 99.96 99.96 99.96 unch      
Jun18 161215 99.82 99.82 99.82 99.82 unch      
Sep18 161215 99.68 99.68 99.68 99.68 unch      
Dec18 161215 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Mar17 161215 150.06 150.07 149.55 149.58 -0.45 1,453 14,394 +317
Jun17 161215 149.58 149.58 149.58 149.58 -0.45      
Sep17 161215 149.58 149.58 149.58 149.58 -0.45      
Total Volume and Open Interest 1,453 14,394 +317
Euro-Buxl(EUREX)
Mar17 161216 168.10 170.46 167.86 169.22 +2.32 49,587 209,288 -778
Jun17 161216 167.58 167.60 167.28 167.28 +2.32 0 10 -3
Sep17 161216 164.70 166.42 164.20 166.42 +1.46      
Total Volume and Open Interest 49,587 209,298 -781
Euro-Bund(EUREX)
Mar17 161216 161.91 162.58 161.82 162.19 +0.61 644,076 1,889,986 +58,809
Jun17 161216 159.15 159.15 159.03 159.03 +0.61 228 150 -5
Sep17 161216 159.03 159.03 159.03 159.03 +0.61      
Total Volume and Open Interest 644,304 1,890,136 +58,804
Euro-Bobl(EUREX)
Mar17 161216 132.98 133.18 132.96 133.11 +0.20 433,963 1,394,137 +45,278
Jun17 161216 130.91 130.91 130.91 130.91 +0.20 0 10 +0
Sep17 161216 130.91 130.91 130.91 130.91 +0.20      
Total Volume and Open Interest 433,963 1,394,147 +45,278
Euro-Schatz(EUREX)
Mar17 161216 112.29 112.34 112.26 112.31 +0.02 210,253 1,388,505 +48,557
Jun17 161216 112.21 112.21 112.20 112.20 +0.01 17 16 -6
Sep17 161216 112.20 112.20 112.20 112.20 +0.01      
Total Volume and Open Interest 210,270 1,388,521 +48,551
3-Mth Euribor(EUREX)
Dec16 161216 100.315 100.315 100.315 100.315 unch 0 2,979 +0
Mar17 161216 100.300 100.300 100.300 100.300 -0.005 153 3,828 +16
Jun17 161216 100.280 100.285 100.280 100.280 -0.005 352 33,534 -3
Total Volume and Open Interest 1,259 73,350 -134
Long Gilt(LIFFE)
Dec16 161216 123~31 123~32 123~22 123~22 +0~14 228 12,760 -40
Mar17 161216 122~22 123~12 122~18 123~01 +0~17 160,642 599,316 +207
Total Volume and Open Interest 160,870 612,076 +167
3-Mth Short Sterling(LIFFE)
Dec16 161216 99.63 99.63 99.62 99.63 unch 47,613 424,363 -8,728
Mar17 161216 99.59 99.60 99.58 99.59 unch 51,813 363,761 -14,881
Jun17 161216 99.54 99.56 99.54 99.55 +0.01 52,707 370,261 +2,301
Sep17 161216 99.50 99.52 99.49 99.50 +0.01 61,821 274,687 -2,451
Dec17 161216 99.45 99.48 99.44 99.46 +0.01 61,408 274,336 +9,723
Mar18 161216 99.40 99.43 99.39 99.41 +0.01 36,826 167,525 -6,203
Total Volume and Open Interest 542,937 2,640,378 -21,202
3-Mth Euribor(LIFFE)
Dec16 161216 100.320 100.320 100.310 100.315 +0.005 38,005 340,966 -556
Mar17 161216 100.300 100.305 100.295 100.300 -0.005 57,675 393,980 -5,361
Jun17 161216 100.285 100.290 100.280 100.280 -0.005 79,311 387,519 +3,726
Total Volume and Open Interest 915,472 3,287,916 +13,110
3-Mth Aus T-Bills(SFE)
Mar17 161216 98.21 98.21 98.19 98.20 -0.01 9,686 203,313 -4,473
Jun17 161216 98.20 98.20 98.18 98.19 -0.01 65,589 232,034 +3,137
Sep17 161216 98.16 98.16 98.13 98.14 -0.02 21,213 160,022 -3,569
Dec17 161216 98.09 98.09 98.05 98.06 -0.03 18,708 167,992 +1,454
Mar18 161216 97.99 97.99 97.94 97.97 -0.03 7,797 96,874 +1,357
Jun18 161216 97.88 97.88 97.83 97.86 -0.03 6,408 68,321 -879
Sep18 161216 97.77 97.78 97.72 97.75 -0.03 2,951 48,782 +691
Dec18 161216 97.66 97.66 97.60 97.65 -0.03 1,643 21,107 +485
Mar19 161216 97.55 97.55 97.50 97.55 -0.03 62 5,047 +32
Jun19 161216 97.39 97.44 97.38 97.44 -0.04 0 2,818 +0
Total Volume and Open Interest 134,203 1,007,492 -1,765
10-Year Aus T-Bonds(SFE)
Mar17 161216 97.09 97.13 97.03 97.13 +0.04 190,675 899,782 +82,453
Jun17 161216 97.13 97.13 97.13 97.13        
3-Year Aus T-Bonds(SFE)
Mar17 161216 97.98 97.99 97.92 97.99 +0.01 317,662 803,250 +158,790
Jun17 161216 97.99 97.99 97.99 97.99        
Gold(CMX)
Dec16 161216 1126.9 1140.9 1126.9 1135.3 +7.5 487 1,440 +281
Feb17 161216 1130.5 1143.2 1128.5 1137.4 +7.6 214,400 278,134 +5,172
Apr17 161216 1133.5 1145.8 1131.3 1140.1 +7.7 5,158 36,611 +836
Jun17 161216 1135.9 1147.5 1135.0 1142.8 +7.7 3,260 37,635 -1,269
Aug17 161216 1140.0 1150.5 1140.0 1145.7 +7.7 489 10,661 +75
Oct17 161216 1144.3 1148.8 1144.3 1148.8 +7.7 148 3,258 -27
Dec17 161216 1150.0 1157.2 1146.2 1151.9 +7.8 569 21,419 +64
Feb18 161216 1159.0 1159.0 1155.2 1155.2 +7.8 7 217 +5
Apr18 161216 1155.7 1158.8 1154.5 1158.8 +7.8 0 161 +0
Jun18 161216 1162.5 1162.5 1155.0 1162.5 +7.8 2 4,212 +1
Aug18 161216 1166.2 1166.2 1166.2 1166.2 +7.8 0 6 +0
Oct18 161216 1169.9 1169.9 1162.1 1169.9 +7.8      
Total Volume and Open Interest 225,959 402,111 +5,077
Silver(CMX)
Dec16 161216 1600.0 1615.3 1600.0 1615.3 +25.6 164 555 +101
Mar17 161216 1599.0 1633.0 1597.5 1621.5 +25.7 63,167 135,934 +1,051
May17 161216 1604.5 1635.5 1604.5 1626.7 +25.7 786 14,095 +60
Jul17 161216 1617.0 1641.5 1611.5 1631.7 +25.5 304 5,422 -18
Sep17 161216 1622.0 1642.0 1620.0 1636.8 +25.3 62 1,154 -7
Dec17 161216 1630.0 1653.0 1630.0 1644.9 +25.1 102 5,168 -21
Mar18 161216 1653.7 1730.0 1653.7 1653.7 +25.1 0 14 +0
Total Volume and Open Interest 65,626 164,479 +923
Platinum(NYMEX)
Jan17 161216 895.8 935.4 895.2 934.1 +40.5 17,326 40,167 -2,598
Apr17 161216 900.5 937.6 899.3 936.8 +40.3 3,509 24,766 +2,243
Jul17 161216 911.3 940.7 908.0 940.7 +40.3 17 1,288 +10
Oct17 161216 906.7 943.6 903.0 943.6 +40.3 10 219 +0
Total Volume and Open Interest 20,878 66,463 -351
Palladium(NYMEX)
Dec16 161216 686.00 697.90 681.00 697.90 -8.40 2 25 +0
Mar17 161216 702.00 704.70 680.25 697.25 -8.40 2,824 26,547 -79
Jun17 161216 684.15 705.55 684.15 698.20 -8.40 16 502 -1
Total Volume and Open Interest 2,844 27,189 -80
Copper(CMX)
Dec16 161216 258.00 258.25 253.90 256.10 -3.50 739 2,414 -122
Mar17 161216 259.85 261.55 254.30 256.45 -3.60 61,433 159,749 -644
May17 161216 260.60 261.90 255.00 257.10 -3.60 1,209 27,746 -105
Jul17 161216 260.00 260.00 255.45 257.60 -3.55 1,540 18,792 +38
Sep17 161216 258.50 258.70 256.10 257.90 -3.50 822 6,768 +34
Total Volume and Open Interest 67,041 236,269 -553
E-mini DJIA Index(CBOT)
Mar17 161216 19815 19863 19763 19794 -9 221,584 117,904 +2,956
Jun17 161216 19749 19790 19700 19729 -9 29 109 +15
Sep17 161216 19644 19644 19644 19644 -9      
Dec17 161216 19559 19559 19559 19559 -9      
Total Volume and Open Interest 273,933 166,160 -3,461
S & P 500(CME)
Mar17 161216 2260.00 2263.80 2254.40 2255.30 -3.10 14,129 48,070 +4,199
Jun17 161216 2249.90 2257.00 2247.40 2249.90 -3.50 147 1,942 +111
Sep17 161216 2245.50 2252.60 2243.00 2245.50 -3.50 5 25 +0
Dec17 161216 2240.70 2247.80 2238.20 2240.70 -3.50      
Total Volume and Open Interest 31,901 101,559 -470
S & P 500 E-Mini(Globex)
Mar17 161216 2259.50 2264.00 2249.50 2255.25 -3.25 2,267,763 2,592,645 +347,500
Jun17 161216 2255.00 2258.75 2244.50 2250.00 -3.50 1,229 7,896 +573
Sep17 161216 2251.50 2251.50 2242.00 2245.50 -3.50 19 160 -6
Dec17 161216 2240.75 2250.00 2240.75 2240.75 -3.50 7 36 +6
Total Volume and Open Interest 3,036,147 3,420,155 +30,675
NASDAQ 100 E-Mini(Globex)
Mar17 161216 4940.00 4951.80 4904.30 4915.80 -19.00 290,773 199,846 +28,778
Jun17 161216 4930.00 4945.00 4909.00 4913.30 -15.50 31 140 +22
Sep17 161216 4947.00 4947.00 4916.00 4916.00 -15.50 1 33 +1
Total Volume and Open Interest 364,824 310,168 +11,168
S&P Midcap 400(CME) e-Mini
Dec16 161216 1674.40 1674.80 1671.30 1674.40 +3.00 8,085 12,763 -5,036
Mar17 161216 1672.60 1684.00 1663.60 1665.30 -5.10 29,057 96,096 +5,052
Jun17 161216 1655.60 1672.20 1655.60 1655.60 -5.10      
Total Volume and Open Interest 37,142 108,859 +16
Volatility Index(CBOE)
Dec16 161216 13.10 13.15 12.65 12.73 -0.30 136,833 135,831 -11,052
Jan17 161216 15.10 15.30 14.95 14.98 -0.10 102,845 180,524 +11,815
Feb17 161216 16.44 16.67 16.31 16.38 -0.05 29,525 44,293 +877
Mar17 161216 17.45 17.70 17.35 17.43 -0.05 13,486 29,544 -969
Total Volume and Open Interest 298,112 446,107 +2,257
Russell 2000 Mini(ICE)
Mar17 161216 1369.40 1380.30 1360.80 1366.10 -3.10 288,925 642,004 +100,494
Jun17 161216 1363.10 1363.10 1363.10 1363.10 -3.10 1 343 -1
Sep17 161216 1360.10 1360.10 1360.10 1360.10 -3.10 1 201 +1
Total Volume and Open Interest 440,264 765,906 +5,962
Nikkei 225(CME)
Mar17 161216 19495 19515 19305 19365 -135 13,755 29,660 -673
Jun17 161216 19290 19290 19290 19290 -135      
Total Volume and Open Interest 13,755 29,660 -673
Nikkei 225(SGX)
Mar17 161216 19390 19410 19345 19395 +110 55,328 185,245 +989
Jun17 161216 19235 19275 19215 19275 +115 55 177 +0
Sep17 161215 19130 19130 19130 19130 +100 0 5 +0
Total Volume and Open Interest 72,923 190,599 +1,100
Nikkei 225 Mini(JPX)
Dec16 161208 18525 18790 18485 18790 +290 877,826 406,905 -30,967
Mar17 161215 19180 19405 19115 19290 +110 837,248 255,882 +11,003
Jun17 161215 19050 19270 18985 19160 +110 5,165 4,234 +554
Total Volume and Open Interest 890,291 391,608 +11,641
Nikkei 225(JPX)
Dec16 161208 18530 18790 18490 18790 +290 173,401 259,863 -101,754
Mar17 161215 19170 19410 19120 19290 +110 81,029 329,725 +4,270
Jun17 161215 19030 19270 18990 19160 +110 426 17,962 -103
Total Volume and Open Interest 81,470 423,330 +4,311
Nikkei 225(CME) Yen
Dec16 161208 18630 18920 18610 18860 +230 67,553 53,178 -9,334
Mar17 161216 19435 19465 19230 19305 -135 64,274 57,315 +3,825
Jun17 161216 19235 19235 19175 19175 -135 0 2 +0
Total Volume and Open Interest 64,274 57,318 +3,825
Nikkei 225(CME) e-Mini Yen
Dec16 161208 18860 18900 18860 18860 +230 0 307 +0
Mar17 161216 19290 19310 19290 19310 -130 78 89 +78
Jun17 161216 19180 19180 19180 19180 -130      
Total Volume and Open Interest 78 89 +78
CAC 40(EURONEXT)
Dec16 161216 4820.5 4856.5 4805.0 4838.0 +18.5 217,913 231,300 -65,500
Jan17 161216 4810.0 4848.5 4796.5 4824.5 +13.5 152,040 257,587 +86,241
Feb17 161216 4801.0 4837.0 4794.5 4821.5 +13.0 28 74 -1
Mar17 161216 4798.5 4843.0 4794.5 4820.5 +13.0 3,272 9,074 +3,671
Total Volume and Open Interest 373,312 498,092 +24,422
Hang Seng Index(HKFE)
Dec16 161216 22093 22136 21922 21951 -144 80,527 130,452 -2,053
Jan17 161216 22108 22153 21942 21967 -148 734 4,820 +307
Total Volume and Open Interest 81,773 140,507 -1,396
DAX(EUREX)
Dec16 161216 11370.5 11453.0 11353.0 11406.5 +25.5 130,295 86,883 -28,825
Mar17 161216 11366.5 11451.5 11351.0 11384.0 +5.0 58,128 148,425 +20,661
Jun17 161216 11392.0 11447.0 11389.5 11409.0 +4.5 255 658 +25
Total Volume and Open Interest 188,678 235,966 -8,139
Mini-DAX(EUREX)
Dec16 161216 11374.0 11452.0 11352.0 11406.5 +25.5 21,293 14,501 -209
Mar17 161216 11376.0 11451.0 11351.0 11384.0 +5.0 3,290 4,561 -739
Jun17 161216 11378.0 11453.0 11376.0 11409.0 +4.5 66 245 +26
Total Volume and Open Interest 24,649 19,307 -922
FT-SE 100(EURONEXT)
Dec16 161216 7002.00 7013.00 6991.50 7008.00 +8.00 267,100 139,446 -111,227
Mar17 161216 6944.00 6975.50 6918.50 6928.00 -8.00 207,013 684,936 +126,933
Jun17 161216 6855.50 6855.50 6855.50 6855.50 -8.00 0 29,274 +0
Total Volume and Open Interest 474,113 853,656 +15,706
SPI 200(SFE)
Mar17 161216 5481.0 5502.0 5462.0 5493.0 +8.0 161,599 249,020 +48,908
Jun17 161216 5477.0 5477.0 5477.0 5477.0 +8.0 24 1,411 +14
Sep17 161216 5427.0 5427.0 5427.0 5427.0 +8.0 216 1,530 +0
Total Volume and Open Interest 336,829 407,619 -16,957
FTSE MIB(ISE)
Dec16 161216 19105.00 19120.00 19105.00 19116.00 +138.00 81,749 19,323 -13,427
Mar17 161216 19025.00 19065.00 18865.00 18924.00 -2.00 51,059 32,572 +1,244
Jun17 161216 18600.00 18630.00 18529.00 18529.00 +43.00 0 2 +0
Total Volume and Open Interest 132,808 51,897 -12,183
KOSPI 200(KFE)
Mar17 161216 258.55 258.55 258.35 258.50 +0.15 95,214 123,748 +3,202
Jun17 161216 259.20 259.75 259.20 259.75 +0.75 94 3,874 +745
Sep17 161216 260.35 260.35 260.35 260.35 +0.15 1 147 +41
Total Volume and Open Interest 95,310 133,779 +5,092
GSCI(CME)
Jan17 161216 390.35 393.75 389.85 393.40 +3.85 993 14,663 +985
Feb17 161216 396.10 396.10 396.10 396.10 +4.25      
Mar17 161216 402.20 402.20 402.20 402.20 +4.25      
Total Volume and Open Interest 1,829 15,627  
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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