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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue December 20, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161220 1021.25 1024.00 1004.00 1005.25 -16.25 95,865 152,751 -10,860
Mar17 161220 1032.00 1034.75 1014.25 1015.75 -16.25 52,274 310,440 +4,112
May17 161220 1040.50 1042.50 1023.75 1025.00 -15.50 12,644 86,690 +512
Jul17 161220 1046.50 1048.75 1030.50 1031.50 -15.00 11,295 94,122 +1,099
Aug17 161220 1040.50 1040.50 1028.25 1029.25 -14.25 473 6,581 +35
Sep17 161220 1026.00 1026.00 1010.50 1011.75 -14.75 466 2,291 +37
Nov17 161220 1011.25 1013.00 995.75 996.75 -15.25 5,962 71,995 +642
Jan18 161220 1009.50 1009.50 997.25 998.75 -14.00 211 2,973 +39
Mar18 161220 1000.25 1000.25 992.00 992.50 -13.50 145 2,312 +19
May18 161220 999.00 999.00 991.50 991.50 -13.00 21 456 -5
Jul18 161220 998.00 998.00 992.50 992.50 -12.75 36 739 +3
Aug18 161220 985.25 985.25 985.25 985.25 -12.75 0 18 +0
Sep18 161220 973.25 973.25 973.25 973.25 -12.75 0 17 +0
Nov18 161220 974.00 974.00 964.00 964.50 -10.25 60 1,048 +14
Total Volume and Open Interest 179,452 732,461 -4,353
Soybean Meal(CBOT)
Jan17 161220 312.20 312.70 307.60 308.80 -3.40 41,835 54,742 -5,615
Mar17 161220 316.40 316.90 311.70 313.00 -3.40 28,035 159,629 +2,573
May17 161220 319.90 320.10 314.90 316.00 -3.60 7,112 50,417 +192
Jul17 161220 323.30 323.50 318.40 319.50 -3.40 4,707 47,745 +540
Aug17 161220 321.60 321.60 317.50 318.60 -3.30 701 7,391 +215
Sep17 161220 319.00 319.00 315.30 316.30 -3.40 590 5,844 +151
Oct17 161220 315.50 315.50 311.10 312.10 -4.10 153 5,299 +2
Dec17 161220 316.50 316.70 311.60 312.70 -4.00 1,040 22,423 +366
Jan18 161220 311.60 312.20 311.00 312.20 -3.90 44 900 -18
Mar18 161220 309.50 310.20 309.50 310.20 -3.60 30 1,035 +23
Total Volume and Open Interest 84,248 356,750 -1,572
Soybean Oil(CBOT)
Jan17 161220 36.56 36.64 36.04 36.06 -0.50 45,915 85,480 -2,242
Mar17 161220 36.85 36.92 36.32 36.35 -0.50 28,496 172,831 +4,246
May17 161220 37.08 37.08 36.51 36.54 -0.50 11,494 60,981 +1,287
Jul17 161220 37.25 37.25 36.71 36.74 -0.50 8,153 56,243 +772
Aug17 161220 36.88 36.88 36.60 36.63 -0.47 963 6,471 +305
Sep17 161220 36.66 36.66 36.38 36.42 -0.44 783 5,219 +173
Oct17 161220 36.28 36.28 36.01 36.06 -0.43 247 4,636 +4
Dec17 161220 36.44 36.44 35.98 36.01 -0.44 1,068 13,855 +185
Jan18 161220 36.57 36.60 35.98 35.98 -0.45 9 561 -2
Mar18 161220 36.56 36.69 36.03 36.03 -0.41 66 554 +24
Total Volume and Open Interest 97,200 407,371 +4,751
Canola(WCE)
Jan17 161220 518.0 518.3 511.6 511.7 -5.8 14,237 61,862 -10,596
Mar17 161220 525.7 526.5 521.0 521.1 -4.6 13,493 88,404 +6,726
May17 161220 529.5 529.5 525.5 525.8 -4.7 1,264 27,075 +163
Jul17 161220 531.0 531.0 528.0 528.7 -4.0 395 16,383 -60
Nov17 161220 505.0 505.0 499.7 501.7 -3.9 590 14,708 +358
Total Volume and Open Interest 29,979 210,128 -3,409
Corn(CBOT)
Mar17 161220 353.25 353.75 349.25 350.25 -3.00 113,012 696,578 -8,284
May17 161220 360.00 360.25 356.25 357.00 -3.00 27,583 168,611 +2,830
Jul17 161220 367.25 367.75 363.75 364.50 -3.00 17,107 168,525 +5,478
Sep17 161220 374.75 375.00 371.25 372.25 -2.75 3,963 57,278 +813
Dec17 161220 383.75 384.25 380.75 381.75 -2.50 9,337 108,857 -392
Mar18 161220 392.50 392.50 389.75 390.50 -2.00 424 10,016 +26
May18 161220 396.75 397.00 395.50 396.25 -1.75 11 1,745 +8
Jul18 161220 402.00 402.00 400.00 400.50 -2.00 68 1,904 -3
Sep18 161220 395.00 398.75 394.75 396.00 -2.75 61 859 +0
Dec18 161220 399.00 399.75 397.25 398.00 -1.50 154 7,333 +11
Total Volume and Open Interest 171,720 1,221,936 +487
Wheat(CBOT)
Mar17 161220 406.00 407.75 400.25 403.25 -1.75 47,320 262,001 -2,951
May17 161220 418.75 420.25 413.00 416.00 -1.50 11,012 68,200 +658
Jul17 161220 432.00 434.25 427.00 430.50 -0.75 7,106 65,886 -511
Sep17 161220 445.25 448.00 440.75 444.50 -0.50 1,535 12,774 -26
Dec17 161220 461.50 464.75 457.50 461.50 -0.50 2,082 24,730 +240
Mar18 161220 472.00 473.25 470.00 473.25 -0.25 86 3,904 -6
Total Volume and Open Interest 69,208 439,076 -2,611
Wheat(KCBT)
Mar17 161220 414.00 417.25 409.25 412.75 -1.25 17,457 132,587 -1,541
May17 161220 425.50 428.50 421.00 424.50 -1.25 1,963 35,084 +237
Jul17 161220 437.50 440.25 432.75 436.50 -1.00 3,435 64,198 -57
Sep17 161220 452.00 454.00 447.50 450.25 -0.50 455 7,827 +6
Dec17 161220 469.75 472.00 465.00 468.25 -0.25 285 9,059 +59
Mar18 161220 477.00 485.75 477.00 480.25 unch 24 3,157 -4
May18 161220 489.75 494.50 487.50 489.00 +1.00 12 939 +0
Total Volume and Open Interest 23,639 253,378 -1,303
Wheat(MGE)
Mar17 161220 541.75 543.50 538.00 540.75 -1.00 5,091 33,909 -95
May17 161220 538.00 540.75 537.00 537.75 -1.00 1,186 13,141 -201
Jul17 161220 540.00 542.00 539.50 540.50 -0.75 811 5,966 -30
Sep17 161220 546.25 549.00 545.00 545.75 -0.75 420 4,021 +71
Dec17 161220 553.00 557.00 553.00 554.00 -0.50 110 2,906 +17
Mar18 161220 561.75 561.75 559.75 559.75 -2.75 15 134 +0
Total Volume and Open Interest 7,633 60,200 -238
Oats(CBOT)
Mar17 161220 225.75 226.25 223.00 223.75 -1.75 258 5,859 -17
May17 161220 225.25 225.25 222.50 223.75 -3.25 58 1,030 +43
Jul17 161220 225.75 227.25 225.00 225.50 -3.50 2 148 +1
Sep17 161220 233.00 233.00 226.00 226.00 -8.25 0 3 +0
Total Volume and Open Interest 318 7,141 +27
Rough Rice(CBOT)
Jan17 161220 9.44 9.53 9.35 9.46 -0.02 1,295 5,906 -724
Mar17 161220 9.72 9.78 9.60 9.72 -0.01 1,044 6,377 +511
May17 161220 10.03 10.03 9.98 9.98 -0.00 170 255 +84
Jul17 161220 10.16 10.16 10.06 10.16 unch 13 21 +10
Total Volume and Open Interest 2,522 12,567 -119
Live Cattle(CME)
Dec16 161220 111.950 112.950 111.680 112.100 +0.150 2,357 5,779 -805
Feb17 161220 115.800 116.830 114.785 115.500 -0.430 24,953 123,741 +1,394
Apr17 161220 113.850 114.785 113.200 113.830 -0.305 12,108 69,815 -93
Jun17 161220 104.400 104.750 103.500 104.300 -0.380 9,385 60,248 +1,462
Aug17 161220 99.750 100.035 99.100 99.830 -0.150 3,201 20,858 +496
Oct17 161220 99.535 99.750 98.930 99.600 -0.050 1,585 11,269 +385
Total Volume and Open Interest 54,033 296,758 +3,026
Feeder Cattle(CME)
Jan17 161220 130.800 131.550 129.350 130.000 -0.880 4,589 13,695 -631
Mar17 161220 126.785 127.350 125.300 125.850 -1.080 3,665 18,086 +732
Apr17 161220 126.050 126.480 124.885 125.300 -0.850 928 4,486 +31
May17 161220 124.500 124.950 123.500 124.150 -0.580 829 5,524 +43
Aug17 161220 124.650 124.930 123.480 124.350 -0.350 225 2,483 +55
Sep17 161220 122.580 122.730 121.785 122.200 -0.335 19 264 +1
Oct17 161220 120.885 120.980 120.850 120.980 +0.250 19 74 +2
Total Volume and Open Interest 10,278 44,631 +236
Lean Hogs(CME)
Feb17 161220 65.850 66.430 63.650 64.000 -2.100 23,283 88,822 -1,904
Apr17 161220 68.500 68.930 67.250 67.475 -1.205 9,722 44,765 +401
May17 161220 73.650 73.980 72.600 72.600 -1.150 132 1,289 +45
Jun17 161220 77.080 77.400 76.150 76.330 -1.020 6,972 24,758 -122
Jul17 161220 77.180 77.250 76.135 76.250 -1.000 1,209 10,193 +136
Aug17 161220 77.550 77.750 76.500 76.730 -1.055 984 14,990 +134
Oct17 161220 66.285 66.725 65.550 65.750 -0.930 1,623 5,060 +803
Dec17 161220 61.050 61.150 60.400 60.550 -0.600 499 1,714 +253
Total Volume and Open Interest 44,444 191,836 -248
Class III Milk(CME)
Dec16 161220 17.34 17.34 17.32 17.33 -0.01 49 6,217 +1
Jan17 161220 17.18 17.26 16.95 16.99 -0.20 252 5,063 +17
Feb17 161220 17.33 17.37 17.16 17.20 -0.13 202 4,082 -17
Mar17 161220 17.44 17.52 17.38 17.41 -0.08 124 3,729 -3
Apr17 161220 17.61 17.66 17.53 17.59 -0.04 85 2,775 +30
May17 161220 17.65 17.70 17.56 17.63 -0.02 39 2,667 +18
Jun17 161220 17.63 17.68 17.61 17.64 +0.01 33 2,342 +24
Jul17 161220 17.75 17.75 17.70 17.71 -0.04 19 1,325 +13
Aug17 161220 17.75 17.77 17.74 17.76 -0.04 15 1,372 +6
Sep17 161220 17.81 17.86 17.81 17.85 -0.01 13 1,299 +13
Oct17 161220 17.70 17.71 17.68 17.71 -0.01 11 1,080 +11
Nov17 161220 17.53 17.55 17.50 17.55 +0.02 38 1,095 +34
Dec17 161220 17.25 17.25 17.18 17.22 +0.02 38 972 +9
Total Volume and Open Interest 918 34,823 +156
Cocoa(ICE)
Mar17 161220 2291 2293 2248 2256 -47 19,619 128,545 -2,513
May17 161220 2285 2288 2246 2251 -48 5,734 52,250 +347
Jul17 161220 2278 2284 2247 2252 -44 2,925 32,375 +385
Sep17 161220 2282 2285 2256 2258 -42 978 14,526 +24
Dec17 161220 2284 2293 2269 2270 -39 628 7,955 +40
Mar18 161220 2299 2307 2284 2284 -38 338 9,910 +175
May18 161220 2303 2303 2303 2303 -38 114 3,247 +39
Total Volume and Open Interest 30,468 251,259 -1,465
Coffee "C"(ICE)
Dec16 161219 141.15 141.20 138.85 141.20 +3.00 2 99 -2
Mar17 161220 145.00 145.25 142.35 143.85 -0.40 12,352 95,975 -1,707
May17 161220 146.95 147.40 144.70 146.10 -0.45 4,142 39,760 -647
Jul17 161220 149.45 149.70 146.95 148.35 -0.45 3,493 21,052 +836
Sep17 161220 151.00 151.00 148.80 150.20 -0.45 2,789 12,180 +443
Dec17 161220 153.65 153.70 152.40 153.15 -0.40 688 11,042 +325
Total Volume and Open Interest 23,654 185,823 -720
Orange Juice(ICE)
Jan17 161220 200.60 203.30 200.30 201.80 +1.90 1,443 7,821 -1,052
Mar17 161220 196.15 199.00 196.15 198.55 +2.25 987 5,856 +550
May17 161220 195.00 197.40 195.00 197.25 +2.15 54 642 +34
Jul17 161220 194.15 195.75 194.15 195.75 +1.75 11 249 +8
Sep17 161220 193.40 194.15 193.40 194.15 +1.85 0 32 +0
Nov17 161220 192.00 192.00 192.00 192.00 +1.85 0 3 +0
Total Volume and Open Interest 2,495 14,604 -460
Sugar #11(ICE)
Mar17 161220 18.37 18.37 18.10 18.25 +0.02 46,016 369,495 -1,059
May17 161220 18.19 18.19 17.92 18.06 +0.01 18,812 162,708 -405
Jul17 161220 17.94 17.94 17.70 17.84 +0.01 13,543 109,950 -797
Oct17 161220 17.92 17.92 17.69 17.82 unch 4,716 77,153 +745
Mar18 161220 18.04 18.04 17.82 17.94 -0.01 1,610 42,561 -90
May18 161220 17.65 17.65 17.46 17.56 -0.02 311 16,315 -21
Jul18 161220 17.22 17.26 17.10 17.20 -0.02 175 11,663 -4
Oct18 161220 17.16 17.18 17.05 17.17 +0.01 154 10,953 +5
Total Volume and Open Interest 85,537 808,014 -1,514
London Cocoa(LCE)
Mar17 161220 1855 1865 1836 1844 -19 10,834 115,436 -353
May17 161220 1859 1867 1839 1846 -17 5,812 66,328 +121
Jul17 161220 1873 1883 1858 1864 -16 3,073 29,679 -132
Sep17 161220 1883 1894 1870 1876 -14 1,707 32,427 -71
Dec17 161220 1885 1897 1872 1880 -12 1,782 23,208 +333
Mar18 161220 1904 1904 1884 1892 -12 673 16,104 +304
May18 161220 1910 1910 1900 1907 -13 22 4,696 +17
Total Volume and Open Interest 23,903 289,594 +219
London Sugar(LCE)
Mar17 161220 490.90 493.90 488.30 492.60 +2.50 5,603 34,307 -155
May17 161220 488.90 490.90 486.10 489.90 +1.40 1,044 20,923 +187
Aug17 161220 484.40 485.50 481.40 484.60 +1.20 583 9,790 +30
Oct17 161220 474.10 475.70 472.10 475.30 +1.20 510 10,086 -121
Dec17 161220 469.00 470.50 469.00 470.10 +1.30 41 2,815 +29
Total Volume and Open Interest 7,897 81,570 -38
Cotton(ICE)
Mar17 161220 69.54 69.84 69.32 69.34 -0.23 11,481 176,305 -1,765
May17 161220 70.00 70.27 69.74 69.77 -0.26 3,036 41,403 +388
Jul17 161220 70.37 70.61 70.10 70.17 -0.24 1,474 14,855 -70
Oct17 161220 69.51 69.51 69.51 69.51 -0.52 0 34 +0
Dec17 161220 68.65 68.99 68.56 68.63 -0.22 258 18,763 +36
Mar18 161220 68.90 68.90 68.60 68.60 -0.26 1 371 -1
Total Volume and Open Interest 16,250 252,518 -1,412
Lumber(CME)
Jan17 161220 306.5 313.9 306.5 310.9 +4.5 417 1,716 -31
Mar17 161220 316.9 323.2 316.9 319.9 +3.0 428 1,944 +168
May17 161220 329.4 331.1 329.4 330.3 +2.4 44 255 +32
Jul17 161220 335.5 335.5 335.5 335.5 +2.2 3 53 +1
Total Volume and Open Interest 892 3,999 +170
Crude Oil(NYM)
Jan17 161220 52.11 52.70 51.85 52.23 +0.11 252,567 70,019 -39,413
Feb17 161220 53.14 53.77 52.84 53.30 +0.24 413,536 447,300 +18,517
Mar17 161220 53.94 54.64 53.69 54.19 +0.29 77,297 342,744 +4,788
Apr17 161220 54.65 55.31 54.34 54.90 +0.35 30,920 131,965 +3,273
May17 161220 55.06 55.78 54.83 55.44 +0.40 22,150 121,111 +1,820
Jun17 161220 55.39 56.13 55.16 55.82 +0.44 39,125 210,610 +968
Jul17 161220 55.60 56.26 55.40 56.06 +0.48 7,107 53,891 -219
Aug17 161220 55.61 56.39 55.55 56.19 +0.51 3,856 45,016 +143
Sep17 161220 55.66 56.45 55.59 56.27 +0.55 10,713 71,005 -1,620
Oct17 161220 55.92 56.46 55.92 56.32 +0.58 2,091 37,062 +649
Nov17 161220 56.00 56.47 56.00 56.35 +0.60 3,465 34,099 +742
Dec17 161220 55.72 56.58 55.55 56.37 +0.62 38,760 198,286 +1,236
Jan18 161220 56.27 56.30 56.27 56.30 +0.62 2,771 34,282 +838
Feb18 161220 56.22 56.22 56.22 56.22 +0.62 1,407 13,326 +707
Mar18 161220 56.13 56.13 56.13 56.13 +0.62 3,090 24,396 +761
Apr18 161220 56.02 56.02 56.02 56.02 +0.61 609 6,765 +210
Total Volume and Open Interest 934,023 2,066,908 -5,429
e-miNY Crude Oil(NYM)
Feb17 161220 53.125 53.775 52.850 53.300 +0.250 3,978 1,803 +37
Mar17 161220 54.050 54.600 53.700 54.200 +0.300 129 542 +35
Apr17 161220 54.600 55.125 54.600 54.900 +0.350 18 413 -1
May17 161220 55.450 55.450 55.450 55.450 +0.400 19 67 +0
Jun17 161220 55.900 55.900 55.700 55.825 +0.450 12 123 -4
Jul17 161220 56.050 56.050 56.050 56.050 +0.475 3 149 +2
Aug17 161220 56.200 56.200 55.575 56.200 +0.525 4 164 +3
Sep17 161220 56.275 56.275 55.675 56.275 +0.550 2 46 -2
Oct17 161220 56.325 56.325 55.675 56.325 +0.575 2 23 -2
Nov17 161220 56.350 56.350 56.350 56.350 +0.600 0 19 +0
Total Volume and Open Interest 10,717 5,461 +34
NY Harbor ULSD(NYM)
Jan17 161220 166.91 168.10 165.95 166.88 -0.02 44,825 60,761 -5,783
Feb17 161220 168.67 169.98 167.78 168.88 +0.21 33,411 98,961 +3,213
Mar17 161220 169.80 171.19 168.92 170.19 +0.50 20,655 83,288 +1,431
Apr17 161220 169.64 171.56 169.25 170.59 +0.70 12,755 40,144 -409
May17 161220 170.69 172.22 169.81 171.32 +0.85 7,407 26,741 +452
Jun17 161220 171.37 173.03 170.88 172.08 +0.99 7,831 46,039 +109
Jul17 161220 172.18 173.89 172.18 173.12 +1.10 3,105 10,414 +817
Aug17 161220 174.37 174.66 173.50 174.03 +1.19 900 4,716 +127
Sep17 161220 173.50 175.74 173.50 174.92 +1.26 764 8,680 +249
Oct17 161220 174.61 176.36 174.61 175.69 +1.29 334 5,462 +100
Nov17 161220 176.08 176.93 175.98 176.30 +1.31 242 3,915 +35
Dec17 161220 176.61 177.69 175.97 176.83 +1.35 2,259 35,781 +374
Jan18 161220 178.01 178.01 177.54 177.54 +1.36 46 2,998 +22
Feb18 161220 178.20 178.20 177.74 177.74 +1.36 5 1,836 +2
Total Volume and Open Interest 135,024 444,753 +493
RBOB Gasoline(NYM)
Jan17 161220 156.60 160.29 155.81 159.36 +2.97 48,832 57,155 -11,112
Feb17 161220 158.32 161.98 157.74 161.11 +2.81 40,098 101,524 +10,356
Mar17 161220 160.66 163.88 160.07 163.16 +2.61 14,730 63,562 +1,084
Apr17 161220 179.77 183.08 179.77 182.54 +2.42 9,749 40,836 +1,096
May17 161220 181.12 184.07 180.58 183.70 +2.43 6,719 24,723 -1,292
Jun17 161220 181.88 183.79 181.88 183.47 +2.39 4,856 34,586 +603
Jul17 161220 180.20 182.27 180.20 182.09 +2.29 2,841 11,134 +595
Aug17 161220 180.11 180.24 178.68 179.96 +2.18 1,673 4,971 +53
Sep17 161220 175.24 177.38 175.24 177.21 +2.09 2,266 13,478 +365
Oct17 161220 162.12 164.02 162.12 164.02 +2.16 1,149 4,965 +4
Total Volume and Open Interest 134,709 388,683 +1,514
e-miNY RBOB Gasoline(NYM)
Jan17 161220 159.40 159.40 159.36 159.40 +3.01 0 1 +0
Feb17 161220 161.10 161.11 161.10 161.10 +2.80      
Mar17 161220 163.20 163.20 163.16 163.20 +2.65      
Apr17 161220 182.50 182.54 182.50 182.50 +2.38      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan17 161220 3.401 3.408 3.242 3.263 -0.129 120,428 95,193 -7,560
Feb17 161220 3.440 3.444 3.290 3.297 -0.134 63,310 154,072 +3,309
Mar17 161220 3.428 3.428 3.281 3.284 -0.139 42,255 256,122 +2,100
Apr17 161220 3.347 3.362 3.213 3.216 -0.145 29,350 116,260 +916
May17 161220 3.333 3.355 3.205 3.208 -0.149 16,102 100,900 -991
Jun17 161220 3.384 3.384 3.237 3.238 -0.150 6,861 39,279 -384
Jul17 161220 3.410 3.411 3.267 3.270 -0.151 8,682 50,966 +1,088
Aug17 161220 3.408 3.408 3.264 3.266 -0.151 3,557 32,898 -391
Sep17 161220 3.387 3.387 3.245 3.249 -0.149 3,024 34,237 -290
Oct17 161220 3.401 3.401 3.265 3.268 -0.145 11,585 85,117 -1,560
Nov17 161220 3.422 3.422 3.309 3.312 -0.142 4,694 31,781 +35
Dec17 161220 3.533 3.539 3.427 3.429 -0.140 2,367 34,597 +274
Jan18 161220 3.623 3.623 3.515 3.517 -0.136 3,111 37,249 +236
Feb18 161220 3.527 3.527 3.474 3.474 -0.123 828 12,709 -240
Mar18 161220 3.438 3.438 3.380 3.380 -0.110 1,657 33,299 +53
Apr18 161220 2.926 2.926 2.855 2.860 -0.082 2,204 38,273 -16
Total Volume and Open Interest 322,343 1,244,790 -3,419
Brent Crude Oil(ICE)
Feb17 161220 55.02 55.92 54.75 55.35 +0.43 229,187 292,074 -26,299
Mar17 161220 55.64 56.49 55.40 56.02 +0.48 161,738 507,632 +1,087
Apr17 161220 56.15 57.04 55.94 56.62 +0.52 69,750 176,510 +6,098
May17 161220 56.65 57.48 56.39 57.12 +0.57 43,986 136,673 +5,688
Jun17 161220 57.00 57.81 56.78 57.51 +0.61 67,096 249,706 +3,497
Jul17 161220 57.20 57.98 57.00 57.74 +0.63 14,418 73,681 +1,311
Aug17 161220 57.29 58.06 57.08 57.83 +0.64 7,233 51,282 -25
Sep17 161220 57.29 58.07 57.08 57.84 +0.65 9,981 65,706 +746
Oct17 161220 57.06 58.05 57.06 57.82 +0.65 2,576 34,154 +64
Nov17 161220 57.77 57.80 57.77 57.80 +0.67 1,337 26,437 +152
Dec17 161220 57.03 58.00 56.96 57.77 +0.68 39,446 223,591 +3,750
Jan18 161220 57.74 57.74 57.74 57.74 +0.67 1,656 29,692 +438
Feb18 161220 57.70 57.70 57.70 57.70 +0.67 935 18,912 +26
Mar18 161220 57.67 57.67 57.67 57.67 +0.68 1,917 23,140 +211
Total Volume and Open Interest 686,846 2,250,984 +2,131
Gas Oil(ICE)
Jan17 161220 487.00 492.50 484.25 491.50 +4.50 56,410 133,590 -2,042
Feb17 161220 491.00 496.25 488.25 495.25 +4.50 38,302 129,455 +4,912
Mar17 161220 493.75 499.50 491.50 498.50 +4.50 18,802 77,843 -1,709
Apr17 161220 496.25 501.75 493.75 500.75 +4.50 9,514 46,846 -605
May17 161220 498.25 503.75 496.25 502.75 +4.50 6,145 38,240 +640
Jun17 161220 500.00 505.50 498.00 504.75 +4.75 11,275 77,380 +1,600
Jul17 161220 500.75 508.00 500.50 507.25 +5.00 3,774 25,176 +1,387
Aug17 161220 504.00 510.25 504.00 509.25 +5.00 1,518 16,936 -56
Sep17 161220 505.00 512.25 505.00 511.25 +5.00 2,693 30,191 +253
Oct17 161220 508.50 513.00 508.25 513.00 +5.00 2,803 23,032 +97
Total Volume and Open Interest 164,529 787,031 +3,515
Ethanol(CBOT)
Jan17 161220 1.595 1.600 1.559 1.567 -0.026 1,119 2,062 -383
Feb17 161220 1.556 1.565 1.522 1.532 -0.018 626 2,136 +348
Mar17 161220 1.551 1.558 1.529 1.532 -0.024 158 518 +22
Apr17 161220 1.549 1.549 1.537 1.537 -0.024 39 676 +16
May17 161220 1.539 1.539 1.527 1.539 -0.024 2 9 +1
Jun17 161220 1.527 1.609 1.527 1.527 -0.024 0 2 +0
Jul17 161220 1.524 1.524 1.524 1.524 -0.024      
Aug17 161220 1.530 1.530 1.530 1.530 -0.024      
Total Volume and Open Interest 1,944 5,419 +4
WTI Crude Oil(ICE)
Feb17 161220 53.07 53.77 52.86 53.30 +0.24 56,101 82,464 +508
Mar17 161220 53.90 54.64 53.72 54.19 +0.29 32,652 88,610 +910
Apr17 161220 54.46 55.31 54.46 54.90 +0.35 13,349 22,886 -64
May17 161220 54.86 55.77 54.86 55.44 +0.40 5,315 19,314 +37
Jun17 161220 55.20 56.08 55.20 55.82 +0.44 10,011 66,214 +153
Jul17 161220 56.00 56.28 55.84 56.06 +0.48 2,087 7,921 +60
Aug17 161220 55.98 56.36 55.98 56.19 +0.51 700 10,464 +81
Sep17 161220 55.65 56.33 55.65 56.27 +0.55 1,005 18,626 +52
Oct17 161220 56.32 56.32 56.32 56.32 +0.58 211 5,078 -1
Nov17 161220 56.35 56.35 56.35 56.35 +0.60 261 2,601 -59
Dec17 161220 56.12 56.52 56.12 56.37 +0.62 6,652 82,464 +439
Jan18 161220 56.30 56.30 56.30 56.30 +0.62 121 2,200 +9
Feb18 161220 56.22 56.22 56.22 56.22 +0.62 58 1,212 +32
Mar18 161220 56.13 56.13 56.13 56.13 +0.62 128 3,240 +4
Apr18 161220 56.02 56.02 56.02 56.02 +0.61 98 1,021 +58
May18 161220 55.92 55.92 55.92 55.92 +0.61 10 551 +7
Total Volume and Open Interest 166,941 522,394 -4,309
US Dollar Index(ICE)
Mar17 161220 103.090 103.625 102.975 103.287 +0.188 49,177 77,187 +1,904
Jun17 161220 103.030 103.610 102.965 103.257 +0.198 203 1,110 +91
Sep17 161220 103.010 103.530 102.965 103.183 +0.243 20 237 +4
Total Volume and Open Interest 62,816 87,218 -1,356
Australian Dollar(CME)
Dec16 161219 72.83 73.12 72.50 72.56 -0.36 115,270 30,820 -14,163
Mar17 161220 72.32 72.48 72.08 72.38 unch 91,140 70,535 +10,835
Jun17 161220 72.28 72.31 71.94 72.22 -0.01 32 91 +9
Total Volume and Open Interest 110,078 94,415 +3,779
British Pound(CME)
Dec16 161219 124.84 125.01 123.60 123.68 -1.06 166,422 56,128 -41,500
Mar17 161220 124.20 124.37 123.40 123.95 -0.33 106,964 201,313 +9,097
Jun17 161220 124.43 124.64 123.71 124.24 -0.32 117 780 -66
Total Volume and Open Interest 136,618 236,432 -12,969
Canadian Dollar(CME)
Dec16 161220 74.64 74.72 74.45 74.72 +0.18 21,699 26,506 -9,952
Mar17 161220 74.67 74.94 74.53 74.87 +0.24 64,520 77,641 +9,209
Jun17 161220 74.77 75.01 74.63 74.95 +0.23 28 1,661 +2
Sep17 161220 74.92 75.08 74.92 75.04 +0.23 3 436 +1
Total Volume and Open Interest 86,250 106,663 -740
Japanese Yen(CME)
Dec16 161219 84.84 85.60 84.84 85.53 +0.80 198,690 148,097 -13,709
Mar17 161220 85.75 85.81 84.90 85.21 -0.40 139,498 212,340 +17,112
Jun17 161220 85.54 86.20 85.32 85.62 -0.41 26 224 +1
Total Volume and Open Interest 180,517 352,165 +8,586
Swiss Franc(CME)
Dec16 161219 97.38 97.64 97.26 97.57 +0.26 50,460 41,968 -2,134
Mar17 161220 97.86 98.00 97.44 97.77 -0.14 41,282 56,216 +10,300
Jun17 161220 98.35 98.60 98.08 98.38 -0.15 11 76 +8
Total Volume and Open Interest 59,227 92,928 +4,967
EuroFX(CME)
Dec16 161219 104.48 104.79 104.11 104.41 +0.08 355,581 104,431 -60,861
Mar17 161220 104.47 104.64 103.98 104.36 -0.13 215,197 386,429 +22,327
Jun17 161220 105.00 105.15 104.50 104.87 -0.14 5,940 8,228 +5,233
Total Volume and Open Interest 289,242 467,126 -4,734
Mexican Peso(CME)
Dec16 161219 489.75 490.25 487.50 489.75 +1.38 82,811 40,232 -23,468
Jan17 161220 487.75 487.75 487.75 487.75 -1.25      
Total Volume and Open Interest 72,930 150,502 +2,082
Brazilian Real(CME)
Jan17 161220 296.10 298.60 295.00 297.55 +2.00 244 19,359 -17
Feb17 161220 294.50 295.95 294.05 295.00 +1.95 14 32 +10
Mar17 161220 294.75 294.75 293.10 293.10 +1.90 6 6,292 -1
Apr17 161220 290.60 290.60 290.60 290.60 +1.70      
Total Volume and Open Interest 264 25,683 -8
30-Year T-Bonds(CBOT)
Dec16 161220 150~030 150~030 149~180 149~280 -0~140 281 584 -168
Mar17 161220 148~290 149~040 148~010 148~130 -0~170 279,550 595,105 -3,841
Jun17 161220 147~170 147~170 147~170 147~170 -0~170 0 3 +0
Total Volume and Open Interest 279,831 595,692 -4,009
10-Year T-Notes(CBOT)
Dec16 161220 124~000 124~000 123~225 123~300 -0~030 10,007 17,786 -3,308
Mar17 161220 123~090 123~115 122~290 123~040 -0~045 1,324,475 3,042,729 -20,821
Jun17 161220 122~080 122~200 122~080 122~200 -0~045 1 3 +1
Total Volume and Open Interest 1,334,483 3,060,518 -24,128
5-Year T-Notes(CBOT)
Dec16 161220 117~182 117~202 117~182 117~194 -0~016 3,724 28,740 -1,749
Mar17 161220 117~010 117~026 116~256 116~302 -0~022 844,105 2,898,385 -18,067
Jun17 161220 116~202 116~202 116~202 116~202 -0~042 0 1 +0
Total Volume and Open Interest 847,829 2,927,126 -19,816
2 Year T-Notes(CBOT)
Dec16 161220 108~152 108~162 108~146 108~156 -0~004 3,058 6,879 -1,576
Mar17 161220 108~052 108~060 108~034 108~052 -0~002 297,507 1,105,647 -26,979
Jun17 161220 108~052 108~052 108~052 108~052 -0~002      
Total Volume and Open Interest 300,565 1,112,526 -28,555
Eurodollars(CME)
Mar17 161220 98.930 98.940 98.925 98.935 +0.005 370,743 1,379,270 +3,851
Jun17 161220 98.750 98.760 98.740 98.755 +0.005 302,072 1,298,888 -12,668
Sep17 161220 98.590 98.595 98.570 98.590 unch 363,360 1,128,976 +1,512
Dec17 161220 98.420 98.425 98.395 98.420 -0.005 718,225 1,326,354 -279,967
Mar18 161220 98.290 98.295 98.255 98.280 -0.010 448,258 1,009,284 +7,430
Jun18 161220 98.160 98.160 98.115 98.145 -0.010 326,438 642,452 -10,491
Sep18 161220 98.035 98.040 97.990 98.020 -0.015 238,153 468,025 -3,092
Dec18 161220 97.905 97.910 97.850 97.880 -0.020 406,780 727,381 -70,036
Mar19 161220 97.805 97.815 97.750 97.780 -0.025 265,029 588,604 -2,553
Jun19 161220 97.715 97.725 97.655 97.690 -0.020 214,034 506,690 -2,647
Sep19 161220 97.635 97.645 97.575 97.610 -0.020 224,298 427,255 -7,351
Dec19 161220 97.545 97.555 97.485 97.515 -0.020 312,867 365,805 -122,464
Mar20 161220 97.490 97.500 97.425 97.460 -0.020 150,559 265,191 +4,009
Jun20 161220 97.435 97.445 97.370 97.405 -0.020 103,221 155,137 +4,841
Sep20 161220 97.390 97.395 97.320 97.355 -0.020 102,780 129,166 +6,107
Dec20 161220 97.325 97.335 97.260 97.295 -0.020 87,874 145,094 -1,061
Mar21 161220 97.290 97.290 97.215 97.250 -0.020 61,142 97,419 -1,449
Jun21 161220 97.235 97.240 97.170 97.200 -0.025 48,615 86,387 -1,840
Total Volume and Open Interest 5,131,693 12,287,393 -473,830
Ultra T-Bond(CBOT)
Dec16 161220 158~18 159~05 158~18 158~18 -0~22 2,561 3,764 -2,039
Mar17 161220 158~10 158~18 157~02 157~14 -0~27 109,678 680,511 +6,459
Jun17 161220 156~24 156~24 156~24 156~24 -0~27      
Total Volume and Open Interest 112,239 684,275 +4,420
Ultra 10-Yr T-Note(CBOT)
Dec16 161220 132~280 133~030 132~280 133~005 -0~040 451 1,103 -208
Mar17 161220 132~205 132~245 132~025 132~110 -0~090 118,391 285,915 -5,095
Jun17 161220 132~110 132~110 132~110 132~110 -0~090      
Total Volume and Open Interest 118,842 287,018 -5,303
30 Day Federal Funds(CBOT)
Dec16 161220 99.465 99.465 99.463 99.465 unch 5,896 78,588 +171
Jan17 161220 99.355 99.360 99.355 99.355 unch 47,852 216,307 -3,241
Feb17 161220 99.345 99.350 99.345 99.345 unch 34,721 88,799 +212
Mar17 161220 99.315 99.320 99.310 99.315 unch 27,561 81,591 +695
Apr17 161220 99.290 99.295 99.290 99.290 -0.005 66,958 217,109 +22,977
May17 161220 99.250 99.260 99.245 99.255 unch 14,594 67,513 -1,441
Total Volume and Open Interest 233,907 1,004,323 +20,562
3-Mth Euro-Yen(CME)
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      
Jun19 160722 99.295 99.295 99.295 99.295 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar17 161219 99.95 99.95 99.95 99.95 unch      
Jun17 161219 99.95 99.95 99.95 99.95 unch      
Sep17 161219 99.95 99.95 99.95 99.95 unch      
Dec17 161219 99.95 99.95 99.95 99.95 unch      
Mar18 161219 99.96 99.96 99.96 99.96 unch      
Jun18 161219 99.82 99.82 99.82 99.82 unch      
Sep18 161219 99.68 99.68 99.68 99.68 unch      
Dec18 161219 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Mar17 161219 149.54 149.72 149.48 149.55 -0.03 1,028 14,186 -208
Jun17 161219 149.55 149.55 149.55 149.55 -0.03      
Sep17 161219 149.55 149.55 149.55 149.55 -0.03      
Total Volume and Open Interest 1,028 14,186 -208
Euro-Buxl(EUREX)
Mar17 161220 172.26 172.90 171.32 171.96 -0.26 36,781 201,359 +18,234
Jun17 161220 170.02 170.02 170.02 170.02 -0.26 7 4 -6
Sep17 161220 167.04 167.04 167.04 167.04 -0.26 13 10 +10
Total Volume and Open Interest 36,801 201,373 -84
Euro-Bund(EUREX)
Mar17 161220 163.20 163.29 162.84 163.04 -0.11 539,512 1,791,323 +244,688
Jun17 161220 159.87 160.09 159.70 159.86 -0.11 4 160 +12
Sep17 161220 159.86 159.86 159.86 159.86 -0.11      
Total Volume and Open Interest 539,516 1,791,483 +10,540
Euro-Bobl(EUREX)
Mar17 161220 133.44 133.45 133.28 133.31 -0.08 353,966 1,314,052 +109,057
Jun17 161220 131.09 131.09 131.09 131.09 -0.08 0 11 +1
Sep17 161220 131.09 131.09 131.09 131.09 -0.08      
Total Volume and Open Interest 353,966 1,314,063 -20,950
Euro-Schatz(EUREX)
Mar17 161220 112.33 112.34 112.29 112.30 -0.03 187,440 1,311,997 +91,858
Jun17 161220 112.19 112.19 112.19 112.19 -0.03 5 16 +0
Sep17 161220 112.19 112.19 112.19 112.19 -0.03      
Total Volume and Open Interest 187,445 1,312,013 -11,265
3-Mth Euribor(EUREX)
Dec16 161219 100.313 100.313 100.313 100.313 -0.003 0 2,979 +0
Mar17 161220 100.300 100.300 100.300 100.300 -0.005 12 3,828 +0
Jun17 161220 100.285 100.285 100.285 100.285 unch 111 33,572 +38
Total Volume and Open Interest 440 70,563 -2,793
Long Gilt(LIFFE)
Dec16 161220 123~27 124~05 123~27 124~05 -0~03 2,930 12,442 -210
Mar17 161220 123~14 123~26 123~04 123~16 -0~03 144,850 586,234 -5,458
Total Volume and Open Interest 147,780 598,676 -5,668
3-Mth Short Sterling(LIFFE)
Dec16 161220 99.63 99.64 99.63 99.63 +0.00 28,025 420,088 -2,931
Mar17 161220 99.59 99.61 99.59 99.60 unch 42,243 362,478 -612
Jun17 161220 99.55 99.57 99.55 99.55 unch 25,965 388,606 +676
Sep17 161220 99.51 99.52 99.50 99.50 -0.01 37,711 271,362 +2,142
Dec17 161220 99.46 99.48 99.45 99.45 -0.02 39,677 288,540 -3,902
Mar18 161220 99.42 99.43 99.40 99.40 -0.02 37,398 175,427 +3,396
Total Volume and Open Interest 464,017 2,727,814 +25,983
3-Mth Euribor(LIFFE)
Mar17 161220 100.305 100.305 100.300 100.305 +0.005 55,587 395,040 +928
Jun17 161220 100.285 100.290 100.280 100.285 unch 39,528 389,872 -3,003
Sep17 161220 100.270 100.275 100.265 100.270 unch 48,140 330,051 -2,582
Total Volume and Open Interest 509,405 3,260,850 -33,373
3-Mth Aus T-Bills(SFE)
Mar17 161220 98.19 98.20 98.16 98.18 -0.01 18,734 207,563 -429
Jun17 161220 98.17 98.19 98.14 98.15 -0.03 16,342 239,029 +1,022
Sep17 161220 98.11 98.13 98.08 98.09 -0.03 13,614 169,522 +1,641
Dec17 161220 98.03 98.04 97.99 98.00 -0.03 21,421 172,001 +735
Mar18 161220 97.92 97.94 97.88 97.90 -0.02 17,988 90,052 -2,611
Jun18 161220 97.81 97.84 97.78 97.80 -0.02 14,654 72,136 +2,894
Sep18 161220 97.70 97.74 97.68 97.69 -0.02 7,497 50,831 +776
Dec18 161220 97.59 97.65 97.57 97.58 -0.02 4,512 24,771 +1,838
Mar19 161220 97.48 97.54 97.48 97.48 -0.02 197 5,418 -9
Jun19 161220 97.38 97.38 97.37 97.37 -0.02 16 3,059 +13
Total Volume and Open Interest 115,107 1,035,564 +5,870
10-Year Aus T-Bonds(SFE)
Mar17 161220 97.10 97.16 97.09 97.12 +0.02 87,111 940,585 +16,506
Jun17 161220 97.12 97.12 97.12 97.12 +0.02      
Total Volume and Open Interest 87,111 940,585 -63,926
3-Year Aus T-Bonds(SFE)
Mar17 161220 97.94 97.98 97.91 97.92 -0.02 157,271 956,837 +64,985
Jun17 161220 97.92 97.92 97.92 97.92 -0.02      
Total Volume and Open Interest 157,271 956,837 -128,207
Gold(CMX)
Dec16 161220 1133.5 1133.5 1126.5 1131.5 -9.0 146 879 -440
Feb17 161220 1139.8 1141.7 1127.3 1133.6 -9.1 178,640 277,461 -575
Apr17 161220 1142.8 1143.5 1129.9 1136.3 -9.1 4,026 37,697 +370
Jun17 161220 1145.9 1146.6 1133.5 1139.1 -9.0 2,114 37,595 +215
Aug17 161220 1145.0 1145.0 1138.0 1141.9 -9.0 908 10,725 +53
Oct17 161220 1147.6 1148.1 1139.5 1145.0 -9.0 172 3,273 +46
Dec17 161220 1153.6 1155.4 1142.0 1148.1 -8.9 472 21,247 -36
Feb18 161220 1147.0 1151.4 1147.0 1151.4 -8.9 1 207 +0
Apr18 161220 1154.9 1162.5 1154.9 1154.9 -8.9 4 162 -1
Jun18 161220 1158.6 1158.6 1155.0 1158.6 -8.9 0 4,211 +0
Aug18 161220 1162.3 1162.3 1162.3 1162.3 -8.9 0 6 +0
Oct18 161220 1166.0 1166.0 1162.1 1166.0 -8.9 0 1 +0
Total Volume and Open Interest 188,221 401,792 -6
Silver(CMX)
Dec16 161220 1571.0 1605.4 1570.0 1605.4 +2.8 135 326 -367
Mar17 161220 1601.5 1616.5 1567.5 1611.7 +2.8 56,461 131,701 -949
May17 161220 1615.5 1618.0 1575.5 1616.9 +2.8 1,747 14,453 +122
Jul17 161220 1603.0 1622.0 1586.0 1621.9 +2.9 320 5,535 +113
Sep17 161220 1591.0 1626.9 1587.0 1626.9 +2.9 172 1,123 +14
Dec17 161220 1612.0 1635.0 1593.5 1634.9 +2.9 140 5,172 +27
Mar18 161220 1643.7 1730.0 1643.7 1643.7 +2.9 0 14 +0
Total Volume and Open Interest 60,087 160,343 -1,227
Platinum(NYMEX)
Jan17 161220 917.3 924.4 901.3 924.0 +6.7 22,374 37,176 -2,444
Apr17 161220 919.1 927.0 903.6 926.7 +6.9 3,292 27,370 +648
Jul17 161220 916.5 930.4 911.8 930.4 +7.0 176 1,699 +51
Oct17 161220 925.0 934.0 913.1 934.0 +7.0 8 216 +0
Total Volume and Open Interest 25,867 66,516 -1,768
Palladium(NYMEX)
Dec16 161220 671.35 671.35 671.35 671.35 -8.00 5 25 +0
Mar17 161220 677.10 680.80 663.45 670.85 -7.85 7,998 25,446 -860
Jun17 161220 668.95 671.95 665.20 671.80 -7.85 6 524 +2
Total Volume and Open Interest 8,013 26,013 -858
Copper(CMX)
Dec16 161220 249.40 249.95 248.10 249.95 +0.30 631 2,000 -378
Mar17 161220 249.95 251.10 248.35 250.25 +0.30 58,018 157,498 -2,271
May17 161220 250.50 251.55 249.45 250.95 +0.30 2,096 27,601 -79
Jul17 161220 250.85 251.60 250.15 251.50 +0.35 1,631 20,139 +691
Sep17 161220 252.20 252.20 250.40 251.85 +0.30 287 6,854 -39
Total Volume and Open Interest 65,737 237,220 -182
E-mini DJIA Index(CBOT)
Mar17 161220 19838 19933 19833 19899 +62 129,984 127,044 +2,823
Jun17 161220 19779 19865 19770 19838 +66 37 117 +2
Sep17 161220 19786 19786 19753 19786 +99      
Dec17 161220 19744 19744 19580 19744 +142      
Total Volume and Open Interest 130,021 127,161 -33,491
S & P 500(CME)
Mar17 161220 2262.20 2267.40 2262.20 2266.50 +6.40 9,988 52,748 +4,044
Jun17 161220 2261.20 2263.80 2261.20 2261.20 +6.40 0 1,892 +0
Sep17 161220 2256.80 2259.40 2256.80 2256.80 +6.40 0 27 +0
Dec17 161220 2252.00 2254.60 2252.00 2252.00 +6.40      
Total Volume and Open Interest 9,988 54,667 +4,039
S & P 500 E-Mini(Globex)
Mar17 161220 2260.25 2269.50 2260.00 2266.50 +6.50 1,415,262 2,726,523 +48,154
Jun17 161220 2256.25 2264.00 2255.50 2261.25 +6.50 1,007 7,986 +163
Sep17 161220 2255.75 2257.00 2255.75 2256.75 +6.25 6 169 -2
Dec17 161220 2245.00 2252.00 2245.00 2252.00 +6.50 0 46 +0
Total Volume and Open Interest 1,416,275 2,734,724 -660,853
NASDAQ 100 E-Mini(Globex)
Mar17 161220 4939.50 4963.30 4938.50 4956.00 +17.20 185,358 219,937 +2,867
Jun17 161220 4942.00 4959.50 4938.00 4953.50 +17.20 52 197 +23
Sep17 161220 4956.00 4956.30 4951.00 4956.30 +17.30 2 33 +0
Total Volume and Open Interest 185,412 220,181 -96,572
S&P Midcap 400(CME) e-Mini
Dec16 161216 1674.40 1676.00 1669.90 1674.40 +3.00 8,085 12,763 -5,036
Mar17 161220 1678.30 1688.70 1677.00 1686.40 +9.50 21,913 96,569 -1,631
Jun17 161220 1676.70 1677.20 1676.70 1676.70 +9.50      
Total Volume and Open Interest 21,913 96,569 -14,570
Volatility Index(CBOE)
Dec16 161220 12.15 12.20 11.40 11.58 -0.55 95,629 119,879 -27,004
Jan17 161220 14.50 14.60 14.20 14.23 -0.25 77,725 194,322 +25,613
Feb17 161220 16.00 16.07 15.73 15.78 -0.20 44,719 47,176 +3,760
Mar17 161220 17.15 17.22 16.95 16.98 -0.15 12,975 30,856 +343
Total Volume and Open Interest 243,253 450,693 +6,843
Russell 2000 Mini(ICE)
Mar17 161220 1373.10 1386.80 1372.50 1383.30 +10.00 136,789 674,891 -1,132
Jun17 161220 1383.70 1385.20 1375.10 1380.30 +10.00 0 343 +0
Sep17 161220 1377.30 1377.30 1377.30 1377.30 +10.00 0 201 +0
Total Volume and Open Interest 136,789 675,515 -104,471
Nikkei 225(CME)
Mar17 161220 19435 19680 19390 19595 +150 9,010 29,884 +220
Jun17 161220 19520 19520 19520 19520 +150      
Total Volume and Open Interest 9,010 29,884 +220
Nikkei 225(SGX)
Mar17 161220 19505 19580 19475 19475 +70 84,262 194,615 +5,084
Jun17 161220 19380 19435 19350 19350 +70 66 327 -3
Sep17 161219 19250 19250 19250 19250 +120 0 5 +0
Total Volume and Open Interest 55,394 191,598 +999
Nikkei 225 Mini(JPX)
Dec16 161208 18525 18790 18485 18790 +290 877,826 406,905 -30,967
Mar17 161219 19400 19415 19230 19370 +80 635,123 264,568 +8,686
Jun17 161219 19260 19280 19100 19230 +70 4,898 4,898 +664
Total Volume and Open Interest 679,929 401,567 +9,959
Nikkei 225(JPX)
Dec16 161208 18530 18790 18490 18790 +290 173,401 259,863 -101,754
Mar17 161219 19400 19410 19230 19370 +80 56,170 334,248 +4,523
Jun17 161219 19260 19270 19110 19230 +70 278 18,037 +75
Total Volume and Open Interest 56,489 427,929 +4,599
Nikkei 225(CME) Yen
Dec16 161208 18630 18920 18610 18860 +230 67,553 53,178 -9,334
Mar17 161220 19360 19615 19325 19540 +165 44,756 57,379 +128
Jun17 161220 19410 19410 19235 19410 +165 1 2 -1
Total Volume and Open Interest 44,757 57,382 +127
Nikkei 225(CME) e-Mini Yen
Dec16 161208 18860 18900 18860 18860 +230 0 307 +0
Mar17 161220 19510 19540 19510 19540 +170 1 89 +0
Jun17 161220 19410 19410 19410 19410 +170      
Total Volume and Open Interest 1 89 +0
CAC 40(EURONEXT)
Jan17 161220 4817.0 4847.5 4809.5 4844.0 +27.0 118,263 304,243 +25,495
Feb17 161220 4826.0 4841.5 4820.0 4841.5 +27.5 18 104 +9
Mar17 161220 4822.0 4841.5 4818.0 4839.0 +26.0 1,302 9,064 +261
Total Volume and Open Interest 140,895 313,473 -70,979
Hang Seng Index(HKFE)
Dec16 161220 21855 21875 21662 21704 -152 94,290 131,444 -3,800
Jan17 161220 21866 21885 21675 21718 -158 1,932 6,310 +939
Total Volume and Open Interest 96,922 144,168 -2,622
DAX(EUREX)
Mar17 161220 11415.5 11476.5 11408.5 11468.5 +51.5 97,982 153,138 +24,287
Jun17 161220 11470.0 11492.5 11448.0 11492.5 +52.5 185 731 +120
Sep17 161220 11469.5 11481.5 11469.5 11481.5 +51.5 0 1  
Total Volume and Open Interest 106,412 153,870  
Mini-DAX(EUREX)
Dec16 161216 11374.0 11452.0 11352.0 11406.5 +25.5 21,293 14,501 -209
Mar17 161220 11413.0 11474.0 11407.0 11468.5 +51.5 22,338 7,394 +3,147
Jun17 161220 11446.0 11492.5 11435.0 11492.5 +52.5 147 299 +64
Total Volume and Open Interest 23,985 7,693 +777
FT-SE 100(EURONEXT)
Mar17 161220 6951.00 6985.00 6931.50 6980.50 +31.00 132,308 729,622 +4,740
Jun17 161220 6894.00 6907.50 6887.50 6907.50 +31.00 25 29,312 +9
Sep17 161220 6848.50 6848.50 6848.50 6848.50 +31.00      
Total Volume and Open Interest 132,333 758,934 -58,814
SPI 200(SFE)
Mar17 161220 5530.0 5564.0 5511.0 5552.0 +24.0 32,727 260,555 +3,623
Jun17 161220 5536.0 5536.0 5536.0 5536.0 +24.0 1 1,412 +1
Sep17 161220 5486.0 5486.0 5486.0 5486.0 +24.0 0 1,530 +0
Total Volume and Open Interest 32,771 263,727 -109,555
FTSE MIB(ISE)
Mar17 161220 18895.00 19190.00 18880.00 19156.00 +263.00 35,214 36,057 -862
Jun17 161220 18735.00 18751.00 18735.00 18751.00 +258.00 12 12 +10
Total Volume and Open Interest 35,226 36,069 -14,968
KOSPI 200(KFE)
Mar17 161220 259.45 259.45 259.25 259.35 +0.35 93,632 123,629 -2,091
Jun17 161220 260.00 260.50 259.65 260.00 +0.40 117 3,920 +10
Sep17 161220 261.25 261.25 261.25 261.25 +0.40 0 223 +49
Total Volume and Open Interest 93,749 133,782 -2,032
GSCI(CME)
Jan17 161220 392.85 394.25 391.60 391.70 -0.50 797 14,238 -736
Feb17 161220 394.40 394.40 394.40 394.40 -0.50      
Mar17 161220 400.50 400.50 400.50 400.50 -0.50      
Total Volume and Open Interest 797 14,238 -736
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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