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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed December 21, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161221 1005.25 1012.25 1005.00 1006.75 +1.50 136,168 137,653 -15,098
Mar17 161221 1016.25 1022.50 1015.25 1017.00 +1.25 78,431 320,401 +9,961
May17 161221 1025.00 1031.50 1024.25 1026.25 +1.25 26,573 88,300 +1,610
Jul17 161221 1031.50 1038.00 1030.50 1033.00 +1.50 20,651 95,973 +1,851
Aug17 161221 1032.75 1034.75 1028.25 1030.00 +0.75 501 6,583 +2
Sep17 161221 1012.75 1016.50 1011.00 1012.25 +0.50 391 2,408 +117
Nov17 161221 996.50 1002.00 995.00 997.50 +0.75 5,584 72,644 +649
Jan18 161221 998.00 1004.00 997.00 1000.25 +1.50 129 2,985 +12
Mar18 161221 994.75 997.00 992.25 994.25 +1.75 89 2,322 +10
May18 161221 992.00 996.25 992.00 993.25 +1.75 49 480 +24
Jul18 161221 996.75 996.75 992.75 993.50 +1.00 5 742 +3
Aug18 161221 986.25 986.25 986.25 986.25 +1.00 0 18 +0
Sep18 161221 976.00 976.00 976.00 976.00 +2.75 0 17 +0
Nov18 161221 968.25 968.50 965.00 966.25 +1.75 63 1,063 +15
Total Volume and Open Interest 268,634 731,617 -844
Soybean Meal(CBOT)
Jan17 161221 308.90 311.20 308.00 309.50 +0.70 43,130 47,474 -7,268
Mar17 161221 313.10 315.30 312.10 313.60 +0.60 34,375 163,107 +3,478
May17 161221 316.20 317.90 315.00 316.40 +0.40 11,882 51,131 +714
Jul17 161221 319.50 321.20 318.40 319.80 +0.30 7,633 49,328 +1,583
Aug17 161221 319.10 320.00 317.50 318.90 +0.30 394 7,350 -41
Sep17 161221 316.20 317.60 315.10 316.50 +0.20 511 5,798 -46
Oct17 161221 312.40 313.00 310.80 311.90 -0.20 446 5,289 -10
Dec17 161221 312.90 313.80 311.10 312.50 -0.20 2,589 23,031 +608
Jan18 161221 311.70 313.20 311.30 312.30 +0.10 2 902 +2
Mar18 161221 311.10 311.10 309.90 310.60 +0.40 0 1,035 +0
Total Volume and Open Interest 100,962 355,770 -980
Soybean Oil(CBOT)
Jan17 161221 36.06 36.30 35.90 36.04 -0.02 58,378 77,832 -7,648
Mar17 161221 36.31 36.59 36.19 36.34 -0.01 40,709 180,991 +8,160
May17 161221 36.51 36.79 36.39 36.54 unch 11,282 63,252 +2,271
Jul17 161221 36.76 36.96 36.57 36.73 -0.01 7,854 57,843 +1,600
Aug17 161221 36.74 36.85 36.50 36.64 +0.01 536 6,528 +57
Sep17 161221 36.45 36.66 36.30 36.43 +0.01 626 5,360 +141
Oct17 161221 36.00 36.34 35.96 36.07 +0.01 169 4,634 -2
Dec17 161221 35.97 36.30 35.84 36.03 +0.02 1,461 13,966 +111
Jan18 161221 36.00 36.23 35.91 36.02 +0.04 0 561 +0
Mar18 161221 36.00 36.17 35.89 35.98 -0.05 0 554 +0
Total Volume and Open Interest 121,015 412,061 +4,690
Canola(WCE)
Jan17 161221 512.1 514.4 509.5 511.6 -0.1 17,549 46,614 -15,248
Mar17 161221 521.5 524.0 519.0 520.9 -0.2 20,352 102,700 +14,296
May17 161221 525.6 529.3 524.4 526.3 +0.5 2,474 27,773 +698
Jul17 161221 528.7 532.1 527.5 529.6 +0.9 1,826 16,177 -206
Nov17 161221 501.7 504.0 499.5 502.2 +0.5 1,133 15,276 +568
Total Volume and Open Interest 43,488 210,390 +262
Corn(CBOT)
Mar17 161221 350.00 351.25 346.75 347.25 -3.00 93,939 692,715 -3,863
May17 161221 356.75 357.75 353.75 354.00 -3.00 16,665 169,113 +502
Jul17 161221 364.50 365.50 361.25 361.50 -3.00 11,668 168,598 +73
Sep17 161221 371.75 373.00 368.75 369.00 -3.25 3,468 58,065 +787
Dec17 161221 381.50 382.50 378.00 378.25 -3.50 6,545 108,020 -837
Mar18 161221 390.00 391.00 387.00 387.25 -3.25 321 10,074 +58
May18 161221 396.50 396.50 392.50 393.00 -3.25 24 1,729 -16
Jul18 161221 399.00 400.00 397.25 397.50 -3.00 57 1,916 +12
Sep18 161221 394.00 394.00 393.25 393.25 -2.75 19 859 +0
Dec18 161221 398.00 398.25 394.00 394.75 -3.25 84 7,354 +21
Total Volume and Open Interest 132,790 1,218,673 -3,263
Wheat(CBOT)
Mar17 161221 402.50 404.50 399.00 399.50 -3.75 52,115 263,073 +1,072
May17 161221 415.25 417.00 411.50 412.25 -3.75 12,060 70,038 +1,838
Jul17 161221 429.50 430.75 425.75 426.50 -4.00 10,382 67,699 +1,813
Sep17 161221 444.75 444.75 440.25 441.00 -3.50 1,614 12,753 -21
Dec17 161221 462.00 462.00 458.25 458.75 -2.75 1,478 25,057 +327
Mar18 161221 472.25 472.50 472.00 472.00 -1.25 3 3,904 +0
Total Volume and Open Interest 77,669 444,111 +5,035
Wheat(KCBT)
Mar17 161221 410.50 413.00 408.25 409.25 -3.50 21,312 129,332 -3,255
May17 161221 422.50 424.50 420.25 420.75 -3.75 8,664 34,086 -998
Jul17 161221 435.75 436.50 431.75 432.50 -4.00 9,775 63,549 -649
Sep17 161221 448.50 449.75 445.50 446.00 -4.25 2,189 8,008 +181
Dec17 161221 468.00 468.00 464.00 464.25 -4.00 885 9,041 -18
Mar18 161221 478.50 478.50 477.00 477.25 -3.00 57 3,176 +19
May18 161221 485.50 485.75 485.50 485.75 -3.25 12 940 +1
Total Volume and Open Interest 42,910 248,665 -4,713
Wheat(MGE)
Mar17 161221 539.00 542.50 538.50 539.50 -1.25 6,030 33,592 -317
May17 161221 536.75 538.75 536.00 536.25 -1.50 569 13,270 +129
Jul17 161221 540.75 541.75 538.50 539.00 -1.50 346 5,927 -39
Sep17 161221 546.50 546.50 544.00 544.50 -1.25 218 4,059 +38
Dec17 161221 553.00 553.00 552.25 552.25 -1.75 173 2,937 +31
Mar18 161221 560.50 561.00 560.00 560.75 +1.00 3 137 +3
Total Volume and Open Interest 7,340 60,045 -155
Oats(CBOT)
Mar17 161221 223.25 226.00 223.00 223.25 -0.50 155 5,819 -40
May17 161221 223.75 225.75 223.00 223.25 -0.50 32 1,046 +16
Jul17 161221 225.00 225.00 224.25 224.25 -1.25 0 148 +0
Sep17 161221 225.25 225.25 225.25 225.25 -0.75 0 3 +0
Total Volume and Open Interest 187 7,117 -24
Rough Rice(CBOT)
Jan17 161221 9.48 9.52 9.36 9.36 -0.10 1,037 5,064 -842
Mar17 161221 9.72 9.77 9.61 9.61 -0.10 1,009 6,976 +599
May17 161221 9.97 9.98 9.87 9.87 -0.11 153 335 +80
Jul17 161221 10.06 10.06 10.06 10.06 -0.10 0 21 +0
Total Volume and Open Interest 2,199 12,404 -163
Live Cattle(CME)
Dec16 161221 111.900 113.450 111.900 113.285 +1.185 4,793 4,351 -1,428
Feb17 161221 115.300 116.480 115.135 116.230 +0.730 20,385 122,897 -844
Apr17 161221 113.550 114.550 113.430 114.450 +0.620 11,899 69,786 -29
Jun17 161221 104.000 104.750 103.885 104.650 +0.350 7,410 60,529 +281
Aug17 161221 99.600 100.400 99.600 100.330 +0.500 2,792 21,481 +623
Oct17 161221 99.350 99.980 99.285 99.950 +0.350 1,505 11,750 +481
Total Volume and Open Interest 49,833 295,845 -913
Feeder Cattle(CME)
Jan17 161221 129.825 130.880 128.900 130.235 +0.235 3,490 13,159 -536
Mar17 161221 125.635 126.700 125.100 126.200 +0.350 3,070 18,149 +63
Apr17 161221 125.200 126.285 124.785 125.930 +0.630 737 4,536 +50
May17 161221 123.885 124.900 123.700 124.750 +0.600 669 5,561 +37
Aug17 161221 124.150 124.980 123.950 124.885 +0.535 260 2,530 +47
Sep17 161221 122.830 122.850 122.180 122.830 +0.630 12 264 +0
Oct17 161221 121.050 121.050 121.050 121.050 +0.070 0 74 +0
Total Volume and Open Interest 8,240 44,294 -337
Lean Hogs(CME)
Feb17 161221 63.830 65.475 62.900 64.900 +0.900 25,043 87,253 -1,569
Apr17 161221 67.350 68.080 66.785 68.000 +0.525 13,819 45,832 +1,067
May17 161221 72.500 73.080 72.500 72.885 +0.285 195 1,304 +15
Jun17 161221 76.200 76.980 75.900 76.850 +0.520 6,585 24,815 +57
Jul17 161221 75.980 76.635 75.850 76.430 +0.180 934 10,222 +29
Aug17 161221 76.385 77.000 76.135 76.580 -0.150 665 15,063 +73
Oct17 161221 65.500 66.000 65.150 65.800 +0.050 548 5,238 +178
Dec17 161221 60.350 61.130 60.035 61.080 +0.530 299 1,903 +189
Total Volume and Open Interest 48,113 191,894 +58
Class III Milk(CME)
Dec16 161221 17.33 17.37 17.30 17.31 -0.02 20 6,197 -20
Jan17 161221 17.04 17.11 16.55 16.62 -0.37 549 4,946 -117
Feb17 161221 17.29 17.29 16.81 16.90 -0.30 155 4,123 +41
Mar17 161221 17.50 17.50 17.11 17.20 -0.21 99 3,720 -9
Apr17 161221 17.64 17.65 17.36 17.40 -0.19 113 2,801 +26
May17 161221 17.65 17.65 17.44 17.49 -0.14 41 2,670 +3
Jun17 161221 17.64 17.66 17.51 17.58 -0.06 40 2,340 -2
Jul17 161221 17.74 17.78 17.70 17.74 +0.03 56 1,367 +42
Aug17 161221 17.80 17.80 17.76 17.78 +0.02 8 1,376 +4
Sep17 161221 17.90 17.90 17.83 17.85 unch 19 1,308 +9
Oct17 161221 17.75 17.75 17.68 17.69 -0.02 13 1,080 +0
Nov17 161221 17.55 17.56 17.50 17.51 -0.04 27 1,112 +17
Dec17 161221 17.26 17.27 17.25 17.26 +0.04 34 972 +0
Total Volume and Open Interest 1,210 34,836 +13
Cocoa(ICE)
Mar17 161221 2256 2287 2252 2279 +23 13,593 127,247 -1,298
May17 161221 2254 2279 2248 2271 +20 3,343 52,291 +41
Jul17 161221 2256 2277 2249 2270 +18 1,613 32,507 +132
Sep17 161221 2272 2284 2266 2274 +16 311 14,420 -106
Dec17 161221 2291 2293 2275 2286 +16 212 7,910 -45
Mar18 161221 2306 2306 2287 2298 +14 276 9,690 -220
May18 161221 2322 2322 2316 2316 +13 19 3,247 +0
Total Volume and Open Interest 19,387 249,772 -1,487
Coffee "C"(ICE)
Dec16 161219 141.15 141.20 138.85 141.20 +3.00 2 99 -2
Mar17 161221 143.10 144.80 142.35 144.55 +0.70 11,847 96,724 +749
May17 161221 145.60 147.00 144.75 146.75 +0.65 3,274 39,738 -22
Jul17 161221 148.00 149.20 147.00 149.05 +0.70 2,346 21,667 +615
Sep17 161221 149.75 151.05 149.15 150.95 +0.75 681 12,306 +126
Dec17 161221 152.90 153.85 152.55 153.85 +0.70 243 11,200 +158
Total Volume and Open Interest 18,397 187,437 +1,614
Orange Juice(ICE)
Jan17 161221 201.80 203.00 197.55 197.85 -3.95 2,346 6,310 -1,511
Mar17 161221 198.75 199.75 194.00 194.85 -3.70 1,814 7,033 +1,177
May17 161221 197.65 197.65 193.30 193.30 -3.95 148 674 +32
Jul17 161221 195.70 195.70 191.75 191.75 -4.00 41 256 +7
Sep17 161221 189.95 189.95 189.95 189.95 -4.20 0 32 +0
Nov17 161221 187.80 187.80 187.80 187.80 -4.20 0 3 +0
Total Volume and Open Interest 4,349 14,309 -295
Sugar #11(ICE)
Mar17 161221 18.28 18.45 18.12 18.20 -0.05 28,961 366,618 -2,877
May17 161221 18.10 18.22 17.93 18.00 -0.06 13,911 164,346 +1,638
Jul17 161221 17.84 17.97 17.72 17.81 -0.03 8,867 112,601 +2,651
Oct17 161221 17.81 17.92 17.70 17.80 -0.02 2,249 77,282 +129
Mar18 161221 17.93 18.00 17.82 17.92 -0.02 1,214 42,661 +100
May18 161221 17.52 17.59 17.44 17.53 -0.03 422 16,460 +145
Jul18 161221 17.14 17.22 17.07 17.18 -0.02 256 11,678 +15
Oct18 161221 17.12 17.20 17.03 17.15 -0.02 306 11,106 +153
Total Volume and Open Interest 56,303 810,034 +2,020
London Cocoa(LCE)
Mar17 161221 1849 1861 1838 1852 +8 13,778 115,626 +190
May17 161221 1851 1865 1845 1853 +7 5,823 67,460 +1,132
Jul17 161221 1864 1884 1863 1871 +7 2,260 29,678 -1
Sep17 161221 1878 1895 1876 1881 +5 1,770 32,463 +36
Dec17 161221 1886 1893 1878 1883 +3 2,438 23,525 +317
Mar18 161221 1895 1905 1891 1896 +4 496 16,078 -26
May18 161221 1908 1911 1908 1911 +4 10 4,693 -3
Total Volume and Open Interest 26,575 291,239 +1,645
London Sugar(LCE)
Mar17 161221 493.10 496.60 489.90 491.80 -0.80 2,472 34,480 +173
May17 161221 489.90 493.50 487.00 488.60 -1.30 678 21,172 +249
Aug17 161221 484.60 485.70 482.00 483.40 -1.20 1,496 10,451 +661
Oct17 161221 472.70 474.00 472.00 473.70 -1.60 186 10,139 +53
Dec17 161221 467.60 469.40 467.40 469.10 -1.00 33 2,846 +31
Total Volume and Open Interest 5,004 82,828 +1,258
Cotton(ICE)
Mar17 161221 69.34 70.92 69.34 70.13 +0.79 27,404 169,968 -6,337
May17 161221 69.85 71.30 69.74 70.48 +0.71 5,925 41,959 +556
Jul17 161221 70.14 71.60 70.13 70.84 +0.67 2,361 14,935 +80
Oct17 161221 70.46 70.46 69.73 69.73 +0.22 27 61 +27
Dec17 161221 68.95 69.95 68.95 69.13 +0.50 1,251 19,254 +491
Mar18 161221 69.52 69.52 69.05 69.05 +0.45 51 411 +40
Total Volume and Open Interest 37,019 247,375 -5,143
Lumber(CME)
Jan17 161221 310.6 312.0 305.9 308.8 -2.1 268 1,546 -170
Mar17 161221 319.0 322.5 315.2 320.3 +0.4 251 2,128 +184
May17 161221 327.0 327.5 326.2 326.9 -3.4 62 298 +43
Jul17 161221 334.0 334.0 334.0 334.0 -1.5 1 53 +0
Total Volume and Open Interest 582 4,056 +57
Crude Oil(NYM)
Feb17 161221 53.56 53.79 52.32 52.49 -0.81 482,552 475,902 +28,602
Mar17 161221 54.34 54.64 53.25 53.38 -0.81 90,435 338,350 -4,394
Apr17 161221 55.11 55.31 54.00 54.10 -0.80 40,941 134,243 +2,278
May17 161221 55.59 55.83 54.57 54.66 -0.78 27,064 119,679 -1,432
Jun17 161221 56.00 56.21 54.96 55.07 -0.75 41,165 210,936 +326
Jul17 161221 56.26 56.41 55.24 55.33 -0.73 12,424 54,193 +302
Aug17 161221 56.41 56.47 55.38 55.48 -0.71 5,696 45,308 +292
Sep17 161221 56.40 56.58 55.46 55.56 -0.71 10,117 70,383 -622
Oct17 161221 56.56 56.60 55.50 55.61 -0.71 1,303 37,286 +224
Nov17 161221 56.52 56.64 55.54 55.65 -0.70 1,346 34,154 +55
Dec17 161221 56.51 56.72 55.57 55.67 -0.70 29,712 196,922 -1,364
Jan18 161221 55.50 55.60 55.50 55.60 -0.70 798 34,230 -52
Feb18 161221 55.53 55.53 55.53 55.53 -0.69 792 13,405 +79
Mar18 161221 55.45 55.45 55.45 55.45 -0.68 1,016 24,300 -96
Apr18 161221 55.35 55.35 55.35 55.35 -0.67 269 6,760 -5
May18 161221 55.26 55.26 55.26 55.26 -0.66 156 5,179 -5
Total Volume and Open Interest 895,707 2,040,805 -26,103
e-miNY Crude Oil(NYM)
Feb17 161221 53.550 53.775 52.300 52.500 -0.800 8,653 2,031 +228
Mar17 161221 54.350 54.600 53.225 53.375 -0.825 162 595 +53
Apr17 161221 55.050 55.300 54.025 54.100 -0.800 28 422 +9
May17 161221 54.650 55.625 54.650 54.650 -0.800 11 65 -2
Jun17 161221 56.100 56.100 55.075 55.075 -0.750 28 133 +10
Jul17 161221 56.350 56.350 55.325 55.325 -0.725 14 143 -6
Aug17 161221 55.475 56.350 55.475 55.475 -0.725 1 165 +1
Sep17 161221 55.550 56.425 55.550 55.550 -0.725 1 47 +1
Oct17 161221 55.600 56.450 55.600 55.600 -0.725 3 24 +1
Nov17 161221 55.650 55.650 55.650 55.650 -0.700 0 19 +0
Total Volume and Open Interest 8,901 3,845 -1,616
NY Harbor ULSD(NYM)
Jan17 161221 167.75 167.99 163.63 164.01 -2.87 40,197 53,633 -7,128
Feb17 161221 169.78 170.04 165.60 166.07 -2.81 34,192 100,386 +1,425
Mar17 161221 170.79 171.29 167.07 167.56 -2.63 20,144 82,727 -561
Apr17 161221 171.38 171.53 167.62 168.10 -2.49 9,652 40,932 +788
May17 161221 171.91 172.18 168.47 168.86 -2.46 4,930 26,290 -451
Jun17 161221 172.94 173.21 169.22 169.67 -2.41 5,984 46,854 +815
Jul17 161221 173.74 174.04 170.66 170.80 -2.32 2,041 11,178 +764
Aug17 161221 174.33 174.95 171.35 171.82 -2.21 671 4,820 +104
Sep17 161221 175.79 176.06 172.63 172.83 -2.09 918 8,653 -27
Oct17 161221 175.64 176.13 173.25 173.71 -1.98 414 5,482 +20
Nov17 161221 176.37 176.72 174.13 174.44 -1.86 211 3,968 +53
Dec17 161221 177.63 178.03 174.61 175.08 -1.75 1,171 35,500 -281
Jan18 161221 175.90 175.90 175.87 175.87 -1.67 16 3,002 +4
Feb18 161221 176.15 176.15 176.15 176.15 -1.59 5 1,835 -1
Total Volume and Open Interest 120,650 440,185 -4,568
RBOB Gasoline(NYM)
Jan17 161221 160.44 161.33 159.06 160.55 +1.19 38,023 48,280 -8,875
Feb17 161221 162.43 162.90 160.65 162.02 +0.91 31,356 103,916 +2,392
Mar17 161221 163.96 164.55 162.39 163.69 +0.53 11,880 65,494 +1,932
Apr17 161221 182.89 183.45 180.64 181.78 -0.76 6,815 41,729 +893
May17 161221 183.97 184.34 182.21 182.86 -0.84 6,195 25,961 +1,238
Jun17 161221 183.67 184.21 181.45 182.50 -0.97 4,760 34,226 -360
Jul17 161221 182.80 182.80 180.53 180.98 -1.11 1,877 11,504 +370
Aug17 161221 180.26 180.55 178.20 178.76 -1.20 1,127 4,958 -13
Sep17 161221 177.54 177.75 175.50 175.97 -1.24 1,690 13,739 +261
Oct17 161221 162.72 162.90 162.40 162.80 -1.22 905 5,057 +92
Total Volume and Open Interest 106,944 386,474 -2,209
e-miNY RBOB Gasoline(NYM)
Jan17 161221 159.50 160.55 159.50 160.55 +1.19 0 1 +0
Feb17 161221 162.02 162.02 162.02 162.02 +0.91      
Mar17 161221 163.69 163.69 163.69 163.69 +0.53      
Apr17 161221 181.78 181.78 181.78 181.78 -0.76      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan17 161221 3.311 3.593 3.307 3.542 +0.279 119,326 74,124 -21,069
Feb17 161221 3.327 3.609 3.327 3.567 +0.270 56,890 157,333 +3,261
Mar17 161221 3.327 3.566 3.321 3.527 +0.243 44,106 255,636 -486
Apr17 161221 3.258 3.437 3.255 3.407 +0.191 34,375 116,095 -165
May17 161221 3.249 3.403 3.248 3.380 +0.172 14,968 100,401 -499
Jun17 161221 3.286 3.422 3.281 3.401 +0.163 6,314 39,418 +139
Jul17 161221 3.311 3.450 3.311 3.426 +0.156 9,738 51,475 +509
Aug17 161221 3.310 3.431 3.308 3.416 +0.150 6,584 32,929 +31
Sep17 161221 3.288 3.408 3.288 3.396 +0.147 6,482 33,301 -936
Oct17 161221 3.300 3.436 3.300 3.413 +0.145 17,957 84,484 -633
Nov17 161221 3.349 3.463 3.349 3.451 +0.139 9,255 32,141 +360
Dec17 161221 3.486 3.570 3.468 3.556 +0.127 4,536 34,434 -163
Jan18 161221 3.559 3.645 3.555 3.638 +0.121 5,025 37,110 -139
Feb18 161221 3.511 3.586 3.511 3.586 +0.112 1,026 12,742 +33
Mar18 161221 3.462 3.490 3.429 3.482 +0.102 3,522 33,734 +435
Apr18 161221 2.909 2.930 2.897 2.930 +0.070 3,410 39,434 +1,161
Total Volume and Open Interest 346,483 1,227,074 -17,716
Brent Crude Oil(ICE)
Feb17 161221 55.52 55.87 54.32 54.46 -0.89 228,387 275,187 -16,887
Mar17 161221 56.20 56.50 55.12 55.22 -0.80 178,038 510,194 +2,562
Apr17 161221 56.82 57.08 55.77 55.87 -0.75 60,404 186,706 +10,196
May17 161221 57.35 57.57 56.30 56.40 -0.72 42,341 137,817 +1,144
Jun17 161221 57.70 57.95 56.70 56.81 -0.70 64,964 247,723 -1,983
Jul17 161221 57.93 58.17 56.96 57.07 -0.67 10,836 75,833 +2,152
Aug17 161221 58.03 58.26 57.07 57.18 -0.65 8,685 50,258 -1,024
Sep17 161221 58.09 58.26 57.09 57.20 -0.64 8,535 67,504 +1,798
Oct17 161221 58.01 58.23 57.08 57.19 -0.63 4,333 34,922 +768
Nov17 161221 57.13 57.17 56.80 57.17 -0.63 1,587 26,539 +102
Dec17 161221 57.92 58.17 57.03 57.13 -0.64 35,142 226,123 +2,532
Jan18 161221 57.11 57.11 57.11 57.11 -0.63 1,025 29,673 -19
Feb18 161221 57.07 57.07 57.07 57.07 -0.63 281 18,947 +35
Mar18 161221 57.04 57.04 57.04 57.04 -0.63 2,588 23,594 +454
Total Volume and Open Interest 677,199 2,256,311 +5,327
Gas Oil(ICE)
Jan17 161221 491.50 492.50 479.25 486.25 -5.25 39,371 129,464 -4,126
Feb17 161221 495.00 496.75 483.25 490.50 -4.75 29,375 132,138 +2,683
Mar17 161221 499.50 500.25 487.25 494.25 -4.25 16,000 80,720 +2,877
Apr17 161221 500.50 502.25 490.25 496.50 -4.25 7,982 45,924 -922
May17 161221 502.75 504.50 493.00 499.00 -3.75 9,783 39,715 +1,475
Jun17 161221 505.00 507.00 495.50 501.50 -3.25 13,638 77,727 +347
Jul17 161221 507.50 508.50 498.50 504.25 -3.00 2,677 25,297 +121
Aug17 161221 510.00 512.00 501.25 506.75 -2.50 1,664 16,172 -764
Sep17 161221 512.25 514.25 503.50 509.00 -2.25 2,274 30,613 +422
Oct17 161221 514.00 514.75 506.50 511.00 -2.00 529 23,108 +76
Total Volume and Open Interest 132,441 790,386 +3,355
Ethanol(CBOT)
Jan17 161221 1.569 1.588 1.541 1.549 -0.018 389 1,790 -272
Feb17 161221 1.514 1.543 1.507 1.518 -0.014 302 2,361 +225
Mar17 161221 1.537 1.539 1.517 1.524 -0.008 37 550 +32
Apr17 161221 1.529 1.539 1.524 1.529 -0.008 16 691 +15
May17 161221 1.531 1.531 1.526 1.531 -0.008 0 9 +0
Jun17 161221 1.519 1.519 1.519 1.519 -0.008 0 2 +0
Jul17 161221 1.516 1.516 1.507 1.516 -0.008      
Aug17 161221 1.515 1.515 1.515 1.515 -0.015      
Total Volume and Open Interest 744 5,419 +0
WTI Crude Oil(ICE)
Feb17 161221 53.53 53.78 52.33 52.49 -0.81 59,732 82,465 +1
Mar17 161221 54.39 54.63 53.27 53.38 -0.81 40,354 90,760 +2,150
Apr17 161221 55.08 55.31 54.02 54.10 -0.80 15,349 22,618 -268
May17 161221 55.62 55.77 54.59 54.66 -0.78 7,696 21,752 +2,438
Jun17 161221 56.00 56.01 55.03 55.07 -0.75 11,009 65,776 -438
Jul17 161221 56.22 56.24 55.28 55.33 -0.73 2,244 8,021 +100
Aug17 161221 56.34 56.35 55.41 55.48 -0.71 833 10,622 +158
Sep17 161221 56.41 56.53 55.53 55.56 -0.71 694 18,583 -43
Oct17 161221 56.46 56.50 55.56 55.61 -0.71 148 5,114 +36
Nov17 161221 55.65 55.65 55.65 55.65 -0.70 115 2,568 -33
Dec17 161221 56.50 56.64 55.61 55.67 -0.70 7,784 82,841 +377
Jan18 161221 55.60 55.60 55.60 55.60 -0.70 46 2,203 +3
Feb18 161221 55.53 55.53 55.53 55.53 -0.69 11 1,220 +8
Mar18 161221 55.45 55.45 55.45 55.45 -0.68 22 3,225 -15
Apr18 161221 55.35 55.35 55.35 55.35 -0.67 26 1,027 +6
May18 161221 55.26 55.26 55.26 55.26 -0.66 2 549 -2
Total Volume and Open Interest 156,719 508,400 -13,994
US Dollar Index(ICE)
Mar17 161221 103.285 103.375 102.750 103.030 -0.257 24,735 77,799 +612
Jun17 161221 103.100 103.140 102.750 103.000 -0.257 57 1,119 +9
Sep17 161221 103.005 103.180 102.640 102.925 -0.257 11 233 -4
Total Volume and Open Interest 24,803 79,151 -8,067
Australian Dollar(CME)
Mar17 161221 72.48 72.64 72.19 72.31 -0.07 73,324 73,617 +3,082
Jun17 161221 72.30 72.47 72.05 72.15 -0.07 133 181 +90
Sep17 161221 72.02 72.21 72.02 72.02 -0.07 0 7 +0
Total Volume and Open Interest 73,457 73,837 -20,578
British Pound(CME)
Mar17 161221 123.99 124.20 123.53 123.78 -0.17 90,848 202,821 +1,508
Jun17 161221 124.30 124.46 123.83 124.07 -0.17 121 818 +38
Sep17 161221 124.37 124.76 124.16 124.37 -0.18 10 162 +0
Total Volume and Open Interest 90,980 203,850 -32,582
Canadian Dollar(CME)
Mar17 161221 74.90 74.95 74.55 74.67 -0.20 41,041 77,324 -317
Jun17 161221 74.99 75.02 74.65 74.76 -0.19 98 1,706 +45
Sep17 161221 74.91 75.07 74.77 74.84 -0.20 5 438 +2
Dec17 161221 74.86 75.16 74.80 74.93 -0.20 0 405 +0
Total Volume and Open Interest 45,581 104,178 -2,485
Japanese Yen(CME)
Mar17 161221 85.15 85.70 85.01 85.37 +0.16 133,075 211,349 -991
Jun17 161221 85.60 86.10 85.43 85.77 +0.15 65 234 +10
Sep17 161221 86.18 86.48 85.93 86.18 +0.13 0 30 +0
Total Volume and Open Interest 133,140 211,614 -140,551
Swiss Franc(CME)
Mar17 161221 97.78 98.31 97.67 97.98 +0.21 18,970 55,063 -1,153
Jun17 161221 98.50 98.91 98.30 98.59 +0.21 18 77 +1
Sep17 161221 99.22 99.51 99.22 99.22 +0.21 0 4 +0
Total Volume and Open Interest 18,988 55,149 -37,779
EuroFX(CME)
Mar17 161221 104.37 104.97 104.28 104.72 +0.36 154,407 389,160 +2,731
Jun17 161221 104.90 105.48 104.81 105.23 +0.36 186 8,236 +8
Sep17 161221 105.94 105.98 105.37 105.76 +0.36 53 259 -24
Total Volume and Open Interest 154,646 397,705 -69,421
Mexican Peso(CME)
Jan17 161221 485.13 485.13 485.13 485.13 -2.63      
Feb17 161221 483.25 483.25 483.25 483.25 -2.50      
Total Volume and Open Interest 42,108 138,353 -12,149
Brazilian Real(CME)
Jan17 161221 297.50 300.20 297.35 299.50 +1.95 762 19,656 +297
Feb17 161221 297.00 297.50 296.60 296.95 +1.95 50 56 +24
Mar17 161221 293.25 296.20 293.25 294.95 +1.85 18 6,294 +2
Apr17 161221 292.35 292.35 292.35 292.35 +1.75      
Total Volume and Open Interest 830 26,006 +323
30-Year T-Bonds(CBOT)
Dec16 161220 150~030 150~130 149~130 149~280 -0~140 281 584 -168
Mar17 161221 148~230 149~060 148~040 148~300 +0~170 170,935 592,201 -2,904
Jun17 161221 148~030 148~030 147~240 148~020 +0~170 0 3 +0
Total Volume and Open Interest 171,274 592,641 -3,051
10-Year T-Notes(CBOT)
Dec16 161220 124~000 124~030 123~215 123~300 -0~030 10,007 17,786 -3,308
Mar17 161221 123~070 123~120 123~005 123~095 +0~055 1,015,374 3,033,456 -9,273
Jun17 161221 122~245 122~245 122~245 122~245 +0~045 0 3 +0
Total Volume and Open Interest 1,026,966 3,048,324 -12,194
5-Year T-Notes(CBOT)
Dec16 161221 117~206 117~240 117~182 117~220 +0~024 2,402 27,229 -1,511
Mar17 161221 116~316 117~032 116~286 117~012 +0~030 540,793 2,906,503 +8,118
Jun17 161221 116~232 116~232 116~232 116~232 +0~030 0 1 +0
Total Volume and Open Interest 543,195 2,933,733 +6,607
2 Year T-Notes(CBOT)
Dec16 161221 108~166 108~172 108~162 108~170 +0~012 1,808 6,032 -847
Mar17 161221 108~054 108~066 108~050 108~060 +0~006 201,130 1,116,759 +11,112
Jun17 161221 108~060 108~060 108~060 108~060 +0~006      
Total Volume and Open Interest 202,938 1,122,791 +10,265
Eurodollars(CME)
Mar17 161221 98.930 98.940 98.930 98.935 unch 298,083 1,393,265 +13,995
Jun17 161221 98.755 98.765 98.750 98.760 +0.005 168,392 1,306,612 +7,724
Sep17 161221 98.595 98.610 98.585 98.605 +0.015 200,412 1,137,365 +8,389
Dec17 161221 98.420 98.445 98.415 98.435 +0.015 249,465 1,305,214 -21,140
Mar18 161221 98.285 98.310 98.275 98.300 +0.020 228,773 1,003,002 -6,282
Jun18 161221 98.145 98.175 98.135 98.165 +0.020 138,579 630,517 -11,935
Sep18 161221 98.025 98.055 98.010 98.040 +0.020 140,623 468,386 +361
Dec18 161221 97.885 97.920 97.870 97.905 +0.025 205,491 703,216 -24,165
Mar19 161221 97.790 97.820 97.775 97.805 +0.025 126,473 584,752 -3,852
Jun19 161221 97.695 97.725 97.680 97.710 +0.020 88,482 512,418 +5,728
Sep19 161221 97.615 97.645 97.600 97.630 +0.020 97,618 430,572 +3,317
Dec19 161221 97.525 97.555 97.510 97.540 +0.025 134,823 358,701 -7,104
Mar20 161221 97.470 97.495 97.450 97.485 +0.025 53,258 268,158 +2,967
Jun20 161221 97.415 97.445 97.400 97.430 +0.025 44,150 163,503 +8,366
Sep20 161221 97.360 97.390 97.350 97.380 +0.025 35,372 129,315 +149
Dec20 161221 97.300 97.330 97.285 97.315 +0.020 47,986 141,635 -3,459
Mar21 161221 97.250 97.285 97.245 97.270 +0.020 22,725 98,125 +706
Jun21 161221 97.205 97.240 97.195 97.225 +0.025 26,445 87,450 +1,063
Total Volume and Open Interest 2,390,800 11,032,948 -1,254,445
Ultra T-Bond(CBOT)
Dec16 161220 158~18 159~13 158~06 158~18 -0~22 2,561 3,764 -2,039
Mar17 161221 157~25 158~18 157~02 158~03 +0~21 68,778 680,782 +271
Jun17 161221 157~04 157~04 156~22 157~04 +0~12      
Total Volume and Open Interest 73,168 682,229 -2,046
Ultra 10-Yr T-Note(CBOT)
Dec16 161220 132~280 133~050 132~215 133~005 -0~040 451 1,103 -208
Mar17 161221 132~150 132~240 132~065 132~195 +0~085 80,232 286,129 +214
Jun17 161221 132~035 132~035 132~035 132~035 -0~075      
Total Volume and Open Interest 80,250 287,218 +200
30 Day Federal Funds(CBOT)
Dec16 161221 99.465 99.465 99.463 99.465 unch 3,642 79,218 +630
Jan17 161221 99.355 99.360 99.355 99.355 unch 9,283 213,325 -2,982
Feb17 161221 99.345 99.350 99.345 99.345 unch 5,888 88,560 -239
Mar17 161221 99.315 99.315 99.310 99.315 unch 6,209 82,078 +487
Apr17 161221 99.290 99.295 99.285 99.290 unch 23,272 218,464 +1,355
May17 161221 99.255 99.260 99.250 99.255 unch 8,758 68,191 +678
Total Volume and Open Interest 74,049 1,005,363 +1,040
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 161221 99.95 99.95 99.95 99.95 unch      
Jun17 161221 99.95 99.95 99.95 99.95 unch      
Sep17 161221 99.95 99.95 99.95 99.95 unch      
Dec17 161221 99.95 99.95 99.95 99.95 unch      
Mar18 161221 99.96 99.96 99.96 99.96 unch      
Jun18 161221 99.82 99.82 99.82 99.82 unch      
Sep18 161221 99.68 99.68 99.68 99.68 unch      
Dec18 161221 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Mar17 161221 149.76 149.83 149.68 149.81 +0.07 956 14,317 -175
Jun17 161221 149.81 149.81 149.81 149.81 +0.07      
Sep17 161221 149.81 149.81 149.81 149.81 +0.07      
Total Volume and Open Interest 956 14,317 -175
Euro-Buxl(EUREX)
Mar17 161221 172.32 173.44 171.92 173.18 +1.22 32,559 196,543 -4,816
Jun17 161221 171.24 171.24 171.24 171.24 +1.22 3 3 -1
Sep17 161221 168.26 168.26 168.26 168.26 +1.22 7 10 +0
Total Volume and Open Interest 32,569 196,556 -4,817
Euro-Bund(EUREX)
Mar17 161221 163.13 163.36 163.00 163.28 +0.24 506,858 1,748,239 -43,084
Jun17 161221 159.99 160.15 159.94 160.09 +0.23 27 161 +1
Sep17 161221 160.09 160.09 160.09 160.09 +0.23      
Total Volume and Open Interest 506,885 1,748,400 -43,083
Euro-Bobl(EUREX)
Mar17 161221 133.34 133.40 133.30 133.36 +0.05 296,853 1,336,899 +22,847
Jun17 161221 131.14 131.14 131.14 131.14 +0.05 1 10 -1
Sep17 161221 131.14 131.14 131.14 131.14 +0.05      
Total Volume and Open Interest 296,854 1,336,909 +22,846
Euro-Schatz(EUREX)
Mar17 161221 112.29 112.32 112.28 112.29 -0.01 149,209 1,307,373 -4,624
Jun17 161221 112.18 112.18 112.18 112.18 -0.01 0 16 +0
Sep17 161221 112.18 112.18 112.18 112.18 -0.01      
Total Volume and Open Interest 149,209 1,307,389 -4,624
3-Mth Euribor(EUREX)
Dec16 161219 100.313 100.313 100.313 100.313 -0.003 0 2,979 +0
Mar17 161221 100.300 100.305 100.300 100.305 +0.005 2 3,828 +0
Jun17 161221 100.290 100.290 100.290 100.290 +0.005 165 33,569 -3
Total Volume and Open Interest 1,001 70,658 +95
Long Gilt(LIFFE)
Dec16 161221 124~17 124~20 124~17 124~20 +0~15 8,421 8,502 -3,940
Mar17 161221 123~28 124~03 123~19 124~01 +0~17 92,764 585,676 -558
Total Volume and Open Interest 101,185 594,178 -4,498
3-Mth Short Sterling(LIFFE)
Dec16 161221 99.64 99.64 99.63 99.64 +0.01 9,717 416,767 -3,321
Mar17 161221 99.61 99.62 99.60 99.60 unch 20,476 359,215 -3,263
Jun17 161221 99.56 99.57 99.55 99.55 unch 38,749 386,817 -1,789
Sep17 161221 99.52 99.52 99.50 99.50 unch 35,730 270,235 -1,127
Dec17 161221 99.47 99.48 99.45 99.45 unch 37,780 297,309 +8,769
Mar18 161221 99.42 99.43 99.39 99.40 unch 19,615 174,526 -901
Total Volume and Open Interest 371,769 2,706,482 -21,332
3-Mth Euribor(LIFFE)
Mar17 161221 100.300 100.305 100.300 100.305 unch 63,999 391,777 -3,263
Jun17 161221 100.280 100.290 100.280 100.285 unch 59,718 378,561 -11,311
Sep17 161221 100.265 100.275 100.260 100.265 -0.005 61,379 326,103 -3,948
Total Volume and Open Interest 709,211 2,916,288 -344,562
3-Mth Aus T-Bills(SFE)
Mar17 161221 98.17 98.18 98.15 98.18 unch 16,898 202,673 -4,890
Jun17 161221 98.15 98.15 98.11 98.14 -0.01 28,765 218,959 -20,070
Sep17 161221 98.09 98.09 98.03 98.06 -0.03 26,259 166,258 -3,264
Dec17 161221 97.99 98.00 97.93 97.97 -0.03 11,711 170,751 -1,250
Mar18 161221 97.89 97.90 97.83 97.87 -0.03 5,897 86,936 -3,116
Jun18 161221 97.79 97.80 97.72 97.77 -0.03 7,338 70,991 -1,145
Sep18 161221 97.68 97.69 97.61 97.66 -0.03 4,601 47,117 -3,714
Dec18 161221 97.57 97.59 97.50 97.56 -0.02 2,825 23,723 -1,048
Mar19 161221 97.47 97.49 97.41 97.45 -0.03 642 5,229 -189
Jun19 161221 97.31 97.34 97.30 97.34 -0.03 10 3,069 +10
Total Volume and Open Interest 105,047 996,863 -38,701
10-Year Aus T-Bonds(SFE)
Mar17 161221 97.11 97.14 97.09 97.14 +0.02 71,892 895,702 -44,883
Jun17 161221 97.14 97.14 97.14 97.14 +0.02      
Total Volume and Open Interest 71,892 895,702 -44,883
3-Year Aus T-Bonds(SFE)
Mar17 161221 97.92 97.93 97.86 97.91 -0.01 93,524 842,358 -114,479
Jun17 161221 97.91 97.91 97.91 97.91 -0.01      
Total Volume and Open Interest 93,524 842,358 -114,479
Gold(CMX)
Dec16 161221 1136.1 1136.1 1130.0 1131.1 -0.4 249 732 -147
Feb17 161221 1134.0 1138.8 1131.0 1133.2 -0.4 119,183 277,398 -63
Apr17 161221 1137.1 1141.3 1134.0 1135.8 -0.5 2,007 37,903 +206
Jun17 161221 1138.0 1144.0 1137.1 1138.6 -0.5 3,042 36,483 -1,112
Aug17 161221 1145.1 1146.1 1140.5 1141.5 -0.4 733 11,036 +311
Oct17 161221 1148.7 1148.7 1144.6 1144.6 -0.4 46 3,263 -10
Dec17 161221 1149.5 1151.7 1146.9 1147.6 -0.5 283 21,237 -10
Feb18 161221 1150.9 1150.9 1150.9 1150.9 -0.5 6 207 +0
Apr18 161221 1154.4 1154.4 1154.4 1154.4 -0.5 4 163 +1
Jun18 161221 1158.1 1158.1 1158.1 1158.1 -0.5 36 4,214 +3
Aug18 161221 1161.8 1161.8 1161.8 1161.8 -0.5 0 6 +0
Oct18 161221 1165.5 1165.5 1165.5 1165.5 -0.5 3 3 +2
Total Volume and Open Interest 126,665 400,742 -1,050
Silver(CMX)
Dec16 161221 1610.5 1612.5 1591.8 1591.8 -13.6 9 270 -56
Mar17 161221 1615.0 1624.0 1595.0 1597.9 -13.8 37,658 131,640 -61
May17 161221 1606.5 1628.0 1600.5 1603.2 -13.7 296 14,464 +11
Jul17 161221 1610.5 1631.5 1608.2 1608.2 -13.7 257 5,607 +72
Sep17 161221 1619.5 1620.0 1613.1 1613.1 -13.8 74 1,166 +43
Dec17 161221 1637.5 1643.0 1621.0 1621.0 -13.9 98 5,171 -1
Mar18 161221 1629.8 1629.8 1629.8 1629.8 -13.9 0 14 +0
Total Volume and Open Interest 38,890 160,229 -114
Platinum(NYMEX)
Jan17 161221 921.1 922.5 910.1 914.4 -9.6 13,783 34,640 -2,536
Apr17 161221 924.0 924.5 912.0 916.5 -10.2 4,148 28,377 +1,007
Jul17 161221 922.7 922.7 916.1 920.1 -10.3 309 1,958 +259
Oct17 161221 922.5 923.9 922.2 923.9 -10.1 6 217 +1
Total Volume and Open Interest 18,269 65,255 -1,261
Palladium(NYMEX)
Dec16 161221 660.40 660.40 660.40 660.40 -10.95 0 25 +0
Mar17 161221 665.90 668.20 655.80 659.90 -10.95 4,573 24,940 -506
Jun17 161221 661.25 663.05 657.55 661.05 -10.75 144 653 +129
Total Volume and Open Interest 4,724 25,637 -376
Copper(CMX)
Dec16 161221 250.95 250.95 249.00 249.15 -0.80 382 1,684 -316
Mar17 161221 250.45 252.25 249.25 249.70 -0.55 67,037 155,786 -1,712
May17 161221 250.95 252.70 250.05 250.45 -0.50 1,779 27,543 -58
Jul17 161221 251.60 252.85 250.70 251.05 -0.45 1,392 20,256 +117
Sep17 161221 253.20 253.20 251.40 251.45 -0.40 396 6,879 +25
Total Volume and Open Interest 72,300 235,579 -1,641
E-mini DJIA Index(CBOT)
Mar17 161221 19916 19930 19872 19891 -8 87,037 128,586 +1,542
Jun17 161221 19858 19858 19818 19830 -8 0 117 +0
Sep17 161221 19778 19778 19778 19778 -8      
Dec17 161221 19736 19736 19736 19736 -8 1 1 +1
Total Volume and Open Interest 87,038 128,704 +1,543
S & P 500(CME)
Mar17 161221 2267.00 2267.50 2258.30 2260.40 -6.10 5,352 53,816 +1,068
Jun17 161221 2255.10 2261.70 2255.10 2255.10 -6.10 0 1,892 +0
Sep17 161221 2250.70 2257.30 2250.70 2250.70 -6.10 0 27 +0
Dec17 161221 2245.90 2252.50 2245.90 2245.90 -6.10      
Total Volume and Open Interest 5,352 55,735 +1,068
S & P 500 E-Mini(Globex)
Mar17 161221 2267.25 2268.00 2258.00 2260.50 -6.00 928,690 2,732,597 +6,074
Jun17 161221 2262.25 2262.50 2253.00 2255.00 -6.25 1,604 8,559 +573
Sep17 161221 2250.25 2257.50 2248.75 2250.75 -6.00 6 168 -1
Dec17 161221 2252.75 2252.75 2241.00 2246.00 -6.00 1 47 +1
Total Volume and Open Interest 930,301 2,741,371 +6,647
NASDAQ 100 E-Mini(Globex)
Mar17 161221 4956.00 4960.00 4939.30 4949.50 -6.50 146,138 221,736 +1,799
Jun17 161221 4951.00 4958.00 4939.00 4947.00 -6.50 222 251 +54
Sep17 161221 4958.00 4958.00 4945.30 4949.80 -6.50 9 37 +4
Total Volume and Open Interest 146,369 222,038 +1,857
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 161221 1685.00 1687.70 1676.50 1678.90 -7.50 10,879 97,149 +580
Jun17 161221 1669.20 1669.20 1669.20 1669.20 -7.50      
Total Volume and Open Interest 10,879 97,149 +580
Volatility Index(CBOE)
Dec16 161221 11.50 11.60 11.30 11.45 -0.13 78,073 86,037 -33,842
Jan17 161221 14.20 14.30 14.00 14.03 -0.20 81,909 210,906 +16,584
Feb17 161221 15.75 15.85 15.55 15.68 -0.10 26,470 62,212 +15,036
Mar17 161221 16.95 17.10 16.80 16.93 -0.05 8,837 32,239 +1,383
Total Volume and Open Interest 204,427 451,016 +323
Russell 2000 Mini(ICE)
Mar17 161221 1383.50 1386.30 1372.00 1374.10 -9.20 100,873 672,672 -2,219
Jun17 161221 1371.10 1371.10 1371.10 1371.10 -9.20 3 344 +1
Sep17 161221 1368.10 1368.10 1368.10 1368.10 -9.20 0 201 +0
Total Volume and Open Interest 100,876 673,297 -2,218
Nikkei 225(CME)
Mar17 161221 19610 19615 19395 19470 -125 7,943 29,837 -47
Jun17 161221 19395 19530 19380 19395 -125      
Total Volume and Open Interest 7,943 29,837 -47
Nikkei 225(SGX)
Mar17 161221 19505 19615 19335 19425 -50 59,330 193,321 -1,294
Jun17 161221 19380 19465 19220 19300 -50 3 327 +0
Sep17 161221 19275 19275 19275 19275 -50 0 5 +0
Total Volume and Open Interest 59,403 200,025 -1,304
Nikkei 225 Mini(JPX)
Dec16 161208 18525 18790 18485 18790 +290 877,826 406,905 -30,967
Mar17 161221 19510 19620 19330 19430 -70 669,349 304,386 +6,842
Jun17 161221 19365 19485 19200 19300 -50 3,156 6,211 +288
Total Volume and Open Interest 709,997 445,598 +7,308
Nikkei 225(JPX)
Dec16 161208 18530 18790 18490 18790 +290 173,401 259,863 -101,754
Mar17 161221 19510 19620 19330 19430 -70 59,389 344,873 +1,913
Jun17 161221 19370 19480 19200 19300 -50 217 18,093 -8
Total Volume and Open Interest 59,620 438,486 +1,908
Nikkei 225(CME) Yen
Dec16 161208 18630 18920 18610 18860 +230 67,553 53,178 -9,334
Mar17 161221 19555 19555 19335 19410 -130 38,441 54,965 -2,414
Jun17 161221 19310 19325 19225 19280 -130 0 2 +0
Total Volume and Open Interest 38,441 54,968 -2,414
Nikkei 225(CME) e-Mini Yen
Dec16 161208 18860 18900 18860 18860 +230 0 307 +0
Mar17 161221 19410 19410 19350 19410 -130 4 93 +4
Jun17 161221 19280 19280 19280 19280 -130      
Total Volume and Open Interest 4 93 +4
CAC 40(EURONEXT)
Jan17 161221 4835.5 4852.0 4822.0 4835.0 -9.0 65,769 296,642 -7,601
Feb17 161221 4833.0 4848.5 4821.0 4832.5 -9.0 3 100 -4
Mar17 161221 4829.0 4841.0 4817.5 4830.0 -9.0 876 8,749 -315
Total Volume and Open Interest 66,648 305,553 -7,920
Hang Seng Index(HKFE)
Dec16 161221 21710 21927 21709 21838 +134 88,162 129,959 -1,485
Jan17 161221 21730 21936 21726 21845 +127 1,907 7,460 +1,150
Total Volume and Open Interest 90,586 144,169 +1
DAX(EUREX)
Mar17 161221 11447.0 11483.0 11444.0 11470.0 +1.5 52,340 156,085 +2,947
Jun17 161221 11479.0 11500.0 11479.0 11494.0 +1.5 159 735 +4
Sep17 161221 11483.0 11483.0 11483.0 11483.0 +1.5 1 3 +2
Total Volume and Open Interest 52,500 156,823 +2,953
Mini-DAX(EUREX)
Dec16 161216 11374.0 11452.0 11352.0 11406.5 +25.5 21,293 14,501 -209
Mar17 161221 11450.0 11484.0 11444.0 11470.0 +1.5 13,285 7,401 +7
Jun17 161221 11476.0 11499.0 11476.0 11494.0 +1.5 34 293 -6
Total Volume and Open Interest 13,319 7,694 +1
FT-SE 100(EURONEXT)
Mar17 161221 6972.00 6994.50 6962.50 6974.00 -6.50 68,469 726,929 -2,693
Jun17 161221 6902.00 6904.00 6896.50 6901.00 -6.50 2 29,313 +1
Sep17 161221 6839.00 6839.00 6839.00 6839.00 -9.50      
Total Volume and Open Interest 68,471 756,242 -2,692
SPI 200(SFE)
Mar17 161221 5548.0 5589.0 5545.0 5579.0 +27.0 29,823 250,806 -9,749
Jun17 161221 5563.0 5563.0 5563.0 5563.0 +27.0 0 1,412 +0
Sep17 161221 5513.0 5513.0 5513.0 5513.0 +27.0 0 1,530 +0
Total Volume and Open Interest 29,830 253,973 -9,754
FTSE MIB(ISE)
Mar17 161221 19140.00 19245.00 19025.00 19186.00 +30.00 21,494 35,583 -474
Jun17 161221 18805.00 18805.00 18784.00 18784.00 +33.00 2 13 +1
Total Volume and Open Interest 21,496 35,596 -473
KOSPI 200(KFE)
Mar17 161221 259.30 259.60 259.15 259.20 -0.15 75,684 123,983 +354
Jun17 161221 260.20 261.55 259.80 259.80 -0.20 98 3,945 +25
Sep17 161221 261.05 261.05 261.05 261.05 -0.20 0 263 +40
Total Volume and Open Interest 75,782 134,201 +419
GSCI(CME)
Jan17 161221 393.45 394.30 389.90 390.90 -0.80 433 14,631 +393
Feb17 161221 393.60 393.60 393.60 393.60 -0.80      
Mar17 161221 399.70 399.70 399.70 399.70 -0.80      
Total Volume and Open Interest 433 14,631 +393
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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