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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 27, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161227 989.75 1015.25 989.25 1014.75 +25.75 108,937 88,124 -13,451
Mar17 161227 998.25 1024.75 998.00 1024.25 +26.75 103,635 322,614 +5,339
May17 161227 1008.50 1032.50 1007.25 1032.25 +25.75 20,872 96,540 +3,815
Jul17 161227 1014.25 1038.50 1013.50 1038.00 +24.75 15,958 99,048 +1,399
Aug17 161227 1015.25 1035.00 1015.25 1035.00 +24.25 683 6,695 +68
Sep17 161227 1004.75 1017.75 1004.00 1017.75 +22.75 290 2,514 +22
Nov17 161227 981.25 1002.75 980.75 1002.50 +21.25 6,972 76,382 +729
Jan18 161227 987.25 1004.50 987.25 1004.50 +20.25 197 3,064 +22
Mar18 161227 989.25 1000.75 989.25 1000.75 +20.50 130 2,378 +70
May18 161227 999.00 999.75 999.00 999.75 +20.25 63 497 +18
Jul18 161227 989.25 1000.00 989.25 1000.00 +20.00 24 672 -6
Aug18 161227 992.50 992.50 992.50 992.50 +19.75 0 18 +0
Sep18 161227 982.75 982.75 970.00 982.75 +17.75 0 17 +0
Nov18 161227 963.00 970.25 962.50 970.00 +16.25 29 1,162 +19
Total Volume and Open Interest 257,790 699,752 -1,956
Soybean Meal(CBOT)
Jan17 161227 308.20 318.00 307.90 317.80 +9.80 30,348 29,425 -7,501
Mar17 161227 311.80 321.90 311.70 321.60 +10.00 37,665 168,075 +404
May17 161227 314.60 324.30 314.60 324.10 +9.80 9,936 52,763 +371
Jul17 161227 317.70 326.80 317.70 326.80 +9.40 6,192 51,380 -59
Aug17 161227 316.80 325.10 316.80 325.10 +8.90 915 7,718 +195
Sep17 161227 317.70 322.30 316.00 322.30 +8.40 542 6,253 +188
Oct17 161227 310.00 317.20 310.00 317.20 +7.80 632 5,698 +195
Dec17 161227 310.20 317.80 310.20 317.60 +7.80 1,599 23,235 +309
Jan18 161227 315.00 317.20 314.50 317.20 +7.50 21 895 +3
Mar18 161227 313.70 315.70 313.70 315.70 +7.10 19 1,047 -5
Total Volume and Open Interest 87,890 347,683 -5,893
Soybean Oil(CBOT)
Jan17 161227 34.69 35.35 34.57 35.12 +0.52 58,778 39,590 -14,356
Mar17 161227 34.92 35.63 34.85 35.40 +0.52 83,966 200,400 +7,746
May17 161227 35.16 35.88 35.13 35.64 +0.50 19,248 67,870 +1,222
Jul17 161227 35.42 36.09 35.30 35.83 +0.48 8,687 60,132 +190
Aug17 161227 35.40 36.00 35.40 35.77 +0.50 546 6,710 +42
Sep17 161227 35.49 35.76 35.49 35.63 +0.47 360 5,430 +72
Oct17 161227 34.88 35.57 34.88 35.35 +0.47 283 5,042 +14
Dec17 161227 34.87 35.56 34.86 35.35 +0.49 1,467 14,838 +98
Jan18 161227 35.31 35.34 35.27 35.34 +0.44 32 581 +20
Mar18 161227 35.45 35.45 35.30 35.30 +0.41 155 761 +32
Total Volume and Open Interest 173,659 402,001 -4,870
Canola(WCE)
Jan17 161223 505.0 506.1 501.7 505.3 -0.4 13,064 21,700 -9,936
Mar17 161223 514.0 514.2 510.1 513.4 -1.1 22,648 124,402 +5,610
May17 161223 519.5 519.5 515.5 519.0 -1.7 2,381 27,167 -389
Jul17 161223 523.0 523.9 519.0 523.2 -1.7 1,587 17,078 -78
Nov17 161223 497.8 500.8 496.5 500.7 -0.1 189 15,932 +169
Total Volume and Open Interest 39,897 208,165 -4,598
Corn(CBOT)
Mar17 161227 346.50 356.00 346.25 355.00 +9.25 97,049 699,700 -2,403
May17 161227 353.00 362.25 353.00 361.25 +8.75 23,634 167,695 -1,381
Jul17 161227 360.25 369.50 360.25 368.50 +8.50 20,360 175,109 +1,470
Sep17 161227 369.75 376.50 369.25 375.75 +8.50 3,509 60,619 +651
Dec17 161227 376.50 385.25 376.50 384.25 +8.00 5,197 111,116 -416
Mar18 161227 385.25 394.25 385.25 393.25 +8.00 145 10,643 -12
May18 161227 394.00 398.75 394.00 398.75 +8.00 25 1,736 -266
Jul18 161227 395.00 403.75 395.00 403.25 +8.00 16 1,947 -313
Sep18 161227 398.00 398.00 394.00 398.00 +8.00 0 957 +0
Dec18 161227 395.00 400.50 395.00 400.50 +8.25 182 7,623 +107
Total Volume and Open Interest 150,151 1,237,442 -2,530
Wheat(CBOT)
Mar17 161227 394.50 411.00 394.50 409.50 +16.00 37,047 269,176 +2,090
May17 161227 409.00 422.75 407.75 421.50 +14.75 9,508 71,017 +363
Jul17 161227 421.75 436.00 421.75 434.50 +13.75 7,356 69,583 +139
Sep17 161227 436.75 450.25 436.75 448.50 +13.25 1,280 13,800 +327
Dec17 161227 453.75 468.00 453.75 465.50 +12.00 1,548 25,319 -107
Mar18 161227 471.50 481.00 471.25 478.00 +11.00 220 4,216 +115
Total Volume and Open Interest 56,989 454,721 +2,932
Wheat(KCBT)
Mar17 161227 406.75 419.50 406.50 418.75 +12.50 12,202 126,491 -1,324
May17 161227 418.50 430.50 418.00 430.00 +12.50 3,507 34,358 -117
Jul17 161227 429.25 441.50 429.25 441.25 +12.25 2,644 63,221 -34
Sep17 161227 445.50 455.25 445.50 454.75 +11.50 654 8,099 +195
Dec17 161227 466.75 473.75 466.75 473.50 +11.50 378 9,516 +96
Mar18 161227 482.50 487.50 482.50 487.50 +11.25 277 3,297 +109
May18 161227 495.25 495.25 485.00 495.25 +10.50 14 928 -12
Total Volume and Open Interest 19,705 246,461 -1,077
Wheat(MGE)
Mar17 161227 531.00 541.00 530.75 539.00 +8.25 3,419 34,006 -587
May17 161227 529.75 537.25 528.75 535.00 +6.50 791 13,745 -138
Jul17 161227 533.50 540.00 533.50 537.75 +5.50 459 5,959 +110
Sep17 161227 542.00 545.25 542.00 543.00 +4.75 423 4,290 +69
Dec17 161227 550.00 554.25 550.00 551.75 +4.50 316 3,122 +91
Mar18 161227 561.25 561.25 561.25 561.25 +4.75 141 221 +58
Total Volume and Open Interest 5,557 61,473 -391
Oats(CBOT)
Mar17 161227 217.25 233.25 217.25 228.50 +10.00 328 5,090 -31
May17 161227 222.25 231.75 222.25 228.00 +8.00 105 1,133 +52
Jul17 161227 226.50 229.50 226.50 229.50 +7.25 21 188 +17
Sep17 161227 229.50 233.00 229.50 229.50 +5.75 0 4 +0
Total Volume and Open Interest 454 6,536 +38
Rough Rice(CBOT)
Jan17 161227 9.24 9.32 9.15 9.30 +0.09 979 2,792 -758
Mar17 161227 9.46 9.56 9.40 9.53 +0.07 1,339 8,813 +690
May17 161227 9.78 9.80 9.75 9.75 +0.04 24 345 +6
Jul17 161227 9.94 10.12 9.94 9.94 +0.03 0 21 +0
Total Volume and Open Interest 2,342 11,979 -62
Live Cattle(CME)
Dec16 161227 114.730 115.285 114.200 114.950 +0.370 1,773 1,878 -962
Feb17 161227 116.200 116.635 115.550 116.000 -0.300 24,691 125,132 -395
Apr17 161227 114.150 114.550 113.600 113.980 -0.350 12,503 74,151 +1,376
Jun17 161227 104.950 105.135 104.450 104.635 -0.500 8,546 64,146 +2,392
Aug17 161227 100.430 100.750 100.200 100.450 -0.230 2,842 23,197 +162
Oct17 161227 99.900 100.285 99.600 100.080 -0.070 1,145 12,576 +404
Total Volume and Open Interest 51,889 306,442 +3,133
Feeder Cattle(CME)
Jan17 161227 130.050 130.700 129.535 129.950 -0.785 2,707 10,449 -554
Mar17 161227 126.000 126.680 125.450 125.950 -0.750 2,339 19,538 +233
Apr17 161227 125.600 126.150 125.080 125.480 -0.805 1,016 5,358 +325
May17 161227 124.250 124.535 123.700 123.900 -0.885 662 5,741 +44
Aug17 161227 124.150 124.635 123.900 124.200 -0.780 530 2,878 +186
Sep17 161227 122.730 123.600 121.980 122.730 -0.200 19 272 +6
Oct17 161227 120.900 120.900 120.900 120.900 -1.100 2 74 +1
Total Volume and Open Interest 7,275 44,331 +241
Lean Hogs(CME)
Feb17 161227 62.500 64.885 62.150 64.750 +1.550 10,214 84,445 -970
Apr17 161227 65.000 66.885 64.475 66.785 +0.900 5,582 48,388 +398
May17 161227 70.035 71.700 69.980 71.700 +0.500 93 1,368 +44
Jun17 161227 74.800 76.000 74.000 75.885 +0.305 3,551 26,775 +608
Jul17 161227 74.500 75.950 74.250 75.785 +0.355 1,052 10,371 +34
Aug17 161227 74.850 75.850 74.300 75.700 +0.450 1,175 15,128 -43
Oct17 161227 64.430 65.750 64.300 65.535 +0.560 334 5,314 +77
Dec17 161227 60.785 61.850 60.300 61.800 +1.000 543 2,628 +350
Total Volume and Open Interest 22,556 194,706 +502
Class III Milk(CME)
Dec16 161227 17.38 17.40 17.37 17.38 unch 44 5,889 -15
Jan17 161227 16.63 16.68 16.51 16.55 -0.09 631 4,674 -165
Feb17 161227 16.98 17.00 16.88 16.94 -0.04 433 4,093 -128
Mar17 161227 17.22 17.35 17.19 17.32 +0.06 254 3,764 -6
Apr17 161227 17.40 17.49 17.37 17.47 +0.05 52 2,908 -2
May17 161227 17.54 17.61 17.52 17.58 +0.03 30 2,729 +0
Jun17 161227 17.61 17.70 17.61 17.67 +0.02 41 2,455 -3
Jul17 161227 17.80 17.86 17.80 17.81 -0.04 44 1,459 +21
Aug17 161227 17.85 17.90 17.85 17.88 -0.02 32 1,439 +10
Sep17 161227 17.90 17.95 17.90 17.95 unch 28 1,365 +6
Oct17 161227 17.76 17.81 17.76 17.80 +0.01 39 1,139 +12
Nov17 161227 17.59 17.65 17.59 17.63 +0.02 47 1,178 +26
Dec17 161227 17.31 17.36 17.31 17.34 unch 37 1,059 +17
Total Volume and Open Interest 1,745 35,081 -194
Cocoa(ICE)
Mar17 161227 2264 2272 2206 2237 -27 13,927 126,405 +62
May17 161227 2250 2263 2202 2231 -27 4,903 53,881 +722
Jul17 161227 2254 2263 2205 2231 -28 2,262 35,110 +286
Sep17 161227 2268 2270 2218 2238 -29 836 14,401 -172
Dec17 161227 2285 2285 2235 2255 -29 396 7,977 -4
Mar18 161227 2300 2300 2258 2271 -29 1,121 10,353 +672
May18 161227 2288 2288 2288 2288 -29 1,305 3,658 +250
Total Volume and Open Interest 26,122 255,347 +2,613
Coffee "C"(ICE)
Mar17 161227 136.00 136.75 133.35 134.20 -1.95 14,438 98,244 +167
May17 161227 138.95 139.00 135.70 136.50 -1.90 3,087 40,806 -190
Jul17 161227 140.70 141.00 138.05 138.80 -1.90 1,593 21,942 +67
Sep17 161227 144.00 144.00 140.05 140.85 -1.80 909 12,479 +73
Dec17 161227 146.00 146.00 143.05 143.85 -1.80 407 11,379 +63
Mar18 161227 147.75 147.75 145.90 146.65 -1.70 17 2,479 -6
Total Volume and Open Interest 20,475 190,682 +182
Orange Juice(ICE)
Jan17 161227 191.00 194.10 189.45 190.70 -1.05 1,606 2,366 -1,351
Mar17 161227 188.70 192.30 187.60 189.30 -0.15 1,304 10,171 +763
May17 161227 187.00 190.25 186.50 187.30 -0.35 10 672 +8
Jul17 161227 186.85 186.85 184.65 184.65 -1.25 0 259 +0
Sep17 161227 182.80 182.80 182.80 182.80 -1.45 0 32 +0
Nov17 161227 180.70 180.70 180.70 180.70 -1.45 0 3 +0
Total Volume and Open Interest 2,920 13,504 -580
Sugar #11(ICE)
Mar17 161227 18.15 18.94 18.15 18.54 +0.39 17,491 361,823 -1,043
May17 161227 18.17 18.67 17.96 18.30 +0.33 9,160 164,890 -1,979
Jul17 161227 17.80 18.37 17.72 18.03 +0.27 6,834 115,105 -1,203
Oct17 161227 17.78 18.31 17.70 17.98 +0.23 1,418 77,967 +420
Mar18 161227 17.84 18.38 17.83 18.07 +0.20 698 42,844 +58
May18 161227 17.50 17.98 17.50 17.68 +0.17 340 16,578 +161
Jul18 161227 17.20 17.54 17.20 17.26 +0.11 84 11,756 +39
Oct18 161227 17.17 17.35 17.14 17.14 +0.04 39 11,340 +26
Total Volume and Open Interest 36,151 809,812 -3,481
London Cocoa(LCE)
Mar17 161223 1804 1818 1790 1816 +14 7,736 114,842 -691
May17 161223 1813 1824 1795 1822 +15 2,397 67,614 +66
Jul17 161223 1830 1844 1815 1843 +15 1,256 30,115 +339
Sep17 161223 1845 1856 1829 1856 +14 598 32,539 +44
Dec17 161223 1856 1866 1839 1865 +13 495 23,739 +276
Mar18 161223 1873 1874 1853 1874 +9 80 16,298 -2
May18 161223 1879 1889 1872 1889 +9 6 4,691 +0
Total Volume and Open Interest 12,572 291,555 +29
London Sugar(LCE)
Mar17 161223 491.50 493.00 490.70 491.00 +0.40 3,352 34,994 +565
May17 161223 487.70 489.40 487.40 487.50 unch 657 21,337 +29
Aug17 161223 482.30 482.60 482.10 482.10 -0.10 188 10,417 -52
Oct17 161223 472.30 472.30 472.30 472.30 +0.10 135 10,205 +61
Dec17 161223 467.10 467.10 467.10 467.10 +0.30 55 2,925 +42
Total Volume and Open Interest 4,465 83,746 +707
Cotton(ICE)
Mar17 161227 69.77 70.24 69.52 69.74 -0.13 10,233 165,317 -1,718
May17 161227 70.16 70.66 69.92 70.17 -0.10 2,433 41,168 -201
Jul17 161227 70.44 70.87 70.35 70.58 -0.09 1,118 17,635 +695
Oct17 161227 69.22 69.22 69.22 69.22 -0.08 0 48 +0
Dec17 161227 68.80 69.30 68.80 68.86 -0.11 362 19,509 +29
Mar18 161227 68.75 68.83 68.75 68.83 -0.05 0 412 +0
Total Volume and Open Interest 14,146 244,876 -1,195
Lumber(CME)
Jan17 161227 307.7 308.5 304.6 305.4 -2.3 162 1,257 -127
Mar17 161227 318.9 319.5 315.8 316.3 -2.3 173 2,608 +162
May17 161227 324.5 324.6 324.5 324.6 -3.4 12 326 +5
Jul17 161227 333.8 334.0 333.8 333.8 -1.3 0 54 +0
Total Volume and Open Interest 347 4,276 +40
Crude Oil(NYM)
Feb17 161227 53.29 54.10 53.03 53.90 +0.88 393,487 472,794 +962
Mar17 161227 54.18 54.98 53.90 54.79 +0.87 99,061 329,437 -5,869
Apr17 161227 54.94 55.68 54.63 55.51 +0.86 58,604 145,173 +5,374
May17 161227 55.36 56.21 55.18 56.06 +0.82 33,757 116,723 +2,176
Jun17 161227 55.86 56.60 55.56 56.44 +0.78 41,533 223,248 +3,594
Jul17 161227 56.10 56.75 55.92 56.66 +0.74 10,423 52,882 +382
Aug17 161227 56.16 56.86 56.16 56.78 +0.71 8,463 45,626 -23
Sep17 161227 56.04 56.96 56.04 56.85 +0.69 14,231 70,800 -582
Oct17 161227 56.07 56.95 56.07 56.89 +0.67 4,242 38,576 +327
Nov17 161227 56.31 56.98 56.31 56.92 +0.67 3,850 35,215 +178
Dec17 161227 56.41 57.04 56.11 56.93 +0.66 32,960 205,076 +4,382
Jan18 161227 56.24 56.89 56.08 56.85 +0.65 2,219 36,010 +745
Feb18 161227 56.37 56.78 56.27 56.76 +0.63 898 14,653 -18
Mar18 161227 56.66 56.66 56.66 56.66 +0.62 1,133 23,353 -66
Apr18 161227 56.56 56.56 56.56 56.56 +0.61 642 7,225 +72
May18 161227 56.46 56.46 56.46 56.46 +0.60 401 5,134 -28
Total Volume and Open Interest 722,331 2,045,578 +14,092
e-miNY Crude Oil(NYM)
Feb17 161227 53.225 54.125 53.050 53.900 +0.875 7,543 2,107 -97
Mar17 161227 54.225 54.950 53.925 54.800 +0.875 155 680 +30
Apr17 161227 54.675 55.500 54.675 55.500 +0.850 24 451 +14
May17 161227 56.025 56.050 56.025 56.050 +0.800 0 65 +0
Jun17 161227 56.450 56.450 56.450 56.450 +0.800 17 122 -8
Jul17 161227 56.650 56.650 56.650 56.650 +0.725 20 141 +12
Aug17 161227 56.775 56.775 56.775 56.775 +0.700 14 149 -6
Sep17 161227 56.850 56.850 56.850 56.850 +0.700 10 44 -10
Oct17 161227 56.900 56.900 56.900 56.900 +0.675 10 43 +10
Nov17 161227 56.925 56.925 56.925 56.925 +0.675 12 43 +12
Total Volume and Open Interest 7,822 4,073 -26
NY Harbor ULSD(NYM)
Jan17 161227 167.27 171.09 165.75 169.94 +3.66 35,977 31,543 -5,575
Feb17 161227 168.14 172.94 167.63 171.71 +3.64 60,652 116,107 +5,688
Mar17 161227 170.20 173.88 168.96 172.72 +3.42 31,115 83,256 +1,180
Apr17 161227 169.44 174.02 169.44 172.93 +3.21 16,273 45,461 +685
May17 161227 170.17 174.41 170.17 173.47 +3.08 6,950 28,089 -197
Jun17 161227 170.90 174.93 170.90 174.08 +2.94 11,524 46,454 -47
Jul17 161227 171.91 175.72 171.91 174.96 +2.77 2,146 11,808 -134
Aug17 161227 174.09 176.48 174.09 175.78 +2.63 785 5,139 +114
Sep17 161227 173.84 177.39 173.84 176.67 +2.53 1,027 8,977 +69
Oct17 161227 176.63 178.08 176.61 177.45 +2.46 506 5,690 +3
Nov17 161227 176.22 178.76 176.22 178.12 +2.43 504 4,177 +8
Dec17 161227 177.22 179.30 177.14 178.70 +2.41 5,566 35,677 -152
Jan18 161227 179.40 179.40 179.40 179.40 +2.36 83 2,977 +3
Feb18 161227 179.53 179.53 179.53 179.53 +2.29 63 1,858 +25
Total Volume and Open Interest 175,056 443,158 +2,093
RBOB Gasoline(NYM)
Jan17 161227 161.83 167.38 161.75 165.28 +2.66 33,078 32,242 -6,768
Feb17 161227 163.87 168.25 163.21 166.17 +2.18 46,085 122,793 +6,442
Mar17 161227 165.99 169.80 165.04 167.89 +2.21 20,978 70,742 +1,818
Apr17 161227 183.00 187.22 182.74 185.58 +2.13 12,184 42,459 +477
May17 161227 184.30 188.12 183.94 186.62 +2.10 7,518 28,004 +547
Jun17 161227 183.65 187.68 183.41 186.21 +2.10 10,199 35,771 +1,597
Jul17 161227 182.11 185.70 182.11 184.78 +2.12 5,540 14,608 +1,920
Aug17 161227 180.01 183.63 180.01 182.66 +2.12 3,403 6,025 +374
Sep17 161227 177.04 180.98 177.04 179.86 +2.03 2,514 13,984 -299
Oct17 161227 165.92 166.83 165.82 166.35 +1.80 924 4,630 -59
Total Volume and Open Interest 144,015 404,397 +6,299
e-miNY RBOB Gasoline(NYM)
Jan17 161227 165.30 165.30 165.28 165.30 +2.68 0 2 +0
Feb17 161227 166.20 166.20 166.17 166.20 +2.21      
Mar17 161227 167.90 167.90 167.89 167.90 +2.22      
Apr17 161227 185.60 185.60 185.58 185.60 +2.15      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan17 161227 3.736 3.778 3.686 3.761 +0.099 119,586 25,239 -12,698
Feb17 161227 3.756 3.783 3.694 3.766 +0.088 106,172 163,886 -127
Mar17 161227 3.700 3.741 3.648 3.708 +0.076 42,565 258,390 +2,404
Apr17 161227 3.554 3.591 3.523 3.561 +0.064 33,158 119,427 +1,318
May17 161227 3.520 3.541 3.488 3.520 +0.063 18,010 100,487 -51
Jun17 161227 3.531 3.559 3.507 3.537 +0.062 9,324 39,706 -683
Jul17 161227 3.560 3.577 3.530 3.561 +0.063 8,747 55,325 +587
Aug17 161227 3.542 3.564 3.519 3.549 +0.063 3,425 33,936 +17
Sep17 161227 3.522 3.542 3.493 3.525 +0.063 3,509 33,714 -198
Oct17 161227 3.537 3.560 3.510 3.541 +0.062 11,513 86,153 -227
Nov17 161227 3.577 3.594 3.550 3.575 +0.058 4,412 33,802 +1,007
Dec17 161227 3.666 3.697 3.644 3.675 +0.054 2,863 35,040 +406
Jan18 161227 3.761 3.771 3.725 3.753 +0.052 3,132 39,115 +28
Feb18 161227 3.690 3.713 3.675 3.697 +0.052 1,338 13,242 +5
Mar18 161227 3.583 3.611 3.570 3.592 +0.050 2,074 34,236 +284
Apr18 161227 2.954 2.990 2.941 2.963 +0.024 1,065 40,074 +206
Total Volume and Open Interest 375,698 1,208,175 -5,176
Brent Crude Oil(ICE)
Feb17 161227 55.18 56.27 55.04 56.09 +0.93 194,658 124,762 -50,427
Mar17 161227 55.96 57.00 55.77 56.83 +0.93 164,262 569,761 +17,188
Apr17 161227 56.69 57.60 56.39 57.43 +0.90 50,879 209,172 +4,847
May17 161227 57.06 58.08 56.89 57.91 +0.87 32,746 140,189 +1,560
Jun17 161227 57.43 58.44 57.26 58.28 +0.85 54,814 258,571 -127
Jul17 161227 57.65 58.67 57.53 58.51 +0.83 11,722 85,153 +3,704
Aug17 161227 57.72 58.72 57.61 58.60 +0.82 6,886 53,433 +924
Sep17 161227 57.76 58.71 57.61 58.60 +0.82 7,677 71,002 +784
Oct17 161227 57.66 58.61 57.57 58.55 +0.81 2,517 34,836 -177
Nov17 161227 58.50 58.50 58.50 58.50 +0.81 2,191 26,853 +100
Dec17 161227 57.62 58.55 57.47 58.44 +0.81 30,759 225,222 -714
Jan18 161227 58.39 58.39 58.39 58.39 +0.80 1,526 29,548 -149
Feb18 161227 58.32 58.32 58.32 58.32 +0.78 908 19,520 -60
Mar18 161227 58.26 58.26 58.26 58.26 +0.77 1,296 24,112 +416
Total Volume and Open Interest 587,671 2,215,056 -20,228
Gas Oil(ICE)
Jan17 161227 488.75 503.00 487.25 501.00 +16.75 40,226 108,607 -3,762
Feb17 161227 495.75 506.50 491.25 504.50 +16.50 43,105 137,541 +3,234
Mar17 161227 496.75 509.50 494.75 507.50 +16.00 21,720 87,998 -1,130
Apr17 161227 499.50 511.50 497.25 509.75 +15.75 9,565 45,795 +1,993
May17 161227 501.75 513.25 500.00 511.75 +15.50 7,769 41,311 -316
Jun17 161227 504.00 515.25 502.25 514.00 +15.25 13,888 82,783 -840
Jul17 161227 506.00 517.50 505.00 516.25 +14.75 2,426 25,917 +383
Aug17 161227 509.00 520.00 507.75 518.50 +14.75 1,173 16,218 +461
Sep17 161227 510.25 522.00 510.00 520.50 +14.50 2,347 30,481 -179
Oct17 161227 512.25 523.75 512.25 522.50 +14.25 1,343 23,164 -166
Total Volume and Open Interest 156,344 793,526 +219
Ethanol(CBOT)
Jan17 161227 1.579 1.579 1.553 1.553 -0.010 660 772 -550
Feb17 161227 1.559 1.559 1.491 1.524 -0.005 711 3,161 +402
Mar17 161227 1.526 1.536 1.500 1.528 -0.003 58 621 +12
Apr17 161227 1.533 1.547 1.533 1.533 -0.003 9 691 +0
May17 161227 1.535 1.535 1.527 1.535 -0.003 0 9 +0
Jun17 161227 1.523 1.609 1.523 1.523 -0.003 0 2 +0
Jul17 161227 1.520 1.520 1.520 1.520 -0.003      
Aug17 161227 1.519 1.519 1.519 1.519 -0.003      
Total Volume and Open Interest 1,438 5,272 -136
WTI Crude Oil(ICE)
Feb17 161227 53.15 54.10 53.04 53.90 +0.88 36,536 74,502 -1,235
Mar17 161227 54.02 54.98 53.94 54.79 +0.87 33,343 95,159 +1,498
Apr17 161227 54.74 55.69 54.70 55.51 +0.86 16,434 26,682 +1,496
May17 161227 55.30 56.24 55.26 56.06 +0.82 6,274 22,512 +583
Jun17 161227 55.70 56.49 55.70 56.44 +0.78 8,943 64,854 -1,430
Jul17 161227 56.21 56.77 56.21 56.66 +0.74 1,319 8,198 +79
Aug17 161227 56.53 56.78 56.53 56.78 +0.71 847 11,512 +17
Sep17 161227 56.52 56.88 56.52 56.85 +0.69 707 18,354 +21
Oct17 161227 56.89 56.89 56.89 56.89 +0.67 368 4,581 -132
Nov17 161227 56.92 56.92 56.92 56.92 +0.67 304 2,694 +108
Dec17 161227 56.62 57.00 56.62 56.93 +0.66 5,844 82,269 +845
Jan18 161227 56.85 56.85 56.85 56.85 +0.65 140 2,129 -59
Feb18 161227 56.76 56.76 56.76 56.76 +0.63 62 1,374 +43
Mar18 161227 56.66 56.66 56.66 56.66 +0.62 71 3,394 -50
Apr18 161227 56.56 56.56 56.56 56.56 +0.61 66 1,027 +0
May18 161227 56.46 56.46 56.46 56.46 +0.60 11 535 -11
Total Volume and Open Interest 117,361 512,999 +3,226
US Dollar Index(ICE)
Mar17 161227 103.055 103.140 102.970 103.007 +0.005 22,637 86,015 +935
Jun17 161227 103.025 103.120 102.925 102.978 +0.005 89 1,351 +48
Sep17 161227 103.100 103.100 102.880 102.902 +0.005 10 272 +8
Total Volume and Open Interest 22,736 87,638 +991
Australian Dollar(CME)
Mar17 161227 71.70 71.83 71.59 71.72 +0.16 65,932 84,471 +4,447
Jun17 161227 71.51 71.66 71.46 71.56 +0.16 33 453 -6
Sep17 161227 71.43 71.83 71.43 71.43 +0.16 0 7 +0
Total Volume and Open Interest 65,967 84,967 +4,443
British Pound(CME)
Mar17 161227 123.01 123.14 122.67 123.00 +0.01 73,066 209,497 +5,746
Jun17 161227 123.22 123.43 122.98 123.29 +0.01 35 783 -53
Sep17 161227 123.59 123.65 123.31 123.59 +0.01 0 162 +0
Total Volume and Open Interest 73,104 210,495 +5,696
Canadian Dollar(CME)
Mar17 161227 74.05 74.06 73.71 73.76 -0.18 54,235 84,402 +3,728
Jun17 161227 74.13 74.13 73.81 73.85 -0.18 338 1,798 +82
Sep17 161227 73.95 74.14 73.94 73.94 -0.19 6 451 -3
Dec17 161227 74.05 74.25 74.05 74.05 -0.18 0 532 +0
Total Volume and Open Interest 54,584 87,202 +3,812
Japanese Yen(CME)
Mar17 161227 85.70 85.70 85.32 85.47 -0.17 68,917 217,338 -1,129
Jun17 161227 86.05 86.08 85.74 85.87 -0.17 27 285 +4
Sep17 161227 86.29 86.40 86.16 86.29 -0.18 10 29 -1
Total Volume and Open Interest 68,954 217,656 -1,126
Swiss Franc(CME)
Mar17 161227 97.86 97.89 97.59 97.80 -0.06 14,901 55,127 +612
Jun17 161227 98.40 98.48 98.22 98.40 -0.07 0 78 +0
Sep17 161227 99.02 99.02 98.92 99.02 -0.07 0 4 +0
Total Volume and Open Interest 14,901 55,214 +612
EuroFX(CME)
Mar17 161227 104.99 105.09 104.74 105.02 +0.11 140,543 392,161 +176
Jun17 161227 105.39 105.59 105.27 105.54 +0.11 919 8,665 +106
Sep17 161227 106.10 106.12 105.82 106.07 +0.12 0 262 +0
Total Volume and Open Interest 141,463 401,137 +283
Mexican Peso(CME)
Jan17 161227 480.75 480.75 480.75 480.75 -3.00      
Feb17 161227 478.88 478.88 478.88 478.88 -2.88      
Total Volume and Open Interest 41,055 141,443 +1,387
Brazilian Real(CME)
Jan17 161227 304.25 305.75 303.95 305.00 -0.50 6,709 21,409 +753
Feb17 161227 302.45 302.95 301.90 302.40 -0.35 5,545 5,754 +5,489
Mar17 161227 299.20 300.15 299.20 300.15 -0.45 2 6,297 -1
Apr17 161227 297.65 297.65 297.65 297.65 -0.40      
Total Volume and Open Interest 12,256 33,460 +6,241
30-Year T-Bonds(CBOT)
Mar17 161227 148~310 149~010 148~070 148~180 -0~180 127,316 589,779 +813
Jun17 161227 147~080 147~210 147~080 147~080 -0~180 0 4 +0
Sep17 161227 147~080 147~080 147~080 147~080 -0~180      
Total Volume and Open Interest 127,316 589,783 +813
10-Year T-Notes(CBOT)
Mar17 161227 123~110 123~110 123~030 123~065 -0~050 585,524 3,068,586 +4,477
Jun17 161227 122~180 122~180 122~080 122~180 -0~050 1 7 +1
Sep17 161227 122~180 122~180 122~180 122~180 -0~050      
Total Volume and Open Interest 585,525 3,068,593 +4,478
5-Year T-Notes(CBOT)
Dec16 161227 117~240 117~240 117~192 117~200 -0~022 3,041 21,801 -1,515
Mar17 161227 117~024 117~030 116~300 116~314 -0~030 397,306 2,942,715 +4,257
Jun17 161227 116~214 116~214 116~214 116~214 -0~030 0 1 +0
Total Volume and Open Interest 400,347 2,964,517 +2,742
2 Year T-Notes(CBOT)
Dec16 161227 108~164 108~176 108~162 108~172 unch 1,319 4,215 -879
Mar17 161227 108~056 108~056 108~046 108~052 -0~004 138,233 1,123,350 +7,374
Jun17 161227 108~052 108~052 108~052 108~052 -0~004      
Total Volume and Open Interest 139,552 1,127,565 +6,495
Eurodollars(CME)
Mar17 161227 98.930 98.940 98.930 98.930 unch 88,108 1,449,627 +6,760
Jun17 161227 98.750 98.755 98.745 98.750 -0.005 84,413 1,304,435 +938
Sep17 161227 98.590 98.595 98.580 98.585 -0.010 108,901 1,161,844 +3,869
Dec17 161227 98.415 98.420 98.405 98.405 -0.015 117,370 1,298,214 -15
Mar18 161227 98.280 98.285 98.265 98.270 -0.015 112,188 997,809 -5,194
Jun18 161227 98.155 98.155 98.130 98.135 -0.020 108,469 630,732 +10,949
Sep18 161227 98.030 98.030 98.005 98.010 -0.025 106,601 464,712 -425
Dec18 161227 97.895 97.900 97.870 97.875 -0.025 108,602 659,057 -7,842
Mar19 161227 97.800 97.805 97.770 97.780 -0.025 96,866 622,348 +20,484
Jun19 161227 97.710 97.710 97.680 97.685 -0.030 50,643 511,364 -581
Sep19 161227 97.645 97.645 97.600 97.605 -0.030 48,764 424,616 +1,155
Dec19 161227 97.555 97.555 97.510 97.520 -0.025 52,681 377,729 +695
Mar20 161227 97.485 97.485 97.455 97.465 -0.025 37,346 274,787 +3,539
Jun20 161227 97.435 97.435 97.400 97.410 -0.025 28,556 160,294 +640
Sep20 161227 97.385 97.385 97.345 97.360 -0.025 23,578 129,236 -627
Dec20 161227 97.315 97.320 97.285 97.300 -0.025 25,257 146,108 -791
Mar21 161227 97.275 97.275 97.240 97.255 -0.025 14,988 96,825 -55
Jun21 161227 97.220 97.225 97.195 97.210 -0.025 15,949 87,267 -595
Total Volume and Open Interest 1,292,453 11,145,771 +43,535
Ultra T-Bond(CBOT)
Dec16 161220 158~18 159~13 158~06 158~18 -0~22 2,561 3,764 -2,039
Mar17 161227 158~09 158~10 157~04 157~22 -0~23 52,095 686,924 +2,698
Jun17 161227 156~12 156~12 156~12 156~12 -0~23      
Total Volume and Open Interest 52,095 686,924 +2,698
Ultra 10-Yr T-Note(CBOT)
Dec16 161220 132~280 133~050 132~215 133~005 -0~040 451 1,103 -208
Mar17 161227 132~200 132~205 132~090 132~150 -0~075 45,151 286,014 -1,230
Jun17 161227 131~230 131~230 131~230 131~230 -0~075      
Total Volume and Open Interest 45,151 286,014 -1,230
30 Day Federal Funds(CBOT)
Dec16 161227 99.465 99.465 99.463 99.465 unch 600 77,490 -117
Jan17 161227 99.360 99.360 99.355 99.355 unch 2,722 206,260 -1,632
Feb17 161227 99.350 99.350 99.345 99.345 unch 548 88,586 +56
Mar17 161227 99.310 99.310 99.310 99.310 -0.005 1,406 82,398 +143
Apr17 161227 99.285 99.290 99.285 99.290 unch 857 218,299 -167
May17 161227 99.250 99.250 99.250 99.250 -0.005 2,539 66,469 -1,082
Total Volume and Open Interest 19,450 996,512 -1,738
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 161226 99.95 99.95 99.95 99.95 unch      
Jun17 161226 99.95 99.95 99.95 99.95 unch      
Sep17 161226 99.95 99.95 99.95 99.95 unch      
Dec17 161226 99.95 99.95 99.95 99.95 unch      
Mar18 161226 99.96 99.96 99.96 99.96 unch      
Jun18 161226 99.82 99.82 99.82 99.82 unch      
Sep18 161226 99.68 99.68 99.68 99.68 unch      
Dec18 161226 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest      
Japanese Govt Bonds(SGX)
Mar17 161226 149.75 149.89 149.73 149.82 -0.05 594 14,223 -93
Jun17 161226 149.80 149.80 149.80 149.80 -0.05      
Sep17 161226 149.80 149.80 149.80 149.80 -0.05      
Total Volume and Open Interest 594 14,223 -93
Euro-Buxl(EUREX)
Mar17 161227 174.20 176.04 173.86 175.24 +0.94 19,693 186,256 -9,752
Jun17 161227 172.10 173.30 172.10 173.30 +0.94 0 3 +0
Sep17 161227 170.24 170.24 170.24 170.24 +0.94 0 10 +0
Total Volume and Open Interest 19,693 191,829 -4,192
Euro-Bund(EUREX)
Mar17 161227 163.55 164.18 163.55 164.15 +0.49 316,787 1,569,928 -128,577
Jun17 161227 160.57 160.99 160.57 160.98 +0.50 129 247 -36
Sep17 161227 160.98 160.98 160.98 160.98 +0.50      
Total Volume and Open Interest 316,916 1,654,714 -44,074
Euro-Bobl(EUREX)
Mar17 161227 133.46 133.81 133.46 133.75 +0.30 200,726 1,212,358 -62,667
Jun17 161227 131.54 131.54 131.54 131.54 +0.31 0 10 +0
Sep17 161227 131.54 131.54 131.54 131.54 +0.31      
Total Volume and Open Interest 200,726 1,274,030 -1,005
Euro-Schatz(EUREX)
Mar17 161227 112.29 112.38 112.29 112.37 +0.08 129,318 1,238,437 -74,867
Jun17 161227 112.25 112.25 112.25 112.25 +0.06 0 16 +0
Sep17 161227 112.25 112.25 112.25 112.25 +0.06      
Total Volume and Open Interest 129,318 1,335,205 +21,885
3-Mth Euribor(EUREX)
Dec16 161219 100.313 100.313 100.313 100.313 -0.003 0 2,979 +0
Mar17 161227 100.310 100.310 100.310 100.310 +0.005 190 3,957 +0
Jun17 161227 100.280 100.280 100.280 100.280 unch 1 33,569 +0
Total Volume and Open Interest 294 71,174 +198
Long Gilt(LIFFE)
Dec16 161223 125~02 125~02 124~30 124~30 +0~04 5,413 8,307 -180
Mar17 161223 124~05 124~22 124~04 124~19 +0~13 105,826 583,064 +403
Total Volume and Open Interest 111,239 591,371 +223
3-Mth Short Sterling(LIFFE)
Mar17 161223 99.61 99.61 99.61 99.61 +0.00 48,998 355,492 -900
Jun17 161223 99.56 99.57 99.55 99.57 +0.01 31,434 390,657 +4,954
Sep17 161223 99.51 99.52 99.50 99.52 +0.01 31,335 259,245 -9,673
Dec17 161223 99.45 99.47 99.45 99.46 +0.01 37,785 303,516 +7,979
Mar18 161223 99.40 99.41 99.40 99.41 +0.01 41,275 173,428 +4,458
Jun18 161223 99.34 99.36 99.34 99.35 +0.01 35,941 170,555 -1,127
Total Volume and Open Interest 436,805 2,250,065 -427,565
3-Mth Euribor(LIFFE)
Mar17 161227 100.300 100.310 100.300 100.305 unch 37,639 376,294 -5,038
Jun17 161227 100.275 100.285 100.275 100.285 +0.005 36,085 380,321 +9,192
Sep17 161227 100.255 100.265 100.255 100.265 +0.005 35,419 325,267 +993
Total Volume and Open Interest 426,002 2,974,652 +28,523
3-Mth Aus T-Bills(SFE)
Mar17 161223 98.17 98.18 98.16 98.17 -0.01 21,205 200,730 -1,732
Jun17 161223 98.12 98.13 98.11 98.12 -0.01 39,617 222,745 +3,573
Sep17 161223 98.05 98.06 98.03 98.04 -0.02 36,994 155,124 -7,381
Dec17 161223 97.96 97.97 97.94 97.95 -0.02 21,639 170,015 +2,900
Mar18 161223 97.86 97.87 97.83 97.84 -0.03 9,078 88,769 +1,378
Jun18 161223 97.75 97.76 97.73 97.74 -0.03 6,983 70,585 +806
Sep18 161223 97.65 97.66 97.62 97.63 -0.03 4,036 48,110 +787
Dec18 161223 97.55 97.55 97.52 97.52 -0.04 1,387 23,459 +272
Mar19 161223 97.44 97.44 97.41 97.41 -0.04 176 5,418 -42
Jun19 161223 97.32 97.32 97.31 97.31 -0.04 111 3,162 +96
Total Volume and Open Interest 141,428 989,345 +722
10-Year Aus T-Bonds(SFE)
Mar17 161223 97.13 97.13 97.07 97.09 -0.04 54,189 886,467 -3,930
Jun17 161223 97.09 97.09 97.09 97.09 -0.04      
Total Volume and Open Interest 54,189 886,467 -3,930
3-Year Aus T-Bonds(SFE)
Mar17 161223 97.89 97.90 97.84 97.87 -0.03 94,344 844,121 +3,659
Jun17 161223 97.87 97.87 97.87 97.87 -0.03      
Total Volume and Open Interest 94,344 844,121 +3,659
Gold(CMX)
Dec16 161227 1134.3 1142.2 1134.3 1137.3 +5.4 104 608 -77
Feb17 161227 1135.3 1151.7 1132.8 1138.8 +5.2 120,321 275,832 +689
Apr17 161227 1138.5 1153.4 1135.6 1141.5 +5.2 2,004 41,899 +442
Jun17 161227 1139.5 1155.0 1138.9 1144.2 +5.2 2,656 35,549 +650
Aug17 161227 1146.3 1148.3 1145.7 1147.0 +5.2 580 11,270 -57
Oct17 161227 1150.0 1150.0 1148.7 1150.0 +5.1 131 3,278 +19
Dec17 161227 1149.4 1165.0 1147.2 1153.0 +5.1 67 21,856 +3
Feb18 161227 1156.0 1156.3 1156.0 1156.3 +5.1 1 205 +1
Apr18 161227 1159.8 1162.5 1159.8 1159.8 +5.1 0 163 +0
Jun18 161227 1163.5 1163.5 1155.0 1163.5 +5.1 35 4,210 -4
Aug18 161227 1167.2 1167.2 1167.2 1167.2 +5.1 0 6 +0
Oct18 161227 1178.0 1178.0 1170.9 1170.9 +5.1 0 3 +0
Total Volume and Open Interest 126,094 402,653 +1,632
Silver(CMX)
Dec16 161227 1584.0 1592.9 1584.0 1592.9 +22.5 75 231 -217
Mar17 161227 1580.5 1610.5 1575.5 1598.9 +23.0 42,779 131,574 +1,071
May17 161227 1586.5 1614.0 1585.5 1604.0 +23.0 1,019 15,354 +524
Jul17 161227 1592.5 1620.0 1592.5 1608.9 +23.0 619 5,744 -172
Sep17 161227 1595.0 1620.0 1595.0 1613.7 +23.0 83 1,278 +15
Dec17 161227 1611.0 1623.5 1611.0 1621.2 +23.0 294 5,195 -35
Mar18 161227 1630.0 1730.0 1630.0 1630.0 +23.0 0 14 +0
Total Volume and Open Interest 45,139 161,272 +1,223
Platinum(NYMEX)
Jan17 161227 898.0 911.9 894.2 904.1 +10.9 14,807 16,759 -5,265
Apr17 161227 897.1 914.3 896.0 905.9 +10.9 7,400 43,982 +4,832
Jul17 161227 903.7 916.3 903.7 909.5 +10.8 99 2,193 +78
Oct17 161227 908.2 913.7 908.2 913.3 +10.7 6 218 +0
Total Volume and Open Interest 22,360 63,334 -321
Palladium(NYMEX)
Dec16 161227 660.90 676.00 659.10 674.30 +18.95 0 16 +0
Mar17 161227 660.00 678.50 657.55 673.80 +18.95 3,558 23,961 -285
Jun17 161227 677.00 677.35 674.75 674.75 +18.95 11 668 +8
Total Volume and Open Interest 3,571 24,663 -276
Copper(CMX)
Dec16 161227 245.00 251.30 245.00 250.80 +3.55 434 950 -224
Mar17 161227 246.60 253.05 244.80 251.55 +3.65 55,335 147,923 -3,240
May17 161227 247.90 253.40 245.60 252.25 +3.65 1,803 27,434 +89
Jul17 161227 247.00 253.50 246.25 252.85 +3.65 586 21,804 +401
Sep17 161227 250.35 253.65 250.25 253.25 +3.65 158 6,800 -40
Total Volume and Open Interest 60,181 229,225 -2,053
E-mini DJIA Index(CBOT)
Mar17 161227 19863 19922 19860 19876 +2 71,706 129,315 +1,569
Jun17 161227 19810 19857 19799 19813 +1 35 188 +3
Sep17 161227 19761 19761 19761 19761 +1      
Dec17 161227 19719 19719 19580 19719 +1 0 1 +0
Total Volume and Open Interest 71,741 129,504 +1,572
S & P 500(CME)
Mar17 161227 2258.70 2262.40 2257.90 2260.90 +0.90 3,007 57,036 +414
Jun17 161227 2255.50 2264.60 2255.50 2255.50 +0.90 0 1,894 +2
Sep17 161227 2251.10 2260.20 2251.10 2251.10 +0.90 0 27 +0
Dec17 161227 2246.30 2255.40 2246.30 2246.30 +0.90      
Total Volume and Open Interest 3,007 58,957 +416
S & P 500 E-Mini(Globex)
Mar17 161227 2258.75 2269.50 2257.75 2261.00 +1.00 847,626 2,756,335 +21,158
Jun17 161227 2254.25 2264.00 2252.50 2255.50 +1.00 1,635 9,665 +73
Sep17 161227 2251.00 2251.00 2244.75 2251.00 +0.75 8 169 -4
Dec17 161227 2246.25 2252.75 2241.00 2246.25 +0.75 0 66 +0
Total Volume and Open Interest 849,269 2,766,235 +21,227
NASDAQ 100 E-Mini(Globex)
Mar17 161227 4942.00 4994.50 4940.00 4961.30 +19.00 110,522 224,003 -170
Jun17 161227 4943.80 4989.80 4943.80 4959.80 +19.00 18 245 -1
Sep17 161227 4989.30 4989.30 4962.50 4962.50 +19.00 0 55 +0
Total Volume and Open Interest 110,540 224,317 -171
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 161227 1670.90 1683.40 1669.80 1678.70 +6.50 9,452 97,109 +502
Jun17 161227 1669.70 1669.70 1658.50 1669.70 +7.00 1 1 +1
Total Volume and Open Interest 9,453 97,110 +503
Volatility Index(CBOE)
Dec16 161221 11.50 11.60 11.30 11.45 -0.13 78,073 86,037 -33,842
Jan17 161227 14.30 14.33 13.95 13.98 -0.30 70,606 230,380 -13,108
Feb17 161227 15.95 16.00 15.70 15.80 -0.22 37,934 82,263 +8,224
Mar17 161227 17.20 17.22 17.00 17.08 -0.20 11,729 31,662 -450
Total Volume and Open Interest 135,538 407,100 -3,832
Russell 2000 Mini(ICE)
Mar17 161227 1367.50 1382.10 1366.70 1374.70 +4.50 108,802 674,139 +797
Jun17 161227 1380.00 1380.00 1371.70 1371.70 +4.50 1 369 +1
Sep17 161227 1368.70 1368.70 1368.70 1368.70 +4.50 0 201 +0
Total Volume and Open Interest 108,803 674,789 +798
Nikkei 225(CME)
Mar17 161227 19420 19505 19385 19450 -10 5,424 28,497 -163
Jun17 161227 19375 19375 19375 19375 -10      
Total Volume and Open Interest 5,424 28,497 -163
Nikkei 225(SGX)
Mar17 161227 19350 19370 19345 19345 +50 12,830 198,323 -2,365
Jun17 161227 19235 19235 19220 19220 +45 31 359 +10
Sep17 161226 19145 19145 19145 19145 -80 0 5 +0
Total Volume and Open Interest 57,790 209,004 +4,752
Nikkei 225 Mini(JPX)
Dec16 161208 18525 18790 18485 18790 +290 877,826 406,905 -30,967
Mar17 161226 19360 19405 19320 19320 -40 778,353 338,314 +15,601
Jun17 161226 19230 19265 19190 19200 -30 5,872 6,568 +553
Total Volume and Open Interest 835,086 480,973 +15,787
Nikkei 225(JPX)
Dec16 161208 18530 18790 18490 18790 +290 173,401 259,863 -101,754
Mar17 161226 19360 19410 19320 19320 -40 64,854 349,952 +3,134
Jun17 161226 19220 19260 19200 19200 -30 390 18,158 +25
Total Volume and Open Interest 65,307 444,522 +4,055
Nikkei 225(CME) Yen
Dec16 161208 18630 18920 18610 18860 +230 67,553 53,178 -9,334
Mar17 161227 19360 19440 19325 19390 -10 20,476 55,221 -864
Jun17 161227 19260 19310 19260 19260 -10 0 4 +0
Total Volume and Open Interest 20,476 55,226 -864
Nikkei 225(CME) e-Mini Yen
Dec16 161208 18860 18900 18860 18860 +230 0 307 +0
Mar17 161227 19390 19510 19390 19390 -10 0 94 +0
Jun17 161227 19260 19260 19260 19260 -10      
Total Volume and Open Interest 0 94 +0
CAC 40(EURONEXT)
Jan17 161227 4833.5 4854.5 4833.5 4850.0 +9.5 54,535 296,778 +1,882
Feb17 161227 4848.0 4848.0 4847.5 4847.5 +9.5 52 182 +15
Mar17 161227 4832.0 4846.5 4832.0 4845.0 +9.5 240 7,389 -1,538
Total Volume and Open Interest 54,827 304,411 +359
Hang Seng Index(HKFE)
Dec16 161223 21616 21666 21477 21538 -77 92,378 115,157 -12,114
Jan17 161223 21630 21676 21488 21551 -70 15,919 19,563 +8,012
Total Volume and Open Interest 109,065 142,543 -3,902
DAX(EUREX)
Mar17 161227 11426.0 11483.5 11425.5 11475.5 +28.0 44,849 134,911 -15,957
Jun17 161227 11467.0 11501.0 11467.0 11500.5 +28.5 31 689 -3
Sep17 161227 11492.0 11492.0 11492.0 11492.0 +28.0 0 3 +0
Total Volume and Open Interest 44,880 151,148 -415
Mini-DAX(EUREX)
Dec16 161216 11374.0 11452.0 11352.0 11406.5 +25.5 21,293 14,501 -209
Mar17 161227 11435.0 11483.0 11424.0 11475.5 +28.0 10,693 5,405 -1,631
Jun17 161227 11500.5 11500.5 11500.5 11500.5 +28.5 9 297 +0
Total Volume and Open Interest 10,702 6,690 -643
FT-SE 100(EURONEXT)
Mar17 161223 6988.50 7009.00 6984.50 7004.00 +15.50 59,218 725,311 +2,066
Jun17 161223 6930.50 6931.50 6930.50 6930.50 +15.00 38 29,312 -1
Sep17 161223 6870.50 6870.50 6870.50 6870.50 +15.00      
Total Volume and Open Interest 59,256 754,623 +2,065
SPI 200(SFE)
Mar17 161223 5615.0 5629.0 5577.0 5599.0 -14.0 23,880 253,231 +1,209
Jun17 161223 5584.0 5584.0 5584.0 5584.0 -14.0 19 1,426 +14
Sep17 161223 5534.0 5534.0 5534.0 5534.0 -14.0 140 1,670 +140
Total Volume and Open Interest 24,067 256,553 +1,374
FTSE MIB(ISE)
Mar17 161227 19295.00 19370.00 19270.00 19349.00 +64.00 24,176 37,730 +1,295
Jun17 161227 18930.00 18939.00 18925.00 18939.00 +66.00 8 19 +3
Total Volume and Open Interest 24,184 37,749 +1,298
KOSPI 200(KFE)
Mar17 161227 259.45 259.50 259.30 259.50 +0.60 56,593 128,936 +1,245
Jun17 161227 259.55 260.05 259.50 259.85 +0.40 97 4,247 +23
Sep17 161227 261.35 261.35 261.35 261.35 +0.60 0 478 +6
Total Volume and Open Interest 56,690 140,671 +1,274
GSCI(CME)
Jan17 161227 396.10 398.95 396.00 398.20 +6.90 66 14,401 -40
Feb17 161227 400.90 400.90 400.90 400.90 +6.90      
Mar17 161227 407.00 407.00 407.00 407.00 +6.90      
Total Volume and Open Interest 66 14,401 -40
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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