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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 28, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161228 1014.00 1018.75 1001.50 1006.75 -8.00 67,094 67,474 -20,650
Mar17 161228 1023.75 1028.25 1011.25 1016.50 -7.75 90,074 322,481 -133
May17 161228 1031.75 1036.00 1020.00 1025.00 -7.25 19,379 99,538 +2,998
Jul17 161228 1037.00 1041.50 1026.00 1031.00 -7.00 9,597 99,013 -35
Aug17 161228 1034.00 1038.25 1024.00 1028.50 -6.50 588 6,763 +68
Sep17 161228 1016.75 1019.75 1006.50 1011.00 -6.75 183 2,559 +45
Nov17 161228 1001.00 1005.00 992.00 996.00 -6.50 3,893 76,511 +129
Jan18 161228 1005.75 1007.00 995.75 999.50 -5.00 47 3,059 -5
Mar18 161228 1000.25 1000.25 996.00 996.00 -4.75 199 2,325 -53
May18 161228 993.50 995.00 993.50 995.00 -4.75 23 508 +11
Jul18 161228 993.50 995.50 993.50 995.50 -4.50 123 730 +58
Aug18 161228 988.00 988.00 988.00 988.00 -4.50 1 19 +1
Sep18 161228 978.25 978.25 970.00 978.25 -4.50 11 22 +5
Nov18 161228 964.75 965.25 962.75 965.25 -4.75 59 1,182 +20
Total Volume and Open Interest 191,287 682,218 -17,534
Soybean Meal(CBOT)
Jan17 161228 317.60 320.50 315.10 316.20 -1.60 25,924 22,054 -7,371
Mar17 161228 321.30 324.20 319.00 320.30 -1.30 37,468 168,291 +216
May17 161228 324.10 326.50 321.60 322.60 -1.50 7,674 51,692 -1,071
Jul17 161228 326.30 328.80 324.10 325.00 -1.80 4,743 51,912 +532
Aug17 161228 325.10 326.80 322.60 323.40 -1.70 489 7,848 +130
Sep17 161228 322.00 323.80 320.10 320.50 -1.80 116 6,222 -31
Oct17 161228 316.60 318.50 315.00 315.20 -2.00 138 5,671 -27
Dec17 161228 316.90 318.80 315.20 315.40 -2.20 743 23,211 -24
Jan18 161228 317.20 317.20 315.00 315.00 -2.20 22 897 +2
Mar18 161228 315.70 315.70 313.80 313.80 -1.90 34 1,054 +7
Total Volume and Open Interest 77,384 340,063 -7,620
Soybean Oil(CBOT)
Jan17 161228 35.15 35.26 34.40 34.86 -0.26 34,874 28,277 -11,313
Mar17 161228 35.40 35.53 34.67 35.12 -0.28 63,310 193,734 -6,666
May17 161228 35.66 35.76 34.92 35.38 -0.26 16,921 70,225 +2,355
Jul17 161228 35.85 35.96 35.13 35.58 -0.25 8,624 60,115 -17
Aug17 161228 35.77 35.85 35.07 35.54 -0.23 757 6,704 -6
Sep17 161228 35.66 35.68 34.96 35.43 -0.20 633 5,376 -54
Oct17 161228 35.38 35.38 34.73 35.18 -0.17 902 5,079 +37
Dec17 161228 35.32 35.36 34.70 35.20 -0.15 1,622 14,882 +44
Jan18 161228 34.82 35.19 34.80 35.19 -0.15 220 699 +118
Mar18 161228 35.15 35.45 35.15 35.15 -0.15 7 754 -7
Total Volume and Open Interest 127,878 386,488 -15,513
Canola(WCE)
Jan17 161228 507.5 510.9 498.9 501.1 -4.2 11,424 13,356 -8,344
Mar17 161228 515.8 518.7 507.2 508.7 -4.7 19,624 122,862 -1,540
May17 161228 522.0 524.3 513.5 515.0 -4.0 5,306 28,533 +1,366
Jul17 161228 526.0 528.4 518.1 519.7 -3.5 2,515 16,438 -640
Nov17 161228 502.2 504.4 497.7 500.1 -0.6 860 16,194 +262
Total Volume and Open Interest 39,902 199,442 -8,723
Corn(CBOT)
Mar17 161228 354.25 354.75 347.25 348.25 -6.75 79,909 689,759 -9,941
May17 161228 360.00 361.00 353.75 354.75 -6.50 22,324 167,429 -266
Jul17 161228 367.75 368.00 361.25 362.00 -6.50 15,672 177,352 +2,243
Sep17 161228 374.75 375.00 368.50 369.25 -6.50 4,021 60,961 +342
Dec17 161228 383.00 384.00 377.75 378.25 -6.00 3,630 111,101 -15
Mar18 161228 392.00 392.50 386.75 387.25 -6.00 227 10,757 +114
May18 161228 397.25 397.75 392.75 392.75 -6.00 17 1,733 -3
Jul18 161228 398.50 398.50 397.50 397.50 -5.75 61 1,986 +39
Sep18 161228 392.25 394.00 392.25 392.25 -5.75 0 957 +0
Dec18 161228 397.00 397.00 394.50 394.50 -6.00 126 7,609 -14
Total Volume and Open Interest 125,988 1,229,942 -7,500
Wheat(CBOT)
Mar17 161228 409.75 410.00 400.25 401.50 -8.00 31,852 273,001 +3,825
May17 161228 421.75 422.25 413.25 414.50 -7.00 8,653 70,215 -802
Jul17 161228 434.25 435.00 427.25 428.50 -6.00 8,038 70,282 +699
Sep17 161228 447.25 449.00 441.25 442.75 -5.75 814 13,749 -51
Dec17 161228 464.50 465.75 458.50 460.50 -5.00 1,160 25,407 +88
Mar18 161228 478.25 478.25 472.00 473.50 -4.50 144 4,255 +39
Total Volume and Open Interest 50,746 458,544 +3,823
Wheat(KCBT)
Mar17 161228 418.00 420.75 409.50 409.50 -9.25 9,703 125,050 -1,441
May17 161228 429.75 432.25 421.00 421.00 -9.00 5,094 34,455 +97
Jul17 161228 440.00 443.25 432.00 432.00 -9.25 4,832 63,579 +358
Sep17 161228 454.75 456.75 445.75 446.00 -8.75 324 8,037 -62
Dec17 161228 475.00 475.00 464.00 464.00 -9.50 237 9,546 +30
Mar18 161228 488.50 488.50 477.50 477.75 -9.75 144 3,322 +25
May18 161228 496.00 496.00 486.00 486.00 -9.25 105 962 +34
Total Volume and Open Interest 20,505 245,550 -911
Wheat(MGE)
Mar17 161228 538.00 539.00 530.25 530.75 -8.25 2,130 33,973 -33
May17 161228 535.50 535.50 527.75 528.00 -7.00 789 13,523 -222
Jul17 161228 538.25 538.50 531.00 531.25 -6.50 408 6,115 +156
Sep17 161228 542.00 542.25 537.00 537.00 -6.00 434 4,485 +195
Dec17 161228 551.00 551.00 546.50 546.50 -5.25 421 3,271 +149
Mar18 161228 560.00 560.50 556.00 556.00 -5.25 85 267 +46
Total Volume and Open Interest 4,275 61,764 +291
Oats(CBOT)
Mar17 161228 229.00 229.00 226.50 227.75 -0.75 166 5,131 +41
May17 161228 228.00 229.00 227.50 228.50 +0.50 38 1,145 +12
Jul17 161228 228.25 228.50 228.25 228.50 -1.00 25 195 +7
Sep17 161228 228.75 233.00 228.75 228.75 -0.75 0 4 +0
Total Volume and Open Interest 229 6,596 +60
Rough Rice(CBOT)
Jan17 161228 9.31 9.37 9.23 9.25 -0.05 412 2,456 -336
Mar17 161228 9.56 9.62 9.46 9.51 -0.03 525 9,078 +265
May17 161228 9.76 9.77 9.70 9.75 unch 15 357 +12
Jul17 161228 9.94 10.12 9.94 9.94 unch 5 26 +5
Total Volume and Open Interest 962 11,930 -49
Live Cattle(CME)
Dec16 161228 114.950 116.350 114.885 115.980 +1.030 1,052 1,334 -544
Feb17 161228 116.000 117.650 115.850 117.385 +1.385 19,888 125,156 +24
Apr17 161228 113.950 115.230 113.830 115.150 +1.170 10,026 74,135 -16
Jun17 161228 104.480 105.385 104.480 105.135 +0.500 7,501 64,761 +615
Aug17 161228 100.350 100.950 100.300 100.785 +0.335 2,752 23,671 +474
Oct17 161228 100.230 100.400 99.900 100.300 +0.220 1,101 12,846 +270
Total Volume and Open Interest 42,836 307,488 +1,046
Feeder Cattle(CME)
Jan17 161228 129.900 131.900 129.750 131.735 +1.785 2,759 10,201 -248
Mar17 161228 126.000 127.250 125.680 126.950 +1.000 2,345 19,769 +231
Apr17 161228 125.430 126.500 125.300 126.400 +0.920 1,004 5,544 +186
May17 161228 123.900 125.100 123.750 125.050 +1.150 566 5,800 +59
Aug17 161228 123.885 125.385 123.885 125.285 +1.085 270 2,941 +63
Sep17 161228 122.135 123.580 122.135 123.350 +0.620 23 278 +6
Oct17 161228 121.000 122.000 121.000 122.000 +1.100 1 74 +0
Total Volume and Open Interest 6,968 44,628 +297
Lean Hogs(CME)
Feb17 161228 65.050 66.135 64.450 65.100 +0.350 15,731 83,101 -1,344
Apr17 161228 66.785 67.475 65.785 66.080 -0.705 8,662 48,204 -184
May17 161228 71.930 72.300 70.700 70.950 -0.750 111 1,404 +36
Jun17 161228 75.930 76.285 74.535 74.680 -1.205 4,705 27,087 +312
Jul17 161228 76.180 76.180 74.700 74.830 -0.955 1,685 10,528 +157
Aug17 161228 76.100 76.180 74.800 75.050 -0.650 1,369 15,066 -62
Oct17 161228 65.930 65.950 64.650 65.035 -0.500 645 5,432 +118
Dec17 161228 61.800 61.900 60.450 61.035 -0.765 447 2,760 +132
Total Volume and Open Interest 33,403 193,873 -833
Class III Milk(CME)
Dec16 161228 17.39 17.39 17.37 17.38 unch 33 5,863 -26
Jan17 161228 16.60 16.62 16.39 16.61 +0.06 134 4,647 -27
Feb17 161228 16.99 17.10 16.82 17.10 +0.16 115 4,055 -38
Mar17 161228 17.34 17.48 17.18 17.47 +0.15 51 3,759 -5
Apr17 161228 17.45 17.59 17.40 17.59 +0.12 28 2,916 +8
May17 161228 17.59 17.68 17.57 17.68 +0.10 37 2,751 +22
Jun17 161228 17.65 17.75 17.65 17.75 +0.08 30 2,472 +17
Jul17 161228 17.83 17.90 17.82 17.89 +0.08 29 1,474 +15
Aug17 161228 17.89 17.91 17.89 17.89 +0.01 34 1,457 +18
Sep17 161228 17.97 17.97 17.97 17.97 +0.02 33 1,382 +17
Oct17 161228 17.81 17.85 17.81 17.85 +0.05 14 1,153 +14
Nov17 161228 17.63 17.68 17.59 17.63 unch 20 1,178 +0
Dec17 161228 17.38 17.41 17.35 17.35 +0.01 5 1,063 +4
Total Volume and Open Interest 574 35,107 +26
Cocoa(ICE)
Mar17 161228 2237 2239 2182 2205 -32 11,098 125,979 -426
May17 161228 2233 2233 2177 2197 -34 3,084 53,790 -91
Jul17 161228 2220 2229 2175 2196 -35 1,644 35,234 +124
Sep17 161228 2236 2236 2184 2201 -37 476 14,571 +170
Dec17 161228 2242 2242 2200 2214 -41 92 8,040 +63
Mar18 161228 2239 2242 2225 2228 -43 26 10,350 -3
May18 161228 2256 2259 2240 2245 -43 13 3,668 +10
Total Volume and Open Interest 16,462 255,197 -150
Coffee "C"(ICE)
Mar17 161228 134.65 136.00 132.85 133.50 -0.70 12,032 97,823 -421
May17 161228 137.90 138.25 135.20 135.85 -0.65 3,470 40,878 +72
Jul17 161228 139.50 140.50 137.50 138.15 -0.65 1,535 21,957 +15
Sep17 161228 141.70 142.15 139.55 140.20 -0.65 948 12,490 +11
Dec17 161228 145.40 145.40 142.55 143.20 -0.65 289 11,396 +17
Mar18 161228 146.75 146.75 145.50 146.05 -0.60 40 2,475 -4
Total Volume and Open Interest 18,367 190,385 -297
Orange Juice(ICE)
Jan17 161228 191.95 192.05 187.80 187.80 -2.90 658 1,850 -516
Mar17 161228 189.90 190.45 186.95 187.45 -1.85 1,519 10,323 +152
May17 161228 187.80 187.80 186.00 186.25 -1.05 42 681 +9
Jul17 161228 184.00 184.50 184.00 184.50 -0.15 30 280 +21
Sep17 161228 182.80 182.80 182.80 182.80 unch 1 32 +0
Nov17 161228 180.70 180.70 180.70 180.70 unch 0 3 +0
Total Volume and Open Interest 2,250 13,170 -334
Sugar #11(ICE)
Mar17 161228 18.65 19.13 18.57 18.99 +0.45 19,643 358,410 -3,413
May17 161228 18.40 18.84 18.32 18.74 +0.44 7,961 165,460 +570
Jul17 161228 18.03 18.48 18.02 18.39 +0.36 4,304 114,648 -457
Oct17 161228 17.98 18.30 17.94 18.25 +0.27 2,187 78,204 +237
Mar18 161228 18.00 18.31 18.00 18.27 +0.20 518 43,010 +166
May18 161228 17.75 17.85 17.58 17.81 +0.13 319 16,773 +195
Jul18 161228 17.31 17.37 17.12 17.34 +0.08 16 11,766 +10
Oct18 161228 17.18 17.22 16.98 17.20 +0.06 4 11,337 -3
Total Volume and Open Interest 34,958 807,149 -2,663
London Cocoa(LCE)
Mar17 161228 1829 1833 1788 1805 -11 15,213 112,294 -2,548
May17 161228 1840 1841 1792 1811 -11 4,286 67,114 -500
Jul17 161228 1845 1860 1814 1832 -11 3,591 31,603 +1,488
Sep17 161228 1873 1873 1826 1846 -10 3,260 32,998 +459
Dec17 161228 1872 1874 1834 1856 -9 3,148 24,097 +358
Mar18 161228 1869 1879 1853 1862 -12 965 16,732 +434
May18 161228 1876 1880 1870 1878 -11 222 4,765 +74
Total Volume and Open Interest 30,685 291,320 -235
London Sugar(LCE)
Mar17 161228 500.00 511.30 499.50 509.20 +18.20 2,803 34,942 -52
May17 161228 496.40 505.70 494.90 503.80 +16.30 486 21,398 +61
Aug17 161228 489.60 498.10 489.00 496.30 +14.20 178 10,432 +15
Oct17 161228 481.50 484.10 478.00 484.10 +11.80 138 10,195 -10
Dec17 161228 473.00 477.00 473.00 476.50 +9.40 75 2,944 +19
Total Volume and Open Interest 3,797 83,875 +129
Cotton(ICE)
Mar17 161228 69.83 70.00 69.60 69.75 +0.01 7,123 165,012 -305
May17 161228 70.20 70.43 70.02 70.15 -0.02 1,804 41,315 +147
Jul17 161228 70.64 70.80 70.44 70.59 +0.01 605 17,940 +305
Oct17 161228 69.26 69.26 69.26 69.26 +0.04 14 36 -12
Dec17 161228 68.88 69.02 68.88 68.95 +0.09 222 19,551 +42
Mar18 161228 68.92 68.92 68.92 68.92 +0.09 3 415 +3
Total Volume and Open Interest 9,771 245,056 +180
Lumber(CME)
Jan17 161228 305.1 313.7 303.1 310.0 +4.6 131 1,200 -57
Mar17 161228 315.9 326.0 314.2 322.5 +6.2 269 2,754 +146
May17 161228 324.4 331.5 322.4 331.5 +6.9 0 326 +0
Jul17 161228 336.0 336.0 334.0 336.0 +2.2 0 54 +0
Total Volume and Open Interest 400 4,365 +89
Crude Oil(NYM)
Feb17 161228 53.93 54.37 53.56 54.06 +0.16 285,166 458,071 -14,723
Mar17 161228 54.80 55.22 54.47 54.95 +0.16 53,010 331,766 +2,329
Apr17 161228 55.44 55.92 55.18 55.67 +0.16 19,014 144,474 -699
May17 161228 55.99 56.45 55.78 56.25 +0.19 10,484 115,131 -1,592
Jun17 161228 56.40 56.84 56.16 56.65 +0.21 19,750 222,009 -1,239
Jul17 161228 56.88 57.03 56.38 56.88 +0.22 2,928 52,548 -334
Aug17 161228 56.70 57.16 56.50 57.00 +0.22 1,340 45,853 +227
Sep17 161228 56.84 57.23 56.64 57.06 +0.21 2,183 70,673 -127
Oct17 161228 56.76 57.27 56.76 57.09 +0.20 804 38,791 +215
Nov17 161228 57.12 57.24 56.82 57.11 +0.19 583 35,349 +134
Dec17 161228 56.88 57.30 56.65 57.12 +0.19 11,917 204,346 -730
Jan18 161228 57.03 57.04 57.01 57.04 +0.19 346 35,884 -126
Feb18 161228 56.95 56.95 56.95 56.95 +0.19 374 14,705 +52
Mar18 161228 56.85 56.85 56.85 56.85 +0.19 310 23,337 -16
Apr18 161228 56.74 56.74 56.74 56.74 +0.18 75 7,219 -6
May18 161228 56.70 56.70 56.64 56.64 +0.18 69 5,160 +26
Total Volume and Open Interest 415,138 2,028,416 -17,162
e-miNY Crude Oil(NYM)
Feb17 161228 53.900 54.375 53.575 54.050 +0.150 5,402 2,295 +188
Mar17 161228 54.700 55.200 54.500 54.950 +0.150 132 693 +13
Apr17 161228 55.475 55.850 55.275 55.675 +0.175 29 461 +10
May17 161228 56.300 56.300 56.250 56.250 +0.200 0 65 +0
Jun17 161228 56.650 56.650 56.450 56.650 +0.200 4 126 +4
Jul17 161228 57.000 57.000 56.875 56.875 +0.225 4 137 -4
Aug17 161228 57.000 57.000 57.000 57.000 +0.225 0 149 +0
Sep17 161228 57.050 57.050 57.050 57.050 +0.200 0 44 +0
Oct17 161228 57.100 57.100 57.100 57.100 +0.200 0 43 +0
Nov17 161228 57.100 57.100 57.100 57.100 +0.175 0 43 +0
Total Volume and Open Interest 5,571 4,284 +211
NY Harbor ULSD(NYM)
Jan17 161228 170.00 171.56 169.50 169.93 -0.01 19,217 27,469 -4,074
Feb17 161228 171.71 173.33 171.14 171.71 unch 39,213 117,057 +950
Mar17 161228 172.61 174.34 172.29 172.82 +0.10 14,721 84,348 +1,092
Apr17 161228 172.67 174.56 172.54 173.05 +0.12 9,819 46,537 +1,076
May17 161228 173.85 174.99 173.16 173.60 +0.13 5,086 27,793 -296
Jun17 161228 174.55 175.63 173.76 174.19 +0.11 5,054 46,858 +404
Jul17 161228 174.82 176.33 174.82 175.09 +0.13 1,932 11,294 -514
Aug17 161228 176.75 176.87 175.97 175.97 +0.19 673 5,096 -43
Sep17 161228 176.40 178.17 176.40 176.90 +0.23 688 8,962 -15
Oct17 161228 177.79 178.38 177.72 177.72 +0.27 260 5,668 -22
Nov17 161228 178.95 178.96 178.42 178.42 +0.30 147 4,184 +7
Dec17 161228 179.18 180.24 178.30 179.01 +0.31 1,177 35,823 +146
Jan18 161228 179.80 181.93 179.73 179.73 +0.33 30 2,979 +2
Feb18 161228 182.00 182.00 179.91 179.91 +0.38 20 1,860 +2
Total Volume and Open Interest 98,283 441,973 -1,185
RBOB Gasoline(NYM)
Jan17 161228 165.17 168.40 164.78 167.46 +2.18 23,906 28,245 -3,997
Feb17 161228 166.09 168.81 165.60 167.57 +1.40 37,383 126,178 +3,385
Mar17 161228 167.73 170.20 167.24 168.97 +1.08 16,822 71,840 +1,098
Apr17 161228 186.08 187.42 184.87 186.21 +0.63 9,858 44,017 +1,558
May17 161228 186.43 188.10 186.16 187.05 +0.43 4,088 28,255 +251
Jun17 161228 185.97 187.48 185.52 186.38 +0.17 4,380 35,570 -201
Jul17 161228 185.10 185.79 184.30 184.76 -0.02 1,496 14,480 -128
Aug17 161228 182.87 183.65 182.41 182.48 -0.18 1,362 6,127 +102
Sep17 161228 180.46 180.70 179.59 179.59 -0.27 1,135 14,137 +153
Oct17 161228 166.75 166.81 166.25 166.25 -0.10 813 4,586 -44
Total Volume and Open Interest 105,944 408,042 +3,645
e-miNY RBOB Gasoline(NYM)
Jan17 161228 167.50 167.50 167.46 167.50 +2.22 0 2 +0
Feb17 161228 167.60 167.60 167.57 167.60 +1.43      
Mar17 161228 169.00 169.00 168.97 169.00 +1.11      
Apr17 161228 186.20 186.21 186.20 186.20 +0.62      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Jan17 161228 3.735 3.994 3.664 3.930 +0.169 58,296 20,015 -5,224
Feb17 161228 3.740 3.902 3.670 3.898 +0.132 89,016 170,246 +6,360
Mar17 161228 3.677 3.828 3.615 3.825 +0.117 36,240 260,660 +2,270
Apr17 161228 3.541 3.652 3.495 3.648 +0.087 27,893 121,394 +1,967
May17 161228 3.483 3.601 3.478 3.598 +0.078 14,816 101,175 +688
Jun17 161228 3.512 3.616 3.498 3.610 +0.073 8,766 40,748 +1,042
Jul17 161228 3.530 3.633 3.518 3.632 +0.071 4,679 54,777 -548
Aug17 161228 3.515 3.619 3.510 3.619 +0.070 3,269 34,169 +233
Sep17 161228 3.488 3.597 3.488 3.595 +0.070 2,843 33,763 +49
Oct17 161228 3.505 3.618 3.502 3.614 +0.073 8,053 86,802 +649
Nov17 161228 3.565 3.654 3.557 3.648 +0.073 3,328 34,198 +396
Dec17 161228 3.643 3.747 3.643 3.742 +0.067 2,678 35,488 +448
Jan18 161228 3.735 3.822 3.735 3.819 +0.066 2,643 39,376 +261
Feb18 161228 3.682 3.772 3.682 3.770 +0.073 706 13,267 +25
Mar18 161228 3.580 3.651 3.580 3.648 +0.056 1,182 34,414 +178
Apr18 161228 2.977 2.977 2.950 2.971 +0.008 1,501 40,400 +326
Total Volume and Open Interest 269,472 1,217,560 +9,385
Brent Crude Oil(ICE)
Feb17 161228 56.06 56.56 55.89 56.22 +0.13 104,088 108,637 -16,125
Mar17 161228 56.71 57.27 56.61 56.96 +0.13 103,016 575,962 +6,201
Apr17 161228 57.43 57.85 57.20 57.57 +0.14 29,706 211,483 +2,311
May17 161228 57.77 58.29 57.65 58.07 +0.16 13,276 141,697 +1,508
Jun17 161228 58.16 58.68 57.99 58.45 +0.17 23,234 257,590 -981
Jul17 161228 58.40 58.88 58.21 58.69 +0.18 7,390 85,506 +353
Aug17 161228 58.46 58.95 58.29 58.79 +0.19 5,074 54,366 +933
Sep17 161228 58.47 58.96 58.28 58.81 +0.21 5,631 71,512 +510
Oct17 161228 58.43 58.90 58.24 58.77 +0.22 1,915 34,759 -77
Nov17 161228 58.73 58.73 58.73 58.73 +0.23 937 27,070 +217
Dec17 161228 58.32 58.84 58.14 58.67 +0.23 15,124 225,743 +521
Jan18 161228 58.62 58.62 58.62 58.62 +0.23 1,078 29,125 -423
Feb18 161228 58.56 58.56 58.56 58.56 +0.24 378 19,564 +44
Mar18 161228 58.51 58.51 58.51 58.51 +0.25 467 24,125 +13
Total Volume and Open Interest 323,913 2,212,321 -2,735
Gas Oil(ICE)
Jan17 161228 498.25 504.75 497.50 500.50 -0.50 25,596 104,467 -4,140
Feb17 161228 501.75 508.75 501.25 504.25 -0.25 33,301 139,713 +2,172
Mar17 161228 505.00 511.50 504.25 507.25 -0.25 14,866 87,538 -460
Apr17 161228 507.50 513.25 506.50 509.00 -0.75 7,105 44,593 -1,202
May17 161228 509.00 515.00 508.75 511.00 -0.75 5,051 43,421 +2,110
Jun17 161228 511.75 517.00 510.75 512.75 -1.25 7,744 85,279 +2,496
Jul17 161228 514.00 519.00 513.25 515.00 -1.25 1,041 25,749 -168
Aug17 161228 516.25 520.50 515.50 517.00 -1.50 595 16,204 -14
Sep17 161228 518.50 523.25 518.25 519.00 -1.50 773 30,395 -86
Oct17 161228 520.75 525.25 520.50 521.00 -1.50 262 23,148 -16
Total Volume and Open Interest 99,968 794,041 +515
Ethanol(CBOT)
Jan17 161228 1.552 1.570 1.520 1.569 +0.016 145 644 -128
Feb17 161228 1.523 1.529 1.505 1.526 +0.002 205 3,285 +124
Mar17 161228 1.520 1.531 1.520 1.531 +0.003 13 622 +1
Apr17 161228 1.526 1.533 1.526 1.533 unch 3 693 +2
May17 161228 1.535 1.535 1.527 1.535 unch 0 9 +0
Jun17 161228 1.515 1.525 1.515 1.525 +0.002 0 2 +0
Jul17 161228 1.522 1.522 1.522 1.522 +0.002      
Aug17 161228 1.521 1.521 1.521 1.521 +0.002      
Total Volume and Open Interest 366 5,271 -1
WTI Crude Oil(ICE)
Feb17 161228 53.81 54.36 53.57 54.06 +0.16 24,282 69,956 -4,546
Mar17 161228 54.68 55.22 54.48 54.95 +0.16 15,631 95,282 +123
Apr17 161228 55.35 55.88 55.20 55.67 +0.16 6,322 26,677 -5
May17 161228 55.91 56.43 55.87 56.25 +0.19 1,972 22,447 -65
Jun17 161228 56.30 56.84 56.30 56.65 +0.21 4,210 64,760 -94
Jul17 161228 56.51 57.04 56.51 56.88 +0.22 451 8,177 -21
Aug17 161228 56.82 57.09 56.82 57.00 +0.22 322 11,689 +177
Sep17 161228 57.10 57.15 56.89 57.06 +0.21 440 18,353 -1
Oct17 161228 57.05 57.15 57.05 57.09 +0.20 71 4,598 +17
Nov17 161228 57.11 57.11 57.11 57.11 +0.19 54 2,708 +14
Dec17 161228 57.15 57.22 56.90 57.12 +0.19 2,720 82,852 +583
Jan18 161228 57.04 57.04 57.04 57.04 +0.19 78 2,078 -51
Feb18 161228 56.95 56.95 56.95 56.95 +0.19 19 1,368 -6
Mar18 161228 56.85 56.85 56.85 56.85 +0.19 5 3,392 -2
Apr18 161228 56.74 56.74 56.74 56.74 +0.18 66 1,027 +0
May18 161228 56.64 56.64 56.64 56.64 +0.18 11 535 +0
Total Volume and Open Interest 60,229 509,597 -3,402
US Dollar Index(ICE)
Mar17 161228 102.980 103.575 102.860 103.245 +0.238 11,978 85,194 -821
Jun17 161228 102.930 103.495 102.900 103.220 +0.243 69 1,380 +29
Sep17 161228 103.040 103.430 103.030 103.145 +0.243 2 272 +0
Total Volume and Open Interest 12,049 86,846 -792
Australian Dollar(CME)
Mar17 161228 71.73 72.07 71.50 71.71 -0.01 55,361 92,252 +7,781
Jun17 161228 71.61 71.89 71.36 71.55 -0.01 29 456 +3
Sep17 161228 71.42 71.83 71.33 71.42 -0.01 10 17 +10
Total Volume and Open Interest 55,400 92,761 +7,794
British Pound(CME)
Mar17 161228 122.93 123.23 122.27 122.48 -0.52 58,061 212,096 +2,599
Jun17 161228 123.49 123.51 122.58 122.77 -0.52 17 777 -6
Sep17 161228 123.07 123.76 122.92 123.07 -0.52 0 162 +0
Total Volume and Open Interest 58,081 213,087 +2,592
Canadian Dollar(CME)
Mar17 161228 73.74 73.94 73.61 73.85 +0.09 44,081 89,329 +4,927
Jun17 161228 73.84 74.03 73.71 73.93 +0.08 159 1,841 +43
Sep17 161228 73.95 74.09 73.84 74.03 +0.09 6 453 +2
Dec17 161228 74.09 74.20 73.96 74.13 +0.08 1 533 +1
Total Volume and Open Interest 44,250 92,178 +4,976
Japanese Yen(CME)
Mar17 161228 85.45 85.77 85.20 85.67 +0.20 39,923 216,919 -419
Jun17 161228 85.67 86.17 85.62 86.08 +0.21 14 284 -1
Sep17 161228 86.50 86.56 86.10 86.50 +0.21 0 29 +0
Total Volume and Open Interest 39,937 217,236 -420
Swiss Franc(CME)
Mar17 161228 97.74 97.93 97.38 97.74 -0.06 7,876 54,958 -169
Jun17 161228 98.35 98.48 98.01 98.35 -0.05 4 78 +0
Sep17 161228 98.96 98.96 98.70 98.96 -0.06 0 4 +0
Total Volume and Open Interest 7,880 55,045 -169
EuroFX(CME)
Mar17 161228 105.01 105.24 104.21 104.58 -0.44 71,023 394,024 +1,863
Jun17 161228 105.56 105.75 104.73 105.10 -0.44 195 8,647 -18
Sep17 161228 105.48 106.25 105.28 105.62 -0.45 2 260 -2
Total Volume and Open Interest 71,221 402,981 +1,844
Mexican Peso(CME)
Jan17 161228 481.13 481.13 481.13 481.13 +0.38      
Feb17 161228 479.13 479.13 479.13 479.13 +0.25      
Total Volume and Open Interest 22,864 141,768 +325
Brazilian Real(CME)
Jan17 161228 304.75 305.60 302.40 304.50 -0.50 986 21,183 -226
Feb17 161228 302.75 303.25 300.20 301.95 -0.45 629 6,105 +351
Mar17 161228 300.55 300.55 299.60 299.80 -0.35 12 6,309 +12
Apr17 161228 297.25 297.25 297.25 297.25 -0.40      
Total Volume and Open Interest 1,627 33,597 +137
30-Year T-Bonds(CBOT)
Mar17 161228 148~180 149~250 148~160 149~230 +1~050 68,101 590,687 +908
Jun17 161228 148~000 148~140 148~000 148~140 +1~060 1 4 +0
Sep17 161228 148~140 148~140 148~140 148~140 +1~060      
Total Volume and Open Interest 68,102 590,691 +908
10-Year T-Notes(CBOT)
Mar17 161228 123~060 123~220 123~050 123~205 +0~140 287,288 3,024,187 -44,399
Jun17 161228 122~235 123~000 122~235 123~000 +0~140 0 7 +0
Sep17 161228 123~000 123~000 123~000 123~000 +0~140      
Total Volume and Open Interest 287,288 3,024,194 -44,399
5-Year T-Notes(CBOT)
Dec16 161228 117~194 117~286 117~194 117~286 +0~086 246 21,431 -370
Mar17 161228 116~304 117~086 116~294 117~082 +0~086 197,053 2,928,535 -14,180
Jun17 161228 116~302 116~302 116~302 116~302 +0~086 0 1 +0
Total Volume and Open Interest 197,299 2,949,967 -14,550
2 Year T-Notes(CBOT)
Dec16 161228 108~172 108~180 108~162 108~180 +0~006 200 4,046 -169
Mar17 161228 108~050 108~074 108~046 108~072 +0~020 50,483 1,124,053 +703
Jun17 161228 108~012 108~072 108~012 108~012 -0~040      
Total Volume and Open Interest 50,683 1,128,099 +534
Eurodollars(CME)
Mar17 161228 98.930 98.940 98.930 98.940 +0.010 33,523 1,450,072 +445
Jun17 161228 98.745 98.770 98.745 98.765 +0.015 53,457 1,304,660 +225
Sep17 161228 98.580 98.610 98.580 98.605 +0.020 47,459 1,165,866 +4,022
Dec17 161228 98.400 98.435 98.400 98.430 +0.025 50,373 1,307,049 +8,835
Mar18 161228 98.265 98.310 98.260 98.305 +0.035 56,748 1,002,549 +4,740
Jun18 161228 98.125 98.175 98.120 98.175 +0.040 35,196 626,528 -4,204
Sep18 161228 98.000 98.060 97.995 98.055 +0.045 29,831 461,951 -2,761
Dec18 161228 97.870 97.930 97.865 97.925 +0.050 48,998 655,604 -3,453
Mar19 161228 97.770 97.840 97.765 97.835 +0.055 27,347 622,279 -69
Jun19 161228 97.675 97.755 97.675 97.750 +0.065 23,407 510,890 -474
Sep19 161228 97.600 97.680 97.595 97.675 +0.070 16,453 422,811 -1,805
Dec19 161228 97.510 97.595 97.505 97.590 +0.070 20,859 377,191 -538
Mar20 161228 97.455 97.545 97.450 97.535 +0.070 14,555 271,980 -2,807
Jun20 161228 97.400 97.490 97.395 97.485 +0.075 10,128 160,812 +518
Sep20 161228 97.350 97.440 97.350 97.435 +0.075 9,530 129,054 -182
Dec20 161228 97.290 97.380 97.290 97.370 +0.070 8,366 146,998 +890
Mar21 161228 97.250 97.335 97.245 97.325 +0.070 9,673 98,919 +2,094
Jun21 161228 97.205 97.290 97.200 97.280 +0.070 5,709 87,464 +197
Total Volume and Open Interest 5,274,141 1,153,809 -9,991,962
Ultra T-Bond(CBOT)
Dec16 161220 158~18 159~13 158~06 158~18 -0~22 2,561 3,764 -2,039
Mar17 161228 157~22 159~13 157~21 159~08 +1~18 23,173 685,822 -1,102
Jun17 161228 157~30 157~30 157~30 157~30 +1~18      
Total Volume and Open Interest 23,173 685,822 -1,102
Ultra 10-Yr T-Note(CBOT)
Dec16 161220 132~280 133~050 132~215 133~005 -0~040 451 1,103 -208
Mar17 161228 132~150 133~060 132~140 133~040 +0~210 20,892 285,861 -153
Jun17 161228 132~120 132~120 132~120 132~120 +0~210      
Total Volume and Open Interest 20,892 285,861 -153
30 Day Federal Funds(CBOT)
Dec16 161228 99.463 99.465 99.463 99.465 unch 2,307 77,820 +330
Jan17 161228 99.360 99.360 99.355 99.355 unch 19,104 195,225 -11,035
Feb17 161228 99.350 99.350 99.345 99.345 unch 3,738 87,125 -1,461
Mar17 161228 99.310 99.315 99.305 99.310 unch 919 82,468 +70
Apr17 161228 99.290 99.290 99.285 99.290 unch 3,175 216,697 -1,602
May17 161228 99.250 99.250 99.245 99.250 unch 2,117 66,130 -339
Total Volume and Open Interest 35,021 982,998 -13,514
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 161227 99.95 99.95 99.95 99.95 unch      
Jun17 161227 99.95 99.95 99.95 99.95 unch      
Sep17 161227 99.95 99.95 99.95 99.95 unch      
Dec17 161227 99.95 99.95 99.95 99.95 unch      
Mar18 161227 99.96 99.96 99.96 99.96 unch      
Jun18 161227 99.82 99.82 99.82 99.82 unch      
Sep18 161227 99.68 99.68 99.68 99.68 unch      
Dec18 161227 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest      
Japanese Govt Bonds(SGX)
Mar17 161227 149.82 149.85 149.76 149.80 -0.02 116 14,041 -182
Jun17 161227 149.78 149.78 149.78 149.78 -0.02      
Sep17 161227 149.78 149.78 149.78 149.78 -0.02      
Total Volume and Open Interest 116 14,041 -182
Euro-Buxl(EUREX)
Mar17 161228 175.34 175.74 174.00 174.52 -0.72 11,862 185,630 -626
Jun17 161228 172.10 173.20 171.20 172.58 -0.72 0 3 +0
Sep17 161228 169.52 169.52 169.52 169.52 -0.72 0 10 +0
Total Volume and Open Interest 11,862 190,542 -1,287
Euro-Bund(EUREX)
Mar17 161228 164.18 164.33 163.89 164.05 -0.10 166,472 1,550,023 -19,905
Jun17 161228 161.13 161.14 160.88 160.88 -0.10 5 246 -1
Sep17 161228 160.88 160.88 160.88 160.88 -0.10      
Total Volume and Open Interest 166,477 1,605,312 -49,402
Euro-Bobl(EUREX)
Mar17 161228 133.76 133.81 133.65 133.70 -0.05 100,801 1,217,076 +4,718
Jun17 161228 131.49 131.49 131.49 131.49 -0.05 0 10 +0
Sep17 161228 131.49 131.49 131.49 131.49 -0.05      
Total Volume and Open Interest 100,801 1,259,451 -14,579
Euro-Schatz(EUREX)
Mar17 161228 112.36 112.37 112.33 112.34 -0.03 54,350 1,223,538 -14,899
Jun17 161228 112.21 112.21 112.21 112.21 -0.03 0 16 +0
Sep17 161228 112.21 112.21 112.21 112.21 -0.03      
Total Volume and Open Interest 54,350 1,261,092 -74,113
3-Mth Euribor(EUREX)
Dec16 161219 100.313 100.313 100.313 100.313 -0.003 0 2,979 +0
Mar17 161228 100.305 100.310 100.305 100.310 unch 2 3,955 -2
Jun17 161228 100.290 100.290 100.290 100.290 +0.010 2 33,569 +0
Total Volume and Open Interest 204 71,171 -3
Long Gilt(LIFFE)
Dec16 161228 125~03 125~03 125~03 125~03 +0~04 4,809 5,530 -2,777
Mar17 161228 125~00 125~03 124~25 125~01 +0~14 90,237 582,366 -698
Total Volume and Open Interest 95,046 587,896 -3,475
3-Mth Short Sterling(LIFFE)
Mar17 161228 99.61 99.62 99.61 99.61 +0.00 14,958 357,487 +1,995
Jun17 161228 99.56 99.58 99.56 99.58 +0.01 15,205 394,677 +4,020
Sep17 161228 99.53 99.54 99.52 99.53 +0.01 24,428 256,893 -2,352
Dec17 161228 99.46 99.48 99.46 99.48 +0.02 37,391 307,385 +3,869
Mar18 161228 99.41 99.43 99.41 99.43 +0.02 22,204 173,549 +121
Jun18 161228 99.34 99.38 99.34 99.38 +0.03 20,779 174,349 +3,794
Total Volume and Open Interest 286,032 2,260,960 +10,895
3-Mth Euribor(LIFFE)
Mar17 161228 100.300 100.310 100.300 100.305 unch 19,920 383,757 +7,463
Jun17 161228 100.280 100.290 100.280 100.285 unch 12,486 380,906 +585
Sep17 161228 100.260 100.275 100.260 100.270 +0.005 18,604 327,167 +1,900
Total Volume and Open Interest 175,912 2,987,567 +12,915
3-Mth Aus T-Bills(SFE)
Mar17 161228 98.16 98.16 98.15 98.16 -0.01 6,240 199,128 -1,602
Jun17 161228 98.11 98.11 98.09 98.11 -0.01 10,634 222,989 +244
Sep17 161228 98.03 98.03 98.01 98.03 -0.01 13,991 153,633 -1,491
Dec17 161228 97.93 97.94 97.92 97.94 -0.01 10,980 171,231 +1,216
Mar18 161228 97.83 97.83 97.81 97.83 -0.01 5,112 88,489 -280
Jun18 161228 97.73 97.73 97.71 97.72 -0.02 4,527 68,859 -1,726
Sep18 161228 97.61 97.62 97.61 97.62 -0.01 2,220 47,765 -345
Dec18 161228 97.50 97.51 97.50 97.51 -0.01 1,094 23,486 +27
Mar19 161228 97.39 97.40 97.39 97.40 -0.01 735 6,057 +639
Jun19 161228 97.30 97.30 97.30 97.30 -0.01 22 3,170 +8
Total Volume and Open Interest 55,707 986,139 -3,206
10-Year Aus T-Bonds(SFE)
Mar17 161228 97.07 97.12 97.06 97.11 +0.02 50,610 887,902 +1,435
Jun17 161228 97.11 97.11 97.11 97.11 +0.02      
Total Volume and Open Interest 50,610 887,902 +1,435
3-Year Aus T-Bonds(SFE)
Mar17 161228 97.85 97.87 97.83 97.87 unch 70,357 837,943 -6,178
Jun17 161228 97.87 97.87 97.87 97.87 unch      
Total Volume and Open Interest 70,357 837,943 -6,178
Gold(CMX)
Dec16 161228 1141.2 1141.2 1138.0 1139.4 +2.1 70 563 -45
Feb17 161228 1139.3 1145.1 1137.1 1140.9 +2.1 74,795 278,227 +2,395
Apr17 161228 1142.8 1147.4 1139.9 1143.6 +2.1 4,965 43,815 +1,916
Jun17 161228 1144.8 1150.0 1143.1 1146.3 +2.1 1,911 35,968 +419
Aug17 161228 1150.4 1151.0 1146.5 1149.1 +2.1 498 11,324 +54
Oct17 161228 1152.1 1152.1 1148.7 1152.1 +2.1 15 3,279 +1
Dec17 161228 1155.7 1159.0 1152.0 1155.1 +2.1 339 21,858 +2
Feb18 161228 1158.4 1158.4 1156.0 1158.4 +2.1 7 206 +1
Apr18 161228 1161.9 1162.5 1161.9 1161.9 +2.1 0 163 +0
Jun18 161228 1165.6 1165.6 1155.0 1165.6 +2.1 0 4,210 +0
Aug18 161228 1169.3 1169.3 1169.3 1169.3 +2.1 0 6 +0
Oct18 161228 1173.0 1178.0 1173.0 1173.0 +2.1 0 3 +0
Total Volume and Open Interest 82,931 407,335 +4,682
Silver(CMX)
Dec16 161228 1600.0 1602.5 1587.5 1598.8 +5.9 10 218 -13
Mar17 161228 1601.0 1614.0 1586.5 1603.8 +4.9 25,171 131,872 +298
May17 161228 1609.5 1613.0 1596.0 1609.0 +5.0 949 15,567 +213
Jul17 161228 1615.0 1616.0 1604.5 1613.9 +5.0 308 5,940 +196
Sep17 161228 1614.0 1618.9 1614.0 1618.9 +5.2 64 1,320 +42
Dec17 161228 1624.5 1630.5 1613.0 1626.2 +5.0 128 5,218 +23
Mar18 161228 1635.0 1730.0 1635.0 1635.0 +5.0 0 14 +0
Total Volume and Open Interest 26,899 161,953 +681
Platinum(NYMEX)
Jan17 161228 905.2 908.3 891.6 899.6 -4.5 10,821 13,870 -2,889
Apr17 161228 906.0 910.3 894.1 902.2 -3.7 6,157 47,505 +3,523
Jul17 161228 912.8 912.8 898.0 905.8 -3.7 87 2,219 +26
Oct17 161228 916.4 916.4 905.1 909.1 -4.2 20 220 +2
Total Volume and Open Interest 17,149 64,056 +722
Palladium(NYMEX)
Mar17 161228 671.50 679.15 665.50 666.85 -6.95 2,351 23,893 -68
Jun17 161228 673.90 673.90 667.80 667.80 -6.95 7 666 -2
Sep17 161228 669.25 669.25 669.25 669.25 -6.95 1 1 +0
Total Volume and Open Interest 2,368 24,591 -72
Copper(CMX)
Dec16 161228 252.25 252.25 249.40 249.50 -1.30 443 611 -339
Mar17 161228 252.10 253.75 248.45 250.05 -1.50 39,878 145,703 -2,220
May17 161228 253.55 254.20 249.35 250.70 -1.55 1,132 27,187 -247
Jul17 161228 253.85 255.05 249.95 251.30 -1.55 825 22,022 +218
Sep17 161228 254.30 254.95 251.60 251.70 -1.55 60 6,815 +15
Total Volume and Open Interest 43,197 226,621 -2,604
E-mini DJIA Index(CBOT)
Mar17 161228 19880 19920 19769 19775 -101 42,113 129,121 -194
Jun17 161228 19830 19854 19713 19713 -100 63 182 -6
Sep17 161228 19661 19661 19661 19661 -100      
Dec17 161228 19719 19719 19619 19619 -100 0 1 +0
Total Volume and Open Interest 42,176 129,304 -200
S & P 500(CME)
Mar17 161228 2262.10 2267.30 2245.30 2245.30 -15.60 2,714 56,994 -42
Jun17 161228 2239.80 2262.50 2238.50 2239.80 -15.70 0 1,894 +0
Sep17 161228 2235.40 2258.10 2234.10 2235.40 -15.70 0 27 +0
Dec17 161228 2230.60 2253.30 2229.30 2230.60 -15.70      
Total Volume and Open Interest 2,714 58,915 -42
S & P 500 E-Mini(Globex)
Mar17 161228 2261.25 2267.50 2243.50 2245.25 -15.75 396,535 2,755,246 -1,089
Jun17 161228 2256.75 2262.25 2238.50 2239.75 -15.75 418 9,650 -15
Sep17 161228 2240.25 2240.25 2234.50 2235.50 -15.50 1 169 +0
Dec17 161228 2230.00 2232.00 2229.00 2230.50 -15.75 0 66 +0
Total Volume and Open Interest 396,954 2,765,131 -1,104
NASDAQ 100 E-Mini(Globex)
Mar17 161228 4961.30 4979.30 4920.30 4923.80 -37.50 69,061 225,518 +1,515
Jun17 161228 4972.00 4978.50 4919.50 4922.30 -37.50 12 248 +3
Sep17 161228 4925.00 4989.30 4925.00 4925.00 -37.50 0 55 +0
Total Volume and Open Interest 69,073 225,835 +1,518
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 161228 1677.00 1683.40 1658.70 1661.30 -17.40 7,326 96,269 -840
Jun17 161228 1658.50 1658.50 1653.30 1653.30 -16.40 0 1 +0
Total Volume and Open Interest 7,326 96,270 -840
Volatility Index(CBOE)
Dec16 161221 11.50 11.60 11.30 11.45 -0.13 78,073 86,037 -33,842
Jan17 161228 14.05 14.65 13.94 14.63 +0.65 42,411 230,380 +0
Feb17 161228 15.80 16.25 15.70 16.23 +0.43 27,352 82,263 +0
Mar17 161228 17.05 17.39 16.95 17.33 +0.25 8,381 31,662 +0
Total Volume and Open Interest 85,624 407,100 +0
Russell 2000 Mini(ICE)
Mar17 161228 1373.40 1378.90 1356.80 1360.30 -14.40 60,305 674,510 +371
Jun17 161228 1357.30 1357.30 1357.30 1357.30 -14.40 2 369 +0
Sep17 161228 1354.30 1354.30 1354.30 1354.30 -14.40 0 201 +0
Total Volume and Open Interest 60,307 675,160 +371
Nikkei 225(CME)
Mar17 161228 19480 19535 19360 19390 -60 2,849 28,511 +14
Jun17 161228 19315 19315 19315 19315 -60      
Total Volume and Open Interest 2,849 28,511 +14
Nikkei 225(SGX)
Mar17 161228 19445 19455 19440 19455 +110 19,946 199,335 +1,012
Jun17 161228 19260 19330 19260 19330 +110 0 359 +0
Sep17 161227 19190 19190 19190 19190 +45 0 5 +0
Total Volume and Open Interest 12,861 206,649 -2,355
Nikkei 225 Mini(JPX)
Dec16 161208 18525 18790 18485 18790 +290 877,826 406,905 -30,967
Mar17 161227 19310 19445 19290 19340 +20 602,662 340,921 +2,607
Jun17 161227 19180 19310 19155 19210 +10 4,377 7,125 +557
Total Volume and Open Interest 646,483 501,192 +20,219
Nikkei 225(JPX)
Dec16 161208 18530 18790 18490 18790 +290 173,401 259,863 -101,754
Mar17 161227 19310 19450 19290 19320 unch 55,717 352,728 +2,776
Jun17 161227 19180 19300 19160 19210 +10 198 18,202 +44
Total Volume and Open Interest 55,944 447,354 +2,832
Nikkei 225(CME) Yen
Dec16 161208 18630 18920 18610 18860 +230 67,553 53,178 -9,334
Mar17 161228 19390 19470 19300 19325 -65 8,635 55,407 +186
Jun17 161228 19195 19310 19195 19195 -65 0 4 +0
Total Volume and Open Interest 8,635 55,412 +186
Nikkei 225(CME) e-Mini Yen
Dec16 161208 18860 18900 18860 18860 +230 0 307 +0
Mar17 161228 19330 19510 19330 19330 -60 0 94 +0
Jun17 161228 19200 19200 19200 19200 -60      
Total Volume and Open Interest 0 94 +0
CAC 40(EURONEXT)
Jan17 161228 4849.0 4855.0 4824.5 4849.0 -1.0 30,908 289,769 -7,009
Feb17 161228 4845.0 4847.0 4828.5 4847.0 -0.5 43 181 -1
Mar17 161228 4848.0 4848.0 4822.0 4844.5 -0.5 283 7,480 +91
Total Volume and Open Interest 31,234 297,492 -6,919
Hang Seng Index(HKFE)
Dec16 161228 21540 21790 21477 21721 +183 105,514 97,528 -17,629
Jan17 161228 21557 21800 21491 21731 +180 34,496 42,487 +22,924
Total Volume and Open Interest 140,689 147,935 +5,392
DAX(EUREX)
Mar17 161228 11473.0 11481.0 11433.0 11471.5 -4.0 36,066 135,695 +784
Jun17 161228 11493.0 11496.5 11460.0 11496.0 -4.5 45 695 +6
Sep17 161228 11488.0 11488.0 11488.0 11488.0 -4.0 0 3 +0
Total Volume and Open Interest 36,111 146,048 -5,100
Mini-DAX(EUREX)
Dec16 161216 11374.0 11452.0 11352.0 11406.5 +25.5 21,293 14,501 -209
Mar17 161228 11470.0 11482.0 11433.0 11471.5 -4.0 6,705 5,296 -109
Jun17 161228 11494.0 11502.0 11469.0 11496.0 -4.5 10 296 -1
Total Volume and Open Interest 6,715 6,570 -120
FT-SE 100(EURONEXT)
Mar17 161228 7003.50 7047.50 7001.50 7040.50 +36.50 62,084 727,581 +2,270
Jun17 161228 6944.50 6967.00 6944.50 6967.00 +36.50 5 29,316 +4
Sep17 161228 6908.00 6908.00 6908.00 6908.00 +37.50      
Total Volume and Open Interest 62,089 756,897 +2,274
SPI 200(SFE)
Mar17 161228 5591.0 5654.0 5591.0 5650.0 +51.0 25,171 255,009 +1,778
Jun17 161228 5635.0 5635.0 5635.0 5635.0 +51.0 3 1,429 +3
Sep17 161228 5585.0 5585.0 5585.0 5585.0 +51.0 0 1,670 +0
Total Volume and Open Interest 25,176 258,321 +1,768
FTSE MIB(ISE)
Mar17 161228 19360.00 19385.00 19190.00 19211.00 -138.00 13,269 38,126 +396
Jun17 161228 18855.00 18855.00 18804.00 18804.00 -135.00 2 18 -1
Total Volume and Open Interest 13,271 38,144 +395
KOSPI 200(KFE)
Mar17 161228 260.40 260.50 260.30 260.40 +0.90 31,671 128,646 -290
Jun17 161228 259.85 261.35 259.85 260.95 +1.10 37 4,250 +3
Sep17 161228 262.25 262.25 262.25 262.25 +0.90 0 478 +0
Total Volume and Open Interest 31,708 140,384 -287
GSCI(CME)
Jan17 161228 399.35 400.25 398.00 398.70 +0.50 183 14,301 -100
Feb17 161228 401.40 401.40 401.40 401.40 +0.50      
Mar17 161228 407.50 407.50 407.50 407.50 +0.50      
Total Volume and Open Interest 183 14,301 -100
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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