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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri November 27, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan16 151127 874.25 877.75 871.00 873.00 -2.25 94,127 286,505 -4,126
Mar16 151127 876.50 879.75 873.50 875.50 -2.25 35,920 151,720 -986
May16 151127 883.00 885.75 880.00 881.75 -2.25 12,241 88,805 -1,125
Jul16 151127 888.25 892.00 886.25 888.00 -2.00 11,197 79,818 -97
Aug16 151127 889.00 892.50 888.00 889.50 -2.00 623 10,842 +81
Sep16 151127 889.25 892.00 889.00 889.00 -1.75 393 2,698 +18
Nov16 151127 893.00 896.50 891.75 892.75 -1.50 3,775 68,994 +423
Jan17 151127 898.50 898.50 898.50 898.50 -1.25 22 789 +6
Mar17 151127 905.00 905.00 902.25 902.25 -1.25 21 501 +5
May17 151127 906.25 906.25 906.25 906.25 -1.00 21 457 +16
Jul17 151127 911.75 911.75 911.75 911.75 -1.25 9 826 -1
Aug17 151127 909.00 909.00 909.00 909.00 -1.00 0 42 +0
Sep17 151127 903.00 903.00 903.00 903.00 -1.00 0 22 +0
Nov17 151127 902.25 902.25 902.25 902.25 -1.00 4 951 -1
Total Volume and Open Interest 158,357 692,979 -5,787
Soybean Meal(CBOT)
Dec15 151127 285.00 285.80 282.20 282.40 -2.40 32,810 28,477 -9,821
Jan16 151127 285.50 286.10 283.50 283.80 -1.70 49,144 126,364 +3,719
Mar16 151127 287.00 287.60 285.40 285.70 -1.30 25,362 94,214 +3,021
May16 151127 289.10 289.60 287.80 288.10 -0.90 8,136 60,573 +111
Jul16 151127 291.00 291.30 290.00 290.30 -0.50 4,718 47,263 +252
Aug16 151127 292.10 292.20 290.90 291.30 -0.30 432 13,370 +119
Sep16 151127 292.60 292.80 291.70 292.10 -0.20 523 11,587 +86
Oct16 151127 293.00 293.00 291.90 292.20 -0.20 423 10,024 +52
Dec16 151127 293.80 294.20 292.80 293.30 -0.30 1,546 28,064 -120
Jan17 151127 295.50 295.50 294.60 294.60 -0.20 30 1,721 +9
Total Volume and Open Interest 123,250 424,738 -2,513
Soybean Oil(CBOT)
Dec15 151127 28.80 29.11 28.73 28.75 -0.14 65,074 24,003 -16,819
Jan16 151127 29.11 29.43 29.06 29.08 -0.13 93,319 148,390 +6,406
Mar16 151127 29.47 29.68 29.32 29.34 -0.13 34,371 98,039 +3,504
May16 151127 29.58 29.84 29.50 29.52 -0.13 8,064 67,754 -538
Jul16 151127 29.76 30.02 29.71 29.71 -0.12 4,843 51,437 +309
Aug16 151127 29.81 29.99 29.76 29.76 -0.12 357 9,138 +137
Sep16 151127 29.99 30.12 29.82 29.82 -0.12 336 6,495 -28
Oct16 151127 30.12 30.12 29.81 29.81 -0.15 561 7,263 +174
Dec16 151127 29.96 30.20 29.88 29.88 -0.17 2,569 25,360 +327
Jan17 151127 30.36 30.39 30.12 30.12 -0.18 17 1,437 +14
Total Volume and Open Interest 209,596 441,817 -6,485
Canola(WCE)
Jan16 151127 461.3 468.5 461.1 463.1 -0.1 10,676 84,324 -4,688
Mar16 151127 468.1 475.8 468.1 470.4 +0.4 6,259 54,776 -166
May16 151127 478.5 481.4 475.9 476.0 +0.7 1,072 8,891 +613
Jul16 151127 482.1 486.9 481.0 481.0 +1.4 1,332 13,150 -151
Nov16 151127 476.5 479.5 473.6 473.6 +0.8 960 9,471 +496
Total Volume and Open Interest 20,325 170,767 -3,873
Corn(CBOT)
Dec15 151127 365.25 365.75 358.75 359.25 -6.75 163,371 120,790 -58,621
Mar16 151127 372.00 372.50 367.00 367.25 -5.50 188,750 646,937 +33,021
May16 151127 377.00 378.00 372.50 373.00 -5.25 26,449 174,716 +1,990
Jul16 151127 383.00 383.50 378.25 378.50 -5.00 14,966 163,474 +2,008
Sep16 151127 387.00 387.00 382.25 382.75 -4.50 5,443 66,469 -1,208
Dec16 151127 393.50 394.00 389.75 390.25 -4.25 8,511 123,281 +770
Mar17 151127 402.50 402.50 399.25 399.50 -4.75 1,133 6,050 +386
May17 151127 409.00 409.00 405.75 405.75 -4.50 208 1,675 +23
Jul17 151127 413.00 413.00 410.75 410.75 -4.25 189 2,046 +64
Sep17 151127 405.25 405.25 405.25 405.25 -4.25 59 1,010 +43
Total Volume and Open Interest 409,247 1,309,794 -21,489
Wheat(CBOT)
Dec15 151127 479.00 479.50 465.25 465.75 -13.50 32,158 26,835 -10,674
Mar16 151127 487.50 487.50 478.00 479.00 -8.50 72,885 205,985 +8,004
May16 151127 492.50 492.50 484.00 484.75 -7.75 15,238 48,905 +1,926
Jul16 151127 497.50 497.50 489.75 490.50 -7.00 12,864 60,861 +988
Sep16 151127 505.00 505.00 499.25 500.25 -6.50 1,286 8,748 +402
Dec16 151127 519.50 519.75 513.25 514.75 -6.00 1,102 16,516 +201
Total Volume and Open Interest 135,576 369,719 +858
Wheat(KCBT)
Dec15 151127 457.00 457.00 449.25 450.00 -7.25 23,313 16,980 -12,175
Mar16 151127 472.00 472.00 465.50 466.50 -5.50 23,784 107,948 +4,919
May16 151127 482.75 482.75 476.75 477.25 -5.50 3,246 18,484 +491
Jul16 151127 493.50 493.50 487.50 488.25 -5.25 5,110 37,023 +897
Sep16 151127 504.00 504.00 501.75 502.25 -5.00 381 5,631 +88
Dec16 151127 522.50 522.50 520.50 521.50 -4.00 2,409 9,704 +2,131
Total Volume and Open Interest 58,268 196,312 -3,643
Wheat(MGE)
Dec15 151127 513.50 516.00 509.00 510.00 -4.50 7,177 6,069 -2,696
Mar16 151127 509.25 509.75 505.25 506.50 -3.00 8,706 34,623 +2,053
May16 151127 517.25 518.50 512.75 514.25 -3.00 972 11,298 +226
Jul16 151127 526.50 530.75 522.00 523.50 -3.00 776 8,224 +194
Sep16 151127 535.25 535.25 533.25 534.25 -2.50 443 4,477 +85
Total Volume and Open Interest 18,299 67,814 -72
Oats(CBOT)
Dec15 151127 237.75 243.00 232.25 232.75 -11.50 367 786 -282
Mar16 151127 236.75 237.00 232.00 232.75 -4.00 1,240 7,406 +221
May16 151127 232.00 233.50 229.25 230.25 -4.00 76 696 +22
Jul16 151127 231.50 231.50 231.50 231.50 -2.50 4 239 +4
Total Volume and Open Interest 1,687 9,140 -35
Rough Rice(CBOT)
Jan16 151127 12.15 12.15 11.85 11.95 -0.18 578 8,603 -280
Mar16 151127 12.29 12.31 12.16 12.23 -0.17 345 2,139 +48
May16 151127 12.52 12.52 12.52 12.52 -0.17 136 1,010 +80
Jul16 151127 12.79 12.79 12.77 12.77 -0.17 0 535 +0
Total Volume and Open Interest 1,063 12,382 -148
Live Cattle(CME)
Dec15 151127 131.250 132.350 130.950 131.825 +0.875 14,715 49,547 -1,957
Feb16 151127 133.600 134.500 133.035 133.850 +0.720 18,567 114,444 +1,975
Apr16 151127 134.035 134.950 133.380 134.130 +0.180 7,026 60,512 +943
Jun16 151127 125.080 125.785 124.385 125.135 +0.085 3,798 34,936 +72
Aug16 151127 122.900 123.450 122.285 122.980 +0.080 1,049 8,676 +214
Oct16 151127 124.500 125.000 123.930 124.480 +0.050 463 5,120 -45
Total Volume and Open Interest 45,961 278,849 +1,192
Feeder Cattle(CME)
Jan16 151127 165.035 166.550 164.830 166.035 +1.050 3,867 17,321 +66
Mar16 151127 163.350 164.500 162.650 163.685 +0.555 1,577 7,489 +121
Apr16 151127 164.650 165.830 164.330 165.130 +0.445 495 3,436 +39
May16 151127 165.350 166.400 164.700 165.330 +0.095 523 3,049 +19
Aug16 151127 167.435 167.800 166.285 166.800 -0.030 263 2,096 +87
Sep16 151127 165.900 165.935 164.900 164.900 +0.100 35 119 +10
Oct16 151127 162.750 162.750 162.750 162.750 +0.100 18 95 +3
Total Volume and Open Interest 6,791 33,664 +354
Lean Hogs(CME)
Dec15 151127 58.750 58.950 58.285 58.735 -0.065 9,148 33,207 -1,649
Feb16 151127 57.950 57.950 57.200 57.680 -0.400 12,204 91,342 +1,361
Apr16 151127 62.430 62.430 61.550 61.750 -0.750 4,276 41,192 +196
May16 151127 68.830 68.830 68.830 68.830 -0.870 10 731 +4
Jun16 151127 73.300 73.400 72.450 72.600 -0.980 1,453 19,052 +313
Jul16 151127 73.950 73.950 72.950 73.000 -1.385 546 8,813 +252
Aug16 151127 73.635 73.650 72.680 72.680 -1.420 131 2,931 +29
Oct16 151127 63.930 63.930 63.300 63.400 -1.075 48 3,281 +7
Total Volume and Open Interest 27,857 203,800 +511
Class III Milk(CME)
Nov15 151127 15.33 15.33 15.33 15.33 unch 53 4,201 -26
Dec15 151127 14.58 14.58 14.58 14.58 unch 455 5,006 +48
Jan16 151127 14.35 14.35 14.35 14.35 unch 459 3,314 +214
Feb16 151127 14.69 14.69 14.69 14.69 unch 134 2,628 +37
Mar16 151127 15.06 15.06 15.06 15.06 unch 95 2,432 +38
Apr16 151127 15.22 15.22 15.22 15.22 unch 76 1,984 +54
May16 151127 15.47 15.47 15.47 15.47 unch 46 1,724 +38
Jun16 151127 15.80 15.80 15.80 15.80 unch 66 1,572 +56
Jul16 151127 16.07 16.07 16.07 16.07 unch 81 1,321 +75
Aug16 151127 16.27 16.27 16.27 16.27 unch 78 1,211 +73
Sep16 151127 16.44 16.44 16.44 16.44 unch 78 1,243 +61
Oct16 151127 16.29 16.29 16.29 16.29 unch 60 1,159 +49
Nov16 151127 16.22 16.22 16.22 16.22 unch 53 1,035 +47
Total Volume and Open Interest 1,792 30,007 +808
Cocoa(ICE)
Dec15 151127 3308 3308 3308 3308 +7 13 249 -69
Mar16 151127 3305 3318 3303 3310 +6 12,653 127,039 +1,637
May16 151127 3305 3316 3302 3308 +6 4,265 41,894 +717
Jul16 151127 3296 3307 3294 3301 +8 1,542 20,903 +84
Sep16 151127 3285 3296 3284 3292 +10 1,276 15,092 +34
Dec16 151127 3258 3270 3258 3266 +10 824 10,632 +445
Mar17 151127 3238 3250 3238 3246 +9 246 19,359 +111
Total Volume and Open Interest 20,821 241,947 +2,960
Coffee "C"(ICE)
Dec15 151127 120.95 121.00 120.80 121.00 -1.90 59 573 +13
Mar16 151127 124.50 125.80 123.05 123.60 -1.95 13,894 100,169 -967
May16 151127 126.55 127.85 125.20 125.75 -1.85 2,147 30,216 +100
Jul16 151127 129.05 129.80 127.25 127.80 -1.80 2,349 15,880 +81
Sep16 151127 130.75 131.50 129.00 129.55 -1.75 1,302 8,877 +109
Dec16 151127 133.00 134.00 132.00 132.15 -1.75 483 11,299 +58
Total Volume and Open Interest 20,306 172,995 -599
Orange Juice(ICE)
Jan16 151127 144.80 144.80 142.10 143.20 -1.30 787 10,658 -43
Mar16 151127 143.50 143.70 142.10 143.10 -0.55 73 3,117 +25
May16 151127 142.50 142.85 142.50 142.85 -0.55 1 1,163 -1
Jul16 151127 142.00 142.65 142.00 142.65 -0.75 0 340 +0
Sep16 151127 142.75 142.75 142.75 142.75 -0.75 0 47 +0
Nov16 151127 142.75 142.75 142.75 142.75 -0.75      
Total Volume and Open Interest 861 15,326 -19
Sugar #11(ICE)
Mar16 151127 14.98 15.15 14.93 14.97 +0.06 101,081 434,854 -3,661
May16 151127 14.56 14.76 14.52 14.56 +0.03 33,680 164,842 +4,546
Jul16 151127 14.35 14.48 14.23 14.27 +0.01 21,341 113,698 -405
Oct16 151127 14.43 14.53 14.26 14.29 -0.03 9,295 75,392 +365
Mar17 151127 14.75 14.90 14.64 14.66 -0.07 3,413 40,629 +348
May17 151127 14.60 14.70 14.46 14.47 -0.07 619 8,150 +28
Jul17 151127 14.38 14.47 14.25 14.25 -0.06 917 8,385 +53
Oct17 151127 14.35 14.43 14.20 14.20 -0.06 353 8,986 -39
Total Volume and Open Interest 170,987 861,967 +1,373
London Cocoa(LCE)
Dec15 151127 2243 2264 2243 2260 +12 6,945 57,901 -3,503
Mar16 151127 2265 2277 2257 2273 +10 11,991 86,342 +586
May16 151127 2250 2269 2250 2265 +10 5,084 34,214 +1,661
Jul16 151127 2245 2264 2245 2261 +12 3,840 34,785 -456
Sep16 151127 2252 2256 2246 2253 +12 1,656 32,077 -114
Dec16 151127 2220 2224 2216 2222 +14 1,188 18,366 -321
Mar17 151127 2197 2199 2192 2197 +15 150 27,569 +3
Total Volume and Open Interest 30,859 291,822 -2,139
London Sugar(LCE)
Mar16 151127 406.30 409.70 403.90 404.60 +0.20 3,786 39,174 +587
May16 151127 408.30 410.60 405.50 406.00 +0.10 1,735 16,637 +2
Aug16 151127 407.70 409.90 405.00 405.40 -0.60 1,080 9,511 +336
Oct16 151127 408.50 410.40 404.90 405.40 -1.30 566 4,927 +170
Dec16 151127 410.40 411.80 406.10 406.70 -1.80 114 1,831 +55
Total Volume and Open Interest 7,492 73,610 +1,199
Cotton(ICE)
Dec15 151127 62.75 62.75 62.49 62.63 +0.65 69 131 -163
Mar16 151127 63.85 64.16 62.83 63.93 +0.65 10,960 128,356 -1,191
May16 151127 63.55 64.70 63.55 64.56 +0.60 1,516 24,066 +12
Jul16 151127 64.80 64.97 64.00 64.89 +0.50 227 9,225 +41
Oct16 151127 64.36 64.36 64.36 64.36 +0.59 0 3 +0
Dec16 151127 64.70 64.80 64.25 64.78 +0.22 108 8,266 +73
Total Volume and Open Interest 12,902 170,519 -1,231
Lumber(CME)
Jan16 151127 249.8 249.8 247.3 247.4 -2.6 143 3,097 +24
Mar16 151127 250.9 250.9 246.8 247.1 -4.2 43 831 +21
May16 151127 252.8 252.8 252.8 252.8 -2.6 0 39 +0
Jul16 151127 258.7 258.7 258.7 258.7 -2.6 0 11 +0
Total Volume and Open Interest 188 3,982 +46
Crude Oil(NYM)
Jan16 151127 43.25 43.30 41.67 41.71 -1.33 430,304 561,036 -45
Feb16 151127 44.51 44.63 43.01 43.06 -1.33 78,637 135,409 +1,572
Mar16 151127 45.64 45.66 44.06 44.10 -1.36 54,076 176,064 -844
Apr16 151127 46.35 46.46 45.00 45.00 -1.35 22,413 64,240 +674
May16 151127 47.11 47.11 45.70 45.77 -1.32 19,311 56,274 +1,529
Jun16 151127 47.67 47.83 46.30 46.36 -1.29 34,948 109,849 +2,778
Jul16 151127 48.29 48.29 46.85 46.85 -1.26 9,053 34,012 +1,255
Aug16 151127 48.68 48.68 47.22 47.27 -1.23 5,223 26,991 +542
Sep16 151127 48.43 48.43 47.63 47.67 -1.21 7,328 56,873 -132
Oct16 151127 48.80 48.83 48.03 48.07 -1.18 1,817 27,416 +7
Nov16 151127 49.48 49.62 48.49 48.49 -1.15 1,020 21,705 +58
Dec16 151127 49.99 50.23 48.84 48.90 -1.13 20,989 151,403 -1,738
Jan17 151127 49.18 49.18 49.18 49.18 -1.11 610 19,674 +187
Feb17 151127 49.85 49.85 49.44 49.44 -1.09 248 9,816 +39
Mar17 151127 49.71 49.71 49.71 49.71 -1.07 320 9,565 -102
Apr17 151127 49.97 49.97 49.97 49.97 -1.04 80 6,105 +16
Total Volume and Open Interest 698,530 1,632,471 +5,985
e-miNY Crude Oil(NYM)
Jan16 151127 43.250 43.300 41.650 41.700 -1.350 8,497 3,159 -148
Feb16 151127 44.475 44.625 43.025 43.050 -1.350 344 1,164 -35
Mar16 151127 45.600 45.600 44.100 44.100 -1.350 151 131 +2
Apr16 151127 45.000 45.000 45.000 45.000 -1.350 57 125 +18
May16 151127 45.775 45.775 45.775 45.775 -1.325 37 103 -28
Jun16 151127 46.350 46.350 46.350 46.350 -1.300 4 41 -1
Jul16 151127 46.850 46.850 46.850 46.850 -1.250 0 9 +0
Aug16 151127 47.275 47.275 47.275 47.275 -1.225 0 3 +0
Sep16 151127 47.675 47.675 47.675 47.675 -1.200 0 5 +0
Oct16 151127 48.075 48.075 48.075 48.075 -1.175 0 2 +0
Total Volume and Open Interest 9,092 4,935 -190
NY Harbor ULSD(NYM)
Dec15 151127 140.27 140.30 135.00 135.24 -5.03 31,109 13,789 -8,920
Jan16 151127 142.90 142.99 137.75 137.81 -4.81 53,915 108,003 +1,215
Feb16 151127 145.15 145.15 140.11 140.16 -4.59 19,087 56,361 -411
Mar16 151127 146.75 146.75 142.00 142.06 -4.43 12,866 43,748 +1,006
Apr16 151127 147.54 147.54 143.00 143.03 -4.36 6,306 27,599 +1,291
May16 151127 149.03 149.31 144.59 144.64 -4.28 4,074 17,100 +18
Jun16 151127 149.73 149.96 146.23 146.35 -4.17 4,598 30,562 -201
Jul16 151127 150.92 150.92 148.11 148.11 -4.11 872 7,862 +79
Aug16 151127 152.63 152.63 149.81 149.85 -4.10 248 6,148 +26
Sep16 151127 153.55 153.60 151.68 151.68 -4.10 290 6,399 +22
Oct16 151127 153.68 153.68 153.68 153.68 -4.06 219 4,117 +20
Nov16 151127 155.48 155.48 155.48 155.48 -4.04 285 3,642 -12
Dec16 151127 159.58 159.70 157.09 157.22 -4.01 1,220 27,927 +773
Jan17 151127 158.97 158.97 158.97 158.97 -4.00 66 2,276 +7
Total Volume and Open Interest 135,278 362,990 -5,062
RBOB Gasoline(NYM)
Dec15 151127 139.55 141.01 137.80 139.05 -0.56 35,598 18,017 -10,460
Jan16 151127 135.36 135.48 131.67 133.67 -1.69 102,780 138,731 +8,035
Feb16 151127 135.60 135.75 131.88 133.64 -2.07 44,185 45,608 +2,867
Mar16 151127 138.17 138.18 134.73 136.34 -1.87 26,624 36,795 +1,907
Apr16 151127 159.30 159.30 156.95 157.74 -1.92 13,785 29,462 +689
May16 151127 161.14 161.21 158.23 159.27 -1.93 5,870 22,489 +87
Jun16 151127 161.25 161.25 157.62 159.19 -1.97 6,952 21,121 +420
Jul16 151127 158.86 159.37 157.33 158.15 -2.03 1,925 10,201 +157
Aug16 151127 156.59 156.72 156.36 156.36 -2.17 1,644 9,337 +162
Sep16 151127 154.16 154.24 153.77 153.77 -2.29 2,198 10,134 -853
Total Volume and Open Interest 246,350 370,401 +3,492
e-miNY RBOB Gasoline(NYM)
Dec15 151127 139.10 139.10 139.05 139.10 -0.50 0 1 +0
Jan16 151127 133.70 133.70 133.67 133.70 -1.70      
Feb16 151127 133.60 133.64 133.60 133.60 -2.10      
Mar16 151127 136.30 136.34 136.30 136.30 -1.90      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan16 151127 2.268 2.305 2.205 2.212 -0.087 123,639 365,535 +5,244
Feb16 151127 2.337 2.348 2.258 2.265 -0.084 24,286 84,887 +2,506
Mar16 151127 2.360 2.363 2.270 2.293 -0.079 30,443 146,173 +4,747
Apr16 151127 2.358 2.365 2.303 2.318 -0.060 27,265 109,648 +3,579
May16 151127 2.388 2.388 2.350 2.366 -0.056 10,429 49,314 +1,121
Jun16 151127 2.432 2.432 2.397 2.414 -0.055 4,513 29,211 +271
Jul16 151127 2.476 2.476 2.446 2.462 -0.054 3,458 22,628 +171
Aug16 151127 2.500 2.500 2.473 2.476 -0.053 2,164 19,218 +138
Sep16 151127 2.499 2.499 2.463 2.476 -0.051 885 20,101 +91
Oct16 151127 2.526 2.526 2.485 2.498 -0.050 4,484 32,387 +504
Nov16 151127 2.589 2.589 2.564 2.578 -0.046 601 12,261 +20
Dec16 151127 2.745 2.746 2.725 2.739 -0.043 411 14,073 +127
Jan17 151127 2.861 2.865 2.834 2.856 -0.033 2,442 19,590 +1,092
Feb17 151127 2.837 2.853 2.834 2.853 -0.032 30 4,055 +4
Mar17 151127 2.795 2.811 2.795 2.811 -0.031 605 9,162 +275
Apr17 151127 2.631 2.643 2.625 2.643 -0.029 404 10,044 +203
Total Volume and Open Interest 294,194 990,097 +879
Brent Crude Oil(ICE)
Jan16 151127 45.57 45.63 44.79 44.86 -0.60 229,114 404,393 -1,306
Feb16 151127 46.33 46.35 45.43 45.51 -0.68 108,227 341,938 +773
Mar16 151127 46.92 46.94 46.00 46.08 -0.71 59,537 301,703 -1,201
Apr16 151127 47.76 47.76 46.82 46.89 -0.72 32,764 153,781 +3,093
May16 151127 48.51 48.52 47.63 47.69 -0.75 23,617 91,865 +29
Jun16 151127 49.33 49.37 48.38 48.46 -0.77 44,464 161,992 -3,679
Jul16 151127 50.04 50.05 49.09 49.14 -0.78 10,480 48,419 +873
Aug16 151127 50.64 50.64 49.73 49.73 -0.78 9,768 40,479 +709
Sep16 151127 51.04 51.10 50.23 50.28 -0.78 7,858 46,413 -247
Oct16 151127 50.50 50.79 50.50 50.79 -0.79 975 29,973 -31
Nov16 151127 51.32 51.32 51.32 51.32 -0.78 894 24,779 +160
Dec16 151127 52.67 52.67 51.75 51.83 -0.78 25,381 188,654 +42
Jan17 151127 52.28 52.28 52.28 52.28 -0.78 426 23,148 +89
Feb17 151127 52.73 52.73 52.73 52.73 -0.77 131 25,120 +35
Total Volume and Open Interest 570,251 2,176,862 -115
Gas Oil(ICE)
Dec15 151127 425.00 425.00 415.00 418.25 -3.25 41,673 116,932 -2,372
Jan16 151127 430.25 430.50 421.50 424.25 -2.75 72,667 138,058 +4,440
Feb16 151127 437.00 437.00 428.00 430.25 -2.75 27,962 71,098 -1,457
Mar16 151127 442.00 442.00 433.75 435.75 -3.00 20,378 57,340 -563
Apr16 151127 447.50 447.50 439.25 441.25 -3.25 12,507 32,709 +7
May16 151127 450.25 451.00 444.50 446.75 -3.50 10,199 30,656 -285
Jun16 151127 458.00 458.00 449.25 451.50 -3.50 15,740 46,762 -2,412
Jul16 151127 460.00 460.75 455.50 456.75 -3.75 2,409 16,867 +203
Aug16 151127 464.75 465.50 460.75 462.00 -3.75 1,846 12,007 -265
Sep16 151127 470.00 470.50 465.50 466.50 -3.75 1,930 17,213 -281
Total Volume and Open Interest 217,173 716,966 -2,052
Ethanol(CBOT)
Dec15 151127 1.488 1.488 1.471 1.471 -0.014 260 458 -239
Jan16 151127 1.490 1.490 1.477 1.477 -0.007 297 1,932 +181
Feb16 151127 1.490 1.490 1.490 1.490 -0.007 29 599 +23
Mar16 151127 1.500 1.500 1.500 1.500 -0.007 1 511 +0
Apr16 151127 1.510 1.510 1.510 1.510 -0.007 1 417 +1
May16 151127 1.505 1.505 1.505 1.505 -0.007 0 158 +0
Jun16 151127 1.496 1.496 1.496 1.496 -0.007 0 215 +0
Jul16 151127 1.494 1.494 1.494 1.494 -0.007 0 54 +0
Total Volume and Open Interest 588 4,560 -34
WTI Crude Oil(ICE)
Jan16 151127 42.66 42.70 41.66 41.71 -0.78 36,053 93,210 +1,727
Feb16 151127 43.96 43.96 43.05 43.06 -0.78 20,174 38,589 -1,307
Mar16 151127 45.02 45.02 44.09 44.10 -0.79 14,876 54,344 +363
Apr16 151127 45.56 45.59 44.99 45.00 -0.78 5,939 10,941 -49
May16 151127 46.29 46.41 45.75 45.77 -0.75 3,710 10,396 +6
Jun16 151127 46.63 46.98 46.36 46.36 -0.72 3,465 32,934 -243
Jul16 151127 47.32 47.38 46.85 46.85 -0.70 860 3,217 -23
Aug16 151127 47.27 47.27 47.27 47.27 -0.68 280 5,123 -81
Sep16 151127 48.11 48.18 47.67 47.67 -0.66 298 9,254 -75
Oct16 151127 48.07 48.07 48.07 48.07 -0.63 52 3,258 -37
Nov16 151127 48.49 48.49 48.49 48.49 -0.60 22 7,199 +16
Dec16 151127 49.03 49.27 48.90 48.90 -0.58 2,580 50,172 +263
Jan17 151127 49.18 49.18 49.18 49.18 -0.57 14 4,540 +0
Feb17 151127 49.44 49.44 49.44 49.44 -0.55 2 1,624 +2
Mar17 151127 49.71 49.71 49.71 49.71 -0.52 0 2,813 +0
Apr17 151127 49.97 49.97 49.97 49.97 -0.50 2 1,417 +0
Total Volume and Open Interest 89,850 381,578 +887
US Dollar Index(ICE)
Dec15 151127 99.930 100.255 99.700 100.073 +0.243 30,269 82,671 +1,024
Mar16 151127 100.075 100.405 99.845 100.210 +0.250 3,344 9,741 +729
Jun16 151127 100.250 100.545 100.185 100.345 +0.260 30 441 +4
Total Volume and Open Interest 33,648 92,951 +1,758
Australian Dollar(CME)
Dec15 151127 72.48 72.58 71.79 71.89 -0.56 79,845 150,401 -714
Mar16 151127 72.24 72.24 71.47 71.56 -0.56 811 2,139 -146
Jun16 151127 71.28 71.28 71.06 71.28 -0.56 0 38 +0
Total Volume and Open Interest 80,656 152,585 -860
British Pound(CME)
Dec15 151127 151.23 151.28 150.28 150.49 -0.76 72,326 167,607 +2,541
Mar16 151127 151.22 151.32 150.32 150.52 -0.77 394 4,428 +92
Jun16 151127 150.54 150.54 150.54 150.54 -0.79 1 306 +0
Total Volume and Open Interest 72,721 172,390 +2,633
Canadian Dollar(CME)
Dec15 151127 75.21 75.27 74.75 74.85 -0.36 57,486 137,483 -3,259
Mar16 151127 75.22 75.26 74.76 74.85 -0.36 2,774 4,896 -1,135
Jun16 151127 75.28 75.28 74.85 74.86 -0.36 13 952 +2
Sep16 151127 74.90 74.90 74.90 74.90 -0.35 0 291 +0
Total Volume and Open Interest 60,288 143,742 -4,391
Japanese Yen(CME)
Dec15 151127 81.50 81.77 81.39 81.42 -0.06 117,181 240,961 -7,105
Mar16 151127 81.76 81.98 81.55 81.63 -0.06 422 6,127 +11
Jun16 151127 81.86 81.90 81.86 81.86 -0.07 1 283 +1
Total Volume and Open Interest 117,604 247,513 -7,093
Swiss Franc(CME)
Dec15 151127 97.93 97.95 96.86 97.20 -0.73 21,290 71,890 +116
Mar16 151127 98.36 98.42 97.41 97.74 -0.69 170 994 +75
Jun16 151127 98.50 98.52 98.25 98.25 -0.71 0 43 +0
Total Volume and Open Interest 21,460 72,945 +191
EuroFX(CME)
Dec15 151127 106.22 106.41 105.70 106.02 -0.17 192,624 426,929 -2,338
Mar16 151127 106.53 106.69 106.01 106.32 -0.15 3,299 15,671 -383
Jun16 151127 106.18 106.87 106.05 106.63 -0.15 29 1,317 +14
Total Volume and Open Interest 195,990 444,626 -2,688
Mexican Peso(CME)
Dec15 151127 604.88 605.25 601.13 601.88 -2.88 31,883 133,920 +1,347
Jan16 151127 600.75 600.75 600.75 600.75 -2.63      
Total Volume and Open Interest 32,150 189,063 +1,320
Brazilian Real(CME)
Dec15 151127 264.30 268.95 262.00 263.25 -3.15 9,037 23,520 -3,604
Jan16 151127 263.15 266.20 259.40 260.95 -2.90 6,369 6,359 +6,220
Feb16 151127 258.80 262.15 258.80 258.80 -2.70      
Mar16 151127 258.95 261.50 255.70 256.20 -3.00 163 256 +106
Total Volume and Open Interest 15,569 30,543 +2,722
30-Year T-Bonds(CBOT)
Dec15 151127 155~090 155~300 155~050 155~080 -0~010 400,301 196,626 -131,893
Mar16 151127 153~280 154~170 153~250 153~270 -0~010 242,337 343,736 +148,689
Jun16 151127 153~270 153~270 153~270 153~270 -0~010      
Total Volume and Open Interest 642,638 540,362 +16,796
10-Year T-Notes(CBOT)
Dec15 151127 126~295 127~075 126~295 127~025 +0~030 2,364,395 903,270 -885,211
Mar16 151127 126~100 126~200 126~095 126~160 +0~035 1,563,447 1,859,086 +847,048
Jun16 151127 125~170 125~170 125~170 125~170 +0~035      
Total Volume and Open Interest 3,927,842 2,762,356 -38,163
5-Year T-Notes(CBOT)
Dec15 151127 119~044 119~096 119~044 119~076 +0~020 1,700,721 970,054 -661,790
Mar16 151127 118~200 118~256 118~194 118~232 +0~012 1,295,415 1,812,897 +669,579
Jun16 151127 118~062 118~062 118~062 118~062 +0~012      
Total Volume and Open Interest 2,996,136 2,782,951 +7,789
2 Year T-Notes(CBOT)
Dec15 151127 109~014 109~030 109~014 109~020 +0~002 701,921 336,834 -318,727
Mar16 151127 108~256 108~266 108~250 108~256 unch 560,133 718,024 +324,039
Jun16 151127 108~156 108~156 108~156 108~156 +0~010      
Total Volume and Open Interest 1,262,054 1,054,858 +5,312
Eurodollars(CME)
Dec15 151127 99.527 99.535 99.527 99.527 +0.002 284,761 1,164,205 -25,107
Mar16 151127 99.360 99.370 99.360 99.365 +0.005 144,253 1,358,803 -4,632
Jun16 151127 99.205 99.215 99.205 99.215 +0.010 159,645 1,167,224 +12,279
Sep16 151127 99.050 99.060 99.040 99.055 +0.010 113,606 1,036,977 +2,800
Dec16 151127 98.885 98.900 98.870 98.895 +0.010 185,399 1,333,308 +8,624
Mar17 151127 98.745 98.765 98.730 98.755 +0.010 125,499 746,786 +1,171
Jun17 151127 98.600 98.620 98.585 98.615 +0.015 96,402 644,430 -5,213
Sep17 151127 98.470 98.495 98.450 98.485 +0.015 102,301 591,021 +2,152
Dec17 151127 98.345 98.375 98.325 98.360 +0.015 145,380 737,094 +21,905
Mar18 151127 98.245 98.280 98.225 98.265 +0.015 78,607 380,326 +3,283
Jun18 151127 98.155 98.190 98.130 98.175 +0.020 78,315 378,472 -534
Sep18 151127 98.070 98.110 98.050 98.090 +0.020 73,993 347,776 +6,709
Dec18 151127 97.985 98.025 97.965 98.010 +0.020 60,131 324,754 -4,055
Mar19 151127 97.925 97.965 97.905 97.945 +0.020 33,669 192,705 -2,298
Jun19 151127 97.860 97.900 97.840 97.875 +0.015 31,384 154,571 -60
Sep19 151127 97.795 97.835 97.775 97.810 +0.015 28,651 119,671 -1,414
Dec19 151127 97.730 97.770 97.715 97.745 +0.015 22,643 127,471 +1,097
Mar20 151127 97.675 97.710 97.650 97.685 +0.010 26,992 80,173 -889
Total Volume and Open Interest 1,854,602 11,182,522 +19,517
Ultra T-Bond(CBOT)
Dec15 151127 158~03 158~24 157~30 158~00 -0~03 338,242 178,625 -269,163
Mar16 151127 158~06 158~28 157~31 158~03 -0~04 287,837 510,754 +215,932
Jun16 151127 158~03 158~03 158~03 158~03 -0~04      
Total Volume and Open Interest 626,079 689,379 -53,231
30 Day Federal Funds(CBOT)
Nov15 151127 99.882 99.882 99.880 99.880 unch 931 196,639 +141
Dec15 151127 99.780 99.785 99.775 99.780 unch 8,336 81,077 -1,711
Jan16 151127 99.695 99.695 99.690 99.695 unch 22,477 217,933 +3,755
Feb16 151127 99.665 99.670 99.665 99.665 unch 17,007 113,565 +3,966
Mar16 151127 99.605 99.610 99.605 99.605 unch 6,634 24,153 +1,220
Apr16 151127 99.545 99.550 99.545 99.545 unch 17,287 65,702 +8,479
Total Volume and Open Interest 87,919 829,394 +21,574
3-Mth Euro-Yen(CME)
Dec15 151127 99.825 99.825 99.825 99.825 unch      
Mar16 151127 99.685 99.685 99.685 99.685 unch      
Jun16 151127 99.800 99.800 99.800 99.800 unch      
Sep16 151127 99.660 99.660 99.660 99.660 unch      
Dec16 151127 99.990 99.990 99.990 99.990 unch      
Mar17 151127 99.955 99.955 99.955 99.955 unch      
Jun17 151127 99.815 99.815 99.815 99.815 unch      
Sep17 151127 99.675 99.675 99.675 99.675 unch      
Dec17 151127 99.535 99.535 99.535 99.535 unch      
Mar18 151127 99.395 99.395 99.395 99.395 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec15 151126 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar16 151126 99.68 99.68 99.68 99.68 unch      
Jun16 151126 99.80 99.80 99.80 99.80 unch      
Sep16 151126 99.66 99.66 99.66 99.66 unch      
Dec16 151126 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 151126 99.96 99.96 99.96 99.96 unch      
Jun17 151126 99.82 99.82 99.82 99.82 unch      
Sep17 151126 99.68 99.68 99.68 99.68 unch      
Total Volume and Open Interest 0 8 +0
Japanese Gov't Bonds(SGX)
Dec15 151126 148.54 148.64 148.53 148.60 +0.07 1,096 20,502 -189
Mar16 151126 148.63 148.72 148.63 148.72 +0.07 18 79 +18
Jun16 151126 148.16 148.16 148.16 148.16 +0.07      
Total Volume and Open Interest 1,114 20,581 -171
Euro-Bund(EUREX)
Dec15 151127 158.42 158.78 158.30 158.59 +0.29 674,574 1,249,242 -12,726
Mar16 151127 160.27 160.66 160.16 160.44 +0.30 37,602 175,907 +11,773
Jun16 151127 158.59 158.59 158.59 158.59 +0.29 2 2 +2
Total Volume and Open Interest 712,178 1,425,151 -951
Euro-Bobl(EUREX)
Dec15 151127 130.12 130.20 130.07 130.14 +0.05 482,286 1,128,723 +20,860
Mar16 151127 131.68 131.78 131.66 131.73 +0.07 21,436 63,840 +9,055
Jun16 151127 130.14 130.14 130.14 130.14 +0.05      
Total Volume and Open Interest 503,722 1,192,563 +29,915
3-Mth Euribor(EUREX)
Dec15 151127 100.195 100.195 100.195 100.195 +0.010 42 28,825 +0
Mar16 151127 100.240 100.240 100.240 100.240 +0.010 109 5,239 -14
Jun16 151127 100.255 100.255 100.255 100.255 +0.005 49 9,959 -7
Total Volume and Open Interest 454 73,090 +23
Long Gilt(LIFFE)
Dec15 151127 118~16 118~28 118~15 118~25 +0~07 322,981 96,759 -110,288
Mar16 151127 117~19 117~31 117~19 117~28 +0~07 225,201 377,334 +101,272
Total Volume and Open Interest 548,182 474,093 -9,016
3-Mth Short Sterling(LIFFE)
Dec15 151127 99.43 99.43 99.42 99.43 unch 13,913 335,360 +2,420
Mar16 151127 99.38 99.39 99.38 99.39 +0.01 27,367 416,287 +768
Jun16 151127 99.31 99.33 99.31 99.32 +0.01 26,304 494,551 +6,360
Sep16 151127 99.22 99.25 99.22 99.24 +0.02 29,842 362,171 +2,903
Dec16 151127 99.12 99.14 99.12 99.14 +0.03 67,390 423,165 +14,759
Mar17 151127 99.01 99.04 99.01 99.03 +0.03 53,133 330,477 +1,303
Total Volume and Open Interest 398,391 3,507,243 +52,873
3-Mth Euribor(LIFFE)
Dec15 151127 100.185 100.195 100.185 100.195 +0.010 130,089 521,428 +8,336
Mar16 151127 100.230 100.245 100.225 100.240 +0.010 128,718 422,011 +30,733
Jun16 151127 100.250 100.270 100.245 100.255 +0.010 116,666 419,670 -3,047
Total Volume and Open Interest 1,006,056 3,916,785 +33,977
3-Mth Aus T-Bills(SFE)
Dec15 151127 97.77 97.77 97.76 97.77 unch 8,608 156,321 -3,795
Mar16 151127 97.86 97.87 97.84 97.84 -0.03 16,180 207,788 -2,416
Jun16 151127 97.91 97.92 97.89 97.90 -0.02 22,349 200,655 -1,343
Sep16 151127 97.93 97.94 97.90 97.91 -0.02 14,133 131,973 +209
Dec16 151127 97.92 97.93 97.90 97.91 -0.02 10,457 94,131 -2,291
Mar17 151127 97.89 97.91 97.87 97.88 -0.02 4,876 62,242 +203
Jun17 151127 97.85 97.87 97.83 97.84 -0.01 5,289 44,330 +304
Sep17 151127 97.79 97.82 97.78 97.78 -0.02 2,800 39,573 -99
Dec17 151127 97.73 97.73 97.72 97.72 -0.02 491 6,899 +253
Mar18 151127 97.65 97.65 97.65 97.65 -0.02 2 3,316 +0
Total Volume and Open Interest 85,507 952,283 -8,975
10-Year Aus T-Bonds(SFE)
Dec15 151127 97.15 97.16 97.11 97.13 -0.02 122,462 819,694 +4,491
Mar16 151127 97.13 97.13 97.13 97.13 -0.02      
Total Volume and Open Interest 122,462 819,694 +4,491
3-Year Aus T-Bonds(SFE)
Dec15 151127 97.93 97.95 97.89 97.91 -0.02 208,702 791,115 +20,437
Mar16 151127 97.89 97.89 97.89 97.89 -0.02      
Total Volume and Open Interest 208,702 791,115 +20,437
Gold(CMX)
Dec15 151127 1071.7 1073.5 1051.1 1056.2 -13.8 158,532 60,159 -41,124
Feb16 151127 1071.4 1073.3 1051.6 1056.2 -13.5 71,026 234,408 +17,565
Apr16 151127 1073.2 1073.5 1052.5 1056.9 -13.6 19,432 34,401 +2,843
Jun16 151127 1073.2 1074.7 1053.4 1057.8 -13.6 6,897 23,960 +943
Aug16 151127 1072.8 1073.3 1058.4 1058.7 -13.6 519 9,245 -50
Oct16 151127 1074.3 1074.6 1059.7 1059.7 -13.6 334 2,616 -149
Dec16 151127 1075.9 1076.7 1058.0 1060.8 -13.6 1,255 15,266 +28
Feb17 151127 1078.0 1078.0 1062.0 1062.0 -13.6 9 348 +9
Apr17 151127 1063.4 1063.4 1063.4 1063.4 -13.6 2 684 +0
Jun17 151127 1064.9 1064.9 1064.9 1064.9 -13.6 103 4,674 -97
Aug17 151127 1066.5 1066.5 1066.5 1066.5 -13.6 0 50 +0
Oct17 151127 1068.1 1068.1 1068.1 1068.1        
Silver(CMX)
Dec15 151127 1418.0 1435.0 1390.5 1400.8 -15.0 59,731 26,921 -16,146
Mar16 151127 1419.5 1437.5 1393.0 1404.8 -12.7 34,586 111,046 +11,106
May16 151127 1416.0 1418.5 1400.0 1407.8 -12.7 2,975 8,870 +704
Jul16 151127 1443.0 1443.0 1404.5 1411.1 -12.6 310 7,422 +79
Sep16 151127 1411.5 1414.5 1411.5 1414.5 -12.6 170 3,430 +68
Dec16 151127 1451.0 1451.0 1415.5 1419.2 -12.6 140 7,351 +74
Mar17 151127 1424.2 1424.2 1424.2 1424.2 -12.6 0 9 +0
Total Volume and Open Interest 98,109 170,092 -4,107
Platinum(NYMEX)
Jan16 151127 846.5 857.6 833.9 835.8 -8.1 10,237 66,823 +783
Apr16 151127 846.6 857.0 834.9 836.5 -8.0 714 6,812 +320
Jul16 151127 853.5 853.5 836.9 837.9 -8.0 20 1,885 +17
Oct16 151127 839.1 839.1 839.1 839.1 -8.0 1 14 +0
Total Volume and Open Interest 11,008 75,570 +1,108
Palladium(NYMEX)
Dec15 151127 555.30 569.15 547.00 549.60 -1.70 8,027 5,507 -3,793
Mar16 151127 554.50 570.00 547.05 550.65 -1.35 6,306 22,830 +4,108
Jun16 151127 555.30 566.20 551.00 551.20 -1.25 29 60 +16
Total Volume and Open Interest 14,368 28,418 +334
Copper(CMX)
Dec15 151127 209.35 210.55 204.25 205.05 +0.45 81,516 26,337 -8,201
Mar16 151127 210.45 211.40 205.45 205.75 +0.85 50,820 118,790 +3,373
May16 151127 211.30 211.30 206.25 206.45 +0.95 2,690 17,076 +371
Jul16 151127 211.60 212.50 206.95 207.05 +0.90 1,029 12,140 +168
Sep16 151127 211.30 212.20 207.60 207.60 +0.90 384 2,029 -76
Total Volume and Open Interest 139,950 186,199 -4,388
E-mini DJIA Index(CBOT)
Dec15 151127 17815 17875 17722 17801 -1 132,919 99,104 +591
Mar16 151127 17732 17788 17648 17724 -3 271 3,835 +157
Jun16 151127 17645 17645 17642 17642 -3 1 18 +1
Sep16 151127 17545 17545 17545 17545 -3 0 56 +0
Total Volume and Open Interest 133,191 103,013 +749
S & P 500(CME)
Dec15 151127 2089.40 2097.90 2081.50 2089.90 +1.80 3,532 95,203 -403
Mar16 151127 2082.80 2083.00 2076.00 2082.80 +1.80 200 4,229 +93
Jun16 151127 2076.00 2076.20 2069.20 2076.00 +1.80 0 3,453 +0
Sep16 151127 2070.20 2070.40 2063.40 2070.20 +1.80 0 1 +0
Total Volume and Open Interest 3,732 102,886 -310
S & P 500 E-Mini(Globex)
Dec15 151127 2090.00 2098.25 2081.50 2090.00 +2.00 1,517,871 2,756,429 -2,978
Mar16 151127 2082.25 2091.00 2074.50 2082.75 +1.75 11,471 113,641 +5,081
Jun16 151127 2083.50 2084.00 2068.75 2076.00 +1.75 118 6,835 +1
Sep16 151127 2070.25 2070.25 2068.25 2070.25 +1.75 10 44 +0
Total Volume and Open Interest 1,529,470 2,876,955 +2,104
NASDAQ 100 E-Mini(Globex)
Dec15 151127 4679.80 4703.30 4664.80 4682.50 +5.20 230,131 331,517 +1,037
Mar16 151127 4680.00 4698.80 4662.00 4678.50 +5.00 1,069 5,426 +161
Jun16 151127 4672.30 4672.30 4664.50 4672.30 +5.00 1 228 +0
Total Volume and Open Interest 231,201 337,248 +1,198
S&P Midcap 400(CME) e-Mini
Dec15 151127 1465.80 1472.50 1457.30 1471.00 +6.30 23,175 89,821 +3,678
Mar16 151127 1466.00 1466.60 1455.60 1466.00 +6.30 0 27 +0
Jun16 151127 1457.90 1457.90 1457.90 1457.90 +6.30      
Total Volume and Open Interest 23,175 89,860 +3,678
Volatility Index(CBOE)
Nov15 151117 18.15 19.80 17.54 18.95 +0.87 104,559 91,679 -12,880
Dec15 151127 16.55 17.20 16.55 17.18 +0.41 70,842 154,580 +0
Jan16 151127 17.60 18.05 17.60 18.03 +0.25 37,225 46,416 +0
Feb16 151127 18.40 18.70 18.40 18.68 +0.15 14,705 25,178 +0
Total Volume and Open Interest 136,019 271,610 +0
Russell 2000(ICE)
Dec15 151127 1203.00 1203.80 1193.50 1200.80 +3.90 64,442 377,742 -1,172
Mar16 151127 1197.60 1197.60 1191.20 1195.80 +3.90 535 17,663 +497
Jun16 151127 1192.10 1192.10 1192.10 1192.10 +3.90      
Total Volume and Open Interest 64,977 395,406 -675
Nikkei 225(CME)
Dec15 151127 19975 20035 19805 19885 -60 13,693 53,263 -1,642
Mar16 151127 20055 20070 19880 19935 -60 161 258 +75
Total Volume and Open Interest 13,854 53,522 -1,567
Nikkei 225(SGX)
Dec15 151127 19955 20020 19835 19850 -90 66,356 254,365 -1,923
Mar16 151127 19965 19970 19810 19820 -95 47 2,997 +29
Jun16 151126 19800 19800 19800 19800 +90 0 205 +0
Total Volume and Open Interest 53,002 268,792 +1,764
CAC 40(EURONEXT)
Dec15 151127 4916.5 4961.0 4901.5 4928.5 -16.0 90,835 284,233 -5,291
Jan16 151127 4902.0 4951.5 4902.0 4924.0 -16.5 57 587 +14
Feb16 151127 4918.0 4918.0 4918.0 4918.0 -16.0      
Total Volume and Open Interest 90,900 285,398 -5,290
Hang Seng Index(HKFE)
Nov15 151127 22531 22658 22190 22211 -314 139,793 42,496 -32,154
Dec15 151127 22549 22650 21970 21999 -528 55,578 66,394 +21,257
Total Volume and Open Interest 195,712 112,698 -10,892
DAX(EUREX)
Dec15 151127 11251.5 11356.0 11243.0 11294.0 -21.0 86,866 143,690 +3,564
Mar16 151127 11262.5 11360.0 11254.0 11303.0 -21.0 1,799 24,895 +640
Jun16 151127 11295.0 11385.0 11295.0 11330.0 -21.0 32 2,073 -5
Total Volume and Open Interest 88,697 170,658 +4,199
FT-SE 100(EURONEXT)
Dec15 151127 6382.50 6391.50 6345.00 6380.00 -16.50 85,768 567,263 -1,737
Mar16 151127 6326.50 6343.50 6306.00 6333.50 -16.50 505 11,453 +498
Jun16 151127 6282.00 6282.00 6282.00 6282.00 -18.00 20 1,779 +20
Total Volume and Open Interest 86,293 580,495 -1,219
SPI 200(SFE)
Dec15 151127 5228.0 5275.0 5199.0 5207.0 -19.0 24,851 261,918 -1,927
Mar16 151127 5173.0 5173.0 5152.0 5152.0 -19.0 41 5,053 -1
Jun16 151127 5142.0 5142.0 5142.0 5142.0 -19.0 0 1,178 +0
Total Volume and Open Interest 24,988 269,214 -1,939
FTSE MIB(ISE)
Dec15 151127 22485.00 22720.00 22440.00 22592.00 +27.00 30,265 70,843 +1,372
Mar16 151127 22505.00 22730.00 22490.00 22612.00 +27.00 105 1,344 +32
Jun16 151127 22193.00 22193.00 22193.00 22193.00 +27.00      
Total Volume and Open Interest 30,370 72,187 +1,404
KOSPI 200(KFE)
Dec15 151127 249.50 249.70 249.00 249.70 -0.60 92,319 109,476 -2,515
Mar16 151127 247.25 247.65 246.90 247.65 -0.45 510 4,814 +481
Jun16 151127 248.65 248.65 248.65 248.65 -0.20 5 670 -4
Total Volume and Open Interest 92,834 116,336 -2,038
GSCI(CME)
Dec15 151127 343.00 343.00 337.70 338.15 -5.50 20 13,394 +9
Jan16 151127 342.10 342.10 342.10 342.10 -5.50 0 55 +0
Feb16 151127 346.10 346.10 346.10 346.10 -5.50      
Total Volume and Open Interest 20 13,449 +9
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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