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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon November 30, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan16 151130 873.00 883.25 870.25 881.00 +8.00 105,565 281,387 -5,118
Mar16 151130 875.25 885.75 872.25 883.25 +7.75 39,857 154,887 +3,167
May16 151130 882.00 891.50 878.75 889.50 +7.75 13,257 88,212 -593
Jul16 151130 887.00 897.25 884.75 895.25 +7.25 11,418 79,891 +73
Aug16 151130 888.75 898.25 888.75 897.00 +7.50 919 10,953 +111
Sep16 151130 886.00 897.25 886.00 896.00 +7.00 142 2,694 -4
Nov16 151130 892.50 900.50 889.25 899.00 +6.25 3,543 69,702 +708
Jan17 151130 901.50 905.00 901.50 904.50 +6.00 69 790 +1
Mar17 151130 908.50 908.50 908.50 908.50 +6.25 80 507 +6
May17 151130 912.25 912.25 912.25 912.25 +6.00 59 456 -1
Jul17 151130 912.50 917.75 912.50 917.75 +6.00 69 861 +35
Aug17 151130 915.00 915.00 915.00 915.00 +6.00 0 42 +0
Sep17 151130 909.00 909.00 909.00 909.00 +6.00 0 22 +0
Nov17 151130 908.75 908.75 908.75 908.75 +6.50 101 995 +44
Total Volume and Open Interest 175,083 691,408 -1,571
Soybean Meal(CBOT)
Dec15 151130 282.70 284.90 281.00 284.60 +2.20 40,218 14,368 -14,109
Jan16 151130 283.70 286.00 282.30 285.30 +1.50 46,994 130,482 +4,118
Mar16 151130 285.00 288.00 284.40 287.50 +1.80 19,796 98,705 +4,491
May16 151130 287.80 290.00 286.90 289.80 +1.70 9,124 62,013 +1,440
Jul16 151130 290.00 292.00 289.10 291.80 +1.50 5,872 47,733 +470
Aug16 151130 290.40 292.70 290.10 292.60 +1.30 1,287 13,687 +317
Sep16 151130 291.00 293.50 291.00 293.50 +1.40 287 11,628 +41
Oct16 151130 291.00 293.60 290.70 293.50 +1.30 285 10,028 +4
Dec16 151130 292.80 294.90 291.60 294.70 +1.40 1,705 28,512 +448
Jan17 151130 295.10 295.90 295.10 295.90 +1.30 37 1,733 +12
Total Volume and Open Interest 125,682 421,993 -2,745
Soybean Oil(CBOT)
Dec15 151130 28.83 29.30 28.75 29.10 +0.35 45,554 14,710 -9,293
Jan16 151130 29.20 29.64 29.04 29.42 +0.34 79,076 149,272 +882
Mar16 151130 29.49 29.89 29.30 29.67 +0.33 28,357 103,875 +5,836
May16 151130 29.65 30.06 29.49 29.85 +0.33 9,435 67,953 +199
Jul16 151130 29.77 30.23 29.67 30.02 +0.31 8,175 52,401 +964
Aug16 151130 29.84 30.26 29.84 30.07 +0.31 1,460 9,031 -107
Sep16 151130 30.04 30.22 30.02 30.12 +0.30 607 6,523 +28
Oct16 151130 30.14 30.29 30.06 30.11 +0.30 297 7,298 +35
Dec16 151130 29.93 30.35 29.93 30.17 +0.29 2,494 26,259 +899
Jan17 151130 30.42 30.59 30.39 30.41 +0.29 25 1,442 +5
Total Volume and Open Interest 175,551 441,284 -533
Canola(WCE)
Jan16 151130 463.1 469.2 463.1 466.2 +3.1 3,419 85,955 +1,631
Mar16 151130 471.9 477.0 471.9 474.0 +3.6 1,440 55,824 +1,048
May16 151130 477.4 482.5 477.4 479.8 +3.8 1,022 9,088 +197
Jul16 151130 483.0 488.0 483.0 484.5 +3.5 925 13,269 +119
Nov16 151130 477.1 479.4 475.4 475.7 +2.1 425 9,160 -311
Total Volume and Open Interest 7,231 173,451 +2,684
Corn(CBOT)
Dec15 151130 359.75 366.00 359.25 365.00 +5.75 147,246 63,539 -57,251
Mar16 151130 367.00 374.00 366.25 372.25 +5.00 218,488 682,448 +35,511
May16 151130 372.50 379.75 372.25 378.00 +5.00 25,373 175,236 +520
Jul16 151130 378.25 385.25 378.00 383.75 +5.25 22,109 167,332 +3,858
Sep16 151130 382.00 389.25 382.00 387.25 +4.50 2,435 66,567 +98
Dec16 151130 389.50 396.75 389.25 394.75 +4.50 8,221 122,746 -535
Mar17 151130 400.00 405.50 400.00 404.00 +4.50 1,030 6,448 +398
May17 151130 409.75 411.00 409.75 410.00 +4.25 60 1,701 +26
Jul17 151130 414.00 420.00 413.00 415.25 +4.50 54 2,072 +26
Sep17 151130 410.75 415.00 409.50 409.50 +4.25 18 1,010 +0
Total Volume and Open Interest 425,145 1,292,476 -17,318
Wheat(CBOT)
Dec15 151130 460.75 464.75 458.75 460.00 -5.75 38,901 14,129 -12,706
Mar16 151130 477.00 480.50 475.00 475.50 -3.50 69,745 214,388 +8,403
May16 151130 483.50 489.50 483.50 484.00 -0.75 12,555 50,195 +1,290
Jul16 151130 492.00 497.75 491.25 492.75 +2.25 14,503 63,049 +2,188
Sep16 151130 507.00 508.50 503.50 504.25 +4.00 2,318 8,900 +152
Dec16 151130 518.50 525.00 518.50 520.00 +5.25 1,768 16,382 -134
Total Volume and Open Interest 139,828 368,907 -812
Wheat(KCBT)
Dec15 151130 450.25 462.25 450.25 457.00 +7.00 21,260 5,595 -11,385
Mar16 151130 465.75 478.50 465.50 472.75 +6.25 25,218 113,702 +5,754
May16 151130 477.00 488.75 477.00 483.75 +6.50 3,059 19,277 +793
Jul16 151130 490.00 500.50 490.00 495.25 +7.00 4,537 38,757 +1,734
Sep16 151130 507.50 514.00 507.50 509.25 +7.00 621 5,770 +139
Dec16 151130 521.00 534.00 521.00 528.75 +7.25 148 9,712 +8
Total Volume and Open Interest 54,907 193,383 -2,929
Wheat(MGE)
Dec15 151130 512.00 528.75 512.00 523.25 +13.25 4,163 3,108 -2,961
Mar16 151130 505.50 512.75 505.25 507.75 +1.25 6,991 36,018 +1,395
May16 151130 516.75 519.75 514.00 515.00 +0.75 1,290 11,509 +211
Jul16 151130 526.00 529.00 523.00 523.75 +0.25 778 8,342 +118
Sep16 151130 538.00 538.25 533.50 533.50 -0.75 377 4,576 +99
Total Volume and Open Interest 13,681 66,695 -1,119
Oats(CBOT)
Dec15 151130 237.00 250.00 237.00 248.75 +16.00 167 698 -88
Mar16 151130 232.75 236.00 231.00 232.50 -0.25 531 7,386 -20
May16 151130 232.25 233.25 229.25 229.25 -1.00 68 752 +56
Jul16 151130 230.00 230.50 230.00 230.50 -1.00 1 240 +1
Total Volume and Open Interest 767 9,089 -51
Rough Rice(CBOT)
Jan16 151130 11.94 12.06 11.86 11.90 -0.05 210 8,588 -15
Mar16 151130 12.25 12.31 12.13 12.17 -0.06 98 2,120 -19
May16 151130 12.47 12.47 12.47 12.47 -0.05 66 1,015 +5
Jul16 151130 12.73 12.73 12.73 12.73 -0.05 8 538 +3
Total Volume and Open Interest 391 12,358 -24
Live Cattle(CME)
Dec15 151130 131.035 132.350 129.400 130.050 -1.775 7,491 47,636 -1,911
Feb16 151130 133.450 134.200 131.750 132.350 -1.500 13,520 116,326 +1,882
Apr16 151130 133.825 134.435 131.685 132.450 -1.680 9,116 60,425 -87
Jun16 151130 124.850 125.500 123.000 123.785 -1.350 4,543 35,608 +672
Aug16 151130 122.500 123.450 121.000 121.580 -1.400 1,186 9,149 +473
Oct16 151130 123.830 125.000 122.400 123.100 -1.380 458 5,219 +99
Total Volume and Open Interest 36,676 280,039 +1,190
Feeder Cattle(CME)
Jan16 151130 165.900 165.950 161.750 162.750 -3.285 2,029 17,266 -55
Mar16 151130 163.880 163.880 159.250 160.435 -3.250 781 7,525 +36
Apr16 151130 164.650 164.650 160.800 161.950 -3.180 217 3,435 -1
May16 151130 164.485 164.900 161.285 162.485 -2.845 182 3,068 +19
Aug16 151130 165.880 166.250 162.830 164.050 -2.750 90 2,120 +24
Sep16 151130 164.080 164.080 161.500 162.000 -2.900 24 126 +7
Oct16 151130 160.400 160.500 158.750 160.000 -2.750 22 104 +9
Total Volume and Open Interest 3,359 33,713 +49
Lean Hogs(CME)
Dec15 151130 58.900 58.900 57.580 58.430 -0.305 7,305 31,827 -1,380
Feb16 151130 57.550 57.600 55.785 56.800 -0.880 11,143 90,059 -1,283
Apr16 151130 61.750 61.750 60.150 61.485 -0.265 3,954 41,009 -183
May16 151130 67.700 69.000 67.680 69.000 +0.170 128 707 -24
Jun16 151130 72.700 73.450 71.385 73.230 +0.630 1,324 19,146 +94
Jul16 151130 72.730 74.080 71.900 73.850 +0.850 486 8,936 +123
Aug16 151130 72.500 73.680 71.580 73.480 +0.800 192 2,989 +58
Oct16 151130 62.735 64.580 62.680 64.400 +1.000 97 3,287 +6
Total Volume and Open Interest 24,676 201,219 -2,581
Class III Milk(CME)
Nov15 151130 15.28 15.29 15.26 15.29 -0.04 35 4,207 +6
Dec15 151130 14.58 14.65 14.52 14.62 +0.04 245 4,945 -61
Jan16 151130 14.37 14.43 14.34 14.40 +0.05 360 3,401 +87
Feb16 151130 14.71 14.72 14.64 14.69 unch 171 2,714 +86
Mar16 151130 15.10 15.11 15.03 15.06 unch 92 2,513 +81
Apr16 151130 15.28 15.31 15.28 15.28 +0.06 68 2,044 +60
May16 151130 15.52 15.57 15.52 15.55 +0.08 28 1,751 +27
Jun16 151130 15.85 15.88 15.85 15.85 +0.05 25 1,595 +23
Jul16 151130 16.16 16.17 16.16 16.17 +0.10 25 1,337 +16
Aug16 151130 16.39 16.40 16.39 16.40 +0.13 41 1,239 +28
Sep16 151130 16.55 16.62 16.55 16.57 +0.13 16 1,248 +5
Oct16 151130 16.45 16.45 16.45 16.45 +0.16 23 1,172 +13
Nov16 151130 16.30 16.30 16.30 16.30 +0.08 23 1,046 +11
Total Volume and Open Interest 1,174 30,400 +393
Cocoa(ICE)
Dec15 151130 3353 3354 3327 3327 +19 2 248 -1
Mar16 151130 3321 3366 3310 3339 +29 18,771 124,469 -2,570
May16 151130 3321 3361 3309 3336 +28 7,089 42,571 +677
Jul16 151130 3311 3351 3301 3326 +25 1,570 21,165 +262
Sep16 151130 3300 3338 3290 3314 +22 583 15,139 +47
Dec16 151130 3275 3309 3265 3285 +19 542 10,658 +26
Mar17 151130 3254 3290 3249 3263 +17 154 19,438 +79
Total Volume and Open Interest 28,712 240,467 -1,480
Coffee "C"(ICE)
Dec15 151130 120.60 120.60 115.85 116.90 -4.10 52 560 -13
Mar16 151130 123.55 123.90 118.10 119.65 -3.95 15,095 98,317 -1,852
May16 151130 125.60 125.85 120.30 121.80 -3.95 4,646 30,605 +389
Jul16 151130 127.65 127.90 122.40 123.90 -3.90 1,950 16,092 +212
Sep16 151130 129.45 129.55 124.35 125.75 -3.80 861 8,750 -127
Dec16 151130 132.05 132.05 127.05 128.60 -3.55 528 11,384 +85
Total Volume and Open Interest 23,266 171,707 -1,288
Orange Juice(ICE)
Jan16 151130 143.20 144.45 141.50 141.75 -1.45 789 10,562 -96
Mar16 151130 143.10 144.10 141.50 141.75 -1.35 150 3,150 +33
May16 151130 142.20 142.85 141.45 141.45 -1.40 11 1,163 +0
Jul16 151130 142.15 142.15 140.85 141.25 -1.40 1 341 +1
Sep16 151130 141.35 141.35 141.35 141.35 -1.40 0 47 +0
Nov16 151130 141.35 141.35 141.35 141.35 -1.40      
Total Volume and Open Interest 951 15,264 -62
Sugar #11(ICE)
Mar16 151130 14.97 15.01 14.73 14.93 -0.04 56,109 424,919 -9,935
May16 151130 14.55 14.59 14.33 14.46 -0.10 15,758 164,972 +130
Jul16 151130 14.28 14.30 14.04 14.16 -0.11 9,758 114,196 +498
Oct16 151130 14.26 14.32 14.05 14.16 -0.13 5,163 74,856 -536
Mar17 151130 14.63 14.67 14.42 14.52 -0.14 2,851 41,123 +494
May17 151130 14.44 14.47 14.23 14.32 -0.15 826 8,405 +255
Jul17 151130 14.22 14.25 14.02 14.10 -0.15 660 8,607 +222
Oct17 151130 14.16 14.20 14.01 14.06 -0.14 193 8,985 -1
Total Volume and Open Interest 91,551 853,199 -8,768
London Cocoa(LCE)
Dec15 151130 2263 2276 2253 2261 +1 3,006 58,718 +817
Mar16 151130 2278 2298 2273 2281 +8 10,467 88,319 +1,977
May16 151130 2272 2291 2265 2274 +9 6,918 32,676 -1,538
Jul16 151130 2268 2286 2261 2269 +8 936 34,891 +106
Sep16 151130 2260 2279 2255 2262 +9 635 32,281 +204
Dec16 151130 2230 2249 2225 2232 +10 174 18,360 -6
Mar17 151130 2205 2220 2201 2205 +8 228 27,765 +196
Total Volume and Open Interest 22,377 293,581 +1,759
London Sugar(LCE)
Mar16 151130 405.40 405.80 399.80 403.00 -1.60 482 39,158 -16
May16 151130 406.60 406.70 401.10 404.10 -1.90 174 16,701 +64
Aug16 151130 405.50 405.70 400.30 403.00 -2.40 11 9,513 +2
Oct16 151130 404.90 405.40 400.10 402.20 -3.20 6 4,927 +0
Dec16 151130 406.00 406.50 401.10 403.50 -3.20 2 1,832 +1
Total Volume and Open Interest 675 73,661 +51
Cotton(ICE)
Dec15 151130 62.45 62.45 61.30 61.30 -1.33 23 69 -62
Mar16 151130 63.95 64.10 62.28 62.64 -1.29 26,526 129,716 +1,360
May16 151130 64.57 64.67 63.06 63.43 -1.13 2,684 24,108 +42
Jul16 151130 64.90 64.93 63.68 63.98 -0.91 851 9,399 +174
Oct16 151130 63.63 63.63 63.63 63.63 -0.73 0 3 +0
Dec16 151130 64.75 64.80 64.00 64.34 -0.44 276 8,363 +97
Total Volume and Open Interest 30,447 172,164 +1,645
Lumber(CME)
Jan16 151130 247.5 252.6 245.3 245.8 -1.6 204 3,090 -7
Mar16 151130 247.0 250.6 246.2 247.0 -0.1 84 854 +23
May16 151130 255.3 255.8 252.2 252.2 -0.6 5 43 +4
Jul16 151130 261.2 261.3 258.7 258.7 unch 0 11 +0
Total Volume and Open Interest 295 4,002 +20
Crude Oil(NYM)
Jan16 151130 41.77 42.61 41.50 41.65 -0.06 383,158 561,223 +187
Feb16 151130 43.05 43.92 42.84 42.96 -0.10 68,617 142,672 +7,263
Mar16 151130 44.10 44.93 43.82 43.93 -0.17 44,920 177,177 +1,113
Apr16 151130 45.06 45.78 44.65 44.77 -0.23 19,648 63,956 -284
May16 151130 45.78 46.46 45.35 45.49 -0.28 17,942 57,888 +1,614
Jun16 151130 46.36 47.03 45.90 46.05 -0.31 25,144 109,507 -342
Jul16 151130 46.96 47.40 46.39 46.51 -0.34 7,763 33,441 -571
Aug16 151130 47.34 47.53 46.79 46.92 -0.35 3,940 27,352 +361
Sep16 151130 47.62 48.28 47.19 47.31 -0.36 4,930 57,215 +342
Oct16 151130 48.39 48.39 47.70 47.71 -0.36 1,381 27,467 +51
Nov16 151130 48.00 48.13 48.00 48.13 -0.36 1,058 21,594 -111
Dec16 151130 48.90 49.52 48.41 48.54 -0.36 13,054 151,971 +568
Jan17 151130 48.82 48.82 48.82 48.82 -0.36 682 19,658 -16
Feb17 151130 49.08 49.08 49.08 49.08 -0.36 197 9,837 +21
Mar17 151130 49.35 49.35 49.35 49.35 -0.36 118 9,525 -40
Apr17 151130 49.61 49.61 49.61 49.61 -0.36 81 6,151 +46
Total Volume and Open Interest 600,849 1,642,900 +10,429
e-miNY Crude Oil(NYM)
Jan16 151130 41.750 42.600 41.525 41.650 -0.050 7,073 3,092 -67
Feb16 151130 43.400 43.900 42.875 42.950 -0.100 502 1,223 +59
Mar16 151130 44.125 44.700 43.925 43.925 -0.175 258 154 +23
Apr16 151130 44.775 44.775 44.775 44.775 -0.225 34 139 +14
May16 151130 45.500 45.500 45.500 45.500 -0.275 37 103 +0
Jun16 151130 46.050 46.050 46.050 46.050 -0.300 3 42 +1
Jul16 151130 46.500 46.500 46.500 46.500 -0.350 0 9 +0
Aug16 151130 46.925 46.925 46.925 46.925 -0.350 0 3 +0
Sep16 151130 47.300 47.300 47.300 47.300 -0.375 0 5 +0
Oct16 151130 47.700 47.700 47.700 47.700 -0.375 0 2 +0
Total Volume and Open Interest 7,913 4,969 +34
NY Harbor ULSD(NYM)
Dec15 151130 135.60 138.69 132.17 133.69 -1.55 23,693 9,924 -3,865
Jan16 151130 138.06 141.19 135.05 135.42 -2.39 63,410 105,797 -2,206
Feb16 151130 140.58 143.27 137.49 137.77 -2.39 21,683 56,305 -56
Mar16 151130 142.31 144.93 139.34 139.59 -2.47 14,085 45,018 +1,270
Apr16 151130 143.29 145.72 140.32 140.52 -2.51 6,199 29,262 +1,663
May16 151130 144.90 146.92 141.93 142.15 -2.49 4,391 17,315 +215
Jun16 151130 146.29 148.72 143.63 143.84 -2.51 7,318 30,641 +79
Jul16 151130 149.24 149.96 145.56 145.56 -2.55 1,248 7,833 -29
Aug16 151130 150.75 151.00 147.29 147.29 -2.56 965 6,527 +379
Sep16 151130 153.11 153.11 148.96 149.11 -2.57 343 6,355 -44
Oct16 151130 154.70 154.70 151.10 151.10 -2.58 225 4,136 +19
Nov16 151130 155.05 156.65 152.91 152.91 -2.57 300 3,651 +9
Dec16 151130 156.71 158.94 154.53 154.64 -2.58 1,251 28,123 +196
Jan17 151130 160.40 160.40 156.40 156.40 -2.57 17 2,283 +7
Total Volume and Open Interest 145,322 360,643 -2,347
RBOB Gasoline(NYM)
Dec15 151130 139.04 141.66 133.62 135.87 -3.18 34,292 9,943 -8,074
Jan16 151130 133.79 135.56 130.22 130.69 -2.98 88,248 136,882 -1,849
Feb16 151130 133.64 135.39 130.73 131.12 -2.52 28,196 48,433 +2,825
Mar16 151130 136.34 138.00 133.46 133.81 -2.53 15,638 38,110 +1,315
Apr16 151130 157.85 159.37 155.25 155.55 -2.19 7,145 30,163 +701
May16 151130 159.26 160.72 156.84 157.11 -2.16 5,093 22,833 +344
Jun16 151130 159.35 160.67 156.68 156.98 -2.21 5,529 21,432 +311
Jul16 151130 157.64 159.29 155.83 155.90 -2.25 1,184 10,661 +460
Aug16 151130 157.34 157.46 154.08 154.08 -2.28 420 9,529 +192
Sep16 151130 154.71 154.72 151.46 151.46 -2.31 1,453 9,869 -265
Total Volume and Open Interest 188,483 366,291 -4,110
e-miNY RBOB Gasoline(NYM)
Jan16 151130 130.70 130.70 130.69 130.70 -3.00      
Feb16 151130 131.10 131.12 131.10 131.10 -2.50      
Mar16 151130 133.80 133.81 133.80 133.80 -2.50      
Apr16 151130 155.60 155.60 155.55 155.60 -2.10      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan16 151130 2.175 2.250 2.175 2.235 +0.023 102,101 362,644 -2,891
Feb16 151130 2.228 2.300 2.228 2.290 +0.025 20,078 87,530 +2,643
Mar16 151130 2.260 2.328 2.260 2.319 +0.026 29,148 153,090 +6,917
Apr16 151130 2.297 2.351 2.289 2.346 +0.028 19,757 114,772 +5,124
May16 151130 2.343 2.393 2.341 2.391 +0.025 6,497 49,587 +273
Jun16 151130 2.402 2.440 2.399 2.437 +0.023 1,824 29,328 +117
Jul16 151130 2.464 2.484 2.447 2.484 +0.022 2,311 22,894 +266
Aug16 151130 2.493 2.500 2.462 2.498 +0.022 1,588 19,404 +186
Sep16 151130 2.481 2.500 2.462 2.498 +0.022 1,068 20,286 +185
Oct16 151130 2.502 2.521 2.485 2.518 +0.020 3,108 32,872 +485
Nov16 151130 2.560 2.600 2.560 2.597 +0.019 389 12,390 +129
Dec16 151130 2.746 2.762 2.726 2.756 +0.017 265 14,074 +1
Jan17 151130 2.849 2.875 2.841 2.870 +0.014 1,555 20,485 +895
Feb17 151130 2.853 2.867 2.853 2.865 +0.012 72 4,072 +17
Mar17 151130 2.822 2.829 2.812 2.820 +0.009 193 9,245 +83
Apr17 151130 2.655 2.658 2.644 2.650 +0.007 918 10,158 +114
Total Volume and Open Interest 193,020 998,619 +8,522
Brent Crude Oil(ICE)
Jan16 151130 44.86 45.75 44.44 44.61 -0.25 97,318 406,110 +1,717
Feb16 151130 45.51 46.40 45.07 45.24 -0.27 37,540 341,019 -919
Mar16 151130 46.08 46.91 45.59 45.77 -0.31 24,962 303,418 +1,715
Apr16 151130 46.87 47.69 46.37 46.55 -0.34 11,149 154,638 +857
May16 151130 47.69 48.46 47.12 47.31 -0.38 6,547 93,443 +1,578
Jun16 151130 48.46 49.20 47.84 48.03 -0.43 10,170 161,724 -268
Jul16 151130 49.13 49.77 48.54 48.68 -0.46 1,599 48,719 +300
Aug16 151130 49.75 50.34 49.06 49.24 -0.49 1,150 40,438 -41
Sep16 151130 50.27 50.95 49.59 49.76 -0.52 1,941 45,655 -758
Oct16 151130 50.12 50.26 50.12 50.26 -0.53 261 30,051 +78
Nov16 151130 50.75 50.78 50.75 50.78 -0.54 130 24,794 +15
Dec16 151130 51.83 52.48 51.16 51.29 -0.54 5,908 189,647 +993
Jan17 151130 52.24 52.24 51.74 51.74 -0.54 232 23,157 +9
Feb17 151130 52.19 52.19 52.19 52.19 -0.54 367 25,115 -5
Total Volume and Open Interest 202,296 2,182,144 +5,282
Gas Oil(ICE)
Dec15 151130 415.75 425.25 405.50 419.50 +1.25 43,933 107,991 -8,941
Jan16 151130 422.25 431.00 412.00 426.00 +1.75 56,930 134,835 -3,223
Feb16 151130 427.25 437.00 418.75 432.00 +1.75 22,698 73,542 +2,444
Mar16 151130 433.75 442.00 425.00 437.25 +1.50 14,000 55,362 -1,978
Apr16 151130 438.75 447.00 430.50 442.25 +1.00 5,293 33,109 +400
May16 151130 444.75 451.75 436.25 447.50 +0.75 3,019 31,221 +565
Jun16 151130 449.50 456.50 441.00 452.00 +0.50 7,910 46,478 -284
Jul16 151130 453.25 461.00 446.75 457.00 +0.25 2,866 16,187 -680
Aug16 151130 458.25 465.25 451.25 462.00 unch 2,263 11,554 -453
Sep16 151130 462.75 470.50 456.00 466.50 unch 846 17,402 +189
Total Volume and Open Interest 167,393 706,510 -10,456
Ethanol(CBOT)
Dec15 151130 1.480 1.504 1.480 1.490 +0.019 252 235 -223
Jan16 151130 1.484 1.509 1.481 1.485 +0.008 344 2,101 +169
Feb16 151130 1.501 1.501 1.498 1.498 +0.008 26 621 +22
Mar16 151130 1.508 1.508 1.508 1.508 +0.008 1 511 +0
Apr16 151130 1.518 1.518 1.518 1.518 +0.008 1 417 +0
May16 151130 1.513 1.513 1.513 1.513 +0.008 0 158 +0
Jun16 151130 1.504 1.504 1.504 1.504 +0.008 0 215 +0
Jul16 151130 1.502 1.502 1.502 1.502 +0.008 0 54 +0
Total Volume and Open Interest 624 4,528 -32
WTI Crude Oil(ICE)
Jan16 151130 41.77 42.61 41.51 41.65 -0.06 9,321 94,479 +1,269
Feb16 151130 43.16 43.90 42.87 42.96 -0.10 4,704 39,073 +484
Mar16 151130 44.18 44.90 43.86 43.93 -0.17 2,659 54,491 +147
Apr16 151130 45.34 45.76 44.70 44.77 -0.23 497 11,010 +69
May16 151130 46.07 46.49 45.35 45.49 -0.28 192 10,386 -10
Jun16 151130 46.52 47.05 45.90 46.05 -0.31 682 32,936 +2
Jul16 151130 47.11 47.11 46.51 46.51 -0.34 23 3,217 +0
Aug16 151130 46.92 46.92 46.92 46.92 -0.35 17 5,130 +7
Sep16 151130 47.45 47.45 47.31 47.31 -0.36 26 9,256 +2
Oct16 151130 47.71 47.71 47.71 47.71 -0.36 3 3,255 -3
Nov16 151130 48.13 48.13 48.13 48.13 -0.36 0 7,199 +0
Dec16 151130 49.02 49.25 48.47 48.54 -0.36 905 50,539 +367
Jan17 151130 48.82 48.82 48.82 48.82 -0.36 1 4,540 +0
Feb17 151130 49.08 49.08 49.08 49.08 -0.36 0 1,624 +0
Mar17 151130 49.35 49.35 49.35 49.35 -0.36 0 2,813 +0
Apr17 151130 49.61 49.61 49.61 49.61 -0.36 0 1,417 +0
Total Volume and Open Interest 19,318 383,992 +2,414
US Dollar Index(ICE)
Dec15 151130 100.115 100.360 100.020 100.210 +0.137 30,269 82,671 +0
Mar16 151130 100.275 100.475 100.230 100.330 +0.120 3,344 9,741 +0
Jun16 151130 100.530 100.595 100.165 100.450 +0.105 30 441 +0
Total Volume and Open Interest 33,648 92,951 +0
Australian Dollar(CME)
Dec15 151130 71.85 72.45 71.65 72.28 +0.39 70,242 150,218 -183
Mar16 151130 71.51 72.11 71.32 71.95 +0.39 1,015 2,325 +186
Jun16 151130 71.67 71.67 71.67 71.67 +0.39 0 38 +0
Total Volume and Open Interest 71,257 152,588 +3
British Pound(CME)
Dec15 151130 150.34 150.68 149.92 150.59 +0.10 59,660 167,988 +381
Mar16 151130 150.35 150.70 149.98 150.62 +0.10 430 4,470 +42
Jun16 151130 150.33 150.65 150.03 150.65 +0.11 6 305 -1
Total Volume and Open Interest 60,099 172,815 +425
Canadian Dollar(CME)
Dec15 151130 74.81 75.12 74.66 74.87 +0.02 42,576 137,711 +228
Mar16 151130 74.79 75.25 74.67 74.87 +0.02 439 5,011 +115
Jun16 151130 74.94 75.12 74.79 74.88 +0.02 41 984 +32
Sep16 151130 74.75 74.95 74.74 74.92 +0.02 2 291 +0
Total Volume and Open Interest 43,060 144,119 +377
Japanese Yen(CME)
Dec15 151130 81.46 81.52 81.09 81.25 -0.17 86,647 242,393 +1,432
Mar16 151130 81.65 81.72 81.30 81.45 -0.18 781 6,274 +147
Jun16 151130 81.59 81.87 81.59 81.69 -0.17 1 283 +0
Total Volume and Open Interest 87,441 249,092 +1,579
Swiss Franc(CME)
Dec15 151130 97.11 97.53 96.95 97.34 +0.14 25,920 73,806 +1,916
Mar16 151130 97.65 98.08 97.50 97.89 +0.15 531 1,100 +106
Jun16 151130 98.42 98.42 98.15 98.42 +0.17 0 43 +0
Total Volume and Open Interest 26,451 74,967 +2,022
EuroFX(CME)
Dec15 151130 105.92 105.98 105.60 105.76 -0.26 248,522 431,348 +4,419
Mar16 151130 106.22 106.27 105.91 106.06 -0.26 4,931 16,186 +515
Jun16 151130 106.52 106.57 106.25 106.38 -0.25 113 1,317 +0
Total Volume and Open Interest 253,653 449,577 +4,951
Mexican Peso(CME)
Dec15 151130 600.25 603.63 600.25 602.38 +0.50 26,564 135,273 +1,353
Jan16 151130 601.25 601.25 601.25 601.25 +0.50      
Total Volume and Open Interest 26,835 190,590 +1,527
Brazilian Real(CME)
Dec15 151130 263.70 263.70 256.10 259.70 -3.55 12,189 23,543 +23
Jan16 151130 259.30 260.00 252.65 254.20 -6.75 9,419 15,393 +9,034
Feb16 151130 252.20 252.20 251.95 252.20 -6.60      
Mar16 151130 253.60 254.30 248.00 249.80 -6.40 3,739 3,670 +3,414
Total Volume and Open Interest 25,347 43,014 +12,471
30-Year T-Bonds(CBOT)
Dec15 151130 155~080 155~250 154~290 155~130 +0~050 265,212 98,446 -98,180
Mar16 151130 153~270 154~130 153~170 154~000 +0~050 188,496 424,427 +80,691
Jun16 151130 154~000 154~000 154~000 154~000 +0~050      
Total Volume and Open Interest 453,708 522,873 -17,489
10-Year T-Notes(CBOT)
Dec15 151130 127~025 127~050 126~280 127~005 -0~020 1,608,815 437,678 -465,592
Mar16 151130 126~160 126~185 126~085 126~140 -0~020 1,260,796 2,318,256 +459,170
Jun16 151130 125~150 125~150 125~150 125~150 -0~020      
Total Volume and Open Interest 2,869,611 2,755,934 -6,422
5-Year T-Notes(CBOT)
Dec15 151130 119~072 119~090 119~020 119~066 -0~010 1,031,048 451,732 -518,322
Mar16 151130 118~232 118~244 118~172 118~216 -0~014 843,418 2,167,608 +354,711
Jun16 151130 118~046 118~046 118~046 118~046 -0~014      
Total Volume and Open Interest 1,874,466 2,619,340 -163,611
2 Year T-Notes(CBOT)
Dec15 151130 109~016 109~022 109~002 109~012 -0~006 440,267 164,212 -172,622
Mar16 151130 108~256 108~260 108~234 108~246 -0~010 389,174 879,597 +161,573
Jun16 151130 108~146 108~146 108~146 108~146 -0~010      
Total Volume and Open Interest 829,441 1,043,809 -11,049
Eurodollars(CME)
Dec15 151130 99.527 99.530 99.522 99.530 +0.003 204,702 1,171,802 +7,597
Mar16 151130 99.365 99.370 99.355 99.365 unch 142,849 1,346,534 -12,269
Jun16 151130 99.210 99.215 99.195 99.210 -0.005 121,704 1,179,766 +12,542
Sep16 151130 99.050 99.055 99.030 99.045 -0.010 84,699 1,039,305 +2,328
Dec16 151130 98.890 98.895 98.865 98.885 -0.010 152,933 1,332,961 -347
Mar17 151130 98.750 98.760 98.720 98.745 -0.010 104,331 750,833 +4,047
Jun17 151130 98.610 98.620 98.575 98.605 -0.010 99,921 647,307 +2,877
Sep17 151130 98.485 98.490 98.450 98.480 -0.005 92,868 597,380 +6,359
Dec17 151130 98.365 98.370 98.325 98.360 unch 92,734 747,457 +10,363
Mar18 151130 98.265 98.275 98.225 98.270 +0.005 78,329 383,093 +2,767
Jun18 151130 98.175 98.190 98.135 98.180 +0.005 64,331 375,391 -3,081
Sep18 151130 98.100 98.115 98.055 98.105 +0.015 42,831 348,367 +591
Dec18 151130 98.010 98.035 97.975 98.025 +0.015 41,607 321,959 -2,795
Mar19 151130 97.950 97.975 97.915 97.965 +0.020 30,409 195,090 +2,385
Jun19 151130 97.880 97.905 97.845 97.900 +0.025 22,175 154,211 -360
Sep19 151130 97.820 97.845 97.785 97.840 +0.030 18,315 121,061 +1,390
Dec19 151130 97.745 97.780 97.720 97.775 +0.030 14,344 128,447 +976
Mar20 151130 97.685 97.725 97.660 97.715 +0.030 15,798 77,209 -2,964
Total Volume and Open Interest 1,459,491 11,218,456 +35,934
Ultra T-Bond(CBOT)
Dec15 151130 158~01 158~28 157~20 158~12 +0~12 168,489 89,564 -89,061
Mar16 151130 158~02 158~30 157~23 158~14 +0~11 138,352 583,800 +73,046
Jun16 151130 158~14 158~14 158~14 158~14 +0~11      
Total Volume and Open Interest 306,841 673,364 -16,015
30 Day Federal Funds(CBOT)
Nov15 151130 99.880 99.882 99.880 99.880 unch 4,291 195,841 -798
Dec15 151130 99.780 99.785 99.780 99.780 unch 8,375 81,072 -5
Jan16 151130 99.690 99.695 99.685 99.690 -0.005 19,822 216,113 -1,820
Feb16 151130 99.665 99.665 99.660 99.665 unch 12,430 117,817 +4,252
Mar16 151130 99.605 99.605 99.600 99.605 unch 5,246 26,763 +2,610
Apr16 151130 99.545 99.545 99.540 99.545 unch 9,909 69,809 +4,107
Total Volume and Open Interest 71,461 842,285 +12,891
3-Mth Euro-Yen(CME)
Dec15 151130 99.825 99.825 99.825 99.825 unch      
Mar16 151130 99.685 99.685 99.685 99.685 unch      
Jun16 151130 99.800 99.800 99.800 99.800 unch      
Sep16 151130 99.660 99.660 99.660 99.660 unch      
Dec16 151130 99.990 99.990 99.990 99.990 unch      
Mar17 151130 99.955 99.955 99.955 99.955 unch      
Jun17 151130 99.815 99.815 99.815 99.815 unch      
Sep17 151130 99.675 99.675 99.675 99.675 unch      
Dec17 151130 99.535 99.535 99.535 99.535 unch      
Mar18 151130 99.395 99.395 99.395 99.395 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec15 151130 99.82 99.82 99.82 99.82 unch 0 4 +0
Mar16 151130 99.68 99.68 99.68 99.68 unch      
Jun16 151130 99.80 99.80 99.80 99.80 unch      
Sep16 151130 99.66 99.66 99.66 99.66 unch      
Dec16 151130 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 151130 99.96 99.96 99.96 99.96 unch      
Jun17 151130 99.82 99.82 99.82 99.82 unch      
Sep17 151130 99.68 99.68 99.68 99.68 unch      
Total Volume and Open Interest 0 8 +0
Japanese Gov't Bonds(SGX)
Dec15 151130 148.57 148.61 148.48 148.48 -0.12 2,188 20,677 +175
Mar16 151130 148.69 148.72 148.61 148.61 -0.11 50 92 +13
Jun16 151130 148.05 148.05 148.05 148.05 -0.11      
Total Volume and Open Interest 2,238 20,769 +188
Euro-Bund(EUREX)
Dec15 151130 158.45 158.53 158.15 158.31 -0.28 284,174 1,251,776 +2,534
Mar16 151130 160.31 160.37 159.98 160.11 -0.33 17,358 177,215 +1,308
Jun16 151130 158.31 158.31 158.31 158.31 -0.28 0 2 +0
Total Volume and Open Interest 301,532 1,428,993 +3,842
Euro-Bobl(EUREX)
Dec15 151130 130.10 130.13 130.00 130.03 -0.11 229,159 1,125,548 -3,175
Mar16 151130 131.68 131.70 131.60 131.61 -0.12 26,226 74,202 +10,362
Jun16 151130 130.03 130.03 130.03 130.03 -0.11      
Total Volume and Open Interest 255,385 1,199,750 +7,187
3-Mth Euribor(EUREX)
Dec15 151130 100.180 100.180 100.180 100.180 -0.015 207 28,825 +0
Mar16 151130 100.225 100.235 100.225 100.235 -0.005 107 5,239 +0
Jun16 151130 100.250 100.250 100.250 100.250 -0.005 144 9,923 -36
Total Volume and Open Interest 541 73,054 -36
Long Gilt(LIFFE)
Dec15 151130 118~23 118~27 118~16 118~20 -0~04 106,496 63,574 -33,185
Mar16 151130 117~27 117~31 117~19 117~23 -0~05 113,458 417,485 +40,151
Total Volume and Open Interest 219,954 481,059 +6,966
3-Mth Short Sterling(LIFFE)
Dec15 151130 99.43 99.43 99.42 99.43 unch 2,243 335,130 -230
Mar16 151130 99.39 99.39 99.38 99.39 unch 22,593 421,275 +4,988
Jun16 151130 99.32 99.33 99.31 99.33 +0.01 30,892 502,976 +8,425
Sep16 151130 99.25 99.25 99.23 99.24 unch 28,208 357,183 -4,988
Dec16 151130 99.13 99.15 99.12 99.14 unch 23,522 421,262 -1,903
Mar17 151130 99.03 99.04 99.01 99.04 +0.01 20,711 331,420 +943
Total Volume and Open Interest 215,950 3,523,371 +16,128
3-Mth Euribor(LIFFE)
Dec15 151130 100.190 100.195 100.175 100.185 -0.010 82,383 498,289 -23,139
Mar16 151130 100.230 100.240 100.215 100.230 -0.010 55,822 429,404 +7,393
Jun16 151130 100.250 100.255 100.235 100.250 -0.005 42,272 418,374 -1,296
Total Volume and Open Interest 399,956 3,912,515 -4,270
3-Mth Aus T-Bills(SFE)
Dec15 151130 97.76 97.77 97.75 97.76 -0.01 10,766 151,145 -5,176
Mar16 151130 97.84 97.85 97.82 97.83 -0.01 17,541 205,907 -1,881
Jun16 151130 97.88 97.90 97.88 97.89 -0.01 26,242 206,312 +5,657
Sep16 151130 97.90 97.92 97.89 97.90 -0.01 14,278 129,896 -2,077
Dec16 151130 97.89 97.92 97.89 97.90 -0.01 11,677 95,210 +1,079
Mar17 151130 97.87 97.88 97.86 97.87 -0.01 7,738 62,595 +353
Jun17 151130 97.83 97.84 97.82 97.83 -0.01 4,266 44,862 +532
Sep17 151130 97.78 97.79 97.76 97.78 unch 3,079 39,484 -89
Dec17 151130 97.72 97.74 97.72 97.72 unch 50 6,795 -104
Mar18 151130 97.66 97.66 97.66 97.66 +0.01 0 3,316 +0
Total Volume and Open Interest 95,645 950,577 -1,706
10-Year Aus T-Bonds(SFE)
Dec15 151130 97.13 97.15 97.10 97.11 -0.02 97,538 814,832 -4,862
Mar16 151130 97.07 97.07 97.07 97.07 -0.06      
Total Volume and Open Interest 97,538 814,832 -4,862
3-Year Aus T-Bonds(SFE)
Dec15 151130 97.90 97.93 97.89 97.90 -0.01 173,516 798,054 +6,939
Mar16 151130 97.89 97.89 97.89 97.89 unch      
Total Volume and Open Interest 173,516 798,054 +6,939
Gold(CMX)
Dec15 151130 1056.5 1068.4 1052.1 1065.8 +9.6 148,662 24,018 -36,141
Feb16 151130 1056.0 1069.1 1052.2 1065.3 +9.1 100,372 263,401 +28,993
Apr16 151130 1057.6 1069.6 1053.0 1066.0 +9.1 12,295 36,311 +1,910
Jun16 151130 1057.8 1070.0 1053.7 1066.9 +9.1 3,207 24,352 +392
Aug16 151130 1056.1 1067.9 1056.1 1067.9 +9.2 324 9,218 -27
Oct16 151130 1059.0 1069.0 1057.4 1069.0 +9.3 81 2,625 +9
Dec16 151130 1061.4 1070.4 1058.1 1070.2 +9.4 1,551 15,691 +425
Feb17 151130 1071.4 1071.4 1071.4 1071.4 +9.4 28 348 +0
Apr17 151130 1072.8 1072.8 1072.8 1072.8 +9.4 2 684 +0
Jun17 151130 1074.3 1074.3 1074.3 1074.3 +9.4 26 4,674 +0
Aug17 151130 1075.9 1075.9 1075.9 1075.9 +9.4 0 50 +0
Oct17 151130 1077.5 1077.5 1077.5 1077.5 +9.4      
Total Volume and Open Interest 266,993 393,110  
Silver(CMX)
Dec15 151130 1402.0 1415.5 1395.5 1405.0 +4.2 54,195 10,053 -16,868
Mar16 151130 1404.5 1418.0 1397.5 1408.6 +3.8 40,146 123,896 +12,850
May16 151130 1406.5 1420.0 1403.5 1411.7 +3.9 1,105 9,085 +215
Jul16 151130 1418.0 1418.0 1411.5 1415.0 +3.9 345 7,495 +73
Sep16 151130 1423.5 1423.5 1418.5 1418.5 +4.0 417 3,274 -156
Dec16 151130 1423.0 1427.0 1423.0 1423.3 +4.1 667 7,432 +81
Mar17 151130 1428.3 1428.3 1428.3 1428.3 +4.1 0 9 +0
Total Volume and Open Interest 97,398 166,237 -3,855
Platinum(NYMEX)
Jan16 151130 836.4 838.7 826.0 832.9 -2.9 9,758 66,706 -117
Apr16 151130 835.0 839.0 827.0 833.7 -2.8 940 7,270 +458
Jul16 151130 830.8 835.5 830.8 835.2 -2.7 10 1,889 +4
Oct16 151130 836.4 836.4 836.4 836.4 -2.7 2 15 +1
Total Volume and Open Interest 10,722 75,914 +344
Palladium(NYMEX)
Dec15 151130 548.00 550.00 539.85 541.95 -7.65 5,710 2,059 -3,448
Mar16 151130 550.65 551.60 540.00 543.20 -7.45 8,155 25,177 +2,347
Jun16 151130 542.00 543.90 542.00 543.90 -7.30 19 74 +14
Total Volume and Open Interest 13,926 27,335 -1,083
Copper(CMX)
Dec15 151130 206.25 207.45 203.25 204.45 -0.60 47,591 13,026 -13,311
Mar16 151130 208.00 208.40 204.00 204.85 -0.90 49,355 127,598 +8,808
May16 151130 207.90 208.30 205.10 205.50 -0.95 2,266 16,791 -285
Jul16 151130 208.55 208.55 206.00 206.10 -0.95 896 11,701 -439
Sep16 151130 206.60 208.30 206.60 206.70 -0.90 102 2,023 -6
Total Volume and Open Interest 101,848 180,797 -5,402
E-mini DJIA Index(CBOT)
Dec15 151130 17801 17847 17700 17714 -87 67,392 98,732 -372
Mar16 151130 17724 17769 17630 17641 -83 373 3,950 +115
Jun16 151130 17559 17559 17559 17559 -83 1 18 +0
Sep16 151130 17462 17462 17462 17462 -83 0 56 +0
Total Volume and Open Interest 67,766 102,756 -257
S & P 500(CME)
Dec15 151130 2089.70 2094.90 2079.00 2079.80 -10.10 2,366 94,209 -994
Mar16 151130 2083.50 2083.50 2072.70 2072.70 -10.10 1 4,331 +102
Jun16 151130 2065.90 2065.90 2065.90 2065.90 -10.10 0 3,453 +0
Sep16 151130 2060.10 2060.10 2060.10 2060.10 -10.10 0 1 +0
Total Volume and Open Interest 2,367 101,994 -892
S & P 500 E-Mini(Globex)
Dec15 151130 2089.50 2095.00 2078.50 2079.75 -10.25 746,319 2,761,335 +4,906
Mar16 151130 2082.75 2087.75 2071.75 2072.75 -10.00 3,669 114,428 +787
Jun16 151130 2075.25 2081.00 2065.50 2066.00 -10.00 30 6,836 +1
Sep16 151130 2059.50 2073.50 2058.75 2060.00 -10.25 10 44 +0
Total Volume and Open Interest 750,028 2,882,649 +5,694
NASDAQ 100 E-Mini(Globex)
Dec15 151130 4685.50 4700.50 4653.50 4668.80 -13.70 119,712 329,591 -1,926
Mar16 151130 4681.00 4696.50 4649.30 4664.50 -14.00 871 5,800 +374
Jun16 151130 4661.00 4681.00 4652.30 4658.30 -14.00 1 228 +0
Total Volume and Open Interest 120,584 335,696 -1,552
S&P Midcap 400(CME) e-Mini
Dec15 151130 1471.20 1475.90 1458.30 1460.10 -10.90 10,530 90,651 +830
Mar16 151130 1454.90 1469.80 1454.90 1454.90 -11.10 1 28 +1
Jun16 151130 1446.80 1446.80 1446.80 1446.80 -11.10      
Total Volume and Open Interest 10,531 90,691 +831
Volatility Index(CBOE)
Nov15 151117 18.15 19.80 17.54 18.95 +0.87 104,559 91,679 -12,880
Dec15 151130 17.10 17.45 16.85 16.98 -0.20 2,977 150,397 -4,183
Jan16 151130 18.00 18.15 17.75 17.78 -0.25 1,237 58,932 +12,516
Feb16 151130 18.68 18.84 18.40 18.48 -0.20 475 29,444 +4,266
Total Volume and Open Interest 11,430 286,280 +14,670
Russell 2000(ICE)
Dec15 151130 1202.40 1208.00 1195.00 1195.90 -4.90 64,442 377,742 +0
Mar16 151130 1197.40 1202.40 1190.80 1191.00 -4.80 535 17,663 +0
Jun16 151130 1187.30 1187.30 1187.30 1187.30 -4.80      
Total Volume and Open Interest 64,977 395,406 +0
Nikkei 225(CME)
Dec15 151130 19895 19905 19725 19795 -90 7,827 52,626 -637
Mar16 151130 19950 19950 19785 19850 -85 92 285 +27
Total Volume and Open Interest 7,919 52,912 -610
Nikkei 225(SGX)
Dec15 151130 19825 19895 19710 19770 -80 54,452 261,684 +7,319
Mar16 151130 19790 19870 19735 19750 -70 255 3,227 +230
Jun16 151130 19625 19625 19625 19625 -175 0 205 +0
Total Volume and Open Interest 66,403 266,898 -1,894
CAC 40(EURONEXT)
Dec15 151130 4924.0 4973.5 4898.0 4956.0 +27.5 52,170 278,557 -5,676
Jan16 151130 4915.5 4964.0 4915.5 4951.5 +27.5 114 670 +83
Feb16 151130 4945.5 4945.5 4945.5 4945.5 +27.5      
Total Volume and Open Interest 52,308 279,825 -5,573
Hang Seng Index(HKFE)
Nov15 151127 22531 22658 22190 22211 -314 139,793 42,496 -32,154
Dec15 151130 22003 22167 21856 21909 -90 63,374 86,570 +20,176
Jan16 151130 21980 22164 21888 21931        
DAX(EUREX)
Dec15 151130 11283.0 11433.5 11252.5 11378.5 +84.5 61,108 143,396 -294
Mar16 151130 11291.5 11439.0 11267.0 11387.0 +84.0 1,019 25,314 +419
Jun16 151130 11340.0 11454.0 11340.0 11413.0 +83.0 45 2,071 -2
Total Volume and Open Interest 62,172 170,781 +123
FT-SE 100(EURONEXT)
Dec15 151130 6369.00 6390.00 6330.00 6352.50 -27.50 61,033 564,076 -3,187
Mar16 151130 6326.00 6339.50 6289.00 6306.00 -27.50 4,999 14,289 +2,836
Jun16 151130 6254.00 6254.00 6254.00 6254.00 -28.00 0 1,779 +0
Total Volume and Open Interest 66,032 580,144 -351
SPI 200(SFE)
Dec15 151130 5206.0 5219.0 5166.0 5186.0 -21.0 28,773 259,300 -2,618
Mar16 151130 5133.0 5133.0 5124.0 5133.0 -19.0 11 5,055 +2
Jun16 151130 5123.0 5123.0 5123.0 5123.0 -19.0 198 1,188 +10
Total Volume and Open Interest 28,985 266,608 -2,606
FTSE MIB(ISE)
Dec15 151130 22550.00 22780.00 22490.00 22698.00 +106.00 19,519 71,836 +993
Mar16 151130 22550.00 22785.00 22535.00 22718.00 +106.00 52 1,343 -1
Jun16 151130 22299.00 22299.00 22299.00 22299.00 +106.00      
Total Volume and Open Interest 19,571 73,179 +992
KOSPI 200(KFE)
Dec15 151130 244.95 245.65 244.75 244.85 -4.85 108,031 112,143 +2,667
Mar16 151130 242.85 243.50 242.50 242.50 -5.15 1,664 5,734 +920
Jun16 151130 245.65 245.65 242.95 244.00 -4.65 2 668 -2
Total Volume and Open Interest 109,708 119,932 +3,596
GSCI(CME)
Dec15 151130 337.80 340.75 335.15 335.95 -2.20 103 13,296 -98
Jan16 151130 343.10 343.95 339.50 339.80 -2.30 100 155 +100
Feb16 151130 343.80 343.80 343.80 343.80 -2.30      
Total Volume and Open Interest 203 13,451 +2
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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