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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 30, 2015
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan16 151230 870.00 878.25 869.00 875.50 +5.50 54,719 41,805 -16,353
Mar16 151230 865.50 873.50 864.00 870.25 +4.50 94,047 295,655 +2,943
May16 151230 871.00 878.75 869.50 875.75 +4.25 17,302 112,205 +664
Jul16 151230 878.75 886.00 877.00 883.00 +4.25 13,826 93,787 +220
Aug16 151230 881.50 888.25 880.00 886.00 +4.25 565 12,405 +84
Sep16 151230 888.00 888.00 880.75 885.50 +3.50 233 3,412 +24
Nov16 151230 885.00 891.50 883.25 888.25 +3.00 3,592 81,505 +382
Jan17 151230 895.75 896.25 889.50 893.75 +2.75 101 663 -21
Mar17 151230 893.75 899.25 893.75 897.50 +3.25 44 1,532 +15
May17 151230 902.25 903.00 901.25 901.25 +3.25 52 849 +17
Jul17 151230 907.25 908.25 906.75 906.75 +3.25 70 981 +16
Aug17 151230 904.50 904.50 904.50 904.50 +3.50 0 40 +0
Sep17 151230 899.25 899.25 899.25 899.25 +3.50 0 24 +0
Nov17 151230 895.00 897.25 895.00 897.25 +3.75 51 1,164 +10
Total Volume and Open Interest 184,604 646,042 -11,999
Soybean Meal(CBOT)
Jan16 151230 268.50 269.80 265.50 265.80 -2.70 23,185 13,531 -8,366
Mar16 151230 269.90 271.00 267.30 267.60 -2.40 38,851 180,608 +6,350
May16 151230 273.20 274.30 270.80 271.10 -2.20 7,386 72,054 +686
Jul16 151230 276.80 277.70 274.20 274.50 -2.10 4,934 54,774 +208
Aug16 151230 278.10 279.20 275.90 276.10 -2.00 1,537 16,226 +13
Sep16 151230 279.50 280.00 277.30 277.40 -2.00 875 13,756 +114
Oct16 151230 279.70 280.50 277.90 278.20 -1.60 437 10,798 +34
Dec16 151230 281.20 282.20 279.40 279.60 -1.80 2,078 33,600 +695
Jan17 151230 282.70 282.70 281.00 281.00 -1.70 89 1,625 +24
Mar17 151230 283.00 283.40 282.20 282.30 -1.70 139 2,144 +84
Total Volume and Open Interest 79,768 401,272 +42
Soybean Oil(CBOT)
Jan16 151230 30.45 30.86 30.34 30.84 +0.32 20,699 18,088 -4,317
Mar16 151230 30.82 31.10 30.59 31.07 +0.30 46,815 169,263 -3,080
May16 151230 31.01 31.30 30.81 31.28 +0.31 7,831 81,605 -589
Jul16 151230 31.30 31.52 31.03 31.49 +0.31 5,661 56,773 -421
Aug16 151230 31.40 31.51 31.12 31.51 +0.30 369 8,927 -47
Sep16 151230 31.36 31.54 31.12 31.54 +0.30 414 9,159 +61
Oct16 151230 31.24 31.50 31.09 31.50 +0.28 469 8,827 +137
Dec16 151230 31.30 31.60 31.04 31.57 +0.29 1,536 30,860 +313
Jan17 151230 31.48 31.82 31.36 31.80 +0.30 42 1,918 -4
Mar17 151230 32.00 32.00 32.00 32.00 +0.31 19 1,739 +6
Total Volume and Open Interest 83,982 389,688 -7,913
Canola(WCE)
Jan16 151230 485.0 486.1 477.5 481.5 -2.1 1,442 9,388 -848
Mar16 151230 492.0 494.4 485.8 491.5 -1.3 3,184 125,572 +615
May16 151230 496.8 498.2 489.9 495.7 -1.2 317 14,661 +18
Jul16 151230 499.5 499.5 491.2 497.0 -1.3 272 17,237 -47
Nov16 151230 492.5 492.5 487.0 491.9 -0.8 52 13,546 +39
Total Volume and Open Interest 5,279 181,099 -212
Corn(CBOT)
Mar16 151230 362.50 364.00 358.00 359.00 -3.50 101,006 696,219 +5,118
May16 151230 369.00 370.25 364.25 365.25 -3.75 28,779 201,514 +1,506
Jul16 151230 375.00 376.25 370.50 371.50 -3.50 14,723 171,923 +5,365
Sep16 151230 379.75 380.25 375.25 375.75 -3.50 1,475 72,631 +255
Dec16 151230 386.75 387.50 382.75 383.25 -3.50 5,156 138,553 +587
Mar17 151230 396.50 397.25 392.75 393.25 -3.25 263 8,672 +61
May17 151230 400.00 400.00 399.75 399.75 -3.25 44 2,012 +10
Jul17 151230 406.75 406.75 404.00 404.25 -3.25 30 2,705 +0
Sep17 151230 400.75 400.75 400.75 400.75 -2.25 4 1,287 +0
Dec17 151230 402.00 402.00 399.25 400.25 -3.00 298 4,254 +133
Total Volume and Open Interest 151,782 1,300,355 +13,039
Wheat(CBOT)
Mar16 151230 476.50 479.50 469.25 469.75 -6.00 30,601 216,050 +289
May16 151230 482.00 485.25 475.75 476.50 -5.50 8,081 51,640 +737
Jul16 151230 490.00 491.75 482.50 483.50 -5.50 6,548 57,377 -750
Sep16 151230 500.50 500.75 492.25 493.00 -5.50 432 11,875 +246
Dec16 151230 514.00 514.75 506.00 507.00 -5.50 375 21,131 +78
Mar17 151230 518.75 518.75 518.75 518.75 -5.75 25 2,201 +20
Total Volume and Open Interest 46,064 360,396 +620
Wheat(KCBT)
Mar16 151230 474.75 475.25 465.25 465.50 -7.75 6,110 103,842 +573
May16 151230 482.75 485.25 475.25 475.50 -7.75 1,190 22,374 +160
Jul16 151230 495.00 495.00 485.75 486.00 -7.25 1,212 43,879 +85
Sep16 151230 501.25 501.25 500.00 500.25 -7.00 292 6,978 +54
Dec16 151230 527.25 528.00 520.00 520.25 -6.50 753 11,704 +12
Mar17 151230 535.25 535.25 535.00 535.25 -6.00 99 1,273 +68
Total Volume and Open Interest 9,662 190,308 +954
Wheat(MGE)
Mar16 151230 496.75 500.00 492.00 492.25 -5.25 2,307 33,085 +281
May16 151230 506.75 509.50 501.00 501.00 -5.75 808 13,889 -188
Jul16 151230 518.25 518.25 511.25 511.25 -5.75 862 11,460 +361
Sep16 151230 530.50 530.50 523.00 523.00 -6.25 332 6,091 +98
Dec16 151230 545.25 547.00 540.00 540.00 -5.75 391 4,489 +77
Total Volume and Open Interest 4,885 69,369 +716
Oats(CBOT)
Mar16 151230 220.75 221.25 218.00 218.25 -2.25 344 7,246 -101
May16 151230 221.25 221.50 220.50 220.50 -1.50 30 1,417 +27
Jul16 151230 224.25 224.25 224.25 224.25 -1.25 3 429 +0
Sep16 151230 230.00 230.25 230.00 230.25 -0.50 0 10 +0
Total Volume and Open Interest 377 9,216 -74
Rough Rice(CBOT)
Jan16 151230 11.66 11.68 11.53 11.54 -0.13 1,241 2,313 -950
Mar16 151230 11.93 11.95 11.76 11.81 -0.12 1,325 8,859 +638
May16 151230 12.14 12.20 12.05 12.10 -0.12 17 2,581 +5
Jul16 151230 12.47 12.47 12.38 12.38 -0.12 0 921 +0
Total Volume and Open Interest 2,583 14,765 -307
Live Cattle(CME)
Dec15 151230 131.000 135.000 130.630 133.000 +2.800 850 488 -553
Feb16 151230 135.550 137.880 135.185 136.700 +1.200 18,869 106,491 -507
Apr16 151230 136.630 138.950 136.400 138.050 +1.365 8,072 68,483 +614
Jun16 151230 126.600 128.450 126.580 127.785 +1.035 5,657 51,303 +324
Aug16 151230 122.635 124.080 122.600 123.550 +0.915 2,675 17,612 +567
Oct16 151230 123.930 125.400 123.885 124.785 +0.935 1,398 9,798 +339
Total Volume and Open Interest 38,191 262,690 +942
Feeder Cattle(CME)
Jan16 151230 162.700 166.985 162.630 165.950 +3.465 2,293 7,832 -675
Mar16 151230 158.185 162.830 158.185 161.630 +3.300 3,544 13,720 +466
Apr16 151230 159.500 163.380 159.500 162.235 +2.835 832 3,225 +107
May16 151230 160.100 164.000 160.050 162.900 +2.570 890 5,085 -35
Aug16 151230 162.600 165.300 162.550 164.400 +2.270 494 3,634 +37
Sep16 151230 160.000 162.900 160.000 162.250 +2.265 66 404 +15
Oct16 151230 158.500 160.380 158.500 159.350 +2.300 40 274 +3
Total Volume and Open Interest 8,170 34,446 -80
Lean Hogs(CME)
Feb16 151230 59.150 59.900 58.985 59.785 +0.635 8,612 74,286 -1,418
Apr16 151230 65.950 66.080 65.450 66.035 +0.150 4,307 41,014 +539
May16 151230 73.900 73.950 73.700 73.930 -0.050 30 920 +12
Jun16 151230 78.180 78.300 77.680 78.150 -0.050 2,561 24,446 +438
Jul16 151230 77.785 77.850 77.350 77.830 -0.055 826 8,078 -141
Aug16 151230 77.000 77.000 76.400 76.850 -0.130 733 7,515 +366
Oct16 151230 65.475 65.580 65.000 65.550 unch 328 5,426 +27
Dec16 151230 61.400 61.535 61.035 61.380 -0.155 262 3,786 +93
Total Volume and Open Interest 17,669 165,713 -75
Class III Milk(CME)
Dec15 151229 14.48 14.48 14.46 14.47 unch 164 3,904 -70
Jan16 151230 13.54 13.65 13.45 13.61 +0.05 491 4,186 -81
Feb16 151230 13.70 13.90 13.69 13.87 +0.15 274 4,154 +59
Mar16 151230 14.12 14.32 14.09 14.29 +0.14 183 3,466 -21
Apr16 151230 14.43 14.65 14.43 14.58 +0.13 174 2,795 +57
May16 151230 14.80 14.94 14.80 14.88 +0.11 123 2,627 +43
Jun16 151230 15.15 15.25 15.15 15.22 +0.11 138 2,374 +14
Jul16 151230 15.70 15.70 15.70 15.70 +0.08 98 1,985 +0
Aug16 151230 16.10 16.10 16.10 16.10 +0.07 85 1,851 +25
Sep16 151230 16.45 16.45 16.40 16.43 +0.08 73 1,821 +39
Oct16 151230 16.41 16.50 16.41 16.43 +0.03 10 1,439 +0
Nov16 151230 16.36 16.41 16.35 16.35 +0.05 15 1,339 +5
Dec16 151230 16.25 16.30 16.24 16.27 +0.08 20 1,260 -16
Total Volume and Open Interest 1,783 33,640 +161
Cocoa(ICE)
Mar16 151230 3200 3233 3200 3229 +18 5,653 97,678 -575
May16 151230 3200 3230 3197 3225 +18 1,947 45,036 +58
Jul16 151230 3202 3223 3190 3220 +19 416 23,847 +121
Sep16 151230 3195 3216 3186 3214 +20 211 18,700 +110
Dec16 151230 3166 3194 3166 3194 +21 55 11,105 -8
Mar17 151230 3145 3173 3145 3173 +20 9 19,724 +0
May17 151230 3166 3166 3166 3166 +19 1 1,543 +0
Total Volume and Open Interest 8,294 222,867 -294
Coffee "C"(ICE)
Mar16 151230 121.50 123.75 121.25 123.65 +2.20 5,175 89,437 +319
May16 151230 124.05 125.85 123.35 125.75 +2.15 529 33,505 +123
Jul16 151230 125.85 127.75 125.25 127.70 +2.10 386 19,519 +83
Sep16 151230 127.60 129.45 127.05 129.45 +2.05 179 10,324 +5
Dec16 151230 130.25 132.00 129.60 131.95 +1.90 230 12,792 -53
Mar17 151230 132.40 134.30 132.05 134.30 +1.80 46 3,308 +19
Total Volume and Open Interest 6,559 172,630 +545
Orange Juice(ICE)
Jan16 151230 145.75 149.25 138.35 138.50 -9.80 242 1,189 -223
Mar16 151230 150.45 150.45 143.15 143.35 -7.70 587 11,228 +277
May16 151230 146.50 146.50 143.50 143.50 -7.20 14 1,366 +9
Jul16 151230 143.60 143.60 143.60 143.60 -7.00 3 461 -2
Sep16 151230 144.10 144.10 144.10 144.10 -7.05 0 88 +0
Nov16 151230 144.10 144.10 144.10 144.10 -7.05 0 4 +0
Total Volume and Open Interest 846 14,339 +61
Sugar #11(ICE)
Mar16 151230 14.85 15.20 14.75 15.15 +0.37 27,926 388,600 -4,219
May16 151230 14.51 14.81 14.41 14.76 +0.32 4,508 183,248 -410
Jul16 151230 14.23 14.53 14.17 14.48 +0.28 2,407 131,199 +471
Oct16 151230 14.29 14.58 14.27 14.53 +0.27 918 74,519 +88
Mar17 151230 14.69 15.00 14.69 14.96 +0.27 299 44,482 -113
May17 151230 14.54 14.75 14.54 14.73 +0.27 51 9,039 -17
Jul17 151230 14.30 14.51 14.30 14.47 +0.25 53 13,985 -2
Oct17 151230 14.26 14.42 14.26 14.38 +0.21 116 11,176 -33
Total Volume and Open Interest 36,489 863,779 -4,154
London Cocoa(LCE)
Mar16 151230 2238 2252 2233 2251 +8 0 87,805 -170
May16 151230 2237 2245 2226 2245 +7 0 33,992 -242
Jul16 151230 2234 2241 2222 2241 +7 0 41,846 -372
Sep16 151230 2224 2235 2215 2234 +8 0 36,311 +133
Dec16 151230 2188 2206 2188 2205 +10 0 24,416 +11
Mar17 151230 2166 2181 2164 2180 +10 0 28,575 +73
May17 151230 2176 2176 2176 2176 +10 0 557 +0
Total Volume and Open Interest 0 253,645 -567
London Sugar(LCE)
Mar16 151230 412.60 419.90 410.90 419.00 +8.40 0 41,606 +108
May16 151230 409.40 415.50 409.00 415.10 +6.90 0 19,901 +158
Aug16 151230 405.30 410.20 405.30 409.90 +5.50 0 10,563 +116
Oct16 151230 403.80 408.30 403.80 407.20 +4.50 0 6,023 +99
Dec16 151230 405.00 409.00 405.00 408.30 +4.40 0 2,130 -10
Total Volume and Open Interest 0 82,396 +471
Cotton(ICE)
Mar16 151230 63.87 64.14 63.78 63.97 +0.10 12,018 124,256 +1,240
May16 151230 64.50 64.84 64.50 64.71 +0.09 2,261 30,778 +354
Jul16 151230 65.13 65.40 65.13 65.35 +0.10 446 16,461 +97
Oct16 151230 64.91 64.91 64.91 64.91 +0.10 0 3 +0
Dec16 151230 65.00 65.12 65.00 65.10 +0.10 211 11,063 +129
Mar17 151230 65.37 65.37 65.37 65.37 +0.10 0 430 +0
Total Volume and Open Interest 14,936 183,151 +1,820
Lumber(CME)
Jan16 151230 257.1 259.2 256.6 256.9 +0.4 306 878 -131
Mar16 151230 256.1 257.8 255.0 255.4 +0.7 277 2,600 +6
May16 151230 258.0 258.1 257.0 257.8 +2.0 18 428 +11
Jul16 151230 262.0 262.0 262.0 262.0 +2.0 3 25 +2
Total Volume and Open Interest 604 3,939 -112
Crude Oil(NYM)
Feb16 151230 37.36 37.40 36.40 36.60 -1.27 220,644 444,681 -5,811
Mar16 151230 38.36 38.36 37.46 37.64 -1.22 49,195 264,989 -2,464
Apr16 151230 39.13 39.22 38.33 38.51 -1.18 19,492 113,222 -861
May16 151230 39.84 39.91 39.08 39.27 -1.13 11,492 77,184 -299
Jun16 151230 40.46 40.55 39.72 39.92 -1.09 14,105 140,113 +2,195
Jul16 151230 40.97 41.10 40.36 40.48 -1.06 2,494 41,016 +298
Aug16 151230 41.26 41.33 40.90 41.00 -1.04 1,756 30,919 -64
Sep16 151230 41.78 41.80 41.36 41.50 -1.01 2,370 60,749 +6
Oct16 151230 42.25 42.27 41.95 41.95 -0.99 1,069 29,912 +87
Nov16 151230 42.37 42.45 42.37 42.41 -0.97 1,010 24,473 -50
Dec16 151230 43.38 43.53 42.68 42.90 -0.95 13,860 163,645 +741
Jan17 151230 43.19 43.29 43.19 43.29 -0.94 2,494 23,283 +443
Feb17 151230 43.69 43.69 43.69 43.69 -0.92 1,865 10,136 +177
Mar17 151230 44.09 44.09 44.09 44.09 -0.90 1,127 10,872 +359
Apr17 151230 44.47 44.47 44.47 44.47 -0.88 108 6,133 -3
May17 151230 44.81 44.81 44.81 44.81 -0.87 66 5,405 +20
Total Volume and Open Interest 350,208 1,643,988 -4,165
e-miNY Crude Oil(NYM)
Feb16 151230 37.375 37.375 36.400 36.600 -1.275 5,906 3,375 +279
Mar16 151230 38.325 38.400 37.500 37.650 -1.200 248 1,169 +11
Apr16 151230 39.125 39.200 38.400 38.500 -1.200 56 276 -6
May16 151230 39.400 39.400 39.275 39.275 -1.125 12 389 +8
Jun16 151230 40.000 40.000 39.925 39.925 -1.075 12 48 -1
Jul16 151230 40.475 40.475 40.475 40.475 -1.075 0 7 +0
Aug16 151230 41.000 41.000 41.000 41.000 -1.050 0 3 +0
Sep16 151230 41.500 41.500 41.500 41.500 -1.000 0 8 +0
Oct16 151230 41.950 41.950 41.950 41.950 -1.000 1 2 +0
Nov16 151230 42.400 42.400 42.400 42.400 -0.975 0 1 +0
Total Volume and Open Interest 6,235 5,754 +291
NY Harbor ULSD(NYM)
Jan16 151230 111.86 112.45 107.79 107.91 -5.04 17,636 17,795 -5,943
Feb16 151230 114.56 115.29 110.96 111.10 -4.77 41,419 94,208 +2,139
Mar16 151230 116.80 117.66 113.56 113.69 -4.56 14,489 58,532 -926
Apr16 151230 118.74 119.34 115.58 115.65 -4.33 6,585 35,948 +695
May16 151230 121.02 121.50 117.88 117.98 -4.26 3,100 25,764 -132
Jun16 151230 123.60 123.86 120.36 120.46 -4.23 4,140 32,617 +75
Jul16 151230 125.22 126.08 122.99 123.05 -4.17 1,292 10,848 -42
Aug16 151230 128.10 128.10 125.44 125.44 -4.12 635 8,283 -83
Sep16 151230 130.25 130.35 127.55 127.62 -4.06 531 7,408 +46
Oct16 151230 132.31 132.31 129.87 129.87 -3.88 300 4,643 -13
Nov16 151230 134.30 134.30 131.89 131.89 -3.68 300 4,676 +1
Dec16 151230 136.00 136.24 133.69 133.84 -3.51 752 29,180 +75
Jan17 151230 136.59 136.59 135.84 135.84 -3.46 82 5,120 -12
Feb17 151230 138.82 138.83 137.46 137.46 -3.42 35 1,147 +11
Total Volume and Open Interest 91,503 345,736 -4,062
RBOB Gasoline(NYM)
Jan16 151230 125.50 126.03 122.25 123.00 -4.60 18,447 16,341 -6,760
Feb16 151230 126.77 127.33 123.67 124.36 -4.17 37,203 106,487 +1,509
Mar16 151230 129.19 129.78 126.50 127.22 -3.89 12,265 55,632 -359
Apr16 151230 150.51 150.97 147.88 148.58 -3.69 8,100 36,023 +81
May16 151230 152.21 152.21 149.33 149.94 -3.62 4,204 31,052 -177
Jun16 151230 151.10 151.69 149.03 149.70 -3.52 4,092 30,122 +597
Jul16 151230 149.13 150.15 147.70 148.27 -3.40 1,158 13,957 -19
Aug16 151230 146.80 147.75 145.30 146.03 -3.29 1,015 10,934 +2
Sep16 151230 143.80 144.73 142.38 143.12 -3.15 1,206 16,247 +98
Oct16 151230 129.21 129.22 127.62 128.47 -2.88 384 7,778 +118
Total Volume and Open Interest 89,500 358,328 -4,501
e-miNY RBOB Gasoline(NYM)
Jan16 151230 123.00 123.00 123.00 123.00 -4.60 0 1 +0
Feb16 151230 124.40 124.40 124.36 124.40 -4.10      
Mar16 151230 127.20 127.22 127.20 127.20 -3.90      
Apr16 151230 148.60 148.60 148.58 148.60 -3.70      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb16 151230 2.322 2.335 2.188 2.214 -0.156 178,146 286,042 +251
Mar16 151230 2.355 2.364 2.228 2.255 -0.142 61,310 211,725 -530
Apr16 151230 2.381 2.382 2.276 2.296 -0.115 35,852 107,533 +5,449
May16 151230 2.418 2.423 2.320 2.338 -0.113 14,798 67,189 +385
Jun16 151230 2.456 2.460 2.362 2.381 -0.110 9,555 38,816 +186
Jul16 151230 2.493 2.500 2.407 2.426 -0.109 8,297 28,012 +1,027
Aug16 151230 2.507 2.511 2.424 2.443 -0.108 3,292 22,964 +555
Sep16 151230 2.513 2.513 2.423 2.442 -0.105 4,448 44,940 +959
Oct16 151230 2.526 2.526 2.448 2.467 -0.102 8,140 58,633 +1,451
Nov16 151230 2.609 2.609 2.524 2.543 -0.099 1,643 14,732 +388
Dec16 151230 2.773 2.773 2.681 2.698 -0.097 1,640 16,735 +354
Jan17 151230 2.871 2.871 2.790 2.808 -0.088 2,323 26,540 -228
Feb17 151230 2.833 2.833 2.795 2.800 -0.086 369 5,664 -88
Mar17 151230 2.819 2.819 2.763 2.770 -0.087 1,328 12,975 +557
Apr17 151230 2.660 2.660 2.607 2.617 -0.075 1,494 11,245 +797
May17 151230 2.677 2.677 2.627 2.627 -0.074 26 3,152 +12
Total Volume and Open Interest 398,594 1,003,678 -4,727
Brent Crude Oil(ICE)
Feb16 151230 37.29 37.55 36.35 36.46 -1.33 111,015 350,690 +0
Mar16 151230 37.71 37.95 36.76 36.87 -1.35 46,498 409,333 +0
Apr16 151230 38.52 38.74 37.60 37.71 -1.32 21,583 189,674 +0
May16 151230 39.38 39.59 38.48 38.58 -1.31 11,536 120,320 +0
Jun16 151230 40.22 40.43 39.32 39.44 -1.29 14,922 170,759 +0
Jul16 151230 41.01 41.20 40.13 40.24 -1.27 5,230 70,850 +0
Aug16 151230 41.73 41.89 40.89 40.97 -1.22 2,989 50,489 +0
Sep16 151230 42.35 42.53 41.55 41.66 -1.17 2,488 50,479 +0
Oct16 151230 43.09 43.09 42.21 42.29 -1.12 841 33,719 +0
Nov16 151230 42.91 42.91 42.91 42.91 -1.08 557 28,411 +0
Dec16 151230 44.15 44.33 43.42 43.53 -1.05 9,117 207,076 +0
Jan17 151230 44.16 44.16 44.09 44.09 -1.02 567 26,558 +0
Feb17 151230 44.65 44.65 44.65 44.65 -1.00 725 30,840 +0
Mar17 151230 45.20 45.20 45.20 45.20 -0.99 386 27,245 +0
Total Volume and Open Interest 230,552 2,060,603 +0
Gas Oil(ICE)
Jan16 151230 336.75 338.25 328.50 331.25 -10.00 18,965 84,633 +0
Feb16 151230 345.00 346.00 335.50 339.00 -9.75 29,883 133,461 +0
Mar16 151230 352.25 353.50 343.50 347.00 -9.25 12,977 59,132 +0
Apr16 151230 359.75 360.75 351.25 354.25 -9.00 4,682 40,316 +0
May16 151230 366.50 367.25 358.00 361.00 -8.75 2,452 40,810 +0
Jun16 151230 372.25 373.00 363.75 367.00 -8.50 5,267 59,422 +0
Jul16 151230 378.50 379.25 371.75 373.50 -8.25 1,004 20,256 +0
Aug16 151230 384.75 384.75 377.00 380.00 -7.75 951 13,673 +0
Sep16 151230 390.75 391.25 383.25 386.00 -7.50 824 17,179 +0
Oct16 151230 395.25 398.00 390.50 393.00 -7.50 803 15,480 +0
Total Volume and Open Interest 85,293 685,980 +0
Ethanol(CBOT)
Jan16 151230 1.401 1.401 1.378 1.380 -0.020 157 253 -97
Feb16 151230 1.417 1.420 1.393 1.393 -0.020 372 1,741 -104
Mar16 151230 1.435 1.435 1.414 1.414 -0.016 289 682 +96
Apr16 151230 1.440 1.441 1.435 1.435 -0.015 95 693 -9
May16 151230 1.445 1.450 1.445 1.450 -0.015 1 294 +1
Jun16 151230 1.449 1.449 1.449 1.449 -0.015 0 229 +0
Jul16 151230 1.444 1.444 1.444 1.444 -0.015 0 63 +0
Aug16 151230 1.439 1.439 1.439 1.439 -0.015 0 61 +0
Total Volume and Open Interest 914 4,178 -113
WTI Crude Oil(ICE)
Feb16 151230 37.18 37.27 36.41 36.60 -1.27 16,407 83,348 +0
Mar16 151230 38.23 38.33 37.48 37.64 -1.22 10,316 82,225 +0
Apr16 151230 39.14 39.14 38.39 38.51 -1.18 4,824 27,014 +0
May16 151230 39.81 39.81 39.20 39.27 -1.13 2,071 8,779 +0
Jun16 151230 40.23 40.24 39.86 39.92 -1.09 2,826 43,886 +0
Jul16 151230 40.72 40.79 40.48 40.48 -1.06 755 5,053 +0
Aug16 151230 41.03 41.03 41.00 41.00 -1.04 589 6,425 +0
Sep16 151230 41.77 41.77 41.50 41.50 -1.01 696 9,990 +0
Oct16 151230 42.22 42.22 41.95 41.95 -0.99 322 2,961 +0
Nov16 151230 42.26 42.41 42.26 42.41 -0.97 90 7,036 +0
Dec16 151230 43.18 43.18 42.87 42.90 -0.95 1,827 55,138 +0
Jan17 151230 43.29 43.29 43.29 43.29 -0.94 9 4,647 +0
Feb17 151230 43.69 43.69 43.69 43.69 -0.92 0 1,677 +0
Mar17 151230 44.09 44.09 44.09 44.09 -0.90 6 3,122 +0
Apr17 151230 44.47 44.47 44.47 44.47 -0.88 2 1,472 +0
May17 151230 44.81 44.81 44.81 44.81 -0.87 0 1,104 +0
Total Volume and Open Interest 41,210 401,754 +0
US Dollar Index(ICE)
Mar16 151230 98.305 98.495 98.190 98.355 +0.183 10,771 62,781 -1,182
Jun16 151230 98.410 98.550 98.305 98.450 +0.192 53 1,074 +19
Sep16 151230 98.305 98.550 98.305 98.440 +0.183 1 156 +0
Total Volume and Open Interest 10,825 64,014 -1,163
Australian Dollar(CME)
Mar16 151230 72.64 72.78 72.46 72.64 -0.11 23,923 100,520 -702
Jun16 151230 72.18 72.47 72.16 72.34 -0.10 290 473 +180
Sep16 151230 72.07 72.07 72.07 72.07 -0.10 0 29 +0
Total Volume and Open Interest 24,213 101,030 -522
British Pound(CME)
Mar16 151230 148.16 148.49 147.94 148.32 +0.01 30,531 196,326 +473
Jun16 151230 148.24 148.54 148.01 148.38 +0.01 15 456 +6
Sep16 151230 148.47 148.60 148.12 148.47 +0.01 0 31 +0
Total Volume and Open Interest 30,546 196,863 +479
Canadian Dollar(CME)
Mar16 151230 72.29 72.32 71.82 71.98 -0.40 23,663 169,092 +4,687
Jun16 151230 72.16 72.24 71.86 72.01 -0.40 39 1,858 -7
Sep16 151230 72.40 72.40 71.94 72.07 -0.40 0 425 +0
Dec16 151230 72.16 72.16 72.16 72.16 -0.40 6 182 -5
Total Volume and Open Interest 23,708 171,596 +4,675
Japanese Yen(CME)
Mar16 151230 83.13 83.22 83.01 83.09 -0.12 49,861 194,141 -1,416
Jun16 151230 83.33 83.44 83.26 83.33 -0.12 38 793 +21
Sep16 151230 83.65 83.67 83.61 83.67 -0.12 1 129 +0
Total Volume and Open Interest 49,900 195,108 -1,395
Swiss Franc(CME)
Mar16 151230 101.11 101.76 101.02 101.58 +0.32 7,141 48,867 -276
Jun16 151230 101.58 102.21 101.52 102.05 +0.32 2 143 +1
Sep16 151230 102.63 102.66 102.16 102.63 +0.31 0 16 +0
Total Volume and Open Interest 7,143 49,044 -275
EuroFX(CME)
Mar16 151230 109.45 109.64 109.22 109.44 -0.17 71,560 397,653 -2,116
Jun16 151230 109.78 109.93 109.54 109.75 -0.17 158 2,331 +73
Sep16 151230 110.14 110.31 109.95 110.16 -0.16 6 536 +6
Total Volume and Open Interest 71,729 401,139 -2,032
Mexican Peso(CME)
Jan16 151230 576.00 576.00 576.00 576.00 -4.38 0 2 +0
Feb16 151230 573.50 573.50 573.50 573.50 -4.50      
Total Volume and Open Interest 19,601 137,232 -685
Brazilian Real(CME)
Jan16 151230 260.00 261.00 252.90 256.10 -0.90 3,546 14,329 -1,127
Feb16 151230 252.40 257.10 246.30 249.80 -4.55 2,804 6,287 +1,719
Mar16 151230 251.80 253.30 244.20 247.50 -4.45 502 4,579 +356
Apr16 151230 245.30 245.30 245.30 245.30 -4.30      
Total Volume and Open Interest 6,852 25,603 +948
30-Year T-Bonds(CBOT)
Mar16 151230 153~150 153~230 152~240 153~080 -0~010 111,649 505,973 -2,093
Jun16 151230 151~160 151~300 151~160 151~300 -0~010 0 9 +0
Sep16 151230 151~300 151~300 151~300 151~300 -0~010      
Total Volume and Open Interest 111,649 505,982 -2,093
10-Year T-Notes(CBOT)
Mar16 151230 125~220 125~255 125~140 125~195 -0~015 327,705 2,468,899 +1,575
Jun16 151230 125~025 125~025 125~025 125~025 -0~015 0 74 +0
Sep16 151230 124~115 124~115 124~115 124~115 -0~015      
Total Volume and Open Interest 327,705 2,468,973 +1,575
5-Year T-Notes(CBOT)
Dec15 151230 118~224 118~236 118~190 118~232 +0~010 3,928 42,141 -1,472
Mar16 151230 118~056 118~076 118~016 118~056 +0~002 188,156 2,263,922 +19,237
Jun16 151230 117~220 117~220 117~220 117~220 +0~002      
Total Volume and Open Interest 192,084 2,306,063 +17,765
2 Year T-Notes(CBOT)
Dec15 151230 108~252 108~270 108~246 108~270 +0~010 286 12,631 -151
Mar16 151230 108~180 108~190 108~170 108~190 +0~006 123,336 989,282 +22,032
Jun16 151230 108~114 108~114 108~114 108~114 +0~006 0 1 +0
Total Volume and Open Interest 123,622 1,001,914 +21,881
Eurodollars(CME)
Mar16 151230 99.255 99.265 99.245 99.255 +0.005 60,329 1,251,542 +2,680
Jun16 151230 99.085 99.100 99.075 99.090 +0.005 51,099 1,167,068 -1,209
Sep16 151230 98.925 98.935 98.910 98.925 +0.005 51,876 1,125,710 -4,472
Dec16 151230 98.755 98.765 98.735 98.755 +0.005 53,292 1,292,442 +6,401
Mar17 151230 98.600 98.615 98.585 98.605 +0.010 71,452 836,887 -834
Jun17 151230 98.455 98.465 98.430 98.455 +0.010 54,216 632,882 +3,082
Sep17 151230 98.320 98.335 98.300 98.325 +0.010 38,527 619,244 +386
Dec17 151230 98.190 98.210 98.175 98.205 +0.015 38,080 695,224 +1,603
Mar18 151230 98.100 98.120 98.080 98.110 +0.015 27,686 406,692 +428
Jun18 151230 98.010 98.030 97.985 98.020 +0.015 23,144 364,514 -936
Sep18 151230 97.920 97.950 97.905 97.940 +0.015 21,992 339,943 -731
Dec18 151230 97.845 97.865 97.825 97.860 +0.020 21,001 329,449 -1,225
Mar19 151230 97.775 97.805 97.760 97.795 +0.015 14,405 207,204 +705
Jun19 151230 97.715 97.745 97.695 97.730 +0.010 10,093 153,871 -174
Sep19 151230 97.660 97.685 97.635 97.670 +0.010 9,800 122,701 +763
Dec19 151230 97.605 97.625 97.570 97.610 +0.010 8,653 126,639 +676
Mar20 151230 97.545 97.570 97.515 97.560 +0.010 6,302 65,403 +198
Jun20 151230 97.500 97.520 97.465 97.505 +0.010 6,977 46,753 +1,301
Total Volume and Open Interest 5,900,681 238,039 +9,934
Ultra T-Bond(CBOT)
Dec15 151221 161~12 161~16 161~12 161~15 +0~05 1,536 14,222 -1,489
Mar16 151230 157~27 158~09 157~03 157~22 unch 27,817 611,080 +1,102
Jun16 151230 158~22 158~22 158~22 158~22 unch      
Total Volume and Open Interest 27,817 611,080 +1,102
30 Day Federal Funds(CBOT)
Dec15 151230 99.757 99.760 99.757 99.757 unch 100 89,257 -100
Jan16 151230 99.660 99.660 99.655 99.655 unch 2,261 156,886 +648
Feb16 151230 99.635 99.640 99.635 99.635 unch 1,717 138,706 -558
Mar16 151230 99.560 99.570 99.560 99.565 unch 470 35,945 -222
Apr16 151230 99.490 99.500 99.490 99.495 unch 491 86,082 +276
May16 151230 99.460 99.465 99.455 99.455 unch 552 64,063 -503
Total Volume and Open Interest 7,185 746,763 +297
3-Mth Euro-Yen(CME)
Mar16 151230 99.685 99.685 99.685 99.685 unch      
Jun16 151230 99.800 99.800 99.800 99.800 unch      
Sep16 151230 99.660 99.660 99.660 99.660 unch      
Dec16 151230 99.990 99.990 99.990 99.990 unch      
Mar17 151230 99.955 99.955 99.955 99.955 unch      
Jun17 151230 99.815 99.815 99.815 99.815 unch      
Sep17 151230 99.675 99.675 99.675 99.675 unch      
Dec17 151230 99.535 99.535 99.535 99.535 unch      
Mar18 151230 99.395 99.395 99.395 99.395 unch      
Jun18 151230 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar16 151230 99.68 99.68 99.68 99.68 unch      
Jun16 151230 99.80 99.80 99.80 99.80 unch      
Sep16 151230 99.66 99.66 99.66 99.66 unch      
Dec16 151230 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 151230 99.96 99.96 99.96 99.96 unch      
Jun17 151230 99.82 99.82 99.82 99.82 unch      
Sep17 151230 99.68 99.68 99.68 99.68 unch      
Dec17 151230 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 4 +0
Japanese Gov't Bonds(SGX)
Mar16 151230 149.08 149.08 148.98 149.03 -0.04 618 20,671 +52
Jun16 151230 148.47 148.47 148.47 148.47 -0.04      
Sep16 151230 147.91 147.91 147.91 147.91 -0.04      
Total Volume and Open Interest 618 20,671 +52
Euro-Bund(EUREX)
Mar16 151230 157.70 158.22 157.65 157.92 +0.04 171,648 1,118,609 +3,575
Jun16 151230 155.41 155.41 155.41 155.41 +0.02 59 930 +59
Sep16 151230 155.41 155.41 155.41 155.41 +0.03      
Total Volume and Open Interest 171,707 1,119,539 +3,634
Euro-Bobl(EUREX)
Mar16 151230 130.62 130.75 130.56 130.67 +0.04 103,848 901,493 +2,544
Jun16 151230 128.92 128.92 128.92 128.92 +0.04 0 45 +0
Sep16 151230 128.92 128.92 128.92 128.92 +0.04      
Total Volume and Open Interest 103,848 901,538 +2,544
3-Mth Euribor(EUREX)
Dec15 151214 100.130 100.130 100.130 100.130 unch 79 27,306 +6
Mar16 151230 100.165 100.165 100.165 100.165 unch 34 6,141 +0
Jun16 151230 100.180 100.185 100.180 100.185 unch 197 10,684 -27
Total Volume and Open Interest 500 71,131 -27
Long Gilt(LIFFE)
Mar16 151230 117~01 117~02 116~11 116~14 -0~24 0 403,427 -1,898
Jun16 151230 115~20 115~20 115~20 115~20 -0~24      
Total Volume and Open Interest 0 403,629 -1,949
3-Mth Short Sterling(LIFFE)
Mar16 151230 99.37 99.37 99.36 99.37 unch 0 383,539 -1,777
Jun16 151230 99.26 99.27 99.25 99.26 -0.01 0 480,747 -844
Sep16 151230 99.14 99.14 99.12 99.13 -0.02 0 348,020 -512
Dec16 151230 99.00 99.00 98.97 98.98 -0.03 0 418,599 -2,521
Mar17 151230 98.85 98.86 98.83 98.84 -0.03 0 396,004 -2,231
Jun17 151230 98.72 98.73 98.69 98.70 -0.03 0 295,273 -1,402
Total Volume and Open Interest 0 3,293,747 -9,870
3-Mth Euribor(LIFFE)
Mar16 151230 100.165 100.170 100.160 100.165 -0.005 2,483 451,849 +0
Jun16 151230 100.180 100.190 100.175 100.185 unch 4,608 390,726 +0
Sep16 151230 100.180 100.195 100.180 100.190 +0.005 3,700 352,768 +0
Total Volume and Open Interest 80,936 3,294,301 +0
3-Mth Aus T-Bills(SFE)
Mar16 151230 97.76 97.77 97.75 97.76 unch 3,825 225,687 -759
Jun16 151230 97.83 97.85 97.81 97.84 unch 3,530 218,522 +699
Sep16 151230 97.87 97.89 97.85 97.88 unch 3,108 144,617 +929
Dec16 151230 97.89 97.90 97.86 97.89 -0.01 2,810 112,788 +357
Mar17 151230 97.89 97.90 97.85 97.88 -0.02 1,521 78,086 -180
Jun17 151230 97.86 97.88 97.83 97.86 -0.02 629 46,667 -215
Sep17 151230 97.81 97.84 97.78 97.82 -0.01 393 39,145 -78
Dec17 151230 97.76 97.79 97.72 97.77 unch 287 22,072 -46
Mar18 151230 97.68 97.73 97.68 97.71 unch 6 5,088 +1
Jun18 151230 97.65 97.66 97.62 97.64 unch 19 6,459 +16
Total Volume and Open Interest 16,128 900,215 +724
10-Year Aus T-Bonds(SFE)
Mar16 151230 97.25 97.25 97.17 97.19 -0.06 23,841 721,275 -445
Jun16 151230 97.19 97.19 97.19 97.19 -0.06      
Total Volume and Open Interest 23,841 721,275 -445
3-Year Aus T-Bonds(SFE)
Mar16 151230 98.00 98.01 97.93 97.99 -0.02 31,980 725,655 +6,835
Jun16 151230 97.99 97.99 97.99 97.99 -0.02      
Total Volume and Open Interest 31,980 725,655 +6,835
Gold(CMX)
Feb16 151230 1068.2 1071.5 1058.5 1059.8 -8.2 70,863 274,756 -3,253
Apr16 151230 1068.9 1071.9 1059.2 1060.4 -8.3 4,000 47,408 +525
Jun16 151230 1070.2 1072.5 1060.0 1061.2 -8.3 878 27,032 +266
Aug16 151230 1069.4 1069.4 1061.2 1062.2 -8.3 132 10,144 +32
Oct16 151230 1064.8 1064.8 1062.5 1063.2 -8.3 29 3,065 +7
Dec16 151230 1074.0 1074.2 1063.1 1064.4 -8.3 209 17,624 +72
Feb17 151230 1065.5 1065.7 1065.5 1065.7 -8.3 3 373 +1
Apr17 151230 1067.1 1067.1 1067.1 1067.1 -8.3 0 682 +0
Jun17 151230 1068.6 1068.6 1068.6 1068.6 -8.4 0 5,184 +0
Aug17 151230 1070.3 1070.3 1070.3 1070.3 -8.5 0 90 +0
Oct17 151230 1072.2 1072.2 1072.2 1072.2 -8.5      
Dec17 151230 1075.0 1075.0 1074.1 1074.1 -8.5 0 5,876 -5
Total Volume and Open Interest 76,687 400,113 -2,511
Silver(CMX)
Mar16 151230 1392.5 1398.5 1375.0 1384.2 -8.6 34,871 127,837 +3,224
May16 151230 1398.0 1398.0 1378.5 1387.4 -8.6 211 12,523 -42
Jul16 151230 1401.0 1403.0 1388.0 1390.8 -8.6 59 6,317 +1
Sep16 151230 1394.2 1394.2 1394.2 1394.2 -8.6 35 5,214 +27
Dec16 151230 1403.5 1403.5 1394.0 1398.9 -8.6 93 8,403 +45
Mar17 151230 1404.3 1404.3 1404.3 1404.3 -8.6 0 39 +0
May17 151230 1408.1 1408.1 1408.1 1408.1 -8.5 0 28 +0
Total Volume and Open Interest 35,414 164,212 +3,225
Platinum(NYMEX)
Jan16 151230 888.4 893.5 851.7 871.1 -20.1 10,203 8,426 -4,901
Apr16 151230 891.8 895.9 853.4 872.6 -19.6 8,111 56,881 +4,871
Jul16 151230 888.8 888.8 857.0 873.3 -19.8 73 2,710 +64
Oct16 151230 874.3 874.3 874.3 874.3 -19.8 1 20 +1
Total Volume and Open Interest 18,404 68,064 +48
Palladium(NYMEX)
Mar16 151230 557.75 562.95 540.60 548.95 -7.40 1,980 23,673 +114
Jun16 151230 558.85 561.80 549.25 549.25 -7.20 3 302 +1
Sep16 151230 549.60 549.60 549.60 549.60 -7.20 1 9 +1
Total Volume and Open Interest 1,987 24,020 +115
Copper(CMX)
Mar16 151230 213.80 214.85 212.60 214.65 +1.00 23,076 126,440 +2,007
May16 151230 214.70 215.40 213.15 215.20 +1.05 1,047 22,555 -34
Jul16 151230 214.85 215.95 214.00 215.70 +1.20 184 8,028 +12
Sep16 151230 214.60 216.10 213.95 216.10 +1.25 63 2,912 -2
Dec16 151230 215.60 216.45 215.60 216.45 +1.25 23 3,939 +0
Total Volume and Open Interest 25,408 171,448 +2,181
E-mini DJIA Index(CBOT)
Dec15 151218 17437 17500 17322 17387 -56 38,097 44,591 -6,595
Mar16 151230 17636 17656 17495 17509 -129 67,110 78,778 +42
Jun16 151230 17450 17470 17441 17441 -126 41 99 +27
Sep16 151230 17365 17370 17365 17370 -126 0 104 +0
Total Volume and Open Interest 67,151 78,981 +69
S & P 500(CME)
Mar16 151230 2072.30 2074.20 2054.00 2054.60 -18.20 4,470 78,894 +2,422
Jun16 151230 2048.00 2049.70 2048.00 2048.00 -18.20 0 3,476 +0
Sep16 151230 2041.90 2043.60 2041.90 2041.90 -18.20 0 95 +0
Dec16 151230 2036.50 2038.10 2036.50 2036.50 -18.10      
Total Volume and Open Interest 4,470 82,465 +2,422
S & P 500 E-Mini(Globex)
Mar16 151230 2072.00 2075.00 2053.50 2054.50 -18.25 696,448 2,490,832 +485
Jun16 151230 2065.25 2068.00 2047.25 2048.00 -18.25 1,071 8,936 +380
Sep16 151230 2061.25 2061.75 2041.50 2042.00 -18.00 236 182 +22
Dec16 151230 2050.00 2050.00 2036.50 2036.50 -18.00 0 35 +0
Total Volume and Open Interest 697,755 2,499,985 +887
NASDAQ 100 E-Mini(Globex)
Mar16 151230 4687.30 4695.00 4643.50 4646.00 -44.50 113,567 306,913 +498
Jun16 151230 4686.00 4686.00 4640.80 4640.80 -44.50 27 264 +7
Sep16 151230 4637.30 4637.30 4637.30 4637.30 -44.50 0 16 +0
Total Volume and Open Interest 113,594 307,269 +505
S&P Midcap 400(CME) e-Mini
Dec15 151218 1389.50 1389.70 1382.40 1389.70 +1.40 5,119 12,359 -2,185
Mar16 151230 1419.60 1421.90 1406.20 1406.50 -14.80 13,147 84,563 +183
Jun16 151230 1400.20 1400.20 1400.20 1400.20 -14.80 0 2 +0
Total Volume and Open Interest 13,147 84,581 +183
Volatility Index(CBOE)
Dec15 151216 20.70 20.90 19.85 19.90 -0.73 137,386 52,953 -14,996
Jan16 151230 17.50 18.40 17.40 18.35 +0.87 60,002 131,161 -5,719
Feb16 151230 18.10 18.80 18.03 18.78 +0.70 24,778 65,545 +3,552
Mar16 151230 18.33 18.95 18.30 18.93 +0.60 7,249 18,048 -209
Total Volume and Open Interest 103,038 255,013 -1,757
Russell 2000(ICE)
Mar16 151230 1159.00 1160.00 1142.40 1143.00 -16.60 59,668 364,973 -1,405
Jun16 151230 1142.00 1142.00 1142.00 1142.00 -16.60 0 5 +0
Sep16 151230 1138.80 1138.80 1138.80 1138.80 -16.60 0 1 +0
Total Volume and Open Interest 59,668 364,979 -1,405
Nikkei 225(CME)
Mar16 151230 19170 19170 18915 18935 -215 4,146 48,099 -420
Jun16 151230 18965 18965 18890 18890 -215 0 13 +0
Total Volume and Open Interest 4,146 48,112 -420
Nikkei 225(SGX)
Mar16 151230 18995 19115 18970 18985 unch 33,081 199,234 +1,189
Jun16 151230 18950 18980 18870 18870 unch 10 610 +0
Sep16 151230 18850 18850 18850 18850 -5 0 20 +0
Total Volume and Open Interest 33,105 210,411 +1,182
CAC 40(EURONEXT)
Jan16 151230 4702.0 4709.0 4661.0 4677.0 -25.0 39,012 226,612 +6,757
Feb16 151230 4679.0 4695.0 4662.0 4671.5 -25.0 23 62 +5
Mar16 151230 4677.5 4700.0 4664.0 4670.5 -25.5 25 9,773 +16
Total Volume and Open Interest 39,060 236,451 +6,778
Hang Seng Index(HKFE)
Dec15 151230 22070 22156 21903 21918 -140 95,985 52,049 -16,156
Jan16 151230 22067 22170 21875 21907 -158 38,311 68,122 +19,725
Total Volume and Open Interest 136,143 126,671 +4,169
DAX(EUREX)
Dec15 151218 10665.5 10735.0 10599.5 10599.5 -154.5 147,768 50,385 -32,036
Mar16 151230 10884.0 10886.0 10693.5 10772.0 -74.0 43,020 131,497 -969
Jun16 151230 10913.5 10915.5 10749.0 10813.0 -72.0 49 5,837 +14
Total Volume and Open Interest 43,070 137,338 -954
FT-SE 100(EURONEXT)
Mar16 151230 6259.50 6261.00 6203.00 6226.00 -27.00 0 528,182 -593
Jun16 151230 6173.00 6173.00 6173.00 6173.00 -27.00 0 3,136 +0
Sep16 151230 6127.00 6127.00 6127.00 6127.00 -27.00      
Total Volume and Open Interest 0 531,318 -593
SPI 200(SFE)
Mar16 151230 5248.0 5296.0 5242.0 5290.0 +41.0 15,354 224,374 +810
Jun16 151230 5278.0 5282.0 5278.0 5282.0 +45.0 2 1,576 +1
Sep16 151230 5230.0 5230.0 5230.0 5230.0 +45.0 0 635 +0
Total Volume and Open Interest 15,378 229,649 +822
FTSE MIB(ISE)
Mar16 151230 21590.00 21680.00 21415.00 21442.00 -184.00 12,723 72,820 +72,820
Jun16 151230 21175.00 21260.00 21032.00 21032.00 -184.00 2 61 +61
Sep16 151230 20907.00 20907.00 20907.00 20907.00 -179.00      
Total Volume and Open Interest 12,725 72,881 +359
KOSPI 200(KFE)
Mar16 151230 240.30 240.50 240.10 240.45 -1.95 110,737 97,666 +988
Jun16 151230 241.30 241.40 241.30 241.40 -1.90 530 1,346 +109
Sep16 151230 242.50 242.55 242.50 242.55 -1.45 1 370 +1
Total Volume and Open Interest 111,268 100,606 +1,103
GSCI(CME)
Jan16 151230 311.90 312.45 308.90 309.20 -6.35 102 12,240 -74
Feb16 151230 314.45 314.45 314.45 314.45 -6.35      
Mar16 151230 321.45 321.45 321.45 321.45 -6.35      
Total Volume and Open Interest 102 12,240 -74
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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