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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 October 03, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161003 952.50 975.00 946.50 973.00 +19.00 101,651 328,452 -7,451
Jan17 161003 957.75 979.75 952.25 978.00 +18.75 20,711 113,962 +3,379
Mar17 161003 964.75 986.00 958.50 984.50 +19.00 14,266 71,301 +2,002
May17 161003 970.25 991.75 965.50 990.25 +18.50 3,814 46,838 +492
Jul17 161003 976.25 996.75 971.00 995.00 +17.75 6,285 53,060 +1,485
Aug17 161003 975.75 995.00 971.50 993.75 +17.75 65 2,024 -13
Sep17 161003 966.00 981.25 959.00 981.25 +18.00 59 957 +39
Nov17 161003 953.00 973.25 948.50 971.50 +18.25 3,685 29,230 +92
Jan18 161003 960.25 975.00 954.75 974.25 +17.75 51 884 +20
Mar18 161003 975.50 975.50 975.50 975.50 +17.50 72 243 +17
May18 161003 978.25 978.25 978.25 978.25 +17.75 66 133 +28
Jul18 161003 980.00 982.75 980.00 982.75 +17.75 71 177 +31
Aug18 161003 977.50 977.50 977.50 977.50 +17.50 0 17 +0
Sep18 161003 962.25 962.25 962.25 962.25 +17.50 0 17 +0
Total Volume and Open Interest 150,807 647,554 +126
Soybean Meal(CBOT)
Oct16 161003 297.90 307.10 297.70 305.90 +8.00 16,737 6,342 -5,694
Dec16 161003 299.50 309.80 299.20 308.40 +8.80 51,433 174,114 -447
Jan17 161003 300.20 310.50 299.90 309.50 +9.30 6,397 41,979 +0
Mar17 161003 302.40 312.00 301.80 310.90 +8.80 5,339 47,914 +1,353
May17 161003 306.20 313.10 303.70 312.30 +8.40 1,610 30,334 +140
Jul17 161003 308.00 314.50 305.50 313.80 +8.20 1,240 33,258 +54
Aug17 161003 308.00 314.10 306.10 313.70 +8.00 281 4,052 +75
Sep17 161003 307.50 313.50 305.90 313.20 +7.80 291 4,553 +51
Oct17 161003 305.70 310.90 303.80 310.80 +8.00 94 3,987 -40
Dec17 161003 305.10 312.00 303.70 311.50 +8.10 711 13,345 -48
Total Volume and Open Interest 84,338 361,670 -4,506
Soybean Oil(CBOT)
Oct16 161003 33.10 33.10 32.55 33.05 -0.19 25,553 4,435 -4,536
Dec16 161003 33.31 33.35 32.73 33.24 -0.20 66,760 222,374 +2,261
Jan17 161003 33.40 33.58 32.96 33.48 -0.19 9,265 56,460 +1,495
Mar17 161003 33.85 33.85 33.21 33.73 -0.18 5,175 53,244 +2,323
May17 161003 33.88 34.01 33.37 33.91 -0.16 915 32,337 +144
Jul17 161003 34.01 34.16 33.54 34.08 -0.14 1,170 20,110 +37
Aug17 161003 34.10 34.15 33.60 34.11 -0.12 270 3,597 -8
Sep17 161003 34.11 34.12 33.70 34.08 -0.13 170 3,052 +93
Oct17 161003 33.66 33.89 33.33 33.88 -0.12 102 2,347 -16
Dec17 161003 33.82 33.96 33.34 33.91 -0.13 570 8,026 +14
Total Volume and Open Interest 110,140 406,454 +1,848
Canola(WCE)
Nov16 161003 463.2 468.7 460.7 465.9 +2.3 6,534 130,250 -989
Jan17 161003 470.4 476.0 468.2 473.6 +2.9 2,819 33,385 +342
Mar17 161003 475.9 480.5 473.7 478.8 +2.9 889 12,488 +121
May17 161003 481.0 485.1 478.6 483.7 +2.7 748 8,331 -144
Jul17 161003 484.3 489.0 481.8 486.4 +2.1 529 10,439 +152
Total Volume and Open Interest 11,865 202,742 -426
Corn(CBOT)
Dec16 161003 336.25 347.75 335.25 346.00 +9.25 119,728 756,985 +1,966
Mar17 161003 346.00 357.50 345.00 355.75 +9.25 16,637 246,536 +1,181
May17 161003 353.00 364.25 351.75 362.75 +9.25 4,412 68,123 +280
Jul17 161003 359.75 370.75 358.50 369.00 +8.75 5,682 114,674 +475
Sep17 161003 366.75 377.00 365.25 375.50 +8.50 838 42,216 +39
Dec17 161003 375.75 386.00 374.50 384.25 +7.75 3,702 74,044 -134
Mar18 161003 385.25 395.25 384.50 393.75 +7.50 248 5,127 +107
May18 161003 398.00 400.00 397.25 399.00 +7.25 20 1,067 +13
Jul18 161003 396.00 404.25 393.50 402.75 +6.50 41 1,416 +2
Sep18 161003 401.25 401.25 401.25 401.25 +6.25 4 515 +0
Total Volume and Open Interest 151,366 1,315,289 +3,955
Wheat(CBOT)
Dec16 161003 399.75 401.75 391.50 395.50 -6.50 47,733 303,580 +825
Mar17 161003 422.50 423.75 413.75 417.25 -7.50 10,147 92,369 +755
May17 161003 436.75 436.75 426.75 430.50 -7.50 1,849 23,529 +213
Jul17 161003 445.50 446.50 436.50 441.25 -6.25 1,579 34,856 +151
Sep17 161003 458.25 458.25 452.00 455.75 -6.00 120 3,629 +19
Dec17 161003 474.50 476.50 471.75 476.25 -4.25 135 6,393 +51
Total Volume and Open Interest 61,607 466,516 +2,016
Wheat(KCBT)
Dec16 161003 414.00 414.75 403.00 407.00 -8.50 17,563 138,701 -721
Mar17 161003 429.00 431.25 420.00 423.50 -8.50 3,208 45,064 +104
May17 161003 439.00 441.25 430.75 434.00 -8.50 2,225 19,484 +221
Jul17 161003 449.25 451.50 441.00 444.50 -8.00 1,550 23,640 +120
Sep17 161003 460.00 461.25 456.25 459.50 -7.50 339 2,804 -92
Dec17 161003 480.50 481.25 478.00 481.25 -6.50 475 2,401 +147
Mar18 161003 496.75 496.75 496.75 496.75 -6.00 13 211 +0
Total Volume and Open Interest 25,373 232,389 -221
Wheat(MGE)
Dec16 161003 514.00 518.00 509.25 516.25 +1.75 4,841 30,533 +127
Mar17 161003 521.00 523.50 515.25 521.50 +0.50 1,242 16,917 +72
May17 161003 527.75 529.25 521.25 528.00 +0.25 219 7,987 +78
Jul17 161003 535.00 535.75 535.00 535.75 +0.25 116 3,630 +23
Sep17 161003 543.25 543.25 542.25 543.00 -0.25 142 3,461 +2
Dec17 161003 553.00 556.00 553.00 556.00 -0.75 49 2,172 +15
Total Volume and Open Interest 6,609 64,706 +317
Oats(CBOT)
Dec16 161003 178.75 183.75 178.50 183.00 +4.75 458 8,598 -116
Mar17 161003 189.00 189.75 187.50 188.75 +1.75 53 1,948 +2
May17 161003 195.25 195.25 193.25 194.00 +2.75 4 54 +2
Jul17 161003 199.25 199.25 199.25 199.25 +0.75 0 26 +0
Total Volume and Open Interest 515 10,626 -112
Rough Rice(CBOT)
Nov16 161003 9.84 10.36 9.84 10.06 +0.18 471 9,561 -124
Jan17 161003 10.06 10.59 10.06 10.31 +0.18 329 1,319 +193
Mar17 161003 10.74 10.74 10.54 10.54 +0.18 10 117 +4
May17 161003 10.73 10.73 10.73 10.73 +0.17 0 7 +0
Total Volume and Open Interest 810 11,004 +73
Live Cattle(CME)
Oct16 161003 98.535 99.700 97.350 98.930 +0.030 9,744 35,078 -1,876
Dec16 161003 100.250 101.050 98.900 99.980 -0.155 19,278 120,861 +490
Feb17 161003 100.700 101.650 100.000 100.385 -0.215 8,646 49,172 -169
Apr17 161003 100.500 101.430 99.830 100.250 -0.050 4,059 35,257 -307
Jun17 161003 94.600 94.885 93.180 93.930 -0.020 1,871 12,383 +412
Aug17 161003 93.450 94.080 92.035 93.480 +0.480 611 6,876 +47
Total Volume and Open Interest 44,458 261,144 -1,311
Feeder Cattle(CME)
Oct16 161003 122.650 126.135 122.150 123.980 +0.830 2,193 12,650 -491
Nov16 161003 119.250 121.580 118.100 119.285 -0.365 3,462 17,594 +398
Jan17 161003 116.430 118.700 115.035 115.800 -1.030 1,609 5,950 +62
Mar17 161003 115.730 117.550 113.885 114.680 -0.920 1,018 4,589 +220
Apr17 161003 115.500 117.180 113.885 114.730 -0.655 189 684 +38
May17 161003 114.800 116.600 113.600 114.300 -0.550 84 768 +41
Aug17 161003 116.450 118.830 115.785 116.785 -0.315 39 213 +23
Total Volume and Open Interest 8,594 42,448 -1,264
Lean Hogs(CME)
Oct16 161003 49.285 49.800 48.700 48.930 -0.105 5,761 25,610 -2,200
Dec16 161003 44.300 45.000 43.350 44.180 +0.195 9,195 126,410 +712
Feb17 161003 49.050 51.000 48.800 50.650 +1.750 2,996 37,751 +559
Apr17 161003 55.930 58.750 55.500 58.450 +2.715 1,227 24,179 +71
May17 161003 64.000 66.500 64.000 66.500 +3.500 8 528 +1
Jun17 161003 66.950 70.650 66.650 70.450 +3.370 614 6,306 +233
Jul17 161003 66.700 70.635 66.580 70.430 +3.430 68 933 -16
Aug17 161003 66.330 70.180 66.330 69.980 +3.255 47 701 +10
Total Volume and Open Interest 19,938 222,922 -622
Class III Milk(CME)
Sep16 161003 16.40 16.40 16.38 16.39 unch 78 5,111 -11
Oct16 161003 15.16 15.25 15.10 15.16 -0.05 283 4,738 +84
Nov16 161003 15.57 15.60 15.38 15.44 -0.19 275 4,420 +75
Dec16 161003 15.50 15.50 15.31 15.37 -0.13 157 3,843 +48
Jan17 161003 15.34 15.37 15.25 15.30 -0.08 104 2,378 +52
Feb17 161003 15.46 15.47 15.46 15.46 -0.04 45 2,282 +21
Mar17 161003 15.59 15.61 15.59 15.61 -0.03 27 2,089 +17
Apr17 161003 15.66 15.68 15.66 15.68 -0.02 19 1,766 -2
May17 161003 15.88 15.90 15.88 15.90 +0.02 28 1,672 +17
Jun17 161003 16.12 16.15 16.11 16.15 +0.01 16 1,503 +6
Jul17 161003 16.34 16.35 16.34 16.34 -0.02 10 882 +1
Aug17 161003 16.55 16.55 16.55 16.55 unch 11 783 +0
Sep17 161003 16.64 16.64 16.64 16.64 unch 0 805 +0
Total Volume and Open Interest 1,054 33,811 +309
Cocoa(ICE)
Dec16 161003 2759 2799 2738 2793 +32 32,408 105,943 +4,005
Mar17 161003 2730 2758 2707 2751 +17 17,983 81,682 +2,464
May17 161003 2731 2755 2705 2748 +17 6,318 17,554 +303
Jul17 161003 2716 2754 2709 2747 +16 2,321 8,615 +747
Sep17 161003 2724 2749 2722 2743 +15 1,216 7,061 +685
Dec17 161003 2718 2741 2718 2735 +13 1,081 4,758 +360
Mar18 161003 2724 2728 2723 2728 +14 713 4,458 +641
Total Volume and Open Interest 62,128 230,206 +9,288
Coffee "C"(ICE)
Dec16 161003 151.10 151.70 147.15 147.55 -4.00 18,168 103,220 -468
Mar17 161003 154.15 154.95 150.55 150.90 -4.00 6,220 42,793 +707
May17 161003 156.35 156.75 152.50 152.80 -3.90 3,151 21,093 +137
Jul17 161003 158.00 158.50 154.20 154.55 -3.90 1,183 5,581 -75
Sep17 161003 159.25 159.25 155.80 156.15 -3.90 223 4,595 +8
Dec17 161003 160.00 160.00 158.25 158.25 -3.85 126 6,624 +74
Total Volume and Open Interest 29,121 185,874 +403
Orange Juice(ICE)
Nov16 161003 204.30 204.95 195.50 196.90 -8.10 894 13,653 -272
Jan17 161003 202.45 202.45 193.45 195.10 -8.05 338 2,428 +160
Mar17 161003 198.65 198.65 192.50 193.90 -7.20 10 544 +2
May17 161003 195.75 195.75 190.50 191.75 -6.05 9 194 +2
Jul17 161003 189.50 189.50 189.50 189.50 -4.55 0 8 +0
Sep17 161003 189.00 189.00 189.00 189.00 -4.55      
Total Volume and Open Interest 1,251 16,829 -108
Sugar #11(ICE)
Mar17 161003 22.80 23.13 22.52 22.67 -0.33 75,905 488,257 -5,330
May17 161003 22.00 22.29 21.79 21.95 -0.21 27,662 134,826 -6
Jul17 161003 21.20 21.46 21.04 21.17 -0.14 15,279 92,769 +2,209
Oct17 161003 20.57 20.90 20.51 20.64 -0.08 4,406 59,448 +127
Mar18 161003 20.21 20.54 20.17 20.33 -0.02 2,150 26,949 +303
May18 161003 19.55 19.72 19.46 19.58 +0.03 449 8,784 +62
Jul18 161003 18.90 19.00 18.85 19.00 +0.10 258 5,069 -14
Oct18 161003 18.52 18.64 18.52 18.64 +0.15 77 4,489 +35
Total Volume and Open Interest 140,348 840,942 -12,598
London Cocoa(LCE)
Dec16 161003 2239 2270 2223 2267 +44 26,353 94,945 -2,591
Mar17 161003 2179 2200 2164 2194 +30 16,868 78,672 -197
May17 161003 2175 2197 2161 2190 +26 6,834 41,559 +1,222
Jul17 161003 2179 2198 2166 2191 +24 3,558 11,600 +417
Sep17 161003 2172 2191 2161 2184 +22 2,145 17,448 +445
Dec17 161003 2155 2170 2153 2163 +17 2,286 9,213 +1,029
Mar18 161003 2143 2156 2143 2154 +19 1,024 1,259 +855
Total Volume and Open Interest 59,068 254,696 +1,180
London Sugar(LCE)
Dec16 161003 598.20 601.50 587.10 588.30 -8.90 3,085 37,833 +397
Mar17 161003 599.10 601.10 588.00 589.20 -8.70 2,250 22,703 +157
May17 161003 589.50 590.70 580.20 581.60 -6.80 627 14,732 +91
Aug17 161003 573.00 573.00 565.00 566.80 -5.70 337 6,728 -81
Oct17 161003 548.80 548.80 546.60 547.90 -4.10 176 5,327 +104
Total Volume and Open Interest 6,549 89,752 +671
Cotton(ICE)
Oct16 161003 68.73 68.73 68.73 68.73 +0.44 2 4 -1
Dec16 161003 68.10 68.66 67.20 68.52 +0.44 17,537 160,784 -2,412
Mar17 161003 68.41 69.14 67.74 69.01 +0.47 3,360 55,584 +934
May17 161003 68.58 69.57 68.20 69.44 +0.46 378 10,902 -7
Jul17 161003 69.00 69.65 68.35 69.53 +0.47 352 8,241 +97
Oct17 161003 68.96 68.96 68.96 68.96 +0.48      
Total Volume and Open Interest 21,959 250,174 -1,281
Lumber(CME)
Nov16 161003 336.7 338.8 333.9 334.9 -1.5 463 2,849 -28
Jan17 161003 343.6 347.6 343.6 345.1 -1.6 191 754 +77
Mar17 161003 347.5 351.0 347.0 350.5 +0.4 10 122 +6
May17 161003 349.9 349.9 349.9 349.9 +0.4 0 19 +0
Total Volume and Open Interest 664 3,761 +55
Crude Oil(NYM)
Nov16 161003 48.04 49.02 47.78 48.81 +0.57 702,649 539,955 -7,440
Dec16 161003 48.64 49.60 48.35 49.40 +0.58 241,839 303,832 -336
Jan17 161003 49.16 50.21 48.93 50.01 +0.61 73,426 158,713 +6,857
Feb17 161003 49.55 50.75 49.49 50.57 +0.64 28,156 81,321 +2,810
Mar17 161003 50.02 51.25 50.01 51.06 +0.65 41,081 153,080 +4,656
Apr17 161003 50.49 51.64 50.40 51.48 +0.67 16,705 44,019 -1,104
May17 161003 50.82 51.82 50.82 51.80 +0.66 13,293 35,740 -147
Jun17 161003 51.08 52.23 50.98 52.06 +0.65 51,989 124,789 +4,699
Jul17 161003 51.28 52.37 51.28 52.27 +0.64 5,388 24,685 +406
Aug17 161003 51.50 52.46 51.50 52.46 +0.64 5,644 20,728 -306
Sep17 161003 52.42 52.70 51.89 52.64 +0.64 12,833 36,261 -421
Oct17 161003 52.46 52.95 52.12 52.81 +0.63 3,225 18,057 +753
Nov17 161003 52.99 52.99 52.99 52.99 +0.63 1,601 16,712 +205
Dec17 161003 52.27 53.32 52.12 53.17 +0.62 55,374 163,706 -1,688
Jan18 161003 53.29 53.29 53.29 53.29 +0.61 724 16,979 +270
Feb18 161003 53.41 53.41 53.41 53.41 +0.60 240 5,647 +189
Total Volume and Open Interest 1,270,531 1,881,129 +10,432
e-miNY Crude Oil(NYM)
Nov16 161003 48.025 49.025 47.775 48.800 +0.550 17,924 2,478 +140
Dec16 161003 48.600 49.575 48.375 49.400 +0.575 710 1,310 -10
Jan17 161003 49.175 50.125 49.125 50.000 +0.600 68 232 +13
Feb17 161003 50.575 50.675 49.700 50.575 +0.650 4 172 -2
Mar17 161003 51.050 51.150 50.175 51.050 +0.650 0 152 +0
Apr17 161003 51.475 51.575 50.575 51.475 +0.675 2 139 +0
May17 161003 51.800 51.900 50.900 51.800 +0.650 7 52 -7
Jun17 161003 52.050 52.150 51.200 52.050 +0.650 15 132 -5
Jul17 161003 52.275 52.350 51.450 52.275 +0.650 4 75 +0
Aug17 161003 52.450 52.525 51.650 52.450 +0.625 2 90 +2
Total Volume and Open Interest 18,812 5,070 +101
NY Harbor ULSD(NYM)
Nov16 161003 153.57 156.12 152.62 155.32 +1.49 58,720 108,929 -82
Dec16 161003 154.55 157.08 153.65 156.38 +1.55 30,967 72,322 -788
Jan17 161003 155.85 158.45 155.00 157.76 +1.61 12,449 50,620 -676
Feb17 161003 156.22 159.51 156.13 158.88 +1.72 6,095 22,663 -788
Mar17 161003 157.23 159.94 156.67 159.42 +1.84 6,031 34,144 -866
Apr17 161003 158.07 159.75 156.50 159.23 +1.92 1,669 14,917 -51
May17 161003 157.44 159.57 156.67 159.35 +1.91 624 9,535 +73
Jun17 161003 158.27 160.16 156.93 159.69 +1.89 3,718 25,721 +275
Jul17 161003 158.14 160.55 158.03 160.55 +1.88 182 3,128 +35
Aug17 161003 159.25 161.60 159.25 161.59 +1.88 75 1,898 -3
Sep17 161003 160.89 162.77 160.38 162.77 +1.89 342 3,663 +284
Oct17 161003 161.51 163.92 161.51 163.92 +1.90 113 2,543 -1
Nov17 161003 165.00 165.00 164.98 164.98 +1.90 127 2,309 +10
Dec17 161003 164.92 166.28 163.46 165.91 +1.90 2,898 25,541 -871
Total Volume and Open Interest 143,267 389,587 -9,896
RBOB Gasoline(NYM)
Nov16 161003 145.90 147.55 144.21 147.05 +0.74 75,456 134,993 -3,931
Dec16 161003 143.33 145.10 141.84 144.68 +1.22 41,610 76,196 -1,039
Jan17 161003 142.60 144.89 141.56 144.51 +1.42 21,019 40,727 +438
Feb17 161003 143.52 146.15 142.90 145.86 +1.60 7,199 15,328 +405
Mar17 161003 147.26 148.33 145.20 148.04 +1.62 5,742 24,579 +376
Apr17 161003 164.76 166.05 163.23 165.90 +1.45 2,856 20,373 +329
May17 161003 165.63 166.97 164.21 166.82 +1.49 1,061 7,802 +70
Jun17 161003 164.68 166.68 163.87 166.41 +1.52 1,694 14,723 -80
Jul17 161003 165.37 165.37 165.37 165.37 +1.52 230 2,520 -115
Aug17 161003 163.77 163.77 163.77 163.77 +1.49 319 2,080 -6
Total Volume and Open Interest 180,647 370,466 -12,374
e-miNY RBOB Gasoline(NYM)
Nov16 161003 147.10 147.10 147.05 147.05 +0.74      
Dec16 161003 144.68 144.68 144.68 144.68 +1.22      
Jan17 161003 144.51 144.51 144.51 144.51 +1.42      
Feb17 161003 145.86 145.86 145.86 145.86 +1.60      
Total Volume and Open Interest      
Natural Gas(NYM)
Nov16 161003 2.905 2.937 2.866 2.923 +0.017 131,811 288,471 -1,411
Dec16 161003 3.137 3.175 3.112 3.170 +0.038 40,937 96,938 +776
Jan17 161003 3.268 3.309 3.247 3.306 +0.038 32,482 164,563 +2,586
Feb17 161003 3.275 3.317 3.257 3.314 +0.039 10,238 42,788 +171
Mar17 161003 3.234 3.270 3.212 3.268 +0.038 16,125 101,703 +1,439
Apr17 161003 2.993 3.036 2.985 3.035 +0.035 16,253 91,002 +692
May17 161003 2.952 2.998 2.952 2.998 +0.034 4,512 34,503 +183
Jun17 161003 2.980 3.027 2.980 3.027 +0.033 4,232 30,648 -774
Jul17 161003 3.008 3.054 3.008 3.054 +0.032 3,992 20,203 +803
Aug17 161003 3.019 3.059 3.014 3.059 +0.033 1,622 16,874 +116
Sep17 161003 3.004 3.043 2.998 3.043 +0.033 1,216 19,519 -80
Oct17 161003 3.019 3.062 3.016 3.062 +0.034 4,578 43,592 +188
Nov17 161003 3.085 3.113 3.067 3.113 +0.036 2,419 15,462 -66
Dec17 161003 3.194 3.245 3.194 3.245 +0.040 1,916 20,388 -65
Jan18 161003 3.311 3.347 3.297 3.347 +0.040 2,566 16,535 +272
Feb18 161003 3.271 3.307 3.268 3.307 +0.039 1,327 4,341 +17
Total Volume and Open Interest 280,609 1,081,751 +5,772
Brent Crude Oil(ICE)
Dec16 161003 50.02 51.14 49.74 50.89 +0.70 440,095 588,096 +956
Jan17 161003 50.56 51.70 50.32 51.46 +0.71 119,951 262,805 +656
Feb17 161003 51.09 52.19 50.84 51.95 +0.70 72,173 145,482 +11,197
Mar17 161003 51.56 52.66 51.34 52.42 +0.71 57,943 184,872 +2,595
Apr17 161003 51.82 53.08 51.73 52.85 +0.71 23,293 69,255 +1,686
May17 161003 52.13 53.46 52.13 53.23 +0.72 16,376 55,331 +1,024
Jun17 161003 52.53 53.77 52.48 53.56 +0.71 64,219 142,922 +2,511
Jul17 161003 52.87 54.08 52.87 53.86 +0.71 4,750 36,357 +240
Aug17 161003 53.06 54.31 53.06 54.09 +0.70 2,430 25,726 +261
Sep17 161003 54.27 54.27 54.27 54.27 +0.68 8,349 49,006 +219
Oct17 161003 54.42 54.42 54.42 54.42 +0.65 1,859 22,377 +989
Nov17 161003 54.27 55.08 54.27 54.57 +0.64 1,894 20,381 -25
Dec17 161003 53.71 54.91 53.71 54.70 +0.63 70,321 202,715 -3,151
Jan18 161003 54.86 54.86 54.86 54.86 +0.62 694 19,153 +107
Total Volume and Open Interest 1,029,186 2,177,203 -17,994
Gas Oil(ICE)
Oct16 161003 448.00 455.25 445.50 448.25 +1.50 45,326 95,666 -10,256
Nov16 161003 450.50 456.75 446.50 449.50 +1.75 97,207 150,465 +3,306
Dec16 161003 450.25 457.75 447.75 450.75 +2.50 92,928 206,389 +3,599
Jan17 161003 454.00 461.00 450.75 454.00 +2.75 26,021 82,905 -180
Feb17 161003 454.00 463.75 454.00 457.25 +3.00 17,970 38,945 +1,661
Mar17 161003 456.75 466.50 456.50 460.00 +3.00 17,676 40,101 +323
Apr17 161003 459.00 468.75 459.00 462.25 +3.00 7,338 22,748 +987
May17 161003 464.00 471.00 462.50 464.75 +3.00 5,943 17,214 +89
Jun17 161003 463.75 473.50 463.75 467.25 +3.00 21,628 52,484 +1,825
Jul17 161003 467.50 476.75 467.50 470.50 +3.00 1,580 17,603 -288
Total Volume and Open Interest 358,845 915,048 +4,532
Ethanol(CBOT)
Oct16 161003 1.563 1.580 1.545 1.570 +0.023 43 105 -27
Nov16 161003 1.498 1.523 1.493 1.515 +0.027 395 1,963 -35
Dec16 161003 1.449 1.471 1.448 1.471 +0.027 13 1,265 +5
Jan17 161003 1.430 1.439 1.430 1.439 +0.027 63 592 -10
Feb17 161003 1.440 1.440 1.440 1.440 +0.027 21 202 +21
Mar17 161003 1.458 1.458 1.458 1.458 +0.027 18 134 +0
Apr17 161003 1.483 1.483 1.483 1.483 +0.027 15 234 +15
May17 161003 1.490 1.490 1.490 1.490 +0.027 0 5 +0
Total Volume and Open Interest 568 4,506 -31
WTI Crude Oil(ICE)
Nov16 161003 47.97 49.01 47.78 48.81 +0.57 56,689 69,101 -2,296
Dec16 161003 48.45 49.60 48.37 49.40 +0.58 64,170 132,705 -1,304
Jan17 161003 49.11 50.21 48.94 50.01 +0.61 29,414 37,059 -1,073
Feb17 161003 49.68 50.71 49.61 50.57 +0.64 18,045 27,204 -62
Mar17 161003 50.27 51.26 50.07 51.06 +0.65 12,530 45,938 +1,686
Apr17 161003 50.96 51.64 50.48 51.48 +0.67 5,091 9,411 -283
May17 161003 51.30 51.90 50.94 51.80 +0.66 4,721 8,329 +1,238
Jun17 161003 51.34 52.18 51.21 52.06 +0.65 10,238 42,886 +864
Jul17 161003 51.88 52.33 51.60 52.27 +0.64 880 7,498 +8
Aug17 161003 52.46 52.46 52.46 52.46 +0.64 661 2,655 +198
Sep17 161003 52.64 52.64 52.64 52.64 +0.64 2,187 11,548 +869
Oct17 161003 52.81 52.81 52.81 52.81 +0.63 637 2,222 +307
Nov17 161003 52.99 52.99 52.99 52.99 +0.63 84 1,300 -1
Dec17 161003 52.36 53.30 52.34 53.17 +0.62 11,198 78,614 +1,767
Jan18 161003 53.29 53.29 53.29 53.29 +0.61 0 591 +0
Feb18 161003 53.41 53.41 53.41 53.41 +0.60 1 637 +0
Total Volume and Open Interest 220,363 532,853 +3,777
US Dollar Index(ICE)
Dec16 161003 95.435 95.735 95.390 95.588 +0.202 16,753 47,859 +474
Mar17 161003 95.260 95.640 95.260 95.512 +0.202 124 3,302 +39
Jun17 161003 95.433 95.433 95.433 95.433 +0.202 19 296 +6
Total Volume and Open Interest 16,896 51,478 +519
Australian Dollar(CME)
Dec16 161003 76.50 76.69 76.28 76.60 +0.11 92,504 107,759 +4,779
Mar17 161003 76.18 76.52 76.15 76.46 +0.11 70 558 +42
Jun17 161003 76.29 76.29 76.14 76.29 +0.11 0 9 +0
Total Volume and Open Interest 92,574 108,327 +4,821
British Pound(CME)
Dec16 161003 129.64 129.67 128.35 128.75 -1.22 79,869 246,112 +6,458
Mar17 161003 129.67 129.85 128.62 128.99 -1.23 24 1,421 +14
Jun17 161003 129.29 129.56 128.96 129.27 -1.22 5 416 +3
Total Volume and Open Interest 79,898 248,050 +6,475
Canadian Dollar(CME)
Dec16 161003 76.26 76.57 76.12 76.30 +0.01 86,618 103,805 +1,275
Mar17 161003 76.33 76.58 76.18 76.35 +0.02 135 1,301 -34
Jun17 161003 76.41 76.62 76.27 76.41 +0.02 20 253 -3
Sep17 161003 76.54 76.64 76.33 76.47 +0.02 0 115 +0
Total Volume and Open Interest 86,773 105,579 +1,238
Japanese Yen(CME)
Dec16 161003 99.04 99.10 98.64 98.74 -0.17 152,934 156,292 -123
Mar17 161003 99.30 99.50 99.07 99.15 -0.16 234 482 -28
Jun17 161003 99.62 99.85 99.62 99.62 -0.16 0 110 +0
Total Volume and Open Interest 153,168 156,914 -151
Swiss Franc(CME)
Dec16 161003 103.34 103.50 103.07 103.24 -0.26 25,186 39,196 +761
Mar17 161003 103.84 103.93 103.65 103.80 -0.26 4 24 +4
Jun17 161003 104.43 104.43 104.38 104.43 -0.26 0 15 +0
Total Volume and Open Interest 25,190 39,237 +765
EuroFX(CME)
Dec16 161003 112.77 112.85 112.43 112.55 -0.22 155,508 321,541 +1,237
Mar17 161003 113.17 113.26 112.90 113.00 -0.22 1,026 6,860 +530
Jun17 161003 113.46 113.52 113.41 113.52 -0.21 55 1,150 +1
Total Volume and Open Interest 156,604 329,598 +1,778
Mexican Peso(CME)
Oct16 161003 516.75 516.75 516.75 516.75 +1.88 0 1 +0
Nov16 161003 515.13 515.13 515.13 515.13 +1.88 0 5 +0
Total Volume and Open Interest 63,157 160,805 +2,422
Brazilian Real(CME)
Nov16 161003 305.00 310.00 304.55 308.85 +3.80 4,417 24,889 +2,396
Dec16 161003 303.00 307.70 303.00 306.35 +3.60 801 3,425 -319
Jan17 161003 303.60 303.60 303.60 303.60 +3.55      
Feb17 161003 301.00 301.00 301.00 301.00 +3.70      
Total Volume and Open Interest 9,844 32,754 -103
30-Year T-Bonds(CBOT)
Dec16 161003 168~140 168~250 167~260 168~020 -0~030 245,220 575,712 +3,208
Mar17 161003 167~040 167~070 166~150 166~210 -0~030 22 10 +2
Jun17 161003 165~250 165~250 165~250 165~250 -0~030      
Total Volume and Open Interest 245,242 575,722 +3,210
10-Year T-Notes(CBOT)
Dec16 161003 131~070 131~075 130~290 130~305 -0~055 1,165,988 2,933,358 +46,471
Mar17 161003 130~165 130~205 130~135 130~135 -0~055 96 92 +42
Jun17 161003 130~055 130~055 130~055 130~055 -0~055      
Total Volume and Open Interest 1,166,084 2,933,450 +46,513
5-Year T-Notes(CBOT)
Dec16 161003 121~174 121~174 121~102 121~110 -0~054 649,473 2,810,820 -2,133
Mar17 161003 121~012 121~012 121~012 121~012 -0~054      
Jun17 161003 121~012 121~012 121~012 121~012 -0~054      
Total Volume and Open Interest 660,425 2,838,084  
2 Year T-Notes(CBOT)
Dec16 161003 109~072 109~072 109~046 109~046 -0~026 381,695 1,054,130 +23,898
Mar17 161003 109~042 109~042 109~042 109~042 -0~026      
Jun17 161003 109~042 109~042 109~042 109~042 -0~026      
Total Volume and Open Interest 382,519 1,055,206  
Eurodollars(CME)
Dec16 161003 99.080 99.080 99.060 99.065 -0.015 316,140 1,621,563 +4,576
Mar17 161003 99.050 99.050 99.030 99.030 -0.025 235,347 1,192,904 -4,107
Jun17 161003 99.010 99.010 98.990 98.990 -0.025 216,087 1,125,898 +3,612
Sep17 161003 98.975 98.975 98.950 98.955 -0.025 180,688 904,057 +8,339
Dec17 161003 98.930 98.935 98.905 98.910 -0.025 271,132 1,455,157 +25,758
Mar18 161003 98.910 98.910 98.880 98.885 -0.030 156,755 685,220 -7,473
Jun18 161003 98.880 98.880 98.850 98.855 -0.030 156,741 531,668 +8,307
Sep18 161003 98.850 98.850 98.820 98.825 -0.025 119,856 415,614 +5,902
Dec18 161003 98.805 98.810 98.775 98.780 -0.025 111,467 669,148 +198
Mar19 161003 98.780 98.785 98.750 98.755 -0.025 73,770 441,064 +4,873
Jun19 161003 98.750 98.755 98.720 98.725 -0.025 56,545 381,855 +780
Sep19 161003 98.715 98.720 98.685 98.690 -0.025 56,557 273,777 -1,877
Dec19 161003 98.675 98.675 98.645 98.645 -0.025 47,224 330,910 +378
Mar20 161003 98.645 98.645 98.610 98.615 -0.020 35,163 148,041 +999
Jun20 161003 98.605 98.610 98.575 98.575 -0.020 35,329 108,514 +1,214
Sep20 161003 98.560 98.570 98.535 98.535 -0.025 34,179 92,715 +1,536
Dec20 161003 98.515 98.520 98.485 98.490 -0.020 23,251 104,502 -923
Mar21 161003 98.475 98.480 98.445 98.450 -0.020 23,884 60,559 -676
Total Volume and Open Interest 2,288,671 11,106,149 +66,090
Ultra T-Bond(CBOT)
Dec16 161003 184~14 184~31 183~18 183~30 +0~02 71,076 606,493 +2,068
Mar17 161003 182~30 183~00 182~30 182~30 +0~02      
Jun17 161003 182~08 182~08 182~08 182~08 +0~02      
Total Volume and Open Interest 71,076 606,493 +2,068
Ultra 10-Yr T-Note(CBOT)
Dec16 161003 144~095 144~110 143~285 143~310 -0~060 70,389 236,791 +9,117
Mar17 161003 143~290 143~290 143~290 143~290 -0~060      
Jun17 161003 143~290 143~290 143~290 143~290 -0~060      
Total Volume and Open Interest 70,389 236,791 +9,117
30 Day Federal Funds(CBOT)
Oct16 161003 99.610 99.610 99.607 99.610 unch 15,484 300,797 -3,401
Nov16 161003 99.585 99.585 99.580 99.585 unch 26,843 215,260 +859
Dec16 161003 99.515 99.515 99.510 99.510 -0.005 8,962 99,733 +1,311
Jan17 161003 99.460 99.460 99.450 99.450 -0.005 23,175 154,212 +827
Feb17 161003 99.445 99.445 99.435 99.435 -0.010 7,403 68,235 +323
Mar17 161003 99.420 99.420 99.410 99.410 -0.015 3,880 32,575 +228
Total Volume and Open Interest 107,749 1,143,542 +5,087
3-Mth Euro-Yen(CME)
Dec16 160722 99.990 99.990 99.990 99.990 unch      
Mar17 160722 99.990 99.990 99.990 99.990 unch      
Jun17 160722 99.990 99.990 99.990 99.990 unch      
Sep17 160722 99.990 99.990 99.990 99.990 unch      
Dec17 160722 99.990 99.990 99.990 99.990 unch      
Mar18 160722 99.995 99.995 99.995 99.995 unch      
Jun18 160722 99.855 99.855 99.855 99.855 unch      
Sep18 160722 99.715 99.715 99.715 99.715 unch      
Dec18 160722 99.575 99.575 99.575 99.575 unch      
Mar19 160722 99.435 99.435 99.435 99.435 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Dec16 161003 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 161003 99.99 99.99 99.99 99.99 unch      
Jun17 161003 99.99 99.99 99.99 99.99 unch      
Sep17 161003 99.99 99.99 99.99 99.99 unch      
Dec17 161003 99.99 99.99 99.99 99.99 unch      
Mar18 161003 100.00 100.00 100.00 100.00 unch      
Jun18 161003 99.86 99.86 99.86 99.86 unch      
Sep18 161003 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161003 152.33 152.40 152.16 152.16 -0.17 1,728 14,725 -362
Mar17 161003 152.08 152.08 152.08 152.08 -0.17      
Jun17 161003 152.08 152.08 152.08 152.08 -0.17      
Total Volume and Open Interest 1,728 14,725 -362
Euro-Buxl(EUREX)
Dec16 161003 192.12 192.80 190.32 191.02 -1.16 29,710 154,219 -6,557
Mar17 161003 190.66 191.04 189.00 189.34 -1.16 64 84 +19
Jun17 161003 186.00 188.02 186.00 188.02 -1.16 2 4 +2
Total Volume and Open Interest 29,776 154,307 -6,536
Euro-Bund(EUREX)
Dec16 161003 165.69 165.85 165.30 165.40 -0.30 587,019 1,759,785 -71,039
Mar17 161003 168.14 168.29 167.80 167.90 -0.32 2,221 45,907 +1,349
Jun17 161003 165.86 165.86 165.86 165.86 -0.30      
Total Volume and Open Interest 589,240 1,805,692 -69,690
Euro-Bobl(EUREX)
Dec16 161003 132.10 132.16 132.04 132.05 -0.04 388,637 1,371,742 +17,912
Mar17 161003 133.91 133.91 133.82 133.82 -0.05 3,710 5,135 +3,640
Jun17 161003 132.30 132.30 132.30 132.30 -0.04      
Total Volume and Open Interest 392,347 1,376,877 +21,552
Euro-Schatz(EUREX)
Dec16 161003 112.14 112.15 112.13 112.14 +0.00 180,486 1,144,134 -54,690
Mar17 161003 112.14 112.14 112.14 112.14 +0.00      
Jun17 161003 112.14 112.14 112.14 112.14 +0.00      
Total Volume and Open Interest 180,486 1,144,134 -54,690
3-Mth Euribor(EUREX)
Dec16 161003 100.300 100.300 100.300 100.300 unch 3 3,418 -7
Mar17 161003 100.315 100.315 100.315 100.315 unch 103 3,285 +0
Jun17 161003 100.335 100.335 100.335 100.335 unch 25 33,991 +25
Total Volume and Open Interest 253 74,372 +32
Long Gilt(LIFFE)
Dec16 161003 130~08 130~20 130~07 130~13 +0~05 161,907 537,862 -10,313
Mar17 161003 131~15 131~15 131~15 131~15 +0~04      
Total Volume and Open Interest 161,907 537,862 -10,313
3-Mth Short Sterling(LIFFE)
Dec16 161003 99.67 99.67 99.64 99.65 -0.01 25,337 492,763 -1,232
Mar17 161003 99.70 99.71 99.68 99.69 -0.01 15,121 378,500 -1,174
Jun17 161003 99.72 99.73 99.71 99.72 unch 30,157 360,064 -687
Sep17 161003 99.73 99.74 99.72 99.73 unch 34,412 324,696 +9,025
Dec17 161003 99.73 99.75 99.73 99.74 unch 75,043 393,169 +13,277
Mar18 161003 99.73 99.76 99.73 99.74 unch 65,482 220,056 +888
Total Volume and Open Interest 605,060 3,066,136 +55,336
3-Mth Euribor(LIFFE)
Dec16 161003 100.300 100.305 100.295 100.295 -0.005 71,214 416,198 +2,335
Mar17 161003 100.315 100.320 100.310 100.310 -0.005 33,234 399,945 +656
Jun17 161003 100.335 100.340 100.330 100.330 -0.005 38,740 406,206 +2,635
Total Volume and Open Interest 541,821 3,128,888 +19,321
3-Mth Aus T-Bills(SFE)
Dec16 161003 98.29 98.30 98.26 98.27 -0.02 19,271 184,809 +3,112
Mar17 161003 98.34 98.35 98.30 98.31 -0.03 11,390 207,574 -4,591
Jun17 161003 98.38 98.39 98.34 98.34 -0.04 9,276 192,910 -54
Sep17 161003 98.40 98.41 98.35 98.36 -0.04 7,033 127,260 -3,617
Dec17 161003 98.41 98.41 98.36 98.36 -0.05 6,608 135,170 -2,287
Mar18 161003 98.40 98.41 98.35 98.35 -0.05 4,241 70,611 -1,731
Jun18 161003 98.39 98.39 98.33 98.34 -0.05 3,131 60,343 +785
Sep18 161003 98.37 98.38 98.31 98.32 -0.05 1,733 23,780 -2,247
Dec18 161003 98.35 98.35 98.28 98.29 -0.05 249 6,482 -8
Mar19 161003 98.33 98.33 98.25 98.27 -0.05 154 3,163 -99
Total Volume and Open Interest 63,143 1,014,455 -10,784
10-Year Aus T-Bonds(SFE)
Dec16 161003 98.09 98.09 98.01 98.01 -0.08 128,535 820,262 +3,351
Mar17 161003 98.01 98.01 98.01 98.01 -0.08      
Total Volume and Open Interest 128,535 820,262 +3,351
3-Year Aus T-Bonds(SFE)
Dec16 161003 98.55 98.56 98.49 98.52 -0.03 195,100 847,509 +31,318
Mar17 161003 98.52 98.52 98.52 98.52 -0.03      
Total Volume and Open Interest 195,100 847,509 +31,318
Gold(CMX)
Oct16 161003 1313.5 1316.8 1308.2 1309.0 -4.3 6,108 7,393 -2,311
Dec16 161003 1321.0 1322.6 1311.8 1312.7 -4.4 157,335 440,956 -6,399
Feb17 161003 1324.6 1325.7 1315.6 1316.4 -4.5 1,872 46,750 +131
Apr17 161003 1324.7 1327.3 1319.0 1319.7 -4.5 655 15,648 -172
Jun17 161003 1327.7 1330.1 1322.0 1322.8 -4.5 1,138 20,734 -14
Aug17 161003 1332.6 1333.9 1325.5 1325.7 -4.5 383 7,758 -59
Oct17 161003 1335.3 1335.3 1328.4 1328.4 -4.5 172 2,190 +96
Dec17 161003 1336.5 1336.5 1330.0 1331.0 -4.5 245 12,369 +157
Feb18 161003 1333.4 1333.4 1333.4 1333.4 -4.5 0 163 +0
Apr18 161003 1335.5 1335.5 1335.5 1335.5 -4.5 0 3 +0
Jun18 161003 1337.6 1337.6 1337.6 1337.6 -4.5 0 4,181 +0
Aug18 161003 1340.5 1340.5 1340.5 1340.5 -4.5      
Total Volume and Open Interest 168,664 565,759 -8,611
Silver(CMX)
Dec16 161003 1926.0 1938.5 1875.0 1886.8 -34.6 54,074 171,065 -287
Mar17 161003 1936.0 1943.0 1887.0 1898.2 -34.7 3,435 18,257 +1,168
May17 161003 1925.5 1925.5 1899.0 1905.5 -34.8 100 1,250 -12
Jul17 161003 1931.5 1931.5 1901.5 1912.8 -34.8 57 3,014 +10
Sep17 161003 1919.2 1919.2 1916.5 1919.2 -34.8 0 490 +0
Dec17 161003 1954.5 1971.0 1925.0 1928.0 -34.8 56 2,540 -16
Mar18 161003 1935.3 1935.3 1935.3 1935.3 -34.8 0 12 +0
Total Volume and Open Interest 57,974 200,854 +846
Platinum(NYMEX)
Oct16 161003 1024.5 1024.5 1003.7 1003.7 -24.9 3,746 2,428 -1,612
Jan17 161003 1032.9 1036.0 1006.5 1009.1 -25.4 19,156 62,003 +977
Apr17 161003 1033.0 1038.9 1011.4 1013.7 -24.8 156 4,280 +21
Jul17 161003 1016.8 1016.8 1016.8 1016.8 -24.8 0 27 +0
Total Volume and Open Interest 23,174 68,847 -547
Palladium(NYMEX)
Dec16 161003 722.00 727.95 707.00 711.80 -9.70 4,794 26,905 +427
Mar17 161003 722.00 726.70 709.05 713.60 -9.35 12 464 +0
Jun17 161003 715.45 715.45 715.45 715.45 -9.35 0 31 +0
Total Volume and Open Interest 4,806 27,406 +427
Copper(CMX)
Dec16 161003 221.45 221.60 216.70 219.20 -1.85 61,736 127,652 +1,228
Mar17 161003 222.15 222.50 217.65 220.20 -1.80 5,868 34,467 +887
May17 161003 222.85 222.85 218.35 220.85 -1.75 606 6,464 +81
Jul17 161003 221.10 221.45 219.80 221.35 -1.70 452 2,425 +20
Sep17 161003 220.40 221.85 220.40 221.85 -1.65 83 1,026 -34
Total Volume and Open Interest 70,272 182,521 +2,341
E-mini DJIA Index(CBOT)
Dec16 161003 18203 18253 18108 18156 -63 194,374 121,484 -3,192
Mar17 161003 18193 18193 18051 18096 -60 126 482 +7
Jun17 161003 18020 18020 18018 18020 -60 0 6 +0
Sep17 161003 17935 17935 17935 17935 -60      
Total Volume and Open Interest 194,500 121,972 -3,185
S & P 500(CME)
Dec16 161003 2159.00 2164.00 2147.00 2153.20 -7.20 4,577 63,453 +243
Mar17 161003 2147.40 2147.40 2143.60 2147.40 -7.20 0 163 +0
Jun17 161003 2141.80 2141.80 2138.00 2141.80 -7.20 0 60 +0
Sep17 161003 2138.40 2138.40 2134.60 2138.40 -7.20      
Total Volume and Open Interest 4,577 63,676 +243
S & P 500 E-Mini(Globex)
Dec16 161003 2158.75 2164.00 2146.75 2153.25 -7.25 2,306,654 2,894,929 -215
Mar17 161003 2153.50 2157.75 2141.00 2147.50 -7.00 3,038 9,668 +842
Jun17 161003 2147.50 2151.25 2136.00 2141.75 -7.25 25 578 -2
Sep17 161003 2138.50 2138.50 2138.50 2138.50 -7.00 0 17 +0
Total Volume and Open Interest 2,309,717 2,905,209 +625
NASDAQ 100 E-Mini(Globex)
Dec16 161003 4867.30 4879.50 4842.80 4865.80 -4.50 306,337 292,234 -3,911
Mar17 161003 4868.30 4874.30 4840.30 4861.50 -4.50 416 384 +14
Jun17 161003 4855.50 4855.50 4855.50 4855.50 -4.50 0 10 +0
Total Volume and Open Interest 306,753 292,633 -3,897
S&P Midcap 400(CME) e-Mini
Dec16 161003 1547.40 1550.40 1535.50 1538.30 -11.30 28,938 85,271 +1,245
Mar17 161003 1536.00 1536.00 1534.20 1536.00 -11.50 0 1 +0
Jun17 161003 1526.30 1526.30 1526.30 1526.30 -11.50      
Total Volume and Open Interest 28,938 85,272 +1,245
Volatility Index(CBOE)
Oct16 161003 15.80 16.00 15.40 15.48 -0.30 188,284 241,547 -3,172
Nov16 161003 17.00 17.15 16.70 16.77 -0.18 98,094 105,267 +8,645
Dec16 161003 17.49 17.62 17.18 17.23 -0.22 33,783 60,535 -1,761
Jan17 161003 18.65 18.75 18.35 18.38 -0.12 15,357 34,172 -704
Total Volume and Open Interest 346,961 480,974 +3,227
Russell 2000(ICE)
Dec16 161003 1246.10 1249.80 1236.40 1243.10 -5.20 95,675 329,733 -1,645
Mar17 161003 1240.00 1240.00 1239.10 1239.10 -5.20 0 269 +0
Jun17 161003 1235.60 1235.60 1235.60 1235.60 -5.20 0 170 +0
Total Volume and Open Interest 95,675 330,311 -1,645
Nikkei 225(CME)
Dec16 161003 16570 16680 16565 16650 +55 12,935 33,077 +211
Mar17 161003 16610 16665 16610 16650 +55 1 23 +1
Total Volume and Open Interest 12,936 33,100 +212
Nikkei 225(SGX)
Dec16 161003 16365 16645 16315 16585 +215 68,380 167,752 +7
Mar17 161003 16275 16580 16270 16550 +215 274 1,047 +191
Jun17 161003 16425 16425 16425 16425 -100      
Total Volume and Open Interest 66,435 175,516 +280
Nikkei 225(CME) Yen
Dec16 161003 16540 16640 16525 16605 +45 55,570 52,534 +2,833
Mar17 161003 16505 16575 16475 16545 +45 55 40 -1
Jun17 161003 16415 16415 16415 16415 +45      
Total Volume and Open Interest 55,625 52,580 +2,832
Nikkei 225(CME) e-Mini Yen
Dec16 161003 16570 16630 16540 16600 +40 6 6 -3
Mar17 161003 16540 16540 16540 16540 +40      
Jun17 161003 16410 16410 16410 16410 +40      
Total Volume and Open Interest 6 6 -3
CAC 40(EURONEXT)
Oct16 161003 4443.5 4461.5 4427.0 4448.5 +5.0 98,375 270,853 +1,277
Nov16 161003 4445.0 4458.0 4427.0 4446.0 +5.0 43 4,286 +35
Dec16 161003 4433.0 4450.0 4422.0 4439.5 +5.0 2,849 23,478 +2,014
Total Volume and Open Interest 101,267 298,679 +3,326
Hang Seng Index(HKFE)
Oct16 161003 23318 23732 23285 23584 +271 107,263 140,591 +4,400
Nov16 161003 23338 23705 23317 23570 +270      
Dec16 161003 23343 23740 23300 23595 +271 672 11,143 +317
Total Volume and Open Interest 128,699 169,975 -7,196
DAX(EUREX)
Dec16 160930 10240.0 10543.5 10173.5 10512.5 +122.5 109,680 169,056 +622
Mar17 160930 10237.0 10530.0 10190.0 10509.5 +122.5 132 1,167 +59
Jun17 160930 10269.5 10548.0 10217.0 10532.0 +122.5 9 83 -2
Total Volume and Open Interest 109,821 170,306 +679
Mini-DAX(EUREX)
Dec16 160930 10244.0 10542.0 10175.0 10512.5 +122.5 40,179 13,488 +707
Mar17 160930 10236.0 10536.0 10185.0 10509.5 +122.5 153 998 -27
Jun17 160930 10233.0 10533.0 10233.0 10532.0 +122.5 5 13 +3
Total Volume and Open Interest 40,337 14,499 +683
FT-SE 100(EURONEXT)
Dec16 161003 6870.50 6958.50 6858.50 6946.00 +88.50 116,881 695,050 +9,109
Mar17 161003 6818.00 6885.50 6818.00 6885.50 +88.50 38 998 +12
Jun17 161003 6820.00 6820.00 6820.00 6820.00 +88.50      
Total Volume and Open Interest 116,919 696,048 +9,121
SPI 200(SFE)
Dec16 161003 5410.0 5480.0 5405.0 5464.0 +48.0 29,413 272,434 +3,787
Mar17 161003 5417.0 5417.0 5417.0 5417.0 +49.0 1 1,443 +1
Jun17 161003 5404.0 5404.0 5404.0 5404.0 +49.0 0 1,397 +0
Total Volume and Open Interest 29,414 276,805 +3,788
FTSE MIB(ISE)
Dec16 161003 16305.00 16420.00 16145.00 16225.00 -132.00 27,815 43,152 -363
Mar17 161003 16285.00 16360.00 16160.00 16208.00 -132.00 4 105 +1
Jun17 161003 15801.00 15801.00 15801.00 15801.00 -102.00      
Total Volume and Open Interest 27,819 43,257 -362
KOSPI 200(KFE)
Dec16 160930 261.00 261.35 257.80 258.20 -2.85 83,361 131,544 -2,530
Mar17 160930 258.40 258.50 255.15 255.50 -2.80 246 3,823 +200
Jun17 160930 257.00 257.60 256.25 256.25 -2.90 9 843 +9
Total Volume and Open Interest 83,617 139,248 -2,269
GSCI(CME)
Oct16 161003 365.30 367.85 362.05 366.90 +2.95 103 14,688 -26
Nov16 161003 369.65 369.65 366.55 369.65 +3.05 0 75 +0
Dec16 161003 373.25 373.25 373.25 373.25 +3.05      
Total Volume and Open Interest 103 14,763 -26
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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