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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 October 05, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161005 963.50 967.50 950.50 956.75 -6.75 139,848 327,816 +3,180
Jan17 161005 969.25 973.50 957.00 963.50 -5.75 35,922 118,204 +4,875
Mar17 161005 975.75 980.00 964.00 970.25 -5.75 13,713 72,482 +1,304
May17 161005 982.00 985.50 970.25 976.50 -5.50 6,612 47,205 -311
Jul17 161005 987.00 992.25 975.75 981.75 -5.75 6,239 53,232 +76
Aug17 161005 986.00 987.75 976.50 981.50 -5.25 243 2,239 +27
Sep17 161005 966.50 977.00 966.50 970.50 -5.00 192 1,005 +12
Nov17 161005 966.25 970.00 957.25 963.00 -3.75 3,752 29,226 -22
Jan18 161005 964.00 966.25 964.00 966.25 -3.75 103 942 +37
Mar18 161005 968.25 968.25 968.25 968.25 -3.25 30 266 +0
May18 161005 971.50 971.50 971.25 971.25 -3.00 40 193 +30
Jul18 161005 977.00 977.00 975.50 975.50 -3.50 31 239 +30
Aug18 161005 970.50 970.50 970.50 970.50 -3.50 0 17 +0
Sep18 161005 955.25 955.25 955.25 955.25 -3.50 0 17 +0
Total Volume and Open Interest 206,731 653,345 +9,239
Soybean Meal(CBOT)
Oct16 161005 305.50 307.70 303.10 303.80 -0.70 2,941 3,068 -989
Dec16 161005 306.30 309.80 304.20 305.40 -0.90 61,351 174,939 +1,868
Jan17 161005 307.40 310.70 305.20 306.30 -1.10 10,005 43,473 +402
Mar17 161005 309.00 312.20 306.60 307.80 -1.20 5,541 48,758 +762
May17 161005 310.30 313.50 308.20 309.40 -0.90 2,016 30,291 +164
Jul17 161005 311.80 314.90 309.90 311.00 -0.80 2,734 33,573 +342
Aug17 161005 313.60 314.70 310.00 310.90 -0.60 551 4,116 +25
Sep17 161005 313.60 314.20 309.60 310.50 -0.50 650 4,683 +66
Oct17 161005 310.70 312.00 307.60 308.70 -0.30 486 4,119 +80
Dec17 161005 309.50 312.40 308.20 309.00 -0.60 926 13,608 +18
Total Volume and Open Interest 87,478 362,625 +2,857
Soybean Oil(CBOT)
Oct16 161005 32.90 32.90 32.33 32.66 -0.23 1,008 1,604 -565
Dec16 161005 33.16 33.20 32.50 32.84 -0.26 59,100 224,446 -10
Jan17 161005 33.44 33.44 32.73 33.08 -0.26 10,129 62,147 +1,320
Mar17 161005 33.70 33.70 33.00 33.34 -0.26 6,656 55,926 +1,930
May17 161005 33.79 33.80 33.20 33.53 -0.26 3,400 32,600 -70
Jul17 161005 33.93 33.93 33.41 33.73 -0.25 2,904 20,126 +253
Aug17 161005 33.85 33.90 33.44 33.76 -0.27 95 3,786 -4
Sep17 161005 33.49 33.83 33.49 33.75 -0.25 36 3,062 +9
Oct17 161005 33.56 33.65 33.37 33.58 -0.26 287 2,478 +137
Dec17 161005 33.91 33.91 33.32 33.63 -0.25 515 8,410 +68
Total Volume and Open Interest 84,248 415,220 +3,155
Canola(WCE)
Nov16 161005 466.9 469.5 465.5 467.0 unch 11,998 128,694 +174
Jan17 161005 474.9 477.0 473.1 474.9 +0.2 3,863 34,766 +108
Mar17 161005 481.5 482.0 478.2 480.1 unch 648 12,833 +124
May17 161005 485.6 485.6 482.7 484.2 unch 669 8,067 -162
Jul17 161005 486.8 487.5 484.1 486.1 +0.3 712 11,003 +216
Total Volume and Open Interest 18,172 203,469 +603
Corn(CBOT)
Dec16 161005 347.75 349.25 345.25 347.75 -0.50 234,811 755,148 -3,004
Mar17 161005 357.75 359.25 355.00 357.50 -0.75 45,262 249,866 +400
May17 161005 364.50 366.00 362.00 364.50 -0.75 16,946 67,567 -481
Jul17 161005 371.25 373.00 369.00 371.50 -0.50 11,131 118,472 +333
Sep17 161005 377.25 379.50 375.50 378.00 -0.50 4,208 42,634 -298
Dec17 161005 385.75 387.75 384.00 386.50 -0.50 8,423 75,426 +937
Mar18 161005 393.75 396.75 393.75 395.75 -0.75 146 5,338 +0
May18 161005 401.25 402.00 400.75 401.25 -0.25 72 1,096 +2
Jul18 161005 405.25 406.75 405.25 405.75 unch 77 1,438 +19
Sep18 161005 404.00 404.75 404.00 404.75 +0.50 2 518 +2
Total Volume and Open Interest 321,364 1,322,260 -1,990
Wheat(CBOT)
Dec16 161005 395.00 408.50 392.00 405.00 +9.50 73,010 310,753 +8,459
Mar17 161005 416.50 429.00 413.50 425.75 +8.75 14,665 92,682 +509
May17 161005 430.00 441.75 427.25 439.50 +9.25 4,540 24,401 +613
Jul17 161005 441.50 452.50 438.25 450.75 +9.75 4,533 36,503 +861
Sep17 161005 456.50 467.00 453.75 466.50 +10.50 394 3,712 +3
Dec17 161005 475.75 487.25 473.00 486.00 +9.50 640 6,737 +162
Total Volume and Open Interest 97,815 476,951 +10,612
Wheat(KCBT)
Dec16 161005 403.50 416.75 401.25 415.00 +12.00 29,265 137,608 -470
Mar17 161005 419.00 433.25 417.75 431.50 +12.00 6,309 45,731 +170
May17 161005 429.25 444.00 429.00 442.25 +12.00 3,995 19,342 -420
Jul17 161005 440.50 454.00 439.25 452.75 +12.00 5,185 26,217 +1,560
Sep17 161005 455.75 467.75 455.75 467.25 +11.25 913 3,060 +243
Dec17 161005 476.00 489.50 476.00 489.50 +12.00 584 3,043 +175
Mar18 161005 491.50 504.50 491.50 504.50 +11.75 208 690 +31
Total Volume and Open Interest 46,847 236,089 +1,528
Wheat(MGE)
Dec16 161005 522.00 533.50 520.00 524.50 +2.25 3,750 29,876 -80
Mar17 161005 523.00 533.50 521.00 527.25 +4.25 1,463 16,682 +162
May17 161005 527.00 539.00 527.00 533.00 +5.00 346 8,171 +4
Jul17 161005 535.50 546.25 535.50 539.75 +5.00 207 3,749 +17
Sep17 161005 543.75 554.00 543.75 547.50 +5.50 168 3,447 +4
Dec17 161005 555.00 566.75 555.00 559.75 +6.00 77 2,251 +37
Total Volume and Open Interest 6,011 64,184 +144
Oats(CBOT)
Dec16 161005 182.00 184.00 179.25 184.00 +2.75 806 8,275 -227
Mar17 161005 185.25 187.00 184.00 187.00 +1.50 88 1,921 -13
May17 161005 190.75 191.75 190.75 191.75 +1.25 2 58 +0
Jul17 161005 198.75 199.00 198.50 198.50 +1.75 0 26 +0
Total Volume and Open Interest 896 10,280 -240
Rough Rice(CBOT)
Nov16 161005 10.07 10.09 9.98 10.04 -0.06 959 9,566 -90
Jan17 161005 10.30 10.32 10.23 10.27 -0.06 296 1,695 +191
Mar17 161005 10.48 10.52 10.48 10.52 -0.05 19 113 -6
May17 161005 10.72 10.86 10.72 10.72 -0.05 0 3 +0
Total Volume and Open Interest 1,274 11,377 +95
Live Cattle(CME)
Oct16 161005 102.050 102.980 101.300 102.850 +0.950 9,484 30,168 -2,572
Dec16 161005 102.800 103.230 101.730 103.050 +0.370 30,825 125,623 +1,101
Feb17 161005 103.230 103.730 102.250 103.580 +0.430 14,360 49,219 -934
Apr17 161005 102.900 103.200 101.930 103.050 +0.150 10,203 36,484 +97
Jun17 161005 96.500 96.750 95.580 96.650 +0.200 3,460 13,407 +468
Aug17 161005 95.385 95.700 94.600 95.680 +0.080 1,160 7,386 +384
Total Volume and Open Interest 69,972 264,059 -1,227
Feeder Cattle(CME)
Oct16 161005 127.830 128.630 126.180 127.450 -0.550 3,182 10,711 -657
Nov16 161005 123.750 124.450 121.535 122.850 -0.900 5,950 18,369 +460
Jan17 161005 119.930 120.450 117.900 119.300 -0.735 3,676 6,874 +617
Mar17 161005 118.135 118.500 115.900 117.535 -0.515 1,684 5,402 +303
Apr17 161005 118.000 118.080 115.800 117.430 -0.670 309 775 +51
May17 161005 117.230 117.730 115.385 117.080 -0.555 372 928 +119
Aug17 161005 119.550 119.550 117.700 119.000 -0.885 101 270 +50
Total Volume and Open Interest 15,274 43,329 +943
Lean Hogs(CME)
Oct16 161005 49.035 49.150 47.630 48.235 -0.395 7,065 22,412 -1,805
Dec16 161005 44.000 44.250 41.100 41.450 -2.050 31,366 122,579 -5,114
Feb17 161005 50.250 50.550 47.535 47.930 -2.000 19,939 40,662 +2,576
Apr17 161005 58.250 58.750 55.550 56.150 -2.135 5,988 24,845 +339
May17 161005 65.975 65.975 65.500 65.500 -1.785 44 595 +27
Jun17 161005 71.250 71.930 69.230 69.885 -1.415 2,426 6,982 +570
Jul17 161005 71.785 71.950 69.785 70.400 -0.985 697 1,244 +294
Aug17 161005 71.200 71.450 69.635 70.230 -0.950 866 1,017 +295
Total Volume and Open Interest 68,666 221,036 -2,681
Class III Milk(CME)
Oct16 161005 14.98 15.02 14.90 14.91 -0.07 313 4,682 -41
Nov16 161005 15.18 15.28 15.12 15.18 -0.05 238 4,425 +29
Dec16 161005 15.23 15.24 15.14 15.15 -0.09 161 3,843 -9
Jan17 161005 15.20 15.29 15.17 15.20 -0.03 88 2,445 +72
Feb17 161005 15.40 15.43 15.37 15.40 unch 37 2,315 +23
Mar17 161005 15.57 15.61 15.51 15.56 +0.01 38 2,128 +25
Apr17 161005 15.60 15.64 15.59 15.62 +0.03 30 1,813 +24
May17 161005 15.83 15.85 15.81 15.84 +0.01 30 1,698 +24
Jun17 161005 16.10 16.10 16.08 16.10 unch 29 1,524 +23
Jul17 161005 16.34 16.34 16.33 16.34 +0.02 20 904 +18
Aug17 161005 16.56 16.56 16.56 16.56 +0.01 27 811 +20
Sep17 161005 16.66 16.66 16.64 16.64 unch 20 834 +20
Oct17 161005 16.65 16.65 16.65 16.65 +0.02 21 522 +21
Total Volume and Open Interest 1,097 34,160 +289
Cocoa(ICE)
Dec16 161005 2813 2848 2790 2836 +21 22,081 106,990 -1,607
Mar17 161005 2758 2795 2743 2779 +21 12,988 83,238 +767
May17 161005 2755 2790 2742 2774 +19 3,046 18,112 +212
Jul17 161005 2754 2782 2749 2772 +18 874 9,095 +495
Sep17 161005 2753 2775 2750 2767 +17 1,000 7,368 +334
Dec17 161005 2743 2767 2743 2758 +16 221 4,784 +3
Mar18 161005 2736 2751 2735 2751 +16 640 4,971 +501
Total Volume and Open Interest 40,850 234,693 +705
Coffee "C"(ICE)
Dec16 161005 148.00 151.15 147.70 148.20 +0.75 18,387 101,491 -1,241
Mar17 161005 151.20 154.50 151.10 151.55 +0.75 4,497 44,345 -110
May17 161005 153.00 156.30 153.00 153.50 +0.75 2,043 21,201 +49
Jul17 161005 155.10 158.05 154.90 155.25 +0.75 490 5,636 +7
Sep17 161005 156.60 158.40 156.35 156.85 +0.80 290 4,490 -108
Dec17 161005 158.75 160.45 158.75 158.90 +0.75 115 6,633 +23
Total Volume and Open Interest 25,872 185,803 -1,382
Orange Juice(ICE)
Nov16 161005 205.00 206.00 197.80 201.40 -0.80 2,487 12,644 -784
Jan17 161005 202.30 202.95 195.25 198.85 -1.05 569 2,870 +294
Mar17 161005 197.00 197.00 195.85 195.85 -2.20 46 547 +7
May17 161005 196.00 196.00 193.25 193.25 -1.50 39 202 +6
Jul17 161005 191.20 191.20 191.20 191.20 -1.50 0 8 +0
Sep17 161005 190.70 190.70 190.70 190.70 -1.50      
Total Volume and Open Interest 3,141 16,273 -477
Sugar #11(ICE)
Mar17 161005 23.35 23.86 23.25 23.81 +0.55 45,980 486,112 -2,613
May17 161005 22.51 22.95 22.40 22.91 +0.47 14,697 134,694 -28
Jul17 161005 21.60 21.99 21.47 21.96 +0.40 8,758 95,456 +963
Oct17 161005 20.91 21.24 20.79 21.21 +0.32 3,464 60,113 +135
Mar18 161005 20.48 20.77 20.38 20.75 +0.27 1,401 27,399 -294
May18 161005 19.72 19.93 19.60 19.90 +0.18 288 8,872 +69
Jul18 161005 19.01 19.23 19.01 19.20 +0.08 136 5,174 +62
Oct18 161005 18.72 18.83 18.72 18.78 +0.03 47 4,505 +12
Total Volume and Open Interest 74,792 825,255 -1,675
London Cocoa(LCE)
Dec16 161005 2291 2315 2289 2311 +16 11,330 95,121 -1,140
Mar17 161005 2211 2228 2208 2226 +15 10,200 82,166 +536
May17 161005 2208 2222 2205 2219 +13 4,811 42,094 +242
Jul17 161005 2209 2221 2209 2220 +14 1,548 11,596 -70
Sep17 161005 2206 2215 2206 2214 +13 1,256 17,841 +125
Dec17 161005 2185 2195 2184 2193 +13 976 10,015 +631
Mar18 161005 2176 2184 2176 2184 +13 309 2,289 +285
Total Volume and Open Interest 30,430 261,122 +609
London Sugar(LCE)
Dec16 161005 597.30 607.00 595.40 604.50 +9.00 4,301 36,928 -794
Mar17 161005 599.60 610.90 599.10 608.60 +10.20 2,090 22,247 -343
May17 161005 592.80 603.70 592.20 601.70 +9.90 597 15,277 +216
Aug17 161005 577.40 586.10 575.80 584.10 +7.70 67 6,848 +11
Oct17 161005 556.90 563.00 554.90 561.20 +4.90 22 5,856 -4
Total Volume and Open Interest 7,280 89,846 -712
Cotton(ICE)
Oct16 161005 68.03 68.03 68.03 68.03 -1.85 0 4 +0
Dec16 161005 69.66 70.00 67.53 67.82 -1.85 13,360 157,744 -686
Mar17 161005 70.09 70.37 68.10 68.36 -1.74 2,219 55,647 +72
May17 161005 70.43 70.64 68.41 68.75 -1.68 437 11,208 +192
Jul17 161005 70.44 70.64 68.65 68.81 -1.64 107 8,242 +17
Oct17 161005 68.32 68.32 68.32 68.32 -1.41      
Total Volume and Open Interest 16,171 247,499 -385
Lumber(CME)
Nov16 161005 331.4 335.7 329.6 331.7 +1.4 669 2,749 -35
Jan17 161005 340.4 344.9 339.2 341.5 +1.6 374 1,119 +251
Mar17 161005 346.0 347.2 344.7 346.9 +3.5 17 144 +12
May17 161005 346.3 346.3 346.3 346.3 +3.5 0 22 +0
Total Volume and Open Interest 1,060 4,051 +228
Crude Oil(NYM)
Nov16 161005 49.26 49.97 49.10 49.83 +1.14 458,021 507,789 -16,441
Dec16 161005 49.82 50.52 49.68 50.38 +1.08 144,964 305,867 -4,293
Jan17 161005 50.40 51.11 50.30 50.98 +1.04 62,397 163,087 +3,302
Feb17 161005 50.97 51.66 50.87 51.52 +0.99 32,500 83,650 -1,694
Mar17 161005 51.52 52.12 51.30 51.99 +0.95 27,798 154,260 -415
Apr17 161005 51.92 52.52 51.71 52.38 +0.91 12,981 46,710 +2,251
May17 161005 52.18 52.81 52.06 52.70 +0.89 9,329 35,838 +76
Jun17 161005 52.38 53.08 52.30 52.95 +0.87 31,322 129,755 +2,866
Jul17 161005 52.60 53.26 52.58 53.15 +0.84 2,481 24,821 +104
Aug17 161005 52.74 53.41 52.74 53.33 +0.82 1,794 21,547 +106
Sep17 161005 52.89 53.53 52.89 53.50 +0.80 3,598 36,658 +361
Oct17 161005 53.38 53.72 53.38 53.66 +0.78 1,404 18,706 -317
Nov17 161005 53.82 53.82 53.82 53.82 +0.76 1,143 17,230 +291
Dec17 161005 53.49 54.10 53.34 53.99 +0.74 32,591 166,740 +2,207
Jan18 161005 54.05 54.09 54.05 54.09 +0.72 633 16,875 +182
Feb18 161005 54.24 54.24 54.19 54.19 +0.70 156 5,749 +9
Total Volume and Open Interest 835,076 1,874,400 -9,875
e-miNY Crude Oil(NYM)
Nov16 161005 49.225 49.975 49.100 49.825 +1.125 10,780 2,271 +41
Dec16 161005 49.825 50.500 49.675 50.375 +1.075 483 1,251 -58
Jan17 161005 50.450 51.025 50.325 50.975 +1.025 119 313 +75
Feb17 161005 51.450 51.525 51.275 51.525 +1.000 24 180 +4
Mar17 161005 51.700 52.000 51.700 52.000 +0.950 14 172 +14
Apr17 161005 52.375 52.375 51.325 52.375 +0.900 62 81 -62
May17 161005 52.025 52.700 52.025 52.700 +0.900 62 116 +62
Jun17 161005 52.300 52.950 52.300 52.950 +0.875 6 140 -2
Jul17 161005 53.150 53.150 53.150 53.150 +0.850 6 73 +2
Aug17 161005 53.325 53.325 53.325 53.325 +0.825 0 90 +0
Total Volume and Open Interest 11,579 4,908 +53
NY Harbor ULSD(NYM)
Nov16 161005 156.72 159.23 156.50 158.23 +2.79 50,272 103,552 -3,219
Dec16 161005 157.73 160.21 157.51 159.33 +2.82 32,111 74,225 +714
Jan17 161005 159.37 161.56 158.99 160.83 +2.86 17,577 54,458 +2,946
Feb17 161005 160.28 162.61 160.12 162.05 +2.91 9,729 23,645 +1,375
Mar17 161005 161.07 162.83 160.80 162.53 +2.88 8,729 33,684 -983
Apr17 161005 162.02 162.74 161.29 162.22 +2.80 6,828 16,774 +1,925
May17 161005 161.87 162.56 161.81 162.28 +2.76 2,001 9,645 -15
Jun17 161005 160.90 162.88 160.84 162.60 +2.75 1,941 25,885 +153
Jul17 161005 163.54 163.54 163.48 163.48 +2.77 304 3,187 +44
Aug17 161005 164.59 164.59 164.20 164.54 +2.78 196 1,944 +38
Sep17 161005 165.75 165.75 165.63 165.72 +2.78 109 3,669 +20
Oct17 161005 166.88 166.88 166.86 166.86 +2.78 278 2,598 +48
Nov17 161005 168.00 168.00 167.90 167.90 +2.77 332 2,314 -2
Dec17 161005 167.21 169.00 166.95 168.82 +2.76 853 25,808 +292
Total Volume and Open Interest 131,386 389,829 +3,368
RBOB Gasoline(NYM)
Nov16 161005 150.16 151.63 148.15 149.28 -0.68 52,428 133,163 -1,926
Dec16 161005 147.38 148.55 146.18 147.08 +0.14 30,393 81,374 +58
Jan17 161005 146.90 148.13 146.01 147.07 +0.56 16,943 43,734 +1,798
Feb17 161005 148.06 149.41 147.44 148.58 +0.77 6,581 16,778 +1,073
Mar17 161005 150.45 151.51 149.80 151.03 +1.04 3,606 26,130 +789
Apr17 161005 168.34 169.33 168.09 168.91 +1.15 1,649 20,668 +27
May17 161005 169.75 170.21 168.89 170.01 +1.34 800 7,947 +172
Jun17 161005 169.06 169.89 168.55 169.69 +1.49 1,014 14,912 +306
Jul17 161005 168.71 168.71 166.67 168.71 +1.59 78 2,522 +4
Aug17 161005 167.15 167.15 167.15 167.15 +1.72 36 2,132 -1
Total Volume and Open Interest 114,470 375,624 +2,631
e-miNY RBOB Gasoline(NYM)
Nov16 161005 149.30 149.30 147.10 149.30 -0.70 1 1 +1
Dec16 161005 147.08 147.08 147.08 147.08 +0.18      
Jan17 161005 147.07 147.07 147.07 147.07 +0.57      
Feb17 161005 148.58 148.58 148.58 148.58 +0.78      
Total Volume and Open Interest 1 1 +1
Natural Gas(NYM)
Nov16 161005 2.973 3.058 2.922 3.041 +0.077 126,404 286,399 -3,286
Dec16 161005 3.196 3.274 3.148 3.260 +0.077 53,872 103,144 +3,957
Jan17 161005 3.327 3.403 3.286 3.391 +0.074 34,826 168,777 +1,727
Feb17 161005 3.343 3.409 3.294 3.398 +0.074 12,068 44,149 +671
Mar17 161005 3.295 3.357 3.245 3.349 +0.073 22,593 104,152 +526
Apr17 161005 3.057 3.111 3.009 3.110 +0.072 22,338 94,973 +713
May17 161005 3.002 3.070 2.976 3.070 +0.070 6,197 35,751 +557
Jun17 161005 3.032 3.096 3.005 3.096 +0.068 2,098 30,427 -30
Jul17 161005 3.035 3.121 3.033 3.121 +0.067 1,442 20,985 -238
Aug17 161005 3.065 3.124 3.034 3.124 +0.066 586 16,960 -22
Sep17 161005 3.020 3.107 3.020 3.107 +0.066 506 19,416 -137
Oct17 161005 3.034 3.126 3.034 3.126 +0.067 5,222 45,532 +901
Nov17 161005 3.095 3.173 3.095 3.173 +0.065 3,537 15,554 -108
Dec17 161005 3.221 3.303 3.221 3.303 +0.063 2,862 20,592 +230
Jan18 161005 3.321 3.398 3.314 3.398 +0.061 2,902 15,567 +163
Feb18 161005 3.289 3.357 3.286 3.357 +0.060 1,553 4,258 +17
Total Volume and Open Interest 307,489 1,102,818 +7,578
Brent Crude Oil(ICE)
Dec16 161005 51.22 52.09 51.22 51.86 +0.99 284,259 582,032 -13,335
Jan17 161005 51.78 52.66 51.78 52.45 +1.02 98,940 272,805 +3,828
Feb17 161005 52.28 53.17 52.28 52.95 +1.01 47,667 149,438 +4,138
Mar17 161005 52.75 53.64 52.75 53.43 +1.01 32,196 181,698 -1,381
Apr17 161005 53.17 54.05 53.17 53.86 +1.00 20,674 66,839 -2,460
May17 161005 53.55 54.39 53.55 54.23 +0.98 16,374 58,455 +3,660
Jun17 161005 53.88 54.71 53.88 54.54 +0.95 34,348 150,176 +2,390
Jul17 161005 54.27 54.98 54.25 54.82 +0.92 1,859 36,570 +26
Aug17 161005 54.64 55.18 54.64 55.04 +0.89 1,136 25,691 +78
Sep17 161005 55.22 55.22 55.22 55.22 +0.88 2,802 49,507 +510
Oct17 161005 55.39 55.39 55.39 55.39 +0.88 1,250 22,293 +61
Nov17 161005 55.55 55.55 55.55 55.55 +0.87 1,314 20,916 +573
Dec17 161005 55.04 55.79 55.04 55.68 +0.85 28,382 207,464 +1,755
Jan18 161005 55.83 55.83 55.83 55.83 +0.83 391 19,185 +56
Total Volume and Open Interest 587,199 2,145,447 +1,625
Gas Oil(ICE)
Oct16 161005 458.00 467.25 457.50 465.25 +8.75 36,561 79,879 -4,966
Nov16 161005 459.25 467.75 458.50 465.75 +8.00 85,480 146,962 -1,958
Dec16 161005 461.00 468.00 459.50 466.25 +7.75 73,190 206,707 +3,959
Jan17 161005 463.00 470.50 462.50 469.00 +7.50 22,935 86,688 +2,842
Feb17 161005 466.00 473.00 465.25 471.75 +7.25 8,916 39,486 +23
Mar17 161005 468.25 475.00 467.75 474.00 +7.00 8,739 39,015 +234
Apr17 161005 470.75 477.00 470.00 476.00 +6.75 2,207 23,021 +200
May17 161005 472.50 478.75 472.50 478.00 +6.50 1,444 17,983 +151
Jun17 161005 475.25 481.25 474.75 480.25 +6.25 6,849 51,713 -295
Jul17 161005 478.75 484.50 478.00 483.25 +6.00 774 17,792 +134
Total Volume and Open Interest 254,644 901,546 +1,874
Ethanol(CBOT)
Nov16 161005 1.515 1.557 1.514 1.520 unch 205 2,119 +63
Dec16 161005 1.498 1.498 1.463 1.470 unch 25 1,295 +6
Jan17 161005 1.440 1.440 1.436 1.436 unch 3 583 +3
Feb17 161005 1.439 1.450 1.438 1.438 +0.001 0 202 +0
Mar17 161005 1.465 1.465 1.455 1.455 unch 0 134 +0
Apr17 161005 1.480 1.480 1.480 1.480 unch 0 234 +0
May17 161005 1.487 1.487 1.487 1.487 unch 0 5 +0
Jun17 161005 1.487 1.487 1.487 1.487 unch      
Total Volume and Open Interest 273 4,670 +44
WTI Crude Oil(ICE)
Nov16 161005 49.17 49.97 49.11 49.83 +1.14 30,259 65,923 -1,800
Dec16 161005 49.75 50.52 49.68 50.38 +1.08 41,161 129,669 -2,018
Jan17 161005 50.37 51.11 50.29 50.98 +1.04 23,328 41,274 +2,516
Feb17 161005 50.91 51.61 50.87 51.52 +0.99 13,272 28,086 +1,395
Mar17 161005 51.38 52.10 51.35 51.99 +0.95 8,850 45,044 -397
Apr17 161005 51.77 52.45 51.77 52.38 +0.91 6,087 10,190 +616
May17 161005 52.09 52.76 52.09 52.70 +0.89 2,304 8,202 -166
Jun17 161005 52.35 53.05 52.35 52.95 +0.87 6,651 43,934 +287
Jul17 161005 52.74 53.15 52.73 53.15 +0.84 505 7,398 -88
Aug17 161005 53.33 53.33 53.33 53.33 +0.82 208 2,887 +15
Sep17 161005 53.50 53.50 53.50 53.50 +0.80 688 12,023 +468
Oct17 161005 53.66 53.66 53.66 53.66 +0.78 112 2,467 +47
Nov17 161005 53.82 53.82 53.82 53.82 +0.76 13 1,300 +1
Dec17 161005 53.45 54.03 53.41 53.99 +0.74 4,859 80,829 +1,468
Jan18 161005 54.09 54.09 54.09 54.09 +0.72 34 560 -20
Feb18 161005 54.19 54.19 54.19 54.19 +0.70 0 627 +0
Total Volume and Open Interest 139,768 537,148 +2,697
US Dollar Index(ICE)
Dec16 161005 96.080 96.310 95.940 96.115 -0.010 15,625 47,458 -1,002
Mar17 161005 96.000 96.210 95.865 96.035 -0.005 123 3,370 +40
Jun17 161005 95.980 95.980 95.955 95.955 -0.005 0 294 +0
Total Volume and Open Interest 15,748 51,146 -962
Australian Dollar(CME)
Dec16 161005 75.99 76.32 75.80 76.10 +0.05 62,595 107,296 -2,591
Mar17 161005 76.00 76.16 75.67 75.96 +0.05 29 604 +3
Jun17 161005 75.75 75.98 75.69 75.79 +0.04 0 8 +0
Total Volume and Open Interest 62,624 107,909 -2,588
British Pound(CME)
Dec16 161005 127.46 127.86 127.00 127.64 +0.20 124,686 255,168 +12,269
Mar17 161005 127.67 128.07 127.27 127.88 +0.20 65 1,607 +23
Jun17 161005 128.15 128.50 127.65 128.15 +0.20 9 419 +3
Total Volume and Open Interest 124,760 257,295 +12,295
Canadian Dollar(CME)
Dec16 161005 75.86 76.02 75.61 75.97 +0.17 54,065 102,061 +94
Mar17 161005 75.90 76.06 75.66 76.02 +0.17 33 1,301 +5
Jun17 161005 75.78 76.11 75.76 76.09 +0.18 0 250 +0
Sep17 161005 75.84 76.15 75.83 76.15 +0.18 1 114 -1
Total Volume and Open Interest 54,109 103,831 +98
Japanese Yen(CME)
Dec16 161005 97.41 97.67 96.71 96.75 -0.80 83,079 149,485 -2,875
Mar17 161005 97.89 98.05 97.11 97.15 -0.80 70 504 -50
Jun17 161005 97.99 97.99 97.61 97.61 -0.80 0 110 +0
Total Volume and Open Interest 83,149 150,129 -2,925
Swiss Franc(CME)
Dec16 161005 102.61 103.14 102.53 103.05 +0.57 20,343 41,357 +1,983
Mar17 161005 103.59 103.84 103.59 103.59 +0.56 14 74 +9
Jun17 161005 104.22 104.22 104.22 104.22 +0.58 0 17 +0
Total Volume and Open Interest 20,357 41,452 +1,992
EuroFX(CME)
Dec16 161005 112.42 112.68 112.24 112.47 +0.15 106,821 332,314 +1,847
Mar17 161005 112.84 113.12 112.69 112.92 +0.15 504 7,375 +199
Jun17 161005 113.27 113.61 113.22 113.43 +0.15 6 1,136 +6
Total Volume and Open Interest 107,331 340,892 +2,052
Mexican Peso(CME)
Oct16 161005 519.25 519.25 519.25 519.25 +2.50 0 1 +0
Nov16 161005 517.63 517.63 517.63 517.63 +2.50 0 5 +0
Total Volume and Open Interest 34,242 158,284 +1,267
Brazilian Real(CME)
Nov16 161005 304.85 308.50 303.70 308.05 +3.10 1,769 25,350 +189
Dec16 161005 301.50 305.50 301.50 305.50 +3.15 9 3,429 +6
Jan17 161005 302.75 302.75 302.75 302.75 +3.20      
Feb17 161005 300.15 300.15 300.15 300.15 +3.45      
Total Volume and Open Interest 1,778 28,779 +195
30-Year T-Bonds(CBOT)
Dec16 161005 166~120 166~270 165~090 165~230 -0~230 171,657 567,612 +1,616
Mar17 161005 165~080 165~080 163~310 164~090 -0~240 3 11 +1
Jun17 161005 163~130 163~130 163~130 163~130 -0~240      
Total Volume and Open Interest 171,660 567,623 +1,617
10-Year T-Notes(CBOT)
Dec16 161005 130~150 130~195 130~030 130~070 -0~090 775,029 2,870,832 -7,187
Mar17 161005 129~200 129~280 129~200 129~220 -0~090 8 169 +8
Jun17 161005 129~140 129~140 129~140 129~140 -0~090      
Total Volume and Open Interest 775,037 2,871,001 -7,179
5-Year T-Notes(CBOT)
Dec16 161005 121~036 121~062 120~286 120~310 -0~052 488,573 2,788,628 -2,631
Mar17 161005 120~244 120~244 120~206 120~206 -0~054      
Jun17 161005 120~206 120~206 120~206 120~206 -0~054      
Total Volume and Open Interest 488,573 2,788,628 -2,631
2 Year T-Notes(CBOT)
Dec16 161005 109~032 109~042 109~010 109~016 -0~014 282,121 1,072,828 +13,159
Mar17 161005 108~314 108~314 108~314 108~314 -0~022      
Jun17 161005 108~314 108~314 108~314 108~314 -0~022      
Total Volume and Open Interest 282,121 1,072,828 +13,159
Eurodollars(CME)
Dec16 161005 99.065 99.070 99.045 99.055 -0.005 175,230 1,631,564 +7,355
Mar17 161005 99.020 99.030 99.000 99.005 -0.015 158,540 1,204,987 +1,375
Jun17 161005 98.975 98.985 98.945 98.955 -0.015 170,582 1,145,600 +5,344
Sep17 161005 98.935 98.950 98.900 98.915 -0.015 173,287 925,764 +10,190
Dec17 161005 98.890 98.900 98.850 98.865 -0.020 230,575 1,477,456 -11,149
Mar18 161005 98.865 98.880 98.825 98.835 -0.025 131,383 674,145 -9,023
Jun18 161005 98.830 98.845 98.790 98.800 -0.025 110,663 538,754 +417
Sep18 161005 98.795 98.805 98.750 98.765 -0.025 93,204 415,929 -3,275
Dec18 161005 98.750 98.760 98.705 98.715 -0.030 76,240 680,062 +2,904
Mar19 161005 98.725 98.735 98.680 98.690 -0.030 69,863 440,071 -1,192
Jun19 161005 98.690 98.700 98.640 98.655 -0.030 51,432 383,049 +1,011
Sep19 161005 98.650 98.660 98.605 98.615 -0.030 50,005 264,556 -4,260
Dec19 161005 98.595 98.615 98.555 98.565 -0.035 34,296 329,201 +4,254
Mar20 161005 98.570 98.580 98.520 98.530 -0.035 23,097 148,083 +1,098
Jun20 161005 98.530 98.540 98.480 98.490 -0.035 25,992 108,595 -1,891
Sep20 161005 98.485 98.495 98.435 98.450 -0.035 20,868 92,683 -272
Dec20 161005 98.430 98.445 98.390 98.400 -0.035 19,968 104,912 +1,435
Mar21 161005 98.390 98.405 98.345 98.355 -0.035 14,328 59,858 -795
Total Volume and Open Interest 1,692,419 11,181,493 -1,206
Ultra T-Bond(CBOT)
Dec16 161005 181~15 182~06 180~01 180~17 -1~01 63,553 610,568 +3,403
Mar17 161005 179~20 179~20 179~20 179~20 -1~01      
Jun17 161005 178~30 178~30 178~30 178~30 -1~01      
Total Volume and Open Interest 63,553 610,568 +3,403
Ultra 10-Yr T-Note(CBOT)
Dec16 161005 143~045 143~120 142~190 142~255 -0~125 44,320 226,931 -420
Mar17 161005 142~230 142~230 142~230 142~230 -0~130      
Jun17 161005 142~230 142~230 142~230 142~230 -0~130      
Total Volume and Open Interest 44,320 226,931 -420
30 Day Federal Funds(CBOT)
Oct16 161005 99.607 99.610 99.605 99.607 -0.003 9,571 298,904 -2,902
Nov16 161005 99.575 99.580 99.565 99.570 -0.005 10,757 220,907 +2,490
Dec16 161005 99.500 99.510 99.495 99.495 -0.010 9,226 99,899 -486
Jan17 161005 99.445 99.450 99.435 99.440 -0.005 21,278 157,076 +118
Feb17 161005 99.425 99.435 99.415 99.420 -0.010 11,652 75,785 +3,710
Mar17 161005 99.395 99.410 99.385 99.395 -0.010 1,735 33,120 +234
Total Volume and Open Interest 77,194 1,071,692 +5,063
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 161004 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 161004 99.99 99.99 99.99 99.99 unch      
Jun17 161004 99.99 99.99 99.99 99.99 unch      
Sep17 161004 99.99 99.99 99.99 99.99 unch      
Dec17 161004 99.99 99.99 99.99 99.99 unch      
Mar18 161004 100.00 100.00 100.00 100.00 unch      
Jun18 161004 99.86 99.86 99.86 99.86 unch      
Sep18 161004 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161004 152.16 152.17 151.97 152.13 -0.03 1,649 15,261 +536
Mar17 161004 152.05 152.05 152.05 152.05 -0.03      
Jun17 161004 152.05 152.05 152.05 152.05 -0.03      
Total Volume and Open Interest 1,649 15,261 +536
Euro-Buxl(EUREX)
Dec16 161005 189.00 189.18 186.12 186.54 -3.74 27,713 159,090 -11,271
Mar17 161005 186.70 187.46 184.76 184.86 -3.74 340 169 +4
Jun17 161005 184.50 184.50 183.54 183.54 -3.74 1 3 -1
Total Volume and Open Interest 28,054 159,262 -11,268
Euro-Bund(EUREX)
Dec16 161005 164.84 165.03 164.14 164.23 -1.07 352,828 1,656,087 -283,699
Mar17 161005 167.30 167.46 166.50 166.55 -1.20 1,116 45,145 +423
Jun17 161005 164.69 164.69 164.69 164.69 -1.07      
Total Volume and Open Interest 353,944 1,701,232 -283,276
Euro-Bobl(EUREX)
Dec16 161005 131.94 132.01 131.76 131.79 -0.30 209,369 1,308,883 -95,406
Mar17 161005 133.73 133.73 133.53 133.53 -0.33 606 6,445 +606
Jun17 161005 132.04 132.04 132.04 132.04 -0.30      
Total Volume and Open Interest 209,975 1,315,328 -94,800
Euro-Schatz(EUREX)
Dec16 161005 112.12 112.14 112.08 112.11 -0.03 180,155 1,161,759 -85,281
Mar17 161005 112.11 112.11 112.11 112.11 -0.03      
Jun17 161005 112.11 112.11 112.11 112.11 -0.03      
Total Volume and Open Interest 180,155 1,161,759 -85,281
3-Mth Euribor(EUREX)
Dec16 161005 100.300 100.300 100.300 100.300 unch 0 3,418 -5
Mar17 161005 100.310 100.310 100.310 100.310 -0.005 50 3,285 +0
Jun17 161005 100.330 100.330 100.330 100.330 unch 50 33,967 +0
Total Volume and Open Interest 100 74,348 -5
Long Gilt(LIFFE)
Dec16 161005 130~02 130~03 129~13 129~17 -0~20 154,866 549,091 +5,593
Mar17 161005 130~15 130~15 130~15 130~15 -0~22      
Total Volume and Open Interest 154,866 549,091 +5,593
3-Mth Short Sterling(LIFFE)
Dec16 161005 99.65 99.65 99.64 99.65 -0.01 64,219 497,718 +11,259
Mar17 161005 99.69 99.69 99.68 99.69 -0.01 48,497 375,956 -6,347
Jun17 161005 99.71 99.72 99.70 99.71 -0.01 34,331 358,510 +3,536
Sep17 161005 99.72 99.73 99.71 99.72 -0.01 48,021 314,051 -5,273
Dec17 161005 99.73 99.74 99.71 99.72 -0.02 44,634 396,837 +3,741
Mar18 161005 99.73 99.74 99.71 99.72 -0.02 36,069 223,092 +4,963
Total Volume and Open Interest 606,324 3,120,472 +82,418
3-Mth Euribor(LIFFE)
Dec16 161005 100.295 100.305 100.295 100.300 +0.005 33,105 438,721 +5,098
Mar17 161005 100.310 100.315 100.305 100.310 unch 34,245 412,924 -894
Jun17 161005 100.325 100.335 100.320 100.325 -0.005 28,632 403,395 +232
Total Volume and Open Interest 261,597 3,177,208 +2,807
3-Mth Aus T-Bills(SFE)
Dec16 161005 98.26 98.27 98.24 98.26 -0.01 10,308 178,473 -3,952
Mar17 161005 98.31 98.32 98.28 98.29 -0.03 24,296 196,620 -2,849
Jun17 161005 98.34 98.34 98.30 98.31 -0.04 23,029 196,589 +2,936
Sep17 161005 98.36 98.36 98.31 98.32 -0.04 8,375 128,246 +225
Dec17 161005 98.36 98.36 98.31 98.32 -0.04 4,902 135,494 +1,115
Mar18 161005 98.35 98.35 98.30 98.31 -0.04 2,998 70,737 +771
Jun18 161005 98.34 98.34 98.29 98.29 -0.05 2,336 59,695 -131
Sep18 161005 98.31 98.32 98.26 98.27 -0.05 1,819 24,331 -791
Dec18 161005 98.23 98.25 98.23 98.24 -0.05 196 6,504 +22
Mar19 161005 98.22 98.22 98.22 98.22 -0.05 72 3,252 -11
Total Volume and Open Interest 78,434 1,002,243 -2,665
10-Year Aus T-Bonds(SFE)
Dec16 161005 97.97 98.00 97.90 97.91 -0.06 74,554 810,967 -11,009
Mar17 161005 97.91 97.91 97.91 97.91 -0.06      
Total Volume and Open Interest 74,554 810,967 -11,009
3-Year Aus T-Bonds(SFE)
Dec16 161005 98.48 98.48 98.42 98.44 -0.04 82,972 800,086 -11,025
Mar17 161005 98.44 98.44 98.44 98.44 -0.04      
Total Volume and Open Interest 82,972 800,086 -11,025
Gold(CMX)
Oct16 161005 1272.1 1274.0 1261.3 1265.2 -1.1 299 1,295 -3,163
Dec16 161005 1270.5 1279.4 1264.1 1268.6 -1.1 130,138 434,131 -3,292
Feb17 161005 1273.6 1282.3 1267.8 1272.1 -1.0 4,641 48,726 -448
Apr17 161005 1277.0 1284.5 1271.4 1275.3 -1.0 1,488 15,729 +370
Jun17 161005 1279.9 1285.3 1278.3 1278.4 -0.9 1,491 21,279 +94
Aug17 161005 1287.1 1288.3 1277.8 1281.3 -0.8 1,643 8,091 +439
Oct17 161005 1283.4 1283.9 1281.2 1283.9 -0.8 122 2,201 +121
Dec17 161005 1287.4 1292.7 1283.0 1286.4 -0.8 297 11,474 -115
Feb18 161005 1295.6 1295.6 1288.8 1288.8 -0.8 0 163 +0
Apr18 161005 1290.9 1290.9 1290.9 1290.9 -0.8 0 3 +0
Jun18 161005 1292.8 1293.0 1292.5 1293.0 -0.8 0 4,156 -1
Aug18 161005 1295.9 1295.9 1295.9 1295.9 -0.8      
Total Volume and Open Interest 140,491 555,347 -5,989
Silver(CMX)
Dec16 161005 1780.5 1804.0 1758.5 1769.5 -8.0 54,286 170,545 -328
Mar17 161005 1791.5 1813.5 1770.5 1780.2 -8.0 1,791 19,924 +507
May17 161005 1800.0 1816.0 1778.5 1787.3 -8.0 216 1,341 +82
Jul17 161005 1810.0 1810.0 1789.0 1794.3 -8.1 81 3,049 +29
Sep17 161005 1832.0 1832.5 1800.7 1800.7 -8.1 0 490 +0
Dec17 161005 1828.0 1831.5 1800.0 1809.4 -8.1 52 2,617 -13
Mar18 161005 1816.7 1816.7 1816.7 1816.7 -8.1 0 12 +0
Total Volume and Open Interest 56,571 201,977 +277
Platinum(NYMEX)
Oct16 161005 992.5 992.5 970.4 972.3 -12.4 76 873 -111
Jan17 161005 988.9 999.3 974.3 976.6 -13.9 19,018 64,332 +1,845
Apr17 161005 993.0 1003.0 978.8 980.6 -14.2 108 4,404 +49
Jul17 161005 981.5 983.1 981.5 983.1 -14.8 0 27 +0
Total Volume and Open Interest 19,245 69,817 +1,778
Palladium(NYMEX)
Dec16 161005 698.05 702.60 675.00 675.60 -23.95 4,461 27,443 -157
Mar17 161005 691.65 694.15 676.95 677.45 -23.90 37 476 +8
Jun17 161005 679.30 707.45 679.30 679.30 -23.90 0 31 +0
Total Volume and Open Interest 4,498 27,956 -149
Copper(CMX)
Dec16 161005 217.20 218.15 215.85 216.45 -0.25 70,438 125,067 -2,295
Mar17 161005 218.25 219.10 216.85 217.50 -0.25 5,033 35,442 +140
May17 161005 217.60 219.55 217.60 218.20 -0.25 1,650 6,889 +4
Jul17 161005 219.25 219.25 218.70 218.80 -0.20 234 2,418 -10
Sep17 161005 219.35 219.75 219.35 219.35 -0.15 479 1,239 +211
Total Volume and Open Interest 78,822 180,574 -2,018
E-mini DJIA Index(CBOT)
Dec16 161005 18085 18234 18054 18200 +108 121,065 123,493 -5,777
Mar17 161005 18020 18171 18000 18138 +106 73 487 +15
Jun17 161005 18062 18062 18062 18062 +106 0 6 +0
Sep17 161005 17977 17977 17977 17977 +106      
Total Volume and Open Interest 121,138 123,986 -5,762
S & P 500(CME)
Dec16 161005 2144.50 2153.30 2141.50 2153.30 +8.60 8,487 66,222 +3,361
Mar17 161005 2147.90 2147.90 2147.90 2147.90 +8.80 0 163 +0
Jun17 161005 2142.40 2142.40 2142.40 2142.40 +8.80 0 60 +0
Sep17 161005 2139.00 2139.00 2139.00 2139.00 +8.80      
Total Volume and Open Interest 8,487 66,445 +3,361
S & P 500 E-Mini(Globex)
Dec16 161005 2144.25 2158.00 2141.00 2153.25 +8.50 1,406,125 2,878,657 -19,344
Mar17 161005 2138.75 2152.00 2136.25 2148.00 +9.00 1,149 9,900 +93
Jun17 161005 2132.25 2146.25 2132.25 2142.50 +9.00 3 575 +0
Sep17 161005 2139.00 2139.00 2139.00 2139.00 +8.75 0 17 +0
Total Volume and Open Interest 1,407,277 2,889,166 -19,251
NASDAQ 100 E-Mini(Globex)
Dec16 161005 4856.50 4888.50 4849.30 4873.50 +16.00 177,125 296,346 -6,009
Mar17 161005 4852.00 4883.80 4852.00 4870.00 +16.50 202 388 +7
Jun17 161005 4864.00 4864.00 4864.00 4864.00 +16.50 0 15 +0
Total Volume and Open Interest 177,327 296,754 -6,002
S&P Midcap 400(CME) e-Mini
Dec16 161005 1531.30 1546.40 1528.50 1538.70 +7.90 22,195 83,703 -644
Mar17 161005 1536.20 1540.70 1527.60 1536.20 +7.90 0 1 +0
Jun17 161005 1526.50 1527.40 1526.50 1526.50 +7.90      
Total Volume and Open Interest 22,195 83,704 -644
Volatility Index(CBOE)
Oct16 161005 15.37 15.59 15.10 15.13 -0.20 77,285 230,027 -6,800
Nov16 161005 16.65 16.83 16.52 16.68 +0.05 53,590 118,077 +2,433
Dec16 161005 17.05 17.23 16.92 17.18 +0.16 17,791 62,643 +476
Jan17 161005 18.20 18.40 18.06 18.33 +0.15 6,846 32,875 -1,649
Total Volume and Open Interest 161,431 485,980 -5,258
Russell 2000(ICE)
Dec16 161005 1236.40 1252.30 1235.10 1245.20 +7.90 70,744 332,114 +909
Mar17 161005 1241.20 1241.20 1241.20 1241.20 +7.90 1 268 +1
Jun17 161005 1237.70 1237.70 1237.70 1237.70 +7.90 0 170 +0
Total Volume and Open Interest 70,745 332,691 +910
Nikkei 225(CME)
Dec16 161005 16795 17010 16745 16985 +215 6,785 32,438 +160
Mar17 161005 16870 16995 16865 16995 +225 1 24 +1
Total Volume and Open Interest 6,786 32,462 +161
Nikkei 225(SGX)
Dec16 161005 16770 16810 16750 16775 +60 60,087 169,218 +426
Mar17 161005 16705 16785 16665 16740 +60 387 1,605 +366
Jun17 161004 16555 16555 16555 16555 +130      
Total Volume and Open Interest 81,109 177,128 +1,612
Nikkei 225(CME) Yen
Dec16 161005 16755 16970 16705 16950 +210 30,027 49,988 -572
Mar17 161005 16735 16910 16670 16895 +215 28 42 +4
Jun17 161005 16765 16765 16765 16765 +215      
Total Volume and Open Interest 30,055 50,036 -568
Nikkei 225(CME) e-Mini Yen
Dec16 161005 16920 16950 16920 16950 +210 4 6 +0
Mar17 161005 16890 16895 16890 16890 +210      
Jun17 161005 16760 16765 16760 16760 +210      
Total Volume and Open Interest 4 6 +0
CAC 40(EURONEXT)
Oct16 161005 4482.5 4495.5 4434.5 4485.5 -13.5 55,509 270,140 -20,231
Nov16 161005 4455.0 4489.0 4446.0 4482.5 -16.0 11 4,392 +5
Dec16 161005 4470.5 4484.5 4441.5 4476.5 -13.5 217 23,171 +70
Total Volume and Open Interest 55,737 297,765 -20,156
Hang Seng Index(HKFE)
Oct16 161005 23682 23843 23508 23750 +68 93,306 142,677 -513
Nov16 161005 23699 23825 23512 23750 +80 386 800 +216
Dec16 161005 23700 23849 23526 23765 +75 262 11,894 +32
Total Volume and Open Interest 93,978 157,404 -265
DAX(EUREX)
Dec16 161005 10590.0 10614.5 10471.5 10580.5 -43.5      
Mar17 161005 10587.0 10588.0 10494.0 10577.5 -43.5      
Jun17 161005 10597.5 10597.5 10597.5 10597.5 -45.5      
Total Volume and Open Interest      
Mini-DAX(EUREX)
Dec16 161005 10584.0 10614.0 10474.0 10580.5 -43.5      
Mar17 161005 10581.0 10610.0 10471.0 10577.5 -43.5      
Jun17 161005 10588.0 10607.0 10588.0 10597.5 -45.5      
Total Volume and Open Interest      
FT-SE 100(EURONEXT)
Dec16 161005 7010.50 7043.00 6985.00 6996.00 -83.50 103,873 705,678 +10,768
Mar17 161005 6968.50 6968.50 6934.50 6934.50 -84.50 628 1,634 +607
Jun17 161005 6867.50 6867.50 6867.50 6867.50 -84.50      
Total Volume and Open Interest 104,501 707,312 +11,375
SPI 200(SFE)
Dec16 161005 5474.0 5488.0 5424.0 5433.0 -40.0 25,808 279,530 +3,210
Mar17 161005 5386.0 5386.0 5386.0 5386.0 -40.0 0 1,441 -1
Jun17 161005 5373.0 5373.0 5373.0 5373.0 -40.0 0 1,397 +0
Total Volume and Open Interest 25,842 283,892 +3,195
FTSE MIB(ISE)
Dec16 161005 16110.00 16445.00 16070.00 16417.00 +173.00 19,666 45,740 +1,081
Mar17 161005 16105.00 16400.00 16105.00 16397.00 +173.00 24 109 +0
Jun17 161005 15990.00 15990.00 15990.00 15990.00 +173.00      
Total Volume and Open Interest 19,690 45,849 +1,081
KOSPI 200(KFE)
Dec16 161005 259.80 260.00 257.00 259.55 +0.05 129,623 134,168 -45
Mar17 161005 257.10 257.25 254.35 256.90 +0.05 352 4,215 -41
Jun17 161005 255.50 257.65 255.20 257.45 -0.10 6 895 +4
Total Volume and Open Interest 129,981 142,332 -77
GSCI(CME)
Oct16 161005 371.50 372.10 369.30 371.05 +3.70 349 14,987 +277
Nov16 161005 373.85 374.25 373.85 373.85 +3.75 0 75 +0
Dec16 161005 377.45 377.45 377.45 377.45 +3.75      
Total Volume and Open Interest 349 15,062 +277
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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