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MRCI's End of Day Prices

Daily Futures Price Listing Fri October 07, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161007 958.75 973.25 955.25 956.75 -1.75 139,606 311,421 -11,541
Jan17 161007 964.75 978.75 961.25 963.00 -1.75 49,446 124,857 +4,048
Mar17 161007 971.00 983.75 967.25 968.75 -2.25 18,046 72,268 +348
May17 161007 977.00 988.75 973.00 974.50 -2.25 4,763 47,022 +296
Jul17 161007 981.25 993.00 977.00 979.75 -1.50 7,349 56,013 +1,978
Aug17 161007 980.50 988.50 977.75 978.75 -1.75 462 2,210 -35
Sep17 161007 969.75 977.50 967.75 967.75 -2.00 317 869 -159
Nov17 161007 961.50 971.25 958.00 960.00 -1.75 6,301 30,955 +1,670
Jan18 161007 969.00 971.50 961.25 963.25 -1.75 177 1,052 +87
Mar18 161007 973.00 973.00 963.50 964.75 -1.75 67 297 +21
May18 161007 967.75 975.00 967.75 967.75 -2.00 43 243 +20
Jul18 161007 972.00 977.00 972.00 972.00 -2.25 51 300 +28
Aug18 161007 967.00 967.00 967.00 967.00 -2.25 0 17 +0
Sep18 161007 951.75 951.75 951.75 951.75 -2.25 0 17 +0
Total Volume and Open Interest 226,628 647,803 -3,239
Soybean Meal(CBOT)
Oct16 161007 301.90 306.30 298.20 298.60 -2.90 1,499 2,103 -662
Dec16 161007 303.20 309.00 299.70 300.20 -2.90 42,759 173,675 -372
Jan17 161007 304.20 309.90 300.90 301.40 -2.80 11,069 45,602 +577
Mar17 161007 305.80 310.90 302.80 303.20 -2.50 6,082 50,276 +1,377
May17 161007 307.90 312.00 304.70 305.10 -2.20 2,522 30,838 -268
Jul17 161007 309.10 313.20 306.10 306.60 -2.10 2,593 34,516 +142
Aug17 161007 308.10 311.20 306.30 306.50 -2.00 312 4,208 +22
Sep17 161007 309.00 311.70 305.80 305.80 -2.10 313 4,718 +71
Oct17 161007 305.20 309.80 303.80 303.80 -1.90 221 4,156 +59
Dec17 161007 306.10 309.80 303.70 304.10 -1.90 865 13,505 +36
Total Volume and Open Interest 68,489 365,806 +1,085
Soybean Oil(CBOT)
Oct16 161007 33.26 33.26 32.87 33.11 +0.01 955 755 -611
Dec16 161007 33.40 33.47 33.05 33.31 +0.01 60,510 215,501 -5,589
Jan17 161007 33.57 33.70 33.28 33.55 +0.01 10,948 64,602 +2,170
Mar17 161007 33.83 33.95 33.54 33.82 +0.02 4,364 57,239 +576
May17 161007 34.05 34.13 33.76 34.02 +0.02 4,802 33,060 +325
Jul17 161007 34.25 34.34 33.93 34.22 +0.02 4,143 21,985 +623
Aug17 161007 34.30 34.40 34.00 34.26 +0.01 100 3,802 -1
Sep17 161007 34.02 34.32 33.97 34.26 +0.01 57 3,087 -8
Oct17 161007 34.00 34.09 33.98 34.09 +0.04 92 2,552 +59
Dec17 161007 34.20 34.26 33.88 34.13 +0.05 1,040 8,219 -56
Total Volume and Open Interest 87,258 411,658 -2,381
Canola(WCE)
Nov16 161007 467.8 470.6 467.4 469.8 +1.8 14,247 123,243 -4,039
Jan17 161007 474.9 477.9 474.7 477.3 +1.7 2,849 36,103 -395
Mar17 161007 480.5 483.0 480.5 482.7 +1.6 211 13,356 +42
May17 161007 485.0 487.2 484.7 487.0 +2.0 83 6,958 +3
Jul17 161007 486.6 488.9 486.5 488.7 +2.0 155 12,400 +20
Total Volume and Open Interest 17,772 200,593 -4,332
Corn(CBOT)
Dec16 161007 340.75 344.75 339.50 339.75 -0.75 142,713 728,584 -13,690
Mar17 161007 350.50 354.25 349.25 349.50 -0.75 29,324 253,748 +3,189
May17 161007 357.50 361.50 356.25 356.75 -0.75 10,302 67,278 +434
Jul17 161007 364.50 368.25 363.25 363.25 -1.25 12,178 119,811 +10
Sep17 161007 371.75 375.00 370.25 370.50 -0.75 2,898 42,569 -259
Dec17 161007 380.00 384.00 379.00 379.50 -0.50 6,567 75,942 +574
Mar18 161007 391.25 392.25 388.75 388.75 -1.00 297 5,300 +21
May18 161007 394.25 400.00 394.25 394.25 -1.00 53 1,083 -19
Jul18 161007 400.25 401.25 398.75 398.75 -1.00 78 1,390 -42
Sep18 161007 397.75 404.00 397.75 397.75 -0.75 3 518 +0
Total Volume and Open Interest 204,566 1,301,132 -9,717
Wheat(CBOT)
Dec16 161007 397.75 401.00 394.25 394.75 -1.00 82,177 304,691 -4,647
Mar17 161007 418.25 422.00 414.00 414.75 -2.25 19,832 95,015 +1,951
May17 161007 432.00 435.25 428.00 428.75 -2.50 4,611 24,484 -98
Jul17 161007 444.00 446.00 440.00 440.50 -2.25 5,343 38,405 +336
Sep17 161007 462.25 462.25 456.25 456.25 -1.75 1,190 4,290 +556
Dec17 161007 479.00 481.00 475.50 476.50 -1.50 1,018 7,343 +335
Total Volume and Open Interest 114,205 476,401 -1,559
Wheat(KCBT)
Dec16 161007 406.50 410.00 401.75 403.00 -2.00 23,376 136,490 -608
Mar17 161007 422.25 426.50 418.50 419.50 -2.00 5,893 45,053 +302
May17 161007 433.50 436.75 429.00 430.00 -2.25 1,472 21,618 -3
Jul17 161007 444.50 446.50 439.75 440.50 -2.25 2,114 28,973 +672
Sep17 161007 458.00 458.00 455.50 455.50 -2.25 137 3,209 +9
Dec17 161007 481.25 482.00 477.00 477.25 -2.25 257 3,521 +103
Mar18 161007 492.25 506.25 492.25 492.25 -2.25 6 775 +0
Total Volume and Open Interest 33,281 240,157 +481
Wheat(MGE)
Dec16 161007 524.50 532.25 520.25 522.00 -2.75 9,403 28,688 -408
Mar17 161007 528.00 535.00 523.50 525.25 -2.75 4,942 16,626 +640
May17 161007 534.00 537.50 527.75 530.50 -2.50 678 8,126 +2
Jul17 161007 536.75 544.00 536.00 536.00 -3.25 321 3,684 -37
Sep17 161007 550.00 550.00 544.75 545.25 -2.00 236 3,465 +11
Dec17 161007 556.25 566.75 555.00 556.25 -2.75 49 2,200 +5
Total Volume and Open Interest 15,633 62,801 +217
Oats(CBOT)
Dec16 161007 188.00 194.25 188.00 190.75 +3.00 514 8,449 +177
Mar17 161007 190.50 196.50 190.50 193.75 +3.25 67 1,941 -5
May17 161007 197.00 198.00 197.00 197.50 +2.50 9 61 +3
Jul17 161007 203.25 203.25 198.75 203.25 +3.50 2 28 +2
Total Volume and Open Interest 592 10,479 +177
Rough Rice(CBOT)
Nov16 161007 10.06 10.17 10.01 10.10 -0.01 276 9,347 -28
Jan17 161007 10.35 10.40 10.25 10.34 -0.01 44 1,772 +0
Mar17 161007 10.58 10.58 10.48 10.58 -0.01 1 120 -1
May17 161007 10.78 10.86 10.78 10.78 unch 0 4 +0
Total Volume and Open Interest 321 11,243 -29
Live Cattle(CME)
Oct16 161007 101.680 102.430 101.635 101.885 -0.545 7,661 26,004 -1,956
Dec16 161007 102.230 103.680 102.180 103.050 -0.050 20,229 130,285 +2,723
Feb17 161007 102.830 104.080 102.785 103.800 +0.120 7,580 49,557 +272
Apr17 161007 102.150 103.180 102.050 103.080 +0.130 4,937 36,640 +7
Jun17 161007 95.500 96.950 95.500 96.830 +0.330 1,729 13,993 +250
Aug17 161007 94.500 95.480 94.385 95.330 +0.130 575 7,639 +97
Total Volume and Open Interest 42,958 266,174 +1,512
Feeder Cattle(CME)
Oct16 161007 127.050 128.185 126.550 127.635 -0.195 2,128 8,970 -813
Nov16 161007 122.000 123.135 121.350 122.785 unch 5,164 18,869 +180
Jan17 161007 118.000 118.980 117.400 118.550 -0.235 2,495 7,391 +226
Mar17 161007 115.680 116.730 115.330 116.535 -0.195 844 5,660 +160
Apr17 161007 115.785 116.480 115.400 116.285 -0.350 239 893 +60
May17 161007 115.450 116.150 115.135 115.800 -0.530 170 1,043 +66
Aug17 161007 117.750 118.535 117.750 118.230 -0.370 43 282 +6
Total Volume and Open Interest 11,083 43,108 -115
Lean Hogs(CME)
Oct16 161007 50.985 51.735 50.500 50.680 +0.300 6,070 18,808 -1,632
Dec16 161007 43.600 43.950 42.180 42.600 -0.580 24,715 126,136 +3,440
Feb17 161007 49.080 49.535 48.535 49.300 +0.420 9,568 41,840 +1,011
Apr17 161007 56.600 57.035 56.050 56.880 +0.450 4,780 25,898 +605
May17 161007 65.400 65.650 65.400 65.650 +0.600 85 571 -19
Jun17 161007 69.700 70.450 69.100 70.350 +0.670 2,063 7,674 +251
Jul17 161007 70.500 71.400 69.750 71.285 +0.500 1,000 1,943 +582
Aug17 161007 70.700 71.150 69.700 71.100 +0.465 772 1,291 +173
Total Volume and Open Interest 49,483 225,183 +4,593
Class III Milk(CME)
Oct16 161007 15.00 15.08 14.97 14.99 -0.05 261 4,708 -26
Nov16 161007 15.36 15.57 15.36 15.47 -0.01 183 4,537 +14
Dec16 161007 15.37 15.49 15.33 15.44 +0.03 146 3,926 +29
Jan17 161007 15.39 15.46 15.35 15.40 +0.01 63 2,498 -3
Feb17 161007 15.58 15.60 15.56 15.57 unch 28 2,342 +5
Mar17 161007 15.69 15.72 15.66 15.69 +0.02 41 2,222 +4
Apr17 161007 15.75 15.80 15.75 15.77 +0.02 18 1,962 +14
May17 161007 15.97 15.99 15.97 15.97 unch 13 1,803 +11
Jun17 161007 16.23 16.25 16.22 16.22 +0.02 12 1,587 +12
Jul17 161007 16.40 16.41 16.40 16.41 -0.04 4 911 +3
Aug17 161007 16.60 16.60 16.60 16.60 unch 6 842 +3
Sep17 161007 16.70 16.70 16.70 16.70 unch 7 851 +5
Oct17 161007 16.70 16.70 16.70 16.70 unch 1 542 +0
Total Volume and Open Interest 787 29,886 +75
Cocoa(ICE)
Dec16 161007 2773 2804 2755 2785 -2 17,032 103,012 -2,031
Mar17 161007 2722 2742 2699 2725 -13 11,144 85,887 +1,410
May17 161007 2715 2731 2691 2716 -16 2,390 19,105 +349
Jul17 161007 2710 2728 2693 2714 -16 989 9,401 +139
Sep17 161007 2703 2721 2692 2708 -17 335 7,643 +193
Dec17 161007 2696 2715 2685 2701 -16 616 4,665 -136
Mar18 161007 2690 2710 2681 2696 -15 623 5,602 +403
Total Volume and Open Interest 33,130 235,451 +328
Coffee "C"(ICE)
Dec16 161007 146.25 149.45 145.20 148.00 +1.60 16,842 99,156 -1,160
Mar17 161007 149.80 152.70 148.60 151.35 +1.60 3,309 43,962 -6
May17 161007 151.50 154.60 150.55 153.30 +1.60 1,231 21,730 +310
Jul17 161007 153.30 156.35 152.35 155.10 +1.65 833 6,077 +91
Sep17 161007 154.95 157.65 154.05 156.75 +1.60 149 4,561 -22
Dec17 161007 157.30 160.00 156.40 159.05 +1.60 80 6,642 +10
Total Volume and Open Interest 22,808 184,471 -441
Orange Juice(ICE)
Nov16 161007 198.90 199.20 195.75 198.10 -1.55 1,487 12,120 -331
Jan17 161007 197.60 197.60 194.15 195.85 -1.75 458 3,382 +337
Mar17 161007 192.50 192.50 192.50 192.50 -1.55 3 552 +0
May17 161007 189.80 189.80 189.80 189.80 -1.80 7 210 +4
Jul17 161007 187.85 187.85 187.85 187.85 -1.75 0 8 +0
Sep17 161007 187.35 187.35 187.35 187.35 -1.75      
Total Volume and Open Interest 1,955 16,274 +10
Sugar #11(ICE)
Mar17 161007 23.02 23.69 22.92 23.42 +0.31 48,565 485,818 -2,208
May17 161007 22.29 22.84 22.17 22.63 +0.32 17,215 134,999 -347
Jul17 161007 21.41 21.94 21.34 21.82 +0.36 9,897 99,188 +1,687
Oct17 161007 20.80 21.24 20.72 21.19 +0.36 3,792 61,129 +488
Mar18 161007 20.44 20.83 20.35 20.79 +0.32 1,680 27,747 +336
May18 161007 19.59 19.97 19.59 19.94 +0.27 760 9,151 +117
Jul18 161007 19.20 19.29 19.14 19.22 +0.22 689 5,527 +319
Oct18 161007 18.77 18.80 18.76 18.78 +0.19 300 4,879 +280
Total Volume and Open Interest 82,996 831,434 +721
London Cocoa(LCE)
Dec16 161007 2291 2324 2289 2319 +40 9,346 92,615 -989
Mar17 161007 2227 2248 2212 2236 +25 9,069 82,710 +569
May17 161007 2217 2242 2209 2229 +23 4,325 41,838 -232
Jul17 161007 2221 2242 2209 2230 +23 1,739 12,090 +149
Sep17 161007 2214 2236 2205 2226 +24 886 18,566 +421
Dec17 161007 2214 2214 2193 2208 +26 569 11,113 +477
Mar18 161007 2199 2199 2199 2199 +26 102 2,499 +89
Total Volume and Open Interest 26,036 261,431 +484
London Sugar(LCE)
Dec16 161007 590.50 604.10 590.50 598.70 +8.20 4,341 37,618 +499
Mar17 161007 591.90 606.90 591.90 601.70 +7.70 3,074 23,251 +873
May17 161007 591.00 600.00 590.70 596.00 +8.00 1,075 15,964 +373
Aug17 161007 575.10 581.70 575.10 580.60 +7.90 499 7,087 +103
Oct17 161007 553.10 559.50 553.10 559.50 +7.80 349 6,126 +116
Total Volume and Open Interest 9,472 92,748 +1,976
Cotton(ICE)
Oct16 161007 67.19 67.19 67.19 67.19 -0.52 0 4 +0
Dec16 161007 67.67 68.10 66.91 66.98 -0.52 17,172 156,566 -1,329
Mar17 161007 68.12 68.54 67.54 67.62 -0.48 3,843 57,036 +622
May17 161007 68.72 68.82 67.91 67.95 -0.60 831 11,503 +217
Jul17 161007 68.88 69.00 68.12 68.18 -0.55 746 8,309 -2
Oct17 161007 67.73 67.73 67.73 67.73 -0.44      
Total Volume and Open Interest 23,179 248,216 -421
Lumber(CME)
Nov16 161007 336.8 345.7 334.0 343.1 +7.1 417 2,776 +65
Jan17 161007 346.4 354.0 345.0 352.1 +6.3 152 1,235 +67
Mar17 161007 350.2 357.0 350.2 355.8 +6.9 13 164 +9
May17 161007 347.0 351.8 347.0 348.7 +2.0 0 22 +0
Total Volume and Open Interest 582 4,214 +141
Crude Oil(NYM)
Nov16 161007 50.59 50.74 49.40 49.81 -0.63 520,070 487,416 -4,837
Dec16 161007 51.14 51.30 49.96 50.38 -0.60 197,367 321,831 +12,133
Jan17 161007 51.73 51.86 50.58 51.00 -0.57 65,363 174,038 +5,015
Feb17 161007 52.21 52.33 51.13 51.53 -0.55 29,428 84,965 +3,294
Mar17 161007 52.67 52.75 51.63 52.00 -0.54 45,304 162,973 +7,983
Apr17 161007 53.11 53.12 52.01 52.38 -0.54 23,150 47,280 +171
May17 161007 53.17 53.42 52.36 52.70 -0.53 15,039 38,318 +2,323
Jun17 161007 53.56 53.71 52.52 52.96 -0.51 58,783 135,528 +3,604
Jul17 161007 53.77 53.83 52.75 53.17 -0.48 9,752 27,876 +2,921
Aug17 161007 53.85 54.00 52.99 53.34 -0.46 6,352 22,732 +883
Sep17 161007 54.16 54.16 53.15 53.51 -0.43 10,113 38,099 +765
Oct17 161007 54.04 54.20 53.59 53.67 -0.40 5,161 18,443 -133
Nov17 161007 54.28 54.31 53.83 53.83 -0.38 2,969 17,619 +366
Dec17 161007 54.44 54.55 53.51 54.00 -0.36 52,838 164,808 -1,123
Jan18 161007 54.10 54.47 54.10 54.10 -0.34 655 17,072 +143
Feb18 161007 54.52 54.52 54.19 54.19 -0.33 348 6,033 +207
Total Volume and Open Interest 1,069,463 1,909,559 +37,894
e-miNY Crude Oil(NYM)
Nov16 161007 50.575 50.750 49.400 49.800 -0.650 11,735 2,217 +124
Dec16 161007 51.075 51.275 49.975 50.375 -0.600 497 1,470 +96
Jan17 161007 51.525 51.850 50.650 51.000 -0.575 48 323 +6
Feb17 161007 52.125 52.125 51.525 51.525 -0.550 38 149 -31
Mar17 161007 52.000 52.000 51.700 52.000 -0.550 38 142 -31
Apr17 161007 52.375 52.375 51.325 52.375 -0.550 0 82 +0
May17 161007 52.475 52.700 52.475 52.700 -0.525 1 118 +0
Jun17 161007 53.500 53.500 52.900 52.950 -0.525 3 154 +1
Jul17 161007 53.175 53.675 53.175 53.175 -0.475 46 104 +44
Aug17 161007 53.350 53.350 53.350 53.350 -0.450 45 135 +45
Total Volume and Open Interest 12,455 5,148 +255
NY Harbor ULSD(NYM)
Nov16 161007 159.99 160.58 156.36 157.93 -1.65 60,726 95,262 -5,516
Dec16 161007 161.11 161.84 157.84 159.34 -1.50 50,195 73,292 -1,293
Jan17 161007 162.68 163.39 159.58 161.10 -1.32 33,381 62,671 +5,817
Feb17 161007 163.98 164.55 160.93 162.45 -1.21 19,569 26,614 +1,684
Mar17 161007 164.28 164.53 161.40 162.88 -1.17 12,432 34,612 +1,002
Apr17 161007 163.12 163.64 161.07 162.49 -1.19 7,967 19,200 +2,466
May17 161007 163.39 163.43 161.34 162.53 -1.22 2,216 10,045 +251
Jun17 161007 164.23 164.23 161.61 162.86 -1.24 5,194 26,743 +826
Jul17 161007 162.49 163.72 162.33 163.72 -1.22 563 3,145 -19
Aug17 161007 164.78 165.08 164.78 164.78 -1.18 338 1,981 +50
Sep17 161007 166.71 166.72 165.21 165.98 -1.12 262 3,720 +43
Oct17 161007 166.31 167.16 166.31 167.16 -1.04 337 2,644 -12
Nov17 161007 167.00 168.22 167.00 168.22 -1.00 297 2,341 +44
Dec17 161007 170.05 170.77 167.78 169.18 -0.96 2,949 25,333 -573
Total Volume and Open Interest 196,773 396,200 +4,906
RBOB Gasoline(NYM)
Nov16 161007 150.40 150.62 147.01 148.18 -1.60 73,781 128,190 -4,285
Dec16 161007 148.39 148.93 145.72 147.07 -0.89 61,105 87,297 +1,997
Jan17 161007 148.65 148.95 146.04 147.43 -0.59 28,640 48,900 +2,383
Feb17 161007 149.91 150.11 147.52 148.82 -0.65 11,283 17,433 -56
Mar17 161007 151.01 152.12 149.92 151.13 -0.73 7,129 25,848 -876
Apr17 161007 168.83 170.02 167.86 169.34 -0.53 3,551 21,351 +854
May17 161007 170.59 171.17 169.40 170.49 -0.51 1,510 8,491 +324
Jun17 161007 170.97 170.97 168.68 170.19 -0.48 2,687 15,097 +482
Jul17 161007 169.78 169.78 168.59 169.22 -0.43 1,014 2,677 -18
Aug17 161007 167.45 167.60 167.45 167.60 -0.44 1,445 2,580 +402
Total Volume and Open Interest 196,632 384,800 +1,738
e-miNY RBOB Gasoline(NYM)
Nov16 161007 148.20 148.20 147.10 148.20 -1.58 0 1 +0
Dec16 161007 147.07 147.07 147.07 147.07 -0.89      
Jan17 161007 147.43 147.43 147.43 147.43 -0.59      
Feb17 161007 148.82 148.82 148.82 148.82 -0.65      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Nov16 161007 3.033 3.218 3.015 3.193 +0.144 171,022 276,320 -2,243
Dec16 161007 3.266 3.409 3.259 3.391 +0.109 67,932 104,243 +882
Jan17 161007 3.401 3.528 3.393 3.519 +0.109 43,646 166,386 -503
Feb17 161007 3.412 3.526 3.399 3.520 +0.103 17,105 46,642 +1,222
Mar17 161007 3.360 3.468 3.355 3.462 +0.095 26,067 107,528 +2,088
Apr17 161007 3.117 3.198 3.115 3.195 +0.066 23,298 99,501 +2,152
May17 161007 3.088 3.152 3.088 3.149 +0.061 6,685 36,927 +278
Jun17 161007 3.115 3.175 3.113 3.174 +0.061 1,926 30,556 -152
Jul17 161007 3.140 3.197 3.136 3.197 +0.060 2,297 20,994 +322
Aug17 161007 3.139 3.199 3.139 3.199 +0.059 1,812 16,889 +185
Sep17 161007 3.127 3.181 3.122 3.180 +0.057 2,564 19,815 +425
Oct17 161007 3.147 3.202 3.142 3.201 +0.057 8,596 47,498 +912
Nov17 161007 3.196 3.246 3.190 3.246 +0.054 3,902 15,450 -223
Dec17 161007 3.329 3.379 3.322 3.378 +0.053 2,914 20,590 +423
Jan18 161007 3.431 3.472 3.420 3.472 +0.052 3,320 15,357 +653
Feb18 161007 3.383 3.430 3.379 3.430 +0.052 1,729 4,521 +236
Total Volume and Open Interest 388,680 1,110,803 +7,449
Brent Crude Oil(ICE)
Dec16 161007 52.72 52.84 51.33 51.93 -0.58 302,091 562,351 -18,061
Jan17 161007 53.28 53.45 51.96 52.54 -0.57 116,861 284,500 +9,905
Feb17 161007 53.75 53.93 52.48 53.05 -0.55 50,766 146,434 -5,010
Mar17 161007 54.19 54.39 52.98 53.54 -0.53 35,683 179,878 +1,375
Apr17 161007 54.62 54.78 53.44 53.96 -0.52 17,187 64,750 -1,158
May17 161007 54.99 55.12 53.76 54.32 -0.52 12,320 58,200 +162
Jun17 161007 55.25 55.43 54.07 54.63 -0.51 47,857 158,155 +4,844
Jul17 161007 55.49 55.67 54.38 54.91 -0.50 5,007 38,015 +791
Aug17 161007 55.69 55.85 54.65 55.14 -0.48 5,578 25,266 -526
Sep17 161007 55.24 55.32 55.00 55.32 -0.47 7,328 52,166 +923
Oct17 161007 55.49 55.49 55.49 55.49 -0.45 4,233 23,303 +624
Nov17 161007 55.55 55.65 55.55 55.65 -0.44 4,773 22,238 +1,212
Dec17 161007 56.18 56.42 55.21 55.78 -0.43 53,249 211,008 +933
Jan18 161007 55.93 55.93 55.93 55.93 -0.42 545 19,132 -159
Total Volume and Open Interest 693,062 2,150,611 -2,333
Gas Oil(ICE)
Oct16 161007 470.50 472.50 459.75 467.25 -1.25 41,997 66,266 -6,729
Nov16 161007 471.25 473.25 460.75 468.50 -1.00 93,922 155,739 +6,475
Dec16 161007 472.25 474.00 461.75 469.50 -0.75 97,005 197,345 -8,233
Jan17 161007 474.25 476.50 464.75 472.50 -0.50 40,175 87,567 +1,413
Feb17 161007 476.75 479.25 467.75 475.25 -0.50 12,073 41,695 +878
Mar17 161007 479.00 481.25 471.00 477.50 -0.50 13,106 40,029 +378
Apr17 161007 481.00 483.25 472.25 479.50 -0.50 5,757 23,565 +386
May17 161007 483.00 484.75 475.50 481.75 -0.50 4,803 19,065 +618
Jun17 161007 485.00 487.75 479.25 484.00 -0.50 17,850 51,548 +167
Jul17 161007 488.25 490.00 481.00 487.25 -0.50 3,660 18,923 +1,066
Total Volume and Open Interest 353,744 896,730 -1,843
Ethanol(CBOT)
Nov16 161007 1.515 1.524 1.513 1.517 +0.014 249 2,260 +91
Dec16 161007 1.461 1.467 1.461 1.462 +0.008 97 1,298 -15
Jan17 161007 1.431 1.431 1.431 1.431 +0.008 52 606 +14
Feb17 161007 1.430 1.430 1.430 1.430 +0.005 20 230 +14
Mar17 161007 1.441 1.455 1.441 1.441 -0.001 21 182 +18
Apr17 161007 1.466 1.466 1.466 1.466 -0.001 0 234 +0
May17 161007 1.473 1.473 1.473 1.473 -0.001 0 5 +0
Jun17 161007 1.473 1.473 1.473 1.473 -0.001      
Total Volume and Open Interest 439 4,821 +45
WTI Crude Oil(ICE)
Nov16 161007 50.53 50.74 49.41 49.81 -0.63 38,385 60,059 -2,317
Dec16 161007 51.06 51.27 49.97 50.38 -0.60 53,007 129,113 +1,355
Jan17 161007 51.64 51.84 50.59 51.00 -0.57 26,707 47,391 +5,955
Feb17 161007 52.07 52.35 51.14 51.53 -0.55 13,898 30,909 +1,474
Mar17 161007 52.52 52.70 51.60 52.00 -0.54 10,588 43,785 -210
Apr17 161007 52.91 52.91 52.01 52.38 -0.54 5,449 10,203 +143
May17 161007 53.20 53.30 52.38 52.70 -0.53 3,072 8,285 +24
Jun17 161007 53.45 53.51 52.52 52.96 -0.51 11,573 43,730 +483
Jul17 161007 52.82 53.17 52.82 53.17 -0.48 604 7,386 +58
Aug17 161007 53.34 53.34 53.34 53.34 -0.46 483 3,127 +186
Sep17 161007 53.51 53.51 53.51 53.51 -0.43 1,086 13,562 +408
Oct17 161007 53.67 53.67 53.67 53.67 -0.40 358 2,683 +152
Nov17 161007 53.83 53.83 53.83 53.83 -0.38 208 1,328 +30
Dec17 161007 54.31 54.45 53.65 54.00 -0.36 10,914 81,447 -187
Jan18 161007 54.10 54.10 54.10 54.10 -0.34 217 592 +45
Feb18 161007 54.19 54.19 54.19 54.19 -0.33 35 628 +1
Total Volume and Open Interest 182,804 546,383 +10,865
US Dollar Index(ICE)
Dec16 161007 96.850 97.215 96.405 96.655 -0.118 23,774 51,206 +1,084
Mar17 161007 96.730 97.115 96.330 96.575 -0.113 220 3,408 +57
Jun17 161007 96.770 96.925 96.495 96.495 -0.112 1 299 +1
Total Volume and Open Interest 23,996 54,938 +1,143
Australian Dollar(CME)
Dec16 161007 75.72 76.12 75.40 75.67 +0.02 100,223 112,458 +2,994
Mar17 161007 75.44 75.96 75.26 75.53 +0.02 175 539 -15
Jun17 161007 75.36 75.98 75.31 75.36 +0.02 9 2 -6
Total Volume and Open Interest 100,407 113,001 +2,973
British Pound(CME)
Dec16 161007 126.30 126.34 120.34 124.45 -1.72 104,822 261,248 +906
Mar17 161007 126.70 126.70 121.21 124.69 -1.72 444 1,920 +305
Jun17 161007 125.05 126.70 122.24 124.94 -1.74 0 419 +0
Total Volume and Open Interest 105,266 263,689 +1,211
Canadian Dollar(CME)
Dec16 161007 75.69 75.87 75.11 75.34 -0.28 60,608 100,584 -1,807
Mar17 161007 75.66 75.90 75.17 75.39 -0.28 682 1,794 +439
Jun17 161007 75.49 75.91 75.30 75.45 -0.28 31 262 +8
Sep17 161007 75.77 75.98 75.37 75.51 -0.29 5 119 +5
Total Volume and Open Interest 61,327 102,864 -1,355
Japanese Yen(CME)
Dec16 161007 96.40 97.48 96.38 97.28 +1.02 131,373 156,919 +94
Mar17 161007 97.13 97.86 96.81 97.68 +1.02 478 796 +187
Jun17 161007 98.07 98.25 97.84 98.16 +1.03 1 110 +0
Total Volume and Open Interest 131,852 157,855 +281
Swiss Franc(CME)
Dec16 161007 102.33 102.80 101.99 102.52 +0.29 22,132 45,887 -350
Mar17 161007 102.73 103.27 102.56 103.07 +0.29 3 72 +0
Jun17 161007 103.69 103.81 103.37 103.69 +0.29 0 17 +0
Total Volume and Open Interest 22,135 45,980 -350
EuroFX(CME)
Dec16 161007 111.78 112.37 111.36 112.11 +0.38 147,447 337,042 -1,282
Mar17 161007 112.23 112.80 111.81 112.55 +0.38 2,580 8,984 +877
Jun17 161007 112.66 113.27 112.35 113.06 +0.38 10 1,140 +4
Total Volume and Open Interest 150,037 347,242 -401
Mexican Peso(CME)
Oct16 161007 517.75 517.75 517.75 517.75 -0.75 0 1 +0
Nov16 161007 516.13 516.13 516.13 516.13 -0.88 0 5 +0
Total Volume and Open Interest 58,447 150,717 -6,793
Brazilian Real(CME)
Nov16 161007 308.50 311.30 304.40 308.30 +0.45 737 25,503 +43
Dec16 161007 305.90 307.60 304.90 305.75 +0.40 53 3,439 +5
Jan17 161007 303.05 303.50 303.05 303.05 +0.35      
Feb17 161007 300.20 300.20 300.20 300.20 +0.35      
Total Volume and Open Interest 790 28,942 +48
30-Year T-Bonds(CBOT)
Dec16 161007 165~060 165~180 164~080 164~290 -0~050 263,716 568,461 -614
Mar17 161007 163~160 163~160 163~160 163~160 -0~040 7 14 +3
Jun17 161007 162~200 162~200 162~200 162~200 -0~040      
Total Volume and Open Interest 263,723 568,475 -611
10-Year T-Notes(CBOT)
Dec16 161007 130~000 130~070 129~230 130~020 +0~035 1,209,515 2,873,014 +16,245
Mar17 161007 129~155 129~215 129~065 129~165 +0~030 141 1,074 +131
Jun17 161007 129~085 129~085 129~085 129~085 +0~030      
Total Volume and Open Interest 1,209,656 2,874,088 +16,376
5-Year T-Notes(CBOT)
Dec16 161007 120~264 120~310 120~220 120~276 +0~020 547,763 2,752,586 -12,837
Mar17 161007 120~160 120~204 120~156 120~172 +0~016 105 478 +102
Jun17 161007 120~172 120~172 120~172 120~172 +0~016      
Total Volume and Open Interest 547,868 2,753,064 -12,735
2 Year T-Notes(CBOT)
Dec16 161007 109~010 109~022 108~316 109~010 unch 265,440 1,120,835 +11,416
Mar17 161007 108~302 108~302 108~302 108~302 unch      
Jun17 161007 108~302 108~302 108~302 108~302 unch      
Total Volume and Open Interest 265,440 1,120,835 +11,416
Eurodollars(CME)
Dec16 161007 99.050 99.065 99.040 99.050 unch 306,812 1,621,212 -18,908
Mar17 161007 98.995 99.025 98.985 99.000 unch 206,503 1,228,548 +17,240
Jun17 161007 98.940 98.970 98.935 98.945 unch 210,240 1,166,102 +6,599
Sep17 161007 98.895 98.930 98.890 98.900 unch 199,132 916,782 -13,693
Dec17 161007 98.845 98.875 98.835 98.850 +0.005 303,021 1,477,643 -11,412
Mar18 161007 98.810 98.845 98.805 98.820 +0.005 199,879 662,138 -7,395
Jun18 161007 98.775 98.810 98.765 98.785 +0.005 148,146 532,975 -6,422
Sep18 161007 98.735 98.770 98.720 98.745 +0.005 115,072 417,201 +2,014
Dec18 161007 98.685 98.720 98.670 98.700 +0.010 156,848 674,247 -862
Mar19 161007 98.660 98.690 98.640 98.670 +0.010 91,555 428,374 -7,731
Jun19 161007 98.620 98.655 98.600 98.630 +0.010 83,863 391,363 +5,326
Sep19 161007 98.585 98.615 98.555 98.590 +0.010 67,502 272,282 +3,920
Dec19 161007 98.535 98.565 98.505 98.545 +0.015 65,012 330,877 +4,230
Mar20 161007 98.500 98.530 98.470 98.510 +0.015 42,930 143,695 -6,617
Jun20 161007 98.455 98.490 98.425 98.470 +0.015 35,219 109,580 +863
Sep20 161007 98.410 98.445 98.385 98.425 +0.015 44,740 99,008 +5,883
Dec20 161007 98.365 98.400 98.335 98.375 +0.015 35,614 107,146 -40
Mar21 161007 98.325 98.360 98.295 98.335 +0.015 25,913 58,203 -402
Total Volume and Open Interest 2,429,127 11,197,660 -24,984
Ultra T-Bond(CBOT)
Dec16 161007 179~26 180~10 178~17 179~11 -0~10 78,571 611,640 +4,034
Mar17 161007 178~14 178~14 178~14 178~14 -0~10 0 10 +0
Jun17 161007 177~24 177~24 177~24 177~24 -0~10      
Total Volume and Open Interest 78,571 611,650 +4,034
Ultra 10-Yr T-Note(CBOT)
Dec16 161007 142~160 142~250 142~030 142~185 +0~040 64,454 223,211 -2,877
Mar17 161007 142~160 142~160 142~160 142~160 +0~040      
Jun17 161007 142~160 142~160 142~160 142~160 +0~040      
Total Volume and Open Interest 64,454 223,211 -2,877
30 Day Federal Funds(CBOT)
Oct16 161007 99.605 99.607 99.603 99.605 unch 100,804 310,726 +30,350
Nov16 161007 99.570 99.590 99.565 99.585 +0.015 80,556 253,417 +21,557
Dec16 161007 99.500 99.515 99.495 99.505 +0.010 13,320 105,909 +2,630
Jan17 161007 99.435 99.460 99.430 99.440 +0.005 33,015 152,908 +1,393
Feb17 161007 99.420 99.435 99.410 99.420 unch 7,634 77,488 -90
Mar17 161007 99.390 99.405 99.380 99.390 unch 3,836 32,582 -30
Total Volume and Open Interest 261,488 1,124,412 +59,329
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 161006 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 161006 99.99 99.99 99.99 99.99 unch      
Jun17 161006 99.99 99.99 99.99 99.99 unch      
Sep17 161006 99.99 99.99 99.99 99.99 unch      
Dec17 161006 99.99 99.99 99.99 99.99 unch      
Mar18 161006 100.00 100.00 100.00 100.00 unch      
Jun18 161006 99.86 99.86 99.86 99.86 unch      
Sep18 161006 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161006 152.04 152.05 151.94 152.01 -0.05 1,693 15,758 +460
Mar17 161006 151.93 151.93 151.93 151.93 -0.05      
Jun17 161006 151.93 151.93 151.93 151.93 -0.05      
Total Volume and Open Interest 1,693 15,758 +460
Euro-Buxl(EUREX)
Dec16 161007 185.86 186.02 184.14 184.72 -1.00 51,731 175,620 +5,408
Mar17 161007 183.40 183.86 182.92 183.04 -0.98 84 186 +9
Jun17 161007 182.10 182.10 181.72 181.72 -1.00 1 4 -3
Total Volume and Open Interest 51,816 175,810 +5,414
Euro-Bund(EUREX)
Dec16 161007 164.25 164.30 163.72 163.91 -0.27 1,018,759 1,985,753 +97,930
Mar17 161007 166.47 166.51 166.00 166.18 -0.31 6,486 49,973 +5,356
Jun17 161007 164.37 164.37 164.37 164.37 -0.27      
Total Volume and Open Interest 1,025,245 2,035,726 +103,286
Euro-Bobl(EUREX)
Dec16 161007 131.74 131.78 131.59 131.69 -0.06 488,826 1,426,042 +23,423
Mar17 161007 133.37 133.48 133.32 133.41 -0.06 1,258 8,866 +1,258
Jun17 161007 131.94 131.94 131.94 131.94 -0.06      
Total Volume and Open Interest 490,084 1,434,908 +24,681
Euro-Schatz(EUREX)
Dec16 161007 112.09 112.11 112.06 112.10 unch 435,887 1,396,624 +106,042
Mar17 161007 112.10 112.10 112.10 112.10 unch      
Jun17 161007 112.10 112.10 112.10 112.10 unch      
Total Volume and Open Interest 435,887 1,396,624 +106,042
3-Mth Euribor(EUREX)
Dec16 161007 100.300 100.300 100.300 100.300 -0.005 5 3,403 -5
Mar17 161007 100.305 100.310 100.305 100.310 unch 0 3,285 +0
Jun17 161007 100.320 100.320 100.320 100.320 -0.010 0 33,967 +0
Total Volume and Open Interest 232 74,468 +168
Long Gilt(LIFFE)
Dec16 161007 128~02 128~14 127~12 127~32 -0~30 216,677 560,942 +8,594
Mar17 161007 128~22 128~22 128~22 128~22 -1~05      
Total Volume and Open Interest 216,677 560,942 +8,594
3-Mth Short Sterling(LIFFE)
Dec16 161007 99.64 99.64 99.61 99.63 -0.01 77,159 483,149 -11,278
Mar17 161007 99.66 99.66 99.63 99.65 -0.02 24,141 368,639 -5,807
Jun17 161007 99.68 99.68 99.63 99.67 -0.02 48,020 372,630 +2,880
Sep17 161007 99.68 99.68 99.63 99.67 -0.03 63,807 303,794 -10,553
Dec17 161007 99.68 99.68 99.63 99.66 -0.04 81,215 396,058 +3,264
Mar18 161007 99.68 99.68 99.61 99.64 -0.06 85,477 211,352 -8,929
Total Volume and Open Interest 657,099 3,100,216 -21,407
3-Mth Euribor(LIFFE)
Dec16 161007 100.300 100.305 100.295 100.300 -0.005 75,228 429,903 -11,564
Mar17 161007 100.315 100.315 100.305 100.305 -0.010 60,614 411,452 -840
Jun17 161007 100.325 100.330 100.315 100.320 -0.010 79,894 408,263 +3,715
Total Volume and Open Interest 837,039 3,167,147 -24,325
3-Mth Aus T-Bills(SFE)
Dec16 161007 98.25 98.26 98.24 98.25 unch 22,986 186,182 -160
Mar17 161007 98.28 98.29 98.27 98.28 unch 36,604 189,772 -8,036
Jun17 161007 98.30 98.31 98.29 98.30 unch 28,633 195,771 +4,222
Sep17 161007 98.30 98.32 98.30 98.31 unch 14,028 131,531 +3,616
Dec17 161007 98.31 98.32 98.30 98.31 unch 17,906 137,545 +2,299
Mar18 161007 98.30 98.30 98.28 98.29 unch 4,648 70,893 -108
Jun18 161007 98.28 98.28 98.27 98.27 -0.01 4,185 61,360 +1,033
Sep18 161007 98.25 98.25 98.24 98.24 -0.01 2,455 25,232 +319
Dec18 161007 98.21 98.22 98.20 98.20 -0.02 407 6,448 -9
Mar19 161007 98.20 98.20 98.17 98.17 -0.03 201 3,453 +200
Total Volume and Open Interest 132,154 1,010,454 +3,341
10-Year Aus T-Bonds(SFE)
Dec16 161007 97.87 97.90 97.84 97.86 -0.01 164,542 816,218 -3,553
Mar17 161007 97.86 97.86 97.86 97.86 -0.01      
Total Volume and Open Interest 164,542 816,218 -3,553
3-Year Aus T-Bonds(SFE)
Dec16 161007 98.41 98.43 98.39 98.40 -0.02 167,754 795,500 -7,917
Mar17 161007 98.40 98.40 98.40 98.40 -0.02      
Total Volume and Open Interest 167,754 795,500 -7,917
Gold(CMX)
Oct16 161007 1253.9 1263.6 1248.9 1248.9 -0.9 246 386 -1,301
Dec16 161007 1256.8 1267.6 1243.2 1251.9 -1.1 213,859 405,722 -17,049
Feb17 161007 1260.6 1271.0 1246.9 1255.3 -1.1 8,712 47,354 -1,321
Apr17 161007 1264.3 1273.3 1251.3 1258.5 -1.1 5,612 14,764 -900
Jun17 161007 1270.9 1276.0 1255.1 1261.6 -1.0 3,064 20,191 -675
Aug17 161007 1272.1 1275.1 1257.9 1264.4 -1.0 1,125 8,122 +101
Oct17 161007 1271.9 1282.5 1259.2 1266.9 -1.0 548 1,998 -217
Dec17 161007 1277.7 1282.6 1261.6 1269.3 -1.0 1,011 11,709 -10
Feb18 161007 1276.0 1276.0 1271.7 1271.7 -1.0 1 163 +0
Apr18 161007 1273.9 1273.9 1273.9 1273.9 -1.0 0 3 +0
Jun18 161007 1279.6 1279.6 1276.1 1276.1 -1.0 2 4,196 -2
Aug18 161007 1279.0 1279.0 1279.0 1279.0 -1.0      
Total Volume and Open Interest 234,725 523,399 -21,425
Silver(CMX)
Dec16 161007 1734.5 1768.5 1711.5 1738.0 +3.5 76,915 162,717 -4,144
Mar17 161007 1744.5 1778.0 1724.5 1748.7 +3.6 3,247 20,067 -207
May17 161007 1749.0 1774.0 1730.5 1755.8 +3.6 196 1,523 +114
Jul17 161007 1750.0 1773.5 1743.0 1762.7 +3.6 464 3,340 +251
Sep17 161007 1768.5 1792.0 1745.0 1769.1 +3.6 138 571 +48
Dec17 161007 1800.0 1802.5 1777.6 1777.6 +3.5 94 2,760 +20
Mar18 161007 1784.9 1784.9 1784.9 1784.9 +3.5 0 12 +0
Total Volume and Open Interest 81,199 194,811 -3,936
Platinum(NYMEX)
Oct16 161007 966.3 970.9 958.8 958.8 -3.5 184 443 -99
Jan17 161007 968.9 981.0 952.0 962.6 -3.7 17,436 64,550 +19
Apr17 161007 976.9 985.4 960.4 967.4 -3.4 210 4,505 +93
Jul17 161007 970.5 988.6 970.5 970.5 -3.4 1 27 +0
Total Volume and Open Interest 17,842 69,710 +15
Palladium(NYMEX)
Dec16 161007 669.85 679.65 662.10 667.40 +1.25 7,262 26,610 -832
Mar17 161007 672.25 680.00 666.10 669.40 +1.35 144 592 +95
Jun17 161007 671.25 707.45 671.25 671.25 +1.35 0 32 +0
Total Volume and Open Interest 7,408 27,240 -738
Copper(CMX)
Dec16 161007 215.45 218.30 214.75 216.35 +0.80 37,068 125,684 +489
Mar17 161007 216.35 219.20 215.75 217.40 +0.90 1,870 35,587 -2
May17 161007 217.00 219.75 216.45 218.10 +0.90 335 7,239 +112
Jul17 161007 219.20 219.20 218.55 218.70 +0.90 74 2,550 -24
Sep17 161007 219.75 219.75 219.20 219.20 +0.85 229 1,412 +100
Total Volume and Open Interest 40,174 182,415 +606
E-mini DJIA Index(CBOT)
Dec16 161007 18192 18251 18061 18157 -42 137,416 127,558 +6,036
Mar17 161007 18098 18194 18024 18097 -42 48 496 -3
Jun17 161007 18021 18021 18005 18021 -42 0 6 +0
Sep17 161007 17936 17936 17936 17936 -42      
Total Volume and Open Interest 137,464 128,060 +6,033
S & P 500(CME)
Dec16 161007 2155.20 2160.00 2146.50 2146.50 -10.00 2,681 74,463 +312
Mar17 161007 2141.00 2141.00 2141.00 2141.00 -9.90 0 163 +0
Jun17 161007 2135.80 2135.80 2135.80 2135.80 -9.90 0 60 +0
Sep17 161007 2132.40 2132.40 2132.40 2132.40 -9.90      
Total Volume and Open Interest 2,681 74,686 +312
S & P 500 E-Mini(Globex)
Dec16 161007 2155.25 2161.50 2138.00 2146.50 -10.00 1,369,566 2,921,730 +9,440
Mar17 161007 2150.00 2155.25 2132.75 2141.00 -10.00 2,230 13,342 +1,061
Jun17 161007 2147.25 2147.25 2128.25 2135.75 -10.00 8 578 +5
Sep17 161007 2132.50 2132.50 2131.75 2132.50 -9.75 0 17 +0
Total Volume and Open Interest 1,371,804 2,935,684 +10,506
NASDAQ 100 E-Mini(Globex)
Dec16 161007 4870.30 4883.80 4834.80 4859.00 -13.00 182,962 301,537 +6,101
Mar17 161007 4865.30 4879.00 4832.00 4855.50 -13.00 76 409 -4
Jun17 161007 4849.50 4849.50 4849.50 4849.50 -13.00 0 15 +0
Total Volume and Open Interest 183,038 301,967 +6,097
S&P Midcap 400(CME) e-Mini
Dec16 161007 1541.80 1546.10 1523.30 1530.80 -10.30 19,551 83,446 +375
Mar17 161007 1528.30 1540.30 1522.00 1528.30 -10.30 0 1 +0
Jun17 161007 1518.60 1518.60 1518.60 1518.60 -10.30      
Total Volume and Open Interest 19,551 83,447 +375
Volatility Index(CBOE)
Oct16 161007 15.00 15.58 14.75 15.33 +0.35 70,687 210,425 -11,252
Nov16 161007 16.55 16.95 16.37 16.73 +0.21 56,200 130,736 +8,562
Dec16 161007 17.10 17.45 16.98 17.28 +0.20 14,010 65,731 +2,795
Jan17 161007 18.30 18.58 18.18 18.43 +0.15 5,508 32,914 +286
Total Volume and Open Interest 155,522 482,871 -318
Russell 2000(ICE)
Dec16 161007 1242.10 1248.50 1226.90 1231.70 -12.90 77,920 332,115 -1,206
Mar17 161007 1243.90 1243.90 1225.00 1227.70 -12.90 0 268 +0
Jun17 161007 1224.20 1224.20 1224.20 1224.20 -12.90 0 170 +0
Total Volume and Open Interest 77,920 332,692 -1,206
Nikkei 225(CME)
Dec16 161007 16965 16970 16770 16820 -155 8,777 32,493 -127
Mar17 161007 16885 16925 16830 16830 -155 6 29 +5
Total Volume and Open Interest 8,783 32,522 -122
Nikkei 225(SGX)
Dec16 161007 16845 16880 16830 16875 -15 64,932 170,539 +3,304
Mar17 161007 16845 16845 16805 16840 -15 802 2,074 +159
Jun17 161006 16730 16730 16730 16730 +115      
Total Volume and Open Interest 58,934 176,860 -1,040
Nikkei 225(CME) Yen
Dec16 161007 16935 16935 16735 16785 -160 40,141 49,713 +212
Mar17 161007 16845 16850 16730 16730 -160 255 66 -139
Jun17 161007 16600 16600 16600 16600 -160      
Total Volume and Open Interest 40,396 49,785 +73
Nikkei 225(CME) e-Mini Yen
Dec16 161007 16820 16820 16750 16790 -160 4 9 +1
Mar17 161007 16730 16730 16730 16730 -160      
Jun17 161007 16600 16600 16600 16600 -160      
Total Volume and Open Interest 4 9 +1
CAC 40(EURONEXT)
Oct16 161007 4479.0 4485.5 4427.0 4446.0 -30.0 76,295 282,213 +2,308
Nov16 161007 4473.0 4479.0 4430.0 4443.0 -30.0 118 6,484 +20
Dec16 161007 4467.0 4470.5 4419.5 4437.0 -30.0 2,061 24,068 +1,001
Total Volume and Open Interest 78,474 312,827 +3,329
Hang Seng Index(HKFE)
Oct16 161007 23936 23953 23751 23830 -95 101,781 144,056 +427
Nov16 161007 23951 23951 23750 23828 -98 566 953 +58
Dec16 161007 23890 23911 23773 23847 -93 359 12,789 -48
Total Volume and Open Interest 102,852 159,923 +535
DAX(EUREX)
Dec16 161007 10560.5 10573.0 10442.0 10488.5 -95.5 80,777 157,281 -12,137
Mar17 161007 10555.0 10555.0 10448.0 10485.5 -95.5 65 1,146 -54
Jun17 161007 10500.0 10505.5 10500.0 10505.5 -95.5 33 158 +27
Total Volume and Open Interest 80,875 158,585 -12,164
Mini-DAX(EUREX)
Dec16 161007 10564.0 10573.0 10442.0 10488.5 -95.5 35,745 14,790 +227
Mar17 161007 10567.0 10567.0 10471.0 10485.5 -95.5 52 867 -27
Jun17 161007 10511.0 10511.0 10505.5 10505.5 -95.5 13 15 -9
Total Volume and Open Interest 35,810 15,672 +191
FT-SE 100(EURONEXT)
Dec16 161007 7008.00 7044.50 6977.50 7016.50 +39.50 127,210 745,751 -718
Mar17 161007 6975.50 6978.00 6940.00 6954.00 +38.50 63 1,772 +42
Jun17 161007 6887.00 6887.00 6887.00 6887.00 +38.50      
Total Volume and Open Interest 127,273 747,523 -676
SPI 200(SFE)
Dec16 161007 5466.0 5486.0 5438.0 5450.0 -17.0 30,055 282,609 -4,092
Mar17 161007 5403.0 5403.0 5403.0 5403.0 -17.0 2 1,443 +1
Jun17 161007 5390.0 5390.0 5390.0 5390.0 -17.0 0 1,397 +0
Total Volume and Open Interest 30,166 287,080 -3,986
FTSE MIB(ISE)
Dec16 161007 16475.00 16520.00 16285.00 16347.00 -115.00 37,199 43,643 -1,956
Mar17 161007 16365.00 16405.00 16275.00 16327.00 -118.00 11 106 -2
Jun17 161007 15927.00 15927.00 15927.00 15927.00 -111.00      
Total Volume and Open Interest 37,210 43,749 -1,958
KOSPI 200(KFE)
Dec16 161007 261.20 261.90 260.30 260.55 -0.55 131,079 134,685 +1,210
Mar17 161007 258.00 259.00 257.60 257.85 -0.45 423 4,427 +119
Jun17 161007 258.85 258.85 258.45 258.45 -0.70 9 913 -2
Total Volume and Open Interest 131,512 143,102 +1,327
GSCI(CME)
Oct16 161007 373.50 374.00 369.75 370.90 -2.20 495 14,688 -183
Nov16 161007 374.05 376.55 372.85 373.85 -2.05 60 125 +50
Dec16 161007 377.45 377.45 377.45 377.45 -2.05      
Total Volume and Open Interest 555 14,813 -133
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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