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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue October 11, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161011 953.50 960.75 951.50 954.25 -0.25 173,884 297,623 -12,899
Jan17 161011 960.50 967.75 958.50 961.75 +0.25 72,941 136,405 +8,849
Mar17 161011 967.25 974.00 965.00 968.25 +0.50 28,537 72,044 -790
May17 161011 973.75 980.50 972.25 975.00 +0.50 12,871 47,943 +12
Jul17 161011 978.50 986.00 978.00 980.75 +0.50 13,944 56,380 +794
Aug17 161011 977.75 984.50 976.75 980.00 +0.75 328 2,251 +21
Sep17 161011 967.25 973.50 967.25 969.25 +0.50 104 860 -10
Nov17 161011 960.00 967.50 960.00 962.25 +0.50 5,383 32,054 +822
Jan18 161011 965.50 971.00 964.00 965.50 +0.25 216 1,082 +26
Mar18 161011 971.00 971.00 967.25 967.25 unch 172 373 +55
May18 161011 970.50 970.50 970.50 970.50 unch 2 249 +0
Jul18 161011 974.50 974.50 974.50 974.50 unch 2 306 +1
Aug18 161011 969.50 969.50 969.50 969.50 unch 0 17 +0
Sep18 161011 954.25 954.25 954.25 954.25 unch 0 17 +0
Total Volume and Open Interest 308,425 647,884 -3,101
Soybean Meal(CBOT)
Oct16 161011 296.00 298.60 296.00 297.60 +1.30 793 864 -628
Dec16 161011 298.00 302.00 297.50 300.30 +2.20 63,687 170,485 -2,003
Jan17 161011 299.00 303.10 298.60 301.60 +2.30 26,891 50,165 +2,245
Mar17 161011 301.30 305.30 300.90 303.90 +2.30 10,544 52,261 +1,865
May17 161011 303.30 307.30 303.00 306.10 +2.50 3,969 31,215 +649
Jul17 161011 305.00 308.80 304.70 307.80 +2.70 2,545 34,659 +181
Aug17 161011 305.70 308.70 304.80 307.80 +2.70 251 4,199 -37
Sep17 161011 304.60 308.20 304.40 307.40 +2.70 308 4,782 -3
Oct17 161011 303.00 306.00 303.00 305.40 +2.60 164 4,207 +18
Dec17 161011 303.60 306.40 303.00 305.80 +2.50 411 13,518 +10
Total Volume and Open Interest 109,692 368,616 +2,339
Soybean Oil(CBOT)
Oct16 161011 33.78 33.78 33.16 33.16 -0.46 179 733 +44
Dec16 161011 33.95 34.09 33.31 33.35 -0.47 75,680 213,601 -2,474
Jan17 161011 34.20 34.35 33.60 33.63 -0.46 30,737 72,905 +6,731
Mar17 161011 34.41 34.59 33.85 33.88 -0.48 17,235 63,180 +6,801
May17 161011 34.62 34.71 34.04 34.07 -0.47 3,034 33,043 -351
Jul17 161011 34.81 34.91 34.22 34.25 -0.48 4,363 26,324 +2,613
Aug17 161011 34.80 34.95 34.26 34.29 -0.46 131 3,859 -21
Sep17 161011 34.73 34.81 34.26 34.28 -0.44 130 3,136 +6
Oct17 161011 34.13 34.13 34.13 34.13 -0.43 129 2,567 +29
Dec17 161011 34.64 34.74 34.13 34.17 -0.43 470 8,230 +78
Total Volume and Open Interest 132,147 428,536 +13,502
Canola(WCE)
Nov16 161011 469.8 475.2 469.1 474.0 +4.2 10,300 121,435 -1,808
Jan17 161011 476.6 482.4 476.6 481.4 +4.1 3,451 36,746 +643
Mar17 161011 483.5 487.9 483.1 486.9 +4.2 524 13,532 +176
May17 161011 487.5 492.4 487.5 491.5 +4.5 601 7,338 +380
Jul17 161011 490.0 494.1 489.0 493.1 +4.4 769 12,710 +310
Total Volume and Open Interest 16,217 200,596 +3
Corn(CBOT)
Dec16 161011 343.00 347.00 341.00 345.50 +2.25 173,884 710,397 -11,814
Mar17 161011 352.75 356.50 351.00 355.25 +2.00 53,200 260,617 +6,021
May17 161011 360.00 363.25 358.00 361.75 +1.50 9,403 68,337 -269
Jul17 161011 366.75 370.00 365.00 368.50 +1.50 5,671 121,668 +306
Sep17 161011 373.75 376.75 372.00 375.50 +1.50 1,466 42,736 +156
Dec17 161011 382.50 385.75 381.00 384.25 +1.25 2,989 76,583 -117
Mar18 161011 391.00 394.75 391.00 393.50 +1.00 59 5,395 +6
May18 161011 397.25 398.50 397.25 398.50 +0.50 1 1,086 +0
Jul18 161011 402.00 402.25 401.50 402.25 +0.25 9 1,400 -1
Sep18 161011 401.00 401.00 401.00 401.00 unch 0 518 +0
Total Volume and Open Interest 246,785 1,293,774 -5,657
Wheat(CBOT)
Dec16 161011 402.75 408.75 401.25 407.25 +3.50 61,770 301,320 -5,044
Mar17 161011 423.00 426.75 419.25 425.00 +1.25 23,445 100,254 +4,102
May17 161011 437.50 439.75 432.50 438.00 +1.00 4,743 24,893 +270
Jul17 161011 447.25 451.75 444.50 449.75 +1.25 4,627 39,362 +907
Sep17 161011 463.50 466.25 459.00 464.50 +1.00 625 4,438 +191
Dec17 161011 483.00 484.25 478.50 483.00 unch 904 8,113 +419
Total Volume and Open Interest 96,246 480,644 +932
Wheat(KCBT)
Dec16 161011 406.00 409.25 401.75 406.25 -0.75 18,545 136,845 -804
Mar17 161011 422.75 425.50 418.50 423.00 -0.50 8,524 47,096 +1,637
May17 161011 433.50 435.75 429.00 433.25 -0.50 2,934 21,199 -423
Jul17 161011 443.25 446.50 439.25 443.75 -0.75 3,832 30,681 +1,051
Sep17 161011 459.00 459.50 457.25 458.75 -0.75 84 3,236 +14
Dec17 161011 477.00 482.25 476.00 480.75 -0.50 254 3,745 +78
Mar18 161011 495.50 495.50 495.50 495.50 -0.50 22 757 -8
Total Volume and Open Interest 34,210 244,072 +1,540
Wheat(MGE)
Dec16 161011 521.75 525.75 519.50 524.25 +2.00 4,743 29,887 +825
Mar17 161011 526.25 527.75 522.50 526.50 +0.25 2,339 17,138 +703
May17 161011 532.75 532.75 528.50 531.50 -0.25 293 8,358 +9
Jul17 161011 539.50 540.00 535.50 538.25 unch 273 3,797 +95
Sep17 161011 547.50 547.50 545.00 546.00 +0.50 25 3,447 -13
Dec17 161011 558.75 558.75 556.00 557.00 -1.00 46 2,205 +5
Total Volume and Open Interest 7,719 64,844 +1,624
Oats(CBOT)
Dec16 161011 197.75 201.75 196.50 199.00 +2.00 948 7,805 -304
Mar17 161011 200.00 203.00 200.00 201.00 +2.50 197 2,059 +71
May17 161011 204.00 206.00 203.00 204.25 +2.00 6 75 +2
Jul17 161011 210.50 210.50 210.50 210.50 +2.00 0 28 +0
Total Volume and Open Interest 1,151 9,967 -231
Rough Rice(CBOT)
Nov16 161011 10.22 10.40 10.22 10.40 +0.16 290 9,257 -62
Jan17 161011 10.50 10.63 10.50 10.62 +0.14 242 1,982 +196
Mar17 161011 10.86 10.86 10.71 10.86 +0.14 0 120 +0
May17 161011 11.00 11.06 11.00 11.06 +0.15 0 4 +0
Total Volume and Open Interest 548 11,379 +150
Live Cattle(CME)
Oct16 161011 98.285 99.480 96.680 97.500 -1.385 7,807 16,720 -7,913
Dec16 161011 99.950 101.200 98.350 99.100 -0.950 16,771 130,582 -285
Feb17 161011 100.785 102.150 99.830 100.550 -0.430 7,392 50,097 +268
Apr17 161011 100.430 101.730 99.730 100.385 -0.250 5,761 37,927 +269
Jun17 161011 94.180 95.550 93.800 94.400 -0.330 2,558 15,173 +833
Aug17 161011 93.250 94.050 92.650 93.180 -0.150 535 7,490 -57
Total Volume and Open Interest 41,047 260,428 -6,803
Feeder Cattle(CME)
Oct16 161011 124.330 126.330 123.330 124.135 -0.515 1,449 7,420 -540
Nov16 161011 119.500 121.680 118.750 119.580 -0.455 4,208 18,644 -934
Jan17 161011 115.600 117.430 114.700 115.550 -0.350 2,744 8,989 +781
Mar17 161011 113.950 115.680 113.350 114.100 -0.285 610 5,674 +96
Apr17 161011 114.100 115.480 113.300 114.080 -0.220 158 945 +10
May17 161011 113.680 115.100 112.750 113.680 -0.370 173 1,093 -30
Aug17 161011 115.350 116.500 114.950 115.450 -0.700 36 310 +9
Total Volume and Open Interest 9,378 43,075 -608
Lean Hogs(CME)
Oct16 161011 51.100 51.785 51.100 51.450 +0.770 6,891 15,312 -2,540
Dec16 161011 42.750 43.785 42.300 42.785 +0.405 16,971 128,947 +2,317
Feb17 161011 49.630 50.680 49.550 50.100 +0.520 6,481 41,094 -975
Apr17 161011 57.200 57.800 56.880 57.450 +0.415 4,465 26,585 +233
May17 161011 66.350 66.350 66.350 66.350 +0.215 25 562 +0
Jun17 161011 70.785 71.035 70.250 70.730 -0.055 1,914 8,944 +878
Jul17 161011 71.400 71.750 70.885 71.400 -0.280 639 2,584 +377
Aug17 161011 71.400 71.600 70.830 71.050 -0.085 227 1,459 +56
Total Volume and Open Interest 37,738 226,595 +371
Class III Milk(CME)
Oct16 161011 14.86 14.88 14.67 14.70 -0.12 191 4,673 +31
Nov16 161011 15.20 15.21 14.88 14.95 -0.30 190 4,539 +8
Dec16 161011 15.18 15.21 14.82 14.91 -0.31 147 4,000 +51
Jan17 161011 15.21 15.23 15.03 15.10 -0.20 79 2,530 +0
Feb17 161011 15.42 15.44 15.29 15.30 -0.16 40 2,307 -15
Mar17 161011 15.57 15.59 15.47 15.50 -0.10 50 2,207 -19
Apr17 161011 15.68 15.68 15.58 15.60 -0.10 58 2,064 +38
May17 161011 15.92 15.93 15.83 15.84 -0.11 146 1,935 +105
Jun17 161011 16.18 16.18 16.09 16.10 -0.10 30 1,714 +30
Jul17 161011 16.36 16.37 16.27 16.30 -0.08 5 919 +4
Aug17 161011 16.58 16.58 16.48 16.54 -0.04 4 848 +4
Sep17 161011 16.66 16.66 16.58 16.62 -0.04 4 858 +4
Oct17 161011 16.70 16.70 16.65 16.65 -0.05 3 555 +3
Total Volume and Open Interest 950 30,308 +242
Cocoa(ICE)
Dec16 161011 2671 2677 2625 2665 +8 17,587 105,423 +555
Mar17 161011 2624 2640 2591 2627 +10 14,508 88,677 +1,080
May17 161011 2635 2638 2590 2624 +6 4,325 20,410 +1,120
Jul17 161011 2635 2640 2592 2625 +4 1,415 9,141 -262
Sep17 161011 2637 2638 2591 2621 +2 1,090 7,023 -626
Dec17 161011 2631 2631 2586 2614 +1 529 4,772 +92
Mar18 161011 2593 2609 2582 2609 +1 913 6,397 +786
Total Volume and Open Interest 40,399 242,001 +2,770
Coffee "C"(ICE)
Dec16 161011 152.85 153.20 150.50 150.80 -2.05 21,594 96,696 -1,343
Mar17 161011 156.45 156.45 153.90 154.20 -2.05 6,534 45,373 +958
May17 161011 158.05 158.40 156.00 156.30 -2.05 2,678 22,199 +504
Jul17 161011 159.95 160.05 157.90 158.20 -2.00 1,131 6,612 +459
Sep17 161011 161.60 161.60 159.55 159.85 -2.00 200 4,652 +14
Dec17 161011 162.65 162.80 162.05 162.05 -2.10 58 6,654 +4
Total Volume and Open Interest 32,212 184,553 +609
Orange Juice(ICE)
Nov16 161011 199.50 203.15 198.60 200.05 -1.70 1,066 11,354 -353
Jan17 161011 198.50 200.00 197.30 198.25 -1.40 429 4,175 +375
Mar17 161011 197.00 197.30 196.85 197.10 +2.00 0 552 +0
May17 161011 195.35 196.20 195.20 195.20 +2.70 0 210 +0
Jul17 161011 192.60 193.20 192.60 192.80 +2.25 0 8 +0
Sep17 161011 192.30 192.30 192.30 192.30 +2.25      
Total Volume and Open Interest 1,495 16,301 +22
Sugar #11(ICE)
Mar17 161011 23.00 23.40 22.66 23.29 +0.16 37,971 484,173 +1,998
May17 161011 22.26 22.60 21.98 22.49 +0.12 13,173 135,254 -1,532
Jul17 161011 21.52 21.83 21.31 21.73 +0.11 9,520 101,495 +2,369
Oct17 161011 20.96 21.25 20.81 21.13 +0.08 3,723 61,472 +84
Mar18 161011 20.61 20.86 20.54 20.73 +0.02 2,005 28,104 +81
May18 161011 19.77 20.02 19.74 19.90 +0.01 341 9,313 +42
Jul18 161011 19.14 19.32 19.14 19.21 +0.02 278 5,630 +101
Oct18 161011 18.79 18.92 18.79 18.81 +0.05 120 4,988 +104
Total Volume and Open Interest 67,548 833,760 +3,549
London Cocoa(LCE)
Dec16 161011 2236 2253 2224 2249 +19 16,482 95,437 +1,561
Mar17 161011 2176 2194 2168 2190 +22 16,924 84,359 +1,428
May17 161011 2181 2195 2170 2191 +22 5,277 43,311 +878
Jul17 161011 2180 2196 2174 2193 +21 2,098 12,071 -32
Sep17 161011 2177 2191 2169 2188 +21 624 18,627 -5
Dec17 161011 2165 2174 2152 2170 +21 284 11,165 +34
Mar18 161011 2161 2165 2160 2165 +25 0 2,499 +0
Total Volume and Open Interest 41,689 267,469 +3,864
London Sugar(LCE)
Dec16 161011 590.90 601.30 585.90 597.90 +5.60 2,505 36,531 -318
Mar17 161011 593.40 603.20 588.80 600.10 +4.20 923 23,168 -117
May17 161011 589.40 596.90 584.00 594.70 +4.10 536 16,306 +258
Aug17 161011 577.00 582.90 573.70 580.50 +3.40 186 7,112 +21
Oct17 161011 556.00 563.10 553.00 560.90 +3.50 126 6,148 +31
Total Volume and Open Interest 4,350 92,010 -84
Cotton(ICE)
Dec16 161011 67.70 68.04 67.02 67.14 -0.22 12,667 154,421 -1,114
Mar17 161011 68.35 68.64 67.65 67.72 -0.28 4,199 58,409 +1,130
May17 161011 68.79 68.97 68.01 68.07 -0.32 968 11,324 -297
Jul17 161011 69.05 69.18 68.22 68.31 -0.38 553 7,828 -84
Oct17 161011 67.82 67.82 67.82 67.82 -0.38      
Dec17 161011 68.95 68.95 68.07 68.17 -0.38 163 13,793 +39
Total Volume and Open Interest 18,550 246,816 -326
Lumber(CME)
Nov16 161011 337.1 338.1 332.3 332.3 -10.0 527 2,767 -21
Jan17 161011 346.6 346.6 341.3 341.3 -10.0 277 1,490 +174
Mar17 161011 348.2 348.2 342.8 343.2 -9.6 38 243 +32
May17 161011 341.4 341.4 340.9 340.9 -6.5 3 56 +2
Total Volume and Open Interest 845 4,573 +187
Crude Oil(NYM)
Nov16 161011 51.10 51.54 50.39 50.79 -0.56 618,809 401,752 -70,518
Dec16 161011 51.80 52.01 50.88 51.24 -0.63 273,375 364,553 +20,387
Jan17 161011 52.22 52.53 51.42 51.75 -0.68 103,603 187,007 +8,227
Feb17 161011 52.78 52.94 51.91 52.21 -0.68 40,675 79,516 -5,439
Mar17 161011 53.15 53.32 52.32 52.64 -0.67 47,146 168,129 +3,731
Apr17 161011 53.54 53.55 52.75 52.98 -0.67 18,498 47,421 -1,014
May17 161011 53.79 53.91 53.05 53.25 -0.68 12,721 35,943 -2,179
Jun17 161011 53.98 54.17 53.16 53.47 -0.69 38,680 146,152 +946
Jul17 161011 54.20 54.25 53.45 53.64 -0.69 11,461 32,306 +1,239
Aug17 161011 54.32 54.32 53.58 53.77 -0.69 4,451 24,323 +929
Sep17 161011 54.29 54.35 53.68 53.90 -0.67 7,124 40,470 +585
Oct17 161011 54.31 54.39 53.87 54.02 -0.65 1,571 20,196 +420
Nov17 161011 54.15 54.15 54.15 54.15 -0.64 1,063 18,255 +109
Dec17 161011 54.66 54.88 54.01 54.29 -0.63 33,552 162,714 +2,308
Jan18 161011 54.35 55.00 54.35 54.35 -0.63 725 17,661 +455
Feb18 161011 54.77 54.77 54.41 54.41 -0.63 313 6,258 +52
Total Volume and Open Interest 1,226,749 1,902,074 -38,999
e-miNY Crude Oil(NYM)
Nov16 161011 51.125 51.550 50.400 50.800 -0.550 14,002 2,172 -223
Dec16 161011 51.650 52.000 50.900 51.250 -0.625 657 1,533 -13
Jan17 161011 52.325 52.450 51.500 51.750 -0.675 56 332 +3
Feb17 161011 52.725 52.725 52.200 52.200 -0.700 2 182 -1
Mar17 161011 53.175 53.175 52.450 52.650 -0.650 3 173 -3
Apr17 161011 52.975 52.975 52.975 52.975 -0.675 2 80 -2
May17 161011 53.250 53.250 53.250 53.250 -0.675 4 114 -3
Jun17 161011 53.475 54.300 53.475 53.475 -0.675 10 200 -7
Jul17 161011 53.650 53.650 53.650 53.650 -0.675 5 55 +4
Aug17 161011 53.775 53.775 53.775 53.775 -0.675 0 135 +0
Total Volume and Open Interest 14,742 5,229 -246
NY Harbor ULSD(NYM)
Nov16 161011 160.28 161.18 157.56 158.73 -2.29 52,493 91,716 -2,397
Dec16 161011 162.45 162.67 159.33 160.45 -2.09 40,990 74,860 +78
Jan17 161011 163.92 164.45 161.38 162.47 -1.87 27,304 66,043 +3,143
Feb17 161011 165.40 165.85 162.97 164.04 -1.76 12,595 29,024 +631
Mar17 161011 165.21 166.01 163.56 164.54 -1.67 7,628 35,911 +1,677
Apr17 161011 164.00 165.60 163.25 164.18 -1.55 2,959 18,844 -257
May17 161011 165.10 165.21 163.39 164.32 -1.39 1,389 10,061 -68
Jun17 161011 165.70 165.70 163.61 164.76 -1.26 1,716 27,489 -13
Jul17 161011 166.28 166.29 164.92 165.65 -1.21 334 3,189 -10
Aug17 161011 167.30 167.38 165.94 166.70 -1.18 223 2,044 +38
Sep17 161011 168.46 168.55 166.79 167.87 -1.16 220 3,713 +9
Oct17 161011 168.20 169.03 168.20 169.03 -1.13 351 2,661 +36
Nov17 161011 170.09 170.09 170.09 170.09 -1.09 482 2,450 +110
Dec17 161011 171.07 172.08 170.01 171.07 -1.04 1,466 24,488 +3
Total Volume and Open Interest 150,700 401,385 +3,292
RBOB Gasoline(NYM)
Nov16 161011 148.92 150.74 147.08 148.29 -1.43 76,138 119,280 -7,902
Dec16 161011 148.48 149.96 146.46 147.68 -1.44 54,398 96,462 +5,130
Jan17 161011 148.86 150.32 146.94 148.05 -1.55 27,396 56,320 +4,025
Feb17 161011 150.57 151.48 148.35 149.47 -1.58 10,729 18,691 +250
Mar17 161011 152.53 153.72 150.78 151.83 -1.59 9,134 28,005 +1,167
Apr17 161011 171.24 171.90 169.29 170.29 -1.51 3,826 22,777 +1,078
May17 161011 171.48 173.12 170.32 171.45 -1.50 2,137 8,773 +290
Jun17 161011 171.71 172.79 170.02 171.22 -1.47 2,351 15,470 -96
Jul17 161011 171.37 171.52 169.32 170.31 -1.45 1,069 2,847 +45
Aug17 161011 169.13 169.21 168.64 168.64 -1.49 607 2,857 +47
Total Volume and Open Interest 190,847 399,612 +4,538
e-miNY RBOB Gasoline(NYM)
Nov16 161011 149.70 149.70 148.30 148.30 -1.42 0 1 +0
Dec16 161011 147.68 147.68 147.68 147.68 -1.44      
Jan17 161011 148.05 148.05 148.05 148.05 -1.55      
Feb17 161011 149.47 149.47 149.47 149.47 -1.58      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Nov16 161011 3.272 3.300 3.209 3.237 -0.038 283,581 241,339 -16,936
Dec16 161011 3.465 3.478 3.406 3.429 -0.025 138,384 122,069 +4,157
Jan17 161011 3.576 3.600 3.532 3.556 -0.021 107,142 169,635 +4,030
Feb17 161011 3.572 3.599 3.533 3.556 -0.021 37,971 51,391 +2,902
Mar17 161011 3.514 3.540 3.480 3.503 -0.017 56,968 110,521 +2,637
Apr17 161011 3.239 3.250 3.207 3.219 -0.014 44,089 101,273 +1,119
May17 161011 3.197 3.204 3.164 3.175 -0.012 16,114 40,404 +2,317
Jun17 161011 3.220 3.221 3.188 3.203 -0.007 5,450 31,195 +142
Jul17 161011 3.243 3.243 3.213 3.228 -0.006 9,745 24,038 +2,516
Aug17 161011 3.231 3.236 3.212 3.226 -0.007 5,998 17,924 +400
Sep17 161011 3.219 3.219 3.193 3.208 -0.007 9,199 21,346 +1,052
Oct17 161011 3.230 3.237 3.210 3.223 -0.010 21,574 50,201 +1,729
Nov17 161011 3.269 3.278 3.254 3.266 -0.011 8,392 17,038 +1,004
Dec17 161011 3.394 3.411 3.385 3.399 -0.011 4,362 21,392 +526
Jan18 161011 3.489 3.506 3.483 3.495 -0.011 6,309 13,981 -530
Feb18 161011 3.443 3.461 3.440 3.452 -0.007 2,359 5,203 +207
Total Volume and Open Interest 772,162 1,121,302 +7,120
Brent Crude Oil(ICE)
Dec16 161011 53.11 53.32 52.12 52.41 -0.73 310,018 518,826 -32,218
Jan17 161011 53.70 53.94 52.77 53.03 -0.73 128,627 297,698 +12,738
Feb17 161011 54.21 54.44 53.31 53.55 -0.73 53,627 152,577 +1,607
Mar17 161011 54.69 54.92 53.79 54.03 -0.73 38,371 179,131 -99
Apr17 161011 55.09 55.29 54.20 54.41 -0.74 23,615 63,243 -47
May17 161011 55.40 55.61 54.53 54.72 -0.75 18,476 62,884 +4,468
Jun17 161011 55.65 55.85 54.77 54.98 -0.75 43,342 164,314 +1,222
Jul17 161011 55.89 56.07 55.03 55.22 -0.75 5,033 38,460 -102
Aug17 161011 55.86 56.25 55.23 55.42 -0.74 4,825 25,737 +870
Sep17 161011 55.57 55.57 55.57 55.57 -0.73 3,677 52,401 -333
Oct17 161011 55.20 55.71 55.20 55.71 -0.73 1,384 23,695 +514
Nov17 161011 55.80 55.85 55.80 55.85 -0.71 1,186 22,300 -316
Dec17 161011 56.57 56.72 55.77 55.97 -0.69 37,508 214,109 +1,087
Jan18 161011 56.10 56.10 56.10 56.10 -0.68 1,534 19,240 +98
Total Volume and Open Interest 693,613 2,146,733 -5,616
Gas Oil(ICE)
Oct16 161011 473.75 475.50 464.50 468.25 -7.75 26,467 52,883 -11,193
Nov16 161011 475.25 477.00 466.25 470.50 -7.00 82,744 164,546 +6,651
Dec16 161011 477.25 478.00 467.50 471.50 -7.00 68,920 202,052 +3,145
Jan17 161011 478.75 480.75 470.75 474.50 -6.75 20,690 95,177 +5,482
Feb17 161011 481.25 483.25 474.50 477.50 -6.50 9,165 44,631 +1,604
Mar17 161011 483.25 485.75 477.50 479.75 -6.25 9,028 41,888 +159
Apr17 161011 485.25 486.75 479.75 481.75 -6.00 5,747 26,092 +954
May17 161011 487.50 489.00 482.50 484.25 -5.75 2,413 19,074 -189
Jun17 161011 489.50 491.25 484.50 486.50 -5.75 8,067 52,781 +573
Jul17 161011 492.50 494.25 488.00 489.75 -5.50 956 19,035 +121
Total Volume and Open Interest 244,369 912,569 +7,000
Ethanol(CBOT)
Nov16 161011 1.542 1.575 1.540 1.563 +0.013 166 2,279 +1
Dec16 161011 1.483 1.510 1.483 1.504 +0.014 112 1,314 +25
Jan17 161011 1.470 1.471 1.466 1.469 +0.013 50 602 -18
Feb17 161011 1.468 1.468 1.468 1.468 +0.013 15 228 -3
Mar17 161011 1.479 1.479 1.479 1.479 +0.013 14 188 +6
Apr17 161011 1.504 1.504 1.504 1.504 +0.013 0 234 +0
May17 161011 1.511 1.511 1.511 1.511 +0.013 0 5 +0
Jun17 161011 1.511 1.511 1.511 1.511 +0.013      
Total Volume and Open Interest 357 4,856 +11
WTI Crude Oil(ICE)
Nov16 161011 51.23 51.54 50.40 50.79 -0.56 45,199 54,895 -5,367
Dec16 161011 51.72 51.99 50.87 51.24 -0.63 60,204 126,020 -6,082
Jan17 161011 52.25 52.50 51.41 51.75 -0.68 25,616 47,895 +2,505
Feb17 161011 52.74 52.93 51.88 52.21 -0.68 14,236 32,795 +13
Mar17 161011 53.04 53.33 52.36 52.64 -0.67 8,592 43,608 -87
Apr17 161011 53.37 53.56 52.69 52.98 -0.67 3,926 10,856 +554
May17 161011 53.63 53.88 53.07 53.25 -0.68 2,519 8,276 +126
Jun17 161011 53.87 54.10 53.17 53.47 -0.69 7,694 45,627 +1,098
Jul17 161011 54.03 54.03 53.64 53.64 -0.69 514 7,358 +48
Aug17 161011 53.77 53.77 53.77 53.77 -0.69 248 3,273 +93
Sep17 161011 53.90 53.90 53.90 53.90 -0.67 381 13,781 +65
Oct17 161011 54.02 54.02 54.02 54.02 -0.65 225 3,004 +100
Nov17 161011 54.15 54.15 54.15 54.15 -0.64 75 1,409 +36
Dec17 161011 54.63 54.83 54.12 54.29 -0.63 5,182 81,616 -241
Jan18 161011 54.35 54.35 54.35 54.35 -0.63 31 597 +12
Feb18 161011 54.41 54.41 54.41 54.41 -0.63 0 629 +0
Total Volume and Open Interest 177,523 547,422 -6,563
US Dollar Index(ICE)
Dec16 161011 96.930 97.745 96.930 97.692 +0.760 49,511 59,019 +5,241
Mar17 161011 96.935 97.660 96.935 97.613 +0.760 674 3,507 +51
Jun17 161011 97.350 97.527 97.350 97.527 +0.760 6 299 -1
Total Volume and Open Interest 50,204 62,864 +5,304
Australian Dollar(CME)
Dec16 161011 75.96 75.99 75.20 75.31 -0.62 116,705 109,722 -2,207
Mar17 161011 75.53 75.83 75.08 75.17 -0.62 42 526 -32
Jun17 161011 75.00 75.00 75.00 75.00 -0.62 0 2 +0
Total Volume and Open Interest 57,670 114,162 +1,671
British Pound(CME)
Dec16 161011 123.73 123.78 121.02 121.47 -2.14 273,323 252,837 -10,162
Mar17 161011 123.78 123.99 121.26 121.70 -2.14 598 2,450 +43
Jun17 161011 123.38 124.14 121.59 121.96 -2.14 8 425 +5
Total Volume and Open Interest 76,993 254,680 -11,248
Canadian Dollar(CME)
Dec16 161011 75.97 75.99 75.37 75.54 -0.40 106,076 103,984 +2,152
Mar17 161011 75.94 76.02 75.43 75.59 -0.40 226 1,859 +95
Jun17 161011 75.65 76.14 75.53 75.65 -0.40 13 252 -10
Sep17 161011 75.67 75.71 75.60 75.71 -0.41 12 195 +6
Total Volume and Open Interest 62,312 104,722 +570
Japanese Yen(CME)
Dec16 161011 96.72 97.17 96.33 96.91 +0.21 173,094 151,063 -5,702
Mar17 161011 96.96 97.56 96.74 97.30 +0.20 374 1,008 +127
Jun17 161011 97.98 97.98 97.28 97.77 +0.19 6 116 +6
Total Volume and Open Interest 67,038 150,681 -7,105
Swiss Franc(CME)
Dec16 161011 102.12 102.18 101.42 101.45 -0.64 29,305 48,699 +789
Mar17 161011 102.17 102.70 101.98 102.00 -0.64 2 74 +2
Jun17 161011 102.62 102.62 102.62 102.62 -0.65 0 17 +0
Total Volume and Open Interest 14,438 50,565 +2,562
EuroFX(CME)
Dec16 161011 111.69 111.73 110.78 110.80 -0.89 243,699 351,844 -362
Mar17 161011 112.00 112.16 111.23 111.24 -0.90 1,803 9,438 +224
Jun17 161011 112.03 112.20 111.76 111.76 -0.88 13 1,151 +12
Total Volume and Open Interest 89,030 359,540 -3,095
Mexican Peso(CME)
Oct16 161011 527.38 527.38 527.38 527.38 -0.63      
Nov16 161011 525.75 525.75 525.75 525.75 -0.50      
Total Volume and Open Interest 58,963 139,042 -8,309
Brazilian Real(CME)
Nov16 161011 311.25 311.25 305.50 310.15 +0.45 1,214 25,483 -31
Dec16 161011 308.90 308.90 306.00 307.60 +0.40 276 3,200 -237
Jan17 161011 305.00 305.00 305.00 305.00 +0.50      
Feb17 161011 302.20 302.20 302.20 302.20 +0.55      
Total Volume and Open Interest 642 28,707 -244
30-Year T-Bonds(CBOT)
Dec16 161011 164~090 164~230 163~240 164~110 +0~060 315,333 565,068 -3,034
Mar17 161011 162~230 162~300 162~130 162~300 +0~060 1 27 +1
Jun17 161011 162~020 162~020 162~020 162~020 +0~060      
Total Volume and Open Interest 67,148 572,287 +4,159
10-Year T-Notes(CBOT)
Dec16 161011 129~260 130~010 129~220 129~285 +0~030 1,494,095 2,839,895 -13,718
Mar17 161011 129~075 129~110 129~055 129~105 +0~025 150 1,186 +106
Jun17 161011 129~025 129~025 129~025 129~025 +0~025      
Total Volume and Open Interest 299,191 2,846,359 -8,334
5-Year T-Notes(CBOT)
Dec16 161011 120~222 120~260 120~206 120~236 +0~020 736,483 2,743,039 -10,011
Mar17 161011 120~104 120~132 120~104 120~130 +0~016 107 677 +101
Jun17 161011 120~130 120~130 120~130 120~130 +0~016      
Total Volume and Open Interest 101,499 2,744,588 -9,038
2 Year T-Notes(CBOT)
Dec16 161011 108~312 108~316 108~300 108~312 -0~002 415,745 1,167,329 +30,287
Mar17 161011 108~270 108~270 108~270 108~270 -0~016      
Jun17 161011 108~270 108~270 108~270 108~270 -0~016      
Total Volume and Open Interest 57,038 1,171,842 +34,800
Eurodollars(CME)
Dec16 161011 99.040 99.045 99.035 99.040 unch 399,757 1,658,422 +43,354
Mar17 161011 98.990 98.995 98.980 98.985 unch 265,829 1,236,169 -1,801
Jun17 161011 98.930 98.940 98.920 98.930 unch 239,839 1,186,290 +16,224
Sep17 161011 98.880 98.895 98.870 98.885 unch 192,577 934,291 +11,258
Dec17 161011 98.825 98.845 98.815 98.830 unch 373,615 1,463,390 -11,534
Mar18 161011 98.795 98.810 98.785 98.800 +0.005 192,795 653,831 +4,371
Jun18 161011 98.760 98.770 98.745 98.760 +0.005 159,460 525,047 +975
Sep18 161011 98.715 98.730 98.705 98.720 +0.005 151,705 408,433 -3,310
Dec18 161011 98.665 98.685 98.655 98.675 +0.010 191,781 652,804 -10,841
Mar19 161011 98.635 98.655 98.625 98.645 +0.015 121,564 426,531 -3,793
Jun19 161011 98.595 98.615 98.585 98.605 +0.015 108,804 378,440 -2,532
Sep19 161011 98.545 98.580 98.545 98.565 +0.015 93,350 269,510 -1,822
Dec19 161011 98.500 98.530 98.495 98.520 +0.020 103,424 341,655 -274
Mar20 161011 98.470 98.500 98.460 98.485 +0.020 59,982 148,226 +6,347
Jun20 161011 98.425 98.460 98.415 98.445 +0.020 49,821 109,834 +1,114
Sep20 161011 98.385 98.415 98.370 98.405 +0.020 46,710 97,274 -1,180
Dec20 161011 98.335 98.370 98.325 98.355 +0.020 45,814 118,244 +2,387
Mar21 161011 98.300 98.325 98.280 98.315 +0.020 32,801 58,319 +740
Total Volume and Open Interest 6,714,561 1,207,681 -9,967,065
Ultra T-Bond(CBOT)
Dec16 161011 178~20 179~07 177~28 178~22 +0~09 86,512 608,587 -1,215
Mar17 161011 177~25 177~25 177~25 177~25 +0~09 10 10 +0
Jun17 161011 177~03 177~03 177~03 177~03 +0~09      
Total Volume and Open Interest 17,776 609,169 -643
Ultra 10-Yr T-Note(CBOT)
Dec16 161011 142~065 142~150 141~315 142~090 +0~045 88,424 224,903 +1,735
Mar17 161011 142~060 142~060 142~060 142~060 +0~040      
Jun17 161011 142~060 142~060 142~060 142~060 +0~040      
Total Volume and Open Interest 88,424 224,903 +1,735
30 Day Federal Funds(CBOT)
Oct16 161011 99.607 99.607 99.605 99.605 unch 23,224 308,364 +48
Nov16 161011 99.585 99.585 99.580 99.585 unch 85,612 261,695 +8,083
Dec16 161011 99.500 99.505 99.495 99.500 unch 13,779 104,276 -2,059
Jan17 161011 99.430 99.435 99.425 99.430 unch 46,848 154,272 -1,593
Feb17 161011 99.410 99.410 99.405 99.410 unch 13,102 73,889 -1,762
Mar17 161011 99.380 99.380 99.370 99.375 unch 3,969 33,313 +361
Total Volume and Open Interest 20,558 1,118,766 -2,230
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 161010 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 161010 99.99 99.99 99.99 99.99 unch      
Jun17 161010 99.99 99.99 99.99 99.99 unch      
Sep17 161010 99.99 99.99 99.99 99.99 unch      
Dec17 161010 99.99 99.99 99.99 99.99 unch      
Mar18 161010 100.00 100.00 100.00 100.00 unch      
Jun18 161010 99.86 99.86 99.86 99.86 unch      
Sep18 161010 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161010 151.93 151.98 151.86 151.91 -0.10 1,184 15,728 -30
Mar17 161010 151.85 151.85 151.85 151.85 -0.08      
Jun17 161010 151.85 151.85 151.85 151.85 -0.08      
Total Volume and Open Interest 1,184 15,728 -30
Euro-Buxl(EUREX)
Dec16 161011 183.40 184.98 183.16 184.24 +1.08 44,626 168,657 -11,855
Mar17 161011 182.76 182.76 182.56 182.56 +1.08 4 251 -6
Jun17 161011 181.60 181.60 181.06 181.24 +1.08 1 5 +1
Total Volume and Open Interest 44,631 168,913 -11,860
Euro-Bund(EUREX)
Dec16 161011 163.52 163.92 163.40 163.72 +0.30 860,601 1,850,912 -142,947
Mar17 161011 165.64 166.08 165.64 165.96 +0.35 6,479 56,740 +5,042
Jun17 161011 164.18 164.18 164.18 164.18 +0.30      
Total Volume and Open Interest 867,080 1,907,652 -137,905
Euro-Bobl(EUREX)
Dec16 161011 131.61 131.68 131.56 131.62 +0.01 509,824 1,406,381 -49,781
Mar17 161011 133.34 133.35 133.29 133.32 +0.01 88 13,819 +88
Jun17 161011 131.87 131.87 131.87 131.87 +0.01      
Total Volume and Open Interest 509,912 1,420,200 -49,693
Euro-Schatz(EUREX)
Dec16 161011 112.09 112.10 112.08 112.10 +0.01 270,873 1,257,450 -20,881
Mar17 161011 112.14 112.14 112.14 112.14 +0.06      
Jun17 161011 112.14 112.14 112.14 112.14 +0.06      
Total Volume and Open Interest 270,873 1,257,450 -20,881
3-Mth Euribor(EUREX)
Dec16 161011 100.305 100.305 100.305 100.305 +0.005 56 3,359 -44
Mar17 161011 100.310 100.310 100.310 100.310 +0.005 3 3,285 +0
Jun17 161011 100.320 100.320 100.320 100.320 +0.005 4 33,971 +4
Total Volume and Open Interest 72 74,689 -89
Long Gilt(LIFFE)
Dec16 161011 127~14 127~30 127~13 127~22 +0~09 290,436 602,831 +16,069
Mar17 161011 128~13 128~13 128~13 128~13 +0~11      
Total Volume and Open Interest 290,436 602,831 +16,069
3-Mth Short Sterling(LIFFE)
Dec16 161011 99.61 99.63 99.61 99.62 +0.01 176,578 465,254 +1,303
Mar17 161011 99.61 99.65 99.61 99.63 +0.01 166,161 354,828 -9,599
Jun17 161011 99.62 99.65 99.61 99.63 +0.01 191,768 372,012 -3,235
Sep17 161011 99.61 99.65 99.60 99.62 +0.01 205,226 307,977 +6,143
Dec17 161011 99.59 99.64 99.58 99.61 +0.01 197,037 401,631 +4,451
Mar18 161011 99.56 99.62 99.56 99.59 +0.01 158,286 214,799 -4,393
Total Volume and Open Interest 1,966,157 3,095,131 -2,603
3-Mth Euribor(LIFFE)
Dec16 161011 100.300 100.305 100.295 100.300 +0.005 92,314 423,778 -7,062
Mar17 161011 100.295 100.315 100.295 100.305 +0.005 83,083 411,701 -132
Jun17 161011 100.315 100.325 100.310 100.320 +0.010 66,888 399,193 -2,431
Total Volume and Open Interest 714,859 3,127,730 -20,497
3-Mth Aus T-Bills(SFE)
Dec16 161011 98.24 98.25 98.22 98.24 -0.01 8,314 189,814 -227
Mar17 161011 98.26 98.27 98.24 98.26 -0.01 13,079 193,116 +2
Jun17 161011 98.28 98.28 98.25 98.27 -0.01 7,611 195,435 -1,117
Sep17 161011 98.28 98.28 98.25 98.26 -0.03 8,729 134,086 +348
Dec17 161011 98.29 98.29 98.24 98.26 -0.03 9,201 140,466 +1,427
Mar18 161011 98.27 98.27 98.23 98.24 -0.03 5,477 72,072 +665
Jun18 161011 98.25 98.25 98.21 98.22 -0.03 7,408 62,633 +1,194
Sep18 161011 98.21 98.21 98.16 98.18 -0.04 3,166 24,644 -475
Dec18 161011 98.18 98.18 98.13 98.14 -0.04 573 6,448 +0
Mar19 161011 98.13 98.13 98.09 98.11 -0.04 203 3,481 +24
Total Volume and Open Interest 64,056 1,024,469 +1,848
10-Year Aus T-Bonds(SFE)
Dec16 161011 97.85 97.86 97.77 97.78 -0.07 124,915 806,674 -3,803
Mar17 161011 97.78 97.78 97.78 97.78 -0.07      
Total Volume and Open Interest 124,915 806,674 -3,803
3-Year Aus T-Bonds(SFE)
Dec16 161011 98.37 98.38 98.32 98.34 -0.04 160,846 807,717 +11,204
Mar17 161011 98.34 98.34 98.34 98.34 -0.04      
Total Volume and Open Interest 160,846 807,717 +11,204
Gold(CMX)
Oct16 161011 1258.9 1258.9 1253.0 1253.0 -4.5 169 301 +50
Dec16 161011 1261.7 1264.0 1254.3 1255.9 -4.5 274,147 386,030 -6,451
Feb17 161011 1265.0 1267.4 1258.0 1259.5 -4.5 7,675 45,897 -1,167
Apr17 161011 1263.8 1267.4 1261.7 1262.7 -4.6 3,553 15,349 +139
Jun17 161011 1271.5 1273.0 1265.2 1266.0 -4.5 2,148 20,053 -267
Aug17 161011 1271.7 1274.3 1269.0 1269.0 -4.4 228 8,560 -54
Oct17 161011 1273.8 1278.4 1270.2 1271.6 -4.4 344 1,944 +18
Dec17 161011 1277.0 1279.3 1274.1 1274.1 -4.4 265 12,394 +125
Feb18 161011 1276.6 1276.6 1276.6 1276.6 -4.4 1 164 +1
Apr18 161011 1278.8 1278.8 1278.8 1278.8 -4.4 0 3 +0
Jun18 161011 1280.4 1281.0 1280.4 1281.0 -4.4 1 4,194 -1
Aug18 161011 1283.9 1283.9 1283.9 1283.9 -4.4      
Total Volume and Open Interest 289,313 503,723 -7,617
Silver(CMX)
Dec16 161011 1766.0 1785.5 1746.5 1750.9 -15.0 88,858 156,928 -2,565
Mar17 161011 1776.0 1795.5 1758.0 1761.8 -15.1 4,313 20,227 +36
May17 161011 1787.5 1787.5 1768.8 1768.8 -15.3 365 1,712 +124
Jul17 161011 1791.5 1794.5 1775.8 1775.8 -15.3 84 3,312 -12
Sep17 161011 1782.4 1807.5 1782.4 1782.4 -15.2 22 579 +5
Dec17 161011 1805.0 1805.0 1788.0 1791.2 -15.1 90 2,808 -1
Mar18 161011 1798.5 1798.5 1798.5 1798.5 -15.1 0 12 +0
Total Volume and Open Interest 94,082 189,468 -2,369
Platinum(NYMEX)
Oct16 161011 964.0 965.1 945.8 945.8 -15.5 100 459 +33
Jan17 161011 968.0 974.0 947.8 949.8 -15.6 19,365 63,637 -17
Apr17 161011 972.0 974.1 952.8 954.5 -15.7 287 4,712 +155
Jul17 161011 957.7 957.7 957.7 957.7 -15.7 2 34 +2
Total Volume and Open Interest 19,860 69,013 +161
Palladium(NYMEX)
Dec16 161011 669.00 672.50 646.40 648.15 -20.40 5,558 25,522 -256
Mar17 161011 667.00 667.00 650.05 650.05 -20.40 185 835 +138
Jun17 161011 651.90 651.90 651.90 651.90 -20.40 0 32 +0
Total Volume and Open Interest 5,743 26,394 -118
Copper(CMX)
Dec16 161011 219.45 219.95 217.00 218.55 -1.20 60,789 121,722 -3,976
Mar17 161011 220.55 221.00 218.25 219.70 -1.15 7,247 38,112 +3,114
May17 161011 221.10 221.60 218.95 220.35 -1.15 1,402 7,229 +231
Jul17 161011 222.10 222.25 220.10 220.95 -1.15 149 2,547 +32
Sep17 161011 220.50 221.45 220.50 221.45 -1.15 71 1,434 -18
Total Volume and Open Interest 70,444 180,844 -655
E-mini DJIA Index(CBOT)
Dec16 161011 18264 18276 17968 18070 -189 191,030 123,719 -1,124
Mar17 161011 18197 18197 17912 18010 -187 42 568 +4
Jun17 161011 17934 17934 17934 17934 -187 0 5 +0
Sep17 161011 17849 17849 17849 17849 -187      
Total Volume and Open Interest 191,072 124,292 -1,120
S & P 500(CME)
Dec16 161011 2159.00 2160.50 2134.40 2134.40 -24.70 2,053 75,532 +305
Mar17 161011 2128.90 2128.90 2128.90 2128.90 -24.70 0 163 +0
Jun17 161011 2124.20 2124.20 2124.20 2124.20 -24.70 0 60 +0
Sep17 161011 2120.60 2120.60 2120.60 2120.60 -24.70      
Total Volume and Open Interest 2,053 75,755 +305
S & P 500 E-Mini(Globex)
Dec16 161011 2159.50 2160.75 2121.75 2134.50 -24.50 1,958,026 2,913,295 -7,268
Mar17 161011 2154.00 2154.75 2116.50 2129.00 -24.50 1,958 13,924 +166
Jun17 161011 2150.00 2150.00 2116.00 2124.25 -24.75 37 587 +6
Sep17 161011 2120.50 2120.60 2111.75 2120.50 -24.75 0 17 +0
Total Volume and Open Interest 1,960,021 2,927,840 -7,096
NASDAQ 100 E-Mini(Globex)
Dec16 161011 4892.00 4897.30 4798.00 4827.00 -66.30 281,205 296,172 -1,726
Mar17 161011 4890.50 4892.50 4796.00 4823.80 -66.00 402 399 -1
Jun17 161011 4831.00 4831.00 4817.80 4817.80 -66.00 0 15 +0
Total Volume and Open Interest 281,607 296,592 -1,727
S&P Midcap 400(CME) e-Mini
Dec16 161011 1543.90 1544.60 1511.10 1517.70 -25.40 16,716 83,405 -9
Mar17 161011 1515.20 1515.20 1509.80 1515.20 -25.40 0 1 +0
Jun17 161011 1505.50 1505.50 1505.50 1505.50 -25.40      
Total Volume and Open Interest 16,716 83,406 -9
Volatility Index(CBOE)
Oct16 161011 14.70 16.32 14.60 15.83 +1.15 108,583 198,118 -7,832
Nov16 161011 16.30 17.25 16.25 16.98 +0.65 73,140 151,693 +11,706
Dec16 161011 16.90 17.70 16.90 17.43 +0.50 20,947 71,381 +2,777
Jan17 161011 18.12 18.80 18.05 18.53 +0.40 6,622 33,557 +731
Total Volume and Open Interest 219,220 500,716 +8,913
Russell 2000(ICE)
Dec16 161011 1250.60 1250.70 1218.10 1226.30 -23.80 98,745 331,194 -56
Mar17 161011 1238.20 1238.20 1219.00 1222.30 -23.80 4 270 +2
Jun17 161011 1218.80 1218.80 1218.80 1218.80 -23.80 0 170 +0
Total Volume and Open Interest 98,749 331,773 -54
Nikkei 225(CME)
Dec16 161011 16985 17100 16855 16915 -70 11,140 32,443 +14
Mar17 161011 16925 16925 16925 16925 -70 2 30 -2
Total Volume and Open Interest 11,142 32,473 +12
Nikkei 225(SGX)
Dec16 161011 17000 17020 16980 16985 +175 52,582 172,963 +1,840
Mar17 161011 16870 16965 16870 16950 +175 60 2,501 +18
Jun17 161010 16650 16650 16650 16650 -80      
Total Volume and Open Interest 65,976 180,283 +3,423
Nikkei 225(CME) Yen
Dec16 161011 16945 17070 16820 16885 -65 57,703 50,035 +467
Mar17 161011 16950 17000 16830 16830 -65 51 71 +0
Jun17 161011 16700 16700 16700 16700 -65      
Total Volume and Open Interest 57,754 50,112 +467
Nikkei 225(CME) e-Mini Yen
Dec16 161011 16930 16990 16890 16890 -60 6 11 -4
Mar17 161011 16830 16830 16830 16830 -60      
Jun17 161011 16700 16700 16700 16700 -60      
Total Volume and Open Interest 6 11 -4
CAC 40(EURONEXT)
Oct16 161011 4480.0 4517.5 4452.0 4467.5 -25.5 106,674 282,267 +9,113
Nov16 161011 4476.0 4512.0 4452.0 4464.5 -25.5 37 6,512 +20
Dec16 161011 4475.5 4507.5 4458.5 4458.5 -25.5 86 23,132 -14
Total Volume and Open Interest 106,797 311,973 +9,119
Hang Seng Index(HKFE)
Oct16 161011 23830 24077 23381 23425 -405 90,344 145,678 +1,622
Nov16 161011 23859 24075 23379 23421 -407 1,126 1,521 +568
Dec16 161011 23883 24080 23400 23440 -407 208 12,756 -33
Total Volume and Open Interest 92,129 161,734 +1,811
DAX(EUREX)
Dec16 161011 10587.0 10684.5 10536.5 10562.0 -61.0 126,941 171,454 +11,128
Mar17 161011 10590.0 10675.5 10540.5 10559.0 -61.0 91 1,224 +46
Jun17 161011 10578.5 10578.5 10578.5 10578.5 -61.0 5 187 +1
Total Volume and Open Interest 127,037 172,865 +11,175
Mini-DAX(EUREX)
Dec16 161011 10590.0 10684.0 10537.0 10562.0 -61.0 52,767 15,654 -394
Mar17 161011 10579.0 10675.0 10557.0 10559.0 -61.0 147 967 +84
Jun17 161011 10596.0 10596.0 10578.5 10578.5 -61.0 4 19 +0
Total Volume and Open Interest 52,918 16,640 -310
FT-SE 100(EURONEXT)
Dec16 161011 7068.50 7093.50 7017.00 7026.50 -34.00 156,217 749,670 -1,163
Mar17 161011 6992.50 6998.00 6964.50 6964.50 -34.00 16 1,837 +4
Jun17 161011 6898.50 6898.50 6898.50 6898.50 -32.00      
Total Volume and Open Interest 156,233 751,507 -1,159
SPI 200(SFE)
Dec16 161011 5463.0 5490.0 5449.0 5465.0 +5.0 24,245 280,624 -3,639
Mar17 161011 5420.0 5420.0 5416.0 5416.0 +5.0 0 1,443 +0
Jun17 161011 5403.0 5403.0 5403.0 5403.0 +5.0 0 1,397 +0
Total Volume and Open Interest 24,281 285,114 -3,617
FTSE MIB(ISE)
Dec16 161011 16505.00 16610.00 16415.00 16437.00 -134.00 38,270 44,969 +765
Mar17 161011 16515.00 16590.00 16425.00 16425.00 -131.00 19 113 +4
Jun17 161011 16025.00 16025.00 16025.00 16025.00 -131.00      
Total Volume and Open Interest 38,289 45,082 +769
KOSPI 200(KFE)
Dec16 161011 261.00 262.00 256.85 257.00 -4.00 83,993 135,777 +1,406
Mar17 161011 258.75 259.10 254.10 254.15 -4.05 202 5,079 +325
Jun17 161011 259.10 259.10 257.35 257.35 -1.75 4 916 +0
Total Volume and Open Interest 84,199 145,618 +2,021
GSCI(CME)
Oct16 161011 376.50 376.80 372.60 373.80 -2.85 2,846 11,245 -2,632
Nov16 161011 379.10 379.10 375.70 376.65 -2.90 2,808 3,460 +2,670
Dec16 161011 380.25 380.25 380.25 380.25 -2.90      
Total Volume and Open Interest 5,654 14,705 +38
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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