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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 November 01, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161101 1002.00 1005.25 983.00 984.25 -18.00 75,224 21,455 -18,985
Jan17 161101 1011.50 1016.00 991.75 993.25 -18.50 134,461 328,794 +4,971
Mar17 161101 1018.00 1022.25 998.50 1000.00 -18.50 28,252 101,684 +1,170
May17 161101 1023.50 1028.25 1005.00 1006.50 -17.50 11,069 59,535 +888
Jul17 161101 1028.00 1032.75 1009.75 1011.50 -17.00 11,557 71,194 +566
Aug17 161101 1024.25 1027.75 1008.50 1009.75 -16.25 276 2,894 +62
Sep17 161101 1009.00 1009.00 993.75 995.00 -13.25 366 1,370 +113
Nov17 161101 993.50 999.75 980.00 983.00 -11.50 5,279 36,744 +942
Jan18 161101 995.25 996.25 983.00 984.00 -11.25 129 1,145 -13
Mar18 161101 993.00 993.00 980.00 982.75 -10.50 109 600 +27
May18 161101 982.25 1003.25 982.25 982.25 -10.50 38 269 +14
Jul18 161101 996.00 996.00 984.50 984.50 -11.00 90 348 +17
Aug18 161101 979.50 979.50 979.50 979.50 -11.00 0 17 +0
Sep18 161101 964.25 964.25 964.25 964.25 -11.00 0 17 +0
Total Volume and Open Interest 266,982 626,605 -10,176
Soybean Meal(CBOT)
Dec16 161101 316.30 317.00 309.10 309.50 -6.60 57,661 142,281 -3,748
Jan17 161101 317.90 318.80 310.80 311.30 -6.60 24,919 72,567 +1,494
Mar17 161101 319.50 320.60 312.50 313.10 -6.50 13,842 57,908 -607
May17 161101 320.60 322.10 314.00 314.50 -6.40 7,987 37,387 +932
Jul17 161101 322.70 323.70 315.70 316.10 -6.30 4,963 36,000 -158
Aug17 161101 322.00 322.00 315.50 315.70 -6.10 654 4,587 -149
Sep17 161101 319.50 321.30 314.10 314.50 -5.80 738 5,265 -35
Oct17 161101 315.10 315.10 310.40 310.70 -4.70 626 4,599 -89
Dec17 161101 315.10 316.50 310.00 310.60 -4.50 1,435 14,845 -110
Jan18 161101 310.20 318.30 310.20 310.20 -4.60 65 822 +4
Total Volume and Open Interest 113,106 378,220 -2,367
Soybean Oil(CBOT)
Dec16 161101 35.21 35.39 34.72 34.85 -0.32 57,953 189,827 +515
Jan17 161101 35.39 35.60 34.95 35.09 -0.30 23,682 109,256 +788
Mar17 161101 35.53 35.76 35.14 35.27 -0.26 7,449 68,829 +422
May17 161101 35.69 35.89 35.31 35.43 -0.26 6,687 45,701 -212
Jul17 161101 35.86 35.98 35.48 35.60 -0.26 6,085 32,768 +2,236
Aug17 161101 35.95 36.00 35.50 35.60 -0.25 338 4,439 -24
Sep17 161101 35.68 35.70 35.49 35.57 -0.23 441 3,530 -11
Oct17 161101 35.63 35.63 35.33 35.36 -0.19 250 3,209 -42
Dec17 161101 35.53 35.77 35.25 35.42 -0.14 1,116 8,420 +92
Jan18 161101 35.42 35.83 35.42 35.42 -0.15 88 454 +16
Total Volume and Open Interest 104,234 467,207 +3,814
Canola(WCE)
Nov16 161101 514.4 514.4 503.9 503.9 -13.7 5,226 2,386 -4,510
Jan17 161101 522.3 523.0 513.0 513.4 -8.9 19,516 121,825 +3,853
Mar17 161101 525.9 526.4 517.7 518.1 -8.3 3,029 23,006 +507
May17 161101 525.0 527.3 519.5 519.9 -7.6 1,293 12,299 +73
Jul17 161101 526.0 526.3 518.4 518.9 -7.1 913 12,821 +338
Total Volume and Open Interest 30,420 180,961 +263
Corn(CBOT)
Dec16 161101 354.75 354.75 347.25 349.00 -5.75 122,846 624,401 -5,518
Mar17 161101 362.25 362.75 355.50 357.75 -5.00 47,428 353,867 +9,015
May17 161101 369.00 369.50 362.25 365.00 -4.50 14,304 83,704 +1,524
Jul17 161101 375.50 376.25 369.25 371.75 -4.50 11,520 136,200 +2,053
Sep17 161101 381.75 382.50 375.75 378.50 -4.00 2,402 47,475 +239
Dec17 161101 389.00 390.00 383.75 386.25 -3.50 6,181 88,451 +720
Mar18 161101 399.00 399.00 393.75 395.25 -3.75 325 6,279 +125
May18 161101 400.00 400.75 399.00 400.75 -3.50 16 1,247 +0
Jul18 161101 403.50 404.50 403.25 404.50 -3.25 31 1,578 +3
Sep18 161101 401.00 408.00 401.00 401.00 -4.00 7 584 -2
Total Volume and Open Interest 205,150 1,349,222 +8,166
Wheat(CBOT)
Dec16 161101 416.25 418.25 410.75 414.25 -2.00 45,840 276,885 +2,338
Mar17 161101 432.75 436.00 429.00 431.50 -2.25 17,146 113,276 +739
May17 161101 447.25 450.50 443.75 446.00 -2.25 3,888 28,346 -512
Jul17 161101 459.00 463.75 457.00 459.50 -2.00 5,055 50,086 +720
Sep17 161101 476.25 477.75 472.25 474.75 -1.00 1,814 8,677 +650
Dec17 161101 490.25 495.00 489.00 492.50 unch 758 11,110 -93
Total Volume and Open Interest 74,590 490,866 +3,868
Wheat(KCBT)
Dec16 161101 414.75 419.00 411.50 413.75 -1.00 14,515 118,536 -1,727
Mar17 161101 432.50 436.50 429.50 431.50 -1.00 7,641 59,795 +1,370
May17 161101 444.25 448.00 441.50 443.50 -1.25 1,858 27,882 -53
Jul17 161101 457.00 460.25 453.25 455.00 -1.25 2,547 41,043 +6
Sep17 161101 469.50 469.50 468.25 469.25 -1.25 250 4,638 +80
Dec17 161101 488.75 491.75 486.75 488.00 -1.50 552 5,698 +107
Mar18 161101 501.25 501.25 500.00 501.25 -1.50 12 932 -4
Total Volume and Open Interest 27,375 259,099 -221
Wheat(MGE)
Dec16 161101 526.50 530.00 518.75 519.50 -7.25 3,344 27,941 +45
Mar17 161101 531.75 535.00 525.00 525.75 -7.75 1,495 21,728 +100
May17 161101 539.00 540.75 532.75 532.75 -7.50 648 9,141 +43
Jul17 161101 544.25 547.25 538.75 539.00 -7.00 112 4,359 +31
Sep17 161101 552.25 554.75 546.25 546.50 -6.25 29 3,446 -2
Dec17 161101 564.00 564.00 556.75 556.75 -6.00 124 2,270 -11
Total Volume and Open Interest 5,752 68,908 +206
Oats(CBOT)
Dec16 161101 220.00 224.50 219.25 219.50 -1.00 1,557 5,834 -329
Mar17 161101 217.50 219.25 214.75 216.50 -2.75 761 2,605 +202
May17 161101 216.00 217.50 215.75 216.25 -0.75 87 467 +42
Jul17 161101 217.50 223.00 216.00 217.50 -1.00 12 37 +0
Total Volume and Open Interest 2,427 8,966 -75
Rough Rice(CBOT)
Nov16 161101 9.82 9.83 9.53 9.60 -0.25 1,723 939 -577
Jan17 161101 10.15 10.15 9.81 9.88 -0.27 2,120 9,438 +965
Mar17 161101 10.40 10.40 10.09 10.14 -0.27 495 746 +256
May17 161101 10.38 10.38 10.38 10.38 -0.27 5 10 +3
Total Volume and Open Interest 4,347 11,149 +647
Live Cattle(CME)
Dec16 161101 103.480 105.800 103.400 105.535 +2.205 19,922 123,561 -1,466
Feb17 161101 104.285 106.635 104.230 106.450 +2.315 9,711 58,829 +141
Apr17 161101 103.750 105.950 103.750 105.750 +1.965 7,040 51,478 +1,409
Jun17 161101 95.650 97.800 95.650 97.680 +2.030 3,947 25,376 +1,282
Aug17 161101 93.385 95.200 93.180 95.035 +1.855 1,672 9,400 +271
Oct17 161101 94.550 96.150 94.500 96.000 +1.615 638 4,049 +254
Total Volume and Open Interest 44,235 274,107 +1,193
Feeder Cattle(CME)
Nov16 161101 122.135 126.350 122.080 126.180 +4.330 3,704 7,186 -927
Jan17 161101 116.100 120.500 116.100 120.430 +4.430 4,236 20,743 +890
Mar17 161101 112.480 116.785 112.430 116.680 +4.395 1,550 8,573 +290
Apr17 161101 111.930 116.300 111.930 116.200 +4.400 340 1,818 +38
May17 161101 111.385 115.650 111.385 115.550 +4.400 315 2,148 +39
Aug17 161101 112.535 116.330 112.480 116.230 +4.400 97 911 +41
Sep17 161101 116.000 116.000 116.000 116.000 +3.920 5 15 +4
Total Volume and Open Interest 10,247 41,394 +375
Lean Hogs(CME)
Dec16 161101 47.700 48.130 46.100 46.450 -1.500 17,886 123,388 -3,336
Feb17 161101 54.500 54.785 52.430 52.700 -1.930 8,358 47,696 -50
Apr17 161101 62.000 62.235 59.985 60.200 -1.850 5,850 34,863 +792
May17 161101 69.200 69.200 68.200 68.200 -1.730 44 622 +12
Jun17 161101 73.500 73.680 71.785 72.150 -1.485 1,884 12,436 +246
Jul17 161101 74.200 74.230 72.500 72.900 -1.400 647 4,551 +316
Aug17 161101 73.980 74.000 72.480 72.830 -1.320 606 3,451 +274
Oct17 161101 63.200 63.250 61.800 61.900 -1.600 166 1,167 +89
Total Volume and Open Interest 35,602 228,921 -1,543
Class III Milk(CME)
Oct16 161101 14.80 14.80 14.79 14.80 +0.02 59 4,427 -14
Nov16 161101 16.03 16.40 16.03 16.27 +0.23 636 4,651 -21
Dec16 161101 15.87 16.25 15.82 16.01 +0.13 310 4,538 +91
Jan17 161101 15.77 15.95 15.70 15.84 +0.06 90 2,670 +28
Feb17 161101 15.86 16.02 15.85 15.90 -0.01 26 2,532 -2
Mar17 161101 16.08 16.15 15.99 16.06 -0.02 25 2,384 +14
Apr17 161101 16.10 16.18 16.03 16.10 unch 37 2,233 +24
May17 161101 16.15 16.20 16.10 16.13 -0.02 41 2,131 +30
Jun17 161101 16.32 16.32 16.21 16.30 unch 19 1,890 +3
Jul17 161101 16.45 16.49 16.45 16.45 unch 0 1,090 +0
Aug17 161101 16.62 16.67 16.62 16.62 unch 0 1,037 +0
Sep17 161101 16.76 16.77 16.76 16.76 unch 20 1,054 +20
Oct17 161101 16.73 16.74 16.73 16.73 +0.03 0 728 +0
Total Volume and Open Interest 1,273 33,037 +183
Cocoa(ICE)
Dec16 161101 2720 2734 2682 2696 -39 19,659 74,516 -1,993
Mar17 161101 2640 2648 2612 2627 -16 14,372 117,145 +3,722
May17 161101 2612 2627 2598 2610 -14 1,889 30,007 +469
Jul17 161101 2613 2624 2600 2612 -13 1,721 14,926 +125
Sep17 161101 2615 2625 2603 2613 -14 817 8,847 +382
Dec17 161101 2615 2615 2605 2610 -15 281 6,098 +2
Mar18 161101 2608 2608 2608 2608 -15 0 7,611 +0
Total Volume and Open Interest 38,739 259,778 +2,707
Coffee "C"(ICE)
Dec16 161101 163.25 165.40 161.15 161.45 -2.70 19,256 96,515 +300
Mar17 161101 166.60 168.80 164.75 165.00 -2.55 8,070 62,586 +570
May17 161101 168.75 170.95 166.90 167.15 -2.55 1,939 26,700 +161
Jul17 161101 170.55 172.70 168.75 168.95 -2.50 1,540 9,131 -22
Sep17 161101 172.20 174.30 170.50 170.65 -2.45 413 5,767 +50
Dec17 161101 174.45 176.00 173.00 173.00 -2.30 349 7,285 +182
Total Volume and Open Interest 31,679 211,047 +1,308
Orange Juice(ICE)
Nov16 161101 220.95 235.00 217.30 232.85 +10.90 579 1,490 -463
Jan17 161101 213.00 223.65 212.25 223.65 +10.00 1,483 13,314 +400
Mar17 161101 209.50 218.85 209.50 217.30 +8.05 137 808 +43
May17 161101 205.25 211.00 205.25 210.55 +5.40 50 305 +12
Jul17 161101 202.00 204.75 202.00 204.75 +3.00 5 55 +4
Sep17 161101 204.25 204.25 204.25 204.25 +3.00      
Total Volume and Open Interest 2,254 15,974 -4
Sugar #11(ICE)
Mar17 161101 21.52 21.57 21.11 21.19 -0.38 54,417 458,775 -6,835
May17 161101 21.11 21.14 20.73 20.80 -0.31 21,976 143,194 +5,238
Jul17 161101 20.56 20.60 20.20 20.28 -0.28 11,176 117,301 +1,002
Oct17 161101 20.15 20.21 19.83 19.91 -0.24 5,429 73,941 +660
Mar18 161101 19.97 19.99 19.66 19.74 -0.20 2,227 33,097 +255
May18 161101 19.37 19.37 19.07 19.13 -0.18 538 10,618 +243
Jul18 161101 18.82 18.82 18.55 18.59 -0.16 101 6,686 +61
Oct18 161101 18.59 18.59 18.35 18.35 -0.15 20 6,786 -1
Total Volume and Open Interest 95,927 854,438 +626
London Cocoa(LCE)
Dec16 161101 2260 2260 2224 2229 -33 7,565 95,459 -2,147
Mar17 161101 2197 2197 2169 2172 -26 10,407 92,225 +223
May17 161101 2190 2190 2169 2171 -23 3,824 47,112 +471
Jul17 161101 2190 2193 2175 2177 -21 599 13,625 -40
Sep17 161101 2186 2188 2175 2177 -19 386 19,631 -11
Dec17 161101 2175 2178 2166 2167 -19 286 12,060 +88
Mar18 161101 2167 2167 2167 2167 -19 54 3,335 +16
Total Volume and Open Interest 23,186 283,656 -1,335
London Sugar(LCE)
Dec16 161101 579.40 579.40 565.80 567.20 -12.20 4,703 31,712 -1,032
Mar17 161101 571.00 571.00 559.10 560.70 -10.30 3,451 25,888 -235
May17 161101 564.10 564.10 553.00 554.60 -9.60 736 16,713 +93
Aug17 161101 550.00 551.30 541.80 544.20 -7.60 202 7,599 +6
Oct17 161101 531.50 532.70 525.40 527.90 -5.40 163 9,499 -23
Total Volume and Open Interest 9,437 94,564 -1,094
Cotton(ICE)
Dec16 161101 68.76 68.92 68.10 68.20 -0.66 16,453 135,997 -797
Mar17 161101 69.21 69.36 68.60 68.66 -0.71 6,708 86,047 +2,030
May17 161101 69.68 69.83 69.08 69.15 -0.70 1,417 15,317 +349
Jul17 161101 69.80 69.92 69.15 69.25 -0.68 611 8,837 +273
Oct17 161101 69.50 69.50 68.40 68.40 -0.71      
Dec17 161101 68.95 69.08 68.47 68.60 -0.56 393 14,737 -47
Total Volume and Open Interest 25,588 262,059 +1,805
Lumber(CME)
Nov16 161101 296.5 311.7 293.4 299.0 +0.8 279 853 -35
Jan17 161101 307.5 319.0 302.6 308.3 -0.9 582 2,623 +68
Mar17 161101 316.4 326.0 312.8 318.1 -0.1 67 321 +20
May17 161101 322.5 322.5 318.2 319.9 -0.1 7 74 +0
Total Volume and Open Interest 935 3,893 +53
Crude Oil(NYM)
Dec16 161101 46.77 47.35 46.20 46.67 -0.19 550,081 483,961 -918
Jan17 161101 47.36 47.97 46.77 47.24 -0.22 105,378 248,746 -2,867
Feb17 161101 47.92 48.56 47.32 47.80 -0.25 41,164 107,341 +1,939
Mar17 161101 48.56 49.12 47.91 48.38 -0.24 37,890 199,983 +3,203
Apr17 161101 49.05 49.62 48.43 48.90 -0.23 13,522 61,545 -278
May17 161101 49.50 50.04 48.95 49.34 -0.21 5,100 52,275 -409
Jun17 161101 49.86 50.44 49.24 49.70 -0.19 31,362 145,120 +4,411
Jul17 161101 50.18 50.68 49.64 49.98 -0.18 3,532 41,780 -210
Aug17 161101 50.59 50.83 49.81 50.22 -0.17 2,899 29,125 -371
Sep17 161101 50.75 51.04 50.14 50.44 -0.15 4,682 46,761 +802
Oct17 161101 50.78 51.17 50.30 50.63 -0.14 1,213 24,354 +239
Nov17 161101 51.00 51.00 50.61 50.83 -0.13 1,371 24,400 +101
Dec17 161101 51.10 51.72 50.60 51.04 -0.12 29,482 175,585 +1,562
Jan18 161101 51.26 51.26 51.17 51.17 -0.12 1,296 20,273 +463
Feb18 161101 50.99 51.30 50.99 51.30 -0.12 317 7,144 +81
Mar18 161101 51.60 51.60 51.43 51.43 -0.11 2,160 20,341 +363
Total Volume and Open Interest 849,748 1,838,818 +10,176
e-miNY Crude Oil(NYM)
Dec16 161101 46.750 47.350 46.200 46.675 -0.175 10,041 2,415 +131
Jan17 161101 47.375 47.950 46.775 47.250 -0.200 215 677 +4
Feb17 161101 48.225 48.425 47.350 47.800 -0.250 34 294 +7
Mar17 161101 48.925 48.975 48.200 48.375 -0.250 13 187 +0
Apr17 161101 49.325 49.325 48.700 48.900 -0.225 1 112 -1
May17 161101 48.900 49.350 48.900 49.350 -0.200 0 29 +0
Jun17 161101 49.900 49.900 49.700 49.700 -0.200 14 78 +6
Jul17 161101 49.975 52.000 49.975 49.975 -0.175 8 81 -7
Aug17 161101 50.225 53.125 50.225 50.225 -0.175 0 144 +0
Sep17 161101 50.450 54.875 50.450 50.450 -0.150 0 61 +0
Total Volume and Open Interest 10,328 4,271 +142
NY Harbor ULSD(NYM)
Dec16 161101 151.14 157.91 150.00 151.69 +1.30 56,999 107,218 +218
Jan17 161101 152.57 158.13 151.58 153.07 +0.91 23,516 82,163 -499
Feb17 161101 155.32 158.58 152.91 154.30 +0.60 13,868 37,203 -1,186
Mar17 161101 155.60 158.95 153.59 154.89 +0.40 8,397 40,484 +381
Apr17 161101 156.50 158.45 153.79 154.88 +0.35 3,630 27,104 +1,044
May17 161101 156.50 158.25 154.07 155.33 +0.37 1,856 15,204 +63
Jun17 161101 157.38 159.10 154.65 155.87 +0.40 4,593 32,329 +513
Jul17 161101 159.50 159.72 156.84 156.84 +0.45 642 4,359 -61
Aug17 161101 160.60 160.60 158.00 158.00 +0.49 715 3,922 +22
Sep17 161101 160.86 160.86 158.17 159.24 +0.52 782 4,480 +92
Oct17 161101 161.85 162.22 160.38 160.38 +0.52 421 2,344 -23
Nov17 161101 164.40 164.40 160.50 161.42 +0.50 604 2,588 -34
Dec17 161101 164.29 164.67 161.11 162.42 +0.50 2,931 28,825 +620
Jan18 161101 165.00 165.00 163.46 163.46 +0.49 308 1,993 -14
Total Volume and Open Interest 139,908 406,568 -7,620
RBOB Gasoline(NYM)
Dec16 161101 144.00 163.51 144.00 148.41 +6.46 65,569 147,958 +200
Jan17 161101 142.25 153.74 142.25 144.54 +2.82 26,203 87,391 +1,693
Feb17 161101 145.51 150.67 143.12 144.59 +1.50 11,913 28,482 +197
Mar17 161101 152.33 152.89 144.53 146.54 +1.09 7,281 34,876 +921
Apr17 161101 167.20 171.16 162.20 164.71 +0.88 5,337 25,690 +40
May17 161101 165.97 169.83 163.96 165.93 +0.73 4,023 13,551 -44
Jun17 161101 165.13 169.39 163.77 165.79 +0.65 2,917 17,064 +240
Jul17 161101 167.59 168.31 164.54 164.89 +0.64 850 5,177 +277
Aug17 161101 165.67 165.67 162.11 163.17 +0.68 457 3,125 -100
Sep17 161101 163.09 163.27 160.43 160.59 +0.69 680 6,909 -76
Total Volume and Open Interest 158,219 401,474 -5,959
e-miNY RBOB Gasoline(NYM)
Dec16 161101 148.40 148.40 148.40 148.40 +6.45      
Jan17 161101 144.54 144.54 144.54 144.54 +2.82      
Feb17 161101 144.59 144.59 144.59 144.59 +1.50      
Mar17 161101 146.54 146.54 146.54 146.54 +1.09      
Total Volume and Open Interest      
Natural Gas(NYM)
Dec16 161101 2.979 3.029 2.850 2.902 -0.124 157,123 199,128 +3,986
Jan17 161101 3.159 3.194 3.029 3.078 -0.117 79,939 222,039 -2,998
Feb17 161101 3.180 3.216 3.059 3.106 -0.117 28,720 68,472 +2,225
Mar17 161101 3.179 3.189 3.045 3.089 -0.110 35,585 144,216 +2,345
Apr17 161101 3.035 3.059 2.960 2.999 -0.074 34,211 106,162 -1,000
May17 161101 3.044 3.052 2.961 2.996 -0.066 9,744 56,130 -44
Jun17 161101 3.059 3.078 2.995 3.030 -0.065 7,442 33,946 +643
Jul17 161101 3.080 3.108 3.031 3.061 -0.065 6,405 28,954 -104
Aug17 161101 3.108 3.109 3.032 3.061 -0.065 3,212 22,737 -4
Sep17 161101 3.088 3.088 3.013 3.044 -0.066 1,736 21,605 +217
Oct17 161101 3.108 3.110 3.029 3.061 -0.067 12,011 59,117 +62
Nov17 161101 3.153 3.153 3.074 3.107 -0.065 4,345 24,800 +174
Dec17 161101 3.284 3.297 3.222 3.256 -0.063 4,991 24,191 +617
Jan18 161101 3.391 3.391 3.317 3.350 -0.060 5,153 17,142 -234
Feb18 161101 3.332 3.338 3.288 3.322 -0.055 1,277 7,286 +345
Mar18 161101 3.260 3.273 3.225 3.256 -0.050 2,849 18,753 +771
Total Volume and Open Interest 397,805 1,143,798 +8,226
Brent Crude Oil(ICE)
Jan17 161101 48.72 49.26 47.72 48.14 -0.47 268,414 550,896 +11,248
Feb17 161101 49.27 49.96 48.53 48.95 -0.35 67,691 216,647 +2,764
Mar17 161101 49.97 50.58 49.20 49.62 -0.30 40,215 209,078 +3,115
Apr17 161101 50.53 51.12 49.77 50.20 -0.27 21,921 99,694 +1,777
May17 161101 50.95 51.59 50.27 50.69 -0.25 17,836 84,135 +111
Jun17 161101 51.34 51.99 50.67 51.10 -0.23 37,080 194,120 +3,225
Jul17 161101 51.73 52.32 51.04 51.45 -0.22 4,343 45,079 +323
Aug17 161101 51.99 52.60 51.33 51.74 -0.21 2,326 31,740 -401
Sep17 161101 52.23 52.84 51.60 52.00 -0.19 4,420 57,975 -1,069
Oct17 161101 52.38 52.38 52.26 52.26 -0.16 971 25,688 -9
Nov17 161101 52.61 52.61 52.51 52.51 -0.15 705 22,641 +176
Dec17 161101 52.90 53.49 52.32 52.74 -0.12 27,716 217,681 -568
Jan18 161101 52.96 52.96 52.96 52.96 -0.10 427 20,736 +47
Feb18 161101 53.18 53.18 53.18 53.18 -0.09 676 15,893 +34
Total Volume and Open Interest 609,801 2,142,699 -17,007
Gas Oil(ICE)
Nov16 161101 443.75 453.00 434.50 436.75 -3.50 18,968 137,573 -4,170
Dec16 161101 446.75 452.75 435.00 437.50 -3.75 51,296 217,598 -1,977
Jan17 161101 453.00 454.75 438.25 440.75 -3.75 17,096 126,771 -346
Feb17 161101 450.75 457.50 442.25 444.50 -4.00 6,545 57,131 -85
Mar17 161101 454.50 460.50 446.00 448.25 -3.75 5,673 49,748 -739
Apr17 161101 457.25 463.00 448.75 451.25 -3.75 4,202 28,301 +527
May17 161101 460.00 465.75 451.50 454.00 -3.75 2,537 24,333 -211
Jun17 161101 462.25 468.00 454.00 456.50 -3.75 9,038 59,150 +1,364
Jul17 161101 465.75 470.50 459.00 459.75 -3.75 1,011 16,890 -3
Aug17 161101 468.75 474.00 462.25 463.00 -3.50 1,224 13,914 +547
Total Volume and Open Interest 139,275 924,494 -3,361
Ethanol(CBOT)
Nov16 161101 1.635 1.645 1.630 1.635 unch 151 41 -92
Dec16 161101 1.585 1.585 1.541 1.559 -0.010 428 3,495 +234
Jan17 161101 1.509 1.514 1.491 1.507 -0.016 153 1,043 +15
Feb17 161101 1.494 1.499 1.480 1.499 -0.016 147 288 -26
Mar17 161101 1.506 1.516 1.506 1.516 -0.016 4 265 -2
Apr17 161101 1.517 1.538 1.517 1.538 -0.016 0 234 +0
May17 161101 1.545 1.545 1.545 1.545 -0.016 0 5 +0
Jun17 161101 1.545 1.545 1.545 1.545 -0.016      
Total Volume and Open Interest 883 5,377 +129
WTI Crude Oil(ICE)
Dec16 161101 46.87 47.40 46.20 46.67 -0.19 49,015 93,452 -3,337
Jan17 161101 47.51 47.99 46.76 47.24 -0.22 40,204 107,250 -604
Feb17 161101 48.12 48.60 47.35 47.80 -0.25 16,107 38,696 +310
Mar17 161101 48.75 49.17 47.95 48.38 -0.24 9,660 42,735 +880
Apr17 161101 49.67 49.67 48.46 48.90 -0.23 4,009 13,982 +258
May17 161101 50.09 50.09 48.93 49.34 -0.21 1,877 8,041 -35
Jun17 161101 50.41 50.42 49.29 49.70 -0.19 6,727 43,901 +614
Jul17 161101 50.33 50.43 49.69 49.98 -0.18 779 7,524 +161
Aug17 161101 49.93 50.22 49.93 50.22 -0.17 585 5,173 +273
Sep17 161101 50.44 50.44 50.44 50.44 -0.15 1,010 15,275 +184
Oct17 161101 50.63 50.63 50.63 50.63 -0.14 306 4,183 +50
Nov17 161101 50.83 50.83 50.83 50.83 -0.13 196 1,531 +107
Dec17 161101 51.60 51.67 50.74 51.04 -0.12 5,146 81,065 -1,948
Jan18 161101 51.17 51.17 51.17 51.17 -0.12 0 946 +0
Feb18 161101 51.30 51.30 51.30 51.30 -0.12 0 615 +0
Mar18 161101 51.43 51.43 51.43 51.43 -0.11 64 3,516 +54
Total Volume and Open Interest 138,631 539,091 -3,227
US Dollar Index(ICE)
Dec16 161101 98.390 98.460 97.620 97.698 -0.725 23,967 82,728 +250
Mar17 161101 98.325 98.355 97.530 97.607 -0.725 489 4,388 -43
Jun17 161101 97.805 97.805 97.518 97.518 -0.725 18 212 -3
Total Volume and Open Interest 24,476 87,459 +206
Australian Dollar(CME)
Dec16 161101 75.96 76.80 75.89 76.39 +0.47 91,760 119,604 -3,674
Mar17 161101 75.81 76.64 75.76 76.24 +0.46 210 1,682 -55
Jun17 161101 75.97 76.31 75.97 76.07 +0.46 1 42 +1
Total Volume and Open Interest 91,971 121,331 -3,728
British Pound(CME)
Dec16 161101 122.52 122.91 122.15 122.58 +0.04 141,134 262,382 -495
Mar17 161101 122.70 123.14 122.40 122.81 +0.03 348 3,349 +103
Jun17 161101 122.93 123.26 122.70 123.05 +0.04 2 588 +1
Total Volume and Open Interest 141,484 266,501 -391
Canadian Dollar(CME)
Dec16 161101 74.57 74.91 74.51 74.73 +0.20 86,406 114,907 +1,245
Mar17 161101 74.63 74.98 74.59 74.79 +0.20 374 2,322 -185
Jun17 161101 75.05 75.11 74.73 74.85 +0.20 12 385 +3
Sep17 161101 74.94 75.07 74.83 74.91 +0.20 2 263 +2
Total Volume and Open Interest 86,806 118,031 +1,075
Japanese Yen(CME)
Dec16 161101 95.57 96.50 95.28 96.34 +0.88 152,799 166,311 +2,422
Mar17 161101 95.96 96.86 95.65 96.71 +0.89 597 2,671 +74
Jun17 161101 96.60 97.25 96.18 97.14 +0.89 6 145 +0
Total Volume and Open Interest 153,402 169,157 +2,496
Swiss Franc(CME)
Dec16 161101 101.35 103.04 101.26 102.89 +1.67 31,319 62,776 -3,800
Mar17 161101 102.53 103.55 102.51 103.42 +1.67 10 89 +6
Jun17 161101 104.04 104.10 104.04 104.04 +1.69 0 17 +0
Total Volume and Open Interest 31,329 62,886 -3,794
EuroFX(CME)
Dec16 161101 109.97 110.91 109.82 110.82 +0.95 178,627 442,671 -1,644
Mar17 161101 110.38 111.35 110.27 111.27 +0.95 1,050 10,711 +91
Jun17 161101 111.00 111.76 110.78 111.76 +0.95 15 1,203 +9
Total Volume and Open Interest 179,699 454,704 -1,540
Mexican Peso(CME)
Nov16 161101 519.88 519.88 519.88 519.88 -8.38 0 5 +0
Dec16 161101 527.75 529.75 516.38 517.75 -8.50 88,492 117,812 +756
Total Volume and Open Interest 88,598 147,644 +770
Brazilian Real(CME)
Dec16 161101 311.35 311.65 304.80 305.15 -6.00 5,367 30,997 +1,094
Jan17 161101 302.45 302.45 302.15 302.45 -6.20      
Feb17 161101 299.75 299.75 299.75 299.75 -5.90      
Mar17 161101 297.60 297.60 297.60 297.60 -5.95      
Total Volume and Open Interest 10,165 40,208 +763
30-Year T-Bonds(CBOT)
Dec16 161101 162~260 163~090 161~220 163~020 +0~110 306,566 555,355 -9,075
Mar17 161101 161~080 161~220 160~110 161~210 +0~110 983 988 +411
Jun17 161101 160~250 160~250 160~250 160~250 +0~110      
Total Volume and Open Interest 307,549 556,343 -8,664
10-Year T-Notes(CBOT)
Dec16 161101 129~215 129~290 129~085 129~255 +0~055 1,390,479 2,908,459 -33,809
Mar17 161101 129~015 129~075 128~235 129~075 +0~060 3,193 12,976 +1,740
Jun17 161101 128~315 128~315 128~315 128~315 +0~060      
Total Volume and Open Interest 1,393,672 2,921,435 -32,069
5-Year T-Notes(CBOT)
Dec16 161101 120~262 120~312 120~190 120~300 +0~044 691,411 2,760,601 +592
Mar17 161101 120~110 120~196 120~082 120~186 +0~044 2,518 29,449 +1,597
Jun17 161101 120~166 120~166 120~166 120~166 +0~024      
Total Volume and Open Interest 693,929 2,790,050 +2,189
2 Year T-Notes(CBOT)
Dec16 161101 109~020 109~040 109~002 109~034 +0~012 292,823 1,243,500 -674
Mar17 161101 108~286 108~306 108~274 108~306 +0~012 45 5,347 +26
Jun17 161101 108~306 108~306 108~306 108~306 +0~012      
Total Volume and Open Interest 292,868 1,248,847 -648
Eurodollars(CME)
Dec16 161101 99.055 99.070 99.050 99.065 +0.010 306,208 1,615,263 +1,983
Mar17 161101 99.025 99.040 99.010 99.035 +0.015 257,702 1,335,095 -7,763
Jun17 161101 98.965 98.990 98.945 98.980 +0.020 192,232 1,274,410 +6,206
Sep17 161101 98.920 98.945 98.895 98.940 +0.025 135,772 984,361 -5,729
Dec17 161101 98.865 98.895 98.835 98.885 +0.025 279,555 1,498,706 -351
Mar18 161101 98.830 98.860 98.795 98.850 +0.025 135,215 709,048 +1,388
Jun18 161101 98.785 98.820 98.750 98.810 +0.030 156,390 553,619 -6,111
Sep18 161101 98.740 98.775 98.700 98.765 +0.030 107,987 430,426 +687
Dec18 161101 98.685 98.720 98.640 98.710 +0.030 181,244 664,311 +674
Mar19 161101 98.645 98.680 98.600 98.675 +0.030 94,408 432,644 +12,843
Jun19 161101 98.600 98.635 98.555 98.625 +0.030 84,061 403,719 +2,445
Sep19 161101 98.555 98.585 98.500 98.575 +0.030 79,879 299,536 +2,462
Dec19 161101 98.490 98.525 98.440 98.515 +0.030 72,109 357,430 -5,255
Mar20 161101 98.440 98.475 98.390 98.470 +0.030 49,259 171,352 +2,530
Jun20 161101 98.390 98.420 98.335 98.415 +0.030 45,322 124,871 +3,619
Sep20 161101 98.335 98.370 98.285 98.360 +0.025 42,027 106,580 -556
Dec20 161101 98.270 98.305 98.215 98.300 +0.025 32,748 116,755 -2,056
Mar21 161101 98.225 98.250 98.170 98.245 +0.025 26,994 69,718 +850
Total Volume and Open Interest 2,364,052 11,521,797 +6,439
Ultra T-Bond(CBOT)
Dec16 161101 176~05 176~27 174~19 176~18 +0~20 96,377 617,259 -3,439
Mar17 161101 174~13 175~25 174~13 175~25 +0~20 2,189 6,518 -102
Jun17 161101 175~03 175~03 175~03 175~03 +0~20      
Total Volume and Open Interest 98,566 623,777 -3,541
Ultra 10-Yr T-Note(CBOT)
Dec16 161101 141~185 141~255 140~295 141~215 +0~050 73,213 238,413 +1,048
Mar17 161101 141~145 141~145 141~145 141~145 +0~050      
Jun17 161101 141~145 141~145 141~145 141~145 +0~050      
Total Volume and Open Interest 73,213 238,413 +1,048
30 Day Federal Funds(CBOT)
Nov16 161101 99.588 99.590 99.588 99.588 unch 44,766 262,927 +292
Dec16 161101 99.495 99.510 99.490 99.505 +0.005 24,599 97,805 -1,458
Jan17 161101 99.415 99.435 99.410 99.430 +0.010 56,482 172,416 +5,039
Feb17 161101 99.405 99.420 99.400 99.415 +0.005 13,064 85,623 +3,221
Mar17 161101 99.385 99.405 99.375 99.395 +0.010 3,969 39,642 -40
Apr17 161101 99.375 99.390 99.365 99.390 +0.015 6,736 65,599 +96
Total Volume and Open Interest 168,274 1,198,941 +9,684
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 161031 99.99 99.99 99.99 99.99 unch 0 7 +0
Mar17 161031 99.99 99.99 99.99 99.99 unch      
Jun17 161031 99.99 99.99 99.99 99.99 unch      
Sep17 161031 99.99 99.99 99.99 99.99 unch      
Dec17 161031 99.99 99.99 99.99 99.99 unch      
Mar18 161031 100.00 100.00 100.00 100.00 unch      
Jun18 161031 99.86 99.86 99.86 99.86 unch      
Sep18 161031 99.71 99.71 99.71 99.71 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161031 151.66 151.73 151.65 151.69 -0.04 515 14,414 +18
Mar17 161031 151.63 151.63 151.63 151.63 -0.04      
Jun17 161031 151.63 151.63 151.63 151.63 -0.04      
Total Volume and Open Interest 515 14,414 +18
Euro-Buxl(EUREX)
Dec16 161101 179.50 180.96 178.18 179.34 -0.54 60,586 201,318 -7,146
Mar17 161101 177.20 178.64 176.90 177.54 -0.56 3,298 10,038 +1,697
Jun17 161101 177.24 177.24 176.04 176.04 -0.54 2 7 +0
Total Volume and Open Interest 63,886 211,363 -5,449
Euro-Bund(EUREX)
Dec16 161101 161.94 162.36 161.53 161.84 -0.33 907,480 2,008,082 -74,586
Mar17 161101 163.97 164.33 163.51 163.83 -0.38 38,319 163,077 +27,272
Jun17 161101 161.30 161.30 161.30 161.30 -0.33      
Total Volume and Open Interest 945,799 2,171,159 -47,314
Euro-Bobl(EUREX)
Dec16 161101 131.06 131.16 130.97 131.02 -0.09 615,306 1,389,979 -21,993
Mar17 161101 132.58 132.72 132.57 132.62 -0.10 16,827 54,333 +14,129
Jun17 161101 131.27 131.27 131.27 131.27 -0.09      
Total Volume and Open Interest 632,133 1,444,312 -7,864
Euro-Schatz(EUREX)
Dec16 161101 111.97 112.00 111.96 111.97 -0.01 386,624 1,340,533 +77,987
Mar17 161101 111.96 111.96 111.96 111.96 +0.01 50 398 +0
Jun17 161101 111.97 111.97 111.97 111.97 -0.01      
Total Volume and Open Interest 386,674 1,340,931 +77,987
3-Mth Euribor(EUREX)
Dec16 161101 100.305 100.305 100.305 100.305 unch 0 3,192 +0
Mar17 161101 100.295 100.295 100.285 100.285 -0.005 3 3,287 +0
Jun17 161101 100.275 100.275 100.275 100.275 -0.010 0 33,954 -2
Total Volume and Open Interest 16 74,791 +0
Long Gilt(LIFFE)
Dec16 161101 124~29 125~09 124~22 124~28 -0~15 191,438 694,988 +478
Mar17 161101 124~31 124~31 124~31 124~31 -0~20      
Total Volume and Open Interest 191,438 694,988 +478
3-Mth Short Sterling(LIFFE)
Dec16 161101 99.59 99.60 99.59 99.60 +0.01 49,590 481,321 +3,139
Mar17 161101 99.58 99.59 99.57 99.58 unch 62,468 397,475 -1,141
Jun17 161101 99.56 99.57 99.55 99.56 unch 53,635 341,557 -1,900
Sep17 161101 99.54 99.55 99.53 99.54 unch 37,862 323,514 +2,437
Dec17 161101 99.50 99.51 99.49 99.50 -0.01 75,484 319,826 -12,557
Mar18 161101 99.46 99.48 99.45 99.46 -0.01 82,696 203,941 -9,168
Total Volume and Open Interest 701,816 2,913,540 -28,798
3-Mth Euribor(LIFFE)
Dec16 161101 100.305 100.305 100.300 100.300 -0.005 56,852 425,712 +8,902
Mar17 161101 100.290 100.295 100.285 100.285 -0.005 91,161 456,521 +14,273
Jun17 161101 100.280 100.285 100.270 100.275 -0.005 135,093 437,311 +14,891
Total Volume and Open Interest 1,010,429 3,370,850 +76,348
3-Mth Aus T-Bills(SFE)
Dec16 161101 98.24 98.25 98.22 98.23 -0.01 19,094 162,388 +3,222
Mar17 161101 98.28 98.29 98.25 98.26 -0.02 75,072 258,868 +27,137
Jun17 161101 98.28 98.30 98.24 98.26 -0.03 31,366 218,114 +7,647
Sep17 161101 98.27 98.28 98.23 98.24 -0.03 17,710 136,401 +1,619
Dec17 161101 98.24 98.25 98.19 98.21 -0.03 15,635 152,119 -811
Mar18 161101 98.20 98.21 98.15 98.16 -0.04 9,989 86,694 -1,034
Jun18 161101 98.15 98.17 98.11 98.12 -0.04 5,955 64,879 +84
Sep18 161101 98.11 98.12 98.06 98.07 -0.03 4,833 33,406 +2,296
Dec18 161101 98.05 98.07 98.01 98.01 -0.03 358 7,188 +103
Mar19 161101 98.01 98.03 97.96 97.96 -0.03 18 3,661 -7
Total Volume and Open Interest 180,032 1,125,788 +40,256
10-Year Aus T-Bonds(SFE)
Dec16 161101 97.67 97.70 97.63 97.64 -0.04 182,226 912,063 +13,991
Mar17 161101 97.64 97.64 97.64 97.64 -0.04      
Total Volume and Open Interest 182,226 912,063 +13,991
3-Year Aus T-Bonds(SFE)
Dec16 161101 98.31 98.33 98.27 98.28 -0.03 262,492 1,015,815 -2,352
Mar17 161101 98.28 98.28 98.28 98.28 -0.03      
Total Volume and Open Interest 262,492 1,015,815 -2,352
Gold(CMX)
Dec16 161101 1277.8 1292.9 1276.3 1288.0 +14.9 232,893 364,543 +1,753
Feb17 161101 1281.9 1296.9 1280.4 1291.9 +15.0 6,112 64,370 +1,584
Apr17 161101 1287.5 1300.2 1287.0 1295.3 +15.0 1,234 15,663 -100
Jun17 161101 1288.6 1303.1 1288.1 1298.6 +15.2 1,933 29,246 +288
Aug17 161101 1290.8 1303.7 1290.8 1301.6 +15.3 352 8,194 -21
Oct17 161101 1294.1 1308.2 1294.1 1304.4 +15.3 239 2,305 +78
Dec17 161101 1296.1 1310.5 1296.1 1307.2 +15.3 399 13,946 -21
Feb18 161101 1310.0 1310.0 1303.0 1310.0 +15.3 27 193 +17
Apr18 161101 1312.5 1312.5 1312.5 1312.5 +15.3 0 3 +0
Jun18 161101 1314.6 1315.0 1314.6 1315.0 +15.3 16 4,159 -16
Aug18 161101 1318.2 1318.2 1318.2 1318.2 +15.3      
Total Volume and Open Interest 243,947 510,070 +3,261
Silver(CMX)
Dec16 161101 1789.0 1851.0 1785.0 1841.8 +62.2 69,831 142,390 -575
Mar17 161101 1802.5 1862.5 1799.0 1854.1 +62.7 4,673 35,250 +763
May17 161101 1815.5 1865.5 1815.5 1860.3 +63.1 270 3,570 +53
Jul17 161101 1812.5 1869.0 1812.5 1866.3 +63.5 269 4,058 +33
Sep17 161101 1866.0 1873.5 1866.0 1872.1 +63.6 62 805 +1
Dec17 161101 1827.0 1885.5 1827.0 1880.8 +63.9 113 4,331 +23
Mar18 161101 1888.1 1888.1 1817.0 1888.1 +63.9 10 2 -10
Total Volume and Open Interest 75,402 193,975 +370
Platinum(NYMEX)
Jan17 161101 981.6 999.2 979.1 997.9 +19.3 16,783 64,337 -4
Apr17 161101 984.3 1002.8 983.0 1001.6 +19.3 304 5,771 +92
Jul17 161101 1004.7 1004.7 988.6 1004.7 +19.3 6 39 +0
Oct17 161101 1008.6 1008.6 954.0 1008.6 +19.2 0 168 +0
Total Volume and Open Interest 17,109 70,398 +88
Palladium(NYMEX)
Dec16 161101 620.15 636.85 618.90 634.10 +16.10 4,742 19,404 -302
Mar17 161101 623.40 637.95 622.60 636.05 +16.15 598 2,528 +544
Jun17 161101 637.85 637.85 637.85 637.85 +16.15 0 32 +0
Total Volume and Open Interest 5,340 21,966 +242
Copper(CMX)
Dec16 161101 220.55 223.30 219.85 222.90 +2.40 81,884 115,025 -7,701
Mar17 161101 221.35 224.40 220.90 224.00 +2.45 11,803 59,863 +1,019
May17 161101 222.45 224.65 222.00 224.50 +2.45 1,040 9,387 +137
Jul17 161101 223.40 225.05 223.10 224.85 +2.40 785 4,733 +161
Sep17 161101 223.25 225.20 223.05 225.20 +2.40 190 1,645 +53
Total Volume and Open Interest 96,291 199,973 -6,387
E-mini DJIA Index(CBOT)
Dec16 161101 18080 18126 17856 17939 -123 278,900 117,765 +2,528
Mar17 161101 18006 18051 17804 17880 -120 79 836 +18
Jun17 161101 17804 18000 17804 17804 -120 0 6 +0
Sep17 161101 17719 17719 17719 17719 -120      
Total Volume and Open Interest 278,979 118,607 +2,546
S & P 500(CME)
Dec16 161101 2123.00 2128.00 2103.60 2103.80 -16.30 5,841 81,295 -408
Mar17 161101 2098.30 2098.30 2098.30 2098.30 -16.30 5 167 +0
Jun17 161101 2093.00 2093.00 2093.00 2093.00 -16.50 0 60 +0
Sep17 161101 2087.90 2087.90 2087.90 2087.90 -16.50      
Total Volume and Open Interest 5,846 81,522 -408
S & P 500 E-Mini(Globex)
Dec16 161101 2123.50 2129.50 2091.00 2103.75 -16.25 2,391,182 2,969,629 -16,240
Mar17 161101 2117.50 2123.50 2085.75 2098.25 -16.25 5,354 24,130 +1,338
Jun17 161101 2118.00 2118.50 2080.75 2093.00 -16.50 27 809 +8
Sep17 161101 2087.00 2107.50 2082.50 2088.00 -16.50 5 22 +5
Total Volume and Open Interest 2,396,568 2,994,620 -14,889
NASDAQ 100 E-Mini(Globex)
Dec16 161101 4802.80 4817.00 4718.80 4757.30 -39.50 325,145 307,129 +2,446
Mar17 161101 4800.50 4815.00 4719.00 4755.80 -40.00 572 1,093 +32
Jun17 161101 4787.00 4787.00 4749.80 4749.80 -40.00 3 10 +0
Total Volume and Open Interest 325,720 308,239 +2,478
S&P Midcap 400(CME) e-Mini
Dec16 161101 1507.80 1513.90 1482.10 1490.30 -16.50 18,842 84,686 -784
Mar17 161101 1487.80 1507.60 1480.90 1487.80 -16.50 0 2 +0
Jun17 161101 1478.10 1494.80 1478.10 1478.10 -16.50      
Total Volume and Open Interest 18,842 84,688 -784
Volatility Index(CBOE)
Nov16 161101 17.25 18.78 16.97 17.83 +0.60 163,731 201,726 -11,069
Dec16 161101 17.40 18.38 17.22 17.88 +0.45 88,220 122,970 +4,954
Jan17 161101 18.50 19.25 18.30 18.88 +0.40 30,116 46,890 +765
Feb17 161101 18.76 19.43 18.61 19.13 +0.35 11,376 24,095 +17
Total Volume and Open Interest 305,023 434,500 -4,112
Russell 2000(ICE)
Dec16 161101 1191.10 1195.70 1166.80 1174.10 -15.20 110,414 330,464 -4,762
Mar17 161101 1175.00 1175.00 1165.50 1169.10 -15.20 28 305 +19
Jun17 161101 1165.10 1165.10 1165.10 1165.10 -15.20 0 170 +0
Total Volume and Open Interest 110,442 331,078 -4,743
Nikkei 225(CME)
Dec16 161101 17470 17595 17170 17270 -150 11,442 36,169 +267
Mar17 161101 17325 17325 17275 17280 -150 0 40 +0
Total Volume and Open Interest 11,442 36,209 +267
Nikkei 225(SGX)
Dec16 161101 17455 17470 17430 17430 unch 48,645 191,173 +1,936
Mar17 161101 17295 17420 17295 17390 -5 8 4,861 +5
Jun17 161031 17270 17270 17270 17270 +65      
Total Volume and Open Interest 45,307 201,304 +1,130
Nikkei 225(CME) Yen
Dec16 161101 17415 17530 17150 17240 -155 52,579 59,774 +1,852
Mar17 161101 17310 17420 17125 17190 -155 12 105 +8
Jun17 161101 17060 17060 17060 17060 -155      
Total Volume and Open Interest 52,591 59,879 +1,860
Nikkei 225(CME) e-Mini Yen
Dec16 161101 17370 17370 17190 17240 -160 6 57 +2
Mar17 161101 17190 17190 17190 17190 -160      
Jun17 161101 17060 17060 17060 17060 -160      
Total Volume and Open Interest 6 57 +2
CAC 40(EURONEXT)
Nov16 161101 4532.5 4537.5 4434.5 4467.0 -39.5 111,550 297,206 +1,811
Dec16 161101 4524.5 4526.5 4432.0 4461.0 -39.5 318 22,228 -54
Jan17 161101 4453.0 4453.0 4453.0 4453.0 -39.5      
Total Volume and Open Interest 111,868 319,498 +1,757
Hang Seng Index(HKFE)
Nov16 161101 22903 23286 22848 23225 +320 110,240 131,047 +3,081
Dec16 161101 22914 23300 22876 23250 +326 675 13,550 +95
Total Volume and Open Interest 130,357 162,500 -6,117
DAX(EUREX)
Dec16 161101 10720.0 10739.0 10451.0 10503.5 -173.5 118,650 181,048 +6,826
Mar17 161101 10711.5 10735.0 10450.0 10500.0 -174.0 86 3,729 +41
Jun17 161101 10741.0 10741.0 10480.0 10527.5 -172.5 28 199 +9
Total Volume and Open Interest 118,764 184,976 +6,876
Mini-DAX(EUREX)
Dec16 161101 10718.0 10738.0 10453.0 10503.5 -173.5 30,901 15,223 +220
Mar17 161101 10702.0 10723.0 10450.0 10500.0 -174.0 55 1,416 +0
Jun17 161101 10674.0 10694.0 10527.5 10527.5 -172.5 10 43 +0
Total Volume and Open Interest 30,966 16,682 +220
FT-SE 100(EURONEXT)
Dec16 161101 6902.50 6964.50 6850.50 6876.50 -52.50 131,591 783,131 +658
Mar17 161101 6884.00 6895.00 6801.00 6813.50 -52.50 5,512 6,371 +4,510
Jun17 161101 6742.50 6742.50 6742.50 6742.50 -56.50      
Total Volume and Open Interest 137,103 789,502 +5,168
SPI 200(SFE)
Dec16 161101 5290.0 5292.0 5243.0 5262.0 -28.0 41,133 286,496 +269
Mar17 161101 5210.0 5213.0 5210.0 5213.0 -28.0 5 1,703 +0
Jun17 161101 5199.0 5199.0 5199.0 5199.0 -28.0 0 1,397 +0
Total Volume and Open Interest 41,141 290,529 +268
FTSE MIB(ISE)
Dec16 161101 17140.00 17210.00 16810.00 16849.00 -259.00 29,466 39,383 -1,286
Mar17 161101 17170.00 17180.00 16810.00 16837.00 -254.00 42 570 +0
Jun17 161101 16405.00 16405.00 16405.00 16405.00 -254.00      
Total Volume and Open Interest 29,508 39,953 -1,286
KOSPI 200(KFE)
Dec16 161101 256.40 256.60 253.80 256.50 unch 104,605 126,154 -304
Mar17 161101 253.70 253.75 251.05 253.70 unch 243 6,629 +30
Jun17 161101 253.85 253.85 252.55 253.80 -0.55 3 1,319 -3
Total Volume and Open Interest 104,851 138,530 -277
GSCI(CME)
Nov16 161101 365.45 365.45 359.25 360.95 -0.65 152 14,654 +146
Dec16 161101 365.75 371.40 364.20 365.75 -1.15 10 185 +10
Jan17 161101 369.55 369.55 369.55 369.55 -1.15      
Total Volume and Open Interest 162 14,839 +156
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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