Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Thu November 03, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161103 976.50 984.50 976.50 979.75 +3.00 11,397 11,225 -4,769
Jan17 161103 986.25 994.00 985.50 989.50 +3.00 118,570 321,211 -9,650
Mar17 161103 993.00 1000.50 992.25 996.25 +2.75 24,230 101,812 +546
May17 161103 1001.00 1007.25 999.25 1003.00 +2.75 9,455 62,708 +1,714
Jul17 161103 1005.50 1012.25 1004.50 1007.75 +2.25 10,064 73,141 +1,110
Aug17 161103 1006.75 1008.00 1003.25 1006.25 +2.25 640 2,900 -26
Sep17 161103 994.00 994.00 991.00 992.75 +2.50 187 1,425 +47
Nov17 161103 978.00 984.50 978.00 981.75 +3.25 3,741 37,626 +187
Jan18 161103 984.00 984.00 981.00 982.25 +3.00 42 1,153 +16
Mar18 161103 979.25 980.25 979.25 980.25 +2.75 55 663 +22
May18 161103 978.50 1003.25 978.50 978.50 +1.50 14 271 -2
Jul18 161103 979.25 979.25 979.00 979.00 +0.50 30 356 +5
Aug18 161103 973.75 973.75 973.75 973.75 unch 0 17 +0
Sep18 161103 958.50 958.50 958.50 958.50 unch 0 17 +0
Total Volume and Open Interest 178,518 615,146 -10,776
Soybean Meal(CBOT)
Dec16 161103 306.50 309.60 305.40 306.40 -0.30 54,568 127,180 -6,239
Jan17 161103 308.30 311.30 307.20 308.20 -0.10 24,790 73,789 +626
Mar17 161103 309.70 312.70 308.90 309.80 +0.10 11,802 58,378 +296
May17 161103 312.80 314.40 310.90 311.60 +0.20 6,381 38,583 +297
Jul17 161103 313.50 316.10 312.90 313.60 +0.30 4,647 35,993 -58
Aug17 161103 313.10 315.90 312.90 313.40 +0.30 371 4,667 -47
Sep17 161103 312.50 315.00 312.10 312.50 +0.40 250 5,333 +38
Oct17 161103 309.00 311.20 308.40 308.90 +0.70 96 4,697 +64
Dec17 161103 308.20 310.90 308.10 308.80 +0.60 444 15,002 +79
Jan18 161103 308.30 310.10 308.00 308.30 +0.50 64 784 -38
Total Volume and Open Interest 103,448 366,377 -4,970
Soybean Oil(CBOT)
Dec16 161103 34.98 35.25 34.82 35.10 +0.12 66,466 187,637 -5,907
Jan17 161103 35.20 35.47 35.05 35.36 +0.15 32,492 115,898 +1,387
Mar17 161103 35.38 35.65 35.23 35.54 +0.14 16,770 68,376 -323
May17 161103 35.59 35.70 35.38 35.70 +0.13 8,603 47,650 +1,673
Jul17 161103 35.73 35.92 35.55 35.85 +0.11 8,842 33,867 +1,204
Aug17 161103 35.75 35.95 35.55 35.84 +0.11 257 4,482 -18
Sep17 161103 35.70 35.81 35.60 35.81 +0.10 330 3,757 +91
Oct17 161103 35.42 35.62 35.40 35.62 +0.12 266 3,225 -9
Dec17 161103 35.53 35.68 35.32 35.68 +0.12 959 8,934 +449
Jan18 161103 35.68 35.68 35.11 35.68 +0.12 0 454 +0
Total Volume and Open Interest 135,012 475,067 -1,441
Canola(WCE)
Nov16 161103 509.7 509.9 507.2 507.2 -3.0 549 1,061 -218
Jan17 161103 515.2 518.0 512.5 514.2 -1.6 19,121 126,948 +4,816
Mar17 161103 520.5 522.4 516.8 518.5 -1.8 4,360 24,516 +766
May17 161103 522.5 523.8 518.7 520.2 -2.3 2,199 12,610 +7
Jul17 161103 521.0 523.0 517.8 519.1 -2.8 2,539 10,881 -1,383
Total Volume and Open Interest 30,333 183,796 +3,606
Corn(CBOT)
Dec16 161103 346.25 348.75 345.00 348.00 +1.75 219,271 606,214 -13,308
Mar17 161103 355.00 358.00 354.00 357.00 +1.50 83,914 357,902 +419
May17 161103 363.00 365.25 361.50 364.25 +1.25 25,950 89,461 +4,817
Jul17 161103 369.50 372.25 368.50 371.75 +1.75 22,781 136,531 -591
Sep17 161103 376.50 378.50 375.00 378.00 +1.50 4,008 49,358 +1,144
Dec17 161103 384.25 386.25 382.75 386.00 +1.75 7,978 90,717 +1,044
Mar18 161103 394.75 395.25 392.75 395.25 +1.50 390 6,353 +12
May18 161103 400.50 400.50 399.00 400.50 +1.50 20 1,258 +9
Jul18 161103 404.25 405.00 401.50 404.25 +1.50 33 1,602 +1
Sep18 161103 401.50 402.00 400.25 400.25 unch 0 588 +0
Total Volume and Open Interest 364,468 1,345,452 -6,436
Wheat(CBOT)
Dec16 161103 417.50 420.00 409.00 412.00 -5.75 76,666 269,059 -5,457
Mar17 161103 434.00 437.00 427.00 429.75 -4.75 38,322 123,270 +5,669
May17 161103 449.00 451.50 442.00 445.00 -4.00 6,894 29,721 +892
Jul17 161103 462.25 464.75 455.25 458.50 -3.50 6,048 49,789 -652
Sep17 161103 474.50 479.25 470.50 474.25 -2.25 1,462 9,186 +35
Dec17 161103 495.00 496.50 488.50 492.75 -1.75 2,086 11,946 +640
Total Volume and Open Interest 131,654 495,525 +1,190
Wheat(KCBT)
Dec16 161103 415.00 418.50 409.00 410.50 -5.00 17,996 117,177 -1,459
Mar17 161103 433.00 436.25 427.25 428.50 -4.75 7,679 62,561 +784
May17 161103 444.25 448.25 439.75 440.75 -4.50 4,419 29,402 +1,059
Jul17 161103 457.00 459.75 451.25 452.25 -4.50 1,606 42,717 +501
Sep17 161103 467.75 468.75 466.00 467.00 -4.25 32 4,657 -1
Dec17 161103 488.75 489.25 486.50 486.50 -3.75 198 5,771 +75
Mar18 161103 502.00 502.00 499.25 499.25 -4.25 73 983 +51
Total Volume and Open Interest 32,050 263,869 +1,036
Wheat(MGE)
Dec16 161103 517.75 518.75 509.00 509.75 -7.50 5,829 27,354 -511
Mar17 161103 524.25 525.75 516.75 517.50 -6.75 2,438 22,007 +35
May17 161103 530.75 533.00 524.75 525.50 -6.75 635 9,157 +12
Jul17 161103 537.50 538.75 531.75 532.50 -6.50 733 4,641 +272
Sep17 161103 545.00 546.00 540.00 540.75 -6.25 217 3,483 -30
Dec17 161103 560.00 560.00 552.75 552.75 -6.25 113 2,272 +5
Total Volume and Open Interest 9,965 68,937 -217
Oats(CBOT)
Dec16 161103 227.25 227.75 217.75 222.00 -2.50 612 5,187 -262
Mar17 161103 219.75 220.00 216.75 219.25 +1.25 374 2,845 +77
May17 161103 218.00 218.50 218.00 218.50 unch 8 470 +4
Jul17 161103 221.75 221.75 221.00 221.75 -0.25 0 38 +0
Total Volume and Open Interest 994 8,563 -181
Rough Rice(CBOT)
Nov16 161103 9.60 9.60 9.46 9.55 +0.10 264 162 -47
Jan17 161103 9.72 9.89 9.67 9.81 +0.09 838 9,580 +116
Mar17 161103 9.95 10.13 9.95 10.06 +0.09 53 791 +25
May17 161103 10.30 10.30 10.30 10.30 +0.09 0 10 +0
Total Volume and Open Interest 1,155 10,559 +94
Live Cattle(CME)
Dec16 161103 105.000 105.350 103.500 104.080 -1.305 23,215 118,148 -1,455
Feb17 161103 105.885 106.300 104.580 105.285 -1.015 10,722 62,521 +2,413
Apr17 161103 105.650 105.950 104.350 105.100 -1.035 7,717 52,877 +641
Jun17 161103 97.600 98.080 96.550 97.285 -0.945 4,925 25,843 +64
Aug17 161103 95.250 95.635 94.135 94.885 -0.815 2,373 10,122 +378
Oct17 161103 96.480 96.635 95.480 96.080 -0.555 757 4,472 +346
Total Volume and Open Interest 49,856 275,224 +2,459
Feeder Cattle(CME)
Nov16 161103 126.500 126.900 124.580 125.850 -0.730 3,396 6,575 -371
Jan17 161103 120.850 120.930 117.535 118.750 -2.180 6,500 21,132 +163
Mar17 161103 117.830 117.830 114.700 115.950 -1.980 3,057 9,017 -141
Apr17 161103 117.385 117.385 114.500 115.750 -1.785 940 2,113 +225
May17 161103 116.785 116.785 114.150 115.300 -1.600 639 2,322 +155
Aug17 161103 117.650 117.650 114.980 115.980 -1.570 272 966 -1
Sep17 161103 115.000 115.000 114.750 114.800 -1.530 2 17 +1
Total Volume and Open Interest 14,806 42,142 +31
Lean Hogs(CME)
Dec16 161103 47.450 47.550 46.350 47.000 -0.830 21,979 113,504 -3,003
Feb17 161103 53.650 53.750 52.735 53.500 -0.500 11,193 49,895 +969
Apr17 161103 60.630 61.000 60.150 60.900 -0.230 5,460 35,695 +490
May17 161103 68.300 68.330 67.800 68.330 -0.270 46 677 +33
Jun17 161103 72.100 72.930 71.800 72.800 +0.100 1,887 12,701 +374
Jul17 161103 73.050 73.650 72.580 73.480 +0.030 684 4,856 +175
Aug17 161103 72.700 73.650 72.635 73.535 +0.205 601 3,998 +192
Oct17 161103 61.900 62.650 61.900 62.550 +0.315 209 1,299 +67
Total Volume and Open Interest 42,222 223,537 -615
Class III Milk(CME)
Oct16 161101 14.80 14.80 14.79 14.80 +0.02 59 4,427 -14
Nov16 161103 16.35 16.62 16.35 16.59 +0.26 1,262 5,143 +278
Dec16 161103 16.10 16.35 16.00 16.27 +0.20 871 4,777 +212
Jan17 161103 15.88 15.95 15.83 15.91 +0.08 196 2,707 +20
Feb17 161103 15.92 15.96 15.91 15.95 +0.05 149 2,612 +45
Mar17 161103 16.06 16.12 16.03 16.05 +0.03 150 2,446 +61
Apr17 161103 16.08 16.08 16.08 16.08 unch 61 2,228 -8
May17 161103 16.14 16.16 16.14 16.14 unch 44 2,148 +14
Jun17 161103 16.32 16.32 16.26 16.31 +0.02 20 1,908 +10
Jul17 161103 16.55 16.55 16.52 16.52 unch 7 1,096 +7
Aug17 161103 16.70 16.72 16.65 16.70 unch 11 1,043 +6
Sep17 161103 16.89 16.90 16.84 16.85 unch 10 1,074 +8
Oct17 161103 16.82 16.82 16.82 16.82 unch 16 738 +10
Total Volume and Open Interest 2,834 29,610 -3,772
Cocoa(ICE)
Dec16 161103 2720 2769 2685 2705 -4 18,767 69,627 -3,422
Mar17 161103 2639 2677 2614 2633 +1 16,764 120,639 +2,004
May17 161103 2624 2659 2600 2617 -3 2,383 31,064 +439
Jul17 161103 2627 2661 2605 2622 -2 1,150 15,168 -39
Sep17 161103 2627 2662 2609 2625 -1 387 9,095 +131
Dec17 161103 2658 2658 2606 2621 -2 63 6,249 +28
Mar18 161103 2649 2649 2619 2619 -3 0 7,611 +0
Total Volume and Open Interest 39,514 260,081 -859
Coffee "C"(ICE)
Dec16 161103 163.05 166.60 163.00 165.65 +2.75 26,808 95,486 -745
Mar17 161103 166.65 170.10 166.60 169.20 +2.75 13,848 66,250 +3,117
May17 161103 168.85 172.30 168.85 171.40 +2.75 7,129 27,510 +676
Jul17 161103 170.50 174.15 170.50 173.30 +2.80 3,014 9,208 -90
Sep17 161103 172.55 175.75 172.45 175.00 +2.80 349 6,532 +42
Dec17 161103 175.00 178.00 174.90 177.20 +2.70 158 9,163 +106
Total Volume and Open Interest 51,374 217,273 +3,140
Orange Juice(ICE)
Nov16 161103 225.50 226.50 222.85 222.85 -6.90 145 931 -62
Jan17 161103 224.15 224.70 217.10 217.40 -8.45 2,403 14,299 +723
Mar17 161103 219.20 219.20 212.05 212.30 -7.90 349 1,005 +144
May17 161103 213.10 213.10 208.60 208.60 -6.60 123 356 +37
Jul17 161103 204.55 204.55 204.55 204.55 -5.60 14 67 +5
Sep17 161103 201.30 201.30 201.30 201.30 -5.60      
Total Volume and Open Interest 3,035 16,660 +847
Sugar #11(ICE)
Mar17 161103 21.80 21.85 21.34 21.48 -0.22 68,894 446,647 -8,303
May17 161103 21.22 21.31 20.87 21.00 -0.16 20,897 145,064 +76
Jul17 161103 20.58 20.68 20.29 20.40 -0.13 12,818 116,016 +465
Oct17 161103 20.09 20.24 19.86 19.96 -0.13 5,627 75,526 +900
Mar18 161103 19.84 19.97 19.63 19.72 -0.12 1,240 33,105 +5
May18 161103 19.19 19.19 19.00 19.07 -0.11 385 11,041 -69
Jul18 161103 18.55 18.55 18.46 18.51 -0.09 105 6,713 -407
Oct18 161103 18.26 18.27 18.21 18.27 -0.06 31 6,749 -20
Total Volume and Open Interest 110,009 844,926 -7,883
London Cocoa(LCE)
Dec16 161103 2226 2232 2185 2192 -34 7,059 93,332 -1,658
Mar17 161103 2170 2176 2137 2146 -23 7,091 92,287 +749
May17 161103 2170 2170 2135 2144 -21 1,603 47,289 +250
Jul17 161103 2170 2175 2143 2152 -20 951 13,993 +123
Sep17 161103 2163 2174 2145 2156 -17 349 19,716 +104
Dec17 161103 2151 2159 2134 2147 -15 187 12,003 -36
Mar18 161103 2155 2156 2131 2143 -18 25 3,339 +4
Total Volume and Open Interest 17,265 282,173 -464
London Sugar(LCE)
Dec16 161103 575.00 576.10 564.10 568.20 -5.80 9,936 30,056 +333
Mar17 161103 570.90 572.20 562.20 564.10 -5.80 4,840 26,322 +1,124
May17 161103 564.20 564.70 555.80 558.20 -4.30 1,446 16,523 -97
Aug17 161103 551.80 551.80 544.10 547.20 -3.40 744 7,622 -35
Oct17 161103 532.60 532.60 526.30 529.60 -2.00 571 9,368 +14
Total Volume and Open Interest 17,606 93,118 +1,408
Cotton(ICE)
Dec16 161103 68.56 69.19 67.82 68.07 -0.53 20,053 127,969 -5,120
Mar17 161103 69.11 69.71 68.41 68.68 -0.45 8,017 88,012 +558
May17 161103 69.85 70.21 68.96 69.26 -0.42 1,718 16,014 +488
Jul17 161103 69.97 70.28 69.12 69.41 -0.38 1,163 9,122 +413
Oct17 161103 68.65 68.65 68.65 68.65 -0.12 10 10 +10
Dec17 161103 68.99 69.05 68.37 68.65 -0.25 362 15,007 +169
Total Volume and Open Interest 31,328 257,262 -3,479
Lumber(CME)
Nov16 161103 296.0 303.5 295.4 299.4 +3.3 456 649 -107
Jan17 161103 308.4 316.8 307.4 311.1 +2.6 940 2,794 +131
Mar17 161103 316.3 324.4 315.5 318.1 +1.7 93 376 +35
May17 161103 327.0 327.0 321.1 321.1 +1.1 7 82 -1
Total Volume and Open Interest 1,497 3,926 +59
Crude Oil(NYM)
Dec16 161103 45.48 45.90 44.37 44.66 -0.68 834,989 481,979 -10,745
Jan17 161103 46.08 46.50 44.96 45.25 -0.68 278,185 256,772 +4,612
Feb17 161103 46.68 47.11 45.60 45.89 -0.64 117,606 115,661 -419
Mar17 161103 47.36 47.71 46.27 46.53 -0.61 84,920 191,466 -7,993
Apr17 161103 48.00 48.24 46.86 47.11 -0.58 36,285 63,405 +1,362
May17 161103 48.64 48.64 47.33 47.61 -0.56 17,158 52,158 +1,056
Jun17 161103 48.72 49.10 47.73 48.03 -0.53 42,285 147,596 +1,667
Jul17 161103 49.17 49.26 48.17 48.36 -0.52 6,944 40,556 -189
Aug17 161103 49.44 49.53 48.43 48.64 -0.52 3,377 29,017 -162
Sep17 161103 49.62 49.70 48.83 48.90 -0.52 7,237 47,018 -384
Oct17 161103 49.63 49.63 48.91 49.13 -0.52 2,457 25,286 +147
Nov17 161103 50.13 50.24 49.15 49.36 -0.52 1,747 25,641 -165
Dec17 161103 50.30 50.59 49.34 49.60 -0.51 31,275 176,170 -850
Jan18 161103 49.76 51.26 49.76 49.76 -0.51 1,001 20,822 -47
Feb18 161103 49.91 50.99 49.91 49.91 -0.51 285 7,250 +67
Mar18 161103 50.05 50.77 50.05 50.05 -0.51 960 20,432 -69
Total Volume and Open Interest 1,476,887 1,854,612 -10,923
e-miNY Crude Oil(NYM)
Dec16 161103 45.525 45.925 44.375 44.650 -0.700 12,416 3,120 -46
Jan17 161103 46.075 46.475 45.000 45.250 -0.675 416 731 +58
Feb17 161103 46.950 47.025 45.700 45.900 -0.625 62 304 -2
Mar17 161103 47.575 47.575 46.250 46.525 -0.625 25 173 -13
Apr17 161103 47.100 47.875 47.100 47.100 -0.600 10 111 +4
May17 161103 47.600 48.900 47.600 47.600 -0.575 15 16 -3
Jun17 161103 47.850 48.025 47.850 48.025 -0.525 15 84 +9
Jul17 161103 48.350 52.000 48.350 48.350 -0.525 6 87 -2
Aug17 161103 48.650 53.125 48.650 48.650 -0.500 0 146 +0
Sep17 161103 48.900 54.875 48.900 48.900 -0.525 0 61 +0
Total Volume and Open Interest 12,970 5,032 +9
NY Harbor ULSD(NYM)
Dec16 161103 146.10 147.72 144.84 145.82 -0.83 141,299 95,261 -10,925
Jan17 161103 148.11 149.57 146.56 147.60 -0.96 102,845 80,180 -381
Feb17 161103 150.00 151.01 148.05 149.07 -1.07 57,048 36,556 -999
Mar17 161103 150.82 151.61 148.83 149.84 -1.14 34,098 41,823 -456
Apr17 161103 150.99 151.53 148.98 149.91 -1.15 14,114 27,636 -4
May17 161103 151.66 152.16 149.52 150.48 -1.15 8,901 15,425 +271
Jun17 161103 152.30 153.06 150.20 151.17 -1.14 13,776 31,968 -231
Jul17 161103 153.38 153.46 151.80 152.33 -1.11 1,602 4,372 +8
Aug17 161103 154.60 154.60 152.89 153.69 -1.07 579 3,911 -35
Sep17 161103 155.92 155.92 154.43 155.09 -1.00 442 4,598 +37
Oct17 161103 157.12 157.12 155.89 156.34 -0.95 432 2,326 -13
Nov17 161103 158.30 159.05 157.46 157.46 -0.89 394 2,612 +13
Dec17 161103 159.31 160.10 157.60 158.54 -0.84 5,884 28,193 -803
Jan18 161103 159.65 161.50 159.65 159.65 -0.81 47 2,134 +11
Total Volume and Open Interest 381,675 386,392 -13,486
RBOB Gasoline(NYM)
Dec16 161103 144.96 146.67 141.44 142.45 -2.34 185,790 133,018 -13,155
Jan17 161103 141.74 143.17 138.93 140.12 -1.23 170,630 87,896 -830
Feb17 161103 142.12 143.46 139.74 140.90 -0.89 79,485 32,312 +4,178
Mar17 161103 144.29 145.51 141.89 142.98 -0.87 43,341 33,859 -699
Apr17 161103 162.53 163.64 160.40 161.49 -0.68 21,280 24,586 -1,096
May17 161103 163.84 164.81 161.96 162.74 -0.72 10,467 14,068 +244
Jun17 161103 163.96 164.58 161.53 162.63 -0.72 10,118 17,279 -364
Jul17 161103 163.10 163.41 161.51 161.71 -0.76 3,232 5,548 +137
Aug17 161103 161.47 161.47 159.26 159.99 -0.78 1,981 3,098 +80
Sep17 161103 158.46 158.63 157.46 157.46 -0.76 1,914 6,740 -323
Total Volume and Open Interest 531,754 383,375 -11,649
e-miNY RBOB Gasoline(NYM)
Dec16 161103 142.50 148.40 142.50 142.50 -2.29 1 1 +1
Jan17 161103 140.12 140.12 140.12 140.12 -1.23      
Feb17 161103 140.90 140.90 140.90 140.90 -0.89      
Mar17 161103 142.98 142.98 142.98 142.98 -0.87      
Total Volume and Open Interest 1 1 +1
Natural Gas(NYM)
Dec16 161103 2.773 2.840 2.725 2.769 -0.023 228,839 193,982 +3,720
Jan17 161103 2.956 3.005 2.909 2.949 -0.029 94,942 225,182 +2,486
Feb17 161103 2.980 3.028 2.938 2.980 -0.024 31,692 69,690 -215
Mar17 161103 2.973 3.016 2.929 2.969 -0.023 67,023 148,631 +2,417
Apr17 161103 2.887 2.943 2.862 2.907 -0.005 64,494 102,328 -2,425
May17 161103 2.884 2.946 2.867 2.913 -0.003 19,693 59,475 +3,126
Jun17 161103 2.922 2.979 2.910 2.951 -0.005 7,639 34,831 +774
Jul17 161103 2.956 3.011 2.940 2.985 -0.003 6,592 28,728 +258
Aug17 161103 2.954 3.009 2.939 2.985 -0.003 5,029 24,062 +1,054
Sep17 161103 2.935 2.992 2.934 2.967 -0.002 5,559 22,464 +810
Oct17 161103 2.950 3.008 2.935 2.982 -0.002 13,122 59,758 +954
Nov17 161103 3.000 3.052 2.996 3.028 -0.002 3,830 24,778 +45
Dec17 161103 3.160 3.204 3.147 3.182 -0.002 3,805 24,834 +505
Jan18 161103 3.253 3.298 3.247 3.277 unch 4,440 17,629 +62
Feb18 161103 3.229 3.270 3.224 3.250 -0.001 881 7,005 -218
Mar18 161103 3.204 3.207 3.180 3.187 -0.004 2,814 19,134 +37
Total Volume and Open Interest 565,027 1,153,045 +14,313
Brent Crude Oil(ICE)
Jan17 161103 47.15 47.52 45.99 46.35 -0.51 462,804 553,028 -1,034
Feb17 161103 48.24 48.33 46.84 47.22 -0.47 214,574 228,682 +12,393
Mar17 161103 48.71 49.03 47.57 47.95 -0.45 114,627 219,824 +9,671
Apr17 161103 49.32 49.63 48.22 48.58 -0.44 60,672 105,790 +6,011
May17 161103 49.83 50.13 48.75 49.12 -0.44 45,664 81,874 -4,890
Jun17 161103 50.27 50.56 49.22 49.58 -0.43 76,477 194,549 +1,107
Jul17 161103 50.84 50.92 49.61 49.97 -0.43 8,322 44,812 -409
Aug17 161103 51.01 51.24 49.96 50.29 -0.44 5,116 32,099 -49
Sep17 161103 51.27 51.51 50.34 50.57 -0.44 8,099 58,863 +638
Oct17 161103 51.56 51.56 50.85 50.85 -0.43 2,285 26,142 +6
Nov17 161103 51.85 51.85 51.11 51.11 -0.44 2,009 22,793 -197
Dec17 161103 52.04 52.30 51.06 51.36 -0.45 48,133 215,928 -1,799
Jan18 161103 51.60 51.60 51.60 51.60 -0.45 1,102 21,179 +220
Feb18 161103 51.83 51.83 51.83 51.83 -0.46 393 15,907 -26
Total Volume and Open Interest 1,074,625 2,119,541 +22,607
Gas Oil(ICE)
Nov16 161103 427.50 429.75 420.25 422.50 unch 104,282 101,668 -28,084
Dec16 161103 429.00 430.25 420.75 423.00 unch 272,788 194,226 -25,891
Jan17 161103 431.75 434.00 424.25 426.50 -0.25 185,082 134,985 -3,915
Feb17 161103 436.00 437.75 428.00 430.00 -1.00 67,875 57,339 -1,025
Mar17 161103 439.75 441.50 432.00 433.75 -1.25 49,288 48,888 -186
Apr17 161103 444.25 445.00 435.25 437.25 -1.25 17,198 30,440 +863
May17 161103 445.75 447.75 438.50 440.50 -1.25 9,916 25,208 +857
Jun17 161103 448.75 450.50 441.50 443.50 -1.25 30,528 59,748 +815
Jul17 161103 452.50 454.00 445.50 447.25 -1.25 3,642 16,875 -211
Aug17 161103 455.75 457.00 448.50 450.75 -1.25 2,261 13,989 +144
Total Volume and Open Interest 766,054 880,632 -55,400
Ethanol(CBOT)
Dec16 161103 1.522 1.530 1.507 1.518 -0.015 200 3,492 -17
Jan17 161103 1.469 1.475 1.457 1.472 -0.015 67 1,020 -10
Feb17 161103 1.477 1.477 1.457 1.469 -0.015 9 339 -1
Mar17 161103 1.485 1.485 1.484 1.484 -0.015 2 185 +2
Apr17 161103 1.504 1.517 1.504 1.504 -0.015 1 235 +1
May17 161103 1.511 1.511 1.511 1.511 -0.015 0 5 +0
Jun17 161103 1.511 1.511 1.511 1.511 -0.015      
Jul17 161103 1.511 1.511 1.511 1.511 -0.015      
Total Volume and Open Interest 279 5,299 -25
WTI Crude Oil(ICE)
Dec16 161103 45.67 45.88 44.37 44.66 -0.68 69,971 92,501 +1,550
Jan17 161103 46.27 46.46 44.96 45.25 -0.68 107,532 108,504 +4,229
Feb17 161103 47.00 47.02 45.64 45.89 -0.64 44,409 37,253 -774
Mar17 161103 47.63 47.64 46.35 46.53 -0.61 21,414 40,051 -2,915
Apr17 161103 48.15 48.17 46.87 47.11 -0.58 9,992 13,797 -494
May17 161103 48.61 48.63 47.37 47.61 -0.56 5,676 8,908 +969
Jun17 161103 48.99 49.03 47.79 48.03 -0.53 11,820 44,495 +503
Jul17 161103 49.15 49.15 48.36 48.36 -0.52 918 7,433 -194
Aug17 161103 49.26 49.26 48.64 48.64 -0.52 576 5,366 +101
Sep17 161103 48.90 48.90 48.90 48.90 -0.52 589 15,484 +23
Oct17 161103 49.13 49.13 49.13 49.13 -0.52 212 4,082 -1
Nov17 161103 49.36 49.36 49.36 49.36 -0.52 162 1,513 +2
Dec17 161103 50.26 50.51 49.39 49.60 -0.51 9,621 81,178 +245
Jan18 161103 49.76 49.76 49.76 49.76 -0.51 1 946 +1
Feb18 161103 49.91 49.91 49.91 49.91 -0.51 3 616 +0
Mar18 161103 50.05 50.05 50.05 50.05 -0.51 5 3,513 -3
Total Volume and Open Interest 285,252 537,020 +3,340
US Dollar Index(ICE)
Dec16 161103 97.440 97.480 97.070 97.195 -0.220 25,446 81,403 -1,677
Mar17 161103 97.360 97.400 97.000 97.120 -0.215 1,372 3,954 -402
Jun17 161103 97.190 97.260 96.895 97.030 -0.215 26 251 +19
Total Volume and Open Interest 26,844 85,739 -2,060
Australian Dollar(CME)
Dec16 161103 76.51 76.80 76.28 76.78 +0.32 106,726 123,814 +5,261
Mar17 161103 76.45 76.63 76.15 76.63 +0.32 368 1,529 -19
Jun17 161103 76.33 76.45 76.12 76.45 +0.31 2 40 -2
Total Volume and Open Interest 107,098 125,387 +5,241
British Pound(CME)
Dec16 161103 123.08 125.05 123.06 124.67 +1.70 104,810 263,448 +2,297
Mar17 161103 123.36 125.27 123.33 124.91 +1.70 208 3,338 -35
Jun17 161103 124.99 125.46 124.30 125.15 +1.71 14 596 +8
Total Volume and Open Interest 105,032 267,564 +2,270
Canadian Dollar(CME)
Dec16 161103 74.73 74.86 74.63 74.74 +0.08 78,570 117,895 +910
Mar17 161103 74.76 74.93 74.70 74.80 +0.08 224 2,429 +72
Jun17 161103 74.78 74.93 74.78 74.86 +0.08 23 397 +11
Sep17 161103 75.03 75.03 74.89 74.92 +0.09 12 271 +8
Total Volume and Open Interest 78,846 121,156 +1,011
Japanese Yen(CME)
Dec16 161103 96.92 97.67 96.81 97.24 +0.32 142,185 161,793 -4,235
Mar17 161103 97.22 98.04 97.21 97.62 +0.32 708 3,155 +519
Jun17 161103 98.07 98.36 96.60 98.07 +0.33 1 146 +1
Total Volume and Open Interest 142,894 165,124 -3,715
Swiss Franc(CME)
Dec16 161103 103.03 103.37 102.68 102.87 -0.12 36,354 59,587 -3,978
Mar17 161103 103.79 103.89 103.26 103.41 -0.13 8 90 +0
Jun17 161103 104.03 104.24 103.98 104.03 -0.11 0 17 +0
Total Volume and Open Interest 36,362 59,698 -3,978
EuroFX(CME)
Dec16 161103 111.18 111.45 110.78 111.24 +0.08 171,880 432,159 -11,372
Mar17 161103 111.63 111.89 111.25 111.69 +0.09 815 10,937 +144
Jun17 161103 112.19 112.36 111.72 112.19 +0.09 103 1,285 +82
Total Volume and Open Interest 172,800 444,502 -11,144
Mexican Peso(CME)
Nov16 161103 522.38 522.38 522.38 522.38 +8.50 0 5 +0
Dec16 161103 513.25 520.63 508.88 520.25 +8.50 82,284 127,157 +7,302
Total Volume and Open Interest 82,346 157,048 +7,359
Brazilian Real(CME)
Dec16 161103 305.70 307.85 305.35 306.55 +0.30 3,188 30,727 +991
Jan17 161103 303.85 304.65 302.70 303.85 +0.15      
Feb17 161103 301.15 301.15 301.15 301.15 +0.25      
Mar17 161103 299.15 299.15 299.15 299.15 +0.25      
Total Volume and Open Interest 3,188 30,727 +991
30-Year T-Bonds(CBOT)
Dec16 161103 163~060 163~300 162~130 162~230 -0~170 315,219 542,988 -117
Mar17 161103 161~210 162~170 161~020 161~100 -0~170 905 1,672 +328
Jun17 161103 160~140 160~140 160~140 160~140 -0~170      
Total Volume and Open Interest 316,124 544,660 +211
10-Year T-Notes(CBOT)
Dec16 161103 130~000 130~100 129~255 130~010 unch 1,469,591 2,901,158 +18,275
Mar17 161103 129~115 129~225 129~080 129~145 -0~005 4,924 15,671 +1,604
Jun17 161103 129~065 129~065 129~065 129~065 -0~005      
Total Volume and Open Interest 1,474,515 2,916,829 +19,879
5-Year T-Notes(CBOT)
Dec16 161103 121~014 121~086 120~304 121~022 +0~002 763,071 2,746,040 -10,430
Mar17 161103 120~264 120~264 120~212 120~230 +0~002 4,598 33,944 +2,067
Jun17 161103 120~166 120~166 120~166 120~166 unch      
Total Volume and Open Interest 767,669 2,779,984 -8,363
2 Year T-Notes(CBOT)
Dec16 161103 109~046 109~074 109~042 109~052 +0~006 343,269 1,250,909 +12,439
Mar17 161103 109~004 109~006 109~004 109~006 +0~006 4,801 10,044 +4,397
Jun17 161103 109~006 109~006 109~006 109~006 +0~006      
Total Volume and Open Interest 348,070 1,260,953 +16,836
Eurodollars(CME)
Dec16 161103 99.075 99.095 99.070 99.070 unch 397,905 1,594,066 -26,721
Mar17 161103 99.045 99.070 99.040 99.045 +0.005 321,242 1,338,993 -2,621
Jun17 161103 98.995 99.025 98.990 98.995 +0.005 236,643 1,260,629 -17,166
Sep17 161103 98.960 98.990 98.950 98.955 +0.005 188,639 994,355 -3,614
Dec17 161103 98.905 98.940 98.895 98.905 +0.005 377,892 1,466,403 -38,222
Mar18 161103 98.875 98.910 98.860 98.875 +0.005 209,935 710,353 -2,130
Jun18 161103 98.835 98.870 98.815 98.830 unch 160,219 561,193 +6,012
Sep18 161103 98.785 98.825 98.770 98.785 unch 157,058 441,468 +9,904
Dec18 161103 98.730 98.770 98.710 98.730 unch 146,064 668,252 +6,510
Mar19 161103 98.695 98.730 98.675 98.695 unch 89,443 435,973 +3,363
Jun19 161103 98.650 98.685 98.625 98.645 -0.005 83,000 406,019 +3,801
Sep19 161103 98.605 98.635 98.575 98.595 -0.005 82,366 311,586 +10,286
Dec19 161103 98.540 98.580 98.510 98.535 -0.005 86,070 348,455 -10,842
Mar20 161103 98.490 98.530 98.465 98.490 -0.005 40,813 173,338 +1,351
Jun20 161103 98.440 98.475 98.405 98.435 -0.005 39,629 120,062 -2,484
Sep20 161103 98.385 98.420 98.350 98.380 -0.005 41,939 106,720 +1,018
Dec20 161103 98.320 98.355 98.285 98.315 -0.010 35,151 114,157 -1,540
Mar21 161103 98.270 98.300 98.230 98.260 -0.010 22,655 69,639 +292
Total Volume and Open Interest 2,810,675 11,495,892 -61,873
Ultra T-Bond(CBOT)
Dec16 161103 176~21 177~24 175~13 175~22 -1~03 95,929 609,478 -5,279
Mar17 161103 174~28 174~28 174~13 174~28 -1~04 441 6,915 +368
Jun17 161103 174~06 174~06 174~06 174~06 -1~04      
Total Volume and Open Interest 96,370 616,393 -4,911
Ultra 10-Yr T-Note(CBOT)
Dec16 161103 141~295 142~105 141~175 141~270 -0~045 106,305 259,063 +17,509
Mar17 161103 141~200 141~200 141~200 141~200 -0~045      
Jun17 161103 141~200 141~200 141~200 141~200 -0~045      
Total Volume and Open Interest 106,305 259,063 +17,509
30 Day Federal Funds(CBOT)
Nov16 161103 99.595 99.595 99.592 99.592 unch 28,420 260,255 +3,131
Dec16 161103 99.505 99.515 99.500 99.505 unch 16,880 90,903 -2,282
Jan17 161103 99.430 99.445 99.430 99.430 unch 57,828 179,038 +4,392
Feb17 161103 99.420 99.435 99.415 99.415 unch 14,437 80,687 -4,805
Mar17 161103 99.400 99.415 99.395 99.395 unch 6,494 39,737 +159
Apr17 161103 99.395 99.410 99.390 99.390 unch 8,334 65,610 +20
Total Volume and Open Interest 151,629 903,152 +4,206
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 161102 99.94 99.94 99.94 99.94 -0.04 0 7 +0
Mar17 161102 99.94 99.94 99.94 99.94 -0.04      
Jun17 161102 99.94 99.94 99.94 99.94 -0.04      
Sep17 161102 99.94 99.94 99.94 99.94 -0.04      
Dec17 161102 99.94 99.94 99.94 99.94 -0.04      
Mar18 161102 99.95 99.95 99.95 99.95 -0.05      
Jun18 161102 99.81 99.81 99.81 99.81 -0.05      
Sep18 161102 99.67 99.67 99.67 99.67 -0.04      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161102 151.74 151.87 151.67 151.85 +0.14 1,165 14,219 -324
Mar17 161102 151.79 151.79 151.79 151.79 +0.14      
Jun17 161102 151.79 151.79 151.79 151.79 +0.14      
Total Volume and Open Interest 1,165 14,219 -324
Euro-Buxl(EUREX)
Dec16 161103 181.20 181.78 179.64 180.32 -1.10 50,426 205,537 +4,790
Mar17 161103 179.74 179.74 178.10 178.48 -1.12 4,842 17,208 +4,691
Jun17 161103 176.60 177.02 176.60 177.02 -1.10 6 7 -3
Total Volume and Open Interest 55,274 222,752 +9,478
Euro-Bund(EUREX)
Dec16 161103 162.57 162.70 161.93 162.10 -0.47 750,831 1,942,089 +51,143
Mar17 161103 164.75 164.75 163.99 164.13 -0.52 21,906 173,649 +13,182
Jun17 161103 161.56 161.56 161.56 161.56 -0.47      
Total Volume and Open Interest 772,737 2,115,738 +64,325
Euro-Bobl(EUREX)
Dec16 161103 131.22 131.24 131.08 131.13 -0.10 516,037 1,341,202 -30,728
Mar17 161103 132.82 132.82 132.73 132.74 -0.11 12,468 86,991 +11,995
Jun17 161103 131.38 131.38 131.38 131.38 -0.10      
Total Volume and Open Interest 528,505 1,428,193 -18,733
Euro-Schatz(EUREX)
Dec16 161103 112.00 112.00 111.97 111.99 -0.01 235,376 1,185,777 -66,557
Mar17 161103 111.96 111.96 111.96 111.96 -0.02 528 823 +475
Jun17 161103 111.99 111.99 111.99 111.99 -0.01      
Total Volume and Open Interest 235,904 1,186,600 -66,082
3-Mth Euribor(EUREX)
Dec16 161103 100.295 100.300 100.295 100.300 unch 0 3,192 +0
Mar17 161103 100.285 100.285 100.285 100.285 unch 61 3,256 -31
Jun17 161103 100.270 100.270 100.270 100.270 -0.010 93 33,914 -30
Total Volume and Open Interest 1,757 74,601 -210
Long Gilt(LIFFE)
Dec16 161103 125~28 126~13 125~02 125~20 -0~09 218,912 700,493 -1,304
Mar17 161103 125~23 125~23 125~23 125~23 -0~10      
Total Volume and Open Interest 218,912 700,493 -1,304
3-Mth Short Sterling(LIFFE)
Dec16 161103 99.61 99.61 99.58 99.60 -0.00 33,340 474,008 -7,078
Mar17 161103 99.59 99.61 99.56 99.58 -0.01 46,839 389,420 -1,439
Jun17 161103 99.57 99.60 99.54 99.56 -0.01 39,191 344,311 +3,075
Sep17 161103 99.56 99.58 99.51 99.53 -0.02 39,686 308,003 -6,009
Dec17 161103 99.54 99.55 99.48 99.50 -0.03 46,787 319,249 -4,877
Mar18 161103 99.51 99.53 99.44 99.47 -0.03 42,064 198,735 -10,040
Total Volume and Open Interest 497,911 2,882,422 -22,277
3-Mth Euribor(LIFFE)
Dec16 161103 100.300 100.300 100.295 100.295 unch 50,709 418,420 -4,632
Mar17 161103 100.285 100.285 100.280 100.280 -0.005 65,216 466,287 +7,261
Jun17 161103 100.275 100.280 100.270 100.270 -0.005 43,659 437,455 +4,406
Total Volume and Open Interest 682,166 3,415,045 +24,665
3-Mth Aus T-Bills(SFE)
Dec16 161103 98.24 98.25 98.22 98.23 -0.01 24,256 156,556 -2,588
Mar17 161103 98.27 98.29 98.25 98.27 -0.01 23,759 252,075 -876
Jun17 161103 98.28 98.30 98.26 98.27 -0.02 28,099 204,863 -2,035
Sep17 161103 98.26 98.28 98.24 98.26 -0.01 18,632 138,957 +1,847
Dec17 161103 98.23 98.26 98.21 98.24 unch 15,101 156,291 +3,547
Mar18 161103 98.20 98.22 98.17 98.20 unch 6,296 87,142 +783
Jun18 161103 98.15 98.18 98.14 98.16 unch 2,409 62,957 -984
Sep18 161103 98.11 98.13 98.10 98.12 unch 2,054 32,062 +234
Dec18 161103 98.06 98.08 98.05 98.07 +0.01 221 7,232 +50
Mar19 161103 98.03 98.03 98.03 98.03 +0.02 328 3,648 -138
Total Volume and Open Interest 122,286 1,104,080 +36
10-Year Aus T-Bonds(SFE)
Dec16 161103 97.68 97.75 97.67 97.73 +0.05 92,292 918,765 -3,161
Mar17 161103 97.73 97.73 97.73 97.73 +0.05      
Total Volume and Open Interest 92,292 918,765 -3,161
3-Year Aus T-Bonds(SFE)
Dec16 161103 98.31 98.35 98.30 98.34 +0.02 135,485 994,097 -25,349
Mar17 161103 98.34 98.34 98.34 98.34 +0.02      
Total Volume and Open Interest 135,485 994,097 -25,349
Gold(CMX)
Dec16 161103 1298.1 1308.0 1286.2 1303.3 -4.9 207,256 369,645 +8,987
Feb17 161103 1301.9 1311.8 1290.3 1307.3 -4.9 13,413 70,323 +2,652
Apr17 161103 1306.1 1314.3 1294.0 1310.8 -4.7 2,507 15,991 +360
Jun17 161103 1309.9 1316.8 1299.9 1314.0 -4.7 3,148 29,983 +595
Aug17 161103 1311.2 1317.3 1307.2 1317.1 -4.6 416 8,336 +174
Oct17 161103 1314.0 1322.8 1307.0 1320.1 -4.4 107 2,327 +21
Dec17 161103 1318.3 1326.1 1305.3 1323.0 -4.2 824 13,847 +2
Feb18 161103 1320.4 1325.8 1320.4 1325.8 -4.2 3 193 +0
Apr18 161103 1328.3 1328.3 1328.3 1328.3 -4.2 0 16 +0
Jun18 161103 1330.8 1335.0 1330.8 1330.8 -4.2 4 4,158 -1
Aug18 161103 1334.0 1334.0 1334.0 1334.0 -4.2      
Total Volume and Open Interest 228,094 521,506 +12,920
Silver(CMX)
Dec16 161103 1850.0 1864.5 1799.5 1841.6 -27.7 92,623 139,664 -46
Mar17 161103 1866.0 1876.0 1812.0 1854.2 -27.7 11,348 41,150 +4,219
May17 161103 1882.0 1882.0 1823.0 1860.8 -27.5 507 3,655 +47
Jul17 161103 1874.5 1874.5 1828.0 1867.1 -27.4 433 4,130 +14
Sep17 161103 1861.0 1873.1 1849.0 1873.1 -27.4 46 794 -20
Dec17 161103 1900.5 1900.5 1845.5 1881.6 -27.3 199 4,233 -57
Mar18 161103 1888.9 1888.9 1817.0 1888.9 -27.3 0 2 +0
Total Volume and Open Interest 105,561 196,912 +4,181
Platinum(NYMEX)
Jan17 161103 991.9 1000.7 975.7 994.4 -7.4 15,039 65,008 +254
Apr17 161103 997.2 1001.0 980.0 998.3 -7.2 164 5,803 +20
Jul17 161103 1001.4 1001.4 988.6 1001.4 -7.2 0 39 +0
Oct17 161103 1005.3 1005.3 954.0 1005.3 -7.2 0 168 +0
Total Volume and Open Interest 15,216 71,112 +284
Palladium(NYMEX)
Dec16 161103 627.50 632.35 616.95 617.60 -16.90 6,605 19,134 -706
Mar17 161103 630.30 632.00 618.85 619.45 -16.95 824 3,598 +714
Jun17 161103 621.25 621.25 621.25 621.25 -16.95 0 32 +0
Total Volume and Open Interest 7,430 22,766 +8
Copper(CMX)
Dec16 161103 222.05 225.35 221.80 224.90 +1.85 96,927 111,200 -523
Mar17 161103 223.00 226.40 223.00 225.95 +1.75 13,175 65,570 +4,043
May17 161103 224.85 226.75 224.75 226.40 +1.70 2,237 10,125 +404
Jul17 161103 225.35 227.00 225.25 226.75 +1.65 941 5,172 +240
Sep17 161103 225.80 227.30 225.45 227.00 +1.55 134 1,644 -31
Total Volume and Open Interest 114,571 203,042 +4,331
E-mini DJIA Index(CBOT)
Dec16 161103 17862 17935 17821 17852 -29 228,082 115,631 -2,233
Mar17 161103 17802 17869 17761 17793 -29 445 990 +140
Jun17 161103 17717 18000 17717 17717 -29 0 6 +0
Sep17 161103 17632 17632 17632 17632 -29      
Total Volume and Open Interest 228,527 116,627 -2,093
S & P 500(CME)
Dec16 161103 2091.50 2098.40 2083.60 2083.60 -8.70 7,376 83,717 +2,686
Mar17 161103 2082.20 2091.80 2075.80 2078.20 -8.60 0 167 +0
Jun17 161103 2072.70 2086.30 2070.30 2072.70 -8.60 0 60 +0
Sep17 161103 2067.60 2081.20 2065.20 2067.60 -8.60      
Total Volume and Open Interest 7,376 83,944 +2,686
S & P 500 E-Mini(Globex)
Dec16 161103 2088.25 2098.75 2079.75 2083.50 -8.75 2,257,062 2,959,958 -17,931
Mar17 161103 2083.50 2093.00 2074.50 2078.25 -8.50 4,123 25,905 +1,119
Jun17 161103 2082.50 2086.75 2069.00 2072.75 -8.50 45 813 +5
Sep17 161103 2067.50 2087.00 2067.50 2067.50 -8.75 7 18 -4
Total Volume and Open Interest 2,261,237 2,986,724 -16,811
NASDAQ 100 E-Mini(Globex)
Dec16 161103 4700.00 4729.50 4668.30 4674.50 -42.30 307,806 315,481 -910
Mar17 161103 4699.00 4727.00 4668.80 4673.00 -42.30 932 989 -100
Jun17 161103 4667.00 4754.00 4667.00 4667.00 -42.30 1 10 +0
Total Volume and Open Interest 308,739 316,487 -1,010
S&P Midcap 400(CME) e-Mini
Dec16 161103 1473.70 1483.90 1469.70 1472.80 -3.00 23,793 81,746 -991
Mar17 161103 1470.30 1527.50 1470.30 1470.30 -3.00 0 2 +0
Jun17 161103 1460.60 1464.10 1460.60 1460.60 -3.00      
Total Volume and Open Interest 23,793 81,748 -991
Volatility Index(CBOE)
Nov16 161103 18.50 19.85 18.19 19.78 +1.25 152,004 181,189 -8,007
Dec16 161103 18.20 19.10 17.85 19.03 +0.80 89,709 133,795 +5,503
Jan17 161103 19.10 19.88 18.80 19.78 +0.65 26,264 48,167 +851
Feb17 161103 19.27 19.99 19.05 19.93 +0.65 11,540 25,630 +806
Total Volume and Open Interest 292,383 430,978 +843
Russell 2000(ICE)
Dec16 161103 1158.40 1166.30 1152.60 1154.40 -4.00 107,991 327,575 -1,783
Mar17 161103 1155.10 1158.90 1148.40 1149.40 -4.00 9 306 -2
Jun17 161103 1145.40 1145.40 1145.40 1145.40 -4.00 0 170 +0
Total Volume and Open Interest 108,000 328,190 -1,785
Nikkei 225(CME)
Dec16 161103 17035 17145 16935 16995 -45 12,723 36,225 +141
Mar17 161103 16985 17080 16985 17005 -45 3 42 +2
Total Volume and Open Interest 12,726 36,267 +143
Nikkei 225(SGX)
Dec16 161102 17455 17470 17070 17080 -350 60,084 191,747 +574
Mar17 161102 17305 17305 17045 17045 -345 31 4,833 -28
Jun17 161102 16920 16920 16920 16920 -345      
Total Volume and Open Interest 60,220 205,933 +570
Nikkei 225(CME) Yen
Dec16 161103 16975 17125 16915 16970 -45 57,152 60,471 +299
Mar17 161103 16910 16920 16910 16920 -45 21 113 +12
Jun17 161103 16790 16790 16790 16790 -45      
Total Volume and Open Interest 57,173 60,584 +311
Nikkei 225(CME) e-Mini Yen
Dec16 161103 16920 17060 16920 16970 -50 8 55 -2
Mar17 161103 16920 16920 16920 16920 -50      
Jun17 161103 16790 16790 16790 16790 -50      
Total Volume and Open Interest 8 55 -2
CAC 40(EURONEXT)
Nov16 161103 4412.0 4454.5 4394.5 4409.0 -2.5 109,720 302,038 +10,264
Dec16 161103 4403.5 4441.0 4390.0 4403.5 -2.5 238 22,323 -26
Jan17 161103 4395.0 4395.0 4395.0 4395.0 -2.5      
Total Volume and Open Interest 109,958 324,425 +10,238
Hang Seng Index(HKFE)
Nov16 161103 22792 22859 22653 22721 -67 116,502 141,772 +7,488
Dec16 161103 22811 22868 22675 22739 -68 1,526 14,433 +489
Total Volume and Open Interest 118,157 158,177 +7,947
DAX(EUREX)
Dec16 161103 10379.5 10404.0 10290.5 10326.5 -49.0 121,627 185,144 +18,618
Mar17 161103 10360.0 10389.0 10293.0 10323.5 -49.0 107 3,815 +82
Jun17 161103 10385.0 10395.5 10352.0 10352.0 -48.0 4 201 +2
Total Volume and Open Interest 121,738 189,160 +18,702
Mini-DAX(EUREX)
Dec16 161103 10374.0 10406.0 10291.0 10326.5 -49.0 27,511 14,994 +1,780
Mar17 161103 10360.0 10397.0 10290.0 10323.5 -49.0 85 1,440 +23
Jun17 161103 10416.0 10416.0 10352.0 10352.0 -48.0 5 42 +0
Total Volume and Open Interest 27,601 16,476 +1,803
FT-SE 100(EURONEXT)
Dec16 161103 6828.00 6847.50 6723.00 6768.50 -52.50 119,995 783,389 +1,511
Mar17 161103 6772.00 6779.00 6705.50 6705.50 -52.50 330 6,692 +317
Jun17 161103 6632.50 6632.50 6632.50 6632.50 -52.50      
Total Volume and Open Interest 120,325 790,081 +1,828
SPI 200(SFE)
Dec16 161103 5182.0 5214.0 5145.0 5192.0 +8.0 35,848 281,918 -1,429
Mar17 161103 5136.0 5142.0 5100.0 5142.0 +8.0 4 1,707 +3
Jun17 161103 5128.0 5128.0 5128.0 5128.0 +8.0 0 1,397 +0
Total Volume and Open Interest 35,905 285,959 -1,421
FTSE MIB(ISE)
Dec16 161103 16395.00 16555.00 16310.00 16379.00 -72.00 31,847 39,364 -240
Mar17 161103 16360.00 16540.00 16300.00 16364.00 -75.00 37 566 -13
Jun17 161103 15932.00 15932.00 15932.00 15932.00 -75.00      
Total Volume and Open Interest 31,884 39,930 -253
KOSPI 200(KFE)
Dec16 161103 253.20 254.00 252.10 253.70 +0.55 144,624 125,890 -737
Mar17 161103 250.55 251.25 249.40 250.95 +0.50 896 8,778 +1,416
Jun17 161103 251.55 251.55 251.55 251.55 +0.55 16 1,297 -16
Total Volume and Open Interest 145,536 140,571 +663
GSCI(CME)
Nov16 161103 355.80 356.55 351.45 352.30 -3.05 1,316 13,922 -643
Dec16 161103 357.60 361.45 356.80 357.60 -3.10 842 1,002 +817
Jan17 161103 361.40 361.40 361.40 361.40 -3.10      
Total Volume and Open Interest 2,158 14,924 +174
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!