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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed November 09, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161109 1000.00 1007.00 975.50 982.00 -19.75 4,549 5,079 -1,068
Jan17 161109 1010.25 1017.50 984.25 991.00 -20.25 76,174 315,739 -2,718
Mar17 161109 1017.00 1024.25 992.00 998.50 -19.75 15,563 106,621 +1,088
May17 161109 1023.50 1031.00 999.25 1005.50 -19.50 5,671 65,028 +215
Jul17 161109 1028.00 1036.50 1004.50 1011.25 -18.75 6,522 74,142 +237
Aug17 161109 1017.50 1032.75 1005.00 1010.25 -17.75 321 3,096 +105
Sep17 161109 1008.50 1017.00 991.75 996.50 -13.75 170 1,604 +41
Nov17 161109 993.75 1003.00 980.75 985.50 -9.50 3,349 38,494 +75
Jan18 161109 991.00 1001.25 984.25 986.50 -8.50 317 1,377 +155
Mar18 161109 985.00 999.25 984.75 984.75 -6.75 98 719 +39
May18 161109 993.50 993.50 982.00 984.25 -6.75 4 273 -1
Jul18 161109 986.50 999.25 986.50 986.50 -6.50 4 395 +2
Aug18 161109 981.50 981.50 981.50 981.50 -6.25 0 17 +0
Sep18 161109 966.25 966.25 966.25 966.25 -6.25 0 17 +0
Total Volume and Open Interest 112,769 613,246 -1,820
Soybean Meal(CBOT)
Dec16 161109 315.50 319.30 307.90 311.40 -4.30 35,023 116,797 -2,426
Jan17 161109 317.40 321.40 310.10 313.60 -4.00 18,386 80,243 +2,426
Mar17 161109 318.30 323.00 311.90 315.40 -3.30 8,835 61,977 +1,674
May17 161109 319.80 324.40 313.40 316.90 -3.00 2,660 38,586 -29
Jul17 161109 321.50 326.10 315.30 318.80 -2.80 2,736 36,736 +45
Aug17 161109 318.70 325.20 315.50 318.70 -2.20 521 4,958 +21
Sep17 161109 316.50 323.50 315.00 317.80 -1.20 297 5,534 +1
Oct17 161109 310.40 319.00 310.20 314.20 +0.10 298 4,888 +39
Dec17 161109 312.50 318.50 309.70 314.30 +0.80 1,015 16,011 +138
Jan18 161109 316.90 316.90 312.00 313.40 +1.00 11 833 +11
Total Volume and Open Interest 69,799 368,582 +1,911
Soybean Oil(CBOT)
Dec16 161109 35.20 35.41 34.27 34.31 -1.00 42,802 168,432 -4,415
Jan17 161109 35.45 35.68 34.54 34.57 -1.00 24,158 122,030 +2,335
Mar17 161109 35.70 35.87 34.78 34.81 -0.97 8,459 70,980 +403
May17 161109 35.84 35.92 34.96 35.00 -0.96 4,618 47,117 +316
Jul17 161109 36.02 36.13 35.17 35.19 -0.95 4,378 35,436 +1,331
Aug17 161109 36.05 36.20 35.20 35.21 -0.92 223 4,515 +44
Sep17 161109 35.56 35.97 35.15 35.15 -0.91 165 3,567 +50
Oct17 161109 35.50 35.81 34.96 34.96 -0.92 117 3,272 -4
Dec17 161109 35.94 35.94 34.96 35.00 -0.94 1,520 11,007 +417
Jan18 161109 35.48 35.48 35.02 35.02 -0.95 9 508 +9
Total Volume and Open Interest 86,459 467,745 +496
Canola(WCE)
Nov16 161109 502.1 502.1 502.1 502.1 -1.3      
Jan17 161109 510.0 512.4 507.4 509.1 -1.3 11,011 138,174 +814
Mar17 161109 516.0 518.5 514.1 516.0 -0.7 3,654 25,962 +58
May17 161109 518.5 521.4 516.9 519.8 +0.3 724 13,141 +156
Jul17 161109 519.5 522.0 518.0 520.2 -0.3 470 9,844 -84
Total Volume and Open Interest 16,080 195,314 +1,030
Corn(CBOT)
Dec16 161109 353.00 355.00 340.50 340.75 -13.50 200,743 539,348 -25,194
Mar17 161109 361.00 363.50 349.25 349.75 -13.00 122,670 391,643 +22,062
May17 161109 368.50 371.00 357.00 357.25 -13.00 24,269 101,389 +4,356
Jul17 161109 375.75 378.00 364.00 364.25 -13.00 20,406 143,115 +2,818
Sep17 161109 382.25 384.50 371.25 371.50 -12.50 2,954 50,076 +267
Dec17 161109 390.50 392.25 380.00 380.25 -11.50 6,547 96,385 -244
Mar18 161109 399.00 401.25 389.75 389.75 -11.50 142 6,584 +43
May18 161109 404.75 404.75 395.25 395.25 -11.25 11 1,339 +1
Jul18 161109 406.50 408.75 398.75 399.25 -11.25 7 1,662 +3
Sep18 161109 405.25 405.25 396.25 396.25 -9.25 226 721 +131
Total Volume and Open Interest 378,219 1,337,906 +4,362
Wheat(CBOT)
Dec16 161109 416.50 417.75 403.75 406.75 -8.50 79,192 251,824 -11,862
Mar17 161109 432.75 433.00 421.00 424.50 -7.50 53,412 139,130 +9,198
May17 161109 447.75 448.00 437.00 440.50 -7.50 8,805 31,715 +174
Jul17 161109 463.25 463.25 452.00 455.75 -7.50 8,089 52,010 +1,546
Sep17 161109 474.00 476.25 469.25 471.25 -7.50 2,144 9,198 +287
Dec17 161109 491.25 496.00 488.50 490.50 -7.75 2,619 15,261 +1,100
Total Volume and Open Interest 154,763 501,997 +722
Wheat(KCBT)
Dec16 161109 415.25 418.00 407.50 410.25 -7.25 28,664 110,625 -4,644
Mar17 161109 434.00 435.25 424.75 427.75 -7.25 22,650 72,476 +4,539
May17 161109 444.75 447.00 437.50 439.25 -8.00 5,661 31,015 +870
Jul17 161109 458.75 458.75 449.25 450.75 -8.00 3,910 47,306 +1,541
Sep17 161109 469.50 469.75 463.75 465.50 -7.75 148 4,871 +26
Dec17 161109 485.00 485.25 484.50 485.00 -7.25 197 6,199 -37
Mar18 161109 497.50 497.50 495.50 497.50 -6.50 41 1,023 +0
Total Volume and Open Interest 61,334 274,123 +2,301
Wheat(MGE)
Dec16 161109 514.00 515.00 509.00 514.50 +0.50 3,426 25,075 -1,950
Mar17 161109 520.50 522.25 516.50 521.50 unch 2,783 22,695 -729
May17 161109 526.75 529.25 523.25 529.00 -0.25 725 9,502 +91
Jul17 161109 531.00 536.50 530.75 536.50 -0.25 594 4,993 -93
Sep17 161109 539.50 544.00 539.50 544.00 -0.75 150 3,564 +17
Dec17 161109 555.75 556.25 555.50 556.00 unch 432 2,661 +159
Total Volume and Open Interest 8,110 68,554 -2,505
Oats(CBOT)
Dec16 161109 225.50 227.75 222.00 222.50 -3.25 391 4,697 -128
Mar17 161109 226.25 226.50 224.50 225.50 +0.25 257 3,188 +111
May17 161109 226.00 226.00 225.00 225.50 -0.75 48 486 +19
Jul17 161109 226.00 227.50 225.25 227.50 -0.50 5 52 +0
Total Volume and Open Interest 733 8,488 +29
Rough Rice(CBOT)
Nov16 161109 9.65 9.65 9.47 9.47 -0.05 18 105 -40
Jan17 161109 9.77 9.94 9.68 9.70 -0.05 270 9,907 +1
Mar17 161109 10.02 10.13 9.95 9.96 -0.05 31 980 +22
May17 161109 10.31 10.31 10.20 10.20 -0.05 1 10 +0
Total Volume and Open Interest 320 11,018 -17
Live Cattle(CME)
Dec16 161109 102.250 103.680 101.950 103.480 +0.880 40,697 104,810 -5,883
Feb17 161109 103.650 104.830 103.400 104.680 +0.630 32,453 70,532 +285
Apr17 161109 104.000 105.100 103.785 104.730 +0.230 13,515 54,869 -880
Jun17 161109 96.500 97.430 96.350 96.930 -0.150 6,091 27,853 -249
Aug17 161109 94.480 95.100 94.180 94.650 -0.250 1,846 10,987 +187
Oct17 161109 95.230 95.980 95.230 95.650 -0.150 543 5,299 +180
Total Volume and Open Interest 95,311 275,962 -6,320
Feeder Cattle(CME)
Nov16 161109 124.000 125.150 123.785 124.550 +0.150 1,890 4,087 -615
Jan17 161109 118.885 120.500 118.230 119.730 +0.500 4,759 22,412 +273
Mar17 161109 115.650 117.135 115.200 116.285 +0.135 2,565 9,632 +95
Apr17 161109 115.300 116.700 114.930 115.900 +0.100 1,048 2,619 +240
May17 161109 114.450 115.980 114.250 115.050 -0.130 350 2,550 +34
Aug17 161109 115.750 116.850 115.135 115.900 -0.100 92 1,028 -2
Sep17 161109 114.250 114.250 112.650 114.250 +0.150 8 44 +0
Total Volume and Open Interest 10,720 42,381 +33
Lean Hogs(CME)
Dec16 161109 46.850 47.430 45.985 46.550 -0.435 26,992 96,800 -8,937
Feb17 161109 54.380 54.550 53.350 54.080 -0.420 21,135 59,914 +3,038
Apr17 161109 61.600 61.900 60.750 61.550 -0.235 5,515 37,438 +319
May17 161109 69.250 69.250 68.400 68.800 -0.530 33 706 +9
Jun17 161109 73.180 73.480 72.635 73.300 -0.335 2,845 13,610 +385
Jul17 161109 74.480 74.850 73.800 74.730 -0.155 1,612 6,470 +1,062
Aug17 161109 74.600 75.050 74.135 74.980 -0.020 609 4,607 +166
Oct17 161109 63.485 63.750 63.080 63.680 -0.200 233 1,535 +58
Total Volume and Open Interest 59,089 222,168 -3,871
Class III Milk(CME)
Nov16 161109 16.76 16.90 16.64 16.79 unch 383 5,414 -7
Dec16 161109 16.54 16.65 16.23 16.48 +0.02 824 5,351 +94
Jan17 161109 15.76 15.90 15.66 15.78 -0.05 182 2,820 +17
Feb17 161109 15.82 15.82 15.75 15.81 -0.01 83 2,686 +5
Mar17 161109 15.80 15.92 15.78 15.87 unch 58 2,470 +13
Apr17 161109 15.82 15.91 15.81 15.85 -0.05 44 2,227 +5
May17 161109 15.91 16.00 15.90 15.95 unch 19 2,145 -5
Jun17 161109 16.12 16.15 16.12 16.13 -0.02 21 1,926 -3
Jul17 161109 16.34 16.53 16.34 16.34 unch 15 1,100 +6
Aug17 161109 16.58 16.58 16.58 16.58 unch 18 1,102 +4
Sep17 161109 16.75 16.90 16.75 16.75 unch 35 1,114 +22
Oct17 161109 16.75 16.85 16.75 16.75 unch 9 743 +7
Nov17 161109 16.60 16.78 16.60 16.60 unch 58 653 +8
Total Volume and Open Interest 1,769 30,859 +179
Cocoa(ICE)
Dec16 161109 2499 2499 2451 2474 -27 23,898 38,873 -12,805
Mar17 161109 2458 2489 2445 2451 -14 36,271 132,318 +3,635
May17 161109 2457 2484 2442 2448 -15 9,069 33,118 +281
Jul17 161109 2463 2494 2450 2457 -16 4,825 18,195 +1,359
Sep17 161109 2472 2498 2459 2465 -17 2,121 10,703 +747
Dec17 161109 2471 2502 2463 2467 -16 378 6,677 -69
Mar18 161109 2475 2482 2471 2471 -14 149 7,598 -62
Total Volume and Open Interest 76,751 248,193 -6,959
Coffee "C"(ICE)
Dec16 161109 165.20 170.75 163.20 170.10 +2.60 32,575 86,534 -8,241
Mar17 161109 169.25 174.45 166.95 173.80 +2.60 23,712 78,785 +7,066
May17 161109 171.40 176.70 169.25 176.10 +2.65 10,352 30,564 +142
Jul17 161109 173.20 178.65 171.25 178.05 +2.65 6,471 11,034 +1,210
Sep17 161109 175.50 180.25 173.15 179.85 +2.65 1,716 7,743 +322
Dec17 161109 177.70 182.30 177.50 182.05 +2.55 573 9,597 +83
Total Volume and Open Interest 75,822 228,043 +796
Orange Juice(ICE)
Nov16 161109 220.25 220.25 220.25 220.25 -2.00 47 653 +0
Jan17 161109 215.00 219.70 214.55 216.20 +0.55 594 14,662 +9
Mar17 161109 210.90 215.00 210.90 212.20 +0.40 131 1,283 +74
May17 161109 210.10 210.65 209.15 209.30 +0.20 22 454 +0
Jul17 161109 207.05 207.05 207.05 207.05 -0.05 29 84 +9
Sep17 161109 203.80 203.80 203.80 203.80 -0.05      
Total Volume and Open Interest 823 17,138 +92
Sugar #11(ICE)
Mar17 161109 21.50 22.20 21.34 22.11 +0.14 74,431 447,658 +3,981
May17 161109 20.90 21.59 20.87 21.55 +0.21 28,732 147,907 +1,808
Jul17 161109 20.25 20.89 20.20 20.85 +0.27 12,599 116,266 -140
Oct17 161109 19.50 20.33 19.50 20.29 +0.30 6,377 75,000 -190
Mar18 161109 19.52 20.06 19.47 20.03 +0.30 2,403 34,886 +449
May18 161109 18.81 19.36 18.81 19.36 +0.32 529 11,338 +29
Jul18 161109 18.25 18.74 18.23 18.74 +0.32 224 6,930 +74
Oct18 161109 17.99 18.50 17.99 18.50 +0.33 124 6,903 +92
Total Volume and Open Interest 125,786 851,234 +6,221
London Cocoa(LCE)
Dec16 161109 2033 2058 2033 2050 -14 15,062 87,810 -2,456
Mar17 161109 2029 2045 2019 2023 -19 26,810 98,060 +1,704
May17 161109 2043 2049 2025 2028 -19 9,845 50,774 +1,427
Jul17 161109 2050 2062 2041 2044 -18 4,889 16,205 +1,271
Sep17 161109 2060 2074 2051 2053 -19 4,433 22,508 +1,173
Dec17 161109 2057 2065 2047 2048 -18 1,751 12,515 +701
Mar18 161109 2060 2060 2047 2047 -15 1,852 5,158 +1,637
Total Volume and Open Interest 64,663 293,261 +5,458
London Sugar(LCE)
Dec16 161109 571.40 583.50 568.60 582.30 +6.20 12,164 26,751 -461
Mar17 161109 567.10 579.30 566.20 577.70 +3.70 7,127 30,253 +789
May17 161109 561.00 572.00 559.80 570.50 +4.10 1,035 17,449 +333
Aug17 161109 547.00 556.80 545.30 555.70 +4.50 547 7,993 +29
Oct17 161109 527.50 537.00 526.00 536.00 +5.20 487 10,273 +261
Total Volume and Open Interest 21,590 96,135 +998
Cotton(ICE)
Dec16 161109 68.58 69.29 67.87 68.29 -0.46 26,017 96,990 -13,746
Mar17 161109 69.40 69.83 68.41 68.86 -0.48 20,694 103,722 +9,287
May17 161109 70.05 70.35 69.09 69.50 -0.50 3,906 19,798 +1,670
Jul17 161109 70.45 70.77 69.51 69.93 -0.52 1,109 9,455 +142
Oct17 161109 70.02 70.23 69.50 69.50 -0.45 2 13 +2
Dec17 161109 69.37 69.50 68.49 68.71 -0.72 255 15,161 +65
Total Volume and Open Interest 51,983 246,271 -2,580
Lumber(CME)
Nov16 161109 303.1 305.7 301.8 302.9 +5.3 98 392 -61
Jan17 161109 315.9 318.6 313.4 316.0 +4.8 326 2,970 +81
Mar17 161109 324.4 324.5 322.6 323.5 +3.8 4 402 -1
May17 161109 326.5 327.0 326.5 326.5 +3.8 0 83 +0
Total Volume and Open Interest 428 3,872 +19
Crude Oil(NYM)
Dec16 161109 44.82 45.95 43.07 45.27 +0.29 605,733 460,444 -37,388
Jan17 161109 45.45 46.58 43.75 45.94 +0.33 257,429 327,176 +47,721
Feb17 161109 46.12 47.28 44.48 46.67 +0.37 68,912 129,290 +3,101
Mar17 161109 46.86 47.97 45.20 47.40 +0.42 54,859 194,733 -2,339
Apr17 161109 47.37 48.57 45.98 48.08 +0.46 31,670 75,552 +6,702
May17 161109 48.05 49.12 46.46 48.65 +0.49 18,157 53,969 +1,897
Jun17 161109 48.45 49.59 46.94 49.10 +0.50 38,901 147,094 +3,532
Jul17 161109 48.29 49.90 47.47 49.45 +0.50 7,696 40,029 +380
Aug17 161109 47.60 50.01 47.60 49.74 +0.50 4,481 29,325 -668
Sep17 161109 48.56 50.15 48.56 49.98 +0.50 4,913 46,800 -16
Oct17 161109 49.17 50.37 49.17 50.19 +0.49 1,861 26,466 +112
Nov17 161109 49.38 50.40 49.38 50.40 +0.49 2,326 25,597 +139
Dec17 161109 49.83 51.00 48.55 50.61 +0.48 26,613 177,767 +786
Jan18 161109 50.75 50.75 50.08 50.75 +0.47 929 20,899 -247
Feb18 161109 51.00 51.00 50.90 50.90 +0.47 602 7,546 +124
Mar18 161109 51.05 51.05 50.20 51.05 +0.48 1,490 21,185 +139
Total Volume and Open Interest 1,140,244 1,942,195 +26,020
e-miNY Crude Oil(NYM)
Dec16 161109 44.825 45.950 43.100 45.275 +0.300 8,891 4,127 -1
Jan17 161109 45.575 46.575 43.775 45.950 +0.350 511 1,073 +76
Feb17 161109 46.050 47.250 44.500 46.675 +0.375 149 470 +77
Mar17 161109 46.000 47.850 45.450 47.400 +0.425 20 190 +9
Apr17 161109 46.200 48.450 46.200 48.075 +0.450 11 120 +10
May17 161109 47.900 48.900 47.850 48.650 +0.500 26 25 +9
Jun17 161109 47.000 49.350 47.000 49.100 +0.500 34 115 +32
Jul17 161109 49.450 52.000 49.450 49.450 +0.500 6 81 -6
Aug17 161109 49.750 49.750 49.350 49.750 +0.500 0 145 +0
Sep17 161109 49.975 49.975 48.800 49.975 +0.500 2 57 +0
Total Volume and Open Interest 9,651 6,614 +205
NY Harbor ULSD(NYM)
Dec16 161109 144.03 145.95 140.43 144.11 unch 53,787 81,504 -2,931
Jan17 161109 145.99 147.89 142.36 146.06 -0.06 29,785 84,621 +3,015
Feb17 161109 147.49 149.56 144.06 147.80 +0.03 12,794 38,449 +474
Mar17 161109 148.80 150.60 145.01 148.87 +0.15 9,929 43,473 +613
Apr17 161109 147.00 150.83 146.28 149.25 +0.26 4,921 29,161 +753
May17 161109 146.75 151.57 146.75 150.07 +0.38 2,966 15,501 +118
Jun17 161109 148.31 152.40 147.03 150.94 +0.47 4,207 33,113 +607
Jul17 161109 149.02 152.82 149.02 152.19 +0.50 746 4,264 -86
Aug17 161109 150.50 154.96 150.02 153.53 +0.49 365 4,380 -71
Sep17 161109 154.10 155.77 154.02 154.94 +0.48 314 5,153 -13
Oct17 161109 155.02 156.75 154.42 156.26 +0.48 486 2,925 +107
Nov17 161109 154.50 157.51 154.50 157.45 +0.50 431 2,627 -33
Dec17 161109 155.50 159.89 154.48 158.60 +0.57 2,026 30,588 +117
Jan18 161109 156.50 161.48 156.50 159.78 +0.61 33 2,174 +14
Total Volume and Open Interest 123,204 389,197 +2,955
RBOB Gasoline(NYM)
Dec16 161109 137.00 138.32 133.33 135.72 -1.20 73,060 114,346 -11,330
Jan17 161109 136.05 137.45 132.37 135.01 -1.29 57,648 102,154 +9,621
Feb17 161109 137.87 138.54 133.42 136.12 -1.32 17,435 33,381 +525
Mar17 161109 137.08 140.66 136.32 138.34 -1.31 11,659 35,995 -779
Apr17 161109 158.27 159.16 155.46 157.91 -1.06 7,701 26,355 +1,043
May17 161109 159.49 160.90 157.27 159.13 -1.05 4,399 13,954 +506
Jun17 161109 158.00 160.83 157.04 159.03 -1.06 4,505 17,760 -80
Jul17 161109 156.85 159.36 156.30 158.12 -1.08 1,633 5,618 -315
Aug17 161109 156.60 158.03 155.90 156.60 -1.07 821 3,228 +14
Sep17 161109 154.58 154.58 153.56 154.41 -1.07 763 6,141 -247
Total Volume and Open Interest 181,412 383,924 -913
e-miNY RBOB Gasoline(NYM)
Dec16 161109 136.90 136.90 135.70 135.70 -1.22 0 1 +0
Jan17 161109 135.01 135.01 135.01 135.01 -1.29      
Feb17 161109 136.10 136.12 136.10 136.10 -1.34      
Mar17 161109 138.34 138.34 138.34 138.34 -1.31      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec16 161109 2.612 2.743 2.546 2.690 +0.057 141,836 172,915 -11,763
Jan17 161109 2.793 2.906 2.722 2.859 +0.049 99,283 234,762 +6,601
Feb17 161109 2.833 2.949 2.766 2.898 +0.044 25,518 70,990 +3,509
Mar17 161109 2.846 2.945 2.764 2.897 +0.043 38,133 155,418 +5,648
Apr17 161109 2.799 2.888 2.727 2.847 +0.031 36,185 97,784 +452
May17 161109 2.790 2.890 2.731 2.852 +0.027 16,718 65,310 +359
Jun17 161109 2.837 2.925 2.771 2.888 +0.025 9,900 45,769 -25
Jul17 161109 2.860 2.965 2.809 2.924 +0.023 9,142 30,594 +574
Aug17 161109 2.879 2.971 2.815 2.929 +0.021 6,087 22,791 -253
Sep17 161109 2.858 2.960 2.809 2.919 +0.018 4,486 23,091 -210
Oct17 161109 2.891 2.977 2.832 2.939 +0.017 14,682 64,902 -230
Nov17 161109 2.940 3.014 2.887 2.986 +0.013 5,295 24,929 +536
Dec17 161109 3.096 3.161 3.042 3.136 +0.011 3,458 26,423 -47
Jan18 161109 3.178 3.270 3.130 3.228 +0.010 7,690 20,773 +1,500
Feb18 161109 3.167 3.251 3.128 3.212 +0.013 1,136 6,799 +104
Mar18 161109 3.074 3.175 3.050 3.150 +0.014 1,380 19,886 -17
Total Volume and Open Interest 427,128 1,173,093 +6,614
Brent Crude Oil(ICE)
Jan17 161109 46.04 46.95 44.40 46.36 +0.32 276,169 528,010 -14,445
Feb17 161109 47.17 48.00 45.57 47.42 +0.24 146,345 253,948 +11,912
Mar17 161109 48.08 48.87 46.47 48.30 +0.24 91,645 235,588 +7,682
Apr17 161109 48.88 49.62 47.22 49.05 +0.25 43,619 121,611 +3,403
May17 161109 49.49 50.23 47.85 49.68 +0.27 30,777 87,018 +3,111
Jun17 161109 50.00 50.72 48.37 50.19 +0.29 44,971 187,483 -52
Jul17 161109 50.48 51.11 48.83 50.60 +0.31 9,691 45,671 -1,199
Aug17 161109 50.81 51.44 49.17 50.95 +0.33 6,371 35,616 -446
Sep17 161109 51.09 51.73 49.47 51.26 +0.35 9,776 60,704 +290
Oct17 161109 51.02 51.53 51.02 51.53 +0.35 2,130 26,707 -105
Nov17 161109 52.25 52.25 51.80 51.80 +0.36 1,882 22,280 -29
Dec17 161109 51.76 52.50 50.26 52.05 +0.36 35,252 216,041 +1,041
Jan18 161109 52.30 52.30 52.30 52.30 +0.37 1,367 23,673 +577
Feb18 161109 52.52 52.52 52.52 52.52 +0.37 566 17,131 +20
Total Volume and Open Interest 726,830 2,163,971 +12,665
Gas Oil(ICE)
Nov16 161109 421.00 425.25 410.00 418.00 -1.75 32,421 59,025 -15,187
Dec16 161109 421.50 427.25 410.25 419.50 -1.00 99,776 160,262 -8,117
Jan17 161109 425.50 431.00 413.75 423.25 -0.75 62,253 151,513 +12,934
Feb17 161109 428.50 435.00 417.75 427.25 -0.50 18,338 68,299 +7,079
Mar17 161109 434.25 438.75 422.00 431.50 -0.50 12,714 48,566 +1,555
Apr17 161109 433.00 442.50 426.00 435.25 -0.50 4,315 29,232 -290
May17 161109 436.25 445.50 429.25 438.50 -0.50 1,488 25,421 +71
Jun17 161109 439.50 449.25 432.50 441.75 -0.25 10,626 59,447 +826
Jul17 161109 439.00 451.00 436.50 445.50 -0.25 1,026 17,444 +356
Aug17 161109 451.75 456.50 440.00 449.25 unch 927 14,177 -294
Total Volume and Open Interest 261,348 842,592 +1,545
Ethanol(CBOT)
Dec16 161109 1.524 1.560 1.501 1.518 -0.036 149 3,516 -25
Jan17 161109 1.477 1.510 1.465 1.466 -0.032 47 1,091 -3
Feb17 161109 1.482 1.482 1.446 1.460 -0.033 1 562 +0
Mar17 161109 1.472 1.472 1.472 1.472 -0.036 0 254 +0
Apr17 161109 1.492 1.517 1.492 1.492 -0.036 0 235 +0
May17 161109 1.499 1.499 1.499 1.499 -0.036 0 5 +0
Jun17 161109 1.499 1.499 1.499 1.499 -0.036      
Jul17 161109 1.499 1.499 1.499 1.499 -0.036      
Total Volume and Open Interest 197 5,669 -28
WTI Crude Oil(ICE)
Dec16 161109 45.02 45.94 43.09 45.27 +0.29 48,146 85,097 -4,428
Jan17 161109 45.64 46.54 43.76 45.94 +0.33 59,130 110,567 -1,403
Feb17 161109 46.33 47.23 44.50 46.67 +0.37 26,951 45,414 +2,785
Mar17 161109 46.96 47.92 45.23 47.40 +0.42 14,651 38,457 -908
Apr17 161109 47.45 48.56 45.89 48.08 +0.46 6,489 15,540 +675
May17 161109 47.40 49.10 46.65 48.65 +0.49 2,900 8,947 -325
Jun17 161109 48.58 49.54 47.11 49.10 +0.50 9,148 45,287 +411
Jul17 161109 48.86 49.88 48.74 49.45 +0.50 830 6,967 +130
Aug17 161109 47.88 50.04 47.88 49.74 +0.50 401 5,378 -6
Sep17 161109 49.98 49.98 49.98 49.98 +0.50 483 15,597 -157
Oct17 161109 50.19 50.19 50.19 50.19 +0.49 148 3,682 -43
Nov17 161109 50.40 50.40 50.40 50.40 +0.49 73 1,571 +8
Dec17 161109 50.10 50.90 48.95 50.61 +0.48 5,204 80,192 -303
Jan18 161109 50.75 50.75 50.75 50.75 +0.47 19 1,020 -15
Feb18 161109 50.90 50.90 50.90 50.90 +0.47 16 599 -15
Mar18 161109 51.05 51.05 51.05 51.05 +0.48 4 3,524 -1
Total Volume and Open Interest 176,048 540,778 -3,650
US Dollar Index(ICE)
Dec16 161109 98.080 98.695 95.905 98.530 +0.670 19,688 82,458 +677
Mar17 161109 97.930 98.600 95.820 98.455 +0.680 733 4,324 +225
Jun17 161109 97.900 98.415 95.750 98.365 +0.680 32 287 -9
Total Volume and Open Interest 20,454 87,216 +894
Australian Dollar(CME)
Dec16 161109 77.36 77.64 75.71 76.40 -1.05 75,852 131,897 +6,190
Mar17 161109 77.20 77.48 75.57 76.25 -1.04 210 1,608 +65
Jun17 161109 77.18 77.18 75.54 76.08 -1.05 0 39 +0
Total Volume and Open Interest 76,062 133,549 +6,255
British Pound(CME)
Dec16 161109 123.79 125.57 123.61 124.49 +0.45 117,842 252,888 -4,369
Mar17 161109 124.34 125.78 123.87 124.74 +0.45 597 3,826 +173
Jun17 161109 124.89 125.86 124.20 124.99 +0.45 1 643 +1
Total Volume and Open Interest 118,444 257,541 -4,193
Canadian Dollar(CME)
Dec16 161109 75.25 75.42 73.94 74.60 -0.51 56,238 119,240 -3,682
Mar17 161109 75.32 75.47 74.00 74.66 -0.51 371 2,816 +219
Jun17 161109 75.11 75.45 74.19 74.73 -0.50 0 407 +0
Sep17 161109 74.70 74.99 74.27 74.79 -0.51 4 312 +4
Total Volume and Open Interest 56,622 122,966 -3,450
Japanese Yen(CME)
Dec16 161109 95.23 98.97 94.55 94.60 -0.73 115,687 159,442 -48
Mar17 161109 95.65 99.37 94.94 94.99 -0.74 802 3,148 -72
Jun17 161109 98.70 99.73 95.41 95.44 -0.73 8 149 +1
Total Volume and Open Interest 116,497 162,769 -119
Swiss Franc(CME)
Dec16 161109 102.31 104.93 101.73 101.79 -0.81 22,133 53,611 -152
Mar17 161109 102.52 105.44 102.30 102.34 -0.82 20 108 +14
Jun17 161109 102.97 105.82 102.97 102.97 -0.82 3 15 -2
Total Volume and Open Interest 22,156 53,738 -140
EuroFX(CME)
Dec16 161109 110.30 113.17 109.20 109.46 -1.01 151,641 409,463 -2,754
Mar17 161109 110.67 113.61 109.67 109.91 -1.01 1,893 11,350 +63
Jun17 161109 112.38 114.08 110.20 110.42 -1.01 105 1,315 +13
Total Volume and Open Interest 153,675 422,313 -2,668
Mexican Peso(CME)
Nov16 161109 541.88 541.88 489.00 502.50 -40.13 0 5 +0
Dec16 161109 544.13 548.63 479.25 500.63 -40.00 62,859 119,977 -1,493
Total Volume and Open Interest 62,997 150,532 -1,536
Brazilian Real(CME)
Dec16 161109 309.00 310.65 301.15 310.20 -2.80 2,086 30,367 -505
Jan17 161109 299.40 307.55 299.40 307.55 -2.70 4 8 +3
Feb17 161109 304.90 304.90 302.45 304.90 -2.70      
Mar17 161109 302.75 302.75 300.90 302.75 -2.80      
Total Volume and Open Interest 2,090 30,375 -502
30-Year T-Bonds(CBOT)
Dec16 161109 162~080 164~310 156~220 156~310 -5~040 165,165 547,698 +3,287
Mar17 161109 160~290 163~170 155~130 155~170 -5~050 151 2,489 -4
Jun17 161109 154~210 154~210 154~210 154~210 -5~050      
Total Volume and Open Interest 165,316 550,187 +3,283
10-Year T-Notes(CBOT)
Dec16 161109 129~165 131~000 127~265 128~010 -1~150 788,423 2,850,482 -3,918
Mar17 161109 128~265 130~140 127~075 127~125 -1~170 4,060 27,051 +2,937
Jun17 161109 127~045 127~045 127~045 127~045 -1~170      
Total Volume and Open Interest 792,483 2,877,533 -981
5-Year T-Notes(CBOT)
Dec16 161109 120~230 121~214 119~286 120~006 -0~220 475,955 2,814,594 +7,727
Mar17 161109 120~204 121~094 119~160 119~190 -0~242 7,248 68,989 +5,682
Jun17 161109 120~166 120~234 119~140 119~140 -0~242      
Total Volume and Open Interest 483,203 2,883,583 +13,409
2 Year T-Notes(CBOT)
Dec16 161109 109~026 109~124 108~310 109~004 -0~020 251,708 1,210,707 -27,670
Mar17 161109 108~304 109~076 108~260 108~264 -0~030 742 19,456 +725
Jun17 161109 108~264 108~264 108~264 108~264 -0~030      
Total Volume and Open Interest 252,450 1,230,163 -26,945
Eurodollars(CME)
Dec16 161109 99.045 99.150 99.030 99.065 +0.015 279,999 1,590,045 +8,983
Mar17 161109 99.015 99.135 98.995 99.025 +0.005 221,675 1,287,023 +8,816
Jun17 161109 98.955 99.090 98.920 98.945 -0.015 245,832 1,253,346 +9,201
Sep17 161109 98.905 99.050 98.845 98.875 -0.035 220,750 992,854 -5,971
Dec17 161109 98.845 98.995 98.755 98.790 -0.055 322,659 1,548,453 +21,631
Mar18 161109 98.805 98.965 98.690 98.725 -0.080 175,482 723,987 +7,549
Jun18 161109 98.750 98.925 98.615 98.650 -0.110 146,746 600,185 +11,967
Sep18 161109 98.715 98.885 98.545 98.575 -0.135 125,449 460,511 +11,449
Dec18 161109 98.655 98.825 98.460 98.490 -0.160 150,172 732,948 +34,598
Mar19 161109 98.610 98.790 98.400 98.430 -0.180 91,256 444,945 -162
Jun19 161109 98.570 98.745 98.335 98.360 -0.200 68,775 403,251 +3,369
Sep19 161109 98.515 98.690 98.265 98.290 -0.220 61,225 325,413 +3,915
Dec19 161109 98.450 98.630 98.195 98.215 -0.235 51,732 357,533 +3,011
Mar20 161109 98.410 98.585 98.135 98.160 -0.245 37,117 182,047 +4,667
Jun20 161109 98.355 98.530 98.075 98.100 -0.250 25,024 117,895 -1,083
Sep20 161109 98.300 98.470 98.020 98.040 -0.255 26,917 107,149 +1,715
Dec20 161109 98.240 98.405 97.950 97.975 -0.260 25,676 114,340 +518
Mar21 161109 98.190 98.350 97.900 97.920 -0.260 23,081 73,273 +2,523
Total Volume and Open Interest 2,367,017 11,685,621 +133,331
Ultra T-Bond(CBOT)
Dec16 161109 175~05 178~08 166~30 167~07 -7~19 50,327 621,674 -1,458
Mar17 161109 173~16 173~16 166~09 166~09 -7~23 1,005 8,687 -392
Jun17 161109 165~19 165~19 165~19 165~19 -7~23      
Total Volume and Open Interest 51,332 630,361 -1,850
Ultra 10-Yr T-Note(CBOT)
Dec16 161109 141~090 143~055 138~135 138~215 -2~180 46,573 259,487 +503
Mar17 161109 138~130 141~045 138~130 138~130 -2~185 1 1 +1
Jun17 161109 138~130 138~130 138~130 138~130 -2~185      
Total Volume and Open Interest 46,574 259,488 +504
30 Day Federal Funds(CBOT)
Nov16 161109 99.595 99.598 99.592 99.592 unch 1,216 214,833 -184
Dec16 161109 99.490 99.550 99.485 99.495 unch 4,852 89,623 +349
Jan17 161109 99.410 99.515 99.395 99.420 +0.005 35,343 197,298 -6,714
Feb17 161109 99.400 99.505 99.385 99.410 +0.010 3,470 78,417 -763
Mar17 161109 99.375 99.490 99.360 99.385 +0.005 2,510 42,484 +219
Apr17 161109 99.365 99.480 99.350 99.370 unch 5,826 67,677 -663
Total Volume and Open Interest 84,468 897,733 +459
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 161108 99.94 99.94 99.94 99.94 unch 0 10 +0
Mar17 161108 99.94 99.94 99.94 99.94 unch      
Jun17 161108 99.94 99.94 99.94 99.94 unch      
Sep17 161108 99.94 99.94 99.94 99.94 unch      
Dec17 161108 99.94 99.94 99.94 99.94 unch      
Mar18 161108 99.95 99.95 99.95 99.95 unch      
Jun18 161108 99.81 99.81 99.81 99.81 unch      
Sep18 161108 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 10 +0
Japanese Gov't Bonds(SGX)
Dec16 161108 151.76 151.83 151.70 151.79 +0.01 988 14,959 +466
Mar17 161108 151.73 151.73 151.73 151.73 +0.01      
Jun17 161108 151.73 151.73 151.73 151.73 +0.01      
Total Volume and Open Interest 988 14,959 +466
Euro-Buxl(EUREX)
Dec16 161109 180.94 183.38 176.68 180.06 -0.02 41,546 201,943 -2,278
Mar17 161109 178.94 180.98 174.80 178.20 -0.02 8,273 37,879 +5,123
Jun17 161109 177.12 178.38 174.68 176.46 -0.12 10 3 -4
Total Volume and Open Interest 49,829 239,825 +2,841
Euro-Bund(EUREX)
Dec16 161109 162.66 163.19 160.89 162.01 +0.09 455,189 1,814,367 -48,289
Mar17 161109 164.62 165.26 162.71 163.95 +0.05 9,884 185,271 +4,767
Jun17 161109 161.47 161.47 161.47 161.47 +0.09      
Total Volume and Open Interest 465,073 1,999,638 -43,522
Euro-Bobl(EUREX)
Dec16 161109 131.39 131.47 130.91 131.22 +0.11 284,153 1,266,928 -24,487
Mar17 161109 133.09 133.09 132.79 132.82 +0.11 3,069 94,518 +1,274
Jun17 161109 131.47 131.47 131.47 131.47 +0.11      
Total Volume and Open Interest 287,222 1,361,446 -23,213
Euro-Schatz(EUREX)
Dec16 161109 112.06 112.10 111.99 112.04 +0.04 208,101 1,218,164 +34,423
Mar17 161109 112.05 112.05 112.00 112.00 +0.03 4,940 7,998 +4,816
Jun17 161109 112.04 112.04 112.04 112.04 +0.04      
Total Volume and Open Interest 213,041 1,226,162 +39,239
3-Mth Euribor(EUREX)
Dec16 161109 100.300 100.300 100.300 100.300 unch 0 3,198 +0
Mar17 161109 100.285 100.285 100.285 100.285 +0.005 4 3,261 +0
Jun17 161109 100.270 100.275 100.270 100.275 +0.005 2 33,651 +2
Total Volume and Open Interest 408 74,233 +4
Long Gilt(LIFFE)
Dec16 161109 125~24 126~06 124~20 125~14 -0~01 124,804 708,665 +10,621
Mar17 161109 125~13 125~13 125~13 125~13 -0~04      
Total Volume and Open Interest 124,804 708,665 +10,621
3-Mth Short Sterling(LIFFE)
Dec16 161109 99.61 99.61 99.58 99.59 unch 20,263 465,687 -1,715
Mar17 161109 99.61 99.62 99.57 99.57 -0.01 17,982 374,528 -1,783
Jun17 161109 99.60 99.60 99.54 99.55 unch 35,664 340,481 -7,624
Sep17 161109 99.57 99.58 99.51 99.53 unch 30,677 296,825 -412
Dec17 161109 99.55 99.55 99.48 99.50 unch 34,295 310,531 +3,849
Mar18 161109 99.51 99.52 99.44 99.46 unch 22,526 181,439 -4,586
Total Volume and Open Interest 331,857 2,786,073 -20,661
3-Mth Euribor(LIFFE)
Dec16 161109 100.295 100.305 100.295 100.300 +0.005 24,983 433,733 -2,233
Mar17 161109 100.280 100.300 100.275 100.285 +0.005 19,014 476,539 +1,309
Jun17 161109 100.260 100.300 100.260 100.270 +0.005 36,100 441,018 +6,730
Total Volume and Open Interest 294,842 3,473,098 +9,087
3-Mth Aus T-Bills(SFE)
Dec16 161109 98.22 98.25 98.21 98.24 +0.02 13,772 137,166 -2,935
Mar17 161109 98.26 98.31 98.24 98.30 +0.04 15,095 232,566 -4,115
Jun17 161109 98.27 98.33 98.24 98.32 +0.05 11,116 192,327 -2,754
Sep17 161109 98.26 98.34 98.23 98.33 +0.07 10,800 140,185 +1,732
Dec17 161109 98.23 98.32 98.20 98.31 +0.08 4,080 155,954 -2,003
Mar18 161109 98.20 98.29 98.16 98.28 +0.08 3,378 89,772 +171
Jun18 161109 98.16 98.26 98.12 98.25 +0.09 3,231 63,536 -17
Sep18 161109 98.11 98.22 98.07 98.22 +0.11 1,391 30,860 -658
Dec18 161109 98.08 98.17 98.03 98.17 +0.11 33 7,355 -8
Mar19 161109 98.13 98.13 98.13 98.13 +0.11 0 3,443 +0
Total Volume and Open Interest 62,916 1,055,299 -10,587
10-Year Aus T-Bonds(SFE)
Dec16 161109 97.68 97.82 97.62 97.81 +0.13 85,591 940,956 +4,905
Mar17 161109 97.81 97.81 97.81 97.81 +0.13      
Total Volume and Open Interest 85,591 940,956 +4,905
3-Year Aus T-Bonds(SFE)
Dec16 161109 98.31 98.45 98.25 98.44 +0.13 98,381 967,918 -8,482
Mar17 161109 98.44 98.44 98.44 98.44 +0.13      
Total Volume and Open Interest 98,381 967,918 -8,482
Gold(CMX)
Dec16 161109 1276.8 1338.3 1268.1 1273.5 -1.0 221,681 343,547 -23,693
Feb17 161109 1278.0 1341.0 1272.0 1277.3 -1.0 32,368 98,198 +9,913
Apr17 161109 1281.3 1343.9 1278.3 1280.8 -1.1 5,152 19,588 +1,929
Jun17 161109 1284.1 1347.4 1279.6 1283.9 -1.1 2,548 32,914 +643
Aug17 161109 1284.5 1345.2 1284.5 1286.9 -1.1 574 8,923 +168
Oct17 161109 1290.1 1350.6 1287.9 1290.0 -1.1 183 2,236 -51
Dec17 161109 1297.9 1353.0 1291.1 1293.1 -1.1 359 15,716 +68
Feb18 161109 1297.0 1297.0 1296.1 1296.1 -0.9 0 193 +0
Apr18 161109 1299.6 1299.6 1298.9 1298.9 -0.7 0 16 +0
Jun18 161109 1301.6 1308.4 1301.6 1301.6 -0.6 0 4,205 +0
Aug18 161109 1304.9 1304.9 1304.9 1304.9 -0.5      
Total Volume and Open Interest 263,164 532,245 -10,962
Silver(CMX)
Dec16 161109 1840.0 1900.5 1827.5 1837.8 +2.2 60,418 123,017 -8,210
Mar17 161109 1842.0 1912.0 1842.0 1849.9 +1.8 14,188 52,799 +5,000
May17 161109 1905.5 1906.5 1856.0 1856.5 +1.7 956 3,357 -161
Jul17 161109 1865.5 1910.0 1862.9 1862.9 +1.7 673 4,096 +129
Sep17 161109 1869.1 1869.1 1851.5 1869.1 +1.9 2 950 +2
Dec17 161109 1880.0 1920.0 1878.0 1878.0 +2.3 81 4,409 +22
Mar18 161109 1885.3 1885.3 1817.0 1885.3 +2.3 0 2 +0
Total Volume and Open Interest 76,859 192,218 -3,034
Platinum(NYMEX)
Jan17 161109 1005.6 1023.0 995.7 1003.3 -5.3 15,375 61,618 -1,243
Apr17 161109 1008.9 1026.4 1000.0 1007.3 -5.2 292 6,029 +33
Jul17 161109 1029.6 1029.6 1008.7 1010.6 -5.0 4 38 -2
Oct17 161109 1014.5 1014.5 954.0 1014.5 -5.0 0 165 +0
Total Volume and Open Interest 15,680 67,930 -1,212
Palladium(NYMEX)
Dec16 161109 664.20 684.65 652.00 681.45 +15.95 8,432 17,669 -421
Mar17 161109 668.40 686.00 657.65 683.30 +16.00 584 4,999 +339
Jun17 161109 683.20 685.10 683.20 685.10 +16.00 0 32 +0
Total Volume and Open Interest 9,018 22,703 -82
Copper(CMX)
Dec16 161109 237.90 246.55 231.65 245.95 +7.95 118,690 110,757 -1,793
Mar17 161109 238.65 247.60 232.75 246.90 +7.85 24,459 78,894 +2,687
May17 161109 238.55 247.50 234.10 247.40 +7.80 5,707 13,931 +1,317
Jul17 161109 237.50 248.05 236.15 247.80 +7.75 2,324 7,384 +1,313
Sep17 161109 237.95 248.05 235.50 248.05 +7.65 901 2,506 +514
Total Volume and Open Interest 153,579 225,183 +4,718
E-mini DJIA Index(CBOT)
Dec16 161109 18304 18590 17418 18532 +247 172,027 116,681 +5,078
Mar17 161109 18249 18523 17360 18464 +243 305 1,119 +131
Jun17 161109 17645 18388 17491 18388 +243 0 6 +0
Sep17 161109 18303 18303 18303 18303 +243      
Total Volume and Open Interest 172,332 117,806 +5,209
S & P 500(CME)
Dec16 161109 2141.40 2160.30 2028.50 2160.30 +24.80 9,197 84,784 +1,050
Mar17 161109 2119.00 2161.10 2114.10 2154.60 +24.50 583 1,015 +561
Jun17 161109 2149.00 2155.50 2108.50 2149.00 +24.50 553 895 +547
Sep17 161109 2143.70 2150.20 2103.20 2143.70 +24.50      
Total Volume and Open Interest 10,333 86,694 +2,158
S & P 500 E-Mini(Globex)
Dec16 161109 2138.00 2166.75 2028.50 2160.25 +24.75 1,761,750 2,903,060 -13,044
Mar17 161109 2133.50 2160.75 2023.00 2154.50 +24.50 4,661 30,456 +1,083
Jun17 161109 2130.00 2154.75 2020.00 2149.00 +24.50 586 2,570 +558
Sep17 161109 2035.00 2148.00 2025.00 2143.75 +24.50 6 18 +0
Total Volume and Open Interest 1,767,013 2,936,138 -11,399
NASDAQ 100 E-Mini(Globex)
Dec16 161109 4807.30 4837.50 4558.50 4820.50 +18.20 223,773 303,686 -5,286
Mar17 161109 4812.80 4835.00 4557.00 4819.30 +18.50 415 1,019 -2
Jun17 161109 4813.30 4813.30 4802.00 4813.30 +18.50 1 10 +0
Total Volume and Open Interest 224,209 304,742 -5,268
S&P Midcap 400(CME) e-Mini
Dec16 161109 1512.40 1542.90 1434.10 1538.20 +28.40 19,034 78,037 -1,386
Mar17 161109 1535.70 1535.70 1491.00 1535.70 +28.40 1 2 +0
Jun17 161109 1526.00 1526.00 1450.00 1526.00 +28.40      
Total Volume and Open Interest 19,035 78,039 -1,386
Volatility Index(CBOE)
Nov16 161109 15.95 23.46 14.80 14.88 -1.10 126,326 135,016 -14,508
Dec16 161109 16.55 21.25 15.68 15.73 -0.85 103,567 158,824 +3,365
Jan17 161109 17.70 21.28 16.97 17.02 -0.71 31,418 56,081 +882
Feb17 161109 18.18 21.03 17.54 17.58 -0.60 10,834 28,791 +769
Total Volume and Open Interest 286,457 425,684 -7,853
Russell 2000(ICE)
Dec16 161109 1200.90 1233.10 1123.60 1230.10 +38.00 97,020 318,878 -8,125
Mar17 161109 1194.70 1224.90 1122.90 1224.90 +37.80 27 297 -15
Jun17 161109 1220.90 1220.90 1220.90 1220.90 +37.80 0 170 +0
Total Volume and Open Interest 97,047 319,484 -8,140
Nikkei 225(CME)
Dec16 161109 17345 17465 16140 17240 -100 11,591 35,455 +26
Mar17 161109 17140 17300 16385 17280 -70 12 41 -4
Total Volume and Open Interest 11,603 35,496 +22
Nikkei 225(SGX)
Dec16 161109 16555 16795 16395 16395 -805 77,152 198,953 +2,412
Mar17 161109 16610 16680 16360 16360 -805 46 4,617 +3
Jun17 161108 17040 17040 17040 17040 -20      
Total Volume and Open Interest 74,086 210,798 -2,949
Nikkei 225(CME) Yen
Dec16 161109 17325 17440 16100 17215 -95 47,325 63,293 -583
Mar17 161109 17280 17310 16050 17160 -100 10 84 -3
Jun17 161109 17030 17030 17030 17030 -100      
Total Volume and Open Interest 47,335 63,377 -586
Nikkei 225(CME) e-Mini Yen
Dec16 161109 17360 17360 17200 17220 -90 4 59 +0
Mar17 161109 17160 17160 17160 17160 -100      
Jun17 161109 17030 17030 17030 17030 -100      
Total Volume and Open Interest 4 59 +0
CAC 40(EURONEXT)
Nov16 161109 4283.0 4567.0 4253.5 4542.5 +66.5 91,070 291,859 +3,289
Dec16 161109 4284.5 4558.5 4250.0 4536.5 +66.5 479 22,582 +148
Jan17 161109 4522.0 4528.0 4522.0 4528.0 +66.5      
Total Volume and Open Interest 91,549 314,505 +3,437
Hang Seng Index(HKFE)
Nov16 161109 22931 23152 21904 22403 -526 99,458 140,189 +2,614
Dec16 161109 22950 23164 21920 22420 -528 1,812 15,218 +466
Total Volume and Open Interest 101,390 157,357 +3,115
DAX(EUREX)
Dec16 161109 10025.0 10678.5 10013.0 10628.0 +157.0 94,809 170,529 -6,540
Mar17 161109 10057.5 10674.0 10021.5 10625.0 +157.0 91 4,023 +30
Jun17 161109 10070.0 10702.0 10064.5 10654.0 +157.0 7 198 +2
Total Volume and Open Interest 94,907 174,750 -6,508
Mini-DAX(EUREX)
Dec16 161109 10038.0 10680.0 10005.0 10628.0 +157.0 19,661 13,732 -816
Mar17 161109 10033.0 10667.0 10012.0 10625.0 +157.0 86 1,564 +28
Jun17 161109 10050.0 10683.0 10050.0 10654.0 +157.0 4 45 -4
Total Volume and Open Interest 19,751 15,341 -792
FT-SE 100(EURONEXT)
Dec16 161109 6866.00 6932.00 6491.50 6874.50 +57.50 113,500 760,452 -10,118
Mar17 161109 6746.00 6850.00 6628.00 6811.50 +57.50 35 6,725 +30
Jun17 161109 6741.50 6741.50 6741.50 6741.50 +57.50      
Total Volume and Open Interest 113,535 767,177 -10,088
SPI 200(SFE)
Dec16 161109 5248.0 5299.0 5029.0 5152.0 -93.0 44,058 273,494 -1,181
Mar17 161109 5199.0 5239.0 5009.0 5102.0 -94.0 9 1,742 -1
Jun17 161109 5088.0 5088.0 5088.0 5088.0 -94.0 0 1,397 +0
Total Volume and Open Interest 44,107 277,686 -1,181
FTSE MIB(ISE)
Dec16 161109 16180.00 16765.00 16160.00 16682.00 -60.00 27,801 44,387 +943
Mar17 161109 16170.00 16695.00 16165.00 16667.00 -60.00 47 836 +2
Jun17 161109 16235.00 16235.00 16235.00 16235.00 -100.00      
Total Volume and Open Interest 27,848 45,223 +945
KOSPI 200(KFE)
Dec16 161109 250.95 252.50 249.90 249.90 -6.10 108,458 126,774 -1,728
Mar17 161109 248.45 249.50 247.25 247.25 -5.95 582 11,936 +1,306
Jun17 161109 251.00 251.00 245.00 246.30 -7.35 0 1,797 +0
Total Volume and Open Interest 109,040 145,113 -422
GSCI(CME)
Nov16 161109 352.00 356.00 350.50 352.75 +0.85 2,416 11,218 -2,333
Dec16 161109 358.55 362.15 356.70 359.00 +0.75 2,642 4,384 +2,569
Jan17 161109 362.80 362.80 362.80 362.80 +0.75      
Total Volume and Open Interest 5,058 15,602 +236
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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