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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu November 10, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov16 161110 982.25 1007.75 982.00 989.00 +7.00 3,434 4,343 -736
Jan17 161110 991.00 1019.00 989.00 998.00 +7.00 109,864 322,610 +6,871
Mar17 161110 998.50 1027.25 997.00 1006.50 +8.00 22,405 108,526 +1,905
May17 161110 1005.50 1034.25 1005.00 1013.75 +8.25 9,792 64,392 -636
Jul17 161110 1011.25 1039.25 1010.25 1019.50 +8.25 14,455 74,327 +185
Aug17 161110 1016.75 1034.00 1015.00 1018.25 +8.00 702 3,236 +140
Sep17 161110 1020.00 1021.00 1001.50 1004.50 +8.00 412 1,786 +182
Nov17 161110 985.00 1008.50 984.50 993.75 +8.25 8,130 37,879 -615
Jan18 161110 1005.00 1009.00 994.00 995.00 +8.50 146 1,395 +18
Mar18 161110 996.00 1000.00 990.50 991.50 +6.75 177 788 +69
May18 161110 1000.00 1000.00 991.75 991.75 +7.50 13 274 +1
Jul18 161110 995.00 999.25 993.50 995.00 +8.50 61 396 +1
Aug18 161110 990.00 990.00 990.00 990.00 +8.50 0 17 +0
Sep18 161110 974.75 974.75 974.75 974.75 +8.50 0 17 +0
Total Volume and Open Interest 169,665 620,641 +7,395
Soybean Meal(CBOT)
Dec16 161110 311.40 319.10 310.60 311.40 unch 48,846 112,351 -4,446
Jan17 161110 312.90 321.40 312.80 313.70 +0.10 24,679 82,332 +2,089
Mar17 161110 315.30 323.30 314.50 315.60 +0.20 13,809 64,439 +2,462
May17 161110 316.60 324.90 315.90 317.30 +0.40 5,821 39,439 +853
Jul17 161110 318.60 326.90 318.30 319.20 +0.40 3,216 36,613 -123
Aug17 161110 320.10 325.70 318.70 319.20 +0.50 532 4,955 -3
Sep17 161110 317.70 324.00 317.70 318.20 +0.40 499 5,504 -30
Oct17 161110 319.80 319.80 314.80 314.90 +0.70 397 4,983 +95
Dec17 161110 313.90 320.70 313.90 315.20 +0.90 795 16,077 +66
Jan18 161110 315.60 315.60 314.20 314.20 +0.80 35 837 +4
Total Volume and Open Interest 99,038 369,732 +1,150
Soybean Oil(CBOT)
Dec16 161110 34.44 35.06 34.33 34.77 +0.46 77,487 164,272 -4,160
Jan17 161110 34.65 35.33 34.56 35.02 +0.45 41,377 124,268 +2,238
Mar17 161110 34.93 35.55 34.83 35.26 +0.45 22,835 73,442 +2,462
May17 161110 35.11 35.69 35.05 35.45 +0.45 8,262 47,359 +242
Jul17 161110 35.29 35.88 35.24 35.63 +0.44 5,837 36,890 +1,454
Aug17 161110 35.40 35.90 35.40 35.64 +0.43 336 4,574 +59
Sep17 161110 35.46 35.80 35.46 35.57 +0.42 322 3,659 +92
Oct17 161110 35.39 35.39 35.23 35.39 +0.43 175 3,256 -16
Dec17 161110 35.10 35.71 35.10 35.45 +0.45 623 11,052 +45
Jan18 161110 35.46 35.48 35.14 35.46 +0.44 29 513 +5
Total Volume and Open Interest 157,466 470,184 +2,439
Canola(WCE)
Nov16 161110 506.9 506.9 506.9 506.9 +4.8      
Jan17 161110 509.0 515.7 509.0 513.9 +4.8 17,196 135,214 -2,960
Mar17 161110 515.9 522.3 515.9 520.6 +4.6 4,598 26,619 +657
May17 161110 519.9 525.6 519.9 523.7 +3.9 1,283 13,575 +434
Jul17 161110 520.8 526.0 520.8 524.0 +3.8 471 9,765 -79
Total Volume and Open Interest 24,331 193,743 -1,571
Corn(CBOT)
Dec16 161110 341.50 346.50 340.25 343.50 +2.75 351,911 497,003 -42,345
Mar17 161110 350.25 355.50 349.00 352.00 +2.25 185,576 435,588 +43,945
May17 161110 358.00 362.75 356.25 359.25 +2.00 32,293 104,526 +3,137
Jul17 161110 365.00 370.00 363.50 366.50 +2.25 33,218 145,420 +2,305
Sep17 161110 373.50 377.00 370.50 373.25 +1.75 7,546 51,372 +1,296
Dec17 161110 381.25 385.50 379.25 382.00 +1.75 16,614 96,532 +147
Mar18 161110 394.50 394.50 389.50 391.50 +1.75 1,210 6,923 +339
May18 161110 395.00 396.75 395.00 396.75 +1.50 216 1,372 +33
Jul18 161110 401.75 401.75 399.00 401.00 +1.75 242 1,723 +61
Sep18 161110 397.75 405.25 397.75 397.75 +1.50 0 721 +0
Total Volume and Open Interest 629,152 1,346,960 +9,054
Wheat(CBOT)
Dec16 161110 409.50 414.25 402.00 404.75 -2.00 132,281 220,978 -30,846
Mar17 161110 426.00 432.25 419.50 422.75 -1.75 87,095 159,724 +20,594
May17 161110 442.25 447.75 435.00 437.50 -3.00 12,464 33,266 +1,551
Jul17 161110 457.50 462.75 450.25 452.25 -3.50 13,153 53,404 +1,394
Sep17 161110 474.50 477.25 465.75 467.75 -3.50 2,059 9,694 +496
Dec17 161110 491.50 495.25 485.25 487.75 -2.75 3,356 16,216 +955
Total Volume and Open Interest 250,948 496,516 -5,481
Wheat(KCBT)
Dec16 161110 412.00 416.25 407.25 408.75 -1.50 40,061 97,305 -13,320
Mar17 161110 429.50 433.75 424.75 426.50 -1.25 24,675 77,626 +5,150
May17 161110 444.25 444.25 436.75 438.00 -1.25 3,896 30,472 -543
Jul17 161110 452.00 456.75 448.25 449.50 -1.25 3,840 48,093 +787
Sep17 161110 469.50 470.00 464.00 464.00 -1.50 254 4,888 +17
Dec17 161110 489.25 489.25 482.75 483.75 -1.25 569 6,265 +66
Mar18 161110 496.25 496.25 495.50 496.25 -1.25 127 1,039 +16
Total Volume and Open Interest 73,426 266,296 -7,827
Wheat(MGE)
Dec16 161110 514.50 522.50 512.50 515.00 +0.50 4,218 25,200 +125
Mar17 161110 520.50 529.00 517.75 519.75 -1.75 2,963 23,420 +725
May17 161110 533.50 535.75 525.50 527.25 -1.75 566 9,631 +129
Jul17 161110 541.00 543.25 532.75 534.50 -2.00 126 4,945 -48
Sep17 161110 548.50 550.25 541.75 541.75 -2.25 61 3,576 +12
Dec17 161110 562.00 562.25 553.50 553.50 -2.50 8 2,574 -87
Total Volume and Open Interest 7,946 69,409 +855
Oats(CBOT)
Dec16 161110 222.50 224.25 220.75 220.75 -1.75 318 4,559 -138
Mar17 161110 225.75 225.75 221.25 222.50 -3.00 153 3,221 +33
May17 161110 224.00 224.25 224.00 224.25 -1.25 49 503 +17
Jul17 161110 226.25 226.25 225.25 226.25 -1.25 2 52 +0
Total Volume and Open Interest 522 8,400 -88
Rough Rice(CBOT)
Nov16 161110 9.59 9.65 9.59 9.59 +0.12 28 100 -5
Jan17 161110 9.71 9.91 9.71 9.84 +0.13 351 10,010 +103
Mar17 161110 10.02 10.15 10.02 10.09 +0.13 57 1,023 +43
May17 161110 10.32 10.32 10.31 10.32 +0.13 0 10 +0
Total Volume and Open Interest 436 11,159 +141
Live Cattle(CME)
Dec16 161110 103.900 105.200 103.600 104.500 +1.020 31,773 98,269 -6,541
Feb17 161110 105.000 106.180 104.750 105.500 +0.820 23,071 73,070 +2,538
Apr17 161110 105.000 105.980 104.680 105.300 +0.570 9,623 55,297 +428
Jun17 161110 97.200 97.800 96.830 97.300 +0.370 4,045 28,464 +611
Aug17 161110 94.900 95.250 94.500 94.785 +0.135 1,231 11,253 +266
Oct17 161110 95.750 96.200 95.430 95.750 +0.100 296 5,351 +52
Total Volume and Open Interest 70,135 273,341 -2,621
Feeder Cattle(CME)
Nov16 161110 125.000 125.850 124.700 125.200 +0.650 1,300 3,668 -419
Jan17 161110 119.900 121.050 119.535 120.330 +0.600 5,398 22,315 -97
Mar17 161110 116.750 117.600 116.100 116.950 +0.665 2,685 9,424 -208
Apr17 161110 116.000 117.100 115.700 116.550 +0.650 1,227 2,920 +301
May17 161110 115.535 116.400 114.950 115.730 +0.680 411 2,615 +65
Aug17 161110 116.180 117.350 115.900 116.600 +0.700 131 1,073 +45
Sep17 161110 115.080 115.080 112.650 115.080 +0.830 5 42 -2
Total Volume and Open Interest 11,157 42,066 -315
Lean Hogs(CME)
Dec16 161110 46.535 47.800 45.550 47.380 +0.830 27,727 89,690 -7,110
Feb17 161110 53.985 54.800 52.950 54.580 +0.500 21,756 65,846 +5,932
Apr17 161110 61.450 62.000 60.430 61.880 +0.330 9,207 39,587 +2,149
May17 161110 69.250 69.250 68.885 69.135 +0.335 39 716 +10
Jun17 161110 73.285 73.580 72.200 73.500 +0.200 3,075 13,834 +224
Jul17 161110 74.600 74.950 73.750 74.885 +0.155 1,514 7,433 +963
Aug17 161110 74.850 75.400 74.180 75.385 +0.405 613 4,850 +243
Oct17 161110 63.700 63.750 62.985 63.650 -0.030 65 1,526 -9
Total Volume and Open Interest 64,041 224,577 +2,409
Class III Milk(CME)
Nov16 161110 16.82 16.86 16.74 16.81 +0.02 277 5,384 -30
Dec16 161110 16.57 16.68 16.48 16.65 +0.17 439 5,349 -2
Jan17 161110 15.86 16.00 15.85 15.96 +0.18 169 2,880 +60
Feb17 161110 15.81 15.99 15.81 15.98 +0.17 67 2,696 +10
Mar17 161110 15.87 16.04 15.87 16.04 +0.17 25 2,478 +8
Apr17 161110 15.98 16.05 15.98 16.05 +0.20 30 2,248 +21
May17 161110 16.06 16.07 16.00 16.05 +0.10 8 2,147 +2
Jun17 161110 16.22 16.22 16.20 16.20 +0.07 87 2,001 +75
Jul17 161110 16.38 16.53 16.34 16.38 +0.04 10 1,105 +5
Aug17 161110 16.65 16.65 16.65 16.65 +0.07 1 1,103 +1
Sep17 161110 16.80 16.90 16.75 16.80 +0.05 11 1,116 +2
Oct17 161110 16.75 16.80 16.75 16.80 +0.05 6 745 +2
Nov17 161110 16.70 16.71 16.70 16.70 +0.10 13 663 +10
Total Volume and Open Interest 1,143 31,023 +164
Cocoa(ICE)
Dec16 161110 2472 2484 2436 2450 -24 21,948 26,484 -12,389
Mar17 161110 2450 2462 2422 2441 -10 33,738 132,644 +326
May17 161110 2448 2461 2424 2441 -7 10,089 35,821 +2,703
Jul17 161110 2456 2472 2437 2453 -4 3,356 18,253 +58
Sep17 161110 2470 2484 2449 2464 -1 1,136 10,945 +242
Dec17 161110 2470 2493 2464 2469 +2 426 6,670 -7
Mar18 161110 2478 2492 2475 2475 +4 158 7,634 +36
Total Volume and Open Interest 71,126 239,219 -8,974
Coffee "C"(ICE)
Dec16 161110 170.90 172.90 161.55 161.85 -8.25 45,633 73,626 -12,908
Mar17 161110 174.40 176.45 165.30 165.65 -8.15 37,428 86,309 +7,524
May17 161110 176.15 178.60 167.70 167.95 -8.15 12,791 31,151 +587
Jul17 161110 178.25 180.50 169.70 169.95 -8.10 5,336 11,193 +159
Sep17 161110 180.95 182.20 171.80 171.80 -8.05 1,644 8,283 +540
Dec17 161110 183.15 184.25 174.05 174.05 -8.00 879 9,751 +154
Total Volume and Open Interest 104,591 224,538 -3,505
Orange Juice(ICE)
Nov16 161109 220.25 220.25 220.25 220.25 -2.00 47 653 +0
Jan17 161110 216.40 219.30 216.05 217.15 +0.95 1,132 14,475 -187
Mar17 161110 212.20 215.20 212.20 213.15 +0.95 183 1,344 +61
May17 161110 209.90 210.00 209.00 209.50 +0.20 35 447 -7
Jul17 161110 207.05 207.05 207.05 207.05 unch 1 84 +0
Sep17 161110 203.80 203.80 203.80 203.80 unch      
Total Volume and Open Interest 1,398 17,002 -136
Sugar #11(ICE)
Mar17 161110 22.25 22.50 21.57 21.65 -0.46 41,897 443,529 -4,129
May17 161110 21.72 21.89 20.97 21.07 -0.48 17,623 149,451 +1,544
Jul17 161110 20.93 21.16 20.24 20.34 -0.51 16,554 118,271 +2,005
Oct17 161110 20.40 20.57 19.69 19.77 -0.52 14,744 69,489 -5,511
Mar18 161110 20.10 20.30 19.38 19.50 -0.53 2,604 35,237 +351
May18 161110 19.52 19.52 18.65 18.82 -0.54 478 11,264 -74
Jul18 161110 18.90 18.90 17.94 18.17 -0.57 313 7,110 +180
Oct18 161110 18.52 18.52 17.61 17.89 -0.61 63 6,904 +1
Total Volume and Open Interest 94,403 845,628 -5,606
London Cocoa(LCE)
Dec16 161110 2055 2065 2043 2055 +5 10,058 86,445 -1,365
Mar17 161110 2028 2035 1995 2011 -12 21,716 95,637 -2,423
May17 161110 2034 2036 2000 2014 -14 6,776 50,862 +88
Jul17 161110 2048 2054 2016 2030 -14 4,280 16,539 +334
Sep17 161110 2054 2062 2028 2039 -14 3,233 23,797 +1,289
Dec17 161110 2050 2053 2025 2036 -12 898 12,743 +228
Mar18 161110 2050 2052 2036 2036 -11 168 5,274 +116
Total Volume and Open Interest 47,129 291,528 -1,733
London Sugar(LCE)
Mar17 161110 582.00 586.10 567.10 568.90 -8.80 3,386 30,719 +466
May17 161110 577.40 579.10 559.80 561.50 -9.00 606 17,578 +129
Aug17 161110 559.70 564.10 545.00 545.50 -10.20 427 7,987 -6
Oct17 161110 542.70 542.90 523.50 524.90 -11.10 419 10,319 +46
Dec17 161110 528.60 528.60 512.50 514.10 -12.40 161 1,952 -34
Total Volume and Open Interest 10,810 95,009 -1,126
Cotton(ICE)
Dec16 161110 68.29 69.79 68.16 69.20 +0.91 29,788 88,095 -8,895
Mar17 161110 68.68 70.40 68.68 69.83 +0.97 20,847 113,215 +9,493
May17 161110 69.49 71.04 69.38 70.50 +1.00 3,927 21,318 +1,520
Jul17 161110 69.89 71.40 69.80 70.95 +1.02 1,054 9,676 +221
Oct17 161110 70.01 70.31 70.00 70.17 +0.67 3 15 +2
Dec17 161110 68.55 70.00 68.55 69.50 +0.79 418 15,463 +302
Total Volume and Open Interest 56,050 248,911 +2,640
Lumber(CME)
Nov16 161110 302.8 304.7 301.8 302.1 -0.8 85 319 -73
Jan17 161110 317.2 318.1 312.8 316.7 +0.7 292 3,066 +96
Mar17 161110 322.6 323.0 321.5 322.9 -0.6 2 402 +0
May17 161110 327.0 328.0 327.0 327.0 +0.5 0 83 +0
Total Volume and Open Interest 379 3,895 +23
Crude Oil(NYM)
Dec16 161110 45.31 45.64 44.25 44.66 -0.61 669,639 413,672 -46,772
Jan17 161110 46.05 46.37 44.96 45.36 -0.58 303,387 382,207 +55,031
Feb17 161110 46.76 47.14 45.73 46.12 -0.55 102,065 132,890 +3,600
Mar17 161110 47.51 47.89 46.50 46.88 -0.52 77,146 193,640 -1,093
Apr17 161110 48.24 48.55 47.21 47.59 -0.49 41,875 83,606 +8,054
May17 161110 48.51 49.10 47.96 48.18 -0.47 20,811 57,452 +3,483
Jun17 161110 49.28 49.56 48.28 48.65 -0.45 42,611 151,435 +4,341
Jul17 161110 49.71 49.74 48.83 49.02 -0.43 14,699 41,579 +1,550
Aug17 161110 49.67 49.98 49.15 49.32 -0.42 9,816 30,655 +1,330
Sep17 161110 50.40 50.40 49.39 49.56 -0.42 7,754 46,384 -416
Oct17 161110 50.05 50.09 49.59 49.77 -0.42 1,969 26,690 +224
Nov17 161110 50.00 50.27 49.77 49.98 -0.42 1,870 26,318 +721
Dec17 161110 50.72 51.02 49.87 50.19 -0.42 31,285 178,398 +631
Jan18 161110 50.34 50.34 50.08 50.34 -0.41 867 21,105 +206
Feb18 161110 50.50 51.00 50.50 50.50 -0.40 861 7,501 -45
Mar18 161110 51.00 51.00 50.50 50.66 -0.39 1,490 21,400 +215
Total Volume and Open Interest 1,339,826 1,973,656 +31,461
e-miNY Crude Oil(NYM)
Dec16 161110 45.325 45.625 44.275 44.650 -0.625 9,542 4,184 +57
Jan17 161110 46.025 46.375 45.000 45.350 -0.600 358 1,073 +0
Feb17 161110 46.750 47.025 45.800 46.125 -0.550 36 471 +1
Mar17 161110 46.875 47.000 46.875 46.875 -0.525 8 192 +2
Apr17 161110 47.600 47.700 47.600 47.600 -0.475 5 125 +5
May17 161110 48.575 48.575 48.050 48.175 -0.475 10 27 +2
Jun17 161110 48.525 48.650 48.525 48.650 -0.450 6 121 +6
Jul17 161110 49.025 52.000 49.025 49.025 -0.425 0 81 +0
Aug17 161110 49.325 49.350 49.325 49.325 -0.425 1 144 -1
Sep17 161110 49.450 49.550 49.450 49.550 -0.425 10 63 +6
Total Volume and Open Interest 9,986 6,698 +84
NY Harbor ULSD(NYM)
Dec16 161110 144.24 145.20 142.12 143.66 -0.45 56,837 78,174 -3,330
Jan17 161110 146.65 147.14 144.07 145.33 -0.73 39,193 88,427 +3,806
Feb17 161110 148.38 148.79 145.79 146.98 -0.82 16,691 40,524 +2,075
Mar17 161110 149.10 149.83 146.84 148.10 -0.77 12,465 43,127 -346
Apr17 161110 148.99 149.95 147.40 148.56 -0.69 6,250 29,909 +748
May17 161110 149.67 150.78 148.24 149.42 -0.65 3,535 15,405 -96
Jun17 161110 150.74 152.00 149.09 150.30 -0.64 7,569 33,408 +295
Jul17 161110 151.84 152.09 151.47 151.51 -0.68 612 4,303 +39
Aug17 161110 153.30 153.46 151.96 152.77 -0.76 280 4,265 -115
Sep17 161110 154.44 154.44 154.15 154.15 -0.79 200 5,109 -44
Oct17 161110 154.88 156.24 154.88 155.48 -0.78 214 2,890 -35
Nov17 161110 156.28 157.45 155.95 156.71 -0.74 131 2,597 -30
Dec17 161110 159.60 159.60 156.99 157.88 -0.72 2,784 30,460 -128
Jan18 161110 159.07 161.48 156.50 159.07 -0.71 43 2,155 -19
Total Volume and Open Interest 146,915 392,006 +2,809
RBOB Gasoline(NYM)
Dec16 161110 135.98 137.56 133.23 133.77 -1.95 75,525 105,662 -8,684
Jan17 161110 135.19 136.86 132.90 133.64 -1.37 55,321 109,735 +7,581
Feb17 161110 136.10 137.83 134.13 134.90 -1.22 17,924 34,148 +767
Mar17 161110 138.27 140.01 136.62 137.12 -1.22 13,836 34,481 -1,514
Apr17 161110 157.70 159.37 156.21 156.89 -1.02 9,349 27,347 +992
May17 161110 159.46 160.59 157.56 158.11 -1.02 6,760 14,789 +835
Jun17 161110 158.84 160.42 157.32 158.00 -1.03 6,370 17,413 -347
Jul17 161110 158.55 158.60 156.90 157.09 -1.03 2,258 5,286 -332
Aug17 161110 156.98 156.98 155.43 155.60 -1.00 2,106 3,403 +175
Sep17 161110 153.94 154.20 153.44 153.44 -0.97 2,916 6,654 +513
Total Volume and Open Interest 199,496 383,879 -45
e-miNY RBOB Gasoline(NYM)
Dec16 161110 133.80 136.90 133.80 133.80 -1.92 0 1 +0
Jan17 161110 133.64 133.64 133.64 133.64 -1.37      
Feb17 161110 134.90 134.90 134.90 134.90 -1.22      
Mar17 161110 137.12 137.12 137.12 137.12 -1.22      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec16 161110 2.691 2.728 2.575 2.632 -0.058 211,752 160,617 -12,298
Jan17 161110 2.860 2.895 2.749 2.811 -0.048 141,007 240,526 +5,764
Feb17 161110 2.904 2.923 2.793 2.858 -0.040 40,841 71,269 +279
Mar17 161110 2.902 2.905 2.796 2.860 -0.037 60,331 158,567 +3,149
Apr17 161110 2.846 2.862 2.758 2.818 -0.029 60,526 96,952 -832
May17 161110 2.855 2.860 2.770 2.828 -0.024 18,438 64,937 -373
Jun17 161110 2.880 2.899 2.809 2.866 -0.022 12,285 45,858 +89
Jul17 161110 2.912 2.938 2.849 2.904 -0.020 13,121 31,921 +1,327
Aug17 161110 2.917 2.939 2.851 2.908 -0.021 7,546 22,805 +14
Sep17 161110 2.800 2.926 2.800 2.897 -0.022 5,613 22,848 -243
Oct17 161110 2.927 2.946 2.866 2.917 -0.022 19,369 67,489 +2,587
Nov17 161110 2.867 2.998 2.867 2.966 -0.020 4,410 24,941 +12
Dec17 161110 3.127 3.149 3.078 3.117 -0.019 4,092 26,871 +448
Jan18 161110 3.221 3.237 3.170 3.207 -0.021 8,118 21,177 +404
Feb18 161110 3.168 3.190 3.168 3.190 -0.022 1,211 7,022 +223
Mar18 161110 3.138 3.149 3.100 3.129 -0.021 4,804 18,990 -896
Total Volume and Open Interest 619,529 1,172,127 -966
Brent Crude Oil(ICE)
Jan17 161110 46.36 46.92 45.56 45.84 -0.52 320,983 511,021 -16,989
Feb17 161110 47.29 47.97 46.65 46.92 -0.50 172,632 261,905 +7,957
Mar17 161110 48.28 48.83 47.50 47.77 -0.53 108,247 247,844 +12,256
Apr17 161110 49.04 49.56 48.25 48.52 -0.53 50,632 123,313 +1,702
May17 161110 49.67 50.18 48.89 49.15 -0.53 33,007 87,392 +374
Jun17 161110 50.19 50.67 49.39 49.67 -0.52 66,801 182,048 -5,435
Jul17 161110 50.60 51.05 49.83 50.09 -0.51 12,251 43,376 -2,295
Aug17 161110 50.94 51.39 50.28 50.46 -0.49 9,163 36,801 +1,185
Sep17 161110 51.21 51.69 50.52 50.79 -0.47 13,575 62,350 +1,646
Oct17 161110 51.08 51.08 51.08 51.08 -0.45 4,181 28,989 +2,282
Nov17 161110 51.35 51.35 51.35 51.35 -0.45 2,326 22,522 +242
Dec17 161110 52.02 52.48 51.33 51.61 -0.44 51,267 215,693 -348
Jan18 161110 51.86 51.86 51.86 51.86 -0.44 1,357 23,788 +115
Feb18 161110 52.09 52.09 52.09 52.09 -0.43 792 17,406 +275
Total Volume and Open Interest 868,486 2,168,154 +4,183
Gas Oil(ICE)
Nov16 161110 420.75 424.50 418.00 418.00 unch 37,662 38,793 -20,232
Dec16 161110 422.75 426.00 416.50 419.25 -0.25 98,016 151,801 -8,461
Jan17 161110 426.50 429.75 420.50 422.00 -1.25 50,430 140,055 -11,458
Feb17 161110 430.50 433.75 424.75 426.25 -1.00 20,071 67,490 -809
Mar17 161110 434.75 438.00 429.00 431.50 unch 18,433 45,820 -2,746
Apr17 161110 438.50 441.50 432.75 434.50 -0.75 6,404 29,923 +691
May17 161110 442.00 445.00 436.75 438.00 -0.50 3,992 26,138 +717
Jun17 161110 446.75 448.25 439.50 440.75 -1.00 11,713 60,011 +564
Jul17 161110 448.00 450.25 443.50 446.25 +0.75 1,428 17,153 -291
Aug17 161110 455.25 455.25 447.25 450.25 +1.00 583 14,205 +28
Total Volume and Open Interest 265,858 804,158 -38,434
Ethanol(CBOT)
Dec16 161110 1.516 1.519 1.506 1.510 -0.008 218 3,461 -55
Jan17 161110 1.464 1.470 1.455 1.460 -0.006 87 1,150 +59
Feb17 161110 1.456 1.459 1.455 1.458 -0.002 11 566 +4
Mar17 161110 1.466 1.466 1.466 1.466 -0.006 39 263 +9
Apr17 161110 1.486 1.517 1.486 1.486 -0.006 0 235 +0
May17 161110 1.493 1.493 1.493 1.493 -0.006 0 5 +0
Jun17 161110 1.493 1.493 1.493 1.493 -0.006      
Jul17 161110 1.493 1.493 1.493 1.493 -0.006      
Total Volume and Open Interest 355 5,686 +17
WTI Crude Oil(ICE)
Dec16 161110 45.10 45.63 44.28 44.66 -0.61 59,197 82,061 -3,036
Jan17 161110 45.76 46.34 45.00 45.36 -0.58 78,405 105,083 -5,484
Feb17 161110 46.45 47.12 45.76 46.12 -0.55 45,281 51,120 +5,706
Mar17 161110 47.21 47.84 46.69 46.88 -0.52 24,042 42,580 +4,123
Apr17 161110 48.26 48.34 47.42 47.59 -0.49 10,575 16,374 +834
May17 161110 48.83 49.09 47.85 48.18 -0.47 4,368 9,062 +115
Jun17 161110 49.28 49.53 48.33 48.65 -0.45 9,731 45,905 +618
Jul17 161110 49.02 49.02 49.02 49.02 -0.43 1,234 6,934 -33
Aug17 161110 49.32 49.32 49.32 49.32 -0.42 750 5,420 +42
Sep17 161110 49.56 49.56 49.56 49.56 -0.42 527 15,464 -133
Oct17 161110 49.77 49.77 49.77 49.77 -0.42 118 3,711 +29
Nov17 161110 49.98 49.98 49.98 49.98 -0.42 114 1,621 +50
Dec17 161110 50.85 51.00 49.93 50.19 -0.42 7,548 78,605 -1,587
Jan18 161110 50.34 50.34 50.34 50.34 -0.41 8 1,012 -8
Feb18 161110 50.50 50.50 50.50 50.50 -0.40 8 595 -4
Mar18 161110 50.66 50.66 50.66 50.66 -0.39 14 3,533 +9
Total Volume and Open Interest 243,308 541,664 +886
US Dollar Index(ICE)
Dec16 161110 98.535 99.080 98.320 98.775 +0.245 18,007 81,032 -1,426
Mar17 161110 98.505 99.000 98.240 98.705 +0.250 561 4,462 +138
Jun17 161110 98.280 98.890 98.030 98.615 +0.250 7 288 +1
Total Volume and Open Interest 18,577 85,931 -1,285
Australian Dollar(CME)
Dec16 161110 76.31 77.35 75.60 76.03 -0.37 76,482 135,983 +4,086
Mar17 161110 76.17 77.18 75.47 75.88 -0.37 393 1,533 -75
Jun17 161110 75.50 76.87 75.43 75.71 -0.37 1 39 +0
Total Volume and Open Interest 76,876 137,560 +4,011
British Pound(CME)
Dec16 161110 124.28 125.94 123.85 125.73 +1.24 84,573 249,126 -3,762
Mar17 161110 124.59 126.16 124.11 125.98 +1.24 114 3,749 -77
Jun17 161110 125.25 126.32 124.51 126.23 +1.24 7 644 +1
Total Volume and Open Interest 84,694 253,703 -3,838
Canadian Dollar(CME)
Dec16 161110 74.55 74.72 74.04 74.27 -0.33 53,296 117,260 -1,980
Mar17 161110 74.62 74.78 74.11 74.33 -0.33 324 2,808 -8
Jun17 161110 74.48 74.80 74.22 74.39 -0.34 12 411 +4
Sep17 161110 74.39 74.59 74.31 74.45 -0.34 6 318 +6
Total Volume and Open Interest 53,643 120,993 -1,973
Japanese Yen(CME)
Dec16 161110 94.74 95.39 93.61 93.73 -0.87 108,877 161,024 +1,582
Mar17 161110 95.08 95.77 94.00 94.12 -0.87 233 3,126 -22
Jun17 161110 94.68 96.12 94.52 94.56 -0.88 1 148 -1
Total Volume and Open Interest 109,111 164,328 +1,559
Swiss Franc(CME)
Dec16 161110 101.86 102.01 101.17 101.49 -0.30 16,480 53,440 -171
Mar17 161110 101.92 102.53 101.81 102.04 -0.30 118 173 +65
Jun17 161110 102.65 104.04 102.48 102.65 -0.32 0 15 +0
Total Volume and Open Interest 16,598 53,632 -106
EuroFX(CME)
Dec16 161110 109.40 109.69 108.79 109.06 -0.40 126,449 404,930 -4,533
Mar17 161110 109.79 110.12 109.24 109.51 -0.40 1,037 11,564 +214
Jun17 161110 110.45 110.62 109.78 110.01 -0.41 13 1,320 +5
Total Volume and Open Interest 127,514 418,007 -4,306
Mexican Peso(CME)
Nov16 161110 485.25 541.88 485.25 485.25 -17.25 0 5 +0
Dec16 161110 504.00 504.88 479.50 483.13 -17.50 71,939 118,280 -1,697
Total Volume and Open Interest 72,106 148,866 -1,666
Brazilian Real(CME)
Dec16 161110 310.10 311.20 292.80 295.55 -14.65 1,783 30,036 -331
Jan17 161110 294.25 295.80 290.40 293.05 -14.50 0 8 +0
Feb17 161110 290.25 290.25 288.75 290.25 -14.65      
Mar17 161110 288.30 288.30 286.85 288.30 -14.45      
Total Volume and Open Interest 1,783 30,044 -331
30-Year T-Bonds(CBOT)
Dec16 161110 157~100 158~170 155~160 156~070 -0~240 244,892 542,624 -5,074
Mar17 161110 155~280 157~010 154~040 154~260 -0~230 2,092 2,937 +448
Jun17 161110 153~300 153~300 153~300 153~300 -0~230      
Total Volume and Open Interest 246,984 545,561 -4,626
10-Year T-Notes(CBOT)
Dec16 161110 128~030 128~160 127~095 127~180 -0~150 1,036,202 2,858,572 +8,090
Mar17 161110 127~130 127~275 126~210 126~290 -0~155 7,855 31,750 +4,699
Jun17 161110 126~210 126~210 126~210 126~210 -0~155      
Total Volume and Open Interest 1,044,057 2,890,322 +12,789
5-Year T-Notes(CBOT)
Dec16 161110 120~014 120~104 119~196 119~250 -0~076 702,730 2,841,011 +26,417
Mar17 161110 119~206 119~290 119~056 119~106 -0~082 24,013 77,628 +8,639
Jun17 161110 119~056 120~234 119~056 119~056 -0~082      
Total Volume and Open Interest 726,743 2,918,639 +35,056
2 Year T-Notes(CBOT)
Dec16 161110 109~004 109~030 108~300 109~000 -0~004 251,680 1,190,744 -19,963
Mar17 161110 108~284 108~284 108~236 108~254 -0~010 2,785 19,063 -393
Jun17 161110 108~254 108~254 108~254 108~254 -0~010      
Total Volume and Open Interest 254,465 1,209,807 -20,356
Eurodollars(CME)
Dec16 161110 99.060 99.075 99.035 99.060 -0.005 306,396 1,578,809 -11,236
Mar17 161110 99.020 99.040 98.990 99.025 unch 214,613 1,284,971 -2,052
Jun17 161110 98.940 98.965 98.895 98.940 -0.005 194,335 1,245,797 -7,549
Sep17 161110 98.870 98.900 98.815 98.870 -0.005 166,461 995,445 +2,591
Dec17 161110 98.785 98.825 98.720 98.775 -0.015 395,544 1,543,323 -5,130
Mar18 161110 98.725 98.765 98.645 98.700 -0.025 153,140 715,659 -8,328
Jun18 161110 98.655 98.695 98.565 98.610 -0.040 142,816 592,177 -8,008
Sep18 161110 98.580 98.630 98.485 98.515 -0.060 131,394 460,064 -447
Dec18 161110 98.500 98.545 98.380 98.415 -0.075 147,365 731,232 -1,716
Mar19 161110 98.435 98.485 98.310 98.345 -0.085 89,631 439,910 -5,035
Jun19 161110 98.365 98.420 98.230 98.275 -0.085 79,798 412,892 +9,641
Sep19 161110 98.295 98.350 98.160 98.205 -0.085 64,215 328,774 +3,361
Dec19 161110 98.220 98.275 98.085 98.130 -0.085 64,247 360,268 +2,735
Mar20 161110 98.165 98.215 98.030 98.070 -0.090 38,453 182,255 +208
Jun20 161110 98.100 98.155 97.970 98.010 -0.090 31,780 115,004 -2,891
Sep20 161110 98.040 98.100 97.915 97.955 -0.085 30,416 106,937 -212
Dec20 161110 97.975 98.035 97.850 97.890 -0.085 23,028 115,362 +1,022
Mar21 161110 97.920 97.980 97.800 97.835 -0.085 20,377 72,717 -556
Total Volume and Open Interest 2,385,890 11,663,935 -21,686
Ultra T-Bond(CBOT)
Dec16 161110 168~03 169~22 164~26 165~25 -1~14 75,669 622,535 +861
Mar17 161110 168~09 168~09 164~28 164~28 -1~13 3,860 8,971 +284
Jun17 161110 164~06 164~06 164~06 164~06 -1~13      
Total Volume and Open Interest 79,529 631,506 +1,145
Ultra 10-Yr T-Note(CBOT)
Dec16 161110 138~265 139~155 137~165 137~305 -0~230 59,515 256,766 -2,721
Mar17 161110 137~200 141~045 137~200 137~200 -0~250 0 1 +0
Jun17 161110 137~200 137~200 137~200 137~200 -0~250      
Total Volume and Open Interest 59,515 256,767 -2,721
30 Day Federal Funds(CBOT)
Nov16 161110 99.595 99.595 99.592 99.592 unch 3,342 214,614 -219
Dec16 161110 99.500 99.500 99.490 99.500 +0.005 18,091 81,495 -8,128
Jan17 161110 99.410 99.425 99.405 99.425 +0.005 68,943 213,240 +15,942
Feb17 161110 99.400 99.415 99.390 99.410 unch 16,080 77,289 -1,128
Mar17 161110 99.380 99.390 99.365 99.390 +0.005 11,207 45,570 +3,086
Apr17 161110 99.370 99.380 99.350 99.380 +0.010 13,446 65,929 -1,748
Total Volume and Open Interest 159,786 902,719 +4,986
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 161109 99.94 99.94 99.94 99.94 unch 0 10 +0
Mar17 161109 99.94 99.94 99.94 99.94 unch      
Jun17 161109 99.94 99.94 99.94 99.94 unch      
Sep17 161109 99.94 99.94 99.94 99.94 unch      
Dec17 161109 99.94 99.94 99.94 99.94 unch      
Mar18 161109 99.95 99.95 99.95 99.95 unch      
Jun18 161109 99.81 99.81 99.81 99.81 unch      
Sep18 161109 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 10 +0
Japanese Gov't Bonds(SGX)
Dec16 161109 151.78 152.03 151.72 151.85 +0.06 714 14,789 -170
Mar17 161109 151.79 151.79 151.79 151.79 +0.06      
Jun17 161109 151.79 151.79 151.79 151.79 +0.06      
Total Volume and Open Interest 714 14,789 -170
Euro-Buxl(EUREX)
Dec16 161110 177.54 177.98 173.96 175.72 -4.34 38,535 196,849 -5,094
Mar17 161110 175.64 175.64 172.62 173.84 -4.36 2,745 38,130 +251
Jun17 161110 172.12 172.12 172.12 172.12 -4.34 17 4 +1
Total Volume and Open Interest 41,297 234,983 -4,842
Euro-Bund(EUREX)
Dec16 161110 161.22 161.54 160.08 160.64 -1.37 564,042 1,846,636 +32,269
Mar17 161110 163.14 163.39 161.79 162.38 -1.57 12,450 192,506 +7,235
Jun17 161110 160.10 160.10 160.10 160.10 -1.37      
Total Volume and Open Interest 576,492 2,039,142 +39,504
Euro-Bobl(EUREX)
Dec16 161110 131.05 131.12 130.70 130.85 -0.37 379,764 1,293,492 +26,564
Mar17 161110 132.64 132.65 132.23 132.38 -0.44 2,331 94,991 +473
Jun17 161110 131.10 131.10 131.10 131.10 -0.37      
Total Volume and Open Interest 382,095 1,388,483 +27,037
Euro-Schatz(EUREX)
Dec16 161110 112.01 112.03 111.96 111.99 -0.05 186,621 1,197,535 -20,629
Mar17 161110 111.98 111.98 111.91 111.93 -0.07 915 8,400 +402
Jun17 161110 111.99 111.99 111.99 111.99 -0.05      
Total Volume and Open Interest 187,536 1,205,935 -20,227
3-Mth Euribor(EUREX)
Dec16 161110 100.300 100.300 100.300 100.300 unch 5 3,193 -5
Mar17 161110 100.275 100.275 100.275 100.275 -0.010 108 3,253 -8
Jun17 161110 100.260 100.260 100.260 100.260 -0.015 116 33,645 -6
Total Volume and Open Interest 254 74,198 -35
Long Gilt(LIFFE)
Dec16 161110 124~32 125~03 123~30 124~12 -1~01 178,523 712,571 +3,906
Mar17 161110 124~04 124~16 124~04 124~07 -1~06      
Total Volume and Open Interest 178,523 712,571 +3,906
3-Mth Short Sterling(LIFFE)
Dec16 161110 99.59 99.60 99.58 99.59 unch 24,619 460,591 -5,096
Mar17 161110 99.57 99.59 99.56 99.57 unch 24,269 373,613 -915
Jun17 161110 99.56 99.56 99.53 99.54 -0.01 40,978 349,194 +8,713
Sep17 161110 99.52 99.54 99.49 99.51 -0.02 48,440 302,565 +5,740
Dec17 161110 99.50 99.50 99.45 99.46 -0.04 42,973 316,964 +6,433
Mar18 161110 99.45 99.46 99.40 99.41 -0.05 24,791 180,735 -704
Total Volume and Open Interest 365,129 2,795,207 +9,134
3-Mth Euribor(LIFFE)
Dec16 161110 100.295 100.305 100.290 100.295 -0.005 35,850 431,457 -2,276
Mar17 161110 100.275 100.285 100.265 100.275 -0.010 44,404 481,007 +4,468
Jun17 161110 100.260 100.270 100.245 100.260 -0.010 46,385 441,576 +558
Total Volume and Open Interest 460,727 3,482,096 +8,998
3-Mth Aus T-Bills(SFE)
Dec16 161110 98.23 98.24 98.21 98.22 -0.02 14,640 136,047 -1,119
Mar17 161110 98.29 98.29 98.24 98.25 -0.05 13,379 237,336 +4,770
Jun17 161110 98.31 98.31 98.24 98.26 -0.06 6,156 192,512 +185
Sep17 161110 98.31 98.31 98.21 98.25 -0.08 5,961 138,718 -1,467
Dec17 161110 98.30 98.30 98.18 98.22 -0.09 6,195 157,776 +1,822
Mar18 161110 98.26 98.26 98.13 98.18 -0.10 3,427 89,019 -753
Jun18 161110 98.23 98.23 98.09 98.13 -0.12 1,337 63,130 -406
Sep18 161110 98.20 98.20 98.02 98.08 -0.14 628 30,984 +124
Dec18 161110 98.14 98.14 97.96 98.02 -0.15 5 7,355 +0
Mar19 161110 98.08 98.08 97.97 97.97 -0.16 0 3,443 +0
Total Volume and Open Interest 51,728 1,058,455 +3,156
10-Year Aus T-Bonds(SFE)
Dec16 161110 97.78 97.78 97.50 97.53 -0.28 83,775 944,293 +3,337
Mar17 161110 97.53 97.53 97.53 97.53 -0.28      
Total Volume and Open Interest 83,775 944,293 +3,337
3-Year Aus T-Bonds(SFE)
Dec16 161110 98.41 98.42 98.22 98.27 -0.17 88,822 969,185 +1,267
Mar17 161110 98.27 98.27 98.27 98.27 -0.17      
Total Volume and Open Interest 88,822 969,185 +1,267
Gold(CMX)
Dec16 161110 1278.4 1292.5 1251.9 1266.4 -7.1 202,504 330,119 -13,428
Feb17 161110 1281.9 1296.0 1255.5 1269.7 -7.6 28,274 106,384 +8,186
Apr17 161110 1284.4 1297.0 1258.4 1272.8 -8.0 2,776 20,382 +794
Jun17 161110 1288.2 1300.0 1264.8 1275.7 -8.2 2,476 33,417 +503
Aug17 161110 1301.5 1301.5 1269.6 1278.4 -8.5 1,145 8,645 -278
Oct17 161110 1294.0 1306.1 1270.7 1281.2 -8.8 221 2,195 -41
Dec17 161110 1296.9 1306.8 1276.4 1284.0 -9.1 378 15,763 +47
Feb18 161110 1296.1 1296.1 1279.9 1287.0 -9.1 1 193 +0
Apr18 161110 1289.8 1299.6 1289.8 1289.8 -9.1 0 16 +0
Jun18 161110 1286.1 1292.5 1286.1 1292.5 -9.1 20 4,205 +0
Aug18 161110 1295.8 1295.8 1295.8 1295.8 -9.1      
Total Volume and Open Interest 238,170 528,203 -4,042
Silver(CMX)
Dec16 161110 1847.5 1899.0 1838.0 1873.7 +35.9 82,833 115,733 -7,284
Mar17 161110 1857.0 1910.0 1852.5 1885.1 +35.2 12,831 56,101 +3,302
May17 161110 1873.0 1893.5 1860.5 1891.6 +35.1 1,096 3,021 -336
Jul17 161110 1909.0 1909.0 1873.5 1898.0 +35.1 721 4,497 +401
Sep17 161110 1880.5 1904.2 1880.5 1904.2 +35.1 59 949 -1
Dec17 161110 1895.0 1915.0 1882.0 1913.1 +35.1 57 4,440 +31
Mar18 161110 1920.4 1920.4 1817.0 1920.4 +35.1 0 2 +0
Total Volume and Open Interest 98,447 188,265 -3,953
Platinum(NYMEX)
Jan17 161110 1002.1 1009.2 972.7 982.2 -21.1 16,047 60,121 -1,497
Apr17 161110 1009.5 1010.6 977.8 986.0 -21.3 174 6,066 +37
Jul17 161110 1015.7 1015.7 985.9 990.0 -20.6 3 40 +2
Oct17 161110 993.9 993.9 954.0 993.9 -20.6 0 165 +0
Total Volume and Open Interest 16,234 66,469 -1,461
Palladium(NYMEX)
Dec16 161110 679.90 698.65 674.50 696.50 +15.05 7,299 16,750 -919
Mar17 161110 682.50 699.95 678.80 698.05 +14.75 786 5,510 +511
Jun17 161110 688.35 699.80 687.80 699.80 +14.70 4 35 +3
Total Volume and Open Interest 8,089 22,296 -407
Copper(CMX)
Dec16 161110 246.35 259.10 245.30 255.10 +9.15 153,520 114,125 +3,368
Mar17 161110 246.70 260.00 246.25 256.10 +9.20 30,428 80,507 +1,613
May17 161110 248.00 259.65 248.00 256.60 +9.20 4,977 14,148 +217
Jul17 161110 253.85 259.75 253.30 257.00 +9.20 5,022 10,126 +2,742
Sep17 161110 255.40 257.70 255.35 257.20 +9.15 1,248 3,342 +836
Total Volume and Open Interest 196,402 233,922 +8,739
E-mini DJIA Index(CBOT)
Dec16 161110 18533 18821 18492 18786 +254 162,218 115,308 -1,373
Mar17 161110 18431 18741 18425 18719 +255 283 1,058 -61
Jun17 161110 18515 18643 18488 18643 +255 0 6 +0
Sep17 161110 18558 18558 18558 18558 +255      
Total Volume and Open Interest 162,501 116,372 -1,434
S & P 500(CME)
Dec16 161110 2157.00 2180.50 2156.00 2167.20 +6.90 3,762 84,755 -29
Mar17 161110 2162.50 2172.60 2142.60 2161.70 +7.10 816 1,076 +61
Jun17 161110 2156.00 2167.00 2137.00 2156.00 +7.00 806 961 +66
Sep17 161110 2150.70 2161.70 2131.70 2150.70 +7.00      
Total Volume and Open Interest 5,384 86,792 +98
S & P 500 E-Mini(Globex)
Dec16 161110 2159.50 2180.50 2147.75 2167.25 +7.00 1,751,369 2,896,379 -6,681
Mar17 161110 2153.00 2174.25 2142.25 2161.75 +7.25 4,173 31,659 +1,203
Jun17 161110 2146.50 2167.50 2137.50 2156.00 +7.00 352 2,866 +296
Sep17 161110 2150.00 2162.75 2150.00 2150.75 +7.00 3 21 +3
Total Volume and Open Interest 1,755,897 2,930,959 -5,179
NASDAQ 100 E-Mini(Globex)
Dec16 161110 4817.50 4879.80 4679.30 4743.80 -76.70 219,987 298,053 -5,633
Mar17 161110 4815.00 4876.50 4680.00 4742.30 -77.00 525 1,016 -3
Jun17 161110 4848.00 4866.00 4705.80 4736.30 -77.00 5 14 +4
Total Volume and Open Interest 220,518 299,111 -5,631
S&P Midcap 400(CME) e-Mini
Dec16 161110 1533.60 1557.70 1533.60 1544.60 +6.40 19,644 77,096 -941
Mar17 161110 1542.10 1542.10 1491.00 1542.10 +6.40 0 2 +0
Jun17 161110 1532.40 1532.80 1532.40 1532.40 +6.40      
Total Volume and Open Interest 19,644 77,098 -941
Volatility Index(CBOE)
Nov16 161110 14.90 16.50 13.95 15.33 +0.45 125,997 120,338 -14,678
Dec16 161110 15.75 16.98 15.30 16.27 +0.54 108,919 166,308 +7,484
Jan17 161110 17.00 17.89 16.65 17.38 +0.36 31,337 57,313 +1,232
Feb17 161110 17.55 18.30 17.20 17.93 +0.35 12,695 28,068 -723
Total Volume and Open Interest 291,241 420,000 -5,684
Russell 2000(ICE)
Dec16 161110 1230.10 1260.90 1227.00 1254.90 +24.80 89,919 315,104 -3,774
Mar17 161110 1237.50 1250.00 1237.50 1249.90 +25.00 3 295 -2
Jun17 161110 1245.90 1245.90 1245.90 1245.90 +25.00 0 170 +0
Total Volume and Open Interest 89,922 315,708 -3,776
Nikkei 225(CME)
Dec16 161110 17255 17580 17145 17520 +280 10,228 34,903 -552
Mar17 161110 17265 17590 17245 17550 +270 26 45 +4
Total Volume and Open Interest 10,254 34,948 -548
Nikkei 225(SGX)
Dec16 161110 17280 17460 17280 17325 +930 58,473 193,303 -5,650
Mar17 161110 17375 17385 17285 17285 +925 861 4,690 +73
Jun17 161109 16235 16235 16235 16235 -805      
Total Volume and Open Interest 77,234 213,235 +2,437
Nikkei 225(CME) Yen
Dec16 161110 17210 17560 17115 17495 +280 45,484 60,632 -2,661
Mar17 161110 17140 17460 17140 17445 +285 17 86 +2
Jun17 161110 17315 17315 17315 17315 +285      
Total Volume and Open Interest 45,501 60,718 -2,659
Nikkei 225(CME) e-Mini Yen
Dec16 161110 17390 17500 17390 17490 +270 54 39 -20
Mar17 161110 17440 17440 17440 17440 +280      
Jun17 161110 17310 17310 17310 17310 +280      
Total Volume and Open Interest 54 39 -20
CAC 40(EURONEXT)
Nov16 161110 4573.0 4606.5 4502.5 4530.5 -12.0 80,755 288,979 -2,880
Dec16 161110 4560.5 4601.5 4500.0 4525.0 -11.5 308 22,621 +39
Jan17 161110 4577.0 4577.0 4516.0 4516.0 -12.0 3 3 +3
Total Volume and Open Interest 81,066 311,667 -2,838
Hang Seng Index(HKFE)
Nov16 161110 22427 22940 22400 22932 +529 97,463 138,180 -2,009
Dec16 161110 22566 22956 22430 22955 +535 1,507 16,132 +914
Total Volume and Open Interest 99,086 156,312 -1,045
DAX(EUREX)
Dec16 161110 10686.0 10794.5 10572.5 10629.0 +1.0 83,805 159,202 -11,327
Mar17 161110 10700.0 10785.5 10572.5 10626.0 +1.0 306 4,227 +204
Jun17 161110 10732.0 10810.5 10613.0 10655.0 +1.0 8 192 -6
Total Volume and Open Interest 84,119 163,621 -11,129
Mini-DAX(EUREX)
Dec16 161110 10674.0 10794.0 10573.0 10629.0 +1.0 21,468 13,903 +171
Mar17 161110 10698.0 10778.0 10575.0 10626.0 +1.0 47 1,580 +16
Jun17 161110 10809.0 10816.0 10620.0 10655.0 +1.0 5 47 +2
Total Volume and Open Interest 21,520 15,530 +189
FT-SE 100(EURONEXT)
Dec16 161110 6903.00 6989.00 6788.50 6826.50 -48.00 91,232 756,226 -4,226
Mar17 161110 6910.00 6912.00 6730.00 6763.00 -48.50 1,699 8,053 +1,328
Jun17 161110 6693.00 6693.00 6693.00 6693.00 -48.50      
Total Volume and Open Interest 92,931 764,279 -2,898
SPI 200(SFE)
Dec16 161110 5149.0 5355.0 5147.0 5340.0 +188.0 39,105 273,546 +52
Mar17 161110 5174.0 5290.0 5174.0 5290.0 +188.0 8 1,743 +1
Jun17 161110 5276.0 5276.0 5276.0 5276.0 +188.0 152 1,397 +0
Total Volume and Open Interest 39,346 277,804 +118
FTSE MIB(ISE)
Dec16 161110 16895.00 17110.00 16650.00 16726.00 +44.00 25,865 43,967 -420
Mar17 161110 16875.00 17060.00 16655.00 16691.00 +24.00 25 839 +3
Jun17 161110 16259.00 16259.00 16259.00 16259.00 +24.00      
Total Volume and Open Interest 25,890 44,806 -417
KOSPI 200(KFE)
Dec16 161110 255.65 255.90 255.30 255.30 +5.40 108,060 126,210 -564
Mar17 161110 252.90 252.90 252.50 252.50 +5.25 674 12,612 +676
Jun17 161110 252.00 252.00 252.00 252.00 +5.70 35 1,975 +178
Total Volume and Open Interest 108,769 145,403 +290
GSCI(CME)
Nov16 161110 351.85 354.50 350.60 350.60 -2.15 2,621 8,869 -2,349
Dec16 161110 358.50 360.75 356.90 356.90 -2.10 2,613 6,760 +2,376
Jan17 161110 360.70 360.70 360.70 360.70 -2.10      
Total Volume and Open Interest 5,234 15,629 +27
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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