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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue November 15, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161115 985.50 992.75 978.75 989.50 +5.25 216,064 298,601 -7,782
Mar17 161115 993.50 1001.25 987.00 998.00 +5.50 63,659 121,891 +4,192
May17 161115 1000.75 1008.25 994.50 1005.50 +5.50 27,455 68,651 +186
Jul17 161115 1006.50 1013.50 1000.00 1010.75 +5.25 21,173 78,885 +399
Aug17 161115 1004.50 1012.50 1002.25 1010.00 +5.25 727 3,482 +122
Sep17 161115 995.50 999.00 991.00 996.75 +5.25 382 1,650 +8
Nov17 161115 982.00 988.75 976.50 986.25 +5.00 8,781 39,494 +535
Jan18 161115 987.00 989.50 978.50 987.25 +4.50 208 1,658 +1
Mar18 161115 985.00 985.00 976.75 985.00 +4.50 49 889 -9
May18 161115 985.50 985.50 977.00 985.50 +4.75 22 277 -2
Jul18 161115 983.00 987.50 983.00 987.50 +4.00 7 427 +1
Aug18 161115 982.50 982.50 982.50 982.50 +4.00 0 17 +0
Sep18 161115 967.25 967.25 967.25 967.25 +4.00 0 17 +0
Nov18 161115 955.00 959.50 953.75 959.50 +4.75 74 776 +43
Total Volume and Open Interest 341,159 617,389 -4,033
Soybean Meal(CBOT)
Dec16 161115 310.50 311.50 307.30 310.10 +0.20 58,931 94,886 -4,723
Jan17 161115 312.50 313.70 309.60 312.30 +0.20 35,574 99,507 +6,209
Mar17 161115 314.10 315.10 311.00 314.40 +0.60 13,087 70,986 +1,379
May17 161115 315.60 316.40 312.50 315.90 +0.70 5,071 40,900 +680
Jul17 161115 317.30 318.60 314.50 317.70 +0.50 4,161 37,407 +848
Aug17 161115 317.60 318.10 314.30 317.30 +0.40 691 5,447 +353
Sep17 161115 313.60 317.10 313.60 316.40 +0.40 578 5,837 +260
Oct17 161115 311.70 313.70 311.50 313.70 +0.60 430 5,100 +61
Dec17 161115 314.40 315.00 311.70 314.10 +0.60 619 16,066 -34
Jan18 161115 313.90 313.90 313.90 313.90 +1.10 4 833 +0
Total Volume and Open Interest 119,161 379,192 +5,034
Soybean Oil(CBOT)
Dec16 161115 34.00 34.25 33.81 34.21 +0.26 85,196 133,027 -11,749
Jan17 161115 34.19 34.50 34.05 34.46 +0.28 47,048 129,658 +2,873
Mar17 161115 34.45 34.74 34.28 34.70 +0.30 21,359 74,743 -84
May17 161115 34.67 34.93 34.47 34.89 +0.31 6,463 47,307 -28
Jul17 161115 34.84 35.10 34.66 35.06 +0.29 3,966 40,580 +1,420
Aug17 161115 34.85 35.10 34.67 35.05 +0.27 239 4,666 +52
Sep17 161115 34.61 35.02 34.61 35.00 +0.29 110 3,739 +4
Oct17 161115 34.51 34.81 34.48 34.80 +0.27 195 3,392 +88
Dec17 161115 34.72 34.91 34.56 34.86 +0.26 364 11,632 +51
Jan18 161115 34.87 35.48 34.87 34.87 +0.24 0 519 +0
Total Volume and Open Interest 164,986 450,242 -7,355
Canola(WCE)
Nov16 161114 502.7 502.7 502.7 502.7 -4.2      
Jan17 161115 509.7 512.4 509.2 511.1 +1.4 12,010 136,086 +604
Mar17 161115 516.0 519.2 515.8 518.0 +1.8 3,412 28,649 +857
May17 161115 519.7 522.4 518.5 521.1 +1.9 1,063 13,612 +191
Jul17 161115 520.7 523.6 519.0 522.0 +2.0 1,061 10,739 +625
Total Volume and Open Interest 18,147 197,862 +2,573
Corn(CBOT)
Dec16 161115 337.00 342.25 335.75 341.50 +4.25 212,977 429,829 -21,658
Mar17 161115 344.75 350.00 343.75 349.25 +4.00 128,995 538,252 +34,245
May17 161115 352.00 357.00 351.00 356.50 +4.00 26,392 115,560 +5,126
Jul17 161115 359.75 364.25 358.25 363.50 +3.75 14,777 154,760 +1,746
Sep17 161115 366.50 370.75 365.50 370.25 +3.75 4,243 52,311 +691
Dec17 161115 375.75 379.75 374.25 379.25 +3.50 9,652 102,660 +3,973
Mar18 161115 385.50 389.00 384.75 389.00 +3.25 255 7,026 +2
May18 161115 392.00 394.50 392.00 394.50 +3.00 144 1,411 +37
Jul18 161115 395.50 398.75 395.50 398.75 +3.25 340 1,838 +94
Sep18 161115 393.75 393.75 388.00 393.75 +3.75 0 765 +0
Total Volume and Open Interest 397,947 1,410,294 +24,268
Wheat(CBOT)
Dec16 161115 394.00 402.00 392.75 399.00 +5.00 82,170 184,785 -6,677
Mar17 161115 412.50 420.50 411.25 418.75 +6.25 60,238 201,286 +11,778
May17 161115 426.25 432.75 425.00 432.25 +6.00 8,589 38,269 +1,813
Jul17 161115 442.50 447.50 440.00 446.75 +5.25 5,992 56,570 +2,063
Sep17 161115 457.00 463.25 456.00 462.75 +4.75 672 9,755 -109
Dec17 161115 476.75 483.00 475.50 482.75 +5.00 1,163 16,751 +262
Total Volume and Open Interest 158,942 510,983 +9,187
Wheat(KCBT)
Dec16 161115 402.00 408.25 401.50 408.00 +5.25 27,226 68,285 -10,245
Mar17 161115 420.00 425.75 419.00 425.50 +5.00 22,686 95,437 +8,858
May17 161115 432.50 437.25 430.75 437.25 +5.00 3,371 28,867 -242
Jul17 161115 443.50 448.50 442.75 448.50 +4.75 3,021 51,751 +901
Sep17 161115 459.00 463.00 458.00 463.00 +4.50 142 5,004 +49
Dec17 161115 478.00 481.50 478.00 481.50 +3.00 32 6,275 -3
Mar18 161115 492.00 495.50 492.00 492.00 +0.25 0 1,039 +0
Total Volume and Open Interest 56,478 257,267 -682
Wheat(MGE)
Dec16 161115 512.00 518.00 512.00 514.75 +2.75 3,057 22,775 +58
Mar17 161115 516.00 521.75 516.00 518.00 +2.25 3,056 25,177 +160
May17 161115 522.25 526.50 522.25 524.50 +2.25 857 10,008 +189
Jul17 161115 530.25 532.25 530.25 531.50 +2.00 489 4,984 +37
Sep17 161115 538.50 541.00 538.25 539.00 +2.00 144 3,638 +39
Dec17 161115 550.00 550.50 549.75 549.75 +1.25 146 2,649 +65
Total Volume and Open Interest 7,749 69,294 +548
Oats(CBOT)
Dec16 161115 228.00 234.75 228.00 233.00 +5.25 168 4,271 -65
Mar17 161115 225.75 233.00 225.75 231.50 +6.00 225 3,427 +85
May17 161115 229.25 229.75 227.25 229.25 +2.00 24 517 +13
Jul17 161115 229.00 231.50 229.00 231.50 +1.00 5 71 +5
Total Volume and Open Interest 422 8,351 +38
Rough Rice(CBOT)
Nov16 161114 9.13 9.13 9.13 9.13 -0.36 80 154 +55
Jan17 161115 9.38 9.44 9.30 9.39 -0.01 454 10,212 +193
Mar17 161115 9.66 9.69 9.56 9.65 unch 32 1,070 +16
May17 161115 9.89 10.31 9.89 9.89 unch 0 11 +0
Total Volume and Open Interest 616 11,563 +309
Live Cattle(CME)
Dec16 161115 105.500 106.000 104.885 105.480 -0.100 30,161 73,941 -9,315
Feb17 161115 106.385 106.900 106.000 106.535 unch 24,018 92,162 +7,315
Apr17 161115 106.050 107.000 105.785 106.950 +0.720 8,531 57,668 +701
Jun17 161115 97.980 98.900 97.650 98.830 +0.750 4,162 30,195 +486
Aug17 161115 95.430 96.035 95.100 96.000 +0.420 1,163 11,601 +252
Oct17 161115 96.250 96.635 95.850 96.600 +0.250 556 5,788 +139
Total Volume and Open Interest 68,901 273,306 -369
Feeder Cattle(CME)
Nov16 161115 126.250 126.635 125.950 126.600 +0.565 799 3,004 -84
Jan17 161115 122.730 123.285 121.635 123.035 +0.705 2,715 22,027 +49
Mar17 161115 118.580 118.980 117.385 118.785 +0.335 1,563 9,240 +177
Apr17 161115 118.200 118.400 116.950 118.285 +0.335 959 3,798 +330
May17 161115 117.285 117.785 116.200 117.680 +0.530 343 2,789 +58
Aug17 161115 117.830 118.385 117.080 118.150 +0.050 76 1,132 +19
Sep17 161115 116.580 116.580 116.550 116.580 +0.350 3 44 +1
Total Volume and Open Interest 6,459 42,044 +551
Lean Hogs(CME)
Dec16 161115 46.900 47.330 45.735 46.130 -0.770 27,993 67,812 -7,119
Feb17 161115 53.535 54.000 52.350 52.900 -0.700 22,033 85,060 +7,711
Apr17 161115 60.850 61.180 59.735 60.235 -0.665 7,699 43,534 +1,004
May17 161115 67.900 68.180 67.550 67.725 -0.705 62 790 +49
Jun17 161115 72.650 73.035 71.930 72.330 -0.620 3,142 16,336 +538
Jul17 161115 74.180 74.180 73.135 73.385 -0.795 1,565 10,111 +828
Aug17 161115 74.400 74.680 73.480 73.500 -1.180 361 5,531 +63
Oct17 161115 63.150 63.150 62.350 62.430 -1.120 121 1,696 +68
Total Volume and Open Interest 63,003 231,990 +3,154
Class III Milk(CME)
Nov16 161115 16.67 16.71 16.67 16.70 +0.02 362 5,344 +48
Dec16 161115 16.33 16.55 16.30 16.44 +0.11 524 5,421 +56
Jan17 161115 15.89 16.06 15.89 15.99 +0.14 76 2,918 +29
Feb17 161115 15.91 16.10 15.91 16.00 +0.09 44 2,720 +3
Mar17 161115 15.91 16.04 15.91 16.01 +0.06 42 2,497 +13
Apr17 161115 16.00 16.10 16.00 16.10 +0.11 35 2,284 +13
May17 161115 16.18 16.25 16.14 16.25 +0.11 47 2,192 +29
Jun17 161115 16.35 16.40 16.32 16.40 +0.05 18 2,009 +1
Jul17 161115 16.52 16.55 16.52 16.55 +0.09 6 1,104 -2
Aug17 161115 16.75 16.76 16.64 16.75 +0.05 0 1,111 +0
Sep17 161115 16.88 16.95 16.88 16.95 +0.07 5 1,121 +5
Oct17 161115 16.86 16.90 16.86 16.90 +0.04 0 747 +0
Nov17 161115 16.84 16.84 16.84 16.84 +0.11 0 672 +0
Total Volume and Open Interest 1,209 31,279 +204
Cocoa(ICE)
Dec16 161115 2381 2390 2361 2378 -14 7,881 7,722 -5,697
Mar17 161115 2407 2416 2385 2395 -23 26,186 142,322 +3,419
May17 161115 2405 2411 2383 2392 -23 6,072 38,734 +520
Jul17 161115 2411 2415 2389 2397 -25 2,517 19,842 +727
Sep17 161115 2415 2427 2399 2406 -25 960 11,369 +174
Dec17 161115 2423 2436 2405 2413 -27 256 6,859 +6
Mar18 161115 2435 2435 2421 2424 -28 76 7,780 +46
Total Volume and Open Interest 43,953 235,410 -805
Coffee "C"(ICE)
Dec16 161115 162.40 165.30 160.30 161.80 unch 42,570 30,023 -16,453
Mar17 161115 166.05 169.00 163.80 165.30 -0.15 41,039 109,164 +6,152
May17 161115 168.50 171.30 166.30 167.70 -0.15 12,960 36,126 +1,305
Jul17 161115 170.50 173.35 168.45 169.80 -0.05 3,221 13,246 +835
Sep17 161115 172.20 175.05 170.25 171.65 unch 744 8,467 +127
Dec17 161115 175.40 175.40 172.55 174.00 +0.05 156 9,869 +77
Total Volume and Open Interest 100,730 211,683 -7,941
Orange Juice(ICE)
Jan17 161115 206.25 212.45 205.50 208.65 +2.55 712 14,377 -62
Mar17 161115 203.10 209.70 203.10 205.55 +1.90 99 1,435 +42
May17 161115 204.90 207.90 204.10 204.75 +2.55 41 444 +2
Jul17 161115 206.40 206.40 204.05 204.05 +2.80 32 91 +7
Sep17 161115 200.80 200.80 200.80 200.80 +2.80      
Nov17 161115 197.90 197.90 197.90 197.90 +2.80 0 2 +0
Total Volume and Open Interest 884 16,349 -11
Sugar #11(ICE)
Mar17 161115 21.79 21.83 20.77 21.15 -0.48 47,340 439,199 +1,397
May17 161115 21.11 21.15 20.26 20.59 -0.37 21,731 155,005 +1,089
Jul17 161115 20.32 20.32 19.56 19.84 -0.27 18,491 118,595 -581
Oct17 161115 19.70 19.71 19.09 19.34 -0.17 9,052 70,425 +606
Mar18 161115 19.30 19.40 18.87 19.09 -0.11 3,136 35,822 +125
May18 161115 18.57 18.71 18.24 18.42 -0.10 1,689 12,087 -171
Jul18 161115 17.98 18.05 17.63 17.80 -0.08 2,136 8,802 +641
Oct18 161115 17.75 17.75 17.44 17.60 -0.06 1,521 7,644 +712
Total Volume and Open Interest 105,519 852,254 +3,926
London Cocoa(LCE)
Dec16 161115 2030 2033 2015 2019 -15 2,839 81,218 -5
Mar17 161115 1999 2001 1987 1992 -7 10,439 98,007 +1,096
May17 161115 2003 2003 1986 1991 -7 4,832 55,552 +981
Jul17 161115 2009 2011 1997 2003 -8 2,715 18,656 +258
Sep17 161115 2017 2020 2005 2011 -9 1,466 25,713 -12
Dec17 161115 2015 2015 2002 2007 -11 4,786 15,191 +2,311
Mar18 161115 2011 2011 2001 2006 -10 96 5,983 +54
Total Volume and Open Interest 27,173 300,566 +4,683
London Sugar(LCE)
Mar17 161115 568.80 570.40 550.60 554.70 -12.60 6,781 34,980 +2,542
May17 161115 561.10 562.70 544.70 548.70 -10.80 752 18,576 -6
Aug17 161115 541.60 544.40 529.90 533.10 -8.00 576 8,126 +70
Oct17 161115 522.30 522.30 510.90 513.90 -5.30 528 10,326 -55
Dec17 161115 510.70 510.70 501.50 504.00 -4.40 165 2,023 +20
Total Volume and Open Interest 15,539 91,650 -1,605
Cotton(ICE)
Dec16 161115 69.10 71.34 69.09 70.69 +1.79 42,865 43,077 -17,866
Mar17 161115 69.73 70.52 69.41 70.48 +1.17 39,856 147,829 +9,897
May17 161115 70.38 71.16 70.09 71.10 +1.14 7,597 26,430 +1,936
Jul17 161115 70.78 71.46 70.54 71.46 +1.07 2,374 11,687 +911
Oct17 161115 71.01 71.01 71.01 71.01 +1.08 6 32 +4
Dec17 161115 69.45 70.10 69.27 70.09 +1.01 846 15,524 +97
Total Volume and Open Interest 93,548 245,704 -5,021
Lumber(CME)
Nov16 161115 290.2 293.5 286.9 290.0 -4.0 82 200 -15
Jan17 161115 310.9 314.5 306.7 312.9 -0.5 330 3,093 -46
Mar17 161115 320.4 323.7 316.4 321.3 -0.1 17 412 +2
May17 161115 325.1 332.5 321.6 330.0 +3.9 0 83 +0
Total Volume and Open Interest 429 3,813 -59
Crude Oil(NYM)
Dec16 161115 43.76 46.09 43.55 45.81 +2.49 631,135 304,212 -29,310
Jan17 161115 44.30 46.70 44.14 46.39 +2.45 296,744 548,672 +46,779
Feb17 161115 45.02 47.38 44.84 47.06 +2.41 69,213 142,802 +7,922
Mar17 161115 45.54 48.04 45.54 47.71 +2.36 57,532 192,594 +1,903
Apr17 161115 46.32 48.63 46.29 48.29 +2.31 29,058 96,401 +4,389
May17 161115 46.82 49.04 46.81 48.79 +2.27 20,278 62,668 +684
Jun17 161115 47.23 49.53 47.23 49.17 +2.22 35,904 153,391 +634
Jul17 161115 47.59 49.60 47.58 49.45 +2.18 16,591 40,378 -201
Aug17 161115 48.25 49.95 48.10 49.66 +2.13 10,793 32,831 +447
Sep17 161115 48.84 49.92 48.84 49.84 +2.09 11,399 47,843 +1,700
Oct17 161115 48.64 50.00 48.60 50.00 +2.05 3,171 26,984 +163
Nov17 161115 48.93 50.25 48.93 50.17 +2.02 3,259 27,296 -79
Dec17 161115 48.66 50.72 48.62 50.35 +1.99 38,844 179,389 -1,790
Jan18 161115 50.47 50.47 50.08 50.47 +1.96 3,240 20,987 -115
Feb18 161115 50.59 51.00 50.59 50.59 +1.92 317 7,511 -10
Mar18 161115 50.71 50.71 49.30 50.71 +1.88 2,336 21,479 -344
Total Volume and Open Interest 1,248,814 2,070,055 +36,422
e-miNY Crude Oil(NYM)
Dec16 161115 43.700 46.125 43.575 45.800 +2.475 9,072 4,341 +117
Jan17 161115 44.200 46.725 44.200 46.400 +2.450 985 1,405 +189
Feb17 161115 44.800 47.300 44.800 47.050 +2.400 78 612 -7
Mar17 161115 45.700 47.775 45.700 47.700 +2.350 41 194 +6
Apr17 161115 46.700 48.300 46.650 48.300 +2.325 18 151 +18
May17 161115 47.750 48.800 47.750 48.800 +2.275 14 84 +14
Jun17 161115 48.500 49.175 48.500 49.175 +2.225 17 144 +13
Jul17 161115 48.650 49.450 48.650 49.450 +2.175 2 119 +2
Aug17 161115 49.650 49.650 49.350 49.650 +2.125 0 144 +0
Sep17 161115 48.300 49.850 48.300 49.850 +2.100 2 65 +2
Total Volume and Open Interest 10,239 7,480 +360
NY Harbor ULSD(NYM)
Dec16 161115 139.28 145.29 138.71 144.39 +5.84 61,157 67,583 -2,011
Jan17 161115 140.75 146.66 140.09 145.80 +5.74 35,620 92,514 +1,244
Feb17 161115 142.03 148.08 141.54 147.21 +5.65 19,552 45,492 +1,044
Mar17 161115 143.02 148.62 143.02 148.08 +5.48 15,058 47,462 +1,959
Apr17 161115 143.66 148.79 143.66 148.32 +5.35 7,203 31,721 +689
May17 161115 145.57 149.54 145.57 149.09 +5.26 4,217 15,955 +93
Jun17 161115 146.25 150.84 146.02 149.98 +5.19 6,363 33,122 -907
Jul17 161115 148.93 151.71 148.93 151.22 +5.16 1,462 4,536 +69
Aug17 161115 149.55 153.06 149.55 152.51 +5.14 1,067 4,514 +223
Sep17 161115 151.83 154.46 151.83 153.90 +5.07 566 5,389 +19
Oct17 161115 152.90 155.76 152.90 155.20 +4.96 283 2,833 -50
Nov17 161115 150.28 156.81 150.26 156.38 +4.85 327 2,897 +70
Dec17 161115 154.14 158.23 153.92 157.49 +4.73 2,236 30,261 -55
Jan18 161115 157.72 160.01 157.72 158.67 +4.68 35 2,196 +14
Total Volume and Open Interest 155,849 398,437 +2,787
RBOB Gasoline(NYM)
Dec16 161115 128.34 134.28 128.11 133.50 +5.72 68,124 82,188 -5,117
Jan17 161115 128.58 134.51 128.58 133.76 +5.37 51,897 125,315 +4,025
Feb17 161115 129.75 135.69 129.75 135.01 +5.33 17,857 36,467 +744
Mar17 161115 132.63 137.96 132.63 137.22 +5.17 12,209 36,202 -219
Apr17 161115 153.17 157.52 153.17 156.95 +4.86 6,790 29,400 -152
May17 161115 153.77 159.06 153.77 158.32 +4.91 4,692 14,846 +130
Jun17 161115 155.19 158.88 155.00 158.38 +5.01 6,485 19,783 +1,296
Jul17 161115 154.80 157.50 154.80 157.50 +5.03 2,089 5,223 +446
Aug17 161115 154.00 156.03 154.00 156.03 +5.02 1,515 3,069 -45
Sep17 161115 151.86 153.86 151.86 153.86 +4.98 801 6,857 +49
Total Volume and Open Interest 175,566 384,913 +1,501
e-miNY RBOB Gasoline(NYM)
Dec16 161115 133.50 133.50 133.50 133.50 +5.72 0 1 +0
Jan17 161115 133.80 133.80 133.76 133.80 +5.41      
Feb17 161115 135.01 135.01 135.01 135.01 +5.33      
Mar17 161115 137.22 137.22 137.22 137.22 +5.17      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec16 161115 2.746 2.822 2.694 2.709 -0.040 162,827 114,583 -13,780
Jan17 161115 2.926 2.988 2.871 2.885 -0.052 117,126 277,302 +11,274
Feb17 161115 2.965 3.023 2.916 2.931 -0.043 32,730 74,510 -460
Mar17 161115 2.950 3.012 2.918 2.934 -0.033 43,578 172,208 +5,355
Apr17 161115 2.934 2.958 2.884 2.899 -0.018 39,783 96,035 +1,071
May17 161115 2.945 2.966 2.899 2.913 -0.014 14,480 67,699 -4
Jun17 161115 2.984 3.002 2.938 2.952 -0.014 8,276 46,342 +452
Jul17 161115 3.022 3.043 2.979 2.990 -0.014 6,934 31,113 -661
Aug17 161115 3.028 3.046 2.984 2.994 -0.014 5,947 21,929 -79
Sep17 161115 3.014 3.030 2.968 2.980 -0.015 4,439 23,117 +184
Oct17 161115 3.031 3.052 2.982 2.998 -0.017 12,705 69,714 +1,368
Nov17 161115 3.080 3.098 3.030 3.046 -0.016 5,094 24,364 +12
Dec17 161115 3.221 3.237 3.179 3.195 -0.014 3,060 27,209 +233
Jan18 161115 3.319 3.322 3.266 3.282 -0.013 3,355 22,975 +411
Feb18 161115 3.295 3.295 3.252 3.257 -0.013 1,822 7,468 +374
Mar18 161115 3.204 3.224 3.178 3.191 -0.013 1,670 19,260 -241
Total Volume and Open Interest 465,393 1,185,679 +5,073
Brent Crude Oil(ICE)
Jan17 161115 44.70 47.25 44.67 46.95 +2.52 286,705 444,141 -27,991
Feb17 161115 45.58 48.24 45.58 47.95 +2.47 144,261 351,830 +26,883
Mar17 161115 46.56 48.99 46.55 48.71 +2.42 91,821 275,352 +8,087
Apr17 161115 47.24 49.63 47.23 49.34 +2.37 43,547 121,960 -62
May17 161115 47.83 50.17 47.79 49.87 +2.34 28,807 93,214 +1,541
Jun17 161115 48.25 50.62 48.23 50.30 +2.31 50,218 190,657 +1,622
Jul17 161115 48.67 50.96 48.67 50.64 +2.27 9,664 42,449 +222
Aug17 161115 48.96 51.25 48.96 50.92 +2.22 8,461 37,423 +828
Sep17 161115 49.30 51.44 49.26 51.17 +2.17 11,732 65,965 +985
Oct17 161115 51.08 51.41 50.36 51.41 +2.14 2,653 31,804 +655
Nov17 161115 50.69 51.63 50.69 51.63 +2.10 1,223 22,604 -50
Dec17 161115 50.03 52.18 50.03 51.83 +2.06 38,317 212,322 -1,003
Jan18 161115 51.55 52.03 51.55 52.03 +2.02 1,614 25,971 +368
Feb18 161115 52.22 52.22 52.22 52.22 +1.98 1,324 18,381 +531
Total Volume and Open Interest 751,380 2,243,554 +15,473
Gas Oil(ICE)
Dec16 161115 405.50 425.75 405.50 417.00 +15.25 75,490 160,502 +985
Jan17 161115 410.00 429.00 409.75 420.75 +15.50 53,367 156,273 +3,959
Feb17 161115 414.25 433.00 413.75 425.00 +15.50 17,694 72,425 +1,412
Mar17 161115 418.75 436.75 418.75 429.00 +15.25 13,385 50,326 +793
Apr17 161115 422.25 440.25 422.00 432.75 +15.00 5,690 32,443 +790
May17 161115 427.25 443.25 427.25 436.00 +14.75 4,488 25,839 -1
Jun17 161115 429.25 445.75 428.75 439.25 +14.50 16,271 65,975 +2,565
Jul17 161115 436.50 449.25 436.00 443.00 +14.25 5,014 19,267 +1,098
Aug17 161115 440.50 452.25 440.00 446.75 +14.25 2,319 14,673 +300
Sep17 161115 442.00 455.50 442.00 450.25 +14.00 2,971 26,346 +1,108
Total Volume and Open Interest 218,095 819,653 +14,618
Ethanol(CBOT)
Dec16 161115 1.530 1.536 1.528 1.531 +0.010 476 2,797 -311
Jan17 161115 1.472 1.475 1.465 1.470 +0.009 422 1,620 +175
Feb17 161115 1.467 1.467 1.465 1.465 +0.010 4 596 +0
Mar17 161115 1.479 1.479 1.479 1.479 +0.011 7 274 +7
Apr17 161115 1.499 1.517 1.499 1.499 +0.011 0 235 +0
May17 161115 1.506 1.506 1.506 1.506 +0.011 0 5 +0
Jun17 161115 1.506 1.506 1.506 1.506 +0.011      
Jul17 161115 1.506 1.506 1.506 1.506 +0.011      
Total Volume and Open Interest 909 5,543 -129
WTI Crude Oil(ICE)
Dec16 161115 43.74 46.08 43.65 45.81 +2.49 60,146 70,229 -5,196
Jan17 161115 44.34 46.69 44.30 46.39 +2.45 63,619 106,668 +2,291
Feb17 161115 45.02 47.37 45.02 47.06 +2.41 26,599 61,235 +1,149
Mar17 161115 45.87 48.01 45.87 47.71 +2.36 12,800 45,606 +533
Apr17 161115 46.51 48.61 46.51 48.29 +2.31 5,477 17,509 +798
May17 161115 47.29 48.97 47.29 48.79 +2.27 3,966 11,088 +918
Jun17 161115 47.28 49.52 47.28 49.17 +2.22 9,945 48,820 +692
Jul17 161115 48.38 49.45 48.38 49.45 +2.18 3,803 8,059 +1,236
Aug17 161115 49.55 49.66 49.55 49.66 +2.13 1,595 6,244 +838
Sep17 161115 49.84 49.84 49.84 49.84 +2.09 1,345 14,893 -269
Oct17 161115 50.00 50.00 50.00 50.00 +2.05 282 3,627 -59
Nov17 161115 50.17 50.17 50.17 50.17 +2.02 334 2,008 +217
Dec17 161115 49.13 50.61 49.13 50.35 +1.99 12,291 73,053 -497
Jan18 161115 50.47 50.47 50.47 50.47 +1.96 11 986 -11
Feb18 161115 50.59 50.59 50.59 50.59 +1.92 14 598 +3
Mar18 161115 50.71 50.71 50.71 50.71 +1.88 11 3,537 +1
Total Volume and Open Interest 207,247 547,468 +3,617
US Dollar Index(ICE)
Dec16 161115 99.810 100.280 99.475 100.250 +0.130 33,351 72,624 -4,516
Mar17 161115 99.725 100.195 99.460 100.175 +0.120 760 5,193 +60
Jun17 161115 99.720 100.085 99.405 100.085 +0.120 20 350 +1
Total Volume and Open Interest 34,142 78,339 -4,452
Australian Dollar(CME)
Dec16 161115 75.54 75.74 75.04 75.43 +0.07 127,023 120,808 -1,838
Mar17 161115 75.50 75.58 74.87 75.28 +0.06 629 1,711 +55
Jun17 161115 75.25 75.30 74.91 75.12 +0.07 2 57 +2
Total Volume and Open Interest 127,654 122,582 +0
British Pound(CME)
Dec16 161115 125.09 125.36 123.86 124.77 -0.14 121,211 242,404 -6,299
Mar17 161115 125.50 125.60 124.12 125.03 -0.14 487 3,844 +48
Jun17 161115 124.50 125.73 124.48 125.30 -0.13 111 636 -5
Total Volume and Open Interest 121,809 247,068 +0
Canadian Dollar(CME)
Dec16 161115 73.82 74.41 73.80 74.29 +0.52 87,577 122,604 +3,389
Mar17 161115 73.95 74.47 73.88 74.36 +0.52 777 3,644 -61
Jun17 161115 74.12 74.52 74.04 74.42 +0.51 82 512 +38
Sep17 161115 74.50 74.56 74.49 74.49 +0.52 1 332 +1
Total Volume and Open Interest 88,437 127,462 +0
Japanese Yen(CME)
Dec16 161115 92.43 92.89 91.55 91.57 -0.70 158,180 169,144 +672
Mar17 161115 92.80 93.29 91.97 91.98 -0.69 355 3,295 +37
Jun17 161115 92.43 94.00 92.43 92.43 -0.68 1 126 +0
Total Volume and Open Interest 158,536 172,595 +0
Swiss Franc(CME)
Dec16 161115 100.42 100.87 99.81 99.95 -0.32 30,792 51,941 -328
Mar17 161115 101.07 101.40 100.44 100.50 -0.31 6 166 -3
Jun17 161115 101.13 104.04 101.13 101.13 -0.30 0 15 +0
Total Volume and Open Interest 30,798 52,126 +0
EuroFX(CME)
Dec16 161115 107.59 108.30 107.28 107.30 -0.09 187,179 400,650 +256
Mar17 161115 108.07 108.75 107.73 107.76 -0.08 1,199 11,624 +119
Jun17 161115 108.69 109.19 108.26 108.27 -0.08 52 1,359 +36
Total Volume and Open Interest 188,432 413,826 +0
Mexican Peso(CME)
Nov16 161114 480.50 480.50 480.50 480.50 +3.25 0 5 +0
Dec16 161115 480.75 492.88 479.63 491.25 +11.38 124,270 122,930 -1,229
Total Volume and Open Interest 124,411 154,057 +0
Brazilian Real(CME)
Dec16 161115 289.80 293.40 289.80 290.75 +2.05 8,282 27,128 -3,531
Jan17 161115 287.60 289.55 286.00 287.60 +1.55 52 42 +17
Feb17 161115 284.95 286.00 284.95 284.95 +1.15      
Mar17 161115 283.05 284.05 283.05 283.05 +1.20 0 1 +0
Total Volume and Open Interest 8,334 27,171 +0
30-Year T-Bonds(CBOT)
Dec16 161115 153~290 155~160 153~270 154~090 -0~040 125,416 590,748 -2,789
Mar17 161115 152~210 154~030 152~190 152~290 -0~030 1,685 4,920 +387
Jun17 161115 152~010 152~010 152~000 152~010 -0~030      
Total Volume and Open Interest 127,101 595,668 +0
10-Year T-Notes(CBOT)
Dec16 161115 126~130 126~315 126~105 126~135 -0~075 596,168 2,922,903 -12,500
Mar17 161115 125~270 126~090 125~210 125~240 -0~070 8,542 58,895 +5,687
Jun17 161115 125~160 125~160 125~160 125~160 -0~070      
Total Volume and Open Interest 604,710 2,981,798 +0
5-Year T-Notes(CBOT)
Dec16 161115 119~010 119~110 118~300 119~006 -0~046 267,528 2,807,649 +21,201
Mar17 161115 118~246 118~274 118~150 118~176 -0~044 1,552 98,089 +601
Jun17 161115 118~126 120~234 118~126 118~126 -0~044 0 3 +0
Total Volume and Open Interest 269,080 2,905,741 +0
2 Year T-Notes(CBOT)
Dec16 161115 108~254 108~276 108~240 108~256 -0~010 133,172 1,168,116 +5,598
Mar17 161115 108~186 108~190 108~172 108~184 -0~012 647 21,752 +371
Jun17 161115 108~184 108~184 108~184 108~184 -0~012      
Total Volume and Open Interest 133,819 1,189,868 +0
Eurodollars(CME)
Dec16 161115 99.030 99.045 99.027 99.033 unch 160,982 1,621,150 -28,014
Mar17 161115 98.985 99.010 98.985 98.995 unch 149,209 1,340,682 +1,011
Jun17 161115 98.885 98.915 98.880 98.890 -0.010 179,309 1,388,813 -5,401
Sep17 161115 98.790 98.835 98.785 98.795 -0.015 134,007 1,074,360 +66
Dec17 161115 98.680 98.730 98.665 98.685 -0.015 362,317 1,576,689 +5,206
Mar18 161115 98.590 98.640 98.575 98.590 -0.015 225,989 784,031 +2,476
Jun18 161115 98.480 98.540 98.465 98.480 -0.020 173,548 627,464 -12,897
Sep18 161115 98.370 98.435 98.360 98.375 -0.020 91,535 462,012 -4,375
Dec18 161115 98.250 98.330 98.245 98.260 -0.020 176,295 776,737 -23,668
Mar19 161115 98.165 98.245 98.165 98.180 -0.020 123,134 529,246 -1,299
Jun19 161115 98.080 98.165 98.080 98.100 -0.015 106,134 439,350 +1,327
Sep19 161115 98.005 98.090 98.005 98.025 -0.015 62,676 328,748 +226
Dec19 161115 97.925 98.015 97.925 97.950 -0.015 95,283 375,206 -4,149
Mar20 161115 97.870 97.960 97.865 97.895 -0.015 73,805 226,499 +14,634
Jun20 161115 97.810 97.905 97.810 97.840 -0.010 29,075 127,740 -4,992
Sep20 161115 97.755 97.850 97.755 97.785 -0.010 22,895 112,572 -3,083
Dec20 161115 97.700 97.790 97.695 97.725 -0.010 29,379 129,878 -6,470
Mar21 161115 97.650 97.740 97.650 97.680 -0.010 16,674 88,612 -1,286
Total Volume and Open Interest 2,257,647 12,366,106 +0
Ultra T-Bond(CBOT)
Dec16 161115 162~31 165~07 162~31 163~23 +0~01 34,492 646,154 +446
Mar17 161115 164~01 164~04 162~25 162~26 +0~02 310 11,739 +251
Jun17 161115 162~04 162~04 162~04 162~04 +0~02      
Total Volume and Open Interest 34,802 657,893 +0
Ultra 10-Yr T-Note(CBOT)
Dec16 161115 136~085 137~050 136~080 136~130 -0~085 41,271 269,688 +903
Mar17 161115 136~080 136~080 136~005 136~005 -0~085 0 1 +0
Jun17 161115 136~005 136~005 136~005 136~005 -0~085      
Total Volume and Open Interest 41,271 269,689 +903
30 Day Federal Funds(CBOT)
Nov16 161115 99.595 99.595 99.592 99.592 unch 4,942 205,575 -635
Dec16 161115 99.485 99.485 99.480 99.485 unch 4,207 82,348 -844
Jan17 161115 99.395 99.400 99.385 99.390 -0.005 46,408 192,120 -7,243
Feb17 161115 99.385 99.385 99.375 99.375 -0.005 9,552 74,529 -1,126
Mar17 161115 99.360 99.365 99.350 99.355 -0.005 3,601 44,629 +49
Apr17 161115 99.350 99.360 99.340 99.345 unch 9,740 69,098 +2,040
Total Volume and Open Interest 100,349 876,382 +0
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 161110 99.94 99.94 99.94 99.94 unch 0 10 +0
Mar17 161110 99.94 99.94 99.94 99.94 unch      
Jun17 161110 99.94 99.94 99.94 99.94 unch      
Sep17 161110 99.94 99.94 99.94 99.94 unch      
Dec17 161110 99.94 99.94 99.94 99.94 unch      
Mar18 161110 99.95 99.95 99.95 99.95 unch      
Jun18 161110 99.81 99.81 99.81 99.81 unch      
Sep18 161110 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 10 +0
Japanese Gov't Bonds(SGX)
Dec16 161110 151.82 151.82 151.31 151.52 -0.33 665 14,507 -282
Mar17 161110 151.46 151.46 151.46 151.46 -0.33      
Jun17 161110 151.46 151.46 151.46 151.46 -0.33      
Total Volume and Open Interest 665 14,507 -282
Euro-Buxl(EUREX)
Dec16 161115 174.64 176.34 174.60 175.88 +2.22 47,224 201,035 -15,724
Mar17 161115 173.14 174.18 173.14 173.98 +2.22 2,550 42,653 +1,953
Jun17 161115 172.64 172.64 171.60 172.28 +2.22 0 5 +0
Total Volume and Open Interest 49,774 243,693 -13,771
Euro-Bund(EUREX)
Dec16 161115 160.21 160.63 160.15 160.41 +0.51 756,215 2,027,765 -222,728
Mar17 161115 161.87 162.37 161.87 162.15 +0.62 21,875 219,753 -583
Jun17 161115 160.30 160.30 159.73 159.73 +0.51 1 1 +1
Total Volume and Open Interest 778,091 2,247,519 -223,310
Euro-Bobl(EUREX)
Dec16 161115 130.73 130.80 130.68 130.73 +0.09 555,146 1,407,537 -83,010
Mar17 161115 132.22 132.29 132.17 132.22 +0.12 9,442 109,116 +6,163
Jun17 161115 130.98 130.98 130.98 130.98 +0.09      
Total Volume and Open Interest 564,588 1,516,653 -76,847
Euro-Schatz(EUREX)
Dec16 161115 112.00 112.02 111.99 112.00 +0.03 303,883 1,335,256 -27,033
Mar17 161115 111.93 111.94 111.93 111.93 +0.03 16,038 38,356 +15,132
Jun17 161115 112.00 112.00 112.00 112.00 +0.03      
Total Volume and Open Interest 319,921 1,373,612 -11,901
3-Mth Euribor(EUREX)
Dec16 161115 100.300 100.305 100.300 100.305 unch 0 3,193 +0
Mar17 161115 100.285 100.285 100.285 100.285 +0.005 1 3,254 +1
Jun17 161115 100.270 100.270 100.270 100.270 +0.010 1 33,645 -1
Total Volume and Open Interest 449 73,801 -107
Long Gilt(LIFFE)
Dec16 161115 123~23 124~13 123~20 124~04 +0~21 138,555 743,093 +2,568
Mar17 161115 123~03 123~23 123~03 123~23 +0~19 1 0 -1
Total Volume and Open Interest 138,556 743,093 +2,567
3-Mth Short Sterling(LIFFE)
Dec16 161115 99.60 99.60 99.59 99.60 +0.01 18,278 451,919 -1,103
Mar17 161115 99.57 99.58 99.56 99.57 +0.01 31,854 376,799 +4,669
Jun17 161115 99.54 99.54 99.52 99.53 +0.01 34,972 357,045 +3,089
Sep17 161115 99.50 99.51 99.47 99.49 +0.01 40,873 315,254 +2,369
Dec17 161115 99.44 99.46 99.42 99.44 +0.02 62,252 312,558 -2,603
Mar18 161115 99.38 99.40 99.37 99.38 +0.02 41,562 184,814 +2,374
Total Volume and Open Interest 556,273 2,779,103 -3,942
3-Mth Euribor(LIFFE)
Dec16 161115 100.305 100.305 100.300 100.300 unch 41,991 434,774 -1,447
Mar17 161115 100.285 100.290 100.280 100.285 unch 46,086 477,429 +448
Jun17 161115 100.270 100.275 100.265 100.270 +0.010 54,896 427,723 -5,876
Total Volume and Open Interest 622,037 3,434,127 -13,668
3-Mth Aus T-Bills(SFE)
Dec16 161115 98.22 98.22 98.20 98.22 unch 13,476 132,421 +666
Mar17 161115 98.23 98.24 98.21 98.22 -0.02 24,137 227,086 -13,042
Jun17 161115 98.22 98.23 98.18 98.21 -0.01 44,515 197,659 -4,859
Sep17 161115 98.18 98.19 98.13 98.17 -0.02 32,165 142,914 -2,529
Dec17 161115 98.12 98.14 98.06 98.11 -0.02 18,449 157,734 -5,390
Mar18 161115 98.04 98.06 97.98 98.04 -0.02 13,259 89,162 -3,986
Jun18 161115 97.96 97.99 97.89 97.97 -0.01 13,701 64,163 +565
Sep18 161115 97.89 97.92 97.79 97.89 -0.01 14,418 34,680 +3,391
Dec18 161115 97.78 97.84 97.70 97.81 unch 874 7,557 -78
Mar19 161115 97.69 97.75 97.60 97.73 +0.01 1,073 3,447 +25
Total Volume and Open Interest 176,170 1,059,720 -25,460
10-Year Aus T-Bonds(SFE)
Dec16 161115 97.38 97.41 97.29 97.38 unch 217,232 980,461 -20,916
Mar17 161115 97.38 97.38 97.38 97.38 unch      
Total Volume and Open Interest 217,232 980,461 -20,916
3-Year Aus T-Bonds(SFE)
Dec16 161115 98.18 98.21 98.12 98.17 -0.01 260,494 995,253 -37,760
Mar17 161115 98.17 98.17 98.17 98.17 -0.01      
Total Volume and Open Interest 260,494 995,253 -37,760
Gold(CMX)
Dec16 161115 1221.8 1231.4 1218.6 1224.5 +2.8 444,585 270,495 -27,834
Feb17 161115 1224.3 1234.1 1221.5 1227.4 +2.9 54,141 140,772 +11,627
Apr17 161115 1229.5 1236.0 1224.3 1230.2 +3.2 7,877 20,990 -1,461
Jun17 161115 1234.6 1238.2 1227.7 1233.0 +3.5 4,334 32,374 -903
Aug17 161115 1237.0 1238.1 1231.5 1235.6 +3.7 486 8,476 -84
Oct17 161115 1233.8 1242.7 1233.8 1238.3 +3.7 174 2,120 +23
Dec17 161115 1239.0 1245.0 1235.9 1241.0 +3.7 1,671 16,934 +775
Feb18 161115 1244.2 1244.2 1234.0 1244.2 +3.7 21 196 +3
Apr18 161115 1244.5 1247.3 1244.5 1247.3 +3.7 3 16 -3
Jun18 161115 1250.3 1254.5 1247.4 1250.3 +3.7 2 4,225 +0
Aug18 161115 1253.9 1253.9 1253.9 1253.9 +3.7      
Total Volume and Open Interest 514,460 504,128 -17,603
Silver(CMX)
Dec16 161115 1692.0 1713.5 1682.0 1704.3 +15.0 171,369 92,323 -10,050
Mar17 161115 1700.0 1723.0 1692.5 1714.3 +15.3 24,865 69,235 +1,993
May17 161115 1722.0 1723.5 1707.5 1720.6 +15.5 1,232 3,172 -27
Jul17 161115 1726.5 1756.5 1692.0 1726.5 +15.5 856 5,673 +406
Sep17 161115 1737.0 1737.0 1732.2 1732.2 +15.4 8 981 +5
Dec17 161115 1744.5 1748.5 1726.0 1740.2 +15.0 457 4,226 -211
Mar18 161115 1747.5 1817.0 1747.5 1747.5 +15.0 0 2 +0
Total Volume and Open Interest 199,696 179,361 -7,829
Platinum(NYMEX)
Jan17 161115 932.2 948.7 930.2 934.7 +1.1 25,858 56,723 -843
Apr17 161115 939.6 951.7 934.0 937.7 +0.6 514 6,239 -19
Jul17 161115 939.0 946.0 939.0 941.4 +0.3 140 169 +121
Oct17 161115 945.3 954.0 945.3 945.3 +0.3 0 165 +0
Total Volume and Open Interest 26,531 63,336 -741
Palladium(NYMEX)
Dec16 161115 696.10 706.95 688.80 705.95 +8.25 10,006 14,814 -721
Mar17 161115 696.20 706.90 689.50 705.70 +7.95 989 7,237 +455
Jun17 161115 692.20 707.00 692.20 706.95 +8.25 1 40 +1
Total Volume and Open Interest 10,996 22,092 -265
Copper(CMX)
Dec16 161115 252.05 257.00 242.60 250.50 -1.60 272,593 98,497 -8,594
Mar17 161115 253.00 257.95 243.50 251.45 -1.70 48,534 87,925 +3,600
May17 161115 257.55 257.55 244.85 252.00 -1.65 5,477 15,802 +660
Jul17 161115 256.65 257.70 248.35 252.40 -1.60 2,399 14,601 +931
Sep17 161115 249.75 252.55 248.20 252.55 -1.60 717 4,145 +136
Total Volume and Open Interest 332,467 233,646 -2,878
E-mini DJIA Index(CBOT)
Dec16 161115 18821 18885 18756 18880 +58 205,161 121,152 -1,310
Mar17 161115 18741 18821 18697 18821 +62 273 1,593 +17
Jun17 161115 18745 18745 18687 18745 +62 2 30 -1
Sep17 161115 18660 18660 18660 18660 +62      
Total Volume and Open Interest 205,436 122,775 -1,294
S & P 500(CME)
Dec16 161115 2161.50 2179.30 2158.70 2179.30 +18.90 2,951 82,086 -5,163
Mar17 161115 2174.40 2174.40 2171.00 2174.40 +19.00 10 1,174 -10
Jun17 161115 2169.00 2169.00 2165.50 2169.00 +19.10 10 1,033 -10
Sep17 161115 2163.70 2163.70 2160.20 2163.70 +19.10      
Total Volume and Open Interest 2,971 84,293 -5,183
S & P 500 E-Mini(Globex)
Dec16 161115 2161.00 2179.75 2158.50 2179.25 +18.75 1,883,989 2,862,982 -64,527
Mar17 161115 2154.75 2174.75 2154.75 2174.50 +19.00 4,500 38,323 +1,505
Jun17 161115 2151.25 2169.00 2151.25 2169.00 +19.00 66 2,717 +10
Sep17 161115 2163.75 2163.75 2135.50 2163.75 +19.25 1 17 +0
Total Volume and Open Interest 1,888,558 2,904,073 -63,014
NASDAQ 100 E-Mini(Globex)
Dec16 161115 4692.80 4779.30 4688.00 4766.00 +71.50 324,940 255,210 +2,829
Mar17 161115 4695.00 4777.80 4695.00 4765.00 +71.70 445 940 -6
Jun17 161115 4744.50 4759.00 4744.50 4759.00 +71.70 3 17 +0
Total Volume and Open Interest 325,388 256,195 +2,823
S&P Midcap 400(CME) e-Mini
Dec16 161115 1584.20 1596.00 1581.20 1593.30 +6.80 14,585 75,789 -339
Mar17 161115 1584.00 1590.80 1584.00 1590.80 +6.80 0 2 +0
Jun17 161115 1581.10 1581.10 1581.10 1581.10 +6.80      
Total Volume and Open Interest 14,585 75,791 -339
Volatility Index(CBOE)
Nov16 161115 14.50 14.65 13.15 13.20 -1.28 103,742 89,611 +0
Dec16 161115 16.05 16.15 15.27 15.28 -0.70 110,716 187,028 +0
Jan17 161115 17.32 17.42 16.90 16.93 -0.35 32,030 56,386 +0
Feb17 161115 17.95 18.08 17.55 17.73 -0.20 15,421 26,090 +0
Total Volume and Open Interest 278,876 409,111 +0
Russell 2000(ICE)
Dec16 161115 1298.10 1304.40 1288.40 1301.40 +3.40 198,748 331,253 +6,121
Mar17 161115 1287.50 1299.00 1286.00 1296.40 +3.40 43 424 +13
Jun17 161115 1292.40 1292.40 1292.40 1292.40 +3.40 0 170 +0
Total Volume and Open Interest 198,791 331,986 +6,134
Nikkei 225(CME)
Dec16 161115 17710 17930 17630 17920 +200 15,762 34,445 -282
Mar17 161115 17680 17950 17680 17950 +200 10 80 +4
Total Volume and Open Interest 15,772 34,525 -278
Nikkei 225(SGX)
Dec16 161115 17635 17675 17615 17635 +25 131,298 0 -210,814
Mar17 161115 17615 17615 17595 17595 +25 535 0 -5,194
Jun17 161110 17165 17165 17165 17165 +930      
Total Volume and Open Interest 59,871 208,134 -5,101
Nikkei 225(CME) Yen
Dec16 161115 17695 17915 17610 17900 +200 62,248 65,681 +993
Mar17 161115 17660 17850 17580 17850 +200 21 52 -30
Jun17 161115 17720 17720 17720 17720 +200      
Total Volume and Open Interest 62,269 65,733 +963
Nikkei 225(CME) e-Mini Yen
Dec16 161115 17870 17900 17860 17900 +200 0 207 +0
Mar17 161115 17850 17850 17850 17850 +200      
Jun17 161115 17720 17720 17720 17720 +200      
Total Volume and Open Interest 0 207 +0
CAC 40(EURONEXT)
Nov16 161115 4517.5 4554.0 4504.0 4536.5 +28.0 102,010 275,663 -16,145
Dec16 161115 4516.5 4548.5 4499.5 4531.0 +28.0 1,473 27,360 +844
Jan17 161115 4521.5 4521.5 4521.5 4521.5 +28.0 0 9 +0
Total Volume and Open Interest 103,483 303,097 -15,301
Hang Seng Index(HKFE)
Nov16 161115 22269 22412 22112 22328 +49 123,368 130,250 -2,961
Dec16 161115 22267 22428 22145 22343 +44 1,606 17,361 +296
Total Volume and Open Interest 125,064 149,848 -2,667
DAX(EUREX)
Dec16 161115 10704.0 10757.0 10660.5 10741.5 +40.0 111,214 177,414 -15,939
Mar17 161115 10705.5 10750.5 10662.0 10738.5 +40.0 111 6,173 -86
Jun17 161115 10715.0 10768.0 10708.0 10768.0 +40.0 4 193 -6
Total Volume and Open Interest 111,329 183,780 -16,031
Mini-DAX(EUREX)
Dec16 161115 10705.0 10756.0 10660.0 10741.5 +40.0 31,950 16,087 -1,195
Mar17 161115 10700.0 10746.0 10663.0 10738.5 +40.0 54 2,352 -103
Jun17 161115 10777.0 10777.0 10768.0 10768.0 +40.0 9 46 -2
Total Volume and Open Interest 32,013 18,485 -1,300
FT-SE 100(EURONEXT)
Dec16 161115 6766.00 6813.00 6755.50 6783.00 +35.00 157,511 742,673 -11,107
Mar17 161115 6735.00 6735.00 6710.50 6720.00 +35.00 528 8,150 -1
Jun17 161115 6656.00 6656.00 6656.00 6656.00 +35.00      
Total Volume and Open Interest 158,039 750,823 -11,108
SPI 200(SFE)
Dec16 161115 5349.0 5349.0 5306.0 5324.0 -27.0 56,424 277,198 -12,325
Mar17 161115 5293.0 5293.0 5270.0 5274.0 -27.0 0 1,762 +0
Jun17 161115 5258.0 5258.0 5258.0 5258.0 -27.0 0 1,397 +0
Total Volume and Open Interest 56,786 282,118 -12,024
FTSE MIB(ISE)
Dec16 161115 16690.00 16715.00 16485.00 16620.00 -37.00 39,660 42,600 +575
Mar17 161115 16500.00 16560.00 16465.00 16560.00 -35.00 580 1,502 +497
Jun17 161115 16190.00 16190.00 16190.00 16190.00 -35.00      
Total Volume and Open Interest 40,240 44,102 +1,072
KOSPI 200(KFE)
Dec16 161115 249.75 249.85 249.55 249.55 -1.10 140,416 132,341 +2,249
Mar17 161115 247.10 247.15 246.95 246.95 -1.10 692 12,977 +141
Jun17 161115 247.40 247.40 247.40 247.40 -1.10 10 1,973 +2
Total Volume and Open Interest 141,118 151,996 +2,492
GSCI(CME)
Dec16 161115 356.45 360.25 355.65 359.55 +9.65 3,433 13,981 +2,858
Jan17 161115 363.75 363.75 363.75 363.75 +10.05      
Feb17 161115 366.00 366.00 366.00 366.00        
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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