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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 16, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161116 993.25 997.75 982.75 985.75 -3.75 101,692 297,753 -848
Mar17 161116 1001.50 1006.00 991.50 994.50 -3.50 24,185 121,285 -606
May17 161116 1008.75 1013.25 999.25 1002.50 -3.00 9,514 68,454 -197
Jul17 161116 1014.00 1018.75 1005.25 1008.50 -2.25 7,523 77,998 -887
Aug17 161116 1015.25 1016.75 1004.75 1008.00 -2.00 761 3,879 +397
Sep17 161116 1004.00 1004.25 993.25 996.25 -0.50 253 1,695 +45
Nov17 161116 987.50 993.00 981.75 987.00 +0.75 3,660 39,780 +286
Jan18 161116 990.50 991.25 987.00 988.25 +1.00 168 1,633 -25
Mar18 161116 988.50 988.50 984.50 985.50 +0.50 31 904 +15
May18 161116 985.25 985.50 985.00 985.50 unch 14 281 +4
Jul18 161116 986.25 987.50 986.25 987.50 unch 23 434 +7
Aug18 161116 982.50 982.50 982.50 982.50 unch 0 17 +0
Sep18 161116 969.25 969.25 969.25 969.25 +2.00 0 17 +0
Nov18 161116 964.00 964.00 958.75 960.00 +0.50 40 798 +22
Total Volume and Open Interest 147,864 614,953 -2,436
Soybean Meal(CBOT)
Dec16 161116 310.90 312.00 307.60 308.40 -1.70 45,883 89,201 -5,685
Jan17 161116 313.10 314.10 309.90 310.70 -1.60 19,659 103,619 +4,112
Mar17 161116 315.10 316.20 312.10 313.00 -1.40 10,093 72,689 +1,703
May17 161116 316.60 317.40 313.90 314.90 -1.00 4,726 41,158 +258
Jul17 161116 318.40 319.10 315.90 316.90 -0.80 3,519 36,954 -453
Aug17 161116 317.80 318.10 315.70 316.80 -0.50 1,415 5,563 +116
Sep17 161116 314.90 316.30 314.90 316.10 -0.30 343 5,673 -164
Oct17 161116 314.80 314.80 312.30 313.70 unch 265 5,119 +19
Dec17 161116 315.00 315.20 312.70 314.20 +0.10 702 15,935 -131
Jan18 161116 313.60 313.90 313.60 313.60 -0.30 32 832 -1
Total Volume and Open Interest 86,645 378,959 -233
Soybean Oil(CBOT)
Dec16 161116 34.29 34.68 33.93 34.10 -0.11 60,796 122,654 -10,373
Jan17 161116 34.55 34.93 34.20 34.36 -0.10 29,187 129,523 -135
Mar17 161116 34.78 35.16 34.44 34.61 -0.09 10,992 76,139 +1,396
May17 161116 34.90 35.33 34.63 34.80 -0.09 3,216 47,716 +409
Jul17 161116 35.17 35.48 34.82 34.98 -0.08 2,864 41,256 +676
Aug17 161116 35.15 35.49 34.84 34.98 -0.07 102 4,661 -5
Sep17 161116 35.14 35.39 34.79 34.92 -0.08 131 3,757 +18
Oct17 161116 35.21 35.21 34.52 34.73 -0.07 52 3,390 -2
Dec17 161116 35.02 35.27 34.60 34.80 -0.06 363 11,640 +8
Jan18 161116 34.82 35.48 34.82 34.82 -0.05 2 519 +0
Total Volume and Open Interest 107,722 442,227 -8,015
Canola(WCE)
Nov16 161114 502.7 502.7 502.7 502.7 -4.2      
Jan17 161116 511.1 513.8 509.7 512.6 +1.5 10,313 137,861 +1,775
Mar17 161116 516.6 520.7 516.6 519.6 +1.6 3,351 28,588 -61
May17 161116 522.4 524.2 521.7 523.4 +2.3 626 13,725 +113
Jul17 161116 521.0 525.4 521.0 524.5 +2.5 800 11,080 +341
Total Volume and Open Interest 15,150 200,089 +2,227
Corn(CBOT)
Dec16 161116 341.50 343.50 338.50 338.50 -3.00 181,713 412,870 -16,959
Mar17 161116 349.00 351.25 346.25 346.50 -2.75 106,181 544,699 +6,447
May17 161116 356.50 358.00 353.25 353.50 -3.00 26,761 118,554 +2,994
Jul17 161116 363.50 365.25 360.25 360.25 -3.25 18,443 152,610 -2,150
Sep17 161116 370.50 372.00 367.25 367.50 -2.75 4,529 53,331 +1,020
Dec17 161116 379.25 381.00 376.00 376.25 -3.00 6,146 102,462 -198
Mar18 161116 389.00 390.75 386.00 386.00 -3.00 164 7,085 +59
May18 161116 396.25 396.25 391.75 391.75 -2.75 1 1,410 -1
Jul18 161116 400.00 400.00 396.00 396.00 -2.75 14 1,839 +1
Sep18 161116 393.75 393.75 392.75 392.75 -1.00 39 766 +1
Total Volume and Open Interest 344,090 1,401,516 -8,778
Wheat(CBOT)
Dec16 161116 399.25 401.00 396.75 397.00 -2.00 80,273 173,403 -11,382
Mar17 161116 419.00 420.00 413.75 414.25 -4.50 60,219 212,574 +11,288
May17 161116 432.00 433.50 427.50 428.00 -4.25 10,669 39,248 +979
Jul17 161116 447.00 448.25 442.25 442.75 -4.00 11,395 57,026 +456
Sep17 161116 462.50 464.25 458.75 458.75 -4.00 2,261 10,239 +484
Dec17 161116 482.00 484.00 478.50 478.75 -4.00 2,092 17,541 +790
Total Volume and Open Interest 167,365 513,749 +2,766
Wheat(KCBT)
Dec16 161116 407.75 408.75 401.50 403.50 -4.50 22,520 67,021 -1,264
Mar17 161116 425.00 425.75 418.50 420.75 -4.75 15,981 97,186 +1,749
May17 161116 437.25 437.25 430.50 432.75 -4.50 3,009 29,060 +193
Jul17 161116 447.75 449.00 442.00 444.00 -4.50 4,328 52,636 +885
Sep17 161116 460.00 460.00 457.00 458.50 -4.50 169 5,015 +11
Dec17 161116 478.75 479.00 475.75 476.25 -5.25 626 6,438 +163
Mar18 161116 485.25 489.25 485.25 487.75 -4.25 91 1,064 +25
Total Volume and Open Interest 46,838 259,059 +1,792
Wheat(MGE)
Dec16 161116 514.75 519.75 513.75 518.50 +3.75 3,602 21,714 -1,061
Mar17 161116 518.00 520.75 517.00 518.75 +0.75 3,174 25,847 +670
May17 161116 524.25 526.00 522.75 524.50 unch 502 10,019 +11
Jul17 161116 530.50 531.25 528.75 531.00 -0.50 349 5,017 +33
Sep17 161116 538.00 538.00 538.00 538.00 -1.00 275 3,619 -19
Dec17 161116 548.75 549.25 546.75 549.25 -0.50 25 2,654 +5
Total Volume and Open Interest 7,927 68,933 -361
Oats(CBOT)
Dec16 161116 232.50 235.00 230.25 233.50 +0.50 302 4,118 -153
Mar17 161116 233.00 235.00 229.25 232.50 +1.00 384 3,635 +208
May17 161116 228.25 232.00 228.00 229.75 +0.50 62 552 +35
Jul17 161116 232.25 232.25 229.00 232.25 +0.75 8 74 +3
Total Volume and Open Interest 756 8,444 +93
Rough Rice(CBOT)
Nov16 161114 9.13 9.13 9.13 9.13 -0.36 80 154 +55
Jan17 161116 9.43 9.73 9.40 9.69 +0.30 1,065 10,539 +327
Mar17 161116 9.66 9.95 9.66 9.95 +0.30 101 1,141 +71
May17 161116 10.00 10.19 9.97 10.19 +0.30 0 11 +0
Total Volume and Open Interest 1,166 11,707 +144
Live Cattle(CME)
Dec16 161116 105.300 108.350 105.150 108.200 +2.720 23,243 67,620 -6,321
Feb17 161116 106.385 108.700 106.385 108.500 +1.965 18,592 94,018 +1,856
Apr17 161116 106.800 108.850 106.785 108.635 +1.685 9,091 58,320 +652
Jun17 161116 98.535 100.450 98.535 100.330 +1.500 5,296 31,619 +1,424
Aug17 161116 95.850 97.050 95.850 96.950 +0.950 1,817 11,834 +233
Oct17 161116 96.600 97.480 96.500 97.450 +0.850 912 6,118 +330
Total Volume and Open Interest 59,146 271,551 -1,755
Feeder Cattle(CME)
Nov16 161116 126.500 127.000 126.350 126.980 +0.380 1,314 2,809 -195
Jan17 161116 122.785 125.680 122.650 125.330 +2.295 5,890 22,404 +377
Mar17 161116 118.400 121.400 118.400 121.050 +2.265 2,365 9,594 +354
Apr17 161116 118.050 120.800 118.035 120.450 +2.165 679 3,815 +17
May17 161116 117.535 119.885 117.500 119.600 +1.920 497 2,940 +151
Aug17 161116 118.230 120.450 118.230 120.250 +2.100 120 1,188 +56
Sep17 161116 117.730 118.430 117.600 118.430 +1.850 0 44 +0
Total Volume and Open Interest 10,865 42,804 +760
Lean Hogs(CME)
Dec16 161116 46.285 48.285 46.250 48.035 +1.905 23,254 61,073 -6,739
Feb17 161116 53.050 54.650 53.050 54.535 +1.635 18,404 89,256 +4,196
Apr17 161116 60.300 61.950 60.300 61.750 +1.515 5,116 43,124 -410
May17 161116 68.050 69.035 68.050 69.000 +1.275 29 798 +8
Jun17 161116 72.330 73.885 72.330 73.785 +1.455 2,180 16,544 +208
Jul17 161116 73.450 74.580 73.400 74.500 +1.115 530 10,113 +2
Aug17 161116 73.500 74.450 73.450 74.430 +0.930 249 5,633 +102
Oct17 161116 62.550 63.150 62.400 63.000 +0.570 192 1,771 +75
Total Volume and Open Interest 50,046 229,462 -2,528
Class III Milk(CME)
Nov16 161116 16.73 16.79 16.68 16.69 -0.01 116 5,435 +91
Dec16 161116 16.52 16.67 16.45 16.48 +0.04 189 5,379 -42
Jan17 161116 16.05 16.07 15.95 15.95 -0.04 101 2,972 +54
Feb17 161116 15.98 16.03 15.93 15.93 -0.07 43 2,734 +14
Mar17 161116 15.94 16.02 15.92 15.93 -0.08 19 2,507 +10
Apr17 161116 16.00 16.10 16.00 16.08 -0.02 23 2,302 +18
May17 161116 16.25 16.27 16.17 16.21 -0.04 35 2,224 +32
Jun17 161116 16.33 16.40 16.33 16.40 unch 24 2,018 +9
Jul17 161116 16.54 16.56 16.54 16.55 unch 10 1,114 +10
Aug17 161116 16.78 16.80 16.78 16.80 +0.05 8 1,116 +5
Sep17 161116 16.95 16.97 16.95 16.97 +0.02 9 1,130 +9
Oct17 161116 16.90 16.95 16.90 16.90 unch 15 760 +13
Nov17 161116 16.84 16.89 16.84 16.86 +0.02 15 687 +15
Total Volume and Open Interest 636 31,536 +257
Cocoa(ICE)
Dec16 161116 2384 2428 2384 2412 +34 5,155 1,652 -6,070
Mar17 161116 2397 2422 2390 2411 +16 25,175 143,823 +1,501
May17 161116 2397 2420 2388 2408 +16 6,752 39,735 +1,001
Jul17 161116 2397 2425 2396 2413 +16 3,328 21,150 +1,308
Sep17 161116 2412 2429 2403 2421 +15 1,187 11,818 +449
Dec17 161116 2416 2432 2415 2427 +14 361 6,882 +23
Mar18 161116 2424 2441 2424 2436 +12 141 7,809 +29
Total Volume and Open Interest 42,637 233,961 -1,449
Coffee "C"(ICE)
Dec16 161116 161.90 162.75 160.10 161.25 -0.55 22,234 19,500 -10,523
Mar17 161116 165.45 166.20 163.30 164.40 -0.90 37,346 112,542 +3,378
May17 161116 167.80 168.60 165.75 166.75 -0.95 11,260 39,872 +3,746
Jul17 161116 169.95 170.75 167.85 168.85 -0.95 2,862 13,057 -189
Sep17 161116 172.00 172.10 169.85 170.65 -1.00 1,291 7,792 -675
Dec17 161116 174.40 174.40 172.50 173.05 -0.95 244 9,847 -22
Total Volume and Open Interest 75,678 207,497 -4,186
Orange Juice(ICE)
Jan17 161116 208.65 210.50 206.65 208.95 +0.30 1,039 14,043 -334
Mar17 161116 206.95 207.05 203.30 205.45 -0.10 90 1,430 -5
May17 161116 205.70 205.80 202.85 204.65 -0.10 50 424 -20
Jul17 161116 204.50 204.50 204.05 204.05 unch 25 114 +23
Sep17 161116 200.80 200.80 200.80 200.80 unch      
Nov17 161116 197.90 197.90 197.90 197.90 unch 0 2 +0
Total Volume and Open Interest 1,204 16,013 -336
Sugar #11(ICE)
Mar17 161116 21.15 21.17 20.31 20.36 -0.79 35,038 435,748 -3,451
May17 161116 20.65 20.65 19.82 19.87 -0.72 10,697 154,710 -295
Jul17 161116 19.76 19.82 19.20 19.24 -0.60 7,998 117,686 -909
Oct17 161116 19.24 19.31 18.82 18.85 -0.49 4,260 71,063 +638
Mar18 161116 19.00 19.09 18.73 18.74 -0.35 1,180 35,766 -56
May18 161116 18.35 18.45 18.15 18.15 -0.27 779 12,165 +78
Jul18 161116 17.74 17.80 17.56 17.56 -0.24 709 8,989 +187
Oct18 161116 17.52 17.57 17.37 17.37 -0.23 361 7,893 +249
Total Volume and Open Interest 61,229 848,779 -3,475
London Cocoa(LCE)
Dec16 161116 2017 2038 2010 2034 +15 3,400 79,939 -1,279
Mar17 161116 1988 2010 1984 2002 +10 11,217 98,718 +711
May17 161116 1989 2006 1982 1997 +6 5,997 55,653 +101
Jul17 161116 2000 2019 1996 2008 +5 2,990 18,382 -274
Sep17 161116 2007 2025 2003 2014 +3 1,599 26,188 +475
Dec17 161116 2000 2020 1998 2009 +2 403 15,325 +134
Mar18 161116 2001 2011 1996 2008 +2 65 5,958 -25
Total Volume and Open Interest 25,701 300,439 -127
London Sugar(LCE)
Mar17 161116 554.00 556.50 538.90 541.20 -13.50 6,773 37,123 +2,143
May17 161116 548.00 550.00 533.90 535.80 -12.90 579 18,648 +72
Aug17 161116 531.50 533.60 521.30 522.70 -10.40 225 8,149 +23
Oct17 161116 513.80 514.10 504.00 504.90 -9.00 174 10,417 +91
Dec17 161116 502.10 504.00 496.50 496.50 -7.50 11 2,033 +10
Total Volume and Open Interest 13,890 89,482 -2,168
Cotton(ICE)
Dec16 161116 70.66 72.28 70.37 72.13 +1.44 17,188 32,338 -10,739
Mar17 161116 70.31 71.78 70.12 71.69 +1.21 17,436 151,782 +3,953
May17 161116 70.90 72.35 70.72 72.28 +1.18 1,793 27,026 +596
Jul17 161116 71.30 72.53 71.05 72.46 +1.00 729 11,805 +118
Oct17 161116 71.59 71.59 71.59 71.59 +0.58 0 32 +0
Dec17 161116 70.00 70.62 69.78 70.56 +0.47 259 15,659 +135
Total Volume and Open Interest 37,413 239,770 -5,934
Lumber(CME)
Jan17 161116 310.3 321.7 310.3 315.6 +2.7 452 3,171 +78
Mar17 161116 320.0 330.4 320.0 323.4 +2.1 45 424 +12
May17 161116 330.1 336.1 330.0 330.0 unch 5 84 +1
Jul17 161116 340.0 348.5 340.0 345.2 +3.7 2 18 +0
Total Volume and Open Interest 627 3,845 +32
Crude Oil(NYM)
Dec16 161116 45.77 46.41 45.03 45.57 -0.24 704,766 255,898 -48,314
Jan17 161116 46.43 46.99 45.65 46.10 -0.29 378,509 570,363 +21,691
Feb17 161116 47.10 47.63 46.32 46.77 -0.29 105,236 148,102 +5,300
Mar17 161116 47.65 48.24 46.97 47.44 -0.27 83,436 193,804 +1,210
Apr17 161116 48.23 48.79 47.58 48.05 -0.24 46,122 105,153 +8,752
May17 161116 48.95 49.28 48.09 48.58 -0.21 20,062 62,069 -599
Jun17 161116 49.22 49.68 48.49 48.99 -0.18 45,127 159,053 +5,662
Jul17 161116 49.20 49.92 48.77 49.28 -0.17 12,539 41,245 +867
Aug17 161116 49.83 50.10 49.08 49.49 -0.17 6,471 30,222 -2,609
Sep17 161116 49.34 50.24 49.34 49.66 -0.18 8,673 49,174 +1,331
Oct17 161116 50.28 50.43 49.66 49.81 -0.19 3,386 27,059 +75
Nov17 161116 49.85 50.55 49.57 49.97 -0.20 3,082 27,514 +218
Dec17 161116 50.24 50.81 49.66 50.13 -0.22 33,961 178,235 -1,154
Jan18 161116 50.23 50.23 50.08 50.23 -0.24 3,242 22,138 +1,151
Feb18 161116 50.34 51.00 50.34 50.34 -0.25 600 7,535 +24
Mar18 161116 50.46 50.46 49.30 50.46 -0.25 1,180 21,752 +273
Total Volume and Open Interest 1,467,358 2,064,731 -5,324
e-miNY Crude Oil(NYM)
Dec16 161116 45.750 46.400 45.000 45.575 -0.225 9,463 3,947 -394
Jan17 161116 46.375 46.950 45.575 46.100 -0.300 1,191 1,592 +187
Feb17 161116 46.825 47.575 46.400 46.775 -0.275 104 652 +40
Mar17 161116 47.925 48.100 47.125 47.450 -0.250 32 197 +3
Apr17 161116 48.475 48.475 48.050 48.050 -0.250 8 150 -1
May17 161116 49.175 49.175 48.400 48.575 -0.225 48 132 +48
Jun17 161116 48.575 49.500 48.575 49.000 -0.175 49 184 +40
Jul17 161116 49.275 49.275 48.650 49.275 -0.175 4 123 +4
Aug17 161116 49.500 49.500 49.350 49.500 -0.150 0 144 +0
Sep17 161116 49.650 49.650 48.300 49.650 -0.200 0 65 +0
Total Volume and Open Interest 10,934 7,413 -67
NY Harbor ULSD(NYM)
Dec16 161116 144.39 145.45 142.40 143.50 -0.89 50,887 64,004 -3,579
Jan17 161116 145.80 146.80 143.83 144.81 -0.99 29,153 93,230 +716
Feb17 161116 147.18 148.11 145.28 146.14 -1.07 15,231 47,136 +1,644
Mar17 161116 147.40 148.93 146.23 146.98 -1.10 12,222 47,661 +199
Apr17 161116 148.20 149.00 146.47 147.24 -1.08 5,102 32,979 +1,258
May17 161116 148.54 149.70 147.68 148.04 -1.05 2,471 15,895 -60
Jun17 161116 150.36 150.57 148.20 148.95 -1.03 6,565 33,392 +270
Jul17 161116 150.29 150.68 149.73 150.21 -1.01 902 4,601 +65
Aug17 161116 151.57 151.97 151.28 151.51 -1.00 938 4,639 +125
Sep17 161116 153.00 153.00 152.48 152.93 -0.97 1,061 5,846 +457
Oct17 161116 154.50 155.69 153.38 154.26 -0.94 874 3,064 +231
Nov17 161116 156.02 156.02 155.46 155.46 -0.92 1,548 2,831 -66
Dec17 161116 157.10 157.98 155.50 156.58 -0.91 4,909 30,408 +147
Jan18 161116 157.05 159.93 157.05 157.75 -0.92 102 2,194 -2
Total Volume and Open Interest 132,370 399,979 +1,542
RBOB Gasoline(NYM)
Dec16 161116 133.40 134.88 131.05 131.91 -1.59 54,214 76,731 -5,457
Jan17 161116 133.64 135.02 131.48 132.28 -1.48 42,151 125,920 +605
Feb17 161116 134.87 136.23 132.83 133.50 -1.51 15,424 35,632 -835
Mar17 161116 137.31 138.44 135.10 135.68 -1.54 9,574 36,454 +252
Apr17 161116 156.90 158.03 155.06 155.65 -1.30 5,571 29,491 +91
May17 161116 158.96 158.96 156.67 157.12 -1.20 2,816 15,159 +313
Jun17 161116 158.22 159.41 156.58 157.29 -1.09 3,360 19,613 -170
Jul17 161116 157.30 157.68 156.20 156.46 -1.04 571 5,131 -92
Aug17 161116 155.25 156.23 154.37 154.99 -1.04 440 3,126 +57
Sep17 161116 153.13 153.13 152.78 152.78 -1.08 478 6,886 +29
Total Volume and Open Interest 136,812 379,976 -4,937
e-miNY RBOB Gasoline(NYM)
Dec16 161116 131.90 131.90 131.90 131.90 -1.60 0 1 +0
Jan17 161116 132.30 132.30 132.28 132.30 -1.46      
Feb17 161116 133.50 133.50 133.50 133.50 -1.51      
Mar17 161116 135.68 135.68 135.68 135.68 -1.54      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec16 161116 2.710 2.782 2.669 2.764 +0.055 138,940 102,832 -11,751
Jan17 161116 2.883 2.937 2.844 2.920 +0.035 103,271 284,630 +7,328
Feb17 161116 2.920 2.977 2.891 2.960 +0.029 30,267 76,874 +2,364
Mar17 161116 2.916 2.976 2.895 2.961 +0.027 38,949 174,574 +2,366
Apr17 161116 2.889 2.935 2.872 2.920 +0.021 37,447 96,878 +843
May17 161116 2.903 2.951 2.898 2.935 +0.022 13,038 67,398 -301
Jun17 161116 2.952 2.986 2.940 2.973 +0.021 9,403 47,726 +1,384
Jul17 161116 2.991 3.024 2.985 3.011 +0.021 6,365 31,137 +24
Aug17 161116 2.967 3.028 2.967 3.015 +0.021 3,102 21,933 +4
Sep17 161116 2.955 3.013 2.952 2.999 +0.019 2,855 23,316 +199
Oct17 161116 2.995 3.030 2.991 3.016 +0.018 8,977 68,526 -1,188
Nov17 161116 3.017 3.077 3.017 3.062 +0.016 2,404 24,219 -145
Dec17 161116 3.170 3.226 3.167 3.212 +0.017 1,441 27,202 -7
Jan18 161116 3.308 3.308 3.277 3.298 +0.016 2,319 23,225 +250
Feb18 161116 3.239 3.284 3.239 3.268 +0.011 1,108 7,356 -112
Mar18 161116 3.175 3.220 3.175 3.199 +0.008 1,817 18,947 -313
Total Volume and Open Interest 403,945 1,186,452 +773
Brent Crude Oil(ICE)
Jan17 161116 46.88 47.56 46.25 46.63 -0.32 260,146 429,802 -14,339
Feb17 161116 48.03 48.49 47.21 47.62 -0.33 132,511 380,547 +28,717
Mar17 161116 48.68 49.23 47.96 48.41 -0.30 66,645 275,552 +200
Apr17 161116 49.30 49.80 48.60 49.07 -0.27 31,282 122,254 +294
May17 161116 49.84 50.34 49.13 49.61 -0.26 16,822 93,459 +245
Jun17 161116 50.27 50.75 49.54 50.05 -0.25 46,650 191,524 +867
Jul17 161116 50.62 51.05 49.96 50.40 -0.24 6,188 42,654 +205
Aug17 161116 50.73 51.36 50.24 50.68 -0.24 4,359 37,157 -266
Sep17 161116 50.94 51.53 50.47 50.93 -0.24 7,467 65,596 -369
Oct17 161116 50.66 51.17 50.66 51.17 -0.24 1,298 31,731 -73
Nov17 161116 50.81 51.39 50.81 51.39 -0.24 780 22,402 -202
Dec17 161116 51.83 52.30 51.10 51.59 -0.24 30,592 212,503 +181
Jan18 161116 51.78 51.78 51.78 51.78 -0.25 695 26,050 +79
Feb18 161116 51.97 51.97 51.97 51.97 -0.25 723 18,766 +385
Total Volume and Open Interest 629,968 2,261,754 +18,200
Gas Oil(ICE)
Dec16 161116 423.00 425.75 417.00 421.25 +4.25 67,162 156,057 -4,445
Jan17 161116 426.25 429.25 420.25 424.75 +4.00 41,472 157,651 +1,378
Feb17 161116 430.25 433.00 424.25 428.75 +3.75 11,311 73,036 +611
Mar17 161116 434.25 436.75 428.25 432.50 +3.50 8,322 50,643 +317
Apr17 161116 437.75 440.50 431.75 436.00 +3.25 2,833 32,298 -145
May17 161116 440.50 442.75 435.00 439.25 +3.25 1,747 26,106 +267
Jun17 161116 442.50 446.50 438.00 442.25 +3.00 9,205 68,202 +2,227
Jul17 161116 447.50 450.25 442.50 446.00 +3.00 1,125 19,583 +316
Aug17 161116 451.50 453.75 446.00 449.50 +2.75 556 14,640 -33
Sep17 161116 454.50 457.25 448.75 452.75 +2.50 2,614 26,432 +86
Total Volume and Open Interest 162,801 820,684 +1,031
Ethanol(CBOT)
Dec16 161116 1.500 1.550 1.490 1.520 -0.011 266 2,649 -148
Jan17 161116 1.475 1.481 1.431 1.459 -0.011 194 1,658 +38
Feb17 161116 1.445 1.467 1.445 1.453 -0.012 69 544 -52
Mar17 161116 1.479 1.479 1.466 1.469 -0.010 24 265 -9
Apr17 161116 1.479 1.489 1.479 1.489 -0.010 0 235 +0
May17 161116 1.482 1.496 1.482 1.496 -0.010 0 5 +0
Jun17 161116 1.496 1.496 1.496 1.496 -0.010      
Jul17 161116 1.496 1.496 1.496 1.496 -0.010      
Total Volume and Open Interest 553 5,372 -171
WTI Crude Oil(ICE)
Dec16 161116 45.74 46.42 44.39 45.57 -0.24 74,466 59,244 -10,985
Jan17 161116 46.35 47.00 44.60 46.10 -0.29 88,494 106,394 -274
Feb17 161116 46.97 47.64 45.27 46.77 -0.29 45,633 67,346 +6,111
Mar17 161116 47.53 48.21 45.94 47.44 -0.27 18,890 47,982 +2,376
Apr17 161116 48.49 48.84 46.56 48.05 -0.24 11,544 17,520 +11
May17 161116 48.99 49.29 47.10 48.58 -0.21 5,554 11,235 +147
Jun17 161116 49.35 49.67 47.50 48.99 -0.18 12,621 51,035 +2,215
Jul17 161116 48.99 49.69 48.80 49.28 -0.17 1,531 7,629 -430
Aug17 161116 49.89 49.89 49.49 49.49 -0.17 543 6,226 -18
Sep17 161116 49.66 49.66 49.66 49.66 -0.18 548 14,961 +68
Oct17 161116 49.81 49.81 49.81 49.81 -0.19 202 3,698 +71
Nov17 161116 49.97 49.97 49.97 49.97 -0.20 239 2,142 +134
Dec17 161116 50.64 50.67 48.75 50.13 -0.22 6,558 72,669 -384
Jan18 161116 50.23 50.23 50.23 50.23 -0.24 34 983 -3
Feb18 161116 50.34 50.34 50.34 50.34 -0.25 44 622 +24
Mar18 161116 50.46 50.46 50.46 50.46 -0.25 16 3,545 +8
Total Volume and Open Interest 269,104 547,189 -279
US Dollar Index(ICE)
Dec16 161116 100.070 100.600 99.915 100.438 +0.188 54,245 72,780 +156
Mar17 161116 100.020 100.505 99.840 100.348 +0.173 2,918 6,033 +840
Jun17 161116 99.900 100.375 99.880 100.257 +0.173 98 404 +54
Total Volume and Open Interest 57,321 79,447 +1,108
Australian Dollar(CME)
Dec16 161116 75.50 75.63 74.53 74.74 -0.69 99,419 117,705 -3,103
Mar17 161116 75.37 75.48 74.40 74.60 -0.68 486 1,879 +168
Jun17 161116 75.28 75.28 74.38 74.43 -0.69 0 57 +0
Total Volume and Open Interest 99,905 119,647 -2,935
British Pound(CME)
Dec16 161116 124.54 125.09 124.16 124.47 -0.30 138,399 241,132 -1,272
Mar17 161116 124.78 125.36 124.44 124.74 -0.29 294 3,913 +69
Jun17 161116 125.50 125.50 124.85 125.01 -0.29 1 637 +1
Total Volume and Open Interest 138,694 245,866 -1,202
Canadian Dollar(CME)
Dec16 161116 74.36 74.62 74.06 74.43 +0.14 77,414 122,972 +368
Mar17 161116 74.44 74.69 74.14 74.50 +0.14 274 3,643 -1
Jun17 161116 74.30 74.79 74.24 74.57 +0.15 22 529 +17
Sep17 161116 74.82 74.82 74.37 74.64 +0.15 3 333 +1
Total Volume and Open Interest 77,713 127,847 +385
Japanese Yen(CME)
Dec16 161116 91.81 92.02 91.21 91.71 +0.14 184,552 167,735 -1,409
Mar17 161116 92.24 92.41 91.62 92.12 +0.14 912 3,534 +239
Jun17 161116 92.49 92.72 92.02 92.56 +0.13 12 134 +8
Total Volume and Open Interest 185,476 171,433 -1,162
Swiss Franc(CME)
Dec16 161116 99.97 100.32 99.57 99.91 -0.04 37,871 53,138 +1,197
Mar17 161116 100.51 100.85 100.14 100.46 -0.04 63 179 +13
Jun17 161116 101.08 101.29 100.95 101.08 -0.05 0 15 +0
Total Volume and Open Interest 37,934 53,336 +1,210
EuroFX(CME)
Dec16 161116 107.35 107.73 106.80 106.95 -0.35 247,721 400,738 +88
Mar17 161116 107.86 108.18 107.26 107.41 -0.35 2,927 12,461 +837
Jun17 161116 108.55 108.65 107.77 107.91 -0.36 57 1,386 +27
Total Volume and Open Interest 250,712 414,784 +958
Mexican Peso(CME)
Dec16 161116 490.88 494.25 485.00 490.50 -0.75 80,087 124,527 +1,597
Jan17 161116 489.25 489.25 489.25 489.25 -0.50      
Total Volume and Open Interest 80,185 155,646 +1,589
Brazilian Real(CME)
Dec16 161116 293.80 295.00 289.00 290.55 -0.20 1,972 27,142 +14
Jan17 161116 287.85 289.75 286.70 287.85 +0.25 2 42 +0
Feb17 161116 285.75 285.75 285.75 285.75 +0.80      
Mar17 161116 283.65 283.85 283.65 283.65 +0.60 0 1 +0
Total Volume and Open Interest 1,974 27,185 +14
30-Year T-Bonds(CBOT)
Dec16 161116 154~210 155~090 153~100 155~010 +0~240 481,386 592,761 +2,013
Mar17 161116 153~090 153~290 151~310 153~210 +0~240 3,610 6,470 +1,550
Jun17 161116 152~250 152~250 152~000 152~250 +0~240 1 1 +1
Total Volume and Open Interest 484,997 599,232 +3,564
10-Year T-Notes(CBOT)
Dec16 161116 126~185 126~220 125~285 126~150 +0~015 2,439,460 2,969,978 +47,075
Mar17 161116 125~285 126~005 125~065 125~260 +0~020 28,606 65,796 +6,901
Jun17 161116 125~180 125~180 125~180 125~180 +0~020      
Total Volume and Open Interest 2,468,066 3,035,774 +53,976
5-Year T-Notes(CBOT)
Dec16 161116 119~026 119~046 118~234 119~002 -0~004 1,294,808 2,781,710 -25,939
Mar17 161116 118~210 118~214 118~086 118~176 unch 43,961 113,601 +15,512
Jun17 161116 118~126 120~234 118~126 118~126 unch 0 3 +0
Total Volume and Open Interest 1,338,769 2,895,314 -10,427
2 Year T-Notes(CBOT)
Dec16 161116 108~264 108~272 108~240 108~260 +0~002 418,456 1,160,097 -8,019
Mar17 161116 108~192 108~196 108~166 108~186 +0~002 4,426 22,464 +712
Jun17 161116 108~186 108~186 108~186 108~186 +0~002      
Total Volume and Open Interest 422,882 1,182,561 -7,307
Eurodollars(CME)
Dec16 161116 99.033 99.037 99.027 99.033 unch 635,141 1,502,676 -118,474
Mar17 161116 98.995 99.005 98.985 98.995 unch 581,854 1,322,295 -18,387
Jun17 161116 98.895 98.905 98.875 98.890 unch 494,709 1,385,206 -3,607
Sep17 161116 98.800 98.815 98.775 98.800 +0.005 380,557 1,053,883 -20,477
Dec17 161116 98.690 98.700 98.655 98.685 unch 748,275 1,584,126 +7,437
Mar18 161116 98.595 98.610 98.555 98.590 unch 560,679 762,680 -21,351
Jun18 161116 98.485 98.505 98.440 98.485 +0.005 389,487 650,589 +23,125
Sep18 161116 98.375 98.400 98.330 98.385 +0.010 329,498 446,379 -15,633
Dec18 161116 98.275 98.300 98.210 98.275 +0.015 442,996 751,576 -25,161
Mar19 161116 98.190 98.215 98.120 98.195 +0.015 354,339 542,707 +13,461
Jun19 161116 98.100 98.135 98.040 98.115 +0.015 303,308 458,616 +19,266
Sep19 161116 98.040 98.065 97.960 98.045 +0.020 203,485 334,455 +5,707
Dec19 161116 97.965 97.990 97.880 97.970 +0.020 285,503 396,518 +21,312
Mar20 161116 97.915 97.935 97.820 97.915 +0.020 175,862 234,085 +7,586
Jun20 161116 97.855 97.875 97.760 97.855 +0.015 155,503 131,718 +3,978
Sep20 161116 97.800 97.825 97.705 97.800 +0.015 112,373 115,090 +2,518
Dec20 161116 97.750 97.760 97.640 97.740 +0.015 94,666 129,066 -812
Mar21 161116 97.690 97.710 97.590 97.695 +0.015 86,745 86,760 -1,852
Total Volume and Open Interest 6,540,683 12,116,806 -249,300
Ultra T-Bond(CBOT)
Dec16 161116 164~06 165~14 162~12 165~01 +1~10 167,727 642,122 -4,032
Mar17 161116 163~16 164~16 161~31 164~06 +1~12 2,876 12,080 +341
Jun17 161116 163~16 163~16 163~16 163~16 +1~12      
Total Volume and Open Interest 170,603 654,202 -3,691
Ultra 10-Yr T-Note(CBOT)
Dec16 161116 136~190 136~245 135~200 136~170 +0~040 172,238 275,613 +5,925
Mar17 161116 136~030 136~080 136~030 136~030 +0~025 0 1 +0
Jun17 161116 136~030 136~030 136~030 136~030 +0~025      
Total Volume and Open Interest 172,238 275,614 +5,925
30 Day Federal Funds(CBOT)
Nov16 161116 99.592 99.595 99.592 99.592 unch 3,045 205,303 -272
Dec16 161116 99.480 99.485 99.480 99.485 unch 12,271 79,710 -2,638
Jan17 161116 99.390 99.390 99.380 99.390 unch 44,699 191,366 -754
Feb17 161116 99.375 99.380 99.370 99.375 unch 14,917 74,303 -226
Mar17 161116 99.355 99.365 99.350 99.355 unch 12,617 47,362 +2,733
Apr17 161116 99.345 99.355 99.335 99.345 unch 33,318 78,884 +9,786
Total Volume and Open Interest 177,490 888,364 +11,982
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 161115 99.94 99.94 99.94 99.94 unch 0 7 -3
Mar17 161115 99.94 99.94 99.94 99.94 unch      
Jun17 161115 99.94 99.94 99.94 99.94 unch      
Sep17 161115 99.94 99.94 99.94 99.94 unch      
Dec17 161115 99.94 99.94 99.94 99.94 unch      
Mar18 161115 99.95 99.95 99.95 99.95 unch      
Jun18 161115 99.81 99.81 99.81 99.81 unch      
Sep18 161115 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 -3
Japanese Gov't Bonds(SGX)
Dec16 161115 151.02 151.31 150.66 150.89 -0.63 3,118 15,432 +925
Mar17 161115 150.83 150.83 150.83 150.83 -0.63      
Jun17 161115 150.83 150.83 150.83 150.83 -0.63      
Total Volume and Open Interest 3,118 15,432 +925
Euro-Buxl(EUREX)
Dec16 161116 175.22 176.30 173.86 175.58 -0.30 68,779 211,661 +10,626
Mar17 161116 173.84 174.34 172.34 173.66 -0.32 3,607 46,039 +3,386
Jun17 161116 173.12 173.12 171.98 171.98 -0.30 0 5 +0
Total Volume and Open Interest 72,386 257,705 +14,012
Euro-Bund(EUREX)
Dec16 161116 160.32 160.59 159.82 160.32 -0.09 1,159,444 2,193,556 +165,791
Mar17 161116 162.07 162.30 161.52 162.05 -0.10 29,952 239,273 +19,520
Jun17 161116 159.47 159.47 159.47 159.47 -0.26 1 2 +1
Total Volume and Open Interest 1,189,397 2,432,831 +185,312
Euro-Bobl(EUREX)
Dec16 161116 130.73 130.77 130.58 130.70 -0.03 918,017 1,608,727 +201,190
Mar17 161116 132.16 132.19 132.07 132.18 -0.04 20,313 122,425 +13,309
Jun17 161116 130.95 130.95 130.95 130.95 -0.03      
Total Volume and Open Interest 938,330 1,731,152 +214,499
Euro-Schatz(EUREX)
Dec16 161116 112.01 112.03 111.99 112.01 +0.01 480,817 1,422,425 +87,169
Mar17 161116 111.93 111.95 111.93 111.94 +0.01 16,103 46,359 +8,003
Jun17 161116 112.01 112.01 112.01 112.01 +0.01      
Total Volume and Open Interest 496,920 1,468,784 +95,172
3-Mth Euribor(EUREX)
Dec16 161116 100.305 100.305 100.305 100.305 unch 3 3,190 -3
Mar17 161116 100.290 100.290 100.290 100.290 +0.005 2 3,253 -1
Jun17 161116 100.275 100.275 100.270 100.270 unch 0 33,645 +0
Total Volume and Open Interest 126 73,802 +1
Long Gilt(LIFFE)
Dec16 161116 123~26 124~07 123~15 123~28 -0~09 221,529 743,541 +448
Mar17 161116 123~12 123~12 123~12 123~12 -0~11 5 3 +3
Total Volume and Open Interest 221,534 743,544 +451
3-Mth Short Sterling(LIFFE)
Dec16 161116 99.60 99.60 99.59 99.59 -0.01 21,535 454,110 +2,191
Mar17 161116 99.57 99.58 99.56 99.57 unch 42,700 374,778 -2,021
Jun17 161116 99.53 99.55 99.52 99.53 unch 60,213 356,979 -66
Sep17 161116 99.49 99.51 99.47 99.49 unch 62,377 310,017 -5,237
Dec17 161116 99.44 99.45 99.42 99.44 unch 96,321 313,138 +580
Mar18 161116 99.37 99.40 99.36 99.38 unch 69,423 178,595 -6,219
Total Volume and Open Interest 732,529 2,771,722 -7,381
3-Mth Euribor(LIFFE)
Dec16 161116 100.305 100.305 100.300 100.305 +0.005 46,379 428,227 -6,547
Mar17 161116 100.290 100.295 100.280 100.290 +0.005 89,402 477,090 -339
Jun17 161116 100.270 100.275 100.265 100.275 +0.005 96,022 433,741 +6,018
Total Volume and Open Interest 1,002,089 3,390,795 -43,332
3-Mth Aus T-Bills(SFE)
Dec16 161116 98.21 98.22 98.21 98.22 unch 6,308 127,790 -4,631
Mar17 161116 98.23 98.24 98.22 98.24 +0.02 34,374 217,559 -9,527
Jun17 161116 98.21 98.23 98.20 98.23 +0.02 41,727 210,356 +12,697
Sep17 161116 98.17 98.19 98.16 98.19 +0.02 22,142 143,014 +100
Dec17 161116 98.11 98.14 98.10 98.13 +0.02 21,922 160,457 +2,723
Mar18 161116 98.04 98.06 98.03 98.06 +0.02 18,594 89,058 -104
Jun18 161116 97.97 97.99 97.95 97.99 +0.02 17,954 69,063 +4,900
Sep18 161116 97.90 97.91 97.87 97.91 +0.02 6,981 33,020 -1,660
Dec18 161116 97.83 97.84 97.79 97.83 +0.02 1,050 7,660 +103
Mar19 161116 97.55 97.75 97.55 97.75 +0.02 115 3,461 +14
Total Volume and Open Interest 171,181 1,064,335 +4,615
10-Year Aus T-Bonds(SFE)
Dec16 161116 97.37 97.41 97.36 97.39 +0.01 163,311 968,218 -12,243
Mar17 161116 97.39 97.39 97.39 97.39 +0.01      
Total Volume and Open Interest 163,311 968,218 -12,243
3-Year Aus T-Bonds(SFE)
Dec16 161116 98.17 98.20 98.15 98.19 +0.02 262,079 990,219 -5,034
Mar17 161116 98.19 98.19 98.19 98.19 +0.02      
Total Volume and Open Interest 262,079 990,219 -5,034
Gold(CMX)
Dec16 161116 1228.0 1233.1 1221.0 1223.9 -0.6 351,968 248,703 -21,792
Feb17 161116 1231.0 1236.1 1224.0 1226.9 -0.5 21,926 145,293 +4,521
Apr17 161116 1235.9 1237.7 1227.0 1229.8 -0.4 2,909 20,749 -241
Jun17 161116 1236.2 1241.2 1230.0 1232.6 -0.4 5,374 33,856 +1,482
Aug17 161116 1239.5 1239.5 1234.7 1235.2 -0.4 1,350 8,348 -128
Oct17 161116 1242.8 1245.7 1237.3 1237.8 -0.5 643 2,095 -25
Dec17 161116 1248.0 1248.4 1240.0 1240.4 -0.6 3,933 17,841 +907
Feb18 161116 1243.6 1243.6 1234.0 1243.6 -0.6 3 196 +0
Apr18 161116 1246.7 1246.7 1244.5 1246.7 -0.6 6 16 +0
Jun18 161116 1247.5 1249.7 1247.5 1249.7 -0.6 39 4,228 +3
Aug18 161116 1253.3 1253.3 1253.3 1253.3 -0.6      
Total Volume and Open Interest 389,428 488,774 -15,354
Silver(CMX)
Dec16 161116 1708.5 1723.5 1685.5 1692.7 -11.6 129,848 88,556 -3,767
Mar17 161116 1716.0 1733.0 1695.5 1703.0 -11.3 12,630 69,705 +470
May17 161116 1738.5 1738.5 1702.5 1709.3 -11.3 1,063 3,217 +45
Jul17 161116 1724.0 1724.0 1715.3 1715.3 -11.2 492 5,595 -78
Sep17 161116 1721.1 1737.0 1721.1 1721.1 -11.1 78 931 -50
Dec17 161116 1754.0 1754.0 1725.0 1729.2 -11.0 738 4,523 +297
Mar18 161116 1736.5 1817.0 1736.5 1736.5 -11.0 0 2 +0
Total Volume and Open Interest 145,766 176,219 -3,142
Platinum(NYMEX)
Jan17 161116 940.1 949.9 926.2 946.5 +11.8 21,033 56,534 -189
Apr17 161116 942.6 952.5 930.4 949.7 +12.0 186 6,254 +15
Jul17 161116 953.4 953.4 939.0 953.4 +12.0 6 174 +5
Oct17 161116 957.3 957.3 954.0 957.3 +12.0 0 165 +0
Total Volume and Open Interest 21,237 63,171 -165
Palladium(NYMEX)
Dec16 161116 704.00 719.55 690.10 718.80 +12.85 8,399 14,714 -100
Mar17 161116 703.90 719.65 690.45 718.90 +13.20 1,108 7,787 +550
Jun17 161116 701.45 720.15 694.15 720.15 +13.20 49 54 +14
Total Volume and Open Interest 9,564 22,557 +465
Copper(CMX)
Dec16 161116 250.80 251.20 244.45 246.75 -3.75 146,873 93,322 -5,175
Mar17 161116 251.75 252.15 245.75 247.90 -3.55 30,017 93,191 +5,266
May17 161116 250.20 252.30 246.50 248.50 -3.50 4,487 16,916 +1,114
Jul17 161116 249.50 252.25 247.75 248.95 -3.45 1,228 14,715 +114
Sep17 161116 248.35 249.20 248.30 249.20 -3.35 592 4,168 +23
Total Volume and Open Interest 185,297 235,397 +1,751
E-mini DJIA Index(CBOT)
Dec16 161116 18874 18914 18793 18833 -47 212,519 119,735 -1,417
Mar17 161116 18825 18846 18738 18773 -48 1,109 2,215 +622
Jun17 161116 18750 18750 18650 18697 -48 1 31 +1
Sep17 161116 18612 18612 18612 18612 -48      
Total Volume and Open Interest 213,629 121,981 -794
S & P 500(CME)
Dec16 161116 2178.60 2183.00 2169.10 2172.80 -6.50 3,157 82,155 +69
Mar17 161116 2166.50 2169.40 2162.40 2167.80 -6.60 0 1,174 +0
Jun17 161116 2162.40 2164.00 2157.00 2162.40 -6.60 0 1,033 +0
Sep17 161116 2157.10 2158.70 2151.70 2157.10 -6.60      
Total Volume and Open Interest 3,157 84,362 +69
S & P 500 E-Mini(Globex)
Dec16 161116 2179.00 2185.00 2168.75 2172.75 -6.50 1,815,339 2,858,070 -4,912
Mar17 161116 2174.25 2179.75 2163.75 2167.75 -6.75 6,435 40,285 +1,962
Jun17 161116 2171.75 2174.25 2159.75 2162.50 -6.50 100 2,686 -31
Sep17 161116 2157.00 2157.00 2157.00 2157.00 -6.75 0 17 +0
Total Volume and Open Interest 1,821,898 2,901,071 -3,002
NASDAQ 100 E-Mini(Globex)
Dec16 161116 4765.00 4794.80 4736.30 4783.30 +17.30 285,041 256,237 +1,027
Mar17 161116 4767.80 4792.50 4735.80 4782.30 +17.30 564 975 +35
Jun17 161116 4737.50 4779.50 4737.50 4776.30 +17.30 1 18 +1
Total Volume and Open Interest 285,606 257,258 +1,063
S&P Midcap 400(CME) e-Mini
Dec16 161116 1593.90 1597.10 1587.30 1594.10 +0.80 20,356 75,496 -293
Mar17 161116 1591.60 1591.60 1586.50 1591.60 +0.80 0 2 +0
Jun17 161116 1581.90 1581.90 1581.90 1581.90 +0.80      
Total Volume and Open Interest 20,356 75,498 -293
Volatility Index(CBOE)
Nov16 161116 13.25 13.85 13.20 13.85 +0.65 87,681 63,965 -25,646
Dec16 161116 15.30 15.80 15.25 15.58 +0.30 106,305 205,875 +18,847
Jan17 161116 16.90 17.35 16.85 17.08 +0.15 30,515 62,003 +5,617
Feb17 161116 17.76 18.10 17.65 17.83 +0.10 12,952 26,979 +889
Total Volume and Open Interest 251,700 409,618 +507
Russell 2000(ICE)
Dec16 161116 1301.90 1305.60 1293.50 1301.40 unch 170,325 342,102 +10,849
Mar17 161116 1292.40 1298.70 1292.40 1296.40 unch 122 463 +39
Jun17 161116 1292.40 1292.40 1292.40 1292.40 unch 0 170 +0
Total Volume and Open Interest 170,447 342,874 +10,888
Nikkei 225(CME)
Dec16 161116 17910 17965 17795 17800 -120 14,105 34,973 +528
Mar17 161116 17920 17980 17830 17830 -120 22 94 +14
Total Volume and Open Interest 14,127 35,067 +542
Nikkei 225(SGX)
Dec16 161116 17865 17940 17855 17865 +230 71,355 209,558 +209,558
Mar17 161116 17825 17825 17810 17825 +230 15 5,591 +5,591
Jun17 161116 17700 17700 17700 17700 +230 1 1 +1
Total Volume and Open Interest 71,371 221,233 -7,391
Nikkei 225(CME) Yen
Dec16 161116 17880 17950 17780 17780 -120 69,445 67,656 +1,975
Mar17 161116 17790 17895 17730 17730 -120 10 52 +0
Jun17 161116 17600 17600 17600 17600 -120      
Total Volume and Open Interest 69,455 67,708 +1,975
Nikkei 225(CME) e-Mini Yen
Dec16 161116 17860 17890 17780 17780 -120 101 302 +95
Mar17 161116 17730 17730 17730 17730 -120      
Jun17 161116 17600 17600 17600 17600 -120      
Total Volume and Open Interest 101 302 +95
CAC 40(EURONEXT)
Nov16 161116 4555.5 4559.0 4479.5 4501.0 -35.5 170,214 282,336 +6,673
Dec16 161116 4555.5 4555.5 4474.0 4495.5 -35.5 61,327 63,470 +36,110
Jan17 161116 4544.0 4544.0 4468.0 4486.5 -35.0 6 12 +3
Total Volume and Open Interest 231,548 345,884 +42,787
Hang Seng Index(HKFE)
Nov16 161116 22329 22485 22189 22213 -115 112,640 130,068 -182
Dec16 161116 22328 22498 22207 22230 -113 1,707 17,162 -199
Total Volume and Open Interest 115,266 149,638 -210
DAX(EUREX)
Dec16 161116 10778.0 10782.0 10606.0 10669.5 -72.0 112,630 175,186 -2,228
Mar17 161116 10773.5 10775.0 10605.0 10666.5 -72.0 175 6,271 +98
Jun17 161116 10770.0 10770.0 10672.0 10696.0 -72.0 13 195 +2
Total Volume and Open Interest 112,818 181,652 -2,128
Mini-DAX(EUREX)
Dec16 161116 10778.0 10783.0 10607.0 10669.5 -72.0 30,123 16,289 +202
Mar17 161116 10759.0 10759.0 10615.0 10666.5 -72.0 105 2,378 +26
Jun17 161116 10763.0 10763.0 10645.0 10696.0 -72.0 0 46 +0
Total Volume and Open Interest 30,228 18,713 +228
FT-SE 100(EURONEXT)
Dec16 161116 6824.00 6827.50 6723.50 6741.50 -41.50 136,562 743,796 +1,123
Mar17 161116 6707.50 6710.50 6663.00 6678.00 -42.00 16 8,147 -3
Jun17 161116 6614.00 6614.00 6614.00 6614.00 -42.00      
Total Volume and Open Interest 136,578 751,943 +1,120
SPI 200(SFE)
Dec16 161116 5324.0 5355.0 5310.0 5320.0 -4.0 42,695 277,539 +341
Mar17 161116 5270.0 5270.0 5270.0 5270.0 -4.0 4 1,762 +0
Jun17 161116 5254.0 5254.0 5254.0 5254.0 -4.0 0 1,397 +0
Total Volume and Open Interest 42,716 282,476 +358
FTSE MIB(ISE)
Dec16 161116 16680.00 16755.00 16375.00 16510.00 -110.00 50,330 43,029 +429
Mar17 161116 16595.00 16655.00 16325.00 16450.00 -110.00 67 1,478 -24
Jun17 161116 16100.00 16100.00 16100.00 16100.00 -90.00      
Total Volume and Open Interest 50,397 44,507 +405
KOSPI 200(KFE)
Dec16 161116 250.25 250.45 249.65 250.45 +0.90 128,262 131,419 -922
Mar17 161116 247.45 247.80 247.10 247.80 +0.85 886 13,102 +125
Jun17 161116 249.00 249.05 249.00 249.05 +1.65 0 1,973 +0
Total Volume and Open Interest 129,148 151,199 -797
GSCI(CME)
Dec16 161116 358.00 360.80 356.55 357.45 -2.10 1,505 15,001 +1,020
Jan17 161116 361.65 361.65 361.65 361.65 -2.10      
Feb17 161116 363.90 363.90 363.90 363.90 -2.10      
Total Volume and Open Interest 2,596 15,163  
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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