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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri November 18, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161118 989.00 996.50 982.25 993.75 +4.25 94,098 295,051 -2,168
Mar17 161118 998.00 1005.25 991.25 1002.25 +3.75 27,078 124,946 +1,245
May17 161118 1006.00 1013.25 1000.00 1010.50 +3.25 13,543 70,857 +2,308
Jul17 161118 1013.25 1019.75 1007.25 1016.50 +2.50 13,383 80,168 +1,748
Aug17 161118 1013.00 1017.50 1010.50 1015.75 +2.50 821 4,192 +246
Sep17 161118 1002.00 1004.25 996.25 1002.75 +1.00 144 1,730 +33
Nov17 161118 992.50 996.75 986.00 992.75 -0.25 6,283 39,992 -15
Jan18 161118 994.00 998.75 991.25 993.50 -1.25 71 1,603 -29
Mar18 161118 988.50 994.00 980.25 984.00 -7.75 32 910 +5
May18 161118 991.25 991.25 980.75 983.75 -8.25 8 290 +4
Jul18 161118 993.75 993.75 983.50 986.25 -7.75 78 524 +67
Aug18 161118 981.25 981.25 981.25 981.25 -8.25 0 17 +0
Sep18 161118 969.25 969.25 969.25 969.25 -7.25 0 17 +0
Nov18 161118 965.00 969.00 960.00 960.00 -5.75 12 812 +5
Total Volume and Open Interest 155,551 621,134 +3,449
Soybean Meal(CBOT)
Dec16 161118 311.00 311.50 308.60 310.40 -1.10 29,614 81,777 -2,476
Jan17 161118 313.20 313.70 311.00 312.60 -1.20 17,494 108,199 +2,699
Mar17 161118 316.00 316.10 313.70 315.10 -1.40 8,081 76,487 +1,158
May17 161118 318.40 318.40 316.00 317.40 -1.40 4,395 40,739 -612
Jul17 161118 320.10 320.60 318.40 320.10 -1.10 4,134 38,657 +614
Aug17 161118 318.80 320.40 318.50 319.90 -1.20 719 5,827 +131
Sep17 161118 318.20 319.30 318.00 318.80 -1.50 171 5,702 -14
Oct17 161118 317.10 317.10 315.50 316.00 -2.10 372 5,197 +43
Dec17 161118 316.70 317.60 315.70 316.00 -2.70 773 16,327 +106
Jan18 161118 315.20 315.50 314.80 315.50 -2.90 0 838 +0
Total Volume and Open Interest 65,810 381,969 +1,652
Soybean Oil(CBOT)
Dec16 161118 33.65 34.30 33.45 34.05 +0.35 58,990 105,707 -4,691
Jan17 161118 33.93 34.56 33.72 34.31 +0.35 36,837 128,247 -526
Mar17 161118 34.18 34.80 33.99 34.56 +0.35 11,566 80,473 +1,108
May17 161118 34.38 34.99 34.18 34.75 +0.34 3,798 48,372 +122
Jul17 161118 34.57 35.17 34.35 34.94 +0.35 2,809 41,865 +602
Aug17 161118 34.50 35.15 34.40 34.93 +0.32 263 4,681 +6
Sep17 161118 34.58 34.91 34.58 34.88 +0.32 263 3,848 +91
Oct17 161118 34.33 34.85 34.21 34.70 +0.33 270 3,474 +73
Dec17 161118 34.27 34.93 34.26 34.78 +0.36 247 11,689 +24
Jan18 161118 34.48 34.80 34.48 34.80 +0.33 1 518 +0
Total Volume and Open Interest 115,047 429,844 -3,192
Canola(WCE)
Nov16 161114 502.7 502.7 502.7 502.7 -4.2      
Jan17 161118 515.0 517.8 514.0 514.5 -1.2 8,675 139,162 +74
Mar17 161118 522.4 524.0 520.2 520.6 -1.7 2,866 28,010 -836
May17 161118 526.0 527.0 523.2 524.0 -1.9 2,184 14,066 +491
Jul17 161118 525.7 527.4 524.0 524.6 -1.7 1,196 10,755 -483
Total Volume and Open Interest 15,854 201,221 -441
Corn(CBOT)
Dec16 161118 342.00 346.75 340.50 345.50 +3.50 145,238 377,474 -16,369
Mar17 161118 349.75 354.25 348.25 353.50 +3.75 91,546 562,033 +5,648
May17 161118 356.25 360.75 355.25 360.00 +3.50 22,233 127,438 +5,642
Jul17 161118 363.50 368.00 362.50 367.25 +3.75 15,917 154,507 +1,223
Sep17 161118 370.50 374.50 369.50 373.75 +3.50 3,788 53,486 +154
Dec17 161118 378.50 382.50 377.00 382.00 +3.50 5,799 103,510 +1,032
Mar18 161118 388.00 391.50 387.25 391.00 +3.00 441 7,410 +207
May18 161118 397.25 397.25 396.75 396.75 +3.25 13 1,390 -3
Jul18 161118 397.00 401.25 397.00 401.25 +3.50 8 1,823 -1
Sep18 161118 392.00 396.50 392.00 396.50 +3.75 7 766 +0
Total Volume and Open Interest 285,158 1,395,928 -2,357
Wheat(CBOT)
Dec16 161118 403.00 410.00 400.25 408.00 +5.00 70,180 148,322 -15,314
Mar17 161118 419.50 427.50 416.75 425.25 +5.25 65,352 227,526 +10,817
May17 161118 433.00 440.25 430.25 439.00 +5.75 12,892 46,453 +4,096
Jul17 161118 447.50 454.50 444.75 453.75 +5.50 8,537 58,511 +652
Sep17 161118 462.00 469.00 460.50 468.50 +4.50 918 10,314 +111
Dec17 161118 482.00 488.25 480.00 487.25 +3.25 1,781 18,408 +436
Total Volume and Open Interest 159,893 513,408 +923
Wheat(KCBT)
Dec16 161118 408.75 415.00 406.00 413.75 +5.00 27,340 57,002 -3,373
Mar17 161118 425.75 432.25 423.00 431.00 +5.25 23,800 109,201 +7,027
May17 161118 437.50 443.75 435.25 443.00 +5.25 6,092 32,153 +1,322
Jul17 161118 448.50 455.25 446.50 454.00 +5.00 6,155 54,655 +1,554
Sep17 161118 465.50 467.75 465.00 467.25 +4.50 235 5,078 +19
Dec17 161118 477.50 486.00 477.50 485.00 +5.00 844 6,696 +264
Mar18 161118 492.00 496.25 491.75 496.25 +4.75 706 1,460 +321
Total Volume and Open Interest 65,661 267,105 +7,360
Wheat(MGE)
Dec16 161118 526.00 533.00 525.00 529.25 +2.50 5,704 18,525 -1,863
Mar17 161118 524.00 530.00 521.75 526.50 +2.00 6,206 27,203 +915
May17 161118 527.75 533.50 527.50 530.50 +1.50 1,087 10,168 +151
Jul17 161118 534.00 539.00 534.00 535.50 +0.50 510 5,179 +140
Sep17 161118 544.00 544.00 541.50 541.50 -0.25 308 3,713 -8
Dec17 161118 556.50 556.50 550.00 551.25 -1.25 105 2,656 -2
Total Volume and Open Interest 13,920 67,507 -667
Oats(CBOT)
Dec16 161118 235.25 237.50 232.25 232.50 -2.50 349 3,828 -139
Mar17 161118 239.25 243.00 236.00 238.00 -1.75 370 3,956 +167
May17 161118 241.00 243.25 238.00 239.50 -0.75 5 556 +3
Jul17 161118 241.00 241.00 235.00 239.50 -2.50 0 75 +0
Total Volume and Open Interest 724 8,480 +31
Rough Rice(CBOT)
Nov16 161114 9.13 9.13 9.13 9.13 -0.36 80 154 +55
Jan17 161118 9.56 9.66 9.48 9.64 +0.13 469 10,668 -57
Mar17 161118 9.79 9.90 9.75 9.89 +0.11 42 1,150 -8
May17 161118 10.11 10.11 9.97 10.11 +0.10 7 14 +3
Total Volume and Open Interest 522 11,849 -61
Live Cattle(CME)
Dec16 161118 108.285 108.785 107.980 108.330 +0.100 27,424 59,001 -4,929
Feb17 161118 108.850 109.230 108.450 108.850 +0.050 23,855 101,249 +4,510
Apr17 161118 108.930 109.400 108.600 108.900 -0.080 12,684 59,169 -406
Jun17 161118 100.450 100.830 100.135 100.385 -0.315 9,279 35,446 +2,478
Aug17 161118 97.285 97.650 96.850 97.180 -0.170 2,799 12,901 +717
Oct17 161118 97.400 98.135 97.385 97.600 -0.130 1,745 6,678 +502
Total Volume and Open Interest 78,230 276,803 +3,104
Feeder Cattle(CME)
Jan17 161118 124.600 125.730 123.980 124.980 +0.050 5,739 22,801 +140
Mar17 161118 120.600 121.680 120.150 120.785 -0.250 3,062 10,447 +597
Apr17 161118 120.135 121.400 119.650 120.385 -0.065 993 4,183 +212
May17 161118 119.635 120.850 119.035 120.035 +0.335 440 3,161 +115
Aug17 161118 120.050 121.350 119.900 120.250 -0.050 376 1,386 +154
Sep17 161118 119.885 119.885 119.035 119.035 +0.305 21 59 +13
Oct17 161118 117.500 117.500 117.000 117.500 +0.300 2 11 +1
Total Volume and Open Interest 11,444 44,345 +1,008
Lean Hogs(CME)
Dec16 161118 47.535 48.100 47.035 47.800 +0.350 23,393 53,878 -5,229
Feb17 161118 54.250 54.450 53.535 54.180 -0.055 16,871 94,923 +3,707
Apr17 161118 61.300 61.430 60.680 61.130 -0.170 6,002 43,337 -272
May17 161118 68.035 68.700 68.000 68.635 -0.095 18 827 +3
Jun17 161118 73.150 73.430 72.700 73.250 -0.200 3,423 17,153 +281
Jul17 161118 73.785 74.200 73.550 73.980 -0.100 928 10,214 +97
Aug17 161118 73.550 73.900 73.480 73.800 -0.100 585 6,014 +318
Oct17 161118 62.400 62.600 62.300 62.550 -0.200 60 1,802 +25
Total Volume and Open Interest 51,306 229,316 -1,053
Class III Milk(CME)
Nov16 161118 16.74 16.76 16.73 16.75 +0.02 223 5,181 -173
Dec16 161118 16.71 17.01 16.71 16.94 +0.23 345 5,489 -1
Jan17 161118 16.15 16.39 16.15 16.33 +0.20 128 3,093 +49
Feb17 161118 16.10 16.26 16.10 16.24 +0.16 42 2,817 +14
Mar17 161118 16.14 16.27 16.09 16.27 +0.18 55 2,524 +16
Apr17 161118 16.20 16.36 16.20 16.33 +0.15 32 2,316 +4
May17 161118 16.30 16.40 16.30 16.33 +0.06 30 2,248 -1
Jun17 161118 16.41 16.50 16.41 16.50 +0.09 30 2,050 -2
Jul17 161118 16.65 16.70 16.61 16.61 +0.01 9 1,131 +2
Aug17 161118 16.84 16.85 16.79 16.79 -0.01 13 1,138 +11
Sep17 161118 17.00 17.03 16.94 17.03 +0.03 16 1,151 +10
Oct17 161118 16.97 16.97 16.94 16.97 +0.03 17 788 +15
Nov17 161118 16.89 16.92 16.87 16.89 +0.03 24 709 +9
Total Volume and Open Interest 999 31,852 -26
Cocoa(ICE)
Dec16 161118 2425 2447 2406 2432 +6 180 297 -182
Mar17 161118 2420 2439 2405 2425 +6 14,919 146,488 +92
May17 161118 2411 2431 2400 2419 +4 5,829 43,068 +2,469
Jul17 161118 2414 2432 2401 2419 +2 1,918 21,733 +310
Sep17 161118 2420 2437 2406 2425 +2 633 12,206 +194
Dec17 161118 2425 2442 2411 2431 +2 91 6,888 -23
Mar18 161118 2421 2444 2421 2440 +2 34 7,825 +1
Total Volume and Open Interest 24,119 240,123 +3,358
Coffee "C"(ICE)
Dec16 161118 158.75 161.00 157.45 157.85 -1.45 9,198 10,033 -5,375
Mar17 161118 162.55 164.60 161.40 162.10 -0.85 21,439 113,318 +287
May17 161118 164.75 166.90 163.80 164.35 -0.95 5,751 41,063 -209
Jul17 161118 167.30 169.00 165.85 166.40 -0.95 2,758 13,185 +407
Sep17 161118 169.20 170.80 167.85 168.20 -1.00 754 7,558 +3
Dec17 161118 170.80 172.60 170.25 170.60 -1.05 375 10,041 +149
Total Volume and Open Interest 40,764 200,358 -4,472
Orange Juice(ICE)
Jan17 161118 212.70 217.80 210.50 212.30 -0.10 619 13,838 -68
Mar17 161118 208.00 213.75 207.20 209.10 +1.10 136 1,420 -42
May17 161118 211.95 211.95 206.85 206.85 -0.05 32 462 +3
Jul17 161118 207.80 207.80 204.90 204.90 -1.05 5 116 +0
Sep17 161118 201.55 201.55 201.55 201.55 -1.15      
Nov17 161118 198.65 198.65 198.65 198.65 -1.15 0 2 +0
Total Volume and Open Interest 792 15,838 -107
Sugar #11(ICE)
Mar17 161118 20.20 20.50 20.05 20.15 -0.07 92,099 422,760 -9,141
May17 161118 19.70 19.93 19.57 19.62 -0.09 33,357 154,886 -1,262
Jul17 161118 19.08 19.26 18.96 18.99 -0.09 17,607 118,243 +1,431
Oct17 161118 18.68 18.84 18.60 18.61 -0.09 7,518 72,112 -244
Mar18 161118 18.60 18.75 18.55 18.56 -0.08 3,652 37,198 +1,098
May18 161118 18.04 18.15 17.99 17.99 -0.09 1,241 12,494 +175
Jul18 161118 17.46 17.55 17.41 17.42 -0.09 566 9,247 +186
Oct18 161118 17.25 17.30 17.14 17.21 -0.09 224 7,956 +53
Total Volume and Open Interest 156,708 839,660 -7,761
London Cocoa(LCE)
Dec16 161118 2027 2058 2023 2057 +26 2,888 76,458 -1,573
Mar17 161118 1995 2018 1991 2013 +12 13,489 96,786 -977
May17 161118 1999 2014 1988 2011 +12 7,983 56,933 +1,157
Jul17 161118 2005 2025 2001 2022 +13 2,907 18,388 -129
Sep17 161118 2013 2032 2007 2029 +14 1,475 26,053 -115
Dec17 161118 2020 2025 2010 2023 +11 1,448 14,738 -353
Mar18 161118 2012 2022 2011 2020 +10 23 5,965 +6
Total Volume and Open Interest 30,220 295,642 -1,979
London Sugar(LCE)
Mar17 161118 536.30 542.60 534.20 535.90 -2.00 11,158 36,249 -1,989
May17 161118 530.60 536.20 528.30 529.90 -2.60 3,004 18,859 -313
Aug17 161118 518.00 523.20 516.30 518.00 -2.10 1,253 8,108 -43
Oct17 161118 499.50 505.20 499.50 501.10 -1.40 978 10,428 -1
Dec17 161118 496.00 496.00 492.30 493.70 -1.40 111 2,055 +8
Total Volume and Open Interest 16,614 77,241 -2,275
Cotton(ICE)
Dec16 161118 73.50 73.62 72.67 73.40 +0.02 11,020 18,801 -4,821
Mar17 161118 72.54 72.60 71.59 72.32 -0.22 28,371 168,388 +9,151
May17 161118 73.00 73.13 72.06 72.93 -0.14 4,391 29,467 +1,744
Jul17 161118 73.03 73.07 72.06 72.99 -0.15 1,202 11,763 +234
Oct17 161118 71.86 71.86 71.86 71.86 -0.07 1 32 +0
Dec17 161118 70.86 70.86 69.90 70.78 -0.13 1,216 16,354 +429
Total Volume and Open Interest 46,243 245,932 +6,736
Lumber(CME)
Jan17 161118 321.9 322.6 318.3 320.7 -2.4 436 3,208 -1
Mar17 161118 330.5 330.9 327.9 330.6 -1.4 76 470 +6
May17 161118 336.1 336.5 335.8 336.5 -0.5 34 104 +11
Jul17 161118 346.5 347.9 343.7 346.5 -1.4 4 31 +2
Total Volume and Open Interest 555 3,842 +21
Crude Oil(NYM)
Dec16 161118 44.93 45.77 44.55 45.69 +0.27 658,169 107,138 -85,225
Jan17 161118 45.51 46.45 45.18 46.36 +0.38 419,130 591,782 +11,669
Feb17 161118 46.28 47.20 45.94 47.11 +0.40 92,395 154,208 +46
Mar17 161118 47.02 47.92 46.71 47.85 +0.40 63,351 203,880 +6,153
Apr17 161118 47.78 48.58 47.40 48.51 +0.39 26,555 104,598 -1,689
May17 161118 48.44 49.11 48.02 49.07 +0.37 17,205 64,885 +3,835
Jun17 161118 48.78 49.58 48.43 49.49 +0.35 40,045 167,213 +2,917
Jul17 161118 49.19 49.85 48.85 49.79 +0.34 5,777 41,810 +232
Aug17 161118 49.28 50.03 49.08 50.01 +0.33 5,352 31,907 +1,650
Sep17 161118 49.61 50.20 49.42 50.18 +0.32 5,664 48,885 -609
Oct17 161118 50.19 50.33 49.90 50.32 +0.31 2,908 27,037 +468
Nov17 161118 49.61 50.48 49.55 50.46 +0.30 4,461 28,602 +1,083
Dec17 161118 49.96 50.70 49.66 50.60 +0.28 33,755 179,520 +369
Jan18 161118 50.70 50.70 50.08 50.70 +0.27 4,729 26,394 +3,874
Feb18 161118 50.81 51.00 50.81 50.81 +0.26 625 7,641 +94
Mar18 161118 50.93 50.93 49.30 50.93 +0.26 514 22,006 +181
Total Volume and Open Interest 1,395,878 1,972,782 -54,757
e-miNY Crude Oil(NYM)
Jan17 161118 45.525 46.450 45.175 46.350 +0.375 3,258 2,020 +330
Feb17 161118 46.150 47.150 45.975 47.100 +0.400 124 684 +50
Mar17 161118 47.200 47.850 46.900 47.850 +0.400 67 258 +47
Apr17 161118 47.700 48.500 47.650 48.500 +0.375 33 181 +17
May17 161118 48.100 49.075 48.100 49.075 +0.375 7 134 +4
Jun17 161118 49.500 49.500 49.500 49.500 +0.350 12 189 +6
Jul17 161118 49.800 49.825 49.800 49.800 +0.350 4 122 +0
Aug17 161118 50.000 50.000 49.350 50.000 +0.325 10 145 -2
Sep17 161118 49.625 50.175 49.625 50.175 +0.325 8 61 -4
Oct17 161118 49.775 50.325 49.775 50.325 +0.325 0 44 +0
Total Volume and Open Interest 16,895 7,084 +114
NY Harbor ULSD(NYM)
Dec16 161118 143.60 146.79 143.16 145.77 +1.07 44,684 56,566 -2,459
Jan17 161118 144.98 147.83 144.12 146.85 +1.03 27,193 96,949 +560
Feb17 161118 146.11 148.90 145.52 148.07 +1.06 14,483 51,930 +2,017
Mar17 161118 146.82 149.58 146.31 148.94 +1.18 9,370 48,851 +790
Apr17 161118 147.33 149.59 146.22 149.19 +1.22 4,528 34,584 +538
May17 161118 148.12 150.11 148.12 149.95 +1.23 2,913 16,777 +239
Jun17 161118 148.77 151.11 148.74 150.79 +1.20 5,658 33,964 -226
Jul17 161118 151.26 151.96 151.26 151.95 +1.16 831 5,182 +149
Aug17 161118 152.51 153.18 152.28 153.15 +1.12 653 4,636 +141
Sep17 161118 153.92 154.50 153.92 154.48 +1.08 452 5,994 +39
Oct17 161118 155.27 155.78 155.27 155.78 +1.08 540 3,118 +136
Nov17 161118 156.40 157.09 156.40 156.97 +1.10 373 2,886 +32
Dec17 161118 155.75 158.46 155.57 158.07 +1.11 3,829 29,479 -300
Jan18 161118 159.22 159.22 158.25 159.22 +1.10 152 2,459 +3
Total Volume and Open Interest 115,952 405,661 +1,576
RBOB Gasoline(NYM)
Dec16 161118 133.94 134.87 132.05 133.91 -0.39 56,728 66,016 -4,860
Jan17 161118 134.25 135.07 132.43 134.30 -0.19 54,530 128,578 +3,399
Feb17 161118 134.52 136.00 133.49 135.30 -0.09 18,183 37,346 +852
Mar17 161118 136.49 137.99 135.60 137.43 +0.06 12,545 37,206 +770
Apr17 161118 156.68 157.82 155.58 157.41 +0.19 9,152 31,449 +1,424
May17 161118 157.84 159.14 157.27 158.90 +0.31 4,909 16,888 +661
Jun17 161118 157.54 159.31 157.14 158.95 +0.37 4,506 20,210 +363
Jul17 161118 157.63 158.09 157.45 158.09 +0.42 1,033 5,488 +89
Aug17 161118 156.60 156.61 155.50 156.57 +0.45 1,052 3,441 +144
Sep17 161118 153.74 154.28 153.74 154.28 +0.46 1,328 7,162 +182
Total Volume and Open Interest 167,419 380,501 +3,661
e-miNY RBOB Gasoline(NYM)
Dec16 161118 133.90 133.90 131.90 133.90 -0.40 1 1 +0
Jan17 161118 134.30 134.30 134.30 134.30 -0.19      
Feb17 161118 135.30 135.30 135.30 135.30 -0.09      
Mar17 161118 137.43 137.43 137.43 137.43 +0.06      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Dec16 161118 2.696 2.852 2.690 2.843 +0.140 125,531 85,151 -17,232
Jan17 161118 2.872 2.993 2.865 2.980 +0.105 81,170 289,822 +2,587
Feb17 161118 2.910 3.028 2.910 3.017 +0.096 22,631 78,413 +1,528
Mar17 161118 2.925 3.024 2.919 3.014 +0.086 29,155 175,192 +1,094
Apr17 161118 2.894 2.970 2.886 2.964 +0.068 23,053 96,055 +1,836
May17 161118 2.916 2.981 2.905 2.977 +0.061 10,111 67,503 +480
Jun17 161118 2.959 3.021 2.950 3.017 +0.056 3,562 47,759 -94
Jul17 161118 2.992 3.058 2.992 3.054 +0.051 3,539 32,185 -13
Aug17 161118 2.997 3.059 2.997 3.056 +0.048 2,653 22,417 +208
Sep17 161118 2.983 3.042 2.983 3.040 +0.049 2,272 23,244 -175
Oct17 161118 3.000 3.059 3.000 3.056 +0.048 6,045 69,208 +543
Nov17 161118 3.055 3.104 3.055 3.101 +0.045 2,358 24,510 +13
Dec17 161118 3.225 3.248 3.219 3.245 +0.039 1,336 27,256 +175
Jan18 161118 3.311 3.334 3.310 3.331 +0.037 1,996 24,406 -33
Feb18 161118 3.292 3.305 3.292 3.302 +0.034 1,273 7,962 +291
Mar18 161118 3.227 3.240 3.227 3.235 +0.032 1,214 19,869 -30
Total Volume and Open Interest 324,547 1,184,931 -8,093
Brent Crude Oil(ICE)
Jan17 161118 46.05 46.99 45.75 46.86 +0.37 335,482 345,353 -39,424
Feb17 161118 47.26 48.09 46.86 47.97 +0.37 202,829 417,444 +11,220
Mar17 161118 48.02 48.93 47.73 48.82 +0.37 106,372 285,720 +5,257
Apr17 161118 48.73 49.62 48.46 49.53 +0.38 51,424 130,577 +1,451
May17 161118 49.32 50.19 49.07 50.11 +0.37 29,362 99,243 +2,151
Jun17 161118 49.79 50.65 49.55 50.56 +0.35 62,374 194,405 +3,987
Jul17 161118 50.18 51.00 49.92 50.91 +0.33 8,635 44,222 +645
Aug17 161118 50.48 51.25 50.22 51.18 +0.31 3,348 37,531 +256
Sep17 161118 50.85 51.49 50.48 51.41 +0.28 8,042 63,017 -1,374
Oct17 161118 51.61 51.61 51.61 51.61 +0.24 1,822 32,038 +229
Nov17 161118 51.81 51.81 51.81 51.81 +0.22 1,182 22,630 +150
Dec17 161118 51.39 52.07 51.14 51.99 +0.20 41,147 206,026 -4,388
Jan18 161118 52.17 52.17 52.17 52.17 +0.19 1,147 25,617 -228
Feb18 161118 52.35 52.35 52.35 52.35 +0.18 791 18,658 -126
Total Volume and Open Interest 877,824 2,236,852 -21,627
Gas Oil(ICE)
Dec16 161118 420.75 428.75 418.00 424.00 +0.50 65,621 145,853 -5,375
Jan17 161118 423.50 431.75 421.00 427.00 +0.50 48,311 164,047 +422
Feb17 161118 425.25 435.00 424.75 430.25 unch 18,577 70,470 -4,268
Mar17 161118 430.50 437.75 428.00 433.50 -0.25 19,209 52,086 +245
Apr17 161118 433.50 440.75 431.25 436.50 -0.25 9,346 33,191 +1,015
May17 161118 436.25 443.50 435.00 439.50 -0.25 5,197 26,555 +831
Jun17 161118 439.25 446.00 437.25 442.25 -0.50 15,627 69,110 +1,314
Jul17 161118 444.00 449.25 441.50 446.00 -0.25 2,922 20,760 +504
Aug17 161118 445.75 452.00 444.50 449.25 -0.50 2,037 15,171 +262
Sep17 161118 448.50 455.75 447.75 452.50 -0.50 1,599 27,046 +416
Total Volume and Open Interest 198,733 824,299 -2,979
Ethanol(CBOT)
Dec16 161118 1.560 1.573 1.560 1.566 +0.021 578 2,258 -159
Jan17 161118 1.494 1.499 1.485 1.497 +0.017 529 2,024 +217
Feb17 161118 1.465 1.481 1.465 1.480 +0.015 182 531 -15
Mar17 161118 1.489 1.493 1.489 1.493 +0.014 54 315 +49
Apr17 161118 1.500 1.508 1.500 1.508 +0.009 2 236 +1
May17 161118 1.515 1.515 1.482 1.515 +0.009 1 6 +1
Jun17 161118 1.515 1.515 1.515 1.515 +0.009      
Jul17 161118 1.515 1.515 1.515 1.515 +0.009      
Total Volume and Open Interest 1,346 5,386 +94
WTI Crude Oil(ICE)
Dec16 161118 44.91 45.75 44.62 45.69 +0.27 70,978 34,898 -13,596
Jan17 161118 45.43 46.45 45.18 46.36 +0.38 79,449 104,230 -430
Feb17 161118 46.22 47.16 45.96 47.11 +0.40 45,522 72,637 +3,242
Mar17 161118 46.97 47.90 46.72 47.85 +0.40 19,562 50,232 +1,189
Apr17 161118 47.58 48.53 47.51 48.51 +0.39 6,597 18,309 +605
May17 161118 48.28 49.10 48.20 49.07 +0.37 4,084 12,269 +790
Jun17 161118 48.72 49.55 48.63 49.49 +0.35 10,226 55,920 +1,125
Jul17 161118 49.73 49.83 49.13 49.79 +0.34 1,099 7,016 +97
Aug17 161118 50.02 50.02 50.01 50.01 +0.33 493 6,237 +12
Sep17 161118 50.18 50.18 50.18 50.18 +0.32 595 15,072 -2
Oct17 161118 50.32 50.32 50.32 50.32 +0.31 344 3,991 +115
Nov17 161118 50.46 50.46 50.46 50.46 +0.30 413 2,365 +175
Dec17 161118 49.73 50.64 49.73 50.60 +0.28 7,173 72,207 -835
Jan18 161118 50.70 50.70 50.70 50.70 +0.27 134 984 +34
Feb18 161118 50.81 50.81 50.81 50.81 +0.26 56 663 +34
Mar18 161118 50.93 50.93 50.93 50.93 +0.26 2 3,537 +0
Total Volume and Open Interest 249,582 532,995 -7,870
US Dollar Index(ICE)
Dec16 161118 101.070 101.540 100.890 101.283 +0.338 43,019 75,915 +1,756
Mar17 161118 100.985 101.460 100.815 101.198 +0.338 1,146 6,470 +130
Jun17 161118 101.080 101.360 100.825 101.107 +0.338 77 485 +46
Total Volume and Open Interest 44,259 83,104 +1,934
Australian Dollar(CME)
Dec16 161118 73.99 74.10 73.25 73.37 -0.68 121,473 109,241 -1,809
Mar17 161118 73.82 73.95 73.12 73.23 -0.68 1,497 2,067 +56
Jun17 161118 73.07 74.00 73.07 73.07 -0.68 104 64 +7
Total Volume and Open Interest 123,079 111,383 -1,741
British Pound(CME)
Dec16 161118 124.17 124.43 123.08 123.70 -0.51 108,200 237,727 -1,552
Mar17 161118 124.39 124.69 123.36 123.97 -0.51 418 8,002 -1
Jun17 161118 124.24 124.81 123.73 124.24 -0.51 22 645 +8
Total Volume and Open Interest 108,640 246,558 -1,545
Canadian Dollar(CME)
Dec16 161118 73.98 74.13 73.74 74.06 -0.04 70,276 119,110 -1,480
Mar17 161118 74.03 74.19 73.82 74.13 -0.04 479 3,705 +1
Jun17 161118 74.10 74.27 73.93 74.21 -0.04 8 541 +6
Sep17 161118 74.05 74.33 74.03 74.28 -0.04 2 335 +2
Total Volume and Open Interest 70,780 124,076 -1,456
Japanese Yen(CME)
Dec16 161118 90.83 91.16 90.18 90.47 -0.61 141,040 169,690 +2,537
Mar17 161118 91.28 91.54 90.61 90.87 -0.61 539 3,805 +155
Jun17 161118 91.76 91.93 91.15 91.31 -0.61 4 135 +1
Total Volume and Open Interest 141,583 173,660 +2,693
Swiss Franc(CME)
Dec16 161118 99.43 99.54 98.93 99.18 -0.25 23,998 55,063 +820
Mar17 161118 99.77 100.07 99.48 99.73 -0.25 105 266 -5
Jun17 161118 100.37 100.37 100.19 100.37 -0.23 0 15 +0
Total Volume and Open Interest 24,103 55,348 +815
EuroFX(CME)
Dec16 161118 106.37 106.54 105.80 106.11 -0.28 223,264 403,270 +1,880
Mar17 161118 106.67 107.00 106.27 106.58 -0.27 1,896 12,577 -173
Jun17 161118 107.14 107.46 106.80 107.10 -0.26 297 1,573 +162
Total Volume and Open Interest 225,469 417,632 +1,880
Mexican Peso(CME)
Dec16 161118 486.25 490.75 480.25 483.00 -5.63 50,657 122,196 -529
Jan17 161118 481.50 481.50 481.50 481.50 -5.50      
Total Volume and Open Interest 50,724 153,259 -512
Brazilian Real(CME)
Dec16 161118 291.40 295.30 290.00 293.90 +3.20 2,970 26,309 -517
Jan17 161118 292.00 292.20 290.35 291.25 +3.15 0 42 +0
Feb17 161118 288.95 288.95 288.95 288.95 +3.20      
Mar17 161118 287.00 287.00 287.00 287.00 +3.15 0 1 +0
Total Volume and Open Interest 2,970 26,352 -517
30-Year T-Bonds(CBOT)
Dec16 161118 153~070 154~080 152~120 153~050 -0~200 364,407 566,062 -18,891
Mar17 161118 151~250 152~270 150~310 151~250 -0~200 2,788 6,901 +313
Jun17 161118 150~290 152~000 150~290 150~290 -0~200 0 1 +0
Total Volume and Open Interest 367,195 572,964 -18,578
10-Year T-Notes(CBOT)
Dec16 161118 125~270 126~050 125~100 125~180 -0~165 1,843,304 2,933,072 +1,826
Mar17 161118 125~055 125~150 124~205 124~280 -0~170 78,262 116,663 +30,276
Jun17 161118 124~200 124~200 124~200 124~200 -0~170      
Total Volume and Open Interest 1,921,566 3,049,735 +32,102
5-Year T-Notes(CBOT)
Dec16 161118 118~222 118~290 118~146 118~184 -0~084 977,376 2,755,719 -42,856
Mar17 161118 118~062 118~142 117~314 118~034 -0~086 72,309 186,626 +40,454
Jun17 161118 117~304 120~234 117~304 117~304 -0~086 0 3 +0
Total Volume and Open Interest 1,049,685 2,942,348 -2,402
2 Year T-Notes(CBOT)
Dec16 161118 108~226 108~246 108~214 108~224 -0~016 379,251 1,148,143 -4,202
Mar17 161118 108~144 108~174 108~140 108~146 -0~022 12,912 23,334 +1,111
Jun17 161118 108~146 108~146 108~146 108~146 -0~022      
Total Volume and Open Interest 392,163 1,171,477 -3,091
Eurodollars(CME)
Dec16 161118 99.025 99.030 99.018 99.025 -0.002 298,821 1,471,752 +884
Mar17 161118 98.970 98.990 98.960 98.975 -0.005 433,588 1,364,076 +32,552
Jun17 161118 98.860 98.880 98.835 98.855 -0.015 414,864 1,438,717 +46,374
Sep17 161118 98.755 98.780 98.725 98.745 -0.025 304,047 1,077,266 +13,846
Dec17 161118 98.635 98.665 98.600 98.620 -0.035 520,536 1,590,335 +17,985
Mar18 161118 98.535 98.570 98.500 98.520 -0.040 321,169 769,933 +13,983
Jun18 161118 98.435 98.470 98.390 98.410 -0.045 276,848 669,008 +4,602
Sep18 161118 98.330 98.365 98.280 98.300 -0.055 221,078 462,191 +10,882
Dec18 161118 98.220 98.260 98.165 98.185 -0.060 303,042 749,702 +2,223
Mar19 161118 98.140 98.180 98.080 98.100 -0.065 227,374 560,915 +7,382
Jun19 161118 98.060 98.100 97.995 98.015 -0.070 180,733 463,054 -5,636
Sep19 161118 97.985 98.020 97.910 97.935 -0.080 170,372 343,293 +7,676
Dec19 161118 97.905 97.945 97.825 97.855 -0.085 158,540 369,259 -7,644
Mar20 161118 97.845 97.885 97.765 97.790 -0.090 82,391 219,779 +3,638
Jun20 161118 97.780 97.820 97.695 97.725 -0.090 65,547 139,352 +31
Sep20 161118 97.720 97.760 97.635 97.670 -0.090 79,718 113,832 -779
Dec20 161118 97.640 97.695 97.570 97.605 -0.090 57,425 121,816 +165
Mar21 161118 97.600 97.645 97.515 97.550 -0.095 53,668 90,462 +1,824
Total Volume and Open Interest 4,286,668 12,260,457 +155,238
Ultra T-Bond(CBOT)
Dec16 161118 162~13 163~28 161~10 162~14 -0~26 139,449 623,632 -11,995
Mar17 161118 161~02 163~00 160~25 161~20 -0~25 11,652 21,273 +7,390
Jun17 161118 160~30 160~30 160~30 160~30 -0~25      
Total Volume and Open Interest 151,101 644,905 -4,605
Ultra 10-Yr T-Note(CBOT)
Dec16 161118 135~155 135~315 134~260 135~055 -0~230 123,222 281,160 +2,777
Mar17 161118 135~040 135~115 134~170 134~220 -0~240 0 1 +0
Jun17 161118 134~220 134~220 134~220 134~220 -0~240      
Total Volume and Open Interest 123,222 281,161 +2,777
30 Day Federal Funds(CBOT)
Nov16 161118 99.592 99.595 99.592 99.592 unch 2,036 204,829 -155
Dec16 161118 99.475 99.480 99.475 99.480 unch 4,799 79,882 -211
Jan17 161118 99.380 99.385 99.375 99.380 -0.005 28,273 194,947 +1,963
Feb17 161118 99.370 99.375 99.365 99.365 -0.010 18,261 78,765 +1,738
Mar17 161118 99.345 99.350 99.340 99.340 -0.010 11,624 53,350 +3,299
Apr17 161118 99.330 99.340 99.325 99.325 -0.010 21,057 86,549 +4,852
Total Volume and Open Interest 118,227 920,861 +18,181
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 161117 99.94 99.94 99.94 99.94 unch 0 7 +0
Mar17 161117 99.94 99.94 99.94 99.94 unch      
Jun17 161117 99.94 99.94 99.94 99.94 unch      
Sep17 161117 99.94 99.94 99.94 99.94 unch      
Dec17 161117 99.94 99.94 99.94 99.94 unch      
Mar18 161117 99.95 99.95 99.95 99.95 unch      
Jun18 161117 99.81 99.81 99.81 99.81 unch      
Sep18 161117 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 +0
Japanese Gov't Bonds(SGX)
Dec16 161117 150.31 150.86 150.20 150.75 +0.41 2,737 15,638 +612
Mar17 161117 150.69 150.69 150.69 150.69 +0.41      
Jun17 161117 150.69 150.69 150.69 150.69 +0.41      
Total Volume and Open Interest 2,737 15,638 +612
Euro-Buxl(EUREX)
Dec16 161118 174.70 177.68 174.44 176.44 -0.16 47,545 198,587 -4,202
Mar17 161118 173.50 175.64 173.42 174.54 -0.14 2,713 47,829 +1,602
Jun17 161118 173.44 173.44 172.50 172.84 -0.16 5 10 +5
Total Volume and Open Interest 50,263 246,426 -2,595
Euro-Bund(EUREX)
Dec16 161118 160.16 161.09 159.98 160.73 -0.04 781,330 1,960,590 -78,020
Mar17 161118 161.97 162.89 161.70 162.51 -0.06 27,465 239,497 +11,491
Jun17 161118 159.45 159.88 159.35 159.88 -0.04 0 3 +0
Total Volume and Open Interest 808,795 2,200,090 -66,529
Euro-Bobl(EUREX)
Dec16 161118 130.71 131.01 130.64 130.93 +0.10 597,596 1,370,006 -32,331
Mar17 161118 132.17 132.50 132.16 132.42 +0.09 10,490 117,318 +5,196
Jun17 161118 131.18 131.18 131.18 131.18 +0.10      
Total Volume and Open Interest 608,086 1,487,324 -27,135
Euro-Schatz(EUREX)
Dec16 161118 112.02 112.13 112.01 112.10 +0.06 299,065 1,295,458 -23,850
Mar17 161118 111.96 112.06 111.96 112.03 +0.06 8,739 56,098 +3,466
Jun17 161118 112.10 112.10 112.10 112.10 +0.06      
Total Volume and Open Interest 307,804 1,351,556 -20,384
3-Mth Euribor(EUREX)
Dec16 161118 100.310 100.310 100.310 100.310 +0.005 0 3,191 +0
Mar17 161118 100.295 100.295 100.295 100.295 +0.005 0 3,254 +0
Jun17 161118 100.285 100.285 100.285 100.285 +0.010 1 33,645 +0
Total Volume and Open Interest 26 73,590 -211
Long Gilt(LIFFE)
Dec16 161118 123~06 123~28 122~29 123~09 -0~22 174,388 643,009 -103,354
Mar17 161118 122~23 123~12 122~20 122~24 -0~26 0 5 +0
Total Volume and Open Interest 174,388 643,014 -103,354
3-Mth Short Sterling(LIFFE)
Dec16 161118 99.60 99.60 99.60 99.60 +0.00 26,469 453,782 +1,108
Mar17 161118 99.57 99.59 99.56 99.57 -0.01 35,342 376,569 -5,899
Jun17 161118 99.54 99.55 99.53 99.53 -0.01 37,407 344,258 -11,378
Sep17 161118 99.49 99.51 99.48 99.49 -0.01 40,434 299,087 -19,836
Dec17 161118 99.44 99.45 99.42 99.44 -0.01 40,641 293,647 -15,386
Mar18 161118 99.38 99.40 99.36 99.38 -0.01 46,814 179,765 -535
Total Volume and Open Interest 489,657 2,709,854 -65,502
3-Mth Euribor(LIFFE)
Dec16 161118 100.305 100.310 100.300 100.305 unch 20,684 424,417 -422
Mar17 161118 100.290 100.300 100.285 100.295 unch 45,926 460,709 -5,985
Jun17 161118 100.275 100.285 100.270 100.280 +0.005 41,114 433,439 +1,175
Total Volume and Open Interest 642,134 3,302,546 -65,930
3-Mth Aus T-Bills(SFE)
Dec16 161118 98.22 98.23 98.21 98.22 -0.01 4,981 125,125 -381
Mar17 161118 98.24 98.25 98.22 98.23 -0.02 17,078 209,650 -1,175
Jun17 161118 98.24 98.25 98.21 98.22 -0.02 27,196 210,917 -66
Sep17 161118 98.21 98.23 98.17 98.19 -0.03 13,767 142,165 -378
Dec17 161118 98.16 98.18 98.12 98.13 -0.04 16,241 161,735 -1,219
Mar18 161118 98.10 98.12 98.06 98.06 -0.04 11,127 91,457 +653
Jun18 161118 98.04 98.05 97.98 97.99 -0.05 5,475 64,527 -5,273
Sep18 161118 97.97 97.99 97.91 97.91 -0.07 3,056 31,864 -4,121
Dec18 161118 97.90 97.92 97.82 97.83 -0.07 955 8,284 +132
Mar19 161118 97.75 97.78 97.75 97.75 -0.08 403 3,628 -3
Total Volume and Open Interest 100,298 1,052,357 -11,865
10-Year Aus T-Bonds(SFE)
Dec16 161118 97.46 97.48 97.30 97.32 -0.15 146,797 960,717 +2,709
Mar17 161118 97.32 97.32 97.32 97.32 -0.15      
Total Volume and Open Interest 146,797 960,717 +2,709
3-Year Aus T-Bonds(SFE)
Dec16 161118 98.23 98.25 98.12 98.14 -0.09 195,396 947,734 -13,769
Mar17 161118 98.14 98.14 98.14 98.14 -0.09      
Total Volume and Open Interest 195,396 947,734 -13,769
Gold(CMX)
Dec16 161118 1216.0 1217.5 1201.3 1208.7 -8.2 204,454 226,132 -10,977
Feb17 161118 1218.5 1219.6 1204.1 1211.6 -8.0 28,461 154,874 +8,369
Apr17 161118 1221.3 1222.2 1209.0 1214.4 -8.0 12,071 27,808 +6,705
Jun17 161118 1220.9 1223.7 1212.0 1217.1 -8.0 3,735 34,896 +956
Aug17 161118 1223.4 1223.9 1215.0 1219.7 -8.0 412 8,580 +16
Oct17 161118 1219.3 1229.1 1217.5 1222.4 -7.9 139 2,116 +24
Dec17 161118 1232.2 1232.4 1219.0 1225.0 -7.8 1,178 17,600 -398
Feb18 161118 1225.4 1228.2 1225.4 1228.2 -7.8 1 196 +0
Apr18 161118 1233.8 1233.8 1223.8 1231.3 -7.9 0 16 +0
Jun18 161118 1234.3 1246.0 1234.3 1234.3 -8.0 10 4,226 +0
Aug18 161118 1237.9 1237.9 1237.9 1237.9 -8.1      
Total Volume and Open Interest 250,758 483,983 +4,746
Silver(CMX)
Dec16 161118 1667.0 1674.5 1643.0 1662.4 -14.8 61,534 82,639 -3,654
Mar17 161118 1676.5 1684.0 1652.0 1672.1 -15.4 13,225 72,652 +2,215
May17 161118 1682.0 1683.5 1664.0 1678.7 -15.4 390 3,168 -28
Jul17 161118 1680.0 1692.5 1668.0 1684.8 -15.5 35 5,598 +9
Sep17 161118 1690.7 1733.0 1690.7 1690.7 -15.5 4 959 +0
Dec17 161118 1698.0 1709.0 1683.5 1698.9 -15.5 110 4,826 +47
Mar18 161118 1706.2 1817.0 1706.2 1706.2 -15.5 0 2 +0
Total Volume and Open Interest 76,038 173,433 -1,398
Platinum(NYMEX)
Jan17 161118 935.3 936.6 915.5 922.0 -23.1 13,370 56,168 -358
Apr17 161118 935.3 937.1 919.6 925.0 -23.1 195 6,391 +45
Jul17 161118 929.5 929.5 928.8 928.8 -22.3 0 174 +0
Oct17 161118 938.0 944.9 930.0 932.6 -22.3 0 165 +0
Total Volume and Open Interest 13,586 62,943 -312
Palladium(NYMEX)
Dec16 161118 729.30 729.30 702.80 727.80 -1.85 7,968 14,375 +647
Mar17 161118 729.25 729.25 703.15 728.25 -1.35 1,661 10,096 +715
Jun17 161118 716.80 729.45 714.25 729.45 -1.35 24 76 +11
Total Volume and Open Interest 9,653 24,549 +1,372
Copper(CMX)
Dec16 161118 248.85 249.85 244.85 246.75 -2.35 117,561 78,364 -12,412
Mar17 161118 249.90 250.85 245.90 247.80 -2.40 34,449 106,073 +9,115
May17 161118 247.15 250.55 246.90 248.40 -2.40 4,225 19,481 +1,304
Jul17 161118 247.60 250.60 247.20 248.85 -2.40 1,297 15,336 +405
Sep17 161118 249.15 249.80 249.15 249.15 -2.35 260 4,212 -20
Total Volume and Open Interest 158,951 237,047 -1,568
E-mini DJIA Index(CBOT)
Dec16 161118 18870 18889 18823 18853 -16 129,349 121,733 +1,762
Mar17 161118 18810 18825 18765 18794 -16 126 3,369 +23
Jun17 161118 18718 18718 18679 18718 -16 2 33 +2
Sep17 161118 18633 18633 18633 18633 -16      
Total Volume and Open Interest 129,477 125,135 +1,787
S & P 500(CME)
Dec16 161118 2181.10 2184.90 2178.00 2180.80 -3.50 5,358 84,394 +2,291
Mar17 161118 2175.80 2181.40 2174.90 2175.80 -3.60 14 1,165 +11
Jun17 161118 2170.50 2176.10 2169.60 2170.50 -3.60 0 1,033 +0
Sep17 161118 2165.20 2170.80 2164.30 2165.20 -3.60      
Total Volume and Open Interest 5,372 86,592 +2,302
S & P 500 E-Mini(Globex)
Dec16 161118 2184.00 2187.50 2176.50 2180.75 -3.50 1,327,887 2,892,791 +25,722
Mar17 161118 2179.50 2182.50 2172.00 2175.75 -3.75 8,020 47,018 +3,037
Jun17 161118 2171.75 2176.00 2168.00 2170.50 -3.50 27 2,687 -2
Sep17 161118 2166.00 2170.00 2165.25 2165.25 -3.50 0 17 +0
Total Volume and Open Interest 1,335,934 2,942,526 +28,757
NASDAQ 100 E-Mini(Globex)
Dec16 161118 4828.80 4840.50 4803.00 4808.50 -20.00 195,711 252,082 -2,019
Mar17 161118 4830.00 4838.50 4801.50 4807.00 -20.30 356 1,383 +27
Jun17 161118 4801.00 4801.00 4796.00 4801.00 -20.30 5 23 +5
Total Volume and Open Interest 196,073 253,516 -1,988
S&P Midcap 400(CME) e-Mini
Dec16 161118 1603.30 1607.30 1598.00 1604.50 +0.70 12,901 75,980 +836
Mar17 161118 1602.00 1602.00 1597.50 1602.00 +0.70 0 4 +0
Jun17 161118 1592.30 1592.30 1592.30 1592.30 +0.70      
Total Volume and Open Interest 12,901 75,984 +836
Volatility Index(CBOE)
Nov16 161116 13.25 13.85 13.20 13.85 +0.65 87,681 63,965 -25,646
Dec16 161118 15.05 15.45 14.90 14.98 -0.05 96,976 248,133 +42,258
Jan17 161118 16.69 16.96 16.55 16.68 unch 45,735 68,879 +6,876
Feb17 161118 17.49 17.77 17.35 17.50 +0.02 21,476 29,974 +2,995
Total Volume and Open Interest 188,988 402,337 -7,281
Russell 2000(ICE)
Dec16 161118 1309.00 1316.60 1305.80 1315.70 +6.10 92,763 346,286 +2,656
Mar17 161118 1302.00 1313.50 1300.80 1310.70 +6.10 7 461 -1
Jun17 161118 1306.70 1306.70 1306.70 1306.70 +6.10 0 170 +0
Total Volume and Open Interest 92,770 347,056 +2,655
Nikkei 225(CME)
Dec16 161118 18125 18150 17935 18040 -85 9,274 35,771 +381
Mar17 161118 18085 18085 17980 18075 -80 37 118 +19
Total Volume and Open Interest 9,311 35,889 +400
Nikkei 225(SGX)
Dec16 161118 17990 18035 17920 17990 +80 71,662 209,386 +4,412
Mar17 161118 17975 17975 17875 17950 +80 2,124 7,716 +2,102
Jun17 161118 17825 17825 17825 17825 +80 0 1 +0
Total Volume and Open Interest 73,819 223,227 +6,538
Nikkei 225(CME) Yen
Dec16 161118 18120 18125 17920 18025 -75 55,602 68,565 +2,099
Mar17 161118 18015 18015 17905 17980 -75 29 80 +8
Jun17 161118 17850 17850 17850 17850 -75      
Total Volume and Open Interest 55,631 68,645 +2,107
Nikkei 225(CME) e-Mini Yen
Dec16 161118 18030 18080 18030 18030 -70 3 305 +2
Mar17 161118 17980 17980 17980 17980 -70      
Jun17 161118 17850 17850 17850 17850 -70      
Total Volume and Open Interest 3 305 +2
CAC 40(EURONEXT)
Nov16 161118 4542.5 4552.0 4496.0 4502.5 -25.5 241,788 205,555 -65,858
Dec16 161118 4538.0 4546.5 4490.5 4499.0 -23.5 175,678 240,257 +83,774
Jan17 161118 4491.0 4507.5 4485.0 4490.0 -23.0 5 11 +0
Total Volume and Open Interest 417,471 445,888 +17,916
Hang Seng Index(HKFE)
Nov16 161118 22262 22364 22115 22331 +82 88,569 129,032 -4,013
Dec16 161118 22240 22375 22130 22348 +88 2,859 18,065 +442
Total Volume and Open Interest 91,867 149,653 -3,548
DAX(EUREX)
Dec16 161118 10732.0 10747.5 10644.5 10674.0 -7.0 100,617 170,689 +6,927
Mar17 161118 10734.0 10740.0 10644.0 10671.0 -7.0 259 6,472 +196
Jun17 161118 10732.0 10738.5 10683.0 10698.0 -9.0 26 213 +13
Total Volume and Open Interest 100,902 177,374 +7,136
Mini-DAX(EUREX)
Dec16 161118 10730.0 10749.0 10646.0 10674.0 -7.0 26,434 14,559 +351
Mar17 161118 10725.0 10742.0 10649.0 10671.0 -7.0 97 2,409 +25
Jun17 161118 10718.0 10726.0 10678.0 10698.0 -9.0 7 52 +5
Total Volume and Open Interest 26,538 17,020 +381
FT-SE 100(EURONEXT)
Dec16 161118 6799.50 6804.00 6731.00 6774.00 -8.50 113,730 728,155 -10,586
Mar17 161118 6710.50 6730.00 6679.00 6710.50 -8.50 2,171 11,435 +2,171
Jun17 161118 6641.50 6641.50 6641.50 6641.50 -8.50      
Total Volume and Open Interest 115,901 739,590 -8,415
SPI 200(SFE)
Dec16 161118 5340.0 5370.0 5330.0 5362.0 +24.0 29,674 278,094 +1,732
Mar17 161118 5309.0 5311.0 5304.0 5311.0 +24.0 1 1,763 +0
Jun17 161118 5295.0 5295.0 5295.0 5295.0 +24.0 0 1,397 +0
Total Volume and Open Interest 30,958 283,667 +2,295
FTSE MIB(ISE)
Dec16 161118 16470.00 16540.00 16160.00 16244.00 -257.00 40,612 44,705 +448
Mar17 161118 16285.00 16285.00 16095.00 16184.00 -257.00 34 1,480 +5
Jun17 161118 15834.00 15834.00 15834.00 15834.00 -257.00      
Total Volume and Open Interest 40,646 46,185 +453
KOSPI 200(KFE)
Dec16 161118 250.10 250.40 249.85 250.40 +0.15 87,814 128,235 -1,777
Mar17 161118 247.40 248.80 246.65 247.75 +0.10 413 16,173 +487
Jun17 161118 248.80 248.80 248.80 248.80 +0.70 5 1,973 +0
Total Volume and Open Interest 88,232 151,087 -1,290
GSCI(CME)
Dec16 161118 359.50 360.00 356.20 359.20 +1.80 304 15,133 +129
Jan17 161118 363.25 363.25 360.35 363.25 +1.80      
Feb17 161118 365.50 365.50 365.50 365.50 +1.80      
Total Volume and Open Interest 304 15,133 +129
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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