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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 25, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161125 1032.00 1046.75 1029.50 1046.00 +11.75 131,446 322,944 +8,758
Mar17 161125 1040.00 1055.25 1038.25 1054.50 +11.50 48,404 134,006 +5,433
May17 161125 1045.50 1060.75 1044.25 1060.25 +11.25 25,051 71,390 -1,088
Jul17 161125 1050.00 1065.00 1048.25 1064.50 +10.75 24,427 82,328 -225
Aug17 161125 1048.50 1061.00 1048.50 1061.00 +10.25 465 4,367 -51
Sep17 161125 1031.75 1042.00 1031.50 1042.00 +10.00 410 1,890 +167
Nov17 161125 1012.25 1027.00 1010.50 1026.50 +10.00 13,418 45,760 +2,272
Jan18 161125 1011.50 1027.25 1011.50 1027.25 +9.75 412 2,280 +61
Mar18 161125 1020.00 1020.00 1004.50 1020.00 +9.00 418 1,723 +34
May18 161125 1017.25 1017.25 1006.25 1017.25 +8.75 64 359 -2
Jul18 161125 1010.50 1018.50 1010.50 1018.50 +8.75 46 598 +20
Aug18 161125 1013.25 1013.25 1013.25 1013.25 +8.75 4 17 +0
Sep18 161125 1001.25 1001.25 1001.25 1001.25 +8.75 4 17 +0
Nov18 161125 962.75 977.75 961.75 977.50 +6.50 125 826 -12
Total Volume and Open Interest 244,694 668,531 +15,367
Soybean Meal(CBOT)
Dec16 161125 316.40 321.00 315.10 320.80 +4.40 44,798 53,458 -6,755
Jan17 161125 318.60 323.40 317.20 323.10 +4.50 43,239 122,175 +4,908
Mar17 161125 320.10 325.80 319.40 325.60 +4.70 18,589 82,178 +3,440
May17 161125 322.20 327.60 321.30 327.40 +4.70 6,950 42,737 +476
Jul17 161125 324.50 329.40 323.30 329.20 +4.70 12,245 39,245 +920
Aug17 161125 323.80 328.30 322.50 328.30 +4.50 1,492 5,701 -142
Sep17 161125 322.10 326.50 321.50 326.50 +4.40 459 5,652 -6
Oct17 161125 318.60 323.00 318.60 322.60 +5.00 539 5,088 +41
Dec17 161125 317.00 322.70 316.80 322.50 +5.10 2,136 18,605 +302
Jan18 161125 321.30 321.30 315.10 321.30 +5.10 86 896 +14
Total Volume and Open Interest 130,829 378,007 +3,241
Soybean Oil(CBOT)
Dec16 161125 36.75 36.89 36.30 36.66 -0.19 55,763 70,137 -5,625
Jan17 161125 37.18 37.19 36.58 36.94 -0.20 55,758 151,358 +6,077
Mar17 161125 37.35 37.44 36.83 37.20 -0.20 23,801 91,626 +4,270
May17 161125 37.41 37.52 36.97 37.32 -0.18 7,467 48,805 +348
Jul17 161125 37.50 37.61 37.10 37.44 -0.16 3,029 43,188 +754
Aug17 161125 37.13 37.39 36.98 37.27 -0.17 628 4,867 -72
Sep17 161125 36.92 37.26 36.90 37.09 -0.13 519 3,964 -3
Oct17 161125 36.74 36.93 36.59 36.75 -0.16 147 3,390 +4
Dec17 161125 36.65 36.97 36.52 36.74 -0.15 1,067 11,947 +1
Jan18 161125 36.76 36.89 36.63 36.76 -0.13 1 541 -1
Total Volume and Open Interest 148,315 430,777 +5,723
Canola(WCE)
Jan17 161125 527.4 533.3 525.0 528.2 +0.8 23,179 147,870 +2,064
Mar17 161125 533.9 539.5 532.0 535.0 +1.1 20,952 33,636 +1,981
May17 161125 539.3 543.8 539.1 540.3 +1.7 7,475 18,301 +2,288
Jul17 161125 539.7 543.6 538.7 539.6 +1.0 5,889 14,518 +2,030
Nov17 161125 508.7 514.1 507.0 509.8 +3.1 2,952 11,289 +523
Total Volume and Open Interest 61,019 227,200 +9,182
Corn(CBOT)
Dec16 161125 349.75 350.75 348.50 349.25 -1.50 197,454 246,018 -45,993
Mar17 161125 358.50 359.25 357.25 358.25 -1.00 161,912 624,219 +20,185
May17 161125 365.00 366.00 364.25 365.25 -0.75 35,948 146,555 +2,665
Jul17 161125 372.50 373.75 371.50 373.00 -0.25 10,372 154,709 +244
Sep17 161125 378.00 380.00 378.00 379.50 -0.25 1,923 54,609 +351
Dec17 161125 386.75 388.00 385.75 387.50 -0.25 4,132 104,457 +635
Mar18 161125 395.00 396.75 394.00 396.50 -0.25 243 7,736 +38
May18 161125 400.50 402.00 400.25 402.00 -0.25 30 1,397 +3
Jul18 161125 404.50 406.00 404.50 406.00 -0.25 76 1,835 +17
Sep18 161125 399.75 399.75 398.25 399.75 unch 8 766 +0
Total Volume and Open Interest 412,148 1,348,656 -21,826
Wheat(CBOT)
Dec16 161125 401.75 403.75 394.50 395.75 -5.75 56,798 101,123 -12,351
Mar17 161125 424.00 427.00 418.50 419.50 -4.25 72,177 252,817 +5,615
May17 161125 438.00 440.50 433.00 434.00 -3.25 13,751 55,307 +3,512
Jul17 161125 453.00 456.00 449.00 449.75 -2.75 6,892 59,893 +254
Sep17 161125 467.00 470.00 464.75 464.75 -2.50 718 10,656 +98
Dec17 161125 484.75 487.50 481.75 482.25 -2.25 640 19,197 +158
Total Volume and Open Interest 151,086 503,117 -2,681
Wheat(KCBT)
Dec16 161125 415.00 416.25 410.00 411.25 -4.25 16,251 36,825 -5,551
Mar17 161125 433.75 434.75 428.00 429.50 -4.00 20,909 122,540 +2,933
May17 161125 445.00 446.50 439.75 441.25 -4.25 3,280 36,141 +1,049
Jul17 161125 456.00 456.75 451.25 452.50 -4.00 2,246 55,347 -79
Sep17 161125 467.50 468.00 466.50 466.50 -4.25 54 5,187 +6
Dec17 161125 484.25 485.75 483.50 483.50 -4.50 215 7,024 +39
Mar18 161125 490.25 500.50 490.25 490.25 -9.00 56 1,487 +21
Total Volume and Open Interest 43,013 265,441 -1,580
Wheat(MGE)
Dec16 161125 527.75 535.00 527.50 534.25 +7.00 6,257 10,315 -2,275
Mar17 161125 525.25 531.00 524.75 528.75 +2.50 6,172 29,079 -484
May17 161125 529.00 534.50 528.75 532.00 +2.25 765 11,229 +109
Jul17 161125 534.00 539.00 534.00 536.50 +1.75 695 5,540 +94
Sep17 161125 542.50 545.00 540.25 543.50 +2.00 381 3,868 +104
Dec17 161125 550.00 556.25 550.00 553.75 +3.00 153 2,702 -14
Total Volume and Open Interest 14,426 62,802 -2,464
Oats(CBOT)
Dec16 161125 216.00 216.00 209.00 209.00 -7.75 547 2,845 -242
Mar17 161125 223.50 223.50 216.25 216.50 -6.75 601 5,129 +276
May17 161125 224.00 224.00 220.50 220.50 -6.00 16 590 +8
Jul17 161125 223.25 230.00 223.25 223.25 -4.75 2 75 +0
Total Volume and Open Interest 1,166 8,707 +42
Rough Rice(CBOT)
Jan17 161125 9.57 9.70 9.55 9.63 +0.09 371 10,822 +58
Mar17 161125 9.81 9.92 9.79 9.88 +0.09 117 1,233 +47
May17 161125 10.06 10.16 10.06 10.12 +0.09 4 20 +2
Jul17 161125 10.29 10.29 10.15 10.29 +0.06 0 9 +0
Total Volume and Open Interest 492 12,092 +107
Live Cattle(CME)
Dec16 161125 110.550 111.200 110.300 110.750 +1.070 9,014 47,117 -2,451
Feb17 161125 111.400 112.535 111.300 112.200 +1.400 18,978 102,553 -272
Apr17 161125 110.830 111.730 110.785 111.580 +1.180 8,699 64,164 +2,494
Jun17 161125 101.785 102.330 101.700 102.080 +0.680 6,717 43,514 +1,908
Aug17 161125 98.000 98.750 97.885 98.350 +0.450 1,640 14,688 +440
Oct17 161125 98.535 99.035 98.330 98.400 +0.200 961 7,772 +293
Total Volume and Open Interest 46,461 282,892 +2,625
Feeder Cattle(CME)
Jan17 161125 125.750 127.500 125.750 127.230 +2.330 3,174 22,514 -75
Mar17 161125 122.000 123.535 121.850 123.350 +2.465 1,658 11,150 +324
Apr17 161125 121.450 123.000 121.430 122.750 +2.300 679 4,459 +104
May17 161125 120.450 121.900 120.450 121.650 +1.970 361 3,604 +94
Aug17 161125 121.350 122.500 121.350 122.300 +2.050 153 1,595 +23
Sep17 161125 120.000 120.950 120.000 120.400 +1.900 10 71 +7
Oct17 161125 118.800 118.800 117.180 118.800 +1.300 5 17 +5
Total Volume and Open Interest 6,040 43,410 +482
Lean Hogs(CME)
Dec16 161125 50.500 51.380 50.500 51.050 +1.300 10,653 44,216 -2,866
Feb17 161125 56.350 57.000 56.035 56.750 +1.200 15,182 97,298 +373
Apr17 161125 62.600 63.000 62.485 62.900 +0.970 5,885 44,580 +777
May17 161125 69.580 69.830 69.580 69.800 +0.570 59 871 +7
Jun17 161125 73.885 74.500 73.850 74.480 +0.845 3,165 19,098 +726
Jul17 161125 74.750 75.000 74.700 74.950 +0.470 552 10,170 +5
Aug17 161125 74.750 74.930 74.480 74.885 +0.350 223 6,451 +8
Oct17 161125 63.535 63.550 63.400 63.500 +0.100 122 1,950 +62
Total Volume and Open Interest 35,867 225,845 -894
Class III Milk(CME)
Nov16 161125 16.74 16.74 16.74 16.74 unch 95 4,968 -11
Dec16 161125 16.86 16.86 16.86 16.86 unch 404 5,974 +59
Jan17 161125 16.21 16.21 16.21 16.21 unch 132 3,389 +56
Feb17 161125 16.15 16.15 16.15 16.15 unch 40 3,191 +18
Mar17 161125 16.18 16.18 16.18 16.18 unch 33 2,692 +17
Apr17 161125 16.19 16.19 16.19 16.19 unch 23 2,417 -2
May17 161125 16.28 16.28 16.28 16.28 unch 12 2,258 +1
Jun17 161125 16.45 16.45 16.45 16.45 unch 22 2,069 -1
Jul17 161125 16.67 16.67 16.67 16.67 unch 9 1,171 +9
Aug17 161125 16.85 16.85 16.85 16.85 unch 6 1,148 +4
Sep17 161125 17.03 17.03 17.03 17.03 unch 31 1,177 -10
Oct17 161125 16.97 16.97 16.97 16.97 unch 7 814 +3
Nov17 161125 16.91 16.91 16.91 16.91 unch 11 742 +3
Total Volume and Open Interest 893 33,322 +184
Cocoa(ICE)
Dec16 161125 2412 2419 2412 2419 -19 54 90 -58
Mar17 161125 2433 2445 2400 2415 -24 13,632 142,618 -239
May17 161125 2428 2439 2397 2409 -26 4,592 46,058 +767
Jul17 161125 2428 2437 2395 2406 -27 2,161 25,275 +798
Sep17 161125 2436 2444 2403 2414 -25 742 12,205 -152
Dec17 161125 2440 2440 2413 2424 -23 560 5,908 -99
Mar18 161125 2450 2450 2425 2434 -22 173 7,952 +130
Total Volume and Open Interest 21,916 242,224 +1,148
Coffee "C"(ICE)
Dec16 161125 154.95 154.95 151.40 152.30 -2.35 137 625 -99
Mar17 161125 157.85 158.60 154.20 155.40 -2.30 14,533 111,587 -947
May17 161125 160.50 160.90 156.60 157.70 -2.40 3,614 42,492 +315
Jul17 161125 162.20 163.00 158.75 159.85 -2.35 2,969 13,018 -474
Sep17 161125 164.50 164.50 160.70 161.70 -2.35 757 7,626 -95
Dec17 161125 167.05 167.05 163.75 164.45 -2.20 291 10,286 +55
Total Volume and Open Interest 22,543 191,007 -1,201
Orange Juice(ICE)
Jan17 161125 212.90 216.80 207.95 216.45 +4.20 492 13,697 -96
Mar17 161125 209.80 212.80 205.70 212.65 +3.10 71 1,595 +36
May17 161125 206.10 210.90 204.35 210.75 +2.90 5 453 +1
Jul17 161125 204.00 209.00 204.00 208.85 +2.45 0 119 +0
Sep17 161125 205.50 205.50 205.50 205.50 +2.45      
Nov17 161125 202.60 202.60 202.60 202.60 +2.45 0 2 +0
Total Volume and Open Interest 568 15,866 -59
Sugar #11(ICE)
Mar17 161125 19.72 20.05 19.58 19.84 +0.26 64,935 398,946 -8,839
May17 161125 19.18 19.49 19.07 19.26 +0.18 22,861 156,205 -228
Jul17 161125 18.60 18.89 18.50 18.66 +0.11 11,758 120,028 +1,705
Oct17 161125 18.40 18.55 18.18 18.32 +0.07 5,179 70,285 +477
Mar18 161125 18.33 18.50 18.17 18.26 +0.02 2,533 38,478 +197
May18 161125 17.80 17.97 17.66 17.71 unch 704 12,982 +77
Jul18 161125 17.27 17.39 17.13 17.16 -0.01 187 9,283 +38
Oct18 161125 17.06 17.12 16.93 16.97 +0.01 147 8,006 +101
Total Volume and Open Interest 108,676 819,282 -6,280
London Cocoa(LCE)
Dec16 161125 2062 2065 2020 2044 -13 3,883 73,526 +512
Mar17 161125 1999 2005 1973 1985 -10 8,141 94,266 -71
May17 161125 1995 2001 1971 1981 -10 5,423 56,727 -416
Jul17 161125 2008 2014 1987 1995 -9 2,549 19,080 -89
Sep17 161125 2017 2021 1997 2003 -8 768 26,299 +37
Dec17 161125 2014 2015 1995 2000 -7 670 14,591 +7
Mar18 161125 2000 2000 1997 1997 -6 410 6,593 +352
Total Volume and Open Interest 21,951 291,418 +314
London Sugar(LCE)
Mar17 161125 524.50 531.20 522.30 527.50 +5.10 3,552 36,768 +297
May17 161125 519.30 525.00 516.40 520.80 +4.20 1,448 19,809 -6
Aug17 161125 508.30 513.00 505.00 508.70 +2.80 362 8,039 +21
Oct17 161125 492.30 496.20 488.80 491.90 +1.80 284 10,294 -27
Dec17 161125 486.30 489.20 483.60 486.30 +0.40 87 2,037 -7
Total Volume and Open Interest 5,751 78,632 +288
Cotton(ICE)
Dec16 161125 72.18 72.80 71.96 72.65 -0.43 6,379 1,599 -4,761
Mar17 161125 71.27 71.48 70.40 71.25 -0.39 20,434 182,867 +3,306
May17 161125 72.00 72.13 71.10 71.90 -0.41 2,828 35,352 +1,134
Jul17 161125 72.20 72.25 71.36 72.17 -0.29 1,622 13,504 +421
Oct17 161125 71.50 71.50 71.50 71.50 -0.27 0 33 +0
Dec17 161125 69.50 70.29 69.50 70.22 -0.15 488 17,288 +173
Total Volume and Open Interest 31,829 251,793 +280
Lumber(CME)
Jan17 161125 334.4 334.4 334.4 334.4 +10.0 210 3,076 -42
Mar17 161125 343.4 343.7 342.8 343.7 +10.0 16 512 +0
May17 161125 349.0 349.0 347.3 349.0 +10.0 8 122 +1
Jul17 161125 355.0 355.0 353.9 353.9 +8.9 0 28 +0
Total Volume and Open Interest 234 3,767 -41
Crude Oil(NYM)
Jan17 161125 48.02 48.26 45.88 46.06 -1.90 826,208 640,520 -2,273
Feb17 161125 48.90 49.13 46.82 47.00 -1.86 201,329 168,241 +2,122
Mar17 161125 49.77 49.94 47.73 47.90 -1.82 116,205 225,163 +4,536
Apr17 161125 50.47 50.62 48.45 48.62 -1.81 60,921 101,218 +615
May17 161125 51.06 51.18 49.04 49.19 -1.81 36,070 82,539 +3,091
Jun17 161125 51.45 51.60 49.43 49.61 -1.80 68,252 181,098 +6,187
Jul17 161125 51.70 51.80 49.84 49.92 -1.78 8,908 40,718 +251
Aug17 161125 51.90 51.93 50.13 50.13 -1.76 9,017 33,402 +533
Sep17 161125 52.07 52.07 50.26 50.30 -1.73 16,462 49,273 +1,600
Oct17 161125 52.15 52.18 50.43 50.43 -1.71 7,700 28,478 +1,316
Nov17 161125 52.20 52.31 50.56 50.56 -1.68 8,438 29,302 -128
Dec17 161125 52.30 52.50 50.54 50.70 -1.65 54,644 182,559 +339
Jan18 161125 51.19 51.19 50.80 50.80 -1.62 2,488 28,125 +789
Feb18 161125 50.90 51.00 50.90 50.90 -1.61 1,209 8,080 +300
Mar18 161125 50.99 50.99 49.30 50.99 -1.60 2,028 23,713 +64
Apr18 161125 51.08 54.45 51.08 51.08 -1.59 301 4,695 +1
Total Volume and Open Interest 1,442,513 1,993,009 +21,040
e-miNY Crude Oil(NYM)
Jan17 161125 48.025 48.250 45.875 46.050 -1.900 15,571 2,382 +6
Feb17 161125 48.925 49.025 46.825 47.000 -1.850 369 945 +30
Mar17 161125 49.600 49.900 47.800 47.900 -1.825 104 258 -22
Apr17 161125 50.350 50.525 48.625 48.625 -1.800 29 181 -7
May17 161125 49.400 49.400 49.200 49.200 -1.800 26 119 -10
Jun17 161125 49.975 49.975 49.600 49.600 -1.800 54 185 +4
Jul17 161125 49.925 52.350 49.925 49.925 -1.775 26 109 -16
Aug17 161125 50.125 52.300 50.125 50.125 -1.775 18 135 -10
Sep17 161125 50.300 50.300 49.625 50.300 -1.725 17 59 -9
Oct17 161125 50.425 50.425 49.775 50.425 -1.725 2 41 -2
Total Volume and Open Interest 16,236 4,599 -42
NY Harbor ULSD(NYM)
Dec16 161125 151.94 152.70 146.61 147.00 -4.69 36,284 31,335 -9,595
Jan17 161125 153.53 154.40 148.14 148.62 -4.68 60,781 103,181 +1,970
Feb17 161125 154.99 155.93 149.68 150.20 -4.62 22,880 51,141 -1,840
Mar17 161125 156.28 157.14 150.95 151.49 -4.60 17,855 52,834 +1,385
Apr17 161125 157.18 157.50 151.53 151.93 -4.60 8,703 35,736 +433
May17 161125 157.60 158.25 152.62 152.78 -4.56 4,049 19,900 +473
Jun17 161125 158.20 159.03 153.14 153.61 -4.52 10,218 36,807 +1,463
Jul17 161125 159.84 160.03 154.70 154.70 -4.49 1,297 6,181 +129
Aug17 161125 160.88 161.09 155.82 155.82 -4.46 1,577 5,362 +265
Sep17 161125 162.18 162.35 157.08 157.08 -4.44 905 6,374 +19
Oct17 161125 163.24 163.39 158.30 158.30 -4.43 686 3,343 +110
Nov17 161125 164.13 164.30 159.44 159.44 -4.41 619 2,923 +11
Dec17 161125 164.72 165.32 160.41 160.53 -4.39 4,268 28,277 -633
Jan18 161125 161.69 165.64 161.69 161.69 -4.35 164 2,579 +20
Total Volume and Open Interest 170,757 398,285 -5,853
RBOB Gasoline(NYM)
Dec16 161125 142.30 143.90 136.69 137.27 -4.90 39,651 41,420 -8,024
Jan17 161125 142.71 144.30 137.03 137.61 -4.95 57,260 143,733 +2,848
Feb17 161125 143.85 145.08 138.13 138.70 -4.66 25,053 40,769 +1,257
Mar17 161125 145.48 147.31 140.71 141.17 -4.45 11,735 38,903 +437
Apr17 161125 165.57 167.17 160.88 161.36 -4.27 8,118 33,828 +58
May17 161125 167.72 168.55 162.48 162.92 -4.15 4,608 18,821 +1,050
Jun17 161125 167.13 168.48 162.57 162.96 -4.06 4,971 22,203 +230
Jul17 161125 167.01 167.45 162.07 162.07 -3.97 1,140 6,665 +128
Aug17 161125 165.51 165.68 160.48 160.48 -3.95 1,231 4,805 -49
Sep17 161125 162.78 163.08 157.99 158.07 -3.97 1,695 7,453 -288
Total Volume and Open Interest 158,535 385,454 -2,767
e-miNY RBOB Gasoline(NYM)
Dec16 161125 142.20 142.20 137.30 137.30 -4.87 0 1 +0
Jan17 161125 137.61 137.61 137.61 137.61 -4.95      
Feb17 161125 138.70 138.70 138.70 138.70 -4.66      
Mar17 161125 141.17 141.17 141.17 141.17 -4.45      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec16 161125 3.023 3.121 3.001 3.085 +0.059 112,524 23,860 -19,546
Jan17 161125 3.144 3.223 3.115 3.202 +0.055 112,533 297,000 +859
Feb17 161125 3.172 3.250 3.147 3.234 +0.058 24,740 81,921 -514
Mar17 161125 3.168 3.233 3.141 3.224 +0.058 38,592 183,284 +1,788
Apr17 161125 3.108 3.164 3.080 3.161 +0.054 35,418 102,235 +1,998
May17 161125 3.139 3.170 3.104 3.169 +0.051 13,111 69,063 +1,661
Jun17 161125 3.169 3.200 3.133 3.199 +0.047 8,914 48,561 +241
Jul17 161125 3.198 3.230 3.149 3.226 +0.044 4,581 32,208 +29
Aug17 161125 3.196 3.227 3.153 3.224 +0.045 2,380 22,135 +425
Sep17 161125 3.178 3.210 3.141 3.208 +0.047 2,522 24,365 +381
Oct17 161125 3.194 3.226 3.158 3.225 +0.049 10,263 71,055 +281
Nov17 161125 3.231 3.268 3.184 3.267 +0.050 2,601 24,845 +248
Dec17 161125 3.369 3.406 3.322 3.406 +0.052 2,033 27,767 +553
Jan18 161125 3.459 3.501 3.447 3.499 +0.054 2,676 26,586 +80
Feb18 161125 3.419 3.460 3.417 3.460 +0.053 607 7,780 -139
Mar18 161125 3.334 3.370 3.333 3.370 +0.044 1,284 20,809 +261
Total Volume and Open Interest 375,874 1,157,763 -11,108
Brent Crude Oil(ICE)
Jan17 161125 48.96 49.02 46.85 47.24 -1.76 275,288 184,947 -38,084
Feb17 161125 49.96 50.03 47.84 48.24 -1.78 244,694 519,749 -4,774
Mar17 161125 50.71 50.78 48.64 49.02 -1.77 110,464 330,482 +3,989
Apr17 161125 51.35 51.39 49.26 49.65 -1.76 56,834 138,082 +3,434
May17 161125 51.88 51.94 49.82 50.20 -1.74 41,928 109,347 +918
Jun17 161125 52.33 52.39 50.28 50.66 -1.72 70,502 200,732 -4,673
Jul17 161125 52.73 52.73 50.66 51.03 -1.70 17,623 53,003 -901
Aug17 161125 52.93 52.93 50.97 51.32 -1.67 7,878 37,292 -34
Sep17 161125 53.20 53.20 51.22 51.56 -1.64 9,305 65,048 +435
Oct17 161125 53.21 53.21 51.76 51.76 -1.62 3,219 32,684 -689
Nov17 161125 51.96 51.96 51.96 51.96 -1.59 2,295 23,392 -545
Dec17 161125 53.72 53.73 51.80 52.16 -1.55 38,104 199,066 -1,013
Jan18 161125 52.36 52.36 52.36 52.36 -1.51 749 26,518 +362
Feb18 161125 52.54 52.54 52.54 52.54 -1.50 706 18,415 -328
Total Volume and Open Interest 899,823 2,257,606 -40,091
Gas Oil(ICE)
Dec16 161125 444.75 445.50 425.75 432.50 -11.75 70,743 121,698 -10,319
Jan17 161125 448.25 449.25 429.75 436.25 -11.50 76,620 155,900 -1,635
Feb17 161125 453.00 453.00 433.75 440.25 -11.25 29,411 75,428 -1,143
Mar17 161125 456.25 456.25 437.25 443.75 -11.00 20,578 55,776 +1,181
Apr17 161125 458.75 459.25 440.50 447.00 -10.75 8,147 35,637 +1,003
May17 161125 462.00 462.00 445.75 450.00 -10.75 4,647 30,169 +19
Jun17 161125 464.25 464.75 447.00 452.75 -10.75 15,579 76,643 +751
Jul17 161125 468.25 468.25 452.25 456.25 -10.75 1,993 22,018 +363
Aug17 161125 471.50 471.50 456.75 459.50 -10.75 1,839 15,199 +66
Sep17 161125 474.50 474.50 460.00 462.75 -10.75 2,905 29,330 +733
Total Volume and Open Interest 247,487 823,664 -7,971
Ethanol(CBOT)
Dec16 161125 1.600 1.611 1.600 1.606 -0.009 284 479 -215
Jan17 161125 1.564 1.565 1.542 1.552 +0.006 386 3,779 +256
Feb17 161125 1.525 1.528 1.525 1.525 +0.005 18 652 +2
Mar17 161125 1.533 1.533 1.533 1.533 +0.005 2 439 +2
Apr17 161125 1.547 1.547 1.500 1.547 +0.005 0 336 +0
May17 161125 1.554 1.554 1.482 1.554 +0.005 0 6 +0
Jun17 161125 1.553 1.553 1.553 1.553 +0.005      
Jul17 161125 1.553 1.553 1.553 1.553 +0.005      
Total Volume and Open Interest 690 5,707 +45
WTI Crude Oil(ICE)
Jan17 161125 47.94 47.99 45.76 46.06 -1.95 51,062 96,930 -1,833
Feb17 161125 48.72 48.72 46.70 47.00 -1.87 33,388 89,210 +2,060
Mar17 161125 49.68 49.68 47.61 47.90 -1.82 18,225 53,009 +1,026
Apr17 161125 50.03 50.03 48.36 48.62 -1.79 7,067 16,763 -138
May17 161125 50.94 50.94 48.92 49.19 -1.77 4,356 14,551 +270
Jun17 161125 51.34 51.34 49.32 49.61 -1.75 10,900 61,864 +473
Jul17 161125 50.87 50.87 49.92 49.92 -1.72 1,075 6,975 -126
Aug17 161125 50.13 50.13 50.13 50.13 -1.70 475 6,385 -46
Sep17 161125 51.37 51.37 50.30 50.30 -1.67 1,626 16,123 +495
Oct17 161125 50.43 50.43 50.43 50.43 -1.65 205 4,520 +15
Nov17 161125 50.56 50.56 50.56 50.56 -1.62 150 2,735 +71
Dec17 161125 51.70 51.71 50.33 50.70 -1.59 9,400 71,131 -768
Jan18 161125 50.80 50.80 50.80 50.80 -1.56 20 1,133 +9
Feb18 161125 50.90 50.90 50.90 50.90 -1.55 11 698 +11
Mar18 161125 50.99 50.99 50.99 50.99 -1.55 20 3,558 +17
Apr18 161125 51.08 51.08 51.08 51.08 -1.54 0 926 +0
Total Volume and Open Interest 139,733 516,345 +1,357
US Dollar Index(ICE)
Dec16 161125 101.840 101.970 101.245 101.545 -0.215 43,009 86,464 +1,627
Mar17 161125 101.750 101.865 101.155 101.450 -0.210 1,519 8,605 +323
Jun17 161125 101.725 101.725 101.160 101.380 -0.205 47 609 +18
Total Volume and Open Interest 44,587 95,940 +1,975
Australian Dollar(CME)
Dec16 161125 73.73 74.64 73.59 74.22 +0.40 97,279 98,569 -3,261
Mar17 161125 73.54 74.49 73.46 74.08 +0.40 555 2,340 +166
Jun17 161125 73.65 74.22 73.44 73.92 +0.40 4 63 -2
Total Volume and Open Interest 97,838 100,989 -3,097
British Pound(CME)
Dec16 161125 124.40 125.00 124.06 124.61 +0.17 95,002 232,795 -6,025
Mar17 161125 124.73 125.28 124.37 124.90 +0.17 2,553 9,297 +959
Jun17 161125 125.50 125.50 124.81 125.20 +0.17 18 638 -1
Total Volume and Open Interest 97,573 242,916 -5,067
Canadian Dollar(CME)
Dec16 161125 74.02 74.34 73.90 73.98 -0.16 70,804 113,406 -2,132
Mar17 161125 74.12 74.41 73.98 74.06 -0.15 340 3,935 +59
Jun17 161125 74.32 74.47 74.14 74.15 -0.15 50 580 +20
Sep17 161125 74.32 74.42 74.24 74.24 -0.14 2 358 +2
Total Volume and Open Interest 71,196 118,667 -2,051
Japanese Yen(CME)
Dec16 161125 88.86 89.03 87.86 88.41 -0.48 148,136 183,071 +2,760
Mar17 161125 89.13 89.42 88.27 88.82 -0.48 655 4,444 +183
Jun17 161125 89.20 89.75 88.66 89.27 -0.46 10 139 +2
Total Volume and Open Interest 148,801 187,684 +2,945
Swiss Franc(CME)
Dec16 161125 98.28 99.06 98.22 98.76 +0.33 20,432 59,838 +1,918
Mar17 161125 98.82 99.62 98.81 99.33 +0.34 84 329 +51
Jun17 161125 99.97 100.15 99.52 99.97 +0.33 0 15 +0
Total Volume and Open Interest 20,516 60,191 +1,969
EuroFX(CME)
Dec16 161125 105.57 106.37 105.27 106.01 +0.43 177,466 419,432 +5,675
Mar17 161125 106.00 106.83 105.75 106.48 +0.42 2,052 13,409 +158
Jun17 161125 106.55 107.31 106.27 107.00 +0.43 192 1,678 +88
Total Volume and Open Interest 179,714 434,768 +5,924
Mexican Peso(CME)
Dec16 161125 481.75 484.50 479.50 482.75 +1.25 38,623 123,897 -668
Jan17 161125 481.13 481.13 481.13 481.13 +1.25      
Total Volume and Open Interest 38,690 154,976 -654
Brazilian Real(CME)
Dec16 161125 294.60 294.75 287.90 293.55 -0.60 1,102 25,318 -187
Jan17 161125 290.40 291.90 285.70 290.75 -0.70 228 292 +91
Feb17 161125 287.50 287.50 283.65 287.50 -1.15      
Mar17 161125 283.40 286.95 281.15 285.85 -1.00 0 89 +0
Total Volume and Open Interest 1,330 25,699 -96
30-Year T-Bonds(CBOT)
Dec16 161125 152~240 153~120 151~310 152~260 -0~030 386,860 472,044 -76,535
Mar17 161125 151~120 152~000 150~200 151~140 -0~030 123,144 130,046 +83,319
Jun17 161125 150~180 152~000 150~180 150~180 -0~030 0 1 +0
Total Volume and Open Interest 510,004 602,091 +6,784
10-Year T-Notes(CBOT)
Dec16 161125 125~085 125~125 124~255 125~065 -0~050 2,263,826 2,368,094 -438,656
Mar17 161125 124~200 124~240 124~050 124~185 -0~045 861,510 763,246 +340,580
Jun17 161125 124~105 124~105 124~105 124~105 -0~045      
Total Volume and Open Interest 3,125,336 3,131,340 -98,076
5-Year T-Notes(CBOT)
Dec16 161125 118~090 118~114 117~312 118~096 -0~012 1,513,862 2,109,749 -278,724
Mar17 161125 117~250 117~276 117~154 117~256 -0~016 704,339 1,045,123 +380,828
Jun17 161125 117~206 117~256 117~206 117~206 -0~016 0 3 +0
Total Volume and Open Interest 2,218,201 3,154,875 +102,104
2 Year T-Notes(CBOT)
Dec16 161125 108~190 108~202 108~172 108~196 +0~002 636,087 838,515 -212,813
Mar17 161125 108~112 108~122 108~092 108~116 -0~002 385,832 353,892 +219,776
Jun17 161125 108~116 108~116 108~116 108~116 -0~002      
Total Volume and Open Interest 1,021,919 1,192,407 +6,963
Eurodollars(CME)
Dec16 161125 99.003 99.010 98.995 99.003 -0.002 237,859 1,430,902 +2,052
Mar17 161125 98.940 98.950 98.930 98.945 unch 282,958 1,418,035 -8,964
Jun17 161125 98.810 98.820 98.795 98.815 -0.005 213,551 1,471,644 +12,947
Sep17 161125 98.705 98.720 98.685 98.710 -0.010 185,636 1,095,659 +2,177
Dec17 161125 98.580 98.605 98.555 98.585 -0.010 316,814 1,562,048 -4,565
Mar18 161125 98.485 98.500 98.455 98.490 -0.010 233,847 796,815 +10,579
Jun18 161125 98.375 98.390 98.340 98.380 -0.010 216,279 620,423 -18,304
Sep18 161125 98.265 98.290 98.230 98.275 -0.010 163,948 459,251 -5,473
Dec18 161125 98.150 98.175 98.115 98.160 -0.015 217,085 806,093 +4,180
Mar19 161125 98.070 98.095 98.030 98.075 -0.015 142,847 559,229 -5,403
Jun19 161125 97.980 98.010 97.940 97.990 -0.015 115,503 492,970 -733
Sep19 161125 97.905 97.935 97.860 97.910 -0.020 110,761 404,874 +8,821
Dec19 161125 97.820 97.850 97.770 97.825 -0.020 108,886 363,627 +7,134
Mar20 161125 97.760 97.790 97.710 97.765 -0.020 78,988 233,188 +6,246
Jun20 161125 97.695 97.725 97.650 97.705 -0.020 65,357 148,733 +4,829
Sep20 161125 97.645 97.670 97.595 97.650 -0.020 57,541 114,922 -235
Dec20 161125 97.590 97.615 97.535 97.590 -0.020 52,343 130,525 +2,241
Mar21 161125 97.540 97.565 97.490 97.545 -0.020 53,033 102,534 +7,899
Total Volume and Open Interest 2,945,744 12,477,248 +27,700
Ultra T-Bond(CBOT)
Dec16 161125 161~25 162~26 160~27 162~04 +0~07 293,442 431,470 -127,500
Mar17 161125 160~31 162~04 160~05 161~15 +0~08 207,689 251,320 +141,181
Jun17 161125 160~25 160~25 160~25 160~25 +0~08      
Total Volume and Open Interest 501,131 682,790 +13,681
Ultra 10-Yr T-Note(CBOT)
Dec16 161125 134~300 135~055 134~125 134~285 -0~050 163,410 222,739 -57,026
Mar17 161125 134~105 134~210 133~310 134~120 -0~045 85,693 80,094 +64,041
Jun17 161125 134~120 134~120 134~120 134~120 -0~045      
Total Volume and Open Interest 249,103 302,833 +7,015
30 Day Federal Funds(CBOT)
Nov16 161125 99.592 99.592 99.592 99.592 unch 6,232 195,497 -3,898
Dec16 161125 99.470 99.470 99.465 99.470 unch 7,354 78,918 -3,651
Jan17 161125 99.365 99.370 99.365 99.370 unch 27,195 211,839 +7,309
Feb17 161125 99.345 99.350 99.345 99.350 unch 13,694 83,501 +3,510
Mar17 161125 99.310 99.315 99.305 99.315 -0.005 17,161 60,801 +6,620
Apr17 161125 99.290 99.295 99.285 99.295 -0.005 25,473 99,189 +6,987
Total Volume and Open Interest 145,502 955,614 +10,164
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 161124 99.94 99.94 99.94 99.94 unch 0 7 +0
Mar17 161124 99.94 99.94 99.94 99.94 unch      
Jun17 161124 99.94 99.94 99.94 99.94 unch      
Sep17 161124 99.94 99.94 99.94 99.94 unch      
Dec17 161124 99.94 99.94 99.94 99.94 unch      
Mar18 161124 99.95 99.95 99.95 99.95 unch      
Jun18 161124 99.81 99.81 99.81 99.81 unch      
Sep18 161124 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Dec16 161124 150.32 150.46 150.23 150.41 -0.06 925 16,839 +45
Mar17 161124 150.15 150.15 150.15 150.15 -0.06 4 6 +0
Jun17 161124 150.15 150.15 150.15 150.15 -0.06      
Total Volume and Open Interest 929 16,845 +45
Euro-Buxl(EUREX)
Dec16 161125 176.10 177.66 175.66 176.76 +0.76 46,155 167,138 -2,573
Mar17 161125 174.08 175.60 173.80 174.80 +0.74 6,217 56,707 +4,050
Jun17 161125 172.48 173.06 172.48 173.06 +0.76 21 2 -3
Total Volume and Open Interest 52,393 223,847 +1,474
Euro-Bund(EUREX)
Dec16 161125 161.09 161.59 161.03 161.36 +0.35 741,667 1,549,049 -36,322
Mar17 161125 162.87 163.34 162.83 163.11 +0.34 53,503 326,388 +49,559
Jun17 161125 160.51 160.51 160.51 160.51 +0.35 1 8 +0
Total Volume and Open Interest 795,171 1,875,445 +13,237
Euro-Bobl(EUREX)
Dec16 161125 131.32 131.50 131.32 131.41 +0.09 550,555 1,127,100 -36,761
Mar17 161125 132.93 133.00 132.87 132.91 +0.06 26,942 177,424 +21,777
Jun17 161125 131.66 131.66 131.66 131.66 +0.09      
Total Volume and Open Interest 577,497 1,304,524 -14,984
Euro-Schatz(EUREX)
Dec16 161125 112.24 112.28 112.24 112.27 +0.03 446,596 1,001,171 -15,376
Mar17 161125 112.16 112.17 112.14 112.15 +0.02 77,894 145,366 +27,486
Jun17 161125 112.27 112.27 112.27 112.27 +0.03      
Total Volume and Open Interest 524,490 1,146,537 +12,110
3-Mth Euribor(EUREX)
Dec16 161125 100.310 100.310 100.310 100.310 unch 31 3,171 +0
Mar17 161125 100.295 100.295 100.295 100.295 unch 2 3,276 +0
Jun17 161125 100.280 100.280 100.275 100.275 -0.010 1 33,634 +0
Total Volume and Open Interest 567 73,084 -405
Long Gilt(LIFFE)
Dec16 161125 123~26 124~08 123~23 123~31 +0~07 528,454 500,838 -105,119
Mar17 161125 123~04 123~19 123~01 123~11 +0~07 277,975 194,519 +146,632
Total Volume and Open Interest 806,429 695,357 +41,513
3-Mth Short Sterling(LIFFE)
Dec16 161125 99.60 99.61 99.60 99.60 +0.00 18,243 450,151 -1,694
Mar17 161125 99.57 99.59 99.57 99.58 +0.01 25,889 371,062 -3,203
Jun17 161125 99.55 99.56 99.54 99.55 +0.01 51,535 358,344 +6,321
Sep17 161125 99.50 99.52 99.50 99.51 +0.01 75,974 319,940 +10,354
Dec17 161125 99.46 99.47 99.45 99.46 +0.01 74,348 282,960 -646
Mar18 161125 99.39 99.42 99.39 99.41 +0.02 70,433 182,541 +183
Total Volume and Open Interest 763,466 2,742,319 +16,633
3-Mth Euribor(LIFFE)
Dec16 161125 100.310 100.310 100.305 100.305 -0.005 26,781 418,943 +364
Mar17 161125 100.300 100.305 100.290 100.290 -0.005 44,601 434,173 -976
Jun17 161125 100.285 100.290 100.270 100.275 -0.005 82,920 399,176 -5,010
Total Volume and Open Interest 824,619 3,250,869 -14,030
3-Mth Aus T-Bills(SFE)
Dec16 161125 98.21 98.21 98.20 98.21 unch 3,355 121,439 -1,431
Mar17 161125 98.22 98.23 98.21 98.22 -0.01 11,057 202,898 -1,491
Jun17 161125 98.20 98.20 98.18 98.20 unch 15,336 208,443 +731
Sep17 161125 98.16 98.16 98.13 98.16 unch 12,824 144,992 +1,115
Dec17 161125 98.10 98.11 98.06 98.09 -0.01 7,702 158,784 +828
Mar18 161125 98.02 98.03 97.97 98.01 -0.01 4,285 90,257 +487
Jun18 161125 97.94 97.95 97.88 97.92 -0.02 2,712 61,073 +82
Sep18 161125 97.85 97.86 97.77 97.83 -0.02 994 33,008 -159
Dec18 161125 97.76 97.76 97.67 97.73 -0.03 475 7,846 -97
Mar19 161125 97.63 97.64 97.63 97.64 -0.02 0 3,452 -88
Total Volume and Open Interest 58,754 1,035,076 -185
10-Year Aus T-Bonds(SFE)
Dec16 161125 97.29 97.31 97.22 97.28 -0.01 122,043 949,520 +911
Mar17 161125 97.23 97.23 97.23 97.23 -0.02      
Total Volume and Open Interest 122,043 949,520 +911
3-Year Aus T-Bonds(SFE)
Dec16 161125 98.07 98.09 98.01 98.07 unch 169,349 942,107 +7,745
Mar17 161125 98.03 98.03 98.03 98.03 -0.02      
Total Volume and Open Interest 169,349 942,107 +7,745
Gold(CMX)
Dec16 161125 1185.8 1192.7 1170.3 1178.4 -10.9 210,554 164,500 -35,251
Feb17 161125 1188.5 1195.4 1172.8 1181.0 -11.4 38,628 186,373 +12,134
Apr17 161125 1191.7 1198.0 1176.8 1184.1 -11.3 2,806 30,336 +904
Jun17 161125 1194.1 1200.6 1179.1 1187.0 -11.3 3,856 36,999 +505
Aug17 161125 1197.8 1200.9 1184.4 1189.6 -11.4 322 10,361 +54
Oct17 161125 1200.4 1206.0 1185.9 1192.3 -11.4 121 2,044 +3
Dec17 161125 1202.4 1206.2 1189.1 1195.0 -11.4 567 18,381 -15
Feb18 161125 1193.0 1209.9 1193.0 1198.1 -11.4 4 194 +3
Apr18 161125 1209.5 1212.0 1197.3 1201.1 -11.4 28 65 -2
Jun18 161125 1212.2 1216.1 1198.8 1204.1 -11.4 0 4,226 +0
Aug18 161125 1207.2 1207.2 1207.2 1207.2 -11.4      
Total Volume and Open Interest 257,433 461,062 -21,657
Silver(CMX)
Dec16 161125 1630.0 1657.5 1615.0 1647.0 +7.9 65,281 48,378 -7,974
Mar17 161125 1638.5 1667.0 1624.5 1655.4 +6.9 21,136 95,805 +7,987
May17 161125 1647.5 1671.5 1635.0 1661.9 +6.9 279 9,168 +53
Jul17 161125 1652.0 1676.0 1641.5 1668.1 +6.9 129 5,780 +103
Sep17 161125 1674.2 1733.0 1674.2 1674.2 +6.9 0 1,030 +0
Dec17 161125 1671.0 1691.5 1660.0 1682.7 +6.9 414 5,148 +228
Mar18 161125 1690.8 1720.0 1690.8 1690.8 +6.9 4 2 +0
Total Volume and Open Interest 88,044 169,661 +709
Platinum(NYMEX)
Jan17 161125 923.3 935.0 905.5 908.3 -22.8 13,918 57,438 +2
Apr17 161125 926.5 931.1 908.7 911.6 -22.6 867 7,435 +524
Jul17 161125 913.6 922.9 913.5 915.5 -22.2 2 177 -1
Oct17 161125 932.2 932.2 919.3 919.3 -22.2 4 186 +3
Total Volume and Open Interest 14,896 65,403 +624
Palladium(NYMEX)
Dec16 161125 736.10 744.95 724.60 741.05 +3.65 8,790 10,203 -2,177
Mar17 161125 737.20 746.50 725.50 742.90 +4.35 4,967 17,148 +2,463
Jun17 161125 740.00 745.00 736.50 743.65 +4.20 31 163 +13
Total Volume and Open Interest 13,788 27,518 +299
Copper(CMX)
Dec16 161125 268.00 269.90 261.25 266.80 +6.05 91,214 44,825 -9,033
Mar17 161125 269.00 271.00 262.25 268.15 +6.40 41,869 132,564 +1,021
May17 161125 269.70 270.00 263.00 268.80 +6.45 4,073 24,372 +1,868
Jul17 161125 268.85 271.30 266.45 269.20 +6.45 1,262 15,438 +144
Sep17 161125 268.80 271.55 266.75 269.40 +6.40 641 4,650 +89
Total Volume and Open Interest 140,632 236,293 -5,727
E-mini DJIA Index(CBOT)
Dec16 161125 19048 19148 19032 19144 +90 115,567 129,594 -1,370
Mar17 161125 18985 19085 18964 19085 +92 442 4,891 +225
Jun17 161125 18951 19017 18951 19017 +92 1 35 +1
Sep17 161125 18932 18932 18932 18932 +92      
Total Volume and Open Interest 116,010 134,520 -1,144
S & P 500(CME)
Dec16 161125 2201.30 2211.30 2198.00 2211.30 +10.50 2,822 87,641 +548
Mar17 161125 2206.30 2206.30 2206.30 2206.30 +10.60 456 1,657 +247
Jun17 161125 2201.20 2201.20 2200.60 2201.20 +10.60 0 1,135 +0
Sep17 161125 2195.90 2195.90 2195.30 2195.90 +10.60      
Total Volume and Open Interest 3,278 90,433 +795
S & P 500 E-Mini(Globex)
Dec16 161125 2201.00 2211.75 2197.50 2211.25 +10.50 1,257,560 2,975,324 +2,981
Mar17 161125 2195.75 2206.25 2192.75 2206.25 +10.50 8,752 58,488 +2,479
Jun17 161125 2190.00 2201.25 2190.00 2201.25 +10.75 76 2,786 +29
Sep17 161125 2189.00 2196.00 2187.00 2196.00 +10.75 7 24 +0
Total Volume and Open Interest 1,266,397 3,036,641 +5,490
NASDAQ 100 E-Mini(Globex)
Dec16 161125 4850.50 4870.00 4839.50 4868.50 +19.00 157,465 249,031 +584
Mar17 161125 4850.30 4869.00 4838.00 4867.80 +19.30 353 1,503 +45
Jun17 161125 4861.80 4861.80 4839.50 4861.80 +19.30 0 24 +0
Total Volume and Open Interest 157,818 250,586 +629
S&P Midcap 400(CME) e-Mini
Dec16 161125 1633.90 1641.10 1632.00 1639.50 +5.00 15,269 83,097 +3,007
Mar17 161125 1637.00 1637.00 1613.20 1637.00 +5.00 1 5 +1
Jun17 161125 1627.30 1627.30 1627.30 1627.30 +5.00      
Total Volume and Open Interest 15,270 83,102 +3,008
Volatility Index(CBOE)
Nov16 161116 13.25 13.85 13.20 13.85 +0.65 87,681 63,965 -25,646
Dec16 161125 14.35 14.52 14.25 14.33 -0.10 87,256 212,739 -5,320
Jan17 161125 16.20 16.43 16.13 16.18 -0.20 44,936 81,556 +6,194
Feb17 161125 17.20 17.40 17.13 17.18 -0.15 13,784 30,171 -471
Total Volume and Open Interest 156,818 391,083 +6,034
Russell 2000(ICE)
Dec16 161125 1346.10 1348.10 1341.20 1347.50 +5.40 98,984 359,319 +7,615
Mar17 161125 1340.10 1344.50 1339.20 1344.50 +5.40 79 674 +19
Jun17 161125 1341.00 1341.50 1341.00 1341.50 +5.90 0 170 +0
Total Volume and Open Interest 99,063 360,302 +7,634
Nikkei 225(CME)
Dec16 161125 18350 18495 18285 18400 -40 8,937 35,609 -358
Mar17 161125 18445 18490 18335 18430 -45 135 227 +80
Total Volume and Open Interest 9,072 35,836 -278
Nikkei 225(SGX)
Dec16 161125 18360 18375 18265 18375 -10 22,764 208,278 +2,324
Mar17 161125 18290 18340 18245 18340 -5 72 8,927 +10
Jun17 161125 18215 18215 18215 18215 -5 0 1 +0
Total Volume and Open Interest 22,836 223,382 +2,334
Nikkei 225(CME) Yen
Dec16 161125 18425 18485 18270 18385 -40 41,291 68,823 -2,323
Mar17 161125 18320 18385 18255 18335 -40 275 378 +208
Jun17 161125 18205 18205 18205 18205 -40      
Total Volume and Open Interest 41,566 69,201 -2,115
Nikkei 225(CME) e-Mini Yen
Dec16 161125 18420 18440 18390 18390 -30 0 306 +0
Mar17 161125 18340 18340 18340 18340 -30      
Jun17 161125 18210 18210 18210 18210 -30      
Total Volume and Open Interest 0 306 +0
CAC 40(EURONEXT)
Dec16 161125 4546.5 4561.5 4518.0 4545.0 +7.0 90,344 281,836 +1,143
Jan17 161125 4536.5 4552.0 4521.0 4536.0 +7.0 1,359 6,231 +852
Feb17 161125 4521.0 4532.5 4521.0 4532.5 +7.0      
Mar17 161125 4531.5 4531.5 4531.5 4531.5 +7.0 20 105 +20
Total Volume and Open Interest 91,723 288,176 +2,015
Hang Seng Index(HKFE)
Nov16 161125 22608 22788 22560 22730 +125 108,626 117,539 -12,999
Dec16 161125 22608 22795 22569 22734 +123 25,016 37,661 +12,861
Total Volume and Open Interest 133,979 158,001 -19
DAX(EUREX)
Dec16 161125 10705.0 10714.5 10646.0 10691.0 +3.5 76,603 132,323 -2,188
Mar17 161125 10700.0 10705.0 10645.0 10688.5 +3.5 382 6,640 +95
Jun17 161125 10720.0 10722.0 10692.0 10713.0 +3.5 25 191 +0
Total Volume and Open Interest 77,010 139,154 -2,093
Mini-DAX(EUREX)
Dec16 161125 10699.0 10714.0 10647.0 10691.0 +3.5 18,229 10,569 +166
Mar17 161125 10695.0 10703.0 10650.0 10688.5 +3.5 124 2,433 +28
Jun17 161125 10685.0 10725.0 10685.0 10713.0 +3.5 28 57 -2
Total Volume and Open Interest 18,381 13,059 +192
FT-SE 100(EURONEXT)
Dec16 161125 6822.50 6851.50 6815.00 6837.00 +13.00 107,806 735,316 +3,294
Mar17 161125 6772.00 6780.50 6770.00 6774.00 +13.50 53 12,405 +33
Jun17 161125 6704.00 6704.00 6704.00 6704.00 +13.50 0 15 +0
Total Volume and Open Interest 107,859 747,736 +3,327
SPI 200(SFE)
Dec16 161125 5498.0 5528.0 5483.0 5514.0 +17.0 41,220 278,520 +5,841
Mar17 161125 5448.0 5463.0 5436.0 5463.0 +17.0 299 1,992 +208
Jun17 161125 5447.0 5447.0 5447.0 5447.0 +17.0 92 1,489 +92
Total Volume and Open Interest 41,663 283,217 +6,193
FTSE MIB(ISE)
Dec16 161125 16480.00 16535.00 16395.00 16512.00 +35.00 39,080 40,118 -1,389
Mar17 161125 16355.00 16460.00 16355.00 16452.00 +35.00 26 1,485 -1
Jun17 161125 16102.00 16102.00 16102.00 16102.00 +45.00      
Total Volume and Open Interest 39,106 41,603 -1,390
KOSPI 200(KFE)
Dec16 161125 252.05 252.30 251.95 252.20 -0.25 101,495 127,906 -1,659
Mar17 161125 249.30 249.60 249.30 249.60 -0.25 834 20,270 +225
Jun17 161125 250.15 250.15 250.15 250.15 -1.10 0 1,876 +0
Total Volume and Open Interest 102,329 155,056 -1,236
GSCI(CME)
Dec16 161125 369.30 369.40 365.60 365.95 -5.40 579 14,825 -176
Jan17 161125 369.15 369.15 369.15 369.15 -5.40 0 100 +0
Feb17 161125 371.40 371.40 371.40 371.40 -5.40      
Total Volume and Open Interest 579 14,925 -176
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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