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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 30, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161130 1043.00 1052.75 1031.25 1032.25 -10.25 161,412 330,776 +1,295
Mar17 161130 1051.00 1061.25 1040.00 1041.25 -9.75 66,984 153,265 +8,293
May17 161130 1057.00 1067.50 1047.50 1049.00 -8.25 27,724 71,954 -1,229
Jul17 161130 1061.75 1072.25 1052.50 1054.00 -7.75 29,527 85,368 +781
Aug17 161130 1063.25 1067.50 1049.75 1051.00 -7.50 765 4,558 +40
Sep17 161130 1047.00 1047.00 1032.00 1032.75 -7.75 602 2,130 +112
Nov17 161130 1023.00 1035.25 1016.25 1018.00 -7.50 19,932 54,506 +4,462
Jan18 161130 1026.00 1036.00 1017.25 1017.25 -9.00 672 2,435 +18
Mar18 161130 1019.00 1025.75 1009.75 1011.25 -7.50 240 1,773 +48
May18 161130 1008.75 1009.50 1007.75 1008.50 -7.50 82 408 +55
Jul18 161130 1015.75 1015.75 1008.50 1009.00 -8.25 73 629 +28
Aug18 161130 1003.75 1003.75 1003.75 1003.75 -8.25 0 17 +0
Sep18 161130 991.75 991.75 991.75 991.75 -8.25 2 17 +0
Nov18 161130 980.00 984.00 971.25 971.50 -5.00 234 873 +74
Total Volume and Open Interest 308,254 708,745 +13,978
Soybean Meal(CBOT)
Dec16 161130 323.80 324.30 316.20 316.40 -5.30 42,862 17,922 -11,287
Jan17 161130 324.60 327.10 318.00 318.30 -5.90 69,282 132,621 +3,203
Mar17 161130 327.00 329.40 320.70 321.10 -5.60 21,929 92,591 +3,625
May17 161130 328.60 330.90 322.70 323.10 -5.10 5,876 46,032 +976
Jul17 161130 330.20 331.80 324.40 325.10 -4.90 4,571 40,019 -337
Aug17 161130 329.30 331.50 323.60 324.20 -4.80 798 5,749 +18
Sep17 161130 325.50 325.90 321.40 321.80 -5.20 442 5,631 +4
Oct17 161130 323.00 323.00 317.60 318.00 -4.70 467 5,083 -32
Dec17 161130 322.70 323.50 317.10 317.60 -4.70 2,988 21,233 +416
Jan18 161130 321.90 322.00 316.30 316.30 -4.90 61 915 +26
Total Volume and Open Interest 149,369 370,079 -3,370
Soybean Oil(CBOT)
Dec16 161130 36.43 37.05 36.34 36.79 +0.43 54,405 23,421 -20,269
Jan17 161130 36.68 37.30 36.52 36.99 +0.37 95,121 164,825 +6,417
Mar17 161130 37.05 37.56 36.79 37.25 +0.36 36,139 115,558 +6,513
May17 161130 37.11 37.75 36.99 37.38 +0.36 10,338 53,218 +1,291
Jul17 161130 37.23 37.80 37.14 37.48 +0.35 6,405 45,307 +1,123
Aug17 161130 37.60 37.62 37.17 37.34 +0.33 814 5,186 -24
Sep17 161130 37.37 37.37 36.96 37.12 +0.29 1,185 4,196 +266
Oct17 161130 36.72 37.08 36.67 36.78 +0.28 451 3,680 +14
Dec17 161130 36.47 37.04 36.47 36.74 +0.28 2,499 11,179 -287
Jan18 161130 36.75 36.89 36.63 36.75 +0.29 21 568 +17
Total Volume and Open Interest 207,407 428,110 -4,928
Canola(WCE)
Jan17 161130 519.8 527.4 519.1 525.2 +5.6 15,142 143,288 -5,407
Mar17 161130 525.3 534.7 525.3 532.5 +6.2 7,955 37,602 +1,967
May17 161130 531.4 539.5 531.4 537.6 +6.2 2,212 20,629 +713
Jul17 161130 534.0 539.2 532.7 537.4 +5.7 1,438 15,314 +206
Nov17 161130 509.9 510.6 508.2 508.8 -0.1 525 12,111 +205
Total Volume and Open Interest 27,333 230,538 -2,309
Corn(CBOT)
Dec16 161130 337.25 341.75 336.00 336.75 unch 208,947 87,798 -54,507
Mar17 161130 349.00 353.00 347.75 348.50 -0.50 237,773 691,426 +26,868
May17 161130 356.50 360.25 355.00 355.75 -0.75 37,036 148,830 -2,099
Jul17 161130 365.00 367.75 362.75 363.50 -0.50 23,738 159,901 -2,665
Sep17 161130 372.00 374.75 370.00 370.75 -0.25 3,158 54,765 +37
Dec17 161130 379.75 383.25 379.00 379.75 unch 8,159 103,134 -164
Mar18 161130 391.25 392.25 388.00 388.75 unch 174 7,888 +10
May18 161130 394.25 395.50 393.75 394.50 -0.25 11 1,414 +11
Jul18 161130 399.00 399.50 398.50 398.75 -0.25 61 1,844 -5
Sep18 161130 394.75 400.50 394.75 394.75 -0.50 47 770 +3
Total Volume and Open Interest 519,279 1,264,289 -32,443
Wheat(CBOT)
Dec16 161130 384.25 391.50 380.00 380.50 -3.50 57,169 26,322 -29,973
Mar17 161130 408.75 414.00 402.25 402.75 -6.00 101,932 265,727 +11,131
May17 161130 423.00 427.25 415.00 415.50 -6.75 14,633 61,321 +2,224
Jul17 161130 438.50 443.00 430.50 431.25 -6.50 8,745 62,302 +102
Sep17 161130 453.50 457.75 446.75 447.25 -5.75 1,295 10,826 -38
Dec17 161130 471.75 475.75 465.00 465.50 -5.75 979 19,859 +190
Total Volume and Open Interest 184,875 450,782 -16,310
Wheat(KCBT)
Dec16 161130 400.75 402.50 390.50 391.25 -7.50 24,902 10,138 -11,240
Mar17 161130 419.75 422.25 409.50 410.25 -8.00 35,579 131,706 +5,613
May17 161130 430.50 434.00 421.25 422.00 -8.00 5,479 37,299 +812
Jul17 161130 441.25 445.25 432.25 433.00 -8.00 5,158 54,684 +121
Sep17 161130 456.50 459.25 447.00 447.75 -7.75 279 5,251 +45
Dec17 161130 476.25 478.00 466.75 467.25 -7.00 306 6,950 -100
Mar18 161130 487.00 487.00 480.25 480.75 -5.25 174 1,573 -21
Total Volume and Open Interest 71,882 248,483 -4,770
Wheat(MGE)
Dec16 161130 538.25 543.50 538.25 539.50 +5.25 4,840 4,915 -2,273
Mar17 161130 532.75 538.50 532.50 534.50 +0.75 7,571 32,325 +1,801
May17 161130 535.75 540.75 535.25 536.75 +0.50 1,468 11,582 -176
Jul17 161130 539.50 544.50 539.50 540.75 +0.25 866 5,808 +159
Sep17 161130 546.75 550.50 546.75 547.75 +1.00 222 3,868 +20
Dec17 161130 558.25 559.75 556.75 557.00 +0.75 128 2,690 +40
Total Volume and Open Interest 15,138 61,273 -414
Oats(CBOT)
Dec16 161130 200.00 200.00 198.50 199.25 +0.75 1,743 932 -1,040
Mar17 161130 212.00 214.25 211.00 212.25 +0.25 1,234 5,943 +539
May17 161130 216.25 217.75 215.25 216.75 +0.50 20 604 +8
Jul17 161130 219.75 219.75 219.00 219.75 +0.50 0 75 +0
Total Volume and Open Interest 2,997 7,642 -493
Rough Rice(CBOT)
Jan17 161130 9.53 9.74 9.53 9.70 +0.17 256 10,903 +104
Mar17 161130 9.82 9.98 9.81 9.95 +0.18 61 1,286 +30
May17 161130 10.20 10.20 10.00 10.20 +0.18 1 22 +1
Jul17 161130 10.37 10.37 10.20 10.37 +0.16 2 9 +0
Total Volume and Open Interest 320 12,228 +135
Live Cattle(CME)
Dec16 161130 109.400 110.930 109.150 110.750 +1.820 14,220 38,328 -4,064
Feb17 161130 110.500 112.250 110.450 111.950 +1.650 27,080 107,906 +1,728
Apr17 161130 110.385 111.930 110.300 111.730 +1.530 10,211 67,673 +1,440
Jun17 161130 101.650 102.950 101.650 102.900 +1.300 6,558 46,850 +1,072
Aug17 161130 98.480 99.350 98.350 99.350 +0.900 2,167 15,562 +263
Oct17 161130 98.800 99.750 98.785 99.750 +0.950 624 8,366 +202
Total Volume and Open Interest 61,120 288,216 +751
Feeder Cattle(CME)
Jan17 161130 126.950 128.735 126.950 128.435 +1.455 4,639 22,383 -181
Mar17 161130 123.150 124.730 123.150 124.450 +1.165 3,035 11,940 +212
Apr17 161130 122.885 124.300 122.885 124.135 +1.100 1,266 4,537 -49
May17 161130 121.930 123.330 121.930 123.230 +1.195 816 3,890 +163
Aug17 161130 122.400 124.000 122.400 123.885 +1.305 435 1,801 +136
Sep17 161130 121.050 122.230 121.035 122.000 +1.320 22 102 +15
Oct17 161130 120.600 120.600 118.600 120.600 +1.350 5 19 +1
Total Volume and Open Interest 10,218 44,672 +297
Lean Hogs(CME)
Dec16 161130 50.850 51.700 50.750 51.035 +0.685 8,691 37,476 -2,706
Feb17 161130 55.000 56.150 54.900 55.235 +0.535 16,335 98,208 -807
Apr17 161130 61.100 62.180 61.100 61.500 +0.465 6,908 43,263 -867
May17 161130 69.000 69.000 68.785 68.950 +0.650 136 934 +65
Jun17 161130 73.035 73.600 72.750 73.035 +0.400 3,093 18,964 -169
Jul17 161130 73.535 74.000 73.200 73.450 +0.200 1,123 10,105 -103
Aug17 161130 73.750 74.035 73.385 73.550 +0.070 460 6,974 +149
Oct17 161130 62.000 62.550 62.000 62.100 unch 53 2,139 +26
Total Volume and Open Interest 36,832 219,304 -4,407
Class III Milk(CME)
Nov16 161129 16.74 16.75 16.72 16.72 unch 0 4,882 +0
Dec16 161130 16.87 17.00 16.79 16.94 +0.02 286 6,114 +90
Jan17 161130 16.38 16.55 16.25 16.52 +0.09 143 3,632 +62
Feb17 161130 16.31 16.53 16.21 16.52 +0.18 63 3,302 +19
Mar17 161130 16.22 16.49 16.18 16.48 +0.17 83 2,835 +35
Apr17 161130 16.30 16.45 16.25 16.44 +0.12 13 2,441 +9
May17 161130 16.33 16.47 16.33 16.45 +0.08 12 2,279 +12
Jun17 161130 16.55 16.68 16.50 16.66 +0.13 14 2,096 +12
Jul17 161130 16.76 16.90 16.76 16.85 +0.06 44 1,223 +44
Aug17 161130 16.93 17.01 16.90 17.00 +0.10 1 1,189 +1
Sep17 161130 17.05 17.16 17.05 17.14 +0.04 12 1,192 +12
Oct17 161130 17.10 17.10 17.07 17.10 +0.07 6 823 +4
Nov17 161130 16.97 17.02 16.93 17.00 +0.04 11 752 +10
Total Volume and Open Interest 806 34,053 +272
Cocoa(ICE)
Dec16 161130 2407 2407 2387 2387 -18 4 79 -3
Mar17 161130 2418 2427 2371 2389 -26 11,320 142,722 -166
May17 161130 2413 2418 2366 2380 -27 4,099 46,970 +163
Jul17 161130 2408 2412 2364 2374 -29 2,573 27,860 +1,086
Sep17 161130 2420 2420 2373 2383 -29 543 12,275 +44
Dec17 161130 2411 2411 2383 2393 -29 323 5,944 +25
Mar18 161130 2422 2422 2392 2404 -29 300 8,331 +99
Total Volume and Open Interest 19,395 246,671 +1,451
Coffee "C"(ICE)
Dec16 161130 149.50 150.00 147.40 147.50 -2.40 8 245 -4
Mar17 161130 152.80 153.50 150.45 150.60 -2.45 17,840 106,617 -1,457
May17 161130 155.10 155.75 152.80 152.90 -2.45 5,409 41,588 -43
Jul17 161130 157.60 157.85 154.95 155.05 -2.35 2,982 13,919 +680
Sep17 161130 159.70 159.70 156.85 156.95 -2.35 964 7,936 -37
Dec17 161130 162.85 162.85 159.75 159.75 -2.35 517 10,458 +42
Total Volume and Open Interest 27,886 186,145 -812
Orange Juice(ICE)
Jan17 161130 217.50 218.95 215.00 217.60 +2.20 737 13,686 +21
Mar17 161130 214.00 215.20 212.00 214.45 +2.35 137 1,698 +50
May17 161130 211.00 211.80 211.00 211.45 +1.25 4 465 +1
Jul17 161130 209.75 209.95 209.75 209.95 +1.00 2 125 +1
Sep17 161130 206.60 206.60 206.60 206.60 +1.00      
Nov17 161130 203.70 203.70 203.70 203.70 +1.00 0 2 +0
Total Volume and Open Interest 881 15,977 +74
Sugar #11(ICE)
Mar17 161130 19.66 19.85 19.50 19.81 +0.15 35,195 389,334 -5,195
May17 161130 19.12 19.32 19.03 19.27 +0.15 11,777 163,846 +284
Jul17 161130 18.50 18.72 18.43 18.66 +0.16 6,210 121,836 +629
Oct17 161130 18.20 18.39 18.11 18.33 +0.17 4,013 70,572 +420
Mar18 161130 18.03 18.28 18.03 18.23 +0.16 1,884 38,773 +658
May18 161130 17.53 17.65 17.50 17.61 +0.11 1,153 13,395 +290
Jul18 161130 16.97 17.03 16.90 17.00 +0.07 466 9,607 +285
Oct18 161130 16.78 16.83 16.66 16.79 +0.03 163 8,103 +67
Total Volume and Open Interest 60,877 820,577 -2,562
London Cocoa(LCE)
Dec16 161130 1996 1998 1946 1964 -29 9,901 64,700 -7,727
Mar17 161130 1974 1975 1942 1956 -12 9,124 93,437 +206
May17 161130 1971 1973 1944 1954 -13 9,771 60,133 +3,259
Jul17 161130 1984 1986 1959 1966 -14 3,777 19,867 +825
Sep17 161130 1992 1994 1968 1975 -14 1,156 26,218 -116
Dec17 161130 1990 1990 1970 1975 -14 880 15,576 +140
Mar18 161130 1985 1985 1974 1978 -12 595 7,165 +340
Total Volume and Open Interest 35,245 287,508 -3,035
London Sugar(LCE)
Mar17 161130 525.30 527.50 520.90 526.40 +1.20 2,451 36,658 +15
May17 161130 517.80 521.30 515.00 520.10 +1.30 1,283 20,176 +357
Aug17 161130 505.90 509.40 503.50 508.10 +1.50 322 8,270 +84
Oct17 161130 488.60 492.70 487.30 491.40 +1.70 94 10,291 +37
Dec17 161130 481.80 485.20 480.00 483.90 +1.80 10 2,031 +2
Total Volume and Open Interest 4,160 79,111 +495
Cotton(ICE)
Dec16 161130 72.62 72.62 72.14 72.46 +0.08 83 1,113 -79
Mar17 161130 71.30 71.70 70.60 71.58 +0.28 12,808 184,224 +1,370
May17 161130 71.84 72.19 71.12 72.06 +0.31 1,664 37,603 +250
Jul17 161130 71.50 72.15 71.29 71.98 +0.23 446 13,870 +176
Oct17 161130 70.20 70.92 70.20 70.92 -0.02 0 33 +0
Dec17 161130 69.55 70.12 69.25 69.90 +0.23 222 17,474 +90
Total Volume and Open Interest 15,223 255,473 +1,807
Lumber(CME)
Jan17 161130 335.0 335.3 328.3 329.8 -0.5 961 2,824 -3
Mar17 161130 343.0 345.0 339.7 343.0 +1.8 351 665 +103
May17 161130 347.0 349.1 344.1 349.1 +2.1 85 155 +24
Jul17 161130 352.9 352.9 350.0 351.6 -1.3 34 38 +6
Total Volume and Open Interest 1,432 3,715 +130
Crude Oil(NYM)
Jan17 161130 45.24 49.90 45.22 49.44 +4.21 734,381 629,240 -4,655
Feb17 161130 46.22 50.80 46.13 50.34 +4.21 152,438 175,371 +5,953
Mar17 161130 47.07 51.65 47.03 51.21 +4.21 89,331 235,622 -288
Apr17 161130 47.85 52.32 47.85 51.89 +4.17 42,435 103,325 +1,162
May17 161130 48.48 52.78 48.45 52.39 +4.09 20,086 82,320 -683
Jun17 161130 48.74 53.12 48.74 52.73 +4.00 51,389 188,734 +159
Jul17 161130 49.32 53.15 49.31 52.94 +3.90 9,179 41,154 +918
Aug17 161130 49.55 53.35 49.55 53.06 +3.80 3,661 34,255 +481
Sep17 161130 49.73 53.42 49.73 53.14 +3.71 6,016 49,879 +425
Oct17 161130 50.82 53.51 50.82 53.19 +3.62 1,756 28,858 +152
Nov17 161130 49.81 53.45 49.81 53.25 +3.54 1,349 29,402 +104
Dec17 161130 49.87 53.66 49.85 53.31 +3.45 31,777 179,717 -1,723
Jan18 161130 52.52 53.34 52.18 53.34 +3.37 633 28,538 +83
Feb18 161130 52.62 53.37 52.62 53.37 +3.29 296 8,174 +86
Mar18 161130 53.00 53.50 53.00 53.39 +3.21 1,022 24,226 +236
Apr18 161130 51.12 53.41 51.12 53.41 +3.13 160 4,788 +66
Total Volume and Open Interest 1,161,013 2,013,557 +2,368
e-miNY Crude Oil(NYM)
Jan17 161130 45.250 49.875 45.225 49.450 +4.225 17,936 2,400 -243
Feb17 161130 46.200 50.725 46.200 50.350 +4.225 382 963 -3
Mar17 161130 47.200 51.575 47.200 51.200 +4.200 108 316 +1
Apr17 161130 48.600 52.425 48.600 51.900 +4.175 21 244 -2
May17 161130 51.375 52.900 51.375 52.400 +4.100 1 118 +0
Jun17 161130 51.600 52.875 51.600 52.725 +4.000 14 183 -7
Jul17 161130 53.200 53.200 52.950 52.950 +3.900 13 115 +12
Aug17 161130 53.050 53.050 52.300 53.050 +3.800 3 132 -3
Sep17 161130 51.475 53.150 51.475 53.150 +3.725 20 29 -20
Oct17 161130 53.200 53.200 49.775 53.200 +3.625 18 13 -18
Total Volume and Open Interest 18,522 4,690 -285
NY Harbor ULSD(NYM)
Dec16 161130 146.27 158.09 146.00 157.09 +10.82 28,270 14,275 -6,238
Jan17 161130 147.98 159.42 147.49 157.63 +9.85 70,330 104,836 -316
Feb17 161130 149.49 160.62 148.99 158.85 +9.67 24,180 54,290 -35
Mar17 161130 149.88 161.31 149.73 159.64 +9.46 17,896 55,900 +1,318
Apr17 161130 150.66 161.53 150.59 159.75 +9.33 8,037 37,032 +288
May17 161130 158.35 161.95 158.09 160.39 +9.21 4,339 20,693 -342
Jun17 161130 152.89 162.77 152.89 161.09 +9.12 7,308 39,190 +915
Jul17 161130 160.70 162.48 160.51 162.08 +9.00 487 6,174 +5
Aug17 161130 161.89 163.09 161.50 163.07 +8.86 355 5,004 +10
Sep17 161130 162.11 164.66 162.11 164.16 +8.68 804 6,796 +312
Oct17 161130 162.42 165.24 162.42 165.14 +8.47 440 3,294 -24
Nov17 161130 165.75 166.48 164.84 166.04 +8.24 567 3,245 +164
Dec17 161130 162.71 168.47 162.26 166.88 +8.01 2,946 29,330 +379
Jan18 161130 168.91 168.91 167.85 167.85 +7.82 238 2,676 -19
Total Volume and Open Interest 166,330 395,123 -3,521
RBOB Gasoline(NYM)
Dec16 161130 137.76 150.00 137.64 149.08 +11.37 25,978 18,343 -5,818
Jan17 161130 137.70 149.91 137.36 148.25 +10.53 53,062 148,481 +32
Feb17 161130 138.47 150.71 138.28 149.14 +10.63 18,284 40,670 +1,142
Mar17 161130 140.58 152.82 140.41 151.29 +10.64 10,581 40,404 +480
Apr17 161130 160.88 172.55 160.88 171.05 +10.64 5,771 33,684 -499
May17 161130 162.44 173.59 162.44 172.37 +10.56 2,950 19,477 +319
Jun17 161130 162.26 173.41 161.90 172.12 +10.37 4,430 24,177 +502
Jul17 161130 165.44 171.93 165.44 170.86 +10.14 974 6,746 +148
Aug17 161130 161.11 168.93 161.11 168.92 +9.85 309 4,848 +82
Sep17 161130 163.15 167.11 163.03 166.17 +9.54 277 7,375 -124
Total Volume and Open Interest 123,977 371,597 -3,405
e-miNY RBOB Gasoline(NYM)
Jan17 161130 148.25 148.25 148.25 148.25 +10.53      
Feb17 161130 149.14 149.14 149.14 149.14 +10.63      
Mar17 161130 151.30 151.30 151.29 151.30 +10.65      
Apr17 161130 171.05 171.05 171.05 171.05 +10.64      
Total Volume and Open Interest      
Natural Gas(NYM)
Jan17 161130 3.325 3.365 3.285 3.352 +0.037 173,469 299,539 +2,645
Feb17 161130 3.349 3.384 3.314 3.359 +0.018 47,023 79,273 -1,653
Mar17 161130 3.340 3.357 3.291 3.328 +0.009 60,653 183,265 -662
Apr17 161130 3.238 3.264 3.209 3.230 -0.003 53,889 103,172 +1,014
May17 161130 3.242 3.253 3.200 3.217 -0.010 25,476 70,444 +360
Jun17 161130 3.266 3.277 3.221 3.242 -0.011 14,117 48,906 +202
Jul17 161130 3.287 3.303 3.254 3.269 -0.011 10,365 34,025 +1,890
Aug17 161130 3.288 3.295 3.247 3.262 -0.013 7,453 23,544 +886
Sep17 161130 3.259 3.275 3.223 3.244 -0.013 6,618 25,955 +654
Oct17 161130 3.277 3.296 3.248 3.264 -0.012 19,636 75,094 +1,789
Nov17 161130 3.314 3.333 3.293 3.308 -0.011 4,900 26,153 +411
Dec17 161130 3.445 3.461 3.415 3.436 -0.015 4,630 29,255 +394
Jan18 161130 3.534 3.552 3.512 3.527 -0.018 10,484 29,687 +1,876
Feb18 161130 3.499 3.505 3.467 3.481 -0.019 2,140 8,846 +454
Mar18 161130 3.401 3.406 3.371 3.384 -0.021 9,230 24,740 +2,041
Apr18 161130 2.863 2.875 2.844 2.856 -0.026 8,448 29,630 +2,664
Total Volume and Open Interest 471,597 1,163,633 +9,781
Brent Crude Oil(ICE)
Jan17 161130 46.54 50.49 46.51 50.47 +4.09 207,955 99,336 -51,924
Feb17 161130 47.51 52.37 47.40 51.84 +4.52 374,366 536,656 +8,856
Mar17 161130 48.28 53.03 48.18 52.53 +4.44 132,913 336,160 +5,884
Apr17 161130 48.91 53.58 48.83 53.08 +4.34 52,383 143,600 +2,412
May17 161130 49.44 54.00 49.39 53.52 +4.22 37,750 111,940 +2,414
Jun17 161130 49.95 54.36 49.90 53.88 +4.09 72,444 205,081 +4,433
Jul17 161130 50.45 54.60 50.28 54.15 +3.97 13,905 51,535 -592
Aug17 161130 50.69 54.75 50.62 54.33 +3.86 6,709 39,134 +886
Sep17 161130 50.98 54.91 50.81 54.46 +3.75 9,617 65,197 -302
Oct17 161130 54.10 54.55 53.40 54.55 +3.64 2,650 32,410 +88
Nov17 161130 54.46 54.65 54.36 54.65 +3.55 1,553 22,981 +188
Dec17 161130 51.45 55.18 51.43 54.75 +3.45 45,183 200,800 +394
Jan18 161130 55.33 55.33 54.88 54.88 +3.38 649 26,756 +192
Feb18 161130 55.01 55.01 55.01 55.01 +3.31 447 18,301 -92
Total Volume and Open Interest 985,879 2,209,410 -25,975
Gas Oil(ICE)
Dec16 161130 424.25 457.50 424.00 448.25 +22.75 56,664 103,621 -11,937
Jan17 161130 427.50 461.25 427.25 452.00 +23.00 103,288 155,339 +741
Feb17 161130 433.00 465.00 431.25 456.00 +23.00 39,499 91,839 +8,848
Mar17 161130 435.00 467.75 434.25 459.00 +22.75 25,971 57,896 +868
Apr17 161130 438.75 470.50 438.00 461.75 +22.50 10,792 35,924 +495
May17 161130 441.75 473.00 441.00 464.50 +22.25 6,605 30,914 +206
Jun17 161130 444.00 475.50 444.00 466.75 +21.75 18,687 75,282 -549
Jul17 161130 453.00 478.50 450.50 470.00 +21.25 2,568 23,034 +374
Aug17 161130 451.25 479.75 451.25 473.00 +20.75 2,013 15,625 +214
Sep17 161130 454.50 484.00 454.50 475.75 +20.25 2,353 28,492 -437
Total Volume and Open Interest 287,201 822,986 -429
Ethanol(CBOT)
Dec16 161130 1.640 1.650 1.640 1.650 +0.051 204 156 -153
Jan17 161130 1.515 1.575 1.515 1.574 +0.056 213 4,052 +107
Feb17 161130 1.521 1.538 1.521 1.538 +0.049 17 590 +0
Mar17 161130 1.531 1.540 1.527 1.540 +0.044 41 464 +23
Apr17 161130 1.530 1.554 1.530 1.554 +0.044 0 336 +0
May17 161130 1.561 1.561 1.482 1.561 +0.044 0 6 +0
Jun17 161130 1.560 1.560 1.560 1.560 +0.044      
Jul17 161130 1.560 1.560 1.560 1.560 +0.044      
Total Volume and Open Interest 475 5,620 -23
WTI Crude Oil(ICE)
Jan17 161130 45.38 49.89 45.38 49.44 +4.21 72,185 93,410 -1,347
Feb17 161130 46.30 50.81 46.27 50.34 +4.21 54,794 90,496 +1,324
Mar17 161130 47.17 51.62 47.17 51.21 +4.21 30,782 54,351 +2,249
Apr17 161130 47.88 52.29 47.88 51.89 +4.17 10,536 17,542 +528
May17 161130 48.83 52.78 48.83 52.39 +4.09 4,679 14,838 +177
Jun17 161130 49.36 53.09 49.23 52.73 +4.00 12,571 59,973 -1,955
Jul17 161130 51.37 53.24 51.37 52.94 +3.90 1,809 6,984 +3
Aug17 161130 51.77 53.06 51.77 53.06 +3.80 619 6,373 +28
Sep17 161130 51.57 53.16 51.57 53.14 +3.71 1,388 16,910 +446
Oct17 161130 53.19 53.19 53.19 53.19 +3.62 569 4,787 +269
Nov17 161130 53.25 53.25 53.25 53.25 +3.54 174 2,765 +19
Dec17 161130 51.88 53.61 51.71 53.31 +3.45 6,409 72,034 +321
Jan18 161130 52.95 53.34 52.95 53.34 +3.37 273 1,318 +195
Feb18 161130 53.37 53.37 53.37 53.37 +3.29 231 898 +200
Mar18 161130 53.39 53.39 53.39 53.39 +3.21 274 3,312 -246
Apr18 161130 53.41 53.41 53.41 53.41 +3.13 9 935 +9
Total Volume and Open Interest 200,429 517,108 +2,607
US Dollar Index(ICE)
Dec16 161130 100.980 101.880 100.920 101.540 +0.590 46,060 82,891 -2,158
Mar17 161130 100.880 101.775 100.845 101.445 +0.590 4,154 10,805 +1,801
Jun17 161130 101.030 101.565 100.995 101.370 +0.590 24 626 +2
Total Volume and Open Interest 50,245 94,585 -356
Australian Dollar(CME)
Dec16 161130 74.82 74.95 73.71 73.86 -0.99 85,068 94,372 -212
Mar17 161130 74.67 74.78 73.57 73.71 -0.99 866 3,096 +303
Jun17 161130 73.56 74.00 73.53 73.56 -0.98 0 65 +0
Total Volume and Open Interest 85,934 97,550 +91
British Pound(CME)
Dec16 161130 124.99 125.27 124.23 125.10 unch 105,274 233,119 +1,160
Mar17 161130 125.18 125.53 124.52 125.37 -0.01 525 9,723 -11
Jun17 161130 125.31 125.80 124.93 125.64 -0.01 2 628 +1
Total Volume and Open Interest 105,806 243,661 +1,155
Canadian Dollar(CME)
Dec16 161130 74.47 75.11 74.29 74.51 -0.05 77,294 111,973 -240
Mar17 161130 74.56 75.12 74.38 74.59 -0.05 1,470 4,750 +652
Jun17 161130 74.56 75.03 74.48 74.67 -0.05 84 645 +30
Sep17 161130 74.73 75.09 74.60 74.75 -0.06 32 358 +8
Total Volume and Open Interest 78,880 118,118 +450
Japanese Yen(CME)
Dec16 161130 88.96 89.30 87.36 87.54 -1.57 196,857 190,482 +1,474
Mar17 161130 89.36 89.71 87.76 87.92 -1.61 1,935 5,182 +318
Jun17 161130 90.01 90.06 88.29 88.34 -1.62 47 170 +24
Total Volume and Open Interest 198,839 195,864 +1,816
Swiss Franc(CME)
Dec16 161130 98.90 99.03 98.09 98.44 -0.54 25,724 66,870 +2,734
Mar17 161130 99.38 99.59 98.67 99.01 -0.54 105 393 +57
Jun17 161130 99.62 99.62 99.38 99.62 -0.56 0 15 +0
Total Volume and Open Interest 25,829 67,287 +2,791
EuroFX(CME)
Dec16 161130 106.56 106.75 105.60 106.05 -0.51 209,003 438,644 +4,073
Mar17 161130 107.06 107.22 106.08 106.52 -0.52 3,858 16,250 +462
Jun17 161130 107.45 107.72 106.62 107.03 -0.52 100 1,805 -46
Total Volume and Open Interest 213,002 456,976 +4,517
Mexican Peso(CME)
Dec16 161130 483.25 488.25 482.38 485.50 +1.25 36,196 127,321 +149
Jan17 161130 484.00 484.00 484.00 484.00 +1.25      
Total Volume and Open Interest 37,453 159,524 +1,260
Brazilian Real(CME)
Dec16 161130 294.70 296.35 294.25 294.40 +0.15 9,942 19,640 -657
Jan17 161130 291.65 293.35 290.85 292.00 +0.60 8,223 16,684 +8,115
Feb17 161130 289.45 290.35 288.55 289.45 +0.40      
Mar17 161130 286.80 287.95 286.00 287.40 +0.55 267 985 +20
Total Volume and Open Interest 18,432 37,309 +7,478
30-Year T-Bonds(CBOT)
Dec16 161130 154~060 154~110 151~160 152~210 -1~150 436,721 110,462 -190,418
Mar17 161130 152~280 153~010 150~040 151~090 -1~160 321,603 473,965 +191,411
Jun17 161130 150~000 150~130 149~210 150~130 -1~160 1 2 +1
Total Volume and Open Interest 758,325 584,429 +994
10-Year T-Notes(CBOT)
Dec16 161130 125~255 125~265 124~315 125~075 -0~170 2,507,938 548,570 -907,632
Mar17 161130 125~045 125~060 124~085 124~165 -0~190 1,942,577 2,591,898 +903,368
Jun17 161130 124~085 124~085 124~085 124~085 -0~190      
Total Volume and Open Interest 4,450,515 3,140,468 -4,264
5-Year T-Notes(CBOT)
Dec16 161130 118~194 118~202 118~064 118~114 -0~082 1,629,301 637,565 -595,197
Mar17 161130 118~042 118~044 117~220 117~270 -0~090 1,243,502 2,495,864 +626,593
Jun17 161130 117~220 117~256 117~220 117~220 -0~090 0 1 +0
Total Volume and Open Interest 2,872,803 3,133,430 +31,396
2 Year T-Notes(CBOT)
Dec16 161130 108~220 108~220 108~192 108~212 -0~004 712,776 205,920 -303,625
Mar17 161130 108~142 108~142 108~112 108~130 -0~012 564,165 978,942 +291,402
Jun17 161130 108~130 108~130 108~130 108~130 -0~012      
Total Volume and Open Interest 1,276,941 1,184,862 -12,223
Eurodollars(CME)
Dec16 161130 99.020 99.020 99.007 99.010 -0.007 215,382 1,374,053 -13,783
Mar17 161130 98.975 98.980 98.955 98.960 -0.010 249,944 1,429,179 +6,916
Jun17 161130 98.850 98.855 98.820 98.835 -0.010 217,522 1,501,458 +4,345
Sep17 161130 98.755 98.765 98.720 98.740 -0.015 166,532 1,098,310 +10,798
Dec17 161130 98.630 98.635 98.585 98.605 -0.025 265,877 1,539,944 +4,099
Mar18 161130 98.550 98.555 98.495 98.515 -0.035 169,430 824,281 +10,831
Jun18 161130 98.445 98.445 98.375 98.400 -0.040 114,154 636,346 +2,499
Sep18 161130 98.345 98.345 98.270 98.290 -0.050 119,205 483,048 +1,437
Dec18 161130 98.225 98.230 98.150 98.170 -0.060 125,338 764,323 +127
Mar19 161130 98.155 98.155 98.070 98.095 -0.060 76,926 574,160 +5,767
Jun19 161130 98.070 98.075 97.985 98.010 -0.065 76,811 497,194 +1,679
Sep19 161130 98.000 98.005 97.905 97.935 -0.070 75,381 401,135 +3,125
Dec19 161130 97.920 97.925 97.820 97.850 -0.075 76,474 361,333 +5,812
Mar20 161130 97.860 97.870 97.760 97.790 -0.075 61,118 239,415 +8,709
Jun20 161130 97.805 97.810 97.700 97.730 -0.075 34,690 149,054 +1,377
Sep20 161130 97.750 97.755 97.640 97.680 -0.070 38,134 113,258 -628
Dec20 161130 97.685 97.690 97.580 97.620 -0.070 26,286 130,724 -1,219
Mar21 161130 97.645 97.645 97.530 97.570 -0.070 28,923 96,141 -1,499
Total Volume and Open Interest 2,203,112 12,483,749 +54,193
Ultra T-Bond(CBOT)
Dec16 161130 163~24 163~31 159~29 161~31 -1~24 251,099 131,730 -159,675
Mar17 161130 163~11 163~17 159~12 161~13 -1~28 227,148 552,017 +145,720
Jun17 161130 160~23 160~23 160~23 160~23 -1~28      
Total Volume and Open Interest 478,247 683,747 -13,955
Ultra 10-Yr T-Note(CBOT)
Dec16 161130 135~260 135~300 134~165 134~315 -0~265 183,007 56,469 -89,324
Mar17 161130 135~115 135~125 133~305 134~140 -0~265 125,537 256,963 +90,577
Jun17 161130 134~140 134~140 134~140 134~140 -0~265      
Total Volume and Open Interest 308,544 313,432 +1,253
30 Day Federal Funds(CBOT)
Nov16 161130 99.595 99.595 99.592 99.592 unch 522 186,633 -386
Dec16 161130 99.470 99.473 99.467 99.470 unch 5,843 84,622 +1,376
Jan17 161130 99.365 99.370 99.365 99.365 -0.005 11,673 219,813 -2,743
Feb17 161130 99.355 99.355 99.345 99.350 -0.005 7,007 85,655 +1,975
Mar17 161130 99.330 99.330 99.320 99.325 -0.005 5,645 70,382 +1,428
Apr17 161130 99.325 99.325 99.310 99.315 -0.005 8,221 101,567 +2,398
Total Volume and Open Interest 66,850 980,834 +10,060
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 161129 99.94 99.94 99.94 99.94 unch 0 7 +0
Mar17 161129 99.94 99.94 99.94 99.94 unch      
Jun17 161129 99.94 99.94 99.94 99.94 unch      
Sep17 161129 99.94 99.94 99.94 99.94 unch      
Dec17 161129 99.94 99.94 99.94 99.94 unch      
Mar18 161129 99.95 99.95 99.95 99.95 unch      
Jun18 161129 99.81 99.81 99.81 99.81 unch      
Sep18 161129 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Dec16 161129 150.63 150.66 150.55 150.60 -0.02 1,212 17,387 +705
Mar17 161129 150.32 150.32 150.32 150.32 -0.02 437 435 +361
Jun17 161129 150.32 150.32 150.32 150.32 -0.02      
Total Volume and Open Interest 1,649 17,822 +1,066
Euro-Buxl(EUREX)
Dec16 161130 177.94 178.64 174.48 175.36 -1.68 34,904 163,418 -682
Mar17 161130 175.96 176.62 172.50 173.34 -1.70 3,602 61,858 +2,006
Jun17 161130 173.00 173.00 170.90 171.66 -1.40 4 8 +3
Total Volume and Open Interest 38,510 225,284 +1,327
Euro-Bund(EUREX)
Dec16 161130 161.87 162.01 160.80 161.06 -0.44 609,589 1,406,010 -46,642
Mar17 161130 163.61 163.71 162.41 162.68 -0.51 72,678 323,324 -6,299
Jun17 161130 160.06 160.06 160.06 160.06 -0.44 0 8 +0
Total Volume and Open Interest 682,267 1,729,342 -52,941
Euro-Bobl(EUREX)
Dec16 161130 131.63 131.66 131.37 131.43 -0.09 476,124 1,058,876 -13,455
Mar17 161130 133.12 133.12 132.80 132.88 -0.11 56,764 233,865 +23,113
Jun17 161130 131.68 131.68 131.68 131.68 -0.09      
Total Volume and Open Interest 532,888 1,292,741 +9,658
Euro-Schatz(EUREX)
Dec16 161130 112.32 112.32 112.28 112.29 unch 281,758 974,462 -26,243
Mar17 161130 112.19 112.19 112.14 112.17 unch 40,507 192,774 +21,114
Jun17 161130 112.29 112.29 112.29 112.29 unch      
Total Volume and Open Interest 322,265 1,167,236 -5,129
3-Mth Euribor(EUREX)
Dec16 161130 100.310 100.310 100.310 100.310 unch 0 3,231 +0
Mar17 161130 100.305 100.305 100.295 100.295 unch 6 3,378 +33
Jun17 161130 100.280 100.280 100.280 100.280 -0.005 5 33,606 -5
Total Volume and Open Interest 150 73,257 +40
Long Gilt(LIFFE)
Dec16 161130 124~19 124~24 123~28 124~03 -0~08 289,134 77,226 -144,538
Mar17 161130 124~01 124~04 123~04 123~11 -0~10 241,760 571,251 +101,012
Total Volume and Open Interest 530,894 648,477 -43,526
3-Mth Short Sterling(LIFFE)
Dec16 161130 99.61 99.61 99.61 99.61 unch 42,506 457,949 +3,193
Mar17 161130 99.59 99.59 99.57 99.58 unch 22,850 376,546 -983
Jun17 161130 99.55 99.56 99.54 99.54 -0.01 22,181 359,137 -1,048
Sep17 161130 99.52 99.52 99.50 99.50 -0.01 47,266 308,809 -8,684
Dec17 161130 99.47 99.48 99.45 99.46 -0.01 63,462 290,994 +2,538
Mar18 161130 99.43 99.44 99.40 99.41 -0.01 33,337 175,102 -5,423
Total Volume and Open Interest 429,957 2,750,628 -1,391
3-Mth Euribor(LIFFE)
Dec16 161130 100.310 100.315 100.305 100.310 unch 104,260 406,626 -11,793
Mar17 161130 100.295 100.300 100.290 100.295 unch 90,951 431,226 -7,171
Jun17 161130 100.285 100.290 100.275 100.280 -0.005 98,999 385,803 -15,818
Total Volume and Open Interest 840,149 3,281,576 +153
3-Mth Aus T-Bills(SFE)
Dec16 161130 98.21 98.22 98.21 98.22 unch 13,622 111,956 -133
Mar17 161130 98.23 98.23 98.22 98.23 unch 22,887 211,411 +7,267
Jun17 161130 98.21 98.23 98.20 98.22 unch 29,111 219,916 +11,729
Sep17 161130 98.17 98.18 98.15 98.17 unch 20,256 146,879 +1,813
Dec17 161130 98.10 98.12 98.08 98.10 unch 8,088 158,585 -216
Mar18 161130 98.01 98.04 98.01 98.03 +0.01 4,922 92,792 +8
Jun18 161130 97.94 97.97 97.92 97.95 +0.01 2,443 62,458 +362
Sep18 161130 97.85 97.89 97.83 97.86 +0.01 2,993 37,508 +867
Dec18 161130 97.76 97.80 97.75 97.77 +0.01 85 7,956 +45
Mar19 161130 97.70 97.70 97.69 97.69 +0.01 0 3,393 +0
Total Volume and Open Interest 104,553 1,055,908 +21,878
10-Year Aus T-Bonds(SFE)
Dec16 161130 97.33 97.35 97.30 97.31 -0.02 90,065 955,876 +3,957
Mar17 161130 97.24 97.25 97.24 97.25 -0.03 0 15 +0
Total Volume and Open Interest 90,065 955,891 +3,957
3-Year Aus T-Bonds(SFE)
Dec16 161130 98.08 98.11 98.06 98.09 unch 126,649 961,848 +7,073
Mar17 161130 98.06 98.06 98.06 98.06 unch 0 384 +0
Total Volume and Open Interest 126,649 962,232 +7,073
Gold(CMX)
Dec16 161130 1187.1 1193.3 1167.9 1170.8 -17.1 189,914 30,773 -46,783
Feb17 161130 1190.7 1196.8 1171.3 1173.9 -16.9 134,565 259,190 +36,699
Apr17 161130 1193.8 1199.9 1174.7 1177.0 -17.0 5,860 34,600 +1,349
Jun17 161130 1198.0 1200.7 1178.4 1179.9 -17.1 6,270 39,810 +1,857
Aug17 161130 1189.5 1190.5 1182.4 1182.6 -17.1 1,181 10,686 +277
Oct17 161130 1207.2 1207.2 1185.3 1185.3 -17.1 212 2,114 +85
Dec17 161130 1205.8 1210.0 1185.7 1187.9 -17.1 1,812 20,523 +1,177
Feb18 161130 1190.4 1191.0 1190.0 1191.0 -17.1 3 206 +0
Apr18 161130 1199.0 1199.0 1194.0 1194.0 -17.1 15 51 +4
Jun18 161130 1206.9 1206.9 1196.5 1197.0 -17.1 9 4,320 +0
Aug18 161130 1200.1 1200.1 1200.1 1200.1 -17.1      
Oct18 161130 1202.7 1202.7 1202.7 1202.7        
Silver(CMX)
Dec16 161130 1654.5 1671.5 1639.5 1640.6 -25.5 66,688 11,855 -15,293
Mar17 161130 1669.0 1683.0 1646.5 1648.2 -25.8 55,241 124,286 +11,887
May17 161130 1676.0 1686.0 1654.5 1654.7 -26.0 908 10,237 +123
Jul17 161130 1685.0 1690.0 1659.5 1661.1 -26.1 317 6,161 +198
Sep17 161130 1683.5 1683.5 1667.3 1667.3 -26.1 40 1,019 +6
Dec17 161130 1697.5 1699.0 1676.0 1676.0 -26.0 281 5,215 +75
Mar18 161130 1684.2 1720.0 1684.2 1684.2 -26.0 0 2 +0
Total Volume and Open Interest 125,010 163,166 -3,008
Platinum(NYMEX)
Jan17 161130 921.1 927.8 904.2 909.9 -11.4 12,439 58,514 +184
Apr17 161130 922.2 927.4 907.8 913.3 -11.3 791 8,843 +340
Jul17 161130 916.5 917.1 916.5 917.1 -11.5 9 191 +4
Oct17 161130 920.6 932.2 920.6 920.6 -12.6 0 189 +0
Total Volume and Open Interest 13,255 67,782 +502
Palladium(NYMEX)
Dec16 161130 763.70 774.75 763.25 771.65 +8.00 4,267 917 -2,534
Mar17 161130 764.00 775.75 762.55 772.65 +7.40 7,726 24,835 +2,096
Jun17 161130 772.20 773.45 772.20 773.45 +7.40 6 173 -3
Total Volume and Open Interest 12,007 25,934 -439
Copper(CMX)
Dec16 161130 258.85 264.30 254.00 262.15 +2.65 79,408 9,927 -9,521
Mar17 161130 260.20 265.60 255.05 263.30 +2.30 92,602 156,144 +9,466
May17 161130 260.90 266.15 256.85 263.95 +2.30 3,888 27,542 +13
Jul17 161130 258.00 265.60 257.10 264.35 +2.25 2,534 16,231 +213
Sep17 161130 263.65 264.50 263.65 264.50 +2.15 2,061 5,462 +239
Total Volume and Open Interest 186,324 231,763 +1,781
E-mini DJIA Index(CBOT)
Dec16 161130 19119 19215 19100 19132 +17 128,399 137,538 +332
Mar17 161130 19051 19150 19031 19070 +18 405 5,642 +238
Jun17 161130 19082 19082 19002 19002 +18 1 35 +1
Sep17 161130 18917 18917 18917 18917 +18      
Total Volume and Open Interest 128,805 143,215 +571
S & P 500(CME)
Dec16 161130 2204.10 2211.80 2198.10 2198.80 -5.00 6,703 89,100 +1,769
Mar17 161130 2203.50 2207.20 2193.70 2193.70 -5.00 72 1,679 +24
Jun17 161130 2188.40 2202.10 2188.40 2188.40 -5.20 0 1,135 +0
Sep17 161130 2183.10 2196.80 2183.10 2183.10 -5.20      
Total Volume and Open Interest 6,775 91,914 +1,793
S & P 500 E-Mini(Globex)
Dec16 161130 2203.25 2213.75 2197.25 2198.75 -5.00 1,371,374 2,989,883 -7,366
Mar17 161130 2197.75 2208.25 2192.25 2193.75 -5.00 11,355 72,421 +6,728
Jun17 161130 2193.75 2203.25 2187.25 2188.50 -5.00 139 2,836 +19
Sep17 161130 2198.25 2198.25 2183.00 2183.00 -5.25 3 39 +2
Total Volume and Open Interest 1,382,871 3,065,200 -617
NASDAQ 100 E-Mini(Globex)
Dec16 161130 4872.50 4885.50 4812.50 4816.00 -59.00 143,185 250,935 +2,019
Mar17 161130 4872.50 4884.50 4813.00 4815.50 -59.00 754 1,683 +124
Jun17 161130 4843.50 4846.80 4809.50 4809.50 -59.00 0 24 +0
Total Volume and Open Interest 143,939 252,670 +2,143
S&P Midcap 400(CME) e-Mini
Dec16 161130 1631.10 1638.90 1625.60 1626.90 -4.10 15,720 86,553 +1,851
Mar17 161130 1624.40 1624.40 1613.20 1624.40 -4.10 0 5 +0
Jun17 161130 1614.70 1614.70 1614.70 1614.70 -4.10      
Total Volume and Open Interest 15,720 86,558 +1,851
Volatility Index(CBOE)
Nov16 161116 13.25 13.85 13.20 13.85 +0.65 87,681 63,965 -25,646
Dec16 161130 14.30 14.53 14.05 14.53 +0.25 74,233 211,962 +0
Jan17 161130 16.20 16.35 15.95 16.27 +0.04 38,898 86,651 +0
Feb17 161130 17.20 17.34 17.03 17.28 +0.05 13,780 31,715 +0
Total Volume and Open Interest 139,875 399,405 +0
Russell 2000(ICE)
Dec16 161130 1329.20 1336.40 1320.10 1322.30 -6.80 92,283 358,917 -4,378
Mar17 161130 1326.40 1332.50 1317.30 1319.10 -6.80 118 704 +26
Jun17 161130 1316.10 1316.10 1316.10 1316.10 -6.80 3 174 +3
Total Volume and Open Interest 92,404 359,934 -4,349
Nikkei 225(CME)
Dec16 161130 18360 18665 18295 18620 +255 9,780 35,115 -190
Mar17 161130 18405 18690 18320 18645 +250 239 491 +114
Total Volume and Open Interest 10,019 35,606 -76
Nikkei 225(SGX)
Dec16 161130 18375 18460 18355 18375 +95 74,243 206,793 +1,291
Mar17 161130 18315 18380 18305 18335 +90 2,858 11,322 +2,390
Jun17 161130 18210 18210 18210 18210 +90 0 1 +0
Total Volume and Open Interest 77,292 224,432 +3,751
Nikkei 225(CME) Yen
Dec16 161130 18360 18665 18285 18615 +260 46,759 71,802 -986
Mar17 161130 18305 18595 18235 18560 +265 781 888 +479
Jun17 161130 18430 18430 18430 18430 +265      
Total Volume and Open Interest 47,540 72,690 -507
Nikkei 225(CME) e-Mini Yen
Dec16 161130 18430 18610 18430 18610 +260 1 306 +0
Mar17 161130 18560 18560 18560 18560 +270      
Jun17 161130 18430 18430 18430 18430 +270      
Total Volume and Open Interest 1 306 +0
CAC 40(EURONEXT)
Dec16 161130 4555.5 4596.0 4544.5 4576.0 +26.5 92,360 286,390 +5,831
Jan17 161130 4541.0 4584.0 4538.0 4567.0 +26.5 326 6,238 +9
Feb17 161130 4562.5 4564.0 4562.5 4564.0 +26.5 9 5 +4
Mar17 161130 4557.5 4564.5 4549.5 4563.0 +26.5 0 110 +0
Total Volume and Open Interest 92,695 292,747 +5,844
Hang Seng Index(HKFE)
Nov16 161129 22777 22834 22690 22790 +6 143,118 65,783 -33,160
Dec16 161130 22799 22929 22733 22822 +18 77,164 126,306 +33,549
Jan17 161130 22882 22933 22797 22843        
DAX(EUREX)
Dec16 161130 10625.0 10693.0 10602.0 10637.5 +31.0 48,867 131,540 +1,868
Mar17 161130 10617.5 10685.0 10613.0 10635.0 +31.0 101 7,057 +379
Jun17 161130 10703.0 10703.0 10653.5 10658.5 +30.5 12 190 +2
Total Volume and Open Interest 48,980 138,787 +2,249
Mini-DAX(EUREX)
Dec16 161130 10626.0 10692.0 10602.0 10637.5 +31.0 12,782 10,502 -33
Mar17 161130 10620.0 10683.0 10603.0 10635.0 +31.0 36 2,464 +17
Jun17 161130 10660.0 10660.0 10658.5 10658.5 +30.5 9 58 +2
Total Volume and Open Interest 12,827 13,024 -14
FT-SE 100(EURONEXT)
Dec16 161130 6772.00 6845.50 6756.50 6781.50 +15.50 110,804 742,768 +6,883
Mar17 161130 6703.50 6781.00 6703.50 6718.00 +15.00 17 12,438 +2
Jun17 161130 6648.00 6648.00 6648.00 6648.00 +15.00 0 15 +0
Total Volume and Open Interest 110,821 755,221 +6,885
SPI 200(SFE)
Dec16 161130 5461.0 5480.0 5426.0 5442.0 -20.0 29,063 279,453 +1,942
Mar17 161130 5401.0 5426.0 5383.0 5391.0 -21.0 3 2,127 +3
Jun17 161130 5375.0 5375.0 5375.0 5375.0 -21.0 0 1,397 +0
Total Volume and Open Interest 29,066 284,193 +1,945
FTSE MIB(ISE)
Dec16 161130 16575.00 16980.00 16545.00 16932.00 +397.00 37,587 42,793 +2,231
Mar17 161130 16520.00 16900.00 16520.00 16875.00 +397.00 60 1,493 +0
Jun17 161130 16525.00 16525.00 16525.00 16525.00 +397.00      
Total Volume and Open Interest 37,647 44,286 +2,231
KOSPI 200(KFE)
Dec16 161130 254.40 254.45 254.15 254.15 +1.35 106,393 127,854 +9
Mar17 161130 251.35 251.50 251.20 251.20 +1.35 899 23,043 +964
Jun17 161130 251.85 251.90 251.80 251.80 +1.00 3 1,879 +2
Total Volume and Open Interest 107,295 157,780 +975
GSCI(CME)
Dec16 161130 365.35 379.35 365.35 376.95 +17.15 342 14,612 -212
Jan17 161130 380.05 381.85 380.05 380.05 +17.05 25 125 +25
Feb17 161130 382.30 382.30 382.30 382.30 +17.05      
Total Volume and Open Interest 367 14,737 -187
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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