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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu December 01, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161201 1033.50 1040.00 1022.25 1029.75 -2.50 126,698 330,877 +101
Mar17 161201 1043.00 1049.50 1031.75 1039.00 -2.25 48,863 160,591 +7,326
May17 161201 1050.75 1056.50 1039.25 1045.50 -3.50 16,317 73,991 +2,037
Jul17 161201 1055.25 1061.25 1044.00 1050.25 -3.75 16,712 86,053 +685
Aug17 161201 1050.50 1057.00 1041.50 1046.50 -4.50 1,428 4,558 +0
Sep17 161201 1030.00 1030.00 1024.25 1028.50 -4.25 361 2,003 -127
Nov17 161201 1017.25 1024.00 1008.50 1013.50 -4.50 11,509 56,775 +2,269
Jan18 161201 1018.50 1022.50 1012.00 1014.25 -3.00 290 2,496 +61
Mar18 161201 1012.00 1013.25 1003.50 1006.75 -4.50 110 1,784 +11
May18 161201 1003.75 1009.50 1003.75 1003.75 -4.75 19 408 +0
Jul18 161201 1012.75 1012.75 1004.50 1004.50 -4.50 18 634 +5
Aug18 161201 999.25 999.25 999.25 999.25 -4.50 0 17 +0
Sep18 161201 987.25 987.25 987.25 987.25 -4.50 0 17 +0
Nov18 161201 973.25 975.00 965.00 972.25 +0.75 53 860 -13
Total Volume and Open Interest 222,395 721,091 +12,346
Soybean Meal(CBOT)
Dec16 161201 318.20 318.50 309.30 310.90 -5.50 30,435 11,344 -6,578
Jan17 161201 318.80 320.70 311.00 312.70 -5.60 54,570 131,791 -830
Mar17 161201 321.70 323.40 313.80 315.60 -5.50 18,182 95,053 +2,462
May17 161201 323.40 325.10 316.00 317.70 -5.40 5,641 46,580 +548
Jul17 161201 325.70 327.10 318.00 319.90 -5.20 6,254 42,179 +2,160
Aug17 161201 323.90 326.10 317.60 319.10 -5.10 435 5,766 +17
Sep17 161201 322.50 322.50 315.50 316.90 -4.90 184 5,657 +26
Oct17 161201 317.30 317.40 312.20 313.40 -4.60 124 5,061 -22
Dec17 161201 318.70 320.10 311.60 313.20 -4.40 639 21,077 -156
Jan18 161201 317.30 317.30 312.00 312.40 -3.90 4 915 +0
Total Volume and Open Interest 116,471 367,705 -2,374
Soybean Oil(CBOT)
Dec16 161201 36.79 37.78 36.60 37.64 +0.85 40,066 13,327 -10,094
Jan17 161201 36.99 38.04 36.80 37.85 +0.86 82,080 168,664 +3,839
Mar17 161201 37.25 38.30 37.04 38.12 +0.87 26,055 118,838 +3,280
May17 161201 37.38 38.40 37.19 38.22 +0.84 6,344 52,662 -556
Jul17 161201 37.46 38.46 37.30 38.29 +0.81 4,147 45,644 +337
Aug17 161201 37.30 38.20 37.18 38.10 +0.76 503 5,257 +71
Sep17 161201 37.15 37.95 37.01 37.81 +0.69 308 4,240 +44
Oct17 161201 37.01 37.51 36.74 37.39 +0.61 190 3,670 -10
Dec17 161201 36.81 37.38 36.66 37.26 +0.52 796 11,302 +123
Jan18 161201 37.24 37.24 36.63 37.24 +0.49 0 568 +0
Total Volume and Open Interest 160,492 425,142 -2,968
Canola(WCE)
Jan17 161201 525.2 531.0 523.1 527.7 +2.5 11,597 141,332 -1,956
Mar17 161201 532.4 538.3 530.3 534.3 +1.8 7,487 40,178 +2,576
May17 161201 537.6 542.2 535.0 538.4 +0.8 2,156 21,309 +680
Jul17 161201 537.4 542.4 535.0 538.3 +0.9 1,518 15,621 +307
Nov17 161201 508.5 514.7 505.6 510.2 +1.4 1,083 12,305 +194
Total Volume and Open Interest 23,872 232,350 +1,812
Corn(CBOT)
Dec16 161201 337.00 338.25 331.00 331.75 -5.00 190,795 29,407 -58,391
Mar17 161201 348.50 349.75 341.75 342.50 -6.00 273,806 718,475 +27,049
May17 161201 356.00 357.00 349.25 350.00 -5.75 41,718 149,663 +833
Jul17 161201 364.00 364.50 357.25 357.75 -5.75 21,004 161,251 +1,350
Sep17 161201 370.50 371.75 365.00 365.50 -5.25 4,773 55,636 +871
Dec17 161201 379.75 380.75 374.50 375.00 -4.75 11,281 103,427 +293
Mar18 161201 388.25 388.75 383.25 383.75 -5.00 592 8,163 +275
May18 161201 395.00 395.00 389.50 389.50 -5.00 43 1,407 -7
Jul18 161201 398.00 398.00 394.00 394.00 -4.75 36 1,853 +9
Sep18 161201 394.00 394.50 390.75 390.75 -4.00 0 770 +0
Total Volume and Open Interest 544,445 1,236,807 -27,482
Wheat(CBOT)
Dec16 161201 376.50 379.75 369.50 371.50 -9.00 40,687 5,490 -20,832
Mar17 161201 402.75 404.50 393.00 395.50 -7.25 95,009 277,225 +11,498
May17 161201 416.00 418.50 406.50 408.75 -6.75 15,711 61,924 +603
Jul17 161201 431.00 434.00 422.00 424.00 -7.25 11,582 64,064 +1,762
Sep17 161201 447.50 449.75 438.25 440.00 -7.25 1,580 10,857 +31
Dec17 161201 465.25 469.25 457.25 459.50 -6.00 1,985 20,122 +263
Total Volume and Open Interest 167,410 444,341 -6,441
Wheat(KCBT)
Dec16 161201 391.75 392.75 382.75 384.00 -7.25 18,797 2,803 -7,335
Mar17 161201 410.00 412.25 401.00 403.00 -7.25 37,363 136,144 +4,438
May17 161201 422.00 423.00 413.00 415.00 -7.00 4,465 36,914 -385
Jul17 161201 433.00 434.25 424.50 426.50 -6.50 5,497 54,251 -433
Sep17 161201 448.00 448.75 440.00 441.25 -6.50 905 5,485 +234
Dec17 161201 467.00 468.00 459.50 461.50 -5.75 792 7,112 +162
Mar18 161201 480.25 481.00 475.25 476.75 -4.00 184 1,657 +84
Total Volume and Open Interest 68,009 245,249 -3,234
Wheat(MGE)
Dec16 161201 543.00 548.00 539.00 541.00 +1.50 3,642 2,225 -2,690
Mar17 161201 534.00 544.00 533.75 538.50 +4.00 9,176 34,022 +1,697
May17 161201 536.50 545.25 536.50 540.75 +4.00 1,909 11,947 +365
Jul17 161201 543.00 547.75 542.25 543.50 +2.75 708 5,940 +132
Sep17 161201 549.25 553.75 548.50 549.75 +2.00 258 3,898 +30
Dec17 161201 558.00 561.50 557.00 558.75 +1.75 123 2,659 -31
Total Volume and Open Interest 15,819 60,777 -496
Oats(CBOT)
Dec16 161201 202.00 202.00 198.00 200.25 +1.00 318 781 -151
Mar17 161201 213.25 219.50 212.00 215.25 +3.00 787 6,115 +172
May17 161201 220.25 223.50 217.50 219.25 +2.50 35 626 +22
Jul17 161201 220.00 220.50 219.50 220.25 +0.50 2 74 -1
Total Volume and Open Interest 1,142 7,684 +42
Rough Rice(CBOT)
Jan17 161201 9.68 9.75 9.57 9.72 +0.02 501 10,660 -243
Mar17 161201 9.90 10.00 9.83 9.98 +0.02 426 1,523 +237
May17 161201 10.23 10.23 10.00 10.23 +0.02 0 22 +0
Jul17 161201 10.40 10.40 10.20 10.40 +0.03 0 9 +0
Total Volume and Open Interest 927 12,222 -6
Live Cattle(CME)
Dec16 161201 111.900 112.250 110.180 110.580 -0.170 9,748 36,516 -1,812
Feb17 161201 112.785 113.230 111.035 111.385 -0.565 24,625 108,168 +262
Apr17 161201 112.000 112.650 110.950 111.230 -0.500 9,689 67,908 +235
Jun17 161201 103.080 103.550 102.180 102.400 -0.500 6,898 47,883 +1,033
Aug17 161201 99.500 99.730 98.600 98.830 -0.520 2,617 16,097 +535
Oct17 161201 99.830 99.980 98.730 98.980 -0.770 726 8,395 +29
Total Volume and Open Interest 54,775 288,547 +331
Feeder Cattle(CME)
Jan17 161201 129.250 129.600 127.330 127.785 -0.650 4,277 22,154 -229
Mar17 161201 125.000 125.680 123.650 124.250 -0.200 3,083 12,314 +374
Apr17 161201 124.600 125.150 123.330 124.035 -0.100 1,139 4,549 +12
May17 161201 123.750 124.250 122.400 123.000 -0.230 549 3,929 +39
Aug17 161201 124.100 124.750 123.035 123.600 -0.285 355 1,883 +82
Sep17 161201 122.330 123.000 121.500 121.980 -0.020 36 114 +12
Oct17 161201 120.580 120.580 120.580 120.580 -0.020 14 24 +5
Total Volume and Open Interest 9,453 44,967 +295
Lean Hogs(CME)
Dec16 161201 51.250 51.535 49.950 50.235 -0.800 9,873 35,289 -2,187
Feb17 161201 55.250 55.350 53.550 54.080 -1.155 18,463 99,816 +1,608
Apr17 161201 61.485 61.535 59.850 60.450 -1.050 7,274 42,470 -793
May17 161201 67.680 68.080 67.680 67.950 -1.000 28 923 -11
Jun17 161201 72.950 73.080 71.750 72.480 -0.555 3,334 19,257 +293
Jul17 161201 73.430 73.430 72.450 73.250 -0.200 510 9,961 -144
Aug17 161201 73.180 73.900 72.700 73.700 +0.150 287 6,998 +24
Oct17 161201 61.700 62.600 61.700 62.485 +0.385 39 2,132 -7
Total Volume and Open Interest 39,815 218,089 -1,215
Class III Milk(CME)
Nov16 161129 16.74 16.75 16.72 16.72 unch 0 4,882 +0
Dec16 161201 16.98 17.11 16.96 16.99 +0.05 231 6,104 -10
Jan17 161201 16.54 16.89 16.54 16.82 +0.30 242 3,719 +87
Feb17 161201 16.54 16.90 16.54 16.80 +0.28 149 3,363 +61
Mar17 161201 16.50 16.80 16.50 16.73 +0.25 104 2,883 +48
Apr17 161201 16.46 16.75 16.45 16.65 +0.21 51 2,470 +29
May17 161201 16.48 16.80 16.48 16.67 +0.22 58 2,322 +43
Jun17 161201 16.70 17.10 16.69 16.93 +0.27 59 2,131 +35
Jul17 161201 16.90 17.44 16.90 17.29 +0.44 17 1,233 +10
Aug17 161201 17.04 17.59 17.04 17.45 +0.45 10 1,195 +6
Sep17 161201 17.12 17.60 17.12 17.45 +0.31 12 1,204 +12
Oct17 161201 17.10 17.50 17.10 17.32 +0.22 10 827 +4
Nov17 161201 17.01 17.33 17.01 17.19 +0.19 12 763 +11
Total Volume and Open Interest 967 29,568 -4,485
Cocoa(ICE)
Dec16 161201 2430 2433 2397 2397 +10 2 77 -2
Mar17 161201 2381 2428 2381 2406 +17 14,927 141,192 -1,530
May17 161201 2367 2420 2367 2400 +20 4,316 47,482 +512
Jul17 161201 2376 2416 2370 2395 +21 1,939 28,492 +632
Sep17 161201 2380 2425 2380 2403 +20 682 12,336 +61
Dec17 161201 2392 2429 2392 2411 +18 388 6,096 +152
Mar18 161201 2404 2426 2404 2419 +15 473 8,617 +286
Total Volume and Open Interest 23,872 246,969 +298
Coffee "C"(ICE)
Dec16 161201 147.65 147.90 141.80 141.80 -5.70 48 243 -2
Mar17 161201 151.05 151.25 144.65 144.90 -5.70 19,963 105,406 -1,211
May17 161201 153.25 153.50 147.05 147.20 -5.70 5,663 41,435 -153
Jul17 161201 155.45 155.65 149.25 149.35 -5.70 4,339 15,415 +1,496
Sep17 161201 157.35 157.55 151.20 151.35 -5.60 1,029 7,957 +21
Dec17 161201 160.10 160.10 154.20 154.20 -5.55 699 10,584 +126
Total Volume and Open Interest 32,246 186,449 +304
Orange Juice(ICE)
Jan17 161201 216.65 224.50 215.55 221.95 +4.35 914 13,354 -332
Mar17 161201 215.00 220.10 213.75 218.95 +4.50 211 1,828 +130
May17 161201 211.80 215.70 211.80 215.30 +3.85 32 488 +23
Jul17 161201 210.95 212.95 210.95 212.35 +2.40 0 125 +0
Sep17 161201 205.25 205.25 205.25 205.25 -1.35      
Nov17 161201 202.35 202.35 202.35 202.35 -1.35 0 2 +0
Total Volume and Open Interest 1,157 15,798 -179
Sugar #11(ICE)
Mar17 161201 19.88 19.99 19.33 19.36 -0.45 40,088 389,793 +459
May17 161201 19.31 19.43 18.86 18.89 -0.38 11,450 164,317 +471
Jul17 161201 18.69 18.78 18.33 18.37 -0.29 8,614 122,112 +276
Oct17 161201 18.35 18.44 18.05 18.09 -0.24 4,380 70,189 -383
Mar18 161201 18.19 18.33 18.00 18.04 -0.19 1,909 39,332 +559
May18 161201 17.60 17.76 17.45 17.49 -0.12 420 13,515 +120
Jul18 161201 17.02 17.10 16.88 16.95 -0.05 213 9,716 +109
Oct18 161201 16.79 16.88 16.70 16.78 -0.01 63 8,149 +46
Total Volume and Open Interest 67,162 822,246 +1,669
London Cocoa(LCE)
Dec16 161201 1964 1968 1954 1961 -3 5,631 63,218 -1,482
Mar17 161201 1953 1961 1945 1953 -3 17,044 93,505 +68
May17 161201 1955 1961 1944 1952 -2 9,895 62,171 +2,038
Jul17 161201 1967 1971 1955 1962 -4 4,873 21,215 +1,348
Sep17 161201 1976 1981 1963 1970 -5 2,071 26,045 -173
Dec17 161201 1977 1979 1964 1972 -3 2,649 16,589 +1,013
Mar18 161201 1978 1982 1967 1974 -4 1,329 7,870 +705
Total Volume and Open Interest 43,556 291,049 +3,541
London Sugar(LCE)
Mar17 161201 528.00 531.50 515.00 515.30 -11.10 4,113 36,131 -527
May17 161201 521.40 524.40 510.00 510.10 -10.00 1,539 20,632 +456
Aug17 161201 510.50 511.30 499.50 499.60 -8.50 561 8,316 +46
Oct17 161201 493.40 493.90 484.30 484.60 -6.80 257 10,298 +7
Dec17 161201 483.60 483.60 478.00 478.70 -5.20 179 2,038 +7
Total Volume and Open Interest 7,040 79,152 +41
Cotton(ICE)
Dec16 161201 72.50 73.00 71.80 71.80 -0.66 157 991 -122
Mar17 161201 71.65 72.13 70.75 70.90 -0.68 12,309 184,074 -150
May17 161201 72.06 72.55 71.22 71.34 -0.72 2,443 37,702 +99
Jul17 161201 71.50 72.42 71.20 71.29 -0.69 806 13,916 +46
Oct17 161201 70.65 70.65 70.65 70.65 -0.27 0 33 +0
Dec17 161201 69.90 70.51 69.45 69.50 -0.40 540 17,609 +135
Total Volume and Open Interest 16,262 255,483 +10
Lumber(CME)
Jan17 161201 330.8 333.3 328.2 331.1 +1.3 696 2,734 -90
Mar17 161201 342.5 345.0 341.0 343.8 +0.8 341 798 +133
May17 161201 348.7 348.7 348.6 348.6 -0.5 67 185 +30
Jul17 161201 352.0 352.0 352.0 352.0 +0.4 4 36 -2
Total Volume and Open Interest 1,108 3,786 +71
Crude Oil(NYM)
Jan17 161201 49.07 51.80 48.98 51.06 +1.62 732,818 625,493 -3,747
Feb17 161201 50.00 52.67 49.94 51.96 +1.62 198,019 183,750 +8,379
Mar17 161201 50.87 53.49 50.80 52.81 +1.60 85,253 234,305 -1,317
Apr17 161201 51.67 54.10 51.53 53.44 +1.55 33,678 102,385 -940
May17 161201 52.04 54.51 52.01 53.88 +1.49 17,922 82,402 +82
Jun17 161201 52.36 54.75 52.29 54.15 +1.42 52,805 186,002 -2,732
Jul17 161201 52.52 54.87 52.52 54.28 +1.34 8,180 42,885 +1,731
Aug17 161201 52.91 54.84 52.63 54.32 +1.26 5,952 34,288 +33
Sep17 161201 52.88 54.88 52.84 54.30 +1.16 16,889 53,715 +3,836
Oct17 161201 52.70 54.80 52.70 54.26 +1.07 6,085 29,454 +596
Nov17 161201 52.91 54.79 52.91 54.21 +0.96 2,197 29,718 +316
Dec17 161201 52.88 54.85 52.83 54.17 +0.86 40,294 178,261 -1,456
Jan18 161201 54.50 54.67 54.10 54.10 +0.76 1,359 28,408 -130
Feb18 161201 54.20 54.86 53.75 54.04 +0.67 738 8,000 -174
Mar18 161201 54.08 54.14 53.98 53.98 +0.59 1,752 23,566 -660
Apr18 161201 53.93 53.93 51.12 53.93 +0.52 333 4,854 +66
Total Volume and Open Interest 1,222,871 2,020,026 +6,469
e-miNY Crude Oil(NYM)
Jan17 161201 49.075 51.800 49.000 51.050 +1.600 16,781 2,709 +309
Feb17 161201 49.975 52.650 49.975 51.950 +1.600 328 1,036 +73
Mar17 161201 51.100 53.450 50.850 52.800 +1.600 76 345 +29
Apr17 161201 52.250 54.000 52.250 53.450 +1.550 47 272 +28
May17 161201 53.275 54.200 53.275 53.875 +1.475 69 90 -28
Jun17 161201 53.775 54.600 53.775 54.150 +1.425 75 153 -30
Jul17 161201 53.900 54.275 53.900 54.275 +1.325 4 118 +3
Aug17 161201 54.325 54.325 52.300 54.325 +1.275 0 132 +0
Sep17 161201 54.300 54.300 51.475 54.300 +1.150 2 27 -2
Oct17 161201 54.250 54.250 49.775 54.250 +1.050 2 11 -2
Total Volume and Open Interest 17,403 5,075 +385
NY Harbor ULSD(NYM)
Jan17 161201 156.80 166.34 156.59 164.79 +7.16 64,593 106,634 +1,798
Feb17 161201 158.21 167.35 158.00 166.00 +7.15 20,782 55,273 +983
Mar17 161201 159.50 167.88 159.20 166.71 +7.07 15,127 54,490 -1,410
Apr17 161201 158.93 167.79 158.93 166.64 +6.89 4,649 36,880 -152
May17 161201 160.93 168.10 160.93 167.03 +6.64 2,980 21,164 +471
Jun17 161201 160.90 168.55 160.90 167.45 +6.36 5,356 40,039 +849
Jul17 161201 165.72 169.27 165.62 168.21 +6.13 509 6,142 -32
Aug17 161201 166.73 169.85 166.73 169.02 +5.95 390 5,004 +0
Sep17 161201 166.02 170.71 166.02 169.92 +5.76 589 6,810 +14
Oct17 161201 169.00 171.32 169.00 170.71 +5.57 267 3,266 -28
Nov17 161201 171.02 172.09 170.97 171.40 +5.36 234 3,268 +23
Dec17 161201 167.44 172.90 167.28 172.02 +5.14 2,113 29,559 +229
Jan18 161201 172.80 172.80 168.70 172.80 +4.95 11 2,679 +3
Feb18 161201 173.10 173.10 166.00 173.10 +4.75 4 1,703 +2
Total Volume and Open Interest 145,678 388,453 -6,670
RBOB Gasoline(NYM)
Jan17 161201 147.61 157.32 147.32 154.70 +6.45 56,348 151,426 +2,945
Feb17 161201 147.57 157.89 147.57 155.62 +6.48 22,493 42,774 +2,104
Mar17 161201 150.74 159.84 150.34 157.73 +6.44 11,989 41,043 +639
Apr17 161201 171.04 179.12 170.77 177.25 +6.20 5,288 33,587 -97
May17 161201 171.65 180.23 171.40 178.53 +6.16 2,522 19,847 +370
Jun17 161201 173.27 179.53 172.24 178.22 +6.10 2,234 24,652 +475
Jul17 161201 172.13 177.63 172.13 176.80 +5.94 691 6,780 +34
Aug17 161201 170.08 175.27 169.65 174.59 +5.67 285 4,810 -38
Sep17 161201 167.12 172.09 166.60 171.61 +5.44 639 7,294 -81
Oct17 161201 154.53 159.35 154.53 159.03 +5.08 224 3,828 -32
Total Volume and Open Interest 136,002 365,464 -6,133
e-miNY RBOB Gasoline(NYM)
Jan17 161201 154.70 154.70 154.70 154.70 +6.45      
Feb17 161201 155.62 155.62 155.62 155.62 +6.48      
Mar17 161201 157.70 157.73 157.70 157.70 +6.41      
Apr17 161201 177.25 177.25 177.25 177.25 +6.20      
Total Volume and Open Interest      
Natural Gas(NYM)
Jan17 161201 3.348 3.547 3.316 3.505 +0.153 163,396 286,325 -13,214
Feb17 161201 3.355 3.545 3.323 3.509 +0.150 49,228 78,770 -503
Mar17 161201 3.315 3.490 3.290 3.462 +0.134 57,144 181,288 -1,977
Apr17 161201 3.220 3.333 3.207 3.319 +0.089 62,693 100,155 -3,017
May17 161201 3.214 3.300 3.206 3.289 +0.072 28,220 73,605 +3,161
Jun17 161201 3.239 3.318 3.235 3.310 +0.068 17,435 46,365 -2,541
Jul17 161201 3.259 3.341 3.259 3.335 +0.066 11,033 35,769 +1,744
Aug17 161201 3.249 3.335 3.249 3.328 +0.066 8,287 23,387 -157
Sep17 161201 3.235 3.317 3.232 3.312 +0.068 11,180 26,396 +441
Oct17 161201 3.256 3.339 3.244 3.332 +0.068 33,800 76,908 +1,814
Nov17 161201 3.316 3.377 3.314 3.372 +0.064 4,266 25,798 -355
Dec17 161201 3.428 3.504 3.428 3.498 +0.062 2,634 29,212 -43
Jan18 161201 3.529 3.591 3.529 3.587 +0.060 7,842 29,660 -27
Feb18 161201 3.496 3.538 3.493 3.538 +0.057 1,395 8,824 -22
Mar18 161201 3.397 3.440 3.397 3.436 +0.052 5,411 25,865 +1,125
Apr18 161201 2.863 2.892 2.856 2.885 +0.029 7,181 31,446 +1,816
Total Volume and Open Interest 483,336 1,153,560 -10,073
Brent Crude Oil(ICE)
Feb17 161201 51.72 54.53 51.51 53.94 +2.10 407,079 539,666 +3,010
Mar17 161201 52.35 55.12 52.20 54.58 +2.05 144,828 352,356 +16,196
Apr17 161201 52.89 55.55 52.72 55.02 +1.94 71,446 140,857 -2,743
May17 161201 53.30 55.84 53.12 55.34 +1.82 47,282 113,675 +1,735
Jun17 161201 53.69 56.07 53.44 55.59 +1.71 77,630 204,865 -216
Jul17 161201 53.99 56.24 53.67 55.76 +1.61 13,151 52,362 +827
Aug17 161201 54.17 56.31 53.85 55.85 +1.52 7,636 39,907 +773
Sep17 161201 54.29 56.40 53.97 55.88 +1.42 9,159 65,740 +543
Oct17 161201 54.40 56.39 54.00 55.88 +1.33 3,766 32,484 +74
Nov17 161201 55.69 55.89 55.69 55.89 +1.24 2,666 23,027 +46
Dec17 161201 54.56 56.47 54.18 55.91 +1.16 53,641 196,751 -4,049
Jan18 161201 54.55 56.17 54.55 55.97 +1.09 1,316 26,753 -3
Feb18 161201 56.24 56.24 56.03 56.03 +1.02 1,140 18,065 -236
Mar18 161201 56.28 56.28 56.08 56.08 +0.94 1,154 21,369 +23
Total Volume and Open Interest 1,001,599 2,186,768 -22,642
Gas Oil(ICE)
Dec16 161201 450.75 477.25 450.75 473.50 +25.25 46,430 103,702 +81
Jan17 161201 454.50 480.75 454.25 477.00 +25.00 83,420 160,644 +5,305
Feb17 161201 459.50 484.25 458.25 480.50 +24.50 32,809 90,194 -1,645
Mar17 161201 461.50 486.75 461.25 483.00 +24.00 19,123 57,385 -511
Apr17 161201 466.50 488.75 464.25 485.25 +23.50 7,277 36,164 +240
May17 161201 471.00 490.25 466.75 487.00 +22.50 3,689 31,277 +363
Jun17 161201 469.50 491.75 469.00 488.50 +21.75 11,109 76,553 +1,271
Jul17 161201 478.25 493.75 472.25 491.00 +21.00 956 23,237 +203
Aug17 161201 479.50 496.00 477.75 493.25 +20.25 1,197 15,961 +336
Sep17 161201 482.50 498.50 477.75 495.50 +19.75 2,221 28,416 -76
Total Volume and Open Interest 226,697 832,279 +9,293
Ethanol(CBOT)
Dec16 161201 1.640 1.673 1.638 1.655 +0.005 173 43 -113
Jan17 161201 1.577 1.584 1.560 1.574 unch 311 3,992 -60
Feb17 161201 1.538 1.538 1.522 1.532 -0.006 17 599 +9
Mar17 161201 1.528 1.534 1.523 1.534 -0.006 8 466 +2
Apr17 161201 1.535 1.548 1.535 1.548 -0.006 6 340 +4
May17 161201 1.550 1.550 1.482 1.550 -0.011 0 6 +0
Jun17 161201 1.545 1.545 1.545 1.545 -0.015      
Jul17 161201 1.545 1.545 1.545 1.545 -0.015      
Total Volume and Open Interest 515 5,462 -158
WTI Crude Oil(ICE)
Jan17 161201 49.29 51.80 49.08 51.06 +1.62 77,059 87,625 -5,785
Feb17 161201 50.17 52.67 49.98 51.96 +1.62 70,389 93,252 +2,756
Mar17 161201 51.06 53.48 50.87 52.81 +1.60 26,272 57,162 +2,811
Apr17 161201 51.72 54.10 51.54 53.44 +1.55 8,831 17,881 +339
May17 161201 52.77 54.43 52.02 53.88 +1.49 5,044 15,221 +383
Jun17 161201 53.29 54.71 52.33 54.15 +1.42 9,826 58,763 -1,210
Jul17 161201 53.39 54.76 53.03 54.28 +1.34 1,646 7,157 +173
Aug17 161201 53.48 54.75 53.47 54.32 +1.26 581 6,317 -56
Sep17 161201 53.30 54.84 53.30 54.30 +1.16 1,812 16,388 -522
Oct17 161201 54.26 54.26 54.26 54.26 +1.07 340 4,771 -16
Nov17 161201 54.21 54.21 54.21 54.21 +0.96 193 2,823 +58
Dec17 161201 53.57 54.74 53.23 54.17 +0.86 10,735 71,971 -63
Jan18 161201 54.10 54.10 54.10 54.10 +0.76 138 1,298 -20
Feb18 161201 54.04 54.04 54.04 54.04 +0.67 8 905 +7
Mar18 161201 53.98 53.98 53.98 53.98 +0.59 50 3,328 +16
Apr18 161201 53.93 53.93 53.93 53.93 +0.52 2 935 +0
Total Volume and Open Interest 215,301 515,951 -1,157
US Dollar Index(ICE)
Dec16 161201 101.560 101.615 100.950 101.100 -0.440 38,830 79,861 -3,030
Mar17 161201 101.490 101.515 100.845 101.000 -0.445 2,274 11,401 +596
Jun17 161201 101.260 101.360 100.925 100.925 -0.445 19 631 +5
Total Volume and Open Interest 41,123 92,156 -2,429
Australian Dollar(CME)
Dec16 161201 73.82 74.18 73.67 74.10 +0.24 84,007 89,610 -4,762
Mar17 161201 73.71 74.03 73.52 73.95 +0.24 1,284 3,007 -89
Jun17 161201 73.80 73.80 73.80 73.80 +0.24 0 65 +0
Total Volume and Open Interest 85,291 92,699 -4,851
British Pound(CME)
Dec16 161201 125.19 126.99 125.10 125.85 +0.75 100,976 232,842 -277
Mar17 161201 125.41 127.26 125.38 126.13 +0.76 1,939 10,576 +853
Jun17 161201 125.95 127.52 125.80 126.41 +0.77 67 648 +20
Total Volume and Open Interest 102,982 244,257 +596
Canadian Dollar(CME)
Dec16 161201 74.49 75.20 74.43 75.07 +0.56 73,071 107,984 -3,989
Mar17 161201 74.59 75.27 74.52 75.15 +0.56 1,964 5,022 +272
Jun17 161201 75.21 75.33 74.63 75.23 +0.56 21 654 +9
Sep17 161201 75.33 75.42 75.30 75.30 +0.55 4 362 +4
Total Volume and Open Interest 75,096 114,416 -3,702
Japanese Yen(CME)
Dec16 161201 87.45 87.89 87.13 87.74 +0.20 171,297 195,018 +4,536
Mar17 161201 87.86 88.28 87.53 88.13 +0.21 3,517 6,926 +1,744
Jun17 161201 88.02 88.63 88.02 88.55 +0.21 33 197 +27
Total Volume and Open Interest 174,847 202,171 +6,307
Swiss Franc(CME)
Dec16 161201 98.39 99.09 98.36 98.89 +0.45 18,901 66,631 -239
Mar17 161201 99.02 99.65 98.94 99.46 +0.45 46 407 +14
Jun17 161201 100.08 100.17 100.08 100.08 +0.46 0 15 +0
Total Volume and Open Interest 18,947 67,062 -225
EuroFX(CME)
Dec16 161201 106.00 106.76 105.91 106.54 +0.49 195,819 428,368 -10,276
Mar17 161201 106.51 107.23 106.38 107.01 +0.49 3,013 16,712 +462
Jun17 161201 107.31 107.71 106.93 107.52 +0.49 49 1,832 +27
Total Volume and Open Interest 198,882 447,190 -9,786
Mexican Peso(CME)
Dec16 161201 485.00 487.50 478.13 481.25 -4.25 46,651 124,181 -3,140
Jan17 161201 479.88 479.88 479.88 479.88 -4.13      
Total Volume and Open Interest 51,213 155,401 -4,123
Brazilian Real(CME)
Jan17 161201 292.75 292.95 285.05 285.25 -6.75 2,690 17,572 +888
Feb17 161201 284.25 284.30 282.70 282.75 -6.70 4 2 +2
Mar17 161201 285.00 285.00 280.75 280.75 -6.65 950 1,834 +849
Apr17 161201 278.60 278.60 278.60 278.60 -6.70      
Total Volume and Open Interest 7,046 32,314 -4,995
30-Year T-Bonds(CBOT)
Dec16 161201 152~110 152~120 149~240 150~280 -1~250 262,872 50,817 -59,645
Mar17 161201 151~010 151~010 148~110 149~160 -1~250 213,667 527,358 +53,393
Jun17 161201 148~200 150~000 148~200 148~200 -1~250 0 2 +0
Total Volume and Open Interest 476,539 578,177 -6,252
10-Year T-Notes(CBOT)
Dec16 161201 125~030 125~055 124~110 124~235 -0~160 1,214,689 172,428 -376,142
Mar17 161201 124~125 124~145 123~190 123~315 -0~170 1,129,432 2,835,950 +244,052
Jun17 161201 123~235 123~235 123~235 123~235 -0~170      
Total Volume and Open Interest 2,344,121 3,008,378 -132,090
5-Year T-Notes(CBOT)
Dec16 161201 118~094 118~104 117~296 118~034 -0~080 1,022,011 267,236 -370,329
Mar17 161201 117~254 117~260 117~116 117~180 -0~090 914,516 2,758,886 +263,022
Jun17 161201 117~130 117~256 117~130 117~130 -0~090 0 1 +0
Total Volume and Open Interest 1,936,527 3,026,123 -107,307
2 Year T-Notes(CBOT)
Dec16 161201 108~206 108~206 108~182 108~194 -0~016 320,874 101,099 -104,821
Mar17 161201 108~126 108~126 108~092 108~104 -0~024 244,536 1,056,559 +77,617
Jun17 161201 108~104 108~104 108~104 108~104 -0~024      
Total Volume and Open Interest 565,410 1,157,658 -27,204
Eurodollars(CME)
Dec16 161201 99.010 99.012 99.003 99.012 +0.002 352,537 1,359,237 -14,816
Mar17 161201 98.965 98.965 98.945 98.955 -0.005 325,216 1,415,937 -13,242
Jun17 161201 98.830 98.835 98.805 98.815 -0.020 382,261 1,480,175 -21,283
Sep17 161201 98.735 98.735 98.700 98.715 -0.025 370,974 1,085,317 -12,993
Dec17 161201 98.595 98.600 98.550 98.575 -0.030 574,832 1,549,207 +9,263
Mar18 161201 98.505 98.510 98.440 98.475 -0.040 481,545 853,040 +28,759
Jun18 161201 98.390 98.390 98.320 98.355 -0.045 305,061 651,547 +15,201
Sep18 161201 98.285 98.285 98.200 98.240 -0.050 187,929 489,203 +6,155
Dec18 161201 98.160 98.165 98.070 98.115 -0.055 222,244 784,724 +20,401
Mar19 161201 98.080 98.085 97.985 98.030 -0.065 139,359 573,076 -1,084
Jun19 161201 97.995 98.000 97.890 97.935 -0.075 100,992 496,980 -214
Sep19 161201 97.920 97.920 97.805 97.850 -0.085 94,052 401,105 -30
Dec19 161201 97.830 97.835 97.710 97.760 -0.090 78,317 364,202 +2,869
Mar20 161201 97.770 97.775 97.650 97.700 -0.090 79,581 231,206 -8,209
Jun20 161201 97.710 97.715 97.585 97.635 -0.095 49,629 148,265 -789
Sep20 161201 97.655 97.665 97.530 97.580 -0.100 46,024 110,650 -2,608
Dec20 161201 97.585 97.605 97.465 97.520 -0.100 40,605 129,308 -1,416
Mar21 161201 97.550 97.555 97.420 97.470 -0.100 35,978 96,383 +242
Total Volume and Open Interest 3,964,720 12,500,249 +16,500
Ultra T-Bond(CBOT)
Dec16 161201 161~04 161~13 158~03 159~27 -2~04 136,308 47,381 -84,349
Mar17 161201 160~28 160~28 157~14 159~05 -2~08 129,844 606,950 +54,933
Jun17 161201 158~15 158~15 158~15 158~15 -2~08      
Total Volume and Open Interest 266,152 654,331 -29,416
Ultra 10-Yr T-Note(CBOT)
Dec16 161201 134~240 134~275 133~190 134~045 -0~270 101,181 28,702 -27,767
Mar17 161201 134~075 134~100 132~295 133~170 -0~290 80,381 286,597 +29,634
Jun17 161201 133~170 133~170 133~170 133~170 -0~290      
Total Volume and Open Interest 181,562 315,299 +1,867
30 Day Federal Funds(CBOT)
Dec16 161201 99.470 99.470 99.467 99.470 unch 14,293 89,783 +5,161
Jan17 161201 99.365 99.370 99.360 99.365 unch 16,184 223,363 +3,550
Feb17 161201 99.350 99.355 99.345 99.350 unch 15,869 84,007 -1,648
Mar17 161201 99.320 99.325 99.315 99.320 -0.005 10,040 73,913 +3,531
Apr17 161201 99.310 99.310 99.300 99.305 -0.010 18,664 109,346 +7,779
May17 161201 99.285 99.285 99.275 99.280 -0.010 10,820 47,595 +4,718
Total Volume and Open Interest 132,374 1,012,863 +32,029
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 161130 99.94 99.94 99.94 99.94 unch 0 7 +0
Mar17 161130 99.94 99.94 99.94 99.94 unch      
Jun17 161130 99.94 99.94 99.94 99.94 unch      
Sep17 161130 99.94 99.94 99.94 99.94 unch      
Dec17 161130 99.94 99.94 99.94 99.94 unch      
Mar18 161130 99.95 99.95 99.95 99.95 unch      
Jun18 161130 99.81 99.81 99.81 99.81 unch      
Sep18 161130 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Dec16 161130 150.61 150.67 150.48 150.51 -0.09 845 17,712 +325
Mar17 161130 150.02 150.24 150.02 150.23 -0.09 10 435 +0
Jun17 161130 150.23 150.23 150.23 150.23 -0.09      
Total Volume and Open Interest 855 18,147 +325
Euro-Buxl(EUREX)
Dec16 161201 174.64 174.94 170.82 172.72 -2.64 43,213 155,148 -8,270
Mar17 161201 172.68 172.78 168.76 170.68 -2.66 5,675 63,312 +1,454
Jun17 161201 170.64 170.64 168.10 169.02 -2.64 8 6 -2
Total Volume and Open Interest 48,896 218,466 -6,818
Euro-Bund(EUREX)
Dec16 161201 160.77 160.97 159.54 160.26 -0.80 698,740 1,379,055 -26,955
Mar17 161201 162.42 162.53 160.92 161.73 -0.95 112,260 373,231 +49,907
Jun17 161201 158.50 159.26 158.50 159.26 -0.80 0 8 +0
Total Volume and Open Interest 811,000 1,752,294 +22,952
Euro-Bobl(EUREX)
Dec16 161201 131.42 131.47 131.07 131.34 -0.09 564,947 1,035,842 -23,034
Mar17 161201 132.87 132.89 132.41 132.74 -0.14 80,160 242,449 +8,584
Jun17 161201 131.59 131.59 131.59 131.59 -0.09      
Total Volume and Open Interest 645,107 1,278,291 -14,450
Euro-Schatz(EUREX)
Dec16 161201 112.32 112.35 112.25 112.33 +0.04 340,641 959,611 -14,851
Mar17 161201 112.19 112.22 112.13 112.21 +0.05 73,898 233,041 +40,267
Jun17 161201 112.33 112.33 112.33 112.33 +0.04      
Total Volume and Open Interest 414,539 1,192,652 +25,416
3-Mth Euribor(EUREX)
Dec16 161201 100.310 100.310 100.310 100.310 unch 400 3,231 +0
Mar17 161201 100.290 100.290 100.290 100.290 -0.005 50 3,378 +0
Jun17 161201 100.270 100.275 100.270 100.275 -0.005 0 33,603 -3
Total Volume and Open Interest 619 73,353 +96
Long Gilt(LIFFE)
Dec16 161201 123~32 123~32 123~05 123~15 -0~20 42,149 47,137 -30,089
Mar17 161201 123~05 123~09 122~03 122~21 -0~22 228,106 598,596 +27,345
Total Volume and Open Interest 270,255 645,733 -2,744
3-Mth Short Sterling(LIFFE)
Dec16 161201 99.61 99.61 99.61 99.61 unch 14,032 460,812 +2,863
Mar17 161201 99.58 99.59 99.57 99.58 unch 31,524 377,514 +968
Jun17 161201 99.55 99.55 99.53 99.54 unch 28,962 353,421 -5,716
Sep17 161201 99.50 99.51 99.49 99.50 unch 34,915 301,644 -7,165
Dec17 161201 99.47 99.47 99.44 99.45 -0.01 44,594 285,009 -5,985
Mar18 161201 99.41 99.41 99.38 99.40 -0.01 34,685 175,626 +524
Total Volume and Open Interest 371,935 2,728,381 -22,247
3-Mth Euribor(LIFFE)
Dec16 161201 100.310 100.315 100.305 100.310 unch 58,005 385,176 -21,450
Mar17 161201 100.290 100.295 100.285 100.290 -0.005 52,782 418,805 -12,421
Jun17 161201 100.275 100.280 100.265 100.275 -0.005 56,892 383,314 -2,489
Total Volume and Open Interest 630,089 3,224,190 -57,386
3-Mth Aus T-Bills(SFE)
Dec16 161201 98.21 98.22 98.21 98.22 unch 6,237 110,617 -1,339
Mar17 161201 98.23 98.24 98.21 98.23 unch 14,220 208,060 -3,351
Jun17 161201 98.21 98.24 98.20 98.23 +0.01 15,262 216,655 -3,261
Sep17 161201 98.17 98.19 98.15 98.18 +0.01 11,540 145,868 -1,011
Dec17 161201 98.10 98.12 98.08 98.10 unch 9,630 158,297 -288
Mar18 161201 98.03 98.04 98.00 98.02 -0.01 5,041 92,379 -413
Jun18 161201 97.95 97.95 97.90 97.93 -0.02 4,717 63,065 +607
Sep18 161201 97.86 97.87 97.82 97.84 -0.02 3,887 36,953 -555
Dec18 161201 97.78 97.78 97.72 97.74 -0.03 1,471 9,167 +1,211
Mar19 161201 97.66 97.69 97.65 97.65 -0.04 367 3,676 +283
Total Volume and Open Interest 72,702 1,047,846 -8,062
10-Year Aus T-Bonds(SFE)
Dec16 161201 97.31 97.32 97.23 97.25 -0.06 81,845 953,164 -2,712
Mar17 161201 97.23 97.23 97.18 97.19 -0.06 0 15 +0
Total Volume and Open Interest 81,845 953,179 -2,712
3-Year Aus T-Bonds(SFE)
Dec16 161201 98.09 98.09 98.03 98.05 -0.04 148,449 964,838 +2,990
Mar17 161201 98.01 98.01 98.01 98.01 -0.05 15 399 +15
Total Volume and Open Interest 148,464 965,237 +3,005
Gold(CMX)
Dec16 161201 1172.7 1174.6 1160.0 1166.9 -3.9 42,124 12,551 -18,222
Feb17 161201 1175.1 1178.4 1162.2 1169.4 -4.5 216,185 271,613 +12,423
Apr17 161201 1178.7 1181.0 1166.3 1172.4 -4.6 4,084 35,365 +765
Jun17 161201 1181.7 1183.6 1169.2 1175.3 -4.6 2,863 39,740 -70
Aug17 161201 1182.8 1183.7 1176.2 1178.0 -4.6 347 10,683 -3
Oct17 161201 1176.9 1180.6 1176.9 1180.6 -4.7 110 2,133 +19
Dec17 161201 1188.3 1191.5 1176.9 1183.2 -4.7 941 20,512 -11
Feb18 161201 1191.4 1192.8 1181.5 1186.2 -4.8 1 207 +1
Apr18 161201 1189.9 1197.0 1183.1 1189.2 -4.8 1 50 -1
Jun18 161201 1192.9 1197.3 1186.0 1192.1 -4.9 178 4,329 +9
Aug18 161201 1195.2 1195.2 1195.2 1195.2 -4.9      
Oct18 161201 1197.9 1197.9 1197.9 1197.9 -4.8      
Total Volume and Open Interest 269,120 405,661  
Silver(CMX)
Dec16 161201 1649.5 1663.0 1625.0 1642.7 +2.1 17,875 3,056 -8,799
Mar17 161201 1655.5 1673.5 1630.0 1650.6 +2.4 61,485 126,459 +2,173
May17 161201 1651.5 1678.0 1642.0 1657.1 +2.4 705 10,344 +107
Jul17 161201 1664.0 1683.0 1650.0 1663.6 +2.5 145 6,259 +98
Sep17 161201 1666.5 1670.0 1666.5 1670.0 +2.7 16 1,034 +15
Dec17 161201 1669.0 1698.0 1669.0 1679.1 +3.1 71 5,216 +1
Mar18 161201 1687.3 1720.0 1687.3 1687.3 +3.1 0 2 +0
Total Volume and Open Interest 81,823 156,626 -6,540
Platinum(NYMEX)
Jan17 161201 912.8 918.2 898.5 911.3 +1.4 13,993 58,487 -27
Apr17 161201 916.1 921.2 902.7 914.7 +1.4 2,619 10,636 +1,793
Jul17 161201 910.0 921.6 908.0 918.5 +1.4 36 212 +21
Oct17 161201 928.0 930.6 913.9 922.0 +1.4 0 189 +0
Total Volume and Open Interest 16,677 69,551 +1,769
Palladium(NYMEX)
Dec16 161201 775.70 775.70 747.50 751.00 -20.65 934 310 -607
Mar17 161201 770.95 776.00 746.95 751.70 -20.95 5,349 25,643 +808
Jun17 161201 773.35 773.35 752.50 752.50 -20.95 24 182 +9
Total Volume and Open Interest 6,328 26,153 +219
Copper(CMX)
Dec16 161201 262.55 265.60 260.35 263.15 +1.00 15,879 6,744 -3,183
Mar17 161201 263.50 266.85 261.30 264.30 +1.00 127,556 157,835 +1,691
May17 161201 264.35 267.20 261.95 264.90 +0.95 4,750 27,049 -493
Jul17 161201 264.35 266.70 262.65 265.25 +0.90 1,672 16,512 +281
Sep17 161201 263.95 265.60 263.95 265.35 +0.85 465 5,571 +109
Total Volume and Open Interest 154,445 230,420 -1,343
E-mini DJIA Index(CBOT)
Dec16 161201 19143 19205 19113 19197 +65 119,176 139,730 +2,192
Mar17 161201 19080 19140 19055 19136 +66 409 5,887 +245
Jun17 161201 19021 19068 19021 19068 +66 1 36 +1
Sep17 161201 18983 18983 18983 18983 +66      
Total Volume and Open Interest 119,586 145,653 +2,438
S & P 500(CME)
Dec16 161201 2199.40 2202.80 2191.30 2192.10 -6.70 4,892 88,779 -321
Mar17 161201 2186.90 2196.70 2181.40 2186.90 -6.80 55 1,719 +40
Jun17 161201 2181.50 2191.40 2176.10 2181.50 -6.90 0 1,135 +0
Sep17 161201 2176.20 2186.10 2170.80 2176.20 -6.90      
Total Volume and Open Interest 4,947 91,633 -281
S & P 500 E-Mini(Globex)
Dec16 161201 2199.50 2203.00 2186.00 2192.00 -6.75 1,405,556 3,000,528 +10,645
Mar17 161201 2194.00 2197.75 2180.75 2187.00 -6.75 20,603 77,686 +5,265
Jun17 161201 2188.00 2192.25 2177.00 2181.50 -7.00 728 2,997 +161
Sep17 161201 2177.00 2177.00 2176.25 2176.25 -6.75 0 39 +0
Total Volume and Open Interest 1,426,887 3,081,271 +16,071
NASDAQ 100 E-Mini(Globex)
Dec16 161201 4819.00 4827.50 4722.80 4736.50 -79.50 175,916 253,414 +2,479
Mar17 161201 4818.00 4826.00 4723.30 4736.00 -79.50 647 1,811 +128
Jun17 161201 4758.80 4758.80 4725.50 4730.00 -79.50 5 29 +5
Total Volume and Open Interest 176,570 255,284 +2,614
S&P Midcap 400(CME) e-Mini
Dec16 161201 1628.00 1636.50 1617.80 1622.20 -4.70 12,161 88,475 +1,922
Mar17 161201 1627.00 1627.80 1617.60 1619.70 -4.70 0 5 +0
Jun17 161201 1610.00 1610.00 1610.00 1610.00 -4.70      
Total Volume and Open Interest 12,161 88,480 +1,922
Volatility Index(CBOE)
Dec16 161201 14.50 15.40 14.25 15.03 +0.50 51,348 202,399 -9,563
Jan17 161201 16.30 16.89 16.05 16.68 +0.41 33,779 97,933 +11,282
Feb17 161201 17.30 17.80 17.10 17.58 +0.30 10,002 33,688 +1,973
Mar17 161201 18.03 18.41 17.82 18.18 +0.20 3,706 28,744 +1,386
Total Volume and Open Interest 108,666 406,447 +7,042
Russell 2000(ICE)
Dec16 161201 1324.20 1330.70 1308.00 1315.90 -6.40 91,485 354,492 -4,425
Mar17 161201 1323.90 1326.50 1305.80 1312.90 -6.20 159 709 +5
Jun17 161201 1309.90 1309.90 1309.90 1309.90 -6.20 0 174 +0
Total Volume and Open Interest 91,644 355,514 -4,420
Nikkei 225(CME)
Dec16 161201 18615 18755 18400 18450 -170 9,043 35,416 +301
Mar17 161201 18620 18775 18430 18480 -165 186 598 +107
Total Volume and Open Interest 9,229 36,014 +408
Nikkei 225(SGX)
Dec16 161201 18430 18540 18420 18420 +45 55,288 205,803 -990
Mar17 161201 18400 18485 18380 18380 +45 1,404 12,129 +807
Jun17 161201 18255 18255 18255 18255 +45 0 1 +0
Total Volume and Open Interest 56,699 224,248 -184
Nikkei 225(CME) Yen
Dec16 161201 18615 18750 18395 18440 -175 46,093 72,121 +319
Mar17 161201 18535 18695 18340 18395 -165 754 1,233 +345
Jun17 161201 18265 18265 18265 18265 -165      
Total Volume and Open Interest 46,847 73,354 +664
Nikkei 225(CME) e-Mini Yen
Dec16 161201 18440 18440 18440 18440 -170 2 305 -1
Mar17 161201 18400 18400 18400 18400 -160      
Jun17 161201 18270 18270 18270 18270 -160      
Total Volume and Open Interest 2 305 -1
CAC 40(EURONEXT)
Dec16 161201 4569.0 4581.5 4537.0 4558.5 -17.5 98,597 289,009 +2,619
Jan17 161201 4556.0 4568.0 4529.0 4549.5 -17.5 59 6,243 +5
Feb17 161201 4540.0 4546.5 4540.0 4546.5 -17.5 0 4 -1
Mar17 161201 4538.0 4549.0 4538.0 4545.5 -17.5 8 110 +0
Total Volume and Open Interest 98,664 295,370 +2,623
Hang Seng Index(HKFE)
Dec16 161201 22829 23018 22792 22893 +71 93,968 130,703 +4,397
Jan17 161201 22858 23027 22820 22913 +70      
Total Volume and Open Interest 111,376 148,982  
DAX(EUREX)
Dec16 161201 10610.0 10626.0 10477.5 10482.0 -155.5 104,153 129,048 -2,492
Mar17 161201 10605.0 10617.0 10480.0 10480.0 -155.0 556 7,048 -9
Jun17 161201 10620.0 10643.5 10518.0 10524.0 -134.5 17 200 +10
Total Volume and Open Interest 104,726 136,296 -2,491
Mini-DAX(EUREX)
Dec16 161201 10605.0 10625.0 10478.0 10485.0 -152.5 23,982 10,779 +277
Mar17 161201 10599.0 10618.0 10479.0 10480.0 -155.0 121 2,472 +8
Jun17 161201 10589.0 10589.0 10507.0 10507.0 -151.5 9 60 +2
Total Volume and Open Interest 24,112 13,311 +287
FT-SE 100(EURONEXT)
Dec16 161201 6778.00 6790.00 6685.50 6748.00 -33.50 105,828 739,277 -3,491
Mar17 161201 6707.00 6708.00 6627.50 6685.00 -33.00 104 12,495 +57
Jun17 161201 6615.00 6615.00 6615.00 6615.00 -33.00 0 15 +0
Total Volume and Open Interest 105,932 751,787 -3,434
SPI 200(SFE)
Dec16 161201 5443.0 5512.0 5443.0 5502.0 +60.0 35,814 281,977 +2,524
Mar17 161201 5409.0 5452.0 5409.0 5452.0 +61.0 31 2,140 +13
Jun17 161201 5436.0 5436.0 5436.0 5436.0 +61.0 0 1,397 +0
Total Volume and Open Interest 35,845 286,730 +2,537
FTSE MIB(ISE)
Dec16 161201 16905.00 17130.00 16795.00 17064.00 +132.00 42,407 40,733 -2,060
Mar17 161201 16790.00 17070.00 16755.00 17004.00 +129.00 29 1,498 +5
Jun17 161201 16654.00 16654.00 16654.00 16654.00 +129.00      
Total Volume and Open Interest 42,436 42,231 -2,055
KOSPI 200(KFE)
Dec16 161201 254.25 254.40 254.20 254.20 +0.05 107,339 127,682 -172
Mar17 161201 251.40 251.40 251.40 251.40 +0.20 2,134 23,387 +344
Jun17 161201 251.80 252.55 251.80 252.55 +0.75 0 2,573 +694
Total Volume and Open Interest 109,473 158,646 +866
GSCI(CME)
Dec16 161201 384.00 387.35 382.85 385.30 +8.35 71 14,579 -33
Jan17 161201 388.20 389.75 388.20 388.20 +8.15 0 125 +0
Feb17 161201 390.45 390.45 390.45 390.45 +8.15      
Total Volume and Open Interest 71 14,704 -33
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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