Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri December 02, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161202 1033.00 1037.75 1026.50 1027.50 -2.25 133,965 320,504 -10,373
Mar17 161202 1041.50 1047.00 1036.00 1037.25 -1.75 47,080 169,320 +8,729
May17 161202 1048.00 1053.50 1043.50 1044.50 -1.00 16,062 77,578 +3,587
Jul17 161202 1052.75 1058.50 1047.75 1049.25 -1.00 15,659 87,305 +1,252
Aug17 161202 1047.75 1050.75 1045.25 1045.75 -0.75 247 4,580 +22
Sep17 161202 1028.00 1033.50 1028.00 1029.00 +0.50 94 2,009 +6
Nov17 161202 1013.75 1020.75 1012.00 1015.00 +1.50 9,970 59,558 +2,783
Jan18 161202 1015.50 1020.00 1015.00 1015.75 +1.50 309 2,539 +43
Mar18 161202 1013.25 1013.25 1008.50 1008.50 +1.75 179 1,827 +43
May18 161202 1005.75 1006.00 1005.75 1006.00 +2.25 41 424 +16
Jul18 161202 1006.75 1007.00 1006.75 1006.75 +2.25 44 658 +24
Aug18 161202 1001.50 1001.50 1001.50 1001.50 +2.25 0 17 +0
Sep18 161202 989.50 989.50 989.50 989.50 +2.25 0 17 +0
Nov18 161202 974.50 979.50 972.50 973.75 +1.50 40 862 +2
Total Volume and Open Interest 223,690 727,225 +6,134
Soybean Meal(CBOT)
Dec16 161202 312.20 316.00 310.70 310.70 -0.20 9,291 6,854 -4,490
Jan17 161202 313.60 318.10 312.20 312.50 -0.20 53,248 127,476 -4,315
Mar17 161202 316.80 321.00 315.40 315.60 unch 19,839 97,315 +2,262
May17 161202 318.90 323.10 317.60 317.90 +0.20 6,354 46,937 +357
Jul17 161202 321.60 325.40 319.80 320.00 +0.10 5,078 42,420 +241
Aug17 161202 320.80 323.90 319.30 319.30 +0.20 623 6,003 +237
Sep17 161202 318.20 322.00 317.40 317.40 +0.50 921 5,599 -58
Oct17 161202 315.00 318.70 314.10 314.40 +1.00 137 5,085 +24
Dec17 161202 314.60 318.90 313.90 314.30 +1.10 792 20,916 -161
Jan18 161202 316.30 316.70 313.60 313.60 +1.20 17 922 +7
Total Volume and Open Interest 96,314 361,811 -5,894
Soybean Oil(CBOT)
Dec16 161202 37.61 37.66 37.24 37.51 -0.13 15,531 4,945 -8,382
Jan17 161202 37.76 37.93 37.44 37.72 -0.13 87,235 169,284 +620
Mar17 161202 38.05 38.18 37.67 37.99 -0.13 30,062 123,258 +4,420
May17 161202 38.23 38.26 37.78 38.10 -0.12 6,274 53,182 +520
Jul17 161202 38.09 38.33 37.79 38.17 -0.12 4,519 45,926 +282
Aug17 161202 37.73 38.12 37.63 37.96 -0.14 591 5,297 +40
Sep17 161202 37.61 37.80 37.38 37.65 -0.16 758 4,505 +265
Oct17 161202 37.22 37.40 36.99 37.22 -0.17 705 3,848 +178
Dec17 161202 37.15 37.33 36.88 37.09 -0.17 1,370 11,347 +45
Jan18 161202 37.07 37.07 36.63 37.07 -0.17 10 558 -10
Total Volume and Open Interest 147,055 423,120 -2,022
Canola(WCE)
Jan17 161202 527.0 530.1 523.7 529.3 +1.6 17,523 136,605 -4,727
Mar17 161202 533.3 536.6 530.6 535.9 +1.6 17,894 45,969 +5,791
May17 161202 538.4 541.4 535.0 540.9 +2.5 5,007 23,381 +2,072
Jul17 161202 538.3 541.8 535.4 541.4 +3.1 2,300 16,136 +515
Nov17 161202 509.0 512.8 508.1 512.4 +2.2 1,890 12,659 +354
Total Volume and Open Interest 44,625 236,358 +4,008
Corn(CBOT)
Dec16 161202 332.75 338.00 332.75 337.50 +5.75 35,069 17,582 -11,825
Mar17 161202 344.00 347.75 343.00 347.25 +4.75 157,211 722,371 +3,896
May17 161202 351.25 354.75 350.25 354.25 +4.25 28,758 149,322 -341
Jul17 161202 358.50 362.00 358.25 361.75 +4.00 23,531 162,848 +1,597
Sep17 161202 366.25 369.25 365.75 369.00 +3.50 4,690 56,540 +904
Dec17 161202 376.00 378.25 375.25 377.75 +2.75 13,124 105,697 +2,270
Mar18 161202 386.50 386.75 384.00 386.25 +2.50 966 8,532 +369
May18 161202 390.75 392.25 390.75 392.00 +2.50 214 1,481 +74
Jul18 161202 394.50 396.50 394.50 396.50 +2.50 21 1,852 -1
Sep18 161202 392.25 394.50 391.00 392.25 +1.50 0 770 +0
Total Volume and Open Interest 263,796 1,233,882 -2,925
Wheat(CBOT)
Dec16 161202 373.00 387.50 371.50 387.50 +16.00 4,932 2,221 -3,269
Mar17 161202 398.50 405.00 396.50 404.25 +8.75 77,050 279,514 +2,289
May17 161202 412.00 417.50 409.75 417.00 +8.25 19,500 64,030 +2,106
Jul17 161202 426.25 431.25 424.50 431.00 +7.00 12,164 65,202 +1,138
Sep17 161202 442.00 446.25 440.25 446.25 +6.25 3,773 11,562 +705
Dec17 161202 461.25 465.25 459.75 465.25 +5.75 2,208 20,763 +641
Total Volume and Open Interest 120,366 448,264 +3,923
Wheat(KCBT)
Dec16 161202 385.75 390.25 385.75 390.00 +6.00 3,636 1,038 -1,765
Mar17 161202 407.25 410.00 404.00 408.75 +5.75 29,490 135,826 -318
May17 161202 419.50 421.50 416.00 420.50 +5.50 4,620 37,429 +515
Jul17 161202 429.75 433.50 428.00 432.50 +6.00 6,220 53,936 -315
Sep17 161202 446.00 447.25 443.00 447.25 +6.00 625 5,667 +182
Dec17 161202 464.75 467.25 463.75 467.25 +5.75 809 7,223 +111
Mar18 161202 478.75 481.50 477.00 481.50 +4.75 805 1,830 +173
Total Volume and Open Interest 46,620 243,888 -1,361
Wheat(MGE)
Dec16 161202 548.00 548.00 536.75 543.00 +2.00 1,815 1,273 -952
Mar17 161202 538.00 542.50 536.00 538.50 unch 5,708 33,562 -460
May17 161202 540.00 544.00 538.00 540.00 -0.75 1,632 12,066 +119
Jul17 161202 543.50 546.00 541.25 542.75 -0.75 437 5,884 -56
Sep17 161202 550.25 551.00 547.00 548.75 -1.00 65 3,880 -18
Dec17 161202 559.00 560.50 556.50 558.00 -0.75 96 2,698 +39
Total Volume and Open Interest 9,758 59,451 -1,326
Oats(CBOT)
Dec16 161202 201.25 202.75 198.50 200.25 unch 68 180 -601
Mar17 161202 215.25 215.75 211.75 214.50 -0.75 355 6,152 +37
May17 161202 218.25 219.75 217.50 218.50 -0.75 57 674 +48
Jul17 161202 220.00 220.00 219.25 219.25 -1.00 0 74 +0
Total Volume and Open Interest 480 7,168 -516
Rough Rice(CBOT)
Jan17 161202 9.70 9.74 9.56 9.63 -0.10 506 10,583 -77
Mar17 161202 9.95 9.99 9.81 9.89 -0.09 287 1,726 +203
May17 161202 10.15 10.15 10.00 10.15 -0.08 0 22 +0
Jul17 161202 10.31 10.31 10.20 10.31 -0.09 0 9 +0
Total Volume and Open Interest 793 12,348 +126
Live Cattle(CME)
Dec16 161202 110.200 110.330 107.930 108.230 -2.350 12,802 33,672 -2,844
Feb17 161202 111.180 111.230 108.500 108.885 -2.500 29,188 111,046 +2,878
Apr17 161202 111.000 111.180 108.650 109.050 -2.180 9,841 68,053 +145
Jun17 161202 102.250 102.450 100.230 100.785 -1.615 8,009 49,259 +1,376
Aug17 161202 98.750 98.800 96.900 97.635 -1.195 2,948 16,800 +703
Oct17 161202 98.785 99.035 97.230 97.980 -1.000 1,347 8,447 +52
Total Volume and Open Interest 64,454 290,963 +2,416
Feeder Cattle(CME)
Jan17 161202 127.785 128.100 124.200 124.600 -3.185 4,624 21,961 -193
Mar17 161202 123.885 124.200 120.850 121.535 -2.715 2,589 12,651 +337
Apr17 161202 123.700 123.800 120.550 121.250 -2.785 972 4,336 -213
May17 161202 122.580 122.830 119.700 120.330 -2.670 629 4,062 +133
Aug17 161202 123.000 123.000 120.400 120.930 -2.670 353 1,959 +76
Sep17 161202 121.100 121.100 118.850 119.135 -2.845 37 128 +14
Oct17 161202 117.500 117.800 117.500 117.800 -2.780 13 31 +7
Total Volume and Open Interest 9,222 45,133 +166
Lean Hogs(CME)
Dec16 161202 50.900 51.285 50.535 50.750 +0.515 9,180 34,174 -1,115
Feb17 161202 54.500 54.600 53.600 54.035 -0.045 16,854 99,124 -692
Apr17 161202 60.700 60.900 59.880 60.150 -0.300 6,596 42,974 +504
May17 161202 67.725 67.725 67.635 67.635 -0.315 31 934 +11
Jun17 161202 72.800 72.830 71.900 72.150 -0.330 2,934 19,735 +478
Jul17 161202 73.400 73.400 72.730 73.135 -0.115 808 10,028 +67
Aug17 161202 73.200 74.100 73.180 74.080 +0.380 374 7,034 +36
Oct17 161202 62.500 62.650 62.380 62.650 +0.165 29 2,125 -7
Total Volume and Open Interest 36,820 217,375 -714
Class III Milk(CME)
Nov16 161129 16.74 16.75 16.72 16.72 unch 0 4,882 +0
Dec16 161202 17.05 17.20 17.03 17.16 +0.17 197 6,075 -29
Jan17 161202 16.89 17.30 16.85 16.96 +0.14 356 3,823 +104
Feb17 161202 16.86 17.33 16.86 16.98 +0.18 252 3,432 +69
Mar17 161202 16.74 17.22 16.74 16.89 +0.16 170 2,904 +21
Apr17 161202 16.70 17.04 16.65 16.83 +0.18 116 2,476 +6
May17 161202 16.75 17.02 16.64 16.89 +0.22 91 2,325 +3
Jun17 161202 16.99 17.34 16.95 17.17 +0.24 59 2,144 +13
Jul17 161202 17.30 17.60 17.27 17.55 +0.26 31 1,244 +11
Aug17 161202 17.45 17.70 17.43 17.60 +0.15 29 1,220 +25
Sep17 161202 17.45 17.75 17.45 17.68 +0.23 14 1,213 +9
Oct17 161202 17.35 17.54 17.35 17.43 +0.11 13 840 +13
Nov17 161202 17.20 17.40 17.20 17.29 +0.10 55 811 +48
Total Volume and Open Interest 1,452 29,912 +344
Cocoa(ICE)
Dec16 161202 2365 2388 2343 2388 -9 1 76 -1
Mar17 161202 2406 2410 2342 2395 -11 17,565 143,216 +2,024
May17 161202 2395 2404 2338 2386 -14 5,957 47,737 +255
Jul17 161202 2392 2398 2334 2379 -16 3,659 29,676 +1,184
Sep17 161202 2395 2406 2350 2387 -16 1,082 12,683 +347
Dec17 161202 2406 2416 2352 2397 -14 485 6,116 +20
Mar18 161202 2416 2422 2365 2408 -11 408 8,803 +186
Total Volume and Open Interest 29,179 250,998 +4,029
Coffee "C"(ICE)
Dec16 161202 141.65 144.00 140.40 141.20 -0.60 10 153 -90
Mar17 161202 143.90 148.75 143.90 145.80 +0.90 19,158 104,069 -1,337
May17 161202 147.20 151.05 146.45 148.20 +1.00 4,022 41,138 -297
Jul17 161202 149.35 153.20 148.60 150.35 +1.00 2,654 16,514 +1,099
Sep17 161202 151.90 155.00 150.75 152.30 +0.95 742 7,993 +36
Dec17 161202 153.35 156.15 153.35 155.15 +0.95 336 10,552 -32
Total Volume and Open Interest 27,121 185,950 -499
Orange Juice(ICE)
Jan17 161202 221.00 222.50 219.30 220.65 -1.30 594 13,479 +125
Mar17 161202 218.40 218.75 216.95 217.60 -1.35 147 1,945 +117
May17 161202 215.10 215.10 213.90 214.10 -1.20 19 493 +5
Jul17 161202 211.85 211.85 211.40 211.40 -0.95 1 124 -1
Sep17 161202 204.30 204.30 204.30 204.30 -0.95      
Nov17 161202 201.40 201.40 201.40 201.40 -0.95 0 2 +0
Total Volume and Open Interest 761 16,044 +246
Sugar #11(ICE)
Mar17 161202 19.31 19.38 18.88 19.12 -0.24 38,471 391,299 +1,506
May17 161202 18.89 18.91 18.48 18.66 -0.23 14,659 165,541 +1,224
Jul17 161202 18.36 18.39 18.05 18.20 -0.17 9,997 124,341 +2,229
Oct17 161202 18.09 18.18 17.90 18.02 -0.07 4,270 69,720 -469
Mar18 161202 18.09 18.18 17.92 18.04 unch 2,400 39,403 +71
May18 161202 17.52 17.64 17.44 17.52 +0.03 766 13,630 +115
Jul18 161202 16.97 17.10 16.97 17.01 +0.06 466 9,888 +172
Oct18 161202 16.82 16.98 16.82 16.87 +0.09 127 8,148 -1
Total Volume and Open Interest 71,283 827,124 +4,878
London Cocoa(LCE)
Dec16 161202 1950 1950 1894 1901 -60 22,253 43,684 -19,534
Mar17 161202 1949 1949 1912 1926 -27 19,036 91,183 -2,322
May17 161202 1944 1946 1915 1930 -22 8,320 61,566 -605
Jul17 161202 1953 1956 1927 1941 -21 4,732 22,584 +1,369
Sep17 161202 1962 1964 1939 1952 -18 1,938 26,314 +269
Dec17 161202 1964 1968 1942 1956 -16 1,263 16,640 +51
Mar18 161202 1968 1972 1947 1962 -12 943 8,086 +216
Total Volume and Open Interest 58,619 270,610 -20,439
London Sugar(LCE)
Mar17 161202 516.00 517.60 505.10 509.40 -5.90 3,286 36,022 -109
May17 161202 510.00 511.80 501.00 504.60 -5.50 1,257 20,843 +211
Aug17 161202 499.60 500.60 492.10 495.20 -4.40 629 8,451 +135
Oct17 161202 485.30 485.60 479.40 482.20 -2.40 396 10,430 +132
Dec17 161202 479.50 479.70 472.70 476.20 -2.50 84 2,057 +19
Total Volume and Open Interest 5,741 79,575 +423
Cotton(ICE)
Dec16 161202 71.60 72.50 71.29 71.98 +0.18 291 711 -280
Mar17 161202 70.57 71.85 70.05 71.04 +0.14 12,938 183,932 -142
May17 161202 71.21 72.19 70.55 71.53 +0.19 2,850 38,824 +1,122
Jul17 161202 71.15 72.02 70.60 71.54 +0.25 734 14,269 +353
Oct17 161202 71.06 71.06 71.06 71.06 +0.41 11 34 +1
Dec17 161202 69.50 70.08 69.01 69.93 +0.43 554 17,617 +8
Total Volume and Open Interest 17,378 256,545 +1,062
Lumber(CME)
Jan17 161202 332.6 338.3 331.1 337.2 +6.1 650 2,589 -145
Mar17 161202 344.7 350.2 343.1 349.4 +5.6 360 953 +155
May17 161202 353.0 353.4 353.0 353.4 +4.8 27 190 +5
Jul17 161202 356.2 356.2 352.0 356.2 +4.2 14 41 +5
Total Volume and Open Interest 1,051 3,806 +20
Crude Oil(NYM)
Jan17 161202 51.01 51.73 50.18 51.68 +0.62 1,311,000 640,275 +14,782
Feb17 161202 52.25 52.69 51.12 52.65 +0.69 381,490 193,537 +9,787
Mar17 161202 52.71 53.56 51.96 53.52 +0.71 224,620 244,934 +10,629
Apr17 161202 53.44 54.19 52.61 54.17 +0.73 100,527 101,774 -611
May17 161202 53.83 54.61 53.05 54.59 +0.71 66,989 86,839 +4,437
Jun17 161202 54.17 54.85 53.35 54.83 +0.68 160,239 189,793 +3,791
Jul17 161202 54.28 54.96 53.51 54.96 +0.68 24,364 40,575 -2,310
Aug17 161202 54.38 55.01 53.68 55.01 +0.69 14,093 34,970 +682
Sep17 161202 54.33 55.04 53.64 55.03 +0.73 27,103 55,714 +1,999
Oct17 161202 53.91 55.03 53.91 55.03 +0.77 9,337 29,813 +359
Nov17 161202 54.19 55.03 53.86 55.03 +0.82 8,399 31,276 +1,558
Dec17 161202 54.18 55.04 53.64 55.03 +0.86 122,223 182,310 +4,049
Jan18 161202 54.67 54.98 54.67 54.98 +0.88 4,574 29,110 +702
Feb18 161202 54.93 54.93 53.75 54.93 +0.89 1,216 8,138 +138
Mar18 161202 54.88 54.88 54.08 54.88 +0.90 3,130 23,952 +386
Apr18 161202 54.83 54.83 51.12 54.83 +0.90 750 4,851 -3
Total Volume and Open Interest 2,530,530 2,074,018 +53,992
e-miNY Crude Oil(NYM)
Jan17 161202 50.950 51.725 50.175 51.675 +0.625 36,054 2,676 -33
Feb17 161202 51.925 52.675 51.125 52.650 +0.700 890 956 -80
Mar17 161202 52.850 53.525 51.950 53.525 +0.725 443 360 +15
Apr17 161202 53.550 54.175 52.625 54.175 +0.725 54 249 -23
May17 161202 53.550 54.600 53.550 54.600 +0.725 216 24 -66
Jun17 161202 53.025 54.825 53.025 54.825 +0.675 197 50 -103
Jul17 161202 53.175 55.025 53.175 54.950 +0.675 11 128 +10
Aug17 161202 55.000 55.000 52.300 55.000 +0.675 26 142 +10
Sep17 161202 55.025 55.025 51.475 55.025 +0.725 43 53 +26
Oct17 161202 55.025 55.025 49.775 55.025 +0.775 16 27 +16
Total Volume and Open Interest 37,970 4,849 -226
NY Harbor ULSD(NYM)
Jan17 161202 164.54 166.31 162.39 165.81 +1.02 96,793 110,619 +3,985
Feb17 161202 166.90 167.67 163.70 167.23 +1.23 37,733 55,131 -142
Mar17 161202 166.84 168.51 164.55 168.14 +1.43 33,206 55,724 +1,234
Apr17 161202 166.48 168.59 164.57 168.21 +1.57 15,381 35,326 -1,554
May17 161202 166.27 168.90 165.23 168.70 +1.67 7,604 21,781 +617
Jun17 161202 166.85 169.56 165.50 169.20 +1.75 16,590 41,155 +1,116
Jul17 161202 167.68 170.19 167.39 170.00 +1.79 1,355 6,270 +128
Aug17 161202 168.64 171.05 168.60 170.82 +1.80 814 5,005 +1
Sep17 161202 168.60 171.96 168.60 171.74 +1.82 1,790 6,751 -59
Oct17 161202 169.90 172.80 169.90 172.56 +1.85 1,043 3,613 +347
Nov17 161202 172.43 173.29 172.43 173.29 +1.89 716 3,306 +38
Dec17 161202 171.25 174.25 170.43 173.95 +1.93 7,018 30,998 +1,439
Jan18 161202 175.86 175.86 174.19 174.73 +1.93 184 2,717 +38
Feb18 161202 175.05 175.05 166.00 175.05 +1.95 90 1,762 +59
Total Volume and Open Interest 221,212 391,258 +2,805
RBOB Gasoline(NYM)
Jan17 161202 155.24 156.93 151.52 155.91 +1.21 72,025 151,365 -61
Feb17 161202 155.25 157.71 152.38 156.87 +1.25 35,915 45,808 +3,034
Mar17 161202 157.13 159.62 154.58 159.05 +1.32 19,428 42,582 +1,539
Apr17 161202 176.24 178.75 174.01 178.47 +1.22 14,169 34,801 +1,214
May17 161202 177.48 179.91 175.82 179.81 +1.28 5,927 19,844 -3
Jun17 161202 177.07 179.67 175.07 179.60 +1.38 9,697 25,681 +1,029
Jul17 161202 177.31 178.21 177.18 178.21 +1.41 3,103 6,623 -157
Aug17 161202 173.77 176.06 173.77 176.06 +1.47 2,666 4,897 +87
Sep17 161202 172.42 173.19 172.30 173.19 +1.58 3,297 7,561 +267
Oct17 161202 159.60 160.76 159.60 160.76 +1.73 1,653 4,208 +380
Total Volume and Open Interest 172,756 367,833 +2,369
e-miNY RBOB Gasoline(NYM)
Jan17 161202 155.90 155.90 154.70 155.90 +1.20      
Feb17 161202 156.87 156.87 156.87 156.87 +1.25      
Mar17 161202 159.10 159.10 159.05 159.10 +1.37      
Apr17 161202 178.47 178.47 178.47 178.47 +1.22      
Total Volume and Open Interest      
Natural Gas(NYM)
Jan17 161202 3.539 3.568 3.378 3.436 -0.069 168,555 278,602 -7,723
Feb17 161202 3.570 3.570 3.387 3.440 -0.069 58,983 80,189 +1,419
Mar17 161202 3.495 3.510 3.353 3.407 -0.055 64,693 184,537 +3,249
Apr17 161202 3.335 3.352 3.245 3.292 -0.027 44,184 99,416 -739
May17 161202 3.305 3.318 3.227 3.272 -0.017 17,938 75,242 +1,637
Jun17 161202 3.330 3.337 3.251 3.294 -0.016 10,103 45,633 -732
Jul17 161202 3.358 3.359 3.280 3.321 -0.014 6,579 36,285 +516
Aug17 161202 3.351 3.351 3.273 3.313 -0.015 4,973 23,604 +217
Sep17 161202 3.334 3.334 3.256 3.295 -0.017 6,169 26,983 +587
Oct17 161202 3.355 3.355 3.270 3.315 -0.017 15,462 76,871 -37
Nov17 161202 3.362 3.388 3.322 3.356 -0.016 4,295 25,464 -334
Dec17 161202 3.517 3.517 3.455 3.487 -0.011 2,862 29,326 +114
Jan18 161202 3.578 3.597 3.540 3.573 -0.014 7,261 29,581 -79
Feb18 161202 3.524 3.538 3.507 3.523 -0.015 1,156 8,882 +58
Mar18 161202 3.447 3.447 3.402 3.422 -0.014 5,807 27,800 +1,935
Apr18 161202 2.889 2.900 2.862 2.884 -0.001 5,845 32,794 +1,348
Total Volume and Open Interest 430,222 1,155,756 +2,196
Brent Crude Oil(ICE)
Feb17 161202 53.88 54.50 52.84 54.46 +0.52 782,952 580,910 +41,244
Mar17 161202 54.51 55.19 53.52 55.14 +0.56 288,462 365,507 +13,151
Apr17 161202 54.97 55.68 54.02 55.64 +0.62 140,452 144,457 +3,600
May17 161202 55.28 56.03 54.39 56.01 +0.67 97,069 118,479 +4,804
Jun17 161202 55.52 56.33 54.69 56.30 +0.71 216,897 225,860 +20,995
Jul17 161202 55.70 56.52 54.92 56.49 +0.73 36,857 56,756 +4,394
Aug17 161202 55.79 56.61 55.07 56.60 +0.75 16,756 40,633 +726
Sep17 161202 55.84 56.69 55.20 56.66 +0.78 28,395 64,924 -816
Oct17 161202 55.87 56.68 55.27 56.68 +0.80 9,241 32,014 -470
Nov17 161202 55.40 56.70 55.40 56.70 +0.81 5,873 24,038 +1,011
Dec17 161202 55.90 56.76 55.31 56.73 +0.82 151,175 203,525 +6,774
Jan18 161202 56.79 56.79 56.79 56.79 +0.82 2,523 27,078 +325
Feb18 161202 56.84 56.84 56.84 56.84 +0.81 2,779 17,616 -449
Mar18 161202 56.90 56.90 56.90 56.90 +0.82 6,173 22,338 +969
Total Volume and Open Interest 1,876,330 2,230,276 +43,508
Gas Oil(ICE)
Dec16 161202 473.50 477.25 464.25 475.00 +1.50 69,224 95,740 -7,962
Jan17 161202 477.00 481.00 468.00 478.25 +1.25 134,651 161,805 +1,161
Feb17 161202 482.00 484.50 472.00 482.25 +1.75 78,132 93,134 +2,940
Mar17 161202 483.00 487.25 475.00 485.00 +2.00 36,817 58,551 +1,166
Apr17 161202 485.25 489.50 477.50 487.00 +1.75 20,360 39,033 +2,869
May17 161202 481.75 491.50 480.00 489.00 +2.00 11,208 31,232 -45
Jun17 161202 487.00 493.00 481.50 490.50 +2.00 36,542 80,621 +4,068
Jul17 161202 491.00 494.50 484.50 493.25 +2.25 6,326 23,352 +115
Aug17 161202 493.00 496.75 487.75 495.75 +2.50 4,472 16,672 +711
Sep17 161202 495.75 500.50 490.00 498.00 +2.50 6,278 28,249 -167
Total Volume and Open Interest 455,776 836,723 +4,444
Ethanol(CBOT)
Dec16 161202 1.670 1.670 1.670 1.670 +0.015 12 31 -12
Jan17 161202 1.574 1.585 1.566 1.574 unch 239 3,987 -5
Feb17 161202 1.535 1.539 1.520 1.532 unch 140 693 +94
Mar17 161202 1.517 1.535 1.517 1.534 unch 118 448 -18
Apr17 161202 1.548 1.548 1.535 1.548 unch 32 357 +17
May17 161202 1.550 1.550 1.482 1.550 unch 0 6 +0
Jun17 161202 1.545 1.545 1.545 1.545 unch      
Jul17 161202 1.545 1.545 1.545 1.545 unch      
Total Volume and Open Interest 541 5,538 +76
WTI Crude Oil(ICE)
Jan17 161202 51.11 51.73 50.19 51.68 +0.62 98,917 86,323 -1,302
Feb17 161202 51.92 52.67 51.15 52.65 +0.69 131,133 100,147 +6,895
Mar17 161202 52.88 53.53 51.97 53.52 +0.71 64,235 54,887 -2,275
Apr17 161202 53.21 54.17 52.76 54.17 +0.73 19,856 19,970 +2,089
May17 161202 53.64 54.59 53.21 54.59 +0.71 15,506 18,163 +2,942
Jun17 161202 54.04 54.83 53.48 54.83 +0.68 40,045 63,982 +5,219
Jul17 161202 54.16 54.96 54.16 54.96 +0.68 4,244 7,883 +726
Aug17 161202 54.51 55.01 54.51 55.01 +0.69 1,611 6,484 +167
Sep17 161202 54.10 55.03 54.10 55.03 +0.73 2,429 15,919 -469
Oct17 161202 55.03 55.03 55.03 55.03 +0.77 1,243 5,185 +414
Nov17 161202 55.03 55.03 55.03 55.03 +0.82 488 2,837 +14
Dec17 161202 54.02 55.03 54.02 55.03 +0.86 25,092 75,201 +3,230
Jan18 161202 54.98 54.98 54.98 54.98 +0.88 178 1,329 +31
Feb18 161202 54.93 54.93 54.93 54.93 +0.89 55 910 +5
Mar18 161202 54.88 54.88 54.88 54.88 +0.90 93 3,339 +11
Apr18 161202 54.83 54.83 54.83 54.83 +0.90 13 935 +0
Total Volume and Open Interest 415,085 534,867 +18,916
US Dollar Index(ICE)
Dec16 161202 100.950 101.175 100.705 100.860 -0.240 45,366 79,521 -340
Mar17 161202 100.860 101.055 100.610 100.755 -0.245 4,213 12,471 +1,070
Jun17 161202 100.760 100.920 100.635 100.680 -0.245 27 637 +6
Total Volume and Open Interest 49,609 92,892 +736
Australian Dollar(CME)
Dec16 161202 74.10 74.65 73.98 74.42 +0.32 115,545 87,760 -1,850
Mar17 161202 74.04 74.50 73.83 74.27 +0.32 4,514 4,566 +1,559
Jun17 161202 74.43 74.43 73.73 74.11 +0.31 0 65 +0
Total Volume and Open Interest 120,061 92,410 -289
British Pound(CME)
Dec16 161202 126.00 127.41 125.73 127.12 +1.27 131,971 233,565 +723
Mar17 161202 126.24 127.67 126.03 127.40 +1.27 2,129 10,790 +214
Jun17 161202 126.62 127.94 126.38 127.68 +1.27 5 645 -3
Total Volume and Open Interest 134,107 245,191 +934
Canadian Dollar(CME)
Dec16 161202 75.09 75.46 75.09 75.21 +0.14 106,655 105,030 -2,954
Mar17 161202 75.24 75.54 75.18 75.28 +0.13 2,355 6,304 +1,282
Jun17 161202 75.38 75.58 75.30 75.36 +0.13 34 669 +15
Sep17 161202 75.48 75.67 75.44 75.44 +0.14 8 356 -6
Total Volume and Open Interest 109,057 112,756 -1,660
Japanese Yen(CME)
Dec16 161202 87.63 88.28 87.60 87.99 +0.25 209,488 204,929 +9,911
Mar17 161202 88.23 88.67 88.00 88.39 +0.26 7,024 9,695 +2,769
Jun17 161202 88.81 89.05 88.02 88.81 +0.26 15 198 +1
Total Volume and Open Interest 216,527 214,852 +12,681
Swiss Franc(CME)
Dec16 161202 99.01 99.73 98.86 98.99 +0.10 35,948 64,896 -1,735
Mar17 161202 99.60 100.05 99.44 99.56 +0.10 437 779 +372
Jun17 161202 100.36 100.36 100.19 100.19 +0.11 0 15 +0
Total Volume and Open Interest 36,385 65,699 -1,363
EuroFX(CME)
Dec16 161202 106.67 106.96 106.31 106.65 +0.11 266,875 429,691 +1,323
Mar17 161202 107.12 107.44 106.80 107.13 +0.12 5,307 18,666 +1,954
Jun17 161202 107.74 107.93 107.36 107.64 +0.12 35 1,844 +12
Total Volume and Open Interest 272,226 450,481 +3,291
Mexican Peso(CME)
Dec16 161202 480.50 485.75 478.63 483.63 +2.38 43,093 125,600 +1,419
Jan17 161202 482.25 482.25 482.25 482.25 +2.38      
Total Volume and Open Interest 43,697 156,966 +1,565
Brazilian Real(CME)
Jan17 161202 286.00 287.75 283.95 286.00 +0.75 1,071 17,643 +71
Feb17 161202 283.50 284.85 282.35 283.50 +0.75 30 32 +30
Mar17 161202 280.90 282.10 280.90 281.50 +0.75 165 1,796 -38
Apr17 161202 279.30 279.30 279.30 279.30 +0.70      
Total Volume and Open Interest 1,266 19,471 -12,843
30-Year T-Bonds(CBOT)
Dec16 161202 150~220 152~080 150~220 151~280 +1~000 90,128 23,416 -27,401
Mar17 161202 149~110 150~290 149~100 150~160 +1~000 466,286 552,109 +24,751
Jun17 161202 149~200 150~000 149~200 149~200 +1~000 2 3 +1
Total Volume and Open Interest 556,416 575,528 -2,649
10-Year T-Notes(CBOT)
Dec16 161202 124~235 125~120 124~235 125~075 +0~160 361,206 98,869 -73,559
Mar17 161202 123~305 124~200 123~305 124~150 +0~155 2,266,308 2,901,074 +65,124
Jun17 161202 124~070 124~070 124~070 124~070 +0~155      
Total Volume and Open Interest 2,627,514 2,999,943 -8,435
5-Year T-Notes(CBOT)
Dec16 161202 118~034 118~162 118~034 118~144 +0~110 301,238 166,232 -101,004
Mar17 161202 117~170 117~314 117~170 117~292 +0~112 1,251,069 2,760,404 +1,518
Jun17 161202 117~242 117~256 117~242 117~242 +0~112 0 1 +0
Total Volume and Open Interest 1,552,307 2,926,637 -99,486
2 Year T-Notes(CBOT)
Dec16 161202 108~196 108~226 108~194 108~224 +0~030 104,615 67,743 -33,356
Mar17 161202 108~104 108~144 108~102 108~140 +0~034 463,644 1,097,345 +40,786
Jun17 161202 108~140 108~140 108~140 108~140 +0~034      
Total Volume and Open Interest 568,259 1,165,088 +7,430
Eurodollars(CME)
Dec16 161202 99.007 99.018 99.007 99.012 unch 327,689 1,320,152 -39,085
Mar17 161202 98.950 98.970 98.950 98.965 +0.010 318,388 1,414,843 -1,094
Jun17 161202 98.815 98.845 98.815 98.840 +0.025 321,490 1,492,994 +12,819
Sep17 161202 98.715 98.755 98.710 98.750 +0.035 454,491 1,165,935 +80,618
Dec17 161202 98.570 98.625 98.570 98.620 +0.045 814,644 1,531,486 -17,721
Mar18 161202 98.470 98.530 98.470 98.520 +0.045 649,063 1,084,407 +231,367
Jun18 161202 98.355 98.415 98.350 98.405 +0.050 394,147 634,136 -17,411
Sep18 161202 98.240 98.310 98.235 98.300 +0.060 256,698 490,877 +1,674
Dec18 161202 98.115 98.185 98.110 98.175 +0.060 343,494 803,014 +18,290
Mar19 161202 98.030 98.110 98.025 98.095 +0.065 197,686 580,649 +7,573
Jun19 161202 97.940 98.020 97.930 98.005 +0.070 166,079 509,711 +12,731
Sep19 161202 97.855 97.935 97.845 97.920 +0.070 158,950 409,948 +8,843
Dec19 161202 97.760 97.840 97.750 97.825 +0.065 173,229 380,294 +16,092
Mar20 161202 97.695 97.780 97.685 97.760 +0.060 118,488 233,939 +2,733
Jun20 161202 97.635 97.715 97.625 97.700 +0.065 84,555 143,064 -5,201
Sep20 161202 97.580 97.660 97.570 97.645 +0.065 82,647 111,006 +356
Dec20 161202 97.515 97.595 97.510 97.580 +0.060 63,605 136,921 +7,613
Mar21 161202 97.465 97.545 97.460 97.530 +0.060 51,989 97,259 +876
Total Volume and Open Interest 5,128,328 12,838,261 +338,012
Ultra T-Bond(CBOT)
Dec16 161202 159~27 161~17 159~23 160~29 +1~02 36,766 32,068 -15,313
Mar17 161202 158~26 160~29 158~26 160~07 +1~02 205,530 620,824 +13,874
Jun17 161202 159~17 159~17 159~17 159~17 +1~02      
Total Volume and Open Interest 242,296 652,892 -1,439
Ultra 10-Yr T-Note(CBOT)
Dec16 161202 134~055 135~000 134~055 134~255 +0~210 32,837 16,703 -11,999
Mar17 161202 133~140 134~130 133~140 134~065 +0~215 143,917 298,165 +11,568
Jun17 161202 134~065 134~065 134~065 134~065 +0~215      
Total Volume and Open Interest 176,754 314,868 -431
30 Day Federal Funds(CBOT)
Dec16 161202 99.470 99.473 99.467 99.470 unch 4,336 88,448 -1,335
Jan17 161202 99.365 99.370 99.360 99.365 unch 27,659 229,181 +5,818
Feb17 161202 99.350 99.355 99.345 99.350 unch 14,442 81,641 -2,366
Mar17 161202 99.320 99.325 99.315 99.325 +0.005 10,684 77,032 +3,119
Apr17 161202 99.305 99.315 99.300 99.310 +0.005 17,709 112,091 +2,745
May17 161202 99.280 99.290 99.275 99.285 +0.005 8,810 49,111 +1,516
Total Volume and Open Interest 121,425 844,260 -168,603
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 161201 99.94 99.94 99.94 99.94 unch 0 7 +0
Mar17 161201 99.94 99.94 99.94 99.94 unch      
Jun17 161201 99.94 99.94 99.94 99.94 unch      
Sep17 161201 99.94 99.94 99.94 99.94 unch      
Dec17 161201 99.94 99.94 99.94 99.94 unch      
Mar18 161201 99.95 99.95 99.95 99.95 unch      
Jun18 161201 99.81 99.81 99.81 99.81 unch      
Sep18 161201 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Dec16 161201 150.48 150.52 150.35 150.40 -0.11 2,215 17,760 +48
Mar17 161201 150.19 150.20 150.08 150.13 -0.10 1,401 716 +281
Jun17 161201 150.13 150.13 150.13 150.13 -0.10      
Total Volume and Open Interest 3,616 18,476 +329
Euro-Buxl(EUREX)
Dec16 161202 172.20 175.64 171.70 174.84 +2.12 54,455 141,751 -13,397
Mar17 161202 170.24 173.62 169.66 172.80 +2.12 18,845 69,350 +6,038
Jun17 161202 169.98 171.14 169.98 171.14 +2.12 20 13 +7
Total Volume and Open Interest 73,320 285,815 +67,349
Euro-Bund(EUREX)
Dec16 161202 159.96 161.13 159.81 161.00 +0.74 933,161 1,304,931 -74,124
Mar17 161202 161.30 162.72 161.19 162.58 +0.85 167,873 434,411 +61,180
Jun17 161202 160.00 160.00 160.00 160.00 +0.74 1 8 +0
Total Volume and Open Interest 1,101,035 2,513,857 +761,563
Euro-Bobl(EUREX)
Dec16 161202 131.14 131.49 131.12 131.37 +0.03 622,369 986,984 -48,858
Mar17 161202 132.49 132.93 132.47 132.84 +0.10 90,473 274,745 +32,296
Jun17 161202 131.62 131.62 131.62 131.62 +0.03      
Total Volume and Open Interest 712,842 1,769,148 +490,857
Euro-Schatz(EUREX)
Dec16 161202 112.27 112.33 112.25 112.28 -0.06 332,529 915,423 -44,188
Mar17 161202 112.14 112.24 112.14 112.19 -0.02 100,804 307,003 +73,962
Jun17 161202 112.28 112.28 112.28 112.28 -0.06      
Total Volume and Open Interest 433,333 1,836,848 +644,196
3-Mth Euribor(EUREX)
Dec16 161202 100.315 100.315 100.310 100.310 unch 0 3,231 +0
Mar17 161202 100.295 100.295 100.295 100.295 +0.005 0 3,777 +399
Jun17 161202 100.275 100.275 100.275 100.275 unch 33 33,603 +0
Total Volume and Open Interest 138 73,776 +423
Long Gilt(LIFFE)
Dec16 161202 123~21 124~17 123~19 124~11 +0~28 27,887 32,194 -14,943
Mar17 161202 122~21 123~29 122~20 123~25 +1~04 261,511 615,710 +17,114
Total Volume and Open Interest 289,398 647,904 +2,171
3-Mth Short Sterling(LIFFE)
Dec16 161202 99.61 99.61 99.61 99.61 +0.00 5,947 463,043 +2,231
Mar17 161202 99.59 99.59 99.58 99.59 +0.01 57,910 369,419 -8,095
Jun17 161202 99.54 99.56 99.54 99.56 +0.02 50,555 355,261 +1,840
Sep17 161202 99.50 99.54 99.49 99.53 +0.03 44,760 303,942 +2,298
Dec17 161202 99.45 99.50 99.44 99.48 +0.03 64,097 286,648 +1,639
Mar18 161202 99.39 99.45 99.39 99.43 +0.03 40,185 176,164 +538
Total Volume and Open Interest 542,283 2,710,917 -17,464
3-Mth Euribor(LIFFE)
Dec16 161202 100.310 100.315 100.305 100.310 unch 56,117 375,715 -9,461
Mar17 161202 100.290 100.300 100.285 100.295 +0.005 68,195 423,478 +4,673
Jun17 161202 100.265 100.280 100.265 100.275 unch 78,465 380,332 -2,982
Total Volume and Open Interest 954,025 3,223,882 -308
3-Mth Aus T-Bills(SFE)
Dec16 161202 98.21 98.22 98.20 98.21 -0.01 12,569 103,404 -7,213
Mar17 161202 98.23 98.23 98.21 98.22 -0.01 18,851 210,611 +2,551
Jun17 161202 98.22 98.23 98.20 98.22 -0.01 25,287 223,382 +6,727
Sep17 161202 98.17 98.18 98.15 98.17 -0.01 17,601 144,814 -1,054
Dec17 161202 98.10 98.11 98.08 98.09 -0.01 13,896 159,018 +721
Mar18 161202 98.02 98.02 97.99 98.00 -0.02 12,672 94,643 +2,264
Jun18 161202 97.93 97.94 97.89 97.91 -0.02 12,508 67,508 +4,443
Sep18 161202 97.84 97.84 97.80 97.81 -0.03 7,123 38,775 +1,822
Dec18 161202 97.75 97.75 97.69 97.70 -0.04 611 9,530 +363
Mar19 161202 97.67 97.67 97.59 97.59 -0.06 104 3,676 +0
Total Volume and Open Interest 121,222 1,058,432 +10,586
10-Year Aus T-Bonds(SFE)
Dec16 161202 97.25 97.27 97.14 97.17 -0.08 127,488 966,238 +13,074
Mar17 161202 97.09 97.11 97.09 97.11 -0.08 150 165 +150
Total Volume and Open Interest 127,638 966,403 +13,224
3-Year Aus T-Bonds(SFE)
Dec16 161202 98.05 98.06 97.98 98.01 -0.04 172,761 970,019 +5,181
Mar17 161202 98.02 98.02 97.95 97.95 -0.06 51 450 +51
Total Volume and Open Interest 172,812 970,469 +5,232
Gold(CMX)
Dec16 161202 1172.3 1177.3 1166.4 1175.1 +8.2 7,158 6,832 -5,719
Feb17 161202 1174.3 1180.3 1168.4 1177.8 +8.4 249,316 273,896 +2,283
Apr17 161202 1176.6 1183.1 1171.6 1180.9 +8.5 5,266 34,758 -607
Jun17 161202 1180.4 1185.6 1174.9 1183.8 +8.5 2,116 39,434 -306
Aug17 161202 1186.5 1186.6 1180.2 1186.6 +8.6 838 10,696 +13
Oct17 161202 1187.8 1190.5 1186.8 1189.2 +8.6 50 2,144 +11
Dec17 161202 1192.0 1193.5 1183.0 1191.9 +8.7 683 20,421 -91
Feb18 161202 1192.5 1194.9 1192.5 1194.9 +8.7 3 207 +0
Apr18 161202 1196.4 1199.8 1196.4 1197.9 +8.7 71 73 +23
Jun18 161202 1198.9 1200.8 1198.9 1200.8 +8.7 337 4,266 -63
Aug18 161202 1203.9 1203.9 1203.9 1203.9 +8.7      
Oct18 161202 1206.6 1206.6 1206.6 1206.6 +8.7      
Total Volume and Open Interest 268,199 401,100 -4,561
Silver(CMX)
Dec16 161202 1661.5 1677.5 1630.5 1675.3 +32.6 1,213 2,753 -303
Mar17 161202 1658.5 1687.0 1637.5 1683.2 +32.6 59,655 129,242 +2,783
May17 161202 1667.0 1693.0 1647.0 1689.7 +32.6 454 10,482 +138
Jul17 161202 1657.0 1696.0 1656.5 1696.0 +32.4 102 6,269 +10
Sep17 161202 1702.3 1702.3 1666.5 1702.3 +32.3 8 1,033 -1
Dec17 161202 1674.0 1714.0 1650.0 1711.5 +32.4 34 5,219 +3
Mar18 161202 1690.5 1719.7 1653.0 1719.7 +32.4 0 2 +0
Total Volume and Open Interest 62,055 159,246 +2,620
Platinum(NYMEX)
Jan17 161202 916.8 935.7 914.2 932.7 +21.4 13,864 56,430 -2,057
Apr17 161202 920.8 938.7 917.5 936.1 +21.4 1,851 11,919 +1,283
Jul17 161202 925.0 940.0 925.0 939.5 +21.0 17 215 +3
Oct17 161202 934.0 947.5 928.5 943.0 +21.0 8 191 +2
Total Volume and Open Interest 15,741 68,782 -769
Palladium(NYMEX)
Dec16 161202 755.40 755.40 738.95 744.80 -6.20 130 232 -78
Mar17 161202 753.65 758.00 737.20 745.50 -6.20 5,081 26,211 +568
Jun17 161202 745.20 749.85 745.00 746.30 -6.20 1 183 +1
Total Volume and Open Interest 5,241 26,654 +501
Copper(CMX)
Dec16 161202 261.75 262.45 258.70 261.50 -1.65 2,019 5,995 -749
Mar17 161202 263.20 263.85 259.65 262.50 -1.80 131,690 160,914 +3,079
May17 161202 264.00 264.15 260.35 263.10 -1.80 2,009 27,597 +548
Jul17 161202 263.00 264.70 260.85 263.35 -1.90 2,212 17,186 +674
Sep17 161202 263.05 263.40 263.00 263.40 -1.95 1,419 5,754 +183
Total Volume and Open Interest 142,175 234,786 +4,366
E-mini DJIA Index(CBOT)
Dec16 161202 19189 19193 19133 19158 -39 162,273 138,727 -1,003
Mar17 161202 19121 19124 19071 19095 -41 714 5,962 +75
Jun17 161202 19028 19050 19021 19028 -40 10 27 -9
Sep17 161202 18943 18943 18943 18943 -40      
Total Volume and Open Interest 162,997 144,716 -937
S & P 500(CME)
Dec16 161202 2190.80 2192.10 2184.80 2192.10 unch 6,774 87,613 -1,166
Mar17 161202 2187.20 2191.90 2183.80 2186.80 -0.10 311 1,879 +160
Jun17 161202 2181.40 2186.50 2178.40 2181.40 -0.10 150 1,285 +150
Sep17 161202 2176.10 2181.20 2173.10 2176.10 -0.10      
Total Volume and Open Interest 7,235 90,777 -856
S & P 500 E-Mini(Globex)
Dec16 161202 2190.50 2197.25 2184.25 2192.00 unch 1,960,189 2,970,185 -30,343
Mar17 161202 2185.50 2191.75 2179.25 2186.75 -0.25 15,818 82,368 +4,682
Jun17 161202 2178.25 2184.75 2174.00 2181.50 unch 616 3,457 +460
Sep17 161202 2176.00 2177.00 2176.00 2176.00 -0.25 6 35 -4
Total Volume and Open Interest 1,976,629 3,056,066 -25,205
NASDAQ 100 E-Mini(Globex)
Dec16 161202 4735.50 4759.00 4707.30 4738.50 +2.00 231,494 248,595 -4,819
Mar17 161202 4730.00 4758.00 4706.30 4738.00 +2.00 786 1,787 -24
Jun17 161202 4711.00 4752.30 4711.00 4732.00 +2.00 8 24 -5
Total Volume and Open Interest 232,288 250,436 -4,848
S&P Midcap 400(CME) e-Mini
Dec16 161202 1623.90 1630.30 1618.50 1623.80 +1.60 18,890 88,078 -397
Mar17 161202 1616.60 1621.30 1616.60 1621.30 +1.60 0 5 +0
Jun17 161202 1611.60 1611.60 1611.60 1611.60 +1.60      
Total Volume and Open Interest 18,890 88,083 -397
Volatility Index(CBOE)
Dec16 161202 15.03 15.36 14.50 15.08 +0.05 80,149 202,399 +0
Jan17 161202 16.67 16.90 16.25 16.77 +0.09 45,401 97,933 +0
Feb17 161202 17.55 17.75 17.26 17.68 +0.10 17,573 33,688 +0
Mar17 161202 18.15 18.38 17.95 18.33 +0.15 4,505 28,744 +0
Total Volume and Open Interest 156,019 406,447 +0
Russell 2000(ICE)
Dec16 161202 1313.40 1319.80 1310.00 1313.40 -2.50 100,883 354,080 -412
Mar17 161202 1308.10 1316.50 1308.10 1310.60 -2.30 219 738 +29
Jun17 161202 1307.60 1307.60 1307.60 1307.60 -2.30 0 174 +0
Total Volume and Open Interest 101,102 355,131 -383
Nikkei 225(CME)
Dec16 161202 18465 18480 18255 18375 -75 13,703 36,353 +937
Mar17 161202 18490 18490 18300 18405 -75 303 685 +87
Total Volume and Open Interest 14,006 37,038 +1,024
Nikkei 225(SGX)
Dec16 161202 18340 18355 18245 18320 -100 64,471 207,137 +1,334
Mar17 161202 18295 18295 18195 18270 -110 390 11,812 -317
Jun17 161202 18160 18160 18160 18160 -95 0 1 +0
Total Volume and Open Interest 64,883 225,267 +1,019
Nikkei 225(CME) Yen
Dec16 161202 18460 18475 18250 18365 -75 68,623 72,694 +573
Mar17 161202 18385 18415 18205 18320 -75 2,520 1,998 +765
Jun17 161202 18190 18190 18190 18190 -75      
Total Volume and Open Interest 71,143 74,692 +1,338
Nikkei 225(CME) e-Mini Yen
Dec16 161202 18360 18370 18360 18370 -70 3 308 +3
Mar17 161202 18320 18320 18320 18320 -80      
Jun17 161202 18190 18190 18190 18190 -80      
Total Volume and Open Interest 3 308 +3
CAC 40(EURONEXT)
Dec16 161202 4534.0 4544.0 4486.5 4526.5 -32.0 101,777 292,895 +3,886
Jan17 161202 4523.0 4533.0 4479.5 4517.5 -32.0 80 6,242 -1
Feb17 161202 4515.0 4515.0 4515.0 4515.0 -31.5 1 5 +1
Mar17 161202 4508.5 4514.0 4484.5 4514.0 -31.5 42 141 +31
Total Volume and Open Interest 101,900 299,287 +3,917
Hang Seng Index(HKFE)
Dec16 161202 22891 22908 22532 22575 -318 90,672 131,309 +606
Jan17 161202 22888 22893 22572 22592 -321 1,808 1,605 +1,605
Total Volume and Open Interest 92,687 136,527 -12,455
DAX(EUREX)
Dec16 161202 10471.0 10545.0 10400.0 10527.0 +16.0 90,505 177,130 +48,082
Mar17 161202 10469.0 10541.0 10398.0 10524.5 +16.0 101 7,713 +665
Jun17 161202 10494.5 10548.5 10445.0 10548.5 +16.5 21 221 +21
Total Volume and Open Interest 90,627 185,064 +48,768
Mini-DAX(EUREX)
Dec16 161202 10479.0 10546.0 10399.0 10527.0 +42.0 21,859 10,941 +162
Mar17 161202 10475.0 10538.0 10400.0 10524.5 +44.5 82 2,494 +22
Jun17 161202 10486.0 10563.0 10440.0 10548.5 +41.5 3 57 -3
Total Volume and Open Interest 21,944 17,008 +3,697
FT-SE 100(EURONEXT)
Dec16 161202 6717.50 6744.50 6676.00 6739.50 -8.50 153,467 741,624 +2,347
Mar17 161202 6653.50 6678.00 6616.50 6676.00 -9.00 1,099 12,998 +503
Jun17 161202 6606.00 6606.00 6606.00 6606.00 -9.00 0 15 +0
Total Volume and Open Interest 154,566 754,637 +2,850
SPI 200(SFE)
Dec16 161202 5505.0 5513.0 5438.0 5444.0 -58.0 45,217 279,414 -2,563
Mar17 161202 5439.0 5445.0 5393.0 5393.0 -59.0 24 2,143 +3
Jun17 161202 5377.0 5377.0 5377.0 5377.0 -59.0 0 1,397 +0
Total Volume and Open Interest 45,349 284,278 -2,452
FTSE MIB(ISE)
Dec16 161202 16995.00 17135.00 16890.00 17096.00 +32.00 50,553 39,529 -1,204
Mar17 161202 16890.00 17065.00 16835.00 17036.00 +32.00 77 1,534 +36
Jun17 161202 16686.00 16686.00 16686.00 16686.00 +32.00      
Total Volume and Open Interest 50,630 41,063 -1,168
KOSPI 200(KFE)
Dec16 161202 252.35 252.65 252.35 252.65 -1.55 138,063 129,151 +1,469
Mar17 161202 251.40 251.45 249.40 249.80 -1.60 1,683 23,972 +585
Jun17 161202 250.20 250.20 250.20 250.20 -2.35 11 2,578 +5
Total Volume and Open Interest 139,757 160,694 +2,048
GSCI(CME)
Dec16 161202 382.55 386.75 381.30 386.50 +1.20 638 14,713 +134
Jan17 161202 389.40 389.40 385.25 389.40 +1.20 100 225 +100
Feb17 161202 391.65 391.65 391.65 391.65 +1.20      
Total Volume and Open Interest 738 14,938 +234
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!