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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 December 07, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161207 1047.00 1053.00 1039.75 1049.00 +1.25 125,624 293,750 -3,340
Mar17 161207 1057.00 1063.00 1049.75 1059.50 +1.75 55,414 189,757 +9,047
May17 161207 1064.00 1070.00 1057.25 1066.75 +2.00 17,841 77,061 -745
Jul17 161207 1069.00 1075.00 1062.25 1072.00 +2.25 15,860 87,325 +1,462
Aug17 161207 1067.50 1070.50 1060.50 1068.50 +3.00 426 4,822 +232
Sep17 161207 1046.00 1050.50 1041.25 1049.00 +4.00 382 2,109 +30
Nov17 161207 1026.00 1034.00 1023.25 1032.00 +4.50 9,957 64,997 +2,095
Jan18 161207 1025.50 1033.25 1024.25 1032.00 +4.50 211 2,651 +64
Mar18 161207 1021.00 1026.00 1019.25 1024.75 +5.25 62 1,866 +39
May18 161207 1022.00 1024.00 1017.25 1022.00 +5.50 12 425 +0
Jul18 161207 1024.00 1024.00 1022.25 1022.25 +5.50 6 657 +0
Aug18 161207 1016.00 1016.00 1016.00 1016.00 +5.00 6 17 +0
Sep18 161207 1004.00 1004.00 1004.00 1004.00 +5.00 6 17 +0
Nov18 161207 979.00 982.75 974.25 981.50 +3.50 100 915 +32
Total Volume and Open Interest 225,907 726,396 +8,916
Soybean Meal(CBOT)
Dec16 161207 320.30 320.80 315.30 319.20 -1.00 1,203 4,135 -276
Jan17 161207 321.60 323.10 317.00 320.50 -1.40 55,237 119,067 -2,389
Mar17 161207 324.80 326.30 320.80 324.50 -0.60 26,319 100,353 +1,001
May17 161207 326.70 327.70 322.70 326.60 -0.10 11,278 48,383 +1,304
Jul17 161207 328.60 329.40 324.90 328.60 +0.20 6,967 42,703 -148
Aug17 161207 326.50 327.40 323.90 327.40 +0.30 766 6,090 +68
Sep17 161207 324.20 324.90 321.50 324.80 +0.60 786 5,809 +41
Oct17 161207 320.00 320.60 317.20 320.40 +0.40 504 5,044 -60
Dec17 161207 320.00 321.00 317.40 320.60 +0.90 1,543 21,085 +19
Jan18 161207 316.20 319.00 316.20 319.00 +0.80 43 910 -19
Total Volume and Open Interest 104,650 355,869 -459
Soybean Oil(CBOT)
Dec16 161207 37.57 38.11 37.48 37.72 +0.10 1,316 1,592 -693
Jan17 161207 37.84 38.35 37.54 37.93 +0.11 49,000 166,144 -2,519
Mar17 161207 38.09 38.62 37.81 38.21 +0.11 22,024 130,617 +2,036
May17 161207 38.20 38.73 37.94 38.33 +0.13 8,897 56,061 +651
Jul17 161207 38.28 38.76 38.06 38.41 +0.14 5,230 48,997 +372
Aug17 161207 37.98 38.55 37.88 38.20 +0.17 647 5,100 -35
Sep17 161207 37.70 38.29 37.61 37.95 +0.17 605 4,734 -32
Oct17 161207 37.23 37.91 37.23 37.57 +0.13 173 4,194 +9
Dec17 161207 37.29 37.85 37.13 37.54 +0.13 701 11,289 +38
Jan18 161207 37.35 37.72 37.32 37.49 +0.11 10 552 +0
Total Volume and Open Interest 88,616 430,262 -174
Canola(WCE)
Jan17 161207 528.0 530.3 527.1 529.3 +0.6 21,421 117,034 -12,028
Mar17 161207 533.9 536.7 533.7 535.2 +0.5 8,914 51,129 +4,586
May17 161207 539.7 541.6 538.9 540.2 +0.1 1,078 25,234 +17
Jul17 161207 540.8 543.4 539.5 541.9 +0.7 771 15,004 -243
Nov17 161207 507.1 510.0 505.7 506.2 -2.2 411 13,001 +208
Total Volume and Open Interest 32,690 223,123 -7,429
Corn(CBOT)
Dec16 161207 350.25 351.00 347.25 350.50 -0.50 4,153 7,837 -976
Mar17 161207 359.25 360.50 356.00 358.00 -2.50 212,072 711,325 -12,914
May17 161207 366.00 367.25 363.00 364.75 -2.50 43,617 155,574 -370
Jul17 161207 373.25 374.25 370.00 371.75 -2.50 28,648 158,401 -4,442
Sep17 161207 380.00 381.00 377.25 378.75 -2.25 6,894 57,530 +79
Dec17 161207 388.25 389.50 385.25 387.00 -2.50 12,626 108,038 -1,124
Mar18 161207 396.50 397.75 394.00 395.50 -2.25 574 9,177 +18
May18 161207 402.00 402.00 400.00 401.00 -2.25 134 1,552 +20
Jul18 161207 404.50 405.50 404.50 405.50 -2.25 61 1,880 +28
Sep18 161207 401.00 402.50 401.00 401.00 -2.50 31 845 +23
Total Volume and Open Interest 309,228 1,219,481 -19,489
Wheat(CBOT)
Dec16 161207 389.00 389.00 385.00 386.25 -3.25 379 434 -446
Mar17 161207 406.50 407.50 399.50 401.00 -5.75 61,792 274,123 -5,197
May17 161207 419.00 419.25 411.75 412.50 -6.75 10,977 62,772 +1,846
Jul17 161207 432.25 432.25 424.75 424.75 -7.50 13,784 64,634 -522
Sep17 161207 446.75 446.75 438.50 438.75 -7.75 1,452 11,476 +155
Dec17 161207 464.75 464.75 455.25 455.75 -9.00 2,176 22,524 +481
Total Volume and Open Interest 90,778 441,175 -3,609
Wheat(KCBT)
Dec16 161207 386.00 386.75 382.00 382.00 -5.00 99 111 -107
Mar17 161207 405.00 407.00 399.50 400.00 -5.00 19,757 139,347 +366
May17 161207 417.00 418.50 411.50 411.75 -5.00 5,715 37,897 -332
Jul17 161207 429.25 430.50 423.50 423.75 -5.25 8,479 57,877 +1,810
Sep17 161207 445.25 445.25 438.75 439.00 -5.00 427 6,150 +42
Dec17 161207 466.00 466.00 460.00 460.25 -4.75 883 8,281 +149
Mar18 161207 477.00 477.25 475.25 475.50 -3.75 291 2,496 +96
Total Volume and Open Interest 35,694 253,199 +2,040
Wheat(MGE)
Dec16 161207 541.00 541.00 533.75 534.00 -4.75 458 489 -439
Mar17 161207 533.00 537.25 528.00 529.00 -5.00 4,967 33,611 -1,057
May17 161207 536.00 540.50 532.00 532.25 -5.25 1,383 11,595 -102
Jul17 161207 541.00 541.25 535.75 535.75 -5.50 472 6,016 -13
Sep17 161207 548.00 548.00 541.75 541.75 -6.25 163 3,838 -22
Dec17 161207 559.75 559.75 551.00 551.00 -6.00 297 2,852 +41
Total Volume and Open Interest 8,017 58,580 -1,502
Oats(CBOT)
Dec16 161207 213.50 213.50 209.00 213.50 +4.00 97 88 -4
Mar17 161207 218.50 226.25 218.25 222.75 +4.25 451 6,168 +3
May17 161207 223.00 230.75 223.00 226.50 +3.50 35 781 +22
Jul17 161207 233.75 233.75 230.00 230.00 +2.50 1 81 +0
Total Volume and Open Interest 594 7,206 +21
Rough Rice(CBOT)
Jan17 161207 9.90 9.99 9.89 9.93 -0.03 882 10,356 -135
Mar17 161207 10.14 10.26 10.14 10.19 -0.03 479 2,250 +184
May17 161207 10.45 10.45 10.42 10.45 -0.03 9 25 +1
Jul17 161207 10.61 10.61 10.52 10.61 -0.03 0 9 +0
Total Volume and Open Interest 1,370 12,648 +50
Live Cattle(CME)
Dec16 161207 109.635 110.300 108.385 109.385 -0.465 5,449 16,945 -3,392
Feb17 161207 110.885 111.680 109.680 110.785 -0.265 19,595 113,587 +2,151
Apr17 161207 110.800 111.400 109.500 110.800 -0.235 7,643 69,626 +419
Jun17 161207 101.750 102.300 100.800 102.150 +0.150 4,874 51,357 +524
Aug17 161207 98.430 99.000 97.635 98.950 +0.250 1,569 17,205 -3
Oct17 161207 98.885 99.450 98.150 99.430 +0.230 746 9,342 +261
Total Volume and Open Interest 40,216 282,248 +118
Feeder Cattle(CME)
Jan17 161207 126.700 127.550 125.400 126.980 +0.130 3,259 20,942 -153
Mar17 161207 123.635 124.400 122.150 123.800 +0.015 2,347 13,562 +286
Apr17 161207 123.180 123.930 121.980 123.550 +0.100 856 4,912 +165
May17 161207 122.385 122.950 121.135 122.830 +0.150 420 4,205 +59
Aug17 161207 122.900 123.535 121.635 123.480 +0.230 209 2,062 +44
Sep17 161207 121.680 121.680 119.950 121.535 unch 45 200 +32
Oct17 161207 120.300 120.300 119.500 120.300 +0.300 18 48 +11
Total Volume and Open Interest 7,154 45,937 +444
Lean Hogs(CME)
Dec16 161207 54.050 55.330 54.000 54.700 +1.320 7,308 25,805 -3,389
Feb17 161207 57.850 59.900 57.800 59.750 +2.265 11,694 99,170 -156
Apr17 161207 63.985 65.900 63.950 65.785 +2.155 4,662 42,705 -122
May17 161207 70.650 72.180 70.650 71.950 +1.550 41 940 +3
Jun17 161207 74.830 76.285 74.830 76.200 +1.470 3,585 21,651 +830
Jul17 161207 74.980 76.150 74.980 76.100 +1.020 1,290 8,627 -594
Aug17 161207 74.980 76.350 74.980 76.285 +1.305 1,161 8,428 +699
Oct17 161207 63.550 64.850 63.550 64.800 +1.100 43 2,181 +8
Total Volume and Open Interest 29,796 210,765 -2,714
Class III Milk(CME)
Dec16 161207 16.96 17.05 16.93 16.93 -0.05 254 6,229 +7
Jan17 161207 16.55 16.70 16.45 16.51 -0.07 486 4,501 +153
Feb17 161207 16.66 16.78 16.60 16.68 -0.03 337 3,643 +162
Mar17 161207 16.69 16.79 16.61 16.72 +0.03 165 3,124 +103
Apr17 161207 16.74 16.77 16.65 16.72 +0.06 66 2,554 +25
May17 161207 16.78 16.81 16.75 16.79 +0.07 51 2,509 +30
Jun17 161207 16.93 17.05 16.93 17.02 +0.07 54 2,184 +10
Jul17 161207 17.34 17.38 17.29 17.38 +0.05 36 1,154 +5
Aug17 161207 17.42 17.50 17.42 17.50 +0.06 34 1,149 +9
Sep17 161207 17.50 17.55 17.48 17.55 +0.07 25 1,118 +7
Oct17 161207 17.32 17.36 17.32 17.34 +0.03 26 897 +23
Nov17 161207 17.15 17.18 17.15 17.15 +0.06 19 902 +12
Dec17 161207 17.03 17.04 17.00 17.04 +0.04 37 859 -2
Total Volume and Open Interest 1,597 31,533 +551
Cocoa(ICE)
Dec16 161207 2283 2283 2283 2283 -64 0 32 -44
Mar17 161207 2342 2343 2295 2324 -34 16,954 139,772 -1,335
May17 161207 2335 2335 2291 2319 -32 3,679 50,517 +529
Jul17 161207 2322 2327 2286 2313 -33 1,164 31,404 +350
Sep17 161207 2343 2343 2299 2321 -33 434 13,033 -78
Dec17 161207 2357 2357 2305 2334 -31 709 6,524 +217
Mar18 161207 2345 2355 2315 2346 -32 128 9,139 +56
Total Volume and Open Interest 23,101 253,340 -297
Coffee "C"(ICE)
Dec16 161207 139.40 139.40 137.90 137.90 -0.05 8 120 -6
Mar17 161207 142.60 144.55 140.75 141.70 -0.30 18,917 100,066 -174
May17 161207 145.20 146.90 143.15 144.05 -0.25 4,769 42,068 -162
Jul17 161207 147.25 149.05 145.30 146.20 -0.25 2,260 17,613 +155
Sep17 161207 149.10 151.05 147.35 148.25 -0.20 1,038 8,382 +119
Dec17 161207 152.20 153.95 150.45 151.20 -0.20 359 10,622 +75
Total Volume and Open Interest 27,399 184,400 +23
Orange Juice(ICE)
Jan17 161207 217.55 218.70 212.60 214.15 -2.85 665 13,273 -266
Mar17 161207 214.30 216.00 210.00 211.15 -3.25 223 2,559 +172
May17 161207 212.00 212.10 208.75 209.75 -2.35 20 512 +2
Jul17 161207 209.25 209.25 207.10 208.70 -1.40 1 133 +1
Sep17 161207 201.60 201.60 201.60 201.60 -1.40      
Nov17 161207 198.70 198.70 198.70 198.70 -1.40 0 2 +0
Total Volume and Open Interest 909 16,480 -91
Sugar #11(ICE)
Mar17 161207 19.53 19.76 19.22 19.63 +0.12 33,318 387,032 -2,818
May17 161207 19.03 19.25 18.76 19.12 +0.14 10,426 168,292 +414
Jul17 161207 18.45 18.68 18.30 18.55 +0.10 8,594 125,727 +1,556
Oct17 161207 18.13 18.41 18.06 18.30 +0.13 4,806 69,268 -201
Mar18 161207 17.97 18.36 17.97 18.27 +0.20 1,117 39,226 +104
May18 161207 17.40 17.75 17.40 17.72 +0.22 135 13,714 +18
Jul18 161207 16.88 17.27 16.87 17.23 +0.25 77 9,859 +5
Oct18 161207 16.78 17.19 16.77 17.19 +0.29 32 8,553 +32
Total Volume and Open Interest 58,574 827,263 -876
London Cocoa(LCE)
Dec16 161207 1822 1825 1782 1808 -22 4,718 20,673 -3,032
Mar17 161207 1873 1874 1837 1861 -12 16,159 103,448 +2,366
May17 161207 1886 1886 1848 1871 -11 8,200 64,455 +1,241
Jul17 161207 1903 1903 1864 1886 -13 5,952 25,539 +1,414
Sep17 161207 1912 1912 1879 1900 -12 3,960 27,625 +686
Dec17 161207 1920 1920 1886 1907 -13 2,062 18,110 +993
Mar18 161207 1929 1929 1895 1917 -13 2,286 11,306 +1,862
Total Volume and Open Interest 43,961 272,568 +6,072
London Sugar(LCE)
Mar17 161207 521.20 523.80 513.20 519.70 -0.20 2,663 34,773 +262
May17 161207 513.90 517.20 508.00 514.40 +1.40 788 20,333 -68
Aug17 161207 502.00 507.90 499.20 505.40 +3.40 453 8,874 +28
Oct17 161207 487.50 495.20 487.00 492.70 +7.00 367 10,645 -89
Dec17 161207 483.30 485.70 479.10 484.00 +7.40 64 2,253 +4
Total Volume and Open Interest 4,427 79,076 +183
Cotton(ICE)
Dec16 161207 72.11 72.11 72.11 72.11 -0.28 54 439 -56
Mar17 161207 71.32 71.50 70.45 71.05 -0.28 11,052 177,896 -1,561
May17 161207 71.73 71.89 70.92 71.42 -0.34 2,932 39,119 -172
Jul17 161207 71.67 71.89 71.01 71.35 -0.45 532 14,322 +170
Oct17 161207 70.90 70.90 70.90 70.90 -0.23 0 34 +0
Dec17 161207 69.90 70.03 69.30 69.75 -0.21 488 18,006 +53
Total Volume and Open Interest 15,058 250,974 -1,566
Lumber(CME)
Jan17 161207 332.1 333.0 326.3 328.7 -2.7 302 2,308 -71
Mar17 161207 342.8 344.1 337.6 340.3 -2.7 108 1,242 +29
May17 161207 346.8 346.8 346.5 346.5 -2.6 19 193 +2
Jul17 161207 349.3 349.3 349.3 349.3 -2.6 0 44 +0
Total Volume and Open Interest 429 3,818 -40
Crude Oil(NYM)
Jan17 161207 50.93 51.20 49.72 49.77 -1.16 600,782 553,163 -21,731
Feb17 161207 51.98 52.28 50.89 50.94 -1.03 194,120 235,675 +15,234
Mar17 161207 52.96 53.24 51.92 51.97 -0.94 112,218 256,524 +1,251
Apr17 161207 53.70 53.94 52.67 52.72 -0.91 78,684 114,112 +1,810
May17 161207 54.25 54.49 53.20 53.25 -0.89 45,086 98,427 +8,291
Jun17 161207 54.50 54.83 53.51 53.59 -0.88 77,290 205,679 +6,593
Jul17 161207 54.21 54.86 53.74 53.80 -0.86 11,731 40,800 -424
Aug17 161207 54.44 54.93 53.93 53.93 -0.84 9,360 37,959 +1,218
Sep17 161207 54.93 55.13 53.96 54.02 -0.81 15,805 58,369 +1,297
Oct17 161207 54.77 54.77 53.99 54.09 -0.78 4,425 32,394 +594
Nov17 161207 55.03 55.03 54.15 54.15 -0.76 6,310 32,090 +1,530
Dec17 161207 54.95 55.32 54.10 54.21 -0.74 59,820 183,691 +2,483
Jan18 161207 54.21 54.21 54.21 54.21 -0.72 3,107 29,738 +478
Feb18 161207 54.20 54.20 54.20 54.20 -0.70 1,821 9,628 +444
Mar18 161207 54.18 54.18 54.18 54.18 -0.69 2,816 24,898 +214
Apr18 161207 54.15 54.15 54.15 54.15 -0.68 211 5,121 +23
Total Volume and Open Interest 1,248,594 2,102,489 +21,625
e-miNY Crude Oil(NYM)
Jan17 161207 50.925 51.200 49.725 49.775 -1.150 10,937 2,589 -430
Feb17 161207 52.050 52.275 50.925 50.950 -1.025 331 1,006 +4
Mar17 161207 52.975 53.200 51.950 51.975 -0.925 132 399 -1
Apr17 161207 53.100 53.775 52.725 52.725 -0.900 15 288 +5
May17 161207 53.600 53.800 53.250 53.250 -0.900 14 21 -3
Jun17 161207 53.600 53.600 53.600 53.600 -0.875 42 75 -25
Jul17 161207 53.800 53.800 53.800 53.800 -0.850 36 172 +28
Aug17 161207 54.300 54.350 53.925 53.925 -0.850 8 170 +8
Sep17 161207 54.025 54.025 54.025 54.025 -0.800 19 54 +0
Oct17 161207 54.100 54.100 54.100 54.100 -0.775 14 25 -2
Total Volume and Open Interest 11,574 5,004 -393
NY Harbor ULSD(NYM)
Jan17 161207 163.81 164.27 161.38 161.84 -1.95 70,649 110,906 +3,481
Feb17 161207 165.40 165.83 163.03 163.51 -1.90 43,910 56,944 -593
Mar17 161207 166.78 167.01 164.10 164.55 -2.03 32,312 58,934 +1,876
Apr17 161207 167.13 167.36 164.37 164.73 -2.16 19,745 36,572 +291
May17 161207 167.86 167.91 165.07 165.34 -2.17 9,287 22,872 +119
Jun17 161207 168.51 168.51 165.43 165.93 -2.19 15,362 43,051 -43
Jul17 161207 169.51 169.51 166.87 166.87 -2.18 2,531 6,540 +9
Aug17 161207 170.41 170.41 167.80 167.86 -2.16 2,069 4,767 +47
Sep17 161207 171.51 171.51 168.62 168.90 -2.17 1,033 7,309 -99
Oct17 161207 172.51 172.51 169.83 169.83 -2.19 744 3,891 +6
Nov17 161207 173.31 173.31 170.64 170.64 -2.25 589 3,526 +67
Dec17 161207 173.80 173.80 170.99 171.42 -2.30 4,839 34,651 -658
Jan18 161207 175.41 175.41 172.30 172.30 -2.34 85 2,767 -12
Feb18 161207 173.50 173.50 172.67 172.67 -2.32 5 1,800 -1
Total Volume and Open Interest 203,184 405,690 +4,498
RBOB Gasoline(NYM)
Jan17 161207 154.28 155.00 150.30 150.82 -2.77 47,255 138,176 -6,108
Feb17 161207 155.34 156.21 151.76 152.28 -2.66 27,863 59,655 +3,112
Mar17 161207 157.99 158.43 154.10 154.57 -2.64 16,510 44,526 -153
Apr17 161207 177.10 178.10 173.94 174.37 -2.61 10,827 37,786 +995
May17 161207 178.67 178.89 175.25 175.75 -2.56 6,148 21,420 +651
Jun17 161207 177.64 179.17 175.06 175.63 -2.44 6,045 28,546 +77
Jul17 161207 176.58 176.58 174.19 174.56 -2.27 1,671 7,353 +198
Aug17 161207 174.65 174.65 172.42 172.79 -2.14 1,266 3,941 -149
Sep17 161207 171.51 171.77 170.12 170.34 -2.03 1,837 9,932 +310
Oct17 161207 159.85 159.85 157.92 157.92 -2.16 678 5,329 +114
Total Volume and Open Interest 124,986 385,488 +379
e-miNY RBOB Gasoline(NYM)
Jan17 161207 150.80 150.82 150.80 150.80 -2.79 0 1 +0
Feb17 161207 152.30 152.30 152.28 152.30 -2.64      
Mar17 161207 154.60 154.60 154.57 154.60 -2.61      
Apr17 161207 174.40 174.40 174.37 174.40 -2.58      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan17 161207 3.633 3.748 3.556 3.603 -0.032 192,188 258,810 -2,250
Feb17 161207 3.627 3.734 3.540 3.589 -0.037 56,205 86,685 +258
Mar17 161207 3.582 3.676 3.504 3.550 -0.030 67,827 193,783 +4,350
Apr17 161207 3.416 3.472 3.337 3.379 -0.025 53,470 102,637 +4,249
May17 161207 3.372 3.416 3.297 3.339 -0.021 27,809 82,864 +2,487
Jun17 161207 3.398 3.430 3.313 3.357 -0.020 11,988 42,267 -325
Jul17 161207 3.434 3.451 3.339 3.383 -0.018 9,183 39,413 +1,834
Aug17 161207 3.434 3.441 3.332 3.374 -0.018 5,666 27,416 +1,085
Sep17 161207 3.413 3.419 3.310 3.354 -0.018 7,284 30,485 +1,436
Oct17 161207 3.420 3.438 3.330 3.372 -0.018 25,703 79,225 +737
Nov17 161207 3.443 3.474 3.367 3.407 -0.019 7,854 26,848 +920
Dec17 161207 3.582 3.593 3.488 3.532 -0.021 6,803 31,212 +1,148
Jan18 161207 3.679 3.683 3.575 3.619 -0.019 9,826 30,354 -228
Feb18 161207 3.617 3.626 3.551 3.566 -0.020 1,744 10,377 +602
Mar18 161207 3.487 3.512 3.426 3.457 -0.015 4,076 29,163 +373
Apr18 161207 2.910 2.931 2.897 2.918 +0.013 3,554 33,875 +340
Total Volume and Open Interest 495,938 1,184,713 +18,178
Brent Crude Oil(ICE)
Feb17 161207 53.94 54.23 52.92 53.00 -0.93 288,551 521,233 -16,663
Mar17 161207 54.67 54.96 53.71 53.78 -0.87 138,967 401,406 +5,355
Apr17 161207 55.16 55.53 54.31 54.37 -0.83 64,974 149,381 +1,789
May17 161207 55.56 55.95 54.78 54.83 -0.81 40,524 122,895 +3,557
Jun17 161207 55.89 56.34 55.13 55.18 -0.81 85,122 221,572 -3,509
Jul17 161207 56.12 56.59 55.38 55.43 -0.81 10,655 62,163 -744
Aug17 161207 56.23 56.74 55.55 55.60 -0.80 7,241 43,646 +831
Sep17 161207 56.32 56.82 55.66 55.71 -0.78 12,436 65,017 -210
Oct17 161207 56.25 56.86 55.72 55.79 -0.75 2,687 31,899 -198
Nov17 161207 55.85 55.85 55.85 55.85 -0.73 1,379 24,400 +24
Dec17 161207 56.47 56.94 55.85 55.91 -0.72 56,608 222,346 +2,555
Jan18 161207 55.98 55.98 55.98 55.98 -0.71 3,498 27,165 -380
Feb18 161207 56.06 56.06 56.06 56.06 -0.70 2,476 17,178 -325
Mar18 161207 56.13 56.13 56.13 56.13 -0.69 1,575 22,971 +116
Total Volume and Open Interest 749,302 2,247,831 -3,840
Gas Oil(ICE)
Dec16 161207 470.50 470.50 462.50 468.50 -2.25 42,219 61,782 -17,190
Jan17 161207 475.00 475.00 467.50 473.25 -2.00 84,937 164,156 +2,007
Feb17 161207 479.25 480.00 472.25 478.25 -1.50 57,940 97,646 +2,446
Mar17 161207 482.75 483.75 476.25 482.00 -1.25 37,025 70,816 +2,221
Apr17 161207 485.75 486.50 479.25 484.75 -1.25 21,439 39,548 +4,241
May17 161207 487.25 488.75 481.75 487.25 -1.25 9,242 32,197 +275
Jun17 161207 489.00 491.50 483.50 489.25 -1.25 30,997 77,905 -2,699
Jul17 161207 490.00 494.00 486.75 492.00 -1.50 5,353 22,277 -877
Aug17 161207 492.50 496.50 489.75 494.75 -1.50 2,570 17,463 +73
Sep17 161207 497.00 499.50 492.25 497.50 -1.25 5,065 29,407 +648
Total Volume and Open Interest 318,930 820,963 -7,636
Ethanol(CBOT)
Jan17 161207 1.600 1.652 1.577 1.647 +0.042 212 3,971 -68
Feb17 161207 1.547 1.595 1.530 1.593 +0.034 103 767 +53
Mar17 161207 1.547 1.592 1.542 1.592 +0.029 15 459 +14
Apr17 161207 1.599 1.599 1.566 1.599 +0.024 1 358 +0
May17 161207 1.601 1.601 1.601 1.601 +0.024 0 6 +0
Jun17 161207 1.596 1.596 1.596 1.596 +0.024      
Jul17 161207 1.596 1.596 1.596 1.596 +0.024      
Aug17 161207 1.602 1.602 1.602 1.602 +0.024      
Total Volume and Open Interest 331 5,577 -10
WTI Crude Oil(ICE)
Jan17 161207 50.84 51.20 49.72 49.77 -1.16 38,716 88,491 -1,505
Feb17 161207 51.82 52.27 50.89 50.94 -1.03 73,029 98,210 +1,629
Mar17 161207 52.76 53.20 51.93 51.97 -0.94 40,611 61,391 +2,149
Apr17 161207 53.32 53.93 52.67 52.72 -0.91 18,325 23,224 +853
May17 161207 53.82 54.47 53.19 53.25 -0.89 6,683 17,884 +473
Jun17 161207 54.15 54.63 53.55 53.59 -0.88 17,721 67,787 -1,838
Jul17 161207 54.55 54.90 53.75 53.80 -0.86 2,647 8,511 +496
Aug17 161207 54.09 54.09 53.93 53.93 -0.84 803 6,823 +82
Sep17 161207 54.45 54.46 54.02 54.02 -0.81 782 16,258 +81
Oct17 161207 54.09 54.09 54.09 54.09 -0.78 171 4,673 -12
Nov17 161207 54.15 54.15 54.15 54.15 -0.76 249 2,883 +76
Dec17 161207 54.50 55.10 54.19 54.21 -0.74 9,918 77,846 -238
Jan18 161207 54.21 54.21 54.21 54.21 -0.72 155 1,619 +83
Feb18 161207 54.20 54.20 54.20 54.20 -0.70 39 940 +0
Mar18 161207 54.18 54.18 54.18 54.18 -0.69 82 3,290 -19
Apr18 161207 54.15 54.15 54.15 54.15 -0.68 0 935 +0
Total Volume and Open Interest 214,721 556,196 +3,470
US Dollar Index(ICE)
Dec16 161207 100.570 100.630 100.180 100.268 -0.262 80,454 76,503 -4,438
Mar17 161207 100.440 100.495 100.060 100.140 -0.255 22,240 17,569 +3,918
Jun17 161207 100.375 100.375 100.015 100.085 -0.235 112 709 +42
Total Volume and Open Interest 102,884 95,041 -486
Australian Dollar(CME)
Dec16 161207 74.56 74.82 74.14 74.73 +0.18 94,732 80,861 +1,050
Mar17 161207 74.52 74.67 74.00 74.59 +0.19 1,511 4,737 +44
Jun17 161207 74.43 74.48 73.95 74.43 +0.18 1 64 -1
Total Volume and Open Interest 96,244 85,681 +1,093
British Pound(CME)
Dec16 161207 126.81 126.85 125.72 126.25 -0.56 113,563 223,311 -1,714
Mar17 161207 127.14 127.14 126.00 126.52 -0.57 5,009 20,903 +3,106
Jun17 161207 127.20 127.29 126.33 126.80 -0.57 10 656 -5
Total Volume and Open Interest 118,582 245,061 +1,387
Canadian Dollar(CME)
Dec16 161207 75.32 75.64 75.21 75.53 +0.29 62,586 100,534 -2,734
Mar17 161207 75.41 75.71 75.30 75.61 +0.29 2,051 6,953 +160
Jun17 161207 75.46 75.79 75.40 75.70 +0.30 48 717 +17
Sep17 161207 75.61 75.82 75.55 75.78 +0.29 49 416 +30
Total Volume and Open Interest 64,735 109,042 -2,527
Japanese Yen(CME)
Dec16 161207 87.72 88.20 87.44 87.85 +0.17 174,820 217,998 +7,164
Mar17 161207 88.16 88.57 87.83 88.23 +0.17 6,025 14,278 +1,637
Jun17 161207 88.60 88.95 88.39 88.65 +0.15 37 216 +19
Total Volume and Open Interest 180,883 232,523 +8,820
Swiss Franc(CME)
Dec16 161207 99.10 99.40 98.96 99.32 +0.33 39,825 62,739 -1,095
Mar17 161207 99.58 99.94 99.53 99.87 +0.32 584 1,991 +130
Jun17 161207 100.49 100.49 100.49 100.49 +0.32 0 17 +0
Total Volume and Open Interest 40,409 64,756 -965
EuroFX(CME)
Dec16 161207 107.24 107.73 107.15 107.64 +0.42 304,739 407,870 -3,984
Mar17 161207 107.76 108.19 107.61 108.10 +0.41 17,111 26,505 +2,859
Jun17 161207 108.26 108.69 108.18 108.62 +0.41 302 1,960 +10
Total Volume and Open Interest 322,164 436,620 -1,111
Mexican Peso(CME)
Dec16 161207 490.25 493.75 489.25 490.50 +0.88 28,393 116,407 -1,570
Jan17 161207 489.25 489.25 489.25 489.25 +1.00      
Total Volume and Open Interest 29,539 150,291 -1,404
Brazilian Real(CME)
Jan17 161207 292.70 293.80 286.75 291.05 unch 587 18,208 +194
Feb17 161207 290.85 291.05 284.25 288.55 -0.05 45 4 +2
Mar17 161207 288.00 289.35 285.25 286.55 unch 10 1,827 +0
Apr17 161207 284.10 284.10 284.10 284.10 -0.25      
Total Volume and Open Interest 642 20,039 +196
30-Year T-Bonds(CBOT)
Dec16 161207 151~220 152~250 151~210 152~180 +0~290 8,529 12,134 -2,462
Mar17 161207 150~130 151~140 150~070 151~060 +0~290 279,811 565,096 +8,184
Jun17 161207 150~100 150~100 150~100 150~100 +0~290 0 3 +0
Total Volume and Open Interest 288,340 577,233 +5,722
10-Year T-Notes(CBOT)
Dec16 161207 125~075 125~185 125~045 125~175 +0~110 52,882 53,057 -14,358
Mar17 161207 124~165 124~275 124~130 124~260 +0~110 1,503,965 2,940,579 +24,072
Jun17 161207 124~100 124~100 124~100 124~100 +0~110      
Total Volume and Open Interest 1,556,847 2,993,636 +9,714
5-Year T-Notes(CBOT)
Dec16 161207 118~130 118~196 118~124 118~192 +0~066 45,556 101,465 -16,790
Mar17 161207 117~282 118~034 117~266 118~022 +0~070 783,635 2,768,465 +8,102
Jun17 161207 117~292 117~292 117~292 117~292 +0~070 0 1 +0
Total Volume and Open Interest 829,191 2,869,931 -8,688
2 Year T-Notes(CBOT)
Dec16 161207 108~214 108~230 108~214 108~224 +0~010 23,462 24,484 -12,731
Mar17 161207 108~126 108~146 108~124 108~140 +0~012 256,022 1,140,797 +15,257
Jun17 161207 108~140 108~140 108~140 108~140 +0~012      
Total Volume and Open Interest 279,484 1,165,281 +2,526
Eurodollars(CME)
Dec16 161207 99.007 99.012 99.005 99.012 +0.005 192,584 1,293,391 -5,671
Mar17 161207 98.950 98.965 98.945 98.960 +0.010 393,784 1,386,293 -9,021
Jun17 161207 98.815 98.835 98.810 98.830 +0.015 375,741 1,422,808 -37,990
Sep17 161207 98.720 98.740 98.715 98.735 +0.015 360,859 1,068,298 -25,648
Dec17 161207 98.585 98.615 98.580 98.605 +0.020 483,576 1,565,572 +1,652
Mar18 161207 98.485 98.520 98.480 98.510 +0.030 314,166 1,041,581 -12,507
Jun18 161207 98.365 98.415 98.360 98.400 +0.035 297,604 716,863 +15,467
Sep18 161207 98.260 98.315 98.255 98.300 +0.040 205,493 485,782 +2,579
Dec18 161207 98.135 98.200 98.130 98.180 +0.045 243,138 788,084 -3,790
Mar19 161207 98.060 98.120 98.050 98.105 +0.050 156,806 561,069 -7,707
Jun19 161207 97.970 98.040 97.960 98.020 +0.050 133,472 499,480 -4,041
Sep19 161207 97.890 97.960 97.880 97.945 +0.055 110,573 405,609 -932
Dec19 161207 97.800 97.870 97.790 97.855 +0.060 161,038 414,037 +4,186
Mar20 161207 97.745 97.815 97.735 97.800 +0.060 98,031 240,229 +3,257
Jun20 161207 97.685 97.755 97.675 97.740 +0.060 61,193 145,956 +2,156
Sep20 161207 97.630 97.700 97.625 97.690 +0.060 62,943 116,036 +1,225
Dec20 161207 97.570 97.635 97.560 97.625 +0.060 61,494 141,843 -189
Mar21 161207 97.520 97.585 97.515 97.575 +0.055 56,687 99,822 +1,378
Total Volume and Open Interest 3,857,129 12,705,005 -74,557
Ultra T-Bond(CBOT)
Dec16 161207 160~07 161~31 160~07 161~22 +1~12 7,424 18,311 -4,718
Mar17 161207 159~24 161~13 159~16 161~00 +1~12 114,439 642,287 +9,784
Jun17 161207 160~10 160~10 160~10 160~10 +1~12      
Total Volume and Open Interest 121,863 660,598 +5,066
Ultra 10-Yr T-Note(CBOT)
Dec16 161207 135~025 135~095 135~015 135~095 +0~175 10,900 5,377 -4,602
Mar17 161207 134~060 134~250 134~020 134~225 +0~185 94,325 302,204 +2,855
Jun17 161207 134~225 134~225 134~225 134~225 +0~185      
Total Volume and Open Interest 105,225 307,581 -1,747
30 Day Federal Funds(CBOT)
Dec16 161207 99.467 99.470 99.467 99.467 unch 7,650 86,427 +231
Jan17 161207 99.360 99.365 99.360 99.360 unch 39,172 226,182 +1,964
Feb17 161207 99.345 99.350 99.345 99.350 unch 16,970 89,547 +3,004
Mar17 161207 99.320 99.320 99.315 99.320 unch 9,470 79,229 +2
Apr17 161207 99.305 99.310 99.300 99.305 +0.005 32,043 128,486 +7,893
May17 161207 99.270 99.275 99.270 99.270 unch 26,008 58,257 +2,050
Total Volume and Open Interest 161,822 881,192 +18,223
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 161206 99.94 99.94 99.94 99.94 unch 0 7 +0
Mar17 161206 99.94 99.94 99.94 99.94 unch      
Jun17 161206 99.94 99.94 99.94 99.94 unch      
Sep17 161206 99.94 99.94 99.94 99.94 unch      
Dec17 161206 99.94 99.94 99.94 99.94 unch      
Mar18 161206 99.95 99.95 99.95 99.95 unch      
Jun18 161206 99.81 99.81 99.81 99.81 unch      
Sep18 161206 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Dec16 161206 150.50 150.54 150.37 150.40 -0.12 2,624 16,357 -910
Mar17 161206 150.24 150.27 150.11 150.13 -0.12 385 1,029 +448
Jun17 161206 150.13 150.13 150.13 150.13 -0.12      
Total Volume and Open Interest 3,009 17,386 -462
Euro-Buxl(EUREX)
Dec16 161207 170.98 173.20 170.98 172.52 +0.52 99,164 183,791 +13,157
Mar17 161207 169.02 171.30 169.02 170.66 +0.74 58,569 222,926 +71,400
Jun17 161207 168.64 168.80 168.30 168.80 +0.50 74 10 -5
Total Volume and Open Interest 157,807 406,727 +84,552
Euro-Bund(EUREX)
Dec16 161207 159.74 160.51 159.70 160.32 +0.27 1,469,755 1,240,885 -433,724
Mar17 161207 160.99 161.99 160.96 161.74 +0.44 853,025 1,633,629 +378,834
Jun17 161207 158.32 159.89 158.31 159.32 +0.27 0 8 +0
Total Volume and Open Interest 2,322,780 2,874,522 -54,890
Euro-Bobl(EUREX)
Dec16 161207 131.04 131.24 131.00 131.09 +0.01 1,127,916 940,406 -290,038
Mar17 161207 132.17 132.48 132.14 132.39 +0.11 640,146 1,281,601 +338,620
Jun17 161207 131.34 131.34 131.34 131.34 +0.01      
Total Volume and Open Interest 1,768,062 2,222,007 +48,582
Euro-Schatz(EUREX)
Dec16 161207 112.18 112.21 112.15 112.17 -0.05 610,499 754,988 -174,721
Mar17 161207 112.07 112.10 112.04 112.05 -0.04 525,468 1,334,231 +252,534
Jun17 161207 112.17 112.17 112.17 112.17 -0.05      
Total Volume and Open Interest 1,135,967 2,089,219 +77,813
3-Mth Euribor(EUREX)
Dec16 161207 100.315 100.315 100.315 100.315 unch 0 3,230 +0
Mar17 161207 100.300 100.300 100.300 100.300 unch 0 3,787 -5
Jun17 161207 100.275 100.275 100.275 100.275 -0.005 2 33,620 +20
Total Volume and Open Interest 845 73,881 +130
Long Gilt(LIFFE)
Dec16 161207 124~02 124~16 124~02 124~15 +0~15 3,110 25,789 -1,761
Mar17 161207 123~13 124~03 123~11 123~31 +0~17 184,006 615,816 +11,879
Total Volume and Open Interest 187,116 641,605 +10,118
3-Mth Short Sterling(LIFFE)
Dec16 161207 99.61 99.62 99.61 99.61 +0.00 8,150 450,457 +794
Mar17 161207 99.59 99.60 99.58 99.59 +0.01 28,178 362,494 -718
Jun17 161207 99.55 99.56 99.55 99.55 unch 35,171 354,097 +5,843
Sep17 161207 99.52 99.53 99.51 99.52 unch 33,624 289,474 -3,330
Dec17 161207 99.47 99.49 99.46 99.48 +0.01 57,119 261,873 -18,279
Mar18 161207 99.41 99.44 99.40 99.43 +0.01 36,442 174,291 -2,088
Total Volume and Open Interest 441,432 2,662,644 +5,031
3-Mth Euribor(LIFFE)
Dec16 161207 100.315 100.315 100.310 100.315 unch 44,169 352,215 -8,181
Mar17 161207 100.300 100.300 100.290 100.300 unch 44,468 420,620 -5,421
Jun17 161207 100.270 100.280 100.270 100.275 unch 41,435 380,175 +262
Total Volume and Open Interest 808,115 3,239,773 +13,139
3-Mth Aus T-Bills(SFE)
Dec16 161207 98.20 98.22 98.20 98.22 +0.01 25,220 75,818 -15,646
Mar17 161207 98.22 98.25 98.22 98.24 +0.01 24,532 215,036 -7,646
Jun17 161207 98.22 98.25 98.21 98.25 +0.02 40,873 237,649 -3,275
Sep17 161207 98.18 98.22 98.17 98.22 +0.03 20,883 155,745 +1,517
Dec17 161207 98.11 98.15 98.09 98.15 +0.04 20,090 161,966 +2,909
Mar18 161207 98.03 98.07 98.01 98.07 +0.04 13,698 95,309 +72
Jun18 161207 97.93 97.98 97.91 97.98 +0.04 8,322 69,406 -922
Sep18 161207 97.84 97.89 97.83 97.89 +0.04 7,259 41,610 -100
Dec18 161207 97.73 97.79 97.73 97.79 +0.05 1,602 9,522 -370
Mar19 161207 97.64 97.68 97.64 97.68 +0.04 216 3,934 +88
Total Volume and Open Interest 162,798 1,069,198 -23,431
10-Year Aus T-Bonds(SFE)
Dec16 161207 97.21 97.27 97.20 97.24 +0.03 128,649 976,081 -74
Mar17 161207 97.14 97.20 97.14 97.18 +0.03 9,820 8,931 +8,696
Total Volume and Open Interest 138,469 985,012 +8,622
3-Year Aus T-Bonds(SFE)
Dec16 161207 98.04 98.09 98.03 98.09 +0.05 228,009 978,455 -36,185
Mar17 161207 98.00 98.06 98.00 98.05 +0.04 10,952 14,132 +8,422
Total Volume and Open Interest 238,961 992,587 -27,763
Gold(CMX)
Dec16 161207 1167.7 1178.5 1166.4 1175.0 +7.4 358 1,590 -1,682
Feb17 161207 1171.4 1182.3 1167.2 1177.5 +7.4 221,458 271,766 -4,016
Apr17 161207 1173.3 1185.1 1171.5 1180.4 +7.5 5,590 35,980 +745
Jun17 161207 1175.3 1187.5 1174.4 1183.2 +7.5 2,552 38,504 +56
Aug17 161207 1183.6 1188.6 1183.6 1185.9 +7.4 882 10,656 +6
Oct17 161207 1180.7 1191.5 1180.7 1188.7 +7.6 1,186 3,002 +624
Dec17 161207 1183.8 1194.1 1182.6 1191.4 +7.6 975 20,131 -477
Feb18 161207 1194.4 1194.4 1191.9 1194.4 +7.5 6 216 +6
Apr18 161207 1197.4 1197.4 1188.6 1197.4 +7.4 77 148 +12
Jun18 161207 1200.4 1200.4 1191.9 1200.4 +7.4 5 4,188 +0
Aug18 161207 1203.6 1203.6 1203.6 1203.6 +7.4      
Oct18 161207 1206.6 1206.6 1206.6 1206.6 +7.5      
Total Volume and Open Interest 235,288 394,694 -4,748
Silver(CMX)
Dec16 161207 1666.5 1720.3 1664.5 1720.3 +46.3 204 1,988 -75
Mar17 161207 1678.0 1730.0 1670.5 1727.5 +46.5 55,811 129,504 -581
May17 161207 1679.5 1736.0 1678.5 1733.5 +46.6 2,049 11,949 +1,279
Jul17 161207 1683.0 1742.0 1683.0 1739.2 +46.4 271 6,425 +65
Sep17 161207 1745.7 1745.7 1699.0 1745.7 +47.0 114 1,090 -37
Dec17 161207 1702.0 1754.9 1701.0 1754.9 +47.3 116 5,142 +16
Mar18 161207 1763.1 1763.1 1711.5 1763.1 +47.3 0 14 +0
Total Volume and Open Interest 59,616 159,866 +392
Platinum(NYMEX)
Jan17 161207 935.2 950.9 928.0 943.2 +7.5 14,745 52,038 -1,398
Apr17 161207 938.9 953.8 932.0 946.6 +7.6 1,737 14,681 +1,063
Jul17 161207 940.7 955.5 940.7 950.3 +7.6 21 446 +2
Oct17 161207 953.7 953.7 953.7 953.7 +7.5 22 217 +8
Total Volume and Open Interest 16,525 67,394 -325
Palladium(NYMEX)
Dec16 161207 735.45 735.45 733.00 733.00 -1.55 23 52 -116
Mar17 161207 736.90 739.50 728.40 732.65 -1.75 5,206 27,342 +435
Jun17 161207 731.50 738.25 730.90 733.55 -1.80 39 228 +25
Total Volume and Open Interest 5,271 27,637 +342
Copper(CMX)
Dec16 161207 266.00 269.30 262.15 263.70 -3.50 532 4,934 -258
Mar17 161207 266.85 270.70 262.55 264.40 -3.60 73,441 161,952 +2,948
May17 161207 267.45 271.30 263.40 265.15 -3.50 5,100 28,365 -149
Jul17 161207 268.25 271.35 264.15 265.60 -3.50 3,518 18,230 +921
Sep17 161207 271.50 271.50 264.20 265.80 -3.50 1,786 5,959 +50
Total Volume and Open Interest 86,380 238,763 +4,326
E-mini DJIA Index(CBOT)
Dec16 161207 19237 19558 19218 19517 +285 141,710 136,883 -1,843
Mar17 161207 19172 19494 19158 19453 +284 1,096 6,380 +213
Jun17 161207 19225 19448 19225 19388 +285 1 57 +1
Sep17 161207 19303 19303 19303 19303 +285      
Total Volume and Open Interest 142,807 143,320 -1,629
S & P 500(CME)
Dec16 161207 2210.90 2236.70 2206.80 2236.70 +26.60 5,651 84,291 +220
Mar17 161207 2204.00 2236.50 2203.50 2231.40 +26.70 3,091 4,631 +2,132
Jun17 161207 2226.00 2231.10 2226.00 2226.00 +26.70 204 1,565 +0
Sep17 161207 2220.70 2225.80 2220.70 2220.70 +26.70      
Total Volume and Open Interest 8,946 90,487 +2,352
S & P 500 E-Mini(Globex)
Dec16 161207 2211.25 2241.25 2206.75 2236.75 +26.75 1,663,731 2,923,523 -1,924
Mar17 161207 2205.75 2235.75 2201.50 2231.50 +26.75 53,305 113,530 +18,655
Jun17 161207 2200.00 2230.25 2196.25 2226.00 +26.75 524 5,019 +136
Sep17 161207 2199.00 2223.50 2199.00 2220.75 +26.75 3 30 +0
Total Volume and Open Interest 1,717,563 3,042,127 +16,867
NASDAQ 100 E-Mini(Globex)
Dec16 161207 4788.80 4854.80 4763.50 4841.80 +55.00 207,428 244,379 -2,633
Mar17 161207 4787.50 4853.30 4762.50 4840.50 +55.00 2,390 4,087 +672
Jun17 161207 4774.00 4845.00 4765.50 4834.50 +55.00 9 31 +5
Total Volume and Open Interest 209,827 248,533 -1,956
S&P Midcap 400(CME) e-Mini
Dec16 161207 1655.70 1679.60 1653.10 1677.40 +19.00 13,125 86,857 -287
Mar17 161207 1652.40 1677.60 1651.00 1675.60 +19.50 14 36 +7
Jun17 161207 1665.90 1665.90 1665.90 1665.90 +19.50      
Total Volume and Open Interest 13,139 86,893 -280
Volatility Index(CBOE)
Dec16 161207 13.15 13.45 12.75 13.33 +0.20 123,548 182,228 -13,489
Jan17 161207 15.40 15.50 15.08 15.48 +0.10 64,390 113,293 +4,040
Feb17 161207 16.60 16.68 16.37 16.63 unch 19,627 33,763 +51
Mar17 161207 17.55 17.59 17.33 17.55 +0.02 9,040 28,823 +168
Total Volume and Open Interest 226,553 406,035 -8,314
Russell 2000 Mini(ICE)
Dec16 161207 1349.30 1367.20 1346.90 1362.10 +13.50 111,579 690,849 -29
Mar17 161207 1346.80 1365.20 1345.00 1360.20 +13.90 1,387 1,665 +105
Jun17 161207 1352.00 1357.20 1352.00 1357.20 +13.90 0 348 +0
Total Volume and Open Interest 112,966 693,140 +76
Nikkei 225(CME)
Dec16 161207 18470 18665 18415 18625 +170 36,997 29,695 -4,429
Mar17 161207 18510 18700 18455 18665 +170 24,915 17,073 +15,813
Total Volume and Open Interest 61,912 46,768 +11,384
Nikkei 225(SGX)
Dec16 161207 18510 18555 18495 18495 +65 97,010 198,996 -14,696
Mar17 161207 18465 18510 18450 18450 +65 28,400 39,916 +17,825
Jun17 161207 18335 18335 18335 18335 +65 0 1 +0
Total Volume and Open Interest 125,668 245,191 +3,100
Nikkei 225 Mini(JPX)
Dec16 161206 18355 18570 18315 18400 +140 946,862 438,116 +19,238
Mar17 161206 18305 18520 18270 18350 +140 79,267 58,256 +11,948
Jun17 161206 18055 18375 18055 18210 +140 680 2,438 +357
Total Volume and Open Interest 1,042,400 590,884 +48,401
Nikkei 225(JPX)
Dec16 161206 18360 18570 18310 18400 +140 101,558 366,241 -10,297
Mar17 161206 18300 18520 18270 18350 +140 15,053 86,071 +17,036
Jun17 161206 18270 18300 18150 18210 +140 31 17,962 -113
Total Volume and Open Interest 116,663 544,631 +6,647
Nikkei 225(CME) Yen
Dec16 161207 18460 18670 18415 18630 +180 80,371 62,512 -6,779
Mar17 161207 18415 18625 18370 18585 +175 17,471 13,273 +8,519
Jun17 161207 18430 18455 18430 18455 +175      
Total Volume and Open Interest 97,843 75,788 +1,741
Nikkei 225(CME) e-Mini Yen
Dec16 161207 18480 18630 18480 18630 +180 0 307 +0
Mar17 161207 18580 18580 18580 18580 +170      
Jun17 161207 18450 18450 18450 18450 +170      
Total Volume and Open Interest 0 307 +0
CAC 40(EURONEXT)
Dec16 161207 4669.5 4738.5 4658.0 4694.5 +63.5 147,100 302,902 +3,750
Jan17 161207 4656.5 4727.5 4651.5 4686.0 +63.5 265 6,405 +156
Feb17 161207 4652.0 4682.5 4652.0 4682.5 +63.0 10 9 +5
Mar17 161207 4666.5 4709.0 4647.5 4681.5 +63.5 33 240 +22
Total Volume and Open Interest 147,408 309,560 +3,933
Hang Seng Index(HKFE)
Dec16 161207 22707 22852 22705 22794 +89 106,920 132,126 +173
Jan17 161207 22750 22868 22735 22815 +92 1,082 2,677 +749
Total Volume and Open Interest 108,518 138,691 +1,117
DAX(EUREX)
Dec16 161207 10864.0 11086.0 10844.5 10976.0 +198.5 136,172 168,600 -14,911
Mar17 161207 10851.0 11080.0 10845.5 10973.5 +198.0 703 9,201 +1,182
Jun17 161207 10931.0 11042.0 10931.0 10997.0 +198.5 30 197 -18
Total Volume and Open Interest 136,905 177,998 -13,747
Mini-DAX(EUREX)
Dec16 161207 10860.0 11087.0 10844.0 10976.0 +198.5 37,638 14,975 +270
Mar17 161207 10853.0 11079.0 10846.0 10973.5 +198.0 840 3,112 +47
Jun17 161207 10896.0 11085.0 10896.0 10997.0 +198.5 13 64 -4
Total Volume and Open Interest 38,491 18,151 +313
FT-SE 100(EURONEXT)
Dec16 161207 6800.00 6939.00 6795.50 6892.50 +116.50 133,310 722,414 -3,150
Mar17 161207 6754.00 6873.50 6750.50 6829.00 +116.50 8,932 19,909 +5,095
Jun17 161207 6756.50 6756.50 6756.50 6756.50 +116.50 12,462 12,175 +12,160
Total Volume and Open Interest 154,704 754,498 +14,105
SPI 200(SFE)
Dec16 161207 5431.0 5483.0 5431.0 5481.0 +53.0 38,596 276,591 -4,187
Mar17 161207 5381.0 5431.0 5381.0 5430.0 +54.0 563 2,669 +471
Jun17 161207 5416.0 5416.0 5416.0 5416.0 +53.0 0 1,397 +0
Total Volume and Open Interest 39,166 281,988 -3,709
FTSE MIB(ISE)
Dec16 161207 17900.00 18180.00 17850.00 18073.00 +356.00 72,710 38,858 -1,783
Mar17 161207 17835.00 18100.00 17835.00 18016.00 +356.00 177 1,821 +28
Jun17 161207 17666.00 17666.00 17666.00 17666.00 +356.00      
Total Volume and Open Interest 72,887 40,679 -1,755
KOSPI 200(KFE)
Dec16 161207 256.30 256.60 256.20 256.20 +0.80 114,902 109,534 -18,442
Mar17 161207 253.70 253.75 253.35 253.35 +0.80 5,688 50,292 +22,695
Jun17 161207 254.00 254.30 253.35 253.90 +0.90 9 2,791 +29
Total Volume and Open Interest 120,600 167,611 +4,283
GSCI(CME)
Dec16 161207 385.70 387.05 382.80 383.55 -3.35 183 14,210 -35
Jan17 161207 389.25 390.45 386.60 387.00 -3.35 54 436 +36
Feb17 161207 389.25 389.25 389.25 389.25 -3.35      
Total Volume and Open Interest 237 14,646 +1
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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