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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 08, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161208 1049.00 1049.00 1023.50 1027.00 -22.00 135,200 286,743 -7,007
Mar17 161208 1059.25 1059.25 1034.00 1037.75 -21.75 57,934 199,596 +9,839
May17 161208 1066.50 1066.75 1042.00 1045.25 -21.50 22,816 78,716 +1,655
Jul17 161208 1071.50 1071.50 1047.00 1050.50 -21.50 22,990 89,827 +2,502
Aug17 161208 1063.50 1064.25 1046.00 1047.75 -20.75 1,552 5,411 +589
Sep17 161208 1045.25 1045.75 1028.75 1028.75 -20.25 527 2,231 +122
Nov17 161208 1031.00 1031.00 1009.75 1013.00 -19.00 14,278 67,572 +2,575
Jan18 161208 1029.00 1029.00 1011.50 1014.50 -17.50 330 2,683 +32
Mar18 161208 1021.50 1021.50 1006.00 1007.25 -17.50 575 2,150 +284
May18 161208 1002.25 1005.00 1002.25 1005.00 -17.00 135 419 -6
Jul18 161208 1003.00 1005.50 1002.50 1005.50 -16.75 80 689 +32
Aug18 161208 999.50 999.50 999.50 999.50 -16.50 2 18 +1
Sep18 161208 987.50 987.50 987.50 987.50 -16.50 0 17 +0
Nov18 161208 978.00 978.00 967.00 969.50 -12.00 148 898 -17
Total Volume and Open Interest 256,568 736,998 +10,602
Soybean Meal(CBOT)
Dec16 161208 320.00 320.00 311.70 312.40 -6.80 1,305 3,471 -664
Jan17 161208 320.70 320.90 312.60 313.70 -6.80 56,304 117,502 -1,565
Mar17 161208 324.20 324.60 316.70 317.80 -6.70 27,661 104,366 +4,013
May17 161208 326.10 326.30 319.00 320.20 -6.40 10,683 48,384 +1
Jul17 161208 328.60 328.60 321.20 322.50 -6.10 7,447 43,392 +689
Aug17 161208 325.90 326.60 320.00 321.00 -6.40 1,680 6,158 +68
Sep17 161208 325.00 325.00 317.60 318.30 -6.50 1,037 5,821 +12
Oct17 161208 320.20 320.20 313.30 314.20 -6.20 1,441 5,050 +6
Dec17 161208 320.30 320.40 313.20 314.30 -6.30 2,231 20,890 -195
Jan18 161208 313.10 313.10 313.10 313.10 -5.90 94 932 +22
Total Volume and Open Interest 110,200 358,330 +2,461
Soybean Oil(CBOT)
Dec16 161208 37.63 37.63 36.88 37.05 -0.67 978 1,182 -410
Jan17 161208 37.80 37.81 36.96 37.26 -0.67 72,828 162,003 -4,141
Mar17 161208 38.01 38.07 37.25 37.54 -0.67 36,630 138,280 +7,663
May17 161208 38.11 38.11 37.39 37.69 -0.64 10,222 55,905 -156
Jul17 161208 38.09 38.14 37.48 37.78 -0.63 6,115 49,445 +448
Aug17 161208 37.76 37.78 37.39 37.59 -0.61 1,114 5,406 +306
Sep17 161208 37.31 37.49 37.14 37.37 -0.58 532 4,777 +43
Oct17 161208 37.23 37.23 36.80 37.03 -0.54 756 4,377 +183
Dec17 161208 37.55 37.55 36.69 37.02 -0.52 1,543 11,701 +412
Jan18 161208 36.99 37.00 36.94 37.00 -0.49 32 544 -8
Total Volume and Open Interest 131,000 434,653 +4,391
Canola(WCE)
Jan17 161208 529.0 529.0 519.5 522.2 -7.1 7,290 115,407 -1,627
Mar17 161208 534.3 535.2 525.5 527.9 -7.3 7,472 52,223 +1,094
May17 161208 538.0 538.2 530.7 532.2 -8.0 5,361 26,244 +1,010
Jul17 161208 539.4 539.9 533.1 534.4 -7.5 3,149 16,276 +1,272
Nov17 161208 506.0 506.5 499.4 502.2 -4.0 1,380 13,085 +84
Total Volume and Open Interest 24,662 224,956 +1,833
Corn(CBOT)
Dec16 161208 350.25 352.75 344.25 346.50 -4.00 2,553 6,480 -1,357
Mar17 161208 357.75 360.00 350.25 353.50 -4.50 179,332 715,955 +4,630
May17 161208 364.25 366.75 357.00 360.25 -4.50 33,807 154,186 -1,388
Jul17 161208 371.50 374.00 364.50 367.75 -4.00 18,139 158,125 -276
Sep17 161208 378.25 380.50 371.75 375.00 -3.75 5,212 57,385 -145
Dec17 161208 386.50 388.75 380.50 383.25 -3.75 13,515 108,170 +132
Mar18 161208 394.75 397.00 389.50 392.00 -3.50 836 9,342 +165
May18 161208 401.00 402.25 395.75 397.75 -3.25 60 1,595 +43
Jul18 161208 405.25 405.25 400.00 402.25 -3.25 99 1,875 -5
Sep18 161208 401.00 401.00 398.50 399.00 -2.00 4 845 +0
Total Volume and Open Interest 253,820 1,221,274 +1,793
Wheat(CBOT)
Dec16 161208 396.50 396.50 389.75 390.75 +4.50 95 374 -60
Mar17 161208 402.00 409.25 401.50 408.25 +7.25 52,027 268,174 -5,949
May17 161208 413.50 420.50 413.25 418.75 +6.25 10,365 63,286 +514
Jul17 161208 427.00 432.25 425.25 430.25 +5.50 11,168 64,795 +161
Sep17 161208 440.75 446.25 440.75 444.25 +5.50 1,074 11,445 -31
Dec17 161208 458.00 462.75 458.00 462.00 +6.25 1,704 22,940 +416
Total Volume and Open Interest 76,614 436,214 -4,961
Wheat(KCBT)
Dec16 161208 384.00 387.00 384.00 387.00 +5.00 32 68 -43
Mar17 161208 400.50 407.25 399.75 404.75 +4.75 18,090 140,982 +1,635
May17 161208 413.00 418.75 411.75 416.25 +4.50 6,236 36,917 -980
Jul17 161208 425.00 430.50 423.75 428.50 +4.75 7,244 59,517 +1,640
Sep17 161208 441.00 445.75 439.00 444.25 +5.25 188 6,190 +40
Dec17 161208 461.75 466.75 460.75 465.50 +5.25 503 8,421 +140
Mar18 161208 478.25 480.25 476.75 480.25 +4.75 311 2,620 +124
Total Volume and Open Interest 32,885 255,892 +2,693
Wheat(MGE)
Dec16 161208 536.00 536.00 535.75 535.75 +1.75 390 153 -336
Mar17 161208 529.00 534.75 529.00 531.00 +2.00 4,193 33,953 +342
May17 161208 532.25 537.50 532.25 533.75 +1.50 717 11,626 +31
Jul17 161208 537.00 541.00 536.25 537.25 +1.50 256 5,988 -28
Sep17 161208 546.75 546.75 542.50 543.25 +1.50 188 3,834 -4
Dec17 161208 554.00 554.00 551.75 552.25 +1.25 153 2,890 +38
Total Volume and Open Interest 5,913 58,628 +48
Oats(CBOT)
Dec16 161208 213.50 214.00 213.50 214.00 +0.50 48 57 -31
Mar17 161208 224.50 225.75 221.25 223.00 +0.25 480 6,175 +7
May17 161208 228.00 229.00 226.00 226.75 +0.25 112 803 +22
Jul17 161208 230.25 230.25 230.25 230.25 +0.25 83 131 +50
Total Volume and Open Interest 728 7,259 +53
Rough Rice(CBOT)
Jan17 161208 9.90 10.00 9.76 9.77 -0.16 476 10,145 -211
Mar17 161208 10.15 10.25 10.03 10.03 -0.16 227 2,395 +145
May17 161208 10.40 10.40 10.29 10.29 -0.16 29 44 +19
Jul17 161208 10.45 10.45 10.45 10.45 -0.15 5 11 +2
Total Volume and Open Interest 737 12,603 -45
Live Cattle(CME)
Dec16 161208 108.900 109.830 107.330 109.050 -0.335 3,546 15,945 -1,000
Feb17 161208 110.400 111.650 108.850 110.650 -0.135 21,389 114,992 +1,405
Apr17 161208 110.480 111.385 108.900 110.430 -0.370 7,675 70,017 +391
Jun17 161208 101.700 102.285 100.450 101.500 -0.650 5,882 51,642 +285
Aug17 161208 98.650 98.900 97.500 98.100 -0.850 1,760 17,487 +282
Oct17 161208 98.850 99.285 98.100 98.580 -0.850 772 9,506 +164
Total Volume and Open Interest 41,171 283,740 +1,492
Feeder Cattle(CME)
Jan17 161208 126.600 127.750 124.580 126.600 -0.380 5,462 20,608 -334
Mar17 161208 123.400 124.350 121.500 123.150 -0.650 2,903 13,619 +57
Apr17 161208 122.930 123.980 121.300 122.730 -0.820 1,147 5,226 +314
May17 161208 122.100 123.000 120.700 121.900 -0.930 598 4,315 +110
Aug17 161208 123.450 123.500 121.430 122.400 -1.080 215 2,114 +52
Sep17 161208 119.680 121.650 119.680 120.830 -0.705 17 206 +6
Oct17 161208 120.230 120.230 120.050 120.050 -0.250 7 51 +3
Total Volume and Open Interest 10,356 46,152 +215
Lean Hogs(CME)
Dec16 161208 55.300 56.880 55.130 55.680 +0.980 8,726 23,574 -2,231
Feb17 161208 60.100 62.430 59.985 60.830 +1.080 25,693 98,890 -280
Apr17 161208 65.930 67.385 65.930 66.350 +0.565 9,305 42,969 +264
May17 161208 72.250 73.100 72.250 72.500 +0.550 106 990 +50
Jun17 161208 76.250 77.000 76.050 76.400 +0.200 7,883 22,863 +1,212
Jul17 161208 76.080 76.800 76.080 76.480 +0.380 2,385 8,652 +25
Aug17 161208 76.180 76.980 76.180 76.830 +0.545 2,060 8,799 +371
Oct17 161208 64.800 66.150 64.800 65.950 +1.150 436 2,281 +100
Total Volume and Open Interest 56,639 210,283 -482
Class III Milk(CME)
Dec16 161208 17.07 17.10 17.02 17.07 +0.14 81 6,236 +7
Jan17 161208 16.55 16.63 16.42 16.53 +0.02 306 4,586 +85
Feb17 161208 16.75 16.76 16.58 16.68 unch 137 3,684 +41
Mar17 161208 16.76 16.83 16.64 16.73 +0.01 126 3,175 +51
Apr17 161208 16.72 16.85 16.71 16.80 +0.08 56 2,571 +17
May17 161208 16.80 16.99 16.80 16.87 +0.08 33 2,526 +17
Jun17 161208 17.09 17.16 17.09 17.11 +0.09 34 2,197 +13
Jul17 161208 17.40 17.45 17.39 17.42 +0.04 11 1,157 +3
Aug17 161208 17.55 17.60 17.50 17.55 +0.05 21 1,155 +6
Sep17 161208 17.55 17.63 17.51 17.60 +0.05 12 1,124 +6
Oct17 161208 17.40 17.45 17.35 17.40 +0.06 22 909 +12
Nov17 161208 17.20 17.28 17.16 17.21 +0.06 11 913 +11
Dec17 161208 17.04 17.06 17.04 17.06 +0.02 10 869 +10
Total Volume and Open Interest 860 31,812 +279
Cocoa(ICE)
Dec16 161208 2262 2262 2262 2262 -21 3 29 -3
Mar17 161208 2340 2348 2242 2272 -52 18,697 137,884 -1,888
May17 161208 2339 2342 2240 2268 -51 5,311 51,286 +769
Jul17 161208 2335 2336 2239 2263 -50 2,383 32,118 +714
Sep17 161208 2343 2343 2249 2269 -52 757 13,382 +349
Dec17 161208 2339 2352 2259 2280 -54 384 6,680 +156
Mar18 161208 2356 2356 2269 2291 -55 1,433 8,924 -215
Total Volume and Open Interest 29,528 253,550 +210
Coffee "C"(ICE)
Dec16 161208 137.60 137.60 137.60 137.60 -0.30 5 119 -1
Mar17 161208 142.50 143.45 140.65 141.40 -0.30 21,157 100,804 +738
May17 161208 144.90 145.55 143.00 143.75 -0.30 4,151 42,134 +66
Jul17 161208 147.50 147.80 145.30 145.95 -0.25 2,739 17,768 +155
Sep17 161208 149.10 149.75 147.25 148.00 -0.25 1,376 8,671 +289
Dec17 161208 151.35 152.55 150.40 150.90 -0.30 219 10,639 +17
Total Volume and Open Interest 29,854 185,690 +1,290
Orange Juice(ICE)
Jan17 161208 214.65 215.40 211.10 213.40 -0.75 685 12,942 -331
Mar17 161208 211.00 212.20 208.30 210.10 -1.05 328 2,781 +222
May17 161208 209.90 209.90 206.80 208.30 -1.45 17 517 +5
Jul17 161208 208.35 208.35 204.30 207.25 -1.45 17 145 +12
Sep17 161208 203.20 203.20 203.20 203.20 +1.60      
Nov17 161208 200.30 200.30 200.30 200.30 +1.60 0 2 +0
Total Volume and Open Interest 1,047 16,388 -92
Sugar #11(ICE)
Mar17 161208 19.63 19.82 19.33 19.45 -0.18 79,056 390,251 +3,219
May17 161208 19.16 19.28 18.88 18.96 -0.16 28,301 167,038 -1,254
Jul17 161208 18.55 18.68 18.36 18.41 -0.14 21,841 127,249 +1,522
Oct17 161208 18.28 18.43 18.18 18.22 -0.08 12,968 69,842 +574
Mar18 161208 18.25 18.37 18.19 18.22 -0.05 7,358 40,221 +995
May18 161208 17.69 17.81 17.63 17.67 -0.05 3,585 14,715 +1,001
Jul18 161208 17.21 17.33 17.14 17.17 -0.06 3,071 10,988 +1,129
Oct18 161208 17.14 17.28 17.09 17.11 -0.08 2,315 9,790 +1,237
Total Volume and Open Interest 158,989 835,875 +8,612
London Cocoa(LCE)
Dec16 161208 1816 1818 1770 1773 -35 9,383 13,970 -6,703
Mar17 161208 1861 1874 1820 1824 -37 21,654 107,746 +4,298
May17 161208 1871 1883 1831 1835 -36 10,231 64,013 -442
Jul17 161208 1887 1897 1848 1852 -34 7,376 27,171 +1,632
Sep17 161208 1900 1910 1863 1866 -34 5,264 28,412 +787
Dec17 161208 1910 1914 1871 1873 -34 2,632 18,025 -85
Mar18 161208 1913 1920 1879 1883 -34 2,316 12,318 +1,012
Total Volume and Open Interest 60,521 274,437 +1,869
London Sugar(LCE)
Mar17 161208 521.80 523.70 513.10 515.30 -4.40 5,593 34,644 -129
May17 161208 516.80 517.90 508.60 510.10 -4.30 1,618 20,370 +37
Aug17 161208 507.60 508.50 500.00 501.00 -4.40 1,161 8,818 -56
Oct17 161208 494.80 495.20 488.50 489.70 -3.00 479 10,726 +81
Dec17 161208 486.20 486.20 479.80 480.90 -3.10 244 2,330 +77
Total Volume and Open Interest 9,469 79,437 +361
Cotton(ICE)
Mar17 161208 71.05 71.95 70.90 71.42 +0.37 9,034 177,906 +10
May17 161208 71.47 72.17 71.24 71.69 +0.27 1,716 39,567 +448
Jul17 161208 71.40 72.09 71.15 71.54 +0.19 402 14,323 +1
Oct17 161208 70.97 70.97 70.97 70.97 +0.07 0 34 +0
Dec17 161208 69.79 70.28 69.45 69.88 +0.13 352 18,069 +63
Mar18 161208 69.90 69.90 69.90 69.90 +0.11 0 371 +0
Total Volume and Open Interest 11,590 251,402 +428
Lumber(CME)
Jan17 161208 325.6 327.1 321.7 322.8 -5.9 306 2,279 -29
Mar17 161208 337.4 339.0 334.1 335.0 -5.3 136 1,308 +66
May17 161208 343.3 343.3 341.7 341.7 -4.8 0 193 +0
Jul17 161208 346.0 346.0 346.0 346.0 -3.3 0 44 +0
Total Volume and Open Interest 442 3,855 +37
Crude Oil(NYM)
Jan17 161208 49.88 50.98 49.61 50.84 +1.07 642,746 516,169 -36,994
Feb17 161208 50.98 52.00 50.76 51.88 +0.94 214,298 249,919 +14,244
Mar17 161208 52.00 52.89 51.80 52.82 +0.85 113,492 263,120 +6,596
Apr17 161208 52.78 53.55 52.56 53.49 +0.77 61,175 114,572 +460
May17 161208 53.35 54.05 53.15 53.96 +0.71 35,398 99,953 +1,526
Jun17 161208 53.71 54.37 53.42 54.25 +0.66 75,886 207,482 +1,803
Jul17 161208 53.89 54.50 53.66 54.41 +0.61 8,522 42,329 +1,529
Aug17 161208 53.82 54.56 53.82 54.51 +0.58 5,556 38,517 +558
Sep17 161208 54.12 54.66 54.05 54.58 +0.56 18,100 59,292 +923
Oct17 161208 54.06 54.71 54.06 54.62 +0.53 3,684 33,270 +876
Nov17 161208 54.07 54.75 53.99 54.66 +0.51 4,393 31,730 -360
Dec17 161208 54.27 54.88 54.03 54.71 +0.50 47,488 184,070 +379
Jan18 161208 54.61 54.70 54.61 54.70 +0.49 2,313 30,255 +517
Feb18 161208 54.67 54.67 54.67 54.67 +0.47 826 9,833 +205
Mar18 161208 54.55 54.64 54.55 54.64 +0.46 948 24,824 -74
Apr18 161208 54.60 54.60 54.60 54.60 +0.45 497 5,390 +269
Total Volume and Open Interest 1,257,172 2,098,290 -4,199
e-miNY Crude Oil(NYM)
Jan17 161208 49.825 51.000 49.625 50.850 +1.075 10,689 2,524 -65
Feb17 161208 51.050 51.975 50.750 51.875 +0.925 262 1,020 +14
Mar17 161208 52.050 52.825 51.925 52.825 +0.850 98 418 +19
Apr17 161208 53.300 53.500 53.125 53.500 +0.775 38 317 +29
May17 161208 53.300 53.950 53.300 53.950 +0.700 66 19 -2
Jun17 161208 53.500 54.250 53.500 54.250 +0.650 62 75 +0
Jul17 161208 54.150 54.400 54.150 54.400 +0.600 6 167 -5
Aug17 161208 54.500 54.500 54.500 54.500 +0.575 24 154 -16
Sep17 161208 54.575 54.575 54.575 54.575 +0.550 20 42 -12
Oct17 161208 54.625 54.625 54.625 54.625 +0.525 0 25 +0
Total Volume and Open Interest 11,275 4,966 -38
NY Harbor ULSD(NYM)
Jan17 161208 161.74 163.58 160.66 162.59 +0.75 64,715 106,468 -4,438
Feb17 161208 163.31 165.06 162.33 164.07 +0.56 39,480 62,460 +5,516
Mar17 161208 164.43 165.88 163.31 164.94 +0.39 25,574 60,690 +1,756
Apr17 161208 164.15 165.88 163.47 164.95 +0.22 9,638 37,273 +701
May17 161208 164.93 166.39 164.00 165.57 +0.23 4,801 22,943 +71
Jun17 161208 164.94 166.91 164.70 166.19 +0.26 8,290 43,145 +94
Jul17 161208 166.67 167.45 166.47 167.09 +0.22 1,549 6,908 +368
Aug17 161208 167.21 168.47 167.14 168.01 +0.15 1,188 4,671 -96
Sep17 161208 168.90 169.45 168.30 169.02 +0.12 964 7,330 +21
Oct17 161208 169.75 170.25 169.66 169.97 +0.14 634 4,134 +243
Nov17 161208 170.20 171.11 170.20 170.79 +0.15 622 3,401 -125
Dec17 161208 171.22 172.08 170.40 171.52 +0.10 3,843 34,756 +105
Jan18 161208 171.80 172.50 171.80 172.37 +0.07 100 2,756 -11
Feb18 161208 173.01 173.01 172.60 172.72 +0.05 43 1,788 -12
Total Volume and Open Interest 161,898 410,034 +4,344
RBOB Gasoline(NYM)
Jan17 161208 150.86 151.49 148.40 150.47 -0.35 51,925 133,385 -4,791
Feb17 161208 152.18 152.90 149.92 151.98 -0.30 32,854 63,061 +3,406
Mar17 161208 154.60 155.09 152.26 154.33 -0.24 16,146 45,645 +1,119
Apr17 161208 174.34 174.79 172.07 174.11 -0.26 12,416 38,672 +886
May17 161208 175.75 176.04 173.57 175.54 -0.21 8,434 21,801 +381
Jun17 161208 175.41 176.24 173.59 175.50 -0.13 8,906 27,900 -646
Jul17 161208 173.76 175.14 172.57 174.51 -0.05 3,925 7,913 +560
Aug17 161208 172.69 172.87 172.40 172.83 +0.04 1,540 3,901 -40
Sep17 161208 169.89 170.51 168.50 170.42 +0.08 1,611 10,366 +434
Oct17 161208 157.10 157.83 157.00 157.77 -0.15 542 5,268 -61
Total Volume and Open Interest 143,927 387,760 +2,272
e-miNY RBOB Gasoline(NYM)
Jan17 161208 150.50 150.50 150.47 150.50 -0.32 0 1 +0
Feb17 161208 152.00 152.00 151.98 152.00 -0.28      
Mar17 161208 154.30 154.33 154.30 154.30 -0.27      
Apr17 161208 174.10 174.11 174.10 174.10 -0.27      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan17 161208 3.569 3.730 3.503 3.695 +0.092 225,250 243,448 -15,362
Feb17 161208 3.556 3.707 3.495 3.676 +0.087 61,894 89,870 +3,185
Mar17 161208 3.509 3.657 3.468 3.631 +0.081 90,542 203,242 +9,459
Apr17 161208 3.352 3.454 3.328 3.434 +0.055 73,750 107,210 +4,573
May17 161208 3.330 3.407 3.293 3.390 +0.051 29,949 88,460 +5,596
Jun17 161208 3.345 3.417 3.321 3.405 +0.048 15,226 40,566 -1,701
Jul17 161208 3.391 3.440 3.344 3.430 +0.047 10,462 41,038 +1,625
Aug17 161208 3.384 3.427 3.337 3.420 +0.046 6,429 28,414 +998
Sep17 161208 3.325 3.402 3.313 3.396 +0.042 5,983 30,742 +257
Oct17 161208 3.375 3.425 3.331 3.414 +0.042 22,725 83,186 +3,961
Nov17 161208 3.373 3.454 3.373 3.447 +0.040 6,906 26,652 -196
Dec17 161208 3.532 3.573 3.498 3.567 +0.035 5,961 32,198 +986
Jan18 161208 3.630 3.658 3.582 3.651 +0.032 7,246 30,292 -62
Feb18 161208 3.536 3.595 3.530 3.589 +0.023 1,462 10,558 +181
Mar18 161208 3.429 3.484 3.429 3.480 +0.023 6,041 29,845 +682
Apr18 161208 2.915 2.928 2.895 2.924 +0.006 5,673 34,500 +625
Total Volume and Open Interest 583,076 1,200,726 +16,013
Brent Crude Oil(ICE)
Feb17 161208 53.15 54.05 52.81 53.89 +0.89 280,650 505,065 -16,168
Mar17 161208 53.95 54.73 53.60 54.60 +0.82 150,243 404,608 +3,202
Apr17 161208 54.55 55.24 54.19 55.13 +0.76 57,319 151,956 +2,575
May17 161208 54.99 55.66 54.64 55.55 +0.72 45,625 124,733 +1,838
Jun17 161208 55.33 55.99 54.99 55.86 +0.68 93,300 229,471 +7,899
Jul17 161208 55.39 56.22 55.25 56.07 +0.64 15,044 64,271 +2,108
Aug17 161208 55.62 56.38 55.46 56.19 +0.59 7,836 43,423 -223
Sep17 161208 55.73 56.47 55.54 56.26 +0.55 17,759 65,470 +453
Oct17 161208 55.81 56.50 55.63 56.31 +0.52 4,192 32,248 +349
Nov17 161208 56.22 56.35 56.15 56.35 +0.50 3,119 25,211 +811
Dec17 161208 55.95 56.60 55.70 56.38 +0.47 57,468 217,543 -4,803
Jan18 161208 56.44 56.44 56.44 56.44 +0.46 2,040 28,272 +1,107
Feb18 161208 56.49 56.49 56.49 56.49 +0.43 1,034 17,255 +77
Mar18 161208 56.53 56.53 56.53 56.53 +0.40 925 22,795 -176
Total Volume and Open Interest 774,759 2,248,546 +715
Gas Oil(ICE)
Dec16 161208 465.25 471.50 462.50 466.75 -1.75 58,754 52,450 -9,332
Jan17 161208 469.75 476.50 467.50 471.50 -1.75 109,047 167,239 +3,083
Feb17 161208 474.00 480.75 472.25 476.00 -2.25 59,611 96,386 -1,260
Mar17 161208 477.75 484.25 476.00 479.50 -2.50 27,100 71,545 +729
Apr17 161208 480.50 486.75 478.75 482.25 -2.50 13,907 42,415 +2,867
May17 161208 482.75 489.25 481.00 484.75 -2.50 8,797 32,632 +435
Jun17 161208 484.75 491.25 483.00 486.75 -2.50 18,921 75,357 -2,548
Jul17 161208 486.25 494.00 486.00 489.50 -2.50 3,971 22,314 +37
Aug17 161208 488.75 496.50 488.75 492.25 -2.50 3,132 17,122 -341
Sep17 161208 491.50 498.75 491.50 494.75 -2.75 3,507 29,264 -143
Total Volume and Open Interest 323,560 814,906 -6,057
Ethanol(CBOT)
Jan17 161208 1.643 1.646 1.617 1.639 -0.008 265 3,910 -61
Feb17 161208 1.596 1.596 1.573 1.586 -0.007 103 803 +36
Mar17 161208 1.587 1.589 1.567 1.585 -0.007 12 464 +5
Apr17 161208 1.584 1.592 1.584 1.592 -0.007 1 358 +0
May17 161208 1.594 1.594 1.594 1.594 -0.007 0 6 +0
Jun17 161208 1.589 1.589 1.589 1.589 -0.007      
Jul17 161208 1.589 1.589 1.589 1.589 -0.007      
Aug17 161208 1.595 1.595 1.595 1.595 -0.007      
Total Volume and Open Interest 381 5,557 -20
WTI Crude Oil(ICE)
Jan17 161208 50.03 51.02 49.62 50.84 +1.07 40,613 91,170 +2,679
Feb17 161208 51.15 52.00 50.78 51.88 +0.94 62,990 100,714 +2,504
Mar17 161208 52.04 52.86 51.82 52.82 +0.85 38,253 62,925 +1,534
Apr17 161208 52.60 53.57 52.60 53.49 +0.77 12,172 23,248 +24
May17 161208 53.13 54.04 53.13 53.96 +0.71 7,412 18,291 +407
Jun17 161208 53.91 54.36 53.57 54.25 +0.66 19,614 66,242 -1,545
Jul17 161208 54.17 54.54 53.78 54.41 +0.61 1,713 8,691 +180
Aug17 161208 54.62 54.63 54.15 54.51 +0.58 650 6,856 +33
Sep17 161208 54.59 54.70 54.22 54.58 +0.56 2,231 16,350 +92
Oct17 161208 54.62 54.62 54.62 54.62 +0.53 279 4,792 +119
Nov17 161208 54.66 54.66 54.66 54.66 +0.51 179 2,850 -33
Dec17 161208 54.79 54.85 54.34 54.71 +0.50 7,579 77,869 +23
Jan18 161208 54.70 54.70 54.70 54.70 +0.49 119 1,691 +72
Feb18 161208 54.67 54.67 54.67 54.67 +0.47 25 938 -2
Mar18 161208 54.64 54.64 54.64 54.64 +0.46 23 3,303 +13
Apr18 161208 54.60 54.60 54.60 54.60 +0.45 1 935 +0
Total Volume and Open Interest 197,279 562,296 +6,100
US Dollar Index(ICE)
Dec16 161208 100.240 101.275 99.490 101.125 +0.857 32,299 74,804 -1,699
Mar17 161208 100.130 101.155 99.250 101.012 +0.872 3,614 17,535 -34
Jun17 161208 100.015 101.125 99.475 100.963 +0.878 32 714 +5
Total Volume and Open Interest 35,967 93,311 -1,730
Australian Dollar(CME)
Dec16 161208 74.79 75.07 74.27 74.58 -0.15 66,509 79,559 -1,302
Mar17 161208 74.68 74.92 74.13 74.43 -0.16 1,505 5,257 +520
Jun17 161208 74.26 74.73 74.00 74.28 -0.15 1 65 +1
Total Volume and Open Interest 68,015 84,900 -781
British Pound(CME)
Dec16 161208 126.32 127.08 125.50 125.90 -0.35 96,002 220,467 -2,844
Mar17 161208 126.56 127.33 125.78 126.17 -0.35 3,112 22,355 +1,452
Jun17 161208 127.50 127.59 126.11 126.46 -0.34 13 655 -1
Total Volume and Open Interest 99,133 243,671 -1,390
Canadian Dollar(CME)
Dec16 161208 75.59 75.86 75.48 75.82 +0.29 48,241 98,158 -2,376
Mar17 161208 75.67 75.94 75.56 75.90 +0.29 1,892 7,556 +603
Jun17 161208 75.82 76.01 75.68 75.99 +0.29 50 734 +17
Sep17 161208 75.83 76.09 75.83 76.07 +0.29 3 419 +3
Total Volume and Open Interest 50,186 107,289 -1,753
Japanese Yen(CME)
Dec16 161208 88.01 88.43 87.43 87.71 -0.14 107,139 219,622 +1,624
Mar17 161208 88.40 88.82 87.81 88.08 -0.15 3,751 16,046 +1,768
Jun17 161208 89.00 89.13 88.37 88.52 -0.13 0 216 +0
Total Volume and Open Interest 110,890 235,915 +3,392
Swiss Franc(CME)
Dec16 161208 99.39 99.85 98.28 98.43 -0.89 20,559 62,659 -80
Mar17 161208 99.90 100.35 98.83 98.96 -0.91 1,959 2,770 +779
Jun17 161208 99.58 100.78 99.54 99.58 -0.91 0 17 +0
Total Volume and Open Interest 22,518 65,455 +699
EuroFX(CME)
Dec16 161208 107.62 108.78 106.01 106.17 -1.47 199,821 387,390 -20,480
Mar17 161208 108.09 109.24 106.47 106.62 -1.48 31,555 43,597 +17,092
Jun17 161208 108.71 109.64 107.02 107.14 -1.48 181 1,965 +5
Total Volume and Open Interest 231,557 433,237 -3,383
Mexican Peso(CME)
Dec16 161208 491.75 492.75 487.50 491.13 +0.63 39,067 116,628 +221
Jan17 161208 489.88 489.88 489.88 489.88 +0.63      
Total Volume and Open Interest 41,149 151,640 +1,349
Brazilian Real(CME)
Jan17 161208 293.25 294.50 290.75 293.55 +2.50 1,264 18,095 -113
Feb17 161208 291.10 291.85 291.10 291.10 +2.55 0 4 +0
Mar17 161208 288.10 289.50 284.75 288.95 +2.40 5 1,826 -1
Apr17 161208 286.80 286.80 286.80 286.80 +2.70      
Total Volume and Open Interest 1,269 19,925 -114
30-Year T-Bonds(CBOT)
Dec16 161208 152~150 152~180 150~190 151~110 -1~070 3,951 8,994 -3,140
Mar17 161208 151~090 151~100 149~070 149~310 -1~070 174,326 566,951 +1,855
Jun17 161208 149~030 149~030 149~030 149~030 -1~070 0 3 +0
Total Volume and Open Interest 178,277 575,948 -1,285
10-Year T-Notes(CBOT)
Dec16 161208 125~195 125~195 124~305 125~090 -0~085 17,022 47,742 -5,315
Mar17 161208 124~280 124~280 124~065 124~170 -0~090 844,697 2,926,134 -14,445
Jun17 161208 124~010 124~010 124~010 124~010 -0~090      
Total Volume and Open Interest 861,719 2,973,876 -19,760
5-Year T-Notes(CBOT)
Dec16 161208 118~196 118~200 118~106 118~174 -0~016 37,428 75,442 -26,023
Mar17 161208 118~036 118~036 117~244 117~316 -0~024 474,727 2,769,130 +665
Jun17 161208 117~266 117~266 117~266 117~266 -0~024 0 1 +0
Total Volume and Open Interest 512,155 2,844,573 -25,358
2 Year T-Notes(CBOT)
Dec16 161208 108~226 108~230 108~214 108~226 +0~002 7,086 21,212 -3,272
Mar17 161208 108~144 108~146 108~120 108~140 unch 184,064 1,141,119 +322
Jun17 161208 108~140 108~140 108~140 108~140 unch      
Total Volume and Open Interest 191,150 1,162,331 -2,950
Eurodollars(CME)
Dec16 161208 99.010 99.018 99.010 99.015 +0.003 178,063 1,303,971 +10,580
Mar17 161208 98.960 98.960 98.950 98.960 unch 216,720 1,348,617 -37,676
Jun17 161208 98.830 98.835 98.815 98.830 unch 258,729 1,472,691 +49,883
Sep17 161208 98.740 98.745 98.715 98.735 unch 153,881 1,065,571 -2,727
Dec17 161208 98.610 98.615 98.580 98.600 -0.005 300,091 1,546,332 -19,240
Mar18 161208 98.520 98.520 98.480 98.505 -0.005 186,525 1,040,589 -992
Jun18 161208 98.415 98.415 98.365 98.395 -0.005 224,040 744,321 +27,458
Sep18 161208 98.310 98.315 98.260 98.290 -0.010 108,898 484,982 -800
Dec18 161208 98.195 98.195 98.135 98.165 -0.015 100,584 782,104 -5,980
Mar19 161208 98.115 98.115 98.055 98.085 -0.020 92,456 567,985 +6,916
Jun19 161208 98.035 98.035 97.965 98.000 -0.020 71,339 495,350 -4,130
Sep19 161208 97.960 97.960 97.880 97.920 -0.025 57,246 405,302 -307
Dec19 161208 97.870 97.870 97.785 97.830 -0.025 78,677 415,831 +1,794
Mar20 161208 97.815 97.815 97.730 97.770 -0.030 53,259 246,514 +6,285
Jun20 161208 97.755 97.755 97.670 97.705 -0.035 34,379 145,995 +39
Sep20 161208 97.700 97.700 97.615 97.650 -0.040 35,557 118,083 +2,047
Dec20 161208 97.630 97.635 97.550 97.585 -0.040 35,650 138,461 -3,382
Mar21 161208 97.585 97.585 97.495 97.530 -0.045 29,186 99,420 -402
Total Volume and Open Interest 2,292,274 12,748,555 +43,550
Ultra T-Bond(CBOT)
Dec16 161208 160~26 160~26 159~00 160~03 -1~19 2,624 18,004 -307
Mar17 161208 161~04 161~07 158~09 159~12 -1~20 65,352 643,164 +877
Jun17 161208 158~22 158~22 158~22 158~22 -1~20      
Total Volume and Open Interest 67,976 661,168 +570
Ultra 10-Yr T-Note(CBOT)
Dec16 161208 134~305 135~005 134~170 134~260 -0~155 2,343 6,147 +770
Mar17 161208 134~245 134~250 133~235 134~070 -0~155 53,326 305,602 +3,398
Jun17 161208 134~070 134~070 134~070 134~070 -0~155      
Total Volume and Open Interest 55,669 311,749 +4,168
30 Day Federal Funds(CBOT)
Dec16 161208 99.467 99.467 99.465 99.467 unch 2,206 86,626 +199
Jan17 161208 99.365 99.365 99.355 99.360 unch 5,154 226,457 +275
Feb17 161208 99.350 99.350 99.345 99.350 unch 2,673 89,526 -21
Mar17 161208 99.320 99.320 99.315 99.315 -0.005 3,292 79,098 -131
Apr17 161208 99.305 99.305 99.295 99.300 -0.005 11,096 132,675 +4,189
May17 161208 99.270 99.270 99.265 99.270 unch 4,678 56,392 -1,865
Total Volume and Open Interest 49,417 885,668 +4,476
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 161207 99.94 99.94 99.94 99.94 unch 0 7 +0
Mar17 161207 99.94 99.94 99.94 99.94 unch      
Jun17 161207 99.94 99.94 99.94 99.94 unch      
Sep17 161207 99.94 99.94 99.94 99.94 unch      
Dec17 161207 99.94 99.94 99.94 99.94 unch      
Mar18 161207 99.95 99.95 99.95 99.95 unch      
Jun18 161207 99.81 99.81 99.81 99.81 unch      
Sep18 161207 99.67 99.67 99.67 99.67 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Mar17 161207 150.12 150.34 150.11 150.33 +0.20 1,079 1,696 +667
Jun17 161207 150.33 150.33 150.33 150.33 +0.20      
Sep17 161207 150.33 150.33 150.33 150.33 +0.20      
Total Volume and Open Interest 2,741 17,059 -327
Euro-Buxl(EUREX)
Dec16 161208 172.20 172.28 171.18 171.18 -1.34 140,469 56,012 -127,779
Mar17 161208 170.16 170.56 164.62 166.92 -3.74 116,886 218,555 -4,371
Jun17 161208 165.18 165.18 165.18 165.18 -3.62 5 12 +2
Total Volume and Open Interest 257,360 274,579 -132,148
Euro-Bund(EUREX)
Dec16 161208 160.32 160.47 159.99 160.15 -0.17 1,332,401 396,919 -843,966
Mar17 161208 161.63 161.78 159.91 161.12 -0.62 979,365 1,818,283 +184,654
Jun17 161208 159.00 159.00 157.28 158.09 -1.23 0 16 +8
Total Volume and Open Interest 2,311,766 2,215,218 -659,304
Euro-Bobl(EUREX)
Dec16 161208 131.17 131.25 130.98 131.11 +0.02 1,103,317 190,192 -750,214
Mar17 161208 132.38 133.00 131.79 132.70 +0.31 815,047 1,339,223 +57,622
Jun17 161208 130.70 130.70 130.70 130.70 -0.64      
Total Volume and Open Interest 1,918,364 1,529,415 -692,592
Euro-Schatz(EUREX)
Dec16 161208 112.14 112.17 112.11 112.14 -0.03 562,999 212,215 -542,773
Mar17 161208 112.04 112.25 111.94 112.20 +0.15 602,223 1,456,728 +122,497
Jun17 161208 112.32 112.32 112.32 112.32 +0.15      
Total Volume and Open Interest 1,165,222 1,668,943 -420,276
3-Mth Euribor(EUREX)
Dec16 161208 100.315 100.320 100.315 100.320 +0.005 0 3,230 +0
Mar17 161208 100.300 100.305 100.300 100.305 +0.005 16 3,787 +0
Jun17 161208 100.290 100.290 100.285 100.285 +0.010 42 33,620 +0
Total Volume and Open Interest 1,436 73,781 -100
Long Gilt(LIFFE)
Dec16 161208 124~14 124~14 124~07 124~11 -0~04 6,064 22,720 -3,069
Mar17 161208 124~02 124~02 123~09 123~26 -0~05 175,058 606,236 -9,580
Total Volume and Open Interest 181,122 628,956 -12,649
3-Mth Short Sterling(LIFFE)
Dec16 161208 99.62 99.63 99.61 99.62 +0.01 41,837 440,301 -10,156
Mar17 161208 99.59 99.60 99.59 99.60 +0.01 23,002 365,590 +3,096
Jun17 161208 99.56 99.57 99.55 99.56 +0.01 30,639 359,363 +5,266
Sep17 161208 99.52 99.54 99.51 99.53 +0.01 40,564 289,625 +151
Dec17 161208 99.48 99.50 99.46 99.48 unch 36,991 276,009 +14,136
Mar18 161208 99.42 99.45 99.41 99.43 unch 31,277 176,238 +1,947
Total Volume and Open Interest 392,069 2,690,745 +28,101
3-Mth Euribor(LIFFE)
Dec16 161208 100.310 100.320 100.310 100.320 +0.005 35,761 357,767 +5,552
Mar17 161208 100.295 100.310 100.295 100.305 +0.005 56,175 411,763 -8,857
Jun17 161208 100.275 100.300 100.265 100.290 +0.015 75,573 382,142 +1,967
Total Volume and Open Interest 755,589 3,233,116 -6,657
3-Mth Aus T-Bills(SFE)
Dec16 161208 98.22 98.23 98.20 98.22 unch 16,118 50,037 -25,781
Mar17 161208 98.23 98.26 98.23 98.25 +0.01 25,002 215,793 +757
Jun17 161208 98.25 98.27 98.24 98.26 +0.01 38,824 239,524 +1,875
Sep17 161208 98.22 98.24 98.22 98.23 +0.01 27,935 156,718 +973
Dec17 161208 98.15 98.18 98.15 98.17 +0.02 19,365 158,808 -3,158
Mar18 161208 98.07 98.09 98.07 98.09 +0.02 7,196 95,573 +264
Jun18 161208 97.98 98.00 97.98 98.00 +0.02 7,134 69,368 -38
Sep18 161208 97.89 97.91 97.88 97.90 +0.01 7,180 43,447 +1,837
Dec18 161208 97.79 97.82 97.79 97.80 +0.01 3,456 11,281 +1,759
Mar19 161208 97.71 97.71 97.71 97.71 +0.03 655 4,449 +515
Total Volume and Open Interest 153,142 1,048,382 -20,816
10-Year Aus T-Bonds(SFE)
Dec16 161208 97.24 97.32 97.24 97.30 +0.06 101,218 960,206 -15,875
Mar17 161208 97.18 97.25 97.18 97.24 +0.06 8,605 17,093 +8,162
Total Volume and Open Interest 109,823 977,299 -7,713
3-Year Aus T-Bonds(SFE)
Dec16 161208 98.08 98.13 98.08 98.11 +0.02 173,823 975,154 -3,301
Mar17 161208 98.06 98.10 98.06 98.08 +0.03 17,272 28,592 +14,460
Total Volume and Open Interest 191,095 1,003,746 +11,159
Gold(CMX)
Dec16 161208 1173.8 1177.8 1169.1 1169.8 -5.2 652 1,463 -127
Feb17 161208 1176.1 1180.7 1170.9 1172.4 -5.1 137,614 269,789 -1,977
Apr17 161208 1179.3 1183.4 1174.0 1175.4 -5.0 4,097 36,268 +288
Jun17 161208 1182.1 1185.9 1177.3 1178.3 -4.9 2,676 38,965 +461
Aug17 161208 1183.6 1183.6 1181.0 1181.2 -4.7 439 10,682 +26
Oct17 161208 1190.1 1191.2 1184.1 1184.1 -4.6 79 2,981 -21
Dec17 161208 1190.3 1194.0 1186.1 1187.0 -4.4 389 20,286 +155
Feb18 161208 1191.9 1191.9 1190.2 1190.2 -4.2 3 213 -3
Apr18 161208 1197.5 1197.5 1193.2 1193.2 -4.2 37 164 +16
Jun18 161208 1196.2 1196.2 1196.2 1196.2 -4.2 43 4,211 +23
Aug18 161208 1199.4 1199.4 1199.4 1199.4 -4.2 34 6 +6
Oct18 161208 1202.4 1202.4 1202.4 1202.4 -4.2      
Total Volume and Open Interest 146,655 393,524 -1,170
Silver(CMX)
Dec16 161208 1710.0 1711.0 1699.5 1702.5 -17.8 268 1,844 -144
Mar17 161208 1720.0 1729.0 1702.5 1709.6 -17.9 46,293 129,501 -3
May17 161208 1727.5 1731.5 1709.0 1715.5 -18.0 1,031 12,267 +318
Jul17 161208 1729.5 1737.0 1714.5 1721.3 -17.9 486 6,439 +14
Sep17 161208 1735.5 1735.5 1723.5 1727.5 -18.2 155 1,062 -28
Dec17 161208 1748.5 1748.5 1732.0 1736.5 -18.4 422 4,917 -225
Mar18 161208 1744.7 1744.7 1744.7 1744.7 -18.4 2 14 +0
Total Volume and Open Interest 50,137 159,337 -529
Platinum(NYMEX)
Jan17 161208 942.4 952.9 935.4 943.8 +0.6 17,883 50,321 -1,717
Apr17 161208 946.5 956.1 939.0 947.3 +0.7 2,581 16,109 +1,428
Jul17 161208 957.4 957.4 947.6 951.0 +0.7 259 682 +236
Oct17 161208 954.4 954.4 954.4 954.4 +0.7 0 217 +0
Total Volume and Open Interest 20,724 67,342 -52
Palladium(NYMEX)
Dec16 161208 736.50 739.30 726.60 739.30 +6.30 19 44 -8
Mar17 161208 734.65 745.95 716.30 739.05 +6.40 4,338 27,354 +12
Jun17 161208 731.50 739.95 723.30 739.95 +6.40 13 227 -1
Total Volume and Open Interest 4,370 27,640 +3
Copper(CMX)
Dec16 161208 263.00 266.10 261.00 262.00 -1.70 1,022 4,083 -851
Mar17 161208 264.40 267.10 261.25 262.60 -1.80 71,496 160,589 -1,363
May17 161208 265.25 267.70 262.00 263.30 -1.85 4,531 27,489 -876
Jul17 161208 265.40 267.95 262.60 263.75 -1.85 1,613 18,511 +281
Sep17 161208 264.30 264.30 263.50 263.95 -1.85 802 6,241 +282
Total Volume and Open Interest 80,723 236,290 -2,473
E-mini DJIA Index(CBOT)
Dec16 161208 19522 19665 19494 19621 +104 103,826 133,610 -3,273
Mar17 161208 19453 19605 19431 19564 +111 3,071 8,598 +2,218
Jun17 161208 19405 19525 19405 19499 +111 1 58 +1
Sep17 161208 19414 19414 19414 19414 +111      
Total Volume and Open Interest 106,898 142,266 -1,054
S & P 500(CME)
Dec16 161208 2235.00 2247.70 2234.10 2247.70 +11.00 6,524 84,498 +207
Mar17 161208 2234.80 2246.00 2232.00 2242.40 +11.00 3,346 6,089 +1,458
Jun17 161208 2237.10 2238.00 2237.10 2237.10 +11.10 12 1,551 -14
Sep17 161208 2231.80 2232.70 2231.80 2231.80 +11.10      
Total Volume and Open Interest 9,882 92,138 +1,651
S & P 500 E-Mini(Globex)
Dec16 161208 2236.50 2251.50 2232.50 2247.75 +11.00 1,483,946 2,883,375 -40,148
Mar17 161208 2231.25 2246.00 2227.75 2242.50 +11.00 104,960 163,371 +49,841
Jun17 161208 2225.25 2241.00 2223.00 2237.00 +11.00 1,168 5,127 +108
Sep17 161208 2222.00 2235.50 2222.00 2231.75 +11.00 4 28 -2
Total Volume and Open Interest 1,590,078 3,051,926 +9,799
NASDAQ 100 E-Mini(Globex)
Dec16 161208 4844.50 4869.50 4836.00 4863.00 +21.20 185,123 249,513 +5,134
Mar17 161208 4843.50 4868.30 4836.00 4862.30 +21.80 3,235 4,602 +515
Jun17 161208 4841.30 4862.00 4841.30 4856.30 +21.80 2 33 +2
Total Volume and Open Interest 188,361 254,185 +5,652
S&P Midcap 400(CME) e-Mini
Dec16 161208 1675.10 1699.10 1674.70 1696.10 +18.70 14,014 88,014 +1,157
Mar17 161208 1675.00 1697.70 1675.00 1694.80 +19.20 78 88 +52
Jun17 161208 1685.10 1685.10 1685.10 1685.10 +19.20      
Total Volume and Open Interest 14,092 88,102 +1,209
Volatility Index(CBOE)
Dec16 161208 13.32 13.91 13.05 13.43 +0.10 82,224 172,871 -9,357
Jan17 161208 15.45 15.90 15.30 15.53 +0.05 54,640 130,169 +16,876
Feb17 161208 16.64 17.00 16.52 16.73 +0.10 19,078 36,481 +2,718
Mar17 161208 17.56 17.90 17.45 17.63 +0.08 7,036 29,509 +686
Total Volume and Open Interest 174,849 418,018 +11,983
Russell 2000 Mini(ICE)
Dec16 161208 1365.20 1389.20 1361.10 1388.60 +26.50 141,541 684,228 -6,621
Mar17 161208 1360.10 1387.50 1359.40 1386.90 +26.70 8,299 7,054 +5,389
Jun17 161208 1377.00 1383.90 1377.00 1383.90 +26.70 4 344 -4
Total Volume and Open Interest 149,844 691,904 -1,236
Nikkei 225(CME)
Dec16 161208 18650 18915 18615 18855 +230 15,945 26,072 -3,623
Mar17 161208 18675 18945 18640 18880 +215 9,232 24,384 +7,311
Total Volume and Open Interest 25,177 50,456 +3,688
Nikkei 225(SGX)
Dec16 161208 18510 18820 18490 18785 +290 159,471 174,466 -24,530
Mar17 161208 18715 18740 18650 18730 +280 87,690 100,780 +60,864
Jun17 161208 18625 18625 18625 18625 +290 0 1 +0
Total Volume and Open Interest 247,254 281,513 +36,322
Nikkei 225 Mini(JPX)
Dec16 161207 18395 18505 18355 18500 +100 780,019 437,872 -244
Mar17 161207 18350 18455 18305 18450 +100 91,141 87,790 +29,534
Jun17 161207 18220 18320 18180 18320 +110 682 2,398 -40
Total Volume and Open Interest 884,661 620,439 +29,555
Nikkei 225(JPX)
Dec16 161207 18400 18510 18350 18500 +100 113,400 361,617 -4,624
Mar17 161207 18350 18460 18310 18450 +100 53,577 149,682 +63,611
Jun17 161207 18240 18320 18240 18320 +110 13 17,967 +5
Total Volume and Open Interest 166,997 603,625 +58,994
Nikkei 225(CME) Yen
Dec16 161208 18630 18920 18610 18860 +230 67,553 53,178 -9,334
Mar17 161208 18590 18875 18565 18810 +225 32,600 35,180 +21,907
Jun17 161208 18680 18680 18680 18680 +225      
Total Volume and Open Interest 100,153 88,361 +12,573
Nikkei 225(CME) e-Mini Yen
Dec16 161208 18860 18860 18860 18860 +230 0 307 +0
Mar17 161208 18840 18840 18810 18810 +230      
Jun17 161208 18680 18680 18680 18680 +230      
Total Volume and Open Interest 0 307 +0
CAC 40(EURONEXT)
Dec16 161208 4722.0 4755.0 4684.5 4735.0 +40.5 111,775 286,521 -16,381
Jan17 161208 4711.0 4741.5 4682.0 4726.5 +40.5 2,347 7,348 +943
Feb17 161208 4685.0 4735.0 4685.0 4723.0 +40.5 19 22 +13
Mar17 161208 4709.5 4735.5 4677.0 4722.0 +40.5 68 293 +53
Total Volume and Open Interest 114,209 294,188 -15,372
Hang Seng Index(HKFE)
Dec16 161208 22814 23146 22808 22837 +43 81,727 130,864 -1,262
Jan17 161208 22835 23141 22835 22856 +41 556 2,788 +111
Total Volume and Open Interest 82,504 137,661 -1,030
DAX(EUREX)
Dec16 161208 11026.0 11206.0 10980.0 11184.5 +208.5 102,255 166,573 -2,027
Mar17 161208 11026.0 11200.0 10977.5 11182.0 +208.5 1,654 10,588 +1,387
Jun17 161208 11064.5 11205.5 11050.0 11205.5 +208.5 19 200 +3
Total Volume and Open Interest 103,928 177,361 -637
Mini-DAX(EUREX)
Dec16 161208 11026.0 11205.0 10982.0 11184.5 +208.5 26,186 14,594 -381
Mar17 161208 11031.0 11200.0 10980.0 11182.0 +208.5 713 2,950 -162
Jun17 161208 11058.0 11207.0 11057.0 11205.5 +208.5 22 74 +10
Total Volume and Open Interest 26,921 17,618 -533
FT-SE 100(EURONEXT)
Dec16 161208 6918.50 6950.00 6891.00 6929.50 +37.00 123,982 713,278 -9,136
Mar17 161208 6858.50 6884.50 6828.00 6866.00 +37.00 25,014 37,346 +17,437
Jun17 161208 6789.50 6793.50 6789.50 6793.50 +37.00 5,224 17,387 +5,212
Total Volume and Open Interest 154,220 768,011 +13,513
SPI 200(SFE)
Dec16 161208 5482.0 5553.0 5477.0 5541.0 +60.0 36,782 278,080 +1,489
Mar17 161208 5435.0 5500.0 5430.0 5490.0 +60.0 533 3,151 +482
Jun17 161208 5476.0 5476.0 5476.0 5476.0 +60.0 0 1,397 +0
Total Volume and Open Interest 37,327 283,971 +1,983
FTSE MIB(ISE)
Dec16 161208 18175.00 18495.00 18065.00 18397.00 +324.00 62,980 41,384 +2,526
Mar17 161208 18125.00 18435.00 18085.00 18340.00 +324.00 702 1,840 +19
Jun17 161208 17990.00 17990.00 17990.00 17990.00 +324.00      
Total Volume and Open Interest 63,682 43,224 +2,545
KOSPI 200(KFE)
Dec16 161208 256.30 260.95 256.20 260.80 +4.60 122,844 90,172 -19,362
Mar17 161208 257.50 257.60 256.75 257.50 +4.15 11,702 78,355 +28,063
Jun17 161208 257.70 258.30 257.60 258.30 +4.40 61 2,832 +41
Total Volume and Open Interest 134,609 176,494 +8,883
GSCI(CME)
Dec16 161208 384.00 386.25 381.55 385.70 +2.15 181 14,200 -10
Jan17 161208 387.30 389.45 385.30 389.00 +2.00 3 437 +1
Feb17 161208 391.25 391.25 391.25 391.25 +2.00      
Total Volume and Open Interest 184 14,637 -9
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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