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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue December 13, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161213 1031.25 1038.75 1025.25 1028.00 -3.00 136,393 220,542 -16,003
Mar17 161213 1042.75 1050.00 1036.75 1039.50 -3.00 77,718 256,300 +20,662
May17 161213 1050.75 1058.00 1045.25 1048.00 -2.50 15,722 79,343 -517
Jul17 161213 1056.00 1063.25 1050.75 1053.25 -2.75 16,722 90,720 +196
Aug17 161213 1055.75 1059.75 1049.00 1050.75 -2.50 743 6,328 +229
Sep17 161213 1037.00 1041.00 1034.25 1034.25 -2.00 104 2,259 -20
Nov17 161213 1021.75 1026.25 1016.50 1020.00 -2.00 6,522 69,276 +750
Jan18 161213 1022.25 1027.25 1018.00 1020.75 -2.25 86 2,689 +7
Mar18 161213 1014.50 1017.75 1010.50 1013.25 -1.75 41 2,168 +9
May18 161213 1011.00 1011.00 1011.00 1011.00 -1.75 4 436 +3
Jul18 161213 1019.00 1019.00 1012.50 1012.50 -1.25 8 707 +6
Aug18 161213 1006.00 1006.00 1006.00 1006.00 -1.25 1 18 +0
Sep18 161213 994.00 994.00 994.00 994.00 -1.25 0 17 +0
Nov18 161213 983.00 988.75 979.00 979.00 -1.75 61 933 +12
Total Volume and Open Interest 254,125 731,764 +5,334
Soybean Meal(CBOT)
Dec16 161213 314.80 316.10 313.10 313.50 -1.30 382 903 -244
Jan17 161213 316.30 318.80 314.20 315.10 -1.10 70,333 86,158 -11,834
Mar17 161213 320.40 323.10 318.60 319.70 -0.80 50,814 130,750 +8,798
May17 161213 323.00 325.80 321.30 322.60 -0.50 11,621 49,977 +409
Jul17 161213 325.40 328.00 323.70 325.30 -0.10 6,070 44,614 +451
Aug17 161213 324.50 325.90 323.20 324.20 +0.10 795 6,783 +177
Sep17 161213 322.60 323.70 320.40 321.80 +0.20 289 5,670 -32
Oct17 161213 316.90 318.90 316.60 317.20 +0.10 470 5,332 +44
Dec17 161213 317.40 319.20 316.50 317.50 +0.10 846 21,196 +23
Jan18 161213 317.00 317.10 316.00 317.10 unch 1 928 -1
Total Volume and Open Interest 141,628 354,665 -2,210
Soybean Oil(CBOT)
Dec16 161213 36.75 36.98 36.49 36.57 -0.19 625 460 -518
Jan17 161213 36.98 37.22 36.57 36.78 -0.19 76,532 127,746 -13,618
Mar17 161213 37.18 37.50 36.84 37.04 -0.20 49,492 150,105 +3,738
May17 161213 37.40 37.65 37.01 37.22 -0.18 14,229 57,788 -227
Jul17 161213 37.60 37.78 37.17 37.38 -0.17 9,976 51,481 +567
Aug17 161213 37.28 37.58 37.08 37.26 -0.17 860 5,981 +172
Sep17 161213 37.34 37.40 36.89 37.08 -0.17 342 4,815 +50
Oct17 161213 36.96 37.03 36.67 36.75 -0.17 436 4,669 +31
Dec17 161213 36.80 37.15 36.58 36.76 -0.20 1,980 12,718 +230
Jan18 161213 36.99 37.01 36.73 36.73 -0.20 9 563 +0
Total Volume and Open Interest 154,489 417,391 -9,575
Canola(WCE)
Jan17 161213 518.1 520.0 515.3 516.0 -2.1 13,145 93,303 -4,515
Mar17 161213 524.0 525.4 520.9 521.7 -2.0 7,064 65,205 +3,557
May17 161213 528.3 529.5 525.8 526.2 -1.7 1,634 27,857 +538
Jul17 161213 531.4 531.5 529.1 529.2 -1.1 580 16,474 +210
Nov17 161213 500.7 501.0 499.0 499.1 -0.9 131 13,336 -33
Total Volume and Open Interest 22,558 217,896 -243
Corn(CBOT)
Dec16 161213 355.25 359.00 353.50 356.25 +1.75 1,723 3,172 -1,203
Mar17 161213 360.00 364.75 359.25 361.00 +0.50 131,549 706,422 -711
May17 161213 367.00 371.25 366.00 367.75 +0.50 27,371 160,342 +285
Jul17 161213 373.50 378.25 373.00 374.75 +0.50 17,014 161,846 +1,880
Sep17 161213 380.50 384.50 379.75 381.25 +0.25 4,306 57,705 -365
Dec17 161213 389.00 392.75 387.75 389.25 unch 6,670 108,092 +500
Mar18 161213 397.25 401.25 396.75 398.00 -0.25 290 9,438 -7
May18 161213 403.00 405.25 402.75 403.50 -0.25 26 1,592 +0
Jul18 161213 408.00 411.00 407.75 408.00 unch 10 1,915 +3
Sep18 161213 404.00 404.00 403.75 403.75 +0.75 2 845 +0
Total Volume and Open Interest 189,012 1,218,812 +387
Wheat(CBOT)
Dec16 161213 400.50 404.00 398.00 398.00 -3.25 10 61 -9
Mar17 161213 417.25 420.75 414.00 417.50 +0.25 63,194 267,473 -3,061
May17 161213 428.25 431.25 425.00 428.25 +0.50 13,186 67,314 +2,145
Jul17 161213 440.25 443.00 437.00 440.00 +0.25 14,216 66,653 +2,566
Sep17 161213 453.50 456.00 450.50 453.00 -0.25 963 12,122 +144
Dec17 161213 469.25 473.25 468.00 469.75 -0.50 2,129 23,922 -220
Total Volume and Open Interest 93,904 442,985 +1,571
Wheat(KCBT)
Dec16 161213 399.25 399.25 399.25 399.25 +1.75 55 83 +14
Mar17 161213 414.75 419.50 411.50 415.25 +0.50 27,168 141,953 +1,556
May17 161213 426.25 431.00 423.00 426.75 +0.50 9,500 35,341 -163
Jul17 161213 438.75 443.25 435.25 438.75 unch 10,941 63,690 +1,483
Sep17 161213 452.50 457.75 452.50 454.00 unch 858 7,284 +201
Dec17 161213 470.50 476.50 470.50 473.00 -1.00 208 9,076 -127
Mar18 161213 487.50 489.00 485.00 485.00 -2.00 51 3,005 +2
Total Volume and Open Interest 48,807 261,913 +2,965
Wheat(MGE)
Dec16 161213 540.75 540.75 540.75 540.75 -1.00 5 43 -2
Mar17 161213 537.00 540.75 535.00 537.75 +0.75 3,538 33,938 -107
May17 161213 540.00 542.00 536.00 538.50 -0.75 1,591 11,960 +55
Jul17 161213 544.00 546.25 541.25 542.50 -1.50 1,167 6,162 +214
Sep17 161213 549.00 551.50 547.75 547.75 -1.25 217 3,868 -17
Dec17 161213 560.00 560.00 555.50 555.50 -1.50 227 2,843 +9
Total Volume and Open Interest 6,891 59,075 +185
Oats(CBOT)
Dec16 161213 218.00 221.25 216.75 218.25 +2.50 2 30 +0
Mar17 161213 231.50 234.50 230.75 232.50 +2.25 240 6,183 +19
May17 161213 233.00 235.25 233.00 234.50 +2.50 39 821 +5
Jul17 161213 238.00 239.75 237.50 237.50 +3.50 4 134 +1
Total Volume and Open Interest 287 7,263 +25
Rough Rice(CBOT)
Jan17 161213 9.84 9.93 9.77 9.78 -0.07 1,010 9,206 -621
Mar17 161213 10.11 10.18 10.05 10.06 -0.06 867 3,558 +661
May17 161213 10.41 10.41 10.31 10.31 -0.07 27 72 +21
Jul17 161213 10.48 10.48 10.48 10.48 -0.06 0 11 +0
Total Volume and Open Interest 1,904 12,855 +61
Live Cattle(CME)
Dec16 161213 110.500 111.730 109.950 111.135 +0.785 3,245 12,133 -1,192
Feb17 161213 113.250 114.430 113.000 113.980 +1.030 19,781 116,708 +776
Apr17 161213 112.300 113.600 112.230 113.230 +1.030 9,270 66,968 -1,764
Jun17 161213 102.830 103.950 102.830 103.785 +0.985 6,343 53,787 +697
Aug17 161213 99.180 99.750 99.050 99.700 +0.650 1,390 18,088 +288
Oct17 161213 99.000 99.850 99.000 99.750 +0.500 262 9,699 +62
Total Volume and Open Interest 40,399 281,651 -1,108
Feeder Cattle(CME)
Jan17 161213 129.000 129.800 128.650 128.985 +0.435 3,922 17,799 -869
Mar17 161213 125.350 126.635 125.300 126.100 +1.100 2,763 15,114 +529
Apr17 161213 124.230 125.830 124.230 125.350 +1.215 1,010 4,469 -297
May17 161213 123.385 124.500 123.180 124.080 +1.100 804 4,892 +308
Aug17 161213 124.000 124.730 123.830 124.350 +0.815 160 2,183 +55
Sep17 161213 122.150 122.785 122.150 122.500 +0.670 11 236 +8
Oct17 161213 121.200 121.400 121.050 121.400 +0.450 2 61 +2
Total Volume and Open Interest 8,672 44,767 -264
Lean Hogs(CME)
Dec16 161213 57.485 57.500 57.035 57.180 -0.200 5,093 16,555 -1,256
Feb17 161213 62.180 62.400 61.150 61.750 -0.430 24,110 93,655 -169
Apr17 161213 66.680 67.080 66.285 66.950 +0.270 13,741 41,167 -1,381
May17 161213 72.480 72.980 72.350 72.950 +0.550 176 1,179 +31
Jun17 161213 76.680 77.050 76.400 76.950 +0.350 7,718 22,204 +847
Jul17 161213 76.650 77.100 76.350 77.000 +0.365 1,860 9,735 +39
Aug17 161213 76.950 77.500 76.600 77.400 +0.420 1,878 12,453 +1,118
Oct17 161213 65.700 65.975 65.450 65.975 +0.175 311 3,575 +51
Total Volume and Open Interest 55,014 201,980 -669
Class III Milk(CME)
Dec16 161213 17.20 17.25 17.19 17.23 +0.06 193 6,216 -51
Jan17 161213 17.30 17.59 17.07 17.13 -0.15 237 4,635 +40
Feb17 161213 17.60 17.97 17.41 17.48 -0.14 143 3,793 +28
Mar17 161213 17.70 18.08 17.51 17.58 -0.16 207 3,346 +99
Apr17 161213 17.64 17.96 17.47 17.48 -0.20 72 2,593 +12
May17 161213 17.63 17.95 17.42 17.46 -0.16 90 2,564 +15
Jun17 161213 17.74 17.97 17.50 17.50 -0.16 42 2,232 +10
Jul17 161213 17.80 18.00 17.61 17.63 -0.14 45 1,189 +28
Aug17 161213 17.85 18.03 17.68 17.68 -0.17 42 1,214 +38
Sep17 161213 17.85 18.00 17.68 17.73 -0.12 43 1,183 +40
Oct17 161213 17.69 17.85 17.57 17.60 -0.10 55 970 +39
Nov17 161213 17.50 17.63 17.40 17.40 -0.07 39 962 +36
Dec17 161213 17.30 17.37 17.14 17.14 -0.04 38 912 +28
Total Volume and Open Interest 1,275 32,544 +367
Cocoa(ICE)
Dec16 161213 2289 2289 2280 2282 +49 24 12 -17
Mar17 161213 2274 2299 2240 2289 +49 30,104 135,600 -989
May17 161213 2268 2295 2239 2287 +49 11,461 53,179 -439
Jul17 161213 2266 2291 2238 2283 +48 6,934 33,755 +1,015
Sep17 161213 2268 2292 2245 2286 +44 2,759 13,653 +30
Dec17 161213 2283 2301 2260 2296 +36 2,752 7,959 +1,082
Mar18 161213 2304 2320 2286 2316 +34 2,255 9,453 +1,249
Total Volume and Open Interest 56,921 257,501 +2,491
Coffee "C"(ICE)
Dec16 161213 139.70 139.75 138.90 138.90 +0.85 0 115 +0
Mar17 161213 142.70 144.00 141.25 142.85 +0.85 16,936 98,871 -1,257
May17 161213 145.15 146.25 143.60 145.10 +0.85 4,888 42,168 +465
Jul17 161213 147.25 148.40 145.75 147.30 +0.85 2,453 18,620 +204
Sep17 161213 149.20 150.10 147.65 149.20 +0.80 1,423 10,238 +637
Dec17 161213 152.75 152.90 150.95 152.00 +0.65 128 10,467 -24
Total Volume and Open Interest 25,939 186,132 +63
Orange Juice(ICE)
Jan17 161213 204.50 205.00 200.25 202.20 -2.30 636 12,285 -275
Mar17 161213 200.90 201.35 197.75 199.45 -1.90 272 3,190 +165
May17 161213 200.10 200.10 197.15 198.45 -1.65 34 531 +1
Jul17 161213 196.20 197.45 195.95 197.45 -1.80 23 171 +13
Sep17 161213 194.05 194.05 193.80 193.80 -5.45      
Nov17 161213 191.40 191.40 191.40 191.40 -4.95 0 2 +0
Total Volume and Open Interest 965 16,180 -96
Sugar #11(ICE)
Mar17 161213 19.25 19.27 18.51 18.60 -0.65 38,529 388,577 -2,598
May17 161213 18.84 18.84 18.28 18.33 -0.48 18,833 167,516 +2,670
Jul17 161213 18.27 18.34 17.90 17.94 -0.32 15,464 122,595 -4,217
Oct17 161213 18.07 18.19 17.88 17.90 -0.17 6,769 71,763 +60
Mar18 161213 18.12 18.22 17.99 18.02 -0.06 2,201 40,890 -82
May18 161213 17.62 17.70 17.51 17.54 +0.01 336 14,674 +34
Jul18 161213 17.16 17.25 17.06 17.09 +0.05 260 11,575 +71
Oct18 161213 17.10 17.18 17.03 17.06 +0.09 304 10,724 +211
Total Volume and Open Interest 82,915 834,371 -3,777
London Cocoa(LCE)
Dec16 161213 1744 1757 1741 1754 +22 1,874 10,687 -220
Mar17 161213 1801 1818 1774 1816 +35 18,769 105,947 -286
May17 161213 1805 1827 1785 1823 +33 10,474 65,872 +44
Jul17 161213 1821 1843 1806 1839 +29 7,262 30,373 +895
Sep17 161213 1830 1854 1819 1848 +25 5,423 31,322 +1,594
Dec17 161213 1832 1850 1820 1847 +21 3,555 19,298 +614
Mar18 161213 1849 1864 1835 1861 +19 4,458 14,256 +962
Total Volume and Open Interest 56,014 283,408 +5,801
London Sugar(LCE)
Mar17 161213 513.60 513.70 498.70 499.20 -14.20 2,855 34,485 -183
May17 161213 509.10 509.10 495.00 495.60 -11.80 723 20,564 +75
Aug17 161213 498.00 498.50 488.00 488.40 -9.80 398 9,517 +36
Oct17 161213 485.90 486.70 478.50 478.70 -7.20 657 10,519 +40
Dec17 161213 476.40 476.90 471.50 471.60 -4.50 757 2,544 +209
Total Volume and Open Interest 6,149 80,942 +711
Cotton(ICE)
Mar17 161213 71.55 72.43 71.19 72.04 +0.35 15,779 176,304 -1,170
May17 161213 71.92 72.57 71.54 72.20 +0.30 3,133 40,057 +425
Jul17 161213 71.60 72.24 71.40 71.88 +0.29 1,314 13,977 -186
Oct17 161213 70.86 70.86 70.86 70.86 +0.27 3 34 +0
Dec17 161213 69.85 70.18 69.60 69.89 +0.29 749 18,301 +79
Mar18 161213 69.92 69.92 69.92 69.92 +0.29 1 372 +1
Total Volume and Open Interest 20,979 249,832 -851
Lumber(CME)
Jan17 161213 315.9 318.4 314.7 315.5 -0.8 414 2,030 -139
Mar17 161213 328.3 330.0 326.4 327.4 -1.1 175 1,516 +86
May17 161213 335.0 335.0 335.0 335.0 +0.9 1 198 +0
Jul17 161213 340.3 340.3 340.3 340.3 +0.9 0 42 +0
Total Volume and Open Interest 590 3,817 -53
Crude Oil(NYM)
Jan17 161213 52.54 53.41 52.35 52.98 +0.15 652,040 310,792 -67,738
Feb17 161213 53.52 54.40 53.31 53.94 +0.19 320,171 341,795 +20,029
Mar17 161213 54.42 55.31 54.20 54.81 +0.22 191,101 289,638 +7,583
Apr17 161213 55.16 55.97 54.84 55.46 +0.26 81,542 117,417 -167
May17 161213 55.55 56.42 55.27 55.90 +0.28 46,149 112,961 -1,604
Jun17 161213 55.76 56.68 55.50 56.15 +0.30 70,452 199,866 -6,595
Jul17 161213 56.00 56.76 55.70 56.27 +0.32 23,527 44,304 +990
Aug17 161213 56.19 56.77 55.84 56.32 +0.33 21,986 41,674 +2,400
Sep17 161213 56.20 56.78 55.65 56.32 +0.34 21,424 62,657 -284
Oct17 161213 56.47 56.58 55.97 56.28 +0.34 7,866 35,269 +479
Nov17 161213 56.05 56.49 56.05 56.23 +0.34 6,744 30,793 +411
Dec17 161213 55.91 56.73 55.40 56.18 +0.34 43,280 186,893 +1,087
Jan18 161213 56.25 56.26 56.06 56.06 +0.34 1,521 30,966 +521
Feb18 161213 56.05 56.05 55.94 55.94 +0.35 848 10,402 +326
Mar18 161213 55.88 55.88 55.77 55.81 +0.36 1,799 24,564 -333
Apr18 161213 55.69 55.69 55.69 55.69 +0.38 569 5,631 +119
Total Volume and Open Interest 1,511,052 2,039,582 -42,382
e-miNY Crude Oil(NYM)
Jan17 161213 52.525 53.425 52.350 52.975 +0.150 8,362 2,264 -76
Feb17 161213 53.450 54.400 53.325 53.950 +0.200 357 1,058 +28
Mar17 161213 54.475 55.300 54.225 54.800 +0.200 99 438 +10
Apr17 161213 55.800 55.800 55.450 55.450 +0.250 24 365 +3
May17 161213 55.900 55.900 55.900 55.900 +0.275 54 29 +19
Jun17 161213 56.000 56.500 56.000 56.150 +0.300 42 52 -27
Jul17 161213 56.375 56.375 56.275 56.275 +0.325 0 168 +0
Aug17 161213 56.325 56.325 56.325 56.325 +0.325 1 138 -1
Sep17 161213 56.325 56.325 56.325 56.325 +0.350 0 28 +0
Oct17 161213 56.275 56.275 56.275 56.275 +0.325 0 25 +0
Total Volume and Open Interest 8,941 4,774 -44
NY Harbor ULSD(NYM)
Jan17 161213 166.72 168.68 166.14 167.47 +0.30 59,766 92,820 -1,054
Feb17 161213 168.00 170.23 167.81 169.17 +0.57 36,157 83,458 +4,849
Mar17 161213 168.95 171.07 168.72 170.16 +0.70 24,376 71,625 +3,147
Apr17 161213 168.99 171.04 168.70 170.20 +0.75 16,980 41,548 +243
May17 161213 169.25 171.30 169.10 170.72 +0.81 8,367 26,316 +469
Jun17 161213 169.89 171.93 169.56 171.22 +0.85 9,872 44,144 +679
Jul17 161213 172.08 172.22 170.26 171.97 +0.87 1,132 6,573 -7
Aug17 161213 171.77 172.96 171.16 172.75 +0.90 839 4,443 -102
Sep17 161213 173.32 173.85 171.96 173.62 +0.93 734 7,733 -91
Oct17 161213 174.20 174.42 173.59 174.42 +0.94 942 4,841 +247
Nov17 161213 175.17 175.17 174.20 175.08 +0.95 401 3,605 +72
Dec17 161213 175.38 176.08 174.03 175.64 +0.96 3,300 36,624 +620
Jan18 161213 175.40 176.41 175.40 176.41 +1.01 159 2,846 -10
Feb18 161213 175.75 176.67 175.75 176.67 +1.05 80 1,781 -7
Total Volume and Open Interest 163,445 442,579 +9,239
RBOB Gasoline(NYM)
Jan17 161213 153.69 157.11 152.94 155.07 +0.77 50,105 100,078 -8,511
Feb17 161213 155.16 158.46 154.80 156.88 +1.13 30,910 72,559 +4,045
Mar17 161213 157.59 160.72 157.31 159.36 +1.19 17,197 52,616 +2,405
Apr17 161213 178.00 180.18 177.03 179.24 +1.31 10,389 39,916 +294
May17 161213 179.36 181.46 178.48 180.61 +1.27 7,859 23,193 +332
Jun17 161213 178.88 181.28 178.51 180.50 +1.25 7,353 30,588 +942
Jul17 161213 179.26 179.54 177.63 179.37 +1.23 3,573 8,032 -24
Aug17 161213 177.61 177.64 176.25 177.64 +1.24 2,926 4,281 +394
Sep17 161213 174.70 175.28 174.43 175.25 +1.29 3,948 12,470 +955
Oct17 161213 161.94 162.14 161.52 162.14 +1.17 1,495 5,279 -113
Total Volume and Open Interest 138,421 382,350 +1,312
e-miNY RBOB Gasoline(NYM)
Jan17 161213 155.10 155.10 155.07 155.10 +0.80 0 1 +0
Feb17 161213 156.90 156.90 156.88 156.90 +1.15      
Mar17 161213 159.40 159.40 159.36 159.40 +1.23      
Apr17 161213 179.20 179.24 179.20 179.20 +1.27      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan17 161213 3.528 3.577 3.448 3.474 -0.033 206,662 173,919 -29,579
Feb17 161213 3.526 3.578 3.456 3.475 -0.035 94,085 118,424 +11,372
Mar17 161213 3.499 3.548 3.439 3.456 -0.030 93,909 222,212 +4,958
Apr17 161213 3.366 3.402 3.335 3.351 -0.008 72,602 113,082 +1,669
May17 161213 3.343 3.375 3.317 3.340 +0.003 31,336 94,861 +1,494
Jun17 161213 3.357 3.392 3.342 3.362 +0.004 8,927 39,735 -64
Jul17 161213 3.407 3.418 3.375 3.391 +0.004 6,863 44,804 +768
Aug17 161213 3.371 3.405 3.356 3.379 +0.004 5,213 30,561 +248
Sep17 161213 3.365 3.380 3.335 3.353 +0.002 6,446 33,284 +1,387
Oct17 161213 3.365 3.400 3.352 3.371 unch 27,503 87,376 +995
Nov17 161213 3.424 3.431 3.390 3.404 unch 8,104 30,255 +980
Dec17 161213 3.539 3.541 3.500 3.520 -0.003 3,943 33,819 -325
Jan18 161213 3.603 3.628 3.582 3.606 -0.004 5,934 34,799 +1,628
Feb18 161213 3.565 3.565 3.539 3.548 -0.004 1,246 11,190 +178
Mar18 161213 3.462 3.462 3.429 3.443 -0.004 2,233 30,893 +314
Apr18 161213 2.897 2.924 2.893 2.907 -0.002 2,516 35,898 +244
Total Volume and Open Interest 580,722 1,219,445 -3,436
Brent Crude Oil(ICE)
Feb17 161213 55.70 56.44 55.13 55.72 +0.03 264,797 439,605 -8,390
Mar17 161213 56.37 57.09 55.83 56.39 +0.02 173,033 437,576 +19,380
Apr17 161213 56.94 57.60 56.38 56.97 +0.07 73,151 157,233 +7,315
May17 161213 57.33 57.97 56.78 57.40 +0.12 35,952 123,243 -431
Jun17 161213 57.58 58.24 57.05 57.69 +0.16 55,956 241,218 +5,021
Jul17 161213 57.77 58.37 57.30 57.83 +0.18 10,109 70,782 +1,198
Aug17 161213 57.77 58.40 57.25 57.86 +0.17 11,073 46,979 +2,143
Sep17 161213 57.85 58.41 57.28 57.83 +0.14 8,188 65,145 -527
Oct17 161213 57.75 58.39 57.28 57.79 +0.12 2,669 33,599 +253
Nov17 161213 57.91 57.91 57.16 57.74 +0.08 1,524 27,127 +202
Dec17 161213 57.72 58.34 57.07 57.68 +0.05 37,883 219,001 +835
Jan18 161213 57.76 57.87 57.63 57.66 +0.05 1,718 29,046 +24
Feb18 161213 57.64 57.64 57.64 57.64 +0.05 700 18,096 +393
Mar18 161213 57.55 57.61 57.55 57.61 +0.05 994 23,031 -188
Total Volume and Open Interest 698,031 2,258,263 +27,678
Gas Oil(ICE)
Jan17 161213 491.50 496.00 487.00 490.00 -1.00 92,050 173,144 -594
Feb17 161213 493.75 499.50 490.75 494.00 -1.25 52,794 110,697 +6,623
Mar17 161213 497.75 502.25 493.75 496.75 -1.50 22,067 77,804 -164
Apr17 161213 500.25 504.25 496.00 498.75 -2.00 10,087 44,071 +281
May17 161213 502.00 506.00 498.25 500.75 -2.00 6,175 34,204 +855
Jun17 161213 503.50 508.00 500.00 502.25 -2.25 10,916 74,232 +222
Jul17 161213 505.25 510.00 502.25 504.50 -2.25 2,775 21,995 -226
Aug17 161213 506.50 512.25 504.25 506.75 -2.25 1,684 17,528 +788
Sep17 161213 509.50 514.25 506.25 508.50 -2.50 992 29,212 +137
Oct17 161213 510.75 514.75 508.25 510.50 -2.50 974 22,779 +70
Total Volume and Open Interest 244,054 801,366 -11,969
Ethanol(CBOT)
Jan17 161213 1.745 1.758 1.707 1.743 -0.010 204 3,023 -89
Feb17 161213 1.673 1.675 1.637 1.671 -0.005 142 1,058 +30
Mar17 161213 1.646 1.667 1.641 1.665 -0.005 14 478 -4
Apr17 161213 1.660 1.660 1.660 1.660 -0.005 6 561 +3
May17 161213 1.662 1.662 1.662 1.662 -0.005 0 6 +0
Jun17 161213 1.653 1.653 1.653 1.653 -0.005      
Jul17 161213 1.650 1.650 1.650 1.650 -0.005      
Aug17 161213 1.656 1.656 1.656 1.656 -0.005      
Total Volume and Open Interest 366 5,142 -60
WTI Crude Oil(ICE)
Jan17 161213 52.72 53.40 52.35 52.98 +0.15 51,519 65,102 -12,278
Feb17 161213 53.68 54.38 53.31 53.94 +0.19 65,364 84,846 -3,680
Mar17 161213 54.61 55.27 54.20 54.81 +0.22 51,755 74,498 +1,538
Apr17 161213 55.22 55.94 54.89 55.46 +0.26 17,317 20,715 -558
May17 161213 55.76 56.39 55.33 55.90 +0.28 9,687 17,613 -61
Jun17 161213 56.03 56.53 55.56 56.15 +0.30 17,192 63,984 +1,042
Jul17 161213 56.26 56.77 55.63 56.27 +0.32 3,126 7,034 -293
Aug17 161213 56.32 56.38 56.32 56.32 +0.33 3,371 8,311 +2,056
Sep17 161213 56.33 56.82 55.96 56.32 +0.34 878 17,066 +26
Oct17 161213 56.28 56.28 56.28 56.28 +0.34 428 5,226 +117
Nov17 161213 56.23 56.23 56.23 56.23 +0.34 169 2,825 -9
Dec17 161213 56.08 56.30 55.60 56.18 +0.34 9,725 76,294 -2,680
Jan18 161213 56.06 56.06 56.06 56.06 +0.34 59 1,785 +33
Feb18 161213 55.94 55.94 55.94 55.94 +0.35 59 977 +31
Mar18 161213 55.81 55.81 55.81 55.81 +0.36 48 3,286 -12
Apr18 161213 55.69 55.69 55.69 55.69 +0.38 2 935 +0
Total Volume and Open Interest 232,239 527,083 -14,885
US Dollar Index(ICE)
Dec16 161213 100.970 101.195 100.785 101.107 +0.057 30,121 66,454 -821
Mar17 161213 100.875 101.090 100.680 100.993 +0.063 4,832 25,874 +403
Jun17 161213 100.840 101.020 100.800 100.948 +0.063 76 851 +44
Total Volume and Open Interest 35,042 93,435 -374
Australian Dollar(CME)
Dec16 161213 74.93 75.22 74.75 74.96 +0.10 76,241 75,043 -126
Mar17 161213 74.80 75.09 74.60 74.81 +0.10 8,482 11,283 +4,609
Jun17 161213 74.51 74.87 74.51 74.66 +0.10 6 79 +4
Total Volume and Open Interest 84,734 86,429 +4,492
British Pound(CME)
Dec16 161213 126.85 127.31 126.54 126.64 -0.09 92,043 201,922 -7,216
Mar17 161213 127.14 127.58 126.83 126.92 -0.09 10,524 37,246 +6,046
Jun17 161213 127.25 127.80 127.15 127.22 -0.08 2 658 +0
Total Volume and Open Interest 102,584 240,017 -1,173
Canadian Dollar(CME)
Dec16 161213 76.16 76.34 76.11 76.23 +0.11 44,315 93,427 -4,467
Mar17 161213 76.28 76.43 76.21 76.32 +0.11 6,243 12,744 +2,181
Jun17 161213 76.43 76.50 76.33 76.40 +0.09 20 1,157 -2
Sep17 161213 76.49 76.59 76.49 76.49 +0.10 6 422 +0
Total Volume and Open Interest 50,586 108,175 -2,286
Japanese Yen(CME)
Dec16 161213 87.08 87.15 86.61 86.78 -0.12 145,330 216,569 -6,222
Mar17 161213 87.45 87.52 86.99 87.15 -0.12 24,203 44,298 +15,911
Jun17 161213 87.60 87.85 87.49 87.59 -0.11 30 210 -2
Total Volume and Open Interest 169,564 261,107 +9,686
Swiss Franc(CME)
Dec16 161213 98.79 99.03 98.60 98.76 +0.15 23,018 58,194 -2,835
Mar17 161213 99.30 99.58 99.13 99.30 +0.15 1,361 4,000 +589
Jun17 161213 100.00 100.09 99.93 99.93 +0.16 0 17 +0
Total Volume and Open Interest 24,379 62,220 -2,246
EuroFX(CME)
Dec16 161213 106.46 106.70 106.07 106.23 -0.10 220,016 340,894 -24,715
Mar17 161213 106.90 107.16 106.53 106.69 -0.10 54,816 75,134 +14,631
Jun17 161213 107.31 107.66 107.07 107.21 -0.10 199 2,158 +144
Total Volume and Open Interest 275,036 418,478 -9,935
Mexican Peso(CME)
Dec16 161213 495.50 495.50 492.25 493.25 -1.25 41,869 110,618 -4,327
Jan17 161213 491.88 491.88 491.88 491.88 -1.38      
Total Volume and Open Interest 49,639 152,418 -2,206
Brazilian Real(CME)
Jan17 161213 298.00 299.70 295.70 299.15 +1.65 1,328 17,590 +114
Feb17 161213 296.65 296.95 293.35 296.65 +1.80 0 10 +0
Mar17 161213 294.75 294.75 291.30 294.60 +1.85 2 1,815 +0
Apr17 161213 292.15 292.15 292.15 292.15 +2.20      
Total Volume and Open Interest 1,330 19,415 +114
30-Year T-Bonds(CBOT)
Dec16 161213 150~060 151~030 150~000 150~070 +0~070 1,329 7,110 -187
Mar17 161213 148~250 149~220 148~160 148~260 +0~070 278,368 569,178 +12,182
Jun17 161213 147~300 147~300 147~300 147~300 +0~070 0 3 +0
Total Volume and Open Interest 279,697 576,291 +11,995
10-Year T-Notes(CBOT)
Dec16 161213 124~280 125~025 124~200 124~215 -0~030 8,544 34,831 -4,708
Mar17 161213 124~015 124~100 123~265 123~295 -0~025 1,466,260 2,951,170 -3,279
Jun17 161213 123~135 123~135 123~135 123~135 -0~025      
Total Volume and Open Interest 1,474,804 2,986,001 -7,987
5-Year T-Notes(CBOT)
Dec16 161213 118~116 118~134 118~060 118~066 -0~036 21,222 53,348 -6,623
Mar17 161213 117~236 117~270 117~176 117~190 -0~042 780,463 2,843,676 +32,828
Jun17 161213 117~110 117~110 117~110 117~110 -0~072 0 1 +0
Total Volume and Open Interest 801,685 2,897,025 +26,205
2 Year T-Notes(CBOT)
Dec16 161213 108~214 108~216 108~194 108~202 -0~012 985 17,118 -2,189
Mar17 161213 108~122 108~132 108~102 108~110 -0~014 255,367 1,139,041 +7,201
Jun17 161213 108~110 108~110 108~110 108~110 -0~014      
Total Volume and Open Interest 256,352 1,156,159 +5,012
Eurodollars(CME)
Dec16 161213 99.015 99.018 99.007 99.010 -0.005 195,726 1,297,243 -7,004
Mar17 161213 98.945 98.950 98.930 98.940 -0.005 257,671 1,380,181 +2,886
Jun17 161213 98.805 98.810 98.780 98.790 -0.010 205,987 1,465,840 -3,053
Sep17 161213 98.705 98.710 98.670 98.685 -0.015 224,288 1,054,801 -15,913
Dec17 161213 98.565 98.580 98.535 98.545 -0.020 347,221 1,548,013 -17,581
Mar18 161213 98.460 98.475 98.430 98.440 -0.020 279,340 1,015,571 -8,553
Jun18 161213 98.345 98.360 98.315 98.320 -0.025 214,745 741,684 -2,425
Sep18 161213 98.235 98.255 98.200 98.210 -0.025 188,436 494,320 -1,310
Dec18 161213 98.105 98.125 98.070 98.080 -0.025 238,909 801,435 +25,098
Mar19 161213 98.020 98.040 97.980 97.990 -0.030 133,786 568,293 +2,831
Jun19 161213 97.925 97.950 97.890 97.895 -0.030 108,050 500,933 +2,988
Sep19 161213 97.840 97.870 97.805 97.815 -0.025 112,249 430,041 +13,393
Dec19 161213 97.745 97.770 97.710 97.715 -0.025 99,808 406,333 -2,554
Mar20 161213 97.675 97.710 97.650 97.655 -0.020 79,286 253,607 -1,113
Jun20 161213 97.610 97.645 97.585 97.590 -0.020 49,326 152,360 +1,595
Sep20 161213 97.555 97.585 97.525 97.535 -0.010 53,492 115,411 -2,077
Dec20 161213 97.475 97.515 97.455 97.465 -0.010 52,262 141,516 +890
Mar21 161213 97.430 97.460 97.400 97.415 unch 37,727 99,566 +583
Total Volume and Open Interest 2,971,563 12,818,470 +60
Ultra T-Bond(CBOT)
Dec16 161213 159~06 159~12 158~13 158~20 +0~13 1,439 12,491 -650
Mar17 161213 157~20 158~22 157~04 157~24 +0~10 88,371 656,368 +2,448
Jun17 161213 157~02 157~02 157~02 157~02 +0~10      
Total Volume and Open Interest 89,810 668,859 +1,798
Ultra 10-Yr T-Note(CBOT)
Dec16 161213 133~315 134~120 133~260 133~290 unch 4,238 3,890 -2,069
Mar17 161213 133~145 133~285 133~065 133~130 +0~020 112,820 321,884 +1,808
Jun17 161213 133~130 133~130 133~130 133~130 +0~020      
Total Volume and Open Interest 117,058 325,774 -261
30 Day Federal Funds(CBOT)
Dec16 161213 99.465 99.467 99.465 99.465 -0.003 10,134 86,536 -731
Jan17 161213 99.355 99.360 99.355 99.360 unch 2,511 233,267 +319
Feb17 161213 99.340 99.345 99.335 99.340 -0.005 4,291 85,520 +903
Mar17 161213 99.310 99.315 99.305 99.310 -0.005 4,105 80,901 +453
Apr17 161213 99.295 99.300 99.290 99.290 -0.005 10,775 151,896 +4,893
May17 161213 99.260 99.265 99.250 99.255 -0.010 16,426 61,019 +2,784
Total Volume and Open Interest 84,988 933,948 +24,050
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)
Mar17 161212 99.95 99.95 99.95 99.95 +0.00      
Jun17 161212 99.95 99.95 99.95 99.95 +0.00      
Sep17 161212 99.95 99.95 99.95 99.95 +0.00      
Dec17 161212 99.95 99.95 99.95 99.95 +0.00      
Mar18 161212 99.96 99.96 99.96 99.96 +0.01      
Jun18 161212 99.82 99.82 99.82 99.82 +0.01      
Sep18 161212 99.68 99.68 99.68 99.68 +0.01      
Dec18 161212 99.54 99.54 99.54 99.54 +0.01      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Mar17 161212 150.18 150.20 149.88 149.98 -0.21 3,503 6,100 +1,192
Jun17 161212 149.98 149.98 149.98 149.98 -0.21      
Sep17 161212 149.98 149.98 149.98 149.98 -0.21      
Total Volume and Open Interest 7,202 18,200 -2,533
Euro-Buxl(EUREX)
Mar17 161213 165.24 167.30 164.50 166.56 +2.24 70,079 213,277 -2,143
Jun17 161213 165.14 165.14 164.80 164.80 +2.24 0 10 +0
Sep17 161213 164.80 164.80 164.80 164.80 +2.24      
Total Volume and Open Interest 70,079 213,287 -2,143
Euro-Bund(EUREX)
Mar17 161213 161.37 161.95 161.08 161.71 +0.66 835,096 1,832,130 -125,469
Jun17 161213 158.49 158.54 158.49 158.54 +0.57 31 48 +12
Sep17 161213 158.54 158.54 158.54 158.54 +0.57      
Total Volume and Open Interest 835,127 1,832,178 -125,457
Euro-Bobl(EUREX)
Mar17 161213 132.79 132.96 132.69 132.90 +0.16 565,337 1,350,045 -73,912
Jun17 161213 130.71 130.71 130.71 130.71 +0.08 1 11 +10
Sep17 161213 130.71 130.71 130.71 130.71 +0.08      
Total Volume and Open Interest 565,338 1,350,056 -73,902
Euro-Schatz(EUREX)
Mar17 161213 112.22 112.25 112.21 112.24 +0.01 408,156 1,355,139 -92,677
Jun17 161213 112.36 112.36 112.14 112.17 +0.01 10 6 -2
Sep17 161213 112.17 112.17 112.17 112.17 +0.01      
Total Volume and Open Interest 408,166 1,355,145 -92,679
3-Mth Euribor(EUREX)
Dec16 161213 100.320 100.320 100.320 100.320 unch 0 2,980 +0
Mar17 161213 100.305 100.305 100.305 100.305 unch 3 3,810 +0
Jun17 161213 100.290 100.290 100.290 100.290 unch 1 33,587 +0
Total Volume and Open Interest 405 73,552 -77
Long Gilt(LIFFE)
Dec16 161213 123~30 124~03 123~27 123~31 +0~17 8,449 15,489 -4,466
Mar17 161213 122~29 123~15 122~25 123~07 +0~19 183,148 599,797 +2,623
Total Volume and Open Interest 191,597 615,286 -1,843
3-Mth Short Sterling(LIFFE)
Dec16 161213 99.62 99.63 99.61 99.61 -0.01 18,923 441,206 -4,752
Mar17 161213 99.60 99.61 99.59 99.59 -0.01 25,700 372,889 -186
Jun17 161213 99.57 99.57 99.55 99.56 unch 24,257 367,145 +4,394
Sep17 161213 99.53 99.54 99.51 99.52 unch 34,854 291,585 +6,057
Dec17 161213 99.48 99.49 99.46 99.47 unch 42,519 269,981 +3,874
Mar18 161213 99.43 99.43 99.41 99.42 +0.01 21,214 173,910 -588
Total Volume and Open Interest 392,673 2,700,712 +16,493
3-Mth Euribor(LIFFE)
Dec16 161213 100.315 100.320 100.315 100.315 unch 17,500 346,337 -2,528
Mar17 161213 100.305 100.310 100.300 100.305 unch 57,023 402,562 -1,198
Jun17 161213 100.290 100.295 100.285 100.285 unch 61,144 383,302 +1,173
Total Volume and Open Interest 627,318 3,253,986 -4,306
3-Mth Aus T-Bills(SFE)
Dec16 161208 98.22 98.23 98.20 98.22 unch 16,118 50,037 -25,781
Mar17 161213 98.23 98.23 98.22 98.23 unch 13,914 209,084 -7,189
Jun17 161213 98.23 98.25 98.22 98.23 -0.01 23,049 239,326 -8,570
Sep17 161213 98.20 98.22 98.19 98.21 unch 15,113 163,289 +1,297
Dec17 161213 98.14 98.16 98.14 98.15 unch 11,696 162,786 +1,511
Mar18 161213 98.05 98.08 98.05 98.06 +0.01 5,689 94,728 -194
Jun18 161213 97.94 97.98 97.94 97.96 +0.01 8,824 71,179 -2,882
Sep18 161213 97.84 97.87 97.83 97.86 +0.02 5,891 47,768 +607
Dec18 161213 97.73 97.77 97.72 97.76 +0.03 3,275 17,665 +1,955
Mar19 161213 97.66 97.66 97.65 97.65 +0.02 231 4,687 +95
Total Volume and Open Interest 88,107 1,014,323 -13,536
10-Year Aus T-Bonds(SFE)
Dec16 161213 97.17 97.22 97.13 97.20 +0.03 393,827 938,305 -30,465
Mar17 161213 97.11 97.16 97.08 97.14 +0.03 282,780 278,690 +206,837
Total Volume and Open Interest 676,607 1,216,995 +176,372
3-Year Aus T-Bonds(SFE)
Dec16 161213 98.03 98.07 98.01 98.07 +0.04 286,223 961,397 -6,133
Mar17 161213 98.00 98.05 97.99 98.04 +0.04 177,412 187,381 +120,207
Total Volume and Open Interest 463,635 1,148,778 +114,074
Gold(CMX)
Dec16 161213 1163.5 1164.0 1155.4 1156.7 -6.8 365 1,325 -82
Feb17 161213 1164.5 1167.0 1156.3 1159.0 -6.8 162,823 270,195 -548
Apr17 161213 1168.0 1169.3 1159.3 1161.9 -6.8 3,187 36,260 +443
Jun17 161213 1170.3 1172.0 1162.1 1164.6 -6.9 1,945 38,386 -235
Aug17 161213 1171.3 1171.3 1167.3 1167.5 -6.9 848 10,643 -195
Oct17 161213 1177.1 1177.1 1170.4 1170.4 -6.9 623 3,277 +301
Dec17 161213 1180.0 1180.0 1171.3 1173.3 -7.0 1,269 21,634 +344
Feb18 161213 1176.3 1176.3 1176.3 1176.3 -7.1 1 213 +0
Apr18 161213 1179.5 1179.5 1179.5 1179.5 -7.0 0 160 +0
Jun18 161213 1182.8 1182.8 1182.8 1182.8 -6.9 0 4,211 +0
Aug18 161213 1186.1 1186.1 1186.1 1186.1 -6.8 0 6 +0
Oct18 161213 1189.3 1189.3 1189.3 1189.3 -6.8      
Total Volume and Open Interest 171,952 394,722 +24
Silver(CMX)
Dec16 161213 1707.5 1715.0 1676.5 1691.1 -20.5 186 667 -159
Mar17 161213 1713.0 1723.0 1683.0 1697.7 -21.0 45,837 132,890 -326
May17 161213 1720.0 1727.5 1689.0 1703.4 -21.1 2,099 13,417 +251
Jul17 161213 1726.0 1729.5 1704.5 1708.8 -21.3 1,384 5,715 -269
Sep17 161213 1734.5 1734.5 1712.0 1714.4 -21.8 154 1,028 +2
Dec17 161213 1740.5 1742.0 1715.0 1723.3 -21.9 690 5,090 -27
Mar18 161213 1730.0 1732.1 1730.0 1732.1 -21.9 0 14 +0
Total Volume and Open Interest 51,177 161,383 -684
Platinum(NYMEX)
Jan17 161213 933.5 939.9 924.3 936.7 +3.0 17,779 45,566 -1,435
Apr17 161213 935.8 942.5 928.0 939.9 +2.9 2,903 20,841 +1,861
Jul17 161213 942.4 946.2 938.8 943.6 +2.8 31 1,237 +18
Oct17 161213 947.0 947.0 947.0 947.0 +2.8 5 218 +1
Total Volume and Open Interest 20,730 67,876 +454
Palladium(NYMEX)
Dec16 161213 729.60 729.60 729.60 729.60 +2.25 0 40 +0
Mar17 161213 724.90 734.95 724.35 730.60 +3.05 3,501 26,855 -351
Jun17 161213 730.95 731.50 730.95 731.50 +3.05 9 399 -4
Total Volume and Open Interest 3,510 27,309 -355
Copper(CMX)
Dec16 161213 259.20 262.25 256.10 259.30 -2.00 552 3,145 -193
Mar17 161213 260.20 263.05 256.65 259.85 -2.05 64,318 160,670 -665
May17 161213 260.65 263.65 257.40 260.60 -2.05 2,308 27,720 +278
Jul17 161213 261.35 263.60 258.60 261.10 -2.00 710 18,660 -78
Sep17 161213 261.35 261.55 259.45 261.50 -2.00 828 6,121 +59
Total Volume and Open Interest 69,775 236,116 -327
E-mini DJIA Index(CBOT)
Dec16 161213 19789 19957 19774 19912 +131 71,100 82,463 -29,428
Mar17 161213 19731 19900 19714 19858 +135 120,230 58,892 +25,546
Jun17 161213 19681 19793 19681 19793 +135 22 89 +10
Sep17 161213 19708 19708 19708 19708 +135      
Total Volume and Open Interest 191,352 141,444 -3,872
S & P 500(CME)
Dec16 161213 2266.50 2277.30 2265.00 2273.20 +17.20 26,112 75,611 -8,548
Mar17 161213 2250.60 2267.80 2248.00 2267.80 +17.40 21,528 30,622 +15,965
Jun17 161213 2262.50 2264.20 2262.50 2262.50 +17.30 20 1,699 +0
Sep17 161213 2257.20 2258.90 2257.20 2257.20 +17.30      
Total Volume and Open Interest 47,660 107,932 +7,417
S & P 500 E-Mini(Globex)
Dec16 161213 2256.00 2278.25 2253.25 2273.25 +17.25 1,090,581 2,079,430 -382,027
Mar17 161213 2250.25 2273.00 2247.75 2267.75 +17.25 1,609,142 1,154,579 +467,704
Jun17 161213 2249.75 2267.25 2249.75 2262.50 +17.25 523 5,934 -130
Sep17 161213 2253.25 2260.00 2253.25 2257.25 +17.25 4 36 -2
Total Volume and Open Interest 2,700,250 3,240,009 +85,545
NASDAQ 100 E-Mini(Globex)
Dec16 161213 4867.00 4962.00 4861.50 4937.80 +70.00 133,170 187,345 -26,565
Mar17 161213 4865.50 4961.50 4859.50 4937.50 +71.20 171,196 68,789 +41,181
Jun17 161213 4865.00 4950.80 4865.00 4931.50 +71.20 7 38 +2
Total Volume and Open Interest 304,378 256,214 +14,622
S&P Midcap 400(CME) e-Mini
Dec16 161213 1682.20 1692.30 1677.40 1686.60 +4.00 28,274 51,702 -12,856
Mar17 161213 1680.60 1691.10 1675.90 1685.50 +4.10 30,654 42,291 +15,213
Jun17 161213 1675.80 1675.80 1675.80 1675.80 +4.10      
Total Volume and Open Interest 58,928 93,993 +2,357
Volatility Index(CBOE)
Dec16 161213 13.40 13.72 13.17 13.28 -0.15 69,810 166,989 +0
Jan17 161213 15.55 15.80 15.30 15.48 -0.10 53,316 149,207 +0
Feb17 161213 16.74 17.02 16.53 16.73 unch 20,564 40,901 +0
Mar17 161213 17.63 17.88 17.45 17.68 +0.05 8,432 29,711 +0
Total Volume and Open Interest 160,334 438,157 +0
Russell 2000 Mini(ICE)
Dec16 161213 1373.60 1386.40 1368.10 1375.80 +1.80 171,057 449,439 -128,704
Mar17 161213 1372.10 1385.10 1366.90 1374.70 +1.90 215,460 275,867 +120,390
Jun17 161213 1371.70 1371.70 1371.70 1371.70 +1.90 0 344 +0
Total Volume and Open Interest 386,518 725,929 -8,313
Nikkei 225(CME)
Mar17 161213 19135 19370 19075 19340 +205 13,858 30,608 -1,272
Jun17 161213 19265 19265 19265 19265 +205      
Total Volume and Open Interest 13,858 30,608 -1,272
Nikkei 225(SGX)
Dec16 161208 18510 18820 18490 18785 +290 159,471 174,466 -24,530
Mar17 161213 19180 19260 19165 19195 +10 105,115 181,628 +2,474
Jun17 161213 19080 19110 19075 19075 +10 195 77 +75
Total Volume and Open Interest 105,431 187,879 -123,155
Nikkei 225 Mini(JPX)
Dec16 161208 18525 18790 18485 18790 +290 877,826 406,905 -30,967
Mar17 161212 18965 19240 18930 19190 +460 126,355 166,667 +38,447
Jun17 161212 18850 19105 18795 19040 +440 539 2,355 +78
Total Volume and Open Interest 681,099 647,822 +17,528
Nikkei 225(JPX)
Dec16 161208 18530 18790 18490 18790 +290 173,401 259,863 -101,754
Mar17 161212 18960 19240 18920 19190 +460 84,634 296,801 +41,661
Jun17 161212 18840 19100 18800 19040 +440 17 17,975 -10
Total Volume and Open Interest 188,692 613,910 +6,453
Nikkei 225(CME) Yen
Dec16 161208 18630 18920 18610 18860 +230 67,553 53,178 -9,334
Mar17 161213 19055 19305 19010 19275 +210 55,244 51,366 +1,268
Jun17 161213 19145 19145 18910 19145 +210 1 2 +1
Total Volume and Open Interest 55,247 51,369 +1,268
Nikkei 225(CME) e-Mini Yen
Dec16 161208 18860 18900 18860 18860 +230 0 307 +0
Mar17 161213 19070 19280 19070 19270 +200 1 2 +1
Jun17 161213 19140 19140 19140 19140 +200      
Total Volume and Open Interest 1 2 +1
CAC 40(EURONEXT)
Dec16 161213 4756.0 4813.5 4747.5 4804.0 +43.0 87,346 281,352 -12,663
Jan17 161213 4745.5 4803.0 4739.5 4795.5 +43.0 4,679 20,111 +3,045
Feb17 161213 4746.5 4792.0 4746.5 4792.0 +43.0 0 74 +0
Mar17 161213 4740.5 4795.5 4738.0 4791.0 +43.0 116 661 +100
Total Volume and Open Interest 92,141 302,244 -9,518
Hang Seng Index(HKFE)
Dec16 161213 22375 22474 22283 22458 +70 90,440 133,936 -67
Jan17 161213 22385 22486 22306 22478 +63 669 3,722 +336
Total Volume and Open Interest 91,527 142,051 +328
DAX(EUREX)
Dec16 161213 11177.0 11308.5 11174.0 11295.0 +113.5 85,393 168,701 +9,132
Mar17 161213 11180.0 11305.5 11173.0 11293.0 +113.5 5,154 42,864 +26,713
Jun17 161213 11245.5 11332.0 11245.5 11320.0 +116.0 29 306 +94
Total Volume and Open Interest 90,576 211,871 +35,939
Mini-DAX(EUREX)
Dec16 161213 11177.0 11309.0 11175.0 11295.0 +113.0 17,225 14,748 +735
Mar17 161213 11175.0 11304.0 11172.0 11293.0 +113.0 291 3,777 +266
Jun17 161213 11213.0 11330.0 11213.0 11320.0 +116.0 23 119 +25
Total Volume and Open Interest 17,539 18,644 +1,026
FT-SE 100(EURONEXT)
Dec16 161213 6878.00 6980.00 6870.50 6977.50 +100.00 193,292 631,100 -41,549
Mar17 161213 6814.00 6917.50 6808.00 6915.00 +100.50 99,826 145,632 +52,880
Jun17 161213 6842.50 6842.50 6842.50 6842.50 +100.50 2,000 19,252 -15,507
Total Volume and Open Interest 295,118 795,984 -4,176
SPI 200(SFE)
Dec16 161213 5573.0 5576.0 5541.0 5550.0 -25.0 37,298 274,719 +142
Mar17 161213 5524.0 5526.0 5492.0 5499.0 -25.0 8,388 12,377 +6,259
Jun17 161213 5483.0 5483.0 5483.0 5483.0 -27.0 0 1,397 +0
Total Volume and Open Interest 46,100 290,254 +6,741
FTSE MIB(ISE)
Dec16 161213 18350.00 18845.00 18275.00 18788.00 +433.00 37,966 37,533 -1,894
Mar17 161213 18315.00 18785.00 18220.00 18731.00 +433.00 2,044 4,528 +1,343
Jun17 161213 18286.00 18286.00 18286.00 18286.00 +368.00      
Total Volume and Open Interest 40,010 42,061 -551
KOSPI 200(KFE)
Mar17 161213 258.10 258.35 258.00 258.00 +0.70 83,109 120,472 +1,378
Jun17 161213 257.95 259.00 257.70 258.80 +0.50 133 3,095 +171
Sep17 161213 259.85 259.85 259.85 259.85 +0.70 0 41 +33
Total Volume and Open Interest 83,242 128,780 +1,582
GSCI(CME)
Dec16 161213 391.50 396.05 391.50 393.65 +0.35 3,045 6,074 -3,028
Jan17 161213 399.80 399.80 395.00 396.90 +0.35 3,067 8,735 +3,042
Feb17 161213 399.15 399.15 399.15 399.15 +0.35      
Total Volume and Open Interest 6,112 14,809 +14
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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