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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 14, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161214 1027.25 1029.25 1020.75 1023.75 -4.25 145,111 198,764 -21,778
Mar17 161214 1038.50 1040.50 1032.00 1034.50 -5.00 88,461 277,355 +21,055
May17 161214 1047.25 1048.75 1040.50 1042.50 -5.50 16,617 80,999 +1,656
Jul17 161214 1052.00 1054.00 1045.50 1048.00 -5.25 12,280 90,890 +170
Aug17 161214 1051.25 1051.25 1044.50 1045.50 -5.25 449 6,355 +27
Sep17 161214 1028.75 1032.00 1028.25 1029.25 -5.00 154 2,252 -7
Nov17 161214 1017.25 1020.50 1013.75 1016.00 -4.00 5,854 69,795 +519
Jan18 161214 1017.25 1020.00 1016.00 1016.50 -4.25 196 2,738 +49
Mar18 161214 1010.00 1013.00 1009.50 1009.50 -3.75 149 2,259 +91
May18 161214 1007.25 1007.25 1007.25 1007.25 -3.75 27 441 +5
Jul18 161214 1008.75 1019.00 1008.75 1008.75 -3.75 11 708 +1
Aug18 161214 1003.50 1003.50 1003.50 1003.50 -2.50 0 18 +0
Sep18 161214 991.50 991.50 991.50 991.50 -2.50 0 17 +0
Nov18 161214 975.00 978.00 972.75 976.50 -2.50 37 949 +16
Total Volume and Open Interest 269,346 733,568 +1,804
Soybean Meal(CBOT)
Dec16 161214 312.70 312.70 310.70 311.10 -2.40 447 550 -353
Jan17 161214 315.00 315.60 312.10 312.80 -2.30 59,174 78,182 -7,976
Mar17 161214 319.40 320.00 316.50 317.20 -2.50 40,609 137,993 +7,243
May17 161214 322.40 322.70 319.40 319.70 -2.90 8,657 50,138 +161
Jul17 161214 325.30 325.60 321.90 322.30 -3.00 4,896 45,202 +588
Aug17 161214 324.20 324.40 320.80 321.10 -3.10 523 6,906 +123
Sep17 161214 322.00 322.00 318.70 318.80 -3.00 178 5,673 +3
Oct17 161214 316.00 316.10 314.60 314.60 -2.60 158 5,313 -19
Dec17 161214 317.30 317.50 314.90 315.00 -2.50 663 21,239 +43
Jan18 161214 314.60 317.00 314.60 314.60 -2.50 50 937 +9
Total Volume and Open Interest 115,386 354,487 -178
Soybean Oil(CBOT)
Dec16 161214 36.53 36.73 36.51 36.73 +0.16 72 95 -365
Jan17 161214 36.78 37.05 36.61 36.92 +0.14 66,357 117,628 -10,118
Mar17 161214 37.01 37.30 36.87 37.17 +0.13 43,987 156,083 +5,978
May17 161214 37.20 37.49 37.05 37.34 +0.12 11,216 59,172 +1,384
Jul17 161214 37.32 37.63 37.21 37.51 +0.13 7,500 52,653 +1,172
Aug17 161214 37.23 37.48 37.11 37.38 +0.12 986 5,986 +5
Sep17 161214 37.01 37.30 37.01 37.16 +0.08 323 4,843 +28
Oct17 161214 36.88 36.93 36.79 36.82 +0.07 214 4,622 -47
Dec17 161214 36.60 36.95 36.60 36.81 +0.05 842 12,741 +23
Jan18 161214 36.78 37.01 36.75 36.78 +0.05 0 563 +0
Total Volume and Open Interest 131,509 415,454 -1,937
Canola(WCE)
Jan17 161214 516.0 516.7 514.5 516.2 +0.2 10,427 86,285 -7,018
Mar17 161214 521.5 523.1 520.5 522.6 +0.9 7,619 68,680 +3,475
May17 161214 525.3 527.5 525.3 527.1 +0.9 869 27,786 -71
Jul17 161214 528.7 530.0 528.0 529.4 +0.2 814 16,473 -1
Nov17 161214 498.0 501.0 497.8 500.4 +1.3 376 13,307 -29
Total Volume and Open Interest 20,110 214,252 -3,644
Corn(CBOT)
Dec16 161214 356.75 357.00 351.75 351.75 -4.50 1,998 1,508 -1,664
Mar17 161214 360.75 362.00 358.25 362.00 +1.00 129,638 705,437 -985
May17 161214 367.50 368.75 365.00 368.50 +0.75 20,501 161,116 +774
Jul17 161214 374.50 376.00 372.00 375.50 +0.75 12,490 162,439 +593
Sep17 161214 381.00 382.50 379.00 382.00 +0.75 3,711 57,635 -70
Dec17 161214 389.00 390.50 387.00 390.00 +0.75 7,091 109,048 +956
Mar18 161214 398.00 398.75 396.00 398.75 +0.75 482 9,619 +181
May18 161214 402.50 404.00 402.25 404.00 +0.50 140 1,684 +92
Jul18 161214 408.00 408.50 406.00 408.25 +0.25 18 1,910 -5
Sep18 161214 404.00 404.00 403.50 403.50 -0.25 8 845 +0
Total Volume and Open Interest 176,176 1,218,748 -64
Wheat(CBOT)
Dec16 161214 397.25 397.25 391.50 391.50 -6.50 25 37 -24
Mar17 161214 417.00 418.50 413.00 418.00 +0.50 54,868 267,022 -451
May17 161214 427.50 429.50 424.25 429.00 +0.75 12,564 66,948 -366
Jul17 161214 439.25 441.50 436.00 441.00 +1.00 8,566 66,615 -38
Sep17 161214 452.00 454.00 449.25 454.00 +1.00 955 12,399 +277
Dec17 161214 467.00 471.00 466.00 470.25 +0.50 1,208 24,360 +438
Total Volume and Open Interest 78,340 442,834 -151
Wheat(KCBT)
Dec16 161214 402.00 402.50 400.50 400.50 +1.25 82 96 +13
Mar17 161214 413.50 420.00 412.00 420.00 +4.75 18,572 141,036 -917
May17 161214 425.25 431.75 424.00 431.25 +4.50 4,411 34,954 -387
Jul17 161214 437.75 443.50 435.50 443.00 +4.25 4,702 63,907 +217
Sep17 161214 452.25 457.75 452.00 457.25 +3.25 946 7,262 -22
Dec17 161214 470.00 475.75 469.75 475.75 +2.75 910 8,981 -95
Mar18 161214 485.00 487.75 482.75 487.25 +2.25 599 3,093 +88
Total Volume and Open Interest 30,293 260,806 -1,107
Wheat(MGE)
Dec16 161214 541.75 541.75 541.75 541.75 +1.00 11 32 -11
Mar17 161214 536.75 544.50 535.75 541.25 +3.50 3,150 34,054 +116
May17 161214 537.00 542.50 536.25 540.75 +2.25 920 12,338 +378
Jul17 161214 541.25 545.00 540.50 543.75 +1.25 298 6,197 +35
Sep17 161214 549.75 550.25 545.50 549.25 +1.50 42 3,897 +29
Dec17 161214 553.75 555.75 553.25 555.75 +0.25 24 2,851 +8
Total Volume and Open Interest 4,445 59,630 +555
Oats(CBOT)
Dec16 161214 217.50 217.75 216.00 216.00 -2.25 100 129 +99
Mar17 161214 234.25 234.75 226.50 229.75 -2.75 784 6,022 -161
May17 161214 235.25 235.25 230.00 231.75 -2.75 315 888 +67
Jul17 161214 240.75 240.75 234.50 234.50 -3.00 0 134 +0
Total Volume and Open Interest 1,199 7,268 +5
Rough Rice(CBOT)
Jan17 161214 9.79 9.82 9.70 9.70 -0.08 462 8,889 -317
Mar17 161214 10.02 10.07 9.97 9.97 -0.09 326 3,807 +249
May17 161214 10.31 10.32 10.23 10.23 -0.09 6 78 +6
Jul17 161214 10.40 10.40 10.40 10.40 -0.07 1 11 +0
Total Volume and Open Interest 795 12,793 -62
Live Cattle(CME)
Dec16 161214 111.135 112.135 110.600 111.100 -0.035 5,838 9,452 -2,681
Feb17 161214 113.800 114.450 113.050 113.700 -0.280 34,008 118,573 +1,865
Apr17 161214 113.000 113.600 112.230 112.750 -0.480 14,552 67,786 +818
Jun17 161214 103.580 104.000 102.750 103.180 -0.605 11,163 55,329 +1,542
Aug17 161214 99.500 99.850 98.700 99.050 -0.650 4,337 18,807 +719
Oct17 161214 99.500 99.850 98.750 99.150 -0.600 1,476 10,036 +337
Total Volume and Open Interest 71,978 284,496 +2,845
Feeder Cattle(CME)
Jan17 161214 128.650 129.685 127.080 127.700 -1.285 5,721 17,204 -595
Mar17 161214 125.930 126.730 124.285 124.635 -1.465 4,430 15,745 +631
Apr17 161214 125.000 126.000 123.900 124.230 -1.120 1,631 4,279 -190
May17 161214 123.800 124.730 122.980 123.285 -0.795 1,297 5,069 +177
Aug17 161214 124.035 125.000 123.285 123.635 -0.715 350 2,275 +92
Sep17 161214 123.000 123.000 121.700 121.950 -0.550 63 253 +17
Oct17 161214 121.000 121.000 120.730 120.730 -0.670 33 63 +2
Total Volume and Open Interest 13,527 44,903 +136
Lean Hogs(CME)
Dec16 161214 57.235 57.880 57.235 57.850 +0.670 2,772 15,664 -891
Feb17 161214 61.700 62.150 61.285 61.785 +0.035 15,719 93,486 -169
Apr17 161214 66.750 67.180 66.475 66.950 unch 9,903 41,416 +249
May17 161214 72.550 73.000 72.430 72.700 -0.250 124 1,187 +8
Jun17 161214 76.885 77.200 76.650 77.180 +0.230 6,202 22,683 +479
Jul17 161214 77.000 77.135 76.785 76.930 -0.070 1,411 9,858 +123
Aug17 161214 77.250 77.385 77.000 77.230 -0.170 1,439 13,277 +824
Oct17 161214 65.650 66.000 65.650 66.000 +0.025 106 3,601 +26
Total Volume and Open Interest 37,736 202,637 +657
Class III Milk(CME)
Dec16 161214 17.19 17.33 17.19 17.25 +0.02 314 6,187 -29
Jan17 161214 17.16 17.38 16.96 17.09 -0.04 751 4,815 +180
Feb17 161214 17.50 17.69 17.31 17.41 -0.07 514 3,897 +104
Mar17 161214 17.60 17.78 17.43 17.57 -0.01 750 3,535 +189
Apr17 161214 17.46 17.79 17.46 17.64 +0.16 335 2,590 -3
May17 161214 17.45 17.77 17.45 17.64 +0.18 265 2,582 +18
Jun17 161214 17.55 17.81 17.55 17.69 +0.19 203 2,232 +0
Jul17 161214 17.65 17.84 17.64 17.70 +0.07 100 1,236 +47
Aug17 161214 17.72 17.80 17.65 17.71 +0.03 68 1,251 +37
Sep17 161214 17.74 17.81 17.71 17.76 +0.03 69 1,220 +37
Oct17 161214 17.63 17.65 17.57 17.60 unch 72 1,006 +36
Nov17 161214 17.41 17.44 17.40 17.42 +0.02 53 992 +30
Dec17 161214 17.15 17.19 17.12 17.14 unch 74 937 +25
Total Volume and Open Interest 3,650 33,282 +738
Cocoa(ICE)
Dec16 161214 2308 2308 2308 2308 +26 3 6 -6
Mar17 161214 2280 2337 2260 2315 +26 30,031 134,471 -1,129
May17 161214 2275 2333 2260 2311 +24 9,529 53,495 +316
Jul17 161214 2280 2327 2261 2308 +25 4,642 33,856 +101
Sep17 161214 2326 2326 2268 2309 +23 1,574 13,865 +212
Dec17 161214 2290 2320 2278 2319 +23 585 7,909 -50
Mar18 161214 2310 2339 2303 2337 +21 1,009 9,801 +348
Total Volume and Open Interest 48,691 257,296 -205
Coffee "C"(ICE)
Dec16 161214 140.25 140.25 140.25 140.25 +1.35 13 113 -2
Mar17 161214 142.80 144.80 141.00 144.15 +1.30 19,534 98,049 -822
May17 161214 145.00 147.10 143.30 146.40 +1.30 5,134 41,655 -513
Jul17 161214 147.30 149.25 145.45 148.60 +1.30 1,900 18,632 +12
Sep17 161214 149.30 151.15 147.35 150.50 +1.30 1,492 10,695 +457
Dec17 161214 152.15 153.95 150.20 153.40 +1.40 288 10,470 +3
Total Volume and Open Interest 28,440 185,262 -870
Orange Juice(ICE)
Jan17 161214 202.10 202.80 200.70 201.60 -0.60 1,609 11,563 -722
Mar17 161214 199.45 200.20 198.40 199.15 -0.30 551 3,504 +314
May17 161214 198.00 198.35 197.65 198.35 -0.10 58 530 -1
Jul17 161214 197.45 197.45 197.45 197.45 unch 9 172 +1
Sep17 161214 195.75 195.75 195.75 195.75 +1.95 20 20 +20
Nov17 161214 193.10 193.10 193.10 193.10 +1.70 1 3 +1
Total Volume and Open Interest 2,248 15,793 -387
Sugar #11(ICE)
Mar17 161214 18.50 18.60 17.96 18.03 -0.57 48,093 390,166 +1,589
May17 161214 18.34 18.34 17.77 17.82 -0.51 19,913 166,656 -860
Jul17 161214 18.05 18.05 17.51 17.55 -0.39 12,402 119,839 -2,756
Oct17 161214 17.96 17.98 17.51 17.57 -0.33 5,577 73,051 +1,288
Mar18 161214 18.00 18.07 17.67 17.73 -0.29 2,189 41,031 +141
May18 161214 17.52 17.59 17.27 17.32 -0.22 753 14,785 +111
Jul18 161214 17.10 17.21 16.89 16.92 -0.17 510 11,800 +225
Oct18 161214 17.05 17.10 16.90 16.90 -0.16 63 10,724 +0
Total Volume and Open Interest 89,569 834,132 -239
London Cocoa(LCE)
Dec16 161213 1744 1757 1741 1754 +22 1,874 10,687 -220
Mar17 161214 1820 1843 1791 1829 +13 19,694 111,939 +5,992
May17 161214 1830 1851 1802 1836 +13 8,299 65,520 -352
Jul17 161214 1845 1868 1820 1852 +13 5,424 30,886 +513
Sep17 161214 1854 1878 1829 1861 +13 3,577 31,569 +247
Dec17 161214 1842 1879 1838 1861 +14 5,643 22,294 +2,996
Mar18 161214 1857 1883 1849 1873 +12 3,806 15,145 +889
Total Volume and Open Interest 55,849 286,795 +3,387
London Sugar(LCE)
Mar17 161214 496.40 498.70 485.30 485.70 -13.50 3,881 34,681 +196
May17 161214 493.10 496.00 483.00 483.40 -12.20 1,165 20,724 +160
Aug17 161214 486.50 489.50 477.30 477.80 -10.60 210 9,498 -19
Oct17 161214 477.70 480.00 468.70 469.20 -9.50 269 10,405 -114
Dec17 161214 471.00 473.20 464.00 464.10 -7.50 229 2,600 +56
Total Volume and Open Interest 6,104 81,356 +414
Cotton(ICE)
Mar17 161214 72.04 72.30 71.31 71.47 -0.57 15,702 176,621 +317
May17 161214 72.11 72.47 71.55 71.64 -0.56 3,137 40,275 +218
Jul17 161214 71.75 72.20 71.35 71.40 -0.48 1,651 14,367 +390
Oct17 161214 70.29 70.29 70.29 70.29 -0.57 1 34 +0
Dec17 161214 69.94 70.08 69.25 69.25 -0.64 682 18,454 +153
Mar18 161214 69.30 69.30 69.30 69.30 -0.62 0 372 +0
Total Volume and Open Interest 21,173 250,910 +1,078
Lumber(CME)
Jan17 161214 315.7 318.5 314.7 316.0 +0.5 419 1,870 -160
Mar17 161214 329.0 329.5 326.1 327.3 -0.1 252 1,527 +11
May17 161214 334.9 336.9 333.8 334.9 -0.1 36 208 +10
Jul17 161214 340.2 340.2 340.2 340.2 -0.1 21 52 +10
Total Volume and Open Interest 728 3,688 -129
Crude Oil(NYM)
Jan17 161214 52.45 52.78 50.67 51.04 -1.94 847,025 268,379 -42,413
Feb17 161214 53.42 53.80 51.74 52.09 -1.85 381,103 358,979 +17,184
Mar17 161214 54.37 54.71 52.72 53.05 -1.76 211,962 302,033 +12,395
Apr17 161214 54.98 55.38 53.45 53.77 -1.69 88,130 117,276 -141
May17 161214 55.21 55.86 54.13 54.30 -1.60 52,746 116,653 +3,692
Jun17 161214 55.63 56.13 54.35 54.64 -1.51 120,206 207,844 +7,978
Jul17 161214 55.80 56.20 54.55 54.84 -1.43 26,256 44,888 +584
Aug17 161214 55.86 56.28 54.81 54.95 -1.37 23,745 43,496 +1,822
Sep17 161214 55.71 56.35 54.88 55.00 -1.32 31,667 66,673 +4,016
Oct17 161214 55.81 56.21 54.90 55.02 -1.26 11,106 36,358 +1,089
Nov17 161214 55.60 56.21 54.91 55.03 -1.20 11,362 32,526 +1,733
Dec17 161214 55.65 56.30 54.80 55.03 -1.15 119,204 190,369 +3,476
Jan18 161214 54.96 54.96 54.96 54.96 -1.10 7,258 31,920 +954
Feb18 161214 54.87 54.87 54.87 54.87 -1.07 3,716 11,170 +768
Mar18 161214 54.78 54.78 54.78 54.78 -1.03 5,878 23,644 -920
Apr18 161214 55.10 55.10 54.68 54.68 -1.01 3,479 6,101 +470
Total Volume and Open Interest 2,033,624 2,067,471 +27,889
e-miNY Crude Oil(NYM)
Jan17 161214 52.475 52.775 50.650 51.050 -1.925 16,631 2,418 +154
Feb17 161214 53.400 53.775 51.750 52.100 -1.850 1,130 1,166 +108
Mar17 161214 54.275 54.575 52.750 53.050 -1.750 281 490 +52
Apr17 161214 54.800 55.150 53.725 53.775 -1.675 136 388 +23
May17 161214 55.150 55.650 54.300 54.300 -1.600 111 43 +14
Jun17 161214 55.400 55.775 54.550 54.650 -1.500 133 79 +27
Jul17 161214 55.600 55.600 54.750 54.850 -1.425 33 162 -6
Aug17 161214 54.950 54.950 54.950 54.950 -1.375 8 132 -6
Sep17 161214 55.000 55.000 55.000 55.000 -1.325 4 29 +1
Oct17 161214 55.025 55.025 55.025 55.025 -1.250 0 25 +0
Total Volume and Open Interest 18,503 5,122 +348
NY Harbor ULSD(NYM)
Jan17 161214 166.03 168.89 163.68 164.35 -3.12 58,524 88,123 -4,697
Feb17 161214 167.92 170.56 165.52 166.12 -3.05 37,239 87,466 +4,008
Mar17 161214 168.47 171.55 166.62 167.23 -2.93 27,904 74,034 +2,409
Apr17 161214 168.74 171.58 166.83 167.34 -2.86 14,063 41,238 -310
May17 161214 169.45 171.84 167.39 167.85 -2.87 7,310 25,872 -444
Jun17 161214 169.51 172.49 167.86 168.37 -2.85 11,308 43,666 -478
Jul17 161214 171.08 172.85 168.92 169.22 -2.75 1,865 6,779 +206
Aug17 161214 171.89 173.59 169.77 170.06 -2.69 1,004 4,355 -88
Sep17 161214 172.62 174.89 170.70 170.98 -2.64 1,295 7,830 +97
Oct17 161214 173.85 174.93 171.54 171.83 -2.59 678 4,894 +53
Nov17 161214 174.06 175.57 172.23 172.52 -2.56 631 3,830 +225
Dec17 161214 174.32 176.82 172.68 173.11 -2.53 3,648 35,735 -889
Jan18 161214 173.89 175.70 173.89 173.89 -2.52 211 2,945 +99
Feb18 161214 175.95 175.95 174.19 174.19 -2.48 15 1,782 +1
Total Volume and Open Interest 166,079 442,897 +318
RBOB Gasoline(NYM)
Jan17 161214 153.05 156.13 151.75 153.31 -1.76 59,125 89,164 -10,914
Feb17 161214 154.96 158.03 153.73 155.15 -1.73 40,784 77,028 +4,469
Mar17 161214 157.46 160.50 156.26 157.53 -1.83 23,821 55,034 +2,418
Apr17 161214 177.07 180.36 176.27 177.30 -1.94 14,917 40,342 +426
May17 161214 178.74 181.29 177.75 178.59 -2.02 8,326 23,419 +226
Jun17 161214 178.51 181.41 177.55 178.40 -2.10 8,727 31,919 +1,331
Jul17 161214 177.21 179.78 177.01 177.19 -2.18 3,582 8,412 +380
Aug17 161214 175.55 177.07 175.14 175.41 -2.23 2,638 4,099 -182
Sep17 161214 173.26 175.92 172.75 172.99 -2.26 6,043 13,390 +920
Oct17 161214 160.01 162.21 159.86 159.86 -2.28 1,828 5,455 +176
Total Volume and Open Interest 174,450 381,218 -1,132
e-miNY RBOB Gasoline(NYM)
Jan17 161214 153.30 153.30 153.30 153.30 -1.77 0 1 +0
Feb17 161214 155.20 155.20 155.20 155.20 -1.68      
Mar17 161214 157.50 157.50 157.50 157.50 -1.86      
Apr17 161214 177.30 177.30 177.30 177.30 -1.94      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan17 161214 3.477 3.572 3.444 3.540 +0.066 245,756 150,510 -23,409
Feb17 161214 3.491 3.588 3.453 3.558 +0.083 103,522 129,608 +11,184
Mar17 161214 3.464 3.563 3.440 3.536 +0.080 96,585 228,555 +6,343
Apr17 161214 3.359 3.440 3.338 3.417 +0.066 68,832 113,026 -56
May17 161214 3.352 3.418 3.330 3.396 +0.056 34,987 98,299 +3,438
Jun17 161214 3.367 3.438 3.352 3.417 +0.055 11,919 39,731 -4
Jul17 161214 3.395 3.465 3.379 3.444 +0.053 13,070 46,185 +1,381
Aug17 161214 3.386 3.452 3.372 3.434 +0.055 9,385 31,939 +1,378
Sep17 161214 3.358 3.431 3.342 3.410 +0.057 9,798 34,246 +962
Oct17 161214 3.376 3.443 3.363 3.426 +0.055 22,207 88,343 +967
Nov17 161214 3.410 3.473 3.394 3.461 +0.057 6,149 30,707 +452
Dec17 161214 3.530 3.588 3.518 3.575 +0.055 5,686 34,187 +368
Jan18 161214 3.595 3.672 3.595 3.659 +0.053 6,983 34,581 -218
Feb18 161214 3.557 3.607 3.557 3.603 +0.055 3,493 12,323 +1,133
Mar18 161214 3.451 3.503 3.451 3.496 +0.053 4,475 32,105 +1,212
Apr18 161214 2.917 2.935 2.903 2.918 +0.011 4,704 36,653 +755
Total Volume and Open Interest 659,196 1,228,329 +8,884
Brent Crude Oil(ICE)
Feb17 161214 55.16 55.81 53.52 53.90 -1.82 372,173 417,381 -22,224
Mar17 161214 55.85 56.50 54.28 54.65 -1.74 209,620 458,387 +20,811
Apr17 161214 56.35 57.05 54.90 55.26 -1.71 99,677 166,261 +9,028
May17 161214 56.84 57.48 55.41 55.73 -1.67 68,496 123,222 -21
Jun17 161214 57.13 57.76 55.80 56.07 -1.62 115,069 247,695 +6,477
Jul17 161214 57.27 57.86 55.97 56.27 -1.56 29,184 72,616 +1,834
Aug17 161214 57.25 57.95 56.08 56.37 -1.49 19,837 48,936 +1,957
Sep17 161214 57.22 57.93 56.22 56.41 -1.42 25,893 65,126 -19
Oct17 161214 57.24 57.86 56.32 56.44 -1.35 10,528 33,847 +248
Nov17 161214 57.55 57.55 56.45 56.45 -1.29 7,774 26,850 -277
Dec17 161214 57.15 57.83 56.21 56.44 -1.24 99,887 221,449 +2,448
Jan18 161214 56.40 56.45 56.40 56.45 -1.21 4,056 29,131 +85
Feb18 161214 56.45 56.45 56.45 56.45 -1.19 4,600 18,594 +498
Mar18 161214 57.05 57.47 56.45 56.45 -1.16 6,593 23,108 +77
Total Volume and Open Interest 1,160,440 2,284,939 +26,676
Gas Oil(ICE)
Jan17 161214 488.00 493.50 478.00 488.25 -1.75 115,787 161,202 -11,942
Feb17 161214 491.75 497.25 482.00 492.00 -2.00 74,350 111,301 +604
Mar17 161214 494.00 500.00 484.75 495.00 -1.75 36,984 83,600 +5,796
Apr17 161214 496.00 501.50 487.00 497.00 -1.75 20,424 45,304 +1,233
May17 161214 497.75 503.50 489.00 499.25 -1.50 10,584 34,729 +525
Jun17 161214 499.50 505.75 490.75 501.00 -1.25 29,678 75,732 +1,500
Jul17 161214 502.00 507.25 494.00 503.50 -1.00 8,686 23,027 +1,032
Aug17 161214 503.00 509.75 496.50 505.75 -1.00 5,934 16,553 -975
Sep17 161214 506.00 511.75 499.25 507.75 -0.75 6,482 30,228 +1,016
Oct17 161214 508.00 512.00 501.25 509.75 -0.75 5,740 22,770 -9
Total Volume and Open Interest 354,985 793,187 -8,179
Ethanol(CBOT)
Jan17 161214 1.722 1.723 1.638 1.680 -0.063 311 2,812 -211
Feb17 161214 1.647 1.655 1.585 1.618 -0.053 239 1,186 +128
Mar17 161214 1.601 1.616 1.600 1.615 -0.050 44 496 +18
Apr17 161214 1.617 1.617 1.617 1.617 -0.043 46 548 -13
May17 161214 1.619 1.619 1.619 1.619 -0.043 0 6 +0
Jun17 161214 1.597 1.610 1.597 1.610 -0.043      
Jul17 161214 1.607 1.607 1.607 1.607 -0.043      
Aug17 161214 1.613 1.613 1.613 1.613 -0.043      
Total Volume and Open Interest 640 5,064 -78
WTI Crude Oil(ICE)
Jan17 161214 52.29 52.78 50.68 51.04 -1.94 70,996 57,618 -7,484
Feb17 161214 53.26 53.78 51.76 52.09 -1.85 81,840 83,976 -870
Mar17 161214 54.15 54.63 52.74 53.05 -1.76 53,801 75,930 +1,432
Apr17 161214 54.87 55.28 53.48 53.77 -1.69 20,827 20,522 -193
May17 161214 55.29 55.75 54.00 54.30 -1.60 9,550 18,259 +646
Jun17 161214 55.69 56.07 54.49 54.64 -1.51 29,153 67,119 +3,135
Jul17 161214 55.79 56.20 54.70 54.84 -1.43 4,956 7,986 +952
Aug17 161214 55.65 55.80 54.94 54.95 -1.37 4,032 9,891 +1,580
Sep17 161214 55.66 56.21 54.99 55.00 -1.32 3,812 17,412 +346
Oct17 161214 55.02 55.02 55.02 55.02 -1.26 1,157 5,191 -35
Nov17 161214 55.03 55.03 55.03 55.03 -1.20 980 2,915 +90
Dec17 161214 55.65 56.22 54.89 55.03 -1.15 26,587 78,466 +2,172
Jan18 161214 54.96 54.96 54.96 54.96 -1.10 398 1,933 +148
Feb18 161214 54.87 54.87 54.87 54.87 -1.07 213 1,049 +72
Mar18 161214 54.78 54.78 54.78 54.78 -1.03 276 3,298 +12
Apr18 161214 54.68 54.68 54.68 54.68 -1.01 17 935 +0
Total Volume and Open Interest 326,389 533,093 +6,010
US Dollar Index(ICE)
Dec16 161214 101.050 102.345 100.750 101.770 +0.662 38,198 60,043 -6,411
Mar17 161214 100.950 102.305 100.635 101.728 +0.735 12,349 32,424 +6,550
Jun17 161214 100.780 102.420 100.650 101.683 +0.735 81 862 +11
Total Volume and Open Interest 50,653 93,575 +140
Australian Dollar(CME)
Dec16 161214 74.94 75.24 73.94 74.22 -0.74 68,477 70,140 -4,903
Mar17 161214 74.80 75.09 73.79 74.08 -0.73 8,913 14,245 +2,962
Jun17 161214 74.55 74.88 73.79 73.92 -0.74 7 78 -1
Total Volume and Open Interest 77,397 84,487 -1,942
British Pound(CME)
Dec16 161214 126.63 127.38 125.30 126.01 -0.63 135,861 170,626 -31,296
Mar17 161214 126.88 127.60 125.59 126.29 -0.63 45,920 67,242 +29,996
Jun17 161214 127.70 127.77 125.93 126.57 -0.65 14 670 +12
Total Volume and Open Interest 181,800 238,730 -1,287
Canadian Dollar(CME)
Dec16 161214 76.15 76.46 75.23 75.46 -0.77 58,769 89,218 -4,209
Mar17 161214 76.24 76.55 75.32 75.55 -0.77 17,442 20,291 +7,547
Jun17 161214 76.32 76.61 75.44 75.63 -0.77 144 1,266 +109
Sep17 161214 75.72 76.67 75.56 75.72 -0.77 7 422 +0
Total Volume and Open Interest 76,363 111,622 +3,447
Japanese Yen(CME)
Dec16 161214 86.78 87.15 85.20 85.95 -0.83 166,403 207,350 -9,219
Mar17 161214 87.14 87.50 85.55 86.30 -0.85 57,400 70,768 +26,470
Jun17 161214 87.70 87.94 86.00 86.72 -0.87 1 211 +1
Total Volume and Open Interest 223,807 278,360 +17,253
Swiss Franc(CME)
Dec16 161214 98.83 99.20 97.84 98.18 -0.58 22,415 55,727 -2,467
Mar17 161214 99.34 99.74 98.36 98.72 -0.58 4,488 7,048 +3,048
Jun17 161214 100.20 100.28 99.15 99.33 -0.60 0 17 +0
Total Volume and Open Interest 26,903 62,801 +581
EuroFX(CME)
Dec16 161214 106.29 106.73 104.99 105.61 -0.62 252,251 291,401 -49,493
Mar17 161214 106.75 107.18 105.44 106.06 -0.63 107,295 134,273 +59,139
Jun17 161214 107.27 107.69 106.01 106.58 -0.63 113 2,206 +48
Total Volume and Open Interest 359,705 428,199 +9,721
Mexican Peso(CME)
Dec16 161214 493.13 495.25 487.63 488.88 -4.38 45,220 106,134 -4,484
Jan17 161214 487.63 487.63 487.63 487.63 -4.25      
Total Volume and Open Interest 66,182 161,275 +8,857
Brazilian Real(CME)
Jan17 161214 298.35 301.20 291.90 299.95 +0.80 1,552 17,807 +217
Feb17 161214 297.30 298.40 289.40 297.30 +0.65 0 10 +0
Mar17 161214 295.15 296.05 290.25 295.00 +0.40 7 1,820 +5
Apr17 161214 291.50 291.50 291.50 291.50 -0.65      
Total Volume and Open Interest 1,559 19,637 +222
30-Year T-Bonds(CBOT)
Dec16 161214 151~010 151~140 149~030 149~270 -0~120 1,911 5,915 -1,195
Mar17 161214 149~010 150~050 147~130 148~150 -0~110 274,047 580,719 +11,541
Jun17 161214 147~190 147~190 147~190 147~190 -0~110 0 3 +0
Total Volume and Open Interest 275,958 586,637 +10,346
10-Year T-Notes(CBOT)
Dec16 161214 124~285 125~040 123~270 124~050 -0~165 5,861 31,858 -2,973
Mar17 161214 124~000 124~135 122~305 123~130 -0~165 1,418,496 2,965,160 +13,990
Jun17 161214 123~000 123~000 122~290 122~290 -0~165      
Total Volume and Open Interest 1,424,357 2,997,018 +11,017
5-Year T-Notes(CBOT)
Dec16 161214 118~092 118~126 117~172 117~250 -0~136 12,845 44,763 -8,585
Mar17 161214 117~190 117~260 116~284 117~050 -0~140 814,775 2,875,573 +31,897
Jun17 161214 116~290 116~290 116~290 116~290 -0~140 0 1 +0
Total Volume and Open Interest 827,620 2,920,337 +23,312
2 Year T-Notes(CBOT)
Dec16 161214 108~202 108~210 108~142 108~152 -0~050 3,152 15,233 -1,885
Mar17 161214 108~106 108~122 108~032 108~054 -0~054 222,218 1,129,585 -9,456
Jun17 161214 108~054 108~054 108~054 108~054 -0~054      
Total Volume and Open Interest 225,370 1,144,818 -11,341
Eurodollars(CME)
Dec16 161214 99.010 99.015 99.000 99.005 -0.005 231,775 1,318,234 +20,991
Mar17 161214 98.935 98.955 98.910 98.915 -0.025 230,419 1,388,136 +7,955
Jun17 161214 98.790 98.810 98.715 98.730 -0.060 219,507 1,462,439 -3,401
Sep17 161214 98.690 98.710 98.555 98.585 -0.100 220,292 1,062,417 +7,616
Dec17 161214 98.550 98.570 98.400 98.430 -0.115 376,117 1,577,695 +29,682
Mar18 161214 98.440 98.465 98.280 98.320 -0.120 281,681 1,000,130 -15,441
Jun18 161214 98.325 98.355 98.160 98.205 -0.115 188,531 745,301 +3,617
Sep18 161214 98.215 98.240 98.040 98.095 -0.115 169,558 505,754 +11,434
Dec18 161214 98.080 98.115 97.905 97.965 -0.115 261,637 765,780 -35,655
Mar19 161214 97.990 98.025 97.810 97.875 -0.115 144,497 573,237 +4,944
Jun19 161214 97.900 97.940 97.720 97.790 -0.105 117,189 510,168 +9,235
Sep19 161214 97.820 97.860 97.635 97.710 -0.105 98,038 427,911 -2,130
Dec19 161214 97.720 97.770 97.540 97.620 -0.095 120,901 428,564 +22,231
Mar20 161214 97.665 97.715 97.480 97.565 -0.090 59,641 252,876 -731
Jun20 161214 97.600 97.660 97.425 97.505 -0.085 37,222 152,948 +588
Sep20 161214 97.550 97.605 97.370 97.455 -0.080 34,910 114,784 -627
Dec20 161214 97.480 97.540 97.305 97.395 -0.070 35,377 142,109 +593
Mar21 161214 97.430 97.490 97.260 97.350 -0.065 23,441 97,830 -1,736
Total Volume and Open Interest 2,919,872 12,877,071 +58,601
Ultra T-Bond(CBOT)
Dec16 161214 159~31 160~00 158~14 158~14 -0~06 2,441 11,249 -1,242
Mar17 161214 158~04 159~18 156~03 157~18 -0~06 111,503 663,558 +7,190
Jun17 161214 156~28 156~28 156~28 156~28 -0~06      
Total Volume and Open Interest 113,944 674,807 +5,948
Ultra 10-Yr T-Note(CBOT)
Dec16 161214 134~165 134~165 133~105 133~105 -0~185 3,498 1,552 -2,338
Mar17 161214 133~145 134~045 132~055 132~265 -0~185 117,223 312,681 -9,203
Jun17 161214 132~265 132~265 132~265 132~265 -0~185      
Total Volume and Open Interest 120,721 314,233 -11,541
30 Day Federal Funds(CBOT)
Dec16 161214 99.465 99.467 99.463 99.465 unch 2,411 85,832 -704
Jan17 161214 99.355 99.360 99.350 99.355 -0.005 16,155 231,584 -1,683
Feb17 161214 99.340 99.345 99.335 99.340 unch 2,677 86,184 +664
Mar17 161214 99.310 99.315 99.295 99.300 -0.010 2,304 81,481 +580
Apr17 161214 99.285 99.300 99.270 99.275 -0.015 12,870 156,701 +4,805
May17 161214 99.255 99.270 99.200 99.235 -0.020 9,141 64,128 +3,109
Total Volume and Open Interest 65,322 944,148 +10,200
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 161213 99.95 99.95 99.95 99.95 unch      
Jun17 161213 99.95 99.95 99.95 99.95 unch      
Sep17 161213 99.95 99.95 99.95 99.95 unch      
Dec17 161213 99.95 99.95 99.95 99.95 unch      
Mar18 161213 99.96 99.96 99.96 99.96 unch      
Jun18 161213 99.82 99.82 99.82 99.82 unch      
Sep18 161213 99.68 99.68 99.68 99.68 unch      
Dec18 161213 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Mar17 161213 150.01 150.17 149.78 149.87 -0.11 5,782 12,878 +6,778
Jun17 161213 149.87 149.87 149.87 149.87 -0.11      
Sep17 161213 149.87 149.87 149.87 149.87 -0.11      
Total Volume and Open Interest 5,782 12,878 -5,322
Euro-Buxl(EUREX)
Mar17 161214 167.06 169.44 166.92 169.02 +2.46 53,766 213,782 +505
Jun17 161214 167.26 167.26 167.26 167.26 +2.46 0 13 +3
Sep17 161214 167.26 167.26 167.26 167.26 +2.46      
Total Volume and Open Interest 53,766 213,795 +508
Euro-Bund(EUREX)
Mar17 161214 161.94 162.62 161.69 162.46 +0.75 675,173 1,844,196 +12,066
Jun17 161214 158.81 159.37 158.81 159.29 +0.75 18 40 -8
Sep17 161214 159.29 159.29 159.29 159.29 +0.75      
Total Volume and Open Interest 675,191 1,844,236 +12,058
Euro-Bobl(EUREX)
Mar17 161214 132.96 133.13 132.91 133.07 +0.17 444,623 1,354,106 +4,061
Jun17 161214 130.88 130.88 130.88 130.88 +0.17 10 10 -1
Sep17 161214 130.88 130.88 130.88 130.88 +0.17      
Total Volume and Open Interest 444,633 1,354,116 +4,060
Euro-Schatz(EUREX)
Mar17 161214 112.24 112.28 112.23 112.26 +0.03 276,060 1,326,291 -28,848
Jun17 161214 112.17 112.17 112.17 112.17 unch 0 21 +15
Sep17 161214 112.17 112.17 112.17 112.17 unch      
Total Volume and Open Interest 276,060 1,326,312 -28,833
3-Mth Euribor(EUREX)
Dec16 161214 100.320 100.320 100.320 100.320 unch 1 2,979 -1
Mar17 161214 100.305 100.305 100.305 100.305 unch 0 3,810 +0
Jun17 161214 100.290 100.290 100.290 100.290 unch 8 33,587 +0
Total Volume and Open Interest 1,736 73,562 +10
Long Gilt(LIFFE)
Dec16 161214 124~07 124~12 124~04 124~12 +0~13 2,623 13,640 -1,849
Mar17 161214 123~12 123~27 123~12 123~25 +0~18 178,261 597,475 -2,322
Total Volume and Open Interest 180,884 611,115 -4,171
3-Mth Short Sterling(LIFFE)
Dec16 161214 99.61 99.63 99.61 99.62 +0.01 27,490 440,524 -682
Mar17 161214 99.59 99.60 99.59 99.59 unch 16,450 372,562 -327
Jun17 161214 99.55 99.57 99.55 99.56 unch 22,391 367,219 +74
Sep17 161214 99.52 99.53 99.51 99.52 unch 25,747 286,992 -4,593
Dec17 161214 99.47 99.50 99.47 99.49 +0.02 35,831 265,426 -4,555
Mar18 161214 99.42 99.45 99.42 99.44 +0.02 38,870 170,350 -3,560
Total Volume and Open Interest 323,920 2,685,533 -15,179
3-Mth Euribor(LIFFE)
Dec16 161214 100.315 100.320 100.310 100.315 unch 18,903 343,752 -2,585
Mar17 161214 100.310 100.310 100.305 100.310 +0.005 36,015 399,347 -3,215
Jun17 161214 100.290 100.295 100.285 100.290 +0.005 31,025 382,338 -964
Total Volume and Open Interest 550,753 3,254,165 +179
3-Mth Aus T-Bills(SFE)
Dec16 161208 98.22 98.23 98.20 98.22 unch 16,118 50,037 -25,781
Mar17 161214 98.23 98.23 98.21 98.23 unch 11,717 207,796 -1,288
Jun17 161214 98.22 98.24 98.21 98.23 unch 38,781 234,075 -5,251
Sep17 161214 98.20 98.22 98.19 98.21 unch 13,592 162,608 -681
Dec17 161214 98.14 98.17 98.13 98.16 +0.01 10,722 165,365 +2,579
Mar18 161214 98.05 98.08 98.05 98.08 +0.02 6,162 94,679 -49
Jun18 161214 97.95 97.99 97.95 97.99 +0.03 6,134 68,784 -2,395
Sep18 161214 97.85 97.89 97.85 97.89 +0.03 2,719 47,671 -97
Dec18 161214 97.75 97.79 97.75 97.79 +0.03 3,246 19,301 +1,636
Mar19 161214 97.69 97.69 97.68 97.69 +0.04 615 4,848 +161
Total Volume and Open Interest 93,823 1,009,029 -5,294
10-Year Aus T-Bonds(SFE)
Dec16 161214 97.19 97.24 97.19 97.23 +0.03 459,708 722,554 -215,751
Mar17 161214 97.14 97.19 97.13 97.17 +0.03 402,394 540,247 +261,557
Total Volume and Open Interest 862,102 1,262,801 +45,806
3-Year Aus T-Bonds(SFE)
Dec16 161214 98.06 98.11 98.05 98.10 +0.03 381,714 894,459 -66,938
Mar17 161214 98.03 98.08 98.02 98.07 +0.03 273,002 381,098 +193,717
Total Volume and Open Interest 654,716 1,275,557 +126,779
Gold(CMX)
Dec16 161214 1159.8 1164.0 1142.0 1161.3 +4.6 331 1,096 -229
Feb17 161214 1159.8 1168.0 1140.0 1163.7 +4.7 166,798 272,335 +2,140
Apr17 161214 1162.9 1170.1 1143.5 1166.6 +4.7 2,161 35,957 -303
Jun17 161214 1166.0 1172.7 1147.8 1169.3 +4.7 1,807 38,763 +377
Aug17 161214 1172.6 1175.2 1151.0 1172.2 +4.7 1,046 10,621 -22
Oct17 161214 1177.9 1177.9 1163.8 1175.1 +4.7 109 3,255 -22
Dec17 161214 1175.9 1180.9 1157.1 1178.0 +4.7 634 21,384 -250
Feb18 161214 1180.0 1182.7 1180.0 1181.0 +4.7 0 212 -1
Apr18 161214 1184.2 1184.2 1184.2 1184.2 +4.7 1 161 +1
Jun18 161214 1190.0 1190.0 1187.5 1187.5 +4.7 1 4,211 +0
Aug18 161214 1190.8 1190.8 1190.8 1190.8 +4.7 0 6 +0
Oct18 161214 1194.0 1194.0 1194.0 1194.0 +4.7      
Total Volume and Open Interest 174,277 396,366 +1,644
Silver(CMX)
Dec16 161214 1714.0 1715.2 1680.0 1715.2 +24.1 104 590 -77
Mar17 161214 1696.5 1729.0 1680.5 1722.1 +24.4 53,316 134,992 +2,102
May17 161214 1701.5 1734.0 1693.5 1727.7 +24.3 1,852 13,778 +361
Jul17 161214 1728.0 1734.0 1696.5 1733.2 +24.4 1,579 5,320 -395
Sep17 161214 1738.0 1738.8 1702.0 1738.8 +24.4 92 1,052 +24
Dec17 161214 1741.0 1752.0 1733.0 1747.7 +24.4 125 5,104 +14
Mar18 161214 1756.5 1756.5 1730.0 1756.5 +24.4 0 14 +0
Total Volume and Open Interest 57,637 163,378 +1,995
Platinum(NYMEX)
Jan17 161214 936.6 948.5 922.3 940.8 +4.1 15,971 44,425 -1,141
Apr17 161214 938.1 951.5 926.0 943.9 +4.0 2,241 21,599 +758
Jul17 161214 946.1 953.0 933.4 947.5 +3.9 42 1,260 +23
Oct17 161214 957.0 958.0 934.1 950.9 +3.9 10 219 +1
Total Volume and Open Interest 18,268 67,517 -359
Palladium(NYMEX)
Dec16 161214 731.55 731.55 731.55 731.55 +1.95 3 39 -1
Mar17 161214 730.40 734.20 721.55 732.55 +1.95 3,339 26,697 -158
Jun17 161214 733.15 733.45 729.15 733.45 +1.95 205 503 +104
Total Volume and Open Interest 3,655 27,353 +44
Copper(CMX)
Dec16 161214 258.65 263.55 256.65 260.00 +0.70 605 2,844 -301
Mar17 161214 259.60 264.50 257.00 260.45 +0.60 67,959 162,126 +1,456
May17 161214 260.10 265.25 258.20 261.15 +0.55 4,401 27,618 -102
Jul17 161214 260.00 265.00 259.65 261.60 +0.50 1,144 18,723 +63
Sep17 161214 261.20 263.65 260.70 261.95 +0.45 1,028 6,520 +399
Total Volume and Open Interest 76,481 238,003 +1,887
E-mini DJIA Index(CBOT)
Dec16 161214 19912 19968 19749 19824 -88 68,749 62,719 -19,744
Mar17 161214 19858 19911 19690 19765 -93 150,068 88,191 +29,299
Jun17 161214 19829 19829 19643 19700 -93 26 90 +1
Sep17 161214 19615 19615 19615 19615 -93      
Total Volume and Open Interest 218,843 151,000 +9,556
S & P 500(CME)
Dec16 161214 2269.00 2274.00 2249.00 2257.00 -16.20 19,912 68,687 -6,924
Mar17 161214 2267.80 2268.70 2252.00 2252.00 -15.80 16,986 38,948 +8,326
Jun17 161214 2259.50 2262.50 2246.70 2246.70 -15.80 279 1,702 +3
Sep17 161214 2242.30 2242.30 2242.30 2242.30 -14.90      
Total Volume and Open Interest 37,177 109,337 +1,405
S & P 500 E-Mini(Globex)
Dec16 161214 2273.25 2277.00 2248.00 2257.00 -16.25 1,019,782 1,628,320 -451,110
Mar17 161214 2268.00 2272.50 2243.00 2252.00 -15.75 1,973,091 1,706,174 +551,595
Jun17 161214 2262.25 2265.75 2237.50 2246.75 -15.75 367 6,048 +114
Sep17 161214 2253.50 2253.50 2241.00 2242.25 -15.00 2 36 +0
Total Volume and Open Interest 2,993,244 3,340,608 +100,599
NASDAQ 100 E-Mini(Globex)
Dec16 161214 4939.50 4956.50 4910.30 4931.80 -6.00 124,198 166,906 -20,439
Mar17 161214 4937.50 4957.50 4910.50 4932.50 -5.00 231,016 120,950 +52,161
Jun17 161214 4930.00 4945.00 4926.50 4926.50 -5.00 38 62 +24
Total Volume and Open Interest 355,254 287,960 +31,746
S&P Midcap 400(CME) e-Mini
Dec16 161214 1687.60 1690.20 1663.00 1664.50 -22.10 38,062 29,139 -22,563
Mar17 161214 1685.90 1689.70 1661.60 1663.50 -22.00 50,712 70,819 +28,528
Jun17 161214 1653.80 1653.80 1653.80 1653.80 -22.00      
Total Volume and Open Interest 88,774 99,958 +5,965
Volatility Index(CBOE)
Dec16 161214 13.30 13.65 12.84 13.43 +0.15 66,913 166,989 +0
Jan17 161214 15.46 15.70 15.03 15.33 -0.15 55,216 149,207 +0
Feb17 161214 16.74 16.97 16.43 16.52 -0.21 18,551 40,901 +0
Mar17 161214 17.70 17.89 17.40 17.48 -0.20 8,950 29,711 +0
Total Volume and Open Interest 157,032 438,157 +0
Russell 2000 Mini(ICE)
Dec16 161214 1373.00 1379.00 1353.20 1358.20 -17.60 198,543 326,813 -122,626
Mar17 161214 1373.10 1378.10 1352.30 1357.70 -17.00 276,524 415,396 +139,529
Jun17 161214 1350.00 1354.70 1350.00 1354.70 -17.00 0 344 +0
Total Volume and Open Interest 475,068 742,833 +16,904
Nikkei 225(CME)
Mar17 161214 19340 19480 19185 19410 +70 12,825 32,373 +1,765
Jun17 161214 19335 19335 19335 19335 +70 2 0 +0
Total Volume and Open Interest 12,827 32,373 +1,765
Nikkei 225(SGX)
Dec16 161208 18510 18820 18490 18785 +290 159,471 174,466 -24,530
Mar17 161214 19185 19195 19145 19185 -10 93,618 183,170 +1,542
Jun17 161214 19035 19060 19035 19060 -15 100 163 +86
Total Volume and Open Interest 93,730 189,499 +1,620
Nikkei 225 Mini(JPX)
Dec16 161208 18525 18790 18485 18790 +290 877,826 406,905 -30,967
Mar17 161213 19190 19235 19015 19200 +10 1,014,046 224,883 +58,216
Jun17 161213 19060 19100 18885 19070 +30 5,256 2,950 +595
Total Volume and Open Interest 1,087,582 346,378 -301,444
Nikkei 225(JPX)
Dec16 161208 18530 18790 18490 18790 +290 173,401 259,863 -101,754
Mar17 161213 19190 19230 19020 19200 +10 95,798 317,592 +20,791
Jun17 161213 19050 19110 18900 19070 +30 733 18,011 +36
Total Volume and Open Interest 96,592 411,095 -202,815
Nikkei 225(CME) Yen
Dec16 161208 18630 18920 18610 18860 +230 67,553 53,178 -9,334
Mar17 161214 19265 19425 19115 19340 +65 52,495 51,857 +491
Jun17 161214 19210 19265 19000 19210 +65 0 2 +0
Total Volume and Open Interest 52,495 51,860 +491
Nikkei 225(CME) e-Mini Yen
Dec16 161208 18860 18900 18860 18860 +230 0 307 +0
Mar17 161214 19260 19340 19120 19340 +70 0 2 +0
Jun17 161214 19210 19210 19210 19210 +70      
Total Volume and Open Interest 0 2 +0
CAC 40(EURONEXT)
Dec16 161214 4796.5 4808.5 4760.5 4769.5 -34.5 130,392 295,630 +14,278
Jan17 161214 4793.0 4799.5 4753.0 4761.5 -34.0 51,769 64,057 +43,946
Feb17 161214 4771.0 4793.5 4757.5 4757.5 -34.5 1 75 +1
Mar17 161214 4775.0 4777.5 4753.5 4756.5 -34.5 1,925 2,268 +1,607
Total Volume and Open Interest 184,087 362,076 +59,832
Hang Seng Index(HKFE)
Dec16 161214 22456 22648 22450 22487 +29 119,178 135,669 +1,733
Jan17 161214 22514 22660 22475 22507 +29 1,170 4,194 +472
Total Volume and Open Interest 121,003 144,665 +2,614
DAX(EUREX)
Dec16 161214 11275.0 11322.0 11221.0 11265.0 -30.0 110,491 165,445 -3,256
Mar17 161214 11281.5 11321.0 11221.0 11263.0 -30.0 29,866 94,145 +51,281
Jun17 161214 11286.0 11302.5 11252.5 11290.5 -29.5 141 570 +264
Total Volume and Open Interest 140,498 260,160 +48,289
Mini-DAX(EUREX)
Dec16 161214 11278.0 11320.0 11222.0 11265.0 -30.0 20,848 16,703 +1,955
Mar17 161214 11272.0 11317.0 11222.0 11263.0 -30.0 1,020 5,901 +2,124
Jun17 161214 11289.0 11290.5 11265.0 11290.5 -29.5 50 170 +51
Total Volume and Open Interest 21,918 22,774 +4,130
FT-SE 100(EURONEXT)
Dec16 161214 6964.00 6986.50 6925.50 6964.00 -13.50 397,098 482,641 -148,459
Mar17 161214 6899.00 6925.00 6863.50 6902.00 -13.00 307,484 328,400 +182,768
Jun17 161214 6829.50 6829.50 6829.50 6829.50 -13.00 8,593 27,830 +8,578
Total Volume and Open Interest 713,175 838,871 +42,887
SPI 200(SFE)
Dec16 161214 5554.0 5600.0 5549.0 5582.0 +32.0 132,646 256,896 -17,823
Mar17 161214 5505.0 5550.0 5498.0 5531.0 +32.0 107,346 86,889 +74,512
Jun17 161214 5515.0 5515.0 5515.0 5515.0 +32.0 0 1,397 +0
Total Volume and Open Interest 240,047 346,834 +56,580
FTSE MIB(ISE)
Dec16 161214 18750.00 18960.00 18600.00 18664.00 -124.00 58,722 35,927 -1,606
Mar17 161214 18740.00 18900.00 18540.00 18607.00 -124.00 21,076 12,012 +7,484
Jun17 161214 18162.00 18162.00 18162.00 18162.00 -124.00 2 2 +2
Total Volume and Open Interest 79,800 47,941 +5,880
KOSPI 200(KFE)
Mar17 161214 258.55 258.70 258.35 258.50 +0.50 102,617 123,438 +2,966
Jun17 161214 258.80 260.50 258.80 259.25 +0.45 149 3,113 +18
Sep17 161214 260.45 260.45 260.35 260.35 +0.50 0 61 +20
Total Volume and Open Interest 102,768 131,785 +3,005
GSCI(CME)
Dec16 161214 390.00 393.45 387.10 387.45 -6.20 3,105 3,392 -2,682
Jan17 161214 394.40 397.20 390.10 391.20 -5.70 3,103 11,543 +2,808
Feb17 161214 393.45 393.45 393.45 393.45 -5.70      
Total Volume and Open Interest 6,208 14,935 +126
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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