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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 22, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161222 1007.75 1008.75 993.50 994.50 -12.25 124,535 118,711 -18,942
Mar17 161222 1017.50 1019.00 1003.00 1004.00 -13.00 100,517 319,041 -1,360
May17 161222 1026.75 1028.00 1012.25 1013.25 -13.00 30,883 91,036 +2,736
Jul17 161222 1034.00 1034.00 1019.00 1020.25 -12.75 20,706 96,337 +364
Aug17 161222 1028.25 1028.25 1017.50 1017.75 -12.25 498 6,643 +60
Sep17 161222 1008.00 1010.50 1001.50 1001.50 -10.75 480 2,503 +95
Nov17 161222 997.25 998.50 986.00 987.50 -10.00 9,952 74,609 +1,965
Jan18 161222 996.00 998.25 990.00 990.50 -9.75 498 3,011 +26
Mar18 161222 990.00 992.25 985.00 985.00 -9.25 105 2,317 -5
May18 161222 990.00 990.00 984.00 984.00 -9.25 6 480 +0
Jul18 161222 991.50 991.50 982.75 984.50 -9.00 21 688 -54
Aug18 161222 977.75 977.75 977.75 977.75 -8.50 0 18 +0
Sep18 161222 971.00 971.00 971.00 971.00 -5.00 0 17 +0
Nov18 161222 962.25 963.75 957.50 958.00 -8.25 137 1,136 +73
Total Volume and Open Interest 288,339 716,574 -15,043
Soybean Meal(CBOT)
Jan17 161222 309.40 311.10 308.00 309.30 -0.20 40,266 41,585 -5,889
Mar17 161222 313.30 315.00 311.90 313.30 -0.30 32,277 166,108 +3,001
May17 161222 316.40 317.60 314.70 316.40 unch 7,074 51,435 +304
Jul17 161222 319.40 320.80 318.00 319.70 -0.10 6,607 50,779 +1,451
Aug17 161222 318.80 319.50 317.10 318.60 -0.30 596 7,421 +71
Sep17 161222 316.60 316.60 314.90 316.50 unch 696 5,925 +127
Oct17 161222 311.40 312.30 310.00 311.90 unch 997 5,471 +182
Dec17 161222 312.10 313.10 310.30 312.60 +0.10 2,396 22,853 -178
Jan18 161222 310.30 312.30 310.30 312.30 unch 139 891 -11
Mar18 161222 309.90 311.10 309.70 311.10 +0.50 19 1,050 +15
Total Volume and Open Interest 91,088 354,704 -1,066
Soybean Oil(CBOT)
Jan17 161222 36.19 36.19 34.76 34.79 -1.25 52,671 65,601 -12,231
Mar17 161222 36.44 36.46 35.06 35.09 -1.25 43,409 182,399 +1,408
May17 161222 36.66 36.66 35.29 35.33 -1.21 10,418 64,006 +754
Jul17 161222 36.69 36.69 35.50 35.53 -1.20 7,733 58,739 +896
Aug17 161222 36.75 36.75 35.42 35.44 -1.20 788 6,604 +76
Sep17 161222 36.25 36.25 35.26 35.27 -1.16 1,013 5,438 +78
Oct17 161222 35.67 35.75 34.92 34.94 -1.13 1,372 5,001 +367
Dec17 161222 35.89 35.89 34.91 34.93 -1.10 2,910 14,565 +599
Jan18 161222 35.64 35.64 34.90 34.90 -1.12 129 558 -3
Mar18 161222 35.66 35.66 34.87 34.87 -1.11 24 558 +4
Total Volume and Open Interest 120,474 404,009 -8,052
Canola(WCE)
Jan17 161222 510.2 510.2 503.2 505.7 -5.9 21,678 31,636 -14,978
Mar17 161222 520.6 520.6 512.5 514.5 -6.4 25,920 118,792 +16,092
May17 161222 526.2 526.2 518.8 520.7 -5.6 3,145 27,556 -217
Jul17 161222 529.6 529.6 523.1 524.9 -4.7 1,658 17,156 +979
Nov17 161222 500.5 501.8 497.5 500.8 -1.4 693 15,763 +487
Total Volume and Open Interest 53,104 212,763 +2,373
Corn(CBOT)
Mar17 161222 347.25 348.00 346.00 347.25 unch 103,799 696,757 +4,042
May17 161222 354.00 354.75 352.75 354.00 unch 24,618 168,244 -869
Jul17 161222 361.75 362.25 360.00 361.25 -0.25 17,301 172,268 +3,670
Sep17 161222 369.00 369.75 367.50 368.50 -0.50 5,343 58,568 +503
Dec17 161222 378.25 379.00 376.50 377.75 -0.50 9,654 109,057 +1,037
Mar18 161222 386.00 386.50 385.50 386.50 -0.75 693 10,316 +242
May18 161222 392.00 392.00 391.00 391.75 -1.25 89 1,733 +4
Jul18 161222 397.50 397.50 395.75 396.00 -1.50 217 1,918 +2
Sep18 161222 390.75 394.00 390.75 390.75 -2.50 101 906 +47
Dec18 161222 394.75 394.75 391.75 392.75 -2.00 349 7,419 +65
Total Volume and Open Interest 162,184 1,227,436 +8,763
Wheat(CBOT)
Mar17 161222 399.25 400.50 396.50 397.00 -2.50 35,449 264,073 +1,000
May17 161222 412.00 413.00 409.50 410.00 -2.25 8,438 70,615 +577
Jul17 161222 426.25 427.25 423.50 424.00 -2.50 8,571 68,773 +1,074
Sep17 161222 440.00 441.75 438.00 438.50 -2.50 1,808 13,362 +609
Dec17 161222 458.00 460.00 456.00 456.25 -2.50 1,267 25,064 +7
Mar18 161222 472.00 473.50 470.00 470.00 -2.00 51 3,905 +1
Total Volume and Open Interest 55,606 447,386 +3,275
Wheat(KCBT)
Mar17 161222 408.50 410.50 407.25 408.00 -1.25 17,105 127,366 -1,966
May17 161222 420.00 421.75 418.75 419.50 -1.25 2,918 35,171 +1,085
Jul17 161222 432.00 433.25 430.25 431.25 -1.25 4,749 63,068 -481
Sep17 161222 445.50 446.50 444.50 445.25 -0.75 800 8,038 +30
Dec17 161222 463.50 464.75 463.00 463.50 -0.75 559 9,166 +125
Mar18 161222 477.00 477.25 477.00 477.00 -0.25 28 3,185 +9
May18 161222 485.75 485.75 485.25 485.50 -0.25 10 944 +4
Total Volume and Open Interest 26,180 247,476 -1,189
Wheat(MGE)
Mar17 161222 539.00 543.25 533.50 535.00 -4.50 3,640 34,198 +606
May17 161222 536.00 540.00 532.00 532.50 -3.75 1,420 13,549 +279
Jul17 161222 539.00 541.75 535.00 535.25 -3.75 491 5,883 -44
Sep17 161222 543.25 548.00 540.50 540.50 -4.00 388 4,141 +82
Dec17 161222 552.25 552.25 549.25 549.25 -3.00 158 3,002 +65
Mar18 161222 560.00 560.00 558.25 558.25 -2.50 9 140 +3
Total Volume and Open Interest 6,106 61,036 +991
Oats(CBOT)
Mar17 161222 222.75 222.75 218.00 218.00 -5.25 1,025 5,167 -652
May17 161222 222.00 222.00 219.50 219.75 -3.50 142 1,064 +18
Jul17 161222 223.50 223.75 222.50 222.75 -1.50 34 169 +21
Sep17 161222 224.00 233.00 224.00 224.00 -1.25 2 4 +1
Total Volume and Open Interest 1,231 6,525 -592
Rough Rice(CBOT)
Jan17 161222 9.41 9.44 9.27 9.28 -0.08 1,285 4,200 -864
Mar17 161222 9.62 9.69 9.52 9.52 -0.09 1,256 7,668 +692
May17 161222 9.83 9.83 9.75 9.77 -0.10 22 338 +3
Jul17 161222 9.95 10.12 9.95 9.95 -0.11 0 21 +0
Total Volume and Open Interest 2,563 12,235 -169
Live Cattle(CME)
Dec16 161222 113.400 114.830 113.400 114.000 +0.715 2,578 3,460 -891
Feb17 161222 116.230 117.200 116.050 116.800 +0.570 25,904 124,791 +1,894
Apr17 161222 114.480 115.200 114.200 114.750 +0.300 13,283 71,617 +1,831
Jun17 161222 104.500 105.400 104.385 105.230 +0.580 8,671 61,227 +698
Aug17 161222 100.150 100.750 99.930 100.680 +0.350 3,456 22,075 +594
Oct17 161222 99.785 100.330 99.680 100.230 +0.280 1,064 12,013 +263
Total Volume and Open Interest 55,722 300,306 +4,461
Feeder Cattle(CME)
Jan17 161222 130.285 131.200 129.750 131.130 +0.895 5,815 11,556 -1,603
Mar17 161222 126.230 127.330 125.750 127.180 +0.980 4,981 18,763 +614
Apr17 161222 125.930 126.730 125.430 126.635 +0.705 1,181 4,686 +150
May17 161222 124.700 125.180 124.285 125.080 +0.330 941 5,647 +86
Aug17 161222 124.950 125.385 124.400 125.230 +0.345 386 2,617 +87
Sep17 161222 122.900 123.400 122.730 123.285 +0.455 37 265 +1
Oct17 161222 121.650 121.650 120.850 121.650 +0.600 17 72 -2
Total Volume and Open Interest 13,362 43,627 -667
Lean Hogs(CME)
Feb17 161222 65.300 65.750 64.430 64.725 -0.175 19,463 86,010 -1,243
Apr17 161222 68.135 68.500 67.550 67.725 -0.275 9,296 47,147 +1,315
May17 161222 73.150 73.250 72.600 72.850 -0.035 74 1,314 +10
Jun17 161222 77.000 77.300 76.500 76.830 -0.020 5,398 25,231 +416
Jul17 161222 76.750 76.830 76.035 76.350 -0.080 862 10,139 -83
Aug17 161222 76.850 76.850 76.035 76.200 -0.380 882 15,109 +46
Oct17 161222 66.225 66.225 65.500 65.885 +0.085 210 5,232 -6
Dec17 161222 61.150 61.250 60.950 61.130 +0.050 256 2,079 +176
Total Volume and Open Interest 36,461 192,541 +647
Class III Milk(CME)
Dec16 161222 17.36 17.39 17.35 17.38 +0.07 105 6,048 -149
Jan17 161222 16.66 16.78 16.50 16.73 +0.11 377 4,946 +0
Feb17 161222 16.98 17.07 16.80 17.00 +0.10 224 4,231 +108
Mar17 161222 17.26 17.28 17.17 17.25 +0.05 154 3,794 +74
Apr17 161222 17.41 17.46 17.35 17.42 +0.02 156 2,871 +70
May17 161222 17.51 17.59 17.45 17.54 +0.05 87 2,708 +38
Jun17 161222 17.57 17.68 17.53 17.64 +0.06 97 2,416 +76
Jul17 161222 17.76 17.80 17.74 17.76 +0.02 37 1,389 +22
Aug17 161222 17.78 17.87 17.78 17.81 +0.03 28 1,399 +23
Sep17 161222 17.87 17.91 17.86 17.90 +0.05 31 1,336 +28
Oct17 161222 17.69 17.80 17.69 17.72 +0.03 25 1,103 +23
Nov17 161222 17.53 17.63 17.51 17.54 +0.03 26 1,133 +21
Dec17 161222 17.26 17.33 17.25 17.26 unch 16 977 +5
Total Volume and Open Interest 1,435 35,240 +404
Cocoa(ICE)
Mar17 161222 2278 2283 2183 2189 -90 10,665 126,343 -904
May17 161222 2272 2276 2180 2184 -87 4,787 52,708 +417
Jul17 161222 2262 2274 2183 2187 -83 3,293 33,456 +949
Sep17 161222 2265 2278 2194 2196 -78 267 14,455 +35
Dec17 161222 2276 2286 2210 2212 -74 74 7,957 +47
Mar18 161222 2288 2301 2229 2229 -69 28 9,700 +10
May18 161222 2306 2306 2246 2246 -70 5 3,247 +0
Total Volume and Open Interest 19,121 250,327 +555
Coffee "C"(ICE)
Mar17 161222 144.05 144.30 138.65 139.10 -5.45 10,508 97,719 +995
May17 161222 146.50 146.50 140.95 141.35 -5.40 2,992 39,932 +194
Jul17 161222 149.00 149.00 143.25 143.65 -5.40 1,640 21,705 +38
Sep17 161222 150.50 150.50 145.15 145.55 -5.40 646 12,441 +135
Dec17 161222 153.00 153.00 148.10 148.45 -5.40 170 11,289 +89
Mar18 161222 155.25 155.25 150.85 151.15 -5.40 34 2,485 +17
Total Volume and Open Interest 16,026 188,916 +1,479
Orange Juice(ICE)
Jan17 161222 197.05 197.20 193.20 194.35 -3.50 1,879 4,876 -1,434
Mar17 161222 193.75 194.45 191.10 191.95 -2.90 1,683 8,390 +1,357
May17 161222 190.45 190.50 189.95 190.50 -2.80 13 673 -1
Jul17 161222 189.00 189.00 189.00 189.00 -2.75 5 258 +2
Sep17 161222 187.30 187.30 187.30 187.30 -2.65 1 32 +0
Nov17 161222 185.15 185.15 185.15 185.15 -2.65 0 3 +0
Total Volume and Open Interest 3,581 14,233 -76
Sugar #11(ICE)
Mar17 161222 18.24 18.31 18.13 18.16 -0.04 27,001 365,249 -1,369
May17 161222 18.00 18.10 17.92 17.95 -0.05 14,280 165,728 +1,382
Jul17 161222 17.81 17.86 17.68 17.70 -0.11 10,003 114,997 +2,396
Oct17 161222 17.76 17.84 17.67 17.69 -0.11 3,458 77,438 +156
Mar18 161222 17.89 17.93 17.80 17.81 -0.11 1,007 42,695 +34
May18 161222 17.54 17.56 17.46 17.46 -0.07 234 16,438 -22
Jul18 161222 17.20 17.20 17.11 17.11 -0.07 235 11,719 +41
Oct18 161222 17.07 17.07 17.07 17.07 -0.08 195 11,166 +60
Total Volume and Open Interest 56,606 812,810 +2,776
London Cocoa(LCE)
Mar17 161222 1849 1852 1798 1802 -50 9,007 115,533 -93
May17 161222 1851 1853 1803 1807 -46 2,463 67,548 +88
Jul17 161222 1868 1871 1824 1828 -43 1,720 29,776 +98
Sep17 161222 1878 1880 1838 1842 -39 1,084 32,495 +32
Dec17 161222 1880 1884 1849 1852 -31 788 23,463 -62
Mar18 161222 1891 1895 1862 1865 -31 548 16,300 +222
May18 161222 1899 1904 1877 1880 -31 42 4,691 -2
Total Volume and Open Interest 15,684 291,526 +287
London Sugar(LCE)
Mar17 161222 492.10 493.20 489.90 490.60 -1.20 4,258 34,429 -51
May17 161222 489.10 489.60 487.00 487.50 -1.10 635 21,308 +136
Aug17 161222 484.00 484.00 481.90 482.20 -1.20 123 10,469 +18
Oct17 161222 474.20 474.50 471.90 472.20 -1.50 104 10,144 +5
Dec17 161222 468.40 470.50 465.70 466.80 -2.30 86 2,883 +37
Total Volume and Open Interest 5,360 83,039 +211
Cotton(ICE)
Mar17 161222 70.13 70.77 69.76 70.20 +0.07 13,748 166,463 -3,505
May17 161222 70.48 71.12 70.15 70.60 +0.12 3,407 41,587 -372
Jul17 161222 70.85 71.44 70.56 70.99 +0.15 1,424 15,217 +282
Oct17 161222 69.98 69.98 69.98 69.98 +0.25 8 53 -8
Dec17 161222 69.36 69.75 68.96 69.25 +0.12 249 19,371 +117
Mar18 161222 69.16 69.16 69.16 69.16 +0.11 1 411 +0
Total Volume and Open Interest 18,837 243,889 -3,486
Lumber(CME)
Jan17 161222 310.2 310.5 307.5 308.1 -0.7 401 1,495 -51
Mar17 161222 321.0 321.0 318.0 318.2 -2.1 398 2,310 +182
May17 161222 329.2 329.2 326.8 327.6 +0.7 13 302 +4
Jul17 161222 334.7 334.7 334.0 334.7 +0.7 0 53 +0
Total Volume and Open Interest 812 4,191 +135
Crude Oil(NYM)
Feb17 161222 52.52 53.19 52.08 52.95 +0.46 416,592 479,955 +4,053
Mar17 161222 53.41 54.08 52.96 53.86 +0.48 98,819 334,778 -3,572
Apr17 161222 54.13 54.78 53.70 54.61 +0.51 35,632 133,926 -317
May17 161222 54.74 55.36 54.36 55.20 +0.54 23,740 119,268 -411
Jun17 161222 55.11 55.77 54.70 55.60 +0.53 44,875 214,911 +3,975
Jul17 161222 55.50 55.92 55.00 55.84 +0.51 7,709 53,340 -853
Aug17 161222 55.65 56.08 55.17 55.98 +0.50 5,504 45,124 -184
Sep17 161222 55.33 56.21 55.33 56.06 +0.50 11,254 70,397 +14
Oct17 161222 55.41 56.27 55.30 56.11 +0.50 2,365 37,642 +356
Nov17 161222 55.63 56.24 55.63 56.13 +0.48 3,563 34,490 +336
Dec17 161222 55.71 56.33 55.36 56.14 +0.47 37,837 200,733 +3,811
Jan18 161222 56.06 56.06 55.50 56.06 +0.46 2,379 34,762 +532
Feb18 161222 55.98 55.98 55.98 55.98 +0.45 2,021 14,431 +1,026
Mar18 161222 55.89 55.89 55.89 55.89 +0.44 3,668 23,539 -761
Apr18 161222 55.79 55.79 55.79 55.79 +0.44 1,879 7,000 +240
May18 161222 55.69 55.75 55.68 55.69 +0.43 1,077 5,278 +99
Total Volume and Open Interest 720,134 2,029,800 -11,005
e-miNY Crude Oil(NYM)
Feb17 161222 52.525 53.200 52.100 52.950 +0.450 7,306 2,129 +98
Mar17 161222 53.400 54.075 52.975 53.850 +0.475 131 637 +42
Apr17 161222 54.125 54.625 53.950 54.600 +0.500 35 438 +16
May17 161222 55.200 55.200 55.200 55.200 +0.550 4 65 +0
Jun17 161222 55.000 55.600 55.000 55.600 +0.525 10 137 +4
Jul17 161222 55.850 56.350 55.850 55.850 +0.525 6 137 -6
Aug17 161222 55.975 55.975 55.575 55.975 +0.500 0 165 +0
Sep17 161222 56.050 56.050 55.675 56.050 +0.500 10 56 +9
Oct17 161222 56.100 56.175 55.675 56.100 +0.500 9 33 +9
Nov17 161222 56.125 56.125 56.125 56.125 +0.475 0 19 +0
Total Volume and Open Interest 7,512 4,016 +171
NY Harbor ULSD(NYM)
Jan17 161222 164.11 166.75 162.44 166.08 +2.07 38,332 43,984 -9,649
Feb17 161222 166.02 168.68 164.43 167.82 +1.75 48,189 104,505 +4,119
Mar17 161222 167.50 169.91 165.85 168.90 +1.34 31,170 82,845 +118
Apr17 161222 167.54 170.22 166.44 169.13 +1.03 18,025 42,730 +1,798
May17 161222 168.59 170.86 167.28 169.77 +0.91 6,949 27,306 +1,016
Jun17 161222 169.61 171.59 168.03 170.49 +0.82 13,368 47,428 +574
Jul17 161222 169.35 172.44 169.32 171.54 +0.74 2,815 11,847 +669
Aug17 161222 170.72 173.50 170.64 172.50 +0.68 1,545 5,057 +237
Sep17 161222 172.96 174.43 172.96 173.49 +0.66 1,724 8,931 +278
Oct17 161222 173.25 174.88 172.76 174.37 +0.66 1,028 5,575 +93
Nov17 161222 173.67 175.58 173.67 175.10 +0.66 930 4,169 +201
Dec17 161222 175.14 176.58 173.63 175.73 +0.65 3,751 36,326 +826
Jan18 161222 176.50 176.50 175.90 176.50 +0.63 123 3,012 +10
Feb18 161222 176.75 178.20 176.75 176.75 +0.60 48 1,835 +0
Total Volume and Open Interest 168,476 440,699 +514
RBOB Gasoline(NYM)
Jan17 161222 160.05 160.62 157.80 160.40 -0.15 31,997 45,110 -3,170
Feb17 161222 161.61 162.22 159.14 161.98 -0.04 41,603 109,418 +5,502
Mar17 161222 163.28 163.91 160.72 163.73 +0.04 19,326 67,343 +1,849
Apr17 161222 181.34 182.10 178.78 181.95 +0.17 9,860 42,339 +610
May17 161222 181.90 183.25 179.97 183.09 +0.23 7,697 25,812 -149
Jun17 161222 181.59 182.94 179.64 182.78 +0.28 6,014 34,733 +507
Jul17 161222 178.57 181.53 178.57 181.37 +0.39 2,888 11,989 +485
Aug17 161222 176.60 179.43 176.60 179.24 +0.48 2,145 5,050 +92
Sep17 161222 173.69 176.65 173.69 176.57 +0.60 2,040 14,059 +320
Oct17 161222 161.51 163.37 161.51 163.37 +0.57 1,361 4,830 -227
Total Volume and Open Interest 127,928 392,699 +6,225
e-miNY RBOB Gasoline(NYM)
Jan17 161222 160.40 160.40 159.50 160.40 -0.15 0 1 +0
Feb17 161222 162.00 162.00 161.98 162.00 -0.02      
Mar17 161222 163.70 163.73 163.70 163.70 +0.01      
Apr17 161222 182.00 182.00 181.95 182.00 +0.22      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan17 161222 3.572 3.626 3.497 3.538 -0.004 165,294 51,378 -22,746
Feb17 161222 3.583 3.645 3.518 3.563 -0.004 89,210 156,415 -918
Mar17 161222 3.549 3.600 3.490 3.533 +0.006 54,632 256,816 +1,180
Apr17 161222 3.418 3.472 3.384 3.422 +0.015 44,966 115,522 -573
May17 161222 3.383 3.437 3.359 3.395 +0.015 27,010 100,193 -208
Jun17 161222 3.415 3.455 3.377 3.416 +0.015 7,773 39,647 +229
Jul17 161222 3.440 3.469 3.403 3.442 +0.016 11,521 53,469 +1,994
Aug17 161222 3.430 3.450 3.391 3.431 +0.015 10,697 32,611 -318
Sep17 161222 3.408 3.431 3.372 3.409 +0.013 6,286 32,953 -348
Oct17 161222 3.428 3.450 3.388 3.427 +0.014 20,396 84,528 +44
Nov17 161222 3.465 3.489 3.430 3.464 +0.013 6,314 32,831 +690
Dec17 161222 3.570 3.587 3.531 3.569 +0.013 4,192 34,532 +98
Jan18 161222 3.648 3.668 3.619 3.651 +0.013 8,034 37,763 +653
Feb18 161222 3.582 3.605 3.564 3.601 +0.015 1,842 12,963 +221
Mar18 161222 3.485 3.500 3.463 3.500 +0.018 3,582 33,731 -3
Apr18 161222 2.939 2.945 2.904 2.929 -0.001 2,890 39,725 +291
Total Volume and Open Interest 472,081 1,208,078 -18,996
Brent Crude Oil(ICE)
Feb17 161222 54.55 55.23 54.05 55.05 +0.59 257,022 231,545 -43,642
Mar17 161222 55.34 55.99 54.82 55.79 +0.57 216,588 527,637 +17,443
Apr17 161222 56.03 56.62 55.47 56.42 +0.55 74,081 189,892 +3,186
May17 161222 56.47 57.14 56.00 56.93 +0.53 36,741 141,157 +3,340
Jun17 161222 56.90 57.54 56.43 57.31 +0.50 59,844 254,836 +7,113
Jul17 161222 57.12 57.79 56.71 57.56 +0.49 14,998 77,420 +1,587
Aug17 161222 57.27 57.90 56.82 57.65 +0.47 9,332 51,751 +1,493
Sep17 161222 57.29 57.91 56.86 57.65 +0.45 10,832 68,955 +1,451
Oct17 161222 57.34 57.84 56.87 57.62 +0.43 3,230 34,790 -132
Nov17 161222 56.99 57.59 56.99 57.59 +0.42 1,484 26,770 +231
Dec17 161222 57.22 57.86 56.86 57.54 +0.41 32,705 226,284 +161
Jan18 161222 57.17 57.50 57.17 57.50 +0.39 1,521 30,355 +682
Feb18 161222 57.45 57.45 57.45 57.45 +0.38 1,182 18,961 +14
Mar18 161222 57.41 57.41 57.41 57.41 +0.37 1,320 23,536 -58
Total Volume and Open Interest 742,755 2,248,102 -8,209
Gas Oil(ICE)
Jan17 161222 481.00 490.00 477.50 487.25 +1.00 55,639 120,582 -8,882
Feb17 161222 485.75 494.00 481.75 491.50 +1.00 45,124 133,117 +979
Mar17 161222 489.50 497.25 485.50 495.00 +0.75 23,289 86,042 +5,322
Apr17 161222 492.00 499.75 488.25 497.50 +1.00 12,823 47,327 +1,403
May17 161222 494.75 502.00 491.00 500.00 +1.00 7,584 39,559 -156
Jun17 161222 497.75 504.25 493.75 502.25 +0.75 18,560 80,483 +2,756
Jul17 161222 499.50 507.00 496.50 505.00 +0.75 4,194 25,116 -181
Aug17 161222 502.50 509.00 499.25 507.50 +0.75 2,589 15,871 -301
Sep17 161222 505.50 511.50 501.75 509.75 +0.75 2,884 30,823 +210
Oct17 161222 507.75 513.50 504.00 511.75 +0.75 967 23,449 +341
Total Volume and Open Interest 188,264 794,161 +3,775
Ethanol(CBOT)
Jan17 161222 1.542 1.595 1.542 1.590 +0.041 523 1,517 -273
Feb17 161222 1.511 1.546 1.505 1.545 +0.027 313 2,556 +195
Mar17 161222 1.510 1.548 1.510 1.547 +0.023 41 554 +4
Apr17 161222 1.547 1.552 1.542 1.552 +0.023 5 691 +0
May17 161222 1.554 1.554 1.527 1.554 +0.023 0 9 +0
Jun17 161222 1.542 1.609 1.542 1.542 +0.023 0 2 +0
Jul17 161222 1.539 1.539 1.539 1.539 +0.023      
Aug17 161222 1.538 1.538 1.538 1.538 +0.023      
Total Volume and Open Interest 882 5,345 -74
WTI Crude Oil(ICE)
Feb17 161222 52.58 53.19 52.09 52.95 +0.46 42,555 77,403 -5,062
Mar17 161222 53.52 54.06 52.97 53.86 +0.48 35,992 93,712 +2,952
Apr17 161222 54.18 54.80 53.71 54.61 +0.51 16,414 22,183 -435
May17 161222 54.83 55.34 54.37 55.20 +0.54 6,890 21,681 -71
Jun17 161222 55.23 55.77 54.79 55.60 +0.53 12,667 66,558 +782
Jul17 161222 55.36 55.96 55.10 55.84 +0.51 1,664 8,139 +118
Aug17 161222 55.29 56.10 55.29 55.98 +0.50 1,497 11,197 +575
Sep17 161222 55.38 56.18 55.34 56.06 +0.50 1,624 18,356 -227
Oct17 161222 55.89 56.21 55.89 56.11 +0.50 293 5,141 +27
Nov17 161222 56.13 56.13 56.13 56.13 +0.48 168 2,566 -2
Dec17 161222 55.79 56.28 55.47 56.14 +0.47 8,016 81,388 -1,453
Jan18 161222 56.06 56.06 56.06 56.06 +0.46 200 2,207 +4
Feb18 161222 55.98 55.98 55.98 55.98 +0.45 224 1,316 +96
Mar18 161222 55.89 55.89 55.89 55.89 +0.44 241 3,437 +212
Apr18 161222 55.79 55.79 55.79 55.79 +0.44 33 1,027 +0
May18 161222 55.69 55.69 55.69 55.69 +0.43 8 546 -3
Total Volume and Open Interest 134,499 507,597 -803
US Dollar Index(ICE)
Mar17 161222 102.970 103.150 102.590 103.095 +0.065 29,634 82,696 +4,897
Jun17 161222 102.895 103.095 102.620 103.065 +0.065 231 1,283 +164
Sep17 161222 102.900 102.990 102.480 102.990 +0.065 77 254 +21
Total Volume and Open Interest 29,942 84,233 +5,082
Australian Dollar(CME)
Mar17 161222 72.16 72.44 71.83 71.95 -0.36 64,214 76,427 +2,810
Jun17 161222 72.10 72.27 71.69 71.79 -0.36 339 450 +269
Sep17 161222 71.66 73.21 71.66 71.66 -0.36 0 7 +0
Total Volume and Open Interest 64,553 76,916 +3,079
British Pound(CME)
Mar17 161222 123.82 124.05 123.04 123.12 -0.66 85,174 204,497 +1,676
Jun17 161222 124.30 124.33 123.35 123.41 -0.66 43 777 -41
Sep17 161222 123.71 124.59 123.69 123.71 -0.66 0 162 +0
Total Volume and Open Interest 85,219 205,486 +1,636
Canadian Dollar(CME)
Mar17 161222 74.51 74.61 74.04 74.20 -0.47 43,011 79,337 +2,013
Jun17 161222 74.60 74.69 74.14 74.29 -0.47 51 1,705 -1
Sep17 161222 74.50 74.50 74.27 74.37 -0.47 3 440 +2
Dec17 161222 74.47 74.99 74.43 74.47 -0.46 0 405 +0
Total Volume and Open Interest 43,065 81,901 -22,277
Japanese Yen(CME)
Mar17 161222 85.41 85.58 85.14 85.35 -0.02 122,745 220,154 +8,805
Jun17 161222 85.83 85.98 85.55 85.76 -0.01 29 247 +13
Sep17 161222 86.33 86.40 86.07 86.18 unch 0 30 +0
Total Volume and Open Interest 122,777 220,435 +8,821
Swiss Franc(CME)
Mar17 161222 97.96 98.36 97.88 97.99 +0.01 16,207 55,099 +36
Jun17 161222 98.60 98.95 98.50 98.60 +0.01 2 77 +0
Sep17 161222 99.22 99.36 99.22 99.22 unch 0 4 +0
Total Volume and Open Interest 16,209 55,185 +36
EuroFX(CME)
Mar17 161222 104.70 105.44 104.68 104.79 +0.07 148,136 390,756 +1,596
Jun17 161222 105.23 105.95 105.21 105.31 +0.08 471 8,522 +286
Sep17 161222 105.83 106.46 105.82 105.83 +0.07 18 263 +4
Total Volume and Open Interest 148,629 399,589 +1,884
Mexican Peso(CME)
Jan17 161222 480.25 480.25 480.25 480.25 -4.88      
Feb17 161222 478.25 478.25 478.25 478.25 -5.00      
Total Volume and Open Interest 23,555 139,166 +813
Brazilian Real(CME)
Jan17 161222 299.70 303.30 299.05 302.15 +2.65 1,838 20,679 +1,023
Feb17 161222 297.60 300.60 297.60 299.55 +2.60 49 83 +27
Mar17 161222 294.60 297.50 294.60 297.50 +2.55 69 6,297 +3
Apr17 161222 295.15 295.15 295.15 295.15 +2.80      
Total Volume and Open Interest 1,956 27,059 +1,053
30-Year T-Bonds(CBOT)
Mar17 161222 149~040 149~110 148~120 148~260 -0~040 152,691 592,814 +613
Jun17 161222 147~160 148~030 147~160 147~160 -0~180 0 3 +0
Sep17 161222 147~160 147~160 147~160 147~160 -0~180      
Total Volume and Open Interest 152,691 592,817 +176
10-Year T-Notes(CBOT)
Mar17 161222 123~115 123~135 123~015 123~085 -0~010 804,891 3,044,818 +11,362
Jun17 161222 122~200 122~200 122~080 122~200 -0~045 3 6 +3
Sep17 161222 122~200 122~200 122~200 122~200 -0~045      
Total Volume and Open Interest 804,894 3,044,824 -3,500
5-Year T-Notes(CBOT)
Dec16 161222 117~214 117~236 117~206 117~214 -0~004 208 27,128 -101
Mar17 161222 117~022 117~034 116~282 117~006 -0~004 425,162 2,910,450 +3,947
Jun17 161222 116~226 116~226 116~226 116~226 -0~004 0 1 +0
Total Volume and Open Interest 425,370 2,937,579 +3,846
2 Year T-Notes(CBOT)
Dec16 161222 108~170 108~180 108~162 108~170 unch 1,111 5,159 -873
Mar17 161222 108~064 108~070 108~046 108~054 -0~004 148,001 1,116,075 -684
Jun17 161222 108~054 108~054 108~054 108~054 -0~004      
Total Volume and Open Interest 149,112 1,121,234 -1,557
Eurodollars(CME)
Mar17 161222 98.935 98.940 98.930 98.930 -0.005 204,271 1,434,064 +40,799
Jun17 161222 98.765 98.765 98.750 98.755 -0.005 148,029 1,303,260 -3,352
Sep17 161222 98.605 98.610 98.590 98.595 -0.010 160,010 1,138,105 +740
Dec17 161222 98.435 98.445 98.415 98.425 -0.010 169,470 1,296,354 -8,860
Mar18 161222 98.305 98.310 98.275 98.290 -0.010 171,439 1,007,424 +4,422
Jun18 161222 98.170 98.175 98.140 98.160 -0.005 82,187 630,872 +355
Sep18 161222 98.050 98.055 98.015 98.040 unch 92,573 468,868 +482
Dec18 161222 97.915 97.925 97.880 97.905 unch 131,495 683,117 -20,099
Mar19 161222 97.815 97.820 97.775 97.805 unch 100,261 597,559 +12,807
Jun19 161222 97.720 97.725 97.685 97.715 +0.005 71,214 512,082 -336
Sep19 161222 97.640 97.645 97.600 97.635 +0.005 76,473 428,964 -1,608
Dec19 161222 97.550 97.555 97.510 97.545 +0.005 86,972 368,374 +9,673
Mar20 161222 97.495 97.500 97.450 97.485 unch 50,677 272,817 +4,659
Jun20 161222 97.440 97.440 97.395 97.430 unch 34,861 165,744 +2,241
Sep20 161222 97.385 97.390 97.345 97.380 unch 29,593 131,062 +1,747
Dec20 161222 97.320 97.325 97.280 97.315 unch 36,313 142,490 +855
Mar21 161222 97.275 97.280 97.240 97.270 unch 20,770 96,681 -1,444
Jun21 161222 97.230 97.235 97.190 97.225 unch 21,189 87,713 +263
Total Volume and Open Interest 1,774,906 11,093,509 +60,561
Ultra T-Bond(CBOT)
Dec16 161220 158~18 159~13 158~06 158~18 -0~22 2,561 3,764 -2,039
Mar17 161222 158~15 158~24 157~15 157~29 -0~06 56,363 680,273 -509
Jun17 161222 156~19 156~19 156~19 156~19 -0~17      
Total Volume and Open Interest 56,363 680,273 -1,956
Ultra 10-Yr T-Note(CBOT)
Dec16 161220 132~280 133~050 132~215 133~005 -0~040 451 1,103 -208
Mar17 161222 132~230 132~265 132~085 132~175 -0~020 52,505 286,487 +358
Jun17 161222 131~255 131~255 131~255 131~255 -0~100      
Total Volume and Open Interest 52,505 286,487 -731
30 Day Federal Funds(CBOT)
Dec16 161222 99.463 99.465 99.463 99.465 unch 1,137 78,568 -650
Jan17 161222 99.355 99.360 99.355 99.355 unch 10,615 210,007 -3,318
Feb17 161222 99.345 99.350 99.345 99.345 unch 2,238 88,609 +49
Mar17 161222 99.310 99.315 99.310 99.315 unch 4,125 82,727 +649
Apr17 161222 99.290 99.290 99.285 99.290 unch 12,887 221,214 +2,750
May17 161222 99.255 99.255 99.245 99.255 unch 4,352 68,112 -79
Total Volume and Open Interest 56,218 999,831 -5,532
3-Mth Euro-Yen(CME)
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      
Jun19 160722 99.295 99.295 99.295 99.295 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar17 161221 99.95 99.95 99.95 99.95 unch      
Jun17 161221 99.95 99.95 99.95 99.95 unch      
Sep17 161221 99.95 99.95 99.95 99.95 unch      
Dec17 161221 99.95 99.95 99.95 99.95 unch      
Mar18 161221 99.96 99.96 99.96 99.96 unch      
Jun18 161221 99.82 99.82 99.82 99.82 unch      
Sep18 161221 99.68 99.68 99.68 99.68 unch      
Dec18 161221 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 7 +0
Japanese Govt Bonds(SGX)
Mar17 161221 149.76 149.83 149.68 149.81 +0.07 956 14,317 -175
Jun17 161221 149.81 149.81 149.81 149.81 +0.07      
Sep17 161221 149.81 149.81 149.81 149.81 +0.07      
Total Volume and Open Interest 956 14,317 -175
Euro-Buxl(EUREX)
Mar17 161222 173.60 173.82 171.94 172.60 -0.58 23,254 197,445 +902
Jun17 161222 170.66 170.66 170.66 170.66 -0.58 0 3 +0
Sep17 161222 167.60 167.60 167.60 167.60 -0.66 0 10 +0
Total Volume and Open Interest 23,254 197,458 +902
Euro-Bund(EUREX)
Mar17 161222 163.33 163.45 162.88 163.17 -0.11 420,584 1,714,111 -34,128
Jun17 161222 159.91 159.99 159.82 159.99 -0.10 14 165 +4
Sep17 161222 159.99 159.99 159.99 159.99 -0.10      
Total Volume and Open Interest 420,598 1,714,276 -34,124
Euro-Bobl(EUREX)
Mar17 161222 133.40 133.42 133.26 133.34 -0.02 320,751 1,330,810 -6,089
Jun17 161222 131.12 131.12 131.12 131.12 -0.02 0 10 +0
Sep17 161222 131.12 131.12 131.12 131.12 -0.02      
Total Volume and Open Interest 320,751 1,330,820 -6,089
Euro-Schatz(EUREX)
Mar17 161222 112.29 112.30 112.26 112.29 unch 116,286 1,301,906 -5,467
Jun17 161222 112.18 112.18 112.18 112.18 unch 0 16 +0
Sep17 161222 112.18 112.18 112.18 112.18 unch      
Total Volume and Open Interest 116,286 1,301,922 -5,467
3-Mth Euribor(EUREX)
Dec16 161219 100.313 100.313 100.313 100.313 -0.003 0 2,979 +0
Mar17 161222 100.295 100.305 100.295 100.305 unch 0 3,888 +60
Jun17 161222 100.280 100.280 100.280 100.280 -0.010 3 33,569 +0
Total Volume and Open Interest 108 70,888 +230
Long Gilt(LIFFE)
Dec16 161222 124~16 124~27 124~16 124~27 +0~06 15 8,487 -15
Mar17 161222 124~00 124~09 123~28 124~06 +0~04 91,624 582,661 -3,015
Total Volume and Open Interest 91,639 591,148 -3,030
3-Mth Short Sterling(LIFFE)
Mar17 161222 99.61 99.61 99.60 99.61 +0.01 30,067 356,392 -2,823
Jun17 161222 99.55 99.56 99.55 99.56 +0.01 21,919 385,703 -1,114
Sep17 161222 99.51 99.51 99.50 99.51 +0.01 36,086 268,918 -1,317
Dec17 161222 99.46 99.46 99.45 99.45 unch 45,308 295,537 -1,772
Mar18 161222 99.41 99.41 99.39 99.40 unch 26,084 168,970 -5,556
Jun18 161222 99.33 99.35 99.33 99.34 unch 32,396 171,682 -4,848
Total Volume and Open Interest 427,645 2,677,630 -28,852
3-Mth Euribor(LIFFE)
Mar17 161222 100.300 100.305 100.300 100.305 unch 34,684 384,312 -7,465
Jun17 161222 100.280 100.285 100.275 100.280 -0.005 46,351 372,611 -5,950
Sep17 161222 100.265 100.265 100.255 100.260 -0.005 40,904 327,306 +1,203
Total Volume and Open Interest 537,971 2,928,193 +11,905
3-Mth Aus T-Bills(SFE)
Mar17 161222 98.18 98.18 98.17 98.18 unch 28,171 202,462 -211
Jun17 161222 98.13 98.14 98.12 98.13 -0.01 53,880 219,172 +213
Sep17 161222 98.05 98.08 98.05 98.06 unch 38,937 162,505 -3,753
Dec17 161222 97.96 97.99 97.96 97.97 unch 18,325 167,115 -3,636
Mar18 161222 97.86 97.89 97.86 97.87 unch 12,144 87,391 +455
Jun18 161222 97.76 97.78 97.75 97.77 unch 7,872 69,779 -1,212
Sep18 161222 97.65 97.67 97.65 97.66 unch 3,260 47,323 +206
Dec18 161222 97.55 97.57 97.54 97.56 unch 2,122 23,187 -536
Mar19 161222 97.45 97.47 97.44 97.45 unch 420 5,460 +231
Jun19 161222 97.34 97.37 97.34 97.35 +0.01 17 3,066 -3
Total Volume and Open Interest 165,171 988,623 -8,240
10-Year Aus T-Bonds(SFE)
Mar17 161222 97.14 97.15 97.11 97.13 -0.01 53,170 890,397 -5,305
Jun17 161222 97.13 97.13 97.13 97.13 -0.01      
Total Volume and Open Interest 53,170 890,397 -5,305
3-Year Aus T-Bonds(SFE)
Mar17 161222 97.90 97.92 97.89 97.90 -0.01 90,280 840,462 -1,896
Jun17 161222 97.90 97.90 97.90 97.90 -0.01      
Total Volume and Open Interest 90,280 840,462 -1,896
Gold(CMX)
Dec16 161222 1131.2 1132.8 1128.3 1128.8 -2.3 46 712 -20
Feb17 161222 1133.2 1135.5 1128.6 1130.7 -2.5 146,050 274,507 -2,891
Apr17 161222 1135.6 1138.0 1132.0 1133.3 -2.5 4,009 39,075 +1,172
Jun17 161222 1138.4 1140.4 1134.6 1136.0 -2.6 3,615 35,665 -818
Aug17 161222 1139.6 1141.9 1138.2 1138.8 -2.7 833 11,199 +163
Oct17 161222 1141.9 1148.7 1141.9 1141.9 -2.7 195 3,244 -19
Dec17 161222 1148.1 1148.5 1143.8 1144.9 -2.7 1,154 21,744 +507
Feb18 161222 1151.5 1151.5 1148.2 1148.2 -2.7 8 204 -3
Apr18 161222 1151.7 1162.5 1151.7 1151.7 -2.7 0 163 +0
Jun18 161222 1155.0 1155.4 1155.0 1155.4 -2.7 0 4,214 +0
Aug18 161222 1159.1 1159.1 1159.1 1159.1 -2.7 0 6 +0
Oct18 161222 1162.8 1162.8 1162.1 1162.8 -2.7 0 3 +0
Total Volume and Open Interest 156,735 398,661 -2,081
Silver(CMX)
Dec16 161222 1591.5 1597.0 1579.0 1581.5 -10.3 17 275 +5
Mar17 161222 1600.0 1608.5 1581.5 1587.1 -10.8 58,270 130,585 -1,055
May17 161222 1611.0 1612.5 1588.5 1592.2 -11.0 1,574 14,821 +357
Jul17 161222 1614.5 1614.5 1593.5 1597.2 -11.0 767 5,746 +139
Sep17 161222 1617.5 1617.5 1601.9 1601.9 -11.2 230 1,237 +71
Dec17 161222 1630.0 1630.0 1606.0 1609.5 -11.5 101 5,185 +14
Mar18 161222 1618.3 1618.3 1618.3 1618.3 -11.5 0 14 +0
Total Volume and Open Interest 61,281 159,697 -532
Platinum(NYMEX)
Jan17 161222 917.5 921.0 906.2 907.4 -7.0 21,363 27,869 -6,771
Apr17 161222 919.5 922.6 908.1 908.9 -7.6 10,054 34,241 +5,864
Jul17 161222 916.9 924.8 911.8 912.5 -7.6 23 1,958 +0
Oct17 161222 916.0 924.0 916.0 916.1 -7.8 12 217 +0
Total Volume and Open Interest 31,469 64,352 -903
Palladium(NYMEX)
Dec16 161222 657.10 657.10 657.10 657.10 -3.30 0 25 +0
Mar17 161222 658.10 663.45 652.15 656.60 -3.30 5,373 24,466 -474
Jun17 161222 658.80 659.70 657.10 657.55 -3.50 10 648 -5
Total Volume and Open Interest 5,385 25,156 -481
Copper(CMX)
Dec16 161222 249.05 250.30 245.50 249.45 +0.30 603 1,268 -416
Mar17 161222 249.30 250.95 245.70 249.95 +0.25 44,499 153,451 -2,335
May17 161222 250.00 251.45 246.55 250.65 +0.20 2,126 27,419 -124
Jul17 161222 249.90 251.70 247.75 251.25 +0.20 1,141 20,777 +521
Sep17 161222 248.85 252.25 247.55 251.60 +0.15 217 6,901 +22
Total Volume and Open Interest 49,850 233,042 -2,537
E-mini DJIA Index(CBOT)
Mar17 161222 19875 19899 19830 19873 -18 81,800 127,247 -1,339
Jun17 161222 19815 19821 19765 19811 -19 121 184 +67
Sep17 161222 19759 19759 19759 19759 -19      
Dec17 161222 19717 19717 19580 19717 -19 0 1 +0
Total Volume and Open Interest 81,921 127,432 -1,272
S & P 500(CME)
Mar17 161222 2258.60 2260.30 2256.00 2258.70 -1.70 7,541 54,531 +715
Jun17 161222 2253.30 2253.30 2250.10 2253.30 -1.80 12 1,892 +0
Sep17 161222 2248.90 2248.90 2245.70 2248.90 -1.80 0 27 +0
Dec17 161222 2244.10 2244.10 2240.90 2244.10 -1.80      
Total Volume and Open Interest 7,553 56,450 +715
S & P 500 E-Mini(Globex)
Mar17 161222 2258.25 2261.00 2251.50 2258.75 -1.75 814,005 2,748,679 +16,082
Jun17 161222 2253.25 2255.25 2246.25 2253.25 -1.75 655 8,656 +97
Sep17 161222 2247.75 2249.00 2244.75 2249.00 -1.75 5 172 +4
Dec17 161222 2244.00 2252.75 2241.00 2244.00 -2.00 2 48 +1
Total Volume and Open Interest 814,667 2,757,555 +16,184
NASDAQ 100 E-Mini(Globex)
Mar17 161222 4948.00 4953.00 4917.00 4936.50 -13.00 109,979 221,641 -95
Jun17 161222 4940.50 4942.30 4925.30 4935.00 -12.00 25 251 +0
Sep17 161222 4937.80 4958.00 4937.80 4937.80 -12.00 19 50 +13
Total Volume and Open Interest 110,023 221,956 -82
S&P Midcap 400(CME) e-Mini
Dec16 161216 1674.40 1676.00 1669.90 1674.40 +3.00 8,085 12,763 -5,036
Mar17 161222 1677.30 1680.10 1664.00 1669.00 -9.90 10,156 97,328 +179
Jun17 161222 1658.50 1659.50 1658.50 1659.50 -9.70      
Total Volume and Open Interest 10,156 97,328 +179
Volatility Index(CBOE)
Dec16 161221 11.50 11.60 11.30 11.45 -0.13 78,073 86,037 -33,842
Jan17 161222 14.07 14.40 14.00 14.28 +0.25 88,420 227,844 +16,938
Feb17 161222 15.70 16.05 15.60 15.98 +0.30 26,491 69,111 +6,899
Mar17 161222 16.93 17.25 16.85 17.23 +0.30 10,497 32,812 +573
Total Volume and Open Interest 217,914 389,936 -61,080
Russell 2000 Mini(ICE)
Mar17 161222 1373.60 1377.30 1357.20 1363.10 -11.00 101,058 672,303 -369
Jun17 161222 1366.80 1366.80 1360.10 1360.10 -11.00 27 368 +24
Sep17 161222 1357.10 1357.10 1357.10 1357.10 -11.00 0 201 +0
Total Volume and Open Interest 101,085 672,952 -345
Nikkei 225(CME)
Mar17 161222 19450 19475 19340 19445 -25 10,034 28,999 -838
Jun17 161222 19370 19370 19370 19370 -25      
Total Volume and Open Interest 10,034 28,999 -838
Nikkei 225(SGX)
Mar17 161222 19360 19390 19345 19350 -75 58,339 198,385 +5,064
Jun17 161222 19215 19250 19215 19225 -75 9 328 +1
Sep17 161221 19275 19275 19275 19275 -50 0 5 +0
Total Volume and Open Interest 59,403 200,025 -1,304
Nikkei 225 Mini(JPX)
Dec16 161208 18525 18790 18485 18790 +290 877,826 406,905 -30,967
Mar17 161221 19510 19620 19330 19430 -70 669,349 304,386 +6,842
Jun17 161221 19365 19485 19200 19300 -50 3,156 6,211 +288
Total Volume and Open Interest 709,997 445,598 +7,308
Nikkei 225(JPX)
Dec16 161208 18530 18790 18490 18790 +290 173,401 259,863 -101,754
Mar17 161221 19510 19620 19330 19430 -70 59,389 344,873 +1,913
Jun17 161221 19370 19480 19200 19300 -50 217 18,093 -8
Total Volume and Open Interest 59,620 438,486 +1,908
Nikkei 225(CME) Yen
Dec16 161208 18630 18920 18610 18860 +230 67,553 53,178 -9,334
Mar17 161222 19395 19410 19280 19380 -30 32,623 54,962 -3
Jun17 161222 19250 19310 19250 19250 -30 0 2 +0
Total Volume and Open Interest 32,623 54,965 -3
Nikkei 225(CME) e-Mini Yen
Dec16 161208 18860 18900 18860 18860 +230 0 307 +0
Mar17 161222 19380 19510 19380 19380 -30 1 94 +1
Jun17 161222 19250 19250 19250 19250 -30      
Total Volume and Open Interest 1 94 +1
CAC 40(EURONEXT)
Jan17 161222 4831.5 4843.5 4819.5 4836.0 +1.0 66,417 294,765 -1,877
Feb17 161222 4828.0 4833.5 4824.5 4833.5 +1.0 33 121 +21
Mar17 161222 4819.0 4837.0 4819.0 4831.0 +1.0 1,808 9,032 +283
Total Volume and Open Interest 68,258 303,980 -1,573
Hang Seng Index(HKFE)
Dec16 161222 21839 21852 21591 21615 -223 92,982 127,271 -2,688
Jan17 161222 21855 21855 21601 21621 -224 8,222 11,551 +4,091
Total Volume and Open Interest 102,532 146,445 +2,276
DAX(EUREX)
Mar17 161222 11448.0 11478.5 11428.0 11444.5 -25.5 58,267 150,370 -5,715
Jun17 161222 11470.0 11497.5 11466.0 11468.5 -25.5 121 834 +99
Sep17 161222 11457.5 11457.5 11457.5 11457.5 -25.5 2 3 +0
Total Volume and Open Interest 58,390 151,207 -5,616
Mini-DAX(EUREX)
Dec16 161216 11374.0 11452.0 11352.0 11406.5 +25.5 21,293 14,501 -209
Mar17 161222 11450.0 11479.0 11429.0 11444.5 -25.5 12,341 7,477 +76
Jun17 161222 11492.0 11492.0 11468.5 11468.5 -25.5 83 291 -2
Total Volume and Open Interest 12,424 7,768 +74
FT-SE 100(EURONEXT)
Mar17 161222 6968.50 7000.50 6955.50 6988.50 +14.50 66,223 723,245 -3,684
Jun17 161222 6915.50 6915.50 6915.50 6915.50 +14.50 2 29,313 +0
Sep17 161222 6855.50 6855.50 6855.50 6855.50 +16.50      
Total Volume and Open Interest 66,225 752,558 -3,684
SPI 200(SFE)
Mar17 161222 5579.0 5614.0 5558.0 5613.0 +34.0 32,633 252,022 +1,216
Jun17 161222 5596.0 5598.0 5596.0 5598.0 +35.0 0 1,412 +0
Sep17 161222 5548.0 5548.0 5548.0 5548.0 +35.0 0 1,530 +0
Total Volume and Open Interest 32,654 255,179 +1,206
FTSE MIB(ISE)
Mar17 161222 19150.00 19310.00 18995.00 19085.00 -101.00 27,440 37,396 +1,813
Jun17 161222 18810.00 18900.00 18630.00 18675.00 -109.00 2 15 +2
Total Volume and Open Interest 27,442 37,411 +1,815
KOSPI 200(KFE)
Mar17 161222 259.10 259.20 259.05 259.10 -0.10 70,102 125,847 +1,864
Jun17 161222 259.80 260.15 259.40 259.40 -0.40 283 4,034 +89
Sep17 161222 260.95 260.95 260.95 260.95 -0.10 0 362 +99
Total Volume and Open Interest 70,385 136,753 +2,552
GSCI(CME)
Jan17 161222 388.95 393.10 388.25 392.05 +1.15 186 14,483 -148
Feb17 161222 394.75 394.75 394.75 394.75 +1.15      
Mar17 161222 400.85 400.85 400.85 400.85 +1.15      
Total Volume and Open Interest 186 14,483 -148
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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