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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri December 23, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161223 994.25 996.75 987.75 989.00 -5.50 80,135 101,575 -17,136
Mar17 161223 1004.00 1006.75 997.00 997.50 -6.50 75,957 317,275 -1,766
May17 161223 1013.00 1015.50 1006.00 1006.50 -6.75 21,781 92,725 +1,689
Jul17 161223 1020.00 1022.00 1012.75 1013.25 -7.00 14,535 97,649 +1,312
Aug17 161223 1017.00 1018.75 1010.25 1010.75 -7.00 290 6,627 -16
Sep17 161223 1000.25 1001.75 994.50 995.00 -6.50 306 2,492 -11
Nov17 161223 987.50 987.75 980.75 981.25 -6.25 5,464 75,653 +1,044
Jan18 161223 990.00 990.00 984.25 984.25 -6.25 114 3,042 +31
Mar18 161223 980.50 984.25 980.00 980.25 -4.75 56 2,308 -9
May18 161223 980.00 980.00 979.50 979.50 -4.50 16 479 -1
Jul18 161223 982.25 982.25 980.00 980.00 -4.50 39 678 -10
Aug18 161223 972.75 972.75 972.75 972.75 -5.00 0 18 +0
Sep18 161223 970.00 970.00 965.00 965.00 -6.00 0 17 +0
Nov18 161223 954.00 954.00 953.00 953.75 -4.25 57 1,143 +7
Total Volume and Open Interest 198,750 701,708 -14,866
Soybean Meal(CBOT)
Jan17 161223 309.30 310.20 307.10 308.00 -1.30 29,129 36,926 -4,659
Mar17 161223 313.30 314.00 311.00 311.60 -1.70 25,914 167,671 +1,563
May17 161223 316.20 316.70 314.00 314.30 -2.10 6,888 52,392 +957
Jul17 161223 319.40 320.00 317.10 317.40 -2.30 5,239 51,439 +660
Aug17 161223 318.40 318.70 316.00 316.20 -2.40 612 7,523 +102
Sep17 161223 315.90 315.90 313.90 313.90 -2.60 531 6,065 +140
Oct17 161223 311.20 311.30 309.40 309.40 -2.50 519 5,503 +32
Dec17 161223 312.10 313.00 309.40 309.80 -2.80 2,083 22,926 +73
Jan18 161223 310.20 310.20 309.70 309.70 -2.60 20 892 +1
Mar18 161223 310.30 310.30 308.30 308.60 -2.50 23 1,052 +2
Total Volume and Open Interest 70,963 353,576 -1,128
Soybean Oil(CBOT)
Jan17 161223 34.86 35.10 34.29 34.60 -0.19 59,334 53,946 -11,655
Mar17 161223 35.13 35.39 34.57 34.88 -0.21 56,904 192,654 +10,255
May17 161223 35.38 35.61 34.82 35.14 -0.19 12,516 66,648 +2,642
Jul17 161223 35.57 35.79 35.00 35.35 -0.18 8,615 59,942 +1,203
Aug17 161223 35.42 35.68 34.95 35.27 -0.17 341 6,668 +64
Sep17 161223 35.25 35.42 34.94 35.16 -0.11 452 5,358 -80
Oct17 161223 34.93 35.05 34.75 34.88 -0.06 350 5,028 +27
Dec17 161223 34.94 35.11 34.54 34.86 -0.07 2,611 14,740 +175
Jan18 161223 34.95 35.04 34.85 34.90 unch 45 561 +3
Mar18 161223 34.53 34.89 34.53 34.89 +0.02 315 729 +171
Total Volume and Open Interest 141,631 406,871 +2,862
Canola(WCE)
Jan17 161223 505.0 506.1 501.7 505.3 -0.4 13,064 21,700 -9,936
Mar17 161223 514.0 514.2 510.1 513.4 -1.1 22,648 124,402 +5,610
May17 161223 519.5 519.5 515.5 519.0 -1.7 2,381 27,167 -389
Jul17 161223 523.0 523.9 519.0 523.2 -1.7 1,587 17,078 -78
Nov17 161223 497.8 500.8 496.5 500.7 -0.1 189 15,932 +169
Total Volume and Open Interest 39,897 208,165 -4,598
Corn(CBOT)
Mar17 161223 347.00 347.75 345.50 345.75 -1.50 105,211 702,103 +5,346
May17 161223 354.00 354.25 352.00 352.50 -1.50 24,880 169,076 +832
Jul17 161223 361.00 361.50 359.25 360.00 -1.25 20,112 173,639 +1,371
Sep17 161223 368.50 368.50 366.50 367.25 -1.25 6,488 59,968 +1,400
Dec17 161223 377.25 377.75 375.75 376.25 -1.50 9,552 111,532 +2,475
Mar18 161223 385.25 386.25 384.75 385.25 -1.25 1,527 10,655 +339
May18 161223 391.25 391.25 390.50 390.75 -1.00 340 2,002 +269
Jul18 161223 396.00 396.00 394.75 395.25 -0.75 395 2,260 +342
Sep18 161223 390.00 394.00 390.00 390.00 -0.75 52 957 +51
Dec18 161223 392.00 393.25 391.25 392.25 -0.50 379 7,516 +97
Total Volume and Open Interest 168,955 1,239,972 +12,536
Wheat(CBOT)
Mar17 161223 397.00 398.25 392.75 393.50 -3.50 32,138 267,086 +3,013
May17 161223 410.00 410.50 406.00 406.75 -3.25 10,610 70,654 +39
Jul17 161223 423.75 424.50 420.00 420.75 -3.25 9,121 69,444 +671
Sep17 161223 439.50 439.50 434.50 435.25 -3.25 1,983 13,473 +111
Dec17 161223 456.25 457.00 453.00 453.50 -2.75 2,183 25,426 +362
Mar18 161223 470.25 470.25 466.25 467.00 -3.00 585 4,101 +196
Total Volume and Open Interest 56,668 451,789 +4,403
Wheat(KCBT)
Mar17 161223 407.50 408.50 405.25 406.25 -1.75 11,969 127,815 +449
May17 161223 419.50 419.50 416.50 417.50 -2.00 2,880 34,475 -696
Jul17 161223 431.00 431.00 428.00 429.00 -2.25 3,907 63,255 +187
Sep17 161223 445.00 445.00 442.00 443.25 -2.00 1,070 7,904 -134
Dec17 161223 463.00 463.00 461.00 462.00 -1.50 623 9,420 +254
Mar18 161223 476.75 477.00 475.25 476.25 -0.75 84 3,188 +3
May18 161223 485.00 485.00 484.75 484.75 -0.75 10 940 -4
Total Volume and Open Interest 20,558 247,538 +62
Wheat(MGE)
Mar17 161223 534.25 535.00 530.00 530.75 -4.25 4,018 34,593 +395
May17 161223 532.50 532.75 528.00 528.50 -4.00 1,465 13,883 +334
Jul17 161223 535.25 535.75 531.50 532.25 -3.00 243 5,849 -34
Sep17 161223 541.00 541.00 538.00 538.25 -2.25 220 4,221 +80
Dec17 161223 550.00 550.00 547.00 547.25 -2.00 77 3,031 +29
Mar18 161223 557.75 558.25 556.50 556.50 -1.75 45 163 +23
Total Volume and Open Interest 6,069 61,864 +828
Oats(CBOT)
Mar17 161223 218.75 219.00 216.25 218.50 +0.50 153 5,121 -46
May17 161223 219.75 220.00 218.25 220.00 +0.25 29 1,081 +17
Jul17 161223 222.50 222.50 222.00 222.25 -0.50 6 171 +2
Sep17 161223 223.75 233.00 223.75 223.75 -0.25 0 4 +0
Total Volume and Open Interest 188 6,498 -27
Rough Rice(CBOT)
Jan17 161223 9.30 9.41 9.15 9.21 -0.07 776 3,550 -650
Mar17 161223 9.57 9.65 9.41 9.46 -0.06 665 8,123 +455
May17 161223 9.86 9.86 9.70 9.71 -0.06 11 339 +1
Jul17 161223 9.90 10.12 9.90 9.90 -0.05 0 21 +0
Total Volume and Open Interest 1,452 12,041 -194
Live Cattle(CME)
Dec16 161223 114.480 115.300 114.000 114.580 +0.580 1,921 2,840 -620
Feb17 161223 116.900 117.385 115.400 116.300 -0.500 21,345 125,527 +736
Apr17 161223 114.635 115.080 113.330 114.330 -0.420 10,380 72,775 +1,158
Jun17 161223 105.000 105.350 103.850 105.135 -0.095 5,645 61,754 +527
Aug17 161223 100.385 100.750 99.400 100.680 unch 3,234 23,035 +960
Oct17 161223 100.000 100.230 99.135 100.150 -0.080 674 12,172 +159
Total Volume and Open Interest 43,463 303,309 +3,003
Feeder Cattle(CME)
Jan17 161223 130.825 131.435 129.435 130.735 -0.395 4,086 11,003 -553
Mar17 161223 126.900 127.535 125.400 126.700 -0.480 3,802 19,305 +542
Apr17 161223 126.285 126.980 125.000 126.285 -0.350 1,313 5,033 +347
May17 161223 124.680 125.350 123.800 124.785 -0.295 641 5,697 +50
Aug17 161223 124.330 125.450 123.600 124.980 -0.250 328 2,692 +75
Sep17 161223 123.600 123.600 121.980 122.930 -0.355 4 266 +1
Oct17 161223 122.000 122.000 121.250 122.000 +0.350 2 73 +1
Total Volume and Open Interest 10,176 44,090 +463
Lean Hogs(CME)
Feb17 161223 65.080 65.100 62.285 63.200 -1.525 15,872 85,415 -595
Apr17 161223 68.000 68.000 65.035 65.885 -1.840 7,182 47,990 +843
May17 161223 72.650 72.680 70.385 71.200 -1.650 32 1,324 +10
Jun17 161223 77.080 77.080 74.400 75.580 -1.250 4,178 26,167 +936
Jul17 161223 76.450 76.580 74.250 75.430 -0.920 761 10,337 +198
Aug17 161223 76.400 76.400 74.385 75.250 -0.950 807 15,171 +62
Oct17 161223 65.885 65.950 64.080 64.975 -0.910 257 5,237 +5
Dec17 161223 61.130 61.150 60.300 60.800 -0.330 347 2,278 +199
Total Volume and Open Interest 29,455 194,204 +1,663
Class III Milk(CME)
Dec16 161223 17.38 17.38 17.38 17.38 unch 163 5,904 -144
Jan17 161223 16.72 16.78 16.62 16.64 -0.09 563 4,839 -107
Feb17 161223 17.01 17.04 16.97 16.98 -0.02 441 4,221 -10
Mar17 161223 17.23 17.28 17.22 17.26 +0.01 397 3,770 -24
Apr17 161223 17.43 17.46 17.40 17.42 unch 245 2,910 +39
May17 161223 17.56 17.60 17.53 17.55 +0.01 123 2,729 +21
Jun17 161223 17.65 17.68 17.64 17.65 +0.01 138 2,458 +42
Jul17 161223 17.82 17.85 17.81 17.85 +0.09 65 1,438 +49
Aug17 161223 17.84 17.90 17.84 17.90 +0.09 38 1,429 +30
Sep17 161223 17.94 17.98 17.93 17.95 +0.05 37 1,359 +23
Oct17 161223 17.80 17.83 17.79 17.79 +0.07 29 1,127 +24
Nov17 161223 17.61 17.62 17.61 17.61 +0.07 30 1,152 +19
Dec17 161223 17.28 17.34 17.28 17.34 +0.08 84 1,042 +65
Total Volume and Open Interest 2,361 35,275 +35
Cocoa(ICE)
Mar17 161223 2189 2267 2181 2264 +75 9,814 126,343 +0
May17 161223 2187 2260 2175 2258 +74 3,398 53,159 +451
Jul17 161223 2182 2262 2175 2259 +72 2,637 34,824 +1,368
Sep17 161223 2203 2268 2185 2267 +71 292 14,573 +118
Dec17 161223 2220 2284 2210 2284 +72 63 7,981 +24
Mar18 161223 2235 2300 2227 2300 +71 292 9,681 -19
May18 161223 2251 2317 2245 2317 +71 170 3,408 +161
Total Volume and Open Interest 16,974 252,734 +2,407
Coffee "C"(ICE)
Mar17 161223 139.00 139.75 135.95 136.15 -2.95 9,109 98,077 +358
May17 161223 141.15 141.95 138.20 138.40 -2.95 3,781 40,996 +1,064
Jul17 161223 143.65 144.25 140.50 140.70 -2.95 1,678 21,875 +170
Sep17 161223 146.10 146.15 142.50 142.65 -2.90 502 12,406 -35
Dec17 161223 148.65 149.10 145.50 145.65 -2.80 104 11,316 +27
Mar18 161223 151.70 151.70 148.35 148.35 -2.80 0 2,485 +0
Total Volume and Open Interest 15,186 190,500 +1,584
Orange Juice(ICE)
Jan17 161223 194.40 196.55 191.00 191.75 -2.60 1,764 3,717 -1,159
Mar17 161223 191.95 192.50 188.00 189.45 -2.50 1,475 9,408 +1,018
May17 161223 189.70 190.00 186.80 187.65 -2.85 28 664 -9
Jul17 161223 188.00 188.00 185.00 185.90 -3.10 10 259 +1
Sep17 161223 184.90 184.90 184.25 184.25 -3.05 0 32 +0
Nov17 161223 182.15 182.15 182.15 182.15 -3.00 0 3 +0
Total Volume and Open Interest 3,277 14,084 -149
Sugar #11(ICE)
Mar17 161223 18.19 18.31 18.14 18.15 -0.01 27,475 362,866 -2,383
May17 161223 18.02 18.11 17.96 17.97 +0.02 12,072 166,869 +1,141
Jul17 161223 17.75 17.84 17.73 17.76 +0.06 6,546 116,308 +1,311
Oct17 161223 17.75 17.81 17.72 17.75 +0.06 1,449 77,547 +109
Mar18 161223 17.87 17.94 17.84 17.87 +0.06 707 42,786 +91
May18 161223 17.52 17.58 17.49 17.51 +0.05 104 16,417 -21
Jul18 161223 17.15 17.20 17.15 17.15 +0.04 100 11,717 -2
Oct18 161223 17.17 17.17 17.10 17.10 +0.03 193 11,314 +148
Total Volume and Open Interest 48,786 813,293 +483
London Cocoa(LCE)
Mar17 161223 1804 1818 1790 1816 +14 7,736 114,842 -691
May17 161223 1813 1824 1795 1822 +15 2,397 67,614 +66
Jul17 161223 1830 1844 1815 1843 +15 1,256 30,115 +339
Sep17 161223 1845 1856 1829 1856 +14 598 32,539 +44
Dec17 161223 1856 1866 1839 1865 +13 495 23,739 +276
Mar18 161223 1873 1874 1853 1874 +9 80 16,298 -2
May18 161223 1879 1889 1872 1889 +9 6 4,691 +0
Total Volume and Open Interest 12,572 291,555 +29
London Sugar(LCE)
Mar17 161223 491.50 493.00 490.70 491.00 +0.40 3,352 34,994 +565
May17 161223 487.70 489.40 487.40 487.50 unch 657 21,337 +29
Aug17 161223 482.30 482.60 482.10 482.10 -0.10 188 10,417 -52
Oct17 161223 472.30 472.30 472.30 472.30 +0.10 135 10,205 +61
Dec17 161223 467.10 467.10 467.10 467.10 +0.30 55 2,925 +42
Total Volume and Open Interest 4,465 83,746 +707
Cotton(ICE)
Mar17 161223 70.19 70.54 69.85 69.87 -0.33 21,474 167,035 +572
May17 161223 70.50 70.87 70.21 70.27 -0.33 4,869 41,369 -218
Jul17 161223 70.99 71.20 70.61 70.67 -0.32 2,597 16,940 +1,723
Oct17 161223 69.30 69.30 69.30 69.30 -0.68 8 48 -5
Dec17 161223 69.32 69.32 68.84 68.97 -0.28 442 19,480 +109
Mar18 161223 68.88 68.88 68.88 68.88 -0.28 2 412 +1
Total Volume and Open Interest 29,394 246,071 +2,182
Lumber(CME)
Jan17 161223 307.8 309.1 306.9 307.7 -0.4 372 1,384 -111
Mar17 161223 318.0 322.0 315.7 318.6 +0.4 365 2,446 +136
May17 161223 328.0 329.2 326.8 328.0 +0.4 40 321 +19
Jul17 161223 335.1 335.1 334.0 335.1 +0.4 2 54 +1
Total Volume and Open Interest 779 4,236 +45
Crude Oil(NYM)
Feb17 161223 52.68 53.28 52.26 53.02 +0.07 471,993 471,832 -8,123
Mar17 161223 53.59 54.18 53.15 53.92 +0.06 133,736 335,306 +528
Apr17 161223 54.41 54.87 53.88 54.65 +0.04 55,602 139,799 +5,873
May17 161223 54.98 55.41 54.48 55.24 +0.04 35,299 114,547 -4,721
Jun17 161223 55.26 55.83 54.85 55.66 +0.06 51,053 219,654 +4,743
Jul17 161223 55.41 56.02 55.09 55.92 +0.08 9,948 52,500 -840
Aug17 161223 55.73 56.10 55.35 56.07 +0.09 7,555 45,649 +525
Sep17 161223 55.59 56.19 55.44 56.16 +0.10 12,401 71,382 +985
Oct17 161223 55.85 56.22 55.45 56.22 +0.11 5,913 38,249 +607
Nov17 161223 55.82 56.25 55.66 56.25 +0.12 4,532 35,037 +547
Dec17 161223 55.85 56.31 55.32 56.27 +0.13 32,617 200,694 -39
Jan18 161223 56.20 56.20 55.50 56.20 +0.14 2,642 35,265 +503
Feb18 161223 56.13 56.13 56.13 56.13 +0.15 1,218 14,671 +240
Mar18 161223 56.04 56.04 56.04 56.04 +0.15 1,108 23,419 -120
Apr18 161223 55.95 55.95 55.95 55.95 +0.16 1,050 7,153 +153
May18 161223 55.78 55.86 55.78 55.86 +0.17 1,488 5,162 -116
Total Volume and Open Interest 844,605 2,031,486 +1,686
e-miNY Crude Oil(NYM)
Feb17 161223 52.650 53.275 52.250 53.025 +0.075 8,071 2,204 +75
Mar17 161223 53.650 54.150 53.200 53.925 +0.075 100 650 +13
Apr17 161223 54.250 54.850 54.250 54.650 +0.050 24 437 -1
May17 161223 55.250 55.250 55.250 55.250 +0.050 12 65 +0
Jun17 161223 55.650 55.650 55.000 55.650 +0.050 11 130 -7
Jul17 161223 55.925 56.350 55.925 55.925 +0.075 10 129 -8
Aug17 161223 56.075 56.075 55.575 56.075 +0.100 30 155 -10
Sep17 161223 56.150 56.150 55.675 56.150 +0.100 22 54 -2
Oct17 161223 56.225 56.225 55.675 56.225 +0.125 0 33 +0
Nov17 161223 56.250 56.250 56.250 56.250 +0.125 12 31 +12
Total Volume and Open Interest 8,307 4,099 +83
NY Harbor ULSD(NYM)
Jan17 161223 165.84 167.65 164.28 166.28 +0.20 37,509 37,118 -6,866
Feb17 161223 167.57 169.48 166.01 168.07 +0.25 60,011 110,419 +5,914
Mar17 161223 168.56 170.52 167.18 169.30 +0.40 35,358 82,076 -769
Apr17 161223 169.00 170.76 167.43 169.72 +0.59 17,352 44,776 +2,046
May17 161223 168.90 171.26 168.45 170.39 +0.62 6,635 28,286 +980
Jun17 161223 169.96 171.98 168.99 171.14 +0.65 10,757 46,501 -927
Jul17 161223 170.39 172.93 170.35 172.19 +0.65 2,035 11,942 +95
Aug17 161223 171.32 173.87 171.22 173.15 +0.65 809 5,025 -32
Sep17 161223 172.31 174.78 172.31 174.14 +0.65 805 8,908 -23
Oct17 161223 173.38 175.66 173.38 174.99 +0.62 393 5,687 +112
Nov17 161223 175.22 176.36 175.05 175.69 +0.59 347 4,169 +0
Dec17 161223 174.11 176.97 174.11 176.29 +0.56 4,272 35,829 -497
Jan18 161223 177.04 177.04 175.90 177.04 +0.54 94 2,974 -38
Feb18 161223 177.24 178.20 177.24 177.24 +0.49 308 1,833 -2
Total Volume and Open Interest 177,758 441,065 +366
RBOB Gasoline(NYM)
Jan17 161223 159.93 163.23 157.47 162.62 +2.22 35,034 39,010 -6,100
Feb17 161223 161.54 164.57 159.02 163.99 +2.01 57,061 116,351 +6,933
Mar17 161223 163.17 166.05 160.81 165.68 +1.95 40,336 68,924 +1,581
Apr17 161223 181.18 183.71 179.41 183.45 +1.50 28,272 41,982 -357
May17 161223 181.73 184.71 180.94 184.52 +1.43 12,700 27,457 +1,645
Jun17 161223 180.27 184.31 180.20 184.11 +1.33 10,015 34,174 -559
Jul17 161223 179.34 182.66 179.34 182.66 +1.29 5,442 12,688 +699
Aug17 161223 177.27 180.54 177.17 180.54 +1.30 3,556 5,651 +601
Sep17 161223 175.92 177.83 175.92 177.83 +1.26 4,491 14,283 +224
Oct17 161223 163.19 164.55 163.18 164.55 +1.18 1,885 4,689 -141
Total Volume and Open Interest 202,770 398,098 +5,399
e-miNY RBOB Gasoline(NYM)
Jan17 161223 162.60 162.60 159.50 162.60 +2.20 1 2 +1
Feb17 161223 164.00 164.00 163.99 164.00 +2.02      
Mar17 161223 165.70 165.70 165.68 165.70 +1.97      
Apr17 161223 183.50 183.50 183.45 183.50 +1.55      
Total Volume and Open Interest 1 2 +1
Natural Gas(NYM)
Jan17 161223 3.541 3.715 3.534 3.662 +0.124 169,031 37,937 -13,441
Feb17 161223 3.565 3.728 3.555 3.678 +0.115 126,246 164,013 +7,598
Mar17 161223 3.525 3.678 3.522 3.632 +0.099 67,120 255,986 -830
Apr17 161223 3.414 3.525 3.410 3.497 +0.075 48,397 118,109 +2,587
May17 161223 3.395 3.484 3.381 3.457 +0.062 28,573 100,538 +345
Jun17 161223 3.413 3.500 3.402 3.475 +0.059 9,899 40,389 +742
Jul17 161223 3.451 3.521 3.430 3.498 +0.056 11,266 54,738 +1,269
Aug17 161223 3.443 3.505 3.428 3.486 +0.055 6,087 33,919 +1,308
Sep17 161223 3.422 3.484 3.412 3.462 +0.053 8,532 33,912 +959
Oct17 161223 3.435 3.497 3.410 3.479 +0.052 19,520 86,380 +1,852
Nov17 161223 3.459 3.537 3.456 3.517 +0.053 7,774 32,795 -36
Dec17 161223 3.568 3.643 3.549 3.621 +0.052 4,287 34,634 +102
Jan18 161223 3.642 3.720 3.641 3.701 +0.050 6,139 39,087 +1,324
Feb18 161223 3.612 3.657 3.612 3.645 +0.044 1,657 13,237 +274
Mar18 161223 3.484 3.555 3.484 3.542 +0.042 1,880 33,952 +221
Apr18 161223 2.910 2.944 2.898 2.939 +0.010 1,695 39,868 +143
Total Volume and Open Interest 522,861 1,213,351 +5,273
Brent Crude Oil(ICE)
Feb17 161223 54.84 55.25 54.26 55.16 +0.11 277,727 175,189 -56,356
Mar17 161223 55.61 55.99 55.01 55.90 +0.11 263,497 552,573 +24,936
Apr17 161223 56.18 56.61 55.64 56.53 +0.11 81,827 204,325 +14,433
May17 161223 56.69 57.13 56.15 57.04 +0.11 35,395 138,629 -2,528
Jun17 161223 57.09 57.51 56.52 57.43 +0.12 64,674 258,698 +3,862
Jul17 161223 57.27 57.74 56.77 57.68 +0.12 15,310 81,449 +4,029
Aug17 161223 57.46 57.83 56.87 57.78 +0.13 6,706 52,509 +758
Sep17 161223 57.34 57.82 56.87 57.78 +0.13 7,102 70,218 +1,263
Oct17 161223 57.33 57.78 56.98 57.74 +0.12 2,063 35,013 +223
Nov17 161223 57.09 57.69 57.09 57.69 +0.10 1,048 26,753 -17
Dec17 161223 57.22 57.68 56.75 57.63 +0.09 32,603 225,936 -348
Jan18 161223 57.59 57.59 57.59 57.59 +0.09 1,538 29,697 -658
Feb18 161223 57.54 57.54 57.54 57.54 +0.09 1,613 19,580 +619
Mar18 161223 57.49 57.49 57.49 57.49 +0.08 1,428 23,696 +160
Total Volume and Open Interest 816,162 2,235,284 -12,818
Gas Oil(ICE)
Jan17 161223 486.00 492.00 481.50 484.25 -3.00 55,536 112,369 -8,213
Feb17 161223 490.50 496.00 485.25 488.00 -3.50 49,630 134,307 +1,190
Mar17 161223 493.50 498.75 489.00 491.50 -3.50 31,200 89,128 +3,086
Apr17 161223 496.00 501.25 491.50 494.00 -3.50 12,722 43,802 -3,525
May17 161223 497.25 503.25 493.75 496.25 -3.75 13,687 41,627 +2,068
Jun17 161223 500.50 505.50 496.25 498.75 -3.50 17,562 83,623 +3,140
Jul17 161223 502.25 507.75 499.00 501.50 -3.50 3,137 25,534 +418
Aug17 161223 504.50 510.50 502.75 503.75 -3.75 1,849 15,757 -114
Sep17 161223 507.75 512.75 505.00 506.00 -3.75 4,310 30,660 -163
Oct17 161223 509.50 514.50 507.25 508.25 -3.50 1,527 23,330 -119
Total Volume and Open Interest 202,094 793,307 -854
Ethanol(CBOT)
Jan17 161223 1.579 1.580 1.562 1.563 -0.027 367 1,322 -195
Feb17 161223 1.544 1.547 1.528 1.529 -0.016 251 2,759 +203
Mar17 161223 1.528 1.531 1.528 1.531 -0.016 83 609 +55
Apr17 161223 1.536 1.547 1.536 1.536 -0.016 0 691 +0
May17 161223 1.538 1.538 1.527 1.538 -0.016 0 9 +0
Jun17 161223 1.526 1.609 1.526 1.526 -0.016 0 2 +0
Jul17 161223 1.523 1.523 1.523 1.523 -0.016      
Aug17 161223 1.522 1.522 1.522 1.522 -0.016      
Total Volume and Open Interest 701 5,408 +63
WTI Crude Oil(ICE)
Feb17 161223 52.68 53.12 52.27 53.02 +0.07 50,331 75,737 -1,666
Mar17 161223 53.53 54.02 53.17 53.92 +0.06 42,086 93,661 -51
Apr17 161223 54.28 54.74 53.90 54.65 +0.04 22,105 25,186 +3,003
May17 161223 54.94 55.26 54.53 55.24 +0.04 10,644 21,929 +248
Jun17 161223 55.01 55.73 54.93 55.66 +0.06 17,328 66,284 -274
Jul17 161223 55.35 55.92 55.33 55.92 +0.08 1,806 8,119 -20
Aug17 161223 55.30 56.07 55.30 56.07 +0.09 1,339 11,495 +298
Sep17 161223 55.39 56.16 55.39 56.16 +0.10 1,060 18,333 -23
Oct17 161223 56.22 56.22 56.22 56.22 +0.11 684 4,713 -428
Nov17 161223 56.25 56.25 56.25 56.25 +0.12 205 2,586 +20
Dec17 161223 55.61 56.27 55.61 56.27 +0.13 4,329 81,424 +36
Jan18 161223 56.20 56.20 56.20 56.20 +0.14 67 2,188 -19
Feb18 161223 56.13 56.13 56.13 56.13 +0.15 54 1,331 +15
Mar18 161223 56.04 56.04 56.04 56.04 +0.15 38 3,444 +7
Apr18 161223 55.95 55.95 55.95 55.95 +0.16 5 1,027 +0
May18 161223 55.86 55.86 55.86 55.86 +0.17 0 546 +0
Total Volume and Open Interest 155,302 509,773 +2,176
US Dollar Index(ICE)
Mar17 161223 103.095 103.205 102.860 103.003 -0.092 21,098 85,080 +2,384
Jun17 161223 102.950 103.145 102.900 102.973 -0.092 50 1,303 +20
Sep17 161223 102.995 103.000 102.897 102.897 -0.092 12 264 +10
Total Volume and Open Interest 21,160 86,647 +2,414
Australian Dollar(CME)
Mar17 161223 72.00 72.14 71.46 71.56 -0.39 54,222 80,024 +3,597
Jun17 161223 71.84 71.98 71.32 71.40 -0.39 17 459 +9
Sep17 161223 71.83 71.83 71.27 71.27 -0.39 0 7 +0
Total Volume and Open Interest 54,265 80,524 +3,608
British Pound(CME)
Mar17 161223 123.10 123.26 122.55 122.99 -0.13 62,417 203,751 -746
Jun17 161223 123.44 123.54 122.86 123.28 -0.13 84 836 +59
Sep17 161223 123.58 123.78 123.25 123.58 -0.13 2 162 +0
Total Volume and Open Interest 62,503 204,799 -687
Canadian Dollar(CME)
Mar17 161223 74.21 74.27 73.73 73.94 -0.26 41,745 80,674 +1,337
Jun17 161223 74.27 74.33 73.85 74.03 -0.26 26 1,716 +11
Sep17 161223 74.10 74.40 74.05 74.13 -0.24 22 454 +14
Dec17 161223 74.19 74.50 74.18 74.23 -0.24 265 532 +127
Total Volume and Open Interest 42,058 83,390 +1,489
Japanese Yen(CME)
Mar17 161223 85.36 85.66 85.33 85.64 +0.29 119,887 218,467 -1,687
Jun17 161223 85.84 86.05 85.75 86.04 +0.28 87 281 +34
Sep17 161223 86.47 86.47 86.16 86.47 +0.29 0 30 +0
Total Volume and Open Interest 119,974 218,782 -1,653
Swiss Franc(CME)
Mar17 161223 97.96 98.13 97.77 97.86 -0.13 38,845 54,515 -584
Jun17 161223 98.48 98.72 98.40 98.47 -0.13 1 78 +1
Sep17 161223 99.09 99.26 99.09 99.09 -0.13 0 4 +0
Total Volume and Open Interest 38,846 54,602 -583
EuroFX(CME)
Mar17 161223 104.79 105.14 104.71 104.91 +0.12 119,956 391,985 +1,229
Jun17 161223 105.30 105.65 105.24 105.43 +0.12 447 8,559 +37
Sep17 161223 105.95 106.16 105.80 105.95 +0.12 13 262 -1
Total Volume and Open Interest 120,418 400,854 +1,265
Mexican Peso(CME)
Jan17 161223 483.75 483.75 483.75 483.75 +3.50      
Feb17 161223 481.75 481.75 481.75 481.75 +3.50      
Total Volume and Open Interest 32,665 140,056 +890
Brazilian Real(CME)
Jan17 161223 305.05 306.25 304.90 305.50 +3.35 891 20,656 -23
Feb17 161223 302.45 303.30 302.45 302.75 +3.20 229 265 +182
Mar17 161223 300.60 300.60 300.60 300.60 +3.10 3 6,298 +1
Apr17 161223 298.05 298.05 298.05 298.05 +2.90      
Total Volume and Open Interest 1,123 27,219 +160
30-Year T-Bonds(CBOT)
Mar17 161223 148~290 149~120 148~250 149~040 +0~100 139,200 588,966 -3,848
Jun17 161223 147~210 147~260 147~210 147~260 +0~100 6 4 +1
Sep17 161223 147~260 147~260 147~260 147~260 +0~100      
Total Volume and Open Interest 139,206 588,970 -3,847
10-Year T-Notes(CBOT)
Mar17 161223 123~085 123~150 123~065 123~115 +0~030 510,265 3,064,109 +19,291
Jun17 161223 122~230 122~230 122~080 122~230 +0~030 0 6 +0
Sep17 161223 122~230 122~230 122~230 122~230 +0~030      
Total Volume and Open Interest 510,265 3,064,115 +19,291
5-Year T-Notes(CBOT)
Dec16 161223 117~212 117~222 117~206 117~222 +0~006 6,580 23,316 -3,812
Mar17 161223 117~002 117~042 116~304 117~024 +0~016 353,404 2,938,458 +28,008
Jun17 161223 116~244 116~244 116~244 116~244 +0~016 0 1 +0
Total Volume and Open Interest 359,984 2,961,775 +24,196
2 Year T-Notes(CBOT)
Dec16 161223 108~176 108~176 108~164 108~172 +0~002 270 5,094 -65
Mar17 161223 108~054 108~062 108~050 108~056 +0~002 183,465 1,115,976 -99
Jun17 161223 108~056 108~056 108~056 108~056 +0~002      
Total Volume and Open Interest 183,735 1,121,070 -164
Eurodollars(CME)
Mar17 161223 98.930 98.935 98.930 98.930 unch 137,103 1,442,867 +8,803
Jun17 161223 98.755 98.755 98.750 98.755 unch 100,677 1,303,497 +237
Sep17 161223 98.595 98.600 98.590 98.595 unch 144,294 1,157,975 +19,870
Dec17 161223 98.420 98.430 98.415 98.420 -0.005 136,083 1,298,229 +1,875
Mar18 161223 98.290 98.300 98.280 98.285 -0.005 148,513 1,003,003 -4,421
Jun18 161223 98.155 98.170 98.145 98.155 -0.005 103,437 619,783 -11,089
Sep18 161223 98.035 98.050 98.025 98.035 -0.005 93,306 465,137 -3,731
Dec18 161223 97.900 97.915 97.890 97.900 -0.005 133,742 666,899 -16,218
Mar19 161223 97.800 97.820 97.790 97.805 unch 86,875 601,864 +4,305
Jun19 161223 97.705 97.725 97.695 97.715 unch 64,956 511,945 -137
Sep19 161223 97.625 97.645 97.620 97.635 unch 83,992 423,461 -5,503
Dec19 161223 97.540 97.560 97.530 97.545 unch 88,803 377,034 +8,660
Mar20 161223 97.480 97.505 97.470 97.490 +0.005 40,841 271,248 -1,569
Jun20 161223 97.420 97.450 97.415 97.435 +0.005 34,336 159,654 -6,090
Sep20 161223 97.375 97.400 97.365 97.385 +0.005 23,843 129,863 -1,199
Dec20 161223 97.310 97.335 97.305 97.325 +0.010 29,374 146,899 +4,409
Mar21 161223 97.260 97.290 97.260 97.280 +0.010 18,237 96,880 +199
Jun21 161223 97.215 97.240 97.210 97.235 +0.010 17,607 87,862 +149
Total Volume and Open Interest 1,548,908 11,102,236 +8,727
Ultra T-Bond(CBOT)
Dec16 161220 158~18 159~13 158~06 158~18 -0~22 2,561 3,764 -2,039
Mar17 161223 157~31 158~22 157~27 158~13 +0~16 56,749 684,226 +3,953
Jun17 161223 157~03 157~03 157~03 157~03 +0~16      
Total Volume and Open Interest 56,749 684,226 +3,953
Ultra 10-Yr T-Note(CBOT)
Dec16 161220 132~280 133~050 132~215 133~005 -0~040 451 1,103 -208
Mar17 161223 132~170 132~275 132~155 132~225 +0~050 53,038 287,244 +757
Jun17 161223 131~305 131~305 131~305 131~305 +0~050      
Total Volume and Open Interest 53,038 287,244 +757
30 Day Federal Funds(CBOT)
Dec16 161223 99.463 99.465 99.463 99.465 unch 1,103 77,607 -961
Jan17 161223 99.360 99.360 99.355 99.355 unch 5,290 207,892 -2,115
Feb17 161223 99.345 99.350 99.345 99.345 unch 4,960 88,530 -79
Mar17 161223 99.310 99.315 99.310 99.315 unch 2,514 82,255 -472
Apr17 161223 99.285 99.290 99.285 99.290 unch 10,503 218,466 -2,748
May17 161223 99.255 99.255 99.250 99.255 unch 3,020 67,551 -561
Total Volume and Open Interest 62,799 998,250 -1,581
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 161222 99.95 99.95 99.95 99.95 unch      
Jun17 161222 99.95 99.95 99.95 99.95 unch      
Sep17 161222 99.95 99.95 99.95 99.95 unch      
Dec17 161222 99.95 99.95 99.95 99.95 unch      
Mar18 161222 99.96 99.96 99.96 99.96 unch      
Jun18 161222 99.82 99.82 99.82 99.82 unch      
Sep18 161222 99.68 99.68 99.68 99.68 unch      
Dec18 161222 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest      
Japanese Govt Bonds(SGX)
Mar17 161222 149.82 149.95 149.80 149.87 +0.06 834 14,316 -1
Jun17 161222 149.85 149.85 149.85 149.85 +0.04      
Sep17 161222 149.85 149.85 149.85 149.85 +0.04      
Total Volume and Open Interest 834 14,316 -1
Euro-Buxl(EUREX)
Mar17 161223 172.84 174.66 172.66 174.30 +1.70 19,432 196,008 -1,437
Jun17 161223 172.36 172.36 172.36 172.36 +1.70 0 3 +0
Sep17 161223 169.30 169.30 169.30 169.30 +1.70 0 10 +0
Total Volume and Open Interest 19,432 196,021 -1,437
Euro-Bund(EUREX)
Mar17 161223 163.23 163.79 163.17 163.66 +0.49 337,082 1,698,505 -15,606
Jun17 161223 160.24 160.48 160.24 160.48 +0.49 22 283 +118
Sep17 161223 160.48 160.48 160.48 160.48 +0.49      
Total Volume and Open Interest 337,104 1,698,788 -15,488
Euro-Bobl(EUREX)
Mar17 161223 133.36 133.58 133.36 133.45 +0.11 248,350 1,275,025 -55,785
Jun17 161223 131.23 131.23 131.23 131.23 +0.11 0 10 +0
Sep17 161223 131.23 131.23 131.23 131.23 +0.11      
Total Volume and Open Interest 248,350 1,275,035 -55,785
Euro-Schatz(EUREX)
Mar17 161223 112.29 112.31 112.29 112.29 +0.01 119,982 1,313,304 +11,398
Jun17 161223 112.18 112.18 112.18 112.18 +0.01 0 16 +0
Sep17 161223 112.18 112.18 112.18 112.18 +0.01      
Total Volume and Open Interest 119,982 1,313,320 +11,398
3-Mth Euribor(EUREX)
Dec16 161219 100.313 100.313 100.313 100.313 -0.003 0 2,979 +0
Mar17 161223 100.310 100.310 100.305 100.305 unch 180 3,957 +69
Jun17 161223 100.290 100.290 100.280 100.280 unch 0 33,569 +0
Total Volume and Open Interest 360 70,976 +88
Long Gilt(LIFFE)
Dec16 161223 125~02 125~02 124~30 124~30 +0~04 5,413 8,307 -180
Mar17 161223 124~05 124~22 124~04 124~19 +0~13 105,826 583,064 +403
Total Volume and Open Interest 111,239 591,371 +223
3-Mth Short Sterling(LIFFE)
Mar17 161223 99.61 99.61 99.61 99.61 +0.00 48,998 355,492 -900
Jun17 161223 99.56 99.57 99.55 99.57 +0.01 31,434 390,657 +4,954
Sep17 161223 99.51 99.52 99.50 99.52 +0.01 31,335 259,245 -9,673
Dec17 161223 99.45 99.47 99.45 99.46 +0.01 37,785 303,516 +7,979
Mar18 161223 99.40 99.41 99.40 99.41 +0.01 41,275 173,428 +4,458
Jun18 161223 99.34 99.36 99.34 99.35 +0.01 35,941 170,555 -1,127
Total Volume and Open Interest 436,805 2,250,065 -427,565
3-Mth Euribor(LIFFE)
Mar17 161223 100.305 100.305 100.300 100.305 unch 34,643 381,332 -2,980
Jun17 161223 100.280 100.285 100.275 100.280 unch 22,068 371,129 -1,482
Sep17 161223 100.260 100.270 100.255 100.260 unch 28,404 324,274 -3,032
Total Volume and Open Interest 319,135 2,946,129 +17,936
3-Mth Aus T-Bills(SFE)
Mar17 161223 98.17 98.18 98.16 98.17 -0.01 21,205 200,730 -1,732
Jun17 161223 98.12 98.13 98.11 98.12 -0.01 39,617 222,745 +3,573
Sep17 161223 98.05 98.06 98.03 98.04 -0.02 36,994 155,124 -7,381
Dec17 161223 97.96 97.97 97.94 97.95 -0.02 21,639 170,015 +2,900
Mar18 161223 97.86 97.87 97.83 97.84 -0.03 9,078 88,769 +1,378
Jun18 161223 97.75 97.76 97.73 97.74 -0.03 6,983 70,585 +806
Sep18 161223 97.65 97.66 97.62 97.63 -0.03 4,036 48,110 +787
Dec18 161223 97.55 97.55 97.52 97.52 -0.04 1,387 23,459 +272
Mar19 161223 97.44 97.44 97.41 97.41 -0.04 176 5,418 -42
Jun19 161223 97.32 97.32 97.31 97.31 -0.04 111 3,162 +96
Total Volume and Open Interest 141,428 989,345 +722
10-Year Aus T-Bonds(SFE)
Mar17 161223 97.13 97.13 97.07 97.09 -0.04 54,189 886,467 -3,930
Jun17 161223 97.09 97.09 97.09 97.09 -0.04      
Total Volume and Open Interest 54,189 886,467 -3,930
3-Year Aus T-Bonds(SFE)
Mar17 161223 97.89 97.90 97.84 97.87 -0.03 94,344 844,121 +3,659
Jun17 161223 97.87 97.87 97.87 97.87 -0.03      
Total Volume and Open Interest 94,344 844,121 +3,659
Gold(CMX)
Dec16 161223 1130.9 1132.8 1130.3 1131.9 +3.1 50 685 -27
Feb17 161223 1130.0 1137.3 1129.5 1133.6 +2.9 114,055 275,143 +636
Apr17 161223 1133.3 1139.5 1132.8 1136.3 +3.0 7,242 41,457 +2,382
Jun17 161223 1135.7 1142.0 1135.7 1139.0 +3.0 2,377 34,899 -766
Aug17 161223 1141.2 1144.0 1140.1 1141.8 +3.0 762 11,327 +128
Oct17 161223 1144.9 1148.7 1144.9 1144.9 +3.0 100 3,259 +15
Dec17 161223 1147.2 1151.2 1145.8 1147.9 +3.0 388 21,853 +109
Feb18 161223 1151.3 1151.3 1150.5 1151.2 +3.0 0 204 +0
Apr18 161223 1154.7 1162.5 1154.7 1154.7 +3.0 0 163 +0
Jun18 161223 1158.4 1158.4 1155.0 1158.4 +3.0 0 4,214 +0
Aug18 161223 1162.1 1162.1 1162.1 1162.1 +3.0 0 6 +0
Oct18 161223 1165.8 1165.8 1162.1 1165.8 +3.0 0 3 +0
Total Volume and Open Interest 125,306 401,021 +2,360
Silver(CMX)
Dec16 161223 1577.5 1580.0 1570.4 1570.4 -11.1 187 448 +173
Mar17 161223 1585.5 1590.0 1573.5 1575.9 -11.2 44,954 130,503 -82
May17 161223 1591.5 1594.0 1580.0 1581.0 -11.2 1,238 14,830 +9
Jul17 161223 1597.5 1597.5 1585.9 1585.9 -11.3 382 5,916 +170
Sep17 161223 1597.0 1597.0 1590.7 1590.7 -11.2 59 1,263 +26
Dec17 161223 1604.5 1606.5 1596.5 1598.2 -11.3 126 5,230 +45
Mar18 161223 1607.0 1607.0 1607.0 1607.0 -11.3 0 14 +0
Total Volume and Open Interest 47,156 160,049 +352
Platinum(NYMEX)
Jan17 161223 907.1 911.4 891.9 893.2 -14.2 15,489 22,024 -5,845
Apr17 161223 909.5 913.4 894.0 895.0 -13.9 7,589 39,150 +4,909
Jul17 161223 915.1 915.1 898.7 898.7 -13.8 188 2,115 +157
Oct17 161223 912.6 912.6 901.0 902.6 -13.5 4 218 +1
Total Volume and Open Interest 23,370 63,655 -697
Palladium(NYMEX)
Dec16 161223 655.35 655.35 655.35 655.35 -1.75 0 16 -9
Mar17 161223 656.50 660.35 653.70 654.85 -1.75 4,147 24,246 -220
Jun17 161223 655.50 655.95 655.45 655.80 -1.75 16 660 +12
Total Volume and Open Interest 4,163 24,939 -217
Copper(CMX)
Dec16 161223 249.60 250.10 247.20 247.25 -2.20 232 1,174 -94
Mar17 161223 250.70 251.80 247.50 247.90 -2.05 41,173 151,163 -2,288
May17 161223 251.25 252.00 248.40 248.60 -2.05 3,016 27,345 -74
Jul17 161223 252.05 252.30 249.20 249.20 -2.05 1,574 21,403 +626
Sep17 161223 252.30 252.30 249.60 249.60 -2.00 528 6,840 -61
Total Volume and Open Interest 47,512 231,278 -1,764
E-mini DJIA Index(CBOT)
Mar17 161223 19867 19890 19845 19874 +1 64,397 127,746 +499
Jun17 161223 19810 19828 19790 19812 +1 9 185 +1
Sep17 161223 19760 19760 19760 19760 +1      
Dec17 161223 19718 19718 19580 19718 +1 0 1 +0
Total Volume and Open Interest 64,406 127,932 +500
S & P 500(CME)
Mar17 161223 2259.00 2260.00 2255.70 2260.00 +1.30 3,958 56,622 +2,091
Jun17 161223 2254.60 2254.60 2245.00 2254.60 +1.30 0 1,892 +0
Sep17 161223 2250.20 2250.20 2246.90 2250.20 +1.30 0 27 +0
Dec17 161223 2245.40 2245.40 2242.10 2245.40 +1.30      
Total Volume and Open Interest 3,958 58,541 +2,091
S & P 500 E-Mini(Globex)
Mar17 161223 2257.50 2261.00 2254.25 2260.00 +1.25 667,705 2,735,177 -13,502
Jun17 161223 2252.00 2255.25 2249.00 2254.50 +1.25 2,184 9,592 +936
Sep17 161223 2250.25 2250.25 2244.75 2250.25 +1.25 3 173 +1
Dec17 161223 2245.50 2252.75 2241.00 2245.50 +1.50 23 66 +18
Total Volume and Open Interest 669,915 2,745,008 -12,547
NASDAQ 100 E-Mini(Globex)
Mar17 161223 4933.80 4943.80 4922.80 4942.30 +5.80 90,653 224,173 +2,532
Jun17 161223 4932.50 4940.80 4930.00 4940.80 +5.80 11 246 -5
Sep17 161223 4943.50 4958.00 4943.50 4943.50 +5.70 7 55 +5
Total Volume and Open Interest 90,671 224,488 +2,532
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 161223 1669.70 1673.80 1668.10 1672.20 +3.20 9,349 96,607 -721
Jun17 161223 1662.70 1662.70 1658.50 1662.70 +3.20      
Total Volume and Open Interest 9,349 96,607 -721
Volatility Index(CBOE)
Dec16 161221 11.50 11.60 11.30 11.45 -0.13 78,073 86,037 -33,842
Jan17 161223 14.25 14.45 14.20 14.28 unch 57,280 243,488 +15,644
Feb17 161223 15.97 16.10 15.85 16.02 +0.04 35,387 74,039 +4,928
Mar17 161223 17.25 17.35 17.15 17.28 +0.05 14,146 32,112 -700
Total Volume and Open Interest 124,814 410,932 +20,996
Russell 2000 Mini(ICE)
Mar17 161223 1362.40 1370.80 1360.80 1370.20 +7.10 88,035 673,342 +1,039
Jun17 161223 1360.00 1367.20 1360.00 1367.20 +7.10 0 368 +0
Sep17 161223 1364.20 1364.20 1360.70 1364.20 +7.10 0 201 +0
Total Volume and Open Interest 88,035 673,991 +1,039
Nikkei 225(CME)
Mar17 161223 19440 19500 19410 19460 +15 8,234 28,660 -339
Jun17 161223 19385 19385 19385 19385 +15      
Total Volume and Open Interest 8,234 28,660 -339
Nikkei 225(SGX)
Mar17 161222 19415 19475 19280 19350 -75 58,339 198,385 +5,064
Jun17 161222 19285 19330 19150 19225 -75 9 328 +1
Sep17 161222 19195 19195 19195 19195 -80 0 5 +0
Total Volume and Open Interest 58,398 205,080 +5,055
Nikkei 225 Mini(JPX)
Dec16 161208 18525 18790 18485 18790 +290 877,826 406,905 -30,967
Mar17 161222 19440 19475 19285 19360 -70 684,239 322,713 +18,327
Jun17 161222 19305 19335 19150 19230 -70 3,663 6,015 -196
Total Volume and Open Interest 727,609 465,186 +19,588
Nikkei 225(JPX)
Dec16 161208 18530 18790 18490 18790 +290 173,401 259,863 -101,754
Mar17 161222 19440 19480 19280 19360 -70 56,343 346,818 +1,945
Jun17 161222 19300 19330 19160 19230 -70 221 18,133 +40
Total Volume and Open Interest 56,591 440,467 +1,981
Nikkei 225(CME) Yen
Dec16 161208 18630 18920 18610 18860 +230 67,553 53,178 -9,334
Mar17 161223 19385 19440 19350 19400 +20 27,419 56,085 +1,123
Jun17 161223 19270 19310 19270 19270 +20 2 4 +2
Total Volume and Open Interest 27,421 56,090 +1,125
Nikkei 225(CME) e-Mini Yen
Dec16 161208 18860 18900 18860 18860 +230 0 307 +0
Mar17 161223 19400 19510 19400 19400 +20 0 94 +0
Jun17 161223 19270 19270 19270 19270 +20      
Total Volume and Open Interest 0 94 +0
CAC 40(EURONEXT)
Jan17 161223 4835.0 4847.0 4826.0 4840.5 +4.5 59,286 294,896 +131
Feb17 161223 4839.0 4843.5 4835.5 4838.0 +4.5 47 167 +46
Mar17 161223 4833.5 4837.0 4833.5 4835.5 +4.5 1,011 8,927 -105
Total Volume and Open Interest 60,344 304,052 +72
Hang Seng Index(HKFE)
Dec16 161223 21616 21666 21477 21538 -77 92,378 115,157 -12,114
Jan17 161223 21630 21676 21488 21551 -70 15,919 19,563 +8,012
Total Volume and Open Interest 109,065 142,543 -3,902
DAX(EUREX)
Mar17 161223 11462.0 11487.0 11406.0 11447.5 +3.0 45,159 150,868 +498
Jun17 161223 11489.0 11500.5 11449.5 11472.0 +3.5 217 692 -142
Sep17 161223 11464.0 11464.0 11464.0 11464.0 +6.5 0 3 +0
Total Volume and Open Interest 45,376 151,563 +356
Mini-DAX(EUREX)
Dec16 161216 11374.0 11452.0 11352.0 11406.5 +25.5 21,293 14,501 -209
Mar17 161223 11461.0 11487.0 11405.0 11447.5 +3.0 10,517 7,036 -441
Jun17 161223 11475.0 11475.0 11458.0 11472.0 +3.5 22 297 +6
Total Volume and Open Interest 10,539 7,333 -435
FT-SE 100(EURONEXT)
Mar17 161223 6988.50 7009.00 6984.50 7004.00 +15.50 59,218 725,311 +2,066
Jun17 161223 6930.50 6931.50 6930.50 6930.50 +15.00 38 29,312 -1
Sep17 161223 6870.50 6870.50 6870.50 6870.50 +15.00      
Total Volume and Open Interest 59,256 754,623 +2,065
SPI 200(SFE)
Mar17 161223 5615.0 5629.0 5577.0 5599.0 -14.0 23,880 253,231 +1,209
Jun17 161223 5584.0 5584.0 5584.0 5584.0 -14.0 19 1,426 +14
Sep17 161223 5534.0 5534.0 5534.0 5534.0 -14.0 140 1,670 +140
Total Volume and Open Interest 24,067 256,553 +1,374
FTSE MIB(ISE)
Mar17 161223 19140.00 19310.00 19125.00 19285.00 +200.00 21,794 36,435 -961
Jun17 161223 18820.00 18873.00 18820.00 18873.00 +198.00 1 16 +1
Total Volume and Open Interest 21,795 36,451 -960
KOSPI 200(KFE)
Mar17 161223 258.55 258.75 258.55 258.60 -0.50 91,329 125,115 -732
Jun17 161223 258.80 259.60 258.80 259.20 -0.20 232 4,193 +159
Sep17 161223 260.45 260.45 260.45 260.45 -0.50 0 424 +62
Total Volume and Open Interest 91,561 136,742 -11
GSCI(CME)
Jan17 161223 389.40 392.75 389.40 391.30 -0.75 76 14,441 -42
Feb17 161223 394.00 394.00 394.00 394.00 -0.75      
Mar17 161223 400.10 400.10 400.10 400.10 -0.75      
Total Volume and Open Interest 76 14,441 -42
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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