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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 29, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161229 1006.50 1014.00 1002.00 1003.25 -3.50 82,741 54,391 -13,083
Mar17 161229 1016.25 1024.25 1011.50 1012.75 -3.75 132,809 331,830 +9,349
May17 161229 1025.00 1032.75 1020.25 1021.25 -3.75 29,021 97,398 -2,140
Jul17 161229 1031.00 1039.00 1026.75 1027.75 -3.25 16,478 99,795 +782
Aug17 161229 1028.75 1035.50 1024.25 1025.75 -2.75 866 6,828 +65
Sep17 161229 1015.75 1018.00 1007.00 1008.50 -2.50 384 2,599 +40
Nov17 161229 996.00 1002.50 992.50 993.50 -2.50 6,005 77,237 +726
Jan18 161229 1000.00 1005.00 996.75 997.25 -2.25 180 2,971 -88
Mar18 161229 999.00 1000.50 994.00 994.00 -2.00 122 2,358 +33
May18 161229 993.75 993.75 993.50 993.75 -1.25 38 510 +2
Jul18 161229 994.00 994.00 993.50 994.00 -1.50 75 742 +12
Aug18 161229 986.75 986.75 986.75 986.75 -1.25 1 19 +0
Sep18 161229 977.00 977.00 970.00 977.00 -1.25 1 22 +0
Nov18 161229 966.50 966.50 962.50 963.00 -2.25 88 1,212 +30
Total Volume and Open Interest 268,809 677,946 -4,272
Soybean Meal(CBOT)
Jan17 161229 316.40 319.70 314.00 314.80 -1.40 28,684 17,656 -4,398
Mar17 161229 320.60 323.90 318.10 319.00 -1.30 52,510 171,410 +3,119
May17 161229 323.00 326.10 320.80 321.80 -0.80 6,361 51,607 -85
Jul17 161229 325.00 328.40 323.60 324.60 -0.40 4,679 51,515 -397
Aug17 161229 325.00 326.60 322.90 323.50 +0.10 514 7,947 +99
Sep17 161229 322.20 323.70 320.40 321.30 +0.80 254 6,209 -13
Oct17 161229 317.20 318.40 315.20 316.00 +0.80 469 5,765 +94
Dec17 161229 317.50 318.70 315.30 316.40 +1.00 1,928 23,127 -84
Jan18 161229 315.80 317.20 315.80 315.80 +0.80 24 911 +14
Mar18 161229 314.60 315.70 314.60 314.60 +0.80 3 1,054 +0
Total Volume and Open Interest 95,484 338,439 -1,624
Soybean Oil(CBOT)
Jan17 161229 34.80 34.92 34.48 34.52 -0.34 25,264 21,403 -6,874
Mar17 161229 35.03 35.19 34.75 34.79 -0.33 49,486 195,595 +1,861
May17 161229 35.35 35.45 35.01 35.04 -0.34 5,736 70,339 +114
Jul17 161229 35.44 35.62 35.22 35.26 -0.32 5,828 59,292 -823
Aug17 161229 35.46 35.55 35.17 35.20 -0.34 346 6,785 +81
Sep17 161229 35.40 35.40 35.05 35.07 -0.36 144 5,364 -12
Oct17 161229 35.04 35.20 34.82 34.83 -0.35 371 5,084 +5
Dec17 161229 35.04 35.19 34.81 34.89 -0.31 888 15,101 +219
Jan18 161229 34.97 34.98 34.85 34.91 -0.28 49 689 -10
Mar18 161229 35.11 35.11 34.88 34.88 -0.27 194 868 +114
Total Volume and Open Interest 88,401 381,171 -5,317
Canola(WCE)
Jan17 161229 499.9 500.5 492.0 496.0 -5.1 5,331 10,002 -3,354
Mar17 161229 508.5 509.3 500.2 503.7 -5.0 11,865 121,943 -919
May17 161229 514.6 515.9 507.1 510.7 -4.3 4,657 29,408 +875
Jul17 161229 519.9 520.8 511.7 515.5 -4.2 1,073 16,311 -127
Nov17 161229 500.3 501.4 493.5 496.9 -3.2 309 16,252 +58
Total Volume and Open Interest 23,240 195,975 -3,467
Corn(CBOT)
Mar17 161229 348.25 351.00 347.50 349.75 +1.50 132,722 691,904 +2,145
May17 161229 354.50 357.00 353.75 355.75 +1.00 25,614 167,368 -61
Jul17 161229 362.00 364.00 360.75 363.00 +1.00 22,790 175,613 -1,739
Sep17 161229 369.00 371.25 368.25 370.25 +1.00 3,398 61,519 +558
Dec17 161229 378.50 380.25 377.25 379.25 +1.00 8,554 111,434 +333
Mar18 161229 387.25 389.25 386.25 388.50 +1.25 350 10,880 +123
May18 161229 393.50 393.75 393.50 393.75 +1.00 17 1,742 +9
Jul18 161229 396.75 398.50 396.75 398.25 +0.75 73 1,985 -1
Sep18 161229 393.00 394.00 393.00 393.00 +0.75 0 957 +0
Dec18 161229 394.50 396.00 393.00 395.25 +0.75 307 7,762 +153
Total Volume and Open Interest 193,826 1,231,462 +1,520
Wheat(CBOT)
Mar17 161229 402.50 406.75 402.50 404.75 +3.25 67,774 262,097 -10,904
May17 161229 415.50 419.50 415.25 417.75 +3.25 11,978 69,843 -372
Jul17 161229 430.00 433.25 429.50 431.75 +3.25 7,454 69,861 -421
Sep17 161229 444.50 447.00 444.00 445.50 +2.75 1,232 13,751 +2
Dec17 161229 461.25 463.75 460.75 462.00 +1.50 1,832 25,305 -102
Mar18 161229 474.00 474.75 474.00 474.75 +1.25 175 4,269 +14
Total Volume and Open Interest 90,543 446,777 -11,767
Wheat(KCBT)
Mar17 161229 411.50 416.00 410.25 415.25 +5.75 20,565 122,587 -2,463
May17 161229 422.50 427.50 421.75 427.00 +6.00 4,170 34,326 -129
Jul17 161229 432.00 438.50 432.00 438.25 +6.25 3,540 62,861 -718
Sep17 161229 448.75 452.00 448.00 452.00 +6.00 645 8,120 +83
Dec17 161229 467.00 470.25 466.00 470.25 +6.25 301 9,558 +12
Mar18 161229 481.00 483.25 480.75 483.25 +5.50 62 3,320 -2
May18 161229 491.50 496.00 491.50 491.50 +5.50 5 963 +1
Total Volume and Open Interest 29,320 242,328 -3,222
Wheat(MGE)
Mar17 161229 530.75 537.25 530.75 535.50 +4.75 2,777 33,687 -286
May17 161229 529.75 533.25 527.75 531.75 +3.75 411 13,517 -6
Jul17 161229 533.75 536.50 532.25 535.25 +4.00 332 6,140 +25
Sep17 161229 540.50 541.25 538.75 541.25 +4.25 125 4,486 +1
Dec17 161229 549.50 550.50 547.75 550.50 +4.00 25 3,259 -12
Mar18 161229 557.50 558.75 557.25 558.75 +2.75 0 267 +0
Total Volume and Open Interest 3,670 61,486 -278
Oats(CBOT)
Mar17 161229 227.75 230.75 223.50 226.50 -1.25 290 5,092 -39
May17 161229 225.00 229.75 222.25 227.25 -1.25 26 1,138 -7
Jul17 161229 227.75 228.25 227.75 227.75 -0.75 4 194 -1
Sep17 161229 228.00 233.00 228.00 228.00 -0.75 0 4 +0
Total Volume and Open Interest 323 6,549 -47
Rough Rice(CBOT)
Jan17 161229 9.23 9.27 9.15 9.24 -0.01 1,224 1,619 -837
Mar17 161229 9.48 9.53 9.40 9.51 unch 1,564 9,700 +622
May17 161229 9.66 9.76 9.66 9.76 +0.01 193 478 +121
Jul17 161229 9.94 10.12 9.94 9.94 +0.01 0 26 +0
Total Volume and Open Interest 2,981 11,836 -94
Live Cattle(CME)
Dec16 161229 116.350 118.980 116.300 118.700 +2.720 610 937 -397
Feb17 161229 117.650 118.050 116.785 117.950 +0.565 13,408 124,747 -409
Apr17 161229 115.250 115.930 114.385 115.750 +0.600 6,652 74,621 +486
Jun17 161229 105.200 105.450 104.480 105.350 +0.215 4,402 64,852 +91
Aug17 161229 100.830 101.000 100.180 100.950 +0.165 1,585 23,987 +316
Oct17 161229 100.300 100.500 99.800 100.480 +0.180 388 12,832 -14
Total Volume and Open Interest 27,331 307,654 +166
Feeder Cattle(CME)
Jan17 161229 131.735 132.000 130.985 131.935 +0.200 1,375 10,141 -60
Mar17 161229 127.080 127.150 125.885 126.800 -0.150 1,662 19,754 -15
Apr17 161229 126.480 126.500 125.480 126.330 -0.070 431 5,590 +46
May17 161229 124.900 125.180 124.180 125.035 -0.015 374 5,905 +105
Aug17 161229 125.100 125.350 124.535 125.035 -0.250 137 2,987 +46
Sep17 161229 123.080 123.385 123.080 123.350 unch 0 278 +0
Oct17 161229 121.700 122.000 121.000 121.700 -0.300 1 75 +1
Total Volume and Open Interest 3,980 44,751 +123
Lean Hogs(CME)
Feb17 161229 65.580 65.950 64.150 64.650 -0.450 14,865 82,070 -1,031
Apr17 161229 66.050 66.400 65.430 66.225 +0.145 7,284 49,245 +1,041
May17 161229 71.000 71.730 70.330 71.650 +0.700 58 1,424 +20
Jun17 161229 74.580 75.680 74.080 75.550 +0.870 3,939 27,375 +288
Jul17 161229 75.100 75.635 74.285 75.500 +0.670 918 10,619 +91
Aug17 161229 75.300 75.580 74.500 75.450 +0.400 710 15,067 +1
Oct17 161229 64.650 65.535 64.635 65.400 +0.365 515 5,687 +255
Dec17 161229 61.035 61.485 60.630 61.300 +0.265 467 3,012 +252
Total Volume and Open Interest 28,761 194,794 +921
Class III Milk(CME)
Dec16 161229 17.39 17.44 17.38 17.38 unch 158 5,838 -25
Jan17 161229 16.57 16.62 16.45 16.46 -0.15 198 4,583 -64
Feb17 161229 17.10 17.18 16.96 17.10 unch 268 3,994 -61
Mar17 161229 17.47 17.54 17.35 17.42 -0.05 145 3,739 -20
Apr17 161229 17.59 17.62 17.48 17.53 -0.06 74 2,894 -22
May17 161229 17.71 17.74 17.59 17.60 -0.08 33 2,758 +7
Jun17 161229 17.75 17.80 17.66 17.73 -0.02 11 2,477 +5
Jul17 161229 17.89 17.91 17.83 17.83 -0.06 14 1,481 +7
Aug17 161229 17.91 17.93 17.87 17.89 unch 14 1,463 +6
Sep17 161229 17.90 17.93 17.90 17.93 -0.04 13 1,385 +3
Oct17 161229 17.85 17.85 17.85 17.85 unch 7 1,156 +3
Nov17 161229 17.66 17.66 17.64 17.64 +0.01 10 1,184 +6
Dec17 161229 17.36 17.41 17.35 17.36 +0.01 6 1,069 +6
Total Volume and Open Interest 953 34,960 -147
Cocoa(ICE)
Mar17 161229 2205 2208 2142 2165 -40 7,010 124,486 -1,493
May17 161229 2196 2199 2139 2159 -38 1,363 53,721 -69
Jul17 161229 2195 2197 2142 2160 -36 406 35,260 +26
Sep17 161229 2200 2207 2157 2171 -30 132 14,623 +52
Dec17 161229 2220 2222 2179 2188 -26 32 8,048 +8
Mar18 161229 2234 2234 2199 2204 -24 27 10,354 +4
May18 161229 2253 2253 2214 2219 -26 3 3,668 +0
Total Volume and Open Interest 8,976 253,726 -1,471
Coffee "C"(ICE)
Mar17 161229 133.50 138.35 133.15 135.45 +1.95 13,412 96,940 -883
May17 161229 135.60 140.65 135.50 137.75 +1.90 3,712 40,433 -445
Jul17 161229 138.55 142.90 138.00 140.05 +1.90 1,884 22,122 +165
Sep17 161229 142.00 144.90 140.30 142.10 +1.90 687 12,585 +95
Dec17 161229 144.65 147.05 143.55 145.10 +1.90 511 11,373 -23
Mar18 161229 146.45 148.55 146.45 148.00 +1.95 98 2,486 +11
Total Volume and Open Interest 20,318 189,312 -1,073
Orange Juice(ICE)
Jan17 161229 188.00 194.35 186.00 194.35 +6.55 609 1,317 -533
Mar17 161229 187.05 191.00 186.10 190.50 +3.05 1,009 10,787 +464
May17 161229 185.70 189.50 185.10 189.05 +2.80 79 723 +42
Jul17 161229 184.00 187.35 183.30 187.35 +2.85 17 290 +10
Sep17 161229 185.70 185.70 185.70 185.70 +2.90 0 32 +0
Nov17 161229 183.60 183.60 183.60 183.60 +2.90 0 3 +0
Total Volume and Open Interest 1,714 13,153 -17
Sugar #11(ICE)
Mar17 161229 19.04 19.72 19.01 19.49 +0.50 29,261 358,572 +162
May17 161229 18.80 19.35 18.77 19.22 +0.48 8,443 165,787 +327
Jul17 161229 18.38 18.86 18.38 18.81 +0.42 6,077 114,266 -382
Oct17 161229 18.24 18.57 18.21 18.56 +0.31 1,933 78,799 +595
Mar18 161229 18.25 18.48 18.22 18.48 +0.21 1,029 43,041 +31
May18 161229 17.74 17.95 17.74 17.95 +0.14 663 16,961 +188
Jul18 161229 17.27 17.44 17.27 17.44 +0.10 277 11,742 -24
Oct18 161229 17.12 17.26 17.12 17.26 +0.06 258 11,364 +27
Total Volume and Open Interest 48,049 808,168 +1,019
London Cocoa(LCE)
Mar17 161229 1805 1809 1760 1767 -38 0 111,697 -597
May17 161229 1811 1811 1774 1783 -28 0 67,057 -57
Jul17 161229 1831 1834 1797 1806 -26 0 32,908 +1,305
Sep17 161229 1845 1849 1811 1822 -24 0 32,966 -32
Dec17 161229 1856 1861 1830 1838 -18 0 24,210 +113
Mar18 161229 1861 1864 1841 1848 -14 0 16,909 +177
May18 161229 1875 1875 1855 1863 -15 0 4,772 +7
Total Volume and Open Interest 7,853 292,236 +916
London Sugar(LCE)
Mar17 161229 513.10 525.00 513.00 520.90 +11.70 0 35,177 +235
May17 161229 506.60 517.80 506.60 515.30 +11.50 0 21,380 -18
Aug17 161229 499.40 507.60 498.00 506.80 +10.50 0 10,447 +15
Oct17 161229 489.40 494.00 487.00 493.30 +9.20 0 10,195 +0
Dec17 161229 482.30 483.40 478.80 482.40 +5.90 0 2,944 +0
Total Volume and Open Interest 1,121 84,107 +232
Cotton(ICE)
Mar17 161229 69.75 71.14 69.64 70.50 +0.75 7,695 163,319 -1,693
May17 161229 70.10 71.35 70.05 70.90 +0.75 2,033 41,158 -157
Jul17 161229 70.99 71.60 70.66 71.26 +0.67 1,004 18,497 +557
Oct17 161229 69.78 69.78 69.78 69.78 +0.52 0 36 +0
Dec17 161229 69.20 69.80 68.95 69.51 +0.56 348 19,582 +31
Mar18 161229 69.75 69.80 69.44 69.44 +0.52 17 430 +15
Total Volume and Open Interest 11,097 243,809 -1,247
Lumber(CME)
Jan17 161229 312.5 313.1 308.7 311.7 +1.7 186 1,149 -51
Mar17 161229 324.4 325.3 320.7 324.5 +2.0 226 2,814 +60
May17 161229 332.7 332.7 330.5 332.4 +0.9 5 328 +2
Jul17 161229 337.3 337.3 334.0 337.3 +1.3 0 54 +0
Total Volume and Open Interest 417 4,376 +11
Crude Oil(NYM)
Feb17 161229 53.66 54.21 53.46 53.77 -0.29 277,306 459,982 +1,911
Mar17 161229 54.53 55.15 54.39 54.72 -0.23 61,836 331,458 -308
Apr17 161229 55.26 55.91 55.11 55.49 -0.18 20,141 144,380 -94
May17 161229 55.77 56.49 55.77 56.11 -0.14 13,241 114,803 -328
Jun17 161229 56.28 56.94 56.28 56.55 -0.10 26,286 225,356 +3,347
Jul17 161229 56.40 57.19 56.40 56.82 -0.06 5,235 52,650 +102
Aug17 161229 56.74 57.30 56.74 56.96 -0.04 4,138 47,001 +1,148
Sep17 161229 57.00 57.32 56.92 57.04 -0.02 5,999 72,122 +1,449
Oct17 161229 57.23 57.27 56.95 57.08 -0.01 1,913 39,143 +352
Nov17 161229 57.33 57.43 57.00 57.10 -0.01 2,350 36,097 +748
Dec17 161229 56.91 57.44 56.89 57.11 -0.01 20,126 204,127 -219
Jan18 161229 57.20 57.27 57.01 57.03 -0.01 1,305 36,028 +144
Feb18 161229 56.95 56.95 56.95 56.95 unch 702 14,913 +208
Mar18 161229 57.00 57.00 56.86 56.86 +0.01 908 23,314 -23
Apr18 161229 56.76 56.76 56.76 56.76 +0.02 230 7,263 +44
May18 161229 56.88 56.88 56.67 56.67 +0.03 424 5,242 +82
Total Volume and Open Interest 455,227 2,037,834 +9,418
e-miNY Crude Oil(NYM)
Feb17 161229 53.625 54.200 53.450 53.775 -0.275 4,972 2,433 +138
Mar17 161229 54.500 55.100 54.400 54.725 -0.225 126 716 +23
Apr17 161229 55.300 55.700 55.300 55.500 -0.175 14 453 -8
May17 161229 56.000 56.150 56.000 56.100 -0.150 17 74 +9
Jun17 161229 56.525 56.900 56.525 56.550 -0.100 15 131 +5
Jul17 161229 56.975 56.975 56.825 56.825 -0.050 2 139 +2
Aug17 161229 56.975 56.975 56.950 56.950 -0.050 10 143 -6
Sep17 161229 57.050 57.050 57.050 57.050 unch 9 36 -8
Oct17 161229 57.075 57.075 57.075 57.075 -0.025 4 43 +0
Nov17 161229 57.100 57.100 57.100 57.100 unch 4 43 +0
Total Volume and Open Interest 5,175 4,438 +154
NY Harbor ULSD(NYM)
Jan17 161229 169.90 171.70 169.65 170.37 +0.44 27,561 20,828 -6,641
Feb17 161229 171.44 173.59 171.18 172.00 +0.29 47,572 119,125 +2,068
Mar17 161229 172.55 174.59 172.35 173.04 +0.22 18,424 86,183 +1,835
Apr17 161229 172.65 174.68 172.61 173.20 +0.15 10,799 46,313 -224
May17 161229 173.25 175.00 173.25 173.72 +0.12 4,495 27,970 +177
Jun17 161229 173.85 175.58 173.85 174.30 +0.11 8,337 46,185 -673
Jul17 161229 174.80 176.26 174.80 175.21 +0.12 1,306 11,323 +29
Aug17 161229 176.72 177.16 176.11 176.12 +0.15 876 5,078 -18
Sep17 161229 177.85 178.14 177.10 177.10 +0.20 784 8,796 -166
Oct17 161229 178.61 178.97 177.95 177.95 +0.23 900 5,679 +11
Nov17 161229 179.71 179.86 178.53 178.69 +0.27 770 4,038 -146
Dec17 161229 179.74 180.60 178.91 179.31 +0.30 4,189 36,449 +626
Jan18 161229 180.06 181.93 179.80 180.06 +0.33 358 2,999 +20
Feb18 161229 180.26 182.00 180.26 180.26 +0.35 143 1,906 +46
Total Volume and Open Interest 127,187 439,089 -2,884
RBOB Gasoline(NYM)
Jan17 161229 167.91 170.38 166.67 168.20 +0.74 38,013 19,560 -8,685
Feb17 161229 167.68 170.26 166.44 167.98 +0.41 50,041 128,830 +2,652
Mar17 161229 168.80 171.22 167.88 169.35 +0.38 17,233 74,622 +2,782
Apr17 161229 186.33 187.84 185.12 186.11 -0.10 9,120 43,699 -318
May17 161229 187.34 188.48 186.12 186.95 -0.10 4,150 28,001 -254
Jun17 161229 185.80 187.71 185.65 186.33 -0.05 3,709 35,014 -556
Jul17 161229 184.67 185.74 184.39 184.72 -0.04 1,587 14,704 +224
Aug17 161229 183.17 183.53 182.20 182.55 +0.07 1,264 6,219 +92
Sep17 161229 180.51 180.51 179.38 179.88 +0.29 1,320 14,121 -16
Oct17 161229 167.17 167.17 165.98 166.59 +0.34 1,046 4,602 +16
Total Volume and Open Interest 131,388 403,774 -4,268
e-miNY RBOB Gasoline(NYM)
Jan17 161229 168.20 168.20 168.20 168.20 +0.74 0 2 +0
Feb17 161229 168.00 168.00 167.98 168.00 +0.43      
Mar17 161229 169.40 169.40 169.35 169.40 +0.43      
Apr17 161229 186.10 186.11 186.10 186.10 -0.11      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Feb17 161229 3.872 3.884 3.754 3.802 -0.096 113,961 175,480 +5,234
Mar17 161229 3.800 3.809 3.706 3.754 -0.071 34,677 261,988 +1,328
Apr17 161229 3.629 3.645 3.574 3.605 -0.043 28,513 122,648 +1,254
May17 161229 3.582 3.603 3.542 3.572 -0.026 10,880 101,829 +654
Jun17 161229 3.588 3.617 3.559 3.587 -0.023 6,797 41,805 +1,057
Jul17 161229 3.617 3.638 3.586 3.610 -0.022 3,503 55,345 +568
Aug17 161229 3.606 3.624 3.573 3.598 -0.021 2,091 34,157 -12
Sep17 161229 3.573 3.600 3.552 3.574 -0.021 2,413 34,035 +272
Oct17 161229 3.607 3.619 3.570 3.592 -0.022 10,339 88,297 +1,495
Nov17 161229 3.638 3.651 3.609 3.626 -0.022 2,884 34,486 +288
Dec17 161229 3.736 3.747 3.688 3.724 -0.018 3,356 36,322 +834
Jan18 161229 3.798 3.829 3.780 3.801 -0.018 5,216 40,365 +989
Feb18 161229 3.758 3.759 3.732 3.749 -0.021 1,576 13,471 +204
Mar18 161229 3.622 3.658 3.619 3.634 -0.014 2,406 34,229 -185
Apr18 161229 2.971 2.988 2.959 2.974 +0.003 2,702 40,465 +65
May18 161229 2.892 2.913 2.887 2.899 +0.007 996 11,067 +375
Total Volume and Open Interest 295,090 1,221,230 +3,670
Brent Crude Oil(ICE)
Feb17 161229 56.01 56.63 55.91 56.14 -0.08 67,836 100,391 -8,246
Mar17 161229 56.73 57.33 56.66 56.85 -0.11 109,586 587,433 +11,471
Apr17 161229 57.39 57.95 57.31 57.50 -0.07 20,809 210,441 -1,042
May17 161229 57.83 58.45 57.83 58.03 -0.04 13,116 141,755 +58
Jun17 161229 58.21 58.84 58.21 58.42 -0.03 20,330 258,881 +1,291
Jul17 161229 58.45 59.08 58.45 58.67 -0.02 4,303 85,747 +241
Aug17 161229 58.63 59.18 58.61 58.79 unch 4,400 54,487 +121
Sep17 161229 58.65 59.19 58.61 58.82 +0.01 4,683 72,233 +721
Oct17 161229 58.62 59.15 58.60 58.79 +0.02 1,407 34,623 -136
Nov17 161229 59.10 59.10 58.75 58.75 +0.02 578 26,985 -85
Dec17 161229 58.54 59.04 58.48 58.70 +0.03 13,263 225,886 +143
Jan18 161229 59.05 59.05 58.64 58.64 +0.02 625 29,263 +138
Feb18 161229 58.99 58.99 58.57 58.57 +0.01 503 19,426 -138
Mar18 161229 58.53 58.53 58.53 58.53 +0.02 433 24,218 +93
Total Volume and Open Interest 274,314 2,219,091 +6,770
Gas Oil(ICE)
Jan17 161229 500.50 505.50 500.50 502.75 +2.25 22,454 102,065 -2,402
Feb17 161229 505.25 509.50 504.25 506.50 +2.25 30,458 144,513 +4,800
Mar17 161229 507.00 512.25 507.00 509.25 +2.00 14,789 88,344 +806
Apr17 161229 509.50 514.00 509.00 511.25 +2.25 3,822 44,879 +286
May17 161229 511.50 515.75 511.00 513.25 +2.25 1,969 43,354 -67
Jun17 161229 513.50 517.25 513.00 515.00 +2.25 7,475 85,588 +309
Jul17 161229 516.50 519.50 515.75 517.25 +2.25 1,105 25,882 +133
Aug17 161229 519.00 521.25 518.00 519.50 +2.50 1,050 16,406 +202
Sep17 161229 522.00 524.25 520.25 521.75 +2.75 1,290 30,181 -214
Oct17 161229 524.00 526.25 522.25 523.75 +2.75 962 23,470 +322
Total Volume and Open Interest 90,634 798,596 +4,555
Ethanol(CBOT)
Jan17 161229 1.599 1.635 1.599 1.632 +0.063 429 305 -339
Feb17 161229 1.546 1.570 1.531 1.567 +0.041 443 3,492 +207
Mar17 161229 1.562 1.565 1.562 1.565 +0.034 38 639 +17
Apr17 161229 1.567 1.567 1.526 1.567 +0.034 5 698 +5
May17 161229 1.569 1.569 1.527 1.569 +0.034 0 9 +0
Jun17 161229 1.559 1.559 1.515 1.559 +0.034 0 2 +0
Jul17 161229 1.556 1.556 1.556 1.556 +0.034      
Aug17 161229 1.555 1.555 1.555 1.555 +0.034      
Total Volume and Open Interest 915 5,161 -110
WTI Crude Oil(ICE)
Feb17 161229 53.64 54.23 53.60 53.77 -0.29 18,158 69,445 -511
Mar17 161229 54.67 55.18 54.56 54.72 -0.23 20,761 95,488 +206
Apr17 161229 55.42 55.91 55.34 55.49 -0.18 6,635 26,432 -245
May17 161229 56.17 56.47 56.02 56.11 -0.14 3,380 22,700 +253
Jun17 161229 56.60 56.91 56.39 56.55 -0.10 5,883 64,587 -173
Jul17 161229 56.85 57.14 56.65 56.82 -0.06 796 8,025 -152
Aug17 161229 56.99 57.21 56.85 56.96 -0.04 491 11,696 +7
Sep17 161229 57.21 57.28 56.92 57.04 -0.02 1,347 18,184 -169
Oct17 161229 57.30 57.38 57.08 57.08 -0.01 136 4,618 +20
Nov17 161229 57.10 57.10 57.10 57.10 -0.01 211 2,833 +125
Dec17 161229 57.20 57.40 57.11 57.11 -0.01 4,375 83,076 +224
Jan18 161229 57.03 57.03 57.03 57.03 -0.01 5 2,077 -1
Feb18 161229 56.95 56.95 56.95 56.95 unch 21 1,379 +11
Mar18 161229 56.86 56.86 56.86 56.86 +0.01 67 3,363 -29
Apr18 161229 56.76 56.76 56.76 56.76 +0.02 1 1,027 +0
May18 161229 56.67 56.67 56.67 56.67 +0.03 0 535 +0
Total Volume and Open Interest 66,462 512,016 +2,419
US Dollar Index(ICE)
Mar17 161229 103.195 103.210 102.650 102.710 -0.535 8,157 85,480 +286
Jun17 161229 103.135 103.190 102.610 102.685 -0.535 69 1,437 +57
Sep17 161229 102.750 102.750 102.520 102.610 -0.535 5 274 +2
Total Volume and Open Interest 8,231 87,191 +345
Australian Dollar(CME)
Mar17 161229 71.69 72.11 71.65 71.95 +0.24 27,283 93,926 +1,674
Jun17 161229 71.61 71.94 71.51 71.79 +0.24 22 472 +16
Sep17 161229 71.65 71.83 71.65 71.65 +0.23 0 17 +0
Total Volume and Open Interest 27,305 94,451 +1,690
British Pound(CME)
Mar17 161229 122.45 122.93 122.28 122.74 +0.26 31,557 211,497 -599
Jun17 161229 122.78 123.21 122.59 123.04 +0.27 4 777 +0
Sep17 161229 123.34 123.47 123.02 123.34 +0.27 0 162 +0
Total Volume and Open Interest 31,565 212,492 -595
Canadian Dollar(CME)
Mar17 161229 73.85 74.26 73.82 74.18 +0.33 26,537 90,349 +1,020
Jun17 161229 74.19 74.34 73.93 74.27 +0.34 53 1,835 -6
Sep17 161229 74.40 74.42 74.27 74.36 +0.33 20 473 +20
Dec17 161229 74.50 74.53 74.39 74.47 +0.34 0 533 +0
Total Volume and Open Interest 26,610 93,212 +1,034
Japanese Yen(CME)
Mar17 161229 85.69 86.32 85.61 86.01 +0.34 43,949 219,026 +2,107
Jun17 161229 86.09 86.72 86.04 86.43 +0.35 53 284 +0
Sep17 161229 87.06 87.07 86.77 86.88 +0.38 0 29 +0
Total Volume and Open Interest 44,002 219,343 +2,107
Swiss Franc(CME)
Mar17 161229 97.69 98.38 97.64 98.08 +0.34 7,343 54,518 -440
Jun17 161229 98.60 98.95 98.27 98.70 +0.35 0 78 +0
Sep17 161229 99.34 99.56 99.34 99.34 +0.38 0 4 +0
Total Volume and Open Interest 7,343 54,605 -440
EuroFX(CME)
Mar17 161229 104.57 105.31 104.51 105.21 +0.63 55,644 396,709 +2,685
Jun17 161229 105.10 105.82 105.04 105.74 +0.64 83 8,650 +3
Sep17 161229 106.01 106.36 105.60 106.28 +0.66 14 272 +12
Total Volume and Open Interest 55,741 405,681 +2,700
Mexican Peso(CME)
Jan17 161229 482.50 482.50 482.50 482.50 +1.38      
Feb17 161229 480.50 480.50 480.50 480.50 +1.38      
Total Volume and Open Interest 23,307 143,192 +1,424
Brazilian Real(CME)
Jan17 161229 306.50 307.15 306.45 306.85 +2.35 18,546 12,339 -8,844
Feb17 161229 303.00 305.60 303.00 304.90 +2.95 17,820 23,295 +17,190
Mar17 161229 300.85 303.30 300.85 302.85 +3.05 107 6,315 +6
Apr17 161229 300.40 300.40 300.40 300.40 +3.15      
Total Volume and Open Interest 36,473 41,949 +8,352
30-Year T-Bonds(CBOT)
Mar17 161229 149~210 150~120 149~170 149~290 +0~060 63,925 594,134 +3,447
Jun17 161229 148~200 148~200 148~000 148~200 +0~060 0 4 +0
Sep17 161229 148~200 148~200 148~200 148~200 +0~060      
Total Volume and Open Interest 63,925 594,138 +3,447
10-Year T-Notes(CBOT)
Mar17 161229 123~205 124~025 123~195 123~300 +0~095 263,382 3,029,601 +5,414
Jun17 161229 123~075 123~095 123~075 123~095 +0~095 0 7 +0
Sep17 161229 123~095 123~095 123~095 123~095 +0~095      
Total Volume and Open Interest 263,382 3,029,608 +5,414
5-Year T-Notes(CBOT)
Dec16 161229 118~006 118~042 117~316 118~042 +0~074 696 21,049 -382
Mar17 161229 117~086 117~182 117~080 117~160 +0~076 178,714 2,945,401 +16,866
Jun17 161229 117~050 117~050 117~050 117~050 +0~066 0 1 +0
Total Volume and Open Interest 179,410 2,966,451 +16,484
2 Year T-Notes(CBOT)
Dec16 161229 108~192 108~206 108~192 108~206 +0~026 466 3,893 -153
Mar17 161229 108~074 108~102 108~072 108~100 +0~026 82,267 1,132,146 +8,093
Jun17 161229 108~040 108~040 108~040 108~040 +0~026      
Total Volume and Open Interest 82,733 1,136,039 +7,940
Eurodollars(CME)
Mar17 161229 98.940 98.955 98.940 98.955 +0.015 56,807 1,430,632 -19,440
Jun17 161229 98.765 98.785 98.760 98.785 +0.020 53,421 1,308,145 +3,485
Sep17 161229 98.605 98.640 98.605 98.635 +0.030 57,380 1,166,848 +982
Dec17 161229 98.435 98.475 98.435 98.470 +0.040 67,229 1,310,953 +3,904
Mar18 161229 98.305 98.355 98.305 98.345 +0.040 53,425 995,548 -7,001
Jun18 161229 98.170 98.230 98.170 98.215 +0.040 41,215 625,055 -1,473
Sep18 161229 98.055 98.115 98.055 98.100 +0.045 32,422 457,811 -4,140
Dec18 161229 97.925 97.990 97.925 97.970 +0.045 38,528 654,754 -850
Mar19 161229 97.835 97.900 97.830 97.880 +0.045 31,020 619,764 -2,515
Jun19 161229 97.745 97.815 97.745 97.795 +0.045 18,296 511,801 +911
Sep19 161229 97.675 97.745 97.670 97.720 +0.045 17,761 421,903 -908
Dec19 161229 97.585 97.665 97.585 97.640 +0.050 20,601 377,671 +480
Mar20 161229 97.535 97.610 97.535 97.585 +0.050 13,479 273,039 +1,059
Jun20 161229 97.480 97.555 97.480 97.530 +0.045 9,483 161,629 +817
Sep20 161229 97.435 97.505 97.430 97.480 +0.045 8,440 129,823 +769
Dec20 161229 97.370 97.445 97.370 97.415 +0.045 10,652 149,860 +2,862
Mar21 161229 97.330 97.395 97.325 97.370 +0.045 5,237 98,707 -212
Jun21 161229 97.280 97.345 97.280 97.320 +0.040 5,449 87,210 -254
Total Volume and Open Interest 5,527,581 1,132,747 -21,062
Ultra T-Bond(CBOT)
Dec16 161220 158~18 159~13 158~06 158~18 -0~22 2,561 3,764 -2,039
Mar17 161229 159~00 159~28 158~29 159~09 +0~01 26,795 687,251 +1,429
Jun17 161229 157~31 157~31 157~31 157~31 +0~01      
Total Volume and Open Interest 26,795 687,251 +1,429
Ultra 10-Yr T-Note(CBOT)
Dec16 161220 132~280 133~050 132~215 133~005 -0~040 451 1,103 -208
Mar17 161229 133~025 133~225 133~025 133~155 +0~115 25,026 288,896 +3,035
Jun17 161229 132~235 132~235 132~235 132~235 +0~115      
Total Volume and Open Interest 25,026 288,896 +3,035
30 Day Federal Funds(CBOT)
Dec16 161229 99.465 99.465 99.463 99.465 unch 46 77,804 -16
Jan17 161229 99.355 99.360 99.355 99.355 unch 788 194,359 -866
Feb17 161229 99.350 99.350 99.345 99.345 unch 107 87,095 -30
Mar17 161229 99.315 99.315 99.310 99.310 unch 949 81,842 -626
Apr17 161229 99.290 99.295 99.290 99.290 unch 794 216,662 -35
May17 161229 99.255 99.255 99.250 99.250 unch 2,868 66,166 +36
Total Volume and Open Interest 16,858 979,571 -3,427
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 161228 99.95 99.95 99.95 99.95 unch      
Jun17 161228 99.95 99.95 99.95 99.95 unch      
Sep17 161228 99.95 99.95 99.95 99.95 unch      
Dec17 161228 99.95 99.95 99.95 99.95 unch      
Mar18 161228 99.96 99.96 99.96 99.96 unch      
Jun18 161228 99.82 99.82 99.82 99.82 unch      
Sep18 161228 99.68 99.68 99.68 99.68 unch      
Dec18 161228 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest      
Japanese Govt Bonds(SGX)
Mar17 161228 149.86 149.99 149.81 149.97 +0.17 256 13,954 -87
Jun17 161228 149.95 149.95 149.95 149.95 +0.17      
Sep17 161228 149.95 149.95 149.95 149.95 +0.17      
Total Volume and Open Interest 256 13,954 -87
Euro-Buxl(EUREX)
Mar17 161229 175.74 176.22 175.12 176.02 +1.50 11,591 190,792 +5,162
Jun17 161229 173.44 174.08 172.40 174.08 +1.50 2 4 +1
Sep17 161229 171.02 171.02 171.02 171.02 +1.50 0 10 +0
Total Volume and Open Interest 11,593 190,806 +264
Euro-Bund(EUREX)
Mar17 161229 164.44 164.65 164.27 164.60 +0.55 148,150 1,649,146 +99,123
Jun17 161229 161.18 161.40 161.13 161.40 +0.52 8 284 +38
Sep17 161229 161.40 161.40 161.40 161.40 +0.52      
Total Volume and Open Interest 148,158 1,649,430 +44,118
Euro-Bobl(EUREX)
Mar17 161229 133.80 133.81 133.62 133.71 +0.01 106,105 1,317,785 +100,709
Jun17 161229 131.50 131.50 131.50 131.50 +0.01 0 10 +0
Sep17 161229 131.50 131.50 131.50 131.50 +0.01      
Total Volume and Open Interest 106,105 1,317,795 +58,344
Euro-Schatz(EUREX)
Mar17 161229 112.35 112.36 112.29 112.30 -0.04 66,817 1,284,029 +60,491
Jun17 161229 112.18 112.18 112.18 112.18 -0.04 0 16 +0
Sep17 161229 112.18 112.18 112.18 112.18 -0.04      
Total Volume and Open Interest 66,817 1,284,045 +22,953
3-Mth Euribor(EUREX)
Dec16 161219 100.313 100.313 100.313 100.313 -0.003 0 2,979 +0
Mar17 161229 100.310 100.315 100.310 100.315 +0.005 0 3,956 +1
Jun17 161229 100.290 100.300 100.290 100.300 +0.010 0 33,567 -2
Total Volume and Open Interest 26 71,174 +3
Long Gilt(LIFFE)
Mar17 161229 125~09 125~32 125~08 125~28 +0~27 0 582,495 +129
Jun17 161229 124~30 124~30 124~30 124~30 +0~27      
Total Volume and Open Interest 28,075 588,004 +108
3-Mth Short Sterling(LIFFE)
Mar17 161229 99.61 99.62 99.61 99.61 -0.01 0 357,675 +188
Jun17 161229 99.58 99.60 99.58 99.58 unch 0 394,666 -11
Sep17 161229 99.54 99.57 99.53 99.55 +0.02 0 257,548 +655
Dec17 161229 99.48 99.53 99.48 99.52 +0.04 0 306,822 -563
Mar18 161229 99.43 99.49 99.43 99.47 +0.04 0 171,475 -2,074
Jun18 161229 99.38 99.44 99.38 99.42 +0.04 0 172,720 -1,629
Total Volume and Open Interest 111,725 2,244,218 -16,742
3-Mth Euribor(LIFFE)
Mar17 161229 100.305 100.315 100.305 100.315 +0.010 22,442 386,595 +2,838
Jun17 161229 100.290 100.300 100.285 100.295 +0.010 7,569 380,720 -186
Sep17 161229 100.275 100.280 100.265 100.275 +0.005 11,166 328,754 +1,587
Total Volume and Open Interest 149,362 3,006,917 +19,350
3-Mth Aus T-Bills(SFE)
Mar17 161229 98.16 98.17 98.15 98.17 +0.01 8,551 200,639 +1,511
Jun17 161229 98.11 98.13 98.10 98.13 +0.02 8,920 227,264 +4,275
Sep17 161229 98.03 98.07 98.02 98.06 +0.03 9,099 153,142 -491
Dec17 161229 97.93 97.98 97.92 97.98 +0.04 6,260 173,390 +2,159
Mar18 161229 97.82 97.89 97.82 97.88 +0.05 4,151 89,685 +1,196
Jun18 161229 97.72 97.79 97.72 97.78 +0.06 3,973 68,587 -272
Sep18 161229 97.62 97.69 97.61 97.68 +0.06 919 47,159 -606
Dec18 161229 97.51 97.59 97.51 97.58 +0.07 677 23,798 +312
Mar19 161229 97.41 97.50 97.41 97.49 +0.09 285 6,070 +13
Jun19 161229 97.33 97.39 97.32 97.39 +0.09 13 3,173 +3
Total Volume and Open Interest 42,899 994,289 +8,150
10-Year Aus T-Bonds(SFE)
Mar17 161229 97.12 97.20 97.11 97.19 +0.08 36,437 889,139 +1,237
Jun17 161229 97.19 97.19 97.19 97.19 +0.08      
Total Volume and Open Interest 36,437 889,139 +1,237
3-Year Aus T-Bonds(SFE)
Mar17 161229 97.87 97.95 97.86 97.93 +0.06 67,031 843,813 +5,870
Jun17 161229 97.93 97.93 97.93 97.93 +0.06      
Total Volume and Open Interest 67,031 843,813 +5,870
Gold(CMX)
Feb17 161229 1143.1 1160.6 1142.6 1158.1 +17.2 108,454 270,797 -7,430
Apr17 161229 1145.5 1163.1 1145.5 1160.7 +17.1 3,094 45,815 +2,000
Jun17 161229 1149.8 1165.9 1149.8 1163.5 +17.2 1,152 36,000 +32
Aug17 161229 1153.4 1166.3 1153.4 1166.3 +17.2 156 11,346 +22
Oct17 161229 1159.6 1170.1 1156.8 1169.3 +17.2 43 3,301 +22
Dec17 161229 1159.3 1174.2 1159.3 1172.3 +17.2 212 21,872 +14
Feb18 161229 1175.6 1175.6 1156.0 1175.6 +17.2 2 208 +2
Apr18 161229 1179.1 1179.1 1162.5 1179.1 +17.2 0 163 +0
Jun18 161229 1182.8 1182.8 1155.0 1182.8 +17.2 0 4,210 +0
Aug18 161229 1174.4 1186.5 1174.4 1186.5 +17.2 0 6 +0
Oct18 161229 1190.2 1190.2 1178.0 1190.2 +17.2 1 3 +0
Dec18 161229 1194.0 1194.0 1178.6 1194.0 +17.2 5 2,051 -2
Total Volume and Open Interest 114,181 401,513 -5,822
Silver(CMX)
Mar17 161229 1608.0 1631.0 1604.0 1621.8 +18.0 31,243 132,690 +818
May17 161229 1612.5 1635.0 1610.5 1627.3 +18.3 597 15,828 +261
Jul17 161229 1625.5 1636.5 1616.0 1632.4 +18.5 150 5,934 -6
Sep17 161229 1622.0 1637.5 1622.0 1637.5 +18.6 17 1,325 +5
Dec17 161229 1629.0 1645.5 1628.5 1645.0 +18.8 90 5,272 +54
Mar18 161229 1653.8 1730.0 1653.8 1653.8 +18.8 0 14 +0
May18 161229 1658.1 1658.1 1658.1 1658.1 +18.8 0 5 +0
Total Volume and Open Interest 32,440 163,097 +1,144
Platinum(NYMEX)
Jan17 161229 900.7 907.4 896.0 897.8 -1.8 9,394 10,150 -3,720
Apr17 161229 901.6 910.2 899.8 902.4 +0.2 7,408 50,736 +3,231
Jul17 161229 911.9 912.0 904.1 906.1 +0.3 156 2,342 +123
Oct17 161229 909.4 916.4 905.1 909.4 +0.3 3 220 +0
Total Volume and Open Interest 17,017 63,714 -342
Palladium(NYMEX)
Mar17 161229 668.90 676.50 667.50 675.65 +8.80 2,761 23,600 -293
Jun17 161229 674.95 676.55 674.15 676.55 +8.75 3 666 +0
Sep17 161229 678.00 678.00 678.00 678.00 +8.75 0 1 +0
Total Volume and Open Interest 2,773 24,290 -301
Copper(CMX)
Mar17 161229 250.60 252.60 248.40 248.80 -1.25 39,490 147,158 +1,455
May17 161229 251.35 253.15 249.25 249.45 -1.25 704 27,167 -20
Jul17 161229 253.60 253.60 249.85 250.05 -1.25 185 21,971 -51
Sep17 161229 252.30 254.05 250.15 250.45 -1.25 64 6,807 -8
Dec17 161229 251.15 251.15 250.70 250.75 -1.25 97 10,024 +0
Total Volume and Open Interest 41,346 227,733 +1,112
E-mini DJIA Index(CBOT)
Mar17 161229 19779 19817 19729 19759 -16 45,577 129,209 +88
Jun17 161229 19733 19740 19678 19699 -14 33 173 -9
Sep17 161229 19647 19647 19647 19647 -14      
Dec17 161229 19605 19719 19605 19605 -14 0 1 +0
Total Volume and Open Interest 45,610 129,383 +79
S & P 500(CME)
Mar17 161229 2246.00 2247.60 2244.40 2245.10 -0.20 1,772 56,668 -326
Jun17 161229 2239.50 2244.80 2234.80 2239.50 -0.30 10 1,890 -4
Sep17 161229 2235.10 2240.40 2230.40 2235.10 -0.30 0 27 +0
Dec17 161229 2230.30 2235.60 2225.60 2230.30 -0.30      
Total Volume and Open Interest 1,782 58,585 -330
S & P 500 E-Mini(Globex)
Mar17 161229 2245.50 2250.00 2239.50 2245.00 -0.25 498,741 2,744,092 -11,154
Jun17 161229 2241.50 2244.25 2234.00 2239.50 -0.25 1,648 9,852 +202
Sep17 161229 2234.50 2235.25 2232.50 2235.00 -0.50 0 169 +0
Dec17 161229 2226.00 2230.25 2226.00 2230.25 -0.25 0 66 +0
Total Volume and Open Interest 500,389 2,754,179 -10,952
NASDAQ 100 E-Mini(Globex)
Mar17 161229 4923.80 4933.50 4901.30 4918.50 -5.30 100,365 224,085 -1,433
Jun17 161229 4918.00 4932.00 4901.50 4917.00 -5.30 40 247 -1
Sep17 161229 4917.00 4919.80 4917.00 4919.80 -5.20 2 55 +0
Total Volume and Open Interest 100,407 224,401 -1,434
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 161229 1662.00 1670.60 1659.20 1666.00 +4.70 6,508 96,014 -255
Jun17 161229 1658.00 1658.50 1658.00 1658.00 +4.70 0 1 +0
Total Volume and Open Interest 6,508 96,015 -255
Volatility Index(CBOE)
Dec16 161221 11.50 11.60 11.30 11.45 -0.13 78,073 86,037 -33,842
Jan17 161229 14.60 15.05 14.50 14.83 +0.20 32,058 215,882 -14,498
Feb17 161229 16.20 16.55 16.07 16.38 +0.15 25,047 89,457 +7,194
Mar17 161229 17.35 17.62 17.23 17.43 +0.10 7,544 33,514 +1,852
Total Volume and Open Interest 71,043 402,508 -4,592
Russell 2000 Mini(ICE)
Mar17 161229 1361.20 1371.70 1355.80 1362.60 +2.30 59,494 676,220 +1,710
Jun17 161229 1354.40 1359.60 1354.40 1359.60 +2.30 1 370 +1
Sep17 161229 1356.60 1356.60 1356.60 1356.60 +2.30 0 201 +0
Total Volume and Open Interest 59,495 676,871 +1,711
Nikkei 225(CME)
Mar17 161229 19395 19395 18990 19090 -300 2,958 28,503 -8
Jun17 161229 19015 19015 19015 19015 -300      
Total Volume and Open Interest 2,958 28,503 -8
Nikkei 225(SGX)
Mar17 161229 19035 19085 18960 19065 -390 28,994 204,115 +4,780
Jun17 161229 18855 18940 18855 18940 -390 2 359 +0
Sep17 161228 19300 19300 19300 19300 +110 0 5 +0
Total Volume and Open Interest 20,048 207,713 +1,064
Nikkei 225 Mini(JPX)
Dec16 161208 18525 18790 18485 18790 +290 877,826 406,905 -30,967
Mar17 161228 19360 19440 19350 19430 +90 298,113 349,472 +8,551
Jun17 161228 19230 19305 19220 19300 +90 2,496 7,152 +27
Total Volume and Open Interest 323,051 509,606 +8,414
Nikkei 225(JPX)
Dec16 161208 18530 18790 18490 18790 +290 173,401 259,863 -101,754
Mar17 161228 19350 19440 19350 19430 +110 23,553 351,839 -889
Jun17 161228 19230 19300 19230 19300 +90 55 18,203 +1
Total Volume and Open Interest 23,624 446,117 -1,237
Nikkei 225(CME) Yen
Dec16 161208 18630 18920 18610 18860 +230 67,553 53,178 -9,334
Mar17 161229 19320 19330 18925 19025 -300 12,628 55,679 +272
Jun17 161229 18895 19310 18895 18895 -300 0 4 +0
Total Volume and Open Interest 12,628 55,684 +272
Nikkei 225(CME) e-Mini Yen
Dec16 161208 18860 18900 18860 18860 +230 0 307 +0
Mar17 161229 19050 19050 19000 19030 -300 0 94 +0
Jun17 161229 18900 18900 18900 18900 -300      
Total Volume and Open Interest 0 94 +0
CAC 40(EURONEXT)
Jan17 161229 4834.5 4847.0 4822.0 4840.0 -9.0 26,347 285,073 -4,696
Feb17 161229 4825.5 4844.0 4825.5 4838.0 -9.0 7 188 +7
Mar17 161229 4834.5 4841.0 4820.0 4836.0 -8.5 83 7,496 +16
Total Volume and Open Interest 26,437 292,819 -4,673
Hang Seng Index(HKFE)
Dec16 161229 21723 21744 21499 21725 +4 128,271 70,568 -26,960
Jan17 161229 21735 21799 21510 21789 +58 62,759 79,628 +37,141
Total Volume and Open Interest 194,056 160,372 +12,437
DAX(EUREX)
Mar17 161229 11451.5 11465.0 11412.5 11442.5 -29.0 23,655 149,214 +13,519
Jun17 161229 11443.0 11480.0 11440.0 11466.0 -30.0 20 700 +5
Sep17 161229 11459.0 11459.0 11459.0 11459.0 -29.0 0 3 +0
Total Volume and Open Interest 23,675 149,917 +3,869
Mini-DAX(EUREX)
Dec16 161216 11374.0 11452.0 11352.0 11406.5 +25.5 21,293 14,501 -209
Mar17 161229 11445.0 11463.0 11412.0 11442.5 -29.0 4,736 6,388 +1,092
Jun17 161229 11455.0 11466.0 11448.0 11466.0 -30.0 0 293 -3
Total Volume and Open Interest 4,736 6,681 +111
FT-SE 100(EURONEXT)
Mar17 161229 7018.00 7062.50 7012.50 7052.50 +12.00 0 728,777 +1,196
Jun17 161229 6967.00 6979.00 6967.00 6979.00 +12.00 0 29,318 +2
Sep17 161229 6919.00 6919.00 6919.00 6919.00 +11.00      
Total Volume and Open Interest 18,559 758,095 +1,198
SPI 200(SFE)
Mar17 161229 5649.0 5675.0 5624.0 5670.0 +20.0 16,431 256,652 +1,643
Jun17 161229 5618.0 5656.0 5618.0 5656.0 +21.0 0 1,429 +0
Sep17 161229 5606.0 5606.0 5606.0 5606.0 +21.0 0 1,670 +0
Total Volume and Open Interest 16,468 259,971 +1,650
FTSE MIB(ISE)
Mar17 161229 19155.00 19260.00 19105.00 19169.00 -42.00 8,477 38,238 +112
Jun17 161229 18830.00 18830.00 18762.00 18762.00 -42.00 3 17 -1
Total Volume and Open Interest 8,480 38,255 +111
KOSPI 200(KFE)
Mar17 161229 260.00 260.15 259.90 260.05 -0.35 33,823 132,040 +3,394
Jun17 161229 260.65 260.90 260.65 260.90 -0.05 57 4,252 +2
Sep17 161229 261.90 261.90 261.90 261.90 -0.35 0 603 +125
Total Volume and Open Interest 33,880 143,905 +3,521
GSCI(CME)
Jan17 161229 400.35 400.35 398.00 398.45 -0.25 94 14,315 +14
Feb17 161229 401.15 401.15 401.15 401.15 -0.25      
Mar17 161229 407.25 407.25 407.25 407.25 -0.25      
Total Volume and Open Interest 94 14,315 +14
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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