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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon January 02, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 161230 1003.50 1010.50 995.00 996.50 -6.75 54,617 30,010 -24,381
Mar17 161230 1013.50 1018.50 1002.50 1004.00 -8.75 94,731 323,426 -8,404
May17 161230 1022.00 1026.50 1011.00 1012.50 -8.75 17,462 96,907 -491
Jul17 161230 1027.75 1032.75 1017.50 1019.00 -8.75 16,688 101,775 +1,980
Aug17 161230 1026.00 1030.50 1016.75 1017.75 -8.00 387 6,869 +41
Sep17 161230 1006.50 1013.50 1001.50 1002.25 -6.25 338 2,648 +49
Nov17 161230 994.75 999.50 987.75 989.25 -4.25 5,409 77,819 +582
Jan18 161230 996.75 1003.00 992.50 993.00 -4.25 139 3,025 +54
Mar18 161230 993.25 999.00 989.25 989.50 -4.50 33 2,360 +2
May18 161230 988.00 997.25 988.00 988.75 -5.00 5 511 +1
Jul18 161230 990.00 997.75 989.00 989.25 -4.75 10 743 +1
Aug18 161230 982.75 982.75 982.75 982.75 -4.00 0 19 +0
Sep18 161230 973.00 973.00 973.00 973.00 -4.00 0 22 +0
Nov18 161230 960.25 966.00 959.00 959.00 -4.00 32 1,210 -2
Total Volume and Open Interest 189,851 647,378 -30,568
Soybean Meal(CBOT)
Jan17 161230 314.70 317.10 309.70 312.90 -1.90 25,200 11,217 -6,439
Mar17 161230 319.00 321.60 313.50 316.60 -2.40 51,083 173,947 +2,537
May17 161230 321.50 324.00 316.40 319.20 -2.60 9,882 50,043 -1,564
Jul17 161230 325.20 326.80 319.40 322.00 -2.60 8,315 51,244 -271
Aug17 161230 323.30 325.30 319.20 321.00 -2.50 606 7,899 -48
Sep17 161230 320.10 323.00 317.10 319.00 -2.30 440 6,197 -12
Oct17 161230 315.20 318.10 312.00 314.50 -1.50 450 5,777 +12
Dec17 161230 315.90 318.70 312.10 314.80 -1.60 1,005 23,042 -85
Jan18 161230 318.00 318.20 313.00 314.20 -1.60 67 912 +1
Mar18 161230 313.50 316.40 311.80 313.00 -1.60 65 1,093 +39
Total Volume and Open Interest 97,114 332,610 -5,829
Soybean Oil(CBOT)
Jan17 161230 34.50 34.69 34.39 34.42 -0.10 24,877 13,668 -7,735
Mar17 161230 34.85 35.02 34.62 34.66 -0.13 63,835 195,692 +97
May17 161230 35.02 35.26 34.88 34.92 -0.12 13,361 71,880 +1,541
Jul17 161230 35.30 35.47 35.07 35.13 -0.13 7,219 58,910 -382
Aug17 161230 35.24 35.40 35.05 35.07 -0.13 462 6,869 +84
Sep17 161230 35.13 35.26 34.99 35.00 -0.07 575 5,485 +121
Oct17 161230 35.00 35.02 34.73 34.77 -0.06 473 5,146 +62
Dec17 161230 34.89 35.13 34.75 34.81 -0.08 984 15,416 +315
Jan18 161230 34.98 35.09 34.81 34.84 -0.07 45 678 -11
Mar18 161230 34.81 35.06 34.79 34.81 -0.07 67 928 +60
Total Volume and Open Interest 112,114 375,410 -5,761
Canola(WCE)
Jan17 161230 493.4 496.8 493.4 496.8 +0.8 5,670 4,442 -5,560
Mar17 161230 503.5 505.0 500.1 504.0 +0.3 20,289 118,540 -3,403
May17 161230 510.3 511.8 506.4 510.9 +0.2 3,226 30,160 +752
Jul17 161230 515.2 516.5 510.7 515.6 +0.1 1,352 16,687 +376
Nov17 161230 496.2 496.5 490.5 491.8 -5.1 395 16,389 +137
Total Volume and Open Interest 30,953 188,293 -7,682
Corn(CBOT)
Mar17 161230 349.50 353.00 347.75 352.00 +2.25 122,291 690,078 -1,826
May17 161230 355.50 358.50 353.75 357.50 +1.75 25,860 168,294 +926
Jul17 161230 362.75 365.75 360.75 364.25 +1.25 20,065 174,021 -1,592
Sep17 161230 370.00 372.75 368.00 371.25 +1.00 5,611 61,264 -255
Dec17 161230 379.00 381.75 377.00 380.00 +0.75 7,269 112,687 +1,253
Mar18 161230 386.50 391.00 386.25 389.00 +0.50 663 11,203 +323
May18 161230 395.25 396.00 392.25 394.50 +0.75 24 1,751 +9
Jul18 161230 399.75 400.50 396.50 398.75 +0.50 8 1,984 -1
Sep18 161230 397.50 398.25 394.50 394.50 +1.50 0 957 +0
Dec18 161230 397.00 397.00 393.75 394.75 -0.50 60 7,802 +40
Total Volume and Open Interest 181,851 1,230,339 -1,123
Wheat(CBOT)
Mar17 161230 404.75 409.25 403.50 408.00 +3.25 43,964 261,636 -461
May17 161230 417.00 421.75 417.00 420.50 +2.75 10,452 70,156 +313
Jul17 161230 433.25 435.25 430.75 434.25 +2.50 7,625 69,663 -198
Sep17 161230 446.25 448.75 444.25 447.75 +2.25 1,026 13,976 +225
Dec17 161230 464.00 465.75 461.00 465.00 +3.00 1,597 25,680 +375
Mar18 161230 478.25 478.25 475.25 477.75 +3.00 113 4,312 +43
Total Volume and Open Interest 64,805 447,077 +300
Wheat(KCBT)
Mar17 161230 414.00 419.75 411.75 418.50 +3.25 17,578 122,598 +11
May17 161230 425.25 431.25 423.75 430.00 +3.00 5,098 33,873 -453
Jul17 161230 435.25 442.00 435.25 441.25 +3.00 4,787 62,052 -809
Sep17 161230 451.75 455.50 450.25 455.25 +3.25 294 8,210 +90
Dec17 161230 471.50 473.25 468.50 473.25 +3.00 397 9,694 +136
Mar18 161230 484.50 485.75 482.00 485.75 +2.50 28 3,321 +1
May18 161230 493.75 493.75 493.75 493.75 +2.25 3 962 -1
Total Volume and Open Interest 28,191 241,305 -1,023
Wheat(MGE)
Mar17 161230 534.50 539.25 533.25 538.00 +2.50 1,639 33,436 -251
May17 161230 532.00 535.00 529.50 534.00 +2.25 872 13,562 +45
Jul17 161230 534.25 539.00 533.50 538.00 +2.75 343 6,238 +98
Sep17 161230 541.00 544.00 541.00 544.00 +2.75 360 4,548 +62
Dec17 161230 550.50 552.50 550.25 552.50 +2.00 338 3,261 +2
Mar18 161230 561.00 561.00 557.25 561.00 +2.25 298 419 +152
Total Volume and Open Interest 3,860 61,599 +113
Oats(CBOT)
Mar17 161230 226.75 229.50 226.75 228.50 +2.00 171 5,074 -18
May17 161230 227.25 229.50 226.75 228.50 +1.25 11 1,139 +1
Jul17 161230 228.25 229.75 228.25 229.75 +2.00 5 196 +2
Sep17 161230 229.75 229.75 229.75 229.75 +1.75 0 4 +0
Total Volume and Open Interest 187 6,534 -15
Rough Rice(CBOT)
Jan17 161230 9.26 9.43 9.24 9.35 +0.11 848 959 -660
Mar17 161230 9.51 9.69 9.47 9.61 +0.10 990 10,060 +360
May17 161230 9.74 9.93 9.74 9.86 +0.10 77 487 +9
Jul17 161230 10.06 10.06 10.06 10.06 +0.11 0 26 +0
Total Volume and Open Interest 1,915 11,545 -291
Live Cattle(CME)
Feb17 161230 118.035 118.500 115.285 116.050 -1.900 18,346 124,456 -291
Apr17 161230 115.750 116.430 113.785 114.580 -1.170 9,077 74,551 -70
Jun17 161230 105.180 105.750 103.800 104.680 -0.670 5,593 64,283 -569
Aug17 161230 100.900 101.300 99.850 100.730 -0.220 1,553 24,298 +311
Oct17 161230 100.450 100.750 99.400 100.430 -0.050 505 12,910 +78
Dec17 161230 100.680 100.900 99.385 100.600 -0.080 175 4,652 +40
Total Volume and Open Interest 35,806 306,817 -837
Feeder Cattle(CME)
Jan17 161230 131.825 132.935 129.600 130.450 -1.485 2,161 9,701 -440
Mar17 161230 126.635 127.900 124.350 125.100 -1.700 3,583 19,931 +177
Apr17 161230 126.050 127.330 123.950 124.650 -1.680 805 5,579 -11
May17 161230 124.635 125.850 122.680 123.300 -1.735 698 6,004 +99
Aug17 161230 124.750 125.900 122.830 123.385 -1.650 241 3,062 +75
Sep17 161230 123.750 124.000 121.035 121.900 -1.450 17 286 +8
Oct17 161230 121.700 122.230 120.385 120.750 -0.950 10 81 +6
Total Volume and Open Interest 7,515 44,665 -86
Lean Hogs(CME)
Feb17 161230 64.600 66.350 64.285 66.150 +1.500 14,586 81,057 -1,013
Apr17 161230 66.250 68.225 66.250 68.080 +1.855 9,551 49,868 +623
May17 161230 72.000 72.900 71.600 72.900 +1.250 61 1,434 +10
Jun17 161230 75.500 76.680 75.250 76.500 +0.950 4,641 27,029 -346
Jul17 161230 75.535 76.080 74.980 75.750 +0.250 738 10,676 +57
Aug17 161230 75.385 75.980 74.900 75.535 +0.085 628 15,006 -61
Oct17 161230 65.400 65.800 64.900 65.475 +0.075 387 5,779 +92
Dec17 161230 61.700 61.700 61.035 61.580 +0.280 235 3,088 +76
Total Volume and Open Interest 30,852 194,229 -565
Class III Milk(CME)
Dec16 161230 17.40 17.41 17.38 17.39 +0.01 47 5,830 -8
Jan17 161230 16.41 16.60 16.41 16.47 +0.01 447 4,501 -82
Feb17 161230 16.97 17.10 16.92 16.95 -0.15 339 4,034 +40
Mar17 161230 17.36 17.40 17.30 17.30 -0.12 162 3,735 -4
Apr17 161230 17.46 17.54 17.46 17.48 -0.05 115 2,854 -40
May17 161230 17.58 17.64 17.55 17.56 -0.04 30 2,758 +0
Jun17 161230 17.66 17.69 17.66 17.67 -0.06 20 2,477 +0
Jul17 161230 17.78 17.83 17.78 17.82 -0.01 115 1,469 -12
Aug17 161230 17.82 17.84 17.82 17.84 -0.05 1 1,464 +1
Sep17 161230 17.90 17.90 17.90 17.90 -0.03 4 1,387 +2
Oct17 161230 17.80 17.80 17.80 17.80 -0.05 4 1,160 +4
Nov17 161230 17.67 17.67 17.64 17.64 unch 1 1,185 +1
Dec17 161230 17.36 17.36 17.34 17.35 -0.01 3 1,069 +0
Total Volume and Open Interest 1,289 34,863 -97
Cocoa(ICE)
Mar17 161230 2151 2194 2121 2126 -39 10,215 124,856 +370
May17 161230 2149 2182 2110 2113 -46 3,393 54,007 +286
Jul17 161230 2151 2182 2110 2114 -46 1,629 35,556 +296
Sep17 161230 2160 2200 2135 2137 -34 460 14,748 +125
Dec17 161230 2183 2225 2164 2165 -23 95 8,048 +0
Mar18 161230 2199 2234 2183 2183 -21 59 10,317 -37
May18 161230 2214 2220 2195 2195 -24 78 3,724 +56
Total Volume and Open Interest 16,003 254,821 +1,095
Coffee "C"(ICE)
Mar17 161230 135.70 138.85 135.55 137.05 +1.60 13,423 99,264 +2,324
May17 161230 138.15 141.05 138.00 139.40 +1.65 3,463 40,676 +243
Jul17 161230 140.50 143.30 140.35 141.70 +1.65 1,761 21,856 -266
Sep17 161230 143.20 145.30 142.40 143.70 +1.60 1,197 12,932 +347
Dec17 161230 145.95 147.45 145.50 146.70 +1.60 502 11,160 -213
Mar18 161230 149.60 149.60 149.60 149.60 +1.60 99 2,483 -3
Total Volume and Open Interest 20,486 191,766 +2,454
Orange Juice(ICE)
Jan17 161230 191.10 198.40 191.00 198.10 +3.75 760 687 -630
Mar17 161230 190.20 193.90 190.15 193.85 +3.35 1,054 11,296 +509
May17 161230 190.30 191.70 190.05 191.70 +2.65 62 759 +36
Jul17 161230 189.95 189.95 189.95 189.95 +2.60 3 292 +2
Sep17 161230 188.30 188.30 188.30 188.30 +2.60 0 32 +0
Nov17 161230 186.20 186.20 186.20 186.20 +2.60 0 3 +0
Total Volume and Open Interest 1,879 13,070 -83
Sugar #11(ICE)
Mar17 161230 19.58 19.69 19.40 19.51 +0.02 34,147 356,200 -2,372
May17 161230 19.23 19.41 19.13 19.25 +0.03 13,795 166,464 +677
Jul17 161230 18.75 18.99 18.75 18.85 +0.04 8,425 114,200 -66
Oct17 161230 18.50 18.74 18.50 18.65 +0.09 3,436 78,748 -51
Mar18 161230 18.38 18.63 18.38 18.58 +0.10 1,912 43,392 +351
May18 161230 17.90 18.12 17.90 18.10 +0.15 643 17,277 +316
Jul18 161230 17.46 17.55 17.46 17.55 +0.11 204 11,842 +100
Oct18 161230 17.26 17.36 17.26 17.35 +0.09 196 11,441 +77
Total Volume and Open Interest 62,761 807,197 -971
London Cocoa(LCE)
Mar17 161230 1757 1779 1723 1732 -35 5,711 111,349 -348
May17 161230 1771 1795 1743 1750 -33 2,253 67,041 -16
Jul17 161230 1800 1820 1772 1779 -27 1,010 32,883 -25
Sep17 161230 1810 1837 1792 1799 -23 600 32,904 -62
Dec17 161230 1826 1850 1807 1815 -23 710 24,330 +120
Mar18 161230 1835 1860 1822 1824 -24 404 17,180 +271
May18 161230 1849 1850 1836 1837 -26 31 4,802 +30
Total Volume and Open Interest 10,730 292,212 -24
London Sugar(LCE)
Mar17 161230 521.30 524.70 520.00 524.20 +3.30 4,360 35,390 +213
May17 161230 516.10 518.30 514.00 518.00 +2.70 1,444 21,707 +327
Aug17 161230 508.20 509.50 506.90 509.50 +2.70 348 10,414 -33
Oct17 161230 492.00 497.00 491.90 496.50 +3.20 145 10,234 +39
Dec17 161230 483.30 486.00 483.30 485.90 +3.50 12 2,946 +2
Total Volume and Open Interest 6,312 84,653 +546
Cotton(ICE)
Mar17 161230 70.68 71.96 70.43 70.65 +0.15 7,274 161,896 -1,423
May17 161230 71.22 72.20 70.82 71.02 +0.12 1,984 40,771 -387
Jul17 161230 71.54 72.40 71.20 71.38 +0.12 890 18,762 +265
Oct17 161230 69.72 69.72 69.72 69.72 -0.06 0 36 +0
Dec17 161230 69.75 70.40 69.40 69.54 +0.03 245 19,585 +3
Mar18 161230 69.47 69.47 69.47 69.47 +0.03 1 431 +1
Total Volume and Open Interest 10,394 242,268 -1,541
Lumber(CME)
Jan17 161230 312.5 318.9 312.5 316.6 +4.9 448 955 -194
Mar17 161230 325.3 331.8 325.3 329.4 +4.9 716 2,958 +144
May17 161230 338.0 338.1 337.4 337.9 +5.5 41 357 +29
Jul17 161230 342.7 342.7 334.0 342.7 +5.4 0 54 +0
Total Volume and Open Interest 1,205 4,355 -21
Crude Oil(NYM)
Feb17 161230 53.87 54.09 53.41 53.72 -0.05 322,535 458,989 -993
Mar17 161230 54.81 55.02 54.37 54.66 -0.06 82,747 331,517 +59
Apr17 161230 55.53 55.78 55.17 55.43 -0.06 37,207 140,549 -3,831
May17 161230 56.33 56.38 55.81 56.05 -0.06 26,966 111,370 -3,433
Jun17 161230 56.68 56.84 56.24 56.49 -0.06 30,795 227,320 +1,964
Jul17 161230 57.02 57.04 56.56 56.76 -0.06 11,214 53,127 +477
Aug17 161230 56.95 57.19 56.69 56.90 -0.06 7,341 48,036 +1,035
Sep17 161230 57.20 57.28 56.80 56.99 -0.05 8,034 72,565 +443
Oct17 161230 57.22 57.28 56.81 57.03 -0.05 3,110 39,667 +524
Nov17 161230 57.16 57.30 56.92 57.05 -0.05 2,726 36,413 +316
Dec17 161230 57.09 57.36 56.79 57.06 -0.05 19,595 205,028 +901
Jan18 161230 57.18 57.18 56.90 56.99 -0.04 1,763 36,215 +187
Feb18 161230 56.91 56.91 56.91 56.91 -0.04 730 14,943 +30
Mar18 161230 56.82 56.82 56.82 56.82 -0.04 622 23,456 +142
Apr18 161230 56.73 56.73 56.73 56.73 -0.03 175 7,244 -19
May18 161230 56.64 56.64 56.64 56.64 -0.03 201 5,361 +119
Total Volume and Open Interest 569,157 2,036,787 -1,047
e-miNY Crude Oil(NYM)
Feb17 161230 53.875 54.100 53.425 53.725 -0.050 6,054 2,223 -210
Mar17 161230 54.900 55.000 54.375 54.650 -0.075 386 988 +272
Apr17 161230 55.650 55.750 55.200 55.425 -0.075 24 451 -2
May17 161230 56.300 56.300 55.875 56.050 -0.050 4 76 +2
Jun17 161230 56.375 56.625 56.325 56.500 -0.050 8 139 +8
Jul17 161230 56.700 56.875 56.600 56.750 -0.075 9 131 -8
Aug17 161230 56.900 57.000 56.750 56.900 -0.050 0 143 +0
Sep17 161230 57.000 57.100 56.825 57.000 -0.050 0 36 +0
Oct17 161230 57.025 57.100 56.900 57.025 -0.050 0 43 +0
Nov17 161230 57.050 57.150 56.900 57.050 -0.050 0 43 +0
Total Volume and Open Interest 6,485 4,500 +62
NY Harbor ULSD(NYM)
Feb17 161230 172.25 173.05 170.99 172.82 +0.82 40,547 120,717 +1,592
Mar17 161230 172.97 174.03 172.14 173.80 +0.76 17,099 87,295 +1,112
Apr17 161230 173.31 174.15 172.38 173.95 +0.75 12,226 46,325 +12
May17 161230 174.32 174.59 172.96 174.41 +0.69 6,363 28,380 +410
Jun17 161230 174.40 175.08 173.60 174.92 +0.62 10,383 45,802 -383
Jul17 161230 175.21 175.90 174.66 175.78 +0.57 2,635 10,516 -807
Aug17 161230 176.50 176.66 175.71 176.66 +0.54 1,093 4,757 -321
Sep17 161230 176.37 177.71 176.37 177.60 +0.50 348 8,821 +25
Oct17 161230 177.89 178.40 177.75 178.40 +0.45 297 5,607 -72
Nov17 161230 178.78 179.10 178.39 179.10 +0.41 384 4,000 -38
Dec17 161230 179.10 179.96 178.66 179.70 +0.39 3,085 36,502 +53
Jan18 161230 180.25 180.43 179.95 180.43 +0.37 67 3,002 +3
Feb18 161230 180.00 180.61 180.00 180.61 +0.35 11 1,903 -3
Mar18 161230 180.00 180.01 180.00 180.01 +0.30 5 1,047 +0
Total Volume and Open Interest 115,815 433,778 -5,311
RBOB Gasoline(NYM)
Feb17 161230 167.76 168.00 165.98 167.09 -0.89 48,167 131,043 +2,213
Mar17 161230 168.95 169.37 167.39 168.64 -0.71 27,569 75,637 +1,015
Apr17 161230 185.99 186.24 184.40 186.10 -0.01 15,029 42,477 -1,222
May17 161230 186.87 187.13 185.35 187.01 +0.06 6,526 28,009 +8
Jun17 161230 186.34 186.57 184.83 186.45 +0.12 6,634 34,771 -243
Jul17 161230 184.72 185.11 183.44 184.94 +0.22 2,814 14,723 +19
Aug17 161230 181.73 182.91 181.25 182.91 +0.36 1,773 6,240 +21
Sep17 161230 179.35 180.51 178.69 180.33 +0.45 1,540 13,826 -295
Oct17 161230 166.21 167.07 166.16 167.01 +0.42 502 4,429 -173
Nov17 161230 162.66 163.64 162.66 163.64 +0.42 339 2,226 -134
Total Volume and Open Interest 139,802 396,461 -7,313
e-miNY RBOB Gasoline(NYM)
Feb17 161230 167.09 167.09 167.09 167.09 -0.89      
Mar17 161230 168.64 168.64 168.64 168.64 -0.71      
Apr17 161230 186.10 186.10 186.10 186.10 -0.01      
May17 161230 187.01 187.01 187.01 187.01 +0.06      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Feb17 161230 3.800 3.857 3.690 3.724 -0.078 149,568 180,753 +5,273
Mar17 161230 3.748 3.805 3.649 3.684 -0.070 59,979 262,913 +925
Apr17 161230 3.611 3.640 3.538 3.566 -0.039 50,518 124,166 +1,518
May17 161230 3.570 3.593 3.518 3.543 -0.029 31,142 108,441 +6,612
Jun17 161230 3.598 3.607 3.536 3.560 -0.027 10,385 41,550 -255
Jul17 161230 3.613 3.630 3.562 3.586 -0.024 8,096 56,503 +1,158
Aug17 161230 3.599 3.616 3.552 3.575 -0.023 5,543 33,994 -163
Sep17 161230 3.577 3.590 3.529 3.552 -0.022 7,321 34,487 +452
Oct17 161230 3.614 3.617 3.548 3.570 -0.022 28,445 91,150 +2,853
Nov17 161230 3.625 3.636 3.582 3.604 -0.022 11,079 35,936 +1,450
Dec17 161230 3.735 3.735 3.680 3.703 -0.021 6,700 37,015 +693
Jan18 161230 3.804 3.815 3.758 3.780 -0.021 10,125 40,421 +56
Feb18 161230 3.750 3.759 3.714 3.728 -0.021 7,354 15,771 +2,300
Mar18 161230 3.647 3.647 3.596 3.616 -0.018 5,648 35,786 +1,557
Apr18 161230 2.980 2.984 2.961 2.978 +0.004 6,513 42,061 +1,596
May18 161230 2.904 2.910 2.888 2.905 +0.006 3,692 10,526 -541
Total Volume and Open Interest 417,509 1,244,195 +22,965
Brent Crude Oil(ICE)
Mar17 161230 57.00 57.20 56.46 56.82 -0.03 208,329 612,074 +24,641
Apr17 161230 57.70 57.85 57.12 57.49 -0.01 48,078 212,213 +1,772
May17 161230 58.18 58.37 57.67 58.04 +0.01 25,030 142,608 +853
Jun17 161230 58.59 58.76 58.06 58.44 +0.02 34,105 258,221 -660
Jul17 161230 58.77 59.00 58.35 58.70 +0.03 10,928 86,341 +594
Aug17 161230 58.89 59.11 58.46 58.82 +0.03 8,564 53,710 -777
Sep17 161230 58.92 59.13 58.51 58.84 +0.02 6,506 72,173 -60
Oct17 161230 58.81 59.05 58.50 58.81 +0.02 2,857 34,898 +275
Nov17 161230 58.86 59.00 58.48 58.77 +0.02 1,700 27,274 +289
Dec17 161230 58.82 58.99 58.41 58.73 +0.03 16,955 226,944 +1,058
Jan18 161230 58.67 58.67 58.67 58.67 +0.03 2,011 28,879 -384
Feb18 161230 58.61 58.61 58.61 58.61 +0.04 1,076 19,544 +118
Mar18 161230 58.58 58.58 58.58 58.58 +0.05 454 24,260 +42
Apr18 161230 58.54 58.54 58.54 58.54 +0.06 108 15,949 +63
Total Volume and Open Interest 493,002 2,205,743 -13,348
Gas Oil(ICE)
Jan17 161230 502.50 504.25 499.25 501.00 -1.75 31,145 99,182 -2,883
Feb17 161230 506.25 507.75 502.75 504.75 -1.75 35,909 145,617 +1,104
Mar17 161230 508.75 510.50 505.75 507.50 -1.75 20,836 87,366 -978
Apr17 161230 510.75 512.25 507.75 509.50 -1.75 11,726 48,388 +3,509
May17 161230 512.75 514.50 509.75 511.50 -1.75 5,049 43,731 +377
Jun17 161230 514.50 516.25 512.00 513.50 -1.50 8,624 85,433 -155
Jul17 161230 517.00 518.50 514.25 516.00 -1.25 1,288 26,050 +168
Aug17 161230 518.50 520.25 516.75 518.25 -1.25 987 16,705 +299
Sep17 161230 520.75 523.00 519.75 520.50 -1.25 1,446 30,176 -5
Oct17 161230 523.25 524.00 521.75 522.50 -1.25 531 23,403 -67
Total Volume and Open Interest 125,051 800,099 +1,503
Ethanol(CBOT)
Jan17 161230 1.610 1.614 1.590 1.606 -0.026 242 107 -198
Feb17 161230 1.564 1.570 1.546 1.555 -0.012 288 3,646 +154
Mar17 161230 1.555 1.567 1.553 1.557 -0.008 17 643 +4
Apr17 161230 1.565 1.568 1.560 1.563 -0.004 9 694 -4
May17 161230 1.565 1.565 1.562 1.565 -0.004 5 9 +0
Jun17 161230 1.558 1.558 1.555 1.555 -0.004 13 11 +9
Jul17 161230 1.552 1.552 1.548 1.552 -0.004      
Aug17 161230 1.547 1.547 1.547 1.547 -0.008      
Total Volume and Open Interest 574 5,126 -35
WTI Crude Oil(ICE)
Feb17 161230 53.96 54.08 53.42 53.72 -0.05 22,509 68,075 -1,370
Mar17 161230 54.89 55.02 54.38 54.66 -0.06 25,826 98,092 +2,604
Apr17 161230 55.58 55.76 55.18 55.43 -0.06 8,360 25,939 -493
May17 161230 56.26 56.36 55.81 56.05 -0.06 4,463 23,044 +344
Jun17 161230 56.76 56.80 56.30 56.49 -0.06 6,897 64,175 -412
Jul17 161230 56.77 56.83 56.75 56.76 -0.06 1,776 8,457 +432
Aug17 161230 57.11 57.16 56.78 56.90 -0.06 730 11,945 +249
Sep17 161230 57.20 57.23 56.90 56.99 -0.05 558 18,289 +105
Oct17 161230 56.99 57.03 56.99 57.03 -0.05 363 4,847 +229
Nov17 161230 57.05 57.05 57.05 57.05 -0.05 45 2,845 +12
Dec17 161230 57.30 57.30 56.95 57.06 -0.05 2,704 83,096 +20
Jan18 161230 56.99 56.99 56.99 56.99 -0.04 67 2,086 +9
Feb18 161230 56.91 56.91 56.91 56.91 -0.04 28 1,386 +7
Mar18 161230 56.82 56.82 56.82 56.82 -0.04 486 3,477 +114
Apr18 161230 56.73 56.73 56.73 56.73 -0.03 7 1,027 +0
May18 161230 56.64 56.64 56.64 56.64 -0.03 0 535 +0
Total Volume and Open Interest 78,124 513,808 +1,792
US Dollar Index(ICE)
Mar17 161230 102.240 102.630 101.950 102.285 -0.425 19,852 85,174 -306
Jun17 161230 102.255 102.480 101.970 102.255 -0.430 55 1,454 +17
Sep17 161230 102.205 102.205 101.895 102.155 -0.455 6 278 +4
Total Volume and Open Interest 19,913 86,906 -285
Australian Dollar(CME)
Mar17 161230 72.07 72.34 71.83 72.02 +0.07 49,147 94,864 +938
Jun17 161230 72.00 72.17 71.76 71.86 +0.07 40 470 -2
Sep17 161230 71.72 71.90 71.72 71.72 +0.07 0 17 +0
Total Volume and Open Interest 49,187 95,387 +936
British Pound(CME)
Mar17 161230 122.80 124.09 122.65 123.58 +0.84 69,223 217,522 +6,025
Jun17 161230 123.53 124.36 122.96 123.88 +0.84 10 784 +7
Sep17 161230 124.19 124.62 124.19 124.19 +0.85 0 162 +0
Total Volume and Open Interest 69,233 218,523 +6,031
Canadian Dollar(CME)
Mar17 161230 74.12 74.69 74.09 74.42 +0.24 43,928 93,327 +2,978
Jun17 161230 74.29 74.77 74.20 74.51 +0.24 97 1,855 +20
Sep17 161230 74.57 74.86 74.34 74.60 +0.24 2 475 +2
Dec17 161230 74.71 74.90 74.71 74.71 +0.24 1 533 +0
Total Volume and Open Interest 44,028 96,212 +3,000
Japanese Yen(CME)
Mar17 161230 86.07 86.45 85.60 85.97 -0.04 71,612 221,608 +2,582
Jun17 161230 86.76 86.85 86.03 86.39 -0.04 121 299 +15
Sep17 161230 87.13 87.15 86.54 86.84 -0.04 0 29 +0
Total Volume and Open Interest 71,733 221,940 +2,597
Swiss Franc(CME)
Mar17 161230 98.19 100.29 98.12 98.66 +0.58 12,534 54,365 -153
Jun17 161230 99.67 100.53 98.78 99.29 +0.59 0 78 +0
Sep17 161230 99.90 100.96 99.90 99.90 +0.56 0 4 +0
Total Volume and Open Interest 12,534 54,452 -153
EuroFX(CME)
Mar17 161230 105.28 106.94 105.20 105.74 +0.53 127,199 400,836 +4,127
Jun17 161230 105.78 107.40 105.73 106.27 +0.53 207 8,662 +12
Sep17 161230 106.49 107.80 106.27 106.81 +0.53 24 266 -6
Total Volume and Open Interest 127,433 409,813 +4,132
Mexican Peso(CME)
Jan17 161230 483.63 483.63 483.63 483.63 +1.13      
Feb17 161230 481.75 481.75 481.75 481.75 +1.25      
Total Volume and Open Interest 21,666 145,999 +2,807
Brazilian Real(CME)
Feb17 161230 303.60 306.50 300.10 302.15 -2.75 1,448 23,919 +624
Mar17 161230 303.90 304.60 300.40 300.40 -2.45 17 6,322 +7
Apr17 161230 299.15 299.15 299.15 299.15 -1.25      
May17 161230 297.85 297.85 297.85 297.85 -0.50      
Total Volume and Open Interest 2,835 41,851 -98
30-Year T-Bonds(CBOT)
Mar17 161230 149~280 150~240 149~230 150~210 +0~240 118,224 596,400 +2,266
Jun17 161230 148~160 149~120 148~160 149~120 +0~240 10 13 +9
Sep17 161230 149~120 149~120 149~120 149~120 +0~240      
Total Volume and Open Interest 118,234 596,413 +2,275
10-Year T-Notes(CBOT)
Mar17 161230 123~310 124~105 123~275 124~090 +0~110 624,846 3,047,269 +17,668
Jun17 161230 123~200 123~200 123~075 123~200 +0~105 5 12 +5
Sep17 161230 123~200 123~200 123~200 123~200 +0~105      
Total Volume and Open Interest 624,851 3,047,281 +17,673
5-Year T-Notes(CBOT)
Mar17 161230 117~160 117~220 117~134 117~212 +0~052 521,451 2,962,062 +16,661
Jun17 161230 117~102 117~102 117~102 117~102 +0~052 0 1 +0
Sep17 161230 117~102 117~102 117~102 117~102 +0~052      
Total Volume and Open Interest 523,470 2,980,788 +14,337
2 Year T-Notes(CBOT)
Mar17 161230 108~100 108~110 108~092 108~110 +0~010 122,937 1,127,058 -5,088
Jun17 161230 108~050 108~050 108~050 108~050 +0~010      
Sep17 161230 108~050 108~050 108~050 108~050 +0~010      
Total Volume and Open Interest 124,686 1,129,359 -6,680
Eurodollars(CME)
Mar17 161230 98.955 98.960 98.945 98.960 +0.005 113,739 1,422,320 -8,312
Jun17 161230 98.785 98.795 98.775 98.795 +0.010 111,311 1,305,786 -2,359
Sep17 161230 98.635 98.650 98.625 98.645 +0.010 106,608 1,159,726 -7,122
Dec17 161230 98.465 98.485 98.455 98.480 +0.010 101,919 1,319,030 +8,077
Mar18 161230 98.345 98.365 98.330 98.360 +0.015 116,537 998,561 +3,013
Jun18 161230 98.220 98.240 98.205 98.240 +0.025 64,828 620,173 -4,882
Sep18 161230 98.105 98.125 98.085 98.125 +0.025 64,282 454,650 -3,161
Dec18 161230 97.980 98.000 97.955 98.000 +0.030 80,694 653,342 -1,412
Mar19 161230 97.890 97.915 97.860 97.910 +0.030 74,084 621,509 +1,745
Jun19 161230 97.800 97.830 97.775 97.825 +0.030 57,744 513,308 +1,507
Sep19 161230 97.725 97.755 97.705 97.755 +0.035 43,486 419,575 -2,328
Dec19 161230 97.645 97.675 97.625 97.675 +0.035 64,870 373,800 -3,871
Mar20 161230 97.590 97.625 97.570 97.625 +0.040 49,275 274,025 +986
Jun20 161230 97.535 97.575 97.515 97.570 +0.040 31,894 162,718 +1,089
Sep20 161230 97.485 97.525 97.465 97.525 +0.045 29,179 131,268 +1,445
Dec20 161230 97.425 97.465 97.405 97.465 +0.050 33,476 152,983 +3,123
Mar21 161230 97.380 97.425 97.365 97.425 +0.055 25,815 101,795 +3,088
Jun21 161230 97.330 97.380 97.315 97.380 +0.060 21,598 88,767 +1,557
Total Volume and Open Interest 1,250,121 11,134,879 +10,002,132
Ultra T-Bond(CBOT)
Mar17 161230 159~10 160~13 159~01 160~08 +0~31 40,935 686,998 -253
Jun17 161230 158~30 158~30 158~30 158~30 +0~31      
Sep17 161230 158~30 158~30 158~30 158~30 +0~31      
Total Volume and Open Interest 40,935 686,998 -253
Ultra 10-Yr T-Note(CBOT)
Mar17 161230 133~155 134~035 133~125 134~020 +0~185 49,657 288,878 -18
Jun17 161230 133~100 133~100 133~100 133~100 +0~185      
Sep17 161230 133~100 133~100 133~100 133~100 +0~185      
Total Volume and Open Interest 49,657 288,878 -18
30 Day Federal Funds(CBOT)
Jan17 161230 99.360 99.360 99.355 99.355 unch 1,045 193,499 -860
Feb17 161230 99.345 99.350 99.345 99.345 unch 3,067 86,029 -1,066
Mar17 161230 99.310 99.315 99.310 99.310 unch 2,401 81,250 -592
Apr17 161230 99.290 99.295 99.290 99.290 unch 8,832 216,357 -305
May17 161230 99.250 99.255 99.250 99.255 +0.005 3,961 66,944 +778
Jun17 161230 99.185 99.190 99.180 99.185 +0.005 1,098 19,075 -111
Total Volume and Open Interest 38,124 973,632 -5,939
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 161229 99.95 99.95 99.95 99.95 unch      
Jun17 161229 99.95 99.95 99.95 99.95 unch      
Sep17 161229 99.95 99.95 99.95 99.95 unch      
Dec17 161229 99.95 99.95 99.95 99.95 unch      
Mar18 161229 99.96 99.96 99.96 99.96 unch      
Jun18 161229 99.82 99.82 99.82 99.82 unch      
Sep18 161229 99.68 99.68 99.68 99.68 unch      
Dec18 161229 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest      
Japanese Govt Bonds(SGX)
Mar17 161229 149.97 150.36 149.95 150.35 +0.38 194 13,873 -81
Jun17 161229 150.32 150.32 150.32 150.32 +0.37      
Sep17 161229 150.32 150.32 150.32 150.32 +0.37      
Total Volume and Open Interest 194 13,873 -81
Euro-Buxl(EUREX)
Mar17 170102 173.10 175.18 173.10 173.88 +0.36 12,969 195,644 +10,291
Jun17 170102 171.58 172.08 171.58 171.94 +0.36 5 10 +6
Sep17 170102 168.88 168.88 168.88 168.88 +0.36 0 9 -1
Total Volume and Open Interest 12,974 195,663 +10,296
Euro-Bund(EUREX)
Mar17 170102 164.07 164.94 164.07 164.47 +0.32 262,952 1,691,009 +128,173
Jun17 170102 161.22 161.67 161.22 161.25 +0.29 21 346 +83
Sep17 170102 161.25 161.25 161.25 161.25 +0.29      
Total Volume and Open Interest 262,973 1,691,355 +128,256
Euro-Bobl(EUREX)
Mar17 170102 133.61 133.87 133.61 133.76 +0.13 182,322 1,307,287 +69,874
Jun17 170102 131.55 131.55 131.55 131.55 +0.13 0 1,007 +997
Sep17 170102 131.55 131.55 131.55 131.55 +0.13      
Total Volume and Open Interest 182,322 1,308,294 +70,871
Euro-Schatz(EUREX)
Mar17 170102 112.29 112.32 112.29 112.29 unch 158,470 1,304,384 +65,758
Jun17 170102 112.07 112.08 112.03 112.04 -0.12 0 16 +0
Sep17 170102 112.04 112.04 112.04 112.04 -0.12      
Total Volume and Open Interest 158,470 1,304,400 +65,758
3-Mth Euribor(EUREX)
Mar17 170102 100.310 100.315 100.310 100.315 unch 29 3,969 +13
Jun17 170102 100.300 100.300 100.300 100.300 +0.005 20 33,567 +0
Sep17 170102 100.285 100.285 100.285 100.285 +0.005 0 4,244 +0
Total Volume and Open Interest 70 71,207 +33
Long Gilt(LIFFE)
Mar17 161230 125~21 126~00 125~16 125~27 -0~01 65,802 586,279 +3,784
Jun17 161230 124~28 124~28 124~28 124~28 -0~02      
Total Volume and Open Interest 65,802 586,279 -1,725
3-Mth Short Sterling(LIFFE)
Mar17 161230 99.61 99.61 99.61 99.61 unch 12,365 356,840 -835
Jun17 161230 99.59 99.60 99.58 99.58 unch 17,136 396,486 +1,820
Sep17 161230 99.56 99.58 99.56 99.56 +0.01 19,102 257,825 +277
Dec17 161230 99.54 99.54 99.52 99.53 +0.01 27,594 304,706 -2,116
Mar18 161230 99.49 99.51 99.48 99.49 +0.02 22,255 175,079 +3,604
Jun18 161230 99.42 99.46 99.42 99.45 +0.03 15,927 173,138 +418
Total Volume and Open Interest 203,374 2,251,582 +7,364
3-Mth Euribor(LIFFE)
Mar17 170102 100.315 100.320 100.310 100.315 unch 46,812 374,258 -9,050
Jun17 170102 100.300 100.310 100.290 100.300 unch 29,942 383,639 +3,667
Sep17 170102 100.275 100.295 100.275 100.285 +0.005 28,803 330,427 +2,975
Total Volume and Open Interest 421,451 3,021,934 +11,536
3-Mth Aus T-Bills(SFE)
Mar17 161230 98.16 98.17 98.15 98.17 unch 3,974 199,345 -1,294
Jun17 161230 98.12 98.13 98.11 98.13 unch 15,280 232,205 +4,941
Sep17 161230 98.05 98.07 98.04 98.07 +0.01 11,102 153,310 +168
Dec17 161230 97.97 97.99 97.96 97.99 +0.01 7,666 172,906 -484
Mar18 161230 97.87 97.90 97.87 97.90 +0.02 3,272 89,787 +102
Jun18 161230 97.78 97.81 97.78 97.81 +0.03 729 68,702 +115
Sep18 161230 97.68 97.72 97.68 97.71 +0.03 89 47,150 -9
Dec18 161230 97.58 97.62 97.58 97.62 +0.04 188 23,917 +119
Mar19 161230 97.50 97.53 97.50 97.52 +0.03 26 6,096 +26
Jun19 161230 97.43 97.43 97.43 97.43 +0.04 25 3,198 +25
Total Volume and Open Interest 42,437 997,998 +3,709
10-Year Aus T-Bonds(SFE)
Mar17 161230 97.18 97.22 97.17 97.20 +0.01 23,832 890,224 +1,085
Jun17 161230 97.20 97.20 97.20 97.20 +0.01      
Total Volume and Open Interest 23,832 890,224 +1,085
3-Year Aus T-Bonds(SFE)
Mar17 161230 97.93 97.96 97.91 97.96 +0.03 28,513 843,451 -362
Jun17 161230 97.96 97.96 97.96 97.96 +0.03      
Total Volume and Open Interest 28,513 843,451 -362
Gold(CMX)
Feb17 161230 1159.5 1164.3 1150.3 1151.7 -6.4 112,510 272,718 +1,921
Apr17 161230 1162.1 1166.8 1153.3 1154.3 -6.4 2,519 47,759 +1,944
Jun17 161230 1164.2 1169.4 1156.0 1157.1 -6.4 1,310 36,327 +327
Aug17 161230 1170.5 1170.5 1159.4 1159.9 -6.4 119 11,331 -15
Oct17 161230 1174.5 1174.5 1162.8 1162.8 -6.5 23 3,289 -12
Dec17 161230 1175.6 1177.0 1165.4 1165.7 -6.6 231 21,889 +17
Feb18 161230 1168.5 1168.9 1168.5 1168.9 -6.7 0 208 +0
Apr18 161230 1172.4 1172.4 1172.4 1172.4 -6.7 0 163 +0
Jun18 161230 1176.1 1176.1 1176.1 1176.1 -6.7 0 4,210 +0
Aug18 161230 1179.8 1179.8 1179.8 1179.8 -6.7 0 6 +0
Oct18 161230 1183.5 1183.5 1183.5 1183.5 -6.7 0 3 +0
Dec18 161230 1194.0 1194.0 1187.3 1187.3 -6.7 0 2,051 +0
Total Volume and Open Interest 118,282 404,853 +3,340
Silver(CMX)
Mar17 161230 1622.5 1634.5 1588.0 1598.9 -22.9 33,568 133,387 +697
May17 161230 1632.0 1637.5 1594.0 1604.2 -23.1 391 15,728 -100
Jul17 161230 1637.0 1643.0 1599.0 1609.2 -23.2 115 5,971 +37
Sep17 161230 1635.0 1635.0 1613.5 1614.1 -23.4 46 1,366 +41
Dec17 161230 1657.0 1657.0 1612.0 1621.6 -23.4 99 5,291 +19
Mar18 161230 1630.4 1630.4 1630.4 1630.4 -23.4 0 14 +0
May18 161230 1634.7 1634.7 1634.7 1634.7 -23.4 0 5 +0
Total Volume and Open Interest 34,666 163,369 +272
Platinum(NYMEX)
Jan17 161230 899.9 906.7 898.2 901.6 +3.8 7,714 4,932 -5,218
Apr17 161230 902.9 911.1 902.1 905.7 +3.3 14,159 54,719 +3,983
Jul17 161230 911.5 914.4 907.2 909.2 +3.1 103 2,407 +65
Oct17 161230 915.4 915.4 911.9 911.9 +2.5 12 225 +5
Total Volume and Open Interest 22,060 62,598 -1,116
Palladium(NYMEX)
Mar17 161230 673.70 687.80 670.20 683.25 +7.60 3,756 23,543 -57
Jun17 161230 681.95 683.95 681.95 683.95 +7.40 6 670 +4
Sep17 161230 685.35 685.35 685.35 685.35 +7.35 0 1 +0
Total Volume and Open Interest 3,791 24,230 -60
Copper(CMX)
Mar17 161230 248.80 251.90 248.75 250.55 +1.75 66,013 144,770 -2,388
May17 161230 249.90 252.50 249.90 251.20 +1.75 1,895 27,015 -152
Jul17 161230 251.50 253.05 251.50 251.80 +1.75 1,010 21,818 -153
Sep17 161230 251.60 253.00 251.45 252.20 +1.75 275 6,834 +27
Dec17 161230 253.40 253.75 252.50 252.50 +1.75 353 9,977 -47
Total Volume and Open Interest 70,353 224,842 -2,891
E-mini DJIA Index(CBOT)
Mar17 161230 19770 19817 19661 19720 -39 88,829 132,797 +3,588
Jun17 161230 19694 19752 19611 19660 -39 79 187 +14
Sep17 161230 19608 19608 19594 19608 -39      
Dec17 161230 19550 19566 19550 19566 -39 1 1 +0
Total Volume and Open Interest 88,909 132,985 +3,602
S & P 500(CME)
Mar17 161230 2246.40 2252.10 2228.80 2236.20 -8.90 4,357 55,980 -688
Jun17 161230 2230.50 2244.50 2220.50 2230.50 -9.00 191 1,890 +0
Sep17 161230 2226.10 2240.10 2216.10 2226.10 -9.00 8 35 +8
Dec17 161230 2221.30 2235.30 2211.30 2221.30 -9.00      
Total Volume and Open Interest 4,556 57,905 -680
S & P 500 E-Mini(Globex)
Mar17 161230 2246.25 2252.75 2228.00 2236.25 -8.75 1,000,606 2,758,174 +14,082
Jun17 161230 2241.00 2247.00 2222.50 2230.50 -9.00 2,848 10,794 +942
Sep17 161230 2240.75 2242.25 2219.00 2226.00 -9.00 26 189 +20
Dec17 161230 2222.00 2222.00 2217.00 2221.25 -9.00 7 68 +2
Total Volume and Open Interest 1,003,487 2,769,225 +15,046
NASDAQ 100 E-Mini(Globex)
Mar17 161230 4920.50 4940.00 4850.00 4864.00 -54.50 136,664 224,720 +635
Jun17 161230 4917.80 4937.00 4850.30 4862.30 -54.70 70 251 +4
Sep17 161230 4878.00 4929.00 4862.80 4865.00 -54.80 0 55 +0
Total Volume and Open Interest 136,734 225,040 +639
S&P Midcap 400(CME) e-Mini
Mar17 161230 1666.60 1673.70 1655.60 1659.10 -6.90 11,599 96,321 +307
Jun17 161230 1651.30 1664.90 1651.30 1651.30 -6.70 1 1 +0
Sep17 161230 1649.90 1649.90 1649.90 1649.90 -6.70      
Total Volume and Open Interest 11,600 96,322 +307
Volatility Index(CBOE)
Jan17 161230 14.85 15.37 14.55 15.13 +0.30 62,297 215,475 -407
Feb17 161230 16.36 16.80 16.12 16.58 +0.20 42,463 96,824 +7,367
Mar17 161230 17.45 17.84 17.22 17.60 +0.17 16,361 34,279 +765
Apr17 161230 18.30 18.64 18.10 18.43 +0.15 5,551 23,000 +434
Total Volume and Open Interest 134,799 411,362 +8,854
Russell 2000 Mini(ICE)
Mar17 161230 1362.30 1368.50 1352.50 1356.90 -5.70 100,170 674,780 -1,440
Jun17 161230 1357.00 1357.00 1352.70 1353.90 -5.70 0 370 +0
Sep17 161230 1350.00 1350.90 1350.00 1350.90 -5.70 0 201 +0
Total Volume and Open Interest 100,170 675,431 -1,440
Nikkei 225(CME)
Mar17 161230 19085 19235 19035 19110 +20 3,913 28,530 +27
Jun17 161230 19155 19155 19035 19035 +20      
Total Volume and Open Interest 3,913 28,530 +27
Nikkei 225(SGX)
Mar17 161230 19035 19170 18925 19070 +5 37,101 206,877 +2,762
Jun17 161230 18855 18965 18800 18945 +5 10 359 +0
Sep17 161229 18910 18910 18910 18910 -390 0 5 +0
Total Volume and Open Interest 29,018 212,512 +4,799
Nikkei 225 Mini(JPX)
Mar17 161230 18995 19175 18925 19100 +30 379,895 375,907 -11,304
Jun17 161230 18865 19040 18795 18960 +10 2,034 6,900 -250
Sep17 161230 18850 18985 18755 18910 +10 46 901 -22
Total Volume and Open Interest 407,492 551,318 -6,778
Nikkei 225(JPX)
Mar17 161230 18990 19180 18920 19100 +30 34,703 352,883 -1,896
Jun17 161230 18860 19030 18790 18960 +10 53 18,199 -93
Sep17 161230 18800 18950 18800 18910 +10 1 6,771 -1
Total Volume and Open Interest 34,776 447,453 -1,992
Nikkei 225(CME) Yen
Mar17 161230 19025 19170 18970 19040 +15 19,712 56,825 +1,146
Jun17 161230 18910 19025 18850 18910 +15 0 4 +0
Sep17 161230 18860 18860 18860 18860 +15      
Total Volume and Open Interest 19,712 56,830 +1,146
Nikkei 225(CME) e-Mini Yen
Mar17 161230 19040 19150 18990 19040 +10 0 94 +0
Jun17 161230 18910 18910 18910 18910 +10      
Sep17 161230 18860 18860 18860 18860 +10      
Total Volume and Open Interest 0 94 +0
CAC 40(EURONEXT)
Jan17 170102 4846.0 4897.0 4841.5 4882.5 +19.5 43,890 300,572 +1,642
Feb17 170102 4856.0 4886.0 4856.0 4880.5 +19.5 19 3,708 +5
Mar17 170102 4849.0 4892.5 4842.5 4878.0 +19.0 206 8,194 +140
Total Volume and Open Interest 44,115 312,536 +1,787
Hang Seng Index(HKFE)
Jan17 161230 21783 22056 21766 21962 +173 72,108 108,930 +29,302
Feb17 161230 21813 22006 21807 21913 unch      
Mar17 161230 21752 22010 21730 21920 +172 1,401 8,115 +577
Total Volume and Open Interest 176,249 154,609 -5,763
DAX(EUREX)
Mar17 170102 11425.0 11622.5 11402.5 11585.5 +120.5 39,805 155,374 +19,600
Jun17 170102 11428.0 11639.0 11428.0 11609.0 +119.5 40 755 +62
Sep17 170102 11595.5 11600.5 11595.5 11600.5 +120.5 1 4 +1
Total Volume and Open Interest 39,846 156,133 +19,663
Mini-DAX(EUREX)
Mar17 170102 11428.0 11622.0 11413.0 11585.5 +120.5 7,242 6,755 +1,348
Jun17 170102 11479.0 11614.0 11479.0 11609.0 +119.5 12 365 +73
Sep17 170102 11600.5 11600.5 11600.5 11600.5 +120.5      
Total Volume and Open Interest 7,254 7,120 +1,421
FT-SE 100(EURONEXT)
Mar17 161230 7039.50 7077.00 7025.00 7050.00 -2.50 62,693 734,379 +5,602
Jun17 161230 6981.50 6981.50 6976.00 6976.00 -3.00 18 29,316 -2
Sep17 161230 6916.00 6916.00 6916.00 6916.00 -3.00      
Total Volume and Open Interest 62,711 763,695 +5,600
SPI 200(SFE)
Mar17 161230 5670.0 5678.0 5616.0 5631.0 -39.0 19,810 259,789 +3,137
Jun17 161230 5650.0 5650.0 5617.0 5617.0 -39.0 0 1,429 +0
Sep17 161230 5567.0 5567.0 5567.0 5567.0 -39.0 0 1,670 +0
Total Volume and Open Interest 19,877 263,162 +3,191
FTSE MIB(ISE)
Mar17 170102 19135.00 19625.00 19135.00 19520.00 +315.00 13,277 37,886 +450
Jun17 170102 19010.00 19115.00 19010.00 19115.00 +315.00 1 18 +1
Total Volume and Open Interest 13,278 37,904 +451
KOSPI 200(KFE)
Mar17 170102 260.00 261.90 259.25 261.20 +1.15 77,323 133,835 +1,795
Jun17 170102 260.65 262.50 260.00 261.75 +0.85 119 4,251 -1
Sep17 170102 259.65 263.00 259.65 262.85 +0.95 0 603 +0
Total Volume and Open Interest 77,442 145,699 +1,794
GSCI(CME)
Jan17 161230 398.55 399.15 397.25 397.75 -0.70 386 14,651 +336
Feb17 161230 400.45 400.45 400.45 400.45 -0.70      
Mar17 161230 406.55 406.55 406.55 406.55 -0.70      
Total Volume and Open Interest 386 14,651 +336
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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