|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon January 04, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan16 |
160104 |
870.75 |
873.50 |
861.75 |
864.50 |
-6.75 |
34,292 |
18,252 |
-9,744 |
Mar16 |
160104 |
863.00 |
867.00 |
853.25 |
856.00 |
-8.25 |
98,488 |
309,307 |
+6,300 |
May16 |
160104 |
868.25 |
872.00 |
858.00 |
860.75 |
-8.75 |
22,250 |
117,218 |
+1,340 |
Jul16 |
160104 |
875.75 |
879.00 |
865.50 |
867.75 |
-9.00 |
14,408 |
97,408 |
+630 |
Aug16 |
160104 |
875.50 |
875.75 |
868.25 |
870.50 |
-9.00 |
576 |
12,528 |
+65 |
Sep16 |
160104 |
881.25 |
881.25 |
868.00 |
870.00 |
-9.50 |
344 |
3,567 |
+77 |
Nov16 |
160104 |
881.50 |
884.75 |
870.75 |
872.75 |
-10.00 |
3,201 |
81,475 |
-312 |
Jan17 |
160104 |
883.00 |
883.75 |
878.00 |
878.50 |
-10.00 |
161 |
678 |
+23 |
Mar17 |
160104 |
885.50 |
885.50 |
882.00 |
882.25 |
-9.50 |
101 |
1,496 |
-34 |
May17 |
160104 |
895.00 |
895.00 |
884.00 |
886.25 |
-9.50 |
43 |
863 |
+14 |
Jul17 |
160104 |
890.00 |
891.75 |
890.00 |
891.75 |
-9.75 |
24 |
975 |
-6 |
Aug17 |
160104 |
889.50 |
889.50 |
889.50 |
889.50 |
-9.75 |
0 |
40 |
+0 |
Sep17 |
160104 |
884.25 |
884.25 |
884.25 |
884.25 |
-9.75 |
0 |
24 |
+0 |
Nov17 |
160104 |
890.25 |
890.25 |
881.75 |
881.75 |
-10.00 |
22 |
1,166 |
+2 |
Total Volume and Open Interest |
173,910 |
645,012 |
-1,645 |
Soybean Meal(CBOT) |
Jan16 |
160104 |
264.10 |
265.30 |
262.80 |
263.20 |
-1.10 |
11,872 |
5,374 |
-3,393 |
Mar16 |
160104 |
265.50 |
267.00 |
263.80 |
264.40 |
-1.10 |
34,170 |
186,890 |
+3,534 |
May16 |
160104 |
269.10 |
270.20 |
267.00 |
267.50 |
-1.50 |
7,228 |
72,405 |
-122 |
Jul16 |
160104 |
272.50 |
273.70 |
270.50 |
270.80 |
-1.70 |
5,084 |
55,123 |
+361 |
Aug16 |
160104 |
275.20 |
275.30 |
272.10 |
272.50 |
-1.70 |
511 |
16,500 |
+16 |
Sep16 |
160104 |
276.70 |
276.80 |
273.90 |
273.90 |
-1.80 |
676 |
13,930 |
+75 |
Oct16 |
160104 |
276.60 |
276.60 |
274.30 |
274.60 |
-1.90 |
301 |
10,887 |
+44 |
Dec16 |
160104 |
278.90 |
278.90 |
275.80 |
276.00 |
-2.00 |
958 |
33,775 |
-2 |
Jan17 |
160104 |
277.80 |
277.80 |
277.30 |
277.30 |
-2.10 |
10 |
1,646 |
+2 |
Mar17 |
160104 |
280.00 |
280.20 |
278.60 |
278.60 |
-1.70 |
36 |
2,184 |
-9 |
Total Volume and Open Interest |
61,060 |
400,946 |
+574 |
Soybean Oil(CBOT) |
Jan16 |
160104 |
30.47 |
30.59 |
29.63 |
29.93 |
-0.62 |
20,810 |
5,906 |
-5,023 |
Mar16 |
160104 |
30.69 |
30.80 |
29.79 |
30.12 |
-0.63 |
45,562 |
173,548 |
+1,382 |
May16 |
160104 |
30.90 |
30.99 |
30.00 |
30.34 |
-0.62 |
7,254 |
82,915 |
+949 |
Jul16 |
160104 |
31.12 |
31.18 |
30.24 |
30.57 |
-0.61 |
4,403 |
57,355 |
+278 |
Aug16 |
160104 |
31.16 |
31.17 |
30.29 |
30.62 |
-0.59 |
468 |
9,169 |
-16 |
Sep16 |
160104 |
31.20 |
31.29 |
30.36 |
30.65 |
-0.57 |
508 |
9,217 |
+52 |
Oct16 |
160104 |
31.14 |
31.17 |
30.33 |
30.62 |
-0.58 |
234 |
8,804 |
-19 |
Dec16 |
160104 |
31.20 |
31.25 |
30.35 |
30.67 |
-0.57 |
1,270 |
31,375 |
+187 |
Jan17 |
160104 |
31.20 |
31.20 |
30.60 |
30.90 |
-0.59 |
50 |
1,918 |
+2 |
Mar17 |
160104 |
30.87 |
31.11 |
30.87 |
31.11 |
-0.58 |
28 |
1,743 |
+1 |
Total Volume and Open Interest |
80,640 |
384,630 |
-2,218 |
Canola(WCE) |
Jan16 |
160104 |
473.8 |
473.8 |
473.8 |
473.8 |
-2.7 |
3,094 |
2,172 |
-2,850 |
Mar16 |
160104 |
485.8 |
485.9 |
480.0 |
481.9 |
-4.6 |
11,350 |
135,302 |
+3,807 |
May16 |
160104 |
489.6 |
491.1 |
485.7 |
487.2 |
-3.4 |
2,142 |
15,466 |
+246 |
Jul16 |
160104 |
488.5 |
493.6 |
488.5 |
489.9 |
-2.1 |
1,283 |
17,151 |
+25 |
Nov16 |
160104 |
485.0 |
490.8 |
485.0 |
486.5 |
-1.9 |
382 |
13,632 |
+5 |
Total Volume and Open Interest |
18,289 |
184,458 |
+1,261 |
Corn(CBOT) |
Mar16 |
160104 |
359.50 |
360.00 |
350.50 |
351.50 |
-7.25 |
102,103 |
709,297 |
+4,888 |
May16 |
160104 |
365.00 |
365.75 |
356.75 |
357.50 |
-7.00 |
25,366 |
204,585 |
-502 |
Jul16 |
160104 |
371.75 |
372.00 |
363.00 |
363.75 |
-6.75 |
17,444 |
175,287 |
+937 |
Sep16 |
160104 |
375.50 |
375.50 |
368.50 |
369.00 |
-6.25 |
2,293 |
73,789 |
+502 |
Dec16 |
160104 |
384.00 |
384.00 |
376.25 |
377.00 |
-6.00 |
5,396 |
141,468 |
+568 |
Mar17 |
160104 |
392.50 |
392.50 |
386.50 |
387.00 |
-6.00 |
114 |
8,799 |
+18 |
May17 |
160104 |
398.25 |
398.25 |
393.50 |
393.50 |
-5.75 |
31 |
2,050 |
+17 |
Jul17 |
160104 |
402.25 |
402.25 |
398.00 |
398.50 |
-5.00 |
18 |
2,700 |
-1 |
Sep17 |
160104 |
397.75 |
397.75 |
394.50 |
394.50 |
-5.00 |
0 |
1,283 |
+0 |
Dec17 |
160104 |
397.75 |
398.50 |
394.00 |
394.75 |
-4.00 |
94 |
4,370 |
+4 |
Total Volume and Open Interest |
152,896 |
1,324,266 |
+6,452 |
Wheat(CBOT) |
Mar16 |
160104 |
472.75 |
473.50 |
456.00 |
458.25 |
-11.75 |
41,223 |
219,022 |
+4,221 |
May16 |
160104 |
479.00 |
479.25 |
462.75 |
464.50 |
-12.00 |
6,053 |
51,632 |
-45 |
Jul16 |
160104 |
486.00 |
486.00 |
470.50 |
472.25 |
-11.00 |
5,848 |
57,992 |
-188 |
Sep16 |
160104 |
492.00 |
492.75 |
480.25 |
482.00 |
-10.25 |
343 |
12,195 |
+80 |
Dec16 |
160104 |
509.00 |
509.00 |
495.00 |
496.50 |
-11.00 |
801 |
21,966 |
+178 |
Mar17 |
160104 |
510.00 |
510.25 |
507.75 |
509.00 |
-10.25 |
1 |
2,143 |
+1 |
Total Volume and Open Interest |
54,270 |
365,072 |
+4,247 |
Wheat(KCBT) |
Mar16 |
160104 |
468.50 |
469.25 |
451.75 |
454.25 |
-14.25 |
9,633 |
104,733 |
+951 |
May16 |
160104 |
476.75 |
476.75 |
462.50 |
464.50 |
-14.25 |
1,187 |
22,401 |
-57 |
Jul16 |
160104 |
486.25 |
486.25 |
472.50 |
475.00 |
-13.75 |
2,459 |
42,741 |
-832 |
Sep16 |
160104 |
498.75 |
500.00 |
487.50 |
489.75 |
-13.25 |
424 |
7,065 |
+100 |
Dec16 |
160104 |
519.50 |
519.50 |
509.25 |
511.50 |
-12.25 |
676 |
12,206 |
+300 |
Mar17 |
160104 |
534.50 |
534.50 |
524.50 |
526.50 |
-12.00 |
203 |
1,505 |
+124 |
Total Volume and Open Interest |
14,583 |
190,909 |
+586 |
Wheat(MGE) |
Mar16 |
160104 |
493.75 |
495.00 |
482.25 |
484.75 |
-8.50 |
2,838 |
32,906 |
+61 |
May16 |
160104 |
501.00 |
501.00 |
492.25 |
494.25 |
-7.75 |
783 |
13,832 |
-33 |
Jul16 |
160104 |
511.25 |
511.25 |
503.25 |
504.75 |
-7.75 |
397 |
11,654 |
+125 |
Sep16 |
160104 |
523.50 |
523.50 |
516.00 |
517.75 |
-6.50 |
216 |
6,101 |
+7 |
Dec16 |
160104 |
540.00 |
540.00 |
532.50 |
534.25 |
-6.25 |
272 |
4,754 |
+133 |
Total Volume and Open Interest |
4,514 |
69,661 |
+295 |
Oats(CBOT) |
Mar16 |
160104 |
217.00 |
219.00 |
205.25 |
210.50 |
-6.75 |
310 |
7,218 |
-18 |
May16 |
160104 |
218.25 |
218.25 |
207.50 |
211.50 |
-8.00 |
24 |
1,445 |
+22 |
Jul16 |
160104 |
220.00 |
220.00 |
212.50 |
216.25 |
-7.25 |
1 |
428 |
-1 |
Sep16 |
160104 |
230.00 |
230.00 |
221.75 |
221.75 |
-8.50 |
1 |
10 |
+0 |
Total Volume and Open Interest |
336 |
9,217 |
+3 |
Rough Rice(CBOT) |
Jan16 |
160104 |
11.57 |
11.61 |
11.50 |
11.51 |
-0.05 |
1,089 |
1,155 |
-434 |
Mar16 |
160104 |
11.82 |
11.88 |
11.69 |
11.77 |
-0.06 |
1,470 |
9,702 |
+622 |
May16 |
160104 |
12.03 |
12.06 |
12.03 |
12.06 |
-0.06 |
22 |
2,587 |
+5 |
Jul16 |
160104 |
12.33 |
12.33 |
12.33 |
12.33 |
-0.06 |
1 |
920 |
+0 |
Total Volume and Open Interest |
2,598 |
14,463 |
+188 |
Live Cattle(CME) |
Feb16 |
160104 |
135.575 |
137.650 |
134.500 |
136.435 |
-0.365 |
24,063 |
103,097 |
-2,721 |
Apr16 |
160104 |
136.900 |
138.550 |
135.825 |
137.435 |
-0.550 |
11,904 |
71,301 |
+2,107 |
Jun16 |
160104 |
126.980 |
128.575 |
125.680 |
127.450 |
-0.350 |
5,140 |
51,913 |
+449 |
Aug16 |
160104 |
123.000 |
124.650 |
121.980 |
123.730 |
+0.050 |
2,145 |
18,405 |
+418 |
Oct16 |
160104 |
124.100 |
125.480 |
123.400 |
124.600 |
-0.200 |
1,256 |
9,851 |
+307 |
Dec16 |
160104 |
124.150 |
125.450 |
123.600 |
124.680 |
+0.045 |
604 |
6,554 |
+114 |
Total Volume and Open Interest |
45,467 |
263,398 |
+580 |
Feeder Cattle(CME) |
Jan16 |
160104 |
166.250 |
169.100 |
164.035 |
167.630 |
+0.730 |
2,149 |
7,136 |
-329 |
Mar16 |
160104 |
162.950 |
166.130 |
160.650 |
164.685 |
+1.035 |
4,490 |
14,008 |
-76 |
Apr16 |
160104 |
163.100 |
165.800 |
161.035 |
164.485 |
+0.950 |
987 |
3,511 |
+189 |
May16 |
160104 |
163.035 |
165.735 |
161.550 |
164.235 |
+0.385 |
929 |
5,100 |
+68 |
Aug16 |
160104 |
164.300 |
167.000 |
163.080 |
165.800 |
+0.515 |
643 |
3,854 |
+157 |
Sep16 |
160104 |
161.300 |
164.785 |
161.250 |
163.800 |
+0.500 |
72 |
451 |
+30 |
Oct16 |
160104 |
161.100 |
162.000 |
161.000 |
161.235 |
+1.035 |
31 |
270 |
+2 |
Total Volume and Open Interest |
9,310 |
34,603 |
+43 |
Lean Hogs(CME) |
Feb16 |
160104 |
59.880 |
60.035 |
58.080 |
59.430 |
-0.370 |
10,532 |
72,614 |
-1,201 |
Apr16 |
160104 |
65.885 |
66.000 |
64.500 |
65.450 |
-0.500 |
5,237 |
41,471 |
-58 |
May16 |
160104 |
72.330 |
74.000 |
72.330 |
73.500 |
-0.150 |
22 |
941 |
+0 |
Jun16 |
160104 |
77.785 |
78.230 |
76.430 |
77.785 |
-0.215 |
1,870 |
24,912 |
+64 |
Jul16 |
160104 |
77.500 |
78.050 |
76.400 |
77.730 |
-0.120 |
666 |
7,962 |
-1 |
Aug16 |
160104 |
76.900 |
77.400 |
75.680 |
77.150 |
+0.170 |
564 |
8,042 |
+162 |
Oct16 |
160104 |
65.150 |
66.250 |
64.650 |
65.930 |
+0.330 |
508 |
5,461 |
+1 |
Dec16 |
160104 |
61.400 |
62.150 |
60.400 |
61.880 |
+0.480 |
450 |
3,989 |
+218 |
Total Volume and Open Interest |
20,072 |
165,798 |
-658 |
Class III Milk(CME) |
Dec15 |
151229 |
14.48 |
14.48 |
14.46 |
14.47 |
unch |
164 |
3,904 |
-70 |
Jan16 |
160104 |
13.59 |
13.78 |
13.54 |
13.56 |
unch |
144 |
4,085 |
-21 |
Feb16 |
160104 |
13.75 |
13.95 |
13.65 |
13.68 |
-0.07 |
198 |
4,321 |
+83 |
Mar16 |
160104 |
14.34 |
14.42 |
14.06 |
14.08 |
-0.10 |
72 |
3,510 |
+39 |
Apr16 |
160104 |
14.66 |
14.70 |
14.42 |
14.44 |
-0.10 |
39 |
2,811 |
+0 |
May16 |
160104 |
14.94 |
14.95 |
14.78 |
14.81 |
-0.04 |
54 |
2,677 |
+32 |
Jun16 |
160104 |
15.23 |
15.25 |
15.11 |
15.15 |
-0.05 |
46 |
2,414 |
+11 |
Jul16 |
160104 |
15.65 |
15.65 |
15.56 |
15.56 |
-0.09 |
40 |
2,018 |
+21 |
Aug16 |
160104 |
16.10 |
16.11 |
16.04 |
16.04 |
-0.07 |
13 |
1,855 |
+4 |
Sep16 |
160104 |
16.34 |
16.34 |
16.33 |
16.33 |
-0.02 |
24 |
1,836 |
+13 |
Oct16 |
160104 |
16.42 |
16.43 |
16.37 |
16.37 |
-0.03 |
52 |
1,478 |
+17 |
Nov16 |
160104 |
16.30 |
16.30 |
16.29 |
16.29 |
unch |
32 |
1,347 |
+16 |
Dec16 |
160104 |
16.21 |
16.21 |
16.14 |
16.14 |
-0.07 |
38 |
1,281 |
+14 |
Total Volume and Open Interest |
811 |
30,042 |
+233 |
Cocoa(ICE) |
Mar16 |
160104 |
3214 |
3219 |
3119 |
3124 |
-87 |
8,477 |
95,974 |
-857 |
May16 |
160104 |
3212 |
3215 |
3121 |
3124 |
-83 |
2,763 |
45,022 |
+137 |
Jul16 |
160104 |
3206 |
3211 |
3119 |
3122 |
-81 |
745 |
23,953 |
+201 |
Sep16 |
160104 |
3199 |
3199 |
3113 |
3116 |
-82 |
191 |
18,767 |
+30 |
Dec16 |
160104 |
3179 |
3179 |
3096 |
3097 |
-83 |
54 |
11,138 |
+40 |
Mar17 |
160104 |
3154 |
3154 |
3073 |
3073 |
-82 |
41 |
19,736 |
+12 |
May17 |
160104 |
3101 |
3101 |
3065 |
3065 |
-83 |
1 |
1,542 |
-1 |
Total Volume and Open Interest |
12,272 |
221,366 |
-438 |
Coffee "C"(ICE) |
Mar16 |
160104 |
126.15 |
126.30 |
122.05 |
123.90 |
-2.80 |
11,477 |
87,757 |
-970 |
May16 |
160104 |
128.20 |
128.25 |
124.20 |
126.00 |
-2.80 |
2,542 |
34,072 |
+256 |
Jul16 |
160104 |
130.20 |
130.20 |
126.10 |
127.95 |
-2.80 |
598 |
19,675 |
+135 |
Sep16 |
160104 |
132.00 |
132.00 |
127.95 |
129.65 |
-2.90 |
183 |
10,354 |
+10 |
Dec16 |
160104 |
134.50 |
134.50 |
130.40 |
132.00 |
-3.05 |
190 |
12,920 |
+48 |
Mar17 |
160104 |
137.25 |
137.25 |
132.70 |
134.20 |
-3.10 |
40 |
3,282 |
-36 |
Total Volume and Open Interest |
15,104 |
171,784 |
-580 |
Orange Juice(ICE) |
Jan16 |
160104 |
140.00 |
144.00 |
140.00 |
143.60 |
+3.60 |
341 |
626 |
-243 |
Mar16 |
160104 |
144.80 |
146.75 |
142.55 |
145.75 |
+1.10 |
1,080 |
11,472 |
+36 |
May16 |
160104 |
146.35 |
146.35 |
142.75 |
145.40 |
+0.80 |
35 |
1,403 |
+23 |
Jul16 |
160104 |
146.20 |
146.20 |
146.20 |
146.20 |
+1.70 |
0 |
461 |
+0 |
Sep16 |
160104 |
146.60 |
146.60 |
146.60 |
146.60 |
+1.70 |
0 |
88 |
+0 |
Nov16 |
160104 |
146.60 |
146.60 |
146.60 |
146.60 |
+1.70 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,456 |
14,057 |
-184 |
Sugar #11(ICE) |
Mar16 |
160104 |
15.18 |
15.24 |
14.80 |
14.97 |
-0.27 |
41,708 |
390,010 |
+6,084 |
May16 |
160104 |
14.85 |
14.90 |
14.47 |
14.65 |
-0.27 |
8,274 |
183,306 |
+93 |
Jul16 |
160104 |
14.60 |
14.62 |
14.20 |
14.39 |
-0.25 |
4,824 |
133,261 |
+1,187 |
Oct16 |
160104 |
14.62 |
14.68 |
14.25 |
14.45 |
-0.23 |
2,140 |
74,462 |
+102 |
Mar17 |
160104 |
15.03 |
15.10 |
14.70 |
14.89 |
-0.21 |
642 |
45,011 |
+339 |
May17 |
160104 |
14.80 |
14.82 |
14.54 |
14.67 |
-0.20 |
347 |
9,316 |
+283 |
Jul17 |
160104 |
14.57 |
14.57 |
14.30 |
14.43 |
-0.18 |
747 |
14,638 |
+659 |
Oct17 |
160104 |
14.49 |
14.49 |
14.25 |
14.37 |
-0.17 |
315 |
11,358 |
+184 |
Total Volume and Open Interest |
59,133 |
868,955 |
+8,997 |
London Cocoa(LCE) |
Mar16 |
160104 |
2257 |
2258 |
2207 |
2209 |
-53 |
5,632 |
85,398 |
-145 |
May16 |
160104 |
2245 |
2250 |
2202 |
2203 |
-52 |
2,401 |
34,933 |
+720 |
Jul16 |
160104 |
2244 |
2246 |
2198 |
2199 |
-53 |
1,874 |
42,197 |
+633 |
Sep16 |
160104 |
2233 |
2237 |
2191 |
2192 |
-51 |
362 |
36,345 |
+53 |
Dec16 |
160104 |
2202 |
2203 |
2163 |
2163 |
-49 |
105 |
24,435 |
+15 |
Mar17 |
160104 |
2175 |
2175 |
2136 |
2136 |
-47 |
70 |
28,587 |
+9 |
May17 |
160104 |
2132 |
2132 |
2132 |
2132 |
-47 |
0 |
557 |
+0 |
Total Volume and Open Interest |
10,444 |
252,595 |
+1,285 |
London Sugar(LCE) |
Mar16 |
160104 |
421.20 |
422.70 |
413.40 |
419.20 |
-3.00 |
3,879 |
42,071 |
-124 |
May16 |
160104 |
416.40 |
417.80 |
409.20 |
413.90 |
-3.90 |
1,121 |
20,185 |
-6 |
Aug16 |
160104 |
410.70 |
412.20 |
404.10 |
407.90 |
-4.20 |
308 |
10,726 |
+69 |
Oct16 |
160104 |
406.80 |
407.80 |
400.50 |
404.10 |
-4.20 |
190 |
6,183 |
+26 |
Dec16 |
160104 |
407.90 |
407.90 |
401.00 |
404.30 |
-4.50 |
58 |
2,101 |
-28 |
Total Volume and Open Interest |
5,586 |
83,424 |
-78 |
Cotton(ICE) |
Mar16 |
160104 |
63.28 |
63.55 |
62.51 |
62.61 |
-0.67 |
5,906 |
124,780 |
+1,190 |
May16 |
160104 |
64.17 |
64.30 |
63.35 |
63.47 |
-0.64 |
1,117 |
31,751 |
+280 |
Jul16 |
160104 |
64.83 |
64.92 |
64.05 |
64.21 |
-0.58 |
368 |
16,806 |
+229 |
Oct16 |
160104 |
63.93 |
63.93 |
63.93 |
63.93 |
-0.48 |
0 |
3 |
+0 |
Dec16 |
160104 |
64.75 |
64.75 |
64.09 |
64.30 |
-0.42 |
80 |
11,221 |
+63 |
Mar17 |
160104 |
64.90 |
64.90 |
64.90 |
64.90 |
-0.09 |
0 |
431 |
+0 |
Total Volume and Open Interest |
7,471 |
185,152 |
+1,762 |
Lumber(CME) |
Jan16 |
160104 |
256.2 |
256.4 |
254.2 |
254.4 |
-3.2 |
78 |
724 |
-26 |
Mar16 |
160104 |
254.9 |
255.1 |
252.8 |
253.0 |
-3.1 |
269 |
2,663 |
+41 |
May16 |
160104 |
255.0 |
255.0 |
252.6 |
252.8 |
-3.1 |
124 |
538 |
+105 |
Jul16 |
160104 |
258.1 |
258.1 |
255.3 |
256.5 |
-4.6 |
0 |
32 |
+0 |
Total Volume and Open Interest |
471 |
3,965 |
+120 |
Crude Oil(NYM) |
Feb16 |
160104 |
37.60 |
38.39 |
36.33 |
36.76 |
-0.28 |
267,912 |
436,421 |
-6,650 |
Mar16 |
160104 |
38.75 |
39.53 |
37.51 |
37.95 |
-0.22 |
59,446 |
271,430 |
+3,643 |
Apr16 |
160104 |
39.57 |
40.50 |
38.51 |
38.93 |
-0.20 |
24,491 |
114,320 |
-1,214 |
May16 |
160104 |
40.96 |
41.35 |
39.40 |
39.80 |
-0.18 |
11,098 |
76,987 |
+93 |
Jun16 |
160104 |
41.15 |
42.07 |
40.15 |
40.55 |
-0.16 |
14,167 |
140,535 |
+22 |
Jul16 |
160104 |
42.31 |
42.64 |
40.83 |
41.19 |
-0.14 |
3,479 |
41,485 |
+547 |
Aug16 |
160104 |
42.08 |
43.12 |
41.40 |
41.76 |
-0.12 |
1,836 |
31,618 |
+677 |
Sep16 |
160104 |
43.22 |
43.64 |
41.96 |
42.28 |
-0.12 |
4,158 |
61,166 |
+228 |
Oct16 |
160104 |
43.44 |
44.07 |
42.73 |
42.75 |
-0.12 |
1,250 |
30,078 |
+73 |
Nov16 |
160104 |
43.96 |
43.96 |
43.21 |
43.23 |
-0.11 |
1,736 |
25,482 |
+840 |
Dec16 |
160104 |
44.28 |
45.05 |
43.24 |
43.73 |
-0.10 |
10,011 |
164,361 |
+596 |
Jan17 |
160104 |
45.14 |
45.35 |
43.97 |
44.12 |
-0.09 |
792 |
23,631 |
+313 |
Feb17 |
160104 |
44.81 |
45.14 |
44.10 |
44.50 |
-0.09 |
1,360 |
9,474 |
-106 |
Mar17 |
160104 |
45.51 |
45.51 |
44.34 |
44.88 |
-0.09 |
374 |
11,649 |
+61 |
Apr17 |
160104 |
45.24 |
45.24 |
45.24 |
45.24 |
-0.09 |
134 |
6,193 |
+42 |
May17 |
160104 |
45.57 |
45.57 |
45.57 |
45.57 |
-0.08 |
68 |
5,234 |
+23 |
Total Volume and Open Interest |
411,177 |
1,649,900 |
+996 |
e-miNY Crude Oil(NYM) |
Feb16 |
160104 |
37.475 |
38.375 |
36.325 |
36.750 |
-0.300 |
6,980 |
3,270 |
+4 |
Mar16 |
160104 |
38.675 |
39.525 |
37.525 |
37.950 |
-0.225 |
409 |
1,107 |
-57 |
Apr16 |
160104 |
39.325 |
40.500 |
38.575 |
38.925 |
-0.200 |
150 |
339 |
+25 |
May16 |
160104 |
40.400 |
41.150 |
39.800 |
39.800 |
-0.175 |
26 |
445 |
+25 |
Jun16 |
160104 |
41.400 |
41.400 |
40.275 |
40.550 |
-0.150 |
1 |
46 |
+0 |
Jul16 |
160104 |
41.300 |
41.300 |
41.200 |
41.200 |
-0.125 |
0 |
7 |
+0 |
Aug16 |
160104 |
41.750 |
41.750 |
41.750 |
41.750 |
-0.125 |
0 |
3 |
+0 |
Sep16 |
160104 |
42.275 |
42.275 |
42.275 |
42.275 |
-0.125 |
0 |
7 |
+0 |
Oct16 |
160104 |
42.975 |
42.975 |
42.750 |
42.750 |
-0.125 |
0 |
2 |
+0 |
Nov16 |
160104 |
43.225 |
43.225 |
43.225 |
43.225 |
-0.125 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,569 |
5,703 |
-4 |
NY Harbor ULSD(NYM) |
Feb16 |
160104 |
113.75 |
118.27 |
111.25 |
112.64 |
+0.25 |
48,129 |
95,735 |
-582 |
Mar16 |
160104 |
116.84 |
120.36 |
113.71 |
114.90 |
+0.01 |
14,672 |
61,048 |
+1,037 |
Apr16 |
160104 |
118.06 |
121.82 |
115.58 |
116.44 |
-0.29 |
8,029 |
36,969 |
-87 |
May16 |
160104 |
121.45 |
123.85 |
117.65 |
118.48 |
-0.53 |
4,381 |
25,313 |
-131 |
Jun16 |
160104 |
123.59 |
126.12 |
120.16 |
121.03 |
-0.51 |
6,997 |
32,154 |
+446 |
Jul16 |
160104 |
126.45 |
128.17 |
122.97 |
123.66 |
-0.51 |
1,111 |
11,201 |
+139 |
Aug16 |
160104 |
127.13 |
130.10 |
125.36 |
126.04 |
-0.53 |
818 |
8,255 |
+20 |
Sep16 |
160104 |
128.14 |
132.65 |
127.50 |
128.27 |
-0.53 |
1,626 |
9,207 |
+444 |
Oct16 |
160104 |
132.70 |
134.73 |
129.78 |
130.59 |
-0.50 |
856 |
4,517 |
+17 |
Nov16 |
160104 |
134.69 |
136.57 |
132.37 |
132.68 |
-0.45 |
846 |
4,773 |
-16 |
Dec16 |
160104 |
137.34 |
139.12 |
133.66 |
134.64 |
-0.40 |
2,285 |
29,324 |
+23 |
Jan17 |
160104 |
139.74 |
139.74 |
136.25 |
136.62 |
-0.40 |
878 |
5,775 |
+407 |
Feb17 |
160104 |
138.65 |
139.90 |
136.76 |
138.22 |
-0.43 |
289 |
1,331 |
+167 |
Mar17 |
160104 |
139.75 |
139.75 |
139.17 |
139.17 |
-0.43 |
95 |
1,186 |
+3 |
Total Volume and Open Interest |
106,999 |
338,714 |
-4,746 |
RBOB Gasoline(NYM) |
Feb16 |
160104 |
127.51 |
133.79 |
125.79 |
129.07 |
+1.97 |
41,547 |
111,983 |
-210 |
Mar16 |
160104 |
131.50 |
136.17 |
128.56 |
131.71 |
+1.89 |
12,054 |
56,558 |
+48 |
Apr16 |
160104 |
152.59 |
156.95 |
149.75 |
152.75 |
+1.65 |
6,380 |
36,436 |
+282 |
May16 |
160104 |
153.70 |
157.82 |
151.08 |
153.90 |
+1.65 |
4,615 |
30,512 |
-485 |
Jun16 |
160104 |
153.37 |
157.23 |
150.80 |
153.52 |
+1.61 |
4,631 |
30,573 |
+312 |
Jul16 |
160104 |
151.71 |
155.77 |
150.92 |
151.96 |
+1.57 |
1,952 |
14,129 |
+113 |
Aug16 |
160104 |
149.95 |
153.18 |
149.61 |
149.61 |
+1.50 |
1,405 |
10,877 |
+97 |
Sep16 |
160104 |
145.81 |
150.00 |
145.81 |
146.60 |
+1.44 |
1,786 |
16,585 |
+244 |
Oct16 |
160104 |
130.95 |
134.99 |
130.62 |
131.62 |
+1.27 |
524 |
7,976 |
+109 |
Nov16 |
160104 |
128.25 |
128.25 |
128.25 |
128.25 |
+1.11 |
327 |
2,930 |
+23 |
Total Volume and Open Interest |
90,701 |
354,042 |
-6,810 |
e-miNY RBOB Gasoline(NYM) |
Feb16 |
160104 |
129.10 |
129.10 |
129.07 |
129.10 |
+2.00 |
|
|
|
Mar16 |
160104 |
131.70 |
131.71 |
131.70 |
131.70 |
+1.90 |
|
|
|
Apr16 |
160104 |
152.80 |
152.80 |
152.75 |
152.80 |
+1.70 |
|
|
|
May16 |
160104 |
153.90 |
153.90 |
153.90 |
153.90 |
+1.60 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Feb16 |
160104 |
2.366 |
2.375 |
2.239 |
2.334 |
-0.003 |
134,926 |
252,085 |
-18,204 |
Mar16 |
160104 |
2.389 |
2.393 |
2.277 |
2.350 |
-0.013 |
50,828 |
211,014 |
+695 |
Apr16 |
160104 |
2.413 |
2.413 |
2.309 |
2.373 |
-0.014 |
39,388 |
102,646 |
-3,495 |
May16 |
160104 |
2.447 |
2.447 |
2.344 |
2.410 |
-0.014 |
14,077 |
67,861 |
+79 |
Jun16 |
160104 |
2.489 |
2.489 |
2.396 |
2.453 |
-0.015 |
10,151 |
36,159 |
-750 |
Jul16 |
160104 |
2.522 |
2.534 |
2.436 |
2.493 |
-0.016 |
8,184 |
29,038 |
+106 |
Aug16 |
160104 |
2.526 |
2.545 |
2.451 |
2.507 |
-0.016 |
3,989 |
23,314 |
+59 |
Sep16 |
160104 |
2.522 |
2.542 |
2.452 |
2.505 |
-0.016 |
3,724 |
43,359 |
-1,652 |
Oct16 |
160104 |
2.543 |
2.566 |
2.486 |
2.533 |
-0.012 |
8,925 |
61,140 |
+1,218 |
Nov16 |
160104 |
2.619 |
2.635 |
2.568 |
2.608 |
-0.008 |
2,705 |
15,336 |
+382 |
Dec16 |
160104 |
2.775 |
2.787 |
2.728 |
2.761 |
-0.005 |
2,464 |
16,524 |
-1,118 |
Jan17 |
160104 |
2.846 |
2.890 |
2.838 |
2.868 |
-0.004 |
4,147 |
26,294 |
-1,128 |
Feb17 |
160104 |
2.831 |
2.881 |
2.831 |
2.861 |
-0.003 |
153 |
5,876 |
+39 |
Mar17 |
160104 |
2.793 |
2.834 |
2.764 |
2.824 |
-0.004 |
1,367 |
13,058 |
+134 |
Apr17 |
160104 |
2.626 |
2.679 |
2.587 |
2.650 |
-0.009 |
1,334 |
11,598 |
+335 |
May17 |
160104 |
2.657 |
2.657 |
2.657 |
2.657 |
-0.010 |
3 |
3,157 |
+1 |
Total Volume and Open Interest |
286,526 |
959,525 |
-23,221 |
Brent Crude Oil(ICE) |
Feb16 |
160104 |
37.85 |
38.99 |
36.77 |
37.22 |
-0.06 |
173,512 |
288,765 |
-29,871 |
Mar16 |
160104 |
37.96 |
39.30 |
37.15 |
37.60 |
-0.07 |
112,052 |
418,671 |
-5,743 |
Apr16 |
160104 |
39.14 |
40.11 |
37.98 |
38.47 |
-0.06 |
48,811 |
206,795 |
+7,377 |
May16 |
160104 |
40.05 |
40.94 |
38.84 |
39.33 |
-0.07 |
21,535 |
121,564 |
-292 |
Jun16 |
160104 |
40.92 |
41.74 |
39.66 |
40.18 |
-0.08 |
29,571 |
172,585 |
+1,859 |
Jul16 |
160104 |
41.69 |
42.46 |
40.46 |
40.98 |
-0.09 |
10,440 |
74,108 |
+2,669 |
Aug16 |
160104 |
42.48 |
43.17 |
41.18 |
41.71 |
-0.10 |
4,643 |
50,754 |
+295 |
Sep16 |
160104 |
43.29 |
43.83 |
41.84 |
42.40 |
-0.11 |
6,740 |
50,849 |
+939 |
Oct16 |
160104 |
43.83 |
44.43 |
42.48 |
43.03 |
-0.12 |
2,248 |
34,201 |
+193 |
Nov16 |
160104 |
44.30 |
44.30 |
43.62 |
43.65 |
-0.13 |
2,083 |
28,475 |
+12 |
Dec16 |
160104 |
44.79 |
45.62 |
43.68 |
44.26 |
-0.14 |
20,354 |
208,271 |
+1,743 |
Jan17 |
160104 |
45.06 |
45.06 |
44.74 |
44.80 |
-0.16 |
1,504 |
27,957 |
+351 |
Feb17 |
160104 |
45.34 |
45.34 |
45.34 |
45.34 |
-0.17 |
429 |
31,156 |
+15 |
Mar17 |
160104 |
45.87 |
45.87 |
45.87 |
45.87 |
-0.18 |
819 |
27,653 |
+286 |
Total Volume and Open Interest |
450,999 |
2,040,252 |
-19,156 |
Gas Oil(ICE) |
Jan16 |
160104 |
333.75 |
346.00 |
325.75 |
328.00 |
+1.75 |
24,224 |
81,470 |
-194 |
Feb16 |
160104 |
342.25 |
354.25 |
334.50 |
336.50 |
+2.25 |
39,108 |
143,679 |
+5,287 |
Mar16 |
160104 |
354.00 |
362.25 |
343.25 |
345.25 |
+3.00 |
14,116 |
60,415 |
+911 |
Apr16 |
160104 |
362.00 |
369.50 |
351.25 |
353.00 |
+3.25 |
4,600 |
39,853 |
+179 |
May16 |
160104 |
369.00 |
376.00 |
358.75 |
360.00 |
+3.25 |
3,621 |
40,349 |
-272 |
Jun16 |
160104 |
375.25 |
381.75 |
364.75 |
366.25 |
+3.00 |
7,674 |
60,733 |
+548 |
Jul16 |
160104 |
382.00 |
388.25 |
372.25 |
373.00 |
+3.25 |
947 |
20,470 |
+79 |
Aug16 |
160104 |
387.75 |
394.25 |
378.50 |
379.50 |
+3.25 |
407 |
13,950 |
+84 |
Sep16 |
160104 |
394.75 |
400.25 |
384.50 |
385.75 |
+3.25 |
699 |
17,552 |
+302 |
Oct16 |
160104 |
399.50 |
407.00 |
391.00 |
392.75 |
+3.25 |
474 |
15,819 |
+68 |
Total Volume and Open Interest |
105,121 |
694,867 |
+6,328 |
Ethanol(CBOT) |
Jan16 |
160104 |
1.377 |
1.377 |
1.349 |
1.365 |
-0.035 |
122 |
116 |
-96 |
Feb16 |
160104 |
1.424 |
1.427 |
1.370 |
1.382 |
-0.034 |
194 |
1,735 |
+13 |
Mar16 |
160104 |
1.444 |
1.445 |
1.392 |
1.404 |
-0.032 |
31 |
663 |
+4 |
Apr16 |
160104 |
1.425 |
1.425 |
1.413 |
1.420 |
-0.035 |
61 |
633 |
-1 |
May16 |
160104 |
1.433 |
1.433 |
1.433 |
1.433 |
-0.036 |
4 |
296 |
+0 |
Jun16 |
160104 |
1.431 |
1.431 |
1.431 |
1.431 |
-0.036 |
0 |
229 |
+0 |
Jul16 |
160104 |
1.420 |
1.425 |
1.420 |
1.425 |
-0.036 |
0 |
63 |
+0 |
Aug16 |
160104 |
1.420 |
1.420 |
1.420 |
1.420 |
-0.036 |
0 |
61 |
+0 |
Total Volume and Open Interest |
412 |
3,958 |
-80 |
WTI Crude Oil(ICE) |
Feb16 |
160104 |
37.25 |
38.38 |
36.33 |
36.76 |
-0.28 |
25,945 |
82,369 |
+1,184 |
Mar16 |
160104 |
39.04 |
39.52 |
37.50 |
37.95 |
-0.22 |
14,074 |
84,965 |
+2,446 |
Apr16 |
160104 |
40.00 |
40.48 |
38.65 |
38.93 |
-0.20 |
10,706 |
27,562 |
-143 |
May16 |
160104 |
40.66 |
41.33 |
39.46 |
39.80 |
-0.18 |
4,876 |
8,300 |
-236 |
Jun16 |
160104 |
41.60 |
41.97 |
40.16 |
40.55 |
-0.16 |
4,390 |
43,508 |
+75 |
Jul16 |
160104 |
41.61 |
42.57 |
40.94 |
41.19 |
-0.14 |
829 |
5,028 |
-32 |
Aug16 |
160104 |
42.28 |
43.09 |
41.56 |
41.76 |
-0.12 |
359 |
6,484 |
+60 |
Sep16 |
160104 |
42.75 |
43.56 |
42.14 |
42.28 |
-0.12 |
937 |
10,002 |
-20 |
Oct16 |
160104 |
43.20 |
43.21 |
42.75 |
42.75 |
-0.12 |
103 |
2,979 |
+16 |
Nov16 |
160104 |
43.23 |
43.23 |
43.23 |
43.23 |
-0.11 |
105 |
7,070 |
+9 |
Dec16 |
160104 |
44.73 |
45.00 |
43.40 |
43.73 |
-0.10 |
1,770 |
56,192 |
-158 |
Jan17 |
160104 |
44.12 |
44.12 |
44.12 |
44.12 |
-0.09 |
1 |
4,683 |
+0 |
Feb17 |
160104 |
44.50 |
44.50 |
44.50 |
44.50 |
-0.09 |
0 |
1,700 |
+0 |
Mar17 |
160104 |
44.88 |
44.88 |
44.88 |
44.88 |
-0.09 |
1 |
3,122 |
+0 |
Apr17 |
160104 |
45.24 |
45.24 |
45.24 |
45.24 |
-0.09 |
0 |
1,471 |
+0 |
May17 |
160104 |
45.57 |
45.57 |
45.57 |
45.57 |
-0.08 |
0 |
1,104 |
+0 |
Total Volume and Open Interest |
65,521 |
404,402 |
+2,977 |
US Dollar Index(ICE) |
Mar16 |
160104 |
98.760 |
99.300 |
98.110 |
98.967 |
+0.222 |
9,825 |
63,271 |
+214 |
Jun16 |
160104 |
98.920 |
99.360 |
98.240 |
99.065 |
+0.225 |
129 |
1,200 |
+31 |
Sep16 |
160104 |
98.870 |
99.060 |
98.480 |
99.060 |
+0.195 |
46 |
234 |
+45 |
Total Volume and Open Interest |
10,000 |
64,708 |
+290 |
Australian Dollar(CME) |
Mar16 |
160104 |
72.69 |
72.75 |
71.31 |
71.58 |
-1.08 |
35,479 |
94,909 |
-2,756 |
Jun16 |
160104 |
72.27 |
72.42 |
71.04 |
71.29 |
-1.07 |
34 |
466 |
-6 |
Sep16 |
160104 |
71.02 |
71.02 |
71.02 |
71.02 |
-1.07 |
0 |
29 |
+0 |
Total Volume and Open Interest |
35,513 |
95,412 |
-2,762 |
British Pound(CME) |
Mar16 |
160104 |
147.36 |
148.18 |
146.65 |
147.13 |
-0.21 |
40,280 |
204,485 |
+1,001 |
Jun16 |
160104 |
147.00 |
148.22 |
146.71 |
147.18 |
-0.21 |
17 |
478 |
+5 |
Sep16 |
160104 |
147.28 |
148.27 |
147.00 |
147.28 |
-0.20 |
0 |
31 |
+0 |
Total Volume and Open Interest |
40,297 |
205,044 |
+1,006 |
Canadian Dollar(CME) |
Mar16 |
160104 |
72.16 |
72.25 |
71.52 |
71.67 |
-0.66 |
36,719 |
166,106 |
-3,534 |
Jun16 |
160104 |
72.02 |
72.11 |
71.56 |
71.70 |
-0.66 |
128 |
1,941 |
+102 |
Sep16 |
160104 |
71.70 |
71.83 |
71.65 |
71.76 |
-0.66 |
16 |
416 |
-9 |
Dec16 |
160104 |
71.84 |
71.84 |
71.84 |
71.84 |
-0.66 |
0 |
194 |
+0 |
Total Volume and Open Interest |
36,863 |
168,696 |
-3,441 |
Japanese Yen(CME) |
Mar16 |
160104 |
83.28 |
84.37 |
83.13 |
83.94 |
+0.61 |
50,986 |
197,172 |
+1,321 |
Jun16 |
160104 |
83.40 |
84.59 |
83.38 |
84.17 |
+0.60 |
143 |
873 |
+73 |
Sep16 |
160104 |
84.78 |
84.86 |
83.75 |
84.50 |
+0.60 |
2 |
131 |
+2 |
Total Volume and Open Interest |
51,155 |
198,233 |
+1,408 |
Swiss Franc(CME) |
Mar16 |
160104 |
100.32 |
101.07 |
99.66 |
100.08 |
-0.24 |
9,393 |
48,709 |
-230 |
Jun16 |
160104 |
101.25 |
101.49 |
100.13 |
100.53 |
-0.25 |
2 |
141 |
+0 |
Sep16 |
160104 |
101.57 |
101.98 |
100.94 |
101.08 |
-0.26 |
0 |
16 |
+0 |
Total Volume and Open Interest |
9,395 |
48,884 |
-230 |
EuroFX(CME) |
Mar16 |
160104 |
108.84 |
109.66 |
107.99 |
108.46 |
-0.40 |
97,167 |
395,583 |
-1,324 |
Jun16 |
160104 |
109.07 |
109.96 |
108.32 |
108.77 |
-0.40 |
79 |
2,401 |
+4 |
Sep16 |
160104 |
109.61 |
110.33 |
108.74 |
109.17 |
-0.41 |
2 |
537 |
+1 |
Total Volume and Open Interest |
97,272 |
399,201 |
-1,296 |
Mexican Peso(CME) |
Jan16 |
160104 |
578.00 |
578.00 |
578.00 |
578.00 |
-3.75 |
0 |
1 |
+0 |
Feb16 |
160104 |
575.25 |
575.25 |
575.25 |
575.25 |
-4.00 |
|
|
|
Total Volume and Open Interest |
23,811 |
143,036 |
+3,280 |
Brazilian Real(CME) |
Feb16 |
160104 |
248.45 |
248.70 |
243.55 |
244.50 |
-4.50 |
1,374 |
9,814 |
+174 |
Mar16 |
160104 |
243.00 |
243.85 |
241.30 |
242.30 |
-4.60 |
155 |
5,749 |
-102 |
Apr16 |
160104 |
239.90 |
239.90 |
239.90 |
239.90 |
-5.70 |
|
|
|
May16 |
160104 |
237.50 |
237.50 |
237.50 |
237.50 |
-5.75 |
|
|
|
Total Volume and Open Interest |
2,018 |
29,356 |
+23 |
30-Year T-Bonds(CBOT) |
Mar16 |
160104 |
153~140 |
155~140 |
153~090 |
154~080 |
+0~160 |
148,904 |
504,199 |
-701 |
Jun16 |
160104 |
152~300 |
152~300 |
152~300 |
152~300 |
+0~160 |
1 |
12 |
+1 |
Sep16 |
160104 |
152~300 |
152~300 |
152~300 |
152~300 |
+0~160 |
|
|
|
Total Volume and Open Interest |
148,905 |
504,211 |
-700 |
10-Year T-Notes(CBOT) |
Mar16 |
160104 |
125~280 |
126~180 |
125~245 |
126~050 |
+0~080 |
706,089 |
2,522,161 |
+40,836 |
Jun16 |
160104 |
125~155 |
125~170 |
125~155 |
125~170 |
+0~050 |
0 |
74 |
+0 |
Sep16 |
160104 |
124~260 |
124~260 |
124~260 |
124~260 |
+0~050 |
|
|
|
Total Volume and Open Interest |
706,089 |
2,522,235 |
+40,836 |
5-Year T-Notes(CBOT) |
Mar16 |
160104 |
118~112 |
118~220 |
118~084 |
118~150 |
+0~046 |
407,258 |
2,275,574 |
+11,063 |
Jun16 |
160104 |
117~314 |
117~314 |
117~314 |
117~314 |
+0~050 |
|
|
|
Sep16 |
160104 |
117~164 |
117~164 |
117~164 |
117~164 |
+0~050 |
|
|
|
Total Volume and Open Interest |
415,404 |
2,311,937 |
+10,649 |
2 Year T-Notes(CBOT) |
Mar16 |
160104 |
108~202 |
108~236 |
108~192 |
108~212 |
+0~014 |
162,904 |
1,015,426 |
+8,834 |
Jun16 |
160104 |
108~136 |
108~136 |
108~136 |
108~136 |
+0~014 |
0 |
1 |
+0 |
Sep16 |
160104 |
108~056 |
108~056 |
108~056 |
108~056 |
+0~014 |
|
|
|
Total Volume and Open Interest |
164,786 |
1,019,653 |
+2,426 |
Eurodollars(CME) |
Mar16 |
160104 |
99.260 |
99.295 |
99.255 |
99.275 |
+0.010 |
109,294 |
1,286,749 |
+17,411 |
Jun16 |
160104 |
99.095 |
99.135 |
99.085 |
99.115 |
+0.015 |
106,074 |
1,157,305 |
+7,622 |
Sep16 |
160104 |
98.930 |
98.980 |
98.920 |
98.955 |
+0.020 |
109,208 |
1,130,782 |
+8,620 |
Dec16 |
160104 |
98.765 |
98.815 |
98.750 |
98.790 |
+0.020 |
139,256 |
1,306,915 |
+7,682 |
Mar17 |
160104 |
98.615 |
98.670 |
98.600 |
98.645 |
+0.025 |
119,697 |
844,110 |
-6,692 |
Jun17 |
160104 |
98.460 |
98.525 |
98.455 |
98.500 |
+0.030 |
98,114 |
634,689 |
+1,571 |
Sep17 |
160104 |
98.335 |
98.405 |
98.325 |
98.375 |
+0.030 |
76,618 |
615,617 |
-1,016 |
Dec17 |
160104 |
98.215 |
98.290 |
98.205 |
98.260 |
+0.035 |
88,497 |
704,211 |
+4,161 |
Mar18 |
160104 |
98.125 |
98.200 |
98.110 |
98.170 |
+0.035 |
56,241 |
403,331 |
-4,110 |
Jun18 |
160104 |
98.040 |
98.120 |
98.025 |
98.085 |
+0.035 |
48,289 |
365,964 |
+371 |
Sep18 |
160104 |
97.960 |
98.045 |
97.950 |
98.010 |
+0.040 |
42,768 |
337,272 |
-1,034 |
Dec18 |
160104 |
97.880 |
97.970 |
97.870 |
97.930 |
+0.040 |
55,801 |
336,446 |
+5,891 |
Mar19 |
160104 |
97.815 |
97.910 |
97.810 |
97.870 |
+0.040 |
27,808 |
206,147 |
+1,006 |
Jun19 |
160104 |
97.750 |
97.850 |
97.745 |
97.805 |
+0.035 |
22,082 |
153,431 |
-1,495 |
Sep19 |
160104 |
97.685 |
97.790 |
97.685 |
97.745 |
+0.035 |
19,195 |
122,014 |
-942 |
Dec19 |
160104 |
97.630 |
97.730 |
97.625 |
97.685 |
+0.035 |
30,402 |
140,032 |
+8,384 |
Mar20 |
160104 |
97.575 |
97.680 |
97.575 |
97.635 |
+0.035 |
14,867 |
66,653 |
+1,622 |
Jun20 |
160104 |
97.525 |
97.630 |
97.525 |
97.580 |
+0.030 |
16,167 |
48,596 |
+52 |
Total Volume and Open Interest |
1,230,074 |
10,326,370 |
+51,260 |
Ultra T-Bond(CBOT) |
Mar16 |
160104 |
158~06 |
160~22 |
157~31 |
159~08 |
+0~18 |
53,436 |
612,596 |
+1,661 |
Jun16 |
160104 |
160~09 |
160~09 |
160~09 |
160~09 |
+1~05 |
|
|
|
Sep16 |
160104 |
160~09 |
160~09 |
160~09 |
160~09 |
+1~05 |
|
|
|
Total Volume and Open Interest |
53,436 |
612,596 |
+1,661 |
30 Day Federal Funds(CBOT) |
Jan16 |
160104 |
99.665 |
99.668 |
99.665 |
99.665 |
unch |
5,180 |
157,609 |
-447 |
Feb16 |
160104 |
99.640 |
99.645 |
99.640 |
99.645 |
+0.005 |
5,931 |
141,375 |
+644 |
Mar16 |
160104 |
99.570 |
99.585 |
99.565 |
99.575 |
+0.005 |
3,020 |
33,894 |
-1,913 |
Apr16 |
160104 |
99.500 |
99.520 |
99.495 |
99.510 |
+0.005 |
4,440 |
86,358 |
+989 |
May16 |
160104 |
99.470 |
99.495 |
99.465 |
99.475 |
unch |
3,130 |
62,328 |
-1,032 |
Jun16 |
160104 |
99.415 |
99.440 |
99.415 |
99.425 |
+0.005 |
948 |
23,595 |
-398 |
Total Volume and Open Interest |
32,256 |
742,610 |
-5,261 |
3-Mth Euro-Yen(CME) |
Mar16 |
160104 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun16 |
160104 |
99.800 |
99.800 |
99.800 |
99.800 |
unch |
|
|
|
Sep16 |
160104 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec16 |
160104 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160104 |
99.955 |
99.955 |
99.955 |
99.955 |
unch |
|
|
|
Jun17 |
160104 |
99.815 |
99.815 |
99.815 |
99.815 |
unch |
|
|
|
Sep17 |
160104 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec17 |
160104 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Mar18 |
160104 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Jun18 |
160104 |
99.255 |
99.255 |
99.255 |
99.255 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Mar16 |
160104 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Jun16 |
160104 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
|
|
|
Sep16 |
160104 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
|
|
|
Dec16 |
160104 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
4 |
+0 |
Mar17 |
160104 |
99.96 |
99.96 |
99.96 |
99.96 |
unch |
|
|
|
Jun17 |
160104 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
|
|
|
Sep17 |
160104 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Dec17 |
160104 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar16 |
160104 |
149.06 |
149.15 |
149.00 |
149.14 |
+0.08 |
1,145 |
20,826 |
+104 |
Jun16 |
160104 |
148.58 |
148.58 |
148.58 |
148.58 |
+0.08 |
|
|
|
Sep16 |
160104 |
148.02 |
148.02 |
148.02 |
148.02 |
+0.08 |
|
|
|
Total Volume and Open Interest |
1,145 |
20,826 |
+104 |
Euro-Bund(EUREX) |
Mar16 |
160104 |
158.39 |
158.95 |
158.33 |
158.79 |
+0.87 |
275,441 |
1,109,233 |
-9,376 |
Jun16 |
160104 |
156.27 |
156.27 |
156.26 |
156.26 |
+0.85 |
13 |
941 |
+11 |
Sep16 |
160104 |
155.15 |
155.15 |
155.15 |
155.15 |
-0.26 |
|
|
|
Total Volume and Open Interest |
275,454 |
1,110,174 |
-9,365 |
Euro-Bobl(EUREX) |
Mar16 |
160104 |
130.77 |
130.97 |
130.77 |
130.86 |
+0.19 |
179,954 |
900,621 |
-872 |
Jun16 |
160104 |
129.11 |
129.11 |
129.11 |
129.11 |
+0.19 |
0 |
45 |
+0 |
Sep16 |
160104 |
129.11 |
129.11 |
129.11 |
129.11 |
+0.19 |
|
|
|
Total Volume and Open Interest |
179,954 |
900,666 |
-872 |
3-Mth Euribor(EUREX) |
Mar16 |
160104 |
100.165 |
100.165 |
100.165 |
100.165 |
unch |
13 |
6,139 |
-2 |
Jun16 |
160104 |
100.195 |
100.195 |
100.195 |
100.195 |
+0.010 |
17 |
10,684 |
+0 |
Sep16 |
160104 |
100.190 |
100.200 |
100.190 |
100.200 |
+0.010 |
42 |
4,989 |
+0 |
Total Volume and Open Interest |
156 |
71,129 |
-2 |
Long Gilt(LIFFE) |
Mar16 |
160104 |
117~01 |
117~19 |
117~01 |
117~14 |
+0~21 |
101,076 |
401,132 |
-5,282 |
Jun16 |
160104 |
116~20 |
116~20 |
116~20 |
116~20 |
+0~21 |
|
|
|
Total Volume and Open Interest |
101,076 |
401,132 |
-5,282 |
3-Mth Short Sterling(LIFFE) |
Mar16 |
160104 |
99.37 |
99.38 |
99.36 |
99.37 |
+0.01 |
20,292 |
375,054 |
-7,138 |
Jun16 |
160104 |
99.26 |
99.30 |
99.25 |
99.29 |
+0.03 |
37,770 |
479,553 |
-3,719 |
Sep16 |
160104 |
99.16 |
99.19 |
99.13 |
99.18 |
+0.05 |
51,466 |
335,926 |
-11,271 |
Dec16 |
160104 |
99.00 |
99.06 |
98.98 |
99.05 |
+0.07 |
33,525 |
411,066 |
-6,005 |
Mar17 |
160104 |
98.87 |
98.92 |
98.84 |
98.91 |
+0.07 |
31,913 |
391,105 |
-936 |
Jun17 |
160104 |
98.72 |
98.80 |
98.71 |
98.78 |
+0.08 |
27,105 |
295,958 |
-1,510 |
Total Volume and Open Interest |
380,861 |
3,245,164 |
-40,724 |
3-Mth Euribor(LIFFE) |
Mar16 |
160104 |
100.165 |
100.180 |
100.160 |
100.170 |
+0.005 |
33,927 |
453,127 |
-4,506 |
Jun16 |
160104 |
100.185 |
100.200 |
100.180 |
100.190 |
+0.010 |
13,280 |
400,892 |
-2,533 |
Sep16 |
160104 |
100.185 |
100.205 |
100.185 |
100.200 |
+0.015 |
13,931 |
348,575 |
-713 |
Total Volume and Open Interest |
234,673 |
3,319,270 |
-10,860 |
3-Mth Aus T-Bills(SFE) |
Mar16 |
160104 |
97.77 |
97.78 |
97.76 |
97.78 |
unch |
13,135 |
220,719 |
-2,681 |
Jun16 |
160104 |
97.85 |
97.87 |
97.84 |
97.87 |
+0.02 |
21,030 |
222,726 |
+3,386 |
Sep16 |
160104 |
97.89 |
97.91 |
97.88 |
97.91 |
+0.03 |
11,337 |
146,470 |
+134 |
Dec16 |
160104 |
97.90 |
97.92 |
97.89 |
97.92 |
+0.03 |
6,372 |
111,676 |
-725 |
Mar17 |
160104 |
97.88 |
97.91 |
97.88 |
97.91 |
+0.03 |
5,647 |
78,912 |
+2,226 |
Jun17 |
160104 |
97.86 |
97.88 |
97.85 |
97.88 |
+0.03 |
2,384 |
46,856 |
+124 |
Sep17 |
160104 |
97.81 |
97.84 |
97.80 |
97.84 |
+0.03 |
1,182 |
38,926 |
+224 |
Dec17 |
160104 |
97.75 |
97.78 |
97.75 |
97.78 |
+0.03 |
396 |
22,237 |
+100 |
Mar18 |
160104 |
97.68 |
97.72 |
97.68 |
97.72 |
+0.03 |
568 |
5,404 |
+315 |
Jun18 |
160104 |
97.66 |
97.66 |
97.66 |
97.66 |
+0.03 |
161 |
6,496 |
+33 |
Total Volume and Open Interest |
62,213 |
901,506 |
+3,136 |
10-Year Aus T-Bonds(SFE) |
Mar16 |
160104 |
97.15 |
97.19 |
97.11 |
97.18 |
+0.06 |
45,487 |
713,817 |
-2,092 |
Jun16 |
160104 |
97.18 |
97.18 |
97.18 |
97.18 |
+0.06 |
|
|
|
Total Volume and Open Interest |
45,487 |
713,817 |
-2,092 |
3-Year Aus T-Bonds(SFE) |
Mar16 |
160104 |
97.97 |
98.00 |
97.94 |
98.00 |
+0.04 |
71,493 |
714,748 |
-8,061 |
Jun16 |
160104 |
98.00 |
98.00 |
98.00 |
98.00 |
+0.04 |
|
|
|
Total Volume and Open Interest |
71,493 |
714,748 |
-8,061 |
Gold(CMX) |
Feb16 |
160104 |
1061.5 |
1083.0 |
1061.0 |
1075.2 |
+15.0 |
98,711 |
280,974 |
+5,554 |
Apr16 |
160104 |
1062.1 |
1083.5 |
1061.9 |
1075.8 |
+15.0 |
10,165 |
53,398 |
+5,148 |
Jun16 |
160104 |
1065.6 |
1083.6 |
1063.0 |
1076.5 |
+15.0 |
2,328 |
28,585 |
+1,026 |
Aug16 |
160104 |
1065.7 |
1080.3 |
1065.7 |
1077.3 |
+14.9 |
354 |
10,152 |
+10 |
Oct16 |
160104 |
1066.2 |
1080.2 |
1066.2 |
1078.3 |
+14.9 |
95 |
3,147 |
+82 |
Dec16 |
160104 |
1068.8 |
1085.0 |
1066.0 |
1079.5 |
+14.9 |
411 |
17,549 |
-160 |
Feb17 |
160104 |
1086.0 |
1086.0 |
1080.8 |
1080.8 |
+14.9 |
1 |
373 |
+0 |
Apr17 |
160104 |
1082.2 |
1082.2 |
1082.2 |
1082.2 |
+14.9 |
0 |
682 |
+0 |
Jun17 |
160104 |
1083.7 |
1083.7 |
1083.7 |
1083.7 |
+14.9 |
0 |
5,184 |
+0 |
Aug17 |
160104 |
1085.4 |
1085.4 |
1085.4 |
1085.4 |
+14.9 |
0 |
90 |
+0 |
Oct17 |
160104 |
1087.2 |
1087.2 |
1087.2 |
1087.2 |
+14.8 |
|
|
|
Dec17 |
160104 |
1083.0 |
1089.0 |
1083.0 |
1089.0 |
+14.7 |
251 |
6,101 |
+225 |
Total Volume and Open Interest |
112,530 |
413,402 |
+11,870 |
Silver(CMX) |
Mar16 |
160104 |
1381.5 |
1418.5 |
1380.0 |
1384.1 |
+3.8 |
24,313 |
129,984 |
+1,846 |
May16 |
160104 |
1387.0 |
1421.0 |
1386.5 |
1387.2 |
+3.8 |
1,184 |
12,834 |
+121 |
Jul16 |
160104 |
1390.0 |
1423.0 |
1390.0 |
1390.4 |
+3.7 |
207 |
6,370 |
+63 |
Sep16 |
160104 |
1396.0 |
1402.0 |
1393.6 |
1393.6 |
+3.6 |
48 |
5,270 |
+44 |
Dec16 |
160104 |
1400.0 |
1415.0 |
1397.5 |
1398.3 |
+3.6 |
169 |
8,881 |
+108 |
Mar17 |
160104 |
1403.4 |
1403.4 |
1403.4 |
1403.4 |
+3.5 |
0 |
39 |
+0 |
May17 |
160104 |
1407.0 |
1407.0 |
1407.0 |
1407.0 |
+3.5 |
0 |
28 |
+0 |
Total Volume and Open Interest |
26,037 |
166,984 |
+2,092 |
Platinum(NYMEX) |
Jan16 |
160104 |
890.6 |
891.9 |
877.4 |
883.2 |
-8.5 |
3,066 |
1,108 |
-2,060 |
Apr16 |
160104 |
892.0 |
894.4 |
874.7 |
884.5 |
-8.7 |
13,176 |
62,673 |
+1,976 |
Jul16 |
160104 |
888.0 |
893.2 |
883.0 |
885.3 |
-8.7 |
60 |
2,680 |
+24 |
Oct16 |
160104 |
894.0 |
894.0 |
886.6 |
886.6 |
-8.8 |
0 |
21 |
+0 |
Total Volume and Open Interest |
16,336 |
66,534 |
-49 |
Palladium(NYMEX) |
Mar16 |
160104 |
562.80 |
563.30 |
538.30 |
544.20 |
-17.80 |
2,661 |
24,217 |
+434 |
Jun16 |
160104 |
550.55 |
551.45 |
540.00 |
544.55 |
-17.70 |
6 |
305 |
+1 |
Sep16 |
160104 |
546.10 |
547.10 |
544.90 |
544.90 |
-17.70 |
0 |
9 |
+0 |
Total Volume and Open Interest |
2,671 |
24,553 |
+434 |
Copper(CMX) |
Mar16 |
160104 |
213.35 |
213.95 |
206.90 |
207.95 |
-5.55 |
25,887 |
120,674 |
-1,870 |
May16 |
160104 |
214.15 |
214.35 |
207.70 |
208.70 |
-5.45 |
1,989 |
22,531 |
-69 |
Jul16 |
160104 |
214.70 |
214.80 |
208.25 |
209.25 |
-5.40 |
1,220 |
8,590 |
+481 |
Sep16 |
160104 |
214.05 |
214.05 |
208.80 |
209.75 |
-5.35 |
354 |
2,840 |
-60 |
Dec16 |
160104 |
210.00 |
210.20 |
209.75 |
210.20 |
-5.30 |
196 |
4,067 |
+2 |
Total Volume and Open Interest |
31,126 |
165,985 |
-1,343 |
E-mini DJIA Index(CBOT) |
Mar16 |
160104 |
17347 |
17399 |
16860 |
17085 |
-256 |
66,026 |
82,020 |
-111 |
Jun16 |
160104 |
17325 |
17325 |
16826 |
17007 |
-266 |
5 |
105 |
-3 |
Sep16 |
160104 |
16830 |
16936 |
16830 |
16936 |
-266 |
1 |
104 |
+0 |
Dec16 |
160104 |
16876 |
16876 |
16876 |
16876 |
-266 |
|
|
|
Total Volume and Open Interest |
66,032 |
82,229 |
-114 |
S & P 500(CME) |
Mar16 |
160104 |
2037.90 |
2042.40 |
1981.00 |
2009.10 |
-26.30 |
3,951 |
80,832 |
+1,345 |
Jun16 |
160104 |
2002.00 |
2002.00 |
1974.60 |
2002.00 |
-26.60 |
36 |
3,614 |
+3 |
Sep16 |
160104 |
1995.80 |
1995.80 |
1968.50 |
1995.80 |
-26.70 |
80 |
125 |
+30 |
Dec16 |
160104 |
1990.40 |
1990.40 |
1963.10 |
1990.40 |
-26.70 |
|
|
|
Total Volume and Open Interest |
4,067 |
84,571 |
+1,378 |
S & P 500 E-Mini(Globex) |
Mar16 |
160104 |
2037.75 |
2043.50 |
1980.25 |
2009.00 |
-26.50 |
720,601 |
2,486,459 |
-9,715 |
Jun16 |
160104 |
2032.50 |
2036.25 |
1973.50 |
2002.00 |
-26.50 |
706 |
9,406 |
-124 |
Sep16 |
160104 |
2024.50 |
2029.75 |
1967.00 |
1995.75 |
-26.75 |
270 |
846 |
+187 |
Dec16 |
160104 |
2016.50 |
2019.25 |
1967.00 |
1990.50 |
-26.50 |
4 |
49 |
-2 |
Total Volume and Open Interest |
721,581 |
2,496,760 |
-9,654 |
NASDAQ 100 E-Mini(Globex) |
Mar16 |
160104 |
4592.50 |
4606.80 |
4429.80 |
4504.50 |
-83.30 |
117,427 |
316,724 |
+1,022 |
Jun16 |
160104 |
4593.80 |
4601.00 |
4429.00 |
4499.50 |
-84.50 |
27 |
267 |
-9 |
Sep16 |
160104 |
4434.50 |
4585.80 |
4434.50 |
4496.00 |
-84.50 |
0 |
16 |
+0 |
Total Volume and Open Interest |
117,454 |
317,083 |
+1,013 |
S&P Midcap 400(CME) e-Mini |
Mar16 |
160104 |
1396.90 |
1399.00 |
1359.80 |
1376.50 |
-17.00 |
10,868 |
82,361 |
-952 |
Jun16 |
160104 |
1370.30 |
1392.00 |
1358.30 |
1370.30 |
-16.90 |
0 |
2 |
+0 |
Sep16 |
160104 |
1366.00 |
1366.00 |
1364.00 |
1366.00 |
-16.90 |
0 |
5 |
+0 |
Total Volume and Open Interest |
10,869 |
82,378 |
-953 |
Volatility Index(CBOE) |
Jan16 |
160104 |
18.50 |
21.27 |
18.25 |
19.83 |
+1.30 |
36,993 |
0 |
+0 |
Feb16 |
160104 |
18.85 |
20.70 |
18.64 |
19.53 |
+0.65 |
24,568 |
0 |
+0 |
Mar16 |
160104 |
18.90 |
20.45 |
18.80 |
19.53 |
+0.50 |
6,221 |
0 |
+0 |
Apr16 |
160104 |
19.27 |
20.58 |
19.19 |
19.78 |
+0.43 |
3,254 |
0 |
+0 |
Total Volume and Open Interest |
78,615 |
|
|
Russell 2000(ICE) |
Mar16 |
160104 |
1132.00 |
1136.60 |
1094.50 |
1106.00 |
-25.50 |
59,116 |
363,156 |
-1,905 |
Jun16 |
160104 |
1105.00 |
1105.00 |
1105.00 |
1105.00 |
-25.50 |
0 |
5 |
+0 |
Sep16 |
160104 |
1101.80 |
1101.80 |
1101.80 |
1101.80 |
-25.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
59,116 |
363,162 |
-1,905 |
Nikkei 225(CME) |
Mar16 |
160104 |
18820 |
18985 |
18130 |
18320 |
-485 |
3,351 |
48,096 |
+27 |
Jun16 |
160104 |
18690 |
18690 |
18275 |
18275 |
-485 |
1 |
14 |
+1 |
Total Volume and Open Interest |
3,352 |
48,110 |
+28 |
Nikkei 225(SGX) |
Mar16 |
160104 |
18800 |
18945 |
18370 |
18405 |
-465 |
43,221 |
203,888 |
+3,018 |
Jun16 |
160104 |
18715 |
18815 |
18290 |
18290 |
-465 |
94 |
678 |
+47 |
Sep16 |
160104 |
18270 |
18270 |
18270 |
18270 |
-465 |
0 |
20 |
+0 |
Total Volume and Open Interest |
43,326 |
215,157 |
+3,065 |
CAC 40(EURONEXT) |
Jan16 |
160104 |
4572.5 |
4587.0 |
4488.0 |
4521.5 |
-155.5 |
52,229 |
231,270 |
+4,658 |
Feb16 |
160104 |
4587.5 |
4587.5 |
4484.5 |
4516.5 |
-155.0 |
37 |
72 |
+10 |
Mar16 |
160104 |
4564.0 |
4564.0 |
4487.0 |
4516.5 |
-154.0 |
177 |
9,775 |
+2 |
Total Volume and Open Interest |
52,443 |
241,121 |
+4,670 |
Hang Seng Index(HKFE) |
Jan16 |
160104 |
21807 |
21857 |
21114 |
21123 |
-787 |
82,755 |
88,976 |
+2,812 |
Feb16 |
160104 |
21780 |
21780 |
21134 |
21134 |
-783 |
|
|
|
Mar16 |
160104 |
21736 |
21766 |
21080 |
21080 |
-788 |
430 |
5,761 |
+17 |
Total Volume and Open Interest |
98,125 |
116,142 |
-12,257 |
DAX(EUREX) |
Mar16 |
160104 |
10519.5 |
10523.5 |
10250.0 |
10264.0 |
-508.0 |
50,513 |
132,433 |
+936 |
Jun16 |
160104 |
10550.0 |
10550.0 |
10305.0 |
10305.0 |
-508.0 |
274 |
5,801 |
-36 |
Sep16 |
160104 |
10392.0 |
10461.5 |
10307.0 |
10307.0 |
-510.0 |
7 |
11 |
+7 |
Total Volume and Open Interest |
50,794 |
138,245 |
+907 |
FT-SE 100(EURONEXT) |
Mar16 |
160104 |
6174.50 |
6192.50 |
6016.00 |
6022.00 |
-176.00 |
52,980 |
522,240 |
-1,768 |
Jun16 |
160104 |
6127.00 |
6127.00 |
5969.50 |
5969.50 |
-175.50 |
0 |
3,137 |
+0 |
Sep16 |
160104 |
5988.00 |
5988.00 |
5923.50 |
5923.50 |
-175.50 |
|
|
|
Total Volume and Open Interest |
52,980 |
525,377 |
-1,768 |
SPI 200(SFE) |
Mar16 |
160104 |
5249.0 |
5297.0 |
5226.0 |
5252.0 |
-5.0 |
26,942 |
228,980 |
+866 |
Jun16 |
160104 |
5276.0 |
5276.0 |
5243.0 |
5243.0 |
-6.0 |
6 |
1,576 |
+2 |
Sep16 |
160104 |
5191.0 |
5191.0 |
5191.0 |
5191.0 |
-6.0 |
0 |
635 |
+0 |
Total Volume and Open Interest |
27,012 |
234,226 |
+859 |
FTSE MIB(ISE) |
Mar16 |
160104 |
21110.00 |
21130.00 |
20690.00 |
20745.00 |
-697.00 |
17,257 |
72,813 |
-7 |
Jun16 |
160104 |
20555.00 |
20565.00 |
20338.00 |
20338.00 |
-694.00 |
6 |
64 |
+3 |
Sep16 |
160104 |
20221.00 |
20221.00 |
20221.00 |
20221.00 |
-686.00 |
|
|
|
Total Volume and Open Interest |
17,263 |
72,877 |
-4 |
KOSPI 200(KFE) |
Mar16 |
160104 |
234.20 |
235.00 |
234.05 |
235.00 |
-5.45 |
121,842 |
98,650 |
+984 |
Jun16 |
160104 |
235.30 |
236.00 |
235.30 |
236.00 |
-5.40 |
355 |
1,371 |
+25 |
Sep16 |
160104 |
240.35 |
240.35 |
236.80 |
236.80 |
-5.75 |
65 |
344 |
-26 |
Total Volume and Open Interest |
122,266 |
101,590 |
+984 |
GSCI(CME) |
Jan16 |
160104 |
317.00 |
317.25 |
307.60 |
309.80 |
-2.50 |
100 |
12,280 |
+48 |
Feb16 |
160104 |
315.15 |
320.55 |
314.70 |
315.15 |
-2.40 |
|
|
|
Mar16 |
160104 |
322.15 |
322.15 |
322.15 |
322.15 |
-2.40 |
|
|
|
Total Volume and Open Interest |
100 |
12,280 |
+48 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|