Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Wed January 06, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan16 160106 867.00 878.00 861.75 875.75 +8.00 9,343 10,699 -2,310
Mar16 160106 856.50 868.00 852.00 864.75 +7.50 95,915 317,784 +2,797
May16 160106 861.00 870.50 856.00 867.50 +5.75 24,048 119,979 +1,712
Jul16 160106 869.00 877.50 863.00 874.50 +5.25 16,233 98,421 +1,701
Aug16 160106 870.25 879.50 866.00 877.00 +5.25 1,032 12,479 -5
Sep16 160106 868.75 879.00 865.25 876.00 +4.25 319 3,669 +68
Nov16 160106 874.00 881.75 868.00 878.75 +3.75 6,687 82,909 +1,226
Jan17 160106 876.25 887.50 874.25 884.50 +4.00 36 681 +13
Mar17 160106 879.75 889.75 878.00 888.00 +3.75 44 1,505 +9
May17 160106 885.00 893.00 882.00 891.75 +3.75 21 880 +13
Jul17 160106 889.00 899.00 887.25 897.50 +4.00 36 976 +1
Aug17 160106 895.00 895.00 895.00 895.00 +4.25 0 40 +0
Sep17 160106 890.50 890.50 890.50 890.50 +5.00 0 24 +0
Nov17 160106 880.00 890.00 879.00 888.25 +4.00 51 1,183 +17
Total Volume and Open Interest 153,765 651,244 +5,242
Soybean Meal(CBOT)
Jan16 160106 265.10 268.70 263.50 266.90 +1.60 1,703 2,648 -633
Mar16 160106 266.50 270.60 264.50 268.70 +2.40 34,090 190,498 +2,010
May16 160106 269.10 273.00 267.30 271.20 +2.10 9,402 71,773 -433
Jul16 160106 272.30 276.00 270.40 274.20 +1.90 6,031 56,137 +369
Aug16 160106 273.20 277.20 272.00 275.60 +1.80 1,229 16,861 +149
Sep16 160106 275.00 278.50 273.40 276.70 +1.50 1,181 14,503 +200
Oct16 160106 274.90 278.10 274.20 277.10 +1.40 573 11,164 +102
Dec16 160106 276.40 279.80 275.30 278.40 +1.30 1,781 34,609 +519
Jan17 160106 277.60 280.60 277.50 279.60 +1.30 35 1,657 +6
Mar17 160106 280.30 280.80 280.30 280.80 +1.30 20 2,196 +10
Total Volume and Open Interest 56,089 404,298 +2,314
Soybean Oil(CBOT)
Jan16 160106 29.56 29.60 29.19 29.59 -0.04 3,648 2,974 -1,377
Mar16 160106 29.76 29.84 29.34 29.78 -0.03 59,320 170,130 -2,826
May16 160106 30.01 30.04 29.57 30.01 -0.02 13,425 83,726 +335
Jul16 160106 30.20 30.29 29.81 30.25 -0.02 10,493 60,201 +2,435
Aug16 160106 30.25 30.36 29.90 30.32 -0.02 494 9,240 +106
Sep16 160106 30.36 30.38 29.95 30.37 -0.02 896 9,432 +235
Oct16 160106 30.27 30.37 29.95 30.37 unch 602 8,965 +162
Dec16 160106 30.41 30.51 30.01 30.46 +0.02 2,245 31,561 -172
Jan17 160106 30.47 30.68 30.32 30.68 +0.02 23 1,923 +3
Mar17 160106 30.50 30.89 30.50 30.89 +0.02 2 1,743 +0
Total Volume and Open Interest 91,219 382,589 -1,075
Canola(WCE)
Jan16 160106 478.0 478.0 478.0 478.0 +1.8 29 1,913 -94
Mar16 160106 483.0 486.9 482.2 486.1 +1.8 12,225 134,650 +546
May16 160106 489.5 494.2 489.2 493.6 +2.6 1,472 15,599 +165
Jul16 160106 491.9 497.7 491.5 497.2 +3.7 885 17,398 +125
Nov16 160106 487.0 493.5 486.6 493.4 +4.1 365 13,805 +121
Total Volume and Open Interest 14,986 184,103 +866
Corn(CBOT)
Mar16 160106 353.50 354.75 350.25 353.25 +0.25 188,747 727,298 +12,506
May16 160106 359.00 360.00 355.50 358.50 unch 58,755 201,845 -4,744
Jul16 160106 365.50 366.25 361.50 364.50 -0.25 40,290 178,787 +2,283
Sep16 160106 370.50 371.25 367.00 370.25 +0.25 9,782 74,524 +577
Dec16 160106 378.50 379.50 375.00 378.25 +0.50 21,082 147,221 +4,926
Mar17 160106 388.25 389.00 385.00 388.00 +0.50 505 9,102 +222
May17 160106 394.75 395.00 392.00 394.50 +0.25 83 2,076 +24
Jul17 160106 399.00 400.50 397.00 399.50 +0.50 107 2,747 +34
Sep17 160106 394.50 395.75 393.75 395.75 +1.25 11 1,294 -3
Dec17 160106 395.00 396.00 393.00 395.00 +0.25 488 4,583 +177
Total Volume and Open Interest 319,925 1,350,186 +16,058
Wheat(CBOT)
Mar16 160106 461.25 465.75 456.75 462.75 +1.50 79,124 238,128 +17,991
May16 160106 467.00 471.25 462.50 468.25 +1.50 15,302 53,788 +1,950
Jul16 160106 475.25 478.75 469.75 475.75 +1.50 18,866 63,147 +4,605
Sep16 160106 485.00 487.50 479.50 485.50 +1.50 1,267 12,501 +219
Dec16 160106 498.25 502.50 494.00 500.00 +1.75 2,385 22,819 +205
Mar17 160106 511.75 511.75 507.25 511.75 +1.25 228 2,183 +11
Total Volume and Open Interest 117,193 392,727 +24,991
Wheat(KCBT)
Mar16 160106 460.00 464.00 454.75 461.00 +1.00 18,230 109,489 +3,625
May16 160106 469.25 473.75 464.50 470.50 +1.25 1,777 23,233 +400
Jul16 160106 478.75 483.00 473.75 480.50 +1.50 4,897 43,050 +95
Sep16 160106 491.00 497.00 488.25 494.75 +1.50 1,229 7,421 +181
Dec16 160106 511.00 517.75 510.75 515.25 +1.00 3,228 13,541 +1,096
Mar17 160106 526.00 529.75 525.00 529.75 +1.00 1,745 2,323 +775
Total Volume and Open Interest 31,386 199,461 +6,316
Wheat(MGE)
Mar16 160106 487.75 493.00 484.75 489.75 +2.00 5,876 32,840 +626
May16 160106 496.25 501.50 493.00 497.50 +1.50 2,595 14,363 +526
Jul16 160106 506.25 511.25 502.75 507.25 +1.00 2,079 12,219 +278
Sep16 160106 519.00 523.25 515.25 519.50 +0.75 689 6,218 +106
Dec16 160106 535.00 540.00 532.75 535.25 +0.25 1,476 4,896 +71
Total Volume and Open Interest 13,821 71,367 +2,024
Oats(CBOT)
Mar16 160106 210.00 212.25 208.50 212.00 +1.75 621 7,305 +84
May16 160106 211.00 212.00 209.00 210.75 +0.25 87 1,480 +22
Jul16 160106 218.00 218.00 213.75 213.75 +0.50 32 430 -5
Sep16 160106 219.25 219.25 219.25 219.25 +0.50 16 26 +14
Total Volume and Open Interest 756 9,357 +115
Rough Rice(CBOT)
Jan16 160106 11.63 11.63 11.57 11.57 -0.10 180 186 -300
Mar16 160106 11.88 11.97 11.79 11.83 -0.10 647 9,681 -27
May16 160106 12.11 12.11 12.11 12.11 -0.10 157 2,590 +2
Jul16 160106 12.38 12.38 12.38 12.38 -0.10 2 920 +0
Total Volume and Open Interest 986 13,476 -325
Live Cattle(CME)
Feb16 160106 136.435 136.985 135.450 136.535 -0.250 22,831 100,267 -1,548
Apr16 160106 136.750 137.750 136.100 137.300 -0.050 12,953 72,691 +85
Jun16 160106 126.930 127.850 126.150 127.785 +0.285 7,096 53,835 +824
Aug16 160106 123.230 124.350 122.385 124.285 +0.535 2,750 18,625 +24
Oct16 160106 124.135 125.400 123.400 125.330 +0.630 1,451 10,038 +117
Dec16 160106 124.180 125.350 123.450 125.285 +0.605 573 6,899 +201
Total Volume and Open Interest 47,871 264,740 -197
Feeder Cattle(CME)
Jan16 160106 166.985 168.985 166.000 168.330 +0.545 1,977 6,946 -176
Mar16 160106 164.400 166.150 162.850 165.450 +0.400 4,444 14,225 -179
Apr16 160106 164.035 165.750 162.630 165.330 +0.580 1,733 3,688 +174
May16 160106 162.750 165.200 162.050 164.700 +0.465 1,585 5,107 -19
Aug16 160106 165.130 166.485 163.580 166.050 +0.365 714 4,184 +225
Sep16 160106 162.580 163.985 161.685 163.935 +0.450 75 505 +34
Oct16 160106 159.380 160.750 159.380 160.750 +0.700 25 279 +8
Total Volume and Open Interest 10,569 35,232 +82
Lean Hogs(CME)
Feb16 160106 60.880 61.500 60.650 60.830 -0.270 13,829 72,302 +82
Apr16 160106 66.200 66.475 65.600 65.850 -0.230 6,107 42,169 +691
May16 160106 74.300 74.300 73.800 73.800 -0.430 72 973 +31
Jun16 160106 77.885 78.135 77.200 77.450 -0.350 2,716 25,657 +380
Jul16 160106 78.035 78.200 77.250 77.680 -0.370 699 7,883 +54
Aug16 160106 77.730 77.930 76.885 77.300 -0.430 816 8,365 +308
Oct16 160106 66.350 66.450 65.650 66.100 -0.050 500 5,379 -47
Dec16 160106 62.400 62.600 61.700 62.080 -0.405 511 4,197 +198
Total Volume and Open Interest 25,425 167,440 +1,806
Class III Milk(CME)
Jan16 160106 13.55 13.58 13.49 13.52 +0.02 237 4,031 -54
Feb16 160106 13.34 13.34 13.13 13.20 -0.10 454 4,628 +232
Mar16 160106 13.67 13.69 13.52 13.55 -0.11 312 3,560 +15
Apr16 160106 14.11 14.12 13.97 14.01 -0.08 107 2,830 +39
May16 160106 14.38 14.43 14.35 14.39 -0.04 28 2,676 -9
Jun16 160106 14.72 14.78 14.65 14.71 -0.06 42 2,431 +26
Jul16 160106 15.15 15.17 15.07 15.13 -0.11 17 2,016 +6
Aug16 160106 15.59 15.62 15.57 15.57 -0.12 15 1,869 +11
Sep16 160106 16.00 16.00 15.93 15.93 -0.07 26 1,860 +22
Oct16 160106 16.00 16.00 15.98 16.00 -0.03 17 1,490 +11
Nov16 160106 15.95 15.95 15.92 15.92 -0.03 21 1,367 +20
Dec16 160106 16.08 16.08 15.83 15.83 unch 11 1,290 +7
Jan17 160106 16.08 16.08 15.85 15.85 -0.23 2 102 +2
Total Volume and Open Interest 1,292 30,462 +331
Cocoa(ICE)
Mar16 160106 3033 3052 2970 2981 -78 25,293 95,269 -3,469
May16 160106 3049 3054 2974 2984 -77 12,214 47,409 +2,095
Jul16 160106 3042 3052 2972 2982 -77 4,008 24,428 +275
Sep16 160106 3033 3046 2966 2976 -77 1,738 18,517 -63
Dec16 160106 3005 3027 2948 2958 -76 988 10,604 +16
Mar17 160106 2997 3002 2934 2938 -75 723 19,727 -87
May17 160106 2997 2997 2932 2932 -75 79 1,503 -39
Total Volume and Open Interest 45,048 222,696 -1,267
Coffee "C"(ICE)
Mar16 160106 123.05 123.25 119.50 119.95 -3.05 21,943 84,453 -2,145
May16 160106 125.10 125.35 121.65 122.10 -3.00 5,797 34,745 +256
Jul16 160106 126.85 126.95 123.60 124.10 -3.00 2,679 20,800 +710
Sep16 160106 128.95 128.95 125.30 125.80 -2.95 1,952 10,465 +111
Dec16 160106 131.35 131.35 127.70 128.15 -3.05 1,405 13,746 +55
Mar17 160106 133.60 133.60 130.00 130.40 -3.10 544 3,499 +115
Total Volume and Open Interest 34,711 171,639 -725
Orange Juice(ICE)
Jan16 160106 142.00 143.05 142.00 143.05 +0.95 18 526 -16
Mar16 160106 143.40 146.90 142.25 145.80 +3.20 562 11,576 +113
May16 160106 145.50 145.50 145.40 145.40 +3.10 46 1,408 -10
Jul16 160106 146.55 146.55 146.55 146.55 +3.60 21 466 +5
Sep16 160106 146.65 146.65 146.65 146.65 +3.30 0 88 +0
Nov16 160106 146.65 146.65 146.65 146.65 +3.30 0 4 +0
Total Volume and Open Interest 647 14,071 +92
Sugar #11(ICE)
Mar16 160106 14.60 14.64 14.40 14.42 -0.15 48,471 390,280 -6,730
May16 160106 14.35 14.35 14.10 14.12 -0.13 14,489 185,405 +974
Jul16 160106 14.03 14.04 13.86 13.88 -0.11 7,456 135,896 +1,661
Oct16 160106 14.14 14.14 13.95 13.98 -0.08 3,262 75,933 +1,304
Mar17 160106 14.50 14.56 14.40 14.45 -0.05 763 45,301 -12
May17 160106 14.31 14.34 14.19 14.23 -0.05 67 9,333 +7
Jul17 160106 14.08 14.11 13.97 14.00 -0.05 100 14,664 -5
Oct17 160106 14.06 14.08 13.96 13.98 -0.03 14 11,354 +3
Total Volume and Open Interest 74,657 875,756 -2,798
London Cocoa(LCE)
Mar16 160106 2155 2161 2111 2115 -48 10,975 88,953 +816
May16 160106 2158 2162 2111 2115 -45 4,954 35,537 +227
Jul16 160106 2150 2156 2107 2111 -45 3,119 43,611 +291
Sep16 160106 2139 2148 2100 2104 -45 2,724 37,053 +241
Dec16 160106 2118 2118 2073 2076 -43 942 25,076 +295
Mar17 160106 2076 2079 2051 2053 -40 168 28,897 -9
May17 160106 2050 2050 2050 2050 -38 0 557 +0
Total Volume and Open Interest 22,882 259,827 +1,861
London Sugar(LCE)
Mar16 160106 413.00 422.00 413.00 419.20 +6.50 7,050 43,381 +799
May16 160106 409.00 412.70 408.00 410.80 +3.10 2,118 20,904 +634
Aug16 160106 402.20 406.00 401.00 404.10 +2.70 714 10,906 +175
Oct16 160106 398.50 400.40 396.40 399.10 +1.70 253 6,319 +114
Dec16 160106 396.40 398.70 395.90 398.20 +1.50 270 2,147 +59
Total Volume and Open Interest 10,500 85,812 +1,782
Cotton(ICE)
Mar16 160106 62.61 62.68 61.86 62.00 -0.68 21,945 121,661 -2,185
May16 160106 63.41 63.42 62.55 62.75 -0.70 4,959 32,534 -192
Jul16 160106 64.13 64.14 63.21 63.48 -0.69 2,276 18,499 +1,513
Oct16 160106 63.19 63.19 63.19 63.19 -0.65 0 3 +0
Dec16 160106 64.00 64.00 63.35 63.63 -0.63 391 11,301 +59
Mar17 160106 64.54 64.54 64.54 64.54 -0.58 119 439 +8
Total Volume and Open Interest 29,756 184,593 -801
Lumber(CME)
Jan16 160106 256.2 256.8 254.5 255.5 -1.0 183 556 -70
Mar16 160106 255.5 257.6 253.7 254.3 -1.6 341 2,707 +27
May16 160106 254.3 255.3 253.3 253.8 -1.6 21 538 +7
Jul16 160106 257.0 257.0 257.0 257.0 -0.2 4 36 +3
Total Volume and Open Interest 550 3,846 -32
Crude Oil(NYM)
Feb16 160106 36.18 36.39 33.77 33.97 -2.00 431,985 437,506 +398
Mar16 160106 37.39 37.57 35.07 35.20 -1.98 108,270 280,277 +5,466
Apr16 160106 38.46 38.59 36.21 36.31 -1.92 44,605 124,715 +5,682
May16 160106 39.46 39.55 37.21 37.30 -1.85 25,207 82,731 +1,201
Jun16 160106 40.25 40.25 38.07 38.16 -1.78 35,888 140,242 -726
Jul16 160106 40.67 40.73 38.80 38.89 -1.72 12,511 42,721 +627
Aug16 160106 41.35 41.35 39.45 39.52 -1.67 6,804 31,575 +499
Sep16 160106 41.75 41.75 40.00 40.09 -1.63 12,072 62,655 +423
Oct16 160106 41.33 41.33 40.53 40.60 -1.60 2,846 30,491 +235
Nov16 160106 42.65 42.65 41.12 41.12 -1.57 2,228 25,829 +129
Dec16 160106 43.50 43.55 41.53 41.65 -1.54 25,303 167,640 +563
Jan17 160106 43.14 43.14 42.00 42.08 -1.51 986 23,871 -18
Feb17 160106 42.49 42.49 42.49 42.49 -1.48 839 9,468 +5
Mar17 160106 42.87 42.91 42.87 42.90 -1.45 879 11,983 +149
Apr17 160106 43.29 43.29 43.29 43.29 -1.42 132 6,258 +43
May17 160106 43.65 43.65 43.65 43.65 -1.39 200 5,289 +37
Total Volume and Open Interest 724,704 1,687,216 +15,871
e-miNY Crude Oil(NYM)
Feb16 160106 36.100 36.375 33.775 33.975 -2.000 11,688 3,495 +119
Mar16 160106 37.500 37.575 35.100 35.200 -1.975 851 1,168 -25
Apr16 160106 37.775 37.775 36.200 36.300 -1.925 227 368 +0
May16 160106 38.625 38.625 37.300 37.300 -1.850 83 459 -26
Jun16 160106 38.000 38.250 38.000 38.150 -1.800 13 43 -3
Jul16 160106 38.950 38.950 38.900 38.900 -1.700 1 8 +0
Aug16 160106 39.525 39.525 39.525 39.525 -1.675 0 3 +0
Sep16 160106 40.000 40.100 40.000 40.100 -1.625 0 7 +0
Oct16 160106 40.600 40.600 40.600 40.600 -1.600 2 4 +2
Nov16 160106 41.125 41.125 41.125 41.125 -1.575 2 1 +0
Total Volume and Open Interest 12,871 6,033 +69
NY Harbor ULSD(NYM)
Feb16 160106 113.09 113.93 107.20 108.07 -4.46 66,474 97,325 -713
Mar16 160106 115.27 115.37 109.22 109.76 -4.67 32,021 62,813 +1,059
Apr16 160106 116.38 116.38 110.71 111.08 -4.66 19,140 40,589 +2,311
May16 160106 118.53 118.72 112.59 112.84 -4.68 13,371 27,748 +3,407
Jun16 160106 120.86 120.86 114.91 115.23 -4.57 14,354 34,839 +910
Jul16 160106 123.42 123.42 117.57 117.79 -4.48 3,485 11,716 +439
Aug16 160106 123.60 123.60 120.04 120.19 -4.42 1,757 8,186 -152
Sep16 160106 126.11 126.11 122.24 122.47 -4.39 1,938 9,526 +265
Oct16 160106 127.03 127.51 124.60 124.82 -4.41 950 4,690 +129
Nov16 160106 128.47 128.68 126.90 127.00 -4.37 667 4,774 -100
Dec16 160106 134.20 134.20 128.89 129.05 -4.33 2,935 29,744 +540
Jan17 160106 132.70 132.70 131.05 131.10 -4.29 343 5,838 +15
Feb17 160106 135.00 135.00 132.74 132.74 -4.26 341 1,358 +20
Mar17 160106 135.23 135.23 133.73 133.73 -4.22 33 1,189 +4
Total Volume and Open Interest 158,037 348,927 +8,149
RBOB Gasoline(NYM)
Feb16 160106 125.08 125.32 115.35 116.18 -9.49 58,151 113,614 +470
Mar16 160106 128.19 128.28 118.55 119.27 -9.40 21,585 58,225 +1,325
Apr16 160106 149.18 149.25 140.75 141.43 -8.73 12,705 36,893 -148
May16 160106 150.96 150.96 142.26 142.89 -8.49 9,215 31,231 +87
Jun16 160106 149.33 149.33 142.15 142.75 -8.33 6,603 31,491 +406
Jul16 160106 149.14 149.14 141.31 141.48 -8.10 2,302 14,711 +394
Aug16 160106 143.63 143.63 138.95 139.52 -7.83 975 11,573 +31
Sep16 160106 141.58 141.58 136.61 136.87 -7.60 1,460 16,573 +67
Oct16 160106 126.72 126.72 122.38 122.38 -7.21 1,093 7,947 -50
Nov16 160106 123.20 123.22 119.71 119.71 -6.73 1,037 2,899 -48
Total Volume and Open Interest 117,803 356,562 +2,563
e-miNY RBOB Gasoline(NYM)
Feb16 160106 116.20 116.20 116.18 116.20 -9.50 1 1 +1
Mar16 160106 119.30 119.30 119.27 119.30 -9.40      
Apr16 160106 141.40 141.43 141.40 141.40 -8.80      
May16 160106 142.90 142.90 142.89 142.90 -8.50      
Total Volume and Open Interest 1 1 +1
Natural Gas(NYM)
Feb16 160106 2.345 2.360 2.241 2.267 -0.058 135,238 230,250 -15,162
Mar16 160106 2.370 2.385 2.271 2.289 -0.057 51,413 209,248 -956
Apr16 160106 2.385 2.423 2.328 2.344 -0.032 39,418 99,632 -4,154
May16 160106 2.412 2.462 2.368 2.384 -0.029 20,551 70,747 +1,545
Jun16 160106 2.467 2.504 2.422 2.436 -0.022 8,490 35,663 -727
Jul16 160106 2.502 2.550 2.471 2.486 -0.015 8,846 30,104 +974
Aug16 160106 2.516 2.565 2.491 2.508 -0.007 4,031 24,301 +813
Sep16 160106 2.516 2.562 2.494 2.511 -0.004 3,388 43,260 -18
Oct16 160106 2.546 2.591 2.519 2.539 -0.004 9,148 61,925 -233
Nov16 160106 2.617 2.656 2.600 2.613 -0.001 1,319 15,533 +5
Dec16 160106 2.767 2.812 2.747 2.769 +0.004 1,678 16,699 +115
Jan17 160106 2.877 2.920 2.861 2.878 +0.004 2,308 26,572 +570
Feb17 160106 2.873 2.913 2.865 2.874 +0.007 236 6,046 +92
Mar17 160106 2.849 2.875 2.829 2.839 +0.009 430 13,254 +18
Apr17 160106 2.659 2.685 2.630 2.662 +0.012 226 12,750 +71
May17 160106 2.669 2.669 2.669 2.669 +0.012 42 3,183 +27
Total Volume and Open Interest 286,886 940,271 -16,978
Brent Crude Oil(ICE)
Feb16 160106 36.64 36.67 34.13 34.23 -2.19 321,841 244,094 -37,275
Mar16 160106 37.06 37.15 34.52 34.63 -2.26 217,739 419,844 +8,722
Apr16 160106 38.01 38.04 35.47 35.56 -2.21 105,104 226,777 +14,329
May16 160106 38.86 38.92 36.43 36.51 -2.14 44,972 124,204 +898
Jun16 160106 39.74 39.76 37.34 37.43 -2.07 52,334 170,038 +466
Jul16 160106 40.55 40.55 38.20 38.27 -2.02 13,273 74,343 +739
Aug16 160106 41.28 41.28 38.98 39.05 -1.97 6,936 51,292 +385
Sep16 160106 41.97 41.97 39.72 39.79 -1.92 11,491 52,033 +1,043
Oct16 160106 42.61 42.61 40.40 40.46 -1.89 3,399 34,242 +55
Nov16 160106 41.59 41.98 41.11 41.11 -1.87 2,243 28,746 +308
Dec16 160106 43.83 43.86 41.69 41.76 -1.84 37,033 211,024 +2,735
Jan17 160106 43.31 43.31 42.32 42.32 -1.82 2,243 28,526 +510
Feb17 160106 42.87 42.87 42.87 42.87 -1.81 1,476 31,473 -29
Mar17 160106 44.00 44.00 43.42 43.42 -1.79 2,271 27,783 -106
Total Volume and Open Interest 842,495 2,025,208 -5,764
Gas Oil(ICE)
Jan16 160106 329.75 329.75 310.25 314.75 -14.50 39,385 73,867 -7,439
Feb16 160106 336.75 338.00 318.50 323.00 -13.75 87,055 149,061 +1,703
Mar16 160106 345.25 345.75 327.00 330.75 -14.00 35,207 63,728 +2,681
Apr16 160106 351.25 352.50 334.50 338.00 -13.50 14,000 39,904 -85
May16 160106 357.75 358.50 341.75 345.00 -12.75 9,263 40,808 +1,196
Jun16 160106 363.25 364.25 348.00 351.25 -12.25 14,320 62,051 +753
Jul16 160106 370.25 370.25 355.00 358.00 -12.00 2,499 20,906 +356
Aug16 160106 376.75 376.75 361.75 364.75 -11.75 1,769 14,145 +60
Sep16 160106 383.00 383.00 368.75 371.00 -11.75 2,549 18,054 +414
Oct16 160106 385.75 385.75 375.25 378.00 -11.75 1,690 16,190 +248
Total Volume and Open Interest 225,567 702,793 +2,377
Ethanol(CBOT)
Feb16 160106 1.345 1.361 1.318 1.333 -0.030 303 1,672 -38
Mar16 160106 1.368 1.378 1.335 1.357 -0.027 137 772 +64
Apr16 160106 1.385 1.385 1.350 1.376 -0.027 88 688 +55
May16 160106 1.389 1.389 1.389 1.389 -0.027 0 291 +0
Jun16 160106 1.400 1.400 1.380 1.387 -0.027 0 232 +0
Jul16 160106 1.382 1.382 1.381 1.381 -0.027 5 68 +5
Aug16 160106 1.379 1.379 1.379 1.379 -0.024 0 61 +0
Sep16 160106 1.377 1.377 1.377 1.377 -0.019 0 74 +0
Total Volume and Open Interest 583 3,997 +41
WTI Crude Oil(ICE)
Feb16 160106 36.21 36.24 33.78 33.97 -2.00 44,745 78,078 -1,670
Mar16 160106 37.43 37.46 35.07 35.20 -1.98 30,036 88,034 +1,934
Apr16 160106 38.49 38.52 36.22 36.31 -1.92 16,812 30,040 +2,193
May16 160106 39.43 39.43 37.21 37.30 -1.85 8,900 9,799 +603
Jun16 160106 40.03 40.08 38.09 38.16 -1.78 8,940 42,349 -1,092
Jul16 160106 39.91 39.91 38.84 38.89 -1.72 3,409 5,686 +765
Aug16 160106 40.49 40.49 39.46 39.52 -1.67 1,084 6,252 -198
Sep16 160106 41.03 41.03 40.06 40.09 -1.63 638 10,074 +44
Oct16 160106 41.17 41.17 40.55 40.60 -1.60 276 2,951 +18
Nov16 160106 41.12 41.12 41.12 41.12 -1.57 132 7,057 +19
Dec16 160106 43.25 43.28 41.55 41.65 -1.54 4,236 55,634 -227
Jan17 160106 42.08 42.08 42.08 42.08 -1.51 152 4,656 -46
Feb17 160106 42.49 42.49 42.49 42.49 -1.48 25 1,740 +2
Mar17 160106 42.90 42.90 42.90 42.90 -1.45 7 3,143 +0
Apr17 160106 43.29 43.29 43.29 43.29 -1.42 2 1,515 +0
May17 160106 43.65 43.65 43.65 43.65 -1.39 0 1,148 +0
Total Volume and Open Interest 121,014 406,237 +2,331
US Dollar Index(ICE)
Mar16 160106 99.515 99.750 99.195 99.265 -0.230 39,008 68,186 +597
Jun16 160106 99.600 99.810 99.285 99.365 -0.235 175 1,381 +17
Sep16 160106 99.530 99.700 99.375 99.375 -0.257 13 275 +4
Total Volume and Open Interest 39,196 69,845 +618
Australian Dollar(CME)
Mar16 160106 71.36 71.48 70.25 70.37 -0.90 93,618 98,657 +4,538
Jun16 160106 71.12 71.19 69.97 70.09 -0.90 596 366 -117
Sep16 160106 69.83 69.83 69.83 69.83 -0.89 0 29 +0
Total Volume and Open Interest 94,214 99,060 +4,421
British Pound(CME)
Mar16 160106 146.78 146.82 146.02 146.28 -0.37 95,959 216,952 +5,195
Jun16 160106 146.48 146.85 146.10 146.34 -0.36 92 515 +35
Sep16 160106 146.45 146.91 146.36 146.45 -0.35 0 31 +0
Total Volume and Open Interest 96,051 217,548 +5,230
Canadian Dollar(CME)
Mar16 160106 71.52 71.58 70.84 70.90 -0.57 73,086 167,345 +2,077
Jun16 160106 71.56 71.59 70.92 70.94 -0.56 172 1,967 +31
Sep16 160106 71.42 71.66 70.99 71.01 -0.55 382 545 +129
Dec16 160106 71.25 71.32 71.09 71.09 -0.56 0 194 +0
Total Volume and Open Interest 73,640 170,090 +2,237
Japanese Yen(CME)
Mar16 160106 84.06 84.67 84.02 84.59 +0.43 193,598 214,821 +11,600
Jun16 160106 84.60 84.90 84.26 84.83 +0.43 56 872 +28
Sep16 160106 85.00 85.16 84.63 85.15 +0.43 1 134 +0
Total Volume and Open Interest 193,663 215,884 +11,628
Swiss Franc(CME)
Mar16 160106 99.44 99.70 98.97 99.64 +0.20 22,262 50,060 -69
Jun16 160106 99.78 100.13 99.64 100.09 +0.20 3 141 +1
Sep16 160106 100.21 100.64 100.21 100.64 +0.20 2 16 +0
Total Volume and Open Interest 22,267 50,236 -68
EuroFX(CME)
Mar16 160106 107.70 108.18 107.32 108.06 +0.43 257,251 402,525 +5,894
Jun16 160106 108.00 108.49 107.70 108.37 +0.43 718 2,485 +122
Sep16 160106 108.29 108.78 108.13 108.78 +0.43 19 531 -6
Total Volume and Open Interest 257,993 406,223 +6,014
Mexican Peso(CME)
Jan16 160106 569.25 569.25 569.25 569.25 -6.75 0 1 +0
Feb16 160106 568.13 568.13 568.13 568.13 -6.75      
Total Volume and Open Interest 27,583 143,022 +2,006
Brazilian Real(CME)
Feb16 160106 246.00 247.50 242.20 246.65 -0.30 2,233 9,941 +102
Mar16 160106 243.50 245.05 242.65 244.40 -0.30 38 5,756 +6
Apr16 160106 242.20 242.20 242.20 242.20 -0.05      
May16 160106 239.90 239.90 239.90 239.90 -0.20      
Total Volume and Open Interest 2,271 16,105 +108
30-Year T-Bonds(CBOT)
Mar16 160106 153~310 155~230 153~230 155~190 +1~290 225,386 490,489 -7,018
Jun16 160106 153~270 154~090 153~270 154~090 +1~290 0 14 +0
Sep16 160106 154~090 154~090 154~090 154~090 +1~290      
Total Volume and Open Interest 225,386 490,503 -7,018
10-Year T-Notes(CBOT)
Mar16 160106 126~100 126~295 126~075 126~275 +0~195 1,118,698 2,535,240 +7,543
Jun16 160106 126~005 126~080 126~000 126~080 +0~205 102 128 +54
Sep16 160106 125~170 125~170 125~170 125~170 +0~205      
Total Volume and Open Interest 1,118,800 2,535,368 +7,597
5-Year T-Notes(CBOT)
Mar16 160106 118~192 118~306 118~180 118~296 +0~122 534,057 2,277,209 -4,237
Jun16 160106 118~120 118~166 118~120 118~166 +0~126      
Sep16 160106 118~016 118~016 118~016 118~016 +0~126      
Total Volume and Open Interest 534,057 2,277,209 -4,237
2 Year T-Notes(CBOT)
Mar16 160106 108~216 108~246 108~214 108~244 +0~032 241,366 1,016,257 +10,361
Jun16 160106 108~170 108~170 108~170 108~170 +0~032 0 1 +0
Sep16 160106 108~090 108~090 108~090 108~090 +0~032      
Total Volume and Open Interest 241,366 1,016,258 +10,361
Eurodollars(CME)
Mar16 160106 99.290 99.305 99.280 99.300 +0.015 172,771 1,269,614 -4,425
Jun16 160106 99.135 99.170 99.130 99.160 +0.030 135,676 1,151,130 -5,611
Sep16 160106 98.975 99.025 98.970 99.020 +0.050 137,962 1,132,013 +3,287
Dec16 160106 98.815 98.875 98.810 98.870 +0.060 205,799 1,302,071 +766
Mar17 160106 98.675 98.740 98.665 98.735 +0.070 207,653 840,094 -8,233
Jun17 160106 98.535 98.605 98.525 98.600 +0.075 142,058 630,181 -6,874
Sep17 160106 98.415 98.485 98.405 98.480 +0.075 136,150 627,822 +8,233
Dec17 160106 98.305 98.380 98.290 98.370 +0.080 150,087 713,483 +8,568
Mar18 160106 98.215 98.295 98.200 98.290 +0.090 93,481 403,097 -1,443
Jun18 160106 98.130 98.215 98.120 98.210 +0.095 86,518 366,201 +5,744
Sep18 160106 98.050 98.145 98.040 98.135 +0.095 82,599 343,032 +4,363
Dec18 160106 97.975 98.070 97.960 98.060 +0.100 82,814 356,692 +17,671
Mar19 160106 97.910 98.010 97.900 98.000 +0.100 41,185 209,525 +1,081
Jun19 160106 97.845 97.945 97.835 97.935 +0.100 35,359 156,555 +2,542
Sep19 160106 97.780 97.880 97.775 97.875 +0.100 43,255 129,802 +6,823
Dec19 160106 97.715 97.820 97.715 97.810 +0.100 36,039 140,622 +988
Mar20 160106 97.665 97.765 97.660 97.755 +0.095 20,294 67,727 +977
Jun20 160106 97.610 97.710 97.605 97.700 +0.095 17,378 50,093 +1,512
Total Volume and Open Interest 1,886,078 10,359,971 +10,039,320
Ultra T-Bond(CBOT)
Mar16 160106 159~00 160~26 158~24 160~22 +2~02 69,626 612,867 -708
Jun16 160106 161~25 161~25 161~25 161~25 +2~02 10 10 +10
Sep16 160106 161~25 161~25 161~25 161~25 +2~02      
Total Volume and Open Interest 69,636 612,877 -698
30 Day Federal Funds(CBOT)
Jan16 160106 99.665 99.665 99.662 99.665 unch 5,778 174,473 +1,392
Feb16 160106 99.645 99.645 99.640 99.645 unch 19,831 153,838 +4,002
Mar16 160106 99.580 99.590 99.580 99.585 +0.005 3,386 35,641 +417
Apr16 160106 99.520 99.530 99.515 99.530 +0.020 9,574 85,744 -371
May16 160106 99.490 99.500 99.485 99.500 +0.020 8,007 59,816 -334
Jun16 160106 99.435 99.455 99.430 99.455 +0.025 4,541 23,384 -554
Total Volume and Open Interest 60,473 686,640 +5,239
3-Mth Euro-Yen(CME)
Mar16 160106 99.685 99.685 99.685 99.685 unch      
Jun16 160106 99.800 99.800 99.800 99.800 unch      
Sep16 160106 99.660 99.660 99.660 99.660 unch      
Dec16 160106 99.990 99.990 99.990 99.990 unch      
Mar17 160106 99.955 99.955 99.955 99.955 unch      
Jun17 160106 99.815 99.815 99.815 99.815 unch      
Sep17 160106 99.675 99.675 99.675 99.675 unch      
Dec17 160106 99.535 99.535 99.535 99.535 unch      
Mar18 160106 99.395 99.395 99.395 99.395 unch      
Jun18 160106 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar16 160106 99.68 99.68 99.68 99.68 unch      
Jun16 160106 99.80 99.80 99.80 99.80 unch      
Sep16 160106 99.66 99.66 99.66 99.66 unch      
Dec16 160106 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 160106 99.96 99.96 99.96 99.96 unch      
Jun17 160106 99.82 99.82 99.82 99.82 unch      
Sep17 160106 99.68 99.68 99.68 99.68 unch      
Dec17 160106 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 4 +0
Japanese Gov't Bonds(SGX)
Mar16 160106 149.13 149.21 149.10 149.21 +0.09 990 20,713 -30
Jun16 160106 148.65 148.65 148.65 148.65 +0.09      
Sep16 160106 148.09 148.09 148.09 148.09 +0.09      
Total Volume and Open Interest 990 20,713 -30
Euro-Bund(EUREX)
Mar16 160106 159.20 159.92 159.17 159.69 +0.64 452,963 1,114,456 +14,658
Jun16 160106 157.37 157.37 157.15 157.15 +0.63 151 1,112 +149
Sep16 160106 156.04 156.04 156.04 156.04 +0.62      
Total Volume and Open Interest 453,114 1,115,568 +14,807
Euro-Bobl(EUREX)
Mar16 160106 131.11 131.30 131.10 131.23 +0.15 348,172 897,447 +2,719
Jun16 160106 129.48 129.48 129.48 129.48 +0.15 0 45 +0
Sep16 160106 129.48 129.48 129.48 129.48 +0.15      
Total Volume and Open Interest 348,172 897,492 +2,719
3-Mth Euribor(EUREX)
Mar16 160106 100.180 100.185 100.180 100.185 +0.010 0 6,139 +0
Jun16 160106 100.215 100.215 100.215 100.215 +0.010 736 10,504 -180
Sep16 160106 100.230 100.230 100.230 100.230 +0.015 766 4,403 -586
Total Volume and Open Interest 4,482 70,128 -992
Long Gilt(LIFFE)
Mar16 160106 117~22 118~11 117~21 118~09 +0~26 140,792 412,481 +14,124
Jun16 160106 117~16 117~16 117~16 117~16 +0~26      
Total Volume and Open Interest 140,792 412,481 +14,124
3-Mth Short Sterling(LIFFE)
Mar16 160106 99.38 99.39 99.38 99.39 +0.01 35,654 379,157 +2,890
Jun16 160106 99.31 99.34 99.31 99.33 +0.02 42,251 468,904 -6,754
Sep16 160106 99.22 99.26 99.21 99.25 +0.04 66,061 321,505 -10,429
Dec16 160106 99.09 99.15 99.09 99.14 +0.06 49,052 402,649 -4,445
Mar17 160106 98.96 99.03 98.96 99.02 +0.07 41,690 389,582 -2,474
Jun17 160106 98.84 98.92 98.83 98.89 +0.07 44,935 297,172 +487
Total Volume and Open Interest 444,119 3,200,023 -30,513
3-Mth Euribor(LIFFE)
Mar16 160106 100.180 100.190 100.175 100.185 +0.005 42,743 444,877 -6,287
Jun16 160106 100.210 100.220 100.205 100.215 +0.010 41,893 399,392 -2,200
Sep16 160106 100.225 100.235 100.220 100.230 +0.015 35,510 343,535 -5,093
Total Volume and Open Interest 384,455 3,320,702 +698
3-Mth Aus T-Bills(SFE)
Mar16 160106 97.77 97.78 97.76 97.78 +0.01 13,356 220,563 -156
Jun16 160106 97.86 97.87 97.83 97.86 unch 9,939 223,488 +762
Sep16 160106 97.90 97.92 97.88 97.91 +0.01 7,937 143,658 -2,812
Dec16 160106 97.91 97.93 97.88 97.92 +0.01 4,473 110,938 -738
Mar17 160106 97.90 97.92 97.87 97.91 +0.01 3,766 79,132 +220
Jun17 160106 97.88 97.89 97.84 97.88 +0.01 2,127 47,991 +1,135
Sep17 160106 97.83 97.85 97.79 97.84 +0.01 676 38,327 -599
Dec17 160106 97.78 97.79 97.75 97.79 +0.01 242 22,784 +547
Mar18 160106 97.72 97.74 97.70 97.74 +0.03 87 5,448 +44
Jun18 160106 97.67 97.67 97.66 97.67 +0.02 1 6,536 +40
Total Volume and Open Interest 42,605 899,949 -1,557
10-Year Aus T-Bonds(SFE)
Mar16 160106 97.19 97.25 97.19 97.23 +0.04 42,547 717,909 +4,092
Jun16 160106 97.23 97.23 97.23 97.23 +0.04      
Total Volume and Open Interest 42,547 717,909 +4,092
3-Year Aus T-Bonds(SFE)
Mar16 160106 97.99 98.02 97.97 98.00 unch 52,240 711,748 -3,000
Jun16 160106 98.00 98.00 98.00 98.00 unch      
Total Volume and Open Interest 52,240 711,748 -3,000
Gold(CMX)
Feb16 160106 1076.8 1094.9 1074.4 1091.9 +13.5 159,785 272,926 -7,040
Apr16 160106 1078.1 1095.3 1075.2 1092.5 +13.5 5,853 57,383 +1,903
Jun16 160106 1076.9 1095.4 1075.9 1093.2 +13.5 3,960 29,148 -88
Aug16 160106 1077.8 1096.5 1077.8 1094.0 +13.5 541 9,970 -220
Oct16 160106 1090.0 1097.0 1090.0 1095.0 +13.5 198 3,052 +28
Dec16 160106 1080.0 1099.0 1079.8 1096.1 +13.5 634 17,667 -49
Feb17 160106 1082.6 1099.9 1082.6 1097.4 +13.5 1 373 +0
Apr17 160106 1098.8 1098.8 1098.8 1098.8 +13.5 0 682 +0
Jun17 160106 1100.2 1100.2 1100.2 1100.2 +13.5 0 5,184 +0
Aug17 160106 1101.8 1101.8 1101.8 1101.8 +13.5 0 90 +0
Oct17 160106 1103.6 1103.6 1103.6 1103.6 +13.5      
Dec17 160106 1105.4 1105.4 1105.4 1105.4 +13.5 3 6,091 -1
Total Volume and Open Interest 171,217 409,828 -5,392
Silver(CMX)
Mar16 160106 1395.0 1413.5 1385.5 1397.6 +0.5 51,627 130,158 -724
May16 160106 1398.0 1415.5 1391.5 1400.6 +0.4 1,232 13,547 +837
Jul16 160106 1402.0 1404.0 1398.0 1403.7 +0.3 642 6,212 -181
Sep16 160106 1400.0 1406.8 1400.0 1406.8 +0.2 62 5,360 +27
Dec16 160106 1404.0 1412.0 1404.0 1411.3 +0.1 418 9,055 +100
Mar17 160106 1416.3 1416.3 1416.3 1416.3 +0.1 0 39 +0
May17 160106 1419.9 1419.9 1419.9 1419.9 +0.1 0 28 +0
Total Volume and Open Interest 54,055 168,194 +41
Platinum(NYMEX)
Jan16 160106 875.0 880.0 873.7 873.7 -14.9 148 953 -77
Apr16 160106 889.0 893.0 873.7 875.0 -15.0 12,252 61,697 +167
Jul16 160106 888.0 890.5 875.4 875.8 -14.9 47 2,743 +34
Oct16 160106 877.1 877.1 877.1 877.1 -14.9 1 24 +1
Total Volume and Open Interest 12,454 65,467 +126
Palladium(NYMEX)
Mar16 160106 536.20 538.55 503.10 505.05 -30.70 5,074 24,363 +248
Jun16 160106 531.00 531.00 505.60 505.60 -30.60 25 334 +20
Sep16 160106 505.95 505.95 505.95 505.95 -30.60 2 10 +1
Total Volume and Open Interest 5,106 24,731 +272
Copper(CMX)
Mar16 160106 209.50 209.55 207.15 208.80 -0.75 57,195 126,016 +5,462
May16 160106 210.15 210.15 207.85 209.40 -0.85 3,612 23,523 +669
Jul16 160106 210.55 210.60 209.05 209.95 -0.95 679 8,814 +292
Sep16 160106 210.70 210.80 209.50 210.40 -1.05 83 2,896 -5
Dec16 160106 211.15 211.25 210.45 210.65 -1.25 56 4,081 +10
Total Volume and Open Interest 63,408 172,277 +6,636
E-mini DJIA Index(CBOT)
Mar16 160106 17074 17096 16723 16838 -243 220,242 76,575 -3,226
Jun16 160106 16996 17003 16717 16764 -247 95 132 +32
Sep16 160106 16696 16696 16696 16696 -244 2 106 +1
Dec16 160106 16636 16636 16636 16636 -244      
Total Volume and Open Interest 220,339 76,813 -3,193
S & P 500(CME)
Mar16 160106 2011.90 2012.60 1971.30 1985.90 -25.80 21,913 93,272 +12,574
Jun16 160106 1973.20 1985.70 1965.70 1978.80 -25.90 99 3,591 -32
Sep16 160106 1972.50 1974.40 1959.40 1972.50 -25.90 320 110 -240
Dec16 160106 1967.10 1969.00 1954.00 1967.10 -25.90      
Total Volume and Open Interest 22,332 96,973 +12,302
S & P 500 E-Mini(Globex)
Mar16 160106 2010.75 2013.25 1970.50 1986.00 -25.75 2,216,549 2,569,569 +77,272
Jun16 160106 2004.00 2005.75 1964.00 1978.75 -26.00 5,339 10,598 +635
Sep16 160106 1991.50 1999.50 1957.75 1972.50 -26.00 2,990 1,018 +190
Dec16 160106 1970.00 1973.75 1955.00 1967.00 -26.00 14 51 +1
Total Volume and Open Interest 2,224,892 2,581,236 +78,098
NASDAQ 100 E-Mini(Globex)
Mar16 160106 4482.00 4487.50 4386.00 4446.80 -37.00 368,671 310,268 -825
Jun16 160106 4461.00 4482.00 4384.80 4442.30 -36.70 154 308 +31
Sep16 160106 4427.30 4438.80 4391.30 4438.80 -36.70 1 16 +0
Total Volume and Open Interest 368,826 310,668 -794
S&P Midcap 400(CME) e-Mini
Mar16 160106 1376.20 1376.70 1348.00 1357.60 -18.30 34,775 85,817 +2,499
Jun16 160106 1351.80 1351.80 1347.20 1351.80 -18.00 0 2 +0
Sep16 160106 1347.50 1347.50 1347.50 1347.50 -18.00 0 5 +0
Total Volume and Open Interest 34,775 85,835 +2,499
Volatility Index(CBOE)
Jan16 160106 19.40 21.51 19.35 20.33 +0.90 128,809 109,371 -4,990
Feb16 160106 19.25 20.75 19.20 19.83 +0.55 76,045 83,380 +4,092
Mar16 160106 19.15 20.44 19.15 19.68 +0.45 21,404 18,668 -387
Apr16 160106 19.44 20.51 19.40 19.88 +0.40 10,155 14,456 -190
Total Volume and Open Interest 249,589 252,141 -1,108
Russell 2000(ICE)
Mar16 160106 1108.60 1109.10 1083.70 1091.20 -16.70 150,345 371,766 +7,269
Jun16 160106 1081.20 1090.20 1081.20 1090.20 -16.70 0 5 +0
Sep16 160106 1087.00 1087.00 1087.00 1087.00 -16.70 0 1 +0
Total Volume and Open Interest 150,345 371,772 +7,269
Nikkei 225(CME)
Mar16 160106 18460 18495 17930 18075 -360 18,954 47,860 -94
Jun16 160106 18030 18030 18030 18030 -360 6 16 +2
Total Volume and Open Interest 18,960 47,876 -92
Nikkei 225(SGX)
Mar16 160106 18400 18460 17975 18215 -180 102,309 210,551 +7,384
Jun16 160106 18145 18270 17925 18100 -175 342 824 +146
Sep16 160106 18080 18080 18080 18080 -180 0 20 +0
Total Volume and Open Interest 104,132 221,622 +7,186
CAC 40(EURONEXT)
Jan16 160106 4515.0 4532.5 4432.0 4478.5 -58.0 140,013 261,444 +30,460
Feb16 160106 4510.0 4520.5 4430.0 4473.0 -58.5 126 175 +47
Mar16 160106 4504.5 4504.5 4442.0 4473.0 -58.5 843 10,268 +334
Total Volume and Open Interest 140,983 271,892 +30,842
Hang Seng Index(HKFE)
Jan16 160106 21137 21250 20855 20861 -279 131,612 95,770 +5,651
Feb16 160106 21121 21228 20864 20866 -288 1,337 1,277 +1,081
Mar16 160106 21077 21186 20820 20820 -283 475 6,013 +219
Total Volume and Open Interest 133,792 104,317 +7,199
DAX(EUREX)
Mar16 160106 10240.0 10287.5 10093.5 10219.0 -66.5 126,181 134,330 +2,127
Jun16 160106 10309.5 10315.0 10136.0 10261.0 -65.5 262 5,887 +92
Sep16 160106 10304.5 10304.5 10159.5 10262.0 -66.5 67 32 +18
Total Volume and Open Interest 126,510 140,249 +2,237
FT-SE 100(EURONEXT)
Mar16 160106 6094.00 6100.50 5960.00 6012.00 -60.00 159,336 529,354 +7,026
Jun16 160106 5950.50 5963.00 5944.00 5959.00 -60.50 4 3,138 +1
Sep16 160106 5913.00 5913.00 5913.00 5913.00 -60.50 1 1 +1
Total Volume and Open Interest 159,341 532,493 +7,028
SPI 200(SFE)
Mar16 160106 5144.0 5182.0 5048.0 5076.0 -66.0 23,378 233,187 +4,207
Jun16 160106 5065.0 5065.0 5065.0 5065.0 -66.0 2 1,578 +2
Sep16 160106 5013.0 5013.0 5013.0 5013.0 -66.0 0 635 +0
Total Volume and Open Interest 23,411 238,448 +4,222
FTSE MIB(ISE)
Mar16 160106 20920.00 20940.00 20360.00 20453.00 -477.00 51,795 72,797 +72,797
Jun16 160106 20295.00 20420.00 19985.00 20048.00 -477.00 38 76 +76
Sep16 160106 19946.00 19946.00 19946.00 19946.00 -467.00      
Total Volume and Open Interest 51,833 72,873 -210
KOSPI 200(KFE)
Mar16 160106 235.10 235.45 234.80 235.45 -0.95 141,198 97,663 +1,955
Jun16 160106 236.80 237.70 234.50 236.10 -1.10 536 1,417 -42
Sep16 160106 237.30 237.45 234.45 236.10 -1.45 5 336 -1
Total Volume and Open Interest 141,752 100,663 +1,923
GSCI(CME)
Jan16 160106 305.70 305.70 297.50 297.75 -9.50 1,115 12,367 +60
Feb16 160106 303.00 303.00 303.00 303.00 -9.60      
Mar16 160106 310.00 310.00 310.00 310.00 -9.60      
Total Volume and Open Interest 1,115 12,367 +60
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy