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 Mon January 11, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan16 160111 880.00 885.75 878.00 881.00 +1.50 3,615 5,368 -1,364
Mar16 160111 865.50 869.75 859.50 861.25 -4.00 101,199 329,808 +1,435
May16 160111 868.50 872.50 862.50 864.00 -4.00 28,362 126,687 +854
Jul16 160111 875.00 878.50 868.75 870.25 -4.50 19,525 99,801 +240
Aug16 160111 876.25 880.00 871.50 872.50 -4.50 1,181 12,580 +44
Sep16 160111 874.75 879.50 870.50 871.75 -4.50 593 3,909 +204
Nov16 160111 878.50 881.75 872.50 873.75 -4.75 8,234 85,465 +1,873
Jan17 160111 883.00 886.25 879.00 879.50 -4.50 155 834 +21
Mar17 160111 884.50 884.50 882.25 882.25 -4.25 231 1,658 +148
May17 160111 892.75 892.75 885.50 886.00 -4.00 25 889 +5
Jul17 160111 891.00 891.75 891.00 891.75 -4.00 12 978 +1
Aug17 160111 889.25 889.25 889.25 889.25 -4.00 0 42 +0
Sep17 160111 884.25 884.25 884.25 884.25 -4.50 0 26 +0
Nov17 160111 882.00 882.00 880.50 882.00 -3.75 17 1,187 +0
Total Volume and Open Interest 163,149 669,248 +3,461
Soybean Meal(CBOT)
Jan16 160111 267.00 270.40 267.00 268.80 +0.90 800 1,099 -427
Mar16 160111 269.20 271.00 266.70 269.90 +1.20 46,082 190,583 -2,118
May16 160111 271.60 273.20 269.10 272.30 +1.10 10,035 71,985 -386
Jul16 160111 274.50 276.00 272.00 275.00 +1.00 6,555 57,539 +683
Aug16 160111 275.70 277.20 273.50 276.10 +0.80 781 16,943 +135
Sep16 160111 275.70 278.00 275.30 277.40 +0.80 665 14,776 +57
Oct16 160111 275.70 278.40 275.30 277.50 +0.60 423 11,454 +108
Dec16 160111 278.00 279.40 276.20 278.70 +0.60 2,748 36,484 +493
Jan17 160111 279.50 279.90 279.50 279.90 +0.60 10 1,729 +2
Mar17 160111 279.50 281.30 279.50 281.00 +0.60 6 2,258 +2
Total Volume and Open Interest 68,169 407,214 -1,422
Soybean Oil(CBOT)
Jan16 160111 29.45 29.64 29.04 29.08 -0.37 1,131 1,087 -184
Mar16 160111 29.64 29.85 29.20 29.25 -0.39 47,308 174,138 +1,041
May16 160111 29.88 30.09 29.43 29.48 -0.40 11,254 86,556 +2,234
Jul16 160111 30.14 30.34 29.68 29.73 -0.41 9,449 63,830 +1,561
Aug16 160111 30.40 30.40 29.75 29.78 -0.42 774 9,670 -23
Sep16 160111 30.24 30.45 29.81 29.84 -0.42 616 9,981 +174
Oct16 160111 30.42 30.42 29.82 29.86 -0.42 168 9,081 +56
Dec16 160111 30.35 30.52 29.90 29.97 -0.41 1,739 31,858 +145
Jan17 160111 30.50 30.58 30.20 30.20 -0.40 92 2,034 +46
Mar17 160111 30.86 30.86 30.40 30.40 -0.40 80 1,883 +62
Total Volume and Open Interest 72,635 392,865 +5,113
Canola(WCE)
Jan16 160111 473.0 473.0 470.1 470.1 -3.1 0 874 +0
Mar16 160111 481.4 481.7 477.4 478.4 -2.9 19,053 135,074 +2,196
May16 160111 488.6 488.6 485.0 485.8 -2.8 5,113 20,919 +1,568
Jul16 160111 493.1 493.1 489.5 490.1 -3.1 2,907 17,986 -233
Nov16 160111 490.2 490.2 486.7 488.4 -1.8 2,231 14,742 +343
Total Volume and Open Interest 29,329 190,392 +3,881
Corn(CBOT)
Mar16 160111 357.00 357.25 349.50 351.75 -5.25 151,656 727,244 -751
May16 160111 362.75 363.00 355.50 357.50 -5.25 34,857 207,689 +2,786
Jul16 160111 369.00 369.25 361.75 363.50 -5.50 26,742 183,506 +3,641
Sep16 160111 375.00 375.00 367.75 369.50 -5.25 6,631 75,424 -632
Dec16 160111 383.00 383.25 376.25 378.50 -4.50 15,550 149,853 +1,143
Mar17 160111 390.00 390.00 386.50 388.25 -4.50 472 9,450 +70
May17 160111 396.00 396.00 392.50 394.50 -4.50 38 2,112 +6
Jul17 160111 401.00 401.00 397.75 399.75 -4.00 130 2,785 +10
Sep17 160111 395.75 395.75 395.75 395.75 -3.50 0 1,329 +0
Dec17 160111 395.50 395.75 392.00 395.25 -3.00 263 4,782 +69
Total Volume and Open Interest 236,463 1,364,986 +6,401
Wheat(CBOT)
Mar16 160111 481.25 481.50 466.50 469.00 -9.50 65,716 244,784 +1,447
May16 160111 486.25 486.25 471.75 474.50 -9.25 12,722 57,422 +827
Jul16 160111 493.00 493.00 478.50 481.00 -9.25 10,797 65,350 +224
Sep16 160111 501.50 501.50 488.25 490.50 -9.25 861 13,130 +205
Dec16 160111 515.00 515.00 501.50 504.00 -9.50 3,002 22,862 +1
Mar17 160111 524.25 524.75 514.75 516.00 -9.00 59 2,152 -1
Total Volume and Open Interest 93,162 405,913 +2,707
Wheat(KCBT)
Mar16 160111 473.75 475.00 459.50 462.25 -10.50 19,854 112,481 +1,544
May16 160111 482.75 484.25 469.75 472.25 -10.25 3,344 24,412 -218
Jul16 160111 494.25 494.75 479.25 482.00 -10.25 4,874 43,424 +138
Sep16 160111 504.50 505.00 492.75 495.75 -10.00 1,838 7,902 +111
Dec16 160111 526.25 526.25 512.50 514.75 -10.75 3,009 14,766 +842
Mar17 160111 538.00 538.50 527.00 529.50 -10.50 827 3,406 +456
Total Volume and Open Interest 33,822 206,848 +2,902
Wheat(MGE)
Mar16 160111 500.50 501.75 490.75 493.25 -7.75 5,136 34,041 +339
May16 160111 508.00 508.00 498.50 500.50 -7.50 2,379 14,996 +547
Jul16 160111 515.25 516.50 508.00 509.75 -7.00 973 12,585 +324
Sep16 160111 526.25 526.25 519.75 520.75 -7.00 345 6,490 +37
Dec16 160111 543.25 543.25 535.75 536.50 -6.75 218 4,987 +10
Total Volume and Open Interest 9,272 74,213 +1,403
Oats(CBOT)
Mar16 160111 210.00 211.50 196.75 199.00 -11.75 574 7,212 +138
May16 160111 209.75 210.00 199.00 199.00 -12.75 103 1,574 +66
Jul16 160111 213.00 213.00 203.50 203.50 -12.75 44 448 +15
Sep16 160111 209.00 209.00 209.00 209.00 -12.75 0 26 +0
Total Volume and Open Interest 736 9,391 +229
Rough Rice(CBOT)
Jan16 160111 11.54 11.54 11.54 11.54 -0.07 70 82 +27
Mar16 160111 11.82 11.85 11.68 11.77 -0.07 500 9,800 +30
May16 160111 12.11 12.11 12.01 12.06 -0.07 13 2,600 +7
Jul16 160111 12.32 12.32 12.32 12.32 -0.07 3 948 +3
Total Volume and Open Interest 586 13,525 +67
Live Cattle(CME)
Feb16 160111 132.100 133.300 131.630 132.235 -0.645 23,497 96,702 -104
Apr16 160111 133.000 133.900 132.450 133.050 -0.775 17,680 76,969 +2,034
Jun16 160111 123.450 124.730 123.300 124.035 -0.250 8,727 56,370 +747
Aug16 160111 119.600 120.750 119.385 120.100 -0.380 3,292 20,480 +744
Oct16 160111 120.900 121.680 120.430 121.200 -0.350 911 10,409 +74
Dec16 160111 120.900 121.700 120.700 121.285 -0.365 733 7,716 +176
Total Volume and Open Interest 55,027 271,236 +3,723
Feeder Cattle(CME)
Jan16 160111 159.150 160.235 158.130 159.450 +0.015 1,529 6,301 -96
Mar16 160111 156.735 157.785 155.235 156.800 -0.530 3,548 14,622 +135
Apr16 160111 156.785 157.685 155.350 156.800 -0.580 1,275 4,151 +220
May16 160111 156.035 157.350 155.150 156.550 -0.635 747 5,354 +1
Aug16 160111 157.500 158.750 156.700 158.285 -0.715 342 4,534 +80
Sep16 160111 155.650 157.000 155.100 156.650 -0.650 49 542 +7
Oct16 160111 153.950 153.985 153.535 153.650 -0.300 32 269 -5
Total Volume and Open Interest 7,551 36,106 +353
Lean Hogs(CME)
Feb16 160111 59.630 59.930 58.880 59.700 -0.150 20,977 61,828 -2,639
Apr16 160111 64.950 65.650 64.580 65.475 +0.250 10,655 47,150 +1,848
May16 160111 73.180 73.330 73.000 73.250 +0.150 52 1,065 +17
Jun16 160111 77.000 77.450 76.680 77.250 +0.170 3,021 26,299 +279
Jul16 160111 76.850 77.250 76.450 77.100 +0.250 889 8,046 -32
Aug16 160111 76.850 77.635 76.550 77.550 +0.665 1,113 9,204 +336
Oct16 160111 65.250 65.950 65.180 65.850 +0.450 518 5,830 +114
Dec16 160111 61.485 61.750 61.380 61.700 +0.215 397 4,995 +195
Total Volume and Open Interest 37,742 165,099 +175
Class III Milk(CME)
Jan16 160111 13.67 13.76 13.67 13.72 +0.04 396 3,971 -17
Feb16 160111 13.38 13.59 13.38 13.45 -0.10 269 4,974 +146
Mar16 160111 13.78 13.88 13.72 13.75 -0.11 262 3,857 +189
Apr16 160111 14.15 14.26 14.13 14.13 -0.17 118 2,963 +33
May16 160111 14.61 14.61 14.49 14.50 -0.16 60 2,778 +22
Jun16 160111 14.85 14.89 14.83 14.83 -0.07 63 2,558 +28
Jul16 160111 15.17 15.17 15.10 15.12 -0.03 45 2,196 +17
Aug16 160111 15.54 15.55 15.46 15.50 -0.04 140 2,013 +91
Sep16 160111 15.84 15.84 15.78 15.81 -0.01 155 2,040 +134
Oct16 160111 15.93 15.93 15.93 15.93 unch 23 1,521 +2
Nov16 160111 15.86 15.86 15.86 15.86 unch 16 1,383 +3
Dec16 160111 15.75 15.75 15.75 15.75 unch 30 1,297 -5
Jan17 160111 15.80 15.80 15.80 15.80 unch 7 114 +6
Total Volume and Open Interest 1,584 31,992 +649
Cocoa(ICE)
Mar16 160111 3000 3004 2882 2902 -115 34,729 85,928 -4,177
May16 160111 2999 3003 2886 2905 -112 16,048 48,613 +407
Jul16 160111 3000 3001 2888 2907 -108 6,671 26,497 +897
Sep16 160111 2996 2997 2886 2904 -106 4,666 20,789 +1,202
Dec16 160111 2977 2979 2872 2889 -103 1,764 11,995 +313
Mar17 160111 2960 2960 2862 2878 -97 998 19,263 -388
May17 160111 2925 2925 2867 2882 -88 22 1,552 -21
Total Volume and Open Interest 64,898 219,869 -1,767
Coffee "C"(ICE)
Mar16 160111 118.00 118.05 113.60 114.45 -4.55 14,218 87,849 +1,504
May16 160111 120.10 120.20 115.90 116.80 -4.40 4,524 34,801 +499
Jul16 160111 122.05 122.20 117.95 118.80 -4.35 3,233 21,936 +459
Sep16 160111 123.70 124.00 119.85 120.70 -4.20 2,508 10,379 -18
Dec16 160111 126.10 126.40 122.50 123.30 -3.95 2,761 14,654 -69
Mar17 160111 128.50 128.80 125.00 125.75 -3.95 1,220 3,417 -106
Total Volume and Open Interest 28,766 177,028 +2,311
Orange Juice(ICE)
Jan16 160108 130.85 130.85 130.85 130.85 -6.80 1 519 -1
Mar16 160111 134.75 134.75 131.70 132.90 -2.30 1,206 11,285 -307
May16 160111 135.10 135.10 132.25 133.30 -2.10 75 1,428 +14
Jul16 160111 133.80 134.30 133.50 134.00 -2.20 62 551 +54
Sep16 160111 134.90 134.90 134.90 134.90 -2.20 0 113 +0
Nov16 160111 135.15 135.15 135.15 135.15 -2.90 0 4 +0
Total Volume and Open Interest 1,782 13,464 -678
Sugar #11(ICE)
Mar16 160111 14.50 14.67 14.03 14.15 -0.31 77,785 369,057 -3,309
May16 160111 14.26 14.37 13.79 13.91 -0.27 31,011 181,099 -1,592
Jul16 160111 14.04 14.11 13.60 13.70 -0.24 18,191 142,626 +4,138
Oct16 160111 14.09 14.15 13.69 13.80 -0.22 8,980 79,360 +401
Mar17 160111 14.44 14.55 14.12 14.23 -0.21 5,423 45,216 +542
May17 160111 14.22 14.30 13.90 13.99 -0.20 483 9,609 +163
Jul17 160111 13.95 14.02 13.64 13.74 -0.17 918 14,856 +590
Oct17 160111 13.86 13.92 13.59 13.69 -0.13 464 11,998 +281
Total Volume and Open Interest 143,451 861,430 +1,225
London Cocoa(LCE)
Mar16 160111 2136 2143 2055 2068 -87 24,941 79,247 -4,853
May16 160111 2142 2142 2057 2070 -84 15,786 36,022 +359
Jul16 160111 2141 2141 2058 2070 -81 15,070 43,259 -164
Sep16 160111 2134 2134 2053 2065 -80 10,956 37,278 -364
Dec16 160111 2110 2110 2029 2041 -78 8,541 26,587 +486
Mar17 160111 2095 2095 2011 2023 -76 1,774 28,111 -414
May17 160111 2079 2079 2013 2024 -70 86 618 -20
Total Volume and Open Interest 77,190 251,288 -4,952
London Sugar(LCE)
Mar16 160111 422.00 423.90 412.60 414.80 -4.90 13,520 43,085 -1,375
May16 160111 414.50 416.10 406.00 408.40 -4.30 7,610 22,078 +581
Aug16 160111 407.50 408.60 399.50 401.90 -4.20 1,868 11,389 -239
Oct16 160111 401.80 402.50 394.00 396.30 -3.90 925 7,369 +300
Dec16 160111 399.00 399.00 392.70 395.20 -3.10 226 2,193 +30
Total Volume and Open Interest 24,277 88,515 -614
Cotton(ICE)
Mar16 160111 61.40 62.28 61.15 61.50 +0.10 28,866 121,501 +47
May16 160111 62.05 62.82 61.81 61.96 -0.10 8,056 31,653 -354
Jul16 160111 62.90 63.45 62.51 62.64 -0.16 2,681 20,684 +1,154
Oct16 160111 62.29 62.29 62.29 62.29 -0.20 0 3 +0
Dec16 160111 62.89 63.50 62.60 62.76 -0.19 771 11,776 +258
Mar17 160111 63.67 64.27 63.58 63.67 -0.19 81 611 +70
Total Volume and Open Interest 40,457 186,384 +1,175
Lumber(CME)
Jan16 160111 255.2 259.4 252.2 256.8 -0.2 178 318 -78
Mar16 160111 246.8 247.6 243.6 245.0 -2.1 864 3,053 +205
May16 160111 244.9 245.4 243.5 244.4 -2.0 86 610 +21
Jul16 160111 249.4 249.4 248.2 248.2 +0.2 11 42 +6
Total Volume and Open Interest 1,146 4,041 +161
Crude Oil(NYM)
Feb16 160111 32.94 33.20 30.88 31.41 -1.75 617,409 404,315 -27,187
Mar16 160111 34.11 34.31 32.03 32.52 -1.80 237,381 340,329 +19,211
Apr16 160111 35.18 35.42 33.21 33.69 -1.79 87,481 138,438 -2,365
May16 160111 36.10 36.46 34.33 34.79 -1.76 34,158 84,893 +166
Jun16 160111 37.36 37.37 35.30 35.75 -1.74 46,620 146,431 +614
Jul16 160111 37.94 38.02 36.17 36.55 -1.72 13,716 43,308 +631
Aug16 160111 38.33 38.48 36.80 37.20 -1.71 6,252 33,253 +1,049
Sep16 160111 38.95 39.30 37.41 37.77 -1.70 10,429 65,106 -59
Oct16 160111 39.30 39.63 38.03 38.28 -1.69 3,840 31,553 +786
Nov16 160111 40.03 40.03 38.51 38.80 -1.67 2,986 27,160 +812
Dec16 160111 40.50 40.79 38.99 39.33 -1.66 33,281 168,457 +211
Jan17 160111 40.89 40.89 39.48 39.77 -1.65 2,259 23,496 +26
Feb17 160111 40.00 40.20 40.00 40.20 -1.63 675 9,635 -148
Mar17 160111 40.62 40.62 40.62 40.62 -1.61 983 12,986 +144
Apr17 160111 41.01 41.01 41.01 41.01 -1.60 156 6,312 -9
May17 160111 41.36 41.36 41.36 41.36 -1.59 152 5,384 -7
Total Volume and Open Interest 1,114,369 1,749,049 -4,753
e-miNY Crude Oil(NYM)
Feb16 160111 32.975 33.200 30.875 31.400 -1.750 15,585 3,506 -170
Mar16 160111 34.250 34.300 32.025 32.525 -1.800 1,178 1,354 +56
Apr16 160111 35.075 35.075 33.250 33.700 -1.775 417 474 +21
May16 160111 36.025 36.100 34.450 34.800 -1.750 207 529 +30
Jun16 160111 37.100 37.125 35.500 35.750 -1.750 13 52 -1
Jul16 160111 38.050 38.300 36.325 36.550 -1.725 2 9 +0
Aug16 160111 37.200 37.200 37.200 37.200 -1.700 1 3 +0
Sep16 160111 39.275 39.525 37.775 37.775 -1.700 1 9 +1
Oct16 160111 38.275 38.275 38.275 38.275 -1.700 0 4 +0
Nov16 160111 38.800 38.800 38.800 38.800 -1.675 0 1 +0
Total Volume and Open Interest 17,450 6,505 -25
NY Harbor ULSD(NYM)
Feb16 160111 104.78 105.30 100.66 101.49 -3.72 70,900 82,599 -5,177
Mar16 160111 106.73 107.30 102.60 103.33 -4.03 43,427 66,240 +1,291
Apr16 160111 108.39 108.95 104.24 104.91 -4.20 20,674 43,391 +877
May16 160111 109.42 110.78 106.08 106.78 -4.29 10,189 28,130 +412
Jun16 160111 112.29 113.19 108.54 109.22 -4.32 12,708 33,376 -739
Jul16 160111 114.86 115.57 111.40 111.89 -4.26 4,444 12,127 +871
Aug16 160111 118.08 118.08 113.92 114.43 -4.19 1,842 8,800 +187
Sep16 160111 119.05 119.29 116.17 116.81 -4.13 1,094 9,089 -24
Oct16 160111 121.00 122.29 118.55 119.09 -4.13 1,223 4,812 -14
Nov16 160111 123.46 123.50 120.59 121.16 -4.20 726 5,019 +102
Dec16 160111 125.37 126.59 122.36 123.15 -4.22 2,099 29,753 -163
Jan17 160111 128.37 128.49 124.62 125.18 -4.21 229 6,444 +92
Feb17 160111 130.70 130.70 126.80 126.87 -4.14 78 1,327 -15
Mar17 160111 131.50 131.50 127.50 127.93 -4.05 82 1,172 +9
Total Volume and Open Interest 170,045 341,428 -2,252
RBOB Gasoline(NYM)
Feb16 160111 112.11 114.24 110.09 111.30 -1.47 58,164 95,891 -5,267
Mar16 160111 115.06 117.00 112.63 113.69 -2.04 30,280 65,495 +1,176
Apr16 160111 137.23 138.96 134.35 135.30 -2.66 16,171 41,352 +758
May16 160111 138.74 140.23 135.82 136.63 -2.91 8,993 34,659 -57
Jun16 160111 138.43 140.14 135.36 136.36 -3.05 7,503 35,327 +496
Jul16 160111 137.54 138.16 134.06 135.10 -3.13 2,912 16,445 +118
Aug16 160111 134.01 136.09 132.03 133.03 -3.25 2,139 12,600 +14
Sep16 160111 132.62 133.25 129.50 130.22 -3.39 2,519 18,166 +511
Oct16 160111 118.40 119.55 115.25 116.03 -3.46 1,477 8,589 -70
Nov16 160111 112.90 113.23 112.58 113.23 -3.63 907 3,381 -10
Total Volume and Open Interest 136,097 367,922 -1,309
e-miNY RBOB Gasoline(NYM)
Feb16 160111 111.30 111.30 111.30 111.30 -1.50 0 1 +0
Mar16 160111 113.70 113.70 113.69 113.70 -2.00      
Apr16 160111 135.30 135.30 135.30 135.30 -2.70      
May16 160111 136.60 136.63 136.60 136.60 -2.90      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb16 160111 2.446 2.480 2.355 2.396 -0.076 214,462 195,835 -9,539
Mar16 160111 2.447 2.484 2.351 2.389 -0.082 85,902 217,602 +1,256
Apr16 160111 2.468 2.511 2.392 2.425 -0.072 54,166 101,725 +3,250
May16 160111 2.506 2.549 2.434 2.461 -0.073 31,288 72,973 +1,457
Jun16 160111 2.553 2.593 2.482 2.506 -0.075 13,739 37,636 +752
Jul16 160111 2.596 2.633 2.534 2.552 -0.072 11,779 32,053 +783
Aug16 160111 2.641 2.646 2.543 2.568 -0.070 6,425 24,921 +23
Sep16 160111 2.642 2.644 2.542 2.568 -0.069 7,119 43,693 +48
Oct16 160111 2.672 2.679 2.572 2.597 -0.068 16,586 61,885 +976
Nov16 160111 2.724 2.747 2.645 2.671 -0.066 5,290 16,587 +448
Dec16 160111 2.886 2.886 2.800 2.828 -0.059 2,793 17,295 +97
Jan17 160111 2.987 2.987 2.910 2.937 -0.058 3,809 30,728 +23
Feb17 160111 2.972 2.972 2.924 2.929 -0.057 420 6,225 +52
Mar17 160111 2.940 2.940 2.878 2.888 -0.057 1,727 13,859 -216
Apr17 160111 2.725 2.725 2.674 2.685 -0.054 1,089 13,820 +44
May17 160111 2.715 2.715 2.677 2.685 -0.055 72 3,216 +32
Total Volume and Open Interest 457,038 931,121 -480
Brent Crude Oil(ICE)
Feb16 160111 33.34 33.38 31.17 31.55 -2.00 291,511 162,574 -31,282
Mar16 160111 33.72 33.75 31.52 31.88 -2.05 265,450 450,449 +19,255
Apr16 160111 34.66 34.68 32.46 32.81 -2.06 119,347 249,351 +20,161
May16 160111 35.63 35.63 33.44 33.76 -2.08 58,756 129,992 +2,652
Jun16 160111 36.57 36.57 34.36 34.68 -2.08 84,253 183,640 +1,711
Jul16 160111 37.41 37.41 35.22 35.53 -2.07 19,960 78,243 +1,799
Aug16 160111 37.71 38.05 36.00 36.30 -2.06 9,247 53,870 -110
Sep16 160111 38.38 38.81 36.73 37.04 -2.05 17,205 57,713 +69
Oct16 160111 38.97 39.48 37.43 37.75 -2.02 4,784 34,353 -217
Nov16 160111 39.72 39.72 38.19 38.44 -1.99 4,701 30,942 +235
Dec16 160111 40.56 40.77 38.77 39.09 -1.97 68,375 226,501 +3,787
Jan17 160111 40.35 40.35 39.61 39.65 -1.96 1,963 29,709 +235
Feb17 160111 40.19 40.19 40.19 40.19 -1.96 1,808 32,773 +614
Mar17 160111 40.87 40.87 40.75 40.75 -1.94 2,134 28,845 +346
Total Volume and Open Interest 976,461 2,055,363 +21,943
Gas Oil(ICE)
Jan16 160111 297.75 300.25 286.50 289.25 -7.50 41,532 42,119 -13,633
Feb16 160111 311.00 311.00 296.50 299.25 -7.50 119,177 144,594 -6,924
Mar16 160111 319.75 319.75 305.00 307.75 -8.00 72,096 70,166 -1,690
Apr16 160111 325.50 327.25 312.50 315.25 -8.25 32,459 45,127 +405
May16 160111 334.75 334.75 319.00 321.75 -8.75 16,956 41,712 +128
Jun16 160111 341.00 341.00 325.50 328.00 -8.75 22,918 65,028 +1,624
Jul16 160111 343.50 346.25 332.25 334.75 -8.75 4,694 21,630 +362
Aug16 160111 350.50 353.25 339.25 341.50 -8.75 2,336 14,738 -153
Sep16 160111 357.00 359.25 345.75 348.00 -8.75 1,996 18,845 +5
Oct16 160111 364.00 366.25 354.25 355.25 -8.50 1,163 16,185 -193
Total Volume and Open Interest 336,369 690,530 -20,614
Ethanol(CBOT)
Feb16 160111 1.321 1.334 1.304 1.319 -0.016 295 1,512 -177
Mar16 160111 1.342 1.344 1.336 1.342 -0.017 158 953 +101
Apr16 160111 1.358 1.361 1.351 1.361 -0.019 14 733 -4
May16 160111 1.371 1.371 1.370 1.370 -0.020 0 317 +0
Jun16 160111 1.373 1.373 1.371 1.371 -0.020 1 283 -1
Jul16 160111 1.369 1.369 1.369 1.369 -0.020 0 68 +0
Aug16 160111 1.369 1.369 1.367 1.367 -0.020 0 60 +0
Sep16 160111 1.363 1.365 1.363 1.365 -0.020 14 83 -3
Total Volume and Open Interest 507 4,163 -84
WTI Crude Oil(ICE)
Feb16 160111 32.91 33.20 30.88 31.41 -1.75 58,348 71,998 -2,792
Mar16 160111 33.81 34.30 32.04 32.52 -1.80 52,209 102,209 +4,376
Apr16 160111 34.96 35.42 33.23 33.69 -1.79 26,939 37,079 +2,774
May16 160111 36.05 36.47 34.34 34.79 -1.76 13,760 11,168 +164
Jun16 160111 37.00 37.38 35.39 35.75 -1.74 15,585 40,065 -1,364
Jul16 160111 37.59 37.70 36.36 36.55 -1.72 4,040 5,650 +168
Aug16 160111 38.47 38.72 36.91 37.20 -1.71 1,600 6,196 -24
Sep16 160111 39.27 39.27 37.49 37.77 -1.70 1,358 10,184 +119
Oct16 160111 39.53 39.53 38.17 38.28 -1.69 876 2,784 -38
Nov16 160111 38.80 38.80 38.80 38.80 -1.67 464 7,174 +97
Dec16 160111 40.54 40.76 39.09 39.33 -1.66 9,650 56,934 +282
Jan17 160111 39.77 39.77 39.77 39.77 -1.65 118 4,733 +24
Feb17 160111 40.20 40.20 40.20 40.20 -1.63 1 1,808 +1
Mar17 160111 40.62 40.62 40.62 40.62 -1.61 6 2,940 +1
Apr17 160111 41.01 41.01 41.01 41.01 -1.60 3 1,565 +0
May17 160111 41.36 41.36 41.36 41.36 -1.59 2 1,201 +0
Total Volume and Open Interest 187,747 421,825 +3,795
US Dollar Index(ICE)
Mar16 160111 98.335 98.970 98.140 98.785 +0.185 39,144 74,042 -1,104
Jun16 160111 98.405 99.035 98.250 98.882 +0.192 239 1,505 -11
Sep16 160111 98.490 98.925 98.490 98.925 +0.195 43 312 +5
Total Volume and Open Interest 39,428 75,873 -1,108
Australian Dollar(CME)
Mar16 160111 69.16 70.14 69.07 69.61 -0.02 137,811 110,964 +4,705
Jun16 160111 68.96 69.85 68.82 69.33 -0.02 198 406 +39
Sep16 160111 69.06 69.37 68.84 69.06 -0.02 0 29 +0
Total Volume and Open Interest 138,011 111,409 +4,746
British Pound(CME)
Mar16 160111 145.09 146.04 144.95 145.47 +0.30 105,462 234,090 +4,748
Jun16 160111 145.26 146.08 145.04 145.53 +0.30 34 518 +1
Sep16 160111 145.63 146.00 145.13 145.63 +0.29 5 47 +5
Total Volume and Open Interest 105,501 234,705 +4,754
Canadian Dollar(CME)
Mar16 160111 70.54 71.09 70.20 70.31 -0.43 87,378 165,183 +1,069
Jun16 160111 70.66 71.12 70.24 70.35 -0.42 266 2,104 +40
Sep16 160111 70.69 71.15 70.34 70.42 -0.42 254 738 +84
Dec16 160111 70.99 71.23 70.29 70.49 -0.43 36 217 +12
Total Volume and Open Interest 87,934 168,281 +1,205
Japanese Yen(CME)
Mar16 160111 85.70 85.73 84.83 85.22 +0.11 267,933 238,693 +10,657
Jun16 160111 85.88 85.93 85.07 85.46 +0.11 295 891 -18
Sep16 160111 86.00 86.18 85.51 85.78 +0.10 11 132 -2
Total Volume and Open Interest 268,249 239,781 +10,641
Swiss Franc(CME)
Mar16 160111 100.98 101.49 100.03 100.28 -0.42 27,455 48,332 -1,653
Jun16 160111 101.40 101.88 100.51 100.74 -0.41 23 157 +13
Sep16 160111 101.28 102.38 101.18 101.28 -0.43 0 17 +0
Total Volume and Open Interest 27,479 48,526 -1,639
EuroFX(CME)
Mar16 160111 109.60 109.88 108.65 108.90 -0.30 289,122 401,175 -70
Jun16 160111 109.85 110.19 108.97 109.21 -0.31 439 2,846 +101
Sep16 160111 109.74 110.53 109.45 109.61 -0.31 14 542 +11
Total Volume and Open Interest 289,584 405,246 +46
Mexican Peso(CME)
Jan16 160111 556.38 556.38 556.38 556.38 -1.88      
Feb16 160111 555.25 555.25 555.25 555.25 -2.00      
Total Volume and Open Interest 59,174 145,247 -1,082
Brazilian Real(CME)
Feb16 160111 247.00 248.05 243.65 245.40 -0.75 1,712 9,784 +68
Mar16 160111 246.70 246.70 241.00 243.20 -0.75 9 4,074 -2
Apr16 160111 241.05 241.05 241.05 241.05 -0.55      
May16 160111 238.80 238.80 238.80 238.80 -0.50      
Total Volume and Open Interest 1,721 14,266 +66
30-Year T-Bonds(CBOT)
Mar16 160111 156~220 157~030 155~110 155~250 -0~190 335,270 493,130 -2,582
Jun16 160111 155~100 155~100 154~030 154~110 -0~190 76 79 +60
Sep16 160111 154~110 154~110 154~110 154~110 -0~190      
Total Volume and Open Interest 335,346 493,209 -2,522
10-Year T-Notes(CBOT)
Mar16 160111 127~170 127~230 127~020 127~115 -0~015 1,450,669 2,547,281 -10,575
Jun16 160111 126~280 126~280 126~145 126~250 -0~015 561 1,142 +528
Sep16 160111 126~020 126~020 126~020 126~020 -0~015      
Total Volume and Open Interest 1,451,230 2,548,423 -10,047
5-Year T-Notes(CBOT)
Mar16 160111 119~134 119~182 119~054 119~120 +0~010 774,434 2,355,088 +50,837
Jun16 160111 118~312 119~004 118~312 119~004 +0~012 394 1,118 +339
Sep16 160111 118~174 118~174 118~174 118~174 +0~012      
Total Volume and Open Interest 774,828 2,356,206 +51,176
2 Year T-Notes(CBOT)
Mar16 160111 108~276 108~296 108~260 108~286 +0~014 306,468 1,044,491 +25,596
Jun16 160111 108~196 108~224 108~196 108~224 +0~016 0 1 +0
Sep16 160111 108~144 108~144 108~144 108~144 +0~016      
Total Volume and Open Interest 306,468 1,044,492 +25,596
Eurodollars(CME)
Mar16 160111 99.305 99.325 99.285 99.305 +0.005 339,094 1,317,095 +5,423
Jun16 160111 99.195 99.215 99.170 99.200 +0.015 315,536 1,160,688 +1,939
Sep16 160111 99.085 99.105 99.050 99.090 +0.020 305,827 1,153,971 +6,230
Dec16 160111 98.950 98.985 98.915 98.970 +0.030 476,267 1,298,070 -29,409
Mar17 160111 98.845 98.880 98.805 98.865 +0.040 371,479 894,525 +18,819
Jun17 160111 98.730 98.770 98.690 98.755 +0.045 272,336 663,583 -3,604
Sep17 160111 98.625 98.665 98.580 98.650 +0.045 210,524 656,481 -5,889
Dec17 160111 98.520 98.565 98.475 98.540 +0.040 304,839 741,557 -294
Mar18 160111 98.440 98.480 98.390 98.455 +0.035 181,753 413,125 +1,178
Jun18 160111 98.360 98.400 98.310 98.370 +0.030 144,484 391,761 +11,535
Sep18 160111 98.280 98.325 98.230 98.290 +0.025 128,557 347,798 -4,240
Dec18 160111 98.200 98.240 98.145 98.205 +0.025 130,046 373,734 +11,507
Mar19 160111 98.135 98.175 98.080 98.135 +0.020 73,340 226,464 +5,227
Jun19 160111 98.070 98.105 98.010 98.065 +0.015 52,119 161,150 -699
Sep19 160111 98.010 98.035 97.950 97.995 +0.010 69,221 144,245 +5,440
Dec19 160111 97.940 97.965 97.880 97.925 +0.010 41,912 150,602 +4,974
Mar20 160111 97.890 97.905 97.820 97.860 unch 32,032 69,524 +1,020
Jun20 160111 97.830 97.840 97.760 97.795 -0.005 22,600 51,165 +106
Total Volume and Open Interest 3,551,636 10,720,762 +31,554
Ultra T-Bond(CBOT)
Mar16 160111 161~18 162~01 159~26 160~12 -0~29 100,494 613,480 -5,231
Jun16 160111 161~16 161~16 161~16 161~16 -0~28 0 15 +0
Sep16 160111 161~16 161~16 161~16 161~16 -0~28      
Total Volume and Open Interest 100,494 613,495 -5,231
30 Day Federal Funds(CBOT)
Jan16 160111 99.665 99.665 99.662 99.665 unch 9,313 171,749 +2,256
Feb16 160111 99.645 99.645 99.640 99.645 unch 30,824 155,254 +1,989
Mar16 160111 99.595 99.600 99.585 99.595 +0.005 12,532 37,426 +810
Apr16 160111 99.545 99.555 99.530 99.540 +0.005 60,423 88,037 -1,360
May16 160111 99.525 99.535 99.500 99.520 +0.010 24,367 69,767 +5,534
Jun16 160111 99.485 99.495 99.460 99.480 +0.010 8,728 25,209 +890
Total Volume and Open Interest 198,201 726,022 +21,165
3-Mth Euro-Yen(CME)
Mar16 160111 99.685 99.685 99.685 99.685 unch      
Jun16 160111 99.800 99.800 99.800 99.800 unch      
Sep16 160111 99.660 99.660 99.660 99.660 unch      
Dec16 160111 99.990 99.990 99.990 99.990 unch      
Mar17 160111 99.955 99.955 99.955 99.955 unch      
Jun17 160111 99.815 99.815 99.815 99.815 unch      
Sep17 160111 99.675 99.675 99.675 99.675 unch      
Dec17 160111 99.535 99.535 99.535 99.535 unch      
Mar18 160111 99.395 99.395 99.395 99.395 unch      
Jun18 160111 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar16 160111 99.68 99.68 99.68 99.68 unch      
Jun16 160111 99.80 99.80 99.80 99.80 unch      
Sep16 160111 99.66 99.66 99.66 99.66 unch      
Dec16 160111 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 160111 99.96 99.96 99.96 99.96 unch      
Jun17 160111 99.82 99.82 99.82 99.82 unch      
Sep17 160111 99.68 99.68 99.68 99.68 unch      
Dec17 160111 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 4 +0
Japanese Gov't Bonds(SGX)
Mar16 160111 149.32 149.40 149.28 149.34 +0.13 1,932 21,033 +320
Jun16 160111 148.74 148.74 148.74 148.74 +0.09      
Sep16 160111 148.18 148.18 148.18 148.18 +0.09      
Total Volume and Open Interest 1,932 21,033 +320
Euro-Bund(EUREX)
Mar16 160111 159.77 159.80 159.15 159.35 -0.31 779,519 1,146,448 -2,591
Jun16 160111 157.17 157.21 156.81 156.81 -0.30 1,286 2,529 +1,269
Sep16 160111 155.69 155.69 155.69 155.69 -0.29      
Total Volume and Open Interest 780,805 1,148,977 -1,322
Euro-Bobl(EUREX)
Mar16 160111 131.27 131.29 131.13 131.20 -0.06 531,264 914,686 +13,863
Jun16 160111 129.37 129.37 129.37 129.37 -0.08 0 45 +0
Sep16 160111 129.37 129.37 129.37 129.37 -0.08      
Total Volume and Open Interest 531,264 914,731 +13,863
3-Mth Euribor(EUREX)
Mar16 160111 100.185 100.185 100.185 100.185 -0.005 30 6,219 +30
Jun16 160111 100.220 100.220 100.220 100.220 unch 0 10,512 +0
Sep16 160111 100.230 100.235 100.230 100.235 unch 0 4,403 +0
Total Volume and Open Interest 184 68,217 +24
Long Gilt(LIFFE)
Mar16 160111 118~19 118~20 118~07 118~18 -0~01 230,812 443,210 +19,650
Jun16 160111 117~24 117~24 117~24 117~24 -0~01      
Total Volume and Open Interest 230,812 443,210 +19,650
3-Mth Short Sterling(LIFFE)
Mar16 160111 99.40 99.41 99.39 99.40 unch 51,582 384,062 +5,946
Jun16 160111 99.37 99.37 99.34 99.36 unch 100,633 481,961 +5,935
Sep16 160111 99.30 99.32 99.27 99.31 +0.01 80,797 346,170 +9,479
Dec16 160111 99.21 99.23 99.18 99.22 +0.02 67,151 410,140 +1,131
Mar17 160111 99.10 99.12 99.06 99.11 +0.02 56,020 405,961 +583
Jun17 160111 98.98 99.01 98.95 99.00 +0.02 69,935 288,554 +4,782
Total Volume and Open Interest 643,919 3,304,533 +47,335
3-Mth Euribor(LIFFE)
Mar16 160111 100.185 100.190 100.185 100.190 unch 66,247 446,397 -5,176
Jun16 160111 100.220 100.220 100.210 100.220 unch 55,393 380,837 -7,928
Sep16 160111 100.235 100.240 100.225 100.235 unch 67,360 348,828 +7,662
Total Volume and Open Interest 687,347 3,353,901 +8,168
3-Mth Aus T-Bills(SFE)
Mar16 160111 97.78 97.80 97.77 97.79 unch 10,775 212,231 -2,743
Jun16 160111 97.85 97.89 97.83 97.88 +0.02 21,020 223,327 -3,487
Sep16 160111 97.90 97.94 97.88 97.92 +0.01 13,594 138,460 -1,410
Dec16 160111 97.90 97.96 97.90 97.94 +0.02 10,122 111,236 -764
Mar17 160111 97.91 97.96 97.89 97.94 +0.03 6,406 82,199 +913
Jun17 160111 97.88 97.94 97.86 97.91 +0.02 4,503 49,819 +426
Sep17 160111 97.85 97.91 97.83 97.89 +0.03 3,401 36,383 -1,644
Dec17 160111 97.80 97.87 97.79 97.84 +0.03 2,305 24,057 -951
Mar18 160111 97.75 97.82 97.75 97.80 +0.04 632 6,398 +410
Jun18 160111 97.71 97.77 97.71 97.75 +0.05 74 6,618 +50
Total Volume and Open Interest 73,032 891,972 -9,200
10-Year Aus T-Bonds(SFE)
Mar16 160111 97.22 97.30 97.20 97.25 +0.03 104,504 734,749 +8,516
Jun16 160111 97.25 97.25 97.25 97.25 +0.03      
Total Volume and Open Interest 104,504 734,749 +8,516
3-Year Aus T-Bonds(SFE)
Mar16 160111 98.00 98.06 97.97 98.03 +0.03 139,782 710,453 -9,745
Jun16 160111 98.03 98.03 98.03 98.03 +0.03      
Total Volume and Open Interest 139,782 710,453 -9,745
Gold(CMX)
Feb16 160111 1103.6 1108.3 1093.1 1096.2 -1.7 217,266 271,905 -3,120
Apr16 160111 1104.7 1108.6 1093.4 1096.6 -2.0 16,221 70,745 +4,965
Jun16 160111 1104.6 1109.0 1094.2 1097.1 -2.1 3,890 31,924 +1,340
Aug16 160111 1108.7 1108.7 1096.3 1097.7 -2.2 1,389 10,159 +62
Oct16 160111 1110.0 1110.0 1098.5 1098.5 -2.3 99 3,054 -32
Dec16 160111 1107.6 1111.2 1099.1 1099.5 -2.3 2,042 17,830 +51
Feb17 160111 1112.2 1113.0 1098.9 1100.6 -2.4 85 389 +14
Apr17 160111 1113.9 1113.9 1100.0 1101.7 -2.6 12 682 +0
Jun17 160111 1103.0 1103.0 1103.0 1103.0 -2.7 54 5,236 +52
Aug17 160111 1104.4 1104.4 1104.4 1104.4 -2.8 0 90 +0
Oct17 160111 1105.9 1105.9 1105.9 1105.9 -3.0      
Dec17 160111 1107.4 1107.4 1107.4 1107.4 -3.2 453 6,069 +12
Total Volume and Open Interest 242,179 425,659 +3,653
Silver(CMX)
Mar16 160111 1396.5 1407.5 1382.5 1386.6 -5.2 68,535 130,038 +184
May16 160111 1397.0 1409.0 1386.0 1389.3 -5.5 2,362 13,437 -8
Jul16 160111 1403.0 1411.0 1390.0 1392.3 -5.7 426 6,723 +25
Sep16 160111 1408.5 1408.5 1395.3 1395.3 -5.8 209 5,352 +4
Dec16 160111 1410.0 1415.0 1398.0 1399.5 -6.0 557 9,280 +179
Mar17 160111 1404.2 1404.2 1404.2 1404.2 -6.3 0 39 +0
May17 160111 1407.6 1407.6 1407.6 1407.6 -6.4 0 28 +0
Total Volume and Open Interest 72,460 168,418 +173
Platinum(NYMEX)
Jan16 160111 876.3 876.3 843.3 845.0 -32.1 117 861 -27
Apr16 160111 878.7 882.4 844.2 846.3 -32.4 15,607 63,129 +786
Jul16 160111 878.0 878.0 845.0 847.1 -32.5 343 3,181 +232
Oct16 160111 848.4 848.4 848.4 848.4 -32.5 1 23 -1
Total Volume and Open Interest 16,077 67,254 +989
Palladium(NYMEX)
Mar16 160111 495.30 496.55 473.05 474.30 -19.30 7,866 25,961 +246
Jun16 160111 490.90 491.00 474.95 474.95 -19.25 167 625 +129
Sep16 160111 489.20 491.20 475.95 475.95 -19.25 19 29 +19
Total Volume and Open Interest 8,062 26,647 +396
Copper(CMX)
Mar16 160111 201.30 201.55 196.65 197.25 -4.95 109,454 131,334 +6,681
May16 160111 202.10 202.10 197.50 198.10 -4.85 5,236 25,178 +1,272
Jul16 160111 202.05 202.10 198.35 198.85 -4.80 629 9,057 -12
Sep16 160111 199.60 200.65 199.50 199.55 -4.70 311 3,059 +10
Dec16 160111 201.40 201.40 199.90 200.10 -4.60 223 3,836 +14
Total Volume and Open Interest 116,813 179,355 +8,069
E-mini DJIA Index(CBOT)
Mar16 160111 16260 16372 16085 16287 +52 311,903 71,856 -3,351
Jun16 160111 16056 16288 16030 16216 +52 217 224 +65
Sep16 160111 15960 16200 15960 16148 +52 3 107 +0
Dec16 160111 16088 16088 16088 16088 +52      
Total Volume and Open Interest 312,123 72,187 -3,286
S & P 500(CME)
Mar16 160111 1912.70 1928.50 1893.50 1914.20 +2.70 10,162 94,807 +2,165
Jun16 160111 1915.50 1921.30 1887.30 1906.90 +2.60 318 2,585 -310
Sep16 160111 1900.60 1915.10 1881.10 1900.60 +2.50 207 203 +79
Dec16 160111 1895.00 1909.70 1875.70 1895.00 +2.30      
Total Volume and Open Interest 10,687 97,595 +1,934
S & P 500 E-Mini(Globex)
Mar16 160111 1909.25 1929.00 1892.50 1914.25 +2.75 2,969,295 2,610,790 +31,653
Jun16 160111 1902.50 1921.50 1885.75 1907.00 +2.75 6,883 11,013 -33
Sep16 160111 1895.75 1915.00 1879.50 1900.50 +2.50 3,612 2,612 +749
Dec16 160111 1878.75 1907.00 1877.50 1895.00 +2.25 14 46 -6
Total Volume and Open Interest 2,979,804 2,624,461 +32,363
NASDAQ 100 E-Mini(Globex)
Mar16 160111 4264.30 4304.50 4208.80 4273.00 +11.50 501,315 308,560 +1,769
Jun16 160111 4247.00 4296.00 4208.30 4267.50 +11.20 189 331 +12
Sep16 160111 4264.00 4278.80 4213.50 4264.00 +11.20 0 17 +0
Total Volume and Open Interest 501,504 308,984 +1,781
S&P Midcap 400(CME) e-Mini
Mar16 160111 1302.90 1313.60 1286.90 1298.70 -4.00 39,301 91,777 +4,686
Jun16 160111 1293.80 1305.00 1287.00 1293.80 -3.80 0 2 +0
Sep16 160111 1289.50 1289.50 1289.50 1289.50 -3.80 0 5 +0
Total Volume and Open Interest 39,301 91,795 +4,686
Volatility Index(CBOE)
Jan16 160111 25.25 26.45 23.09 23.48 -1.80 175,674 85,210 -8,870
Feb16 160111 23.12 24.25 21.75 21.98 -1.10 118,449 95,647 +4,797
Mar16 160111 22.20 23.28 21.42 21.58 -0.70 35,156 21,318 +1,796
Apr16 160111 22.22 22.97 21.35 21.63 -0.47 19,492 15,062 -298
Total Volume and Open Interest 368,686 244,018 -2,233
Russell 2000(ICE)
Mar16 160111 1046.00 1051.40 1026.70 1038.00 -3.20 166,878 384,182 +1,320
Jun16 160111 1039.00 1043.00 1034.80 1034.80 -2.30 1 5 +0
Sep16 160111 1035.00 1035.00 1031.60 1031.60 -2.30 0 1 +0
Total Volume and Open Interest 166,879 384,188 +1,320
Nikkei 225(CME)
Mar16 160111 17280 17585 17150 17410 +95 26,550 47,810 +943
Jun16 160111 17365 17365 17365 17365 +95 4 18 +2
Total Volume and Open Interest 26,554 47,828 +945
Nikkei 225(SGX)
Mar16 160111 17750 17865 17110 17325 -335 143,295 211,452 -288
Jun16 160111 17540 17540 17210 17210 -335 730 1,501 +332
Sep16 160111 17190 17190 17190 17190 -335 0 20 +0
Total Volume and Open Interest 150,223 221,950 -3,124
CAC 40(EURONEXT)
Jan16 160111 4295.5 4384.5 4283.0 4312.0 -20.5 148,265 268,316 +17,837
Feb16 160111 4291.5 4376.0 4282.0 4306.5 -19.5 562 964 +258
Mar16 160111 4289.5 4375.0 4289.5 4306.0 -20.0 192 10,252 +72
Total Volume and Open Interest 149,019 279,537 +18,167
Hang Seng Index(HKFE)
Jan16 160111 20435 20498 19820 19943 -456 174,109 100,566 -735
Feb16 160111 20480 20480 19829 19950 -456 1,599 2,797 +744
Mar16 160111 20445 20445 19780 19900 -454 855 6,086 +52
Total Volume and Open Interest 178,133 111,768 +959
DAX(EUREX)
Mar16 160111 9696.5 9980.5 9657.0 9857.0 -2.5 150,873 133,151 -1,690
Jun16 160111 9731.0 10018.0 9731.0 9900.0 -2.0 1,232 10,112 +598
Sep16 160111 9920.0 10000.0 9900.0 9900.0 -2.0 27 34 -5
Total Volume and Open Interest 152,132 143,297 -1,097
FT-SE 100(EURONEXT)
Mar16 160111 5800.00 5889.50 5789.00 5831.00 -41.50 202,907 547,302 +8,623
Jun16 160111 5778.50 5778.50 5778.50 5778.50 -41.00 1 3,140 +1
Sep16 160111 5732.50 5732.50 5732.50 5732.50 -41.00 0 1 +0
Total Volume and Open Interest 202,908 550,443 +8,624
SPI 200(SFE)
Mar16 160111 4927.0 4947.0 4829.0 4866.0 -64.0 50,363 231,645 +4,302
Jun16 160111 4831.0 4850.0 4831.0 4850.0 -68.0 8 1,572 -3
Sep16 160111 4798.0 4798.0 4798.0 4798.0 -68.0 0 635 +0
Total Volume and Open Interest 51,163 237,647 +5,005
FTSE MIB(ISE)
Mar16 160111 19800.00 20120.00 19745.00 19817.00 -84.00 52,216 69,098 -2,086
Jun16 160111 19495.00 19640.00 19380.00 19407.00 -89.00 62 95 +20
Sep16 160111 19282.00 19282.00 19282.00 19282.00 -119.00      
Total Volume and Open Interest 52,278 69,193 -2,066
KOSPI 200(KFE)
Mar16 160111 232.25 232.50 231.75 231.75 -2.05 179,583 100,437 +4,660
Jun16 160111 233.30 233.30 232.30 232.30 -2.40 2,185 3,153 +1,539
Sep16 160111 232.70 232.90 232.70 232.90 -2.70 22 347 +6
Total Volume and Open Interest 181,845 105,226 +6,206
GSCI(CME)
Jan16 160111 293.00 293.00 284.10 286.05 -8.95 246 12,256 -84
Feb16 160111 295.50 295.50 289.20 291.25 -9.10 126 163 +116
Mar16 160111 298.50 298.50 298.50 298.50 -9.10      
Total Volume and Open Interest 372 12,419 +32
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