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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue January 12, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan16 160112 881.50 899.50 875.50 890.75 +9.75 3,592 3,458 -1,910
Mar16 160112 861.25 881.25 857.25 874.50 +13.25 96,117 328,721 -1,087
May16 160112 864.00 882.75 860.00 877.25 +13.25 35,920 126,364 -323
Jul16 160112 870.50 889.00 866.50 883.50 +13.25 14,538 100,966 +1,165
Aug16 160112 873.00 890.75 868.75 885.00 +12.50 1,414 12,539 -41
Sep16 160112 872.75 889.50 868.00 884.25 +12.50 383 4,026 +117
Nov16 160112 873.75 891.75 870.00 886.25 +12.50 4,009 86,078 +613
Jan17 160112 879.75 896.75 875.75 892.00 +12.50 228 929 +95
Mar17 160112 882.50 895.50 880.00 894.50 +12.25 99 1,728 +70
May17 160112 884.00 901.00 884.00 898.50 +12.50 27 892 +3
Jul17 160112 891.00 907.50 888.50 904.25 +12.50 18 976 -2
Aug17 160112 901.75 901.75 901.75 901.75 +12.50 0 42 +0
Sep17 160112 896.75 896.75 896.75 896.75 +12.50 0 26 +0
Nov17 160112 881.75 899.00 878.75 894.50 +12.50 11 1,188 +1
Total Volume and Open Interest 156,356 667,949 -1,299
Soybean Meal(CBOT)
Jan16 160112 269.80 275.00 267.90 274.70 +5.90 455 758 -341
Mar16 160112 269.90 277.20 268.70 275.60 +5.70 39,970 189,131 -1,452
May16 160112 272.30 279.00 271.00 277.70 +5.40 10,809 71,579 -406
Jul16 160112 275.00 281.10 273.60 280.20 +5.20 6,027 58,130 +591
Aug16 160112 276.10 281.90 274.90 281.20 +5.10 989 17,182 +239
Sep16 160112 277.40 283.00 276.00 282.30 +4.90 791 14,781 +5
Oct16 160112 277.50 283.00 276.10 282.10 +4.60 516 11,500 +46
Dec16 160112 278.70 284.40 277.20 283.10 +4.40 1,563 36,756 +272
Jan17 160112 279.90 284.30 279.00 284.20 +4.30 9 1,736 +7
Mar17 160112 281.30 285.40 280.30 285.40 +4.40 22 2,280 +22
Total Volume and Open Interest 61,186 406,210 -1,004
Soybean Oil(CBOT)
Jan16 160112 29.10 29.27 29.01 29.01 -0.07 877 806 -281
Mar16 160112 29.25 29.54 29.00 29.18 -0.07 45,393 172,697 -1,441
May16 160112 29.48 29.78 29.22 29.39 -0.09 16,722 87,132 +576
Jul16 160112 29.73 30.00 29.47 29.66 -0.07 12,786 66,469 +2,639
Aug16 160112 29.78 30.04 29.57 29.73 -0.05 1,224 10,081 +411
Sep16 160112 29.84 30.12 29.66 29.80 -0.04 632 10,171 +190
Oct16 160112 29.93 30.14 29.66 29.82 -0.04 270 9,102 +21
Dec16 160112 29.97 30.26 29.75 29.94 -0.03 1,317 31,977 +119
Jan17 160112 30.18 30.49 30.00 30.16 -0.04 251 2,158 +124
Mar17 160112 30.35 30.63 30.25 30.35 -0.05 206 1,977 +94
Total Volume and Open Interest 82,541 397,586 +4,721
Canola(WCE)
Jan16 160112 474.6 474.6 474.6 474.6 +4.5 0 874 +0
Mar16 160112 478.4 483.0 476.4 482.9 +4.5 9,005 132,229 -2,845
May16 160112 486.0 490.7 484.2 490.7 +4.9 2,958 21,537 +618
Jul16 160112 490.0 495.0 489.2 494.6 +4.5 2,834 17,490 -496
Nov16 160112 488.4 492.4 488.4 491.6 +3.2 1,988 14,864 +122
Total Volume and Open Interest 16,793 187,791 -2,601
Corn(CBOT)
Mar16 160112 352.00 363.75 349.50 356.75 +5.00 178,645 719,406 -7,838
May16 160112 357.25 368.50 355.25 362.25 +4.75 58,995 211,796 +4,107
Jul16 160112 363.50 375.00 361.50 368.25 +4.75 57,339 191,403 +7,897
Sep16 160112 369.50 380.50 367.50 374.50 +5.00 10,128 79,368 +3,944
Dec16 160112 378.50 389.25 376.00 382.75 +4.25 12,027 150,179 +326
Mar17 160112 388.00 398.00 386.00 392.25 +4.00 693 9,784 +334
May17 160112 394.75 401.00 392.75 398.75 +4.25 118 2,117 +5
Jul17 160112 399.50 408.00 398.00 403.25 +3.50 296 2,878 +93
Sep17 160112 398.50 398.50 398.50 398.50 +2.75 8 1,334 +5
Dec17 160112 394.75 405.00 392.00 397.75 +2.50 178 4,784 +2
Total Volume and Open Interest 318,433 1,373,861 +8,875
Wheat(CBOT)
Mar16 160112 470.25 483.25 462.50 481.25 +12.25 86,311 232,786 -11,998
May16 160112 474.75 488.00 468.00 486.50 +12.00 18,331 56,463 -959
Jul16 160112 481.75 494.25 475.00 492.75 +11.75 15,023 64,925 -425
Sep16 160112 488.25 502.75 485.25 501.25 +10.75 1,810 13,081 -49
Dec16 160112 504.00 516.25 499.25 514.50 +10.50 2,655 22,642 -220
Mar17 160112 515.00 528.00 512.25 526.25 +10.25 97 2,165 +13
Total Volume and Open Interest 124,243 392,277 -13,636
Wheat(KCBT)
Mar16 160112 463.00 481.50 457.00 480.75 +18.50 21,637 110,263 -2,218
May16 160112 472.75 491.25 468.25 490.75 +18.50 4,682 24,562 +150
Jul16 160112 481.50 500.75 477.75 500.25 +18.25 4,140 43,360 -64
Sep16 160112 495.00 513.75 491.75 513.50 +17.75 943 7,963 +61
Dec16 160112 514.00 533.50 505.25 532.75 +18.00 2,041 15,008 +242
Mar17 160112 527.00 546.75 526.00 546.75 +17.25 242 3,429 +23
Total Volume and Open Interest 33,707 205,046 -1,802
Wheat(MGE)
Mar16 160112 493.25 508.00 490.75 507.00 +13.75 5,184 34,800 +759
May16 160112 500.50 514.50 499.00 513.75 +13.25 1,860 15,201 +205
Jul16 160112 509.25 523.00 507.75 522.25 +12.50 1,048 12,791 +206
Sep16 160112 520.25 533.25 520.25 532.75 +12.00 249 6,512 +22
Dec16 160112 536.00 548.75 535.75 548.25 +11.75 208 5,014 +27
Total Volume and Open Interest 8,691 75,453 +1,240
Oats(CBOT)
Mar16 160112 199.75 206.50 192.50 205.50 +6.50 441 7,066 -146
May16 160112 200.50 205.50 195.00 205.00 +6.00 84 1,604 +30
Jul16 160112 201.25 210.00 201.00 208.75 +5.25 42 467 +19
Sep16 160112 214.25 214.25 214.25 214.25 +5.25 0 26 +0
Total Volume and Open Interest 582 9,305 -86
Rough Rice(CBOT)
Jan16 160112 11.49 11.49 11.49 11.49 -0.05 16 18 -64
Mar16 160112 11.77 11.85 11.65 11.72 -0.05 608 9,766 -34
May16 160112 11.98 12.10 11.98 12.01 -0.05 215 2,589 -11
Jul16 160112 12.27 12.27 12.27 12.27 -0.05 6 948 +0
Total Volume and Open Interest 845 13,416 -109
Live Cattle(CME)
Feb16 160112 132.600 133.535 131.035 131.600 -0.635 34,567 93,198 -3,504
Apr16 160112 133.450 134.250 131.880 132.700 -0.350 24,614 80,961 +3,992
Jun16 160112 124.535 125.100 123.250 124.180 +0.145 11,419 57,929 +1,559
Aug16 160112 120.480 121.080 119.230 120.135 +0.035 5,308 20,460 -20
Oct16 160112 121.450 122.000 120.330 121.150 -0.050 2,536 10,960 +551
Dec16 160112 121.650 122.050 120.400 121.250 -0.035 558 7,895 +179
Total Volume and Open Interest 79,139 274,010 +2,774
Feeder Cattle(CME)
Jan16 160112 160.450 161.900 158.580 160.235 +0.785 2,983 5,973 -328
Mar16 160112 157.535 159.100 155.550 157.000 +0.200 8,688 15,292 +670
Apr16 160112 157.500 159.130 155.450 156.900 +0.100 2,495 4,478 +327
May16 160112 157.380 158.800 155.050 156.685 +0.135 1,803 5,276 -78
Aug16 160112 158.900 160.300 156.650 158.450 +0.165 1,160 4,714 +180
Sep16 160112 157.500 158.300 155.735 156.735 +0.085 161 552 +10
Oct16 160112 154.600 155.650 152.450 153.485 -0.165 94 270 +1
Total Volume and Open Interest 17,413 36,889 +783
Lean Hogs(CME)
Feb16 160112 60.180 62.050 60.130 61.900 +2.200 22,763 56,306 -5,522
Apr16 160112 65.800 67.450 65.650 67.300 +1.825 14,835 49,311 +2,161
May16 160112 73.730 74.600 73.730 74.550 +1.300 46 1,091 +26
Jun16 160112 77.480 78.680 77.300 78.535 +1.285 4,872 26,830 +531
Jul16 160112 77.500 77.950 77.100 77.830 +0.730 2,044 7,760 -286
Aug16 160112 77.285 78.100 77.230 78.000 +0.450 2,403 10,171 +967
Oct16 160112 65.850 67.000 65.725 66.800 +0.950 1,128 6,205 +375
Dec16 160112 61.700 62.680 61.630 62.535 +0.835 489 5,263 +268
Total Volume and Open Interest 48,626 163,659 -1,440
Class III Milk(CME)
Jan16 160112 13.72 13.78 13.71 13.72 unch 418 3,849 -122
Feb16 160112 13.42 13.62 13.42 13.56 +0.11 384 5,108 +134
Mar16 160112 13.64 13.75 13.64 13.74 -0.01 186 3,962 +105
Apr16 160112 14.10 14.10 14.03 14.05 -0.08 288 3,051 +88
May16 160112 14.44 14.44 14.37 14.42 -0.08 81 2,792 +14
Jun16 160112 14.72 14.78 14.72 14.78 -0.05 81 2,574 +16
Jul16 160112 15.12 15.18 15.11 15.12 unch 64 2,192 -4
Aug16 160112 15.55 15.58 15.50 15.52 +0.02 43 2,048 +35
Sep16 160112 15.80 15.90 15.80 15.85 +0.04 42 2,066 +26
Oct16 160112 15.88 15.96 15.88 15.90 -0.03 20 1,528 +7
Nov16 160112 15.86 15.91 15.86 15.86 unch 9 1,387 +4
Dec16 160112 15.75 15.84 15.75 15.75 unch 25 1,292 -5
Jan17 160112 15.80 15.80 15.80 15.80 unch 6 116 +2
Total Volume and Open Interest 1,647 32,292 +300
Cocoa(ICE)
Mar16 160112 2875 2892 2852 2860 -42 20,972 84,002 -1,926
May16 160112 2890 2897 2860 2865 -40 9,509 49,479 +866
Jul16 160112 2892 2903 2864 2868 -39 4,911 27,041 +544
Sep16 160112 2882 2901 2861 2865 -39 2,291 21,086 +297
Dec16 160112 2875 2885 2850 2852 -37 688 12,222 +227
Mar17 160112 2870 2870 2842 2845 -33 311 19,399 +136
May17 160112 2875 2875 2848 2848 -34 48 1,550 -2
Total Volume and Open Interest 38,773 220,037 +168
Coffee "C"(ICE)
Mar16 160112 114.50 115.30 113.60 114.35 -0.10 15,562 88,995 +1,146
May16 160112 117.00 117.60 115.95 116.70 -0.10 6,706 35,754 +953
Jul16 160112 119.00 119.60 118.05 118.75 -0.05 3,451 22,353 +417
Sep16 160112 120.90 121.50 119.95 120.65 -0.05 2,411 11,025 +646
Dec16 160112 123.80 124.10 122.55 123.25 -0.05 952 14,878 +224
Mar17 160112 126.25 126.55 125.20 125.75 unch 554 3,778 +361
Total Volume and Open Interest 29,675 180,773 +3,745
Orange Juice(ICE)
Mar16 160112 132.90 133.40 131.00 132.00 -0.90 1,617 10,819 -466
May16 160112 133.90 133.90 131.60 132.40 -0.90 202 1,505 +77
Jul16 160112 134.00 134.00 133.00 133.10 -0.90 62 589 +38
Sep16 160112 134.05 134.05 134.05 134.05 -0.85 1 114 +1
Nov16 160112 134.20 134.20 134.20 134.20 -0.95 1 5 +1
Jan17 160112 135.05 135.05 135.05 135.05 -0.95 0 2 +0
Total Volume and Open Interest 1,883 13,035 -429
Sugar #11(ICE)
Mar16 160112 14.25 14.27 13.93 14.05 -0.10 70,146 357,815 -11,242
May16 160112 13.97 14.02 13.70 13.78 -0.13 27,972 181,964 +865
Jul16 160112 13.75 13.81 13.51 13.56 -0.14 13,319 144,562 +1,936
Oct16 160112 13.84 13.91 13.63 13.66 -0.14 4,826 80,582 +1,222
Mar17 160112 14.25 14.34 14.07 14.09 -0.14 3,120 45,987 +771
May17 160112 13.95 14.11 13.86 13.87 -0.12 1,077 9,592 -17
Jul17 160112 13.71 13.86 13.60 13.63 -0.11 1,555 15,302 +446
Oct17 160112 13.73 13.83 13.57 13.60 -0.09 1,157 12,670 +672
Total Volume and Open Interest 124,027 856,246 -5,184
London Cocoa(LCE)
Mar16 160112 2060 2079 2044 2063 -5 17,576 77,766 -1,481
May16 160112 2060 2083 2047 2066 -4 12,247 35,020 -1,002
Jul16 160112 2060 2084 2048 2067 -3 9,093 44,042 +783
Sep16 160112 2056 2079 2044 2062 -3 5,480 37,317 +39
Dec16 160112 2032 2055 2020 2039 -2 2,095 26,693 +106
Mar17 160112 2024 2034 2004 2024 +1 384 28,053 -58
May17 160112 2010 2024 2010 2024 unch 0 618 +0
Total Volume and Open Interest 46,875 249,675 -1,613
London Sugar(LCE)
Mar16 160112 416.00 417.20 410.60 412.50 -2.30 7,139 42,783 -302
May16 160112 408.60 410.40 404.40 405.80 -2.60 3,570 22,318 +240
Aug16 160112 402.50 403.70 397.80 399.00 -2.90 1,135 11,367 -22
Oct16 160112 397.00 398.00 392.80 393.50 -2.80 532 7,256 -113
Dec16 160112 396.00 397.00 392.20 393.00 -2.20 797 2,689 +496
Total Volume and Open Interest 13,374 88,839 +324
Cotton(ICE)
Mar16 160112 61.50 62.28 61.45 61.59 +0.09 18,090 118,767 -2,734
May16 160112 61.93 62.72 61.91 62.16 +0.20 7,240 32,392 +739
Jul16 160112 62.65 63.31 62.56 62.78 +0.14 2,360 21,197 +513
Oct16 160112 62.42 62.42 62.42 62.42 +0.13 0 3 +0
Dec16 160112 62.78 63.25 62.73 62.86 +0.10 629 11,948 +172
Mar17 160112 63.78 63.78 63.78 63.78 +0.11 63 649 +38
Total Volume and Open Interest 28,382 185,112 -1,272
Lumber(CME)
Jan16 160112 257.0 257.0 254.2 256.2 -0.6 212 161 -157
Mar16 160112 246.1 249.4 243.9 245.0 unch 589 3,232 +179
May16 160112 245.2 246.1 243.5 244.0 -0.4 90 641 +31
Jul16 160112 247.9 247.9 247.9 247.9 -0.3 13 49 +7
Total Volume and Open Interest 914 4,111 +70
Crude Oil(NYM)
Feb16 160112 31.11 32.21 29.93 30.44 -0.97 596,496 337,703 -66,612
Mar16 160112 32.24 33.30 31.00 31.52 -1.00 297,365 390,368 +50,039
Apr16 160112 33.41 34.45 32.14 32.64 -1.05 96,334 141,837 +3,399
May16 160112 34.59 35.54 33.23 33.70 -1.09 40,924 85,182 +289
Jun16 160112 35.65 36.47 34.14 34.63 -1.12 49,732 149,036 +2,605
Jul16 160112 36.45 37.16 34.94 35.41 -1.14 15,906 43,862 +554
Aug16 160112 36.91 37.80 35.75 36.05 -1.15 7,364 34,744 +1,491
Sep16 160112 37.45 38.40 36.34 36.61 -1.16 9,835 64,490 -616
Oct16 160112 38.20 38.82 36.85 37.11 -1.17 5,132 31,246 -307
Nov16 160112 38.40 38.46 37.47 37.62 -1.18 3,010 27,753 +593
Dec16 160112 39.19 39.98 37.69 38.14 -1.19 34,896 169,771 +1,314
Jan17 160112 38.57 38.76 38.25 38.57 -1.20 1,711 23,346 -150
Feb17 160112 40.20 40.20 38.99 38.99 -1.21 925 9,487 -148
Mar17 160112 39.39 39.39 39.39 39.39 -1.23 2,216 13,542 +556
Apr17 160112 39.77 39.77 39.77 39.77 -1.24 189 6,276 -36
May17 160112 40.11 40.11 40.11 40.11 -1.25 264 5,401 +17
Total Volume and Open Interest 1,185,017 1,743,927 -5,122
e-miNY Crude Oil(NYM)
Feb16 160112 31.150 32.200 29.925 30.450 -0.950 11,230 3,131 -375
Mar16 160112 32.375 33.300 31.000 31.525 -1.000 857 1,380 +26
Apr16 160112 33.450 34.450 32.375 32.650 -1.050 205 491 +17
May16 160112 34.350 34.425 33.300 33.700 -1.100 37 524 -5
Jun16 160112 35.200 36.150 34.250 34.625 -1.125 13 53 +1
Jul16 160112 36.025 36.025 35.000 35.400 -1.150 0 9 +0
Aug16 160112 36.050 36.050 36.050 36.050 -1.150 0 3 +0
Sep16 160112 36.600 36.600 36.600 36.600 -1.175 1 9 +0
Oct16 160112 37.100 37.100 37.100 37.100 -1.175 1 5 +1
Nov16 160112 37.625 37.625 37.625 37.625 -1.175 0 1 +0
Total Volume and Open Interest 12,347 6,169 -336
NY Harbor ULSD(NYM)
Feb16 160112 100.80 103.73 98.37 99.01 -2.48 68,148 77,088 -5,511
Mar16 160112 102.90 105.46 100.20 100.88 -2.45 41,354 69,562 +3,322
Apr16 160112 104.49 106.80 101.82 102.49 -2.42 28,448 46,485 +3,094
May16 160112 105.86 108.36 103.61 104.36 -2.42 12,452 29,007 +877
Jun16 160112 107.49 110.74 106.00 106.76 -2.46 10,425 33,279 -97
Jul16 160112 110.15 113.32 108.74 109.39 -2.50 3,156 12,257 +130
Aug16 160112 112.21 115.80 111.41 111.86 -2.57 950 8,847 +47
Sep16 160112 114.60 117.78 113.58 114.18 -2.63 766 9,109 +20
Oct16 160112 116.86 120.03 115.95 116.36 -2.73 773 4,941 +129
Nov16 160112 118.94 122.14 117.95 118.36 -2.80 427 5,049 +30
Dec16 160112 121.08 124.45 119.72 120.31 -2.84 1,769 29,599 -154
Jan17 160112 122.84 126.14 122.01 122.35 -2.83 134 6,453 +9
Feb17 160112 124.03 124.03 124.03 124.03 -2.84 168 1,347 +20
Mar17 160112 127.70 127.70 125.07 125.07 -2.86 108 1,191 +19
Total Volume and Open Interest 169,271 343,356 +1,928
RBOB Gasoline(NYM)
Feb16 160112 111.02 116.18 106.50 108.48 -2.82 59,255 89,337 -6,554
Mar16 160112 113.38 118.05 109.11 110.97 -2.72 36,049 70,148 +4,653
Apr16 160112 135.06 139.09 131.02 132.72 -2.58 17,969 43,034 +1,682
May16 160112 135.23 140.18 132.48 134.09 -2.54 11,658 36,618 +1,959
Jun16 160112 135.36 139.72 132.24 133.80 -2.56 12,171 35,502 +175
Jul16 160112 134.67 138.26 131.28 132.50 -2.60 6,837 16,155 -290
Aug16 160112 130.75 135.85 129.10 130.40 -2.63 3,184 12,490 -110
Sep16 160112 129.70 132.84 126.73 127.47 -2.75 3,782 18,810 +644
Oct16 160112 115.93 118.20 113.01 113.24 -2.79 2,259 8,987 +398
Nov16 160112 113.08 115.53 110.17 110.43 -2.80 1,813 3,490 +109
Total Volume and Open Interest 158,869 371,305 +3,383
e-miNY RBOB Gasoline(NYM)
Feb16 160112 111.30 111.30 108.48 108.50 -2.80 0 1 +0
Mar16 160112 111.00 111.00 110.97 111.00 -2.70      
Apr16 160112 132.70 132.72 132.70 132.70 -2.60      
May16 160112 134.10 134.10 134.09 134.10 -2.50      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb16 160112 2.362 2.366 2.241 2.257 -0.139 163,907 166,092 -29,743
Mar16 160112 2.360 2.364 2.249 2.261 -0.128 95,945 223,086 +5,484
Apr16 160112 2.404 2.404 2.309 2.320 -0.105 41,719 102,801 +1,076
May16 160112 2.441 2.441 2.361 2.370 -0.091 22,027 73,169 +196
Jun16 160112 2.460 2.484 2.418 2.427 -0.079 11,970 38,606 +970
Jul16 160112 2.525 2.527 2.472 2.480 -0.072 11,228 33,376 +1,323
Aug16 160112 2.532 2.545 2.487 2.496 -0.072 7,152 25,518 +597
Sep16 160112 2.520 2.545 2.485 2.493 -0.075 6,130 43,659 -34
Oct16 160112 2.557 2.577 2.510 2.519 -0.078 11,596 60,936 -949
Nov16 160112 2.624 2.653 2.591 2.596 -0.075 3,223 17,402 +815
Dec16 160112 2.800 2.800 2.750 2.753 -0.075 1,764 16,981 -314
Jan17 160112 2.889 2.909 2.857 2.867 -0.070 4,840 32,779 +2,051
Feb17 160112 2.892 2.892 2.853 2.858 -0.071 361 6,375 +150
Mar17 160112 2.841 2.853 2.810 2.817 -0.071 2,455 14,955 +1,096
Apr17 160112 2.653 2.659 2.623 2.628 -0.057 1,905 15,135 +1,315
May17 160112 2.665 2.665 2.630 2.630 -0.055 51 3,217 +1
Total Volume and Open Interest 386,747 915,386 -15,735
Brent Crude Oil(ICE)
Feb16 160112 31.54 32.38 30.34 30.86 -0.69 206,974 146,007 -16,567
Mar16 160112 31.93 32.69 30.50 30.95 -0.93 243,815 442,620 -7,829
Apr16 160112 32.33 33.60 31.38 31.82 -0.99 115,355 260,437 +11,086
May16 160112 33.61 34.51 32.29 32.73 -1.03 63,878 139,005 +9,013
Jun16 160112 34.59 35.40 33.18 33.61 -1.07 69,607 184,315 +675
Jul16 160112 35.51 36.19 34.05 34.42 -1.11 20,611 82,293 +4,050
Aug16 160112 36.30 36.94 34.78 35.15 -1.15 11,701 56,293 +2,423
Sep16 160112 37.00 37.65 35.47 35.86 -1.18 17,297 57,342 -371
Oct16 160112 37.52 38.34 36.16 36.55 -1.20 7,859 34,944 +591
Nov16 160112 37.55 39.00 36.96 37.23 -1.21 7,486 33,821 +2,879
Dec16 160112 39.03 39.65 37.45 37.87 -1.22 46,951 227,963 +1,462
Jan17 160112 40.00 40.10 38.42 38.42 -1.23 2,984 30,501 +792
Feb17 160112 38.96 38.96 38.96 38.96 -1.23 2,471 32,768 -5
Mar17 160112 40.26 41.18 39.51 39.51 -1.24 3,622 29,721 +876
Total Volume and Open Interest 841,424 2,066,379 +11,016
Gas Oil(ICE)
Jan16 160112 286.50 293.50 282.25 289.25 unch 33,670 28,831 -13,288
Feb16 160112 297.50 306.25 290.50 292.50 -6.75 101,732 144,228 -366
Mar16 160112 307.00 313.75 298.25 300.50 -7.25 57,741 77,508 +7,342
Apr16 160112 312.75 320.75 305.25 307.50 -7.75 22,216 47,961 +2,834
May16 160112 316.25 326.50 311.50 313.75 -8.00 11,155 42,013 +301
Jun16 160112 325.50 332.75 317.00 319.50 -8.50 18,763 66,259 +1,231
Jul16 160112 329.00 338.75 323.50 326.25 -8.50 5,016 21,939 +309
Aug16 160112 333.50 345.50 330.75 333.00 -8.50 3,253 15,408 +670
Sep16 160112 342.25 352.25 336.75 339.25 -8.75 4,385 19,755 +910
Oct16 160112 348.25 359.25 343.75 346.50 -8.75 1,848 16,583 +398
Total Volume and Open Interest 279,292 694,278 +3,748
Ethanol(CBOT)
Feb16 160112 1.317 1.337 1.307 1.327 +0.008 387 1,393 -119
Mar16 160112 1.336 1.360 1.336 1.350 +0.008 137 967 +14
Apr16 160112 1.382 1.382 1.371 1.371 +0.010 211 919 +186
May16 160112 1.370 1.390 1.370 1.380 +0.010 1 317 +0
Jun16 160112 1.381 1.381 1.381 1.381 +0.010 2 284 +1
Jul16 160112 1.379 1.379 1.379 1.379 +0.010 10 68 +0
Aug16 160112 1.377 1.377 1.377 1.377 +0.010 6 60 +0
Sep16 160112 1.375 1.375 1.375 1.375 +0.010 9 86 +3
Total Volume and Open Interest 829 4,285 +122
WTI Crude Oil(ICE)
Feb16 160112 31.28 32.19 29.93 30.44 -0.97 55,746 65,965 -6,033
Mar16 160112 32.38 33.28 31.00 31.52 -1.00 55,768 107,261 +5,052
Apr16 160112 33.41 34.43 32.15 32.64 -1.05 27,616 37,235 +156
May16 160112 34.49 35.52 33.23 33.70 -1.09 11,301 12,273 +1,105
Jun16 160112 35.46 36.46 34.23 34.63 -1.12 14,921 39,491 -574
Jul16 160112 35.69 37.18 35.03 35.41 -1.14 3,395 6,059 +409
Aug16 160112 36.33 37.48 35.64 36.05 -1.15 1,379 5,923 -273
Sep16 160112 36.94 38.37 36.18 36.61 -1.16 781 10,279 +95
Oct16 160112 38.87 38.87 36.77 37.11 -1.17 798 3,041 +257
Nov16 160112 37.95 37.95 37.62 37.62 -1.18 636 7,391 +217
Dec16 160112 39.15 39.91 37.72 38.14 -1.19 5,583 57,395 +461
Jan17 160112 38.57 38.57 38.57 38.57 -1.20 49 4,733 +0
Feb17 160112 38.99 38.99 38.99 38.99 -1.21 24 1,812 +4
Mar17 160112 39.39 39.39 39.39 39.39 -1.23 537 2,988 +48
Apr17 160112 39.77 39.77 39.77 39.77 -1.24 7 1,564 -1
May17 160112 40.11 40.11 40.11 40.11 -1.25 6 1,206 +5
Total Volume and Open Interest 180,216 422,959 +1,134
US Dollar Index(ICE)
Mar16 160112 98.945 99.340 98.635 99.025 +0.240 40,217 71,482 -2,560
Jun16 160112 99.125 99.420 98.755 99.122 +0.240 188 1,493 -12
Sep16 160112 99.350 99.395 99.165 99.165 +0.240 4 314 +2
Total Volume and Open Interest 40,415 73,307 -2,566
Australian Dollar(CME)
Mar16 160112 69.71 70.00 69.19 69.64 +0.03 136,190 115,533 +4,569
Jun16 160112 69.42 69.70 68.91 69.36 +0.03 179 444 +38
Sep16 160112 69.09 69.23 68.98 69.09 +0.03 2 31 +2
Total Volume and Open Interest 136,376 116,023 +4,614
British Pound(CME)
Mar16 160112 145.46 145.60 143.53 144.32 -1.15 98,018 230,702 -3,388
Jun16 160112 145.45 145.64 143.60 144.39 -1.14 28 521 +3
Sep16 160112 144.49 145.73 143.87 144.49 -1.14 1 48 +1
Total Volume and Open Interest 98,047 231,321 -3,384
Canadian Dollar(CME)
Mar16 160112 70.35 70.54 69.86 70.09 -0.22 67,043 161,555 -3,628
Jun16 160112 70.35 70.57 69.91 70.14 -0.21 113 2,143 +39
Sep16 160112 70.22 70.60 69.99 70.21 -0.21 30 738 +0
Dec16 160112 70.25 70.67 70.09 70.30 -0.19 31 242 +25
Total Volume and Open Interest 67,217 164,717 -3,564
Japanese Yen(CME)
Mar16 160112 85.05 85.42 84.80 85.13 -0.09 240,875 239,168 +475
Jun16 160112 85.14 85.64 85.04 85.38 -0.08 410 931 +40
Sep16 160112 85.61 85.89 85.48 85.70 -0.08 1 132 +0
Total Volume and Open Interest 241,286 240,296 +515
Swiss Franc(CME)
Mar16 160112 100.14 100.58 99.78 100.00 -0.28 21,451 46,689 -1,643
Jun16 160112 100.50 101.01 100.26 100.45 -0.29 27 169 +12
Sep16 160112 100.99 101.50 100.99 100.99 -0.29 1 17 +0
Total Volume and Open Interest 21,479 46,895 -1,631
EuroFX(CME)
Mar16 160112 108.79 109.18 108.37 108.72 -0.18 291,114 397,580 -3,595
Jun16 160112 109.13 109.48 108.69 109.03 -0.18 360 2,916 +70
Sep16 160112 109.44 109.87 109.19 109.44 -0.17 15 551 +9
Total Volume and Open Interest 291,494 401,735 -3,511
Mexican Peso(CME)
Jan16 160112 559.13 559.13 559.13 559.13 +2.75      
Feb16 160112 558.00 558.00 558.00 558.00 +2.75      
Total Volume and Open Interest 52,021 144,348 -899
Brazilian Real(CME)
Feb16 160112 245.60 247.20 244.80 245.80 +0.40 678 9,636 -148
Mar16 160112 243.65 244.90 242.75 243.65 +0.45 2 4,076 +2
Apr16 160112 241.40 241.40 241.40 241.40 +0.35      
May16 160112 239.10 239.10 239.10 239.10 +0.30      
Total Volume and Open Interest 680 14,120 -146
30-Year T-Bonds(CBOT)
Mar16 160112 155~150 157~300 155~010 157~180 +1~250 333,206 497,527 +4,397
Jun16 160112 154~020 156~050 154~000 156~050 +1~260 11 88 +9
Sep16 160112 156~050 156~050 156~050 156~050 +1~260      
Total Volume and Open Interest 333,217 497,615 +4,406
10-Year T-Notes(CBOT)
Mar16 160112 127~065 128~000 126~315 127~265 +0~150 1,657,147 2,604,950 +57,669
Jun16 160112 126~135 127~095 126~135 127~085 +0~155 287 1,401 +259
Sep16 160112 126~175 126~175 126~175 126~175 +0~155      
Total Volume and Open Interest 1,657,434 2,606,351 +57,928
5-Year T-Notes(CBOT)
Mar16 160112 119~092 119~214 119~042 119~176 +0~056 926,410 2,402,365 +47,277
Jun16 160112 119~046 119~066 119~046 119~066 +0~062 16 1,132 +14
Sep16 160112 118~236 118~236 118~236 118~236 +0~062      
Total Volume and Open Interest 926,426 2,403,497 +47,291
2 Year T-Notes(CBOT)
Mar16 160112 108~282 108~306 108~260 108~294 +0~006 390,628 1,033,309 -11,182
Jun16 160112 108~204 108~244 108~204 108~240 +0~014 76 73 +72
Sep16 160112 108~160 108~160 108~160 108~160 +0~014      
Total Volume and Open Interest 390,704 1,033,382 -11,110
Eurodollars(CME)
Mar16 160112 99.305 99.315 99.290 99.300 -0.005 433,298 1,321,768 +4,673
Jun16 160112 99.190 99.215 99.170 99.205 +0.005 359,837 1,172,135 +11,447
Sep16 160112 99.075 99.115 99.055 99.105 +0.015 377,281 1,176,406 +22,435
Dec16 160112 98.955 99.000 98.925 98.990 +0.020 629,236 1,306,961 +8,891
Mar17 160112 98.845 98.905 98.815 98.890 +0.025 558,800 895,821 +1,296
Jun17 160112 98.730 98.800 98.700 98.785 +0.030 367,535 678,508 +14,925
Sep17 160112 98.620 98.700 98.595 98.685 +0.035 332,897 664,610 +8,129
Dec17 160112 98.520 98.600 98.490 98.580 +0.040 435,195 734,329 -7,228
Mar18 160112 98.425 98.520 98.405 98.500 +0.045 295,493 434,771 +21,646
Jun18 160112 98.340 98.440 98.320 98.415 +0.045 211,356 389,234 -2,527
Sep18 160112 98.255 98.360 98.235 98.335 +0.045 144,834 355,612 +7,814
Dec18 160112 98.175 98.280 98.155 98.250 +0.045 150,697 385,596 +11,862
Mar19 160112 98.105 98.215 98.085 98.185 +0.050 88,855 236,598 +10,134
Jun19 160112 98.030 98.145 98.015 98.120 +0.055 64,718 168,026 +6,876
Sep19 160112 97.960 98.080 97.950 98.055 +0.060 67,063 151,748 +7,503
Dec19 160112 97.890 98.010 97.875 97.985 +0.060 64,538 149,702 -900
Mar20 160112 97.825 97.955 97.815 97.925 +0.065 41,604 70,818 +1,294
Jun20 160112 97.760 97.890 97.750 97.865 +0.070 30,729 55,045 +3,880
Total Volume and Open Interest 4,759,958 10,859,139 +138,377
Ultra T-Bond(CBOT)
Mar16 160112 160~01 162~28 159~16 162~14 +2~02 97,400 613,909 +429
Jun16 160112 163~18 163~18 163~18 163~18 +2~02 0 15 +0
Sep16 160112 163~18 163~18 163~18 163~18 +2~02      
Total Volume and Open Interest 97,400 613,924 +429
30 Day Federal Funds(CBOT)
Jan16 160112 99.665 99.665 99.662 99.665 unch 3,631 170,977 -772
Feb16 160112 99.645 99.645 99.640 99.645 unch 17,631 152,737 -2,517
Mar16 160112 99.590 99.595 99.585 99.595 unch 11,725 37,584 +158
Apr16 160112 99.535 99.545 99.530 99.545 +0.005 53,237 94,334 +6,297
May16 160112 99.510 99.520 99.500 99.520 unch 15,846 72,634 +2,867
Jun16 160112 99.475 99.490 99.460 99.480 unch 5,349 25,425 +216
Total Volume and Open Interest 148,188 738,692 +12,670
3-Mth Euro-Yen(CME)
Mar16 160112 99.685 99.685 99.685 99.685 unch      
Jun16 160112 99.800 99.800 99.800 99.800 unch      
Sep16 160112 99.660 99.660 99.660 99.660 unch      
Dec16 160112 99.990 99.990 99.990 99.990 unch      
Mar17 160112 99.955 99.955 99.955 99.955 unch      
Jun17 160112 99.815 99.815 99.815 99.815 unch      
Sep17 160112 99.675 99.675 99.675 99.675 unch      
Dec17 160112 99.535 99.535 99.535 99.535 unch      
Mar18 160112 99.395 99.395 99.395 99.395 unch      
Jun18 160112 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar16 160112 99.68 99.68 99.68 99.68 unch      
Jun16 160112 99.80 99.80 99.80 99.80 unch      
Sep16 160112 99.66 99.66 99.66 99.66 unch      
Dec16 160112 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 160112 99.96 99.96 99.96 99.96 unch      
Jun17 160112 99.82 99.82 99.82 99.82 unch      
Sep17 160112 99.68 99.68 99.68 99.68 unch      
Dec17 160112 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 4 +0
Japanese Gov't Bonds(SGX)
Mar16 160112 149.36 149.45 149.31 149.38 +0.04 1,577 21,401 +368
Jun16 160112 148.78 148.78 148.78 148.78 +0.04      
Sep16 160112 148.22 148.22 148.22 148.22 +0.04      
Total Volume and Open Interest 1,577 21,401 +368
Euro-Bund(EUREX)
Mar16 160112 159.36 159.67 158.70 159.39 +0.04 549,412 1,157,115 +10,667
Jun16 160112 156.42 157.03 156.28 156.87 +0.06 31 2,546 +17
Sep16 160112 155.76 155.76 155.76 155.76 +0.07      
Total Volume and Open Interest 549,443 1,159,661 +10,684
Euro-Bobl(EUREX)
Mar16 160112 131.21 131.24 130.99 131.18 -0.02 376,207 916,762 +2,076
Jun16 160112 129.39 129.39 129.39 129.39 +0.02 0 45 +0
Sep16 160112 129.39 129.39 129.39 129.39 +0.02      
Total Volume and Open Interest 376,207 916,807 +2,076
3-Mth Euribor(EUREX)
Mar16 160112 100.190 100.190 100.190 100.190 +0.005 0 6,219 +0
Jun16 160112 100.215 100.220 100.215 100.220 unch 0 10,512 +0
Sep16 160112 100.230 100.235 100.230 100.235 unch 0 4,403 +0
Total Volume and Open Interest 80 68,234 +17
Long Gilt(LIFFE)
Mar16 160112 118~10 118~28 118~04 118~21 +0~04 181,792 440,107 -3,103
Jun16 160112 117~28 117~28 117~28 117~28 +0~04      
Total Volume and Open Interest 181,792 440,107 -3,103
3-Mth Short Sterling(LIFFE)
Mar16 160112 99.40 99.40 99.39 99.40 unch 50,513 382,086 -1,976
Jun16 160112 99.37 99.38 99.35 99.37 +0.01 54,900 493,451 +11,490
Sep16 160112 99.31 99.34 99.30 99.32 +0.01 64,948 350,753 +4,583
Dec16 160112 99.23 99.26 99.21 99.24 +0.02 93,700 423,320 +13,180
Mar17 160112 99.11 99.16 99.10 99.14 +0.03 70,295 411,685 +5,724
Jun17 160112 99.00 99.05 98.99 99.03 +0.03 52,152 292,926 +4,372
Total Volume and Open Interest 632,468 3,359,958 +55,425
3-Mth Euribor(LIFFE)
Mar16 160112 100.190 100.190 100.180 100.190 unch 22,250 440,640 -5,757
Jun16 160112 100.220 100.225 100.210 100.220 unch 32,519 376,881 -3,956
Sep16 160112 100.235 100.240 100.220 100.235 unch 32,797 347,525 -1,303
Total Volume and Open Interest 353,502 3,339,087 -14,814
3-Mth Aus T-Bills(SFE)
Mar16 160112 97.79 97.79 97.77 97.79 unch 24,486 209,742 -2,489
Jun16 160112 97.87 97.88 97.85 97.88 unch 27,617 223,893 +566
Sep16 160112 97.92 97.92 97.89 97.92 unch 18,586 138,506 +46
Dec16 160112 97.93 97.94 97.91 97.93 -0.01 12,360 113,432 +2,196
Mar17 160112 97.93 97.93 97.90 97.93 -0.01 12,232 81,539 -660
Jun17 160112 97.90 97.91 97.88 97.90 -0.01 7,145 49,482 -337
Sep17 160112 97.88 97.88 97.84 97.87 -0.02 4,382 37,331 +948
Dec17 160112 97.84 97.84 97.80 97.82 -0.02 3,798 24,608 +551
Mar18 160112 97.77 97.78 97.77 97.78 -0.02 466 6,622 +224
Jun18 160112 97.72 97.72 97.72 97.72 -0.03 419 6,952 +334
Total Volume and Open Interest 111,492 893,351 +1,379
10-Year Aus T-Bonds(SFE)
Mar16 160112 97.25 97.26 97.20 97.22 -0.03 120,282 750,284 +15,535
Jun16 160112 97.22 97.22 97.22 97.22 -0.03      
Total Volume and Open Interest 120,282 750,284 +15,535
3-Year Aus T-Bonds(SFE)
Mar16 160112 98.03 98.04 97.99 98.01 -0.02 186,822 723,210 +12,757
Jun16 160112 98.01 98.01 98.01 98.01 -0.02      
Total Volume and Open Interest 186,822 723,210 +12,757
Gold(CMX)
Feb16 160112 1094.0 1099.1 1083.1 1085.2 -11.0 193,452 261,337 -10,568
Apr16 160112 1095.1 1099.1 1083.3 1085.4 -11.2 18,157 78,569 +7,824
Jun16 160112 1095.7 1098.0 1084.3 1085.9 -11.2 2,775 32,879 +955
Aug16 160112 1096.6 1097.2 1085.0 1086.5 -11.2 1,913 10,598 +439
Oct16 160112 1086.0 1090.8 1086.0 1087.2 -11.3 144 3,087 +33
Dec16 160112 1096.0 1100.6 1086.2 1088.1 -11.4 830 17,740 -90
Feb17 160112 1100.1 1102.0 1089.2 1089.2 -11.4 124 417 +28
Apr17 160112 1101.1 1103.0 1090.3 1090.3 -11.4 64 675 -7
Jun17 160112 1101.8 1101.8 1091.6 1091.6 -11.4 50 5,276 +40
Aug17 160112 1093.0 1093.0 1093.0 1093.0 -11.4 0 90 +0
Oct17 160112 1094.5 1094.5 1094.5 1094.5 -11.4      
Dec17 160112 1096.0 1096.0 1096.0 1096.0 -11.4 679 5,770 -299
Total Volume and Open Interest 218,594 423,957 -1,702
Silver(CMX)
Mar16 160112 1387.5 1391.0 1373.0 1375.1 -11.5 52,186 128,716 -1,322
May16 160112 1388.0 1390.0 1376.0 1377.9 -11.4 1,730 14,004 +567
Jul16 160112 1390.0 1396.0 1381.0 1381.0 -11.3 1,163 6,903 +180
Sep16 160112 1393.0 1393.0 1384.0 1384.0 -11.3 1,107 5,288 -64
Dec16 160112 1395.0 1399.0 1386.5 1388.1 -11.4 234 9,457 +177
Mar17 160112 1392.7 1392.7 1392.7 1392.7 -11.5 0 39 +0
May17 160112 1396.0 1396.0 1396.0 1396.0 -11.6 0 28 +0
Total Volume and Open Interest 56,586 167,996 -422
Platinum(NYMEX)
Jan16 160112 845.6 845.6 832.8 837.5 -7.5 186 871 +10
Apr16 160112 846.4 850.1 831.0 838.6 -7.7 12,380 62,228 -901
Jul16 160112 847.5 848.0 832.8 839.7 -7.4 327 3,435 +254
Oct16 160112 842.3 842.3 841.0 841.0 -7.4 1 24 +1
Total Volume and Open Interest 12,899 66,623 -631
Palladium(NYMEX)
Mar16 160112 480.00 481.65 451.50 469.80 -4.50 3,705 26,037 +76
Jun16 160112 458.60 473.15 458.60 470.45 -4.50 104 722 +97
Sep16 160112 471.45 471.45 471.45 471.45 -4.50 29 55 +26
Total Volume and Open Interest 3,840 26,846 +199
Copper(CMX)
Mar16 160112 197.50 198.10 195.25 195.90 -1.35 57,489 131,377 +43
May16 160112 198.25 198.90 196.30 196.80 -1.30 6,297 25,840 +662
Jul16 160112 198.35 199.25 197.15 197.60 -1.25 4,060 9,172 +115
Sep16 160112 199.45 199.75 198.10 198.35 -1.20 2,869 3,957 +898
Dec16 160112 200.30 200.30 198.55 198.90 -1.20 374 3,683 -153
Total Volume and Open Interest 71,718 180,872 +1,517
E-mini DJIA Index(CBOT)
Mar16 160112 16280 16502 16168 16363 +76 301,344 70,124 -1,732
Jun16 160112 16235 16420 16145 16290 +74 114 270 +46
Sep16 160112 16175 16301 16130 16222 +74 2 107 +0
Dec16 160112 16162 16162 16162 16162 +74      
Total Volume and Open Interest 301,460 70,501 -1,686
S & P 500(CME)
Mar16 160112 1915.60 1940.00 1899.90 1924.90 +10.70 7,735 94,948 +141
Jun16 160112 1923.90 1932.90 1898.90 1917.60 +10.70 452 2,185 -400
Sep16 160112 1917.60 1926.60 1892.60 1911.40 +10.80 0 198 -5
Dec16 160112 1912.00 1921.00 1887.00 1905.80 +10.80      
Total Volume and Open Interest 8,187 97,331 -264
S & P 500 E-Mini(Globex)
Mar16 160112 1913.50 1940.25 1899.00 1925.00 +10.75 2,694,404 2,679,953 +69,163
Jun16 160112 1905.50 1932.50 1892.25 1917.50 +10.50 3,423 11,357 +344
Sep16 160112 1903.00 1926.25 1885.75 1911.50 +11.00 1,138 2,664 +52
Dec16 160112 1917.00 1918.25 1884.25 1905.75 +10.75 23 53 +7
Total Volume and Open Interest 2,698,988 2,694,027 +69,566
NASDAQ 100 E-Mini(Globex)
Mar16 160112 4272.30 4345.80 4236.50 4312.80 +39.80 480,513 298,971 -9,589
Jun16 160112 4276.00 4338.00 4236.00 4307.50 +40.00 172 332 +1
Sep16 160112 4304.00 4320.50 4241.30 4304.00 +40.00 2 17 +0
Total Volume and Open Interest 480,687 299,396 -9,588
S&P Midcap 400(CME) e-Mini
Mar16 160112 1299.10 1313.70 1285.80 1299.80 +1.10 28,147 94,015 +2,238
Jun16 160112 1294.90 1304.80 1287.70 1294.90 +1.10 0 2 +0
Sep16 160112 1290.60 1291.00 1288.90 1290.60 +1.10 0 5 +0
Total Volume and Open Interest 28,147 94,033 +2,238
Volatility Index(CBOE)
Jan16 160112 23.45 24.47 21.65 22.08 -1.40 132,008 88,072 +2,862
Feb16 160112 22.00 22.68 20.95 21.08 -0.90 100,326 103,600 +7,953
Mar16 160112 21.55 22.13 20.70 20.78 -0.80 25,433 22,724 +1,406
Apr16 160112 21.65 22.09 20.82 20.83 -0.80 11,597 17,244 +2,182
Total Volume and Open Interest 281,425 261,234 +17,216
Russell 2000(ICE)
Mar16 160112 1039.30 1053.60 1022.80 1036.80 -1.20 165,898 393,393 +9,211
Jun16 160112 1033.60 1033.60 1033.60 1033.60 -1.20 11 16 +11
Sep16 160112 1030.40 1030.40 1030.40 1030.40 -1.20 0 1 +0
Total Volume and Open Interest 165,909 393,410 +9,222
Nikkei 225(CME)
Mar16 160112 17395 17575 17125 17425 +15 29,433 47,828 +18
Jun16 160112 17380 17380 17380 17380 +15 4 19 +1
Total Volume and Open Interest 29,437 47,847 +19
Nikkei 225(SGX)
Mar16 160112 17265 17560 17085 17130 -195 188,985 212,711 +1,259
Jun16 160112 17195 17415 17015 17015 -195 502 2,708 +1,207
Sep16 160112 16995 16995 16995 16995 -195 7 27 +7
Total Volume and Open Interest 189,689 224,328 +2,378
CAC 40(EURONEXT)
Jan16 160112 4300.0 4429.5 4292.0 4378.5 +66.5 128,237 261,722 -6,594
Feb16 160112 4294.0 4422.0 4287.0 4372.0 +65.5 1,225 2,074 +1,110
Mar16 160112 4301.5 4420.0 4293.0 4372.0 +66.0 532 10,382 +130
Total Volume and Open Interest 129,994 274,183 -5,354
Hang Seng Index(HKFE)
Jan16 160112 19970 20120 19656 19697 -246 145,286 101,860 +1,294
Feb16 160112 20055 20113 19670 19698 -252 608 2,889 +92
Mar16 160112 20010 20050 19624 19647 -253 359 6,141 +55
Total Volume and Open Interest 146,552 113,118 +1,350
DAX(EUREX)
Mar16 160112 9811.5 10094.5 9776.0 9994.5 +137.5 131,236 135,049 +1,898
Jun16 160112 9857.0 10125.0 9828.5 10038.0 +138.0 1,004 10,741 +629
Sep16 160112 9965.5 10114.0 9950.0 10035.5 +135.5 10 37 +3
Total Volume and Open Interest 132,250 145,827 +2,530
FT-SE 100(EURONEXT)
Mar16 160112 5863.50 5934.00 5806.50 5875.50 +44.50 145,468 544,565 -2,737
Jun16 160112 5781.00 5859.00 5781.00 5822.50 +44.00 16 3,150 +10
Sep16 160112 5776.00 5776.00 5776.00 5776.00 +43.50 0 1 +0
Total Volume and Open Interest 145,484 547,716 -2,727
SPI 200(SFE)
Mar16 160112 4866.0 4934.0 4825.0 4880.0 +14.0 50,935 231,890 +245
Jun16 160112 4847.0 4865.0 4847.0 4865.0 +15.0 1 1,573 +1
Sep16 160112 4813.0 4813.0 4813.0 4813.0 +15.0 0 635 +0
Total Volume and Open Interest 52,628 238,838 +1,191
FTSE MIB(ISE)
Mar16 160112 19780.00 20145.00 19705.00 19956.00 +139.00 39,382 69,269 +171
Jun16 160112 19410.00 19730.00 19410.00 19551.00 +144.00 52 107 +12
Sep16 160112 19451.00 19451.00 19451.00 19451.00 +169.00      
Total Volume and Open Interest 39,434 69,376 +183
KOSPI 200(KFE)
Mar16 160112 231.00 231.35 230.40 230.40 -1.35 228,768 98,654 -1,783
Jun16 160112 231.60 232.20 231.35 231.35 -0.95 565 3,207 +54
Sep16 160112 234.20 234.20 232.50 232.50 -0.40 4 347 +0
Total Volume and Open Interest 229,343 103,499 -1,727
GSCI(CME)
Jan16 160112 284.60 288.05 280.10 280.80 -5.25 1,904 10,424 -1,832
Feb16 160112 293.55 293.55 284.90 285.60 -5.65 1,888 1,964 +1,801
Mar16 160112 292.85 292.85 292.85 292.85 -5.65      
Total Volume and Open Interest 3,792 12,388 -31
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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