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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 03, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 170103 996.00 1002.75 986.50 986.75 -9.75 46,236 15,266 -14,744
Mar17 170103 1004.00 1011.75 994.50 995.00 -9.00 88,604 323,719 +293
May17 170103 1014.50 1020.25 1003.25 1003.50 -9.00 13,198 96,204 -703
Jul17 170103 1019.00 1026.75 1010.00 1010.25 -8.75 9,691 101,569 -206
Aug17 170103 1019.50 1019.75 1009.50 1009.50 -8.25 559 6,868 -1
Sep17 170103 998.50 999.00 995.00 995.00 -7.25 587 2,862 +214
Nov17 170103 991.00 997.00 982.50 983.25 -6.00 5,519 77,346 -473
Jan18 170103 1000.00 1000.00 986.50 987.75 -5.25 147 3,035 +10
Mar18 170103 986.75 987.00 983.75 983.75 -5.75 19 2,360 +0
May18 170103 983.25 983.25 983.25 983.25 -5.50 33 510 -1
Jul18 170103 985.00 985.00 984.50 984.50 -4.75 31 771 +28
Aug18 170103 977.75 977.75 977.75 977.75 -5.00 0 19 +0
Sep18 170103 968.00 968.00 968.00 968.00 -5.00 0 22 +0
Nov18 170103 956.00 956.25 955.25 955.25 -3.75 21 1,214 +4
Total Volume and Open Interest 164,645 631,799 -15,579
Soybean Meal(CBOT)
Jan17 170103 313.00 313.00 308.20 308.30 -4.60 23,294 7,984 -3,233
Mar17 170103 316.60 318.70 312.00 312.10 -4.50 45,025 174,272 +325
May17 170103 319.40 321.30 314.80 315.00 -4.20 6,508 49,847 -196
Jul17 170103 322.40 324.00 317.70 317.90 -4.10 6,973 50,928 -316
Aug17 170103 318.90 319.10 317.20 317.20 -3.80 724 7,858 -41
Sep17 170103 316.90 316.90 315.40 315.40 -3.60 1,476 6,003 -194
Oct17 170103 312.40 312.60 311.20 311.20 -3.30 464 5,795 +18
Dec17 170103 315.40 316.00 311.50 311.80 -3.00 3,417 22,826 -216
Jan18 170103 311.40 311.40 311.40 311.40 -2.80 0 912 +0
Mar18 170103 311.20 311.20 310.20 310.30 -2.70 0 1,093 +0
Total Volume and Open Interest 87,907 328,776 -3,834
Soybean Oil(CBOT)
Jan17 170103 34.37 34.74 34.37 34.57 +0.15 21,332 7,742 -5,926
Mar17 170103 34.63 35.00 34.62 34.81 +0.15 49,312 196,480 +788
May17 170103 34.89 35.25 34.89 35.05 +0.13 6,277 73,317 +1,437
Jul17 170103 35.23 35.46 35.15 35.27 +0.14 6,271 57,998 -912
Aug17 170103 35.25 35.40 35.15 35.23 +0.16 332 6,854 -15
Sep17 170103 35.25 35.25 35.07 35.12 +0.12 601 5,571 +86
Oct17 170103 35.03 35.08 34.77 34.88 +0.11 459 5,256 +110
Dec17 170103 34.90 35.18 34.80 34.91 +0.10 3,636 16,031 +615
Jan18 170103 34.93 34.93 34.93 34.93 +0.09 109 724 +46
Mar18 170103 34.86 34.89 34.86 34.89 +0.08 5 928 +0
Total Volume and Open Interest 88,415 371,643 -3,767
Canola(WCE)
Jan17 170103 493.1 493.1 493.1 493.1 -3.7 2,968 1,667 -2,775
Mar17 170103 504.0 506.4 499.5 500.1 -3.9 17,210 118,381 -159
May17 170103 510.8 511.3 506.3 506.8 -4.1 4,867 30,901 +741
Jul17 170103 515.6 516.0 510.8 511.3 -4.3 2,634 16,433 -254
Nov17 170103 494.4 494.4 490.0 490.6 -1.2 260 16,519 +130
Total Volume and Open Interest 27,939 185,976 -2,317
Corn(CBOT)
Mar17 170103 352.00 358.50 351.50 355.75 +3.75 92,596 691,924 +1,846
May17 170103 357.50 364.00 357.50 361.50 +4.00 20,882 169,044 +750
Jul17 170103 364.25 370.50 364.25 368.25 +4.00 13,799 176,720 +2,699
Sep17 170103 371.25 377.25 371.25 375.00 +3.75 4,559 61,655 +391
Dec17 170103 381.75 385.75 380.25 383.50 +3.50 4,898 112,336 -351
Mar18 170103 390.50 394.25 389.75 392.25 +3.25 851 11,749 +546
May18 170103 396.00 400.00 396.00 397.75 +3.25 1 1,751 +0
Jul18 170103 400.00 404.25 400.00 402.25 +3.50 4 1,986 +2
Sep18 170103 398.75 398.75 398.75 398.75 +4.25 0 957 +0
Dec18 170103 396.00 399.50 394.50 397.75 +3.00 100 7,772 -30
Total Volume and Open Interest 137,691 1,236,192 +5,853
Wheat(CBOT)
Mar17 170103 408.75 414.00 405.75 406.50 -1.50 29,865 262,122 +486
May17 170103 421.00 425.25 417.50 418.00 -2.50 8,618 71,295 +1,139
Jul17 170103 435.00 438.25 430.75 431.50 -2.75 5,695 69,206 -457
Sep17 170103 448.00 451.50 444.25 445.00 -2.75 1,908 13,784 -192
Dec17 170103 464.25 467.75 460.75 461.75 -3.25 1,943 25,115 -565
Mar18 170103 478.50 478.50 473.00 474.00 -3.75 95 4,359 +47
Total Volume and Open Interest 48,142 447,539 +462
Wheat(KCBT)
Mar17 170103 418.00 423.00 413.50 414.00 -4.50 12,037 121,067 -1,531
May17 170103 429.00 434.50 425.00 425.50 -4.50 2,808 33,386 -487
Jul17 170103 441.00 445.50 436.00 436.50 -4.75 2,104 61,472 -580
Sep17 170103 454.50 458.50 450.25 450.50 -4.75 437 8,177 -33
Dec17 170103 474.25 477.50 468.75 469.00 -4.25 255 9,830 +136
Mar18 170103 487.00 488.25 481.75 481.75 -4.00 33 3,313 -8
May18 170103 495.00 497.75 489.75 489.75 -4.00 29 962 +0
Total Volume and Open Interest 17,707 238,799 -2,506
Wheat(MGE)
Mar17 170103 537.00 542.75 536.00 537.50 -0.50 2,294 33,420 -16
May17 170103 533.00 538.75 532.75 534.25 +0.25 828 13,458 -104
Jul17 170103 539.50 541.50 535.75 536.75 -1.25 751 6,324 +86
Sep17 170103 547.00 547.00 542.25 542.25 -1.75 537 4,797 +249
Dec17 170103 555.50 555.50 550.25 551.00 -1.50 264 3,191 -70
Mar18 170103 560.00 560.50 558.50 559.25 -1.75 221 557 +138
Total Volume and Open Interest 4,896 61,883 +284
Oats(CBOT)
Mar17 170103 230.00 237.25 229.00 235.50 +7.00 205 5,064 -10
May17 170103 234.00 237.50 234.00 235.00 +6.50 10 1,140 +1
Jul17 170103 235.25 237.75 235.25 236.25 +6.50 0 196 +0
Sep17 170103 236.25 236.25 236.25 236.25 +6.50 0 4 +0
Total Volume and Open Interest 215 6,525 -9
Rough Rice(CBOT)
Jan17 170103 9.44 9.44 9.36 9.36 +0.01 1,124 310 -649
Mar17 170103 9.66 9.69 9.45 9.60 -0.01 1,333 10,796 +736
May17 170103 9.86 9.86 9.74 9.85 -0.01 16 482 -5
Jul17 170103 10.05 10.05 10.05 10.05 -0.01 0 26 +0
Total Volume and Open Interest 2,473 11,627 +82
Live Cattle(CME)
Feb17 170103 116.500 116.580 114.300 114.885 -1.165 21,269 121,555 -2,901
Apr17 170103 114.785 115.385 113.400 113.950 -0.630 13,282 76,830 +2,279
Jun17 170103 105.000 105.350 103.680 104.150 -0.530 6,177 64,089 -194
Aug17 170103 100.830 101.050 99.885 100.285 -0.445 2,846 25,078 +780
Oct17 170103 100.535 100.700 99.580 99.950 -0.480 1,018 12,864 -46
Dec17 170103 100.830 100.830 99.885 100.100 -0.500 271 4,595 -57
Total Volume and Open Interest 45,400 306,363 -454
Feeder Cattle(CME)
Jan17 170103 131.130 131.650 129.785 130.200 -0.250 2,039 9,337 -364
Mar17 170103 125.900 126.180 124.580 125.035 -0.065 2,660 20,182 +251
Apr17 170103 125.285 125.600 124.300 124.785 +0.135 773 5,701 +122
May17 170103 123.930 124.250 123.035 123.430 +0.130 393 6,050 +46
Aug17 170103 123.800 124.250 123.150 123.650 +0.265 246 3,098 +36
Sep17 170103 122.200 122.480 121.980 122.200 +0.300 8 282 -4
Oct17 170103 120.230 120.430 120.180 120.430 -0.320 1 82 +1
Total Volume and Open Interest 6,120 44,753 +88
Lean Hogs(CME)
Feb17 170103 66.400 66.900 63.235 63.500 -2.650 11,497 80,676 -381
Apr17 170103 68.250 68.800 66.580 66.900 -1.180 7,875 50,129 +261
May17 170103 73.550 73.550 71.700 71.700 -1.200 45 1,439 +5
Jun17 170103 76.600 77.285 75.450 75.930 -0.570 4,214 27,028 -1
Jul17 170103 76.150 76.550 75.000 75.650 -0.100 612 10,690 +14
Aug17 170103 75.535 76.230 74.750 75.430 -0.105 655 14,948 -58
Oct17 170103 65.475 65.850 65.000 65.535 +0.060 242 5,865 +86
Dec17 170103 61.580 61.830 61.080 61.600 +0.020 198 3,189 +101
Total Volume and Open Interest 25,339 194,256 +27
Class III Milk(CME)
Dec16 170103 17.40 17.41 17.39 17.39 unch 111 5,827 -3
Jan17 170103 16.55 16.63 16.42 16.51 +0.04 311 4,460 -41
Feb17 170103 16.95 17.00 16.80 16.92 -0.03 263 4,047 +13
Mar17 170103 17.26 17.32 17.13 17.17 -0.13 100 3,709 -26
Apr17 170103 17.41 17.44 17.31 17.36 -0.12 46 2,846 -8
May17 170103 17.57 17.57 17.47 17.52 -0.04 40 2,773 +15
Jun17 170103 17.70 17.75 17.62 17.73 +0.06 29 2,480 +3
Jul17 170103 17.82 17.83 17.81 17.83 +0.01 17 1,465 -4
Aug17 170103 17.81 17.84 17.80 17.84 unch 5 1,467 +3
Sep17 170103 17.86 17.90 17.86 17.90 unch 4 1,390 +3
Oct17 170103 17.72 17.80 17.72 17.78 -0.02 17 1,152 -8
Nov17 170103 17.59 17.64 17.59 17.60 -0.04 16 1,201 +16
Dec17 170103 17.39 17.39 17.33 17.33 -0.02 1 1,070 +1
Total Volume and Open Interest 961 34,828 -35
Cocoa(ICE)
Mar17 170103 2135 2179 2119 2166 +40 11,235 126,036 +1,180
May17 170103 2118 2163 2109 2152 +39 3,555 54,951 +944
Jul17 170103 2115 2162 2108 2150 +36 2,350 36,075 +519
Sep17 170103 2133 2177 2124 2166 +29 1,915 15,146 +398
Dec17 170103 2165 2200 2152 2192 +27 694 7,928 -120
Mar18 170103 2175 2217 2172 2211 +28 245 10,367 +50
May18 170103 2201 2229 2201 2223 +28 71 3,780 +56
Total Volume and Open Interest 20,087 257,902 +3,081
Coffee "C"(ICE)
Mar17 170103 137.80 139.05 134.40 137.40 +0.35 13,798 98,714 -550
May17 170103 140.00 141.35 136.70 139.70 +0.30 3,128 40,946 +270
Jul17 170103 142.15 143.60 139.15 142.00 +0.30 1,269 21,832 -24
Sep17 170103 145.40 145.55 141.15 143.95 +0.25 641 12,929 -3
Dec17 170103 147.20 148.30 144.60 146.85 +0.15 294 11,037 -123
Mar18 170103 151.20 151.20 147.50 149.75 +0.15 61 2,464 -19
Total Volume and Open Interest 19,201 191,320 -446
Orange Juice(ICE)
Jan17 170103 197.00 197.60 194.00 197.00 -1.10 454 360 -327
Mar17 170103 193.20 194.90 192.60 194.45 +0.60 1,170 11,372 +76
May17 170103 190.30 192.60 190.30 192.35 +0.65 56 762 +3
Jul17 170103 190.50 190.95 190.45 190.95 +1.00 10 292 +0
Sep17 170103 189.65 189.65 189.65 189.65 +1.35 0 32 +0
Nov17 170103 187.55 187.55 187.55 187.55 +1.35 0 3 +0
Total Volume and Open Interest 1,690 12,822 -248
Sugar #11(ICE)
Mar17 170103 19.63 20.55 19.58 20.51 +1.00 38,710 353,676 -2,524
May17 170103 19.38 20.16 19.32 20.12 +0.87 16,235 165,454 -1,010
Jul17 170103 18.87 19.61 18.87 19.58 +0.73 10,141 114,779 +579
Oct17 170103 18.65 19.22 18.63 19.19 +0.54 4,517 78,261 -487
Mar18 170103 18.55 18.97 18.49 18.94 +0.36 3,440 44,438 +1,046
May18 170103 18.09 18.34 18.00 18.30 +0.20 839 17,737 +460
Jul18 170103 17.55 17.74 17.50 17.70 +0.15 62 11,846 +4
Oct18 170103 17.38 17.51 17.31 17.43 +0.08 111 11,429 -12
Total Volume and Open Interest 74,390 805,302 -1,895
London Cocoa(LCE)
Mar17 170103 1736 1765 1725 1757 +25 12,963 108,088 -3,261
May17 170103 1757 1781 1743 1774 +24 6,683 67,533 +492
Jul17 170103 1784 1805 1772 1798 +19 5,253 33,206 +323
Sep17 170103 1801 1820 1790 1813 +14 3,404 32,142 -762
Dec17 170103 1818 1832 1804 1825 +10 2,971 25,859 +1,529
Mar18 170103 1821 1840 1814 1834 +10 1,090 17,469 +289
May18 170103 1839 1850 1829 1849 +12 130 4,835 +33
Total Volume and Open Interest 32,494 290,855 -1,357
London Sugar(LCE)
Mar17 170103 525.60 543.40 525.60 542.90 +18.70 5,327 35,372 -18
May17 170103 519.90 536.80 519.90 536.30 +18.30 2,446 22,082 +375
Aug17 170103 512.20 525.00 511.50 524.50 +15.00 1,099 10,485 +71
Oct17 170103 502.20 506.40 496.50 504.40 +7.90 1,096 10,354 +120
Dec17 170103 491.30 493.90 485.10 491.60 +5.70 162 2,963 +17
Total Volume and Open Interest 10,457 85,347 +694
Cotton(ICE)
Mar17 170103 71.19 71.85 71.14 71.78 +1.13 13,979 161,915 +19
May17 170103 71.62 72.18 71.55 72.12 +1.10 2,412 40,380 -391
Jul17 170103 71.99 72.50 71.86 72.46 +1.08 1,270 18,604 -158
Oct17 170103 70.74 70.74 70.74 70.74 +1.02 0 36 +0
Dec17 170103 69.99 70.37 69.81 70.37 +0.83 549 19,622 +37
Mar18 170103 69.99 70.51 69.99 70.51 +1.04 6 431 +0
Total Volume and Open Interest 18,216 241,775 -493
Lumber(CME)
Jan17 170103 315.0 319.0 314.3 315.4 -1.2 132 851 -104
Mar17 170103 328.9 332.3 326.3 329.1 -0.3 288 2,950 -8
May17 170103 339.5 339.5 336.6 336.6 -1.3 5 358 +1
Jul17 170103 342.8 342.8 342.8 342.8 +0.1 0 54 +0
Total Volume and Open Interest 425 4,244 -111
Crude Oil(NYM)
Feb17 170103 54.20 55.24 52.11 52.33 -1.39 360,194 457,983 -1,006
Mar17 170103 55.05 56.18 53.08 53.29 -1.37 128,316 327,402 -4,115
Apr17 170103 55.76 56.92 53.92 54.12 -1.31 59,366 150,761 +10,212
May17 170103 56.37 57.50 54.68 54.81 -1.24 32,881 113,161 +1,791
Jun17 170103 56.83 57.95 55.13 55.32 -1.17 41,040 227,316 -4
Jul17 170103 57.09 58.15 55.51 55.65 -1.11 17,697 51,573 -1,554
Aug17 170103 57.13 58.30 55.66 55.84 -1.06 9,163 49,607 +1,571
Sep17 170103 57.38 58.36 55.83 55.95 -1.04 11,939 73,010 +445
Oct17 170103 57.23 58.34 56.00 56.01 -1.02 5,212 40,632 +965
Nov17 170103 57.43 58.37 56.02 56.04 -1.01 4,372 37,511 +1,098
Dec17 170103 57.40 58.44 55.82 56.06 -1.00 23,949 207,020 +1,992
Jan18 170103 57.41 58.21 55.93 56.00 -0.99 1,832 36,928 +713
Feb18 170103 55.94 55.94 55.94 55.94 -0.97 448 14,962 +19
Mar18 170103 57.97 57.97 55.87 55.87 -0.95 1,035 23,529 +73
Apr18 170103 57.92 57.94 55.80 55.80 -0.93 286 7,153 -91
May18 170103 55.73 55.73 55.73 55.73 -0.91 191 5,415 +54
Total Volume and Open Interest 713,343 2,051,248 +14,461
e-miNY Crude Oil(NYM)
Feb17 170103 54.000 55.250 52.125 52.325 -1.400 5,999 2,007 -216
Mar17 170103 54.950 56.125 53.175 53.300 -1.350 181 1,023 +35
Apr17 170103 55.825 56.825 54.050 54.125 -1.300 29 440 -11
May17 170103 57.200 57.300 54.800 54.800 -1.250 22 81 +5
Jun17 170103 57.675 57.850 55.325 55.325 -1.175 23 134 -5
Jul17 170103 58.000 58.000 55.650 55.650 -1.100 1 131 +0
Aug17 170103 55.850 55.850 55.850 55.850 -1.050 7 138 -5
Sep17 170103 55.950 55.950 55.950 55.950 -1.050 6 30 -6
Oct17 170103 56.125 56.125 56.000 56.000 -1.025 0 43 +0
Nov17 170103 56.050 56.050 56.050 56.050 -1.000 0 43 +0
Total Volume and Open Interest 6,282 4,298 -202
NY Harbor ULSD(NYM)
Feb17 170103 173.13 176.47 167.21 167.67 -5.15 43,245 121,317 +600
Mar17 170103 174.26 177.44 168.64 169.09 -4.71 16,747 89,664 +2,369
Apr17 170103 174.39 177.52 169.32 169.69 -4.26 10,102 46,031 -294
May17 170103 174.56 177.70 170.04 170.43 -3.98 4,726 28,842 +462
Jun17 170103 175.08 178.33 170.75 171.16 -3.76 6,429 45,879 +77
Jul17 170103 178.54 179.01 171.81 172.14 -3.64 1,263 10,718 +202
Aug17 170103 179.24 179.30 173.10 173.10 -3.56 918 4,646 -111
Sep17 170103 180.36 180.65 174.00 174.08 -3.52 845 8,999 +178
Oct17 170103 181.11 181.38 174.93 174.93 -3.47 432 5,495 -112
Nov17 170103 181.55 182.06 175.45 175.67 -3.43 639 3,949 -51
Dec17 170103 180.43 182.98 176.02 176.29 -3.41 2,844 36,599 +97
Jan18 170103 178.18 178.18 177.04 177.04 -3.39 96 3,026 +24
Feb18 170103 177.26 177.26 177.26 177.26 -3.35 2 1,903 +0
Mar18 170103 176.73 176.73 176.73 176.73 -3.28 8 1,045 -2
Total Volume and Open Interest 106,342 428,758 -5,020
RBOB Gasoline(NYM)
Feb17 170103 167.40 170.95 161.69 162.18 -4.91 57,530 136,635 +5,592
Mar17 170103 169.00 172.42 163.59 164.05 -4.59 40,880 77,934 +2,297
Apr17 170103 187.00 189.78 181.50 181.92 -4.18 20,405 45,240 +2,763
May17 170103 187.83 190.65 182.69 183.07 -3.94 7,858 29,277 +1,268
Jun17 170103 186.96 190.12 182.32 182.71 -3.74 6,901 34,124 -647
Jul17 170103 187.74 188.59 181.23 181.39 -3.55 2,659 14,626 -97
Aug17 170103 185.61 185.61 179.30 179.46 -3.45 1,634 5,872 -368
Sep17 170103 181.15 183.66 176.75 176.87 -3.46 2,181 13,709 -117
Oct17 170103 168.60 168.60 163.74 163.75 -3.26 968 4,558 +129
Nov17 170103 166.45 166.89 160.40 160.40 -3.24 371 2,319 +93
Total Volume and Open Interest 164,117 399,537 +3,076
e-miNY RBOB Gasoline(NYM)
Feb17 170103 162.20 162.20 162.20 162.20 -4.89      
Mar17 170103 164.10 164.10 164.05 164.10 -4.54      
Apr17 170103 181.90 181.92 181.90 181.90 -4.20      
May17 170103 183.10 183.10 183.07 183.10 -3.91      
Total Volume and Open Interest      
Natural Gas(NYM)
Feb17 170103 3.568 3.568 3.267 3.327 -0.397 132,571 169,719 -11,034
Mar17 170103 3.536 3.536 3.262 3.317 -0.367 51,329 264,355 +1,442
Apr17 170103 3.467 3.467 3.227 3.281 -0.285 52,150 123,366 -800
May17 170103 3.295 3.412 3.227 3.279 -0.264 22,653 110,552 +2,111
Jun17 170103 3.464 3.464 3.256 3.304 -0.256 9,935 41,599 +49
Jul17 170103 3.448 3.465 3.288 3.334 -0.252 6,121 56,276 -227
Aug17 170103 3.430 3.458 3.290 3.330 -0.245 3,562 34,124 +130
Sep17 170103 3.440 3.440 3.290 3.312 -0.240 4,865 35,447 +960
Oct17 170103 3.466 3.466 3.288 3.332 -0.238 13,021 91,403 +253
Nov17 170103 3.501 3.501 3.336 3.376 -0.228 3,342 35,633 -303
Dec17 170103 3.628 3.628 3.439 3.482 -0.221 3,720 37,123 +108
Jan18 170103 3.655 3.673 3.529 3.568 -0.212 5,908 40,171 -250
Feb18 170103 3.600 3.609 3.519 3.528 -0.200 2,212 16,261 +490
Mar18 170103 3.500 3.509 3.420 3.437 -0.179 5,838 37,545 +1,759
Apr18 170103 2.905 2.947 2.800 2.919 -0.059 4,789 42,913 +852
May18 170103 2.838 2.880 2.838 2.865 -0.040 2,072 11,275 +749
Total Volume and Open Interest 329,288 1,243,059 -1,136
Brent Crude Oil(ICE)
Mar17 170103 57.05 58.37 55.30 55.47 -1.35 229,913 613,287 +1,213
Apr17 170103 57.75 59.02 55.98 56.14 -1.35 65,113 218,294 +6,081
May17 170103 58.52 59.53 56.56 56.71 -1.33 29,154 143,793 +1,185
Jun17 170103 58.92 59.89 57.00 57.15 -1.29 42,101 257,261 -960
Jul17 170103 59.12 60.09 57.29 57.44 -1.26 13,907 87,671 +1,330
Aug17 170103 59.14 60.21 57.49 57.60 -1.22 9,158 54,329 +619
Sep17 170103 59.16 60.18 57.54 57.66 -1.18 8,960 71,260 -913
Oct17 170103 59.41 60.13 57.54 57.66 -1.15 2,697 35,294 +396
Nov17 170103 59.20 60.08 57.52 57.64 -1.13 1,634 27,338 +64
Dec17 170103 59.05 60.09 57.40 57.60 -1.13 24,412 224,861 -2,083
Jan18 170103 57.56 57.56 57.56 57.56 -1.11 1,191 28,984 +105
Feb18 170103 57.52 57.52 57.52 57.52 -1.09 1,111 19,865 +321
Mar18 170103 58.16 58.16 57.51 57.51 -1.07 1,866 23,822 -438
Apr18 170103 57.48 57.48 57.48 57.48 -1.06 471 16,186 +237
Total Volume and Open Interest 449,580 2,159,045 -46,698
Gas Oil(ICE)
Jan17 170103 503.75 514.50 487.50 493.75 -7.25 31,280 93,612 -5,570
Feb17 170103 507.25 518.75 491.75 498.50 -6.25 42,617 148,908 +3,291
Mar17 170103 510.75 521.25 495.75 502.25 -5.25 20,808 88,357 +991
Apr17 170103 514.00 523.50 498.75 505.00 -4.50 7,779 49,575 +1,187
May17 170103 515.75 525.00 501.00 507.25 -4.25 4,687 44,666 +935
Jun17 170103 517.25 526.50 502.75 509.00 -4.50 10,039 85,511 +78
Jul17 170103 520.75 529.00 505.50 511.50 -4.50 1,713 26,242 +192
Aug17 170103 522.75 530.25 508.75 513.75 -4.50 1,067 16,242 -463
Sep17 170103 523.50 532.25 511.00 516.00 -4.50 1,078 30,031 -145
Oct17 170103 527.00 534.00 517.25 518.25 -4.25 527 23,409 +6
Total Volume and Open Interest 128,079 802,083 +1,984
Ethanol(CBOT)
Jan17 170103 1.548 1.570 1.548 1.570 -0.036 156 45 -62
Feb17 170103 1.556 1.562 1.520 1.530 -0.025 372 3,906 +260
Mar17 170103 1.563 1.563 1.534 1.534 -0.023 89 667 +24
Apr17 170103 1.545 1.545 1.540 1.540 -0.023 6 691 -3
May17 170103 1.552 1.552 1.542 1.542 -0.023 6 12 +3
Jun17 170103 1.547 1.547 1.533 1.533 -0.022 3 14 +3
Jul17 170103 1.550 1.550 1.535 1.535 -0.017      
Aug17 170103 1.530 1.530 1.530 1.530 -0.017      
Total Volume and Open Interest 632 5,351 +225
WTI Crude Oil(ICE)
Feb17 170103 53.95 55.22 52.12 52.33 -1.39 28,117 64,622 -3,453
Mar17 170103 54.90 56.17 53.10 53.29 -1.37 36,880 98,273 +181
Apr17 170103 55.67 56.92 53.94 54.12 -1.31 15,340 26,389 +450
May17 170103 56.26 57.51 54.64 54.81 -1.24 5,326 22,486 -558
Jun17 170103 56.69 57.88 55.16 55.32 -1.17 10,489 63,806 -369
Jul17 170103 57.72 58.07 55.49 55.65 -1.11 9,838 14,723 +6,266
Aug17 170103 57.85 58.21 55.67 55.84 -1.06 1,606 12,762 +817
Sep17 170103 57.92 58.29 55.95 55.95 -1.04 1,529 18,282 -7
Oct17 170103 58.30 58.30 56.01 56.01 -1.02 427 4,848 +1
Nov17 170103 58.22 58.33 56.04 56.04 -1.01 175 2,871 +26
Dec17 170103 57.98 58.33 55.85 56.06 -1.00 6,439 81,372 -1,724
Jan18 170103 56.00 56.00 56.00 56.00 -0.99 315 2,204 +118
Feb18 170103 55.94 55.94 55.94 55.94 -0.97 199 1,382 -4
Mar18 170103 55.87 55.87 55.87 55.87 -0.95 58 3,464 -13
Apr18 170103 55.80 55.80 55.80 55.80 -0.93 26 1,027 +0
May18 170103 55.73 55.73 55.73 55.73 -0.91 0 535 +0
Total Volume and Open Interest 122,004 518,091 +4,283
US Dollar Index(ICE)
Mar17 170103 102.815 103.815 102.625 103.200 +0.915 31,939 86,687 +1,513
Jun17 170103 102.795 103.750 102.600 103.145 +0.890 97 1,465 +11
Sep17 170103 102.515 103.600 102.515 103.035 +0.880 18 282 +4
Total Volume and Open Interest 32,058 88,438 +1,532
Australian Dollar(CME)
Mar17 170103 71.86 72.29 71.80 72.08 +0.06 52,077 94,274 -590
Jun17 170103 71.70 72.12 71.65 71.92 +0.06 299 440 -30
Sep17 170103 71.78 71.82 71.65 71.78 +0.06 0 17 +0
Total Volume and Open Interest 52,376 94,767 -620
British Pound(CME)
Mar17 170103 122.99 123.25 122.17 122.54 -1.04 70,110 218,044 +522
Jun17 170103 123.35 123.52 122.48 122.84 -1.04 321 699 -85
Sep17 170103 123.53 123.79 122.82 123.14 -1.05 0 162 +0
Total Volume and Open Interest 70,431 218,960 +437
Canadian Dollar(CME)
Mar17 170103 74.42 74.70 74.35 74.53 +0.11 42,178 95,130 +1,803
Jun17 170103 74.51 74.77 74.46 74.61 +0.10 95 1,833 -22
Sep17 170103 74.71 74.85 74.57 74.71 +0.11 8 483 +8
Dec17 170103 74.82 74.96 74.70 74.82 +0.11 4 533 +0
Total Volume and Open Interest 42,285 98,001 +1,789
Japanese Yen(CME)
Mar17 170103 85.56 85.67 84.54 85.25 -0.72 113,078 209,666 -11,942
Jun17 170103 85.94 85.99 84.97 85.67 -0.72 280 391 +92
Sep17 170103 86.12 86.12 85.47 86.12 -0.72 24 45 +16
Total Volume and Open Interest 113,388 210,106 -11,834
Swiss Franc(CME)
Mar17 170103 98.13 98.33 97.13 97.75 -0.91 15,513 53,275 -1,090
Jun17 170103 98.92 98.92 97.78 98.38 -0.91 20 78 +0
Sep17 170103 99.00 99.00 98.49 99.00 -0.90 0 4 +0
Total Volume and Open Interest 15,533 53,362 -1,090
EuroFX(CME)
Mar17 170103 105.01 105.24 103.74 104.46 -1.28 139,611 397,660 -3,176
Jun17 170103 105.56 105.75 104.28 104.99 -1.28 390 8,639 -23
Sep17 170103 105.92 106.01 104.84 105.53 -1.28 23 275 +9
Total Volume and Open Interest 140,024 406,623 -3,190
Mexican Peso(CME)
Jan17 170103 473.25 473.25 473.25 473.25 -10.38      
Feb17 170103 471.25 471.25 471.25 471.25 -10.50      
Total Volume and Open Interest 18,129 146,633 +634
Brazilian Real(CME)
Feb17 170103 304.70 305.25 301.60 304.80 +2.65 402 23,883 -36
Mar17 170103 301.50 302.90 299.70 302.70 +2.30 84 6,320 -2
Apr17 170103 300.10 300.10 300.10 300.10 +0.95      
May17 170103 298.00 298.00 298.00 298.00 +0.15      
Total Volume and Open Interest 609 41,758 -93
30-Year T-Bonds(CBOT)
Mar17 170103 150~070 150~280 149~020 150~180 -0~030 119,291 597,654 +1,254
Jun17 170103 149~090 149~090 149~090 149~090 -0~030 0 13 +0
Sep17 170103 149~090 149~090 149~090 149~090 -0~030      
Total Volume and Open Interest 119,291 597,667 +1,254
10-Year T-Notes(CBOT)
Mar17 170103 124~040 124~075 123~185 124~035 -0~055 766,254 3,058,315 +11,046
Jun17 170103 123~140 123~165 123~060 123~165 -0~035 1 12 +0
Sep17 170103 123~165 123~165 123~165 123~165 -0~035      
Total Volume and Open Interest 766,255 3,058,327 +11,046
5-Year T-Notes(CBOT)
Mar17 170103 117~176 117~206 117~080 117~174 -0~036 533,686 2,959,077 -2,985
Jun17 170103 117~050 117~050 117~050 117~050 -0~052 0 1 +0
Sep17 170103 117~050 117~050 117~050 117~050 -0~052      
Total Volume and Open Interest 538,105 2,970,368 -10,420
2 Year T-Notes(CBOT)
Mar17 170103 108~096 108~104 108~064 108~084 -0~024 146,601 1,132,181 +5,123
Jun17 170103 108~014 108~014 108~014 108~014 -0~034      
Sep17 170103 108~014 108~014 108~014 108~014 -0~034      
Total Volume and Open Interest 146,710 1,133,887 +4,528
Eurodollars(CME)
Mar17 170103 98.955 98.955 98.935 98.945 -0.015 153,525 1,419,717 -2,603
Jun17 170103 98.785 98.785 98.760 98.780 -0.015 85,801 1,305,771 -15
Sep17 170103 98.635 98.640 98.605 98.630 -0.015 112,347 1,163,237 +3,511
Dec17 170103 98.465 98.470 98.430 98.460 -0.020 115,492 1,320,034 +1,004
Mar18 170103 98.345 98.355 98.300 98.340 -0.020 106,734 991,862 -6,699
Jun18 170103 98.220 98.230 98.170 98.220 -0.020 71,553 612,996 -7,177
Sep18 170103 98.105 98.125 98.045 98.110 -0.015 65,958 452,686 -1,964
Dec18 170103 97.975 97.995 97.915 97.985 -0.015 108,812 655,507 +2,165
Mar19 170103 97.885 97.910 97.820 97.900 -0.010 67,973 616,546 -4,963
Jun19 170103 97.805 97.830 97.730 97.820 -0.005 66,478 512,399 -909
Sep19 170103 97.735 97.760 97.660 97.750 -0.005 49,102 418,968 -607
Dec19 170103 97.640 97.680 97.575 97.670 -0.005 67,869 359,076 -14,724
Mar20 170103 97.585 97.635 97.530 97.625 unch 45,661 273,069 -956
Jun20 170103 97.535 97.590 97.480 97.575 +0.005 34,863 156,807 -5,911
Sep20 170103 97.495 97.550 97.430 97.535 +0.010 25,683 133,576 +2,308
Dec20 170103 97.430 97.495 97.375 97.480 +0.015 33,565 156,609 +3,626
Mar21 170103 97.385 97.460 97.335 97.440 +0.015 14,100 101,911 +116
Jun21 170103 97.345 97.415 97.290 97.400 +0.020 12,392 88,303 -464
Total Volume and Open Interest 1,288,936 11,103,448 -31,431
Ultra T-Bond(CBOT)
Mar17 170103 159~19 160~28 158~03 160~15 +0~07 48,661 685,278 -1,720
Jun17 170103 159~05 159~05 159~05 159~05 +0~07      
Sep17 170103 159~05 159~05 159~05 159~05 +0~07      
Total Volume and Open Interest 48,661 685,278 -1,720
Ultra 10-Yr T-Note(CBOT)
Mar17 170103 133~280 134~005 133~020 133~270 -0~070 64,432 290,441 +1,563
Jun17 170103 133~030 133~030 133~030 133~030 -0~070      
Sep17 170103 133~030 133~030 133~030 133~030 -0~070      
Total Volume and Open Interest 64,432 290,441 +1,563
30 Day Federal Funds(CBOT)
Jan17 170103 99.357 99.357 99.350 99.353 -0.003 2,368 191,931 -1,568
Feb17 170103 99.345 99.350 99.340 99.345 unch 1,070 85,496 -533
Mar17 170103 99.310 99.310 99.300 99.305 -0.005 1,157 81,223 -27
Apr17 170103 99.290 99.290 99.275 99.280 -0.010 1,822 216,310 -47
May17 170103 99.245 99.255 99.230 99.240 -0.015 2,567 67,046 +102
Jun17 170103 99.180 99.185 99.155 99.170 -0.015 1,028 18,954 -121
Total Volume and Open Interest 22,331 973,568 -64
3-Mth Euro-Yen(CME)
Mar17 160722 99.990 99.990 99.990 99.990 unch      
Jun17 160722 99.990 99.990 99.990 99.990 unch      
Sep17 160722 99.990 99.990 99.990 99.990 unch      
Dec17 160722 99.990 99.990 99.990 99.990 unch      
Mar18 160722 99.995 99.995 99.995 99.995 unch      
Jun18 160722 99.855 99.855 99.855 99.855 unch      
Sep18 160722 99.715 99.715 99.715 99.715 unch      
Dec18 160722 99.575 99.575 99.575 99.575 unch      
Mar19 160722 99.435 99.435 99.435 99.435 unch      
Jun19 160722 99.295 99.295 99.295 99.295 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar17 161229 99.95 99.95 99.95 99.95 unch      
Jun17 161229 99.95 99.95 99.95 99.95 unch      
Sep17 161229 99.95 99.95 99.95 99.95 unch      
Dec17 161229 99.95 99.95 99.95 99.95 unch      
Mar18 161229 99.96 99.96 99.96 99.96 unch      
Jun18 161229 99.82 99.82 99.82 99.82 unch      
Sep18 161229 99.68 99.68 99.68 99.68 unch      
Dec18 161229 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest      
Japanese Govt Bonds(SGX)
Mar17 161229 149.97 150.36 149.95 150.35 +0.38 194 13,873 -81
Jun17 161229 150.32 150.32 150.32 150.32 +0.37      
Sep17 161229 150.32 150.32 150.32 150.32 +0.37      
Total Volume and Open Interest 194 13,873 -81
Euro-Buxl(EUREX)
Mar17 170103 173.70 174.12 170.06 170.84 -3.04 20,366 193,511 -2,133
Jun17 170103 171.20 171.84 168.20 168.90 -3.04 8 10 +0
Sep17 170103 168.10 168.10 165.40 166.34 -2.54 10 9 +0
Total Volume and Open Interest 20,384 193,530 -2,133
Euro-Bund(EUREX)
Mar17 170103 164.39 164.52 162.99 163.21 -1.26 295,633 1,656,357 -34,652
Jun17 170103 161.25 161.25 159.89 159.96 -1.29 97 363 +17
Sep17 170103 159.96 159.96 159.96 159.96 -1.29      
Total Volume and Open Interest 295,730 1,656,720 -34,635
Euro-Bobl(EUREX)
Mar17 170103 133.73 133.78 133.46 133.52 -0.24 158,109 1,291,490 -15,797
Jun17 170103 131.52 131.52 131.29 131.31 -0.24 1,002 1,007 +0
Sep17 170103 131.31 131.31 131.31 131.31 -0.24      
Total Volume and Open Interest 159,111 1,292,497 -15,797
Euro-Schatz(EUREX)
Mar17 170103 112.28 112.32 112.27 112.30 +0.01 91,981 1,275,032 -29,352
Jun17 170103 112.03 112.06 112.03 112.06 +0.01 0 921 +905
Sep17 170103 112.06 112.06 112.06 112.06 +0.01      
Total Volume and Open Interest 91,981 1,275,953 -28,447
3-Mth Euribor(EUREX)
Mar17 170103 100.315 100.315 100.315 100.315 unch 1 3,970 +1
Jun17 170103 100.295 100.295 100.295 100.295 -0.005 2 33,567 +0
Sep17 170103 100.290 100.290 100.280 100.280 -0.005 1 4,244 +0
Total Volume and Open Interest 5 71,208 +1
Long Gilt(LIFFE)
Mar17 170103 125~26 125~27 124~10 124~23 -1~04 85,631 590,686 +4,407
Jun17 170103 123~24 123~24 123~24 123~24 -1~04      
Total Volume and Open Interest 85,631 590,686 +4,407
3-Mth Short Sterling(LIFFE)
Mar17 170103 99.61 99.61 99.60 99.60 -0.01 34,473 356,967 +127
Jun17 170103 99.59 99.59 99.57 99.58 unch 50,984 394,613 -1,873
Sep17 170103 99.56 99.57 99.54 99.55 -0.01 61,168 260,006 +2,181
Dec17 170103 99.53 99.54 99.50 99.51 -0.02 60,661 300,476 -4,230
Mar18 170103 99.49 99.51 99.46 99.47 -0.02 61,061 181,884 +6,805
Jun18 170103 99.45 99.46 99.40 99.42 -0.03 58,575 170,630 -2,508
Total Volume and Open Interest 445,315 2,253,473 +1,891
3-Mth Euribor(LIFFE)
Mar17 170103 100.310 100.320 100.310 100.315 unch 26,020 375,315 +1,057
Jun17 170103 100.300 100.305 100.290 100.295 -0.005 26,520 385,519 +1,880
Sep17 170103 100.290 100.290 100.275 100.280 -0.005 24,306 332,748 +2,321
Total Volume and Open Interest 349,034 3,049,774 +27,840
3-Mth Aus T-Bills(SFE)
Mar17 170103 98.17 98.18 98.16 98.17 unch 9,824 196,321 -3,024
Jun17 170103 98.12 98.14 98.12 98.14 +0.01 23,914 241,172 +8,967
Sep17 170103 98.07 98.08 98.05 98.08 +0.01 15,099 154,848 +1,538
Dec17 170103 97.99 98.00 97.97 98.00 +0.01 14,674 177,338 +4,432
Mar18 170103 97.89 97.91 97.88 97.91 +0.01 6,057 90,863 +1,076
Jun18 170103 97.81 97.82 97.79 97.82 +0.01 6,943 68,561 -141
Sep18 170103 97.72 97.73 97.70 97.73 +0.02 3,291 47,139 -11
Dec18 170103 97.61 97.64 97.60 97.64 +0.02 2,768 24,862 +945
Mar19 170103 97.54 97.54 97.54 97.54 +0.02 345 6,409 +313
Jun19 170103 97.46 97.46 97.46 97.46 +0.03 193 3,198 +0
Total Volume and Open Interest 83,714 1,012,453 +14,455
10-Year Aus T-Bonds(SFE)
Mar17 170103 97.21 97.23 97.18 97.22 +0.02 47,004 893,055 +2,831
Jun17 170103 97.22 97.22 97.22 97.22 +0.02      
Total Volume and Open Interest 47,004 893,055 +2,831
3-Year Aus T-Bonds(SFE)
Mar17 170103 97.95 97.98 97.93 97.97 +0.01 101,956 858,899 +15,448
Jun17 170103 97.97 97.97 97.97 97.97 +0.01      
Total Volume and Open Interest 101,956 858,899 +15,448
Gold(CMX)
Feb17 170103 1151.4 1166.0 1146.5 1162.0 +10.3 158,029 279,825 +7,107
Apr17 170103 1154.4 1168.4 1149.7 1164.8 +10.5 5,830 51,554 +3,795
Jun17 170103 1156.0 1170.8 1152.2 1167.5 +10.4 1,075 36,283 -44
Aug17 170103 1155.0 1170.9 1155.0 1170.2 +10.3 283 11,336 +5
Oct17 170103 1169.9 1175.0 1160.0 1173.1 +10.3 294 3,187 -102
Dec17 170103 1165.0 1179.9 1160.8 1175.9 +10.2 592 21,900 +11
Feb18 170103 1178.1 1179.1 1178.1 1179.1 +10.2 0 208 +0
Apr18 170103 1182.6 1182.6 1182.6 1182.6 +10.2 0 163 +0
Jun18 170103 1186.3 1186.3 1186.3 1186.3 +10.2 48 4,207 -3
Aug18 170103 1190.0 1190.0 1190.0 1190.0 +10.2 1 6 +0
Oct18 170103 1193.7 1193.7 1193.7 1193.7 +10.2 0 3 +0
Dec18 170103 1184.0 1197.5 1184.0 1197.5 +10.2 172 2,083 +32
Total Volume and Open Interest 167,280 415,510 +10,657
Silver(CMX)
Mar17 170103 1597.0 1655.0 1593.5 1640.9 +42.0 41,876 134,078 +691
May17 170103 1609.5 1660.0 1600.0 1646.3 +42.1 1,027 15,814 +86
Jul17 170103 1620.0 1664.0 1610.0 1651.2 +42.0 461 6,199 +228
Sep17 170103 1620.0 1656.2 1616.5 1656.2 +42.1 66 1,376 +10
Dec17 170103 1626.0 1677.0 1626.0 1663.7 +42.1 117 5,302 +11
Mar18 170103 1672.5 1672.5 1672.5 1672.5 +42.1 0 14 +0
May18 170103 1676.8 1676.8 1676.8 1676.8 +42.1 0 5 +0
Total Volume and Open Interest 43,737 164,401 +1,032
Platinum(NYMEX)
Jan17 170103 911.4 943.0 908.3 939.3 +37.7 5,519 474 -4,458
Apr17 170103 906.0 948.8 903.6 944.2 +38.5 16,375 59,370 +4,651
Jul17 170103 913.0 952.0 912.2 947.9 +38.7 76 2,448 +41
Oct17 170103 916.0 950.6 916.0 950.6 +38.7 10 235 +10
Total Volume and Open Interest 22,112 62,933 +335
Palladium(NYMEX)
Mar17 170103 679.80 719.50 678.15 709.90 +26.65 2,188 23,268 -275
Jun17 170103 698.25 715.75 696.75 710.40 +26.45 5 667 -3
Sep17 170103 711.75 711.75 711.75 711.75 +26.40 0 1 +0
Total Volume and Open Interest 2,193 23,952 -278
Copper(CMX)
Mar17 170103 250.70 254.85 248.60 248.90 -1.65 42,192 144,468 -302
May17 170103 251.40 255.35 249.30 249.55 -1.65 3,000 26,830 -185
Jul17 170103 252.65 255.10 250.10 250.20 -1.60 1,100 21,758 -60
Sep17 170103 255.25 255.25 250.55 250.65 -1.55 153 6,805 -29
Dec17 170103 256.05 256.05 251.00 251.00 -1.50 121 9,939 -38
Total Volume and Open Interest 47,680 224,233 -609
E-mini DJIA Index(CBOT)
Mar17 170103 19757 19879 19703 19798 +78 86,353 134,898 +2,101
Jun17 170103 19720 19810 19681 19737 +77 70 216 +29
Sep17 170103 19685 19685 19685 19685 +77      
Dec17 170103 19643 19643 19643 19643 +77 0 1 +0
Total Volume and Open Interest 86,423 135,115 +2,130
S & P 500(CME)
Mar17 170103 2239.70 2254.90 2239.70 2252.60 +16.40 3,679 57,712 +1,732
Jun17 170103 2246.90 2253.50 2246.90 2246.90 +16.40 0 1,888 -2
Sep17 170103 2242.50 2249.10 2242.50 2242.50 +16.40 1 35 +0
Dec17 170103 2237.70 2244.30 2237.70 2237.70 +16.40      
Total Volume and Open Interest 3,680 59,635 +1,730
S & P 500 E-Mini(Globex)
Mar17 170103 2240.75 2259.50 2239.50 2252.50 +16.25 913,220 2,752,438 -5,736
Jun17 170103 2235.75 2253.50 2234.00 2247.00 +16.50 966 10,832 +38
Sep17 170103 2232.00 2247.50 2230.75 2242.50 +16.50 9 185 -4
Dec17 170103 2237.75 2237.75 2237.75 2237.75 +16.50 1 69 +1
Total Volume and Open Interest 914,196 2,763,524 -5,701
NASDAQ 100 E-Mini(Globex)
Mar17 170103 4876.80 4927.50 4876.80 4906.30 +42.30 121,556 225,278 +558
Jun17 170103 4888.00 4918.80 4881.50 4905.50 +43.20 43 252 +1
Sep17 170103 4908.30 4916.00 4908.30 4908.30 +43.30 1 54 -1
Total Volume and Open Interest 121,600 225,598 +558
S&P Midcap 400(CME) e-Mini
Mar17 170103 1662.40 1680.30 1657.50 1667.80 +8.70 7,908 96,208 -113
Jun17 170103 1660.00 1672.20 1660.00 1660.00 +8.70 0 1 +0
Sep17 170103 1658.60 1658.60 1658.60 1658.60 +8.70      
Total Volume and Open Interest 7,908 96,209 -113
Volatility Index(CBOE)
Jan17 170103 14.80 15.00 13.75 13.78 -1.35 45,622 215,475 +0
Feb17 170103 16.45 16.46 15.50 15.58 -1.00 33,767 96,824 +0
Mar17 170103 17.55 17.65 16.79 16.83 -0.77 12,122 34,279 +0
Apr17 170103 18.41 18.41 17.74 17.78 -0.65 5,157 23,000 +0
Total Volume and Open Interest 104,258 411,369 +7
Russell 2000 Mini(ICE)
Mar17 170103 1360.30 1377.70 1353.60 1366.10 +9.20 89,270 673,526 -1,254
Jun17 170103 1355.20 1365.50 1355.20 1363.10 +9.20 1 371 +1
Sep17 170103 1350.00 1360.10 1350.00 1360.10 +9.20 0 201 +0
Total Volume and Open Interest 89,271 674,178 -1,253
Nikkei 225(CME)
Mar17 170103 19175 19485 19165 19380 +270 12,532 28,205 -325
Jun17 170103 19305 19305 19305 19305 +270      
Total Volume and Open Interest 12,532 28,205 -325
Nikkei 225(SGX)
Mar17 161230 19035 19170 18925 19070 +5 37,101 206,877 +2,762
Jun17 161230 18855 18965 18800 18945 +5 10 359 +0
Sep17 161229 18910 18910 18910 18910 -390 0 5 +0
Total Volume and Open Interest 29,018 212,512 +4,799
Nikkei 225 Mini(JPX)
Mar17 161230 18995 19175 18925 19100 +30 379,895 375,907 -11,304
Jun17 161230 18865 19040 18795 18960 +10 2,034 6,900 -250
Sep17 161230 18850 18985 18755 18910 +10 46 901 -22
Total Volume and Open Interest 407,492 551,318 -6,778
Nikkei 225(JPX)
Mar17 161230 18990 19180 18920 19100 +30 34,703 352,883 -1,896
Jun17 161230 18860 19030 18790 18960 +10 53 18,199 -93
Sep17 161230 18800 18950 18800 18910 +10 1 6,771 -1
Total Volume and Open Interest 34,776 447,453 -1,992
Nikkei 225(CME) Yen
Mar17 170103 19165 19420 19115 19320 +280 45,295 59,278 +2,453
Jun17 170103 19190 19265 19190 19190 +280 0 4 +0
Sep17 170103 19140 19140 19140 19140 +280      
Total Volume and Open Interest 45,295 59,283 +2,453
Nikkei 225(CME) e-Mini Yen
Mar17 170103 19350 19350 19320 19320 +280 2 93 -1
Jun17 170103 19190 19190 19190 19190 +280      
Sep17 170103 19140 19140 19140 19140 +280      
Total Volume and Open Interest 2 93 -1
CAC 40(EURONEXT)
Jan17 170103 4889.5 4929.0 4887.5 4898.0 +15.5 59,114 307,420 +6,848
Feb17 170103 4899.0 4925.0 4892.0 4896.0 +15.5 69 3,750 +42
Mar17 170103 4900.0 4923.0 4884.5 4893.5 +15.5 179 8,208 +14
Total Volume and Open Interest 59,362 319,440 +6,904
Hang Seng Index(HKFE)
Jan17 170103 21965 22195 21863 22125 +163 78,579 112,852 +3,922
Feb17 170103 21909 22142 21825 22079 +166      
Mar17 170103 21919 22145 21820 22081 +161 441 8,128 +13
Total Volume and Open Interest 94,891 149,635 -4,974
DAX(EUREX)
Mar17 170103 11610.0 11649.5 11551.0 11579.0 -6.5 46,246 153,534 -1,840
Jun17 170103 11647.5 11660.0 11576.0 11602.5 -6.5 78 824 +69
Sep17 170103 11592.0 11592.0 11592.0 11592.0 -8.5 1 5 +1
Total Volume and Open Interest 46,325 154,363 -1,770
Mini-DAX(EUREX)
Mar17 170103 11616.0 11650.0 11552.0 11579.0 -6.5 8,983 7,725 +970
Jun17 170103 11650.0 11669.0 11586.0 11602.5 -6.5 79 320 -45
Sep17 170103 11592.0 11592.0 11592.0 11592.0 -8.5      
Total Volume and Open Interest 9,062 8,045 +925
FT-SE 100(EURONEXT)
Mar17 170103 7069.50 7144.00 7064.50 7111.50 +61.50 52,882 738,191 +3,812
Jun17 170103 7038.00 7049.00 7038.00 7039.00 +63.00 1 29,317 +1
Sep17 170103 6978.50 6978.50 6978.50 6978.50 +62.50      
Total Volume and Open Interest 52,883 767,508 +3,813
SPI 200(SFE)
Mar17 170103 5631.0 5704.0 5619.0 5702.0 +71.0 23,185 264,525 +4,736
Jun17 170103 5626.0 5688.0 5626.0 5688.0 +71.0 5 1,426 -3
Sep17 170103 5638.0 5638.0 5638.0 5638.0 +71.0 0 1,670 +0
Total Volume and Open Interest 23,204 267,900 +4,738
FTSE MIB(ISE)
Mar17 170103 19635.00 19760.00 19475.00 19541.00 +21.00 13,729 37,252 -634
Jun17 170103 19275.00 19325.00 19135.00 19139.00 +24.00 7 20 +2
Total Volume and Open Interest 13,736 37,272 -632
KOSPI 200(KFE)
Mar17 170103 263.35 263.45 263.00 263.20 +2.00 78,385 134,645 +810
Jun17 170103 263.90 263.90 263.75 263.90 +2.15 215 4,568 +317
Sep17 170103 265.10 265.10 265.10 265.10 +2.25 0 611 +8
Total Volume and Open Interest 78,600 146,834 +1,135
GSCI(CME)
Jan17 170103 399.00 402.95 389.90 390.45 -7.30 117 14,756 +105
Feb17 170103 393.45 393.45 393.45 393.45 -7.00      
Mar17 170103 399.55 399.55 399.55 399.55 -7.00      
Total Volume and Open Interest 117 14,756 +105
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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