|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed January 04, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan17 |
170104 |
986.00 |
1006.50 |
984.00 |
1006.25 |
+19.50 |
13,373 |
8,661 |
-6,605 |
Mar17 |
170104 |
995.00 |
1015.75 |
992.75 |
1015.25 |
+20.25 |
86,959 |
323,598 |
-121 |
May17 |
170104 |
1003.50 |
1023.75 |
1001.25 |
1023.50 |
+20.00 |
25,808 |
99,444 |
+3,240 |
Jul17 |
170104 |
1010.25 |
1030.25 |
1008.25 |
1030.00 |
+19.75 |
19,416 |
102,762 |
+1,193 |
Aug17 |
170104 |
1009.00 |
1028.00 |
1009.00 |
1028.00 |
+18.50 |
1,126 |
7,003 |
+135 |
Sep17 |
170104 |
995.25 |
1012.25 |
995.00 |
1012.25 |
+17.25 |
722 |
2,967 |
+105 |
Nov17 |
170104 |
984.00 |
999.25 |
982.00 |
998.75 |
+15.50 |
6,718 |
78,031 |
+685 |
Jan18 |
170104 |
987.00 |
1002.75 |
987.00 |
1002.50 |
+14.75 |
163 |
3,102 |
+67 |
Mar18 |
170104 |
991.75 |
999.50 |
991.75 |
999.50 |
+15.75 |
17 |
2,360 |
+0 |
May18 |
170104 |
998.00 |
998.00 |
998.00 |
998.00 |
+14.75 |
8 |
510 |
+0 |
Jul18 |
170104 |
995.50 |
1000.25 |
995.50 |
998.50 |
+14.00 |
30 |
760 |
-11 |
Aug18 |
170104 |
991.50 |
991.50 |
991.50 |
991.50 |
+13.75 |
0 |
19 |
+0 |
Sep18 |
170104 |
981.75 |
981.75 |
981.75 |
981.75 |
+13.75 |
0 |
22 |
+0 |
Nov18 |
170104 |
964.00 |
967.50 |
964.00 |
967.25 |
+12.00 |
25 |
1,224 |
+10 |
Total Volume and Open Interest |
154,365 |
630,497 |
-1,302 |
Soybean Meal(CBOT) |
Jan17 |
170104 |
308.00 |
315.30 |
308.00 |
315.30 |
+7.00 |
5,580 |
4,951 |
-3,033 |
Mar17 |
170104 |
312.20 |
319.30 |
311.80 |
319.10 |
+7.00 |
35,376 |
172,634 |
-1,638 |
May17 |
170104 |
315.50 |
321.70 |
314.60 |
321.50 |
+6.50 |
6,804 |
50,519 |
+672 |
Jul17 |
170104 |
318.10 |
324.50 |
317.50 |
324.30 |
+6.40 |
6,331 |
50,906 |
-22 |
Aug17 |
170104 |
318.10 |
323.10 |
316.80 |
323.00 |
+5.80 |
441 |
7,877 |
+19 |
Sep17 |
170104 |
316.60 |
321.00 |
315.00 |
321.00 |
+5.60 |
366 |
5,987 |
-16 |
Oct17 |
170104 |
311.40 |
317.10 |
310.80 |
317.10 |
+5.90 |
213 |
5,839 |
+44 |
Dec17 |
170104 |
311.80 |
317.90 |
311.10 |
317.60 |
+5.80 |
1,510 |
22,937 |
+111 |
Jan18 |
170104 |
314.80 |
317.20 |
314.80 |
317.20 |
+5.80 |
12 |
914 |
+2 |
Mar18 |
170104 |
312.50 |
316.20 |
312.50 |
316.20 |
+5.90 |
10 |
1,097 |
+4 |
Total Volume and Open Interest |
56,646 |
324,921 |
-3,855 |
Soybean Oil(CBOT) |
Jan17 |
170104 |
34.57 |
35.29 |
34.31 |
34.98 |
+0.41 |
7,588 |
4,695 |
-3,047 |
Mar17 |
170104 |
34.82 |
35.55 |
34.54 |
35.21 |
+0.40 |
36,886 |
197,185 |
+705 |
May17 |
170104 |
35.06 |
35.79 |
34.78 |
35.45 |
+0.40 |
10,602 |
73,467 |
+150 |
Jul17 |
170104 |
35.27 |
35.99 |
35.00 |
35.66 |
+0.39 |
7,851 |
58,233 |
+235 |
Aug17 |
170104 |
35.10 |
35.93 |
35.00 |
35.60 |
+0.37 |
564 |
6,989 |
+135 |
Sep17 |
170104 |
35.06 |
35.82 |
35.06 |
35.47 |
+0.35 |
841 |
5,660 |
+89 |
Oct17 |
170104 |
34.73 |
35.52 |
34.73 |
35.17 |
+0.29 |
190 |
5,263 |
+7 |
Dec17 |
170104 |
34.78 |
35.56 |
34.73 |
35.16 |
+0.25 |
1,931 |
16,478 |
+447 |
Jan18 |
170104 |
35.34 |
35.46 |
35.13 |
35.13 |
+0.20 |
146 |
828 |
+104 |
Mar18 |
170104 |
35.18 |
35.39 |
35.07 |
35.07 |
+0.18 |
11 |
938 |
+10 |
Total Volume and Open Interest |
66,809 |
370,563 |
-1,080 |
Canola(WCE) |
Jan17 |
170104 |
497.3 |
497.3 |
497.3 |
497.3 |
+4.2 |
1,177 |
598 |
-1,069 |
Mar17 |
170104 |
499.5 |
505.3 |
497.1 |
503.6 |
+3.5 |
10,169 |
118,317 |
-64 |
May17 |
170104 |
506.0 |
511.8 |
503.4 |
510.1 |
+3.3 |
2,121 |
30,818 |
-83 |
Jul17 |
170104 |
510.5 |
515.8 |
507.9 |
514.8 |
+3.5 |
1,154 |
16,654 |
+221 |
Nov17 |
170104 |
490.6 |
496.0 |
489.5 |
494.4 |
+3.8 |
1,125 |
17,111 |
+592 |
Total Volume and Open Interest |
15,755 |
185,582 |
-394 |
Corn(CBOT) |
Mar17 |
170104 |
355.00 |
360.00 |
354.75 |
359.75 |
+4.00 |
112,011 |
686,275 |
-5,649 |
May17 |
170104 |
360.75 |
366.00 |
360.50 |
365.75 |
+4.25 |
32,399 |
175,559 |
+6,515 |
Jul17 |
170104 |
367.50 |
372.50 |
367.25 |
372.25 |
+4.00 |
29,605 |
177,497 |
+777 |
Sep17 |
170104 |
374.50 |
379.25 |
374.25 |
379.00 |
+4.00 |
6,532 |
60,705 |
-950 |
Dec17 |
170104 |
383.00 |
387.25 |
382.50 |
386.75 |
+3.25 |
6,722 |
112,928 |
+592 |
Mar18 |
170104 |
392.25 |
395.75 |
392.25 |
395.50 |
+3.25 |
466 |
11,808 |
+59 |
May18 |
170104 |
399.00 |
400.75 |
399.00 |
400.75 |
+3.00 |
43 |
1,764 |
+13 |
Jul18 |
170104 |
401.00 |
405.00 |
401.00 |
405.00 |
+2.75 |
44 |
1,983 |
-3 |
Sep18 |
170104 |
400.50 |
400.50 |
400.50 |
400.50 |
+1.75 |
28 |
964 |
+7 |
Dec18 |
170104 |
397.50 |
400.75 |
397.25 |
400.00 |
+2.25 |
166 |
7,706 |
-66 |
Total Volume and Open Interest |
188,016 |
1,237,487 |
+1,295 |
Wheat(CBOT) |
Mar17 |
170104 |
406.50 |
419.00 |
404.75 |
418.50 |
+12.00 |
33,934 |
264,475 |
+2,353 |
May17 |
170104 |
418.00 |
429.50 |
416.25 |
429.25 |
+11.25 |
6,800 |
71,944 |
+649 |
Jul17 |
170104 |
431.25 |
442.25 |
429.75 |
442.00 |
+10.50 |
4,512 |
69,504 |
+298 |
Sep17 |
170104 |
445.00 |
454.75 |
443.75 |
454.50 |
+9.50 |
636 |
13,839 |
+55 |
Dec17 |
170104 |
461.00 |
471.00 |
460.00 |
470.75 |
+9.00 |
572 |
25,125 |
+10 |
Mar18 |
170104 |
475.75 |
482.50 |
475.00 |
482.50 |
+8.50 |
27 |
4,352 |
-7 |
Total Volume and Open Interest |
46,487 |
450,899 |
+3,360 |
Wheat(KCBT) |
Mar17 |
170104 |
414.00 |
427.50 |
414.00 |
426.50 |
+12.50 |
13,059 |
121,063 |
-4 |
May17 |
170104 |
425.50 |
438.75 |
425.50 |
438.00 |
+12.50 |
2,526 |
33,331 |
-55 |
Jul17 |
170104 |
437.25 |
450.00 |
437.00 |
449.25 |
+12.75 |
2,216 |
61,108 |
-364 |
Sep17 |
170104 |
453.75 |
463.50 |
451.75 |
463.25 |
+12.75 |
311 |
8,295 |
+118 |
Dec17 |
170104 |
470.75 |
481.25 |
469.50 |
481.25 |
+12.25 |
135 |
9,877 |
+47 |
Mar18 |
170104 |
486.50 |
493.00 |
486.00 |
493.00 |
+11.25 |
54 |
3,297 |
-16 |
May18 |
170104 |
499.75 |
500.50 |
499.75 |
500.50 |
+10.75 |
36 |
962 |
+0 |
Total Volume and Open Interest |
18,337 |
238,525 |
-274 |
Wheat(MGE) |
Mar17 |
170104 |
537.75 |
545.50 |
537.50 |
544.50 |
+7.00 |
1,966 |
33,452 |
+32 |
May17 |
170104 |
534.50 |
541.75 |
534.00 |
540.50 |
+6.25 |
511 |
13,573 |
+115 |
Jul17 |
170104 |
536.75 |
543.75 |
536.00 |
543.25 |
+6.50 |
277 |
6,293 |
-31 |
Sep17 |
170104 |
544.00 |
549.25 |
544.00 |
548.25 |
+6.00 |
86 |
4,840 |
+43 |
Dec17 |
170104 |
554.75 |
557.00 |
552.50 |
556.50 |
+5.50 |
44 |
3,191 |
+0 |
Mar18 |
170104 |
562.00 |
563.25 |
562.00 |
563.25 |
+4.00 |
2 |
558 |
+1 |
Total Volume and Open Interest |
2,887 |
62,043 |
+160 |
Oats(CBOT) |
Mar17 |
170104 |
236.00 |
239.00 |
234.50 |
237.75 |
+2.25 |
136 |
5,033 |
-31 |
May17 |
170104 |
236.00 |
238.00 |
235.00 |
237.00 |
+2.00 |
8 |
1,139 |
-1 |
Jul17 |
170104 |
235.75 |
237.25 |
235.75 |
236.75 |
+0.50 |
2 |
195 |
-1 |
Sep17 |
170104 |
236.75 |
236.75 |
236.75 |
236.75 |
+0.50 |
0 |
4 |
+0 |
Total Volume and Open Interest |
147 |
6,492 |
-33 |
Rough Rice(CBOT) |
Jan17 |
170104 |
9.49 |
9.49 |
9.40 |
9.49 |
+0.13 |
124 |
163 |
-147 |
Mar17 |
170104 |
9.59 |
9.74 |
9.55 |
9.73 |
+0.13 |
465 |
10,836 |
+40 |
May17 |
170104 |
9.85 |
9.97 |
9.85 |
9.97 |
+0.11 |
18 |
483 |
+1 |
Jul17 |
170104 |
10.16 |
10.16 |
10.16 |
10.16 |
+0.11 |
0 |
26 |
+0 |
Total Volume and Open Interest |
607 |
11,521 |
-106 |
Live Cattle(CME) |
Feb17 |
170104 |
114.500 |
115.785 |
114.430 |
115.680 |
+0.795 |
34,529 |
119,664 |
-1,891 |
Apr17 |
170104 |
113.800 |
114.850 |
113.580 |
114.730 |
+0.780 |
18,080 |
79,340 |
+2,510 |
Jun17 |
170104 |
104.000 |
104.700 |
103.785 |
104.300 |
+0.150 |
10,390 |
64,590 |
+501 |
Aug17 |
170104 |
100.180 |
100.500 |
99.850 |
100.200 |
-0.085 |
4,295 |
25,616 |
+538 |
Oct17 |
170104 |
99.885 |
100.100 |
99.480 |
99.850 |
-0.100 |
2,481 |
12,824 |
-40 |
Dec17 |
170104 |
99.980 |
100.350 |
99.785 |
100.135 |
+0.035 |
566 |
4,636 |
+41 |
Total Volume and Open Interest |
70,401 |
307,767 |
+1,404 |
Feeder Cattle(CME) |
Jan17 |
170104 |
129.700 |
130.450 |
128.100 |
128.500 |
-1.700 |
2,426 |
9,014 |
-323 |
Mar17 |
170104 |
124.750 |
125.080 |
123.300 |
123.750 |
-1.285 |
4,981 |
20,635 |
+453 |
Apr17 |
170104 |
124.500 |
124.830 |
123.230 |
123.680 |
-1.105 |
1,294 |
5,815 |
+114 |
May17 |
170104 |
123.100 |
123.700 |
122.330 |
122.700 |
-0.730 |
900 |
6,189 |
+139 |
Aug17 |
170104 |
123.400 |
123.800 |
122.550 |
122.950 |
-0.700 |
645 |
3,151 |
+53 |
Sep17 |
170104 |
121.950 |
122.035 |
121.300 |
121.650 |
-0.550 |
52 |
297 |
+15 |
Oct17 |
170104 |
119.885 |
120.430 |
119.885 |
119.885 |
-0.545 |
13 |
80 |
-2 |
Total Volume and Open Interest |
10,314 |
45,204 |
+451 |
Lean Hogs(CME) |
Feb17 |
170104 |
63.880 |
64.785 |
63.300 |
64.600 |
+1.100 |
16,445 |
80,743 |
+67 |
Apr17 |
170104 |
67.225 |
68.135 |
66.635 |
67.975 |
+1.075 |
9,546 |
52,466 |
+2,337 |
May17 |
170104 |
71.900 |
72.500 |
71.800 |
72.450 |
+0.750 |
76 |
1,431 |
-8 |
Jun17 |
170104 |
76.100 |
76.650 |
75.635 |
76.580 |
+0.650 |
5,780 |
27,496 |
+468 |
Jul17 |
170104 |
75.800 |
76.250 |
75.385 |
76.230 |
+0.580 |
1,483 |
10,694 |
+4 |
Aug17 |
170104 |
75.635 |
75.830 |
75.135 |
75.750 |
+0.320 |
1,811 |
14,780 |
-168 |
Oct17 |
170104 |
65.830 |
65.950 |
65.100 |
65.850 |
+0.315 |
592 |
6,057 |
+192 |
Dec17 |
170104 |
61.580 |
61.750 |
60.785 |
61.600 |
unch |
438 |
3,373 |
+184 |
Total Volume and Open Interest |
36,207 |
197,333 |
+3,077 |
Class III Milk(CME) |
Dec16 |
170104 |
17.38 |
17.40 |
17.38 |
17.39 |
unch |
76 |
5,808 |
-19 |
Jan17 |
170104 |
16.61 |
16.62 |
16.47 |
16.52 |
+0.01 |
254 |
4,441 |
-19 |
Feb17 |
170104 |
16.97 |
16.98 |
16.80 |
16.84 |
-0.08 |
239 |
4,099 |
+52 |
Mar17 |
170104 |
17.18 |
17.22 |
16.99 |
17.03 |
-0.14 |
49 |
3,721 |
+12 |
Apr17 |
170104 |
17.36 |
17.38 |
17.20 |
17.25 |
-0.11 |
48 |
2,877 |
+31 |
May17 |
170104 |
17.57 |
17.58 |
17.36 |
17.45 |
-0.07 |
47 |
2,767 |
-6 |
Jun17 |
170104 |
17.72 |
17.74 |
17.53 |
17.62 |
-0.11 |
24 |
2,467 |
-13 |
Jul17 |
170104 |
17.83 |
17.84 |
17.73 |
17.73 |
-0.10 |
3 |
1,467 |
+2 |
Aug17 |
170104 |
17.83 |
17.85 |
17.80 |
17.80 |
-0.04 |
2 |
1,469 |
+2 |
Sep17 |
170104 |
17.85 |
17.85 |
17.81 |
17.81 |
-0.09 |
11 |
1,401 |
+11 |
Oct17 |
170104 |
17.77 |
17.77 |
17.74 |
17.74 |
-0.04 |
3 |
1,154 |
+2 |
Nov17 |
170104 |
17.60 |
17.60 |
17.57 |
17.58 |
-0.02 |
19 |
1,212 |
+11 |
Dec17 |
170104 |
17.33 |
17.33 |
17.28 |
17.31 |
-0.02 |
13 |
1,069 |
-1 |
Total Volume and Open Interest |
791 |
34,896 |
+68 |
Cocoa(ICE) |
Mar17 |
170104 |
2175 |
2246 |
2166 |
2237 |
+71 |
17,035 |
128,207 |
+2,171 |
May17 |
170104 |
2163 |
2231 |
2153 |
2220 |
+68 |
9,610 |
57,840 |
+2,889 |
Jul17 |
170104 |
2163 |
2226 |
2153 |
2216 |
+66 |
9,107 |
40,829 |
+4,754 |
Sep17 |
170104 |
2176 |
2233 |
2167 |
2225 |
+59 |
9,363 |
17,819 |
+2,673 |
Dec17 |
170104 |
2203 |
2251 |
2200 |
2244 |
+52 |
6,933 |
13,295 |
+5,367 |
Mar18 |
170104 |
2222 |
2264 |
2214 |
2258 |
+47 |
339 |
10,342 |
-25 |
May18 |
170104 |
2239 |
2274 |
2239 |
2271 |
+48 |
82 |
3,777 |
-3 |
Total Volume and Open Interest |
52,890 |
275,984 |
+18,082 |
Coffee "C"(ICE) |
Mar17 |
170104 |
137.50 |
142.95 |
137.45 |
141.80 |
+4.40 |
11,353 |
98,936 |
+222 |
May17 |
170104 |
139.95 |
145.20 |
139.80 |
144.10 |
+4.40 |
3,129 |
41,302 |
+356 |
Jul17 |
170104 |
142.10 |
147.45 |
142.10 |
146.40 |
+4.40 |
999 |
21,847 |
+15 |
Sep17 |
170104 |
143.65 |
149.40 |
143.65 |
148.45 |
+4.50 |
484 |
13,069 |
+140 |
Dec17 |
170104 |
147.95 |
152.00 |
147.85 |
151.40 |
+4.55 |
105 |
11,098 |
+61 |
Mar18 |
170104 |
154.40 |
154.55 |
153.85 |
154.20 |
+4.45 |
12 |
2,464 |
+0 |
Total Volume and Open Interest |
16,099 |
192,114 |
+794 |
Orange Juice(ICE) |
Jan17 |
170104 |
198.00 |
199.30 |
193.30 |
196.05 |
-0.95 |
272 |
135 |
-225 |
Mar17 |
170104 |
194.10 |
197.70 |
191.15 |
193.95 |
-0.50 |
804 |
11,581 |
+209 |
May17 |
170104 |
192.35 |
194.00 |
190.05 |
191.55 |
-0.80 |
41 |
778 |
+16 |
Jul17 |
170104 |
192.30 |
192.30 |
190.00 |
190.25 |
-0.70 |
5 |
293 |
+1 |
Sep17 |
170104 |
189.50 |
189.50 |
189.50 |
189.50 |
-0.15 |
0 |
32 |
+0 |
Nov17 |
170104 |
187.80 |
187.80 |
187.80 |
187.80 |
+0.25 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,122 |
12,823 |
+1 |
Sugar #11(ICE) |
Mar17 |
170104 |
20.55 |
20.94 |
20.41 |
20.89 |
+0.38 |
23,897 |
352,843 |
-833 |
May17 |
170104 |
20.12 |
20.46 |
20.02 |
20.41 |
+0.29 |
9,978 |
165,106 |
-348 |
Jul17 |
170104 |
19.58 |
19.84 |
19.45 |
19.79 |
+0.21 |
7,526 |
114,580 |
-199 |
Oct17 |
170104 |
19.15 |
19.35 |
19.04 |
19.31 |
+0.12 |
3,023 |
78,402 |
+141 |
Mar18 |
170104 |
18.86 |
19.06 |
18.79 |
19.03 |
+0.09 |
2,497 |
46,015 |
+1,577 |
May18 |
170104 |
18.25 |
18.38 |
18.14 |
18.37 |
+0.07 |
1,421 |
17,888 |
+151 |
Jul18 |
170104 |
17.65 |
17.79 |
17.54 |
17.75 |
+0.05 |
210 |
11,965 |
+119 |
Oct18 |
170104 |
17.36 |
17.49 |
17.27 |
17.40 |
-0.03 |
7 |
11,431 |
+2 |
Total Volume and Open Interest |
48,580 |
805,915 |
+613 |
London Cocoa(LCE) |
Mar17 |
170104 |
1754 |
1812 |
1754 |
1806 |
+49 |
0 |
109,963 |
+1,875 |
May17 |
170104 |
1775 |
1826 |
1772 |
1820 |
+46 |
0 |
69,279 |
+1,746 |
Jul17 |
170104 |
1798 |
1846 |
1795 |
1840 |
+42 |
0 |
34,235 |
+1,029 |
Sep17 |
170104 |
1812 |
1857 |
1811 |
1851 |
+38 |
0 |
37,182 |
+5,040 |
Dec17 |
170104 |
1821 |
1864 |
1821 |
1859 |
+34 |
0 |
27,090 |
+1,231 |
Mar18 |
170104 |
1829 |
1872 |
1828 |
1867 |
+33 |
0 |
17,877 |
+408 |
May18 |
170104 |
1877 |
1880 |
1877 |
1880 |
+31 |
0 |
4,931 |
+96 |
Total Volume and Open Interest |
0 |
302,274 |
+11,419 |
London Sugar(LCE) |
Mar17 |
170104 |
545.30 |
551.40 |
541.80 |
550.20 |
+7.30 |
0 |
35,828 |
+456 |
May17 |
170104 |
538.70 |
545.00 |
535.30 |
544.30 |
+8.00 |
0 |
22,116 |
+34 |
Aug17 |
170104 |
525.40 |
533.00 |
523.40 |
532.20 |
+7.70 |
0 |
10,498 |
+13 |
Oct17 |
170104 |
509.60 |
512.00 |
506.40 |
512.00 |
+7.60 |
0 |
10,439 |
+85 |
Dec17 |
170104 |
495.30 |
499.80 |
492.70 |
499.80 |
+8.20 |
0 |
2,973 |
+10 |
Total Volume and Open Interest |
0 |
85,955 |
+608 |
Cotton(ICE) |
Mar17 |
170104 |
71.78 |
74.23 |
71.57 |
74.08 |
+2.30 |
15,466 |
164,670 |
+2,755 |
May17 |
170104 |
72.11 |
74.29 |
71.92 |
74.22 |
+2.10 |
3,480 |
40,726 |
+346 |
Jul17 |
170104 |
72.33 |
74.50 |
72.28 |
74.47 |
+2.01 |
2,010 |
18,757 |
+153 |
Oct17 |
170104 |
72.23 |
72.23 |
72.23 |
72.23 |
+1.49 |
0 |
36 |
+0 |
Dec17 |
170104 |
70.15 |
71.60 |
70.11 |
71.59 |
+1.22 |
1,004 |
19,905 |
+283 |
Mar18 |
170104 |
70.50 |
71.51 |
70.50 |
71.51 |
+1.00 |
6 |
431 |
+0 |
Total Volume and Open Interest |
21,969 |
245,312 |
+3,537 |
Lumber(CME) |
Jan17 |
170104 |
315.9 |
316.0 |
314.2 |
314.9 |
-0.5 |
284 |
794 |
-57 |
Mar17 |
170104 |
328.7 |
328.7 |
325.6 |
327.9 |
-1.2 |
400 |
2,835 |
-115 |
May17 |
170104 |
335.7 |
339.5 |
335.7 |
335.7 |
-0.9 |
19 |
357 |
-1 |
Jul17 |
170104 |
344.3 |
344.3 |
344.3 |
344.3 |
+1.5 |
0 |
54 |
+0 |
Total Volume and Open Interest |
703 |
4,071 |
-173 |
Crude Oil(NYM) |
Feb17 |
170104 |
52.49 |
53.43 |
52.15 |
53.26 |
+0.93 |
271,094 |
456,845 |
-1,138 |
Mar17 |
170104 |
53.48 |
54.38 |
53.13 |
54.22 |
+0.93 |
76,883 |
327,042 |
-360 |
Apr17 |
170104 |
54.30 |
55.20 |
53.96 |
55.05 |
+0.93 |
32,342 |
156,090 |
+5,329 |
May17 |
170104 |
55.08 |
55.90 |
54.66 |
55.75 |
+0.94 |
14,620 |
112,898 |
-263 |
Jun17 |
170104 |
55.58 |
56.44 |
55.17 |
56.29 |
+0.97 |
20,444 |
228,372 |
+1,056 |
Jul17 |
170104 |
56.00 |
56.72 |
55.51 |
56.63 |
+0.98 |
7,102 |
49,869 |
-1,704 |
Aug17 |
170104 |
56.23 |
56.86 |
55.71 |
56.82 |
+0.98 |
4,682 |
50,827 |
+1,220 |
Sep17 |
170104 |
56.31 |
56.96 |
55.89 |
56.94 |
+0.99 |
9,011 |
73,769 |
+759 |
Oct17 |
170104 |
56.42 |
57.00 |
55.96 |
57.00 |
+0.99 |
4,240 |
41,639 |
+1,007 |
Nov17 |
170104 |
56.38 |
57.04 |
56.01 |
57.03 |
+0.99 |
4,301 |
38,528 |
+1,017 |
Dec17 |
170104 |
56.36 |
57.14 |
55.95 |
57.06 |
+1.00 |
22,284 |
209,191 |
+2,171 |
Jan18 |
170104 |
56.32 |
57.01 |
56.00 |
57.01 |
+1.01 |
3,130 |
37,744 |
+816 |
Feb18 |
170104 |
56.82 |
56.96 |
56.82 |
56.96 |
+1.02 |
1,812 |
15,062 |
+100 |
Mar18 |
170104 |
56.70 |
56.90 |
56.70 |
56.90 |
+1.03 |
2,595 |
23,794 |
+265 |
Apr18 |
170104 |
56.84 |
57.94 |
56.84 |
56.84 |
+1.04 |
1,019 |
7,551 |
+398 |
May18 |
170104 |
56.78 |
56.78 |
56.78 |
56.78 |
+1.05 |
889 |
5,659 |
+244 |
Total Volume and Open Interest |
496,057 |
2,064,365 |
+13,117 |
e-miNY Crude Oil(NYM) |
Feb17 |
170104 |
52.500 |
53.450 |
52.150 |
53.250 |
+0.925 |
4,362 |
2,034 |
+27 |
Mar17 |
170104 |
53.500 |
54.350 |
53.125 |
54.225 |
+0.925 |
116 |
1,015 |
-8 |
Apr17 |
170104 |
54.375 |
55.050 |
54.150 |
55.050 |
+0.925 |
22 |
436 |
-4 |
May17 |
170104 |
54.975 |
55.750 |
54.975 |
55.750 |
+0.950 |
8 |
89 |
+8 |
Jun17 |
170104 |
56.300 |
57.850 |
55.325 |
56.300 |
+0.975 |
2 |
135 |
+1 |
Jul17 |
170104 |
56.625 |
58.000 |
56.625 |
56.625 |
+0.975 |
1 |
131 |
+0 |
Aug17 |
170104 |
56.825 |
56.825 |
56.825 |
56.825 |
+0.975 |
0 |
138 |
+0 |
Sep17 |
170104 |
56.950 |
56.950 |
55.950 |
56.950 |
+1.000 |
0 |
30 |
+0 |
Oct17 |
170104 |
57.000 |
57.000 |
56.125 |
57.000 |
+1.000 |
0 |
43 |
+0 |
Nov17 |
170104 |
57.025 |
57.025 |
57.025 |
57.025 |
+0.975 |
0 |
43 |
+0 |
Total Volume and Open Interest |
4,523 |
4,316 |
+18 |
NY Harbor ULSD(NYM) |
Feb17 |
170104 |
168.00 |
169.86 |
166.50 |
169.30 |
+1.63 |
43,204 |
122,906 |
+1,589 |
Mar17 |
170104 |
169.35 |
171.14 |
167.95 |
170.67 |
+1.58 |
17,782 |
90,510 |
+846 |
Apr17 |
170104 |
170.52 |
171.64 |
168.64 |
171.31 |
+1.62 |
10,034 |
45,718 |
-313 |
May17 |
170104 |
171.19 |
172.30 |
169.51 |
172.10 |
+1.67 |
4,618 |
29,058 |
+216 |
Jun17 |
170104 |
171.80 |
173.10 |
170.22 |
172.88 |
+1.72 |
6,418 |
45,281 |
-598 |
Jul17 |
170104 |
171.68 |
173.99 |
171.32 |
173.89 |
+1.75 |
1,124 |
10,708 |
-10 |
Aug17 |
170104 |
172.93 |
174.88 |
172.31 |
174.88 |
+1.78 |
565 |
4,613 |
-33 |
Sep17 |
170104 |
174.68 |
175.90 |
173.25 |
175.90 |
+1.82 |
396 |
9,075 |
+76 |
Oct17 |
170104 |
174.58 |
176.84 |
174.35 |
176.84 |
+1.91 |
348 |
5,416 |
-79 |
Nov17 |
170104 |
176.39 |
177.65 |
175.14 |
177.65 |
+1.98 |
206 |
3,976 |
+27 |
Dec17 |
170104 |
176.83 |
178.50 |
175.78 |
178.35 |
+2.06 |
3,610 |
37,616 |
+1,017 |
Jan18 |
170104 |
176.78 |
179.17 |
176.67 |
179.17 |
+2.13 |
61 |
3,027 |
+1 |
Feb18 |
170104 |
179.45 |
179.45 |
179.45 |
179.45 |
+2.19 |
89 |
1,848 |
-55 |
Mar18 |
170104 |
178.98 |
178.98 |
178.98 |
178.98 |
+2.25 |
27 |
1,045 |
+0 |
Total Volume and Open Interest |
88,828 |
426,205 |
-2,553 |
RBOB Gasoline(NYM) |
Feb17 |
170104 |
163.22 |
164.80 |
161.85 |
164.59 |
+2.41 |
42,363 |
139,159 |
+2,524 |
Mar17 |
170104 |
164.89 |
166.53 |
163.67 |
166.31 |
+2.26 |
24,405 |
80,993 |
+3,059 |
Apr17 |
170104 |
182.50 |
184.26 |
181.37 |
184.04 |
+2.12 |
10,179 |
44,665 |
-575 |
May17 |
170104 |
183.41 |
185.29 |
182.49 |
185.11 |
+2.04 |
4,508 |
29,177 |
-100 |
Jun17 |
170104 |
183.54 |
184.86 |
182.04 |
184.68 |
+1.97 |
4,496 |
33,801 |
-323 |
Jul17 |
170104 |
181.18 |
183.39 |
181.02 |
183.38 |
+1.99 |
2,196 |
14,631 |
+5 |
Aug17 |
170104 |
179.62 |
181.47 |
179.11 |
181.47 |
+2.01 |
1,646 |
5,982 |
+110 |
Sep17 |
170104 |
177.52 |
178.90 |
176.56 |
178.89 |
+2.02 |
1,194 |
13,800 |
+91 |
Oct17 |
170104 |
164.20 |
165.83 |
164.20 |
165.83 |
+2.08 |
713 |
4,709 |
+151 |
Nov17 |
170104 |
160.81 |
162.58 |
160.81 |
162.58 |
+2.18 |
421 |
2,404 |
+85 |
Total Volume and Open Interest |
95,541 |
402,345 |
+2,808 |
e-miNY RBOB Gasoline(NYM) |
Feb17 |
170104 |
164.60 |
164.60 |
162.20 |
164.60 |
+2.42 |
|
|
|
Mar17 |
170104 |
166.30 |
166.31 |
166.30 |
166.30 |
+2.25 |
|
|
|
Apr17 |
170104 |
184.00 |
184.04 |
184.00 |
184.00 |
+2.08 |
|
|
|
May17 |
170104 |
185.10 |
185.11 |
185.10 |
185.10 |
+2.03 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Feb17 |
170104 |
3.317 |
3.358 |
3.236 |
3.267 |
-0.060 |
96,920 |
167,420 |
-2,299 |
Mar17 |
170104 |
3.310 |
3.348 |
3.224 |
3.249 |
-0.068 |
38,697 |
265,503 |
+1,148 |
Apr17 |
170104 |
3.276 |
3.309 |
3.192 |
3.211 |
-0.070 |
33,298 |
125,086 |
+1,720 |
May17 |
170104 |
3.272 |
3.307 |
3.189 |
3.209 |
-0.070 |
17,441 |
110,765 |
+213 |
Jun17 |
170104 |
3.307 |
3.333 |
3.216 |
3.239 |
-0.065 |
6,584 |
40,840 |
-759 |
Jul17 |
170104 |
3.329 |
3.362 |
3.247 |
3.270 |
-0.064 |
5,296 |
56,617 |
+341 |
Aug17 |
170104 |
3.325 |
3.356 |
3.244 |
3.266 |
-0.064 |
2,996 |
34,361 |
+237 |
Sep17 |
170104 |
3.307 |
3.333 |
3.225 |
3.245 |
-0.067 |
3,809 |
35,620 |
+173 |
Oct17 |
170104 |
3.335 |
3.357 |
3.245 |
3.264 |
-0.068 |
11,774 |
92,554 |
+1,151 |
Nov17 |
170104 |
3.362 |
3.400 |
3.292 |
3.307 |
-0.069 |
3,996 |
35,877 |
+244 |
Dec17 |
170104 |
3.480 |
3.507 |
3.401 |
3.419 |
-0.063 |
4,165 |
36,911 |
-212 |
Jan18 |
170104 |
3.566 |
3.572 |
3.483 |
3.504 |
-0.064 |
5,421 |
40,636 |
+465 |
Feb18 |
170104 |
3.531 |
3.551 |
3.454 |
3.466 |
-0.062 |
1,892 |
16,606 |
+345 |
Mar18 |
170104 |
3.437 |
3.461 |
3.360 |
3.379 |
-0.058 |
3,357 |
37,963 |
+418 |
Apr18 |
170104 |
2.923 |
2.951 |
2.876 |
2.892 |
-0.027 |
4,819 |
44,061 |
+1,148 |
May18 |
170104 |
2.865 |
2.900 |
2.826 |
2.843 |
-0.022 |
3,621 |
12,273 |
+998 |
Total Volume and Open Interest |
249,937 |
1,250,842 |
+7,783 |
Brent Crude Oil(ICE) |
Mar17 |
170104 |
55.73 |
56.55 |
55.33 |
56.46 |
+0.99 |
0 |
615,838 |
+2,551 |
Apr17 |
170104 |
56.40 |
57.17 |
55.98 |
57.09 |
+0.95 |
0 |
225,712 |
+7,418 |
May17 |
170104 |
56.97 |
57.71 |
56.56 |
57.63 |
+0.92 |
0 |
147,001 |
+3,208 |
Jun17 |
170104 |
57.44 |
58.15 |
57.00 |
58.07 |
+0.92 |
0 |
259,154 |
+1,893 |
Jul17 |
170104 |
57.72 |
58.39 |
57.31 |
58.36 |
+0.92 |
0 |
88,504 |
+833 |
Aug17 |
170104 |
57.88 |
58.57 |
57.47 |
58.51 |
+0.91 |
0 |
54,433 |
+104 |
Sep17 |
170104 |
57.96 |
58.63 |
57.53 |
58.57 |
+0.91 |
0 |
69,890 |
-1,370 |
Oct17 |
170104 |
57.96 |
58.59 |
57.55 |
58.56 |
+0.90 |
0 |
35,685 |
+391 |
Nov17 |
170104 |
57.94 |
58.56 |
57.57 |
58.53 |
+0.89 |
0 |
27,437 |
+99 |
Dec17 |
170104 |
57.89 |
58.57 |
57.48 |
58.49 |
+0.89 |
0 |
225,161 |
+300 |
Jan18 |
170104 |
57.99 |
58.44 |
57.99 |
58.44 |
+0.88 |
0 |
29,174 |
+190 |
Feb18 |
170104 |
58.40 |
58.40 |
58.40 |
58.40 |
+0.88 |
0 |
20,164 |
+299 |
Mar18 |
170104 |
58.39 |
58.39 |
58.39 |
58.39 |
+0.88 |
0 |
23,843 |
+21 |
Apr18 |
170104 |
58.37 |
58.37 |
58.37 |
58.37 |
+0.89 |
0 |
16,287 |
+101 |
Total Volume and Open Interest |
0 |
2,175,768 |
+16,723 |
Gas Oil(ICE) |
Jan17 |
170104 |
491.75 |
494.75 |
484.25 |
490.50 |
-3.25 |
0 |
95,976 |
+2,364 |
Feb17 |
170104 |
496.25 |
499.50 |
489.00 |
495.25 |
-3.25 |
0 |
150,034 |
+1,126 |
Mar17 |
170104 |
500.00 |
503.25 |
493.25 |
499.25 |
-3.00 |
0 |
89,370 |
+1,013 |
Apr17 |
170104 |
502.75 |
506.00 |
496.50 |
502.25 |
-2.75 |
0 |
49,397 |
-178 |
May17 |
170104 |
505.25 |
508.25 |
499.25 |
504.75 |
-2.50 |
0 |
45,921 |
+1,255 |
Jun17 |
170104 |
507.00 |
510.50 |
501.50 |
507.00 |
-2.00 |
0 |
86,706 |
+1,195 |
Jul17 |
170104 |
509.50 |
513.00 |
504.50 |
509.50 |
-2.00 |
0 |
26,175 |
-67 |
Aug17 |
170104 |
512.00 |
515.75 |
507.00 |
512.25 |
-1.50 |
0 |
16,469 |
+227 |
Sep17 |
170104 |
514.50 |
518.00 |
509.75 |
514.75 |
-1.25 |
0 |
30,092 |
+61 |
Oct17 |
170104 |
516.75 |
520.50 |
512.25 |
517.25 |
-1.00 |
0 |
23,168 |
-241 |
Total Volume and Open Interest |
0 |
809,641 |
+7,558 |
Ethanol(CBOT) |
Feb17 |
170104 |
1.510 |
1.514 |
1.490 |
1.507 |
-0.023 |
475 |
3,847 |
-59 |
Mar17 |
170104 |
1.520 |
1.520 |
1.501 |
1.515 |
-0.019 |
98 |
699 |
+32 |
Apr17 |
170104 |
1.516 |
1.533 |
1.516 |
1.533 |
-0.007 |
57 |
691 |
+0 |
May17 |
170104 |
1.513 |
1.535 |
1.513 |
1.535 |
-0.007 |
0 |
12 |
+0 |
Jun17 |
170104 |
1.526 |
1.547 |
1.526 |
1.526 |
-0.007 |
5 |
19 |
+5 |
Jul17 |
170104 |
1.520 |
1.526 |
1.515 |
1.526 |
-0.009 |
|
|
|
Aug17 |
170104 |
1.515 |
1.520 |
1.510 |
1.520 |
-0.010 |
|
|
|
Sep17 |
170104 |
1.519 |
1.519 |
1.519 |
1.519 |
-0.010 |
0 |
4 |
+0 |
Total Volume and Open Interest |
684 |
5,298 |
-53 |
WTI Crude Oil(ICE) |
Feb17 |
170104 |
52.62 |
53.40 |
52.16 |
53.26 |
+0.93 |
0 |
62,694 |
-1,928 |
Mar17 |
170104 |
53.57 |
54.33 |
53.14 |
54.22 |
+0.93 |
0 |
98,375 |
+102 |
Apr17 |
170104 |
54.47 |
55.15 |
54.01 |
55.05 |
+0.93 |
0 |
26,322 |
-67 |
May17 |
170104 |
55.10 |
55.78 |
54.70 |
55.75 |
+0.94 |
0 |
22,483 |
-3 |
Jun17 |
170104 |
55.66 |
56.40 |
55.20 |
56.29 |
+0.97 |
0 |
64,680 |
+874 |
Jul17 |
170104 |
56.21 |
56.74 |
55.62 |
56.63 |
+0.98 |
0 |
16,709 |
+1,986 |
Aug17 |
170104 |
56.24 |
56.88 |
55.91 |
56.82 |
+0.98 |
0 |
13,006 |
+244 |
Sep17 |
170104 |
56.34 |
56.98 |
55.99 |
56.94 |
+0.99 |
0 |
18,438 |
+156 |
Oct17 |
170104 |
56.57 |
57.00 |
56.57 |
57.00 |
+0.99 |
0 |
4,888 |
+40 |
Nov17 |
170104 |
56.66 |
57.03 |
56.40 |
57.03 |
+0.99 |
0 |
2,914 |
+43 |
Dec17 |
170104 |
56.62 |
57.10 |
56.11 |
57.06 |
+1.00 |
0 |
81,343 |
-29 |
Jan18 |
170104 |
57.01 |
57.01 |
57.01 |
57.01 |
+1.01 |
0 |
2,232 |
+28 |
Feb18 |
170104 |
56.96 |
56.96 |
56.96 |
56.96 |
+1.02 |
0 |
1,365 |
-17 |
Mar18 |
170104 |
56.90 |
56.90 |
56.90 |
56.90 |
+1.03 |
0 |
3,512 |
+48 |
Apr18 |
170104 |
56.84 |
56.84 |
56.84 |
56.84 |
+1.04 |
0 |
1,027 |
+0 |
May18 |
170104 |
56.78 |
56.78 |
56.78 |
56.78 |
+1.05 |
0 |
535 |
+0 |
Total Volume and Open Interest |
0 |
520,235 |
+2,144 |
US Dollar Index(ICE) |
Mar17 |
170104 |
103.350 |
103.420 |
102.385 |
102.710 |
-0.490 |
38,079 |
85,610 |
-1,077 |
Jun17 |
170104 |
103.370 |
103.370 |
102.320 |
102.650 |
-0.495 |
264 |
1,486 |
+21 |
Sep17 |
170104 |
103.215 |
103.215 |
102.295 |
102.535 |
-0.500 |
13 |
292 |
+10 |
Total Volume and Open Interest |
38,359 |
87,395 |
-1,043 |
Australian Dollar(CME) |
Mar17 |
170104 |
72.09 |
72.75 |
72.05 |
72.52 |
+0.44 |
52,756 |
97,021 |
+2,747 |
Jun17 |
170104 |
72.06 |
72.58 |
71.90 |
72.36 |
+0.44 |
25 |
438 |
-2 |
Sep17 |
170104 |
72.35 |
72.41 |
72.23 |
72.23 |
+0.45 |
0 |
17 |
+0 |
Total Volume and Open Interest |
52,781 |
97,512 |
+2,745 |
British Pound(CME) |
Mar17 |
170104 |
122.55 |
123.71 |
122.38 |
123.33 |
+0.79 |
104,045 |
214,944 |
-3,100 |
Jun17 |
170104 |
122.85 |
123.99 |
122.70 |
123.63 |
+0.79 |
250 |
692 |
-7 |
Sep17 |
170104 |
123.95 |
124.25 |
122.86 |
123.95 |
+0.81 |
0 |
162 |
+0 |
Total Volume and Open Interest |
104,295 |
215,853 |
-3,107 |
Canadian Dollar(CME) |
Mar17 |
170104 |
74.53 |
75.36 |
74.36 |
75.17 |
+0.64 |
46,713 |
93,955 |
-1,175 |
Jun17 |
170104 |
74.64 |
75.43 |
74.48 |
75.26 |
+0.65 |
269 |
1,791 |
-42 |
Sep17 |
170104 |
75.05 |
75.51 |
74.58 |
75.35 |
+0.64 |
32 |
484 |
+1 |
Dec17 |
170104 |
75.41 |
75.60 |
74.71 |
75.46 |
+0.64 |
0 |
533 |
+0 |
Total Volume and Open Interest |
47,014 |
96,785 |
-1,216 |
Japanese Yen(CME) |
Mar17 |
170104 |
85.20 |
85.67 |
84.85 |
85.27 |
+0.02 |
94,328 |
212,492 |
+2,826 |
Jun17 |
170104 |
85.65 |
86.07 |
85.27 |
85.69 |
+0.02 |
153 |
401 |
+10 |
Sep17 |
170104 |
86.14 |
86.46 |
85.74 |
86.14 |
+0.02 |
1 |
45 |
+0 |
Total Volume and Open Interest |
94,482 |
212,942 |
+2,836 |
Swiss Franc(CME) |
Mar17 |
170104 |
97.77 |
98.40 |
97.55 |
98.11 |
+0.36 |
23,973 |
53,970 |
+695 |
Jun17 |
170104 |
98.74 |
99.00 |
98.08 |
98.74 |
+0.36 |
34 |
84 |
+6 |
Sep17 |
170104 |
99.36 |
99.51 |
98.87 |
99.36 |
+0.36 |
0 |
4 |
+0 |
Total Volume and Open Interest |
24,007 |
54,063 |
+701 |
EuroFX(CME) |
Mar17 |
170104 |
104.42 |
105.32 |
104.22 |
104.99 |
+0.53 |
175,634 |
399,691 |
+2,031 |
Jun17 |
170104 |
105.09 |
105.85 |
104.76 |
105.53 |
+0.54 |
505 |
8,722 |
+83 |
Sep17 |
170104 |
105.67 |
106.34 |
105.31 |
106.07 |
+0.54 |
27 |
286 |
+11 |
Total Volume and Open Interest |
176,166 |
408,748 |
+2,125 |
Mexican Peso(CME) |
Jan17 |
170104 |
463.63 |
463.63 |
463.63 |
463.63 |
-9.63 |
|
|
|
Feb17 |
170104 |
461.63 |
461.63 |
461.63 |
461.63 |
-9.63 |
|
|
|
Total Volume and Open Interest |
29,939 |
147,496 |
+863 |
Brazilian Real(CME) |
Feb17 |
170104 |
305.65 |
309.00 |
305.65 |
307.95 |
+3.15 |
181 |
23,848 |
-35 |
Mar17 |
170104 |
304.75 |
306.55 |
304.60 |
306.00 |
+3.30 |
12 |
6,319 |
-1 |
Apr17 |
170104 |
303.15 |
303.15 |
303.15 |
303.15 |
+3.05 |
|
|
|
May17 |
170104 |
301.00 |
301.00 |
301.00 |
301.00 |
+3.00 |
|
|
|
Total Volume and Open Interest |
193 |
30,167 |
-11,591 |
30-Year T-Bonds(CBOT) |
Mar17 |
170104 |
150~200 |
151~020 |
150~020 |
150~220 |
+0~040 |
137,148 |
601,847 |
+4,193 |
Jun17 |
170104 |
149~110 |
149~110 |
149~110 |
149~110 |
+0~020 |
10 |
23 |
+10 |
Sep17 |
170104 |
149~110 |
149~110 |
149~110 |
149~110 |
+0~020 |
|
|
|
Total Volume and Open Interest |
137,158 |
601,870 |
+4,203 |
10-Year T-Notes(CBOT) |
Mar17 |
170104 |
124~045 |
124~090 |
123~275 |
124~035 |
unch |
786,367 |
3,087,986 |
+29,671 |
Jun17 |
170104 |
123~160 |
123~160 |
123~060 |
123~160 |
-0~005 |
0 |
12 |
+0 |
Sep17 |
170104 |
123~160 |
123~160 |
123~160 |
123~160 |
-0~005 |
|
|
|
Total Volume and Open Interest |
786,367 |
3,087,998 |
+29,671 |
5-Year T-Notes(CBOT) |
Mar17 |
170104 |
117~182 |
117~204 |
117~126 |
117~170 |
-0~004 |
449,313 |
2,954,726 |
-4,351 |
Jun17 |
170104 |
117~044 |
117~044 |
117~044 |
117~044 |
-0~004 |
0 |
1 |
+0 |
Sep17 |
170104 |
117~044 |
117~044 |
117~044 |
117~044 |
-0~004 |
|
|
|
Total Volume and Open Interest |
449,313 |
2,954,727 |
-15,641 |
2 Year T-Notes(CBOT) |
Mar17 |
170104 |
108~084 |
108~090 |
108~072 |
108~080 |
-0~004 |
159,606 |
1,123,709 |
-8,472 |
Jun17 |
170104 |
108~010 |
108~010 |
108~010 |
108~010 |
-0~004 |
|
|
|
Sep17 |
170104 |
108~010 |
108~010 |
108~010 |
108~010 |
-0~004 |
|
|
|
Total Volume and Open Interest |
159,606 |
1,123,709 |
-10,178 |
Eurodollars(CME) |
Mar17 |
170104 |
98.945 |
98.950 |
98.940 |
98.940 |
-0.005 |
105,274 |
1,428,607 |
+8,890 |
Jun17 |
170104 |
98.785 |
98.785 |
98.770 |
98.775 |
-0.005 |
84,574 |
1,306,323 |
+552 |
Sep17 |
170104 |
98.635 |
98.640 |
98.620 |
98.630 |
unch |
83,972 |
1,167,375 |
+4,138 |
Dec17 |
170104 |
98.465 |
98.480 |
98.450 |
98.465 |
+0.005 |
116,385 |
1,310,971 |
-9,063 |
Mar18 |
170104 |
98.350 |
98.365 |
98.325 |
98.345 |
+0.005 |
76,099 |
989,509 |
-2,353 |
Jun18 |
170104 |
98.225 |
98.245 |
98.205 |
98.225 |
+0.005 |
62,399 |
618,798 |
+5,802 |
Sep18 |
170104 |
98.115 |
98.140 |
98.090 |
98.110 |
unch |
69,089 |
458,289 |
+5,603 |
Dec18 |
170104 |
97.985 |
98.015 |
97.955 |
97.985 |
unch |
89,091 |
665,042 |
+9,535 |
Mar19 |
170104 |
97.900 |
97.940 |
97.870 |
97.905 |
+0.005 |
55,576 |
618,450 |
+1,904 |
Jun19 |
170104 |
97.820 |
97.860 |
97.790 |
97.830 |
+0.010 |
46,081 |
514,839 |
+2,440 |
Sep19 |
170104 |
97.750 |
97.795 |
97.720 |
97.765 |
+0.015 |
32,306 |
418,117 |
-851 |
Dec19 |
170104 |
97.680 |
97.715 |
97.635 |
97.685 |
+0.015 |
58,738 |
368,186 |
+9,110 |
Mar20 |
170104 |
97.635 |
97.670 |
97.595 |
97.640 |
+0.015 |
27,997 |
273,323 |
+254 |
Jun20 |
170104 |
97.580 |
97.625 |
97.545 |
97.595 |
+0.020 |
22,591 |
157,137 |
+330 |
Sep20 |
170104 |
97.535 |
97.580 |
97.505 |
97.555 |
+0.020 |
17,395 |
134,189 |
+613 |
Dec20 |
170104 |
97.480 |
97.525 |
97.450 |
97.500 |
+0.020 |
24,561 |
157,327 |
+718 |
Mar21 |
170104 |
97.450 |
97.490 |
97.415 |
97.460 |
+0.020 |
13,001 |
103,726 |
+1,815 |
Jun21 |
170104 |
97.410 |
97.450 |
97.375 |
97.420 |
+0.020 |
10,687 |
88,856 |
+553 |
Total Volume and Open Interest |
1,039,107 |
11,148,055 |
+44,607 |
Ultra T-Bond(CBOT) |
Mar17 |
170104 |
160~14 |
161~04 |
159~25 |
160~21 |
+0~06 |
71,131 |
684,995 |
-283 |
Jun17 |
170104 |
159~13 |
159~13 |
159~13 |
159~13 |
+0~08 |
|
|
|
Sep17 |
170104 |
159~13 |
159~13 |
159~13 |
159~13 |
+0~08 |
|
|
|
Total Volume and Open Interest |
71,131 |
684,995 |
-283 |
Ultra 10-Yr T-Note(CBOT) |
Mar17 |
170104 |
133~290 |
134~035 |
133~165 |
133~280 |
+0~010 |
61,942 |
291,375 |
+934 |
Jun17 |
170104 |
132~300 |
132~300 |
132~300 |
132~300 |
-0~050 |
|
|
|
Sep17 |
170104 |
132~300 |
132~300 |
132~300 |
132~300 |
-0~050 |
|
|
|
Total Volume and Open Interest |
61,942 |
291,375 |
+934 |
30 Day Federal Funds(CBOT) |
Jan17 |
170104 |
99.353 |
99.353 |
99.350 |
99.353 |
unch |
9,713 |
185,211 |
-6,720 |
Feb17 |
170104 |
99.345 |
99.345 |
99.340 |
99.345 |
unch |
831 |
85,537 |
+41 |
Mar17 |
170104 |
99.305 |
99.310 |
99.300 |
99.305 |
unch |
525 |
81,162 |
-61 |
Apr17 |
170104 |
99.275 |
99.285 |
99.275 |
99.280 |
unch |
2,627 |
217,345 |
+1,035 |
May17 |
170104 |
99.235 |
99.245 |
99.235 |
99.240 |
unch |
1,815 |
67,267 |
+221 |
Jun17 |
170104 |
99.165 |
99.175 |
99.165 |
99.170 |
unch |
1,041 |
19,265 |
+311 |
Total Volume and Open Interest |
24,936 |
892,446 |
-81,122 |
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 |
170103 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Jun17 |
170103 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Sep17 |
170103 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Dec17 |
170103 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Mar18 |
170103 |
99.96 |
99.96 |
99.96 |
99.96 |
unch |
|
|
|
Jun18 |
170103 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
|
|
|
Sep18 |
170103 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Dec18 |
170103 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Japanese Govt Bonds(SGX) |
Mar17 |
170103 |
150.30 |
150.39 |
150.26 |
150.33 |
-0.02 |
836 |
14,255 |
+382 |
Jun17 |
170103 |
150.30 |
150.30 |
150.30 |
150.30 |
-0.02 |
|
|
|
Sep17 |
170103 |
150.30 |
150.30 |
150.30 |
150.30 |
-0.02 |
|
|
|
Total Volume and Open Interest |
836 |
14,255 |
+382 |
Euro-Buxl(EUREX) |
Mar17 |
170104 |
171.58 |
171.86 |
169.88 |
170.12 |
-0.72 |
12,242 |
215,796 |
+22,285 |
Jun17 |
170104 |
169.00 |
169.48 |
168.14 |
168.14 |
-0.76 |
6 |
11 |
+1 |
Sep17 |
170104 |
166.40 |
167.64 |
165.80 |
166.22 |
-0.12 |
0 |
8 |
-1 |
Total Volume and Open Interest |
12,248 |
215,815 |
+22,285 |
Euro-Bund(EUREX) |
Mar17 |
170104 |
163.46 |
163.62 |
163.10 |
163.19 |
-0.02 |
122,958 |
1,962,017 |
+305,660 |
Jun17 |
170104 |
160.11 |
160.36 |
159.96 |
159.96 |
unch |
31 |
1,277 |
+914 |
Sep17 |
170104 |
159.96 |
159.96 |
159.96 |
159.96 |
unch |
|
|
|
Total Volume and Open Interest |
122,989 |
1,963,294 |
+306,574 |
Euro-Bobl(EUREX) |
Mar17 |
170104 |
133.57 |
133.64 |
133.51 |
133.55 |
+0.03 |
76,204 |
1,442,126 |
+150,636 |
Jun17 |
170104 |
131.36 |
131.36 |
131.34 |
131.34 |
+0.03 |
0 |
1,009 |
+2 |
Sep17 |
170104 |
131.34 |
131.34 |
131.34 |
131.34 |
+0.03 |
|
|
|
Total Volume and Open Interest |
76,204 |
1,443,135 |
+150,638 |
Euro-Schatz(EUREX) |
Mar17 |
170104 |
112.31 |
112.34 |
112.30 |
112.33 |
+0.03 |
33,555 |
1,364,409 |
+89,377 |
Jun17 |
170104 |
112.07 |
112.11 |
112.07 |
112.11 |
+0.05 |
923 |
1,069 |
+148 |
Sep17 |
170104 |
112.11 |
112.11 |
112.11 |
112.11 |
+0.05 |
|
|
|
Total Volume and Open Interest |
34,478 |
1,365,478 |
+89,525 |
3-Mth Euribor(EUREX) |
Mar17 |
170104 |
100.310 |
100.315 |
100.310 |
100.315 |
unch |
1 |
3,870 |
-100 |
Jun17 |
170104 |
100.300 |
100.300 |
100.290 |
100.300 |
+0.005 |
0 |
33,463 |
-104 |
Sep17 |
170104 |
100.280 |
100.280 |
100.280 |
100.280 |
unch |
0 |
4,245 |
+1 |
Total Volume and Open Interest |
2 |
71,003 |
-205 |
Long Gilt(LIFFE) |
Mar17 |
170104 |
124~28 |
125~00 |
124~20 |
124~26 |
+0~03 |
0 |
595,311 |
+4,625 |
Jun17 |
170104 |
123~28 |
123~28 |
123~28 |
123~28 |
+0~04 |
|
|
|
Total Volume and Open Interest |
0 |
595,311 |
+4,625 |
3-Mth Short Sterling(LIFFE) |
Mar17 |
170104 |
99.61 |
99.61 |
99.60 |
99.61 |
+0.01 |
0 |
357,658 |
+691 |
Jun17 |
170104 |
99.59 |
99.59 |
99.57 |
99.58 |
unch |
0 |
391,475 |
-3,138 |
Sep17 |
170104 |
99.56 |
99.57 |
99.53 |
99.55 |
unch |
0 |
257,950 |
-2,056 |
Dec17 |
170104 |
99.52 |
99.53 |
99.49 |
99.51 |
unch |
0 |
302,571 |
+2,095 |
Mar18 |
170104 |
99.49 |
99.49 |
99.45 |
99.47 |
unch |
0 |
184,682 |
+2,798 |
Jun18 |
170104 |
99.42 |
99.44 |
99.40 |
99.42 |
unch |
0 |
175,492 |
+4,862 |
Total Volume and Open Interest |
0 |
2,261,097 |
+7,624 |
3-Mth Euribor(LIFFE) |
Mar17 |
170104 |
100.315 |
100.315 |
100.310 |
100.315 |
unch |
26,020 |
375,315 |
+0 |
Jun17 |
170104 |
100.295 |
100.300 |
100.295 |
100.300 |
+0.005 |
26,520 |
385,519 |
+0 |
Sep17 |
170104 |
100.280 |
100.285 |
100.275 |
100.285 |
+0.005 |
24,306 |
332,748 |
+0 |
Total Volume and Open Interest |
349,034 |
3,049,774 |
+0 |
3-Mth Aus T-Bills(SFE) |
Mar17 |
170104 |
98.16 |
98.17 |
98.16 |
98.17 |
unch |
6,972 |
197,229 |
+908 |
Jun17 |
170104 |
98.13 |
98.14 |
98.11 |
98.13 |
-0.01 |
15,886 |
248,784 |
+7,612 |
Sep17 |
170104 |
98.07 |
98.08 |
98.05 |
98.07 |
-0.01 |
12,738 |
157,301 |
+2,453 |
Dec17 |
170104 |
97.99 |
97.99 |
97.96 |
97.98 |
-0.02 |
11,410 |
180,600 |
+3,262 |
Mar18 |
170104 |
97.91 |
97.91 |
97.88 |
97.89 |
-0.02 |
4,828 |
93,084 |
+2,221 |
Jun18 |
170104 |
97.82 |
97.82 |
97.79 |
97.81 |
-0.01 |
9,930 |
72,169 |
+3,608 |
Sep18 |
170104 |
97.71 |
97.73 |
97.70 |
97.71 |
-0.02 |
3,709 |
47,523 |
+384 |
Dec18 |
170104 |
97.63 |
97.64 |
97.59 |
97.62 |
-0.02 |
3,181 |
23,741 |
-1,121 |
Mar19 |
170104 |
97.53 |
97.53 |
97.52 |
97.53 |
-0.01 |
54 |
6,463 |
+54 |
Jun19 |
170104 |
97.46 |
97.46 |
97.44 |
97.45 |
-0.01 |
100 |
3,298 |
+100 |
Total Volume and Open Interest |
69,389 |
1,032,234 |
+19,781 |
10-Year Aus T-Bonds(SFE) |
Mar17 |
170104 |
97.22 |
97.23 |
97.12 |
97.17 |
-0.05 |
36,327 |
896,460 |
+3,405 |
Jun17 |
170104 |
97.17 |
97.17 |
97.17 |
97.17 |
-0.05 |
|
|
|
Total Volume and Open Interest |
36,327 |
896,460 |
+3,405 |
3-Year Aus T-Bonds(SFE) |
Mar17 |
170104 |
97.97 |
97.97 |
97.92 |
97.94 |
-0.03 |
49,355 |
868,842 |
+9,943 |
Jun17 |
170104 |
97.94 |
97.94 |
97.94 |
97.94 |
-0.03 |
|
|
|
Total Volume and Open Interest |
49,355 |
868,842 |
+9,943 |
Gold(CMX) |
Feb17 |
170104 |
1159.6 |
1168.6 |
1156.7 |
1165.3 |
+3.3 |
143,849 |
282,871 |
+3,046 |
Apr17 |
170104 |
1162.0 |
1171.0 |
1159.7 |
1168.1 |
+3.3 |
9,930 |
56,085 |
+4,531 |
Jun17 |
170104 |
1165.3 |
1173.5 |
1162.4 |
1170.7 |
+3.2 |
3,617 |
36,705 |
+422 |
Aug17 |
170104 |
1165.5 |
1175.7 |
1165.5 |
1173.4 |
+3.2 |
1,628 |
11,307 |
-29 |
Oct17 |
170104 |
1174.7 |
1178.8 |
1174.7 |
1176.1 |
+3.0 |
127 |
3,233 |
+46 |
Dec17 |
170104 |
1173.0 |
1181.9 |
1171.0 |
1178.8 |
+2.9 |
495 |
21,833 |
-67 |
Feb18 |
170104 |
1181.8 |
1181.8 |
1178.1 |
1181.8 |
+2.7 |
11 |
215 |
+7 |
Apr18 |
170104 |
1185.0 |
1185.0 |
1185.0 |
1185.0 |
+2.4 |
0 |
163 |
+0 |
Jun18 |
170104 |
1191.7 |
1191.7 |
1187.1 |
1188.3 |
+2.0 |
0 |
4,207 |
+0 |
Aug18 |
170104 |
1192.0 |
1192.0 |
1192.0 |
1192.0 |
+2.0 |
0 |
6 |
+0 |
Oct18 |
170104 |
1195.7 |
1195.7 |
1195.7 |
1195.7 |
+2.0 |
0 |
3 |
+0 |
Dec18 |
170104 |
1199.3 |
1199.5 |
1199.3 |
1199.5 |
+2.0 |
1 |
2,084 |
+1 |
Total Volume and Open Interest |
159,716 |
423,354 |
+7,844 |
Silver(CMX) |
Mar17 |
170104 |
1634.5 |
1657.0 |
1630.0 |
1655.2 |
+14.3 |
44,624 |
133,802 |
-276 |
May17 |
170104 |
1641.0 |
1661.5 |
1636.5 |
1660.7 |
+14.4 |
1,736 |
16,653 |
+839 |
Jul17 |
170104 |
1648.5 |
1665.7 |
1648.5 |
1665.7 |
+14.5 |
297 |
6,282 |
+83 |
Sep17 |
170104 |
1657.5 |
1670.7 |
1657.5 |
1670.7 |
+14.5 |
323 |
1,404 |
+28 |
Dec17 |
170104 |
1655.5 |
1678.2 |
1655.5 |
1678.2 |
+14.5 |
240 |
5,302 |
+0 |
Mar18 |
170104 |
1687.0 |
1687.0 |
1687.0 |
1687.0 |
+14.5 |
0 |
14 |
+0 |
May18 |
170104 |
1691.3 |
1691.3 |
1691.3 |
1691.3 |
+14.5 |
0 |
5 |
+0 |
Total Volume and Open Interest |
47,422 |
164,787 |
+386 |
Platinum(NYMEX) |
Jan17 |
170104 |
926.0 |
948.4 |
926.0 |
943.3 |
+4.0 |
123 |
346 |
-128 |
Apr17 |
170104 |
941.5 |
953.6 |
928.4 |
947.2 |
+3.0 |
8,754 |
59,502 |
+132 |
Jul17 |
170104 |
938.0 |
956.5 |
933.0 |
950.9 |
+3.0 |
68 |
2,466 |
+18 |
Oct17 |
170104 |
937.5 |
954.4 |
937.5 |
953.6 |
+3.0 |
10 |
230 |
-5 |
Total Volume and Open Interest |
8,980 |
62,944 |
+11 |
Palladium(NYMEX) |
Mar17 |
170104 |
711.15 |
744.15 |
708.30 |
738.80 |
+28.90 |
3,002 |
23,135 |
-133 |
Jun17 |
170104 |
711.25 |
741.50 |
708.60 |
739.00 |
+28.60 |
6 |
666 |
-1 |
Sep17 |
170104 |
740.20 |
740.20 |
740.20 |
740.20 |
+28.45 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,009 |
23,812 |
-140 |
Copper(CMX) |
Mar17 |
170104 |
248.80 |
256.30 |
247.25 |
255.65 |
+6.75 |
32,867 |
144,310 |
-158 |
May17 |
170104 |
249.75 |
256.95 |
248.00 |
256.35 |
+6.80 |
1,246 |
27,006 |
+176 |
Jul17 |
170104 |
249.75 |
257.20 |
249.05 |
257.00 |
+6.80 |
326 |
21,678 |
-80 |
Sep17 |
170104 |
250.85 |
257.55 |
250.85 |
257.40 |
+6.75 |
207 |
6,747 |
-58 |
Dec17 |
170104 |
251.20 |
257.70 |
251.20 |
257.65 |
+6.65 |
85 |
9,977 |
+38 |
Total Volume and Open Interest |
35,857 |
224,109 |
-124 |
E-mini DJIA Index(CBOT) |
Mar17 |
170104 |
19798 |
19881 |
19787 |
19856 |
+58 |
109,475 |
137,319 |
+2,421 |
Jun17 |
170104 |
19760 |
19800 |
19755 |
19794 |
+57 |
42 |
224 |
+8 |
Sep17 |
170104 |
19742 |
19742 |
19742 |
19742 |
+57 |
|
|
|
Dec17 |
170104 |
19700 |
19700 |
19700 |
19700 |
+57 |
1 |
1 |
+0 |
Total Volume and Open Interest |
109,518 |
137,544 |
+2,429 |
S & P 500(CME) |
Mar17 |
170104 |
2252.70 |
2264.30 |
2252.70 |
2264.30 |
+11.70 |
8,289 |
63,489 |
+5,777 |
Jun17 |
170104 |
2252.80 |
2258.80 |
2252.80 |
2258.50 |
+11.60 |
155 |
1,888 |
+0 |
Sep17 |
170104 |
2254.10 |
2254.40 |
2254.10 |
2254.10 |
+11.60 |
0 |
35 |
+0 |
Dec17 |
170104 |
2249.30 |
2249.60 |
2249.30 |
2249.30 |
+11.60 |
|
|
|
Total Volume and Open Interest |
8,444 |
65,412 |
+5,777 |
S & P 500 E-Mini(Globex) |
Mar17 |
170104 |
2252.75 |
2267.25 |
2251.00 |
2264.25 |
+11.75 |
1,281,987 |
2,787,056 |
+34,618 |
Jun17 |
170104 |
2246.25 |
2261.00 |
2246.25 |
2258.50 |
+11.50 |
1,702 |
10,946 |
+114 |
Sep17 |
170104 |
2241.50 |
2254.75 |
2241.50 |
2254.00 |
+11.50 |
26 |
181 |
-4 |
Dec17 |
170104 |
2250.00 |
2250.00 |
2249.25 |
2249.25 |
+11.50 |
3 |
72 |
+3 |
Total Volume and Open Interest |
1,283,718 |
2,798,255 |
+34,731 |
NASDAQ 100 E-Mini(Globex) |
Mar17 |
170104 |
4906.50 |
4942.50 |
4903.00 |
4933.50 |
+27.20 |
197,659 |
225,324 |
+46 |
Jun17 |
170104 |
4903.00 |
4941.80 |
4903.00 |
4932.50 |
+27.00 |
140 |
260 |
+8 |
Sep17 |
170104 |
4935.30 |
4940.50 |
4935.30 |
4935.30 |
+27.00 |
1 |
55 |
+1 |
Total Volume and Open Interest |
197,800 |
225,653 |
+55 |
S&P Midcap 400(CME) e-Mini |
Mar17 |
170104 |
1667.60 |
1696.10 |
1667.30 |
1694.10 |
+26.30 |
12,806 |
95,957 |
-251 |
Jun17 |
170104 |
1686.30 |
1688.10 |
1686.30 |
1686.30 |
+26.30 |
0 |
1 |
+0 |
Sep17 |
170104 |
1684.90 |
1684.90 |
1684.90 |
1684.90 |
+26.30 |
|
|
|
Total Volume and Open Interest |
12,806 |
95,958 |
-251 |
Volatility Index(CBOE) |
Jan17 |
170104 |
13.80 |
13.89 |
12.95 |
13.18 |
-0.60 |
55,180 |
196,683 |
-18,792 |
Feb17 |
170104 |
15.55 |
15.65 |
14.75 |
14.98 |
-0.60 |
39,962 |
101,265 |
+4,441 |
Mar17 |
170104 |
16.85 |
16.90 |
16.05 |
16.27 |
-0.56 |
13,004 |
34,097 |
-182 |
Apr17 |
170104 |
17.80 |
17.82 |
17.12 |
17.28 |
-0.50 |
5,925 |
23,537 |
+537 |
Total Volume and Open Interest |
122,172 |
399,498 |
-11,871 |
Russell 2000 Mini(ICE) |
Mar17 |
170104 |
1366.80 |
1388.80 |
1366.20 |
1386.40 |
+20.30 |
109,752 |
663,413 |
-10,113 |
Jun17 |
170104 |
1375.40 |
1383.40 |
1375.40 |
1383.40 |
+20.30 |
108 |
475 |
+104 |
Sep17 |
170104 |
1380.40 |
1380.40 |
1380.40 |
1380.40 |
+20.30 |
1 |
202 |
+1 |
Total Volume and Open Interest |
109,861 |
664,170 |
-10,008 |
Nikkei 225(CME) |
Mar17 |
170104 |
19365 |
19720 |
19325 |
19685 |
+305 |
6,806 |
27,613 |
-592 |
Jun17 |
170104 |
19630 |
19630 |
19520 |
19610 |
+305 |
26 |
25 |
+25 |
Total Volume and Open Interest |
6,832 |
27,638 |
-567 |
Nikkei 225(SGX) |
Mar17 |
170104 |
19615 |
19625 |
19545 |
19600 |
+375 |
67,408 |
203,079 |
-7,952 |
Jun17 |
170104 |
19470 |
19475 |
19430 |
19475 |
+375 |
20 |
321 |
+3 |
Sep17 |
170103 |
19070 |
19070 |
19070 |
19070 |
+160 |
0 |
5 |
+0 |
Total Volume and Open Interest |
37,111 |
215,274 |
+2,762 |
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 |
170104 |
19315 |
19665 |
19265 |
19625 |
+305 |
25,169 |
55,547 |
-3,731 |
Jun17 |
170104 |
19405 |
19495 |
19405 |
19495 |
+305 |
0 |
4 |
+0 |
Sep17 |
170104 |
19445 |
19445 |
19445 |
19445 |
+305 |
|
|
|
Total Volume and Open Interest |
25,169 |
55,552 |
-3,731 |
Nikkei 225(CME) e-Mini Yen |
Mar17 |
170104 |
19620 |
19620 |
19350 |
19620 |
+300 |
0 |
93 |
+0 |
Jun17 |
170104 |
19490 |
19490 |
19490 |
19490 |
+300 |
|
|
|
Sep17 |
170104 |
19440 |
19440 |
19440 |
19440 |
+300 |
|
|
|
Total Volume and Open Interest |
0 |
93 |
+0 |
CAC 40(EURONEXT) |
Jan17 |
170104 |
4912.5 |
4918.0 |
4878.5 |
4898.5 |
+0.5 |
25,556 |
296,955 |
-10,465 |
Feb17 |
170104 |
4903.0 |
4903.0 |
4885.0 |
4896.5 |
+0.5 |
77 |
3,806 |
+56 |
Mar17 |
170104 |
4912.0 |
4912.0 |
4875.0 |
4894.5 |
+1.0 |
2,056 |
10,256 |
+2,048 |
Total Volume and Open Interest |
27,689 |
311,079 |
-8,361 |
Hang Seng Index(HKFE) |
Jan17 |
170104 |
22138 |
22233 |
22058 |
22099 |
-26 |
74,242 |
110,919 |
-1,933 |
Feb17 |
170104 |
22074 |
22182 |
22015 |
22049 |
-30 |
1,178 |
922 |
+922 |
Mar17 |
170104 |
22082 |
22175 |
22019 |
22052 |
-29 |
925 |
8,421 |
+293 |
Total Volume and Open Interest |
76,409 |
123,004 |
-26,631 |
DAX(EUREX) |
Mar17 |
170104 |
11597.0 |
11617.5 |
11528.5 |
11572.5 |
-6.5 |
31,665 |
168,147 |
+14,613 |
Jun17 |
170104 |
11634.0 |
11634.0 |
11560.0 |
11597.0 |
-5.5 |
184 |
797 |
-27 |
Sep17 |
170104 |
11585.0 |
11585.0 |
11585.0 |
11585.0 |
-7.0 |
1 |
5 |
+0 |
Total Volume and Open Interest |
31,850 |
168,949 |
+14,586 |
Mini-DAX(EUREX) |
Mar17 |
170104 |
11600.0 |
11616.0 |
11527.0 |
11572.5 |
-6.5 |
7,938 |
8,952 |
+1,227 |
Jun17 |
170104 |
11575.0 |
11615.0 |
11570.0 |
11597.0 |
-5.5 |
43 |
361 |
+41 |
Sep17 |
170104 |
11585.0 |
11585.0 |
11585.0 |
11585.0 |
-7.0 |
|
|
|
Total Volume and Open Interest |
7,981 |
9,313 |
+1,268 |
FT-SE 100(EURONEXT) |
Mar17 |
170104 |
7129.50 |
7138.00 |
7103.50 |
7120.00 |
+8.50 |
0 |
734,259 |
-3,932 |
Jun17 |
170104 |
7058.50 |
7058.50 |
7047.50 |
7047.50 |
+8.50 |
0 |
29,326 |
+9 |
Sep17 |
170104 |
6987.00 |
6987.00 |
6987.00 |
6987.00 |
+8.50 |
|
|
|
Total Volume and Open Interest |
0 |
763,585 |
-3,923 |
SPI 200(SFE) |
Mar17 |
170104 |
5702.0 |
5718.0 |
5686.0 |
5697.0 |
-5.0 |
18,182 |
267,810 |
+3,285 |
Jun17 |
170104 |
5685.0 |
5695.0 |
5681.0 |
5683.0 |
-5.0 |
6 |
1,429 |
+3 |
Sep17 |
170104 |
5633.0 |
5633.0 |
5633.0 |
5633.0 |
-5.0 |
0 |
1,670 |
+0 |
Total Volume and Open Interest |
18,232 |
271,225 |
+3,325 |
FTSE MIB(ISE) |
Mar17 |
170104 |
19650.00 |
19690.00 |
19445.00 |
19557.00 |
+16.00 |
13,847 |
37,894 |
+642 |
Jun17 |
170104 |
19170.00 |
19170.00 |
19100.00 |
19152.00 |
+13.00 |
2 |
22 |
+2 |
Total Volume and Open Interest |
13,849 |
37,916 |
+644 |
KOSPI 200(KFE) |
Mar17 |
170104 |
263.30 |
263.35 |
263.05 |
263.35 |
+0.15 |
85,340 |
135,393 |
+748 |
Jun17 |
170104 |
263.90 |
264.10 |
263.55 |
264.05 |
+0.15 |
277 |
4,541 |
-27 |
Sep17 |
170104 |
265.25 |
265.25 |
265.25 |
265.25 |
+0.15 |
10 |
618 |
+7 |
Total Volume and Open Interest |
85,678 |
147,612 |
+778 |
GSCI(CME) |
Jan17 |
170104 |
391.50 |
396.35 |
391.00 |
396.25 |
+5.80 |
213 |
14,604 |
-152 |
Feb17 |
170104 |
400.00 |
400.00 |
400.00 |
400.00 |
+6.55 |
|
|
|
Mar17 |
170104 |
406.10 |
406.10 |
406.10 |
406.10 |
+6.55 |
|
|
|
Total Volume and Open Interest |
213 |
14,604 |
-152 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|