|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu January 05, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan17 |
170105 |
1005.50 |
1006.00 |
998.25 |
1003.50 |
-2.75 |
6,581 |
6,760 |
-1,901 |
Mar17 |
170105 |
1014.25 |
1016.00 |
1007.50 |
1012.50 |
-2.75 |
90,331 |
322,713 |
-885 |
May17 |
170105 |
1022.50 |
1024.00 |
1015.75 |
1021.00 |
-2.50 |
20,760 |
100,899 |
+1,455 |
Jul17 |
170105 |
1028.75 |
1030.00 |
1022.50 |
1027.75 |
-2.25 |
12,332 |
102,917 |
+155 |
Aug17 |
170105 |
1025.25 |
1026.25 |
1021.25 |
1025.75 |
-2.25 |
926 |
7,002 |
-1 |
Sep17 |
170105 |
1008.25 |
1009.75 |
1005.50 |
1009.50 |
-2.75 |
773 |
2,798 |
-169 |
Nov17 |
170105 |
997.75 |
998.25 |
991.75 |
996.25 |
-2.50 |
7,122 |
78,398 |
+367 |
Jan18 |
170105 |
999.50 |
1000.75 |
996.25 |
999.75 |
-2.75 |
263 |
3,241 |
+139 |
Mar18 |
170105 |
994.00 |
997.00 |
994.00 |
997.00 |
-2.50 |
77 |
2,325 |
-35 |
May18 |
170105 |
995.75 |
995.75 |
995.75 |
995.75 |
-2.25 |
79 |
562 |
+52 |
Jul18 |
170105 |
996.00 |
996.25 |
994.25 |
996.25 |
-2.25 |
109 |
827 |
+67 |
Aug18 |
170105 |
989.25 |
989.25 |
989.25 |
989.25 |
-2.25 |
0 |
19 |
+0 |
Sep18 |
170105 |
979.50 |
979.50 |
979.50 |
979.50 |
-2.25 |
0 |
22 |
+0 |
Nov18 |
170105 |
967.00 |
967.25 |
961.25 |
963.75 |
-3.50 |
47 |
1,242 |
+18 |
Total Volume and Open Interest |
139,400 |
629,759 |
-738 |
Soybean Meal(CBOT) |
Jan17 |
170105 |
314.90 |
314.90 |
312.40 |
314.40 |
-0.90 |
2,390 |
3,933 |
-1,018 |
Mar17 |
170105 |
318.70 |
318.70 |
315.90 |
318.20 |
-0.90 |
34,781 |
172,784 |
+150 |
May17 |
170105 |
321.10 |
321.20 |
318.30 |
320.60 |
-0.90 |
7,814 |
51,886 |
+1,367 |
Jul17 |
170105 |
323.50 |
323.60 |
320.90 |
323.10 |
-1.20 |
4,341 |
51,681 |
+775 |
Aug17 |
170105 |
320.90 |
321.90 |
319.80 |
321.80 |
-1.20 |
429 |
7,942 |
+65 |
Sep17 |
170105 |
318.70 |
319.60 |
317.40 |
319.60 |
-1.40 |
111 |
6,003 |
+16 |
Oct17 |
170105 |
315.40 |
315.50 |
313.50 |
315.50 |
-1.60 |
186 |
5,856 |
+17 |
Dec17 |
170105 |
316.70 |
316.70 |
314.00 |
316.00 |
-1.60 |
1,211 |
23,117 |
+180 |
Jan18 |
170105 |
314.00 |
315.50 |
314.00 |
315.50 |
-1.70 |
3 |
915 |
+1 |
Mar18 |
170105 |
314.40 |
314.60 |
312.70 |
314.60 |
-1.60 |
16 |
1,100 |
+3 |
Total Volume and Open Interest |
51,285 |
326,477 |
+1,556 |
Soybean Oil(CBOT) |
Jan17 |
170105 |
34.98 |
35.17 |
34.93 |
35.00 |
+0.02 |
3,981 |
3,671 |
-1,024 |
Mar17 |
170105 |
35.22 |
35.43 |
35.04 |
35.22 |
+0.01 |
45,392 |
197,876 |
+691 |
May17 |
170105 |
35.46 |
35.68 |
35.29 |
35.47 |
+0.02 |
13,913 |
72,992 |
-475 |
Jul17 |
170105 |
35.66 |
35.89 |
35.52 |
35.69 |
+0.03 |
5,485 |
58,525 |
+292 |
Aug17 |
170105 |
35.65 |
35.80 |
35.50 |
35.65 |
+0.05 |
429 |
7,077 |
+88 |
Sep17 |
170105 |
35.64 |
35.64 |
35.39 |
35.52 |
+0.05 |
375 |
5,658 |
-2 |
Oct17 |
170105 |
35.31 |
35.37 |
35.08 |
35.23 |
+0.06 |
455 |
5,306 |
+43 |
Dec17 |
170105 |
35.17 |
35.40 |
35.03 |
35.22 |
+0.06 |
1,806 |
16,343 |
-135 |
Jan18 |
170105 |
35.19 |
35.46 |
35.19 |
35.19 |
+0.06 |
4 |
828 |
+0 |
Mar18 |
170105 |
35.06 |
35.15 |
35.06 |
35.12 |
+0.05 |
8 |
937 |
-1 |
Total Volume and Open Interest |
71,982 |
370,118 |
-445 |
Canola(WCE) |
Jan17 |
170105 |
497.7 |
497.7 |
497.7 |
497.7 |
+0.4 |
215 |
598 |
+0 |
Mar17 |
170105 |
503.6 |
504.8 |
501.6 |
503.6 |
unch |
14,584 |
116,149 |
-2,168 |
May17 |
170105 |
510.0 |
511.3 |
507.9 |
510.3 |
+0.2 |
2,941 |
31,361 |
+543 |
Jul17 |
170105 |
513.7 |
515.8 |
512.8 |
514.9 |
+0.1 |
715 |
16,910 |
+256 |
Nov17 |
170105 |
493.0 |
494.5 |
491.2 |
493.9 |
-0.5 |
348 |
17,128 |
+17 |
Total Volume and Open Interest |
18,903 |
184,230 |
-1,352 |
Corn(CBOT) |
Mar17 |
170105 |
359.50 |
362.75 |
358.50 |
361.25 |
+1.50 |
174,702 |
689,843 |
+3,568 |
May17 |
170105 |
365.25 |
368.75 |
364.50 |
367.50 |
+1.75 |
37,037 |
177,024 |
+1,465 |
Jul17 |
170105 |
372.00 |
375.25 |
371.00 |
374.25 |
+2.00 |
24,198 |
178,954 |
+1,457 |
Sep17 |
170105 |
378.75 |
381.50 |
377.75 |
380.75 |
+1.75 |
4,991 |
60,205 |
-500 |
Dec17 |
170105 |
386.25 |
389.50 |
385.75 |
388.50 |
+1.75 |
11,313 |
113,678 |
+750 |
Mar18 |
170105 |
394.50 |
397.75 |
394.50 |
397.00 |
+1.50 |
1,026 |
11,895 |
+87 |
May18 |
170105 |
400.50 |
402.75 |
400.25 |
402.25 |
+1.50 |
35 |
1,771 |
+7 |
Jul18 |
170105 |
404.00 |
406.75 |
404.00 |
406.50 |
+1.50 |
327 |
2,235 |
+252 |
Sep18 |
170105 |
401.75 |
401.75 |
401.75 |
401.75 |
+1.25 |
12 |
957 |
-7 |
Dec18 |
170105 |
399.75 |
403.00 |
399.25 |
402.50 |
+2.50 |
237 |
7,740 |
+34 |
Total Volume and Open Interest |
253,886 |
1,244,604 |
+7,117 |
Wheat(CBOT) |
Mar17 |
170105 |
418.75 |
427.00 |
416.25 |
426.25 |
+7.75 |
65,585 |
266,933 |
+2,458 |
May17 |
170105 |
429.00 |
437.00 |
427.25 |
436.50 |
+7.25 |
22,519 |
74,830 |
+2,886 |
Jul17 |
170105 |
441.50 |
449.75 |
440.00 |
449.25 |
+7.25 |
13,677 |
70,390 |
+886 |
Sep17 |
170105 |
454.50 |
461.25 |
452.75 |
460.75 |
+6.25 |
1,622 |
14,089 |
+250 |
Dec17 |
170105 |
471.25 |
476.00 |
468.50 |
475.75 |
+5.00 |
2,133 |
25,526 |
+401 |
Mar18 |
170105 |
484.00 |
486.50 |
481.50 |
486.50 |
+4.00 |
269 |
4,413 |
+61 |
Total Volume and Open Interest |
105,820 |
457,848 |
+6,949 |
Wheat(KCBT) |
Mar17 |
170105 |
426.00 |
436.25 |
424.25 |
434.50 |
+8.00 |
23,487 |
121,025 |
-38 |
May17 |
170105 |
437.25 |
447.50 |
435.50 |
446.00 |
+8.00 |
6,908 |
34,687 |
+1,356 |
Jul17 |
170105 |
448.25 |
458.50 |
447.00 |
457.00 |
+7.75 |
5,401 |
61,734 |
+626 |
Sep17 |
170105 |
460.75 |
471.00 |
460.75 |
470.50 |
+7.25 |
211 |
8,290 |
-5 |
Dec17 |
170105 |
481.00 |
488.75 |
478.75 |
488.00 |
+6.75 |
380 |
10,071 |
+194 |
Mar18 |
170105 |
493.00 |
499.00 |
493.00 |
498.75 |
+5.75 |
127 |
3,290 |
-7 |
May18 |
170105 |
499.75 |
505.75 |
499.75 |
505.75 |
+5.25 |
67 |
976 |
+14 |
Total Volume and Open Interest |
36,582 |
240,665 |
+2,140 |
Wheat(MGE) |
Mar17 |
170105 |
543.75 |
551.75 |
541.75 |
550.25 |
+5.75 |
2,654 |
33,761 |
+309 |
May17 |
170105 |
539.50 |
546.00 |
538.00 |
544.75 |
+4.25 |
685 |
13,663 |
+90 |
Jul17 |
170105 |
542.50 |
546.75 |
541.00 |
545.75 |
+2.50 |
432 |
6,448 |
+155 |
Sep17 |
170105 |
546.75 |
550.75 |
545.75 |
550.00 |
+1.75 |
55 |
4,856 |
+16 |
Dec17 |
170105 |
554.50 |
557.50 |
553.25 |
557.50 |
+1.00 |
141 |
3,229 |
+38 |
Mar18 |
170105 |
560.50 |
565.00 |
560.50 |
565.00 |
+1.75 |
77 |
594 |
+36 |
Total Volume and Open Interest |
4,044 |
62,687 |
+644 |
Oats(CBOT) |
Mar17 |
170105 |
238.25 |
239.50 |
235.50 |
236.50 |
-1.25 |
598 |
5,104 |
+71 |
May17 |
170105 |
237.50 |
239.50 |
235.75 |
236.25 |
-0.75 |
95 |
1,214 |
+75 |
Jul17 |
170105 |
236.50 |
238.00 |
235.25 |
235.25 |
-1.50 |
3 |
196 |
+1 |
Sep17 |
170105 |
235.50 |
235.50 |
235.50 |
235.50 |
-1.25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
704 |
6,643 |
+151 |
Rough Rice(CBOT) |
Jan17 |
170105 |
9.49 |
9.51 |
9.49 |
9.51 |
+0.02 |
73 |
80 |
-83 |
Mar17 |
170105 |
9.70 |
9.90 |
9.70 |
9.74 |
+0.02 |
400 |
10,883 |
+47 |
May17 |
170105 |
9.96 |
10.06 |
9.94 |
9.98 |
+0.01 |
262 |
717 |
+234 |
Jul17 |
170105 |
10.18 |
10.18 |
10.18 |
10.18 |
+0.01 |
0 |
26 |
+0 |
Total Volume and Open Interest |
735 |
11,719 |
+198 |
Live Cattle(CME) |
Feb17 |
170105 |
116.000 |
116.650 |
114.785 |
115.080 |
-0.600 |
29,255 |
115,103 |
-4,561 |
Apr17 |
170105 |
115.000 |
115.600 |
113.900 |
114.150 |
-0.580 |
18,034 |
81,752 |
+2,412 |
Jun17 |
170105 |
104.480 |
105.000 |
103.680 |
103.950 |
-0.350 |
8,177 |
65,232 |
+642 |
Aug17 |
170105 |
100.300 |
100.750 |
99.930 |
100.180 |
-0.020 |
4,587 |
25,904 |
+288 |
Oct17 |
170105 |
100.180 |
100.330 |
99.750 |
99.980 |
+0.130 |
1,875 |
13,189 |
+365 |
Dec17 |
170105 |
100.285 |
100.480 |
100.035 |
100.285 |
+0.150 |
704 |
4,703 |
+67 |
Total Volume and Open Interest |
62,685 |
306,991 |
-776 |
Feeder Cattle(CME) |
Jan17 |
170105 |
128.900 |
129.630 |
128.100 |
128.250 |
-0.250 |
1,748 |
8,697 |
-317 |
Mar17 |
170105 |
124.000 |
124.650 |
123.580 |
123.750 |
unch |
4,755 |
21,030 |
+395 |
Apr17 |
170105 |
124.000 |
124.550 |
123.450 |
123.635 |
-0.045 |
1,536 |
6,191 |
+376 |
May17 |
170105 |
123.000 |
123.650 |
122.635 |
122.750 |
+0.050 |
854 |
6,499 |
+310 |
Aug17 |
170105 |
123.100 |
123.750 |
122.730 |
123.050 |
+0.100 |
341 |
3,175 |
+24 |
Sep17 |
170105 |
122.135 |
122.135 |
121.200 |
121.680 |
+0.030 |
34 |
300 |
+3 |
Oct17 |
170105 |
119.580 |
119.730 |
119.580 |
119.730 |
-0.155 |
13 |
79 |
-1 |
Total Volume and Open Interest |
9,281 |
45,994 |
+790 |
Lean Hogs(CME) |
Feb17 |
170105 |
64.930 |
65.600 |
64.225 |
64.885 |
+0.285 |
22,568 |
78,351 |
-2,392 |
Apr17 |
170105 |
68.180 |
68.500 |
67.725 |
68.330 |
+0.355 |
11,037 |
53,810 |
+1,344 |
May17 |
170105 |
72.600 |
72.800 |
72.500 |
72.635 |
+0.185 |
49 |
1,423 |
-8 |
Jun17 |
170105 |
76.680 |
76.980 |
76.100 |
76.785 |
+0.205 |
4,626 |
27,466 |
-30 |
Jul17 |
170105 |
76.200 |
76.600 |
75.900 |
76.550 |
+0.320 |
1,652 |
10,739 |
+45 |
Aug17 |
170105 |
75.900 |
76.080 |
75.400 |
75.950 |
+0.200 |
1,295 |
14,491 |
-289 |
Oct17 |
170105 |
65.950 |
66.100 |
65.450 |
65.800 |
-0.050 |
355 |
6,211 |
+154 |
Dec17 |
170105 |
61.680 |
61.880 |
61.350 |
61.600 |
unch |
85 |
3,418 |
+45 |
Total Volume and Open Interest |
41,672 |
196,202 |
-1,131 |
Class III Milk(CME) |
Jan17 |
170105 |
16.53 |
16.62 |
16.48 |
16.57 |
+0.05 |
315 |
4,431 |
-10 |
Feb17 |
170105 |
16.74 |
16.82 |
16.60 |
16.70 |
-0.14 |
203 |
4,116 |
+17 |
Mar17 |
170105 |
17.03 |
17.03 |
16.85 |
16.92 |
-0.11 |
326 |
3,691 |
-30 |
Apr17 |
170105 |
17.24 |
17.24 |
17.05 |
17.07 |
-0.18 |
57 |
2,887 |
+10 |
May17 |
170105 |
17.40 |
17.42 |
17.25 |
17.26 |
-0.19 |
62 |
2,762 |
-5 |
Jun17 |
170105 |
17.59 |
17.60 |
17.45 |
17.46 |
-0.16 |
235 |
2,507 |
+40 |
Jul17 |
170105 |
17.70 |
17.70 |
17.60 |
17.63 |
-0.10 |
18 |
1,470 |
+3 |
Aug17 |
170105 |
17.75 |
17.78 |
17.67 |
17.69 |
-0.11 |
23 |
1,486 |
+17 |
Sep17 |
170105 |
17.80 |
17.80 |
17.69 |
17.71 |
-0.10 |
37 |
1,412 |
+11 |
Oct17 |
170105 |
17.72 |
17.72 |
17.64 |
17.65 |
-0.09 |
17 |
1,157 |
+3 |
Nov17 |
170105 |
17.53 |
17.55 |
17.50 |
17.52 |
-0.06 |
17 |
1,214 |
+2 |
Dec17 |
170105 |
17.25 |
17.25 |
17.17 |
17.19 |
-0.12 |
17 |
1,068 |
-1 |
Jan18 |
170105 |
16.84 |
16.85 |
16.84 |
16.84 |
-0.01 |
0 |
219 |
+0 |
Total Volume and Open Interest |
1,345 |
34,944 |
+48 |
Cocoa(ICE) |
Mar17 |
170105 |
2237 |
2267 |
2210 |
2262 |
+25 |
16,980 |
127,995 |
-212 |
May17 |
170105 |
2217 |
2248 |
2197 |
2245 |
+25 |
6,928 |
58,745 |
+905 |
Jul17 |
170105 |
2214 |
2244 |
2193 |
2242 |
+26 |
3,769 |
40,835 |
+6 |
Sep17 |
170105 |
2222 |
2255 |
2205 |
2253 |
+28 |
1,174 |
18,063 |
+244 |
Dec17 |
170105 |
2237 |
2273 |
2224 |
2273 |
+29 |
511 |
13,275 |
-20 |
Mar18 |
170105 |
2254 |
2290 |
2238 |
2290 |
+32 |
247 |
10,464 |
+122 |
May18 |
170105 |
2296 |
2302 |
2296 |
2302 |
+31 |
46 |
3,820 |
+43 |
Total Volume and Open Interest |
29,711 |
277,109 |
+1,125 |
Coffee "C"(ICE) |
Mar17 |
170105 |
142.00 |
145.45 |
141.75 |
143.75 |
+1.95 |
17,074 |
99,760 |
+824 |
May17 |
170105 |
144.20 |
147.65 |
144.15 |
146.05 |
+1.95 |
4,989 |
42,015 |
+713 |
Jul17 |
170105 |
146.80 |
149.90 |
146.45 |
148.30 |
+1.90 |
2,811 |
22,151 |
+304 |
Sep17 |
170105 |
148.85 |
151.90 |
148.55 |
150.35 |
+1.90 |
1,393 |
13,317 |
+248 |
Dec17 |
170105 |
151.60 |
154.80 |
151.60 |
153.30 |
+1.90 |
377 |
11,162 |
+64 |
Mar18 |
170105 |
155.90 |
156.10 |
155.90 |
156.10 |
+1.90 |
37 |
2,466 |
+2 |
Total Volume and Open Interest |
26,708 |
194,266 |
+2,152 |
Orange Juice(ICE) |
Jan17 |
170105 |
193.70 |
193.70 |
189.00 |
190.90 |
-5.15 |
33 |
123 |
-12 |
Mar17 |
170105 |
191.30 |
192.50 |
188.80 |
190.30 |
-3.65 |
840 |
11,817 |
+236 |
May17 |
170105 |
188.75 |
188.75 |
186.75 |
187.90 |
-3.65 |
79 |
793 |
+15 |
Jul17 |
170105 |
186.40 |
186.65 |
185.20 |
186.55 |
-3.70 |
22 |
296 |
+3 |
Sep17 |
170105 |
185.80 |
185.80 |
185.80 |
185.80 |
-3.70 |
1 |
32 |
+0 |
Nov17 |
170105 |
184.10 |
184.10 |
184.10 |
184.10 |
-3.70 |
0 |
3 |
+0 |
Total Volume and Open Interest |
975 |
13,065 |
+242 |
Sugar #11(ICE) |
Mar17 |
170105 |
20.89 |
21.18 |
20.66 |
20.78 |
-0.11 |
72,702 |
349,639 |
-3,204 |
May17 |
170105 |
20.41 |
20.65 |
20.21 |
20.43 |
+0.02 |
31,053 |
165,646 |
+540 |
Jul17 |
170105 |
19.78 |
19.99 |
19.62 |
19.95 |
+0.16 |
21,972 |
115,359 |
+779 |
Oct17 |
170105 |
19.29 |
19.56 |
19.16 |
19.54 |
+0.23 |
8,565 |
80,023 |
+1,621 |
Mar18 |
170105 |
19.00 |
19.30 |
18.88 |
19.29 |
+0.26 |
7,611 |
48,922 |
+2,907 |
May18 |
170105 |
18.32 |
18.62 |
18.20 |
18.62 |
+0.25 |
2,575 |
18,215 |
+327 |
Jul18 |
170105 |
17.66 |
17.97 |
17.63 |
17.97 |
+0.22 |
2,985 |
12,825 |
+860 |
Oct18 |
170105 |
17.32 |
17.62 |
17.28 |
17.62 |
+0.22 |
1,217 |
11,889 |
+458 |
Total Volume and Open Interest |
149,065 |
810,483 |
+4,568 |
London Cocoa(LCE) |
Mar17 |
170105 |
1797 |
1812 |
1785 |
1809 |
+3 |
10,290 |
109,652 |
-311 |
May17 |
170105 |
1821 |
1824 |
1799 |
1823 |
+3 |
5,499 |
69,175 |
-104 |
Jul17 |
170105 |
1841 |
1843 |
1818 |
1841 |
+1 |
2,566 |
34,341 |
+106 |
Sep17 |
170105 |
1849 |
1854 |
1832 |
1853 |
+2 |
1,679 |
37,237 |
+55 |
Dec17 |
170105 |
1860 |
1865 |
1841 |
1864 |
+5 |
716 |
26,994 |
-96 |
Mar18 |
170105 |
1864 |
1875 |
1852 |
1874 |
+7 |
324 |
17,898 |
+21 |
May18 |
170105 |
1889 |
1889 |
1889 |
1889 |
+9 |
101 |
4,913 |
-18 |
Total Volume and Open Interest |
21,229 |
301,954 |
-320 |
London Sugar(LCE) |
Mar17 |
170105 |
545.00 |
555.70 |
545.00 |
546.50 |
-3.70 |
7,417 |
35,562 |
-266 |
May17 |
170105 |
540.10 |
550.10 |
539.80 |
543.80 |
-0.50 |
3,395 |
22,271 |
+155 |
Aug17 |
170105 |
527.70 |
537.10 |
527.70 |
534.10 |
+1.90 |
1,114 |
10,439 |
-59 |
Oct17 |
170105 |
507.70 |
515.90 |
507.70 |
514.10 |
+2.10 |
611 |
10,389 |
-50 |
Dec17 |
170105 |
498.50 |
504.00 |
497.80 |
503.80 |
+4.00 |
484 |
3,292 |
+319 |
Total Volume and Open Interest |
13,355 |
86,232 |
+277 |
Cotton(ICE) |
Mar17 |
170105 |
74.17 |
75.37 |
73.61 |
73.78 |
-0.30 |
12,356 |
165,235 |
+565 |
May17 |
170105 |
74.21 |
75.37 |
73.64 |
73.93 |
-0.29 |
4,205 |
41,581 |
+855 |
Jul17 |
170105 |
74.45 |
75.40 |
73.86 |
74.06 |
-0.41 |
2,836 |
19,252 |
+495 |
Oct17 |
170105 |
71.54 |
71.54 |
71.54 |
71.54 |
-0.69 |
0 |
36 |
+0 |
Dec17 |
170105 |
71.39 |
72.35 |
71.24 |
71.47 |
-0.12 |
1,669 |
19,792 |
-113 |
Mar18 |
170105 |
71.56 |
71.88 |
71.04 |
71.46 |
-0.05 |
101 |
475 |
+44 |
Total Volume and Open Interest |
21,168 |
247,158 |
+1,846 |
Lumber(CME) |
Jan17 |
170105 |
315.2 |
317.0 |
313.6 |
315.3 |
+0.4 |
326 |
678 |
-116 |
Mar17 |
170105 |
327.6 |
329.9 |
326.1 |
328.6 |
+0.7 |
409 |
2,837 |
+2 |
May17 |
170105 |
336.7 |
339.5 |
336.6 |
336.7 |
+1.0 |
13 |
354 |
-3 |
Jul17 |
170105 |
345.3 |
345.3 |
344.3 |
345.3 |
+1.0 |
0 |
54 |
+0 |
Total Volume and Open Interest |
748 |
3,954 |
-117 |
Crude Oil(NYM) |
Feb17 |
170105 |
53.39 |
54.12 |
52.79 |
53.76 |
+0.50 |
727,793 |
454,577 |
-2,268 |
Mar17 |
170105 |
54.31 |
55.06 |
53.73 |
54.68 |
+0.46 |
239,830 |
332,322 |
+5,280 |
Apr17 |
170105 |
55.11 |
55.86 |
54.56 |
55.49 |
+0.44 |
114,163 |
159,544 |
+3,454 |
May17 |
170105 |
55.67 |
56.53 |
55.30 |
56.17 |
+0.42 |
67,826 |
115,463 |
+2,565 |
Jun17 |
170105 |
56.38 |
57.03 |
55.74 |
56.68 |
+0.39 |
109,109 |
226,082 |
-2,290 |
Jul17 |
170105 |
56.70 |
57.32 |
56.16 |
57.01 |
+0.38 |
34,956 |
50,997 |
+1,128 |
Aug17 |
170105 |
56.66 |
57.48 |
56.30 |
57.19 |
+0.37 |
14,409 |
52,846 |
+2,019 |
Sep17 |
170105 |
56.96 |
57.55 |
56.46 |
57.30 |
+0.36 |
18,500 |
75,629 |
+1,860 |
Oct17 |
170105 |
56.84 |
57.63 |
56.59 |
57.35 |
+0.35 |
6,136 |
42,799 |
+1,160 |
Nov17 |
170105 |
57.09 |
57.62 |
56.65 |
57.39 |
+0.36 |
4,155 |
39,653 |
+1,125 |
Dec17 |
170105 |
57.08 |
57.67 |
56.58 |
57.43 |
+0.37 |
57,944 |
212,270 |
+3,079 |
Jan18 |
170105 |
57.08 |
57.43 |
56.83 |
57.39 |
+0.38 |
1,313 |
37,574 |
-170 |
Feb18 |
170105 |
57.36 |
57.36 |
56.82 |
57.36 |
+0.40 |
830 |
15,075 |
+13 |
Mar18 |
170105 |
57.32 |
57.32 |
56.70 |
57.32 |
+0.42 |
1,431 |
23,898 |
+104 |
Apr18 |
170105 |
57.27 |
57.94 |
57.27 |
57.27 |
+0.43 |
674 |
7,762 |
+211 |
May18 |
170105 |
57.22 |
57.22 |
57.22 |
57.22 |
+0.44 |
722 |
5,678 |
+19 |
Total Volume and Open Interest |
1,434,526 |
2,089,324 |
+24,959 |
e-miNY Crude Oil(NYM) |
Feb17 |
170105 |
53.375 |
54.100 |
52.775 |
53.750 |
+0.500 |
16,301 |
2,481 |
+447 |
Mar17 |
170105 |
54.300 |
55.050 |
53.800 |
54.675 |
+0.450 |
556 |
1,014 |
-1 |
Apr17 |
170105 |
54.900 |
55.800 |
54.600 |
55.500 |
+0.450 |
97 |
407 |
-29 |
May17 |
170105 |
56.175 |
56.175 |
55.500 |
56.175 |
+0.425 |
59 |
128 |
+39 |
Jun17 |
170105 |
56.675 |
56.675 |
56.500 |
56.675 |
+0.375 |
22 |
127 |
-8 |
Jul17 |
170105 |
57.000 |
58.000 |
56.700 |
57.000 |
+0.375 |
26 |
127 |
-4 |
Aug17 |
170105 |
56.575 |
57.200 |
56.575 |
57.200 |
+0.375 |
24 |
122 |
-16 |
Sep17 |
170105 |
57.300 |
57.300 |
55.950 |
57.300 |
+0.350 |
18 |
28 |
-2 |
Oct17 |
170105 |
57.350 |
57.350 |
56.125 |
57.350 |
+0.350 |
12 |
55 |
+12 |
Nov17 |
170105 |
57.400 |
57.400 |
57.400 |
57.400 |
+0.375 |
0 |
43 |
+0 |
Total Volume and Open Interest |
17,125 |
4,759 |
+443 |
NY Harbor ULSD(NYM) |
Feb17 |
170105 |
168.97 |
170.55 |
167.02 |
169.42 |
+0.12 |
70,186 |
118,522 |
-4,384 |
Mar17 |
170105 |
170.06 |
171.94 |
168.44 |
170.73 |
+0.06 |
36,539 |
94,269 |
+3,759 |
Apr17 |
170105 |
170.52 |
172.57 |
169.14 |
171.38 |
+0.07 |
22,419 |
46,725 |
+1,007 |
May17 |
170105 |
171.45 |
173.30 |
169.93 |
172.18 |
+0.08 |
8,912 |
30,275 |
+1,217 |
Jun17 |
170105 |
172.15 |
174.09 |
170.71 |
173.01 |
+0.13 |
13,958 |
45,104 |
-177 |
Jul17 |
170105 |
173.02 |
174.98 |
171.83 |
174.04 |
+0.15 |
2,288 |
10,452 |
-256 |
Aug17 |
170105 |
175.15 |
175.88 |
172.67 |
175.05 |
+0.17 |
1,038 |
4,605 |
-8 |
Sep17 |
170105 |
175.42 |
176.97 |
173.76 |
176.12 |
+0.22 |
1,633 |
9,107 |
+32 |
Oct17 |
170105 |
177.50 |
177.76 |
175.69 |
177.08 |
+0.24 |
543 |
5,418 |
+2 |
Nov17 |
170105 |
178.06 |
178.52 |
176.57 |
177.91 |
+0.26 |
591 |
4,082 |
+106 |
Dec17 |
170105 |
177.59 |
179.35 |
176.41 |
178.62 |
+0.27 |
3,070 |
37,682 |
+66 |
Jan18 |
170105 |
179.80 |
179.80 |
179.35 |
179.44 |
+0.27 |
199 |
3,120 |
+93 |
Feb18 |
170105 |
179.60 |
179.72 |
179.60 |
179.72 |
+0.27 |
17 |
1,851 |
+3 |
Mar18 |
170105 |
179.27 |
179.27 |
179.27 |
179.27 |
+0.29 |
4 |
1,045 |
+0 |
Total Volume and Open Interest |
161,582 |
427,659 |
+1,454 |
RBOB Gasoline(NYM) |
Feb17 |
170105 |
164.03 |
165.61 |
161.20 |
163.77 |
-0.82 |
67,225 |
136,211 |
-2,948 |
Mar17 |
170105 |
165.61 |
167.52 |
163.26 |
165.81 |
-0.50 |
45,640 |
85,867 |
+4,874 |
Apr17 |
170105 |
183.29 |
185.37 |
181.38 |
183.75 |
-0.29 |
21,536 |
46,565 |
+1,900 |
May17 |
170105 |
184.46 |
186.37 |
182.57 |
184.81 |
-0.30 |
10,747 |
30,528 |
+1,351 |
Jun17 |
170105 |
183.97 |
185.87 |
182.02 |
184.35 |
-0.33 |
7,292 |
34,403 |
+602 |
Jul17 |
170105 |
183.32 |
184.50 |
180.92 |
183.04 |
-0.34 |
3,568 |
14,788 |
+157 |
Aug17 |
170105 |
180.32 |
182.38 |
178.91 |
181.09 |
-0.38 |
2,424 |
5,867 |
-115 |
Sep17 |
170105 |
177.82 |
179.73 |
176.44 |
178.46 |
-0.43 |
1,722 |
13,442 |
-358 |
Oct17 |
170105 |
166.20 |
166.20 |
164.69 |
165.39 |
-0.44 |
781 |
4,690 |
-19 |
Nov17 |
170105 |
162.81 |
162.81 |
162.18 |
162.18 |
-0.40 |
948 |
2,433 |
+29 |
Total Volume and Open Interest |
167,588 |
408,719 |
+6,374 |
e-miNY RBOB Gasoline(NYM) |
Feb17 |
170105 |
164.60 |
164.60 |
162.20 |
163.80 |
-0.79 |
1 |
1 |
+1 |
Mar17 |
170105 |
165.80 |
165.81 |
165.80 |
165.80 |
-0.51 |
|
|
|
Apr17 |
170105 |
183.80 |
183.80 |
183.75 |
183.80 |
-0.24 |
|
|
|
May17 |
170105 |
184.80 |
184.81 |
184.80 |
184.80 |
-0.31 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+1 |
Natural Gas(NYM) |
Feb17 |
170105 |
3.260 |
3.346 |
3.172 |
3.273 |
+0.006 |
254,134 |
161,525 |
-5,895 |
Mar17 |
170105 |
3.236 |
3.332 |
3.165 |
3.268 |
+0.019 |
99,836 |
260,842 |
-4,661 |
Apr17 |
170105 |
3.195 |
3.283 |
3.135 |
3.226 |
+0.015 |
80,080 |
116,405 |
-8,681 |
May17 |
170105 |
3.194 |
3.268 |
3.135 |
3.222 |
+0.013 |
47,499 |
111,836 |
+1,071 |
Jun17 |
170105 |
3.213 |
3.300 |
3.164 |
3.252 |
+0.013 |
24,970 |
41,218 |
+378 |
Jul17 |
170105 |
3.263 |
3.330 |
3.196 |
3.282 |
+0.012 |
20,402 |
55,194 |
-1,423 |
Aug17 |
170105 |
3.240 |
3.327 |
3.196 |
3.278 |
+0.012 |
9,960 |
35,705 |
+1,344 |
Sep17 |
170105 |
3.225 |
3.303 |
3.181 |
3.258 |
+0.013 |
8,707 |
35,297 |
-323 |
Oct17 |
170105 |
3.244 |
3.321 |
3.200 |
3.277 |
+0.013 |
24,292 |
91,495 |
-1,059 |
Nov17 |
170105 |
3.292 |
3.372 |
3.242 |
3.321 |
+0.014 |
6,928 |
36,248 |
+371 |
Dec17 |
170105 |
3.424 |
3.484 |
3.360 |
3.436 |
+0.017 |
5,597 |
36,789 |
-122 |
Jan18 |
170105 |
3.489 |
3.565 |
3.447 |
3.521 |
+0.017 |
8,422 |
41,171 |
+535 |
Feb18 |
170105 |
3.457 |
3.515 |
3.432 |
3.480 |
+0.014 |
2,495 |
16,532 |
-74 |
Mar18 |
170105 |
3.391 |
3.411 |
3.339 |
3.390 |
+0.011 |
5,430 |
38,400 |
+437 |
Apr18 |
170105 |
2.890 |
2.906 |
2.857 |
2.901 |
+0.009 |
4,127 |
43,022 |
-1,039 |
May18 |
170105 |
2.846 |
2.851 |
2.820 |
2.850 |
+0.007 |
1,568 |
12,092 |
-181 |
Total Volume and Open Interest |
609,277 |
1,231,340 |
-19,502 |
Brent Crude Oil(ICE) |
Mar17 |
170105 |
56.35 |
57.35 |
56.01 |
56.89 |
+0.43 |
340,817 |
608,912 |
-6,926 |
Apr17 |
170105 |
56.98 |
57.94 |
56.61 |
57.48 |
+0.39 |
129,761 |
241,952 |
+16,240 |
May17 |
170105 |
57.52 |
58.43 |
57.11 |
57.98 |
+0.35 |
62,771 |
151,142 |
+4,141 |
Jun17 |
170105 |
57.97 |
58.83 |
57.52 |
58.39 |
+0.32 |
88,989 |
255,617 |
-3,537 |
Jul17 |
170105 |
58.27 |
59.07 |
57.81 |
58.66 |
+0.30 |
28,532 |
89,119 |
+615 |
Aug17 |
170105 |
58.43 |
59.19 |
57.94 |
58.81 |
+0.30 |
17,034 |
54,439 |
+6 |
Sep17 |
170105 |
58.50 |
59.23 |
58.02 |
58.86 |
+0.29 |
17,777 |
71,198 |
+1,308 |
Oct17 |
170105 |
58.49 |
59.19 |
58.01 |
58.85 |
+0.29 |
4,580 |
34,658 |
-1,027 |
Nov17 |
170105 |
58.47 |
59.15 |
58.05 |
58.82 |
+0.29 |
3,809 |
27,476 |
+39 |
Dec17 |
170105 |
58.43 |
59.13 |
57.98 |
58.77 |
+0.28 |
56,683 |
224,861 |
-300 |
Jan18 |
170105 |
58.71 |
58.71 |
58.71 |
58.71 |
+0.27 |
2,216 |
29,231 |
+57 |
Feb18 |
170105 |
58.67 |
58.67 |
58.67 |
58.67 |
+0.27 |
1,641 |
20,575 |
+411 |
Mar18 |
170105 |
58.66 |
58.66 |
58.66 |
58.66 |
+0.27 |
1,980 |
23,841 |
-2 |
Apr18 |
170105 |
58.64 |
58.64 |
58.64 |
58.64 |
+0.27 |
819 |
16,301 |
+14 |
Total Volume and Open Interest |
799,916 |
2,194,242 |
+18,474 |
Gas Oil(ICE) |
Jan17 |
170105 |
492.00 |
498.25 |
487.50 |
488.25 |
-2.25 |
63,969 |
93,340 |
-2,636 |
Feb17 |
170105 |
497.25 |
503.50 |
492.75 |
493.75 |
-1.50 |
110,883 |
163,889 |
+13,855 |
Mar17 |
170105 |
500.75 |
507.50 |
496.75 |
498.00 |
-1.25 |
72,816 |
93,014 |
+3,644 |
Apr17 |
170105 |
503.75 |
510.50 |
500.25 |
501.25 |
-1.00 |
34,521 |
52,491 |
+3,094 |
May17 |
170105 |
506.25 |
512.75 |
503.00 |
503.75 |
-1.00 |
14,913 |
47,641 |
+1,720 |
Jun17 |
170105 |
508.50 |
515.25 |
505.25 |
506.00 |
-1.00 |
24,392 |
88,344 |
+1,638 |
Jul17 |
170105 |
511.25 |
517.75 |
508.00 |
508.75 |
-0.75 |
4,808 |
26,841 |
+666 |
Aug17 |
170105 |
514.00 |
520.00 |
511.00 |
511.50 |
-0.75 |
3,410 |
16,819 |
+350 |
Sep17 |
170105 |
516.50 |
522.50 |
513.25 |
514.00 |
-0.75 |
5,673 |
31,416 |
+1,324 |
Oct17 |
170105 |
519.00 |
524.75 |
515.75 |
516.50 |
-0.75 |
3,064 |
23,371 |
+203 |
Total Volume and Open Interest |
364,216 |
836,278 |
+26,637 |
Ethanol(CBOT) |
Feb17 |
170105 |
1.507 |
1.556 |
1.507 |
1.550 |
+0.043 |
222 |
3,847 |
+0 |
Mar17 |
170105 |
1.520 |
1.565 |
1.520 |
1.561 |
+0.046 |
107 |
707 |
+8 |
Apr17 |
170105 |
1.532 |
1.577 |
1.532 |
1.577 |
+0.044 |
40 |
692 |
+1 |
May17 |
170105 |
1.579 |
1.579 |
1.513 |
1.579 |
+0.044 |
46 |
25 |
+13 |
Jun17 |
170105 |
1.565 |
1.570 |
1.565 |
1.570 |
+0.044 |
56 |
29 |
+10 |
Jul17 |
170105 |
1.560 |
1.565 |
1.560 |
1.565 |
+0.039 |
104 |
80 |
+80 |
Aug17 |
170105 |
1.557 |
1.557 |
1.510 |
1.557 |
+0.037 |
|
|
|
Sep17 |
170105 |
1.551 |
1.551 |
1.551 |
1.551 |
+0.032 |
0 |
4 |
+0 |
Total Volume and Open Interest |
581 |
5,409 |
+111 |
WTI Crude Oil(ICE) |
Feb17 |
170105 |
53.23 |
54.11 |
52.79 |
53.76 |
+0.50 |
65,404 |
58,516 |
-4,178 |
Mar17 |
170105 |
54.07 |
55.05 |
53.77 |
54.68 |
+0.46 |
62,436 |
100,983 |
+2,608 |
Apr17 |
170105 |
54.98 |
55.85 |
54.59 |
55.49 |
+0.44 |
41,716 |
30,139 |
+3,817 |
May17 |
170105 |
55.68 |
56.52 |
55.26 |
56.17 |
+0.42 |
14,944 |
23,039 |
+556 |
Jun17 |
170105 |
56.11 |
57.02 |
55.78 |
56.68 |
+0.39 |
25,404 |
65,319 |
+639 |
Jul17 |
170105 |
56.49 |
57.30 |
56.12 |
57.01 |
+0.38 |
7,761 |
18,475 |
+1,766 |
Aug17 |
170105 |
56.65 |
57.49 |
56.33 |
57.19 |
+0.37 |
2,334 |
13,530 |
+524 |
Sep17 |
170105 |
57.22 |
57.35 |
56.88 |
57.30 |
+0.36 |
3,935 |
18,506 |
+68 |
Oct17 |
170105 |
57.27 |
57.35 |
57.02 |
57.35 |
+0.35 |
615 |
4,918 |
+30 |
Nov17 |
170105 |
57.39 |
57.39 |
57.39 |
57.39 |
+0.36 |
460 |
2,812 |
-102 |
Dec17 |
170105 |
57.01 |
57.54 |
56.87 |
57.43 |
+0.37 |
13,188 |
80,661 |
-682 |
Jan18 |
170105 |
57.39 |
57.39 |
57.39 |
57.39 |
+0.38 |
64 |
2,236 |
+4 |
Feb18 |
170105 |
57.36 |
57.36 |
57.36 |
57.36 |
+0.40 |
41 |
1,374 |
+9 |
Mar18 |
170105 |
57.32 |
57.32 |
57.32 |
57.32 |
+0.42 |
341 |
3,829 |
+317 |
Apr18 |
170105 |
57.27 |
57.27 |
57.27 |
57.27 |
+0.43 |
33 |
1,047 |
+20 |
May18 |
170105 |
57.22 |
57.22 |
57.22 |
57.22 |
+0.44 |
0 |
535 |
+0 |
Total Volume and Open Interest |
248,456 |
529,917 |
+9,682 |
US Dollar Index(ICE) |
Mar17 |
170105 |
102.065 |
102.500 |
101.295 |
101.527 |
-1.183 |
51,701 |
83,043 |
-2,567 |
Jun17 |
170105 |
102.070 |
102.420 |
101.240 |
101.452 |
-1.198 |
274 |
1,604 |
+118 |
Sep17 |
170105 |
102.015 |
102.095 |
101.180 |
101.327 |
-1.208 |
35 |
287 |
-5 |
Total Volume and Open Interest |
52,012 |
84,941 |
-2,454 |
Australian Dollar(CME) |
Mar17 |
170105 |
72.64 |
73.46 |
72.62 |
73.22 |
+0.70 |
88,958 |
103,509 |
+6,488 |
Jun17 |
170105 |
72.49 |
73.28 |
72.47 |
73.06 |
+0.70 |
22 |
447 |
+9 |
Sep17 |
170105 |
72.70 |
73.03 |
72.53 |
72.93 |
+0.70 |
2 |
17 |
+0 |
Total Volume and Open Interest |
88,982 |
104,009 |
+6,497 |
British Pound(CME) |
Mar17 |
170105 |
123.42 |
124.50 |
122.87 |
124.27 |
+0.94 |
122,364 |
224,484 |
+9,540 |
Jun17 |
170105 |
123.86 |
124.79 |
123.19 |
124.58 |
+0.95 |
122 |
692 |
+0 |
Sep17 |
170105 |
123.77 |
125.02 |
123.51 |
124.89 |
+0.94 |
5 |
165 |
+3 |
Total Volume and Open Interest |
122,491 |
225,396 |
+9,543 |
Canadian Dollar(CME) |
Mar17 |
170105 |
75.22 |
75.87 |
75.17 |
75.59 |
+0.42 |
49,355 |
95,876 |
+1,921 |
Jun17 |
170105 |
75.50 |
75.95 |
75.27 |
75.68 |
+0.42 |
129 |
1,836 |
+45 |
Sep17 |
170105 |
75.84 |
76.01 |
75.77 |
75.77 |
+0.42 |
0 |
484 |
+0 |
Dec17 |
170105 |
75.89 |
76.09 |
75.29 |
75.89 |
+0.43 |
0 |
533 |
+0 |
Total Volume and Open Interest |
49,484 |
98,751 |
+1,966 |
Japanese Yen(CME) |
Mar17 |
170105 |
85.48 |
87.01 |
85.38 |
86.73 |
+1.46 |
154,280 |
219,461 |
+6,969 |
Jun17 |
170105 |
86.34 |
87.44 |
86.21 |
87.16 |
+1.47 |
557 |
607 |
+206 |
Sep17 |
170105 |
87.65 |
87.80 |
87.59 |
87.63 |
+1.49 |
0 |
45 |
+0 |
Total Volume and Open Interest |
154,840 |
220,120 |
+7,178 |
Swiss Franc(CME) |
Mar17 |
170105 |
98.25 |
99.49 |
98.20 |
99.29 |
+1.18 |
30,219 |
53,350 |
-620 |
Jun17 |
170105 |
99.61 |
100.07 |
99.58 |
99.91 |
+1.17 |
52 |
96 |
+12 |
Sep17 |
170105 |
100.55 |
100.62 |
100.55 |
100.55 |
+1.19 |
0 |
4 |
+0 |
Total Volume and Open Interest |
30,271 |
53,455 |
-608 |
EuroFX(CME) |
Mar17 |
170105 |
105.16 |
106.46 |
105.11 |
106.22 |
+1.23 |
242,830 |
407,253 |
+7,562 |
Jun17 |
170105 |
105.70 |
106.99 |
105.66 |
106.77 |
+1.24 |
1,394 |
8,640 |
-82 |
Sep17 |
170105 |
107.00 |
107.47 |
106.22 |
107.31 |
+1.24 |
11 |
288 |
+2 |
Total Volume and Open Interest |
244,244 |
416,239 |
+7,491 |
Mexican Peso(CME) |
Jan17 |
170105 |
464.75 |
464.75 |
464.75 |
464.75 |
+1.13 |
|
|
|
Feb17 |
170105 |
462.63 |
462.63 |
462.63 |
462.63 |
+1.00 |
|
|
|
Total Volume and Open Interest |
57,209 |
151,563 |
+4,067 |
Brazilian Real(CME) |
Feb17 |
170105 |
308.00 |
310.80 |
307.40 |
310.10 |
+2.15 |
1,087 |
23,966 |
+118 |
Mar17 |
170105 |
307.00 |
308.30 |
306.70 |
308.05 |
+2.05 |
1,105 |
7,385 |
+1,066 |
Apr17 |
170105 |
305.45 |
305.45 |
305.45 |
305.45 |
+2.30 |
|
|
|
May17 |
170105 |
303.30 |
303.30 |
303.30 |
303.30 |
+2.30 |
|
|
|
Total Volume and Open Interest |
2,192 |
31,351 |
+1,184 |
30-Year T-Bonds(CBOT) |
Mar17 |
170105 |
150~290 |
153~000 |
150~140 |
152~160 |
+1~260 |
311,632 |
604,566 |
+2,719 |
Jun17 |
170105 |
150~180 |
151~130 |
150~180 |
151~060 |
+1~270 |
0 |
23 |
+0 |
Sep17 |
170105 |
151~060 |
151~060 |
151~060 |
151~060 |
+1~270 |
|
|
|
Total Volume and Open Interest |
311,632 |
604,589 |
+2,719 |
10-Year T-Notes(CBOT) |
Mar17 |
170105 |
124~065 |
125~010 |
124~035 |
124~265 |
+0~230 |
1,442,195 |
3,096,529 |
+8,543 |
Jun17 |
170105 |
123~270 |
124~120 |
123~270 |
124~075 |
+0~235 |
42 |
23 |
+11 |
Sep17 |
170105 |
124~075 |
124~075 |
124~075 |
124~075 |
+0~235 |
|
|
|
Total Volume and Open Interest |
1,442,237 |
3,096,552 |
+8,554 |
5-Year T-Notes(CBOT) |
Mar17 |
170105 |
117~190 |
118~032 |
117~174 |
117~302 |
+0~132 |
837,943 |
2,957,963 |
+3,237 |
Jun17 |
170105 |
117~112 |
117~182 |
117~040 |
117~182 |
+0~136 |
0 |
1 |
+0 |
Sep17 |
170105 |
117~182 |
117~182 |
117~182 |
117~182 |
+0~136 |
|
|
|
Total Volume and Open Interest |
837,943 |
2,957,964 |
+3,237 |
2 Year T-Notes(CBOT) |
Mar17 |
170105 |
108~086 |
108~126 |
108~082 |
108~116 |
+0~036 |
305,685 |
1,139,636 |
+15,927 |
Jun17 |
170105 |
108~046 |
108~046 |
108~046 |
108~046 |
+0~036 |
|
|
|
Sep17 |
170105 |
108~046 |
108~046 |
108~046 |
108~046 |
+0~036 |
|
|
|
Total Volume and Open Interest |
305,685 |
1,139,636 |
+15,927 |
Eurodollars(CME) |
Mar17 |
170105 |
98.940 |
98.955 |
98.935 |
98.940 |
unch |
203,037 |
1,421,063 |
-7,544 |
Jun17 |
170105 |
98.785 |
98.805 |
98.780 |
98.790 |
+0.015 |
192,410 |
1,321,375 |
+15,052 |
Sep17 |
170105 |
98.640 |
98.675 |
98.635 |
98.660 |
+0.030 |
217,869 |
1,188,892 |
+21,517 |
Dec17 |
170105 |
98.480 |
98.520 |
98.465 |
98.510 |
+0.045 |
271,520 |
1,322,776 |
+11,805 |
Mar18 |
170105 |
98.365 |
98.415 |
98.350 |
98.405 |
+0.060 |
250,999 |
983,291 |
-6,218 |
Jun18 |
170105 |
98.245 |
98.310 |
98.225 |
98.295 |
+0.070 |
180,370 |
628,457 |
+9,659 |
Sep18 |
170105 |
98.135 |
98.205 |
98.115 |
98.190 |
+0.080 |
167,188 |
466,956 |
+8,667 |
Dec18 |
170105 |
98.010 |
98.090 |
97.985 |
98.075 |
+0.090 |
298,403 |
682,882 |
+17,840 |
Mar19 |
170105 |
97.935 |
98.020 |
97.900 |
98.000 |
+0.095 |
187,949 |
641,247 |
+22,797 |
Jun19 |
170105 |
97.860 |
97.950 |
97.825 |
97.930 |
+0.100 |
137,841 |
533,171 |
+18,332 |
Sep19 |
170105 |
97.785 |
97.890 |
97.760 |
97.865 |
+0.100 |
105,744 |
419,855 |
+1,738 |
Dec19 |
170105 |
97.715 |
97.810 |
97.680 |
97.785 |
+0.100 |
153,195 |
387,713 |
+19,527 |
Mar20 |
170105 |
97.670 |
97.770 |
97.635 |
97.740 |
+0.100 |
78,971 |
276,496 |
+3,173 |
Jun20 |
170105 |
97.620 |
97.725 |
97.590 |
97.695 |
+0.100 |
63,372 |
155,941 |
-1,196 |
Sep20 |
170105 |
97.570 |
97.680 |
97.550 |
97.650 |
+0.095 |
53,649 |
134,741 |
+552 |
Dec20 |
170105 |
97.520 |
97.620 |
97.495 |
97.590 |
+0.090 |
62,481 |
157,363 |
+36 |
Mar21 |
170105 |
97.480 |
97.580 |
97.460 |
97.555 |
+0.095 |
36,347 |
105,488 |
+1,762 |
Jun21 |
170105 |
97.435 |
97.540 |
97.415 |
97.515 |
+0.095 |
34,685 |
91,219 |
+2,363 |
Total Volume and Open Interest |
2,808,107 |
11,315,977 |
+167,922 |
Ultra T-Bond(CBOT) |
Mar17 |
170105 |
160~28 |
163~26 |
160~09 |
163~04 |
+2~15 |
119,189 |
687,738 |
+2,743 |
Jun17 |
170105 |
160~20 |
161~28 |
160~20 |
161~28 |
+2~15 |
|
|
|
Sep17 |
170105 |
161~28 |
161~28 |
161~28 |
161~28 |
+2~15 |
|
|
|
Total Volume and Open Interest |
119,189 |
687,738 |
+2,743 |
Ultra 10-Yr T-Note(CBOT) |
Mar17 |
170105 |
133~305 |
135~055 |
133~265 |
134~275 |
+0~315 |
95,668 |
292,411 |
+1,036 |
Jun17 |
170105 |
133~255 |
133~255 |
133~255 |
133~255 |
+0~275 |
|
|
|
Sep17 |
170105 |
133~255 |
133~255 |
133~255 |
133~255 |
+0~275 |
|
|
|
Total Volume and Open Interest |
95,668 |
292,411 |
+1,036 |
30 Day Federal Funds(CBOT) |
Jan17 |
170105 |
99.353 |
99.353 |
99.350 |
99.353 |
unch |
93,577 |
147,268 |
-37,943 |
Feb17 |
170105 |
99.345 |
99.350 |
99.345 |
99.345 |
unch |
26,920 |
82,719 |
-2,818 |
Mar17 |
170105 |
99.310 |
99.320 |
99.310 |
99.310 |
+0.005 |
9,626 |
80,818 |
-344 |
Apr17 |
170105 |
99.285 |
99.295 |
99.285 |
99.290 |
+0.010 |
34,300 |
219,039 |
+1,694 |
May17 |
170105 |
99.245 |
99.260 |
99.245 |
99.245 |
+0.005 |
13,943 |
67,669 |
+402 |
Jun17 |
170105 |
99.180 |
99.195 |
99.180 |
99.180 |
+0.010 |
3,559 |
19,483 |
+218 |
Total Volume and Open Interest |
288,093 |
882,307 |
-10,139 |
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 |
170104 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Jun17 |
170104 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Sep17 |
170104 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Dec17 |
170104 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Mar18 |
170104 |
99.96 |
99.96 |
99.96 |
99.96 |
unch |
|
|
|
Jun18 |
170104 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
|
|
|
Sep18 |
170104 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Dec18 |
170104 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Japanese Govt Bonds(SGX) |
Mar17 |
170104 |
150.24 |
150.33 |
149.98 |
150.06 |
-0.27 |
1,252 |
14,496 |
+241 |
Jun17 |
170104 |
150.03 |
150.03 |
150.03 |
150.03 |
-0.27 |
|
|
|
Sep17 |
170104 |
150.03 |
150.03 |
150.03 |
150.03 |
-0.27 |
|
|
|
Total Volume and Open Interest |
1,252 |
14,496 |
+241 |
Euro-Buxl(EUREX) |
Mar17 |
170105 |
171.00 |
172.34 |
169.16 |
171.82 |
+1.70 |
59,527 |
209,833 |
-5,963 |
Jun17 |
170105 |
167.00 |
169.78 |
167.00 |
169.78 |
+1.64 |
38 |
21 |
+10 |
Sep17 |
170105 |
167.74 |
167.92 |
164.80 |
167.92 |
+1.70 |
11 |
6 |
-2 |
Total Volume and Open Interest |
59,576 |
209,860 |
-5,955 |
Euro-Bund(EUREX) |
Mar17 |
170105 |
163.51 |
163.74 |
162.81 |
163.54 |
+0.35 |
833,032 |
1,900,276 |
-61,741 |
Jun17 |
170105 |
160.11 |
160.29 |
159.63 |
160.29 |
+0.33 |
952 |
2,093 |
+816 |
Sep17 |
170105 |
160.29 |
160.29 |
160.29 |
160.29 |
+0.33 |
|
|
|
Total Volume and Open Interest |
833,984 |
1,902,369 |
-60,925 |
Euro-Bobl(EUREX) |
Mar17 |
170105 |
133.60 |
133.66 |
133.32 |
133.45 |
-0.10 |
504,290 |
1,451,758 |
+9,632 |
Jun17 |
170105 |
131.22 |
131.26 |
131.22 |
131.26 |
-0.08 |
4 |
1,009 |
+0 |
Sep17 |
170105 |
131.26 |
131.26 |
131.26 |
131.26 |
-0.08 |
|
|
|
Total Volume and Open Interest |
504,294 |
1,452,767 |
+9,632 |
Euro-Schatz(EUREX) |
Mar17 |
170105 |
112.35 |
112.36 |
112.24 |
112.26 |
-0.07 |
224,697 |
1,389,855 |
+25,446 |
Jun17 |
170105 |
112.10 |
112.10 |
112.06 |
112.06 |
-0.05 |
154 |
1,470 |
+401 |
Sep17 |
170105 |
112.06 |
112.06 |
112.06 |
112.06 |
-0.05 |
|
|
|
Total Volume and Open Interest |
224,851 |
1,391,325 |
+25,847 |
3-Mth Euribor(EUREX) |
Mar17 |
170105 |
100.320 |
100.320 |
100.320 |
100.320 |
+0.005 |
203 |
3,870 |
+0 |
Jun17 |
170105 |
100.300 |
100.300 |
100.300 |
100.300 |
unch |
206 |
33,465 |
+2 |
Sep17 |
170105 |
100.285 |
100.285 |
100.280 |
100.280 |
unch |
9 |
4,247 |
+2 |
Total Volume and Open Interest |
434 |
71,205 |
+202 |
Long Gilt(LIFFE) |
Mar17 |
170105 |
124~26 |
125~11 |
124~07 |
124~30 |
+0~04 |
190,469 |
603,717 |
+8,406 |
Jun17 |
170105 |
124~00 |
124~00 |
123~28 |
124~00 |
+0~04 |
|
|
|
Total Volume and Open Interest |
190,469 |
603,717 |
+8,406 |
3-Mth Short Sterling(LIFFE) |
Mar17 |
170105 |
99.61 |
99.61 |
99.60 |
99.61 |
+0.00 |
64,832 |
359,758 |
+2,100 |
Jun17 |
170105 |
99.58 |
99.60 |
99.57 |
99.59 |
+0.01 |
55,671 |
396,825 |
+5,350 |
Sep17 |
170105 |
99.55 |
99.58 |
99.54 |
99.56 |
+0.01 |
41,983 |
261,244 |
+3,294 |
Dec17 |
170105 |
99.51 |
99.54 |
99.50 |
99.52 |
+0.01 |
53,131 |
300,424 |
-2,147 |
Mar18 |
170105 |
99.46 |
99.50 |
99.45 |
99.48 |
+0.01 |
49,057 |
184,984 |
+302 |
Jun18 |
170105 |
99.41 |
99.45 |
99.40 |
99.43 |
+0.01 |
46,570 |
179,204 |
+3,712 |
Total Volume and Open Interest |
547,719 |
2,274,763 |
+13,666 |
3-Mth Euribor(LIFFE) |
Mar17 |
170105 |
100.315 |
100.320 |
100.310 |
100.320 |
+0.005 |
48,384 |
373,087 |
-2,228 |
Jun17 |
170105 |
100.295 |
100.305 |
100.295 |
100.300 |
unch |
82,837 |
383,183 |
-2,336 |
Sep17 |
170105 |
100.280 |
100.290 |
100.275 |
100.285 |
unch |
63,299 |
334,655 |
+1,907 |
Total Volume and Open Interest |
978,390 |
3,139,284 |
+89,510 |
3-Mth Aus T-Bills(SFE) |
Mar17 |
170105 |
98.16 |
98.19 |
98.16 |
98.19 |
+0.02 |
6,554 |
196,577 |
-652 |
Jun17 |
170105 |
98.12 |
98.15 |
98.12 |
98.15 |
+0.02 |
15,834 |
237,290 |
-11,494 |
Sep17 |
170105 |
98.06 |
98.10 |
98.05 |
98.10 |
+0.03 |
6,409 |
154,670 |
-2,631 |
Dec17 |
170105 |
97.98 |
98.02 |
97.97 |
98.02 |
+0.04 |
5,937 |
169,836 |
-10,764 |
Mar18 |
170105 |
97.89 |
97.93 |
97.88 |
97.93 |
+0.04 |
3,983 |
91,309 |
-1,775 |
Jun18 |
170105 |
97.80 |
97.85 |
97.80 |
97.85 |
+0.04 |
1,663 |
72,094 |
-75 |
Sep18 |
170105 |
97.71 |
97.75 |
97.70 |
97.75 |
+0.04 |
1,352 |
46,703 |
-820 |
Dec18 |
170105 |
97.61 |
97.66 |
97.61 |
97.66 |
+0.04 |
874 |
24,068 |
+327 |
Mar19 |
170105 |
97.58 |
97.58 |
97.57 |
97.58 |
+0.05 |
33 |
6,472 |
+9 |
Jun19 |
170105 |
97.44 |
97.49 |
97.44 |
97.49 |
+0.04 |
39 |
3,298 |
+0 |
Total Volume and Open Interest |
42,760 |
1,004,320 |
-27,914 |
10-Year Aus T-Bonds(SFE) |
Mar17 |
170105 |
97.17 |
97.24 |
97.16 |
97.22 |
+0.05 |
32,042 |
884,209 |
-12,251 |
Jun17 |
170105 |
97.22 |
97.22 |
97.22 |
97.22 |
+0.05 |
|
|
|
Total Volume and Open Interest |
32,042 |
884,209 |
-12,251 |
3-Year Aus T-Bonds(SFE) |
Mar17 |
170105 |
97.93 |
97.99 |
97.93 |
97.98 |
+0.04 |
64,716 |
863,680 |
-5,162 |
Jun17 |
170105 |
97.98 |
97.98 |
97.98 |
97.98 |
+0.04 |
|
|
|
Total Volume and Open Interest |
64,716 |
863,680 |
-5,162 |
Gold(CMX) |
Feb17 |
170105 |
1164.6 |
1185.9 |
1163.6 |
1181.3 |
+16.0 |
229,177 |
280,620 |
-2,251 |
Apr17 |
170105 |
1166.8 |
1188.3 |
1166.6 |
1184.1 |
+16.0 |
16,601 |
59,513 |
+3,428 |
Jun17 |
170105 |
1169.5 |
1190.8 |
1169.5 |
1186.7 |
+16.0 |
4,424 |
36,574 |
-131 |
Aug17 |
170105 |
1180.0 |
1193.3 |
1179.4 |
1189.4 |
+16.0 |
815 |
11,255 |
-52 |
Oct17 |
170105 |
1182.7 |
1195.0 |
1182.7 |
1192.1 |
+16.0 |
212 |
3,228 |
-5 |
Dec17 |
170105 |
1178.3 |
1198.2 |
1178.3 |
1194.7 |
+15.9 |
3,088 |
22,050 |
+217 |
Feb18 |
170105 |
1193.5 |
1197.4 |
1193.5 |
1197.4 |
+15.6 |
11 |
210 |
-5 |
Apr18 |
170105 |
1200.4 |
1200.4 |
1200.4 |
1200.4 |
+15.4 |
0 |
163 |
+0 |
Jun18 |
170105 |
1203.6 |
1203.6 |
1187.1 |
1203.6 |
+15.3 |
41 |
4,227 |
+20 |
Aug18 |
170105 |
1207.3 |
1207.3 |
1207.3 |
1207.3 |
+15.3 |
0 |
6 |
+0 |
Oct18 |
170105 |
1211.0 |
1211.0 |
1211.0 |
1211.0 |
+15.3 |
0 |
3 |
+0 |
Dec18 |
170105 |
1213.7 |
1214.8 |
1213.7 |
1214.8 |
+15.3 |
3 |
2,082 |
-2 |
Total Volume and Open Interest |
254,650 |
424,673 |
+1,319 |
Silver(CMX) |
Mar17 |
170105 |
1649.5 |
1676.0 |
1645.5 |
1663.7 |
+8.5 |
81,143 |
133,581 |
-221 |
May17 |
170105 |
1654.0 |
1680.5 |
1654.0 |
1669.2 |
+8.5 |
5,054 |
15,453 |
-1,200 |
Jul17 |
170105 |
1667.5 |
1683.5 |
1667.5 |
1674.2 |
+8.5 |
705 |
6,320 |
+38 |
Sep17 |
170105 |
1681.0 |
1681.0 |
1679.1 |
1679.1 |
+8.4 |
197 |
1,502 |
+98 |
Dec17 |
170105 |
1679.5 |
1697.0 |
1679.5 |
1686.4 |
+8.2 |
565 |
5,560 |
+258 |
Mar18 |
170105 |
1695.2 |
1695.2 |
1695.2 |
1695.2 |
+8.2 |
0 |
14 |
+0 |
May18 |
170105 |
1699.5 |
1699.5 |
1699.5 |
1699.5 |
+8.2 |
0 |
5 |
+0 |
Total Volume and Open Interest |
87,779 |
163,812 |
-975 |
Platinum(NYMEX) |
Jan17 |
170105 |
952.0 |
973.4 |
950.9 |
972.1 |
+28.8 |
306 |
332 |
-14 |
Apr17 |
170105 |
946.9 |
980.0 |
944.2 |
976.0 |
+28.8 |
22,163 |
60,673 |
+1,171 |
Jul17 |
170105 |
950.6 |
983.1 |
950.0 |
979.9 |
+29.0 |
164 |
2,551 |
+85 |
Oct17 |
170105 |
958.0 |
983.6 |
958.0 |
982.3 |
+28.7 |
6 |
230 |
+0 |
Total Volume and Open Interest |
22,792 |
64,102 |
+1,158 |
Palladium(NYMEX) |
Mar17 |
170105 |
739.00 |
750.00 |
727.55 |
738.20 |
-0.60 |
6,297 |
23,777 |
+642 |
Jun17 |
170105 |
746.25 |
748.45 |
728.20 |
738.35 |
-0.65 |
88 |
695 |
+29 |
Sep17 |
170105 |
739.50 |
739.50 |
739.50 |
739.50 |
-0.70 |
2 |
2 |
+1 |
Total Volume and Open Interest |
6,391 |
24,483 |
+671 |
Copper(CMX) |
Mar17 |
170105 |
255.70 |
258.85 |
253.05 |
253.75 |
-1.90 |
68,378 |
143,674 |
-636 |
May17 |
170105 |
256.20 |
259.50 |
253.80 |
254.50 |
-1.85 |
3,363 |
27,635 |
+629 |
Jul17 |
170105 |
257.30 |
259.95 |
254.70 |
255.25 |
-1.75 |
775 |
21,503 |
-175 |
Sep17 |
170105 |
257.55 |
259.60 |
255.50 |
255.75 |
-1.65 |
576 |
6,893 |
+146 |
Dec17 |
170105 |
257.90 |
257.90 |
255.60 |
256.15 |
-1.50 |
96 |
9,988 |
+11 |
Total Volume and Open Interest |
74,278 |
223,874 |
-235 |
E-mini DJIA Index(CBOT) |
Mar17 |
170105 |
19865 |
19872 |
19733 |
19821 |
-35 |
151,885 |
138,474 |
+1,155 |
Jun17 |
170105 |
19810 |
19810 |
19690 |
19759 |
-35 |
38 |
206 |
-18 |
Sep17 |
170105 |
19707 |
19707 |
19707 |
19707 |
-35 |
|
|
|
Dec17 |
170105 |
19665 |
19665 |
19665 |
19665 |
-35 |
0 |
1 |
+0 |
Total Volume and Open Interest |
151,923 |
138,681 |
+1,137 |
S & P 500(CME) |
Mar17 |
170105 |
2264.50 |
2264.70 |
2259.30 |
2264.30 |
unch |
5,896 |
64,288 |
+799 |
Jun17 |
170105 |
2258.50 |
2259.50 |
2247.50 |
2258.50 |
unch |
348 |
1,918 |
+30 |
Sep17 |
170105 |
2254.10 |
2255.10 |
2243.10 |
2254.10 |
unch |
10 |
27 |
-8 |
Dec17 |
170105 |
2249.30 |
2250.30 |
2238.30 |
2249.30 |
unch |
|
|
|
Total Volume and Open Interest |
6,254 |
66,233 |
+821 |
S & P 500 E-Mini(Globex) |
Mar17 |
170105 |
2264.50 |
2266.00 |
2254.00 |
2264.25 |
unch |
1,810,351 |
2,799,661 |
+12,605 |
Jun17 |
170105 |
2259.00 |
2260.00 |
2248.75 |
2258.50 |
unch |
2,292 |
12,196 |
+1,250 |
Sep17 |
170105 |
2251.00 |
2254.00 |
2245.00 |
2254.00 |
unch |
58 |
157 |
-24 |
Dec17 |
170105 |
2240.00 |
2249.25 |
2240.00 |
2249.25 |
unch |
0 |
72 |
+0 |
Total Volume and Open Interest |
1,812,701 |
2,812,086 |
+13,831 |
NASDAQ 100 E-Mini(Globex) |
Mar17 |
170105 |
4934.80 |
4964.30 |
4920.50 |
4962.00 |
+28.50 |
215,983 |
229,247 |
+3,923 |
Jun17 |
170105 |
4929.30 |
4963.30 |
4921.50 |
4961.00 |
+28.50 |
148 |
307 |
+47 |
Sep17 |
170105 |
4963.80 |
4963.80 |
4934.00 |
4963.80 |
+28.50 |
0 |
55 |
+0 |
Total Volume and Open Interest |
216,131 |
229,623 |
+3,970 |
S&P Midcap 400(CME) e-Mini |
Mar17 |
170105 |
1690.80 |
1693.60 |
1674.60 |
1681.70 |
-12.40 |
19,936 |
95,876 |
-81 |
Jun17 |
170105 |
1673.90 |
1673.90 |
1673.90 |
1673.90 |
-12.40 |
0 |
1 |
+0 |
Sep17 |
170105 |
1672.50 |
1672.50 |
1672.50 |
1672.50 |
-12.40 |
|
|
|
Total Volume and Open Interest |
19,936 |
95,877 |
-81 |
Volatility Index(CBOE) |
Jan17 |
170105 |
13.20 |
13.59 |
13.00 |
13.03 |
-0.15 |
96,159 |
187,044 |
-9,639 |
Feb17 |
170105 |
14.95 |
15.25 |
14.79 |
14.83 |
-0.15 |
63,360 |
104,119 |
+2,854 |
Mar17 |
170105 |
16.30 |
16.50 |
16.15 |
16.18 |
-0.09 |
15,959 |
35,643 |
+1,546 |
Apr17 |
170105 |
17.30 |
17.50 |
17.18 |
17.18 |
-0.10 |
9,075 |
23,264 |
-273 |
Total Volume and Open Interest |
194,236 |
396,142 |
-3,356 |
Russell 2000 Mini(ICE) |
Mar17 |
170105 |
1385.00 |
1386.70 |
1363.40 |
1370.60 |
-15.80 |
159,251 |
659,684 |
-3,729 |
Jun17 |
170105 |
1370.00 |
1374.80 |
1367.60 |
1367.60 |
-15.80 |
2 |
475 |
+0 |
Sep17 |
170105 |
1364.60 |
1364.60 |
1364.60 |
1364.60 |
-15.80 |
1 |
202 |
+0 |
Total Volume and Open Interest |
159,254 |
660,441 |
-3,729 |
Nikkei 225(CME) |
Mar17 |
170105 |
19675 |
19705 |
19420 |
19480 |
-205 |
10,413 |
28,231 |
+618 |
Jun17 |
170105 |
19535 |
19570 |
19410 |
19410 |
-200 |
0 |
25 |
+0 |
Total Volume and Open Interest |
10,413 |
28,256 |
+618 |
Nikkei 225(SGX) |
Mar17 |
170105 |
19445 |
19540 |
19400 |
19470 |
-130 |
16,803 |
198,853 |
-4,226 |
Jun17 |
170105 |
19295 |
19355 |
19285 |
19345 |
-130 |
0 |
321 |
+0 |
Sep17 |
170104 |
19445 |
19445 |
19445 |
19445 |
+375 |
0 |
5 |
+0 |
Total Volume and Open Interest |
67,478 |
211,508 |
-3,766 |
Nikkei 225 Mini(JPX) |
Mar17 |
170104 |
19070 |
19635 |
19000 |
19630 |
+530 |
663,541 |
373,386 |
-2,521 |
Jun17 |
170104 |
18930 |
19500 |
18875 |
19500 |
+540 |
3,499 |
7,674 |
+774 |
Sep17 |
170104 |
19000 |
19445 |
18840 |
19440 |
+530 |
210 |
950 |
+49 |
Total Volume and Open Interest |
705,344 |
559,346 |
+8,028 |
Nikkei 225(JPX) |
Mar17 |
170104 |
19070 |
19640 |
19000 |
19630 |
+530 |
53,729 |
353,678 |
+795 |
Jun17 |
170104 |
18930 |
19500 |
18880 |
19500 |
+540 |
259 |
18,275 |
+76 |
Sep17 |
170104 |
18870 |
19440 |
18870 |
19440 |
+530 |
15 |
6,768 |
-3 |
Total Volume and Open Interest |
54,017 |
448,320 |
+867 |
Nikkei 225(CME) Yen |
Mar17 |
170105 |
19620 |
19650 |
19360 |
19425 |
-200 |
37,844 |
59,202 |
+3,655 |
Jun17 |
170105 |
19355 |
19355 |
19290 |
19290 |
-205 |
0 |
4 |
+0 |
Sep17 |
170105 |
19240 |
19240 |
19240 |
19240 |
-205 |
|
|
|
Total Volume and Open Interest |
37,844 |
59,207 |
+3,655 |
Nikkei 225(CME) e-Mini Yen |
Mar17 |
170105 |
19430 |
19430 |
19350 |
19430 |
-190 |
1 |
93 |
+0 |
Jun17 |
170105 |
19290 |
19290 |
19290 |
19290 |
-200 |
|
|
|
Sep17 |
170105 |
19240 |
19240 |
19240 |
19240 |
-200 |
|
|
|
Total Volume and Open Interest |
1 |
93 |
+0 |
CAC 40(EURONEXT) |
Jan17 |
170105 |
4890.0 |
4905.0 |
4873.5 |
4900.0 |
+1.5 |
90,432 |
310,219 |
+13,264 |
Feb17 |
170105 |
4896.5 |
4898.0 |
4888.5 |
4898.0 |
+1.5 |
468 |
3,830 |
+24 |
Mar17 |
170105 |
4884.5 |
4898.0 |
4877.0 |
4896.0 |
+1.5 |
41 |
9,984 |
-272 |
Total Volume and Open Interest |
90,941 |
324,095 |
+13,016 |
Hang Seng Index(HKFE) |
Jan17 |
170105 |
22100 |
22494 |
22079 |
22484 |
+385 |
78,680 |
107,826 |
-3,093 |
Feb17 |
170105 |
22040 |
22448 |
22040 |
22438 |
+389 |
350 |
1,032 |
+110 |
Mar17 |
170105 |
22091 |
22450 |
22091 |
22439 |
+387 |
715 |
8,342 |
-79 |
Total Volume and Open Interest |
79,796 |
119,942 |
-3,062 |
DAX(EUREX) |
Mar17 |
170105 |
11548.0 |
11602.0 |
11529.5 |
11570.5 |
-2.0 |
80,378 |
161,341 |
-6,806 |
Jun17 |
170105 |
11568.0 |
11622.5 |
11563.0 |
11594.0 |
-3.0 |
243 |
785 |
-12 |
Sep17 |
170105 |
11585.5 |
11585.5 |
11585.5 |
11585.5 |
+0.5 |
0 |
5 |
+0 |
Total Volume and Open Interest |
80,621 |
162,131 |
-6,818 |
Mini-DAX(EUREX) |
Mar17 |
170105 |
11550.0 |
11602.0 |
11530.0 |
11570.5 |
-2.0 |
21,189 |
9,030 |
+78 |
Jun17 |
170105 |
11568.0 |
11617.0 |
11560.0 |
11594.0 |
-3.0 |
95 |
338 |
-23 |
Sep17 |
170105 |
11585.5 |
11585.5 |
11585.5 |
11585.5 |
+0.5 |
|
|
|
Total Volume and Open Interest |
21,284 |
9,368 |
+55 |
FT-SE 100(EURONEXT) |
Mar17 |
170105 |
7133.50 |
7148.00 |
7107.50 |
7124.00 |
+4.00 |
120,168 |
740,511 |
+6,252 |
Jun17 |
170105 |
7053.00 |
7062.50 |
7050.00 |
7051.50 |
+4.00 |
33 |
29,310 |
-16 |
Sep17 |
170105 |
6991.00 |
6991.00 |
6991.00 |
6991.00 |
+4.00 |
|
|
|
Total Volume and Open Interest |
120,201 |
769,821 |
+6,236 |
SPI 200(SFE) |
Mar17 |
170105 |
5696.0 |
5726.0 |
5690.0 |
5716.0 |
+19.0 |
27,110 |
266,270 |
-1,540 |
Jun17 |
170105 |
5698.0 |
5702.0 |
5697.0 |
5702.0 |
+19.0 |
17 |
1,435 |
+6 |
Sep17 |
170105 |
5652.0 |
5652.0 |
5652.0 |
5652.0 |
+19.0 |
0 |
1,670 |
+0 |
Total Volume and Open Interest |
27,138 |
269,681 |
-1,544 |
FTSE MIB(ISE) |
Mar17 |
170105 |
19535.00 |
19690.00 |
19505.00 |
19570.00 |
+13.00 |
26,472 |
36,244 |
-1,650 |
Jun17 |
170105 |
19230.00 |
19245.00 |
19163.00 |
19163.00 |
+11.00 |
12 |
24 |
+2 |
Total Volume and Open Interest |
26,484 |
36,268 |
-1,648 |
KOSPI 200(KFE) |
Mar17 |
170105 |
262.60 |
262.70 |
262.50 |
262.65 |
-0.70 |
89,599 |
136,692 |
+1,299 |
Jun17 |
170105 |
254.05 |
263.95 |
254.05 |
263.00 |
-1.05 |
366 |
4,616 |
+75 |
Sep17 |
170105 |
264.50 |
264.50 |
264.50 |
264.50 |
-0.75 |
0 |
729 |
+111 |
Total Volume and Open Interest |
89,969 |
149,101 |
+1,489 |
GSCI(CME) |
Jan17 |
170105 |
398.10 |
400.20 |
394.60 |
398.10 |
+1.85 |
433 |
14,984 |
+380 |
Feb17 |
170105 |
401.65 |
401.65 |
401.65 |
401.65 |
+1.65 |
|
|
|
Mar17 |
170105 |
407.75 |
407.75 |
407.75 |
407.75 |
+1.65 |
|
|
|
Total Volume and Open Interest |
433 |
14,984 |
+380 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|