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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri January 06, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 170106 1003.50 1003.50 985.00 986.00 -17.50 6,191 5,303 -1,457
Mar17 170106 1012.50 1014.75 993.50 994.75 -17.75 95,237 324,259 +1,546
May17 170106 1021.00 1023.00 1002.50 1003.50 -17.50 21,815 98,860 -2,039
Jul17 170106 1027.75 1030.00 1010.00 1010.75 -17.00 18,086 100,549 -2,368
Aug17 170106 1021.75 1021.75 1009.00 1009.50 -16.25 1,184 7,149 +147
Sep17 170106 1009.50 1009.50 993.50 994.75 -14.75 853 3,061 +263
Nov17 170106 995.25 997.75 981.25 982.50 -13.75 11,675 78,853 +455
Jan18 170106 1000.00 1000.00 985.75 986.75 -13.00 379 3,316 +75
Mar18 170106 991.75 991.75 983.00 984.25 -12.75 115 2,331 +6
May18 170106 986.00 986.00 983.25 983.25 -12.50 88 562 +0
Jul18 170106 985.00 985.00 983.25 984.50 -11.75 100 817 -10
Aug18 170106 977.75 977.75 977.75 977.75 -11.50 0 19 +0
Sep18 170106 967.75 967.75 967.75 967.75 -11.75 0 22 +0
Nov18 170106 956.50 958.00 954.00 954.00 -9.75 25 1,249 +7
Total Volume and Open Interest 155,748 626,384 -3,375
Soybean Meal(CBOT)
Jan17 170106 312.80 312.90 307.00 307.50 -6.90 2,436 2,991 -942
Mar17 170106 318.00 318.90 310.70 311.30 -6.90 44,263 176,999 +4,215
May17 170106 320.40 321.20 313.60 314.10 -6.50 12,853 52,798 +912
Jul17 170106 323.00 323.80 316.50 317.20 -5.90 7,094 51,876 +195
Aug17 170106 321.70 321.70 315.50 316.10 -5.70 1,296 8,170 +228
Sep17 170106 319.50 319.50 313.70 314.00 -5.60 369 6,058 +55
Oct17 170106 315.50 315.50 309.50 310.00 -5.50 1,034 6,124 +268
Dec17 170106 315.70 316.00 309.80 310.30 -5.70 2,258 23,656 +539
Jan18 170106 310.60 310.60 310.10 310.10 -5.40 3 912 -3
Mar18 170106 313.50 313.50 308.90 308.90 -5.70 1 1,100 +0
Total Volume and Open Interest 71,608 331,943 +5,466
Soybean Oil(CBOT)
Jan17 170106 34.94 35.12 34.71 34.77 -0.23 2,781 2,664 -1,007
Mar17 170106 35.22 35.35 34.86 34.98 -0.24 60,218 198,151 +275
May17 170106 35.50 35.60 35.12 35.24 -0.23 19,374 70,903 -2,089
Jul17 170106 35.79 35.82 35.36 35.44 -0.25 8,856 59,036 +511
Aug17 170106 35.55 35.75 35.35 35.41 -0.24 1,926 7,597 +520
Sep17 170106 35.26 35.56 35.25 35.29 -0.23 1,124 5,807 +149
Oct17 170106 35.10 35.32 35.00 35.00 -0.23 991 5,561 +255
Dec17 170106 35.20 35.35 34.93 35.01 -0.21 3,833 16,941 +598
Jan18 170106 34.99 35.46 34.99 34.99 -0.20 357 1,040 +212
Mar18 170106 34.94 35.15 34.94 34.94 -0.18 125 1,032 +95
Total Volume and Open Interest 99,887 369,843 -275
Canola(WCE)
Jan17 170106 492.1 492.1 492.1 492.1 -5.6 50 446 -152
Mar17 170106 503.0 503.9 498.0 498.3 -5.3 11,342 114,005 -2,144
May17 170106 512.4 512.4 504.7 505.0 -5.3 1,532 31,760 +399
Jul17 170106 514.4 514.9 509.1 509.6 -5.3 1,028 16,611 -299
Nov17 170106 492.9 492.9 487.6 488.8 -5.1 404 17,279 +151
Total Volume and Open Interest 14,358 182,186 -2,044
Corn(CBOT)
Mar17 170106 360.75 362.50 356.75 358.00 -3.25 171,286 690,721 +878
May17 170106 367.00 369.00 363.50 364.75 -2.75 43,634 174,816 -2,208
Jul17 170106 373.75 375.75 370.25 371.50 -2.75 34,436 175,622 -3,332
Sep17 170106 380.00 382.00 376.75 377.75 -3.00 10,930 60,231 +26
Dec17 170106 388.00 389.75 384.50 385.50 -3.00 14,881 115,221 +1,543
Mar18 170106 396.00 398.00 392.75 394.00 -3.00 756 12,004 +109
May18 170106 402.00 402.50 398.50 399.50 -2.75 126 1,782 +11
Jul18 170106 406.00 406.75 402.75 403.75 -2.75 167 2,256 +21
Sep18 170106 400.00 400.00 399.25 399.25 -2.50 117 1,001 +44
Dec18 170106 401.50 403.00 398.75 400.25 -2.25 211 7,793 +53
Total Volume and Open Interest 276,559 1,241,759 -2,845
Wheat(CBOT)
Mar17 170106 425.75 428.00 421.75 423.25 -3.00 59,201 268,716 +1,783
May17 170106 436.00 438.50 433.25 434.75 -1.75 13,891 74,988 +158
Jul17 170106 449.50 451.50 446.75 448.25 -1.00 11,699 71,648 +1,258
Sep17 170106 461.25 463.00 458.75 460.50 -0.25 2,649 14,518 +429
Dec17 170106 475.00 477.25 472.75 476.00 +0.25 2,838 26,032 +506
Mar18 170106 487.50 487.50 484.25 487.25 +0.75 288 4,441 +28
Total Volume and Open Interest 90,646 462,027 +4,179
Wheat(KCBT)
Mar17 170106 433.75 438.75 432.50 433.50 -1.00 20,945 119,994 -1,031
May17 170106 445.00 450.00 444.00 445.00 -1.00 6,264 34,919 +232
Jul17 170106 456.25 461.25 455.50 456.50 -0.50 7,264 61,756 +22
Sep17 170106 470.00 474.25 469.50 470.25 -0.25 807 8,392 +102
Dec17 170106 489.75 491.50 486.75 487.75 -0.25 700 10,351 +280
Mar18 170106 500.00 501.50 499.00 499.00 +0.25 143 3,278 -12
May18 170106 506.50 506.50 499.75 506.50 +0.75 70 978 +2
Total Volume and Open Interest 36,208 240,250 -415
Wheat(MGE)
Mar17 170106 549.75 555.75 545.50 552.75 +2.50 3,529 33,440 -321
May17 170106 544.75 550.25 540.00 547.00 +2.25 1,623 13,601 -62
Jul17 170106 545.75 549.25 540.25 546.25 +0.50 844 6,626 +178
Sep17 170106 550.00 554.00 547.50 550.25 +0.25 725 4,968 +112
Dec17 170106 557.00 560.75 557.00 558.25 +0.75 289 3,247 +18
Mar18 170106 565.00 565.75 565.00 565.00 unch 164 577 -17
Total Volume and Open Interest 7,188 62,601 -86
Oats(CBOT)
Mar17 170106 235.50 238.75 226.50 228.00 -8.50 833 4,787 -317
May17 170106 236.75 236.75 227.00 228.00 -8.25 45 1,228 +14
Jul17 170106 232.25 233.75 225.50 225.50 -9.75 12 205 +9
Sep17 170106 232.00 232.00 225.25 225.25 -10.25 0 4 +0
Total Volume and Open Interest 891 6,349 -294
Rough Rice(CBOT)
Jan17 170106 9.44 9.51 9.44 9.44 -0.07 42 58 -22
Mar17 170106 9.75 9.85 9.59 9.67 -0.07 484 10,900 +17
May17 170106 10.06 10.06 9.90 9.90 -0.07 16 720 +3
Jul17 170106 10.11 10.11 10.11 10.11 -0.07 0 26 +0
Total Volume and Open Interest 542 11,717 -2
Live Cattle(CME)
Feb17 170106 114.730 115.200 113.980 114.830 -0.250 25,290 112,347 -2,756
Apr17 170106 113.830 114.400 113.230 114.200 +0.050 16,152 83,746 +1,994
Jun17 170106 103.700 104.050 103.285 103.980 +0.030 8,036 65,951 +719
Aug17 170106 99.885 100.285 99.500 100.230 +0.050 3,605 26,301 +397
Oct17 170106 99.430 100.135 99.430 100.100 +0.120 879 13,392 +203
Dec17 170106 100.000 100.650 99.830 100.550 +0.265 316 4,778 +75
Total Volume and Open Interest 54,355 307,673 +682
Feeder Cattle(CME)
Jan17 170106 128.250 128.800 127.750 128.325 +0.075 3,473 7,704 -993
Mar17 170106 123.785 124.300 123.035 123.800 +0.050 6,522 21,730 +700
Apr17 170106 123.535 124.000 122.850 123.700 +0.065 2,028 6,421 +230
May17 170106 122.635 123.100 122.000 122.980 +0.230 1,507 6,932 +433
Aug17 170106 123.000 123.480 122.285 123.350 +0.300 397 3,240 +65
Sep17 170106 120.785 122.035 120.785 121.950 +0.270 46 316 +16
Oct17 170106 120.000 120.000 119.580 120.000 +0.270 3 79 +0
Total Volume and Open Interest 13,976 46,445 +451
Lean Hogs(CME)
Feb17 170106 65.150 65.150 63.580 63.985 -0.900 17,799 75,884 -2,467
Apr17 170106 68.430 68.450 67.550 68.200 -0.130 10,166 55,470 +1,660
May17 170106 72.785 73.000 72.150 73.000 +0.365 187 1,545 +122
Jun17 170106 76.785 77.285 76.050 77.200 +0.415 3,632 28,004 +538
Jul17 170106 76.550 76.900 75.980 76.830 +0.280 1,076 11,081 +342
Aug17 170106 76.035 76.100 75.635 75.930 -0.020 917 14,524 +33
Oct17 170106 65.700 65.975 65.080 65.180 -0.620 474 6,421 +210
Dec17 170106 61.580 61.900 61.350 61.580 -0.020 335 3,597 +179
Total Volume and Open Interest 34,931 197,015 +813
Class III Milk(CME)
Jan17 170106 16.54 16.64 16.52 16.62 +0.05 267 4,476 +45
Feb17 170106 16.70 16.99 16.68 16.99 +0.29 221 4,112 -4
Mar17 170106 16.89 17.10 16.87 17.09 +0.17 167 3,702 +11
Apr17 170106 17.07 17.19 17.04 17.18 +0.11 75 2,902 +15
May17 170106 17.25 17.36 17.23 17.29 +0.03 65 2,763 +1
Jun17 170106 17.48 17.57 17.43 17.54 +0.08 94 2,554 +47
Jul17 170106 17.65 17.69 17.59 17.69 +0.06 38 1,494 +24
Aug17 170106 17.70 17.76 17.67 17.73 +0.04 10 1,494 +8
Sep17 170106 17.78 17.80 17.73 17.80 +0.09 19 1,414 +2
Oct17 170106 17.69 17.73 17.66 17.73 +0.08 24 1,180 +23
Nov17 170106 17.52 17.55 17.52 17.55 +0.03 27 1,236 +22
Dec17 170106 17.20 17.25 17.17 17.20 +0.01 35 1,081 +13
Jan18 170106 16.84 16.84 16.84 16.84 unch 5 224 +5
Total Volume and Open Interest 1,098 29,397 -5,547
Cocoa(ICE)
Mar17 170106 2263 2291 2245 2261 -1 22,177 126,996 -999
May17 170106 2243 2273 2227 2244 -1 7,082 59,258 +513
Jul17 170106 2243 2270 2230 2242 unch 3,797 40,786 -49
Sep17 170106 2255 2281 2240 2252 -1 2,132 18,599 +536
Dec17 170106 2272 2301 2261 2272 -1 1,218 13,381 +106
Mar18 170106 2289 2317 2274 2287 -3 385 10,438 -26
May18 170106 2298 2298 2298 2298 -4 127 3,701 -119
Total Volume and Open Interest 36,968 277,068 -41
Coffee "C"(ICE)
Mar17 170106 143.50 144.50 142.05 142.85 -0.90 18,851 98,234 -1,526
May17 170106 146.00 146.80 144.40 145.15 -0.90 5,488 41,792 -223
Jul17 170106 147.80 149.00 146.75 147.45 -0.85 3,911 22,245 +94
Sep17 170106 150.35 151.00 148.95 149.50 -0.85 1,494 13,319 +2
Dec17 170106 153.90 153.90 152.25 152.45 -0.85 392 11,195 +33
Mar18 170106 156.75 156.75 155.25 155.25 -0.85 130 2,552 +86
Total Volume and Open Interest 30,268 192,726 -1,540
Orange Juice(ICE)
Jan17 170106 189.45 189.45 185.05 185.55 -5.35 13 121 -2
Mar17 170106 189.10 189.10 181.50 182.80 -7.50 942 11,874 +57
May17 170106 185.00 185.10 180.00 181.20 -6.70 147 840 +47
Jul17 170106 184.00 184.00 178.90 180.35 -6.20 40 305 +9
Sep17 170106 180.00 180.00 179.90 179.90 -5.90 2 32 +0
Nov17 170106 181.80 181.80 178.45 178.45 -5.65 0 3 +0
Total Volume and Open Interest 1,144 13,176 +111
Sugar #11(ICE)
Mar17 170106 20.66 20.84 20.30 20.75 -0.03 56,769 346,029 -3,610
May17 170106 20.40 20.49 20.05 20.41 -0.02 24,448 162,965 -2,681
Jul17 170106 19.88 19.99 19.63 19.92 -0.03 19,342 119,186 +3,827
Oct17 170106 19.50 19.59 19.30 19.55 +0.01 8,999 79,867 -156
Mar18 170106 19.20 19.35 19.10 19.33 +0.04 5,661 49,614 +692
May18 170106 18.52 18.67 18.44 18.66 +0.04 1,598 17,783 -432
Jul18 170106 17.87 18.03 17.82 18.00 +0.03 1,513 12,643 -182
Oct18 170106 17.52 17.66 17.45 17.58 -0.04 743 12,104 +215
Total Volume and Open Interest 119,275 808,252 -2,231
London Cocoa(LCE)
Mar17 170106 1809 1848 1805 1821 +12 10,784 111,231 +1,579
May17 170106 1820 1860 1819 1833 +10 4,949 68,767 -408
Jul17 170106 1839 1879 1839 1850 +9 2,403 34,391 +50
Sep17 170106 1852 1892 1852 1862 +9 1,674 36,932 -305
Dec17 170106 1864 1904 1864 1874 +10 710 27,143 +149
Mar18 170106 1874 1915 1874 1884 +10 406 17,961 +63
May18 170106 1912 1919 1898 1898 +9 32 4,912 -1
Total Volume and Open Interest 20,959 303,080 +1,126
London Sugar(LCE)
Mar17 170106 543.00 546.20 537.50 543.40 -3.10 6,520 34,872 -690
May17 170106 540.10 544.40 534.70 541.60 -2.20 2,860 22,548 +277
Aug17 170106 532.00 534.80 526.10 532.40 -1.70 1,278 10,310 -129
Oct17 170106 508.30 515.00 508.30 512.80 -1.30 591 10,430 +41
Dec17 170106 503.00 504.50 502.80 502.80 -1.00 500 3,504 +212
Total Volume and Open Interest 11,906 85,994 -238
Cotton(ICE)
Mar17 170106 73.93 74.19 72.90 73.99 +0.21 37,052 173,458 +8,223
May17 170106 73.85 74.36 73.18 74.29 +0.36 9,047 40,720 -861
Jul17 170106 74.16 74.57 73.42 74.53 +0.47 4,622 19,939 +687
Oct17 170106 71.54 71.54 71.54 71.54 unch 0 36 +0
Dec17 170106 71.40 71.61 70.97 71.57 +0.10 3,064 19,886 +94
Mar18 170106 71.57 71.71 71.52 71.68 +0.22 164 569 +94
Total Volume and Open Interest 53,950 255,395 +8,237
Lumber(CME)
Jan17 170106 315.0 317.4 312.7 312.9 -2.4 156 595 -83
Mar17 170106 328.5 331.9 326.6 328.2 -0.4 270 2,843 +6
May17 170106 337.1 337.1 335.5 336.1 -0.6 6 351 -3
Jul17 170106 344.7 344.7 344.3 344.7 -0.6 6 54 +0
Total Volume and Open Interest 438 3,874 -80
Crude Oil(NYM)
Feb17 170106 53.73 54.32 53.32 53.99 +0.23 512,641 451,079 -3,498
Mar17 170106 54.62 55.20 54.20 54.87 +0.19 157,504 334,432 +2,110
Apr17 170106 55.46 55.97 55.00 55.68 +0.19 58,957 156,555 -2,989
May17 170106 56.15 56.63 55.67 56.37 +0.20 30,524 117,286 +1,823
Jun17 170106 56.61 57.13 56.14 56.88 +0.20 60,043 223,745 -2,337
Jul17 170106 56.90 57.42 56.55 57.21 +0.20 18,224 58,056 +7,059
Aug17 170106 57.10 57.52 56.72 57.40 +0.21 7,262 53,040 +194
Sep17 170106 57.23 57.72 56.82 57.51 +0.21 12,986 79,207 +3,578
Oct17 170106 57.02 57.57 57.02 57.57 +0.22 2,489 42,396 -403
Nov17 170106 57.06 57.70 56.97 57.62 +0.23 3,770 41,135 +1,482
Dec17 170106 57.28 57.82 56.95 57.66 +0.23 38,763 212,101 -169
Jan18 170106 57.16 57.63 57.16 57.63 +0.24 2,806 37,436 -138
Feb18 170106 57.49 57.60 57.49 57.60 +0.24 597 15,184 +109
Mar18 170106 57.25 57.57 57.25 57.57 +0.25 1,404 24,044 +146
Apr18 170106 57.53 57.94 57.53 57.53 +0.26 368 7,710 -52
May18 170106 57.49 57.49 57.49 57.49 +0.27 1,723 6,502 +824
Total Volume and Open Interest 942,108 2,100,807 +11,483
e-miNY Crude Oil(NYM)
Feb17 170106 53.750 54.300 53.325 54.000 +0.250 10,277 2,305 -176
Mar17 170106 54.725 55.175 54.250 54.875 +0.200 389 1,039 +25
Apr17 170106 55.375 55.875 55.200 55.675 +0.175 33 411 +4
May17 170106 56.100 56.375 55.800 56.375 +0.200 37 162 +34
Jun17 170106 57.000 57.000 56.875 56.875 +0.200 44 151 +24
Jul17 170106 57.000 57.200 57.000 57.200 +0.200 12 135 +8
Aug17 170106 57.125 57.400 57.125 57.400 +0.200 2 120 -2
Sep17 170106 57.500 57.500 55.950 57.500 +0.200 0 28 +0
Oct17 170106 57.575 57.575 56.125 57.575 +0.225 0 55 +0
Nov17 170106 57.625 57.625 57.625 57.625 +0.225 14 53 +10
Total Volume and Open Interest 10,824 4,694 -65
NY Harbor ULSD(NYM)
Feb17 170106 169.71 171.46 167.77 170.32 +0.90 52,731 114,969 -3,553
Mar17 170106 171.07 172.66 169.09 171.66 +0.93 33,502 96,848 +2,579
Apr17 170106 171.51 173.25 169.87 172.31 +0.93 19,408 48,542 +1,817
May17 170106 172.38 173.87 170.61 173.08 +0.90 8,911 30,849 +574
Jun17 170106 172.81 174.60 171.62 173.85 +0.84 10,220 43,956 -1,148
Jul17 170106 174.40 175.49 173.62 174.83 +0.79 2,213 10,280 -172
Aug17 170106 175.95 176.26 173.91 175.80 +0.75 1,322 4,820 +215
Sep17 170106 175.62 177.44 174.73 176.80 +0.68 1,783 8,854 -253
Oct17 170106 178.11 178.16 175.99 177.67 +0.59 516 5,324 -94
Nov17 170106 177.66 178.44 177.66 178.43 +0.52 495 4,090 +8
Dec17 170106 178.12 180.00 177.23 179.14 +0.52 3,735 38,038 +356
Jan18 170106 179.68 179.94 179.40 179.94 +0.50 82 3,102 -18
Feb18 170106 180.21 180.21 179.60 180.21 +0.49 32 1,867 +16
Mar18 170106 179.76 179.76 179.76 179.76 +0.49 35 1,060 +15
Total Volume and Open Interest 135,659 427,929 +270
RBOB Gasoline(NYM)
Feb17 170106 163.91 165.83 162.39 163.40 -0.37 46,146 133,917 -2,294
Mar17 170106 166.10 167.71 164.63 165.84 +0.03 34,237 87,151 +1,284
Apr17 170106 184.10 185.43 182.73 184.21 +0.46 19,126 47,892 +1,327
May17 170106 184.80 186.26 183.96 185.29 +0.48 8,408 30,694 +166
Jun17 170106 184.32 185.78 183.27 184.77 +0.42 7,438 35,315 +912
Jul17 170106 184.33 184.39 182.41 183.38 +0.34 3,729 14,923 +135
Aug17 170106 182.15 182.39 180.49 181.28 +0.19 1,817 5,623 -244
Sep17 170106 178.36 179.53 177.08 178.51 +0.05 2,207 13,398 -44
Oct17 170106 164.93 165.24 164.59 165.24 -0.15 800 4,979 +289
Nov17 170106 162.04 162.66 161.34 161.85 -0.33 346 2,444 +11
Total Volume and Open Interest 126,251 410,288 +1,569
e-miNY RBOB Gasoline(NYM)
Feb17 170106 163.40 164.60 162.20 163.40 -0.37 0 1 +0
Mar17 170106 165.80 165.84 165.80 165.80 -0.01      
Apr17 170106 184.20 184.21 184.20 184.20 +0.45      
May17 170106 185.30 185.30 185.29 185.30 +0.49      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb17 170106 3.304 3.358 3.214 3.285 +0.012 171,528 166,641 +5,116
Mar17 170106 3.286 3.351 3.211 3.288 +0.020 66,857 263,403 +2,561
Apr17 170106 3.240 3.317 3.180 3.256 +0.030 49,296 113,893 -2,512
May17 170106 3.230 3.310 3.180 3.261 +0.039 39,823 112,544 +708
Jun17 170106 3.264 3.345 3.212 3.295 +0.043 17,033 40,727 -491
Jul17 170106 3.298 3.371 3.250 3.327 +0.045 14,454 55,362 +168
Aug17 170106 3.288 3.366 3.250 3.326 +0.048 8,676 35,772 +67
Sep17 170106 3.262 3.347 3.225 3.308 +0.050 8,383 36,563 +1,266
Oct17 170106 3.294 3.366 3.245 3.326 +0.049 17,645 90,420 -1,075
Nov17 170106 3.337 3.391 3.288 3.371 +0.050 4,001 35,820 -428
Dec17 170106 3.427 3.499 3.405 3.485 +0.049 4,049 37,060 +271
Jan18 170106 3.518 3.605 3.497 3.572 +0.051 5,946 41,603 +432
Feb18 170106 3.467 3.542 3.467 3.523 +0.043 1,967 16,304 -228
Mar18 170106 3.380 3.445 3.358 3.426 +0.036 4,094 39,180 +780
Apr18 170106 2.891 2.937 2.874 2.911 +0.010 4,071 43,683 +661
May18 170106 2.838 2.875 2.823 2.847 -0.003 3,965 11,695 -397
Total Volume and Open Interest 424,073 1,238,253 +6,913
Brent Crude Oil(ICE)
Mar17 170106 56.88 57.47 56.28 57.10 +0.21 282,545 603,835 -5,077
Apr17 170106 57.50 58.03 56.89 57.68 +0.20 103,517 245,125 +3,173
May17 170106 57.97 58.50 57.37 58.17 +0.19 57,804 155,947 +4,805
Jun17 170106 58.37 58.89 57.77 58.57 +0.18 70,777 252,312 -3,305
Jul17 170106 58.60 59.13 58.07 58.84 +0.18 19,819 86,886 -2,233
Aug17 170106 58.72 59.26 58.22 58.98 +0.17 13,518 55,492 +1,053
Sep17 170106 58.82 59.25 58.25 59.03 +0.17 17,096 71,912 +714
Oct17 170106 58.75 59.23 58.25 59.02 +0.17 5,896 34,775 +117
Nov17 170106 58.70 59.19 58.30 59.00 +0.18 4,961 28,296 +820
Dec17 170106 58.66 59.20 58.20 58.94 +0.17 50,341 225,451 +590
Jan18 170106 58.89 58.89 58.89 58.89 +0.18 2,762 29,312 +81
Feb18 170106 58.66 58.84 58.66 58.84 +0.17 2,068 21,293 +718
Mar18 170106 58.82 58.82 58.82 58.82 +0.16 1,659 23,830 -11
Apr18 170106 58.79 58.79 58.79 58.79 +0.15 589 16,395 +94
Total Volume and Open Interest 669,385 2,200,517 +6,275
Gas Oil(ICE)
Jan17 170106 494.50 500.00 488.50 493.25 +5.00 47,200 84,630 -8,710
Feb17 170106 500.75 505.50 494.00 498.75 +5.00 88,945 168,579 +4,690
Mar17 170106 504.00 509.25 498.50 503.25 +5.25 63,190 103,047 +10,033
Apr17 170106 507.50 512.25 501.75 506.50 +5.25 27,278 57,313 +4,822
May17 170106 510.00 514.50 505.00 509.00 +5.25 17,723 47,711 +70
Jun17 170106 512.25 516.50 506.50 511.00 +5.00 30,685 90,666 +2,322
Jul17 170106 515.00 519.00 510.25 513.75 +5.00 8,116 26,845 +4
Aug17 170106 515.25 521.25 514.25 516.50 +5.00 4,098 17,146 +327
Sep17 170106 519.00 524.00 516.75 519.00 +5.00 5,974 31,677 +261
Oct17 170106 523.00 526.25 518.25 521.25 +4.75 2,065 23,674 +303
Total Volume and Open Interest 319,602 851,924 +15,646
Ethanol(CBOT)
Feb17 170106 1.541 1.559 1.540 1.551 +0.001 444 3,852 +5
Mar17 170106 1.548 1.567 1.548 1.563 +0.002 141 658 -49
Apr17 170106 1.579 1.579 1.532 1.579 +0.002 208 812 +120
May17 170106 1.581 1.581 1.513 1.581 +0.002 1 25 +0
Jun17 170106 1.572 1.572 1.565 1.572 +0.002 0 29 +0
Jul17 170106 1.567 1.567 1.560 1.567 +0.002 50 130 +50
Aug17 170106 1.559 1.559 1.510 1.559 +0.002 40 40 +40
Sep17 170106 1.553 1.553 1.553 1.553 +0.002 0 4 +0
Total Volume and Open Interest 884 5,562 +153
WTI Crude Oil(ICE)
Feb17 170106 53.69 54.32 53.33 53.99 +0.23 41,485 56,680 -1,836
Mar17 170106 54.66 55.20 54.20 54.87 +0.19 47,982 100,818 -165
Apr17 170106 55.47 55.95 55.00 55.68 +0.19 19,422 30,353 +214
May17 170106 56.01 56.61 55.65 56.37 +0.20 7,987 22,536 -503
Jun17 170106 56.53 57.11 56.14 56.88 +0.20 13,927 64,985 -334
Jul17 170106 57.07 57.40 56.52 57.21 +0.20 2,729 18,121 -354
Aug17 170106 57.02 57.57 56.92 57.40 +0.21 1,497 13,514 -16
Sep17 170106 57.48 57.67 57.12 57.51 +0.21 3,916 18,462 -44
Oct17 170106 57.57 57.57 57.57 57.57 +0.22 508 5,050 +132
Nov17 170106 57.62 57.62 57.62 57.62 +0.23 412 2,952 +140
Dec17 170106 57.47 57.82 56.99 57.66 +0.23 8,917 80,704 +43
Jan18 170106 57.63 57.63 57.63 57.63 +0.24 246 2,360 +124
Feb18 170106 57.60 57.60 57.60 57.60 +0.24 68 1,335 -39
Mar18 170106 57.57 57.57 57.57 57.57 +0.25 25 3,839 +10
Apr18 170106 57.53 57.53 57.53 57.53 +0.26 8 1,047 +0
May18 170106 57.49 57.49 57.49 57.49 +0.27 23 558 +23
Total Volume and Open Interest 156,362 527,586 -2,331
US Dollar Index(ICE)
Mar17 170106 101.540 102.300 101.395 102.210 +0.683 36,179 82,189 -854
Jun17 170106 101.470 102.180 101.420 102.140 +0.688 234 1,465 -139
Sep17 170106 101.495 102.015 101.370 102.015 +0.688 14 296 +9
Total Volume and Open Interest 36,434 83,963 -978
Australian Dollar(CME)
Mar17 170106 73.28 73.44 72.78 72.93 -0.29 86,827 105,111 +1,602
Jun17 170106 73.05 73.26 72.63 72.77 -0.29 59 462 +15
Sep17 170106 72.64 73.11 72.60 72.64 -0.29 1 18 +1
Total Volume and Open Interest 86,887 105,627 +1,618
British Pound(CME)
Mar17 170106 124.32 124.49 122.78 122.93 -1.34 91,122 221,050 -3,434
Jun17 170106 124.61 124.78 123.10 123.25 -1.33 164 690 -2
Sep17 170106 123.80 125.06 123.47 123.58 -1.31 0 165 +0
Total Volume and Open Interest 91,286 221,960 -3,436
Canadian Dollar(CME)
Mar17 170106 75.65 75.94 75.42 75.59 unch 70,131 91,898 -3,978
Jun17 170106 75.61 76.02 75.51 75.67 -0.01 115 1,857 +21
Sep17 170106 75.94 76.10 75.65 75.77 unch 16 484 +0
Dec17 170106 75.88 76.21 75.29 75.88 -0.01 3 532 -1
Total Volume and Open Interest 70,265 94,793 -3,958
Japanese Yen(CME)
Mar17 170106 86.86 87.12 85.54 85.67 -1.06 136,756 216,165 -3,296
Jun17 170106 87.45 87.54 85.98 86.10 -1.06 593 813 +206
Sep17 170106 86.92 87.90 86.49 86.57 -1.06 0 45 +0
Total Volume and Open Interest 137,353 217,034 -3,086
Swiss Franc(CME)
Mar17 170106 99.40 99.42 98.52 98.56 -0.73 20,688 53,881 +531
Jun17 170106 99.94 99.99 99.17 99.19 -0.72 0 96 +0
Sep17 170106 99.83 99.83 99.83 99.83 -0.72 0 4 +0
Total Volume and Open Interest 20,688 53,986 +531
EuroFX(CME)
Mar17 170106 106.35 106.60 105.54 105.61 -0.61 197,711 410,696 +3,443
Jun17 170106 106.83 106.99 106.10 106.16 -0.61 896 8,674 +34
Sep17 170106 107.29 107.49 106.68 106.70 -0.61 43 319 +31
Total Volume and Open Interest 198,660 419,748 +3,509
Mexican Peso(CME)
Jan17 170106 471.00 471.00 471.00 471.00 +6.25      
Feb17 170106 468.75 468.75 468.75 468.75 +6.13      
Total Volume and Open Interest 64,858 157,086 +5,523
Brazilian Real(CME)
Feb17 170106 310.30 311.70 308.15 308.20 -1.90 1,025 24,142 +176
Mar17 170106 308.20 308.60 306.20 306.20 -1.85 44 7,390 +5
Apr17 170106 303.45 303.45 303.45 303.45 -2.00      
May17 170106 301.35 301.35 301.35 301.35 -1.95      
Total Volume and Open Interest 1,069 31,532 +181
30-Year T-Bonds(CBOT)
Mar17 170106 152~280 153~090 151~190 151~250 -0~230 207,211 601,524 -3,042
Jun17 170106 151~240 151~240 150~150 150~150 -0~230 14 22 -1
Sep17 170106 150~150 150~150 150~150 150~150 -0~230      
Total Volume and Open Interest 207,225 601,546 -3,043
10-Year T-Notes(CBOT)
Mar17 170106 124~305 125~105 124~100 124~130 -0~135 1,153,515 3,090,091 -6,438
Jun17 170106 124~110 124~150 123~260 123~260 -0~135 48 71 +48
Sep17 170106 123~260 123~260 123~260 123~260 -0~135      
Total Volume and Open Interest 1,153,563 3,090,162 -6,390
5-Year T-Notes(CBOT)
Mar17 170106 118~012 118~080 117~186 117~204 -0~096 604,181 2,958,991 +1,028
Jun17 170106 117~084 117~112 117~040 117~084 -0~096 0 1 +0
Sep17 170106 117~084 117~084 117~084 117~084 -0~096      
Total Volume and Open Interest 604,181 2,958,992 +1,028
2 Year T-Notes(CBOT)
Mar17 170106 108~126 108~142 108~084 108~092 -0~024 241,137 1,151,948 +12,312
Jun17 170106 108~022 108~022 108~022 108~022 -0~024      
Sep17 170106 108~022 108~022 108~022 108~022 -0~024      
Total Volume and Open Interest 241,137 1,151,948 +12,312
Eurodollars(CME)
Mar17 170106 98.945 98.945 98.920 98.925 -0.015 158,044 1,415,709 -5,354
Jun17 170106 98.795 98.805 98.760 98.770 -0.020 188,908 1,341,142 +19,767
Sep17 170106 98.670 98.680 98.625 98.630 -0.030 215,272 1,197,155 +8,263
Dec17 170106 98.520 98.530 98.460 98.470 -0.040 246,006 1,343,230 +20,454
Mar18 170106 98.410 98.425 98.335 98.345 -0.060 219,015 980,945 -2,346
Jun18 170106 98.305 98.320 98.205 98.220 -0.075 160,217 650,134 +21,677
Sep18 170106 98.200 98.215 98.095 98.110 -0.080 148,860 477,098 +10,142
Dec18 170106 98.080 98.100 97.975 97.990 -0.085 230,393 706,180 +23,298
Mar19 170106 98.010 98.035 97.895 97.910 -0.090 141,906 638,692 -2,555
Jun19 170106 97.935 97.960 97.820 97.840 -0.090 128,795 529,401 -3,770
Sep19 170106 97.875 97.905 97.760 97.775 -0.090 97,496 416,576 -3,279
Dec19 170106 97.795 97.830 97.680 97.695 -0.090 143,899 380,076 -7,637
Mar20 170106 97.760 97.790 97.640 97.655 -0.085 78,797 290,359 +13,863
Jun20 170106 97.705 97.745 97.600 97.610 -0.085 54,402 160,185 +4,244
Sep20 170106 97.665 97.705 97.560 97.565 -0.085 48,210 138,684 +3,943
Dec20 170106 97.605 97.645 97.500 97.510 -0.080 57,364 163,171 +5,808
Mar21 170106 97.570 97.605 97.470 97.475 -0.080 36,809 93,054 -12,434
Jun21 170106 97.530 97.575 97.430 97.440 -0.075 27,341 90,640 -579
Total Volume and Open Interest 2,466,496 11,414,688 +98,711
Ultra T-Bond(CBOT)
Mar17 170106 163~18 163~29 161~24 161~31 -1~05 105,464 691,536 +3,798
Jun17 170106 160~24 160~24 160~20 160~24 -1~04      
Sep17 170106 160~24 160~24 160~24 160~24 -1~04      
Total Volume and Open Interest 105,464 691,536 +3,798
Ultra 10-Yr T-Note(CBOT)
Mar17 170106 135~035 135~190 134~070 134~105 -0~170 87,363 292,917 +506
Jun17 170106 133~085 133~085 133~085 133~085 -0~170      
Sep17 170106 133~085 133~085 133~085 133~085 -0~170      
Total Volume and Open Interest 87,363 292,917 +506
30 Day Federal Funds(CBOT)
Jan17 170106 99.355 99.355 99.353 99.353 unch 3,832 144,483 -2,785
Feb17 170106 99.350 99.350 99.345 99.345 unch 5,626 82,887 +168
Mar17 170106 99.315 99.315 99.305 99.305 -0.005 10,246 83,690 +2,872
Apr17 170106 99.290 99.295 99.275 99.280 -0.010 17,781 214,080 -4,959
May17 170106 99.245 99.255 99.230 99.235 -0.010 11,098 66,203 -1,466
Jun17 170106 99.180 99.190 99.165 99.170 -0.010 2,439 19,694 +211
Total Volume and Open Interest 104,641 887,106 +4,799
Japanese Govt Bonds(SGX)
Mar17 170105 150.07 150.22 150.00 150.13 +0.07 311 13,881 -615
Jun17 170105 150.10 150.10 150.10 150.10 +0.07      
Sep17 170105 150.10 150.10 150.10 150.10 +0.07      
Total Volume and Open Interest 311 13,881 -615
Euro-Buxl(EUREX)
Mar17 170106 171.78 172.38 169.34 169.82 -2.00 48,520 213,403 +3,570
Jun17 170106 169.98 170.18 167.40 167.76 -2.02 16 17 -4
Sep17 170106 167.78 167.78 165.20 165.92 -2.00 16 10 +4
Total Volume and Open Interest 48,552 213,430 +3,570
Euro-Bund(EUREX)
Mar17 170106 163.64 163.67 162.67 162.84 -0.70 655,358 2,086,796 +186,520
Jun17 170106 160.06 160.32 159.50 159.62 -0.67 831 3,052 +959
Sep17 170106 159.62 159.62 159.62 159.62 -0.67      
Total Volume and Open Interest 656,189 2,089,848 +187,479
Euro-Bobl(EUREX)
Mar17 170106 133.50 133.50 133.25 133.32 -0.13 460,490 1,530,831 +79,073
Jun17 170106 131.13 131.13 131.13 131.13 -0.13 1 1,016 +7
Sep17 170106 131.13 131.13 131.13 131.13 -0.13      
Total Volume and Open Interest 460,491 1,531,847 +79,080
Euro-Schatz(EUREX)
Mar17 170106 112.27 112.28 112.21 112.26 unch 218,449 1,574,836 +184,981
Jun17 170106 112.02 112.04 112.02 112.04 -0.01 406 22,639 +21,169
Sep17 170106 112.04 112.04 112.04 112.04 -0.01      
Total Volume and Open Interest 218,855 1,597,475 +206,150
3-Mth Euribor(EUREX)
Mar17 170106 100.320 100.320 100.320 100.320 unch 4 3,870 +0
Jun17 170106 100.305 100.305 100.305 100.305 +0.005 4 33,463 -2
Sep17 170106 100.285 100.285 100.285 100.285 +0.005 2 4,247 +0
Total Volume and Open Interest 213 71,310 +105
Long Gilt(LIFFE)
Mar17 170106 124~30 125~05 124~06 124~11 -0~20 140,324 613,839 +10,122
Jun17 170106 123~13 123~13 123~13 123~13 -0~19      
Total Volume and Open Interest 140,324 613,839 +10,122
3-Mth Short Sterling(LIFFE)
Mar17 170106 99.61 99.61 99.61 99.61 +0.00 14,493 359,914 +156
Jun17 170106 99.58 99.59 99.58 99.59 unch 26,609 396,246 -579
Sep17 170106 99.56 99.56 99.54 99.55 -0.01 33,283 261,641 +397
Dec17 170106 99.52 99.52 99.50 99.51 -0.01 47,325 298,400 -2,024
Mar18 170106 99.48 99.48 99.45 99.46 -0.02 47,277 182,443 -2,541
Jun18 170106 99.43 99.44 99.39 99.41 -0.02 44,953 174,989 -4,215
Total Volume and Open Interest 392,026 2,276,703 +1,940
3-Mth Euribor(LIFFE)
Mar17 170106 100.320 100.320 100.315 100.315 -0.005 24,953 368,618 -4,469
Jun17 170106 100.305 100.305 100.300 100.300 unch 36,638 378,851 -4,332
Sep17 170106 100.285 100.290 100.280 100.285 unch 25,511 333,240 -1,415
Total Volume and Open Interest 571,810 3,178,608 +39,324
3-Mth Aus T-Bills(SFE)
Mar17 170106 98.18 98.20 98.17 98.19 unch 8,830 195,953 -624
Jun17 170106 98.14 98.17 98.14 98.16 +0.01 9,010 247,631 +10,341
Sep17 170106 98.09 98.12 98.08 98.11 +0.01 13,014 152,815 -1,855
Dec17 170106 98.02 98.05 98.00 98.04 +0.02 14,135 180,049 +10,213
Mar18 170106 97.93 97.97 97.91 97.96 +0.03 9,727 94,389 +3,080
Jun18 170106 97.84 97.89 97.83 97.87 +0.02 5,761 72,621 +527
Sep18 170106 97.75 97.79 97.73 97.79 +0.04 3,441 46,929 +226
Dec18 170106 97.66 97.72 97.64 97.71 +0.05 4,051 25,782 +1,714
Mar19 170106 97.58 97.65 97.56 97.63 +0.05 409 6,801 +329
Jun19 170106 97.49 97.55 97.47 97.55 +0.06 112 3,202 -96
Total Volume and Open Interest 68,630 1,028,275 +23,955
10-Year Aus T-Bonds(SFE)
Mar17 170106 97.22 97.29 97.19 97.28 +0.06 103,073 895,135 +10,926
Jun17 170106 97.28 97.28 97.28 97.28 +0.06      
Total Volume and Open Interest 103,073 895,135 +10,926
3-Year Aus T-Bonds(SFE)
Mar17 170106 97.97 98.03 97.95 98.02 +0.04 120,830 875,923 +12,243
Jun17 170106 98.02 98.02 98.02 98.02 +0.04      
Total Volume and Open Interest 120,830 875,923 +12,243
Gold(CMX)
Feb17 170106 1181.0 1183.8 1171.1 1173.4 -7.9 179,878 275,537 -5,083
Apr17 170106 1183.7 1186.2 1174.1 1176.3 -7.8 10,121 63,995 +4,482
Jun17 170106 1185.8 1187.0 1177.0 1179.0 -7.7 4,926 36,270 -304
Aug17 170106 1190.7 1190.7 1179.7 1181.7 -7.7 1,693 11,328 +73
Oct17 170106 1189.1 1189.1 1184.5 1184.5 -7.6 1,188 2,791 -437
Dec17 170106 1193.6 1193.6 1185.4 1187.2 -7.5 3,241 22,945 +895
Feb18 170106 1190.1 1193.5 1190.1 1190.1 -7.3 401 408 +198
Apr18 170106 1193.3 1193.3 1193.3 1193.3 -7.1 2 163 +0
Jun18 170106 1196.6 1196.6 1187.1 1196.6 -7.0 293 4,223 -4
Aug18 170106 1200.3 1200.3 1200.3 1200.3 -7.0 0 6 +0
Oct18 170106 1204.1 1204.1 1204.1 1204.1 -6.9 3 5 +2
Dec18 170106 1209.9 1209.9 1207.9 1208.0 -6.8 48 2,121 +39
Total Volume and Open Interest 202,315 423,608 -1,065
Silver(CMX)
Mar17 170106 1663.5 1671.5 1626.0 1651.9 -11.8 52,451 133,789 +208
May17 170106 1669.5 1674.0 1645.5 1657.4 -11.8 1,486 15,730 +277
Jul17 170106 1674.0 1677.5 1655.0 1662.4 -11.8 251 6,358 +38
Sep17 170106 1664.5 1670.0 1661.5 1667.4 -11.7 145 1,546 +44
Dec17 170106 1690.5 1690.5 1670.0 1674.8 -11.6 149 5,528 -32
Mar18 170106 1683.5 1683.6 1683.5 1683.6 -11.6 16 30 +16
May18 170106 1687.9 1687.9 1687.9 1687.9 -11.6 0 5 +0
Total Volume and Open Interest 54,545 164,365 +553
Platinum(NYMEX)
Jan17 170106 965.6 967.1 960.0 966.5 -5.6 278 236 -96
Apr17 170106 972.6 974.8 961.4 970.6 -5.4 20,056 60,621 -52
Jul17 170106 978.1 978.8 965.8 974.5 -5.4 714 2,794 +243
Oct17 170106 972.2 976.9 972.2 976.9 -5.4 3 232 +2
Total Volume and Open Interest 21,179 64,137 +35
Palladium(NYMEX)
Mar17 170106 739.80 759.80 735.55 758.35 +20.15 4,823 24,068 +291
Jun17 170106 740.50 759.00 738.95 758.55 +20.20 189 718 +23
Sep17 170106 759.70 759.70 759.70 759.70 +20.20 0 2 +0
Total Volume and Open Interest 5,012 24,797 +314
Copper(CMX)
Mar17 170106 253.50 254.80 251.25 254.60 +0.85 71,968 147,658 +3,984
May17 170106 254.20 255.55 251.95 255.35 +0.85 2,832 27,809 +174
Jul17 170106 255.10 256.25 252.75 256.05 +0.80 1,294 21,727 +224
Sep17 170106 254.35 256.55 253.60 256.55 +0.80 405 6,880 -13
Dec17 170106 256.65 256.95 256.65 256.95 +0.80 436 10,012 +24
Total Volume and Open Interest 79,228 228,912 +5,038
E-mini DJIA Index(CBOT)
Mar17 170106 19821 19925 19760 19897 +76 104,361 136,304 -2,170
Jun17 170106 19745 19860 19745 19840 +81 13 204 -2
Sep17 170106 19788 19788 19788 19788 +81      
Dec17 170106 19746 19746 19746 19746 +81 0 1 +0
Total Volume and Open Interest 104,374 136,509 -2,172
S & P 500(CME)
Mar17 170106 2265.30 2271.50 2261.90 2271.50 +7.20 7,781 62,499 -1,789
Jun17 170106 2265.70 2271.50 2252.50 2265.70 +7.20 33 1,875 -43
Sep17 170106 2261.20 2267.10 2248.10 2261.20 +7.10 6 26 -1
Dec17 170106 2256.40 2262.30 2243.30 2256.40 +7.10      
Total Volume and Open Interest 7,820 64,400 -1,833
S & P 500 E-Mini(Globex)
Mar17 170106 2264.25 2277.00 2258.25 2271.50 +7.25 1,404,875 2,804,829 +5,168
Jun17 170106 2258.25 2270.75 2252.75 2265.75 +7.25 3,076 14,014 +1,818
Sep17 170106 2253.25 2264.50 2249.50 2261.25 +7.25 16 162 +5
Dec17 170106 2250.00 2260.00 2250.00 2256.50 +7.25 1 71 -1
Total Volume and Open Interest 1,407,968 2,819,076 +6,990
NASDAQ 100 E-Mini(Globex)
Mar17 170106 4962.50 5017.50 4952.50 5004.00 +42.00 171,952 219,015 -10,232
Jun17 170106 4959.00 5016.00 4953.30 5003.80 +42.80 53 300 -7
Sep17 170106 5001.30 5010.80 5001.30 5006.50 +42.70 0 55 +0
Total Volume and Open Interest 172,005 219,384 -10,239
S&P Midcap 400(CME) e-Mini
Mar17 170106 1682.50 1688.30 1676.40 1679.40 -2.30 23,533 97,990 +2,114
Jun17 170106 1671.60 1680.30 1671.60 1671.60 -2.30 0 1 +0
Sep17 170106 1670.20 1670.20 1670.20 1670.20 -2.30      
Total Volume and Open Interest 23,533 97,991 +2,114
Volatility Index(CBOE)
Jan17 170106 13.05 13.15 12.60 12.88 -0.15 75,213 187,044 +0
Feb17 170106 14.80 14.85 14.35 14.68 -0.15 65,445 104,119 +0
Mar17 170106 16.15 16.20 15.75 16.02 -0.16 25,599 35,643 +0
Apr17 170106 17.24 17.24 16.83 17.02 -0.16 9,421 23,264 +0
Total Volume and Open Interest 186,692 396,142 +0
Russell 2000 Mini(ICE)
Mar17 170106 1369.60 1375.90 1362.60 1365.10 -5.50 141,891 663,812 +4,128
Jun17 170106 1362.10 1362.10 1362.10 1362.10 -5.50 1 476 +1
Sep17 170106 1359.10 1359.10 1359.10 1359.10 -5.50 0 202 +0
Total Volume and Open Interest 141,892 664,570 +4,129
Nikkei 225(CME)
Mar17 170106 19480 19675 19375 19635 +155 12,273 28,415 +184
Jun17 170106 19570 19570 19565 19565 +155 3 26 +1
Total Volume and Open Interest 12,276 28,441 +185
Nikkei 225(SGX)
Mar17 170106 19450 19470 19405 19410 -60 76,451 205,660 +6,807
Jun17 170106 19295 19405 19275 19285 -60 3 322 +1
Sep17 170105 19315 19315 19315 19315 -130 0 5 +0
Total Volume and Open Interest 16,803 207,282 -4,226
Nikkei 225 Mini(JPX)
Mar17 170105 19610 19670 19455 19500 -130 658,138 367,392 -5,994
Jun17 170105 19455 19530 19320 19370 -130 4,611 7,882 +208
Sep17 170105 19425 19480 19285 19310 -130 148 954 +4
Total Volume and Open Interest 706,638 580,018 +20,672
Nikkei 225(JPX)
Mar17 170105 19610 19670 19450 19500 -130 52,018 355,365 +1,687
Jun17 170105 19490 19520 19330 19370 -130 503 18,159 -116
Sep17 170105 19440 19440 19290 19310 -130 9 6,764 -4
Total Volume and Open Interest 52,585 449,805 +1,485
Nikkei 225(CME) Yen
Mar17 170106 19425 19620 19315 19585 +160 46,526 59,973 +771
Jun17 170106 19450 19450 19355 19450 +160 3 7 +3
Sep17 170106 19400 19400 19400 19400 +160      
Total Volume and Open Interest 46,529 59,981 +774
Nikkei 225(CME) e-Mini Yen
Mar17 170106 19580 19580 19350 19580 +150 0 93 +0
Jun17 170106 19450 19450 19450 19450 +160      
Sep17 170106 19400 19400 19400 19400 +160      
Total Volume and Open Interest 0 93 +0
CAC 40(EURONEXT)
Jan17 170106 4893.5 4915.5 4873.5 4909.0 +9.0 69,525 305,847 -4,372
Feb17 170106 4884.5 4912.0 4883.0 4907.0 +9.0 36 3,844 +14
Mar17 170106 4887.5 4907.0 4870.0 4905.0 +9.0 509 10,234 +250
Total Volume and Open Interest 70,070 319,987 -4,108
Hang Seng Index(HKFE)
Jan17 170106 22480 22625 22461 22531 +47 77,437 109,749 +1,923
Feb17 170106 22435 22572 22425 22495 +57 345 1,160 +128
Mar17 170106 22446 22571 22426 22494 +55 222 8,241 -101
Total Volume and Open Interest 78,037 121,893 +1,951
DAX(EUREX)
Mar17 170106 11564.5 11618.0 11541.5 11591.5 +21.0 65,213 163,193 +1,852
Jun17 170106 11590.5 11636.0 11570.0 11615.0 +21.0 74 864 +79
Sep17 170106 11606.5 11606.5 11606.5 11606.5 +21.0 0 5 +0
Total Volume and Open Interest 65,287 164,062 +1,931
Mini-DAX(EUREX)
Mar17 170106 11562.0 11617.0 11542.0 11591.5 +21.0 16,432 9,889 +859
Jun17 170106 11577.0 11633.0 11577.0 11615.0 +21.0 30 315 -23
Sep17 170106 11606.5 11606.5 11606.5 11606.5 +21.0      
Total Volume and Open Interest 16,462 10,204 +836
FT-SE 100(EURONEXT)
Mar17 170106 7130.50 7163.50 7115.50 7137.50 +13.50 76,951 738,624 -1,887
Jun17 170106 7080.00 7080.00 7065.00 7065.00 +13.50 116 29,411 +101
Sep17 170106 7003.50 7003.50 7003.50 7003.50 +12.50      
Total Volume and Open Interest 77,067 768,035 -1,786
SPI 200(SFE)
Mar17 170106 5718.0 5727.0 5704.0 5721.0 +5.0 22,613 268,406 +2,136
Jun17 170106 5707.0 5707.0 5707.0 5707.0 +5.0 56 1,468 +33
Sep17 170106 5657.0 5657.0 5657.0 5657.0 +5.0 0 1,670 +0
Total Volume and Open Interest 22,989 272,099 +2,418
FTSE MIB(ISE)
Mar17 170106 19650.00 19680.00 19450.00 19630.00 +60.00 22,891 35,650 -594
Jun17 170106 19225.00 19260.00 19215.00 19220.00 +57.00 3 27 +3
Total Volume and Open Interest 22,894 35,677 -591
KOSPI 200(KFE)
Mar17 170106 263.60 263.65 263.40 263.65 +1.00 94,919 134,545 -2,147
Jun17 170106 254.05 264.70 254.05 264.25 +1.25 616 4,554 -62
Sep17 170106 265.50 265.50 265.50 265.50 +1.00 0 743 +14
Total Volume and Open Interest 95,536 146,906 -2,195
GSCI(CME)
Jan17 170106 397.05 399.50 395.50 398.25 +0.15 230 14,794 -190
Feb17 170106 401.80 401.80 401.80 401.80 +0.15 50 50 +50
Mar17 170106 407.90 407.90 407.90 407.90 +0.15      
Total Volume and Open Interest 280 14,844 -140
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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