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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon January 16, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar17 170113 1037.50 1052.75 1032.50 1046.25 +6.00 87,926 317,562 -4,187
May17 170113 1046.00 1061.75 1041.25 1055.50 +6.50 25,498 106,776 +3,431
Jul17 170113 1052.25 1067.75 1047.50 1061.50 +6.25 14,717 101,942 +594
Aug17 170113 1048.00 1061.75 1044.75 1057.25 +5.75 628 7,474 +57
Sep17 170113 1027.75 1040.50 1026.25 1037.00 +4.00 257 3,418 +28
Nov17 170113 1013.50 1022.00 1009.00 1018.50 +2.00 6,847 81,556 +909
Jan18 170113 1016.25 1023.75 1013.00 1021.00 +1.25 486 3,977 +158
Mar18 170113 1010.25 1016.50 1008.50 1013.75 -1.50 16 2,490 +6
May18 170113 1009.25 1013.00 1007.25 1010.50 -2.00 31 596 +6
Jul18 170113 1003.00 1011.00 1003.00 1009.00 -2.75 31 884 +31
Aug18 170113 1000.75 1000.75 1000.75 1000.75 -3.00 0 19 +0
Sep18 170113 990.00 990.00 990.00 990.00 -3.00 0 22 +0
Nov18 170113 967.75 971.50 966.50 968.00 -6.00 76 1,397 +39
Jan19 170113 971.50 971.50 971.50 971.50 -6.00      
Total Volume and Open Interest 138,348 628,887 +262
Soybean Meal(CBOT)
Mar17 170113 326.70 336.80 325.00 333.90 +6.00 45,890 171,362 -2,929
May17 170113 329.20 339.20 327.60 336.40 +6.20 15,338 59,740 +1,630
Jul17 170113 330.90 340.50 329.60 337.80 +5.80 8,311 52,423 -392
Aug17 170113 328.80 337.10 327.20 334.90 +5.50 752 8,607 +112
Sep17 170113 324.30 332.70 324.10 331.10 +4.80 629 6,792 +255
Oct17 170113 320.10 326.80 319.60 325.60 +4.00 393 6,304 -20
Dec17 170113 320.50 327.20 319.60 325.80 +3.80 1,960 26,036 +296
Jan18 170113 320.50 325.70 319.70 324.40 +3.10 8 954 +4
Mar18 170113 319.70 323.50 317.90 322.20 +2.60 3 1,345 +0
May18 170113 320.50 322.60 317.90 321.40 +2.50 5 399 +5
Total Volume and Open Interest 74,193 335,425 -1,211
Soybean Oil(CBOT)
Mar17 170113 36.01 36.20 35.50 35.60 -0.47 54,557 195,426 -1,384
May17 170113 36.21 36.45 35.76 35.86 -0.47 16,382 73,151 -1,078
Jul17 170113 36.36 36.68 35.98 36.09 -0.47 10,981 66,572 +2,008
Aug17 170113 36.35 36.60 35.90 36.03 -0.48 909 8,380 +321
Sep17 170113 36.38 36.44 35.74 35.90 -0.48 794 6,517 +275
Oct17 170113 35.99 36.14 35.42 35.59 -0.50 475 5,657 +56
Dec17 170113 35.95 36.13 35.43 35.61 -0.47 1,873 17,505 +68
Jan18 170113 35.79 35.85 35.43 35.55 -0.52 105 1,005 -18
Mar18 170113 35.79 35.79 35.38 35.50 -0.55 186 1,029 +1
May18 170113 35.52 35.55 35.38 35.47 -0.54 128 525 -7
Total Volume and Open Interest 87,046 376,707 +194
Canola(WCE)
Jan17 170113 493.9 493.9 493.9 493.9 -2.2      
Mar17 170116 499.6 504.7 497.9 504.1 +4.0 14,099 104,211 -3,919
May17 170116 507.1 511.6 505.1 510.8 +3.7 4,106 32,380 +3
Jul17 170116 511.2 515.6 509.2 514.3 +3.2 1,760 19,459 +620
Nov17 170116 492.0 495.9 491.0 495.6 +2.7 662 17,466 +3
Total Volume and Open Interest 20,632 175,660 -3,288
Corn(CBOT)
Mar17 170113 357.50 359.50 355.25 358.50 +0.25 209,456 654,227 -5,927
May17 170113 364.25 366.00 362.00 365.50 +0.75 47,832 187,848 +3,329
Jul17 170113 371.25 373.00 369.00 372.50 +0.75 50,105 201,776 +7,711
Sep17 170113 378.00 379.75 376.00 379.50 +0.75 19,009 75,863 +7,472
Dec17 170113 385.75 386.75 383.25 386.25 +0.25 20,685 120,571 +1,967
Mar18 170113 393.75 394.75 391.50 394.50 +0.25 1,626 12,323 +107
May18 170113 399.25 399.75 397.25 399.50 unch 707 1,976 +135
Jul18 170113 403.00 403.50 401.00 403.50 +0.25 160 2,494 +59
Sep18 170113 400.50 400.50 400.50 400.50 unch 1 1,008 +1
Dec18 170113 401.50 403.00 400.00 402.75 unch 364 7,986 +216
Total Volume and Open Interest 349,969 1,266,407 +15,074
Wheat(CBOT)
Mar17 170113 426.25 426.75 419.25 426.00 -0.25 109,829 258,527 +2,462
May17 170113 439.00 440.50 432.75 439.75 +0.50 35,795 77,392 +561
Jul17 170113 453.00 455.00 447.25 454.75 +1.25 20,698 78,877 +1,480
Sep17 170113 467.25 469.50 461.50 469.50 +2.00 7,296 19,540 +1,029
Dec17 170113 483.00 486.00 477.50 486.00 +2.75 7,452 31,661 +2,980
Mar18 170113 493.25 498.25 489.75 498.25 +3.50 225 4,593 +64
Total Volume and Open Interest 181,365 472,332 +8,577
Wheat(KCBT)
Mar17 170113 444.50 449.50 441.00 449.00 +4.25 32,665 110,120 -1,565
May17 170113 456.25 461.25 453.00 461.00 +4.25 10,390 35,097 -565
Jul17 170113 468.00 473.00 464.50 472.75 +4.00 8,476 61,167 -328
Sep17 170113 482.00 485.75 478.00 485.75 +3.50 785 9,328 +169
Dec17 170113 498.00 503.75 495.00 503.75 +4.00 864 11,601 +427
Mar18 170113 509.25 513.00 507.50 512.25 +2.50 63 3,339 -2
May18 170113 518.00 518.00 518.00 518.00 +2.25 41 980 -6
Total Volume and Open Interest 53,328 232,326 -1,856
Wheat(MGE)
Mar17 170113 573.25 583.75 571.75 582.75 +8.75 8,351 33,728 -761
May17 170113 559.00 567.50 557.00 565.75 +5.00 4,462 15,173 +605
Jul17 170113 553.50 560.00 552.75 559.25 +4.75 3,657 10,406 +1,242
Sep17 170113 555.00 562.25 554.75 561.50 +4.75 1,109 5,188 +127
Dec17 170113 562.50 568.75 560.00 567.75 +4.25 622 3,707 +197
Mar18 170113 567.50 573.00 564.25 572.50 +4.00 11 626 +2
Total Volume and Open Interest 18,212 68,980 +1,412
Oats(CBOT)
Mar17 170113 234.75 243.00 234.50 242.50 +6.75 416 5,102 +71
May17 170113 234.50 238.50 234.50 236.75 +2.00 153 1,553 +103
Jul17 170113 236.75 239.00 236.00 238.25 +3.75 28 223 +14
Sep17 170113 240.00 240.00 239.25 239.25 +4.75 0 9 +0
Total Volume and Open Interest 607 7,025 +198
Rough Rice(CBOT)
Jan17 170113 9.65 9.65 9.65 9.65 -0.12 4 9 -15
Mar17 170113 9.90 9.94 9.84 9.90 -0.08 334 10,907 +37
May17 170113 10.13 10.16 10.06 10.13 -0.08 77 834 +59
Jul17 170113 10.34 10.34 10.34 10.34 -0.07 0 26 +0
Total Volume and Open Interest 415 11,789 +81
Live Cattle(CME)
Feb17 170113 117.180 118.750 116.635 118.535 +1.055 39,934 89,834 -6,589
Apr17 170113 116.135 118.000 115.800 117.930 +1.450 38,630 107,996 +5,060
Jun17 170113 106.480 108.150 106.150 108.035 +1.205 14,198 74,506 +2,748
Aug17 170113 102.100 103.830 101.980 103.680 +1.145 5,752 30,068 +307
Oct17 170113 102.100 103.480 101.580 103.330 +1.150 2,699 15,670 +604
Dec17 170113 102.100 103.650 101.900 103.450 +0.950 841 6,012 +143
Total Volume and Open Interest 102,378 326,218 +2,383
Feeder Cattle(CME)
Jan17 170113 130.100 130.900 129.350 130.450 +0.125 1,848 5,264 -367
Mar17 170113 127.650 129.450 126.785 129.300 +1.550 6,079 23,566 -2
Apr17 170113 127.330 129.035 126.450 128.850 +1.550 2,084 7,373 +286
May17 170113 126.080 127.550 125.300 127.385 +1.285 2,086 7,703 +243
Aug17 170113 126.850 128.500 126.100 128.380 +1.495 1,036 4,298 +245
Sep17 170113 125.050 126.300 124.230 126.080 +1.350 246 603 +116
Oct17 170113 123.330 123.635 123.330 123.635 +0.835 18 104 +7
Total Volume and Open Interest 13,406 48,951 +535
Lean Hogs(CME)
Feb17 170113 66.100 66.200 64.725 65.600 -0.350 26,715 52,368 -6,256
Apr17 170113 69.550 69.900 68.600 69.635 +0.085 23,248 74,394 +7,229
May17 170113 74.300 74.550 73.950 74.480 +0.150 79 1,565 -4
Jun17 170113 78.200 78.650 77.600 78.600 +0.350 8,351 36,063 +2,497
Jul17 170113 77.500 77.900 77.135 77.850 +0.350 1,977 12,582 +385
Aug17 170113 76.785 77.330 76.785 77.285 +0.335 1,751 15,632 +552
Oct17 170113 65.950 66.400 65.900 66.285 +0.185 1,612 8,100 +503
Dec17 170113 61.785 62.100 61.785 61.930 unch 354 4,396 +118
Total Volume and Open Interest 64,100 205,621 +5,030
Class III Milk(CME)
Jan17 170113 16.78 16.83 16.78 16.81 +0.02 427 4,618 +37
Feb17 170113 17.28 17.28 17.10 17.18 -0.16 449 4,240 +151
Mar17 170113 17.65 17.65 17.41 17.43 -0.20 455 3,785 +63
Apr17 170113 17.57 17.69 17.54 17.60 -0.10 87 3,067 +41
May17 170113 17.63 17.72 17.59 17.67 -0.04 60 2,853 +3
Jun17 170113 17.84 17.86 17.80 17.84 +0.02 57 2,628 +14
Jul17 170113 17.89 17.95 17.88 17.93 +0.03 77 1,551 -3
Aug17 170113 17.90 17.97 17.90 17.93 +0.01 19 1,594 +13
Sep17 170113 17.90 17.95 17.90 17.93 unch 11 1,496 +3
Oct17 170113 17.77 17.78 17.77 17.78 -0.02 6 1,251 +3
Nov17 170113 17.68 17.68 17.64 17.64 unch 12 1,327 +1
Dec17 170113 17.44 17.44 17.41 17.42 unch 27 1,180 +20
Jan18 170113 16.93 16.93 16.93 16.93 unch 5 224 +0
Total Volume and Open Interest 1,692 30,587 +346
Cocoa(ICE)
Mar17 170113 2219 2230 2190 2213 -17 24,195 123,469 -462
May17 170113 2199 2213 2172 2195 -18 11,672 61,190 +524
Jul17 170113 2199 2209 2170 2190 -19 7,021 42,260 -44
Sep17 170113 2202 2217 2184 2199 -19 2,618 19,762 +674
Dec17 170113 2230 2236 2208 2221 -18 1,187 13,830 +108
Mar18 170113 2245 2248 2230 2236 -17 546 10,815 +68
May18 170113 2259 2259 2242 2249 -17 206 3,810 +53
Total Volume and Open Interest 47,934 279,395 +1,128
Coffee "C"(ICE)
Mar17 170113 149.05 149.90 147.35 149.30 -0.30 26,495 90,782 -2,081
May17 170113 151.45 152.25 149.75 151.70 -0.30 10,385 40,759 +831
Jul17 170113 153.60 154.50 152.05 154.00 -0.30 7,211 21,312 -1,217
Sep17 170113 155.90 156.70 154.30 156.25 -0.25 4,125 13,817 -225
Dec17 170113 158.65 159.75 157.45 159.30 -0.25 2,013 12,153 +534
Mar18 170113 162.60 162.60 162.20 162.20 -0.25 107 2,597 +42
Total Volume and Open Interest 50,336 184,817 -2,116
Orange Juice(ICE)
Mar17 170113 184.80 185.00 181.45 183.15 -1.35 729 11,394 -150
May17 170113 181.45 181.45 179.25 180.35 -1.25 97 1,126 +24
Jul17 170113 179.40 179.40 179.40 179.40 -0.90 16 468 -2
Sep17 170113 179.50 179.50 179.50 179.50 -1.15 0 99 +0
Nov17 170113 178.50 178.50 178.50 178.50 -1.30 0 5 +0
Jan18 170113 178.50 178.50 178.50 178.50 -1.30 0 1 +0
Total Volume and Open Interest 842 13,093 -128
Sugar #11(ICE)
Mar17 170113 20.85 20.93 20.48 20.52 -0.24 55,322 330,061 -7,698
May17 170113 20.57 20.64 20.31 20.35 -0.17 36,693 164,526 +1,036
Jul17 170113 20.15 20.23 20.01 20.05 -0.07 25,755 135,307 +4,294
Oct17 170113 19.80 19.85 19.69 19.77 +0.03 9,004 80,868 +92
Mar18 170113 19.57 19.67 19.51 19.63 +0.07 5,669 54,704 +456
May18 170113 18.93 19.02 18.85 18.99 +0.07 2,563 18,315 +79
Jul18 170113 18.28 18.37 18.21 18.35 +0.07 772 12,606 +15
Oct18 170113 17.83 17.91 17.78 17.87 +0.04 404 12,824 +243
Total Volume and Open Interest 136,556 817,894 -1,227
London Cocoa(LCE)
Mar17 170116 1795 1798 1783 1792 -5 10,136 108,712 -372
May17 170116 1813 1815 1798 1810 -3 7,924 66,031 -2,098
Jul17 170116 1833 1836 1819 1832 -2 5,437 36,359 +1,271
Sep17 170116 1846 1851 1831 1847 +1 3,644 37,301 -476
Dec17 170116 1858 1865 1843 1859 +1 2,428 28,364 +471
Mar18 170116 1864 1872 1856 1868 unch 1,054 18,696 +409
May18 170116 1883 1883 1877 1882 unch 172 5,389 +26
Total Volume and Open Interest 30,795 302,577 -769
London Sugar(LCE)
Mar17 170116 533.60 536.50 533.50 534.00 -0.60 5,011 34,600 +172
May17 170116 536.50 539.20 536.20 536.50 -2.00 2,779 27,037 +865
Aug17 170116 532.50 534.30 531.60 531.60 -2.70 534 11,248 +192
Oct17 170116 517.00 517.40 515.00 515.00 -3.30 287 11,313 +191
Dec17 170116 512.00 512.00 506.80 506.80 -3.30 63 3,825 +50
Total Volume and Open Interest 8,714 92,510 +1,509
Cotton(ICE)
Mar17 170113 72.34 72.75 72.00 72.27 -0.07 15,194 172,206 -3,011
May17 170113 72.75 73.25 72.52 72.76 -0.09 8,373 42,980 -318
Jul17 170113 73.06 73.73 73.04 73.27 -0.11 3,839 25,100 +1,487
Oct17 170113 71.48 71.48 71.48 71.48 -0.19 9 35 +0
Dec17 170113 70.74 71.15 70.61 70.90 -0.20 996 20,669 +549
Mar18 170113 70.99 71.15 70.99 71.15 -0.20 130 1,083 +103
Total Volume and Open Interest 28,596 262,926 -1,163
Lumber(CME)
Mar17 170113 325.7 336.8 325.1 333.3 +6.5 568 3,001 +13
May17 170113 334.1 342.5 333.0 340.4 +6.2 53 393 +33
Jul17 170113 340.3 345.3 340.3 345.3 +2.1 0 55 +0
Sep17 170113 352.0 352.0 352.0 352.0 +2.1 1 30 -1
Total Volume and Open Interest 752 3,569 -15
Crude Oil(NYM)
Feb17 170113 53.05 53.17 52.27 52.37 -0.64 815,846 287,142 -46,260
Mar17 170113 53.87 54.00 53.08 53.15 -0.69 368,220 483,044 +61,482
Apr17 170113 54.66 54.79 53.88 53.95 -0.70 105,171 149,711 +9,055
May17 170113 55.36 55.52 54.61 54.68 -0.71 60,409 127,910 +1,493
Jun17 170113 55.94 56.11 55.19 55.27 -0.72 77,560 233,904 +8,991
Jul17 170113 56.32 56.43 55.60 55.67 -0.73 17,688 65,435 +1,737
Aug17 170113 56.61 56.67 55.86 55.91 -0.73 16,783 54,629 -119
Sep17 170113 56.73 56.79 55.99 56.08 -0.73 26,636 84,022 +1,247
Oct17 170113 56.42 56.70 56.11 56.20 -0.72 10,548 44,923 +741
Nov17 170113 57.00 57.00 56.18 56.29 -0.70 3,897 45,373 +94
Dec17 170113 56.94 57.13 56.24 56.36 -0.69 70,525 213,769 -2,030
Jan18 170113 57.06 57.08 56.26 56.37 -0.68 2,396 38,592 -105
Feb18 170113 56.50 56.52 56.38 56.38 -0.68 2,364 17,101 +410
Mar18 170113 57.00 57.00 56.38 56.38 -0.69 4,194 25,100 -988
Apr18 170113 56.60 56.60 56.35 56.37 -0.69 2,403 9,014 +704
May18 170113 56.36 56.36 56.36 56.36 -0.70 771 7,154 +7
Total Volume and Open Interest 1,645,958 2,157,830 +43,174
e-miNY Crude Oil(NYM)
Feb17 170113 53.025 53.150 52.275 52.375 -0.625 14,440 2,547 -466
Mar17 170113 53.800 53.975 53.100 53.150 -0.700 783 1,114 +37
Apr17 170113 54.625 54.775 53.900 53.950 -0.700 58 404 -7
May17 170113 55.400 55.600 54.675 54.675 -0.725 18 160 +1
Jun17 170113 56.150 56.150 55.275 55.275 -0.725 10 134 +2
Jul17 170113 55.675 55.675 55.675 55.675 -0.725 4 146 +0
Aug17 170113 55.900 55.900 55.900 55.900 -0.750 12 133 +6
Sep17 170113 56.425 56.425 56.075 56.075 -0.725 32 6 -14
Oct17 170113 56.200 56.200 56.200 56.200 -0.725 22 35 -20
Nov17 170113 56.300 56.300 56.300 56.300 -0.700 14 39 +8
Total Volume and Open Interest 15,444 4,924 -447
NY Harbor ULSD(NYM)
Feb17 170113 167.58 167.96 164.78 165.14 -2.42 75,906 93,051 -1,052
Mar17 170113 168.39 168.72 165.88 166.21 -2.19 58,906 105,864 +1,955
Apr17 170113 168.98 169.07 166.49 166.81 -2.03 31,109 53,542 +2,379
May17 170113 169.23 169.59 167.25 167.51 -1.95 14,871 31,356 +804
Jun17 170113 170.32 170.55 168.06 168.32 -1.90 16,755 41,397 -753
Jul17 170113 170.18 171.30 169.01 169.32 -1.87 5,927 12,546 +1,140
Aug17 170113 170.10 171.86 170.10 170.24 -1.85 2,679 6,040 +667
Sep17 170113 172.91 172.92 171.05 171.23 -1.82 3,025 10,476 +927
Oct17 170113 172.10 173.57 172.10 172.16 -1.81 1,277 5,270 +19
Nov17 170113 174.90 174.90 173.05 173.05 -1.81 891 3,731 +9
Dec17 170113 175.67 175.86 173.65 173.85 -1.80 6,150 40,659 +829
Jan18 170113 175.66 175.69 174.72 174.72 -1.79 239 3,159 +30
Feb18 170113 175.07 175.07 175.07 175.07 -1.77 101 1,934 -10
Mar18 170113 175.20 175.20 174.64 174.64 -1.76 69 1,091 +31
Total Volume and Open Interest 218,517 425,537 +7,277
RBOB Gasoline(NYM)
Feb17 170113 161.58 162.14 159.80 161.17 +0.09 76,515 85,627 -6,273
Mar17 170113 164.09 164.72 162.46 163.73 +0.02 73,286 118,055 +6,460
Apr17 170113 182.44 183.10 180.80 181.99 -0.16 33,507 56,025 +2,539
May17 170113 183.57 183.98 181.84 182.95 -0.20 19,261 36,952 +3,071
Jun17 170113 183.10 183.37 181.28 182.36 -0.28 18,179 36,380 +231
Jul17 170113 181.30 181.78 180.28 180.88 -0.33 8,940 17,557 +1,127
Aug17 170113 177.94 179.56 177.94 178.65 -0.31 4,998 6,297 +356
Sep17 170113 176.32 176.59 175.12 175.76 -0.29 9,274 17,670 +2,586
Oct17 170113 162.57 162.96 162.44 162.57 -0.27 2,369 5,724 -111
Nov17 170113 159.59 159.59 159.25 159.25 -0.25 717 2,580 +108
Total Volume and Open Interest 252,528 416,097 +10,160
e-miNY RBOB Gasoline(NYM)
Feb17 170113 161.17 161.17 161.17 161.17 +0.09 1 1 -1
Mar17 170113 163.73 163.73 163.73 163.73 +0.02      
Apr17 170113 181.99 181.99 181.99 181.99 -0.16      
May17 170113 182.95 182.95 182.95 182.95 -0.20      
Total Volume and Open Interest 1 1 -1
Natural Gas(NYM)
Feb17 170113 3.397 3.435 3.332 3.419 +0.033 145,250 126,165 -18,199
Mar17 170113 3.381 3.414 3.319 3.396 +0.029 95,430 265,209 -1,315
Apr17 170113 3.364 3.400 3.313 3.384 +0.032 56,591 115,722 +3,509
May17 170113 3.375 3.398 3.313 3.381 +0.033 33,958 102,740 -403
Jun17 170113 3.424 3.437 3.360 3.423 +0.034 20,235 48,571 +552
Jul17 170113 3.463 3.473 3.400 3.463 +0.035 20,396 58,027 +552
Aug17 170113 3.465 3.475 3.402 3.465 +0.034 10,573 34,979 +290
Sep17 170113 3.443 3.456 3.383 3.448 +0.033 14,650 41,843 +1,094
Oct17 170113 3.429 3.473 3.397 3.462 +0.033 26,371 87,813 -825
Nov17 170113 3.475 3.511 3.458 3.506 +0.032 4,437 33,697 -335
Dec17 170113 3.589 3.624 3.558 3.620 +0.031 4,218 36,427 +163
Jan18 170113 3.704 3.710 3.651 3.705 +0.030 7,269 41,480 +24
Feb18 170113 3.634 3.663 3.615 3.662 +0.029 1,321 16,176 -377
Mar18 170113 3.560 3.575 3.530 3.573 +0.030 4,623 38,522 +777
Apr18 170113 2.965 2.979 2.910 2.972 +0.012 2,455 45,869 +23
May18 170113 2.899 2.904 2.880 2.902 +0.008 872 12,102 -85
Total Volume and Open Interest 454,149 1,203,024 -14,299
Brent Crude Oil(ICE)
Mar17 170116 55.64 55.92 55.19 55.86 +0.41 331,632 447,638 -44,299
Apr17 170116 55.92 56.34 55.65 56.28 +0.37 189,296 310,235 +20,232
May17 170116 56.52 56.80 56.11 56.73 +0.35 109,576 205,551 +9,794
Jun17 170116 56.96 57.20 56.53 57.14 +0.34 129,121 279,523 +1,056
Jul17 170116 57.13 57.45 56.82 57.42 +0.34 46,384 99,319 +13,269
Aug17 170116 57.28 57.61 56.98 57.57 +0.34 23,879 71,375 +3,137
Sep17 170116 57.34 57.66 57.01 57.63 +0.35 26,157 72,967 -392
Oct17 170116 57.35 57.68 57.05 57.64 +0.34 15,449 38,735 +923
Nov17 170116 57.35 57.68 57.06 57.63 +0.33 13,294 41,992 +2,400
Dec17 170116 57.31 57.66 57.00 57.60 +0.34 72,338 219,268 -658
Jan18 170116 57.57 57.57 57.57 57.57 +0.34 3,159 32,660 +1,172
Feb18 170116 57.52 57.52 57.52 57.52 +0.34 1,544 22,813 +333
Mar18 170116 57.48 57.48 57.48 57.48 +0.35 2,518 25,286 +213
Apr18 170116 57.42 57.42 57.42 57.42 +0.35 297 16,740 +48
Total Volume and Open Interest 1,038,032 2,269,055 +15,247
Gas Oil(ICE)
Feb17 170116 486.50 490.50 484.50 487.00 -0.50 119,314 183,636 +7,537
Mar17 170116 492.75 495.00 489.50 491.75 -0.25 104,879 138,032 +3,607
Apr17 170116 495.50 498.00 492.75 495.00 unch 35,694 69,754 +252
May17 170116 497.50 500.00 495.00 497.25 unch 15,341 57,423 +3,253
Jun17 170116 499.75 501.75 497.25 499.25 -0.25 32,105 103,971 +6,221
Jul17 170116 501.25 504.00 499.75 501.75 -0.25 5,041 26,744 +279
Aug17 170116 503.75 506.25 502.25 504.25 -0.25 6,689 18,757 -475
Sep17 170116 506.25 507.75 504.75 506.75 -0.25 6,423 33,163 +866
Oct17 170116 508.75 509.25 507.25 509.25 -0.25 2,853 24,207 +427
Nov17 170116 508.25 510.00 508.25 510.00 -0.25 999 10,530 +72
Total Volume and Open Interest 356,026 868,402 +17,432
Ethanol(CBOT)
Feb17 170113 1.473 1.482 1.471 1.476 +0.001 538 3,727 -53
Mar17 170113 1.496 1.505 1.495 1.503 +0.006 321 893 +137
Apr17 170113 1.516 1.524 1.516 1.524 +0.006 32 920 +0
May17 170113 1.523 1.537 1.523 1.537 +0.006 4 33 +2
Jun17 170113 1.536 1.536 1.536 1.536 +0.006 22 109 +5
Jul17 170113 1.531 1.531 1.531 1.531 +0.006 17 157 +17
Aug17 170113 1.522 1.522 1.522 1.522 +0.006 5 75 +5
Sep17 170113 1.516 1.516 1.516 1.516 +0.006 0 4 +0
Total Volume and Open Interest 939 5,966 +113
WTI Crude Oil(ICE)
Feb17 170116 52.52 52.72 52.12 52.64 +0.27 59,571 36,715 -6,036
Mar17 170116 53.30 53.50 52.90 53.43 +0.28 78,641 105,605 -5,850
Apr17 170116 54.13 54.28 53.73 54.26 +0.31 39,211 34,533 +1,687
May17 170116 54.80 55.01 54.48 55.00 +0.32 16,085 30,466 +257
Jun17 170116 55.34 55.60 55.05 55.60 +0.33 23,820 65,164 +4,794
Jul17 170116 55.74 56.00 55.74 56.00 +0.33 4,587 21,786 +1,312
Aug17 170116 55.97 56.23 55.80 56.23 +0.32 2,797 14,986 +178
Sep17 170116 56.19 56.39 55.95 56.39 +0.31 2,741 19,555 +434
Oct17 170116 56.06 56.50 56.06 56.50 +0.30 1,476 4,113 +51
Nov17 170116 56.58 56.58 56.58 56.58 +0.29 391 3,184 +27
Dec17 170116 56.60 56.64 56.23 56.64 +0.28 15,321 86,827 +1,383
Jan18 170116 56.65 56.65 56.65 56.65 +0.28 1,118 3,436 +653
Feb18 170116 56.66 56.66 56.66 56.66 +0.28 594 1,854 +133
Mar18 170116 56.66 56.66 56.66 56.66 +0.28 173 4,502 +131
Apr18 170116 56.65 56.65 56.65 56.65 +0.28 62 1,148 +19
May18 170116 56.64 56.64 56.64 56.64 +0.28 6 561 +3
Total Volume and Open Interest 268,867 552,718 +4,406
US Dollar Index(ICE)
Mar17 170116 101.480 101.725 101.188 101.188 unch 54,031 74,568 -1,363
Jun17 170116 101.320 101.645 101.118 101.118 unch 467 1,613 +26
Sep17 170116 101.150 101.305 100.993 100.993 unch 19 323 +4
Total Volume and Open Interest 54,544 76,579 -1,312
Australian Dollar(CME)
Mar17 170113 74.73 74.99 74.39 74.92 +0.11 125,649 97,541 +1,200
Jun17 170113 74.55 74.81 74.24 74.76 +0.12 147 506 +22
Sep17 170113 74.57 74.63 74.26 74.63 +0.12 13 27 +3
Total Volume and Open Interest 125,809 98,110 +1,225
British Pound(CME)
Mar17 170113 121.74 122.48 121.35 122.00 +0.22 188,898 227,518 +459
Jun17 170113 121.91 122.78 121.69 122.32 +0.21 224 849 +100
Sep17 170113 122.66 123.06 122.05 122.66 +0.22 0 175 +0
Total Volume and Open Interest 189,124 228,609 +559
Canadian Dollar(CME)
Mar17 170113 76.11 76.35 75.99 76.26 +0.04 100,885 90,084 +2,477
Jun17 170113 76.18 76.39 76.09 76.35 +0.04 187 2,009 +28
Sep17 170113 76.29 76.46 76.21 76.44 +0.04 102 435 -49
Dec17 170113 76.40 76.57 76.32 76.56 +0.05 3 541 +3
Total Volume and Open Interest 101,177 93,091 +2,459
Japanese Yen(CME)
Mar17 170113 87.33 87.77 86.79 87.52 +0.15 281,625 200,620 -951
Jun17 170113 87.68 88.13 87.24 87.97 +0.15 358 7,881 +57
Sep17 170113 88.46 88.52 87.79 88.46 +0.15 0 48 +0
Total Volume and Open Interest 281,983 208,594 -894
Swiss Franc(CME)
Mar17 170113 99.25 99.89 99.09 99.39 +0.12 38,479 50,504 +372
Jun17 170113 100.19 100.34 99.74 100.04 +0.13 6 112 +0
Sep17 170113 100.68 100.96 100.49 100.68 +0.12 0 4 +0
Total Volume and Open Interest 38,485 50,625 +372
EuroFX(CME)
Mar17 170113 106.36 107.02 106.21 106.68 +0.17 312,235 407,986 +2,120
Jun17 170113 106.95 107.51 106.77 107.23 +0.17 1,028 9,034 +75
Sep17 170113 107.59 107.96 107.33 107.79 +0.17 5 325 -1
Total Volume and Open Interest 313,274 417,407 +2,195
Mexican Peso(CME)
Jan17 170113 460.75 460.75 460.75 460.75 +2.00      
Feb17 170113 462.63 462.63 462.63 462.63 +5.63      
Total Volume and Open Interest 77,687 175,432 +1,042
Brazilian Real(CME)
Feb17 170113 311.90 312.50 308.95 309.95 -3.55 1,501 25,837 +661
Mar17 170113 307.40 308.35 306.65 307.75 -3.55 325 7,726 -318
Apr17 170113 305.10 305.10 305.10 305.10 -3.55      
May17 170113 303.05 303.05 303.05 303.05 -3.50      
Total Volume and Open Interest 1,826 33,563 +343
30-Year T-Bonds(CBOT)
Mar17 170113 152~190 153~200 151~110 152~090 -0~100 287,237 618,103 -3,568
Jun17 170113 151~030 151~270 150~040 151~000 -0~100 73 63 +24
Sep17 170113 151~000 151~000 151~000 151~000 -0~100      
Total Volume and Open Interest 287,310 618,166 -3,544
10-Year T-Notes(CBOT)
Mar17 170113 124~280 125~100 124~110 124~250 -0~035 1,460,875 3,088,457 -13,166
Jun17 170113 124~085 124~195 123~255 124~070 -0~035 2,941 5,684 +2,821
Sep17 170113 124~070 124~070 124~070 124~070 -0~035      
Total Volume and Open Interest 1,463,816 3,094,141 -10,345
5-Year T-Notes(CBOT)
Mar17 170113 117~290 118~060 117~184 117~270 -0~020 737,510 2,985,671 -6,499
Jun17 170113 117~200 117~234 117~072 117~152 -0~022 113 351 +113
Sep17 170113 117~152 117~152 117~152 117~152 -0~022      
Total Volume and Open Interest 737,623 2,986,022 -6,386
2 Year T-Notes(CBOT)
Mar17 170113 108~120 108~140 108~084 108~110 -0~002 261,033 1,187,418 +1,483
Jun17 170113 108~034 108~034 108~026 108~034 -0~002      
Sep17 170113 108~034 108~034 108~034 108~034 -0~002      
Total Volume and Open Interest 261,033 1,187,418 +1,483
Eurodollars(CME)
Mar17 170113 98.930 98.935 98.910 98.925 -0.010 225,238 1,355,715 +5,714
Jun17 170113 98.770 98.790 98.740 98.765 -0.010 282,834 1,373,314 +16,259
Sep17 170113 98.645 98.665 98.600 98.630 -0.015 196,940 1,209,110 -8,770
Dec17 170113 98.495 98.520 98.440 98.480 -0.015 316,637 1,389,260 +18,307
Mar18 170113 98.380 98.405 98.315 98.360 -0.015 274,206 993,736 +4,172
Jun18 170113 98.260 98.300 98.185 98.235 -0.025 240,921 683,725 -9,084
Sep18 170113 98.160 98.195 98.080 98.125 -0.030 185,354 511,151 -7,208
Dec18 170113 98.045 98.085 97.960 98.010 -0.030 281,827 778,788 +7,819
Mar19 170113 97.975 98.020 97.885 97.940 -0.030 256,020 674,611 -12,457
Jun19 170113 97.910 97.960 97.820 97.875 -0.030 175,905 580,780 +10,978
Sep19 170113 97.845 97.895 97.760 97.815 -0.025 114,783 447,147 +1,030
Dec19 170113 97.770 97.820 97.680 97.735 -0.030 179,024 445,864 +5,620
Mar20 170113 97.730 97.785 97.645 97.695 -0.030 94,686 292,134 -2,851
Jun20 170113 97.685 97.740 97.600 97.655 -0.025 65,178 170,189 +975
Sep20 170113 97.645 97.700 97.565 97.615 -0.025 54,099 152,591 +7,729
Dec20 170113 97.585 97.645 97.505 97.560 -0.025 56,088 173,261 +5,806
Mar21 170113 97.555 97.615 97.475 97.530 -0.025 35,401 99,908 -37
Jun21 170113 97.520 97.580 97.440 97.495 -0.025 32,146 94,856 -2,218
Total Volume and Open Interest 3,149,169 11,846,362 +38,265
Ultra T-Bond(CBOT)
Mar17 170113 163~06 164~16 161~16 162~25 -0~12 100,594 691,217 +219
Jun17 170113 161~18 162~19 160~15 161~18 -0~12 11 12 +11
Sep17 170113 161~18 161~18 161~18 161~18 -0~12      
Total Volume and Open Interest 100,605 691,229 +230
Ultra 10-Yr T-Note(CBOT)
Mar17 170113 135~005 135~205 134~075 134~275 -0~060 98,207 293,985 +5,248
Jun17 170113 133~235 133~235 133~235 133~235 -0~060      
Sep17 170113 133~235 133~235 133~235 133~235 -0~060      
Total Volume and Open Interest 98,207 293,985 +5,248
30 Day Federal Funds(CBOT)
Jan17 170113 99.353 99.353 99.350 99.353 unch 2,960 163,912 +1,055
Feb17 170113 99.350 99.350 99.345 99.345 unch 5,263 84,110 -133
Mar17 170113 99.315 99.320 99.305 99.315 -0.005 20,407 101,261 +5,130
Apr17 170113 99.290 99.300 99.280 99.290 -0.010 19,905 273,367 +616
May17 170113 99.255 99.260 99.240 99.250 -0.010 9,718 79,786 +1,698
Jun17 170113 99.185 99.195 99.170 99.185 -0.010 3,995 23,115 +230
Total Volume and Open Interest 113,464 1,012,278 +11,181
Japanese Govt Bonds(SGX)
Mar17 170112 150.26 150.40 150.23 150.37 +0.12 355 13,300 +10
Jun17 170112 150.34 150.34 150.34 150.34 +0.12      
Sep17 170112 150.34 150.34 150.34 150.34 +0.12      
Total Volume and Open Interest 355 13,300 +10
Euro-Buxl(EUREX)
Mar17 170116 170.08 170.78 168.86 169.52 +0.34 65,415 214,915 -7,487
Jun17 170116 168.16 168.56 167.00 167.50 +0.32 9 21 +3
Sep17 170116 166.18 166.28 165.10 165.50 +0.42 6 15 -5
Total Volume and Open Interest 65,430 214,951 -7,489
Euro-Bund(EUREX)
Mar17 170116 163.83 163.92 163.39 163.58 +0.17 821,783 1,997,329 -57,868
Jun17 170116 160.71 160.71 160.37 160.43 +0.16 1,086 11,148 +4,471
Sep17 170116 161.95 161.95 161.95 161.95 +0.20 1 1,786 +1
Total Volume and Open Interest 822,870 2,010,263 -53,396
Euro-Bobl(EUREX)
Mar17 170116 133.49 133.62 133.47 133.56 +0.17 551,396 1,495,720 +357
Jun17 170116 131.55 131.55 131.52 131.55 +0.16 1,679 16,243 +5,630
Sep17 170116 131.56 131.56 131.56 131.56 +0.17      
Total Volume and Open Interest 553,075 1,511,963 +5,987
Euro-Schatz(EUREX)
Mar17 170116 112.26 112.30 112.25 112.29 +0.05 296,795 1,404,125 -40,405
Jun17 170116 112.08 112.11 112.08 112.11 +0.04 964 26,164 -407
Sep17 170116 112.11 112.11 112.11 112.11 +0.04      
Total Volume and Open Interest 297,759 1,430,289 -40,812
3-Mth Euribor(EUREX)
Mar17 170116 100.330 100.330 100.330 100.330 unch 0 3,885 +0
Jun17 170116 100.320 100.320 100.320 100.320 unch 1 33,452 -1
Sep17 170116 100.305 100.305 100.305 100.305 +0.005 3 4,254 -1
Total Volume and Open Interest 111 72,012 +219
Long Gilt(LIFFE)
Mar17 170116 124~26 125~03 124~22 124~29 +0~14 174,859 622,280 -293
Jun17 170116 123~30 123~30 123~30 123~30 +0~12      
Total Volume and Open Interest 174,859 622,280 -293
3-Mth Short Sterling(LIFFE)
Mar17 170116 99.62 99.63 99.62 99.63 +0.00 48,296 351,732 -4,149
Jun17 170116 99.60 99.61 99.59 99.60 unch 46,591 406,135 +9,543
Sep17 170116 99.56 99.57 99.55 99.56 unch 46,028 268,814 -4,061
Dec17 170116 99.52 99.54 99.51 99.52 unch 54,263 297,829 +7,181
Mar18 170116 99.48 99.50 99.47 99.48 unch 39,426 190,702 +7,335
Jun18 170116 99.44 99.46 99.42 99.43 unch 33,048 183,950 +2,406
Total Volume and Open Interest 534,789 2,385,778 +44,320
3-Mth Euribor(LIFFE)
Mar17 170116 100.330 100.330 100.325 100.330 unch 35,879 347,174 -11,365
Jun17 170116 100.320 100.325 100.315 100.320 unch 55,360 399,146 -2,864
Sep17 170116 100.305 100.310 100.300 100.305 unch 59,861 329,500 -8,237
Total Volume and Open Interest 753,546 3,298,873 -14,761
3-Mth Aus T-Bills(SFE)
Mar17 170116 98.20 98.20 98.19 98.20 unch 15,685 172,142 -4,403
Jun17 170116 98.17 98.18 98.16 98.18 +0.01 24,813 235,132 -1,024
Sep17 170116 98.12 98.12 98.10 98.12 unch 20,802 143,096 +487
Dec17 170116 98.05 98.06 98.02 98.06 +0.01 16,952 187,455 +1,829
Mar18 170116 97.98 97.99 97.94 97.98 unch 11,102 102,506 +2,140
Jun18 170116 97.91 97.91 97.86 97.90 -0.01 10,226 71,347 +272
Sep18 170116 97.83 97.84 97.78 97.82 -0.01 7,154 50,364 +3,700
Dec18 170116 97.75 97.76 97.70 97.74 -0.01 3,111 27,224 +702
Mar19 170116 97.66 97.66 97.66 97.66 -0.01 189 6,635 +97
Jun19 170116 97.57 97.58 97.57 97.58 -0.01 9 3,346 +1
Total Volume and Open Interest 110,689 1,001,237 +3,801
10-Year Aus T-Bonds(SFE)
Mar17 170116 97.28 97.30 97.23 97.27 -0.01 93,927 923,467 +4,955
Jun17 170116 97.27 97.27 97.27 97.27 -0.01      
Total Volume and Open Interest 93,927 923,467 +4,955
3-Year Aus T-Bonds(SFE)
Mar17 170116 98.01 98.02 97.96 98.01 unch 124,673 857,646 +13,891
Jun17 170116 98.01 98.01 98.01 98.01 unch      
Total Volume and Open Interest 124,673 857,646 +13,891
Gold(CMX)
Feb17 170113 1194.8 1201.8 1187.5 1196.2 -3.6 328,686 241,061 -12,135
Apr17 170113 1197.7 1204.6 1190.7 1199.1 -3.8 28,957 111,895 +13,425
Jun17 170113 1201.3 1207.0 1193.7 1202.2 -3.8 8,516 40,094 -223
Aug17 170113 1203.5 1206.8 1200.1 1205.3 -3.8 5,128 11,376 -325
Oct17 170113 1204.0 1208.3 1203.7 1208.3 -3.8 1,078 2,863 -170
Dec17 170113 1210.0 1215.0 1204.2 1211.3 -3.8 5,522 24,154 +18
Feb18 170113 1212.3 1217.8 1208.0 1214.4 -3.8 2,205 3,916 +1,034
Apr18 170113 1217.7 1217.7 1217.7 1217.7 -3.8 0 163 +0
Jun18 170113 1221.3 1221.3 1221.3 1221.3 -3.6 380 3,930 -101
Aug18 170113 1225.1 1225.1 1225.1 1225.1 -3.5 0 12 +0
Oct18 170113 1228.9 1228.9 1228.9 1228.9 -3.5 0 5 +0
Dec18 170113 1232.7 1232.7 1232.7 1232.7 -3.5 3 2,104 +0
Total Volume and Open Interest 380,989 445,590 +1,589
Silver(CMX)
Mar17 170113 1680.5 1685.5 1661.0 1676.5 -6.0 82,615 133,405 +1,774
May17 170113 1685.0 1691.0 1668.0 1682.6 -6.3 6,285 19,760 +838
Jul17 170113 1691.0 1694.0 1677.0 1688.7 -6.4 2,617 6,186 +373
Sep17 170113 1686.5 1698.5 1685.0 1694.8 -6.3 1,378 2,587 +703
Dec17 170113 1702.5 1705.0 1691.5 1703.6 -6.2 325 5,372 -198
Mar18 170113 1709.0 1712.4 1708.5 1712.4 -6.2 0 31 +0
May18 170113 1716.7 1716.7 1716.7 1716.7 -6.2 0 5 +0
Total Volume and Open Interest 93,293 168,531 +3,491
Platinum(NYMEX)
Jan17 170113 981.3 986.2 980.0 982.4 +1.5 5 22 -48
Apr17 170113 981.4 990.6 968.7 986.4 +1.7 17,373 57,908 -603
Jul17 170113 984.0 993.6 973.0 990.5 +1.6 406 3,234 +158
Oct17 170113 992.9 992.9 992.9 992.9 +1.6 0 230 +0
Total Volume and Open Interest 17,812 61,565 -496
Palladium(NYMEX)
Mar17 170113 759.95 759.95 744.35 749.15 -16.10 4,615 25,976 +122
Jun17 170113 759.40 759.40 747.55 749.85 -16.15 155 1,179 +71
Sep17 170113 750.60 750.60 750.60 750.60 -16.15 0 2 +0
Total Volume and Open Interest 4,770 27,164 +193
Copper(CMX)
Mar17 170113 266.70 271.60 264.20 269.00 +1.85 66,763 147,540 -2,362
May17 170113 267.55 272.35 265.15 269.90 +1.85 11,608 34,688 +2,588
Jul17 170113 268.25 271.50 266.00 270.55 +1.75 5,263 18,665 -845
Sep17 170113 268.30 271.80 267.20 271.15 +1.65 3,220 10,905 +2,061
Dec17 170113 267.75 272.00 267.75 271.60 +1.55 1,583 10,523 +583
Total Volume and Open Interest 90,513 239,655 +3,018
E-mini DJIA Index(CBOT)
Mar17 170113 19807 19878 19772 19832 +29 185,272 129,724 -233
Jun17 170113 19760 19812 19716 19772 +29 95 515 -7
Sep17 170113 19658 19720 19658 19720 +29      
Dec17 170113 19678 19678 19678 19678 +29 0 1 +0
Total Volume and Open Interest 185,367 130,240 -240
S & P 500(CME)
Mar17 170113 2264.50 2273.00 2263.80 2272.50 +9.10 2,003 60,378 +82
Jun17 170113 2265.50 2267.50 2259.60 2266.70 +9.10 31 1,756 +13
Sep17 170113 2262.00 2262.80 2262.00 2262.00 +9.10 0 20 +0
Dec17 170113 2257.40 2258.00 2257.40 2257.40 +9.30      
Total Volume and Open Interest 2,034 62,154 +95
S & P 500 E-Mini(Globex)
Mar17 170113 2264.50 2273.50 2262.75 2272.50 +9.00 1,733,727 2,812,470 -1,385
Jun17 170113 2259.00 2267.50 2255.00 2266.75 +9.25 1,769 17,938 +231
Sep17 170113 2255.50 2262.25 2254.00 2262.00 +9.00 19 151 +3
Dec17 170113 2256.00 2257.50 2256.00 2257.50 +9.50 5 73 +2
Total Volume and Open Interest 1,735,520 2,830,633 -1,149
NASDAQ 100 E-Mini(Globex)
Mar17 170113 5035.30 5063.30 5035.30 5061.30 +26.50 218,752 226,569 +4,841
Jun17 170113 5033.50 5062.30 5033.50 5060.00 +26.70 281 339 +16
Sep17 170113 5046.00 5062.80 5046.00 5062.80 +26.80 1 51 +0
Total Volume and Open Interest 219,034 226,973 +4,857
S&P Midcap 400(CME) e-Mini
Mar17 170113 1676.70 1692.80 1676.60 1685.60 +8.50 20,541 95,934 +124
Jun17 170113 1678.00 1683.10 1678.00 1678.00 +8.50 0 1 +0
Sep17 170113 1676.60 1676.60 1676.60 1676.60 +8.50      
Total Volume and Open Interest 20,541 95,935 +124
Volatility Index(CBOE)
Jan17 170113 12.45 12.65 12.14 12.18 -0.30 104,871 139,416 -17,741
Feb17 170113 14.30 14.45 14.05 14.23 -0.10 93,696 205,559 +21,292
Mar17 170113 15.75 15.90 15.50 15.73 unch 26,976 55,476 +3,774
Apr17 170113 16.90 17.07 16.73 16.98 +0.10 10,457 26,605 +900
Total Volume and Open Interest 247,438 480,125 +9,990
Russell 2000 Mini(ICE)
Mar17 170116 1371.00 1374.10 1368.30 1374.10 unch 209,045 658,298 +2,157
Jun17 170116 1363.40 1371.10 1363.40 1371.10 unch 4 480 +4
Sep17 170116 1368.10 1368.10 1368.10 1368.10 unch 0 203 +0
Total Volume and Open Interest 209,049 659,061 +2,161
Nikkei 225(CME)
Mar17 170113 19225 19420 19195 19345 +120 16,674 28,319 +382
Jun17 170113 19290 19350 19165 19310 +120 6 26 +0
Total Volume and Open Interest 16,680 28,345 +382
Nikkei 225(SGX)
Mar17 170116 19040 19105 19030 19060 -205 116,770 206,917 +4,243
Jun17 170116 19100 19185 18925 18935 -205 94 550 -20
Sep17 170112 18965 18965 18965 18965 -245 0 5 +0
Total Volume and Open Interest 79,605 212,639 +363
Nikkei 225 Mini(JPX)
Mar17 170112 19350 19505 19050 19110 -240 980,546 379,254 -351,998
Jun17 170112 19210 19360 18915 18980 -250 11,758 7,420 -2,535
Sep17 170112 19140 19310 18880 18970 -200 834 738 -203
Total Volume and Open Interest 1,056,481 675,944 -367,586
Nikkei 225(JPX)
Mar17 170112 19350 19510 19050 19110 -240 78,235 372,343 -23,990
Jun17 170112 19220 19350 18910 18980 -250 785 18,835 +248
Sep17 170112 19200 19200 18900 18970 -200 9 8,064 +1
Total Volume and Open Interest 79,063 468,486 -23,936
Nikkei 225(CME) Yen
Mar17 170113 19170 19365 19140 19300 +130 68,885 58,731 +39
Jun17 170113 19160 19205 19015 19160 +125 1 6 +1
Sep17 170113 19110 19110 19110 19110 +125      
Total Volume and Open Interest 68,886 59,795 +1,097
Nikkei 225(CME) e-Mini Yen
Mar17 170113 19300 19350 19300 19300 +130 1 93 +0
Jun17 170113 19160 19160 19160 19160 +120      
Sep17 170113 19110 19110 19110 19110 +120      
Total Volume and Open Interest 1 93 +0
CAC 40(EURONEXT)
Jan17 170116 4893.0 4911.0 4878.5 4882.0 -39.5 83,039 311,005 -6,071
Feb17 170116 4891.5 4905.0 4876.0 4880.0 -39.5 1,278 8,690 +1,113
Mar17 170116 4890.0 4896.0 4877.0 4878.5 -39.5 4,142 15,015 +4,030
Total Volume and Open Interest 88,459 334,773 -928
Hang Seng Index(HKFE)
Jan17 170116 22967 22985 22671 22764 -205 91,658 122,674 +4,910
Feb17 170116 22913 22931 22635 22723 -201 1,803 4,708 +881
Mar17 170116 22914 22929 22638 22719 -202 433 8,375 +162
Total Volume and Open Interest 94,002 138,605 +5,986
DAX(EUREX)
Mar17 170116 11564.0 11578.0 11527.5 11562.5 -56.5 86,620 159,440 -12,061
Jun17 170116 11585.0 11595.0 11551.5 11587.5 -55.0 433 1,369 +205
Sep17 170116 11575.5 11575.5 11575.5 11575.5 -56.5 3 8 +0
Total Volume and Open Interest 87,056 160,817 -11,856
Mini-DAX(EUREX)
Mar17 170116 11565.0 11577.0 11528.0 11562.5 -56.5 22,706 11,326 -441
Jun17 170116 11597.0 11597.0 11570.0 11587.5 -55.0 122 330 -21
Sep17 170116 11562.0 11575.5 11562.0 11575.5 -56.5 8 13 +4
Total Volume and Open Interest 22,836 11,669 -458
FT-SE 100(EURONEXT)
Mar17 170116 7273.00 7297.00 7253.00 7258.00 -7.50 128,834 756,197 +14,775
Jun17 170116 7193.00 7205.00 7184.50 7184.50 -7.50 3 35,024 +0
Sep17 170116 7121.50 7121.50 7121.50 7121.50 -7.50      
Total Volume and Open Interest 128,837 791,221 +14,775
SPI 200(SFE)
Mar17 170116 5687.0 5719.0 5683.0 5703.0 +14.0 28,849 278,054 +287
Jun17 170116 5688.0 5688.0 5688.0 5688.0 +13.0 2 1,463 +1
Sep17 170116 5638.0 5638.0 5638.0 5638.0 +13.0 0 1,670 +0
Total Volume and Open Interest 29,843 284,092 +1,241
FTSE MIB(ISE)
Mar17 170116 19365.00 19365.00 19155.00 19195.00 -234.00 32,128 35,651 -405
Jun17 170116 18950.00 18950.00 18778.00 18778.00 -231.00 10 71 +7
Total Volume and Open Interest 32,138 35,722 -398
KOSPI 200(KFE)
Mar17 170116 267.35 267.70 267.20 267.40 -1.25 169,961 135,483 -9,135
Jun17 170116 269.20 270.00 267.00 267.95 -1.40 352 5,106 +38
Sep17 170116 268.45 268.70 268.45 268.55 -2.00 1 839 +0
Total Volume and Open Interest 170,314 148,905 -9,025
GSCI(CME)
Feb17 170113 400.10 401.10 399.15 399.80 -1.60 2,893 8,306 +2,885
Mar17 170113 405.55 405.55 405.55 405.55 -1.60      
Total Volume and Open Interest 5,951 15,540 +133
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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