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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 20, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar17 170120 1070.00 1071.25 1060.00 1067.50 -2.75 144,024 351,801 +11,211
May17 170120 1078.00 1079.50 1068.25 1076.00 -2.50 63,623 125,122 +7,287
Jul17 170120 1083.25 1085.25 1074.25 1082.00 -1.75 55,204 112,577 +4,959
Aug17 170120 1075.25 1079.00 1069.75 1076.25 -1.50 2,060 7,696 +154
Sep17 170120 1050.00 1055.00 1045.50 1052.50 -0.75 1,662 5,771 +225
Nov17 170120 1027.75 1031.00 1021.25 1028.75 -1.00 30,054 95,985 +3,563
Jan18 170120 1028.25 1033.00 1024.25 1031.25 -0.50 1,053 5,033 -34
Mar18 170120 1023.50 1027.50 1020.75 1026.25 -2.00 660 2,647 -54
May18 170120 1021.00 1027.00 1020.50 1025.75 -1.75 311 820 +55
Jul18 170120 1025.00 1026.25 1024.50 1026.25 -1.25 295 1,001 +28
Aug18 170120 1018.25 1021.00 1015.50 1018.25 -1.25 3 20 +1
Sep18 170120 992.00 998.25 992.00 998.25 -1.25 6 22 +0
Nov18 170120 975.00 980.00 973.50 979.50 +3.75 177 1,591 +64
Jan19 170120 983.00 983.00 983.00 983.00 +3.75 0 20 +0
Total Volume and Open Interest 299,132 710,141 +27,459
Soybean Meal(CBOT)
Mar17 170120 348.40 351.00 344.60 348.70 +0.50 76,574 176,549 +2,938
May17 170120 350.20 352.80 346.60 351.00 +0.70 36,193 75,889 +5,792
Jul17 170120 350.80 352.90 347.00 351.90 +1.10 21,797 53,997 +1,804
Aug17 170120 347.00 349.40 344.30 348.70 +1.10 3,077 8,444 -71
Sep17 170120 342.20 344.70 340.00 344.20 +0.60 1,938 8,469 +283
Oct17 170120 335.00 337.00 332.50 336.00 unch 1,552 7,026 -63
Dec17 170120 334.90 337.10 332.50 335.90 -0.10 8,052 27,777 +391
Jan18 170120 335.20 335.20 333.20 334.20 unch 380 1,361 -58
Mar18 170120 329.70 332.60 328.90 331.70 -0.10 408 1,641 +130
May18 170120 329.40 331.90 328.30 331.40 +0.10 51 611 +18
Total Volume and Open Interest 150,342 363,729 +11,346
Soybean Oil(CBOT)
Mar17 170120 35.45 35.55 35.11 35.15 -0.29 49,809 196,165 -3,841
May17 170120 35.70 35.79 35.35 35.39 -0.29 20,005 81,984 +3,040
Jul17 170120 35.95 35.99 35.59 35.63 -0.27 12,686 72,028 +2,228
Aug17 170120 35.77 35.79 35.53 35.58 -0.20 1,248 8,635 +316
Sep17 170120 35.61 35.61 35.36 35.45 -0.15 987 6,908 +69
Oct17 170120 35.25 35.30 35.02 35.14 -0.10 1,210 6,607 +85
Dec17 170120 35.28 35.39 35.03 35.16 -0.11 6,490 19,417 +811
Jan18 170120 35.00 35.29 35.00 35.14 -0.08 251 1,553 +47
Mar18 170120 35.13 35.14 34.90 35.04 -0.11 295 1,419 +100
May18 170120 35.10 35.10 34.87 35.01 -0.12 7 765 +4
Total Volume and Open Interest 93,042 396,578 +2,891
Canola(WCE)
Jan17 170113 493.9 493.9 493.9 493.9 -2.2      
Mar17 170120 518.0 524.4 516.6 519.6 +1.2 14,421 102,819 +770
May17 170120 525.0 531.5 524.4 526.9 +1.3 5,095 32,215 +323
Jul17 170120 529.0 534.9 529.0 530.9 +1.8 1,336 21,285 +207
Nov17 170120 506.0 508.8 505.7 505.9 -0.2 2,105 18,881 +1,091
Total Volume and Open Interest 22,977 177,463 +2,409
Corn(CBOT)
Mar17 170120 366.00 370.00 365.00 369.75 +3.50 210,570 648,815 +110
May17 170120 372.75 376.75 371.75 376.25 +3.00 53,697 215,323 +8,209
Jul17 170120 379.50 383.25 378.25 383.00 +3.00 29,575 219,074 +1,024
Sep17 170120 386.00 389.25 385.00 389.25 +2.75 11,242 87,941 +263
Dec17 170120 393.00 396.25 392.00 395.75 +2.25 24,132 131,602 -179
Mar18 170120 399.50 403.00 399.25 402.75 +2.25 1,751 13,566 +268
May18 170120 404.25 406.75 403.00 406.50 +2.25 182 2,213 +55
Jul18 170120 406.50 409.75 406.25 409.25 +2.25 257 2,879 +156
Sep18 170120 403.50 403.50 400.75 403.50 +1.75 11 1,037 +2
Dec18 170120 403.75 406.75 403.50 406.00 +2.00 464 8,867 -34
Total Volume and Open Interest 331,892 1,331,735 +9,874
Wheat(CBOT)
Mar17 170120 423.50 428.75 421.50 428.25 +4.75 67,785 252,038 -6,431
May17 170120 439.00 443.50 437.00 443.25 +4.00 22,428 80,962 -476
Jul17 170120 454.75 459.00 452.75 458.50 +3.25 17,950 78,323 +773
Sep17 170120 468.75 473.50 468.50 473.25 +2.50 3,708 21,305 -408
Dec17 170120 488.75 492.50 487.00 492.00 +2.25 3,513 36,187 +1,019
Mar18 170120 502.00 504.75 500.75 504.75 +2.25 137 4,961 +22
Total Volume and Open Interest 115,580 475,494 -5,503
Wheat(KCBT)
Mar17 170120 442.25 444.50 437.75 443.00 +0.75 24,651 105,541 -2,113
May17 170120 453.75 456.25 449.75 455.00 +0.75 8,721 37,076 +548
Jul17 170120 465.25 467.50 461.50 466.50 +0.50 7,337 62,440 +238
Sep17 170120 477.00 480.25 475.75 480.25 unch 1,146 8,639 -328
Dec17 170120 498.00 501.25 495.50 500.50 +0.25 1,688 12,824 +746
Mar18 170120 510.75 511.75 510.75 511.75 +0.75 71 3,409 -9
May18 170120 518.50 527.00 518.50 518.50 +1.00 3 995 +2
Total Volume and Open Interest 43,630 231,732 -916
Wheat(MGE)
Mar17 170120 575.00 576.50 567.00 568.50 -8.00 5,264 31,460 +153
May17 170120 564.00 564.25 559.00 560.50 -3.75 4,012 20,841 +414
Jul17 170120 560.00 561.75 557.00 558.50 -2.50 1,259 11,893 +345
Sep17 170120 560.75 562.25 558.00 558.75 -2.50 323 5,802 +27
Dec17 170120 568.00 568.00 564.50 566.00 -2.75 354 4,034 -39
Mar18 170120 573.00 573.00 571.25 572.75 -2.50 49 670 +8
Total Volume and Open Interest 11,263 74,858 +908
Oats(CBOT)
Mar17 170120 258.25 264.50 255.00 262.75 +4.75 653 5,349 +19
May17 170120 245.00 253.50 245.00 251.00 +2.25 175 1,843 -13
Jul17 170120 241.50 250.50 241.50 247.25 +4.50 55 296 -8
Sep17 170120 245.00 245.00 242.50 242.50 +2.75 1 10 +0
Total Volume and Open Interest 890 7,649 +4
Rough Rice(CBOT)
Jan17 170113 9.65 9.65 9.65 9.65 -0.12 4 9 -15
Mar17 170120 9.81 9.86 9.78 9.82 -0.02 812 10,357 -204
May17 170120 10.03 10.06 10.02 10.06 -0.01 29 927 -10
Jul17 170120 10.27 10.35 10.27 10.27 -0.02 0 26 +0
Total Volume and Open Interest 841 11,324 -214
Live Cattle(CME)
Feb17 170120 120.830 121.035 119.250 120.250 -0.785 18,852 63,226 -5,016
Apr17 170120 119.750 119.885 117.885 118.980 -0.905 22,899 132,231 +3,876
Jun17 170120 109.000 109.200 107.650 108.700 -0.480 11,378 82,436 +2,682
Aug17 170120 104.480 104.650 103.200 104.400 -0.300 5,056 34,266 +864
Oct17 170120 104.080 104.230 103.000 104.050 -0.085 2,269 18,820 +834
Dec17 170120 104.480 104.885 103.385 104.650 +0.150 1,448 6,841 +425
Total Volume and Open Interest 62,366 340,233 +3,806
Feeder Cattle(CME)
Jan17 170120 132.100 133.200 131.700 133.100 +1.150 814 4,260 -230
Mar17 170120 130.100 131.750 128.650 131.285 +1.135 4,281 23,955 -67
Apr17 170120 129.450 130.630 127.930 130.100 +0.615 1,206 7,937 +76
May17 170120 128.035 129.000 126.500 128.500 +0.450 1,252 8,329 +312
Aug17 170120 128.400 129.000 126.850 128.600 +0.165 607 5,305 +116
Sep17 170120 126.400 127.000 124.980 126.800 +0.250 130 817 +68
Oct17 170120 123.800 124.785 122.750 124.350 -0.080 12 127 +8
Total Volume and Open Interest 8,308 50,781 +284
Lean Hogs(CME)
Feb17 170120 65.700 65.885 65.035 65.300 -0.130 16,872 37,359 -3,387
Apr17 170120 68.950 69.080 68.180 68.480 -0.495 15,122 90,972 +934
May17 170120 73.580 73.580 73.285 73.285 -0.815 55 1,612 +1
Jun17 170120 78.150 78.200 77.230 77.385 -0.765 6,081 40,942 +144
Jul17 170120 78.000 78.000 77.250 77.400 -0.680 2,093 14,603 +637
Aug17 170120 77.550 77.550 76.830 76.950 -0.600 1,078 17,149 +155
Oct17 170120 66.285 66.725 66.180 66.700 +0.415 598 9,223 +202
Dec17 170120 62.100 62.880 61.985 62.850 +0.750 224 4,619 +75
Total Volume and Open Interest 42,124 217,005 -1,240
Class III Milk(CME)
Jan17 170120 16.79 16.79 16.77 16.77 -0.03 51 4,465 -24
Feb17 170120 16.99 17.05 16.92 16.96 -0.04 427 4,442 +47
Mar17 170120 17.43 17.49 17.39 17.40 -0.01 268 3,892 +57
Apr17 170120 17.64 17.70 17.62 17.67 +0.06 180 3,238 +63
May17 170120 17.70 17.78 17.70 17.73 +0.03 82 2,894 +36
Jun17 170120 17.86 17.91 17.84 17.86 +0.02 61 2,714 +20
Jul17 170120 17.91 17.93 17.89 17.92 +0.04 17 1,593 +11
Aug17 170120 17.95 17.97 17.94 17.95 -0.02 30 1,653 +19
Sep17 170120 17.97 17.97 17.93 17.93 -0.02 15 1,535 +5
Oct17 170120 17.81 17.82 17.81 17.82 -0.02 26 1,292 +23
Nov17 170120 17.68 17.69 17.68 17.68 +0.03 17 1,350 +14
Dec17 170120 17.41 17.41 17.41 17.41 +0.01 10 1,222 +6
Jan18 170120 16.93 16.93 16.93 16.93 unch 0 224 +0
Total Volume and Open Interest 1,184 31,291 +277
Cocoa(ICE)
Mar17 170120 2153 2166 2123 2140 -24 18,738 120,713 -902
May17 170120 2151 2167 2130 2146 -16 10,107 59,741 -268
Jul17 170120 2158 2172 2137 2152 -14 5,447 43,276 -652
Sep17 170120 2176 2181 2152 2166 -11 1,836 19,958 +169
Dec17 170120 2186 2200 2174 2189 -8 1,447 13,851 -220
Mar18 170120 2208 2208 2189 2205 -7 85 11,111 +27
May18 170120 2222 2222 2206 2221 -6 8 3,857 -1
Total Volume and Open Interest 37,691 276,810 -1,843
Coffee "C"(ICE)
Mar17 170120 150.55 153.35 150.55 153.20 +2.45 14,999 82,062 -1,030
May17 170120 153.00 155.70 153.00 155.60 +2.45 5,431 43,108 +24
Jul17 170120 155.35 158.00 155.30 157.90 +2.45 1,738 21,332 +331
Sep17 170120 157.50 160.15 157.50 160.10 +2.45 1,693 14,241 +145
Dec17 170120 160.50 163.15 160.50 163.05 +2.35 196 12,016 -10
Mar18 170120 165.20 165.85 165.20 165.85 +2.30 28 2,629 +7
Total Volume and Open Interest 24,086 178,816 -532
Orange Juice(ICE)
Mar17 170120 167.75 168.25 165.10 166.25 -1.45 1,662 10,404 -443
May17 170120 166.50 166.70 164.25 164.70 -1.60 235 1,286 +42
Jul17 170120 164.00 164.95 163.50 164.00 -1.60 29 557 +21
Sep17 170120 163.50 163.85 163.45 163.45 -1.75 0 99 +0
Nov17 170120 162.15 162.45 162.15 162.25 -1.95 0 5 +0
Jan18 170120 162.25 162.25 162.25 162.25 -1.95 0 1 +0
Total Volume and Open Interest 1,926 12,352 -380
Sugar #11(ICE)
Mar17 170120 20.10 20.54 20.05 20.18 unch 41,769 320,725 +2,357
May17 170120 20.19 20.46 20.03 20.22 unch 27,339 171,752 +4,200
Jul17 170120 19.82 20.12 19.69 19.93 +0.05 16,925 150,082 +3,257
Oct17 170120 19.56 19.82 19.37 19.70 +0.13 6,810 82,598 +274
Mar18 170120 19.40 19.64 19.17 19.59 +0.19 4,301 59,630 +1,072
May18 170120 18.66 19.00 18.56 18.96 +0.20 1,714 19,212 +249
Jul18 170120 18.08 18.38 17.95 18.36 +0.21 1,140 13,137 +321
Oct18 170120 17.64 17.96 17.54 17.96 +0.24 974 13,908 +426
Total Volume and Open Interest 101,537 840,829 +12,569
London Cocoa(LCE)
Mar17 170120 1750 1762 1735 1748 -10 10,133 107,440 -522
May17 170120 1768 1780 1756 1768 -10 7,693 65,038 +514
Jul17 170120 1798 1802 1780 1791 -10 4,458 39,642 +1,025
Sep17 170120 1815 1818 1797 1809 -9 1,797 37,507 +12
Dec17 170120 1834 1834 1814 1826 -8 2,320 27,935 +124
Mar18 170120 1844 1844 1825 1837 -7 955 19,979 +23
May18 170120 1856 1857 1845 1853 -4 111 5,399 -3
Total Volume and Open Interest 27,492 304,649 +1,157
London Sugar(LCE)
Mar17 170120 531.50 536.80 528.00 530.40 -0.30 4,418 33,942 +259
May17 170120 534.90 540.80 532.50 535.00 +0.30 3,115 28,130 +16
Aug17 170120 530.70 536.10 528.80 531.70 +1.10 1,923 12,058 +413
Oct17 170120 514.10 518.50 511.90 515.20 +1.40 880 11,683 +95
Dec17 170120 507.30 510.10 505.70 508.00 +2.50 50 3,929 -9
Total Volume and Open Interest 10,455 94,358 +796
Cotton(ICE)
Mar17 170120 72.86 73.43 72.72 73.04 +0.35 12,250 164,625 -2,033
May17 170120 73.25 73.96 73.25 73.67 +0.41 5,480 43,575 +547
Jul17 170120 73.83 74.45 73.83 74.25 +0.44 1,562 28,866 +203
Oct17 170120 71.89 71.89 71.89 71.89 +0.32 1 34 +0
Dec17 170120 71.22 71.50 71.00 71.19 +0.06 423 21,275 +147
Mar18 170120 71.30 71.30 71.30 71.30 +0.04 8 1,374 +0
Total Volume and Open Interest 19,724 260,620 -1,136
Lumber(CME)
Mar17 170120 327.0 328.4 323.3 325.5 -0.1 408 3,137 +9
May17 170120 333.8 334.0 331.6 332.4 -0.5 53 544 +34
Jul17 170120 340.8 341.4 337.5 340.8 -0.4 0 65 +0
Sep17 170120 344.6 345.0 344.6 344.6 -0.4 0 29 +0
Total Volume and Open Interest 461 3,778 +43
Crude Oil(NYM)
Feb17 170120 51.45 52.90 51.39 52.42 +1.05 236,238 74,674 -33,612
Mar17 170120 52.20 53.67 52.13 53.22 +1.10 559,512 603,791 +190
Apr17 170120 52.96 54.35 52.84 53.96 +1.12 99,441 164,916 -4,016
May17 170120 53.65 54.94 53.49 54.62 +1.12 52,561 141,346 +5,588
Jun17 170120 54.20 55.45 54.04 55.16 +1.11 60,335 258,993 +1,747
Jul17 170120 54.60 55.79 54.48 55.54 +1.09 12,013 75,749 +432
Aug17 170120 54.84 55.99 54.65 55.75 +1.06 8,629 58,073 +233
Sep17 170120 54.97 56.11 54.87 55.89 +1.04 10,342 87,451 +1,484
Oct17 170120 55.05 56.19 54.98 55.97 +1.02 5,162 47,345 +540
Nov17 170120 55.27 56.23 55.27 56.04 +1.02 4,151 47,019 +1,132
Dec17 170120 55.28 56.31 55.03 56.10 +1.02 54,638 213,318 -3,511
Jan18 170120 55.65 56.11 55.65 56.10 +1.01 2,907 39,585 +136
Feb18 170120 56.10 56.11 56.10 56.11 +1.00 1,276 18,397 +267
Mar18 170120 56.12 56.12 55.60 56.12 +1.00 3,188 28,109 +1,347
Apr18 170120 56.10 56.10 56.10 56.10 +0.99 747 9,206 +257
May18 170120 56.07 56.07 56.07 56.07 +0.97 286 8,002 -47
Total Volume and Open Interest 1,146,028 2,153,684 -25,438
e-miNY Crude Oil(NYM)
Mar17 170120 52.175 53.675 52.150 53.225 +1.100 5,614 1,725 +158
Apr17 170120 52.975 54.325 52.900 53.950 +1.100 136 428 +23
May17 170120 53.650 54.925 53.650 54.625 +1.125 38 169 +17
Jun17 170120 54.400 55.450 54.400 55.150 +1.100 33 119 +7
Jul17 170120 55.675 55.675 55.450 55.550 +1.100 10 144 +2
Aug17 170120 55.675 55.750 55.675 55.750 +1.050 1 121 +1
Sep17 170120 55.900 55.900 54.800 55.900 +1.050 13 11 -11
Oct17 170120 55.775 55.975 55.775 55.975 +1.025 12 32 +12
Nov17 170120 56.050 56.050 56.050 56.050 +1.025 0 69 +0
Dec17 170120 56.150 56.200 56.100 56.100 +1.025 5 127 +3
Total Volume and Open Interest 12,730 5,357 +109
NY Harbor ULSD(NYM)
Feb17 170120 161.97 166.47 161.61 164.59 +2.76 55,903 66,653 -9,352
Mar17 170120 163.25 167.93 163.02 166.28 +2.99 46,706 119,858 +541
Apr17 170120 164.18 168.72 163.99 167.21 +3.02 21,205 58,015 +68
May17 170120 164.98 169.57 164.98 168.20 +3.07 13,272 33,049 -534
Jun17 170120 166.50 170.42 166.33 169.19 +3.12 17,778 45,815 +1,524
Jul17 170120 167.90 171.44 167.78 170.35 +3.13 3,499 14,330 +777
Aug17 170120 169.12 172.30 169.12 171.36 +3.10 1,430 7,365 +231
Sep17 170120 169.95 173.20 169.70 172.39 +3.05 2,153 11,468 +369
Oct17 170120 171.60 173.54 171.60 173.33 +2.98 1,471 4,856 -270
Nov17 170120 173.15 174.29 173.15 174.29 +2.94 806 4,102 +101
Dec17 170120 173.50 176.09 173.50 175.17 +2.90 10,704 39,652 -602
Jan18 170120 175.75 176.06 175.75 176.06 +2.86 395 3,033 +25
Feb18 170120 176.43 176.43 174.14 176.43 +2.83 80 2,059 +10
Mar18 170120 176.04 176.04 173.01 176.04 +2.79 21 1,092 +7
Total Volume and Open Interest 176,724 427,336 -7,100
RBOB Gasoline(NYM)
Feb17 170120 154.55 157.94 153.54 156.60 +3.15 57,334 57,093 -5,614
Mar17 170120 156.64 160.84 156.52 159.40 +3.00 69,153 142,965 +2,867
Apr17 170120 176.92 180.99 176.57 179.77 +3.20 36,986 62,394 +2,356
May17 170120 178.52 182.21 178.52 181.06 +3.24 16,144 39,252 +786
Jun17 170120 178.22 181.90 178.22 180.80 +3.28 16,837 39,236 +946
Jul17 170120 176.57 180.55 176.54 179.55 +3.19 7,627 19,966 +143
Aug17 170120 176.63 178.12 176.61 177.48 +3.16 3,915 8,035 +219
Sep17 170120 172.26 175.50 172.26 174.60 +3.09 5,169 18,378 +234
Oct17 170120 160.62 161.57 160.62 161.44 +3.08 2,124 6,541 +116
Nov17 170120 158.21 158.25 157.97 158.25 +3.07 806 2,811 +89
Total Volume and Open Interest 221,231 430,294 +2,049
e-miNY RBOB Gasoline(NYM)
Feb17 170120 156.60 156.60 154.70 156.60 +3.15 2 1 +0
Mar17 170120 159.40 159.40 159.40 159.40 +3.00      
Apr17 170120 179.80 179.80 179.77 179.80 +3.23      
May17 170120 181.10 181.10 181.06 181.10 +3.28      
Total Volume and Open Interest 2 1 +0
Natural Gas(NYM)
Feb17 170120 3.301 3.347 3.189 3.204 -0.164 128,820 78,428 -8,578
Mar17 170120 3.298 3.340 3.200 3.211 -0.149 100,246 278,192 +3,841
Apr17 170120 3.311 3.351 3.218 3.226 -0.145 52,100 113,978 -5,474
May17 170120 3.331 3.363 3.232 3.239 -0.146 34,457 102,787 +1,892
Jun17 170120 3.376 3.402 3.273 3.278 -0.145 14,540 49,612 -1,562
Jul17 170120 3.413 3.440 3.312 3.318 -0.142 11,363 60,556 +73
Aug17 170120 3.414 3.439 3.312 3.318 -0.140 4,955 34,156 -750
Sep17 170120 3.384 3.419 3.295 3.301 -0.138 4,813 45,349 -243
Oct17 170120 3.407 3.435 3.309 3.315 -0.137 16,423 89,863 +609
Nov17 170120 3.443 3.477 3.355 3.363 -0.133 5,176 35,246 +1,250
Dec17 170120 3.545 3.590 3.473 3.479 -0.129 3,229 35,671 -417
Jan18 170120 3.643 3.675 3.555 3.563 -0.127 6,762 42,396 -546
Feb18 170120 3.589 3.630 3.522 3.530 -0.121 1,096 16,467 -82
Mar18 170120 3.493 3.537 3.434 3.443 -0.109 4,482 39,259 -247
Apr18 170120 2.960 2.970 2.913 2.922 -0.054 3,938 48,230 -137
May18 170120 2.887 2.901 2.860 2.870 -0.038 1,633 12,535 +239
Total Volume and Open Interest 395,883 1,182,421 -10,023
Brent Crude Oil(ICE)
Mar17 170120 54.33 55.80 54.18 55.49 +1.33 360,148 327,519 -36,675
Apr17 170120 54.92 56.29 54.67 55.98 +1.29 215,454 335,063 +20,051
May17 170120 55.37 56.76 55.20 56.50 +1.29 98,864 234,048 +12,381
Jun17 170120 55.83 57.18 55.65 56.94 +1.27 113,676 286,108 +6,782
Jul17 170120 56.16 57.47 56.03 57.25 +1.26 35,293 113,574 +3,680
Aug17 170120 56.35 57.64 56.16 57.44 +1.25 21,454 74,237 +1,163
Sep17 170120 56.45 57.72 56.26 57.53 +1.24 24,193 78,053 +1,803
Oct17 170120 56.50 57.75 56.34 57.56 +1.22 11,040 42,191 +1,353
Nov17 170120 56.37 57.76 56.37 57.57 +1.21 6,874 44,141 +253
Dec17 170120 56.55 57.76 56.37 57.57 +1.20 74,361 219,644 -851
Jan18 170120 57.55 57.55 57.55 57.55 +1.18 2,685 34,288 +417
Feb18 170120 57.54 57.54 57.54 57.54 +1.18 1,535 23,335 +56
Mar18 170120 57.53 57.53 57.53 57.53 +1.17 2,159 25,286 -197
Apr18 170120 57.51 57.51 57.51 57.51 +1.16 1,400 14,892 -1,846
Total Volume and Open Interest 1,019,761 2,241,670 +11,335
Gas Oil(ICE)
Feb17 170120 479.50 492.50 478.50 489.50 +10.00 92,563 145,818 -12,178
Mar17 170120 484.00 497.25 483.00 494.25 +10.25 88,014 155,984 +688
Apr17 170120 487.50 500.25 486.00 497.50 +10.50 38,442 79,085 +300
May17 170120 489.50 502.00 489.50 500.00 +10.75 17,533 60,533 -1,468
Jun17 170120 491.75 504.50 491.75 502.25 +10.75 33,481 108,263 +697
Jul17 170120 494.75 507.25 494.75 505.00 +10.75 6,653 28,856 -159
Aug17 170120 497.50 509.75 497.50 507.50 +10.25 2,663 19,636 +440
Sep17 170120 500.75 511.75 500.75 510.25 +10.25 4,363 34,641 -433
Oct17 170120 503.50 515.00 503.50 512.75 +10.00 2,952 25,739 +1,175
Nov17 170120 504.75 513.50 504.75 513.50 +9.75 1,751 11,162 +479
Total Volume and Open Interest 322,242 878,183 -10,908
Ethanol(CBOT)
Feb17 170120 1.488 1.499 1.479 1.490 +0.015 397 2,595 -146
Mar17 170120 1.523 1.526 1.508 1.518 +0.016 215 1,776 +104
Apr17 170120 1.549 1.551 1.535 1.542 +0.014 24 955 +1
May17 170120 1.552 1.560 1.550 1.556 +0.014 10 49 -6
Jun17 170120 1.552 1.559 1.552 1.559 +0.014 5 103 +0
Jul17 170120 1.555 1.560 1.555 1.559 +0.014 0 157 +0
Aug17 170120 1.550 1.557 1.550 1.557 +0.014 10 100 +10
Sep17 170120 1.549 1.550 1.545 1.549 +0.014 10 29 +10
Total Volume and Open Interest 671 5,812 -27
WTI Crude Oil(ICE)
Mar17 170120 52.31 53.66 52.13 53.22 +1.10 67,427 101,841 -1,631
Apr17 170120 53.04 54.34 52.85 53.96 +1.12 36,715 42,222 +219
May17 170120 53.69 54.94 53.58 54.62 +1.12 16,378 33,838 -91
Jun17 170120 54.21 55.45 54.21 55.16 +1.11 21,661 69,158 +2,159
Jul17 170120 54.61 55.77 54.61 55.54 +1.09 3,163 22,651 +565
Aug17 170120 55.34 55.95 55.34 55.75 +1.06 2,810 15,778 +253
Sep17 170120 55.35 56.10 55.35 55.89 +1.04 2,461 21,138 -52
Oct17 170120 55.44 56.16 55.44 55.97 +1.02 717 3,464 -220
Nov17 170120 56.02 56.11 55.98 56.04 +1.02 357 2,851 -54
Dec17 170120 55.03 56.28 55.03 56.10 +1.02 16,960 90,895 -204
Jan18 170120 56.10 56.10 56.10 56.10 +1.01 260 3,955 +15
Feb18 170120 56.11 56.11 56.11 56.11 +1.00 228 1,963 -22
Mar18 170120 56.12 56.12 56.12 56.12 +1.00 61 4,878 -2
Apr18 170120 56.10 56.10 56.10 56.10 +0.99 2 1,149 +0
May18 170120 56.07 56.07 56.07 56.07 +0.97 1 558 +1
Jun18 170120 56.02 56.06 56.02 56.06 +0.97 986 20,318 -55
Total Volume and Open Interest 200,083 552,151 -4,361
US Dollar Index(ICE)
Mar17 170120 101.195 101.485 100.675 100.690 -0.455 39,873 73,758 -1,626
Jun17 170120 100.940 101.370 100.580 100.580 -0.460 300 1,882 -1
Sep17 170120 100.605 101.215 100.455 100.455 -0.460 6 344 -1
Total Volume and Open Interest 40,184 76,093 -1,626
Australian Dollar(CME)
Mar17 170120 75.47 75.80 75.09 75.53 +0.06 83,675 86,039 -861
Jun17 170120 75.42 75.61 74.93 75.37 +0.06 127 690 +28
Sep17 170120 75.28 75.61 74.94 75.24 +0.05 1 28 +0
Total Volume and Open Interest 83,804 86,799 -832
British Pound(CME)
Mar17 170120 123.49 123.94 122.73 123.92 +0.43 129,125 223,454 -3,986
Jun17 170120 123.98 124.25 123.08 124.25 +0.43 296 1,099 +68
Sep17 170120 123.95 124.60 123.47 124.60 +0.44 2 175 +0
Total Volume and Open Interest 129,423 224,864 -3,918
Canadian Dollar(CME)
Mar17 170120 75.10 75.32 74.73 75.17 +0.05 120,325 96,683 -668
Jun17 170120 75.37 75.40 74.84 75.27 +0.05 618 1,985 +45
Sep17 170120 75.02 75.46 74.77 75.38 +0.05 34 440 -10
Dec17 170120 75.32 75.57 75.10 75.50 +0.06 1 544 +0
Total Volume and Open Interest 120,981 99,675 -632
Japanese Yen(CME)
Mar17 170120 87.08 87.70 86.80 87.65 +0.39 148,501 199,950 -3,129
Jun17 170120 87.57 88.13 87.26 88.10 +0.39 383 8,516 -40
Sep17 170120 88.58 88.58 87.82 88.58 +0.38 11 59 +2
Total Volume and Open Interest 148,895 208,585 -3,167
Swiss Franc(CME)
Mar17 170120 99.67 100.13 99.33 100.10 +0.55 18,565 45,501 -85
Jun17 170120 100.31 100.73 99.97 100.73 +0.54 15 116 -2
Sep17 170120 101.40 101.40 100.71 101.40 +0.54 0 4 +0
Total Volume and Open Interest 18,582 45,626 -87
EuroFX(CME)
Mar17 170120 106.83 107.33 106.47 107.30 +0.48 166,779 403,616 -1,857
Jun17 170120 107.36 107.86 107.03 107.85 +0.48 532 9,156 -8
Sep17 170120 108.01 108.41 107.63 108.41 +0.48 13 384 +11
Total Volume and Open Interest 167,331 413,236 -1,854
Mexican Peso(CME)
Feb17 170120 461.25 461.25 461.25 461.25 +7.38      
Mar17 170120 451.75 461.25 451.38 459.38 +7.25 35,485 136,644 +1,010
Total Volume and Open Interest 36,490 179,443 +2,010
Brazilian Real(CME)
Feb17 170120 312.50 314.20 311.70 313.90 +1.80 1,848 29,683 +342
Mar17 170120 309.60 311.75 309.60 311.70 +1.75 102 7,696 +8
Apr17 170120 309.30 309.30 309.30 309.30 +2.00      
May17 170120 307.40 307.40 307.40 307.40 +2.05      
Total Volume and Open Interest 1,950 37,379 +350
30-Year T-Bonds(CBOT)
Mar17 170120 150~250 151~050 149~300 150~250 -0~090 227,716 618,563 +3,344
Jun17 170120 149~220 149~260 148~210 149~160 -0~090 301 822 +223
Sep17 170120 149~160 149~160 149~160 149~160 -0~090      
Total Volume and Open Interest 228,017 619,385 +3,567
10-Year T-Notes(CBOT)
Mar17 170120 124~020 124~095 123~250 124~070 +0~015 1,290,896 3,111,905 +25,035
Jun17 170120 123~200 123~220 123~080 123~205 +0~015 2,675 9,834 +1,137
Sep17 170120 124~075 124~075 124~075 124~075 +0~015      
Total Volume and Open Interest 1,293,571 3,121,739 +26,172
5-Year T-Notes(CBOT)
Mar17 170120 117~162 117~232 117~110 117~216 +0~040 756,698 2,948,366 -29,040
Jun17 170120 117~032 117~090 117~026 117~090 +0~040 664 3,760 +585
Sep17 170120 117~090 117~090 117~090 117~090 +0~040      
Total Volume and Open Interest 757,362 2,952,126 -28,455
2 Year T-Notes(CBOT)
Mar17 170120 108~092 108~122 108~082 108~116 +0~022 279,770 1,198,512 +25,451
Jun17 170120 108~026 108~034 108~026 108~034 +0~014      
Sep17 170120 108~034 108~034 108~034 108~034 +0~014      
Total Volume and Open Interest 279,770 1,198,512 +25,451
Eurodollars(CME)
Mar17 170120 98.890 98.905 98.880 98.895 unch 284,227 1,389,344 -19,598
Jun17 170120 98.725 98.740 98.710 98.730 +0.005 226,359 1,454,585 +20,896
Sep17 170120 98.585 98.610 98.570 98.600 +0.010 231,451 1,203,255 +21,700
Dec17 170120 98.435 98.465 98.415 98.455 +0.020 378,675 1,457,968 +31,869
Mar18 170120 98.305 98.345 98.285 98.335 +0.025 285,901 1,015,249 -176
Jun18 170120 98.180 98.225 98.150 98.215 +0.030 224,748 756,173 +19,869
Sep18 170120 98.075 98.115 98.040 98.105 +0.030 198,984 562,042 +26,791
Dec18 170120 97.955 98.000 97.920 97.990 +0.030 365,187 864,871 +25,219
Mar19 170120 97.875 97.920 97.835 97.910 +0.025 183,413 623,607 -16,153
Jun19 170120 97.805 97.840 97.760 97.835 +0.025 129,612 586,005 +5,686
Sep19 170120 97.735 97.765 97.685 97.760 +0.020 116,104 473,718 +8,350
Dec19 170120 97.650 97.675 97.595 97.670 +0.015 179,748 486,268 +19,405
Mar20 170120 97.600 97.630 97.550 97.625 +0.015 74,634 296,816 +2,801
Jun20 170120 97.545 97.575 97.495 97.570 +0.010 53,422 176,987 -181
Sep20 170120 97.500 97.525 97.450 97.520 +0.005 47,474 158,024 +3,184
Dec20 170120 97.440 97.465 97.390 97.455 unch 49,573 177,239 -1,401
Mar21 170120 97.405 97.425 97.355 97.415 -0.005 32,178 92,449 +1,023
Jun21 170120 97.365 97.385 97.310 97.370 -0.010 29,065 95,009 -907
Total Volume and Open Interest 3,214,811 12,124,460 +166,802
Ultra T-Bond(CBOT)
Mar17 170120 160~30 161~11 159~24 160~29 -0~11 80,934 692,762 +881
Jun17 170120 159~23 159~28 159~13 159~23 -0~11 0 60 +0
Sep17 170120 159~23 159~23 159~23 159~23 -0~11      
Total Volume and Open Interest 80,934 692,822 +881
Ultra 10-Yr T-Note(CBOT)
Mar17 170120 133~240 134~015 133~095 133~285 -0~010 95,866 301,134 +2,911
Jun17 170120 132~245 132~245 132~245 132~245 -0~010      
Sep17 170120 132~245 132~245 132~245 132~245 -0~010      
Total Volume and Open Interest 95,866 301,134 +2,911
30 Day Federal Funds(CBOT)
Jan17 170120 99.353 99.353 99.350 99.353 unch 6,076 165,410 +1,883
Feb17 170120 99.345 99.345 99.340 99.340 unch 39,087 94,155 +8,950
Mar17 170120 99.300 99.315 99.300 99.310 +0.005 13,566 89,466 -2,181
Apr17 170120 99.275 99.295 99.275 99.290 +0.015 31,422 236,750 +4,579
May17 170120 99.220 99.240 99.220 99.235 +0.010 22,885 84,338 +4,363
Jun17 170120 99.155 99.170 99.150 99.165 +0.010 4,995 25,855 +904
Total Volume and Open Interest 174,647 1,000,167 +30,712
Japanese Govt Bonds(SGX)
Mar17 170119 150.31 150.33 150.01 150.04 -0.26 449 12,945 -100
Jun17 170119 150.01 150.01 150.01 150.01 -0.26      
Sep17 170119 150.01 150.01 150.01 150.01 -0.26      
Total Volume and Open Interest 449 12,945 -100
Euro-Buxl(EUREX)
Mar17 170120 168.18 168.58 165.34 165.52 -2.40 41,343 213,005 +3,134
Jun17 170120 164.20 164.20 163.52 163.52 -2.36 5 24 -1
Sep17 170120 164.64 164.64 161.50 161.50 -2.40 12 12 -3
Total Volume and Open Interest 41,360 213,041 +3,130
Euro-Bund(EUREX)
Mar17 170120 163.18 163.28 162.20 162.29 -0.74 785,761 2,062,841 +23,890
Jun17 170120 160.10 160.10 159.10 159.15 -0.74 8,291 29,054 +9,362
Sep17 170120 160.68 160.68 160.68 160.68 -0.74 0 1,782 +0
Total Volume and Open Interest 794,052 2,093,677 +33,252
Euro-Bobl(EUREX)
Mar17 170120 133.31 133.35 133.02 133.05 -0.24 579,519 1,514,951 +21,057
Jun17 170120 131.12 131.12 131.03 131.03 -0.24 1,500 30,512 +2,708
Sep17 170120 131.05 131.05 131.05 131.05 -0.24      
Total Volume and Open Interest 581,019 1,545,463 +23,765
Euro-Schatz(EUREX)
Mar17 170120 112.23 112.24 112.16 112.17 -0.06 222,395 1,479,826 +62,819
Jun17 170120 112.07 112.07 112.01 112.01 -0.06 424 27,664 +1,977
Sep17 170120 112.01 112.01 112.01 112.01 -0.06      
Total Volume and Open Interest 222,819 1,507,490 +64,796
3-Mth Euribor(EUREX)
Mar17 170120 100.330 100.330 100.325 100.325 -0.010 50 3,889 -50
Jun17 170120 100.315 100.315 100.315 100.315 -0.005 56 33,446 -56
Sep17 170120 100.295 100.295 100.290 100.290 -0.010 5 4,255 +0
Total Volume and Open Interest 215 72,129 -101
Long Gilt(LIFFE)
Mar17 170120 124~08 124~13 123~20 123~27 -0~10 151,935 630,443 +9,085
Jun17 170120 122~24 122~24 122~24 122~24 -0~11      
Total Volume and Open Interest 151,935 630,443 +9,085
3-Mth Short Sterling(LIFFE)
Mar17 170120 99.63 99.63 99.62 99.63 unch 29,246 342,059 -2,861
Jun17 170120 99.59 99.59 99.56 99.56 -0.02 28,497 445,364 +5,913
Sep17 170120 99.53 99.54 99.50 99.51 -0.02 47,000 287,385 +11,628
Dec17 170120 99.48 99.49 99.44 99.45 -0.03 27,013 298,259 -1,262
Mar18 170120 99.42 99.43 99.38 99.40 -0.03 51,721 188,257 -9,082
Jun18 170120 99.37 99.38 99.32 99.34 -0.03 37,143 199,575 +1,778
Total Volume and Open Interest 527,393 2,497,758 +35,376
3-Mth Euribor(LIFFE)
Mar17 170120 100.335 100.335 100.325 100.325 -0.010 66,174 329,575 -2,394
Jun17 170120 100.320 100.320 100.310 100.310 -0.010 120,575 381,999 -18,448
Sep17 170120 100.300 100.300 100.285 100.290 -0.010 88,275 309,916 -5,768
Total Volume and Open Interest 985,184 3,220,771 -40,907
3-Mth Aus T-Bills(SFE)
Mar17 170120 98.19 98.20 98.18 98.20 unch 13,197 161,059 -3,229
Jun17 170120 98.16 98.17 98.14 98.17 +0.01 11,882 233,097 -1,262
Sep17 170120 98.09 98.10 98.08 98.10 +0.01 16,046 143,923 +2,079
Dec17 170120 98.01 98.03 98.00 98.02 unch 10,889 187,726 +2,208
Mar18 170120 97.92 97.93 97.90 97.93 unch 9,727 104,532 +2,861
Jun18 170120 97.84 97.84 97.81 97.84 unch 6,082 68,241 +44
Sep18 170120 97.75 97.75 97.72 97.74 -0.01 5,349 50,252 +1,227
Dec18 170120 97.67 97.67 97.62 97.66 -0.01 2,408 29,306 +839
Mar19 170120 97.55 97.57 97.55 97.57 -0.02 336 6,816 +88
Jun19 170120 97.48 97.48 97.48 97.48 -0.02 155 3,496 +150
Total Volume and Open Interest 76,295 990,015 +5,128
10-Year Aus T-Bonds(SFE)
Mar17 170120 97.21 97.22 97.15 97.19 -0.02 136,150 946,055 +20,363
Jun17 170120 97.19 97.19 97.19 97.19 -0.02      
Total Volume and Open Interest 136,150 946,055 +20,363
3-Year Aus T-Bonds(SFE)
Mar17 170120 97.94 97.95 97.91 97.94 -0.01 345,683 1,009,239 +142,823
Jun17 170120 97.94 97.94 97.94 97.94 -0.01      
Total Volume and Open Interest 345,683 1,009,239 +142,823
Gold(CMX)
Feb17 170120 1204.8 1214.8 1198.2 1204.9 +3.4 203,645 202,270 -14,614
Apr17 170120 1207.0 1217.6 1201.0 1207.7 +3.4 26,691 160,256 +11,035
Jun17 170120 1209.2 1220.0 1204.0 1210.7 +3.5 3,991 46,146 +454
Aug17 170120 1214.4 1223.0 1208.5 1213.7 +3.6 1,021 12,834 +490
Oct17 170120 1211.9 1224.9 1211.6 1216.7 +3.6 298 3,104 -64
Dec17 170120 1218.4 1228.9 1214.6 1219.7 +3.6 1,601 25,403 +111
Feb18 170120 1222.4 1231.3 1221.9 1222.9 +3.7 13 4,151 -1
Apr18 170120 1226.2 1235.4 1226.2 1226.2 +3.7 3 261 +2
Jun18 170120 1227.0 1235.8 1226.0 1229.8 +3.7 67 4,216 -8
Aug18 170120 1233.6 1233.6 1233.6 1233.6 +3.7 0 122 +0
Oct18 170120 1237.4 1237.4 1237.4 1237.4 +3.7 0 5 +0
Dec18 170120 1241.5 1241.5 1236.6 1241.5 +3.7 1 2,313 -1
Total Volume and Open Interest 238,241 465,624 -2,313
Silver(CMX)
Mar17 170120 1702.5 1719.5 1684.0 1703.2 +3.0 59,036 134,636 +1,706
May17 170120 1709.5 1722.5 1691.5 1709.1 +3.1 2,786 21,452 -156
Jul17 170120 1717.0 1727.0 1698.5 1715.0 +3.1 1,069 7,538 +541
Sep17 170120 1720.0 1734.5 1713.5 1721.0 +3.2 282 3,809 +66
Dec17 170120 1720.0 1743.0 1720.0 1729.8 +3.3 134 5,511 -34
Mar18 170120 1738.6 1754.0 1738.6 1738.6 +3.3 1 32 +1
May18 170120 1742.9 1742.9 1742.9 1742.9 +3.3 0 5 +0
Total Volume and Open Interest 63,606 174,217 +2,161
Platinum(NYMEX)
Jan17 170120 963.3 979.6 960.7 972.2 +19.4 0 8 -9
Apr17 170120 961.6 983.9 956.1 976.0 +19.6 14,458 57,963 -479
Jul17 170120 964.4 986.2 961.8 979.6 +19.5 149 4,413 +77
Oct17 170120 990.0 990.9 982.6 982.6 +19.7 8 235 +4
Total Volume and Open Interest 14,642 62,818 -401
Palladium(NYMEX)
Mar17 170120 754.00 794.15 751.00 788.40 +37.25 3,390 27,338 +268
Jun17 170120 755.75 794.60 752.35 789.05 +37.15 66 1,312 +8
Sep17 170120 790.00 790.00 789.80 789.80 +37.15 0 2 +0
Total Volume and Open Interest 3,456 28,659 +276
Copper(CMX)
Mar17 170120 261.20 264.50 258.75 262.50 +1.45 51,703 145,931 +532
May17 170120 262.10 265.30 259.80 263.45 +1.45 5,724 42,976 +2,016
Jul17 170120 263.25 265.95 260.65 264.10 +1.45 1,450 19,598 -284
Sep17 170120 263.65 265.00 263.35 264.65 +1.40 452 14,033 -87
Dec17 170120 264.55 266.40 262.30 265.10 +1.35 117 11,220 -6
Total Volume and Open Interest 60,464 254,073 +2,291
E-mini DJIA Index(CBOT)
Mar17 170120 19652 19779 19652 19745 +51 121,032 131,009 +1,136
Jun17 170120 19615 19718 19615 19685 +51 59 545 +4
Sep17 170120 19598 19633 19598 19633 +51 0 2 +0
Dec17 170120 19591 19615 19591 19591 +51 0 1 +0
Total Volume and Open Interest 121,091 131,557 +1,140
S & P 500(CME)
Mar17 170120 2261.90 2267.30 2261.70 2265.90 +4.30 2,658 60,806 +254
Jun17 170120 2260.30 2266.00 2255.00 2260.30 +4.30 8 1,761 +6
Sep17 170120 2255.80 2261.50 2250.50 2255.80 +4.30 0 20 +0
Dec17 170120 2252.50 2258.20 2247.20 2252.50 +4.30      
Total Volume and Open Interest 2,666 62,587 +260
S & P 500 E-Mini(Globex)
Mar17 170120 2261.00 2272.75 2259.75 2266.00 +4.50 1,111,992 2,790,421 -945
Jun17 170120 2256.75 2267.00 2254.25 2260.25 +4.25 1,892 19,443 +317
Sep17 170120 2254.75 2261.75 2251.50 2255.75 +4.25 7 170 +2
Dec17 170120 2250.00 2252.50 2250.00 2252.50 +4.25 1 89 +1
Total Volume and Open Interest 1,113,892 2,810,124 -625
NASDAQ 100 E-Mini(Globex)
Mar17 170120 5055.50 5083.00 5044.80 5058.30 +4.80 159,690 225,008 -16
Jun17 170120 5055.30 5080.00 5045.00 5056.50 +4.20 144 383 +89
Sep17 170120 5070.00 5078.00 5059.30 5059.30 +4.30 14 35 -7
Total Volume and Open Interest 159,848 225,440 +66
S&P Midcap 400(CME) e-Mini
Mar17 170120 1666.60 1678.90 1666.60 1673.80 +8.40 15,461 97,223 -364
Jun17 170120 1668.00 1668.00 1666.30 1666.30 +8.40 0 1 +0
Sep17 170120 1664.90 1664.90 1664.90 1664.90 +8.40      
Total Volume and Open Interest 15,461 97,224 -364
Volatility Index(CBOE)
Jan17 170118 12.15 12.25 11.70 11.86 -0.32 3,222 99,327 -19,852
Feb17 170120 14.25 14.35 13.70 13.83 -0.40 101,040 307,567 +31,198
Mar17 170120 15.58 15.60 15.10 15.23 -0.35 60,340 74,025 +7,637
Apr17 170120 16.74 16.75 16.30 16.38 -0.35 26,625 33,857 +3,059
Total Volume and Open Interest 217,646 482,229 +46,143
Russell 2000 Mini(ICE)
Mar17 170120 1346.80 1356.90 1346.20 1352.10 +6.20 124,234 644,171 -7,188
Jun17 170120 1350.70 1350.70 1350.10 1350.10 +7.20 1 487 -1
Sep17 170120 1348.10 1348.10 1348.10 1348.10 +8.20 0 198 +0
Total Volume and Open Interest 124,235 644,936 -7,189
Nikkei 225(CME)
Mar17 170120 19120 19320 19075 19185 +80 12,951 29,131 +261
Jun17 170120 19090 19250 19050 19120 +65 1 39 +1
Total Volume and Open Interest 12,952 29,170 +262
Nikkei 225(SGX)
Mar17 170120 19125 19210 19110 19145 +30 103,758 206,547 +785
Jun17 170120 19050 19050 19020 19020 +30 86 4,899 -15
Sep17 170119 18960 18960 18960 18960 +290 0 5 +0
Total Volume and Open Interest 90,571 216,398 +6,005
Nikkei 225 Mini(JPX)
Mar17 170119 18835 19110 18770 19100 +270 785,531 403,351 -1,112
Jun17 170119 18695 18965 18630 18950 +260 11,130 10,679 +1,137
Sep17 170119 18680 18910 18585 18910 +260 357 862 +99
Total Volume and Open Interest 835,166 439,872 +3,257
Nikkei 225(JPX)
Mar17 170119 18830 19110 18770 19100 +270 72,931 377,752 +2,304
Jun17 170119 18690 18960 18630 18950 +260 1,780 21,533 +2,050
Sep17 170119 18630 18920 18570 18910 +260 9 8,068 +1
Total Volume and Open Interest 74,741 478,395 +4,384
Nikkei 225(CME) Yen
Mar17 170120 19075 19275 19025 19135 +90 49,476 57,725 +551
Jun17 170120 19125 19125 18995 18995 +90 8 5 -4
Sep17 170120 18945 18945 18945 18945 +90      
Total Volume and Open Interest 49,484 57,731 +547
Nikkei 225(CME) e-Mini Yen
Mar17 170120 19130 19130 19070 19130 +90 1 93 +0
Jun17 170120 18990 18990 18990 18990 +90      
Sep17 170120 18940 18945 18940 18940 +90      
Total Volume and Open Interest 1 93 +0
CAC 40(EURONEXT)
Jan17 170120 4842.5 4869.5 4819.0 4860.5 +20.0 239,694 256,587 -95,510
Feb17 170120 4840.5 4868.0 4816.5 4848.5 +9.5 191,859 254,210 +112,897
Mar17 170120 4835.0 4860.0 4820.0 4847.5 +9.5 491 15,251 +338
Total Volume and Open Interest 432,045 526,118 +17,724
Hang Seng Index(HKFE)
Jan17 170120 23041 23058 22864 22928 -124 86,432 123,143 +1,844
Feb17 170120 22988 23008 22820 22883 -127 4,841 13,377 +2,597
Mar17 170120 22995 23012 22827 22884 -123 323 8,214 -61
Total Volume and Open Interest 91,655 147,590 +4,354
DAX(EUREX)
Mar17 170120 11592.5 11634.0 11545.0 11616.0 +24.0 62,854 160,588 +2,171
Jun17 170120 11615.0 11655.0 11585.0 11644.5 +24.0 440 6,180 +995
Sep17 170120 11634.5 11634.5 11634.5 11634.5 +24.0 2 168 +0
Total Volume and Open Interest 63,296 166,936 +3,166
Mini-DAX(EUREX)
Mar17 170120 11592.0 11634.0 11545.0 11616.0 +24.0 18,031 10,167 +788
Jun17 170120 11607.0 11660.0 11586.0 11644.5 +24.0 57 1,295 -4
Sep17 170120 11581.0 11634.5 11581.0 11634.5 +24.0 0 15 +0
Total Volume and Open Interest 18,088 11,477 +784
FT-SE 100(EURONEXT)
Mar17 170120 7154.50 7159.50 7114.00 7132.00 -5.50 103,019 767,027 -6,260
Jun17 170120 7078.00 7080.50 7058.00 7058.00 -5.50 1,147 39,765 +493
Sep17 170120 6997.00 6997.00 6997.00 6997.00 -5.50      
Total Volume and Open Interest 104,166 806,792 -5,767
SPI 200(SFE)
Mar17 170120 5635.0 5642.0 5596.0 5601.0 -36.0 34,316 276,545 -978
Jun17 170120 5594.0 5594.0 5587.0 5587.0 -36.0 0 1,616 +0
Sep17 170120 5537.0 5537.0 5537.0 5537.0 -36.0 90 1,760 +90
Total Volume and Open Interest 36,908 286,351 +877
FTSE MIB(ISE)
Mar17 170120 19505.00 19540.00 19355.00 19431.00 +1.00 24,599 35,162 +494
Jun17 170120 19090.00 19090.00 19014.00 19014.00 +1.00 10 87 +6
Total Volume and Open Interest 24,609 35,249 +500
KOSPI 200(KFE)
Mar17 170120 267.55 267.85 267.55 267.60 -0.55 137,059 139,938 -1,973
Jun17 170120 268.50 268.55 267.65 268.10 -0.50 302 5,313 +69
Sep17 170120 269.05 269.05 269.05 269.05 -1.70 1 1,578 +738
Total Volume and Open Interest 137,362 154,827 -1,166
GSCI(CME)
Feb17 170120 399.85 401.35 399.00 399.30 +4.50 92 15,331 +13
Mar17 170120 405.05 405.05 405.05 405.05 +4.50      
Apr17 170120 407.05 407.05 407.05 407.05 +4.50      
Total Volume and Open Interest 92 15,331 -1,035
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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