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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu January 26, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar17 170126 1055.50 1058.50 1045.50 1049.50 -5.75 95,242 350,164 -6,063
May17 170126 1064.50 1067.75 1054.75 1059.00 -5.50 34,733 130,702 +4,900
Jul17 170126 1071.00 1074.25 1061.25 1065.75 -5.25 19,519 119,931 +1,001
Aug17 170126 1068.75 1068.75 1058.50 1062.50 -5.25 1,257 8,210 +186
Sep17 170126 1046.50 1047.25 1039.00 1042.50 -3.25 1,009 5,239 -113
Nov17 170126 1025.50 1028.75 1019.50 1023.25 -2.25 10,931 102,421 +533
Jan18 170126 1028.00 1030.00 1022.50 1026.00 -2.00 429 5,375 +74
Mar18 170126 1024.75 1024.75 1020.00 1023.00 -2.50 465 3,312 +118
May18 170126 1021.50 1022.50 1021.25 1022.50 -2.25 175 950 +43
Jul18 170126 1023.25 1023.25 1020.00 1023.25 -2.00 80 973 -14
Aug18 170126 1015.50 1015.50 1015.50 1015.50 -2.25 0 20 +0
Sep18 170126 995.50 995.50 995.50 995.50 -2.25 0 23 +0
Nov18 170126 976.00 977.25 974.00 977.25 +0.50 47 1,616 +14
Jan19 170126 980.75 980.75 975.00 980.75 +0.50 0 20 +0
Total Volume and Open Interest 163,887 728,991 +679
Soybean Meal(CBOT)
Mar17 170126 343.30 344.30 340.60 342.40 -0.90 48,291 177,280 -3,030
May17 170126 346.20 347.00 343.60 345.50 -0.80 22,510 84,809 +3,497
Jul17 170126 348.40 348.80 345.70 347.50 -0.90 11,150 57,304 -100
Aug17 170126 345.10 345.50 343.20 344.80 -0.50 1,429 8,426 +91
Sep17 170126 341.20 342.00 339.90 341.50 -0.20 1,029 8,583 +126
Oct17 170126 334.00 335.20 332.70 334.70 +0.10 366 7,178 -4
Dec17 170126 334.70 335.40 332.70 334.80 +0.10 3,716 28,793 +474
Jan18 170126 333.50 333.60 332.30 333.50 +0.20 97 1,353 +30
Mar18 170126 330.90 331.80 330.90 331.40 +0.10 348 2,008 +83
May18 170126 330.40 330.80 330.10 330.80 unch 39 752 +4
Total Volume and Open Interest 89,005 378,588 +1,165
Soybean Oil(CBOT)
Mar17 170126 34.94 35.00 34.11 34.47 -0.40 56,452 189,644 -2,360
May17 170126 35.17 35.25 34.37 34.74 -0.38 27,194 89,164 +2,074
Jul17 170126 35.46 35.48 34.62 34.98 -0.38 17,389 78,588 +2,299
Aug17 170126 35.45 35.47 34.70 35.01 -0.36 528 9,102 +31
Sep17 170126 35.33 35.33 34.67 34.95 -0.34 921 7,367 +42
Oct17 170126 35.09 35.09 34.45 34.73 -0.32 314 6,977 -3
Dec17 170126 35.23 35.23 34.51 34.80 -0.30 3,571 22,146 +715
Jan18 170126 35.03 35.15 34.60 34.82 -0.27 251 1,777 +120
Mar18 170126 34.81 35.08 34.53 34.78 -0.23 303 1,815 +110
May18 170126 34.70 34.87 34.66 34.77 -0.20 100 902 +54
Total Volume and Open Interest 107,062 408,582 +3,110
Canola(WCE)
Mar17 170126 522.3 524.3 520.0 520.3 -2.1 10,759 100,098 +347
May17 170126 529.3 531.3 527.0 527.2 -2.2 5,290 40,373 +1,563
Jul17 170126 533.7 535.4 531.0 531.2 -2.6 2,391 20,503 -718
Nov17 170126 506.1 507.7 505.0 506.4 +0.3 1,828 21,183 +41
Jan18 170126 509.9 511.7 508.5 510.5 +1.3 89 3,039 +44
Total Volume and Open Interest 20,362 185,306 +1,282
Corn(CBOT)
Mar17 170126 366.00 366.75 362.00 363.75 -2.50 198,152 629,582 -7,305
May17 170126 373.00 373.75 369.00 371.00 -2.50 44,642 227,843 +7,008
Jul17 170126 380.00 380.75 376.00 378.00 -2.75 27,995 230,893 +1,532
Sep17 170126 386.75 387.00 382.25 384.25 -2.75 6,552 89,766 +107
Dec17 170126 393.25 393.50 389.00 390.75 -3.00 18,195 138,412 +769
Mar18 170126 399.75 400.25 396.00 397.75 -2.75 1,779 16,217 +753
May18 170126 403.75 403.75 399.75 401.50 -2.75 300 2,316 +39
Jul18 170126 406.00 407.00 403.50 404.75 -2.50 1,313 5,369 +835
Sep18 170126 397.25 398.75 397.25 398.75 -2.25 1 1,036 +0
Dec18 170126 401.50 402.75 399.00 400.00 -2.75 532 9,438 +161
Total Volume and Open Interest 299,465 1,351,289 +3,897
Wheat(CBOT)
Mar17 170126 425.25 430.50 421.75 427.00 +2.50 57,334 246,898 +606
May17 170126 439.00 443.75 435.00 440.50 +2.00 19,167 84,361 +1,683
Jul17 170126 453.50 457.75 449.50 455.00 +1.50 11,913 77,424 -1,736
Sep17 170126 468.50 472.25 464.25 469.75 +1.25 2,209 22,157 +11
Dec17 170126 485.75 489.50 482.00 486.75 +0.75 3,201 39,580 +397
Mar18 170126 501.50 501.50 495.00 499.00 +0.75 426 5,412 +236
Total Volume and Open Interest 94,361 477,653 +1,245
Wheat(KCBT)
Mar17 170126 438.00 442.50 435.50 440.25 +2.50 19,601 96,073 -4,664
May17 170126 449.75 454.50 447.50 452.50 +2.75 7,539 40,227 -217
Jul17 170126 462.00 466.25 459.50 464.50 +3.00 6,204 63,271 +668
Sep17 170126 476.25 479.25 474.50 478.75 +3.00 489 8,987 +272
Dec17 170126 495.50 500.00 494.50 499.00 +2.75 715 13,822 +225
Mar18 170126 507.00 510.00 505.50 510.00 +2.25 73 3,486 +35
May18 170126 515.00 516.75 515.00 516.75 +2.00 2 997 +1
Total Volume and Open Interest 34,623 227,668 -3,680
Wheat(MGE)
Mar17 170126 558.00 568.50 557.50 566.75 +9.25 4,679 29,324 -1,620
May17 170126 553.00 559.75 552.75 558.50 +5.25 4,527 24,554 +1,217
Jul17 170126 553.50 559.50 553.25 558.25 +4.75 1,244 13,434 +433
Sep17 170126 556.00 561.00 556.00 559.75 +4.50 322 6,101 +21
Dec17 170126 561.25 567.00 561.25 565.75 +4.25 416 4,105 +66
Mar18 170126 568.00 573.25 568.00 573.25 +4.25 207 756 +50
Total Volume and Open Interest 11,410 78,443 +176
Oats(CBOT)
Mar17 170126 260.75 264.75 254.50 255.25 -4.75 480 5,159 -20
May17 170126 249.25 253.00 244.25 247.25 -2.00 292 2,153 +111
Jul17 170126 243.00 244.00 243.00 244.00 -1.50 79 432 +37
Sep17 170126 239.25 245.00 239.25 239.25 -1.50 0 8 +0
Total Volume and Open Interest 851 7,901 +128
Rough Rice(CBOT)
Mar17 170126 9.84 9.86 9.75 9.75 -0.09 621 10,200 -111
May17 170126 10.09 10.09 10.01 10.01 -0.09 191 1,028 -18
Jul17 170126 10.22 10.40 10.22 10.22 -0.09 30 48 +7
Sep17 170126 10.38 10.65 10.38 10.38 -0.09 0 14 +0
Total Volume and Open Interest 842 11,290 -122
Live Cattle(CME)
Feb17 170126 119.680 119.900 118.135 118.700 -1.185 13,353 50,371 -1,625
Apr17 170126 118.350 118.680 116.950 117.580 -1.100 22,597 145,147 +3,233
Jun17 170126 107.830 108.100 106.550 107.200 -0.900 10,376 82,092 +244
Aug17 170126 103.750 103.885 102.400 102.950 -1.030 4,898 38,256 +1,333
Oct17 170126 103.400 103.500 102.035 102.500 -1.080 2,910 22,351 +942
Dec17 170126 104.050 104.135 102.830 103.385 -0.815 1,369 8,269 +495
Total Volume and Open Interest 56,225 349,379 +4,915
Feeder Cattle(CME)
Jan17 170126 132.200 132.200 131.785 131.825 -0.555 1,022 3,179 -372
Mar17 170126 129.600 129.600 126.285 127.100 -2.750 4,503 24,402 +13
Apr17 170126 129.050 129.130 126.050 126.750 -2.630 1,637 8,009 +171
May17 170126 127.200 127.480 124.500 125.150 -2.350 1,218 9,198 +110
Aug17 170126 127.430 127.850 125.300 126.035 -1.795 869 6,079 +242
Sep17 170126 125.450 125.930 123.680 124.230 -1.770 183 984 +73
Oct17 170126 123.050 123.535 121.500 121.850 -1.550 23 148 +10
Total Volume and Open Interest 9,456 52,053 +248
Lean Hogs(CME)
Feb17 170126 67.700 68.000 65.250 65.850 -1.685 7,351 29,243 -1,545
Apr17 170126 70.035 70.580 67.150 67.225 -2.925 10,723 93,060 -1,004
May17 170126 74.700 74.980 72.000 72.135 -2.565 141 1,677 +18
Jun17 170126 78.285 78.680 75.700 76.080 -2.305 5,343 41,628 -281
Jul17 170126 78.150 78.350 75.930 76.330 -1.920 2,625 16,416 +604
Aug17 170126 77.650 77.800 75.230 76.000 -1.730 1,853 16,781 -36
Oct17 170126 66.900 67.035 65.400 65.885 -1.090 1,268 9,193 -40
Dec17 170126 63.100 63.150 61.850 62.250 -0.850 902 6,646 +489
Total Volume and Open Interest 30,223 215,162 -1,793
Class III Milk(CME)
Jan17 170126 16.74 16.75 16.73 16.75 +0.01 245 4,263 -78
Feb17 170126 16.51 16.65 16.44 16.58 +0.01 694 4,324 -40
Mar17 170126 16.96 17.23 16.83 17.04 +0.06 542 3,854 -60
Apr17 170126 17.23 17.45 17.14 17.34 +0.06 227 3,298 +19
May17 170126 17.27 17.51 17.25 17.41 +0.07 112 2,974 +53
Jun17 170126 17.52 17.66 17.49 17.63 +0.04 103 2,799 +49
Jul17 170126 17.67 17.75 17.67 17.72 +0.01 50 1,654 +2
Aug17 170126 17.82 17.83 17.81 17.83 -0.01 54 1,678 +11
Sep17 170126 17.80 17.88 17.80 17.86 +0.01 51 1,573 +15
Oct17 170126 17.67 17.71 17.65 17.69 -0.01 56 1,307 +10
Nov17 170126 17.59 17.60 17.58 17.58 -0.03 31 1,365 -8
Dec17 170126 17.30 17.33 17.26 17.30 unch 17 1,251 +9
Jan18 170126 16.90 16.90 16.87 16.88 -0.05 0 224 +0
Total Volume and Open Interest 2,182 31,341 -18
Cocoa(ICE)
Mar17 170126 2184 2187 2124 2132 -60 18,059 118,136 -1,137
May17 170126 2192 2195 2134 2140 -60 9,866 60,154 +716
Jul17 170126 2203 2209 2146 2151 -59 3,575 42,223 -288
Sep17 170126 2218 2221 2163 2168 -58 694 19,659 -119
Dec17 170126 2241 2241 2187 2191 -58 230 13,336 -102
Mar18 170126 2258 2258 2208 2211 -57 385 10,839 -280
May18 170126 2273 2273 2225 2228 -56 22 3,817 +1
Total Volume and Open Interest 33,138 272,785 -909
Coffee "C"(ICE)
Mar17 170126 153.85 154.30 150.35 151.45 -1.45 19,261 77,573 -2,637
May17 170126 156.20 156.60 152.90 153.95 -1.40 6,316 46,382 +1,516
Jul17 170126 158.75 158.80 155.25 156.30 -1.35 2,102 23,228 +187
Sep17 170126 160.75 161.00 157.50 158.55 -1.30 1,406 14,604 +254
Dec17 170126 163.75 164.00 160.55 161.60 -1.25 982 12,023 +23
Mar18 170126 166.55 166.55 164.00 164.50 -1.20 202 2,892 +93
Total Volume and Open Interest 30,345 180,324 -540
Orange Juice(ICE)
Mar17 170126 165.95 170.00 160.00 164.35 -2.30 1,102 9,235 -145
May17 170126 163.70 166.80 158.40 161.60 -2.10 234 1,758 +111
Jul17 170126 160.00 166.00 159.50 160.55 -2.00 36 744 +1
Sep17 170126 160.00 165.00 160.00 160.35 -1.90 10 104 +4
Nov17 170126 161.20 161.20 158.75 159.65 -2.15 1 8 +0
Jan18 170126 160.75 160.75 160.75 160.75 -2.15 0 1 +0
Total Volume and Open Interest 1,383 11,850 -29
Sugar #11(ICE)
Mar17 170126 20.40 20.65 20.26 20.36 +0.02 52,753 294,415 -7,345
May17 170126 20.48 20.64 20.30 20.36 -0.04 35,048 175,999 -1,353
Jul17 170126 20.13 20.30 20.03 20.10 -0.03 16,080 157,225 +846
Oct17 170126 19.96 20.04 19.80 19.92 +0.02 8,990 86,526 -814
Mar18 170126 19.81 19.92 19.71 19.87 +0.06 5,959 63,744 +885
May18 170126 19.10 19.27 19.10 19.24 +0.09 1,821 19,162 -327
Jul18 170126 18.53 18.66 18.52 18.64 +0.12 858 13,188 -143
Oct18 170126 18.15 18.24 18.15 18.24 +0.09 324 14,347 +18
Total Volume and Open Interest 122,007 834,634 -8,304
London Cocoa(LCE)
Mar17 170126 1747 1749 1716 1720 -27 6,743 104,058 -1,941
May17 170126 1767 1772 1736 1738 -30 5,540 65,719 +566
Jul17 170126 1791 1791 1759 1760 -31 3,448 50,251 +531
Sep17 170126 1807 1807 1771 1773 -34 1,254 39,919 +554
Dec17 170126 1819 1821 1790 1790 -31 331 28,294 -42
Mar18 170126 1819 1830 1800 1800 -30 264 20,829 +159
May18 170126 1824 1824 1815 1815 -30 27 6,095 +0
Total Volume and Open Interest 17,607 317,083 -173
London Sugar(LCE)
Mar17 170126 536.00 543.40 534.90 537.30 +1.50 4,588 32,293 +5
May17 170126 539.80 547.10 539.30 541.50 +1.50 3,446 31,135 +509
Aug17 170126 536.40 543.20 535.90 538.10 +1.40 1,463 13,388 +157
Oct17 170126 519.10 525.00 518.90 521.50 +1.90 391 11,587 +53
Dec17 170126 511.30 513.10 511.30 513.10 +1.70 300 3,974 +19
Total Volume and Open Interest 10,510 97,421 +865
Cotton(ICE)
Mar17 170126 73.94 74.93 73.67 74.19 +0.31 30,020 156,812 -6,230
May17 170126 74.53 75.35 74.30 74.70 +0.18 13,699 52,020 +4,466
Jul17 170126 75.12 75.80 74.96 75.25 +0.11 3,111 31,163 +730
Oct17 170126 72.22 72.22 72.22 72.22 -0.10 1 34 +0
Dec17 170126 71.50 72.00 71.16 71.46 -0.17 1,134 22,062 -15
Mar18 170126 71.44 71.44 71.44 71.44 -0.15 80 1,361 +3
Total Volume and Open Interest 48,045 264,328 -1,046
Lumber(CME)
Mar17 170126 331.8 333.8 328.1 332.0 +3.3 551 3,195 +30
May17 170126 339.3 340.9 336.9 340.0 +2.9 73 622 +35
Jul17 170126 346.0 347.3 346.0 346.0 +2.2 0 65 +0
Sep17 170126 352.0 352.0 352.0 352.0 +3.0 0 32 +0
Total Volume and Open Interest 624 3,917 +65
Crude Oil(NYM)
Mar17 170126 52.96 54.06 52.79 53.78 +1.03 520,285 609,475 -15,137
Apr17 170126 53.60 54.65 53.40 54.38 +0.99 140,775 176,320 -2,051
May17 170126 54.19 55.15 53.95 54.90 +0.95 78,727 156,320 +11,627
Jun17 170126 54.67 55.59 54.42 55.34 +0.91 85,237 257,704 -5,680
Jul17 170126 55.06 55.87 54.78 55.65 +0.86 24,791 78,705 -2,518
Aug17 170126 55.50 56.00 55.00 55.85 +0.83 16,768 62,483 +1,861
Sep17 170126 55.42 56.19 55.25 56.00 +0.83 15,683 91,406 +220
Oct17 170126 55.56 56.18 55.24 56.09 +0.82 6,052 49,348 +494
Nov17 170126 55.65 56.35 55.65 56.16 +0.81 5,463 50,884 +745
Dec17 170126 55.73 56.42 55.34 56.22 +0.80 51,373 217,222 -87
Jan18 170126 55.85 56.30 55.49 56.24 +0.79 3,671 42,710 +1,029
Feb18 170126 55.87 56.43 55.58 56.26 +0.79 2,430 19,285 -36
Mar18 170126 55.58 56.44 55.58 56.28 +0.79 4,028 33,199 +1,496
Apr18 170126 56.43 56.43 56.27 56.27 +0.78 1,252 8,713 -252
May18 170126 56.25 56.25 55.53 56.25 +0.77 1,413 9,071 +487
Jun18 170126 55.87 56.45 55.43 56.23 +0.76 7,430 66,614 -710
Total Volume and Open Interest 987,294 2,151,809 -3,983
e-miNY Crude Oil(NYM)
Mar17 170126 52.925 54.050 52.800 53.775 +1.025 8,252 2,071 +170
Apr17 170126 53.675 54.625 53.400 54.375 +0.975 126 427 -1
May17 170126 54.200 55.125 53.950 54.900 +0.950 28 192 -1
Jun17 170126 55.025 55.500 55.025 55.350 +0.925 27 127 -3
Jul17 170126 55.775 55.800 55.650 55.650 +0.850 3 175 +0
Aug17 170126 55.100 55.850 55.100 55.850 +0.825 20 114 -20
Sep17 170126 56.000 56.000 55.100 56.000 +0.825 22 37 +22
Oct17 170126 56.100 56.100 55.575 56.100 +0.825 2 34 +2
Nov17 170126 56.150 56.150 56.150 56.150 +0.800 2 75 +2
Dec17 170126 55.800 56.225 55.800 56.225 +0.800 21 131 +1
Total Volume and Open Interest 8,503 3,510 +172
NY Harbor ULSD(NYM)
Feb17 170126 161.66 165.25 161.20 164.09 +2.95 26,061 29,952 -6,200
Mar17 170126 163.49 167.06 163.00 165.77 +2.85 57,128 134,646 +6,488
Apr17 170126 164.62 167.91 163.97 166.60 +2.67 21,250 60,583 +646
May17 170126 165.95 168.61 165.07 167.45 +2.61 9,708 35,410 +866
Jun17 170126 166.77 169.49 166.09 168.38 +2.53 11,209 48,994 +145
Jul17 170126 167.92 170.56 167.54 169.56 +2.47 4,009 17,567 +574
Aug17 170126 168.57 171.51 168.57 170.58 +2.43 2,317 10,718 +795
Sep17 170126 170.03 172.46 169.54 171.56 +2.39 1,741 12,659 +169
Oct17 170126 171.88 173.32 171.88 172.43 +2.34 724 5,095 +109
Nov17 170126 172.69 174.09 172.69 173.23 +2.24 416 4,310 +30
Dec17 170126 172.97 174.91 172.05 173.92 +2.13 7,464 41,275 -334
Jan18 170126 174.60 174.68 174.60 174.68 +2.05 182 2,887 -81
Feb18 170126 174.96 174.96 174.96 174.96 +1.98 82 2,155 +44
Mar18 170126 174.52 174.52 172.80 174.52 +1.94 24 1,106 +9
Total Volume and Open Interest 142,810 423,582 +3,168
RBOB Gasoline(NYM)
Feb17 170126 153.15 155.10 150.41 154.27 +1.89 43,156 32,321 -9,908
Mar17 170126 155.91 157.97 153.27 156.93 +1.69 67,172 158,254 +4,188
Apr17 170126 177.92 180.27 176.19 179.18 +1.88 31,546 62,811 +617
May17 170126 179.93 181.67 177.86 180.63 +1.91 16,046 44,587 +993
Jun17 170126 179.67 181.44 177.80 180.38 +1.84 15,116 45,510 +208
Jul17 170126 176.84 180.14 176.83 179.08 +1.76 7,909 23,918 +370
Aug17 170126 175.52 177.82 174.94 176.91 +1.71 3,803 9,422 +666
Sep17 170126 172.84 175.00 172.05 173.93 +1.70 7,131 19,605 -292
Oct17 170126 159.33 161.48 159.33 160.67 +1.71 3,507 7,779 +1,476
Nov17 170126 155.97 158.28 155.97 157.48 +1.73 1,176 3,266 +37
Total Volume and Open Interest 200,408 442,922 -766
e-miNY RBOB Gasoline(NYM)
Feb17 170126 154.30 154.30 154.27 154.30 +1.92 0 2 +0
Mar17 170126 156.90 156.93 156.90 156.90 +1.66      
Apr17 170126 179.20 179.20 179.18 179.20 +1.90      
May17 170126 180.60 180.63 180.60 180.60 +1.88      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Feb17 170126 3.362 3.494 3.350 3.382 +0.050 99,030 24,215 -17,532
Mar17 170126 3.381 3.498 3.363 3.397 +0.051 106,002 292,161 +2,238
Apr17 170126 3.392 3.499 3.383 3.410 +0.044 46,568 114,369 +380
May17 170126 3.406 3.507 3.403 3.427 +0.042 26,365 98,207 -3,104
Jun17 170126 3.456 3.541 3.445 3.464 +0.037 9,884 50,094 -36
Jul17 170126 3.485 3.577 3.482 3.503 +0.034 10,986 65,473 +2,564
Aug17 170126 3.510 3.575 3.484 3.502 +0.032 4,234 33,422 +304
Sep17 170126 3.487 3.549 3.459 3.479 +0.030 3,783 45,032 -69
Oct17 170126 3.467 3.566 3.467 3.490 +0.030 14,048 91,314 +1,054
Nov17 170126 3.520 3.596 3.518 3.530 +0.031 4,045 35,698 -302
Dec17 170126 3.642 3.702 3.625 3.636 +0.025 3,604 36,839 +354
Jan18 170126 3.710 3.779 3.695 3.713 +0.021 6,032 43,476 +285
Feb18 170126 3.660 3.738 3.657 3.673 +0.024 2,266 17,395 +306
Mar18 170126 3.554 3.630 3.554 3.571 +0.028 6,480 37,894 +48
Apr18 170126 2.965 3.000 2.957 2.961 +0.012 3,895 49,139 +629
May18 170126 2.890 2.919 2.881 2.893 +0.014 4,888 14,240 +2,670
Total Volume and Open Interest 360,809 1,153,693 -6,610
Brent Crude Oil(ICE)
Mar17 170126 55.39 56.55 55.21 56.24 +1.16 254,893 191,153 -14,904
Apr17 170126 55.73 56.78 55.48 56.49 +1.07 233,418 494,192 +33,496
May17 170126 56.15 57.11 55.85 56.87 +1.04 83,912 267,193 +6,774
Jun17 170126 56.55 57.43 56.19 57.21 +0.99 78,857 293,096 +3,128
Jul17 170126 56.81 57.66 56.43 57.43 +0.94 21,985 126,810 +2,021
Aug17 170126 57.04 57.78 56.57 57.55 +0.88 14,969 79,175 +1,527
Sep17 170126 57.03 57.82 56.63 57.58 +0.84 25,121 90,208 +4,281
Oct17 170126 57.02 57.80 56.67 57.55 +0.81 10,754 46,864 +1,708
Nov17 170126 57.16 57.75 56.66 57.51 +0.79 5,340 45,982 +255
Dec17 170126 57.01 57.72 56.58 57.47 +0.77 55,456 219,413 -138
Jan18 170126 57.41 57.41 57.41 57.41 +0.74 2,521 34,466 -236
Feb18 170126 57.36 57.36 57.36 57.36 +0.73 1,354 23,463 -10
Mar18 170126 57.33 57.33 57.33 57.33 +0.71 2,160 25,211 +346
Apr18 170126 57.28 57.28 57.28 57.28 +0.69 484 15,067 +30
Total Volume and Open Interest 837,887 2,352,735 +40,575
Gas Oil(ICE)
Feb17 170126 486.25 495.00 484.25 494.00 +6.25 48,212 129,929 -5,683
Mar17 170126 491.00 499.50 488.75 498.50 +5.75 72,500 169,629 +3,429
Apr17 170126 495.25 502.25 491.75 501.25 +5.25 32,354 80,081 -1,874
May17 170126 496.75 504.25 494.00 503.25 +4.75 11,935 62,578 -45
Jun17 170126 499.00 506.25 496.25 505.25 +4.50 18,503 112,066 +553
Jul17 170126 502.75 508.75 499.75 508.00 +4.25 4,840 31,171 +1,001
Aug17 170126 505.50 511.25 502.00 510.25 +4.00 1,876 20,976 -168
Sep17 170126 506.50 513.50 504.75 512.50 +3.75 3,383 33,893 -968
Oct17 170126 508.75 515.25 507.25 515.00 +3.75 2,954 26,533 +506
Nov17 170126 510.50 515.75 507.75 515.50 +3.50 738 11,043 -191
Total Volume and Open Interest 217,527 892,054 -2,653
Ethanol(CBOT)
Feb17 170126 1.425 1.461 1.425 1.461 +0.020 605 1,293 -190
Mar17 170126 1.455 1.495 1.452 1.487 +0.019 582 2,867 +107
Apr17 170126 1.506 1.520 1.506 1.510 +0.019 171 1,050 +61
May17 170126 1.530 1.530 1.529 1.529 +0.019 21 158 +5
Jun17 170126 1.532 1.532 1.522 1.532 +0.019 154 241 +138
Jul17 170126 1.533 1.540 1.533 1.533 +0.019 5 190 +5
Aug17 170126 1.531 1.552 1.531 1.531 +0.019 0 168 +0
Sep17 170126 1.523 1.523 1.523 1.523 +0.019 0 29 +0
Total Volume and Open Interest 1,538 6,044 +126
WTI Crude Oil(ICE)
Mar17 170126 53.02 54.06 52.79 53.78 +1.03 62,963 90,989 -5,836
Apr17 170126 53.77 54.64 53.42 54.38 +0.99 61,502 52,591 +2,526
May17 170126 54.32 55.15 53.97 54.90 +0.95 27,724 36,196 +2,967
Jun17 170126 54.70 55.57 54.48 55.34 +0.91 25,618 66,696 -1,737
Jul17 170126 55.13 55.86 54.82 55.65 +0.86 6,124 25,050 +886
Aug17 170126 55.43 56.04 55.03 55.85 +0.83 2,542 18,897 +528
Sep17 170126 55.60 56.17 55.16 56.00 +0.83 3,141 22,599 +242
Oct17 170126 55.67 56.18 55.57 56.09 +0.82 798 3,196 +75
Nov17 170126 56.25 56.33 56.13 56.16 +0.81 587 2,829 +228
Dec17 170126 55.85 56.39 55.48 56.22 +0.80 10,331 94,221 +927
Jan18 170126 56.24 56.24 56.24 56.24 +0.79 124 3,959 +0
Feb18 170126 56.26 56.26 56.26 56.26 +0.79 160 1,870 -94
Mar18 170126 56.28 56.28 56.28 56.28 +0.79 114 4,878 +59
Apr18 170126 56.27 56.27 56.27 56.27 +0.78 10 1,147 +3
May18 170126 56.25 56.25 56.25 56.25 +0.77 0 560 +0
Jun18 170126 56.24 56.33 56.23 56.23 +0.76 424 19,775 +75
Total Volume and Open Interest 211,898 547,258 +3,354
US Dollar Index(ICE)
Mar17 170126 99.795 100.735 99.765 100.375 +0.355 29,391 72,364 -923
Jun17 170126 99.690 100.615 99.680 100.275 +0.350 351 1,983 +14
Sep17 170126 100.155 100.320 100.130 100.130 +0.350 8 369 +3
Total Volume and Open Interest 29,756 74,838 -901
Australian Dollar(CME)
Mar17 170126 75.65 75.77 75.14 75.44 -0.07 80,965 93,472 +4,543
Jun17 170126 75.60 75.60 75.00 75.28 -0.08 64 696 +3
Sep17 170126 74.90 75.31 74.90 75.16 -0.07 0 169 +0
Total Volume and Open Interest 81,029 94,379 +4,546
British Pound(CME)
Mar17 170126 126.48 126.86 125.68 126.20 -0.19 111,884 221,984 -186
Jun17 170126 126.90 127.18 126.02 126.53 -0.18 223 1,390 +38
Sep17 170126 126.97 127.38 126.43 126.88 -0.19 10 173 -7
Total Volume and Open Interest 112,117 223,681 -155
Canadian Dollar(CME)
Mar17 170126 76.53 76.65 76.20 76.43 -0.06 82,086 96,372 +2,972
Jun17 170126 76.68 76.72 76.29 76.52 -0.07 292 2,127 +99
Sep17 170126 76.80 76.80 76.43 76.62 -0.06 17 503 +7
Dec17 170126 76.60 76.82 76.55 76.73 -0.06 9 550 +6
Total Volume and Open Interest 82,404 99,574 +3,084
Japanese Yen(CME)
Mar17 170126 88.37 88.59 87.19 87.59 -0.57 151,156 188,042 -3,472
Jun17 170126 88.95 89.00 87.62 88.02 -0.58 482 8,600 +68
Sep17 170126 88.49 89.40 88.14 88.49 -0.59 0 57 +0
Total Volume and Open Interest 151,638 196,765 -3,404
Swiss Franc(CME)
Mar17 170126 100.30 100.55 99.97 100.30 +0.07 14,169 45,367 -199
Jun17 170126 100.86 101.14 100.61 100.92 +0.06 3 117 +0
Sep17 170126 101.57 101.70 101.31 101.57 +0.07 0 4 +0
Total Volume and Open Interest 14,172 45,493 -199
EuroFX(CME)
Mar17 170126 107.68 107.85 106.77 107.18 -0.44 148,585 404,760 -1,551
Jun17 170126 108.27 108.37 107.30 107.71 -0.44 617 9,154 -31
Sep17 170126 108.26 108.86 107.88 108.26 -0.44 49 428 +30
Total Volume and Open Interest 149,267 414,447 -1,543
Mexican Peso(CME)
Feb17 170126 470.13 470.13 470.13 470.13 +1.75      
Mar17 170126 470.75 476.00 465.13 468.13 +1.63 31,589 143,564 -120
Total Volume and Open Interest 35,083 191,470 +3,369
Brazilian Real(CME)
Feb17 170126 315.05 316.10 312.75 313.80 -1.75 693 30,150 +23
Mar17 170126 312.50 313.80 310.65 311.55 -1.80 357 7,703 -19
Apr17 170126 308.95 311.15 308.95 308.95 -1.10 1 1 +1
May17 170126 307.00 307.00 307.00 307.00 -0.90      
Total Volume and Open Interest 1,051 37,854 +5
30-Year T-Bonds(CBOT)
Mar17 170126 149~220 149~300 148~300 149~250 +0~100 204,599 613,519 -3,473
Jun17 170126 148~010 148~190 147~210 148~180 +0~110 123 836 +4
Sep17 170126 148~180 148~180 148~180 148~180 +0~110      
Total Volume and Open Interest 204,722 614,355 -3,469
10-Year T-Notes(CBOT)
Mar17 170126 123~295 124~005 123~180 123~310 +0~050 1,168,462 3,148,405 +3,523
Jun17 170126 123~050 123~125 123~000 123~125 +0~050 1,722 14,004 +1,158
Sep17 170126 123~010 123~010 123~010 123~010 -0~255 325 325 +325
Total Volume and Open Interest 1,170,509 3,162,734 +5,006
5-Year T-Notes(CBOT)
Mar17 170126 117~174 117~206 117~116 117~196 +0~044 642,684 2,999,919 -8,005
Jun17 170126 117~042 117~070 116~314 117~070 +0~046 37,557 37,634 +18,659
Sep17 170126 117~070 117~070 117~070 117~070 +0~046      
Total Volume and Open Interest 680,241 3,037,553 +10,654
2 Year T-Notes(CBOT)
Mar17 170126 108~110 108~120 108~094 108~114 +0~012 253,287 1,251,392 +18,867
Jun17 170126 108~002 108~020 108~000 108~020 +0~014 666 848 +665
Sep17 170126 108~020 108~020 108~020 108~020 +0~014      
Total Volume and Open Interest 253,953 1,252,240 +19,532
Eurodollars(CME)
Mar17 170126 98.905 98.910 98.895 98.905 +0.005 238,702 1,302,663 -202,506
Jun17 170126 98.735 98.745 98.720 98.745 +0.010 193,917 1,346,041 -3,081
Sep17 170126 98.610 98.625 98.590 98.620 +0.015 207,506 1,151,065 -174,579
Dec17 170126 98.460 98.475 98.435 98.470 +0.015 298,596 1,341,794 -28,187
Mar18 170126 98.345 98.360 98.310 98.350 +0.020 210,666 993,257 +664
Jun18 170126 98.215 98.235 98.180 98.225 +0.020 180,548 735,249 +17,835
Sep18 170126 98.105 98.120 98.065 98.115 +0.025 169,781 562,703 +11,703
Dec18 170126 97.980 98.000 97.935 97.990 +0.025 248,678 819,762 +4,933
Mar19 170126 97.895 97.910 97.845 97.900 +0.025 104,071 588,711 -9,061
Jun19 170126 97.810 97.830 97.760 97.820 +0.025 85,712 577,069 -2,325
Sep19 170126 97.735 97.745 97.675 97.735 +0.025 77,761 457,694 -5,318
Dec19 170126 97.635 97.655 97.580 97.640 +0.020 115,726 490,910 +5,212
Mar20 170126 97.580 97.595 97.520 97.585 +0.020 47,181 287,147 -6,973
Jun20 170126 97.520 97.540 97.460 97.530 +0.020 45,708 179,441 -7,702
Sep20 170126 97.470 97.485 97.405 97.475 +0.020 36,767 158,773 -773
Dec20 170126 97.405 97.415 97.335 97.405 +0.015 44,155 176,088 +1,248
Mar21 170126 97.355 97.370 97.290 97.355 +0.010 23,334 88,802 -493
Jun21 170126 97.310 97.320 97.240 97.305 +0.010 28,949 93,002 +880
Total Volume and Open Interest 2,434,547 11,640,840 -403,618
Ultra T-Bond(CBOT)
Mar17 170126 159~09 159~22 158~11 159~14 +0~13 86,037 693,456 -4,006
Jun17 170126 158~09 158~20 158~09 158~09 +0~13 1,767 2,830 +1,752
Sep17 170126 158~09 158~09 158~09 158~09 +0~13      
Total Volume and Open Interest 87,804 696,286 -2,254
Ultra 10-Yr T-Note(CBOT)
Mar17 170126 133~095 133~160 132~270 133~125 +0~060 76,637 309,268 -882
Jun17 170126 132~080 132~080 132~080 132~080 +0~055      
Sep17 170126 132~080 132~080 132~080 132~080 +0~055      
Total Volume and Open Interest 76,637 309,268 -882
30 Day Federal Funds(CBOT)
Jan17 170126 99.350 99.353 99.350 99.350 unch 3,767 164,769 +1,585
Feb17 170126 99.340 99.345 99.340 99.340 unch 4,097 96,806 -208
Mar17 170126 99.300 99.305 99.300 99.305 unch 15,018 88,789 -1,573
Apr17 170126 99.275 99.280 99.270 99.280 unch 30,083 268,236 +1,044
May17 170126 99.220 99.225 99.215 99.225 unch 14,132 138,225 -4,208
Jun17 170126 99.155 99.155 99.145 99.155 unch 5,228 30,294 +1,115
Total Volume and Open Interest 130,266 1,118,949 +10,407
Japanese Govt Bonds(SGX)
Mar17 170125 150.33 150.33 149.86 149.97 -0.38 1,031 12,874 -97
Jun17 170125 149.94 149.94 149.94 149.94 -0.38      
Sep17 170125 149.94 149.94 149.94 149.94 -0.38      
Total Volume and Open Interest 1,031 12,874 -97
Euro-Buxl(EUREX)
Mar17 170126 164.72 165.90 164.14 164.70 -0.50 46,048 222,292 +7,131
Jun17 170126 163.50 163.78 162.72 162.72 -0.48 411 1,540 +972
Sep17 170126 160.50 160.78 160.40 160.78 -0.50 5 12 -2
Total Volume and Open Interest 46,464 223,844 +8,101
Euro-Bund(EUREX)
Mar17 170126 161.60 161.88 161.31 161.43 -0.33 723,034 2,128,006 +129,866
Jun17 170126 158.43 158.72 158.26 158.32 -0.32 7,128 69,674 +14,596
Sep17 170126 159.90 159.90 159.82 159.82 -0.33 1,783 3,879 +0
Total Volume and Open Interest 731,945 2,201,559 +144,462
Euro-Bobl(EUREX)
Mar17 170126 132.77 132.82 132.67 132.71 -0.11 408,825 1,477,175 +71,815
Jun17 170126 130.72 130.75 130.66 130.69 -0.11 4,453 39,407 +1,149
Sep17 170126 131.71 131.71 131.71 131.71 -0.11      
Total Volume and Open Interest 413,278 1,516,582 +72,964
Euro-Schatz(EUREX)
Mar17 170126 112.12 112.15 112.11 112.14 -0.01 194,220 1,369,425 +65,359
Jun17 170126 111.96 111.98 111.96 111.97 -0.01 438 28,552 +372
Sep17 170126 111.97 111.97 111.97 111.97 -0.01      
Total Volume and Open Interest 194,658 1,397,977 +65,731
3-Mth Euribor(EUREX)
Mar17 170126 100.325 100.330 100.325 100.330 unch 3 3,889 +0
Jun17 170126 100.310 100.310 100.310 100.310 unch 0 33,430 -10
Sep17 170126 100.285 100.285 100.280 100.280 -0.010 7 4,307 +0
Total Volume and Open Interest 90 72,339 -18
Long Gilt(LIFFE)
Mar17 170126 123~03 123~06 122~19 122~27 -0~17 195,831 630,947 -501
Jun17 170126 121~24 121~24 121~24 121~24 -0~17      
Total Volume and Open Interest 195,831 630,947 -501
3-Mth Short Sterling(LIFFE)
Mar17 170126 99.62 99.62 99.61 99.61 unch 19,782 342,085 -4,088
Jun17 170126 99.56 99.57 99.55 99.56 unch 33,372 483,628 -1,939
Sep17 170126 99.50 99.51 99.49 99.49 -0.01 45,515 303,212 +3,426
Dec17 170126 99.44 99.44 99.42 99.42 -0.02 41,927 303,972 +980
Mar18 170126 99.37 99.38 99.35 99.35 -0.03 59,758 202,687 +7,297
Jun18 170126 99.30 99.31 99.27 99.28 -0.03 62,387 215,939 +12,598
Total Volume and Open Interest 603,252 2,560,082 -12,395
3-Mth Euribor(LIFFE)
Mar17 170126 100.330 100.330 100.325 100.330 +0.005 43,493 317,653 -1,098
Jun17 170126 100.310 100.315 100.305 100.310 unch 23,062 391,423 +4,471
Sep17 170126 100.280 100.285 100.275 100.280 unch 40,252 307,788 +4,515
Total Volume and Open Interest 457,399 3,275,416 +10,295
3-Mth Aus T-Bills(SFE)
Mar17 170125 98.20 98.23 98.19 98.22 +0.01 5,761 155,614 -1,776
Jun17 170125 98.17 98.21 98.16 98.21 +0.03 16,214 238,413 +2,117
Sep17 170125 98.12 98.16 98.10 98.16 +0.03 14,575 150,987 +3,357
Dec17 170125 98.05 98.09 98.02 98.08 +0.03 9,794 199,001 +2,264
Mar18 170125 97.96 98.01 97.93 98.00 +0.03 10,746 111,226 +3,602
Jun18 170125 97.87 97.91 97.84 97.91 +0.03 5,701 75,337 +1,077
Sep18 170125 97.79 97.82 97.75 97.81 +0.02 2,452 53,068 +914
Dec18 170125 97.70 97.74 97.66 97.72 +0.02 1,812 30,558 +851
Mar19 170125 97.60 97.64 97.60 97.63 +0.02 256 6,925 +142
Jun19 170125 97.49 97.54 97.49 97.54 +0.01 100 3,596 +100
Total Volume and Open Interest 67,411 1,026,487 +12,648
10-Year Aus T-Bonds(SFE)
Mar17 170125 97.27 97.27 97.20 97.24 -0.04 100,288 942,656 -3,529
Jun17 170125 97.24 97.24 97.24 97.24 -0.04      
Total Volume and Open Interest 100,288 942,656 -3,529
3-Year Aus T-Bonds(SFE)
Mar17 170125 98.00 98.03 97.95 98.01 unch 110,050 1,039,654 +4,250
Jun17 170125 98.01 98.01 98.01 98.01 unch      
Total Volume and Open Interest 110,050 1,039,654 +4,250
Gold(CMX)
Feb17 170126 1200.7 1202.3 1183.9 1189.8 -8.0 216,007 156,984 -22,803
Apr17 170126 1204.1 1205.0 1186.6 1192.5 -8.0 49,402 211,437 +16,725
Jun17 170126 1206.2 1207.2 1189.8 1195.6 -8.1 9,096 54,865 +4,306
Aug17 170126 1209.6 1210.3 1193.3 1198.8 -8.2 2,002 14,178 +424
Oct17 170126 1199.2 1201.9 1197.7 1201.9 -8.2 386 3,388 +99
Dec17 170126 1216.1 1216.8 1199.0 1204.9 -8.3 1,334 25,979 +259
Feb18 170126 1210.2 1210.8 1206.6 1208.0 -8.2 22 4,149 +0
Apr18 170126 1211.3 1211.3 1211.3 1211.3 -8.2 0 258 +0
Jun18 170126 1214.8 1214.8 1214.8 1214.8 -8.2 0 4,213 +0
Aug18 170126 1218.4 1218.4 1218.4 1218.4 -8.2 0 116 +0
Oct18 170126 1218.3 1222.0 1218.3 1222.0 -8.2 0 5 +0
Dec18 170126 1225.9 1225.9 1225.9 1225.9 -8.2 52 2,361 +50
Total Volume and Open Interest 279,211 482,374 -1,034
Silver(CMX)
Mar17 170126 1701.0 1705.0 1668.0 1685.0 -13.0 51,739 134,451 +526
May17 170126 1706.0 1707.0 1675.0 1691.1 -12.9 2,243 24,555 +592
Jul17 170126 1706.0 1707.0 1680.5 1697.0 -12.9 506 7,900 -59
Sep17 170126 1694.0 1703.5 1694.0 1702.9 -12.9 212 3,943 -13
Dec17 170126 1720.0 1720.0 1697.5 1711.5 -12.9 214 5,706 +63
Mar18 170126 1714.5 1720.3 1714.5 1720.3 -12.9 2 32 +0
May18 170126 1724.6 1724.6 1724.6 1724.6 -12.9 0 5 +0
Total Volume and Open Interest 54,940 177,601 +960
Platinum(NYMEX)
Jan17 170126 977.1 977.9 977.1 977.9 -0.1 9 12 -11
Apr17 170126 983.4 991.0 969.9 981.7 unch 19,968 57,769 +353
Jul17 170126 982.5 993.4 974.6 985.0 -0.1 283 4,632 +124
Oct17 170126 977.0 988.7 977.0 988.7 +0.2 4 240 +3
Total Volume and Open Interest 20,313 62,823 +461
Palladium(NYMEX)
Mar17 170126 732.45 744.50 713.75 724.45 -11.65 4,612 28,572 +326
Jun17 170126 733.95 744.95 715.50 725.45 -11.65 267 2,244 +38
Sep17 170126 726.15 762.00 726.15 726.15 -11.65 0 4 +0
Total Volume and Open Interest 4,880 30,826 +363
Copper(CMX)
Mar17 170126 271.45 273.00 265.05 267.30 -3.70 77,398 151,783 +5,152
May17 170126 272.35 273.80 265.95 268.20 -3.70 11,798 50,032 +3,871
Jul17 170126 272.70 273.65 266.95 268.80 -3.70 3,423 20,957 +544
Sep17 170126 273.60 273.60 268.80 269.25 -3.70 2,712 13,381 +0
Dec17 170126 273.40 275.00 268.15 269.55 -3.70 2,441 12,494 +978
Total Volume and Open Interest 102,414 270,892 +11,522
E-mini DJIA Index(CBOT)
Mar17 170126 20003 20069 19991 20051 +48 121,989 134,136 +2,543
Jun17 170126 19941 20002 19931 19988 +47 58 559 +11
Sep17 170126 19936 19936 19898 19936 +47 1 2 -1
Dec17 170126 19894 19894 19725 19894 +47 0 1 +0
Total Volume and Open Interest 122,048 134,698 +2,553
S & P 500(CME)
Mar17 170126 2292.70 2298.30 2292.70 2294.10 +0.20 9,554 63,561 +824
Jun17 170126 2287.20 2291.00 2285.00 2288.80 +0.30 0 1,754 +0
Sep17 170126 2284.50 2286.70 2280.70 2284.50 +0.30 0 21 -1
Dec17 170126 2281.00 2283.20 2277.20 2281.00 +0.30      
Total Volume and Open Interest 9,554 65,336 +823
S & P 500 E-Mini(Globex)
Mar17 170126 2293.75 2299.50 2289.50 2294.00 unch 1,273,116 2,847,811 +26,392
Jun17 170126 2288.25 2293.50 2284.50 2288.75 +0.25 2,566 21,362 +581
Sep17 170126 2283.25 2288.50 2280.50 2284.50 +0.25 88 179 -9
Dec17 170126 2279.50 2281.00 2279.50 2281.00 +0.25 133 80 -5
Total Volume and Open Interest 1,275,904 2,869,436 +26,960
NASDAQ 100 E-Mini(Globex)
Mar17 170126 5148.30 5168.50 5141.80 5147.80 +1.30 141,578 223,035 -1,646
Jun17 170126 5146.00 5166.00 5141.30 5146.80 +1.50 166 387 +42
Sep17 170126 5149.50 5149.50 5070.00 5149.50 +1.50 7 35 +0
Total Volume and Open Interest 141,752 223,472 -1,603
S&P Midcap 400(CME) e-Mini
Mar17 170126 1708.50 1714.90 1699.80 1703.20 -5.10 21,211 97,558 +987
Jun17 170126 1708.00 1708.00 1696.70 1696.70 -4.20 0 8 +0
Sep17 170126 1695.30 1695.30 1695.30 1695.30 -4.20      
Total Volume and Open Interest 21,211 97,566 +987
Volatility Index(CBOE)
Jan17 170118 12.15 12.25 11.70 11.86 -0.32 3,222 99,327 -19,852
Feb17 170126 12.70 12.95 12.60 12.68 -0.05 80,397 256,366 -10,233
Mar17 170126 14.15 14.32 14.00 14.13 -0.05 63,996 89,653 -285
Apr17 170126 15.32 15.55 15.23 15.43 +0.10 29,619 41,203 +2,711
Total Volume and Open Interest 201,987 464,401 -5,876
Russell 2000 Mini(ICE)
Mar17 170126 1382.00 1387.10 1372.20 1376.10 -6.30 139,945 646,671 +5,051
Jun17 170126 1373.10 1373.10 1373.10 1373.10 -6.30 11 497 +11
Sep17 170126 1371.10 1371.10 1371.10 1371.10 -6.30 0 198 +0
Total Volume and Open Interest 139,956 647,446 +5,062
Nikkei 225(CME)
Mar17 170126 19255 19600 19245 19540 +290 12,104 28,053 +3
Jun17 170126 19475 19510 19470 19470 +285 0 39 +0
Total Volume and Open Interest 12,104 28,092 +3
Nikkei 225(SGX)
Mar17 170126 19470 19480 19430 19475 +400 89,328 198,456 -2,676
Jun17 170126 19340 19350 19320 19350 +415 32 6,918 +2
Sep17 170125 18920 18920 18920 18920 +235 0 5 +0
Total Volume and Open Interest 101,575 214,228 -396
Nikkei 225 Mini(JPX)
Mar17 170125 18850 19135 18830 19070 +230 1,083,044 406,297 +4,160
Jun17 170125 18705 18985 18690 18920 +220 14,360 11,482 +1,163
Sep17 170125 18635 18930 18635 18880 +300 472 1,001 +135
Total Volume and Open Interest 1,145,142 455,073 +10,633
Nikkei 225(JPX)
Mar17 170125 18850 19130 18830 19070 +230 80,909 377,746 -2,718
Jun17 170125 18710 18980 18710 18920 +220 505 22,882 +136
Sep17 170125 18680 18940 18680 18880 +300 17 8,069 +6
Total Volume and Open Interest 81,443 480,444 -2,574
Nikkei 225(CME) Yen
Mar17 170126 19210 19555 19200 19505 +295 46,948 59,377 +602
Jun17 170126 19390 19390 19365 19365 +295 0 6 -1
Sep17 170126 19315 19315 19315 19315 +295      
Total Volume and Open Interest 46,948 59,384 +601
Nikkei 225(CME) e-Mini Yen
Mar17 170126 19490 19540 19490 19500 +290 0 93 +0
Jun17 170126 19360 19360 19360 19360 +290      
Sep17 170126 19310 19315 19310 19310 +290      
Total Volume and Open Interest 0 93 +0
CAC 40(EURONEXT)
Feb17 170126 4885.5 4900.0 4852.0 4864.5 -10.5 70,814 303,699 -4,888
Mar17 170126 4880.5 4892.5 4855.5 4863.5 -10.5 349 16,048 -5
Apr17 170126 4846.0 4846.0 4846.0 4846.0 -10.5      
Total Volume and Open Interest 71,175 319,844 -4,888
Hang Seng Index(HKFE)
Jan17 170126 23050 23372 23048 23348 +299 137,310 58,960 -44,638
Feb17 170126 23006 23392 23000 23365 +364 90,231 98,740 +43,140
Mar17 170126 23025 23380 23020 23357 +361 1,390 8,543 +307
Total Volume and Open Interest 229,035 169,068 -1,194
DAX(EUREX)
Mar17 170126 11845.0 11895.0 11821.0 11840.0 +14.5 62,675 169,394 +11,539
Jun17 170126 11880.0 11920.0 11855.0 11871.0 +15.5 1,169 8,628 +1,319
Sep17 170126 11860.0 11860.0 11860.0 11860.0 +16.0 0 168 +1
Total Volume and Open Interest 63,844 178,190 +12,859
Mini-DAX(EUREX)
Mar17 170126 11851.0 11895.0 11819.0 11840.0 +14.5 16,538 10,525 +1,730
Jun17 170126 11885.0 11911.0 11855.0 11871.0 +15.5 38 1,397 +124
Sep17 170126 11875.0 11875.0 11860.0 11860.0 +16.0 3 14 +2
Total Volume and Open Interest 16,579 11,936 +1,856
FT-SE 100(EURONEXT)
Mar17 170126 7109.50 7128.00 7085.50 7090.00 -18.00 87,725 755,895 -5,464
Jun17 170126 7020.00 7020.00 7016.00 7016.00 -18.00 0 45,583 +0
Sep17 170126 6953.50 6953.50 6953.50 6953.50 -19.00      
Total Volume and Open Interest 87,725 801,478 -5,464
SPI 200(SFE)
Mar17 170125 5594.0 5651.0 5593.0 5611.0 +17.0 35,374 282,777 +6,614
Jun17 170125 5583.0 5631.0 5581.0 5597.0 +17.0 18 1,642 +13
Sep17 170125 5547.0 5547.0 5547.0 5547.0 +17.0 0 1,760 +0
Total Volume and Open Interest 35,420 288,953 +2,502
FTSE MIB(ISE)
Mar17 170126 19660.00 19760.00 19370.00 19407.00 -134.00 29,250 36,305 +1,097
Jun17 170126 19220.00 19315.00 18980.00 18985.00 -136.00 7 89 +1
Total Volume and Open Interest 29,257 36,394 +1,098
KOSPI 200(KFE)
Mar17 170126 270.90 271.00 270.85 271.00 +2.75 89,976 139,385 -1,316
Jun17 170126 269.15 272.05 269.10 271.30 +2.40 202 5,921 +603
Sep17 170126 272.30 272.30 271.80 271.80 +1.65 3 1,668 +35
Total Volume and Open Interest 90,181 155,060 -678
GSCI(CME)
Feb17 170126 402.10 402.75 400.10 400.50 +2.45 23 15,224 -13
Mar17 170126 406.10 406.95 406.10 406.10 +2.25 0 10 +0
Apr17 170126 408.10 408.10 408.10 408.10 +2.25      
Total Volume and Open Interest 23 15,234 -13
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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