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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 27, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar17 170127 1047.00 1052.00 1043.25 1049.25 -0.25 83,009 348,886 -1,278
May17 170127 1056.75 1061.25 1052.50 1058.75 -0.25 26,958 135,606 +4,904
Jul17 170127 1062.75 1067.75 1059.50 1065.50 -0.25 19,199 121,524 +1,593
Aug17 170127 1059.00 1064.25 1057.25 1062.75 +0.25 1,303 8,251 +41
Sep17 170127 1040.25 1044.25 1039.75 1043.50 +1.00 410 5,192 -47
Nov17 170127 1020.50 1026.00 1018.00 1025.25 +2.00 9,646 103,133 +712
Jan18 170127 1021.75 1028.25 1021.75 1027.75 +1.75 211 5,418 +43
Mar18 170127 1021.75 1026.25 1021.50 1025.25 +2.25 110 3,348 +36
May18 170127 1019.00 1024.75 1019.00 1024.75 +2.25 30 969 +19
Jul18 170127 1019.25 1025.25 1019.25 1025.25 +2.00 37 985 +12
Aug18 170127 1017.25 1017.25 1017.25 1017.25 +1.75 0 20 +0
Sep18 170127 997.25 997.25 997.25 997.25 +1.75 0 23 +0
Nov18 170127 976.00 979.25 975.75 978.25 +1.00 79 1,647 +31
Jan19 170127 981.75 981.75 975.00 981.75 +1.00 26 37 +17
Total Volume and Open Interest 141,018 735,074 +6,083
Soybean Meal(CBOT)
Mar17 170127 341.60 343.80 340.20 343.00 +0.60 42,975 176,458 -822
May17 170127 344.30 346.80 343.30 346.00 +0.50 20,888 86,138 +1,329
Jul17 170127 346.20 348.80 345.30 348.10 +0.60 8,312 57,209 -95
Aug17 170127 342.90 345.80 342.90 345.50 +0.70 661 8,501 +75
Sep17 170127 339.80 342.70 339.20 342.40 +0.90 541 8,653 +70
Oct17 170127 333.40 336.10 332.90 335.70 +1.00 384 7,262 +84
Dec17 170127 333.70 336.40 333.00 336.10 +1.30 2,804 28,755 -38
Jan18 170127 334.30 335.00 333.20 334.90 +1.40 9 1,349 -4
Mar18 170127 332.20 332.90 332.20 332.90 +1.50 32 2,020 +12
May18 170127 332.50 332.60 332.20 332.20 +1.40 1 753 +1
Total Volume and Open Interest 76,608 379,199 +611
Soybean Oil(CBOT)
Mar17 170127 34.47 34.52 34.02 34.27 -0.20 59,734 186,542 -3,102
May17 170127 34.73 34.76 34.29 34.55 -0.19 25,145 88,824 -340
Jul17 170127 34.98 34.99 34.55 34.80 -0.18 13,030 79,770 +1,182
Aug17 170127 35.00 35.00 34.58 34.81 -0.20 1,156 9,213 +111
Sep17 170127 34.92 34.92 34.51 34.77 -0.18 927 7,387 +20
Oct17 170127 34.71 34.77 34.31 34.58 -0.15 831 7,144 +167
Dec17 170127 34.77 34.84 34.40 34.66 -0.14 3,530 22,425 +279
Jan18 170127 34.56 34.75 34.45 34.70 -0.12 405 1,933 +156
Mar18 170127 34.60 34.72 34.44 34.68 -0.10 90 1,812 -3
May18 170127 34.58 34.68 34.45 34.68 -0.09 30 904 +2
Total Volume and Open Interest 104,882 407,054 -1,528
Canola(WCE)
Mar17 170127 520.0 520.4 517.6 517.9 -2.4 7,108 100,501 +403
May17 170127 526.4 527.2 524.2 524.4 -2.8 4,150 42,219 +1,846
Jul17 170127 530.4 531.5 527.5 527.6 -3.6 1,396 20,420 -83
Nov17 170127 506.0 508.4 504.9 505.1 -1.3 1,359 22,040 +857
Jan18 170127 510.0 512.6 509.4 509.4 -1.1 41 3,052 +13
Total Volume and Open Interest 14,054 188,342 +3,036
Corn(CBOT)
Mar17 170127 363.25 364.25 360.50 362.50 -1.25 144,569 631,989 +2,407
May17 170127 370.50 371.50 367.50 369.75 -1.25 31,548 230,453 +2,610
Jul17 170127 377.50 378.25 374.50 376.50 -1.50 20,706 232,605 +1,712
Sep17 170127 382.25 384.25 381.00 383.00 -1.25 4,430 89,823 +57
Dec17 170127 390.00 390.75 387.75 389.25 -1.50 13,551 140,468 +2,056
Mar18 170127 397.25 397.50 395.00 396.75 -1.00 1,599 16,877 +660
May18 170127 399.75 400.25 398.50 400.25 -1.25 238 2,386 +70
Jul18 170127 404.00 404.25 401.75 403.25 -1.50 2,116 6,540 +1,171
Sep18 170127 397.75 397.75 397.25 397.75 -1.00 0 1,036 +0
Dec18 170127 398.75 400.00 398.00 399.00 -1.00 489 9,590 +152
Total Volume and Open Interest 219,246 1,362,184 +10,895
Wheat(CBOT)
Mar17 170127 426.50 427.50 419.25 420.50 -6.50 46,225 245,622 -1,276
May17 170127 440.00 440.75 433.00 434.50 -6.00 16,872 87,335 +2,974
Jul17 170127 454.25 455.00 447.50 449.25 -5.75 7,992 76,787 -637
Sep17 170127 467.75 469.00 462.25 464.00 -5.75 1,954 22,103 -54
Dec17 170127 485.50 486.25 479.75 481.75 -5.00 2,178 40,191 +611
Mar18 170127 496.75 498.00 492.50 494.00 -5.00 201 5,464 +52
Total Volume and Open Interest 75,620 479,428 +1,775
Wheat(KCBT)
Mar17 170127 439.50 439.75 432.25 434.25 -6.00 17,260 93,414 -2,659
May17 170127 451.75 451.75 444.25 446.50 -6.00 8,262 42,301 +2,074
Jul17 170127 462.75 463.75 456.25 458.50 -6.00 4,833 63,292 +21
Sep17 170127 477.75 477.75 471.00 472.75 -6.00 658 8,890 -97
Dec17 170127 497.50 497.50 491.25 493.25 -5.75 273 13,706 -116
Mar18 170127 504.75 507.75 504.75 504.75 -5.25 49 3,507 +21
May18 170127 512.25 515.00 512.25 512.25 -4.50 17 998 +1
Total Volume and Open Interest 31,356 226,911 -757
Wheat(MGE)
Mar17 170127 566.75 568.75 559.25 560.00 -6.75 2,400 29,198 -126
May17 170127 558.25 560.00 554.50 556.00 -2.50 2,487 25,131 +577
Jul17 170127 557.75 559.75 554.00 555.75 -2.50 973 13,797 +363
Sep17 170127 559.00 560.50 555.00 556.25 -3.50 274 6,116 +15
Dec17 170127 565.75 566.75 561.50 562.50 -3.25 231 4,129 +24
Mar18 170127 572.00 572.00 568.00 569.75 -3.50 33 754 -2
Total Volume and Open Interest 6,409 79,296 +853
Oats(CBOT)
Mar17 170127 255.25 257.00 249.25 253.25 -2.00 216 5,071 -88
May17 170127 247.50 249.00 243.75 245.75 -1.50 257 2,208 +55
Jul17 170127 243.50 243.50 240.00 241.75 -2.25 4 430 -2
Sep17 170127 239.25 245.00 239.25 239.25 unch 0 8 +0
Total Volume and Open Interest 478 7,866 -35
Rough Rice(CBOT)
Mar17 170127 9.73 9.82 9.66 9.81 +0.06 360 10,105 -95
May17 170127 9.99 10.07 9.91 10.06 +0.06 143 1,093 +65
Jul17 170127 10.14 10.27 10.14 10.27 +0.05 6 51 +3
Sep17 170127 10.34 10.43 10.34 10.43 +0.05 4 16 +2
Total Volume and Open Interest 513 11,265 -25
Live Cattle(CME)
Feb17 170127 118.450 118.785 117.950 118.330 -0.370 14,627 48,001 -2,370
Apr17 170127 117.285 117.700 116.750 117.330 -0.250 20,987 147,414 +2,267
Jun17 170127 106.800 107.200 106.430 106.980 -0.220 8,528 82,726 +634
Aug17 170127 102.635 102.730 102.050 102.550 -0.400 4,465 38,714 +458
Oct17 170127 102.080 102.230 101.580 102.050 -0.450 1,766 22,750 +399
Dec17 170127 103.000 103.000 102.385 102.850 -0.535 526 8,455 +186
Total Volume and Open Interest 50,972 350,966 +1,587
Feeder Cattle(CME)
Mar17 170127 126.900 127.580 126.100 127.450 +0.350 3,666 24,654 +252
Apr17 170127 126.535 126.850 125.730 126.750 unch 1,322 8,250 +241
May17 170127 124.950 125.330 124.150 125.135 -0.015 838 9,326 +128
Aug17 170127 125.785 126.050 125.035 125.830 -0.205 516 6,259 +180
Sep17 170127 123.800 124.350 123.430 124.330 +0.100 90 1,012 +28
Oct17 170127 121.350 122.330 121.350 122.330 +0.480 14 143 -5
Nov17 170127 119.430 120.135 119.430 120.080 -0.820 2 53 -1
Total Volume and Open Interest 7,747 52,587 +534
Lean Hogs(CME)
Feb17 170127 66.430 67.080 66.050 66.900 +1.050 9,515 28,118 -1,125
Apr17 170127 67.550 68.800 66.635 68.300 +1.075 21,112 95,426 +2,366
May17 170127 72.300 72.930 71.500 72.930 +0.795 186 1,688 +11
Jun17 170127 76.350 77.200 75.635 77.100 +1.020 10,496 43,957 +2,329
Jul17 170127 76.480 77.430 75.885 77.350 +1.020 3,890 16,672 +256
Aug17 170127 76.150 77.250 75.800 77.200 +1.200 4,111 16,953 +172
Oct17 170127 65.900 67.050 65.650 66.975 +1.090 2,728 9,913 +720
Dec17 170127 62.000 63.100 61.985 63.050 +0.800 1,191 7,082 +436
Total Volume and Open Interest 53,397 220,350 +5,188
Class III Milk(CME)
Jan17 170127 16.73 16.75 16.72 16.75 unch 63 4,272 +9
Feb17 170127 16.60 16.68 16.53 16.62 +0.04 338 4,238 -86
Mar17 170127 17.21 17.23 17.04 17.15 +0.11 435 3,814 -40
Apr17 170127 17.40 17.45 17.32 17.43 +0.09 408 3,393 +95
May17 170127 17.41 17.52 17.41 17.51 +0.10 254 3,071 +97
Jun17 170127 17.60 17.69 17.56 17.67 +0.04 163 2,874 +75
Jul17 170127 17.65 17.81 17.65 17.81 +0.09 66 1,695 +41
Aug17 170127 17.77 17.88 17.77 17.88 +0.05 57 1,704 +26
Sep17 170127 17.77 17.88 17.77 17.88 +0.02 52 1,598 +25
Oct17 170127 17.63 17.73 17.63 17.72 +0.03 28 1,324 +17
Nov17 170127 17.52 17.60 17.52 17.60 +0.02 38 1,388 +23
Dec17 170127 17.30 17.33 17.30 17.30 unch 14 1,264 +13
Jan18 170127 16.90 16.90 16.90 16.90 +0.02 0 224 +0
Total Volume and Open Interest 1,972 31,672 +331
Cocoa(ICE)
Mar17 170127 2108 2121 2076 2095 -37 17,031 115,247 -2,889
May17 170127 2118 2129 2084 2101 -39 7,810 60,328 +174
Jul17 170127 2128 2142 2100 2116 -35 2,737 41,947 -276
Sep17 170127 2156 2161 2118 2134 -34 571 19,644 -15
Dec17 170127 2177 2186 2149 2156 -35 251 13,239 -97
Mar18 170127 2208 2208 2170 2177 -34 158 10,958 +119
May18 170127 2225 2225 2186 2194 -34 155 3,934 +117
Total Volume and Open Interest 28,798 269,946 -2,839
Coffee "C"(ICE)
Mar17 170127 151.25 153.40 150.25 152.40 +0.95 16,964 76,905 -668
May17 170127 153.55 155.85 152.80 154.90 +0.95 7,008 47,959 +1,577
Jul17 170127 155.95 158.10 155.15 157.20 +0.90 2,694 23,488 +260
Sep17 170127 158.15 160.35 157.35 159.45 +0.90 2,274 15,407 +803
Dec17 170127 160.90 163.50 160.40 162.55 +0.95 671 11,969 -54
Mar18 170127 164.25 166.20 164.25 165.45 +0.95 100 2,882 -10
Total Volume and Open Interest 29,809 182,266 +1,942
Orange Juice(ICE)
Mar17 170127 164.35 174.00 164.35 173.20 +8.85 1,120 9,134 -101
May17 170127 164.35 170.40 162.45 169.90 +8.30 200 1,874 +116
Jul17 170127 164.00 168.45 162.50 168.00 +7.45 25 743 -1
Sep17 170127 167.25 167.25 167.25 167.25 +6.90 19 115 +11
Nov17 170127 166.10 166.10 166.10 166.10 +6.45 1 9 +1
Jan18 170127 167.20 167.20 167.20 167.20 +6.45 0 1 +0
Total Volume and Open Interest 1,365 11,876 +26
Sugar #11(ICE)
Mar17 170127 20.38 20.53 20.30 20.33 -0.03 50,153 294,181 -234
May17 170127 20.37 20.50 20.29 20.36 unch 29,657 177,873 +1,874
Jul17 170127 20.10 20.19 20.00 20.10 unch 15,641 157,884 +659
Oct17 170127 19.91 20.01 19.84 19.96 +0.04 9,488 88,122 +1,596
Mar18 170127 19.85 19.95 19.80 19.94 +0.07 6,242 65,135 +1,391
May18 170127 19.14 19.32 19.14 19.31 +0.07 1,293 19,096 -66
Jul18 170127 18.59 18.70 18.59 18.69 +0.05 598 13,400 +212
Oct18 170127 18.20 18.29 18.20 18.28 +0.04 269 14,444 +97
Total Volume and Open Interest 113,523 840,275 +5,641
London Cocoa(LCE)
Mar17 170127 1709 1714 1684 1696 -24 8,210 102,286 -1,772
May17 170127 1728 1730 1701 1712 -26 3,978 66,340 +621
Jul17 170127 1757 1757 1726 1737 -23 2,713 50,062 -189
Sep17 170127 1770 1770 1742 1751 -22 1,799 39,974 +55
Dec17 170127 1782 1786 1761 1769 -21 489 28,403 +109
Mar18 170127 1791 1797 1773 1780 -20 420 20,875 +46
May18 170127 1802 1813 1794 1796 -19 52 6,097 +2
Total Volume and Open Interest 17,661 315,955 -1,128
London Sugar(LCE)
Mar17 170127 537.50 540.50 536.10 537.50 +0.20 3,650 31,851 -442
May17 170127 541.80 544.50 540.30 541.70 +0.20 2,414 31,415 +280
Aug17 170127 538.10 540.30 536.30 538.00 -0.10 773 13,431 +43
Oct17 170127 520.40 523.00 519.80 521.90 +0.40 337 11,556 -31
Dec17 170127 514.00 514.20 513.30 514.10 +1.00 2 3,973 -1
Total Volume and Open Interest 7,334 97,392 -29
Cotton(ICE)
Mar17 170127 74.19 74.97 74.19 74.85 +0.66 14,200 154,180 -2,632
May17 170127 74.75 75.45 74.72 75.39 +0.69 7,418 53,298 +1,278
Jul17 170127 75.25 75.95 75.22 75.90 +0.65 1,897 31,677 +514
Oct17 170127 72.27 72.31 72.27 72.31 +0.09 0 34 +0
Dec17 170127 71.46 71.83 71.38 71.79 +0.33 489 22,220 +158
Mar18 170127 71.69 71.84 71.65 71.84 +0.40 1 1,361 +0
Total Volume and Open Interest 24,005 263,646 -682
Lumber(CME)
Mar17 170127 327.3 331.8 327.0 328.4 -3.6 533 3,200 +5
May17 170127 335.0 339.3 335.0 336.4 -3.6 62 645 +23
Jul17 170127 345.9 346.0 344.2 345.9 -0.1 1 65 +0
Sep17 170127 351.9 352.0 351.9 351.9 -0.1 0 32 +0
Total Volume and Open Interest 596 3,945 +28
Crude Oil(NYM)
Mar17 170127 53.74 54.08 52.58 53.17 -0.61 589,709 594,791 -14,684
Apr17 170127 54.38 54.68 53.18 53.75 -0.63 164,595 172,243 -4,077
May17 170127 54.81 55.17 53.70 54.25 -0.65 97,529 158,631 +2,311
Jun17 170127 55.27 55.60 54.15 54.67 -0.67 118,219 256,560 -1,144
Jul17 170127 55.51 55.89 54.50 54.97 -0.68 31,458 78,105 -600
Aug17 170127 55.87 56.05 54.71 55.15 -0.70 19,934 62,280 -203
Sep17 170127 55.96 56.16 54.92 55.28 -0.72 18,683 92,850 +1,444
Oct17 170127 56.00 56.26 55.00 55.36 -0.73 6,835 50,169 +821
Nov17 170127 56.09 56.34 55.05 55.43 -0.73 5,772 51,167 +283
Dec17 170127 56.12 56.40 55.04 55.49 -0.73 66,136 215,024 -2,198
Jan18 170127 56.09 56.14 55.19 55.53 -0.71 2,179 42,392 -318
Feb18 170127 56.11 56.33 55.21 55.56 -0.70 1,928 19,429 +144
Mar18 170127 56.42 56.42 55.28 55.60 -0.68 4,642 33,552 +353
Apr18 170127 55.59 56.43 55.59 55.59 -0.68 735 8,534 -179
May18 170127 55.58 55.58 55.53 55.58 -0.67 592 9,249 +178
Jun18 170127 56.19 56.43 55.19 55.57 -0.66 25,614 61,325 -5,289
Total Volume and Open Interest 1,186,167 2,128,246 -23,563
e-miNY Crude Oil(NYM)
Mar17 170127 53.725 54.075 52.575 53.175 -0.600 10,318 1,931 -140
Apr17 170127 54.350 54.650 53.200 53.750 -0.625 171 454 +27
May17 170127 54.800 54.850 53.800 54.250 -0.650 104 115 -77
Jun17 170127 55.375 55.375 54.275 54.675 -0.675 92 94 -33
Jul17 170127 54.975 55.800 54.975 54.975 -0.675 1 175 +0
Aug17 170127 55.150 55.150 55.100 55.150 -0.700 14 104 -10
Sep17 170127 55.275 55.275 55.100 55.275 -0.725 14 51 +14
Oct17 170127 55.350 55.575 55.350 55.350 -0.750 2 36 +2
Nov17 170127 55.425 55.425 55.425 55.425 -0.725 2 77 +2
Dec17 170127 55.650 55.875 55.500 55.500 -0.725 8 138 +7
Total Volume and Open Interest 10,778 3,315 -195
NY Harbor ULSD(NYM)
Feb17 170127 164.80 164.90 159.81 161.89 -2.20 24,990 24,836 -5,116
Mar17 170127 165.98 166.86 161.49 163.43 -2.34 73,014 133,200 -1,446
Apr17 170127 166.46 167.07 162.40 164.12 -2.48 27,763 61,313 +730
May17 170127 167.64 167.97 163.31 164.95 -2.50 16,885 35,403 -7
Jun17 170127 168.21 168.82 164.40 165.90 -2.48 16,392 49,350 +356
Jul17 170127 169.35 169.35 165.74 167.07 -2.49 4,838 18,067 +500
Aug17 170127 169.39 169.39 166.79 168.06 -2.52 2,399 11,052 +334
Sep17 170127 171.63 172.11 167.81 169.02 -2.54 2,073 12,787 +128
Oct17 170127 171.00 171.00 168.86 169.88 -2.55 1,032 5,528 +433
Nov17 170127 170.48 170.80 169.65 170.68 -2.55 642 4,337 +27
Dec17 170127 172.88 173.11 170.16 171.36 -2.56 9,402 41,394 +119
Jan18 170127 171.30 172.11 171.30 172.11 -2.57 384 2,934 +47
Feb18 170127 172.50 173.00 171.20 172.36 -2.60 163 2,184 +29
Mar18 170127 172.30 172.30 171.75 171.91 -2.61 80 1,137 +31
Total Volume and Open Interest 181,145 419,824 -3,758
RBOB Gasoline(NYM)
Feb17 170127 153.30 154.86 151.71 152.71 -1.56 34,541 23,971 -8,350
Mar17 170127 156.16 157.55 154.19 155.18 -1.75 77,883 159,938 +1,684
Apr17 170127 178.35 179.65 176.14 177.14 -2.04 47,820 62,717 -94
May17 170127 179.97 181.19 177.77 178.68 -1.95 23,463 43,156 -1,431
Jun17 170127 180.45 180.45 177.60 178.49 -1.89 17,885 46,718 +1,208
Jul17 170127 178.49 178.95 176.35 177.24 -1.84 7,848 24,004 +86
Aug17 170127 176.33 176.41 174.48 175.07 -1.84 4,627 9,709 +287
Sep17 170127 173.43 173.43 171.22 172.08 -1.85 6,246 19,229 -376
Oct17 170127 159.48 159.74 158.18 158.74 -1.93 3,660 7,464 -315
Nov17 170127 156.45 156.45 154.88 155.52 -1.96 1,441 3,435 +169
Total Volume and Open Interest 239,809 435,649 -7,273
e-miNY RBOB Gasoline(NYM)
Feb17 170127 152.70 152.71 152.70 152.70 -1.60 0 2 +0
Mar17 170127 155.20 155.20 155.18 155.20 -1.70      
Apr17 170127 177.10 177.14 177.10 177.10 -2.10      
May17 170127 178.70 178.70 178.68 178.70 -1.90      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Feb17 170127 3.350 3.418 3.245 3.391 +0.009 51,139 18,537 -5,678
Mar17 170127 3.365 3.415 3.258 3.358 -0.039 106,454 295,948 +3,787
Apr17 170127 3.399 3.430 3.286 3.380 -0.030 32,623 116,075 +1,706
May17 170127 3.405 3.450 3.315 3.403 -0.024 19,365 101,109 +2,902
Jun17 170127 3.439 3.485 3.356 3.444 -0.020 11,320 50,837 +743
Jul17 170127 3.481 3.520 3.398 3.484 -0.019 10,741 66,351 +878
Aug17 170127 3.482 3.522 3.400 3.486 -0.016 6,165 33,600 +178
Sep17 170127 3.459 3.495 3.379 3.465 -0.014 4,147 44,964 -68
Oct17 170127 3.470 3.518 3.390 3.476 -0.014 9,658 91,142 -172
Nov17 170127 3.500 3.536 3.443 3.514 -0.016 2,429 35,904 +206
Dec17 170127 3.618 3.645 3.554 3.621 -0.015 1,989 36,777 -62
Jan18 170127 3.693 3.732 3.638 3.697 -0.016 3,453 43,479 +3
Feb18 170127 3.615 3.684 3.600 3.657 -0.016 1,276 17,524 +129
Mar18 170127 3.555 3.583 3.505 3.557 -0.014 4,349 38,499 +605
Apr18 170127 2.930 2.975 2.924 2.960 -0.001 3,823 48,898 -241
May18 170127 2.897 2.910 2.870 2.897 +0.004 3,522 15,234 +994
Total Volume and Open Interest 277,558 1,160,690 +6,997
Brent Crude Oil(ICE)
Mar17 170127 56.09 56.50 54.86 55.52 -0.72 275,730 176,043 -15,110
Apr17 170127 56.33 56.72 55.09 55.70 -0.79 278,658 502,882 +8,690
May17 170127 56.70 57.08 55.46 56.05 -0.82 145,642 300,570 +33,377
Jun17 170127 57.03 57.39 55.81 56.36 -0.85 115,044 297,342 +4,246
Jul17 170127 57.24 57.54 56.03 56.55 -0.88 43,232 128,917 +2,107
Aug17 170127 57.35 57.68 56.16 56.64 -0.91 27,178 80,830 +1,655
Sep17 170127 57.36 57.66 56.24 56.65 -0.93 29,867 91,434 +1,226
Oct17 170127 57.43 57.60 56.26 56.61 -0.94 8,818 47,750 +886
Nov17 170127 57.32 57.56 56.20 56.57 -0.94 6,876 47,084 +1,102
Dec17 170127 57.27 57.54 56.13 56.53 -0.94 81,362 215,625 -3,788
Jan18 170127 56.47 56.47 56.47 56.47 -0.94 2,420 34,641 +175
Feb18 170127 56.41 56.41 56.41 56.41 -0.95 2,647 24,101 +638
Mar18 170127 56.36 56.36 56.36 56.36 -0.97 3,623 25,176 -35
Apr18 170127 56.30 56.30 56.30 56.30 -0.98 1,413 14,986 -81
Total Volume and Open Interest 1,078,227 2,394,723 +41,988
Gas Oil(ICE)
Feb17 170127 491.75 494.75 480.75 485.25 -8.75 35,727 123,796 -6,133
Mar17 170127 496.25 499.25 485.25 490.00 -8.50 65,192 173,503 +3,874
Apr17 170127 499.00 501.75 488.25 493.00 -8.25 24,332 81,616 +1,535
May17 170127 500.75 503.50 490.50 495.25 -8.00 9,444 65,466 +2,888
Jun17 170127 502.75 505.50 492.75 497.25 -8.00 19,770 113,327 +1,261
Jul17 170127 505.50 506.75 495.75 500.00 -8.00 3,416 31,606 +435
Aug17 170127 508.75 510.25 498.50 502.50 -7.75 1,200 20,717 -259
Sep17 170127 511.00 512.50 500.75 504.75 -7.75 2,477 34,139 +246
Oct17 170127 512.50 513.75 503.25 507.25 -7.75 1,564 26,666 +133
Nov17 170127 513.75 514.25 504.00 507.75 -7.75 822 11,048 +5
Total Volume and Open Interest 184,210 898,345 +6,291
Ethanol(CBOT)
Feb17 170127 1.459 1.476 1.459 1.476 +0.015 397 1,105 -188
Mar17 170127 1.495 1.505 1.487 1.504 +0.017 410 2,966 +99
Apr17 170127 1.516 1.527 1.512 1.526 +0.016 44 1,072 +22
May17 170127 1.535 1.545 1.529 1.545 +0.016 9 158 +0
Jun17 170127 1.550 1.550 1.548 1.548 +0.016 16 241 +0
Jul17 170127 1.551 1.551 1.549 1.549 +0.016 0 190 +0
Aug17 170127 1.547 1.552 1.547 1.547 +0.016 0 168 +0
Sep17 170127 1.539 1.539 1.539 1.539 +0.016 0 29 +0
Total Volume and Open Interest 876 5,977 -67
WTI Crude Oil(ICE)
Mar17 170127 53.72 54.08 52.58 53.17 -0.61 65,556 88,732 -2,257
Apr17 170127 54.27 54.67 53.18 53.75 -0.63 61,054 54,014 +1,423
May17 170127 54.91 55.17 53.70 54.25 -0.65 32,967 35,119 -1,077
Jun17 170127 55.39 55.53 54.21 54.67 -0.67 27,653 66,144 -552
Jul17 170127 55.20 55.32 54.50 54.97 -0.68 9,878 26,035 +985
Aug17 170127 55.29 55.47 54.70 55.15 -0.70 4,074 19,051 +154
Sep17 170127 55.43 55.69 54.86 55.28 -0.72 3,734 22,475 -124
Oct17 170127 55.52 55.70 54.93 55.36 -0.73 1,305 3,304 +108
Nov17 170127 55.15 55.43 55.15 55.43 -0.73 881 3,015 +186
Dec17 170127 56.05 56.05 55.07 55.49 -0.73 12,966 93,970 -251
Jan18 170127 55.53 55.53 55.53 55.53 -0.71 155 3,941 -18
Feb18 170127 55.56 55.56 55.56 55.56 -0.70 488 1,543 -327
Mar18 170127 55.60 55.60 55.60 55.60 -0.68 431 5,028 +150
Apr18 170127 55.59 55.59 55.59 55.59 -0.68 31 1,135 -12
May18 170127 55.58 55.58 55.58 55.58 -0.67 7 559 -1
Jun18 170127 55.52 55.57 55.52 55.57 -0.66 2,815 19,826 +51
Total Volume and Open Interest 231,656 545,608 -1,650
US Dollar Index(ICE)
Mar17 170127 100.515 100.810 100.310 100.525 +0.150 28,271 73,259 +895
Jun17 170127 100.410 100.700 100.225 100.420 +0.145 484 2,100 +117
Sep17 170127 100.400 100.400 100.150 100.275 +0.145 1 368 -1
Total Volume and Open Interest 28,762 75,853 +1,015
Australian Dollar(CME)
Mar17 170127 75.22 75.66 75.04 75.44 unch 112,655 98,096 +4,624
Jun17 170127 75.12 75.49 74.89 75.28 unch 92 688 -8
Sep17 170127 75.04 75.16 74.88 75.16 unch 0 169 +0
Total Volume and Open Interest 112,754 99,002 +4,623
British Pound(CME)
Mar17 170127 126.00 126.17 125.27 125.69 -0.51 108,707 223,994 +2,010
Jun17 170127 126.31 126.48 125.60 126.01 -0.52 628 1,396 +6
Sep17 170127 125.97 126.54 125.97 126.37 -0.51 6 178 +5
Total Volume and Open Interest 109,357 225,714 +2,033
Canadian Dollar(CME)
Mar17 170127 76.40 76.45 76.06 76.19 -0.24 71,102 98,933 +2,561
Jun17 170127 76.50 76.52 76.16 76.28 -0.24 140 2,163 +36
Sep17 170127 76.44 76.54 76.27 76.38 -0.24 11 500 -3
Dec17 170127 76.53 76.53 76.43 76.49 -0.24 196 746 +196
Total Volume and Open Interest 71,449 102,364 +2,790
Japanese Yen(CME)
Mar17 170127 87.45 87.54 86.79 87.04 -0.55 155,568 190,518 +2,476
Jun17 170127 87.50 87.69 87.23 87.47 -0.55 284 8,595 -5
Sep17 170127 87.93 89.40 87.71 87.93 -0.56 1 57 +0
Total Volume and Open Interest 155,859 199,242 +2,477
Swiss Franc(CME)
Mar17 170127 100.20 100.53 99.92 100.34 +0.04 15,645 45,218 -149
Jun17 170127 100.76 101.12 100.58 100.96 +0.04 4 118 +1
Sep17 170127 101.61 101.71 101.43 101.61 +0.04 0 4 +0
Total Volume and Open Interest 15,649 45,345 -148
EuroFX(CME)
Mar17 170127 107.00 107.44 106.77 107.18 unch 166,635 404,334 -426
Jun17 170127 107.54 107.96 107.31 107.71 unch 480 9,230 +76
Sep17 170127 108.24 108.46 107.90 108.26 unch 24 450 +22
Total Volume and Open Interest 167,139 414,119 -328
Mexican Peso(CME)
Feb17 170127 473.00 477.13 467.63 477.13 +7.00      
Mar17 170127 469.00 476.63 464.75 475.13 +7.00 52,456 137,538 -6,026
Total Volume and Open Interest 52,627 185,569 -5,901
Brazilian Real(CME)
Feb17 170127 312.50 318.10 312.20 317.20 +3.40 87 30,105 -45
Mar17 170127 311.20 315.25 310.00 314.95 +3.40 68 7,720 +17
Apr17 170127 312.15 312.15 311.15 312.15 +3.20 0 1 +0
May17 170127 310.05 310.05 310.05 310.05 +3.05      
Total Volume and Open Interest 155 37,826 -28
30-Year T-Bonds(CBOT)
Mar17 170127 149~290 150~140 149~160 150~120 +0~190 253,586 615,850 +2,331
Jun17 170127 148~180 149~050 148~170 149~050 +0~190 321 1,020 +184
Sep17 170127 149~050 149~050 149~050 149~050 +0~190      
Total Volume and Open Interest 253,907 616,870 +2,515
10-Year T-Notes(CBOT)
Mar17 170127 123~310 124~060 123~255 124~055 +0~065 1,407,113 3,163,404 +14,999
Jun17 170127 123~120 123~195 123~095 123~195 +0~070 6,279 18,408 +4,404
Sep17 170127 123~080 123~080 123~080 123~080 +0~070      
Total Volume and Open Interest 1,413,392 3,181,812 +19,078
5-Year T-Notes(CBOT)
Mar17 170127 117~194 117~234 117~160 117~232 +0~034 790,167 3,039,193 +39,274
Jun17 170127 117~086 117~110 117~086 117~110 +0~040 10,629 44,062 +6,428
Sep17 170127 117~110 117~110 117~110 117~110 +0~040      
Total Volume and Open Interest 800,796 3,083,255 +45,702
2 Year T-Notes(CBOT)
Mar17 170127 108~112 108~124 108~104 108~122 +0~006 271,393 1,277,534 +26,142
Jun17 170127 108~022 108~026 108~022 108~026 +0~006 1,702 1,990 +1,142
Sep17 170127 108~026 108~026 108~026 108~026 +0~006      
Total Volume and Open Interest 273,095 1,279,524 +27,284
Eurodollars(CME)
Mar17 170127 98.905 98.915 98.895 98.910 +0.005 166,596 1,425,014 +122,351
Jun17 170127 98.745 98.750 98.730 98.745 unch 207,572 1,364,382 +18,341
Sep17 170127 98.615 98.625 98.605 98.620 unch 174,981 1,158,876 +7,811
Dec17 170127 98.470 98.480 98.450 98.475 +0.005 270,383 1,345,739 +3,945
Mar18 170127 98.350 98.360 98.325 98.355 +0.005 241,713 986,269 -6,988
Jun18 170127 98.220 98.240 98.195 98.230 +0.005 199,153 739,638 +4,389
Sep18 170127 98.115 98.130 98.085 98.120 +0.005 183,156 561,721 -982
Dec18 170127 97.985 98.010 97.960 98.000 +0.010 247,626 819,000 -762
Mar19 170127 97.900 97.920 97.870 97.915 +0.015 114,136 581,264 -7,447
Jun19 170127 97.815 97.840 97.785 97.835 +0.015 117,303 579,195 +2,126
Sep19 170127 97.740 97.755 97.705 97.750 +0.015 86,756 449,239 -8,455
Dec19 170127 97.640 97.665 97.610 97.660 +0.020 124,928 491,016 +106
Mar20 170127 97.590 97.610 97.560 97.610 +0.025 60,731 289,838 +2,691
Jun20 170127 97.525 97.555 97.500 97.555 +0.025 44,621 179,853 +412
Sep20 170127 97.475 97.500 97.445 97.500 +0.025 45,653 160,566 +1,793
Dec20 170127 97.400 97.430 97.375 97.430 +0.025 51,980 175,004 -1,084
Mar21 170127 97.355 97.385 97.325 97.385 +0.030 24,373 88,694 -108
Jun21 170127 97.300 97.340 97.280 97.340 +0.035 25,790 93,615 +613
Total Volume and Open Interest 2,473,808 11,783,344 +142,504
Ultra T-Bond(CBOT)
Mar17 170127 159~21 160~12 159~02 160~11 +0~29 105,574 696,005 +2,549
Jun17 170127 159~05 159~05 158~20 159~05 +0~28 576 3,405 +575
Sep17 170127 159~05 159~05 159~05 159~05 +0~28      
Total Volume and Open Interest 106,150 699,410 +3,124
Ultra 10-Yr T-Note(CBOT)
Mar17 170127 133~130 133~240 133~055 133~235 +0~110 108,208 318,420 +9,152
Jun17 170127 132~175 132~175 132~175 132~175 +0~095      
Sep17 170127 132~175 132~175 132~175 132~175 +0~095      
Total Volume and Open Interest 108,208 318,420 +9,152
30 Day Federal Funds(CBOT)
Jan17 170127 99.350 99.353 99.350 99.350 unch 3,138 163,883 -886
Feb17 170127 99.340 99.345 99.340 99.340 unch 6,818 94,974 -1,832
Mar17 170127 99.300 99.305 99.295 99.305 unch 23,381 82,511 -6,278
Apr17 170127 99.275 99.285 99.270 99.280 unch 49,249 282,019 +13,783
May17 170127 99.220 99.230 99.215 99.225 unch 35,706 144,711 +6,486
Jun17 170127 99.150 99.165 99.145 99.155 unch 4,437 29,813 -481
Total Volume and Open Interest 163,887 1,137,925 +18,976
Japanese Govt Bonds(SGX)
Mar17 170126 149.94 149.96 149.76 149.85 -0.12 284 12,654 -220
Jun17 170126 149.82 149.82 149.82 149.82 -0.12      
Sep17 170126 149.82 149.82 149.82 149.82 -0.12      
Total Volume and Open Interest 284 12,654 -220
Euro-Buxl(EUREX)
Mar17 170127 165.20 166.78 164.92 166.32 +1.62 67,786 212,726 -9,566
Jun17 170127 163.74 164.58 163.30 164.32 +1.60 998 4,392 +2,852
Sep17 170127 161.98 162.54 161.40 162.28 +1.50 23 12 +0
Total Volume and Open Interest 68,807 217,130 -6,714
Euro-Bund(EUREX)
Mar17 170127 161.54 161.93 161.49 161.85 +0.42 1,047,398 2,047,620 -80,386
Jun17 170127 158.44 158.79 158.43 158.74 +0.42 15,155 73,174 +3,500
Sep17 170127 160.02 160.14 160.02 160.14 +0.32 0 5,070 +1,191
Total Volume and Open Interest 1,062,553 2,125,864 -75,695
Euro-Bobl(EUREX)
Mar17 170127 132.72 132.82 132.70 132.76 +0.05 635,078 1,480,920 +3,745
Jun17 170127 130.71 130.74 130.70 130.74 +0.05 1,273 41,797 +2,390
Sep17 170127 131.76 131.76 131.76 131.76 +0.05      
Total Volume and Open Interest 636,351 1,522,717 +6,135
Euro-Schatz(EUREX)
Mar17 170127 112.13 112.16 112.13 112.15 +0.01 319,927 1,396,880 +27,455
Jun17 170127 111.99 111.99 111.99 111.99 +0.01 672 28,640 +88
Sep17 170127 111.99 111.99 111.99 111.99 +0.01      
Total Volume and Open Interest 320,599 1,425,520 +27,543
3-Mth Euribor(EUREX)
Mar17 170127 100.330 100.330 100.330 100.330 unch 3 4,032 +143
Jun17 170127 100.310 100.310 100.305 100.310 unch 11 33,430 +0
Sep17 170127 100.280 100.285 100.280 100.285 +0.005 4 4,307 +0
Total Volume and Open Interest 44 72,471 +132
Long Gilt(LIFFE)
Mar17 170127 122~28 123~13 122~26 123~11 +0~16 218,967 636,547 +5,600
Jun17 170127 122~07 122~07 122~07 122~07 +0~16 1 1 +1
Total Volume and Open Interest 218,968 636,548 +5,601
3-Mth Short Sterling(LIFFE)
Mar17 170127 99.61 99.63 99.61 99.62 +0.01 16,724 343,144 +1,059
Jun17 170127 99.56 99.58 99.55 99.57 +0.01 50,003 485,083 +1,455
Sep17 170127 99.49 99.51 99.48 99.50 +0.01 49,041 304,127 +915
Dec17 170127 99.42 99.44 99.41 99.43 +0.01 49,997 306,360 +2,388
Mar18 170127 99.35 99.37 99.34 99.36 +0.01 69,984 205,856 +3,169
Jun18 170127 99.27 99.29 99.26 99.29 +0.01 82,389 221,837 +5,898
Total Volume and Open Interest 733,252 2,576,042 +15,960
3-Mth Euribor(LIFFE)
Mar17 170127 100.325 100.330 100.325 100.325 -0.005 36,728 311,826 -5,827
Jun17 170127 100.305 100.310 100.300 100.305 -0.005 84,923 385,805 -5,618
Sep17 170127 100.275 100.280 100.270 100.275 -0.005 103,122 328,111 +20,323
Total Volume and Open Interest 978,179 3,290,336 +14,920
3-Mth Aus T-Bills(SFE)
Mar17 170127 98.22 98.22 98.21 98.22 unch 18,521 150,815 -4,799
Jun17 170127 98.21 98.22 98.19 98.22 +0.01 29,223 242,987 +4,574
Sep17 170127 98.15 98.18 98.14 98.18 +0.02 28,961 154,102 +3,115
Dec17 170127 98.07 98.10 98.06 98.10 +0.02 17,686 200,822 +1,821
Mar18 170127 97.98 98.02 97.97 98.02 +0.02 9,603 110,798 -428
Jun18 170127 97.89 97.93 97.88 97.93 +0.02 5,887 76,096 +759
Sep18 170127 97.79 97.83 97.78 97.83 +0.02 1,439 53,519 +451
Dec18 170127 97.70 97.74 97.69 97.74 +0.02 3,188 31,032 +474
Mar19 170127 97.61 97.65 97.59 97.64 +0.01 504 7,142 +217
Jun19 170127 97.50 97.54 97.50 97.54 unch 34 3,626 +30
Total Volume and Open Interest 115,266 1,032,881 +6,394
10-Year Aus T-Bonds(SFE)
Mar17 170127 97.20 97.20 97.15 97.19 -0.05 129,519 945,488 +2,832
Jun17 170127 97.19 97.19 97.19 97.19 -0.05      
Total Volume and Open Interest 129,519 945,488 +2,832
3-Year Aus T-Bonds(SFE)
Mar17 170127 97.98 98.00 97.96 98.00 -0.01 151,886 1,032,419 -7,235
Jun17 170127 98.00 98.00 98.00 98.00 -0.01      
Total Volume and Open Interest 151,886 1,032,419 -7,235
Gold(CMX)
Feb17 170127 1188.5 1191.0 1179.7 1188.4 -1.4 299,179 130,004 -26,980
Apr17 170127 1191.4 1193.8 1182.6 1191.1 -1.4 81,026 223,772 +12,335
Jun17 170127 1191.0 1196.7 1186.3 1194.3 -1.3 9,244 55,964 +1,099
Aug17 170127 1196.0 1199.4 1190.9 1197.5 -1.3 3,993 15,024 +846
Oct17 170127 1197.5 1201.9 1193.5 1200.6 -1.3 198 3,278 -110
Dec17 170127 1200.9 1206.1 1196.6 1203.7 -1.2 2,251 26,348 +369
Feb18 170127 1205.5 1206.8 1199.7 1206.8 -1.2 276 4,373 +224
Apr18 170127 1209.0 1210.1 1207.0 1210.1 -1.2 0 258 +0
Jun18 170127 1210.0 1213.6 1210.0 1213.6 -1.2 42 4,227 +14
Aug18 170127 1217.2 1217.2 1217.2 1217.2 -1.2 0 116 +0
Oct18 170127 1220.8 1220.8 1218.3 1220.8 -1.2 2 5 +0
Dec18 170127 1222.3 1224.7 1222.3 1224.7 -1.2 0 2,361 +0
Total Volume and Open Interest 398,082 470,492 -11,882
Silver(CMX)
Mar17 170127 1680.0 1726.0 1663.5 1713.6 +28.6 63,421 133,038 -1,413
May17 170127 1685.0 1730.0 1670.0 1719.8 +28.7 3,254 25,451 +896
Jul17 170127 1686.5 1732.0 1680.0 1725.8 +28.8 555 7,907 +7
Sep17 170127 1690.0 1734.0 1690.0 1731.7 +28.8 178 3,979 +36
Dec17 170127 1700.0 1746.5 1699.5 1740.3 +28.8 240 5,864 +158
Mar18 170127 1749.1 1749.1 1714.5 1749.1 +28.8 5 37 +5
May18 170127 1753.4 1753.4 1753.4 1753.4 +28.8 0 5 +0
Total Volume and Open Interest 67,676 177,295 -306
Platinum(NYMEX)
Apr17 170127 980.7 988.5 964.7 983.3 +1.6 21,510 57,453 -316
Jul17 170127 977.3 991.3 968.0 986.6 +1.6 199 4,730 +98
Oct17 170127 979.0 990.3 979.0 990.3 +1.6 1 240 +0
Jan18 170127 994.1 994.1 994.1 994.1 +1.6 0 3 +0
Total Volume and Open Interest 21,758 62,610 -213
Palladium(NYMEX)
Mar17 170127 723.50 744.40 711.70 738.60 +14.15 10,332 26,772 -1,800
Jun17 170127 722.65 745.25 714.50 739.65 +14.20 183 2,320 +76
Sep17 170127 740.35 762.00 740.35 740.35 +14.20 6 4 +0
Total Volume and Open Interest 10,522 29,102 -1,724
Copper(CMX)
Mar17 170127 266.10 269.65 265.45 268.95 +1.65 77,602 151,125 -658
May17 170127 267.00 270.55 266.30 269.90 +1.70 15,724 53,217 +3,185
Jul17 170127 268.00 270.80 267.90 270.50 +1.70 3,444 21,368 +411
Sep17 170127 269.00 270.95 268.55 270.95 +1.70 1,995 13,510 +129
Dec17 170127 268.90 271.35 268.85 271.30 +1.75 1,873 13,013 +519
Total Volume and Open Interest 102,295 274,518 +3,626
E-mini DJIA Index(CBOT)
Mar17 170127 20051 20073 20005 20012 -39 123,956 132,632 -1,504
Jun17 170127 19992 19996 19950 19952 -36 222 555 -4
Sep17 170127 19900 19900 19898 19900 -36 1 2 +0
Dec17 170127 19858 19858 19725 19858 -36 1 0 -1
Total Volume and Open Interest 124,180 133,189 -1,509
S & P 500(CME)
Mar17 170127 2292.10 2296.20 2289.10 2289.10 -5.00 5,009 63,792 +231
Jun17 170127 2289.00 2289.80 2283.80 2284.00 -4.80 1 1,768 +14
Sep17 170127 2279.70 2285.50 2279.50 2279.70 -4.80 0 22 +1
Dec17 170127 2276.20 2282.00 2276.00 2276.20 -4.80      
Total Volume and Open Interest 5,010 65,582 +246
S & P 500 E-Mini(Globex)
Mar17 170127 2294.00 2296.75 2287.00 2289.00 -5.00 1,386,477 2,855,527 +7,716
Jun17 170127 2288.50 2291.25 2282.25 2284.00 -4.75 4,957 23,542 +2,180
Sep17 170127 2282.75 2284.50 2279.75 2279.75 -4.75 78 189 +10
Dec17 170127 2275.00 2276.25 2275.00 2276.25 -4.75 4 84 +4
Total Volume and Open Interest 1,391,516 2,879,346 +9,910
NASDAQ 100 E-Mini(Globex)
Mar17 170127 5144.30 5167.50 5139.30 5162.50 +14.70 153,214 221,427 -1,608
Jun17 170127 5141.30 5164.30 5140.00 5161.30 +14.50 411 436 +49
Sep17 170127 5164.00 5164.00 5070.00 5164.00 +14.50 0 35 +0
Total Volume and Open Interest 153,625 221,913 -1,559
S&P Midcap 400(CME) e-Mini
Mar17 170127 1703.20 1708.70 1690.40 1694.70 -8.50 14,354 96,107 -1,451
Jun17 170127 1695.00 1695.00 1688.20 1688.20 -8.50 4 11 +3
Sep17 170127 1686.80 1686.80 1686.80 1686.80 -8.50      
Total Volume and Open Interest 14,358 96,118 -1,448
Volatility Index(CBOE)
Jan17 170118 12.15 12.25 11.70 11.86 -0.32 3,222 99,327 -19,852
Feb17 170127 12.70 12.85 12.50 12.53 -0.15 75,208 256,863 +497
Mar17 170127 14.15 14.30 14.00 14.13 unch 41,430 96,558 +6,905
Apr17 170127 15.38 15.57 15.33 15.43 unch 16,011 46,028 +4,825
Total Volume and Open Interest 153,619 479,485 +15,084
Russell 2000 Mini(ICE)
Mar17 170127 1374.10 1378.50 1364.10 1367.50 -8.60 121,822 647,352 +681
Jun17 170127 1372.00 1372.00 1362.70 1365.50 -7.60 47 509 +12
Sep17 170127 1363.50 1363.50 1363.50 1363.50 -7.60 0 198 +0
Total Volume and Open Interest 121,869 648,139 +693
Nikkei 225(CME)
Mar17 170127 19520 19585 19435 19505 -35 15,698 28,379 +326
Jun17 170127 19430 19445 19390 19435 -35 6 39 +0
Total Volume and Open Interest 15,704 28,418 +326
Nikkei 225(SGX)
Mar17 170127 19485 19550 19465 19475 unch 70,911 199,682 +1,226
Jun17 170127 19370 19390 19345 19350 unch 136 6,993 +75
Sep17 170126 19320 19320 19320 19320 +400 0 5 +0
Total Volume and Open Interest 89,790 211,544 -2,684
Nikkei 225 Mini(JPX)
Mar17 170126 19065 19460 19050 19460 +390 975,681 413,506 +7,209
Jun17 170126 18920 19320 18910 19320 +400 8,912 11,915 +433
Sep17 170126 18880 19270 18865 19270 +390 291 1,071 +70
Total Volume and Open Interest 1,025,671 483,491 +28,418
Nikkei 225(JPX)
Mar17 170126 19070 19460 19050 19460 +390 75,944 376,171 -1,575
Jun17 170126 18930 19320 18920 19320 +400 388 22,855 -27
Sep17 170126 19010 19270 19010 19270 +390 9 8,067 -2
Total Volume and Open Interest 76,359 478,839 -1,605
Nikkei 225(CME) Yen
Mar17 170127 19495 19550 19395 19470 -35 58,178 62,667 +3,290
Jun17 170127 19285 19330 19285 19330 -35 13 20 +14
Sep17 170127 19280 19280 19280 19280 -35      
Total Volume and Open Interest 58,192 62,689 +3,305
Nikkei 225(CME) e-Mini Yen
Mar17 170127 19470 19540 19470 19470 -30 3 93 +0
Jun17 170127 19330 19330 19330 19330 -30      
Sep17 170127 19280 19280 19280 19280 -30      
Total Volume and Open Interest 3 93 +0
CAC 40(EURONEXT)
Feb17 170127 4863.5 4869.0 4825.0 4837.5 -27.0 94,165 321,570 +17,871
Mar17 170127 4863.5 4868.5 4827.0 4837.0 -26.5 252 15,818 -230
Apr17 170127 4819.5 4819.5 4819.5 4819.5 -26.5      
Total Volume and Open Interest 94,419 337,488 +17,644
Hang Seng Index(HKFE)
Jan17 170126 23050 23372 23048 23348 +299 137,310 58,960 -44,638
Feb17 170127 23362 23377 23236 23332 -33 60,395 110,980 +12,240
Mar17 170127 23360 23360 23243 23328 -29 1,014 8,808 +265
Total Volume and Open Interest 147,060 151,999 -17,069
DAX(EUREX)
Mar17 170127 11840.0 11854.5 11800.5 11813.5 -26.5 89,557 162,987 -6,407
Jun17 170127 11873.0 11883.5 11840.0 11844.5 -26.5 2,210 8,837 +209
Sep17 170127 11864.0 11864.0 11834.0 11834.0 -26.0 3 218 +50
Total Volume and Open Interest 91,770 172,042 -6,148
Mini-DAX(EUREX)
Mar17 170127 11835.0 11855.0 11801.0 11813.5 -26.5 26,176 9,813 -712
Jun17 170127 11858.0 11858.0 11836.0 11844.5 -26.5 279 1,428 +31
Sep17 170127 11823.0 11834.0 11823.0 11834.0 -26.0 5 15 +1
Total Volume and Open Interest 26,460 11,256 -680
FT-SE 100(EURONEXT)
Mar17 170127 7096.50 7122.00 7085.50 7119.00 +29.00 96,831 747,690 -8,205
Jun17 170127 7025.00 7045.00 7025.00 7045.00 +29.00 5,015 45,587 +4
Sep17 170127 6982.50 6982.50 6982.50 6982.50 +29.00      
Total Volume and Open Interest 101,846 793,277 -8,201
SPI 200(SFE)
Mar17 170127 5659.0 5668.0 5623.0 5661.0 +50.0 28,371 278,002 -4,775
Jun17 170127 5647.0 5649.0 5645.0 5647.0 +50.0 0 1,642 +0
Sep17 170127 5597.0 5597.0 5597.0 5597.0 +50.0 0 1,760 +0
Total Volume and Open Interest 28,647 284,430 -4,523
FTSE MIB(ISE)
Mar17 170127 19460.00 19470.00 19205.00 19287.00 -120.00 31,233 35,749 -556
Jun17 170127 18990.00 18990.00 18830.00 18865.00 -120.00 22 83 -6
Total Volume and Open Interest 31,255 35,832 -562
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 170127 396.80 397.95 395.15 397.30 -3.20 560 14,691 -533
Mar17 170127 402.95 402.95 401.90 402.95 -3.15 542 551 +541
Apr17 170127 404.95 404.95 404.95 404.95 -3.15      
Total Volume and Open Interest 1,102 15,242 +8
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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