Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Wed February 01, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar17 170201 1024.50 1037.50 1017.00 1036.75 +12.25 126,814 324,578 -12,219
May17 170201 1034.00 1047.50 1027.00 1046.75 +12.50 42,117 146,588 +3,015
Jul17 170201 1042.25 1055.00 1034.75 1054.50 +12.50 34,210 122,424 -154
Aug17 170201 1034.50 1052.00 1032.75 1051.75 +12.25 1,007 9,188 +129
Sep17 170201 1017.00 1031.50 1013.50 1031.50 +12.00 483 5,321 -7
Nov17 170201 1001.50 1012.50 995.50 1012.00 +11.00 17,076 104,310 -831
Jan18 170201 1001.50 1015.75 1000.25 1015.50 +11.00 393 5,599 +114
Mar18 170201 1000.00 1014.75 999.75 1014.50 +11.00 395 3,514 +79
May18 170201 1000.00 1015.50 1000.00 1015.50 +11.00 202 1,066 +55
Jul18 170201 1017.25 1017.25 1002.25 1017.25 +11.75 96 962 +13
Aug18 170201 1010.00 1010.00 1010.00 1010.00 +11.50 0 20 +0
Sep18 170201 990.00 990.00 990.00 990.00 +11.50 0 23 +0
Nov18 170201 961.50 973.25 961.50 973.25 +10.50 181 1,647 -10
Jan19 170201 976.75 976.75 976.75 976.75 +10.50 0 37 +0
Total Volume and Open Interest 222,974 725,312 -9,816
Soybean Meal(CBOT)
Mar17 170201 334.30 336.20 331.00 336.00 +1.40 56,265 163,859 -9,168
May17 170201 338.40 339.70 334.40 339.50 +1.60 19,273 91,749 +1,064
Jul17 170201 339.60 341.80 336.50 341.60 +1.50 11,007 60,233 +845
Aug17 170201 335.70 339.10 334.40 338.90 +1.30 1,840 8,493 -376
Sep17 170201 334.00 335.40 331.60 335.30 +1.10 687 8,822 +87
Oct17 170201 325.30 328.10 324.70 328.00 +0.90 486 7,498 +14
Dec17 170201 328.00 328.90 325.10 328.20 +0.50 3,955 29,512 +324
Jan18 170201 324.80 327.90 324.70 327.40 +0.40 26 1,375 +6
Mar18 170201 323.60 326.90 323.20 326.00 +0.90 144 2,130 +85
May18 170201 325.30 326.50 323.00 325.80 +0.90 37 801 +16
Total Volume and Open Interest 93,733 376,585 -7,094
Soybean Oil(CBOT)
Mar17 170201 33.85 34.43 33.80 34.31 +0.46 64,700 174,260 +226
May17 170201 34.15 34.71 34.08 34.60 +0.46 30,139 92,073 +999
Jul17 170201 34.41 34.96 34.34 34.86 +0.46 14,670 81,474 +1,225
Aug17 170201 34.40 34.97 34.39 34.92 +0.48 1,532 9,343 +55
Sep17 170201 34.38 34.94 34.37 34.91 +0.50 1,069 8,561 +250
Oct17 170201 34.22 34.78 34.19 34.76 +0.54 763 7,189 -18
Dec17 170201 34.35 34.88 34.26 34.88 +0.58 6,967 24,185 +791
Jan18 170201 34.33 34.92 34.31 34.90 +0.56 482 2,686 +44
Mar18 170201 34.26 34.93 34.26 34.92 +0.55 216 1,886 -4
May18 170201 34.82 34.93 34.71 34.93 +0.54 276 1,001 -31
Total Volume and Open Interest 121,981 404,387 +3,972
Canola(WCE)
Mar17 170201 507.1 513.4 506.1 512.1 +4.6 19,731 91,246 -9,069
May17 170201 514.2 520.1 512.8 519.2 +5.1 8,722 48,265 +3,614
Jul17 170201 517.0 522.9 516.3 522.2 +4.6 1,805 21,969 +332
Nov17 170201 495.8 500.0 495.3 498.9 +2.9 1,373 24,289 +896
Jan18 170201 500.9 504.5 499.0 503.1 +2.6 36 3,158 +32
Total Volume and Open Interest 31,667 189,037 -4,195
Corn(CBOT)
Mar17 170201 360.00 368.50 358.00 368.25 +8.50 185,498 590,878 -21,207
May17 170201 367.00 375.75 365.25 375.75 +8.75 38,341 243,074 +4,752
Jul17 170201 373.50 382.75 372.00 382.75 +9.00 28,408 239,157 +3,192
Sep17 170201 380.25 389.25 378.75 389.25 +8.75 11,497 92,126 +1,433
Dec17 170201 387.00 396.25 385.75 396.25 +9.00 22,402 142,041 +767
Mar18 170201 394.50 403.50 393.75 403.50 +8.50 2,409 17,767 +611
May18 170201 398.00 406.50 397.25 406.50 +7.75 445 2,614 +189
Jul18 170201 401.00 409.75 400.75 409.75 +7.75 1,687 8,082 +733
Sep18 170201 400.25 402.75 400.25 402.75 +6.75 20 1,034 +1
Dec18 170201 396.50 403.75 396.00 403.75 +6.75 606 10,520 +264
Total Volume and Open Interest 291,317 1,347,712 -9,263
Wheat(CBOT)
Mar17 170201 421.00 434.50 417.00 433.75 +13.00 59,660 242,276 -211
May17 170201 434.00 446.75 429.50 446.00 +12.50 25,497 93,976 +1,483
Jul17 170201 447.00 460.50 443.25 459.75 +12.50 15,479 76,732 -233
Sep17 170201 462.50 474.75 457.00 474.00 +11.75 3,537 24,044 +1,024
Dec17 170201 479.75 491.75 475.50 491.00 +11.25 2,697 41,624 +859
Mar18 170201 489.00 502.25 489.00 502.25 +10.75 238 5,801 +147
Total Volume and Open Interest 107,243 486,384 +3,065
Wheat(KCBT)
Mar17 170201 429.50 441.75 425.00 440.50 +11.00 23,267 91,919 -2,536
May17 170201 442.00 454.50 437.50 453.25 +11.00 12,910 46,467 +2,010
Jul17 170201 454.50 466.50 450.00 465.50 +11.25 10,031 66,202 +266
Sep17 170201 468.25 480.75 464.50 479.75 +11.00 636 9,213 -25
Dec17 170201 489.25 501.75 485.75 500.75 +10.75 1,692 14,293 +633
Mar18 170201 499.25 513.00 499.25 512.50 +9.75 60 3,519 +3
May18 170201 520.50 520.50 520.50 520.50 +9.50 8 994 +1
Total Volume and Open Interest 48,611 233,446 +353
Wheat(MGE)
Mar17 170201 549.50 557.75 547.00 555.75 +7.25 5,287 28,455 -593
May17 170201 547.50 554.75 546.00 554.00 +6.50 4,465 26,079 +926
Jul17 170201 550.00 559.25 550.00 557.50 +6.50 1,987 14,660 +512
Sep17 170201 553.50 562.00 553.50 561.00 +6.50 968 6,370 +211
Dec17 170201 560.00 568.50 560.00 567.75 +6.75 1,084 4,433 +279
Mar18 170201 568.00 575.50 568.00 575.50 +7.00 180 875 +43
Total Volume and Open Interest 13,977 81,126 +1,378
Oats(CBOT)
Mar17 170201 245.50 253.25 245.00 250.75 +6.50 733 4,672 -270
May17 170201 243.25 247.00 241.25 246.00 +7.25 322 2,373 +173
Jul17 170201 238.50 242.75 238.50 242.75 +6.75 16 434 -1
Sep17 170201 241.75 241.75 241.75 241.75 +8.50 0 8 +0
Total Volume and Open Interest 1,071 7,637 -98
Rough Rice(CBOT)
Mar17 170201 9.60 9.62 9.50 9.53 -0.01 476 10,025 -18
May17 170201 9.84 9.87 9.77 9.79 -0.01 260 1,353 +224
Jul17 170201 10.01 10.01 10.01 10.01 unch 0 51 +0
Sep17 170201 10.16 10.16 10.16 10.16 unch 0 24 +0
Total Volume and Open Interest 736 11,453 +206
Live Cattle(CME)
Feb17 170201 115.400 116.400 114.650 115.580 -0.020 13,896 39,435 -2,461
Apr17 170201 113.830 114.850 112.750 113.700 -0.480 27,501 150,435 -323
Jun17 170201 103.950 104.680 103.400 104.230 +0.030 11,599 84,918 +496
Aug17 170201 99.650 100.385 99.400 100.230 +0.250 6,542 41,461 +912
Oct17 170201 99.430 100.050 99.135 99.950 +0.250 3,051 23,890 +159
Dec17 170201 100.000 100.750 99.980 100.680 +0.200 1,328 9,279 +151
Total Volume and Open Interest 64,291 352,535 -1,012
Feeder Cattle(CME)
Mar17 170201 122.100 123.680 121.080 122.080 -0.705 5,379 23,945 -236
Apr17 170201 121.785 123.135 120.635 121.730 -0.700 1,555 8,450 +197
May17 170201 120.885 121.800 119.500 120.635 -0.695 1,606 9,482 -4
Aug17 170201 121.930 122.700 120.635 121.650 -0.800 1,073 6,553 -42
Sep17 170201 120.680 121.400 119.430 120.550 -0.800 87 1,065 -24
Oct17 170201 119.000 119.635 117.600 119.350 -0.150 35 182 +7
Nov17 170201 117.635 118.830 116.385 118.430 +0.180 26 65 +10
Total Volume and Open Interest 9,777 49,753 -81
Lean Hogs(CME)
Feb17 170201 69.500 70.000 68.930 69.430 +0.350 7,690 23,593 -1,229
Apr17 170201 69.535 69.980 68.225 69.100 -0.150 12,370 93,566 +73
May17 170201 74.180 74.180 73.000 73.680 -0.300 211 1,699 +28
Jun17 170201 77.750 78.100 76.785 77.680 +0.080 4,355 44,812 +610
Jul17 170201 77.700 77.850 76.700 77.600 +0.100 1,252 16,912 +102
Aug17 170201 77.430 77.430 76.580 77.250 -0.035 841 17,159 +123
Oct17 170201 67.135 67.250 66.430 67.180 +0.180 682 10,497 +246
Dec17 170201 62.800 63.050 62.650 63.000 -0.050 442 7,527 +153
Total Volume and Open Interest 27,866 216,318 +106
Class III Milk(CME)
Jan17 170131 16.75 16.76 16.74 16.75 +0.01 61 4,250 -12
Feb17 170201 16.68 16.79 16.60 16.74 +0.03 253 4,237 +16
Mar17 170201 17.06 17.19 16.97 17.15 unch 433 4,051 +139
Apr17 170201 17.29 17.35 17.20 17.34 +0.04 271 3,548 +67
May17 170201 17.31 17.43 17.30 17.34 -0.03 120 3,238 +53
Jun17 170201 17.53 17.56 17.51 17.54 -0.03 88 2,984 +38
Jul17 170201 17.70 17.76 17.69 17.69 -0.02 85 1,793 +53
Aug17 170201 17.82 17.85 17.81 17.83 unch 78 1,776 +49
Sep17 170201 17.81 17.87 17.81 17.83 +0.02 91 1,704 +52
Oct17 170201 17.72 17.77 17.68 17.72 +0.08 87 1,410 +57
Nov17 170201 17.65 17.65 17.60 17.65 +0.05 77 1,424 +44
Dec17 170201 17.37 17.42 17.29 17.37 +0.05 64 1,282 +37
Jan18 170201 16.95 16.95 16.95 16.95 unch 4 255 +4
Total Volume and Open Interest 1,749 32,845 +617
Cocoa(ICE)
Mar17 170201 2098 2150 2095 2109 +6 28,507 108,381 -5,096
May17 170201 2097 2146 2097 2112 +10 11,591 64,559 +957
Jul17 170201 2111 2154 2109 2122 +11 4,574 44,954 +2,256
Sep17 170201 2132 2172 2129 2143 +14 1,000 19,911 -13
Dec17 170201 2155 2196 2155 2170 +15 412 12,870 -37
Mar18 170201 2185 2216 2185 2191 +14 490 11,551 +435
May18 170201 2203 2207 2203 2207 +14 3 3,757 -2
Total Volume and Open Interest 46,775 271,202 -1,411
Coffee "C"(ICE)
Mar17 170201 149.55 151.70 147.55 150.15 +0.60 15,387 67,746 -3,045
May17 170201 151.90 154.00 150.00 152.55 +0.55 7,983 57,934 +3,616
Jul17 170201 154.50 156.15 152.35 154.85 +0.50 1,817 24,225 +314
Sep17 170201 155.90 158.20 154.60 157.10 +0.55 1,235 15,627 +55
Dec17 170201 158.70 161.05 157.70 160.20 +0.60 961 12,335 +148
Mar18 170201 162.45 163.55 161.05 163.10 +0.65 81 4,060 +63
Total Volume and Open Interest 27,563 185,605 +1,157
Orange Juice(ICE)
Mar17 170201 173.00 174.40 168.85 171.35 -1.55 1,723 8,781 -218
May17 170201 169.55 170.70 165.70 167.85 -1.70 350 2,221 +191
Jul17 170201 167.30 167.50 164.30 165.35 -1.55 58 795 +21
Sep17 170201 164.35 164.35 164.35 164.35 -1.15 2 115 +0
Nov17 170201 163.20 163.20 163.20 163.20 -1.25 0 10 +0
Jan18 170201 164.30 164.30 164.30 164.30 -1.25 0 1 +0
Total Volume and Open Interest 2,133 11,923 -6
Sugar #11(ICE)
Mar17 170201 20.50 20.88 20.45 20.84 +0.39 44,133 274,869 -5,049
May17 170201 20.53 20.72 20.46 20.70 +0.24 25,300 182,292 +489
Jul17 170201 20.20 20.41 20.20 20.40 +0.20 11,467 157,697 +438
Oct17 170201 20.03 20.22 20.01 20.20 +0.17 8,233 89,444 +548
Mar18 170201 19.98 20.13 19.95 20.13 +0.14 6,605 72,085 +2,109
May18 170201 19.35 19.46 19.31 19.46 +0.11 1,402 19,921 +414
Jul18 170201 18.71 18.78 18.67 18.78 +0.05 735 13,869 +360
Oct18 170201 18.32 18.38 18.28 18.38 +0.04 520 14,741 +303
Total Volume and Open Interest 98,572 835,103 -356
London Cocoa(LCE)
Mar17 170201 1680 1708 1676 1686 unch 19,360 99,466 -1,211
May17 170201 1700 1726 1697 1705 unch 4,999 66,045 +520
Jul17 170201 1728 1752 1724 1731 unch 2,256 49,963 -106
Sep17 170201 1753 1766 1740 1746 +1 2,362 41,118 +919
Dec17 170201 1770 1780 1757 1763 unch 1,120 30,039 -422
Mar18 170201 1786 1794 1769 1774 -1 741 21,877 -108
May18 170201 1790 1795 1787 1790 -2 261 6,261 +107
Total Volume and Open Interest 32,141 318,089 +687
London Sugar(LCE)
Mar17 170201 540.60 547.00 539.90 546.50 +6.50 5,035 28,603 -1,827
May17 170201 545.00 550.80 544.30 550.30 +6.10 4,030 31,860 +457
Aug17 170201 539.00 545.70 539.00 545.40 +5.30 1,383 14,742 +160
Oct17 170201 523.50 528.50 523.00 527.90 +4.10 430 11,861 +46
Dec17 170201 518.70 519.00 518.60 519.00 +3.80 269 4,000 +27
Total Volume and Open Interest 11,628 96,573 -1,045
Cotton(ICE)
Mar17 170201 75.00 76.56 74.91 76.44 +1.50 17,296 153,824 -1,769
May17 170201 75.57 77.14 75.56 77.05 +1.45 8,002 58,841 +2,272
Jul17 170201 76.24 77.60 76.24 77.57 +1.41 1,715 34,308 +263
Oct17 170201 72.97 72.97 72.97 72.97 +0.58 0 34 +0
Dec17 170201 71.82 72.45 71.80 72.39 +0.56 1,316 24,657 +448
Mar18 170201 72.15 72.88 72.15 72.88 +0.73 252 1,590 +230
Total Volume and Open Interest 28,727 274,167 +1,469
Lumber(CME)
Mar17 170201 332.0 340.0 332.0 337.9 +7.9 387 3,023 -80
May17 170201 342.9 349.4 342.9 347.0 +7.6 189 751 +51
Jul17 170201 348.8 357.4 348.8 353.3 +5.9 1 69 +1
Sep17 170201 352.9 358.0 352.9 356.4 +4.4 0 33 +0
Total Volume and Open Interest 577 3,879 -28
Crude Oil(NYM)
Mar17 170201 52.76 53.91 52.64 53.88 +1.07 486,309 574,920 -7,278
Apr17 170201 53.42 54.52 53.27 54.49 +1.07 147,053 188,354 +11,794
May17 170201 53.95 55.01 53.79 54.99 +1.05 68,176 170,754 -3,343
Jun17 170201 54.36 55.43 54.21 55.41 +1.03 68,343 270,204 +5,607
Jul17 170201 54.70 55.69 54.55 55.69 +0.99 16,596 81,416 +808
Aug17 170201 54.80 55.85 54.79 55.85 +0.95 8,569 65,445 +312
Sep17 170201 54.94 55.95 54.89 55.95 +0.90 14,575 95,829 +542
Oct17 170201 55.03 56.02 55.00 56.02 +0.86 7,331 52,672 -68
Nov17 170201 55.08 56.09 55.08 56.09 +0.84 6,904 49,193 -1,350
Dec17 170201 55.28 56.17 55.15 56.15 +0.82 43,225 214,909 +867
Jan18 170201 55.20 56.18 55.20 56.18 +0.80 4,408 43,373 +584
Feb18 170201 56.16 56.20 55.59 56.20 +0.78 3,438 21,028 +512
Mar18 170201 55.40 56.38 55.40 56.23 +0.77 6,854 39,111 +2,636
Apr18 170201 56.23 56.23 56.23 56.23 +0.75 1,027 9,130 +226
May18 170201 56.22 56.22 56.22 56.22 +0.73 744 9,750 +355
Jun18 170201 55.54 56.21 55.34 56.20 +0.71 11,240 64,034 +242
Total Volume and Open Interest 916,365 2,177,238 +16,305
e-miNY Crude Oil(NYM)
Mar17 170201 52.775 53.900 52.650 53.875 +1.075 8,250 2,272 +259
Apr17 170201 53.350 54.500 53.250 54.500 +1.075 102 503 +17
May17 170201 53.875 55.000 53.800 55.000 +1.050 19 122 +6
Jun17 170201 54.675 55.400 54.575 55.400 +1.025 17 91 -7
Jul17 170201 55.700 55.700 55.700 55.700 +1.000 8 189 +2
Aug17 170201 55.850 55.850 55.850 55.850 +0.950 2 117 -2
Sep17 170201 55.950 55.950 55.950 55.950 +0.900 0 47 +0
Oct17 170201 56.025 56.025 56.025 56.025 +0.875 0 38 +0
Nov17 170201 56.100 56.100 56.100 56.100 +0.850 10 87 +10
Dec17 170201 55.850 56.150 55.800 56.150 +0.825 21 114 +11
Total Volume and Open Interest 8,430 3,760 +297
NY Harbor ULSD(NYM)
Mar17 170201 163.07 167.50 162.47 167.40 +4.32 53,997 134,726 -335
Apr17 170201 163.78 168.06 163.23 167.97 +4.19 19,473 64,064 -1,166
May17 170201 164.63 168.69 164.14 168.63 +4.05 10,879 40,066 +887
Jun17 170201 165.48 169.41 164.95 169.34 +3.89 9,069 49,224 +825
Jul17 170201 166.35 170.28 166.16 170.27 +3.70 3,281 18,401 +368
Aug17 170201 168.77 171.08 168.31 171.08 +3.54 1,714 11,092 +208
Sep17 170201 169.50 171.93 168.05 171.92 +3.43 2,182 13,642 +625
Oct17 170201 170.90 172.77 170.20 172.77 +3.38 462 5,639 -128
Nov17 170201 171.47 173.64 171.25 173.64 +3.35 416 4,525 +41
Dec17 170201 170.72 174.41 170.66 174.39 +3.31 3,715 40,899 +338
Jan18 170201 173.16 175.14 173.03 175.14 +3.29 141 3,429 +48
Feb18 170201 173.40 175.34 173.14 175.34 +3.26 64 2,515 -4
Mar18 170201 173.60 174.79 173.36 174.79 +3.18 94 1,323 +30
Apr18 170201 171.93 173.39 171.93 173.39 +3.07 55 916 +2
Total Volume and Open Interest 126,267 411,960 -6,897
RBOB Gasoline(NYM)
Mar17 170201 155.65 158.58 154.57 157.91 +2.90 59,214 157,577 -3,207
Apr17 170201 177.69 180.24 176.83 179.71 +2.76 29,345 64,262 -2,329
May17 170201 179.09 181.71 178.45 181.33 +2.71 16,825 45,991 +647
Jun17 170201 178.49 181.49 178.29 181.19 +2.70 11,998 46,665 -127
Jul17 170201 177.34 180.09 177.11 179.95 +2.62 3,810 25,681 +724
Aug17 170201 175.17 177.71 175.17 177.65 +2.55 1,980 9,256 +84
Sep17 170201 172.73 174.50 171.83 174.45 +2.48 2,709 18,106 -213
Oct17 170201 159.97 161.28 158.78 161.13 +2.35 1,377 7,448 -95
Nov17 170201 156.66 157.72 155.76 157.71 +2.20 1,033 3,767 +256
Dec17 170201 154.07 155.64 153.23 155.55 +2.12 4,004 21,560 -539
Total Volume and Open Interest 158,690 419,617 -13,509
e-miNY RBOB Gasoline(NYM)
Mar17 170201 157.90 157.91 157.90 157.91 +2.90      
Apr17 170201 179.71 179.71 179.71 179.71 +2.76      
May17 170201 181.33 181.33 181.33 181.33 +2.71      
Jun17 170201 181.19 181.19 181.19 181.19 +2.70      
Total Volume and Open Interest      
Natural Gas(NYM)
Mar17 170201 3.134 3.228 3.113 3.168 +0.051 135,654 289,649 +74
Apr17 170201 3.170 3.257 3.161 3.214 +0.049 58,453 117,574 -4,445
May17 170201 3.218 3.293 3.210 3.254 +0.046 39,164 110,347 -52
Jun17 170201 3.274 3.338 3.254 3.298 +0.039 17,239 58,895 +1,275
Jul17 170201 3.310 3.376 3.305 3.339 +0.039 16,426 70,018 +1,649
Aug17 170201 3.314 3.378 3.314 3.343 +0.040 9,120 34,979 +1,267
Sep17 170201 3.315 3.346 3.309 3.325 +0.042 6,230 47,522 +917
Oct17 170201 3.305 3.368 3.305 3.340 +0.042 15,802 91,997 -1,555
Nov17 170201 3.368 3.420 3.364 3.389 +0.041 2,161 37,087 +0
Dec17 170201 3.486 3.536 3.486 3.514 +0.044 2,033 39,191 -48
Jan18 170201 3.567 3.608 3.562 3.598 +0.045 5,006 44,438 +277
Feb18 170201 3.533 3.582 3.527 3.564 +0.045 1,507 18,950 +49
Mar18 170201 3.444 3.485 3.438 3.474 +0.045 6,397 40,704 +1,057
Apr18 170201 2.941 2.950 2.919 2.945 +0.022 3,234 49,965 -338
May18 170201 2.889 2.895 2.865 2.891 +0.020 1,164 16,624 +299
Jun18 170201 2.886 2.906 2.881 2.906 +0.019 391 11,333 +103
Total Volume and Open Interest 322,362 1,176,249 +1,121
Brent Crude Oil(ICE)
Apr17 170201 55.55 56.83 55.36 56.80 +1.22 272,301 533,076 -9,791
May17 170201 55.89 57.14 55.70 57.12 +1.21 80,795 329,265 +3,605
Jun17 170201 56.19 57.42 56.00 57.40 +1.19 84,173 303,764 +5,461
Jul17 170201 56.40 57.59 56.21 57.59 +1.17 29,317 131,386 -2,875
Aug17 170201 56.39 57.70 56.33 57.69 +1.15 17,749 81,186 +863
Sep17 170201 56.56 57.72 56.37 57.72 +1.14 16,560 94,423 +225
Oct17 170201 56.42 57.69 56.40 57.69 +1.12 6,438 48,165 +446
Nov17 170201 56.39 57.67 56.34 57.65 +1.11 5,548 50,180 -70
Dec17 170201 56.41 57.63 56.32 57.61 +1.10 66,696 210,975 +1,467
Jan18 170201 56.75 57.57 56.75 57.57 +1.09 1,845 34,904 -107
Feb18 170201 57.52 57.52 57.52 57.52 +1.09 1,446 24,855 +65
Mar18 170201 57.47 57.47 57.47 57.47 +1.08 2,601 26,524 +545
Apr18 170201 57.42 57.42 57.42 57.42 +1.08 1,507 16,231 +1,080
May18 170201 57.34 57.34 57.34 57.34 +1.07 850 12,636 +359
Total Volume and Open Interest 741,269 2,381,750 -37,455
Gas Oil(ICE)
Feb17 170201 487.75 501.00 486.75 498.25 +4.50 27,117 126,504 -109
Mar17 170201 491.75 504.50 490.25 501.75 +4.00 55,963 173,820 -1,010
Apr17 170201 494.00 506.50 492.75 504.00 +3.75 25,990 90,149 +4,388
May17 170201 496.00 507.75 494.50 505.50 +3.50 11,597 66,663 +782
Jun17 170201 497.75 509.00 496.25 507.00 +3.25 20,587 115,583 +59
Jul17 170201 500.25 511.25 499.00 509.25 +3.25 3,423 31,779 +44
Aug17 170201 502.50 513.25 501.50 511.25 +3.00 1,756 21,580 +1
Sep17 170201 504.75 515.00 503.75 513.50 +3.00 3,091 33,831 +231
Oct17 170201 506.25 517.25 506.00 515.75 +3.00 800 27,380 +104
Nov17 170201 506.75 517.00 506.50 516.00 +2.75 1,441 12,002 +199
Total Volume and Open Interest 169,023 921,722 +4,534
Ethanol(CBOT)
Feb17 170201 1.492 1.492 1.467 1.481 -0.012 409 312 -347
Mar17 170201 1.530 1.530 1.474 1.511 -0.003 431 3,247 +75
Apr17 170201 1.532 1.537 1.505 1.532 -0.008 148 1,058 -3
May17 170201 1.531 1.548 1.531 1.548 -0.008 171 308 +134
Jun17 170201 1.528 1.543 1.528 1.543 -0.008 81 248 +6
Jul17 170201 1.543 1.543 1.543 1.543 -0.008 156 69 -123
Aug17 170201 1.541 1.541 1.541 1.541 -0.008 45 203 +35
Sep17 170201 1.533 1.533 1.533 1.533 -0.008 0 29 +0
Total Volume and Open Interest 1,441 5,522 -223
WTI Crude Oil(ICE)
Mar17 170201 52.78 54.03 52.64 53.88 +1.07 48,844 71,025 -7,139
Apr17 170201 53.40 54.65 53.30 54.49 +1.07 56,328 67,524 +5,120
May17 170201 53.88 55.01 53.82 54.99 +1.05 22,396 36,172 +1,070
Jun17 170201 54.28 55.41 54.26 55.41 +1.03 24,360 72,969 +1,662
Jul17 170201 54.60 55.69 54.58 55.69 +0.99 3,418 25,470 -381
Aug17 170201 54.90 55.85 54.90 55.85 +0.95 1,272 18,635 -29
Sep17 170201 55.11 55.95 55.11 55.95 +0.90 1,785 23,817 +225
Oct17 170201 55.48 56.02 55.38 56.02 +0.86 755 3,937 +122
Nov17 170201 55.57 56.09 55.51 56.09 +0.84 489 2,857 -41
Dec17 170201 55.60 56.15 55.41 56.15 +0.82 12,202 102,542 +3,410
Jan18 170201 56.18 56.18 56.18 56.18 +0.80 112 4,017 +0
Feb18 170201 56.20 56.20 56.20 56.20 +0.78 978 2,259 +644
Mar18 170201 56.23 56.23 56.23 56.23 +0.77 1,201 6,531 +816
Apr18 170201 56.23 56.23 56.23 56.23 +0.75 126 1,235 +9
May18 170201 56.22 56.22 56.22 56.22 +0.73 63 564 +3
Jun18 170201 56.00 56.20 55.56 56.20 +0.71 4,417 29,241 +2,269
Total Volume and Open Interest 186,999 574,591 +8,172
US Dollar Index(ICE)
Mar17 170201 99.580 100.060 99.480 99.607 +0.127 38,519 73,119 -89
Jun17 170201 99.535 99.925 99.420 99.533 +0.107 255 2,109 +79
Sep17 170201 99.545 99.700 99.387 99.387 +0.107 8 365 -1
Total Volume and Open Interest 38,816 75,738 +7
Australian Dollar(CME)
Mar17 170201 75.73 75.90 75.44 75.82 +0.04 60,218 99,716 -495
Jun17 170201 75.59 75.73 75.29 75.66 +0.04 42 771 +11
Sep17 170201 75.11 75.54 75.11 75.54 +0.05 2 683 +2
Total Volume and Open Interest 60,263 101,220 -481
British Pound(CME)
Mar17 170201 125.91 126.90 125.52 126.85 +0.94 83,011 210,251 -5,699
Jun17 170201 126.19 127.19 125.83 127.16 +0.94 175 1,461 +21
Sep17 170201 126.35 127.49 126.22 127.49 +0.95 0 177 +0
Total Volume and Open Interest 83,186 212,031 -5,678
Canadian Dollar(CME)
Mar17 170201 76.71 76.77 76.35 76.69 -0.14 45,527 105,016 +2,008
Jun17 170201 76.83 76.83 76.45 76.77 -0.15 251 2,312 +124
Sep17 170201 76.55 76.89 76.55 76.87 -0.14 0 475 +0
Dec17 170201 76.99 76.99 76.69 76.99 -0.13 2 747 +0
Total Volume and Open Interest 45,780 108,572 +2,132
Japanese Yen(CME)
Mar17 170201 88.85 88.87 87.85 88.57 -0.26 155,837 192,141 +1,059
Jun17 170201 89.24 89.27 88.26 88.98 -0.27 1,300 8,760 -9
Sep17 170201 89.34 89.51 88.78 89.43 -0.26 7 59 +2
Total Volume and Open Interest 157,144 201,032 +1,052
Swiss Franc(CME)
Mar17 170201 101.30 101.38 100.61 101.02 -0.34 27,549 46,364 +1,117
Jun17 170201 101.53 101.69 101.33 101.63 -0.35 29 138 +13
Sep17 170201 102.29 102.29 102.03 102.29 -0.33 0 4 +0
Total Volume and Open Interest 27,578 46,513 +1,130
EuroFX(CME)
Mar17 170201 108.14 108.24 107.47 107.93 -0.28 206,051 390,539 -3,717
Jun17 170201 108.69 108.75 107.98 108.45 -0.28 999 9,403 -110
Sep17 170201 109.01 109.23 108.61 108.99 -0.28 30 476 +24
Total Volume and Open Interest 207,093 400,533 -3,798
Mexican Peso(CME)
Feb17 170201 481.38 481.38 481.38 481.38 +2.50 1 10 +0
Mar17 170201 477.13 481.25 477.13 479.50 +2.50 40,455 137,551 +1,919
Total Volume and Open Interest 40,503 185,542 +1,944
Brazilian Real(CME)
Mar17 170201 316.00 317.65 314.10 315.35 +0.50 3,227 37,322 +2,334
Apr17 170201 315.05 315.05 311.65 312.75 +0.65 0 1 +0
May17 170201 310.30 311.20 310.30 310.70 +0.40      
Jun17 170201 308.35 309.00 308.35 308.35 +0.40      
Total Volume and Open Interest 6,313 45,931 +386
30-Year T-Bonds(CBOT)
Mar17 170201 150~220 150~230 149~230 150~140 -0~130 237,196 614,032 +2,719
Jun17 170201 149~060 149~140 148~160 149~060 -0~130 796 1,879 +385
Sep17 170201 149~060 149~060 149~060 149~060 -0~130      
Total Volume and Open Interest 237,992 615,911 +3,104
10-Year T-Notes(CBOT)
Mar17 170201 124~145 124~150 123~290 124~105 -0~045 1,214,640 3,153,754 +32,111
Jun17 170201 123~270 123~280 123~115 123~245 -0~045 5,820 28,233 +3,721
Sep17 170201 123~130 123~130 123~130 123~130 -0~045      
Total Volume and Open Interest 1,220,460 3,181,987 +35,832
5-Year T-Notes(CBOT)
Mar17 170201 117~272 117~274 117~152 117~252 -0~024 666,711 3,099,459 +26,290
Jun17 170201 117~080 117~144 117~034 117~132 -0~026 2,492 54,018 +1,676
Sep17 170201 117~132 117~132 117~132 117~132 -0~026      
Total Volume and Open Interest 669,203 3,153,477 +27,966
2 Year T-Notes(CBOT)
Mar17 170201 108~124 108~130 108~090 108~126 unch 250,693 1,286,009 -9,119
Jun17 170201 108~000 108~032 107~314 108~032 unch 657 2,978 +638
Sep17 170201 108~032 108~032 108~032 108~032 unch      
Total Volume and Open Interest 251,350 1,288,987 -8,481
Eurodollars(CME)
Mar17 170201 98.920 98.935 98.895 98.925 unch 210,796 1,428,611 -4,167
Jun17 170201 98.765 98.765 98.730 98.760 -0.010 216,780 1,375,085 +21,446
Sep17 170201 98.645 98.645 98.590 98.630 -0.015 155,667 1,173,709 -3,679
Dec17 170201 98.495 98.495 98.440 98.485 -0.015 237,490 1,369,032 +33,899
Mar18 170201 98.375 98.380 98.315 98.365 -0.015 165,156 1,000,674 +2,496
Jun18 170201 98.250 98.255 98.190 98.245 -0.010 186,847 752,222 -10,650
Sep18 170201 98.140 98.145 98.075 98.130 -0.015 144,280 569,308 -193
Dec18 170201 98.020 98.020 97.945 98.005 -0.020 239,276 797,524 -4,241
Mar19 170201 97.935 97.940 97.860 97.920 -0.025 120,717 578,456 -1,809
Jun19 170201 97.860 97.865 97.780 97.845 -0.025 131,426 570,078 -6,617
Sep19 170201 97.780 97.785 97.705 97.765 -0.025 77,780 450,431 -4,462
Dec19 170201 97.695 97.695 97.615 97.675 -0.030 127,371 513,753 +4,245
Mar20 170201 97.640 97.645 97.560 97.620 -0.035 52,874 293,478 -1,309
Jun20 170201 97.585 97.590 97.510 97.565 -0.035 64,013 181,566 -716
Sep20 170201 97.530 97.535 97.460 97.510 -0.035 42,874 162,977 -822
Dec20 170201 97.465 97.470 97.395 97.445 -0.035 59,483 166,051 -5,805
Mar21 170201 97.425 97.425 97.355 97.400 -0.040 25,159 88,783 +740
Jun21 170201 97.370 97.380 97.305 97.355 -0.035 24,245 93,039 +271
Total Volume and Open Interest 2,355,164 11,864,684 +23,364
Ultra T-Bond(CBOT)
Mar17 170201 160~13 160~13 159~03 159~30 -0~24 121,253 696,223 +503
Jun17 170201 158~13 159~01 158~00 158~24 -0~24 2,315 7,337 +1,281
Sep17 170201 158~24 158~24 158~24 158~24 -0~24      
Total Volume and Open Interest 123,568 703,560 +1,784
Ultra 10-Yr T-Note(CBOT)
Mar17 170201 134~030 134~040 133~120 133~280 -0~090 81,967 310,837 -441
Jun17 170201 132~190 132~190 132~090 132~190 -0~120      
Sep17 170201 132~190 132~190 132~190 132~190 -0~120      
Total Volume and Open Interest 81,967 310,837 -441
30 Day Federal Funds(CBOT)
Feb17 170201 99.340 99.345 99.340 99.342 +0.003 7,028 86,607 -2,400
Mar17 170201 99.305 99.315 99.295 99.315 +0.005 19,014 84,379 +2,737
Apr17 170201 99.280 99.300 99.265 99.295 +0.005 73,221 324,756 +32,153
May17 170201 99.240 99.245 99.215 99.240 unch 19,322 155,346 +3,685
Jun17 170201 99.175 99.180 99.145 99.175 unch 4,789 31,255 +486
Jul17 170201 99.115 99.120 99.095 99.120 unch 10,617 70,163 +964
Total Volume and Open Interest 197,504 1,213,187 +44,444
Japanese Govt Bonds(SGX)
Mar17 170201 149.81 149.96 149.75 149.78 -0.03 548 14,005 +1,161
Jun17 170201 149.75 149.75 149.75 149.75 -0.03      
Sep17 170201 149.75 149.75 149.75 149.75 -0.03      
Total Volume and Open Interest 548 14,005 +1,161
Euro-Buxl(EUREX)
Mar17 170201 166.56 166.84 164.96 165.24 -1.96 52,397 223,137 +11,975
Jun17 170201 164.62 164.66 163.00 163.22 -1.96 328 5,313 +617
Sep17 170201 161.90 162.38 161.20 161.36 -1.96 38 28 +12
Total Volume and Open Interest 52,763 228,478 +12,604
Euro-Bund(EUREX)
Mar17 170201 161.90 162.02 161.51 161.61 -0.52 814,240 2,126,826 +97,704
Jun17 170201 158.72 158.80 158.40 158.48 -0.53 4,357 92,887 +7,981
Sep17 170201 159.91 159.91 159.91 159.91 -0.59 5 5,226 +151
Total Volume and Open Interest 818,602 2,224,939 +105,836
Euro-Bobl(EUREX)
Mar17 170201 132.91 132.98 132.82 132.90 -0.04 532,857 1,512,116 +49,316
Jun17 170201 130.85 130.96 130.84 130.87 -0.05 5,652 44,630 -2,773
Sep17 170201 131.90 131.90 131.90 131.90 -0.04      
Total Volume and Open Interest 538,509 1,556,746 +46,543
Euro-Schatz(EUREX)
Mar17 170201 112.21 112.26 112.21 112.24 +0.01 243,206 1,329,297 +32,597
Jun17 170201 112.07 112.10 112.07 112.10 +0.02 13,127 28,953 -6,990
Sep17 170201 112.10 112.10 112.10 112.10 +0.02      
Total Volume and Open Interest 256,333 1,358,250 +25,607
3-Mth Euribor(EUREX)
Mar17 170201 100.325 100.325 100.325 100.325 unch 3 4,033 +1
Jun17 170201 100.305 100.305 100.305 100.305 unch 0 33,404 -20
Sep17 170201 100.275 100.280 100.275 100.280 unch 159 4,454 +2
Total Volume and Open Interest 430 73,119 +442
Long Gilt(LIFFE)
Mar17 170201 123~16 123~21 123~08 123~12 -0~16 151,162 635,417 +1,084
Jun17 170201 122~09 122~09 122~09 122~09 -0~16 1 0 -1
Total Volume and Open Interest 151,163 635,417 +1,083
3-Mth Short Sterling(LIFFE)
Mar17 170201 99.63 99.63 99.62 99.63 -0.00 31,286 352,139 +749
Jun17 170201 99.57 99.58 99.56 99.57 -0.01 41,052 492,700 +1,091
Sep17 170201 99.51 99.52 99.50 99.50 -0.02 60,846 317,910 +3,447
Dec17 170201 99.45 99.45 99.43 99.43 -0.02 48,743 322,427 -443
Mar18 170201 99.38 99.38 99.35 99.36 -0.02 27,092 213,852 +1,326
Jun18 170201 99.30 99.31 99.28 99.29 -0.02 59,104 245,375 +5,020
Total Volume and Open Interest 516,128 2,673,830 +11,662
3-Mth Euribor(LIFFE)
Mar17 170201 100.325 100.330 100.320 100.325 unch 38,554 315,280 -3,584
Jun17 170201 100.305 100.310 100.300 100.305 unch 50,740 390,911 +5,296
Sep17 170201 100.280 100.280 100.275 100.280 unch 64,568 312,118 -4,344
Total Volume and Open Interest 834,350 3,367,430 +23,070
3-Mth Aus T-Bills(SFE)
Mar17 170201 98.22 98.23 98.21 98.22 unch 15,475 143,777 -2,919
Jun17 170201 98.22 98.22 98.21 98.22 unch 43,800 248,042 +706
Sep17 170201 98.18 98.19 98.17 98.19 unch 18,929 149,894 -2,724
Dec17 170201 98.13 98.14 98.11 98.13 -0.01 28,628 202,655 -2,719
Mar18 170201 98.06 98.07 98.04 98.05 -0.01 11,336 109,479 -6,233
Jun18 170201 97.98 97.99 97.95 97.96 -0.02 10,484 79,414 +1,990
Sep18 170201 97.89 97.90 97.85 97.87 -0.02 7,110 58,389 +2,223
Dec18 170201 97.80 97.81 97.77 97.79 -0.02 2,499 33,474 -40
Mar19 170201 97.69 97.70 97.68 97.70 -0.03 21 6,701 -1
Jun19 170201 97.62 97.62 97.61 97.62 -0.02 0 4,006 +0
Total Volume and Open Interest 138,282 1,037,717 -9,717
10-Year Aus T-Bonds(SFE)
Mar17 170201 97.26 97.29 97.23 97.24 -0.02 85,325 939,238 -3,694
Jun17 170201 97.24 97.24 97.24 97.24 -0.02      
Total Volume and Open Interest 85,325 939,238 -3,694
3-Year Aus T-Bonds(SFE)
Mar17 170201 98.07 98.09 98.04 98.05 -0.02 129,593 1,008,616 -24,093
Jun17 170201 98.05 98.05 98.05 98.05 -0.02      
Total Volume and Open Interest 129,593 1,008,616 -24,093
Gold(CMX)
Feb17 170201 1211.9 1211.9 1197.9 1205.6 -3.0 50,503 6,455 -21,128
Apr17 170201 1212.2 1215.0 1199.7 1208.3 -3.1 191,770 263,159 +16,111
Jun17 170201 1216.0 1216.9 1202.9 1211.3 -3.2 3,421 58,590 +159
Aug17 170201 1219.6 1219.6 1205.8 1214.4 -3.3 1,433 15,791 +393
Oct17 170201 1220.8 1222.0 1210.0 1217.5 -3.3 295 3,152 -76
Dec17 170201 1225.1 1225.8 1213.0 1220.7 -3.2 1,155 27,011 +33
Feb18 170201 1224.4 1224.4 1224.0 1224.0 -3.2 188 4,395 +5
Apr18 170201 1227.3 1227.3 1227.3 1227.3 -3.2 0 231 +0
Jun18 170201 1229.2 1230.7 1229.2 1230.7 -3.2 5 4,232 +3
Aug18 170201 1234.4 1234.4 1234.4 1234.4 -3.0 0 116 +0
Oct18 170201 1238.1 1238.1 1238.1 1238.1 -2.9 0 5 +0
Dec18 170201 1241.0 1242.0 1241.0 1242.0 -2.8 136 2,412 +51
Total Volume and Open Interest 251,597 391,449 -4,098
Silver(CMX)
Mar17 170201 1757.0 1766.5 1736.0 1745.0 -9.3 57,157 132,028 -976
May17 170201 1763.5 1771.0 1743.5 1751.7 -9.3 7,724 29,871 +2,409
Jul17 170201 1768.0 1770.0 1753.5 1758.0 -9.2 1,221 7,781 -381
Sep17 170201 1768.0 1768.0 1764.0 1764.1 -9.1 693 4,397 +402
Dec17 170201 1781.0 1790.0 1764.5 1773.0 -9.0 619 6,061 +59
Mar18 170201 1782.6 1782.6 1782.5 1782.6 -8.4 0 42 +0
May18 170201 1787.3 1787.3 1787.3 1787.3 -8.3 0 5 +0
Total Volume and Open Interest 67,440 181,183 +1,518
Platinum(NYMEX)
Apr17 170201 997.1 1003.9 994.5 999.8 +3.3 10,859 58,754 +642
Jul17 170201 1002.9 1005.7 1000.3 1002.8 +3.0 102 4,851 +16
Oct17 170201 1004.8 1007.8 1004.8 1006.5 +3.0 10 245 -1
Jan18 170201 1010.3 1010.3 1010.3 1010.3 +3.0 0 3 +0
Total Volume and Open Interest 11,003 64,017 +649
Palladium(NYMEX)
Mar17 170201 756.00 767.50 754.00 762.90 +8.60 2,558 25,908 -49
Jun17 170201 760.10 767.15 757.00 764.00 +8.60 165 2,552 +99
Sep17 170201 763.75 764.00 763.75 764.00 +8.80 0 4 +0
Total Volume and Open Interest 2,723 28,470 +50
Copper(CMX)
Mar17 170201 272.90 273.80 270.40 271.15 -1.60 55,959 147,732 -4,837
May17 170201 273.85 274.85 271.55 272.35 -1.50 14,685 58,998 +3,170
Jul17 170201 274.00 274.75 272.50 273.25 -1.45 4,399 22,088 +233
Sep17 170201 274.65 276.05 273.10 273.95 -1.35 3,688 14,122 +107
Dec17 170201 275.15 276.65 273.50 274.55 -1.30 4,661 15,426 +1,113
Total Volume and Open Interest 87,568 284,530 +1,159
E-mini DJIA Index(CBOT)
Mar17 170201 19814 19896 19774 19816 +24 148,335 127,406 -2,840
Jun17 170201 19745 19832 19717 19756 +25 253 736 +104
Sep17 170201 19704 19722 19704 19704 +25 23 23 +21
Dec17 170201 19662 19662 19662 19662 +25 2 2 +2
Total Volume and Open Interest 148,613 128,167 -2,713
S & P 500(CME)
Mar17 170201 2276.00 2285.00 2268.50 2274.50 unch 2,923 62,476 +112
Jun17 170201 2278.00 2279.30 2263.80 2269.20 -0.10 18 1,773 +9
Sep17 170201 2264.80 2275.00 2259.50 2264.80 -0.20 0 21 +0
Dec17 170201 2261.30 2271.50 2256.00 2261.30 -0.20      
Total Volume and Open Interest 2,941 64,270 +121
S & P 500 E-Mini(Globex)
Mar17 170201 2277.00 2285.00 2268.25 2274.50 unch 1,850,992 2,805,447 -14,288
Jun17 170201 2272.00 2279.75 2263.25 2269.25 unch 9,099 31,392 +4,438
Sep17 170201 2270.00 2275.00 2259.25 2264.75 -0.25 71 197 -14
Dec17 170201 2260.00 2269.00 2257.75 2261.25 -0.25 8 88 +3
Total Volume and Open Interest 1,860,174 2,837,125 -9,864
NASDAQ 100 E-Mini(Globex)
Mar17 170201 5132.00 5158.30 5123.00 5148.50 +35.70 249,340 235,837 +6,706
Jun17 170201 5127.80 5157.00 5122.50 5147.80 +35.80 390 529 +82
Sep17 170201 5135.00 5150.50 5135.00 5150.50 +35.70 7 35 +0
Total Volume and Open Interest 249,747 236,421 +6,789
S&P Midcap 400(CME) e-Mini
Mar17 170201 1686.60 1701.10 1674.40 1681.10 -4.40 21,423 95,906 +174
Jun17 170201 1674.60 1691.80 1674.60 1674.60 -4.40 0 12 +0
Sep17 170201 1673.20 1679.30 1673.20 1673.20 -4.40      
Total Volume and Open Interest 21,423 95,918 +174
Volatility Index(CBOE)
Feb17 170201 12.95 13.00 12.48 12.68 -0.25 125,768 237,490 -19,373
Mar17 170201 14.30 14.35 13.90 13.98 -0.35 72,933 112,870 +16,312
Apr17 170201 15.55 15.55 15.15 15.23 -0.30 24,761 54,698 +8,670
May17 170201 16.25 16.30 15.95 16.02 -0.25 11,548 36,829 +3,071
Total Volume and Open Interest 247,705 492,476 +12,991
Russell 2000 Mini(ICE)
Mar17 170201 1361.20 1376.80 1354.70 1359.90 +0.40 182,909 638,683 -7,827
Jun17 170201 1362.00 1370.50 1359.00 1359.00 +2.00 15 518 +10
Sep17 170201 1357.20 1357.20 1357.20 1357.20 +2.20 0 198 +0
Total Volume and Open Interest 182,924 639,479 -7,817
Nikkei 225(CME)
Mar17 170201 19020 19315 18945 19195 +175 16,137 28,113 -386
Jun17 170201 19180 19250 18895 19130 +175 4 48 -2
Total Volume and Open Interest 16,141 28,161 -388
Nikkei 225(SGX)
Mar17 170201 19015 19210 18815 19205 +215 56,216 200,303 -7,710
Jun17 170201 18900 19080 18700 19080 +215 28 7,010 -1
Sep17 170201 19050 19050 19050 19050 +215 0 6 +1
Total Volume and Open Interest 56,254 213,386 +541
Nikkei 225 Mini(JPX)
Mar17 170201 19030 19190 18815 19190 +210 690,978 425,857 -477
Jun17 170201 18895 19040 18675 19040 +190 15,161 14,092 +748
Sep17 170201 18800 18990 18635 18970 +170 208 1,042 +45
Total Volume and Open Interest 733,125 510,853 -4,520
Nikkei 225(JPX)
Mar17 170201 19030 19190 18820 19190 +210 48,950 366,064 +1,222
Jun17 170201 18880 19040 18680 19040 +190 289 25,551 +60
Sep17 170201 18900 18970 18670 18970 +170 5 8,068 -1
Total Volume and Open Interest 49,251 472,239 +1,279
Nikkei 225(CME) Yen
Mar17 170201 18975 19285 18905 19155 +175 54,743 61,992 -346
Jun17 170201 18955 19130 18790 19015 +175 3 26 +2
Sep17 170201 18965 18965 18965 18965 +175      
Total Volume and Open Interest 54,746 62,019 -344
Nikkei 225(CME) e-Mini Yen
Mar17 170201 19150 19260 18920 19150 +170 0 93 +0
Jun17 170201 19010 19010 19010 19010 +170      
Sep17 170201 18960 18960 18960 18960 +170      
Total Volume and Open Interest 0 93 +0
CAC 40(EURONEXT)
Feb17 170201 4785.0 4823.5 4776.0 4793.5 +46.0 84,203 311,199 -3,167
Mar17 170201 4774.5 4820.5 4774.5 4793.0 +46.0 962 15,950 -403
Apr17 170201 4768.0 4775.5 4768.0 4775.5 +46.0      
Total Volume and Open Interest 85,165 327,249 -3,570
Hang Seng Index(HKFE)
Feb17 170201 23200 23332 23028 23319 -13 69,167 118,941 +7,961
Mar17 170201 23166 23325 23028 23319 -9 562 8,881 +73
Total Volume and Open Interest 86,031 146,933 -5,066
DAX(EUREX)
Mar17 170201 11640.0 11725.0 11611.5 11649.0 +84.0 78,676 172,241 +6,287
Jun17 170201 11662.0 11750.0 11655.0 11680.0 +83.5 445 9,304 +94
Sep17 170201 11696.0 11696.0 11671.0 11671.0 +84.0 2 220 +1
Total Volume and Open Interest 79,123 181,765 +6,382
Mini-DAX(EUREX)
Mar17 170201 11636.0 11725.0 11612.0 11649.0 +84.0 23,635 10,206 +277
Jun17 170201 11651.0 11752.0 11644.0 11680.0 +83.5 50 1,430 +4
Sep17 170201 11667.0 11742.0 11666.0 11671.0 +84.0 0 16 +1
Total Volume and Open Interest 23,685 11,652 +282
FT-SE 100(EURONEXT)
Mar17 170201 7065.50 7105.50 7033.50 7037.50 -8.00 96,223 740,167 -1,249
Jun17 170201 7006.00 7025.50 6963.50 6963.50 -8.00 4 45,593 +2
Sep17 170201 6901.50 6901.50 6901.50 6901.50 -8.00      
Total Volume and Open Interest 96,227 785,760 -1,247
SPI 200(SFE)
Mar17 170201 5558.0 5605.0 5553.0 5599.0 +44.0 31,160 276,071 -3,960
Jun17 170201 5547.0 5584.0 5547.0 5584.0 +43.0 1 1,697 +0
Sep17 170201 5534.0 5534.0 5534.0 5534.0 +43.0 0 1,760 +0
Total Volume and Open Interest 31,560 283,769 -3,561
FTSE MIB(ISE)
Mar17 170201 18680.00 18790.00 18595.00 18653.00 +80.00 40,495 31,878 -1,835
Jun17 170201 18240.00 18350.00 18190.00 18226.00 +70.00 109 502 +51
Total Volume and Open Interest 40,604 32,380 -1,784
KOSPI 200(KFE)
Mar17 170201 270.10 270.25 270.10 270.20 +1.00 125,912 138,993 +759
Jun17 170201 270.10 270.80 269.50 270.75 +1.05 434 6,691 +191
Sep17 170201 272.10 272.10 272.10 272.10 +1.00 35 1,702 +23
Total Volume and Open Interest 126,381 155,630 +1,111
GSCI(CME)
Feb17 170201 398.15 401.70 396.95 400.90 +5.20 13 14,208 -1
Mar17 170201 406.55 406.95 406.55 406.55 +5.20 0 986 +0
Apr17 170201 408.55 408.55 408.55 408.55 +5.20      
Total Volume and Open Interest 13 15,194 -1
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.

Banner

Login

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy