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 Mon February 20, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar17 170217 1043.00 1046.25 1031.00 1032.50 -11.25 128,043 180,909 -7,725
May17 170217 1054.00 1057.25 1042.00 1043.25 -11.50 79,735 299,073 +8,372
Jul17 170217 1062.75 1065.75 1051.00 1052.25 -11.00 33,086 143,755 +3,168
Aug17 170217 1058.00 1058.00 1050.00 1051.50 -9.75 1,628 11,628 +346
Sep17 170217 1042.00 1044.00 1031.75 1033.75 -8.25 1,163 6,174 +173
Nov17 170217 1024.00 1026.75 1015.25 1018.25 -5.75 18,055 122,913 +3,705
Jan18 170217 1028.00 1028.00 1019.75 1022.75 -5.50 1,837 7,219 +625
Mar18 170217 1025.75 1027.50 1019.50 1022.00 -6.00 843 5,001 +127
May18 170217 1023.25 1026.25 1021.00 1023.00 -6.00 105 1,533 -16
Jul18 170217 1024.50 1024.50 1023.00 1024.50 -6.00 72 1,107 +30
Aug18 170217 1017.25 1017.25 1017.25 1017.25 -5.75 0 20 +0
Sep18 170217 997.25 997.25 997.25 997.25 -5.75 0 23 +0
Nov18 170217 980.00 982.75 975.00 977.75 -5.00 115 1,664 +32
Jan19 170217 979.00 979.00 979.00 979.00 -5.00 4 39 +2
Total Volume and Open Interest 264,686 781,093 +8,839
Soybean Meal(CBOT)
Mar17 170217 341.00 342.50 338.10 339.60 -2.40 48,716 76,517 -3,787
May17 170217 345.40 346.80 342.60 343.90 -2.30 34,388 169,355 +5,371
Jul17 170217 348.70 349.70 345.50 346.90 -2.20 12,992 76,834 +1,191
Aug17 170217 346.10 347.80 344.10 345.30 -1.90 1,704 9,817 -2
Sep17 170217 343.40 344.10 341.00 342.20 -1.30 1,229 9,753 -8
Oct17 170217 336.40 337.50 334.20 336.60 -0.30 1,641 7,652 +164
Dec17 170217 337.30 337.90 334.30 336.70 -0.20 5,506 34,753 +935
Jan18 170217 334.70 336.50 334.50 335.80 unch 1,131 1,985 +439
Mar18 170217 332.60 335.30 332.60 334.50 unch 284 2,989 +64
May18 170217 334.50 335.00 332.50 334.30 -0.10 62 1,302 +23
Total Volume and Open Interest 107,686 393,478 +4,411
Soybean Oil(CBOT)
Mar17 170217 33.63 33.65 32.84 32.89 -0.63 52,155 88,119 +845
May17 170217 33.91 33.93 33.12 33.16 -0.65 34,210 147,445 +5,864
Jul17 170217 34.13 34.15 33.38 33.41 -0.64 15,108 83,097 +233
Aug17 170217 34.14 34.14 33.49 33.51 -0.62 2,692 12,777 +642
Sep17 170217 34.20 34.26 33.55 33.59 -0.60 1,553 9,162 +89
Oct17 170217 34.20 34.20 33.55 33.60 -0.55 2,093 7,597 +109
Dec17 170217 34.44 34.45 33.73 33.82 -0.52 8,205 31,383 +1,423
Jan18 170217 34.10 34.16 33.86 33.93 -0.49 956 3,837 +318
Mar18 170217 34.10 34.21 33.96 34.01 -0.45 350 1,987 -36
May18 170217 34.13 34.24 33.99 34.05 -0.44 220 1,228 -34
Total Volume and Open Interest 117,656 388,780 +9,541
Canola(WCE)
Mar17 170217 521.0 521.0 516.7 517.7 -3.6 6,400 31,967 -3,665
May17 170217 528.7 528.7 524.2 525.0 -3.8 9,433 85,359 +2,365
Jul17 170217 530.0 530.2 526.3 527.2 -3.5 3,046 32,108 +516
Nov17 170217 503.5 503.7 500.5 501.5 -2.5 2,929 31,227 -95
Jan18 170217 508.9 508.9 506.3 506.9 -2.3 58 4,356 +19
Total Volume and Open Interest 21,866 185,131 -860
Corn(CBOT)
Mar17 170217 373.25 373.25 368.00 368.25 -5.25 234,393 367,835 -4,062
May17 170217 380.50 380.75 375.25 375.50 -5.50 141,956 524,466 +36,582
Jul17 170217 387.25 387.50 382.25 382.50 -5.25 58,113 277,804 +10,297
Sep17 170217 393.00 393.00 387.75 388.25 -5.00 18,064 115,895 +4,355
Dec17 170217 398.50 398.50 394.00 394.25 -4.75 31,880 179,856 +4,478
Mar18 170217 405.75 406.00 402.50 402.50 -4.25 3,043 27,840 +817
May18 170217 407.00 409.00 405.75 405.75 -4.25 666 3,603 +178
Jul18 170217 413.00 413.00 408.75 408.75 -4.25 465 10,463 +104
Sep18 170217 401.75 401.75 401.75 401.75 -4.50 110 1,387 +102
Dec18 170217 405.50 406.50 403.25 403.25 -4.25 476 12,033 +223
Total Volume and Open Interest 489,171 1,521,697 +53,077
Wheat(CBOT)
Mar17 170217 445.50 447.50 440.25 441.00 -6.75 53,895 122,670 -4,701
May17 170217 458.75 460.75 455.00 455.50 -5.75 41,569 176,809 +1,243
Jul17 170217 471.50 473.75 467.50 468.50 -5.25 16,028 87,684 -844
Sep17 170217 487.75 488.50 482.50 484.00 -4.50 3,710 21,314 +420
Dec17 170217 504.50 506.25 500.00 502.00 -4.25 2,799 46,965 +434
Mar18 170217 512.75 517.75 512.75 514.25 -3.50 141 7,067 +28
Total Volume and Open Interest 118,238 464,685 -3,398
Wheat(KCBT)
Mar17 170217 457.50 459.75 454.00 456.25 -1.75 13,223 41,733 -2,910
May17 170217 470.25 472.75 466.75 469.25 -1.75 11,747 86,971 +1,976
Jul17 170217 481.50 484.50 478.50 481.00 -1.75 6,647 69,406 -11
Sep17 170217 493.75 498.00 492.25 495.00 -1.50 865 9,213 +104
Dec17 170217 515.00 517.75 512.25 514.75 -1.25 1,612 16,201 +551
Mar18 170217 524.50 528.00 524.50 527.25 -1.00 522 3,352 -197
May18 170217 530.75 530.75 530.75 530.75 -2.25 181 1,094 +19
Total Volume and Open Interest 35,029 229,036 -395
Wheat(MGE)
Mar17 170217 550.75 555.50 546.00 546.25 -4.00 3,194 19,011 -2,045
May17 170217 556.75 561.50 554.25 554.50 -1.50 6,150 33,501 +419
Jul17 170217 561.50 566.00 559.25 560.50 -0.50 2,182 16,397 +182
Sep17 170217 565.50 569.50 565.00 565.50 -0.50 355 7,621 +38
Dec17 170217 576.00 579.00 574.50 575.50 -0.25 474 5,006 +87
Mar18 170217 581.75 586.75 581.75 583.00 unch 82 1,479 +36
Total Volume and Open Interest 12,439 83,330 -1,283
Oats(CBOT)
Mar17 170217 256.00 259.00 251.25 256.75 +1.00 950 2,895 -608
May17 170217 251.75 253.00 247.00 251.25 -0.25 813 4,514 +624
Jul17 170217 247.00 249.25 245.25 245.75 -3.25 6 658 -1
Sep17 170217 238.50 238.50 238.50 238.50 -3.00 0 28 +0
Total Volume and Open Interest 1,777 8,290 +23
Rough Rice(CBOT)
Mar17 170217 9.31 9.36 9.30 9.34 -0.01 1,013 7,402 -353
May17 170217 9.55 9.61 9.55 9.57 -0.02 882 4,296 +364
Jul17 170217 9.84 9.86 9.82 9.84 -0.02 244 442 +99
Sep17 170217 10.02 10.02 10.02 10.02 +0.01 6 33 +3
Total Volume and Open Interest 2,145 12,193 +113
Live Cattle(CME)
Feb17 170217 116.750 118.000 116.550 117.930 +1.395 2,726 10,573 -1,047
Apr17 170217 113.250 115.100 113.135 114.930 +1.680 20,946 133,579 -2,160
Jun17 170217 104.050 105.450 103.950 105.385 +1.235 8,431 87,305 +1,128
Aug17 170217 100.350 101.430 100.100 101.350 +0.920 6,540 49,768 +360
Oct17 170217 100.580 101.430 100.400 101.400 +0.650 2,133 27,891 +59
Dec17 170217 101.600 102.500 101.600 102.450 +0.550 950 12,544 +238
Total Volume and Open Interest 41,858 326,149 -1,365
Feeder Cattle(CME)
Mar17 170217 123.730 124.550 123.400 124.080 +0.250 4,940 16,336 -894
Apr17 170217 123.730 124.550 123.430 124.200 +0.450 3,188 13,452 +175
May17 170217 122.550 123.480 122.385 123.285 +0.685 2,403 11,357 +173
Aug17 170217 123.650 124.600 123.580 124.500 +0.770 1,141 7,914 +68
Sep17 170217 122.635 123.535 122.635 123.300 +0.415 232 985 +31
Oct17 170217 121.330 122.250 121.330 121.885 +0.250 93 457 -1
Nov17 170217 120.750 120.900 120.650 120.650 +0.650 29 214 +8
Total Volume and Open Interest 12,026 50,772 -440
Lean Hogs(CME)
Apr17 170217 69.830 71.135 69.830 70.785 +0.955 16,741 102,271 -517
May17 170217 74.980 75.785 74.800 75.700 +1.000 63 2,012 +2
Jun17 170217 78.300 79.500 78.300 79.285 +0.985 8,053 51,535 +1,432
Jul17 170217 78.550 79.535 78.535 79.400 +0.865 2,911 19,450 +359
Aug17 170217 78.300 79.385 78.285 79.285 +0.985 2,792 20,332 +468
Oct17 170217 68.600 68.900 68.300 68.830 +0.500 1,116 20,217 +87
Dec17 170217 63.700 63.985 63.535 63.900 +0.250 513 9,771 +174
Feb18 170217 66.600 66.600 66.350 66.580 +0.580 156 1,360 +69
Total Volume and Open Interest 32,426 227,328 +2,084
Class III Milk(CME)
Feb17 170217 16.88 16.90 16.88 16.88 -0.02 215 4,176 -3
Mar17 170217 16.87 16.96 16.81 16.87 -0.06 432 4,537 +124
Apr17 170217 16.95 17.06 16.88 16.90 -0.15 296 3,722 +83
May17 170217 17.05 17.12 16.99 17.00 -0.07 140 3,351 +30
Jun17 170217 17.23 17.30 17.21 17.25 -0.05 77 3,170 -4
Jul17 170217 17.46 17.49 17.43 17.46 -0.04 39 2,166 +3
Aug17 170217 17.60 17.65 17.59 17.59 -0.07 50 1,923 +4
Sep17 170217 17.60 17.66 17.60 17.61 -0.09 14 1,966 +2
Oct17 170217 17.57 17.63 17.57 17.63 unch 21 1,595 +18
Nov17 170217 17.54 17.56 17.54 17.56 -0.02 21 1,545 +8
Dec17 170217 17.30 17.31 17.21 17.21 -0.09 12 1,409 +9
Jan18 170217 17.00 17.00 17.00 17.00 +0.03 10 382 +9
Feb18 170217 16.90 16.90 16.90 16.90 +0.05 10 316 +9
Total Volume and Open Interest 1,361 31,241 +316
Cocoa(ICE)
Mar17 170217 2090 2090 2028 2034 -38 84 267 -21
May17 170217 2047 2060 1988 2000 -42 24,878 133,664 +1,015
Jul17 170217 2053 2065 1999 2010 -37 8,889 60,759 +1,501
Sep17 170217 2065 2079 2016 2028 -34 3,147 24,458 +401
Dec17 170217 2094 2104 2045 2055 -32 1,608 17,427 +364
Mar18 170217 2116 2124 2068 2078 -32 548 13,467 -149
May18 170217 2139 2143 2088 2097 -32 351 4,798 +271
Total Volume and Open Interest 41,030 266,576 +4,795
Coffee "C"(ICE)
Mar17 170217 146.70 148.70 145.20 147.80 +1.50 14,662 6,426 -6,238
May17 170217 148.30 150.35 147.20 149.55 +1.15 24,527 95,831 +2,985
Jul17 170217 150.70 152.55 149.40 151.80 +1.15 4,028 29,878 +307
Sep17 170217 152.95 154.85 151.65 154.10 +1.15 2,083 17,559 +152
Dec17 170217 155.20 158.00 154.80 157.25 +1.15 390 14,055 +63
Mar18 170217 158.15 160.25 158.10 160.25 +1.15 23 4,286 -3
Total Volume and Open Interest 45,750 172,025 -2,714
Orange Juice(ICE)
Mar17 170217 175.45 176.45 173.60 176.25 +1.75 1,144 5,732 -357
May17 170217 171.95 172.00 169.95 171.75 +1.40 1,018 4,868 +462
Jul17 170217 169.95 169.95 168.55 169.40 +1.15 27 898 -1
Sep17 170217 167.75 168.05 167.70 168.05 +1.10 7 248 -2
Nov17 170217 166.25 166.55 166.25 166.55 +1.05 7 46 +2
Jan18 170217 166.60 166.60 166.60 166.60 +1.05 0 1 +0
Total Volume and Open Interest 2,203 11,793 +104
Sugar #11(ICE)
Mar17 170217 20.39 20.42 20.16 20.30 -0.06 102,538 119,859 -36,942
May17 170217 20.35 20.37 20.13 20.26 -0.04 51,885 276,949 +538
Jul17 170217 20.14 20.14 19.90 20.03 -0.02 17,679 172,136 +462
Oct17 170217 20.05 20.10 19.86 20.01 -0.01 8,068 101,972 +1,903
Mar18 170217 20.11 20.17 19.95 20.09 -0.01 2,684 87,670 +317
May18 170217 19.47 19.53 19.34 19.45 -0.02 1,496 23,033 +554
Jul18 170217 18.82 18.89 18.74 18.82 -0.01 938 15,822 +224
Oct18 170217 18.51 18.55 18.44 18.52 unch 417 16,522 +23
Total Volume and Open Interest 185,945 826,020 -32,842
London Cocoa(LCE)
Mar17 170220 1610 1610 1588 1599 -14 4,892 79,737 -1,935
May17 170220 1620 1623 1603 1612 -15 12,410 90,058 +352
Jul17 170220 1648 1648 1629 1638 -14 7,193 53,498 +1,646
Sep17 170220 1662 1662 1644 1654 -13 4,409 48,668 -804
Dec17 170220 1682 1683 1665 1675 -13 2,627 33,154 +640
Mar18 170220 1692 1692 1680 1689 -13 2,110 25,744 +497
May18 170220 1704 1708 1703 1708 -12 408 7,184 -139
Total Volume and Open Interest 34,063 342,618 +267
London Sugar(LCE)
May17 170220 550.10 555.60 550.10 554.30 +4.20 4,333 38,676 +296
Aug17 170220 542.00 547.00 541.80 546.00 +4.00 1,804 17,621 +1
Oct17 170220 527.00 530.00 526.60 529.50 +3.20 1,188 13,753 +489
Dec17 170220 518.00 520.00 518.00 519.20 +2.90 328 5,162 +4
Mar18 170220 514.10 514.10 514.10 514.10 +2.90 138 4,329 -105
Total Volume and Open Interest 7,803 81,554 +688
Cotton(ICE)
Mar17 170217 75.06 75.15 73.02 73.48 -1.53 13,744 33,845 -7,995
May17 170217 76.81 76.93 75.05 75.52 -1.25 18,057 150,797 +3,481
Jul17 170217 77.74 77.75 75.99 76.47 -1.13 4,693 48,980 +561
Oct17 170217 73.44 73.44 73.44 73.44 -0.64 0 34 +0
Dec17 170217 74.25 74.45 73.05 73.76 -0.57 2,557 38,983 +730
Mar18 170217 74.68 74.72 73.48 74.23 -0.45 60 5,026 +19
Total Volume and Open Interest 39,133 278,866 -3,192
Lumber(CME)
Mar17 170217 361.7 364.3 360.9 363.3 +2.0 466 2,277 -87
May17 170217 367.9 371.8 367.9 371.1 +3.2 441 2,219 +146
Jul17 170217 375.1 379.1 369.9 375.1 +2.1 13 507 +3
Sep17 170217 373.8 373.9 371.9 373.8 +0.7 3 116 +1
Total Volume and Open Interest 923 5,128 +63
Crude Oil(NYM)
Mar17 170217 53.47 53.52 52.88 53.40 +0.04 463,638 119,369 -55,457
Apr17 170217 53.87 53.91 53.29 53.78 +0.03 258,043 450,098 +19,528
May17 170217 54.16 54.23 53.62 54.12 +0.05 76,095 230,875 -1,763
Jun17 170217 54.36 54.48 53.86 54.37 +0.04 76,879 262,303 -3,986
Jul17 170217 54.55 54.64 54.06 54.56 +0.04 28,858 111,400 +134
Aug17 170217 54.72 54.76 54.17 54.68 +0.04 13,426 82,794 +488
Sep17 170217 54.74 54.82 54.27 54.75 +0.03 22,652 102,368 +2,959
Oct17 170217 54.78 54.80 54.29 54.79 +0.02 6,058 63,687 +673
Nov17 170217 54.72 54.83 54.34 54.82 +0.01 5,349 50,567 -233
Dec17 170217 54.85 54.95 54.36 54.84 unch 50,504 233,126 +948
Jan18 170217 54.78 54.83 54.39 54.83 -0.02 5,869 51,580 +235
Feb18 170217 54.90 54.91 54.40 54.82 -0.03 2,615 24,288 +1,168
Mar18 170217 54.60 54.79 54.49 54.79 -0.05 3,305 45,616 +171
Apr18 170217 54.09 54.76 54.09 54.76 -0.06 299 10,898 -20
May18 170217 54.72 54.72 54.72 54.72 -0.07 478 10,762 -51
Jun18 170217 54.78 54.86 54.31 54.67 -0.09 8,772 61,388 +1,192
Total Volume and Open Interest 1,049,196 2,152,965 -30,978
e-miNY Crude Oil(NYM)
Mar17 170217 53.450 53.525 52.900 53.400 +0.050 9,273 2,101 -90
Apr17 170217 53.875 53.900 53.275 53.775 +0.025 1,560 1,016 +147
May17 170217 54.225 54.225 53.675 54.125 +0.050 51 153 +9
Jun17 170217 54.350 54.425 53.875 54.375 +0.050 25 106 -2
Jul17 170217 54.600 54.600 54.200 54.550 +0.025 27 167 +3
Aug17 170217 54.675 54.675 54.300 54.675 +0.025 14 90 -14
Sep17 170217 54.750 54.750 54.400 54.750 +0.025 2 68 +2
Oct17 170217 54.800 54.800 54.475 54.800 +0.025 0 31 +0
Nov17 170217 54.825 54.825 54.500 54.825 +0.025 1 152 +0
Dec17 170217 54.950 54.950 54.500 54.850 unch 3 160 -1
Total Volume and Open Interest 10,956 4,265 +54
NY Harbor ULSD(NYM)
Mar17 170217 162.70 163.79 161.10 163.64 +0.73 56,967 83,296 -7,603
Apr17 170217 163.90 164.78 162.26 164.66 +0.59 45,946 90,647 +4,295
May17 170217 164.90 165.68 163.25 165.58 +0.55 25,544 63,360 -193
Jun17 170217 165.83 166.53 164.18 166.44 +0.48 22,267 53,981 +1,316
Jul17 170217 167.01 167.63 165.45 167.53 +0.45 7,634 26,512 +1,380
Aug17 170217 167.73 168.72 166.50 168.59 +0.42 4,365 14,228 +205
Sep17 170217 169.13 169.74 167.84 169.65 +0.37 4,868 15,763 +549
Oct17 170217 168.76 170.70 168.72 170.62 +0.31 1,994 7,791 -40
Nov17 170217 169.76 171.55 169.76 171.55 +0.32 1,870 8,692 +8
Dec17 170217 171.87 172.46 170.40 172.31 +0.34 7,812 47,826 +143
Jan18 170217 172.15 173.07 171.74 173.07 +0.35 562 4,576 +137
Feb18 170217 172.40 173.28 172.30 173.28 +0.36 376 2,976 +23
Mar18 170217 172.90 172.90 172.76 172.76 +0.36 658 2,182 +601
Apr18 170217 171.00 171.42 170.81 171.42 +0.38 365 958 -27
Total Volume and Open Interest 181,555 442,798 +914
RBOB Gasoline(NYM)
Mar17 170217 152.30 152.50 148.57 151.66 -0.81 51,159 64,655 -4,883
Apr17 170217 174.47 174.74 171.49 174.24 -0.39 54,342 106,597 +2,110
May17 170217 176.63 177.02 173.76 176.41 -0.31 25,755 72,515 +3,243
Jun17 170217 177.04 177.06 174.39 176.95 -0.26 17,885 50,895 +175
Jul17 170217 175.95 176.43 173.90 176.34 -0.12 8,824 32,591 -1,120
Aug17 170217 174.21 174.67 172.14 174.57 +0.02 6,511 14,162 -153
Sep17 170217 171.00 171.77 169.50 171.66 +0.08 6,522 21,406 +472
Oct17 170217 157.02 158.47 156.59 158.47 -0.01 1,503 10,144 +129
Nov17 170217 153.41 154.91 153.05 154.91 -0.08 979 7,025 +77
Dec17 170217 152.15 152.40 150.50 152.28 -0.17 2,608 24,403 +424
Total Volume and Open Interest 176,757 427,316 +582
e-miNY RBOB Gasoline(NYM)
Mar17 170217 151.66 151.66 151.66 151.66 -0.81 1 1 +0
Apr17 170217 174.24 174.24 174.24 174.24 -0.39      
May17 170217 176.41 176.41 176.41 176.41 -0.31      
Jun17 170217 176.95 176.95 176.95 176.95 -0.26      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Mar17 170217 2.840 2.899 2.830 2.834 -0.020 126,121 107,761 -13,209
Apr17 170217 2.952 2.993 2.946 2.951 -0.020 93,306 218,536 +8,825
May17 170217 3.023 3.056 3.012 3.020 -0.022 41,301 179,267 +1,982
Jun17 170217 3.090 3.116 3.072 3.082 -0.025 20,869 72,019 -1,595
Jul17 170217 3.152 3.173 3.133 3.142 -0.028 25,695 99,382 -2,724
Aug17 170217 3.172 3.193 3.152 3.160 -0.028 10,881 39,929 -455
Sep17 170217 3.177 3.183 3.143 3.152 -0.028 13,579 63,344 +3,145
Oct17 170217 3.186 3.198 3.156 3.166 -0.030 31,081 97,619 +371
Nov17 170217 3.240 3.252 3.212 3.220 -0.030 4,978 38,728 +200
Dec17 170217 3.363 3.374 3.337 3.348 -0.029 3,687 41,498 +41
Jan18 170217 3.462 3.469 3.420 3.441 -0.029 12,573 56,176 -1,941
Feb18 170217 3.439 3.439 3.393 3.415 -0.026 3,471 23,061 +671
Mar18 170217 3.355 3.356 3.325 3.337 -0.022 7,194 42,484 +155
Apr18 170217 2.859 2.862 2.841 2.855 -0.005 4,313 55,730 +1,126
May18 170217 2.797 2.811 2.795 2.809 -0.003 2,093 17,296 +651
Jun18 170217 2.825 2.830 2.814 2.828 -0.003 834 11,929 +57
Total Volume and Open Interest 405,310 1,268,659 -2,727
Brent Crude Oil(ICE)
Apr17 170220 55.90 56.42 55.70 56.18 +0.37 310,843 313,775 -33,116
May17 170220 56.23 56.67 55.99 56.35 +0.24 182,549 468,585 +13,864
Jun17 170220 56.44 56.85 56.21 56.53 +0.20 121,974 346,942 +8,800
Jul17 170220 56.59 56.98 56.38 56.67 +0.18 42,974 152,440 -2,221
Aug17 170220 56.71 57.08 56.51 56.76 +0.16 24,845 112,091 -920
Sep17 170220 56.75 57.13 56.57 56.78 +0.14 22,530 120,219 +1,528
Oct17 170220 56.73 57.09 56.54 56.74 +0.12 5,895 54,637 +1,009
Nov17 170220 56.52 57.03 56.49 56.66 +0.10 4,300 58,853 +472
Dec17 170220 56.62 56.99 56.44 56.59 +0.09 63,993 221,699 +982
Jan18 170220 56.53 56.53 56.53 56.53 +0.09 1,810 34,419 +359
Feb18 170220 56.47 56.47 56.47 56.47 +0.08 2,414 28,221 -193
Mar18 170220 56.41 56.41 56.41 56.41 +0.08 2,659 29,929 +627
Apr18 170220 56.35 56.35 56.35 56.35 +0.07 481 18,500 -91
May18 170220 56.27 56.27 56.27 56.27 +0.07 125 13,042 +14
Total Volume and Open Interest 826,118 2,419,629 -6,502
Gas Oil(ICE)
Mar17 170220 494.25 500.00 493.25 497.50 +7.50 65,336 222,344 -378
Apr17 170220 498.00 502.25 495.75 499.75 +7.25 45,020 145,876 +910
May17 170220 498.00 503.50 497.25 501.25 +7.00 14,238 79,317 +2,114
Jun17 170220 499.50 504.75 498.75 502.50 +6.75 27,936 131,979 -1,436
Jul17 170220 502.75 506.50 502.75 504.25 +6.50 8,531 41,112 +1,687
Aug17 170220 504.00 508.50 503.25 506.25 +6.25 2,881 27,796 +636
Sep17 170220 505.75 510.50 505.75 508.25 +6.00 4,194 36,142 -402
Oct17 170220 509.50 512.75 509.00 510.50 +5.75 2,181 32,408 +111
Nov17 170220 508.50 512.00 508.50 510.75 +5.50 1,525 13,290 -222
Dec17 170220 509.00 513.00 508.50 510.75 +5.50 9,500 96,352 -3
Total Volume and Open Interest 188,003 979,936 +3,692
Ethanol(CBOT)
Mar17 170217 1.533 1.533 1.518 1.520 -0.021 659 1,720 -491
Apr17 170217 1.552 1.556 1.543 1.548 -0.016 640 1,737 +447
May17 170217 1.561 1.561 1.551 1.551 -0.016 103 333 -22
Jun17 170217 1.551 1.551 1.551 1.551 -0.016 7 321 +5
Jul17 170217 1.550 1.550 1.549 1.549 -0.016 38 123 +16
Aug17 170217 1.548 1.548 1.548 1.548 -0.016 27 440 +9
Sep17 170217 1.538 1.538 1.538 1.538 -0.016 10 39 +10
Oct17 170217 1.524 1.524 1.524 1.524 -0.016 0 46 +0
Total Volume and Open Interest 1,494 4,771 -16
WTI Crude Oil(ICE)
Mar17 170217 53.47 53.51 52.91 53.40 +0.04 45,780 32,433 -7,027
Apr17 170220 53.92 54.24 53.73 54.02 +0.24 93,818 75,515 -2,358
May17 170220 54.17 54.59 54.08 54.35 +0.23 52,744 59,375 +755
Jun17 170220 54.45 54.83 54.34 54.59 +0.22 52,811 87,864 +797
Jul17 170220 54.83 54.92 54.74 54.78 +0.22 13,996 39,722 +1,763
Aug17 170220 54.92 55.01 54.91 54.91 +0.23 5,450 20,903 -478
Sep17 170220 54.96 54.98 54.94 54.98 +0.23 4,407 25,707 -48
Oct17 170220 55.13 55.13 55.02 55.02 +0.23 2,243 7,001 +250
Nov17 170220 55.04 55.04 55.04 55.04 +0.22 948 3,744 +136
Dec17 170220 55.14 55.34 55.03 55.06 +0.22 19,226 111,278 -122
Jan18 170220 55.06 55.06 55.06 55.06 +0.23 438 5,107 +11
Feb18 170220 55.04 55.04 55.04 55.04 +0.22 186 5,850 -12
Mar18 170220 55.01 55.01 55.01 55.01 +0.22 39 7,982 +5
Apr18 170220 54.97 54.97 54.97 54.97 +0.21 21 1,485 +10
May18 170220 54.93 54.93 54.93 54.93 +0.21 1 580 +0
Jun18 170220 54.88 54.88 54.88 54.88 +0.21 657 28,702 +13
Total Volume and Open Interest 295,667 613,719 -6,357
US Dollar Index(ICE)
Mar17 170220 100.855 100.990 100.740 100.950 unch 41,895 71,056 +665
Jun17 170220 100.680 100.900 100.660 100.870 unch 742 2,889 -37
Sep17 170220 100.825 100.825 100.655 100.730 unch 53 408 +30
Total Volume and Open Interest 42,696 74,522 +663
Australian Dollar(CME)
Mar17 170217 76.91 77.09 76.52 76.55 -0.35 95,393 131,589 +5,883
Jun17 170217 76.75 76.92 76.37 76.39 -0.35 814 1,593 +156
Sep17 170217 76.55 76.66 76.27 76.27 -0.35 3 691 +2
Total Volume and Open Interest 96,218 133,904 +6,035
British Pound(CME)
Mar17 170217 124.87 125.15 123.92 124.17 -0.84 99,289 211,849 +1,988
Jun17 170217 125.20 125.44 124.23 124.47 -0.84 636 2,027 +191
Sep17 170217 124.90 125.72 124.62 124.81 -0.85 3 202 -1
Total Volume and Open Interest 99,935 214,226 +2,182
Canadian Dollar(CME)
Mar17 170217 76.53 76.58 76.19 76.33 -0.20 49,287 122,031 +1,532
Jun17 170217 76.60 76.65 76.27 76.40 -0.21 555 3,066 +81
Sep17 170217 76.47 76.72 76.39 76.49 -0.21 7 543 +5
Dec17 170217 76.58 76.83 76.51 76.60 -0.22 10 974 +1
Total Volume and Open Interest 49,859 126,675 +1,619
Japanese Yen(CME)
Mar17 170217 88.33 88.86 88.16 88.60 +0.14 142,784 195,194 +715
Jun17 170217 88.68 89.24 88.56 88.99 +0.14 641 9,684 +46
Sep17 170217 89.53 89.60 89.02 89.42 +0.14 17 88 +15
Total Volume and Open Interest 143,442 205,053 +776
Swiss Franc(CME)
Mar17 170217 100.41 100.43 99.76 99.78 -0.62 22,706 46,791 -454
Jun17 170217 100.88 101.00 100.38 100.38 -0.62 66 247 +24
Sep17 170217 101.02 101.02 101.02 101.02 -0.63 0 4 +0
Total Volume and Open Interest 22,772 47,052 -430
EuroFX(CME)
Mar17 170217 106.79 106.86 106.14 106.15 -0.70 211,922 394,106 -167
Jun17 170217 107.30 107.34 106.64 106.64 -0.71 1,361 11,331 -58
Sep17 170217 107.75 107.84 107.16 107.16 -0.72 79 589 +35
Total Volume and Open Interest 213,388 406,182 -168
Mexican Peso(CME)
Mar17 170217 489.25 489.25 485.25 487.75 -2.25 37,093 145,414 +3,521
Apr17 170217 485.25 485.25 484.75 485.25 -2.13      
Total Volume and Open Interest 37,412 193,667 +3,639
Brazilian Real(CME)
Mar17 170217 324.50 324.50 321.15 322.65 -1.05 3,169 36,185 -848
Apr17 170217 319.95 320.05 318.60 319.95 -1.05 6 27 +2
May17 170217 316.60 318.05 316.55 318.05 -1.10 0 4 +0
Jun17 170217 315.70 315.70 315.50 315.70 -0.85 3 75 +3
Total Volume and Open Interest 3,178 36,291 -843
30-Year T-Bonds(CBOT)
Mar17 170217 150~250 151~310 150~180 151~080 +0~140 277,269 629,206 +4,302
Jun17 170217 149~180 150~230 149~100 150~000 +0~140 5,246 9,698 +2,275
Sep17 170217 150~000 150~000 150~000 150~000 +0~140      
Total Volume and Open Interest 282,515 638,904 +6,577
10-Year T-Notes(CBOT)
Mar17 170217 124~140 124~290 124~110 124~225 +0~080 1,448,757 3,186,297 -8,409
Jun17 170217 123~280 124~115 123~255 124~050 +0~085 103,171 193,213 +47,373
Sep17 170217 123~255 123~255 123~255 123~255 +0~085      
Total Volume and Open Interest 1,551,928 3,379,510 +38,964
5-Year T-Notes(CBOT)
Mar17 170217 117~240 118~010 117~222 117~294 +0~054 887,528 3,126,879 +1,188
Jun17 170217 117~122 117~214 117~104 117~182 +0~060 76,831 288,378 +23,932
Sep17 170217 117~162 117~162 117~162 117~162 +0~040      
Total Volume and Open Interest 964,359 3,415,257 +25,120
2 Year T-Notes(CBOT)
Mar17 170217 108~122 108~146 108~116 108~140 +0~016 346,107 1,426,053 -3,196
Jun17 170217 108~020 108~046 108~014 108~040 +0~020 21,746 47,067 +14,245
Sep17 170217 108~040 108~040 108~040 108~040 +0~020      
Total Volume and Open Interest 367,853 1,473,120 +11,049
Eurodollars(CME)
Mar17 170217 98.900 98.910 98.897 98.908 +0.007 381,503 1,404,617 -43,371
Jun17 170217 98.730 98.740 98.720 98.730 +0.005 382,267 1,469,731 +25,950
Sep17 170217 98.595 98.620 98.590 98.600 +0.005 327,862 1,150,074 +7,322
Dec17 170217 98.440 98.470 98.435 98.450 +0.010 397,284 1,342,313 +9,792
Mar18 170217 98.325 98.360 98.315 98.335 +0.015 249,642 1,005,170 +2,736
Jun18 170217 98.205 98.240 98.190 98.215 +0.020 276,310 831,548 +46,649
Sep18 170217 98.095 98.140 98.085 98.110 +0.020 220,424 604,107 +5,670
Dec18 170217 97.975 98.025 97.965 97.995 +0.025 336,410 986,565 +2,592
Mar19 170217 97.895 97.950 97.885 97.920 +0.025 168,958 549,502 +613
Jun19 170217 97.815 97.880 97.810 97.845 +0.025 137,250 584,995 +11,489
Sep19 170217 97.750 97.805 97.735 97.775 +0.025 167,221 446,402 +10,169
Dec19 170217 97.670 97.725 97.655 97.695 +0.030 185,374 519,278 +13,546
Mar20 170217 97.620 97.680 97.605 97.645 +0.025 77,434 260,481 +1,089
Jun20 170217 97.565 97.630 97.555 97.595 +0.025 67,297 177,685 +2,269
Sep20 170217 97.520 97.580 97.505 97.545 +0.025 51,153 165,550 +1,307
Dec20 170217 97.455 97.520 97.445 97.485 +0.025 59,026 172,608 +3,656
Mar21 170217 97.410 97.480 97.405 97.445 +0.025 37,236 93,967 +2,262
Jun21 170217 97.370 97.435 97.360 97.400 +0.025 40,793 97,707 +1,352
Total Volume and Open Interest 3,678,710 12,194,755 +125,708
Ultra T-Bond(CBOT)
Mar17 170217 160~10 161~30 160~01 161~00 +0~18 152,116 645,495 -39,769
Jun17 170217 159~07 160~25 158~30 159~28 +0~18 54,975 127,417 +45,559
Sep17 170217 159~28 159~28 159~28 159~28 +0~18      
Total Volume and Open Interest 207,091 772,912 +5,790
Ultra 10-Yr T-Note(CBOT)
Mar17 170217 134~010 134~230 133~300 134~125 +0~105 95,478 312,392 -5,632
Jun17 170217 132~185 133~095 132~175 132~315 +0~105 1,607 1,558 +1,517
Sep17 170217 132~315 132~315 132~315 132~315 +0~105      
Total Volume and Open Interest 97,085 313,950 -4,115
30 Day Federal Funds(CBOT)
Feb17 170217 99.345 99.345 99.342 99.342 unch 5,864 100,821 +582
Mar17 170217 99.310 99.315 99.310 99.310 unch 61,261 115,312 +8,624
Apr17 170217 99.285 99.295 99.285 99.290 +0.005 233,987 417,645 +21,152
May17 170217 99.210 99.220 99.210 99.215 +0.010 131,896 252,405 +18,733
Jun17 170217 99.145 99.160 99.145 99.150 +0.010 31,578 36,629 +2,636
Jul17 170217 99.090 99.110 99.090 99.100 +0.010 51,592 100,378 +9,547
Total Volume and Open Interest 590,302 1,386,996 +67,804
Japanese Govt Bonds(SGX)
Mar17 170220 149.96 150.02 149.94 149.97 +0.09 345 17,282 +40
Jun17 170220 149.56 149.56 149.56 149.56 +0.10 0 209 +0
Sep17 170220 149.56 149.56 149.56 149.56 +0.10      
Total Volume and Open Interest 345 17,491 +40
Euro-Buxl(EUREX)
Mar17 170220 169.66 170.24 168.94 169.66 -0.26 52,037 195,058 -21,546
Jun17 170220 167.60 168.06 166.90 167.54 -0.26 4,067 20,458 -1,049
Sep17 170220 165.56 165.56 165.56 165.56 -0.26 27 24 +0
Total Volume and Open Interest 56,131 231,766 -6,369
Euro-Bund(EUREX)
Mar17 170220 164.28 164.68 164.18 164.58 +0.15 754,372 1,748,981 -294,849
Jun17 170220 161.09 161.48 160.99 161.38 +0.15 61,513 239,724 -10,637
Sep17 170220 162.57 162.76 162.57 162.76 +0.15 1 5,302 +0
Total Volume and Open Interest 815,886 2,284,985 -14,508
Euro-Bobl(EUREX)
Mar17 170220 133.91 134.17 133.86 134.12 +0.16 574,178 1,451,141 -234,418
Jun17 170220 131.94 132.10 131.93 132.06 +0.16 33,836 136,342 -16,802
Sep17 170220 132.98 132.98 132.98 132.98 +0.16      
Total Volume and Open Interest 608,014 1,779,040 -59,663
Euro-Schatz(EUREX)
Mar17 170220 112.43 112.54 112.43 112.53 +0.07 351,821 1,247,417 -205,433
Jun17 170220 112.25 112.35 112.25 112.33 +0.08 11,826 44,984 -3,187
Sep17 170220 112.33 112.33 112.33 112.33 +0.08      
Total Volume and Open Interest 363,647 1,483,916 -17,105
3-Mth Euribor(EUREX)
Mar17 170220 100.325 100.330 100.325 100.330 +0.005 0 4,009 +0
Jun17 170220 100.295 100.300 100.295 100.300 +0.005 6 33,405 +0
Sep17 170220 100.270 100.270 100.270 100.270 unch 2 4,663 +0
Total Volume and Open Interest 13 73,996 -5
Long Gilt(LIFFE)
Mar17 170220 126~10 126~14 126~03 126~10 -0~04 170,723 659,754 -5,348
Jun17 170220 125~08 125~10 125~01 125~07 -0~03 786 4,178 +775
Total Volume and Open Interest 171,509 663,932 -4,573
3-Mth Short Sterling(LIFFE)
Mar17 170220 99.64 99.64 99.64 99.64 unch 12,011 347,781 -1,233
Jun17 170220 99.62 99.62 99.61 99.62 unch 87,586 499,876 +1,350
Sep17 170220 99.59 99.60 99.58 99.59 unch 37,491 367,496 +8,132
Dec17 170220 99.56 99.57 99.55 99.56 unch 61,494 345,191 +2,913
Mar18 170220 99.52 99.53 99.52 99.53 +0.01 72,205 230,313 -3,962
Jun18 170220 99.49 99.49 99.47 99.49 +0.01 50,907 241,956 +8,387
Total Volume and Open Interest 658,999 2,867,883 +22,155
3-Mth Euribor(LIFFE)
Mar17 170220 100.325 100.325 100.320 100.325 unch 20,430 311,793 +2,753
Jun17 170220 100.295 100.295 100.290 100.295 unch 22,911 377,319 +2,908
Sep17 170220 100.270 100.275 100.265 100.270 unch 47,239 330,277 +8,069
Total Volume and Open Interest 584,958 3,485,048 -4,655
3-Mth Aus T-Bills(SFE)
Mar17 170220 98.22 98.22 98.21 98.22 unch 4,611 104,808 -552
Jun17 170220 98.21 98.23 98.21 98.23 +0.01 26,502 235,113 +2,191
Sep17 170220 98.17 98.19 98.17 98.19 +0.02 30,746 163,852 +4,284
Dec17 170220 98.10 98.13 98.09 98.12 +0.02 21,590 212,977 +1,282
Mar18 170220 98.00 98.03 98.00 98.03 +0.03 19,451 112,261 +1,783
Jun18 170220 97.90 97.93 97.90 97.93 +0.03 15,459 100,883 +1,766
Sep18 170220 97.79 97.83 97.79 97.83 +0.03 10,119 64,670 -929
Dec18 170220 97.69 97.73 97.69 97.72 +0.03 5,330 48,643 -627
Mar19 170220 97.62 97.63 97.60 97.62 +0.03 310 8,212 +41
Jun19 170220 97.53 97.53 97.52 97.52 +0.03 102 5,063 +1
Total Volume and Open Interest 134,240 1,058,495 +9,240
10-Year Aus T-Bonds(SFE)
Mar17 170220 97.17 97.22 97.16 97.18 +0.01 140,590 984,105 +19,856
Jun17 170220 97.18 97.18 97.18 97.18 +0.01      
Total Volume and Open Interest 140,590 984,105 +19,856
3-Year Aus T-Bonds(SFE)
Mar17 170220 97.94 97.98 97.93 97.96 +0.02 253,214 1,055,324 +11,634
Jun17 170220 97.97 97.97 97.97 97.97 +0.02      
Total Volume and Open Interest 253,214 1,055,324 +11,634
Gold(CMX)
Feb17 170217 1240.7 1241.2 1234.8 1237.6 -2.4 175 930 -110
Apr17 170217 1240.8 1245.1 1235.3 1239.1 -2.5 226,707 275,116 +3,038
Jun17 170217 1244.1 1248.1 1239.0 1242.4 -2.5 4,330 70,116 +1,455
Aug17 170217 1245.1 1251.0 1242.5 1245.6 -2.5 882 20,106 +397
Oct17 170217 1249.9 1253.2 1247.2 1248.6 -2.6 175 3,668 -67
Dec17 170217 1252.1 1257.2 1249.0 1251.7 -2.7 377 29,759 -8
Feb18 170217 1256.0 1258.8 1252.2 1254.9 -2.8 342 5,128 +280
Apr18 170217 1258.3 1258.3 1258.3 1258.3 -2.9 50 257 +0
Jun18 170217 1265.7 1265.7 1261.9 1261.9 -2.9 13 4,422 +1
Aug18 170217 1265.6 1265.6 1265.6 1265.6 -2.9 1 566 +1
Oct18 170217 1269.4 1269.4 1269.4 1269.4 -2.9 0 5 +0
Dec18 170217 1274.0 1274.0 1273.3 1273.3 -2.9 11 4,528 -7
Total Volume and Open Interest 234,492 420,146 +5,018
Silver(CMX)
Mar17 170217 1807.5 1809.5 1797.0 1803.0 -4.4 71,903 80,326 -10,389
May17 170217 1817.0 1817.0 1803.5 1810.3 -4.3 25,843 86,154 +13,839
Jul17 170217 1820.5 1820.5 1812.5 1817.1 -4.3 1,936 12,449 +200
Sep17 170217 1826.0 1826.0 1820.5 1823.6 -4.2 582 7,658 -10
Dec17 170217 1833.5 1836.0 1828.0 1833.1 -4.5 256 10,565 +208
Mar18 170217 1842.9 1842.9 1842.9 1842.9 -4.8 13 331 +13
May18 170217 1850.0 1850.0 1850.0 1850.0 -4.8 0 25 +0
Total Volume and Open Interest 100,713 199,203 +3,865
Platinum(NYMEX)
Apr17 170217 1016.5 1019.1 1003.6 1006.0 -9.7 15,634 58,736 +79
Jul17 170217 1019.4 1022.7 1007.7 1009.6 -9.6 1,267 6,462 +525
Oct17 170217 1022.0 1026.0 1013.4 1013.4 -9.6 15 444 +1
Jan18 170217 1017.8 1017.8 1017.8 1017.8 -9.6 0 6 +0
Total Volume and Open Interest 16,926 65,760 +581
Palladium(NYMEX)
Mar17 170217 792.65 794.95 773.35 779.20 -14.10 5,484 18,472 -839
Jun17 170217 791.70 796.00 775.00 780.55 -14.00 2,213 12,500 +1,445
Sep17 170217 792.35 792.35 781.60 781.60 -14.20 23 36 +8
Total Volume and Open Interest 7,722 31,023 +615
Copper(CMX)
Mar17 170217 271.05 273.50 267.80 270.70 -1.15 87,012 84,346 -6,492
May17 170217 272.70 275.20 269.55 272.00 -1.55 36,518 109,625 +7,768
Jul17 170217 274.05 276.15 271.00 273.30 -1.65 8,517 26,047 -442
Sep17 170217 275.90 276.65 272.25 274.35 -1.75 3,857 17,748 +256
Dec17 170217 277.50 277.50 273.65 275.40 -1.85 5,042 21,404 -127
Total Volume and Open Interest 144,102 298,007 +1,882
E-mini DJIA Index(CBOT)
Mar17 170217 20594 20605 20506 20588 -6 133,210 125,235 -666
Jun17 170217 20531 20540 20446 20527 -4 324 1,114 +22
Sep17 170217 20428 20472 20405 20472 -4 3 36 +2
Dec17 170217 20430 20430 20430 20430 -4 0 3 +0
Total Volume and Open Interest 133,537 126,388 -642
S & P 500(CME)
Mar17 170217 2345.00 2349.00 2336.60 2347.90 +2.30 3,156 70,881 +657
Jun17 170217 2343.40 2344.00 2332.00 2343.40 +2.40 2 1,399 +0
Sep17 170217 2339.50 2340.10 2328.10 2339.50 +2.40 0 20 +0
Dec17 170217 2336.40 2337.00 2325.00 2336.40 +2.40      
Total Volume and Open Interest 3,158 72,300 +657
S & P 500 E-Mini(Globex)
Mar17 170217 2345.00 2348.75 2336.50 2348.00 +2.50 1,532,340 2,985,535 +26,450
Jun17 170217 2339.50 2344.25 2332.00 2343.50 +2.50 22,994 77,901 +19,112
Sep17 170217 2336.75 2340.25 2328.50 2339.50 +2.50 70 309 +16
Dec17 170217 2329.75 2336.50 2326.00 2336.50 +2.50 7 63 +0
Total Volume and Open Interest 1,555,413 3,063,815 +45,580
NASDAQ 100 E-Mini(Globex)
Mar17 170217 5300.30 5328.80 5286.80 5325.80 +25.30 168,262 227,554 -189
Jun17 170217 5297.50 5327.80 5287.00 5325.30 +24.80 831 1,309 +255
Sep17 170217 5315.00 5328.00 5302.30 5328.00 +24.70 1 44 +0
Total Volume and Open Interest 169,095 228,919 +67
S&P Midcap 400(CME) e-Mini
Mar17 170217 1730.50 1734.40 1721.00 1733.30 +1.40 10,130 95,608 +900
Jun17 170217 1721.90 1730.80 1721.00 1730.80 +1.40 2 23 +2
Sep17 170217 1729.40 1729.40 1729.40 1729.40 +1.40      
Total Volume and Open Interest 10,132 95,631 +902
Volatility Index(CBOE)
Feb17 170215 11.20 11.50 10.95 11.50 +0.32 82,480 126,243 -11,544
Mar17 170217 13.00 13.38 12.95 13.13 +0.15 158,820 330,595 +40,332
Apr17 170217 14.20 14.60 14.15 14.35 +0.17 96,636 120,385 +15,069
May17 170217 14.91 15.30 14.90 15.15 +0.22 51,189 44,747 +206
Total Volume and Open Interest 351,094 576,846 +57,461
Russell 2000 Mini(ICE)
Mar17 170220 1395.40 1404.90 1395.40 1397.60 unch 124,872 609,662 -8,650
Jun17 170220 1396.30 1396.30 1396.30 1396.30 unch 23 568 +7
Sep17 170220 1394.30 1394.30 1394.30 1394.30 unch 0 198 +0
Total Volume and Open Interest 124,895 610,508 -8,643
Nikkei 225(CME)
Mar17 170217 19275 19295 19045 19150 -140 11,892 32,297 +131
Jun17 170217 19190 19225 19005 19095 -145 28 183 +7
Total Volume and Open Interest 11,920 32,480 +138
Nikkei 225(SGX)
Mar17 170220 19180 19260 19020 19255 +70 73,872 202,319 +174
Jun17 170220 19030 19125 18900 19125 +70 170 10,235 -26
Sep17 170220 19095 19095 19095 19095 -75 0 407 +0
Total Volume and Open Interest 62,039 219,815 +2,531
Nikkei 225 Mini(JPX)
Mar17 170220 19185 19265 19020 19250 -80 735,415 456,766 -183
Jun17 170220 19055 19125 18885 19120 -80 19,458 18,627 +281
Sep17 170220 19020 19080 18855 19070 -80 213 1,096 -69
Total Volume and Open Interest 768,213 493,990 +418
Nikkei 225(JPX)
Mar17 170220 19190 19270 19020 19250 -80 53,493 369,416 -119
Jun17 170220 19050 19130 18890 19120 -80 1,388 28,441 -47
Sep17 170220 19000 19070 18860 19070 -80 18 9,303 -7
Total Volume and Open Interest 54,904 486,017 +278
Nikkei 225(CME) Yen
Mar17 170217 19260 19280 19020 19130 -140 38,931 63,237 +1,756
Jun17 170217 19000 19010 18900 18995 -140 1 41 +1
Sep17 170217 18945 18945 18945 18945 -140      
Total Volume and Open Interest 38,932 63,279 +1,757
Nikkei 225(CME) e-Mini Yen
Mar17 170217 19060 19130 19060 19130 -140 0 94 +0
Jun17 170217 19000 19000 19000 19000 -140      
Sep17 170217 18950 18950 18950 18950 -140      
Total Volume and Open Interest 0 94 +0
CAC 40(EURONEXT)
Mar17 170220 4894.0 4903.5 4853.5 4863.0 -2.5 73,685 317,220 +35,653
Apr17 170220 4878.0 4878.0 4841.0 4845.0 -1.5 15 128 +4
May17 170220 4781.0 4781.0 4781.0 4781.0        
Jun17 170217 4760.0 4760.0 4718.0 4733.5 -32.5 81 2,692 +70
Total Volume and Open Interest 356,126 512,573 -14,098
Hang Seng Index(HKFE)
Feb17 170220 23989 24168 23917 24120 +123 85,100 134,772 +666
Mar17 170220 23988 24167 23920 24121 +126 1,860 18,379 +908
Total Volume and Open Interest 87,468 155,997 +1,560
DAX(EUREX)
Mar17 170220 11820.0 11858.0 11801.0 11831.5 +96.0 68,294 149,759 -16,753
Jun17 170220 11846.0 11880.0 11835.5 11861.0 +96.5 835 10,450 -5
Sep17 170220 11842.0 11864.0 11830.0 11850.0 +96.5 146 2,708 -142
Total Volume and Open Interest 69,275 184,538 +4,721
Mini-DAX(EUREX)
Mar17 170220 11820.0 11856.0 11802.0 11831.5 +96.0 25,175 7,415 -1,926
Jun17 170220 11851.0 11871.0 11840.0 11861.0 +96.5 78 2,204 -5
Sep17 170220 11840.0 11856.0 11840.0 11850.0 +96.5 9 24 -9
Total Volume and Open Interest 25,262 11,755 +172
FT-SE 100(EURONEXT)
Mar17 170220 7274.50 7285.00 7243.00 7265.00 +12.50 88,827 745,039 -4,478
Jun17 170220 7199.00 7201.50 7182.00 7190.00 +12.00 4,416 41,266 -3,183
Sep17 170220 7128.00 7128.00 7128.00 7128.00 +13.00      
Total Volume and Open Interest 93,243 786,305 -7,661
SPI 200(SFE)
Mar17 170220 5754.0 5765.0 5728.0 5752.0 -3.0 34,592 262,495 -2,544
Jun17 170220 5723.0 5737.0 5717.0 5737.0 -4.0 43 1,778 +7
Sep17 170220 5687.0 5687.0 5687.0 5687.0 -4.0 0 1,814 +0
Total Volume and Open Interest 34,725 271,899 -2,512
FTSE MIB(ISE)
Mar17 170220 19060.00 19130.00 18875.00 18941.00 -16.00 23,640 35,737 -851
Jun17 170220 18600.00 18655.00 18470.00 18496.00 -19.00 26 1,610 -10
Total Volume and Open Interest 23,666 37,347 -861
KOSPI 200(KFE)
Mar17 170220 269.70 269.95 269.65 269.75 +0.75 91,680 135,414 -1,182
Jun17 170220 269.20 270.40 269.15 270.20 +0.80 323 8,950 +701
Sep17 170220 271.65 271.65 271.65 271.65 +1.80 1 2,566 +350
Total Volume and Open Interest 92,010 156,972 +264
GSCI(CME)
Mar17 170217 401.40 403.10 400.90 402.80 -0.90 69 15,571 +11
Apr17 170217 404.65 404.65 404.65 404.65 -0.90      
May17 170217 406.65 406.65 406.65 406.65 -0.90      
Total Volume and Open Interest 69 15,571 -525
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