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 Tue January 30, 2018
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar18 180130 994.50 1004.75 988.25 1000.25 +8.75 110,339 341,018 -4,384
May18 180130 1005.00 1016.00 999.75 1011.25 +8.50 40,088 192,965 +3,131
Jul18 180130 1015.00 1025.25 1009.25 1021.00 +8.50 25,918 133,508 +1,321
Aug18 180130 1016.50 1026.50 1011.25 1022.25 +8.00 1,848 16,267 +94
Sep18 180130 1011.50 1019.00 1005.25 1015.50 +6.75 1,070 5,326 +251
Nov18 180130 1009.00 1017.00 1004.00 1013.50 +5.50 13,571 81,286 +1,874
Jan19 180130 1014.25 1023.50 1010.50 1019.75 +6.00 368 6,183 +155
Mar19 180130 1017.75 1024.00 1013.00 1020.75 +4.50 106 3,624 +15
May19 180130 1020.25 1027.25 1017.50 1024.25 +4.25 18 1,822 +4
Jul19 180130 1026.00 1032.75 1023.75 1029.75 +4.00 94 2,129 +9
Aug19 180130 1023.00 1024.75 1023.00 1024.75 +2.00 0 32 +0
Sep19 180130 1013.75 1013.75 1013.75 1013.75 +2.00 0 25 +0
Nov19 180130 998.00 1005.00 996.50 1001.75 +3.00 155 3,935 +99
Jan20 180130 1006.50 1006.50 1006.50 1006.50 +3.00 0 7 +0
Total Volume and Open Interest 193,575 788,202 +2,569
Soybean Meal(CBOT)
Mar18 180130 338.20 342.80 334.80 340.50 +3.10 72,613 158,686 -7,803
May18 180130 341.00 346.20 338.20 343.90 +3.10 28,382 116,977 +1,886
Jul18 180130 343.70 348.10 340.70 345.80 +2.70 19,665 64,061 +984
Aug18 180130 342.40 346.90 340.20 344.70 +2.40 2,785 10,821 -13
Sep18 180130 340.00 345.10 339.10 343.20 +2.10 1,791 8,998 +113
Oct18 180130 337.80 342.10 336.60 340.20 +1.60 533 8,907 +62
Dec18 180130 340.00 342.80 337.50 340.90 +1.40 4,902 43,663 -136
Jan19 180130 340.10 342.90 338.10 341.20 +1.30 80 2,994 +1
Mar19 180130 340.80 343.90 339.60 342.10 +0.90 125 3,471 +102
May19 180130 342.90 344.90 340.80 343.50 +0.90 32 1,088 +12
Total Volume and Open Interest 131,013 424,530 -4,748
Soybean Oil(CBOT)
Mar18 180130 32.97 33.11 32.62 33.08 +0.21 48,234 218,001 -4,529
May18 180130 33.13 33.30 32.82 33.28 +0.21 16,568 119,448 +2,502
Jul18 180130 33.36 33.51 33.01 33.49 +0.22 10,697 78,689 +511
Aug18 180130 33.36 33.56 33.10 33.55 +0.21 2,548 14,386 -792
Sep18 180130 33.42 33.61 33.17 33.60 +0.20 1,021 10,530 +106
Oct18 180130 33.42 33.61 33.17 33.60 +0.20 948 9,809 -14
Dec18 180130 33.55 33.76 33.30 33.74 +0.21 5,105 46,293 +129
Jan19 180130 33.65 33.84 33.41 33.83 +0.20 87 5,892 +1
Mar19 180130 33.58 33.94 33.55 33.92 +0.19 26 2,007 -11
May19 180130 33.85 34.02 33.65 34.02 +0.20 4 1,155 -3
Total Volume and Open Interest 85,258 509,847 -2,100
Canola(WCE)
Mar18 180130 496.5 499.3 494.9 498.3 +2.1 6,524 90,108 -1,370
May18 180130 503.7 506.3 502.0 504.9 +1.7 3,043 48,863 +293
Jul18 180130 508.9 511.1 507.4 509.9 +1.3 1,003 18,925 +287
Nov18 180130 505.1 507.2 502.9 506.6 +1.7 673 24,338 +87
Jan19 180130 509.5 511.6 508.0 511.2 +1.2 39 1,875 +0
Total Volume and Open Interest 11,282 184,124 -703
Corn(CBOT)
Mar18 180130 359.50 362.25 359.00 361.50 +2.75 140,790 785,436 -3,804
May18 180130 367.25 370.25 367.25 369.75 +2.75 36,437 290,109 +4,804
Jul18 180130 375.75 378.00 375.25 377.50 +2.50 19,317 268,623 +2,952
Sep18 180130 383.00 385.25 382.75 384.75 +2.25 5,125 106,416 +1,028
Dec18 180130 391.50 394.00 391.50 393.50 +2.00 11,090 171,309 +625
Mar19 180130 400.00 402.00 400.00 401.75 +1.75 2,135 26,489 -97
May19 180130 405.25 407.00 405.00 406.75 +1.75 182 3,746 +19
Jul19 180130 409.00 411.25 408.75 411.00 +1.75 272 7,426 +35
Sep19 180130 407.25 408.00 406.25 407.25 +1.25 21 1,281 +17
Dec19 180130 408.25 410.00 407.75 409.25 +1.00 183 10,302 +37
Total Volume and Open Interest 215,568 1,671,798 +5,628
Wheat(CBOT)
Mar18 180130 454.00 458.50 449.75 457.25 +8.00 83,104 276,035 -8,586
May18 180130 465.50 471.75 463.00 470.75 +8.75 22,699 116,795 +2,138
Jul18 180130 477.75 484.25 475.50 483.50 +9.00 12,756 75,650 -340
Sep18 180130 491.00 497.50 489.25 496.75 +8.50 3,669 30,887 +490
Dec18 180130 510.00 516.25 507.75 515.75 +8.75 3,476 51,792 +300
Mar19 180130 522.25 531.25 522.25 531.25 +9.75 471 5,285 +227
Total Volume and Open Interest 126,226 557,741 -5,740
Wheat(KCBT)
Mar18 180130 458.00 470.25 457.75 469.75 +16.75 32,528 159,701 -2,861
May18 180130 472.00 484.50 472.00 484.25 +16.50 7,742 73,682 +357
Jul18 180130 489.00 500.25 488.25 499.75 +15.75 4,827 55,330 +791
Sep18 180130 503.50 514.25 503.50 514.25 +14.25 3,052 17,544 +474
Dec18 180130 523.25 532.75 523.25 532.75 +12.75 1,088 29,107 +195
Mar19 180130 533.75 545.00 533.75 545.00 +12.00 421 5,136 +157
May19 180130 547.50 550.25 547.50 550.25 +10.00 92 458 +30
Total Volume and Open Interest 49,755 341,241 -855
Wheat(MGE)
Mar18 180130 619.75 621.50 613.50 616.00 +2.25 2,804 32,047 +199
May18 180130 627.00 631.25 623.50 626.00 +2.75 1,158 14,760 +19
Jul18 180130 634.25 639.00 631.50 634.00 +2.75 395 8,745 -29
Sep18 180130 630.25 633.75 627.75 629.75 +3.00 200 6,316 +24
Dec18 180130 640.00 640.50 635.50 636.75 unch 95 3,200 +11
Mar19 180130 643.25 643.25 641.25 641.50 -0.75 25 333 +16
Total Volume and Open Interest 4,677 65,403 +240
Oats(CBOT)
Mar18 180130 269.75 272.75 268.75 270.00 +0.50 552 3,546 -93
May18 180130 263.00 266.50 262.00 264.50 +2.00 183 2,329 +30
Jul18 180130 265.25 268.25 265.25 267.50 +4.50 28 306 -10
Sep18 180130 269.50 269.50 269.50 269.50 +4.75 0 17 +0
Total Volume and Open Interest 763 6,288 -73
Rough Rice(CBOT)
Mar18 180130 12.40 12.46 12.34 12.41 -0.03 784 7,274 -129
May18 180130 12.68 12.69 12.68 12.68 unch 96 1,232 +4
Jul18 180130 12.84 12.88 12.80 12.86 -0.02 42 457 +4
Sep18 180130 11.93 11.98 11.93 11.94 +0.01 34 461 +19
Total Volume and Open Interest 956 9,424 -102
Live Cattle(CME)
Feb18 180130 125.400 125.635 123.550 124.830 -0.870 10,581 40,844 -2,709
Apr18 180130 124.600 124.900 122.730 124.180 -0.820 32,685 149,742 +1,727
Jun18 180130 115.980 116.350 114.450 116.050 -0.300 14,936 103,273 +1,963
Aug18 180130 112.830 113.350 111.500 113.080 -0.070 5,781 43,401 +466
Oct18 180130 114.050 114.785 112.885 114.550 +0.120 2,836 16,942 +324
Dec18 180130 116.100 116.750 114.980 116.635 +0.235 1,174 8,276 +349
Total Volume and Open Interest 68,422 365,627 +2,307
Feeder Cattle(CME)
Mar18 180130 146.550 147.685 144.435 147.185 +0.185 6,452 27,698 +420
Apr18 180130 146.830 148.380 145.000 147.800 +0.500 2,293 8,618 +24
May18 180130 146.485 148.250 144.750 147.850 +0.950 1,925 8,497 +181
Aug18 180130 149.935 151.080 147.700 150.650 +0.520 1,348 6,374 +33
Sep18 180130 150.185 151.500 148.285 151.080 +0.480 317 838 +30
Oct18 180130 150.535 151.580 148.735 151.200 +0.370 272 497 +13
Nov18 180130 150.500 151.250 148.350 150.900 +0.570 255 441 +87
Total Volume and Open Interest 12,871 52,969 +794
Lean Hogs(CME)
Feb18 180130 72.600 72.730 72.050 72.450 +0.050 5,056 21,158 -1,351
Apr18 180130 73.400 73.480 72.135 72.900 -0.530 13,911 106,058 -110
May18 180130 78.300 78.400 77.535 78.250 -0.430 264 2,998 +21
Jun18 180130 82.980 83.180 81.950 82.900 -0.135 5,368 44,889 -531
Jul18 180130 83.430 83.550 82.300 83.300 -0.150 1,965 21,419 +498
Aug18 180130 83.100 83.100 81.885 82.800 -0.150 1,757 22,738 +97
Oct18 180130 70.135 70.400 69.230 70.180 -0.050 664 19,099 +212
Dec18 180130 64.200 64.350 63.430 64.350 +0.150 226 7,202 +41
Total Volume and Open Interest 29,318 246,543 -1,132
Class III Milk(CME)
Jan18 180130 13.91 13.91 13.88 13.88 -0.03 29 3,307 +20
Feb18 180130 13.41 13.52 13.36 13.38 -0.07 115 3,619 +19
Mar18 180130 13.48 13.53 13.38 13.41 -0.11 66 4,119 +14
Apr18 180130 13.63 13.69 13.57 13.59 -0.09 65 2,619 +8
May18 180130 14.04 14.08 13.97 14.02 -0.04 22 2,232 +10
Jun18 180130 14.47 14.51 14.45 14.50 -0.01 26 2,055 +5
Jul18 180130 15.05 15.05 14.96 14.99 -0.02 65 1,465 +39
Aug18 180130 15.47 15.47 15.41 15.41 -0.03 11 1,462 +4
Sep18 180130 15.70 15.70 15.60 15.61 -0.06 19 1,521 +9
Oct18 180130 15.83 15.83 15.83 15.83 +0.03 5 1,205 +5
Nov18 180130 15.78 15.78 15.74 15.74 unch 13 1,216 +5
Dec18 180130 15.61 15.61 15.61 15.61 +0.01 6 1,146 +5
Jan19 180130 15.40 15.40 15.40 15.40 unch 2 23 +2
Total Volume and Open Interest 450 26,147 +149
Cocoa(ICE)
Mar18 180130 1944 1988 1943 1970 +24 20,215 111,027 -19
May18 180130 1971 2010 1967 1994 +25 12,397 70,705 +1,999
Jul18 180130 1982 2022 1981 2008 +27 5,375 37,832 +1,495
Sep18 180130 1999 2038 1998 2024 +28 1,898 16,840 -369
Dec18 180130 2027 2061 2023 2048 +29 1,176 17,366 +78
Mar19 180130 2044 2081 2044 2069 +29 407 12,846 +196
May19 180130 2055 2090 2055 2078 +27 141 7,126 -84
Total Volume and Open Interest 41,657 278,774 +3,304
Coffee "C"(ICE)
Mar18 180130 124.75 125.20 121.55 122.30 -2.65 25,775 117,061 -4,576
May18 180130 126.90 127.40 123.90 124.65 -2.55 12,355 63,914 +3,978
Jul18 180130 129.35 129.75 126.30 127.05 -2.50 2,785 24,144 -93
Sep18 180130 131.65 132.10 128.70 129.40 -2.50 2,495 19,101 +293
Dec18 180130 134.90 135.25 132.25 132.85 -2.45 2,065 10,956 +292
Mar19 180130 138.40 138.40 135.55 136.10 -2.50 475 4,453 -9
Total Volume and Open Interest 46,295 243,168 +63
Orange Juice(ICE)
Mar18 180130 151.35 152.85 145.70 148.10 -4.50 1,010 7,752 -208
May18 180130 151.95 152.50 146.80 148.95 -3.05 280 1,899 +94
Jul18 180130 152.75 152.85 147.85 149.60 -3.00 55 806 +6
Sep18 180130 152.90 153.00 149.00 150.35 -2.15 9 147 +2
Nov18 180130 153.50 153.70 151.50 151.50 -1.80 0 12 +0
Jan19 180130 153.50 153.50 153.50 153.50 -1.80      
Total Volume and Open Interest 1,354 10,616 -106
Sugar #11(ICE)
Mar18 180130 13.69 13.75 13.48 13.72 +0.05 54,049 421,496 +2,313
May18 180130 13.80 13.84 13.59 13.82 +0.06 27,673 230,702 +3,295
Jul18 180130 14.02 14.07 13.83 14.05 +0.03 12,474 116,221 +1,673
Oct18 180130 14.39 14.43 14.18 14.40 +0.03 9,327 82,320 -534
Mar19 180130 15.17 15.20 14.96 15.18 +0.04 7,651 59,953 +3,575
May19 180130 15.17 15.21 15.00 15.17 +0.01 594 7,693 -160
Jul19 180130 15.20 15.22 15.01 15.17 +0.01 253 7,868 +24
Oct19 180130 15.38 15.40 15.20 15.37 +0.04 74 8,498 -28
Total Volume and Open Interest 112,131 941,570 +10,193
London Cocoa(LCE)
Mar18 180130 1369 1390 1357 1385 +15 10,263 116,811 -1,293
May18 180130 1386 1408 1380 1403 +12 6,504 48,830 +817
Jul18 180130 1412 1429 1402 1424 +11 5,978 43,792 +1,756
Sep18 180130 1427 1442 1417 1436 +9 3,466 28,768 -134
Dec18 180130 1451 1459 1436 1454 +9 2,191 34,448 +265
Mar19 180130 1460 1475 1452 1470 +8 1,641 13,280 -137
May19 180130 1474 1489 1466 1483 +8 488 6,032 +107
Total Volume and Open Interest 30,645 297,277 +1,424
London Sugar(LCE)
Mar18 180130 362.00 363.00 357.80 362.30 +0.90 4,265 34,494 +634
May18 180130 365.50 366.00 361.50 365.10 +0.30 2,118 31,300 -75
Aug18 180130 369.70 371.00 366.60 370.10 +0.90 631 19,186 +244
Oct18 180130 375.00 376.00 371.60 375.10 +0.90 124 4,967 +36
Dec18 180130 381.40 381.70 378.60 381.70 +0.70 89 2,951 +20
Total Volume and Open Interest 7,311 97,667 +918
Cotton(ICE)
Mar18 180130 78.36 78.93 76.96 77.03 -1.33 26,965 152,384 -4,428
May18 180130 79.20 79.80 77.92 77.97 -1.22 12,166 86,543 +572
Jul18 180130 79.89 80.37 78.61 78.67 -1.12 4,067 32,345 +13
Oct18 180130 74.51 74.51 74.51 74.51 -0.67 0 1 +0
Dec18 180130 74.72 75.20 74.10 74.15 -0.76 2,656 39,785 -138
Mar19 180130 75.25 75.28 74.46 74.46 -0.75 703 4,253 +628
Total Volume and Open Interest 46,571 317,392 -3,352
Lumber(CME)
Mar18 180130 472.3 474.0 467.8 467.8 -10.0 617 5,784 -71
May18 180130 467.0 467.7 462.0 462.0 -10.0 192 1,233 +78
Jul18 180130 456.6 456.6 454.7 454.7 -10.0 14 170 +5
Sep18 180130 448.8 448.8 445.0 445.0 -9.1 6 26 +4
Total Volume and Open Interest 830 7,223 +17
Crude Oil(NYM)
Mar18 180130 65.53 65.56 63.89 64.50 -1.06 678,186 613,470 -3,162
Apr18 180130 65.39 65.39 63.78 64.35 -1.04 178,237 247,410 +12,238
May18 180130 65.08 65.12 63.57 64.11 -0.99 89,568 188,665 +7,055
Jun18 180130 64.66 64.73 63.24 63.77 -0.94 114,654 293,387 -1,955
Jul18 180130 64.09 64.09 62.87 63.34 -0.90 39,339 117,216 +955
Aug18 180130 63.62 63.72 62.37 62.83 -0.87 27,043 82,896 -883
Sep18 180130 62.81 62.87 61.88 62.30 -0.86 31,475 96,382 -6,532
Oct18 180130 62.35 62.35 61.43 61.78 -0.85 15,791 87,754 +3,931
Nov18 180130 61.79 61.82 60.97 61.29 -0.83 16,885 70,359 +722
Dec18 180130 61.70 61.70 60.44 60.83 -0.82 77,469 252,760 -1,095
Jan19 180130 61.03 61.03 60.04 60.37 -0.80 7,645 87,367 +1,408
Feb19 180130 60.56 60.56 59.57 59.89 -0.78 3,823 44,032 +767
Mar19 180130 59.99 60.00 59.18 59.43 -0.78 4,891 34,796 +216
Apr19 180130 59.00 59.00 59.00 59.00 -0.77 715 17,303 +319
May19 180130 58.60 58.60 58.60 58.60 -0.76 863 16,062 +124
Jun19 180130 58.67 58.72 57.99 58.26 -0.73 19,645 94,519 +1,538
Total Volume and Open Interest 1,333,316 2,648,090 +15,576
e-miNY Crude Oil(NYM)
Mar18 180130 65.525 65.550 63.900 64.500 -1.050 10,348 2,290 +17
Apr18 180130 65.275 65.275 63.775 64.350 -1.050 169 256 -8
May18 180130 64.525 64.525 63.600 64.100 -1.000 16 113 -5
Jun18 180130 64.175 64.175 63.700 63.775 -0.925 17 46 +17
Jul18 180130 63.125 63.350 63.125 63.350 -0.900 0 30 +0
Aug18 180130 62.850 62.850 62.800 62.825 -0.875 0 77 +0
Sep18 180130 62.550 62.550 61.900 62.300 -0.850 0 40 +0
Oct18 180130 61.775 61.775 61.775 61.775 -0.850 0 30 +0
Nov18 180130 61.300 61.300 61.300 61.300 -0.825 0 113 +0
Dec18 180130 61.000 61.000 60.825 60.825 -0.825 30 167 -15
Total Volume and Open Interest 10,595 3,250 -9
NY Harbor ULSD(NYM)
Feb18 180130 210.12 210.35 206.07 207.17 -3.31 29,637 25,537 -11,649
Mar18 180130 209.67 209.77 205.69 206.71 -3.07 93,381 179,200 +8,772
Apr18 180130 207.71 207.74 204.24 205.25 -2.49 44,879 77,229 +3,285
May18 180130 205.90 205.90 202.55 203.58 -2.27 25,835 43,958 +2,280
Jun18 180130 204.24 204.60 201.31 202.30 -2.21 25,983 46,865 -1,345
Jul18 180130 203.31 203.31 200.63 201.68 -2.15 8,891 22,956 +174
Aug18 180130 202.28 202.37 200.09 201.09 -2.10 4,333 11,776 +406
Sep18 180130 201.82 202.13 199.82 200.81 -2.03 5,418 16,827 +424
Oct18 180130 201.37 201.70 199.57 200.52 -1.98 1,526 6,065 +535
Nov18 180130 200.85 201.05 199.49 200.40 -1.95 1,721 3,847 +317
Dec18 180130 201.23 201.57 199.45 200.31 -1.91 4,959 40,608 +927
Jan19 180130 201.26 201.26 200.10 200.21 -1.87 876 4,611 +469
Feb19 180130 201.50 201.50 199.35 199.66 -1.86 15 782 +11
Mar19 180130 198.25 198.25 198.25 198.25 -1.84 1 530 -1
Total Volume and Open Interest 247,545 490,790 +4,641
RBOB Gasoline(NYM)
Feb18 180130 193.63 195.30 187.78 189.54 -3.95 36,828 18,905 -8,559
Mar18 180130 191.50 191.84 185.37 187.07 -4.53 90,517 172,566 +883
Apr18 180130 207.34 207.62 202.51 203.96 -3.49 48,505 80,214 -1,771
May18 180130 207.55 207.68 203.05 204.45 -3.15 23,848 51,174 +687
Jun18 180130 206.49 206.52 202.20 203.56 -2.89 18,392 40,536 -271
Jul18 180130 204.06 204.06 200.43 201.78 -2.67 7,505 32,711 +691
Aug18 180130 201.05 201.05 197.68 198.96 -2.51 3,579 13,605 +888
Sep18 180130 196.89 197.30 194.31 195.53 -2.40 3,039 18,023 +174
Oct18 180130 182.97 183.36 180.41 181.57 -2.40 1,030 7,186 +116
Nov18 180130 178.85 178.85 176.92 178.03 -2.28 1,293 3,848 +351
Total Volume and Open Interest 238,409 466,709 -5,788
e-miNY RBOB Gasoline(NYM)
Feb18 180130 191.50 191.50 189.54 189.54 -3.95 0 1 +0
Mar18 180130 187.07 187.07 187.07 187.07 -4.53      
Apr18 180130 203.96 203.96 203.96 203.96 -3.49      
May18 180130 204.45 204.45 204.45 204.45 -3.15      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Mar18 180130 3.187 3.259 3.161 3.195 +0.028 259,611 371,465 +1,590
Apr18 180130 2.949 2.983 2.941 2.965 +0.026 99,784 168,884 -3,749
May18 180130 2.918 2.951 2.911 2.939 +0.025 51,339 173,847 +6,933
Jun18 180130 2.944 2.975 2.941 2.966 +0.024 23,089 62,918 +1,634
Jul18 180130 2.980 3.010 2.980 3.003 +0.024 18,939 90,151 -503
Aug18 180130 2.981 3.006 2.967 2.999 +0.024 11,609 46,118 +2,321
Sep18 180130 2.955 2.980 2.946 2.976 +0.024 6,788 46,523 +1,027
Oct18 180130 2.975 2.999 2.960 2.994 +0.025 30,576 112,076 +1,854
Nov18 180130 3.013 3.039 3.013 3.036 +0.025 4,428 39,990 +646
Dec18 180130 3.135 3.159 3.135 3.158 +0.027 4,566 35,865 +1,262
Jan19 180130 3.216 3.245 3.216 3.243 +0.028 7,288 54,952 +1,160
Feb19 180130 3.176 3.199 3.176 3.199 +0.029 1,995 20,232 +508
Mar19 180130 3.061 3.067 3.044 3.067 +0.018 3,172 39,669 +386
Apr19 180130 2.713 2.722 2.696 2.712 +0.008 2,428 42,486 +754
May19 180130 2.660 2.676 2.658 2.670 +0.006 533 13,134 +353
Jun19 180130 2.694 2.697 2.681 2.693 +0.006 182 10,013 +91
Total Volume and Open Interest 605,541 1,411,933 -6,416
Brent Crude Oil(ICE)
Mar18 180130 69.30 69.39 68.40 69.02 -0.44 227,599 181,840 -43,750
Apr18 180130 69.01 69.10 68.00 68.52 -0.68 232,715 619,070 +9,497
May18 180130 68.79 68.84 67.69 68.21 -0.73 84,711 250,693 +3,330
Jun18 180130 68.56 68.58 67.40 67.90 -0.77 106,523 301,038 -1,099
Jul18 180130 68.20 68.23 67.06 67.54 -0.81 32,060 128,139 -1,345
Aug18 180130 67.85 67.85 66.72 67.18 -0.82 20,640 88,823 -255
Sep18 180130 67.46 67.51 66.36 66.80 -0.81 27,269 97,124 +1,856
Oct18 180130 67.06 67.06 65.97 66.40 -0.80 11,041 46,631 +2,129
Nov18 180130 66.48 66.54 65.57 65.99 -0.78 10,839 48,623 +2,156
Dec18 180130 66.24 66.24 65.15 65.56 -0.76 64,457 228,019 -3,310
Jan19 180130 65.10 65.27 65.01 65.19 -0.75 4,023 45,055 -326
Feb19 180130 64.85 64.85 64.85 64.85 -0.73 3,270 31,200 +731
Mar19 180130 64.50 64.50 64.50 64.50 -0.71 3,174 30,437 +737
Apr19 180130 64.16 64.16 64.16 64.16 -0.69 3,164 12,569 -447
Total Volume and Open Interest 883,401 2,589,131 -28,690
Gas Oil(ICE)
Feb18 180130 619.25 619.25 610.00 611.50 -6.75 50,037 120,359 -2,432
Mar18 180130 620.00 620.25 610.75 612.50 -6.50 105,412 255,526 +8,633
Apr18 180130 617.50 617.75 609.00 610.50 -6.00 64,371 124,352 +8,047
May18 180130 613.25 613.25 605.00 606.50 -5.75 28,821 54,046 -1,063
Jun18 180130 609.00 609.00 601.25 602.75 -5.25 48,130 93,108 +2,251
Jul18 180130 606.00 606.00 599.00 600.50 -5.00 11,191 27,738 -49
Aug18 180130 603.00 603.25 597.25 598.50 -5.00 4,483 19,266 +335
Sep18 180130 600.00 602.00 595.25 596.75 -5.00 4,622 22,300 -579
Oct18 180130 598.50 600.00 593.75 595.25 -5.00 2,375 21,501 +275
Nov18 180130 595.75 597.00 591.00 592.50 -4.75 1,545 14,813 +199
Total Volume and Open Interest 356,965 1,009,205 +21,825
Ethanol(CBOT)
Feb18 180130 1.380 1.384 1.365 1.380 -0.005 138 251 -37
Mar18 180130 1.389 1.393 1.350 1.390 -0.003 393 1,875 -7
Apr18 180130 1.410 1.414 1.388 1.413 -0.005 190 394 +58
May18 180130 1.402 1.429 1.402 1.429 -0.005 0 50 +0
Jun18 180130 1.439 1.439 1.439 1.439 -0.005 0 93 +0
Jul18 180130 1.443 1.443 1.443 1.443 -0.005 0 16 +0
Aug18 180130 1.451 1.451 1.451 1.451 -0.005 0 3 +0
Sep18 180130 1.443 1.443 1.443 1.443 -0.005 0 163 +0
Total Volume and Open Interest 721 2,863 +14
WTI Crude Oil(ICE)
Mar18 180130 65.37 65.39 63.90 64.50 -1.06 73,138 84,204 -222
Apr18 180130 65.21 65.24 63.78 64.35 -1.04 69,314 58,299 +2,767
May18 180130 64.92 64.98 63.58 64.11 -0.99 32,958 32,739 -157
Jun18 180130 64.27 64.39 63.26 63.77 -0.94 47,392 86,759 -480
Jul18 180130 63.82 63.94 62.85 63.34 -0.90 11,616 13,205 -1,966
Aug18 180130 63.35 63.41 62.41 62.83 -0.87 5,961 15,427 +579
Sep18 180130 62.59 62.87 61.99 62.30 -0.86 10,518 21,417 +630
Oct18 180130 62.14 62.14 61.47 61.78 -0.85 2,903 6,890 +697
Nov18 180130 61.01 61.29 60.93 61.29 -0.83 1,675 8,056 -261
Dec18 180130 61.11 61.39 60.49 60.83 -0.82 22,921 116,213 +299
Jan19 180130 60.37 60.37 60.37 60.37 -0.80 1,691 4,290 +481
Feb19 180130 59.89 59.89 59.89 59.89 -0.78 170 5,238 +35
Mar19 180130 59.43 59.43 59.43 59.43 -0.78 232 3,558 +12
Apr19 180130 59.00 59.00 59.00 59.00 -0.77 19 1,827 +0
May19 180130 58.60 58.60 58.60 58.60 -0.76 36 1,995 -24
Jun19 180130 58.40 58.40 58.08 58.26 -0.73 5,403 19,355 +330
Total Volume and Open Interest 290,018 574,553 +3,524
US Dollar Index(ICE)
Mar18 180130 89.215 89.480 88.740 89.000 -0.130 33,158 42,839 -1,250
Jun18 180130 88.860 89.125 88.435 88.685 -0.115 207 1,503 +117
Sep18 180130 88.500 88.500 88.085 88.340 -0.120 6 451 +0
Total Volume and Open Interest 33,386 44,935 -1,118
Australian Dollar(CME)
Mar18 180130 80.91 81.12 80.42 80.83 -0.18 141,489 137,708 +786
Jun18 180130 80.84 81.12 80.48 80.84 -0.18 160 1,821 +32
Sep18 180130 80.87 80.88 80.86 80.86 -0.18 1 65 +0
Total Volume and Open Interest 142,019 141,788 +550
British Pound(CME)
Mar18 180130 140.98 141.91 140.04 141.77 +0.73 178,324 231,463 +4,016
Jun18 180130 141.51 142.34 140.58 142.28 +0.73 117 1,219 -5
Sep18 180130 142.81 142.81 141.24 142.81 +0.72 0 47 +0
Total Volume and Open Interest 180,651 235,331 +3,915
Canadian Dollar(CME)
Mar18 180130 81.09 81.28 80.82 81.19 -0.01 82,772 170,514 -1,208
Jun18 180130 81.08 81.36 80.95 81.28 unch 137 2,412 -6
Sep18 180130 81.29 81.35 81.29 81.35 unch 10 363 -14
Dec18 180130 81.36 81.42 81.23 81.42 unch 1 1,575 -1
Total Volume and Open Interest 82,956 175,387 -1,216
Japanese Yen(CME)
Mar18 180130 92.00 92.48 91.81 92.18 +0.14 237,549 253,852 +1,490
Jun18 180130 92.43 93.00 92.41 92.70 +0.14 189 1,225 +32
Sep18 180130 93.29 93.53 93.00 93.29 +0.13 9 397 +4
Total Volume and Open Interest 237,988 256,493 +1,588
Swiss Franc(CME)
Mar18 180130 107.03 107.79 106.81 107.47 +0.33 49,916 70,523 -2,330
Jun18 180130 107.74 108.55 107.64 108.27 +0.33 21 272 +6
Sep18 180130 109.11 109.20 108.56 109.11 +0.32 0 17 +0
Total Volume and Open Interest 49,937 70,814 -2,324
EuroFX(CME)
Mar18 180130 124.21 124.91 123.72 124.41 +0.14 332,212 584,574 -1,162
Jun18 180130 124.90 125.69 124.55 125.21 +0.15 456 21,822 +156
Sep18 180130 125.41 126.43 125.40 126.05 +0.14 7 1,893 +4
Total Volume and Open Interest 335,759 615,686 -830
Mexican Peso(CME)
Feb18 180130 532.25 532.25 532.25 532.25 -4.00      
Mar18 180130 533.13 534.38 528.25 529.63 -3.75 61,923 181,268 +4,269
Total Volume and Open Interest 61,923 182,517 +4,269
Brazilian Real(CME)
Feb18 180130 316.30 317.10 312.60 314.35 -1.10 13,479 12,345 -4,499
Mar18 180130 315.00 316.60 312.10 313.50 -1.10 11,662 20,837 +8,811
Apr18 180130 313.95 313.95 311.95 312.55 -1.05 0 53 +0
May18 180130 311.40 311.40 311.40 311.40 -1.15      
Total Volume and Open Interest 25,141 33,338 +4,312
30-Year T-Bonds(CBOT)
Mar18 180130 148~020 148~110 147~040 147~120 -0~240 286,107 805,693 -6,440
Jun18 180130 146~310 147~100 146~040 146~110 -0~240 279 1,707 +129
Sep18 180130 145~110 145~110 145~110 145~110 -0~240      
Total Volume and Open Interest 286,386 807,400 -6,311
10-Year T-Notes(CBOT)
Mar18 180130 121~260 121~305 121~170 121~205 -0~055 1,484,833 3,498,100 +26,138
Jun18 180130 121~110 121~150 121~020 121~050 -0~055 8,741 37,586 +5,556
Sep18 180130 120~220 120~220 120~220 120~220 -0~055      
Total Volume and Open Interest 1,493,574 3,535,686 +31,694
5-Year T-Notes(CBOT)
Mar18 180130 114~282 114~310 114~232 114~266 -0~012 857,911 3,389,772 +22,235
Jun18 180130 114~202 114~222 114~144 114~182 -0~012 2,390 11,787 +501
Sep18 180130 114~182 114~182 114~182 114~182 -0~012      
Total Volume and Open Interest 860,301 3,401,559 +22,736
2 Year T-Notes(CBOT)
Mar18 180130 106~214 106~222 106~200 106~212 unch 436,571 1,996,094 +10,958
Jun18 180130 106~124 106~142 106~124 106~136 +0~002 2,285 8,137 +1,598
Sep18 180130 106~136 106~136 106~136 106~136 +0~002      
Total Volume and Open Interest 438,856 2,004,231 +12,556
Eurodollars(CME)
Mar18 180130 98.125 98.130 98.120 98.125 +0.005 333,192 1,333,737 +5,948
Jun18 180130 97.915 97.925 97.900 97.915 unch 226,710 1,389,777 +220
Sep18 180130 97.770 97.775 97.750 97.770 unch 220,455 1,393,559 +7,238
Dec18 180130 97.635 97.640 97.610 97.630 -0.005 294,733 1,815,747 +20,616
Mar19 180130 97.555 97.565 97.530 97.550 -0.005 254,607 1,339,230 +2,652
Jun19 180130 97.475 97.480 97.440 97.465 -0.005 246,254 1,178,061 +36,013
Sep19 180130 97.415 97.425 97.385 97.405 -0.010 181,175 785,606 +4,241
Dec19 180130 97.350 97.365 97.315 97.340 -0.010 270,759 1,644,172 +32,742
Mar20 180130 97.325 97.345 97.295 97.315 -0.010 140,832 758,518 +1,931
Jun20 180130 97.305 97.325 97.270 97.290 -0.015 128,549 657,892 -1,209
Sep20 180130 97.280 97.310 97.250 97.270 -0.015 100,833 464,618 +1,128
Dec20 180130 97.255 97.275 97.215 97.235 -0.015 130,315 547,725 +13,480
Mar21 180130 97.240 97.265 97.200 97.220 -0.020 69,523 384,827 +2,509
Jun21 180130 97.230 97.250 97.190 97.205 -0.025 51,615 241,975 +1,794
Sep21 180130 97.215 97.240 97.175 97.190 -0.025 47,984 160,202 +1,628
Dec21 180130 97.195 97.220 97.155 97.165 -0.025 70,448 206,362 +8,261
Mar22 180130 97.180 97.205 97.145 97.155 -0.025 41,120 129,423 +1,828
Jun22 180130 97.170 97.190 97.130 97.140 -0.030 33,641 78,552 +4,648
Total Volume and Open Interest 2,971,030 14,955,504 +153,243
Ultra T-Bond(CBOT)
Mar18 180130 161~22 162~04 160~13 160~27 -0~31 107,759 900,224 +3,656
Jun18 180130 160~05 161~08 159~24 160~01 -0~31 399 1,224 +399
Sep18 180130 159~01 159~01 159~01 159~01 -0~31      
Total Volume and Open Interest 108,158 901,448 +4,055
Ultra 10-Yr T-Note(CBOT)
Mar18 180130 130~130 130~200 130~010 130~045 -0~095 152,745 551,643 +2,392
Jun18 180130 129~265 129~265 129~265 129~265 -0~095      
Sep18 180130 129~265 129~265 129~265 129~265 -0~095      
Total Volume and Open Interest 152,745 551,643 +2,392
30 Day Federal Funds(CBOT)
Jan18 180130 98.585 98.588 98.585 98.588 unch 8,985 243,685 -3,850
Feb18 180130 98.575 98.575 98.573 98.575 unch 19,977 252,153 +3,875
Mar18 180130 98.510 98.510 98.505 98.510 unch 587 88,301 -941
Apr18 180130 98.360 98.365 98.355 98.360 unch 14,612 237,938 +596
May18 180130 98.350 98.355 98.345 98.350 unch 12,618 110,822 +522
Jun18 180130 98.260 98.265 98.255 98.260 -0.005 3,179 37,509 +396
Total Volume and Open Interest 163,702 1,711,887 +14,590
Japanese Govt Bonds(SGX)
Mar18 180130 150.25 150.27 150.13 150.22 -0.05 979 13,286 -104
Jun18 180130 150.22 150.22 150.22 150.22 -0.05      
Sep18 180130 150.22 150.22 150.22 150.22 -0.05      
Total Volume and Open Interest 979 13,286 -104
Euro-Buxl(EUREX)
Mar18 180130 161.20 161.72 160.62 160.92 -0.32 85,230 261,024 -4,617
Jun18 180130 160.02 160.02 159.40 159.40 -0.32 566 2,569 +299
Sep18 180130 163.98 163.98 163.98 163.98 -0.32      
Total Volume and Open Interest 85,796 263,593 -4,318
Euro-Bund(EUREX)
Mar18 180130 158.74 159.18 158.73 158.91 +0.20 751,023 2,118,337 +46,656
Jun18 180130 156.17 156.50 156.17 156.25 +0.20 12,208 86,712 +4,046
Sep18 180130 155.75 155.75 155.75 155.75 +0.20 3 6 +0
Total Volume and Open Interest 763,234 2,205,055 +50,702
Euro-Bobl(EUREX)
Mar18 180130 130.44 130.62 130.43 130.49 +0.10 810,284 1,941,981 -15,649
Jun18 180130 129.67 129.82 129.67 129.72 +0.10 5,724 29,945 +4,309
Sep18 180130 129.72 129.72 129.72 129.72 +0.10      
Total Volume and Open Interest 816,008 1,971,926 -11,340
Euro-Schatz(EUREX)
Mar18 180130 111.81 111.85 111.79 111.82 +0.01 461,069 1,926,360 +85,594
Jun18 180130 111.61 111.62 111.61 111.61 +0.01 7,419 65,740 +2,200
Sep18 180130 111.61 111.61 111.61 111.61 +0.01      
Total Volume and Open Interest 468,488 1,992,100 +87,794
3-Mth Euribor(EUREX)
Mar18 180130 100.320 100.325 100.320 100.325 unch 0 6,622 +0
Jun18 180130 100.325 100.325 100.315 100.315 unch 0 2,344 +0
Sep18 180130 100.295 100.300 100.295 100.300 unch 10 2,812 +0
Total Volume and Open Interest 40 32,482 +40
Long Gilt(LIFFE)
Mar18 180130 122~11 122~21 122~10 122~12 -0~01 182,923 728,177 -892
Jun18 180130 121~18 121~18 121~13 121~13 -0~01 10 10 +10
Total Volume and Open Interest 182,933 728,187 -882
3-Mth Short Sterling(LIFFE)
Mar18 180130 99.43 99.43 99.43 99.43 +0.00 78,331 389,185 +13,415
Jun18 180130 99.29 99.32 99.29 99.30 +0.01 88,181 523,523 +4,649
Sep18 180130 99.19 99.21 99.17 99.19 +0.01 104,123 348,571 +6,267
Dec18 180130 99.08 99.11 99.08 99.09 +0.01 78,392 358,053 +6,373
Mar19 180130 99.00 99.03 98.99 99.01 +0.02 106,016 317,354 +1,136
Jun19 180130 98.91 98.95 98.91 98.93 +0.03 126,364 300,094 +8,879
Total Volume and Open Interest 1,150,854 3,339,368 +64,180
3-Mth Euribor(LIFFE)
Mar18 180130 100.320 100.325 100.320 100.320 -0.005 43,873 572,566 -3,226
Jun18 180130 100.310 100.320 100.310 100.315 unch 58,840 543,270 -6,112
Sep18 180130 100.295 100.300 100.295 100.300 +0.005 129,574 567,200 +3,281
Total Volume and Open Interest 2,203,736 4,941,492 +151,492
3-Mth Aus T-Bills(SFE)
Mar18 180130 98.22 98.23 98.21 98.22 unch 2,123 151,169 -447
Jun18 180130 98.13 98.15 98.12 98.14 unch 42,796 169,493 -2,750
Sep18 180130 98.02 98.04 98.01 98.03 unch 32,352 204,077 -624
Dec18 180130 97.91 97.93 97.89 97.92 unch 25,056 168,267 -2,376
Mar19 180130 97.81 97.83 97.78 97.81 unch 15,471 96,926 +2,020
Jun19 180130 97.70 97.71 97.67 97.70 -0.01 10,127 80,982 -818
Sep19 180130 97.60 97.62 97.59 97.60 -0.01 8,064 60,714 -621
Dec19 180130 97.51 97.52 97.49 97.51 -0.01 6,577 33,257 +1,298
Mar20 180130 97.43 97.43 97.41 97.41 -0.02 234 4,580 +163
Jun20 180130 97.33 97.33 97.33 97.33 -0.02 10 3,133 +0
Total Volume and Open Interest 142,861 976,254 -4,166
10-Year Aus T-Bonds(SFE)
Mar18 180130 97.14 97.16 97.11 97.14 -0.01 182,601 1,161,820 +16,628
Jun18 180130 97.11 97.11 97.11 97.11 -0.01 0 1,745 +0
Total Volume and Open Interest 182,601 1,163,565 +16,628
3-Year Aus T-Bonds(SFE)
Mar18 180130 97.74 97.75 97.71 97.73 -0.00 179,269 1,103,115 -7,397
Jun18 180130 97.65 97.65 97.65 97.65 -0.01 0 9,876 +0
Total Volume and Open Interest 179,269 1,112,991 -7,397
Gold(CMX)
Feb18 180130 1338.7 1347.8 1332.8 1335.4 -4.9 341,962 77,049 -28,316
Apr18 180130 1344.0 1352.5 1337.5 1340.0 -5.1 142,268 346,600 +17,098
Jun18 180130 1349.6 1357.4 1342.8 1345.2 -5.2 8,022 68,290 +2,235
Aug18 180130 1353.0 1362.3 1348.4 1350.7 -5.2 1,743 23,613 +477
Oct18 180130 1355.3 1365.6 1355.3 1356.0 -5.3 85 4,882 -15
Dec18 180130 1367.0 1373.3 1359.6 1361.8 -5.1 885 33,911 +275
Feb19 180130 1367.8 1374.4 1366.4 1367.6 -5.1 35 1,260 +20
Apr19 180130 1373.6 1373.6 1373.6 1373.6 -5.1 2 1,839 -1
Jun19 180130 1379.8 1379.8 1379.8 1379.8 -5.1 12 1,252 +0
Aug19 180130 1384.7 1384.7 1384.7 1384.7 -5.1 0 8 +0
Oct19 180130 1390.9 1390.9 1390.9 1390.9 -5.1 0 27 +0
Dec19 180130 1398.5 1398.5 1398.5 1398.5 -5.1 88 3,036 +64
Total Volume and Open Interest 496,978 565,240 -7,895
Silver(CMX)
Mar18 180130 1714.0 1731.0 1704.0 1705.8 -6.9 81,597 134,341 -4,049
May18 180130 1723.5 1739.5 1713.5 1714.4 -6.9 3,050 37,859 +195
Jul18 180130 1730.0 1747.5 1722.5 1723.5 -6.8 481 8,793 +109
Sep18 180130 1738.5 1754.5 1731.5 1732.7 -6.9 231 4,278 +3
Dec18 180130 1754.0 1767.5 1745.0 1746.0 -6.8 263 13,799 +199
Mar19 180130 1759.2 1780.5 1759.2 1759.2 -6.8 1 534 +1
May19 180130 1768.2 1768.2 1768.2 1768.2 -6.8 0 54 +0
Total Volume and Open Interest 85,645 200,827 -3,591
Platinum(NYMEX)
Apr18 180130 1010.6 1012.6 995.2 1001.8 -10.9 14,472 85,679 -133
Jul18 180130 1013.0 1016.9 1001.0 1006.7 -10.9 258 6,105 +29
Oct18 180130 1015.0 1015.0 1008.2 1011.4 -10.9 2 56 -1
Jan19 180130 1018.3 1018.3 1018.3 1018.3 -11.0 0 7 +0
Total Volume and Open Interest 14,753 91,941 -107
Palladium(NYMEX)
Mar18 180130 1082.45 1086.60 1045.00 1052.45 -30.95 4,276 33,588 -422
Jun18 180130 1073.50 1079.35 1039.15 1046.40 -31.10 395 3,747 +150
Sep18 180130 1066.30 1066.30 1040.70 1040.70 -31.80 0 321 +0
Total Volume and Open Interest 4,671 37,660 -272
Copper(CMX)
Mar18 180130 319.85 321.10 315.20 318.90 -0.50 99,413 140,531 -2,034
May18 180130 322.00 323.05 317.30 320.85 -0.55 15,129 63,094 +1,888
Jul18 180130 323.80 324.35 319.35 322.45 -0.50 3,493 25,879 +1,415
Sep18 180130 322.10 325.55 320.80 323.95 -0.40 1,266 20,381 +66
Dec18 180130 326.80 327.15 322.60 325.60 -0.30 389 14,387 +165
Total Volume and Open Interest 120,886 284,354 +1,933
E-mini DJIA Index(CBOT)
Mar18 180130 26417 26477 26005 26055 -375 145,941 154,810 -635
Jun18 180130 26462 26515 26048 26094 -379 461 408 -13
Sep18 180130 26289 26521 26119 26134 -369 12 80 +10
Dec18 180130 26171 26171 26171 26171 -369      
Total Volume and Open Interest 146,414 155,298 -638
S & P 500(CME)
Mar18 180130 2854.20 2857.70 2818.50 2824.50 -29.10 4,757 76,532 +1,828
Jun18 180130 2829.20 2829.20 2823.20 2829.20 -29.00 0 117 +0
Sep18 180130 2835.40 2835.40 2829.40 2835.40 -29.00 0 125 +0
Dec18 180130 2840.80 2840.80 2834.80 2840.80 -29.00 0 300 +0
Total Volume and Open Interest 4,757 77,074 +1,828
S & P 500 E-Mini(CME)
Mar18 180130 2853.25 2858.00 2818.50 2824.50 -29.00 1,286,287 3,331,783 -5,278
Jun18 180130 2860.00 2862.25 2823.25 2829.25 -29.00 4,612 75,263 +753
Sep18 180130 2867.00 2868.00 2830.00 2835.50 -29.00 409 11,197 +245
Dec18 180130 2859.25 2870.50 2838.00 2840.75 -29.00 114 23,444 +6
Total Volume and Open Interest 1,291,423 3,441,716 -4,273
NASDAQ 100 E-Mini(CME)
Mar18 180130 6991.50 7006.50 6902.75 6941.50 -51.00 326,274 262,446 -5,872
Jun18 180130 7025.00 7030.25 6929.50 6966.50 -51.00 491 1,848 +15
Sep18 180130 6984.50 7008.75 6961.25 6993.00 -51.00 0 128 +0
Total Volume and Open Interest 326,765 264,429 -5,857
S&P Midcap 400(CME) e-Mini
Mar18 180130 1979.00 1982.40 1955.20 1959.20 -20.50 10,820 89,696 -27
Jun18 180130 1963.10 1970.80 1962.00 1964.80 -20.50 3 9 +1
Sep18 180130 1962.20 1962.20 1962.20 1962.20 -20.50      
Total Volume and Open Interest 10,823 89,705 -26
Volatility Index(CBOE)
Jan18 180117 11.80 11.95 11.40 11.95 +0.17 7,465 134,721 -18,209
Feb18 180130 13.55 14.66 13.50 13.98 +0.45 101,332 316,392 -16,854
Mar18 180130 13.85 14.55 13.79 14.08 +0.25 59,429 148,406 +4,676
Apr18 180130 14.30 14.90 14.28 14.48 +0.20 19,626 55,695 -212
Total Volume and Open Interest 203,909 628,242 -8,417
S & P 600(CME)
Mar18 180130 965.00 965.00 965.00 965.00 -10.00      
Jun18 180130 962.40 962.40 962.40 962.40 -10.00      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Mar18 180130 1599.00 1599.40 1579.40 1586.10 -11.60 12,614 23,605 +53
Jun18 180130 1591.60 1593.00 1589.30 1589.60 -11.60 4 20 +0
Total Volume and Open Interest 12,618 23,625 +53
Nikkei 225(CME)
Mar18 180130 23570 23610 23115 23215 -340 15,884 50,122 -282
Jun18 180130 23220 23505 23030 23125 -335 13 63 +7
Total Volume and Open Interest 15,897 50,185 -275
Nikkei 225(SGX)
Mar18 180130 23615 23640 23210 23280 -320 114,064 178,728 +1,260
Jun18 180130 23375 23375 23060 23120 -330 11 1,367 +1
Sep18 180130 23100 23100 23100 23100 -320 0 2 +0
Total Volume and Open Interest 114,075 191,729 +469
Nikkei 225 Mini(JPX)
Mar18 180130 23630 23635 23210 23260 -350 1,225,986 550,931 +39,082
Jun18 180130 23460 23470 23050 23110 -350 28,091 20,056 +4,339
Sep18 180130 23430 23430 23010 23060 -350 422 1,166 +203
Total Volume and Open Interest 1,320,203 738,698 +53,070
Nikkei 225(JPX)
Mar18 180130 23630 23640 23210 23260 -350 95,512 321,832 +5,068
Jun18 180130 23460 23460 23050 23110 -350 1,400 25,315 +6,737
Sep18 180130 23300 23330 23060 23060 -350 11 2,547 +4
Total Volume and Open Interest 96,952 430,549 +11,571
Nikkei 225(CME) Yen
Mar18 180130 23545 23585 23095 23190 -345 47,202 67,881 +1,034
Jun18 180130 23130 23415 22940 23025 -345 8 43 +0
Sep18 180130 22985 22985 22985 22985 -345      
Total Volume and Open Interest 47,210 67,924 +1,034
Nikkei 225(CME) e-Mini Yen
Mar18 180130 23200 23550 23110 23190 -350 6 14 +1
Jun18 180130 23030 23030 23030 23030 -340      
Sep18 180130 22990 22990 22990 22990 -340      
Total Volume and Open Interest 6 14 +1
CAC 40(EURONEXT)
Feb18 180130 5496.0 5517.5 5462.5 5472.0 -47.5 62,240 327,820 -7,659
Mar18 180130 5491.5 5513.0 5464.0 5470.5 -47.5 301 29,242 -696
Apr18 180130 5452.5 5452.5 5452.5 5452.5 -48.0      
Total Volume and Open Interest 62,541 382,567 -8,355
Hang Seng Index(HKFE)
Jan18 180130 32898 32982 32653 32727 -173 263,808 75,157 -39,864
Feb18 180130 32860 32972 32439 32655 -205 85,832 94,634 +42,920
Mar18 180130 32887 32960 32449 32658 -206 2,447 12,060 +71
Total Volume and Open Interest 353,193 185,743 +3,074
DAX(EUREX)
Mar18 180130 13233.0 13307.5 13166.5 13198.0 -119.0 63,961 139,404 -1,358
Jun18 180130 13249.0 13318.5 13199.0 13219.0 -118.5 70 3,481 +126
Sep18 180130 13276.0 13277.0 13210.0 13210.0 -116.0 6 66 +24
Total Volume and Open Interest 64,037 142,951 -1,208
Mini-DAX(EUREX)
Mar18 180130 13235.0 13307.0 13166.0 13198.0 -119.0 20,403 16,029 +156
Jun18 180130 13235.0 13324.0 13198.0 13219.0 -118.5 26 1,123 +1
Sep18 180130 13239.0 13300.0 13210.0 13210.0 -116.0 4 25 +2
Total Volume and Open Interest 20,433 17,177 +159
DJ EuroSTOXX 50(EUREX)
Mar18 180130 3620 3627 3593 3603 -31 1,099,193 3,444,801 -29,346
Jun18 180130 3538 3541 3510 3519 -31 3,196 111,156 +6
Sep18 180130 3522 3522 3509 3509 -31 3 111 +97
Total Volume and Open Interest 1,102,392 3,561,595 -29,243
Swiss Market Index(EUREX)
Mar18 180130 9331 9403 9292 9348 -20 28,960 232,129 -689
Jun18 180130 9206 9220 9150 9185 -21 504 19,111 +386
Sep18 180130 9124 9156 9124 9156 -20 0 57 +0
Total Volume and Open Interest 29,464 251,297 -303
FT-SE 100(EURONEXT)
Mar18 180130 7606.50 7606.50 7519.50 7542.50 -74.00 84,043 657,266 -986
Jun18 180130 7515.00 7515.00 7463.00 7463.00 -74.00 80 7,817 +0
Sep18 180130 7401.00 7401.00 7401.00 7401.00 -74.00 0 17 +0
Total Volume and Open Interest 84,123 665,100 -986
SPI 200(SFE)
Mar18 180130 6008.0 6020.0 5958.0 5960.0 -50.0 32,757 299,463 -1,201
Jun18 180130 5980.0 5980.0 5948.0 5948.0 -51.0 2 3,548 +1
Sep18 180130 5893.0 5893.0 5893.0 5893.0 -51.0 0 2,598 +0
Total Volume and Open Interest 33,726 307,827 -271
FTSE MIB(ISE)
Mar18 180130 23685.00 23800.00 23400.00 23505.00 -280.00 15,632 37,154 -245
Jun18 180130 23305.00 23305.00 22945.00 23030.00 -278.00 25 84 +0
Sep18 180130 22925.00 22925.00 22925.00 22925.00 -278.00 0 2 +0
Total Volume and Open Interest 15,657 37,240 -245
KOSPI 200(KFE)
Mar18 180130 334.35 335.20 334.35 334.40 -4.60 167,791 270,612 -1,325
Jun18 180130 335.55 335.55 335.30 335.30 -4.50 405 19,345 +8
Sep18 180130 339.90 339.90 336.25 336.30 -4.35 7 4,127 +53
Total Volume and Open Interest 168,203 344,940 -1,322
GSCI(CME)
Feb18 180130 459.25 459.25 454.90 456.55 -3.75 143 14,211 -110
Mar18 180130 457.75 457.75 456.70 457.75 -3.75 125 140 +125
Apr18 180130 455.55 455.55 455.55 455.55 -3.75      
Total Volume and Open Interest 268 14,351 +15
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

Main Menu

MRCI Online

Free Links

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