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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon January 04, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan16 160104 870.75 873.50 861.75 864.50 -6.75 34,292 18,252 -9,744
Mar16 160104 863.00 867.00 853.25 856.00 -8.25 98,488 309,307 +6,300
May16 160104 868.25 872.00 858.00 860.75 -8.75 22,250 117,218 +1,340
Jul16 160104 875.75 879.00 865.50 867.75 -9.00 14,408 97,408 +630
Aug16 160104 875.50 875.75 868.25 870.50 -9.00 576 12,528 +65
Sep16 160104 881.25 881.25 868.00 870.00 -9.50 344 3,567 +77
Nov16 160104 881.50 884.75 870.75 872.75 -10.00 3,201 81,475 -312
Jan17 160104 883.00 883.75 878.00 878.50 -10.00 161 678 +23
Mar17 160104 885.50 885.50 882.00 882.25 -9.50 101 1,496 -34
May17 160104 895.00 895.00 884.00 886.25 -9.50 43 863 +14
Jul17 160104 890.00 891.75 890.00 891.75 -9.75 24 975 -6
Aug17 160104 889.50 889.50 889.50 889.50 -9.75 0 40 +0
Sep17 160104 884.25 884.25 884.25 884.25 -9.75 0 24 +0
Nov17 160104 890.25 890.25 881.75 881.75 -10.00 22 1,166 +2
Total Volume and Open Interest 173,910 645,012 -1,645
Soybean Meal(CBOT)
Jan16 160104 264.10 265.30 262.80 263.20 -1.10 11,872 5,374 -3,393
Mar16 160104 265.50 267.00 263.80 264.40 -1.10 34,170 186,890 +3,534
May16 160104 269.10 270.20 267.00 267.50 -1.50 7,228 72,405 -122
Jul16 160104 272.50 273.70 270.50 270.80 -1.70 5,084 55,123 +361
Aug16 160104 275.20 275.30 272.10 272.50 -1.70 511 16,500 +16
Sep16 160104 276.70 276.80 273.90 273.90 -1.80 676 13,930 +75
Oct16 160104 276.60 276.60 274.30 274.60 -1.90 301 10,887 +44
Dec16 160104 278.90 278.90 275.80 276.00 -2.00 958 33,775 -2
Jan17 160104 277.80 277.80 277.30 277.30 -2.10 10 1,646 +2
Mar17 160104 280.00 280.20 278.60 278.60 -1.70 36 2,184 -9
Total Volume and Open Interest 61,060 400,946 +574
Soybean Oil(CBOT)
Jan16 160104 30.47 30.59 29.63 29.93 -0.62 20,810 5,906 -5,023
Mar16 160104 30.69 30.80 29.79 30.12 -0.63 45,562 173,548 +1,382
May16 160104 30.90 30.99 30.00 30.34 -0.62 7,254 82,915 +949
Jul16 160104 31.12 31.18 30.24 30.57 -0.61 4,403 57,355 +278
Aug16 160104 31.16 31.17 30.29 30.62 -0.59 468 9,169 -16
Sep16 160104 31.20 31.29 30.36 30.65 -0.57 508 9,217 +52
Oct16 160104 31.14 31.17 30.33 30.62 -0.58 234 8,804 -19
Dec16 160104 31.20 31.25 30.35 30.67 -0.57 1,270 31,375 +187
Jan17 160104 31.20 31.20 30.60 30.90 -0.59 50 1,918 +2
Mar17 160104 30.87 31.11 30.87 31.11 -0.58 28 1,743 +1
Total Volume and Open Interest 80,640 384,630 -2,218
Canola(WCE)
Jan16 160104 473.8 473.8 473.8 473.8 -2.7 3,094 2,172 -2,850
Mar16 160104 485.8 485.9 480.0 481.9 -4.6 11,350 135,302 +3,807
May16 160104 489.6 491.1 485.7 487.2 -3.4 2,142 15,466 +246
Jul16 160104 488.5 493.6 488.5 489.9 -2.1 1,283 17,151 +25
Nov16 160104 485.0 490.8 485.0 486.5 -1.9 382 13,632 +5
Total Volume and Open Interest 18,289 184,458 +1,261
Corn(CBOT)
Mar16 160104 359.50 360.00 350.50 351.50 -7.25 102,103 709,297 +4,888
May16 160104 365.00 365.75 356.75 357.50 -7.00 25,366 204,585 -502
Jul16 160104 371.75 372.00 363.00 363.75 -6.75 17,444 175,287 +937
Sep16 160104 375.50 375.50 368.50 369.00 -6.25 2,293 73,789 +502
Dec16 160104 384.00 384.00 376.25 377.00 -6.00 5,396 141,468 +568
Mar17 160104 392.50 392.50 386.50 387.00 -6.00 114 8,799 +18
May17 160104 398.25 398.25 393.50 393.50 -5.75 31 2,050 +17
Jul17 160104 402.25 402.25 398.00 398.50 -5.00 18 2,700 -1
Sep17 160104 397.75 397.75 394.50 394.50 -5.00 0 1,283 +0
Dec17 160104 397.75 398.50 394.00 394.75 -4.00 94 4,370 +4
Total Volume and Open Interest 152,896 1,324,266 +6,452
Wheat(CBOT)
Mar16 160104 472.75 473.50 456.00 458.25 -11.75 41,223 219,022 +4,221
May16 160104 479.00 479.25 462.75 464.50 -12.00 6,053 51,632 -45
Jul16 160104 486.00 486.00 470.50 472.25 -11.00 5,848 57,992 -188
Sep16 160104 492.00 492.75 480.25 482.00 -10.25 343 12,195 +80
Dec16 160104 509.00 509.00 495.00 496.50 -11.00 801 21,966 +178
Mar17 160104 510.00 510.25 507.75 509.00 -10.25 1 2,143 +1
Total Volume and Open Interest 54,270 365,072 +4,247
Wheat(KCBT)
Mar16 160104 468.50 469.25 451.75 454.25 -14.25 9,633 104,733 +951
May16 160104 476.75 476.75 462.50 464.50 -14.25 1,187 22,401 -57
Jul16 160104 486.25 486.25 472.50 475.00 -13.75 2,459 42,741 -832
Sep16 160104 498.75 500.00 487.50 489.75 -13.25 424 7,065 +100
Dec16 160104 519.50 519.50 509.25 511.50 -12.25 676 12,206 +300
Mar17 160104 534.50 534.50 524.50 526.50 -12.00 203 1,505 +124
Total Volume and Open Interest 14,583 190,909 +586
Wheat(MGE)
Mar16 160104 493.75 495.00 482.25 484.75 -8.50 2,838 32,906 +61
May16 160104 501.00 501.00 492.25 494.25 -7.75 783 13,832 -33
Jul16 160104 511.25 511.25 503.25 504.75 -7.75 397 11,654 +125
Sep16 160104 523.50 523.50 516.00 517.75 -6.50 216 6,101 +7
Dec16 160104 540.00 540.00 532.50 534.25 -6.25 272 4,754 +133
Total Volume and Open Interest 4,514 69,661 +295
Oats(CBOT)
Mar16 160104 217.00 219.00 205.25 210.50 -6.75 310 7,218 -18
May16 160104 218.25 218.25 207.50 211.50 -8.00 24 1,445 +22
Jul16 160104 220.00 220.00 212.50 216.25 -7.25 1 428 -1
Sep16 160104 230.00 230.00 221.75 221.75 -8.50 1 10 +0
Total Volume and Open Interest 336 9,217 +3
Rough Rice(CBOT)
Jan16 160104 11.57 11.61 11.50 11.51 -0.05 1,089 1,155 -434
Mar16 160104 11.82 11.88 11.69 11.77 -0.06 1,470 9,702 +622
May16 160104 12.03 12.06 12.03 12.06 -0.06 22 2,587 +5
Jul16 160104 12.33 12.33 12.33 12.33 -0.06 1 920 +0
Total Volume and Open Interest 2,598 14,463 +188
Live Cattle(CME)
Feb16 160104 135.575 137.650 134.500 136.435 -0.365 24,063 103,097 -2,721
Apr16 160104 136.900 138.550 135.825 137.435 -0.550 11,904 71,301 +2,107
Jun16 160104 126.980 128.575 125.680 127.450 -0.350 5,140 51,913 +449
Aug16 160104 123.000 124.650 121.980 123.730 +0.050 2,145 18,405 +418
Oct16 160104 124.100 125.480 123.400 124.600 -0.200 1,256 9,851 +307
Dec16 160104 124.150 125.450 123.600 124.680 +0.045 604 6,554 +114
Total Volume and Open Interest 45,467 263,398 +580
Feeder Cattle(CME)
Jan16 160104 166.250 169.100 164.035 167.630 +0.730 2,149 7,136 -329
Mar16 160104 162.950 166.130 160.650 164.685 +1.035 4,490 14,008 -76
Apr16 160104 163.100 165.800 161.035 164.485 +0.950 987 3,511 +189
May16 160104 163.035 165.735 161.550 164.235 +0.385 929 5,100 +68
Aug16 160104 164.300 167.000 163.080 165.800 +0.515 643 3,854 +157
Sep16 160104 161.300 164.785 161.250 163.800 +0.500 72 451 +30
Oct16 160104 161.100 162.000 161.000 161.235 +1.035 31 270 +2
Total Volume and Open Interest 9,310 34,603 +43
Lean Hogs(CME)
Feb16 160104 59.880 60.035 58.080 59.430 -0.370 10,532 72,614 -1,201
Apr16 160104 65.885 66.000 64.500 65.450 -0.500 5,237 41,471 -58
May16 160104 72.330 74.000 72.330 73.500 -0.150 22 941 +0
Jun16 160104 77.785 78.230 76.430 77.785 -0.215 1,870 24,912 +64
Jul16 160104 77.500 78.050 76.400 77.730 -0.120 666 7,962 -1
Aug16 160104 76.900 77.400 75.680 77.150 +0.170 564 8,042 +162
Oct16 160104 65.150 66.250 64.650 65.930 +0.330 508 5,461 +1
Dec16 160104 61.400 62.150 60.400 61.880 +0.480 450 3,989 +218
Total Volume and Open Interest 20,072 165,798 -658
Class III Milk(CME)
Dec15 151229 14.48 14.48 14.46 14.47 unch 164 3,904 -70
Jan16 160104 13.59 13.78 13.54 13.56 unch 144 4,085 -21
Feb16 160104 13.75 13.95 13.65 13.68 -0.07 198 4,321 +83
Mar16 160104 14.34 14.42 14.06 14.08 -0.10 72 3,510 +39
Apr16 160104 14.66 14.70 14.42 14.44 -0.10 39 2,811 +0
May16 160104 14.94 14.95 14.78 14.81 -0.04 54 2,677 +32
Jun16 160104 15.23 15.25 15.11 15.15 -0.05 46 2,414 +11
Jul16 160104 15.65 15.65 15.56 15.56 -0.09 40 2,018 +21
Aug16 160104 16.10 16.11 16.04 16.04 -0.07 13 1,855 +4
Sep16 160104 16.34 16.34 16.33 16.33 -0.02 24 1,836 +13
Oct16 160104 16.42 16.43 16.37 16.37 -0.03 52 1,478 +17
Nov16 160104 16.30 16.30 16.29 16.29 unch 32 1,347 +16
Dec16 160104 16.21 16.21 16.14 16.14 -0.07 38 1,281 +14
Total Volume and Open Interest 811 30,042 +233
Cocoa(ICE)
Mar16 160104 3214 3219 3119 3124 -87 8,477 95,974 -857
May16 160104 3212 3215 3121 3124 -83 2,763 45,022 +137
Jul16 160104 3206 3211 3119 3122 -81 745 23,953 +201
Sep16 160104 3199 3199 3113 3116 -82 191 18,767 +30
Dec16 160104 3179 3179 3096 3097 -83 54 11,138 +40
Mar17 160104 3154 3154 3073 3073 -82 41 19,736 +12
May17 160104 3101 3101 3065 3065 -83 1 1,542 -1
Total Volume and Open Interest 12,272 221,366 -438
Coffee "C"(ICE)
Mar16 160104 126.15 126.30 122.05 123.90 -2.80 11,477 87,757 -970
May16 160104 128.20 128.25 124.20 126.00 -2.80 2,542 34,072 +256
Jul16 160104 130.20 130.20 126.10 127.95 -2.80 598 19,675 +135
Sep16 160104 132.00 132.00 127.95 129.65 -2.90 183 10,354 +10
Dec16 160104 134.50 134.50 130.40 132.00 -3.05 190 12,920 +48
Mar17 160104 137.25 137.25 132.70 134.20 -3.10 40 3,282 -36
Total Volume and Open Interest 15,104 171,784 -580
Orange Juice(ICE)
Jan16 160104 140.00 144.00 140.00 143.60 +3.60 341 626 -243
Mar16 160104 144.80 146.75 142.55 145.75 +1.10 1,080 11,472 +36
May16 160104 146.35 146.35 142.75 145.40 +0.80 35 1,403 +23
Jul16 160104 146.20 146.20 146.20 146.20 +1.70 0 461 +0
Sep16 160104 146.60 146.60 146.60 146.60 +1.70 0 88 +0
Nov16 160104 146.60 146.60 146.60 146.60 +1.70 0 4 +0
Total Volume and Open Interest 1,456 14,057 -184
Sugar #11(ICE)
Mar16 160104 15.18 15.24 14.80 14.97 -0.27 41,708 390,010 +6,084
May16 160104 14.85 14.90 14.47 14.65 -0.27 8,274 183,306 +93
Jul16 160104 14.60 14.62 14.20 14.39 -0.25 4,824 133,261 +1,187
Oct16 160104 14.62 14.68 14.25 14.45 -0.23 2,140 74,462 +102
Mar17 160104 15.03 15.10 14.70 14.89 -0.21 642 45,011 +339
May17 160104 14.80 14.82 14.54 14.67 -0.20 347 9,316 +283
Jul17 160104 14.57 14.57 14.30 14.43 -0.18 747 14,638 +659
Oct17 160104 14.49 14.49 14.25 14.37 -0.17 315 11,358 +184
Total Volume and Open Interest 59,133 868,955 +8,997
London Cocoa(LCE)
Mar16 160104 2257 2258 2207 2209 -53 5,632 85,398 -145
May16 160104 2245 2250 2202 2203 -52 2,401 34,933 +720
Jul16 160104 2244 2246 2198 2199 -53 1,874 42,197 +633
Sep16 160104 2233 2237 2191 2192 -51 362 36,345 +53
Dec16 160104 2202 2203 2163 2163 -49 105 24,435 +15
Mar17 160104 2175 2175 2136 2136 -47 70 28,587 +9
May17 160104 2132 2132 2132 2132 -47 0 557 +0
Total Volume and Open Interest 10,444 252,595 +1,285
London Sugar(LCE)
Mar16 160104 421.20 422.70 413.40 419.20 -3.00 3,879 42,071 -124
May16 160104 416.40 417.80 409.20 413.90 -3.90 1,121 20,185 -6
Aug16 160104 410.70 412.20 404.10 407.90 -4.20 308 10,726 +69
Oct16 160104 406.80 407.80 400.50 404.10 -4.20 190 6,183 +26
Dec16 160104 407.90 407.90 401.00 404.30 -4.50 58 2,101 -28
Total Volume and Open Interest 5,586 83,424 -78
Cotton(ICE)
Mar16 160104 63.28 63.55 62.51 62.61 -0.67 5,906 124,780 +1,190
May16 160104 64.17 64.30 63.35 63.47 -0.64 1,117 31,751 +280
Jul16 160104 64.83 64.92 64.05 64.21 -0.58 368 16,806 +229
Oct16 160104 63.93 63.93 63.93 63.93 -0.48 0 3 +0
Dec16 160104 64.75 64.75 64.09 64.30 -0.42 80 11,221 +63
Mar17 160104 64.90 64.90 64.90 64.90 -0.09 0 431 +0
Total Volume and Open Interest 7,471 185,152 +1,762
Lumber(CME)
Jan16 160104 256.2 256.4 254.2 254.4 -3.2 78 724 -26
Mar16 160104 254.9 255.1 252.8 253.0 -3.1 269 2,663 +41
May16 160104 255.0 255.0 252.6 252.8 -3.1 124 538 +105
Jul16 160104 258.1 258.1 255.3 256.5 -4.6 0 32 +0
Total Volume and Open Interest 471 3,965 +120
Crude Oil(NYM)
Feb16 160104 37.60 38.39 36.33 36.76 -0.28 267,912 436,421 -6,650
Mar16 160104 38.75 39.53 37.51 37.95 -0.22 59,446 271,430 +3,643
Apr16 160104 39.57 40.50 38.51 38.93 -0.20 24,491 114,320 -1,214
May16 160104 40.96 41.35 39.40 39.80 -0.18 11,098 76,987 +93
Jun16 160104 41.15 42.07 40.15 40.55 -0.16 14,167 140,535 +22
Jul16 160104 42.31 42.64 40.83 41.19 -0.14 3,479 41,485 +547
Aug16 160104 42.08 43.12 41.40 41.76 -0.12 1,836 31,618 +677
Sep16 160104 43.22 43.64 41.96 42.28 -0.12 4,158 61,166 +228
Oct16 160104 43.44 44.07 42.73 42.75 -0.12 1,250 30,078 +73
Nov16 160104 43.96 43.96 43.21 43.23 -0.11 1,736 25,482 +840
Dec16 160104 44.28 45.05 43.24 43.73 -0.10 10,011 164,361 +596
Jan17 160104 45.14 45.35 43.97 44.12 -0.09 792 23,631 +313
Feb17 160104 44.81 45.14 44.10 44.50 -0.09 1,360 9,474 -106
Mar17 160104 45.51 45.51 44.34 44.88 -0.09 374 11,649 +61
Apr17 160104 45.24 45.24 45.24 45.24 -0.09 134 6,193 +42
May17 160104 45.57 45.57 45.57 45.57 -0.08 68 5,234 +23
Total Volume and Open Interest 411,177 1,649,900 +996
e-miNY Crude Oil(NYM)
Feb16 160104 37.475 38.375 36.325 36.750 -0.300 6,980 3,270 +4
Mar16 160104 38.675 39.525 37.525 37.950 -0.225 409 1,107 -57
Apr16 160104 39.325 40.500 38.575 38.925 -0.200 150 339 +25
May16 160104 40.400 41.150 39.800 39.800 -0.175 26 445 +25
Jun16 160104 41.400 41.400 40.275 40.550 -0.150 1 46 +0
Jul16 160104 41.300 41.300 41.200 41.200 -0.125 0 7 +0
Aug16 160104 41.750 41.750 41.750 41.750 -0.125 0 3 +0
Sep16 160104 42.275 42.275 42.275 42.275 -0.125 0 7 +0
Oct16 160104 42.975 42.975 42.750 42.750 -0.125 0 2 +0
Nov16 160104 43.225 43.225 43.225 43.225 -0.125 0 1 +0
Total Volume and Open Interest 7,569 5,703 -4
NY Harbor ULSD(NYM)
Feb16 160104 113.75 118.27 111.25 112.64 +0.25 48,129 95,735 -582
Mar16 160104 116.84 120.36 113.71 114.90 +0.01 14,672 61,048 +1,037
Apr16 160104 118.06 121.82 115.58 116.44 -0.29 8,029 36,969 -87
May16 160104 121.45 123.85 117.65 118.48 -0.53 4,381 25,313 -131
Jun16 160104 123.59 126.12 120.16 121.03 -0.51 6,997 32,154 +446
Jul16 160104 126.45 128.17 122.97 123.66 -0.51 1,111 11,201 +139
Aug16 160104 127.13 130.10 125.36 126.04 -0.53 818 8,255 +20
Sep16 160104 128.14 132.65 127.50 128.27 -0.53 1,626 9,207 +444
Oct16 160104 132.70 134.73 129.78 130.59 -0.50 856 4,517 +17
Nov16 160104 134.69 136.57 132.37 132.68 -0.45 846 4,773 -16
Dec16 160104 137.34 139.12 133.66 134.64 -0.40 2,285 29,324 +23
Jan17 160104 139.74 139.74 136.25 136.62 -0.40 878 5,775 +407
Feb17 160104 138.65 139.90 136.76 138.22 -0.43 289 1,331 +167
Mar17 160104 139.75 139.75 139.17 139.17 -0.43 95 1,186 +3
Total Volume and Open Interest 106,999 338,714 -4,746
RBOB Gasoline(NYM)
Feb16 160104 127.51 133.79 125.79 129.07 +1.97 41,547 111,983 -210
Mar16 160104 131.50 136.17 128.56 131.71 +1.89 12,054 56,558 +48
Apr16 160104 152.59 156.95 149.75 152.75 +1.65 6,380 36,436 +282
May16 160104 153.70 157.82 151.08 153.90 +1.65 4,615 30,512 -485
Jun16 160104 153.37 157.23 150.80 153.52 +1.61 4,631 30,573 +312
Jul16 160104 151.71 155.77 150.92 151.96 +1.57 1,952 14,129 +113
Aug16 160104 149.95 153.18 149.61 149.61 +1.50 1,405 10,877 +97
Sep16 160104 145.81 150.00 145.81 146.60 +1.44 1,786 16,585 +244
Oct16 160104 130.95 134.99 130.62 131.62 +1.27 524 7,976 +109
Nov16 160104 128.25 128.25 128.25 128.25 +1.11 327 2,930 +23
Total Volume and Open Interest 90,701 354,042 -6,810
e-miNY RBOB Gasoline(NYM)
Feb16 160104 129.10 129.10 129.07 129.10 +2.00      
Mar16 160104 131.70 131.71 131.70 131.70 +1.90      
Apr16 160104 152.80 152.80 152.75 152.80 +1.70      
May16 160104 153.90 153.90 153.90 153.90 +1.60      
Total Volume and Open Interest      
Natural Gas(NYM)
Feb16 160104 2.366 2.375 2.239 2.334 -0.003 134,926 252,085 -18,204
Mar16 160104 2.389 2.393 2.277 2.350 -0.013 50,828 211,014 +695
Apr16 160104 2.413 2.413 2.309 2.373 -0.014 39,388 102,646 -3,495
May16 160104 2.447 2.447 2.344 2.410 -0.014 14,077 67,861 +79
Jun16 160104 2.489 2.489 2.396 2.453 -0.015 10,151 36,159 -750
Jul16 160104 2.522 2.534 2.436 2.493 -0.016 8,184 29,038 +106
Aug16 160104 2.526 2.545 2.451 2.507 -0.016 3,989 23,314 +59
Sep16 160104 2.522 2.542 2.452 2.505 -0.016 3,724 43,359 -1,652
Oct16 160104 2.543 2.566 2.486 2.533 -0.012 8,925 61,140 +1,218
Nov16 160104 2.619 2.635 2.568 2.608 -0.008 2,705 15,336 +382
Dec16 160104 2.775 2.787 2.728 2.761 -0.005 2,464 16,524 -1,118
Jan17 160104 2.846 2.890 2.838 2.868 -0.004 4,147 26,294 -1,128
Feb17 160104 2.831 2.881 2.831 2.861 -0.003 153 5,876 +39
Mar17 160104 2.793 2.834 2.764 2.824 -0.004 1,367 13,058 +134
Apr17 160104 2.626 2.679 2.587 2.650 -0.009 1,334 11,598 +335
May17 160104 2.657 2.657 2.657 2.657 -0.010 3 3,157 +1
Total Volume and Open Interest 286,526 959,525 -23,221
Brent Crude Oil(ICE)
Feb16 160104 37.85 38.99 36.77 37.22 -0.06 173,512 288,765 -29,871
Mar16 160104 37.96 39.30 37.15 37.60 -0.07 112,052 418,671 -5,743
Apr16 160104 39.14 40.11 37.98 38.47 -0.06 48,811 206,795 +7,377
May16 160104 40.05 40.94 38.84 39.33 -0.07 21,535 121,564 -292
Jun16 160104 40.92 41.74 39.66 40.18 -0.08 29,571 172,585 +1,859
Jul16 160104 41.69 42.46 40.46 40.98 -0.09 10,440 74,108 +2,669
Aug16 160104 42.48 43.17 41.18 41.71 -0.10 4,643 50,754 +295
Sep16 160104 43.29 43.83 41.84 42.40 -0.11 6,740 50,849 +939
Oct16 160104 43.83 44.43 42.48 43.03 -0.12 2,248 34,201 +193
Nov16 160104 44.30 44.30 43.62 43.65 -0.13 2,083 28,475 +12
Dec16 160104 44.79 45.62 43.68 44.26 -0.14 20,354 208,271 +1,743
Jan17 160104 45.06 45.06 44.74 44.80 -0.16 1,504 27,957 +351
Feb17 160104 45.34 45.34 45.34 45.34 -0.17 429 31,156 +15
Mar17 160104 45.87 45.87 45.87 45.87 -0.18 819 27,653 +286
Total Volume and Open Interest 450,999 2,040,252 -19,156
Gas Oil(ICE)
Jan16 160104 333.75 346.00 325.75 328.00 +1.75 24,224 81,470 -194
Feb16 160104 342.25 354.25 334.50 336.50 +2.25 39,108 143,679 +5,287
Mar16 160104 354.00 362.25 343.25 345.25 +3.00 14,116 60,415 +911
Apr16 160104 362.00 369.50 351.25 353.00 +3.25 4,600 39,853 +179
May16 160104 369.00 376.00 358.75 360.00 +3.25 3,621 40,349 -272
Jun16 160104 375.25 381.75 364.75 366.25 +3.00 7,674 60,733 +548
Jul16 160104 382.00 388.25 372.25 373.00 +3.25 947 20,470 +79
Aug16 160104 387.75 394.25 378.50 379.50 +3.25 407 13,950 +84
Sep16 160104 394.75 400.25 384.50 385.75 +3.25 699 17,552 +302
Oct16 160104 399.50 407.00 391.00 392.75 +3.25 474 15,819 +68
Total Volume and Open Interest 105,121 694,867 +6,328
Ethanol(CBOT)
Jan16 160104 1.377 1.377 1.349 1.365 -0.035 122 116 -96
Feb16 160104 1.424 1.427 1.370 1.382 -0.034 194 1,735 +13
Mar16 160104 1.444 1.445 1.392 1.404 -0.032 31 663 +4
Apr16 160104 1.425 1.425 1.413 1.420 -0.035 61 633 -1
May16 160104 1.433 1.433 1.433 1.433 -0.036 4 296 +0
Jun16 160104 1.431 1.431 1.431 1.431 -0.036 0 229 +0
Jul16 160104 1.420 1.425 1.420 1.425 -0.036 0 63 +0
Aug16 160104 1.420 1.420 1.420 1.420 -0.036 0 61 +0
Total Volume and Open Interest 412 3,958 -80
WTI Crude Oil(ICE)
Feb16 160104 37.25 38.38 36.33 36.76 -0.28 25,945 82,369 +1,184
Mar16 160104 39.04 39.52 37.50 37.95 -0.22 14,074 84,965 +2,446
Apr16 160104 40.00 40.48 38.65 38.93 -0.20 10,706 27,562 -143
May16 160104 40.66 41.33 39.46 39.80 -0.18 4,876 8,300 -236
Jun16 160104 41.60 41.97 40.16 40.55 -0.16 4,390 43,508 +75
Jul16 160104 41.61 42.57 40.94 41.19 -0.14 829 5,028 -32
Aug16 160104 42.28 43.09 41.56 41.76 -0.12 359 6,484 +60
Sep16 160104 42.75 43.56 42.14 42.28 -0.12 937 10,002 -20
Oct16 160104 43.20 43.21 42.75 42.75 -0.12 103 2,979 +16
Nov16 160104 43.23 43.23 43.23 43.23 -0.11 105 7,070 +9
Dec16 160104 44.73 45.00 43.40 43.73 -0.10 1,770 56,192 -158
Jan17 160104 44.12 44.12 44.12 44.12 -0.09 1 4,683 +0
Feb17 160104 44.50 44.50 44.50 44.50 -0.09 0 1,700 +0
Mar17 160104 44.88 44.88 44.88 44.88 -0.09 1 3,122 +0
Apr17 160104 45.24 45.24 45.24 45.24 -0.09 0 1,471 +0
May17 160104 45.57 45.57 45.57 45.57 -0.08 0 1,104 +0
Total Volume and Open Interest 65,521 404,402 +2,977
US Dollar Index(ICE)
Mar16 160104 98.760 99.300 98.110 98.967 +0.222 9,825 63,271 +214
Jun16 160104 98.920 99.360 98.240 99.065 +0.225 129 1,200 +31
Sep16 160104 98.870 99.060 98.480 99.060 +0.195 46 234 +45
Total Volume and Open Interest 10,000 64,708 +290
Australian Dollar(CME)
Mar16 160104 72.69 72.75 71.31 71.58 -1.08 35,479 94,909 -2,756
Jun16 160104 72.27 72.42 71.04 71.29 -1.07 34 466 -6
Sep16 160104 71.02 71.02 71.02 71.02 -1.07 0 29 +0
Total Volume and Open Interest 35,513 95,412 -2,762
British Pound(CME)
Mar16 160104 147.36 148.18 146.65 147.13 -0.21 40,280 204,485 +1,001
Jun16 160104 147.00 148.22 146.71 147.18 -0.21 17 478 +5
Sep16 160104 147.28 148.27 147.00 147.28 -0.20 0 31 +0
Total Volume and Open Interest 40,297 205,044 +1,006
Canadian Dollar(CME)
Mar16 160104 72.16 72.25 71.52 71.67 -0.66 36,719 166,106 -3,534
Jun16 160104 72.02 72.11 71.56 71.70 -0.66 128 1,941 +102
Sep16 160104 71.70 71.83 71.65 71.76 -0.66 16 416 -9
Dec16 160104 71.84 71.84 71.84 71.84 -0.66 0 194 +0
Total Volume and Open Interest 36,863 168,696 -3,441
Japanese Yen(CME)
Mar16 160104 83.28 84.37 83.13 83.94 +0.61 50,986 197,172 +1,321
Jun16 160104 83.40 84.59 83.38 84.17 +0.60 143 873 +73
Sep16 160104 84.78 84.86 83.75 84.50 +0.60 2 131 +2
Total Volume and Open Interest 51,155 198,233 +1,408
Swiss Franc(CME)
Mar16 160104 100.32 101.07 99.66 100.08 -0.24 9,393 48,709 -230
Jun16 160104 101.25 101.49 100.13 100.53 -0.25 2 141 +0
Sep16 160104 101.57 101.98 100.94 101.08 -0.26 0 16 +0
Total Volume and Open Interest 9,395 48,884 -230
EuroFX(CME)
Mar16 160104 108.84 109.66 107.99 108.46 -0.40 97,167 395,583 -1,324
Jun16 160104 109.07 109.96 108.32 108.77 -0.40 79 2,401 +4
Sep16 160104 109.61 110.33 108.74 109.17 -0.41 2 537 +1
Total Volume and Open Interest 97,272 399,201 -1,296
Mexican Peso(CME)
Jan16 160104 578.00 578.00 578.00 578.00 -3.75 0 1 +0
Feb16 160104 575.25 575.25 575.25 575.25 -4.00      
Total Volume and Open Interest 23,811 143,036 +3,280
Brazilian Real(CME)
Feb16 160104 248.45 248.70 243.55 244.50 -4.50 1,374 9,814 +174
Mar16 160104 243.00 243.85 241.30 242.30 -4.60 155 5,749 -102
Apr16 160104 239.90 239.90 239.90 239.90 -5.70      
May16 160104 237.50 237.50 237.50 237.50 -5.75      
Total Volume and Open Interest 2,018 29,356 +23
30-Year T-Bonds(CBOT)
Mar16 160104 153~140 155~140 153~090 154~080 +0~160 148,904 504,199 -701
Jun16 160104 152~300 152~300 152~300 152~300 +0~160 1 12 +1
Sep16 160104 152~300 152~300 152~300 152~300 +0~160      
Total Volume and Open Interest 148,905 504,211 -700
10-Year T-Notes(CBOT)
Mar16 160104 125~280 126~180 125~245 126~050 +0~080 706,089 2,522,161 +40,836
Jun16 160104 125~155 125~170 125~155 125~170 +0~050 0 74 +0
Sep16 160104 124~260 124~260 124~260 124~260 +0~050      
Total Volume and Open Interest 706,089 2,522,235 +40,836
5-Year T-Notes(CBOT)
Mar16 160104 118~112 118~220 118~084 118~150 +0~046 407,258 2,275,574 +11,063
Jun16 160104 117~314 117~314 117~314 117~314 +0~050      
Sep16 160104 117~164 117~164 117~164 117~164 +0~050      
Total Volume and Open Interest 415,404 2,311,937 +10,649
2 Year T-Notes(CBOT)
Mar16 160104 108~202 108~236 108~192 108~212 +0~014 162,904 1,015,426 +8,834
Jun16 160104 108~136 108~136 108~136 108~136 +0~014 0 1 +0
Sep16 160104 108~056 108~056 108~056 108~056 +0~014      
Total Volume and Open Interest 164,786 1,019,653 +2,426
Eurodollars(CME)
Mar16 160104 99.260 99.295 99.255 99.275 +0.010 109,294 1,286,749 +17,411
Jun16 160104 99.095 99.135 99.085 99.115 +0.015 106,074 1,157,305 +7,622
Sep16 160104 98.930 98.980 98.920 98.955 +0.020 109,208 1,130,782 +8,620
Dec16 160104 98.765 98.815 98.750 98.790 +0.020 139,256 1,306,915 +7,682
Mar17 160104 98.615 98.670 98.600 98.645 +0.025 119,697 844,110 -6,692
Jun17 160104 98.460 98.525 98.455 98.500 +0.030 98,114 634,689 +1,571
Sep17 160104 98.335 98.405 98.325 98.375 +0.030 76,618 615,617 -1,016
Dec17 160104 98.215 98.290 98.205 98.260 +0.035 88,497 704,211 +4,161
Mar18 160104 98.125 98.200 98.110 98.170 +0.035 56,241 403,331 -4,110
Jun18 160104 98.040 98.120 98.025 98.085 +0.035 48,289 365,964 +371
Sep18 160104 97.960 98.045 97.950 98.010 +0.040 42,768 337,272 -1,034
Dec18 160104 97.880 97.970 97.870 97.930 +0.040 55,801 336,446 +5,891
Mar19 160104 97.815 97.910 97.810 97.870 +0.040 27,808 206,147 +1,006
Jun19 160104 97.750 97.850 97.745 97.805 +0.035 22,082 153,431 -1,495
Sep19 160104 97.685 97.790 97.685 97.745 +0.035 19,195 122,014 -942
Dec19 160104 97.630 97.730 97.625 97.685 +0.035 30,402 140,032 +8,384
Mar20 160104 97.575 97.680 97.575 97.635 +0.035 14,867 66,653 +1,622
Jun20 160104 97.525 97.630 97.525 97.580 +0.030 16,167 48,596 +52
Total Volume and Open Interest 1,230,074 10,326,370 +51,260
Ultra T-Bond(CBOT)
Mar16 160104 158~06 160~22 157~31 159~08 +0~18 53,436 612,596 +1,661
Jun16 160104 160~09 160~09 160~09 160~09 +1~05      
Sep16 160104 160~09 160~09 160~09 160~09 +1~05      
Total Volume and Open Interest 53,436 612,596 +1,661
30 Day Federal Funds(CBOT)
Jan16 160104 99.665 99.668 99.665 99.665 unch 5,180 157,609 -447
Feb16 160104 99.640 99.645 99.640 99.645 +0.005 5,931 141,375 +644
Mar16 160104 99.570 99.585 99.565 99.575 +0.005 3,020 33,894 -1,913
Apr16 160104 99.500 99.520 99.495 99.510 +0.005 4,440 86,358 +989
May16 160104 99.470 99.495 99.465 99.475 unch 3,130 62,328 -1,032
Jun16 160104 99.415 99.440 99.415 99.425 +0.005 948 23,595 -398
Total Volume and Open Interest 32,256 742,610 -5,261
3-Mth Euro-Yen(CME)
Mar16 160104 99.685 99.685 99.685 99.685 unch      
Jun16 160104 99.800 99.800 99.800 99.800 unch      
Sep16 160104 99.660 99.660 99.660 99.660 unch      
Dec16 160104 99.990 99.990 99.990 99.990 unch      
Mar17 160104 99.955 99.955 99.955 99.955 unch      
Jun17 160104 99.815 99.815 99.815 99.815 unch      
Sep17 160104 99.675 99.675 99.675 99.675 unch      
Dec17 160104 99.535 99.535 99.535 99.535 unch      
Mar18 160104 99.395 99.395 99.395 99.395 unch      
Jun18 160104 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar16 160104 99.68 99.68 99.68 99.68 unch      
Jun16 160104 99.80 99.80 99.80 99.80 unch      
Sep16 160104 99.66 99.66 99.66 99.66 unch      
Dec16 160104 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 160104 99.96 99.96 99.96 99.96 unch      
Jun17 160104 99.82 99.82 99.82 99.82 unch      
Sep17 160104 99.68 99.68 99.68 99.68 unch      
Dec17 160104 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 4 +0
Japanese Gov't Bonds(SGX)
Mar16 160104 149.06 149.15 149.00 149.14 +0.08 1,145 20,826 +104
Jun16 160104 148.58 148.58 148.58 148.58 +0.08      
Sep16 160104 148.02 148.02 148.02 148.02 +0.08      
Total Volume and Open Interest 1,145 20,826 +104
Euro-Bund(EUREX)
Mar16 160104 158.39 158.95 158.33 158.79 +0.87 275,441 1,109,233 -9,376
Jun16 160104 156.27 156.27 156.26 156.26 +0.85 13 941 +11
Sep16 160104 155.15 155.15 155.15 155.15 -0.26      
Total Volume and Open Interest 275,454 1,110,174 -9,365
Euro-Bobl(EUREX)
Mar16 160104 130.77 130.97 130.77 130.86 +0.19 179,954 900,621 -872
Jun16 160104 129.11 129.11 129.11 129.11 +0.19 0 45 +0
Sep16 160104 129.11 129.11 129.11 129.11 +0.19      
Total Volume and Open Interest 179,954 900,666 -872
3-Mth Euribor(EUREX)
Mar16 160104 100.165 100.165 100.165 100.165 unch 13 6,139 -2
Jun16 160104 100.195 100.195 100.195 100.195 +0.010 17 10,684 +0
Sep16 160104 100.190 100.200 100.190 100.200 +0.010 42 4,989 +0
Total Volume and Open Interest 156 71,129 -2
Long Gilt(LIFFE)
Mar16 160104 117~01 117~19 117~01 117~14 +0~21 101,076 401,132 -5,282
Jun16 160104 116~20 116~20 116~20 116~20 +0~21      
Total Volume and Open Interest 101,076 401,132 -5,282
3-Mth Short Sterling(LIFFE)
Mar16 160104 99.37 99.38 99.36 99.37 +0.01 20,292 375,054 -7,138
Jun16 160104 99.26 99.30 99.25 99.29 +0.03 37,770 479,553 -3,719
Sep16 160104 99.16 99.19 99.13 99.18 +0.05 51,466 335,926 -11,271
Dec16 160104 99.00 99.06 98.98 99.05 +0.07 33,525 411,066 -6,005
Mar17 160104 98.87 98.92 98.84 98.91 +0.07 31,913 391,105 -936
Jun17 160104 98.72 98.80 98.71 98.78 +0.08 27,105 295,958 -1,510
Total Volume and Open Interest 380,861 3,245,164 -40,724
3-Mth Euribor(LIFFE)
Mar16 160104 100.165 100.180 100.160 100.170 +0.005 33,927 453,127 -4,506
Jun16 160104 100.185 100.200 100.180 100.190 +0.010 13,280 400,892 -2,533
Sep16 160104 100.185 100.205 100.185 100.200 +0.015 13,931 348,575 -713
Total Volume and Open Interest 234,673 3,319,270 -10,860
3-Mth Aus T-Bills(SFE)
Mar16 160104 97.77 97.78 97.76 97.78 unch 13,135 220,719 -2,681
Jun16 160104 97.85 97.87 97.84 97.87 +0.02 21,030 222,726 +3,386
Sep16 160104 97.89 97.91 97.88 97.91 +0.03 11,337 146,470 +134
Dec16 160104 97.90 97.92 97.89 97.92 +0.03 6,372 111,676 -725
Mar17 160104 97.88 97.91 97.88 97.91 +0.03 5,647 78,912 +2,226
Jun17 160104 97.86 97.88 97.85 97.88 +0.03 2,384 46,856 +124
Sep17 160104 97.81 97.84 97.80 97.84 +0.03 1,182 38,926 +224
Dec17 160104 97.75 97.78 97.75 97.78 +0.03 396 22,237 +100
Mar18 160104 97.68 97.72 97.68 97.72 +0.03 568 5,404 +315
Jun18 160104 97.66 97.66 97.66 97.66 +0.03 161 6,496 +33
Total Volume and Open Interest 62,213 901,506 +3,136
10-Year Aus T-Bonds(SFE)
Mar16 160104 97.15 97.19 97.11 97.18 +0.06 45,487 713,817 -2,092
Jun16 160104 97.18 97.18 97.18 97.18 +0.06      
Total Volume and Open Interest 45,487 713,817 -2,092
3-Year Aus T-Bonds(SFE)
Mar16 160104 97.97 98.00 97.94 98.00 +0.04 71,493 714,748 -8,061
Jun16 160104 98.00 98.00 98.00 98.00 +0.04      
Total Volume and Open Interest 71,493 714,748 -8,061
Gold(CMX)
Feb16 160104 1061.5 1083.0 1061.0 1075.2 +15.0 98,711 280,974 +5,554
Apr16 160104 1062.1 1083.5 1061.9 1075.8 +15.0 10,165 53,398 +5,148
Jun16 160104 1065.6 1083.6 1063.0 1076.5 +15.0 2,328 28,585 +1,026
Aug16 160104 1065.7 1080.3 1065.7 1077.3 +14.9 354 10,152 +10
Oct16 160104 1066.2 1080.2 1066.2 1078.3 +14.9 95 3,147 +82
Dec16 160104 1068.8 1085.0 1066.0 1079.5 +14.9 411 17,549 -160
Feb17 160104 1086.0 1086.0 1080.8 1080.8 +14.9 1 373 +0
Apr17 160104 1082.2 1082.2 1082.2 1082.2 +14.9 0 682 +0
Jun17 160104 1083.7 1083.7 1083.7 1083.7 +14.9 0 5,184 +0
Aug17 160104 1085.4 1085.4 1085.4 1085.4 +14.9 0 90 +0
Oct17 160104 1087.2 1087.2 1087.2 1087.2 +14.8      
Dec17 160104 1083.0 1089.0 1083.0 1089.0 +14.7 251 6,101 +225
Total Volume and Open Interest 112,530 413,402 +11,870
Silver(CMX)
Mar16 160104 1381.5 1418.5 1380.0 1384.1 +3.8 24,313 129,984 +1,846
May16 160104 1387.0 1421.0 1386.5 1387.2 +3.8 1,184 12,834 +121
Jul16 160104 1390.0 1423.0 1390.0 1390.4 +3.7 207 6,370 +63
Sep16 160104 1396.0 1402.0 1393.6 1393.6 +3.6 48 5,270 +44
Dec16 160104 1400.0 1415.0 1397.5 1398.3 +3.6 169 8,881 +108
Mar17 160104 1403.4 1403.4 1403.4 1403.4 +3.5 0 39 +0
May17 160104 1407.0 1407.0 1407.0 1407.0 +3.5 0 28 +0
Total Volume and Open Interest 26,037 166,984 +2,092
Platinum(NYMEX)
Jan16 160104 890.6 891.9 877.4 883.2 -8.5 3,066 1,108 -2,060
Apr16 160104 892.0 894.4 874.7 884.5 -8.7 13,176 62,673 +1,976
Jul16 160104 888.0 893.2 883.0 885.3 -8.7 60 2,680 +24
Oct16 160104 894.0 894.0 886.6 886.6 -8.8 0 21 +0
Total Volume and Open Interest 16,336 66,534 -49
Palladium(NYMEX)
Mar16 160104 562.80 563.30 538.30 544.20 -17.80 2,661 24,217 +434
Jun16 160104 550.55 551.45 540.00 544.55 -17.70 6 305 +1
Sep16 160104 546.10 547.10 544.90 544.90 -17.70 0 9 +0
Total Volume and Open Interest 2,671 24,553 +434
Copper(CMX)
Mar16 160104 213.35 213.95 206.90 207.95 -5.55 25,887 120,674 -1,870
May16 160104 214.15 214.35 207.70 208.70 -5.45 1,989 22,531 -69
Jul16 160104 214.70 214.80 208.25 209.25 -5.40 1,220 8,590 +481
Sep16 160104 214.05 214.05 208.80 209.75 -5.35 354 2,840 -60
Dec16 160104 210.00 210.20 209.75 210.20 -5.30 196 4,067 +2
Total Volume and Open Interest 31,126 165,985 -1,343
E-mini DJIA Index(CBOT)
Mar16 160104 17347 17399 16860 17085 -256 66,026 82,020 -111
Jun16 160104 17325 17325 16826 17007 -266 5 105 -3
Sep16 160104 16830 16936 16830 16936 -266 1 104 +0
Dec16 160104 16876 16876 16876 16876 -266      
Total Volume and Open Interest 66,032 82,229 -114
S & P 500(CME)
Mar16 160104 2037.90 2042.40 1981.00 2009.10 -26.30 3,951 80,832 +1,345
Jun16 160104 2002.00 2002.00 1974.60 2002.00 -26.60 36 3,614 +3
Sep16 160104 1995.80 1995.80 1968.50 1995.80 -26.70 80 125 +30
Dec16 160104 1990.40 1990.40 1963.10 1990.40 -26.70      
Total Volume and Open Interest 4,067 84,571 +1,378
S & P 500 E-Mini(Globex)
Mar16 160104 2037.75 2043.50 1980.25 2009.00 -26.50 720,601 2,486,459 -9,715
Jun16 160104 2032.50 2036.25 1973.50 2002.00 -26.50 706 9,406 -124
Sep16 160104 2024.50 2029.75 1967.00 1995.75 -26.75 270 846 +187
Dec16 160104 2016.50 2019.25 1967.00 1990.50 -26.50 4 49 -2
Total Volume and Open Interest 721,581 2,496,760 -9,654
NASDAQ 100 E-Mini(Globex)
Mar16 160104 4592.50 4606.80 4429.80 4504.50 -83.30 117,427 316,724 +1,022
Jun16 160104 4593.80 4601.00 4429.00 4499.50 -84.50 27 267 -9
Sep16 160104 4434.50 4585.80 4434.50 4496.00 -84.50 0 16 +0
Total Volume and Open Interest 117,454 317,083 +1,013
S&P Midcap 400(CME) e-Mini
Mar16 160104 1396.90 1399.00 1359.80 1376.50 -17.00 10,868 82,361 -952
Jun16 160104 1370.30 1392.00 1358.30 1370.30 -16.90 0 2 +0
Sep16 160104 1366.00 1366.00 1364.00 1366.00 -16.90 0 5 +0
Total Volume and Open Interest 10,869 82,378 -953
Volatility Index(CBOE)
Jan16 160104 18.50 21.27 18.25 19.83 +1.30 36,993 0 +0
Feb16 160104 18.85 20.70 18.64 19.53 +0.65 24,568 0 +0
Mar16 160104 18.90 20.45 18.80 19.53 +0.50 6,221 0 +0
Apr16 160104 19.27 20.58 19.19 19.78 +0.43 3,254 0 +0
Total Volume and Open Interest 78,615    
Russell 2000(ICE)
Mar16 160104 1132.00 1136.60 1094.50 1106.00 -25.50 59,116 363,156 -1,905
Jun16 160104 1105.00 1105.00 1105.00 1105.00 -25.50 0 5 +0
Sep16 160104 1101.80 1101.80 1101.80 1101.80 -25.50 0 1 +0
Total Volume and Open Interest 59,116 363,162 -1,905
Nikkei 225(CME)
Mar16 160104 18820 18985 18130 18320 -485 3,351 48,096 +27
Jun16 160104 18690 18690 18275 18275 -485 1 14 +1
Total Volume and Open Interest 3,352 48,110 +28
Nikkei 225(SGX)
Mar16 160104 18800 18945 18370 18405 -465 43,221 203,888 +3,018
Jun16 160104 18715 18815 18290 18290 -465 94 678 +47
Sep16 160104 18270 18270 18270 18270 -465 0 20 +0
Total Volume and Open Interest 43,326 215,157 +3,065
CAC 40(EURONEXT)
Jan16 160104 4572.5 4587.0 4488.0 4521.5 -155.5 52,229 231,270 +4,658
Feb16 160104 4587.5 4587.5 4484.5 4516.5 -155.0 37 72 +10
Mar16 160104 4564.0 4564.0 4487.0 4516.5 -154.0 177 9,775 +2
Total Volume and Open Interest 52,443 241,121 +4,670
Hang Seng Index(HKFE)
Jan16 160104 21807 21857 21114 21123 -787 82,755 88,976 +2,812
Feb16 160104 21780 21780 21134 21134 -783      
Mar16 160104 21736 21766 21080 21080 -788 430 5,761 +17
Total Volume and Open Interest 98,125 116,142 -12,257
DAX(EUREX)
Mar16 160104 10519.5 10523.5 10250.0 10264.0 -508.0 50,513 132,433 +936
Jun16 160104 10550.0 10550.0 10305.0 10305.0 -508.0 274 5,801 -36
Sep16 160104 10392.0 10461.5 10307.0 10307.0 -510.0 7 11 +7
Total Volume and Open Interest 50,794 138,245 +907
FT-SE 100(EURONEXT)
Mar16 160104 6174.50 6192.50 6016.00 6022.00 -176.00 52,980 522,240 -1,768
Jun16 160104 6127.00 6127.00 5969.50 5969.50 -175.50 0 3,137 +0
Sep16 160104 5988.00 5988.00 5923.50 5923.50 -175.50      
Total Volume and Open Interest 52,980 525,377 -1,768
SPI 200(SFE)
Mar16 160104 5249.0 5297.0 5226.0 5252.0 -5.0 26,942 228,980 +866
Jun16 160104 5276.0 5276.0 5243.0 5243.0 -6.0 6 1,576 +2
Sep16 160104 5191.0 5191.0 5191.0 5191.0 -6.0 0 635 +0
Total Volume and Open Interest 27,012 234,226 +859
FTSE MIB(ISE)
Mar16 160104 21110.00 21130.00 20690.00 20745.00 -697.00 17,257 72,813 -7
Jun16 160104 20555.00 20565.00 20338.00 20338.00 -694.00 6 64 +3
Sep16 160104 20221.00 20221.00 20221.00 20221.00 -686.00      
Total Volume and Open Interest 17,263 72,877 -4
KOSPI 200(KFE)
Mar16 160104 234.20 235.00 234.05 235.00 -5.45 121,842 98,650 +984
Jun16 160104 235.30 236.00 235.30 236.00 -5.40 355 1,371 +25
Sep16 160104 240.35 240.35 236.80 236.80 -5.75 65 344 -26
Total Volume and Open Interest 122,266 101,590 +984
GSCI(CME)
Jan16 160104 317.00 317.25 307.60 309.80 -2.50 100 12,280 +48
Feb16 160104 315.15 320.55 314.70 315.15 -2.40      
Mar16 160104 322.15 322.15 322.15 322.15 -2.40      
Total Volume and Open Interest 100 12,280 +48
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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