|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed January 06, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan16 |
160106 |
867.00 |
878.00 |
861.75 |
875.75 |
+8.00 |
9,343 |
10,699 |
-2,310 |
Mar16 |
160106 |
856.50 |
868.00 |
852.00 |
864.75 |
+7.50 |
95,915 |
317,784 |
+2,797 |
May16 |
160106 |
861.00 |
870.50 |
856.00 |
867.50 |
+5.75 |
24,048 |
119,979 |
+1,712 |
Jul16 |
160106 |
869.00 |
877.50 |
863.00 |
874.50 |
+5.25 |
16,233 |
98,421 |
+1,701 |
Aug16 |
160106 |
870.25 |
879.50 |
866.00 |
877.00 |
+5.25 |
1,032 |
12,479 |
-5 |
Sep16 |
160106 |
868.75 |
879.00 |
865.25 |
876.00 |
+4.25 |
319 |
3,669 |
+68 |
Nov16 |
160106 |
874.00 |
881.75 |
868.00 |
878.75 |
+3.75 |
6,687 |
82,909 |
+1,226 |
Jan17 |
160106 |
876.25 |
887.50 |
874.25 |
884.50 |
+4.00 |
36 |
681 |
+13 |
Mar17 |
160106 |
879.75 |
889.75 |
878.00 |
888.00 |
+3.75 |
44 |
1,505 |
+9 |
May17 |
160106 |
885.00 |
893.00 |
882.00 |
891.75 |
+3.75 |
21 |
880 |
+13 |
Jul17 |
160106 |
889.00 |
899.00 |
887.25 |
897.50 |
+4.00 |
36 |
976 |
+1 |
Aug17 |
160106 |
895.00 |
895.00 |
895.00 |
895.00 |
+4.25 |
0 |
40 |
+0 |
Sep17 |
160106 |
890.50 |
890.50 |
890.50 |
890.50 |
+5.00 |
0 |
24 |
+0 |
Nov17 |
160106 |
880.00 |
890.00 |
879.00 |
888.25 |
+4.00 |
51 |
1,183 |
+17 |
Total Volume and Open Interest |
153,765 |
651,244 |
+5,242 |
Soybean Meal(CBOT) |
Jan16 |
160106 |
265.10 |
268.70 |
263.50 |
266.90 |
+1.60 |
1,703 |
2,648 |
-633 |
Mar16 |
160106 |
266.50 |
270.60 |
264.50 |
268.70 |
+2.40 |
34,090 |
190,498 |
+2,010 |
May16 |
160106 |
269.10 |
273.00 |
267.30 |
271.20 |
+2.10 |
9,402 |
71,773 |
-433 |
Jul16 |
160106 |
272.30 |
276.00 |
270.40 |
274.20 |
+1.90 |
6,031 |
56,137 |
+369 |
Aug16 |
160106 |
273.20 |
277.20 |
272.00 |
275.60 |
+1.80 |
1,229 |
16,861 |
+149 |
Sep16 |
160106 |
275.00 |
278.50 |
273.40 |
276.70 |
+1.50 |
1,181 |
14,503 |
+200 |
Oct16 |
160106 |
274.90 |
278.10 |
274.20 |
277.10 |
+1.40 |
573 |
11,164 |
+102 |
Dec16 |
160106 |
276.40 |
279.80 |
275.30 |
278.40 |
+1.30 |
1,781 |
34,609 |
+519 |
Jan17 |
160106 |
277.60 |
280.60 |
277.50 |
279.60 |
+1.30 |
35 |
1,657 |
+6 |
Mar17 |
160106 |
280.30 |
280.80 |
280.30 |
280.80 |
+1.30 |
20 |
2,196 |
+10 |
Total Volume and Open Interest |
56,089 |
404,298 |
+2,314 |
Soybean Oil(CBOT) |
Jan16 |
160106 |
29.56 |
29.60 |
29.19 |
29.59 |
-0.04 |
3,648 |
2,974 |
-1,377 |
Mar16 |
160106 |
29.76 |
29.84 |
29.34 |
29.78 |
-0.03 |
59,320 |
170,130 |
-2,826 |
May16 |
160106 |
30.01 |
30.04 |
29.57 |
30.01 |
-0.02 |
13,425 |
83,726 |
+335 |
Jul16 |
160106 |
30.20 |
30.29 |
29.81 |
30.25 |
-0.02 |
10,493 |
60,201 |
+2,435 |
Aug16 |
160106 |
30.25 |
30.36 |
29.90 |
30.32 |
-0.02 |
494 |
9,240 |
+106 |
Sep16 |
160106 |
30.36 |
30.38 |
29.95 |
30.37 |
-0.02 |
896 |
9,432 |
+235 |
Oct16 |
160106 |
30.27 |
30.37 |
29.95 |
30.37 |
unch |
602 |
8,965 |
+162 |
Dec16 |
160106 |
30.41 |
30.51 |
30.01 |
30.46 |
+0.02 |
2,245 |
31,561 |
-172 |
Jan17 |
160106 |
30.47 |
30.68 |
30.32 |
30.68 |
+0.02 |
23 |
1,923 |
+3 |
Mar17 |
160106 |
30.50 |
30.89 |
30.50 |
30.89 |
+0.02 |
2 |
1,743 |
+0 |
Total Volume and Open Interest |
91,219 |
382,589 |
-1,075 |
Canola(WCE) |
Jan16 |
160106 |
478.0 |
478.0 |
478.0 |
478.0 |
+1.8 |
29 |
1,913 |
-94 |
Mar16 |
160106 |
483.0 |
486.9 |
482.2 |
486.1 |
+1.8 |
12,225 |
134,650 |
+546 |
May16 |
160106 |
489.5 |
494.2 |
489.2 |
493.6 |
+2.6 |
1,472 |
15,599 |
+165 |
Jul16 |
160106 |
491.9 |
497.7 |
491.5 |
497.2 |
+3.7 |
885 |
17,398 |
+125 |
Nov16 |
160106 |
487.0 |
493.5 |
486.6 |
493.4 |
+4.1 |
365 |
13,805 |
+121 |
Total Volume and Open Interest |
14,986 |
184,103 |
+866 |
Corn(CBOT) |
Mar16 |
160106 |
353.50 |
354.75 |
350.25 |
353.25 |
+0.25 |
188,747 |
727,298 |
+12,506 |
May16 |
160106 |
359.00 |
360.00 |
355.50 |
358.50 |
unch |
58,755 |
201,845 |
-4,744 |
Jul16 |
160106 |
365.50 |
366.25 |
361.50 |
364.50 |
-0.25 |
40,290 |
178,787 |
+2,283 |
Sep16 |
160106 |
370.50 |
371.25 |
367.00 |
370.25 |
+0.25 |
9,782 |
74,524 |
+577 |
Dec16 |
160106 |
378.50 |
379.50 |
375.00 |
378.25 |
+0.50 |
21,082 |
147,221 |
+4,926 |
Mar17 |
160106 |
388.25 |
389.00 |
385.00 |
388.00 |
+0.50 |
505 |
9,102 |
+222 |
May17 |
160106 |
394.75 |
395.00 |
392.00 |
394.50 |
+0.25 |
83 |
2,076 |
+24 |
Jul17 |
160106 |
399.00 |
400.50 |
397.00 |
399.50 |
+0.50 |
107 |
2,747 |
+34 |
Sep17 |
160106 |
394.50 |
395.75 |
393.75 |
395.75 |
+1.25 |
11 |
1,294 |
-3 |
Dec17 |
160106 |
395.00 |
396.00 |
393.00 |
395.00 |
+0.25 |
488 |
4,583 |
+177 |
Total Volume and Open Interest |
319,925 |
1,350,186 |
+16,058 |
Wheat(CBOT) |
Mar16 |
160106 |
461.25 |
465.75 |
456.75 |
462.75 |
+1.50 |
79,124 |
238,128 |
+17,991 |
May16 |
160106 |
467.00 |
471.25 |
462.50 |
468.25 |
+1.50 |
15,302 |
53,788 |
+1,950 |
Jul16 |
160106 |
475.25 |
478.75 |
469.75 |
475.75 |
+1.50 |
18,866 |
63,147 |
+4,605 |
Sep16 |
160106 |
485.00 |
487.50 |
479.50 |
485.50 |
+1.50 |
1,267 |
12,501 |
+219 |
Dec16 |
160106 |
498.25 |
502.50 |
494.00 |
500.00 |
+1.75 |
2,385 |
22,819 |
+205 |
Mar17 |
160106 |
511.75 |
511.75 |
507.25 |
511.75 |
+1.25 |
228 |
2,183 |
+11 |
Total Volume and Open Interest |
117,193 |
392,727 |
+24,991 |
Wheat(KCBT) |
Mar16 |
160106 |
460.00 |
464.00 |
454.75 |
461.00 |
+1.00 |
18,230 |
109,489 |
+3,625 |
May16 |
160106 |
469.25 |
473.75 |
464.50 |
470.50 |
+1.25 |
1,777 |
23,233 |
+400 |
Jul16 |
160106 |
478.75 |
483.00 |
473.75 |
480.50 |
+1.50 |
4,897 |
43,050 |
+95 |
Sep16 |
160106 |
491.00 |
497.00 |
488.25 |
494.75 |
+1.50 |
1,229 |
7,421 |
+181 |
Dec16 |
160106 |
511.00 |
517.75 |
510.75 |
515.25 |
+1.00 |
3,228 |
13,541 |
+1,096 |
Mar17 |
160106 |
526.00 |
529.75 |
525.00 |
529.75 |
+1.00 |
1,745 |
2,323 |
+775 |
Total Volume and Open Interest |
31,386 |
199,461 |
+6,316 |
Wheat(MGE) |
Mar16 |
160106 |
487.75 |
493.00 |
484.75 |
489.75 |
+2.00 |
5,876 |
32,840 |
+626 |
May16 |
160106 |
496.25 |
501.50 |
493.00 |
497.50 |
+1.50 |
2,595 |
14,363 |
+526 |
Jul16 |
160106 |
506.25 |
511.25 |
502.75 |
507.25 |
+1.00 |
2,079 |
12,219 |
+278 |
Sep16 |
160106 |
519.00 |
523.25 |
515.25 |
519.50 |
+0.75 |
689 |
6,218 |
+106 |
Dec16 |
160106 |
535.00 |
540.00 |
532.75 |
535.25 |
+0.25 |
1,476 |
4,896 |
+71 |
Total Volume and Open Interest |
13,821 |
71,367 |
+2,024 |
Oats(CBOT) |
Mar16 |
160106 |
210.00 |
212.25 |
208.50 |
212.00 |
+1.75 |
621 |
7,305 |
+84 |
May16 |
160106 |
211.00 |
212.00 |
209.00 |
210.75 |
+0.25 |
87 |
1,480 |
+22 |
Jul16 |
160106 |
218.00 |
218.00 |
213.75 |
213.75 |
+0.50 |
32 |
430 |
-5 |
Sep16 |
160106 |
219.25 |
219.25 |
219.25 |
219.25 |
+0.50 |
16 |
26 |
+14 |
Total Volume and Open Interest |
756 |
9,357 |
+115 |
Rough Rice(CBOT) |
Jan16 |
160106 |
11.63 |
11.63 |
11.57 |
11.57 |
-0.10 |
180 |
186 |
-300 |
Mar16 |
160106 |
11.88 |
11.97 |
11.79 |
11.83 |
-0.10 |
647 |
9,681 |
-27 |
May16 |
160106 |
12.11 |
12.11 |
12.11 |
12.11 |
-0.10 |
157 |
2,590 |
+2 |
Jul16 |
160106 |
12.38 |
12.38 |
12.38 |
12.38 |
-0.10 |
2 |
920 |
+0 |
Total Volume and Open Interest |
986 |
13,476 |
-325 |
Live Cattle(CME) |
Feb16 |
160106 |
136.435 |
136.985 |
135.450 |
136.535 |
-0.250 |
22,831 |
100,267 |
-1,548 |
Apr16 |
160106 |
136.750 |
137.750 |
136.100 |
137.300 |
-0.050 |
12,953 |
72,691 |
+85 |
Jun16 |
160106 |
126.930 |
127.850 |
126.150 |
127.785 |
+0.285 |
7,096 |
53,835 |
+824 |
Aug16 |
160106 |
123.230 |
124.350 |
122.385 |
124.285 |
+0.535 |
2,750 |
18,625 |
+24 |
Oct16 |
160106 |
124.135 |
125.400 |
123.400 |
125.330 |
+0.630 |
1,451 |
10,038 |
+117 |
Dec16 |
160106 |
124.180 |
125.350 |
123.450 |
125.285 |
+0.605 |
573 |
6,899 |
+201 |
Total Volume and Open Interest |
47,871 |
264,740 |
-197 |
Feeder Cattle(CME) |
Jan16 |
160106 |
166.985 |
168.985 |
166.000 |
168.330 |
+0.545 |
1,977 |
6,946 |
-176 |
Mar16 |
160106 |
164.400 |
166.150 |
162.850 |
165.450 |
+0.400 |
4,444 |
14,225 |
-179 |
Apr16 |
160106 |
164.035 |
165.750 |
162.630 |
165.330 |
+0.580 |
1,733 |
3,688 |
+174 |
May16 |
160106 |
162.750 |
165.200 |
162.050 |
164.700 |
+0.465 |
1,585 |
5,107 |
-19 |
Aug16 |
160106 |
165.130 |
166.485 |
163.580 |
166.050 |
+0.365 |
714 |
4,184 |
+225 |
Sep16 |
160106 |
162.580 |
163.985 |
161.685 |
163.935 |
+0.450 |
75 |
505 |
+34 |
Oct16 |
160106 |
159.380 |
160.750 |
159.380 |
160.750 |
+0.700 |
25 |
279 |
+8 |
Total Volume and Open Interest |
10,569 |
35,232 |
+82 |
Lean Hogs(CME) |
Feb16 |
160106 |
60.880 |
61.500 |
60.650 |
60.830 |
-0.270 |
13,829 |
72,302 |
+82 |
Apr16 |
160106 |
66.200 |
66.475 |
65.600 |
65.850 |
-0.230 |
6,107 |
42,169 |
+691 |
May16 |
160106 |
74.300 |
74.300 |
73.800 |
73.800 |
-0.430 |
72 |
973 |
+31 |
Jun16 |
160106 |
77.885 |
78.135 |
77.200 |
77.450 |
-0.350 |
2,716 |
25,657 |
+380 |
Jul16 |
160106 |
78.035 |
78.200 |
77.250 |
77.680 |
-0.370 |
699 |
7,883 |
+54 |
Aug16 |
160106 |
77.730 |
77.930 |
76.885 |
77.300 |
-0.430 |
816 |
8,365 |
+308 |
Oct16 |
160106 |
66.350 |
66.450 |
65.650 |
66.100 |
-0.050 |
500 |
5,379 |
-47 |
Dec16 |
160106 |
62.400 |
62.600 |
61.700 |
62.080 |
-0.405 |
511 |
4,197 |
+198 |
Total Volume and Open Interest |
25,425 |
167,440 |
+1,806 |
Class III Milk(CME) |
Jan16 |
160106 |
13.55 |
13.58 |
13.49 |
13.52 |
+0.02 |
237 |
4,031 |
-54 |
Feb16 |
160106 |
13.34 |
13.34 |
13.13 |
13.20 |
-0.10 |
454 |
4,628 |
+232 |
Mar16 |
160106 |
13.67 |
13.69 |
13.52 |
13.55 |
-0.11 |
312 |
3,560 |
+15 |
Apr16 |
160106 |
14.11 |
14.12 |
13.97 |
14.01 |
-0.08 |
107 |
2,830 |
+39 |
May16 |
160106 |
14.38 |
14.43 |
14.35 |
14.39 |
-0.04 |
28 |
2,676 |
-9 |
Jun16 |
160106 |
14.72 |
14.78 |
14.65 |
14.71 |
-0.06 |
42 |
2,431 |
+26 |
Jul16 |
160106 |
15.15 |
15.17 |
15.07 |
15.13 |
-0.11 |
17 |
2,016 |
+6 |
Aug16 |
160106 |
15.59 |
15.62 |
15.57 |
15.57 |
-0.12 |
15 |
1,869 |
+11 |
Sep16 |
160106 |
16.00 |
16.00 |
15.93 |
15.93 |
-0.07 |
26 |
1,860 |
+22 |
Oct16 |
160106 |
16.00 |
16.00 |
15.98 |
16.00 |
-0.03 |
17 |
1,490 |
+11 |
Nov16 |
160106 |
15.95 |
15.95 |
15.92 |
15.92 |
-0.03 |
21 |
1,367 |
+20 |
Dec16 |
160106 |
16.08 |
16.08 |
15.83 |
15.83 |
unch |
11 |
1,290 |
+7 |
Jan17 |
160106 |
16.08 |
16.08 |
15.85 |
15.85 |
-0.23 |
2 |
102 |
+2 |
Total Volume and Open Interest |
1,292 |
30,462 |
+331 |
Cocoa(ICE) |
Mar16 |
160106 |
3033 |
3052 |
2970 |
2981 |
-78 |
25,293 |
95,269 |
-3,469 |
May16 |
160106 |
3049 |
3054 |
2974 |
2984 |
-77 |
12,214 |
47,409 |
+2,095 |
Jul16 |
160106 |
3042 |
3052 |
2972 |
2982 |
-77 |
4,008 |
24,428 |
+275 |
Sep16 |
160106 |
3033 |
3046 |
2966 |
2976 |
-77 |
1,738 |
18,517 |
-63 |
Dec16 |
160106 |
3005 |
3027 |
2948 |
2958 |
-76 |
988 |
10,604 |
+16 |
Mar17 |
160106 |
2997 |
3002 |
2934 |
2938 |
-75 |
723 |
19,727 |
-87 |
May17 |
160106 |
2997 |
2997 |
2932 |
2932 |
-75 |
79 |
1,503 |
-39 |
Total Volume and Open Interest |
45,048 |
222,696 |
-1,267 |
Coffee "C"(ICE) |
Mar16 |
160106 |
123.05 |
123.25 |
119.50 |
119.95 |
-3.05 |
21,943 |
84,453 |
-2,145 |
May16 |
160106 |
125.10 |
125.35 |
121.65 |
122.10 |
-3.00 |
5,797 |
34,745 |
+256 |
Jul16 |
160106 |
126.85 |
126.95 |
123.60 |
124.10 |
-3.00 |
2,679 |
20,800 |
+710 |
Sep16 |
160106 |
128.95 |
128.95 |
125.30 |
125.80 |
-2.95 |
1,952 |
10,465 |
+111 |
Dec16 |
160106 |
131.35 |
131.35 |
127.70 |
128.15 |
-3.05 |
1,405 |
13,746 |
+55 |
Mar17 |
160106 |
133.60 |
133.60 |
130.00 |
130.40 |
-3.10 |
544 |
3,499 |
+115 |
Total Volume and Open Interest |
34,711 |
171,639 |
-725 |
Orange Juice(ICE) |
Jan16 |
160106 |
142.00 |
143.05 |
142.00 |
143.05 |
+0.95 |
18 |
526 |
-16 |
Mar16 |
160106 |
143.40 |
146.90 |
142.25 |
145.80 |
+3.20 |
562 |
11,576 |
+113 |
May16 |
160106 |
145.50 |
145.50 |
145.40 |
145.40 |
+3.10 |
46 |
1,408 |
-10 |
Jul16 |
160106 |
146.55 |
146.55 |
146.55 |
146.55 |
+3.60 |
21 |
466 |
+5 |
Sep16 |
160106 |
146.65 |
146.65 |
146.65 |
146.65 |
+3.30 |
0 |
88 |
+0 |
Nov16 |
160106 |
146.65 |
146.65 |
146.65 |
146.65 |
+3.30 |
0 |
4 |
+0 |
Total Volume and Open Interest |
647 |
14,071 |
+92 |
Sugar #11(ICE) |
Mar16 |
160106 |
14.60 |
14.64 |
14.40 |
14.42 |
-0.15 |
48,471 |
390,280 |
-6,730 |
May16 |
160106 |
14.35 |
14.35 |
14.10 |
14.12 |
-0.13 |
14,489 |
185,405 |
+974 |
Jul16 |
160106 |
14.03 |
14.04 |
13.86 |
13.88 |
-0.11 |
7,456 |
135,896 |
+1,661 |
Oct16 |
160106 |
14.14 |
14.14 |
13.95 |
13.98 |
-0.08 |
3,262 |
75,933 |
+1,304 |
Mar17 |
160106 |
14.50 |
14.56 |
14.40 |
14.45 |
-0.05 |
763 |
45,301 |
-12 |
May17 |
160106 |
14.31 |
14.34 |
14.19 |
14.23 |
-0.05 |
67 |
9,333 |
+7 |
Jul17 |
160106 |
14.08 |
14.11 |
13.97 |
14.00 |
-0.05 |
100 |
14,664 |
-5 |
Oct17 |
160106 |
14.06 |
14.08 |
13.96 |
13.98 |
-0.03 |
14 |
11,354 |
+3 |
Total Volume and Open Interest |
74,657 |
875,756 |
-2,798 |
London Cocoa(LCE) |
Mar16 |
160106 |
2155 |
2161 |
2111 |
2115 |
-48 |
10,975 |
88,953 |
+816 |
May16 |
160106 |
2158 |
2162 |
2111 |
2115 |
-45 |
4,954 |
35,537 |
+227 |
Jul16 |
160106 |
2150 |
2156 |
2107 |
2111 |
-45 |
3,119 |
43,611 |
+291 |
Sep16 |
160106 |
2139 |
2148 |
2100 |
2104 |
-45 |
2,724 |
37,053 |
+241 |
Dec16 |
160106 |
2118 |
2118 |
2073 |
2076 |
-43 |
942 |
25,076 |
+295 |
Mar17 |
160106 |
2076 |
2079 |
2051 |
2053 |
-40 |
168 |
28,897 |
-9 |
May17 |
160106 |
2050 |
2050 |
2050 |
2050 |
-38 |
0 |
557 |
+0 |
Total Volume and Open Interest |
22,882 |
259,827 |
+1,861 |
London Sugar(LCE) |
Mar16 |
160106 |
413.00 |
422.00 |
413.00 |
419.20 |
+6.50 |
7,050 |
43,381 |
+799 |
May16 |
160106 |
409.00 |
412.70 |
408.00 |
410.80 |
+3.10 |
2,118 |
20,904 |
+634 |
Aug16 |
160106 |
402.20 |
406.00 |
401.00 |
404.10 |
+2.70 |
714 |
10,906 |
+175 |
Oct16 |
160106 |
398.50 |
400.40 |
396.40 |
399.10 |
+1.70 |
253 |
6,319 |
+114 |
Dec16 |
160106 |
396.40 |
398.70 |
395.90 |
398.20 |
+1.50 |
270 |
2,147 |
+59 |
Total Volume and Open Interest |
10,500 |
85,812 |
+1,782 |
Cotton(ICE) |
Mar16 |
160106 |
62.61 |
62.68 |
61.86 |
62.00 |
-0.68 |
21,945 |
121,661 |
-2,185 |
May16 |
160106 |
63.41 |
63.42 |
62.55 |
62.75 |
-0.70 |
4,959 |
32,534 |
-192 |
Jul16 |
160106 |
64.13 |
64.14 |
63.21 |
63.48 |
-0.69 |
2,276 |
18,499 |
+1,513 |
Oct16 |
160106 |
63.19 |
63.19 |
63.19 |
63.19 |
-0.65 |
0 |
3 |
+0 |
Dec16 |
160106 |
64.00 |
64.00 |
63.35 |
63.63 |
-0.63 |
391 |
11,301 |
+59 |
Mar17 |
160106 |
64.54 |
64.54 |
64.54 |
64.54 |
-0.58 |
119 |
439 |
+8 |
Total Volume and Open Interest |
29,756 |
184,593 |
-801 |
Lumber(CME) |
Jan16 |
160106 |
256.2 |
256.8 |
254.5 |
255.5 |
-1.0 |
183 |
556 |
-70 |
Mar16 |
160106 |
255.5 |
257.6 |
253.7 |
254.3 |
-1.6 |
341 |
2,707 |
+27 |
May16 |
160106 |
254.3 |
255.3 |
253.3 |
253.8 |
-1.6 |
21 |
538 |
+7 |
Jul16 |
160106 |
257.0 |
257.0 |
257.0 |
257.0 |
-0.2 |
4 |
36 |
+3 |
Total Volume and Open Interest |
550 |
3,846 |
-32 |
Crude Oil(NYM) |
Feb16 |
160106 |
36.18 |
36.39 |
33.77 |
33.97 |
-2.00 |
431,985 |
437,506 |
+398 |
Mar16 |
160106 |
37.39 |
37.57 |
35.07 |
35.20 |
-1.98 |
108,270 |
280,277 |
+5,466 |
Apr16 |
160106 |
38.46 |
38.59 |
36.21 |
36.31 |
-1.92 |
44,605 |
124,715 |
+5,682 |
May16 |
160106 |
39.46 |
39.55 |
37.21 |
37.30 |
-1.85 |
25,207 |
82,731 |
+1,201 |
Jun16 |
160106 |
40.25 |
40.25 |
38.07 |
38.16 |
-1.78 |
35,888 |
140,242 |
-726 |
Jul16 |
160106 |
40.67 |
40.73 |
38.80 |
38.89 |
-1.72 |
12,511 |
42,721 |
+627 |
Aug16 |
160106 |
41.35 |
41.35 |
39.45 |
39.52 |
-1.67 |
6,804 |
31,575 |
+499 |
Sep16 |
160106 |
41.75 |
41.75 |
40.00 |
40.09 |
-1.63 |
12,072 |
62,655 |
+423 |
Oct16 |
160106 |
41.33 |
41.33 |
40.53 |
40.60 |
-1.60 |
2,846 |
30,491 |
+235 |
Nov16 |
160106 |
42.65 |
42.65 |
41.12 |
41.12 |
-1.57 |
2,228 |
25,829 |
+129 |
Dec16 |
160106 |
43.50 |
43.55 |
41.53 |
41.65 |
-1.54 |
25,303 |
167,640 |
+563 |
Jan17 |
160106 |
43.14 |
43.14 |
42.00 |
42.08 |
-1.51 |
986 |
23,871 |
-18 |
Feb17 |
160106 |
42.49 |
42.49 |
42.49 |
42.49 |
-1.48 |
839 |
9,468 |
+5 |
Mar17 |
160106 |
42.87 |
42.91 |
42.87 |
42.90 |
-1.45 |
879 |
11,983 |
+149 |
Apr17 |
160106 |
43.29 |
43.29 |
43.29 |
43.29 |
-1.42 |
132 |
6,258 |
+43 |
May17 |
160106 |
43.65 |
43.65 |
43.65 |
43.65 |
-1.39 |
200 |
5,289 |
+37 |
Total Volume and Open Interest |
724,704 |
1,687,216 |
+15,871 |
e-miNY Crude Oil(NYM) |
Feb16 |
160106 |
36.100 |
36.375 |
33.775 |
33.975 |
-2.000 |
11,688 |
3,495 |
+119 |
Mar16 |
160106 |
37.500 |
37.575 |
35.100 |
35.200 |
-1.975 |
851 |
1,168 |
-25 |
Apr16 |
160106 |
37.775 |
37.775 |
36.200 |
36.300 |
-1.925 |
227 |
368 |
+0 |
May16 |
160106 |
38.625 |
38.625 |
37.300 |
37.300 |
-1.850 |
83 |
459 |
-26 |
Jun16 |
160106 |
38.000 |
38.250 |
38.000 |
38.150 |
-1.800 |
13 |
43 |
-3 |
Jul16 |
160106 |
38.950 |
38.950 |
38.900 |
38.900 |
-1.700 |
1 |
8 |
+0 |
Aug16 |
160106 |
39.525 |
39.525 |
39.525 |
39.525 |
-1.675 |
0 |
3 |
+0 |
Sep16 |
160106 |
40.000 |
40.100 |
40.000 |
40.100 |
-1.625 |
0 |
7 |
+0 |
Oct16 |
160106 |
40.600 |
40.600 |
40.600 |
40.600 |
-1.600 |
2 |
4 |
+2 |
Nov16 |
160106 |
41.125 |
41.125 |
41.125 |
41.125 |
-1.575 |
2 |
1 |
+0 |
Total Volume and Open Interest |
12,871 |
6,033 |
+69 |
NY Harbor ULSD(NYM) |
Feb16 |
160106 |
113.09 |
113.93 |
107.20 |
108.07 |
-4.46 |
66,474 |
97,325 |
-713 |
Mar16 |
160106 |
115.27 |
115.37 |
109.22 |
109.76 |
-4.67 |
32,021 |
62,813 |
+1,059 |
Apr16 |
160106 |
116.38 |
116.38 |
110.71 |
111.08 |
-4.66 |
19,140 |
40,589 |
+2,311 |
May16 |
160106 |
118.53 |
118.72 |
112.59 |
112.84 |
-4.68 |
13,371 |
27,748 |
+3,407 |
Jun16 |
160106 |
120.86 |
120.86 |
114.91 |
115.23 |
-4.57 |
14,354 |
34,839 |
+910 |
Jul16 |
160106 |
123.42 |
123.42 |
117.57 |
117.79 |
-4.48 |
3,485 |
11,716 |
+439 |
Aug16 |
160106 |
123.60 |
123.60 |
120.04 |
120.19 |
-4.42 |
1,757 |
8,186 |
-152 |
Sep16 |
160106 |
126.11 |
126.11 |
122.24 |
122.47 |
-4.39 |
1,938 |
9,526 |
+265 |
Oct16 |
160106 |
127.03 |
127.51 |
124.60 |
124.82 |
-4.41 |
950 |
4,690 |
+129 |
Nov16 |
160106 |
128.47 |
128.68 |
126.90 |
127.00 |
-4.37 |
667 |
4,774 |
-100 |
Dec16 |
160106 |
134.20 |
134.20 |
128.89 |
129.05 |
-4.33 |
2,935 |
29,744 |
+540 |
Jan17 |
160106 |
132.70 |
132.70 |
131.05 |
131.10 |
-4.29 |
343 |
5,838 |
+15 |
Feb17 |
160106 |
135.00 |
135.00 |
132.74 |
132.74 |
-4.26 |
341 |
1,358 |
+20 |
Mar17 |
160106 |
135.23 |
135.23 |
133.73 |
133.73 |
-4.22 |
33 |
1,189 |
+4 |
Total Volume and Open Interest |
158,037 |
348,927 |
+8,149 |
RBOB Gasoline(NYM) |
Feb16 |
160106 |
125.08 |
125.32 |
115.35 |
116.18 |
-9.49 |
58,151 |
113,614 |
+470 |
Mar16 |
160106 |
128.19 |
128.28 |
118.55 |
119.27 |
-9.40 |
21,585 |
58,225 |
+1,325 |
Apr16 |
160106 |
149.18 |
149.25 |
140.75 |
141.43 |
-8.73 |
12,705 |
36,893 |
-148 |
May16 |
160106 |
150.96 |
150.96 |
142.26 |
142.89 |
-8.49 |
9,215 |
31,231 |
+87 |
Jun16 |
160106 |
149.33 |
149.33 |
142.15 |
142.75 |
-8.33 |
6,603 |
31,491 |
+406 |
Jul16 |
160106 |
149.14 |
149.14 |
141.31 |
141.48 |
-8.10 |
2,302 |
14,711 |
+394 |
Aug16 |
160106 |
143.63 |
143.63 |
138.95 |
139.52 |
-7.83 |
975 |
11,573 |
+31 |
Sep16 |
160106 |
141.58 |
141.58 |
136.61 |
136.87 |
-7.60 |
1,460 |
16,573 |
+67 |
Oct16 |
160106 |
126.72 |
126.72 |
122.38 |
122.38 |
-7.21 |
1,093 |
7,947 |
-50 |
Nov16 |
160106 |
123.20 |
123.22 |
119.71 |
119.71 |
-6.73 |
1,037 |
2,899 |
-48 |
Total Volume and Open Interest |
117,803 |
356,562 |
+2,563 |
e-miNY RBOB Gasoline(NYM) |
Feb16 |
160106 |
116.20 |
116.20 |
116.18 |
116.20 |
-9.50 |
1 |
1 |
+1 |
Mar16 |
160106 |
119.30 |
119.30 |
119.27 |
119.30 |
-9.40 |
|
|
|
Apr16 |
160106 |
141.40 |
141.43 |
141.40 |
141.40 |
-8.80 |
|
|
|
May16 |
160106 |
142.90 |
142.90 |
142.89 |
142.90 |
-8.50 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+1 |
Natural Gas(NYM) |
Feb16 |
160106 |
2.345 |
2.360 |
2.241 |
2.267 |
-0.058 |
135,238 |
230,250 |
-15,162 |
Mar16 |
160106 |
2.370 |
2.385 |
2.271 |
2.289 |
-0.057 |
51,413 |
209,248 |
-956 |
Apr16 |
160106 |
2.385 |
2.423 |
2.328 |
2.344 |
-0.032 |
39,418 |
99,632 |
-4,154 |
May16 |
160106 |
2.412 |
2.462 |
2.368 |
2.384 |
-0.029 |
20,551 |
70,747 |
+1,545 |
Jun16 |
160106 |
2.467 |
2.504 |
2.422 |
2.436 |
-0.022 |
8,490 |
35,663 |
-727 |
Jul16 |
160106 |
2.502 |
2.550 |
2.471 |
2.486 |
-0.015 |
8,846 |
30,104 |
+974 |
Aug16 |
160106 |
2.516 |
2.565 |
2.491 |
2.508 |
-0.007 |
4,031 |
24,301 |
+813 |
Sep16 |
160106 |
2.516 |
2.562 |
2.494 |
2.511 |
-0.004 |
3,388 |
43,260 |
-18 |
Oct16 |
160106 |
2.546 |
2.591 |
2.519 |
2.539 |
-0.004 |
9,148 |
61,925 |
-233 |
Nov16 |
160106 |
2.617 |
2.656 |
2.600 |
2.613 |
-0.001 |
1,319 |
15,533 |
+5 |
Dec16 |
160106 |
2.767 |
2.812 |
2.747 |
2.769 |
+0.004 |
1,678 |
16,699 |
+115 |
Jan17 |
160106 |
2.877 |
2.920 |
2.861 |
2.878 |
+0.004 |
2,308 |
26,572 |
+570 |
Feb17 |
160106 |
2.873 |
2.913 |
2.865 |
2.874 |
+0.007 |
236 |
6,046 |
+92 |
Mar17 |
160106 |
2.849 |
2.875 |
2.829 |
2.839 |
+0.009 |
430 |
13,254 |
+18 |
Apr17 |
160106 |
2.659 |
2.685 |
2.630 |
2.662 |
+0.012 |
226 |
12,750 |
+71 |
May17 |
160106 |
2.669 |
2.669 |
2.669 |
2.669 |
+0.012 |
42 |
3,183 |
+27 |
Total Volume and Open Interest |
286,886 |
940,271 |
-16,978 |
Brent Crude Oil(ICE) |
Feb16 |
160106 |
36.64 |
36.67 |
34.13 |
34.23 |
-2.19 |
321,841 |
244,094 |
-37,275 |
Mar16 |
160106 |
37.06 |
37.15 |
34.52 |
34.63 |
-2.26 |
217,739 |
419,844 |
+8,722 |
Apr16 |
160106 |
38.01 |
38.04 |
35.47 |
35.56 |
-2.21 |
105,104 |
226,777 |
+14,329 |
May16 |
160106 |
38.86 |
38.92 |
36.43 |
36.51 |
-2.14 |
44,972 |
124,204 |
+898 |
Jun16 |
160106 |
39.74 |
39.76 |
37.34 |
37.43 |
-2.07 |
52,334 |
170,038 |
+466 |
Jul16 |
160106 |
40.55 |
40.55 |
38.20 |
38.27 |
-2.02 |
13,273 |
74,343 |
+739 |
Aug16 |
160106 |
41.28 |
41.28 |
38.98 |
39.05 |
-1.97 |
6,936 |
51,292 |
+385 |
Sep16 |
160106 |
41.97 |
41.97 |
39.72 |
39.79 |
-1.92 |
11,491 |
52,033 |
+1,043 |
Oct16 |
160106 |
42.61 |
42.61 |
40.40 |
40.46 |
-1.89 |
3,399 |
34,242 |
+55 |
Nov16 |
160106 |
41.59 |
41.98 |
41.11 |
41.11 |
-1.87 |
2,243 |
28,746 |
+308 |
Dec16 |
160106 |
43.83 |
43.86 |
41.69 |
41.76 |
-1.84 |
37,033 |
211,024 |
+2,735 |
Jan17 |
160106 |
43.31 |
43.31 |
42.32 |
42.32 |
-1.82 |
2,243 |
28,526 |
+510 |
Feb17 |
160106 |
42.87 |
42.87 |
42.87 |
42.87 |
-1.81 |
1,476 |
31,473 |
-29 |
Mar17 |
160106 |
44.00 |
44.00 |
43.42 |
43.42 |
-1.79 |
2,271 |
27,783 |
-106 |
Total Volume and Open Interest |
842,495 |
2,025,208 |
-5,764 |
Gas Oil(ICE) |
Jan16 |
160106 |
329.75 |
329.75 |
310.25 |
314.75 |
-14.50 |
39,385 |
73,867 |
-7,439 |
Feb16 |
160106 |
336.75 |
338.00 |
318.50 |
323.00 |
-13.75 |
87,055 |
149,061 |
+1,703 |
Mar16 |
160106 |
345.25 |
345.75 |
327.00 |
330.75 |
-14.00 |
35,207 |
63,728 |
+2,681 |
Apr16 |
160106 |
351.25 |
352.50 |
334.50 |
338.00 |
-13.50 |
14,000 |
39,904 |
-85 |
May16 |
160106 |
357.75 |
358.50 |
341.75 |
345.00 |
-12.75 |
9,263 |
40,808 |
+1,196 |
Jun16 |
160106 |
363.25 |
364.25 |
348.00 |
351.25 |
-12.25 |
14,320 |
62,051 |
+753 |
Jul16 |
160106 |
370.25 |
370.25 |
355.00 |
358.00 |
-12.00 |
2,499 |
20,906 |
+356 |
Aug16 |
160106 |
376.75 |
376.75 |
361.75 |
364.75 |
-11.75 |
1,769 |
14,145 |
+60 |
Sep16 |
160106 |
383.00 |
383.00 |
368.75 |
371.00 |
-11.75 |
2,549 |
18,054 |
+414 |
Oct16 |
160106 |
385.75 |
385.75 |
375.25 |
378.00 |
-11.75 |
1,690 |
16,190 |
+248 |
Total Volume and Open Interest |
225,567 |
702,793 |
+2,377 |
Ethanol(CBOT) |
Feb16 |
160106 |
1.345 |
1.361 |
1.318 |
1.333 |
-0.030 |
303 |
1,672 |
-38 |
Mar16 |
160106 |
1.368 |
1.378 |
1.335 |
1.357 |
-0.027 |
137 |
772 |
+64 |
Apr16 |
160106 |
1.385 |
1.385 |
1.350 |
1.376 |
-0.027 |
88 |
688 |
+55 |
May16 |
160106 |
1.389 |
1.389 |
1.389 |
1.389 |
-0.027 |
0 |
291 |
+0 |
Jun16 |
160106 |
1.400 |
1.400 |
1.380 |
1.387 |
-0.027 |
0 |
232 |
+0 |
Jul16 |
160106 |
1.382 |
1.382 |
1.381 |
1.381 |
-0.027 |
5 |
68 |
+5 |
Aug16 |
160106 |
1.379 |
1.379 |
1.379 |
1.379 |
-0.024 |
0 |
61 |
+0 |
Sep16 |
160106 |
1.377 |
1.377 |
1.377 |
1.377 |
-0.019 |
0 |
74 |
+0 |
Total Volume and Open Interest |
583 |
3,997 |
+41 |
WTI Crude Oil(ICE) |
Feb16 |
160106 |
36.21 |
36.24 |
33.78 |
33.97 |
-2.00 |
44,745 |
78,078 |
-1,670 |
Mar16 |
160106 |
37.43 |
37.46 |
35.07 |
35.20 |
-1.98 |
30,036 |
88,034 |
+1,934 |
Apr16 |
160106 |
38.49 |
38.52 |
36.22 |
36.31 |
-1.92 |
16,812 |
30,040 |
+2,193 |
May16 |
160106 |
39.43 |
39.43 |
37.21 |
37.30 |
-1.85 |
8,900 |
9,799 |
+603 |
Jun16 |
160106 |
40.03 |
40.08 |
38.09 |
38.16 |
-1.78 |
8,940 |
42,349 |
-1,092 |
Jul16 |
160106 |
39.91 |
39.91 |
38.84 |
38.89 |
-1.72 |
3,409 |
5,686 |
+765 |
Aug16 |
160106 |
40.49 |
40.49 |
39.46 |
39.52 |
-1.67 |
1,084 |
6,252 |
-198 |
Sep16 |
160106 |
41.03 |
41.03 |
40.06 |
40.09 |
-1.63 |
638 |
10,074 |
+44 |
Oct16 |
160106 |
41.17 |
41.17 |
40.55 |
40.60 |
-1.60 |
276 |
2,951 |
+18 |
Nov16 |
160106 |
41.12 |
41.12 |
41.12 |
41.12 |
-1.57 |
132 |
7,057 |
+19 |
Dec16 |
160106 |
43.25 |
43.28 |
41.55 |
41.65 |
-1.54 |
4,236 |
55,634 |
-227 |
Jan17 |
160106 |
42.08 |
42.08 |
42.08 |
42.08 |
-1.51 |
152 |
4,656 |
-46 |
Feb17 |
160106 |
42.49 |
42.49 |
42.49 |
42.49 |
-1.48 |
25 |
1,740 |
+2 |
Mar17 |
160106 |
42.90 |
42.90 |
42.90 |
42.90 |
-1.45 |
7 |
3,143 |
+0 |
Apr17 |
160106 |
43.29 |
43.29 |
43.29 |
43.29 |
-1.42 |
2 |
1,515 |
+0 |
May17 |
160106 |
43.65 |
43.65 |
43.65 |
43.65 |
-1.39 |
0 |
1,148 |
+0 |
Total Volume and Open Interest |
121,014 |
406,237 |
+2,331 |
US Dollar Index(ICE) |
Mar16 |
160106 |
99.515 |
99.750 |
99.195 |
99.265 |
-0.230 |
39,008 |
68,186 |
+597 |
Jun16 |
160106 |
99.600 |
99.810 |
99.285 |
99.365 |
-0.235 |
175 |
1,381 |
+17 |
Sep16 |
160106 |
99.530 |
99.700 |
99.375 |
99.375 |
-0.257 |
13 |
275 |
+4 |
Total Volume and Open Interest |
39,196 |
69,845 |
+618 |
Australian Dollar(CME) |
Mar16 |
160106 |
71.36 |
71.48 |
70.25 |
70.37 |
-0.90 |
93,618 |
98,657 |
+4,538 |
Jun16 |
160106 |
71.12 |
71.19 |
69.97 |
70.09 |
-0.90 |
596 |
366 |
-117 |
Sep16 |
160106 |
69.83 |
69.83 |
69.83 |
69.83 |
-0.89 |
0 |
29 |
+0 |
Total Volume and Open Interest |
94,214 |
99,060 |
+4,421 |
British Pound(CME) |
Mar16 |
160106 |
146.78 |
146.82 |
146.02 |
146.28 |
-0.37 |
95,959 |
216,952 |
+5,195 |
Jun16 |
160106 |
146.48 |
146.85 |
146.10 |
146.34 |
-0.36 |
92 |
515 |
+35 |
Sep16 |
160106 |
146.45 |
146.91 |
146.36 |
146.45 |
-0.35 |
0 |
31 |
+0 |
Total Volume and Open Interest |
96,051 |
217,548 |
+5,230 |
Canadian Dollar(CME) |
Mar16 |
160106 |
71.52 |
71.58 |
70.84 |
70.90 |
-0.57 |
73,086 |
167,345 |
+2,077 |
Jun16 |
160106 |
71.56 |
71.59 |
70.92 |
70.94 |
-0.56 |
172 |
1,967 |
+31 |
Sep16 |
160106 |
71.42 |
71.66 |
70.99 |
71.01 |
-0.55 |
382 |
545 |
+129 |
Dec16 |
160106 |
71.25 |
71.32 |
71.09 |
71.09 |
-0.56 |
0 |
194 |
+0 |
Total Volume and Open Interest |
73,640 |
170,090 |
+2,237 |
Japanese Yen(CME) |
Mar16 |
160106 |
84.06 |
84.67 |
84.02 |
84.59 |
+0.43 |
193,598 |
214,821 |
+11,600 |
Jun16 |
160106 |
84.60 |
84.90 |
84.26 |
84.83 |
+0.43 |
56 |
872 |
+28 |
Sep16 |
160106 |
85.00 |
85.16 |
84.63 |
85.15 |
+0.43 |
1 |
134 |
+0 |
Total Volume and Open Interest |
193,663 |
215,884 |
+11,628 |
Swiss Franc(CME) |
Mar16 |
160106 |
99.44 |
99.70 |
98.97 |
99.64 |
+0.20 |
22,262 |
50,060 |
-69 |
Jun16 |
160106 |
99.78 |
100.13 |
99.64 |
100.09 |
+0.20 |
3 |
141 |
+1 |
Sep16 |
160106 |
100.21 |
100.64 |
100.21 |
100.64 |
+0.20 |
2 |
16 |
+0 |
Total Volume and Open Interest |
22,267 |
50,236 |
-68 |
EuroFX(CME) |
Mar16 |
160106 |
107.70 |
108.18 |
107.32 |
108.06 |
+0.43 |
257,251 |
402,525 |
+5,894 |
Jun16 |
160106 |
108.00 |
108.49 |
107.70 |
108.37 |
+0.43 |
718 |
2,485 |
+122 |
Sep16 |
160106 |
108.29 |
108.78 |
108.13 |
108.78 |
+0.43 |
19 |
531 |
-6 |
Total Volume and Open Interest |
257,993 |
406,223 |
+6,014 |
Mexican Peso(CME) |
Jan16 |
160106 |
569.25 |
569.25 |
569.25 |
569.25 |
-6.75 |
0 |
1 |
+0 |
Feb16 |
160106 |
568.13 |
568.13 |
568.13 |
568.13 |
-6.75 |
|
|
|
Total Volume and Open Interest |
27,583 |
143,022 |
+2,006 |
Brazilian Real(CME) |
Feb16 |
160106 |
246.00 |
247.50 |
242.20 |
246.65 |
-0.30 |
2,233 |
9,941 |
+102 |
Mar16 |
160106 |
243.50 |
245.05 |
242.65 |
244.40 |
-0.30 |
38 |
5,756 |
+6 |
Apr16 |
160106 |
242.20 |
242.20 |
242.20 |
242.20 |
-0.05 |
|
|
|
May16 |
160106 |
239.90 |
239.90 |
239.90 |
239.90 |
-0.20 |
|
|
|
Total Volume and Open Interest |
2,271 |
16,105 |
+108 |
30-Year T-Bonds(CBOT) |
Mar16 |
160106 |
153~310 |
155~230 |
153~230 |
155~190 |
+1~290 |
225,386 |
490,489 |
-7,018 |
Jun16 |
160106 |
153~270 |
154~090 |
153~270 |
154~090 |
+1~290 |
0 |
14 |
+0 |
Sep16 |
160106 |
154~090 |
154~090 |
154~090 |
154~090 |
+1~290 |
|
|
|
Total Volume and Open Interest |
225,386 |
490,503 |
-7,018 |
10-Year T-Notes(CBOT) |
Mar16 |
160106 |
126~100 |
126~295 |
126~075 |
126~275 |
+0~195 |
1,118,698 |
2,535,240 |
+7,543 |
Jun16 |
160106 |
126~005 |
126~080 |
126~000 |
126~080 |
+0~205 |
102 |
128 |
+54 |
Sep16 |
160106 |
125~170 |
125~170 |
125~170 |
125~170 |
+0~205 |
|
|
|
Total Volume and Open Interest |
1,118,800 |
2,535,368 |
+7,597 |
5-Year T-Notes(CBOT) |
Mar16 |
160106 |
118~192 |
118~306 |
118~180 |
118~296 |
+0~122 |
534,057 |
2,277,209 |
-4,237 |
Jun16 |
160106 |
118~120 |
118~166 |
118~120 |
118~166 |
+0~126 |
|
|
|
Sep16 |
160106 |
118~016 |
118~016 |
118~016 |
118~016 |
+0~126 |
|
|
|
Total Volume and Open Interest |
534,057 |
2,277,209 |
-4,237 |
2 Year T-Notes(CBOT) |
Mar16 |
160106 |
108~216 |
108~246 |
108~214 |
108~244 |
+0~032 |
241,366 |
1,016,257 |
+10,361 |
Jun16 |
160106 |
108~170 |
108~170 |
108~170 |
108~170 |
+0~032 |
0 |
1 |
+0 |
Sep16 |
160106 |
108~090 |
108~090 |
108~090 |
108~090 |
+0~032 |
|
|
|
Total Volume and Open Interest |
241,366 |
1,016,258 |
+10,361 |
Eurodollars(CME) |
Mar16 |
160106 |
99.290 |
99.305 |
99.280 |
99.300 |
+0.015 |
172,771 |
1,269,614 |
-4,425 |
Jun16 |
160106 |
99.135 |
99.170 |
99.130 |
99.160 |
+0.030 |
135,676 |
1,151,130 |
-5,611 |
Sep16 |
160106 |
98.975 |
99.025 |
98.970 |
99.020 |
+0.050 |
137,962 |
1,132,013 |
+3,287 |
Dec16 |
160106 |
98.815 |
98.875 |
98.810 |
98.870 |
+0.060 |
205,799 |
1,302,071 |
+766 |
Mar17 |
160106 |
98.675 |
98.740 |
98.665 |
98.735 |
+0.070 |
207,653 |
840,094 |
-8,233 |
Jun17 |
160106 |
98.535 |
98.605 |
98.525 |
98.600 |
+0.075 |
142,058 |
630,181 |
-6,874 |
Sep17 |
160106 |
98.415 |
98.485 |
98.405 |
98.480 |
+0.075 |
136,150 |
627,822 |
+8,233 |
Dec17 |
160106 |
98.305 |
98.380 |
98.290 |
98.370 |
+0.080 |
150,087 |
713,483 |
+8,568 |
Mar18 |
160106 |
98.215 |
98.295 |
98.200 |
98.290 |
+0.090 |
93,481 |
403,097 |
-1,443 |
Jun18 |
160106 |
98.130 |
98.215 |
98.120 |
98.210 |
+0.095 |
86,518 |
366,201 |
+5,744 |
Sep18 |
160106 |
98.050 |
98.145 |
98.040 |
98.135 |
+0.095 |
82,599 |
343,032 |
+4,363 |
Dec18 |
160106 |
97.975 |
98.070 |
97.960 |
98.060 |
+0.100 |
82,814 |
356,692 |
+17,671 |
Mar19 |
160106 |
97.910 |
98.010 |
97.900 |
98.000 |
+0.100 |
41,185 |
209,525 |
+1,081 |
Jun19 |
160106 |
97.845 |
97.945 |
97.835 |
97.935 |
+0.100 |
35,359 |
156,555 |
+2,542 |
Sep19 |
160106 |
97.780 |
97.880 |
97.775 |
97.875 |
+0.100 |
43,255 |
129,802 |
+6,823 |
Dec19 |
160106 |
97.715 |
97.820 |
97.715 |
97.810 |
+0.100 |
36,039 |
140,622 |
+988 |
Mar20 |
160106 |
97.665 |
97.765 |
97.660 |
97.755 |
+0.095 |
20,294 |
67,727 |
+977 |
Jun20 |
160106 |
97.610 |
97.710 |
97.605 |
97.700 |
+0.095 |
17,378 |
50,093 |
+1,512 |
Total Volume and Open Interest |
1,886,078 |
10,359,971 |
+10,039,320 |
Ultra T-Bond(CBOT) |
Mar16 |
160106 |
159~00 |
160~26 |
158~24 |
160~22 |
+2~02 |
69,626 |
612,867 |
-708 |
Jun16 |
160106 |
161~25 |
161~25 |
161~25 |
161~25 |
+2~02 |
10 |
10 |
+10 |
Sep16 |
160106 |
161~25 |
161~25 |
161~25 |
161~25 |
+2~02 |
|
|
|
Total Volume and Open Interest |
69,636 |
612,877 |
-698 |
30 Day Federal Funds(CBOT) |
Jan16 |
160106 |
99.665 |
99.665 |
99.662 |
99.665 |
unch |
5,778 |
174,473 |
+1,392 |
Feb16 |
160106 |
99.645 |
99.645 |
99.640 |
99.645 |
unch |
19,831 |
153,838 |
+4,002 |
Mar16 |
160106 |
99.580 |
99.590 |
99.580 |
99.585 |
+0.005 |
3,386 |
35,641 |
+417 |
Apr16 |
160106 |
99.520 |
99.530 |
99.515 |
99.530 |
+0.020 |
9,574 |
85,744 |
-371 |
May16 |
160106 |
99.490 |
99.500 |
99.485 |
99.500 |
+0.020 |
8,007 |
59,816 |
-334 |
Jun16 |
160106 |
99.435 |
99.455 |
99.430 |
99.455 |
+0.025 |
4,541 |
23,384 |
-554 |
Total Volume and Open Interest |
60,473 |
686,640 |
+5,239 |
3-Mth Euro-Yen(CME) |
Mar16 |
160106 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun16 |
160106 |
99.800 |
99.800 |
99.800 |
99.800 |
unch |
|
|
|
Sep16 |
160106 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec16 |
160106 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160106 |
99.955 |
99.955 |
99.955 |
99.955 |
unch |
|
|
|
Jun17 |
160106 |
99.815 |
99.815 |
99.815 |
99.815 |
unch |
|
|
|
Sep17 |
160106 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec17 |
160106 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Mar18 |
160106 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Jun18 |
160106 |
99.255 |
99.255 |
99.255 |
99.255 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Mar16 |
160106 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Jun16 |
160106 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
|
|
|
Sep16 |
160106 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
|
|
|
Dec16 |
160106 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
4 |
+0 |
Mar17 |
160106 |
99.96 |
99.96 |
99.96 |
99.96 |
unch |
|
|
|
Jun17 |
160106 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
|
|
|
Sep17 |
160106 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Dec17 |
160106 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar16 |
160106 |
149.13 |
149.21 |
149.10 |
149.21 |
+0.09 |
990 |
20,713 |
-30 |
Jun16 |
160106 |
148.65 |
148.65 |
148.65 |
148.65 |
+0.09 |
|
|
|
Sep16 |
160106 |
148.09 |
148.09 |
148.09 |
148.09 |
+0.09 |
|
|
|
Total Volume and Open Interest |
990 |
20,713 |
-30 |
Euro-Bund(EUREX) |
Mar16 |
160106 |
159.20 |
159.92 |
159.17 |
159.69 |
+0.64 |
452,963 |
1,114,456 |
+14,658 |
Jun16 |
160106 |
157.37 |
157.37 |
157.15 |
157.15 |
+0.63 |
151 |
1,112 |
+149 |
Sep16 |
160106 |
156.04 |
156.04 |
156.04 |
156.04 |
+0.62 |
|
|
|
Total Volume and Open Interest |
453,114 |
1,115,568 |
+14,807 |
Euro-Bobl(EUREX) |
Mar16 |
160106 |
131.11 |
131.30 |
131.10 |
131.23 |
+0.15 |
348,172 |
897,447 |
+2,719 |
Jun16 |
160106 |
129.48 |
129.48 |
129.48 |
129.48 |
+0.15 |
0 |
45 |
+0 |
Sep16 |
160106 |
129.48 |
129.48 |
129.48 |
129.48 |
+0.15 |
|
|
|
Total Volume and Open Interest |
348,172 |
897,492 |
+2,719 |
3-Mth Euribor(EUREX) |
Mar16 |
160106 |
100.180 |
100.185 |
100.180 |
100.185 |
+0.010 |
0 |
6,139 |
+0 |
Jun16 |
160106 |
100.215 |
100.215 |
100.215 |
100.215 |
+0.010 |
736 |
10,504 |
-180 |
Sep16 |
160106 |
100.230 |
100.230 |
100.230 |
100.230 |
+0.015 |
766 |
4,403 |
-586 |
Total Volume and Open Interest |
4,482 |
70,128 |
-992 |
Long Gilt(LIFFE) |
Mar16 |
160106 |
117~22 |
118~11 |
117~21 |
118~09 |
+0~26 |
140,792 |
412,481 |
+14,124 |
Jun16 |
160106 |
117~16 |
117~16 |
117~16 |
117~16 |
+0~26 |
|
|
|
Total Volume and Open Interest |
140,792 |
412,481 |
+14,124 |
3-Mth Short Sterling(LIFFE) |
Mar16 |
160106 |
99.38 |
99.39 |
99.38 |
99.39 |
+0.01 |
35,654 |
379,157 |
+2,890 |
Jun16 |
160106 |
99.31 |
99.34 |
99.31 |
99.33 |
+0.02 |
42,251 |
468,904 |
-6,754 |
Sep16 |
160106 |
99.22 |
99.26 |
99.21 |
99.25 |
+0.04 |
66,061 |
321,505 |
-10,429 |
Dec16 |
160106 |
99.09 |
99.15 |
99.09 |
99.14 |
+0.06 |
49,052 |
402,649 |
-4,445 |
Mar17 |
160106 |
98.96 |
99.03 |
98.96 |
99.02 |
+0.07 |
41,690 |
389,582 |
-2,474 |
Jun17 |
160106 |
98.84 |
98.92 |
98.83 |
98.89 |
+0.07 |
44,935 |
297,172 |
+487 |
Total Volume and Open Interest |
444,119 |
3,200,023 |
-30,513 |
3-Mth Euribor(LIFFE) |
Mar16 |
160106 |
100.180 |
100.190 |
100.175 |
100.185 |
+0.005 |
42,743 |
444,877 |
-6,287 |
Jun16 |
160106 |
100.210 |
100.220 |
100.205 |
100.215 |
+0.010 |
41,893 |
399,392 |
-2,200 |
Sep16 |
160106 |
100.225 |
100.235 |
100.220 |
100.230 |
+0.015 |
35,510 |
343,535 |
-5,093 |
Total Volume and Open Interest |
384,455 |
3,320,702 |
+698 |
3-Mth Aus T-Bills(SFE) |
Mar16 |
160106 |
97.77 |
97.78 |
97.76 |
97.78 |
+0.01 |
13,356 |
220,563 |
-156 |
Jun16 |
160106 |
97.86 |
97.87 |
97.83 |
97.86 |
unch |
9,939 |
223,488 |
+762 |
Sep16 |
160106 |
97.90 |
97.92 |
97.88 |
97.91 |
+0.01 |
7,937 |
143,658 |
-2,812 |
Dec16 |
160106 |
97.91 |
97.93 |
97.88 |
97.92 |
+0.01 |
4,473 |
110,938 |
-738 |
Mar17 |
160106 |
97.90 |
97.92 |
97.87 |
97.91 |
+0.01 |
3,766 |
79,132 |
+220 |
Jun17 |
160106 |
97.88 |
97.89 |
97.84 |
97.88 |
+0.01 |
2,127 |
47,991 |
+1,135 |
Sep17 |
160106 |
97.83 |
97.85 |
97.79 |
97.84 |
+0.01 |
676 |
38,327 |
-599 |
Dec17 |
160106 |
97.78 |
97.79 |
97.75 |
97.79 |
+0.01 |
242 |
22,784 |
+547 |
Mar18 |
160106 |
97.72 |
97.74 |
97.70 |
97.74 |
+0.03 |
87 |
5,448 |
+44 |
Jun18 |
160106 |
97.67 |
97.67 |
97.66 |
97.67 |
+0.02 |
1 |
6,536 |
+40 |
Total Volume and Open Interest |
42,605 |
899,949 |
-1,557 |
10-Year Aus T-Bonds(SFE) |
Mar16 |
160106 |
97.19 |
97.25 |
97.19 |
97.23 |
+0.04 |
42,547 |
717,909 |
+4,092 |
Jun16 |
160106 |
97.23 |
97.23 |
97.23 |
97.23 |
+0.04 |
|
|
|
Total Volume and Open Interest |
42,547 |
717,909 |
+4,092 |
3-Year Aus T-Bonds(SFE) |
Mar16 |
160106 |
97.99 |
98.02 |
97.97 |
98.00 |
unch |
52,240 |
711,748 |
-3,000 |
Jun16 |
160106 |
98.00 |
98.00 |
98.00 |
98.00 |
unch |
|
|
|
Total Volume and Open Interest |
52,240 |
711,748 |
-3,000 |
Gold(CMX) |
Feb16 |
160106 |
1076.8 |
1094.9 |
1074.4 |
1091.9 |
+13.5 |
159,785 |
272,926 |
-7,040 |
Apr16 |
160106 |
1078.1 |
1095.3 |
1075.2 |
1092.5 |
+13.5 |
5,853 |
57,383 |
+1,903 |
Jun16 |
160106 |
1076.9 |
1095.4 |
1075.9 |
1093.2 |
+13.5 |
3,960 |
29,148 |
-88 |
Aug16 |
160106 |
1077.8 |
1096.5 |
1077.8 |
1094.0 |
+13.5 |
541 |
9,970 |
-220 |
Oct16 |
160106 |
1090.0 |
1097.0 |
1090.0 |
1095.0 |
+13.5 |
198 |
3,052 |
+28 |
Dec16 |
160106 |
1080.0 |
1099.0 |
1079.8 |
1096.1 |
+13.5 |
634 |
17,667 |
-49 |
Feb17 |
160106 |
1082.6 |
1099.9 |
1082.6 |
1097.4 |
+13.5 |
1 |
373 |
+0 |
Apr17 |
160106 |
1098.8 |
1098.8 |
1098.8 |
1098.8 |
+13.5 |
0 |
682 |
+0 |
Jun17 |
160106 |
1100.2 |
1100.2 |
1100.2 |
1100.2 |
+13.5 |
0 |
5,184 |
+0 |
Aug17 |
160106 |
1101.8 |
1101.8 |
1101.8 |
1101.8 |
+13.5 |
0 |
90 |
+0 |
Oct17 |
160106 |
1103.6 |
1103.6 |
1103.6 |
1103.6 |
+13.5 |
|
|
|
Dec17 |
160106 |
1105.4 |
1105.4 |
1105.4 |
1105.4 |
+13.5 |
3 |
6,091 |
-1 |
Total Volume and Open Interest |
171,217 |
409,828 |
-5,392 |
Silver(CMX) |
Mar16 |
160106 |
1395.0 |
1413.5 |
1385.5 |
1397.6 |
+0.5 |
51,627 |
130,158 |
-724 |
May16 |
160106 |
1398.0 |
1415.5 |
1391.5 |
1400.6 |
+0.4 |
1,232 |
13,547 |
+837 |
Jul16 |
160106 |
1402.0 |
1404.0 |
1398.0 |
1403.7 |
+0.3 |
642 |
6,212 |
-181 |
Sep16 |
160106 |
1400.0 |
1406.8 |
1400.0 |
1406.8 |
+0.2 |
62 |
5,360 |
+27 |
Dec16 |
160106 |
1404.0 |
1412.0 |
1404.0 |
1411.3 |
+0.1 |
418 |
9,055 |
+100 |
Mar17 |
160106 |
1416.3 |
1416.3 |
1416.3 |
1416.3 |
+0.1 |
0 |
39 |
+0 |
May17 |
160106 |
1419.9 |
1419.9 |
1419.9 |
1419.9 |
+0.1 |
0 |
28 |
+0 |
Total Volume and Open Interest |
54,055 |
168,194 |
+41 |
Platinum(NYMEX) |
Jan16 |
160106 |
875.0 |
880.0 |
873.7 |
873.7 |
-14.9 |
148 |
953 |
-77 |
Apr16 |
160106 |
889.0 |
893.0 |
873.7 |
875.0 |
-15.0 |
12,252 |
61,697 |
+167 |
Jul16 |
160106 |
888.0 |
890.5 |
875.4 |
875.8 |
-14.9 |
47 |
2,743 |
+34 |
Oct16 |
160106 |
877.1 |
877.1 |
877.1 |
877.1 |
-14.9 |
1 |
24 |
+1 |
Total Volume and Open Interest |
12,454 |
65,467 |
+126 |
Palladium(NYMEX) |
Mar16 |
160106 |
536.20 |
538.55 |
503.10 |
505.05 |
-30.70 |
5,074 |
24,363 |
+248 |
Jun16 |
160106 |
531.00 |
531.00 |
505.60 |
505.60 |
-30.60 |
25 |
334 |
+20 |
Sep16 |
160106 |
505.95 |
505.95 |
505.95 |
505.95 |
-30.60 |
2 |
10 |
+1 |
Total Volume and Open Interest |
5,106 |
24,731 |
+272 |
Copper(CMX) |
Mar16 |
160106 |
209.50 |
209.55 |
207.15 |
208.80 |
-0.75 |
57,195 |
126,016 |
+5,462 |
May16 |
160106 |
210.15 |
210.15 |
207.85 |
209.40 |
-0.85 |
3,612 |
23,523 |
+669 |
Jul16 |
160106 |
210.55 |
210.60 |
209.05 |
209.95 |
-0.95 |
679 |
8,814 |
+292 |
Sep16 |
160106 |
210.70 |
210.80 |
209.50 |
210.40 |
-1.05 |
83 |
2,896 |
-5 |
Dec16 |
160106 |
211.15 |
211.25 |
210.45 |
210.65 |
-1.25 |
56 |
4,081 |
+10 |
Total Volume and Open Interest |
63,408 |
172,277 |
+6,636 |
E-mini DJIA Index(CBOT) |
Mar16 |
160106 |
17074 |
17096 |
16723 |
16838 |
-243 |
220,242 |
76,575 |
-3,226 |
Jun16 |
160106 |
16996 |
17003 |
16717 |
16764 |
-247 |
95 |
132 |
+32 |
Sep16 |
160106 |
16696 |
16696 |
16696 |
16696 |
-244 |
2 |
106 |
+1 |
Dec16 |
160106 |
16636 |
16636 |
16636 |
16636 |
-244 |
|
|
|
Total Volume and Open Interest |
220,339 |
76,813 |
-3,193 |
S & P 500(CME) |
Mar16 |
160106 |
2011.90 |
2012.60 |
1971.30 |
1985.90 |
-25.80 |
21,913 |
93,272 |
+12,574 |
Jun16 |
160106 |
1973.20 |
1985.70 |
1965.70 |
1978.80 |
-25.90 |
99 |
3,591 |
-32 |
Sep16 |
160106 |
1972.50 |
1974.40 |
1959.40 |
1972.50 |
-25.90 |
320 |
110 |
-240 |
Dec16 |
160106 |
1967.10 |
1969.00 |
1954.00 |
1967.10 |
-25.90 |
|
|
|
Total Volume and Open Interest |
22,332 |
96,973 |
+12,302 |
S & P 500 E-Mini(Globex) |
Mar16 |
160106 |
2010.75 |
2013.25 |
1970.50 |
1986.00 |
-25.75 |
2,216,549 |
2,569,569 |
+77,272 |
Jun16 |
160106 |
2004.00 |
2005.75 |
1964.00 |
1978.75 |
-26.00 |
5,339 |
10,598 |
+635 |
Sep16 |
160106 |
1991.50 |
1999.50 |
1957.75 |
1972.50 |
-26.00 |
2,990 |
1,018 |
+190 |
Dec16 |
160106 |
1970.00 |
1973.75 |
1955.00 |
1967.00 |
-26.00 |
14 |
51 |
+1 |
Total Volume and Open Interest |
2,224,892 |
2,581,236 |
+78,098 |
NASDAQ 100 E-Mini(Globex) |
Mar16 |
160106 |
4482.00 |
4487.50 |
4386.00 |
4446.80 |
-37.00 |
368,671 |
310,268 |
-825 |
Jun16 |
160106 |
4461.00 |
4482.00 |
4384.80 |
4442.30 |
-36.70 |
154 |
308 |
+31 |
Sep16 |
160106 |
4427.30 |
4438.80 |
4391.30 |
4438.80 |
-36.70 |
1 |
16 |
+0 |
Total Volume and Open Interest |
368,826 |
310,668 |
-794 |
S&P Midcap 400(CME) e-Mini |
Mar16 |
160106 |
1376.20 |
1376.70 |
1348.00 |
1357.60 |
-18.30 |
34,775 |
85,817 |
+2,499 |
Jun16 |
160106 |
1351.80 |
1351.80 |
1347.20 |
1351.80 |
-18.00 |
0 |
2 |
+0 |
Sep16 |
160106 |
1347.50 |
1347.50 |
1347.50 |
1347.50 |
-18.00 |
0 |
5 |
+0 |
Total Volume and Open Interest |
34,775 |
85,835 |
+2,499 |
Volatility Index(CBOE) |
Jan16 |
160106 |
19.40 |
21.51 |
19.35 |
20.33 |
+0.90 |
128,809 |
109,371 |
-4,990 |
Feb16 |
160106 |
19.25 |
20.75 |
19.20 |
19.83 |
+0.55 |
76,045 |
83,380 |
+4,092 |
Mar16 |
160106 |
19.15 |
20.44 |
19.15 |
19.68 |
+0.45 |
21,404 |
18,668 |
-387 |
Apr16 |
160106 |
19.44 |
20.51 |
19.40 |
19.88 |
+0.40 |
10,155 |
14,456 |
-190 |
Total Volume and Open Interest |
249,589 |
252,141 |
-1,108 |
Russell 2000(ICE) |
Mar16 |
160106 |
1108.60 |
1109.10 |
1083.70 |
1091.20 |
-16.70 |
150,345 |
371,766 |
+7,269 |
Jun16 |
160106 |
1081.20 |
1090.20 |
1081.20 |
1090.20 |
-16.70 |
0 |
5 |
+0 |
Sep16 |
160106 |
1087.00 |
1087.00 |
1087.00 |
1087.00 |
-16.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
150,345 |
371,772 |
+7,269 |
Nikkei 225(CME) |
Mar16 |
160106 |
18460 |
18495 |
17930 |
18075 |
-360 |
18,954 |
47,860 |
-94 |
Jun16 |
160106 |
18030 |
18030 |
18030 |
18030 |
-360 |
6 |
16 |
+2 |
Total Volume and Open Interest |
18,960 |
47,876 |
-92 |
Nikkei 225(SGX) |
Mar16 |
160106 |
18400 |
18460 |
17975 |
18215 |
-180 |
102,309 |
210,551 |
+7,384 |
Jun16 |
160106 |
18145 |
18270 |
17925 |
18100 |
-175 |
342 |
824 |
+146 |
Sep16 |
160106 |
18080 |
18080 |
18080 |
18080 |
-180 |
0 |
20 |
+0 |
Total Volume and Open Interest |
104,132 |
221,622 |
+7,186 |
CAC 40(EURONEXT) |
Jan16 |
160106 |
4515.0 |
4532.5 |
4432.0 |
4478.5 |
-58.0 |
140,013 |
261,444 |
+30,460 |
Feb16 |
160106 |
4510.0 |
4520.5 |
4430.0 |
4473.0 |
-58.5 |
126 |
175 |
+47 |
Mar16 |
160106 |
4504.5 |
4504.5 |
4442.0 |
4473.0 |
-58.5 |
843 |
10,268 |
+334 |
Total Volume and Open Interest |
140,983 |
271,892 |
+30,842 |
Hang Seng Index(HKFE) |
Jan16 |
160106 |
21137 |
21250 |
20855 |
20861 |
-279 |
131,612 |
95,770 |
+5,651 |
Feb16 |
160106 |
21121 |
21228 |
20864 |
20866 |
-288 |
1,337 |
1,277 |
+1,081 |
Mar16 |
160106 |
21077 |
21186 |
20820 |
20820 |
-283 |
475 |
6,013 |
+219 |
Total Volume and Open Interest |
133,792 |
104,317 |
+7,199 |
DAX(EUREX) |
Mar16 |
160106 |
10240.0 |
10287.5 |
10093.5 |
10219.0 |
-66.5 |
126,181 |
134,330 |
+2,127 |
Jun16 |
160106 |
10309.5 |
10315.0 |
10136.0 |
10261.0 |
-65.5 |
262 |
5,887 |
+92 |
Sep16 |
160106 |
10304.5 |
10304.5 |
10159.5 |
10262.0 |
-66.5 |
67 |
32 |
+18 |
Total Volume and Open Interest |
126,510 |
140,249 |
+2,237 |
FT-SE 100(EURONEXT) |
Mar16 |
160106 |
6094.00 |
6100.50 |
5960.00 |
6012.00 |
-60.00 |
159,336 |
529,354 |
+7,026 |
Jun16 |
160106 |
5950.50 |
5963.00 |
5944.00 |
5959.00 |
-60.50 |
4 |
3,138 |
+1 |
Sep16 |
160106 |
5913.00 |
5913.00 |
5913.00 |
5913.00 |
-60.50 |
1 |
1 |
+1 |
Total Volume and Open Interest |
159,341 |
532,493 |
+7,028 |
SPI 200(SFE) |
Mar16 |
160106 |
5144.0 |
5182.0 |
5048.0 |
5076.0 |
-66.0 |
23,378 |
233,187 |
+4,207 |
Jun16 |
160106 |
5065.0 |
5065.0 |
5065.0 |
5065.0 |
-66.0 |
2 |
1,578 |
+2 |
Sep16 |
160106 |
5013.0 |
5013.0 |
5013.0 |
5013.0 |
-66.0 |
0 |
635 |
+0 |
Total Volume and Open Interest |
23,411 |
238,448 |
+4,222 |
FTSE MIB(ISE) |
Mar16 |
160106 |
20920.00 |
20940.00 |
20360.00 |
20453.00 |
-477.00 |
51,795 |
72,797 |
+72,797 |
Jun16 |
160106 |
20295.00 |
20420.00 |
19985.00 |
20048.00 |
-477.00 |
38 |
76 |
+76 |
Sep16 |
160106 |
19946.00 |
19946.00 |
19946.00 |
19946.00 |
-467.00 |
|
|
|
Total Volume and Open Interest |
51,833 |
72,873 |
-210 |
KOSPI 200(KFE) |
Mar16 |
160106 |
235.10 |
235.45 |
234.80 |
235.45 |
-0.95 |
141,198 |
97,663 |
+1,955 |
Jun16 |
160106 |
236.80 |
237.70 |
234.50 |
236.10 |
-1.10 |
536 |
1,417 |
-42 |
Sep16 |
160106 |
237.30 |
237.45 |
234.45 |
236.10 |
-1.45 |
5 |
336 |
-1 |
Total Volume and Open Interest |
141,752 |
100,663 |
+1,923 |
GSCI(CME) |
Jan16 |
160106 |
305.70 |
305.70 |
297.50 |
297.75 |
-9.50 |
1,115 |
12,367 |
+60 |
Feb16 |
160106 |
303.00 |
303.00 |
303.00 |
303.00 |
-9.60 |
|
|
|
Mar16 |
160106 |
310.00 |
310.00 |
310.00 |
310.00 |
-9.60 |
|
|
|
Total Volume and Open Interest |
1,115 |
12,367 |
+60 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|