Moore Research Center, Inc.

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

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Mon January 18, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar16 160115 882.25 882.75 871.00 879.00 -3.25 109,920 322,447 -6,667
May16 160115 882.50 883.00 871.50 878.75 -4.25 38,655 130,097 +673
Jul16 160115 888.00 888.50 877.00 883.75 -4.50 21,377 101,598 +2,086
Aug16 160115 887.75 888.25 879.00 885.50 -4.25 1,573 12,632 -38
Sep16 160115 886.50 886.50 879.50 884.00 -4.50 330 4,640 +81
Nov16 160115 890.00 890.50 880.00 885.25 -5.00 7,195 90,407 +1,486
Jan17 160115 888.00 891.25 886.75 891.00 -4.75 123 1,257 +92
Mar17 160115 891.50 892.00 888.25 892.00 -4.75 54 1,837 +8
May17 160115 894.00 895.75 893.50 895.75 -5.00 29 917 -1
Jul17 160115 902.00 902.00 899.25 901.25 -5.25 40 1,077 -20
Aug17 160115 899.00 899.00 899.00 899.00 -5.25 0 42 +0
Sep17 160115 894.25 894.25 894.25 894.25 -5.00 0 26 +0
Nov17 160115 891.50 891.50 886.00 889.00 -6.75 110 1,333 +82
Jan18 160115 893.00 893.00 893.00 893.00 -6.50 0 2 +0
Total Volume and Open Interest 180,590 668,783 -3,023
Soybean Meal(CBOT)
Mar16 160115 274.10 274.10 268.10 270.70 -3.50 44,704 186,415 -1,959
May16 160115 276.80 276.80 271.00 273.60 -3.40 16,089 74,746 +1,512
Jul16 160115 279.60 279.60 274.20 276.70 -3.10 9,266 59,757 +475
Aug16 160115 279.80 279.80 275.70 278.10 -2.90 915 17,567 +155
Sep16 160115 282.00 282.00 277.20 279.30 -2.80 1,641 15,294 +209
Oct16 160115 281.70 281.70 277.50 279.30 -2.60 693 10,956 +64
Dec16 160115 282.20 282.20 278.40 280.50 -2.30 2,139 36,910 +358
Jan17 160115 282.30 282.60 280.00 281.70 -2.40 42 1,774 +21
Mar17 160115 283.30 283.30 280.90 282.90 -2.20 82 2,370 +40
May17 160115 283.50 283.50 283.50 283.50 -2.20 19 753 +12
Total Volume and Open Interest 76,000 408,462 +793
Soybean Oil(CBOT)
Mar16 160115 29.79 29.90 29.42 29.65 -0.10 46,360 172,577 +584
May16 160115 29.97 30.11 29.65 29.86 -0.10 13,235 90,509 +1,517
Jul16 160115 30.21 30.35 29.90 30.10 -0.11 7,802 72,350 +1,696
Aug16 160115 30.27 30.32 29.96 30.16 -0.11 315 10,494 +38
Sep16 160115 30.19 30.41 30.08 30.21 -0.13 353 10,397 -94
Oct16 160115 30.20 30.39 30.04 30.18 -0.18 207 9,251 -5
Dec16 160115 30.40 30.52 30.09 30.24 -0.20 1,464 32,331 +70
Jan17 160115 30.65 30.65 30.35 30.48 -0.19 65 2,309 +4
Mar17 160115 30.77 30.77 30.57 30.67 -0.17 76 2,047 +15
May17 160115 30.94 30.94 30.80 30.80 -0.19 29 1,404 +1
Total Volume and Open Interest 71,889 408,971 +4,720
Canola(WCE)
Jan16 160114 477.7 477.7 477.7 477.7 +1.0      
Mar16 160118 484.0 487.0 480.2 486.7 +2.0 13,229 133,262 +3,684
May16 160118 489.9 494.7 487.6 494.3 +2.4 6,454 26,537 +2,663
Jul16 160118 490.5 498.5 490.5 498.0 +3.5 3,705 18,582 +351
Nov16 160118 491.1 495.8 489.0 495.8 +3.5 1,860 16,286 +538
Total Volume and Open Interest 25,458 195,549 +7,275
Corn(CBOT)
Mar16 160115 358.00 363.50 356.00 363.25 +5.25 216,869 701,983 -8,022
May16 160115 362.50 368.00 360.75 367.50 +4.75 64,833 227,225 +5,881
Jul16 160115 368.25 373.00 366.25 372.75 +4.50 65,403 194,031 -4,421
Sep16 160115 374.00 377.75 372.25 377.50 +3.50 25,067 90,516 +4,534
Dec16 160115 382.00 385.50 380.25 385.25 +3.25 17,834 148,922 -929
Mar17 160115 390.00 394.75 389.75 394.25 +3.25 6,319 13,604 +2,875
May17 160115 398.00 400.25 396.50 400.25 +3.00 229 2,163 -14
Jul17 160115 400.00 404.25 400.00 404.25 +3.00 297 3,017 +43
Sep17 160115 399.25 399.25 399.25 399.25 +2.50 10 1,354 +5
Dec17 160115 394.25 398.50 394.00 398.50 +2.75 173 5,069 +36
Total Volume and Open Interest 397,060 1,388,756 -6
Wheat(CBOT)
Mar16 160115 468.75 474.50 465.00 473.75 +5.00 63,921 221,739 -5,948
May16 160115 474.75 479.50 470.50 478.50 +4.25 15,214 61,452 +1,101
Jul16 160115 480.00 485.25 476.50 484.50 +4.00 16,131 68,376 +1,552
Sep16 160115 489.00 493.25 485.50 493.00 +3.75 1,752 12,682 -351
Dec16 160115 502.75 507.25 499.50 506.75 +4.00 2,798 24,018 +265
Mar17 160115 513.00 517.25 510.75 517.25 +3.75 483 2,445 +133
Total Volume and Open Interest 100,310 390,931 -3,246
Wheat(KCBT)
Mar16 160115 468.75 474.75 464.75 474.00 +5.50 18,515 109,391 -1,550
May16 160115 477.50 484.75 474.75 484.00 +5.25 6,291 25,750 +376
Jul16 160115 487.50 494.00 484.25 493.50 +5.25 8,265 47,738 +2,102
Sep16 160115 499.75 506.75 499.75 506.50 +5.00 1,055 8,070 -19
Dec16 160115 517.50 525.50 517.50 525.50 +4.75 1,931 16,141 +701
Mar17 160115 532.50 539.25 532.25 539.25 +4.50 599 4,263 +361
Total Volume and Open Interest 36,659 211,819 +1,973
Wheat(MGE)
Mar16 160115 492.25 498.00 490.25 497.25 +4.75 6,677 33,092 -457
May16 160115 498.75 504.75 497.25 503.50 +4.00 3,592 14,788 -332
Jul16 160115 507.00 512.25 505.25 510.50 +3.00 1,537 13,532 +465
Sep16 160115 518.00 522.25 516.75 520.75 +2.50 260 6,557 -28
Dec16 160115 533.50 537.25 532.50 535.25 +1.75 225 5,211 +59
Total Volume and Open Interest 12,436 74,534 -252
Oats(CBOT)
Mar16 160115 202.00 206.00 197.00 198.75 -1.50 373 7,053 +97
May16 160115 204.50 205.25 197.25 198.75 -1.75 28 1,762 +0
Jul16 160115 207.50 208.75 204.00 204.00 -2.25 2 581 +0
Sep16 160115 209.50 209.50 209.50 209.50 -2.25 0 26 +0
Total Volume and Open Interest 403 9,581 +97
Rough Rice(CBOT)
Jan16 160114 10.82 10.86 10.82 10.85 -0.22 74 78 +44
Mar16 160115 10.89 10.98 10.65 10.66 -0.22 960 9,704 -52
May16 160115 11.20 11.20 10.95 10.95 -0.22 12 2,612 +4
Jul16 160115 11.23 11.23 11.23 11.23 -0.22 39 890 -39
Total Volume and Open Interest 1,018 13,310 -159
Live Cattle(CME)
Feb16 160115 129.400 129.435 127.550 127.550 -3.000 31,084 73,399 -7,986
Apr16 160115 130.200 130.250 128.500 128.500 -3.000 24,914 96,248 +6,686
Jun16 160115 121.500 121.550 119.730 119.750 -2.980 8,444 61,280 +1,164
Aug16 160115 117.850 117.900 115.850 116.330 -2.520 2,939 21,895 +540
Oct16 160115 119.000 119.000 116.900 117.385 -2.515 1,760 11,809 +143
Dec16 160115 119.400 119.400 117.000 117.350 -2.650 447 8,338 +154
Total Volume and Open Interest 69,782 275,761 +766
Feeder Cattle(CME)
Jan16 160115 156.900 157.000 154.300 154.300 -4.500 1,188 4,875 -409
Mar16 160115 152.750 152.880 150.285 150.285 -4.500 3,338 16,077 +265
Apr16 160115 153.450 153.450 150.850 150.850 -4.500 1,028 4,804 +111
May16 160115 153.580 153.580 150.700 150.700 -4.500 968 4,942 -108
Aug16 160115 155.450 155.450 152.685 152.685 -4.500 558 4,973 +75
Sep16 160115 153.935 153.935 150.600 150.600 -4.500 52 583 +5
Oct16 160115 149.750 149.750 147.700 147.700 -4.500 25 326 +8
Total Volume and Open Interest 7,178 36,958 -47
Lean Hogs(CME)
Feb16 160115 62.035 62.450 61.330 62.035 -0.315 21,541 44,066 -2,909
Apr16 160115 67.500 67.680 66.550 67.450 -0.335 14,654 58,953 +4,061
May16 160115 74.300 74.400 73.750 74.400 -0.300 78 1,150 +50
Jun16 160115 78.480 78.680 77.700 78.385 -0.445 4,763 28,235 +725
Jul16 160115 78.035 78.330 77.550 78.300 +0.050 1,437 7,763 +48
Aug16 160115 78.200 78.300 77.450 78.230 -0.020 1,522 12,232 +432
Oct16 160115 67.475 67.635 66.800 67.550 +0.015 1,326 7,609 +646
Dec16 160115 62.900 63.300 62.450 63.235 -0.015 755 6,064 +94
Total Volume and Open Interest 46,283 167,004 +3,272
Class III Milk(CME)
Jan16 160115 13.77 13.78 13.74 13.78 +0.02 172 3,648 -21
Feb16 160115 14.08 14.39 14.05 14.18 +0.20 377 5,154 +45
Mar16 160115 14.08 14.29 14.01 14.16 +0.17 146 4,027 +53
Apr16 160115 14.20 14.36 14.18 14.28 +0.07 144 3,142 +66
May16 160115 14.63 14.73 14.60 14.69 +0.09 28 2,812 +1
Jun16 160115 14.98 15.11 14.94 15.07 +0.12 13 2,577 +6
Jul16 160115 15.31 15.40 15.31 15.40 +0.12 17 2,178 -2
Aug16 160115 15.70 15.76 15.70 15.75 +0.10 7 2,059 +0
Sep16 160115 15.91 16.05 15.91 16.00 +0.06 13 2,078 +0
Oct16 160115 16.04 16.14 16.04 16.14 +0.09 20 1,550 +15
Nov16 160115 15.94 16.05 15.94 16.05 +0.12 5 1,394 +4
Dec16 160115 15.90 15.95 15.89 15.95 +0.11 0 1,294 +0
Jan17 160115 15.80 15.80 15.80 15.80 unch 2 118 +2
Total Volume and Open Interest 944 32,358 +169
Cocoa(ICE)
Mar16 160115 2876 2919 2872 2905 +48 20,209 78,029 -2,184
May16 160115 2885 2924 2877 2909 +47 14,240 51,880 +928
Jul16 160115 2877 2927 2877 2913 +46 6,051 29,543 +1,884
Sep16 160115 2883 2921 2879 2909 +46 3,704 21,359 +147
Dec16 160115 2870 2905 2870 2893 +46 1,246 13,151 +66
Mar17 160115 2867 2898 2866 2887 +45 942 20,070 +172
May17 160115 2872 2895 2872 2885 +43 60 1,604 -10
Total Volume and Open Interest 46,609 220,990 +1,098
Coffee "C"(ICE)
Mar16 160115 115.60 115.65 113.65 114.90 -1.00 14,820 94,464 +41
May16 160115 118.15 118.15 115.95 117.15 -1.00 6,378 39,116 +1,273
Jul16 160115 119.90 119.95 118.05 119.25 -0.95 4,257 23,244 +315
Sep16 160115 121.80 121.85 119.95 121.10 -1.00 2,394 13,064 +713
Dec16 160115 124.20 124.20 122.40 123.55 -0.95 881 14,999 +97
Mar17 160115 126.25 126.55 124.90 125.95 -0.95 289 3,959 +127
Total Volume and Open Interest 29,178 193,018 +2,547
Orange Juice(ICE)
Mar16 160115 130.65 131.10 126.40 127.20 -3.05 989 9,742 -315
May16 160115 131.20 131.45 127.40 128.15 -2.80 145 1,854 +71
Jul16 160115 132.00 132.25 128.05 128.75 -2.75 31 682 +18
Sep16 160115 128.60 129.10 128.60 129.10 -3.20 17 132 +15
Nov16 160115 129.25 129.25 129.25 129.25 -3.20 1 4 -1
Jan17 160115 130.10 130.10 130.10 130.10 -3.20 0 2 +0
Total Volume and Open Interest 1,183 12,417 -212
Sugar #11(ICE)
Mar16 160115 14.85 15.12 14.76 14.92 +0.04 89,261 344,438 -4,095
May16 160115 14.41 14.67 14.33 14.48 +0.04 43,612 178,853 -258
Jul16 160115 14.15 14.38 14.06 14.17 unch 28,739 156,567 +5,830
Oct16 160115 14.16 14.43 14.12 14.23 unch 8,017 84,533 +1,325
Mar17 160115 14.53 14.79 14.48 14.59 -0.01 3,531 46,654 +1,183
May17 160115 14.24 14.51 14.22 14.29 -0.04 275 9,665 +87
Jul17 160115 13.93 14.19 13.91 13.95 -0.07 157 15,241 +70
Oct17 160115 13.80 14.06 13.78 13.80 -0.09 67 12,840 +11
Total Volume and Open Interest 173,749 856,887 +4,161
London Cocoa(LCE)
Mar16 160118 2122 2128 2107 2114 -1 7,483 77,786 -361
May16 160118 2120 2130 2110 2117 +1 4,760 35,448 +290
Jul16 160118 2122 2133 2114 2121 +3 4,182 42,300 +107
Sep16 160118 2114 2127 2109 2116 +5 3,532 36,496 +502
Dec16 160118 2085 2097 2081 2088 +5 1,755 31,849 +485
Mar17 160118 2070 2080 2065 2072 +4 1,092 28,176 +45
May17 160118 2071 2076 2069 2069 +2 51 635 +13
Total Volume and Open Interest 22,863 252,990 +1,074
London Sugar(LCE)
Mar16 160118 427.70 428.00 425.00 426.80 -0.40 4,469 42,400 -132
May16 160118 420.40 420.40 417.00 418.80 +0.20 3,433 24,490 +480
Aug16 160118 411.70 412.50 410.50 412.10 +0.10 1,417 11,845 +131
Oct16 160118 402.80 403.90 402.80 403.70 -0.60 582 7,403 +127
Dec16 160118 402.10 402.10 401.40 401.90 -1.00 177 2,768 -37
Total Volume and Open Interest 10,134 91,509 +581
Cotton(ICE)
Mar16 160115 61.91 62.02 61.34 61.41 -0.49 14,708 114,038 -1,144
May16 160115 62.28 62.30 61.82 61.90 -0.37 5,364 32,566 +425
Jul16 160115 62.64 62.67 62.13 62.42 -0.22 2,239 21,941 -281
Oct16 160115 61.97 61.97 61.97 61.97 -0.22 0 3 +0
Dec16 160115 62.70 62.70 62.02 62.47 -0.24 258 12,135 +18
Mar17 160115 63.18 63.38 62.91 63.38 -0.21 59 797 +45
Total Volume and Open Interest 22,639 181,667 -927
Lumber(CME)
Mar16 160115 246.2 247.4 243.8 245.8 -2.8 259 3,563 +70
May16 160115 245.0 245.4 243.2 245.1 -1.9 48 684 +19
Jul16 160115 248.0 248.5 247.0 248.0 -2.0 8 56 +6
Sep16 160115 252.5 252.5 251.6 251.6 -3.0 0 20 +0
Total Volume and Open Interest 349 4,373 +74
Crude Oil(NYM)
Feb16 160115 31.18 31.18 29.13 29.42 -1.78 637,903 176,000 -61,424
Mar16 160115 32.11 32.13 30.06 30.39 -1.72 358,235 514,746 +22,209
Apr16 160115 33.17 33.17 31.06 31.38 -1.74 115,710 147,833 +1,960
May16 160115 34.11 34.13 32.01 32.31 -1.78 61,729 91,837 +3,508
Jun16 160115 35.05 35.05 32.87 33.15 -1.81 64,309 150,505 +2,668
Jul16 160115 35.56 35.56 33.59 33.86 -1.82 21,406 44,157 +1,048
Aug16 160115 35.99 35.99 34.25 34.44 -1.83 8,829 35,022 -258
Sep16 160115 36.89 36.89 34.72 34.94 -1.85 13,698 60,240 -1,226
Oct16 160115 37.18 37.18 35.23 35.39 -1.86 4,882 33,172 +1,195
Nov16 160115 37.27 37.27 35.85 35.85 -1.88 3,106 28,560 +259
Dec16 160115 38.35 38.42 36.10 36.32 -1.90 45,429 174,189 -283
Jan17 160115 37.30 37.30 36.70 36.70 -1.92 2,692 23,476 -77
Feb17 160115 37.00 37.08 37.00 37.08 -1.94 1,121 9,919 +269
Mar17 160115 37.33 37.43 37.33 37.43 -1.97 1,283 13,701 -27
Apr17 160115 37.76 37.76 37.76 37.76 -2.00 220 6,341 +56
May17 160115 38.06 38.06 38.06 38.06 -2.02 224 5,530 +53
Total Volume and Open Interest 1,374,769 1,727,690 -28,542
e-miNY Crude Oil(NYM)
Feb16 160115 31.175 31.225 29.125 29.425 -1.775 14,163 2,817 -225
Mar16 160115 32.100 32.100 30.075 30.400 -1.700 1,749 2,002 +219
Apr16 160115 32.900 32.900 31.100 31.375 -1.750 481 753 +172
May16 160115 33.775 33.775 32.150 32.300 -1.800 83 552 -3
Jun16 160115 34.850 34.850 32.975 33.150 -1.800 14 76 +8
Jul16 160115 35.075 35.075 33.825 33.850 -1.825 4 12 +2
Aug16 160115 34.450 34.450 34.450 34.450 -1.825 1 4 +1
Sep16 160115 35.475 35.475 34.950 34.950 -1.850 2 11 +0
Oct16 160115 35.400 35.400 35.400 35.400 -1.850 2 6 +1
Nov16 160115 35.850 35.850 35.850 35.850 -1.875 0 1 +0
Total Volume and Open Interest 17,006 7,056 +428
NY Harbor ULSD(NYM)
Feb16 160115 98.69 98.70 93.28 93.43 -4.65 55,592 60,475 -6,160
Mar16 160115 100.42 100.45 94.73 94.85 -4.93 41,905 79,943 +4,281
Apr16 160115 102.00 102.00 96.23 96.33 -5.03 22,294 48,712 +1,632
May16 160115 102.79 102.79 97.91 98.05 -5.17 13,412 30,532 -447
Jun16 160115 106.01 106.01 99.95 100.14 -5.40 15,457 34,416 +1,015
Jul16 160115 108.63 108.63 102.53 102.65 -5.50 6,742 14,119 +1,022
Aug16 160115 107.34 107.34 104.88 105.01 -5.56 3,895 10,015 +757
Sep16 160115 110.78 110.78 107.16 107.17 -5.64 2,766 10,090 +421
Oct16 160115 112.83 112.83 109.14 109.15 -5.73 1,824 5,167 +86
Nov16 160115 113.08 113.95 110.75 111.00 -5.74 1,400 5,234 +55
Dec16 160115 114.75 115.97 112.60 112.85 -5.70 3,991 29,675 -145
Jan17 160115 116.77 116.77 114.53 114.74 -5.71 307 6,765 -6
Feb17 160115 121.05 121.05 116.36 116.36 -5.71 121 1,405 +14
Mar17 160115 122.30 122.30 117.40 117.40 -5.69 139 1,250 -17
Total Volume and Open Interest 171,153 347,983 +2,960
RBOB Gasoline(NYM)
Feb16 160115 107.87 107.87 101.54 102.12 -4.72 69,937 67,585 -8,413
Mar16 160115 110.35 110.35 104.02 104.58 -5.06 60,867 86,532 +5,958
Apr16 160115 131.61 131.96 125.63 126.12 -5.45 29,355 48,080 +3,296
May16 160115 132.28 132.28 127.18 127.60 -5.39 16,637 37,133 -252
Jun16 160115 132.65 132.65 126.92 127.29 -5.39 13,982 35,628 +682
Jul16 160115 131.53 131.53 125.71 126.00 -5.38 6,498 17,471 +1,059
Aug16 160115 127.02 127.02 123.60 123.87 -5.34 3,697 12,957 -207
Sep16 160115 125.60 125.60 120.47 120.87 -5.33 3,916 18,703 +33
Oct16 160115 108.21 108.60 106.37 106.61 -5.34 1,929 9,788 +211
Nov16 160115 105.73 106.47 103.50 103.56 -5.47 1,501 3,585 -19
Total Volume and Open Interest 212,503 374,585 +2,001
e-miNY RBOB Gasoline(NYM)
Feb16 160115 102.10 102.12 102.10 102.10 -4.70 0 1 +0
Mar16 160115 104.60 104.60 104.58 104.60 -5.00      
Apr16 160115 126.10 126.12 126.10 126.10 -5.50      
May16 160115 127.60 127.60 127.60 127.60 -5.40      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb16 160115 2.144 2.153 2.086 2.100 -0.039 137,810 109,366 -15,595
Mar16 160115 2.182 2.195 2.112 2.127 -0.053 84,231 236,345 +4,420
Apr16 160115 2.248 2.253 2.180 2.189 -0.055 39,434 109,290 +3,241
May16 160115 2.310 2.310 2.244 2.252 -0.049 22,114 76,438 +744
Jun16 160115 2.371 2.371 2.308 2.316 -0.048 13,432 41,268 +2,824
Jul16 160115 2.420 2.427 2.373 2.381 -0.044 8,860 40,402 +1,606
Aug16 160115 2.438 2.445 2.396 2.403 -0.042 2,721 27,539 +171
Sep16 160115 2.418 2.438 2.397 2.404 -0.041 4,067 43,674 -81
Oct16 160115 2.465 2.467 2.423 2.431 -0.040 9,467 62,787 +585
Nov16 160115 2.539 2.541 2.507 2.512 -0.036 2,510 17,767 -147
Dec16 160115 2.686 2.704 2.664 2.674 -0.030 2,220 18,349 +305
Jan17 160115 2.812 2.817 2.784 2.792 -0.025 3,958 35,837 +1,046
Feb17 160115 2.804 2.804 2.781 2.786 -0.023 451 6,729 +304
Mar17 160115 2.761 2.762 2.739 2.746 -0.022 1,059 14,380 +406
Apr17 160115 2.580 2.581 2.557 2.565 -0.015 1,229 15,845 +704
May17 160115 2.572 2.572 2.571 2.571 -0.014 32 3,603 +7
Total Volume and Open Interest 337,121 903,785 +2,705
Brent Crude Oil(ICE)
Mar16 160118 28.73 29.58 27.67 28.55 -0.39 409,375 391,175 -17,055
Apr16 160118 30.11 30.29 28.45 29.23 -0.46 219,427 348,502 +43,375
May16 160118 30.35 30.98 29.23 29.91 -0.53 113,027 200,433 +14,494
Jun16 160118 30.91 31.68 30.00 30.61 -0.58 103,796 189,381 +4,202
Jul16 160118 31.33 32.33 30.75 31.25 -0.64 36,949 93,680 +5,125
Aug16 160118 31.99 32.96 31.42 31.85 -0.71 22,837 61,388 +2,356
Sep16 160118 32.68 33.56 32.07 32.42 -0.77 34,391 59,672 +1,559
Oct16 160118 33.29 34.02 32.67 32.98 -0.82 11,637 38,176 +2,105
Nov16 160118 33.92 34.58 33.26 33.56 -0.87 9,253 38,667 +2,122
Dec16 160118 34.71 35.30 33.85 34.13 -0.90 72,000 232,340 +1,120
Jan17 160118 35.08 35.70 34.61 34.61 -0.94 2,490 32,133 +518
Feb17 160118 35.09 35.09 35.09 35.09 -0.97 1,890 34,847 -201
Mar17 160118 35.59 35.59 35.59 35.59 -0.99 2,857 29,304 -186
Apr17 160118 36.07 36.07 36.07 36.07 -1.01 805 11,592 +66
Total Volume and Open Interest 1,083,983 2,067,321 +13,695
Gas Oil(ICE)
Feb16 160118 274.75 279.25 266.00 271.75 -7.00 75,073 140,380 -7,448
Mar16 160118 282.00 286.75 273.50 279.50 -6.50 60,691 106,195 +1,545
Apr16 160118 287.75 292.75 279.75 286.25 -6.25 32,009 62,007 +4,814
May16 160118 292.00 298.25 285.25 291.75 -6.50 15,506 44,966 +1,551
Jun16 160118 298.00 303.00 290.75 297.00 -6.50 20,602 67,362 +1,268
Jul16 160118 303.50 309.25 297.25 303.00 -6.75 5,458 22,394 -172
Aug16 160118 309.75 315.25 303.75 309.00 -7.00 3,544 17,338 +281
Sep16 160118 315.50 320.75 309.50 314.75 -7.25 5,505 20,529 +738
Oct16 160118 321.75 327.00 316.00 321.00 -7.25 3,229 16,966 -332
Nov16 160118 326.00 329.75 320.50 325.25 -7.50 1,785 9,941 +13
Total Volume and Open Interest 246,008 716,640 +2,638
Ethanol(CBOT)
Feb16 160115 1.331 1.353 1.319 1.350 +0.025 485 1,236 -77
Mar16 160115 1.349 1.370 1.348 1.370 +0.021 130 1,062 +34
Apr16 160115 1.371 1.393 1.363 1.393 +0.021 47 964 +32
May16 160115 1.376 1.403 1.376 1.403 +0.021 36 336 +15
Jun16 160115 1.405 1.405 1.405 1.405 +0.021 6 287 +1
Jul16 160115 1.382 1.406 1.382 1.406 +0.021 160 218 +150
Aug16 160115 1.405 1.405 1.405 1.405 +0.021 10 60 +0
Sep16 160115 1.403 1.403 1.403 1.403 +0.021 8 91 +5
Total Volume and Open Interest 910 4,484 +182
WTI Crude Oil(ICE)
Feb16 160118 29.08 29.80 28.44 28.95 -0.47 48,387 29,953 -9,896
Mar16 160118 30.06 30.88 29.42 29.97 -0.42 81,504 128,011 +5,958
Apr16 160118 31.00 31.82 30.43 30.97 -0.41 41,682 46,360 +4,776
May16 160118 31.92 32.72 31.33 31.88 -0.43 21,519 17,197 +2,618
Jun16 160118 32.75 33.28 32.29 32.68 -0.47 20,152 39,191 -925
Jul16 160118 33.44 33.71 33.28 33.36 -0.50 2,885 7,427 +40
Aug16 160118 34.00 34.34 33.71 33.91 -0.53 1,396 4,899 -186
Sep16 160118 34.49 34.82 34.21 34.39 -0.55 1,809 11,069 +539
Oct16 160118 34.79 35.47 34.79 34.81 -0.58 1,229 2,518 -416
Nov16 160118 35.24 35.24 35.24 35.24 -0.61 720 8,346 +369
Dec16 160118 35.91 36.37 35.41 35.68 -0.64 12,863 59,939 +1,318
Jan17 160118 36.03 36.03 36.03 36.03 -0.67 329 4,802 +66
Feb17 160118 36.38 36.38 36.38 36.38 -0.70 69 1,832 +12
Mar17 160118 36.70 36.70 36.70 36.70 -0.73 46 2,971 +2
Apr17 160118 37.00 37.00 37.00 37.00 -0.76 21 1,564 +0
May17 160118 37.27 37.27 37.27 37.27 -0.79 5 1,206 +0
Total Volume and Open Interest 239,155 427,144 +5,354
US Dollar Index(ICE)
Mar16 160118 99.020 99.285 98.925 99.020 unch 38,487 74,086 +2,548
Jun16 160118 99.080 99.340 99.045 99.115 unch 570 1,705 +71
Sep16 160118 99.160 99.160 99.160 99.160 unch 4 331 +3
Total Volume and Open Interest 39,061 76,140 +2,622
Australian Dollar(CME)
Mar16 160115 69.65 69.82 68.09 68.42 -1.35 104,312 124,401 +3,348
Jun16 160115 69.44 69.53 67.83 68.15 -1.34 442 487 -3
Sep16 160115 68.40 68.40 67.75 67.89 -1.34 0 31 +0
Total Volume and Open Interest 104,758 124,931 +3,341
British Pound(CME)
Mar16 160115 144.18 144.27 142.52 142.62 -1.43 83,424 239,443 +1,220
Jun16 160115 144.20 144.31 142.58 142.67 -1.44 40 545 -1
Sep16 160115 142.76 144.38 142.76 142.76 -1.44 11 49 +1
Total Volume and Open Interest 83,475 240,088 +1,220
Canadian Dollar(CME)
Mar16 160115 69.67 69.72 68.71 68.78 -0.89 96,419 161,630 -329
Jun16 160115 69.73 69.76 68.77 68.83 -0.89 224 3,172 +100
Sep16 160115 69.10 69.83 68.86 68.90 -0.89 34 966 +6
Dec16 160115 69.10 69.52 68.97 68.98 -0.91 105 253 +10
Total Volume and Open Interest 96,782 166,060 -213
Japanese Yen(CME)
Mar16 160115 84.74 85.93 84.64 85.55 +0.82 149,763 245,408 +5,209
Jun16 160115 84.92 86.14 84.87 85.78 +0.83 344 1,110 +144
Sep16 160115 85.17 86.37 85.13 86.08 +0.81 1 136 +1
Total Volume and Open Interest 150,121 246,717 +5,351
Swiss Franc(CME)
Mar16 160115 99.74 100.64 99.62 100.01 +0.31 18,432 47,305 +1,085
Jun16 160115 100.37 101.08 100.09 100.47 +0.32 0 171 +0
Sep16 160115 101.00 101.48 101.00 101.00 +0.30 0 17 +0
Total Volume and Open Interest 18,433 47,514 +1,086
EuroFX(CME)
Mar16 160115 108.80 110.01 108.70 109.25 +0.47 179,786 396,759 +2,407
Jun16 160115 109.06 110.31 109.03 109.56 +0.46 286 2,870 +25
Sep16 160115 109.94 110.66 109.44 109.94 +0.45 31 593 +8
Total Volume and Open Interest 180,112 401,015 +2,445
Mexican Peso(CME)
Jan16 160115 551.38 551.38 551.38 551.38 -8.38      
Feb16 160115 546.38 546.38 546.38 546.38 -12.38      
Total Volume and Open Interest 65,658 154,080 +5,397
Brazilian Real(CME)
Feb16 160115 248.05 248.05 245.00 246.00 -2.65 1,451 10,345 +245
Mar16 160115 244.50 246.00 242.95 243.85 -2.60 42 4,090 +10
Apr16 160115 241.50 241.50 241.50 241.50 -2.65      
May16 160115 239.20 239.20 239.20 239.20 -2.65      
Total Volume and Open Interest 1,493 14,843 +255
30-Year T-Bonds(CBOT)
Mar16 160115 157~180 159~240 157~140 159~040 +1~210 393,673 510,735 +2,621
Jun16 160115 157~040 158~070 157~040 157~230 +1~200 59 139 +18
Sep16 160115 157~230 157~230 157~230 157~230 +1~200      
Total Volume and Open Interest 393,732 510,874 +2,639
10-Year T-Notes(CBOT)
Mar16 160115 127~285 128~290 127~260 128~145 +0~200 1,702,895 2,704,168 +55,729
Jun16 160115 128~000 128~095 127~270 127~285 +0~200 2,094 4,434 +1,795
Sep16 160115 127~055 127~055 127~055 127~055 +0~200      
Total Volume and Open Interest 1,704,989 2,708,602 +57,524
5-Year T-Notes(CBOT)
Mar16 160115 119~230 120~114 119~212 120~012 +0~112 896,671 2,433,807 +12,300
Jun16 160115 119~236 119~282 119~224 119~226 +0~120 416 1,618 +379
Sep16 160115 119~076 119~076 119~076 119~076 +0~120      
Total Volume and Open Interest 897,087 2,435,425 +12,679
2 Year T-Notes(CBOT)
Mar16 160115 108~314 109~062 108~310 109~030 +0~034 271,955 1,015,770 -16,529
Jun16 160115 108~302 108~314 108~300 108~304 +0~040 1,112 3,811 +1,041
Sep16 160115 108~224 108~224 108~224 108~224 +0~040      
Total Volume and Open Interest 273,067 1,019,581 -15,488
Eurodollars(CME)
Mar16 160115 99.320 99.360 99.315 99.335 +0.015 246,774 1,295,515 -6,285
Jun16 160115 99.230 99.295 99.220 99.260 +0.035 265,581 1,227,024 +13,815
Sep16 160115 99.135 99.230 99.125 99.185 +0.055 300,898 1,161,753 -10,372
Dec16 160115 99.025 99.150 99.020 99.095 +0.070 360,113 1,276,419 -21,464
Mar17 160115 98.930 99.070 98.925 99.010 +0.080 373,195 898,855 -11,081
Jun17 160115 98.830 98.985 98.815 98.910 +0.085 261,542 676,010 +2,456
Sep17 160115 98.730 98.890 98.720 98.815 +0.090 170,239 676,298 +4,079
Dec17 160115 98.630 98.795 98.620 98.710 +0.090 228,177 739,331 -3,603
Mar18 160115 98.545 98.715 98.535 98.625 +0.090 158,175 463,992 +6,799
Jun18 160115 98.460 98.630 98.455 98.535 +0.085 100,897 393,240 +5,898
Sep18 160115 98.380 98.545 98.375 98.450 +0.080 85,616 376,852 +6,033
Dec18 160115 98.295 98.460 98.290 98.365 +0.080 116,811 409,807 +5,263
Mar19 160115 98.225 98.390 98.220 98.295 +0.080 57,898 226,518 -3,247
Jun19 160115 98.150 98.315 98.150 98.220 +0.075 35,236 173,447 +2,420
Sep19 160115 98.085 98.245 98.080 98.150 +0.070 32,819 153,814 +446
Dec19 160115 98.010 98.170 98.010 98.075 +0.070 29,681 153,247 +1,662
Mar20 160115 97.945 98.100 97.945 98.010 +0.070 21,925 68,765 -888
Jun20 160115 97.885 98.030 97.875 97.940 +0.065 19,400 56,026 -981
Total Volume and Open Interest 2,938,866 10,941,702 -15,801
Ultra T-Bond(CBOT)
Mar16 160115 162~07 164~29 162~05 164~11 +2~04 122,758 617,702 +2,532
Jun16 160115 165~20 165~20 165~20 165~20 +2~04 5 20 +5
Sep16 160115 165~20 165~20 165~20 165~20 +2~04      
Total Volume and Open Interest 122,763 617,722 +2,537
30 Day Federal Funds(CBOT)
Jan16 160115 99.665 99.665 99.662 99.665 unch 1,164 170,017 -293
Feb16 160115 99.645 99.650 99.640 99.645 unch 14,457 137,704 +682
Mar16 160115 99.600 99.625 99.600 99.610 +0.010 5,926 36,121 -449
Apr16 160115 99.560 99.590 99.555 99.570 +0.015 20,309 101,958 +3,606
May16 160115 99.535 99.575 99.535 99.555 +0.025 14,089 82,371 +4,132
Jun16 160115 99.500 99.555 99.500 99.530 +0.035 4,097 25,514 -85
Total Volume and Open Interest 111,070 761,877 +13,316
3-Mth Euro-Yen(CME)
Mar16 160115 99.685 99.685 99.685 99.685 unch      
Jun16 160115 99.800 99.800 99.800 99.800 unch      
Sep16 160115 99.660 99.660 99.660 99.660 unch      
Dec16 160115 99.990 99.990 99.990 99.990 unch      
Mar17 160115 99.955 99.955 99.955 99.955 unch      
Jun17 160115 99.815 99.815 99.815 99.815 unch      
Sep17 160115 99.675 99.675 99.675 99.675 unch      
Dec17 160115 99.535 99.535 99.535 99.535 unch      
Mar18 160115 99.395 99.395 99.395 99.395 unch      
Jun18 160115 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar16 160118 99.68 99.68 99.68 99.68 unch      
Jun16 160118 99.80 99.80 99.80 99.80 unch      
Sep16 160118 99.66 99.66 99.66 99.66 unch      
Dec16 160118 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 160118 99.96 99.96 99.96 99.96 unch      
Jun17 160118 99.82 99.82 99.82 99.82 unch      
Sep17 160118 99.68 99.68 99.68 99.68 unch      
Dec17 160118 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 4 +0
Japanese Gov't Bonds(SGX)
Mar16 160118 149.56 149.72 149.52 149.65 +0.24 1,325 21,357 +5
Jun16 160118 149.05 149.05 149.05 149.05 +0.24      
Sep16 160118 148.49 148.49 148.49 148.49 +0.24      
Total Volume and Open Interest 1,325 21,357 +5
Euro-Bund(EUREX)
Mar16 160118 160.14 160.42 159.96 160.38 -0.01 764,449 1,169,576 +1,269
Jun16 160118 157.66 157.88 157.55 157.84 -0.01 977 7,055 +712
Sep16 160118 156.73 156.73 156.73 156.73 -0.01      
Total Volume and Open Interest 765,426 1,176,631 +1,981
Euro-Bobl(EUREX)
Mar16 160118 131.40 131.52 131.37 131.51 -0.01 468,036 915,032 -1,970
Jun16 160118 129.57 129.66 129.57 129.66 -0.01 5,023 5,235 +4,575
Sep16 160118 129.66 129.66 129.66 129.66 -0.01      
Total Volume and Open Interest 473,059 920,267 +2,605
3-Mth Euribor(EUREX)
Mar16 160118 100.185 100.185 100.185 100.185 +0.005 166 6,378 +159
Jun16 160118 100.220 100.220 100.220 100.220 +0.005 267 10,394 -201
Sep16 160118 100.240 100.240 100.240 100.240 +0.005 0 4,430 +0
Total Volume and Open Interest 792 68,123 -125
Long Gilt(LIFFE)
Mar16 160118 119~17 119~17 119~06 119~10 -0~11 200,694 436,372 +4,499
Jun16 160118 118~16 118~16 118~16 118~16 -0~11      
Total Volume and Open Interest 200,694 436,372 +4,499
3-Mth Short Sterling(LIFFE)
Mar16 160118 99.41 99.42 99.40 99.41 unch 32,845 378,003 -1,457
Jun16 160118 99.41 99.42 99.39 99.40 unch 67,201 497,841 +1,769
Sep16 160118 99.38 99.40 99.35 99.36 -0.01 81,759 368,960 +676
Dec16 160118 99.33 99.34 99.29 99.30 -0.02 80,736 458,825 +7,154
Mar17 160118 99.25 99.26 99.21 99.22 -0.02 68,573 430,612 +567
Jun17 160118 99.15 99.17 99.11 99.13 -0.02 85,344 312,956 +13,310
Total Volume and Open Interest 708,263 3,496,696 +22,183
3-Mth Euribor(LIFFE)
Mar16 160118 100.180 100.185 100.175 100.185 unch 92,036 430,975 -11,899
Jun16 160118 100.215 100.220 100.205 100.220 +0.005 72,176 398,344 +13,271
Sep16 160118 100.230 100.240 100.225 100.240 +0.005 43,369 327,435 -1,005
Total Volume and Open Interest 588,881 3,410,257 +28,738
3-Mth Aus T-Bills(SFE)
Mar16 160118 97.84 97.88 97.83 97.85 +0.01 65,564 194,988 -7,667
Jun16 160118 97.92 97.99 97.92 97.96 +0.03 64,546 215,112 -108
Sep16 160118 97.97 98.04 97.96 98.01 +0.04 34,840 144,084 +1,895
Dec16 160118 97.99 98.07 97.99 98.04 +0.05 24,475 122,369 +2,102
Mar17 160118 97.98 98.07 97.98 98.03 +0.04 9,501 81,910 -37
Jun17 160118 97.96 98.05 97.96 98.01 +0.05 2,311 52,224 +374
Sep17 160118 97.93 98.02 97.93 97.97 +0.04 2,178 38,875 +602
Dec17 160118 97.89 97.97 97.89 97.92 +0.03 614 25,164 -32
Mar18 160118 97.92 97.92 97.87 97.87 +0.03 23 6,407 +1
Jun18 160118 97.83 97.83 97.81 97.82 +0.03 2 6,974 -1
Total Volume and Open Interest 204,075 889,504 -2,871
10-Year Aus T-Bonds(SFE)
Mar16 160118 97.31 97.41 97.30 97.31 unch 138,926 780,242 +3,737
Jun16 160118 97.31 97.31 97.31 97.31 unch      
Total Volume and Open Interest 138,926 780,242 +3,737
3-Year Aus T-Bonds(SFE)
Mar16 160118 98.08 98.18 98.07 98.11 +0.03 188,389 727,592 +7,643
Jun16 160118 98.11 98.11 98.11 98.11 +0.03      
Total Volume and Open Interest 188,389 727,592 +7,643
Gold(CMX)
Feb16 160115 1079.2 1097.5 1076.0 1090.7 +17.1 156,109 223,200 -4,753
Apr16 160115 1079.5 1097.5 1076.2 1090.8 +17.1 22,922 95,020 +8,713
Jun16 160115 1077.9 1097.8 1076.9 1091.1 +17.0 4,161 33,458 +388
Aug16 160115 1079.4 1096.5 1079.4 1091.6 +17.0 803 10,496 -56
Oct16 160115 1085.5 1092.2 1085.5 1092.2 +16.9 77 3,100 -9
Dec16 160115 1085.0 1096.0 1083.5 1092.9 +16.8 2,093 16,464 -404
Feb17 160115 1082.0 1093.8 1080.7 1093.8 +16.7 42 411 +5
Apr17 160115 1086.3 1100.0 1086.3 1094.8 +16.6 56 663 +8
Jun17 160115 1085.6 1095.9 1085.4 1095.9 +16.4 253 5,012 -250
Aug17 160115 1097.1 1097.1 1097.1 1097.1 +16.3 0 90 +0
Oct17 160115 1098.4 1098.4 1098.4 1098.4 +16.1 0 6 +0
Dec17 160115 1098.3 1099.7 1098.3 1099.7 +15.9 12 5,768 -2
Total Volume and Open Interest 186,927 401,458 +3,893
Silver(CMX)
Mar16 160115 1385.0 1413.5 1376.5 1389.6 +14.8 50,024 123,348 -2,391
May16 160115 1387.0 1414.0 1380.0 1392.3 +14.7 1,816 14,476 +135
Jul16 160115 1389.5 1413.5 1384.0 1395.0 +14.6 1,461 7,037 +400
Sep16 160115 1397.9 1397.9 1397.9 1397.9 +14.5 510 6,669 +456
Dec16 160115 1396.0 1423.0 1396.0 1401.7 +14.4 133 9,664 +63
Mar17 160115 1405.7 1405.7 1405.7 1405.7 +14.1 2 39 +0
May17 160115 1408.4 1408.4 1408.4 1408.4 +13.8 0 28 +0
Total Volume and Open Interest 54,081 164,883 -1,289
Platinum(NYMEX)
Jan16 160115 823.8 840.5 822.1 825.7 -8.3 38 792 -11
Apr16 160115 835.5 845.2 823.1 827.5 -7.3 14,705 63,879 +370
Jul16 160115 837.4 842.1 824.0 828.2 -7.4 248 4,637 -41
Oct16 160115 844.0 844.0 829.5 829.5 -7.3 2 25 +0
Total Volume and Open Interest 15,012 69,412 +324
Palladium(NYMEX)
Mar16 160115 492.15 498.70 482.80 487.05 -4.20 6,623 25,777 -276
Jun16 160115 497.00 497.00 487.20 487.20 -4.20 428 1,062 +9
Sep16 160115 488.00 488.00 488.00 488.00 -4.20 0 81 +0
Total Volume and Open Interest 7,057 26,950 -272
Copper(CMX)
Mar16 160115 197.90 198.50 193.65 194.35 -3.25 51,715 141,581 +2,639
May16 160115 198.45 199.00 194.40 195.10 -3.20 6,398 27,280 +243
Jul16 160115 199.50 199.50 195.80 195.90 -3.10 4,287 10,480 +292
Sep16 160115 198.75 198.75 196.60 196.60 -3.05 2,448 8,141 +1,384
Dec16 160115 200.10 200.30 197.10 197.10 -2.95 333 3,568 +10
Total Volume and Open Interest 66,032 198,133 +4,613
E-mini DJIA Index(CBOT)
Mar16 160115 16268 16331 15748 15912 -369 305,051 64,377 -1,469
Jun16 160115 16150 16150 15736 15837 -371 73 371 -2
Sep16 160115 15965 15965 15757 15765 -372 2 112 +0
Dec16 160115 15705 15705 15705 15705 -372      
Total Volume and Open Interest 305,126 64,860 -1,471
S & P 500(CME)
Mar16 160115 1916.20 1920.40 1849.50 1875.00 -39.60 8,171 101,624 +3,239
Jun16 160115 1867.40 1871.20 1841.20 1867.40 -39.80 277 2,536 +351
Sep16 160115 1861.00 1865.00 1834.90 1860.70 -40.20 0 198 +0
Dec16 160115 1854.80 1859.00 1829.00 1854.80 -40.20      
Total Volume and Open Interest 8,448 104,358 +3,590
S & P 500 E-Mini(Globex)
Mar16 160115 1913.50 1919.75 1849.25 1875.00 -39.50 2,899,958 2,767,647 +38,858
Jun16 160115 1907.50 1913.25 1842.00 1867.50 -39.75 4,386 14,664 +1,697
Sep16 160115 1904.25 1906.75 1835.50 1860.75 -40.25 417 4,036 +161
Dec16 160115 1849.00 1857.75 1837.25 1854.75 -40.25 74 60 +7
Total Volume and Open Interest 2,904,835 2,786,407 +40,723
NASDAQ 100 E-Mini(Globex)
Mar16 160115 4255.00 4268.80 4075.80 4140.80 -116.70 521,065 297,346 -2,969
Jun16 160115 4246.30 4263.00 4073.30 4135.50 -116.80 131 357 +23
Sep16 160115 4132.00 4132.00 4070.30 4132.00 -116.80 0 17 +0
Total Volume and Open Interest 521,196 297,796 -2,946
S&P Midcap 400(CME) e-Mini
Mar16 160115 1288.00 1289.40 1240.90 1266.10 -19.30 34,847 100,244 +3,964
Jun16 160115 1261.30 1261.30 1242.70 1261.30 -19.30 0 2 +0
Sep16 160115 1257.00 1257.00 1253.20 1257.00 -19.30 0 5 +0
Total Volume and Open Interest 34,847 100,262 +3,964
Volatility Index(CBOE)
Jan16 160115 23.55 28.45 23.30 26.48 +2.90 128,730 63,643 -8,770
Feb16 160115 22.30 25.15 22.00 24.35 +2.07 109,045 111,272 +2,227
Mar16 160115 21.85 24.15 21.68 23.65 +1.77 29,178 20,202 -1,721
Apr16 160115 21.85 23.72 21.67 23.35 +1.55 9,874 16,117 -983
Total Volume and Open Interest 292,816 245,607 -9,294
Russell 2000(ICE)
Mar16 160118 1003.10 1012.20 997.10 1005.90 unch 185,124 415,884 -614
Jun16 160118 1002.70 1002.70 1002.70 1002.70 unch 0 14 +0
Sep16 160118 1000.40 1000.40 1000.40 1000.40 unch 0 2 +0
Total Volume and Open Interest 185,124 415,910 -614
Nikkei 225(CME)
Mar16 160115 17520 17630 16595 16820 -705 17,808 47,816 -343
Jun16 160115 17515 17515 16785 16785 -705 0 19 +0
Total Volume and Open Interest 17,808 47,835 -343
Nikkei 225(SGX)
Mar16 160118 17090 17155 16575 16870 -235 144,109 218,918 -1,169
Jun16 160118 16620 16850 16500 16750 -235 600 3,839 +311
Sep16 160118 16730 16730 16730 16730 -240 0 27 +0
Total Volume and Open Interest 144,933 231,876 -638
CAC 40(EURONEXT)
Feb16 160118 4207.5 4246.5 4151.5 4181.5 -20.0 78,248 212,415 +23,570
Mar16 160118 4193.0 4244.0 4154.0 4181.5 -20.0 1,432 10,805 +338
Apr16 160118 4174.5 4174.5 4174.5 4174.5        
Hang Seng Index(HKFE)
Jan16 160118 19430 19442 19048 19271 -197 145,772 104,377 -581
Feb16 160118 19428 19433 19066 19285 -176 2,534 4,437 +1,193
Mar16 160118 19288 19351 19000 19221 -186 839 6,328 -115
Total Volume and Open Interest 149,492 117,567 +639
DAX(EUREX)
Mar16 160118 9566.0 9660.5 9454.0 9524.0 +14.5 167,334 136,924 -1,934
Jun16 160118 9619.5 9688.0 9520.5 9567.5 +14.5 930 11,733 +442
Sep16 160118 9671.0 9671.0 9566.5 9566.5 +15.0 26 42 -5
Total Volume and Open Interest 168,290 148,699 -1,497
FT-SE 100(EURONEXT)
Mar16 160118 5727.50 5798.50 5710.50 5728.00 -8.00 168,627 558,691 +7,872
Jun16 160118 5705.50 5705.50 5673.50 5673.50 -10.00 24 3,246 +12
Sep16 160118 5627.00 5627.00 5627.00 5627.00 -10.00 1,755 1,756 +1,755
Total Volume and Open Interest 170,406 563,693 +9,639
SPI 200(SFE)
Mar16 160118 4836.0 4838.0 4705.0 4817.0 -15.0 40,632 233,956 +4,475
Jun16 160118 4790.0 4802.0 4790.0 4802.0 -16.0 6 1,588 +0
Sep16 160118 4750.0 4750.0 4750.0 4750.0 -16.0 0 635 +0
Total Volume and Open Interest 41,574 241,690 +5,156
FTSE MIB(ISE)
Mar16 160118 19205.00 19370.00 18615.00 18727.00 -452.00 58,036 67,675 -1,165
Jun16 160118 18805.00 18940.00 18290.00 18310.00 -464.00 41 147 +8
Sep16 160118 18198.00 18198.00 18198.00 18198.00 -476.00      
Total Volume and Open Interest 58,077 67,822 -1,157
KOSPI 200(KFE)
Mar16 160118 229.45 229.60 228.55 229.15 +0.10 211,638 103,498 +1,330
Jun16 160118 229.20 230.45 225.25 230.05 +0.25 752 3,104 -1
Sep16 160118 228.60 230.95 228.40 230.75 +0.35 7 347 +0
Total Volume and Open Interest 212,406 108,247 +1,337
GSCI(CME)
Feb16 160115 280.85 281.30 278.50 279.00 -8.60 2,345 9,480 +2,296
Mar16 160115 285.75 285.75 285.75 285.75 -8.85      
Total Volume and Open Interest 4,872 13,490 +704
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