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 Wed January 20, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar16 160120 882.00 883.75 870.50 874.00 -9.50 120,442 310,946 -5,649
May16 160120 881.75 883.50 871.50 874.75 -8.25 41,494 129,811 -1,116
Jul16 160120 886.50 889.00 877.00 880.00 -8.00 26,297 105,187 +1,500
Aug16 160120 887.75 889.25 878.50 881.50 -7.50 1,914 12,977 +220
Sep16 160120 884.25 886.50 877.50 880.50 -6.75 1,138 4,853 +147
Nov16 160120 886.50 888.25 879.25 882.25 -6.25 9,389 93,382 +1,612
Jan17 160120 891.00 892.00 884.75 887.75 -5.00 153 1,397 +18
Mar17 160120 891.25 891.25 886.75 889.25 -4.00 347 2,546 +109
May17 160120 894.25 894.25 891.00 892.75 -3.50 437 918 -61
Jul17 160120 901.00 901.00 895.75 898.25 -3.50 344 1,072 +29
Aug17 160120 896.25 896.25 896.25 896.25 -3.00 0 42 +0
Sep17 160120 891.00 891.00 891.00 891.00 -3.25 0 26 +0
Nov17 160120 888.00 888.00 885.00 886.50 -3.50 71 1,362 +16
Jan18 160120 890.75 890.75 890.75 890.75 -3.00 0 2 +0
Total Volume and Open Interest 202,026 664,535 -3,175
Soybean Meal(CBOT)
Mar16 160120 271.60 271.80 268.70 269.80 -1.50 49,095 190,143 +1,834
May16 160120 274.10 274.20 271.40 272.30 -1.50 19,310 74,661 -53
Jul16 160120 276.80 277.10 274.40 275.20 -1.40 14,047 62,901 +1,075
Aug16 160120 278.10 278.50 276.00 276.60 -1.40 3,848 18,152 +562
Sep16 160120 279.70 279.70 277.00 278.00 -1.20 2,803 15,511 +115
Oct16 160120 278.90 278.90 277.40 278.10 -1.10 1,122 11,142 +85
Dec16 160120 280.40 280.80 278.40 279.40 -0.90 5,774 37,487 +500
Jan17 160120 281.50 281.50 280.00 280.70 -0.80 130 1,796 +5
Mar17 160120 282.20 282.20 281.50 281.90 -0.80 97 2,419 +23
May17 160120 283.00 283.00 282.60 282.60 -0.80 9 758 +7
Total Volume and Open Interest 96,429 416,736 +4,197
Soybean Oil(CBOT)
Mar16 160120 29.92 29.99 29.55 29.81 -0.22 48,444 170,267 -1,878
May16 160120 30.14 30.16 29.75 30.02 -0.22 20,192 86,595 -1,411
Jul16 160120 30.37 30.40 30.00 30.26 -0.20 13,593 73,513 -1,491
Aug16 160120 30.44 30.45 30.06 30.32 -0.20 1,051 10,572 +16
Sep16 160120 30.38 30.38 30.11 30.37 -0.20 677 10,458 -5
Oct16 160120 30.14 30.39 30.10 30.36 -0.17 442 9,183 -85
Dec16 160120 30.46 30.50 30.13 30.41 -0.17 3,169 32,536 -70
Jan17 160120 30.65 30.65 30.64 30.64 -0.16 730 2,541 +192
Mar17 160120 30.66 30.84 30.66 30.83 -0.15 1,783 3,938 +983
May17 160120 30.89 31.00 30.89 30.99 -0.13 875 1,431 +31
Total Volume and Open Interest 93,612 409,303 -2,092
Canola(WCE)
Jan16 160114 477.7 477.7 477.7 477.7 +1.0      
Mar16 160120 487.8 489.8 483.3 484.8 -2.9 5,308 118,471 -1,674
May16 160120 495.9 498.0 491.3 493.0 -2.9 2,455 28,933 +668
Jul16 160120 500.4 501.3 495.3 497.0 -2.8 864 19,825 +84
Nov16 160120 497.8 498.8 494.0 496.5 -1.8 284 16,618 +99
Total Volume and Open Interest 8,911 184,751 -823
Corn(CBOT)
Mar16 160120 367.50 369.25 365.25 368.75 +1.00 179,659 691,677 -4,561
May16 160120 371.50 373.75 370.00 373.25 +1.25 38,194 230,213 +2,497
Jul16 160120 376.75 379.00 375.25 378.50 +1.50 33,652 197,124 -14
Sep16 160120 381.00 383.75 380.00 383.00 +1.25 12,026 97,833 +2,354
Dec16 160120 388.75 391.50 387.50 390.50 +1.00 13,961 150,991 +1,199
Mar17 160120 398.00 400.50 397.00 399.50 +0.75 594 13,652 +53
May17 160120 403.25 406.00 402.75 405.25 +0.75 166 2,238 +37
Jul17 160120 408.50 409.50 406.50 409.00 +0.50 229 3,042 +25
Sep17 160120 403.25 403.25 403.25 403.25 +0.75 116 1,362 +8
Dec17 160120 400.00 402.50 399.75 401.50 +0.50 309 5,078 +27
Total Volume and Open Interest 278,920 1,394,082 +1,623
Wheat(CBOT)
Mar16 160120 473.00 475.50 467.25 471.50 -3.00 51,486 226,576 +600
May16 160120 478.00 480.00 472.25 475.75 -3.25 10,352 61,504 +392
Jul16 160120 483.50 486.25 478.00 481.25 -3.75 11,288 68,994 -746
Sep16 160120 489.50 494.50 487.25 489.75 -4.00 1,350 12,505 -135
Dec16 160120 506.25 508.75 501.25 503.50 -3.75 1,767 23,987 -9
Mar17 160120 516.00 518.50 513.75 513.75 -3.75 188 2,485 -27
Total Volume and Open Interest 76,461 396,293 +84
Wheat(KCBT)
Mar16 160120 472.00 473.75 465.00 467.25 -5.50 11,440 110,526 +341
May16 160120 482.50 483.50 475.25 477.50 -5.25 3,940 25,119 +410
Jul16 160120 491.00 493.75 485.25 487.25 -5.25 3,895 47,663 +626
Sep16 160120 500.00 505.25 499.75 500.50 -5.00 495 8,157 +92
Dec16 160120 521.75 523.50 517.50 519.50 -4.50 394 16,451 +22
Mar17 160120 535.00 535.00 533.50 533.50 -4.00 49 4,271 +0
Total Volume and Open Interest 20,279 212,741 +1,499
Wheat(MGE)
Mar16 160120 496.00 498.00 492.25 494.75 -1.50 3,446 32,071 -400
May16 160120 501.75 503.50 498.25 499.75 -2.50 2,328 15,085 -53
Jul16 160120 508.50 510.25 505.00 505.75 -3.00 1,949 13,990 +355
Sep16 160120 517.75 519.75 515.25 515.50 -3.25 845 6,569 +8
Dec16 160120 534.00 535.00 530.50 530.75 -3.25 787 5,641 +355
Total Volume and Open Interest 9,964 75,004 +579
Oats(CBOT)
Mar16 160120 207.00 207.75 202.00 204.50 -3.00 292 6,978 -9
May16 160120 209.00 209.00 203.75 207.25 -1.00 10 1,851 +3
Jul16 160120 211.50 215.75 211.00 213.50 -0.75 12 610 +3
Sep16 160120 224.25 224.25 219.50 219.50 -0.25 0 26 +0
Total Volume and Open Interest 332 9,634 -3
Rough Rice(CBOT)
Jan16 160114 10.82 10.86 10.82 10.85 -0.22 74 78 +44
Mar16 160120 10.90 10.90 10.71 10.84 -0.03 601 9,993 +92
May16 160120 11.09 11.13 11.05 11.13 -0.03 12 2,653 +9
Jul16 160120 11.40 11.40 11.40 11.40 -0.04 36 872 -25
Total Volume and Open Interest 665 13,624 +79
Live Cattle(CME)
Feb16 160120 128.200 128.785 126.300 127.250 -2.050 17,854 62,484 -3,054
Apr16 160120 129.000 129.500 127.150 128.185 -1.965 18,808 104,679 +2,408
Jun16 160120 120.350 121.230 118.785 120.050 -1.700 9,768 62,195 +302
Aug16 160120 116.800 117.580 115.400 116.550 -1.650 4,898 22,699 +578
Oct16 160120 117.900 118.330 116.285 117.385 -1.650 2,234 12,047 +36
Dec16 160120 118.000 118.480 116.450 117.500 -1.700 732 8,546 +94
Total Volume and Open Interest 54,575 275,416 +353
Feeder Cattle(CME)
Jan16 160120 154.500 156.735 152.700 155.000 -1.550 1,269 4,104 -238
Mar16 160120 150.000 152.200 147.785 149.735 -2.550 3,456 16,469 +205
Apr16 160120 150.300 152.000 148.300 149.985 -2.815 1,252 5,166 +158
May16 160120 150.350 151.580 148.130 149.850 -2.780 836 4,900 -8
Aug16 160120 152.330 153.050 150.035 151.630 -2.700 605 5,087 -11
Sep16 160120 150.500 150.535 148.330 149.935 -2.645 103 614 +6
Oct16 160120 147.800 148.600 145.880 146.750 -2.935 70 321 -10
Total Volume and Open Interest 7,645 37,033 +90
Lean Hogs(CME)
Feb16 160120 62.950 63.550 62.050 62.735 -0.115 9,965 37,597 -2,310
Apr16 160120 67.680 67.975 66.400 67.080 -0.645 7,613 63,794 +193
May16 160120 74.400 74.600 73.850 73.950 -0.530 65 1,231 +49
Jun16 160120 78.200 78.350 77.035 77.830 -0.370 3,489 29,225 -3
Jul16 160120 77.900 78.100 76.980 77.800 -0.200 1,177 7,917 +106
Aug16 160120 77.800 77.900 76.785 77.550 -0.280 1,333 12,602 +97
Oct16 160120 67.000 67.300 66.300 66.700 -0.525 664 8,107 +167
Dec16 160120 63.150 63.380 62.150 62.350 -0.800 369 6,229 +41
Total Volume and Open Interest 24,751 167,746 -1,616
Class III Milk(CME)
Jan16 160120 13.73 13.76 13.73 13.75 unch 167 3,572 -76
Feb16 160120 13.80 13.86 13.59 13.68 -0.04 634 4,937 -81
Mar16 160120 13.76 13.81 13.57 13.66 -0.10 198 4,060 +13
Apr16 160120 13.95 13.95 13.80 13.83 -0.05 191 3,182 +51
May16 160120 14.30 14.33 14.22 14.28 -0.02 64 2,839 +28
Jun16 160120 14.70 14.72 14.62 14.69 -0.06 36 2,584 +0
Jul16 160120 15.04 15.05 15.04 15.05 -0.07 12 2,171 -1
Aug16 160120 15.55 15.55 15.50 15.52 -0.06 9 2,053 -3
Sep16 160120 15.88 15.89 15.81 15.85 -0.07 15 2,090 +8
Oct16 160120 16.01 16.01 15.97 15.98 -0.03 25 1,563 +15
Nov16 160120 15.92 15.92 15.90 15.90 -0.02 9 1,402 +3
Dec16 160120 15.88 15.89 15.80 15.84 -0.05 11 1,297 -1
Jan17 160120 15.75 15.75 15.75 15.75 unch 8 125 +0
Total Volume and Open Interest 1,382 32,205 -44
Cocoa(ICE)
Mar16 160120 2913 2914 2787 2810 -124 16,128 75,808 -368
May16 160120 2913 2913 2791 2811 -124 8,950 52,549 +761
Jul16 160120 2911 2914 2795 2815 -121 4,180 29,969 -180
Sep16 160120 2910 2910 2793 2811 -119 1,646 21,563 +248
Dec16 160120 2883 2883 2776 2793 -117 260 13,841 +16
Mar17 160120 2806 2840 2767 2781 -117 182 20,119 +126
May17 160120 2806 2835 2770 2782 -114 25 1,603 -2
Total Volume and Open Interest 31,375 220,834 +604
Coffee "C"(ICE)
Mar16 160120 114.65 114.70 111.05 111.60 -4.05 13,504 96,320 +978
May16 160120 117.20 117.20 113.35 113.90 -4.00 4,506 40,438 +335
Jul16 160120 119.40 119.40 115.45 116.00 -3.95 1,831 24,552 +106
Sep16 160120 121.10 121.10 117.40 117.95 -3.90 1,928 13,917 +330
Dec16 160120 123.25 123.25 120.00 120.55 -3.75 1,328 15,270 +260
Mar17 160120 126.20 126.20 122.55 123.10 -3.70 311 3,996 +2
Total Volume and Open Interest 23,781 198,693 +2,045
Orange Juice(ICE)
Mar16 160120 125.05 125.10 120.05 120.05 -5.00 1,812 8,939 -509
May16 160120 125.00 125.00 121.00 121.00 -4.90 456 2,265 +279
Jul16 160120 126.10 126.10 121.80 121.80 -4.75 116 818 +103
Sep16 160120 125.80 125.85 122.80 122.80 -4.15 2 133 +1
Nov16 160120 125.90 126.00 123.60 123.60 -3.50 0 4 +0
Jan17 160120 126.40 126.40 126.40 126.40 -1.55 0 2 +0
Total Volume and Open Interest 2,386 12,162 -126
Sugar #11(ICE)
Mar16 160120 14.72 14.72 14.14 14.18 -0.57 67,306 338,632 -4,550
May16 160120 14.39 14.39 13.87 13.91 -0.50 36,407 180,762 +204
Jul16 160120 14.11 14.11 13.65 13.69 -0.45 18,840 160,392 +576
Oct16 160120 14.21 14.21 13.75 13.79 -0.42 9,458 87,809 +920
Mar17 160120 14.55 14.55 14.15 14.19 -0.39 4,899 47,878 +764
May17 160120 14.23 14.23 13.91 13.95 -0.35 1,341 9,515 -150
Jul17 160120 13.91 13.91 13.62 13.68 -0.30 922 16,372 +435
Oct17 160120 13.77 13.77 13.56 13.61 -0.24 631 13,565 +250
Total Volume and Open Interest 140,016 863,002 -1,577
London Cocoa(LCE)
Mar16 160120 2130 2133 2039 2054 -90 4,295 77,049 -165
May16 160120 2122 2133 2038 2056 -87 3,071 37,424 +300
Jul16 160120 2135 2136 2044 2058 -87 1,953 43,206 +48
Sep16 160120 2122 2128 2037 2052 -86 1,518 36,938 -12
Dec16 160120 2094 2097 2011 2026 -83 686 32,129 +55
Mar17 160120 2075 2076 1993 2007 -80 433 28,335 +13
May17 160120 2072 2074 1997 2006 -78 58 648 -1
Total Volume and Open Interest 12,080 256,006 +215
London Sugar(LCE)
Mar16 160120 422.60 423.20 416.20 417.80 -7.50 1,295 40,521 -569
May16 160120 415.30 415.80 408.00 409.00 -8.50 571 25,618 +283
Aug16 160120 409.80 409.80 401.60 402.60 -8.20 95 12,077 +2
Oct16 160120 401.20 401.70 395.40 396.20 -7.70 28 7,492 -5
Dec16 160120 399.50 400.10 393.90 394.70 -7.80 23 2,776 +6
Total Volume and Open Interest 2,012 91,106 -283
Cotton(ICE)
Mar16 160120 62.45 62.46 61.52 61.97 -0.50 13,340 115,205 +443
May16 160120 62.74 62.78 61.90 62.28 -0.46 5,219 33,101 +609
Jul16 160120 62.86 62.90 62.14 62.60 -0.39 3,128 22,673 +568
Oct16 160120 61.89 61.89 61.80 61.80 -0.50 0 3 +0
Dec16 160120 62.70 62.70 62.00 62.20 -0.49 722 12,388 +252
Mar17 160120 63.26 63.26 62.71 62.96 -0.51 55 896 +53
Total Volume and Open Interest 22,478 184,478 +1,925
Lumber(CME)
Mar16 160120 245.4 246.0 238.4 238.4 -10.0 421 3,706 +118
May16 160120 243.7 244.0 236.7 236.7 -10.0 54 707 +13
Jul16 160120 247.4 247.4 240.6 240.6 -9.0 15 62 +4
Sep16 160120 250.0 250.0 247.2 247.2 -6.0 7 25 +5
Total Volume and Open Interest 501 4,512 +131
Crude Oil(NYM)
Feb16 160120 28.33 28.58 26.19 26.55 -1.91 329,094 71,006 -23,203
Mar16 160120 29.47 29.75 27.56 28.35 -1.22 358,984 563,055 +14,735
Apr16 160120 30.76 30.78 28.76 29.69 -0.98 80,355 152,971 -639
May16 160120 31.58 31.77 29.85 30.83 -0.85 38,214 103,595 +4,029
Jun16 160120 32.55 32.55 30.79 31.77 -0.80 49,927 156,986 +4,233
Jul16 160120 33.35 33.35 31.61 32.54 -0.77 11,460 44,325 +860
Aug16 160120 33.66 33.70 32.22 33.15 -0.75 5,112 34,885 +550
Sep16 160120 34.25 34.25 32.85 33.66 -0.73 8,596 60,442 +153
Oct16 160120 34.64 34.64 33.28 34.10 -0.72 2,515 33,537 +105
Nov16 160120 35.01 35.01 34.10 34.54 -0.71 1,888 28,674 +6
Dec16 160120 35.72 35.83 34.06 34.99 -0.70 43,223 179,922 +3,144
Jan17 160120 35.78 35.84 34.55 35.36 -0.69 1,057 24,338 +157
Feb17 160120 35.73 35.73 35.73 35.73 -0.68 428 10,084 +33
Mar17 160120 36.09 36.09 35.79 36.07 -0.67 879 14,305 -184
Apr17 160120 36.39 36.39 36.39 36.39 -0.66 265 6,487 +78
May17 160120 36.69 36.69 36.69 36.69 -0.64 172 5,585 +10
Total Volume and Open Interest 961,618 1,704,430 +3,270
e-miNY Crude Oil(NYM)
Mar16 160120 29.475 29.750 27.575 28.350 -1.225 3,415 2,747 +507
Apr16 160120 30.300 30.525 28.800 29.700 -0.975 454 977 +34
May16 160120 31.400 31.475 29.975 30.825 -0.850 119 559 -6
Jun16 160120 32.175 32.225 31.125 31.775 -0.800 22 69 -5
Jul16 160120 32.225 32.875 31.800 32.550 -0.750 10 20 +5
Aug16 160120 32.700 33.150 32.700 33.150 -0.750 1 3 +0
Sep16 160120 34.025 34.025 33.075 33.650 -0.750 1 12 +1
Oct16 160120 33.950 34.100 33.950 34.100 -0.725 1 7 +0
Nov16 160120 34.550 34.550 34.550 34.550 -0.700 0 1 +0
Dec16 160120 35.450 35.450 34.200 35.000 -0.700 2 223 -250
Total Volume and Open Interest 12,772 7,372 +2
NY Harbor ULSD(NYM)
Feb16 160120 90.47 91.52 85.38 86.57 -4.30 68,107 54,181 -5,836
Mar16 160120 92.38 92.89 86.43 87.78 -4.46 51,500 88,076 +5,672
Apr16 160120 93.71 93.71 87.82 89.23 -4.42 28,838 47,919 +916
May16 160120 95.38 95.51 89.71 91.18 -4.28 13,999 29,816 -513
Jun16 160120 97.20 97.20 91.86 93.32 -4.25 16,443 37,113 +1,108
Jul16 160120 99.35 99.35 94.28 95.72 -4.27 5,679 14,799 +212
Aug16 160120 101.02 101.02 96.50 97.94 -4.30 4,028 11,193 +1,111
Sep16 160120 103.02 103.03 98.58 100.06 -4.23 1,762 10,074 +49
Oct16 160120 102.93 103.65 100.86 102.07 -4.14 1,662 5,410 +227
Nov16 160120 104.77 105.38 102.72 104.03 -4.00 1,537 5,525 +271
Dec16 160120 108.79 108.79 104.59 105.99 -3.87 5,387 30,204 +817
Jan17 160120 110.00 110.00 106.74 107.95 -3.78 248 6,846 +71
Feb17 160120 111.45 111.45 108.60 109.57 -3.73 392 1,657 +196
Mar17 160120 111.90 111.90 109.64 110.60 -3.69 385 1,562 +296
Total Volume and Open Interest 200,547 354,739 +4,709
RBOB Gasoline(NYM)
Feb16 160120 103.68 104.00 100.27 101.77 -0.85 50,163 55,491 -5,086
Mar16 160120 106.21 106.53 102.83 104.27 -1.00 41,888 98,612 +5,694
Apr16 160120 126.75 127.55 123.61 125.04 -1.48 20,396 47,452 -1,577
May16 160120 128.76 128.83 125.04 126.46 -1.52 10,504 39,536 +1,403
Jun16 160120 128.57 128.67 124.63 126.03 -1.61 7,839 36,694 +330
Jul16 160120 126.85 126.85 123.33 124.61 -1.64 5,172 19,154 +1,032
Aug16 160120 122.52 123.37 121.22 122.46 -1.57 1,835 13,322 +363
Sep16 160120 120.60 120.95 118.08 119.37 -1.49 2,425 18,799 -159
Oct16 160120 105.24 105.83 104.07 104.86 -1.35 822 10,354 +272
Nov16 160120 101.77 102.62 100.66 101.82 -1.12 719 3,765 +146
Total Volume and Open Interest 144,179 380,867 +2,718
e-miNY RBOB Gasoline(NYM)
Feb16 160120 101.80 101.80 101.77 101.80 -0.80 0 1 +0
Mar16 160120 104.30 104.30 104.27 104.30 -1.00      
Apr16 160120 125.00 125.04 125.00 125.00 -1.50      
May16 160120 126.50 126.50 126.46 126.50 -1.50      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb16 160120 2.091 2.149 2.067 2.118 +0.027 103,815 88,417 -9,152
Mar16 160120 2.108 2.154 2.082 2.123 +0.015 70,524 245,341 +3,854
Apr16 160120 2.177 2.223 2.153 2.197 +0.020 31,007 112,872 +3,657
May16 160120 2.230 2.293 2.220 2.270 +0.023 16,824 80,522 +3,013
Jun16 160120 2.299 2.350 2.286 2.333 +0.024 7,357 41,692 +729
Jul16 160120 2.360 2.413 2.351 2.398 +0.025 9,468 43,468 +1,412
Aug16 160120 2.381 2.435 2.375 2.420 +0.024 4,907 26,767 -151
Sep16 160120 2.392 2.438 2.385 2.421 +0.021 2,573 44,073 +540
Oct16 160120 2.423 2.461 2.407 2.449 +0.021 12,551 62,971 +1,282
Nov16 160120 2.530 2.546 2.500 2.535 +0.023 2,217 17,423 +236
Dec16 160120 2.665 2.714 2.665 2.701 +0.026 1,965 19,946 +244
Jan17 160120 2.810 2.831 2.790 2.824 +0.028 3,469 36,585 -1,000
Feb17 160120 2.802 2.819 2.791 2.819 +0.028 221 7,277 -11
Mar17 160120 2.771 2.781 2.750 2.781 +0.029 978 15,402 +48
Apr17 160120 2.595 2.602 2.575 2.602 +0.026 741 16,687 -2
May17 160120 2.593 2.610 2.591 2.610 +0.026 15 3,614 +15
Total Volume and Open Interest 269,854 907,070 +4,949
Brent Crude Oil(ICE)
Mar16 160120 28.66 28.75 27.10 27.88 -0.88 211,239 368,952 -4,752
Apr16 160120 29.45 29.47 27.83 28.62 -0.85 116,487 361,032 +7,657
May16 160120 30.16 30.20 28.58 29.38 -0.84 59,278 207,394 +6,554
Jun16 160120 30.85 30.93 29.31 30.14 -0.82 64,045 197,713 +2,890
Jul16 160120 31.59 31.60 30.02 30.84 -0.79 15,532 97,149 -341
Aug16 160120 32.16 32.23 30.70 31.52 -0.76 11,633 62,644 -261
Sep16 160120 32.72 32.82 31.33 32.15 -0.73 14,248 59,962 -562
Oct16 160120 33.29 33.29 31.92 32.74 -0.70 5,672 38,728 +367
Nov16 160120 33.86 33.94 32.51 33.32 -0.69 3,885 39,460 -53
Dec16 160120 34.42 34.49 33.05 33.89 -0.66 38,473 238,791 +381
Jan17 160120 34.40 34.40 34.10 34.37 -0.64 2,457 32,277 +240
Feb17 160120 34.71 34.85 34.71 34.85 -0.62 2,110 35,932 +129
Mar17 160120 35.13 35.34 35.13 35.34 -0.61 4,408 30,505 +421
Apr17 160120 35.82 35.82 35.82 35.82 -0.60 1,232 11,884 +7
Total Volume and Open Interest 564,065 2,089,199 +14,433
Gas Oil(ICE)
Feb16 160120 265.50 265.50 246.50 247.25 -23.25 45,457 144,086 -1,008
Mar16 160120 273.00 273.00 254.25 255.00 -23.00 34,707 111,223 +1,956
Apr16 160120 279.75 279.75 261.25 262.00 -22.50 15,788 64,246 +1,057
May16 160120 284.50 284.50 267.25 268.00 -22.25 9,834 46,788 +941
Jun16 160120 290.25 290.25 273.25 273.50 -22.25 13,023 68,554 -543
Jul16 160120 293.50 293.75 279.75 280.00 -22.00 3,303 24,218 +246
Aug16 160120 299.75 300.00 286.25 286.50 -21.75 1,364 17,711 +326
Sep16 160120 305.50 305.75 292.00 292.50 -21.50 2,309 21,162 +552
Oct16 160120 312.00 312.00 299.00 299.00 -21.25 1,610 17,034 +203
Nov16 160120 316.50 316.50 303.50 303.75 -20.75 981 9,999 +41
Total Volume and Open Interest 136,988 735,375 +4,096
Ethanol(CBOT)
Feb16 160120 1.349 1.370 1.348 1.363 +0.007 267 988 -66
Mar16 160120 1.378 1.392 1.376 1.384 +0.004 242 1,204 +90
Apr16 160120 1.396 1.406 1.396 1.400 +0.004 59 1,032 -2
May16 160120 1.410 1.410 1.410 1.410 +0.004 96 347 +12
Jun16 160120 1.410 1.412 1.410 1.412 +0.004 43 275 +4
Jul16 160120 1.413 1.413 1.413 1.413 +0.004 26 254 +0
Aug16 160120 1.411 1.411 1.411 1.411 +0.004 0 60 +0
Sep16 160120 1.411 1.420 1.408 1.408 +0.004 0 91 +0
Total Volume and Open Interest 839 4,450 +38
WTI Crude Oil(ICE)
Mar16 160120 29.26 29.41 27.55 28.35 -1.22 28,730 131,701 +2,897
Apr16 160120 30.22 30.42 28.77 29.69 -0.98 12,814 47,586 +1,535
May16 160120 30.87 31.36 29.85 30.83 -0.85 6,584 19,328 +464
Jun16 160120 31.76 32.16 30.80 31.77 -0.80 6,399 41,765 -558
Jul16 160120 32.59 32.88 31.62 32.54 -0.77 714 7,677 +233
Aug16 160120 33.20 33.45 32.40 33.15 -0.75 621 4,891 +7
Sep16 160120 33.72 33.77 32.71 33.66 -0.73 468 11,406 +17
Oct16 160120 33.93 34.25 33.24 34.10 -0.72 290 2,839 -25
Nov16 160120 34.38 34.58 33.91 34.54 -0.71 123 8,526 -2
Dec16 160120 35.08 35.29 34.09 34.99 -0.70 1,793 61,826 -727
Jan17 160120 35.36 35.36 35.36 35.36 -0.69 13 4,824 +12
Feb17 160120 35.73 35.73 35.73 35.73 -0.68 1 1,894 +0
Mar17 160120 36.07 36.07 36.07 36.07 -0.67 22 2,995 +16
Apr17 160120 36.39 36.39 36.39 36.39 -0.66 1 1,564 +0
May17 160120 36.69 36.69 36.69 36.69 -0.64 0 1,206 +0
Jun17 160120 36.74 37.17 36.45 36.98 -0.63 111 11,283 +10
Total Volume and Open Interest 65,706 433,803 +2,853
US Dollar Index(ICE)
Mar16 160120 99.075 99.260 98.680 99.175 +0.140 9,910 74,160 +414
Jun16 160120 99.145 99.350 98.800 99.270 +0.140 126 1,756 +40
Sep16 160120 99.320 99.320 99.320 99.320 +0.155 0 360 +0
Total Volume and Open Interest 10,036 76,296 +454
Australian Dollar(CME)
Mar16 160120 68.89 69.07 68.11 68.81 -0.08 162,529 135,991 +8,342
Jun16 160120 68.64 68.79 67.85 68.54 -0.07 271 497 +25
Sep16 160120 68.28 68.28 67.86 68.28 -0.07 1 32 +1
Total Volume and Open Interest 162,803 136,533 +8,369
British Pound(CME)
Mar16 160120 141.65 142.20 141.26 141.54 -0.23 97,202 257,342 +9,210
Jun16 160120 141.77 142.23 141.32 141.59 -0.23 90 581 +30
Sep16 160120 141.58 142.29 141.44 141.68 -0.24 67 94 +45
Total Volume and Open Interest 97,360 258,069 +9,285
Canadian Dollar(CME)
Mar16 160120 68.63 69.08 68.09 68.96 +0.32 115,479 160,906 +892
Jun16 160120 68.62 69.10 68.15 68.99 +0.30 374 3,293 +51
Sep16 160120 68.44 69.13 68.25 69.04 +0.27 145 1,061 +61
Dec16 160120 68.59 69.14 68.40 69.10 +0.25 132 398 +81
Total Volume and Open Interest 116,133 165,700 +1,085
Japanese Yen(CME)
Mar16 160120 85.12 86.31 85.06 85.71 +0.47 221,065 254,415 +10,466
Jun16 160120 85.59 86.53 85.29 85.93 +0.46 123 1,140 +4
Sep16 160120 86.24 86.78 85.69 86.24 +0.47 5 138 +2
Total Volume and Open Interest 221,196 255,758 +10,474
Swiss Franc(CME)
Mar16 160120 99.87 100.30 99.63 99.74 -0.26 20,427 48,038 -398
Jun16 160120 100.19 100.74 100.10 100.19 -0.26 45 178 +9
Sep16 160120 100.73 101.18 100.73 100.73 -0.26 0 17 +0
Total Volume and Open Interest 20,473 48,254 -389
EuroFX(CME)
Mar16 160120 109.29 109.91 108.92 109.06 -0.34 272,693 399,166 +4,563
Jun16 160120 109.53 110.21 109.20 109.38 -0.33 957 3,168 +271
Sep16 160120 110.40 110.57 109.65 109.75 -0.35 211 666 +78
Total Volume and Open Interest 273,871 403,803 +4,920
Mexican Peso(CME)
Feb16 160120 538.63 538.63 538.63 538.63 -6.88      
Mar16 160120 545.50 545.63 533.25 537.38 -6.88 95,219 118,054 -6,405
Total Volume and Open Interest 118,298 168,301 +15,751
Brazilian Real(CME)
Feb16 160120 246.00 246.00 241.40 241.85 -4.60 1,111 10,222 -77
Mar16 160120 241.30 243.00 239.50 239.85 -4.55 26 4,083 -8
Apr16 160120 237.55 237.55 237.55 237.55 -4.50      
May16 160120 235.45 235.45 235.45 235.45 -4.35      
Total Volume and Open Interest 1,137 14,713 -85
30-Year T-Bonds(CBOT)
Mar16 160120 158~280 161~180 158~260 160~140 +1~020 382,760 527,932 +14,048
Jun16 160120 158~020 160~020 158~020 159~020 +1~020 1,060 426 +317
Sep16 160120 159~020 159~020 159~020 159~020 +1~020      
Total Volume and Open Interest 383,820 528,358 +14,365
10-Year T-Notes(CBOT)
Mar16 160120 128~085 129~080 128~080 128~280 +0~155 1,912,986 2,790,245 +48,998
Jun16 160120 128~015 128~215 128~015 128~110 +0~155 3,762 8,791 +2,573
Sep16 160120 127~200 127~200 127~200 127~200 +0~155      
Total Volume and Open Interest 1,916,748 2,799,036 +51,571
5-Year T-Notes(CBOT)
Mar16 160120 119~292 120~152 119~292 120~082 +0~090 1,048,171 2,486,462 +8,239
Jun16 160120 119~304 120~036 119~304 119~306 +0~094 390 3,727 +257
Sep16 160120 119~156 119~156 119~156 119~156 +0~094      
Total Volume and Open Interest 1,048,561 2,490,189 +8,496
2 Year T-Notes(CBOT)
Mar16 160120 109~016 109~070 109~016 109~050 +0~026 429,113 1,026,772 +4,967
Jun16 160120 109~022 109~030 109~010 109~010 +0~026 509 4,559 +481
Sep16 160120 108~250 108~250 108~250 108~250 +0~026      
Total Volume and Open Interest 429,622 1,031,331 +5,448
Eurodollars(CME)
Mar16 160120 99.315 99.350 99.315 99.335 +0.020 481,381 1,272,500 -43,517
Jun16 160120 99.240 99.290 99.240 99.270 +0.030 562,851 1,228,993 +11,589
Sep16 160120 99.165 99.230 99.160 99.205 +0.040 497,049 1,144,421 -2,469
Dec16 160120 99.070 99.155 99.070 99.120 +0.045 732,521 1,305,165 +13,335
Mar17 160120 98.985 99.085 98.985 99.040 +0.050 624,386 925,700 +12,443
Jun17 160120 98.890 98.990 98.885 98.945 +0.050 448,171 676,440 +9,775
Sep17 160120 98.790 98.900 98.790 98.855 +0.055 336,250 666,503 -10,936
Dec17 160120 98.690 98.800 98.685 98.755 +0.060 396,613 776,395 -6,330
Mar18 160120 98.600 98.720 98.600 98.670 +0.060 339,783 468,884 -1,359
Jun18 160120 98.515 98.630 98.515 98.585 +0.060 246,944 402,090 +1,624
Sep18 160120 98.430 98.550 98.425 98.500 +0.060 186,148 363,615 -9,143
Dec18 160120 98.340 98.465 98.340 98.410 +0.060 224,134 414,623 +8,766
Mar19 160120 98.265 98.390 98.265 98.340 +0.060 118,778 252,239 +22,669
Jun19 160120 98.190 98.315 98.190 98.265 +0.060 77,354 184,291 -3,348
Sep19 160120 98.120 98.245 98.115 98.190 +0.055 65,516 152,453 -1,241
Dec19 160120 98.040 98.170 98.040 98.110 +0.050 70,669 147,602 -1,916
Mar20 160120 97.970 98.100 97.970 98.040 +0.050 56,782 85,921 +17,322
Jun20 160120 97.900 98.030 97.900 97.970 +0.050 38,828 57,261 +1,062
Total Volume and Open Interest 5,613,019 11,053,594 +31,866
Ultra T-Bond(CBOT)
Mar16 160120 163~30 167~08 163~26 165~28 +1~10 121,005 621,472 +2,677
Jun16 160120 167~05 167~05 167~05 167~05 +1~10 0 20 +0
Sep16 160120 167~05 167~05 167~05 167~05 +1~10      
Total Volume and Open Interest 121,005 621,492 +2,677
30 Day Federal Funds(CBOT)
Jan16 160120 99.662 99.665 99.662 99.665 unch 7,554 169,445 -360
Feb16 160120 99.645 99.650 99.645 99.645 unch 32,610 128,920 -4,763
Mar16 160120 99.605 99.620 99.605 99.615 +0.010 28,704 47,764 +12,145
Apr16 160120 99.560 99.590 99.560 99.580 +0.020 73,676 104,534 -4,015
May16 160120 99.550 99.575 99.550 99.565 +0.020 33,744 85,562 +4,018
Jun16 160120 99.510 99.555 99.510 99.540 +0.025 7,045 26,226 +853
Total Volume and Open Interest 240,291 777,665 +9,643
3-Mth Euro-Yen(CME)
Mar16 160120 99.685 99.685 99.685 99.685 unch      
Jun16 160120 99.800 99.800 99.800 99.800 unch      
Sep16 160120 99.660 99.660 99.660 99.660 unch      
Dec16 160120 99.990 99.990 99.990 99.990 unch      
Mar17 160120 99.955 99.955 99.955 99.955 unch      
Jun17 160120 99.815 99.815 99.815 99.815 unch      
Sep17 160120 99.675 99.675 99.675 99.675 unch      
Dec17 160120 99.535 99.535 99.535 99.535 unch      
Mar18 160120 99.395 99.395 99.395 99.395 unch      
Jun18 160120 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar16 160120 99.68 99.68 99.68 99.68 unch      
Jun16 160120 99.80 99.80 99.80 99.80 unch      
Sep16 160120 99.66 99.66 99.66 99.66 unch      
Dec16 160120 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 160120 99.96 99.96 99.96 99.96 unch      
Jun17 160120 99.82 99.82 99.82 99.82 unch      
Sep17 160120 99.68 99.68 99.68 99.68 unch      
Dec17 160120 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 4 +0
Japanese Gov't Bonds(SGX)
Mar16 160120 149.53 149.63 149.48 149.63 +0.09 1,003 20,717 -36
Jun16 160120 149.03 149.03 149.03 149.03 +0.09      
Sep16 160120 148.47 148.47 148.47 148.47 +0.09      
Total Volume and Open Interest 1,003 20,717 -36
Euro-Bund(EUREX)
Mar16 160120 160.55 161.34 160.55 161.13 +0.96 338,454 1,174,188 -7,086
Jun16 160120 158.28 158.74 158.26 158.56 +0.94 395 8,069 +384
Sep16 160120 157.48 157.48 157.48 157.48 +0.94      
Total Volume and Open Interest 338,849 1,182,257 -6,702
Euro-Bobl(EUREX)
Mar16 160120 131.60 131.79 131.58 131.68 +0.19 234,964 916,612 -6,262
Jun16 160120 129.89 129.90 129.82 129.82 +0.19 51 5,572 +51
Sep16 160120 129.82 129.82 129.82 129.82 +0.19      
Total Volume and Open Interest 235,015 922,184 -6,211
3-Mth Euribor(EUREX)
Mar16 160120 100.190 100.195 100.190 100.195 +0.015 0 6,373 +0
Jun16 160120 100.220 100.230 100.220 100.230 +0.015 0 10,394 +0
Sep16 160120 100.235 100.245 100.235 100.245 +0.010 0 4,430 +0
Total Volume and Open Interest 0 68,367 +0
Long Gilt(LIFFE)
Mar16 160120 119~22 120~04 119~20 119~31 +0~25 115,305 445,123 +1,269
Jun16 160120 119~06 119~06 119~06 119~06 +0~25      
Total Volume and Open Interest 115,305 445,123 +1,269
3-Mth Short Sterling(LIFFE)
Mar16 160120 99.41 99.42 99.40 99.40 -0.01 35,626 371,491 -3,379
Jun16 160120 99.41 99.42 99.40 99.41 +0.01 43,558 525,393 -4,738
Sep16 160120 99.38 99.41 99.37 99.39 +0.03 60,339 377,230 +4,655
Dec16 160120 99.33 99.37 99.32 99.35 +0.06 44,647 468,013 -231
Mar17 160120 99.26 99.30 99.25 99.28 +0.07 59,162 445,565 +8,557
Jun17 160120 99.16 99.21 99.15 99.19 +0.07 46,662 321,843 +4,924
Total Volume and Open Interest 461,469 3,580,406 +8,997
3-Mth Euribor(LIFFE)
Mar16 160120 100.185 100.205 100.185 100.200 +0.020 68,925 421,999 +8,929
Jun16 160120 100.220 100.235 100.215 100.230 +0.015 22,265 395,612 +1,814
Sep16 160120 100.235 100.255 100.235 100.245 +0.010 26,705 320,205 -5,053
Total Volume and Open Interest 310,280 3,342,966 -30,733
3-Mth Aus T-Bills(SFE)
Mar16 160120 97.84 97.87 97.83 97.87 +0.02 35,271 186,279 -993
Jun16 160120 97.95 98.00 97.93 97.99 +0.03 36,833 207,336 -4,004
Sep16 160120 98.01 98.06 97.98 98.05 +0.04 24,241 146,922 +2,068
Dec16 160120 98.03 98.09 98.00 98.08 +0.04 19,951 123,808 +2,181
Mar17 160120 98.03 98.09 98.00 98.08 +0.04 12,978 85,361 +2,326
Jun17 160120 98.00 98.06 97.97 98.05 +0.04 8,075 54,560 +2,015
Sep17 160120 97.95 98.02 97.93 98.01 +0.05 3,621 38,231 -233
Dec17 160120 97.90 97.97 97.88 97.95 +0.04 1,410 24,397 -907
Mar18 160120 97.85 97.89 97.82 97.89 +0.03 57 6,508 +0
Jun18 160120 97.78 97.82 97.76 97.82 +0.03 40 7,006 +33
Total Volume and Open Interest 142,488 881,898 +2,480
10-Year Aus T-Bonds(SFE)
Mar16 160120 97.28 97.37 97.27 97.35 +0.06 160,652 784,551 +6,172
Jun16 160120 97.35 97.35 97.35 97.35 +0.06      
Total Volume and Open Interest 160,652 784,551 +6,172
3-Year Aus T-Bonds(SFE)
Mar16 160120 98.09 98.15 98.06 98.13 +0.03 184,053 751,910 +11,193
Jun16 160120 98.13 98.13 98.13 98.13 +0.03      
Total Volume and Open Interest 184,053 751,910 +11,193
Gold(CMX)
Feb16 160120 1087.3 1109.9 1087.1 1106.2 +17.1 173,457 211,549 -8,189
Apr16 160120 1087.5 1109.8 1087.5 1106.1 +17.0 15,793 113,114 +5,222
Jun16 160120 1089.2 1109.8 1089.2 1106.4 +17.0 1,748 37,832 +136
Aug16 160120 1094.0 1107.7 1092.3 1106.8 +16.9 713 9,779 +18
Oct16 160120 1100.0 1109.7 1100.0 1107.4 +16.9 113 3,113 +17
Dec16 160120 1094.6 1110.8 1093.9 1108.1 +16.9 909 15,589 -629
Feb17 160120 1091.5 1111.9 1091.5 1108.9 +16.8 56 416 +2
Apr17 160120 1092.5 1109.8 1092.5 1109.8 +16.7 47 675 +7
Jun17 160120 1113.4 1113.4 1110.8 1110.8 +16.6 306 4,935 -71
Aug17 160120 1111.9 1111.9 1111.9 1111.9 +16.5 0 90 +0
Oct17 160120 1113.1 1113.1 1113.1 1113.1 +16.4 0 6 +0
Dec17 160120 1098.4 1114.3 1098.4 1114.3 +16.3 37 5,795 +26
Total Volume and Open Interest 193,638 410,748 -3,401
Silver(CMX)
Mar16 160120 1403.5 1422.0 1399.5 1416.0 +3.9 44,607 119,082 -4,212
May16 160120 1404.0 1422.5 1402.5 1418.4 +3.7 2,190 14,955 +396
Jul16 160120 1417.5 1422.5 1414.0 1421.0 +3.5 420 7,621 +151
Sep16 160120 1417.0 1424.0 1417.0 1423.7 +3.3 144 7,316 +98
Dec16 160120 1416.5 1431.0 1416.0 1427.3 +3.1 437 9,929 +123
Mar17 160120 1431.2 1431.2 1431.2 1431.2 +3.0 50 23 -16
May17 160120 1433.9 1433.9 1433.9 1433.9 +2.9 0 28 +0
Total Volume and Open Interest 47,987 162,351 -3,535
Platinum(NYMEX)
Jan16 160120 822.5 822.5 817.9 817.9 -10.8 33 43 -753
Apr16 160120 829.6 829.8 814.6 819.2 -11.1 16,151 65,543 +165
Jul16 160120 826.0 826.1 816.0 820.1 -11.0 283 4,853 +122
Oct16 160120 823.5 823.9 820.2 821.4 -11.1 24 50 +24
Total Volume and Open Interest 16,501 70,568 -437
Palladium(NYMEX)
Mar16 160120 494.55 496.25 483.35 489.00 -7.90 3,971 25,282 +27
Jun16 160120 490.55 490.55 486.80 489.25 -7.85 12 1,105 +4
Sep16 160120 490.05 490.05 490.05 490.05 -7.85 5 83 +0
Total Volume and Open Interest 3,990 26,501 +32
Copper(CMX)
Mar16 160120 197.05 199.10 195.30 195.95 -1.80 46,200 141,125 -118
May16 160120 197.85 199.60 196.10 196.55 -1.95 2,705 28,330 +400
Jul16 160120 199.20 199.20 196.85 197.25 -1.95 1,235 11,547 +323
Sep16 160120 199.40 199.70 197.95 197.95 -1.95 555 9,854 +77
Dec16 160120 199.85 199.95 198.40 198.40 -1.90 274 3,538 -62
Total Volume and Open Interest 51,953 201,346 +544
E-mini DJIA Index(CBOT)
Mar16 160120 15888 15939 15365 15717 -196 357,593 60,836 -2,509
Jun16 160120 15768 15805 15299 15641 -197 133 535 +0
Sep16 160120 15699 15726 15569 15569 -197 4 114 +0
Dec16 160120 15509 15509 15509 15509 -197      
Total Volume and Open Interest 357,730 61,485 -2,509
S & P 500(CME)
Mar16 160120 1874.00 1877.90 1804.50 1854.90 -18.00 13,357 108,166 +9,329
Jun16 160120 1846.80 1846.80 1799.20 1846.80 -18.40 300 2,551 -240
Sep16 160120 1839.90 1839.90 1792.50 1839.90 -18.60 3 200 +2
Dec16 160120 1820.00 1846.50 1786.50 1833.90 -18.60      
Total Volume and Open Interest 13,660 110,917 +9,091
S & P 500 E-Mini(Globex)
Mar16 160120 1871.75 1878.50 1804.25 1855.00 -18.00 3,441,956 2,848,559 +73,738
Jun16 160120 1864.00 1870.50 1796.00 1846.75 -18.50 5,663 17,365 +929
Sep16 160120 1861.00 1863.50 1789.50 1840.00 -18.50 1,053 4,530 +455
Dec16 160120 1827.50 1840.00 1783.00 1834.00 -18.50 11 70 +4
Total Volume and Open Interest 3,448,683 2,870,524 +75,126
NASDAQ 100 E-Mini(Globex)
Mar16 160120 4141.00 4171.50 3983.50 4133.00 -11.50 567,530 278,239 -17,214
Jun16 160120 4146.00 4163.30 3979.50 4127.80 -11.50 159 353 -2
Sep16 160120 4100.80 4124.30 3996.30 4124.30 -11.50 0 17 +0
Total Volume and Open Interest 567,689 278,685 -17,216
S&P Midcap 400(CME) e-Mini
Mar16 160120 1258.10 1264.20 1209.60 1253.90 -3.00 30,015 103,089 +1,556
Jun16 160120 1249.10 1256.50 1208.70 1249.10 -3.00 0 2 +0
Sep16 160120 1244.80 1244.80 1213.20 1244.80 -3.00 0 5 +0
Total Volume and Open Interest 30,015 103,107 +1,556
Volatility Index(CBOE)
Jan16 160120 25.80 29.60 25.65 28.30 +2.45 10,170 52,961 -6,327
Feb16 160120 24.10 27.15 23.95 24.73 +0.70 8,006 129,489 +10,554
Mar16 160120 23.40 25.82 23.32 23.93 +0.53 3,143 23,053 +739
Apr16 160120 23.15 25.18 23.08 23.58 +0.45 1,261 17,089 -314
Total Volume and Open Interest 24,241 259,895 +4,507
Russell 2000(ICE)
Mar16 160120 988.50 1007.20 953.70 998.50 +8.40 16,484 419,253 +4,629
Jun16 160120 952.00 994.00 952.00 994.00 +8.40 0 14 +0
Sep16 160120 979.80 990.20 979.80 990.20 +8.40 0 2 +0
Total Volume and Open Interest 16,484 419,279 +4,629
Nikkei 225(CME)
Mar16 160120 17065 17085 15960 16375 -675 29,419 46,999 -318
Jun16 160120 16710 16710 16015 16340 -675 6 21 +0
Total Volume and Open Interest 29,425 47,020 -318
Nikkei 225(SGX)
Mar16 160120 17115 17285 16305 16345 -710 160,516 228,186 +2,859
Jun16 160120 17050 17080 16195 16225 -710 432 3,740 -186
Sep16 160120 16205 16205 16205 16205 -715 0 27 +0
Total Volume and Open Interest 161,124 241,161 +2,842
CAC 40(EURONEXT)
Feb16 160120 4158.5 4179.5 4057.5 4116.5 -147.0 97,144 223,576 +3,125
Mar16 160120 4165.0 4168.5 4062.0 4115.5 -147.5 3,027 12,460 +2,100
Apr16 160120 4108.0 4108.0 4108.0 4108.0 -146.5      
Total Volume and Open Interest 100,174 236,041 +5,225
Hang Seng Index(HKFE)
Jan16 160120 19609 19725 18762 18847 -774 151,086 107,872 +2,376
Feb16 160120 19599 19723 18772 18851 -767 1,429 4,793 +103
Mar16 160120 19545 19662 18742 18794 -764 387 6,457 +19
Total Volume and Open Interest 153,183 121,659 +2,560
DAX(EUREX)
Mar16 160120 9390.5 9518.0 9251.5 9357.5 -297.5 93,251 139,011 -1,473
Jun16 160120 9442.0 9551.5 9299.0 9398.0 -298.5 750 12,412 +395
Sep16 160120 9469.0 9469.0 9310.0 9397.0 -297.0 5 50 -1
Total Volume and Open Interest 94,006 151,473 -1,079
FT-SE 100(EURONEXT)
Mar16 160120 5782.50 5787.50 5545.50 5604.50 -211.00 103,352 569,782 +6,080
Jun16 160120 5721.00 5721.00 5549.50 5549.50 -211.50 8 3,239 +1
Sep16 160120 5503.00 5503.00 5503.00 5503.00 -211.50 0 1,756 +0
Total Volume and Open Interest 103,360 574,777 +6,081
SPI 200(SFE)
Mar16 160120 4852.0 4899.0 4783.0 4802.0 -46.0 45,509 241,555 +1,911
Jun16 160120 4826.0 4826.0 4787.0 4787.0 -46.0 3 1,594 +2
Sep16 160120 4735.0 4735.0 4735.0 4735.0 -46.0 3 638 +3
Total Volume and Open Interest 46,173 249,891 +2,160
FTSE MIB(ISE)
Mar16 160120 18435.00 18465.00 17850.00 17972.00 -875.00 51,897 68,965 -126
Jun16 160120 18060.00 18060.00 17470.00 17557.00 -875.00 1,430 1,487 +1,325
Sep16 160120 17452.00 17452.00 17452.00 17452.00 -865.00      
Total Volume and Open Interest 53,327 70,452 +1,199
KOSPI 200(KFE)
Mar16 160120 223.15 223.70 222.65 223.70 -6.80 185,312 109,995 +1,284
Jun16 160120 223.70 225.00 223.70 225.00 -6.15 598 3,924 +194
Sep16 160120 230.00 230.00 226.00 226.00 -4.55 61 348 -1
Total Volume and Open Interest 185,971 115,567 +1,477
GSCI(CME)
Feb16 160120 273.00 274.40 268.65 272.50 -5.05 889 12,090 +694
Mar16 160120 279.25 279.25 277.40 279.25 -5.05      
Apr16 160120 283.05 283.05 283.05 283.05 -5.05      
Total Volume and Open Interest 1,680 14,079  
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