|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Fri January 22, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar16 |
160122 |
879.00 |
886.50 |
874.50 |
876.50 |
-2.00 |
137,886 |
302,941 |
-3,947 |
May16 |
160122 |
879.00 |
886.75 |
875.25 |
877.25 |
-1.75 |
53,439 |
132,048 |
+872 |
Jul16 |
160122 |
884.25 |
891.50 |
880.25 |
882.00 |
-2.25 |
36,737 |
108,408 |
+2,182 |
Aug16 |
160122 |
891.00 |
892.50 |
882.00 |
883.25 |
-2.50 |
1,745 |
13,488 |
+125 |
Sep16 |
160122 |
889.25 |
891.00 |
881.50 |
882.25 |
-3.00 |
1,484 |
5,560 |
+296 |
Nov16 |
160122 |
887.00 |
892.75 |
882.50 |
883.75 |
-3.50 |
10,867 |
96,870 |
+1,588 |
Jan17 |
160122 |
895.00 |
895.75 |
886.50 |
887.00 |
-3.75 |
298 |
1,366 |
+26 |
Mar17 |
160122 |
893.00 |
896.25 |
887.75 |
888.25 |
-2.75 |
607 |
2,711 |
+17 |
May17 |
160122 |
898.50 |
899.25 |
890.50 |
891.50 |
-2.75 |
93 |
997 |
+20 |
Jul17 |
160122 |
896.75 |
897.00 |
896.75 |
897.00 |
-2.75 |
159 |
1,151 |
+66 |
Aug17 |
160122 |
894.75 |
894.75 |
894.75 |
894.75 |
-3.00 |
0 |
42 |
+0 |
Sep17 |
160122 |
889.75 |
889.75 |
889.75 |
889.75 |
-3.00 |
0 |
26 |
+0 |
Nov17 |
160122 |
892.00 |
895.00 |
885.25 |
886.25 |
-2.75 |
158 |
1,477 |
+72 |
Jan18 |
160122 |
890.00 |
890.00 |
890.00 |
890.00 |
-2.75 |
0 |
2 |
+0 |
Total Volume and Open Interest |
243,473 |
667,103 |
+1,317 |
Soybean Meal(CBOT) |
Mar16 |
160122 |
272.70 |
274.40 |
268.10 |
268.50 |
-3.70 |
39,978 |
183,701 |
-1,934 |
May16 |
160122 |
275.10 |
276.50 |
270.50 |
270.90 |
-3.30 |
13,068 |
76,562 |
+884 |
Jul16 |
160122 |
277.80 |
278.80 |
273.20 |
273.50 |
-3.10 |
6,479 |
63,299 |
+24 |
Aug16 |
160122 |
278.90 |
279.80 |
274.70 |
274.80 |
-2.90 |
1,001 |
18,314 |
+136 |
Sep16 |
160122 |
280.50 |
280.90 |
275.80 |
275.90 |
-3.00 |
1,206 |
15,505 |
+7 |
Oct16 |
160122 |
279.80 |
280.90 |
275.90 |
275.90 |
-3.10 |
402 |
11,311 |
+84 |
Dec16 |
160122 |
281.40 |
282.00 |
276.90 |
277.10 |
-3.10 |
2,000 |
37,878 |
+135 |
Jan17 |
160122 |
282.10 |
282.80 |
278.30 |
278.30 |
-3.10 |
176 |
2,093 |
+30 |
Mar17 |
160122 |
283.10 |
283.60 |
278.70 |
278.90 |
-3.40 |
154 |
2,623 |
+70 |
May17 |
160122 |
284.00 |
284.50 |
279.70 |
279.70 |
-3.40 |
55 |
828 |
+29 |
Total Volume and Open Interest |
64,531 |
413,930 |
-527 |
Soybean Oil(CBOT) |
Mar16 |
160122 |
29.94 |
30.60 |
29.91 |
30.50 |
+0.56 |
44,318 |
167,515 |
-2,769 |
May16 |
160122 |
30.16 |
30.79 |
30.16 |
30.69 |
+0.54 |
13,911 |
88,778 |
+367 |
Jul16 |
160122 |
30.39 |
31.01 |
30.38 |
30.91 |
+0.53 |
5,069 |
73,903 |
+662 |
Aug16 |
160122 |
30.83 |
31.05 |
30.78 |
30.96 |
+0.53 |
579 |
11,092 |
+119 |
Sep16 |
160122 |
30.53 |
31.08 |
30.53 |
30.99 |
+0.52 |
893 |
10,075 |
+16 |
Oct16 |
160122 |
30.80 |
31.03 |
30.75 |
30.94 |
+0.48 |
961 |
9,704 |
+544 |
Dec16 |
160122 |
30.60 |
31.09 |
30.60 |
30.99 |
+0.46 |
1,731 |
32,909 |
-108 |
Jan17 |
160122 |
31.09 |
31.31 |
31.08 |
31.20 |
+0.45 |
37 |
2,554 |
-9 |
Mar17 |
160122 |
31.27 |
31.47 |
31.24 |
31.37 |
+0.45 |
36 |
3,964 |
+10 |
May17 |
160122 |
31.55 |
31.55 |
31.54 |
31.54 |
+0.45 |
7 |
1,432 |
+1 |
Total Volume and Open Interest |
67,559 |
410,261 |
-1,169 |
Canola(WCE) |
Mar16 |
160122 |
481.8 |
485.4 |
481.0 |
481.7 |
-1.3 |
11,203 |
119,732 |
-295 |
May16 |
160122 |
491.0 |
493.7 |
489.4 |
490.2 |
-1.0 |
6,675 |
31,872 |
+1,208 |
Jul16 |
160122 |
496.9 |
497.9 |
494.1 |
495.3 |
-0.2 |
2,203 |
20,195 |
-161 |
Nov16 |
160122 |
494.4 |
497.4 |
493.6 |
494.7 |
-0.4 |
1,948 |
17,397 |
-73 |
Jan17 |
160122 |
496.5 |
499.4 |
496.0 |
496.5 |
-1.2 |
26 |
1,003 |
+25 |
Total Volume and Open Interest |
22,057 |
190,257 |
+705 |
Corn(CBOT) |
Mar16 |
160122 |
366.75 |
371.50 |
366.50 |
370.25 |
+3.25 |
193,968 |
671,793 |
-5,487 |
May16 |
160122 |
371.50 |
376.00 |
371.25 |
374.75 |
+3.00 |
51,307 |
234,023 |
+483 |
Jul16 |
160122 |
376.25 |
381.00 |
376.25 |
379.75 |
+3.00 |
31,471 |
205,049 |
+4,937 |
Sep16 |
160122 |
381.50 |
385.25 |
381.50 |
384.50 |
+3.25 |
6,127 |
98,160 |
+558 |
Dec16 |
160122 |
388.75 |
393.00 |
388.75 |
392.00 |
+2.75 |
20,073 |
150,853 |
-159 |
Mar17 |
160122 |
397.50 |
402.00 |
397.50 |
401.00 |
+2.75 |
751 |
18,681 |
+196 |
May17 |
160122 |
403.50 |
407.00 |
403.50 |
406.75 |
+2.75 |
219 |
2,270 |
+19 |
Jul17 |
160122 |
407.00 |
410.75 |
406.00 |
410.00 |
+2.25 |
179 |
3,207 |
+15 |
Sep17 |
160122 |
399.25 |
403.50 |
399.25 |
403.50 |
+1.75 |
0 |
1,362 |
+0 |
Dec17 |
160122 |
400.00 |
402.50 |
400.00 |
402.00 |
+2.00 |
253 |
5,268 |
+112 |
Total Volume and Open Interest |
304,384 |
1,391,568 |
+690 |
Wheat(CBOT) |
Mar16 |
160122 |
475.50 |
480.00 |
472.50 |
475.50 |
+0.50 |
57,335 |
223,727 |
+557 |
May16 |
160122 |
480.00 |
484.50 |
477.25 |
480.25 |
+0.50 |
14,769 |
63,337 |
+1,340 |
Jul16 |
160122 |
484.25 |
489.50 |
482.50 |
485.25 |
+0.25 |
10,746 |
69,355 |
-259 |
Sep16 |
160122 |
493.75 |
497.75 |
493.00 |
493.75 |
+0.50 |
2,227 |
12,733 |
+242 |
Dec16 |
160122 |
506.25 |
511.00 |
504.50 |
507.50 |
+0.50 |
3,108 |
26,113 |
+735 |
Mar17 |
160122 |
515.25 |
520.75 |
515.25 |
517.50 |
+0.50 |
173 |
2,532 |
+37 |
Total Volume and Open Interest |
88,390 |
398,062 |
+2,666 |
Wheat(KCBT) |
Mar16 |
160122 |
472.25 |
477.75 |
469.75 |
470.75 |
-0.75 |
11,449 |
108,883 |
+430 |
May16 |
160122 |
481.75 |
487.25 |
479.75 |
480.75 |
-1.00 |
3,486 |
26,559 |
+722 |
Jul16 |
160122 |
491.25 |
496.50 |
489.25 |
490.75 |
-0.50 |
2,730 |
48,050 |
+227 |
Sep16 |
160122 |
504.25 |
508.50 |
503.50 |
504.00 |
-0.50 |
227 |
8,246 |
+35 |
Dec16 |
160122 |
526.00 |
529.00 |
522.25 |
523.00 |
-0.50 |
529 |
16,613 |
-30 |
Mar17 |
160122 |
536.25 |
541.75 |
536.25 |
536.75 |
-0.50 |
204 |
4,400 |
+105 |
May17 |
160122 |
544.00 |
544.00 |
544.00 |
544.00 |
-0.75 |
1 |
416 |
+0 |
Total Volume and Open Interest |
18,627 |
213,305 |
+1,489 |
Wheat(MGE) |
Mar16 |
160122 |
499.25 |
503.75 |
496.25 |
497.00 |
-3.25 |
3,876 |
32,296 |
-173 |
May16 |
160122 |
505.25 |
509.00 |
502.25 |
503.00 |
-2.50 |
2,819 |
15,203 |
-80 |
Jul16 |
160122 |
511.25 |
514.50 |
508.50 |
509.00 |
-2.50 |
1,202 |
14,302 |
+164 |
Sep16 |
160122 |
521.25 |
524.50 |
518.50 |
519.00 |
-2.25 |
231 |
6,633 |
+36 |
Dec16 |
160122 |
537.75 |
539.50 |
534.50 |
534.50 |
-2.00 |
140 |
5,685 |
+29 |
Mar17 |
160122 |
552.00 |
554.00 |
549.25 |
549.25 |
-1.00 |
104 |
1,645 |
+39 |
Total Volume and Open Interest |
8,393 |
75,882 |
+25 |
Oats(CBOT) |
Mar16 |
160122 |
203.75 |
207.50 |
203.25 |
205.50 |
+1.75 |
607 |
6,742 |
-180 |
May16 |
160122 |
210.00 |
213.25 |
209.50 |
211.00 |
+2.25 |
320 |
1,891 |
-2 |
Jul16 |
160122 |
215.00 |
217.50 |
214.00 |
216.25 |
+1.75 |
121 |
733 |
+54 |
Sep16 |
160122 |
221.75 |
221.75 |
221.75 |
221.75 |
+1.25 |
40 |
31 |
+5 |
Total Volume and Open Interest |
1,102 |
9,581 |
-113 |
Rough Rice(CBOT) |
Mar16 |
160122 |
10.97 |
11.09 |
10.81 |
10.96 |
-0.02 |
707 |
9,876 |
-57 |
May16 |
160122 |
11.31 |
11.31 |
11.10 |
11.24 |
-0.02 |
301 |
2,704 |
+3 |
Jul16 |
160122 |
11.52 |
11.52 |
11.52 |
11.52 |
-0.02 |
91 |
745 |
-44 |
Sep16 |
160122 |
11.50 |
11.62 |
11.50 |
11.62 |
+0.03 |
34 |
127 |
+11 |
Total Volume and Open Interest |
1,133 |
13,456 |
-87 |
Live Cattle(CME) |
Feb16 |
160122 |
130.600 |
133.150 |
130.300 |
132.075 |
+1.825 |
15,264 |
56,100 |
-2,196 |
Apr16 |
160122 |
131.600 |
134.000 |
131.250 |
133.075 |
+1.890 |
24,445 |
108,107 |
+2,495 |
Jun16 |
160122 |
123.250 |
124.650 |
122.930 |
123.850 |
+0.950 |
11,642 |
63,905 |
-413 |
Aug16 |
160122 |
119.300 |
120.800 |
119.000 |
120.150 |
+0.850 |
5,691 |
23,994 |
+620 |
Oct16 |
160122 |
120.000 |
121.500 |
119.885 |
120.900 |
+1.015 |
2,202 |
13,242 |
+535 |
Dec16 |
160122 |
120.080 |
121.550 |
120.080 |
121.080 |
+1.045 |
676 |
9,027 |
+182 |
Total Volume and Open Interest |
60,061 |
277,142 |
+1,218 |
Feeder Cattle(CME) |
Jan16 |
160122 |
159.500 |
160.400 |
157.750 |
159.435 |
+0.750 |
1,399 |
3,217 |
-385 |
Mar16 |
160122 |
155.235 |
159.450 |
155.000 |
157.900 |
+3.665 |
6,588 |
16,602 |
+234 |
Apr16 |
160122 |
155.150 |
159.200 |
154.935 |
157.830 |
+3.380 |
2,222 |
5,314 |
-110 |
May16 |
160122 |
155.000 |
158.935 |
154.750 |
157.500 |
+3.265 |
1,765 |
5,000 |
-6 |
Aug16 |
160122 |
156.500 |
160.250 |
156.285 |
158.900 |
+3.050 |
956 |
5,153 |
+86 |
Sep16 |
160122 |
154.485 |
157.750 |
154.485 |
156.685 |
+2.285 |
111 |
682 |
+26 |
Oct16 |
160122 |
152.035 |
155.000 |
152.000 |
154.100 |
+2.850 |
77 |
421 |
+38 |
Total Volume and Open Interest |
13,153 |
36,771 |
-109 |
Lean Hogs(CME) |
Feb16 |
160122 |
63.550 |
63.850 |
62.930 |
63.000 |
-0.750 |
11,045 |
34,583 |
-1,446 |
Apr16 |
160122 |
68.700 |
69.680 |
68.680 |
69.000 |
-0.035 |
10,270 |
63,914 |
-245 |
May16 |
160122 |
75.600 |
75.800 |
75.385 |
75.385 |
-0.195 |
54 |
1,244 |
+1 |
Jun16 |
160122 |
78.980 |
79.550 |
78.850 |
78.950 |
-0.350 |
4,307 |
28,872 |
+107 |
Jul16 |
160122 |
78.900 |
79.135 |
78.650 |
78.785 |
-0.215 |
1,289 |
8,547 |
+304 |
Aug16 |
160122 |
78.450 |
78.580 |
78.035 |
78.135 |
-0.315 |
1,272 |
13,140 |
+273 |
Oct16 |
160122 |
67.330 |
67.430 |
67.135 |
67.200 |
-0.130 |
427 |
8,485 |
+126 |
Dec16 |
160122 |
62.985 |
63.235 |
62.830 |
63.080 |
+0.030 |
387 |
6,578 |
+147 |
Total Volume and Open Interest |
29,144 |
166,494 |
-702 |
Class III Milk(CME) |
Jan16 |
160122 |
13.74 |
13.75 |
13.72 |
13.72 |
-0.02 |
108 |
3,501 |
-70 |
Feb16 |
160122 |
13.75 |
13.82 |
13.68 |
13.78 |
+0.04 |
248 |
4,977 |
-49 |
Mar16 |
160122 |
13.70 |
13.82 |
13.66 |
13.75 |
+0.07 |
124 |
4,047 |
+26 |
Apr16 |
160122 |
13.86 |
13.95 |
13.84 |
13.93 |
+0.10 |
154 |
3,356 |
+120 |
May16 |
160122 |
14.25 |
14.28 |
14.21 |
14.27 |
+0.02 |
79 |
2,891 |
+25 |
Jun16 |
160122 |
14.68 |
14.68 |
14.60 |
14.65 |
-0.01 |
71 |
2,628 |
+48 |
Jul16 |
160122 |
15.03 |
15.10 |
15.03 |
15.07 |
+0.01 |
17 |
2,189 |
+7 |
Aug16 |
160122 |
15.55 |
15.55 |
15.55 |
15.55 |
+0.02 |
21 |
2,078 |
+7 |
Sep16 |
160122 |
15.85 |
15.85 |
15.84 |
15.85 |
unch |
29 |
2,092 |
+0 |
Oct16 |
160122 |
15.93 |
15.95 |
15.93 |
15.95 |
-0.03 |
30 |
1,570 |
+3 |
Nov16 |
160122 |
15.91 |
15.92 |
15.87 |
15.92 |
+0.01 |
23 |
1,410 |
+6 |
Dec16 |
160122 |
15.87 |
15.90 |
15.87 |
15.90 |
+0.03 |
28 |
1,309 |
+11 |
Jan17 |
160122 |
15.75 |
15.75 |
15.75 |
15.75 |
unch |
5 |
135 |
+3 |
Total Volume and Open Interest |
939 |
32,520 |
+139 |
Cocoa(ICE) |
Mar16 |
160122 |
2883 |
2908 |
2851 |
2872 |
+17 |
37,857 |
79,082 |
+1,242 |
May16 |
160122 |
2879 |
2908 |
2853 |
2873 |
+16 |
26,140 |
58,521 |
+2,570 |
Jul16 |
160122 |
2891 |
2912 |
2859 |
2878 |
+16 |
7,369 |
30,287 |
+325 |
Sep16 |
160122 |
2888 |
2908 |
2855 |
2874 |
+15 |
3,246 |
22,188 |
+325 |
Dec16 |
160122 |
2876 |
2887 |
2838 |
2857 |
+14 |
1,549 |
13,831 |
-277 |
Mar17 |
160122 |
2853 |
2869 |
2840 |
2845 |
+13 |
1,258 |
20,313 |
+419 |
May17 |
160122 |
2854 |
2867 |
2842 |
2846 |
+11 |
602 |
1,885 |
+289 |
Total Volume and Open Interest |
78,264 |
231,608 |
+5,003 |
Coffee "C"(ICE) |
Mar16 |
160122 |
115.00 |
117.50 |
114.70 |
116.00 |
+1.60 |
23,278 |
97,544 |
+1,795 |
May16 |
160122 |
116.95 |
119.65 |
116.95 |
118.25 |
+1.65 |
9,207 |
42,955 |
+1,436 |
Jul16 |
160122 |
119.10 |
121.40 |
118.90 |
120.15 |
+1.50 |
4,091 |
25,886 |
+1,131 |
Sep16 |
160122 |
121.45 |
123.35 |
120.85 |
122.00 |
+1.40 |
2,301 |
14,869 |
+695 |
Dec16 |
160122 |
123.80 |
125.75 |
123.50 |
124.40 |
+1.35 |
1,662 |
15,722 |
+233 |
Mar17 |
160122 |
126.55 |
127.95 |
125.95 |
126.80 |
+1.30 |
568 |
4,288 |
+170 |
Total Volume and Open Interest |
41,922 |
205,770 |
+5,753 |
Orange Juice(ICE) |
Mar16 |
160122 |
121.35 |
123.95 |
119.50 |
121.65 |
+0.95 |
1,472 |
8,874 |
+172 |
May16 |
160122 |
122.50 |
124.25 |
120.30 |
122.10 |
+0.65 |
239 |
2,425 |
+116 |
Jul16 |
160122 |
123.05 |
123.25 |
121.70 |
122.90 |
+0.60 |
134 |
941 |
+100 |
Sep16 |
160122 |
122.85 |
123.60 |
122.85 |
123.60 |
+0.15 |
47 |
173 |
+40 |
Nov16 |
160122 |
124.00 |
124.00 |
123.95 |
123.95 |
-0.30 |
8 |
12 |
+8 |
Jan17 |
160122 |
126.75 |
126.75 |
126.75 |
126.75 |
-0.30 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,900 |
12,428 |
+436 |
Sugar #11(ICE) |
Mar16 |
160122 |
14.54 |
14.79 |
14.32 |
14.42 |
-0.03 |
114,738 |
334,502 |
-2,821 |
May16 |
160122 |
14.25 |
14.48 |
14.08 |
14.17 |
+0.01 |
45,874 |
181,888 |
-236 |
Jul16 |
160122 |
14.06 |
14.23 |
13.85 |
13.94 |
+0.01 |
21,244 |
165,646 |
+1,920 |
Oct16 |
160122 |
14.08 |
14.28 |
13.93 |
14.01 |
unch |
9,991 |
92,858 |
+3,569 |
Mar17 |
160122 |
14.46 |
14.67 |
14.33 |
14.42 |
+0.02 |
4,245 |
48,454 |
+230 |
May17 |
160122 |
14.22 |
14.40 |
14.11 |
14.19 |
+0.04 |
1,541 |
9,707 |
+102 |
Jul17 |
160122 |
13.94 |
14.10 |
13.86 |
13.94 |
+0.08 |
1,433 |
16,959 |
+505 |
Oct17 |
160122 |
13.84 |
13.97 |
13.82 |
13.89 |
+0.11 |
1,160 |
14,549 |
+787 |
Total Volume and Open Interest |
200,436 |
872,655 |
+4,079 |
London Cocoa(LCE) |
Mar16 |
160122 |
2082 |
2107 |
2074 |
2084 |
+2 |
16,275 |
75,587 |
-96 |
May16 |
160122 |
2098 |
2110 |
2077 |
2089 |
+1 |
19,615 |
37,741 |
-612 |
Jul16 |
160122 |
2100 |
2115 |
2082 |
2094 |
+1 |
7,293 |
41,376 |
-2,022 |
Sep16 |
160122 |
2091 |
2105 |
2074 |
2086 |
unch |
2,997 |
36,681 |
+43 |
Dec16 |
160122 |
2065 |
2079 |
2046 |
2057 |
-4 |
2,919 |
28,073 |
+322 |
Mar17 |
160122 |
2044 |
2050 |
2025 |
2035 |
-4 |
2,107 |
28,222 |
+216 |
May17 |
160122 |
2045 |
2045 |
2028 |
2034 |
-4 |
191 |
758 |
+68 |
Total Volume and Open Interest |
51,423 |
248,736 |
-2,063 |
London Sugar(LCE) |
Mar16 |
160122 |
429.90 |
433.50 |
425.30 |
428.50 |
+1.30 |
7,569 |
40,287 |
+75 |
May16 |
160122 |
418.30 |
422.20 |
414.60 |
417.90 |
+0.80 |
4,862 |
26,387 |
+281 |
Aug16 |
160122 |
410.70 |
413.60 |
407.10 |
409.80 |
+0.40 |
1,546 |
12,542 |
+234 |
Oct16 |
160122 |
402.40 |
405.50 |
400.10 |
402.30 |
+0.30 |
453 |
7,657 |
+91 |
Dec16 |
160122 |
401.20 |
402.70 |
398.90 |
400.60 |
unch |
347 |
3,442 |
+90 |
Total Volume and Open Interest |
15,269 |
93,487 |
+1,196 |
Cotton(ICE) |
Mar16 |
160122 |
62.09 |
62.75 |
62.05 |
62.45 |
+0.36 |
16,553 |
115,516 |
-220 |
May16 |
160122 |
62.48 |
63.02 |
62.45 |
62.83 |
+0.37 |
5,158 |
35,170 |
+434 |
Jul16 |
160122 |
62.85 |
63.32 |
62.85 |
63.30 |
+0.45 |
2,609 |
23,979 |
+842 |
Oct16 |
160122 |
62.58 |
62.58 |
62.58 |
62.58 |
+0.59 |
1 |
2 |
-1 |
Dec16 |
160122 |
62.43 |
62.77 |
62.34 |
62.75 |
+0.39 |
818 |
13,113 |
+428 |
Mar17 |
160122 |
63.25 |
63.34 |
63.23 |
63.31 |
+0.23 |
32 |
855 |
+7 |
Total Volume and Open Interest |
25,193 |
188,857 |
+1,510 |
Lumber(CME) |
Mar16 |
160122 |
241.0 |
241.4 |
234.2 |
234.4 |
-4.9 |
881 |
3,854 |
+130 |
May16 |
160122 |
239.9 |
240.1 |
233.8 |
234.0 |
-3.9 |
181 |
747 |
+29 |
Jul16 |
160122 |
240.1 |
240.1 |
237.0 |
237.1 |
-4.9 |
34 |
72 |
+10 |
Sep16 |
160122 |
245.0 |
245.0 |
242.5 |
242.5 |
-3.6 |
18 |
27 |
+2 |
Total Volume and Open Interest |
1,137 |
4,728 |
+187 |
Crude Oil(NYM) |
Mar16 |
160122 |
29.84 |
32.35 |
29.53 |
32.19 |
+2.66 |
690,039 |
594,349 |
+10,963 |
Apr16 |
160122 |
31.14 |
33.63 |
30.79 |
33.51 |
+2.68 |
162,565 |
162,333 |
+8,372 |
May16 |
160122 |
32.22 |
34.77 |
31.87 |
34.67 |
+2.74 |
79,181 |
109,244 |
+1,568 |
Jun16 |
160122 |
33.25 |
35.74 |
32.80 |
35.65 |
+2.79 |
83,234 |
161,103 |
+4,343 |
Jul16 |
160122 |
33.82 |
36.53 |
33.56 |
36.44 |
+2.82 |
24,243 |
48,649 |
+2,820 |
Aug16 |
160122 |
34.41 |
37.08 |
34.17 |
37.06 |
+2.84 |
13,277 |
38,316 |
+1,273 |
Sep16 |
160122 |
35.11 |
37.64 |
34.67 |
37.56 |
+2.85 |
19,211 |
58,876 |
-354 |
Oct16 |
160122 |
35.87 |
38.04 |
35.78 |
37.99 |
+2.86 |
5,809 |
33,723 |
-448 |
Nov16 |
160122 |
35.72 |
38.41 |
35.71 |
38.41 |
+2.87 |
4,135 |
30,026 |
+223 |
Dec16 |
160122 |
36.23 |
38.93 |
35.93 |
38.84 |
+2.88 |
61,270 |
181,388 |
+1,304 |
Jan17 |
160122 |
36.50 |
39.18 |
36.50 |
39.18 |
+2.88 |
1,797 |
24,595 |
+268 |
Feb17 |
160122 |
39.51 |
39.51 |
39.51 |
39.51 |
+2.87 |
932 |
10,163 |
-62 |
Mar17 |
160122 |
39.82 |
39.82 |
39.82 |
39.82 |
+2.87 |
2,157 |
14,504 |
+304 |
Apr17 |
160122 |
40.10 |
40.10 |
40.10 |
40.10 |
+2.86 |
427 |
6,669 |
-40 |
May17 |
160122 |
40.36 |
40.36 |
40.36 |
40.36 |
+2.85 |
351 |
5,582 |
-59 |
Jun17 |
160122 |
37.98 |
40.70 |
37.85 |
40.61 |
+2.84 |
8,672 |
39,339 |
+689 |
Total Volume and Open Interest |
1,182,121 |
1,697,712 |
+11,330 |
e-miNY Crude Oil(NYM) |
Mar16 |
160122 |
29.750 |
32.350 |
29.550 |
32.200 |
+2.675 |
15,136 |
4,315 |
+553 |
Apr16 |
160122 |
31.150 |
33.625 |
30.850 |
33.500 |
+2.675 |
613 |
1,220 |
+253 |
May16 |
160122 |
32.050 |
34.675 |
32.000 |
34.675 |
+2.750 |
106 |
570 |
-5 |
Jun16 |
160122 |
33.050 |
35.650 |
33.050 |
35.650 |
+2.800 |
14 |
84 |
+3 |
Jul16 |
160122 |
33.625 |
36.450 |
33.625 |
36.450 |
+2.825 |
6 |
27 |
+2 |
Aug16 |
160122 |
35.325 |
37.050 |
35.325 |
37.050 |
+2.825 |
1 |
3 |
+0 |
Sep16 |
160122 |
35.975 |
37.550 |
35.975 |
37.550 |
+2.850 |
2 |
14 |
+2 |
Oct16 |
160122 |
36.700 |
38.000 |
36.700 |
38.000 |
+2.875 |
1 |
8 |
+1 |
Nov16 |
160122 |
38.400 |
38.400 |
38.400 |
38.400 |
+2.850 |
0 |
1 |
+0 |
Dec16 |
160122 |
36.000 |
38.850 |
36.000 |
38.850 |
+2.900 |
7 |
224 |
+3 |
Total Volume and Open Interest |
15,892 |
6,867 |
+812 |
NY Harbor ULSD(NYM) |
Feb16 |
160122 |
90.95 |
100.00 |
90.18 |
99.57 |
+9.82 |
49,786 |
45,930 |
-6,605 |
Mar16 |
160122 |
92.12 |
101.18 |
91.41 |
100.76 |
+9.65 |
68,669 |
94,099 |
+3,112 |
Apr16 |
160122 |
93.88 |
102.43 |
92.98 |
102.09 |
+9.44 |
33,745 |
49,449 |
-617 |
May16 |
160122 |
95.51 |
104.20 |
95.51 |
103.77 |
+9.15 |
13,220 |
31,125 |
+684 |
Jun16 |
160122 |
98.59 |
105.90 |
98.59 |
105.55 |
+8.98 |
13,939 |
36,197 |
-770 |
Jul16 |
160122 |
100.28 |
108.07 |
99.15 |
107.67 |
+8.84 |
4,603 |
15,776 |
+136 |
Aug16 |
160122 |
105.19 |
109.65 |
104.84 |
109.63 |
+8.68 |
3,648 |
12,417 |
+554 |
Sep16 |
160122 |
108.20 |
112.07 |
107.75 |
111.60 |
+8.63 |
1,692 |
10,062 |
-123 |
Oct16 |
160122 |
110.27 |
114.08 |
110.00 |
113.65 |
+8.70 |
889 |
5,486 |
+4 |
Nov16 |
160122 |
112.44 |
115.63 |
111.92 |
115.63 |
+8.78 |
790 |
5,684 |
+104 |
Dec16 |
160122 |
110.69 |
117.96 |
110.69 |
117.53 |
+8.83 |
3,073 |
30,208 |
-488 |
Jan17 |
160122 |
115.56 |
119.42 |
115.56 |
119.42 |
+8.86 |
211 |
6,847 |
-7 |
Feb17 |
160122 |
118.99 |
120.95 |
117.76 |
120.89 |
+8.80 |
93 |
1,709 |
+15 |
Mar17 |
160122 |
120.00 |
121.74 |
120.00 |
121.74 |
+8.70 |
88 |
1,616 |
+19 |
Total Volume and Open Interest |
195,238 |
357,721 |
-3,624 |
RBOB Gasoline(NYM) |
Feb16 |
160122 |
104.20 |
109.29 |
103.63 |
108.38 |
+5.26 |
37,417 |
42,979 |
-2,478 |
Mar16 |
160122 |
106.49 |
111.66 |
105.95 |
110.81 |
+5.32 |
60,184 |
111,945 |
+3,992 |
Apr16 |
160122 |
126.50 |
132.14 |
126.50 |
131.33 |
+5.19 |
28,293 |
49,146 |
+298 |
May16 |
160122 |
129.12 |
133.61 |
129.06 |
132.86 |
+5.27 |
13,593 |
40,599 |
+191 |
Jun16 |
160122 |
128.82 |
133.12 |
128.82 |
132.45 |
+5.26 |
12,579 |
38,015 |
-42 |
Jul16 |
160122 |
126.60 |
131.75 |
126.60 |
131.15 |
+5.33 |
5,277 |
20,613 |
+220 |
Aug16 |
160122 |
125.23 |
129.70 |
125.23 |
129.13 |
+5.38 |
3,747 |
14,329 |
-172 |
Sep16 |
160122 |
122.17 |
126.57 |
122.17 |
126.22 |
+5.47 |
3,196 |
19,096 |
+434 |
Oct16 |
160122 |
110.26 |
112.41 |
109.86 |
111.92 |
+5.63 |
1,480 |
10,591 |
+122 |
Nov16 |
160122 |
107.05 |
109.23 |
106.99 |
108.99 |
+5.70 |
1,203 |
3,970 |
-80 |
Total Volume and Open Interest |
172,358 |
389,331 |
+3,329 |
e-miNY RBOB Gasoline(NYM) |
Feb16 |
160122 |
108.40 |
108.40 |
108.38 |
108.40 |
+5.30 |
0 |
1 |
+0 |
Mar16 |
160122 |
110.80 |
110.81 |
110.80 |
110.80 |
+5.30 |
|
|
|
Apr16 |
160122 |
131.30 |
131.33 |
131.30 |
131.30 |
+5.20 |
|
|
|
May16 |
160122 |
132.90 |
132.90 |
132.86 |
132.90 |
+5.30 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Feb16 |
160122 |
2.149 |
2.168 |
2.112 |
2.139 |
+0.001 |
106,102 |
65,725 |
-7,490 |
Mar16 |
160122 |
2.147 |
2.172 |
2.112 |
2.141 |
+0.002 |
71,481 |
264,921 |
+8,116 |
Apr16 |
160122 |
2.222 |
2.249 |
2.189 |
2.224 |
+0.007 |
31,757 |
118,801 |
+1,897 |
May16 |
160122 |
2.283 |
2.312 |
2.257 |
2.289 |
+0.006 |
18,368 |
82,783 |
+2,567 |
Jun16 |
160122 |
2.353 |
2.376 |
2.323 |
2.350 |
+0.003 |
9,844 |
41,979 |
-213 |
Jul16 |
160122 |
2.417 |
2.436 |
2.389 |
2.412 |
+0.001 |
8,477 |
45,472 |
+790 |
Aug16 |
160122 |
2.438 |
2.458 |
2.409 |
2.436 |
+0.003 |
4,423 |
27,401 |
+141 |
Sep16 |
160122 |
2.446 |
2.459 |
2.413 |
2.438 |
+0.004 |
4,505 |
44,066 |
-70 |
Oct16 |
160122 |
2.465 |
2.488 |
2.441 |
2.467 |
+0.005 |
11,685 |
61,814 |
-831 |
Nov16 |
160122 |
2.559 |
2.573 |
2.523 |
2.553 |
+0.006 |
2,436 |
17,576 |
+160 |
Dec16 |
160122 |
2.719 |
2.741 |
2.694 |
2.722 |
+0.009 |
2,896 |
20,403 |
+428 |
Jan17 |
160122 |
2.834 |
2.863 |
2.817 |
2.844 |
+0.008 |
5,379 |
35,990 |
-1,174 |
Feb17 |
160122 |
2.839 |
2.855 |
2.822 |
2.836 |
+0.008 |
253 |
7,538 |
-33 |
Mar17 |
160122 |
2.804 |
2.815 |
2.783 |
2.798 |
+0.008 |
1,169 |
16,456 |
+566 |
Apr17 |
160122 |
2.611 |
2.623 |
2.605 |
2.618 |
+0.006 |
806 |
17,636 |
+390 |
May17 |
160122 |
2.627 |
2.627 |
2.620 |
2.626 |
+0.006 |
33 |
3,704 |
+26 |
Total Volume and Open Interest |
279,971 |
916,658 |
+5,330 |
Brent Crude Oil(ICE) |
Mar16 |
160122 |
29.62 |
32.30 |
29.29 |
32.18 |
+2.93 |
375,397 |
286,794 |
-36,978 |
Apr16 |
160122 |
30.29 |
32.96 |
29.77 |
32.84 |
+3.05 |
239,406 |
399,410 |
+18,108 |
May16 |
160122 |
30.81 |
33.68 |
30.41 |
33.56 |
+3.11 |
104,956 |
238,581 |
+8,624 |
Jun16 |
160122 |
31.46 |
34.40 |
31.04 |
34.28 |
+3.16 |
119,707 |
213,548 |
+13,462 |
Jul16 |
160122 |
32.07 |
35.06 |
31.66 |
34.94 |
+3.19 |
39,730 |
109,013 |
+7,204 |
Aug16 |
160122 |
32.74 |
35.72 |
32.31 |
35.61 |
+3.23 |
21,626 |
71,125 |
+3,747 |
Sep16 |
160122 |
33.32 |
36.33 |
32.89 |
36.23 |
+3.26 |
28,584 |
62,957 |
+482 |
Oct16 |
160122 |
33.85 |
36.88 |
33.52 |
36.81 |
+3.29 |
8,961 |
40,937 |
+1,001 |
Nov16 |
160122 |
34.38 |
37.45 |
34.07 |
37.39 |
+3.31 |
5,761 |
41,388 |
+531 |
Dec16 |
160122 |
34.92 |
38.06 |
34.47 |
37.95 |
+3.33 |
84,802 |
261,728 |
+4,510 |
Jan17 |
160122 |
36.06 |
38.41 |
36.06 |
38.41 |
+3.33 |
3,617 |
33,953 |
+739 |
Feb17 |
160122 |
38.27 |
38.85 |
38.27 |
38.85 |
+3.32 |
3,426 |
37,461 |
+1,196 |
Mar17 |
160122 |
36.91 |
39.31 |
36.91 |
39.31 |
+3.32 |
3,159 |
30,028 |
-11 |
Apr17 |
160122 |
39.75 |
39.75 |
39.75 |
39.75 |
+3.31 |
818 |
12,470 |
+303 |
Total Volume and Open Interest |
1,085,107 |
2,153,958 |
+26,514 |
Gas Oil(ICE) |
Feb16 |
160122 |
265.75 |
292.75 |
263.00 |
284.00 |
+25.00 |
75,011 |
142,591 |
-1,979 |
Mar16 |
160122 |
272.00 |
299.50 |
269.75 |
290.50 |
+24.00 |
66,492 |
121,191 |
+4,596 |
Apr16 |
160122 |
279.25 |
305.75 |
276.50 |
296.75 |
+23.25 |
29,996 |
65,955 |
+264 |
May16 |
160122 |
284.75 |
310.75 |
282.00 |
302.00 |
+23.00 |
14,133 |
49,285 |
-616 |
Jun16 |
160122 |
288.50 |
315.75 |
287.50 |
307.25 |
+23.00 |
25,694 |
74,061 |
+1,026 |
Jul16 |
160122 |
298.75 |
322.00 |
298.75 |
313.50 |
+23.00 |
4,517 |
24,137 |
-46 |
Aug16 |
160122 |
300.00 |
327.00 |
300.00 |
319.50 |
+22.75 |
2,822 |
18,476 |
+329 |
Sep16 |
160122 |
305.75 |
332.50 |
305.75 |
325.25 |
+22.75 |
4,637 |
21,535 |
+121 |
Oct16 |
160122 |
317.25 |
338.75 |
317.25 |
331.50 |
+22.75 |
2,403 |
17,291 |
+191 |
Nov16 |
160122 |
322.50 |
343.00 |
322.50 |
336.00 |
+22.75 |
3,122 |
10,484 |
+78 |
Total Volume and Open Interest |
261,160 |
755,810 |
+1,331 |
Ethanol(CBOT) |
Feb16 |
160122 |
1.364 |
1.393 |
1.364 |
1.393 |
+0.033 |
324 |
806 |
-144 |
Mar16 |
160122 |
1.379 |
1.411 |
1.379 |
1.410 |
+0.032 |
439 |
1,394 |
+146 |
Apr16 |
160122 |
1.397 |
1.427 |
1.397 |
1.427 |
+0.032 |
145 |
1,081 |
+32 |
May16 |
160122 |
1.425 |
1.438 |
1.425 |
1.438 |
+0.032 |
36 |
344 |
-4 |
Jun16 |
160122 |
1.420 |
1.440 |
1.420 |
1.440 |
+0.032 |
34 |
264 |
-11 |
Jul16 |
160122 |
1.439 |
1.439 |
1.439 |
1.439 |
+0.030 |
15 |
253 |
+0 |
Aug16 |
160122 |
1.434 |
1.434 |
1.434 |
1.434 |
+0.027 |
14 |
60 |
+0 |
Sep16 |
160122 |
1.424 |
1.424 |
1.424 |
1.424 |
+0.021 |
14 |
95 |
+4 |
Total Volume and Open Interest |
1,021 |
4,496 |
+23 |
WTI Crude Oil(ICE) |
Mar16 |
160122 |
29.86 |
32.34 |
29.53 |
32.19 |
+2.66 |
89,520 |
131,972 |
+736 |
Apr16 |
160122 |
31.06 |
33.62 |
30.85 |
33.51 |
+2.68 |
51,559 |
52,754 |
+3,853 |
May16 |
160122 |
32.17 |
34.77 |
32.12 |
34.67 |
+2.74 |
23,644 |
22,657 |
+605 |
Jun16 |
160122 |
33.10 |
35.74 |
33.10 |
35.65 |
+2.79 |
19,700 |
42,279 |
+273 |
Jul16 |
160122 |
34.53 |
36.46 |
34.53 |
36.44 |
+2.82 |
5,813 |
7,970 |
+69 |
Aug16 |
160122 |
35.38 |
37.06 |
35.38 |
37.06 |
+2.84 |
2,391 |
4,930 |
+11 |
Sep16 |
160122 |
35.93 |
37.56 |
35.93 |
37.56 |
+2.85 |
3,935 |
12,315 |
+845 |
Oct16 |
160122 |
36.33 |
37.99 |
36.33 |
37.99 |
+2.86 |
1,540 |
2,817 |
-95 |
Nov16 |
160122 |
36.98 |
38.41 |
36.97 |
38.41 |
+2.87 |
1,206 |
8,672 |
+24 |
Dec16 |
160122 |
36.72 |
38.87 |
36.72 |
38.84 |
+2.88 |
10,462 |
63,838 |
-315 |
Jan17 |
160122 |
38.50 |
39.20 |
38.50 |
39.18 |
+2.88 |
159 |
4,812 |
-6 |
Feb17 |
160122 |
39.51 |
39.51 |
39.51 |
39.51 |
+2.87 |
60 |
1,937 |
+21 |
Mar17 |
160122 |
39.82 |
39.82 |
39.82 |
39.82 |
+2.87 |
437 |
2,801 |
-266 |
Apr17 |
160122 |
40.10 |
40.10 |
40.10 |
40.10 |
+2.86 |
19 |
1,558 |
-6 |
May17 |
160122 |
40.36 |
40.36 |
40.36 |
40.36 |
+2.85 |
112 |
1,109 |
-96 |
Jun17 |
160122 |
39.00 |
40.61 |
38.98 |
40.61 |
+2.84 |
1,233 |
11,803 |
+368 |
Total Volume and Open Interest |
215,132 |
422,045 |
+6,293 |
US Dollar Index(ICE) |
Mar16 |
160122 |
99.280 |
99.675 |
99.190 |
99.650 |
+0.522 |
33,763 |
73,872 |
-173 |
Jun16 |
160122 |
99.390 |
99.750 |
99.315 |
99.745 |
+0.522 |
116 |
1,785 |
+6 |
Sep16 |
160122 |
99.450 |
99.795 |
99.450 |
99.795 |
+0.522 |
0 |
362 |
+0 |
Total Volume and Open Interest |
33,879 |
76,039 |
-167 |
Australian Dollar(CME) |
Mar16 |
160122 |
69.84 |
70.30 |
69.71 |
69.90 |
+0.17 |
150,309 |
133,735 |
+1,480 |
Jun16 |
160122 |
69.67 |
70.00 |
69.43 |
69.62 |
+0.17 |
451 |
516 |
+1 |
Sep16 |
160122 |
69.50 |
69.53 |
69.35 |
69.35 |
+0.17 |
0 |
32 |
+0 |
Total Volume and Open Interest |
150,760 |
134,295 |
+1,481 |
British Pound(CME) |
Mar16 |
160122 |
142.23 |
143.63 |
142.05 |
142.81 |
+0.64 |
104,905 |
265,676 |
+6,852 |
Jun16 |
160122 |
142.36 |
143.64 |
142.11 |
142.86 |
+0.64 |
86 |
668 |
+50 |
Sep16 |
160122 |
142.94 |
143.57 |
142.94 |
142.94 |
+0.64 |
1 |
94 |
+0 |
Total Volume and Open Interest |
104,993 |
266,491 |
+6,902 |
Canadian Dollar(CME) |
Mar16 |
160122 |
70.09 |
70.85 |
69.92 |
70.66 |
+0.63 |
143,358 |
162,715 |
+2,199 |
Jun16 |
160122 |
70.11 |
70.86 |
69.96 |
70.69 |
+0.64 |
532 |
3,440 |
+136 |
Sep16 |
160122 |
70.65 |
70.90 |
70.03 |
70.73 |
+0.63 |
138 |
1,124 |
+78 |
Dec16 |
160122 |
70.72 |
70.97 |
70.14 |
70.79 |
+0.63 |
114 |
479 |
+45 |
Total Volume and Open Interest |
144,142 |
167,802 |
+2,458 |
Japanese Yen(CME) |
Mar16 |
160122 |
84.99 |
85.15 |
84.19 |
84.27 |
-0.92 |
239,157 |
252,745 |
+6,492 |
Jun16 |
160122 |
85.29 |
85.35 |
84.41 |
84.49 |
-0.91 |
326 |
1,164 |
+8 |
Sep16 |
160122 |
85.35 |
85.35 |
84.78 |
84.78 |
-0.92 |
0 |
140 |
+0 |
Total Volume and Open Interest |
239,483 |
254,114 |
+6,500 |
Swiss Franc(CME) |
Mar16 |
160122 |
99.46 |
99.50 |
98.55 |
98.56 |
-0.93 |
21,842 |
49,736 |
+668 |
Jun16 |
160122 |
99.27 |
99.46 |
99.02 |
99.02 |
-0.92 |
24 |
202 |
+18 |
Sep16 |
160122 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.93 |
0 |
17 |
+0 |
Total Volume and Open Interest |
21,866 |
49,976 |
+686 |
EuroFX(CME) |
Mar16 |
160122 |
108.85 |
108.90 |
108.01 |
108.04 |
-0.87 |
201,616 |
394,803 |
-822 |
Jun16 |
160122 |
109.02 |
109.07 |
108.34 |
108.36 |
-0.87 |
557 |
3,303 |
+50 |
Sep16 |
160122 |
109.00 |
109.13 |
108.75 |
108.75 |
-0.86 |
35 |
704 |
+23 |
Total Volume and Open Interest |
202,217 |
399,620 |
-742 |
Mexican Peso(CME) |
Feb16 |
160122 |
541.88 |
541.88 |
541.88 |
541.88 |
+8.63 |
|
|
|
Mar16 |
160122 |
532.50 |
542.38 |
531.25 |
540.75 |
+8.75 |
76,545 |
117,881 |
-670 |
Total Volume and Open Interest |
76,637 |
171,362 |
-609 |
Brazilian Real(CME) |
Feb16 |
160122 |
241.40 |
246.00 |
241.40 |
242.55 |
+2.00 |
1,472 |
10,481 |
+109 |
Mar16 |
160122 |
239.90 |
246.00 |
239.85 |
240.55 |
+2.00 |
27 |
4,029 |
+15 |
Apr16 |
160122 |
238.45 |
238.45 |
238.45 |
238.45 |
+1.90 |
|
|
|
May16 |
160122 |
236.30 |
236.30 |
236.30 |
236.30 |
+1.80 |
|
|
|
Total Volume and Open Interest |
1,499 |
14,918 |
+124 |
30-Year T-Bonds(CBOT) |
Mar16 |
160122 |
159~120 |
159~270 |
158~060 |
159~010 |
-0~170 |
383,519 |
534,892 |
+6,772 |
Jun16 |
160122 |
158~000 |
158~120 |
156~290 |
157~210 |
-0~170 |
450 |
692 |
+351 |
Sep16 |
160122 |
157~210 |
157~210 |
157~210 |
157~210 |
-0~170 |
|
|
|
Total Volume and Open Interest |
383,969 |
535,584 |
+7,123 |
10-Year T-Notes(CBOT) |
Mar16 |
160122 |
128~180 |
128~235 |
128~025 |
128~120 |
-0~095 |
1,996,094 |
2,802,311 |
+15,376 |
Jun16 |
160122 |
128~015 |
128~015 |
127~230 |
127~280 |
-0~090 |
9,528 |
25,435 |
+8,250 |
Sep16 |
160122 |
127~050 |
127~050 |
127~050 |
127~050 |
-0~090 |
|
|
|
Total Volume and Open Interest |
2,005,622 |
2,827,746 |
+23,626 |
5-Year T-Notes(CBOT) |
Mar16 |
160122 |
120~042 |
120~070 |
119~264 |
119~316 |
-0~064 |
868,668 |
2,520,237 |
+5,784 |
Jun16 |
160122 |
119~272 |
119~272 |
119~190 |
119~220 |
-0~064 |
1,038 |
6,831 |
+891 |
Sep16 |
160122 |
119~070 |
119~070 |
119~070 |
119~070 |
-0~064 |
|
|
|
Total Volume and Open Interest |
869,706 |
2,527,068 |
+6,675 |
2 Year T-Notes(CBOT) |
Mar16 |
160122 |
109~042 |
109~050 |
109~016 |
109~030 |
-0~016 |
286,800 |
1,027,646 |
-2,260 |
Jun16 |
160122 |
108~312 |
108~312 |
108~300 |
108~306 |
-0~016 |
378 |
6,086 |
+328 |
Sep16 |
160122 |
108~226 |
108~226 |
108~226 |
108~226 |
-0~016 |
|
|
|
Total Volume and Open Interest |
287,178 |
1,033,732 |
-1,932 |
Eurodollars(CME) |
Mar16 |
160122 |
99.340 |
99.345 |
99.325 |
99.335 |
-0.015 |
400,701 |
1,301,599 |
+22,803 |
Jun16 |
160122 |
99.275 |
99.280 |
99.250 |
99.260 |
-0.025 |
430,483 |
1,264,396 |
-5,879 |
Sep16 |
160122 |
99.200 |
99.205 |
99.165 |
99.175 |
-0.035 |
346,477 |
1,144,209 |
-12,130 |
Dec16 |
160122 |
99.110 |
99.110 |
99.060 |
99.075 |
-0.040 |
506,371 |
1,270,505 |
-32,542 |
Mar17 |
160122 |
99.020 |
99.025 |
98.965 |
98.980 |
-0.050 |
462,695 |
932,774 |
-2,427 |
Jun17 |
160122 |
98.920 |
98.925 |
98.855 |
98.875 |
-0.055 |
322,440 |
695,473 |
+9,141 |
Sep17 |
160122 |
98.825 |
98.830 |
98.750 |
98.775 |
-0.055 |
292,725 |
672,966 |
-7,585 |
Dec17 |
160122 |
98.715 |
98.730 |
98.640 |
98.670 |
-0.060 |
314,997 |
753,121 |
-15,540 |
Mar18 |
160122 |
98.630 |
98.645 |
98.550 |
98.585 |
-0.060 |
226,997 |
466,896 |
-8,492 |
Jun18 |
160122 |
98.540 |
98.560 |
98.460 |
98.495 |
-0.060 |
154,665 |
402,335 |
-5,473 |
Sep18 |
160122 |
98.455 |
98.470 |
98.375 |
98.410 |
-0.055 |
132,726 |
364,309 |
-7,027 |
Dec18 |
160122 |
98.360 |
98.385 |
98.285 |
98.325 |
-0.050 |
131,693 |
412,113 |
-8,286 |
Mar19 |
160122 |
98.290 |
98.310 |
98.210 |
98.255 |
-0.050 |
79,684 |
246,219 |
-649 |
Jun19 |
160122 |
98.215 |
98.235 |
98.140 |
98.180 |
-0.045 |
50,717 |
184,048 |
-331 |
Sep19 |
160122 |
98.135 |
98.160 |
98.065 |
98.105 |
-0.045 |
48,391 |
148,434 |
-2,088 |
Dec19 |
160122 |
98.055 |
98.080 |
97.990 |
98.030 |
-0.040 |
44,655 |
146,287 |
-1,089 |
Mar20 |
160122 |
97.985 |
98.010 |
97.925 |
97.965 |
-0.040 |
33,438 |
76,673 |
-1,042 |
Jun20 |
160122 |
97.920 |
97.940 |
97.855 |
97.900 |
-0.035 |
24,604 |
57,025 |
-713 |
Total Volume and Open Interest |
4,076,090 |
10,884,059 |
-74,909 |
Ultra T-Bond(CBOT) |
Mar16 |
160122 |
164~14 |
164~29 |
163~01 |
164~06 |
-0~17 |
116,985 |
620,070 |
+753 |
Jun16 |
160122 |
165~15 |
165~15 |
165~15 |
165~15 |
-0~17 |
0 |
20 |
+0 |
Sep16 |
160122 |
165~15 |
165~15 |
165~15 |
165~15 |
-0~17 |
|
|
|
Total Volume and Open Interest |
116,985 |
620,090 |
+753 |
30 Day Federal Funds(CBOT) |
Jan16 |
160122 |
99.660 |
99.662 |
99.658 |
99.662 |
unch |
2,974 |
168,639 |
-434 |
Feb16 |
160122 |
99.645 |
99.645 |
99.635 |
99.640 |
-0.005 |
11,865 |
126,032 |
-507 |
Mar16 |
160122 |
99.620 |
99.620 |
99.605 |
99.605 |
-0.010 |
11,865 |
51,882 |
+4,114 |
Apr16 |
160122 |
99.585 |
99.590 |
99.570 |
99.570 |
-0.015 |
46,523 |
117,179 |
+10,352 |
May16 |
160122 |
99.570 |
99.570 |
99.550 |
99.550 |
-0.020 |
17,807 |
90,298 |
+3,665 |
Jun16 |
160122 |
99.545 |
99.545 |
99.520 |
99.525 |
-0.020 |
4,087 |
26,451 |
+77 |
Total Volume and Open Interest |
152,530 |
814,926 |
+33,418 |
3-Mth Euro-Yen(CME) |
Mar16 |
160122 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun16 |
160122 |
99.800 |
99.800 |
99.800 |
99.800 |
unch |
|
|
|
Sep16 |
160122 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec16 |
160122 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160122 |
99.955 |
99.955 |
99.955 |
99.955 |
unch |
|
|
|
Jun17 |
160122 |
99.815 |
99.815 |
99.815 |
99.815 |
unch |
|
|
|
Sep17 |
160122 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec17 |
160122 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Mar18 |
160122 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Jun18 |
160122 |
99.255 |
99.255 |
99.255 |
99.255 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Mar16 |
160121 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Jun16 |
160121 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
|
|
|
Sep16 |
160121 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
|
|
|
Dec16 |
160121 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
4 |
+0 |
Mar17 |
160121 |
99.96 |
99.96 |
99.96 |
99.96 |
unch |
|
|
|
Jun17 |
160121 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
|
|
|
Sep17 |
160121 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Dec17 |
160121 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar16 |
160121 |
149.60 |
149.63 |
149.48 |
149.50 |
-0.13 |
657 |
20,773 |
+56 |
Jun16 |
160121 |
148.90 |
148.90 |
148.90 |
148.90 |
-0.13 |
|
|
|
Sep16 |
160121 |
148.34 |
148.34 |
148.34 |
148.34 |
-0.13 |
|
|
|
Total Volume and Open Interest |
657 |
20,773 |
+56 |
Euro-Bund(EUREX) |
Mar16 |
160122 |
161.45 |
161.61 |
161.02 |
161.31 |
-0.21 |
947,225 |
1,180,192 |
+22,212 |
Jun16 |
160122 |
158.59 |
158.74 |
158.54 |
158.74 |
-0.21 |
2,279 |
10,096 |
+1,998 |
Sep16 |
160122 |
157.56 |
157.67 |
157.56 |
157.67 |
-0.19 |
|
|
|
Total Volume and Open Interest |
949,504 |
1,190,288 |
+24,210 |
Euro-Bobl(EUREX) |
Mar16 |
160122 |
131.93 |
132.00 |
131.87 |
131.95 |
+0.02 |
493,242 |
925,508 |
+8,951 |
Jun16 |
160122 |
130.04 |
130.09 |
130.03 |
130.08 |
+0.02 |
95 |
5,682 |
+95 |
Sep16 |
160122 |
130.08 |
130.08 |
130.08 |
130.08 |
+0.02 |
|
|
|
Total Volume and Open Interest |
493,337 |
931,190 |
+9,046 |
3-Mth Euribor(EUREX) |
Mar16 |
160122 |
100.230 |
100.230 |
100.230 |
100.230 |
+0.005 |
1 |
6,372 |
-1 |
Jun16 |
160122 |
100.265 |
100.265 |
100.265 |
100.265 |
unch |
1 |
10,394 |
+0 |
Sep16 |
160122 |
100.285 |
100.285 |
100.285 |
100.285 |
+0.005 |
4 |
4,551 |
+2 |
Total Volume and Open Interest |
477 |
69,029 |
+120 |
Long Gilt(LIFFE) |
Mar16 |
160122 |
119~14 |
119~14 |
118~25 |
119~02 |
-0~13 |
237,979 |
451,621 |
+9,754 |
Jun16 |
160122 |
118~09 |
118~09 |
118~09 |
118~09 |
-0~13 |
|
|
|
Total Volume and Open Interest |
237,979 |
451,621 |
+9,754 |
3-Mth Short Sterling(LIFFE) |
Mar16 |
160122 |
99.40 |
99.41 |
99.39 |
99.40 |
unch |
62,669 |
375,632 |
+5,022 |
Jun16 |
160122 |
99.40 |
99.41 |
99.39 |
99.40 |
-0.01 |
114,822 |
522,446 |
-7,813 |
Sep16 |
160122 |
99.38 |
99.39 |
99.37 |
99.37 |
-0.02 |
153,208 |
373,405 |
-6,611 |
Dec16 |
160122 |
99.33 |
99.33 |
99.30 |
99.31 |
-0.02 |
154,312 |
451,684 |
-17,465 |
Mar17 |
160122 |
99.24 |
99.25 |
99.21 |
99.23 |
-0.02 |
165,486 |
413,405 |
-3,948 |
Jun17 |
160122 |
99.14 |
99.15 |
99.10 |
99.12 |
-0.03 |
132,287 |
311,422 |
-14,262 |
Total Volume and Open Interest |
1,292,495 |
3,560,933 |
-24,992 |
3-Mth Euribor(LIFFE) |
Mar16 |
160122 |
100.235 |
100.235 |
100.220 |
100.230 |
+0.005 |
86,100 |
416,751 |
-62 |
Jun16 |
160122 |
100.270 |
100.270 |
100.255 |
100.265 |
+0.005 |
65,332 |
405,514 |
+3,539 |
Sep16 |
160122 |
100.290 |
100.295 |
100.275 |
100.285 |
+0.005 |
80,915 |
320,420 |
-2,914 |
Total Volume and Open Interest |
650,667 |
3,357,564 |
+5,512 |
3-Mth Aus T-Bills(SFE) |
Mar16 |
160122 |
97.84 |
97.85 |
97.83 |
97.84 |
unch |
29,707 |
178,185 |
-6,624 |
Jun16 |
160122 |
97.96 |
97.97 |
97.93 |
97.95 |
-0.01 |
27,686 |
201,851 |
-82 |
Sep16 |
160122 |
98.02 |
98.04 |
97.99 |
98.01 |
-0.01 |
28,998 |
120,440 |
-2,759 |
Dec16 |
160122 |
98.05 |
98.08 |
98.01 |
98.03 |
-0.02 |
20,999 |
126,231 |
+1,604 |
Mar17 |
160122 |
98.04 |
98.07 |
98.01 |
98.03 |
-0.01 |
14,685 |
88,073 |
+220 |
Jun17 |
160122 |
98.02 |
98.04 |
97.99 |
98.00 |
-0.02 |
5,366 |
56,169 |
+1,397 |
Sep17 |
160122 |
97.98 |
98.00 |
97.94 |
97.96 |
-0.01 |
4,640 |
38,671 |
+1,165 |
Dec17 |
160122 |
97.92 |
97.93 |
97.89 |
97.90 |
-0.02 |
2,288 |
25,303 |
+811 |
Mar18 |
160122 |
97.87 |
97.87 |
97.84 |
97.84 |
-0.01 |
314 |
6,817 |
+308 |
Jun18 |
160122 |
97.76 |
97.77 |
97.76 |
97.77 |
-0.01 |
133 |
7,035 |
+25 |
Total Volume and Open Interest |
135,029 |
850,287 |
-3,911 |
10-Year Aus T-Bonds(SFE) |
Mar16 |
160122 |
97.32 |
97.37 |
97.26 |
97.27 |
-0.04 |
206,195 |
809,526 |
+28,007 |
Jun16 |
160122 |
97.27 |
97.27 |
97.27 |
97.27 |
-0.04 |
|
|
|
Total Volume and Open Interest |
206,195 |
809,526 |
+28,007 |
3-Year Aus T-Bonds(SFE) |
Mar16 |
160122 |
98.10 |
98.14 |
98.05 |
98.07 |
-0.03 |
300,119 |
755,012 |
+11,661 |
Jun16 |
160122 |
98.07 |
98.07 |
98.07 |
98.07 |
-0.03 |
|
|
|
Total Volume and Open Interest |
300,119 |
755,012 |
+11,661 |
Gold(CMX) |
Feb16 |
160122 |
1101.6 |
1103.5 |
1094.4 |
1096.3 |
-1.9 |
193,281 |
194,211 |
-6,749 |
Apr16 |
160122 |
1101.5 |
1103.2 |
1094.1 |
1096.3 |
-1.6 |
31,323 |
134,384 |
+12,861 |
Jun16 |
160122 |
1101.9 |
1102.4 |
1094.5 |
1096.5 |
-1.7 |
5,046 |
39,003 |
+1,025 |
Aug16 |
160122 |
1098.7 |
1102.2 |
1095.9 |
1097.0 |
-1.6 |
1,585 |
9,736 |
-43 |
Oct16 |
160122 |
1101.0 |
1102.0 |
1097.6 |
1097.6 |
-1.6 |
253 |
3,217 |
+11 |
Dec16 |
160122 |
1101.7 |
1103.5 |
1097.1 |
1098.4 |
-1.5 |
963 |
15,767 |
+226 |
Feb17 |
160122 |
1099.3 |
1099.3 |
1099.3 |
1099.3 |
-1.4 |
71 |
452 |
+30 |
Apr17 |
160122 |
1100.3 |
1100.3 |
1100.3 |
1100.3 |
-1.3 |
74 |
686 |
+2 |
Jun17 |
160122 |
1101.4 |
1101.4 |
1101.4 |
1101.4 |
-1.2 |
136 |
4,926 |
-7 |
Aug17 |
160122 |
1102.6 |
1102.6 |
1102.6 |
1102.6 |
-1.1 |
0 |
90 |
+0 |
Oct17 |
160122 |
1103.8 |
1103.8 |
1103.8 |
1103.8 |
-1.1 |
0 |
6 |
+0 |
Dec17 |
160122 |
1105.1 |
1105.1 |
1105.1 |
1105.1 |
-1.0 |
150 |
5,890 |
+95 |
Total Volume and Open Interest |
233,778 |
416,462 |
+7,627 |
Silver(CMX) |
Mar16 |
160122 |
1411.5 |
1436.0 |
1402.0 |
1405.7 |
-3.7 |
39,848 |
113,337 |
-2,424 |
May16 |
160122 |
1413.5 |
1438.0 |
1406.5 |
1408.0 |
-3.8 |
3,492 |
15,687 |
+253 |
Jul16 |
160122 |
1420.5 |
1439.5 |
1410.4 |
1410.4 |
-3.9 |
1,909 |
7,646 |
-13 |
Sep16 |
160122 |
1429.0 |
1438.0 |
1412.9 |
1412.9 |
-4.0 |
1,340 |
6,864 |
-403 |
Dec16 |
160122 |
1424.0 |
1445.0 |
1415.0 |
1416.4 |
-4.1 |
2,053 |
9,842 |
-104 |
Mar17 |
160122 |
1420.3 |
1420.3 |
1420.3 |
1420.3 |
-4.1 |
1 |
24 |
+1 |
May17 |
160122 |
1423.0 |
1423.0 |
1423.0 |
1423.0 |
-4.1 |
0 |
28 |
+0 |
Total Volume and Open Interest |
48,743 |
156,853 |
-2,668 |
Platinum(NYMEX) |
Jan16 |
160122 |
820.9 |
831.6 |
820.9 |
829.7 |
+11.6 |
62 |
35 |
+8 |
Apr16 |
160122 |
818.8 |
843.3 |
817.9 |
831.6 |
+12.1 |
14,797 |
65,738 |
+827 |
Jul16 |
160122 |
825.5 |
843.1 |
825.5 |
832.5 |
+12.1 |
1,066 |
5,022 |
+86 |
Oct16 |
160122 |
833.0 |
833.8 |
833.0 |
833.8 |
+12.1 |
3 |
57 |
+3 |
Total Volume and Open Interest |
15,947 |
70,926 |
+926 |
Palladium(NYMEX) |
Mar16 |
160122 |
500.20 |
509.10 |
496.50 |
499.85 |
+0.85 |
4,144 |
25,384 |
+417 |
Jun16 |
160122 |
501.60 |
508.00 |
499.00 |
500.25 |
+1.00 |
47 |
1,122 |
+24 |
Sep16 |
160122 |
501.95 |
502.00 |
500.90 |
500.90 |
+0.85 |
0 |
83 |
+0 |
Total Volume and Open Interest |
4,193 |
26,623 |
+443 |
Copper(CMX) |
Mar16 |
160122 |
199.50 |
202.30 |
198.85 |
200.25 |
+0.60 |
52,542 |
136,280 |
-1,422 |
May16 |
160122 |
200.25 |
202.55 |
199.30 |
200.70 |
+0.60 |
4,231 |
30,487 |
+1,057 |
Jul16 |
160122 |
201.00 |
203.00 |
201.00 |
201.25 |
+0.55 |
1,419 |
11,849 |
+345 |
Sep16 |
160122 |
201.60 |
203.05 |
201.20 |
201.80 |
+0.50 |
702 |
10,005 |
+48 |
Dec16 |
160122 |
202.00 |
203.80 |
201.90 |
202.15 |
+0.45 |
204 |
3,516 |
-4 |
Total Volume and Open Interest |
59,708 |
199,031 |
+20 |
E-mini DJIA Index(CBOT) |
Mar16 |
160122 |
15755 |
16052 |
15727 |
16004 |
+217 |
373,958 |
59,116 |
-1,415 |
Jun16 |
160122 |
15718 |
15979 |
15680 |
15926 |
+214 |
237 |
601 |
+71 |
Sep16 |
160122 |
15840 |
15890 |
15751 |
15854 |
+214 |
8 |
115 |
+0 |
Dec16 |
160122 |
15794 |
15794 |
15794 |
15794 |
+214 |
|
|
|
Total Volume and Open Interest |
374,203 |
59,832 |
-1,344 |
S & P 500(CME) |
Mar16 |
160122 |
1860.00 |
1902.00 |
1856.10 |
1899.20 |
+38.20 |
9,631 |
106,160 |
+18 |
Jun16 |
160122 |
1881.00 |
1891.10 |
1881.00 |
1891.10 |
+38.20 |
191 |
2,307 |
-26 |
Sep16 |
160122 |
1884.20 |
1884.20 |
1883.90 |
1884.20 |
+38.30 |
16 |
200 |
+2 |
Dec16 |
160122 |
1866.00 |
1878.20 |
1866.00 |
1878.20 |
+38.30 |
9 |
5 |
+5 |
Total Volume and Open Interest |
9,847 |
108,672 |
-1 |
S & P 500 E-Mini(Globex) |
Mar16 |
160122 |
1858.50 |
1902.25 |
1855.75 |
1899.25 |
+38.25 |
3,929,776 |
2,867,832 |
+26,598 |
Jun16 |
160122 |
1850.00 |
1894.00 |
1848.00 |
1891.00 |
+38.00 |
7,051 |
18,728 |
+1,072 |
Sep16 |
160122 |
1848.50 |
1887.00 |
1841.25 |
1884.25 |
+38.25 |
830 |
4,852 |
+363 |
Dec16 |
160122 |
1865.00 |
1881.25 |
1838.50 |
1878.25 |
+38.25 |
39 |
84 |
+16 |
Total Volume and Open Interest |
3,937,696 |
2,891,496 |
+28,049 |
NASDAQ 100 E-Mini(Globex) |
Mar16 |
160122 |
4126.30 |
4253.00 |
4119.00 |
4247.50 |
+117.20 |
628,240 |
277,624 |
+824 |
Jun16 |
160122 |
4126.50 |
4245.50 |
4114.80 |
4242.30 |
+117.30 |
258 |
390 |
+38 |
Sep16 |
160122 |
4238.80 |
4238.80 |
4238.80 |
4238.80 |
+117.30 |
1 |
17 |
+0 |
Total Volume and Open Interest |
628,499 |
278,107 |
+862 |
S&P Midcap 400(CME) e-Mini |
Mar16 |
160122 |
1250.70 |
1285.30 |
1248.10 |
1283.10 |
+30.60 |
41,248 |
104,557 |
-357 |
Jun16 |
160122 |
1278.30 |
1278.30 |
1278.30 |
1278.30 |
+30.60 |
0 |
2 |
+0 |
Sep16 |
160122 |
1274.00 |
1274.00 |
1274.00 |
1274.00 |
+30.60 |
0 |
5 |
+0 |
Total Volume and Open Interest |
41,248 |
104,575 |
-357 |
Volatility Index(CBOE) |
Jan16 |
160120 |
25.80 |
29.60 |
25.65 |
28.30 |
+2.45 |
10,170 |
52,961 |
-6,327 |
Feb16 |
160122 |
25.05 |
25.20 |
22.60 |
22.73 |
-2.35 |
204,000 |
146,155 |
+5,709 |
Mar16 |
160122 |
24.05 |
24.14 |
22.10 |
22.18 |
-1.90 |
62,861 |
31,204 |
+4,324 |
Apr16 |
160122 |
23.68 |
23.70 |
22.02 |
22.08 |
-1.60 |
27,153 |
19,669 |
+336 |
Total Volume and Open Interest |
320,390 |
241,765 |
+12,457 |
Russell 2000(ICE) |
Mar16 |
160122 |
994.10 |
1020.00 |
989.10 |
1015.80 |
+23.50 |
225,484 |
418,509 |
-4,207 |
Jun16 |
160122 |
1004.00 |
1013.20 |
1004.00 |
1011.10 |
+23.50 |
34 |
49 |
+33 |
Sep16 |
160122 |
1007.30 |
1007.30 |
1007.30 |
1007.30 |
+23.50 |
2 |
3 |
+0 |
Total Volume and Open Interest |
225,520 |
418,571 |
-4,174 |
Nikkei 225(CME) |
Mar16 |
160122 |
16520 |
17305 |
16470 |
17250 |
+770 |
37,872 |
43,622 |
-321 |
Jun16 |
160122 |
16770 |
17220 |
16770 |
17220 |
+770 |
12 |
20 |
+0 |
Total Volume and Open Interest |
37,884 |
43,642 |
-321 |
Nikkei 225(SGX) |
Mar16 |
160122 |
16080 |
16990 |
15790 |
16860 |
+845 |
181,292 |
245,280 |
+13,583 |
Jun16 |
160122 |
16015 |
16855 |
16015 |
16740 |
+845 |
292 |
3,621 |
+13 |
Sep16 |
160122 |
16725 |
16725 |
16725 |
16725 |
+850 |
0 |
27 |
+0 |
Total Volume and Open Interest |
181,594 |
258,046 |
+13,606 |
CAC 40(EURONEXT) |
Feb16 |
160122 |
4240.0 |
4363.0 |
4240.0 |
4328.0 |
+130.0 |
156,596 |
236,591 |
+15,102 |
Mar16 |
160122 |
4237.0 |
4359.0 |
4237.0 |
4326.5 |
+130.0 |
513 |
12,551 |
-212 |
Apr16 |
160122 |
4319.5 |
4319.5 |
4319.5 |
4319.5 |
+130.0 |
|
|
|
Total Volume and Open Interest |
157,109 |
249,147 |
+14,890 |
Hang Seng Index(HKFE) |
Jan16 |
160122 |
18692 |
19155 |
18591 |
19091 |
+340 |
182,925 |
111,869 |
+6,255 |
Feb16 |
160122 |
18620 |
19152 |
18599 |
19090 |
+346 |
4,340 |
8,092 |
+2,468 |
Mar16 |
160122 |
18628 |
19088 |
18567 |
19039 |
+337 |
546 |
6,472 |
+49 |
Total Volume and Open Interest |
188,168 |
129,006 |
+8,676 |
DAX(EUREX) |
Mar16 |
160122 |
9720.0 |
9841.5 |
9704.5 |
9792.5 |
+223.0 |
161,395 |
143,405 |
+3,340 |
Jun16 |
160122 |
9762.0 |
9860.0 |
9761.0 |
9831.5 |
+223.0 |
1,415 |
14,655 |
+737 |
Sep16 |
160122 |
9800.0 |
9827.5 |
9768.0 |
9827.5 |
+219.0 |
33 |
59 |
+12 |
Total Volume and Open Interest |
162,843 |
158,119 |
+4,089 |
FT-SE 100(EURONEXT) |
Mar16 |
160122 |
5732.00 |
5899.50 |
5708.00 |
5858.50 |
+147.00 |
178,161 |
586,079 |
+11,768 |
Jun16 |
160122 |
5738.00 |
5810.00 |
5738.00 |
5803.00 |
+147.50 |
7 |
3,236 |
-4 |
Sep16 |
160122 |
5756.50 |
5756.50 |
5609.00 |
5756.50 |
+147.50 |
0 |
1,756 |
+0 |
Total Volume and Open Interest |
178,168 |
591,071 |
+11,764 |
SPI 200(SFE) |
Mar16 |
160122 |
4825.0 |
4887.0 |
4783.0 |
4879.0 |
+52.0 |
48,313 |
246,667 |
+4,814 |
Jun16 |
160122 |
4865.0 |
4865.0 |
4864.0 |
4865.0 |
+53.0 |
4 |
1,596 |
+3 |
Sep16 |
160122 |
4813.0 |
4813.0 |
4813.0 |
4813.0 |
+53.0 |
0 |
638 |
+0 |
Total Volume and Open Interest |
51,045 |
257,749 |
+6,657 |
FTSE MIB(ISE) |
Mar16 |
160122 |
19115.00 |
19315.00 |
18885.00 |
19043.00 |
+336.00 |
62,837 |
70,428 |
-543 |
Jun16 |
160122 |
18595.00 |
18880.00 |
18530.00 |
18631.00 |
+339.00 |
214 |
1,743 |
+128 |
Sep16 |
160122 |
18526.00 |
18526.00 |
18526.00 |
18526.00 |
+339.00 |
|
|
|
Total Volume and Open Interest |
63,051 |
72,171 |
-415 |
KOSPI 200(KFE) |
Mar16 |
160122 |
230.10 |
230.50 |
229.70 |
229.70 |
+4.80 |
214,340 |
123,521 |
+12,389 |
Jun16 |
160122 |
231.30 |
231.30 |
230.60 |
230.60 |
+4.85 |
892 |
4,235 |
+230 |
Sep16 |
160122 |
230.50 |
230.60 |
230.40 |
230.40 |
+4.40 |
3 |
346 |
-1 |
Total Volume and Open Interest |
215,236 |
129,400 |
+12,618 |
GSCI(CME) |
Feb16 |
160122 |
281.85 |
290.80 |
281.85 |
289.85 |
+11.65 |
75 |
12,076 |
+29 |
Mar16 |
160122 |
296.85 |
296.85 |
296.85 |
296.85 |
+11.65 |
|
|
|
Apr16 |
160122 |
300.65 |
300.65 |
300.65 |
300.65 |
+11.65 |
|
|
|
Total Volume and Open Interest |
75 |
12,076 |
+29 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|