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 Tue January 26, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar16 160126 879.75 882.50 875.50 876.50 -4.00 101,537 300,020 -3,846
May16 160126 881.00 883.75 877.00 878.50 -3.25 31,744 140,038 +301
Jul16 160126 886.00 889.00 882.50 884.00 -2.75 22,859 115,083 +2,834
Aug16 160126 888.50 889.50 884.50 885.75 -2.50 1,313 13,755 +94
Sep16 160126 888.50 888.50 884.50 885.00 -2.50 791 5,956 +82
Nov16 160126 888.75 891.25 885.00 887.50 -2.25 10,111 98,464 +1,908
Jan17 160126 893.00 894.50 891.00 892.00 -2.25 247 1,532 +57
Mar17 160126 893.00 895.50 893.00 893.50 -1.75 261 3,717 +87
May17 160126 896.00 898.75 896.00 897.00 -1.25 83 1,126 +10
Jul17 160126 903.75 903.75 902.25 902.25 -1.50 44 1,184 -3
Aug17 160126 900.25 900.25 900.25 900.25 -1.50 0 42 +0
Sep17 160126 894.50 894.50 894.50 894.50 -2.00 0 26 +0
Nov17 160126 891.00 891.00 887.50 888.25 -3.75 70 1,492 +2
Jan18 160126 896.00 896.00 893.25 893.25 -2.50 0 2 +0
Total Volume and Open Interest 169,060 682,455 +1,526
Soybean Meal(CBOT)
Mar16 160126 272.80 273.40 269.70 269.90 -2.60 49,511 182,625 -96
May16 160126 274.90 275.30 271.90 272.20 -2.40 17,180 80,086 +1,527
Jul16 160126 277.00 277.40 274.20 274.50 -2.30 10,731 65,160 +747
Aug16 160126 278.10 278.50 275.40 275.70 -2.30 1,398 18,202 -294
Sep16 160126 279.40 279.60 276.70 276.90 -2.20 1,439 15,390 +15
Oct16 160126 279.30 279.30 276.40 276.90 -2.20 856 11,325 +90
Dec16 160126 280.20 280.20 277.80 278.20 -2.00 2,955 38,279 +282
Jan17 160126 280.10 281.00 279.40 279.40 -2.10 315 2,117 -3
Mar17 160126 281.60 281.60 280.50 280.50 -1.90 88 2,686 +4
May17 160126 281.80 281.90 281.30 281.30 -1.80 9 876 -3
Total Volume and Open Interest 84,598 418,543 +2,249
Soybean Oil(CBOT)
Mar16 160126 30.37 30.85 30.21 30.74 +0.30 58,019 165,638 +239
May16 160126 30.58 31.02 30.41 30.93 +0.30 23,304 90,829 +1,809
Jul16 160126 30.78 31.24 30.63 31.14 +0.29 20,431 71,698 -2,413
Aug16 160126 30.86 31.22 30.82 31.18 +0.31 1,176 11,661 +193
Sep16 160126 30.90 31.26 30.85 31.21 +0.30 904 10,254 -99
Oct16 160126 30.81 31.23 30.81 31.16 +0.29 304 9,619 +3
Dec16 160126 30.80 31.28 30.70 31.22 +0.31 2,370 33,543 +232
Jan17 160126 31.08 31.49 31.08 31.44 +0.33 130 2,556 -5
Mar17 160126 31.40 31.66 31.40 31.61 +0.32 58 3,991 -2
May17 160126 31.35 31.81 31.34 31.76 +0.31 32 1,597 +15
Total Volume and Open Interest 107,842 410,658 +800
Canola(WCE)
Mar16 160126 481.2 483.1 477.3 478.1 -3.9 9,845 113,513 -2,380
May16 160126 491.0 491.7 486.0 486.8 -3.6 4,081 32,588 +1,268
Jul16 160126 497.0 497.0 491.5 492.3 -3.5 1,908 20,723 +780
Nov16 160126 494.0 495.9 491.0 491.7 -2.8 1,004 18,546 +551
Jan17 160126 496.9 497.7 493.2 493.2 -2.8 24 1,019 +14
Total Volume and Open Interest 16,881 186,463 +249
Corn(CBOT)
Mar16 160126 369.25 372.00 367.00 369.25 -0.50 163,779 653,797 -6,105
May16 160126 374.00 377.00 372.00 374.50 -0.25 47,143 230,689 +454
Jul16 160126 379.50 382.00 377.25 379.75 -0.25 32,996 208,637 +3,319
Sep16 160126 384.00 386.75 382.00 384.00 -1.00 6,336 98,339 -480
Dec16 160126 391.75 394.00 389.75 391.50 -1.00 16,686 152,170 -33
Mar17 160126 401.00 403.00 399.00 400.50 -1.25 669 19,264 +208
May17 160126 406.75 409.00 406.25 406.75 -1.25 155 2,311 +1
Jul17 160126 410.25 412.25 409.25 410.25 -0.75 127 3,340 +46
Sep17 160126 403.75 403.75 403.75 403.75 -0.50 24 1,370 +7
Dec17 160126 402.00 404.00 400.75 402.25 unch 271 5,531 +107
Total Volume and Open Interest 268,229 1,376,368 -2,458
Wheat(CBOT)
Mar16 160126 481.50 488.50 478.00 484.75 +3.25 48,741 214,176 -6,077
May16 160126 486.75 493.50 483.00 490.00 +3.25 7,573 64,762 +359
Jul16 160126 491.75 499.00 488.50 495.50 +3.25 9,315 70,690 +174
Sep16 160126 500.25 507.25 498.50 503.75 +2.75 885 12,843 +92
Dec16 160126 515.00 521.00 511.50 517.50 +2.50 994 26,843 +339
Mar17 160126 530.00 531.00 527.75 527.75 +2.50 39 2,536 +15
Total Volume and Open Interest 67,560 392,125 -5,093
Wheat(KCBT)
Mar16 160126 474.00 479.50 471.00 476.75 +2.75 11,853 107,817 -291
May16 160126 484.00 489.50 481.25 487.00 +2.75 4,077 27,660 +669
Jul16 160126 495.00 500.00 491.25 497.50 +2.75 4,034 48,167 +608
Sep16 160126 507.50 512.25 507.00 510.75 +2.75 364 8,312 +83
Dec16 160126 524.25 532.75 524.25 529.75 +2.25 626 16,839 +95
Mar17 160126 542.75 546.00 542.75 543.25 +2.00 39 4,418 +7
May17 160126 550.50 550.50 550.50 550.50 +2.25 23 416 +0
Total Volume and Open Interest 21,016 213,767 +1,171
Wheat(MGE)
Mar16 160126 499.00 505.00 498.50 503.50 +3.75 2,938 32,324 +47
May16 160126 504.50 510.00 503.75 508.75 +3.75 1,852 15,811 +251
Jul16 160126 511.50 516.50 510.00 515.00 +3.75 1,103 14,398 +38
Sep16 160126 520.00 526.00 520.00 524.50 +3.25 481 6,631 -144
Dec16 160126 536.00 540.75 536.00 539.00 +2.50 299 5,693 -25
Mar17 160126 552.00 554.25 551.50 552.75 +2.50 143 1,715 +50
Total Volume and Open Interest 6,848 76,704 +231
Oats(CBOT)
Mar16 160126 204.50 205.00 200.00 201.50 -3.75 315 6,556 -57
May16 160126 210.50 210.50 207.00 207.75 -3.75 142 1,882 +16
Jul16 160126 215.50 216.00 213.75 213.75 -3.25 39 747 +6
Sep16 160126 219.50 219.50 219.50 219.50 -3.00 0 31 +0
Total Volume and Open Interest 496 9,405 -35
Rough Rice(CBOT)
Mar16 160126 11.00 11.10 10.92 11.07 +0.06 320 9,763 -92
May16 160126 11.24 11.35 11.20 11.35 +0.06 79 2,705 +6
Jul16 160126 11.51 11.63 11.51 11.63 +0.07 17 694 -14
Sep16 160126 11.72 11.72 11.72 11.72 +0.12 5 131 -1
Total Volume and Open Interest 423 13,297 -101
Live Cattle(CME)
Feb16 160126 131.550 133.350 131.500 133.035 +1.600 14,198 49,147 -3,245
Apr16 160126 132.185 133.735 131.950 133.400 +1.165 25,516 109,995 +772
Jun16 160126 122.700 123.650 122.080 123.385 +0.585 10,495 66,106 +539
Aug16 160126 119.050 120.230 118.730 119.700 +0.370 7,593 26,183 +1,140
Oct16 160126 120.000 121.135 119.635 120.650 +0.600 2,475 13,714 +46
Dec16 160126 120.500 121.500 120.035 121.080 +0.795 1,005 9,457 +270
Total Volume and Open Interest 61,677 277,622 -406
Feeder Cattle(CME)
Jan16 160126 160.250 161.330 160.100 161.100 +0.865 1,088 2,585 -230
Mar16 160126 157.300 160.000 157.035 159.250 +1.465 5,789 15,886 -317
Apr16 160126 156.500 159.185 156.330 158.650 +1.320 2,322 5,535 +113
May16 160126 156.080 158.250 155.050 157.830 +1.145 1,564 5,215 +232
Aug16 160126 156.535 159.235 156.200 158.830 +1.000 873 5,325 +200
Sep16 160126 155.000 157.000 155.000 157.000 +1.250 152 719 +31
Oct16 160126 153.380 154.000 153.080 154.000 +1.250 111 473 +45
Total Volume and Open Interest 11,968 36,148 +106
Lean Hogs(CME)
Feb16 160126 63.800 64.635 63.235 64.330 +0.795 7,125 32,160 -1,676
Apr16 160126 69.000 69.850 68.500 69.600 +0.815 12,079 67,879 +1,529
May16 160126 75.650 76.000 75.650 75.900 +0.150 102 1,285 +11
Jun16 160126 79.535 79.885 79.150 79.750 +0.215 5,013 29,458 +127
Jul16 160126 79.000 79.550 78.900 79.500 +0.215 1,943 8,928 +255
Aug16 160126 78.600 79.100 78.300 78.950 +0.270 1,138 13,253 +39
Oct16 160126 67.450 67.750 67.150 67.725 +0.125 385 8,840 +153
Dec16 160126 63.380 63.500 62.985 63.485 +0.085 223 6,791 +109
Total Volume and Open Interest 28,150 169,823 +643
Class III Milk(CME)
Jan16 160126 13.74 13.74 13.72 13.72 unch 151 3,406 -47
Feb16 160126 13.71 13.76 13.65 13.73 +0.05 339 4,868 -50
Mar16 160126 13.70 13.72 13.66 13.66 unch 208 4,133 +58
Apr16 160126 14.00 14.00 13.79 13.80 -0.01 32 3,365 -1
May16 160126 14.18 14.23 14.15 14.15 -0.02 29 2,889 -4
Jun16 160126 14.50 14.57 14.50 14.50 -0.02 17 2,621 -1
Jul16 160126 14.93 14.94 14.86 14.86 -0.02 19 2,198 -3
Aug16 160126 15.40 15.40 15.33 15.35 -0.02 17 2,097 +11
Sep16 160126 15.68 15.68 15.66 15.66 -0.03 16 2,104 +12
Oct16 160126 15.84 15.84 15.81 15.81 -0.08 11 1,585 +10
Nov16 160126 15.87 15.87 15.82 15.82 -0.05 16 1,423 +9
Dec16 160126 15.81 15.82 15.80 15.80 -0.01 26 1,320 +9
Jan17 160126 15.69 15.69 15.69 15.69 unch 1 141 +1
Total Volume and Open Interest 894 32,500 +16
Cocoa(ICE)
Mar16 160126 2790 2851 2785 2829 +10 21,921 78,457 -597
May16 160126 2796 2855 2791 2834 +11 16,649 59,531 +927
Jul16 160126 2805 2858 2796 2838 +10 5,897 31,522 +669
Sep16 160126 2806 2853 2793 2834 +9 3,161 22,689 +261
Dec16 160126 2795 2833 2775 2818 +11 353 13,497 +134
Mar17 160126 2777 2820 2765 2808 +11 214 20,962 +36
May17 160126 2773 2811 2770 2811 +14 38 2,566 +24
Total Volume and Open Interest 48,329 234,801 +1,457
Coffee "C"(ICE)
Mar16 160126 116.15 117.20 114.65 116.70 +0.25 22,708 94,287 -1,727
May16 160126 118.50 119.40 116.95 118.85 +0.15 9,043 43,847 +326
Jul16 160126 120.55 121.20 118.90 120.65 +0.05 5,812 26,781 +413
Sep16 160126 122.55 123.00 120.70 122.45 unch 2,436 14,934 +74
Dec16 160126 124.65 125.25 123.50 124.80 unch 887 15,858 +126
Mar17 160126 127.15 127.45 125.90 127.20 -0.05 470 4,537 +270
Total Volume and Open Interest 41,834 204,882 -501
Orange Juice(ICE)
Mar16 160126 124.25 125.30 122.25 124.20 +0.25 933 9,013 -10
May16 160126 124.80 125.00 122.40 124.10 unch 74 2,554 +13
Jul16 160126 126.80 126.80 123.30 124.55 -0.15 37 1,012 +35
Sep16 160126 125.10 125.10 125.10 125.10 -0.65 1 201 -1
Nov16 160126 125.35 125.35 125.35 125.35 -0.75 1 14 +1
Jan17 160126 128.00 128.00 128.00 128.00 -0.90 0 10 +0
Total Volume and Open Interest 1,046 12,805 +38
Sugar #11(ICE)
Mar16 160126 14.10 14.38 13.96 14.02 -0.08 59,829 329,413 +746
May16 160126 13.96 14.15 13.81 13.87 -0.07 31,660 186,134 +2,527
Jul16 160126 13.77 13.94 13.66 13.72 -0.04 16,530 165,976 +1,474
Oct16 160126 13.87 14.02 13.78 13.84 -0.03 5,700 92,795 -242
Mar17 160126 14.28 14.44 14.21 14.29 unch 3,128 48,595 +417
May17 160126 14.06 14.11 13.93 14.03 +0.01 452 9,663 +53
Jul17 160126 13.75 13.80 13.61 13.74 +0.03 438 17,452 +71
Oct17 160126 13.67 13.70 13.52 13.66 +0.04 150 14,825 -34
Total Volume and Open Interest 118,173 873,040 +5,066
London Cocoa(LCE)
Mar16 160126 2044 2057 2024 2041 -8 12,286 71,733 +2
May16 160126 2054 2067 2036 2053 -6 9,309 38,200 +472
Jul16 160126 2060 2072 2042 2058 -6 10,200 43,538 +3,338
Sep16 160126 2054 2067 2036 2052 -5 5,835 35,168 -1,085
Dec16 160126 2026 2038 2011 2025 -4 2,373 27,444 +199
Mar17 160126 1990 2020 1990 2004 -3 2,894 29,402 -325
May17 160126 2006 2006 2006 2006 -2 54 858 +25
Total Volume and Open Interest 42,951 246,640 +2,626
London Sugar(LCE)
Mar16 160126 421.00 422.20 418.00 419.40 -1.60 5,279 39,908 +131
May16 160126 412.40 413.70 408.30 410.40 -2.00 3,740 27,039 +337
Aug16 160126 405.50 407.10 400.70 402.50 -3.00 887 12,966 +144
Oct16 160126 399.10 400.70 393.70 395.10 -3.90 295 7,926 +45
Dec16 160126 397.50 399.90 394.20 395.40 -2.00 273 3,387 -40
Total Volume and Open Interest 10,962 94,912 +900
Cotton(ICE)
Mar16 160126 61.45 61.75 60.96 61.41 -0.19 12,088 116,601 +456
May16 160126 62.10 62.25 61.55 62.01 -0.09 3,695 36,414 +640
Jul16 160126 62.23 62.59 61.96 62.40 -0.08 1,467 24,425 +338
Oct16 160126 61.68 61.68 61.68 61.68 -0.09 0 1 +0
Dec16 160126 62.00 62.15 61.46 61.88 -0.09 375 13,470 +83
Mar17 160126 62.64 62.64 62.20 62.59 -0.05 11 853 -5
Total Volume and Open Interest 17,644 191,991 +1,517
Lumber(CME)
Mar16 160126 236.5 239.6 234.3 236.2 +2.9 572 3,996 +81
May16 160126 235.9 238.8 234.6 235.6 +2.6 193 861 +46
Jul16 160126 239.9 239.9 237.0 237.0 +0.4 32 94 +21
Sep16 160126 243.9 243.9 243.9 243.9 +2.2 10 38 +9
Total Volume and Open Interest 807 5,017 +157
Crude Oil(NYM)
Mar16 160126 29.81 32.41 29.25 31.45 +1.11 636,573 606,884 +8,643
Apr16 160126 31.34 33.84 30.70 32.90 +1.10 152,379 184,052 +10,042
May16 160126 32.70 35.13 32.05 34.22 +1.11 74,539 109,223 -2,493
Jun16 160126 33.90 36.15 33.18 35.27 +1.06 81,742 163,025 -1,991
Jul16 160126 34.51 36.94 34.05 36.12 +1.03 22,132 52,157 +1,878
Aug16 160126 35.23 37.50 34.76 36.79 +1.02 9,802 38,655 -591
Sep16 160126 35.74 38.08 35.29 37.33 +1.02 16,668 59,488 -488
Oct16 160126 36.34 38.21 35.76 37.79 +1.02 5,697 34,773 +29
Nov16 160126 36.68 38.68 36.30 38.23 +1.01 4,466 32,360 +1,286
Dec16 160126 37.22 39.50 36.66 38.69 +1.00 44,301 182,167 -33
Jan17 160126 37.22 39.66 37.21 39.07 +0.99 1,375 24,650 +168
Feb17 160126 37.97 39.52 37.97 39.44 +0.98 696 10,289 +96
Mar17 160126 38.00 39.80 38.00 39.80 +0.98 1,835 15,431 +620
Apr17 160126 40.12 40.12 40.12 40.12 +0.98 865 6,828 +70
May17 160126 40.41 40.41 40.41 40.41 +0.97 166 5,628 +17
Jun17 160126 39.43 41.27 38.71 40.70 +0.97 8,352 38,022 -421
Total Volume and Open Interest 1,083,597 1,743,172 +15,792
e-miNY Crude Oil(NYM)
Mar16 160126 29.825 32.400 29.250 31.450 +1.100 15,692 3,815 -191
Apr16 160126 31.375 33.750 30.750 32.900 +1.100 881 1,697 +329
May16 160126 32.650 35.075 32.200 34.225 +1.125 130 423 -68
Jun16 160126 33.650 35.875 33.500 35.275 +1.075 24 77 -7
Jul16 160126 35.350 36.125 34.975 36.125 +1.025 9 25 -2
Aug16 160126 35.200 36.800 35.200 36.800 +1.025 2 4 +1
Sep16 160126 37.325 37.325 37.325 37.325 +1.025 5 11 -3
Oct16 160126 37.800 37.800 37.800 37.800 +1.025 1 7 -1
Nov16 160126 38.225 38.225 38.225 38.225 +1.000 1 1 +0
Dec16 160126 38.500 39.150 38.500 38.700 +1.000 117 238 +3
Total Volume and Open Interest 16,972 6,800 +168
NY Harbor ULSD(NYM)
Feb16 160126 92.53 99.03 90.26 96.77 +3.24 31,239 33,972 -6,731
Mar16 160126 94.27 100.44 91.76 98.13 +3.12 67,007 92,695 -794
Apr16 160126 96.51 101.91 93.31 99.69 +3.18 28,592 49,025 +634
May16 160126 97.44 103.86 95.32 101.69 +3.20 16,300 33,746 +1,778
Jun16 160126 99.41 105.87 97.31 103.74 +3.26 15,552 37,710 +409
Jul16 160126 101.51 107.67 99.72 106.07 +3.29 5,662 16,437 +319
Aug16 160126 103.66 110.14 101.80 108.15 +3.31 5,789 13,617 +748
Sep16 160126 105.93 111.89 105.93 110.22 +3.36 4,344 11,124 +1,001
Oct16 160126 108.97 113.47 108.97 112.37 +3.36 1,772 5,484 -152
Nov16 160126 111.62 115.87 111.58 114.45 +3.34 1,688 5,449 -188
Dec16 160126 111.01 118.36 110.62 116.45 +3.31 4,950 30,531 +262
Jan17 160126 115.96 118.38 115.96 118.36 +3.29 576 6,892 +47
Feb17 160126 114.25 121.12 114.25 119.87 +3.27 142 1,703 -35
Mar17 160126 121.82 121.82 120.74 120.74 +3.22 87 1,768 -7
Total Volume and Open Interest 184,983 351,246 -2,854
RBOB Gasoline(NYM)
Feb16 160126 102.60 106.50 100.30 104.72 +1.72 26,364 35,842 -2,795
Mar16 160126 104.58 108.74 102.20 106.85 +1.60 57,397 116,174 +2,070
Apr16 160126 125.67 129.53 122.74 127.67 +1.89 26,948 51,442 +688
May16 160126 126.96 131.27 124.32 129.43 +2.07 14,356 40,832 +950
Jun16 160126 126.05 130.97 123.96 129.15 +2.10 12,760 38,135 -59
Jul16 160126 124.90 129.63 123.06 128.09 +2.19 4,332 20,633 -80
Aug16 160126 122.62 128.22 121.67 126.37 +2.24 2,343 14,611 +116
Sep16 160126 118.79 125.29 118.60 123.72 +2.26 2,565 19,527 +199
Oct16 160126 105.00 111.11 104.77 109.93 +2.42 1,146 10,994 +339
Nov16 160126 103.00 108.83 103.00 107.36 +2.52 552 3,963 +18
Total Volume and Open Interest 154,454 392,848 +2,783
e-miNY RBOB Gasoline(NYM)
Feb16 160126 104.70 104.72 104.70 104.70 +1.70 0 1 +0
Mar16 160126 106.90 106.90 106.85 106.90 +1.60      
Apr16 160126 127.70 127.70 127.67 127.70 +1.90      
May16 160126 129.40 129.43 129.40 129.40 +2.00      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb16 160126 2.144 2.219 2.128 2.180 +0.022 92,561 25,779 -17,955
Mar16 160126 2.144 2.216 2.115 2.158 +0.003 80,493 275,064 +10,582
Apr16 160126 2.227 2.291 2.202 2.241 unch 23,836 121,023 +786
May16 160126 2.290 2.351 2.269 2.303 -0.006 20,719 88,856 +2,678
Jun16 160126 2.359 2.400 2.331 2.361 -0.012 8,040 41,531 +113
Jul16 160126 2.417 2.458 2.390 2.417 -0.017 7,360 46,910 +79
Aug16 160126 2.438 2.480 2.415 2.439 -0.017 2,590 26,764 +465
Sep16 160126 2.459 2.478 2.418 2.441 -0.016 2,093 44,122 +119
Oct16 160126 2.487 2.512 2.446 2.466 -0.018 8,326 61,644 -708
Nov16 160126 2.543 2.602 2.534 2.547 -0.021 1,002 17,732 +99
Dec16 160126 2.742 2.758 2.698 2.713 -0.022 1,829 20,882 +576
Jan17 160126 2.850 2.887 2.815 2.830 -0.023 3,755 37,099 +328
Feb17 160126 2.848 2.849 2.811 2.822 -0.024 461 7,700 +88
Mar17 160126 2.800 2.806 2.767 2.780 -0.024 1,034 17,809 +235
Apr17 160126 2.627 2.627 2.575 2.596 -0.023 530 18,049 +9
May17 160126 2.617 2.620 2.590 2.606 -0.023 48 3,699 +10
Total Volume and Open Interest 254,819 899,190 -2,470
Brent Crude Oil(ICE)
Mar16 160126 30.01 32.72 29.27 31.80 +1.30 407,784 211,455 -46,145
Apr16 160126 30.99 33.50 30.12 32.57 +1.26 336,267 429,774 +11,714
May16 160126 31.64 34.24 30.90 33.31 +1.22 156,280 248,447 -8,951
Jun16 160126 32.40 34.97 31.67 34.06 +1.19 143,066 223,715 -731
Jul16 160126 33.14 35.63 32.35 34.76 +1.18 34,774 111,879 +451
Aug16 160126 33.85 36.29 33.04 35.46 +1.17 25,617 69,183 +834
Sep16 160126 34.58 36.93 33.69 36.11 +1.17 28,032 64,441 -1,497
Oct16 160126 34.87 37.47 34.29 36.70 +1.16 5,278 40,064 +421
Nov16 160126 35.48 38.08 34.95 37.29 +1.15 5,871 42,887 +1,141
Dec16 160126 36.32 38.67 35.49 37.86 +1.13 86,318 288,540 +9,630
Jan17 160126 37.67 38.34 37.67 38.34 +1.11 2,828 35,309 +1,025
Feb17 160126 37.52 38.81 37.52 38.81 +1.09 2,385 38,049 +351
Mar17 160126 39.07 39.29 39.07 39.29 +1.07 2,689 29,311 -146
Apr17 160126 39.76 39.76 39.76 39.76 +1.06 459 12,480 +13
Total Volume and Open Interest 1,286,295 2,166,364 -27,161
Gas Oil(ICE)
Feb16 160126 270.25 289.50 262.50 282.75 +5.50 73,840 122,712 -10,517
Mar16 160126 277.00 296.75 269.75 290.25 +6.25 101,295 128,466 +7,474
Apr16 160126 284.50 304.00 277.00 297.50 +6.75 41,307 70,496 +4,121
May16 160126 289.25 309.75 283.50 303.50 +6.75 15,375 51,198 +688
Jun16 160126 294.75 315.75 289.25 309.25 +7.00 23,336 72,235 -1,209
Jul16 160126 302.00 321.00 296.00 315.75 +6.75 5,644 24,942 -6
Aug16 160126 308.50 325.50 303.00 321.75 +6.50 4,242 20,181 +900
Sep16 160126 314.50 333.00 308.75 327.50 +6.25 5,009 21,615 +347
Oct16 160126 321.25 339.50 315.50 334.00 +6.25 2,683 18,136 +484
Nov16 160126 326.00 342.25 320.50 338.75 +6.50 1,441 10,888 +215
Total Volume and Open Interest 296,982 753,652 +4,317
Ethanol(CBOT)
Feb16 160126 1.397 1.409 1.391 1.400 +0.003 219 571 -140
Mar16 160126 1.415 1.424 1.410 1.416 +0.002 378 1,502 +30
Apr16 160126 1.426 1.433 1.426 1.432 +0.001 70 1,124 +40
May16 160126 1.440 1.440 1.440 1.440 -0.001 18 352 -1
Jun16 160126 1.449 1.449 1.439 1.439 -0.001 21 248 -1
Jul16 160126 1.435 1.435 1.435 1.435 -0.003 0 253 +0
Aug16 160126 1.425 1.425 1.425 1.425 -0.008 0 60 +0
Sep16 160126 1.414 1.414 1.414 1.414 -0.009 0 95 +0
Total Volume and Open Interest 750 4,439 -37
WTI Crude Oil(ICE)
Mar16 160126 29.80 32.41 29.26 31.45 +1.11 79,910 127,893 +421
Apr16 160126 31.31 33.82 30.70 32.90 +1.10 52,145 62,086 +7,810
May16 160126 32.73 35.12 32.10 34.22 +1.11 22,301 24,470 -199
Jun16 160126 33.47 36.17 33.21 35.27 +1.06 21,369 46,453 +1,619
Jul16 160126 34.88 36.99 34.81 36.12 +1.03 5,238 8,581 +705
Aug16 160126 35.48 37.57 35.48 36.79 +1.02 2,287 5,497 +255
Sep16 160126 36.59 38.07 35.92 37.33 +1.02 3,373 13,190 +458
Oct16 160126 37.00 38.39 36.89 37.79 +1.02 1,176 2,771 -187
Nov16 160126 37.51 38.55 37.25 38.23 +1.01 1,102 9,141 +188
Dec16 160126 36.96 39.49 36.93 38.69 +1.00 11,937 68,068 +2,005
Jan17 160126 39.07 39.07 39.07 39.07 +0.99 86 4,833 -5
Feb17 160126 39.44 39.44 39.44 39.44 +0.98 176 2,008 +69
Mar17 160126 39.80 39.80 39.80 39.80 +0.98 182 2,733 +81
Apr17 160126 40.12 40.12 40.12 40.12 +0.98 15 1,558 +0
May17 160126 40.41 40.41 40.41 40.41 +0.97 20 1,107 +0
Jun17 160126 39.81 40.70 39.81 40.70 +0.97 3,712 13,111 +1,238
Total Volume and Open Interest 208,693 442,593 +15,600
US Dollar Index(ICE)
Mar16 160126 99.385 99.505 99.065 99.132 -0.272 26,443 74,262 +526
Jun16 160126 99.415 99.575 99.180 99.230 -0.275 648 1,911 +17
Sep16 160126 99.525 99.525 99.280 99.280 -0.275 1 364 +0
Total Volume and Open Interest 27,092 76,560 +543
Australian Dollar(CME)
Mar16 160126 69.30 70.06 69.03 70.00 +0.47 97,743 127,965 -2,382
Jun16 160126 69.01 69.76 68.77 69.72 +0.47 183 536 +25
Sep16 160126 69.46 69.46 68.94 69.46 +0.46 1 31 -1
Total Volume and Open Interest 97,927 128,544 -2,358
British Pound(CME)
Mar16 160126 142.42 143.67 141.73 143.59 +1.03 110,277 270,587 +252
Jun16 160126 142.20 143.70 141.79 143.64 +1.03 54 678 +15
Sep16 160126 143.50 143.75 141.91 143.72 +1.02 0 194 +0
Total Volume and Open Interest 110,331 271,512 +267
Canadian Dollar(CME)
Mar16 160126 69.99 71.20 69.81 71.01 +0.74 99,955 163,355 +1,932
Jun16 160126 70.07 71.21 69.84 71.03 +0.74 406 3,663 +117
Sep16 160126 69.93 71.26 69.92 71.08 +0.73 110 1,132 +35
Dec16 160126 70.00 71.31 70.00 71.14 +0.73 45 507 -3
Total Volume and Open Interest 100,516 168,701 +2,081
Japanese Yen(CME)
Mar16 160126 84.59 85.06 84.37 84.49 +0.02 194,439 244,543 -2,376
Jun16 160126 84.85 85.27 84.59 84.70 +0.02 309 1,212 +31
Sep16 160126 85.00 85.53 84.93 85.00 +0.02 1 139 -1
Total Volume and Open Interest 194,749 245,959 -2,346
Swiss Franc(CME)
Mar16 160126 98.91 99.02 98.23 98.46 -0.21 20,616 52,356 +2,252
Jun16 160126 99.12 99.44 98.69 98.91 -0.21 18 204 +7
Sep16 160126 99.44 99.89 99.33 99.44 -0.23 0 17 +0
Total Volume and Open Interest 20,635 52,597 +2,260
EuroFX(CME)
Mar16 160126 108.63 108.87 108.31 108.65 +0.16 180,415 394,092 +192
Jun16 160126 108.93 109.19 108.63 108.98 +0.16 470 3,467 +23
Sep16 160126 109.45 109.57 109.06 109.38 +0.15 4 711 +1
Total Volume and Open Interest 180,899 399,086 +219
Mexican Peso(CME)
Feb16 160126 541.13 541.13 541.13 541.13 +3.88      
Mar16 160126 534.88 541.75 533.25 539.88 +3.88 59,923 116,671 +808
Total Volume and Open Interest 59,993 170,535 +808
Brazilian Real(CME)
Feb16 160126 242.15 246.55 242.15 245.95 +2.55 1,357 11,253 -69
Mar16 160126 241.00 244.90 241.00 243.90 +2.50 1,825 5,364 +1,107
Apr16 160126 241.85 241.85 241.85 241.85 +2.25      
May16 160126 239.60 239.60 239.60 239.60 +2.05      
Total Volume and Open Interest 3,182 17,025 +1,038
30-Year T-Bonds(CBOT)
Mar16 160126 160~020 160~280 159~150 160~050 +0~170 270,137 533,447 +343
Jun16 160126 159~030 159~030 158~100 158~260 +0~170 120 875 +73
Sep16 160126 158~260 158~260 158~260 158~260 +0~170 0 1 +0
Total Volume and Open Interest 270,257 534,323 +416
10-Year T-Notes(CBOT)
Mar16 160126 128~220 129~025 128~160 128~260 +0~085 1,248,529 2,819,601 -30,576
Jun16 160126 128~060 128~105 128~010 128~100 +0~085 2,774 27,592 +1,613
Sep16 160126 127~190 127~190 127~190 127~190 +0~085      
Total Volume and Open Interest 1,251,303 2,847,193 -28,963
5-Year T-Notes(CBOT)
Mar16 160126 120~036 120~110 120~002 120~060 +0~046 580,068 2,609,143 +44,010
Jun16 160126 119~280 119~286 119~234 119~286 +0~050 7,339 19,279 +5,297
Sep16 160126 119~136 119~136 119~136 119~136 +0~050      
Total Volume and Open Interest 587,407 2,628,422 +49,307
2 Year T-Notes(CBOT)
Mar16 160126 109~036 109~056 109~032 109~050 +0~016 231,838 1,040,158 -2,495
Jun16 160126 109~010 109~010 109~010 109~010 +0~020 2,551 10,416 +2,138
Sep16 160126 108~250 108~250 108~250 108~250 +0~020      
Total Volume and Open Interest 234,389 1,050,574 -357
Eurodollars(CME)
Mar16 160126 99.335 99.340 99.325 99.335 +0.005 235,974 1,298,035 -6,653
Jun16 160126 99.265 99.275 99.250 99.270 +0.010 290,770 1,241,798 -5,226
Sep16 160126 99.190 99.210 99.175 99.200 +0.020 254,210 1,172,320 +7,586
Dec16 160126 99.095 99.125 99.075 99.110 +0.030 357,839 1,284,208 +19,614
Mar17 160126 99.005 99.040 98.990 99.020 +0.030 242,648 948,734 +633
Jun17 160126 98.905 98.945 98.885 98.915 +0.030 192,241 695,873 +3,070
Sep17 160126 98.805 98.850 98.785 98.815 +0.030 169,309 670,616 -1,412
Dec17 160126 98.705 98.750 98.680 98.710 +0.030 204,066 746,662 +10,775
Mar18 160126 98.615 98.660 98.590 98.625 +0.030 154,119 465,816 +6,432
Jun18 160126 98.525 98.575 98.500 98.535 +0.030 137,857 409,182 +4,748
Sep18 160126 98.445 98.490 98.415 98.450 +0.030 104,651 359,677 -2,920
Dec18 160126 98.360 98.400 98.325 98.365 +0.035 110,655 413,860 +107
Mar19 160126 98.285 98.330 98.255 98.295 +0.035 58,936 243,424 +668
Jun19 160126 98.215 98.260 98.185 98.225 +0.040 42,645 182,261 -1,426
Sep19 160126 98.140 98.185 98.115 98.155 +0.040 33,344 143,208 -1,639
Dec19 160126 98.065 98.110 98.040 98.080 +0.040 37,336 140,350 -223
Mar20 160126 98.000 98.050 97.980 98.015 +0.040 22,834 80,277 +291
Jun20 160126 97.935 97.985 97.915 97.950 +0.045 18,409 59,854 +674
Total Volume and Open Interest 2,716,025 10,922,100 +37,201
Ultra T-Bond(CBOT)
Mar16 160126 165~04 166~06 164~19 165~13 +0~21 100,346 619,996 +453
Jun16 160126 166~22 166~22 166~22 166~22 +0~21 0 20 +0
Sep16 160126 166~22 166~22 166~22 166~22 +0~21      
Total Volume and Open Interest 100,346 620,016 +453
30 Day Federal Funds(CBOT)
Jan16 160126 99.660 99.660 99.658 99.660 unch 10,287 161,211 -1,606
Feb16 160126 99.630 99.635 99.630 99.635 unch 19,589 123,231 -1,062
Mar16 160126 99.605 99.605 99.600 99.605 unch 6,256 53,557 +1,402
Apr16 160126 99.570 99.575 99.565 99.570 unch 16,318 120,222 -1,139
May16 160126 99.550 99.555 99.545 99.550 unch 9,499 85,253 -1,041
Jun16 160126 99.520 99.530 99.515 99.530 +0.005 4,483 26,740 +132
Total Volume and Open Interest 89,516 805,270 -1,834
3-Mth Euro-Yen(CME)
Mar16 160126 99.685 99.685 99.685 99.685 unch      
Jun16 160126 99.800 99.800 99.800 99.800 unch      
Sep16 160126 99.660 99.660 99.660 99.660 unch      
Dec16 160126 99.990 99.990 99.990 99.990 unch      
Mar17 160126 99.955 99.955 99.955 99.955 unch      
Jun17 160126 99.815 99.815 99.815 99.815 unch      
Sep17 160126 99.675 99.675 99.675 99.675 unch      
Dec17 160126 99.535 99.535 99.535 99.535 unch      
Mar18 160126 99.395 99.395 99.395 99.395 unch      
Jun18 160126 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar16 160126 99.68 99.68 99.68 99.68 unch      
Jun16 160126 99.80 99.80 99.80 99.80 unch      
Sep16 160126 99.66 99.66 99.66 99.66 unch      
Dec16 160126 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 160126 99.96 99.96 99.96 99.96 unch      
Jun17 160126 99.82 99.82 99.82 99.82 unch      
Sep17 160126 99.68 99.68 99.68 99.68 unch      
Dec17 160126 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 4 +0
Japanese Gov't Bonds(SGX)
Mar16 160126 149.56 149.58 149.50 149.57 +0.03 1,764 20,610 +10
Jun16 160126 148.97 148.97 148.97 148.97 +0.03      
Sep16 160126 148.41 148.41 148.41 148.41 +0.03      
Total Volume and Open Interest 1,764 20,610 +10
Euro-Bund(EUREX)
Mar16 160126 161.73 162.03 161.55 161.83 +0.41 629,160 1,178,705 -25,757
Jun16 160126 159.15 159.36 159.03 159.26 +0.41 553 10,776 +524
Sep16 160126 158.17 158.17 158.17 158.17 +0.41 1 1 +1
Total Volume and Open Interest 629,714 1,189,482 -25,232
Euro-Bobl(EUREX)
Mar16 160126 132.02 132.09 131.97 132.05 +0.11 404,451 954,926 -1,915
Jun16 160126 130.18 130.18 130.18 130.18 +0.11 65 5,805 +40
Sep16 160126 130.18 130.18 130.18 130.18 +0.11      
Total Volume and Open Interest 404,516 960,731 -1,875
3-Mth Euribor(EUREX)
Mar16 160126 100.245 100.245 100.245 100.245 +0.010 46 6,872 +0
Jun16 160126 100.280 100.280 100.280 100.280 +0.010 0 10,273 +0
Sep16 160126 100.300 100.300 100.300 100.300 +0.010 114 4,553 +0
Total Volume and Open Interest 509 69,473 +64
Long Gilt(LIFFE)
Mar16 160126 119~22 119~28 119~04 119~09 -0~03 206,822 440,377 -12,185
Jun16 160126 118~15 118~15 118~15 118~15 -0~03      
Total Volume and Open Interest 206,822 440,377 -12,185
3-Mth Short Sterling(LIFFE)
Mar16 160126 99.40 99.41 99.40 99.40 +0.00 52,531 362,537 -4,790
Jun16 160126 99.41 99.42 99.40 99.40 -0.01 69,532 505,781 -460
Sep16 160126 99.39 99.41 99.37 99.38 -0.01 58,040 383,301 -2,102
Dec16 160126 99.34 99.37 99.31 99.32 -0.01 70,386 455,417 +1,898
Mar17 160126 99.27 99.30 99.22 99.24 -0.01 100,949 379,903 -10,844
Jun17 160126 99.17 99.20 99.12 99.13 -0.01 73,959 322,416 +2,175
Total Volume and Open Interest 717,474 3,545,108 +15,073
3-Mth Euribor(LIFFE)
Mar16 160126 100.240 100.250 100.240 100.240 unch 107,763 414,762 -2,747
Jun16 160126 100.275 100.290 100.275 100.280 +0.005 97,792 413,134 -645
Sep16 160126 100.300 100.305 100.290 100.295 +0.005 68,372 328,696 -1,008
Total Volume and Open Interest 693,625 3,388,885 -19,679
3-Mth Aus T-Bills(SFE)
Mar16 160125 97.84 97.86 97.82 97.85 +0.01 30,369 175,833 -2,352
Jun16 160125 97.95 97.98 97.92 97.97 +0.02 33,596 204,547 +2,696
Sep16 160125 98.00 98.04 97.97 98.02 +0.01 28,032 123,139 +2,699
Dec16 160125 98.03 98.06 98.00 98.05 +0.02 21,244 126,529 +298
Mar17 160125 98.02 98.05 98.00 98.05 +0.02 13,960 88,476 +403
Jun17 160125 97.99 98.03 97.97 98.02 +0.02 10,376 58,306 +2,137
Sep17 160125 97.95 97.99 97.94 97.98 +0.02 6,830 38,250 -421
Dec17 160125 97.90 97.93 97.87 97.92 +0.02 2,567 25,198 -105
Mar18 160125 97.83 97.86 97.82 97.86 +0.02 136 6,833 +16
Jun18 160125 97.79 97.79 97.79 97.79 +0.02 29 7,062 +27
Total Volume and Open Interest 147,139 855,685 +5,398
10-Year Aus T-Bonds(SFE)
Mar16 160125 97.26 97.28 97.23 97.27 unch 168,750 822,023 +12,497
Jun16 160125 97.27 97.27 97.27 97.27 unch      
Total Volume and Open Interest 168,750 822,023 +12,497
3-Year Aus T-Bonds(SFE)
Mar16 160125 98.06 98.08 98.04 98.07 unch 210,768 750,693 -4,319
Jun16 160125 98.07 98.07 98.07 98.07 unch      
Total Volume and Open Interest 210,768 750,693 -4,319
Gold(CMX)
Feb16 160126 1108.2 1123.2 1107.2 1120.2 +14.9 142,743 145,830 -22,222
Apr16 160126 1109.4 1123.6 1107.7 1120.6 +15.0 44,725 164,515 +13,295
Jun16 160126 1108.0 1124.0 1108.0 1121.1 +15.0 5,212 39,873 +522
Aug16 160126 1109.2 1123.8 1109.2 1121.7 +15.0 2,378 10,059 +124
Oct16 160126 1110.7 1125.3 1110.7 1122.3 +14.9 286 3,208 -14
Dec16 160126 1111.5 1125.6 1111.5 1123.1 +14.9 753 15,894 -34
Feb17 160126 1111.8 1126.3 1111.8 1124.0 +14.9 52 500 +37
Apr17 160126 1119.4 1125.0 1119.4 1125.0 +14.9 41 722 +36
Jun17 160126 1123.2 1126.1 1123.2 1126.1 +14.9 0 4,926 +0
Aug17 160126 1127.3 1127.3 1127.3 1127.3 +14.9 0 90 +0
Oct17 160126 1128.5 1128.5 1128.5 1128.5 +14.9 0 6 +0
Dec17 160126 1129.8 1129.8 1129.8 1129.8 +14.9 2 5,888 -2
Total Volume and Open Interest 196,816 399,827 -8,111
Silver(CMX)
Mar16 160126 1425.5 1458.0 1422.0 1456.4 +31.0 45,772 111,019 -2,540
May16 160126 1429.0 1460.0 1427.0 1458.7 +30.7 2,095 16,171 +77
Jul16 160126 1450.0 1461.0 1439.5 1461.0 +30.5 1,813 7,715 +149
Sep16 160126 1431.5 1463.5 1431.5 1463.5 +30.3 1,503 7,106 +94
Dec16 160126 1437.0 1467.0 1437.0 1467.0 +30.3 262 9,705 +47
Mar17 160126 1470.9 1470.9 1470.9 1470.9 +30.3 2 29 +2
May17 160126 1473.7 1473.7 1473.7 1473.7 +30.3 0 28 +0
Total Volume and Open Interest 51,501 155,155 -2,159
Platinum(NYMEX)
Jan16 160126 867.2 877.3 867.2 875.2 +15.5 93 19 +3
Apr16 160126 862.1 880.5 855.3 876.9 +15.4 12,166 65,004 -961
Jul16 160126 859.0 880.4 858.2 877.6 +15.3 525 5,146 +23
Oct16 160126 878.9 878.9 878.9 878.9 +15.3 1 57 -1
Total Volume and Open Interest 12,798 70,295 -942
Palladium(NYMEX)
Mar16 160126 490.00 501.85 487.95 492.75 +1.60 3,724 24,390 -425
Jun16 160126 496.05 500.10 492.85 493.25 +1.40 71 1,179 +40
Sep16 160126 493.90 493.90 493.90 493.90 +1.40 5 132 +1
Total Volume and Open Interest 3,804 25,731 -387
Copper(CMX)
Mar16 160126 199.30 204.95 198.10 203.75 +3.95 51,750 133,614 -2,520
May16 160126 199.85 205.40 199.00 204.30 +3.85 6,897 33,276 +1,215
Jul16 160126 200.70 205.90 200.00 204.85 +3.75 1,881 12,171 +123
Sep16 160126 201.70 206.40 200.20 205.35 +3.65 1,007 10,331 +292
Dec16 160126 202.05 206.75 201.50 205.65 +3.55 301 3,565 +59
Total Volume and Open Interest 62,433 199,749 -803
E-mini DJIA Index(CBOT)
Mar16 160126 15810 16101 15640 16066 +255 205,208 58,834 -1,387
Jun16 160126 15700 16020 15600 15992 +256 35 653 +0
Sep16 160126 15599 15920 15599 15920 +256 19 111 +2
Dec16 160126 15860 15860 15860 15860 +256      
Total Volume and Open Interest 205,262 59,598 -1,385
S & P 500(CME)
Mar16 160126 1872.00 1900.00 1851.40 1895.90 +25.70 7,621 104,452 -228
Jun16 160126 1887.80 1890.10 1887.80 1887.80 +25.70 2 2,311 +3
Sep16 160126 1881.00 1883.20 1881.00 1881.00 +25.80 2 198 +0
Dec16 160126 1875.00 1877.20 1875.00 1875.00 +25.80 9 0 -5
Total Volume and Open Interest 7,634 106,961 -230
S & P 500 E-Mini(Globex)
Mar16 160126 1871.75 1899.75 1851.25 1896.00 +25.75 2,106,526 2,841,461 -9,389
Jun16 160126 1863.75 1891.50 1843.50 1887.75 +25.75 2,509 20,299 +623
Sep16 160126 1852.00 1884.50 1836.50 1881.00 +25.75 568 4,850 -131
Dec16 160126 1850.00 1879.00 1845.75 1875.00 +25.75 160 121 +36
Total Volume and Open Interest 2,109,763 2,866,731 -8,861
NASDAQ 100 E-Mini(Globex)
Mar16 160126 4190.00 4243.80 4133.00 4226.80 +40.00 328,593 272,777 -143
Jun16 160126 4181.00 4238.00 4131.00 4221.30 +40.00 367 393 -11
Sep16 160126 4217.80 4217.80 4217.80 4217.80 +40.00 0 17 +0
Total Volume and Open Interest 328,960 273,263 -154
S&P Midcap 400(CME) e-Mini
Mar16 160126 1256.90 1286.80 1245.20 1285.20 +28.50 24,872 102,886 -1,488
Jun16 160126 1280.40 1280.40 1246.00 1280.40 +28.50 0 2 +0
Sep16 160126 1276.10 1276.10 1276.10 1276.10 +28.50 0 5 +0
Total Volume and Open Interest 24,872 102,904 -1,488
Volatility Index(CBOE)
Jan16 160120 25.80 29.60 25.65 28.30 +2.45 10,170 52,961 -6,327
Feb16 160126 24.00 24.85 22.70 22.93 -1.10 97,627 142,972 -4,654
Mar16 160126 23.15 23.80 22.10 22.23 -0.95 42,560 36,130 +3,773
Apr16 160126 22.90 23.42 22.02 22.13 -0.77 18,949 18,872 -163
Total Volume and Open Interest 177,482 247,478 -377
Russell 2000(ICE)
Mar16 160126 992.40 1017.90 983.30 1014.10 +19.50 131,200 411,897 -3,726
Jun16 160126 1009.40 1009.40 1009.40 1009.40 +19.50 3 48 -1
Sep16 160126 1005.60 1005.60 1005.60 1005.60 +19.50 0 3 +0
Total Volume and Open Interest 131,203 411,958 -3,727
Nikkei 225(CME)
Mar16 160126 16860 17125 16570 17090 +220 34,916 42,152 -958
Jun16 160126 16560 17075 16560 17060 +220 1 18 -5
Total Volume and Open Interest 34,917 42,170 -963
Nikkei 225(SGX)
Mar16 160126 17150 17155 16635 16650 -525 256,611 254,537 +3,637
Jun16 160126 16935 16935 16530 16530 -525 436 3,215 +162
Sep16 160126 16510 16510 16510 16510 -525 0 27 +0
Total Volume and Open Interest 257,197 268,756 +3,697
CAC 40(EURONEXT)
Feb16 160126 4241.0 4371.5 4216.0 4350.0 +47.0 145,533 247,281 +5,087
Mar16 160126 4239.5 4363.0 4216.0 4348.0 +47.0 1,220 12,213 -1,486
Apr16 160126 4340.0 4340.0 4340.0 4340.0 +46.0      
Total Volume and Open Interest 146,753 259,499 +3,601
Hang Seng Index(HKFE)
Jan16 160126 19229 19288 18785 18901 -337 182,988 104,509 -6,533
Feb16 160126 19223 19278 18773 18891 -348 12,626 18,216 +7,029
Mar16 160126 19117 19203 18715 18830 -351 838 6,859 +254
Total Volume and Open Interest 196,574 132,155 +763
DAX(EUREX)
Mar16 160126 9591.5 9870.5 9563.0 9835.0 +99.0 116,735 140,570 -1,335
Jun16 160126 9646.5 9900.0 9615.0 9874.0 +100.5 285 14,235 +121
Sep16 160126 9867.0 9867.0 9867.0 9867.0 +99.5 46 75 +22
Total Volume and Open Interest 117,066 154,880 -1,192
FT-SE 100(EURONEXT)
Mar16 160126 5792.50 5888.00 5716.50 5865.00 +44.00 150,050 570,067 -7,902
Jun16 160126 5701.50 5809.50 5701.50 5809.50 +44.00 6 3,283 +1
Sep16 160126 5763.00 5763.00 5763.00 5763.00 +44.00 0 1,756 +0
Total Volume and Open Interest 150,056 575,106 -7,901
SPI 200(SFE)
Mar16 160125 4889.0 4962.0 4888.0 4949.0 +70.0 50,826 246,389 -278
Jun16 160125 4936.0 4936.0 4936.0 4936.0 +71.0 246 1,783 +187
Sep16 160125 4884.0 4884.0 4884.0 4884.0 +71.0 0 638 +0
Total Volume and Open Interest 51,372 257,922 +173
FTSE MIB(ISE)
Mar16 160126 18375.00 18970.00 18260.00 18931.00 +283.00 45,793 70,539 +253
Jun16 160126 18005.00 18545.00 17885.00 18524.00 +283.00 50 1,874 -7
Sep16 160126 18419.00 18419.00 18419.00 18419.00 +283.00      
Total Volume and Open Interest 45,843 72,413 +246
KOSPI 200(KFE)
Mar16 160126 227.10 228.05 226.95 227.80 -3.40 204,082 118,935 -1,842
Jun16 160126 228.30 228.80 228.30 228.65 -3.15 1,155 4,021 -164
Sep16 160126 232.70 232.70 229.50 229.50 -3.40 7 346 +1
Total Volume and Open Interest 205,284 124,595 -2,002
GSCI(CME)
Feb16 160126 279.30 292.25 279.30 288.50 +5.55 332 11,996 -47
Mar16 160126 295.85 298.50 295.85 295.85 +5.70 0 25 +0
Apr16 160126 299.65 299.65 299.65 299.65 +5.70      
Total Volume and Open Interest 332 12,021 -47
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