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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed January 27, 2016
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar16 160127 876.00 885.00 875.50 883.00 +6.50 115,141 297,831 -2,189
May16 160127 878.00 886.75 878.00 885.25 +6.75 35,701 140,284 +246
Jul16 160127 883.50 892.50 883.50 891.00 +7.00 20,188 116,736 +1,653
Aug16 160127 887.75 894.00 886.75 892.75 +7.00 1,640 13,906 +151
Sep16 160127 885.25 893.75 884.50 892.25 +7.25 1,297 5,899 -57
Nov16 160127 887.00 896.25 886.75 894.25 +6.75 8,821 100,039 +1,575
Jan17 160127 894.25 900.00 893.00 898.25 +6.25 483 1,600 +68
Mar17 160127 895.50 901.00 895.00 899.50 +6.00 857 3,467 -250
May17 160127 899.00 902.75 898.25 902.75 +5.75 257 1,224 +98
Jul17 160127 903.25 908.25 903.25 908.25 +6.00 144 1,201 +17
Aug17 160127 906.25 906.25 906.25 906.25 +6.00 0 42 +0
Sep17 160127 900.75 900.75 900.75 900.75 +6.25 0 26 +0
Nov17 160127 888.00 895.75 887.75 894.50 +6.25 149 1,550 +58
Jan18 160127 899.50 899.50 899.50 899.50 +6.25 0 2 +0
Total Volume and Open Interest 184,678 683,825 +1,370
Soybean Meal(CBOT)
Mar16 160127 270.00 273.40 269.50 272.50 +2.60 51,826 178,149 -4,476
May16 160127 272.20 275.40 271.60 274.50 +2.30 15,829 80,715 +629
Jul16 160127 274.50 277.50 273.70 276.70 +2.20 7,094 65,310 +150
Aug16 160127 275.80 278.30 274.80 277.80 +2.10 702 18,239 +37
Sep16 160127 277.00 279.50 276.00 278.70 +1.80 809 15,306 -84
Oct16 160127 276.90 279.50 276.00 278.70 +1.80 885 11,240 -85
Dec16 160127 278.40 280.80 277.30 279.90 +1.70 1,879 38,338 +59
Jan17 160127 280.50 281.70 279.20 281.20 +1.80 227 2,175 +58
Mar17 160127 280.60 282.00 280.60 282.00 +1.50 68 2,687 +1
May17 160127 282.80 282.80 282.80 282.80 +1.50 0 876 +0
Total Volume and Open Interest 79,319 414,832 -3,711
Soybean Oil(CBOT)
Mar16 160127 30.67 31.09 30.57 30.87 +0.13 48,250 162,475 -3,163
May16 160127 30.85 31.29 30.76 31.07 +0.14 16,321 90,717 -112
Jul16 160127 31.08 31.50 30.98 31.29 +0.15 7,236 73,066 +1,368
Aug16 160127 31.02 31.51 31.02 31.33 +0.15 1,561 11,704 +43
Sep16 160127 31.06 31.54 31.06 31.36 +0.15 1,161 9,836 -418
Oct16 160127 31.27 31.49 31.17 31.34 +0.18 663 9,745 +126
Dec16 160127 31.17 31.56 31.07 31.40 +0.18 2,984 33,477 -66
Jan17 160127 31.31 31.78 31.31 31.62 +0.18 132 2,554 -2
Mar17 160127 31.49 31.82 31.49 31.79 +0.18 74 3,991 +0
May17 160127 31.92 31.95 31.92 31.95 +0.19 9 1,598 +1
Total Volume and Open Interest 78,513 408,509 -2,149
Canola(WCE)
Mar16 160127 477.0 481.7 477.0 481.2 +3.1 9,876 112,368 -1,145
May16 160127 486.7 490.9 485.5 490.3 +3.5 3,716 33,879 +1,291
Jul16 160127 492.2 496.4 490.7 495.8 +3.5 2,224 21,744 +1,021
Nov16 160127 492.1 495.0 491.2 494.7 +3.0 842 18,779 +233
Jan17 160127 495.2 496.2 495.2 496.2 +3.0 112 1,114 +95
Total Volume and Open Interest 16,840 187,989 +1,526
Corn(CBOT)
Mar16 160127 368.75 371.00 367.50 369.25 unch 153,213 638,491 -15,306
May16 160127 373.75 376.00 372.50 374.50 unch 40,019 229,075 -1,614
Jul16 160127 378.75 381.00 377.50 379.00 -0.75 26,804 209,965 +1,328
Sep16 160127 383.00 385.50 381.75 383.25 -0.75 4,696 98,025 -314
Dec16 160127 390.50 392.75 389.00 390.50 -1.00 17,062 153,421 +1,251
Mar17 160127 399.75 401.75 398.50 399.25 -1.25 1,029 19,631 +367
May17 160127 407.00 407.25 404.50 405.50 -1.25 394 2,546 +235
Jul17 160127 410.00 410.50 408.00 409.00 -1.25 132 3,381 +41
Sep17 160127 402.75 402.75 402.75 402.75 -1.00 10 1,380 +10
Dec17 160127 401.00 402.75 400.00 401.00 -1.25 262 5,696 +165
Total Volume and Open Interest 243,626 1,362,532 -13,836
Wheat(CBOT)
Mar16 160127 484.75 485.75 473.50 476.50 -8.25 69,027 206,883 -7,293
May16 160127 489.00 490.75 478.75 482.25 -7.75 13,225 66,409 +1,647
Jul16 160127 494.50 495.75 484.50 488.00 -7.50 11,339 71,118 +428
Sep16 160127 502.75 502.75 493.00 496.50 -7.25 2,030 12,954 +111
Dec16 160127 516.75 517.00 507.00 510.50 -7.00 3,484 27,884 +1,041
Mar17 160127 527.00 527.00 518.00 521.25 -6.50 131 2,581 +45
Total Volume and Open Interest 99,282 388,120 -4,005
Wheat(KCBT)
Mar16 160127 476.75 477.75 465.25 467.50 -9.25 13,134 107,205 -612
May16 160127 486.50 488.00 476.00 478.00 -9.00 4,088 29,286 +1,626
Jul16 160127 497.00 498.00 486.50 488.50 -9.00 4,183 48,528 +361
Sep16 160127 508.25 508.25 500.00 502.00 -8.75 178 8,365 +53
Dec16 160127 528.00 528.50 519.00 521.25 -8.50 1,026 17,074 +235
Mar17 160127 540.50 540.75 533.00 535.00 -8.25 20 4,424 +6
May17 160127 542.25 542.25 542.25 542.25 -8.25 0 416 +0
Total Volume and Open Interest 22,629 215,436 +1,669
Wheat(MGE)
Mar16 160127 503.25 504.00 495.00 496.50 -7.00 2,317 0 -32,324
May16 160127 508.00 509.00 500.50 501.25 -7.50 1,753 0 -15,811
Jul16 160127 515.00 515.50 507.00 507.50 -7.50 1,088 0 -14,398
Sep16 160127 523.50 524.50 517.25 517.25 -7.25 328 0 -6,631
Dec16 160127 539.25 539.25 531.50 531.75 -7.25 219 0 -5,693
Mar17 160127 553.00 553.00 545.25 545.75 -7.00 40 0 -1,715
Total Volume and Open Interest 5,749    
Oats(CBOT)
Mar16 160127 201.75 203.25 200.50 201.00 -0.50 333 6,493 -63
May16 160127 208.00 208.25 206.50 207.00 -0.75 146 1,884 +2
Jul16 160127 214.50 214.50 213.25 213.25 -0.50 16 756 +9
Sep16 160127 219.00 219.00 219.00 219.00 -0.50 0 31 +0
Total Volume and Open Interest 495 9,353 -52
Rough Rice(CBOT)
Mar16 160127 11.07 11.31 11.02 11.27 +0.19 287 9,782 +19
May16 160127 11.40 11.58 11.31 11.55 +0.20 114 2,699 -6
Jul16 160127 11.82 11.82 11.82 11.82 +0.19 15 684 -10
Sep16 160127 11.87 11.87 11.87 11.87 +0.15 0 131 +0
Total Volume and Open Interest 416 13,300 +3
Live Cattle(CME)
Feb16 160127 132.935 135.935 132.935 135.735 +2.700 12,797 46,221 -2,926
Apr16 160127 133.400 135.450 133.325 135.250 +1.850 21,012 111,306 +1,311
Jun16 160127 123.300 124.700 123.250 124.535 +1.150 7,549 66,119 +13
Aug16 160127 119.500 120.830 119.400 120.650 +0.950 4,713 26,844 +661
Oct16 160127 120.450 122.000 120.350 121.950 +1.300 1,745 13,956 +242
Dec16 160127 121.050 122.400 120.830 122.330 +1.250 425 9,602 +145
Total Volume and Open Interest 48,349 277,095 -527
Feeder Cattle(CME)
Jan16 160127 161.250 161.735 160.600 160.935 -0.165 909 2,523 -62
Mar16 160127 159.235 160.700 158.130 159.935 +0.685 4,279 16,040 +154
Apr16 160127 158.650 160.100 157.950 159.600 +0.950 1,928 5,458 -77
May16 160127 157.400 159.580 157.250 158.985 +1.155 1,002 5,369 +154
Aug16 160127 158.800 160.650 158.535 160.250 +1.420 544 5,480 +155
Sep16 160127 157.250 158.750 156.500 158.750 +1.750 86 743 +24
Oct16 160127 154.750 156.080 154.535 154.880 +0.880 37 489 +16
Total Volume and Open Interest 8,806 36,523 +375
Lean Hogs(CME)
Feb16 160127 64.800 65.600 64.430 65.385 +1.055 7,202 29,675 -2,485
Apr16 160127 69.900 70.550 69.750 70.480 +0.880 13,574 66,903 -976
May16 160127 75.950 76.480 75.950 76.330 +0.430 29 1,290 +5
Jun16 160127 79.850 80.200 79.785 80.080 +0.330 4,895 29,472 +14
Jul16 160127 79.535 79.850 79.500 79.830 +0.330 1,875 8,994 +66
Aug16 160127 78.950 79.300 78.930 79.250 +0.300 1,280 13,080 -173
Oct16 160127 67.650 67.975 67.550 67.930 +0.205 629 9,180 +340
Dec16 160127 63.485 63.735 63.400 63.650 +0.165 284 6,933 +142
Total Volume and Open Interest 29,903 166,806 -3,017
Class III Milk(CME)
Jan16 160127 13.72 13.77 13.72 13.72 unch 10 3,406 +0
Feb16 160127 13.76 13.94 13.75 13.90 +0.17 128 4,852 -16
Mar16 160127 13.78 13.89 13.73 13.85 +0.19 164 4,245 +112
Apr16 160127 13.81 13.96 13.80 13.96 +0.16 84 3,405 +40
May16 160127 14.15 14.27 14.15 14.26 +0.11 8 2,894 +5
Jun16 160127 14.52 14.63 14.49 14.63 +0.13 34 2,647 +26
Jul16 160127 14.89 14.95 14.85 14.95 +0.09 79 2,258 +60
Aug16 160127 15.33 15.39 15.32 15.37 +0.02 33 2,107 +10
Sep16 160127 15.65 15.66 15.63 15.66 unch 34 2,110 +6
Oct16 160127 15.82 15.85 15.80 15.83 +0.02 28 1,591 +6
Nov16 160127 15.83 15.83 15.79 15.82 unch 16 1,429 +6
Dec16 160127 15.80 15.81 15.73 15.80 unch 28 1,324 +4
Jan17 160127 15.69 15.69 15.64 15.65 -0.04 6 146 +5
Total Volume and Open Interest 652 32,764 +264
Cocoa(ICE)
Mar16 160127 2829 2838 2743 2764 -65 17,383 78,728 +271
May16 160127 2836 2841 2751 2771 -63 10,294 59,470 -61
Jul16 160127 2841 2843 2760 2778 -60 3,535 32,484 +962
Sep16 160127 2837 2839 2760 2777 -57 1,211 22,796 +107
Dec16 160127 2822 2822 2742 2761 -57 843 14,143 +646
Mar17 160127 2800 2800 2741 2752 -56 171 20,997 +35
May17 160127 2771 2771 2750 2756 -55 64 2,561 -5
Total Volume and Open Interest 33,603 236,771 +1,970
Coffee "C"(ICE)
Mar16 160127 116.55 120.30 116.30 118.20 +1.50 15,800 92,769 -1,518
May16 160127 118.90 122.35 118.35 120.35 +1.50 5,541 44,407 +560
Jul16 160127 120.55 124.00 120.20 122.05 +1.40 2,703 27,434 +653
Sep16 160127 122.50 125.65 121.90 123.75 +1.30 1,189 15,011 +77
Dec16 160127 124.65 127.95 124.25 125.95 +1.15 598 15,819 -39
Mar17 160127 126.75 130.10 126.65 128.20 +1.00 279 4,509 -28
Total Volume and Open Interest 26,648 204,628 -254
Orange Juice(ICE)
Mar16 160127 124.65 125.50 122.80 124.25 +0.05 809 8,859 -154
May16 160127 125.25 125.25 122.95 124.60 +0.50 245 2,700 +146
Jul16 160127 125.30 125.40 124.55 125.40 +0.85 13 1,017 +5
Sep16 160127 126.15 126.15 125.00 126.00 +0.90 22 219 +18
Nov16 160127 126.45 126.45 126.45 126.45 +1.10 0 14 +0
Jan17 160127 127.90 127.90 127.90 127.90 -0.10 0 10 +0
Total Volume and Open Interest 1,089 12,820 +15
Sugar #11(ICE)
Mar16 160127 14.07 14.14 13.55 13.58 -0.44 75,920 328,081 -1,332
May16 160127 13.98 13.98 13.51 13.55 -0.32 36,115 193,011 +6,877
Jul16 160127 13.76 13.82 13.40 13.44 -0.28 16,981 168,517 +2,541
Oct16 160127 13.88 13.91 13.53 13.58 -0.26 7,252 93,514 +719
Mar17 160127 14.29 14.38 13.99 14.05 -0.24 5,238 49,863 +1,268
May17 160127 14.03 14.11 13.77 13.81 -0.22 1,271 9,588 -75
Jul17 160127 13.82 13.82 13.52 13.55 -0.19 1,044 17,742 +290
Oct17 160127 13.74 13.74 13.50 13.51 -0.15 633 15,088 +263
Total Volume and Open Interest 145,498 884,124 +11,084
London Cocoa(LCE)
Mar16 160127 2041 2050 1995 2005 -36 8,258 70,710 -1,023
May16 160127 2050 2061 2010 2019 -34 8,372 38,708 +508
Jul16 160127 2055 2066 2017 2026 -32 3,094 44,156 +618
Sep16 160127 2049 2060 2013 2022 -30 1,567 35,259 +91
Dec16 160127 2022 2034 1989 1997 -28 1,853 26,453 -991
Mar17 160127 2007 2014 1970 1977 -27 1,203 29,355 -47
May17 160127 2010 2010 1977 1982 -24 186 933 +75
Total Volume and Open Interest 24,608 245,927 -713
London Sugar(LCE)
Mar16 160127 419.00 419.80 413.10 414.70 -4.70 5,266 39,467 -441
May16 160127 410.10 410.20 403.50 403.90 -6.50 2,976 27,678 +639
Aug16 160127 402.50 402.50 395.70 395.80 -6.70 914 13,123 +157
Oct16 160127 395.30 395.30 388.90 389.20 -5.90 195 7,955 +29
Dec16 160127 394.80 394.80 389.50 389.50 -5.90 127 3,363 -24
Total Volume and Open Interest 9,650 95,289 +377
Cotton(ICE)
Mar16 160127 61.35 61.47 60.70 60.86 -0.55 17,007 114,772 -1,829
May16 160127 61.92 62.01 61.31 61.45 -0.56 6,690 37,825 +1,411
Jul16 160127 62.24 62.38 61.82 61.98 -0.42 2,742 25,567 +1,142
Oct16 160127 61.29 61.29 61.29 61.29 -0.39 0 1 +0
Dec16 160127 61.72 61.83 61.36 61.50 -0.38 930 13,613 +143
Mar17 160127 62.17 62.21 62.12 62.21 -0.38 14 862 +9
Total Volume and Open Interest 27,390 192,868 +877
Lumber(CME)
Mar16 160127 239.3 244.8 236.2 242.7 +6.5 384 4,085 +89
May16 160127 238.6 244.5 236.1 241.8 +6.2 88 891 +30
Jul16 160127 240.0 246.8 240.0 245.9 +8.9 19 104 +10
Sep16 160127 251.4 251.4 251.4 251.4 +7.5 9 46 +8
Total Volume and Open Interest 507 5,161 +144
Crude Oil(NYM)
Mar16 160127 30.55 32.84 30.14 32.30 +0.85 606,892 595,758 -11,126
Apr16 160127 32.00 34.30 31.65 33.76 +0.86 152,736 193,130 +9,078
May16 160127 33.27 35.58 33.04 35.07 +0.85 80,494 110,181 +958
Jun16 160127 34.42 36.63 34.13 36.12 +0.85 77,662 165,606 +2,581
Jul16 160127 35.54 37.45 35.03 36.98 +0.86 23,941 54,357 +2,200
Aug16 160127 36.14 38.05 35.88 37.66 +0.87 18,564 40,011 +1,356
Sep16 160127 36.76 38.67 36.43 38.21 +0.88 23,050 59,935 +447
Oct16 160127 37.08 39.05 36.87 38.67 +0.88 7,328 34,973 +200
Nov16 160127 37.72 39.31 37.37 39.11 +0.88 5,331 33,361 +1,001
Dec16 160127 37.84 40.11 37.68 39.57 +0.88 41,519 181,686 -481
Jan17 160127 38.72 40.34 38.25 39.95 +0.88 1,768 24,869 +219
Feb17 160127 39.26 40.83 39.26 40.33 +0.89 1,029 10,256 -33
Mar17 160127 40.85 40.85 40.43 40.69 +0.89 2,197 16,175 +744
Apr17 160127 41.01 41.01 41.01 41.01 +0.89 315 6,927 +99
May17 160127 41.30 41.30 41.30 41.30 +0.89 173 5,610 -18
Jun17 160127 40.01 42.06 39.99 41.58 +0.88 6,231 39,167 +1,145
Total Volume and Open Interest 1,066,356 1,750,160 +6,988
e-miNY Crude Oil(NYM)
Mar16 160127 30.550 32.850 30.150 32.300 +0.850 15,793 4,858 +1,043
Apr16 160127 31.850 34.300 31.700 33.750 +0.850 623 1,749 +52
May16 160127 33.600 35.325 33.075 35.075 +0.850 100 412 -11
Jun16 160127 34.675 36.250 34.675 36.125 +0.850 8 79 +2
Jul16 160127 36.975 36.975 36.975 36.975 +0.850 4 27 +2
Aug16 160127 37.650 37.650 37.650 37.650 +0.850 5 8 +4
Sep16 160127 38.200 38.200 38.200 38.200 +0.875 0 11 +0
Oct16 160127 38.675 38.675 38.675 38.675 +0.875 0 7 +0
Nov16 160127 39.100 39.100 39.100 39.100 +0.875 0 1 +0
Dec16 160127 39.500 39.875 39.500 39.575 +0.875 6 226 -12
Total Volume and Open Interest 16,540 7,879 +1,079
NY Harbor ULSD(NYM)
Feb16 160127 95.51 103.09 95.21 102.52 +5.75 30,070 26,712 -7,260
Mar16 160127 96.76 104.33 96.44 103.70 +5.57 70,563 95,280 +2,585
Apr16 160127 99.65 105.58 98.06 105.02 +5.33 37,876 52,627 +3,602
May16 160127 101.72 107.27 100.49 106.83 +5.14 21,733 35,741 +1,995
Jun16 160127 102.75 109.11 102.29 108.69 +4.95 18,894 38,394 +684
Jul16 160127 105.16 111.01 104.88 110.79 +4.72 5,335 17,035 +598
Aug16 160127 106.38 113.07 106.20 112.72 +4.57 3,960 14,187 +570
Sep16 160127 110.06 114.78 110.06 114.69 +4.47 3,277 12,035 +911
Oct16 160127 111.35 116.75 111.35 116.75 +4.38 1,394 5,526 +42
Nov16 160127 114.35 118.80 113.93 118.73 +4.28 1,274 5,571 +122
Dec16 160127 115.26 120.89 115.13 120.64 +4.19 5,151 30,942 +411
Jan17 160127 117.81 122.47 117.81 122.47 +4.11 600 7,259 +367
Feb17 160127 123.25 123.90 123.25 123.90 +4.03 161 1,726 +23
Mar17 160127 124.71 124.71 124.71 124.71 +3.97 257 1,763 -5
Total Volume and Open Interest 201,656 356,441 +5,195
RBOB Gasoline(NYM)
Feb16 160127 101.78 106.62 99.24 104.57 -0.15 29,437 26,484 -9,358
Mar16 160127 104.48 108.88 101.59 106.70 -0.15 68,615 117,798 +1,624
Apr16 160127 125.22 130.03 123.29 128.18 +0.51 30,036 53,098 +1,656
May16 160127 127.51 131.85 125.28 130.13 +0.70 16,066 40,768 -64
Jun16 160127 126.61 131.65 125.07 129.92 +0.77 13,186 37,384 -751
Jul16 160127 126.52 130.30 124.08 128.88 +0.79 6,008 20,968 +335
Aug16 160127 124.12 128.56 122.49 127.21 +0.84 4,033 14,962 +351
Sep16 160127 121.26 125.74 119.99 124.58 +0.86 6,215 20,002 +475
Oct16 160127 106.83 111.47 106.62 110.87 +0.94 5,640 12,194 +1,200
Nov16 160127 104.78 108.54 104.19 108.25 +0.89 2,182 4,439 +476
Total Volume and Open Interest 192,005 391,056 -1,792
e-miNY RBOB Gasoline(NYM)
Feb16 160127 104.60 104.60 104.57 104.60 -0.10 0 1 +0
Mar16 160127 106.70 106.70 106.70 106.70 -0.20      
Apr16 160127 128.20 128.20 128.18 128.20 +0.50      
May16 160127 130.10 130.13 130.10 130.10 +0.70      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb16 160127 2.177 2.241 2.161 2.189 +0.009 59,778 17,917 -7,862
Mar16 160127 2.154 2.210 2.131 2.157 -0.001 117,845 274,165 -899
Apr16 160127 2.234 2.280 2.213 2.231 -0.010 37,414 121,726 +703
May16 160127 2.291 2.338 2.274 2.290 -0.013 29,225 93,682 +4,826
Jun16 160127 2.341 2.389 2.330 2.344 -0.017 15,775 45,560 +4,029
Jul16 160127 2.393 2.438 2.380 2.396 -0.021 11,030 47,492 +582
Aug16 160127 2.440 2.460 2.401 2.418 -0.021 4,565 27,266 +502
Sep16 160127 2.420 2.472 2.406 2.422 -0.019 3,492 44,517 +395
Oct16 160127 2.455 2.496 2.433 2.450 -0.016 9,849 61,111 -533
Nov16 160127 2.551 2.575 2.517 2.530 -0.017 1,599 17,832 +100
Dec16 160127 2.742 2.742 2.688 2.700 -0.013 2,097 21,194 +312
Jan17 160127 2.843 2.846 2.806 2.819 -0.011 5,940 36,831 -268
Feb17 160127 2.822 2.828 2.803 2.813 -0.009 461 7,795 +95
Mar17 160127 2.806 2.806 2.759 2.769 -0.011 1,076 18,332 +523
Apr17 160127 2.590 2.607 2.580 2.591 -0.005 827 18,237 +188
May17 160127 2.603 2.603 2.602 2.602 -0.004 124 3,781 +82
Total Volume and Open Interest 302,617 901,667 +2,477
Brent Crude Oil(ICE)
Mar16 160127 31.20 33.49 30.83 33.10 +1.30 310,139 179,586 -31,869
Apr16 160127 32.02 34.31 31.60 33.93 +1.36 284,431 426,129 -3,645
May16 160127 32.83 35.09 32.38 34.73 +1.42 125,497 264,830 +16,383
Jun16 160127 34.04 35.86 33.16 35.52 +1.46 110,542 226,269 +2,554
Jul16 160127 34.31 36.55 33.89 36.23 +1.47 27,074 113,506 +1,627
Aug16 160127 35.02 37.24 34.59 36.93 +1.47 17,367 69,773 +590
Sep16 160127 35.67 37.87 35.22 37.57 +1.46 20,817 65,074 +633
Oct16 160127 36.26 38.44 35.83 38.15 +1.45 6,721 41,758 +1,694
Nov16 160127 36.71 39.01 36.42 38.72 +1.43 7,740 43,759 +872
Dec16 160127 37.48 39.56 36.98 39.27 +1.41 66,511 287,064 -1,476
Jan17 160127 37.85 39.79 37.85 39.73 +1.39 3,471 36,009 +700
Feb17 160127 38.33 40.61 38.33 40.18 +1.37 2,213 38,140 +91
Mar17 160127 39.44 40.63 39.44 40.63 +1.34 2,669 29,241 -70
Apr17 160127 41.07 41.07 41.07 41.07 +1.31 962 12,406 -74
Total Volume and Open Interest 1,023,473 2,154,022 -12,342
Gas Oil(ICE)
Feb16 160127 281.25 300.50 277.00 292.00 +9.25 71,161 120,745 -1,967
Mar16 160127 288.00 307.75 284.50 299.25 +9.00 103,675 127,763 -703
Apr16 160127 294.25 314.50 291.75 306.25 +8.75 46,573 75,220 +4,724
May16 160127 300.25 320.00 297.75 312.00 +8.50 17,355 51,150 -48
Jun16 160127 307.00 325.50 303.50 317.50 +8.25 24,711 68,730 -3,505
Jul16 160127 313.25 331.50 311.00 323.75 +8.00 5,327 25,583 +641
Aug16 160127 321.50 337.50 317.50 329.75 +8.00 5,148 20,475 +294
Sep16 160127 325.25 342.25 323.25 335.25 +7.75 3,322 21,526 -89
Oct16 160127 334.00 347.25 329.50 341.50 +7.50 2,662 18,209 +73
Nov16 160127 338.75 352.75 334.25 346.00 +7.25 2,141 11,075 +187
Total Volume and Open Interest 307,590 754,153 +501
Ethanol(CBOT)
Feb16 160127 1.387 1.420 1.387 1.416 +0.016 266 385 -186
Mar16 160127 1.407 1.443 1.404 1.437 +0.021 444 1,303 -199
Apr16 160127 1.440 1.453 1.440 1.453 +0.021 247 1,310 +186
May16 160127 1.454 1.457 1.454 1.457 +0.017 31 352 +0
Jun16 160127 1.450 1.453 1.450 1.453 +0.014 63 282 +34
Jul16 160127 1.446 1.446 1.446 1.446 +0.011 2 252 -1
Aug16 160127 1.435 1.435 1.435 1.435 +0.010 11 70 +10
Sep16 160127 1.424 1.424 1.424 1.424 +0.010 0 95 +0
Total Volume and Open Interest 1,064 4,283 -156
WTI Crude Oil(ICE)
Mar16 160127 30.88 32.83 30.15 32.30 +0.85 67,058 123,893 -4,000
Apr16 160127 32.37 34.30 31.68 33.76 +0.86 45,530 63,839 +1,753
May16 160127 33.86 35.53 33.08 35.07 +0.85 24,460 24,367 -103
Jun16 160127 34.97 36.58 34.33 36.12 +0.85 20,749 47,331 +878
Jul16 160127 35.84 37.39 35.22 36.98 +0.86 6,069 8,492 -89
Aug16 160127 36.28 38.11 36.28 37.66 +0.87 3,603 5,290 -207
Sep16 160127 36.84 38.51 36.71 38.21 +0.88 2,740 13,354 +164
Oct16 160127 37.32 38.98 37.32 38.67 +0.88 936 2,876 +105
Nov16 160127 38.01 39.59 37.86 39.11 +0.88 1,031 9,200 +59
Dec16 160127 38.21 40.06 37.96 39.57 +0.88 7,809 68,488 +420
Jan17 160127 39.95 39.95 39.95 39.95 +0.88 196 4,910 +77
Feb17 160127 40.33 40.33 40.33 40.33 +0.89 63 2,046 +38
Mar17 160127 40.69 40.69 40.69 40.69 +0.89 354 2,533 -200
Apr17 160127 41.01 41.01 41.01 41.01 +0.89 2 1,558 +0
May17 160127 41.30 41.30 41.30 41.30 +0.89 3 1,106 -1
Jun17 160127 41.80 41.80 41.58 41.58 +0.88 1,042 12,348 -763
Total Volume and Open Interest 186,145 440,866 -1,727
US Dollar Index(ICE)
Mar16 160127 99.130 99.230 98.745 98.955 -0.177 16,694 72,902 -1,360
Jun16 160127 99.280 99.285 98.865 99.050 -0.180 299 1,990 +79
Sep16 160127 99.010 99.290 98.915 99.100 -0.180 18 366 +2
Total Volume and Open Interest 17,011 75,281 -1,279
Australian Dollar(CME)
Mar16 160127 69.80 70.66 69.77 70.15 +0.15 70,405 125,991 -1,974
Jun16 160127 69.92 70.36 69.51 69.86 +0.14 242 548 +12
Sep16 160127 69.60 69.71 69.60 69.60 +0.14 0 31 +0
Total Volume and Open Interest 70,647 126,582 -1,962
British Pound(CME)
Mar16 160127 143.48 143.56 142.31 142.50 -1.09 69,567 273,134 +2,547
Jun16 160127 143.11 143.59 142.37 142.55 -1.09 137 747 +69
Sep16 160127 142.65 142.65 142.47 142.65 -1.07 0 194 +0
Total Volume and Open Interest 69,707 274,125 +2,613
Canadian Dollar(CME)
Mar16 160127 70.84 71.29 70.64 70.82 -0.19 73,736 159,153 -4,202
Jun16 160127 70.84 71.31 70.67 70.84 -0.19 159 3,682 +19
Sep16 160127 71.25 71.33 70.77 70.89 -0.19 15 1,142 +10
Dec16 160127 71.02 71.43 70.84 70.96 -0.18 70 535 +28
Total Volume and Open Interest 73,982 164,556 -4,145
Japanese Yen(CME)
Mar16 160127 84.51 84.78 84.05 84.33 -0.16 122,801 247,308 +2,765
Jun16 160127 84.79 84.98 84.27 84.54 -0.16 157 1,171 -41
Sep16 160127 84.84 85.25 84.65 84.84 -0.16 0 139 +0
Total Volume and Open Interest 122,958 248,683 +2,724
Swiss Franc(CME)
Mar16 160127 98.45 98.89 98.31 98.78 +0.32 15,971 53,699 +1,343
Jun16 160127 98.99 99.30 98.78 99.21 +0.30 31 208 +4
Sep16 160127 99.74 99.79 99.43 99.74 +0.30 0 17 +0
Total Volume and Open Interest 16,002 53,944 +1,347
EuroFX(CME)
Mar16 160127 108.80 109.30 108.63 109.18 +0.53 107,098 393,958 -134
Jun16 160127 108.99 109.60 108.96 109.50 +0.52 248 3,498 +31
Sep16 160127 109.51 109.99 109.37 109.90 +0.52 3 712 +1
Total Volume and Open Interest 107,353 398,985 -101
Mexican Peso(CME)
Feb16 160127 540.00 540.00 540.00 540.00 -1.13      
Mar16 160127 540.50 543.25 537.38 538.75 -1.13 33,004 114,590 -2,081
Total Volume and Open Interest 33,072 168,390 -2,145
Brazilian Real(CME)
Feb16 160127 247.15 247.80 243.00 245.50 -0.45 202 11,288 +35
Mar16 160127 245.00 245.60 241.00 243.45 -0.45 126 5,414 +50
Apr16 160127 241.35 241.35 241.35 241.35 -0.50      
May16 160127 239.15 239.15 239.15 239.15 -0.45      
Total Volume and Open Interest 328 17,110 +85
30-Year T-Bonds(CBOT)
Mar16 160127 160~050 160~140 158~310 160~000 -0~050 187,901 532,494 -953
Jun16 160127 158~150 158~210 157~240 158~210 -0~050 34 886 +11
Sep16 160127 158~210 158~210 158~210 158~210 -0~050 0 1 +0
Total Volume and Open Interest 187,935 533,381 -942
10-Year T-Notes(CBOT)
Mar16 160127 128~250 128~300 128~100 128~275 +0~015 864,678 2,818,527 -1,074
Jun16 160127 128~120 128~130 127~280 128~115 +0~015 2,283 29,170 +1,578
Sep16 160127 127~205 127~205 127~205 127~205 +0~015      
Total Volume and Open Interest 866,961 2,847,697 +504
5-Year T-Notes(CBOT)
Mar16 160127 120~054 120~086 119~274 120~072 +0~012 447,177 2,624,359 +15,216
Jun16 160127 119~274 119~296 119~230 119~296 +0~010 5,744 23,271 +3,992
Sep16 160127 119~146 119~146 119~146 119~146 +0~010      
Total Volume and Open Interest 452,921 2,647,630 +19,208
2 Year T-Notes(CBOT)
Mar16 160127 109~052 109~062 109~020 109~056 +0~006 133,778 1,049,485 +9,327
Jun16 160127 108~314 109~016 108~304 109~016 +0~006 2,377 12,653 +2,237
Sep16 160127 108~256 108~256 108~256 108~256 +0~006      
Total Volume and Open Interest 136,155 1,062,138 +11,564
Eurodollars(CME)
Mar16 160127 99.340 99.350 99.315 99.345 +0.010 109,315 1,276,807 -21,228
Jun16 160127 99.280 99.280 99.235 99.270 unch 171,938 1,226,518 -15,280
Sep16 160127 99.205 99.210 99.150 99.195 -0.005 124,887 1,176,311 +3,991
Dec16 160127 99.110 99.115 99.050 99.100 -0.010 188,665 1,286,156 +1,948
Mar17 160127 99.025 99.030 98.955 99.015 -0.005 150,477 951,202 +2,468
Jun17 160127 98.920 98.930 98.850 98.915 unch 113,383 702,332 +6,459
Sep17 160127 98.820 98.830 98.750 98.815 unch 91,759 665,126 -5,490
Dec17 160127 98.710 98.725 98.640 98.710 unch 95,161 744,769 -1,893
Mar18 160127 98.620 98.635 98.555 98.620 -0.005 66,155 466,289 +473
Jun18 160127 98.530 98.545 98.460 98.530 -0.005 54,516 409,353 +171
Sep18 160127 98.455 98.465 98.375 98.445 -0.005 44,812 360,480 +803
Dec18 160127 98.360 98.375 98.290 98.360 -0.005 47,638 412,311 -1,549
Mar19 160127 98.300 98.310 98.220 98.290 -0.005 25,988 243,392 -32
Jun19 160127 98.230 98.235 98.145 98.215 -0.010 24,698 183,656 +1,395
Sep19 160127 98.160 98.165 98.075 98.145 -0.010 17,536 143,909 +701
Dec19 160127 98.085 98.095 98.005 98.070 -0.010 14,937 141,032 +682
Mar20 160127 98.025 98.030 97.940 98.005 -0.010 11,441 80,343 +66
Jun20 160127 97.955 97.970 97.875 97.940 -0.010 14,464 59,058 -796
Total Volume and Open Interest 1,407,225 10,903,170 -18,930
Ultra T-Bond(CBOT)
Mar16 160127 165~11 165~23 164~00 165~07 -0~06 63,410 621,113 +1,117
Jun16 160127 166~16 166~16 166~16 166~16 -0~06 0 20 +0
Sep16 160127 166~16 166~16 166~16 166~16 -0~06      
Total Volume and Open Interest 63,410 621,133 +1,117
30 Day Federal Funds(CBOT)
Jan16 160127 99.660 99.660 99.658 99.660 unch 4,897 163,371 +2,160
Feb16 160127 99.635 99.640 99.630 99.635 unch 7,943 118,018 -5,213
Mar16 160127 99.605 99.615 99.595 99.610 +0.005 4,464 55,217 +1,660
Apr16 160127 99.575 99.585 99.555 99.575 +0.005 22,093 126,009 +5,787
May16 160127 99.555 99.560 99.530 99.555 +0.005 12,767 84,929 -324
Jun16 160127 99.530 99.535 99.500 99.530 unch 3,167 27,669 +929
Total Volume and Open Interest 69,558 811,991 +6,721
3-Mth Euro-Yen(CME)
Mar16 160127 99.685 99.685 99.685 99.685 unch      
Jun16 160127 99.800 99.800 99.800 99.800 unch      
Sep16 160127 99.660 99.660 99.660 99.660 unch      
Dec16 160127 99.990 99.990 99.990 99.990 unch      
Mar17 160127 99.955 99.955 99.955 99.955 unch      
Jun17 160127 99.815 99.815 99.815 99.815 unch      
Sep17 160127 99.675 99.675 99.675 99.675 unch      
Dec17 160127 99.535 99.535 99.535 99.535 unch      
Mar18 160127 99.395 99.395 99.395 99.395 unch      
Jun18 160127 99.255 99.255 99.255 99.255 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar16 160127 99.68 99.68 99.68 99.68 unch      
Jun16 160127 99.80 99.80 99.80 99.80 unch      
Sep16 160127 99.66 99.66 99.66 99.66 unch      
Dec16 160127 99.99 99.99 99.99 99.99 unch 0 4 +0
Mar17 160127 99.96 99.96 99.96 99.96 unch      
Jun17 160127 99.82 99.82 99.82 99.82 unch      
Sep17 160127 99.68 99.68 99.68 99.68 unch      
Dec17 160127 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 4 +0
Japanese Gov't Bonds(SGX)
Mar16 160127 149.55 149.66 149.53 149.61 +0.04 1,087 20,788 +178
Jun16 160127 149.01 149.01 149.01 149.01 +0.04      
Sep16 160127 148.45 148.45 148.45 148.45 +0.04      
Total Volume and Open Interest 1,087 20,788 +178
Euro-Bund(EUREX)
Mar16 160127 161.92 162.25 161.61 161.87 +0.04 438,486 1,175,627 -3,078
Jun16 160127 159.35 159.67 159.05 159.30 +0.04 250 10,770 -6
Sep16 160127 158.21 158.21 158.21 158.21 +0.04 0 1 +0
Total Volume and Open Interest 438,736 1,186,398 -3,084
Euro-Bobl(EUREX)
Mar16 160127 132.06 132.12 131.93 132.01 -0.04 279,380 949,213 -5,713
Jun16 160127 130.13 130.14 130.13 130.14 -0.04 0 5,805 +0
Sep16 160127 130.14 130.14 130.14 130.14 -0.04      
Total Volume and Open Interest 279,380 955,018 -5,713
3-Mth Euribor(EUREX)
Mar16 160127 100.245 100.245 100.225 100.225 -0.020 83 6,872 +0
Jun16 160127 100.285 100.285 100.270 100.270 -0.010 731 10,352 +79
Sep16 160127 100.300 100.300 100.290 100.290 -0.010 0 4,553 +0
Total Volume and Open Interest 1,012 69,518 +45
Long Gilt(LIFFE)
Mar16 160127 119~14 119~16 119~01 119~06 -0~02 152,713 435,478 -4,899
Jun16 160127 118~13 118~13 118~13 118~13 -0~02      
Total Volume and Open Interest 152,713 435,478 -4,899
3-Mth Short Sterling(LIFFE)
Mar16 160127 99.41 99.41 99.40 99.41 +0.01 39,068 358,291 -4,246
Jun16 160127 99.41 99.41 99.39 99.41 +0.01 44,837 502,751 -3,030
Sep16 160127 99.39 99.39 99.37 99.38 unch 68,749 389,980 +6,679
Dec16 160127 99.33 99.34 99.31 99.32 unch 53,091 464,307 +8,890
Mar17 160127 99.25 99.27 99.22 99.24 unch 58,956 373,337 -6,566
Jun17 160127 99.15 99.16 99.12 99.13 unch 35,347 321,523 -893
Total Volume and Open Interest 473,564 3,547,902 +2,794
3-Mth Euribor(LIFFE)
Mar16 160127 100.245 100.245 100.225 100.225 -0.015 54,357 416,786 +2,024
Jun16 160127 100.280 100.285 100.260 100.270 -0.010 69,819 401,772 -11,362
Sep16 160127 100.295 100.300 100.275 100.290 -0.005 39,600 332,971 +4,275
Total Volume and Open Interest 364,624 3,394,768 +5,883
3-Mth Aus T-Bills(SFE)
Mar16 160127 97.86 97.88 97.78 97.80 -0.05 17,379 173,815 -2,018
Jun16 160127 97.98 98.00 97.90 97.92 -0.05 22,777 202,010 -2,537
Sep16 160127 98.04 98.06 97.97 97.98 -0.04 11,125 145,168 +22,029
Dec16 160127 98.06 98.10 98.00 98.02 -0.03 13,110 128,344 +1,815
Mar17 160127 98.08 98.09 98.00 98.02 -0.03 9,898 90,234 +1,758
Jun17 160127 98.05 98.06 97.98 98.01 -0.01 5,766 60,435 +2,129
Sep17 160127 98.03 98.03 97.94 97.97 -0.01 3,556 39,130 +880
Dec17 160127 97.96 97.96 97.89 97.92 unch 2,374 26,636 +1,438
Mar18 160127 97.89 97.89 97.85 97.87 +0.01 303 6,833 +0
Jun18 160127 97.83 97.84 97.80 97.82 +0.03 93 7,023 -39
Total Volume and Open Interest 86,399 881,140 +25,455
10-Year Aus T-Bonds(SFE)
Mar16 160127 97.33 97.37 97.31 97.33 +0.06 150,987 828,115 +6,092
Jun16 160127 97.33 97.33 97.33 97.33 +0.06      
Total Volume and Open Interest 150,987 828,115 +6,092
3-Year Aus T-Bonds(SFE)
Mar16 160127 98.11 98.14 98.05 98.09 +0.02 155,923 738,863 -11,830
Jun16 160127 98.09 98.09 98.09 98.09 +0.02      
Total Volume and Open Interest 155,923 738,863 -11,830
Gold(CMX)
Feb16 160127 1119.9 1128.0 1114.9 1115.8 -4.4 176,358 114,219 -31,611
Apr16 160127 1120.2 1128.7 1115.2 1116.3 -4.3 70,620 182,867 +18,352
Jun16 160127 1121.1 1129.1 1115.8 1116.8 -4.3 21,680 54,096 +14,223
Aug16 160127 1122.1 1129.4 1117.2 1117.6 -4.1 1,225 9,755 -304
Oct16 160127 1120.3 1127.3 1117.0 1118.3 -4.0 50 3,216 +8
Dec16 160127 1123.0 1131.1 1118.6 1119.1 -4.0 859 15,858 -36
Feb17 160127 1121.6 1126.0 1119.9 1120.0 -4.0 5 496 -4
Apr17 160127 1121.1 1127.0 1121.0 1121.1 -3.9 25 747 +25
Jun17 160127 1122.1 1122.4 1122.1 1122.2 -3.9 431 5,318 +392
Aug17 160127 1123.4 1123.4 1123.4 1123.4 -3.9 0 90 +0
Oct17 160127 1124.6 1124.6 1124.6 1124.6 -3.9 0 6 +0
Dec17 160127 1125.9 1125.9 1125.9 1125.9 -3.9 1 5,888 +0
Total Volume and Open Interest 271,810 400,948 +1,121
Silver(CMX)
Mar16 160127 1451.5 1458.5 1436.0 1445.9 -10.5 37,400 107,627 -3,392
May16 160127 1455.0 1460.0 1439.0 1448.2 -10.5 5,861 17,091 +920
Jul16 160127 1450.0 1457.5 1442.5 1450.7 -10.3 716 7,745 +30
Sep16 160127 1450.0 1456.5 1446.5 1453.2 -10.3 2,417 5,898 -1,208
Dec16 160127 1461.5 1464.0 1448.0 1456.7 -10.3 334 9,645 -60
Mar17 160127 1460.6 1460.6 1460.6 1460.6 -10.3 0 29 +0
May17 160127 1463.3 1463.3 1463.3 1463.3 -10.4 0 28 +0
Total Volume and Open Interest 46,823 151,439 -3,716
Platinum(NYMEX)
Apr16 160127 876.8 885.5 871.4 882.1 +5.2 19,162 63,459 -1,545
Jul16 160127 877.7 883.9 873.0 882.8 +5.2 250 5,099 -47
Oct16 160127 884.1 884.1 884.1 884.1 +5.2 1 57 +0
Jan17 160127 885.4 885.4 885.4 885.4 +5.2 1 4 +0
Total Volume and Open Interest 19,445 68,677 -1,618
Palladium(NYMEX)
Mar16 160127 495.55 504.00 492.40 502.25 +9.50 3,529 24,536 +146
Jun16 160127 495.40 502.70 495.40 502.70 +9.45 75 1,236 +57
Sep16 160127 503.35 503.35 503.35 503.35 +9.45 0 132 +0
Total Volume and Open Interest 3,604 25,934 +203
Copper(CMX)
Mar16 160127 203.80 207.55 203.10 206.40 +2.65 50,537 133,517 -97
May16 160127 204.10 208.20 203.75 207.00 +2.70 11,918 37,115 +3,839
Jul16 160127 205.15 208.35 204.75 207.50 +2.65 2,466 12,413 +242
Sep16 160127 205.20 208.95 205.20 207.95 +2.60 1,196 10,644 +313
Dec16 160127 205.45 209.05 205.30 208.15 +2.50 426 3,317 -248
Total Volume and Open Interest 67,723 203,938 +4,189
E-mini DJIA Index(CBOT)
Mar16 160127 15999 16151 15789 15851 -215 179,722 59,595 +761
Jun16 160127 15918 16056 15770 15773 -219 39 646 -7
Sep16 160127 15851 15851 15701 15701 -219 3 110 -1
Dec16 160127 15641 15641 15641 15641 -219 2 1 +1
Total Volume and Open Interest 179,766 60,352 +754
S & P 500(CME)
Mar16 160127 1885.00 1910.00 1865.00 1875.10 -20.80 7,377 105,569 +1,117
Jun16 160127 1867.00 1898.80 1857.80 1867.00 -20.80 0 2,313 +2
Sep16 160127 1860.20 1892.00 1851.00 1860.20 -20.80 0 198 +0
Dec16 160127 1854.20 1886.00 1845.00 1854.20 -20.80      
Total Volume and Open Interest 7,377 108,080 +1,119
S & P 500 E-Mini(Globex)
Mar16 160127 1885.25 1910.00 1864.50 1875.00 -21.00 1,640,401 2,862,213 +20,752
Jun16 160127 1878.00 1901.50 1856.00 1867.00 -20.75 3,193 21,934 +1,635
Sep16 160127 1871.00 1894.50 1850.00 1860.25 -20.75 809 5,411 +561
Dec16 160127 1869.50 1886.25 1845.00 1854.25 -20.75 148 205 +84
Total Volume and Open Interest 1,644,551 2,889,763 +23,032
NASDAQ 100 E-Mini(Globex)
Mar16 160127 4195.30 4218.80 4102.00 4127.00 -99.80 287,599 270,756 -2,021
Jun16 160127 4192.00 4212.50 4099.30 4121.30 -100.00 320 385 -8
Sep16 160127 4197.00 4197.00 4111.80 4117.80 -100.00 0 17 +0
Total Volume and Open Interest 287,919 271,234 -2,029
S&P Midcap 400(CME) e-Mini
Mar16 160127 1276.20 1294.20 1265.80 1270.20 -15.00 18,748 102,822 -64
Jun16 160127 1265.40 1285.50 1265.40 1265.40 -15.00 0 2 +0
Sep16 160127 1261.10 1261.10 1261.10 1261.10 -15.00 0 5 +0
Total Volume and Open Interest 18,748 102,840 -64
Volatility Index(CBOE)
Jan16 160120 25.80 29.60 25.65 28.30 +2.45 10,170 52,961 -6,327
Feb16 160127 22.90 24.15 22.25 23.78 +0.85 65,710 140,797 -2,175
Mar16 160127 22.25 23.15 21.74 22.93 +0.70 32,151 43,196 +7,066
Apr16 160127 22.13 22.87 21.70 22.68 +0.55 13,953 19,889 +1,017
Total Volume and Open Interest 127,328 252,836 +5,358
Russell 2000(ICE)
Mar16 160127 1008.60 1019.60 994.00 998.50 -15.60 107,259 414,608 +2,711
Jun16 160127 993.50 993.50 993.50 993.50 -15.90 0 48 +0
Sep16 160127 989.70 989.70 989.70 989.70 -15.90 0 3 +0
Total Volume and Open Interest 107,259 414,669 +2,711
Nikkei 225(CME)
Mar16 160127 17035 17425 16970 17085 -5 26,804 43,023 +871
Jun16 160127 17160 17385 17050 17050 -10 3 20 +2
Total Volume and Open Interest 26,807 43,043 +873
Nikkei 225(SGX)
Mar16 160127 16645 17240 16530 17200 +550 147,469 247,297 -7,240
Jun16 160127 16445 17095 16445 17085 +555 467 3,572 +357
Sep16 160127 17065 17065 17065 17065 +555 0 27 +0
Total Volume and Open Interest 148,057 261,835 -6,921
CAC 40(EURONEXT)
Feb16 160127 4350.0 4397.0 4297.5 4373.5 +23.5 93,056 234,480 -12,801
Mar16 160127 4350.0 4383.5 4300.0 4371.5 +23.5 729 12,260 +47
Apr16 160127 4363.5 4363.5 4363.5 4363.5 +23.5      
Total Volume and Open Interest 93,785 246,745 -12,754
Hang Seng Index(HKFE)
Jan16 160127 18896 19279 18872 19010 +109 150,919 92,458 -12,051
Feb16 160127 18859 19312 18857 18975 +84 33,365 38,537 +20,321
Mar16 160127 18837 19184 18807 18919 +89 1,020 6,951 +92
Total Volume and Open Interest 185,895 140,879 +8,724
DAX(EUREX)
Mar16 160127 9817.5 9923.5 9711.0 9857.0 +22.0 92,628 141,526 +956
Jun16 160127 9830.0 9959.0 9767.0 9896.0 +22.0 357 14,315 +80
Sep16 160127 9812.0 9890.0 9798.0 9890.0 +23.0 173 196 +121
Total Volume and Open Interest 93,158 156,037 +1,157
FT-SE 100(EURONEXT)
Mar16 160127 5859.00 5974.50 5817.00 5913.50 +48.50 108,927 570,794 +727
Jun16 160127 5783.50 5858.00 5774.00 5858.00 +48.50 19 3,279 -4
Sep16 160127 5811.50 5811.50 5811.50 5811.50 +48.50 0 1,756 +0
Total Volume and Open Interest 108,946 575,829 +723
SPI 200(SFE)
Mar16 160127 4885.0 4957.0 4851.0 4915.0 -34.0 41,134 243,562 -2,827
Jun16 160127 4888.0 4903.0 4888.0 4903.0 -33.0 244 2,027 +244
Sep16 160127 4851.0 4851.0 4851.0 4851.0 -33.0 0 638 +0
Total Volume and Open Interest 41,400 247,208 -10,714
FTSE MIB(ISE)
Mar16 160127 19050.00 19050.00 18565.00 18786.00 -145.00 42,575 71,039 +500
Jun16 160127 18520.00 18600.00 18180.00 18376.00 -148.00 159 1,917 +43
Sep16 160127 18271.00 18271.00 18271.00 18271.00 -148.00      
Total Volume and Open Interest 42,734 72,956 +543
KOSPI 200(KFE)
Mar16 160127 230.85 230.95 230.45 230.95 +3.15 136,805 118,137 -798
Jun16 160127 231.35 231.85 231.35 231.85 +3.20 425 4,038 +17
Sep16 160127 232.70 232.70 232.65 232.65 +3.15 0 346 +0
Total Volume and Open Interest 137,230 124,514 -81
GSCI(CME)
Feb16 160127 286.90 295.25 286.10 292.60 +4.10 188 11,937 -59
Mar16 160127 300.10 301.70 294.65 300.10 +4.25 4 28 +3
Apr16 160127 303.90 303.90 303.90 303.90 +4.25      
Total Volume and Open Interest 192 11,965 -56
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.

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