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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 04, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 170104 986.00 1006.50 984.00 1006.25 +19.50 13,373 8,661 -6,605
Mar17 170104 995.00 1015.75 992.75 1015.25 +20.25 86,959 323,598 -121
May17 170104 1003.50 1023.75 1001.25 1023.50 +20.00 25,808 99,444 +3,240
Jul17 170104 1010.25 1030.25 1008.25 1030.00 +19.75 19,416 102,762 +1,193
Aug17 170104 1009.00 1028.00 1009.00 1028.00 +18.50 1,126 7,003 +135
Sep17 170104 995.25 1012.25 995.00 1012.25 +17.25 722 2,967 +105
Nov17 170104 984.00 999.25 982.00 998.75 +15.50 6,718 78,031 +685
Jan18 170104 987.00 1002.75 987.00 1002.50 +14.75 163 3,102 +67
Mar18 170104 991.75 999.50 991.75 999.50 +15.75 17 2,360 +0
May18 170104 998.00 998.00 998.00 998.00 +14.75 8 510 +0
Jul18 170104 995.50 1000.25 995.50 998.50 +14.00 30 760 -11
Aug18 170104 991.50 991.50 991.50 991.50 +13.75 0 19 +0
Sep18 170104 981.75 981.75 981.75 981.75 +13.75 0 22 +0
Nov18 170104 964.00 967.50 964.00 967.25 +12.00 25 1,224 +10
Total Volume and Open Interest 154,365 630,497 -1,302
Soybean Meal(CBOT)
Jan17 170104 308.00 315.30 308.00 315.30 +7.00 5,580 4,951 -3,033
Mar17 170104 312.20 319.30 311.80 319.10 +7.00 35,376 172,634 -1,638
May17 170104 315.50 321.70 314.60 321.50 +6.50 6,804 50,519 +672
Jul17 170104 318.10 324.50 317.50 324.30 +6.40 6,331 50,906 -22
Aug17 170104 318.10 323.10 316.80 323.00 +5.80 441 7,877 +19
Sep17 170104 316.60 321.00 315.00 321.00 +5.60 366 5,987 -16
Oct17 170104 311.40 317.10 310.80 317.10 +5.90 213 5,839 +44
Dec17 170104 311.80 317.90 311.10 317.60 +5.80 1,510 22,937 +111
Jan18 170104 314.80 317.20 314.80 317.20 +5.80 12 914 +2
Mar18 170104 312.50 316.20 312.50 316.20 +5.90 10 1,097 +4
Total Volume and Open Interest 56,646 324,921 -3,855
Soybean Oil(CBOT)
Jan17 170104 34.57 35.29 34.31 34.98 +0.41 7,588 4,695 -3,047
Mar17 170104 34.82 35.55 34.54 35.21 +0.40 36,886 197,185 +705
May17 170104 35.06 35.79 34.78 35.45 +0.40 10,602 73,467 +150
Jul17 170104 35.27 35.99 35.00 35.66 +0.39 7,851 58,233 +235
Aug17 170104 35.10 35.93 35.00 35.60 +0.37 564 6,989 +135
Sep17 170104 35.06 35.82 35.06 35.47 +0.35 841 5,660 +89
Oct17 170104 34.73 35.52 34.73 35.17 +0.29 190 5,263 +7
Dec17 170104 34.78 35.56 34.73 35.16 +0.25 1,931 16,478 +447
Jan18 170104 35.34 35.46 35.13 35.13 +0.20 146 828 +104
Mar18 170104 35.18 35.39 35.07 35.07 +0.18 11 938 +10
Total Volume and Open Interest 66,809 370,563 -1,080
Canola(WCE)
Jan17 170104 497.3 497.3 497.3 497.3 +4.2 1,177 598 -1,069
Mar17 170104 499.5 505.3 497.1 503.6 +3.5 10,169 118,317 -64
May17 170104 506.0 511.8 503.4 510.1 +3.3 2,121 30,818 -83
Jul17 170104 510.5 515.8 507.9 514.8 +3.5 1,154 16,654 +221
Nov17 170104 490.6 496.0 489.5 494.4 +3.8 1,125 17,111 +592
Total Volume and Open Interest 15,755 185,582 -394
Corn(CBOT)
Mar17 170104 355.00 360.00 354.75 359.75 +4.00 112,011 686,275 -5,649
May17 170104 360.75 366.00 360.50 365.75 +4.25 32,399 175,559 +6,515
Jul17 170104 367.50 372.50 367.25 372.25 +4.00 29,605 177,497 +777
Sep17 170104 374.50 379.25 374.25 379.00 +4.00 6,532 60,705 -950
Dec17 170104 383.00 387.25 382.50 386.75 +3.25 6,722 112,928 +592
Mar18 170104 392.25 395.75 392.25 395.50 +3.25 466 11,808 +59
May18 170104 399.00 400.75 399.00 400.75 +3.00 43 1,764 +13
Jul18 170104 401.00 405.00 401.00 405.00 +2.75 44 1,983 -3
Sep18 170104 400.50 400.50 400.50 400.50 +1.75 28 964 +7
Dec18 170104 397.50 400.75 397.25 400.00 +2.25 166 7,706 -66
Total Volume and Open Interest 188,016 1,237,487 +1,295
Wheat(CBOT)
Mar17 170104 406.50 419.00 404.75 418.50 +12.00 33,934 264,475 +2,353
May17 170104 418.00 429.50 416.25 429.25 +11.25 6,800 71,944 +649
Jul17 170104 431.25 442.25 429.75 442.00 +10.50 4,512 69,504 +298
Sep17 170104 445.00 454.75 443.75 454.50 +9.50 636 13,839 +55
Dec17 170104 461.00 471.00 460.00 470.75 +9.00 572 25,125 +10
Mar18 170104 475.75 482.50 475.00 482.50 +8.50 27 4,352 -7
Total Volume and Open Interest 46,487 450,899 +3,360
Wheat(KCBT)
Mar17 170104 414.00 427.50 414.00 426.50 +12.50 13,059 121,063 -4
May17 170104 425.50 438.75 425.50 438.00 +12.50 2,526 33,331 -55
Jul17 170104 437.25 450.00 437.00 449.25 +12.75 2,216 61,108 -364
Sep17 170104 453.75 463.50 451.75 463.25 +12.75 311 8,295 +118
Dec17 170104 470.75 481.25 469.50 481.25 +12.25 135 9,877 +47
Mar18 170104 486.50 493.00 486.00 493.00 +11.25 54 3,297 -16
May18 170104 499.75 500.50 499.75 500.50 +10.75 36 962 +0
Total Volume and Open Interest 18,337 238,525 -274
Wheat(MGE)
Mar17 170104 537.75 545.50 537.50 544.50 +7.00 1,966 33,452 +32
May17 170104 534.50 541.75 534.00 540.50 +6.25 511 13,573 +115
Jul17 170104 536.75 543.75 536.00 543.25 +6.50 277 6,293 -31
Sep17 170104 544.00 549.25 544.00 548.25 +6.00 86 4,840 +43
Dec17 170104 554.75 557.00 552.50 556.50 +5.50 44 3,191 +0
Mar18 170104 562.00 563.25 562.00 563.25 +4.00 2 558 +1
Total Volume and Open Interest 2,887 62,043 +160
Oats(CBOT)
Mar17 170104 236.00 239.00 234.50 237.75 +2.25 136 5,033 -31
May17 170104 236.00 238.00 235.00 237.00 +2.00 8 1,139 -1
Jul17 170104 235.75 237.25 235.75 236.75 +0.50 2 195 -1
Sep17 170104 236.75 236.75 236.75 236.75 +0.50 0 4 +0
Total Volume and Open Interest 147 6,492 -33
Rough Rice(CBOT)
Jan17 170104 9.49 9.49 9.40 9.49 +0.13 124 163 -147
Mar17 170104 9.59 9.74 9.55 9.73 +0.13 465 10,836 +40
May17 170104 9.85 9.97 9.85 9.97 +0.11 18 483 +1
Jul17 170104 10.16 10.16 10.16 10.16 +0.11 0 26 +0
Total Volume and Open Interest 607 11,521 -106
Live Cattle(CME)
Feb17 170104 114.500 115.785 114.430 115.680 +0.795 34,529 119,664 -1,891
Apr17 170104 113.800 114.850 113.580 114.730 +0.780 18,080 79,340 +2,510
Jun17 170104 104.000 104.700 103.785 104.300 +0.150 10,390 64,590 +501
Aug17 170104 100.180 100.500 99.850 100.200 -0.085 4,295 25,616 +538
Oct17 170104 99.885 100.100 99.480 99.850 -0.100 2,481 12,824 -40
Dec17 170104 99.980 100.350 99.785 100.135 +0.035 566 4,636 +41
Total Volume and Open Interest 70,401 307,767 +1,404
Feeder Cattle(CME)
Jan17 170104 129.700 130.450 128.100 128.500 -1.700 2,426 9,014 -323
Mar17 170104 124.750 125.080 123.300 123.750 -1.285 4,981 20,635 +453
Apr17 170104 124.500 124.830 123.230 123.680 -1.105 1,294 5,815 +114
May17 170104 123.100 123.700 122.330 122.700 -0.730 900 6,189 +139
Aug17 170104 123.400 123.800 122.550 122.950 -0.700 645 3,151 +53
Sep17 170104 121.950 122.035 121.300 121.650 -0.550 52 297 +15
Oct17 170104 119.885 120.430 119.885 119.885 -0.545 13 80 -2
Total Volume and Open Interest 10,314 45,204 +451
Lean Hogs(CME)
Feb17 170104 63.880 64.785 63.300 64.600 +1.100 16,445 80,743 +67
Apr17 170104 67.225 68.135 66.635 67.975 +1.075 9,546 52,466 +2,337
May17 170104 71.900 72.500 71.800 72.450 +0.750 76 1,431 -8
Jun17 170104 76.100 76.650 75.635 76.580 +0.650 5,780 27,496 +468
Jul17 170104 75.800 76.250 75.385 76.230 +0.580 1,483 10,694 +4
Aug17 170104 75.635 75.830 75.135 75.750 +0.320 1,811 14,780 -168
Oct17 170104 65.830 65.950 65.100 65.850 +0.315 592 6,057 +192
Dec17 170104 61.580 61.750 60.785 61.600 unch 438 3,373 +184
Total Volume and Open Interest 36,207 197,333 +3,077
Class III Milk(CME)
Dec16 170104 17.38 17.40 17.38 17.39 unch 76 5,808 -19
Jan17 170104 16.61 16.62 16.47 16.52 +0.01 254 4,441 -19
Feb17 170104 16.97 16.98 16.80 16.84 -0.08 239 4,099 +52
Mar17 170104 17.18 17.22 16.99 17.03 -0.14 49 3,721 +12
Apr17 170104 17.36 17.38 17.20 17.25 -0.11 48 2,877 +31
May17 170104 17.57 17.58 17.36 17.45 -0.07 47 2,767 -6
Jun17 170104 17.72 17.74 17.53 17.62 -0.11 24 2,467 -13
Jul17 170104 17.83 17.84 17.73 17.73 -0.10 3 1,467 +2
Aug17 170104 17.83 17.85 17.80 17.80 -0.04 2 1,469 +2
Sep17 170104 17.85 17.85 17.81 17.81 -0.09 11 1,401 +11
Oct17 170104 17.77 17.77 17.74 17.74 -0.04 3 1,154 +2
Nov17 170104 17.60 17.60 17.57 17.58 -0.02 19 1,212 +11
Dec17 170104 17.33 17.33 17.28 17.31 -0.02 13 1,069 -1
Total Volume and Open Interest 791 34,896 +68
Cocoa(ICE)
Mar17 170104 2175 2246 2166 2237 +71 17,035 128,207 +2,171
May17 170104 2163 2231 2153 2220 +68 9,610 57,840 +2,889
Jul17 170104 2163 2226 2153 2216 +66 9,107 40,829 +4,754
Sep17 170104 2176 2233 2167 2225 +59 9,363 17,819 +2,673
Dec17 170104 2203 2251 2200 2244 +52 6,933 13,295 +5,367
Mar18 170104 2222 2264 2214 2258 +47 339 10,342 -25
May18 170104 2239 2274 2239 2271 +48 82 3,777 -3
Total Volume and Open Interest 52,890 275,984 +18,082
Coffee "C"(ICE)
Mar17 170104 137.50 142.95 137.45 141.80 +4.40 11,353 98,936 +222
May17 170104 139.95 145.20 139.80 144.10 +4.40 3,129 41,302 +356
Jul17 170104 142.10 147.45 142.10 146.40 +4.40 999 21,847 +15
Sep17 170104 143.65 149.40 143.65 148.45 +4.50 484 13,069 +140
Dec17 170104 147.95 152.00 147.85 151.40 +4.55 105 11,098 +61
Mar18 170104 154.40 154.55 153.85 154.20 +4.45 12 2,464 +0
Total Volume and Open Interest 16,099 192,114 +794
Orange Juice(ICE)
Jan17 170104 198.00 199.30 193.30 196.05 -0.95 272 135 -225
Mar17 170104 194.10 197.70 191.15 193.95 -0.50 804 11,581 +209
May17 170104 192.35 194.00 190.05 191.55 -0.80 41 778 +16
Jul17 170104 192.30 192.30 190.00 190.25 -0.70 5 293 +1
Sep17 170104 189.50 189.50 189.50 189.50 -0.15 0 32 +0
Nov17 170104 187.80 187.80 187.80 187.80 +0.25 0 3 +0
Total Volume and Open Interest 1,122 12,823 +1
Sugar #11(ICE)
Mar17 170104 20.55 20.94 20.41 20.89 +0.38 23,897 352,843 -833
May17 170104 20.12 20.46 20.02 20.41 +0.29 9,978 165,106 -348
Jul17 170104 19.58 19.84 19.45 19.79 +0.21 7,526 114,580 -199
Oct17 170104 19.15 19.35 19.04 19.31 +0.12 3,023 78,402 +141
Mar18 170104 18.86 19.06 18.79 19.03 +0.09 2,497 46,015 +1,577
May18 170104 18.25 18.38 18.14 18.37 +0.07 1,421 17,888 +151
Jul18 170104 17.65 17.79 17.54 17.75 +0.05 210 11,965 +119
Oct18 170104 17.36 17.49 17.27 17.40 -0.03 7 11,431 +2
Total Volume and Open Interest 48,580 805,915 +613
London Cocoa(LCE)
Mar17 170104 1754 1812 1754 1806 +49 0 109,963 +1,875
May17 170104 1775 1826 1772 1820 +46 0 69,279 +1,746
Jul17 170104 1798 1846 1795 1840 +42 0 34,235 +1,029
Sep17 170104 1812 1857 1811 1851 +38 0 37,182 +5,040
Dec17 170104 1821 1864 1821 1859 +34 0 27,090 +1,231
Mar18 170104 1829 1872 1828 1867 +33 0 17,877 +408
May18 170104 1877 1880 1877 1880 +31 0 4,931 +96
Total Volume and Open Interest 0 302,274 +11,419
London Sugar(LCE)
Mar17 170104 545.30 551.40 541.80 550.20 +7.30 0 35,828 +456
May17 170104 538.70 545.00 535.30 544.30 +8.00 0 22,116 +34
Aug17 170104 525.40 533.00 523.40 532.20 +7.70 0 10,498 +13
Oct17 170104 509.60 512.00 506.40 512.00 +7.60 0 10,439 +85
Dec17 170104 495.30 499.80 492.70 499.80 +8.20 0 2,973 +10
Total Volume and Open Interest 0 85,955 +608
Cotton(ICE)
Mar17 170104 71.78 74.23 71.57 74.08 +2.30 15,466 164,670 +2,755
May17 170104 72.11 74.29 71.92 74.22 +2.10 3,480 40,726 +346
Jul17 170104 72.33 74.50 72.28 74.47 +2.01 2,010 18,757 +153
Oct17 170104 72.23 72.23 72.23 72.23 +1.49 0 36 +0
Dec17 170104 70.15 71.60 70.11 71.59 +1.22 1,004 19,905 +283
Mar18 170104 70.50 71.51 70.50 71.51 +1.00 6 431 +0
Total Volume and Open Interest 21,969 245,312 +3,537
Lumber(CME)
Jan17 170104 315.9 316.0 314.2 314.9 -0.5 284 794 -57
Mar17 170104 328.7 328.7 325.6 327.9 -1.2 400 2,835 -115
May17 170104 335.7 339.5 335.7 335.7 -0.9 19 357 -1
Jul17 170104 344.3 344.3 344.3 344.3 +1.5 0 54 +0
Total Volume and Open Interest 703 4,071 -173
Crude Oil(NYM)
Feb17 170104 52.49 53.43 52.15 53.26 +0.93 271,094 456,845 -1,138
Mar17 170104 53.48 54.38 53.13 54.22 +0.93 76,883 327,042 -360
Apr17 170104 54.30 55.20 53.96 55.05 +0.93 32,342 156,090 +5,329
May17 170104 55.08 55.90 54.66 55.75 +0.94 14,620 112,898 -263
Jun17 170104 55.58 56.44 55.17 56.29 +0.97 20,444 228,372 +1,056
Jul17 170104 56.00 56.72 55.51 56.63 +0.98 7,102 49,869 -1,704
Aug17 170104 56.23 56.86 55.71 56.82 +0.98 4,682 50,827 +1,220
Sep17 170104 56.31 56.96 55.89 56.94 +0.99 9,011 73,769 +759
Oct17 170104 56.42 57.00 55.96 57.00 +0.99 4,240 41,639 +1,007
Nov17 170104 56.38 57.04 56.01 57.03 +0.99 4,301 38,528 +1,017
Dec17 170104 56.36 57.14 55.95 57.06 +1.00 22,284 209,191 +2,171
Jan18 170104 56.32 57.01 56.00 57.01 +1.01 3,130 37,744 +816
Feb18 170104 56.82 56.96 56.82 56.96 +1.02 1,812 15,062 +100
Mar18 170104 56.70 56.90 56.70 56.90 +1.03 2,595 23,794 +265
Apr18 170104 56.84 57.94 56.84 56.84 +1.04 1,019 7,551 +398
May18 170104 56.78 56.78 56.78 56.78 +1.05 889 5,659 +244
Total Volume and Open Interest 496,057 2,064,365 +13,117
e-miNY Crude Oil(NYM)
Feb17 170104 52.500 53.450 52.150 53.250 +0.925 4,362 2,034 +27
Mar17 170104 53.500 54.350 53.125 54.225 +0.925 116 1,015 -8
Apr17 170104 54.375 55.050 54.150 55.050 +0.925 22 436 -4
May17 170104 54.975 55.750 54.975 55.750 +0.950 8 89 +8
Jun17 170104 56.300 57.850 55.325 56.300 +0.975 2 135 +1
Jul17 170104 56.625 58.000 56.625 56.625 +0.975 1 131 +0
Aug17 170104 56.825 56.825 56.825 56.825 +0.975 0 138 +0
Sep17 170104 56.950 56.950 55.950 56.950 +1.000 0 30 +0
Oct17 170104 57.000 57.000 56.125 57.000 +1.000 0 43 +0
Nov17 170104 57.025 57.025 57.025 57.025 +0.975 0 43 +0
Total Volume and Open Interest 4,523 4,316 +18
NY Harbor ULSD(NYM)
Feb17 170104 168.00 169.86 166.50 169.30 +1.63 43,204 122,906 +1,589
Mar17 170104 169.35 171.14 167.95 170.67 +1.58 17,782 90,510 +846
Apr17 170104 170.52 171.64 168.64 171.31 +1.62 10,034 45,718 -313
May17 170104 171.19 172.30 169.51 172.10 +1.67 4,618 29,058 +216
Jun17 170104 171.80 173.10 170.22 172.88 +1.72 6,418 45,281 -598
Jul17 170104 171.68 173.99 171.32 173.89 +1.75 1,124 10,708 -10
Aug17 170104 172.93 174.88 172.31 174.88 +1.78 565 4,613 -33
Sep17 170104 174.68 175.90 173.25 175.90 +1.82 396 9,075 +76
Oct17 170104 174.58 176.84 174.35 176.84 +1.91 348 5,416 -79
Nov17 170104 176.39 177.65 175.14 177.65 +1.98 206 3,976 +27
Dec17 170104 176.83 178.50 175.78 178.35 +2.06 3,610 37,616 +1,017
Jan18 170104 176.78 179.17 176.67 179.17 +2.13 61 3,027 +1
Feb18 170104 179.45 179.45 179.45 179.45 +2.19 89 1,848 -55
Mar18 170104 178.98 178.98 178.98 178.98 +2.25 27 1,045 +0
Total Volume and Open Interest 88,828 426,205 -2,553
RBOB Gasoline(NYM)
Feb17 170104 163.22 164.80 161.85 164.59 +2.41 42,363 139,159 +2,524
Mar17 170104 164.89 166.53 163.67 166.31 +2.26 24,405 80,993 +3,059
Apr17 170104 182.50 184.26 181.37 184.04 +2.12 10,179 44,665 -575
May17 170104 183.41 185.29 182.49 185.11 +2.04 4,508 29,177 -100
Jun17 170104 183.54 184.86 182.04 184.68 +1.97 4,496 33,801 -323
Jul17 170104 181.18 183.39 181.02 183.38 +1.99 2,196 14,631 +5
Aug17 170104 179.62 181.47 179.11 181.47 +2.01 1,646 5,982 +110
Sep17 170104 177.52 178.90 176.56 178.89 +2.02 1,194 13,800 +91
Oct17 170104 164.20 165.83 164.20 165.83 +2.08 713 4,709 +151
Nov17 170104 160.81 162.58 160.81 162.58 +2.18 421 2,404 +85
Total Volume and Open Interest 95,541 402,345 +2,808
e-miNY RBOB Gasoline(NYM)
Feb17 170104 164.60 164.60 162.20 164.60 +2.42      
Mar17 170104 166.30 166.31 166.30 166.30 +2.25      
Apr17 170104 184.00 184.04 184.00 184.00 +2.08      
May17 170104 185.10 185.11 185.10 185.10 +2.03      
Total Volume and Open Interest      
Natural Gas(NYM)
Feb17 170104 3.317 3.358 3.236 3.267 -0.060 96,920 167,420 -2,299
Mar17 170104 3.310 3.348 3.224 3.249 -0.068 38,697 265,503 +1,148
Apr17 170104 3.276 3.309 3.192 3.211 -0.070 33,298 125,086 +1,720
May17 170104 3.272 3.307 3.189 3.209 -0.070 17,441 110,765 +213
Jun17 170104 3.307 3.333 3.216 3.239 -0.065 6,584 40,840 -759
Jul17 170104 3.329 3.362 3.247 3.270 -0.064 5,296 56,617 +341
Aug17 170104 3.325 3.356 3.244 3.266 -0.064 2,996 34,361 +237
Sep17 170104 3.307 3.333 3.225 3.245 -0.067 3,809 35,620 +173
Oct17 170104 3.335 3.357 3.245 3.264 -0.068 11,774 92,554 +1,151
Nov17 170104 3.362 3.400 3.292 3.307 -0.069 3,996 35,877 +244
Dec17 170104 3.480 3.507 3.401 3.419 -0.063 4,165 36,911 -212
Jan18 170104 3.566 3.572 3.483 3.504 -0.064 5,421 40,636 +465
Feb18 170104 3.531 3.551 3.454 3.466 -0.062 1,892 16,606 +345
Mar18 170104 3.437 3.461 3.360 3.379 -0.058 3,357 37,963 +418
Apr18 170104 2.923 2.951 2.876 2.892 -0.027 4,819 44,061 +1,148
May18 170104 2.865 2.900 2.826 2.843 -0.022 3,621 12,273 +998
Total Volume and Open Interest 249,937 1,250,842 +7,783
Brent Crude Oil(ICE)
Mar17 170104 55.73 56.55 55.33 56.46 +0.99 0 615,838 +2,551
Apr17 170104 56.40 57.17 55.98 57.09 +0.95 0 225,712 +7,418
May17 170104 56.97 57.71 56.56 57.63 +0.92 0 147,001 +3,208
Jun17 170104 57.44 58.15 57.00 58.07 +0.92 0 259,154 +1,893
Jul17 170104 57.72 58.39 57.31 58.36 +0.92 0 88,504 +833
Aug17 170104 57.88 58.57 57.47 58.51 +0.91 0 54,433 +104
Sep17 170104 57.96 58.63 57.53 58.57 +0.91 0 69,890 -1,370
Oct17 170104 57.96 58.59 57.55 58.56 +0.90 0 35,685 +391
Nov17 170104 57.94 58.56 57.57 58.53 +0.89 0 27,437 +99
Dec17 170104 57.89 58.57 57.48 58.49 +0.89 0 225,161 +300
Jan18 170104 57.99 58.44 57.99 58.44 +0.88 0 29,174 +190
Feb18 170104 58.40 58.40 58.40 58.40 +0.88 0 20,164 +299
Mar18 170104 58.39 58.39 58.39 58.39 +0.88 0 23,843 +21
Apr18 170104 58.37 58.37 58.37 58.37 +0.89 0 16,287 +101
Total Volume and Open Interest 0 2,175,768 +16,723
Gas Oil(ICE)
Jan17 170104 491.75 494.75 484.25 490.50 -3.25 0 95,976 +2,364
Feb17 170104 496.25 499.50 489.00 495.25 -3.25 0 150,034 +1,126
Mar17 170104 500.00 503.25 493.25 499.25 -3.00 0 89,370 +1,013
Apr17 170104 502.75 506.00 496.50 502.25 -2.75 0 49,397 -178
May17 170104 505.25 508.25 499.25 504.75 -2.50 0 45,921 +1,255
Jun17 170104 507.00 510.50 501.50 507.00 -2.00 0 86,706 +1,195
Jul17 170104 509.50 513.00 504.50 509.50 -2.00 0 26,175 -67
Aug17 170104 512.00 515.75 507.00 512.25 -1.50 0 16,469 +227
Sep17 170104 514.50 518.00 509.75 514.75 -1.25 0 30,092 +61
Oct17 170104 516.75 520.50 512.25 517.25 -1.00 0 23,168 -241
Total Volume and Open Interest 0 809,641 +7,558
Ethanol(CBOT)
Feb17 170104 1.510 1.514 1.490 1.507 -0.023 475 3,847 -59
Mar17 170104 1.520 1.520 1.501 1.515 -0.019 98 699 +32
Apr17 170104 1.516 1.533 1.516 1.533 -0.007 57 691 +0
May17 170104 1.513 1.535 1.513 1.535 -0.007 0 12 +0
Jun17 170104 1.526 1.547 1.526 1.526 -0.007 5 19 +5
Jul17 170104 1.520 1.526 1.515 1.526 -0.009      
Aug17 170104 1.515 1.520 1.510 1.520 -0.010      
Sep17 170104 1.519 1.519 1.519 1.519 -0.010 0 4 +0
Total Volume and Open Interest 684 5,298 -53
WTI Crude Oil(ICE)
Feb17 170104 52.62 53.40 52.16 53.26 +0.93 0 62,694 -1,928
Mar17 170104 53.57 54.33 53.14 54.22 +0.93 0 98,375 +102
Apr17 170104 54.47 55.15 54.01 55.05 +0.93 0 26,322 -67
May17 170104 55.10 55.78 54.70 55.75 +0.94 0 22,483 -3
Jun17 170104 55.66 56.40 55.20 56.29 +0.97 0 64,680 +874
Jul17 170104 56.21 56.74 55.62 56.63 +0.98 0 16,709 +1,986
Aug17 170104 56.24 56.88 55.91 56.82 +0.98 0 13,006 +244
Sep17 170104 56.34 56.98 55.99 56.94 +0.99 0 18,438 +156
Oct17 170104 56.57 57.00 56.57 57.00 +0.99 0 4,888 +40
Nov17 170104 56.66 57.03 56.40 57.03 +0.99 0 2,914 +43
Dec17 170104 56.62 57.10 56.11 57.06 +1.00 0 81,343 -29
Jan18 170104 57.01 57.01 57.01 57.01 +1.01 0 2,232 +28
Feb18 170104 56.96 56.96 56.96 56.96 +1.02 0 1,365 -17
Mar18 170104 56.90 56.90 56.90 56.90 +1.03 0 3,512 +48
Apr18 170104 56.84 56.84 56.84 56.84 +1.04 0 1,027 +0
May18 170104 56.78 56.78 56.78 56.78 +1.05 0 535 +0
Total Volume and Open Interest 0 520,235 +2,144
US Dollar Index(ICE)
Mar17 170104 103.350 103.420 102.385 102.710 -0.490 38,079 85,610 -1,077
Jun17 170104 103.370 103.370 102.320 102.650 -0.495 264 1,486 +21
Sep17 170104 103.215 103.215 102.295 102.535 -0.500 13 292 +10
Total Volume and Open Interest 38,359 87,395 -1,043
Australian Dollar(CME)
Mar17 170104 72.09 72.75 72.05 72.52 +0.44 52,756 97,021 +2,747
Jun17 170104 72.06 72.58 71.90 72.36 +0.44 25 438 -2
Sep17 170104 72.35 72.41 72.23 72.23 +0.45 0 17 +0
Total Volume and Open Interest 52,781 97,512 +2,745
British Pound(CME)
Mar17 170104 122.55 123.71 122.38 123.33 +0.79 104,045 214,944 -3,100
Jun17 170104 122.85 123.99 122.70 123.63 +0.79 250 692 -7
Sep17 170104 123.95 124.25 122.86 123.95 +0.81 0 162 +0
Total Volume and Open Interest 104,295 215,853 -3,107
Canadian Dollar(CME)
Mar17 170104 74.53 75.36 74.36 75.17 +0.64 46,713 93,955 -1,175
Jun17 170104 74.64 75.43 74.48 75.26 +0.65 269 1,791 -42
Sep17 170104 75.05 75.51 74.58 75.35 +0.64 32 484 +1
Dec17 170104 75.41 75.60 74.71 75.46 +0.64 0 533 +0
Total Volume and Open Interest 47,014 96,785 -1,216
Japanese Yen(CME)
Mar17 170104 85.20 85.67 84.85 85.27 +0.02 94,328 212,492 +2,826
Jun17 170104 85.65 86.07 85.27 85.69 +0.02 153 401 +10
Sep17 170104 86.14 86.46 85.74 86.14 +0.02 1 45 +0
Total Volume and Open Interest 94,482 212,942 +2,836
Swiss Franc(CME)
Mar17 170104 97.77 98.40 97.55 98.11 +0.36 23,973 53,970 +695
Jun17 170104 98.74 99.00 98.08 98.74 +0.36 34 84 +6
Sep17 170104 99.36 99.51 98.87 99.36 +0.36 0 4 +0
Total Volume and Open Interest 24,007 54,063 +701
EuroFX(CME)
Mar17 170104 104.42 105.32 104.22 104.99 +0.53 175,634 399,691 +2,031
Jun17 170104 105.09 105.85 104.76 105.53 +0.54 505 8,722 +83
Sep17 170104 105.67 106.34 105.31 106.07 +0.54 27 286 +11
Total Volume and Open Interest 176,166 408,748 +2,125
Mexican Peso(CME)
Jan17 170104 463.63 463.63 463.63 463.63 -9.63      
Feb17 170104 461.63 461.63 461.63 461.63 -9.63      
Total Volume and Open Interest 29,939 147,496 +863
Brazilian Real(CME)
Feb17 170104 305.65 309.00 305.65 307.95 +3.15 181 23,848 -35
Mar17 170104 304.75 306.55 304.60 306.00 +3.30 12 6,319 -1
Apr17 170104 303.15 303.15 303.15 303.15 +3.05      
May17 170104 301.00 301.00 301.00 301.00 +3.00      
Total Volume and Open Interest 193 30,167 -11,591
30-Year T-Bonds(CBOT)
Mar17 170104 150~200 151~020 150~020 150~220 +0~040 137,148 601,847 +4,193
Jun17 170104 149~110 149~110 149~110 149~110 +0~020 10 23 +10
Sep17 170104 149~110 149~110 149~110 149~110 +0~020      
Total Volume and Open Interest 137,158 601,870 +4,203
10-Year T-Notes(CBOT)
Mar17 170104 124~045 124~090 123~275 124~035 unch 786,367 3,087,986 +29,671
Jun17 170104 123~160 123~160 123~060 123~160 -0~005 0 12 +0
Sep17 170104 123~160 123~160 123~160 123~160 -0~005      
Total Volume and Open Interest 786,367 3,087,998 +29,671
5-Year T-Notes(CBOT)
Mar17 170104 117~182 117~204 117~126 117~170 -0~004 449,313 2,954,726 -4,351
Jun17 170104 117~044 117~044 117~044 117~044 -0~004 0 1 +0
Sep17 170104 117~044 117~044 117~044 117~044 -0~004      
Total Volume and Open Interest 449,313 2,954,727 -15,641
2 Year T-Notes(CBOT)
Mar17 170104 108~084 108~090 108~072 108~080 -0~004 159,606 1,123,709 -8,472
Jun17 170104 108~010 108~010 108~010 108~010 -0~004      
Sep17 170104 108~010 108~010 108~010 108~010 -0~004      
Total Volume and Open Interest 159,606 1,123,709 -10,178
Eurodollars(CME)
Mar17 170104 98.945 98.950 98.940 98.940 -0.005 105,274 1,428,607 +8,890
Jun17 170104 98.785 98.785 98.770 98.775 -0.005 84,574 1,306,323 +552
Sep17 170104 98.635 98.640 98.620 98.630 unch 83,972 1,167,375 +4,138
Dec17 170104 98.465 98.480 98.450 98.465 +0.005 116,385 1,310,971 -9,063
Mar18 170104 98.350 98.365 98.325 98.345 +0.005 76,099 989,509 -2,353
Jun18 170104 98.225 98.245 98.205 98.225 +0.005 62,399 618,798 +5,802
Sep18 170104 98.115 98.140 98.090 98.110 unch 69,089 458,289 +5,603
Dec18 170104 97.985 98.015 97.955 97.985 unch 89,091 665,042 +9,535
Mar19 170104 97.900 97.940 97.870 97.905 +0.005 55,576 618,450 +1,904
Jun19 170104 97.820 97.860 97.790 97.830 +0.010 46,081 514,839 +2,440
Sep19 170104 97.750 97.795 97.720 97.765 +0.015 32,306 418,117 -851
Dec19 170104 97.680 97.715 97.635 97.685 +0.015 58,738 368,186 +9,110
Mar20 170104 97.635 97.670 97.595 97.640 +0.015 27,997 273,323 +254
Jun20 170104 97.580 97.625 97.545 97.595 +0.020 22,591 157,137 +330
Sep20 170104 97.535 97.580 97.505 97.555 +0.020 17,395 134,189 +613
Dec20 170104 97.480 97.525 97.450 97.500 +0.020 24,561 157,327 +718
Mar21 170104 97.450 97.490 97.415 97.460 +0.020 13,001 103,726 +1,815
Jun21 170104 97.410 97.450 97.375 97.420 +0.020 10,687 88,856 +553
Total Volume and Open Interest 1,039,107 11,148,055 +44,607
Ultra T-Bond(CBOT)
Mar17 170104 160~14 161~04 159~25 160~21 +0~06 71,131 684,995 -283
Jun17 170104 159~13 159~13 159~13 159~13 +0~08      
Sep17 170104 159~13 159~13 159~13 159~13 +0~08      
Total Volume and Open Interest 71,131 684,995 -283
Ultra 10-Yr T-Note(CBOT)
Mar17 170104 133~290 134~035 133~165 133~280 +0~010 61,942 291,375 +934
Jun17 170104 132~300 132~300 132~300 132~300 -0~050      
Sep17 170104 132~300 132~300 132~300 132~300 -0~050      
Total Volume and Open Interest 61,942 291,375 +934
30 Day Federal Funds(CBOT)
Jan17 170104 99.353 99.353 99.350 99.353 unch 9,713 185,211 -6,720
Feb17 170104 99.345 99.345 99.340 99.345 unch 831 85,537 +41
Mar17 170104 99.305 99.310 99.300 99.305 unch 525 81,162 -61
Apr17 170104 99.275 99.285 99.275 99.280 unch 2,627 217,345 +1,035
May17 170104 99.235 99.245 99.235 99.240 unch 1,815 67,267 +221
Jun17 170104 99.165 99.175 99.165 99.170 unch 1,041 19,265 +311
Total Volume and Open Interest 24,936 892,446 -81,122
3-Mth Euro-Yen(CME)
Mar17 160722 99.990 99.990 99.990 99.990 unch      
Jun17 160722 99.990 99.990 99.990 99.990 unch      
Sep17 160722 99.990 99.990 99.990 99.990 unch      
Dec17 160722 99.990 99.990 99.990 99.990 unch      
Mar18 160722 99.995 99.995 99.995 99.995 unch      
Jun18 160722 99.855 99.855 99.855 99.855 unch      
Sep18 160722 99.715 99.715 99.715 99.715 unch      
Dec18 160722 99.575 99.575 99.575 99.575 unch      
Mar19 160722 99.435 99.435 99.435 99.435 unch      
Jun19 160722 99.295 99.295 99.295 99.295 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Mar17 170103 99.95 99.95 99.95 99.95 unch      
Jun17 170103 99.95 99.95 99.95 99.95 unch      
Sep17 170103 99.95 99.95 99.95 99.95 unch      
Dec17 170103 99.95 99.95 99.95 99.95 unch      
Mar18 170103 99.96 99.96 99.96 99.96 unch      
Jun18 170103 99.82 99.82 99.82 99.82 unch      
Sep18 170103 99.68 99.68 99.68 99.68 unch      
Dec18 170103 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest      
Japanese Govt Bonds(SGX)
Mar17 170103 150.30 150.39 150.26 150.33 -0.02 836 14,255 +382
Jun17 170103 150.30 150.30 150.30 150.30 -0.02      
Sep17 170103 150.30 150.30 150.30 150.30 -0.02      
Total Volume and Open Interest 836 14,255 +382
Euro-Buxl(EUREX)
Mar17 170104 171.58 171.86 169.88 170.12 -0.72 12,242 215,796 +22,285
Jun17 170104 169.00 169.48 168.14 168.14 -0.76 6 11 +1
Sep17 170104 166.40 167.64 165.80 166.22 -0.12 0 8 -1
Total Volume and Open Interest 12,248 215,815 +22,285
Euro-Bund(EUREX)
Mar17 170104 163.46 163.62 163.10 163.19 -0.02 122,958 1,962,017 +305,660
Jun17 170104 160.11 160.36 159.96 159.96 unch 31 1,277 +914
Sep17 170104 159.96 159.96 159.96 159.96 unch      
Total Volume and Open Interest 122,989 1,963,294 +306,574
Euro-Bobl(EUREX)
Mar17 170104 133.57 133.64 133.51 133.55 +0.03 76,204 1,442,126 +150,636
Jun17 170104 131.36 131.36 131.34 131.34 +0.03 0 1,009 +2
Sep17 170104 131.34 131.34 131.34 131.34 +0.03      
Total Volume and Open Interest 76,204 1,443,135 +150,638
Euro-Schatz(EUREX)
Mar17 170104 112.31 112.34 112.30 112.33 +0.03 33,555 1,364,409 +89,377
Jun17 170104 112.07 112.11 112.07 112.11 +0.05 923 1,069 +148
Sep17 170104 112.11 112.11 112.11 112.11 +0.05      
Total Volume and Open Interest 34,478 1,365,478 +89,525
3-Mth Euribor(EUREX)
Mar17 170104 100.310 100.315 100.310 100.315 unch 1 3,870 -100
Jun17 170104 100.300 100.300 100.290 100.300 +0.005 0 33,463 -104
Sep17 170104 100.280 100.280 100.280 100.280 unch 0 4,245 +1
Total Volume and Open Interest 2 71,003 -205
Long Gilt(LIFFE)
Mar17 170104 124~28 125~00 124~20 124~26 +0~03 0 595,311 +4,625
Jun17 170104 123~28 123~28 123~28 123~28 +0~04      
Total Volume and Open Interest 0 595,311 +4,625
3-Mth Short Sterling(LIFFE)
Mar17 170104 99.61 99.61 99.60 99.61 +0.01 0 357,658 +691
Jun17 170104 99.59 99.59 99.57 99.58 unch 0 391,475 -3,138
Sep17 170104 99.56 99.57 99.53 99.55 unch 0 257,950 -2,056
Dec17 170104 99.52 99.53 99.49 99.51 unch 0 302,571 +2,095
Mar18 170104 99.49 99.49 99.45 99.47 unch 0 184,682 +2,798
Jun18 170104 99.42 99.44 99.40 99.42 unch 0 175,492 +4,862
Total Volume and Open Interest 0 2,261,097 +7,624
3-Mth Euribor(LIFFE)
Mar17 170104 100.315 100.315 100.310 100.315 unch 26,020 375,315 +0
Jun17 170104 100.295 100.300 100.295 100.300 +0.005 26,520 385,519 +0
Sep17 170104 100.280 100.285 100.275 100.285 +0.005 24,306 332,748 +0
Total Volume and Open Interest 349,034 3,049,774 +0
3-Mth Aus T-Bills(SFE)
Mar17 170104 98.16 98.17 98.16 98.17 unch 6,972 197,229 +908
Jun17 170104 98.13 98.14 98.11 98.13 -0.01 15,886 248,784 +7,612
Sep17 170104 98.07 98.08 98.05 98.07 -0.01 12,738 157,301 +2,453
Dec17 170104 97.99 97.99 97.96 97.98 -0.02 11,410 180,600 +3,262
Mar18 170104 97.91 97.91 97.88 97.89 -0.02 4,828 93,084 +2,221
Jun18 170104 97.82 97.82 97.79 97.81 -0.01 9,930 72,169 +3,608
Sep18 170104 97.71 97.73 97.70 97.71 -0.02 3,709 47,523 +384
Dec18 170104 97.63 97.64 97.59 97.62 -0.02 3,181 23,741 -1,121
Mar19 170104 97.53 97.53 97.52 97.53 -0.01 54 6,463 +54
Jun19 170104 97.46 97.46 97.44 97.45 -0.01 100 3,298 +100
Total Volume and Open Interest 69,389 1,032,234 +19,781
10-Year Aus T-Bonds(SFE)
Mar17 170104 97.22 97.23 97.12 97.17 -0.05 36,327 896,460 +3,405
Jun17 170104 97.17 97.17 97.17 97.17 -0.05      
Total Volume and Open Interest 36,327 896,460 +3,405
3-Year Aus T-Bonds(SFE)
Mar17 170104 97.97 97.97 97.92 97.94 -0.03 49,355 868,842 +9,943
Jun17 170104 97.94 97.94 97.94 97.94 -0.03      
Total Volume and Open Interest 49,355 868,842 +9,943
Gold(CMX)
Feb17 170104 1159.6 1168.6 1156.7 1165.3 +3.3 143,849 282,871 +3,046
Apr17 170104 1162.0 1171.0 1159.7 1168.1 +3.3 9,930 56,085 +4,531
Jun17 170104 1165.3 1173.5 1162.4 1170.7 +3.2 3,617 36,705 +422
Aug17 170104 1165.5 1175.7 1165.5 1173.4 +3.2 1,628 11,307 -29
Oct17 170104 1174.7 1178.8 1174.7 1176.1 +3.0 127 3,233 +46
Dec17 170104 1173.0 1181.9 1171.0 1178.8 +2.9 495 21,833 -67
Feb18 170104 1181.8 1181.8 1178.1 1181.8 +2.7 11 215 +7
Apr18 170104 1185.0 1185.0 1185.0 1185.0 +2.4 0 163 +0
Jun18 170104 1191.7 1191.7 1187.1 1188.3 +2.0 0 4,207 +0
Aug18 170104 1192.0 1192.0 1192.0 1192.0 +2.0 0 6 +0
Oct18 170104 1195.7 1195.7 1195.7 1195.7 +2.0 0 3 +0
Dec18 170104 1199.3 1199.5 1199.3 1199.5 +2.0 1 2,084 +1
Total Volume and Open Interest 159,716 423,354 +7,844
Silver(CMX)
Mar17 170104 1634.5 1657.0 1630.0 1655.2 +14.3 44,624 133,802 -276
May17 170104 1641.0 1661.5 1636.5 1660.7 +14.4 1,736 16,653 +839
Jul17 170104 1648.5 1665.7 1648.5 1665.7 +14.5 297 6,282 +83
Sep17 170104 1657.5 1670.7 1657.5 1670.7 +14.5 323 1,404 +28
Dec17 170104 1655.5 1678.2 1655.5 1678.2 +14.5 240 5,302 +0
Mar18 170104 1687.0 1687.0 1687.0 1687.0 +14.5 0 14 +0
May18 170104 1691.3 1691.3 1691.3 1691.3 +14.5 0 5 +0
Total Volume and Open Interest 47,422 164,787 +386
Platinum(NYMEX)
Jan17 170104 926.0 948.4 926.0 943.3 +4.0 123 346 -128
Apr17 170104 941.5 953.6 928.4 947.2 +3.0 8,754 59,502 +132
Jul17 170104 938.0 956.5 933.0 950.9 +3.0 68 2,466 +18
Oct17 170104 937.5 954.4 937.5 953.6 +3.0 10 230 -5
Total Volume and Open Interest 8,980 62,944 +11
Palladium(NYMEX)
Mar17 170104 711.15 744.15 708.30 738.80 +28.90 3,002 23,135 -133
Jun17 170104 711.25 741.50 708.60 739.00 +28.60 6 666 -1
Sep17 170104 740.20 740.20 740.20 740.20 +28.45 0 1 +0
Total Volume and Open Interest 3,009 23,812 -140
Copper(CMX)
Mar17 170104 248.80 256.30 247.25 255.65 +6.75 32,867 144,310 -158
May17 170104 249.75 256.95 248.00 256.35 +6.80 1,246 27,006 +176
Jul17 170104 249.75 257.20 249.05 257.00 +6.80 326 21,678 -80
Sep17 170104 250.85 257.55 250.85 257.40 +6.75 207 6,747 -58
Dec17 170104 251.20 257.70 251.20 257.65 +6.65 85 9,977 +38
Total Volume and Open Interest 35,857 224,109 -124
E-mini DJIA Index(CBOT)
Mar17 170104 19798 19881 19787 19856 +58 109,475 137,319 +2,421
Jun17 170104 19760 19800 19755 19794 +57 42 224 +8
Sep17 170104 19742 19742 19742 19742 +57      
Dec17 170104 19700 19700 19700 19700 +57 1 1 +0
Total Volume and Open Interest 109,518 137,544 +2,429
S & P 500(CME)
Mar17 170104 2252.70 2264.30 2252.70 2264.30 +11.70 8,289 63,489 +5,777
Jun17 170104 2252.80 2258.80 2252.80 2258.50 +11.60 155 1,888 +0
Sep17 170104 2254.10 2254.40 2254.10 2254.10 +11.60 0 35 +0
Dec17 170104 2249.30 2249.60 2249.30 2249.30 +11.60      
Total Volume and Open Interest 8,444 65,412 +5,777
S & P 500 E-Mini(Globex)
Mar17 170104 2252.75 2267.25 2251.00 2264.25 +11.75 1,281,987 2,787,056 +34,618
Jun17 170104 2246.25 2261.00 2246.25 2258.50 +11.50 1,702 10,946 +114
Sep17 170104 2241.50 2254.75 2241.50 2254.00 +11.50 26 181 -4
Dec17 170104 2250.00 2250.00 2249.25 2249.25 +11.50 3 72 +3
Total Volume and Open Interest 1,283,718 2,798,255 +34,731
NASDAQ 100 E-Mini(Globex)
Mar17 170104 4906.50 4942.50 4903.00 4933.50 +27.20 197,659 225,324 +46
Jun17 170104 4903.00 4941.80 4903.00 4932.50 +27.00 140 260 +8
Sep17 170104 4935.30 4940.50 4935.30 4935.30 +27.00 1 55 +1
Total Volume and Open Interest 197,800 225,653 +55
S&P Midcap 400(CME) e-Mini
Mar17 170104 1667.60 1696.10 1667.30 1694.10 +26.30 12,806 95,957 -251
Jun17 170104 1686.30 1688.10 1686.30 1686.30 +26.30 0 1 +0
Sep17 170104 1684.90 1684.90 1684.90 1684.90 +26.30      
Total Volume and Open Interest 12,806 95,958 -251
Volatility Index(CBOE)
Jan17 170104 13.80 13.89 12.95 13.18 -0.60 55,180 196,683 -18,792
Feb17 170104 15.55 15.65 14.75 14.98 -0.60 39,962 101,265 +4,441
Mar17 170104 16.85 16.90 16.05 16.27 -0.56 13,004 34,097 -182
Apr17 170104 17.80 17.82 17.12 17.28 -0.50 5,925 23,537 +537
Total Volume and Open Interest 122,172 399,498 -11,871
Russell 2000 Mini(ICE)
Mar17 170104 1366.80 1388.80 1366.20 1386.40 +20.30 109,752 663,413 -10,113
Jun17 170104 1375.40 1383.40 1375.40 1383.40 +20.30 108 475 +104
Sep17 170104 1380.40 1380.40 1380.40 1380.40 +20.30 1 202 +1
Total Volume and Open Interest 109,861 664,170 -10,008
Nikkei 225(CME)
Mar17 170104 19365 19720 19325 19685 +305 6,806 27,613 -592
Jun17 170104 19630 19630 19520 19610 +305 26 25 +25
Total Volume and Open Interest 6,832 27,638 -567
Nikkei 225(SGX)
Mar17 170104 19615 19625 19545 19600 +375 67,408 203,079 -7,952
Jun17 170104 19470 19475 19430 19475 +375 20 321 +3
Sep17 170103 19070 19070 19070 19070 +160 0 5 +0
Total Volume and Open Interest 37,111 215,274 +2,762
Nikkei 225 Mini(JPX)
Mar17 161230 18995 19175 18925 19100 +30 379,895 375,907 -11,304
Jun17 161230 18865 19040 18795 18960 +10 2,034 6,900 -250
Sep17 161230 18850 18985 18755 18910 +10 46 901 -22
Total Volume and Open Interest 407,492 551,318 -6,778
Nikkei 225(JPX)
Mar17 161230 18990 19180 18920 19100 +30 34,703 352,883 -1,896
Jun17 161230 18860 19030 18790 18960 +10 53 18,199 -93
Sep17 161230 18800 18950 18800 18910 +10 1 6,771 -1
Total Volume and Open Interest 34,776 447,453 -1,992
Nikkei 225(CME) Yen
Mar17 170104 19315 19665 19265 19625 +305 25,169 55,547 -3,731
Jun17 170104 19405 19495 19405 19495 +305 0 4 +0
Sep17 170104 19445 19445 19445 19445 +305      
Total Volume and Open Interest 25,169 55,552 -3,731
Nikkei 225(CME) e-Mini Yen
Mar17 170104 19620 19620 19350 19620 +300 0 93 +0
Jun17 170104 19490 19490 19490 19490 +300      
Sep17 170104 19440 19440 19440 19440 +300      
Total Volume and Open Interest 0 93 +0
CAC 40(EURONEXT)
Jan17 170104 4912.5 4918.0 4878.5 4898.5 +0.5 25,556 296,955 -10,465
Feb17 170104 4903.0 4903.0 4885.0 4896.5 +0.5 77 3,806 +56
Mar17 170104 4912.0 4912.0 4875.0 4894.5 +1.0 2,056 10,256 +2,048
Total Volume and Open Interest 27,689 311,079 -8,361
Hang Seng Index(HKFE)
Jan17 170104 22138 22233 22058 22099 -26 74,242 110,919 -1,933
Feb17 170104 22074 22182 22015 22049 -30 1,178 922 +922
Mar17 170104 22082 22175 22019 22052 -29 925 8,421 +293
Total Volume and Open Interest 76,409 123,004 -26,631
DAX(EUREX)
Mar17 170104 11597.0 11617.5 11528.5 11572.5 -6.5 31,665 168,147 +14,613
Jun17 170104 11634.0 11634.0 11560.0 11597.0 -5.5 184 797 -27
Sep17 170104 11585.0 11585.0 11585.0 11585.0 -7.0 1 5 +0
Total Volume and Open Interest 31,850 168,949 +14,586
Mini-DAX(EUREX)
Mar17 170104 11600.0 11616.0 11527.0 11572.5 -6.5 7,938 8,952 +1,227
Jun17 170104 11575.0 11615.0 11570.0 11597.0 -5.5 43 361 +41
Sep17 170104 11585.0 11585.0 11585.0 11585.0 -7.0      
Total Volume and Open Interest 7,981 9,313 +1,268
FT-SE 100(EURONEXT)
Mar17 170104 7129.50 7138.00 7103.50 7120.00 +8.50 0 734,259 -3,932
Jun17 170104 7058.50 7058.50 7047.50 7047.50 +8.50 0 29,326 +9
Sep17 170104 6987.00 6987.00 6987.00 6987.00 +8.50      
Total Volume and Open Interest 0 763,585 -3,923
SPI 200(SFE)
Mar17 170104 5702.0 5718.0 5686.0 5697.0 -5.0 18,182 267,810 +3,285
Jun17 170104 5685.0 5695.0 5681.0 5683.0 -5.0 6 1,429 +3
Sep17 170104 5633.0 5633.0 5633.0 5633.0 -5.0 0 1,670 +0
Total Volume and Open Interest 18,232 271,225 +3,325
FTSE MIB(ISE)
Mar17 170104 19650.00 19690.00 19445.00 19557.00 +16.00 13,847 37,894 +642
Jun17 170104 19170.00 19170.00 19100.00 19152.00 +13.00 2 22 +2
Total Volume and Open Interest 13,849 37,916 +644
KOSPI 200(KFE)
Mar17 170104 263.30 263.35 263.05 263.35 +0.15 85,340 135,393 +748
Jun17 170104 263.90 264.10 263.55 264.05 +0.15 277 4,541 -27
Sep17 170104 265.25 265.25 265.25 265.25 +0.15 10 618 +7
Total Volume and Open Interest 85,678 147,612 +778
GSCI(CME)
Jan17 170104 391.50 396.35 391.00 396.25 +5.80 213 14,604 -152
Feb17 170104 400.00 400.00 400.00 400.00 +6.55      
Mar17 170104 406.10 406.10 406.10 406.10 +6.55      
Total Volume and Open Interest 213 14,604 -152
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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