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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu January 05, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 170105 1005.50 1006.00 998.25 1003.50 -2.75 6,581 6,760 -1,901
Mar17 170105 1014.25 1016.00 1007.50 1012.50 -2.75 90,331 322,713 -885
May17 170105 1022.50 1024.00 1015.75 1021.00 -2.50 20,760 100,899 +1,455
Jul17 170105 1028.75 1030.00 1022.50 1027.75 -2.25 12,332 102,917 +155
Aug17 170105 1025.25 1026.25 1021.25 1025.75 -2.25 926 7,002 -1
Sep17 170105 1008.25 1009.75 1005.50 1009.50 -2.75 773 2,798 -169
Nov17 170105 997.75 998.25 991.75 996.25 -2.50 7,122 78,398 +367
Jan18 170105 999.50 1000.75 996.25 999.75 -2.75 263 3,241 +139
Mar18 170105 994.00 997.00 994.00 997.00 -2.50 77 2,325 -35
May18 170105 995.75 995.75 995.75 995.75 -2.25 79 562 +52
Jul18 170105 996.00 996.25 994.25 996.25 -2.25 109 827 +67
Aug18 170105 989.25 989.25 989.25 989.25 -2.25 0 19 +0
Sep18 170105 979.50 979.50 979.50 979.50 -2.25 0 22 +0
Nov18 170105 967.00 967.25 961.25 963.75 -3.50 47 1,242 +18
Total Volume and Open Interest 139,400 629,759 -738
Soybean Meal(CBOT)
Jan17 170105 314.90 314.90 312.40 314.40 -0.90 2,390 3,933 -1,018
Mar17 170105 318.70 318.70 315.90 318.20 -0.90 34,781 172,784 +150
May17 170105 321.10 321.20 318.30 320.60 -0.90 7,814 51,886 +1,367
Jul17 170105 323.50 323.60 320.90 323.10 -1.20 4,341 51,681 +775
Aug17 170105 320.90 321.90 319.80 321.80 -1.20 429 7,942 +65
Sep17 170105 318.70 319.60 317.40 319.60 -1.40 111 6,003 +16
Oct17 170105 315.40 315.50 313.50 315.50 -1.60 186 5,856 +17
Dec17 170105 316.70 316.70 314.00 316.00 -1.60 1,211 23,117 +180
Jan18 170105 314.00 315.50 314.00 315.50 -1.70 3 915 +1
Mar18 170105 314.40 314.60 312.70 314.60 -1.60 16 1,100 +3
Total Volume and Open Interest 51,285 326,477 +1,556
Soybean Oil(CBOT)
Jan17 170105 34.98 35.17 34.93 35.00 +0.02 3,981 3,671 -1,024
Mar17 170105 35.22 35.43 35.04 35.22 +0.01 45,392 197,876 +691
May17 170105 35.46 35.68 35.29 35.47 +0.02 13,913 72,992 -475
Jul17 170105 35.66 35.89 35.52 35.69 +0.03 5,485 58,525 +292
Aug17 170105 35.65 35.80 35.50 35.65 +0.05 429 7,077 +88
Sep17 170105 35.64 35.64 35.39 35.52 +0.05 375 5,658 -2
Oct17 170105 35.31 35.37 35.08 35.23 +0.06 455 5,306 +43
Dec17 170105 35.17 35.40 35.03 35.22 +0.06 1,806 16,343 -135
Jan18 170105 35.19 35.46 35.19 35.19 +0.06 4 828 +0
Mar18 170105 35.06 35.15 35.06 35.12 +0.05 8 937 -1
Total Volume and Open Interest 71,982 370,118 -445
Canola(WCE)
Jan17 170105 497.7 497.7 497.7 497.7 +0.4 215 598 +0
Mar17 170105 503.6 504.8 501.6 503.6 unch 14,584 116,149 -2,168
May17 170105 510.0 511.3 507.9 510.3 +0.2 2,941 31,361 +543
Jul17 170105 513.7 515.8 512.8 514.9 +0.1 715 16,910 +256
Nov17 170105 493.0 494.5 491.2 493.9 -0.5 348 17,128 +17
Total Volume and Open Interest 18,903 184,230 -1,352
Corn(CBOT)
Mar17 170105 359.50 362.75 358.50 361.25 +1.50 174,702 689,843 +3,568
May17 170105 365.25 368.75 364.50 367.50 +1.75 37,037 177,024 +1,465
Jul17 170105 372.00 375.25 371.00 374.25 +2.00 24,198 178,954 +1,457
Sep17 170105 378.75 381.50 377.75 380.75 +1.75 4,991 60,205 -500
Dec17 170105 386.25 389.50 385.75 388.50 +1.75 11,313 113,678 +750
Mar18 170105 394.50 397.75 394.50 397.00 +1.50 1,026 11,895 +87
May18 170105 400.50 402.75 400.25 402.25 +1.50 35 1,771 +7
Jul18 170105 404.00 406.75 404.00 406.50 +1.50 327 2,235 +252
Sep18 170105 401.75 401.75 401.75 401.75 +1.25 12 957 -7
Dec18 170105 399.75 403.00 399.25 402.50 +2.50 237 7,740 +34
Total Volume and Open Interest 253,886 1,244,604 +7,117
Wheat(CBOT)
Mar17 170105 418.75 427.00 416.25 426.25 +7.75 65,585 266,933 +2,458
May17 170105 429.00 437.00 427.25 436.50 +7.25 22,519 74,830 +2,886
Jul17 170105 441.50 449.75 440.00 449.25 +7.25 13,677 70,390 +886
Sep17 170105 454.50 461.25 452.75 460.75 +6.25 1,622 14,089 +250
Dec17 170105 471.25 476.00 468.50 475.75 +5.00 2,133 25,526 +401
Mar18 170105 484.00 486.50 481.50 486.50 +4.00 269 4,413 +61
Total Volume and Open Interest 105,820 457,848 +6,949
Wheat(KCBT)
Mar17 170105 426.00 436.25 424.25 434.50 +8.00 23,487 121,025 -38
May17 170105 437.25 447.50 435.50 446.00 +8.00 6,908 34,687 +1,356
Jul17 170105 448.25 458.50 447.00 457.00 +7.75 5,401 61,734 +626
Sep17 170105 460.75 471.00 460.75 470.50 +7.25 211 8,290 -5
Dec17 170105 481.00 488.75 478.75 488.00 +6.75 380 10,071 +194
Mar18 170105 493.00 499.00 493.00 498.75 +5.75 127 3,290 -7
May18 170105 499.75 505.75 499.75 505.75 +5.25 67 976 +14
Total Volume and Open Interest 36,582 240,665 +2,140
Wheat(MGE)
Mar17 170105 543.75 551.75 541.75 550.25 +5.75 2,654 33,761 +309
May17 170105 539.50 546.00 538.00 544.75 +4.25 685 13,663 +90
Jul17 170105 542.50 546.75 541.00 545.75 +2.50 432 6,448 +155
Sep17 170105 546.75 550.75 545.75 550.00 +1.75 55 4,856 +16
Dec17 170105 554.50 557.50 553.25 557.50 +1.00 141 3,229 +38
Mar18 170105 560.50 565.00 560.50 565.00 +1.75 77 594 +36
Total Volume and Open Interest 4,044 62,687 +644
Oats(CBOT)
Mar17 170105 238.25 239.50 235.50 236.50 -1.25 598 5,104 +71
May17 170105 237.50 239.50 235.75 236.25 -0.75 95 1,214 +75
Jul17 170105 236.50 238.00 235.25 235.25 -1.50 3 196 +1
Sep17 170105 235.50 235.50 235.50 235.50 -1.25 0 4 +0
Total Volume and Open Interest 704 6,643 +151
Rough Rice(CBOT)
Jan17 170105 9.49 9.51 9.49 9.51 +0.02 73 80 -83
Mar17 170105 9.70 9.90 9.70 9.74 +0.02 400 10,883 +47
May17 170105 9.96 10.06 9.94 9.98 +0.01 262 717 +234
Jul17 170105 10.18 10.18 10.18 10.18 +0.01 0 26 +0
Total Volume and Open Interest 735 11,719 +198
Live Cattle(CME)
Feb17 170105 116.000 116.650 114.785 115.080 -0.600 29,255 115,103 -4,561
Apr17 170105 115.000 115.600 113.900 114.150 -0.580 18,034 81,752 +2,412
Jun17 170105 104.480 105.000 103.680 103.950 -0.350 8,177 65,232 +642
Aug17 170105 100.300 100.750 99.930 100.180 -0.020 4,587 25,904 +288
Oct17 170105 100.180 100.330 99.750 99.980 +0.130 1,875 13,189 +365
Dec17 170105 100.285 100.480 100.035 100.285 +0.150 704 4,703 +67
Total Volume and Open Interest 62,685 306,991 -776
Feeder Cattle(CME)
Jan17 170105 128.900 129.630 128.100 128.250 -0.250 1,748 8,697 -317
Mar17 170105 124.000 124.650 123.580 123.750 unch 4,755 21,030 +395
Apr17 170105 124.000 124.550 123.450 123.635 -0.045 1,536 6,191 +376
May17 170105 123.000 123.650 122.635 122.750 +0.050 854 6,499 +310
Aug17 170105 123.100 123.750 122.730 123.050 +0.100 341 3,175 +24
Sep17 170105 122.135 122.135 121.200 121.680 +0.030 34 300 +3
Oct17 170105 119.580 119.730 119.580 119.730 -0.155 13 79 -1
Total Volume and Open Interest 9,281 45,994 +790
Lean Hogs(CME)
Feb17 170105 64.930 65.600 64.225 64.885 +0.285 22,568 78,351 -2,392
Apr17 170105 68.180 68.500 67.725 68.330 +0.355 11,037 53,810 +1,344
May17 170105 72.600 72.800 72.500 72.635 +0.185 49 1,423 -8
Jun17 170105 76.680 76.980 76.100 76.785 +0.205 4,626 27,466 -30
Jul17 170105 76.200 76.600 75.900 76.550 +0.320 1,652 10,739 +45
Aug17 170105 75.900 76.080 75.400 75.950 +0.200 1,295 14,491 -289
Oct17 170105 65.950 66.100 65.450 65.800 -0.050 355 6,211 +154
Dec17 170105 61.680 61.880 61.350 61.600 unch 85 3,418 +45
Total Volume and Open Interest 41,672 196,202 -1,131
Class III Milk(CME)
Jan17 170105 16.53 16.62 16.48 16.57 +0.05 315 4,431 -10
Feb17 170105 16.74 16.82 16.60 16.70 -0.14 203 4,116 +17
Mar17 170105 17.03 17.03 16.85 16.92 -0.11 326 3,691 -30
Apr17 170105 17.24 17.24 17.05 17.07 -0.18 57 2,887 +10
May17 170105 17.40 17.42 17.25 17.26 -0.19 62 2,762 -5
Jun17 170105 17.59 17.60 17.45 17.46 -0.16 235 2,507 +40
Jul17 170105 17.70 17.70 17.60 17.63 -0.10 18 1,470 +3
Aug17 170105 17.75 17.78 17.67 17.69 -0.11 23 1,486 +17
Sep17 170105 17.80 17.80 17.69 17.71 -0.10 37 1,412 +11
Oct17 170105 17.72 17.72 17.64 17.65 -0.09 17 1,157 +3
Nov17 170105 17.53 17.55 17.50 17.52 -0.06 17 1,214 +2
Dec17 170105 17.25 17.25 17.17 17.19 -0.12 17 1,068 -1
Jan18 170105 16.84 16.85 16.84 16.84 -0.01 0 219 +0
Total Volume and Open Interest 1,345 34,944 +48
Cocoa(ICE)
Mar17 170105 2237 2267 2210 2262 +25 16,980 127,995 -212
May17 170105 2217 2248 2197 2245 +25 6,928 58,745 +905
Jul17 170105 2214 2244 2193 2242 +26 3,769 40,835 +6
Sep17 170105 2222 2255 2205 2253 +28 1,174 18,063 +244
Dec17 170105 2237 2273 2224 2273 +29 511 13,275 -20
Mar18 170105 2254 2290 2238 2290 +32 247 10,464 +122
May18 170105 2296 2302 2296 2302 +31 46 3,820 +43
Total Volume and Open Interest 29,711 277,109 +1,125
Coffee "C"(ICE)
Mar17 170105 142.00 145.45 141.75 143.75 +1.95 17,074 99,760 +824
May17 170105 144.20 147.65 144.15 146.05 +1.95 4,989 42,015 +713
Jul17 170105 146.80 149.90 146.45 148.30 +1.90 2,811 22,151 +304
Sep17 170105 148.85 151.90 148.55 150.35 +1.90 1,393 13,317 +248
Dec17 170105 151.60 154.80 151.60 153.30 +1.90 377 11,162 +64
Mar18 170105 155.90 156.10 155.90 156.10 +1.90 37 2,466 +2
Total Volume and Open Interest 26,708 194,266 +2,152
Orange Juice(ICE)
Jan17 170105 193.70 193.70 189.00 190.90 -5.15 33 123 -12
Mar17 170105 191.30 192.50 188.80 190.30 -3.65 840 11,817 +236
May17 170105 188.75 188.75 186.75 187.90 -3.65 79 793 +15
Jul17 170105 186.40 186.65 185.20 186.55 -3.70 22 296 +3
Sep17 170105 185.80 185.80 185.80 185.80 -3.70 1 32 +0
Nov17 170105 184.10 184.10 184.10 184.10 -3.70 0 3 +0
Total Volume and Open Interest 975 13,065 +242
Sugar #11(ICE)
Mar17 170105 20.89 21.18 20.66 20.78 -0.11 72,702 349,639 -3,204
May17 170105 20.41 20.65 20.21 20.43 +0.02 31,053 165,646 +540
Jul17 170105 19.78 19.99 19.62 19.95 +0.16 21,972 115,359 +779
Oct17 170105 19.29 19.56 19.16 19.54 +0.23 8,565 80,023 +1,621
Mar18 170105 19.00 19.30 18.88 19.29 +0.26 7,611 48,922 +2,907
May18 170105 18.32 18.62 18.20 18.62 +0.25 2,575 18,215 +327
Jul18 170105 17.66 17.97 17.63 17.97 +0.22 2,985 12,825 +860
Oct18 170105 17.32 17.62 17.28 17.62 +0.22 1,217 11,889 +458
Total Volume and Open Interest 149,065 810,483 +4,568
London Cocoa(LCE)
Mar17 170105 1797 1812 1785 1809 +3 10,290 109,652 -311
May17 170105 1821 1824 1799 1823 +3 5,499 69,175 -104
Jul17 170105 1841 1843 1818 1841 +1 2,566 34,341 +106
Sep17 170105 1849 1854 1832 1853 +2 1,679 37,237 +55
Dec17 170105 1860 1865 1841 1864 +5 716 26,994 -96
Mar18 170105 1864 1875 1852 1874 +7 324 17,898 +21
May18 170105 1889 1889 1889 1889 +9 101 4,913 -18
Total Volume and Open Interest 21,229 301,954 -320
London Sugar(LCE)
Mar17 170105 545.00 555.70 545.00 546.50 -3.70 7,417 35,562 -266
May17 170105 540.10 550.10 539.80 543.80 -0.50 3,395 22,271 +155
Aug17 170105 527.70 537.10 527.70 534.10 +1.90 1,114 10,439 -59
Oct17 170105 507.70 515.90 507.70 514.10 +2.10 611 10,389 -50
Dec17 170105 498.50 504.00 497.80 503.80 +4.00 484 3,292 +319
Total Volume and Open Interest 13,355 86,232 +277
Cotton(ICE)
Mar17 170105 74.17 75.37 73.61 73.78 -0.30 12,356 165,235 +565
May17 170105 74.21 75.37 73.64 73.93 -0.29 4,205 41,581 +855
Jul17 170105 74.45 75.40 73.86 74.06 -0.41 2,836 19,252 +495
Oct17 170105 71.54 71.54 71.54 71.54 -0.69 0 36 +0
Dec17 170105 71.39 72.35 71.24 71.47 -0.12 1,669 19,792 -113
Mar18 170105 71.56 71.88 71.04 71.46 -0.05 101 475 +44
Total Volume and Open Interest 21,168 247,158 +1,846
Lumber(CME)
Jan17 170105 315.2 317.0 313.6 315.3 +0.4 326 678 -116
Mar17 170105 327.6 329.9 326.1 328.6 +0.7 409 2,837 +2
May17 170105 336.7 339.5 336.6 336.7 +1.0 13 354 -3
Jul17 170105 345.3 345.3 344.3 345.3 +1.0 0 54 +0
Total Volume and Open Interest 748 3,954 -117
Crude Oil(NYM)
Feb17 170105 53.39 54.12 52.79 53.76 +0.50 727,793 454,577 -2,268
Mar17 170105 54.31 55.06 53.73 54.68 +0.46 239,830 332,322 +5,280
Apr17 170105 55.11 55.86 54.56 55.49 +0.44 114,163 159,544 +3,454
May17 170105 55.67 56.53 55.30 56.17 +0.42 67,826 115,463 +2,565
Jun17 170105 56.38 57.03 55.74 56.68 +0.39 109,109 226,082 -2,290
Jul17 170105 56.70 57.32 56.16 57.01 +0.38 34,956 50,997 +1,128
Aug17 170105 56.66 57.48 56.30 57.19 +0.37 14,409 52,846 +2,019
Sep17 170105 56.96 57.55 56.46 57.30 +0.36 18,500 75,629 +1,860
Oct17 170105 56.84 57.63 56.59 57.35 +0.35 6,136 42,799 +1,160
Nov17 170105 57.09 57.62 56.65 57.39 +0.36 4,155 39,653 +1,125
Dec17 170105 57.08 57.67 56.58 57.43 +0.37 57,944 212,270 +3,079
Jan18 170105 57.08 57.43 56.83 57.39 +0.38 1,313 37,574 -170
Feb18 170105 57.36 57.36 56.82 57.36 +0.40 830 15,075 +13
Mar18 170105 57.32 57.32 56.70 57.32 +0.42 1,431 23,898 +104
Apr18 170105 57.27 57.94 57.27 57.27 +0.43 674 7,762 +211
May18 170105 57.22 57.22 57.22 57.22 +0.44 722 5,678 +19
Total Volume and Open Interest 1,434,526 2,089,324 +24,959
e-miNY Crude Oil(NYM)
Feb17 170105 53.375 54.100 52.775 53.750 +0.500 16,301 2,481 +447
Mar17 170105 54.300 55.050 53.800 54.675 +0.450 556 1,014 -1
Apr17 170105 54.900 55.800 54.600 55.500 +0.450 97 407 -29
May17 170105 56.175 56.175 55.500 56.175 +0.425 59 128 +39
Jun17 170105 56.675 56.675 56.500 56.675 +0.375 22 127 -8
Jul17 170105 57.000 58.000 56.700 57.000 +0.375 26 127 -4
Aug17 170105 56.575 57.200 56.575 57.200 +0.375 24 122 -16
Sep17 170105 57.300 57.300 55.950 57.300 +0.350 18 28 -2
Oct17 170105 57.350 57.350 56.125 57.350 +0.350 12 55 +12
Nov17 170105 57.400 57.400 57.400 57.400 +0.375 0 43 +0
Total Volume and Open Interest 17,125 4,759 +443
NY Harbor ULSD(NYM)
Feb17 170105 168.97 170.55 167.02 169.42 +0.12 70,186 118,522 -4,384
Mar17 170105 170.06 171.94 168.44 170.73 +0.06 36,539 94,269 +3,759
Apr17 170105 170.52 172.57 169.14 171.38 +0.07 22,419 46,725 +1,007
May17 170105 171.45 173.30 169.93 172.18 +0.08 8,912 30,275 +1,217
Jun17 170105 172.15 174.09 170.71 173.01 +0.13 13,958 45,104 -177
Jul17 170105 173.02 174.98 171.83 174.04 +0.15 2,288 10,452 -256
Aug17 170105 175.15 175.88 172.67 175.05 +0.17 1,038 4,605 -8
Sep17 170105 175.42 176.97 173.76 176.12 +0.22 1,633 9,107 +32
Oct17 170105 177.50 177.76 175.69 177.08 +0.24 543 5,418 +2
Nov17 170105 178.06 178.52 176.57 177.91 +0.26 591 4,082 +106
Dec17 170105 177.59 179.35 176.41 178.62 +0.27 3,070 37,682 +66
Jan18 170105 179.80 179.80 179.35 179.44 +0.27 199 3,120 +93
Feb18 170105 179.60 179.72 179.60 179.72 +0.27 17 1,851 +3
Mar18 170105 179.27 179.27 179.27 179.27 +0.29 4 1,045 +0
Total Volume and Open Interest 161,582 427,659 +1,454
RBOB Gasoline(NYM)
Feb17 170105 164.03 165.61 161.20 163.77 -0.82 67,225 136,211 -2,948
Mar17 170105 165.61 167.52 163.26 165.81 -0.50 45,640 85,867 +4,874
Apr17 170105 183.29 185.37 181.38 183.75 -0.29 21,536 46,565 +1,900
May17 170105 184.46 186.37 182.57 184.81 -0.30 10,747 30,528 +1,351
Jun17 170105 183.97 185.87 182.02 184.35 -0.33 7,292 34,403 +602
Jul17 170105 183.32 184.50 180.92 183.04 -0.34 3,568 14,788 +157
Aug17 170105 180.32 182.38 178.91 181.09 -0.38 2,424 5,867 -115
Sep17 170105 177.82 179.73 176.44 178.46 -0.43 1,722 13,442 -358
Oct17 170105 166.20 166.20 164.69 165.39 -0.44 781 4,690 -19
Nov17 170105 162.81 162.81 162.18 162.18 -0.40 948 2,433 +29
Total Volume and Open Interest 167,588 408,719 +6,374
e-miNY RBOB Gasoline(NYM)
Feb17 170105 164.60 164.60 162.20 163.80 -0.79 1 1 +1
Mar17 170105 165.80 165.81 165.80 165.80 -0.51      
Apr17 170105 183.80 183.80 183.75 183.80 -0.24      
May17 170105 184.80 184.81 184.80 184.80 -0.31      
Total Volume and Open Interest 1 1 +1
Natural Gas(NYM)
Feb17 170105 3.260 3.346 3.172 3.273 +0.006 254,134 161,525 -5,895
Mar17 170105 3.236 3.332 3.165 3.268 +0.019 99,836 260,842 -4,661
Apr17 170105 3.195 3.283 3.135 3.226 +0.015 80,080 116,405 -8,681
May17 170105 3.194 3.268 3.135 3.222 +0.013 47,499 111,836 +1,071
Jun17 170105 3.213 3.300 3.164 3.252 +0.013 24,970 41,218 +378
Jul17 170105 3.263 3.330 3.196 3.282 +0.012 20,402 55,194 -1,423
Aug17 170105 3.240 3.327 3.196 3.278 +0.012 9,960 35,705 +1,344
Sep17 170105 3.225 3.303 3.181 3.258 +0.013 8,707 35,297 -323
Oct17 170105 3.244 3.321 3.200 3.277 +0.013 24,292 91,495 -1,059
Nov17 170105 3.292 3.372 3.242 3.321 +0.014 6,928 36,248 +371
Dec17 170105 3.424 3.484 3.360 3.436 +0.017 5,597 36,789 -122
Jan18 170105 3.489 3.565 3.447 3.521 +0.017 8,422 41,171 +535
Feb18 170105 3.457 3.515 3.432 3.480 +0.014 2,495 16,532 -74
Mar18 170105 3.391 3.411 3.339 3.390 +0.011 5,430 38,400 +437
Apr18 170105 2.890 2.906 2.857 2.901 +0.009 4,127 43,022 -1,039
May18 170105 2.846 2.851 2.820 2.850 +0.007 1,568 12,092 -181
Total Volume and Open Interest 609,277 1,231,340 -19,502
Brent Crude Oil(ICE)
Mar17 170105 56.35 57.35 56.01 56.89 +0.43 340,817 608,912 -6,926
Apr17 170105 56.98 57.94 56.61 57.48 +0.39 129,761 241,952 +16,240
May17 170105 57.52 58.43 57.11 57.98 +0.35 62,771 151,142 +4,141
Jun17 170105 57.97 58.83 57.52 58.39 +0.32 88,989 255,617 -3,537
Jul17 170105 58.27 59.07 57.81 58.66 +0.30 28,532 89,119 +615
Aug17 170105 58.43 59.19 57.94 58.81 +0.30 17,034 54,439 +6
Sep17 170105 58.50 59.23 58.02 58.86 +0.29 17,777 71,198 +1,308
Oct17 170105 58.49 59.19 58.01 58.85 +0.29 4,580 34,658 -1,027
Nov17 170105 58.47 59.15 58.05 58.82 +0.29 3,809 27,476 +39
Dec17 170105 58.43 59.13 57.98 58.77 +0.28 56,683 224,861 -300
Jan18 170105 58.71 58.71 58.71 58.71 +0.27 2,216 29,231 +57
Feb18 170105 58.67 58.67 58.67 58.67 +0.27 1,641 20,575 +411
Mar18 170105 58.66 58.66 58.66 58.66 +0.27 1,980 23,841 -2
Apr18 170105 58.64 58.64 58.64 58.64 +0.27 819 16,301 +14
Total Volume and Open Interest 799,916 2,194,242 +18,474
Gas Oil(ICE)
Jan17 170105 492.00 498.25 487.50 488.25 -2.25 63,969 93,340 -2,636
Feb17 170105 497.25 503.50 492.75 493.75 -1.50 110,883 163,889 +13,855
Mar17 170105 500.75 507.50 496.75 498.00 -1.25 72,816 93,014 +3,644
Apr17 170105 503.75 510.50 500.25 501.25 -1.00 34,521 52,491 +3,094
May17 170105 506.25 512.75 503.00 503.75 -1.00 14,913 47,641 +1,720
Jun17 170105 508.50 515.25 505.25 506.00 -1.00 24,392 88,344 +1,638
Jul17 170105 511.25 517.75 508.00 508.75 -0.75 4,808 26,841 +666
Aug17 170105 514.00 520.00 511.00 511.50 -0.75 3,410 16,819 +350
Sep17 170105 516.50 522.50 513.25 514.00 -0.75 5,673 31,416 +1,324
Oct17 170105 519.00 524.75 515.75 516.50 -0.75 3,064 23,371 +203
Total Volume and Open Interest 364,216 836,278 +26,637
Ethanol(CBOT)
Feb17 170105 1.507 1.556 1.507 1.550 +0.043 222 3,847 +0
Mar17 170105 1.520 1.565 1.520 1.561 +0.046 107 707 +8
Apr17 170105 1.532 1.577 1.532 1.577 +0.044 40 692 +1
May17 170105 1.579 1.579 1.513 1.579 +0.044 46 25 +13
Jun17 170105 1.565 1.570 1.565 1.570 +0.044 56 29 +10
Jul17 170105 1.560 1.565 1.560 1.565 +0.039 104 80 +80
Aug17 170105 1.557 1.557 1.510 1.557 +0.037      
Sep17 170105 1.551 1.551 1.551 1.551 +0.032 0 4 +0
Total Volume and Open Interest 581 5,409 +111
WTI Crude Oil(ICE)
Feb17 170105 53.23 54.11 52.79 53.76 +0.50 65,404 58,516 -4,178
Mar17 170105 54.07 55.05 53.77 54.68 +0.46 62,436 100,983 +2,608
Apr17 170105 54.98 55.85 54.59 55.49 +0.44 41,716 30,139 +3,817
May17 170105 55.68 56.52 55.26 56.17 +0.42 14,944 23,039 +556
Jun17 170105 56.11 57.02 55.78 56.68 +0.39 25,404 65,319 +639
Jul17 170105 56.49 57.30 56.12 57.01 +0.38 7,761 18,475 +1,766
Aug17 170105 56.65 57.49 56.33 57.19 +0.37 2,334 13,530 +524
Sep17 170105 57.22 57.35 56.88 57.30 +0.36 3,935 18,506 +68
Oct17 170105 57.27 57.35 57.02 57.35 +0.35 615 4,918 +30
Nov17 170105 57.39 57.39 57.39 57.39 +0.36 460 2,812 -102
Dec17 170105 57.01 57.54 56.87 57.43 +0.37 13,188 80,661 -682
Jan18 170105 57.39 57.39 57.39 57.39 +0.38 64 2,236 +4
Feb18 170105 57.36 57.36 57.36 57.36 +0.40 41 1,374 +9
Mar18 170105 57.32 57.32 57.32 57.32 +0.42 341 3,829 +317
Apr18 170105 57.27 57.27 57.27 57.27 +0.43 33 1,047 +20
May18 170105 57.22 57.22 57.22 57.22 +0.44 0 535 +0
Total Volume and Open Interest 248,456 529,917 +9,682
US Dollar Index(ICE)
Mar17 170105 102.065 102.500 101.295 101.527 -1.183 51,701 83,043 -2,567
Jun17 170105 102.070 102.420 101.240 101.452 -1.198 274 1,604 +118
Sep17 170105 102.015 102.095 101.180 101.327 -1.208 35 287 -5
Total Volume and Open Interest 52,012 84,941 -2,454
Australian Dollar(CME)
Mar17 170105 72.64 73.46 72.62 73.22 +0.70 88,958 103,509 +6,488
Jun17 170105 72.49 73.28 72.47 73.06 +0.70 22 447 +9
Sep17 170105 72.70 73.03 72.53 72.93 +0.70 2 17 +0
Total Volume and Open Interest 88,982 104,009 +6,497
British Pound(CME)
Mar17 170105 123.42 124.50 122.87 124.27 +0.94 122,364 224,484 +9,540
Jun17 170105 123.86 124.79 123.19 124.58 +0.95 122 692 +0
Sep17 170105 123.77 125.02 123.51 124.89 +0.94 5 165 +3
Total Volume and Open Interest 122,491 225,396 +9,543
Canadian Dollar(CME)
Mar17 170105 75.22 75.87 75.17 75.59 +0.42 49,355 95,876 +1,921
Jun17 170105 75.50 75.95 75.27 75.68 +0.42 129 1,836 +45
Sep17 170105 75.84 76.01 75.77 75.77 +0.42 0 484 +0
Dec17 170105 75.89 76.09 75.29 75.89 +0.43 0 533 +0
Total Volume and Open Interest 49,484 98,751 +1,966
Japanese Yen(CME)
Mar17 170105 85.48 87.01 85.38 86.73 +1.46 154,280 219,461 +6,969
Jun17 170105 86.34 87.44 86.21 87.16 +1.47 557 607 +206
Sep17 170105 87.65 87.80 87.59 87.63 +1.49 0 45 +0
Total Volume and Open Interest 154,840 220,120 +7,178
Swiss Franc(CME)
Mar17 170105 98.25 99.49 98.20 99.29 +1.18 30,219 53,350 -620
Jun17 170105 99.61 100.07 99.58 99.91 +1.17 52 96 +12
Sep17 170105 100.55 100.62 100.55 100.55 +1.19 0 4 +0
Total Volume and Open Interest 30,271 53,455 -608
EuroFX(CME)
Mar17 170105 105.16 106.46 105.11 106.22 +1.23 242,830 407,253 +7,562
Jun17 170105 105.70 106.99 105.66 106.77 +1.24 1,394 8,640 -82
Sep17 170105 107.00 107.47 106.22 107.31 +1.24 11 288 +2
Total Volume and Open Interest 244,244 416,239 +7,491
Mexican Peso(CME)
Jan17 170105 464.75 464.75 464.75 464.75 +1.13      
Feb17 170105 462.63 462.63 462.63 462.63 +1.00      
Total Volume and Open Interest 57,209 151,563 +4,067
Brazilian Real(CME)
Feb17 170105 308.00 310.80 307.40 310.10 +2.15 1,087 23,966 +118
Mar17 170105 307.00 308.30 306.70 308.05 +2.05 1,105 7,385 +1,066
Apr17 170105 305.45 305.45 305.45 305.45 +2.30      
May17 170105 303.30 303.30 303.30 303.30 +2.30      
Total Volume and Open Interest 2,192 31,351 +1,184
30-Year T-Bonds(CBOT)
Mar17 170105 150~290 153~000 150~140 152~160 +1~260 311,632 604,566 +2,719
Jun17 170105 150~180 151~130 150~180 151~060 +1~270 0 23 +0
Sep17 170105 151~060 151~060 151~060 151~060 +1~270      
Total Volume and Open Interest 311,632 604,589 +2,719
10-Year T-Notes(CBOT)
Mar17 170105 124~065 125~010 124~035 124~265 +0~230 1,442,195 3,096,529 +8,543
Jun17 170105 123~270 124~120 123~270 124~075 +0~235 42 23 +11
Sep17 170105 124~075 124~075 124~075 124~075 +0~235      
Total Volume and Open Interest 1,442,237 3,096,552 +8,554
5-Year T-Notes(CBOT)
Mar17 170105 117~190 118~032 117~174 117~302 +0~132 837,943 2,957,963 +3,237
Jun17 170105 117~112 117~182 117~040 117~182 +0~136 0 1 +0
Sep17 170105 117~182 117~182 117~182 117~182 +0~136      
Total Volume and Open Interest 837,943 2,957,964 +3,237
2 Year T-Notes(CBOT)
Mar17 170105 108~086 108~126 108~082 108~116 +0~036 305,685 1,139,636 +15,927
Jun17 170105 108~046 108~046 108~046 108~046 +0~036      
Sep17 170105 108~046 108~046 108~046 108~046 +0~036      
Total Volume and Open Interest 305,685 1,139,636 +15,927
Eurodollars(CME)
Mar17 170105 98.940 98.955 98.935 98.940 unch 203,037 1,421,063 -7,544
Jun17 170105 98.785 98.805 98.780 98.790 +0.015 192,410 1,321,375 +15,052
Sep17 170105 98.640 98.675 98.635 98.660 +0.030 217,869 1,188,892 +21,517
Dec17 170105 98.480 98.520 98.465 98.510 +0.045 271,520 1,322,776 +11,805
Mar18 170105 98.365 98.415 98.350 98.405 +0.060 250,999 983,291 -6,218
Jun18 170105 98.245 98.310 98.225 98.295 +0.070 180,370 628,457 +9,659
Sep18 170105 98.135 98.205 98.115 98.190 +0.080 167,188 466,956 +8,667
Dec18 170105 98.010 98.090 97.985 98.075 +0.090 298,403 682,882 +17,840
Mar19 170105 97.935 98.020 97.900 98.000 +0.095 187,949 641,247 +22,797
Jun19 170105 97.860 97.950 97.825 97.930 +0.100 137,841 533,171 +18,332
Sep19 170105 97.785 97.890 97.760 97.865 +0.100 105,744 419,855 +1,738
Dec19 170105 97.715 97.810 97.680 97.785 +0.100 153,195 387,713 +19,527
Mar20 170105 97.670 97.770 97.635 97.740 +0.100 78,971 276,496 +3,173
Jun20 170105 97.620 97.725 97.590 97.695 +0.100 63,372 155,941 -1,196
Sep20 170105 97.570 97.680 97.550 97.650 +0.095 53,649 134,741 +552
Dec20 170105 97.520 97.620 97.495 97.590 +0.090 62,481 157,363 +36
Mar21 170105 97.480 97.580 97.460 97.555 +0.095 36,347 105,488 +1,762
Jun21 170105 97.435 97.540 97.415 97.515 +0.095 34,685 91,219 +2,363
Total Volume and Open Interest 2,808,107 11,315,977 +167,922
Ultra T-Bond(CBOT)
Mar17 170105 160~28 163~26 160~09 163~04 +2~15 119,189 687,738 +2,743
Jun17 170105 160~20 161~28 160~20 161~28 +2~15      
Sep17 170105 161~28 161~28 161~28 161~28 +2~15      
Total Volume and Open Interest 119,189 687,738 +2,743
Ultra 10-Yr T-Note(CBOT)
Mar17 170105 133~305 135~055 133~265 134~275 +0~315 95,668 292,411 +1,036
Jun17 170105 133~255 133~255 133~255 133~255 +0~275      
Sep17 170105 133~255 133~255 133~255 133~255 +0~275      
Total Volume and Open Interest 95,668 292,411 +1,036
30 Day Federal Funds(CBOT)
Jan17 170105 99.353 99.353 99.350 99.353 unch 93,577 147,268 -37,943
Feb17 170105 99.345 99.350 99.345 99.345 unch 26,920 82,719 -2,818
Mar17 170105 99.310 99.320 99.310 99.310 +0.005 9,626 80,818 -344
Apr17 170105 99.285 99.295 99.285 99.290 +0.010 34,300 219,039 +1,694
May17 170105 99.245 99.260 99.245 99.245 +0.005 13,943 67,669 +402
Jun17 170105 99.180 99.195 99.180 99.180 +0.010 3,559 19,483 +218
Total Volume and Open Interest 288,093 882,307 -10,139
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 170104 99.95 99.95 99.95 99.95 unch      
Jun17 170104 99.95 99.95 99.95 99.95 unch      
Sep17 170104 99.95 99.95 99.95 99.95 unch      
Dec17 170104 99.95 99.95 99.95 99.95 unch      
Mar18 170104 99.96 99.96 99.96 99.96 unch      
Jun18 170104 99.82 99.82 99.82 99.82 unch      
Sep18 170104 99.68 99.68 99.68 99.68 unch      
Dec18 170104 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest      
Japanese Govt Bonds(SGX)
Mar17 170104 150.24 150.33 149.98 150.06 -0.27 1,252 14,496 +241
Jun17 170104 150.03 150.03 150.03 150.03 -0.27      
Sep17 170104 150.03 150.03 150.03 150.03 -0.27      
Total Volume and Open Interest 1,252 14,496 +241
Euro-Buxl(EUREX)
Mar17 170105 171.00 172.34 169.16 171.82 +1.70 59,527 209,833 -5,963
Jun17 170105 167.00 169.78 167.00 169.78 +1.64 38 21 +10
Sep17 170105 167.74 167.92 164.80 167.92 +1.70 11 6 -2
Total Volume and Open Interest 59,576 209,860 -5,955
Euro-Bund(EUREX)
Mar17 170105 163.51 163.74 162.81 163.54 +0.35 833,032 1,900,276 -61,741
Jun17 170105 160.11 160.29 159.63 160.29 +0.33 952 2,093 +816
Sep17 170105 160.29 160.29 160.29 160.29 +0.33      
Total Volume and Open Interest 833,984 1,902,369 -60,925
Euro-Bobl(EUREX)
Mar17 170105 133.60 133.66 133.32 133.45 -0.10 504,290 1,451,758 +9,632
Jun17 170105 131.22 131.26 131.22 131.26 -0.08 4 1,009 +0
Sep17 170105 131.26 131.26 131.26 131.26 -0.08      
Total Volume and Open Interest 504,294 1,452,767 +9,632
Euro-Schatz(EUREX)
Mar17 170105 112.35 112.36 112.24 112.26 -0.07 224,697 1,389,855 +25,446
Jun17 170105 112.10 112.10 112.06 112.06 -0.05 154 1,470 +401
Sep17 170105 112.06 112.06 112.06 112.06 -0.05      
Total Volume and Open Interest 224,851 1,391,325 +25,847
3-Mth Euribor(EUREX)
Mar17 170105 100.320 100.320 100.320 100.320 +0.005 203 3,870 +0
Jun17 170105 100.300 100.300 100.300 100.300 unch 206 33,465 +2
Sep17 170105 100.285 100.285 100.280 100.280 unch 9 4,247 +2
Total Volume and Open Interest 434 71,205 +202
Long Gilt(LIFFE)
Mar17 170105 124~26 125~11 124~07 124~30 +0~04 190,469 603,717 +8,406
Jun17 170105 124~00 124~00 123~28 124~00 +0~04      
Total Volume and Open Interest 190,469 603,717 +8,406
3-Mth Short Sterling(LIFFE)
Mar17 170105 99.61 99.61 99.60 99.61 +0.00 64,832 359,758 +2,100
Jun17 170105 99.58 99.60 99.57 99.59 +0.01 55,671 396,825 +5,350
Sep17 170105 99.55 99.58 99.54 99.56 +0.01 41,983 261,244 +3,294
Dec17 170105 99.51 99.54 99.50 99.52 +0.01 53,131 300,424 -2,147
Mar18 170105 99.46 99.50 99.45 99.48 +0.01 49,057 184,984 +302
Jun18 170105 99.41 99.45 99.40 99.43 +0.01 46,570 179,204 +3,712
Total Volume and Open Interest 547,719 2,274,763 +13,666
3-Mth Euribor(LIFFE)
Mar17 170105 100.315 100.320 100.310 100.320 +0.005 48,384 373,087 -2,228
Jun17 170105 100.295 100.305 100.295 100.300 unch 82,837 383,183 -2,336
Sep17 170105 100.280 100.290 100.275 100.285 unch 63,299 334,655 +1,907
Total Volume and Open Interest 978,390 3,139,284 +89,510
3-Mth Aus T-Bills(SFE)
Mar17 170105 98.16 98.19 98.16 98.19 +0.02 6,554 196,577 -652
Jun17 170105 98.12 98.15 98.12 98.15 +0.02 15,834 237,290 -11,494
Sep17 170105 98.06 98.10 98.05 98.10 +0.03 6,409 154,670 -2,631
Dec17 170105 97.98 98.02 97.97 98.02 +0.04 5,937 169,836 -10,764
Mar18 170105 97.89 97.93 97.88 97.93 +0.04 3,983 91,309 -1,775
Jun18 170105 97.80 97.85 97.80 97.85 +0.04 1,663 72,094 -75
Sep18 170105 97.71 97.75 97.70 97.75 +0.04 1,352 46,703 -820
Dec18 170105 97.61 97.66 97.61 97.66 +0.04 874 24,068 +327
Mar19 170105 97.58 97.58 97.57 97.58 +0.05 33 6,472 +9
Jun19 170105 97.44 97.49 97.44 97.49 +0.04 39 3,298 +0
Total Volume and Open Interest 42,760 1,004,320 -27,914
10-Year Aus T-Bonds(SFE)
Mar17 170105 97.17 97.24 97.16 97.22 +0.05 32,042 884,209 -12,251
Jun17 170105 97.22 97.22 97.22 97.22 +0.05      
Total Volume and Open Interest 32,042 884,209 -12,251
3-Year Aus T-Bonds(SFE)
Mar17 170105 97.93 97.99 97.93 97.98 +0.04 64,716 863,680 -5,162
Jun17 170105 97.98 97.98 97.98 97.98 +0.04      
Total Volume and Open Interest 64,716 863,680 -5,162
Gold(CMX)
Feb17 170105 1164.6 1185.9 1163.6 1181.3 +16.0 229,177 280,620 -2,251
Apr17 170105 1166.8 1188.3 1166.6 1184.1 +16.0 16,601 59,513 +3,428
Jun17 170105 1169.5 1190.8 1169.5 1186.7 +16.0 4,424 36,574 -131
Aug17 170105 1180.0 1193.3 1179.4 1189.4 +16.0 815 11,255 -52
Oct17 170105 1182.7 1195.0 1182.7 1192.1 +16.0 212 3,228 -5
Dec17 170105 1178.3 1198.2 1178.3 1194.7 +15.9 3,088 22,050 +217
Feb18 170105 1193.5 1197.4 1193.5 1197.4 +15.6 11 210 -5
Apr18 170105 1200.4 1200.4 1200.4 1200.4 +15.4 0 163 +0
Jun18 170105 1203.6 1203.6 1187.1 1203.6 +15.3 41 4,227 +20
Aug18 170105 1207.3 1207.3 1207.3 1207.3 +15.3 0 6 +0
Oct18 170105 1211.0 1211.0 1211.0 1211.0 +15.3 0 3 +0
Dec18 170105 1213.7 1214.8 1213.7 1214.8 +15.3 3 2,082 -2
Total Volume and Open Interest 254,650 424,673 +1,319
Silver(CMX)
Mar17 170105 1649.5 1676.0 1645.5 1663.7 +8.5 81,143 133,581 -221
May17 170105 1654.0 1680.5 1654.0 1669.2 +8.5 5,054 15,453 -1,200
Jul17 170105 1667.5 1683.5 1667.5 1674.2 +8.5 705 6,320 +38
Sep17 170105 1681.0 1681.0 1679.1 1679.1 +8.4 197 1,502 +98
Dec17 170105 1679.5 1697.0 1679.5 1686.4 +8.2 565 5,560 +258
Mar18 170105 1695.2 1695.2 1695.2 1695.2 +8.2 0 14 +0
May18 170105 1699.5 1699.5 1699.5 1699.5 +8.2 0 5 +0
Total Volume and Open Interest 87,779 163,812 -975
Platinum(NYMEX)
Jan17 170105 952.0 973.4 950.9 972.1 +28.8 306 332 -14
Apr17 170105 946.9 980.0 944.2 976.0 +28.8 22,163 60,673 +1,171
Jul17 170105 950.6 983.1 950.0 979.9 +29.0 164 2,551 +85
Oct17 170105 958.0 983.6 958.0 982.3 +28.7 6 230 +0
Total Volume and Open Interest 22,792 64,102 +1,158
Palladium(NYMEX)
Mar17 170105 739.00 750.00 727.55 738.20 -0.60 6,297 23,777 +642
Jun17 170105 746.25 748.45 728.20 738.35 -0.65 88 695 +29
Sep17 170105 739.50 739.50 739.50 739.50 -0.70 2 2 +1
Total Volume and Open Interest 6,391 24,483 +671
Copper(CMX)
Mar17 170105 255.70 258.85 253.05 253.75 -1.90 68,378 143,674 -636
May17 170105 256.20 259.50 253.80 254.50 -1.85 3,363 27,635 +629
Jul17 170105 257.30 259.95 254.70 255.25 -1.75 775 21,503 -175
Sep17 170105 257.55 259.60 255.50 255.75 -1.65 576 6,893 +146
Dec17 170105 257.90 257.90 255.60 256.15 -1.50 96 9,988 +11
Total Volume and Open Interest 74,278 223,874 -235
E-mini DJIA Index(CBOT)
Mar17 170105 19865 19872 19733 19821 -35 151,885 138,474 +1,155
Jun17 170105 19810 19810 19690 19759 -35 38 206 -18
Sep17 170105 19707 19707 19707 19707 -35      
Dec17 170105 19665 19665 19665 19665 -35 0 1 +0
Total Volume and Open Interest 151,923 138,681 +1,137
S & P 500(CME)
Mar17 170105 2264.50 2264.70 2259.30 2264.30 unch 5,896 64,288 +799
Jun17 170105 2258.50 2259.50 2247.50 2258.50 unch 348 1,918 +30
Sep17 170105 2254.10 2255.10 2243.10 2254.10 unch 10 27 -8
Dec17 170105 2249.30 2250.30 2238.30 2249.30 unch      
Total Volume and Open Interest 6,254 66,233 +821
S & P 500 E-Mini(Globex)
Mar17 170105 2264.50 2266.00 2254.00 2264.25 unch 1,810,351 2,799,661 +12,605
Jun17 170105 2259.00 2260.00 2248.75 2258.50 unch 2,292 12,196 +1,250
Sep17 170105 2251.00 2254.00 2245.00 2254.00 unch 58 157 -24
Dec17 170105 2240.00 2249.25 2240.00 2249.25 unch 0 72 +0
Total Volume and Open Interest 1,812,701 2,812,086 +13,831
NASDAQ 100 E-Mini(Globex)
Mar17 170105 4934.80 4964.30 4920.50 4962.00 +28.50 215,983 229,247 +3,923
Jun17 170105 4929.30 4963.30 4921.50 4961.00 +28.50 148 307 +47
Sep17 170105 4963.80 4963.80 4934.00 4963.80 +28.50 0 55 +0
Total Volume and Open Interest 216,131 229,623 +3,970
S&P Midcap 400(CME) e-Mini
Mar17 170105 1690.80 1693.60 1674.60 1681.70 -12.40 19,936 95,876 -81
Jun17 170105 1673.90 1673.90 1673.90 1673.90 -12.40 0 1 +0
Sep17 170105 1672.50 1672.50 1672.50 1672.50 -12.40      
Total Volume and Open Interest 19,936 95,877 -81
Volatility Index(CBOE)
Jan17 170105 13.20 13.59 13.00 13.03 -0.15 96,159 187,044 -9,639
Feb17 170105 14.95 15.25 14.79 14.83 -0.15 63,360 104,119 +2,854
Mar17 170105 16.30 16.50 16.15 16.18 -0.09 15,959 35,643 +1,546
Apr17 170105 17.30 17.50 17.18 17.18 -0.10 9,075 23,264 -273
Total Volume and Open Interest 194,236 396,142 -3,356
Russell 2000 Mini(ICE)
Mar17 170105 1385.00 1386.70 1363.40 1370.60 -15.80 159,251 659,684 -3,729
Jun17 170105 1370.00 1374.80 1367.60 1367.60 -15.80 2 475 +0
Sep17 170105 1364.60 1364.60 1364.60 1364.60 -15.80 1 202 +0
Total Volume and Open Interest 159,254 660,441 -3,729
Nikkei 225(CME)
Mar17 170105 19675 19705 19420 19480 -205 10,413 28,231 +618
Jun17 170105 19535 19570 19410 19410 -200 0 25 +0
Total Volume and Open Interest 10,413 28,256 +618
Nikkei 225(SGX)
Mar17 170105 19445 19540 19400 19470 -130 16,803 198,853 -4,226
Jun17 170105 19295 19355 19285 19345 -130 0 321 +0
Sep17 170104 19445 19445 19445 19445 +375 0 5 +0
Total Volume and Open Interest 67,478 211,508 -3,766
Nikkei 225 Mini(JPX)
Mar17 170104 19070 19635 19000 19630 +530 663,541 373,386 -2,521
Jun17 170104 18930 19500 18875 19500 +540 3,499 7,674 +774
Sep17 170104 19000 19445 18840 19440 +530 210 950 +49
Total Volume and Open Interest 705,344 559,346 +8,028
Nikkei 225(JPX)
Mar17 170104 19070 19640 19000 19630 +530 53,729 353,678 +795
Jun17 170104 18930 19500 18880 19500 +540 259 18,275 +76
Sep17 170104 18870 19440 18870 19440 +530 15 6,768 -3
Total Volume and Open Interest 54,017 448,320 +867
Nikkei 225(CME) Yen
Mar17 170105 19620 19650 19360 19425 -200 37,844 59,202 +3,655
Jun17 170105 19355 19355 19290 19290 -205 0 4 +0
Sep17 170105 19240 19240 19240 19240 -205      
Total Volume and Open Interest 37,844 59,207 +3,655
Nikkei 225(CME) e-Mini Yen
Mar17 170105 19430 19430 19350 19430 -190 1 93 +0
Jun17 170105 19290 19290 19290 19290 -200      
Sep17 170105 19240 19240 19240 19240 -200      
Total Volume and Open Interest 1 93 +0
CAC 40(EURONEXT)
Jan17 170105 4890.0 4905.0 4873.5 4900.0 +1.5 90,432 310,219 +13,264
Feb17 170105 4896.5 4898.0 4888.5 4898.0 +1.5 468 3,830 +24
Mar17 170105 4884.5 4898.0 4877.0 4896.0 +1.5 41 9,984 -272
Total Volume and Open Interest 90,941 324,095 +13,016
Hang Seng Index(HKFE)
Jan17 170105 22100 22494 22079 22484 +385 78,680 107,826 -3,093
Feb17 170105 22040 22448 22040 22438 +389 350 1,032 +110
Mar17 170105 22091 22450 22091 22439 +387 715 8,342 -79
Total Volume and Open Interest 79,796 119,942 -3,062
DAX(EUREX)
Mar17 170105 11548.0 11602.0 11529.5 11570.5 -2.0 80,378 161,341 -6,806
Jun17 170105 11568.0 11622.5 11563.0 11594.0 -3.0 243 785 -12
Sep17 170105 11585.5 11585.5 11585.5 11585.5 +0.5 0 5 +0
Total Volume and Open Interest 80,621 162,131 -6,818
Mini-DAX(EUREX)
Mar17 170105 11550.0 11602.0 11530.0 11570.5 -2.0 21,189 9,030 +78
Jun17 170105 11568.0 11617.0 11560.0 11594.0 -3.0 95 338 -23
Sep17 170105 11585.5 11585.5 11585.5 11585.5 +0.5      
Total Volume and Open Interest 21,284 9,368 +55
FT-SE 100(EURONEXT)
Mar17 170105 7133.50 7148.00 7107.50 7124.00 +4.00 120,168 740,511 +6,252
Jun17 170105 7053.00 7062.50 7050.00 7051.50 +4.00 33 29,310 -16
Sep17 170105 6991.00 6991.00 6991.00 6991.00 +4.00      
Total Volume and Open Interest 120,201 769,821 +6,236
SPI 200(SFE)
Mar17 170105 5696.0 5726.0 5690.0 5716.0 +19.0 27,110 266,270 -1,540
Jun17 170105 5698.0 5702.0 5697.0 5702.0 +19.0 17 1,435 +6
Sep17 170105 5652.0 5652.0 5652.0 5652.0 +19.0 0 1,670 +0
Total Volume and Open Interest 27,138 269,681 -1,544
FTSE MIB(ISE)
Mar17 170105 19535.00 19690.00 19505.00 19570.00 +13.00 26,472 36,244 -1,650
Jun17 170105 19230.00 19245.00 19163.00 19163.00 +11.00 12 24 +2
Total Volume and Open Interest 26,484 36,268 -1,648
KOSPI 200(KFE)
Mar17 170105 262.60 262.70 262.50 262.65 -0.70 89,599 136,692 +1,299
Jun17 170105 254.05 263.95 254.05 263.00 -1.05 366 4,616 +75
Sep17 170105 264.50 264.50 264.50 264.50 -0.75 0 729 +111
Total Volume and Open Interest 89,969 149,101 +1,489
GSCI(CME)
Jan17 170105 398.10 400.20 394.60 398.10 +1.85 433 14,984 +380
Feb17 170105 401.65 401.65 401.65 401.65 +1.65      
Mar17 170105 407.75 407.75 407.75 407.75 +1.65      
Total Volume and Open Interest 433 14,984 +380
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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