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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon January 09, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan17 170109 986.25 996.75 986.00 996.50 +10.50 2,991 4,190 -1,113
Mar17 170109 994.75 1006.00 993.50 1005.25 +10.50 61,979 322,753 -1,506
May17 170109 1003.75 1015.00 1002.50 1014.25 +10.75 12,345 99,964 +1,104
Jul17 170109 1011.00 1022.50 1010.00 1021.75 +11.00 11,823 101,418 +869
Aug17 170109 1010.25 1021.00 1008.75 1020.25 +10.75 592 7,238 +89
Sep17 170109 995.75 1006.50 994.25 1006.00 +11.25 480 3,080 +19
Nov17 170109 982.25 994.50 981.25 993.75 +11.25 5,995 79,325 +472
Jan18 170109 987.00 998.25 987.00 998.00 +11.25 273 3,425 +109
Mar18 170109 986.00 995.50 985.75 994.75 +10.50 116 2,354 +23
May18 170109 994.00 994.00 994.00 994.00 +10.75 17 562 +0
Jul18 170109 990.00 995.00 990.00 995.00 +10.50 52 805 -12
Aug18 170109 988.25 988.25 988.25 988.25 +10.50 0 19 +0
Sep18 170109 978.25 978.25 978.25 978.25 +10.50 0 22 +0
Nov18 170109 953.00 962.50 953.00 962.50 +8.50 41 1,253 +4
Total Volume and Open Interest 96,704 626,442 +58
Soybean Meal(CBOT)
Jan17 170109 307.30 310.40 307.00 309.80 +2.30 1,130 2,398 -593
Mar17 170109 311.20 314.60 310.80 313.90 +2.60 35,502 176,960 -39
May17 170109 314.00 317.20 313.50 316.70 +2.60 14,841 54,901 +2,103
Jul17 170109 317.40 320.00 316.40 319.40 +2.20 6,284 52,164 +288
Aug17 170109 315.70 318.70 315.30 318.30 +2.20 779 8,113 -57
Sep17 170109 313.80 316.50 313.80 316.40 +2.40 757 6,295 +237
Oct17 170109 309.80 312.70 309.30 312.70 +2.70 301 6,138 +14
Dec17 170109 310.50 313.70 309.90 313.30 +3.00 1,392 23,935 +279
Jan18 170109 311.80 313.10 311.20 313.10 +3.00 95 927 +15
Mar18 170109 310.60 311.70 310.60 311.70 +2.80 300 1,268 +168
Total Volume and Open Interest 61,440 334,401 +2,458
Soybean Oil(CBOT)
Jan17 170109 34.77 35.27 34.77 35.27 +0.50 2,338 1,712 -952
Mar17 170109 35.01 35.51 34.89 35.49 +0.51 54,839 197,928 -223
May17 170109 35.26 35.76 35.16 35.74 +0.50 18,274 74,541 +3,638
Jul17 170109 35.47 35.98 35.44 35.96 +0.52 9,175 61,350 +2,314
Aug17 170109 35.41 35.95 35.38 35.92 +0.51 766 7,735 +138
Sep17 170109 35.29 35.79 35.29 35.79 +0.50 599 5,916 +109
Oct17 170109 35.00 35.50 35.00 35.50 +0.50 262 5,554 -7
Dec17 170109 35.15 35.52 34.99 35.50 +0.49 1,327 16,996 +55
Jan18 170109 35.10 35.48 35.10 35.48 +0.49 10 1,037 -3
Mar18 170109 35.01 35.46 35.01 35.46 +0.52 18 1,029 -3
Total Volume and Open Interest 87,636 374,916 +5,073
Canola(WCE)
Jan17 170109 493.0 493.0 493.0 493.0 +0.9 0 196 -250
Mar17 170109 498.8 500.4 495.2 499.2 +0.9 8,995 111,668 -2,337
May17 170109 506.6 507.0 502.0 505.9 +0.9 2,164 31,646 -114
Jul17 170109 511.3 511.5 506.5 510.3 +0.7 798 16,703 +92
Nov17 170109 490.0 490.9 486.0 489.9 +1.1 386 17,513 +234
Total Volume and Open Interest 12,348 179,816 -2,370
Corn(CBOT)
Mar17 170109 359.00 360.75 355.25 360.00 +2.00 194,539 677,366 -13,355
May17 170109 365.75 367.75 362.00 367.00 +2.25 66,734 176,294 +1,478
Jul17 170109 372.50 374.50 369.25 374.00 +2.50 56,607 182,426 +6,804
Sep17 170109 378.50 381.25 376.00 380.25 +2.50 10,262 60,661 +430
Dec17 170109 386.00 389.00 384.00 387.50 +2.00 13,956 115,589 +368
Mar18 170109 394.25 397.75 392.75 396.00 +2.00 656 11,947 -57
May18 170109 400.00 402.00 398.00 401.25 +1.75 24 1,786 +4
Jul18 170109 404.75 407.00 402.75 405.75 +2.00 50 2,262 +6
Sep18 170109 398.50 401.75 397.25 400.75 +1.50 0 1,001 +0
Dec18 170109 401.50 403.00 399.25 402.00 +1.75 356 7,733 -60
Total Volume and Open Interest 343,213 1,237,396 -4,363
Wheat(CBOT)
Mar17 170109 424.75 428.25 421.00 427.25 +4.00 86,772 264,395 -4,321
May17 170109 436.25 441.00 432.75 440.00 +5.25 19,081 77,322 +2,334
Jul17 170109 449.25 454.50 445.75 454.00 +5.75 15,745 73,759 +2,111
Sep17 170109 461.00 467.25 458.25 466.75 +6.25 4,108 14,733 +215
Dec17 170109 476.00 482.50 473.50 482.00 +6.00 4,342 26,265 +233
Mar18 170109 487.00 493.00 485.75 493.00 +5.75 218 4,441 +0
Total Volume and Open Interest 130,361 462,626 +599
Wheat(KCBT)
Mar17 170109 433.50 439.25 431.50 438.50 +5.00 27,841 119,728 -266
May17 170109 445.00 450.75 442.75 450.25 +5.25 6,325 34,050 -869
Jul17 170109 456.25 462.50 454.50 461.75 +5.25 9,306 60,738 -1,018
Sep17 170109 471.00 476.25 468.75 475.75 +5.50 737 8,441 +49
Dec17 170109 487.75 494.00 486.25 493.75 +6.00 1,307 10,604 +253
Mar18 170109 501.00 504.50 498.00 504.50 +5.50 232 3,259 -19
May18 170109 511.25 511.25 511.25 511.25 +4.75 47 976 -2
Total Volume and Open Interest 45,830 238,374 -1,876
Wheat(MGE)
Mar17 170109 551.00 560.00 551.00 559.75 +7.00 6,687 32,804 -636
May17 170109 547.00 553.75 546.25 553.50 +6.50 3,378 13,294 -307
Jul17 170109 545.50 551.00 545.25 550.75 +4.50 1,913 7,132 +506
Sep17 170109 550.00 553.25 549.75 553.25 +3.00 685 4,975 +7
Dec17 170109 558.25 560.00 557.25 559.75 +1.50 692 3,272 +25
Mar18 170109 563.75 565.75 563.50 565.75 +0.75 111 622 +45
Total Volume and Open Interest 13,466 62,241 -360
Oats(CBOT)
Mar17 170109 228.25 232.00 225.00 225.50 -2.50 314 4,812 +25
May17 170109 230.50 231.00 225.00 225.00 -3.00 43 1,241 +13
Jul17 170109 224.50 226.75 224.50 225.00 -0.50 11 210 +5
Sep17 170109 226.25 226.25 226.25 226.25 +1.00 0 4 +0
Total Volume and Open Interest 369 6,393 +44
Rough Rice(CBOT)
Jan17 170109 9.46 9.46 9.46 9.46 +0.02 20 34 -24
Mar17 170109 9.67 9.72 9.59 9.69 +0.02 490 10,950 +50
May17 170109 9.86 9.95 9.84 9.93 +0.02 17 719 -1
Jul17 170109 10.13 10.13 10.13 10.13 +0.02 0 26 +0
Total Volume and Open Interest 527 11,742 +25
Live Cattle(CME)
Feb17 170109 115.000 116.680 114.100 116.535 +1.705 24,514 109,717 -2,630
Apr17 170109 114.285 116.180 113.450 115.980 +1.780 16,218 87,004 +3,258
Jun17 170109 103.930 105.535 103.300 105.300 +1.320 7,141 66,453 +502
Aug17 170109 100.200 101.330 99.550 101.150 +0.920 3,765 27,046 +745
Oct17 170109 100.000 101.300 99.450 101.050 +0.950 1,121 13,648 +256
Dec17 170109 100.385 101.580 99.900 101.450 +0.900 560 4,999 +221
Total Volume and Open Interest 53,546 310,144 +2,471
Feeder Cattle(CME)
Jan17 170109 128.435 129.650 127.250 129.285 +0.960 1,942 7,249 -455
Mar17 170109 124.035 125.930 122.930 125.500 +1.700 3,115 22,103 +373
Apr17 170109 123.830 125.535 122.785 125.100 +1.400 1,194 6,646 +225
May17 170109 123.200 124.930 122.150 124.580 +1.600 678 7,087 +155
Aug17 170109 123.400 125.330 122.500 124.980 +1.630 255 3,284 +44
Sep17 170109 121.535 123.535 121.150 123.050 +1.100 29 333 +17
Oct17 170109 120.580 120.580 120.580 120.580 +0.580 4 80 +1
Total Volume and Open Interest 7,218 46,806 +361
Lean Hogs(CME)
Feb17 170109 64.135 64.135 62.550 63.750 -0.235 16,295 74,112 -1,772
Apr17 170109 68.180 68.500 67.035 68.385 +0.185 10,176 57,499 +2,029
May17 170109 72.730 73.850 72.330 73.850 +0.850 39 1,546 +1
Jun17 170109 77.100 77.885 76.400 77.750 +0.550 5,408 29,204 +1,200
Jul17 170109 76.900 77.230 76.035 77.180 +0.350 1,417 11,321 +240
Aug17 170109 75.535 76.500 75.230 76.450 +0.520 1,412 14,420 -104
Oct17 170109 65.080 66.180 64.680 66.100 +0.920 223 6,508 +87
Dec17 170109 61.300 62.200 61.080 62.100 +0.520 102 3,668 +71
Total Volume and Open Interest 35,076 198,769 +1,754
Class III Milk(CME)
Jan17 170109 16.62 16.64 16.58 16.62 unch 204 4,459 -17
Feb17 170109 16.98 17.19 16.98 17.14 +0.15 347 4,107 -5
Mar17 170109 17.13 17.37 17.13 17.29 +0.20 427 3,691 -11
Apr17 170109 17.22 17.47 17.21 17.41 +0.23 299 2,931 +29
May17 170109 17.35 17.50 17.35 17.46 +0.17 164 2,795 +32
Jun17 170109 17.53 17.64 17.49 17.64 +0.10 96 2,586 +32
Jul17 170109 17.67 17.78 17.67 17.76 +0.07 49 1,507 +13
Aug17 170109 17.69 17.78 17.69 17.77 +0.04 57 1,527 +33
Sep17 170109 17.77 17.83 17.77 17.82 +0.02 71 1,457 +43
Oct17 170109 17.73 17.73 17.73 17.73 unch 39 1,217 +37
Nov17 170109 17.55 17.56 17.55 17.55 unch 73 1,302 +66
Dec17 170109 17.24 17.28 17.24 17.28 +0.08 36 1,114 +33
Jan18 170109 16.90 16.90 16.90 16.90 +0.06 0 224 +0
Total Volume and Open Interest 1,862 29,682 +285
Cocoa(ICE)
Mar17 170109 2215 2216 2141 2184 -77 17,562 126,497 -499
May17 170109 2204 2204 2126 2168 -76 6,396 59,569 +311
Jul17 170109 2203 2203 2128 2167 -75 2,083 40,577 -209
Sep17 170109 2212 2212 2142 2178 -74 697 18,578 -21
Dec17 170109 2221 2221 2168 2201 -71 421 13,162 -219
Mar18 170109 2235 2235 2182 2216 -71 397 10,532 +94
May18 170109 2239 2239 2203 2227 -71 2 3,702 +1
Total Volume and Open Interest 27,559 276,527 -541
Coffee "C"(ICE)
Mar17 170109 142.15 146.50 140.75 144.20 +1.35 21,046 96,426 -1,808
May17 170109 144.60 148.70 143.15 146.55 +1.40 7,127 41,418 -374
Jul17 170109 146.55 151.00 145.50 148.85 +1.40 3,741 22,864 +619
Sep17 170109 148.55 152.50 147.60 150.95 +1.45 1,060 13,387 +68
Dec17 170109 151.45 155.45 150.40 153.95 +1.50 272 11,295 +100
Mar18 170109 155.00 156.75 155.00 156.75 +1.50 3 2,527 -25
Total Volume and Open Interest 33,249 191,306 -1,420
Orange Juice(ICE)
Jan17 170109 186.00 186.00 181.90 181.90 -3.65 79 46 -75
Mar17 170109 183.20 185.60 178.00 179.15 -3.65 574 11,824 -50
May17 170109 181.50 182.00 176.85 177.35 -3.85 67 847 +7
Jul17 170109 180.00 180.00 176.50 176.55 -3.80 37 329 +24
Sep17 170109 176.20 176.20 176.20 176.20 -3.70 0 32 +0
Nov17 170109 174.75 174.75 174.75 174.75 -3.70 0 3 +0
Total Volume and Open Interest 757 13,082 -94
Sugar #11(ICE)
Mar17 170109 20.74 20.75 20.36 20.42 -0.33 64,033 345,027 -1,002
May17 170109 20.40 20.44 20.17 20.23 -0.18 32,213 164,380 +1,415
Jul17 170109 19.90 19.96 19.76 19.86 -0.06 23,940 122,437 +3,251
Oct17 170109 19.51 19.60 19.40 19.55 unch 12,020 80,181 +314
Mar18 170109 19.25 19.40 19.22 19.36 +0.03 5,239 51,396 +1,782
May18 170109 18.66 18.72 18.57 18.71 +0.05 1,654 17,844 +61
Jul18 170109 17.97 18.07 17.92 18.07 +0.07 780 13,211 +568
Oct18 170109 17.57 17.68 17.57 17.68 +0.10 434 12,255 +151
Total Volume and Open Interest 140,691 815,007 +6,755
London Cocoa(LCE)
Mar17 170109 1821 1821 1752 1781 -40 8,887 111,502 +271
May17 170109 1830 1830 1769 1796 -37 3,238 69,374 +607
Jul17 170109 1847 1847 1793 1817 -33 2,720 34,494 +103
Sep17 170109 1856 1856 1809 1832 -30 776 36,990 +58
Dec17 170109 1867 1867 1824 1845 -29 883 27,252 +109
Mar18 170109 1877 1877 1835 1855 -29 575 17,761 -200
May18 170109 1877 1878 1850 1869 -29 8 4,911 -1
Total Volume and Open Interest 17,087 304,027 +947
London Sugar(LCE)
Mar17 170109 543.40 544.90 537.00 538.20 -5.20 7,213 33,937 -935
May17 170109 541.40 543.40 536.70 538.00 -3.60 4,637 23,533 +985
Aug17 170109 531.70 535.40 530.40 531.80 -0.60 1,336 10,345 +35
Oct17 170109 513.00 516.00 512.90 514.40 +1.60 506 10,493 +63
Dec17 170109 505.00 506.40 505.00 505.70 +2.90 150 3,602 +98
Total Volume and Open Interest 13,935 86,314 +320
Cotton(ICE)
Mar17 170109 73.99 74.18 72.81 72.99 -1.00 27,776 175,563 +2,105
May17 170109 74.29 74.44 73.24 73.44 -0.85 9,059 41,255 +535
Jul17 170109 74.50 74.67 73.69 73.88 -0.65 3,513 20,342 +403
Oct17 170109 70.83 70.83 70.83 70.83 -0.71 11 35 -1
Dec17 170109 71.57 71.59 70.71 70.84 -0.73 1,665 19,993 +107
Mar18 170109 71.60 71.60 70.79 70.96 -0.72 169 683 +114
Total Volume and Open Interest 42,215 258,660 +3,265
Lumber(CME)
Jan17 170109 310.1 312.6 304.1 304.8 -8.1 194 492 -103
Mar17 170109 324.1 327.6 320.7 322.1 -6.1 254 2,837 -6
May17 170109 333.7 336.0 329.7 330.4 -5.7 7 348 -3
Jul17 170109 339.7 339.7 339.7 339.7 -5.0 0 54 +0
Total Volume and Open Interest 455 3,762 -112
Crude Oil(NYM)
Feb17 170109 53.75 53.83 51.76 51.96 -2.03 517,362 441,948 -9,131
Mar17 170109 54.60 54.73 52.67 52.87 -2.00 150,609 338,702 +4,270
Apr17 170109 55.47 55.54 53.51 53.72 -1.96 45,844 154,638 -1,917
May17 170109 56.19 56.21 54.28 54.47 -1.90 25,560 118,567 +1,281
Jun17 170109 56.74 56.75 54.87 55.05 -1.83 50,147 226,989 +3,244
Jul17 170109 57.01 57.05 55.25 55.43 -1.78 11,151 58,023 -33
Aug17 170109 57.17 57.21 55.50 55.67 -1.73 5,388 53,368 +328
Sep17 170109 57.33 57.37 55.71 55.83 -1.68 9,201 80,233 +1,026
Oct17 170109 56.71 56.71 55.83 55.94 -1.63 3,832 42,258 -138
Nov17 170109 57.39 57.39 55.91 56.02 -1.60 3,827 41,322 +187
Dec17 170109 57.53 57.54 55.93 56.09 -1.57 42,905 213,603 +1,502
Jan18 170109 57.35 57.36 56.00 56.09 -1.54 2,196 37,727 +291
Feb18 170109 56.03 56.10 56.03 56.10 -1.50 850 15,456 +272
Mar18 170109 56.39 56.39 55.76 56.11 -1.46 1,893 24,701 +657
Apr18 170109 56.11 56.11 56.11 56.11 -1.42 674 7,556 -154
May18 170109 56.11 56.11 56.11 56.11 -1.38 530 6,629 +127
Total Volume and Open Interest 893,826 2,104,746 +3,939
e-miNY Crude Oil(NYM)
Feb17 170109 53.725 53.825 51.750 51.950 -2.050 11,492 2,223 -82
Mar17 170109 54.675 54.725 52.675 52.875 -2.000 350 1,045 +6
Apr17 170109 55.000 55.000 53.500 53.725 -1.950 69 387 -24
May17 170109 55.300 55.300 54.475 54.475 -1.900 29 178 +16
Jun17 170109 55.700 55.775 55.050 55.050 -1.825 24 141 -10
Jul17 170109 55.825 55.825 55.425 55.425 -1.775 20 143 +8
Aug17 170109 56.325 56.325 55.675 55.675 -1.725 7 116 -4
Sep17 170109 56.225 56.225 55.825 55.825 -1.675 4 24 -4
Oct17 170109 55.950 55.950 55.950 55.950 -1.625 0 55 +0
Nov17 170109 56.025 56.025 56.025 56.025 -1.600 20 33 -20
Total Volume and Open Interest 12,042 4,560 -134
NY Harbor ULSD(NYM)
Feb17 170109 170.11 170.31 163.38 163.76 -6.56 58,585 109,537 -5,432
Mar17 170109 171.10 171.46 164.73 165.11 -6.55 39,510 97,690 +842
Apr17 170109 171.85 171.95 165.45 165.82 -6.49 21,680 48,371 -171
May17 170109 172.06 172.57 166.36 166.66 -6.42 10,086 30,425 -424
Jun17 170109 173.13 173.13 167.12 167.51 -6.34 12,037 43,926 -30
Jul17 170109 172.54 172.54 168.43 168.59 -6.24 1,736 10,400 +120
Aug17 170109 172.87 172.87 169.49 169.65 -6.15 1,243 4,649 -171
Sep17 170109 174.62 174.62 170.62 170.77 -6.03 813 8,860 +6
Oct17 170109 173.57 173.57 171.63 171.76 -5.91 758 5,429 +105
Nov17 170109 175.33 175.33 172.51 172.64 -5.79 477 4,157 +67
Dec17 170109 176.59 176.59 172.85 173.45 -5.69 3,328 38,534 +496
Jan18 170109 177.10 177.10 174.35 174.35 -5.59 118 3,085 -17
Feb18 170109 174.72 174.72 174.72 174.72 -5.49 31 1,868 +1
Mar18 170109 174.37 174.37 174.37 174.37 -5.39 7 1,061 +1
Total Volume and Open Interest 150,799 423,142 -4,787
RBOB Gasoline(NYM)
Feb17 170109 162.97 163.37 156.67 157.07 -6.33 56,855 130,613 -3,304
Mar17 170109 165.08 165.66 159.34 159.72 -6.12 46,201 90,596 +3,445
Apr17 170109 183.58 183.74 178.00 178.39 -5.82 25,498 50,012 +2,120
May17 170109 184.70 184.70 179.32 179.56 -5.73 14,251 31,723 +1,029
Jun17 170109 184.22 184.22 178.81 179.11 -5.66 8,995 35,606 +291
Jul17 170109 181.59 181.59 177.54 177.78 -5.60 3,513 15,227 +304
Aug17 170109 179.20 179.20 175.29 175.70 -5.58 2,416 5,818 +195
Sep17 170109 176.29 176.29 172.65 172.97 -5.54 1,734 13,303 -95
Oct17 170109 162.11 162.11 159.78 159.91 -5.33 726 5,035 +56
Nov17 170109 159.20 159.20 156.54 156.54 -5.31 426 2,493 +49
Total Volume and Open Interest 164,075 414,663 +4,375
e-miNY RBOB Gasoline(NYM)
Feb17 170109 157.10 157.10 157.07 157.10 -6.30 2 3 +2
Mar17 170109 159.70 159.72 159.70 159.70 -6.14      
Apr17 170109 178.40 178.40 178.39 178.40 -5.81      
May17 170109 179.60 179.60 179.56 179.60 -5.69      
Total Volume and Open Interest 2 3 +2
Natural Gas(NYM)
Feb17 170109 3.253 3.275 3.098 3.103 -0.182 208,432 177,888 +11,247
Mar17 170109 3.260 3.283 3.110 3.113 -0.175 84,512 265,091 +1,688
Apr17 170109 3.232 3.247 3.103 3.106 -0.150 60,054 113,957 +64
May17 170109 3.242 3.255 3.110 3.114 -0.147 43,752 109,386 -3,158
Jun17 170109 3.284 3.284 3.150 3.153 -0.142 18,269 42,329 +1,602
Jul17 170109 3.313 3.318 3.187 3.191 -0.136 14,374 56,583 +1,221
Aug17 170109 3.296 3.311 3.192 3.195 -0.131 8,377 36,386 +614
Sep17 170109 3.297 3.297 3.176 3.180 -0.128 9,439 36,917 +354
Oct17 170109 3.310 3.318 3.195 3.199 -0.127 27,751 89,409 -1,011
Nov17 170109 3.360 3.360 3.243 3.248 -0.123 8,417 34,877 -943
Dec17 170109 3.455 3.455 3.366 3.368 -0.117 7,289 36,926 -134
Jan18 170109 3.565 3.565 3.455 3.459 -0.113 12,487 41,053 -550
Feb18 170109 3.504 3.504 3.417 3.423 -0.100 3,990 16,308 +4
Mar18 170109 3.410 3.410 3.328 3.337 -0.089 8,019 38,520 -660
Apr18 170109 2.901 2.911 2.843 2.851 -0.060 5,264 44,195 +512
May18 170109 2.834 2.834 2.799 2.806 -0.041 1,798 12,297 +602
Total Volume and Open Interest 526,522 1,249,577 +11,324
Brent Crude Oil(ICE)
Mar17 170109 56.81 57.00 54.74 54.94 -2.16 269,612 598,922 -4,913
Apr17 170109 57.75 57.75 55.36 55.56 -2.12 121,353 252,270 +7,145
May17 170109 57.99 58.06 55.88 56.09 -2.08 70,747 158,056 +2,109
Jun17 170109 58.46 58.46 56.31 56.53 -2.04 82,151 255,905 +3,593
Jul17 170109 58.71 58.71 56.61 56.83 -2.01 21,203 84,029 -2,857
Aug17 170109 58.81 58.81 56.79 57.01 -1.97 12,554 55,992 +500
Sep17 170109 58.82 58.91 56.88 57.08 -1.95 12,605 72,445 +533
Oct17 170109 58.72 58.80 56.90 57.10 -1.92 6,149 34,957 +182
Nov17 170109 58.76 58.78 56.90 57.09 -1.91 4,821 29,477 +1,181
Dec17 170109 58.79 58.82 56.85 57.07 -1.87 49,092 225,035 -416
Jan18 170109 57.64 57.64 57.04 57.04 -1.85 2,301 29,099 -213
Feb18 170109 57.70 57.70 57.01 57.01 -1.83 2,252 21,537 +244
Mar18 170109 57.18 57.50 57.01 57.01 -1.81 2,218 24,083 +253
Apr18 170109 56.99 56.99 56.99 56.99 -1.80 393 16,376 -19
Total Volume and Open Interest 697,640 2,213,781 +13,264
Gas Oil(ICE)
Jan17 170109 495.25 496.00 476.75 483.00 -10.25 50,252 66,795 -17,835
Feb17 170109 501.00 501.50 481.50 488.25 -10.50 95,534 179,199 +10,620
Mar17 170109 505.25 505.25 486.00 492.25 -11.00 58,267 107,487 +4,440
Apr17 170109 508.50 508.50 489.25 495.50 -11.00 16,388 59,052 +1,739
May17 170109 510.25 510.50 491.75 498.00 -11.00 8,453 48,497 +786
Jun17 170109 513.00 513.00 494.00 500.25 -10.75 21,912 92,364 +1,698
Jul17 170109 514.25 515.00 499.50 503.00 -10.75 5,779 25,766 -1,079
Aug17 170109 516.75 517.50 506.00 506.00 -10.50 3,415 17,894 +748
Sep17 170109 519.25 520.00 506.00 508.75 -10.25 5,298 33,078 +1,401
Oct17 170109 520.25 520.25 510.25 511.25 -10.00 2,074 24,225 +551
Total Volume and Open Interest 285,985 858,227 +6,303
Ethanol(CBOT)
Feb17 170109 1.563 1.563 1.522 1.524 -0.027 594 3,827 -25
Mar17 170109 1.575 1.575 1.536 1.540 -0.023 115 692 +34
Apr17 170109 1.565 1.565 1.555 1.556 -0.023 32 829 +17
May17 170109 1.559 1.568 1.559 1.564 -0.017 0 25 +0
Jun17 170109 1.563 1.563 1.555 1.555 -0.017 10 29 +0
Jul17 170109 1.557 1.557 1.550 1.550 -0.017 10 120 -10
Aug17 170109 1.549 1.549 1.542 1.542 -0.017 0 40 +0
Sep17 170109 1.536 1.536 1.536 1.536 -0.017 0 4 +0
Total Volume and Open Interest 797 5,614 +52
WTI Crude Oil(ICE)
Feb17 170109 53.77 53.81 51.75 51.96 -2.03 35,586 56,371 -309
Mar17 170109 54.69 54.71 52.67 52.87 -2.00 43,533 104,333 +3,515
Apr17 170109 55.44 55.47 53.52 53.72 -1.96 22,917 28,274 -2,079
May17 170109 56.11 56.12 54.35 54.47 -1.90 9,651 23,933 +1,397
Jun17 170109 56.59 56.59 54.92 55.05 -1.83 13,722 63,794 -1,191
Jul17 170109 56.16 56.16 55.31 55.43 -1.78 2,232 18,034 -87
Aug17 170109 56.47 56.47 55.67 55.67 -1.73 2,193 13,344 -170
Sep17 170109 56.63 56.63 55.77 55.83 -1.68 1,876 18,729 +267
Oct17 170109 56.67 56.67 55.94 55.94 -1.63 718 4,997 -53
Nov17 170109 56.02 56.02 56.02 56.02 -1.60 313 2,954 +2
Dec17 170109 56.82 56.82 56.00 56.09 -1.57 11,112 82,105 +1,401
Jan18 170109 56.09 56.09 56.09 56.09 -1.54 109 2,339 -21
Feb18 170109 56.10 56.10 56.10 56.10 -1.50 55 1,372 +37
Mar18 170109 56.11 56.11 56.11 56.11 -1.46 178 3,881 +42
Apr18 170109 56.11 56.11 56.11 56.11 -1.42 52 1,047 +0
May18 170109 56.11 56.11 56.11 56.11 -1.38 0 558 +0
Total Volume and Open Interest 150,629 531,663 +4,077
US Dollar Index(ICE)
Mar17 170109 102.245 102.490 101.845 101.910 -0.300 60,274 80,546 -1,643
Jun17 170109 102.160 102.370 101.790 101.845 -0.295 343 1,433 -32
Sep17 170109 102.200 102.200 101.620 101.720 -0.295 24 311 +15
Total Volume and Open Interest 60,663 82,324 -1,639
Australian Dollar(CME)
Mar17 170109 72.83 73.63 72.82 73.48 +0.55 107,981 102,271 -2,840
Jun17 170109 72.90 73.46 72.69 73.32 +0.55 44 454 -8
Sep17 170109 73.05 73.19 72.74 73.19 +0.55 2 17 -1
Total Volume and Open Interest 108,027 102,778 -2,849
British Pound(CME)
Mar17 170109 122.72 122.88 121.40 121.78 -1.15 142,945 219,767 -1,283
Jun17 170109 123.10 123.18 121.74 122.10 -1.15 86 681 -9
Sep17 170109 122.44 123.00 122.09 122.44 -1.14 14 172 +7
Total Volume and Open Interest 143,045 220,675 -1,285
Canadian Dollar(CME)
Mar17 170109 75.56 75.83 75.37 75.65 +0.06 72,667 88,108 -3,790
Jun17 170109 75.65 75.91 75.47 75.74 +0.07 213 1,903 +46
Sep17 170109 75.95 75.98 75.59 75.83 +0.06 1 483 -1
Dec17 170109 75.92 76.07 75.76 75.94 +0.06 0 532 +0
Total Volume and Open Interest 72,881 91,048 -3,745
Japanese Yen(CME)
Mar17 170109 85.58 86.45 85.29 86.38 +0.71 266,589 205,208 -10,957
Jun17 170109 85.95 86.87 85.73 86.81 +0.71 5,147 5,345 +4,532
Sep17 170109 87.21 87.29 86.20 87.29 +0.72 4 47 +2
Total Volume and Open Interest 271,748 210,619 -6,415
Swiss Franc(CME)
Mar17 170109 98.63 98.94 98.40 98.92 +0.36 32,125 52,072 -1,809
Jun17 170109 99.32 99.54 99.03 99.54 +0.35 4 96 +0
Sep17 170109 100.21 100.21 99.75 100.21 +0.38 0 4 +0
Total Volume and Open Interest 32,129 52,177 -1,809
EuroFX(CME)
Mar17 170109 105.60 106.12 105.40 106.07 +0.46 281,509 410,961 +265
Jun17 170109 106.09 106.66 105.95 106.61 +0.45 1,017 8,769 +95
Sep17 170109 106.90 107.19 106.50 107.16 +0.46 16 321 +2
Total Volume and Open Interest 282,546 420,112 +364
Mexican Peso(CME)
Jan17 170109 467.63 467.63 467.63 467.63 -3.38      
Feb17 170109 465.50 465.50 465.50 465.50 -3.25      
Total Volume and Open Interest 119,073 160,595 +3,509
Brazilian Real(CME)
Feb17 170109 308.80 311.20 308.05 310.65 +2.45 2,063 25,061 +919
Mar17 170109 308.10 308.90 307.20 308.50 +2.30 636 8,016 +626
Apr17 170109 305.90 305.90 305.90 305.90 +2.45      
May17 170109 303.65 303.65 303.65 303.65 +2.30      
Total Volume and Open Interest 2,699 33,077 +1,545
30-Year T-Bonds(CBOT)
Mar17 170109 151~230 152~290 151~170 152~230 +0~300 338,168 614,490 +12,966
Jun17 170109 150~110 151~210 150~110 151~160 +1~010 16 28 +6
Sep17 170109 151~160 151~160 151~160 151~160 +1~010      
Total Volume and Open Interest 338,184 614,518 +12,972
10-Year T-Notes(CBOT)
Mar17 170109 124~125 124~275 124~075 124~250 +0~120 1,882,843 3,101,861 +11,770
Jun17 170109 123~300 124~080 123~300 124~065 +0~125 1,581 1,631 +1,560
Sep17 170109 124~065 124~065 124~065 124~065 +0~125      
Total Volume and Open Interest 1,884,424 3,103,492 +13,330
5-Year T-Notes(CBOT)
Mar17 170109 117~202 117~282 117~172 117~272 +0~066 1,016,679 2,993,235 +34,244
Jun17 170109 117~154 117~154 117~154 117~154 +0~070 187 161 +160
Sep17 170109 117~154 117~154 117~154 117~154 +0~070      
Total Volume and Open Interest 1,016,866 2,993,396 +34,404
2 Year T-Notes(CBOT)
Mar17 170109 108~092 108~114 108~082 108~112 +0~020 349,342 1,163,662 +11,714
Jun17 170109 108~042 108~042 108~042 108~042 +0~020      
Sep17 170109 108~042 108~042 108~042 108~042 +0~020      
Total Volume and Open Interest 349,342 1,163,662 +11,714
Eurodollars(CME)
Mar17 170109 98.925 98.930 98.920 98.925 unch 405,295 1,364,404 -51,305
Jun17 170109 98.765 98.775 98.760 98.770 unch 294,146 1,353,704 +12,562
Sep17 170109 98.630 98.645 98.620 98.640 +0.010 317,463 1,226,961 +29,806
Dec17 170109 98.465 98.490 98.455 98.485 +0.015 440,126 1,342,919 -311
Mar18 170109 98.340 98.375 98.330 98.365 +0.020 387,038 972,215 -8,730
Jun18 170109 98.215 98.255 98.200 98.245 +0.025 307,770 670,310 +20,176
Sep18 170109 98.105 98.145 98.085 98.140 +0.030 242,689 489,236 +12,138
Dec18 170109 97.980 98.030 97.955 98.025 +0.035 419,241 751,580 +45,400
Mar19 170109 97.900 97.960 97.880 97.950 +0.040 253,099 647,551 +8,859
Jun19 170109 97.830 97.890 97.810 97.885 +0.045 198,643 525,893 -3,508
Sep19 170109 97.770 97.830 97.740 97.825 +0.050 145,171 417,177 +601
Dec19 170109 97.690 97.755 97.660 97.745 +0.050 229,325 393,620 +13,544
Mar20 170109 97.650 97.715 97.625 97.705 +0.050 119,233 286,195 -4,164
Jun20 170109 97.605 97.670 97.580 97.665 +0.055 82,972 164,638 +4,453
Sep20 170109 97.560 97.630 97.540 97.625 +0.060 64,849 139,868 +1,184
Dec20 170109 97.510 97.580 97.485 97.570 +0.060 94,536 162,362 -809
Mar21 170109 97.475 97.545 97.450 97.535 +0.060 50,726 98,080 +5,026
Jun21 170109 97.440 97.505 97.410 97.500 +0.060 45,516 91,627 +987
Total Volume and Open Interest 4,222,211 11,507,798 +93,110
Ultra T-Bond(CBOT)
Mar17 170109 161~26 163~14 161~18 163~01 +1~02 129,570 691,983 +447
Jun17 170109 161~26 161~26 161~26 161~26 +1~02 1 1 +1
Sep17 170109 161~26 161~26 161~26 161~26 +1~02      
Total Volume and Open Interest 129,571 691,984 +448
Ultra 10-Yr T-Note(CBOT)
Mar17 170109 134~090 134~315 134~040 134~275 +0~170 127,086 290,999 -1,918
Jun17 170109 133~255 133~255 133~255 133~255 +0~170      
Sep17 170109 133~255 133~255 133~255 133~255 +0~170      
Total Volume and Open Interest 127,086 290,999 -1,918
30 Day Federal Funds(CBOT)
Jan17 170109 99.353 99.353 99.353 99.353 unch 25,432 147,744 +3,261
Feb17 170109 99.345 99.350 99.345 99.345 unch 3,842 82,564 -323
Mar17 170109 99.305 99.310 99.300 99.310 +0.005 12,607 86,337 +2,647
Apr17 170109 99.280 99.290 99.280 99.285 +0.005 40,159 219,145 +5,065
May17 170109 99.230 99.240 99.230 99.240 +0.005 17,348 69,653 +3,450
Jun17 170109 99.165 99.175 99.165 99.170 unch 7,471 22,094 +2,400
Total Volume and Open Interest 174,360 914,942 +27,836
Japanese Govt Bonds(SGX)
Mar17 170105 150.07 150.22 150.00 150.13 +0.07 311 13,881 -615
Jun17 170105 150.10 150.10 150.10 150.10 +0.07      
Sep17 170105 150.10 150.10 150.10 150.10 +0.07      
Total Volume and Open Interest 311 13,881 -615
Euro-Buxl(EUREX)
Mar17 170109 169.40 170.74 168.34 169.56 -0.26 64,748 204,694 -8,709
Jun17 170109 167.46 168.58 166.80 167.50 -0.26 19 17 +0
Sep17 170109 165.20 166.48 165.00 165.42 -0.50 14 13 +3
Total Volume and Open Interest 64,781 204,724 -8,706
Euro-Bund(EUREX)
Mar17 170109 162.70 163.33 162.47 162.95 +0.11 1,019,510 1,938,063 -148,733
Jun17 170109 159.89 160.08 159.76 159.76 +0.14 967 3,432 +380
Sep17 170109 160.30 160.30 160.30 160.30 +0.68      
Total Volume and Open Interest 1,020,477 1,941,495 -148,353
Euro-Bobl(EUREX)
Mar17 170109 133.31 133.44 133.27 133.37 +0.05 665,177 1,486,468 -44,363
Jun17 170109 131.18 131.18 131.18 131.18 +0.05 8 1,015 -1
Sep17 170109 131.18 131.18 131.18 131.18 +0.05      
Total Volume and Open Interest 665,185 1,487,483 -44,364
Euro-Schatz(EUREX)
Mar17 170109 112.25 112.28 112.25 112.27 +0.01 466,220 1,481,036 -93,800
Jun17 170109 112.06 112.07 112.06 112.06 +0.01 21,622 26,420 +3,781
Sep17 170109 112.06 112.06 112.06 112.06 +0.01      
Total Volume and Open Interest 487,842 1,507,456 -90,019
3-Mth Euribor(EUREX)
Mar17 170109 100.320 100.320 100.320 100.320 unch 0 3,865 -5
Jun17 170109 100.305 100.305 100.305 100.305 unch 2 33,463 +0
Sep17 170109 100.290 100.290 100.285 100.290 +0.005 4 4,252 +5
Total Volume and Open Interest 129 71,508 +198
Long Gilt(LIFFE)
Mar17 170109 124~06 124~30 124~05 124~19 +0~08 209,522 608,608 -5,231
Jun17 170109 123~21 123~21 123~21 123~21 +0~08      
Total Volume and Open Interest 209,522 608,608 -5,231
3-Mth Short Sterling(LIFFE)
Mar17 170109 99.61 99.61 99.61 99.61 -0.00 15,564 359,746 -168
Jun17 170109 99.58 99.60 99.58 99.58 -0.01 44,751 394,602 -1,644
Sep17 170109 99.55 99.57 99.54 99.55 unch 56,301 264,162 +2,521
Dec17 170109 99.51 99.53 99.50 99.52 +0.01 59,941 295,571 -2,829
Mar18 170109 99.45 99.49 99.44 99.47 +0.01 70,834 179,373 -3,070
Jun18 170109 99.39 99.44 99.39 99.43 +0.02 59,747 175,401 +412
Total Volume and Open Interest 664,938 2,296,876 +20,173
3-Mth Euribor(LIFFE)
Mar17 170109 100.320 100.320 100.315 100.320 +0.005 38,747 361,549 -7,069
Jun17 170109 100.305 100.310 100.300 100.305 +0.005 58,038 385,297 +6,446
Sep17 170109 100.280 100.295 100.280 100.290 +0.005 133,532 330,446 -2,794
Total Volume and Open Interest 1,049,884 3,198,777 +20,169
3-Mth Aus T-Bills(SFE)
Mar17 170109 98.18 98.19 98.18 98.19 unch 8,084 192,500 -3,453
Jun17 170109 98.15 98.17 98.14 98.15 -0.01 14,533 246,197 -1,434
Sep17 170109 98.10 98.11 98.08 98.09 -0.02 22,056 149,519 -3,296
Dec17 170109 98.04 98.05 98.00 98.01 -0.03 14,707 178,956 -1,093
Mar18 170109 97.95 97.97 97.92 97.93 -0.03 10,231 99,389 +5,000
Jun18 170109 97.87 97.88 97.83 97.84 -0.03 4,544 73,842 +1,221
Sep18 170109 97.79 97.80 97.75 97.76 -0.03 3,619 46,129 -800
Dec18 170109 97.70 97.72 97.66 97.68 -0.03 552 25,593 -189
Mar19 170109 97.63 97.63 97.60 97.60 -0.03 506 6,992 +191
Jun19 170109 97.52 97.52 97.52 97.52 -0.03 6 3,197 -5
Total Volume and Open Interest 78,838 1,024,417 -3,858
10-Year Aus T-Bonds(SFE)
Mar17 170109 97.29 97.30 97.20 97.20 -0.08 96,030 911,796 +16,661
Jun17 170109 97.20 97.20 97.20 97.20 -0.08      
Total Volume and Open Interest 96,030 911,796 +16,661
3-Year Aus T-Bonds(SFE)
Mar17 170109 98.02 98.04 97.95 97.96 -0.06 98,524 872,058 -3,865
Jun17 170109 97.96 97.96 97.96 97.96 -0.06      
Total Volume and Open Interest 98,524 872,058 -3,865
Gold(CMX)
Feb17 170109 1172.9 1186.4 1172.2 1184.9 +11.5 272,124 277,267 +1,730
Apr17 170109 1176.0 1189.3 1175.8 1187.9 +11.6 19,402 68,604 +4,609
Jun17 170109 1179.0 1192.0 1178.0 1190.7 +11.7 2,079 36,319 +49
Aug17 170109 1188.9 1193.5 1187.2 1193.4 +11.7 348 11,460 +132
Oct17 170109 1194.4 1196.2 1194.4 1196.2 +11.7 227 2,849 +58
Dec17 170109 1187.0 1200.3 1187.0 1199.0 +11.8 1,905 22,957 +12
Feb18 170109 1196.7 1202.0 1196.7 1202.0 +11.9 1,929 2,028 +1,620
Apr18 170109 1205.2 1205.2 1205.2 1205.2 +11.9 0 163 +0
Jun18 170109 1208.5 1208.5 1208.5 1208.5 +11.9 35 4,223 +0
Aug18 170109 1212.2 1212.2 1212.2 1212.2 +11.9 0 6 +0
Oct18 170109 1216.0 1216.0 1216.0 1216.0 +11.9 0 5 +0
Dec18 170109 1219.2 1219.9 1219.2 1219.9 +11.9 3 2,121 +0
Total Volume and Open Interest 299,019 431,823 +8,215
Silver(CMX)
Mar17 170109 1652.0 1673.5 1645.5 1668.3 +16.4 67,641 134,337 +548
May17 170109 1654.5 1679.0 1653.0 1673.9 +16.5 1,917 16,349 +619
Jul17 170109 1664.0 1681.0 1659.5 1679.3 +16.9 249 6,392 +34
Sep17 170109 1673.0 1685.5 1673.0 1684.8 +17.4 36 1,532 -14
Dec17 170109 1680.0 1694.5 1680.0 1692.3 +17.5 200 5,585 +57
Mar18 170109 1701.1 1701.1 1701.1 1701.1 +17.5 0 30 +0
May18 170109 1705.4 1705.4 1705.4 1705.4 +17.5 0 5 +0
Total Volume and Open Interest 70,144 165,537 +1,172
Platinum(NYMEX)
Jan17 170109 970.3 979.9 965.0 978.5 +12.0 242 130 -106
Apr17 170109 973.2 986.0 968.3 982.6 +12.0 22,783 59,988 -633
Jul17 170109 975.3 988.7 974.2 986.6 +12.1 123 2,823 +29
Oct17 170109 991.9 991.9 989.0 989.0 +12.1 21 229 -3
Total Volume and Open Interest 23,260 63,388 -749
Palladium(NYMEX)
Mar17 170109 756.40 768.95 754.55 757.15 -1.20 8,360 24,385 +317
Jun17 170109 764.55 769.00 757.05 757.75 -0.80 223 826 +108
Sep17 170109 758.50 758.50 758.50 758.50 -1.20 0 2 +0
Total Volume and Open Interest 8,586 25,225 +428
Copper(CMX)
Mar17 170109 254.40 255.05 251.95 253.85 -0.75 67,495 145,973 -1,685
May17 170109 255.15 255.65 252.80 254.70 -0.65 5,954 29,261 +1,452
Jul17 170109 255.80 256.25 253.75 255.40 -0.65 1,686 21,429 -298
Sep17 170109 256.25 256.70 254.30 255.95 -0.60 934 6,671 -209
Dec17 170109 256.80 256.80 254.70 256.35 -0.60 404 10,031 +19
Total Volume and Open Interest 77,335 228,221 -691
E-mini DJIA Index(CBOT)
Mar17 170109 19887 19922 19816 19828 -69 108,860 132,870 -3,434
Jun17 170109 19855 19860 19760 19770 -70 45 229 +25
Sep17 170109 19718 19718 19718 19718 -70      
Dec17 170109 19676 19676 19676 19676 -70 0 1 +0
Total Volume and Open Interest 108,905 133,100 -3,409
S & P 500(CME)
Mar17 170109 2272.00 2274.00 2264.40 2265.00 -6.50 6,842 62,093 -406
Jun17 170109 2259.20 2259.20 2256.70 2259.20 -6.50 457 1,763 -112
Sep17 170109 2254.70 2254.70 2252.20 2254.70 -6.50 0 21 -5
Dec17 170109 2249.90 2249.90 2247.40 2249.90 -6.50      
Total Volume and Open Interest 7,299 63,877 -523
S & P 500 E-Mini(Globex)
Mar17 170109 2271.25 2275.25 2263.50 2265.00 -6.50 1,324,035 2,807,328 +2,499
Jun17 170109 2265.75 2269.25 2258.00 2259.25 -6.50 6,209 17,296 +3,282
Sep17 170109 2263.50 2263.50 2254.00 2254.75 -6.50 53 141 -21
Dec17 170109 2253.75 2253.75 2250.00 2250.00 -6.50 2 71 +0
Total Volume and Open Interest 1,330,299 2,824,836 +5,760
NASDAQ 100 E-Mini(Globex)
Mar17 170109 5004.50 5029.50 5002.50 5022.00 +18.00 169,565 216,170 -2,845
Jun17 170109 5005.30 5029.00 5005.00 5021.30 +17.50 91 284 -16
Sep17 170109 5020.00 5024.00 5020.00 5024.00 +17.50 0 55 +0
Total Volume and Open Interest 169,656 216,523 -2,861
S&P Midcap 400(CME) e-Mini
Mar17 170109 1678.10 1681.40 1665.70 1668.10 -11.30 14,242 97,141 -849
Jun17 170109 1660.50 1672.70 1660.50 1660.50 -11.10 0 1 +0
Sep17 170109 1659.10 1659.10 1659.10 1659.10 -11.10      
Total Volume and Open Interest 14,242 97,142 -849
Volatility Index(CBOE)
Jan17 170109 12.85 13.20 12.73 12.93 +0.05 62,929 183,892 -3,152
Feb17 170109 14.75 14.85 14.40 14.53 -0.15 48,477 117,947 +13,828
Mar17 170109 16.05 16.10 15.75 15.88 -0.14 15,515 38,415 +2,772
Apr17 170109 17.00 17.10 16.75 16.93 -0.09 6,363 23,864 +600
Total Volume and Open Interest 140,788 411,665 +15,523
Russell 2000 Mini(ICE)
Mar17 170109 1364.00 1367.00 1352.90 1355.30 -9.80 127,115 663,035 -777
Jun17 170109 1357.50 1357.50 1352.30 1352.30 -9.80 5 475 -1
Sep17 170109 1350.00 1350.00 1349.30 1349.30 -9.80 0 202 +0
Total Volume and Open Interest 127,120 663,792 -778
Nikkei 225(CME)
Mar17 170109 19645 19745 19450 19475 -160 14,330 27,742 -673
Jun17 170109 19405 19405 19405 19405 -160 2 25 -1
Total Volume and Open Interest 14,332 27,767 -674
Nikkei 225(SGX)
Mar17 170106 19445 19550 19310 19410 -60 76,451 205,660 +6,807
Jun17 170106 19295 19405 19275 19285 -60 3 322 +1
Sep17 170105 19315 19315 19315 19315 -130 0 5 +0
Total Volume and Open Interest 16,803 207,282 -4,226
Nikkei 225 Mini(JPX)
Mar17 170106 19440 19550 19305 19400 -100 825,057 739,093 +371,701
Jun17 170106 19305 19415 19175 19260 -110 7,121 10,066 +2,184
Sep17 170106 19250 19385 19135 19210 -100 299 921 -33
Total Volume and Open Interest 895,534 990,899 +410,881
Nikkei 225(JPX)
Mar17 170106 19440 19550 19310 19400 -100 73,939 388,738 +33,373
Jun17 170106 19310 19410 19170 19260 -110 296 18,223 +64
Sep17 170106 19330 19330 19140 19210 -100 21 8,069 +1,305
Total Volume and Open Interest 74,280 484,558 +34,753
Nikkei 225(CME) Yen
Mar17 170109 19585 19695 19405 19430 -155 62,978 57,444 -2,529
Jun17 170109 19295 19535 19285 19295 -155 1 6 -1
Sep17 170109 19245 19245 19245 19245 -155      
Total Volume and Open Interest 62,979 57,451 -2,530
Nikkei 225(CME) e-Mini Yen
Mar17 170109 19420 19430 19420 19430 -150 0 93 +0
Jun17 170109 19300 19300 19300 19300 -150      
Sep17 170109 19250 19250 19250 19250 -150      
Total Volume and Open Interest 0 93 +0
CAC 40(EURONEXT)
Jan17 170109 4920.0 4924.0 4866.5 4886.5 -22.5 69,383 304,591 -1,256
Feb17 170109 4919.0 4919.0 4865.0 4884.5 -22.5 93 3,945 +101
Mar17 170109 4916.5 4916.5 4868.0 4883.0 -22.0 269 10,398 +164
Total Volume and Open Interest 69,745 318,996 -991
Hang Seng Index(HKFE)
Jan17 170109 22531 22637 22471 22573 +42 86,436 110,435 +686
Feb17 170109 22513 22586 22435 22531 +36 417 1,365 +205
Mar17 170109 22519 22577 22429 22530 +36 258 8,192 -49
Total Volume and Open Interest 87,202 122,740 +847
DAX(EUREX)
Mar17 170109 11630.0 11631.5 11519.0 11565.0 -26.5 68,970 157,325 -5,868
Jun17 170109 11646.0 11646.0 11547.5 11588.5 -26.5 227 814 -50
Sep17 170109 11580.0 11580.0 11580.0 11580.0 -26.5 0 5 +0
Total Volume and Open Interest 69,197 158,144 -5,918
Mini-DAX(EUREX)
Mar17 170109 11630.0 11638.0 11519.0 11565.0 -26.5 18,321 9,045 -844
Jun17 170109 11651.0 11653.0 11543.0 11588.5 -26.5 21 323 +8
Sep17 170109 11580.0 11580.0 11580.0 11580.0 -26.5      
Total Volume and Open Interest 18,342 9,368 -836
FT-SE 100(EURONEXT)
Mar17 170109 7165.00 7179.50 7141.50 7175.50 +38.00 83,721 733,051 -5,573
Jun17 170109 7102.50 7102.50 7102.50 7102.50 +37.50 14 29,419 +8
Sep17 170109 7041.00 7041.00 7041.00 7041.00 +37.50      
Total Volume and Open Interest 83,735 762,470 -5,565
SPI 200(SFE)
Mar17 170109 5720.0 5790.0 5714.0 5775.0 +54.0 23,452 266,066 -2,340
Jun17 170109 5761.0 5761.0 5761.0 5761.0 +54.0 5 1,473 +5
Sep17 170109 5711.0 5711.0 5711.0 5711.0 +54.0 0 1,670 +0
Total Volume and Open Interest 23,469 269,767 -2,332
FTSE MIB(ISE)
Mar17 170109 19705.00 19735.00 19200.00 19314.00 -316.00 22,297 35,984 +334
Jun17 170109 19285.00 19295.00 18800.00 18904.00 -316.00 18 37 +10
Total Volume and Open Interest 22,315 36,021 +344
KOSPI 200(KFE)
Mar17 170109 263.90 264.05 263.60 264.05 +0.40 92,683 134,598 +53
Jun17 170109 264.35 264.70 264.25 264.70 +0.45 357 4,650 +96
Sep17 170109 265.90 265.90 265.90 265.90 +0.40 0 793 +50
Total Volume and Open Interest 93,040 147,105 +199
GSCI(CME)
Jan17 170109 391.95 393.00 389.60 389.75 -8.50 570 14,920 +126
Feb17 170109 397.30 397.30 393.65 393.65 -8.15 186 236 +186
Mar17 170109 399.40 399.40 399.40 399.40 -8.50      
Total Volume and Open Interest 756 15,156 +312
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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