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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 18, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar17 170118 1068.00 1080.00 1062.50 1075.00 +5.75 145,461 325,868 +2,254
May17 170118 1077.00 1088.25 1070.75 1083.75 +5.75 51,229 113,145 +4,983
Jul17 170118 1082.50 1092.50 1074.25 1088.00 +4.75 35,332 103,556 +1,134
Aug17 170118 1075.75 1085.25 1067.75 1080.75 +5.00 2,053 7,588 -8
Sep17 170118 1045.00 1058.75 1043.50 1055.00 +6.25 1,912 4,446 +647
Nov17 170118 1019.50 1032.00 1010.75 1028.25 +8.25 27,099 88,962 +3,335
Jan18 170118 1022.00 1034.50 1014.50 1030.75 +8.50 1,393 4,472 +341
Mar18 170118 1012.75 1032.25 1012.75 1028.75 +10.75 310 2,645 +115
May18 170118 1021.50 1031.50 1021.50 1028.25 +12.25 42 630 -7
Jul18 170118 1009.75 1031.00 1008.75 1028.25 +12.75 50 929 -4
Aug18 170118 1021.00 1021.00 1015.50 1020.00 +13.00 0 19 +0
Sep18 170118 999.25 999.25 999.25 999.25 +3.00 0 22 +0
Nov18 170118 969.75 981.25 969.75 976.50 +6.25 239 1,471 +22
Jan19 170118 980.00 980.00 980.00 980.00 +6.25 0 20 +0
Total Volume and Open Interest 265,120 653,808 +12,470
Soybean Meal(CBOT)
Mar17 170118 348.90 353.70 344.30 351.10 +2.30 75,780 174,223 +1,881
May17 170118 350.00 354.80 345.00 352.70 +2.50 26,131 61,278 +1,275
Jul17 170118 350.00 354.00 344.60 352.10 +2.00 16,737 51,729 +974
Aug17 170118 345.40 350.00 340.60 348.40 +2.70 1,527 8,722 -190
Sep17 170118 339.40 345.40 336.50 343.90 +3.30 1,465 7,275 +244
Oct17 170118 329.90 336.90 327.90 335.30 +3.60 1,713 6,541 +106
Dec17 170118 329.90 336.90 326.70 334.90 +3.70 6,206 26,635 -106
Jan18 170118 329.40 335.20 329.40 333.70 +4.60 228 1,059 +103
Mar18 170118 326.40 333.80 324.40 331.40 +4.40 216 1,458 +119
May18 170118 329.30 333.20 329.30 331.20 +4.60 51 484 +2
Total Volume and Open Interest 130,209 340,550 +4,245
Soybean Oil(CBOT)
Mar17 170118 35.55 35.91 35.52 35.58 +0.02 60,404 200,356 -120
May17 170118 35.77 36.15 35.75 35.82 +0.02 23,202 75,837 +270
Jul17 170118 36.02 36.35 35.96 36.04 +0.02 14,944 69,621 +1,196
Aug17 170118 35.98 36.25 35.85 35.91 -0.01 1,160 8,650 +186
Sep17 170118 35.94 36.07 35.65 35.72 -0.05 820 6,950 +151
Oct17 170118 35.48 35.77 35.25 35.37 -0.06 1,348 6,151 +325
Dec17 170118 35.54 35.78 35.24 35.37 -0.06 5,027 18,298 +443
Jan18 170118 35.59 35.60 35.17 35.32 -0.05 223 1,077 +82
Mar18 170118 35.31 35.52 35.10 35.23 -0.05 154 1,050 +45
May18 170118 35.20 35.20 35.19 35.19 -0.02 26 532 +7
Total Volume and Open Interest 107,422 389,329 +2,536
Canola(WCE)
Jan17 170113 493.9 493.9 493.9 493.9 -2.2      
Mar17 170118 509.0 517.5 508.5 515.3 +6.3 3,534 102,433 +620
May17 170118 515.9 524.6 515.7 522.2 +6.2 1,474 32,777 -6
Jul17 170118 519.4 528.0 519.0 525.6 +6.2 593 20,330 +354
Nov17 170118 500.6 506.9 499.5 505.4 +4.5 62 17,528 +34
Total Volume and Open Interest 5,666 175,247 +1,005
Corn(CBOT)
Mar17 170118 364.50 367.75 362.75 365.00 -0.50 168,019 649,019 -4,645
May17 170118 371.75 374.75 370.25 372.25 -0.50 53,016 202,492 +6,001
Jul17 170118 379.00 381.75 377.25 379.25 -0.75 44,642 218,381 +8,760
Sep17 170118 385.25 387.75 383.75 385.50 -0.75 16,204 85,521 +5,033
Dec17 170118 391.50 394.00 390.50 391.75 -0.75 23,744 129,489 +5,582
Mar18 170118 398.25 401.25 398.00 399.00 -0.75 593 12,536 +181
May18 170118 403.75 404.75 402.50 403.25 -0.75 74 2,019 +19
Jul18 170118 407.00 408.25 406.00 406.75 -0.75 92 2,628 -14
Sep18 170118 403.25 403.25 400.75 402.50 -0.75 0 1,022 +0
Dec18 170118 403.25 407.00 403.25 404.50 -1.00 60 8,189 +9
Total Volume and Open Interest 306,445 1,311,648 +20,927
Wheat(CBOT)
Mar17 170118 433.25 434.50 428.25 431.00 -2.50 72,435 258,506 +910
May17 170118 447.75 448.75 443.25 446.00 -2.25 24,504 80,740 +1,787
Jul17 170118 463.25 464.00 458.50 461.50 -1.75 20,110 79,009 +1,752
Sep17 170118 478.25 479.50 474.25 477.00 -1.75 5,936 21,747 +1,089
Dec17 170118 495.00 496.50 491.50 494.50 -1.50 4,116 33,987 +1,110
Mar18 170118 508.75 509.00 506.00 507.25 -1.50 198 4,710 +37
Total Volume and Open Interest 127,413 480,390 +6,656
Wheat(KCBT)
Mar17 170118 451.25 454.50 448.75 452.25 +0.25 30,973 109,142 -703
May17 170118 463.25 466.00 460.50 464.25 +0.50 8,662 35,707 +103
Jul17 170118 474.50 477.50 471.75 475.50 +0.25 12,290 63,775 +149
Sep17 170118 488.25 490.75 486.25 489.25 +0.25 1,171 9,374 -55
Dec17 170118 507.50 511.00 505.00 509.25 +1.00 2,012 11,668 +95
Mar18 170118 518.00 520.50 518.00 520.50 +2.25 126 3,375 +43
May18 170118 527.00 527.00 526.50 526.50 +2.50 6 980 +0
Total Volume and Open Interest 55,247 234,713 -363
Wheat(MGE)
Mar17 170118 567.00 575.50 567.00 573.50 +7.00 7,384 32,866 -172
May17 170118 558.75 566.00 558.25 564.00 +5.25 6,066 17,774 +1,291
Jul17 170118 556.50 562.75 556.50 561.25 +5.00 2,615 11,330 +353
Sep17 170118 557.75 564.25 557.75 562.50 +4.50 648 5,458 +98
Dec17 170118 565.50 571.25 565.50 570.00 +4.50 1,197 3,856 -34
Mar18 170118 573.00 575.75 573.00 575.75 +3.75 60 641 +7
Total Volume and Open Interest 17,971 72,077 +1,543
Oats(CBOT)
Mar17 170118 248.75 261.25 248.75 257.00 +7.75 849 5,225 +156
May17 170118 243.25 250.00 243.25 246.25 +7.25 224 1,721 +157
Jul17 170118 245.25 247.00 243.00 244.25 +5.00 48 267 +44
Sep17 170118 242.00 242.00 241.00 241.00 +3.00 1 10 +1
Total Volume and Open Interest 1,125 7,366 +361
Rough Rice(CBOT)
Jan17 170113 9.65 9.65 9.65 9.65 -0.12 4 9 -15
Mar17 170118 9.94 10.02 9.80 9.92 -0.03 421 10,726 -36
May17 170118 10.18 10.24 10.13 10.16 -0.02 52 912 +29
Jul17 170118 10.38 10.38 10.38 10.38 -0.01 0 26 +0
Total Volume and Open Interest 473 11,678 -31
Live Cattle(CME)
Feb17 170118 119.550 120.450 119.150 120.285 +0.705 33,283 74,715 -7,198
Apr17 170118 118.830 119.600 118.500 119.400 +0.400 32,955 122,288 +8,733
Jun17 170118 108.285 109.000 108.135 108.930 +0.395 11,509 78,243 +2,415
Aug17 170118 103.950 104.430 103.650 104.330 +0.150 4,283 32,359 +990
Oct17 170118 103.385 103.885 103.250 103.785 +0.055 1,968 17,091 +510
Dec17 170118 103.550 104.285 103.550 104.180 +0.250 729 6,263 -11
Total Volume and Open Interest 84,869 333,157 +5,472
Feeder Cattle(CME)
Jan17 170118 130.900 131.575 130.550 131.000 +0.065 1,339 4,664 -200
Mar17 170118 129.800 130.300 128.800 129.550 -0.500 4,856 23,773 +287
Apr17 170118 129.300 129.785 128.325 129.075 -0.425 1,359 7,693 +178
May17 170118 127.830 128.285 126.930 127.580 -0.420 1,705 7,780 -27
Aug17 170118 128.450 128.800 127.700 128.050 -0.435 1,263 5,006 +423
Sep17 170118 126.250 126.800 125.680 125.930 -0.520 307 772 +127
Oct17 170118 124.330 124.400 123.700 124.050 -0.100 30 115 +10
Total Volume and Open Interest 10,876 49,853 +802
Lean Hogs(CME)
Feb17 170118 65.900 66.680 64.535 65.200 -0.600 22,091 42,561 -3,551
Apr17 170118 69.750 70.300 68.050 68.830 -0.900 18,901 88,787 +6,023
May17 170118 74.980 75.000 73.800 73.800 -0.985 33 1,579 -6
Jun17 170118 78.930 79.000 77.300 77.830 -1.120 6,383 39,605 +1,631
Jul17 170118 78.150 78.250 76.930 77.550 -0.600 1,264 13,558 +460
Aug17 170118 77.450 77.650 76.580 77.035 -0.415 1,077 16,760 +552
Oct17 170118 65.785 66.150 65.150 65.300 -0.450 788 8,852 +295
Dec17 170118 61.650 61.850 60.950 61.130 -0.470 150 4,456 +36
Total Volume and Open Interest 50,701 216,684 +5,446
Class III Milk(CME)
Jan17 170118 16.78 16.79 16.77 16.78 -0.01 176 4,484 -10
Feb17 170118 16.99 17.09 16.80 16.91 -0.12 295 4,421 +110
Mar17 170118 17.43 17.51 17.23 17.28 -0.18 187 3,810 +36
Apr17 170118 17.56 17.67 17.40 17.46 -0.15 96 3,123 +51
May17 170118 17.67 17.74 17.56 17.60 -0.07 23 2,839 +9
Jun17 170118 17.84 17.90 17.80 17.81 -0.05 31 2,659 +27
Jul17 170118 17.86 17.90 17.83 17.83 -0.10 21 1,567 +6
Aug17 170118 17.84 17.90 17.84 17.85 -0.08 17 1,604 +6
Sep17 170118 17.86 17.90 17.84 17.89 -0.07 12 1,504 +0
Oct17 170118 17.78 17.79 17.78 17.78 -0.05 13 1,266 +7
Nov17 170118 17.64 17.67 17.64 17.66 +0.01 17 1,341 +7
Dec17 170118 17.42 17.42 17.39 17.39 -0.03 15 1,200 -1
Jan18 170118 16.93 16.93 16.93 16.93 unch 0 224 +0
Total Volume and Open Interest 905 30,813 +246
Cocoa(ICE)
Mar17 170118 2239 2258 2210 2233 -2 13,270 122,890 -992
May17 170118 2231 2248 2200 2224 -1 7,831 59,237 -433
Jul17 170118 2222 2247 2202 2223 -3 4,098 44,342 +971
Sep17 170118 2235 2257 2214 2231 -6 1,131 19,777 +486
Dec17 170118 2255 2275 2230 2250 -8 752 14,183 -70
Mar18 170118 2287 2288 2258 2264 -9 125 11,015 +78
May18 170118 2275 2285 2270 2276 -9 13 3,815 -6
Total Volume and Open Interest 27,259 279,505 +37
Coffee "C"(ICE)
Mar17 170118 149.70 150.00 146.75 149.20 -0.70 17,765 85,318 -1,997
May17 170118 152.05 152.35 149.20 151.55 -0.75 7,212 42,671 +1,365
Jul17 170118 154.00 154.50 151.50 153.90 -0.70 3,034 21,286 +340
Sep17 170118 156.15 156.85 153.70 156.10 -0.70 1,400 14,543 +309
Dec17 170118 159.65 159.65 157.35 159.15 -0.70 237 12,057 +4
Mar18 170118 162.05 162.05 162.05 162.05 -0.65 8 2,617 -5
Total Volume and Open Interest 29,668 181,899 +22
Orange Juice(ICE)
Mar17 170118 173.60 174.85 167.25 169.75 -3.85 810 11,129 -96
May17 170118 171.00 172.10 165.40 167.65 -3.65 100 1,175 +30
Jul17 170118 171.10 171.10 164.80 166.50 -3.65 29 492 +24
Sep17 170118 166.40 166.40 166.40 166.40 -3.70 2 99 +0
Nov17 170118 165.40 165.40 165.40 165.40 -3.70 0 5 +0
Jan18 170118 165.40 165.40 165.40 165.40 -3.70 0 1 +0
Total Volume and Open Interest 941 12,901 -42
Sugar #11(ICE)
Mar17 170118 20.75 21.00 20.55 20.98 +0.25 44,996 321,942 -5,366
May17 170118 20.55 20.82 20.38 20.80 +0.25 36,521 164,832 -2,222
Jul17 170118 20.16 20.38 20.05 20.36 +0.16 21,320 144,253 +4,755
Oct17 170118 19.89 19.97 19.77 19.96 +0.07 6,982 82,051 +242
Mar18 170118 19.66 19.75 19.59 19.73 +0.01 3,869 56,709 +878
May18 170118 19.00 19.07 18.95 19.06 -0.01 1,045 18,594 +241
Jul18 170118 18.34 18.45 18.32 18.43 -0.01 484 12,673 +60
Oct18 170118 17.91 17.98 17.85 17.97 +0.02 386 13,255 +259
Total Volume and Open Interest 115,826 823,318 -994
London Cocoa(LCE)
Mar17 170118 1801 1820 1785 1799 +7 4,352 108,119 -784
May17 170118 1821 1838 1803 1817 +7 2,343 66,212 +66
Jul17 170118 1844 1857 1825 1838 +5 2,609 37,199 +411
Sep17 170118 1861 1872 1845 1854 +5 1,450 37,430 +305
Dec17 170118 1868 1885 1858 1867 +4 784 28,027 -92
Mar18 170118 1876 1894 1865 1875 +3 530 19,453 +381
May18 170118 1888 1890 1881 1888 +3 23 5,398 +9
Total Volume and Open Interest 12,091 303,563 +296
London Sugar(LCE)
Mar17 170118 538.60 543.00 534.00 542.50 +4.10 1,454 33,449 -145
May17 170118 541.20 545.00 536.80 544.70 +3.80 374 27,787 +110
Aug17 170118 537.90 540.30 533.00 540.00 +3.60 173 11,416 -22
Oct17 170118 520.90 523.00 516.00 522.70 +2.50 118 11,565 +30
Dec17 170118 511.00 513.70 509.60 513.70 +2.10 8 3,912 +5
Total Volume and Open Interest 2,127 92,646 -22
Cotton(ICE)
Mar17 170118 72.12 72.55 72.02 72.26 +0.15 11,966 169,253 -1,178
May17 170118 72.72 73.02 72.52 72.75 +0.13 6,662 41,725 -656
Jul17 170118 73.16 73.49 73.00 73.25 +0.18 3,378 28,230 +1,623
Oct17 170118 71.27 71.27 71.27 71.27 -0.13 2 34 +0
Dec17 170118 70.86 71.00 70.60 70.98 +0.17 469 20,920 +3
Mar18 170118 71.04 71.21 71.04 71.21 +0.12 110 1,283 +98
Total Volume and Open Interest 22,597 262,316 -110
Lumber(CME)
Mar17 170118 331.7 333.8 326.0 326.8 -7.9 733 3,091 +52
May17 170118 341.0 341.0 333.4 334.5 -7.2 82 452 +35
Jul17 170118 341.2 351.2 340.4 341.2 -7.3 22 62 +8
Sep17 170118 348.9 348.9 348.3 348.9 -6.3 1 29 -1
Total Volume and Open Interest 839 3,637 +60
Crude Oil(NYM)
Feb17 170118 52.52 52.79 50.91 51.08 -1.40 477,986 188,773 -34,318
Mar17 170118 53.33 53.61 51.72 51.89 -1.37 253,202 564,498 +27,432
Apr17 170118 54.03 54.37 52.50 52.66 -1.37 66,185 155,907 +7,455
May17 170118 54.81 55.05 53.22 53.37 -1.38 37,113 130,156 +5,491
Jun17 170118 55.34 55.65 53.79 53.95 -1.38 52,172 251,177 +7,028
Jul17 170118 55.72 56.02 54.23 54.35 -1.38 15,213 73,173 +3,581
Aug17 170118 55.97 56.26 54.50 54.59 -1.37 10,296 57,434 +3,076
Sep17 170118 56.09 56.41 54.58 54.74 -1.36 12,207 85,058 +872
Oct17 170118 56.25 56.44 54.73 54.83 -1.35 5,857 47,170 +1,030
Nov17 170118 56.44 56.44 54.77 54.89 -1.34 3,331 45,651 +501
Dec17 170118 56.24 56.57 54.79 54.95 -1.32 38,538 214,020 -128
Jan18 170118 56.25 56.45 54.96 54.96 -1.29 2,440 38,808 +187
Feb18 170118 54.97 54.97 54.97 54.97 -1.26 2,208 17,768 +939
Mar18 170118 54.97 57.13 54.97 54.97 -1.23 3,072 26,215 +921
Apr18 170118 54.96 54.96 54.96 54.96 -1.21 1,325 8,716 -296
May18 170118 54.95 54.95 54.95 54.95 -1.18 1,052 7,908 +670
Total Volume and Open Interest 1,011,061 2,186,644 +28,650
e-miNY Crude Oil(NYM)
Feb17 170118 52.500 52.775 50.925 51.075 -1.400 9,106 2,660 +32
Mar17 170118 53.275 53.600 51.725 51.900 -1.350 451 1,107 +5
Apr17 170118 54.225 54.225 52.600 52.650 -1.375 69 398 +4
May17 170118 54.500 54.500 53.375 53.375 -1.375 15 162 +5
Jun17 170118 55.000 55.000 53.800 53.950 -1.375 6 120 -5
Jul17 170118 55.925 55.925 54.300 54.350 -1.375 4 142 +4
Aug17 170118 54.750 54.750 54.600 54.600 -1.350 4 120 +4
Sep17 170118 54.800 54.800 54.750 54.750 -1.350 1 6 +0
Oct17 170118 54.825 56.125 54.825 54.825 -1.350 0 35 +0
Nov17 170118 54.900 54.900 54.900 54.900 -1.325 0 61 +0
Total Volume and Open Interest 9,659 5,051 +50
NY Harbor ULSD(NYM)
Feb17 170118 164.86 165.88 160.44 160.92 -3.94 56,664 84,847 -4,902
Mar17 170118 166.20 167.20 161.81 162.28 -3.90 43,555 111,630 +2,820
Apr17 170118 166.82 167.83 162.64 163.10 -3.75 19,510 57,596 +2,185
May17 170118 167.43 168.54 163.54 163.99 -3.58 11,655 32,845 +854
Jun17 170118 169.05 169.06 164.48 164.95 -3.49 11,632 42,757 +821
Jul17 170118 170.09 170.14 165.62 166.11 -3.40 4,103 13,723 +594
Aug17 170118 170.00 170.09 166.95 167.16 -3.35 1,161 6,553 +92
Sep17 170118 170.00 171.13 167.88 168.24 -3.31 1,480 11,168 +421
Oct17 170118 170.63 172.11 168.83 169.27 -3.26 411 5,180 -45
Nov17 170118 171.90 173.29 170.00 170.28 -3.20 392 3,909 +7
Dec17 170118 175.10 175.10 170.69 171.20 -3.11 3,512 40,130 -118
Jan18 170118 172.78 174.94 172.12 172.12 -3.06 187 3,097 -30
Feb18 170118 175.26 175.26 172.52 172.52 -3.01 32 1,935 +4
Mar18 170118 174.93 174.93 172.17 172.17 -2.93 15 1,091 -3
Total Volume and Open Interest 154,461 432,173 +2,730
RBOB Gasoline(NYM)
Feb17 170118 160.26 161.30 154.00 154.87 -5.17 54,364 71,683 -4,858
Mar17 170118 163.03 164.05 156.94 157.74 -5.04 41,941 137,718 +10,365
Apr17 170118 181.35 182.78 176.45 177.24 -4.20 20,044 59,073 +1,172
May17 170118 182.99 183.71 177.60 178.29 -4.14 12,852 37,552 +1,269
Jun17 170118 182.53 182.71 177.16 177.85 -4.09 10,297 36,736 +762
Jul17 170118 181.43 181.69 175.92 176.52 -4.05 3,939 18,763 +602
Aug17 170118 176.65 177.12 174.33 174.39 -4.04 1,867 6,573 +16
Sep17 170118 173.66 174.37 171.52 171.55 -4.02 2,278 18,101 +164
Oct17 170118 161.39 161.53 158.08 158.37 -4.05 1,101 6,293 +97
Nov17 170118 156.30 156.30 155.21 155.21 -3.92 472 2,655 +20
Total Volume and Open Interest 152,553 428,515 +9,380
e-miNY RBOB Gasoline(NYM)
Feb17 170118 158.30 158.30 154.90 154.90 -5.14 0 1 +0
Mar17 170118 157.70 157.74 157.70 157.70 -5.08      
Apr17 170118 177.20 177.24 177.20 177.20 -4.24      
May17 170118 178.30 178.30 178.29 178.30 -4.13      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb17 170118 3.397 3.437 3.282 3.302 -0.110 155,200 90,222 -17,487
Mar17 170118 3.390 3.425 3.276 3.294 -0.111 115,537 276,307 +4,161
Apr17 170118 3.394 3.426 3.294 3.309 -0.101 52,925 120,202 +4,695
May17 170118 3.400 3.430 3.308 3.321 -0.095 39,629 101,315 +823
Jun17 170118 3.467 3.467 3.349 3.360 -0.094 23,138 50,492 -62
Jul17 170118 3.481 3.481 3.391 3.400 -0.093 20,246 60,571 -104
Aug17 170118 3.482 3.483 3.389 3.402 -0.093 10,510 35,081 -824
Sep17 170118 3.472 3.472 3.373 3.385 -0.092 12,179 45,315 +522
Oct17 170118 3.478 3.478 3.387 3.400 -0.090 20,280 87,922 +1,682
Nov17 170118 3.468 3.499 3.433 3.446 -0.085 3,749 34,095 +206
Dec17 170118 3.631 3.631 3.552 3.561 -0.082 3,377 35,972 -316
Jan18 170118 3.698 3.698 3.630 3.643 -0.081 7,269 42,566 +642
Feb18 170118 3.641 3.651 3.601 3.609 -0.074 1,411 16,314 -15
Mar18 170118 3.567 3.567 3.511 3.519 -0.066 4,971 39,857 +279
Apr18 170118 2.971 2.983 2.951 2.963 -0.021 3,540 47,477 +653
May18 170118 2.899 2.905 2.889 2.902 -0.006 1,421 12,548 +318
Total Volume and Open Interest 479,454 1,195,008 -4,301
Brent Crude Oil(ICE)
Mar17 170118 55.48 55.90 53.77 53.92 -1.55 112,583 399,648 -11,942
Apr17 170118 55.95 56.34 54.26 54.41 -1.53 63,425 316,264 +5,083
May17 170118 56.48 56.84 54.80 54.93 -1.51 24,541 216,429 +442
Jun17 170118 56.92 57.28 55.27 55.40 -1.49 24,666 277,233 -952
Jul17 170118 57.24 57.58 55.62 55.73 -1.46 7,405 103,595 -1,063
Aug17 170118 57.41 57.74 55.82 55.93 -1.44 5,756 73,138 +1,387
Sep17 170118 57.61 57.83 55.92 56.03 -1.42 6,334 71,909 -1,032
Oct17 170118 57.63 57.84 55.97 56.08 -1.40 3,749 40,245 +523
Nov17 170118 57.63 57.86 56.00 56.10 -1.39 1,650 43,682 +320
Dec17 170118 57.61 57.85 56.00 56.11 -1.37 8,750 220,489 +678
Jan18 170118 56.68 56.68 56.11 56.11 -1.35 680 33,393 +58
Feb18 170118 56.67 56.67 56.10 56.10 -1.32 695 23,404 +11
Mar18 170118 56.82 56.82 56.10 56.10 -1.29 569 25,307 -26
Apr18 170118 56.09 56.09 56.09 56.09 -1.26 84 16,737 +28
Total Volume and Open Interest 266,094 2,249,786 -6,141
Gas Oil(ICE)
Feb17 170118 487.25 490.50 473.75 485.75 -5.00 56,771 165,800 -7,157
Mar17 170118 491.75 495.25 478.50 490.50 -5.25 57,884 153,119 +18
Apr17 170118 495.00 498.50 482.00 493.50 -5.25 25,308 78,095 +4,199
May17 170118 497.00 500.50 484.75 496.00 -5.25 4,315 60,510 +801
Jun17 170118 499.50 502.00 487.00 498.00 -5.25 9,142 105,528 +482
Jul17 170118 503.50 505.25 490.75 500.75 -5.00 1,490 27,977 +189
Aug17 170118 506.25 507.50 492.75 503.50 -5.00 876 18,838 +108
Sep17 170118 509.00 509.50 495.50 506.25 -4.75 1,666 33,857 +906
Oct17 170118 511.50 512.75 499.00 508.75 -4.50 433 24,528 +65
Nov17 170118 514.00 514.00 500.75 509.50 -4.50 121 10,709 -70
Total Volume and Open Interest 159,962 886,260 +85
Ethanol(CBOT)
Feb17 170118 1.507 1.516 1.497 1.503 -0.003 668 3,017 -558
Mar17 170118 1.527 1.532 1.527 1.528 -0.003 656 1,530 +566
Apr17 170118 1.555 1.556 1.554 1.554 +0.002 25 950 +18
May17 170118 1.567 1.567 1.565 1.567 +0.002 5 36 +0
Jun17 170118 1.566 1.566 1.566 1.566 +0.002 0 109 +0
Jul17 170118 1.561 1.561 1.561 1.561 +0.002 0 157 +0
Aug17 170118 1.555 1.555 1.552 1.552 +0.002 0 75 +0
Sep17 170118 1.550 1.550 1.545 1.546 +0.002 0 4 +0
Total Volume and Open Interest 1,354 5,926 +26
WTI Crude Oil(ICE)
Feb17 170118 52.48 52.79 50.93 51.08 -1.40 8,177 32,003 +466
Mar17 170118 53.30 53.60 51.72 51.89 -1.37 20,668 101,683 -1,733
Apr17 170118 54.05 54.36 52.50 52.66 -1.37 9,869 40,141 +2,137
May17 170118 54.75 55.04 53.20 53.37 -1.38 3,192 33,340 +376
Jun17 170118 55.47 55.58 53.78 53.95 -1.38 4,241 66,703 +717
Jul17 170118 55.87 55.97 54.18 54.35 -1.38 152 22,091 +4
Aug17 170118 56.02 56.02 54.42 54.59 -1.37 213 15,111 +20
Sep17 170118 56.19 56.19 54.69 54.74 -1.36 223 19,713 -36
Oct17 170118 55.40 55.85 54.78 54.83 -1.35 154 4,055 +4
Nov17 170118 54.89 54.89 54.89 54.89 -1.34 20 3,042 -1
Dec17 170118 56.08 56.08 54.84 54.95 -1.32 1,632 87,334 +311
Jan18 170118 54.96 54.96 54.96 54.96 -1.29 35 3,940 +30
Feb18 170118 54.97 54.97 54.97 54.97 -1.26 6 1,985 +0
Mar18 170118 54.97 54.97 54.97 54.97 -1.23 1 4,644 -1
Apr18 170118 54.96 54.96 54.96 54.96 -1.21 0 1,148 +0
May18 170118 54.95 54.95 54.95 54.95 -1.18 0 562 +0
Total Volume and Open Interest 49,653 555,949 +2,100
US Dollar Index(ICE)
Mar17 170118 100.330 101.335 100.315 100.918 +0.598 15,949 74,854 +161
Jun17 170118 100.230 101.220 100.230 100.813 +0.592 69 1,952 +7
Sep17 170118 100.210 100.688 100.210 100.688 +0.592 2 327 +1
Total Volume and Open Interest 16,023 77,206 +169
Australian Dollar(CME)
Mar17 170118 75.50 75.56 74.93 75.27 -0.27 96,814 92,067 -2,602
Jun17 170118 75.24 75.38 74.78 75.11 -0.26 57 553 +22
Sep17 170118 75.00 75.25 74.83 74.97 -0.27 1 28 +1
Total Volume and Open Interest 96,876 92,688 -2,577
British Pound(CME)
Mar17 170118 124.19 124.25 122.68 123.01 -1.10 108,994 228,817 +37
Jun17 170118 124.52 124.54 123.01 123.33 -1.10 239 851 +20
Sep17 170118 123.76 124.21 123.27 123.67 -1.09 0 177 +0
Total Volume and Open Interest 109,233 229,982 +57
Canadian Dollar(CME)
Mar17 170118 76.71 76.74 75.38 75.60 -1.06 58,044 91,441 -37
Jun17 170118 76.69 76.81 75.46 75.69 -1.06 53 1,891 +6
Sep17 170118 76.13 76.16 75.59 75.79 -1.06 4 440 +1
Dec17 170118 76.74 76.91 75.77 75.91 -1.04 5 544 +0
Total Volume and Open Interest 58,106 94,338 -30
Japanese Yen(CME)
Mar17 170118 88.84 88.94 87.29 88.18 -0.74 184,150 199,644 -1,565
Jun17 170118 89.25 89.39 87.75 88.63 -0.74 596 8,349 +6
Sep17 170118 89.46 89.54 88.29 89.11 -0.76 0 57 +0
Total Volume and Open Interest 184,746 208,106 -1,559
Swiss Franc(CME)
Mar17 170118 100.13 100.19 99.52 99.87 -0.21 20,187 47,887 -1,568
Jun17 170118 100.51 100.80 100.19 100.51 -0.21 5 118 +4
Sep17 170118 101.16 101.41 100.90 101.16 -0.22 0 4 +0
Total Volume and Open Interest 20,192 48,014 -1,564
EuroFX(CME)
Mar17 170118 107.36 107.37 106.53 106.92 -0.42 185,293 406,791 +1,283
Jun17 170118 107.89 107.91 107.08 107.46 -0.43 789 9,071 -7
Sep17 170118 108.00 108.35 107.68 108.01 -0.44 2 334 -2
Total Volume and Open Interest 186,132 416,274 +1,283
Mexican Peso(CME)
Feb17 170118 454.50 454.50 454.50 454.50 -7.25      
Mar17 170118 461.25 461.75 450.75 452.75 -7.13 43,098 134,998 -557
Total Volume and Open Interest 44,154 176,794 +446
Brazilian Real(CME)
Feb17 170118 310.00 310.00 308.80 309.35 -0.70 1,621 27,333 +1,189
Mar17 170118 307.50 307.85 306.65 307.10 -0.75 49 7,702 -12
Apr17 170118 304.60 304.60 304.60 304.60 -0.80      
May17 170118 302.40 302.40 302.40 302.40 -0.80      
Total Volume and Open Interest 1,670 35,035 +1,177
30-Year T-Bonds(CBOT)
Mar17 170118 153~090 153~100 151~130 152~010 -1~090 286,629 616,589 +927
Jun17 170118 151~290 151~290 150~140 150~240 -1~090 489 610 +433
Sep17 170118 150~240 150~240 150~240 150~240 -1~090      
Total Volume and Open Interest 287,118 617,199 +1,360
10-Year T-Notes(CBOT)
Mar17 170118 125~075 125~090 124~100 124~230 -0~165 1,584,205 3,084,407 +4,221
Jun17 170118 124~205 124~205 123~260 124~050 -0~165 691 7,866 +159
Sep17 170118 124~050 124~050 124~050 124~050 -0~165      
Total Volume and Open Interest 1,584,896 3,092,273 +4,380
5-Year T-Notes(CBOT)
Mar17 170118 118~052 118~056 117~184 117~274 -0~094 809,078 2,960,895 +3,148
Jun17 170118 117~190 117~190 117~110 117~154 -0~102 165 1,288 +128
Sep17 170118 117~154 117~154 117~154 117~154 -0~102      
Total Volume and Open Interest 809,243 2,962,183 +3,276
2 Year T-Notes(CBOT)
Mar17 170118 108~140 108~140 108~092 108~114 -0~022 410,569 1,180,351 -7,615
Jun17 170118 108~040 108~040 108~040 108~040 -0~022      
Sep17 170118 108~040 108~040 108~040 108~040 -0~022      
Total Volume and Open Interest 410,569 1,180,351 -7,615
Eurodollars(CME)
Mar17 170118 98.930 98.935 98.900 98.920 -0.010 247,403 1,422,890 +21,025
Jun17 170118 98.780 98.780 98.730 98.760 -0.015 299,621 1,447,213 +32,972
Sep17 170118 98.660 98.660 98.600 98.630 -0.025 284,521 1,185,743 -10,146
Dec17 170118 98.525 98.525 98.440 98.485 -0.030 388,430 1,449,518 +32,572
Mar18 170118 98.410 98.410 98.315 98.370 -0.035 355,928 997,092 +6,099
Jun18 170118 98.310 98.310 98.190 98.250 -0.045 279,649 748,978 +26,754
Sep18 170118 98.205 98.205 98.080 98.145 -0.050 242,534 541,889 +16,128
Dec18 170118 98.095 98.095 97.960 98.030 -0.055 354,089 859,353 +22,477
Mar19 170118 98.025 98.025 97.885 97.960 -0.055 230,230 629,964 -44,164
Jun19 170118 97.960 97.965 97.820 97.895 -0.055 147,701 582,970 -3,870
Sep19 170118 97.900 97.900 97.755 97.830 -0.060 119,371 458,558 +9,635
Dec19 170118 97.820 97.825 97.675 97.750 -0.065 197,698 467,857 +9,714
Mar20 170118 97.780 97.785 97.635 97.710 -0.065 103,474 296,353 -891
Jun20 170118 97.735 97.740 97.595 97.665 -0.065 65,378 174,870 +734
Sep20 170118 97.685 97.700 97.555 97.625 -0.065 53,663 156,823 -366
Dec20 170118 97.635 97.640 97.500 97.570 -0.065 62,289 176,313 -718
Mar21 170118 97.600 97.605 97.465 97.535 -0.065 51,557 99,254 -584
Jun21 170118 97.560 97.570 97.430 97.495 -0.070 36,948 96,244 +113
Total Volume and Open Interest 3,652,650 12,200,228 +104,590
Ultra T-Bond(CBOT)
Mar17 170118 164~03 164~03 161~24 162~17 -1~23 89,918 689,439 -473
Jun17 170118 161~11 161~11 161~11 161~11 -1~22 0 52 +0
Sep17 170118 161~11 161~11 161~11 161~11 -1~22      
Total Volume and Open Interest 89,918 689,491 -473
Ultra 10-Yr T-Note(CBOT)
Mar17 170118 135~155 135~175 134~070 134~240 -0~245 97,582 292,153 +157
Jun17 170118 133~200 133~200 133~200 133~200 -0~245      
Sep17 170118 133~200 133~200 133~200 133~200 -0~245      
Total Volume and Open Interest 97,582 292,153 +157
30 Day Federal Funds(CBOT)
Jan17 170118 99.353 99.353 99.350 99.353 unch 7,260 163,297 +2,806
Feb17 170118 99.350 99.350 99.340 99.345 unch 16,845 84,600 -982
Mar17 170118 99.315 99.315 99.305 99.315 -0.005 17,938 95,697 -4,279
Apr17 170118 99.300 99.300 99.280 99.295 -0.005 47,861 234,537 -7,151
May17 170118 99.265 99.265 99.235 99.255 -0.005 24,256 78,833 +614
Jun17 170118 99.195 99.195 99.165 99.185 -0.010 5,441 24,563 +284
Total Volume and Open Interest 154,918 973,438 -6,592
Japanese Govt Bonds(SGX)
Mar17 170117 150.26 150.43 150.25 150.42 +0.13 868 13,212 -90
Jun17 170117 150.39 150.39 150.39 150.39 +0.13      
Sep17 170117 150.39 150.39 150.39 150.39 +0.13      
Total Volume and Open Interest 868 13,212 -90
Euro-Buxl(EUREX)
Mar17 170118 170.10 170.22 168.32 169.26 -1.14 30,005 211,073 +5,607
Jun17 170118 168.00 168.00 166.50 167.22 -1.12 23 26 +9
Sep17 170118 165.80 165.80 164.50 165.24 -1.14 22 19 +0
Total Volume and Open Interest 30,050 211,118 +5,616
Euro-Bund(EUREX)
Mar17 170118 163.81 163.82 163.04 163.42 -0.48 455,244 2,043,102 +156,404
Jun17 170118 160.55 160.55 159.92 160.27 -0.46 829 12,484 +765
Sep17 170118 161.81 161.81 161.81 161.81 -0.48 0 1,792 +6
Total Volume and Open Interest 456,073 2,057,378 +157,175
Euro-Bobl(EUREX)
Mar17 170118 133.56 133.56 133.30 133.42 -0.20 386,064 1,479,460 +51,826
Jun17 170118 131.50 131.50 131.41 131.41 -0.20 5,641 26,334 +4,480
Sep17 170118 131.42 131.42 131.42 131.42 -0.20      
Total Volume and Open Interest 391,705 1,505,794 +56,306
Euro-Schatz(EUREX)
Mar17 170118 112.29 112.29 112.25 112.26 -0.04 243,676 1,446,435 +40,010
Jun17 170118 112.12 112.12 112.10 112.11 -0.04 50 26,071 +7
Sep17 170118 112.11 112.11 112.11 112.11 -0.04      
Total Volume and Open Interest 243,726 1,472,506 +40,017
3-Mth Euribor(EUREX)
Mar17 170118 100.335 100.335 100.335 100.335 unch 12 3,889 -8
Jun17 170118 100.320 100.320 100.320 100.320 unch 8 33,452 +0
Sep17 170118 100.305 100.305 100.305 100.305 unch 7 4,255 +1
Total Volume and Open Interest 304 72,059 -93
Long Gilt(LIFFE)
Mar17 170118 125~03 125~03 124~24 124~29 -0~08 85,855 616,668 +477
Jun17 170118 123~30 123~30 123~30 123~30 -0~08      
Total Volume and Open Interest 85,855 616,668 +477
3-Mth Short Sterling(LIFFE)
Mar17 170118 99.63 99.63 99.62 99.63 unch 25,881 349,868 +1,687
Jun17 170118 99.59 99.60 99.58 99.59 unch 41,837 419,639 +7,876
Sep17 170118 99.54 99.56 99.53 99.55 unch 26,703 274,516 +932
Dec17 170118 99.50 99.51 99.49 99.50 unch 30,790 306,164 +3,174
Mar18 170118 99.45 99.47 99.44 99.46 unch 31,834 188,325 -3,005
Jun18 170118 99.41 99.42 99.39 99.41 unch 34,178 196,193 +5,543
Total Volume and Open Interest 372,433 2,414,116 +16,805
3-Mth Euribor(LIFFE)
Mar17 170118 100.335 100.340 100.330 100.330 -0.005 19,741 338,886 -1,366
Jun17 170118 100.320 100.330 100.315 100.315 -0.010 17,267 397,723 -289
Sep17 170118 100.305 100.310 100.300 100.300 -0.010 13,856 327,560 -176
Total Volume and Open Interest 253,757 3,288,021 -8,813
3-Mth Aus T-Bills(SFE)
Mar17 170118 98.20 98.21 98.19 98.20 unch 2,640 163,885 -3,113
Jun17 170118 98.17 98.18 98.16 98.17 -0.01 14,809 229,814 -3,642
Sep17 170118 98.11 98.13 98.10 98.11 -0.01 9,101 139,767 -8,316
Dec17 170118 98.06 98.07 98.04 98.05 -0.01 18,252 184,354 -7,371
Mar18 170118 97.98 98.00 97.96 97.97 -0.01 10,513 101,724 -3,498
Jun18 170118 97.90 97.92 97.89 97.90 -0.01 6,531 67,622 +80
Sep18 170118 97.82 97.84 97.81 97.81 -0.01 2,703 48,739 +209
Dec18 170118 97.74 97.76 97.73 97.73 -0.01 2,766 27,944 +593
Mar19 170118 97.67 97.67 97.65 97.65 -0.01 31 6,692 +6
Jun19 170118 97.58 97.59 97.57 97.57 -0.01 1 3,346 +0
Total Volume and Open Interest 67,447 975,331 -24,952
10-Year Aus T-Bonds(SFE)
Mar17 170118 97.28 97.32 97.27 97.29 +0.02 80,747 921,511 -5,377
Jun17 170118 97.29 97.29 97.29 97.29 +0.02      
Total Volume and Open Interest 80,747 921,511 -5,377
3-Year Aus T-Bonds(SFE)
Mar17 170118 98.00 98.03 97.99 98.00 unch 131,030 851,894 +5,102
Jun17 170118 98.00 98.00 98.00 98.00 unch      
Total Volume and Open Interest 131,030 851,894 +5,102
Gold(CMX)
Feb17 170118 1216.8 1217.7 1201.8 1212.1 -0.8 288,619 217,304 -16,968
Apr17 170118 1220.0 1220.7 1204.7 1215.0 -0.9 51,013 136,441 +14,346
Jun17 170118 1223.5 1223.5 1207.8 1218.0 -1.0 11,617 44,943 +2,828
Aug17 170118 1224.4 1224.9 1210.7 1221.0 -1.0 2,739 12,091 +284
Oct17 170118 1224.0 1226.6 1223.9 1223.9 -1.1 665 3,180 +16
Dec17 170118 1230.9 1232.5 1217.0 1226.9 -1.1 5,215 25,185 +999
Feb18 170118 1231.0 1232.5 1220.0 1229.9 -1.2 741 4,152 +230
Apr18 170118 1235.4 1235.4 1233.1 1233.1 -1.3 100 260 +100
Jun18 170118 1236.6 1236.6 1236.6 1236.6 -1.4 18 4,224 -17
Aug18 170118 1240.4 1240.4 1240.4 1240.4 -1.4 100 122 +100
Oct18 170118 1244.2 1244.2 1244.2 1244.2 -1.4 0 5 +0
Dec18 170118 1248.0 1250.9 1248.0 1248.0 -1.4 57 2,315 +43
Total Volume and Open Interest 362,908 454,424 +2,054
Silver(CMX)
Mar17 170118 1723.0 1736.0 1706.0 1727.4 +12.6 60,844 129,863 -1,365
May17 170118 1729.5 1741.5 1713.0 1733.5 +12.6 4,108 21,580 +1,221
Jul17 170118 1733.0 1744.5 1720.0 1739.6 +12.5 2,517 6,621 +179
Sep17 170118 1735.5 1747.0 1726.5 1745.7 +12.5 1,314 3,751 +573
Dec17 170118 1750.0 1760.0 1740.5 1754.5 +12.5 311 5,544 +92
Mar18 170118 1754.0 1763.3 1754.0 1763.3 +12.5 1 31 +0
May18 170118 1767.6 1767.6 1767.6 1767.6 +12.5 0 5 +0
Total Volume and Open Interest 69,169 168,588 +602
Platinum(NYMEX)
Jan17 170118 968.0 988.3 968.0 968.0 -11.1 26 22 +12
Apr17 170118 979.8 983.1 963.5 971.9 -11.2 14,769 57,448 +537
Jul17 170118 986.8 987.0 967.9 975.8 -11.1 331 4,248 +126
Oct17 170118 988.0 988.0 978.4 978.4 -10.9 0 230 +0
Total Volume and Open Interest 15,266 62,144 +635
Palladium(NYMEX)
Mar17 170118 750.90 754.25 742.75 751.00 -2.00 4,502 26,548 -187
Jun17 170118 753.05 754.45 745.05 751.60 -2.00 84 1,247 +35
Sep17 170118 752.35 752.35 752.35 752.35 -2.00 0 2 +0
Total Volume and Open Interest 4,588 27,804 -152
Copper(CMX)
Mar17 170118 261.80 263.05 260.70 261.65 -0.85 82,487 146,532 -940
May17 170118 262.35 263.90 261.60 262.55 -0.80 10,921 40,253 +2,784
Jul17 170118 263.05 264.35 262.55 263.25 -0.75 7,512 19,571 +1,057
Sep17 170118 264.10 264.50 263.40 263.85 -0.70 2,453 14,463 +1,338
Dec17 170118 264.30 264.85 263.95 264.35 -0.65 1,872 11,282 +194
Total Volume and Open Interest 107,847 252,024 +5,873
E-mini DJIA Index(CBOT)
Mar17 170118 19746 19791 19669 19735 -8 99,768 129,599 +438
Jun17 170118 19691 19730 19611 19674 -7 51 520 -4
Sep17 170118 19622 19622 19622 19622 -7 1 2 +1
Dec17 170118 19580 19615 19580 19580 -7 0 2 +0
Total Volume and Open Interest 99,820 130,123 +435
S & P 500(CME)
Mar17 170118 2263.20 2268.00 2263.10 2266.60 +3.90 3,508 60,348 -60
Jun17 170118 2260.90 2261.00 2253.00 2260.90 +3.90 2 1,754 +0
Sep17 170118 2256.20 2256.30 2248.30 2256.20 +3.90 0 20 +0
Dec17 170118 2251.70 2251.70 2243.70 2251.70 +4.00      
Total Volume and Open Interest 3,510 62,122 -60
S & P 500 E-Mini(Globex)
Mar17 170118 2262.00 2268.50 2258.25 2266.50 +3.75 1,192,660 2,803,386 +9,988
Jun17 170118 2257.00 2262.50 2253.00 2261.00 +4.00 1,277 19,067 +86
Sep17 170118 2254.50 2257.25 2253.50 2256.25 +4.00 39 166 +15
Dec17 170118 2251.75 2251.75 2247.00 2251.75 +4.00 19 87 +13
Total Volume and Open Interest 1,193,995 2,822,707 +10,102
NASDAQ 100 E-Mini(Globex)
Mar17 170118 5040.50 5057.30 5034.00 5054.50 +14.20 136,613 221,836 -766
Jun17 170118 5040.30 5053.50 5035.00 5053.50 +14.20 203 304 -23
Sep17 170118 5040.00 5056.30 5038.50 5056.30 +14.30 2 48 +0
Total Volume and Open Interest 136,818 222,202 -789
S&P Midcap 400(CME) e-Mini
Mar17 170118 1669.30 1678.60 1665.70 1677.60 +7.30 17,503 97,549 +589
Jun17 170118 1670.10 1670.10 1670.10 1670.10 +7.30 0 1 +0
Sep17 170118 1668.70 1668.70 1668.70 1668.70 +7.30      
Total Volume and Open Interest 17,503 97,550 +589
Volatility Index(CBOE)
Jan17 170118 12.15 12.25 11.70 11.86 -0.32 3,222 99,327 -19,852
Feb17 170118 14.20 14.35 13.95 14.18 unch 4,637 252,535 +25,047
Mar17 170118 15.70 15.80 15.40 15.63 -0.10 1,696 60,922 +3,869
Apr17 170118 17.00 17.10 16.65 16.83 -0.19 638 29,211 +1,557
Total Volume and Open Interest 10,906 500,412 +13,354
Russell 2000 Mini(ICE)
Mar17 170118 1352.70 1358.60 1347.50 1357.50 +4.80 7,578 653,119 -6,714
Jun17 170118 1352.00 1354.50 1352.00 1354.50 +4.80 10 488 +10
Sep17 170118 1351.50 1351.50 1351.50 1351.50 +4.80 0 199 +0
Total Volume and Open Interest 7,588 653,886 -6,704
Nikkei 225(CME)
Mar17 170118 18785 19075 18680 19060 +285 13,448 27,655 -926
Jun17 170118 18865 19015 18865 19015 +285 5 27 +0
Total Volume and Open Interest 13,453 27,682 -926
Nikkei 225(SGX)
Mar17 170118 18835 18855 18770 18820 +45 72,625 204,123 +162
Jun17 170118 18700 18700 18640 18695 +45 74 548 +2
Sep17 170117 18620 18620 18620 18620 -285 0 5 +0
Total Volume and Open Interest 78,776 210,219 -6,383
Nikkei 225 Mini(JPX)
Mar17 170117 19050 19110 18730 18730 -330 907,482 409,350 +17,186
Jun17 170117 18905 18970 18590 18590 -340 13,380 8,477 +1,117
Sep17 170117 18880 18925 18530 18530 -360 257 712 -38
Total Volume and Open Interest 953,717 439,197 -271,964
Nikkei 225(JPX)
Mar17 170117 19050 19110 18730 18730 -330 67,028 371,542 -2,089
Jun17 170117 18900 18970 18590 18590 -340 477 19,170 +108
Sep17 170117 18890 18890 18530 18530 -360 13 8,066 +2
Total Volume and Open Interest 67,539 468,780 -1,371
Nikkei 225(CME) Yen
Mar17 170118 18735 19025 18625 19010 +290 48,202 56,139 -109
Jun17 170118 18520 18870 18520 18870 +290 1 5 +0
Sep17 170118 18820 18820 18820 18820 +290      
Total Volume and Open Interest 48,203 56,144 -109
Nikkei 225(CME) e-Mini Yen
Mar17 170118 18890 19010 18890 19010 +290 0 93 +0
Jun17 170118 18870 18870 18870 18870 +290      
Sep17 170118 18820 18820 18820 18820 +290      
Total Volume and Open Interest 0 93 +0
CAC 40(EURONEXT)
Jan17 170118 4875.5 4881.0 4825.5 4853.5 -6.5 91,578 317,211 +1,721
Feb17 170118 4878.5 4879.0 4824.0 4852.0 -6.0 34,999 37,941 +28,936
Mar17 170118 4876.0 4876.0 4826.5 4851.0 -6.0 291 14,365 +154
Total Volume and Open Interest 126,890 369,588 +30,812
Hang Seng Index(HKFE)
Jan17 170118 22857 23187 22843 23123 +269 81,760 123,648 +677
Feb17 170118 22813 23142 22813 23075 +266 3,461 9,025 +2,124
Mar17 170118 22825 23136 22825 23079 +277 526 8,395 -40
Total Volume and Open Interest 86,048 144,073 +2,847
DAX(EUREX)
Mar17 170118 11586.5 11625.5 11529.0 11592.5 +35.0 42,949 169,751 +21,733
Jun17 170118 11622.0 11650.0 11580.0 11621.0 +35.5 531 4,899 +3,188
Sep17 170118 11611.0 11611.0 11611.0 11611.0 +36.5 0 168 +160
Total Volume and Open Interest 43,480 174,818 +25,081
Mini-DAX(EUREX)
Mar17 170118 11583.0 11620.0 11528.0 11592.5 +35.0 10,980 10,962 +2,966
Jun17 170118 11625.0 11643.0 11566.0 11621.0 +35.5 36 1,283 +949
Sep17 170118 11611.0 11611.0 11611.0 11611.0 +36.5 2 17 +2
Total Volume and Open Interest 11,018 12,262 +3,917
FT-SE 100(EURONEXT)
Mar17 170118 7150.50 7192.50 7148.50 7180.50 +17.50 73,018 754,388 +2,006
Jun17 170118 7115.00 7115.00 7099.00 7106.50 +17.50 2,259 39,276 +2,252
Sep17 170118 7043.50 7043.50 7043.50 7043.50 +17.50      
Total Volume and Open Interest 75,277 793,664 +4,258
SPI 200(SFE)
Mar17 170118 5646.0 5662.0 5610.0 5629.0 -22.0 26,894 275,505 +871
Jun17 170118 5615.0 5615.0 5615.0 5615.0 -22.0 1 1,600 +0
Sep17 170118 5565.0 5565.0 5565.0 5565.0 -22.0 0 1,670 +0
Total Volume and Open Interest 27,299 282,694 +1,191
FTSE MIB(ISE)
Mar17 170118 19280.00 19315.00 19100.00 19293.00 +59.00 22,160 34,920 -1,584
Jun17 170118 18775.00 18880.00 18700.00 18878.00 +59.00 13 74 +2
Total Volume and Open Interest 22,173 34,994 -1,582
KOSPI 200(KFE)
Mar17 170118 267.90 268.05 267.85 267.95 -0.45 140,681 138,374 +2,559
Jun17 170118 268.75 268.75 268.75 268.75 -0.10 247 5,259 +135
Sep17 170118 268.95 268.95 268.95 268.95 unch 3 840 +1
Total Volume and Open Interest 140,933 152,079 +2,694
GSCI(CME)
Feb17 170118 397.00 399.50 394.10 394.65 -6.00 2,821 15,260 +2,762
Mar17 170118 400.40 400.40 400.40 400.40 -6.00      
Apr17 170118 402.40 402.40 402.40 402.40        
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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