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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 23, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar17 170123 1067.50 1069.75 1055.25 1057.75 -9.75 108,397 354,625 +2,824
May17 170123 1076.00 1077.75 1064.00 1066.75 -9.25 45,910 123,957 -1,165
Jul17 170123 1082.00 1084.00 1070.25 1073.00 -9.00 31,397 118,094 +5,517
Aug17 170123 1069.50 1073.50 1066.00 1068.50 -7.75 2,457 7,837 +141
Sep17 170123 1051.50 1053.50 1043.75 1046.50 -6.00 1,208 5,511 -260
Nov17 170123 1027.75 1028.75 1021.25 1025.25 -3.50 20,305 99,142 +3,157
Jan18 170123 1030.00 1031.25 1024.00 1028.00 -3.25 702 5,159 +126
Mar18 170123 1023.00 1027.00 1020.50 1024.00 -2.25 826 2,948 +301
May18 170123 1021.75 1026.00 1021.00 1023.50 -2.25 275 925 +105
Jul18 170123 1022.25 1026.75 1021.75 1024.50 -1.75 62 996 -5
Aug18 170123 1016.75 1016.75 1016.75 1016.75 -1.50 0 20 +0
Sep18 170123 996.75 996.75 996.75 996.75 -1.50 0 22 +0
Nov18 170123 978.00 980.75 974.75 977.00 -2.50 134 1,600 +9
Jan19 170123 980.50 980.50 980.50 980.50 -2.50 0 20 +0
Total Volume and Open Interest 211,673 720,891 +10,750
Soybean Meal(CBOT)
Mar17 170123 348.90 349.50 341.50 343.50 -5.20 51,746 177,897 +1,348
May17 170123 351.30 351.30 344.30 346.60 -4.40 20,462 78,106 +2,217
Jul17 170123 351.90 351.90 345.60 348.40 -3.50 14,531 53,939 -58
Aug17 170123 346.80 346.80 342.80 345.60 -3.10 2,388 8,434 -10
Sep17 170123 342.90 343.10 339.10 341.60 -2.60 1,922 8,488 +19
Oct17 170123 334.70 334.90 331.80 334.20 -1.80 2,285 7,149 +123
Dec17 170123 335.40 335.40 331.50 334.30 -1.60 6,537 27,874 +97
Jan18 170123 332.90 333.00 330.30 332.60 -1.60 83 1,312 -49
Mar18 170123 330.10 330.50 327.80 330.10 -1.60 392 1,750 +109
May18 170123 329.80 329.80 327.80 329.80 -1.60 307 739 +128
Total Volume and Open Interest 100,752 367,691 +3,962
Soybean Oil(CBOT)
Mar17 170123 35.15 35.52 35.10 35.13 -0.02 43,812 194,884 -1,281
May17 170123 35.45 35.75 35.34 35.38 -0.01 14,630 84,575 +2,591
Jul17 170123 35.65 35.99 35.58 35.62 -0.01 12,823 73,790 +1,762
Aug17 170123 35.75 35.91 35.55 35.57 -0.01 2,273 9,070 +435
Sep17 170123 35.42 35.80 35.42 35.47 +0.02 1,592 7,182 +274
Oct17 170123 35.28 35.49 35.13 35.22 +0.08 1,752 6,762 +155
Dec17 170123 35.17 35.55 35.12 35.25 +0.09 6,616 19,938 +521
Jan18 170123 35.35 35.48 35.22 35.22 +0.08 78 1,546 -7
Mar18 170123 35.38 35.38 35.03 35.11 +0.07 359 1,517 +98
May18 170123 35.07 35.30 35.07 35.07 +0.06 229 827 +62
Total Volume and Open Interest 84,304 401,171 +4,593
Canola(WCE)
Jan17 170113 493.9 493.9 493.9 493.9 -2.2      
Mar17 170123 519.6 523.8 518.0 519.8 +0.2 12,715 102,155 -664
May17 170123 526.8 530.8 525.4 526.8 -0.1 5,806 34,281 +2,066
Jul17 170123 530.8 534.6 529.5 530.6 -0.3 1,800 21,222 -63
Nov17 170123 505.0 507.9 503.5 504.9 -1.0 2,466 19,896 +1,015
Total Volume and Open Interest 23,509 180,526 +3,063
Corn(CBOT)
Mar17 170123 369.50 370.00 367.50 369.50 -0.25 167,428 649,177 +362
May17 170123 376.00 376.75 374.25 376.50 +0.25 44,778 217,389 +2,066
Jul17 170123 382.75 383.50 381.00 383.25 +0.25 34,512 224,952 +5,878
Sep17 170123 388.50 389.50 387.00 389.50 +0.25 11,587 88,356 +415
Dec17 170123 395.50 396.00 393.50 396.00 +0.25 23,022 132,001 +399
Mar18 170123 402.00 403.00 400.75 402.50 -0.25 1,388 14,068 +502
May18 170123 406.50 406.50 404.50 406.00 -0.50 141 2,203 -10
Jul18 170123 408.50 409.75 407.25 408.75 -0.50 974 3,442 +563
Sep18 170123 403.50 403.50 403.50 403.50 unch 0 1,037 +0
Dec18 170123 405.00 406.50 404.50 405.50 -0.50 457 9,017 +150
Total Volume and Open Interest 284,289 1,342,060 +10,325
Wheat(CBOT)
Mar17 170123 429.00 433.75 427.50 433.25 +5.00 64,375 248,445 -3,593
May17 170123 443.50 447.25 442.00 447.00 +3.75 19,735 80,610 -352
Jul17 170123 458.25 461.75 456.50 461.50 +3.00 16,114 79,572 +1,249
Sep17 170123 473.25 475.75 471.25 475.75 +2.50 6,296 21,734 +429
Dec17 170123 491.00 493.50 489.00 493.25 +1.25 6,321 37,657 +1,470
Mar18 170123 504.00 504.75 502.25 504.75 unch 678 5,087 +126
Total Volume and Open Interest 113,875 474,791 -703
Wheat(KCBT)
Mar17 170123 443.00 445.25 439.00 444.75 +1.75 16,905 104,712 -829
May17 170123 454.25 457.50 451.25 457.00 +2.00 3,681 37,711 +635
Jul17 170123 466.50 468.75 462.50 468.50 +2.00 5,209 62,086 -354
Sep17 170123 479.00 482.50 477.00 482.25 +2.00 571 8,692 +53
Dec17 170123 500.00 503.00 496.50 502.75 +2.25 996 13,146 +322
Mar18 170123 511.00 514.25 510.00 514.25 +2.50 111 3,427 +18
May18 170123 519.00 520.50 519.00 520.50 +2.00 11 996 +1
Total Volume and Open Interest 27,493 231,574 -158
Wheat(MGE)
Mar17 170123 568.00 570.25 563.25 564.25 -4.25 3,701 31,383 -77
May17 170123 560.50 560.50 556.25 557.25 -3.25 4,375 22,021 +1,180
Jul17 170123 560.00 560.00 555.00 555.75 -2.75 2,119 12,686 +793
Sep17 170123 557.50 558.00 555.25 556.25 -2.50 865 6,066 +264
Dec17 170123 565.25 565.25 563.00 563.25 -2.75 531 4,035 +1
Mar18 170123 569.50 569.50 569.50 569.50 -3.25 148 659 -11
Total Volume and Open Interest 11,740 77,009 +2,151
Oats(CBOT)
Mar17 170123 264.50 268.50 254.00 260.00 -2.75 576 5,369 +20
May17 170123 251.50 254.50 243.50 248.50 -2.50 466 1,979 +136
Jul17 170123 250.00 252.50 242.00 246.00 -1.25 54 322 +26
Sep17 170123 245.00 245.00 240.75 240.75 -1.75 0 10 +0
Total Volume and Open Interest 1,096 7,831 +182
Rough Rice(CBOT)
Mar17 170123 9.86 9.90 9.76 9.80 -0.02 304 10,299 -58
May17 170123 10.10 10.12 10.00 10.05 -0.01 71 956 +29
Jul17 170123 10.27 10.27 10.27 10.27 -0.01 20 41 +15
Sep17 170123 10.42 10.42 10.42 10.42 -0.01 0 14 +0
Total Volume and Open Interest 395 11,310 -14
Live Cattle(CME)
Feb17 170123 120.000 120.600 119.500 120.250 unch 22,796 58,345 -4,881
Apr17 170123 118.785 119.250 118.150 119.180 +0.200 22,621 134,614 +2,383
Jun17 170123 108.400 108.950 108.080 108.600 -0.100 10,780 83,046 +610
Aug17 170123 104.230 104.480 103.800 104.230 -0.170 4,482 35,289 +1,023
Oct17 170123 103.680 104.135 103.480 103.730 -0.320 2,591 19,695 +875
Dec17 170123 104.535 104.785 104.035 104.430 -0.220 1,123 6,978 +137
Total Volume and Open Interest 64,598 340,448 +215
Feeder Cattle(CME)
Jan17 170123 132.985 132.985 132.185 132.785 -0.315 1,247 4,009 -251
Mar17 170123 131.685 131.700 130.500 130.685 -0.600 3,933 24,217 +262
Apr17 170123 130.435 130.550 129.630 129.935 -0.165 1,214 8,053 +116
May17 170123 128.700 128.900 127.950 128.200 -0.300 1,158 8,574 +245
Aug17 170123 128.825 128.880 128.100 128.485 -0.115 569 5,534 +229
Sep17 170123 126.400 126.850 126.350 126.635 -0.165 176 902 +85
Oct17 170123 124.580 124.730 124.100 124.135 -0.215 6 131 +4
Total Volume and Open Interest 8,303 51,471 +690
Lean Hogs(CME)
Feb17 170123 65.350 65.450 64.330 65.000 -0.300 12,457 35,043 -2,316
Apr17 170123 68.500 68.580 67.180 67.785 -0.695 11,756 92,490 +1,518
May17 170123 72.950 73.400 72.400 72.980 -0.305 38 1,633 +21
Jun17 170123 77.385 77.500 76.350 76.750 -0.635 4,958 41,351 +409
Jul17 170123 77.400 77.500 76.500 77.050 -0.350 1,940 14,976 +373
Aug17 170123 77.035 77.080 76.200 76.830 -0.120 1,548 16,953 -196
Oct17 170123 66.750 66.800 66.000 66.635 -0.065 1,243 9,479 +256
Dec17 170123 62.850 63.100 62.200 63.000 +0.150 550 4,904 +285
Total Volume and Open Interest 34,500 217,355 +350
Class III Milk(CME)
Jan17 170123 16.76 16.77 16.75 16.76 -0.01 60 4,453 -12
Feb17 170123 16.90 16.94 16.63 16.66 -0.30 195 4,443 +1
Mar17 170123 17.45 17.46 17.05 17.15 -0.25 131 3,878 -14
Apr17 170123 17.63 17.63 17.40 17.49 -0.18 94 3,261 +23
May17 170123 17.67 17.68 17.58 17.61 -0.12 39 2,898 +4
Jun17 170123 17.82 17.88 17.75 17.80 -0.06 66 2,728 +14
Jul17 170123 17.92 17.92 17.83 17.92 unch 30 1,616 +23
Aug17 170123 17.93 17.93 17.86 17.90 -0.05 6 1,658 +5
Sep17 170123 17.93 17.93 17.90 17.90 -0.03 21 1,543 +8
Oct17 170123 17.82 17.85 17.78 17.83 +0.01 3 1,292 +0
Nov17 170123 17.68 17.70 17.65 17.67 -0.01 18 1,367 +17
Dec17 170123 17.43 17.45 17.38 17.40 -0.01 34 1,234 +12
Jan18 170123 16.93 16.93 16.93 16.93 unch 0 224 +0
Total Volume and Open Interest 702 31,372 +81
Cocoa(ICE)
Mar17 170123 2160 2182 2142 2165 +25 22,882 120,044 -669
May17 170123 2159 2189 2147 2172 +26 12,119 59,039 -702
Jul17 170123 2164 2195 2155 2178 +26 6,692 43,322 +46
Sep17 170123 2181 2208 2174 2193 +27 1,641 19,880 -78
Dec17 170123 2205 2231 2200 2215 +26 951 13,660 -191
Mar18 170123 2221 2240 2218 2231 +26 160 11,127 +16
May18 170123 2248 2250 2248 2248 +27 190 3,868 +11
Total Volume and Open Interest 44,644 275,243 -1,567
Coffee "C"(ICE)
Mar17 170123 153.00 156.75 152.90 155.40 +2.20 12,484 81,165 -897
May17 170123 155.30 159.10 155.30 157.80 +2.20 2,978 43,534 +426
Jul17 170123 157.80 161.40 157.65 160.10 +2.20 1,598 21,396 +64
Sep17 170123 159.85 163.50 159.85 162.30 +2.20 785 14,336 +95
Dec17 170123 162.80 166.55 162.80 165.25 +2.20 115 12,019 +3
Mar18 170123 166.70 169.35 166.70 168.10 +2.25 34 2,640 +11
Total Volume and Open Interest 18,079 178,570 -246
Orange Juice(ICE)
Mar17 170123 167.25 168.90 160.25 162.45 -3.80 1,021 10,175 -229
May17 170123 165.20 165.25 158.75 160.95 -3.75 257 1,377 +91
Jul17 170123 164.25 164.25 157.80 159.60 -4.40 123 679 +122
Sep17 170123 160.00 160.00 158.00 159.25 -4.20 0 99 +0
Nov17 170123 157.45 158.20 157.45 158.20 -4.05 0 5 +0
Jan18 170123 158.20 158.20 158.20 158.20 -4.05 0 1 +0
Total Volume and Open Interest 1,401 12,336 -16
Sugar #11(ICE)
Mar17 170123 20.35 20.72 20.24 20.64 +0.46 109,786 314,304 -6,421
May17 170123 20.32 20.69 20.26 20.63 +0.41 73,502 176,398 +4,646
Jul17 170123 20.19 20.32 19.96 20.29 +0.36 38,227 153,556 +3,474
Oct17 170123 19.83 20.04 19.70 20.01 +0.31 20,186 85,129 +2,531
Mar18 170123 19.70 19.87 19.57 19.85 +0.26 7,753 61,040 +1,410
May18 170123 19.00 19.17 18.91 19.16 +0.20 1,945 19,586 +374
Jul18 170123 18.37 18.53 18.28 18.52 +0.16 989 13,222 +85
Oct18 170123 17.96 18.11 17.92 18.10 +0.14 777 14,124 +216
Total Volume and Open Interest 254,066 847,405 +6,576
London Cocoa(LCE)
Mar17 170123 1742 1762 1733 1746 -2 11,340 105,889 -1,551
May17 170123 1762 1783 1755 1769 +1 8,456 65,312 +274
Jul17 170123 1783 1804 1778 1791 unch 5,487 40,226 +584
Sep17 170123 1800 1819 1795 1808 -1 4,135 38,232 +725
Dec17 170123 1819 1835 1813 1824 -2 2,412 28,568 +633
Mar18 170123 1831 1846 1823 1835 -2 852 20,169 +190
May18 170123 1846 1851 1842 1851 -2 340 5,570 +171
Total Volume and Open Interest 33,047 305,684 +1,035
London Sugar(LCE)
Mar17 170123 535.30 542.20 532.00 541.00 +10.60 10,846 33,779 -163
May17 170123 540.00 545.80 536.50 544.80 +9.80 10,037 29,179 +1,049
Aug17 170123 535.90 541.30 532.40 540.70 +9.00 3,524 12,742 +684
Oct17 170123 520.00 523.60 515.00 523.20 +8.00 2,867 11,778 +95
Dec17 170123 508.40 514.70 507.00 514.10 +6.10 432 3,908 -21
Total Volume and Open Interest 28,103 96,252 +1,894
Cotton(ICE)
Mar17 170123 73.14 74.94 73.03 74.63 +1.59 13,675 162,081 -2,544
May17 170123 73.72 75.43 73.70 75.17 +1.50 6,805 44,341 +766
Jul17 170123 74.34 75.87 74.34 75.65 +1.40 1,359 29,210 +344
Oct17 170123 72.73 72.73 72.73 72.73 +0.84 0 34 +0
Dec17 170123 71.20 72.19 71.20 71.92 +0.73 490 21,418 +143
Mar18 170123 71.52 72.10 71.52 71.90 +0.60 8 1,373 -1
Total Volume and Open Interest 22,337 259,328 -1,292
Lumber(CME)
Mar17 170123 327.0 327.3 320.2 321.5 -4.0 219 3,139 +2
May17 170123 331.3 332.7 328.6 329.0 -3.4 46 552 +8
Jul17 170123 336.9 336.9 336.9 336.9 -3.9 10 65 +0
Sep17 170123 340.7 340.7 340.7 340.7 -3.9 4 32 +3
Total Volume and Open Interest 279 3,791 +13
Crude Oil(NYM)
Mar17 170123 53.33 53.47 52.21 52.75 -0.47 577,762 625,833 +22,042
Apr17 170123 53.99 54.18 52.98 53.50 -0.46 99,885 180,308 +15,392
May17 170123 54.69 54.83 53.65 54.17 -0.45 40,066 139,670 -1,676
Jun17 170123 55.15 55.35 54.20 54.71 -0.45 49,407 259,122 +129
Jul17 170123 55.62 55.67 54.63 55.10 -0.44 12,997 75,727 -22
Aug17 170123 55.79 55.79 54.82 55.33 -0.42 10,645 58,144 +71
Sep17 170123 55.91 56.04 54.97 55.48 -0.41 10,035 88,482 +1,031
Oct17 170123 55.46 55.85 55.11 55.58 -0.39 4,823 47,132 -213
Nov17 170123 55.63 55.82 55.21 55.66 -0.38 4,143 48,054 +1,035
Dec17 170123 56.17 56.22 55.23 55.73 -0.37 31,951 216,195 +2,877
Jan18 170123 56.08 56.12 55.36 55.75 -0.35 1,151 39,699 +114
Feb18 170123 56.07 56.13 55.29 55.76 -0.35 907 18,708 +311
Mar18 170123 55.77 55.77 55.77 55.77 -0.35 1,812 28,187 +78
Apr18 170123 56.16 56.36 55.73 55.76 -0.34 916 9,190 -16
May18 170123 55.74 55.74 55.74 55.74 -0.33 602 8,067 +65
Jun18 170123 55.55 56.03 55.27 55.73 -0.33 4,468 66,735 -522
Total Volume and Open Interest 992,395 2,142,725 -10,959
e-miNY Crude Oil(NYM)
Mar17 170123 53.300 53.475 52.225 52.750 -0.475 9,492 1,690 -35
Apr17 170123 54.150 54.150 52.975 53.500 -0.450 54 428 +0
May17 170123 54.650 54.650 53.725 54.175 -0.450 37 176 +7
Jun17 170123 55.525 55.525 54.275 54.700 -0.450 23 129 +10
Jul17 170123 55.100 55.875 54.700 55.100 -0.450 5 144 +0
Aug17 170123 55.825 55.825 54.925 55.325 -0.425 1 121 +0
Sep17 170123 55.425 55.700 55.075 55.475 -0.425 0 11 +0
Oct17 170123 55.575 55.750 55.200 55.575 -0.400 2 34 +2
Nov17 170123 55.650 55.650 55.250 55.650 -0.400 2 71 +2
Dec17 170123 55.725 55.725 55.300 55.725 -0.375 1 126 -1
Total Volume and Open Interest 9,617 3,058 -2,299
NY Harbor ULSD(NYM)
Feb17 170123 163.61 164.93 162.05 162.65 -1.94 45,324 55,151 -11,502
Mar17 170123 165.70 166.65 163.85 164.56 -1.72 53,302 119,991 +133
Apr17 170123 167.14 167.46 164.91 165.74 -1.47 28,028 60,202 +2,187
May17 170123 167.89 168.44 165.95 166.80 -1.40 15,117 33,669 +620
Jun17 170123 169.46 169.46 167.01 167.85 -1.34 13,205 46,523 +708
Jul17 170123 170.69 170.69 168.31 169.08 -1.27 4,456 15,171 +841
Aug17 170123 169.87 170.81 169.35 170.14 -1.22 1,858 7,779 +414
Sep17 170123 170.32 172.41 170.23 171.19 -1.20 1,789 11,902 +434
Oct17 170123 171.97 172.71 171.55 172.16 -1.17 1,256 4,942 +86
Nov17 170123 172.92 173.48 172.55 173.13 -1.16 582 4,153 +51
Dec17 170123 174.88 175.27 172.98 174.01 -1.16 4,577 39,811 +159
Jan18 170123 175.24 175.24 174.89 174.89 -1.17 175 2,994 -39
Feb18 170123 175.80 175.80 175.27 175.27 -1.16 44 2,082 +23
Mar18 170123 174.88 174.88 174.88 174.88 -1.16 30 1,091 -1
Total Volume and Open Interest 170,634 421,694 -5,642
RBOB Gasoline(NYM)
Feb17 170123 156.45 157.68 154.14 156.67 +0.07 37,354 51,163 -5,930
Mar17 170123 159.34 160.29 157.06 159.26 -0.14 61,451 148,216 +5,251
Apr17 170123 179.82 180.81 177.69 179.86 +0.09 39,352 62,215 -179
May17 170123 181.02 181.90 179.01 180.97 -0.09 19,981 42,703 +3,451
Jun17 170123 181.14 181.58 178.75 180.64 -0.16 16,149 40,858 +1,622
Jul17 170123 179.55 179.99 177.49 179.33 -0.22 4,502 20,775 +809
Aug17 170123 175.71 177.60 175.63 177.13 -0.35 2,546 8,733 +698
Sep17 170123 172.87 174.84 172.80 174.15 -0.45 4,489 18,379 +1
Oct17 170123 159.76 161.42 159.67 160.95 -0.49 2,034 6,280 -261
Nov17 170123 158.09 158.14 156.70 157.70 -0.55 731 2,808 -3
Total Volume and Open Interest 194,011 436,007 +5,713
e-miNY RBOB Gasoline(NYM)
Feb17 170123 156.67 156.67 156.67 156.67 +0.07 1 2 +1
Mar17 170123 159.26 159.26 159.26 159.26 -0.14      
Apr17 170123 179.86 179.86 179.86 179.86 +0.09      
May17 170123 180.97 180.97 180.97 180.97 -0.09      
Total Volume and Open Interest 1 2 +1
Natural Gas(NYM)
Feb17 170123 3.180 3.278 3.145 3.243 +0.039 145,476 69,113 -9,315
Mar17 170123 3.187 3.290 3.169 3.257 +0.046 99,944 287,833 +9,641
Apr17 170123 3.212 3.309 3.197 3.281 +0.055 49,559 113,781 -197
May17 170123 3.229 3.326 3.217 3.299 +0.060 31,512 103,729 +942
Jun17 170123 3.266 3.366 3.260 3.341 +0.063 14,480 49,887 +275
Jul17 170123 3.322 3.400 3.301 3.381 +0.063 12,983 61,115 +559
Aug17 170123 3.305 3.400 3.301 3.380 +0.062 8,823 33,380 -776
Sep17 170123 3.284 3.383 3.284 3.361 +0.060 6,183 45,329 -20
Oct17 170123 3.312 3.392 3.297 3.374 +0.059 22,486 90,970 +1,107
Nov17 170123 3.361 3.427 3.350 3.416 +0.053 4,807 35,269 +23
Dec17 170123 3.476 3.547 3.466 3.528 +0.049 2,544 35,891 +220
Jan18 170123 3.556 3.627 3.548 3.609 +0.046 5,333 42,012 -384
Feb18 170123 3.520 3.577 3.517 3.568 +0.038 1,026 16,488 +21
Mar18 170123 3.463 3.483 3.423 3.472 +0.029 4,998 38,385 -874
Apr18 170123 2.911 2.952 2.911 2.940 +0.018 5,341 48,599 +369
May18 170123 2.890 2.890 2.868 2.880 +0.010 2,486 12,026 -509
Total Volume and Open Interest 420,952 1,184,261 +1,840
Brent Crude Oil(ICE)
Mar17 170123 55.70 55.75 54.65 55.23 -0.26 346,867 289,023 -38,496
Apr17 170123 56.06 56.24 55.10 55.63 -0.35 243,799 390,849 +55,786
May17 170123 56.59 56.74 55.59 56.11 -0.39 104,199 249,043 +14,995
Jun17 170123 57.00 57.18 56.03 56.54 -0.40 100,452 286,571 +463
Jul17 170123 57.29 57.34 56.34 56.84 -0.41 41,091 122,780 +9,206
Aug17 170123 57.47 57.47 56.55 57.02 -0.42 18,704 75,237 +1,000
Sep17 170123 57.54 57.60 56.62 57.11 -0.42 20,980 79,739 +1,686
Oct17 170123 57.57 57.57 56.65 57.12 -0.44 8,076 43,535 +1,344
Nov17 170123 57.52 57.52 56.66 57.12 -0.45 5,574 45,075 +934
Dec17 170123 57.63 57.63 56.66 57.11 -0.46 66,327 219,931 +287
Jan18 170123 57.09 57.09 57.09 57.09 -0.46 3,186 34,655 +367
Feb18 170123 57.06 57.06 57.06 57.06 -0.48 2,491 23,653 +318
Mar18 170123 56.66 57.06 56.66 57.05 -0.48 2,090 24,831 -455
Apr18 170123 57.02 57.02 57.02 57.02 -0.49 158 14,895 +3
Total Volume and Open Interest 1,010,655 2,294,413 +52,743
Gas Oil(ICE)
Feb17 170123 488.50 489.75 480.75 485.50 -4.00 54,820 144,275 -1,543
Mar17 170123 492.50 495.00 486.00 490.75 -3.50 50,800 156,592 +608
Apr17 170123 497.50 498.00 489.25 494.25 -3.25 23,788 80,588 +1,503
May17 170123 500.50 500.50 491.75 496.75 -3.25 14,300 59,629 -904
Jun17 170123 501.75 502.00 494.25 499.00 -3.25 21,505 108,893 +630
Jul17 170123 504.50 504.75 497.75 502.00 -3.00 4,340 29,505 +649
Aug17 170123 507.25 507.50 500.50 504.75 -2.75 1,688 20,348 +712
Sep17 170123 509.75 510.00 503.50 507.50 -2.75 3,223 34,314 -327
Oct17 170123 510.25 511.00 506.50 510.00 -2.75 2,665 25,991 +252
Nov17 170123 508.25 511.25 507.00 511.00 -2.50 1,837 11,459 +297
Total Volume and Open Interest 198,350 882,541 +4,358
Ethanol(CBOT)
Feb17 170123 1.478 1.492 1.478 1.492 +0.002 781 2,164 -431
Mar17 170123 1.519 1.519 1.509 1.515 -0.003 681 2,272 +496
Apr17 170123 1.536 1.541 1.535 1.541 -0.001 55 968 +13
May17 170123 1.548 1.555 1.548 1.554 -0.002 39 67 +18
Jun17 170123 1.554 1.557 1.554 1.557 -0.002 18 103 +0
Jul17 170123 1.554 1.557 1.554 1.557 -0.002 20 160 +3
Aug17 170123 1.552 1.555 1.552 1.555 -0.002 49 146 +46
Sep17 170123 1.547 1.547 1.547 1.547 -0.002 0 29 +0
Total Volume and Open Interest 1,643 5,957 +145
WTI Crude Oil(ICE)
Mar17 170123 53.28 53.43 52.22 52.75 -0.47 74,452 101,765 -76
Apr17 170123 54.08 54.16 52.99 53.50 -0.46 53,483 46,541 +4,319
May17 170123 54.64 54.78 53.66 54.17 -0.45 23,456 32,980 -858
Jun17 170123 55.21 55.21 54.21 54.71 -0.45 15,279 68,138 -1,020
Jul17 170123 54.83 55.25 54.60 55.10 -0.44 3,682 22,995 +344
Aug17 170123 55.42 55.51 54.90 55.33 -0.42 2,548 16,336 +558
Sep17 170123 55.55 55.66 55.03 55.48 -0.41 2,618 21,484 +346
Oct17 170123 55.24 55.63 55.24 55.58 -0.39 750 3,291 -173
Nov17 170123 55.70 55.71 55.34 55.66 -0.38 512 2,723 -128
Dec17 170123 55.76 55.83 55.37 55.73 -0.37 7,129 90,942 +47
Jan18 170123 55.75 55.75 55.75 55.75 -0.35 193 3,955 +0
Feb18 170123 55.76 55.76 55.76 55.76 -0.35 120 1,964 +1
Mar18 170123 55.77 55.77 55.77 55.77 -0.35 39 4,886 +8
Apr18 170123 55.76 55.76 55.76 55.76 -0.34 14 1,159 +10
May18 170123 55.74 55.74 55.74 55.74 -0.33 4 558 +0
Jun18 170123 55.39 55.73 55.39 55.73 -0.33 939 19,620 -698
Total Volume and Open Interest 189,317 535,665 -16,486
US Dollar Index(ICE)
Mar17 170123 100.750 100.750 99.920 100.130 -0.560 53,384 73,513 -245
Jun17 170123 100.575 100.605 99.885 100.040 -0.540 483 1,911 +29
Sep17 170123 100.295 100.295 99.850 99.915 -0.540 18 349 +5
Total Volume and Open Interest 53,887 75,882 -211
Australian Dollar(CME)
Mar17 170123 75.52 75.80 75.42 75.66 +0.13 96,194 87,323 +1,284
Jun17 170123 75.38 75.62 75.25 75.49 +0.12 108 690 +0
Sep17 170123 75.35 75.36 75.28 75.36 +0.12 0 28 +0
Total Volume and Open Interest 96,302 88,083 +1,284
British Pound(CME)
Mar17 170123 123.92 125.56 123.89 125.14 +1.22 95,730 223,605 +151
Jun17 170123 124.25 125.83 124.25 125.47 +1.22 468 1,348 +249
Sep17 170123 125.85 126.02 125.81 125.81 +1.21 2 175 +0
Total Volume and Open Interest 96,200 225,264 +400
Canadian Dollar(CME)
Mar17 170123 75.07 75.68 75.03 75.52 +0.35 75,461 95,603 -1,080
Jun17 170123 75.14 75.77 75.12 75.62 +0.35 217 2,005 +20
Sep17 170123 75.72 75.80 75.28 75.72 +0.34 54 471 +31
Dec17 170123 75.51 75.90 75.39 75.83 +0.33 0 544 +0
Total Volume and Open Interest 75,736 98,645 -1,030
Japanese Yen(CME)
Mar17 170123 87.56 88.88 87.54 88.64 +0.99 190,782 194,478 -5,472
Jun17 170123 88.16 89.30 88.01 89.08 +0.98 324 8,477 -39
Sep17 170123 89.02 89.71 88.56 89.56 +0.98 3 59 +0
Total Volume and Open Interest 191,111 203,075 -5,510
Swiss Franc(CME)
Mar17 170123 100.06 100.62 100.06 100.41 +0.31 25,426 45,695 +194
Jun17 170123 100.89 101.23 100.73 101.05 +0.32 4 116 +0
Sep17 170123 101.69 101.69 101.69 101.69 +0.29 0 4 +0
Total Volume and Open Interest 25,430 45,820 +194
EuroFX(CME)
Mar17 170123 107.28 107.93 107.25 107.68 +0.38 241,553 404,070 +454
Jun17 170123 107.90 108.45 107.81 108.22 +0.37 606 9,181 +25
Sep17 170123 108.60 108.94 108.40 108.76 +0.35 41 398 +14
Total Volume and Open Interest 242,202 413,731 +495
Mexican Peso(CME)
Feb17 170123 466.25 466.25 466.25 466.25 +5.00      
Mar17 170123 460.75 467.00 460.25 464.38 +5.00 30,508 135,587 -1,057
Total Volume and Open Interest 30,530 178,401 -1,042
Brazilian Real(CME)
Feb17 170123 315.00 316.20 313.50 314.50 +0.60 1,036 29,566 -117
Mar17 170123 313.60 313.85 311.40 312.25 +0.55 9 7,696 +0
Apr17 170123 309.70 309.70 309.70 309.70 +0.40      
May17 170123 307.70 307.70 307.70 307.70 +0.30      
Total Volume and Open Interest 1,045 37,262 -117
30-Year T-Bonds(CBOT)
Mar17 170123 150~250 152~150 150~180 152~000 +1~070 320,606 627,417 +8,854
Jun17 170123 150~020 151~050 149~110 150~240 +1~080 88 860 +38
Sep17 170123 150~240 150~290 150~240 150~240 +1~080      
Total Volume and Open Interest 320,694 628,277 +8,892
10-Year T-Notes(CBOT)
Mar17 170123 124~055 124~315 124~050 124~260 +0~190 1,809,571 3,150,052 +38,147
Jun17 170123 123~280 124~135 123~195 124~085 +0~200 4,645 10,830 +996
Sep17 170123 124~275 124~275 124~065 124~275 +0~200      
Total Volume and Open Interest 1,814,216 3,160,882 +39,143
5-Year T-Notes(CBOT)
Mar17 170123 117~212 118~042 117~210 118~010 +0~112 974,057 2,989,351 +40,985
Jun17 170123 117~092 117~242 117~086 117~210 +0~120 3,472 5,081 +1,321
Sep17 170123 117~210 117~210 117~210 117~210 +0~120      
Total Volume and Open Interest 977,529 2,994,432 +42,306
2 Year T-Notes(CBOT)
Mar17 170123 108~112 108~154 108~110 108~146 +0~030 298,376 1,209,203 +10,691
Jun17 170123 108~070 108~074 108~060 108~064 +0~030      
Sep17 170123 108~064 108~064 108~064 108~064 +0~030      
Total Volume and Open Interest 298,376 1,209,203 +10,691
Eurodollars(CME)
Mar17 170123 98.900 98.925 98.895 98.915 +0.020 405,006 1,389,544 +200
Jun17 170123 98.730 98.775 98.725 98.765 +0.035 430,386 1,473,839 +19,254
Sep17 170123 98.605 98.660 98.595 98.645 +0.045 304,868 1,207,175 +3,920
Dec17 170123 98.455 98.525 98.450 98.505 +0.050 491,507 1,448,748 -9,220
Mar18 170123 98.340 98.415 98.330 98.390 +0.055 363,169 1,026,729 +11,480
Jun18 170123 98.220 98.300 98.215 98.275 +0.060 304,904 751,078 -5,095
Sep18 170123 98.115 98.200 98.105 98.175 +0.070 296,893 578,495 +16,453
Dec18 170123 98.000 98.090 97.985 98.060 +0.070 422,372 846,978 -17,893
Mar19 170123 97.915 98.015 97.905 97.985 +0.075 279,887 605,957 -17,650
Jun19 170123 97.835 97.940 97.830 97.910 +0.075 229,106 588,714 +2,709
Sep19 170123 97.765 97.870 97.755 97.835 +0.075 175,951 469,823 -3,895
Dec19 170123 97.675 97.780 97.665 97.750 +0.080 294,600 507,959 +21,691
Mar20 170123 97.625 97.730 97.620 97.705 +0.080 182,236 294,263 -2,553
Jun20 170123 97.570 97.675 97.565 97.650 +0.080 105,498 178,277 +1,290
Sep20 170123 97.520 97.625 97.510 97.595 +0.075 99,331 161,918 +3,894
Dec20 170123 97.455 97.560 97.445 97.530 +0.075 70,814 173,283 -3,956
Mar21 170123 97.410 97.515 97.405 97.490 +0.075 55,589 91,482 -967
Jun21 170123 97.365 97.470 97.360 97.445 +0.075 46,052 92,905 -2,104
Total Volume and Open Interest 4,697,977 12,151,749 +27,289
Ultra T-Bond(CBOT)
Mar17 170123 160~28 163~08 160~19 162~16 +1~19 114,242 698,744 +5,982
Jun17 170123 161~25 161~28 161~03 161~10 +1~19 6 60 +0
Sep17 170123 161~10 161~10 161~10 161~10 +1~19      
Total Volume and Open Interest 114,248 698,804 +5,982
Ultra 10-Yr T-Note(CBOT)
Mar17 170123 133~280 134~295 133~250 134~215 +0~250 135,003 307,358 +6,224
Jun17 170123 133~175 133~175 133~175 133~175 +0~250      
Sep17 170123 133~175 133~175 133~175 133~175 +0~250      
Total Volume and Open Interest 135,003 307,358 +6,224
30 Day Federal Funds(CBOT)
Jan17 170123 99.353 99.353 99.350 99.353 unch 5,504 163,180 -2,230
Feb17 170123 99.345 99.350 99.345 99.345 +0.005 10,962 97,902 +3,747
Mar17 170123 99.315 99.320 99.310 99.315 +0.005 12,696 89,488 +22
Apr17 170123 99.295 99.305 99.290 99.295 +0.005 56,425 244,423 +7,673
May17 170123 99.240 99.255 99.235 99.245 +0.010 34,886 90,696 +6,358
Jun17 170123 99.170 99.190 99.170 99.180 +0.015 6,466 27,329 +1,474
Total Volume and Open Interest 199,005 1,023,784 +23,617
Japanese Govt Bonds(SGX)
Mar17 170123 150.15 150.33 150.05 150.22 +0.18 895 12,785 -160
Jun17 170123 150.19 150.19 150.19 150.19 +0.18      
Sep17 170123 150.19 150.19 150.19 150.19 +0.18      
Total Volume and Open Interest 895 12,785 -160
Euro-Buxl(EUREX)
Mar17 170123 166.74 168.54 165.74 167.94 +2.42 50,258 214,074 +1,069
Jun17 170123 163.80 166.42 163.80 165.94 +2.42 0 25 +1
Sep17 170123 162.88 163.92 162.88 163.92 +2.42 13 9 -3
Total Volume and Open Interest 50,271 214,108 +1,067
Euro-Bund(EUREX)
Mar17 170123 162.77 163.38 162.45 163.13 +0.84 870,073 1,991,750 -71,091
Jun17 170123 159.46 160.19 159.37 159.98 +0.83 10,065 35,153 +6,099
Sep17 170123 161.52 161.52 161.52 161.52 +0.84 0 2,120 +338
Total Volume and Open Interest 880,138 2,029,023 -64,654
Euro-Bobl(EUREX)
Mar17 170123 133.16 133.33 133.06 133.26 +0.21 664,073 1,408,047 -106,904
Jun17 170123 131.08 131.27 131.07 131.26 +0.23 2,896 35,920 +5,408
Sep17 170123 132.26 132.26 132.26 132.26 +1.21      
Total Volume and Open Interest 666,969 1,443,967 -101,496
Euro-Schatz(EUREX)
Mar17 170123 112.18 112.21 112.17 112.19 +0.03 363,211 1,439,453 -40,373
Jun17 170123 112.00 112.04 112.00 112.04 +0.02 2,127 31,772 +4,108
Sep17 170123 112.04 112.04 112.04 112.04 +0.02      
Total Volume and Open Interest 365,338 1,471,225 -36,265
3-Mth Euribor(EUREX)
Mar17 170123 100.330 100.330 100.330 100.330 +0.005 0 3,889 +0
Jun17 170123 100.320 100.320 100.315 100.315 unch 0 33,446 +0
Sep17 170123 100.300 100.300 100.295 100.295 +0.005 1 4,255 +0
Total Volume and Open Interest 22 72,195 +66
Long Gilt(LIFFE)
Mar17 170123 124~09 124~23 123~30 124~09 +0~14 178,725 636,960 +6,517
Jun17 170123 123~06 123~06 123~06 123~06 +0~14      
Total Volume and Open Interest 178,725 636,960 +6,517
3-Mth Short Sterling(LIFFE)
Mar17 170123 99.62 99.62 99.61 99.62 -0.00 34,300 344,769 +2,710
Jun17 170123 99.56 99.58 99.55 99.57 +0.01 73,346 458,455 +13,091
Sep17 170123 99.51 99.53 99.49 99.52 +0.01 69,690 290,476 +3,091
Dec17 170123 99.44 99.48 99.43 99.46 +0.01 88,006 304,050 +5,791
Mar18 170123 99.40 99.42 99.37 99.41 +0.01 84,455 185,216 -3,041
Jun18 170123 99.34 99.38 99.31 99.35 +0.01 89,210 195,132 -4,443
Total Volume and Open Interest 819,277 2,523,319 +25,561
3-Mth Euribor(LIFFE)
Mar17 170123 100.330 100.330 100.325 100.330 +0.005 43,064 327,538 -2,037
Jun17 170123 100.315 100.320 100.310 100.315 +0.005 34,453 383,370 +1,371
Sep17 170123 100.295 100.300 100.285 100.295 +0.005 56,731 311,711 +1,795
Total Volume and Open Interest 794,952 3,250,128 +29,357
3-Mth Aus T-Bills(SFE)
Mar17 170123 98.20 98.20 98.19 98.20 unch 7,921 158,107 -2,952
Jun17 170123 98.16 98.17 98.15 98.17 unch 37,195 233,688 +591
Sep17 170123 98.10 98.11 98.08 98.11 +0.01 23,764 143,654 -269
Dec17 170123 98.02 98.03 98.00 98.03 +0.01 20,523 190,849 +3,123
Mar18 170123 97.93 97.94 97.90 97.94 +0.01 11,215 105,696 +1,164
Jun18 170123 97.83 97.85 97.81 97.85 +0.01 12,182 71,069 +2,828
Sep18 170123 97.74 97.76 97.72 97.76 +0.02 5,511 51,958 +1,706
Dec18 170123 97.65 97.67 97.63 97.67 +0.01 3,115 29,972 +666
Mar19 170123 97.56 97.57 97.56 97.57 unch 53 6,833 +17
Jun19 170123 97.48 97.49 97.48 97.49 +0.01 117 3,496 +0
Total Volume and Open Interest 122,002 997,134 +7,119
10-Year Aus T-Bonds(SFE)
Mar17 170123 97.18 97.23 97.14 97.21 +0.02 123,671 949,708 +3,653
Jun17 170123 97.21 97.21 97.21 97.21 +0.02      
Total Volume and Open Interest 123,671 949,708 +3,653
3-Year Aus T-Bonds(SFE)
Mar17 170123 97.93 97.96 97.91 97.96 +0.02 209,815 1,031,784 +22,545
Jun17 170123 97.96 97.96 97.96 97.96 +0.02      
Total Volume and Open Interest 209,815 1,031,784 +22,545
Gold(CMX)
Feb17 170123 1209.3 1219.4 1209.0 1215.6 +10.7 247,403 193,356 -8,914
Apr17 170123 1212.3 1222.2 1211.8 1218.5 +10.8 26,810 177,732 +17,476
Jun17 170123 1215.1 1225.1 1215.0 1221.6 +10.9 5,256 46,836 +690
Aug17 170123 1218.7 1227.9 1218.7 1224.6 +10.9 1,016 13,115 +281
Oct17 170123 1222.6 1230.2 1222.5 1227.6 +10.9 439 3,247 +143
Dec17 170123 1230.0 1233.9 1225.1 1230.6 +10.9 1,077 25,448 +45
Feb18 170123 1236.2 1236.2 1233.7 1233.7 +10.8 47 4,154 +3
Apr18 170123 1236.0 1237.0 1236.0 1237.0 +10.8 5 259 -2
Jun18 170123 1242.5 1243.6 1240.5 1240.5 +10.7 17 4,218 +2
Aug18 170123 1244.2 1244.2 1244.2 1244.2 +10.6 0 122 +0
Oct18 170123 1247.9 1247.9 1247.9 1247.9 +10.5 0 5 +0
Dec18 170123 1251.9 1254.0 1251.9 1251.9 +10.4 4 2,311 -2
Total Volume and Open Interest 282,898 475,227 +9,603
Silver(CMX)
Mar17 170123 1712.0 1728.5 1707.5 1718.6 +15.4 79,090 132,041 -2,595
May17 170123 1723.5 1730.0 1715.0 1724.7 +15.6 2,925 22,260 +808
Jul17 170123 1723.0 1738.5 1720.5 1730.7 +15.7 549 7,760 +222
Sep17 170123 1737.5 1743.5 1735.0 1736.8 +15.8 401 3,789 -20
Dec17 170123 1750.5 1754.5 1744.0 1745.6 +15.8 159 5,585 +74
Mar18 170123 1754.4 1754.4 1754.4 1754.4 +15.8 0 32 +0
May18 170123 1758.7 1758.7 1758.7 1758.7 +15.8 0 5 +0
Total Volume and Open Interest 83,168 172,592 -1,625
Platinum(NYMEX)
Jan17 170123 976.1 976.1 976.1 976.1 +3.9 0 8 +0
Apr17 170123 982.0 988.5 976.8 979.9 +3.9 14,759 57,609 -354
Jul17 170123 986.8 991.2 981.0 983.1 +3.5 100 4,423 +10
Oct17 170123 991.0 991.0 986.4 986.4 +3.8 6 236 +1
Total Volume and Open Interest 14,894 62,471 -347
Palladium(NYMEX)
Mar17 170123 788.50 797.50 770.10 771.50 -16.90 3,226 27,400 +62
Jun17 170123 785.60 797.00 772.20 772.35 -16.70 117 1,353 +41
Sep17 170123 779.25 779.25 773.10 773.10 -16.70 0 2 +0
Total Volume and Open Interest 3,343 28,762 +103
Copper(CMX)
Mar17 170123 262.10 266.80 261.30 264.75 +2.25 57,874 145,241 -690
May17 170123 262.65 267.60 262.65 265.70 +2.25 4,496 42,942 -34
Jul17 170123 264.20 267.40 263.85 266.35 +2.25 1,944 20,102 +504
Sep17 170123 265.25 266.95 265.25 266.90 +2.25 633 13,709 -324
Dec17 170123 266.95 267.40 265.90 267.35 +2.25 332 11,269 +49
Total Volume and Open Interest 67,109 254,258 +185
E-mini DJIA Index(CBOT)
Mar17 170123 19746 19771 19666 19735 -10 119,383 132,394 +1,385
Jun17 170123 19668 19706 19611 19674 -11 40 555 +10
Sep17 170123 19622 19622 19604 19622 -11 0 2 +0
Dec17 170123 19580 19580 19580 19580 -11 0 1 +0
Total Volume and Open Interest 119,423 132,952 +1,395
S & P 500(CME)
Mar17 170123 2262.30 2267.00 2252.00 2262.00 -3.90 6,211 61,920 +1,114
Jun17 170123 2256.40 2262.30 2246.30 2256.40 -3.90 12 1,754 -7
Sep17 170123 2251.90 2257.80 2241.80 2251.90 -3.90 0 22 +2
Dec17 170123 2248.40 2254.50 2238.50 2248.40 -4.10      
Total Volume and Open Interest 6,223 63,696 +1,109
S & P 500 E-Mini(Globex)
Mar17 170123 2266.00 2267.50 2251.75 2262.00 -4.00 1,386,240 2,813,697 +23,276
Jun17 170123 2260.00 2261.75 2246.25 2256.50 -3.75 1,796 20,110 +667
Sep17 170123 2249.50 2256.25 2243.00 2252.00 -3.75 28 173 +3
Dec17 170123 2244.00 2248.50 2240.25 2248.50 -4.00 3 90 +1
Total Volume and Open Interest 1,388,067 2,834,071 +23,947
NASDAQ 100 E-Mini(Globex)
Mar17 170123 5059.00 5069.80 5030.30 5063.50 +5.20 185,603 226,424 +1,416
Jun17 170123 5043.00 5067.30 5028.00 5062.50 +6.00 336 359 -24
Sep17 170123 5036.00 5065.30 5036.00 5065.30 +6.00 1 35 +0
Total Volume and Open Interest 185,940 226,832 +1,392
S&P Midcap 400(CME) e-Mini
Mar17 170123 1672.70 1675.60 1660.60 1669.60 -4.20 18,447 97,085 -138
Jun17 170123 1662.10 1666.40 1662.10 1662.10 -4.20 0 1 +0
Sep17 170123 1660.70 1660.70 1660.70 1660.70 -4.20      
Total Volume and Open Interest 18,447 97,086 -138
Volatility Index(CBOE)
Jan17 170118 12.15 12.25 11.70 11.86 -0.32 3,222 99,327 -19,852
Feb17 170123 13.85 14.10 13.55 13.58 -0.25 83,780 282,442 -25,125
Mar17 170123 15.20 15.45 14.90 14.98 -0.25 46,705 82,153 +8,128
Apr17 170123 16.41 16.59 16.10 16.13 -0.25 14,786 33,301 -556
Total Volume and Open Interest 162,460 470,654 -11,575
Russell 2000 Mini(ICE)
Mar17 170123 1350.90 1354.80 1339.00 1347.40 -4.70 146,958 646,929 +2,758
Jun17 170123 1337.00 1344.90 1337.00 1344.90 -5.20 0 487 +0
Sep17 170123 1342.90 1342.90 1342.90 1342.90 -5.20 0 198 +0
Total Volume and Open Interest 146,958 647,694 +2,758
Nikkei 225(CME)
Mar17 170123 19160 19175 18835 18940 -245 12,904 28,636 -495
Jun17 170123 18945 18985 18810 18875 -245 26 39 +0
Total Volume and Open Interest 12,930 28,675 -495
Nikkei 225(SGX)
Mar17 170123 19125 19275 18850 18890 -255 75,651 202,095 -4,452
Jun17 170123 19050 19125 18765 18765 -255 47 4,908 +9
Sep17 170123 18735 18735 18735 18735 -225 0 5 +0
Total Volume and Open Interest 104,057 217,300 +902
Nikkei 225 Mini(JPX)
Mar17 170123 19145 19275 18850 18920 -180 1,201,728 956,619 +553,268
Jun17 170123 19000 19130 18710 18770 -180 11,815 13,356 +2,677
Sep17 170123 18970 19080 18670 18730 -180 350 905 +43
Total Volume and Open Interest 1,268,663 1,020,316 +580,444
Nikkei 225(JPX)
Mar17 170123 19150 19280 18840 18920 -180 92,833 417,255 +39,503
Jun17 170123 19010 19130 18710 18770 -180 554 21,731 +198
Sep17 170123 19010 19050 18690 18730 -180 14 8,072 +4
Total Volume and Open Interest 93,431 518,811 +40,416
Nikkei 225(CME) Yen
Mar17 170123 19120 19130 18780 18895 -240      
Jun17 170123 18755 18755 18655 18755 -240      
Sep17 170123 18705 18705 18705 18705 -240      
Total Volume and Open Interest 55,988    
Nikkei 225(CME) e-Mini Yen
Mar17 170123 18850 18900 18800 18900 -230 2 95 +2
Jun17 170123 18760 18760 18760 18760 -230      
Sep17 170123 18710 18710 18710 18710 -230      
Total Volume and Open Interest 2 95 +2
CAC 40(EURONEXT)
Feb17 170123 4825.0 4842.0 4796.0 4819.5 -29.0 100,615 282,845 +28,635
Mar17 170123 4825.5 4834.0 4796.0 4818.5 -29.0 712 15,786 +535
Apr17 170123 4799.5 4799.5 4799.5 4799.5        
Hang Seng Index(HKFE)
Jan17 170123 22936 23104 22853 22897 -31 75,590 118,446 -4,697
Feb17 170123 22886 23058 22810 22858 -25 6,824 16,953 +3,576
Mar17 170123 22866 23055 22817 22847 -37 333 8,133 -81
Total Volume and Open Interest 82,975 146,364 -1,226
DAX(EUREX)
Mar17 170123 11564.0 11607.0 11506.5 11548.5 -67.5 71,702 159,059 -1,529
Jun17 170123 11594.0 11630.0 11544.5 11576.5 -68.0 1,625 6,222 +42
Sep17 170123 11603.0 11603.0 11565.0 11565.0 -69.5 0 168 +0
Total Volume and Open Interest 73,327 165,449 -1,487
Mini-DAX(EUREX)
Mar17 170123 11565.0 11606.0 11507.0 11548.5 -67.5 21,998 9,065 -1,102
Jun17 170123 11593.0 11629.0 11550.0 11576.5 -68.0 197 1,292 -3
Sep17 170123 11605.0 11606.0 11553.0 11565.0 -69.5 1 10 -5
Total Volume and Open Interest 22,196 10,367 -1,110
FT-SE 100(EURONEXT)
Mar17 170123 7110.00 7121.50 7066.50 7085.50 -46.50 114,387 764,748 -2,279
Jun17 170123 7016.50 7036.50 7004.00 7011.50 -46.50 14,506 45,064 +5,299
Sep17 170123 6950.00 6950.00 6950.00 6950.00 -47.00      
Total Volume and Open Interest 128,893 809,812 +3,020
SPI 200(SFE)
Mar17 170123 5600.0 5644.0 5555.0 5566.0 -35.0 31,478 277,502 +957
Jun17 170123 5598.0 5625.0 5546.0 5552.0 -35.0 7 1,623 +7
Sep17 170123 5502.0 5502.0 5502.0 5502.0 -35.0 0 1,760 +0
Total Volume and Open Interest 31,932 287,663 +1,312
FTSE MIB(ISE)
Mar17 170123 19395.00 19475.00 19210.00 19431.00 unch 29,912 37,155 +1,993
Jun17 170123 18800.00 19014.00 18800.00 19014.00 unch 21 88 +1
Total Volume and Open Interest 29,933 37,243 +1,994
KOSPI 200(KFE)
Mar17 170123 267.20 267.40 267.10 267.15 -0.45 151,212 138,410 -1,528
Jun17 170123 268.10 268.10 268.10 268.10 unch 430 5,318 +5
Sep17 170123 268.15 269.00 268.15 269.00 -0.05 2 1,579 +1
Total Volume and Open Interest 151,644 153,305 -1,522
GSCI(CME)
Feb17 170123 397.50 399.65 396.55 398.85 -0.45 182 15,197 -134
Mar17 170123 404.85 404.85 404.85 404.85 -0.20      
Apr17 170123 406.85 406.85 406.85 406.85 -0.20      
Total Volume and Open Interest 182 15,197 -134
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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