|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Fri January 27, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar17 |
170127 |
1047.00 |
1052.00 |
1043.25 |
1049.25 |
-0.25 |
83,009 |
348,886 |
-1,278 |
May17 |
170127 |
1056.75 |
1061.25 |
1052.50 |
1058.75 |
-0.25 |
26,958 |
135,606 |
+4,904 |
Jul17 |
170127 |
1062.75 |
1067.75 |
1059.50 |
1065.50 |
-0.25 |
19,199 |
121,524 |
+1,593 |
Aug17 |
170127 |
1059.00 |
1064.25 |
1057.25 |
1062.75 |
+0.25 |
1,303 |
8,251 |
+41 |
Sep17 |
170127 |
1040.25 |
1044.25 |
1039.75 |
1043.50 |
+1.00 |
410 |
5,192 |
-47 |
Nov17 |
170127 |
1020.50 |
1026.00 |
1018.00 |
1025.25 |
+2.00 |
9,646 |
103,133 |
+712 |
Jan18 |
170127 |
1021.75 |
1028.25 |
1021.75 |
1027.75 |
+1.75 |
211 |
5,418 |
+43 |
Mar18 |
170127 |
1021.75 |
1026.25 |
1021.50 |
1025.25 |
+2.25 |
110 |
3,348 |
+36 |
May18 |
170127 |
1019.00 |
1024.75 |
1019.00 |
1024.75 |
+2.25 |
30 |
969 |
+19 |
Jul18 |
170127 |
1019.25 |
1025.25 |
1019.25 |
1025.25 |
+2.00 |
37 |
985 |
+12 |
Aug18 |
170127 |
1017.25 |
1017.25 |
1017.25 |
1017.25 |
+1.75 |
0 |
20 |
+0 |
Sep18 |
170127 |
997.25 |
997.25 |
997.25 |
997.25 |
+1.75 |
0 |
23 |
+0 |
Nov18 |
170127 |
976.00 |
979.25 |
975.75 |
978.25 |
+1.00 |
79 |
1,647 |
+31 |
Jan19 |
170127 |
981.75 |
981.75 |
975.00 |
981.75 |
+1.00 |
26 |
37 |
+17 |
Total Volume and Open Interest |
141,018 |
735,074 |
+6,083 |
Soybean Meal(CBOT) |
Mar17 |
170127 |
341.60 |
343.80 |
340.20 |
343.00 |
+0.60 |
42,975 |
176,458 |
-822 |
May17 |
170127 |
344.30 |
346.80 |
343.30 |
346.00 |
+0.50 |
20,888 |
86,138 |
+1,329 |
Jul17 |
170127 |
346.20 |
348.80 |
345.30 |
348.10 |
+0.60 |
8,312 |
57,209 |
-95 |
Aug17 |
170127 |
342.90 |
345.80 |
342.90 |
345.50 |
+0.70 |
661 |
8,501 |
+75 |
Sep17 |
170127 |
339.80 |
342.70 |
339.20 |
342.40 |
+0.90 |
541 |
8,653 |
+70 |
Oct17 |
170127 |
333.40 |
336.10 |
332.90 |
335.70 |
+1.00 |
384 |
7,262 |
+84 |
Dec17 |
170127 |
333.70 |
336.40 |
333.00 |
336.10 |
+1.30 |
2,804 |
28,755 |
-38 |
Jan18 |
170127 |
334.30 |
335.00 |
333.20 |
334.90 |
+1.40 |
9 |
1,349 |
-4 |
Mar18 |
170127 |
332.20 |
332.90 |
332.20 |
332.90 |
+1.50 |
32 |
2,020 |
+12 |
May18 |
170127 |
332.50 |
332.60 |
332.20 |
332.20 |
+1.40 |
1 |
753 |
+1 |
Total Volume and Open Interest |
76,608 |
379,199 |
+611 |
Soybean Oil(CBOT) |
Mar17 |
170127 |
34.47 |
34.52 |
34.02 |
34.27 |
-0.20 |
59,734 |
186,542 |
-3,102 |
May17 |
170127 |
34.73 |
34.76 |
34.29 |
34.55 |
-0.19 |
25,145 |
88,824 |
-340 |
Jul17 |
170127 |
34.98 |
34.99 |
34.55 |
34.80 |
-0.18 |
13,030 |
79,770 |
+1,182 |
Aug17 |
170127 |
35.00 |
35.00 |
34.58 |
34.81 |
-0.20 |
1,156 |
9,213 |
+111 |
Sep17 |
170127 |
34.92 |
34.92 |
34.51 |
34.77 |
-0.18 |
927 |
7,387 |
+20 |
Oct17 |
170127 |
34.71 |
34.77 |
34.31 |
34.58 |
-0.15 |
831 |
7,144 |
+167 |
Dec17 |
170127 |
34.77 |
34.84 |
34.40 |
34.66 |
-0.14 |
3,530 |
22,425 |
+279 |
Jan18 |
170127 |
34.56 |
34.75 |
34.45 |
34.70 |
-0.12 |
405 |
1,933 |
+156 |
Mar18 |
170127 |
34.60 |
34.72 |
34.44 |
34.68 |
-0.10 |
90 |
1,812 |
-3 |
May18 |
170127 |
34.58 |
34.68 |
34.45 |
34.68 |
-0.09 |
30 |
904 |
+2 |
Total Volume and Open Interest |
104,882 |
407,054 |
-1,528 |
Canola(WCE) |
Mar17 |
170127 |
520.0 |
520.4 |
517.6 |
517.9 |
-2.4 |
7,108 |
100,501 |
+403 |
May17 |
170127 |
526.4 |
527.2 |
524.2 |
524.4 |
-2.8 |
4,150 |
42,219 |
+1,846 |
Jul17 |
170127 |
530.4 |
531.5 |
527.5 |
527.6 |
-3.6 |
1,396 |
20,420 |
-83 |
Nov17 |
170127 |
506.0 |
508.4 |
504.9 |
505.1 |
-1.3 |
1,359 |
22,040 |
+857 |
Jan18 |
170127 |
510.0 |
512.6 |
509.4 |
509.4 |
-1.1 |
41 |
3,052 |
+13 |
Total Volume and Open Interest |
14,054 |
188,342 |
+3,036 |
Corn(CBOT) |
Mar17 |
170127 |
363.25 |
364.25 |
360.50 |
362.50 |
-1.25 |
144,569 |
631,989 |
+2,407 |
May17 |
170127 |
370.50 |
371.50 |
367.50 |
369.75 |
-1.25 |
31,548 |
230,453 |
+2,610 |
Jul17 |
170127 |
377.50 |
378.25 |
374.50 |
376.50 |
-1.50 |
20,706 |
232,605 |
+1,712 |
Sep17 |
170127 |
382.25 |
384.25 |
381.00 |
383.00 |
-1.25 |
4,430 |
89,823 |
+57 |
Dec17 |
170127 |
390.00 |
390.75 |
387.75 |
389.25 |
-1.50 |
13,551 |
140,468 |
+2,056 |
Mar18 |
170127 |
397.25 |
397.50 |
395.00 |
396.75 |
-1.00 |
1,599 |
16,877 |
+660 |
May18 |
170127 |
399.75 |
400.25 |
398.50 |
400.25 |
-1.25 |
238 |
2,386 |
+70 |
Jul18 |
170127 |
404.00 |
404.25 |
401.75 |
403.25 |
-1.50 |
2,116 |
6,540 |
+1,171 |
Sep18 |
170127 |
397.75 |
397.75 |
397.25 |
397.75 |
-1.00 |
0 |
1,036 |
+0 |
Dec18 |
170127 |
398.75 |
400.00 |
398.00 |
399.00 |
-1.00 |
489 |
9,590 |
+152 |
Total Volume and Open Interest |
219,246 |
1,362,184 |
+10,895 |
Wheat(CBOT) |
Mar17 |
170127 |
426.50 |
427.50 |
419.25 |
420.50 |
-6.50 |
46,225 |
245,622 |
-1,276 |
May17 |
170127 |
440.00 |
440.75 |
433.00 |
434.50 |
-6.00 |
16,872 |
87,335 |
+2,974 |
Jul17 |
170127 |
454.25 |
455.00 |
447.50 |
449.25 |
-5.75 |
7,992 |
76,787 |
-637 |
Sep17 |
170127 |
467.75 |
469.00 |
462.25 |
464.00 |
-5.75 |
1,954 |
22,103 |
-54 |
Dec17 |
170127 |
485.50 |
486.25 |
479.75 |
481.75 |
-5.00 |
2,178 |
40,191 |
+611 |
Mar18 |
170127 |
496.75 |
498.00 |
492.50 |
494.00 |
-5.00 |
201 |
5,464 |
+52 |
Total Volume and Open Interest |
75,620 |
479,428 |
+1,775 |
Wheat(KCBT) |
Mar17 |
170127 |
439.50 |
439.75 |
432.25 |
434.25 |
-6.00 |
17,260 |
93,414 |
-2,659 |
May17 |
170127 |
451.75 |
451.75 |
444.25 |
446.50 |
-6.00 |
8,262 |
42,301 |
+2,074 |
Jul17 |
170127 |
462.75 |
463.75 |
456.25 |
458.50 |
-6.00 |
4,833 |
63,292 |
+21 |
Sep17 |
170127 |
477.75 |
477.75 |
471.00 |
472.75 |
-6.00 |
658 |
8,890 |
-97 |
Dec17 |
170127 |
497.50 |
497.50 |
491.25 |
493.25 |
-5.75 |
273 |
13,706 |
-116 |
Mar18 |
170127 |
504.75 |
507.75 |
504.75 |
504.75 |
-5.25 |
49 |
3,507 |
+21 |
May18 |
170127 |
512.25 |
515.00 |
512.25 |
512.25 |
-4.50 |
17 |
998 |
+1 |
Total Volume and Open Interest |
31,356 |
226,911 |
-757 |
Wheat(MGE) |
Mar17 |
170127 |
566.75 |
568.75 |
559.25 |
560.00 |
-6.75 |
2,400 |
29,198 |
-126 |
May17 |
170127 |
558.25 |
560.00 |
554.50 |
556.00 |
-2.50 |
2,487 |
25,131 |
+577 |
Jul17 |
170127 |
557.75 |
559.75 |
554.00 |
555.75 |
-2.50 |
973 |
13,797 |
+363 |
Sep17 |
170127 |
559.00 |
560.50 |
555.00 |
556.25 |
-3.50 |
274 |
6,116 |
+15 |
Dec17 |
170127 |
565.75 |
566.75 |
561.50 |
562.50 |
-3.25 |
231 |
4,129 |
+24 |
Mar18 |
170127 |
572.00 |
572.00 |
568.00 |
569.75 |
-3.50 |
33 |
754 |
-2 |
Total Volume and Open Interest |
6,409 |
79,296 |
+853 |
Oats(CBOT) |
Mar17 |
170127 |
255.25 |
257.00 |
249.25 |
253.25 |
-2.00 |
216 |
5,071 |
-88 |
May17 |
170127 |
247.50 |
249.00 |
243.75 |
245.75 |
-1.50 |
257 |
2,208 |
+55 |
Jul17 |
170127 |
243.50 |
243.50 |
240.00 |
241.75 |
-2.25 |
4 |
430 |
-2 |
Sep17 |
170127 |
239.25 |
245.00 |
239.25 |
239.25 |
unch |
0 |
8 |
+0 |
Total Volume and Open Interest |
478 |
7,866 |
-35 |
Rough Rice(CBOT) |
Mar17 |
170127 |
9.73 |
9.82 |
9.66 |
9.81 |
+0.06 |
360 |
10,105 |
-95 |
May17 |
170127 |
9.99 |
10.07 |
9.91 |
10.06 |
+0.06 |
143 |
1,093 |
+65 |
Jul17 |
170127 |
10.14 |
10.27 |
10.14 |
10.27 |
+0.05 |
6 |
51 |
+3 |
Sep17 |
170127 |
10.34 |
10.43 |
10.34 |
10.43 |
+0.05 |
4 |
16 |
+2 |
Total Volume and Open Interest |
513 |
11,265 |
-25 |
Live Cattle(CME) |
Feb17 |
170127 |
118.450 |
118.785 |
117.950 |
118.330 |
-0.370 |
14,627 |
48,001 |
-2,370 |
Apr17 |
170127 |
117.285 |
117.700 |
116.750 |
117.330 |
-0.250 |
20,987 |
147,414 |
+2,267 |
Jun17 |
170127 |
106.800 |
107.200 |
106.430 |
106.980 |
-0.220 |
8,528 |
82,726 |
+634 |
Aug17 |
170127 |
102.635 |
102.730 |
102.050 |
102.550 |
-0.400 |
4,465 |
38,714 |
+458 |
Oct17 |
170127 |
102.080 |
102.230 |
101.580 |
102.050 |
-0.450 |
1,766 |
22,750 |
+399 |
Dec17 |
170127 |
103.000 |
103.000 |
102.385 |
102.850 |
-0.535 |
526 |
8,455 |
+186 |
Total Volume and Open Interest |
50,972 |
350,966 |
+1,587 |
Feeder Cattle(CME) |
Mar17 |
170127 |
126.900 |
127.580 |
126.100 |
127.450 |
+0.350 |
3,666 |
24,654 |
+252 |
Apr17 |
170127 |
126.535 |
126.850 |
125.730 |
126.750 |
unch |
1,322 |
8,250 |
+241 |
May17 |
170127 |
124.950 |
125.330 |
124.150 |
125.135 |
-0.015 |
838 |
9,326 |
+128 |
Aug17 |
170127 |
125.785 |
126.050 |
125.035 |
125.830 |
-0.205 |
516 |
6,259 |
+180 |
Sep17 |
170127 |
123.800 |
124.350 |
123.430 |
124.330 |
+0.100 |
90 |
1,012 |
+28 |
Oct17 |
170127 |
121.350 |
122.330 |
121.350 |
122.330 |
+0.480 |
14 |
143 |
-5 |
Nov17 |
170127 |
119.430 |
120.135 |
119.430 |
120.080 |
-0.820 |
2 |
53 |
-1 |
Total Volume and Open Interest |
7,747 |
52,587 |
+534 |
Lean Hogs(CME) |
Feb17 |
170127 |
66.430 |
67.080 |
66.050 |
66.900 |
+1.050 |
9,515 |
28,118 |
-1,125 |
Apr17 |
170127 |
67.550 |
68.800 |
66.635 |
68.300 |
+1.075 |
21,112 |
95,426 |
+2,366 |
May17 |
170127 |
72.300 |
72.930 |
71.500 |
72.930 |
+0.795 |
186 |
1,688 |
+11 |
Jun17 |
170127 |
76.350 |
77.200 |
75.635 |
77.100 |
+1.020 |
10,496 |
43,957 |
+2,329 |
Jul17 |
170127 |
76.480 |
77.430 |
75.885 |
77.350 |
+1.020 |
3,890 |
16,672 |
+256 |
Aug17 |
170127 |
76.150 |
77.250 |
75.800 |
77.200 |
+1.200 |
4,111 |
16,953 |
+172 |
Oct17 |
170127 |
65.900 |
67.050 |
65.650 |
66.975 |
+1.090 |
2,728 |
9,913 |
+720 |
Dec17 |
170127 |
62.000 |
63.100 |
61.985 |
63.050 |
+0.800 |
1,191 |
7,082 |
+436 |
Total Volume and Open Interest |
53,397 |
220,350 |
+5,188 |
Class III Milk(CME) |
Jan17 |
170127 |
16.73 |
16.75 |
16.72 |
16.75 |
unch |
63 |
4,272 |
+9 |
Feb17 |
170127 |
16.60 |
16.68 |
16.53 |
16.62 |
+0.04 |
338 |
4,238 |
-86 |
Mar17 |
170127 |
17.21 |
17.23 |
17.04 |
17.15 |
+0.11 |
435 |
3,814 |
-40 |
Apr17 |
170127 |
17.40 |
17.45 |
17.32 |
17.43 |
+0.09 |
408 |
3,393 |
+95 |
May17 |
170127 |
17.41 |
17.52 |
17.41 |
17.51 |
+0.10 |
254 |
3,071 |
+97 |
Jun17 |
170127 |
17.60 |
17.69 |
17.56 |
17.67 |
+0.04 |
163 |
2,874 |
+75 |
Jul17 |
170127 |
17.65 |
17.81 |
17.65 |
17.81 |
+0.09 |
66 |
1,695 |
+41 |
Aug17 |
170127 |
17.77 |
17.88 |
17.77 |
17.88 |
+0.05 |
57 |
1,704 |
+26 |
Sep17 |
170127 |
17.77 |
17.88 |
17.77 |
17.88 |
+0.02 |
52 |
1,598 |
+25 |
Oct17 |
170127 |
17.63 |
17.73 |
17.63 |
17.72 |
+0.03 |
28 |
1,324 |
+17 |
Nov17 |
170127 |
17.52 |
17.60 |
17.52 |
17.60 |
+0.02 |
38 |
1,388 |
+23 |
Dec17 |
170127 |
17.30 |
17.33 |
17.30 |
17.30 |
unch |
14 |
1,264 |
+13 |
Jan18 |
170127 |
16.90 |
16.90 |
16.90 |
16.90 |
+0.02 |
0 |
224 |
+0 |
Total Volume and Open Interest |
1,972 |
31,672 |
+331 |
Cocoa(ICE) |
Mar17 |
170127 |
2108 |
2121 |
2076 |
2095 |
-37 |
17,031 |
115,247 |
-2,889 |
May17 |
170127 |
2118 |
2129 |
2084 |
2101 |
-39 |
7,810 |
60,328 |
+174 |
Jul17 |
170127 |
2128 |
2142 |
2100 |
2116 |
-35 |
2,737 |
41,947 |
-276 |
Sep17 |
170127 |
2156 |
2161 |
2118 |
2134 |
-34 |
571 |
19,644 |
-15 |
Dec17 |
170127 |
2177 |
2186 |
2149 |
2156 |
-35 |
251 |
13,239 |
-97 |
Mar18 |
170127 |
2208 |
2208 |
2170 |
2177 |
-34 |
158 |
10,958 |
+119 |
May18 |
170127 |
2225 |
2225 |
2186 |
2194 |
-34 |
155 |
3,934 |
+117 |
Total Volume and Open Interest |
28,798 |
269,946 |
-2,839 |
Coffee "C"(ICE) |
Mar17 |
170127 |
151.25 |
153.40 |
150.25 |
152.40 |
+0.95 |
16,964 |
76,905 |
-668 |
May17 |
170127 |
153.55 |
155.85 |
152.80 |
154.90 |
+0.95 |
7,008 |
47,959 |
+1,577 |
Jul17 |
170127 |
155.95 |
158.10 |
155.15 |
157.20 |
+0.90 |
2,694 |
23,488 |
+260 |
Sep17 |
170127 |
158.15 |
160.35 |
157.35 |
159.45 |
+0.90 |
2,274 |
15,407 |
+803 |
Dec17 |
170127 |
160.90 |
163.50 |
160.40 |
162.55 |
+0.95 |
671 |
11,969 |
-54 |
Mar18 |
170127 |
164.25 |
166.20 |
164.25 |
165.45 |
+0.95 |
100 |
2,882 |
-10 |
Total Volume and Open Interest |
29,809 |
182,266 |
+1,942 |
Orange Juice(ICE) |
Mar17 |
170127 |
164.35 |
174.00 |
164.35 |
173.20 |
+8.85 |
1,120 |
9,134 |
-101 |
May17 |
170127 |
164.35 |
170.40 |
162.45 |
169.90 |
+8.30 |
200 |
1,874 |
+116 |
Jul17 |
170127 |
164.00 |
168.45 |
162.50 |
168.00 |
+7.45 |
25 |
743 |
-1 |
Sep17 |
170127 |
167.25 |
167.25 |
167.25 |
167.25 |
+6.90 |
19 |
115 |
+11 |
Nov17 |
170127 |
166.10 |
166.10 |
166.10 |
166.10 |
+6.45 |
1 |
9 |
+1 |
Jan18 |
170127 |
167.20 |
167.20 |
167.20 |
167.20 |
+6.45 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,365 |
11,876 |
+26 |
Sugar #11(ICE) |
Mar17 |
170127 |
20.38 |
20.53 |
20.30 |
20.33 |
-0.03 |
50,153 |
294,181 |
-234 |
May17 |
170127 |
20.37 |
20.50 |
20.29 |
20.36 |
unch |
29,657 |
177,873 |
+1,874 |
Jul17 |
170127 |
20.10 |
20.19 |
20.00 |
20.10 |
unch |
15,641 |
157,884 |
+659 |
Oct17 |
170127 |
19.91 |
20.01 |
19.84 |
19.96 |
+0.04 |
9,488 |
88,122 |
+1,596 |
Mar18 |
170127 |
19.85 |
19.95 |
19.80 |
19.94 |
+0.07 |
6,242 |
65,135 |
+1,391 |
May18 |
170127 |
19.14 |
19.32 |
19.14 |
19.31 |
+0.07 |
1,293 |
19,096 |
-66 |
Jul18 |
170127 |
18.59 |
18.70 |
18.59 |
18.69 |
+0.05 |
598 |
13,400 |
+212 |
Oct18 |
170127 |
18.20 |
18.29 |
18.20 |
18.28 |
+0.04 |
269 |
14,444 |
+97 |
Total Volume and Open Interest |
113,523 |
840,275 |
+5,641 |
London Cocoa(LCE) |
Mar17 |
170127 |
1709 |
1714 |
1684 |
1696 |
-24 |
8,210 |
102,286 |
-1,772 |
May17 |
170127 |
1728 |
1730 |
1701 |
1712 |
-26 |
3,978 |
66,340 |
+621 |
Jul17 |
170127 |
1757 |
1757 |
1726 |
1737 |
-23 |
2,713 |
50,062 |
-189 |
Sep17 |
170127 |
1770 |
1770 |
1742 |
1751 |
-22 |
1,799 |
39,974 |
+55 |
Dec17 |
170127 |
1782 |
1786 |
1761 |
1769 |
-21 |
489 |
28,403 |
+109 |
Mar18 |
170127 |
1791 |
1797 |
1773 |
1780 |
-20 |
420 |
20,875 |
+46 |
May18 |
170127 |
1802 |
1813 |
1794 |
1796 |
-19 |
52 |
6,097 |
+2 |
Total Volume and Open Interest |
17,661 |
315,955 |
-1,128 |
London Sugar(LCE) |
Mar17 |
170127 |
537.50 |
540.50 |
536.10 |
537.50 |
+0.20 |
3,650 |
31,851 |
-442 |
May17 |
170127 |
541.80 |
544.50 |
540.30 |
541.70 |
+0.20 |
2,414 |
31,415 |
+280 |
Aug17 |
170127 |
538.10 |
540.30 |
536.30 |
538.00 |
-0.10 |
773 |
13,431 |
+43 |
Oct17 |
170127 |
520.40 |
523.00 |
519.80 |
521.90 |
+0.40 |
337 |
11,556 |
-31 |
Dec17 |
170127 |
514.00 |
514.20 |
513.30 |
514.10 |
+1.00 |
2 |
3,973 |
-1 |
Total Volume and Open Interest |
7,334 |
97,392 |
-29 |
Cotton(ICE) |
Mar17 |
170127 |
74.19 |
74.97 |
74.19 |
74.85 |
+0.66 |
14,200 |
154,180 |
-2,632 |
May17 |
170127 |
74.75 |
75.45 |
74.72 |
75.39 |
+0.69 |
7,418 |
53,298 |
+1,278 |
Jul17 |
170127 |
75.25 |
75.95 |
75.22 |
75.90 |
+0.65 |
1,897 |
31,677 |
+514 |
Oct17 |
170127 |
72.27 |
72.31 |
72.27 |
72.31 |
+0.09 |
0 |
34 |
+0 |
Dec17 |
170127 |
71.46 |
71.83 |
71.38 |
71.79 |
+0.33 |
489 |
22,220 |
+158 |
Mar18 |
170127 |
71.69 |
71.84 |
71.65 |
71.84 |
+0.40 |
1 |
1,361 |
+0 |
Total Volume and Open Interest |
24,005 |
263,646 |
-682 |
Lumber(CME) |
Mar17 |
170127 |
327.3 |
331.8 |
327.0 |
328.4 |
-3.6 |
533 |
3,200 |
+5 |
May17 |
170127 |
335.0 |
339.3 |
335.0 |
336.4 |
-3.6 |
62 |
645 |
+23 |
Jul17 |
170127 |
345.9 |
346.0 |
344.2 |
345.9 |
-0.1 |
1 |
65 |
+0 |
Sep17 |
170127 |
351.9 |
352.0 |
351.9 |
351.9 |
-0.1 |
0 |
32 |
+0 |
Total Volume and Open Interest |
596 |
3,945 |
+28 |
Crude Oil(NYM) |
Mar17 |
170127 |
53.74 |
54.08 |
52.58 |
53.17 |
-0.61 |
589,709 |
594,791 |
-14,684 |
Apr17 |
170127 |
54.38 |
54.68 |
53.18 |
53.75 |
-0.63 |
164,595 |
172,243 |
-4,077 |
May17 |
170127 |
54.81 |
55.17 |
53.70 |
54.25 |
-0.65 |
97,529 |
158,631 |
+2,311 |
Jun17 |
170127 |
55.27 |
55.60 |
54.15 |
54.67 |
-0.67 |
118,219 |
256,560 |
-1,144 |
Jul17 |
170127 |
55.51 |
55.89 |
54.50 |
54.97 |
-0.68 |
31,458 |
78,105 |
-600 |
Aug17 |
170127 |
55.87 |
56.05 |
54.71 |
55.15 |
-0.70 |
19,934 |
62,280 |
-203 |
Sep17 |
170127 |
55.96 |
56.16 |
54.92 |
55.28 |
-0.72 |
18,683 |
92,850 |
+1,444 |
Oct17 |
170127 |
56.00 |
56.26 |
55.00 |
55.36 |
-0.73 |
6,835 |
50,169 |
+821 |
Nov17 |
170127 |
56.09 |
56.34 |
55.05 |
55.43 |
-0.73 |
5,772 |
51,167 |
+283 |
Dec17 |
170127 |
56.12 |
56.40 |
55.04 |
55.49 |
-0.73 |
66,136 |
215,024 |
-2,198 |
Jan18 |
170127 |
56.09 |
56.14 |
55.19 |
55.53 |
-0.71 |
2,179 |
42,392 |
-318 |
Feb18 |
170127 |
56.11 |
56.33 |
55.21 |
55.56 |
-0.70 |
1,928 |
19,429 |
+144 |
Mar18 |
170127 |
56.42 |
56.42 |
55.28 |
55.60 |
-0.68 |
4,642 |
33,552 |
+353 |
Apr18 |
170127 |
55.59 |
56.43 |
55.59 |
55.59 |
-0.68 |
735 |
8,534 |
-179 |
May18 |
170127 |
55.58 |
55.58 |
55.53 |
55.58 |
-0.67 |
592 |
9,249 |
+178 |
Jun18 |
170127 |
56.19 |
56.43 |
55.19 |
55.57 |
-0.66 |
25,614 |
61,325 |
-5,289 |
Total Volume and Open Interest |
1,186,167 |
2,128,246 |
-23,563 |
e-miNY Crude Oil(NYM) |
Mar17 |
170127 |
53.725 |
54.075 |
52.575 |
53.175 |
-0.600 |
10,318 |
1,931 |
-140 |
Apr17 |
170127 |
54.350 |
54.650 |
53.200 |
53.750 |
-0.625 |
171 |
454 |
+27 |
May17 |
170127 |
54.800 |
54.850 |
53.800 |
54.250 |
-0.650 |
104 |
115 |
-77 |
Jun17 |
170127 |
55.375 |
55.375 |
54.275 |
54.675 |
-0.675 |
92 |
94 |
-33 |
Jul17 |
170127 |
54.975 |
55.800 |
54.975 |
54.975 |
-0.675 |
1 |
175 |
+0 |
Aug17 |
170127 |
55.150 |
55.150 |
55.100 |
55.150 |
-0.700 |
14 |
104 |
-10 |
Sep17 |
170127 |
55.275 |
55.275 |
55.100 |
55.275 |
-0.725 |
14 |
51 |
+14 |
Oct17 |
170127 |
55.350 |
55.575 |
55.350 |
55.350 |
-0.750 |
2 |
36 |
+2 |
Nov17 |
170127 |
55.425 |
55.425 |
55.425 |
55.425 |
-0.725 |
2 |
77 |
+2 |
Dec17 |
170127 |
55.650 |
55.875 |
55.500 |
55.500 |
-0.725 |
8 |
138 |
+7 |
Total Volume and Open Interest |
10,778 |
3,315 |
-195 |
NY Harbor ULSD(NYM) |
Feb17 |
170127 |
164.80 |
164.90 |
159.81 |
161.89 |
-2.20 |
24,990 |
24,836 |
-5,116 |
Mar17 |
170127 |
165.98 |
166.86 |
161.49 |
163.43 |
-2.34 |
73,014 |
133,200 |
-1,446 |
Apr17 |
170127 |
166.46 |
167.07 |
162.40 |
164.12 |
-2.48 |
27,763 |
61,313 |
+730 |
May17 |
170127 |
167.64 |
167.97 |
163.31 |
164.95 |
-2.50 |
16,885 |
35,403 |
-7 |
Jun17 |
170127 |
168.21 |
168.82 |
164.40 |
165.90 |
-2.48 |
16,392 |
49,350 |
+356 |
Jul17 |
170127 |
169.35 |
169.35 |
165.74 |
167.07 |
-2.49 |
4,838 |
18,067 |
+500 |
Aug17 |
170127 |
169.39 |
169.39 |
166.79 |
168.06 |
-2.52 |
2,399 |
11,052 |
+334 |
Sep17 |
170127 |
171.63 |
172.11 |
167.81 |
169.02 |
-2.54 |
2,073 |
12,787 |
+128 |
Oct17 |
170127 |
171.00 |
171.00 |
168.86 |
169.88 |
-2.55 |
1,032 |
5,528 |
+433 |
Nov17 |
170127 |
170.48 |
170.80 |
169.65 |
170.68 |
-2.55 |
642 |
4,337 |
+27 |
Dec17 |
170127 |
172.88 |
173.11 |
170.16 |
171.36 |
-2.56 |
9,402 |
41,394 |
+119 |
Jan18 |
170127 |
171.30 |
172.11 |
171.30 |
172.11 |
-2.57 |
384 |
2,934 |
+47 |
Feb18 |
170127 |
172.50 |
173.00 |
171.20 |
172.36 |
-2.60 |
163 |
2,184 |
+29 |
Mar18 |
170127 |
172.30 |
172.30 |
171.75 |
171.91 |
-2.61 |
80 |
1,137 |
+31 |
Total Volume and Open Interest |
181,145 |
419,824 |
-3,758 |
RBOB Gasoline(NYM) |
Feb17 |
170127 |
153.30 |
154.86 |
151.71 |
152.71 |
-1.56 |
34,541 |
23,971 |
-8,350 |
Mar17 |
170127 |
156.16 |
157.55 |
154.19 |
155.18 |
-1.75 |
77,883 |
159,938 |
+1,684 |
Apr17 |
170127 |
178.35 |
179.65 |
176.14 |
177.14 |
-2.04 |
47,820 |
62,717 |
-94 |
May17 |
170127 |
179.97 |
181.19 |
177.77 |
178.68 |
-1.95 |
23,463 |
43,156 |
-1,431 |
Jun17 |
170127 |
180.45 |
180.45 |
177.60 |
178.49 |
-1.89 |
17,885 |
46,718 |
+1,208 |
Jul17 |
170127 |
178.49 |
178.95 |
176.35 |
177.24 |
-1.84 |
7,848 |
24,004 |
+86 |
Aug17 |
170127 |
176.33 |
176.41 |
174.48 |
175.07 |
-1.84 |
4,627 |
9,709 |
+287 |
Sep17 |
170127 |
173.43 |
173.43 |
171.22 |
172.08 |
-1.85 |
6,246 |
19,229 |
-376 |
Oct17 |
170127 |
159.48 |
159.74 |
158.18 |
158.74 |
-1.93 |
3,660 |
7,464 |
-315 |
Nov17 |
170127 |
156.45 |
156.45 |
154.88 |
155.52 |
-1.96 |
1,441 |
3,435 |
+169 |
Total Volume and Open Interest |
239,809 |
435,649 |
-7,273 |
e-miNY RBOB Gasoline(NYM) |
Feb17 |
170127 |
152.70 |
152.71 |
152.70 |
152.70 |
-1.60 |
0 |
2 |
+0 |
Mar17 |
170127 |
155.20 |
155.20 |
155.18 |
155.20 |
-1.70 |
|
|
|
Apr17 |
170127 |
177.10 |
177.14 |
177.10 |
177.10 |
-2.10 |
|
|
|
May17 |
170127 |
178.70 |
178.70 |
178.68 |
178.70 |
-1.90 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb17 |
170127 |
3.350 |
3.418 |
3.245 |
3.391 |
+0.009 |
51,139 |
18,537 |
-5,678 |
Mar17 |
170127 |
3.365 |
3.415 |
3.258 |
3.358 |
-0.039 |
106,454 |
295,948 |
+3,787 |
Apr17 |
170127 |
3.399 |
3.430 |
3.286 |
3.380 |
-0.030 |
32,623 |
116,075 |
+1,706 |
May17 |
170127 |
3.405 |
3.450 |
3.315 |
3.403 |
-0.024 |
19,365 |
101,109 |
+2,902 |
Jun17 |
170127 |
3.439 |
3.485 |
3.356 |
3.444 |
-0.020 |
11,320 |
50,837 |
+743 |
Jul17 |
170127 |
3.481 |
3.520 |
3.398 |
3.484 |
-0.019 |
10,741 |
66,351 |
+878 |
Aug17 |
170127 |
3.482 |
3.522 |
3.400 |
3.486 |
-0.016 |
6,165 |
33,600 |
+178 |
Sep17 |
170127 |
3.459 |
3.495 |
3.379 |
3.465 |
-0.014 |
4,147 |
44,964 |
-68 |
Oct17 |
170127 |
3.470 |
3.518 |
3.390 |
3.476 |
-0.014 |
9,658 |
91,142 |
-172 |
Nov17 |
170127 |
3.500 |
3.536 |
3.443 |
3.514 |
-0.016 |
2,429 |
35,904 |
+206 |
Dec17 |
170127 |
3.618 |
3.645 |
3.554 |
3.621 |
-0.015 |
1,989 |
36,777 |
-62 |
Jan18 |
170127 |
3.693 |
3.732 |
3.638 |
3.697 |
-0.016 |
3,453 |
43,479 |
+3 |
Feb18 |
170127 |
3.615 |
3.684 |
3.600 |
3.657 |
-0.016 |
1,276 |
17,524 |
+129 |
Mar18 |
170127 |
3.555 |
3.583 |
3.505 |
3.557 |
-0.014 |
4,349 |
38,499 |
+605 |
Apr18 |
170127 |
2.930 |
2.975 |
2.924 |
2.960 |
-0.001 |
3,823 |
48,898 |
-241 |
May18 |
170127 |
2.897 |
2.910 |
2.870 |
2.897 |
+0.004 |
3,522 |
15,234 |
+994 |
Total Volume and Open Interest |
277,558 |
1,160,690 |
+6,997 |
Brent Crude Oil(ICE) |
Mar17 |
170127 |
56.09 |
56.50 |
54.86 |
55.52 |
-0.72 |
275,730 |
176,043 |
-15,110 |
Apr17 |
170127 |
56.33 |
56.72 |
55.09 |
55.70 |
-0.79 |
278,658 |
502,882 |
+8,690 |
May17 |
170127 |
56.70 |
57.08 |
55.46 |
56.05 |
-0.82 |
145,642 |
300,570 |
+33,377 |
Jun17 |
170127 |
57.03 |
57.39 |
55.81 |
56.36 |
-0.85 |
115,044 |
297,342 |
+4,246 |
Jul17 |
170127 |
57.24 |
57.54 |
56.03 |
56.55 |
-0.88 |
43,232 |
128,917 |
+2,107 |
Aug17 |
170127 |
57.35 |
57.68 |
56.16 |
56.64 |
-0.91 |
27,178 |
80,830 |
+1,655 |
Sep17 |
170127 |
57.36 |
57.66 |
56.24 |
56.65 |
-0.93 |
29,867 |
91,434 |
+1,226 |
Oct17 |
170127 |
57.43 |
57.60 |
56.26 |
56.61 |
-0.94 |
8,818 |
47,750 |
+886 |
Nov17 |
170127 |
57.32 |
57.56 |
56.20 |
56.57 |
-0.94 |
6,876 |
47,084 |
+1,102 |
Dec17 |
170127 |
57.27 |
57.54 |
56.13 |
56.53 |
-0.94 |
81,362 |
215,625 |
-3,788 |
Jan18 |
170127 |
56.47 |
56.47 |
56.47 |
56.47 |
-0.94 |
2,420 |
34,641 |
+175 |
Feb18 |
170127 |
56.41 |
56.41 |
56.41 |
56.41 |
-0.95 |
2,647 |
24,101 |
+638 |
Mar18 |
170127 |
56.36 |
56.36 |
56.36 |
56.36 |
-0.97 |
3,623 |
25,176 |
-35 |
Apr18 |
170127 |
56.30 |
56.30 |
56.30 |
56.30 |
-0.98 |
1,413 |
14,986 |
-81 |
Total Volume and Open Interest |
1,078,227 |
2,394,723 |
+41,988 |
Gas Oil(ICE) |
Feb17 |
170127 |
491.75 |
494.75 |
480.75 |
485.25 |
-8.75 |
35,727 |
123,796 |
-6,133 |
Mar17 |
170127 |
496.25 |
499.25 |
485.25 |
490.00 |
-8.50 |
65,192 |
173,503 |
+3,874 |
Apr17 |
170127 |
499.00 |
501.75 |
488.25 |
493.00 |
-8.25 |
24,332 |
81,616 |
+1,535 |
May17 |
170127 |
500.75 |
503.50 |
490.50 |
495.25 |
-8.00 |
9,444 |
65,466 |
+2,888 |
Jun17 |
170127 |
502.75 |
505.50 |
492.75 |
497.25 |
-8.00 |
19,770 |
113,327 |
+1,261 |
Jul17 |
170127 |
505.50 |
506.75 |
495.75 |
500.00 |
-8.00 |
3,416 |
31,606 |
+435 |
Aug17 |
170127 |
508.75 |
510.25 |
498.50 |
502.50 |
-7.75 |
1,200 |
20,717 |
-259 |
Sep17 |
170127 |
511.00 |
512.50 |
500.75 |
504.75 |
-7.75 |
2,477 |
34,139 |
+246 |
Oct17 |
170127 |
512.50 |
513.75 |
503.25 |
507.25 |
-7.75 |
1,564 |
26,666 |
+133 |
Nov17 |
170127 |
513.75 |
514.25 |
504.00 |
507.75 |
-7.75 |
822 |
11,048 |
+5 |
Total Volume and Open Interest |
184,210 |
898,345 |
+6,291 |
Ethanol(CBOT) |
Feb17 |
170127 |
1.459 |
1.476 |
1.459 |
1.476 |
+0.015 |
397 |
1,105 |
-188 |
Mar17 |
170127 |
1.495 |
1.505 |
1.487 |
1.504 |
+0.017 |
410 |
2,966 |
+99 |
Apr17 |
170127 |
1.516 |
1.527 |
1.512 |
1.526 |
+0.016 |
44 |
1,072 |
+22 |
May17 |
170127 |
1.535 |
1.545 |
1.529 |
1.545 |
+0.016 |
9 |
158 |
+0 |
Jun17 |
170127 |
1.550 |
1.550 |
1.548 |
1.548 |
+0.016 |
16 |
241 |
+0 |
Jul17 |
170127 |
1.551 |
1.551 |
1.549 |
1.549 |
+0.016 |
0 |
190 |
+0 |
Aug17 |
170127 |
1.547 |
1.552 |
1.547 |
1.547 |
+0.016 |
0 |
168 |
+0 |
Sep17 |
170127 |
1.539 |
1.539 |
1.539 |
1.539 |
+0.016 |
0 |
29 |
+0 |
Total Volume and Open Interest |
876 |
5,977 |
-67 |
WTI Crude Oil(ICE) |
Mar17 |
170127 |
53.72 |
54.08 |
52.58 |
53.17 |
-0.61 |
65,556 |
88,732 |
-2,257 |
Apr17 |
170127 |
54.27 |
54.67 |
53.18 |
53.75 |
-0.63 |
61,054 |
54,014 |
+1,423 |
May17 |
170127 |
54.91 |
55.17 |
53.70 |
54.25 |
-0.65 |
32,967 |
35,119 |
-1,077 |
Jun17 |
170127 |
55.39 |
55.53 |
54.21 |
54.67 |
-0.67 |
27,653 |
66,144 |
-552 |
Jul17 |
170127 |
55.20 |
55.32 |
54.50 |
54.97 |
-0.68 |
9,878 |
26,035 |
+985 |
Aug17 |
170127 |
55.29 |
55.47 |
54.70 |
55.15 |
-0.70 |
4,074 |
19,051 |
+154 |
Sep17 |
170127 |
55.43 |
55.69 |
54.86 |
55.28 |
-0.72 |
3,734 |
22,475 |
-124 |
Oct17 |
170127 |
55.52 |
55.70 |
54.93 |
55.36 |
-0.73 |
1,305 |
3,304 |
+108 |
Nov17 |
170127 |
55.15 |
55.43 |
55.15 |
55.43 |
-0.73 |
881 |
3,015 |
+186 |
Dec17 |
170127 |
56.05 |
56.05 |
55.07 |
55.49 |
-0.73 |
12,966 |
93,970 |
-251 |
Jan18 |
170127 |
55.53 |
55.53 |
55.53 |
55.53 |
-0.71 |
155 |
3,941 |
-18 |
Feb18 |
170127 |
55.56 |
55.56 |
55.56 |
55.56 |
-0.70 |
488 |
1,543 |
-327 |
Mar18 |
170127 |
55.60 |
55.60 |
55.60 |
55.60 |
-0.68 |
431 |
5,028 |
+150 |
Apr18 |
170127 |
55.59 |
55.59 |
55.59 |
55.59 |
-0.68 |
31 |
1,135 |
-12 |
May18 |
170127 |
55.58 |
55.58 |
55.58 |
55.58 |
-0.67 |
7 |
559 |
-1 |
Jun18 |
170127 |
55.52 |
55.57 |
55.52 |
55.57 |
-0.66 |
2,815 |
19,826 |
+51 |
Total Volume and Open Interest |
231,656 |
545,608 |
-1,650 |
US Dollar Index(ICE) |
Mar17 |
170127 |
100.515 |
100.810 |
100.310 |
100.525 |
+0.150 |
28,271 |
73,259 |
+895 |
Jun17 |
170127 |
100.410 |
100.700 |
100.225 |
100.420 |
+0.145 |
484 |
2,100 |
+117 |
Sep17 |
170127 |
100.400 |
100.400 |
100.150 |
100.275 |
+0.145 |
1 |
368 |
-1 |
Total Volume and Open Interest |
28,762 |
75,853 |
+1,015 |
Australian Dollar(CME) |
Mar17 |
170127 |
75.22 |
75.66 |
75.04 |
75.44 |
unch |
112,655 |
98,096 |
+4,624 |
Jun17 |
170127 |
75.12 |
75.49 |
74.89 |
75.28 |
unch |
92 |
688 |
-8 |
Sep17 |
170127 |
75.04 |
75.16 |
74.88 |
75.16 |
unch |
0 |
169 |
+0 |
Total Volume and Open Interest |
112,754 |
99,002 |
+4,623 |
British Pound(CME) |
Mar17 |
170127 |
126.00 |
126.17 |
125.27 |
125.69 |
-0.51 |
108,707 |
223,994 |
+2,010 |
Jun17 |
170127 |
126.31 |
126.48 |
125.60 |
126.01 |
-0.52 |
628 |
1,396 |
+6 |
Sep17 |
170127 |
125.97 |
126.54 |
125.97 |
126.37 |
-0.51 |
6 |
178 |
+5 |
Total Volume and Open Interest |
109,357 |
225,714 |
+2,033 |
Canadian Dollar(CME) |
Mar17 |
170127 |
76.40 |
76.45 |
76.06 |
76.19 |
-0.24 |
71,102 |
98,933 |
+2,561 |
Jun17 |
170127 |
76.50 |
76.52 |
76.16 |
76.28 |
-0.24 |
140 |
2,163 |
+36 |
Sep17 |
170127 |
76.44 |
76.54 |
76.27 |
76.38 |
-0.24 |
11 |
500 |
-3 |
Dec17 |
170127 |
76.53 |
76.53 |
76.43 |
76.49 |
-0.24 |
196 |
746 |
+196 |
Total Volume and Open Interest |
71,449 |
102,364 |
+2,790 |
Japanese Yen(CME) |
Mar17 |
170127 |
87.45 |
87.54 |
86.79 |
87.04 |
-0.55 |
155,568 |
190,518 |
+2,476 |
Jun17 |
170127 |
87.50 |
87.69 |
87.23 |
87.47 |
-0.55 |
284 |
8,595 |
-5 |
Sep17 |
170127 |
87.93 |
89.40 |
87.71 |
87.93 |
-0.56 |
1 |
57 |
+0 |
Total Volume and Open Interest |
155,859 |
199,242 |
+2,477 |
Swiss Franc(CME) |
Mar17 |
170127 |
100.20 |
100.53 |
99.92 |
100.34 |
+0.04 |
15,645 |
45,218 |
-149 |
Jun17 |
170127 |
100.76 |
101.12 |
100.58 |
100.96 |
+0.04 |
4 |
118 |
+1 |
Sep17 |
170127 |
101.61 |
101.71 |
101.43 |
101.61 |
+0.04 |
0 |
4 |
+0 |
Total Volume and Open Interest |
15,649 |
45,345 |
-148 |
EuroFX(CME) |
Mar17 |
170127 |
107.00 |
107.44 |
106.77 |
107.18 |
unch |
166,635 |
404,334 |
-426 |
Jun17 |
170127 |
107.54 |
107.96 |
107.31 |
107.71 |
unch |
480 |
9,230 |
+76 |
Sep17 |
170127 |
108.24 |
108.46 |
107.90 |
108.26 |
unch |
24 |
450 |
+22 |
Total Volume and Open Interest |
167,139 |
414,119 |
-328 |
Mexican Peso(CME) |
Feb17 |
170127 |
473.00 |
477.13 |
467.63 |
477.13 |
+7.00 |
|
|
|
Mar17 |
170127 |
469.00 |
476.63 |
464.75 |
475.13 |
+7.00 |
52,456 |
137,538 |
-6,026 |
Total Volume and Open Interest |
52,627 |
185,569 |
-5,901 |
Brazilian Real(CME) |
Feb17 |
170127 |
312.50 |
318.10 |
312.20 |
317.20 |
+3.40 |
87 |
30,105 |
-45 |
Mar17 |
170127 |
311.20 |
315.25 |
310.00 |
314.95 |
+3.40 |
68 |
7,720 |
+17 |
Apr17 |
170127 |
312.15 |
312.15 |
311.15 |
312.15 |
+3.20 |
0 |
1 |
+0 |
May17 |
170127 |
310.05 |
310.05 |
310.05 |
310.05 |
+3.05 |
|
|
|
Total Volume and Open Interest |
155 |
37,826 |
-28 |
30-Year T-Bonds(CBOT) |
Mar17 |
170127 |
149~290 |
150~140 |
149~160 |
150~120 |
+0~190 |
253,586 |
615,850 |
+2,331 |
Jun17 |
170127 |
148~180 |
149~050 |
148~170 |
149~050 |
+0~190 |
321 |
1,020 |
+184 |
Sep17 |
170127 |
149~050 |
149~050 |
149~050 |
149~050 |
+0~190 |
|
|
|
Total Volume and Open Interest |
253,907 |
616,870 |
+2,515 |
10-Year T-Notes(CBOT) |
Mar17 |
170127 |
123~310 |
124~060 |
123~255 |
124~055 |
+0~065 |
1,407,113 |
3,163,404 |
+14,999 |
Jun17 |
170127 |
123~120 |
123~195 |
123~095 |
123~195 |
+0~070 |
6,279 |
18,408 |
+4,404 |
Sep17 |
170127 |
123~080 |
123~080 |
123~080 |
123~080 |
+0~070 |
|
|
|
Total Volume and Open Interest |
1,413,392 |
3,181,812 |
+19,078 |
5-Year T-Notes(CBOT) |
Mar17 |
170127 |
117~194 |
117~234 |
117~160 |
117~232 |
+0~034 |
790,167 |
3,039,193 |
+39,274 |
Jun17 |
170127 |
117~086 |
117~110 |
117~086 |
117~110 |
+0~040 |
10,629 |
44,062 |
+6,428 |
Sep17 |
170127 |
117~110 |
117~110 |
117~110 |
117~110 |
+0~040 |
|
|
|
Total Volume and Open Interest |
800,796 |
3,083,255 |
+45,702 |
2 Year T-Notes(CBOT) |
Mar17 |
170127 |
108~112 |
108~124 |
108~104 |
108~122 |
+0~006 |
271,393 |
1,277,534 |
+26,142 |
Jun17 |
170127 |
108~022 |
108~026 |
108~022 |
108~026 |
+0~006 |
1,702 |
1,990 |
+1,142 |
Sep17 |
170127 |
108~026 |
108~026 |
108~026 |
108~026 |
+0~006 |
|
|
|
Total Volume and Open Interest |
273,095 |
1,279,524 |
+27,284 |
Eurodollars(CME) |
Mar17 |
170127 |
98.905 |
98.915 |
98.895 |
98.910 |
+0.005 |
166,596 |
1,425,014 |
+122,351 |
Jun17 |
170127 |
98.745 |
98.750 |
98.730 |
98.745 |
unch |
207,572 |
1,364,382 |
+18,341 |
Sep17 |
170127 |
98.615 |
98.625 |
98.605 |
98.620 |
unch |
174,981 |
1,158,876 |
+7,811 |
Dec17 |
170127 |
98.470 |
98.480 |
98.450 |
98.475 |
+0.005 |
270,383 |
1,345,739 |
+3,945 |
Mar18 |
170127 |
98.350 |
98.360 |
98.325 |
98.355 |
+0.005 |
241,713 |
986,269 |
-6,988 |
Jun18 |
170127 |
98.220 |
98.240 |
98.195 |
98.230 |
+0.005 |
199,153 |
739,638 |
+4,389 |
Sep18 |
170127 |
98.115 |
98.130 |
98.085 |
98.120 |
+0.005 |
183,156 |
561,721 |
-982 |
Dec18 |
170127 |
97.985 |
98.010 |
97.960 |
98.000 |
+0.010 |
247,626 |
819,000 |
-762 |
Mar19 |
170127 |
97.900 |
97.920 |
97.870 |
97.915 |
+0.015 |
114,136 |
581,264 |
-7,447 |
Jun19 |
170127 |
97.815 |
97.840 |
97.785 |
97.835 |
+0.015 |
117,303 |
579,195 |
+2,126 |
Sep19 |
170127 |
97.740 |
97.755 |
97.705 |
97.750 |
+0.015 |
86,756 |
449,239 |
-8,455 |
Dec19 |
170127 |
97.640 |
97.665 |
97.610 |
97.660 |
+0.020 |
124,928 |
491,016 |
+106 |
Mar20 |
170127 |
97.590 |
97.610 |
97.560 |
97.610 |
+0.025 |
60,731 |
289,838 |
+2,691 |
Jun20 |
170127 |
97.525 |
97.555 |
97.500 |
97.555 |
+0.025 |
44,621 |
179,853 |
+412 |
Sep20 |
170127 |
97.475 |
97.500 |
97.445 |
97.500 |
+0.025 |
45,653 |
160,566 |
+1,793 |
Dec20 |
170127 |
97.400 |
97.430 |
97.375 |
97.430 |
+0.025 |
51,980 |
175,004 |
-1,084 |
Mar21 |
170127 |
97.355 |
97.385 |
97.325 |
97.385 |
+0.030 |
24,373 |
88,694 |
-108 |
Jun21 |
170127 |
97.300 |
97.340 |
97.280 |
97.340 |
+0.035 |
25,790 |
93,615 |
+613 |
Total Volume and Open Interest |
2,473,808 |
11,783,344 |
+142,504 |
Ultra T-Bond(CBOT) |
Mar17 |
170127 |
159~21 |
160~12 |
159~02 |
160~11 |
+0~29 |
105,574 |
696,005 |
+2,549 |
Jun17 |
170127 |
159~05 |
159~05 |
158~20 |
159~05 |
+0~28 |
576 |
3,405 |
+575 |
Sep17 |
170127 |
159~05 |
159~05 |
159~05 |
159~05 |
+0~28 |
|
|
|
Total Volume and Open Interest |
106,150 |
699,410 |
+3,124 |
Ultra 10-Yr T-Note(CBOT) |
Mar17 |
170127 |
133~130 |
133~240 |
133~055 |
133~235 |
+0~110 |
108,208 |
318,420 |
+9,152 |
Jun17 |
170127 |
132~175 |
132~175 |
132~175 |
132~175 |
+0~095 |
|
|
|
Sep17 |
170127 |
132~175 |
132~175 |
132~175 |
132~175 |
+0~095 |
|
|
|
Total Volume and Open Interest |
108,208 |
318,420 |
+9,152 |
30 Day Federal Funds(CBOT) |
Jan17 |
170127 |
99.350 |
99.353 |
99.350 |
99.350 |
unch |
3,138 |
163,883 |
-886 |
Feb17 |
170127 |
99.340 |
99.345 |
99.340 |
99.340 |
unch |
6,818 |
94,974 |
-1,832 |
Mar17 |
170127 |
99.300 |
99.305 |
99.295 |
99.305 |
unch |
23,381 |
82,511 |
-6,278 |
Apr17 |
170127 |
99.275 |
99.285 |
99.270 |
99.280 |
unch |
49,249 |
282,019 |
+13,783 |
May17 |
170127 |
99.220 |
99.230 |
99.215 |
99.225 |
unch |
35,706 |
144,711 |
+6,486 |
Jun17 |
170127 |
99.150 |
99.165 |
99.145 |
99.155 |
unch |
4,437 |
29,813 |
-481 |
Total Volume and Open Interest |
163,887 |
1,137,925 |
+18,976 |
Japanese Govt Bonds(SGX) |
Mar17 |
170126 |
149.94 |
149.96 |
149.76 |
149.85 |
-0.12 |
284 |
12,654 |
-220 |
Jun17 |
170126 |
149.82 |
149.82 |
149.82 |
149.82 |
-0.12 |
|
|
|
Sep17 |
170126 |
149.82 |
149.82 |
149.82 |
149.82 |
-0.12 |
|
|
|
Total Volume and Open Interest |
284 |
12,654 |
-220 |
Euro-Buxl(EUREX) |
Mar17 |
170127 |
165.20 |
166.78 |
164.92 |
166.32 |
+1.62 |
67,786 |
212,726 |
-9,566 |
Jun17 |
170127 |
163.74 |
164.58 |
163.30 |
164.32 |
+1.60 |
998 |
4,392 |
+2,852 |
Sep17 |
170127 |
161.98 |
162.54 |
161.40 |
162.28 |
+1.50 |
23 |
12 |
+0 |
Total Volume and Open Interest |
68,807 |
217,130 |
-6,714 |
Euro-Bund(EUREX) |
Mar17 |
170127 |
161.54 |
161.93 |
161.49 |
161.85 |
+0.42 |
1,047,398 |
2,047,620 |
-80,386 |
Jun17 |
170127 |
158.44 |
158.79 |
158.43 |
158.74 |
+0.42 |
15,155 |
73,174 |
+3,500 |
Sep17 |
170127 |
160.02 |
160.14 |
160.02 |
160.14 |
+0.32 |
0 |
5,070 |
+1,191 |
Total Volume and Open Interest |
1,062,553 |
2,125,864 |
-75,695 |
Euro-Bobl(EUREX) |
Mar17 |
170127 |
132.72 |
132.82 |
132.70 |
132.76 |
+0.05 |
635,078 |
1,480,920 |
+3,745 |
Jun17 |
170127 |
130.71 |
130.74 |
130.70 |
130.74 |
+0.05 |
1,273 |
41,797 |
+2,390 |
Sep17 |
170127 |
131.76 |
131.76 |
131.76 |
131.76 |
+0.05 |
|
|
|
Total Volume and Open Interest |
636,351 |
1,522,717 |
+6,135 |
Euro-Schatz(EUREX) |
Mar17 |
170127 |
112.13 |
112.16 |
112.13 |
112.15 |
+0.01 |
319,927 |
1,396,880 |
+27,455 |
Jun17 |
170127 |
111.99 |
111.99 |
111.99 |
111.99 |
+0.01 |
672 |
28,640 |
+88 |
Sep17 |
170127 |
111.99 |
111.99 |
111.99 |
111.99 |
+0.01 |
|
|
|
Total Volume and Open Interest |
320,599 |
1,425,520 |
+27,543 |
3-Mth Euribor(EUREX) |
Mar17 |
170127 |
100.330 |
100.330 |
100.330 |
100.330 |
unch |
3 |
4,032 |
+143 |
Jun17 |
170127 |
100.310 |
100.310 |
100.305 |
100.310 |
unch |
11 |
33,430 |
+0 |
Sep17 |
170127 |
100.280 |
100.285 |
100.280 |
100.285 |
+0.005 |
4 |
4,307 |
+0 |
Total Volume and Open Interest |
44 |
72,471 |
+132 |
Long Gilt(LIFFE) |
Mar17 |
170127 |
122~28 |
123~13 |
122~26 |
123~11 |
+0~16 |
218,967 |
636,547 |
+5,600 |
Jun17 |
170127 |
122~07 |
122~07 |
122~07 |
122~07 |
+0~16 |
1 |
1 |
+1 |
Total Volume and Open Interest |
218,968 |
636,548 |
+5,601 |
3-Mth Short Sterling(LIFFE) |
Mar17 |
170127 |
99.61 |
99.63 |
99.61 |
99.62 |
+0.01 |
16,724 |
343,144 |
+1,059 |
Jun17 |
170127 |
99.56 |
99.58 |
99.55 |
99.57 |
+0.01 |
50,003 |
485,083 |
+1,455 |
Sep17 |
170127 |
99.49 |
99.51 |
99.48 |
99.50 |
+0.01 |
49,041 |
304,127 |
+915 |
Dec17 |
170127 |
99.42 |
99.44 |
99.41 |
99.43 |
+0.01 |
49,997 |
306,360 |
+2,388 |
Mar18 |
170127 |
99.35 |
99.37 |
99.34 |
99.36 |
+0.01 |
69,984 |
205,856 |
+3,169 |
Jun18 |
170127 |
99.27 |
99.29 |
99.26 |
99.29 |
+0.01 |
82,389 |
221,837 |
+5,898 |
Total Volume and Open Interest |
733,252 |
2,576,042 |
+15,960 |
3-Mth Euribor(LIFFE) |
Mar17 |
170127 |
100.325 |
100.330 |
100.325 |
100.325 |
-0.005 |
36,728 |
311,826 |
-5,827 |
Jun17 |
170127 |
100.305 |
100.310 |
100.300 |
100.305 |
-0.005 |
84,923 |
385,805 |
-5,618 |
Sep17 |
170127 |
100.275 |
100.280 |
100.270 |
100.275 |
-0.005 |
103,122 |
328,111 |
+20,323 |
Total Volume and Open Interest |
978,179 |
3,290,336 |
+14,920 |
3-Mth Aus T-Bills(SFE) |
Mar17 |
170127 |
98.22 |
98.22 |
98.21 |
98.22 |
unch |
18,521 |
150,815 |
-4,799 |
Jun17 |
170127 |
98.21 |
98.22 |
98.19 |
98.22 |
+0.01 |
29,223 |
242,987 |
+4,574 |
Sep17 |
170127 |
98.15 |
98.18 |
98.14 |
98.18 |
+0.02 |
28,961 |
154,102 |
+3,115 |
Dec17 |
170127 |
98.07 |
98.10 |
98.06 |
98.10 |
+0.02 |
17,686 |
200,822 |
+1,821 |
Mar18 |
170127 |
97.98 |
98.02 |
97.97 |
98.02 |
+0.02 |
9,603 |
110,798 |
-428 |
Jun18 |
170127 |
97.89 |
97.93 |
97.88 |
97.93 |
+0.02 |
5,887 |
76,096 |
+759 |
Sep18 |
170127 |
97.79 |
97.83 |
97.78 |
97.83 |
+0.02 |
1,439 |
53,519 |
+451 |
Dec18 |
170127 |
97.70 |
97.74 |
97.69 |
97.74 |
+0.02 |
3,188 |
31,032 |
+474 |
Mar19 |
170127 |
97.61 |
97.65 |
97.59 |
97.64 |
+0.01 |
504 |
7,142 |
+217 |
Jun19 |
170127 |
97.50 |
97.54 |
97.50 |
97.54 |
unch |
34 |
3,626 |
+30 |
Total Volume and Open Interest |
115,266 |
1,032,881 |
+6,394 |
10-Year Aus T-Bonds(SFE) |
Mar17 |
170127 |
97.20 |
97.20 |
97.15 |
97.19 |
-0.05 |
129,519 |
945,488 |
+2,832 |
Jun17 |
170127 |
97.19 |
97.19 |
97.19 |
97.19 |
-0.05 |
|
|
|
Total Volume and Open Interest |
129,519 |
945,488 |
+2,832 |
3-Year Aus T-Bonds(SFE) |
Mar17 |
170127 |
97.98 |
98.00 |
97.96 |
98.00 |
-0.01 |
151,886 |
1,032,419 |
-7,235 |
Jun17 |
170127 |
98.00 |
98.00 |
98.00 |
98.00 |
-0.01 |
|
|
|
Total Volume and Open Interest |
151,886 |
1,032,419 |
-7,235 |
Gold(CMX) |
Feb17 |
170127 |
1188.5 |
1191.0 |
1179.7 |
1188.4 |
-1.4 |
299,179 |
130,004 |
-26,980 |
Apr17 |
170127 |
1191.4 |
1193.8 |
1182.6 |
1191.1 |
-1.4 |
81,026 |
223,772 |
+12,335 |
Jun17 |
170127 |
1191.0 |
1196.7 |
1186.3 |
1194.3 |
-1.3 |
9,244 |
55,964 |
+1,099 |
Aug17 |
170127 |
1196.0 |
1199.4 |
1190.9 |
1197.5 |
-1.3 |
3,993 |
15,024 |
+846 |
Oct17 |
170127 |
1197.5 |
1201.9 |
1193.5 |
1200.6 |
-1.3 |
198 |
3,278 |
-110 |
Dec17 |
170127 |
1200.9 |
1206.1 |
1196.6 |
1203.7 |
-1.2 |
2,251 |
26,348 |
+369 |
Feb18 |
170127 |
1205.5 |
1206.8 |
1199.7 |
1206.8 |
-1.2 |
276 |
4,373 |
+224 |
Apr18 |
170127 |
1209.0 |
1210.1 |
1207.0 |
1210.1 |
-1.2 |
0 |
258 |
+0 |
Jun18 |
170127 |
1210.0 |
1213.6 |
1210.0 |
1213.6 |
-1.2 |
42 |
4,227 |
+14 |
Aug18 |
170127 |
1217.2 |
1217.2 |
1217.2 |
1217.2 |
-1.2 |
0 |
116 |
+0 |
Oct18 |
170127 |
1220.8 |
1220.8 |
1218.3 |
1220.8 |
-1.2 |
2 |
5 |
+0 |
Dec18 |
170127 |
1222.3 |
1224.7 |
1222.3 |
1224.7 |
-1.2 |
0 |
2,361 |
+0 |
Total Volume and Open Interest |
398,082 |
470,492 |
-11,882 |
Silver(CMX) |
Mar17 |
170127 |
1680.0 |
1726.0 |
1663.5 |
1713.6 |
+28.6 |
63,421 |
133,038 |
-1,413 |
May17 |
170127 |
1685.0 |
1730.0 |
1670.0 |
1719.8 |
+28.7 |
3,254 |
25,451 |
+896 |
Jul17 |
170127 |
1686.5 |
1732.0 |
1680.0 |
1725.8 |
+28.8 |
555 |
7,907 |
+7 |
Sep17 |
170127 |
1690.0 |
1734.0 |
1690.0 |
1731.7 |
+28.8 |
178 |
3,979 |
+36 |
Dec17 |
170127 |
1700.0 |
1746.5 |
1699.5 |
1740.3 |
+28.8 |
240 |
5,864 |
+158 |
Mar18 |
170127 |
1749.1 |
1749.1 |
1714.5 |
1749.1 |
+28.8 |
5 |
37 |
+5 |
May18 |
170127 |
1753.4 |
1753.4 |
1753.4 |
1753.4 |
+28.8 |
0 |
5 |
+0 |
Total Volume and Open Interest |
67,676 |
177,295 |
-306 |
Platinum(NYMEX) |
Apr17 |
170127 |
980.7 |
988.5 |
964.7 |
983.3 |
+1.6 |
21,510 |
57,453 |
-316 |
Jul17 |
170127 |
977.3 |
991.3 |
968.0 |
986.6 |
+1.6 |
199 |
4,730 |
+98 |
Oct17 |
170127 |
979.0 |
990.3 |
979.0 |
990.3 |
+1.6 |
1 |
240 |
+0 |
Jan18 |
170127 |
994.1 |
994.1 |
994.1 |
994.1 |
+1.6 |
0 |
3 |
+0 |
Total Volume and Open Interest |
21,758 |
62,610 |
-213 |
Palladium(NYMEX) |
Mar17 |
170127 |
723.50 |
744.40 |
711.70 |
738.60 |
+14.15 |
10,332 |
26,772 |
-1,800 |
Jun17 |
170127 |
722.65 |
745.25 |
714.50 |
739.65 |
+14.20 |
183 |
2,320 |
+76 |
Sep17 |
170127 |
740.35 |
762.00 |
740.35 |
740.35 |
+14.20 |
6 |
4 |
+0 |
Total Volume and Open Interest |
10,522 |
29,102 |
-1,724 |
Copper(CMX) |
Mar17 |
170127 |
266.10 |
269.65 |
265.45 |
268.95 |
+1.65 |
77,602 |
151,125 |
-658 |
May17 |
170127 |
267.00 |
270.55 |
266.30 |
269.90 |
+1.70 |
15,724 |
53,217 |
+3,185 |
Jul17 |
170127 |
268.00 |
270.80 |
267.90 |
270.50 |
+1.70 |
3,444 |
21,368 |
+411 |
Sep17 |
170127 |
269.00 |
270.95 |
268.55 |
270.95 |
+1.70 |
1,995 |
13,510 |
+129 |
Dec17 |
170127 |
268.90 |
271.35 |
268.85 |
271.30 |
+1.75 |
1,873 |
13,013 |
+519 |
Total Volume and Open Interest |
102,295 |
274,518 |
+3,626 |
E-mini DJIA Index(CBOT) |
Mar17 |
170127 |
20051 |
20073 |
20005 |
20012 |
-39 |
123,956 |
132,632 |
-1,504 |
Jun17 |
170127 |
19992 |
19996 |
19950 |
19952 |
-36 |
222 |
555 |
-4 |
Sep17 |
170127 |
19900 |
19900 |
19898 |
19900 |
-36 |
1 |
2 |
+0 |
Dec17 |
170127 |
19858 |
19858 |
19725 |
19858 |
-36 |
1 |
0 |
-1 |
Total Volume and Open Interest |
124,180 |
133,189 |
-1,509 |
S & P 500(CME) |
Mar17 |
170127 |
2292.10 |
2296.20 |
2289.10 |
2289.10 |
-5.00 |
5,009 |
63,792 |
+231 |
Jun17 |
170127 |
2289.00 |
2289.80 |
2283.80 |
2284.00 |
-4.80 |
1 |
1,768 |
+14 |
Sep17 |
170127 |
2279.70 |
2285.50 |
2279.50 |
2279.70 |
-4.80 |
0 |
22 |
+1 |
Dec17 |
170127 |
2276.20 |
2282.00 |
2276.00 |
2276.20 |
-4.80 |
|
|
|
Total Volume and Open Interest |
5,010 |
65,582 |
+246 |
S & P 500 E-Mini(Globex) |
Mar17 |
170127 |
2294.00 |
2296.75 |
2287.00 |
2289.00 |
-5.00 |
1,386,477 |
2,855,527 |
+7,716 |
Jun17 |
170127 |
2288.50 |
2291.25 |
2282.25 |
2284.00 |
-4.75 |
4,957 |
23,542 |
+2,180 |
Sep17 |
170127 |
2282.75 |
2284.50 |
2279.75 |
2279.75 |
-4.75 |
78 |
189 |
+10 |
Dec17 |
170127 |
2275.00 |
2276.25 |
2275.00 |
2276.25 |
-4.75 |
4 |
84 |
+4 |
Total Volume and Open Interest |
1,391,516 |
2,879,346 |
+9,910 |
NASDAQ 100 E-Mini(Globex) |
Mar17 |
170127 |
5144.30 |
5167.50 |
5139.30 |
5162.50 |
+14.70 |
153,214 |
221,427 |
-1,608 |
Jun17 |
170127 |
5141.30 |
5164.30 |
5140.00 |
5161.30 |
+14.50 |
411 |
436 |
+49 |
Sep17 |
170127 |
5164.00 |
5164.00 |
5070.00 |
5164.00 |
+14.50 |
0 |
35 |
+0 |
Total Volume and Open Interest |
153,625 |
221,913 |
-1,559 |
S&P Midcap 400(CME) e-Mini |
Mar17 |
170127 |
1703.20 |
1708.70 |
1690.40 |
1694.70 |
-8.50 |
14,354 |
96,107 |
-1,451 |
Jun17 |
170127 |
1695.00 |
1695.00 |
1688.20 |
1688.20 |
-8.50 |
4 |
11 |
+3 |
Sep17 |
170127 |
1686.80 |
1686.80 |
1686.80 |
1686.80 |
-8.50 |
|
|
|
Total Volume and Open Interest |
14,358 |
96,118 |
-1,448 |
Volatility Index(CBOE) |
Jan17 |
170118 |
12.15 |
12.25 |
11.70 |
11.86 |
-0.32 |
3,222 |
99,327 |
-19,852 |
Feb17 |
170127 |
12.70 |
12.85 |
12.50 |
12.53 |
-0.15 |
75,208 |
256,863 |
+497 |
Mar17 |
170127 |
14.15 |
14.30 |
14.00 |
14.13 |
unch |
41,430 |
96,558 |
+6,905 |
Apr17 |
170127 |
15.38 |
15.57 |
15.33 |
15.43 |
unch |
16,011 |
46,028 |
+4,825 |
Total Volume and Open Interest |
153,619 |
479,485 |
+15,084 |
Russell 2000 Mini(ICE) |
Mar17 |
170127 |
1374.10 |
1378.50 |
1364.10 |
1367.50 |
-8.60 |
121,822 |
647,352 |
+681 |
Jun17 |
170127 |
1372.00 |
1372.00 |
1362.70 |
1365.50 |
-7.60 |
47 |
509 |
+12 |
Sep17 |
170127 |
1363.50 |
1363.50 |
1363.50 |
1363.50 |
-7.60 |
0 |
198 |
+0 |
Total Volume and Open Interest |
121,869 |
648,139 |
+693 |
Nikkei 225(CME) |
Mar17 |
170127 |
19520 |
19585 |
19435 |
19505 |
-35 |
15,698 |
28,379 |
+326 |
Jun17 |
170127 |
19430 |
19445 |
19390 |
19435 |
-35 |
6 |
39 |
+0 |
Total Volume and Open Interest |
15,704 |
28,418 |
+326 |
Nikkei 225(SGX) |
Mar17 |
170127 |
19485 |
19550 |
19465 |
19475 |
unch |
70,911 |
199,682 |
+1,226 |
Jun17 |
170127 |
19370 |
19390 |
19345 |
19350 |
unch |
136 |
6,993 |
+75 |
Sep17 |
170126 |
19320 |
19320 |
19320 |
19320 |
+400 |
0 |
5 |
+0 |
Total Volume and Open Interest |
89,790 |
211,544 |
-2,684 |
Nikkei 225 Mini(JPX) |
Mar17 |
170126 |
19065 |
19460 |
19050 |
19460 |
+390 |
975,681 |
413,506 |
+7,209 |
Jun17 |
170126 |
18920 |
19320 |
18910 |
19320 |
+400 |
8,912 |
11,915 |
+433 |
Sep17 |
170126 |
18880 |
19270 |
18865 |
19270 |
+390 |
291 |
1,071 |
+70 |
Total Volume and Open Interest |
1,025,671 |
483,491 |
+28,418 |
Nikkei 225(JPX) |
Mar17 |
170126 |
19070 |
19460 |
19050 |
19460 |
+390 |
75,944 |
376,171 |
-1,575 |
Jun17 |
170126 |
18930 |
19320 |
18920 |
19320 |
+400 |
388 |
22,855 |
-27 |
Sep17 |
170126 |
19010 |
19270 |
19010 |
19270 |
+390 |
9 |
8,067 |
-2 |
Total Volume and Open Interest |
76,359 |
478,839 |
-1,605 |
Nikkei 225(CME) Yen |
Mar17 |
170127 |
19495 |
19550 |
19395 |
19470 |
-35 |
58,178 |
62,667 |
+3,290 |
Jun17 |
170127 |
19285 |
19330 |
19285 |
19330 |
-35 |
13 |
20 |
+14 |
Sep17 |
170127 |
19280 |
19280 |
19280 |
19280 |
-35 |
|
|
|
Total Volume and Open Interest |
58,192 |
62,689 |
+3,305 |
Nikkei 225(CME) e-Mini Yen |
Mar17 |
170127 |
19470 |
19540 |
19470 |
19470 |
-30 |
3 |
93 |
+0 |
Jun17 |
170127 |
19330 |
19330 |
19330 |
19330 |
-30 |
|
|
|
Sep17 |
170127 |
19280 |
19280 |
19280 |
19280 |
-30 |
|
|
|
Total Volume and Open Interest |
3 |
93 |
+0 |
CAC 40(EURONEXT) |
Feb17 |
170127 |
4863.5 |
4869.0 |
4825.0 |
4837.5 |
-27.0 |
94,165 |
321,570 |
+17,871 |
Mar17 |
170127 |
4863.5 |
4868.5 |
4827.0 |
4837.0 |
-26.5 |
252 |
15,818 |
-230 |
Apr17 |
170127 |
4819.5 |
4819.5 |
4819.5 |
4819.5 |
-26.5 |
|
|
|
Total Volume and Open Interest |
94,419 |
337,488 |
+17,644 |
Hang Seng Index(HKFE) |
Jan17 |
170126 |
23050 |
23372 |
23048 |
23348 |
+299 |
137,310 |
58,960 |
-44,638 |
Feb17 |
170127 |
23362 |
23377 |
23236 |
23332 |
-33 |
60,395 |
110,980 |
+12,240 |
Mar17 |
170127 |
23360 |
23360 |
23243 |
23328 |
-29 |
1,014 |
8,808 |
+265 |
Total Volume and Open Interest |
147,060 |
151,999 |
-17,069 |
DAX(EUREX) |
Mar17 |
170127 |
11840.0 |
11854.5 |
11800.5 |
11813.5 |
-26.5 |
89,557 |
162,987 |
-6,407 |
Jun17 |
170127 |
11873.0 |
11883.5 |
11840.0 |
11844.5 |
-26.5 |
2,210 |
8,837 |
+209 |
Sep17 |
170127 |
11864.0 |
11864.0 |
11834.0 |
11834.0 |
-26.0 |
3 |
218 |
+50 |
Total Volume and Open Interest |
91,770 |
172,042 |
-6,148 |
Mini-DAX(EUREX) |
Mar17 |
170127 |
11835.0 |
11855.0 |
11801.0 |
11813.5 |
-26.5 |
26,176 |
9,813 |
-712 |
Jun17 |
170127 |
11858.0 |
11858.0 |
11836.0 |
11844.5 |
-26.5 |
279 |
1,428 |
+31 |
Sep17 |
170127 |
11823.0 |
11834.0 |
11823.0 |
11834.0 |
-26.0 |
5 |
15 |
+1 |
Total Volume and Open Interest |
26,460 |
11,256 |
-680 |
FT-SE 100(EURONEXT) |
Mar17 |
170127 |
7096.50 |
7122.00 |
7085.50 |
7119.00 |
+29.00 |
96,831 |
747,690 |
-8,205 |
Jun17 |
170127 |
7025.00 |
7045.00 |
7025.00 |
7045.00 |
+29.00 |
5,015 |
45,587 |
+4 |
Sep17 |
170127 |
6982.50 |
6982.50 |
6982.50 |
6982.50 |
+29.00 |
|
|
|
Total Volume and Open Interest |
101,846 |
793,277 |
-8,201 |
SPI 200(SFE) |
Mar17 |
170127 |
5659.0 |
5668.0 |
5623.0 |
5661.0 |
+50.0 |
28,371 |
278,002 |
-4,775 |
Jun17 |
170127 |
5647.0 |
5649.0 |
5645.0 |
5647.0 |
+50.0 |
0 |
1,642 |
+0 |
Sep17 |
170127 |
5597.0 |
5597.0 |
5597.0 |
5597.0 |
+50.0 |
0 |
1,760 |
+0 |
Total Volume and Open Interest |
28,647 |
284,430 |
-4,523 |
FTSE MIB(ISE) |
Mar17 |
170127 |
19460.00 |
19470.00 |
19205.00 |
19287.00 |
-120.00 |
31,233 |
35,749 |
-556 |
Jun17 |
170127 |
18990.00 |
18990.00 |
18830.00 |
18865.00 |
-120.00 |
22 |
83 |
-6 |
Total Volume and Open Interest |
31,255 |
35,832 |
-562 |
KOSPI 200(KFE) |
Mar17 |
170126 |
270.90 |
271.00 |
270.85 |
271.00 |
+2.75 |
89,976 |
139,385 |
-1,316 |
Jun17 |
170126 |
269.15 |
272.05 |
269.10 |
271.30 |
+2.40 |
202 |
5,921 |
+603 |
Sep17 |
170126 |
272.30 |
272.30 |
271.80 |
271.80 |
+1.65 |
3 |
1,668 |
+35 |
Total Volume and Open Interest |
90,181 |
155,060 |
-678 |
GSCI(CME) |
Feb17 |
170127 |
396.80 |
397.95 |
395.15 |
397.30 |
-3.20 |
560 |
14,691 |
-533 |
Mar17 |
170127 |
402.95 |
402.95 |
401.90 |
402.95 |
-3.15 |
542 |
551 |
+541 |
Apr17 |
170127 |
404.95 |
404.95 |
404.95 |
404.95 |
-3.15 |
|
|
|
Total Volume and Open Interest |
1,102 |
15,242 |
+8 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|