|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon January 30, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar17 |
170130 |
1044.00 |
1044.25 |
1019.25 |
1022.75 |
-26.50 |
91,972 |
341,293 |
-7,593 |
May17 |
170130 |
1053.75 |
1053.75 |
1029.00 |
1032.75 |
-26.00 |
31,545 |
139,997 |
+4,391 |
Jul17 |
170130 |
1060.25 |
1060.75 |
1036.50 |
1040.50 |
-25.00 |
20,341 |
122,690 |
+1,166 |
Aug17 |
170130 |
1055.75 |
1055.75 |
1035.25 |
1038.50 |
-24.25 |
1,474 |
8,674 |
+423 |
Sep17 |
170130 |
1037.00 |
1037.00 |
1018.25 |
1020.50 |
-23.00 |
422 |
5,127 |
-65 |
Nov17 |
170130 |
1022.00 |
1022.25 |
1000.50 |
1004.00 |
-21.25 |
11,229 |
103,955 |
+822 |
Jan18 |
170130 |
1021.00 |
1021.00 |
1004.00 |
1007.75 |
-20.00 |
164 |
5,471 |
+53 |
Mar18 |
170130 |
1017.75 |
1018.25 |
1003.00 |
1006.50 |
-18.75 |
109 |
3,383 |
+35 |
May18 |
170130 |
1017.75 |
1017.75 |
1005.25 |
1007.00 |
-17.75 |
114 |
1,004 |
+35 |
Jul18 |
170130 |
1018.25 |
1018.25 |
1008.00 |
1008.00 |
-17.25 |
31 |
970 |
-15 |
Aug18 |
170130 |
1001.00 |
1001.00 |
1001.00 |
1001.00 |
-16.25 |
0 |
20 |
+0 |
Sep18 |
170130 |
981.00 |
981.00 |
981.00 |
981.00 |
-16.25 |
0 |
23 |
+0 |
Nov18 |
170130 |
973.00 |
973.25 |
964.00 |
965.25 |
-13.00 |
50 |
1,654 |
+7 |
Jan19 |
170130 |
968.75 |
968.75 |
968.75 |
968.75 |
-13.00 |
0 |
37 |
+0 |
Total Volume and Open Interest |
157,451 |
734,333 |
-741 |
Soybean Meal(CBOT) |
Mar17 |
170130 |
341.20 |
341.30 |
332.50 |
334.40 |
-8.60 |
34,182 |
175,814 |
-644 |
May17 |
170130 |
344.10 |
344.10 |
335.60 |
337.50 |
-8.50 |
12,412 |
88,792 |
+2,654 |
Jul17 |
170130 |
346.40 |
346.40 |
337.90 |
339.50 |
-8.60 |
5,249 |
58,551 |
+1,342 |
Aug17 |
170130 |
342.60 |
342.90 |
336.10 |
337.50 |
-8.00 |
1,314 |
8,646 |
+145 |
Sep17 |
170130 |
339.00 |
339.00 |
333.60 |
334.90 |
-7.50 |
567 |
8,716 |
+63 |
Oct17 |
170130 |
332.00 |
332.00 |
328.70 |
329.00 |
-6.70 |
680 |
7,378 |
+116 |
Dec17 |
170130 |
333.90 |
333.90 |
327.90 |
329.60 |
-6.50 |
3,541 |
29,106 |
+351 |
Jan18 |
170130 |
331.20 |
331.20 |
328.00 |
328.80 |
-6.10 |
24 |
1,351 |
+2 |
Mar18 |
170130 |
329.80 |
329.80 |
327.10 |
327.10 |
-5.80 |
77 |
2,041 |
+21 |
May18 |
170130 |
326.20 |
326.70 |
325.90 |
326.70 |
-5.50 |
67 |
784 |
+31 |
Total Volume and Open Interest |
58,118 |
383,280 |
+4,081 |
Soybean Oil(CBOT) |
Mar17 |
170130 |
34.27 |
34.27 |
33.33 |
33.61 |
-0.66 |
77,835 |
180,558 |
-5,984 |
May17 |
170130 |
34.55 |
34.60 |
33.61 |
33.90 |
-0.65 |
26,757 |
90,531 |
+1,707 |
Jul17 |
170130 |
34.80 |
34.80 |
33.89 |
34.16 |
-0.64 |
17,882 |
80,436 |
+666 |
Aug17 |
170130 |
34.81 |
34.81 |
33.94 |
34.20 |
-0.61 |
1,551 |
9,327 |
+114 |
Sep17 |
170130 |
34.77 |
34.77 |
33.98 |
34.19 |
-0.58 |
1,289 |
7,432 |
+45 |
Oct17 |
170130 |
34.58 |
34.58 |
33.84 |
34.01 |
-0.57 |
943 |
7,055 |
-89 |
Dec17 |
170130 |
34.66 |
34.66 |
33.88 |
34.09 |
-0.57 |
6,770 |
23,160 |
+735 |
Jan18 |
170130 |
34.50 |
34.53 |
33.95 |
34.14 |
-0.56 |
689 |
2,231 |
+298 |
Mar18 |
170130 |
34.42 |
34.42 |
34.07 |
34.16 |
-0.52 |
236 |
1,849 |
+37 |
May18 |
170130 |
34.46 |
34.46 |
34.10 |
34.18 |
-0.50 |
227 |
993 |
+89 |
Total Volume and Open Interest |
134,363 |
404,813 |
-2,241 |
Canola(WCE) |
Mar17 |
170130 |
517.4 |
517.8 |
509.5 |
510.9 |
-7.0 |
8,137 |
99,681 |
-820 |
May17 |
170130 |
524.5 |
524.5 |
516.5 |
517.7 |
-6.7 |
4,633 |
43,728 |
+1,509 |
Jul17 |
170130 |
529.0 |
529.0 |
520.0 |
521.1 |
-6.5 |
2,592 |
20,354 |
-66 |
Nov17 |
170130 |
504.0 |
504.7 |
497.6 |
499.0 |
-6.1 |
2,446 |
22,764 |
+724 |
Jan18 |
170130 |
508.0 |
508.5 |
501.4 |
503.1 |
-6.3 |
161 |
3,118 |
+66 |
Total Volume and Open Interest |
17,969 |
189,755 |
+1,413 |
Corn(CBOT) |
Mar17 |
170130 |
361.50 |
361.75 |
355.75 |
357.75 |
-4.75 |
115,941 |
627,698 |
-4,291 |
May17 |
170130 |
368.75 |
369.00 |
363.00 |
365.00 |
-4.75 |
30,579 |
232,265 |
+1,812 |
Jul17 |
170130 |
375.25 |
375.75 |
370.25 |
372.00 |
-4.50 |
17,220 |
233,933 |
+1,328 |
Sep17 |
170130 |
381.50 |
381.50 |
376.75 |
378.75 |
-4.25 |
5,193 |
90,223 |
+400 |
Dec17 |
170130 |
388.25 |
388.75 |
383.75 |
385.50 |
-3.75 |
13,587 |
140,543 |
+75 |
Mar18 |
170130 |
395.00 |
396.00 |
391.50 |
392.75 |
-4.00 |
1,124 |
17,083 |
+206 |
May18 |
170130 |
395.00 |
397.50 |
394.75 |
396.50 |
-3.75 |
243 |
2,497 |
+111 |
Jul18 |
170130 |
400.00 |
401.00 |
398.50 |
400.00 |
-3.25 |
1,462 |
7,282 |
+742 |
Sep18 |
170130 |
395.25 |
395.25 |
394.50 |
394.50 |
-3.25 |
9 |
1,033 |
-3 |
Dec18 |
170130 |
398.00 |
398.00 |
395.00 |
396.00 |
-3.00 |
591 |
9,934 |
+344 |
Total Volume and Open Interest |
185,949 |
1,362,908 |
+724 |
Wheat(CBOT) |
Mar17 |
170130 |
417.50 |
419.25 |
412.75 |
414.00 |
-6.50 |
59,387 |
245,209 |
-413 |
May17 |
170130 |
432.00 |
433.25 |
427.25 |
428.25 |
-6.25 |
21,896 |
89,904 |
+2,569 |
Jul17 |
170130 |
447.75 |
447.75 |
442.00 |
442.50 |
-6.75 |
11,423 |
76,986 |
+199 |
Sep17 |
170130 |
461.25 |
462.25 |
457.25 |
458.25 |
-5.75 |
2,189 |
22,564 |
+461 |
Dec17 |
170130 |
479.25 |
480.50 |
475.50 |
476.75 |
-5.00 |
2,516 |
40,636 |
+445 |
Mar18 |
170130 |
491.75 |
492.00 |
488.75 |
489.25 |
-4.75 |
289 |
5,612 |
+148 |
Total Volume and Open Interest |
97,820 |
482,856 |
+3,428 |
Wheat(KCBT) |
Mar17 |
170130 |
431.00 |
432.75 |
425.50 |
425.75 |
-8.50 |
14,398 |
94,248 |
+834 |
May17 |
170130 |
444.00 |
444.75 |
438.00 |
438.25 |
-8.25 |
4,362 |
43,681 |
+1,380 |
Jul17 |
170130 |
455.75 |
456.75 |
450.25 |
450.25 |
-8.25 |
6,099 |
64,575 |
+1,283 |
Sep17 |
170130 |
471.00 |
471.00 |
464.75 |
464.75 |
-8.00 |
616 |
8,872 |
-18 |
Dec17 |
170130 |
491.00 |
491.75 |
485.25 |
485.25 |
-8.00 |
351 |
13,669 |
-37 |
Mar18 |
170130 |
499.25 |
499.25 |
497.50 |
497.50 |
-7.25 |
139 |
3,516 |
+9 |
May18 |
170130 |
506.75 |
507.00 |
505.25 |
505.25 |
-7.00 |
19 |
992 |
-6 |
Total Volume and Open Interest |
26,026 |
230,365 |
+3,454 |
Wheat(MGE) |
Mar17 |
170130 |
559.00 |
559.00 |
550.00 |
551.25 |
-8.75 |
1,989 |
28,921 |
-277 |
May17 |
170130 |
555.50 |
555.50 |
548.00 |
549.50 |
-6.50 |
2,660 |
25,477 |
+346 |
Jul17 |
170130 |
555.75 |
556.00 |
551.00 |
552.50 |
-3.25 |
963 |
13,965 |
+168 |
Sep17 |
170130 |
556.50 |
556.50 |
553.00 |
555.00 |
-1.25 |
250 |
6,118 |
+2 |
Dec17 |
170130 |
561.25 |
562.75 |
560.00 |
561.00 |
-1.50 |
191 |
4,091 |
-38 |
Mar18 |
170130 |
568.00 |
568.50 |
566.50 |
568.50 |
-1.25 |
101 |
768 |
+14 |
Total Volume and Open Interest |
6,335 |
79,535 |
+239 |
Oats(CBOT) |
Mar17 |
170130 |
253.25 |
253.25 |
243.25 |
243.75 |
-9.50 |
443 |
5,125 |
+54 |
May17 |
170130 |
244.75 |
247.50 |
236.75 |
238.25 |
-7.50 |
197 |
2,217 |
+9 |
Jul17 |
170130 |
239.00 |
239.00 |
235.25 |
235.75 |
-6.00 |
6 |
432 |
+2 |
Sep17 |
170130 |
233.25 |
233.25 |
233.25 |
233.25 |
-6.00 |
0 |
8 |
+0 |
Total Volume and Open Interest |
646 |
7,931 |
+65 |
Rough Rice(CBOT) |
Mar17 |
170130 |
9.80 |
9.84 |
9.70 |
9.77 |
-0.05 |
256 |
10,073 |
-32 |
May17 |
170130 |
10.00 |
10.09 |
9.98 |
10.02 |
-0.04 |
10 |
1,097 |
+4 |
Jul17 |
170130 |
10.23 |
10.23 |
10.23 |
10.23 |
-0.04 |
0 |
51 |
+0 |
Sep17 |
170130 |
10.40 |
10.40 |
10.40 |
10.40 |
-0.03 |
0 |
16 |
+0 |
Total Volume and Open Interest |
266 |
11,237 |
-28 |
Live Cattle(CME) |
Feb17 |
170130 |
116.650 |
117.050 |
115.850 |
116.180 |
-2.150 |
13,181 |
45,020 |
-2,981 |
Apr17 |
170130 |
115.100 |
115.700 |
114.385 |
114.830 |
-2.500 |
23,822 |
149,024 |
+1,610 |
Jun17 |
170130 |
104.930 |
105.230 |
104.230 |
104.550 |
-2.430 |
7,678 |
83,385 |
+659 |
Aug17 |
170130 |
100.550 |
100.900 |
99.980 |
100.330 |
-2.220 |
3,687 |
39,499 |
+785 |
Oct17 |
170130 |
100.100 |
100.550 |
99.700 |
100.000 |
-2.050 |
1,849 |
23,178 |
+428 |
Dec17 |
170130 |
101.150 |
101.500 |
100.600 |
100.885 |
-1.965 |
1,251 |
8,849 |
+394 |
Total Volume and Open Interest |
51,584 |
351,896 |
+930 |
Feeder Cattle(CME) |
Mar17 |
170130 |
125.200 |
125.200 |
123.500 |
123.900 |
-3.550 |
5,264 |
24,568 |
-86 |
Apr17 |
170130 |
124.500 |
124.600 |
123.150 |
123.550 |
-3.200 |
1,770 |
8,371 |
+121 |
May17 |
170130 |
122.730 |
123.080 |
121.830 |
122.150 |
-2.985 |
1,354 |
9,316 |
-10 |
Aug17 |
170130 |
123.250 |
123.900 |
122.750 |
123.035 |
-2.795 |
643 |
6,344 |
+85 |
Sep17 |
170130 |
122.430 |
122.430 |
121.330 |
121.750 |
-2.580 |
135 |
1,013 |
+1 |
Oct17 |
170130 |
120.285 |
120.285 |
119.350 |
119.980 |
-2.350 |
58 |
172 |
+29 |
Nov17 |
170130 |
118.250 |
118.480 |
117.750 |
117.950 |
-2.130 |
4 |
55 |
+2 |
Total Volume and Open Interest |
9,228 |
49,839 |
-2,748 |
Lean Hogs(CME) |
Feb17 |
170130 |
67.250 |
67.700 |
66.930 |
67.100 |
+0.200 |
11,142 |
26,640 |
-1,478 |
Apr17 |
170130 |
68.400 |
69.035 |
67.830 |
68.225 |
-0.075 |
23,900 |
92,434 |
-2,992 |
May17 |
170130 |
73.230 |
73.500 |
72.850 |
72.980 |
+0.050 |
98 |
1,703 |
+15 |
Jun17 |
170130 |
77.100 |
77.300 |
76.580 |
77.000 |
-0.100 |
8,324 |
43,693 |
-264 |
Jul17 |
170130 |
77.250 |
77.450 |
76.800 |
77.330 |
-0.020 |
2,015 |
16,800 |
+128 |
Aug17 |
170130 |
77.150 |
77.250 |
76.550 |
77.150 |
-0.050 |
2,249 |
16,829 |
-124 |
Oct17 |
170130 |
66.725 |
67.135 |
66.500 |
67.050 |
+0.075 |
915 |
10,118 |
+205 |
Dec17 |
170130 |
62.650 |
63.180 |
62.650 |
63.100 |
+0.050 |
365 |
7,178 |
+96 |
Total Volume and Open Interest |
49,017 |
215,940 |
-4,410 |
Class III Milk(CME) |
Jan17 |
170130 |
16.73 |
16.75 |
16.73 |
16.74 |
-0.01 |
48 |
4,262 |
-10 |
Feb17 |
170130 |
16.61 |
16.65 |
16.52 |
16.56 |
-0.06 |
314 |
4,176 |
-62 |
Mar17 |
170130 |
17.10 |
17.19 |
16.95 |
17.08 |
-0.07 |
639 |
3,916 |
+102 |
Apr17 |
170130 |
17.44 |
17.45 |
17.16 |
17.29 |
-0.14 |
311 |
3,422 |
+29 |
May17 |
170130 |
17.52 |
17.53 |
17.29 |
17.43 |
-0.08 |
375 |
3,124 |
+53 |
Jun17 |
170130 |
17.66 |
17.68 |
17.50 |
17.63 |
-0.04 |
148 |
2,920 |
+46 |
Jul17 |
170130 |
17.81 |
17.81 |
17.70 |
17.76 |
-0.05 |
40 |
1,695 |
+0 |
Aug17 |
170130 |
17.88 |
17.90 |
17.81 |
17.86 |
-0.02 |
11 |
1,703 |
-1 |
Sep17 |
170130 |
17.88 |
17.89 |
17.80 |
17.86 |
-0.02 |
38 |
1,618 |
+20 |
Oct17 |
170130 |
17.72 |
17.76 |
17.66 |
17.74 |
+0.02 |
27 |
1,335 |
+11 |
Nov17 |
170130 |
17.67 |
17.70 |
17.53 |
17.60 |
unch |
52 |
1,368 |
-20 |
Dec17 |
170130 |
17.42 |
17.42 |
17.27 |
17.32 |
+0.02 |
117 |
1,240 |
-24 |
Jan18 |
170130 |
16.98 |
16.98 |
16.95 |
16.95 |
+0.05 |
88 |
249 |
+25 |
Total Volume and Open Interest |
2,327 |
31,879 |
+207 |
Cocoa(ICE) |
Mar17 |
170130 |
2098 |
2109 |
2074 |
2078 |
-17 |
19,674 |
115,192 |
-55 |
May17 |
170130 |
2108 |
2112 |
2074 |
2079 |
-22 |
10,711 |
61,013 |
+685 |
Jul17 |
170130 |
2123 |
2126 |
2088 |
2093 |
-23 |
3,281 |
42,213 |
+266 |
Sep17 |
170130 |
2142 |
2143 |
2109 |
2113 |
-21 |
1,238 |
19,783 |
+139 |
Dec17 |
170130 |
2164 |
2167 |
2134 |
2137 |
-19 |
983 |
13,131 |
-108 |
Mar18 |
170130 |
2185 |
2189 |
2157 |
2159 |
-18 |
410 |
11,002 |
+44 |
May18 |
170130 |
2176 |
2176 |
2175 |
2176 |
-18 |
331 |
3,807 |
-127 |
Total Volume and Open Interest |
36,962 |
271,053 |
+1,107 |
Coffee "C"(ICE) |
Mar17 |
170130 |
151.70 |
152.05 |
149.70 |
151.15 |
-1.25 |
20,719 |
71,556 |
-5,349 |
May17 |
170130 |
154.30 |
154.50 |
152.15 |
153.70 |
-1.20 |
11,226 |
53,073 |
+5,114 |
Jul17 |
170130 |
156.75 |
156.85 |
154.50 |
156.05 |
-1.15 |
2,325 |
23,732 |
+244 |
Sep17 |
170130 |
158.65 |
159.10 |
156.75 |
158.30 |
-1.15 |
1,448 |
15,399 |
-8 |
Dec17 |
170130 |
162.05 |
162.05 |
159.90 |
161.40 |
-1.15 |
844 |
12,129 |
+160 |
Mar18 |
170130 |
164.25 |
164.30 |
163.50 |
164.30 |
-1.15 |
1,132 |
4,002 |
+1,120 |
Total Volume and Open Interest |
37,698 |
183,551 |
+1,285 |
Orange Juice(ICE) |
Mar17 |
170130 |
174.00 |
179.30 |
173.40 |
177.85 |
+4.65 |
1,347 |
9,058 |
-76 |
May17 |
170130 |
170.95 |
174.90 |
170.95 |
173.80 |
+3.90 |
185 |
1,945 |
+71 |
Jul17 |
170130 |
169.50 |
172.50 |
169.50 |
171.35 |
+3.35 |
61 |
770 |
+27 |
Sep17 |
170130 |
169.95 |
169.95 |
169.95 |
169.95 |
+2.70 |
8 |
115 |
+0 |
Nov17 |
170130 |
168.80 |
168.80 |
168.80 |
168.80 |
+2.70 |
3 |
10 |
+1 |
Jan18 |
170130 |
169.90 |
169.90 |
169.90 |
169.90 |
+2.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,604 |
11,899 |
+23 |
Sugar #11(ICE) |
Mar17 |
170130 |
20.41 |
20.47 |
20.13 |
20.31 |
-0.02 |
42,240 |
287,118 |
-7,063 |
May17 |
170130 |
20.43 |
20.49 |
20.20 |
20.37 |
+0.01 |
26,302 |
178,576 |
+703 |
Jul17 |
170130 |
20.14 |
20.18 |
19.93 |
20.12 |
+0.02 |
12,254 |
157,910 |
+26 |
Oct17 |
170130 |
19.96 |
20.00 |
19.79 |
19.98 |
+0.02 |
8,413 |
89,035 |
+913 |
Mar18 |
170130 |
19.94 |
19.98 |
19.78 |
19.97 |
+0.03 |
7,217 |
67,898 |
+2,763 |
May18 |
170130 |
19.31 |
19.35 |
19.15 |
19.34 |
+0.03 |
2,336 |
19,098 |
+2 |
Jul18 |
170130 |
18.64 |
18.71 |
18.54 |
18.71 |
+0.02 |
615 |
13,314 |
-86 |
Oct18 |
170130 |
18.22 |
18.31 |
18.16 |
18.31 |
+0.03 |
363 |
14,352 |
-92 |
Total Volume and Open Interest |
99,935 |
837,465 |
-2,810 |
London Cocoa(LCE) |
Mar17 |
170130 |
1690 |
1705 |
1685 |
1687 |
-9 |
11,753 |
101,363 |
-923 |
May17 |
170130 |
1709 |
1719 |
1701 |
1703 |
-9 |
7,133 |
65,840 |
-500 |
Jul17 |
170130 |
1735 |
1743 |
1728 |
1730 |
-7 |
5,276 |
50,294 |
+232 |
Sep17 |
170130 |
1753 |
1757 |
1743 |
1745 |
-6 |
6,788 |
39,815 |
-159 |
Dec17 |
170130 |
1769 |
1771 |
1760 |
1763 |
-6 |
2,946 |
30,148 |
+1,745 |
Mar18 |
170130 |
1775 |
1783 |
1774 |
1776 |
-4 |
682 |
21,184 |
+309 |
May18 |
170130 |
1792 |
1800 |
1791 |
1794 |
-2 |
11 |
6,107 |
+10 |
Total Volume and Open Interest |
34,589 |
316,669 |
+714 |
London Sugar(LCE) |
Mar17 |
170130 |
537.50 |
540.20 |
534.00 |
538.00 |
+0.50 |
3,544 |
31,352 |
-499 |
May17 |
170130 |
541.80 |
544.10 |
538.20 |
542.00 |
+0.30 |
3,894 |
31,430 |
+15 |
Aug17 |
170130 |
538.90 |
540.00 |
534.80 |
538.10 |
+0.10 |
1,275 |
13,869 |
+438 |
Oct17 |
170130 |
520.10 |
522.90 |
518.80 |
521.60 |
-0.30 |
504 |
11,742 |
+186 |
Dec17 |
170130 |
513.00 |
514.00 |
510.80 |
513.90 |
-0.20 |
14 |
3,972 |
-1 |
Total Volume and Open Interest |
9,415 |
97,610 |
+218 |
Cotton(ICE) |
Mar17 |
170130 |
74.90 |
75.32 |
74.06 |
74.14 |
-0.71 |
16,325 |
154,820 |
+640 |
May17 |
170130 |
75.28 |
75.82 |
74.76 |
74.82 |
-0.57 |
6,703 |
54,650 |
+1,352 |
Jul17 |
170130 |
75.90 |
76.28 |
75.30 |
75.44 |
-0.46 |
2,713 |
32,516 |
+839 |
Oct17 |
170130 |
72.11 |
72.11 |
72.11 |
72.11 |
-0.20 |
0 |
34 |
+0 |
Dec17 |
170130 |
71.70 |
72.05 |
71.40 |
71.59 |
-0.20 |
1,711 |
23,454 |
+1,234 |
Mar18 |
170130 |
72.13 |
72.15 |
71.86 |
71.86 |
+0.02 |
11 |
1,350 |
-11 |
Total Volume and Open Interest |
27,474 |
267,702 |
+4,056 |
Lumber(CME) |
Mar17 |
170130 |
330.3 |
332.0 |
323.6 |
324.2 |
-4.2 |
442 |
3,105 |
-95 |
May17 |
170130 |
339.9 |
339.9 |
332.8 |
334.1 |
-2.3 |
58 |
677 |
+32 |
Jul17 |
170130 |
346.0 |
346.0 |
339.8 |
341.3 |
-4.6 |
2 |
66 |
+1 |
Sep17 |
170130 |
347.7 |
347.7 |
347.7 |
347.7 |
-4.2 |
1 |
33 |
+1 |
Total Volume and Open Interest |
503 |
3,884 |
-61 |
Crude Oil(NYM) |
Mar17 |
170130 |
53.15 |
53.46 |
52.41 |
52.63 |
-0.54 |
578,065 |
588,400 |
-6,391 |
Apr17 |
170130 |
53.68 |
53.99 |
53.01 |
53.24 |
-0.51 |
141,091 |
172,414 |
+171 |
May17 |
170130 |
54.21 |
54.47 |
53.54 |
53.78 |
-0.47 |
72,851 |
170,068 |
+11,437 |
Jun17 |
170130 |
54.62 |
54.87 |
54.00 |
54.24 |
-0.43 |
80,583 |
260,866 |
+4,306 |
Jul17 |
170130 |
54.85 |
55.14 |
54.35 |
54.57 |
-0.40 |
22,618 |
78,292 |
+187 |
Aug17 |
170130 |
55.04 |
55.29 |
54.56 |
54.78 |
-0.37 |
16,610 |
63,696 |
+1,416 |
Sep17 |
170130 |
55.07 |
55.42 |
54.72 |
54.93 |
-0.35 |
25,981 |
94,218 |
+1,368 |
Oct17 |
170130 |
55.06 |
55.52 |
54.80 |
55.04 |
-0.32 |
8,385 |
52,064 |
+1,895 |
Nov17 |
170130 |
55.23 |
55.60 |
54.89 |
55.13 |
-0.30 |
5,037 |
50,684 |
-483 |
Dec17 |
170130 |
55.39 |
55.70 |
54.92 |
55.21 |
-0.28 |
57,440 |
215,252 |
+228 |
Jan18 |
170130 |
55.65 |
55.65 |
55.00 |
55.27 |
-0.26 |
2,429 |
42,647 |
+255 |
Feb18 |
170130 |
55.34 |
55.34 |
55.06 |
55.32 |
-0.24 |
2,688 |
19,707 |
+278 |
Mar18 |
170130 |
55.22 |
55.45 |
55.07 |
55.37 |
-0.23 |
4,193 |
34,855 |
+1,303 |
Apr18 |
170130 |
55.11 |
55.39 |
55.11 |
55.39 |
-0.20 |
1,433 |
8,935 |
+401 |
May18 |
170130 |
55.22 |
55.40 |
55.22 |
55.40 |
-0.18 |
1,262 |
9,285 |
+36 |
Jun18 |
170130 |
55.28 |
55.65 |
55.07 |
55.40 |
-0.17 |
13,408 |
62,111 |
+786 |
Total Volume and Open Interest |
1,061,667 |
2,144,386 |
+16,140 |
e-miNY Crude Oil(NYM) |
Mar17 |
170130 |
53.175 |
53.450 |
52.400 |
52.625 |
-0.550 |
10,613 |
2,351 |
+420 |
Apr17 |
170130 |
53.500 |
53.975 |
53.050 |
53.250 |
-0.500 |
150 |
457 |
+3 |
May17 |
170130 |
53.950 |
54.450 |
53.575 |
53.775 |
-0.475 |
61 |
112 |
-3 |
Jun17 |
170130 |
54.400 |
54.700 |
54.150 |
54.250 |
-0.425 |
13 |
97 |
+3 |
Jul17 |
170130 |
55.000 |
55.100 |
54.450 |
54.575 |
-0.400 |
4 |
177 |
+2 |
Aug17 |
170130 |
54.775 |
54.775 |
54.775 |
54.775 |
-0.375 |
1 |
105 |
+1 |
Sep17 |
170130 |
54.925 |
54.925 |
54.925 |
54.925 |
-0.350 |
0 |
51 |
+0 |
Oct17 |
170130 |
55.050 |
55.050 |
55.050 |
55.050 |
-0.300 |
0 |
36 |
+0 |
Nov17 |
170130 |
55.125 |
55.125 |
55.125 |
55.125 |
-0.300 |
0 |
77 |
+0 |
Dec17 |
170130 |
55.000 |
55.200 |
55.000 |
55.200 |
-0.300 |
44 |
102 |
-36 |
Total Volume and Open Interest |
10,930 |
3,739 |
+424 |
NY Harbor ULSD(NYM) |
Feb17 |
170130 |
161.89 |
162.88 |
160.46 |
160.67 |
-1.22 |
20,360 |
20,889 |
-3,947 |
Mar17 |
170130 |
163.48 |
164.56 |
161.99 |
162.42 |
-1.01 |
67,083 |
138,239 |
+5,039 |
Apr17 |
170130 |
164.16 |
165.28 |
162.80 |
163.19 |
-0.93 |
26,537 |
63,482 |
+2,169 |
May17 |
170130 |
164.94 |
166.04 |
163.63 |
164.04 |
-0.91 |
15,685 |
37,401 |
+1,998 |
Jun17 |
170130 |
165.18 |
166.66 |
164.50 |
164.97 |
-0.93 |
14,577 |
48,977 |
-373 |
Jul17 |
170130 |
167.24 |
167.51 |
165.97 |
166.13 |
-0.94 |
3,632 |
17,873 |
-194 |
Aug17 |
170130 |
168.21 |
168.21 |
166.81 |
167.11 |
-0.95 |
2,453 |
10,844 |
-208 |
Sep17 |
170130 |
168.85 |
168.91 |
167.89 |
168.08 |
-0.94 |
2,324 |
12,951 |
+164 |
Oct17 |
170130 |
169.72 |
169.72 |
168.98 |
168.98 |
-0.90 |
1,167 |
5,911 |
+383 |
Nov17 |
170130 |
170.47 |
170.47 |
169.86 |
169.86 |
-0.82 |
794 |
4,352 |
+15 |
Dec17 |
170130 |
172.28 |
172.28 |
170.02 |
170.62 |
-0.74 |
4,077 |
40,838 |
-556 |
Jan18 |
170130 |
171.60 |
171.85 |
171.38 |
171.38 |
-0.73 |
139 |
2,969 |
+35 |
Feb18 |
170130 |
171.20 |
172.05 |
171.20 |
171.61 |
-0.75 |
30 |
2,181 |
-3 |
Mar18 |
170130 |
171.40 |
171.60 |
171.14 |
171.14 |
-0.77 |
21 |
1,146 |
+9 |
Total Volume and Open Interest |
160,313 |
424,555 |
+4,731 |
RBOB Gasoline(NYM) |
Feb17 |
170130 |
152.22 |
152.70 |
149.91 |
150.55 |
-2.16 |
25,947 |
19,953 |
-4,018 |
Mar17 |
170130 |
154.72 |
155.23 |
152.38 |
153.31 |
-1.87 |
70,527 |
163,587 |
+3,649 |
Apr17 |
170130 |
176.19 |
177.27 |
174.42 |
175.52 |
-1.62 |
42,707 |
65,431 |
+2,714 |
May17 |
170130 |
178.30 |
178.74 |
176.16 |
177.21 |
-1.47 |
24,243 |
45,567 |
+2,411 |
Jun17 |
170130 |
178.18 |
178.61 |
176.14 |
177.18 |
-1.31 |
18,822 |
47,447 |
+729 |
Jul17 |
170130 |
176.02 |
176.82 |
174.99 |
176.12 |
-1.12 |
8,168 |
24,584 |
+580 |
Aug17 |
170130 |
174.60 |
174.60 |
172.89 |
174.07 |
-1.00 |
5,209 |
9,284 |
-425 |
Sep17 |
170130 |
171.61 |
171.61 |
169.96 |
171.15 |
-0.93 |
6,149 |
18,788 |
-441 |
Oct17 |
170130 |
158.39 |
158.39 |
156.89 |
158.06 |
-0.68 |
1,515 |
7,466 |
+2 |
Nov17 |
170130 |
154.46 |
155.18 |
154.35 |
154.86 |
-0.66 |
1,329 |
3,506 |
+71 |
Total Volume and Open Interest |
215,105 |
441,613 |
+5,964 |
e-miNY RBOB Gasoline(NYM) |
Feb17 |
170130 |
150.60 |
150.60 |
150.55 |
150.60 |
-2.11 |
0 |
2 |
+0 |
Mar17 |
170130 |
153.30 |
153.31 |
153.30 |
153.30 |
-1.88 |
|
|
|
Apr17 |
170130 |
175.50 |
175.52 |
175.50 |
175.50 |
-1.64 |
|
|
|
May17 |
170130 |
177.20 |
177.21 |
177.20 |
177.20 |
-1.48 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Mar17 |
170130 |
3.300 |
3.342 |
3.216 |
3.232 |
-0.126 |
208,539 |
294,060 |
-1,888 |
Apr17 |
170130 |
3.328 |
3.366 |
3.255 |
3.271 |
-0.109 |
69,039 |
120,462 |
+4,387 |
May17 |
170130 |
3.359 |
3.391 |
3.288 |
3.305 |
-0.098 |
30,055 |
104,360 |
+3,251 |
Jun17 |
170130 |
3.399 |
3.431 |
3.334 |
3.351 |
-0.093 |
13,847 |
51,223 |
+386 |
Jul17 |
170130 |
3.442 |
3.477 |
3.376 |
3.392 |
-0.092 |
12,400 |
67,484 |
+1,133 |
Aug17 |
170130 |
3.444 |
3.476 |
3.380 |
3.395 |
-0.091 |
6,927 |
33,571 |
-29 |
Sep17 |
170130 |
3.433 |
3.455 |
3.359 |
3.374 |
-0.091 |
7,117 |
46,250 |
+1,286 |
Oct17 |
170130 |
3.440 |
3.458 |
3.371 |
3.387 |
-0.089 |
26,116 |
94,070 |
+2,928 |
Nov17 |
170130 |
3.491 |
3.509 |
3.414 |
3.432 |
-0.082 |
4,940 |
36,512 |
+608 |
Dec17 |
170130 |
3.592 |
3.621 |
3.538 |
3.548 |
-0.073 |
6,744 |
38,965 |
+2,188 |
Jan18 |
170130 |
3.670 |
3.691 |
3.614 |
3.628 |
-0.069 |
8,251 |
43,541 |
+62 |
Feb18 |
170130 |
3.615 |
3.615 |
3.585 |
3.590 |
-0.067 |
3,352 |
18,516 |
+992 |
Mar18 |
170130 |
3.532 |
3.532 |
3.485 |
3.495 |
-0.062 |
9,070 |
39,640 |
+1,141 |
Apr18 |
170130 |
2.946 |
2.962 |
2.934 |
2.943 |
-0.017 |
7,096 |
50,133 |
+1,235 |
May18 |
170130 |
2.885 |
2.891 |
2.875 |
2.886 |
-0.011 |
3,347 |
15,771 |
+537 |
Jun18 |
170130 |
2.900 |
2.901 |
2.893 |
2.901 |
-0.010 |
997 |
11,372 |
+196 |
Total Volume and Open Interest |
500,078 |
1,169,170 |
+8,480 |
Brent Crude Oil(ICE) |
Mar17 |
170130 |
55.47 |
55.70 |
54.97 |
55.23 |
-0.29 |
265,715 |
127,745 |
-48,298 |
Apr17 |
170130 |
55.66 |
55.86 |
55.04 |
55.32 |
-0.38 |
299,608 |
533,561 |
+30,679 |
May17 |
170130 |
55.97 |
56.21 |
55.40 |
55.69 |
-0.36 |
154,874 |
321,484 |
+20,914 |
Jun17 |
170130 |
56.30 |
56.53 |
55.72 |
56.02 |
-0.34 |
169,176 |
301,698 |
+4,356 |
Jul17 |
170130 |
56.49 |
56.72 |
55.94 |
56.25 |
-0.30 |
58,934 |
128,818 |
-99 |
Aug17 |
170130 |
56.36 |
56.82 |
56.05 |
56.38 |
-0.26 |
25,755 |
79,206 |
-1,624 |
Sep17 |
170130 |
56.59 |
56.84 |
56.08 |
56.41 |
-0.24 |
28,165 |
93,469 |
+2,035 |
Oct17 |
170130 |
56.30 |
56.78 |
56.08 |
56.39 |
-0.22 |
8,809 |
47,660 |
-90 |
Nov17 |
170130 |
56.25 |
56.70 |
56.07 |
56.35 |
-0.22 |
8,505 |
48,255 |
+1,171 |
Dec17 |
170130 |
56.47 |
56.70 |
55.99 |
56.32 |
-0.21 |
99,302 |
214,362 |
-1,263 |
Jan18 |
170130 |
56.27 |
56.27 |
56.27 |
56.27 |
-0.20 |
1,478 |
34,906 |
+265 |
Feb18 |
170130 |
56.22 |
56.22 |
56.22 |
56.22 |
-0.19 |
2,413 |
24,647 |
+546 |
Mar18 |
170130 |
56.18 |
56.18 |
56.18 |
56.18 |
-0.18 |
2,799 |
25,614 |
+438 |
Apr18 |
170130 |
56.13 |
56.13 |
56.13 |
56.13 |
-0.17 |
1,567 |
14,868 |
-118 |
Total Volume and Open Interest |
1,197,364 |
2,414,495 |
+19,772 |
Gas Oil(ICE) |
Feb17 |
170130 |
484.50 |
489.25 |
482.25 |
484.75 |
-0.50 |
64,146 |
126,697 |
+2,901 |
Mar17 |
170130 |
489.00 |
493.75 |
486.25 |
489.25 |
-0.75 |
97,546 |
172,765 |
-738 |
Apr17 |
170130 |
491.75 |
496.25 |
489.25 |
492.00 |
-1.00 |
41,877 |
84,779 |
+3,163 |
May17 |
170130 |
494.00 |
498.00 |
491.25 |
494.00 |
-1.25 |
15,828 |
66,207 |
+741 |
Jun17 |
170130 |
495.25 |
500.00 |
493.50 |
495.75 |
-1.50 |
28,973 |
115,704 |
+2,377 |
Jul17 |
170130 |
498.75 |
502.25 |
496.25 |
498.50 |
-1.50 |
4,669 |
31,691 |
+85 |
Aug17 |
170130 |
500.25 |
504.50 |
498.75 |
500.75 |
-1.75 |
5,175 |
21,457 |
+740 |
Sep17 |
170130 |
502.50 |
506.50 |
500.75 |
503.00 |
-1.75 |
3,734 |
34,143 |
+4 |
Oct17 |
170130 |
504.75 |
509.00 |
503.25 |
505.25 |
-2.00 |
2,017 |
26,905 |
+239 |
Nov17 |
170130 |
506.00 |
509.25 |
503.75 |
505.75 |
-2.00 |
2,300 |
11,747 |
+699 |
Total Volume and Open Interest |
291,351 |
912,183 |
+13,838 |
Ethanol(CBOT) |
Feb17 |
170130 |
1.459 |
1.480 |
1.459 |
1.480 |
+0.004 |
232 |
942 |
-163 |
Mar17 |
170130 |
1.504 |
1.508 |
1.490 |
1.503 |
-0.001 |
382 |
3,062 |
+96 |
Apr17 |
170130 |
1.522 |
1.532 |
1.522 |
1.526 |
unch |
76 |
1,034 |
-38 |
May17 |
170130 |
1.542 |
1.547 |
1.540 |
1.545 |
unch |
1 |
159 |
+1 |
Jun17 |
170130 |
1.540 |
1.547 |
1.540 |
1.547 |
-0.001 |
0 |
241 |
+0 |
Jul17 |
170130 |
1.542 |
1.547 |
1.542 |
1.547 |
-0.002 |
0 |
190 |
+0 |
Aug17 |
170130 |
1.543 |
1.545 |
1.543 |
1.545 |
-0.002 |
0 |
168 |
+0 |
Sep17 |
170130 |
1.537 |
1.537 |
1.537 |
1.537 |
-0.002 |
0 |
29 |
+0 |
Total Volume and Open Interest |
691 |
5,873 |
-104 |
WTI Crude Oil(ICE) |
Mar17 |
170130 |
52.95 |
53.46 |
52.42 |
52.63 |
-0.54 |
62,723 |
82,634 |
-6,098 |
Apr17 |
170130 |
53.50 |
53.99 |
53.02 |
53.24 |
-0.51 |
52,093 |
58,005 |
+3,991 |
May17 |
170130 |
53.99 |
54.45 |
53.56 |
53.78 |
-0.47 |
27,375 |
35,254 |
+135 |
Jun17 |
170130 |
54.42 |
54.70 |
54.02 |
54.24 |
-0.43 |
28,541 |
68,599 |
+2,455 |
Jul17 |
170130 |
54.74 |
54.96 |
54.42 |
54.57 |
-0.40 |
5,304 |
25,750 |
-285 |
Aug17 |
170130 |
54.93 |
55.07 |
54.55 |
54.78 |
-0.37 |
3,339 |
18,834 |
-217 |
Sep17 |
170130 |
54.95 |
55.28 |
54.69 |
54.93 |
-0.35 |
3,465 |
22,766 |
+291 |
Oct17 |
170130 |
55.35 |
55.35 |
54.83 |
55.04 |
-0.32 |
1,096 |
3,555 |
+251 |
Nov17 |
170130 |
55.16 |
55.16 |
54.90 |
55.13 |
-0.30 |
732 |
3,036 |
+21 |
Dec17 |
170130 |
55.30 |
55.60 |
54.93 |
55.21 |
-0.28 |
15,731 |
97,371 |
+3,401 |
Jan18 |
170130 |
55.27 |
55.27 |
55.27 |
55.27 |
-0.26 |
214 |
3,935 |
-6 |
Feb18 |
170130 |
55.32 |
55.32 |
55.32 |
55.32 |
-0.24 |
1,211 |
1,345 |
-198 |
Mar18 |
170130 |
55.37 |
55.37 |
55.37 |
55.37 |
-0.23 |
687 |
5,400 |
+372 |
Apr18 |
170130 |
55.39 |
55.39 |
55.39 |
55.39 |
-0.20 |
95 |
1,211 |
+76 |
May18 |
170130 |
55.40 |
55.40 |
55.40 |
55.40 |
-0.18 |
2 |
561 |
+2 |
Jun18 |
170130 |
55.39 |
55.40 |
55.11 |
55.40 |
-0.17 |
4,841 |
23,376 |
+3,550 |
Total Volume and Open Interest |
216,218 |
554,862 |
+9,254 |
US Dollar Index(ICE) |
Mar17 |
170130 |
100.430 |
101.015 |
100.145 |
100.415 |
-0.110 |
35,132 |
74,097 |
+838 |
Jun17 |
170130 |
100.330 |
100.915 |
100.110 |
100.330 |
-0.090 |
590 |
2,002 |
-98 |
Sep17 |
170130 |
100.250 |
100.490 |
100.125 |
100.185 |
-0.090 |
10 |
365 |
-3 |
Total Volume and Open Interest |
35,734 |
76,592 |
+739 |
Australian Dollar(CME) |
Mar17 |
170130 |
75.50 |
75.59 |
75.21 |
75.46 |
+0.02 |
64,729 |
100,035 |
+1,939 |
Jun17 |
170130 |
75.32 |
75.42 |
75.06 |
75.30 |
+0.02 |
36 |
688 |
+0 |
Sep17 |
170130 |
74.82 |
75.18 |
74.82 |
75.18 |
+0.02 |
512 |
681 |
+512 |
Total Volume and Open Interest |
65,277 |
101,453 |
+2,451 |
British Pound(CME) |
Mar17 |
170130 |
125.80 |
126.12 |
124.75 |
124.94 |
-0.75 |
96,329 |
221,901 |
-2,093 |
Jun17 |
170130 |
126.12 |
126.41 |
125.08 |
125.26 |
-0.75 |
309 |
1,407 |
+11 |
Sep17 |
170130 |
125.59 |
126.69 |
125.46 |
125.59 |
-0.78 |
3 |
176 |
-2 |
Total Volume and Open Interest |
96,645 |
223,626 |
-2,088 |
Canadian Dollar(CME) |
Mar17 |
170130 |
76.16 |
76.51 |
75.97 |
76.30 |
+0.11 |
51,430 |
101,125 |
+2,192 |
Jun17 |
170130 |
76.28 |
76.59 |
76.08 |
76.39 |
+0.11 |
117 |
2,185 |
+22 |
Sep17 |
170130 |
76.49 |
76.65 |
76.19 |
76.49 |
+0.11 |
1 |
501 |
+1 |
Dec17 |
170130 |
76.75 |
76.75 |
76.39 |
76.60 |
+0.11 |
2 |
746 |
+0 |
Total Volume and Open Interest |
51,550 |
104,579 |
+2,215 |
Japanese Yen(CME) |
Mar17 |
170130 |
87.17 |
88.26 |
87.10 |
88.08 |
+1.04 |
157,792 |
190,361 |
-157 |
Jun17 |
170130 |
87.72 |
88.66 |
87.55 |
88.50 |
+1.03 |
581 |
8,863 |
+268 |
Sep17 |
170130 |
88.28 |
89.07 |
88.09 |
88.94 |
+1.01 |
0 |
57 |
+0 |
Total Volume and Open Interest |
158,373 |
199,353 |
+111 |
Swiss Franc(CME) |
Mar17 |
170130 |
100.41 |
100.90 |
99.76 |
100.71 |
+0.37 |
23,420 |
44,489 |
-729 |
Jun17 |
170130 |
100.48 |
101.48 |
100.40 |
101.33 |
+0.37 |
3 |
120 |
+2 |
Sep17 |
170130 |
101.96 |
102.08 |
101.12 |
101.96 |
+0.35 |
0 |
4 |
+0 |
Total Volume and Open Interest |
23,425 |
44,620 |
-725 |
EuroFX(CME) |
Mar17 |
170130 |
107.29 |
107.59 |
106.38 |
107.11 |
-0.07 |
204,441 |
395,489 |
-8,845 |
Jun17 |
170130 |
107.81 |
108.11 |
106.90 |
107.63 |
-0.08 |
923 |
9,288 |
+58 |
Sep17 |
170130 |
108.44 |
108.58 |
107.50 |
108.18 |
-0.08 |
0 |
450 |
+0 |
Total Volume and Open Interest |
205,369 |
405,334 |
-8,785 |
Mexican Peso(CME) |
Feb17 |
170130 |
477.13 |
480.75 |
477.13 |
480.75 |
+3.63 |
|
|
|
Mar17 |
170130 |
476.50 |
481.50 |
474.63 |
478.88 |
+3.75 |
82,492 |
135,730 |
-1,808 |
Total Volume and Open Interest |
82,676 |
183,668 |
-1,901 |
Brazilian Real(CME) |
Feb17 |
170130 |
315.00 |
321.20 |
315.00 |
320.95 |
+3.75 |
2,017 |
29,478 |
-627 |
Mar17 |
170130 |
315.05 |
320.00 |
313.20 |
318.70 |
+3.75 |
976 |
8,098 |
+378 |
Apr17 |
170130 |
315.90 |
315.90 |
315.90 |
315.90 |
+3.75 |
0 |
1 |
+0 |
May17 |
170130 |
313.90 |
313.90 |
313.90 |
313.90 |
+3.85 |
|
|
|
Total Volume and Open Interest |
2,993 |
37,577 |
-249 |
30-Year T-Bonds(CBOT) |
Mar17 |
170130 |
150~150 |
150~200 |
149~280 |
150~080 |
-0~040 |
201,060 |
615,872 |
+22 |
Jun17 |
170130 |
149~070 |
149~150 |
148~310 |
149~010 |
-0~040 |
539 |
1,441 |
+421 |
Sep17 |
170130 |
149~010 |
149~010 |
149~010 |
149~010 |
-0~040 |
|
|
|
Total Volume and Open Interest |
201,599 |
617,313 |
+443 |
10-Year T-Notes(CBOT) |
Mar17 |
170130 |
124~065 |
124~115 |
124~020 |
124~070 |
+0~015 |
1,392,976 |
3,179,119 |
+15,715 |
Jun17 |
170130 |
123~225 |
123~255 |
123~165 |
123~210 |
+0~015 |
10,131 |
24,048 |
+5,640 |
Sep17 |
170130 |
123~095 |
123~095 |
123~095 |
123~095 |
+0~015 |
|
|
|
Total Volume and Open Interest |
1,403,107 |
3,203,167 |
+21,355 |
5-Year T-Notes(CBOT) |
Mar17 |
170130 |
117~236 |
117~270 |
117~210 |
117~240 |
+0~006 |
649,299 |
3,057,492 |
+18,299 |
Jun17 |
170130 |
117~102 |
117~142 |
117~100 |
117~116 |
+0~006 |
12,451 |
49,969 |
+5,907 |
Sep17 |
170130 |
117~116 |
117~116 |
117~116 |
117~116 |
+0~006 |
|
|
|
Total Volume and Open Interest |
661,750 |
3,107,461 |
+24,206 |
2 Year T-Notes(CBOT) |
Mar17 |
170130 |
108~122 |
108~130 |
108~114 |
108~122 |
unch |
312,644 |
1,289,266 |
+11,732 |
Jun17 |
170130 |
108~024 |
108~024 |
108~024 |
108~024 |
-0~002 |
371 |
2,292 |
+302 |
Sep17 |
170130 |
108~024 |
108~024 |
108~024 |
108~024 |
-0~002 |
|
|
|
Total Volume and Open Interest |
313,015 |
1,291,558 |
+12,034 |
Eurodollars(CME) |
Mar17 |
170130 |
98.910 |
98.925 |
98.905 |
98.920 |
+0.010 |
221,313 |
1,425,842 |
+828 |
Jun17 |
170130 |
98.745 |
98.770 |
98.735 |
98.760 |
+0.015 |
189,399 |
1,343,764 |
-20,618 |
Sep17 |
170130 |
98.625 |
98.645 |
98.610 |
98.635 |
+0.015 |
197,089 |
1,169,615 |
+10,739 |
Dec17 |
170130 |
98.475 |
98.500 |
98.465 |
98.485 |
+0.010 |
196,248 |
1,333,424 |
-12,315 |
Mar18 |
170130 |
98.355 |
98.380 |
98.345 |
98.360 |
+0.005 |
191,285 |
996,546 |
+10,277 |
Jun18 |
170130 |
98.230 |
98.255 |
98.220 |
98.235 |
+0.005 |
195,188 |
759,381 |
+19,743 |
Sep18 |
170130 |
98.130 |
98.145 |
98.110 |
98.125 |
+0.005 |
216,254 |
566,288 |
+4,567 |
Dec18 |
170130 |
98.000 |
98.025 |
97.985 |
98.000 |
unch |
261,378 |
810,770 |
-8,230 |
Mar19 |
170130 |
97.915 |
97.940 |
97.895 |
97.915 |
unch |
164,883 |
578,791 |
-2,473 |
Jun19 |
170130 |
97.835 |
97.860 |
97.815 |
97.835 |
unch |
130,360 |
579,793 |
+598 |
Sep19 |
170130 |
97.750 |
97.780 |
97.730 |
97.755 |
+0.005 |
109,290 |
456,614 |
+7,375 |
Dec19 |
170130 |
97.660 |
97.690 |
97.640 |
97.665 |
+0.005 |
146,132 |
500,899 |
+9,883 |
Mar20 |
170130 |
97.605 |
97.640 |
97.590 |
97.615 |
+0.005 |
65,492 |
292,207 |
+2,369 |
Jun20 |
170130 |
97.555 |
97.585 |
97.535 |
97.560 |
+0.005 |
57,653 |
180,576 |
+723 |
Sep20 |
170130 |
97.505 |
97.530 |
97.480 |
97.505 |
+0.005 |
41,250 |
163,134 |
+2,568 |
Dec20 |
170130 |
97.430 |
97.460 |
97.415 |
97.440 |
+0.010 |
46,931 |
174,081 |
-923 |
Mar21 |
170130 |
97.385 |
97.415 |
97.370 |
97.395 |
+0.010 |
32,711 |
88,419 |
-275 |
Jun21 |
170130 |
97.335 |
97.365 |
97.320 |
97.345 |
+0.005 |
26,657 |
92,606 |
-1,009 |
Total Volume and Open Interest |
2,578,743 |
11,805,326 |
+21,982 |
Ultra T-Bond(CBOT) |
Mar17 |
170130 |
160~13 |
160~20 |
159~11 |
159~27 |
-0~16 |
71,465 |
694,462 |
-1,543 |
Jun17 |
170130 |
158~21 |
158~21 |
158~21 |
158~21 |
-0~16 |
3 |
3,406 |
+1 |
Sep17 |
170130 |
158~21 |
158~21 |
158~21 |
158~21 |
-0~16 |
|
|
|
Total Volume and Open Interest |
71,468 |
697,868 |
-1,542 |
Ultra 10-Yr T-Note(CBOT) |
Mar17 |
170130 |
133~235 |
133~310 |
133~175 |
133~250 |
+0~015 |
84,005 |
314,517 |
-3,903 |
Jun17 |
170130 |
132~190 |
132~190 |
132~190 |
132~190 |
+0~015 |
|
|
|
Sep17 |
170130 |
132~190 |
132~190 |
132~190 |
132~190 |
+0~015 |
|
|
|
Total Volume and Open Interest |
84,005 |
314,517 |
-3,903 |
30 Day Federal Funds(CBOT) |
Jan17 |
170130 |
99.350 |
99.353 |
99.350 |
99.350 |
unch |
2,311 |
163,675 |
-208 |
Feb17 |
170130 |
99.342 |
99.342 |
99.340 |
99.340 |
unch |
7,648 |
92,350 |
-2,624 |
Mar17 |
170130 |
99.305 |
99.310 |
99.305 |
99.305 |
unch |
16,351 |
83,688 |
+1,177 |
Apr17 |
170130 |
99.285 |
99.295 |
99.280 |
99.285 |
+0.005 |
45,566 |
289,494 |
+7,475 |
May17 |
170130 |
99.230 |
99.245 |
99.230 |
99.235 |
+0.010 |
19,548 |
150,393 |
+5,682 |
Jun17 |
170130 |
99.165 |
99.175 |
99.160 |
99.170 |
+0.015 |
2,949 |
30,134 |
+321 |
Total Volume and Open Interest |
138,685 |
1,160,799 |
+22,874 |
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 |
170130 |
166.72 |
167.26 |
164.86 |
166.80 |
+0.48 |
51,602 |
208,132 |
-4,594 |
Jun17 |
170130 |
164.40 |
164.98 |
163.30 |
164.80 |
+0.48 |
2,853 |
4,659 |
+267 |
Sep17 |
170130 |
162.58 |
163.18 |
161.20 |
162.92 |
+0.64 |
2 |
12 |
+0 |
Total Volume and Open Interest |
54,457 |
212,803 |
-4,327 |
Euro-Bund(EUREX) |
Mar17 |
170130 |
161.93 |
162.22 |
161.35 |
162.07 |
+0.22 |
875,402 |
2,016,072 |
-31,548 |
Jun17 |
170130 |
158.85 |
159.06 |
158.28 |
158.96 |
+0.22 |
4,402 |
81,665 |
+8,491 |
Sep17 |
170130 |
160.07 |
160.44 |
160.07 |
160.44 |
+0.30 |
1,191 |
5,072 |
+2 |
Total Volume and Open Interest |
880,995 |
2,102,809 |
-23,055 |
Euro-Bobl(EUREX) |
Mar17 |
170130 |
132.79 |
132.91 |
132.61 |
132.86 |
+0.10 |
579,508 |
1,447,407 |
-33,513 |
Jun17 |
170130 |
130.74 |
130.84 |
130.74 |
130.83 |
+0.09 |
2,398 |
42,298 |
+501 |
Sep17 |
170130 |
131.86 |
131.86 |
131.86 |
131.86 |
+0.10 |
|
|
|
Total Volume and Open Interest |
581,906 |
1,489,705 |
-33,012 |
Euro-Schatz(EUREX) |
Mar17 |
170130 |
112.15 |
112.18 |
112.13 |
112.18 |
+0.03 |
309,031 |
1,389,537 |
-7,343 |
Jun17 |
170130 |
111.97 |
112.02 |
111.97 |
112.02 |
+0.03 |
138 |
30,633 |
+1,993 |
Sep17 |
170130 |
112.02 |
112.02 |
112.02 |
112.02 |
+0.03 |
|
|
|
Total Volume and Open Interest |
309,169 |
1,420,170 |
-5,350 |
3-Mth Euribor(EUREX) |
Mar17 |
170130 |
100.325 |
100.325 |
100.325 |
100.325 |
-0.005 |
211 |
4,032 |
+0 |
Jun17 |
170130 |
100.305 |
100.305 |
100.305 |
100.305 |
-0.005 |
0 |
33,424 |
-6 |
Sep17 |
170130 |
100.265 |
100.280 |
100.265 |
100.275 |
-0.010 |
15 |
4,307 |
+0 |
Total Volume and Open Interest |
968 |
72,462 |
-9 |
Long Gilt(LIFFE) |
Mar17 |
170130 |
123~11 |
123~25 |
122~32 |
123~21 |
+0~10 |
176,638 |
638,638 |
+2,091 |
Jun17 |
170130 |
122~01 |
122~18 |
122~01 |
122~18 |
+0~10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
176,638 |
638,639 |
+2,091 |
3-Mth Short Sterling(LIFFE) |
Mar17 |
170130 |
99.63 |
99.63 |
99.62 |
99.63 |
+0.00 |
25,182 |
344,897 |
+1,753 |
Jun17 |
170130 |
99.57 |
99.58 |
99.57 |
99.57 |
unch |
75,498 |
489,962 |
+4,879 |
Sep17 |
170130 |
99.51 |
99.52 |
99.50 |
99.51 |
+0.01 |
84,226 |
319,839 |
+15,712 |
Dec17 |
170130 |
99.43 |
99.45 |
99.43 |
99.44 |
+0.01 |
91,694 |
308,315 |
+1,955 |
Mar18 |
170130 |
99.36 |
99.38 |
99.36 |
99.37 |
+0.01 |
84,663 |
201,426 |
-4,430 |
Jun18 |
170130 |
99.29 |
99.31 |
99.28 |
99.30 |
+0.01 |
117,481 |
234,082 |
+12,245 |
Total Volume and Open Interest |
868,631 |
2,613,642 |
+37,600 |
3-Mth Euribor(LIFFE) |
Mar17 |
170130 |
100.330 |
100.330 |
100.325 |
100.325 |
unch |
50,929 |
318,782 |
+6,956 |
Jun17 |
170130 |
100.310 |
100.310 |
100.300 |
100.305 |
unch |
100,091 |
387,888 |
+2,083 |
Sep17 |
170130 |
100.280 |
100.280 |
100.265 |
100.275 |
unch |
126,791 |
313,267 |
-14,844 |
Total Volume and Open Interest |
1,197,821 |
3,319,944 |
+29,608 |
3-Mth Aus T-Bills(SFE) |
Mar17 |
170130 |
98.22 |
98.23 |
98.21 |
98.22 |
unch |
19,041 |
152,862 |
+2,047 |
Jun17 |
170130 |
98.22 |
98.23 |
98.20 |
98.22 |
unch |
48,194 |
247,393 |
+4,406 |
Sep17 |
170130 |
98.17 |
98.19 |
98.16 |
98.18 |
unch |
39,589 |
151,898 |
-2,204 |
Dec17 |
170130 |
98.10 |
98.13 |
98.08 |
98.12 |
+0.02 |
29,654 |
205,719 |
+4,897 |
Mar18 |
170130 |
98.01 |
98.05 |
98.00 |
98.04 |
+0.02 |
22,078 |
113,850 |
+3,052 |
Jun18 |
170130 |
97.92 |
97.96 |
97.91 |
97.95 |
+0.02 |
11,695 |
77,304 |
+1,208 |
Sep18 |
170130 |
97.82 |
97.87 |
97.81 |
97.87 |
+0.04 |
5,061 |
55,052 |
+1,533 |
Dec18 |
170130 |
97.73 |
97.77 |
97.72 |
97.77 |
+0.03 |
4,248 |
31,736 |
+704 |
Mar19 |
170130 |
97.63 |
97.68 |
97.63 |
97.68 |
+0.04 |
260 |
6,841 |
-301 |
Jun19 |
170130 |
97.59 |
97.59 |
97.59 |
97.59 |
+0.05 |
101 |
3,627 |
+1 |
Total Volume and Open Interest |
180,495 |
1,048,407 |
+15,526 |
10-Year Aus T-Bonds(SFE) |
Mar17 |
170130 |
97.19 |
97.25 |
97.15 |
97.25 |
+0.06 |
127,731 |
946,986 |
+1,498 |
Jun17 |
170130 |
97.25 |
97.25 |
97.25 |
97.25 |
+0.06 |
|
|
|
Total Volume and Open Interest |
127,731 |
946,986 |
+1,498 |
3-Year Aus T-Bonds(SFE) |
Mar17 |
170130 |
97.99 |
98.04 |
97.97 |
98.03 |
+0.03 |
240,950 |
1,047,843 |
+15,424 |
Jun17 |
170130 |
98.03 |
98.03 |
98.03 |
98.03 |
+0.03 |
|
|
|
Total Volume and Open Interest |
240,950 |
1,047,843 |
+15,424 |
Gold(CMX) |
Feb17 |
170130 |
1191.7 |
1198.5 |
1187.1 |
1193.2 |
+4.8 |
244,314 |
85,679 |
-44,325 |
Apr17 |
170130 |
1194.6 |
1201.3 |
1190.0 |
1196.0 |
+4.9 |
95,061 |
235,144 |
+11,372 |
Jun17 |
170130 |
1198.0 |
1204.3 |
1193.5 |
1199.1 |
+4.8 |
7,341 |
56,462 |
+498 |
Aug17 |
170130 |
1201.0 |
1206.5 |
1197.0 |
1202.3 |
+4.8 |
995 |
15,310 |
+286 |
Oct17 |
170130 |
1200.2 |
1210.5 |
1200.2 |
1205.4 |
+4.8 |
144 |
3,232 |
-46 |
Dec17 |
170130 |
1208.5 |
1213.6 |
1203.0 |
1208.5 |
+4.8 |
1,292 |
26,600 |
+252 |
Feb18 |
170130 |
1209.4 |
1211.8 |
1209.4 |
1211.8 |
+5.0 |
37 |
4,389 |
+16 |
Apr18 |
170130 |
1215.1 |
1215.1 |
1215.1 |
1215.1 |
+5.0 |
0 |
258 |
+0 |
Jun18 |
170130 |
1220.6 |
1220.6 |
1218.5 |
1218.5 |
+4.9 |
0 |
4,227 |
+0 |
Aug18 |
170130 |
1222.0 |
1222.0 |
1222.0 |
1222.0 |
+4.8 |
0 |
116 |
+0 |
Oct18 |
170130 |
1225.6 |
1225.6 |
1225.6 |
1225.6 |
+4.8 |
1 |
5 |
+0 |
Dec18 |
170130 |
1229.0 |
1229.4 |
1229.0 |
1229.4 |
+4.7 |
0 |
2,361 |
+0 |
Total Volume and Open Interest |
350,642 |
438,856 |
-31,636 |
Silver(CMX) |
Mar17 |
170130 |
1717.0 |
1729.5 |
1708.0 |
1715.2 |
+1.6 |
53,182 |
132,388 |
-650 |
May17 |
170130 |
1726.0 |
1735.0 |
1715.0 |
1721.7 |
+1.9 |
2,279 |
25,972 |
+521 |
Jul17 |
170130 |
1734.5 |
1738.0 |
1721.0 |
1727.9 |
+2.1 |
396 |
8,079 |
+172 |
Sep17 |
170130 |
1736.0 |
1738.0 |
1733.0 |
1733.9 |
+2.2 |
40 |
3,988 |
+9 |
Dec17 |
170130 |
1748.0 |
1752.0 |
1740.5 |
1742.6 |
+2.3 |
76 |
5,921 |
+57 |
Mar18 |
170130 |
1751.4 |
1751.4 |
1751.4 |
1751.4 |
+2.3 |
6 |
42 |
+5 |
May18 |
170130 |
1755.7 |
1755.7 |
1755.7 |
1755.7 |
+2.3 |
0 |
5 |
+0 |
Total Volume and Open Interest |
56,011 |
177,408 |
+113 |
Platinum(NYMEX) |
Apr17 |
170130 |
988.5 |
995.1 |
978.2 |
993.5 |
+10.2 |
13,064 |
57,759 |
+306 |
Jul17 |
170130 |
994.0 |
997.3 |
982.6 |
996.8 |
+10.2 |
281 |
4,793 |
+63 |
Oct17 |
170130 |
989.8 |
1000.5 |
989.8 |
1000.5 |
+10.2 |
11 |
242 |
+2 |
Jan18 |
170130 |
1004.3 |
1004.3 |
1004.3 |
1004.3 |
+10.2 |
0 |
3 |
+0 |
Total Volume and Open Interest |
13,407 |
62,987 |
+377 |
Palladium(NYMEX) |
Mar17 |
170130 |
740.65 |
743.70 |
726.10 |
738.45 |
-0.15 |
8,362 |
26,540 |
-232 |
Jun17 |
170130 |
742.00 |
743.00 |
727.50 |
739.55 |
-0.10 |
256 |
2,368 |
+48 |
Sep17 |
170130 |
740.25 |
740.25 |
740.25 |
740.25 |
-0.10 |
0 |
4 |
+0 |
Total Volume and Open Interest |
8,618 |
28,918 |
-184 |
Copper(CMX) |
Mar17 |
170130 |
269.45 |
270.45 |
263.40 |
265.50 |
-3.45 |
58,101 |
153,053 |
+1,928 |
May17 |
170130 |
270.55 |
271.30 |
264.40 |
266.60 |
-3.30 |
8,971 |
55,026 |
+1,809 |
Jul17 |
170130 |
271.65 |
271.65 |
265.15 |
267.35 |
-3.15 |
2,878 |
21,403 |
+35 |
Sep17 |
170130 |
270.90 |
271.60 |
266.45 |
267.95 |
-3.00 |
1,995 |
13,821 |
+311 |
Dec17 |
170130 |
271.25 |
271.25 |
266.55 |
268.40 |
-2.90 |
1,814 |
13,615 |
+602 |
Total Volume and Open Interest |
75,707 |
280,106 |
+5,588 |
E-mini DJIA Index(CBOT) |
Mar17 |
170130 |
19969 |
19993 |
19800 |
19888 |
-124 |
109,273 |
130,995 |
-1,637 |
Jun17 |
170130 |
19923 |
19926 |
19740 |
19829 |
-123 |
133 |
586 |
+31 |
Sep17 |
170130 |
19701 |
19777 |
19690 |
19777 |
-123 |
0 |
2 |
+0 |
Dec17 |
170130 |
19751 |
19751 |
19735 |
19735 |
-123 |
|
|
|
Total Volume and Open Interest |
109,406 |
131,583 |
-1,606 |
S & P 500(CME) |
Mar17 |
170130 |
2283.10 |
2284.40 |
2275.90 |
2276.00 |
-13.10 |
3,568 |
64,465 |
+673 |
Jun17 |
170130 |
2273.30 |
2273.30 |
2259.00 |
2270.90 |
-13.10 |
18 |
1,754 |
-14 |
Sep17 |
170130 |
2266.60 |
2266.60 |
2254.70 |
2266.60 |
-13.10 |
0 |
22 |
+0 |
Dec17 |
170130 |
2263.10 |
2263.10 |
2251.20 |
2263.10 |
-13.10 |
|
|
|
Total Volume and Open Interest |
3,586 |
66,241 |
+659 |
S & P 500 E-Mini(Globex) |
Mar17 |
170130 |
2282.00 |
2285.75 |
2263.25 |
2276.00 |
-13.00 |
1,170,427 |
2,835,457 |
-20,070 |
Jun17 |
170130 |
2277.00 |
2279.25 |
2258.25 |
2271.00 |
-13.00 |
2,665 |
24,662 |
+1,120 |
Sep17 |
170130 |
2273.00 |
2273.00 |
2255.00 |
2266.50 |
-13.25 |
39 |
210 |
+21 |
Dec17 |
170130 |
2265.00 |
2265.00 |
2252.75 |
2263.00 |
-13.25 |
5 |
85 |
+1 |
Total Volume and Open Interest |
1,173,136 |
2,860,418 |
-18,928 |
NASDAQ 100 E-Mini(Globex) |
Mar17 |
170130 |
5146.30 |
5154.50 |
5094.50 |
5124.50 |
-38.00 |
173,375 |
220,839 |
-588 |
Jun17 |
170130 |
5147.00 |
5149.80 |
5094.50 |
5123.80 |
-37.50 |
500 |
431 |
-5 |
Sep17 |
170130 |
5104.30 |
5126.50 |
5101.30 |
5126.50 |
-37.50 |
0 |
35 |
+0 |
Total Volume and Open Interest |
173,878 |
221,323 |
-590 |
S&P Midcap 400(CME) e-Mini |
Mar17 |
170130 |
1690.50 |
1690.50 |
1663.70 |
1680.60 |
-14.10 |
13,885 |
95,850 |
-257 |
Jun17 |
170130 |
1674.10 |
1674.10 |
1665.30 |
1674.10 |
-14.10 |
5 |
12 |
+1 |
Sep17 |
170130 |
1672.70 |
1672.70 |
1671.80 |
1672.70 |
-14.10 |
|
|
|
Total Volume and Open Interest |
13,890 |
95,862 |
-256 |
Volatility Index(CBOE) |
Jan17 |
170118 |
12.15 |
12.25 |
11.70 |
11.86 |
-0.32 |
3,222 |
99,327 |
-19,852 |
Feb17 |
170130 |
12.65 |
13.65 |
12.65 |
12.88 |
+0.35 |
57,383 |
256,863 |
+0 |
Mar17 |
170130 |
14.50 |
14.90 |
14.23 |
14.33 |
+0.20 |
41,011 |
96,558 |
+0 |
Apr17 |
170130 |
15.50 |
16.10 |
15.50 |
15.58 |
+0.15 |
19,087 |
46,028 |
+0 |
Total Volume and Open Interest |
131,716 |
479,485 |
+0 |
Russell 2000 Mini(ICE) |
Mar17 |
170130 |
1362.00 |
1363.60 |
1339.70 |
1349.90 |
-17.60 |
121,534 |
647,096 |
-256 |
Jun17 |
170130 |
1354.00 |
1354.00 |
1340.70 |
1347.40 |
-18.10 |
0 |
509 |
+0 |
Sep17 |
170130 |
1345.40 |
1345.40 |
1345.40 |
1345.40 |
-18.10 |
0 |
198 |
+0 |
Total Volume and Open Interest |
121,534 |
647,883 |
-256 |
Nikkei 225(CME) |
Mar17 |
170130 |
19455 |
19470 |
19095 |
19210 |
-295 |
14,072 |
28,357 |
-22 |
Jun17 |
170130 |
19375 |
19375 |
19140 |
19140 |
-295 |
38 |
48 |
+9 |
Total Volume and Open Interest |
14,110 |
28,405 |
-13 |
Nikkei 225(SGX) |
Mar17 |
170130 |
19315 |
19385 |
19315 |
19325 |
-150 |
94,538 |
211,360 |
+11,678 |
Jun17 |
170130 |
19370 |
19390 |
19165 |
19200 |
-150 |
29 |
7,002 |
+9 |
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 |
170130 |
19435 |
19445 |
19060 |
19175 |
-295 |
52,011 |
61,532 |
-1,135 |
Jun17 |
170130 |
19145 |
19145 |
19000 |
19035 |
-295 |
6 |
19 |
-1 |
Sep17 |
170130 |
18985 |
18985 |
18985 |
18985 |
-295 |
|
|
|
Total Volume and Open Interest |
52,017 |
61,552 |
-1,137 |
Nikkei 225(CME) e-Mini Yen |
Mar17 |
170130 |
19180 |
19180 |
19180 |
19180 |
-290 |
4 |
93 |
+0 |
Jun17 |
170130 |
19040 |
19040 |
19040 |
19040 |
-290 |
|
|
|
Sep17 |
170130 |
18990 |
18990 |
18990 |
18990 |
-290 |
|
|
|
Total Volume and Open Interest |
4 |
93 |
+0 |
CAC 40(EURONEXT) |
Feb17 |
170130 |
4822.5 |
4829.5 |
4769.5 |
4782.5 |
-55.0 |
101,993 |
319,233 |
-2,337 |
Mar17 |
170130 |
4818.0 |
4823.5 |
4771.5 |
4782.0 |
-55.0 |
251 |
15,717 |
-101 |
Apr17 |
170130 |
4764.5 |
4764.5 |
4764.5 |
4764.5 |
-55.0 |
|
|
|
Total Volume and Open Interest |
102,244 |
335,050 |
-2,438 |
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 |
170130 |
11778.0 |
11796.5 |
11662.5 |
11674.0 |
-139.5 |
69,302 |
157,604 |
-5,383 |
Jun17 |
170130 |
11802.0 |
11821.0 |
11698.5 |
11704.5 |
-140.0 |
653 |
8,936 |
+99 |
Sep17 |
170130 |
11698.0 |
11703.0 |
11694.5 |
11694.5 |
-139.5 |
51 |
219 |
+1 |
Total Volume and Open Interest |
70,006 |
166,759 |
-5,283 |
Mini-DAX(EUREX) |
Mar17 |
170130 |
11780.0 |
11797.0 |
11662.0 |
11674.0 |
-139.5 |
19,300 |
8,663 |
-1,150 |
Jun17 |
170130 |
11805.0 |
11819.0 |
11700.0 |
11704.5 |
-140.0 |
77 |
1,412 |
-16 |
Sep17 |
170130 |
11694.5 |
11694.5 |
11694.5 |
11694.5 |
-139.5 |
2 |
15 |
+0 |
Total Volume and Open Interest |
19,379 |
10,090 |
-1,166 |
FT-SE 100(EURONEXT) |
Mar17 |
170130 |
7093.00 |
7100.00 |
7039.50 |
7045.00 |
-74.00 |
82,600 |
744,435 |
-3,255 |
Jun17 |
170130 |
7011.00 |
7011.00 |
6971.50 |
6971.50 |
-73.50 |
5 |
45,587 |
+0 |
Sep17 |
170130 |
6909.50 |
6909.50 |
6909.50 |
6909.50 |
-73.00 |
|
|
|
Total Volume and Open Interest |
82,605 |
790,022 |
-3,255 |
SPI 200(SFE) |
Mar17 |
170130 |
5663.0 |
5666.0 |
5591.0 |
5603.0 |
-58.0 |
31,535 |
277,972 |
-30 |
Jun17 |
170130 |
5600.0 |
5600.0 |
5589.0 |
5589.0 |
-58.0 |
45 |
1,686 |
+44 |
Sep17 |
170130 |
5539.0 |
5539.0 |
5539.0 |
5539.0 |
-58.0 |
0 |
1,760 |
+0 |
Total Volume and Open Interest |
31,782 |
284,643 |
+213 |
FTSE MIB(ISE) |
Mar17 |
170130 |
19205.00 |
19260.00 |
18690.00 |
18736.00 |
-551.00 |
28,223 |
34,535 |
-1,214 |
Jun17 |
170130 |
18805.00 |
18805.00 |
18310.00 |
18314.00 |
-551.00 |
559 |
447 |
+364 |
Total Volume and Open Interest |
28,782 |
34,982 |
-850 |
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 |
170130 |
394.20 |
394.40 |
393.15 |
393.90 |
-3.40 |
465 |
14,287 |
-404 |
Mar17 |
170130 |
399.55 |
399.55 |
399.55 |
399.55 |
-3.40 |
395 |
926 |
+375 |
Apr17 |
170130 |
401.55 |
401.55 |
401.55 |
401.55 |
-3.40 |
|
|
|
Total Volume and Open Interest |
860 |
15,213 |
-29 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|