Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri February 24, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar17 170224 1012.25 1016.25 1009.25 1013.50 +2.00 96,385 103,139 -19,711
May17 170224 1023.00 1027.25 1020.00 1024.25 +1.75 95,919 323,943 +2,505
Jul17 170224 1032.50 1036.25 1029.25 1033.25 +1.75 36,415 153,150 +1,884
Aug17 170224 1030.25 1036.00 1029.25 1033.00 +1.75 1,633 13,013 +451
Sep17 170224 1015.25 1020.50 1014.00 1019.00 +2.25 408 5,629 -24
Nov17 170224 1004.75 1008.50 1000.50 1007.00 +2.50 14,758 128,147 +1,983
Jan18 170224 1009.00 1012.75 1005.25 1011.75 +2.75 145 7,000 -8
Mar18 170224 1013.00 1013.50 1007.50 1012.50 +2.00 255 5,444 -2
May18 170224 1014.50 1014.50 1012.50 1014.25 +1.75 109 1,525 +8
Jul18 170224 1017.00 1017.00 1015.25 1017.00 +1.75 21 1,154 +5
Aug18 170224 1009.25 1009.25 1009.25 1009.25 +1.50 0 20 +0
Sep18 170224 989.25 989.25 989.25 989.25 +1.50 0 23 +0
Nov18 170224 975.00 975.00 969.25 973.00 +0.75 36 1,809 +5
Jan19 170224 974.75 974.75 974.75 974.75 +0.75 0 41 +0
Total Volume and Open Interest 246,084 744,072 -12,904
Soybean Meal(CBOT)
Mar17 170224 331.10 332.20 328.40 331.30 +0.50 51,650 39,789 -13,241
May17 170224 335.60 336.60 332.80 335.70 +0.50 57,974 188,326 +4,947
Jul17 170224 338.80 339.60 335.80 338.80 +0.40 12,074 82,043 +1,552
Aug17 170224 337.20 338.50 335.00 338.10 +0.60 2,525 9,767 +93
Sep17 170224 335.50 336.30 333.30 335.90 +0.40 1,160 9,652 -34
Oct17 170224 331.70 331.70 329.10 331.40 +0.40 456 7,689 +49
Dec17 170224 331.70 332.20 329.10 331.80 +0.40 4,240 37,427 +492
Jan18 170224 330.50 331.40 329.70 331.40 +0.50 95 2,012 -7
Mar18 170224 328.50 331.10 328.10 331.10 +0.60 191 3,067 +21
May18 170224 329.30 331.00 329.30 331.00 +0.70 39 1,300 +0
Total Volume and Open Interest 130,411 383,600 -6,128
Soybean Oil(CBOT)
Mar17 170224 32.34 32.63 32.32 32.39 +0.07 62,872 43,442 -15,901
May17 170224 32.65 32.93 32.60 32.67 +0.08 86,408 177,186 +10,422
Jul17 170224 32.97 33.19 32.88 32.93 +0.06 17,056 87,994 +2,666
Aug17 170224 33.00 33.27 33.00 33.03 +0.06 3,545 13,810 -107
Sep17 170224 33.25 33.37 33.09 33.11 +0.05 2,181 9,297 -96
Oct17 170224 33.25 33.37 33.10 33.11 +0.01 1,049 8,147 +135
Dec17 170224 33.36 33.61 33.31 33.33 unch 6,382 35,637 +271
Jan18 170224 33.56 33.72 33.46 33.46 -0.01 283 3,910 +27
Mar18 170224 33.73 33.73 33.57 33.57 -0.01 77 1,930 +5
May18 170224 33.71 33.71 33.66 33.66 +0.01 39 1,296 -7
Total Volume and Open Interest 180,009 385,338 -2,529
Canola(WCE)
Mar17 170224 514.3 516.4 512.0 515.3 +2.1 9,382 10,972 -6,483
May17 170224 517.2 519.6 513.4 516.7 -0.5 11,175 89,515 -259
Jul17 170224 522.3 522.3 517.3 520.4 +0.1 2,130 35,428 +720
Nov17 170224 496.3 499.0 494.0 497.8 +1.5 1,629 34,188 +279
Jan18 170224 503.1 503.4 499.8 503.4 +2.1 103 4,666 +92
Total Volume and Open Interest 24,419 174,889 -5,651
Corn(CBOT)
Mar17 170224 365.75 366.75 362.50 364.00 -1.50 167,704 234,788 -38,848
May17 170224 372.50 373.50 369.25 370.75 -1.75 128,578 591,535 +22,777
Jul17 170224 380.50 381.00 376.75 378.25 -1.50 42,515 296,631 +5,064
Sep17 170224 386.50 386.75 383.00 384.50 -1.25 9,733 125,428 +2,127
Dec17 170224 392.00 393.00 389.50 391.00 -0.75 16,212 187,704 +2,041
Mar18 170224 400.25 401.00 398.00 399.50 -0.75 1,645 28,622 +254
May18 170224 404.00 404.50 402.00 402.75 -0.75 366 4,057 +92
Jul18 170224 406.75 407.75 404.75 405.75 -1.00 422 11,343 +187
Sep18 170224 399.25 399.25 398.25 398.50 -1.00 6 1,388 +0
Dec18 170224 401.00 401.75 399.50 400.25 -0.75 244 12,651 +57
Total Volume and Open Interest 367,426 1,494,778 -6,249
Wheat(CBOT)
Mar17 170224 438.25 438.50 430.00 431.25 -6.75 49,816 68,404 -16,026
May17 170224 453.50 454.00 445.75 448.00 -5.50 67,654 196,662 +6,003
Jul17 170224 467.00 467.50 460.25 462.00 -5.00 18,341 87,910 -963
Sep17 170224 481.75 481.75 474.75 477.00 -5.00 4,662 29,238 +1,038
Dec17 170224 500.25 500.25 493.25 495.50 -4.25 2,701 50,452 +367
Mar18 170224 511.25 511.50 506.00 508.25 -4.00 153 7,629 +14
Total Volume and Open Interest 143,468 442,602 -9,500
Wheat(KCBT)
Mar17 170224 457.00 457.25 452.00 453.75 -4.00 21,800 25,176 -6,945
May17 170224 471.50 471.50 465.25 467.00 -4.50 21,954 97,024 +1,793
Jul17 170224 482.00 482.75 477.00 478.50 -4.50 6,715 69,406 +337
Sep17 170224 496.25 496.25 492.00 492.75 -4.50 1,030 10,525 +424
Dec17 170224 513.75 515.50 510.75 512.00 -5.00 1,160 17,784 +301
Mar18 170224 528.00 528.00 523.50 524.25 -5.00 284 3,139 +1
May18 170224 525.00 529.00 525.00 526.25 -2.75 110 1,181 +19
Total Volume and Open Interest 53,234 225,656 -3,995
Wheat(MGE)
Mar17 170224 544.00 545.75 542.00 544.75 +0.75 6,479 11,817 -1,346
May17 170224 553.25 554.75 551.00 553.75 +0.50 5,096 34,844 +1,122
Jul17 170224 558.75 560.75 556.75 559.00 -0.50 1,491 16,568 -33
Sep17 170224 565.00 566.00 563.25 564.75 -0.75 641 8,699 -13
Dec17 170224 575.50 576.00 573.50 575.00 -1.00 939 6,089 +251
Mar18 170224 582.50 584.75 582.50 583.75 -0.25 154 2,218 +100
Total Volume and Open Interest 14,822 80,638 +84
Oats(CBOT)
Mar17 170224 253.25 253.75 250.00 251.75 -1.50 446 1,631 -340
May17 170224 252.50 252.50 248.00 250.00 -2.75 468 5,564 +393
Jul17 170224 247.25 247.25 245.25 246.00 -2.50 0 689 +0
Sep17 170224 237.75 237.75 237.75 237.75 -0.50 0 28 +0
Total Volume and Open Interest 914 8,136 +53
Rough Rice(CBOT)
Mar17 170224 9.45 9.45 9.36 9.43 -0.05 2,646 3,549 -1,569
May17 170224 9.69 9.70 9.62 9.68 -0.04 2,593 8,110 +1,627
Jul17 170224 9.91 9.94 9.90 9.94 -0.04 269 744 +100
Sep17 170224 10.19 10.19 10.16 10.16 -0.05 12 34 +0
Total Volume and Open Interest 5,520 12,456 +158
Live Cattle(CME)
Feb17 170224 123.300 123.950 122.200 123.750 +0.670 4,489 3,987 -2,319
Apr17 170224 116.600 116.700 114.600 114.950 -1.585 33,436 130,644 -1,291
Jun17 170224 106.830 106.885 104.680 104.850 -1.935 14,832 90,983 +800
Aug17 170224 102.480 102.480 100.180 100.330 -2.170 7,676 52,155 +408
Oct17 170224 102.430 102.535 100.535 100.650 -2.050 4,141 30,240 +1,191
Dec17 170224 103.385 103.385 101.600 101.785 -1.865 1,513 13,239 +307
Total Volume and Open Interest 66,813 326,246 -721
Feeder Cattle(CME)
Mar17 170224 124.980 125.100 121.500 121.700 -3.450 5,734 15,018 -184
Apr17 170224 125.500 125.500 121.300 121.550 -3.950 3,401 14,136 +345
May17 170224 124.535 124.535 120.850 121.080 -3.570 2,122 12,244 +373
Aug17 170224 125.400 125.400 122.450 122.650 -2.950 974 8,371 +117
Sep17 170224 123.850 124.100 121.650 121.850 -2.850 224 1,073 +20
Oct17 170224 122.730 122.800 120.550 120.635 -2.865 130 491 -7
Nov17 170224 121.500 121.500 119.730 120.100 -2.200 28 231 +5
Total Volume and Open Interest 12,632 51,635 +679
Lean Hogs(CME)
Apr17 170224 66.700 68.225 66.330 68.035 +1.455 28,106 94,905 -2,550
May17 170224 72.885 74.050 72.535 73.980 +1.095 306 1,975 -28
Jun17 170224 76.650 77.950 76.330 77.830 +1.195 11,906 54,247 -168
Jul17 170224 76.885 78.035 76.400 77.900 +1.100 3,367 21,864 +474
Aug17 170224 76.600 77.800 76.000 77.700 +1.120 4,295 21,824 +279
Oct17 170224 66.135 67.050 65.500 66.975 +0.825 1,537 20,654 -34
Dec17 170224 61.600 62.285 60.750 62.100 +0.565 349 10,232 +73
Feb18 170224 64.100 64.900 63.485 64.900 +0.800 120 1,498 +29
Total Volume and Open Interest 50,037 227,704 -1,925
Class III Milk(CME)
Feb17 170224 16.88 16.89 16.84 16.86 -0.01 80 4,117 -27
Mar17 170224 16.46 16.48 16.26 16.27 -0.16 498 4,554 -39
Apr17 170224 16.65 16.68 16.32 16.32 -0.34 318 3,916 +51
May17 170224 16.77 16.79 16.47 16.48 -0.32 121 3,578 +30
Jun17 170224 16.95 16.95 16.69 16.74 -0.25 76 3,347 +19
Jul17 170224 17.20 17.21 16.91 16.96 -0.24 126 2,333 +79
Aug17 170224 17.35 17.36 17.09 17.09 -0.27 49 2,035 +27
Sep17 170224 17.35 17.35 17.08 17.10 -0.27 48 2,053 -1
Oct17 170224 17.38 17.41 17.09 17.09 -0.27 23 1,793 +22
Nov17 170224 17.22 17.22 17.05 17.05 -0.21 63 1,651 +36
Dec17 170224 17.09 17.09 16.81 16.81 -0.18 33 1,530 +14
Jan18 170224 16.76 16.76 16.71 16.71 -0.02 28 415 +20
Feb18 170224 16.73 16.73 16.71 16.71 -0.06 17 342 +15
Total Volume and Open Interest 1,531 32,724 +295
Cocoa(ICE)
Mar17 170224 1995 2028 1995 2028 -39 28 44 -29
May17 170224 2020 2032 1987 1994 -32 10,775 134,699 +511
Jul17 170224 2031 2038 1997 2002 -32 3,783 60,473 +315
Sep17 170224 2049 2054 2013 2019 -33 1,777 26,623 +154
Dec17 170224 2080 2080 2043 2046 -34 1,177 17,740 +94
Mar18 170224 2097 2101 2066 2069 -34 401 13,821 +225
May18 170224 2120 2120 2085 2087 -34 90 5,518 +22
Total Volume and Open Interest 18,340 270,855 +1,317
Coffee "C"(ICE)
Mar17 170224 148.45 148.45 143.65 144.40 -3.45 86 533 -70
May17 170224 150.20 150.95 145.40 146.25 -3.70 16,236 98,136 -1,189
Jul17 170224 152.35 153.10 147.80 148.50 -3.70 4,115 31,298 -815
Sep17 170224 154.65 155.40 150.20 150.80 -3.65 2,648 19,120 +96
Dec17 170224 157.90 158.45 153.35 153.95 -3.60 977 14,104 -10
Mar18 170224 160.70 161.30 156.80 156.95 -3.55 260 4,504 -64
Total Volume and Open Interest 24,641 171,910 -2,019
Orange Juice(ICE)
Mar17 170224 178.00 178.60 170.55 172.05 -3.75 1,138 2,887 -568
May17 170224 168.15 169.80 164.00 165.05 -3.10 1,343 6,950 +572
Jul17 170224 164.05 167.10 162.05 162.05 -3.45 77 964 +35
Sep17 170224 163.45 165.45 161.35 161.35 -3.50 50 319 +37
Nov17 170224 162.50 162.50 160.25 160.25 -3.60 13 79 +10
Jan18 170224 160.30 160.30 160.30 160.30 -3.60 0 1 +0
Total Volume and Open Interest 2,621 11,200 +86
Sugar #11(ICE)
Mar17 170224 20.15 20.24 19.76 19.80 -0.36 41,939 63,433 -11,410
May17 170224 20.11 20.21 19.75 19.81 -0.32 72,135 291,696 +3,173
Jul17 170224 19.86 19.95 19.54 19.59 -0.29 27,721 173,010 +469
Oct17 170224 19.80 19.87 19.52 19.55 -0.28 16,817 107,150 +1,344
Mar18 170224 19.87 19.92 19.63 19.65 -0.24 8,623 89,802 +1,483
May18 170224 19.23 19.30 19.05 19.08 -0.19 2,628 24,254 +466
Jul18 170224 18.68 18.71 18.51 18.55 -0.15 1,100 16,594 +190
Oct18 170224 18.46 18.50 18.31 18.35 -0.12 918 17,152 +173
Total Volume and Open Interest 172,612 798,773 -3,798
London Cocoa(LCE)
Mar17 170224 1618 1618 1586 1590 -27 3,511 75,079 -1,615
May17 170224 1631 1632 1597 1603 -27 8,322 91,626 -646
Jul17 170224 1651 1655 1620 1625 -28 3,863 55,160 +898
Sep17 170224 1664 1669 1634 1638 -29 2,542 48,265 -257
Dec17 170224 1685 1690 1655 1659 -29 1,748 35,205 +256
Mar18 170224 1699 1699 1670 1674 -28 958 25,716 -147
May18 170224 1709 1710 1693 1693 -27 57 7,234 -31
Total Volume and Open Interest 21,054 343,249 -1,516
London Sugar(LCE)
May17 170224 548.40 550.30 541.20 542.10 -6.50 5,651 40,792 +1,104
Aug17 170224 540.00 541.00 533.00 533.50 -6.40 2,411 17,264 +0
Oct17 170224 523.50 524.10 516.80 517.20 -6.20 623 14,009 +80
Dec17 170224 513.00 513.60 506.90 507.10 -5.80 478 5,744 +281
Mar18 170224 508.30 508.30 502.70 502.90 -5.30 365 4,377 +144
Total Volume and Open Interest 9,635 84,298 +1,701
Cotton(ICE)
Mar17 170224 75.97 75.99 75.42 75.42 +0.40 241 279 -109
May17 170224 76.15 77.19 76.10 76.57 +0.47 10,059 161,424 -806
Jul17 170224 76.98 77.96 76.94 77.50 +0.58 4,424 49,476 -651
Oct17 170224 74.24 74.24 74.24 74.24 +0.22 1 34 +0
Dec17 170224 73.65 74.10 73.65 73.98 +0.09 2,099 43,134 +802
Mar18 170224 74.18 74.38 74.16 74.29 +0.07 83 5,219 +33
Total Volume and Open Interest 16,915 260,871 -723
Lumber(CME)
Mar17 170224 362.9 370.7 360.5 367.5 +4.6 313 1,587 -97
May17 170224 373.1 382.2 372.4 379.6 +4.1 421 3,104 +183
Jul17 170224 378.7 387.4 378.0 385.2 +3.1 59 536 +14
Sep17 170224 380.0 386.4 379.3 385.0 +2.6 8 123 +3
Total Volume and Open Interest 801 5,359 +103
Crude Oil(NYM)
Apr17 170224 54.33 54.51 53.76 53.99 -0.46 499,480 473,806 -16,101
May17 170224 54.62 54.81 54.09 54.32 -0.44 127,659 229,913 -2,997
Jun17 170224 54.84 55.01 54.32 54.56 -0.40 102,768 254,921 +1,679
Jul17 170224 55.04 55.19 54.54 54.76 -0.37 38,589 110,716 -521
Aug17 170224 55.09 55.27 54.67 54.89 -0.34 26,354 88,032 +4,093
Sep17 170224 55.16 55.27 54.72 54.94 -0.33 19,796 115,372 +1,331
Oct17 170224 55.30 55.30 54.75 54.94 -0.33 8,995 65,321 +403
Nov17 170224 55.06 55.15 54.78 54.92 -0.33 9,206 48,671 -1,909
Dec17 170224 55.10 55.27 54.74 54.89 -0.33 59,794 245,782 +2,107
Jan18 170224 55.00 55.07 54.72 54.83 -0.33 4,088 48,639 -422
Feb18 170224 54.91 55.02 54.72 54.76 -0.33 2,907 24,241 +139
Mar18 170224 54.94 54.94 54.68 54.68 -0.33 7,044 45,616 -315
Apr18 170224 54.61 54.61 54.61 54.61 -0.32 2,180 11,111 -272
May18 170224 54.52 54.52 54.52 54.52 -0.32 690 11,690 -22
Jun18 170224 54.65 54.77 54.40 54.43 -0.32 9,682 60,585 -822
Jul18 170224 54.32 54.32 54.32 54.32 -0.32 410 10,668 +240
Total Volume and Open Interest 950,424 2,091,971 -8,232
e-miNY Crude Oil(NYM)
Apr17 170224 54.350 54.525 53.750 54.000 -0.450 9,982 2,295 +207
May17 170224 54.675 54.675 54.100 54.325 -0.425 155 223 +9
Jun17 170224 54.900 54.900 54.550 54.550 -0.400 38 112 +7
Jul17 170224 54.850 54.850 54.700 54.750 -0.375 16 164 -11
Aug17 170224 54.950 54.950 54.900 54.900 -0.325 10 68 -8
Sep17 170224 54.950 55.500 54.950 54.950 -0.325 1 81 +1
Oct17 170224 54.950 54.950 54.950 54.950 -0.325 0 23 +0
Nov17 170224 54.925 55.225 54.925 54.925 -0.325 6 126 +6
Dec17 170224 55.100 55.100 54.800 54.900 -0.325 10 141 +7
Jan18 170224 54.825 54.825 54.825 54.825 -0.325 0 89 +0
Total Volume and Open Interest 10,222 3,480 +218
NY Harbor ULSD(NYM)
Mar17 170224 165.33 165.48 162.93 164.04 -1.63 39,710 41,052 -10,216
Apr17 170224 166.23 166.55 163.77 164.82 -1.75 81,888 109,360 +1,954
May17 170224 166.91 167.15 164.57 165.56 -1.74 29,944 69,844 -1,660
Jun17 170224 167.59 167.70 165.37 166.31 -1.70 23,682 56,330 +1,916
Jul17 170224 168.50 168.59 166.43 167.25 -1.67 8,070 27,633 +340
Aug17 170224 169.06 169.07 167.43 168.23 -1.63 6,191 15,648 +396
Sep17 170224 169.99 170.00 168.81 169.20 -1.58 3,804 17,261 +259
Oct17 170224 170.28 170.51 169.35 170.08 -1.51 1,209 6,842 +12
Nov17 170224 170.31 171.70 170.25 170.94 -1.43 914 9,258 +357
Dec17 170224 172.35 172.37 170.89 171.62 -1.35 7,588 46,725 -95
Jan18 170224 171.98 172.27 171.98 172.27 -1.29 244 4,874 +11
Feb18 170224 172.66 172.66 172.37 172.37 -1.24 122 2,878 -57
Mar18 170224 171.72 173.06 170.76 171.72 -1.17 107 2,012 -6
Apr18 170224 170.23 172.00 170.23 170.23 -1.14 52 1,000 +8
Total Volume and Open Interest 204,131 430,813 -6,871
RBOB Gasoline(NYM)
Mar17 170224 152.39 152.50 149.45 151.48 -1.38 35,120 40,412 -7,928
Apr17 170224 174.51 174.79 172.02 173.65 -1.11 66,973 110,843 +2,831
May17 170224 176.59 177.04 174.53 176.11 -1.01 31,856 78,384 +3,177
Jun17 170224 177.80 177.81 175.49 176.98 -0.94 21,081 54,769 -526
Jul17 170224 176.82 177.08 175.08 176.45 -0.90 7,556 34,461 -739
Aug17 170224 175.09 175.40 173.52 174.92 -0.80 5,783 17,457 +269
Sep17 170224 172.43 172.69 170.79 172.26 -0.68 7,213 22,603 -114
Oct17 170224 158.53 159.42 157.92 159.02 -0.53 2,134 9,127 -290
Nov17 170224 155.11 155.60 154.21 155.60 -0.42 1,567 6,857 -139
Dec17 170224 152.92 153.46 151.67 153.05 -0.36 5,996 24,031 -658
Total Volume and Open Interest 188,105 421,872 -5,437
e-miNY RBOB Gasoline(NYM)
Mar17 170224 151.50 151.50 151.30 151.50 -1.36 0 1 +0
Apr17 170224 173.70 173.70 173.65 173.70 -1.06      
May17 170224 176.10 176.11 176.10 176.10 -1.02      
Jun17 170224 177.00 177.00 176.98 177.00 -0.92      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Mar17 170224 2.620 2.670 2.587 2.627 +0.010 69,600 23,475 -8,602
Apr17 170224 2.753 2.799 2.731 2.787 +0.038 171,382 258,861 +993
May17 170224 2.826 2.878 2.812 2.868 +0.046 53,382 196,751 +6,961
Jun17 170224 2.894 2.946 2.887 2.940 +0.046 34,256 80,293 +1,318
Jul17 170224 2.954 3.007 2.951 3.005 +0.048 34,059 101,683 +914
Aug17 170224 2.968 3.025 2.968 3.023 +0.046 17,465 44,805 +1,852
Sep17 170224 2.960 3.015 2.957 3.011 +0.044 12,160 69,170 +279
Oct17 170224 2.980 3.028 2.977 3.025 +0.043 34,671 98,884 +923
Nov17 170224 3.059 3.083 3.037 3.081 +0.039 8,516 40,025 -607
Dec17 170224 3.186 3.206 3.161 3.206 +0.034 6,278 43,307 -99
Jan18 170224 3.289 3.292 3.245 3.292 +0.032 15,754 61,359 +663
Feb18 170224 3.263 3.272 3.228 3.272 +0.031 4,370 24,255 +331
Mar18 170224 3.163 3.197 3.161 3.197 +0.027 11,085 43,031 +774
Apr18 170224 2.784 2.787 2.763 2.782 +0.011 8,470 59,907 +1,297
May18 170224 2.750 2.756 2.731 2.746 +0.007 6,771 19,525 -576
Jun18 170224 2.775 2.775 2.763 2.775 +0.007 2,137 12,067 +163
Total Volume and Open Interest 497,932 1,284,144 +6,327
Brent Crude Oil(ICE)
Apr17 170224 56.40 56.66 55.74 55.99 -0.59 245,156 169,471 -38,384
May17 170224 56.63 56.92 56.08 56.31 -0.51 262,685 508,603 -3,662
Jun17 170224 56.97 57.07 56.33 56.55 -0.43 181,333 357,340 +11,821
Jul17 170224 56.90 57.15 56.49 56.69 -0.38 65,032 152,969 +3,960
Aug17 170224 56.95 57.20 56.58 56.77 -0.36 42,688 112,261 -2,325
Sep17 170224 56.94 57.19 56.59 56.78 -0.35 39,903 142,455 +7,059
Oct17 170224 56.92 57.04 56.54 56.73 -0.33 18,565 60,914 +4,996
Nov17 170224 56.80 57.00 56.45 56.64 -0.30 9,024 58,989 +750
Dec17 170224 56.72 56.87 56.35 56.54 -0.28 66,818 231,191 +4,571
Jan18 170224 56.45 56.45 56.45 56.45 -0.26 1,606 35,210 +98
Feb18 170224 56.36 56.36 56.36 56.36 -0.26 848 28,036 -175
Mar18 170224 56.26 56.26 56.26 56.26 -0.25 1,269 31,566 +266
Apr18 170224 56.17 56.17 56.17 56.17 -0.24 531 19,315 +142
May18 170224 56.05 56.05 56.05 56.05 -0.23 557 13,475 +309
Total Volume and Open Interest 979,262 2,379,652 -4,052
Gas Oil(ICE)
Mar17 170224 498.00 500.00 492.50 494.50 -5.50 70,268 200,684 -11,558
Apr17 170224 500.25 502.50 494.75 496.75 -5.50 88,360 148,510 +2,069
May17 170224 501.50 503.50 496.25 498.50 -5.25 27,214 85,949 +2,119
Jun17 170224 503.50 504.00 497.75 499.75 -5.00 36,778 131,298 +249
Jul17 170224 504.25 505.50 499.50 501.50 -4.75 12,445 43,785 +1,178
Aug17 170224 506.75 506.75 501.50 503.75 -4.50 9,216 30,867 +1,998
Sep17 170224 508.50 508.50 503.50 505.50 -4.50 5,443 36,617 -36
Oct17 170224 509.50 509.50 505.50 507.50 -4.25 3,900 33,450 +308
Nov17 170224 508.75 509.75 505.75 507.75 -4.25 2,014 13,866 +122
Dec17 170224 510.00 510.00 505.75 507.50 -4.00 24,202 93,534 -1,439
Total Volume and Open Interest 290,096 976,999 -3,018
Ethanol(CBOT)
Mar17 170224 1.505 1.513 1.497 1.504 -0.002 245 959 -81
Apr17 170224 1.536 1.541 1.529 1.533 -0.003 262 2,632 +207
May17 170224 1.538 1.547 1.538 1.547 +0.002 43 360 -5
Jun17 170224 1.540 1.544 1.536 1.544 unch 0 345 +0
Jul17 170224 1.538 1.547 1.538 1.538 unch 10 209 +10
Aug17 170224 1.538 1.542 1.538 1.538 +0.002 10 436 -5
Sep17 170224 1.530 1.530 1.530 1.530 +0.004 0 39 +0
Oct17 170224 1.525 1.525 1.516 1.516 +0.004 0 66 +0
Total Volume and Open Interest 570 5,083 +126
WTI Crude Oil(ICE)
Apr17 170224 54.34 54.49 53.77 53.99 -0.46 59,035 67,470 -3,847
May17 170224 54.65 54.71 54.10 54.32 -0.44 55,377 66,756 +5,267
Jun17 170224 54.82 54.93 54.32 54.56 -0.40 41,831 90,328 +95
Jul17 170224 54.91 54.97 54.54 54.76 -0.37 11,229 41,542 -649
Aug17 170224 54.94 55.08 54.67 54.89 -0.34 5,075 22,120 +112
Sep17 170224 54.95 55.13 54.76 54.94 -0.33 3,781 24,227 -228
Oct17 170224 55.13 55.17 54.75 54.94 -0.33 3,373 7,775 -201
Nov17 170224 55.00 55.08 54.92 54.92 -0.33 1,001 4,229 +185
Dec17 170224 55.13 55.13 54.78 54.89 -0.33 11,599 114,391 +607
Jan18 170224 54.83 54.83 54.83 54.83 -0.33 1,371 5,084 +683
Feb18 170224 54.76 54.76 54.76 54.76 -0.33 190 4,680 -17
Mar18 170224 54.68 54.68 54.68 54.68 -0.33 137 8,147 +0
Apr18 170224 54.61 54.61 54.61 54.61 -0.32 74 1,445 +5
May18 170224 54.52 54.52 54.52 54.52 -0.32 32 600 -24
Jun18 170224 54.73 54.73 54.43 54.43 -0.32 556 28,867 -82
Jul18 170224 54.32 54.32 54.32 54.32 -0.32 10 377 +10
Total Volume and Open Interest 197,103 595,570 +2,108
US Dollar Index(ICE)
Mar17 170224 101.040 101.150 100.640 101.090 +0.037 38,965 70,962 -47
Jun17 170224 100.980 101.085 100.595 101.040 +0.043 802 3,248 +62
Sep17 170224 100.645 100.900 100.500 100.900 +0.043 21 424 +7
Total Volume and Open Interest 39,842 74,875 +73
Australian Dollar(CME)
Mar17 170224 77.12 77.18 76.62 76.70 -0.42 83,539 136,281 +1,675
Jun17 170224 76.97 77.00 76.46 76.54 -0.41 468 2,246 +142
Sep17 170224 76.85 76.85 76.41 76.41 -0.43 4 690 +0
Total Volume and Open Interest 84,014 139,255 +1,819
British Pound(CME)
Mar17 170224 125.53 125.74 124.50 124.61 -0.84 109,626 213,123 +1,868
Jun17 170224 125.94 126.04 124.82 124.91 -0.85 433 2,002 -85
Sep17 170224 126.18 126.29 125.18 125.25 -0.84 6 215 -1
Total Volume and Open Interest 110,065 215,495 +1,782
Canadian Dollar(CME)
Mar17 170224 76.35 76.68 76.24 76.36 +0.09 61,178 125,737 -629
Jun17 170224 76.31 76.72 76.31 76.43 +0.09 836 3,462 +94
Sep17 170224 76.45 76.73 76.43 76.52 +0.08 49 770 +20
Dec17 170224 76.72 76.84 76.59 76.63 +0.08 1 975 +1
Total Volume and Open Interest 62,064 131,008 -514
Japanese Yen(CME)
Mar17 170224 88.75 89.38 88.57 89.34 +0.61 142,763 194,897 +278
Jun17 170224 89.13 89.77 88.97 89.74 +0.60 847 10,465 +89
Sep17 170224 89.65 90.18 89.45 90.18 +0.61 0 127 +0
Total Volume and Open Interest 143,610 205,590 +367
Swiss Franc(CME)
Mar17 170224 99.39 99.84 99.27 99.35 -0.02 23,157 48,725 +594
Jun17 170224 99.94 100.40 99.88 99.95 -0.02 48 267 +14
Sep17 170224 100.59 100.96 100.00 100.59 -0.03 10 14 +10
Total Volume and Open Interest 23,215 49,016 +618
EuroFX(CME)
Mar17 170224 105.84 106.24 105.62 105.70 -0.09 241,801 402,196 -2,195
Jun17 170224 106.35 106.74 106.12 106.20 -0.09 1,885 12,026 +77
Sep17 170224 107.00 107.21 106.68 106.72 -0.10 61 622 -1
Total Volume and Open Interest 243,748 415,010 -2,119
Mexican Peso(CME)
Mar17 170224 507.50 508.25 501.13 501.38 -6.88 53,418 144,126 +184
Apr17 170224 498.88 498.88 498.88 498.88 -7.00      
Total Volume and Open Interest 57,921 196,441 +3,026
Brazilian Real(CME)
Mar17 170224 324.65 325.00 321.75 322.65 -4.10 20,410 25,860 -8,466
Apr17 170224 324.70 325.00 318.10 318.85 -5.15 18,367 20,025 +16,632
May17 170224 317.00 317.00 317.00 317.00 -5.00 0 100 +0
Jun17 170224 317.45 319.10 314.50 314.50 -5.05 1,226 857 +723
Total Volume and Open Interest 40,003 46,842 +8,889
30-Year T-Bonds(CBOT)
Mar17 170224 152~010 153~120 151~280 153~070 +1~130 509,220 489,192 -93,556
Jun17 170224 150~250 152~040 150~200 151~310 +1~130 195,996 178,034 +117,791
Sep17 170224 151~310 151~310 151~310 151~310 +1~130      
Total Volume and Open Interest 705,216 667,226 +24,235
10-Year T-Notes(CBOT)
Mar17 170224 125~050 125~215 125~025 125~195 +0~180 2,624,783 2,555,973 -488,943
Jun17 170224 124~190 125~045 124~170 125~030 +0~195 1,100,516 1,109,046 +572,983
Sep17 170224 124~235 124~235 124~235 124~235 +0~195      
Total Volume and Open Interest 3,725,299 3,665,019 +84,040
5-Year T-Notes(CBOT)
Mar17 170224 118~064 118~162 118~054 118~156 +0~112 2,342,500 2,190,053 -724,732
Jun17 170224 117~264 118~050 117~254 118~042 +0~114 1,391,846 1,350,035 +707,640
Sep17 170224 117~162 117~276 117~162 117~276 +0~114      
Total Volume and Open Interest 3,734,346 3,540,088 -17,092
2 Year T-Notes(CBOT)
Mar17 170224 108~172 108~202 108~170 108~202 +0~034 922,060 998,899 -325,122
Jun17 170224 108~072 108~104 108~070 108~104 +0~036 553,823 578,187 +294,084
Sep17 170224 108~104 108~104 108~104 108~104 +0~036      
Total Volume and Open Interest 1,475,883 1,577,086 -31,038
Eurodollars(CME)
Mar17 170224 98.908 98.918 98.900 98.908 +0.003 304,617 1,395,228 +12,465
Jun17 170224 98.740 98.760 98.735 98.750 +0.010 292,151 1,524,849 -1,189
Sep17 170224 98.620 98.645 98.610 98.635 +0.025 202,176 1,151,034 -5,531
Dec17 170224 98.475 98.510 98.465 98.500 +0.035 313,882 1,358,865 +6,943
Mar18 170224 98.365 98.410 98.360 98.400 +0.045 201,283 1,022,112 -7,732
Jun18 170224 98.255 98.300 98.245 98.290 +0.050 197,819 879,336 -6,593
Sep18 170224 98.150 98.200 98.145 98.190 +0.055 143,364 653,088 +5,465
Dec18 170224 98.035 98.085 98.025 98.080 +0.060 228,404 1,006,267 +2,269
Mar19 170224 97.965 98.020 97.960 98.015 +0.065 111,977 566,050 +2,539
Jun19 170224 97.900 97.955 97.890 97.950 +0.070 108,601 596,719 +2,934
Sep19 170224 97.830 97.895 97.820 97.885 +0.070 86,731 455,311 +4,668
Dec19 170224 97.750 97.815 97.740 97.810 +0.075 119,203 528,702 -5,039
Mar20 170224 97.700 97.770 97.690 97.765 +0.080 69,425 261,193 +1,557
Jun20 170224 97.650 97.720 97.640 97.715 +0.085 54,850 177,845 -35
Sep20 170224 97.605 97.670 97.590 97.665 +0.085 55,172 158,748 -2,054
Dec20 170224 97.540 97.610 97.525 97.605 +0.085 46,324 173,472 +1,417
Mar21 170224 97.500 97.570 97.485 97.565 +0.085 38,420 89,418 -2,862
Jun21 170224 97.455 97.530 97.445 97.525 +0.090 51,423 97,701 -1,670
Total Volume and Open Interest 2,715,811 12,456,793 +15,816
Ultra T-Bond(CBOT)
Mar17 170224 161~19 163~16 161~12 163~10 +1~31 233,275 422,514 -76,876
Jun17 170224 160~15 162~12 160~08 162~06 +1~31 126,733 358,584 +75,019
Sep17 170224 162~06 162~06 162~06 162~06 +1~31      
Total Volume and Open Interest 360,008 781,098 -1,857
Ultra 10-Yr T-Note(CBOT)
Mar17 170224 135~010 135~265 134~305 135~240 +0~275 199,339 213,775 -88,995
Jun17 170224 133~210 134~155 133~180 134~125 +0~285 116,391 128,416 +95,631
Sep17 170224 134~125 134~125 134~125 134~125 +0~285      
Total Volume and Open Interest 315,730 342,191 +6,636
30 Day Federal Funds(CBOT)
Feb17 170224 99.342 99.345 99.342 99.342 unch 4,617 103,034 +26
Mar17 170224 99.305 99.310 99.300 99.305 unch 44,408 131,965 +4,910
Apr17 170224 99.280 99.285 99.275 99.275 -0.005 283,487 544,803 +109,044
May17 170224 99.190 99.205 99.190 99.195 +0.005 151,542 275,756 +17,926
Jun17 170224 99.140 99.150 99.140 99.145 +0.010 44,295 40,974 +5,412
Jul17 170224 99.100 99.115 99.100 99.105 +0.010 38,413 119,797 +7,260
Total Volume and Open Interest 658,720 1,596,704 +140,984
Japanese Govt Bonds(SGX)
Mar17 170223 150.11 150.25 150.11 150.14 +0.04 475 17,191 -27
Jun17 170223 149.74 149.74 149.74 149.74 +0.04 0 243 +0
Sep17 170223 149.74 149.74 149.74 149.74 +0.04      
Total Volume and Open Interest 475 17,434 -27
Euro-Buxl(EUREX)
Mar17 170224 172.90 175.44 172.60 174.74 +1.94 80,857 213,747 -8,937
Jun17 170224 170.82 173.22 170.82 172.62 +1.94 6,920 40,131 +5,959
Sep17 170224 168.68 170.94 168.68 170.64 +1.94 2 24 -1
Total Volume and Open Interest 87,779 253,902 -2,979
Euro-Bund(EUREX)
Mar17 170224 165.72 166.40 165.60 166.21 +0.57 1,140,900 2,010,079 -123,704
Jun17 170224 162.49 163.12 162.39 162.95 +0.55 76,693 360,165 +19,613
Sep17 170224 164.32 164.59 164.10 164.47 +0.57 54 5,383 +29
Total Volume and Open Interest 1,217,647 2,375,627 -104,062
Euro-Bobl(EUREX)
Mar17 170224 134.69 134.89 134.66 134.84 +0.19 751,829 1,608,143 -83,796
Jun17 170224 132.63 132.78 132.62 132.74 +0.18 8,912 182,083 +24,928
Sep17 170224 133.70 133.70 133.70 133.70 +0.19      
Total Volume and Open Interest 760,741 1,790,226 -58,868
Euro-Schatz(EUREX)
Mar17 170224 112.69 112.75 112.67 112.74 +0.10 610,947 1,431,397 -150,162
Jun17 170224 112.49 112.55 112.47 112.54 +0.10 32,538 125,546 +14,493
Sep17 170224 112.54 112.54 112.54 112.54 +0.10      
Total Volume and Open Interest 643,485 1,556,943 -135,669
3-Mth Euribor(EUREX)
Mar17 170224 100.325 100.325 100.325 100.325 unch 3 4,016 +10
Jun17 170224 100.295 100.295 100.295 100.295 unch 1 33,397 +0
Sep17 170224 100.280 100.280 100.275 100.275 -0.005 0 4,636 +3
Total Volume and Open Interest 310 73,894 +34
Long Gilt(LIFFE)
Mar17 170224 127~12 128~10 127~12 128~04 +0~29 569,666 409,542 -203,222
Jun17 170224 126~09 127~07 126~08 127~01 +0~29 382,546 333,590 +260,271
Total Volume and Open Interest 952,212 743,132 +57,049
3-Mth Short Sterling(LIFFE)
Mar17 170224 99.64 99.64 99.64 99.64 unch 57,063 357,748 +10,871
Jun17 170224 99.61 99.62 99.60 99.62 +0.01 44,178 510,652 +4,893
Sep17 170224 99.57 99.60 99.57 99.60 +0.02 45,741 361,205 +4,488
Dec17 170224 99.55 99.58 99.55 99.58 +0.03 72,761 338,115 +5
Mar18 170224 99.52 99.56 99.52 99.55 +0.03 64,958 257,637 +8,385
Jun18 170224 99.48 99.53 99.47 99.52 +0.04 59,666 272,821 +15,612
Total Volume and Open Interest 632,195 2,990,213 +46,484
3-Mth Euribor(LIFFE)
Mar17 170224 100.330 100.330 100.325 100.325 -0.005 87,277 321,494 +3,764
Jun17 170224 100.295 100.305 100.290 100.295 -0.005 66,858 388,448 -3,829
Sep17 170224 100.280 100.285 100.270 100.275 -0.005 55,979 326,121 -3,623
Total Volume and Open Interest 835,919 3,455,640 -13,122
3-Mth Aus T-Bills(SFE)
Mar17 170224 98.22 98.22 98.21 98.22 unch 1,001 100,454 +120
Jun17 170224 98.23 98.24 98.22 98.23 unch 17,055 230,589 -4,433
Sep17 170224 98.20 98.22 98.20 98.21 +0.01 14,823 164,574 +2,566
Dec17 170224 98.13 98.16 98.13 98.16 +0.02 20,759 223,453 +7,289
Mar18 170224 98.04 98.07 98.03 98.07 +0.02 7,371 114,602 +2,441
Jun18 170224 97.94 97.98 97.93 97.97 +0.02 4,355 104,812 +1,121
Sep18 170224 97.83 97.87 97.82 97.87 +0.03 4,198 66,818 -807
Dec18 170224 97.73 97.77 97.71 97.77 +0.03 3,664 49,824 +1,416
Mar19 170224 97.65 97.67 97.64 97.66 +0.03 694 8,379 +105
Jun19 170224 97.56 97.56 97.56 97.56 +0.03 207 5,130 +67
Total Volume and Open Interest 74,152 1,070,558 +9,890
10-Year Aus T-Bonds(SFE)
Mar17 170224 97.18 97.25 97.17 97.24 +0.05 266,294 1,074,831 +87,340
Jun17 170224 97.24 97.24 97.24 97.24 +0.05      
Total Volume and Open Interest 266,294 1,074,831 +87,340
3-Year Aus T-Bonds(SFE)
Mar17 170224 97.96 98.01 97.95 98.01 +0.04 175,474 1,041,960 +24,354
Jun17 170224 97.97 98.01 97.97 98.01 +0.04      
Total Volume and Open Interest 175,474 1,041,960 +24,354
Gold(CMX)
Feb17 170224 1250.0 1258.8 1250.0 1256.9 +6.7 36 730 -32
Apr17 170224 1250.6 1261.2 1248.8 1258.3 +6.9 201,341 278,295 +1,335
Jun17 170224 1253.7 1264.1 1252.0 1261.5 +6.9 3,356 74,858 +184
Aug17 170224 1256.2 1267.0 1255.9 1264.6 +6.9 1,832 22,325 +1,143
Oct17 170224 1259.6 1270.0 1259.6 1267.6 +6.9 269 3,917 +165
Dec17 170224 1262.7 1272.8 1261.4 1270.5 +6.8 737 29,429 -204
Feb18 170224 1273.6 1273.6 1252.6 1273.6 +6.8 330 5,186 +1
Apr18 170224 1278.7 1278.7 1275.2 1276.9 +6.8 0 258 +0
Jun18 170224 1273.6 1280.4 1273.6 1280.4 +6.7 3 4,434 +3
Aug18 170224 1284.1 1284.1 1284.1 1284.1 +6.7 0 570 +0
Oct18 170224 1287.8 1287.8 1287.8 1287.8 +6.7 0 5 +0
Dec18 170224 1289.9 1291.6 1289.9 1291.6 +6.7 4 4,616 +0
Total Volume and Open Interest 208,392 429,609 +2,441
Silver(CMX)
Mar17 170224 1816.0 1839.0 1814.5 1833.9 +22.2 73,451 45,361 -5,116
May17 170224 1822.5 1846.0 1821.0 1840.6 +22.1 30,298 131,591 +9,196
Jul17 170224 1830.0 1852.5 1828.5 1847.4 +22.2 3,831 15,290 +1,509
Sep17 170224 1837.5 1858.0 1837.5 1853.9 +22.1 569 7,865 +84
Dec17 170224 1846.0 1867.0 1846.0 1863.6 +22.2 1,524 11,543 +480
Mar18 170224 1874.0 1874.0 1873.5 1873.5 +22.2 10 343 +2
May18 170224 1880.7 1880.7 1834.5 1880.7 +22.2 12 26 +1
Total Volume and Open Interest 110,275 214,329 +6,182
Platinum(NYMEX)
Apr17 170224 1012.1 1032.0 1010.9 1028.7 +16.8 11,014 58,247 +469
Jul17 170224 1015.8 1035.1 1015.8 1032.3 +16.9 1,199 6,769 -222
Oct17 170224 1028.8 1037.4 1028.8 1036.1 +16.9 616 1,659 +601
Jan18 170224 1040.1 1040.1 1040.1 1040.1 +16.9 0 6 +0
Total Volume and Open Interest 12,869 66,794 +856
Palladium(NYMEX)
Mar17 170224 772.25 785.10 769.50 771.65 -1.65 6,575 7,485 -2,616
Jun17 170224 773.50 786.80 770.40 772.95 -1.65 4,115 22,128 +1,972
Sep17 170224 779.75 785.05 773.75 773.75 -2.00 24 50 -4
Total Volume and Open Interest 10,736 29,679 -643
Copper(CMX)
Mar17 170224 263.75 269.10 263.75 268.00 +3.65 58,872 33,426 -8,031
May17 170224 265.50 270.65 265.30 269.60 +3.70 34,005 138,998 +6,889
Jul17 170224 266.80 271.90 266.80 270.95 +3.80 5,830 31,023 +479
Sep17 170224 270.45 272.85 268.70 271.90 +3.80 1,933 18,233 -188
Dec17 170224 269.00 273.60 269.00 272.80 +3.80 5,104 22,423 -574
Total Volume and Open Interest 106,457 282,342 -1,463
E-mini DJIA Index(CBOT)
Mar17 170224 20784 20799 20695 20787 -10 120,216 129,620 +4,019
Jun17 170224 20716 20735 20639 20726 -7 226 1,414 +102
Sep17 170224 20648 20671 20572 20671 -7 4 48 +0
Dec17 170224 20629 20650 20629 20629 -7 0 3 +0
Total Volume and Open Interest 120,446 131,085 +4,121
S & P 500(CME)
Mar17 170224 2359.40 2364.90 2350.00 2364.90 +2.10 4,435 78,522 +230
Jun17 170224 2360.40 2360.80 2347.30 2360.40 +2.10 1 3,412 +0
Sep17 170224 2357.00 2357.40 2343.90 2357.00 +2.10 0 20 +0
Dec17 170224 2354.10 2354.50 2341.00 2354.10 +2.10      
Total Volume and Open Interest 4,436 81,954 +230
S & P 500 E-Mini(Globex)
Mar17 170224 2361.50 2365.75 2349.50 2365.00 +2.25 1,301,504 2,968,035 -318
Jun17 170224 2357.75 2361.50 2345.25 2360.50 +2.25 7,718 90,174 +2,488
Sep17 170224 2353.00 2357.25 2342.25 2357.00 +2.00 272 600 +260
Dec17 170224 2346.50 2354.00 2338.75 2354.00 +2.00 3 70 +2
Total Volume and Open Interest 1,309,497 3,058,886 +2,432
NASDAQ 100 E-Mini(Globex)
Mar17 170224 5329.30 5344.50 5299.00 5343.30 +11.30 156,582 234,388 +1,546
Jun17 170224 5331.00 5343.80 5299.30 5343.00 +11.20 286 1,762 +77
Sep17 170224 5318.00 5345.80 5318.00 5345.80 +11.30 0 35 +0
Total Volume and Open Interest 156,868 236,200 +1,623
S&P Midcap 400(CME) e-Mini
Mar17 170224 1731.90 1736.20 1718.10 1735.60 +2.90 10,228 97,517 +75
Jun17 170224 1728.70 1734.40 1718.30 1734.40 +3.10 10 30 +0
Sep17 170224 1733.00 1733.00 1733.00 1733.00 +3.10      
Total Volume and Open Interest 10,238 97,547 +75
Volatility Index(CBOE)
Feb17 170215 11.20 11.50 10.95 11.50 +0.32 82,480 126,243 -11,544
Mar17 170224 13.55 14.10 13.15 13.33 -0.20 81,254 271,214 -7,065
Apr17 170224 15.25 15.82 15.20 15.25 +0.02 64,506 141,617 +3,072
May17 170224 15.95 16.50 15.93 16.08 +0.15 23,414 51,899 +3,011
Total Volume and Open Interest 185,840 552,223 +917
Russell 2000 Mini(ICE)
Mar17 170224 1392.70 1394.40 1379.80 1393.70 -0.60 91,717 611,038 -867
Jun17 170224 1390.10 1392.40 1379.10 1392.40 -0.60 27 579 +2
Sep17 170224 1390.90 1390.90 1390.90 1390.90 -0.60 0 198 +0
Total Volume and Open Interest 91,744 611,895 -865
Nikkei 225(CME)
Mar17 170224 19285 19430 19095 19170 -125 12,581 30,949 -417
Jun17 170224 19185 19355 19040 19115 -125 105 331 +25
Total Volume and Open Interest 12,686 31,280 -392
Nikkei 225(SGX)
Mar17 170224 19270 19280 19215 19280 -65 57,788 199,130 +2,336
Jun17 170224 19110 19150 19110 19150 -65 175 10,242 +8
Sep17 170223 19185 19185 19185 19185 -40 0 409 +0
Total Volume and Open Interest 39,840 214,481 -1,481
Nikkei 225 Mini(JPX)
Mar17 170223 19380 19400 19245 19360 -30 404,100 478,528 +2,957
Jun17 170223 19250 19260 19110 19220 -30 11,071 22,305 -723
Sep17 170223 19205 19215 19040 19180 -30 195 1,240 -19
Total Volume and Open Interest 419,374 539,267 +11,079
Nikkei 225(JPX)
Mar17 170223 19380 19400 19240 19360 -30 26,957 365,737 -456
Jun17 170223 19240 19260 19110 19220 -30 416 29,649 +1,777
Sep17 170223 19150 19210 19100 19180 -30 7 9,299 -3
Total Volume and Open Interest 27,384 484,892 +1,415
Nikkei 225(CME) Yen
Mar17 170224 19275 19400 19075 19160 -125 33,350 57,131 +27
Jun17 170224 19110 19240 18945 19025 -125 352 382 +332
Sep17 170224 18975 18975 18975 18975 -125      
Total Volume and Open Interest 33,702 57,514 +359
Nikkei 225(CME) e-Mini Yen
Mar17 170224 19100 19160 19100 19160 -130 3 94 +0
Jun17 170224 19030 19030 19030 19030 -120      
Sep17 170224 18980 18980 18975 18980 -120      
Total Volume and Open Interest 3 94 +0
CAC 40(EURONEXT)
Mar17 170224 4889.5 4890.5 4804.5 4844.0 -46.5 89,032 359,725 +17,303
Apr17 170224 4858.0 4858.0 4789.0 4825.5 -46.5 355 1,832 +335
May17 170224 4774.5 4775.0 4747.0 4763.0 -46.5      
Jun17 170224 4728.5 4728.5 4673.5 4710.0 -46.5 63 2,922 +39
Total Volume and Open Interest 89,456 364,484 +17,678
Hang Seng Index(HKFE)
Feb17 170224 24138 24188 23967 24007 -129 131,732 110,959 -26,332
Mar17 170224 24136 24186 23970 24008 -121 57,731 59,938 +28,109
Total Volume and Open Interest 189,572 173,951 +1,811
DAX(EUREX)
Mar17 170224 11932.5 11935.0 11719.0 11811.5 -127.5 73,916 175,880 -2,877
Jun17 170224 11950.0 11959.0 11751.0 11841.5 -126.5 611 12,524 +273
Sep17 170224 11895.0 11895.0 11782.0 11830.5 -127.5 4 2,712 +3
Total Volume and Open Interest 74,531 191,116 -2,601
Mini-DAX(EUREX)
Mar17 170224 11930.0 11936.0 11718.0 11811.5 -127.5 23,704 10,186 -604
Jun17 170224 11950.0 11953.0 11751.0 11841.5 -126.5 206 2,554 +140
Sep17 170224 11941.0 11941.0 11740.0 11830.5 -127.5 18 32 -5
Total Volume and Open Interest 23,928 12,772 -469
FT-SE 100(EURONEXT)
Mar17 170224 7264.00 7264.00 7176.00 7237.00 -15.00 110,442 736,839 +4,173
Jun17 170224 7140.00 7181.00 7104.00 7162.50 -15.00 3,840 40,302 -683
Sep17 170224 7098.50 7098.50 7098.50 7098.50 -16.00      
Total Volume and Open Interest 114,282 777,141 +3,490
SPI 200(SFE)
Mar17 170224 5757.0 5770.0 5699.0 5719.0 -40.0 30,497 272,914 +4,602
Jun17 170224 5715.0 5715.0 5693.0 5704.0 -40.0 5 1,810 +0
Sep17 170224 5640.0 5654.0 5640.0 5654.0 -40.0 0 1,814 +0
Total Volume and Open Interest 30,656 277,593 +4,756
FTSE MIB(ISE)
Mar17 170224 18780.00 18840.00 18505.00 18579.00 -221.00 31,995 35,096 -127
Jun17 170224 18335.00 18335.00 18080.00 18137.00 -216.00 57 1,632 +12
Total Volume and Open Interest 32,052 36,728 -115
KOSPI 200(KFE)
Mar17 170224 270.60 270.65 270.45 270.55 -2.45 60,442 139,222 -3,993
Jun17 170224 271.10 271.10 271.00 271.00 -2.45 412 13,673 +1,367
Sep17 170224 273.00 273.00 273.00 273.00 -0.40 18 3,011 +15
Total Volume and Open Interest 60,872 166,243 -2,611
GSCI(CME)
Mar17 170224 401.50 402.80 401.20 401.80 -1.45 193 15,672 +102
Apr17 170224 403.40 403.40 403.30 403.40 -1.45      
May17 170224 405.40 405.40 405.40 405.40 -1.45      
Total Volume and Open Interest 193 15,672 +102
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy