|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue October 27, 2015 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov15 |
151027 |
885.75 |
895.25 |
882.00 |
891.25 |
+6.25 |
135,626 |
117,713 |
-63,931 |
Jan16 |
151027 |
884.75 |
894.25 |
880.25 |
891.00 |
+6.50 |
101,917 |
231,705 |
+3,249 |
Mar16 |
151027 |
888.00 |
896.75 |
882.50 |
893.50 |
+6.75 |
29,661 |
122,816 |
+1,869 |
May16 |
151027 |
892.00 |
901.00 |
887.00 |
897.75 |
+6.50 |
10,900 |
68,045 |
+822 |
Jul16 |
151027 |
897.25 |
906.00 |
892.50 |
903.00 |
+6.75 |
12,783 |
63,807 |
-454 |
Aug16 |
151027 |
897.00 |
904.00 |
897.00 |
901.25 |
+6.25 |
1,750 |
6,657 |
+600 |
Sep16 |
151027 |
885.00 |
895.00 |
885.00 |
893.50 |
+5.50 |
496 |
1,432 |
+40 |
Nov16 |
151027 |
887.25 |
895.00 |
883.75 |
891.75 |
+5.25 |
4,426 |
60,801 |
+218 |
Jan17 |
151027 |
896.00 |
897.75 |
895.00 |
896.75 |
+5.00 |
99 |
444 |
+34 |
Mar17 |
151027 |
901.75 |
901.75 |
899.75 |
900.75 |
+5.00 |
34 |
272 |
+4 |
May17 |
151027 |
904.25 |
905.00 |
904.25 |
904.25 |
+4.75 |
3 |
221 |
+1 |
Jul17 |
151027 |
911.00 |
912.50 |
909.50 |
909.50 |
+4.50 |
25 |
420 |
+12 |
Aug17 |
151027 |
906.00 |
906.00 |
906.00 |
906.00 |
+3.25 |
0 |
35 |
+0 |
Sep17 |
151027 |
899.50 |
899.50 |
899.50 |
899.50 |
+3.25 |
0 |
22 |
+0 |
Total Volume and Open Interest |
297,779 |
675,078 |
-57,520 |
Soybean Meal(CBOT) |
Dec15 |
151027 |
302.10 |
308.30 |
300.60 |
304.70 |
+2.50 |
50,804 |
152,576 |
-5,217 |
Jan16 |
151027 |
301.90 |
307.60 |
300.30 |
304.20 |
+2.30 |
14,691 |
75,079 |
+1,060 |
Mar16 |
151027 |
300.60 |
306.30 |
299.10 |
302.90 |
+2.30 |
11,576 |
55,313 |
-1,077 |
May16 |
151027 |
299.70 |
305.00 |
298.10 |
302.10 |
+2.40 |
7,468 |
47,421 |
+1,414 |
Jul16 |
151027 |
300.10 |
305.30 |
298.70 |
302.30 |
+2.30 |
5,813 |
39,146 |
+598 |
Aug16 |
151027 |
299.80 |
305.00 |
298.70 |
302.30 |
+2.50 |
1,931 |
10,094 |
+125 |
Sep16 |
151027 |
298.50 |
304.50 |
298.40 |
301.50 |
+2.10 |
783 |
10,070 |
+223 |
Oct16 |
151027 |
296.50 |
302.40 |
296.50 |
299.30 |
+1.90 |
542 |
7,742 |
+133 |
Dec16 |
151027 |
296.50 |
302.40 |
296.00 |
299.40 |
+1.80 |
1,384 |
19,114 |
+408 |
Jan17 |
151027 |
300.00 |
301.90 |
300.00 |
300.00 |
+1.70 |
293 |
1,140 |
+125 |
Total Volume and Open Interest |
95,627 |
419,712 |
-2,029 |
Soybean Oil(CBOT) |
Dec15 |
151027 |
27.78 |
28.19 |
27.56 |
27.89 |
+0.11 |
51,104 |
163,700 |
-1,512 |
Jan16 |
151027 |
28.09 |
28.49 |
27.87 |
28.21 |
+0.13 |
19,574 |
78,497 |
+1,204 |
Mar16 |
151027 |
28.30 |
28.71 |
28.11 |
28.45 |
+0.15 |
12,023 |
60,739 |
+419 |
May16 |
151027 |
28.53 |
28.91 |
28.33 |
28.67 |
+0.16 |
6,851 |
50,808 |
+1,835 |
Jul16 |
151027 |
28.73 |
29.07 |
28.50 |
28.84 |
+0.16 |
5,681 |
33,732 |
+805 |
Aug16 |
151027 |
28.72 |
29.10 |
28.57 |
28.89 |
+0.17 |
938 |
7,212 |
-2 |
Sep16 |
151027 |
29.05 |
29.16 |
28.65 |
28.92 |
+0.18 |
372 |
5,837 |
+30 |
Oct16 |
151027 |
28.71 |
29.04 |
28.55 |
28.87 |
+0.16 |
430 |
5,391 |
+129 |
Dec16 |
151027 |
28.75 |
29.13 |
28.58 |
28.91 |
+0.16 |
1,306 |
21,195 |
+233 |
Jan17 |
151027 |
29.12 |
29.27 |
28.88 |
29.12 |
+0.16 |
44 |
858 |
+27 |
Total Volume and Open Interest |
98,328 |
429,698 |
+3,168 |
Canola(WCE) |
Nov15 |
151027 |
465.5 |
470.8 |
464.1 |
466.9 |
+0.9 |
14,483 |
29,552 |
-13,719 |
Jan16 |
151027 |
474.8 |
479.7 |
473.1 |
476.2 |
+1.5 |
15,691 |
106,413 |
+5,043 |
Mar16 |
151027 |
480.3 |
486.0 |
479.0 |
482.1 |
+2.0 |
3,664 |
22,888 |
+1,556 |
May16 |
151027 |
480.3 |
486.8 |
480.2 |
485.1 |
+3.5 |
924 |
6,135 |
+29 |
Jul16 |
151027 |
482.2 |
485.9 |
481.8 |
485.1 |
+4.9 |
745 |
12,684 |
-416 |
Total Volume and Open Interest |
35,625 |
182,877 |
-7,421 |
Corn(CBOT) |
Dec15 |
151027 |
384.00 |
387.50 |
379.00 |
380.00 |
-4.50 |
171,647 |
651,394 |
-10,055 |
Mar16 |
151027 |
392.75 |
396.75 |
388.75 |
389.75 |
-3.75 |
75,407 |
293,473 |
+10,453 |
May16 |
151027 |
398.75 |
402.75 |
395.00 |
396.00 |
-3.50 |
18,361 |
107,370 |
-519 |
Jul16 |
151027 |
402.75 |
407.50 |
399.50 |
400.75 |
-3.00 |
16,204 |
108,666 |
+2,565 |
Sep16 |
151027 |
400.50 |
405.00 |
398.00 |
399.00 |
-2.25 |
2,792 |
53,434 |
+138 |
Dec16 |
151027 |
407.75 |
411.50 |
404.75 |
405.75 |
-2.25 |
10,035 |
92,970 |
+1,592 |
Mar17 |
151027 |
416.75 |
420.00 |
415.25 |
415.25 |
-2.25 |
73 |
3,438 |
+16 |
May17 |
151027 |
423.00 |
425.00 |
421.25 |
421.25 |
-2.00 |
9 |
1,333 |
+2 |
Jul17 |
151027 |
427.25 |
427.75 |
425.25 |
425.25 |
-2.00 |
11 |
1,696 |
+3 |
Sep17 |
151027 |
418.00 |
419.75 |
417.00 |
417.00 |
-1.75 |
16 |
687 |
+10 |
Total Volume and Open Interest |
294,571 |
1,317,124 |
+4,210 |
Wheat(CBOT) |
Dec15 |
151027 |
510.00 |
518.00 |
506.50 |
509.25 |
+0.25 |
71,235 |
207,091 |
-540 |
Mar16 |
151027 |
515.00 |
522.75 |
511.50 |
514.25 |
-0.50 |
35,020 |
105,351 |
+2,867 |
May16 |
151027 |
520.50 |
527.00 |
516.00 |
518.75 |
-0.50 |
6,745 |
23,185 |
+1,462 |
Jul16 |
151027 |
521.75 |
528.75 |
518.00 |
520.50 |
-0.75 |
7,063 |
37,825 |
+732 |
Sep16 |
151027 |
527.00 |
536.00 |
526.75 |
528.50 |
-1.25 |
724 |
4,799 |
+231 |
Dec16 |
151027 |
543.25 |
549.25 |
538.50 |
540.50 |
-2.75 |
717 |
8,333 |
+168 |
Total Volume and Open Interest |
121,515 |
387,853 |
+4,921 |
Wheat(KCBT) |
Dec15 |
151027 |
492.25 |
500.25 |
486.25 |
488.00 |
-4.25 |
14,302 |
113,585 |
+410 |
Mar16 |
151027 |
507.25 |
515.00 |
502.00 |
503.50 |
-4.00 |
6,997 |
40,055 |
+2,134 |
May16 |
151027 |
517.00 |
524.50 |
512.00 |
513.50 |
-4.00 |
1,157 |
12,869 |
+431 |
Jul16 |
151027 |
527.00 |
533.50 |
522.50 |
523.50 |
-4.00 |
1,488 |
20,070 |
+284 |
Sep16 |
151027 |
540.00 |
543.75 |
537.00 |
537.00 |
-3.75 |
395 |
4,514 |
+185 |
Dec16 |
151027 |
555.00 |
563.00 |
552.75 |
553.25 |
-3.50 |
182 |
6,285 |
+82 |
Total Volume and Open Interest |
24,548 |
197,654 |
+3,541 |
Wheat(MGE) |
Dec15 |
151027 |
520.00 |
528.00 |
514.25 |
515.75 |
-4.75 |
3,565 |
28,609 |
-493 |
Mar16 |
151027 |
533.50 |
541.00 |
528.25 |
529.75 |
-4.25 |
1,538 |
16,809 |
+187 |
May16 |
151027 |
542.00 |
551.75 |
539.00 |
540.25 |
-4.75 |
505 |
7,872 |
-22 |
Jul16 |
151027 |
552.50 |
561.00 |
550.00 |
550.75 |
-4.75 |
134 |
4,836 |
+50 |
Sep16 |
151027 |
567.75 |
572.75 |
562.25 |
562.25 |
-4.50 |
7 |
4,055 |
+0 |
Total Volume and Open Interest |
5,767 |
63,711 |
-271 |
Oats(CBOT) |
Dec15 |
151027 |
229.50 |
229.75 |
225.75 |
227.25 |
-1.50 |
195 |
7,601 |
-46 |
Mar16 |
151027 |
232.00 |
232.00 |
229.00 |
230.50 |
-1.25 |
169 |
2,635 |
+124 |
May16 |
151027 |
232.50 |
232.50 |
232.50 |
232.50 |
-0.50 |
0 |
273 |
+0 |
Jul16 |
151027 |
237.00 |
237.00 |
237.00 |
237.00 |
-0.50 |
0 |
7 |
+0 |
Total Volume and Open Interest |
364 |
10,521 |
+78 |
Rough Rice(CBOT) |
Nov15 |
151027 |
11.65 |
11.85 |
11.48 |
11.60 |
-0.05 |
1,251 |
3,581 |
-583 |
Jan16 |
151027 |
11.98 |
12.13 |
11.76 |
11.89 |
-0.06 |
1,315 |
7,207 |
+273 |
Mar16 |
151027 |
12.22 |
12.22 |
12.07 |
12.16 |
-0.06 |
201 |
1,494 |
+69 |
May16 |
151027 |
12.50 |
12.60 |
12.44 |
12.44 |
-0.06 |
110 |
181 |
+58 |
Total Volume and Open Interest |
2,940 |
12,644 |
-163 |
Live Cattle(CME) |
Oct15 |
151027 |
139.235 |
139.235 |
136.550 |
136.685 |
-2.865 |
1,170 |
1,806 |
-454 |
Dec15 |
151027 |
141.350 |
142.535 |
140.050 |
140.600 |
-1.400 |
27,920 |
120,298 |
-157 |
Feb16 |
151027 |
143.285 |
144.100 |
141.880 |
142.380 |
-1.520 |
10,748 |
50,528 |
+1,219 |
Apr16 |
151027 |
142.000 |
142.850 |
140.830 |
141.330 |
-1.405 |
7,560 |
43,124 |
-470 |
Jun16 |
151027 |
132.785 |
133.700 |
131.850 |
132.250 |
-1.200 |
3,472 |
25,296 |
+207 |
Aug16 |
151027 |
130.300 |
131.185 |
129.435 |
129.685 |
-1.350 |
961 |
4,897 |
+225 |
Total Volume and Open Interest |
52,700 |
254,422 |
+725 |
Feeder Cattle(CME) |
Oct15 |
151027 |
192.900 |
193.235 |
192.350 |
192.600 |
-1.085 |
1,125 |
2,310 |
-400 |
Nov15 |
151027 |
190.050 |
190.200 |
187.200 |
187.750 |
-3.485 |
4,551 |
9,431 |
-348 |
Jan16 |
151027 |
182.050 |
182.485 |
179.600 |
180.150 |
-2.980 |
3,902 |
11,393 |
+684 |
Mar16 |
151027 |
178.685 |
179.535 |
176.850 |
177.350 |
-2.385 |
1,600 |
5,118 |
-121 |
Apr16 |
151027 |
179.150 |
180.080 |
177.735 |
178.150 |
-2.285 |
441 |
1,311 |
+127 |
May16 |
151027 |
179.100 |
180.185 |
177.580 |
178.185 |
-2.000 |
309 |
2,452 |
+98 |
Aug16 |
151027 |
179.500 |
180.000 |
178.185 |
178.600 |
-1.950 |
110 |
1,213 |
+39 |
Total Volume and Open Interest |
12,042 |
33,290 |
+79 |
Lean Hogs(CME) |
Dec15 |
151027 |
62.600 |
62.985 |
60.830 |
61.250 |
-1.600 |
34,239 |
84,441 |
-4,244 |
Feb16 |
151027 |
65.750 |
66.050 |
64.200 |
64.700 |
-1.100 |
12,512 |
48,717 |
+923 |
Apr16 |
151027 |
69.600 |
69.785 |
68.535 |
69.035 |
-0.600 |
5,557 |
33,857 |
+417 |
May16 |
151027 |
74.430 |
74.580 |
73.750 |
73.830 |
-0.750 |
15 |
670 |
+0 |
Jun16 |
151027 |
77.500 |
77.600 |
76.500 |
77.035 |
-0.445 |
2,050 |
15,299 |
+229 |
Jul16 |
151027 |
76.930 |
77.200 |
76.400 |
76.730 |
-0.370 |
260 |
4,304 |
+69 |
Aug16 |
151027 |
76.200 |
76.250 |
75.500 |
75.980 |
-0.320 |
93 |
2,478 |
-8 |
Oct16 |
151027 |
66.725 |
66.800 |
66.200 |
66.785 |
+0.135 |
78 |
1,856 |
+6 |
Total Volume and Open Interest |
54,895 |
194,976 |
-2,610 |
Class III Milk(CME) |
Oct15 |
151027 |
15.48 |
15.49 |
15.47 |
15.47 |
+0.01 |
160 |
4,455 |
-12 |
Nov15 |
151027 |
15.57 |
15.60 |
15.43 |
15.52 |
+0.01 |
150 |
4,789 |
+6 |
Dec15 |
151027 |
15.61 |
15.63 |
15.50 |
15.56 |
-0.02 |
83 |
3,957 |
+18 |
Jan16 |
151027 |
15.54 |
15.59 |
15.51 |
15.55 |
+0.03 |
36 |
1,950 |
+21 |
Feb16 |
151027 |
15.70 |
15.72 |
15.66 |
15.70 |
+0.04 |
1 |
1,702 |
+1 |
Mar16 |
151027 |
15.90 |
15.90 |
15.86 |
15.86 |
+0.04 |
3 |
1,687 |
+3 |
Apr16 |
151027 |
16.05 |
16.06 |
16.00 |
16.00 |
-0.04 |
3 |
1,273 |
+1 |
May16 |
151027 |
16.20 |
16.23 |
16.17 |
16.22 |
+0.07 |
10 |
1,256 |
-2 |
Jun16 |
151027 |
16.55 |
16.60 |
16.50 |
16.50 |
-0.04 |
1 |
1,124 |
+1 |
Jul16 |
151027 |
16.79 |
16.79 |
16.76 |
16.77 |
+0.01 |
9 |
859 |
+5 |
Aug16 |
151027 |
16.91 |
16.94 |
16.90 |
16.94 |
+0.05 |
13 |
819 |
+7 |
Sep16 |
151027 |
16.93 |
16.93 |
16.92 |
16.93 |
+0.02 |
18 |
811 |
+10 |
Oct16 |
151027 |
16.84 |
16.90 |
16.84 |
16.86 |
+0.06 |
10 |
755 |
+7 |
Total Volume and Open Interest |
511 |
26,869 |
+79 |
Cocoa(ICE) |
Dec15 |
151027 |
3180 |
3199 |
3163 |
3197 |
+23 |
14,192 |
66,461 |
-30 |
Mar16 |
151027 |
3183 |
3208 |
3172 |
3205 |
+24 |
8,906 |
64,589 |
+834 |
May16 |
151027 |
3180 |
3202 |
3169 |
3201 |
+24 |
2,063 |
27,230 |
+1,089 |
Jul16 |
151027 |
3171 |
3193 |
3162 |
3191 |
+23 |
354 |
16,612 |
+129 |
Sep16 |
151027 |
3159 |
3180 |
3148 |
3177 |
+20 |
319 |
11,651 |
-83 |
Dec16 |
151027 |
3133 |
3153 |
3131 |
3152 |
+18 |
92 |
7,274 |
+8 |
Mar17 |
151027 |
3109 |
3131 |
3106 |
3128 |
+17 |
60 |
17,644 |
+0 |
Total Volume and Open Interest |
25,996 |
218,180 |
+1,947 |
Coffee "C"(ICE) |
Dec15 |
151027 |
117.70 |
118.45 |
116.60 |
117.30 |
unch |
16,418 |
86,265 |
+1,574 |
Mar16 |
151027 |
121.70 |
121.75 |
120.00 |
120.60 |
-0.10 |
6,211 |
46,064 |
+439 |
May16 |
151027 |
123.40 |
123.50 |
122.20 |
122.70 |
-0.15 |
1,296 |
24,392 |
+349 |
Jul16 |
151027 |
125.65 |
125.65 |
124.15 |
124.65 |
-0.15 |
882 |
10,122 |
+263 |
Sep16 |
151027 |
127.70 |
127.70 |
126.05 |
126.55 |
-0.15 |
672 |
7,977 |
+93 |
Dec16 |
151027 |
130.00 |
130.30 |
128.85 |
129.30 |
-0.20 |
551 |
9,691 |
-15 |
Total Volume and Open Interest |
26,137 |
188,872 |
+2,679 |
Orange Juice(ICE) |
Nov15 |
151027 |
133.95 |
141.95 |
132.75 |
138.10 |
+3.10 |
740 |
2,171 |
-593 |
Jan16 |
151027 |
131.70 |
134.75 |
130.30 |
134.40 |
+2.60 |
1,309 |
7,926 |
+180 |
Mar16 |
151027 |
132.40 |
134.30 |
130.55 |
134.10 |
+2.50 |
191 |
2,517 |
+149 |
May16 |
151027 |
133.00 |
134.30 |
133.00 |
134.30 |
+2.30 |
29 |
685 |
+20 |
Jul16 |
151027 |
135.70 |
135.70 |
135.70 |
135.70 |
+2.30 |
0 |
237 |
+0 |
Sep16 |
151027 |
135.55 |
135.55 |
135.55 |
135.55 |
+2.30 |
0 |
45 |
+0 |
Total Volume and Open Interest |
2,269 |
13,582 |
-244 |
Sugar #11(ICE) |
Mar16 |
151027 |
14.63 |
14.70 |
14.36 |
14.42 |
-0.22 |
71,774 |
450,791 |
+631 |
May16 |
151027 |
14.27 |
14.30 |
14.03 |
14.09 |
-0.16 |
21,226 |
129,201 |
+2,013 |
Jul16 |
151027 |
14.02 |
14.03 |
13.82 |
13.88 |
-0.10 |
10,881 |
97,515 |
+254 |
Oct16 |
151027 |
14.05 |
14.06 |
13.86 |
13.92 |
-0.09 |
6,708 |
68,709 |
+1,647 |
Mar17 |
151027 |
14.48 |
14.50 |
14.29 |
14.36 |
-0.07 |
2,195 |
30,136 |
+475 |
May17 |
151027 |
14.29 |
14.33 |
14.15 |
14.21 |
-0.04 |
737 |
6,411 |
+83 |
Jul17 |
151027 |
14.11 |
14.15 |
14.01 |
14.07 |
unch |
798 |
7,583 |
+191 |
Oct17 |
151027 |
14.15 |
14.15 |
14.05 |
14.11 |
+0.02 |
799 |
7,422 |
+480 |
Total Volume and Open Interest |
115,211 |
803,114 |
+5,777 |
London Cocoa(LCE) |
Dec15 |
151027 |
2170 |
2195 |
2170 |
2193 |
+18 |
5,997 |
74,009 |
-1,487 |
Mar16 |
151027 |
2158 |
2178 |
2152 |
2175 |
+18 |
6,227 |
74,427 |
+490 |
May16 |
151027 |
2144 |
2166 |
2143 |
2164 |
+17 |
1,183 |
24,911 |
+132 |
Jul16 |
151027 |
2137 |
2157 |
2137 |
2156 |
+17 |
826 |
36,649 |
-36 |
Sep16 |
151027 |
2127 |
2147 |
2124 |
2145 |
+16 |
754 |
32,862 |
-173 |
Dec16 |
151027 |
2093 |
2110 |
2089 |
2110 |
+15 |
267 |
12,223 |
+6 |
Mar17 |
151027 |
2065 |
2083 |
2064 |
2083 |
+14 |
222 |
23,981 |
-18 |
Total Volume and Open Interest |
15,483 |
279,480 |
-1,086 |
London Sugar(LCE) |
Dec15 |
151027 |
391.90 |
396.80 |
387.50 |
388.60 |
-3.60 |
5,092 |
27,591 |
-393 |
Mar16 |
151027 |
394.40 |
398.40 |
390.70 |
391.90 |
-3.70 |
3,404 |
32,034 |
+184 |
May16 |
151027 |
395.40 |
399.10 |
392.60 |
393.50 |
-3.40 |
933 |
11,727 |
+10 |
Aug16 |
151027 |
394.70 |
397.70 |
392.40 |
393.40 |
-2.80 |
330 |
6,203 |
+99 |
Oct16 |
151027 |
392.90 |
395.90 |
390.70 |
391.50 |
-2.50 |
56 |
2,892 |
+28 |
Total Volume and Open Interest |
9,829 |
81,936 |
-72 |
Cotton(ICE) |
Dec15 |
151027 |
62.36 |
63.18 |
62.18 |
62.34 |
+0.21 |
9,906 |
111,740 |
-860 |
Mar16 |
151027 |
62.16 |
62.95 |
61.94 |
62.16 |
+0.23 |
4,764 |
62,724 |
+476 |
May16 |
151027 |
62.66 |
63.43 |
62.66 |
62.73 |
+0.24 |
974 |
7,648 |
+672 |
Jul16 |
151027 |
62.99 |
63.75 |
62.99 |
63.06 |
+0.23 |
300 |
7,076 |
+30 |
Oct16 |
151027 |
62.88 |
62.88 |
62.88 |
62.88 |
+0.19 |
0 |
3 |
+0 |
Dec16 |
151027 |
63.00 |
63.38 |
62.82 |
62.82 |
+0.15 |
104 |
6,540 |
+11 |
Total Volume and Open Interest |
16,051 |
196,128 |
+326 |
Lumber(CME) |
Nov15 |
151027 |
257.0 |
257.0 |
253.8 |
255.0 |
-2.0 |
509 |
1,301 |
-226 |
Jan16 |
151027 |
257.5 |
257.5 |
252.9 |
255.0 |
-2.1 |
525 |
2,658 |
+83 |
Mar16 |
151027 |
259.5 |
260.1 |
257.5 |
260.1 |
-0.8 |
63 |
562 |
+4 |
May16 |
151027 |
266.6 |
266.6 |
266.6 |
266.6 |
-0.8 |
1 |
18 |
+1 |
Total Volume and Open Interest |
1,098 |
4,540 |
-138 |
Crude Oil(NYM) |
Dec15 |
151027 |
43.78 |
43.91 |
42.58 |
43.20 |
-0.78 |
406,577 |
527,608 |
+4,701 |
Jan16 |
151027 |
44.69 |
44.81 |
43.52 |
44.12 |
-0.78 |
119,697 |
236,181 |
+4,501 |
Feb16 |
151027 |
45.54 |
45.59 |
44.36 |
44.91 |
-0.79 |
52,280 |
94,842 |
+7,063 |
Mar16 |
151027 |
46.21 |
46.31 |
45.07 |
45.62 |
-0.80 |
37,705 |
139,815 |
+147 |
Apr16 |
151027 |
46.85 |
46.85 |
45.79 |
46.26 |
-0.82 |
17,515 |
43,091 |
+113 |
May16 |
151027 |
47.48 |
47.48 |
46.46 |
46.78 |
-0.85 |
7,777 |
34,223 |
+454 |
Jun16 |
151027 |
47.97 |
47.99 |
46.81 |
47.23 |
-0.87 |
20,975 |
107,764 |
-1,057 |
Jul16 |
151027 |
48.30 |
48.38 |
47.29 |
47.61 |
-0.88 |
3,711 |
27,043 |
-1 |
Aug16 |
151027 |
48.47 |
48.58 |
47.78 |
47.96 |
-0.89 |
3,125 |
24,122 |
-13 |
Sep16 |
151027 |
48.93 |
48.93 |
48.08 |
48.32 |
-0.89 |
6,154 |
52,076 |
-1,258 |
Oct16 |
151027 |
49.16 |
49.16 |
48.49 |
48.71 |
-0.87 |
1,340 |
23,558 |
+198 |
Nov16 |
151027 |
49.00 |
49.14 |
49.00 |
49.14 |
-0.85 |
952 |
21,422 |
+46 |
Dec16 |
151027 |
50.34 |
50.39 |
49.29 |
49.58 |
-0.84 |
22,102 |
149,124 |
+1,996 |
Jan17 |
151027 |
49.90 |
49.90 |
49.83 |
49.90 |
-0.83 |
246 |
17,754 |
+5 |
Feb17 |
151027 |
50.20 |
50.20 |
50.20 |
50.20 |
-0.82 |
214 |
9,254 |
+27 |
Mar17 |
151027 |
50.49 |
50.49 |
50.45 |
50.49 |
-0.82 |
697 |
10,267 |
+293 |
Total Volume and Open Interest |
708,127 |
1,670,123 |
+17,729 |
e-miNY Crude Oil(NYM) |
Dec15 |
151027 |
43.775 |
43.900 |
42.600 |
43.200 |
-0.775 |
7,573 |
2,954 |
+42 |
Jan16 |
151027 |
44.800 |
44.800 |
43.550 |
44.125 |
-0.775 |
251 |
258 |
+16 |
Feb16 |
151027 |
45.600 |
45.600 |
44.450 |
44.900 |
-0.800 |
109 |
81 |
-3 |
Mar16 |
151027 |
45.525 |
45.625 |
45.250 |
45.625 |
-0.800 |
84 |
108 |
+12 |
Apr16 |
151027 |
46.500 |
46.500 |
45.925 |
46.250 |
-0.825 |
22 |
23 |
+6 |
May16 |
151027 |
46.775 |
46.775 |
46.775 |
46.775 |
-0.850 |
6 |
32 |
-2 |
Jun16 |
151027 |
47.550 |
47.550 |
47.225 |
47.225 |
-0.875 |
0 |
25 |
+0 |
Jul16 |
151027 |
47.600 |
47.600 |
47.600 |
47.600 |
-0.900 |
0 |
4 |
+0 |
Aug16 |
151027 |
47.950 |
47.950 |
47.950 |
47.950 |
-0.900 |
0 |
2 |
+0 |
Sep16 |
151027 |
48.325 |
48.325 |
48.325 |
48.325 |
-0.875 |
0 |
2 |
+0 |
Total Volume and Open Interest |
8,045 |
3,626 |
+71 |
NY Harbor ULSD(NYM) |
Nov15 |
151027 |
142.72 |
143.46 |
140.79 |
142.44 |
-0.15 |
36,835 |
29,993 |
-4,927 |
Dec15 |
151027 |
144.92 |
145.65 |
142.97 |
144.56 |
-0.34 |
70,621 |
98,118 |
+642 |
Jan16 |
151027 |
147.89 |
148.41 |
145.81 |
147.18 |
-0.67 |
27,395 |
64,006 |
+909 |
Feb16 |
151027 |
149.49 |
150.33 |
148.05 |
149.16 |
-1.01 |
16,021 |
41,055 |
-157 |
Mar16 |
151027 |
150.40 |
151.39 |
148.96 |
149.93 |
-1.27 |
10,099 |
37,929 |
+102 |
Apr16 |
151027 |
151.00 |
151.51 |
149.43 |
149.84 |
-1.49 |
5,273 |
23,816 |
+133 |
May16 |
151027 |
151.21 |
151.24 |
150.26 |
150.68 |
-1.70 |
2,175 |
12,827 |
+284 |
Jun16 |
151027 |
153.17 |
153.87 |
151.53 |
151.86 |
-1.86 |
4,368 |
26,181 |
-447 |
Jul16 |
151027 |
154.40 |
155.15 |
153.23 |
153.49 |
-1.87 |
417 |
7,638 |
-17 |
Aug16 |
151027 |
155.40 |
155.75 |
155.08 |
155.15 |
-1.86 |
259 |
5,123 |
+21 |
Sep16 |
151027 |
157.25 |
157.56 |
156.79 |
156.95 |
-1.85 |
302 |
6,231 |
+36 |
Oct16 |
151027 |
159.23 |
159.75 |
158.89 |
158.99 |
-1.84 |
232 |
3,989 |
+53 |
Nov16 |
151027 |
162.00 |
162.00 |
160.94 |
160.94 |
-1.82 |
239 |
3,333 |
+15 |
Dec16 |
151027 |
164.00 |
164.90 |
162.52 |
162.77 |
-1.79 |
1,728 |
21,577 |
-114 |
Total Volume and Open Interest |
176,205 |
389,352 |
-3,446 |
RBOB Gasoline(NYM) |
Nov15 |
151027 |
128.89 |
129.09 |
127.11 |
128.72 |
-0.07 |
25,078 |
22,617 |
-3,581 |
Dec15 |
151027 |
128.07 |
128.57 |
126.27 |
127.83 |
-0.45 |
42,907 |
103,236 |
-508 |
Jan16 |
151027 |
128.86 |
129.42 |
127.15 |
128.65 |
-0.69 |
18,455 |
56,949 |
+1,365 |
Feb16 |
151027 |
130.46 |
131.05 |
128.93 |
130.26 |
-0.83 |
11,392 |
28,552 |
+882 |
Mar16 |
151027 |
133.95 |
134.21 |
132.04 |
133.19 |
-1.00 |
8,161 |
27,727 |
+294 |
Apr16 |
151027 |
155.45 |
155.45 |
154.03 |
154.93 |
-1.15 |
6,436 |
17,120 |
+1,231 |
May16 |
151027 |
157.07 |
157.45 |
155.46 |
156.42 |
-1.11 |
2,814 |
15,036 |
+60 |
Jun16 |
151027 |
157.45 |
157.52 |
155.55 |
156.45 |
-1.09 |
2,622 |
19,704 |
-350 |
Jul16 |
151027 |
156.30 |
156.92 |
155.15 |
155.88 |
-1.10 |
1,799 |
10,182 |
-548 |
Aug16 |
151027 |
154.89 |
154.89 |
154.03 |
154.68 |
-1.07 |
607 |
5,891 |
+76 |
Total Volume and Open Interest |
122,531 |
338,987 |
-599 |
e-miNY RBOB Gasoline(NYM) |
Nov15 |
151027 |
128.72 |
128.72 |
128.72 |
128.72 |
-0.07 |
0 |
1 |
+0 |
Dec15 |
151027 |
127.83 |
127.83 |
127.83 |
127.83 |
-0.45 |
|
|
|
Jan16 |
151027 |
128.65 |
128.65 |
128.65 |
128.65 |
-0.69 |
|
|
|
Feb16 |
151027 |
130.26 |
130.26 |
130.26 |
130.26 |
-0.83 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Nov15 |
151027 |
2.074 |
2.115 |
1.948 |
2.092 |
+0.030 |
107,554 |
32,389 |
-12,390 |
Dec15 |
151027 |
2.360 |
2.417 |
2.325 |
2.361 |
+0.008 |
108,385 |
284,989 |
+8,404 |
Jan16 |
151027 |
2.520 |
2.581 |
2.492 |
2.531 |
+0.016 |
48,722 |
228,543 |
+6,023 |
Feb16 |
151027 |
2.536 |
2.598 |
2.513 |
2.551 |
+0.017 |
15,573 |
47,733 |
+1,591 |
Mar16 |
151027 |
2.520 |
2.577 |
2.491 |
2.534 |
+0.017 |
23,189 |
106,156 |
-1,236 |
Apr16 |
151027 |
2.456 |
2.503 |
2.423 |
2.473 |
+0.017 |
21,567 |
77,025 |
-825 |
May16 |
151027 |
2.475 |
2.527 |
2.450 |
2.502 |
+0.019 |
4,710 |
28,779 |
+801 |
Jun16 |
151027 |
2.512 |
2.570 |
2.491 |
2.546 |
+0.020 |
3,489 |
26,698 |
+29 |
Jul16 |
151027 |
2.561 |
2.618 |
2.547 |
2.594 |
+0.019 |
2,310 |
22,042 |
-873 |
Aug16 |
151027 |
2.577 |
2.633 |
2.562 |
2.610 |
+0.019 |
669 |
18,402 |
+18 |
Sep16 |
151027 |
2.567 |
2.634 |
2.567 |
2.611 |
+0.019 |
549 |
14,815 |
-92 |
Oct16 |
151027 |
2.606 |
2.660 |
2.594 |
2.639 |
+0.019 |
3,664 |
25,206 |
+669 |
Nov16 |
151027 |
2.693 |
2.750 |
2.691 |
2.730 |
+0.015 |
698 |
10,322 |
+21 |
Dec16 |
151027 |
2.851 |
2.903 |
2.849 |
2.887 |
+0.013 |
685 |
11,243 |
+100 |
Jan17 |
151027 |
2.951 |
3.005 |
2.949 |
2.987 |
+0.012 |
1,027 |
14,203 |
+390 |
Feb17 |
151027 |
2.985 |
2.997 |
2.979 |
2.983 |
+0.011 |
144 |
3,637 |
+82 |
Total Volume and Open Interest |
344,326 |
998,261 |
+3,184 |
Brent Crude Oil(ICE) |
Dec15 |
151027 |
47.43 |
47.57 |
46.41 |
46.81 |
-0.73 |
242,056 |
443,150 |
-547 |
Jan16 |
151027 |
48.21 |
48.23 |
47.15 |
47.55 |
-0.70 |
105,264 |
342,614 |
+9,349 |
Feb16 |
151027 |
48.95 |
49.00 |
47.92 |
48.32 |
-0.69 |
42,720 |
161,466 |
+3,462 |
Mar16 |
151027 |
49.59 |
49.62 |
48.61 |
48.96 |
-0.70 |
30,720 |
224,477 |
+3,955 |
Apr16 |
151027 |
50.39 |
50.43 |
49.44 |
49.74 |
-0.71 |
20,540 |
117,480 |
-1,836 |
May16 |
151027 |
51.10 |
51.18 |
50.22 |
50.48 |
-0.72 |
16,280 |
62,711 |
+1,727 |
Jun16 |
151027 |
51.80 |
51.86 |
50.87 |
51.13 |
-0.72 |
29,047 |
139,505 |
+439 |
Jul16 |
151027 |
52.02 |
52.33 |
51.53 |
51.69 |
-0.71 |
3,701 |
40,202 |
-451 |
Aug16 |
151027 |
52.78 |
52.82 |
52.13 |
52.19 |
-0.70 |
2,088 |
36,259 |
+75 |
Sep16 |
151027 |
52.60 |
52.66 |
52.17 |
52.66 |
-0.69 |
5,908 |
41,141 |
-800 |
Oct16 |
151027 |
53.12 |
53.12 |
53.12 |
53.12 |
-0.67 |
1,673 |
25,148 |
+203 |
Nov16 |
151027 |
53.58 |
53.58 |
53.58 |
53.58 |
-0.66 |
950 |
22,575 |
+140 |
Dec16 |
151027 |
54.56 |
54.77 |
53.86 |
54.04 |
-0.65 |
31,113 |
165,730 |
+1,419 |
Jan17 |
151027 |
54.47 |
54.47 |
54.47 |
54.47 |
-0.65 |
896 |
19,544 |
+219 |
Total Volume and Open Interest |
543,590 |
2,129,143 |
+18,989 |
Gas Oil(ICE) |
Nov15 |
151027 |
434.00 |
436.50 |
427.75 |
431.00 |
-9.25 |
43,898 |
118,078 |
+520 |
Dec15 |
151027 |
440.00 |
442.75 |
434.00 |
437.25 |
-9.25 |
85,540 |
163,231 |
+5,089 |
Jan16 |
151027 |
449.75 |
450.00 |
441.00 |
444.00 |
-9.50 |
35,472 |
61,529 |
-1,846 |
Feb16 |
151027 |
452.00 |
455.75 |
447.75 |
449.75 |
-9.75 |
17,480 |
48,471 |
+2,503 |
Mar16 |
151027 |
458.00 |
461.00 |
453.25 |
455.00 |
-9.75 |
12,027 |
37,455 |
+20 |
Apr16 |
151027 |
463.50 |
465.00 |
458.00 |
459.75 |
-9.75 |
7,667 |
25,489 |
+937 |
May16 |
151027 |
467.50 |
470.00 |
463.00 |
464.50 |
-9.50 |
2,369 |
21,348 |
+490 |
Jun16 |
151027 |
472.75 |
474.00 |
467.50 |
468.75 |
-9.50 |
8,598 |
40,631 |
-245 |
Jul16 |
151027 |
476.75 |
478.50 |
473.25 |
474.00 |
-9.50 |
494 |
14,783 |
-56 |
Aug16 |
151027 |
483.25 |
483.75 |
478.50 |
479.25 |
-9.50 |
999 |
9,460 |
+34 |
Total Volume and Open Interest |
227,418 |
705,578 |
+9,016 |
Ethanol(CBOT) |
Nov15 |
151027 |
1.599 |
1.604 |
1.573 |
1.580 |
-0.021 |
441 |
754 |
-305 |
Dec15 |
151027 |
1.579 |
1.579 |
1.549 |
1.557 |
-0.019 |
475 |
1,879 |
+334 |
Jan16 |
151027 |
1.540 |
1.555 |
1.540 |
1.542 |
-0.011 |
66 |
905 |
+4 |
Feb16 |
151027 |
1.538 |
1.538 |
1.538 |
1.538 |
-0.011 |
37 |
373 |
+32 |
Mar16 |
151027 |
1.544 |
1.544 |
1.544 |
1.544 |
-0.011 |
3 |
539 |
+0 |
Apr16 |
151027 |
1.557 |
1.557 |
1.557 |
1.557 |
-0.011 |
43 |
405 |
-33 |
May16 |
151027 |
1.588 |
1.588 |
1.560 |
1.560 |
-0.005 |
44 |
109 |
+16 |
Jun16 |
151027 |
1.575 |
1.575 |
1.550 |
1.550 |
-0.002 |
2 |
193 |
+1 |
Total Volume and Open Interest |
1,111 |
5,285 |
+49 |
WTI Crude Oil(ICE) |
Dec15 |
151027 |
43.86 |
43.91 |
42.59 |
43.20 |
-0.78 |
59,727 |
121,638 |
+2,451 |
Jan16 |
151027 |
44.50 |
44.59 |
43.55 |
44.12 |
-0.78 |
40,057 |
53,945 |
+8,044 |
Feb16 |
151027 |
45.07 |
45.46 |
44.34 |
44.91 |
-0.79 |
16,306 |
19,444 |
+1,932 |
Mar16 |
151027 |
46.22 |
46.30 |
45.11 |
45.62 |
-0.80 |
9,089 |
33,856 |
+1,051 |
Apr16 |
151027 |
46.23 |
46.26 |
46.15 |
46.26 |
-0.82 |
3,134 |
7,018 |
+4 |
May16 |
151027 |
46.72 |
46.78 |
46.72 |
46.78 |
-0.85 |
1,697 |
5,551 |
+134 |
Jun16 |
151027 |
47.76 |
47.76 |
46.90 |
47.23 |
-0.87 |
3,206 |
34,430 |
+348 |
Jul16 |
151027 |
47.62 |
47.62 |
47.61 |
47.61 |
-0.88 |
413 |
2,825 |
+66 |
Aug16 |
151027 |
47.96 |
47.96 |
47.96 |
47.96 |
-0.89 |
302 |
4,104 |
+89 |
Sep16 |
151027 |
48.32 |
48.32 |
48.32 |
48.32 |
-0.89 |
224 |
7,127 |
-55 |
Oct16 |
151027 |
48.71 |
48.71 |
48.71 |
48.71 |
-0.87 |
312 |
2,038 |
-62 |
Nov16 |
151027 |
49.14 |
49.14 |
49.14 |
49.14 |
-0.85 |
273 |
5,847 |
+235 |
Dec16 |
151027 |
49.88 |
50.25 |
49.39 |
49.58 |
-0.84 |
5,749 |
48,981 |
-1,025 |
Jan17 |
151027 |
49.90 |
49.90 |
49.90 |
49.90 |
-0.83 |
48 |
3,969 |
-1 |
Feb17 |
151027 |
50.20 |
50.20 |
50.20 |
50.20 |
-0.82 |
8 |
1,088 |
+2 |
Mar17 |
151027 |
50.49 |
50.49 |
50.49 |
50.49 |
-0.82 |
9 |
2,474 |
+6 |
Total Volume and Open Interest |
141,747 |
399,361 |
+13,323 |
US Dollar Index(ICE) |
Dec15 |
151027 |
96.885 |
97.060 |
96.620 |
96.993 |
+0.037 |
46,038 |
74,161 |
+202 |
Mar16 |
151027 |
97.085 |
97.240 |
96.855 |
97.195 |
+0.037 |
605 |
2,187 |
-101 |
Jun16 |
151027 |
97.340 |
97.340 |
97.340 |
97.340 |
+0.037 |
13 |
192 |
+6 |
Total Volume and Open Interest |
46,657 |
76,603 |
+106 |
Australian Dollar(CME) |
Dec15 |
151027 |
72.26 |
72.40 |
71.61 |
71.75 |
-0.58 |
105,617 |
141,826 |
-2,677 |
Mar16 |
151027 |
71.99 |
72.08 |
71.31 |
71.44 |
-0.58 |
122 |
334 |
+30 |
Jun16 |
151027 |
71.17 |
71.17 |
71.17 |
71.17 |
-0.57 |
0 |
8 |
+0 |
Total Volume and Open Interest |
105,739 |
142,175 |
-2,647 |
British Pound(CME) |
Dec15 |
151027 |
153.44 |
153.55 |
152.78 |
152.96 |
-0.51 |
81,263 |
153,223 |
-4,354 |
Mar16 |
151027 |
153.34 |
153.47 |
152.74 |
152.91 |
-0.51 |
49 |
393 |
+17 |
Jun16 |
151027 |
152.87 |
152.87 |
152.87 |
152.87 |
-0.51 |
0 |
239 |
+0 |
Total Volume and Open Interest |
81,320 |
153,871 |
-4,337 |
Canadian Dollar(CME) |
Dec15 |
151027 |
75.96 |
75.98 |
75.31 |
75.34 |
-0.62 |
75,642 |
117,287 |
-734 |
Mar16 |
151027 |
75.94 |
75.94 |
75.29 |
75.31 |
-0.62 |
152 |
2,230 |
-50 |
Jun16 |
151027 |
75.41 |
75.43 |
75.29 |
75.29 |
-0.62 |
17 |
474 |
+15 |
Sep16 |
151027 |
75.46 |
75.46 |
75.29 |
75.29 |
-0.61 |
0 |
212 |
+0 |
Total Volume and Open Interest |
75,823 |
120,292 |
-757 |
Japanese Yen(CME) |
Dec15 |
151027 |
82.67 |
83.27 |
82.63 |
83.16 |
+0.50 |
176,121 |
193,527 |
+9,295 |
Mar16 |
151027 |
82.95 |
83.42 |
82.80 |
83.32 |
+0.49 |
4,357 |
4,439 |
+3,755 |
Jun16 |
151027 |
83.54 |
83.56 |
83.54 |
83.54 |
+0.50 |
5 |
72 |
+3 |
Total Volume and Open Interest |
180,486 |
198,121 |
+13,052 |
Swiss Franc(CME) |
Dec15 |
151027 |
101.89 |
102.12 |
101.39 |
101.52 |
-0.29 |
22,205 |
34,708 |
-863 |
Mar16 |
151027 |
102.31 |
102.50 |
101.82 |
101.92 |
-0.29 |
39 |
118 |
+10 |
Jun16 |
151027 |
102.37 |
102.37 |
102.37 |
102.37 |
-0.29 |
0 |
10 |
+0 |
Total Volume and Open Interest |
22,244 |
34,839 |
-853 |
EuroFX(CME) |
Dec15 |
151027 |
110.60 |
110.86 |
110.37 |
110.50 |
-0.03 |
290,432 |
372,676 |
+6,522 |
Mar16 |
151027 |
110.93 |
111.08 |
110.61 |
110.73 |
-0.02 |
774 |
3,113 |
+98 |
Jun16 |
151027 |
110.93 |
111.25 |
110.91 |
110.98 |
-0.03 |
31 |
808 |
+13 |
Total Volume and Open Interest |
291,261 |
377,148 |
+6,634 |
Mexican Peso(CME) |
Nov15 |
151027 |
604.25 |
604.25 |
604.25 |
604.25 |
+1.00 |
|
|
|
Dec15 |
151027 |
603.00 |
603.75 |
600.00 |
603.00 |
+0.88 |
49,755 |
103,577 |
-4,994 |
Total Volume and Open Interest |
60,259 |
125,485 |
+4,013 |
Brazilian Real(CME) |
Nov15 |
151027 |
256.10 |
256.75 |
254.85 |
255.55 |
-0.10 |
846 |
7,940 |
+23 |
Dec15 |
151027 |
252.55 |
254.05 |
250.55 |
253.00 |
-0.10 |
546 |
15,353 |
-275 |
Jan16 |
151027 |
250.50 |
250.50 |
250.50 |
250.50 |
+0.05 |
|
|
|
Feb16 |
151027 |
247.95 |
247.95 |
247.95 |
247.95 |
+0.05 |
|
|
|
Total Volume and Open Interest |
1,392 |
23,706 |
-252 |
30-Year T-Bonds(CBOT) |
Dec15 |
151027 |
157~300 |
159~020 |
157~280 |
158~170 |
+0~160 |
276,388 |
482,460 |
-14,614 |
Mar16 |
151027 |
156~250 |
157~180 |
156~160 |
157~030 |
+0~170 |
128 |
1,132 |
-42 |
Jun16 |
151027 |
157~030 |
157~030 |
157~030 |
157~030 |
+0~170 |
|
|
|
Total Volume and Open Interest |
276,516 |
483,592 |
-14,656 |
10-Year T-Notes(CBOT) |
Dec15 |
151027 |
128~195 |
129~025 |
128~180 |
128~295 |
+0~105 |
1,255,428 |
2,729,443 |
-36,354 |
Mar16 |
151027 |
128~090 |
128~220 |
128~090 |
128~175 |
+0~115 |
4,917 |
9,423 |
+1,987 |
Jun16 |
151027 |
127~185 |
127~185 |
127~185 |
127~185 |
+0~115 |
|
|
|
Total Volume and Open Interest |
1,260,345 |
2,738,866 |
-34,367 |
5-Year T-Notes(CBOT) |
Dec15 |
151027 |
120~134 |
120~222 |
120~124 |
120~194 |
+0~066 |
606,813 |
2,408,958 |
+4,151 |
Mar16 |
151027 |
120~026 |
120~094 |
120~014 |
120~072 |
+0~072 |
2,732 |
22,735 |
+2,061 |
Jun16 |
151027 |
120~072 |
120~072 |
120~072 |
120~072 |
+0~072 |
|
|
|
Total Volume and Open Interest |
609,545 |
2,431,693 |
+6,212 |
2 Year T-Notes(CBOT) |
Dec15 |
151027 |
109~176 |
109~194 |
109~174 |
109~192 |
+0~016 |
309,091 |
1,126,754 |
+39,457 |
Mar16 |
151027 |
109~122 |
109~144 |
109~122 |
109~144 |
+0~020 |
4,839 |
9,731 |
+4,672 |
Jun16 |
151027 |
109~144 |
109~144 |
109~144 |
109~144 |
+0~020 |
|
|
|
Total Volume and Open Interest |
313,930 |
1,136,485 |
+44,129 |
Eurodollars(CME) |
Dec15 |
151027 |
99.615 |
99.630 |
99.615 |
99.625 |
+0.010 |
238,399 |
1,311,830 |
+25,371 |
Mar16 |
151027 |
99.515 |
99.530 |
99.510 |
99.525 |
+0.010 |
260,366 |
1,339,875 |
+27,425 |
Jun16 |
151027 |
99.400 |
99.425 |
99.390 |
99.415 |
+0.015 |
234,006 |
1,124,813 |
+11,401 |
Sep16 |
151027 |
99.265 |
99.295 |
99.255 |
99.280 |
+0.020 |
229,087 |
978,308 |
+5,152 |
Dec16 |
151027 |
99.120 |
99.155 |
99.105 |
99.135 |
+0.025 |
320,698 |
1,243,166 |
+33 |
Mar17 |
151027 |
98.995 |
99.035 |
98.980 |
99.015 |
+0.030 |
182,524 |
749,390 |
+5,412 |
Jun17 |
151027 |
98.860 |
98.905 |
98.845 |
98.885 |
+0.035 |
166,833 |
675,017 |
+7,246 |
Sep17 |
151027 |
98.730 |
98.785 |
98.720 |
98.760 |
+0.040 |
128,816 |
598,819 |
+13,231 |
Dec17 |
151027 |
98.605 |
98.660 |
98.595 |
98.635 |
+0.045 |
164,373 |
624,280 |
+14,596 |
Mar18 |
151027 |
98.490 |
98.550 |
98.485 |
98.525 |
+0.045 |
85,863 |
380,324 |
-1,131 |
Jun18 |
151027 |
98.380 |
98.440 |
98.375 |
98.415 |
+0.045 |
87,467 |
410,789 |
+3,332 |
Sep18 |
151027 |
98.275 |
98.340 |
98.270 |
98.315 |
+0.050 |
73,428 |
322,729 |
+6,034 |
Dec18 |
151027 |
98.170 |
98.235 |
98.165 |
98.210 |
+0.050 |
55,614 |
318,567 |
-563 |
Mar19 |
151027 |
98.080 |
98.145 |
98.075 |
98.120 |
+0.050 |
30,147 |
183,689 |
+1,584 |
Jun19 |
151027 |
97.985 |
98.050 |
97.985 |
98.025 |
+0.050 |
27,845 |
160,327 |
+1,919 |
Sep19 |
151027 |
97.895 |
97.960 |
97.895 |
97.935 |
+0.050 |
26,869 |
144,655 |
-2,463 |
Dec19 |
151027 |
97.805 |
97.865 |
97.805 |
97.845 |
+0.050 |
23,035 |
113,785 |
-2,958 |
Mar20 |
151027 |
97.725 |
97.785 |
97.720 |
97.760 |
+0.050 |
15,695 |
86,895 |
+34 |
Total Volume and Open Interest |
2,405,241 |
11,108,563 |
+119,530 |
Ultra T-Bond(CBOT) |
Dec15 |
151027 |
161~10 |
162~16 |
161~09 |
161~26 |
+0~14 |
88,899 |
630,792 |
-4,661 |
Mar16 |
151027 |
162~04 |
162~25 |
161~21 |
162~04 |
+0~14 |
1,074 |
1,852 |
+910 |
Jun16 |
151027 |
162~04 |
162~04 |
162~04 |
162~04 |
+0~14 |
|
|
|
Total Volume and Open Interest |
89,973 |
632,644 |
-3,751 |
30 Day Federal Funds(CBOT) |
Oct15 |
151027 |
99.872 |
99.878 |
99.872 |
99.875 |
+0.003 |
1,812 |
177,193 |
-1,453 |
Nov15 |
151027 |
99.865 |
99.870 |
99.860 |
99.865 |
+0.005 |
7,592 |
228,312 |
+2,467 |
Dec15 |
151027 |
99.825 |
99.830 |
99.820 |
99.825 |
+0.005 |
13,970 |
97,338 |
+1,492 |
Jan16 |
151027 |
99.785 |
99.795 |
99.780 |
99.790 |
+0.010 |
19,972 |
177,022 |
-1,389 |
Feb16 |
151027 |
99.755 |
99.765 |
99.750 |
99.760 |
+0.010 |
8,656 |
76,484 |
+778 |
Mar16 |
151027 |
99.725 |
99.730 |
99.720 |
99.730 |
+0.010 |
2,689 |
16,701 |
-1,033 |
Total Volume and Open Interest |
64,244 |
922,672 |
+315 |
3-Mth Euro-Yen(CME) |
Dec15 |
151027 |
99.825 |
99.825 |
99.825 |
99.825 |
unch |
|
|
|
Mar16 |
151027 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun16 |
151027 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Sep16 |
151027 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
Dec16 |
151027 |
99.840 |
99.840 |
99.840 |
99.840 |
unch |
|
|
|
Mar17 |
151027 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Jun17 |
151027 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Sep17 |
151027 |
99.420 |
99.420 |
99.420 |
99.420 |
unch |
|
|
|
Dec17 |
151027 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
|
|
|
Mar18 |
151027 |
99.140 |
99.140 |
99.140 |
99.140 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec15 |
151027 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
4 |
+0 |
Mar16 |
151027 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Jun16 |
151027 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Sep16 |
151027 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
|
|
|
Dec16 |
151027 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
0 |
4 |
+0 |
Mar17 |
151027 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
|
|
|
Jun17 |
151027 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
|
|
|
Sep17 |
151027 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
8 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec15 |
151027 |
148.40 |
148.58 |
148.40 |
148.53 |
+0.10 |
1,963 |
22,068 |
+318 |
Mar16 |
151027 |
147.97 |
147.97 |
147.97 |
147.97 |
+0.10 |
|
|
|
Jun16 |
151027 |
147.41 |
147.41 |
147.41 |
147.41 |
+0.10 |
|
|
|
Total Volume and Open Interest |
1,963 |
22,068 |
+318 |
Euro-Bund(EUREX) |
Dec15 |
151027 |
157.61 |
158.38 |
157.60 |
158.35 |
+0.76 |
584,986 |
1,223,557 |
-8,084 |
Mar16 |
151027 |
159.60 |
160.36 |
159.55 |
160.34 |
+0.84 |
1,855 |
27,241 |
+1,015 |
Jun16 |
151027 |
158.35 |
158.35 |
158.35 |
158.35 |
+0.76 |
|
|
|
Total Volume and Open Interest |
586,841 |
1,250,798 |
-7,069 |
Euro-Bobl(EUREX) |
Dec15 |
151027 |
129.61 |
129.77 |
129.59 |
129.76 |
+0.18 |
477,657 |
1,037,438 |
+7,680 |
Mar16 |
151027 |
131.25 |
131.30 |
131.25 |
131.30 |
+0.20 |
464 |
5,144 |
+266 |
Jun16 |
151027 |
129.76 |
129.76 |
129.76 |
129.76 |
+0.18 |
|
|
|
Total Volume and Open Interest |
478,121 |
1,042,582 |
+7,946 |
3-Mth Euribor(EUREX) |
Dec15 |
151027 |
100.120 |
100.120 |
100.120 |
100.120 |
+0.010 |
18 |
29,353 |
+0 |
Mar16 |
151027 |
100.150 |
100.150 |
100.150 |
100.150 |
+0.010 |
329 |
4,967 |
-119 |
Jun16 |
151027 |
100.175 |
100.175 |
100.175 |
100.175 |
+0.015 |
95 |
9,684 |
-20 |
Total Volume and Open Interest |
1,036 |
69,713 |
-117 |
Long Gilt(LIFFE) |
Dec15 |
151027 |
118~24 |
119~12 |
118~21 |
119~11 |
+0~21 |
157,610 |
458,648 |
-3,219 |
Mar16 |
151027 |
118~17 |
118~17 |
118~17 |
118~17 |
+0~21 |
0 |
1 |
+0 |
Total Volume and Open Interest |
157,610 |
458,649 |
-3,219 |
3-Mth Short Sterling(LIFFE) |
Dec15 |
151027 |
99.41 |
99.41 |
99.40 |
99.41 |
unch |
12,473 |
382,197 |
+1,858 |
Mar16 |
151027 |
99.37 |
99.37 |
99.36 |
99.37 |
unch |
34,257 |
369,831 |
+2,889 |
Jun16 |
151027 |
99.31 |
99.32 |
99.30 |
99.32 |
+0.01 |
35,694 |
452,733 |
+2,667 |
Sep16 |
151027 |
99.22 |
99.24 |
99.22 |
99.24 |
+0.02 |
36,691 |
387,455 |
-4,888 |
Dec16 |
151027 |
99.13 |
99.15 |
99.12 |
99.14 |
+0.02 |
50,226 |
393,909 |
+1,008 |
Mar17 |
151027 |
99.03 |
99.06 |
99.02 |
99.05 |
+0.03 |
40,417 |
343,365 |
+6,087 |
Total Volume and Open Interest |
353,616 |
3,441,993 |
+5,040 |
3-Mth Euribor(LIFFE) |
Dec15 |
151027 |
100.115 |
100.125 |
100.110 |
100.120 |
+0.010 |
123,134 |
423,946 |
+8,455 |
Mar16 |
151027 |
100.145 |
100.155 |
100.140 |
100.150 |
+0.010 |
137,146 |
314,198 |
+116 |
Jun16 |
151027 |
100.165 |
100.175 |
100.160 |
100.170 |
+0.010 |
109,715 |
399,197 |
+17,332 |
Total Volume and Open Interest |
791,122 |
3,333,315 |
+61,111 |
3-Mth Aus T-Bills(SFE) |
Dec15 |
151027 |
97.96 |
97.98 |
97.96 |
97.98 |
+0.01 |
34,459 |
201,529 |
+3,841 |
Mar16 |
151027 |
98.09 |
98.10 |
98.07 |
98.09 |
unch |
35,363 |
173,451 |
+4,904 |
Jun16 |
151027 |
98.16 |
98.16 |
98.14 |
98.16 |
unch |
31,677 |
205,890 |
+14,077 |
Sep16 |
151027 |
98.16 |
98.17 |
98.14 |
98.16 |
-0.01 |
24,095 |
144,490 |
+5,819 |
Dec16 |
151027 |
98.13 |
98.13 |
98.11 |
98.12 |
-0.01 |
18,149 |
90,597 |
+4,276 |
Mar17 |
151027 |
98.06 |
98.07 |
98.04 |
98.06 |
unch |
9,938 |
69,387 |
+3,704 |
Jun17 |
151027 |
97.98 |
97.99 |
97.97 |
97.99 |
unch |
2,578 |
44,182 |
-219 |
Sep17 |
151027 |
97.91 |
97.93 |
97.91 |
97.92 |
unch |
1,224 |
29,007 |
-137 |
Dec17 |
151027 |
97.84 |
97.84 |
97.84 |
97.84 |
+0.01 |
10 |
3,780 |
+0 |
Mar18 |
151027 |
97.76 |
97.76 |
97.76 |
97.76 |
+0.01 |
10 |
3,122 |
-100 |
Total Volume and Open Interest |
157,503 |
968,519 |
+36,165 |
10-Year Aus T-Bonds(SFE) |
Dec15 |
151027 |
97.31 |
97.36 |
97.30 |
97.34 |
+0.03 |
77,140 |
732,606 |
-4,934 |
Mar16 |
151027 |
97.34 |
97.34 |
97.34 |
97.34 |
+0.03 |
|
|
|
Total Volume and Open Interest |
77,140 |
732,606 |
-4,934 |
3-Year Aus T-Bonds(SFE) |
Dec15 |
151027 |
98.16 |
98.19 |
98.15 |
98.18 |
+0.01 |
136,955 |
708,597 |
+4,440 |
Mar16 |
151027 |
98.18 |
98.18 |
98.18 |
98.18 |
+0.01 |
|
|
|
Total Volume and Open Interest |
136,955 |
708,597 |
+4,440 |
Gold(CMX) |
Oct15 |
151027 |
1164.5 |
1166.8 |
1162.0 |
1166.8 |
-0.2 |
38 |
561 |
-45 |
Dec15 |
151027 |
1163.0 |
1168.8 |
1160.5 |
1165.8 |
-0.4 |
150,796 |
316,578 |
-1,384 |
Feb16 |
151027 |
1163.7 |
1169.0 |
1161.8 |
1166.7 |
-0.4 |
1,734 |
66,017 |
+916 |
Apr16 |
151027 |
1166.3 |
1168.7 |
1163.3 |
1167.3 |
-0.4 |
517 |
26,092 |
+94 |
Jun16 |
151027 |
1166.5 |
1168.7 |
1163.6 |
1167.9 |
-0.4 |
786 |
19,647 |
+232 |
Aug16 |
151027 |
1168.3 |
1168.5 |
1168.3 |
1168.5 |
-0.5 |
534 |
5,726 |
+8 |
Oct16 |
151027 |
1169.2 |
1169.2 |
1169.1 |
1169.2 |
-0.5 |
45 |
3,021 |
-10 |
Dec16 |
151027 |
1169.0 |
1171.1 |
1169.0 |
1170.0 |
-0.5 |
891 |
14,612 |
+44 |
Feb17 |
151027 |
1170.9 |
1170.9 |
1170.9 |
1170.9 |
-0.5 |
13 |
325 |
-13 |
Apr17 |
151027 |
1171.8 |
1171.8 |
1171.8 |
1171.8 |
-0.5 |
0 |
576 |
+0 |
Jun17 |
151027 |
1171.7 |
1172.9 |
1171.7 |
1172.9 |
-0.5 |
0 |
3,840 |
+0 |
Aug17 |
151027 |
1174.3 |
1174.3 |
1174.3 |
1174.3 |
-0.5 |
|
|
|
Total Volume and Open Interest |
156,554 |
467,868 |
+92 |
Silver(CMX) |
Dec15 |
151027 |
1584.0 |
1595.0 |
1578.0 |
1586.3 |
-4.2 |
48,550 |
112,124 |
+1,385 |
Mar16 |
151027 |
1588.0 |
1599.0 |
1582.5 |
1591.1 |
-4.2 |
1,830 |
31,077 |
+595 |
May16 |
151027 |
1599.5 |
1602.0 |
1587.0 |
1594.1 |
-4.2 |
594 |
6,970 |
+123 |
Jul16 |
151027 |
1596.0 |
1597.5 |
1596.0 |
1596.9 |
-4.2 |
707 |
5,860 |
+5 |
Sep16 |
151027 |
1599.7 |
1599.7 |
1599.7 |
1599.7 |
-4.2 |
86 |
1,706 |
+24 |
Dec16 |
151027 |
1597.0 |
1604.0 |
1597.0 |
1603.4 |
-4.2 |
348 |
7,347 |
+156 |
Mar17 |
151027 |
1607.0 |
1607.0 |
1607.0 |
1607.0 |
-4.2 |
0 |
8 |
+0 |
Total Volume and Open Interest |
52,290 |
169,611 |
+2,290 |
Platinum(NYMEX) |
Oct15 |
151027 |
987.5 |
988.4 |
987.5 |
988.4 |
-7.4 |
1 |
15 |
-80 |
Jan16 |
151027 |
997.4 |
998.6 |
983.6 |
989.2 |
-8.3 |
11,540 |
65,151 |
+390 |
Apr16 |
151027 |
998.7 |
999.4 |
985.2 |
990.0 |
-8.3 |
216 |
5,023 |
-44 |
Jul16 |
151027 |
991.1 |
991.1 |
991.1 |
991.1 |
-8.3 |
6 |
16 |
+5 |
Total Volume and Open Interest |
11,778 |
70,256 |
+267 |
Palladium(NYMEX) |
Dec15 |
151027 |
683.90 |
685.50 |
675.00 |
678.75 |
-5.15 |
4,452 |
24,735 |
+551 |
Mar16 |
151027 |
683.50 |
683.50 |
679.10 |
679.10 |
-5.15 |
93 |
1,334 |
+28 |
Jun16 |
151027 |
679.45 |
679.45 |
679.45 |
679.45 |
-5.15 |
0 |
10 |
+0 |
Total Volume and Open Interest |
4,545 |
26,082 |
+579 |
Copper(CMX) |
Dec15 |
151027 |
235.00 |
238.00 |
234.20 |
236.20 |
+0.50 |
64,815 |
99,309 |
-535 |
Mar16 |
151027 |
235.60 |
238.40 |
234.75 |
236.90 |
+0.70 |
7,684 |
35,132 |
+1,021 |
May16 |
151027 |
237.85 |
237.90 |
234.85 |
237.00 |
+0.80 |
1,439 |
12,290 |
-76 |
Jul16 |
151027 |
237.60 |
238.05 |
234.65 |
236.95 |
+0.85 |
884 |
5,801 |
+116 |
Sep16 |
151027 |
236.60 |
237.80 |
236.45 |
236.90 |
+0.90 |
717 |
2,156 |
-54 |
Total Volume and Open Interest |
76,769 |
164,481 |
+672 |
E-mini DJIA Index(CBOT) |
Dec15 |
151027 |
17541 |
17555 |
17459 |
17513 |
-18 |
160,217 |
79,489 |
+1,079 |
Mar16 |
151027 |
17416 |
17460 |
17375 |
17429 |
-17 |
297 |
761 |
+121 |
Jun16 |
151027 |
17332 |
17347 |
17332 |
17347 |
-17 |
0 |
8 |
+0 |
Sep16 |
151027 |
17246 |
17246 |
17246 |
17246 |
-17 |
|
|
|
Total Volume and Open Interest |
160,514 |
80,258 |
+1,200 |
S & P 500(CME) |
Dec15 |
151027 |
2063.60 |
2064.40 |
2052.00 |
2060.40 |
-1.90 |
11,700 |
99,574 |
-3,278 |
Mar16 |
151027 |
2052.60 |
2052.60 |
2044.60 |
2052.60 |
-1.80 |
13 |
1,458 |
+0 |
Jun16 |
151027 |
2045.50 |
2045.50 |
2037.50 |
2045.50 |
-1.80 |
4 |
1,217 |
+0 |
Sep16 |
151027 |
2038.80 |
2038.80 |
2030.80 |
2038.80 |
-1.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
11,717 |
102,256 |
-3,278 |
S & P 500 E-Mini(Globex) |
Dec15 |
151027 |
2063.75 |
2064.75 |
2051.25 |
2060.50 |
-1.75 |
2,067,465 |
2,788,563 |
-68,647 |
Mar16 |
151027 |
2055.25 |
2056.50 |
2043.75 |
2052.50 |
-2.00 |
4,309 |
85,428 |
+1,232 |
Jun16 |
151027 |
2047.25 |
2049.25 |
2036.75 |
2045.50 |
-1.75 |
330 |
1,868 |
+121 |
Sep16 |
151027 |
2031.25 |
2038.75 |
2031.25 |
2038.75 |
-1.75 |
14 |
53 |
-8 |
Total Volume and Open Interest |
2,072,118 |
2,875,946 |
-67,302 |
NASDAQ 100 E-Mini(Globex) |
Dec15 |
151027 |
4619.80 |
4651.80 |
4601.30 |
4632.30 |
+16.00 |
361,589 |
304,776 |
+3,706 |
Mar16 |
151027 |
4606.80 |
4641.50 |
4594.80 |
4624.80 |
+15.50 |
398 |
3,523 |
-103 |
Jun16 |
151027 |
4618.50 |
4618.50 |
4597.30 |
4618.50 |
+15.50 |
0 |
226 |
+0 |
Total Volume and Open Interest |
361,987 |
308,601 |
+3,603 |
S&P Midcap 400(CME) e-Mini |
Dec15 |
151027 |
1434.20 |
1434.30 |
1413.30 |
1421.20 |
-11.60 |
18,317 |
83,426 |
+291 |
Mar16 |
151027 |
1418.40 |
1418.40 |
1411.20 |
1418.40 |
-11.80 |
0 |
2 |
+0 |
Jun16 |
151027 |
1410.30 |
1410.30 |
1410.30 |
1410.30 |
-11.80 |
|
|
|
Total Volume and Open Interest |
18,317 |
83,433 |
+291 |
Volatility Index(CBOE) |
Oct15 |
151021 |
16.05 |
16.12 |
15.25 |
15.50 |
-0.58 |
56,330 |
52,988 |
-11,011 |
Nov15 |
151027 |
16.90 |
17.25 |
16.30 |
16.48 |
-0.45 |
101,126 |
174,799 |
+7,714 |
Dec15 |
151027 |
17.55 |
17.85 |
17.05 |
17.18 |
-0.35 |
44,964 |
61,038 |
+7,044 |
Jan16 |
151027 |
18.30 |
18.60 |
17.95 |
18.00 |
-0.33 |
11,869 |
23,940 |
+407 |
Total Volume and Open Interest |
178,948 |
316,957 |
+16,891 |
Russell 2000(ICE) |
Dec15 |
151027 |
1156.90 |
1157.90 |
1134.90 |
1141.90 |
-13.00 |
113,639 |
376,623 |
+921 |
Mar16 |
151027 |
1140.00 |
1141.40 |
1134.00 |
1136.80 |
-12.90 |
17 |
585 |
+2 |
Jun16 |
151027 |
1133.10 |
1133.10 |
1133.10 |
1133.10 |
-12.90 |
|
|
|
Total Volume and Open Interest |
113,656 |
377,209 |
+923 |
Nikkei 225(CME) |
Dec15 |
151027 |
19070 |
19075 |
18830 |
18910 |
-125 |
16,479 |
52,230 |
+1,715 |
Mar16 |
151027 |
18950 |
18995 |
18950 |
18995 |
-125 |
30 |
40 |
+20 |
Total Volume and Open Interest |
16,509 |
52,271 |
+1,735 |
Nikkei 225(SGX) |
Dec15 |
151027 |
18945 |
19040 |
18765 |
18840 |
-85 |
91,022 |
228,519 |
+10,278 |
Mar16 |
151027 |
18895 |
18940 |
18750 |
18815 |
-85 |
4 |
1,417 |
+600 |
Jun16 |
151027 |
18695 |
18695 |
18695 |
18695 |
-85 |
0 |
203 |
+0 |
Total Volume and Open Interest |
91,028 |
239,136 |
+10,001 |
CAC 40(EURONEXT) |
Nov15 |
151027 |
4892.0 |
4896.0 |
4846.5 |
4849.5 |
-46.5 |
121,389 |
239,420 |
+10,653 |
Dec15 |
151027 |
4883.5 |
4887.0 |
4844.0 |
4844.5 |
-46.5 |
1,405 |
14,293 |
+326 |
Jan16 |
151027 |
4839.5 |
4839.5 |
4839.5 |
4839.5 |
-46.5 |
0 |
12 |
+0 |
Total Volume and Open Interest |
122,795 |
253,830 |
+10,978 |
Hang Seng Index(HKFE) |
Oct15 |
151027 |
23044 |
23150 |
22894 |
23070 |
+27 |
100,301 |
80,596 |
-1,812 |
Nov15 |
151027 |
23046 |
23154 |
22897 |
23075 |
+30 |
8,434 |
11,947 |
+5,112 |
Dec15 |
151027 |
23051 |
23148 |
22941 |
23088 |
+30 |
477 |
10,555 |
+48 |
Total Volume and Open Interest |
109,285 |
105,856 |
+3,351 |
DAX(EUREX) |
Dec15 |
151027 |
10786.0 |
10809.5 |
10685.5 |
10713.5 |
-95.0 |
124,858 |
128,840 |
-1,798 |
Mar16 |
151027 |
10789.5 |
10813.5 |
10696.5 |
10722.0 |
-95.0 |
1,636 |
9,994 |
+804 |
Jun16 |
151027 |
10763.0 |
10763.0 |
10750.5 |
10750.5 |
-95.0 |
17 |
1,698 |
-3 |
Total Volume and Open Interest |
126,511 |
140,532 |
-997 |
FT-SE 100(EURONEXT) |
Dec15 |
151027 |
6393.50 |
6394.50 |
6335.50 |
6348.50 |
-51.00 |
106,187 |
549,776 |
+1,465 |
Mar16 |
151027 |
6337.50 |
6337.50 |
6298.00 |
6299.50 |
-52.00 |
92 |
874 |
+62 |
Jun16 |
151027 |
6251.50 |
6251.50 |
6251.50 |
6251.50 |
-52.00 |
0 |
1,755 |
+0 |
Total Volume and Open Interest |
106,279 |
552,405 |
+1,527 |
SPI 200(SFE) |
Dec15 |
151027 |
5336.0 |
5358.0 |
5320.0 |
5346.0 |
+14.0 |
34,477 |
229,025 |
+88 |
Mar16 |
151027 |
5290.0 |
5290.0 |
5290.0 |
5290.0 |
+15.0 |
1 |
3,398 |
+0 |
Jun16 |
151027 |
5280.0 |
5280.0 |
5280.0 |
5280.0 |
+15.0 |
0 |
1,110 |
+0 |
Total Volume and Open Interest |
34,498 |
234,738 |
+101 |
FTSE MIB(ISE) |
Dec15 |
151027 |
22555.00 |
22715.00 |
22330.00 |
22372.00 |
-228.00 |
39,749 |
69,483 |
+916 |
Mar16 |
151027 |
22560.00 |
22570.00 |
22385.00 |
22394.00 |
-228.00 |
105 |
562 |
+60 |
Jun16 |
151027 |
21975.00 |
21975.00 |
21975.00 |
21975.00 |
-228.00 |
|
|
|
Total Volume and Open Interest |
39,854 |
70,045 |
+976 |
KOSPI 200(KFE) |
Dec15 |
151027 |
250.75 |
251.20 |
249.40 |
251.10 |
+0.30 |
142,508 |
121,074 |
-726 |
Mar16 |
151027 |
249.00 |
249.05 |
247.45 |
248.85 |
unch |
835 |
2,838 |
+138 |
Jun16 |
151027 |
250.00 |
250.00 |
250.00 |
250.00 |
+0.30 |
6 |
550 |
+25 |
Total Volume and Open Interest |
143,351 |
125,791 |
-555 |
GSCI(CME) |
Nov15 |
151027 |
351.20 |
351.20 |
351.20 |
351.20 |
-3.05 |
61 |
13,279 |
+1 |
Dec15 |
151027 |
356.95 |
356.95 |
356.95 |
356.95 |
-2.90 |
0 |
125 |
+0 |
Jan16 |
151027 |
359.95 |
359.95 |
359.95 |
359.95 |
-2.80 |
|
|
|
Total Volume and Open Interest |
61 |
13,404 |
+1 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|