|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu November 26, 2015 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan16 |
151125 |
863.00 |
877.00 |
861.50 |
875.25 |
+11.50 |
135,936 |
290,631 |
-512 |
Mar16 |
151125 |
865.50 |
878.50 |
863.25 |
877.75 |
+11.50 |
54,228 |
152,706 |
+1,869 |
May16 |
151125 |
871.00 |
884.25 |
869.50 |
884.00 |
+11.75 |
19,869 |
89,930 |
+831 |
Jul16 |
151125 |
877.75 |
890.50 |
875.75 |
890.00 |
+11.75 |
17,017 |
79,915 |
+1,916 |
Aug16 |
151125 |
879.25 |
892.00 |
878.00 |
891.50 |
+11.50 |
1,265 |
10,761 |
+183 |
Sep16 |
151125 |
880.00 |
890.75 |
880.00 |
890.75 |
+11.00 |
349 |
2,680 |
+13 |
Nov16 |
151125 |
882.50 |
894.75 |
881.50 |
894.25 |
+10.75 |
4,250 |
68,571 |
+249 |
Jan17 |
151125 |
889.75 |
900.00 |
889.75 |
899.75 |
+10.25 |
54 |
783 |
+13 |
Mar17 |
151125 |
900.00 |
903.50 |
900.00 |
903.50 |
+10.00 |
101 |
496 |
+26 |
May17 |
151125 |
904.25 |
907.25 |
904.25 |
907.25 |
+9.50 |
75 |
441 |
+28 |
Jul17 |
151125 |
913.00 |
913.00 |
913.00 |
913.00 |
+9.50 |
60 |
827 |
+44 |
Aug17 |
151125 |
910.00 |
910.00 |
910.00 |
910.00 |
+9.25 |
0 |
42 |
+0 |
Sep17 |
151125 |
904.00 |
904.00 |
904.00 |
904.00 |
+9.25 |
0 |
22 |
+0 |
Nov17 |
151125 |
899.75 |
903.25 |
899.75 |
903.25 |
+8.00 |
104 |
952 |
-2 |
Total Volume and Open Interest |
233,308 |
698,766 |
+4,658 |
Soybean Meal(CBOT) |
Dec15 |
151125 |
283.70 |
286.20 |
283.20 |
284.80 |
+1.00 |
40,294 |
38,298 |
-10,091 |
Jan16 |
151125 |
283.90 |
286.80 |
283.60 |
285.50 |
+1.60 |
62,293 |
122,645 |
+6,518 |
Mar16 |
151125 |
284.80 |
288.10 |
284.40 |
287.00 |
+2.10 |
28,549 |
91,193 |
+3,597 |
May16 |
151125 |
287.00 |
290.20 |
286.50 |
289.00 |
+1.90 |
13,138 |
60,462 |
+1,263 |
Jul16 |
151125 |
289.00 |
292.00 |
288.40 |
290.80 |
+1.80 |
10,122 |
47,011 |
+1,119 |
Aug16 |
151125 |
290.00 |
292.80 |
289.40 |
291.60 |
+1.60 |
1,788 |
13,251 |
+181 |
Sep16 |
151125 |
290.50 |
293.60 |
290.00 |
292.30 |
+1.70 |
1,451 |
11,501 |
+133 |
Oct16 |
151125 |
291.20 |
293.50 |
291.00 |
292.40 |
+1.70 |
835 |
9,972 |
+245 |
Dec16 |
151125 |
291.40 |
294.90 |
291.20 |
293.60 |
+1.80 |
2,811 |
28,184 |
+1,650 |
Jan17 |
151125 |
295.10 |
295.10 |
294.80 |
294.80 |
+1.70 |
110 |
1,712 |
+29 |
Total Volume and Open Interest |
161,425 |
427,251 |
+4,659 |
Soybean Oil(CBOT) |
Dec15 |
151125 |
28.38 |
28.94 |
28.21 |
28.89 |
+0.58 |
55,907 |
40,822 |
-9,994 |
Jan16 |
151125 |
28.65 |
29.25 |
28.49 |
29.21 |
+0.62 |
75,881 |
141,984 |
+8,013 |
Mar16 |
151125 |
28.95 |
29.51 |
28.75 |
29.47 |
+0.63 |
25,242 |
94,535 |
+3,325 |
May16 |
151125 |
29.05 |
29.69 |
28.96 |
29.65 |
+0.61 |
9,891 |
68,292 |
+709 |
Jul16 |
151125 |
29.27 |
29.88 |
29.16 |
29.83 |
+0.58 |
6,595 |
51,128 |
+253 |
Aug16 |
151125 |
29.32 |
29.88 |
29.22 |
29.88 |
+0.58 |
591 |
9,001 |
+47 |
Sep16 |
151125 |
29.39 |
29.94 |
29.39 |
29.94 |
+0.57 |
426 |
6,523 |
+127 |
Oct16 |
151125 |
29.48 |
29.96 |
29.39 |
29.96 |
+0.56 |
471 |
7,089 |
+108 |
Dec16 |
151125 |
29.50 |
30.09 |
29.40 |
30.05 |
+0.52 |
2,080 |
25,033 |
+283 |
Jan17 |
151125 |
29.99 |
30.30 |
29.99 |
30.30 |
+0.53 |
103 |
1,423 |
+47 |
Total Volume and Open Interest |
177,286 |
448,302 |
+2,963 |
Canola(WCE) |
Jan16 |
151126 |
466.2 |
470.2 |
462.4 |
463.2 |
-4.4 |
12,968 |
89,012 |
-3,650 |
Mar16 |
151126 |
474.4 |
476.9 |
469.8 |
470.0 |
-4.4 |
6,399 |
54,942 |
+628 |
May16 |
151126 |
479.7 |
481.7 |
475.3 |
475.3 |
-4.4 |
1,702 |
8,278 |
+554 |
Jul16 |
151126 |
484.4 |
486.0 |
479.4 |
479.6 |
-4.6 |
1,307 |
13,301 |
-510 |
Nov16 |
151126 |
477.0 |
479.0 |
472.8 |
472.8 |
-4.3 |
958 |
8,975 |
-135 |
Total Volume and Open Interest |
23,339 |
174,640 |
-3,112 |
Corn(CBOT) |
Dec15 |
151125 |
364.25 |
366.50 |
364.00 |
366.00 |
+1.75 |
177,566 |
179,411 |
-49,715 |
Mar16 |
151125 |
369.50 |
373.00 |
369.25 |
372.75 |
+3.25 |
178,812 |
613,916 |
+25,120 |
May16 |
151125 |
374.75 |
378.50 |
374.75 |
378.25 |
+3.50 |
33,403 |
172,726 |
+1,049 |
Jul16 |
151125 |
380.25 |
384.25 |
380.25 |
383.50 |
+3.25 |
17,020 |
161,466 |
+1,079 |
Sep16 |
151125 |
385.00 |
387.25 |
385.00 |
387.25 |
+3.00 |
3,852 |
67,677 |
+249 |
Dec16 |
151125 |
392.00 |
395.00 |
391.75 |
394.50 |
+2.75 |
8,950 |
122,511 |
-416 |
Mar17 |
151125 |
401.00 |
404.50 |
401.00 |
404.25 |
+3.25 |
694 |
5,664 |
+192 |
May17 |
151125 |
409.25 |
410.25 |
408.50 |
410.25 |
+3.00 |
203 |
1,652 |
+82 |
Jul17 |
151125 |
412.00 |
415.00 |
412.00 |
415.00 |
+2.75 |
102 |
1,982 |
+53 |
Sep17 |
151125 |
409.50 |
409.50 |
409.50 |
409.50 |
+2.00 |
109 |
967 |
+62 |
Total Volume and Open Interest |
420,841 |
1,331,283 |
-22,230 |
Wheat(CBOT) |
Dec15 |
151125 |
484.00 |
487.50 |
479.00 |
479.25 |
-5.00 |
40,480 |
37,509 |
-16,464 |
Mar16 |
151125 |
488.50 |
492.50 |
487.25 |
487.50 |
-1.00 |
76,804 |
197,981 |
+4,200 |
May16 |
151125 |
493.00 |
496.50 |
491.75 |
492.50 |
-0.25 |
14,346 |
46,979 |
+1,174 |
Jul16 |
151125 |
499.25 |
501.00 |
497.00 |
497.50 |
+0.50 |
12,692 |
59,873 |
+1,321 |
Sep16 |
151125 |
507.00 |
509.75 |
506.00 |
506.75 |
+0.75 |
1,298 |
8,346 |
+269 |
Dec16 |
151125 |
523.00 |
523.75 |
520.00 |
520.75 |
+1.25 |
1,326 |
16,315 |
+298 |
Total Volume and Open Interest |
146,977 |
368,861 |
-9,187 |
Wheat(KCBT) |
Dec15 |
151125 |
457.00 |
463.00 |
456.00 |
457.25 |
-0.25 |
18,687 |
29,155 |
-9,401 |
Mar16 |
151125 |
472.00 |
478.00 |
471.25 |
472.00 |
-0.50 |
24,019 |
103,029 |
+5,449 |
May16 |
151125 |
485.75 |
488.25 |
482.00 |
482.75 |
-0.25 |
3,879 |
17,993 |
+886 |
Jul16 |
151125 |
494.75 |
498.75 |
493.00 |
493.50 |
+0.25 |
6,887 |
36,126 |
+2,434 |
Sep16 |
151125 |
511.00 |
511.75 |
506.75 |
507.25 |
+0.25 |
278 |
5,543 |
+45 |
Dec16 |
151125 |
528.50 |
529.50 |
525.25 |
525.50 |
+0.75 |
551 |
7,573 |
+58 |
Total Volume and Open Interest |
54,301 |
199,955 |
-529 |
Wheat(MGE) |
Dec15 |
151125 |
508.75 |
519.00 |
508.75 |
514.50 |
+5.00 |
6,331 |
8,765 |
-2,835 |
Mar16 |
151125 |
508.75 |
514.75 |
508.75 |
509.50 |
+0.25 |
7,162 |
32,570 |
+2,430 |
May16 |
151125 |
517.25 |
522.00 |
516.75 |
517.25 |
-0.50 |
1,288 |
11,072 |
+473 |
Jul16 |
151125 |
529.50 |
530.50 |
526.00 |
526.50 |
-0.75 |
591 |
8,030 |
+126 |
Sep16 |
151125 |
538.50 |
540.00 |
536.75 |
536.75 |
-0.75 |
187 |
4,392 |
+46 |
Total Volume and Open Interest |
15,640 |
67,886 |
+277 |
Oats(CBOT) |
Dec15 |
151125 |
247.00 |
249.00 |
240.00 |
244.25 |
-5.25 |
1,365 |
1,068 |
-1,945 |
Mar16 |
151125 |
234.00 |
237.00 |
234.00 |
236.75 |
+1.75 |
882 |
7,185 |
+300 |
May16 |
151125 |
232.50 |
235.00 |
231.00 |
234.25 |
+1.25 |
10 |
674 |
-1 |
Jul16 |
151125 |
237.50 |
237.50 |
234.00 |
234.00 |
-1.75 |
25 |
235 |
+21 |
Total Volume and Open Interest |
2,287 |
9,175 |
-1,621 |
Rough Rice(CBOT) |
Jan16 |
151125 |
12.07 |
12.32 |
12.07 |
12.13 |
-0.06 |
232 |
8,883 |
-41 |
Mar16 |
151125 |
12.52 |
12.58 |
12.40 |
12.40 |
-0.05 |
77 |
2,091 |
+46 |
May16 |
151125 |
12.69 |
12.69 |
12.69 |
12.69 |
-0.05 |
5 |
930 |
+5 |
Jul16 |
151125 |
12.98 |
12.98 |
12.86 |
12.94 |
-0.05 |
0 |
535 |
+0 |
Total Volume and Open Interest |
314 |
12,530 |
+10 |
Live Cattle(CME) |
Dec15 |
151125 |
130.650 |
131.150 |
130.000 |
130.950 |
+0.700 |
15,104 |
51,504 |
-3,648 |
Feb16 |
151125 |
132.950 |
133.325 |
132.150 |
133.130 |
+0.630 |
17,980 |
112,469 |
+2,936 |
Apr16 |
151125 |
133.485 |
134.050 |
133.050 |
133.950 |
+0.850 |
7,134 |
59,569 |
+710 |
Jun16 |
151125 |
124.800 |
125.285 |
124.230 |
125.050 |
+0.650 |
5,305 |
34,864 |
+148 |
Aug16 |
151125 |
122.350 |
123.050 |
122.080 |
122.900 |
+0.820 |
1,688 |
8,462 |
+216 |
Oct16 |
151125 |
123.785 |
124.635 |
123.680 |
124.430 |
+0.700 |
745 |
5,165 |
+94 |
Total Volume and Open Interest |
48,812 |
277,657 |
+595 |
Feeder Cattle(CME) |
Jan16 |
151125 |
164.735 |
165.985 |
164.435 |
164.985 |
+0.300 |
4,392 |
17,255 |
+69 |
Mar16 |
151125 |
162.900 |
164.200 |
162.600 |
163.130 |
+0.130 |
2,013 |
7,368 |
+146 |
Apr16 |
151125 |
164.535 |
165.735 |
164.235 |
164.685 |
+0.105 |
656 |
3,397 |
-40 |
May16 |
151125 |
166.000 |
166.185 |
164.735 |
165.235 |
+0.200 |
476 |
3,030 |
+33 |
Aug16 |
151125 |
166.500 |
167.550 |
166.250 |
166.830 |
+0.395 |
269 |
2,009 |
+34 |
Sep16 |
151125 |
165.130 |
165.250 |
164.800 |
164.800 |
unch |
47 |
109 |
-2 |
Oct16 |
151125 |
162.880 |
163.150 |
162.650 |
162.650 |
+0.500 |
41 |
92 |
+13 |
Total Volume and Open Interest |
7,920 |
33,310 |
+277 |
Lean Hogs(CME) |
Dec15 |
151125 |
58.000 |
59.000 |
57.485 |
58.800 |
+1.565 |
7,571 |
34,856 |
-2,142 |
Feb16 |
151125 |
58.200 |
58.700 |
57.535 |
58.080 |
+0.580 |
9,859 |
89,981 |
+253 |
Apr16 |
151125 |
63.100 |
63.600 |
62.200 |
62.500 |
-0.150 |
3,489 |
40,996 |
+81 |
May16 |
151125 |
69.950 |
70.250 |
69.700 |
69.700 |
+0.165 |
43 |
727 |
-2 |
Jun16 |
151125 |
73.930 |
74.450 |
73.385 |
73.580 |
+0.045 |
1,787 |
18,739 |
+230 |
Jul16 |
151125 |
74.480 |
75.100 |
74.230 |
74.385 |
+0.085 |
484 |
8,561 |
+182 |
Aug16 |
151125 |
74.300 |
74.785 |
73.930 |
74.100 |
unch |
147 |
2,902 |
+12 |
Oct16 |
151125 |
64.550 |
64.850 |
64.300 |
64.475 |
+0.025 |
93 |
3,274 |
+0 |
Total Volume and Open Interest |
23,579 |
203,289 |
-1,335 |
Class III Milk(CME) |
Nov15 |
151125 |
15.31 |
15.33 |
15.29 |
15.33 |
+0.01 |
29 |
4,227 |
-7 |
Dec15 |
151125 |
14.47 |
14.60 |
14.47 |
14.58 |
+0.09 |
205 |
4,958 |
+73 |
Jan16 |
151125 |
14.38 |
14.41 |
14.28 |
14.35 |
-0.03 |
137 |
3,100 |
+15 |
Feb16 |
151125 |
14.72 |
14.74 |
14.64 |
14.69 |
-0.02 |
108 |
2,591 |
+15 |
Mar16 |
151125 |
15.09 |
15.09 |
15.02 |
15.06 |
-0.01 |
43 |
2,394 |
+30 |
Apr16 |
151125 |
15.19 |
15.23 |
15.19 |
15.22 |
+0.02 |
22 |
1,930 |
+15 |
May16 |
151125 |
15.52 |
15.52 |
15.47 |
15.47 |
unch |
15 |
1,686 |
+11 |
Jun16 |
151125 |
15.83 |
15.86 |
15.80 |
15.80 |
-0.02 |
36 |
1,516 |
+35 |
Jul16 |
151125 |
16.10 |
16.16 |
16.06 |
16.07 |
-0.02 |
30 |
1,246 |
+25 |
Aug16 |
151125 |
16.27 |
16.40 |
16.27 |
16.27 |
-0.01 |
29 |
1,138 |
+27 |
Sep16 |
151125 |
16.46 |
16.54 |
16.44 |
16.44 |
-0.05 |
46 |
1,182 |
+46 |
Oct16 |
151125 |
16.31 |
16.37 |
16.29 |
16.29 |
-0.02 |
27 |
1,110 |
+24 |
Nov16 |
151125 |
16.26 |
16.26 |
16.22 |
16.22 |
-0.05 |
25 |
988 |
+24 |
Total Volume and Open Interest |
811 |
29,199 |
+380 |
Cocoa(ICE) |
Dec15 |
151125 |
3320 |
3320 |
3301 |
3301 |
-28 |
65 |
318 |
-62 |
Mar16 |
151125 |
3337 |
3345 |
3289 |
3304 |
-34 |
16,316 |
125,402 |
+167 |
May16 |
151125 |
3339 |
3341 |
3287 |
3302 |
-33 |
3,243 |
41,177 |
+180 |
Jul16 |
151125 |
3331 |
3331 |
3278 |
3293 |
-32 |
1,489 |
20,819 |
+59 |
Sep16 |
151125 |
3317 |
3317 |
3268 |
3282 |
-30 |
1,079 |
15,058 |
+566 |
Dec16 |
151125 |
3265 |
3270 |
3243 |
3256 |
-28 |
305 |
10,187 |
+151 |
Mar17 |
151125 |
3247 |
3251 |
3223 |
3237 |
-26 |
181 |
19,248 |
+129 |
Total Volume and Open Interest |
22,678 |
238,987 |
+1,190 |
Coffee "C"(ICE) |
Dec15 |
151125 |
122.65 |
122.90 |
120.60 |
122.90 |
+0.45 |
148 |
560 |
-759 |
Mar16 |
151125 |
124.75 |
125.85 |
122.90 |
125.55 |
+1.05 |
13,024 |
101,136 |
-54 |
May16 |
151125 |
126.90 |
127.85 |
125.10 |
127.60 |
+0.90 |
1,458 |
30,116 |
+185 |
Jul16 |
151125 |
129.10 |
129.85 |
127.20 |
129.60 |
+0.80 |
852 |
15,799 |
+14 |
Sep16 |
151125 |
130.90 |
131.50 |
129.20 |
131.30 |
+0.70 |
290 |
8,768 |
-18 |
Dec16 |
151125 |
132.00 |
134.05 |
132.00 |
133.90 |
+0.50 |
77 |
11,241 |
+2 |
Total Volume and Open Interest |
15,890 |
173,594 |
-643 |
Orange Juice(ICE) |
Jan16 |
151125 |
147.40 |
147.40 |
143.70 |
144.50 |
-2.15 |
731 |
10,701 |
-42 |
Mar16 |
151125 |
145.00 |
145.00 |
142.70 |
143.65 |
-1.65 |
52 |
3,092 |
-17 |
May16 |
151125 |
143.65 |
144.35 |
142.75 |
143.40 |
-1.90 |
0 |
1,164 |
+0 |
Jul16 |
151125 |
142.75 |
143.40 |
142.75 |
143.40 |
-2.30 |
0 |
340 |
+0 |
Sep16 |
151125 |
143.50 |
143.50 |
143.50 |
143.50 |
-2.30 |
0 |
47 |
+0 |
Nov16 |
151125 |
143.50 |
143.50 |
143.50 |
143.50 |
-2.40 |
|
|
|
Total Volume and Open Interest |
783 |
15,345 |
-59 |
Sugar #11(ICE) |
Mar16 |
151125 |
15.01 |
15.13 |
14.66 |
14.91 |
-0.09 |
40,011 |
438,515 |
+1,441 |
May16 |
151125 |
14.64 |
14.76 |
14.31 |
14.53 |
-0.11 |
9,394 |
160,296 |
+298 |
Jul16 |
151125 |
14.35 |
14.48 |
14.05 |
14.26 |
-0.09 |
7,100 |
114,103 |
+195 |
Oct16 |
151125 |
14.38 |
14.48 |
14.11 |
14.32 |
-0.06 |
4,487 |
75,027 |
+195 |
Mar17 |
151125 |
14.72 |
14.83 |
14.47 |
14.73 |
+0.01 |
2,257 |
40,281 |
+760 |
May17 |
151125 |
14.57 |
14.61 |
14.25 |
14.54 |
+0.04 |
233 |
8,122 |
-11 |
Jul17 |
151125 |
14.34 |
14.39 |
14.02 |
14.31 |
+0.06 |
217 |
8,332 |
+64 |
Oct17 |
151125 |
14.28 |
14.35 |
13.97 |
14.26 |
+0.07 |
139 |
9,025 |
+54 |
Total Volume and Open Interest |
63,971 |
860,594 |
+3,069 |
London Cocoa(LCE) |
Dec15 |
151126 |
2258 |
2273 |
2245 |
2248 |
-5 |
13,773 |
61,404 |
-1,487 |
Mar16 |
151126 |
2268 |
2281 |
2258 |
2263 |
+1 |
16,634 |
85,756 |
+473 |
May16 |
151126 |
2254 |
2270 |
2248 |
2255 |
+4 |
3,480 |
32,553 |
+293 |
Jul16 |
151126 |
2249 |
2264 |
2243 |
2249 |
+4 |
1,876 |
35,241 |
+153 |
Sep16 |
151126 |
2242 |
2255 |
2234 |
2241 |
+5 |
1,186 |
32,191 |
+151 |
Dec16 |
151126 |
2222 |
2222 |
2202 |
2208 |
+3 |
725 |
18,687 |
+318 |
Mar17 |
151126 |
2183 |
2183 |
2176 |
2182 |
+1 |
217 |
27,566 |
+62 |
Total Volume and Open Interest |
37,891 |
293,961 |
-37 |
London Sugar(LCE) |
Mar16 |
151126 |
402.20 |
405.70 |
402.20 |
404.40 |
+1.60 |
4,458 |
38,587 |
+694 |
May16 |
151126 |
405.70 |
407.50 |
404.60 |
405.90 |
+1.40 |
1,873 |
16,635 |
+258 |
Aug16 |
151126 |
406.30 |
407.10 |
406.00 |
406.00 |
+1.30 |
878 |
9,175 |
+254 |
Oct16 |
151126 |
406.90 |
406.90 |
406.70 |
406.70 |
+1.20 |
188 |
4,757 |
+115 |
Dec16 |
151126 |
408.80 |
408.80 |
408.50 |
408.50 |
+1.30 |
42 |
1,776 |
+10 |
Total Volume and Open Interest |
7,489 |
72,411 |
+1,317 |
Cotton(ICE) |
Dec15 |
151125 |
60.75 |
62.34 |
60.75 |
61.98 |
+1.38 |
627 |
294 |
-392 |
Mar16 |
151125 |
61.88 |
63.66 |
61.85 |
63.28 |
+1.34 |
28,308 |
129,547 |
-2,293 |
May16 |
151125 |
62.75 |
64.28 |
62.70 |
63.96 |
+1.19 |
3,529 |
24,054 |
+637 |
Jul16 |
151125 |
63.34 |
64.70 |
63.34 |
64.39 |
+1.05 |
1,113 |
9,184 |
+504 |
Oct16 |
151125 |
63.77 |
63.77 |
63.77 |
63.77 |
+0.97 |
0 |
3 |
+0 |
Dec16 |
151125 |
63.75 |
64.80 |
63.75 |
64.56 |
+0.87 |
109 |
8,193 |
+19 |
Total Volume and Open Interest |
33,699 |
171,750 |
-1,521 |
Lumber(CME) |
Jan16 |
151125 |
248.0 |
252.1 |
247.8 |
250.0 |
+1.4 |
255 |
3,073 |
-6 |
Mar16 |
151125 |
251.5 |
254.2 |
250.8 |
251.3 |
+0.7 |
19 |
810 |
+9 |
May16 |
151125 |
255.4 |
255.4 |
255.4 |
255.4 |
+0.7 |
1 |
39 |
+0 |
Jul16 |
151125 |
261.3 |
261.3 |
261.3 |
261.3 |
+1.8 |
0 |
11 |
+0 |
Total Volume and Open Interest |
275 |
3,936 |
+3 |
Crude Oil(NYM) |
Jan16 |
151125 |
42.69 |
43.25 |
41.72 |
43.04 |
+0.17 |
516,190 |
561,081 |
-838 |
Feb16 |
151125 |
44.17 |
44.61 |
43.16 |
44.39 |
+0.06 |
126,149 |
133,837 |
-3,199 |
Mar16 |
151125 |
45.39 |
45.71 |
44.35 |
45.46 |
-0.01 |
75,657 |
176,908 |
+1,267 |
Apr16 |
151125 |
46.23 |
46.66 |
45.31 |
46.35 |
-0.05 |
31,868 |
63,566 |
+2,895 |
May16 |
151125 |
47.00 |
47.36 |
46.06 |
47.09 |
-0.06 |
22,681 |
54,745 |
+1,940 |
Jun16 |
151125 |
47.59 |
48.02 |
46.63 |
47.65 |
-0.04 |
28,047 |
107,071 |
-1,138 |
Jul16 |
151125 |
47.99 |
48.35 |
47.13 |
48.11 |
-0.02 |
6,400 |
32,757 |
+43 |
Aug16 |
151125 |
48.73 |
48.73 |
47.61 |
48.50 |
-0.01 |
2,251 |
26,449 |
-46 |
Sep16 |
151125 |
49.05 |
49.05 |
47.96 |
48.88 |
unch |
5,147 |
57,005 |
-110 |
Oct16 |
151125 |
48.27 |
49.25 |
48.26 |
49.25 |
unch |
1,546 |
27,409 |
-268 |
Nov16 |
151125 |
49.76 |
49.96 |
48.66 |
49.64 |
unch |
1,803 |
21,647 |
-14 |
Dec16 |
151125 |
49.90 |
50.39 |
49.02 |
50.03 |
unch |
19,093 |
153,141 |
-382 |
Jan17 |
151125 |
50.29 |
50.29 |
50.29 |
50.29 |
unch |
981 |
19,487 |
-28 |
Feb17 |
151125 |
50.74 |
50.74 |
49.82 |
50.53 |
unch |
259 |
9,777 |
+55 |
Mar17 |
151125 |
50.78 |
50.78 |
50.78 |
50.78 |
unch |
249 |
9,667 |
+6 |
Apr17 |
151125 |
51.01 |
51.01 |
51.01 |
51.01 |
unch |
129 |
6,089 |
-1 |
Total Volume and Open Interest |
847,429 |
1,626,486 |
+137 |
e-miNY Crude Oil(NYM) |
Jan16 |
151125 |
42.600 |
43.225 |
41.725 |
43.050 |
+0.175 |
10,255 |
3,307 |
+114 |
Feb16 |
151125 |
44.150 |
44.575 |
43.200 |
44.400 |
+0.075 |
569 |
1,199 |
+36 |
Mar16 |
151125 |
45.625 |
45.700 |
44.400 |
45.450 |
-0.025 |
341 |
129 |
+21 |
Apr16 |
151125 |
46.350 |
46.350 |
46.350 |
46.350 |
-0.050 |
25 |
107 |
+3 |
May16 |
151125 |
47.100 |
47.100 |
47.100 |
47.100 |
-0.050 |
4 |
131 |
+0 |
Jun16 |
151125 |
47.100 |
47.650 |
47.075 |
47.650 |
-0.050 |
1 |
42 |
+1 |
Jul16 |
151125 |
48.100 |
48.100 |
48.100 |
48.100 |
-0.025 |
1 |
9 |
+0 |
Aug16 |
151125 |
48.500 |
48.500 |
48.500 |
48.500 |
unch |
0 |
3 |
+0 |
Sep16 |
151125 |
48.875 |
48.875 |
48.875 |
48.875 |
unch |
0 |
5 |
+0 |
Oct16 |
151125 |
49.250 |
49.250 |
49.250 |
49.250 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
11,201 |
5,125 |
+180 |
NY Harbor ULSD(NYM) |
Dec15 |
151125 |
139.67 |
140.79 |
137.43 |
140.27 |
+0.30 |
33,564 |
22,709 |
-6,065 |
Jan16 |
151125 |
142.40 |
143.67 |
140.09 |
142.62 |
-0.04 |
49,714 |
106,788 |
+1,396 |
Feb16 |
151125 |
144.81 |
145.73 |
142.35 |
144.75 |
-0.20 |
15,881 |
56,772 |
-465 |
Mar16 |
151125 |
146.32 |
147.16 |
144.14 |
146.49 |
-0.24 |
10,447 |
42,742 |
+1,272 |
Apr16 |
151125 |
147.97 |
148.18 |
145.04 |
147.39 |
-0.19 |
4,813 |
26,308 |
+547 |
May16 |
151125 |
149.32 |
149.90 |
146.69 |
148.92 |
-0.23 |
3,542 |
17,082 |
+562 |
Jun16 |
151125 |
150.25 |
150.87 |
148.31 |
150.52 |
-0.28 |
4,646 |
30,763 |
+626 |
Jul16 |
151125 |
150.82 |
152.35 |
150.51 |
152.22 |
-0.28 |
429 |
7,783 |
+0 |
Aug16 |
151125 |
152.45 |
154.07 |
152.11 |
153.95 |
-0.23 |
213 |
6,122 |
+13 |
Sep16 |
151125 |
154.26 |
155.81 |
153.85 |
155.78 |
-0.22 |
188 |
6,377 |
+5 |
Oct16 |
151125 |
157.10 |
157.74 |
156.57 |
157.74 |
-0.22 |
78 |
4,097 |
+9 |
Nov16 |
151125 |
158.39 |
159.52 |
157.85 |
159.52 |
-0.23 |
142 |
3,654 |
+30 |
Dec16 |
151125 |
159.92 |
161.50 |
158.96 |
161.23 |
-0.24 |
1,126 |
27,154 |
-204 |
Jan17 |
151125 |
161.50 |
163.21 |
161.50 |
162.97 |
-0.24 |
46 |
2,269 |
+24 |
Total Volume and Open Interest |
125,186 |
368,052 |
-2,057 |
RBOB Gasoline(NYM) |
Dec15 |
151125 |
138.10 |
140.37 |
133.51 |
139.61 |
+0.59 |
31,792 |
28,477 |
-6,743 |
Jan16 |
151125 |
135.04 |
136.38 |
130.36 |
135.36 |
-0.26 |
63,852 |
130,696 |
+1,479 |
Feb16 |
151125 |
134.92 |
136.68 |
131.20 |
135.71 |
-0.01 |
22,206 |
42,741 |
+926 |
Mar16 |
151125 |
137.62 |
138.96 |
133.99 |
138.21 |
+0.24 |
13,344 |
34,888 |
+865 |
Apr16 |
151125 |
159.86 |
160.33 |
155.80 |
159.66 |
+0.31 |
8,049 |
28,773 |
+570 |
May16 |
151125 |
160.36 |
161.89 |
157.54 |
161.20 |
+0.34 |
3,557 |
22,402 |
+269 |
Jun16 |
151125 |
161.27 |
161.85 |
157.48 |
161.16 |
+0.43 |
2,140 |
20,701 |
+250 |
Jul16 |
151125 |
158.09 |
160.67 |
157.10 |
160.18 |
+0.46 |
502 |
10,044 |
+54 |
Aug16 |
151125 |
155.73 |
158.97 |
155.38 |
158.53 |
+0.46 |
322 |
9,175 |
+66 |
Sep16 |
151125 |
153.31 |
156.49 |
152.54 |
156.06 |
+0.46 |
327 |
10,987 |
-37 |
Total Volume and Open Interest |
147,153 |
366,909 |
-2,197 |
e-miNY RBOB Gasoline(NYM) |
Dec15 |
151125 |
139.60 |
139.61 |
139.60 |
139.60 |
+0.60 |
1 |
1 |
+0 |
Jan16 |
151125 |
135.40 |
135.40 |
135.36 |
135.40 |
-0.20 |
|
|
|
Feb16 |
151125 |
135.70 |
135.71 |
135.70 |
135.70 |
unch |
|
|
|
Mar16 |
151125 |
138.20 |
138.21 |
138.20 |
138.20 |
+0.20 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+0 |
Natural Gas(NYM) |
Dec15 |
151125 |
2.196 |
2.235 |
2.133 |
2.206 |
+0.006 |
83,260 |
25,394 |
-10,872 |
Jan16 |
151125 |
2.312 |
2.347 |
2.271 |
2.299 |
-0.025 |
121,346 |
360,291 |
+339 |
Feb16 |
151125 |
2.359 |
2.395 |
2.324 |
2.349 |
-0.023 |
19,935 |
82,381 |
+1,894 |
Mar16 |
151125 |
2.385 |
2.412 |
2.343 |
2.372 |
-0.020 |
25,863 |
141,426 |
+880 |
Apr16 |
151125 |
2.389 |
2.412 |
2.343 |
2.378 |
-0.016 |
19,155 |
106,069 |
+3,031 |
May16 |
151125 |
2.431 |
2.451 |
2.393 |
2.422 |
-0.015 |
7,213 |
48,193 |
+675 |
Jun16 |
151125 |
2.445 |
2.498 |
2.443 |
2.469 |
-0.014 |
3,458 |
28,940 |
+776 |
Jul16 |
151125 |
2.491 |
2.543 |
2.488 |
2.516 |
-0.013 |
2,556 |
22,457 |
-122 |
Aug16 |
151125 |
2.504 |
2.559 |
2.503 |
2.529 |
-0.013 |
1,610 |
19,080 |
-42 |
Sep16 |
151125 |
2.501 |
2.557 |
2.500 |
2.527 |
-0.012 |
682 |
20,010 |
+84 |
Oct16 |
151125 |
2.522 |
2.579 |
2.521 |
2.548 |
-0.013 |
4,111 |
31,883 |
-41 |
Nov16 |
151125 |
2.625 |
2.651 |
2.602 |
2.624 |
-0.010 |
697 |
12,241 |
+100 |
Dec16 |
151125 |
2.783 |
2.805 |
2.755 |
2.782 |
-0.008 |
936 |
13,946 |
-300 |
Jan17 |
151125 |
2.870 |
2.915 |
2.864 |
2.889 |
-0.007 |
2,309 |
18,498 |
+994 |
Feb17 |
151125 |
2.866 |
2.908 |
2.862 |
2.885 |
-0.007 |
555 |
4,051 |
+17 |
Mar17 |
151125 |
2.833 |
2.857 |
2.820 |
2.842 |
-0.006 |
169 |
8,887 |
+4 |
Total Volume and Open Interest |
294,252 |
989,218 |
-2,390 |
Brent Crude Oil(ICE) |
Jan16 |
151126 |
46.23 |
46.32 |
45.00 |
45.46 |
-0.71 |
271,930 |
405,699 |
-7,343 |
Feb16 |
151126 |
46.77 |
47.03 |
45.72 |
46.19 |
-0.71 |
122,457 |
341,165 |
+8,121 |
Mar16 |
151126 |
47.46 |
47.62 |
46.34 |
46.79 |
-0.72 |
69,999 |
302,904 |
+552 |
Apr16 |
151126 |
48.36 |
48.44 |
47.25 |
47.61 |
-0.72 |
31,579 |
150,688 |
+398 |
May16 |
151126 |
49.18 |
49.26 |
48.08 |
48.44 |
-0.71 |
19,067 |
91,836 |
-760 |
Jun16 |
151126 |
49.89 |
50.05 |
48.83 |
49.23 |
-0.72 |
47,514 |
165,671 |
+1,647 |
Jul16 |
151126 |
50.65 |
50.75 |
49.56 |
49.92 |
-0.71 |
11,814 |
47,546 |
+4,537 |
Aug16 |
151126 |
51.19 |
51.19 |
50.16 |
50.51 |
-0.71 |
6,536 |
39,770 |
-359 |
Sep16 |
151126 |
51.72 |
51.89 |
50.71 |
51.06 |
-0.70 |
10,794 |
46,660 |
-611 |
Oct16 |
151126 |
51.58 |
51.58 |
51.58 |
51.58 |
-0.69 |
2,044 |
30,004 |
+335 |
Nov16 |
151126 |
52.10 |
52.10 |
52.10 |
52.10 |
-0.69 |
1,839 |
24,619 |
+333 |
Dec16 |
151126 |
53.32 |
53.41 |
52.22 |
52.61 |
-0.69 |
31,839 |
188,612 |
+460 |
Jan17 |
151126 |
53.06 |
53.06 |
53.06 |
53.06 |
-0.68 |
593 |
23,059 |
+214 |
Feb17 |
151126 |
53.50 |
53.50 |
53.50 |
53.50 |
-0.68 |
690 |
25,085 |
+318 |
Total Volume and Open Interest |
642,686 |
2,176,977 |
+7,989 |
Gas Oil(ICE) |
Dec15 |
151126 |
431.00 |
432.50 |
419.50 |
421.50 |
-7.25 |
68,576 |
119,304 |
-2,369 |
Jan16 |
151126 |
435.50 |
437.25 |
425.25 |
427.00 |
-6.00 |
99,157 |
133,618 |
-2,015 |
Feb16 |
151126 |
439.25 |
442.25 |
431.50 |
433.00 |
-5.25 |
39,423 |
72,555 |
-2,655 |
Mar16 |
151126 |
446.00 |
447.50 |
437.25 |
438.75 |
-4.50 |
21,133 |
57,903 |
+1,687 |
Apr16 |
151126 |
451.25 |
451.25 |
443.25 |
444.50 |
-4.00 |
11,433 |
32,702 |
+143 |
May16 |
151126 |
456.75 |
457.25 |
449.00 |
450.25 |
-3.75 |
7,102 |
30,941 |
+507 |
Jun16 |
151126 |
461.50 |
462.00 |
453.75 |
455.00 |
-3.50 |
13,482 |
49,174 |
+15 |
Jul16 |
151126 |
464.00 |
465.75 |
459.25 |
460.50 |
-3.25 |
1,208 |
16,664 |
+33 |
Aug16 |
151126 |
472.50 |
472.50 |
464.75 |
465.75 |
-3.25 |
1,105 |
12,272 |
-4 |
Sep16 |
151126 |
476.75 |
477.25 |
469.25 |
470.25 |
-3.25 |
1,364 |
17,494 |
+113 |
Total Volume and Open Interest |
275,630 |
719,018 |
-3,429 |
Ethanol(CBOT) |
Dec15 |
151125 |
1.505 |
1.512 |
1.475 |
1.485 |
-0.016 |
269 |
697 |
-259 |
Jan16 |
151125 |
1.498 |
1.510 |
1.467 |
1.484 |
-0.010 |
361 |
1,751 |
+244 |
Feb16 |
151125 |
1.497 |
1.497 |
1.497 |
1.497 |
-0.010 |
51 |
576 |
+7 |
Mar16 |
151125 |
1.507 |
1.507 |
1.507 |
1.507 |
-0.010 |
10 |
511 |
+0 |
Apr16 |
151125 |
1.517 |
1.517 |
1.517 |
1.517 |
-0.010 |
10 |
416 |
+0 |
May16 |
151125 |
1.512 |
1.512 |
1.512 |
1.512 |
-0.010 |
0 |
158 |
+0 |
Jun16 |
151125 |
1.503 |
1.503 |
1.503 |
1.503 |
-0.010 |
0 |
215 |
+0 |
Jul16 |
151125 |
1.501 |
1.501 |
1.501 |
1.501 |
-0.010 |
0 |
54 |
+0 |
Total Volume and Open Interest |
701 |
4,594 |
-8 |
WTI Crude Oil(ICE) |
Jan16 |
151126 |
43.10 |
43.28 |
42.30 |
42.49 |
-0.55 |
42,872 |
91,483 |
-3,224 |
Feb16 |
151126 |
44.44 |
44.61 |
43.65 |
43.84 |
-0.55 |
24,758 |
39,896 |
+705 |
Mar16 |
151126 |
45.56 |
45.56 |
44.70 |
44.89 |
-0.57 |
15,674 |
53,981 |
-409 |
Apr16 |
151126 |
46.26 |
46.32 |
45.58 |
45.78 |
-0.57 |
6,047 |
10,990 |
-108 |
May16 |
151126 |
46.87 |
46.87 |
46.52 |
46.52 |
-0.57 |
5,055 |
10,390 |
-370 |
Jun16 |
151126 |
47.43 |
47.43 |
47.08 |
47.08 |
-0.57 |
5,849 |
33,177 |
-751 |
Jul16 |
151126 |
47.89 |
47.89 |
47.55 |
47.55 |
-0.56 |
1,056 |
3,240 |
-10 |
Aug16 |
151126 |
47.95 |
47.95 |
47.95 |
47.95 |
-0.55 |
459 |
5,204 |
-108 |
Sep16 |
151126 |
48.33 |
48.33 |
48.33 |
48.33 |
-0.55 |
771 |
9,329 |
-174 |
Oct16 |
151126 |
48.70 |
48.70 |
48.70 |
48.70 |
-0.55 |
128 |
3,295 |
-10 |
Nov16 |
151126 |
49.09 |
49.09 |
49.09 |
49.09 |
-0.55 |
28 |
7,183 |
+9 |
Dec16 |
151126 |
50.08 |
50.08 |
49.26 |
49.48 |
-0.55 |
3,156 |
49,909 |
+127 |
Jan17 |
151126 |
49.75 |
49.75 |
49.75 |
49.75 |
-0.54 |
6 |
4,540 |
+0 |
Feb17 |
151126 |
49.99 |
49.99 |
49.99 |
49.99 |
-0.54 |
0 |
1,622 |
+0 |
Mar17 |
151126 |
50.23 |
50.23 |
50.23 |
50.23 |
-0.55 |
7 |
2,813 |
-1 |
Apr17 |
151126 |
50.47 |
50.47 |
50.47 |
50.47 |
-0.54 |
0 |
1,417 |
+0 |
Total Volume and Open Interest |
107,410 |
380,691 |
-4,312 |
US Dollar Index(ICE) |
Dec15 |
151126 |
99.785 |
99.960 |
99.765 |
99.830 |
unch |
23,234 |
81,647 |
-441 |
Mar16 |
151126 |
99.925 |
100.080 |
99.905 |
99.960 |
unch |
2,674 |
9,012 |
+375 |
Jun16 |
151126 |
100.300 |
100.350 |
100.085 |
100.085 |
unch |
42 |
437 |
+20 |
Total Volume and Open Interest |
25,950 |
91,193 |
-46 |
Australian Dollar(CME) |
Dec15 |
151125 |
72.53 |
72.76 |
72.20 |
72.45 |
+0.06 |
76,561 |
151,115 |
-3,059 |
Mar16 |
151125 |
72.20 |
72.42 |
71.88 |
72.12 |
+0.05 |
1,602 |
2,285 |
+852 |
Jun16 |
151125 |
71.84 |
71.85 |
71.84 |
71.84 |
+0.07 |
0 |
38 |
+0 |
Total Volume and Open Interest |
78,163 |
153,445 |
-2,207 |
British Pound(CME) |
Dec15 |
151125 |
150.81 |
151.35 |
150.55 |
151.25 |
+0.37 |
67,430 |
165,066 |
+2,486 |
Mar16 |
151125 |
150.95 |
151.37 |
150.59 |
151.29 |
+0.36 |
386 |
4,336 |
+74 |
Jun16 |
151125 |
150.73 |
151.42 |
150.66 |
151.33 |
+0.36 |
2 |
306 |
+1 |
Total Volume and Open Interest |
67,818 |
169,757 |
+2,561 |
Canadian Dollar(CME) |
Dec15 |
151125 |
75.17 |
75.29 |
74.96 |
75.21 |
-0.02 |
68,000 |
140,742 |
-710 |
Mar16 |
151125 |
75.16 |
75.28 |
74.97 |
75.21 |
-0.02 |
2,623 |
6,031 |
+2,192 |
Jun16 |
151125 |
75.21 |
75.29 |
75.02 |
75.22 |
-0.02 |
16 |
950 |
+4 |
Sep16 |
151125 |
75.23 |
75.25 |
75.18 |
75.25 |
-0.02 |
0 |
291 |
+0 |
Total Volume and Open Interest |
70,644 |
148,133 |
+1,490 |
Japanese Yen(CME) |
Dec15 |
151125 |
81.62 |
81.81 |
81.36 |
81.48 |
-0.20 |
87,763 |
248,066 |
+981 |
Mar16 |
151125 |
81.85 |
82.01 |
81.57 |
81.69 |
-0.20 |
198 |
6,116 |
+105 |
Jun16 |
151125 |
81.93 |
82.22 |
81.86 |
81.93 |
-0.20 |
4 |
282 |
+0 |
Total Volume and Open Interest |
87,965 |
254,606 |
+1,086 |
Swiss Franc(CME) |
Dec15 |
151125 |
98.39 |
98.64 |
97.50 |
97.93 |
-0.66 |
18,445 |
71,774 |
-98 |
Mar16 |
151125 |
98.94 |
99.12 |
98.01 |
98.43 |
-0.66 |
103 |
919 |
-4 |
Jun16 |
151125 |
98.96 |
98.96 |
98.71 |
98.96 |
-0.65 |
0 |
43 |
+0 |
Total Volume and Open Interest |
18,548 |
72,754 |
-102 |
EuroFX(CME) |
Dec15 |
151125 |
106.47 |
106.93 |
105.68 |
106.19 |
-0.40 |
207,779 |
429,267 |
-1,481 |
Mar16 |
151125 |
106.75 |
107.20 |
105.98 |
106.47 |
-0.41 |
4,705 |
16,054 |
+1,774 |
Jun16 |
151125 |
107.22 |
107.50 |
106.29 |
106.78 |
-0.41 |
149 |
1,303 |
+21 |
Total Volume and Open Interest |
212,729 |
447,314 |
+323 |
Mexican Peso(CME) |
Dec15 |
151125 |
604.25 |
605.75 |
602.25 |
604.75 |
-0.13 |
27,028 |
132,573 |
+1,532 |
Jan16 |
151125 |
603.38 |
603.38 |
603.38 |
603.38 |
-0.38 |
|
|
|
Total Volume and Open Interest |
27,505 |
187,743 |
+1,681 |
Brazilian Real(CME) |
Dec15 |
151125 |
269.05 |
269.05 |
262.50 |
266.40 |
-3.50 |
2,318 |
27,124 |
+736 |
Jan16 |
151125 |
266.80 |
267.55 |
260.35 |
263.85 |
-3.55 |
14 |
139 |
+6 |
Feb16 |
151125 |
261.50 |
261.50 |
258.95 |
261.50 |
-3.50 |
|
|
|
Mar16 |
151125 |
255.85 |
260.40 |
255.60 |
259.20 |
-3.10 |
144 |
150 |
+79 |
Total Volume and Open Interest |
2,476 |
27,821 |
+821 |
30-Year T-Bonds(CBOT) |
Dec15 |
151125 |
154~300 |
155~200 |
154~260 |
155~090 |
+0~090 |
351,892 |
328,519 |
-72,007 |
Mar16 |
151125 |
153~180 |
154~080 |
153~140 |
153~280 |
+0~080 |
171,610 |
195,047 |
+122,132 |
Jun16 |
151125 |
153~280 |
153~280 |
153~280 |
153~280 |
+0~080 |
|
|
|
Total Volume and Open Interest |
523,502 |
523,566 |
+50,125 |
10-Year T-Notes(CBOT) |
Dec15 |
151125 |
126~295 |
127~025 |
126~260 |
126~315 |
+0~025 |
1,717,050 |
1,788,481 |
-434,266 |
Mar16 |
151125 |
126~120 |
126~170 |
126~070 |
126~125 |
+0~010 |
932,961 |
1,012,038 |
+567,008 |
Jun16 |
151125 |
125~135 |
125~135 |
125~135 |
125~135 |
+0~010 |
|
|
|
Total Volume and Open Interest |
2,650,011 |
2,800,519 |
+132,742 |
5-Year T-Notes(CBOT) |
Dec15 |
151125 |
119~056 |
119~080 |
119~022 |
119~056 |
+0~004 |
1,522,107 |
1,631,844 |
-377,211 |
Mar16 |
151125 |
118~222 |
118~236 |
118~182 |
118~220 |
+0~004 |
1,002,305 |
1,143,318 |
+589,938 |
Jun16 |
151125 |
118~050 |
118~050 |
118~050 |
118~050 |
-0~164 |
|
|
|
Total Volume and Open Interest |
2,524,412 |
2,775,162 |
+212,727 |
2 Year T-Notes(CBOT) |
Dec15 |
151125 |
109~016 |
109~022 |
109~006 |
109~016 |
unch |
546,018 |
655,561 |
-194,857 |
Mar16 |
151125 |
108~254 |
108~262 |
108~246 |
108~256 |
+0~002 |
384,262 |
393,985 |
+142,918 |
Jun16 |
151125 |
108~146 |
108~146 |
108~146 |
108~146 |
-0~106 |
|
|
|
Total Volume and Open Interest |
930,280 |
1,049,546 |
-51,939 |
Eurodollars(CME) |
Dec15 |
151125 |
99.530 |
99.533 |
99.522 |
99.525 |
-0.005 |
186,390 |
1,189,312 |
-23,787 |
Mar16 |
151125 |
99.360 |
99.370 |
99.355 |
99.360 |
-0.005 |
153,521 |
1,363,435 |
-8,490 |
Jun16 |
151125 |
99.205 |
99.215 |
99.200 |
99.205 |
-0.005 |
141,726 |
1,154,945 |
-2,838 |
Sep16 |
151125 |
99.045 |
99.055 |
99.035 |
99.045 |
unch |
131,930 |
1,034,177 |
-12,488 |
Dec16 |
151125 |
98.880 |
98.895 |
98.870 |
98.885 |
+0.005 |
227,850 |
1,324,684 |
+16,302 |
Mar17 |
151125 |
98.745 |
98.750 |
98.730 |
98.745 |
+0.005 |
134,655 |
745,615 |
-3,169 |
Jun17 |
151125 |
98.595 |
98.605 |
98.580 |
98.600 |
+0.005 |
103,006 |
649,643 |
-2,146 |
Sep17 |
151125 |
98.465 |
98.475 |
98.445 |
98.470 |
+0.010 |
112,800 |
588,869 |
+1,346 |
Dec17 |
151125 |
98.335 |
98.350 |
98.315 |
98.345 |
+0.015 |
142,995 |
715,189 |
+13,838 |
Mar18 |
151125 |
98.235 |
98.255 |
98.215 |
98.250 |
+0.020 |
96,123 |
377,043 |
-5,388 |
Jun18 |
151125 |
98.140 |
98.160 |
98.120 |
98.155 |
+0.020 |
76,856 |
379,006 |
+2,194 |
Sep18 |
151125 |
98.050 |
98.075 |
98.030 |
98.070 |
+0.020 |
77,866 |
341,067 |
-6,073 |
Dec18 |
151125 |
97.970 |
97.995 |
97.950 |
97.990 |
+0.025 |
78,148 |
328,809 |
+16,398 |
Mar19 |
151125 |
97.910 |
97.930 |
97.885 |
97.925 |
+0.025 |
42,542 |
195,003 |
-120 |
Jun19 |
151125 |
97.840 |
97.865 |
97.825 |
97.860 |
+0.025 |
31,435 |
154,631 |
+1,846 |
Sep19 |
151125 |
97.780 |
97.805 |
97.760 |
97.795 |
+0.020 |
30,865 |
121,085 |
+3,402 |
Dec19 |
151125 |
97.715 |
97.735 |
97.700 |
97.730 |
+0.015 |
23,819 |
126,374 |
+317 |
Mar20 |
151125 |
97.660 |
97.680 |
97.645 |
97.675 |
+0.015 |
28,313 |
81,062 |
+1,450 |
Total Volume and Open Interest |
1,878,473 |
11,163,005 |
-4,986 |
Ultra T-Bond(CBOT) |
Dec15 |
151125 |
157~23 |
158~15 |
157~19 |
158~03 |
+0~12 |
272,577 |
447,788 |
-86,303 |
Mar16 |
151125 |
157~24 |
158~19 |
157~24 |
158~07 |
+0~12 |
212,007 |
294,822 |
+174,310 |
Jun16 |
151125 |
158~07 |
158~07 |
158~07 |
158~07 |
+0~12 |
|
|
|
Total Volume and Open Interest |
484,584 |
742,610 |
+88,007 |
30 Day Federal Funds(CBOT) |
Nov15 |
151125 |
99.880 |
99.882 |
99.880 |
99.880 |
unch |
4,075 |
196,498 |
+1,065 |
Dec15 |
151125 |
99.775 |
99.780 |
99.775 |
99.780 |
unch |
7,958 |
82,788 |
+664 |
Jan16 |
151125 |
99.690 |
99.695 |
99.685 |
99.695 |
unch |
18,650 |
214,178 |
+6,576 |
Feb16 |
151125 |
99.665 |
99.670 |
99.660 |
99.665 |
unch |
27,844 |
109,599 |
+5,643 |
Mar16 |
151125 |
99.605 |
99.610 |
99.600 |
99.605 |
unch |
8,809 |
22,933 |
+2,260 |
Apr16 |
151125 |
99.540 |
99.550 |
99.540 |
99.545 |
unch |
9,002 |
57,223 |
-688 |
Total Volume and Open Interest |
90,832 |
807,820 |
+16,336 |
3-Mth Euro-Yen(CME) |
Dec15 |
151125 |
99.825 |
99.825 |
99.825 |
99.825 |
unch |
|
|
|
Mar16 |
151125 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun16 |
151125 |
99.800 |
99.800 |
99.800 |
99.800 |
unch |
|
|
|
Sep16 |
151125 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec16 |
151125 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
151125 |
99.955 |
99.955 |
99.955 |
99.955 |
unch |
|
|
|
Jun17 |
151125 |
99.815 |
99.815 |
99.815 |
99.815 |
unch |
|
|
|
Sep17 |
151125 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec17 |
151125 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Mar18 |
151125 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec15 |
151126 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
4 |
+0 |
Mar16 |
151126 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Jun16 |
151126 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
|
|
|
Sep16 |
151126 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
|
|
|
Dec16 |
151126 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
4 |
+0 |
Mar17 |
151126 |
99.96 |
99.96 |
99.96 |
99.96 |
unch |
|
|
|
Jun17 |
151126 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
|
|
|
Sep17 |
151126 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
8 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec15 |
151126 |
148.54 |
148.64 |
148.53 |
148.60 |
+0.07 |
1,096 |
20,502 |
-189 |
Mar16 |
151126 |
148.63 |
148.72 |
148.63 |
148.72 |
+0.07 |
18 |
79 |
+18 |
Jun16 |
151126 |
148.16 |
148.16 |
148.16 |
148.16 |
+0.07 |
|
|
|
Total Volume and Open Interest |
1,114 |
20,581 |
-171 |
Euro-Bund(EUREX) |
Dec15 |
151126 |
158.31 |
158.47 |
158.15 |
158.30 |
+0.03 |
700,489 |
1,261,968 |
-18,655 |
Mar16 |
151126 |
160.08 |
160.32 |
160.00 |
160.14 |
+0.04 |
27,837 |
164,134 |
+9,478 |
Jun16 |
151126 |
158.30 |
158.30 |
158.30 |
158.30 |
+0.03 |
|
|
|
Total Volume and Open Interest |
728,326 |
1,426,102 |
-9,177 |
Euro-Bobl(EUREX) |
Dec15 |
151126 |
130.08 |
130.15 |
130.03 |
130.09 |
+0.03 |
502,116 |
1,107,863 |
+5,657 |
Mar16 |
151126 |
131.65 |
131.70 |
131.60 |
131.66 |
+0.04 |
23,036 |
54,785 |
+14,215 |
Jun16 |
151126 |
130.09 |
130.09 |
130.09 |
130.09 |
+0.03 |
|
|
|
Total Volume and Open Interest |
525,152 |
1,162,648 |
+19,872 |
3-Mth Euribor(EUREX) |
Dec15 |
151126 |
100.190 |
100.190 |
100.185 |
100.185 |
-0.005 |
51 |
28,825 |
+0 |
Mar16 |
151126 |
100.230 |
100.230 |
100.230 |
100.230 |
unch |
124 |
5,253 |
+41 |
Jun16 |
151126 |
100.245 |
100.250 |
100.245 |
100.250 |
+0.005 |
133 |
9,966 |
+41 |
Total Volume and Open Interest |
922 |
73,067 |
+92 |
Long Gilt(LIFFE) |
Dec15 |
151126 |
118~03 |
118~18 |
118~03 |
118~18 |
+0~15 |
470,888 |
207,047 |
-203,307 |
Mar16 |
151126 |
117~08 |
117~22 |
117~07 |
117~21 |
+0~15 |
322,790 |
276,062 |
+150,646 |
Total Volume and Open Interest |
793,678 |
483,109 |
-52,661 |
3-Mth Short Sterling(LIFFE) |
Dec15 |
151126 |
99.43 |
99.43 |
99.42 |
99.43 |
unch |
64,603 |
332,940 |
+10,599 |
Mar16 |
151126 |
99.39 |
99.39 |
99.37 |
99.38 |
-0.01 |
44,820 |
415,519 |
-385 |
Jun16 |
151126 |
99.31 |
99.32 |
99.30 |
99.31 |
-0.01 |
46,270 |
488,191 |
+2,050 |
Sep16 |
151126 |
99.22 |
99.23 |
99.21 |
99.22 |
unch |
50,242 |
359,268 |
+304 |
Dec16 |
151126 |
99.12 |
99.12 |
99.10 |
99.11 |
unch |
57,800 |
408,406 |
+7,729 |
Mar17 |
151126 |
99.00 |
99.01 |
98.99 |
99.00 |
unch |
41,036 |
329,174 |
+5,008 |
Total Volume and Open Interest |
487,230 |
3,454,370 |
+42,398 |
3-Mth Euribor(LIFFE) |
Dec15 |
151126 |
100.185 |
100.200 |
100.180 |
100.185 |
-0.005 |
70,650 |
513,092 |
+2,964 |
Mar16 |
151126 |
100.225 |
100.240 |
100.225 |
100.230 |
unch |
62,692 |
391,278 |
+1,665 |
Jun16 |
151126 |
100.240 |
100.260 |
100.240 |
100.245 |
unch |
59,003 |
422,717 |
+10,194 |
Total Volume and Open Interest |
479,286 |
3,882,808 |
+19,782 |
3-Mth Aus T-Bills(SFE) |
Dec15 |
151126 |
97.77 |
97.78 |
97.76 |
97.77 |
unch |
8,564 |
160,116 |
-3,571 |
Mar16 |
151126 |
97.84 |
97.87 |
97.84 |
97.87 |
+0.02 |
16,787 |
210,204 |
+1,109 |
Jun16 |
151126 |
97.89 |
97.92 |
97.88 |
97.92 |
+0.03 |
7,575 |
201,998 |
-850 |
Sep16 |
151126 |
97.89 |
97.93 |
97.89 |
97.93 |
+0.04 |
7,306 |
131,764 |
-1,166 |
Dec16 |
151126 |
97.89 |
97.93 |
97.89 |
97.93 |
+0.04 |
4,094 |
96,422 |
-1,208 |
Mar17 |
151126 |
97.85 |
97.90 |
97.85 |
97.90 |
+0.05 |
3,622 |
62,039 |
-48 |
Jun17 |
151126 |
97.81 |
97.85 |
97.80 |
97.85 |
+0.04 |
2,601 |
44,026 |
+992 |
Sep17 |
151126 |
97.75 |
97.80 |
97.75 |
97.80 |
+0.05 |
1,639 |
39,672 |
+258 |
Dec17 |
151126 |
97.69 |
97.74 |
97.69 |
97.74 |
+0.05 |
163 |
6,646 |
+163 |
Mar18 |
151126 |
97.67 |
97.67 |
97.67 |
97.67 |
+0.05 |
0 |
3,316 |
+0 |
Total Volume and Open Interest |
52,369 |
961,258 |
-4,321 |
10-Year Aus T-Bonds(SFE) |
Dec15 |
151126 |
97.10 |
97.15 |
97.09 |
97.15 |
+0.05 |
96,235 |
815,203 |
+21,890 |
Mar16 |
151126 |
97.15 |
97.15 |
97.15 |
97.15 |
+0.05 |
|
|
|
Total Volume and Open Interest |
96,235 |
815,203 |
+21,890 |
3-Year Aus T-Bonds(SFE) |
Dec15 |
151126 |
97.88 |
97.93 |
97.87 |
97.93 |
+0.04 |
118,920 |
770,678 |
+17,891 |
Mar16 |
151126 |
97.91 |
97.91 |
97.91 |
97.91 |
+0.04 |
|
|
|
Total Volume and Open Interest |
118,920 |
770,678 |
+17,891 |
Gold(CMX) |
Dec15 |
151125 |
1075.0 |
1080.4 |
1067.1 |
1070.0 |
-3.8 |
178,092 |
101,283 |
-31,877 |
Feb16 |
151125 |
1074.8 |
1079.9 |
1066.8 |
1069.7 |
-3.6 |
69,604 |
216,843 |
+26,841 |
Apr16 |
151125 |
1075.0 |
1080.5 |
1067.6 |
1070.5 |
-3.6 |
7,307 |
31,558 |
+2,788 |
Jun16 |
151125 |
1078.3 |
1081.1 |
1069.0 |
1071.4 |
-3.6 |
2,994 |
23,017 |
+347 |
Aug16 |
151125 |
1077.1 |
1077.1 |
1070.7 |
1072.3 |
-3.6 |
424 |
9,295 |
+50 |
Oct16 |
151125 |
1075.4 |
1075.5 |
1073.3 |
1073.3 |
-3.5 |
31 |
2,765 |
+29 |
Dec16 |
151125 |
1083.0 |
1083.3 |
1072.8 |
1074.4 |
-3.5 |
657 |
15,238 |
+364 |
Feb17 |
151125 |
1075.6 |
1075.6 |
1075.6 |
1075.6 |
-3.4 |
5 |
339 |
+0 |
Apr17 |
151125 |
1077.0 |
1077.0 |
1077.0 |
1077.0 |
-3.3 |
0 |
684 |
+0 |
Jun17 |
151125 |
1087.3 |
1087.3 |
1078.5 |
1078.5 |
-3.2 |
246 |
4,771 |
+142 |
Aug17 |
151125 |
1080.1 |
1080.1 |
1080.1 |
1080.1 |
-3.2 |
50 |
50 |
+50 |
Total Volume and Open Interest |
259,995 |
417,546 |
-1,079 |
Silver(CMX) |
Dec15 |
151125 |
1416.0 |
1424.0 |
1399.5 |
1415.8 |
-0.1 |
58,075 |
43,067 |
-12,477 |
Mar16 |
151125 |
1419.0 |
1426.5 |
1403.0 |
1417.5 |
-1.3 |
26,147 |
99,940 |
+12,171 |
May16 |
151125 |
1421.0 |
1428.0 |
1409.0 |
1420.5 |
-1.3 |
1,825 |
8,166 |
+745 |
Jul16 |
151125 |
1426.0 |
1426.0 |
1414.5 |
1423.7 |
-1.2 |
571 |
7,343 |
-106 |
Sep16 |
151125 |
1422.0 |
1427.1 |
1422.0 |
1427.1 |
-1.1 |
564 |
3,362 |
+275 |
Dec16 |
151125 |
1431.0 |
1433.0 |
1423.5 |
1431.8 |
-1.0 |
489 |
7,277 |
-61 |
Mar17 |
151125 |
1436.8 |
1436.8 |
1436.8 |
1436.8 |
-0.9 |
0 |
9 |
+0 |
Total Volume and Open Interest |
88,186 |
174,199 |
+675 |
Platinum(NYMEX) |
Jan16 |
151125 |
843.5 |
849.6 |
833.5 |
843.9 |
+2.2 |
8,424 |
66,040 |
-432 |
Apr16 |
151125 |
846.0 |
849.2 |
834.1 |
844.5 |
+2.4 |
459 |
6,492 |
+285 |
Jul16 |
151125 |
842.7 |
845.9 |
842.5 |
845.9 |
+2.4 |
11 |
1,868 |
+10 |
Oct16 |
151125 |
843.0 |
847.1 |
843.0 |
847.1 |
+2.4 |
0 |
14 |
+0 |
Total Volume and Open Interest |
8,916 |
74,462 |
-131 |
Palladium(NYMEX) |
Dec15 |
151125 |
539.05 |
561.40 |
528.05 |
551.30 |
+9.80 |
11,461 |
9,300 |
-5,238 |
Mar16 |
151125 |
540.00 |
562.05 |
528.65 |
552.00 |
+9.75 |
8,987 |
18,722 |
+5,741 |
Jun16 |
151125 |
542.00 |
560.10 |
542.00 |
552.45 |
+9.75 |
5 |
44 |
+0 |
Total Volume and Open Interest |
20,454 |
28,084 |
+504 |
Copper(CMX) |
Dec15 |
151125 |
205.60 |
206.50 |
202.80 |
204.60 |
-0.85 |
77,608 |
34,538 |
-14,224 |
Mar16 |
151125 |
206.70 |
207.70 |
203.95 |
204.90 |
-2.00 |
40,133 |
115,417 |
+10,006 |
May16 |
151125 |
207.10 |
207.35 |
205.00 |
205.50 |
-2.05 |
1,969 |
16,705 |
+544 |
Jul16 |
151125 |
208.25 |
208.25 |
205.95 |
206.15 |
-1.95 |
440 |
11,972 |
+16 |
Sep16 |
151125 |
208.35 |
209.35 |
206.05 |
206.70 |
-1.95 |
134 |
2,105 |
-17 |
Total Volume and Open Interest |
121,709 |
190,587 |
-3,864 |
E-mini DJIA Index(CBOT) |
Dec15 |
151125 |
17764 |
17833 |
17743 |
17802 |
+37 |
89,886 |
98,513 |
+232 |
Mar16 |
151125 |
17683 |
17752 |
17675 |
17727 |
+39 |
376 |
3,678 |
+260 |
Jun16 |
151125 |
17645 |
17645 |
17645 |
17645 |
+39 |
0 |
17 |
+0 |
Sep16 |
151125 |
17548 |
17548 |
17548 |
17548 |
+39 |
0 |
56 |
+0 |
Total Volume and Open Interest |
90,262 |
102,264 |
+492 |
S & P 500(CME) |
Dec15 |
151125 |
2084.60 |
2092.10 |
2082.90 |
2088.10 |
+3.40 |
1,807 |
95,606 |
+451 |
Mar16 |
151125 |
2079.50 |
2083.60 |
2076.60 |
2081.00 |
+3.40 |
88 |
4,136 |
+65 |
Jun16 |
151125 |
2074.20 |
2076.70 |
2069.70 |
2074.20 |
+3.50 |
3 |
3,453 |
+0 |
Sep16 |
151125 |
2068.40 |
2070.90 |
2063.90 |
2068.40 |
+3.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,898 |
103,196 |
+516 |
S & P 500 E-Mini(Globex) |
Dec15 |
151125 |
2084.00 |
2092.50 |
2082.25 |
2088.00 |
+3.25 |
976,103 |
2,759,407 |
+7,853 |
Mar16 |
151125 |
2078.25 |
2085.25 |
2075.50 |
2081.00 |
+3.50 |
8,559 |
108,560 |
+5,520 |
Jun16 |
151125 |
2072.00 |
2078.25 |
2069.25 |
2074.25 |
+3.50 |
82 |
6,834 |
+47 |
Sep16 |
151125 |
2068.50 |
2068.50 |
2068.40 |
2068.50 |
+3.50 |
10 |
44 |
+10 |
Total Volume and Open Interest |
984,754 |
2,874,851 |
+13,430 |
NASDAQ 100 E-Mini(Globex) |
Dec15 |
151125 |
4665.00 |
4684.50 |
4659.50 |
4677.30 |
+11.30 |
163,322 |
330,480 |
-3,361 |
Mar16 |
151125 |
4670.50 |
4679.80 |
4656.30 |
4673.50 |
+11.70 |
266 |
5,265 |
-48 |
Jun16 |
151125 |
4663.00 |
4667.30 |
4663.00 |
4667.30 |
+11.80 |
0 |
228 |
+0 |
Total Volume and Open Interest |
163,588 |
336,050 |
-3,409 |
S&P Midcap 400(CME) e-Mini |
Dec15 |
151125 |
1456.90 |
1465.10 |
1455.00 |
1464.70 |
+7.30 |
12,532 |
86,143 |
-7 |
Mar16 |
151125 |
1457.70 |
1459.70 |
1457.70 |
1459.70 |
+7.30 |
0 |
27 |
+0 |
Jun16 |
151125 |
1451.60 |
1451.60 |
1451.60 |
1451.60 |
+7.30 |
|
|
|
Total Volume and Open Interest |
12,532 |
86,182 |
-7 |
Volatility Index(CBOE) |
Nov15 |
151117 |
18.15 |
19.80 |
17.54 |
18.95 |
+0.87 |
104,559 |
91,679 |
-12,880 |
Dec15 |
151125 |
17.40 |
17.62 |
16.75 |
16.77 |
-0.66 |
58,668 |
154,580 |
-3,300 |
Jan16 |
151125 |
18.30 |
18.45 |
17.75 |
17.78 |
-0.55 |
25,922 |
46,416 |
+7,202 |
Feb16 |
151125 |
18.90 |
19.05 |
18.51 |
18.53 |
-0.40 |
9,159 |
25,178 |
-174 |
Total Volume and Open Interest |
107,226 |
271,610 |
+3,756 |
Russell 2000(ICE) |
Dec15 |
151126 |
1197.90 |
1204.80 |
1196.80 |
1196.90 |
unch |
80,730 |
378,914 |
+1,637 |
Mar16 |
151126 |
1197.00 |
1199.40 |
1191.90 |
1191.90 |
unch |
212 |
17,166 |
+146 |
Jun16 |
151126 |
1188.20 |
1188.20 |
1188.20 |
1188.20 |
unch |
|
|
|
Total Volume and Open Interest |
80,942 |
396,081 |
+1,783 |
Nikkei 225(CME) |
Dec15 |
151125 |
19910 |
19955 |
19805 |
19945 |
+35 |
5,861 |
54,905 |
-96 |
Mar16 |
151125 |
19930 |
20000 |
19860 |
19995 |
+35 |
61 |
183 |
+19 |
Total Volume and Open Interest |
5,922 |
55,089 |
-77 |
Nikkei 225(SGX) |
Dec15 |
151126 |
19855 |
20000 |
19815 |
19940 |
+90 |
52,579 |
256,288 |
+1,459 |
Mar16 |
151126 |
19865 |
19970 |
19865 |
19915 |
+95 |
422 |
2,968 |
+304 |
Jun16 |
151126 |
19800 |
19800 |
19800 |
19800 |
+90 |
0 |
205 |
+0 |
Total Volume and Open Interest |
53,002 |
268,792 |
+1,764 |
CAC 40(EURONEXT) |
Dec15 |
151126 |
4887.0 |
4955.5 |
4879.0 |
4944.5 |
+53.0 |
128,548 |
289,524 |
+16,635 |
Jan16 |
151126 |
4888.5 |
4949.5 |
4888.5 |
4940.5 |
+53.0 |
287 |
573 |
+268 |
Feb16 |
151126 |
4934.0 |
4934.0 |
4934.0 |
4934.0 |
+53.0 |
|
|
|
Total Volume and Open Interest |
129,021 |
290,688 |
+17,084 |
Hang Seng Index(HKFE) |
Nov15 |
151126 |
22495 |
23055 |
22435 |
22525 |
+31 |
137,762 |
74,650 |
-10,287 |
Dec15 |
151126 |
22521 |
23100 |
22450 |
22527 |
+14 |
42,909 |
45,137 |
+24,516 |
Total Volume and Open Interest |
180,889 |
123,590 |
+14,319 |
DAX(EUREX) |
Dec15 |
151126 |
11175.5 |
11369.0 |
11163.0 |
11315.0 |
+150.5 |
116,852 |
140,126 |
-8 |
Mar16 |
151126 |
11186.0 |
11366.0 |
11177.5 |
11324.0 |
+151.5 |
1,148 |
24,255 |
+176 |
Jun16 |
151126 |
11246.0 |
11400.0 |
11243.5 |
11351.0 |
+151.0 |
10 |
2,078 |
+0 |
Total Volume and Open Interest |
118,010 |
166,459 |
+168 |
FT-SE 100(EURONEXT) |
Dec15 |
151126 |
6343.50 |
6402.00 |
6333.00 |
6396.50 |
+61.50 |
103,457 |
569,000 |
-11,426 |
Mar16 |
151126 |
6300.50 |
6351.00 |
6292.50 |
6350.00 |
+62.00 |
326 |
10,955 |
+90 |
Jun16 |
151126 |
6300.00 |
6300.00 |
6300.00 |
6300.00 |
+62.00 |
0 |
1,759 |
+0 |
Total Volume and Open Interest |
103,783 |
581,714 |
-11,336 |
SPI 200(SFE) |
Dec15 |
151126 |
5209.0 |
5264.0 |
5180.0 |
5226.0 |
+21.0 |
27,583 |
263,845 |
-2,111 |
Mar16 |
151126 |
5138.0 |
5193.0 |
5128.0 |
5171.0 |
+21.0 |
41 |
5,054 |
+12 |
Jun16 |
151126 |
5161.0 |
5161.0 |
5161.0 |
5161.0 |
+21.0 |
0 |
1,178 |
+0 |
Total Volume and Open Interest |
27,625 |
271,153 |
-2,099 |
FTSE MIB(ISE) |
Dec15 |
151126 |
22375.00 |
22620.00 |
22330.00 |
22565.00 |
+221.00 |
38,136 |
69,471 |
-732 |
Mar16 |
151126 |
22375.00 |
22630.00 |
22375.00 |
22585.00 |
+224.00 |
61 |
1,312 |
+21 |
Jun16 |
151126 |
22166.00 |
22166.00 |
22166.00 |
22166.00 |
+224.00 |
|
|
|
Total Volume and Open Interest |
38,197 |
70,783 |
-711 |
KOSPI 200(KFE) |
Dec15 |
151126 |
250.45 |
250.55 |
250.30 |
250.30 |
+2.95 |
90,060 |
111,991 |
+957 |
Mar16 |
151126 |
248.15 |
248.25 |
248.10 |
248.10 |
+2.80 |
643 |
4,333 |
+149 |
Jun16 |
151126 |
248.90 |
248.90 |
248.85 |
248.85 |
+2.70 |
3 |
674 |
+12 |
Total Volume and Open Interest |
90,706 |
118,374 |
+1,148 |
GSCI(CME) |
Dec15 |
151125 |
339.30 |
344.30 |
338.80 |
343.65 |
-0.20 |
42 |
13,385 |
-20 |
Jan16 |
151125 |
347.60 |
347.60 |
344.10 |
347.60 |
-0.25 |
30 |
55 |
+30 |
Feb16 |
151125 |
351.60 |
351.60 |
351.60 |
351.60 |
-0.25 |
|
|
|
Total Volume and Open Interest |
72 |
13,440 |
+10 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|