|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu December 31, 2015 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan16 |
151231 |
875.00 |
879.25 |
870.00 |
871.25 |
-4.25 |
55,929 |
27,996 |
-13,809 |
Mar16 |
151231 |
868.75 |
873.00 |
863.00 |
864.25 |
-6.00 |
114,422 |
303,007 |
+7,352 |
May16 |
151231 |
874.00 |
878.75 |
868.50 |
869.50 |
-6.25 |
30,117 |
115,878 |
+3,673 |
Jul16 |
151231 |
881.00 |
886.00 |
876.00 |
876.75 |
-6.25 |
18,566 |
96,778 |
+2,991 |
Aug16 |
151231 |
886.50 |
888.25 |
878.50 |
879.50 |
-6.50 |
3,345 |
12,463 |
+58 |
Sep16 |
151231 |
882.75 |
883.00 |
878.75 |
879.50 |
-6.00 |
379 |
3,490 |
+78 |
Nov16 |
151231 |
887.50 |
890.25 |
881.50 |
882.75 |
-5.50 |
3,921 |
81,787 |
+282 |
Jan17 |
151231 |
890.75 |
890.75 |
887.25 |
888.50 |
-5.25 |
53 |
655 |
-8 |
Mar17 |
151231 |
891.00 |
891.75 |
891.00 |
891.75 |
-5.75 |
28 |
1,530 |
-2 |
May17 |
151231 |
895.00 |
895.75 |
895.00 |
895.75 |
-5.50 |
2 |
849 |
+0 |
Jul17 |
151231 |
901.50 |
901.50 |
901.50 |
901.50 |
-5.25 |
1 |
981 |
+0 |
Aug17 |
151231 |
899.25 |
899.25 |
899.25 |
899.25 |
-5.25 |
0 |
40 |
+0 |
Sep17 |
151231 |
894.00 |
894.00 |
894.00 |
894.00 |
-5.25 |
0 |
24 |
+0 |
Nov17 |
151231 |
897.25 |
897.25 |
891.75 |
891.75 |
-5.50 |
0 |
1,164 |
+0 |
Total Volume and Open Interest |
226,763 |
646,657 |
+615 |
Soybean Meal(CBOT) |
Jan16 |
151231 |
265.50 |
266.70 |
263.90 |
264.30 |
-1.50 |
16,070 |
8,767 |
-4,764 |
Mar16 |
151231 |
267.20 |
268.20 |
265.00 |
265.50 |
-2.10 |
30,208 |
183,356 |
+2,748 |
May16 |
151231 |
270.70 |
271.50 |
268.50 |
269.00 |
-2.10 |
5,303 |
72,527 |
+473 |
Jul16 |
151231 |
274.30 |
275.00 |
272.00 |
272.50 |
-2.00 |
3,884 |
54,762 |
-12 |
Aug16 |
151231 |
275.80 |
276.60 |
273.80 |
274.20 |
-1.90 |
993 |
16,484 |
+258 |
Sep16 |
151231 |
278.00 |
278.10 |
275.20 |
275.70 |
-1.70 |
350 |
13,855 |
+99 |
Oct16 |
151231 |
277.80 |
278.10 |
276.10 |
276.50 |
-1.70 |
331 |
10,843 |
+45 |
Dec16 |
151231 |
279.50 |
280.20 |
277.50 |
278.00 |
-1.60 |
1,517 |
33,777 |
+177 |
Jan17 |
151231 |
281.40 |
281.40 |
279.30 |
279.40 |
-1.60 |
74 |
1,644 |
+19 |
Mar17 |
151231 |
281.10 |
281.10 |
280.30 |
280.30 |
-2.00 |
109 |
2,193 |
+49 |
Total Volume and Open Interest |
58,852 |
400,372 |
-900 |
Soybean Oil(CBOT) |
Jan16 |
151231 |
30.81 |
30.86 |
30.34 |
30.55 |
-0.29 |
20,073 |
10,929 |
-7,159 |
Mar16 |
151231 |
31.04 |
31.13 |
30.55 |
30.75 |
-0.32 |
43,524 |
172,166 |
+2,903 |
May16 |
151231 |
31.17 |
31.29 |
30.77 |
30.96 |
-0.32 |
6,229 |
81,966 |
+361 |
Jul16 |
151231 |
31.42 |
31.50 |
31.01 |
31.18 |
-0.31 |
4,209 |
57,077 |
+304 |
Aug16 |
151231 |
31.40 |
31.50 |
31.09 |
31.21 |
-0.30 |
864 |
9,185 |
+258 |
Sep16 |
151231 |
31.47 |
31.47 |
31.05 |
31.22 |
-0.32 |
248 |
9,165 |
+6 |
Oct16 |
151231 |
31.44 |
31.44 |
31.05 |
31.20 |
-0.30 |
303 |
8,823 |
-4 |
Dec16 |
151231 |
31.58 |
31.60 |
31.05 |
31.24 |
-0.33 |
1,783 |
31,188 |
+328 |
Jan17 |
151231 |
31.44 |
31.60 |
31.42 |
31.49 |
-0.31 |
45 |
1,916 |
-2 |
Mar17 |
151231 |
31.67 |
31.80 |
31.51 |
31.69 |
-0.31 |
27 |
1,742 |
+3 |
Total Volume and Open Interest |
77,527 |
386,848 |
-2,840 |
Canola(WCE) |
Jan16 |
151231 |
483.5 |
483.5 |
476.5 |
476.5 |
-5.0 |
4,791 |
5,022 |
-4,366 |
Mar16 |
151231 |
490.5 |
491.5 |
484.2 |
486.5 |
-5.0 |
14,115 |
131,495 |
+5,923 |
May16 |
151231 |
494.5 |
494.5 |
488.2 |
490.6 |
-5.1 |
1,924 |
15,220 |
+559 |
Jul16 |
151231 |
494.4 |
494.4 |
489.3 |
492.0 |
-5.0 |
938 |
17,126 |
-111 |
Nov16 |
151231 |
487.5 |
490.1 |
485.8 |
488.4 |
-3.5 |
153 |
13,627 |
+81 |
Total Volume and Open Interest |
21,953 |
183,197 |
+2,098 |
Corn(CBOT) |
Mar16 |
151231 |
358.50 |
360.25 |
357.50 |
358.75 |
-0.25 |
123,500 |
704,409 |
+8,190 |
May16 |
151231 |
365.00 |
366.00 |
363.50 |
364.50 |
-0.75 |
34,185 |
205,087 |
+3,573 |
Jul16 |
151231 |
371.00 |
372.25 |
369.75 |
370.50 |
-1.00 |
17,202 |
174,350 |
+2,427 |
Sep16 |
151231 |
375.50 |
376.75 |
374.00 |
375.25 |
-0.50 |
3,642 |
73,287 |
+656 |
Dec16 |
151231 |
383.00 |
384.25 |
381.75 |
383.00 |
-0.25 |
10,965 |
140,900 |
+2,347 |
Mar17 |
151231 |
393.00 |
394.00 |
391.75 |
393.00 |
-0.25 |
476 |
8,781 |
+109 |
May17 |
151231 |
399.00 |
399.25 |
398.25 |
399.25 |
-0.50 |
42 |
2,033 |
+21 |
Jul17 |
151231 |
404.25 |
404.50 |
403.00 |
403.50 |
-0.75 |
43 |
2,701 |
-4 |
Sep17 |
151231 |
400.00 |
400.00 |
399.50 |
399.50 |
-1.25 |
8 |
1,283 |
-4 |
Dec17 |
151231 |
400.00 |
400.25 |
397.75 |
398.75 |
-1.50 |
173 |
4,366 |
+112 |
Total Volume and Open Interest |
190,268 |
1,317,814 |
+17,459 |
Wheat(CBOT) |
Mar16 |
151231 |
469.75 |
472.50 |
468.75 |
470.00 |
+0.25 |
36,636 |
214,801 |
-1,249 |
May16 |
151231 |
476.50 |
479.00 |
475.50 |
476.50 |
unch |
6,459 |
51,677 |
+37 |
Jul16 |
151231 |
484.50 |
485.75 |
482.25 |
483.25 |
-0.25 |
6,964 |
58,180 |
+803 |
Sep16 |
151231 |
492.75 |
495.00 |
492.00 |
492.25 |
-0.75 |
807 |
12,115 |
+240 |
Dec16 |
151231 |
506.75 |
509.50 |
506.50 |
507.50 |
+0.50 |
1,798 |
21,788 |
+657 |
Mar17 |
151231 |
518.50 |
519.25 |
518.50 |
519.25 |
+0.50 |
78 |
2,142 |
-59 |
Total Volume and Open Interest |
52,742 |
360,825 |
+429 |
Wheat(KCBT) |
Mar16 |
151231 |
465.75 |
469.75 |
464.25 |
468.50 |
+3.00 |
9,048 |
103,782 |
-60 |
May16 |
151231 |
476.75 |
479.50 |
474.50 |
478.75 |
+3.25 |
1,851 |
22,458 |
+84 |
Jul16 |
151231 |
486.25 |
489.25 |
484.75 |
488.75 |
+2.75 |
1,657 |
43,573 |
-306 |
Sep16 |
151231 |
500.25 |
503.00 |
499.50 |
503.00 |
+2.75 |
239 |
6,965 |
-13 |
Dec16 |
151231 |
520.50 |
523.75 |
519.50 |
523.75 |
+3.50 |
587 |
11,906 |
+202 |
Mar17 |
151231 |
535.00 |
538.50 |
535.00 |
538.50 |
+3.25 |
214 |
1,381 |
+108 |
Total Volume and Open Interest |
13,598 |
190,323 |
+15 |
Wheat(MGE) |
Mar16 |
151231 |
491.50 |
495.00 |
491.50 |
493.25 |
+1.00 |
2,986 |
32,845 |
-240 |
May16 |
151231 |
500.00 |
503.75 |
500.00 |
502.00 |
+1.00 |
451 |
13,865 |
-24 |
Jul16 |
151231 |
512.00 |
514.00 |
511.00 |
512.50 |
+1.25 |
654 |
11,529 |
+69 |
Sep16 |
151231 |
523.75 |
525.50 |
523.50 |
524.25 |
+1.25 |
426 |
6,094 |
+3 |
Dec16 |
151231 |
540.25 |
541.50 |
540.25 |
540.50 |
+0.50 |
427 |
4,621 |
+132 |
Total Volume and Open Interest |
5,045 |
69,366 |
-3 |
Oats(CBOT) |
Mar16 |
151231 |
219.50 |
220.25 |
217.00 |
217.25 |
-1.00 |
244 |
7,236 |
-10 |
May16 |
151231 |
220.50 |
220.75 |
219.50 |
219.50 |
-1.00 |
7 |
1,423 |
+6 |
Jul16 |
151231 |
224.00 |
225.00 |
223.50 |
223.50 |
-0.75 |
7 |
429 |
+0 |
Sep16 |
151231 |
230.00 |
230.25 |
230.00 |
230.25 |
unch |
0 |
10 |
+0 |
Total Volume and Open Interest |
262 |
9,214 |
-2 |
Rough Rice(CBOT) |
Jan16 |
151231 |
11.53 |
11.56 |
11.49 |
11.56 |
+0.02 |
1,032 |
1,589 |
-724 |
Mar16 |
151231 |
11.81 |
11.86 |
11.68 |
11.84 |
+0.02 |
2,121 |
9,080 |
+221 |
May16 |
151231 |
11.99 |
12.14 |
11.99 |
12.12 |
+0.02 |
276 |
2,582 |
+1 |
Jul16 |
151231 |
12.38 |
12.39 |
12.38 |
12.39 |
+0.02 |
14 |
920 |
-1 |
Total Volume and Open Interest |
3,465 |
14,275 |
-490 |
Live Cattle(CME) |
Dec15 |
151231 |
135.685 |
135.800 |
135.600 |
135.800 |
+2.800 |
493 |
168 |
-320 |
Feb16 |
151231 |
136.630 |
137.000 |
136.075 |
136.800 |
+0.100 |
14,504 |
105,818 |
-673 |
Apr16 |
151231 |
137.985 |
138.285 |
137.130 |
137.985 |
-0.065 |
6,197 |
69,194 |
+711 |
Jun16 |
151231 |
127.800 |
128.100 |
127.100 |
127.800 |
+0.015 |
3,596 |
51,464 |
+161 |
Aug16 |
151231 |
123.000 |
123.900 |
123.000 |
123.680 |
+0.130 |
2,276 |
17,987 |
+375 |
Oct16 |
151231 |
124.680 |
125.035 |
124.250 |
124.800 |
+0.015 |
1,221 |
9,544 |
-254 |
Total Volume and Open Interest |
28,903 |
262,818 |
+128 |
Feeder Cattle(CME) |
Jan16 |
151231 |
166.650 |
167.850 |
166.035 |
166.900 |
+0.950 |
1,547 |
7,465 |
-367 |
Mar16 |
151231 |
162.050 |
163.800 |
161.685 |
163.650 |
+2.020 |
2,411 |
14,084 |
+364 |
Apr16 |
151231 |
162.350 |
163.700 |
161.950 |
163.535 |
+1.300 |
685 |
3,322 |
+97 |
May16 |
151231 |
163.600 |
164.200 |
162.650 |
163.850 |
+0.950 |
577 |
5,032 |
-53 |
Aug16 |
151231 |
165.000 |
165.400 |
164.035 |
165.285 |
+0.885 |
355 |
3,697 |
+63 |
Sep16 |
151231 |
162.750 |
163.330 |
162.080 |
163.300 |
+1.050 |
65 |
421 |
+17 |
Oct16 |
151231 |
160.380 |
160.380 |
159.850 |
160.200 |
+0.850 |
46 |
268 |
-6 |
Total Volume and Open Interest |
5,699 |
34,560 |
+114 |
Lean Hogs(CME) |
Feb16 |
151231 |
59.850 |
60.080 |
59.250 |
59.800 |
+0.015 |
9,263 |
73,815 |
-471 |
Apr16 |
151231 |
66.035 |
66.080 |
65.400 |
65.950 |
-0.085 |
4,332 |
41,529 |
+515 |
May16 |
151231 |
73.700 |
73.700 |
73.450 |
73.650 |
-0.280 |
32 |
941 |
+21 |
Jun16 |
151231 |
78.035 |
78.135 |
77.535 |
78.000 |
-0.150 |
2,555 |
24,848 |
+402 |
Jul16 |
151231 |
77.730 |
77.900 |
77.350 |
77.850 |
+0.020 |
671 |
7,963 |
-115 |
Aug16 |
151231 |
76.730 |
77.135 |
76.480 |
76.980 |
+0.130 |
694 |
7,880 |
+365 |
Oct16 |
151231 |
65.550 |
65.635 |
65.150 |
65.600 |
+0.050 |
297 |
5,460 |
+34 |
Dec16 |
151231 |
61.250 |
61.400 |
60.950 |
61.400 |
+0.020 |
61 |
3,771 |
-15 |
Total Volume and Open Interest |
17,912 |
166,456 |
+743 |
Class III Milk(CME) |
Dec15 |
151229 |
14.48 |
14.48 |
14.46 |
14.47 |
unch |
164 |
3,904 |
-70 |
Jan16 |
151231 |
13.60 |
13.62 |
13.53 |
13.56 |
-0.05 |
251 |
4,106 |
-80 |
Feb16 |
151231 |
13.92 |
13.94 |
13.71 |
13.75 |
-0.12 |
281 |
4,238 |
+84 |
Mar16 |
151231 |
14.31 |
14.31 |
14.14 |
14.18 |
-0.11 |
135 |
3,471 |
+5 |
Apr16 |
151231 |
14.58 |
14.60 |
14.53 |
14.54 |
-0.04 |
50 |
2,811 |
+16 |
May16 |
151231 |
14.88 |
14.92 |
14.85 |
14.85 |
-0.03 |
110 |
2,645 |
+18 |
Jun16 |
151231 |
15.23 |
15.24 |
15.20 |
15.20 |
-0.02 |
103 |
2,403 |
+29 |
Jul16 |
151231 |
15.70 |
15.70 |
15.65 |
15.65 |
-0.05 |
22 |
1,997 |
+12 |
Aug16 |
151231 |
16.17 |
16.18 |
16.10 |
16.11 |
+0.01 |
14 |
1,851 |
+0 |
Sep16 |
151231 |
16.34 |
16.36 |
16.34 |
16.35 |
-0.08 |
35 |
1,823 |
+2 |
Oct16 |
151231 |
16.39 |
16.41 |
16.39 |
16.40 |
-0.03 |
53 |
1,461 |
+22 |
Nov16 |
151231 |
16.28 |
16.30 |
16.28 |
16.29 |
-0.06 |
102 |
1,331 |
-8 |
Dec16 |
151231 |
16.31 |
16.31 |
16.21 |
16.21 |
-0.06 |
67 |
1,267 |
+7 |
Total Volume and Open Interest |
1,225 |
29,809 |
-3,831 |
Cocoa(ICE) |
Mar16 |
151231 |
3229 |
3235 |
3188 |
3211 |
-18 |
9,641 |
96,831 |
-847 |
May16 |
151231 |
3219 |
3231 |
3186 |
3207 |
-18 |
3,216 |
44,885 |
-151 |
Jul16 |
151231 |
3220 |
3222 |
3181 |
3203 |
-17 |
993 |
23,752 |
-95 |
Sep16 |
151231 |
3213 |
3213 |
3174 |
3198 |
-16 |
768 |
18,737 |
+37 |
Dec16 |
151231 |
3192 |
3192 |
3156 |
3180 |
-14 |
30 |
11,098 |
-7 |
Mar17 |
151231 |
3171 |
3171 |
3132 |
3155 |
-18 |
20 |
19,724 |
+0 |
May17 |
151231 |
3148 |
3148 |
3148 |
3148 |
-18 |
0 |
1,543 |
+0 |
Total Volume and Open Interest |
14,668 |
221,804 |
-1,063 |
Coffee "C"(ICE) |
Mar16 |
151231 |
123.80 |
126.80 |
123.65 |
126.70 |
+3.05 |
10,573 |
88,727 |
-710 |
May16 |
151231 |
126.00 |
128.90 |
125.70 |
128.80 |
+3.05 |
1,252 |
33,816 |
+311 |
Jul16 |
151231 |
128.00 |
130.80 |
127.80 |
130.75 |
+3.05 |
604 |
19,540 |
+21 |
Sep16 |
151231 |
129.70 |
132.60 |
129.70 |
132.55 |
+3.10 |
246 |
10,344 |
+20 |
Dec16 |
151231 |
133.85 |
135.10 |
133.70 |
135.05 |
+3.10 |
184 |
12,872 |
+80 |
Mar17 |
151231 |
136.20 |
137.30 |
136.20 |
137.30 |
+3.00 |
66 |
3,318 |
+10 |
Total Volume and Open Interest |
12,945 |
172,364 |
-266 |
Orange Juice(ICE) |
Jan16 |
151231 |
139.50 |
141.70 |
139.50 |
140.00 |
+1.50 |
390 |
869 |
-320 |
Mar16 |
151231 |
143.70 |
146.40 |
143.00 |
144.65 |
+1.30 |
765 |
11,436 |
+208 |
May16 |
151231 |
144.80 |
145.65 |
143.25 |
144.60 |
+1.10 |
21 |
1,380 |
+14 |
Jul16 |
151231 |
144.50 |
144.50 |
144.50 |
144.50 |
+0.90 |
0 |
461 |
+0 |
Sep16 |
151231 |
144.90 |
144.90 |
144.90 |
144.90 |
+0.80 |
0 |
88 |
+0 |
Nov16 |
151231 |
144.90 |
144.90 |
144.90 |
144.90 |
+0.80 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,176 |
14,241 |
-98 |
Sugar #11(ICE) |
Mar16 |
151231 |
15.17 |
15.44 |
15.12 |
15.24 |
+0.09 |
31,862 |
383,926 |
-4,674 |
May16 |
151231 |
14.77 |
15.06 |
14.76 |
14.92 |
+0.16 |
6,887 |
183,213 |
-35 |
Jul16 |
151231 |
14.48 |
14.80 |
14.48 |
14.64 |
+0.16 |
3,446 |
132,074 |
+875 |
Oct16 |
151231 |
14.53 |
14.87 |
14.53 |
14.68 |
+0.15 |
1,403 |
74,360 |
-159 |
Mar17 |
151231 |
14.96 |
15.28 |
14.96 |
15.10 |
+0.14 |
507 |
44,672 |
+190 |
May17 |
151231 |
14.83 |
15.03 |
14.83 |
14.87 |
+0.14 |
20 |
9,033 |
-6 |
Jul17 |
151231 |
14.54 |
14.79 |
14.54 |
14.61 |
+0.14 |
18 |
13,979 |
-6 |
Oct17 |
151231 |
14.46 |
14.69 |
14.46 |
14.54 |
+0.16 |
16 |
11,174 |
-2 |
Total Volume and Open Interest |
44,165 |
859,958 |
-3,821 |
London Cocoa(LCE) |
Mar16 |
151231 |
2248 |
2270 |
2235 |
2262 |
+11 |
6,506 |
85,543 |
-2,262 |
May16 |
151231 |
2240 |
2261 |
2229 |
2255 |
+10 |
2,943 |
34,213 |
+221 |
Jul16 |
151231 |
2237 |
2258 |
2226 |
2252 |
+11 |
1,562 |
41,564 |
-282 |
Sep16 |
151231 |
2232 |
2249 |
2215 |
2243 |
+9 |
232 |
36,292 |
-19 |
Dec16 |
151231 |
2203 |
2212 |
2186 |
2212 |
+7 |
58 |
24,420 |
+4 |
Mar17 |
151231 |
2175 |
2183 |
2161 |
2183 |
+3 |
18 |
28,578 |
+3 |
May17 |
151231 |
2179 |
2179 |
2179 |
2179 |
+3 |
0 |
557 |
+0 |
Total Volume and Open Interest |
11,319 |
251,310 |
-2,335 |
London Sugar(LCE) |
Mar16 |
151231 |
419.50 |
424.00 |
419.00 |
422.20 |
+3.20 |
4,806 |
42,195 |
+589 |
May16 |
151231 |
416.00 |
418.90 |
415.00 |
417.80 |
+2.70 |
1,322 |
20,191 |
+290 |
Aug16 |
151231 |
410.80 |
412.80 |
409.80 |
412.10 |
+2.20 |
371 |
10,657 |
+94 |
Oct16 |
151231 |
408.00 |
409.00 |
407.50 |
408.30 |
+1.10 |
259 |
6,157 |
+134 |
Dec16 |
151231 |
409.00 |
409.50 |
408.80 |
408.80 |
+0.50 |
20 |
2,129 |
-1 |
Total Volume and Open Interest |
6,781 |
83,502 |
+1,106 |
Cotton(ICE) |
Mar16 |
151231 |
63.91 |
63.91 |
63.05 |
63.28 |
-0.69 |
8,564 |
123,590 |
-666 |
May16 |
151231 |
64.47 |
64.67 |
63.84 |
64.11 |
-0.60 |
2,191 |
31,471 |
+693 |
Jul16 |
151231 |
65.10 |
65.29 |
64.49 |
64.79 |
-0.56 |
1,385 |
16,577 |
+116 |
Oct16 |
151231 |
64.41 |
64.41 |
64.41 |
64.41 |
-0.50 |
0 |
3 |
+0 |
Dec16 |
151231 |
64.75 |
65.09 |
64.41 |
64.72 |
-0.38 |
154 |
11,158 |
+95 |
Mar17 |
151231 |
64.99 |
64.99 |
64.99 |
64.99 |
-0.38 |
1 |
431 |
+1 |
Total Volume and Open Interest |
12,295 |
183,390 |
+239 |
Lumber(CME) |
Jan16 |
151231 |
257.2 |
260.0 |
256.6 |
257.6 |
+0.7 |
301 |
750 |
-128 |
Mar16 |
151231 |
256.2 |
258.3 |
255.7 |
256.1 |
+0.7 |
541 |
2,622 |
+22 |
May16 |
151231 |
258.9 |
258.9 |
255.5 |
255.9 |
-1.9 |
22 |
433 |
+5 |
Jul16 |
151231 |
262.0 |
262.0 |
261.1 |
261.1 |
-0.9 |
7 |
32 |
+7 |
Total Volume and Open Interest |
871 |
3,845 |
-94 |
Crude Oil(NYM) |
Feb16 |
151231 |
36.81 |
37.79 |
36.22 |
37.04 |
+0.44 |
241,945 |
443,071 |
-1,610 |
Mar16 |
151231 |
37.84 |
38.87 |
37.28 |
38.17 |
+0.53 |
54,907 |
267,787 |
+2,798 |
Apr16 |
151231 |
38.70 |
39.76 |
38.16 |
39.13 |
+0.62 |
20,459 |
115,534 |
+2,312 |
May16 |
151231 |
39.38 |
40.55 |
38.96 |
39.98 |
+0.71 |
11,108 |
76,894 |
-290 |
Jun16 |
151231 |
40.12 |
41.25 |
39.62 |
40.71 |
+0.79 |
12,539 |
140,513 |
+400 |
Jul16 |
151231 |
40.70 |
41.83 |
40.19 |
41.33 |
+0.85 |
3,304 |
40,938 |
-78 |
Aug16 |
151231 |
41.15 |
42.33 |
40.75 |
41.88 |
+0.88 |
1,867 |
30,941 |
+22 |
Sep16 |
151231 |
41.68 |
42.84 |
41.22 |
42.40 |
+0.90 |
2,440 |
60,938 |
+189 |
Oct16 |
151231 |
43.25 |
43.30 |
42.80 |
42.87 |
+0.92 |
806 |
30,005 |
+93 |
Nov16 |
151231 |
42.22 |
43.77 |
42.22 |
43.34 |
+0.93 |
767 |
24,642 |
+169 |
Dec16 |
151231 |
43.08 |
44.34 |
42.60 |
43.83 |
+0.93 |
9,042 |
163,765 |
+120 |
Jan17 |
151231 |
44.00 |
44.66 |
43.99 |
44.21 |
+0.92 |
1,511 |
23,318 |
+35 |
Feb17 |
151231 |
44.59 |
44.59 |
44.59 |
44.59 |
+0.90 |
1,819 |
9,580 |
-556 |
Mar17 |
151231 |
45.00 |
45.00 |
44.97 |
44.97 |
+0.88 |
1,503 |
11,588 |
+716 |
Apr17 |
151231 |
45.33 |
45.33 |
45.33 |
45.33 |
+0.86 |
270 |
6,151 |
+18 |
May17 |
151231 |
45.65 |
45.65 |
45.65 |
45.65 |
+0.84 |
294 |
5,211 |
-194 |
Total Volume and Open Interest |
368,884 |
1,648,904 |
+4,916 |
e-miNY Crude Oil(NYM) |
Feb16 |
151231 |
36.825 |
37.775 |
36.225 |
37.050 |
+0.450 |
6,521 |
3,266 |
-109 |
Mar16 |
151231 |
37.800 |
38.800 |
37.275 |
38.175 |
+0.525 |
323 |
1,164 |
-5 |
Apr16 |
151231 |
38.250 |
39.675 |
38.250 |
39.125 |
+0.625 |
121 |
314 |
+38 |
May16 |
151231 |
39.075 |
40.450 |
39.075 |
39.975 |
+0.700 |
44 |
420 |
+31 |
Jun16 |
151231 |
41.200 |
41.200 |
40.700 |
40.700 |
+0.775 |
5 |
46 |
-2 |
Jul16 |
151231 |
40.950 |
41.775 |
40.950 |
41.325 |
+0.850 |
0 |
7 |
+0 |
Aug16 |
151231 |
41.875 |
41.875 |
41.875 |
41.875 |
+0.875 |
0 |
3 |
+0 |
Sep16 |
151231 |
42.400 |
42.400 |
42.400 |
42.400 |
+0.900 |
1 |
7 |
-1 |
Oct16 |
151231 |
42.875 |
42.875 |
42.875 |
42.875 |
+0.925 |
0 |
2 |
+0 |
Nov16 |
151231 |
43.350 |
43.350 |
43.350 |
43.350 |
+0.950 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,016 |
5,707 |
-47 |
NY Harbor ULSD(NYM) |
Jan16 |
151231 |
108.00 |
112.47 |
107.04 |
110.07 |
+2.16 |
20,074 |
10,164 |
-7,631 |
Feb16 |
151231 |
111.94 |
115.73 |
110.05 |
112.39 |
+1.29 |
50,988 |
96,317 |
+2,109 |
Mar16 |
151231 |
114.76 |
118.00 |
112.68 |
114.89 |
+1.20 |
18,516 |
60,011 |
+1,479 |
Apr16 |
151231 |
116.51 |
119.89 |
114.67 |
116.73 |
+1.08 |
10,265 |
37,056 |
+1,108 |
May16 |
151231 |
118.54 |
122.13 |
117.04 |
119.01 |
+1.03 |
5,843 |
25,444 |
-320 |
Jun16 |
151231 |
120.54 |
124.50 |
119.50 |
121.54 |
+1.08 |
9,481 |
31,708 |
-909 |
Jul16 |
151231 |
123.54 |
126.98 |
122.56 |
124.17 |
+1.12 |
1,792 |
11,062 |
+214 |
Aug16 |
151231 |
126.03 |
129.47 |
124.99 |
126.57 |
+1.13 |
1,193 |
8,235 |
-48 |
Sep16 |
151231 |
127.17 |
131.66 |
127.17 |
128.80 |
+1.18 |
2,985 |
8,763 |
+1,355 |
Oct16 |
151231 |
130.37 |
133.76 |
130.31 |
131.09 |
+1.22 |
764 |
4,500 |
-143 |
Nov16 |
151231 |
131.03 |
134.58 |
131.03 |
133.13 |
+1.24 |
994 |
4,789 |
+113 |
Dec16 |
151231 |
133.76 |
137.67 |
133.25 |
135.04 |
+1.20 |
3,325 |
29,301 |
+121 |
Jan17 |
151231 |
137.02 |
137.02 |
137.02 |
137.02 |
+1.18 |
449 |
5,368 |
+248 |
Feb17 |
151231 |
137.19 |
139.31 |
136.87 |
138.65 |
+1.19 |
135 |
1,164 |
+17 |
Total Volume and Open Interest |
126,936 |
343,460 |
-2,276 |
RBOB Gasoline(NYM) |
Jan16 |
151231 |
124.15 |
129.03 |
122.30 |
126.71 |
+3.71 |
14,931 |
12,000 |
-4,341 |
Feb16 |
151231 |
125.32 |
130.36 |
123.50 |
127.10 |
+2.74 |
45,400 |
112,193 |
+5,706 |
Mar16 |
151231 |
128.14 |
132.95 |
126.35 |
129.82 |
+2.60 |
15,664 |
56,510 |
+878 |
Apr16 |
151231 |
149.13 |
154.13 |
147.60 |
151.10 |
+2.52 |
7,934 |
36,154 |
+131 |
May16 |
151231 |
149.40 |
155.24 |
148.91 |
152.25 |
+2.31 |
3,944 |
30,997 |
-55 |
Jun16 |
151231 |
150.48 |
154.90 |
148.62 |
151.91 |
+2.21 |
4,157 |
30,261 |
+139 |
Jul16 |
151231 |
147.80 |
153.20 |
147.32 |
150.39 |
+2.12 |
1,574 |
14,016 |
+59 |
Aug16 |
151231 |
145.46 |
150.38 |
145.01 |
148.11 |
+2.08 |
1,200 |
10,780 |
-154 |
Sep16 |
151231 |
142.31 |
147.42 |
141.93 |
145.16 |
+2.04 |
1,243 |
16,341 |
+94 |
Oct16 |
151231 |
127.66 |
132.67 |
127.41 |
130.35 |
+1.88 |
682 |
7,867 |
+89 |
Total Volume and Open Interest |
98,386 |
360,852 |
+2,524 |
e-miNY RBOB Gasoline(NYM) |
Feb16 |
151231 |
127.10 |
127.10 |
127.10 |
127.10 |
+2.70 |
|
|
|
Mar16 |
151231 |
129.80 |
129.82 |
129.80 |
129.80 |
+2.60 |
|
|
|
Apr16 |
151231 |
151.10 |
151.10 |
151.10 |
151.10 |
+2.50 |
|
|
|
May16 |
151231 |
152.30 |
152.30 |
152.25 |
152.30 |
+2.40 |
|
|
|
Total Volume and Open Interest |
1 |
|
|
Natural Gas(NYM) |
Feb16 |
151231 |
2.273 |
2.378 |
2.270 |
2.337 |
+0.123 |
169,579 |
270,289 |
-15,753 |
Mar16 |
151231 |
2.311 |
2.402 |
2.310 |
2.363 |
+0.108 |
66,515 |
210,319 |
-1,406 |
Apr16 |
151231 |
2.340 |
2.420 |
2.338 |
2.387 |
+0.091 |
43,603 |
106,141 |
-1,392 |
May16 |
151231 |
2.384 |
2.455 |
2.384 |
2.424 |
+0.086 |
17,233 |
67,782 |
+593 |
Jun16 |
151231 |
2.428 |
2.499 |
2.424 |
2.468 |
+0.087 |
12,378 |
36,909 |
-1,907 |
Jul16 |
151231 |
2.470 |
2.539 |
2.466 |
2.509 |
+0.083 |
10,933 |
28,932 |
+920 |
Aug16 |
151231 |
2.485 |
2.553 |
2.483 |
2.523 |
+0.080 |
5,756 |
23,255 |
+291 |
Sep16 |
151231 |
2.482 |
2.549 |
2.475 |
2.521 |
+0.079 |
4,138 |
45,011 |
+71 |
Oct16 |
151231 |
2.515 |
2.574 |
2.494 |
2.545 |
+0.078 |
13,553 |
59,922 |
+1,289 |
Nov16 |
151231 |
2.591 |
2.645 |
2.576 |
2.616 |
+0.073 |
2,231 |
14,954 |
+222 |
Dec16 |
151231 |
2.739 |
2.797 |
2.739 |
2.766 |
+0.068 |
2,945 |
17,642 |
+907 |
Jan17 |
151231 |
2.849 |
2.901 |
2.848 |
2.872 |
+0.064 |
3,170 |
27,422 |
+882 |
Feb17 |
151231 |
2.862 |
2.883 |
2.855 |
2.864 |
+0.064 |
473 |
5,837 |
+173 |
Mar17 |
151231 |
2.825 |
2.845 |
2.818 |
2.828 |
+0.058 |
849 |
12,924 |
-51 |
Apr17 |
151231 |
2.659 |
2.680 |
2.652 |
2.659 |
+0.042 |
334 |
11,263 |
+18 |
May17 |
151231 |
2.667 |
2.667 |
2.667 |
2.667 |
+0.040 |
28 |
3,156 |
+4 |
Total Volume and Open Interest |
354,016 |
982,746 |
-20,932 |
Brent Crude Oil(ICE) |
Feb16 |
151231 |
36.57 |
37.95 |
36.10 |
37.28 |
+0.82 |
171,677 |
318,636 |
-32,054 |
Mar16 |
151231 |
36.99 |
38.34 |
36.50 |
37.67 |
+0.80 |
97,073 |
424,414 |
+15,081 |
Apr16 |
151231 |
37.87 |
39.19 |
37.35 |
38.53 |
+0.82 |
37,604 |
199,418 |
+9,744 |
May16 |
151231 |
38.75 |
40.06 |
38.19 |
39.40 |
+0.82 |
18,103 |
121,856 |
+1,536 |
Jun16 |
151231 |
39.54 |
40.91 |
39.02 |
40.26 |
+0.82 |
22,672 |
170,726 |
-33 |
Jul16 |
151231 |
40.40 |
41.67 |
39.80 |
41.07 |
+0.83 |
7,147 |
71,439 |
+589 |
Aug16 |
151231 |
41.04 |
42.39 |
40.55 |
41.81 |
+0.84 |
3,253 |
50,459 |
-30 |
Sep16 |
151231 |
41.77 |
43.07 |
41.23 |
42.51 |
+0.85 |
4,038 |
49,910 |
-569 |
Oct16 |
151231 |
42.45 |
43.70 |
41.84 |
43.15 |
+0.86 |
1,039 |
34,008 |
+289 |
Nov16 |
151231 |
42.99 |
43.78 |
42.99 |
43.78 |
+0.87 |
716 |
28,463 |
+52 |
Dec16 |
151231 |
43.65 |
44.96 |
43.07 |
44.40 |
+0.87 |
13,206 |
206,528 |
-548 |
Jan17 |
151231 |
45.30 |
45.49 |
44.96 |
44.96 |
+0.87 |
726 |
27,606 |
+1,048 |
Feb17 |
151231 |
45.96 |
45.96 |
45.51 |
45.51 |
+0.86 |
766 |
31,141 |
+301 |
Mar17 |
151231 |
46.97 |
46.97 |
46.05 |
46.05 |
+0.85 |
882 |
27,367 |
+122 |
Total Volume and Open Interest |
389,353 |
2,059,408 |
-1,195 |
Gas Oil(ICE) |
Jan16 |
151231 |
330.25 |
339.25 |
323.50 |
326.25 |
-5.00 |
34,470 |
81,664 |
-2,969 |
Feb16 |
151231 |
337.00 |
348.00 |
331.75 |
334.25 |
-4.75 |
49,930 |
138,392 |
+4,931 |
Mar16 |
151231 |
345.50 |
356.00 |
340.25 |
342.25 |
-4.75 |
17,500 |
59,504 |
+372 |
Apr16 |
151231 |
353.00 |
363.50 |
348.00 |
349.75 |
-4.50 |
8,085 |
39,674 |
-642 |
May16 |
151231 |
359.75 |
370.75 |
354.75 |
356.75 |
-4.25 |
4,719 |
40,621 |
-189 |
Jun16 |
151231 |
366.00 |
377.00 |
361.25 |
363.25 |
-3.75 |
6,041 |
60,185 |
+763 |
Jul16 |
151231 |
372.50 |
382.75 |
368.00 |
369.75 |
-3.75 |
838 |
20,391 |
+135 |
Aug16 |
151231 |
377.00 |
389.00 |
374.50 |
376.25 |
-3.75 |
669 |
13,866 |
+193 |
Sep16 |
151231 |
385.00 |
395.00 |
380.75 |
382.50 |
-3.50 |
1,675 |
17,250 |
+71 |
Oct16 |
151231 |
392.00 |
401.25 |
387.75 |
389.50 |
-3.50 |
776 |
15,751 |
+271 |
Total Volume and Open Interest |
130,518 |
688,539 |
+2,559 |
Ethanol(CBOT) |
Jan16 |
151231 |
1.401 |
1.401 |
1.397 |
1.400 |
+0.020 |
67 |
212 |
-41 |
Feb16 |
151231 |
1.398 |
1.420 |
1.398 |
1.416 |
+0.023 |
240 |
1,722 |
-19 |
Mar16 |
151231 |
1.419 |
1.438 |
1.419 |
1.436 |
+0.022 |
261 |
659 |
-23 |
Apr16 |
151231 |
1.456 |
1.456 |
1.455 |
1.455 |
+0.020 |
197 |
634 |
-59 |
May16 |
151231 |
1.469 |
1.469 |
1.469 |
1.469 |
+0.019 |
6 |
296 |
+2 |
Jun16 |
151231 |
1.457 |
1.467 |
1.457 |
1.467 |
+0.018 |
3 |
229 |
+0 |
Jul16 |
151231 |
1.461 |
1.461 |
1.461 |
1.461 |
+0.017 |
0 |
63 |
+0 |
Aug16 |
151231 |
1.456 |
1.456 |
1.456 |
1.456 |
+0.017 |
5 |
61 |
+0 |
Total Volume and Open Interest |
779 |
4,038 |
-140 |
WTI Crude Oil(ICE) |
Feb16 |
151231 |
36.70 |
37.78 |
36.22 |
37.04 |
+0.44 |
18,817 |
81,185 |
-2,163 |
Mar16 |
151231 |
37.64 |
38.84 |
37.26 |
38.17 |
+0.53 |
11,363 |
82,519 |
+294 |
Apr16 |
151231 |
38.63 |
39.75 |
38.14 |
39.13 |
+0.62 |
5,753 |
27,705 |
+691 |
May16 |
151231 |
39.42 |
40.55 |
38.96 |
39.98 |
+0.71 |
3,386 |
8,536 |
-243 |
Jun16 |
151231 |
40.07 |
41.22 |
39.65 |
40.71 |
+0.79 |
3,692 |
43,433 |
-453 |
Jul16 |
151231 |
40.22 |
41.64 |
40.22 |
41.33 |
+0.85 |
342 |
5,060 |
+7 |
Aug16 |
151231 |
41.70 |
42.01 |
41.70 |
41.88 |
+0.88 |
180 |
6,424 |
-1 |
Sep16 |
151231 |
42.46 |
42.65 |
42.40 |
42.40 |
+0.90 |
252 |
10,022 |
+32 |
Oct16 |
151231 |
42.98 |
43.30 |
42.87 |
42.87 |
+0.92 |
80 |
2,963 |
+2 |
Nov16 |
151231 |
42.65 |
43.34 |
42.65 |
43.34 |
+0.93 |
43 |
7,061 |
+25 |
Dec16 |
151231 |
42.84 |
44.30 |
42.83 |
43.83 |
+0.93 |
2,156 |
56,350 |
+1,212 |
Jan17 |
151231 |
44.21 |
44.21 |
44.21 |
44.21 |
+0.92 |
46 |
4,683 |
+36 |
Feb17 |
151231 |
44.59 |
44.59 |
44.59 |
44.59 |
+0.90 |
0 |
1,700 |
+23 |
Mar17 |
151231 |
44.97 |
44.97 |
44.97 |
44.97 |
+0.88 |
4 |
3,122 |
+0 |
Apr17 |
151231 |
45.33 |
45.33 |
45.33 |
45.33 |
+0.86 |
1 |
1,471 |
-1 |
May17 |
151231 |
45.65 |
45.65 |
45.65 |
45.65 |
+0.84 |
0 |
1,104 |
+0 |
Total Volume and Open Interest |
46,683 |
401,425 |
-329 |
US Dollar Index(ICE) |
Mar16 |
151231 |
98.260 |
98.845 |
98.255 |
98.745 |
+0.390 |
17,176 |
63,057 |
+276 |
Jun16 |
151231 |
98.425 |
98.885 |
98.405 |
98.840 |
+0.390 |
167 |
1,169 |
+95 |
Sep16 |
151231 |
98.405 |
98.865 |
98.395 |
98.865 |
+0.425 |
33 |
189 |
+33 |
Total Volume and Open Interest |
17,376 |
64,418 |
+404 |
Australian Dollar(CME) |
Mar16 |
151231 |
72.49 |
73.02 |
72.41 |
72.66 |
+0.02 |
38,415 |
97,665 |
-2,855 |
Jun16 |
151231 |
72.65 |
72.70 |
72.12 |
72.36 |
+0.02 |
165 |
472 |
-1 |
Sep16 |
151231 |
72.09 |
72.09 |
72.09 |
72.09 |
+0.02 |
0 |
29 |
+0 |
Total Volume and Open Interest |
38,580 |
98,174 |
-2,856 |
British Pound(CME) |
Mar16 |
151231 |
148.08 |
148.45 |
147.26 |
147.34 |
-0.98 |
53,144 |
203,484 |
+7,158 |
Jun16 |
151231 |
148.21 |
148.50 |
147.35 |
147.39 |
-0.99 |
55 |
473 |
+17 |
Sep16 |
151231 |
147.48 |
148.54 |
147.48 |
147.48 |
-0.99 |
0 |
31 |
+0 |
Total Volume and Open Interest |
53,199 |
204,038 |
+7,175 |
Canadian Dollar(CME) |
Mar16 |
151231 |
72.08 |
72.36 |
71.94 |
72.33 |
+0.35 |
36,288 |
169,640 |
+548 |
Jun16 |
151231 |
72.04 |
72.38 |
71.98 |
72.36 |
+0.35 |
103 |
1,839 |
-19 |
Sep16 |
151231 |
72.42 |
72.44 |
72.06 |
72.42 |
+0.35 |
36 |
425 |
+0 |
Dec16 |
151231 |
72.50 |
72.50 |
72.50 |
72.50 |
+0.34 |
22 |
194 |
+12 |
Total Volume and Open Interest |
36,449 |
172,137 |
+541 |
Japanese Yen(CME) |
Mar16 |
151231 |
83.12 |
83.46 |
83.06 |
83.33 |
+0.24 |
53,772 |
195,851 |
+1,710 |
Jun16 |
151231 |
83.38 |
83.69 |
83.32 |
83.57 |
+0.24 |
21 |
800 |
+7 |
Sep16 |
151231 |
83.81 |
83.95 |
83.66 |
83.90 |
+0.23 |
0 |
129 |
+0 |
Total Volume and Open Interest |
53,793 |
196,825 |
+1,717 |
Swiss Franc(CME) |
Mar16 |
151231 |
101.42 |
101.59 |
99.99 |
100.32 |
-1.26 |
9,524 |
48,939 |
+72 |
Jun16 |
151231 |
101.73 |
101.75 |
100.51 |
100.78 |
-1.27 |
7 |
141 |
-2 |
Sep16 |
151231 |
101.34 |
101.34 |
101.20 |
101.34 |
-1.29 |
0 |
16 |
+0 |
Total Volume and Open Interest |
9,531 |
49,114 |
+70 |
EuroFX(CME) |
Mar16 |
151231 |
109.48 |
109.58 |
108.71 |
108.86 |
-0.58 |
111,073 |
396,907 |
-746 |
Jun16 |
151231 |
109.85 |
109.87 |
109.04 |
109.17 |
-0.58 |
449 |
2,397 |
+66 |
Sep16 |
151231 |
110.12 |
110.26 |
109.46 |
109.58 |
-0.58 |
0 |
536 |
+0 |
Total Volume and Open Interest |
111,591 |
400,497 |
-642 |
Mexican Peso(CME) |
Jan16 |
151231 |
581.75 |
581.75 |
581.75 |
581.75 |
+5.75 |
1 |
1 |
-1 |
Feb16 |
151231 |
579.25 |
579.25 |
579.25 |
579.25 |
+5.75 |
|
|
|
Total Volume and Open Interest |
19,217 |
139,756 |
+2,524 |
Brazilian Real(CME) |
Jan16 |
151231 |
256.10 |
256.10 |
256.10 |
256.10 |
unch |
4,410 |
13,434 |
-895 |
Feb16 |
151231 |
248.30 |
250.00 |
247.90 |
249.00 |
-0.80 |
3,725 |
9,640 |
+3,353 |
Mar16 |
151231 |
247.00 |
247.00 |
245.80 |
246.90 |
-0.60 |
4,892 |
5,851 |
+1,272 |
Apr16 |
151231 |
245.60 |
245.60 |
245.60 |
245.60 |
+0.30 |
|
|
|
Total Volume and Open Interest |
13,027 |
29,333 |
+3,730 |
30-Year T-Bonds(CBOT) |
Mar16 |
151231 |
153~150 |
153~300 |
153~070 |
153~240 |
+0~160 |
142,172 |
504,900 |
-1,073 |
Jun16 |
151231 |
151~240 |
152~140 |
151~240 |
152~140 |
+0~160 |
13 |
11 |
+2 |
Sep16 |
151231 |
152~140 |
152~140 |
152~140 |
152~140 |
+0~160 |
|
|
|
Total Volume and Open Interest |
142,185 |
504,911 |
-1,071 |
10-Year T-Notes(CBOT) |
Mar16 |
151231 |
125~225 |
125~315 |
125~200 |
125~290 |
+0~095 |
620,234 |
2,481,325 |
+12,426 |
Jun16 |
151231 |
125~120 |
125~120 |
125~120 |
125~120 |
+0~095 |
0 |
74 |
+0 |
Sep16 |
151231 |
124~210 |
124~210 |
124~210 |
124~210 |
+0~095 |
|
|
|
Total Volume and Open Interest |
620,234 |
2,481,399 |
+12,426 |
5-Year T-Notes(CBOT) |
Dec15 |
151231 |
118~242 |
118~282 |
118~242 |
118~270 |
+0~036 |
14,342 |
36,777 |
-5,364 |
Mar16 |
151231 |
118~070 |
118~130 |
118~050 |
118~102 |
+0~044 |
385,469 |
2,264,511 |
+589 |
Jun16 |
151231 |
117~264 |
117~264 |
117~264 |
117~264 |
+0~044 |
|
|
|
Total Volume and Open Interest |
399,811 |
2,301,288 |
-4,775 |
2 Year T-Notes(CBOT) |
Dec15 |
151231 |
108~274 |
108~274 |
108~272 |
108~272 |
+0~002 |
2,083 |
10,634 |
-1,997 |
Mar16 |
151231 |
108~186 |
108~210 |
108~186 |
108~196 |
+0~006 |
169,276 |
1,006,592 |
+17,310 |
Jun16 |
151231 |
108~122 |
108~122 |
108~122 |
108~122 |
+0~006 |
0 |
1 |
+0 |
Total Volume and Open Interest |
171,359 |
1,017,227 |
+15,313 |
Eurodollars(CME) |
Mar16 |
151231 |
99.255 |
99.270 |
99.255 |
99.265 |
+0.010 |
185,402 |
1,269,338 |
+17,796 |
Jun16 |
151231 |
99.090 |
99.110 |
99.085 |
99.100 |
+0.010 |
158,114 |
1,149,683 |
-17,385 |
Sep16 |
151231 |
98.925 |
98.950 |
98.925 |
98.935 |
+0.010 |
120,617 |
1,122,162 |
-3,548 |
Dec16 |
151231 |
98.760 |
98.785 |
98.755 |
98.770 |
+0.015 |
131,281 |
1,299,233 |
+6,791 |
Mar17 |
151231 |
98.610 |
98.640 |
98.605 |
98.620 |
+0.015 |
162,129 |
850,802 |
+13,915 |
Jun17 |
151231 |
98.465 |
98.490 |
98.455 |
98.470 |
+0.015 |
111,318 |
633,118 |
+236 |
Sep17 |
151231 |
98.330 |
98.365 |
98.330 |
98.345 |
+0.020 |
77,267 |
616,633 |
-2,611 |
Dec17 |
151231 |
98.215 |
98.250 |
98.205 |
98.225 |
+0.020 |
117,104 |
700,050 |
+4,826 |
Mar18 |
151231 |
98.120 |
98.155 |
98.110 |
98.135 |
+0.025 |
61,912 |
407,441 |
+749 |
Jun18 |
151231 |
98.030 |
98.070 |
98.020 |
98.050 |
+0.030 |
49,793 |
365,593 |
+1,079 |
Sep18 |
151231 |
97.950 |
97.990 |
97.940 |
97.970 |
+0.030 |
39,622 |
338,306 |
-1,637 |
Dec18 |
151231 |
97.870 |
97.910 |
97.860 |
97.890 |
+0.030 |
43,748 |
330,555 |
+1,106 |
Mar19 |
151231 |
97.805 |
97.845 |
97.800 |
97.830 |
+0.035 |
27,443 |
205,141 |
-2,063 |
Jun19 |
151231 |
97.740 |
97.785 |
97.735 |
97.770 |
+0.040 |
21,876 |
154,926 |
+1,055 |
Sep19 |
151231 |
97.680 |
97.725 |
97.675 |
97.710 |
+0.040 |
19,274 |
122,956 |
+255 |
Dec19 |
151231 |
97.615 |
97.665 |
97.615 |
97.650 |
+0.040 |
21,572 |
131,648 |
+5,009 |
Mar20 |
151231 |
97.565 |
97.610 |
97.560 |
97.600 |
+0.040 |
14,870 |
65,031 |
-372 |
Jun20 |
151231 |
97.510 |
97.560 |
97.505 |
97.550 |
+0.045 |
12,245 |
48,544 |
+1,791 |
Total Volume and Open Interest |
1,426,486 |
10,275,110 |
+10,037,071 |
Ultra T-Bond(CBOT) |
Dec15 |
151221 |
161~12 |
161~16 |
161~12 |
161~15 |
+0~05 |
1,536 |
14,222 |
-1,489 |
Mar16 |
151231 |
157~29 |
158~24 |
157~18 |
158~22 |
+1~00 |
41,340 |
610,935 |
-145 |
Jun16 |
151231 |
159~04 |
159~04 |
159~04 |
159~04 |
+0~14 |
|
|
|
Total Volume and Open Interest |
41,340 |
610,935 |
-145 |
30 Day Federal Funds(CBOT) |
Dec15 |
151231 |
99.760 |
99.760 |
99.760 |
99.760 |
+0.003 |
289 |
89,219 |
-38 |
Jan16 |
151231 |
99.660 |
99.670 |
99.655 |
99.665 |
+0.010 |
5,576 |
158,056 |
+1,170 |
Feb16 |
151231 |
99.635 |
99.645 |
99.635 |
99.640 |
+0.005 |
4,965 |
140,731 |
+2,025 |
Mar16 |
151231 |
99.565 |
99.575 |
99.565 |
99.570 |
+0.005 |
1,222 |
35,807 |
-138 |
Apr16 |
151231 |
99.495 |
99.505 |
99.495 |
99.505 |
+0.010 |
2,669 |
85,369 |
-713 |
May16 |
151231 |
99.460 |
99.475 |
99.460 |
99.475 |
+0.020 |
3,175 |
63,360 |
-703 |
Total Volume and Open Interest |
24,551 |
747,871 |
+1,108 |
3-Mth Euro-Yen(CME) |
Mar16 |
151231 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun16 |
151231 |
99.800 |
99.800 |
99.800 |
99.800 |
unch |
|
|
|
Sep16 |
151231 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec16 |
151231 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
151231 |
99.955 |
99.955 |
99.955 |
99.955 |
unch |
|
|
|
Jun17 |
151231 |
99.815 |
99.815 |
99.815 |
99.815 |
unch |
|
|
|
Sep17 |
151231 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec17 |
151231 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Mar18 |
151231 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Jun18 |
151231 |
99.255 |
99.255 |
99.255 |
99.255 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Mar16 |
151231 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Jun16 |
151231 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
|
|
|
Sep16 |
151231 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
|
|
|
Dec16 |
151231 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
4 |
+0 |
Mar17 |
151231 |
99.96 |
99.96 |
99.96 |
99.96 |
unch |
|
|
|
Jun17 |
151231 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
|
|
|
Sep17 |
151231 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Dec17 |
151231 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar16 |
151231 |
149.02 |
149.06 |
148.95 |
149.06 |
+0.03 |
682 |
20,722 |
+51 |
Jun16 |
151231 |
148.50 |
148.50 |
148.50 |
148.50 |
+0.03 |
|
|
|
Sep16 |
151231 |
147.94 |
147.94 |
147.94 |
147.94 |
+0.03 |
|
|
|
Total Volume and Open Interest |
682 |
20,722 |
+51 |
Euro-Bund(EUREX) |
Mar16 |
151230 |
157.70 |
158.22 |
157.65 |
157.92 |
+0.04 |
171,648 |
1,118,609 |
+3,575 |
Jun16 |
151230 |
155.41 |
155.41 |
155.41 |
155.41 |
+0.02 |
59 |
930 |
+59 |
Sep16 |
151230 |
155.41 |
155.41 |
155.41 |
155.41 |
+0.03 |
|
|
|
Total Volume and Open Interest |
171,707 |
1,119,539 |
+3,634 |
Euro-Bobl(EUREX) |
Mar16 |
151230 |
130.62 |
130.75 |
130.56 |
130.67 |
+0.04 |
103,848 |
901,493 |
+2,544 |
Jun16 |
151230 |
128.92 |
128.92 |
128.92 |
128.92 |
+0.04 |
0 |
45 |
+0 |
Sep16 |
151230 |
128.92 |
128.92 |
128.92 |
128.92 |
+0.04 |
|
|
|
Total Volume and Open Interest |
103,848 |
901,538 |
+2,544 |
3-Mth Euribor(EUREX) |
Dec15 |
151214 |
100.130 |
100.130 |
100.130 |
100.130 |
unch |
79 |
27,306 |
+6 |
Mar16 |
151230 |
100.165 |
100.165 |
100.165 |
100.165 |
unch |
34 |
6,141 |
+0 |
Jun16 |
151230 |
100.180 |
100.185 |
100.180 |
100.185 |
unch |
197 |
10,684 |
-27 |
Total Volume and Open Interest |
500 |
71,131 |
-27 |
Long Gilt(LIFFE) |
Mar16 |
151231 |
116~16 |
117~01 |
116~15 |
116~25 |
+0~11 |
87,806 |
406,414 |
+2,987 |
Jun16 |
151231 |
115~31 |
115~31 |
115~31 |
115~31 |
+0~11 |
|
|
|
Total Volume and Open Interest |
87,806 |
406,414 |
+2,785 |
3-Mth Short Sterling(LIFFE) |
Mar16 |
151231 |
99.37 |
99.37 |
99.35 |
99.36 |
-0.01 |
26,370 |
382,192 |
-1,347 |
Jun16 |
151231 |
99.26 |
99.26 |
99.24 |
99.26 |
unch |
44,497 |
483,272 |
+2,525 |
Sep16 |
151231 |
99.13 |
99.13 |
99.11 |
99.13 |
unch |
46,270 |
347,197 |
-823 |
Dec16 |
151231 |
98.98 |
98.98 |
98.96 |
98.98 |
unch |
43,026 |
417,071 |
-1,528 |
Mar17 |
151231 |
98.83 |
98.84 |
98.81 |
98.84 |
unch |
36,079 |
392,041 |
-3,963 |
Jun17 |
151231 |
98.70 |
98.72 |
98.67 |
98.70 |
unch |
27,757 |
297,468 |
+2,195 |
Total Volume and Open Interest |
349,374 |
3,285,888 |
-7,859 |
3-Mth Euribor(LIFFE) |
Mar16 |
151231 |
100.170 |
100.170 |
100.160 |
100.165 |
unch |
31,928 |
457,633 |
+5,784 |
Jun16 |
151231 |
100.185 |
100.185 |
100.175 |
100.180 |
-0.005 |
23,422 |
403,425 |
+12,699 |
Sep16 |
151231 |
100.190 |
100.190 |
100.180 |
100.185 |
-0.005 |
26,057 |
349,288 |
-3,480 |
Total Volume and Open Interest |
260,978 |
3,330,130 |
+35,829 |
3-Mth Aus T-Bills(SFE) |
Mar16 |
151231 |
97.76 |
97.78 |
97.75 |
97.78 |
+0.02 |
11,182 |
223,400 |
-2,287 |
Jun16 |
151231 |
97.84 |
97.86 |
97.82 |
97.85 |
+0.01 |
16,028 |
219,340 |
+818 |
Sep16 |
151231 |
97.88 |
97.91 |
97.87 |
97.88 |
unch |
7,356 |
146,336 |
+1,719 |
Dec16 |
151231 |
97.89 |
97.92 |
97.87 |
97.89 |
unch |
4,279 |
112,401 |
-387 |
Mar17 |
151231 |
97.88 |
97.92 |
97.86 |
97.88 |
unch |
2,333 |
76,686 |
-1,400 |
Jun17 |
151231 |
97.85 |
97.89 |
97.83 |
97.85 |
-0.01 |
1,215 |
46,732 |
+65 |
Sep17 |
151231 |
97.81 |
97.84 |
97.78 |
97.81 |
-0.01 |
836 |
38,702 |
-443 |
Dec17 |
151231 |
97.75 |
97.78 |
97.73 |
97.75 |
-0.02 |
720 |
22,137 |
+65 |
Mar18 |
151231 |
97.67 |
97.71 |
97.67 |
97.69 |
-0.02 |
1 |
5,089 |
+1 |
Jun18 |
151231 |
97.65 |
97.65 |
97.62 |
97.63 |
-0.01 |
4 |
6,463 |
+4 |
Total Volume and Open Interest |
43,955 |
898,370 |
-1,845 |
10-Year Aus T-Bonds(SFE) |
Mar16 |
151231 |
97.20 |
97.20 |
97.11 |
97.12 |
-0.07 |
26,562 |
715,909 |
-5,366 |
Jun16 |
151231 |
97.12 |
97.12 |
97.12 |
97.12 |
-0.07 |
|
|
|
Total Volume and Open Interest |
26,562 |
715,909 |
-5,366 |
3-Year Aus T-Bonds(SFE) |
Mar16 |
151231 |
97.98 |
98.01 |
97.93 |
97.96 |
-0.03 |
67,150 |
722,809 |
-2,846 |
Jun16 |
151231 |
97.96 |
97.96 |
97.96 |
97.96 |
-0.03 |
|
|
|
Total Volume and Open Interest |
67,150 |
722,809 |
-2,846 |
Gold(CMX) |
Feb16 |
151231 |
1060.6 |
1062.7 |
1056.5 |
1060.2 |
+0.4 |
87,639 |
275,420 |
+664 |
Apr16 |
151231 |
1061.5 |
1063.0 |
1058.1 |
1060.8 |
+0.4 |
3,298 |
48,250 |
+842 |
Jun16 |
151231 |
1061.6 |
1063.3 |
1059.0 |
1061.5 |
+0.3 |
830 |
27,559 |
+527 |
Aug16 |
151231 |
1059.5 |
1062.5 |
1059.5 |
1062.4 |
+0.2 |
58 |
10,142 |
-2 |
Oct16 |
151231 |
1063.4 |
1063.4 |
1063.4 |
1063.4 |
+0.2 |
11 |
3,065 |
+0 |
Dec16 |
151231 |
1065.0 |
1065.6 |
1064.0 |
1064.6 |
+0.2 |
489 |
17,709 |
+85 |
Feb17 |
151231 |
1066.5 |
1066.6 |
1065.9 |
1065.9 |
+0.2 |
0 |
373 |
+0 |
Apr17 |
151231 |
1067.3 |
1067.3 |
1067.3 |
1067.3 |
+0.2 |
0 |
682 |
+0 |
Jun17 |
151231 |
1068.8 |
1068.8 |
1068.8 |
1068.8 |
+0.2 |
25 |
5,184 |
+0 |
Aug17 |
151231 |
1070.5 |
1070.5 |
1070.5 |
1070.5 |
+0.2 |
0 |
90 |
+0 |
Oct17 |
151231 |
1072.4 |
1072.4 |
1072.4 |
1072.4 |
+0.2 |
|
|
|
Dec17 |
151231 |
1074.9 |
1076.0 |
1073.0 |
1074.3 |
+0.2 |
0 |
5,876 |
+0 |
Total Volume and Open Interest |
92,610 |
401,532 |
+1,419 |
Silver(CMX) |
Mar16 |
151231 |
1386.5 |
1396.0 |
1376.5 |
1380.3 |
-3.9 |
24,702 |
128,138 |
+301 |
May16 |
151231 |
1386.5 |
1392.5 |
1382.5 |
1383.4 |
-4.0 |
773 |
12,713 |
+190 |
Jul16 |
151231 |
1392.0 |
1392.0 |
1386.7 |
1386.7 |
-4.1 |
195 |
6,307 |
-10 |
Sep16 |
151231 |
1390.0 |
1390.0 |
1390.0 |
1390.0 |
-4.2 |
33 |
5,226 |
+12 |
Dec16 |
151231 |
1397.5 |
1400.0 |
1394.7 |
1394.7 |
-4.2 |
373 |
8,773 |
+370 |
Mar17 |
151231 |
1399.9 |
1399.9 |
1399.9 |
1399.9 |
-4.4 |
0 |
39 |
+0 |
May17 |
151231 |
1403.5 |
1403.5 |
1403.5 |
1403.5 |
-4.6 |
0 |
28 |
+0 |
Total Volume and Open Interest |
26,213 |
164,892 |
+680 |
Platinum(NYMEX) |
Jan16 |
151231 |
871.6 |
892.1 |
866.3 |
891.7 |
+20.6 |
8,115 |
3,168 |
-5,258 |
Apr16 |
151231 |
871.5 |
895.4 |
866.3 |
893.2 |
+20.6 |
13,364 |
60,697 |
+3,816 |
Jul16 |
151231 |
873.0 |
894.6 |
871.5 |
894.0 |
+20.7 |
133 |
2,656 |
-54 |
Oct16 |
151231 |
873.0 |
895.4 |
872.0 |
895.4 |
+21.1 |
2 |
21 |
+1 |
Total Volume and Open Interest |
21,642 |
66,583 |
-1,481 |
Palladium(NYMEX) |
Mar16 |
151231 |
543.55 |
563.25 |
543.55 |
562.00 |
+13.05 |
1,651 |
23,783 |
+110 |
Jun16 |
151231 |
545.55 |
562.25 |
545.55 |
562.25 |
+13.00 |
4 |
304 |
+2 |
Sep16 |
151231 |
562.60 |
562.60 |
562.60 |
562.60 |
+13.00 |
0 |
9 |
+0 |
Total Volume and Open Interest |
1,702 |
24,119 |
+99 |
Copper(CMX) |
Mar16 |
151231 |
214.70 |
214.80 |
211.70 |
213.50 |
-1.15 |
42,342 |
122,544 |
-3,896 |
May16 |
151231 |
214.20 |
215.25 |
212.25 |
214.15 |
-1.05 |
1,921 |
22,600 |
+45 |
Jul16 |
151231 |
215.00 |
215.10 |
212.70 |
214.65 |
-1.05 |
276 |
8,109 |
+81 |
Sep16 |
151231 |
216.00 |
216.00 |
213.10 |
215.10 |
-1.00 |
134 |
2,900 |
-12 |
Dec16 |
151231 |
215.50 |
215.50 |
215.50 |
215.50 |
-0.95 |
310 |
4,065 |
+126 |
Total Volume and Open Interest |
46,629 |
167,328 |
-4,120 |
E-mini DJIA Index(CBOT) |
Dec15 |
151218 |
17437 |
17500 |
17322 |
17387 |
-56 |
38,097 |
44,591 |
-6,595 |
Mar16 |
151231 |
17518 |
17536 |
17298 |
17341 |
-168 |
81,380 |
82,131 |
+3,353 |
Jun16 |
151231 |
17438 |
17438 |
17250 |
17273 |
-168 |
39 |
108 |
+9 |
Sep16 |
151231 |
17345 |
17345 |
17202 |
17202 |
-168 |
0 |
104 |
+0 |
Total Volume and Open Interest |
81,419 |
82,343 |
+3,362 |
S & P 500(CME) |
Mar16 |
151231 |
2054.50 |
2057.10 |
2030.50 |
2035.40 |
-19.20 |
8,185 |
79,487 |
+593 |
Jun16 |
151231 |
2038.00 |
2046.40 |
2024.50 |
2028.60 |
-19.40 |
270 |
3,611 |
+135 |
Sep16 |
151231 |
2022.50 |
2022.50 |
2018.40 |
2022.50 |
-19.40 |
0 |
95 |
+0 |
Dec16 |
151231 |
2017.10 |
2017.10 |
2013.00 |
2017.10 |
-19.40 |
|
|
|
Total Volume and Open Interest |
8,455 |
83,193 |
+728 |
S & P 500 E-Mini(Globex) |
Mar16 |
151231 |
2055.25 |
2057.75 |
2030.25 |
2035.50 |
-19.00 |
832,686 |
2,496,174 |
+5,342 |
Jun16 |
151231 |
2049.25 |
2051.25 |
2023.75 |
2028.50 |
-19.50 |
2,955 |
9,530 |
+594 |
Sep16 |
151231 |
2042.75 |
2044.25 |
2018.00 |
2022.50 |
-19.50 |
528 |
659 |
+477 |
Dec16 |
151231 |
2038.00 |
2038.00 |
2017.00 |
2017.00 |
-19.50 |
18 |
51 |
+16 |
Total Volume and Open Interest |
836,187 |
2,506,414 |
+6,429 |
NASDAQ 100 E-Mini(Globex) |
Mar16 |
151231 |
4648.00 |
4655.00 |
4579.50 |
4587.80 |
-58.20 |
158,098 |
315,702 |
+8,789 |
Jun16 |
151231 |
4645.30 |
4652.80 |
4578.00 |
4584.00 |
-56.80 |
73 |
276 |
+12 |
Sep16 |
151231 |
4580.50 |
4580.50 |
4580.50 |
4580.50 |
-56.80 |
0 |
16 |
+0 |
Total Volume and Open Interest |
158,171 |
316,070 |
+8,801 |
S&P Midcap 400(CME) e-Mini |
Dec15 |
151218 |
1389.50 |
1389.70 |
1382.40 |
1389.70 |
+1.40 |
5,119 |
12,359 |
-2,185 |
Mar16 |
151231 |
1407.90 |
1410.70 |
1389.40 |
1393.50 |
-13.00 |
11,061 |
83,313 |
-1,250 |
Jun16 |
151231 |
1387.20 |
1403.60 |
1387.20 |
1387.20 |
-13.00 |
2 |
2 |
+0 |
Total Volume and Open Interest |
11,063 |
83,331 |
-1,250 |
Volatility Index(CBOE) |
Dec15 |
151216 |
20.70 |
20.90 |
19.85 |
19.90 |
-0.73 |
137,386 |
52,953 |
-14,996 |
Jan16 |
151231 |
18.35 |
18.73 |
18.05 |
18.53 |
+0.18 |
52,467 |
0 |
-131,161 |
Feb16 |
151231 |
18.75 |
19.00 |
18.54 |
18.88 |
+0.10 |
26,387 |
0 |
-65,545 |
Mar16 |
151231 |
18.90 |
19.12 |
18.70 |
19.03 |
+0.10 |
7,273 |
0 |
-18,048 |
Total Volume and Open Interest |
97,233 |
255,400 |
+387 |
Russell 2000(ICE) |
Mar16 |
151231 |
1144.20 |
1144.70 |
1128.10 |
1131.50 |
-11.50 |
61,223 |
365,061 |
+88 |
Jun16 |
151231 |
1130.50 |
1130.50 |
1130.50 |
1130.50 |
-11.50 |
2 |
5 |
+0 |
Sep16 |
151231 |
1127.30 |
1127.30 |
1127.30 |
1127.30 |
-11.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
61,225 |
365,067 |
+88 |
Nikkei 225(CME) |
Mar16 |
151231 |
18955 |
18965 |
18760 |
18805 |
-130 |
4,097 |
48,069 |
-30 |
Jun16 |
151231 |
18760 |
18760 |
18760 |
18760 |
-130 |
0 |
13 |
+0 |
Total Volume and Open Interest |
4,097 |
48,082 |
-30 |
Nikkei 225(SGX) |
Mar16 |
151231 |
19010 |
19030 |
18830 |
18870 |
-115 |
37,381 |
200,870 |
+1,636 |
Jun16 |
151231 |
18755 |
18755 |
18755 |
18755 |
-115 |
83 |
631 |
+21 |
Sep16 |
151231 |
18735 |
18735 |
18735 |
18735 |
-115 |
0 |
20 |
+0 |
Total Volume and Open Interest |
37,488 |
212,092 |
+1,681 |
CAC 40(EURONEXT) |
Jan16 |
151230 |
4702.0 |
4709.0 |
4661.0 |
4677.0 |
-25.0 |
39,012 |
226,612 |
+6,757 |
Feb16 |
151230 |
4679.0 |
4695.0 |
4662.0 |
4671.5 |
-25.0 |
23 |
62 |
+5 |
Mar16 |
151230 |
4677.5 |
4700.0 |
4664.0 |
4670.5 |
-25.5 |
25 |
9,773 |
+16 |
Total Volume and Open Interest |
39,060 |
236,451 |
+6,778 |
Hang Seng Index(HKFE) |
Dec15 |
151230 |
22070 |
22156 |
21903 |
21918 |
-140 |
95,985 |
52,049 |
-16,156 |
Jan16 |
151231 |
21905 |
22007 |
21818 |
21910 |
+3 |
58,680 |
86,164 |
+18,042 |
Feb16 |
151231 |
21942 |
21988 |
21873 |
21917 |
|
|
|
|
DAX(EUREX) |
Dec15 |
151218 |
10665.5 |
10735.0 |
10599.5 |
10599.5 |
-154.5 |
147,768 |
50,385 |
-32,036 |
Mar16 |
151230 |
10884.0 |
10886.0 |
10693.5 |
10772.0 |
-74.0 |
43,020 |
131,497 |
-969 |
Jun16 |
151230 |
10913.5 |
10915.5 |
10749.0 |
10813.0 |
-72.0 |
49 |
5,837 |
+14 |
Total Volume and Open Interest |
43,070 |
137,338 |
-954 |
FT-SE 100(EURONEXT) |
Mar16 |
151231 |
6206.00 |
6220.00 |
6182.50 |
6198.00 |
-28.00 |
74,948 |
524,008 |
-4,174 |
Jun16 |
151231 |
6145.00 |
6145.00 |
6145.00 |
6145.00 |
-28.00 |
1 |
3,137 |
+1 |
Sep16 |
151231 |
6099.00 |
6099.00 |
6099.00 |
6099.00 |
-28.00 |
|
|
|
Total Volume and Open Interest |
74,949 |
527,145 |
-4,173 |
SPI 200(SFE) |
Mar16 |
151231 |
5292.0 |
5318.0 |
5242.0 |
5257.0 |
-33.0 |
24,148 |
228,114 |
+3,740 |
Jun16 |
151231 |
5276.0 |
5276.0 |
5249.0 |
5249.0 |
-33.0 |
2 |
1,574 |
-2 |
Sep16 |
151231 |
5197.0 |
5197.0 |
5197.0 |
5197.0 |
-33.0 |
0 |
635 |
+0 |
Total Volume and Open Interest |
24,202 |
233,367 |
+3,718 |
FTSE MIB(ISE) |
Mar16 |
151230 |
21590.00 |
21680.00 |
21415.00 |
21442.00 |
-184.00 |
12,723 |
72,820 |
+72,820 |
Jun16 |
151230 |
21175.00 |
21260.00 |
21032.00 |
21032.00 |
-184.00 |
2 |
61 |
+61 |
Sep16 |
151230 |
20907.00 |
20907.00 |
20907.00 |
20907.00 |
-179.00 |
|
|
|
Total Volume and Open Interest |
12,725 |
72,881 |
+359 |
KOSPI 200(KFE) |
Mar16 |
151230 |
240.30 |
240.50 |
240.10 |
240.45 |
-1.95 |
110,737 |
97,666 |
+988 |
Jun16 |
151230 |
241.30 |
241.40 |
241.30 |
241.40 |
-1.90 |
530 |
1,346 |
+109 |
Sep16 |
151230 |
242.50 |
242.55 |
242.50 |
242.55 |
-1.45 |
1 |
370 |
+1 |
Total Volume and Open Interest |
111,268 |
100,606 |
+1,103 |
GSCI(CME) |
Jan16 |
151231 |
310.00 |
315.15 |
308.40 |
312.30 |
+3.10 |
46 |
12,232 |
-8 |
Feb16 |
151231 |
317.55 |
317.55 |
317.55 |
317.55 |
+3.10 |
|
|
|
Mar16 |
151231 |
324.55 |
324.55 |
324.55 |
324.55 |
+3.10 |
|
|
|
Total Volume and Open Interest |
46 |
12,232 |
-8 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|