|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Fri July 15, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug16 |
160715 |
1083.00 |
1097.50 |
1057.00 |
1072.50 |
-11.25 |
35,620 |
98,176 |
-8,118 |
Sep16 |
160715 |
1074.25 |
1087.50 |
1044.25 |
1065.50 |
-7.75 |
17,072 |
48,678 |
+2,232 |
Nov16 |
160715 |
1062.25 |
1079.25 |
1032.50 |
1057.25 |
-5.00 |
138,443 |
409,766 |
+4,781 |
Jan17 |
160715 |
1061.00 |
1076.75 |
1032.00 |
1055.75 |
-5.25 |
15,652 |
46,515 |
+1,591 |
Mar17 |
160715 |
1045.25 |
1059.00 |
1018.00 |
1039.00 |
-6.50 |
11,247 |
73,069 |
+1,922 |
May17 |
160715 |
1038.50 |
1049.75 |
1013.25 |
1032.75 |
-6.25 |
4,420 |
31,533 |
+290 |
Jul17 |
160715 |
1038.25 |
1047.25 |
1013.25 |
1031.75 |
-5.75 |
4,900 |
33,386 |
+524 |
Aug17 |
160715 |
1033.00 |
1033.00 |
1016.00 |
1019.00 |
-4.50 |
22 |
418 |
+6 |
Sep17 |
160715 |
995.00 |
996.00 |
984.00 |
984.00 |
-4.50 |
8 |
183 |
+0 |
Nov17 |
160715 |
960.00 |
970.75 |
947.00 |
956.75 |
-4.50 |
4,248 |
26,327 |
+35 |
Jan18 |
160715 |
969.00 |
969.00 |
956.25 |
956.25 |
-5.50 |
24 |
276 |
-9 |
Mar18 |
160715 |
952.75 |
952.75 |
952.75 |
952.75 |
-7.25 |
0 |
45 |
+0 |
May18 |
160715 |
954.50 |
954.50 |
954.50 |
954.50 |
-7.50 |
0 |
61 |
+0 |
Jul18 |
160715 |
956.25 |
956.25 |
956.25 |
956.25 |
-8.25 |
0 |
52 |
+0 |
Total Volume and Open Interest |
232,060 |
768,892 |
+2,855 |
Soybean Meal(CBOT) |
Aug16 |
160715 |
374.00 |
379.50 |
366.70 |
369.40 |
-3.80 |
15,395 |
45,441 |
+274 |
Sep16 |
160715 |
372.60 |
377.70 |
364.40 |
368.30 |
-3.10 |
12,742 |
52,528 |
+409 |
Oct16 |
160715 |
369.00 |
375.30 |
361.70 |
366.60 |
-2.40 |
7,719 |
31,123 |
-494 |
Dec16 |
160715 |
368.20 |
375.00 |
360.10 |
366.30 |
-1.90 |
44,429 |
157,751 |
-728 |
Jan17 |
160715 |
365.10 |
370.70 |
356.50 |
362.90 |
-1.90 |
4,117 |
22,058 |
-200 |
Mar17 |
160715 |
360.00 |
361.80 |
348.80 |
354.80 |
-2.90 |
3,877 |
29,393 |
+1,321 |
May17 |
160715 |
350.40 |
353.40 |
341.30 |
347.00 |
-2.40 |
1,485 |
18,403 |
+115 |
Jul17 |
160715 |
348.30 |
350.80 |
339.50 |
345.10 |
-2.50 |
1,294 |
12,661 |
+162 |
Aug17 |
160715 |
344.60 |
344.90 |
341.00 |
341.00 |
-1.70 |
40 |
1,827 |
+11 |
Sep17 |
160715 |
340.20 |
341.50 |
334.40 |
334.40 |
-2.10 |
28 |
871 |
-11 |
Total Volume and Open Interest |
92,358 |
378,393 |
+932 |
Soybean Oil(CBOT) |
Aug16 |
160715 |
30.67 |
31.10 |
30.15 |
30.89 |
+0.22 |
15,772 |
50,350 |
-598 |
Sep16 |
160715 |
30.80 |
31.23 |
30.28 |
31.02 |
+0.22 |
8,226 |
37,471 |
+839 |
Oct16 |
160715 |
30.98 |
31.36 |
30.42 |
31.14 |
+0.22 |
4,258 |
21,267 |
+368 |
Dec16 |
160715 |
31.21 |
31.63 |
30.65 |
31.42 |
+0.23 |
46,530 |
171,479 |
+390 |
Jan17 |
160715 |
31.45 |
31.83 |
30.86 |
31.61 |
+0.21 |
4,586 |
23,757 |
+467 |
Mar17 |
160715 |
31.60 |
32.02 |
31.02 |
31.78 |
+0.19 |
2,246 |
19,394 |
+803 |
May17 |
160715 |
31.76 |
32.16 |
31.27 |
31.97 |
+0.21 |
1,431 |
14,478 |
+160 |
Jul17 |
160715 |
32.00 |
32.40 |
31.52 |
32.22 |
+0.22 |
1,115 |
6,692 |
+355 |
Aug17 |
160715 |
32.24 |
32.29 |
32.24 |
32.29 |
+0.21 |
41 |
3,139 |
+11 |
Sep17 |
160715 |
32.49 |
32.49 |
32.29 |
32.33 |
+0.21 |
76 |
2,582 |
-10 |
Total Volume and Open Interest |
85,514 |
355,478 |
+3,004 |
Canola(WCE) |
Jul16 |
160714 |
475.3 |
475.3 |
475.3 |
475.3 |
-4.3 |
|
|
|
Nov16 |
160715 |
475.5 |
479.0 |
469.1 |
470.0 |
-7.0 |
13,541 |
121,465 |
+587 |
Jan17 |
160715 |
484.1 |
486.7 |
477.0 |
477.9 |
-6.3 |
3,878 |
15,134 |
-199 |
Mar17 |
160715 |
484.5 |
493.0 |
483.8 |
484.6 |
-6.5 |
1,600 |
5,317 |
+816 |
May17 |
160715 |
488.6 |
497.6 |
488.0 |
488.8 |
-6.5 |
1,046 |
2,916 |
+188 |
Total Volume and Open Interest |
21,979 |
153,122 |
+2,510 |
Corn(CBOT) |
Sep16 |
160715 |
356.50 |
361.00 |
343.00 |
352.25 |
-5.50 |
124,882 |
519,516 |
-9,690 |
Dec16 |
160715 |
363.25 |
368.00 |
350.00 |
358.25 |
-6.50 |
193,197 |
527,719 |
+7,670 |
Mar17 |
160715 |
371.00 |
375.75 |
358.00 |
366.25 |
-6.25 |
28,281 |
107,359 |
+43 |
May17 |
160715 |
379.00 |
380.50 |
363.50 |
370.50 |
-6.75 |
6,578 |
25,631 |
+190 |
Jul17 |
160715 |
380.50 |
385.25 |
367.75 |
374.25 |
-7.50 |
8,696 |
62,957 |
-322 |
Sep17 |
160715 |
379.50 |
382.75 |
369.00 |
375.25 |
-6.50 |
1,681 |
12,491 |
+470 |
Dec17 |
160715 |
384.75 |
389.00 |
375.00 |
381.25 |
-5.00 |
5,034 |
35,430 |
+314 |
Mar18 |
160715 |
390.25 |
390.25 |
390.25 |
390.25 |
-4.75 |
99 |
1,734 |
+49 |
May18 |
160715 |
395.50 |
395.50 |
395.50 |
395.50 |
-4.50 |
0 |
527 |
+0 |
Jul18 |
160715 |
404.50 |
404.50 |
399.75 |
399.75 |
-4.50 |
4 |
676 |
-1 |
Total Volume and Open Interest |
369,148 |
1,295,965 |
-1,564 |
Wheat(CBOT) |
Sep16 |
160715 |
434.00 |
439.75 |
424.00 |
424.75 |
-9.25 |
78,670 |
256,070 |
+149 |
Dec16 |
160715 |
459.50 |
464.25 |
449.00 |
449.75 |
-8.75 |
32,110 |
124,223 |
+303 |
Mar17 |
160715 |
479.75 |
484.75 |
472.50 |
472.75 |
-7.00 |
8,279 |
38,741 |
+810 |
May17 |
160715 |
492.00 |
497.00 |
486.50 |
487.00 |
-5.25 |
1,265 |
8,744 |
+51 |
Jul17 |
160715 |
503.00 |
505.25 |
495.50 |
496.25 |
-4.25 |
888 |
20,689 |
-71 |
Sep17 |
160715 |
513.00 |
515.00 |
508.00 |
508.25 |
-3.25 |
210 |
2,434 |
-23 |
Total Volume and Open Interest |
121,591 |
454,747 |
+1,214 |
Wheat(KCBT) |
Sep16 |
160715 |
417.50 |
423.50 |
412.75 |
413.75 |
-4.00 |
22,386 |
137,626 |
+1,125 |
Dec16 |
160715 |
443.75 |
450.50 |
439.00 |
439.75 |
-4.00 |
9,681 |
50,071 |
+704 |
Mar17 |
160715 |
460.00 |
465.50 |
456.00 |
456.75 |
-4.00 |
2,229 |
18,887 |
+208 |
May17 |
160715 |
471.00 |
475.75 |
467.75 |
467.75 |
-3.75 |
249 |
7,653 |
+7 |
Jul17 |
160715 |
481.00 |
485.50 |
477.50 |
477.50 |
-3.75 |
418 |
11,999 |
+116 |
Sep17 |
160715 |
492.50 |
492.50 |
492.50 |
492.50 |
-3.50 |
178 |
1,190 |
+69 |
Dec17 |
160715 |
512.00 |
512.00 |
512.00 |
512.00 |
-3.75 |
100 |
564 |
-8 |
Total Volume and Open Interest |
35,296 |
228,114 |
+2,200 |
Wheat(MGE) |
Sep16 |
160715 |
499.50 |
505.00 |
495.75 |
496.75 |
-3.25 |
2,883 |
27,085 |
+204 |
Dec16 |
160715 |
514.50 |
520.00 |
510.25 |
512.00 |
-3.00 |
606 |
14,585 |
-57 |
Mar17 |
160715 |
527.25 |
532.75 |
526.75 |
527.00 |
-2.75 |
398 |
8,777 |
+91 |
May17 |
160715 |
543.50 |
543.50 |
536.50 |
536.50 |
-2.25 |
62 |
3,852 |
+9 |
Jul17 |
160715 |
545.75 |
545.75 |
545.75 |
545.75 |
-2.00 |
46 |
2,257 |
+7 |
Sep17 |
160715 |
555.25 |
556.00 |
555.25 |
555.50 |
-2.00 |
5 |
815 |
-5 |
Total Volume and Open Interest |
4,001 |
57,678 |
+249 |
Oats(CBOT) |
Sep16 |
160715 |
206.50 |
208.50 |
204.25 |
204.25 |
-2.50 |
176 |
3,337 |
-11 |
Dec16 |
160715 |
204.00 |
207.00 |
203.25 |
203.50 |
-0.25 |
483 |
5,769 |
+20 |
Mar17 |
160715 |
213.00 |
213.00 |
211.25 |
211.25 |
+0.50 |
56 |
820 |
-11 |
May17 |
160715 |
215.75 |
215.75 |
215.75 |
215.75 |
+0.50 |
|
|
|
Total Volume and Open Interest |
717 |
9,927 |
-21 |
Rough Rice(CBOT) |
Jul16 |
160714 |
10.38 |
10.85 |
10.38 |
10.38 |
-0.11 |
|
|
|
Sep16 |
160715 |
10.60 |
10.65 |
10.52 |
10.52 |
-0.07 |
213 |
7,750 |
+50 |
Nov16 |
160715 |
10.85 |
10.86 |
10.80 |
10.80 |
-0.07 |
45 |
1,675 |
+28 |
Jan17 |
160715 |
11.13 |
11.13 |
11.06 |
11.06 |
-0.07 |
0 |
98 |
+0 |
Total Volume and Open Interest |
258 |
9,570 |
+78 |
Live Cattle(CME) |
Aug16 |
160715 |
112.730 |
113.100 |
110.700 |
110.930 |
-1.800 |
38,779 |
83,749 |
-11,751 |
Oct16 |
160715 |
111.830 |
112.250 |
109.550 |
109.850 |
-2.230 |
29,385 |
86,751 |
+6,746 |
Dec16 |
160715 |
113.080 |
113.480 |
111.250 |
111.450 |
-1.900 |
12,002 |
46,464 |
+870 |
Feb17 |
160715 |
112.980 |
113.330 |
111.200 |
111.400 |
-1.830 |
4,035 |
15,815 |
+682 |
Apr17 |
160715 |
112.135 |
112.535 |
110.400 |
110.635 |
-1.815 |
1,374 |
9,501 |
+470 |
Jun17 |
160715 |
105.930 |
106.950 |
104.580 |
104.750 |
-1.580 |
237 |
3,771 |
+63 |
Total Volume and Open Interest |
85,972 |
248,005 |
-2,836 |
Feeder Cattle(CME) |
Aug16 |
160715 |
142.100 |
142.750 |
139.250 |
139.580 |
-2.120 |
5,238 |
20,984 |
-585 |
Sep16 |
160715 |
141.380 |
141.880 |
138.130 |
138.400 |
-2.700 |
2,436 |
9,473 |
+714 |
Oct16 |
160715 |
140.050 |
140.735 |
137.100 |
137.380 |
-2.605 |
1,048 |
5,777 |
+29 |
Nov16 |
160715 |
137.380 |
137.735 |
134.250 |
134.500 |
-2.700 |
1,006 |
4,172 |
-119 |
Jan17 |
160715 |
133.700 |
134.285 |
130.800 |
131.200 |
-2.600 |
756 |
2,570 |
+326 |
Mar17 |
160715 |
131.600 |
131.600 |
129.550 |
129.550 |
-2.830 |
65 |
458 |
+14 |
Apr17 |
160715 |
132.000 |
132.000 |
129.500 |
129.500 |
-2.500 |
7 |
50 |
+2 |
Total Volume and Open Interest |
10,556 |
43,520 |
+381 |
Lean Hogs(CME) |
Aug16 |
160715 |
78.500 |
78.600 |
77.785 |
77.930 |
-0.670 |
21,840 |
54,452 |
-6,483 |
Oct16 |
160715 |
67.285 |
67.285 |
65.725 |
66.000 |
-1.400 |
19,098 |
90,283 |
+4,623 |
Dec16 |
160715 |
60.900 |
60.900 |
59.285 |
59.580 |
-1.350 |
5,351 |
46,162 |
-322 |
Feb17 |
160715 |
65.200 |
65.200 |
63.350 |
63.630 |
-1.505 |
1,766 |
21,013 |
+363 |
Apr17 |
160715 |
69.900 |
69.900 |
68.000 |
68.250 |
-1.680 |
888 |
14,676 |
+274 |
May17 |
160715 |
74.600 |
74.600 |
73.830 |
73.830 |
-0.970 |
14 |
202 |
+10 |
Jun17 |
160715 |
78.000 |
78.000 |
76.850 |
77.035 |
-1.515 |
214 |
1,619 |
+91 |
Jul17 |
160715 |
77.230 |
77.230 |
76.200 |
76.550 |
-1.450 |
30 |
299 |
+5 |
Total Volume and Open Interest |
50,785 |
234,881 |
-2,279 |
Class III Milk(CME) |
Jul16 |
160715 |
15.34 |
15.36 |
15.31 |
15.33 |
-0.01 |
119 |
5,375 |
+14 |
Aug16 |
160715 |
16.39 |
16.62 |
16.15 |
16.46 |
+0.05 |
159 |
4,603 |
+18 |
Sep16 |
160715 |
16.43 |
16.67 |
16.21 |
16.49 |
+0.03 |
133 |
3,941 |
-27 |
Oct16 |
160715 |
16.42 |
16.60 |
16.28 |
16.52 |
+0.11 |
57 |
3,436 |
-8 |
Nov16 |
160715 |
16.26 |
16.45 |
16.17 |
16.40 |
+0.18 |
12 |
3,159 |
+2 |
Dec16 |
160715 |
16.03 |
16.22 |
15.98 |
16.18 |
+0.12 |
15 |
2,790 |
-4 |
Jan17 |
160715 |
15.97 |
16.10 |
15.92 |
16.04 |
+0.07 |
7 |
1,138 |
+2 |
Feb17 |
160715 |
16.02 |
16.15 |
16.02 |
16.10 |
+0.08 |
12 |
978 |
+6 |
Mar17 |
160715 |
16.11 |
16.15 |
16.11 |
16.15 |
+0.05 |
2 |
922 |
+2 |
Apr17 |
160715 |
16.21 |
16.23 |
16.21 |
16.23 |
+0.03 |
6 |
879 |
+6 |
May17 |
160715 |
16.29 |
16.31 |
16.29 |
16.31 |
+0.05 |
2 |
724 |
+2 |
Jun17 |
160715 |
16.44 |
16.49 |
16.44 |
16.47 |
+0.03 |
10 |
630 |
+8 |
Jul17 |
160715 |
16.48 |
16.54 |
16.48 |
16.51 |
+0.09 |
0 |
196 |
+0 |
Total Volume and Open Interest |
534 |
29,678 |
+21 |
Cocoa(ICE) |
Jul16 |
160714 |
3197 |
3197 |
3197 |
3197 |
+15 |
1 |
9 |
+0 |
Sep16 |
160715 |
3157 |
3166 |
3056 |
3065 |
-92 |
14,989 |
93,746 |
+2,388 |
Dec16 |
160715 |
3140 |
3143 |
3041 |
3050 |
-83 |
6,555 |
62,214 |
+1,209 |
Mar17 |
160715 |
3103 |
3109 |
3010 |
3019 |
-81 |
2,040 |
42,338 |
+128 |
May17 |
160715 |
3047 |
3088 |
2996 |
3003 |
-80 |
198 |
8,410 |
+18 |
Jul17 |
160715 |
3077 |
3077 |
2990 |
2992 |
-79 |
52 |
2,649 |
-8 |
Sep17 |
160715 |
3061 |
3061 |
2982 |
2983 |
-77 |
47 |
3,887 |
+20 |
Total Volume and Open Interest |
23,892 |
217,699 |
+3,755 |
Coffee "C"(ICE) |
Jul16 |
160715 |
153.00 |
153.05 |
145.70 |
145.70 |
-4.60 |
6 |
17 |
-6 |
Sep16 |
160715 |
152.50 |
154.80 |
147.00 |
147.55 |
-4.60 |
16,842 |
97,054 |
-328 |
Dec16 |
160715 |
155.00 |
157.65 |
149.90 |
150.50 |
-4.60 |
6,298 |
46,531 |
+1,068 |
Mar17 |
160715 |
158.25 |
160.25 |
152.55 |
153.15 |
-4.60 |
1,625 |
16,877 |
+259 |
May17 |
160715 |
159.40 |
161.50 |
154.05 |
154.55 |
-4.70 |
396 |
9,313 |
+105 |
Jul17 |
160715 |
161.00 |
162.40 |
155.70 |
155.70 |
-4.70 |
141 |
3,161 |
+46 |
Total Volume and Open Interest |
25,711 |
181,690 |
+1,169 |
Orange Juice(ICE) |
Sep16 |
160715 |
184.00 |
185.55 |
180.85 |
183.85 |
-0.35 |
516 |
14,579 |
+13 |
Nov16 |
160715 |
183.00 |
184.25 |
181.25 |
182.90 |
-0.35 |
58 |
2,195 |
+35 |
Jan17 |
160715 |
179.00 |
181.20 |
179.00 |
181.20 |
-0.50 |
7 |
781 |
+1 |
Mar17 |
160715 |
179.35 |
179.35 |
179.35 |
179.35 |
-0.50 |
39 |
117 |
+37 |
May17 |
160715 |
178.45 |
178.45 |
178.45 |
178.45 |
-0.50 |
0 |
7 |
+0 |
Jul17 |
160715 |
176.85 |
176.85 |
176.85 |
176.85 |
-0.50 |
|
|
|
Total Volume and Open Interest |
620 |
17,681 |
+86 |
Sugar #11(ICE) |
Oct16 |
160715 |
19.81 |
19.86 |
19.17 |
19.31 |
-0.60 |
61,119 |
456,080 |
-2,252 |
Mar17 |
160715 |
20.01 |
20.06 |
19.47 |
19.58 |
-0.51 |
22,515 |
220,392 |
+1,712 |
May17 |
160715 |
19.33 |
19.33 |
18.84 |
18.97 |
-0.37 |
9,918 |
58,811 |
+1,370 |
Jul17 |
160715 |
18.65 |
18.67 |
18.27 |
18.44 |
-0.28 |
4,244 |
48,451 |
+1,159 |
Oct17 |
160715 |
18.24 |
18.26 |
17.90 |
18.12 |
-0.20 |
1,523 |
29,588 |
-318 |
Mar18 |
160715 |
18.02 |
18.04 |
17.78 |
17.99 |
-0.13 |
424 |
13,789 |
+126 |
May18 |
160715 |
17.52 |
17.60 |
17.35 |
17.57 |
-0.06 |
128 |
4,451 |
+16 |
Jul18 |
160715 |
17.18 |
17.31 |
17.06 |
17.31 |
+0.01 |
70 |
4,709 |
+28 |
Total Volume and Open Interest |
100,033 |
842,325 |
+1,911 |
London Cocoa(LCE) |
Sep16 |
160715 |
2473 |
2489 |
2445 |
2450 |
-29 |
8,355 |
107,980 |
-72 |
Dec16 |
160715 |
2413 |
2426 |
2385 |
2391 |
-28 |
4,358 |
70,102 |
+307 |
Mar17 |
160715 |
2365 |
2374 |
2337 |
2341 |
-29 |
2,292 |
55,548 |
+986 |
May17 |
160715 |
2348 |
2357 |
2322 |
2325 |
-29 |
569 |
19,435 |
+82 |
Jul17 |
160715 |
2324 |
2349 |
2317 |
2318 |
-29 |
81 |
2,901 |
-51 |
Sep17 |
160715 |
2309 |
2309 |
2309 |
2309 |
-30 |
46 |
2,281 |
+11 |
Dec17 |
160715 |
2296 |
2296 |
2296 |
2296 |
-31 |
10 |
441 |
+10 |
Total Volume and Open Interest |
17,981 |
264,511 |
+364 |
London Sugar(LCE) |
Oct16 |
160715 |
543.00 |
544.00 |
530.00 |
531.10 |
-13.50 |
10,569 |
46,886 |
+1,458 |
Dec16 |
160715 |
540.70 |
542.10 |
528.80 |
530.20 |
-11.80 |
1,320 |
16,266 |
+284 |
Mar17 |
160715 |
538.20 |
539.10 |
527.00 |
528.90 |
-10.40 |
1,342 |
16,395 |
+367 |
May17 |
160715 |
529.40 |
530.10 |
519.10 |
523.20 |
-7.20 |
814 |
6,393 |
+320 |
Aug17 |
160715 |
519.30 |
519.80 |
510.00 |
515.10 |
-4.90 |
85 |
3,685 |
+23 |
Total Volume and Open Interest |
22,976 |
94,837 |
-2,951 |
Cotton(ICE) |
Oct16 |
160715 |
73.34 |
74.51 |
73.34 |
73.86 |
+0.04 |
156 |
160 |
+10 |
Dec16 |
160715 |
73.87 |
75.00 |
73.34 |
74.28 |
+0.41 |
51,324 |
180,293 |
+9,324 |
Mar17 |
160715 |
73.34 |
74.52 |
73.13 |
74.19 |
+0.65 |
8,665 |
26,078 |
+1,589 |
May17 |
160715 |
73.27 |
74.03 |
72.80 |
73.88 |
+0.55 |
2,389 |
4,694 |
+178 |
Jul17 |
160715 |
73.00 |
73.69 |
72.52 |
73.57 |
+0.52 |
1,131 |
3,561 |
+269 |
Oct17 |
160715 |
72.98 |
72.98 |
72.98 |
72.98 |
+0.62 |
|
|
|
Total Volume and Open Interest |
64,527 |
221,774 |
+11,877 |
Lumber(CME) |
Jul16 |
160715 |
323.0 |
323.0 |
314.3 |
318.3 |
-4.9 |
90 |
33 |
-82 |
Sep16 |
160715 |
333.9 |
337.7 |
323.3 |
336.2 |
+2.9 |
459 |
3,902 |
+94 |
Nov16 |
160715 |
337.9 |
341.8 |
329.5 |
340.1 |
+3.1 |
28 |
311 |
+19 |
Jan17 |
160715 |
339.4 |
342.1 |
337.9 |
342.1 |
+3.5 |
0 |
50 |
+0 |
Total Volume and Open Interest |
577 |
4,347 |
+31 |
Crude Oil(NYM) |
Aug16 |
160715 |
45.52 |
46.33 |
45.05 |
45.95 |
+0.27 |
686,245 |
177,429 |
-50,517 |
Sep16 |
160715 |
46.26 |
47.05 |
45.78 |
46.65 |
+0.23 |
376,846 |
448,082 |
+31,499 |
Oct16 |
160715 |
46.84 |
47.67 |
46.41 |
47.23 |
+0.17 |
106,724 |
119,051 |
+8,677 |
Nov16 |
160715 |
47.35 |
48.34 |
47.11 |
47.89 |
+0.12 |
57,485 |
120,058 |
+4,957 |
Dec16 |
160715 |
48.22 |
49.00 |
47.77 |
48.54 |
+0.07 |
95,054 |
257,618 |
+2,225 |
Jan17 |
160715 |
48.61 |
49.52 |
48.37 |
49.09 |
+0.04 |
19,387 |
56,912 |
+2,245 |
Feb17 |
160715 |
48.97 |
49.87 |
48.81 |
49.53 |
+0.02 |
9,552 |
31,991 |
-294 |
Mar17 |
160715 |
49.29 |
50.25 |
49.23 |
49.88 |
unch |
20,932 |
60,297 |
+146 |
Apr17 |
160715 |
49.52 |
50.38 |
49.52 |
50.15 |
-0.03 |
7,218 |
21,944 |
+3 |
May17 |
160715 |
49.76 |
50.72 |
49.76 |
50.36 |
-0.05 |
2,971 |
19,511 |
+233 |
Jun17 |
160715 |
50.08 |
50.94 |
49.91 |
50.55 |
-0.07 |
21,276 |
74,652 |
-176 |
Jul17 |
160715 |
50.50 |
50.91 |
50.16 |
50.72 |
-0.09 |
2,735 |
17,533 |
-135 |
Aug17 |
160715 |
50.87 |
51.26 |
50.87 |
50.87 |
-0.12 |
1,273 |
13,905 |
+177 |
Sep17 |
160715 |
51.04 |
51.04 |
50.82 |
51.04 |
-0.16 |
3,626 |
32,500 |
+8 |
Oct17 |
160715 |
51.22 |
51.22 |
51.06 |
51.22 |
-0.19 |
916 |
10,855 |
+56 |
Nov17 |
160715 |
51.42 |
51.42 |
50.93 |
51.42 |
-0.22 |
575 |
11,652 |
+5 |
Total Volume and Open Interest |
1,447,908 |
1,728,282 |
-483 |
e-miNY Crude Oil(NYM) |
Aug16 |
160715 |
45.325 |
46.325 |
45.050 |
45.950 |
+0.275 |
14,001 |
1,828 |
+248 |
Sep16 |
160715 |
46.100 |
47.025 |
45.800 |
46.650 |
+0.225 |
991 |
725 |
+180 |
Oct16 |
160715 |
46.750 |
47.675 |
46.425 |
47.225 |
+0.175 |
70 |
142 |
+9 |
Nov16 |
160715 |
47.300 |
48.200 |
47.300 |
47.900 |
+0.125 |
12 |
23 |
-5 |
Dec16 |
160715 |
48.800 |
48.900 |
48.550 |
48.550 |
+0.075 |
17 |
298 |
-1 |
Jan17 |
160715 |
49.100 |
49.100 |
48.000 |
49.100 |
+0.050 |
4 |
17 |
+0 |
Feb17 |
160715 |
49.525 |
50.275 |
49.525 |
49.525 |
+0.025 |
4 |
11 |
+2 |
Mar17 |
160715 |
49.875 |
49.875 |
49.875 |
49.875 |
unch |
0 |
12 |
+0 |
Apr17 |
160715 |
50.150 |
50.150 |
50.150 |
50.150 |
-0.025 |
|
|
|
May17 |
160715 |
50.350 |
50.350 |
50.350 |
50.350 |
-0.050 |
|
|
|
Total Volume and Open Interest |
15,115 |
3,218 |
+436 |
NY Harbor ULSD(NYM) |
Aug16 |
160715 |
139.69 |
142.83 |
138.68 |
139.74 |
-0.90 |
74,166 |
58,662 |
-4,218 |
Sep16 |
160715 |
142.07 |
145.15 |
141.15 |
142.28 |
-0.71 |
48,486 |
77,468 |
+1,985 |
Oct16 |
160715 |
144.07 |
147.33 |
143.52 |
144.77 |
-0.55 |
32,212 |
40,225 |
+442 |
Nov16 |
160715 |
146.31 |
149.41 |
145.86 |
147.08 |
-0.50 |
19,138 |
29,652 |
+2,368 |
Dec16 |
160715 |
148.25 |
151.34 |
147.92 |
149.13 |
-0.42 |
25,330 |
50,021 |
+1,747 |
Jan17 |
160715 |
150.00 |
153.04 |
150.00 |
151.14 |
-0.34 |
8,266 |
23,655 |
-126 |
Feb17 |
160715 |
153.87 |
154.39 |
152.22 |
152.55 |
-0.31 |
5,051 |
12,266 |
+842 |
Mar17 |
160715 |
152.11 |
155.00 |
152.11 |
153.23 |
-0.31 |
3,273 |
13,851 |
-720 |
Apr17 |
160715 |
153.10 |
153.20 |
153.00 |
153.17 |
-0.30 |
1,288 |
7,301 |
+152 |
May17 |
160715 |
153.70 |
154.02 |
153.25 |
153.43 |
-0.28 |
1,122 |
3,545 |
+314 |
Jun17 |
160715 |
154.55 |
155.37 |
153.56 |
153.99 |
-0.27 |
3,196 |
20,483 |
+386 |
Jul17 |
160715 |
154.87 |
155.51 |
154.87 |
154.87 |
-0.26 |
109 |
2,479 |
+24 |
Aug17 |
160715 |
155.86 |
155.86 |
155.86 |
155.86 |
-0.25 |
176 |
1,385 |
-96 |
Sep17 |
160715 |
157.03 |
157.03 |
157.00 |
157.03 |
-0.25 |
210 |
1,613 |
-49 |
Total Volume and Open Interest |
226,529 |
370,120 |
+3,091 |
RBOB Gasoline(NYM) |
Aug16 |
160715 |
140.07 |
144.25 |
139.44 |
142.20 |
+0.80 |
51,737 |
74,779 |
-6,921 |
Sep16 |
160715 |
141.23 |
144.84 |
140.36 |
142.99 |
+0.79 |
41,459 |
100,441 |
+5,876 |
Oct16 |
160715 |
133.55 |
136.79 |
132.76 |
135.20 |
+0.66 |
24,517 |
51,682 |
+3,106 |
Nov16 |
160715 |
132.43 |
135.90 |
132.28 |
134.43 |
+0.39 |
17,661 |
32,612 |
+1,041 |
Dec16 |
160715 |
132.09 |
135.40 |
131.97 |
133.97 |
+0.32 |
17,920 |
43,772 |
+925 |
Jan17 |
160715 |
133.97 |
135.90 |
133.85 |
134.66 |
+0.24 |
4,855 |
15,182 |
+626 |
Feb17 |
160715 |
135.11 |
137.06 |
135.11 |
135.86 |
+0.08 |
3,444 |
4,074 |
+682 |
Mar17 |
160715 |
136.12 |
138.80 |
136.12 |
137.61 |
-0.10 |
2,615 |
11,445 |
+352 |
Apr17 |
160715 |
155.55 |
157.41 |
155.47 |
155.94 |
-0.58 |
2,414 |
11,537 |
+680 |
May17 |
160715 |
158.06 |
158.06 |
156.96 |
157.01 |
-0.48 |
1,124 |
4,643 |
-30 |
Total Volume and Open Interest |
171,033 |
384,801 |
+6,965 |
e-miNY RBOB Gasoline(NYM) |
Aug16 |
160715 |
142.20 |
142.20 |
142.20 |
142.20 |
+0.80 |
0 |
1 |
+0 |
Sep16 |
160715 |
143.00 |
143.00 |
142.99 |
143.00 |
+0.80 |
|
|
|
Oct16 |
160715 |
135.20 |
135.20 |
135.20 |
135.20 |
+0.70 |
|
|
|
Nov16 |
160715 |
134.40 |
134.43 |
134.40 |
134.40 |
+0.40 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Aug16 |
160715 |
2.728 |
2.778 |
2.669 |
2.756 |
+0.029 |
131,498 |
112,669 |
-14,541 |
Sep16 |
160715 |
2.709 |
2.755 |
2.650 |
2.728 |
+0.021 |
85,729 |
238,998 |
+3,984 |
Oct16 |
160715 |
2.749 |
2.798 |
2.695 |
2.773 |
+0.024 |
44,647 |
110,104 |
-1,703 |
Nov16 |
160715 |
2.922 |
2.974 |
2.885 |
2.953 |
+0.020 |
26,043 |
82,546 |
+4,082 |
Dec16 |
160715 |
3.190 |
3.234 |
3.153 |
3.215 |
+0.014 |
12,753 |
55,021 |
+478 |
Jan17 |
160715 |
3.327 |
3.365 |
3.283 |
3.347 |
+0.014 |
18,264 |
109,279 |
+1,264 |
Feb17 |
160715 |
3.310 |
3.350 |
3.276 |
3.336 |
+0.013 |
3,670 |
30,200 |
+355 |
Mar17 |
160715 |
3.275 |
3.297 |
3.232 |
3.288 |
+0.010 |
6,409 |
61,479 |
+286 |
Apr17 |
160715 |
3.053 |
3.061 |
3.019 |
3.058 |
+0.004 |
6,726 |
52,245 |
+1,156 |
May17 |
160715 |
3.019 |
3.031 |
3.003 |
3.031 |
-0.002 |
1,833 |
21,384 |
+271 |
Jun17 |
160715 |
3.064 |
3.064 |
3.037 |
3.063 |
-0.005 |
1,500 |
19,763 |
-549 |
Jul17 |
160715 |
3.093 |
3.094 |
3.071 |
3.094 |
-0.007 |
1,017 |
13,069 |
-172 |
Aug17 |
160715 |
3.100 |
3.100 |
3.080 |
3.100 |
-0.008 |
704 |
14,152 |
-106 |
Sep17 |
160715 |
3.077 |
3.078 |
3.058 |
3.077 |
-0.008 |
266 |
8,276 |
+48 |
Oct17 |
160715 |
3.085 |
3.102 |
3.079 |
3.100 |
-0.007 |
1,149 |
19,991 |
+175 |
Nov17 |
160715 |
3.145 |
3.155 |
3.138 |
3.155 |
-0.007 |
705 |
8,646 |
-16 |
Total Volume and Open Interest |
345,741 |
1,015,385 |
-4,523 |
Brent Crude Oil(ICE) |
Sep16 |
160715 |
47.03 |
48.25 |
46.65 |
47.61 |
+0.24 |
299,796 |
355,385 |
-27,015 |
Oct16 |
160715 |
47.59 |
48.71 |
47.23 |
48.12 |
+0.19 |
138,626 |
280,418 |
+15,242 |
Nov16 |
160715 |
47.99 |
49.14 |
47.73 |
48.55 |
+0.13 |
77,467 |
239,538 |
+9,394 |
Dec16 |
160715 |
48.61 |
49.64 |
48.28 |
49.10 |
+0.09 |
121,651 |
375,932 |
-1,846 |
Jan17 |
160715 |
49.07 |
49.98 |
48.78 |
49.56 |
+0.07 |
25,025 |
98,849 |
+1,248 |
Feb17 |
160715 |
49.49 |
50.39 |
49.20 |
49.98 |
+0.06 |
13,626 |
73,932 |
-485 |
Mar17 |
160715 |
49.88 |
50.76 |
49.59 |
50.37 |
+0.05 |
27,242 |
65,444 |
+1,485 |
Apr17 |
160715 |
50.26 |
51.10 |
49.97 |
50.73 |
+0.02 |
8,569 |
26,811 |
-530 |
May17 |
160715 |
50.57 |
51.46 |
50.35 |
51.07 |
-0.02 |
8,152 |
34,960 |
+2,566 |
Jun17 |
160715 |
50.89 |
51.76 |
50.68 |
51.37 |
-0.04 |
31,575 |
104,544 |
+1,544 |
Jul17 |
160715 |
51.20 |
51.68 |
51.20 |
51.68 |
-0.06 |
3,433 |
18,663 |
+1,096 |
Aug17 |
160715 |
51.97 |
51.97 |
51.97 |
51.97 |
-0.07 |
1,073 |
17,482 |
-60 |
Sep17 |
160715 |
52.21 |
52.21 |
52.21 |
52.21 |
-0.10 |
5,287 |
37,925 |
+424 |
Oct17 |
160715 |
52.44 |
52.44 |
52.44 |
52.44 |
-0.12 |
404 |
14,813 |
+45 |
Total Volume and Open Interest |
826,797 |
2,216,226 |
+4,532 |
Gas Oil(ICE) |
Aug16 |
160715 |
409.25 |
419.50 |
406.00 |
413.00 |
+1.00 |
110,109 |
110,259 |
+236 |
Sep16 |
160715 |
417.50 |
426.25 |
413.25 |
420.25 |
+1.25 |
91,535 |
95,931 |
+5,145 |
Oct16 |
160715 |
422.50 |
432.00 |
419.75 |
426.25 |
+1.00 |
45,340 |
66,884 |
+3,377 |
Nov16 |
160715 |
426.50 |
435.25 |
424.25 |
430.00 |
+0.75 |
19,286 |
46,847 |
+1,075 |
Dec16 |
160715 |
430.25 |
439.25 |
428.00 |
433.75 |
+0.75 |
51,024 |
103,113 |
+5,675 |
Jan17 |
160715 |
434.50 |
443.00 |
432.75 |
438.25 |
+0.50 |
10,003 |
37,317 |
+152 |
Feb17 |
160715 |
439.00 |
447.50 |
437.25 |
442.50 |
+0.50 |
3,675 |
15,277 |
+185 |
Mar17 |
160715 |
441.75 |
451.00 |
441.00 |
446.25 |
+0.50 |
5,903 |
23,384 |
-13 |
Apr17 |
160715 |
447.00 |
454.00 |
444.00 |
449.25 |
+0.50 |
2,641 |
10,674 |
-29 |
May17 |
160715 |
449.50 |
453.25 |
449.50 |
452.25 |
+0.50 |
2,449 |
13,361 |
+197 |
Total Volume and Open Interest |
371,055 |
687,128 |
+18,957 |
Ethanol(CBOT) |
Aug16 |
160715 |
1.561 |
1.570 |
1.558 |
1.558 |
-0.015 |
519 |
1,779 |
-149 |
Sep16 |
160715 |
1.550 |
1.550 |
1.542 |
1.542 |
-0.015 |
300 |
1,044 |
+114 |
Oct16 |
160715 |
1.506 |
1.550 |
1.506 |
1.506 |
-0.013 |
123 |
384 |
+37 |
Nov16 |
160715 |
1.470 |
1.480 |
1.470 |
1.470 |
-0.010 |
67 |
391 |
+0 |
Dec16 |
160715 |
1.447 |
1.490 |
1.447 |
1.447 |
-0.010 |
54 |
1,108 |
+9 |
Jan17 |
160715 |
1.423 |
1.445 |
1.423 |
1.423 |
-0.010 |
48 |
191 |
-4 |
Feb17 |
160715 |
1.420 |
1.420 |
1.420 |
1.420 |
-0.010 |
0 |
63 |
+0 |
Mar17 |
160715 |
1.420 |
1.420 |
1.420 |
1.420 |
-0.010 |
|
|
|
Total Volume and Open Interest |
1,113 |
4,962 |
+9 |
WTI Crude Oil(ICE) |
Aug16 |
160715 |
45.27 |
46.55 |
45.05 |
45.95 |
+0.27 |
48,014 |
39,347 |
-5,810 |
Sep16 |
160715 |
46.00 |
47.24 |
45.77 |
46.65 |
+0.23 |
66,326 |
79,972 |
+3,172 |
Oct16 |
160715 |
46.63 |
47.76 |
46.39 |
47.23 |
+0.17 |
34,975 |
29,153 |
+1,150 |
Nov16 |
160715 |
47.34 |
48.44 |
47.12 |
47.89 |
+0.12 |
18,938 |
30,156 |
+236 |
Dec16 |
160715 |
48.02 |
49.10 |
47.80 |
48.54 |
+0.07 |
31,883 |
91,160 |
+492 |
Jan17 |
160715 |
48.40 |
49.48 |
48.40 |
49.09 |
+0.04 |
3,111 |
16,069 |
-38 |
Feb17 |
160715 |
49.52 |
49.92 |
49.29 |
49.53 |
+0.02 |
2,713 |
18,994 |
+397 |
Mar17 |
160715 |
49.87 |
50.15 |
49.78 |
49.88 |
unch |
3,015 |
17,620 |
+1,087 |
Apr17 |
160715 |
50.44 |
50.44 |
49.95 |
50.15 |
-0.03 |
548 |
3,349 |
+4 |
May17 |
160715 |
50.65 |
50.65 |
50.36 |
50.36 |
-0.05 |
336 |
2,001 |
+5 |
Jun17 |
160715 |
50.81 |
50.81 |
50.51 |
50.55 |
-0.07 |
3,191 |
29,794 |
-1,425 |
Jul17 |
160715 |
50.72 |
50.72 |
50.72 |
50.72 |
-0.09 |
202 |
1,615 |
+26 |
Aug17 |
160715 |
50.87 |
50.87 |
50.87 |
50.87 |
-0.12 |
130 |
892 |
+17 |
Sep17 |
160715 |
51.04 |
51.04 |
51.04 |
51.04 |
-0.16 |
631 |
7,603 |
+451 |
Oct17 |
160715 |
50.85 |
51.22 |
50.85 |
51.22 |
-0.19 |
46 |
1,283 |
+0 |
Nov17 |
160715 |
51.42 |
51.42 |
51.42 |
51.42 |
-0.22 |
44 |
783 |
+8 |
Total Volume and Open Interest |
221,555 |
468,493 |
-1,426 |
US Dollar Index(ICE) |
Sep16 |
160715 |
96.150 |
96.750 |
95.920 |
96.563 |
+0.463 |
12,261 |
46,111 |
-2,030 |
Dec16 |
160715 |
96.130 |
96.725 |
95.950 |
96.558 |
+0.448 |
337 |
3,176 |
+115 |
Mar17 |
160715 |
96.680 |
96.680 |
96.592 |
96.592 |
+0.442 |
25 |
1,472 |
+12 |
Total Volume and Open Interest |
12,623 |
50,775 |
-1,903 |
Australian Dollar(CME) |
Sep16 |
160715 |
76.02 |
76.61 |
75.43 |
75.80 |
-0.41 |
94,091 |
87,019 |
-1,522 |
Dec16 |
160715 |
75.78 |
76.36 |
75.24 |
75.58 |
-0.40 |
38 |
1,193 |
+3 |
Mar17 |
160715 |
75.39 |
75.39 |
75.39 |
75.39 |
-0.40 |
0 |
11 |
+0 |
Total Volume and Open Interest |
94,129 |
88,224 |
-1,519 |
British Pound(CME) |
Sep16 |
160715 |
133.50 |
134.88 |
131.39 |
132.11 |
-1.27 |
133,727 |
235,005 |
+738 |
Dec16 |
160715 |
133.94 |
135.01 |
131.60 |
132.30 |
-1.25 |
337 |
1,659 |
-327 |
Mar17 |
160715 |
134.50 |
134.71 |
131.86 |
132.52 |
-1.22 |
51 |
115 |
-13 |
Total Volume and Open Interest |
134,116 |
237,009 |
+398 |
Canadian Dollar(CME) |
Sep16 |
160715 |
77.50 |
77.76 |
77.00 |
77.28 |
-0.33 |
93,201 |
111,790 |
+1,894 |
Dec16 |
160715 |
77.47 |
77.76 |
77.02 |
77.29 |
-0.33 |
218 |
3,748 |
-74 |
Mar17 |
160715 |
77.05 |
77.75 |
77.05 |
77.30 |
-0.33 |
42 |
357 |
+7 |
Jun17 |
160715 |
77.32 |
77.76 |
76.64 |
77.32 |
-0.33 |
2 |
124 |
+2 |
Total Volume and Open Interest |
93,463 |
116,059 |
+1,829 |
Japanese Yen(CME) |
Sep16 |
160715 |
95.11 |
95.80 |
94.28 |
94.99 |
-0.05 |
143,513 |
159,058 |
-1,116 |
Dec16 |
160715 |
95.51 |
96.14 |
94.64 |
95.36 |
-0.04 |
498 |
934 |
-15 |
Mar17 |
160715 |
95.78 |
97.03 |
95.20 |
95.78 |
-0.03 |
7 |
41 |
+4 |
Total Volume and Open Interest |
144,023 |
160,140 |
-1,122 |
Swiss Franc(CME) |
Sep16 |
160715 |
102.23 |
102.55 |
101.88 |
102.05 |
-0.29 |
18,242 |
39,833 |
+909 |
Dec16 |
160715 |
102.98 |
103.07 |
102.45 |
102.61 |
-0.29 |
24 |
85 |
+14 |
Mar17 |
160715 |
103.13 |
103.13 |
103.05 |
103.13 |
-0.27 |
|
|
|
Total Volume and Open Interest |
18,271 |
39,938 |
+928 |
EuroFX(CME) |
Sep16 |
160715 |
111.37 |
111.77 |
110.52 |
110.89 |
-0.60 |
128,781 |
363,506 |
-115 |
Dec16 |
160715 |
111.84 |
112.15 |
110.93 |
111.30 |
-0.59 |
175 |
4,614 |
-16 |
Mar17 |
160715 |
112.53 |
112.55 |
111.69 |
111.74 |
-0.58 |
25 |
1,479 |
+17 |
Total Volume and Open Interest |
129,021 |
370,258 |
-114 |
Mexican Peso(CME) |
Jul16 |
160715 |
545.25 |
545.25 |
541.63 |
541.63 |
-3.63 |
1 |
8 |
+0 |
Aug16 |
160715 |
540.25 |
540.25 |
540.25 |
540.25 |
-3.75 |
|
|
|
Total Volume and Open Interest |
36,431 |
97,898 |
+537 |
Brazilian Real(CME) |
Aug16 |
160715 |
306.50 |
306.50 |
303.10 |
305.35 |
-0.55 |
512 |
23,379 |
-102 |
Sep16 |
160715 |
302.90 |
302.90 |
300.70 |
302.35 |
-0.55 |
5 |
3,462 |
+0 |
Oct16 |
160715 |
299.85 |
299.85 |
299.85 |
299.85 |
-0.60 |
|
|
|
Nov16 |
160715 |
297.10 |
297.10 |
297.10 |
297.10 |
-0.65 |
|
|
|
Total Volume and Open Interest |
517 |
26,871 |
-102 |
30-Year T-Bonds(CBOT) |
Sep16 |
160715 |
173~060 |
173~140 |
171~130 |
171~210 |
-1~110 |
249,884 |
590,010 |
+809 |
Dec16 |
160715 |
171~240 |
171~240 |
170~000 |
170~060 |
-1~110 |
49 |
189 |
-1 |
Mar17 |
160715 |
169~020 |
169~020 |
169~020 |
169~020 |
-1~110 |
|
|
|
Total Volume and Open Interest |
249,933 |
590,199 |
+808 |
10-Year T-Notes(CBOT) |
Sep16 |
160715 |
132~110 |
132~165 |
131~250 |
131~280 |
-0~165 |
1,201,572 |
2,859,035 |
-13,719 |
Dec16 |
160715 |
131~040 |
131~040 |
130~280 |
130~305 |
-0~160 |
9 |
4,605 |
-1 |
Mar17 |
160715 |
130~045 |
130~045 |
130~045 |
130~045 |
-0~160 |
|
|
|
Total Volume and Open Interest |
1,201,581 |
2,863,640 |
-13,720 |
5-Year T-Notes(CBOT) |
Sep16 |
160715 |
121~206 |
121~240 |
121~102 |
121~116 |
-0~096 |
555,255 |
2,702,607 |
-3,545 |
Dec16 |
160715 |
121~126 |
121~132 |
121~102 |
121~112 |
-0~104 |
0 |
3 |
+0 |
Total Volume and Open Interest |
555,255 |
2,702,610 |
-3,545 |
2 Year T-Notes(CBOT) |
Sep16 |
160715 |
109~136 |
109~142 |
109~102 |
109~110 |
-0~024 |
248,512 |
1,007,435 |
-20,233 |
Dec16 |
160715 |
109~094 |
109~094 |
109~094 |
109~094 |
-0~024 |
|
|
|
Mar17 |
160715 |
109~094 |
109~094 |
109~094 |
109~094 |
-0~024 |
|
|
|
Total Volume and Open Interest |
248,512 |
1,007,435 |
-20,233 |
Eurodollars(CME) |
Sep16 |
160715 |
99.280 |
99.280 |
99.245 |
99.250 |
-0.025 |
144,300 |
1,197,872 |
-11,500 |
Dec16 |
160715 |
99.220 |
99.225 |
99.170 |
99.175 |
-0.045 |
211,327 |
1,416,320 |
+6,555 |
Mar17 |
160715 |
99.190 |
99.190 |
99.125 |
99.130 |
-0.055 |
184,598 |
977,676 |
+3,281 |
Jun17 |
160715 |
99.150 |
99.155 |
99.080 |
99.085 |
-0.060 |
211,174 |
857,280 |
+17,510 |
Sep17 |
160715 |
99.110 |
99.110 |
99.035 |
99.040 |
-0.065 |
219,157 |
814,808 |
-1,211 |
Dec17 |
160715 |
99.055 |
99.055 |
98.975 |
98.985 |
-0.065 |
280,197 |
1,267,445 |
+3,289 |
Mar18 |
160715 |
99.020 |
99.020 |
98.940 |
98.950 |
-0.065 |
172,550 |
609,385 |
+5,897 |
Jun18 |
160715 |
98.975 |
98.980 |
98.895 |
98.905 |
-0.070 |
172,563 |
474,339 |
+8,947 |
Sep18 |
160715 |
98.935 |
98.940 |
98.850 |
98.865 |
-0.070 |
128,615 |
448,245 |
-3,569 |
Dec18 |
160715 |
98.890 |
98.895 |
98.800 |
98.815 |
-0.070 |
119,667 |
579,739 |
-6,741 |
Mar19 |
160715 |
98.855 |
98.865 |
98.770 |
98.780 |
-0.075 |
95,572 |
353,479 |
-1,287 |
Jun19 |
160715 |
98.815 |
98.825 |
98.730 |
98.740 |
-0.075 |
92,759 |
277,562 |
-4,772 |
Sep19 |
160715 |
98.775 |
98.785 |
98.690 |
98.700 |
-0.075 |
37,411 |
230,282 |
+1,891 |
Dec19 |
160715 |
98.725 |
98.735 |
98.640 |
98.650 |
-0.075 |
45,348 |
219,862 |
+397 |
Mar20 |
160715 |
98.685 |
98.695 |
98.600 |
98.610 |
-0.075 |
29,208 |
136,139 |
+1,733 |
Jun20 |
160715 |
98.640 |
98.650 |
98.560 |
98.565 |
-0.075 |
30,877 |
92,602 |
+2,927 |
Sep20 |
160715 |
98.595 |
98.605 |
98.515 |
98.520 |
-0.075 |
21,213 |
105,533 |
+2,063 |
Dec20 |
160715 |
98.545 |
98.550 |
98.465 |
98.470 |
-0.075 |
17,690 |
86,037 |
+1,387 |
Total Volume and Open Interest |
2,289,383 |
10,574,333 |
+26,616 |
Ultra T-Bond(CBOT) |
Sep16 |
160715 |
188~10 |
188~21 |
186~00 |
186~08 |
-1~25 |
87,239 |
586,466 |
+2,926 |
Dec16 |
160715 |
185~14 |
185~14 |
185~14 |
185~14 |
-1~25 |
|
|
|
Mar17 |
160715 |
184~14 |
184~14 |
184~14 |
184~14 |
-1~25 |
|
|
|
Total Volume and Open Interest |
87,239 |
586,466 |
+2,926 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160715 |
145~085 |
145~120 |
144~090 |
144~125 |
-0~250 |
67,024 |
162,450 |
+8,721 |
Dec16 |
160715 |
144~035 |
144~035 |
144~035 |
144~035 |
-0~250 |
|
|
|
Mar17 |
160715 |
144~035 |
144~035 |
144~035 |
144~035 |
-0~250 |
|
|
|
Total Volume and Open Interest |
67,024 |
162,450 |
+8,721 |
30 Day Federal Funds(CBOT) |
Jul16 |
160715 |
99.607 |
99.610 |
99.605 |
99.607 |
-0.003 |
4,934 |
173,262 |
-201 |
Aug16 |
160715 |
99.610 |
99.610 |
99.600 |
99.605 |
-0.005 |
3,312 |
151,127 |
-943 |
Sep16 |
160715 |
99.595 |
99.600 |
99.590 |
99.595 |
-0.005 |
5,346 |
56,009 |
+290 |
Oct16 |
160715 |
99.575 |
99.585 |
99.565 |
99.570 |
-0.005 |
10,974 |
131,969 |
-1,734 |
Nov16 |
160715 |
99.575 |
99.585 |
99.560 |
99.565 |
-0.010 |
7,475 |
66,247 |
+2,141 |
Dec16 |
160715 |
99.550 |
99.560 |
99.530 |
99.530 |
-0.025 |
7,371 |
38,145 |
+2,895 |
Total Volume and Open Interest |
64,454 |
820,801 |
+9,235 |
3-Mth Euro-Yen(CME) |
Sep16 |
160715 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160715 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160715 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160715 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160715 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160715 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160715 |
99.995 |
99.995 |
99.995 |
99.995 |
unch |
|
|
|
Jun18 |
160715 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
|
|
|
Sep18 |
160715 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec18 |
160715 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep16 |
160714 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160714 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160714 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160714 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160714 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160714 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160714 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160714 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160714 |
153.61 |
153.71 |
153.32 |
153.47 |
-0.15 |
1,232 |
18,605 |
+105 |
Dec16 |
160714 |
153.47 |
153.47 |
153.47 |
153.47 |
-0.15 |
0 |
3 |
+0 |
Mar17 |
160714 |
153.39 |
153.39 |
153.39 |
153.39 |
-0.15 |
|
|
|
Total Volume and Open Interest |
1,232 |
18,608 |
+105 |
Euro-Buxl(EUREX) |
Sep16 |
160715 |
192.00 |
192.38 |
189.18 |
189.56 |
-2.00 |
33,674 |
137,128 |
-1,505 |
Dec16 |
160715 |
187.92 |
187.92 |
187.92 |
187.92 |
-2.00 |
0 |
26 |
-4 |
Mar17 |
160715 |
187.92 |
187.92 |
187.92 |
187.92 |
-2.00 |
|
|
|
Total Volume and Open Interest |
33,674 |
137,154 |
-1,509 |
Euro-Bund(EUREX) |
Sep16 |
160715 |
166.78 |
166.84 |
165.95 |
166.06 |
-0.61 |
612,640 |
1,676,565 |
-17,139 |
Dec16 |
160715 |
164.07 |
164.07 |
163.37 |
163.37 |
-0.62 |
181 |
1,001 |
+175 |
Mar17 |
160715 |
165.94 |
165.94 |
165.56 |
165.56 |
-0.61 |
2 |
8 |
+2 |
Total Volume and Open Interest |
612,823 |
1,677,574 |
-16,962 |
Euro-Bobl(EUREX) |
Sep16 |
160715 |
133.70 |
133.72 |
133.47 |
133.52 |
-0.14 |
367,186 |
1,302,338 |
-1,787 |
Dec16 |
160715 |
131.64 |
131.65 |
131.51 |
131.51 |
-0.15 |
18 |
672 |
+13 |
Mar17 |
160715 |
133.52 |
133.52 |
133.52 |
133.52 |
-0.14 |
|
|
|
Total Volume and Open Interest |
367,204 |
1,303,010 |
-1,774 |
Euro-Schatz(EUREX) |
Sep16 |
160715 |
112.08 |
112.10 |
112.04 |
112.06 |
-0.01 |
151,500 |
1,080,405 |
-31,177 |
Dec16 |
160715 |
112.06 |
112.06 |
112.06 |
112.06 |
-0.01 |
0 |
185 |
+0 |
Mar17 |
160715 |
112.06 |
112.06 |
112.06 |
112.06 |
-0.01 |
|
|
|
Total Volume and Open Interest |
151,500 |
1,080,590 |
-31,177 |
3-Mth Euribor(EUREX) |
Sep16 |
160715 |
100.315 |
100.315 |
100.315 |
100.315 |
-0.005 |
9 |
5,006 |
+0 |
Dec16 |
160715 |
100.335 |
100.345 |
100.335 |
100.345 |
-0.005 |
2 |
2,140 |
+0 |
Mar17 |
160715 |
100.360 |
100.360 |
100.360 |
100.360 |
-0.005 |
6 |
3,806 |
+2 |
Total Volume and Open Interest |
229 |
94,632 |
-4 |
Long Gilt(LIFFE) |
Sep16 |
160715 |
129~28 |
129~29 |
129~09 |
129~10 |
-0~14 |
163,619 |
530,787 |
+9,027 |
Dec16 |
160715 |
128~08 |
128~08 |
128~08 |
128~08 |
-0~13 |
|
|
|
Total Volume and Open Interest |
163,619 |
530,787 |
+9,027 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160715 |
99.63 |
99.68 |
99.63 |
99.66 |
+0.04 |
134,851 |
460,066 |
-5,138 |
Dec16 |
160715 |
99.67 |
99.70 |
99.65 |
99.69 |
+0.03 |
72,159 |
583,882 |
+1,259 |
Mar17 |
160715 |
99.66 |
99.70 |
99.64 |
99.69 |
+0.03 |
46,466 |
360,516 |
+6,693 |
Jun17 |
160715 |
99.65 |
99.69 |
99.63 |
99.68 |
+0.03 |
43,659 |
308,772 |
+3,531 |
Sep17 |
160715 |
99.63 |
99.68 |
99.62 |
99.66 |
+0.02 |
50,184 |
291,595 |
+5,197 |
Dec17 |
160715 |
99.62 |
99.67 |
99.60 |
99.64 |
+0.02 |
50,545 |
287,553 |
+7,637 |
Total Volume and Open Interest |
570,697 |
3,158,656 |
+36,540 |
3-Mth Euribor(LIFFE) |
Sep16 |
160715 |
100.320 |
100.320 |
100.305 |
100.315 |
unch |
44,248 |
364,978 |
+4,066 |
Dec16 |
160715 |
100.355 |
100.355 |
100.335 |
100.340 |
-0.010 |
18,856 |
466,517 |
-1,260 |
Mar17 |
160715 |
100.365 |
100.370 |
100.350 |
100.355 |
-0.010 |
27,982 |
414,306 |
+689 |
Total Volume and Open Interest |
325,992 |
3,156,752 |
+11,737 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160715 |
98.11 |
98.12 |
98.10 |
98.12 |
+0.01 |
15,648 |
202,059 |
-1,159 |
Dec16 |
160715 |
98.19 |
98.22 |
98.18 |
98.21 |
+0.01 |
28,550 |
179,852 |
+3,205 |
Mar17 |
160715 |
98.25 |
98.26 |
98.22 |
98.25 |
unch |
14,758 |
131,793 |
-1,309 |
Jun17 |
160715 |
98.27 |
98.28 |
98.24 |
98.27 |
-0.01 |
12,756 |
124,239 |
-886 |
Sep17 |
160715 |
98.28 |
98.29 |
98.25 |
98.28 |
-0.01 |
4,541 |
84,493 |
-3,070 |
Dec17 |
160715 |
98.29 |
98.29 |
98.26 |
98.28 |
-0.02 |
5,215 |
72,157 |
-2,822 |
Mar18 |
160715 |
98.28 |
98.29 |
98.25 |
98.27 |
-0.02 |
3,110 |
45,061 |
-2,489 |
Jun18 |
160715 |
98.27 |
98.27 |
98.24 |
98.26 |
-0.02 |
1,437 |
37,409 |
+245 |
Sep18 |
160715 |
98.25 |
98.25 |
98.21 |
98.24 |
-0.03 |
42 |
4,978 |
+1 |
Dec18 |
160715 |
98.22 |
98.23 |
98.19 |
98.21 |
-0.02 |
1 |
3,563 |
-1 |
Total Volume and Open Interest |
86,059 |
888,054 |
-8,334 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160715 |
98.02 |
98.04 |
97.99 |
98.02 |
-0.01 |
137,715 |
863,990 |
+8,620 |
Dec16 |
160715 |
98.02 |
98.02 |
98.02 |
98.02 |
-0.01 |
|
|
|
Total Volume and Open Interest |
137,715 |
863,990 |
+8,620 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160715 |
98.48 |
98.49 |
98.44 |
98.48 |
-0.01 |
150,693 |
769,043 |
-6,722 |
Dec16 |
160715 |
98.48 |
98.48 |
98.48 |
98.48 |
-0.01 |
|
|
|
Total Volume and Open Interest |
150,693 |
769,043 |
-6,722 |
Gold(CMX) |
Aug16 |
160715 |
1335.0 |
1339.5 |
1322.6 |
1327.4 |
-4.8 |
204,592 |
349,573 |
-23,419 |
Oct16 |
160715 |
1339.7 |
1342.2 |
1326.5 |
1331.1 |
-4.8 |
4,627 |
40,956 |
-676 |
Dec16 |
160715 |
1342.3 |
1346.8 |
1330.1 |
1334.9 |
-4.8 |
32,169 |
168,762 |
+14,274 |
Feb17 |
160715 |
1341.2 |
1345.1 |
1334.0 |
1338.2 |
-4.7 |
1,205 |
16,343 |
+261 |
Apr17 |
160715 |
1346.4 |
1348.5 |
1337.7 |
1341.1 |
-4.7 |
649 |
7,334 |
-324 |
Jun17 |
160715 |
1344.7 |
1352.7 |
1343.4 |
1343.8 |
-4.7 |
467 |
13,043 |
-388 |
Aug17 |
160715 |
1347.3 |
1350.9 |
1346.4 |
1346.4 |
-4.7 |
70 |
1,721 |
+2 |
Oct17 |
160715 |
1349.0 |
1349.1 |
1349.0 |
1349.1 |
-4.6 |
0 |
708 |
+0 |
Dec17 |
160715 |
1353.0 |
1362.8 |
1349.4 |
1351.7 |
-4.5 |
306 |
8,406 |
+64 |
Feb18 |
160715 |
1353.9 |
1353.9 |
1353.9 |
1353.9 |
-4.4 |
0 |
45 |
+0 |
Apr18 |
160715 |
1355.9 |
1355.9 |
1355.9 |
1355.9 |
-4.3 |
0 |
3 |
+0 |
Jun18 |
160715 |
1357.9 |
1357.9 |
1357.9 |
1357.9 |
-4.2 |
0 |
3,785 |
+0 |
Total Volume and Open Interest |
244,321 |
622,167 |
-10,853 |
Silver(CMX) |
Jul16 |
160715 |
2023.0 |
2023.0 |
2008.0 |
2012.5 |
-15.6 |
86 |
1,100 |
-39 |
Sep16 |
160715 |
2036.0 |
2039.5 |
2006.0 |
2016.5 |
-15.7 |
61,328 |
157,162 |
+1,164 |
Dec16 |
160715 |
2046.0 |
2047.0 |
2014.5 |
2025.0 |
-15.7 |
3,345 |
42,220 |
+625 |
Mar17 |
160715 |
2046.5 |
2047.0 |
2025.0 |
2033.4 |
-15.7 |
300 |
7,669 |
+10 |
May17 |
160715 |
2040.0 |
2040.0 |
2038.3 |
2038.3 |
-15.8 |
29 |
430 |
+4 |
Jul17 |
160715 |
2043.2 |
2046.0 |
2043.2 |
2043.2 |
-15.8 |
2 |
2,534 |
-1 |
Sep17 |
160715 |
2048.0 |
2048.0 |
2048.0 |
2048.0 |
-15.8 |
0 |
172 |
+0 |
Total Volume and Open Interest |
65,769 |
216,376 |
+1,759 |
Platinum(NYMEX) |
Jul16 |
160715 |
1097.0 |
1097.0 |
1085.2 |
1090.5 |
-10.4 |
9 |
84 |
-29 |
Oct16 |
160715 |
1106.3 |
1107.5 |
1085.4 |
1094.4 |
-10.2 |
11,961 |
67,962 |
+988 |
Jan17 |
160715 |
1108.0 |
1108.0 |
1088.0 |
1096.7 |
-10.3 |
101 |
3,063 |
+40 |
Apr17 |
160715 |
1098.9 |
1101.5 |
1098.9 |
1098.9 |
-10.3 |
2 |
84 |
-1 |
Total Volume and Open Interest |
12,077 |
71,300 |
+1,000 |
Palladium(NYMEX) |
Sep16 |
160715 |
650.15 |
654.20 |
640.50 |
647.40 |
-3.70 |
7,268 |
22,259 |
+377 |
Dec16 |
160715 |
654.25 |
654.25 |
643.15 |
648.40 |
-3.75 |
64 |
1,023 |
+4 |
Mar17 |
160715 |
649.75 |
649.75 |
649.75 |
649.75 |
-3.75 |
0 |
42 |
+0 |
Total Volume and Open Interest |
7,342 |
23,330 |
+381 |
Copper(CMX) |
Jul16 |
160715 |
224.15 |
226.05 |
223.00 |
223.05 |
-1.05 |
816 |
1,657 |
-377 |
Sep16 |
160715 |
223.85 |
227.15 |
223.05 |
223.35 |
-0.95 |
96,293 |
104,276 |
+304 |
Dec16 |
160715 |
224.60 |
227.85 |
223.90 |
224.20 |
-0.95 |
11,023 |
38,519 |
+894 |
Mar17 |
160715 |
225.00 |
228.60 |
224.75 |
225.00 |
-1.00 |
6,389 |
14,811 |
+1,524 |
May17 |
160715 |
227.75 |
229.00 |
225.35 |
225.35 |
-1.10 |
1,278 |
2,835 |
+895 |
Total Volume and Open Interest |
116,886 |
169,791 |
+3,566 |
E-mini DJIA Index(CBOT) |
Sep16 |
160715 |
18421 |
18488 |
18345 |
18417 |
-10 |
124,219 |
114,768 |
+3,218 |
Dec16 |
160715 |
18308 |
18384 |
18282 |
18326 |
-8 |
66 |
382 |
-10 |
Mar17 |
160715 |
18245 |
18245 |
18049 |
18245 |
-8 |
0 |
32 |
+0 |
Jun17 |
160715 |
18204 |
18204 |
18204 |
18204 |
-8 |
|
|
|
Total Volume and Open Interest |
124,285 |
115,182 |
+3,208 |
S & P 500(CME) |
Sep16 |
160715 |
2154.50 |
2161.10 |
2143.90 |
2152.70 |
-4.50 |
4,858 |
91,902 |
+1,341 |
Dec16 |
160715 |
2141.50 |
2144.50 |
2141.50 |
2144.50 |
-4.50 |
0 |
1,385 |
-3 |
Mar17 |
160715 |
2137.60 |
2137.60 |
2137.60 |
2137.60 |
-4.40 |
0 |
50 |
+0 |
Jun17 |
160715 |
2130.90 |
2130.90 |
2130.90 |
2130.90 |
-4.30 |
|
|
|
Total Volume and Open Interest |
4,858 |
93,337 |
+1,338 |
S & P 500 E-Mini(Globex) |
Sep16 |
160715 |
2156.50 |
2164.75 |
2143.25 |
2152.75 |
-4.50 |
1,633,489 |
2,971,143 |
+16,500 |
Dec16 |
160715 |
2146.25 |
2156.00 |
2135.50 |
2144.50 |
-4.50 |
2,179 |
14,539 |
+1,071 |
Mar17 |
160715 |
2138.25 |
2150.00 |
2128.75 |
2137.50 |
-4.50 |
31 |
779 |
+1 |
Jun17 |
160715 |
2131.00 |
2131.00 |
2131.00 |
2131.00 |
-4.25 |
0 |
207 |
+0 |
Total Volume and Open Interest |
1,635,699 |
2,986,668 |
+17,572 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160715 |
4585.00 |
4603.50 |
4542.00 |
4579.30 |
-10.70 |
190,027 |
233,932 |
+5,194 |
Dec16 |
160715 |
4572.00 |
4593.50 |
4546.30 |
4571.30 |
-10.20 |
34 |
247 |
-3 |
Mar17 |
160715 |
4586.00 |
4586.00 |
4559.50 |
4565.00 |
-10.30 |
0 |
45 |
+0 |
Total Volume and Open Interest |
190,061 |
234,227 |
+5,191 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160715 |
1541.10 |
1547.50 |
1531.50 |
1541.10 |
+0.20 |
18,822 |
79,529 |
-1,638 |
Dec16 |
160715 |
1533.60 |
1539.80 |
1529.90 |
1535.70 |
+0.20 |
5 |
15 |
+5 |
Mar17 |
160715 |
1536.20 |
1536.20 |
1536.20 |
1536.20 |
+0.20 |
|
|
|
Total Volume and Open Interest |
18,827 |
79,544 |
-1,633 |
Volatility Index(CBOE) |
Jul16 |
160715 |
14.05 |
14.40 |
13.50 |
13.83 |
-0.20 |
89,988 |
120,161 |
-11,694 |
Aug16 |
160715 |
16.10 |
16.60 |
15.90 |
16.33 |
+0.20 |
81,403 |
214,560 |
+21,787 |
Sep16 |
160715 |
17.58 |
17.94 |
17.45 |
17.78 |
+0.20 |
21,256 |
43,629 |
+676 |
Oct16 |
160715 |
18.45 |
18.90 |
18.45 |
18.73 |
+0.20 |
8,523 |
28,708 |
+639 |
Total Volume and Open Interest |
211,032 |
466,740 |
+13,003 |
Russell 2000(ICE) |
Sep16 |
160715 |
1196.80 |
1205.80 |
1195.30 |
1202.00 |
+2.40 |
90,600 |
327,850 |
-3,537 |
Dec16 |
160715 |
1198.80 |
1198.80 |
1196.00 |
1197.00 |
+2.40 |
1 |
936 |
+1 |
Total Volume and Open Interest |
90,601 |
329,201 |
-3,536 |
Nikkei 225(CME) |
Sep16 |
160715 |
16575 |
16680 |
16455 |
16560 |
-55 |
24,146 |
36,808 |
+283 |
Dec16 |
160715 |
16460 |
16505 |
16460 |
16505 |
-55 |
13 |
113 |
+1 |
Total Volume and Open Interest |
24,159 |
36,921 |
+284 |
Nikkei 225(SGX) |
Sep16 |
160715 |
16535 |
16580 |
16515 |
16555 |
+45 |
112,355 |
204,321 |
+1,804 |
Dec16 |
160715 |
16335 |
16425 |
16335 |
16425 |
+35 |
918 |
5,944 |
+9 |
Mar17 |
160714 |
16365 |
16365 |
16365 |
16365 |
+305 |
|
|
|
Total Volume and Open Interest |
111,020 |
215,627 |
+1,962 |
Nikkei 225(CME) Yen |
Sep16 |
160715 |
16545 |
16605 |
16385 |
16485 |
-50 |
68,836 |
83,236 |
+1,671 |
Dec16 |
160715 |
16355 |
16455 |
16275 |
16355 |
-50 |
41 |
40 |
+15 |
Mar17 |
160715 |
16305 |
16305 |
16305 |
16305 |
-50 |
|
|
|
Total Volume and Open Interest |
68,877 |
83,276 |
+1,686 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160715 |
16480 |
16550 |
16440 |
16490 |
-40 |
7 |
11 |
+0 |
Dec16 |
160715 |
16360 |
16360 |
16355 |
16360 |
-40 |
|
|
|
Mar17 |
160715 |
16310 |
16310 |
16305 |
16310 |
-40 |
|
|
|
Total Volume and Open Interest |
7 |
11 |
+0 |
CAC 40(EURONEXT) |
Jul16 |
160715 |
4360.0 |
4385.5 |
4344.0 |
4367.5 |
-18.0 |
173,811 |
189,030 |
-76,629 |
Aug16 |
160715 |
4358.5 |
4384.5 |
4342.0 |
4372.5 |
-12.5 |
119,606 |
208,681 |
+75,415 |
Sep16 |
160715 |
4371.0 |
4379.0 |
4343.0 |
4371.0 |
-11.5 |
386 |
9,909 |
+98 |
Total Volume and Open Interest |
293,803 |
407,665 |
-1,116 |
Hang Seng Index(HKFE) |
Jul16 |
160715 |
21580 |
21773 |
21530 |
21731 |
+145 |
109,389 |
99,507 |
+1,577 |
Aug16 |
160715 |
21528 |
21720 |
21490 |
21685 |
+146 |
921 |
2,975 |
+624 |
Sep16 |
160715 |
21460 |
21640 |
21420 |
21620 |
+154 |
177 |
5,697 |
+85 |
Total Volume and Open Interest |
110,584 |
112,156 |
+2,326 |
DAX(EUREX) |
Sep16 |
160715 |
10025.0 |
10092.0 |
9964.0 |
10049.5 |
-21.5 |
66,431 |
135,445 |
-5,487 |
Dec16 |
160715 |
10025.0 |
10068.0 |
9966.0 |
10035.0 |
-22.0 |
61 |
4,922 |
+27 |
Mar17 |
160715 |
10016.0 |
10062.0 |
9968.0 |
10028.0 |
-21.0 |
2 |
165 |
+0 |
Total Volume and Open Interest |
66,494 |
140,532 |
-5,460 |
Mini-DAX(EUREX) |
Sep16 |
160715 |
10029.0 |
10093.0 |
9966.0 |
10049.5 |
-21.5 |
21,146 |
9,969 |
+374 |
Dec16 |
160715 |
10053.0 |
10076.0 |
9953.0 |
10035.0 |
-22.0 |
49 |
172 |
-2 |
Mar17 |
160715 |
10028.0 |
10028.0 |
10028.0 |
10028.0 |
-21.0 |
0 |
7 |
+0 |
Total Volume and Open Interest |
21,195 |
10,148 |
+372 |
FT-SE 100(EURONEXT) |
Sep16 |
160715 |
6605.50 |
6626.00 |
6558.00 |
6610.00 |
+1.00 |
124,912 |
660,149 |
+6,851 |
Dec16 |
160715 |
6541.50 |
6569.50 |
6539.50 |
6569.50 |
+1.50 |
12 |
147 |
+1 |
Mar17 |
160715 |
6512.50 |
6512.50 |
6512.50 |
6512.50 |
+1.00 |
|
|
|
Total Volume and Open Interest |
124,924 |
660,296 |
+6,852 |
SPI 200(SFE) |
Sep16 |
160715 |
5389.0 |
5411.0 |
5374.0 |
5389.0 |
+6.0 |
25,760 |
254,752 |
+543 |
Dec16 |
160715 |
5379.0 |
5379.0 |
5376.0 |
5376.0 |
+6.0 |
0 |
2,473 |
+0 |
Mar17 |
160715 |
5327.0 |
5327.0 |
5327.0 |
5327.0 |
+6.0 |
0 |
1,436 |
+0 |
Total Volume and Open Interest |
26,080 |
260,397 |
+772 |
FTSE MIB(ISE) |
Sep16 |
160715 |
16710.00 |
16865.00 |
16590.00 |
16729.00 |
-76.00 |
32,838 |
44,703 |
+312 |
Dec16 |
160715 |
16590.00 |
16720.00 |
16525.00 |
16604.00 |
-76.00 |
14 |
203 |
-1 |
Mar17 |
160715 |
16611.00 |
16611.00 |
16611.00 |
16611.00 |
-76.00 |
|
|
|
Total Volume and Open Interest |
32,852 |
44,906 |
+311 |
KOSPI 200(KFE) |
Sep16 |
160715 |
250.50 |
252.20 |
250.20 |
251.25 |
+1.25 |
187,869 |
117,487 |
+4,856 |
Dec16 |
160715 |
251.70 |
252.90 |
251.10 |
251.90 |
+1.20 |
591 |
8,309 |
+175 |
Mar17 |
160715 |
249.45 |
250.20 |
248.85 |
249.35 |
+1.20 |
32 |
857 |
+17 |
Total Volume and Open Interest |
188,496 |
129,592 |
+4,931 |
GSCI(CME) |
Aug16 |
160715 |
363.90 |
364.60 |
361.15 |
361.30 |
-0.85 |
3,014 |
10,194 |
+2,982 |
Sep16 |
160715 |
363.10 |
363.10 |
363.10 |
363.10 |
-0.55 |
|
|
|
Total Volume and Open Interest |
6,045 |
12,285 |
+29 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|