|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed July 20, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug16 |
160720 |
1047.00 |
1056.25 |
1025.00 |
1027.00 |
-17.00 |
50,729 |
97,901 |
-939 |
Sep16 |
160720 |
1042.00 |
1050.25 |
1018.00 |
1020.25 |
-19.00 |
21,507 |
49,449 |
-1,107 |
Nov16 |
160720 |
1030.00 |
1038.50 |
1004.50 |
1009.00 |
-18.75 |
143,712 |
405,982 |
+1,998 |
Jan17 |
160720 |
1028.25 |
1038.25 |
1004.50 |
1009.25 |
-18.25 |
11,077 |
50,936 |
+1,056 |
Mar17 |
160720 |
1016.25 |
1026.00 |
997.00 |
1002.00 |
-13.25 |
7,233 |
74,006 |
+247 |
May17 |
160720 |
1009.50 |
1019.50 |
994.00 |
998.75 |
-11.00 |
4,486 |
30,352 |
-213 |
Jul17 |
160720 |
1011.25 |
1019.25 |
994.25 |
999.25 |
-10.50 |
3,574 |
33,820 |
-78 |
Aug17 |
160720 |
997.25 |
1008.00 |
989.75 |
989.75 |
-10.25 |
9 |
433 |
+0 |
Sep17 |
160720 |
967.75 |
967.75 |
963.75 |
963.75 |
-7.50 |
60 |
242 |
+52 |
Nov17 |
160720 |
947.00 |
953.50 |
937.75 |
945.00 |
-2.00 |
1,896 |
27,164 |
+361 |
Jan18 |
160720 |
951.75 |
953.75 |
940.00 |
946.25 |
-1.50 |
172 |
295 |
-1 |
Mar18 |
160720 |
943.25 |
943.25 |
943.25 |
943.25 |
-1.75 |
5 |
52 |
+4 |
May18 |
160720 |
945.25 |
945.25 |
945.25 |
945.25 |
-1.25 |
5 |
57 |
-4 |
Jul18 |
160720 |
948.75 |
949.00 |
948.75 |
948.75 |
unch |
0 |
53 |
+0 |
Total Volume and Open Interest |
244,465 |
770,936 |
+1,376 |
Soybean Meal(CBOT) |
Aug16 |
160720 |
361.30 |
362.20 |
351.80 |
352.40 |
-7.30 |
25,278 |
40,984 |
-1,682 |
Sep16 |
160720 |
359.50 |
361.00 |
350.50 |
351.20 |
-7.40 |
16,549 |
53,188 |
+667 |
Oct16 |
160720 |
356.50 |
359.00 |
347.80 |
348.90 |
-7.80 |
11,366 |
30,634 |
-57 |
Dec16 |
160720 |
356.30 |
358.30 |
346.60 |
347.80 |
-8.00 |
51,793 |
158,939 |
+2,500 |
Jan17 |
160720 |
351.70 |
354.10 |
342.70 |
344.00 |
-8.20 |
3,041 |
21,779 |
+239 |
Mar17 |
160720 |
345.60 |
347.30 |
337.10 |
338.40 |
-7.20 |
2,604 |
30,499 |
+105 |
May17 |
160720 |
337.50 |
341.40 |
331.60 |
333.30 |
-5.30 |
1,548 |
18,791 |
+10 |
Jul17 |
160720 |
336.70 |
339.50 |
331.10 |
333.10 |
-4.60 |
1,054 |
12,331 |
-48 |
Aug17 |
160720 |
334.90 |
335.90 |
328.90 |
330.60 |
-3.90 |
27 |
1,854 |
+17 |
Sep17 |
160720 |
331.30 |
332.00 |
327.60 |
327.60 |
-3.30 |
82 |
951 |
+60 |
Total Volume and Open Interest |
114,598 |
376,448 |
+1,816 |
Soybean Oil(CBOT) |
Aug16 |
160720 |
30.71 |
31.28 |
30.47 |
30.71 |
+0.05 |
21,798 |
44,173 |
-641 |
Sep16 |
160720 |
30.87 |
31.42 |
30.61 |
30.84 |
+0.06 |
8,544 |
41,689 |
+2,064 |
Oct16 |
160720 |
31.05 |
31.51 |
30.74 |
30.97 |
+0.07 |
3,250 |
21,997 |
+616 |
Dec16 |
160720 |
31.23 |
31.84 |
31.00 |
31.25 |
+0.07 |
44,682 |
175,878 |
+2,478 |
Jan17 |
160720 |
31.48 |
32.04 |
31.23 |
31.46 |
+0.07 |
3,055 |
24,788 |
+69 |
Mar17 |
160720 |
31.56 |
32.20 |
31.43 |
31.62 |
+0.08 |
1,982 |
20,680 |
+395 |
May17 |
160720 |
31.89 |
32.36 |
31.56 |
31.79 |
+0.09 |
782 |
15,220 |
+106 |
Jul17 |
160720 |
32.10 |
32.56 |
31.78 |
31.98 |
+0.07 |
690 |
7,501 |
+225 |
Aug17 |
160720 |
31.82 |
32.05 |
31.82 |
32.05 |
+0.06 |
13 |
3,141 |
+1 |
Sep17 |
160720 |
31.87 |
32.13 |
31.87 |
32.06 |
+0.04 |
106 |
2,480 |
-17 |
Total Volume and Open Interest |
85,796 |
362,439 |
+5,390 |
Canola(WCE) |
Jul16 |
160714 |
475.3 |
475.3 |
475.3 |
475.3 |
-4.3 |
|
|
|
Nov16 |
160720 |
463.3 |
471.2 |
463.0 |
463.4 |
unch |
14,841 |
122,008 |
-97 |
Jan17 |
160720 |
470.9 |
478.9 |
470.7 |
471.2 |
unch |
2,428 |
16,333 |
+151 |
Mar17 |
160720 |
477.8 |
485.5 |
477.4 |
478.1 |
-0.3 |
684 |
5,548 |
+291 |
May17 |
160720 |
481.7 |
489.1 |
480.9 |
481.7 |
-0.7 |
295 |
3,496 |
+107 |
Total Volume and Open Interest |
18,495 |
156,333 |
+599 |
Corn(CBOT) |
Sep16 |
160720 |
344.25 |
346.50 |
335.00 |
337.50 |
-4.25 |
84,620 |
503,359 |
-5,325 |
Dec16 |
160720 |
351.00 |
353.50 |
341.50 |
344.25 |
-4.25 |
121,967 |
531,053 |
-6,807 |
Mar17 |
160720 |
360.00 |
362.75 |
350.75 |
353.25 |
-4.25 |
18,733 |
108,581 |
+1,912 |
May17 |
160720 |
365.50 |
367.50 |
356.50 |
359.00 |
-4.00 |
4,238 |
26,722 |
+101 |
Jul17 |
160720 |
370.75 |
372.00 |
361.75 |
364.00 |
-4.00 |
4,164 |
63,309 |
-312 |
Sep17 |
160720 |
372.75 |
372.75 |
365.00 |
367.75 |
-1.75 |
1,228 |
12,727 |
+98 |
Dec17 |
160720 |
376.75 |
380.00 |
371.50 |
374.75 |
-1.75 |
3,155 |
36,489 |
+721 |
Mar18 |
160720 |
386.50 |
386.50 |
380.50 |
383.75 |
-2.00 |
10 |
1,759 |
+0 |
May18 |
160720 |
388.50 |
389.00 |
388.50 |
389.00 |
-2.00 |
0 |
529 |
+0 |
Jul18 |
160720 |
393.50 |
393.50 |
393.50 |
393.50 |
-2.00 |
8 |
665 |
+3 |
Total Volume and Open Interest |
238,220 |
1,286,956 |
-9,603 |
Wheat(CBOT) |
Sep16 |
160720 |
419.25 |
423.75 |
406.50 |
413.00 |
-5.00 |
62,265 |
255,029 |
+2,529 |
Dec16 |
160720 |
443.50 |
447.75 |
430.00 |
436.00 |
-6.50 |
26,363 |
124,611 |
-197 |
Mar17 |
160720 |
466.00 |
469.75 |
452.75 |
459.00 |
-6.50 |
8,947 |
40,152 |
+825 |
May17 |
160720 |
478.00 |
481.50 |
466.75 |
472.50 |
-6.50 |
3,238 |
9,270 |
-40 |
Jul17 |
160720 |
490.00 |
492.00 |
477.75 |
482.00 |
-7.50 |
2,616 |
22,079 |
+739 |
Sep17 |
160720 |
501.50 |
501.50 |
490.25 |
494.75 |
-7.00 |
433 |
2,452 |
+77 |
Total Volume and Open Interest |
104,286 |
458,078 |
+3,989 |
Wheat(KCBT) |
Sep16 |
160720 |
411.00 |
416.00 |
401.25 |
406.75 |
-3.75 |
16,370 |
132,701 |
+229 |
Dec16 |
160720 |
437.00 |
442.00 |
427.00 |
432.75 |
-3.75 |
7,117 |
48,213 |
-417 |
Mar17 |
160720 |
453.25 |
457.75 |
444.00 |
449.50 |
-4.00 |
3,840 |
22,033 |
+1,223 |
May17 |
160720 |
465.50 |
469.00 |
455.00 |
460.75 |
-3.75 |
1,015 |
7,993 |
+140 |
Jul17 |
160720 |
475.00 |
480.00 |
465.00 |
470.50 |
-4.00 |
1,249 |
14,027 |
+603 |
Sep17 |
160720 |
488.75 |
488.75 |
485.25 |
486.25 |
-3.25 |
88 |
1,229 |
+16 |
Dec17 |
160720 |
510.25 |
510.25 |
502.25 |
506.00 |
-4.00 |
5 |
564 |
+1 |
Total Volume and Open Interest |
29,686 |
226,930 |
+1,795 |
Wheat(MGE) |
Sep16 |
160720 |
489.25 |
492.00 |
482.00 |
485.00 |
-3.00 |
2,941 |
25,912 |
-455 |
Dec16 |
160720 |
506.25 |
508.00 |
497.75 |
501.00 |
-3.00 |
1,610 |
14,294 |
-436 |
Mar17 |
160720 |
520.00 |
521.25 |
514.00 |
517.00 |
-3.00 |
520 |
9,296 |
+87 |
May17 |
160720 |
530.75 |
530.75 |
524.50 |
527.00 |
-2.75 |
250 |
3,909 |
+60 |
Jul17 |
160720 |
540.00 |
540.00 |
534.25 |
537.00 |
-2.25 |
122 |
2,300 |
-9 |
Sep17 |
160720 |
550.25 |
550.25 |
545.25 |
547.50 |
-2.25 |
265 |
1,096 |
+84 |
Total Volume and Open Interest |
5,738 |
57,191 |
-648 |
Oats(CBOT) |
Sep16 |
160720 |
205.75 |
209.75 |
204.00 |
205.75 |
+1.50 |
150 |
3,298 |
-6 |
Dec16 |
160720 |
204.00 |
207.75 |
201.25 |
202.00 |
-0.75 |
198 |
5,762 |
+52 |
Mar17 |
160720 |
212.25 |
212.25 |
208.50 |
208.50 |
-2.00 |
27 |
817 |
+4 |
May17 |
160720 |
213.00 |
213.00 |
213.00 |
213.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
375 |
9,877 |
+50 |
Rough Rice(CBOT) |
Jul16 |
160714 |
10.38 |
10.85 |
10.38 |
10.38 |
-0.11 |
|
|
|
Sep16 |
160720 |
10.82 |
10.88 |
10.77 |
10.81 |
+0.03 |
250 |
7,880 |
-15 |
Nov16 |
160720 |
11.09 |
11.15 |
11.05 |
11.08 |
+0.02 |
63 |
1,763 |
+20 |
Jan17 |
160720 |
11.32 |
11.32 |
11.03 |
11.32 |
+0.02 |
9 |
104 |
+5 |
Total Volume and Open Interest |
322 |
9,794 |
+10 |
Live Cattle(CME) |
Aug16 |
160720 |
110.000 |
111.500 |
109.035 |
109.430 |
-0.970 |
21,881 |
64,004 |
-5,536 |
Oct16 |
160720 |
109.135 |
110.300 |
107.700 |
108.080 |
-1.400 |
15,045 |
99,199 |
+2,689 |
Dec16 |
160720 |
110.580 |
111.450 |
109.285 |
109.800 |
-0.985 |
8,068 |
46,929 |
+422 |
Feb17 |
160720 |
110.785 |
111.400 |
109.535 |
110.080 |
-0.900 |
2,854 |
17,624 |
+688 |
Apr17 |
160720 |
109.750 |
110.400 |
108.700 |
109.150 |
-0.930 |
1,092 |
10,115 |
+227 |
Jun17 |
160720 |
103.300 |
104.300 |
102.730 |
103.100 |
-0.750 |
333 |
4,258 |
+147 |
Total Volume and Open Interest |
49,377 |
244,166 |
-1,315 |
Feeder Cattle(CME) |
Aug16 |
160720 |
138.900 |
140.900 |
137.900 |
138.630 |
-1.270 |
3,383 |
19,631 |
-191 |
Sep16 |
160720 |
138.150 |
139.650 |
136.900 |
137.580 |
-1.250 |
1,804 |
10,508 |
+134 |
Oct16 |
160720 |
137.000 |
138.330 |
135.750 |
136.435 |
-1.300 |
1,358 |
6,178 |
+148 |
Nov16 |
160720 |
133.800 |
135.380 |
133.050 |
133.700 |
-0.930 |
605 |
3,903 |
+8 |
Jan17 |
160720 |
131.235 |
132.050 |
129.880 |
130.400 |
-0.850 |
391 |
2,877 |
+121 |
Mar17 |
160720 |
129.000 |
130.200 |
128.300 |
128.550 |
-1.025 |
103 |
536 |
+29 |
Apr17 |
160720 |
129.450 |
130.000 |
129.150 |
129.150 |
-0.550 |
17 |
67 |
+8 |
Total Volume and Open Interest |
7,661 |
43,738 |
+257 |
Lean Hogs(CME) |
Aug16 |
160720 |
77.450 |
78.150 |
76.135 |
76.200 |
-1.150 |
12,689 |
45,854 |
-3,531 |
Oct16 |
160720 |
64.400 |
65.385 |
63.750 |
63.880 |
-0.420 |
14,772 |
98,299 |
+2,158 |
Dec16 |
160720 |
58.400 |
59.285 |
58.300 |
58.535 |
+0.135 |
5,713 |
46,561 |
+224 |
Feb17 |
160720 |
62.850 |
63.785 |
62.735 |
63.150 |
+0.270 |
1,896 |
21,247 |
+349 |
Apr17 |
160720 |
67.635 |
68.550 |
67.635 |
67.950 |
+0.225 |
1,454 |
16,088 |
+783 |
May17 |
160720 |
73.200 |
73.200 |
73.200 |
73.200 |
+0.020 |
9 |
205 |
+2 |
Jun17 |
160720 |
76.480 |
77.250 |
76.480 |
76.730 |
+0.380 |
194 |
1,711 |
+81 |
Jul17 |
160720 |
76.180 |
76.300 |
76.000 |
76.035 |
+0.455 |
32 |
327 |
+10 |
Total Volume and Open Interest |
36,766 |
230,417 |
+78 |
Class III Milk(CME) |
Jul16 |
160720 |
15.34 |
15.34 |
15.27 |
15.33 |
-0.01 |
89 |
5,367 |
-3 |
Aug16 |
160720 |
16.50 |
16.66 |
16.43 |
16.50 |
-0.08 |
105 |
4,806 |
+26 |
Sep16 |
160720 |
16.57 |
16.60 |
16.43 |
16.48 |
-0.12 |
134 |
4,099 |
+4 |
Oct16 |
160720 |
16.64 |
16.64 |
16.48 |
16.55 |
-0.15 |
183 |
3,473 |
-11 |
Nov16 |
160720 |
16.41 |
16.41 |
16.32 |
16.32 |
-0.18 |
99 |
3,198 |
+13 |
Dec16 |
160720 |
16.12 |
16.12 |
16.06 |
16.06 |
-0.19 |
27 |
2,862 |
+5 |
Jan17 |
160720 |
15.95 |
15.98 |
15.95 |
15.98 |
-0.11 |
8 |
1,153 |
+3 |
Feb17 |
160720 |
16.00 |
16.06 |
16.00 |
16.04 |
-0.11 |
24 |
1,035 |
+18 |
Mar17 |
160720 |
16.15 |
16.15 |
16.05 |
16.05 |
-0.10 |
27 |
972 |
+23 |
Apr17 |
160720 |
16.20 |
16.20 |
16.13 |
16.15 |
-0.05 |
4 |
897 |
+3 |
May17 |
160720 |
16.35 |
16.35 |
16.28 |
16.28 |
-0.07 |
4 |
741 |
+4 |
Jun17 |
160720 |
16.48 |
16.48 |
16.32 |
16.39 |
-0.10 |
4 |
661 |
+4 |
Jul17 |
160720 |
16.55 |
16.59 |
16.52 |
16.52 |
-0.02 |
3 |
213 |
+3 |
Total Volume and Open Interest |
722 |
30,487 |
+101 |
Cocoa(ICE) |
Sep16 |
160720 |
3000 |
3017 |
2950 |
2969 |
-29 |
13,150 |
91,545 |
-2,258 |
Dec16 |
160720 |
3003 |
3015 |
2952 |
2970 |
-24 |
8,455 |
62,418 |
-873 |
Mar17 |
160720 |
2984 |
2996 |
2937 |
2953 |
-19 |
2,945 |
43,926 |
+444 |
May17 |
160720 |
2963 |
2980 |
2926 |
2940 |
-17 |
477 |
8,746 |
+186 |
Jul17 |
160720 |
2955 |
2957 |
2925 |
2930 |
-18 |
11 |
2,643 |
-1 |
Sep17 |
160720 |
2935 |
2935 |
2916 |
2921 |
-19 |
0 |
3,862 |
+0 |
Dec17 |
160720 |
2927 |
2927 |
2908 |
2912 |
-19 |
208 |
794 |
+208 |
Total Volume and Open Interest |
25,246 |
217,796 |
-2,294 |
Coffee "C"(ICE) |
Jul16 |
160719 |
144.65 |
144.65 |
144.65 |
144.65 |
-3.15 |
6 |
4 |
-6 |
Sep16 |
160720 |
146.10 |
148.65 |
145.20 |
147.00 |
+0.45 |
18,540 |
96,322 |
-494 |
Dec16 |
160720 |
148.60 |
151.60 |
148.15 |
149.95 |
+0.45 |
4,435 |
50,441 |
+718 |
Mar17 |
160720 |
151.70 |
154.25 |
150.90 |
152.75 |
+0.50 |
1,776 |
17,832 |
+239 |
May17 |
160720 |
153.35 |
155.75 |
153.00 |
154.35 |
+0.45 |
468 |
9,629 |
+88 |
Jul17 |
160720 |
154.20 |
157.05 |
154.20 |
155.65 |
+0.45 |
30 |
3,232 |
-1 |
Total Volume and Open Interest |
25,301 |
186,406 |
+530 |
Orange Juice(ICE) |
Sep16 |
160720 |
182.85 |
184.70 |
181.35 |
182.30 |
-0.55 |
424 |
14,694 |
-49 |
Nov16 |
160720 |
181.20 |
183.00 |
181.00 |
181.35 |
-0.60 |
62 |
2,221 |
+29 |
Jan17 |
160720 |
180.00 |
180.00 |
179.50 |
179.60 |
-0.40 |
48 |
805 |
+23 |
Mar17 |
160720 |
178.00 |
178.00 |
177.80 |
177.80 |
-0.20 |
25 |
138 |
+21 |
May17 |
160720 |
176.20 |
176.20 |
176.20 |
176.20 |
-0.20 |
0 |
10 |
+0 |
Jul17 |
160720 |
174.60 |
174.60 |
174.60 |
174.60 |
-0.20 |
|
|
|
Total Volume and Open Interest |
559 |
17,870 |
+24 |
Sugar #11(ICE) |
Oct16 |
160720 |
19.46 |
19.50 |
19.16 |
19.28 |
-0.08 |
36,083 |
439,620 |
-6,803 |
Mar17 |
160720 |
19.69 |
19.76 |
19.45 |
19.56 |
-0.06 |
10,565 |
222,263 |
+68 |
May17 |
160720 |
19.09 |
19.13 |
18.88 |
18.96 |
-0.06 |
3,849 |
61,058 |
+34 |
Jul17 |
160720 |
18.53 |
18.56 |
18.33 |
18.41 |
-0.05 |
2,291 |
48,668 |
+137 |
Oct17 |
160720 |
18.17 |
18.20 |
17.99 |
18.08 |
-0.02 |
1,709 |
29,184 |
+30 |
Mar18 |
160720 |
18.02 |
18.05 |
17.87 |
17.95 |
-0.02 |
197 |
13,893 |
-15 |
May18 |
160720 |
17.54 |
17.56 |
17.45 |
17.51 |
-0.01 |
32 |
4,492 |
-9 |
Jul18 |
160720 |
17.24 |
17.24 |
17.13 |
17.22 |
unch |
11 |
4,747 |
-4 |
Total Volume and Open Interest |
54,737 |
829,814 |
-6,562 |
London Cocoa(LCE) |
Sep16 |
160720 |
2432 |
2451 |
2414 |
2417 |
-20 |
8,399 |
109,125 |
+632 |
Dec16 |
160720 |
2374 |
2390 |
2355 |
2358 |
-17 |
4,829 |
74,103 |
+148 |
Mar17 |
160720 |
2325 |
2340 |
2306 |
2308 |
-17 |
2,966 |
56,952 |
+235 |
May17 |
160720 |
2314 |
2325 |
2293 |
2294 |
-17 |
311 |
20,287 |
-17 |
Jul17 |
160720 |
2308 |
2316 |
2288 |
2288 |
-17 |
58 |
2,944 |
+10 |
Sep17 |
160720 |
2294 |
2294 |
2279 |
2280 |
-17 |
39 |
2,305 |
+5 |
Dec17 |
160720 |
2280 |
2280 |
2264 |
2266 |
-18 |
4 |
445 |
+4 |
Total Volume and Open Interest |
16,606 |
266,161 |
+1,017 |
London Sugar(LCE) |
Oct16 |
160720 |
536.80 |
537.30 |
530.80 |
533.90 |
-1.60 |
2,722 |
46,186 |
-389 |
Dec16 |
160720 |
534.50 |
534.90 |
529.10 |
532.30 |
-1.10 |
1,005 |
16,490 |
-68 |
Mar17 |
160720 |
530.70 |
531.70 |
526.10 |
528.90 |
-1.70 |
567 |
16,730 |
+97 |
May17 |
160720 |
522.70 |
523.50 |
518.50 |
520.40 |
-2.30 |
288 |
6,885 |
+49 |
Aug17 |
160720 |
511.50 |
511.60 |
511.40 |
511.40 |
-2.40 |
90 |
3,703 |
-9 |
Total Volume and Open Interest |
4,731 |
93,004 |
-271 |
Cotton(ICE) |
Oct16 |
160720 |
72.92 |
72.92 |
71.17 |
71.95 |
-1.01 |
31 |
166 |
-2 |
Dec16 |
160720 |
73.39 |
73.39 |
71.76 |
72.35 |
-0.92 |
23,595 |
182,495 |
+1,342 |
Mar17 |
160720 |
73.47 |
73.51 |
72.01 |
72.80 |
-0.69 |
3,619 |
29,979 |
+1,450 |
May17 |
160720 |
73.60 |
73.60 |
72.13 |
72.87 |
-0.74 |
801 |
5,242 |
+36 |
Jul17 |
160720 |
72.50 |
72.82 |
72.17 |
72.79 |
-0.85 |
296 |
3,996 |
+75 |
Oct17 |
160720 |
72.28 |
72.28 |
72.28 |
72.28 |
-0.79 |
|
|
|
Total Volume and Open Interest |
28,502 |
229,886 |
+2,991 |
Lumber(CME) |
Sep16 |
160720 |
326.7 |
329.7 |
321.1 |
327.6 |
+1.9 |
398 |
4,428 |
+133 |
Nov16 |
160720 |
330.0 |
335.9 |
329.7 |
334.3 |
+2.6 |
40 |
342 |
+5 |
Jan17 |
160720 |
335.8 |
335.8 |
335.5 |
335.5 |
-2.7 |
6 |
53 |
+2 |
Mar17 |
160720 |
336.6 |
339.0 |
336.6 |
336.6 |
-2.4 |
1 |
24 |
+1 |
Total Volume and Open Interest |
445 |
4,876 |
+141 |
Crude Oil(NYM) |
Aug16 |
160720 |
44.59 |
45.25 |
43.69 |
44.94 |
+0.29 |
211,393 |
57,523 |
-25,899 |
Sep16 |
160720 |
45.42 |
46.13 |
44.55 |
45.75 |
+0.30 |
334,568 |
502,328 |
+6,283 |
Oct16 |
160720 |
46.11 |
46.82 |
45.27 |
46.45 |
+0.31 |
39,942 |
125,901 |
+3,482 |
Nov16 |
160720 |
46.98 |
47.54 |
46.02 |
47.19 |
+0.31 |
20,202 |
118,016 |
-469 |
Dec16 |
160720 |
47.67 |
48.26 |
46.76 |
47.90 |
+0.30 |
48,147 |
262,132 |
+1,373 |
Jan17 |
160720 |
48.32 |
48.82 |
47.37 |
48.51 |
+0.30 |
12,793 |
64,956 |
+586 |
Feb17 |
160720 |
48.78 |
49.25 |
48.00 |
49.02 |
+0.30 |
6,152 |
33,878 |
-228 |
Mar17 |
160720 |
49.24 |
49.71 |
48.41 |
49.45 |
+0.31 |
7,695 |
68,024 |
+1,913 |
Apr17 |
160720 |
49.01 |
50.11 |
48.79 |
49.81 |
+0.33 |
2,853 |
23,098 |
-27 |
May17 |
160720 |
49.81 |
50.42 |
49.13 |
50.13 |
+0.36 |
1,712 |
20,580 |
+281 |
Jun17 |
160720 |
50.17 |
50.69 |
49.23 |
50.41 |
+0.40 |
9,496 |
79,174 |
+1,081 |
Jul17 |
160720 |
50.10 |
50.87 |
49.63 |
50.64 |
+0.43 |
913 |
17,439 |
-490 |
Aug17 |
160720 |
50.85 |
50.85 |
50.50 |
50.85 |
+0.46 |
584 |
14,823 |
+233 |
Sep17 |
160720 |
51.07 |
51.44 |
50.90 |
51.07 |
+0.48 |
1,897 |
32,824 |
+342 |
Oct17 |
160720 |
51.29 |
51.29 |
51.29 |
51.29 |
+0.50 |
546 |
11,169 |
+177 |
Nov17 |
160720 |
51.52 |
51.52 |
51.52 |
51.52 |
+0.52 |
367 |
11,957 |
+185 |
Total Volume and Open Interest |
718,308 |
1,698,233 |
-10,020 |
e-miNY Crude Oil(NYM) |
Sep16 |
160720 |
45.475 |
46.100 |
44.550 |
45.750 |
+0.300 |
3,374 |
1,093 |
+340 |
Oct16 |
160720 |
46.200 |
46.775 |
45.250 |
46.450 |
+0.300 |
103 |
153 |
+0 |
Nov16 |
160720 |
46.350 |
47.350 |
46.100 |
47.200 |
+0.325 |
5 |
26 |
-2 |
Dec16 |
160720 |
47.800 |
48.100 |
46.975 |
47.900 |
+0.300 |
46 |
317 |
+4 |
Jan17 |
160720 |
48.500 |
48.500 |
48.275 |
48.500 |
+0.300 |
0 |
17 |
+0 |
Feb17 |
160720 |
49.025 |
49.025 |
48.875 |
49.025 |
+0.300 |
0 |
11 |
+0 |
Mar17 |
160720 |
49.450 |
49.450 |
49.150 |
49.450 |
+0.300 |
0 |
12 |
+0 |
Apr17 |
160720 |
49.800 |
49.800 |
49.800 |
49.800 |
+0.325 |
0 |
2 |
+0 |
May17 |
160720 |
50.125 |
50.125 |
50.125 |
50.125 |
+0.350 |
|
|
|
Jun17 |
160720 |
50.400 |
50.400 |
50.400 |
50.400 |
+0.400 |
0 |
15 |
+0 |
Total Volume and Open Interest |
10,039 |
3,052 |
+312 |
NY Harbor ULSD(NYM) |
Aug16 |
160720 |
138.39 |
141.90 |
137.05 |
140.54 |
+2.13 |
45,551 |
51,395 |
-3,934 |
Sep16 |
160720 |
141.04 |
144.32 |
139.59 |
143.14 |
+2.16 |
36,285 |
80,697 |
+1,097 |
Oct16 |
160720 |
142.72 |
146.51 |
142.01 |
145.49 |
+2.04 |
16,823 |
43,602 |
+1,956 |
Nov16 |
160720 |
145.82 |
148.47 |
144.23 |
147.58 |
+1.86 |
8,802 |
30,947 |
+219 |
Dec16 |
160720 |
148.16 |
150.40 |
146.22 |
149.44 |
+1.71 |
10,817 |
50,844 |
-177 |
Jan17 |
160720 |
149.73 |
152.11 |
148.49 |
151.30 |
+1.63 |
2,252 |
23,801 |
-9 |
Feb17 |
160720 |
150.95 |
153.34 |
149.60 |
152.52 |
+1.57 |
1,555 |
12,606 |
-6 |
Mar17 |
160720 |
151.84 |
153.83 |
149.97 |
153.03 |
+1.50 |
885 |
13,737 |
-173 |
Apr17 |
160720 |
151.17 |
153.31 |
150.22 |
152.88 |
+1.44 |
381 |
7,504 |
-67 |
May17 |
160720 |
150.60 |
153.60 |
150.60 |
153.13 |
+1.36 |
238 |
3,629 |
+6 |
Jun17 |
160720 |
152.08 |
154.39 |
151.08 |
153.68 |
+1.28 |
646 |
20,932 |
-2 |
Jul17 |
160720 |
152.00 |
154.54 |
152.00 |
154.54 |
+1.24 |
625 |
2,299 |
-183 |
Aug17 |
160720 |
155.83 |
155.83 |
155.54 |
155.54 |
+1.22 |
461 |
1,382 |
-28 |
Sep17 |
160720 |
156.60 |
156.75 |
156.60 |
156.75 |
+1.20 |
93 |
1,592 |
-24 |
Total Volume and Open Interest |
126,147 |
372,261 |
-1,368 |
RBOB Gasoline(NYM) |
Aug16 |
160720 |
137.52 |
138.11 |
133.81 |
136.37 |
-1.20 |
35,347 |
58,084 |
-4,243 |
Sep16 |
160720 |
138.52 |
139.10 |
134.71 |
137.30 |
-1.22 |
29,311 |
114,211 |
+3,020 |
Oct16 |
160720 |
132.26 |
132.26 |
128.10 |
130.64 |
-0.85 |
15,748 |
57,110 |
+2,907 |
Nov16 |
160720 |
131.26 |
131.77 |
128.00 |
130.57 |
-0.65 |
6,451 |
36,670 |
+657 |
Dec16 |
160720 |
131.12 |
131.50 |
128.00 |
130.60 |
-0.56 |
8,757 |
45,537 |
+610 |
Jan17 |
160720 |
131.91 |
132.45 |
129.04 |
131.62 |
-0.53 |
2,304 |
15,162 |
+69 |
Feb17 |
160720 |
132.73 |
133.86 |
130.84 |
133.22 |
-0.45 |
787 |
4,762 |
+112 |
Mar17 |
160720 |
135.78 |
136.09 |
133.07 |
135.37 |
-0.31 |
768 |
11,883 |
-15 |
Apr17 |
160720 |
152.74 |
154.16 |
151.85 |
153.80 |
-0.22 |
467 |
12,228 |
-17 |
May17 |
160720 |
152.52 |
154.91 |
152.52 |
154.91 |
-0.18 |
386 |
4,726 |
+11 |
Total Volume and Open Interest |
101,487 |
395,393 |
+3,067 |
e-miNY RBOB Gasoline(NYM) |
Aug16 |
160720 |
136.40 |
136.40 |
136.37 |
136.40 |
-1.20 |
0 |
1 |
+0 |
Sep16 |
160720 |
137.30 |
137.30 |
137.30 |
137.30 |
-1.20 |
|
|
|
Oct16 |
160720 |
130.60 |
130.64 |
130.60 |
130.60 |
-0.90 |
|
|
|
Nov16 |
160720 |
130.60 |
130.60 |
130.57 |
130.60 |
-0.60 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Aug16 |
160720 |
2.722 |
2.730 |
2.648 |
2.658 |
-0.070 |
89,832 |
94,587 |
-8,166 |
Sep16 |
160720 |
2.687 |
2.698 |
2.609 |
2.621 |
-0.068 |
54,593 |
250,146 |
+3,236 |
Oct16 |
160720 |
2.735 |
2.736 |
2.652 |
2.663 |
-0.067 |
24,318 |
111,221 |
-633 |
Nov16 |
160720 |
2.907 |
2.915 |
2.833 |
2.845 |
-0.064 |
11,695 |
88,192 |
-224 |
Dec16 |
160720 |
3.175 |
3.180 |
3.115 |
3.125 |
-0.055 |
7,511 |
56,268 |
+1,133 |
Jan17 |
160720 |
3.311 |
3.311 |
3.250 |
3.257 |
-0.055 |
9,799 |
112,417 |
+1,486 |
Feb17 |
160720 |
3.290 |
3.299 |
3.238 |
3.246 |
-0.056 |
2,964 |
30,059 |
-60 |
Mar17 |
160720 |
3.252 |
3.252 |
3.192 |
3.198 |
-0.056 |
4,694 |
62,030 |
+28 |
Apr17 |
160720 |
3.000 |
3.000 |
2.948 |
2.955 |
-0.054 |
5,584 |
53,533 |
+213 |
May17 |
160720 |
2.976 |
2.976 |
2.922 |
2.932 |
-0.050 |
2,517 |
21,850 |
-17 |
Jun17 |
160720 |
3.005 |
3.010 |
2.960 |
2.969 |
-0.046 |
1,045 |
20,397 |
-100 |
Jul17 |
160720 |
3.036 |
3.036 |
2.995 |
3.003 |
-0.043 |
1,003 |
13,232 |
+254 |
Aug17 |
160720 |
3.038 |
3.038 |
3.009 |
3.012 |
-0.041 |
730 |
14,767 |
+70 |
Sep17 |
160720 |
3.024 |
3.024 |
2.986 |
2.990 |
-0.041 |
1,392 |
8,964 |
+355 |
Oct17 |
160720 |
3.053 |
3.053 |
3.009 |
3.013 |
-0.042 |
1,314 |
20,299 |
+217 |
Nov17 |
160720 |
3.105 |
3.105 |
3.061 |
3.069 |
-0.042 |
1,071 |
9,191 |
+455 |
Total Volume and Open Interest |
221,792 |
1,025,839 |
-3,363 |
Brent Crude Oil(ICE) |
Sep16 |
160720 |
46.76 |
47.49 |
45.90 |
47.17 |
+0.51 |
230,495 |
277,581 |
-16,476 |
Oct16 |
160720 |
47.28 |
47.96 |
46.38 |
47.65 |
+0.47 |
127,430 |
326,126 |
+16,698 |
Nov16 |
160720 |
47.71 |
48.36 |
46.79 |
48.06 |
+0.45 |
55,876 |
258,723 |
+4,338 |
Dec16 |
160720 |
48.30 |
48.93 |
47.35 |
48.63 |
+0.45 |
79,559 |
381,216 |
+1,499 |
Jan17 |
160720 |
48.81 |
49.40 |
47.86 |
49.11 |
+0.44 |
15,600 |
100,099 |
+60 |
Feb17 |
160720 |
49.25 |
49.85 |
48.33 |
49.56 |
+0.42 |
10,318 |
76,916 |
+1,378 |
Mar17 |
160720 |
49.70 |
50.28 |
48.77 |
50.00 |
+0.41 |
11,026 |
70,449 |
+1,636 |
Apr17 |
160720 |
50.05 |
50.67 |
49.26 |
50.39 |
+0.40 |
2,454 |
26,480 |
-138 |
May17 |
160720 |
50.37 |
51.03 |
49.64 |
50.75 |
+0.39 |
2,695 |
38,870 |
+151 |
Jun17 |
160720 |
50.85 |
51.35 |
49.88 |
51.07 |
+0.39 |
12,893 |
105,857 |
-316 |
Jul17 |
160720 |
51.39 |
51.39 |
51.39 |
51.39 |
+0.38 |
568 |
18,876 |
-77 |
Aug17 |
160720 |
51.70 |
51.70 |
51.70 |
51.70 |
+0.37 |
875 |
18,178 |
+47 |
Sep17 |
160720 |
51.97 |
51.97 |
51.97 |
51.97 |
+0.37 |
1,310 |
39,416 |
+110 |
Oct17 |
160720 |
52.23 |
52.23 |
52.23 |
52.23 |
+0.37 |
176 |
14,785 |
+45 |
Total Volume and Open Interest |
583,212 |
2,221,041 |
+12,529 |
Gas Oil(ICE) |
Aug16 |
160720 |
407.50 |
417.00 |
403.00 |
413.00 |
+3.75 |
68,572 |
103,941 |
-5,487 |
Sep16 |
160720 |
413.50 |
422.25 |
408.75 |
418.75 |
+3.50 |
66,985 |
113,118 |
+7,400 |
Oct16 |
160720 |
419.25 |
427.75 |
414.50 |
424.25 |
+3.00 |
29,154 |
78,265 |
+3,163 |
Nov16 |
160720 |
422.50 |
431.00 |
418.50 |
427.75 |
+3.00 |
10,486 |
48,035 |
+539 |
Dec16 |
160720 |
426.50 |
434.25 |
422.00 |
431.25 |
+3.00 |
28,855 |
109,630 |
+3,141 |
Jan17 |
160720 |
432.25 |
438.00 |
426.75 |
435.75 |
+2.75 |
5,896 |
38,553 |
+798 |
Feb17 |
160720 |
435.50 |
441.75 |
431.25 |
440.00 |
+2.75 |
2,708 |
18,832 |
+457 |
Mar17 |
160720 |
440.25 |
445.75 |
435.00 |
443.75 |
+2.75 |
1,697 |
23,660 |
+288 |
Apr17 |
160720 |
443.50 |
446.75 |
438.25 |
446.75 |
+2.50 |
838 |
10,899 |
+76 |
May17 |
160720 |
445.25 |
450.00 |
441.50 |
450.00 |
+2.75 |
1,062 |
12,718 |
-427 |
Total Volume and Open Interest |
231,933 |
726,633 |
+13,171 |
Ethanol(CBOT) |
Aug16 |
160720 |
1.518 |
1.518 |
1.455 |
1.464 |
-0.057 |
289 |
1,345 |
-147 |
Sep16 |
160720 |
1.496 |
1.500 |
1.451 |
1.458 |
-0.053 |
180 |
1,349 |
+150 |
Oct16 |
160720 |
1.480 |
1.480 |
1.428 |
1.429 |
-0.046 |
1 |
404 |
+0 |
Nov16 |
160720 |
1.417 |
1.417 |
1.407 |
1.407 |
-0.038 |
0 |
391 |
+0 |
Dec16 |
160720 |
1.384 |
1.446 |
1.384 |
1.384 |
-0.038 |
5 |
1,125 |
+0 |
Jan17 |
160720 |
1.368 |
1.368 |
1.368 |
1.368 |
-0.030 |
40 |
231 |
+40 |
Feb17 |
160720 |
1.367 |
1.367 |
1.367 |
1.367 |
-0.028 |
40 |
103 |
+40 |
Mar17 |
160720 |
1.367 |
1.367 |
1.367 |
1.367 |
-0.028 |
|
|
|
Total Volume and Open Interest |
555 |
4,950 |
+83 |
WTI Crude Oil(ICE) |
Sep16 |
160720 |
45.57 |
46.10 |
44.55 |
45.75 |
+0.30 |
43,144 |
86,218 |
+121 |
Oct16 |
160720 |
46.31 |
46.79 |
45.27 |
46.45 |
+0.31 |
18,527 |
26,100 |
+568 |
Nov16 |
160720 |
47.05 |
47.51 |
46.01 |
47.19 |
+0.31 |
8,276 |
32,192 |
-15 |
Dec16 |
160720 |
47.77 |
48.22 |
46.77 |
47.90 |
+0.30 |
17,409 |
89,423 |
-818 |
Jan17 |
160720 |
48.40 |
48.83 |
47.39 |
48.51 |
+0.30 |
2,212 |
17,858 |
-21 |
Feb17 |
160720 |
48.78 |
49.28 |
48.01 |
49.02 |
+0.30 |
1,474 |
19,884 |
-2 |
Mar17 |
160720 |
49.07 |
49.48 |
48.52 |
49.45 |
+0.31 |
1,143 |
19,608 |
+101 |
Apr17 |
160720 |
49.42 |
49.81 |
49.42 |
49.81 |
+0.33 |
411 |
3,081 |
+48 |
May17 |
160720 |
50.13 |
50.13 |
50.13 |
50.13 |
+0.36 |
212 |
2,095 |
+35 |
Jun17 |
160720 |
49.91 |
50.67 |
49.32 |
50.41 |
+0.40 |
1,118 |
31,655 |
+63 |
Jul17 |
160720 |
50.64 |
50.64 |
50.64 |
50.64 |
+0.43 |
44 |
1,676 |
-18 |
Aug17 |
160720 |
50.85 |
50.85 |
50.85 |
50.85 |
+0.46 |
25 |
825 |
+2 |
Sep17 |
160720 |
51.07 |
51.07 |
51.07 |
51.07 |
+0.48 |
101 |
9,597 |
+1 |
Oct17 |
160720 |
51.29 |
51.29 |
51.29 |
51.29 |
+0.50 |
35 |
1,283 |
+0 |
Nov17 |
160720 |
51.52 |
51.52 |
51.52 |
51.52 |
+0.52 |
5 |
774 |
+0 |
Dec17 |
160720 |
51.14 |
51.80 |
50.84 |
51.75 |
+0.53 |
2,955 |
55,333 |
+862 |
Total Volume and Open Interest |
117,874 |
458,541 |
-11,903 |
US Dollar Index(ICE) |
Sep16 |
160720 |
97.100 |
97.370 |
97.010 |
97.262 |
+0.155 |
11,294 |
48,532 |
+1,593 |
Dec16 |
160720 |
97.125 |
97.320 |
97.010 |
97.253 |
+0.165 |
163 |
3,431 |
+75 |
Mar17 |
160720 |
97.120 |
97.305 |
97.120 |
97.272 |
+0.155 |
10 |
1,533 |
+10 |
Total Volume and Open Interest |
11,467 |
53,512 |
+1,678 |
Australian Dollar(CME) |
Sep16 |
160720 |
74.91 |
75.02 |
74.47 |
74.59 |
-0.34 |
53,635 |
92,200 |
+1,210 |
Dec16 |
160720 |
74.78 |
74.78 |
74.27 |
74.39 |
-0.33 |
89 |
1,258 |
+50 |
Mar17 |
160720 |
74.22 |
75.46 |
74.22 |
74.22 |
-0.33 |
1 |
12 |
+1 |
Total Volume and Open Interest |
53,725 |
93,471 |
+1,261 |
British Pound(CME) |
Sep16 |
160720 |
131.08 |
132.38 |
130.73 |
131.57 |
+0.59 |
76,923 |
233,074 |
-2,808 |
Dec16 |
160720 |
131.32 |
132.54 |
130.92 |
131.76 |
+0.60 |
79 |
1,788 |
+17 |
Mar17 |
160720 |
132.35 |
132.67 |
131.99 |
131.99 |
+0.61 |
401 |
483 |
+356 |
Total Volume and Open Interest |
77,414 |
235,865 |
-2,425 |
Canadian Dollar(CME) |
Sep16 |
160720 |
76.80 |
76.85 |
76.37 |
76.58 |
-0.22 |
46,962 |
114,623 |
+35 |
Dec16 |
160720 |
76.81 |
76.85 |
76.38 |
76.59 |
-0.22 |
105 |
3,850 |
-6 |
Mar17 |
160720 |
76.50 |
76.84 |
76.44 |
76.61 |
-0.22 |
41 |
351 |
-11 |
Jun17 |
160720 |
76.64 |
77.06 |
76.47 |
76.64 |
-0.21 |
6 |
130 |
+6 |
Total Volume and Open Interest |
47,114 |
118,994 |
+24 |
Japanese Yen(CME) |
Sep16 |
160720 |
94.41 |
94.70 |
93.65 |
93.79 |
-0.72 |
92,026 |
156,718 |
-1,075 |
Dec16 |
160720 |
94.96 |
95.04 |
94.02 |
94.16 |
-0.71 |
61 |
1,301 |
+11 |
Mar17 |
160720 |
95.33 |
95.33 |
94.50 |
94.57 |
-0.72 |
3 |
41 |
+0 |
Total Volume and Open Interest |
92,091 |
158,167 |
-1,064 |
Swiss Franc(CME) |
Sep16 |
160720 |
101.78 |
101.83 |
101.27 |
101.60 |
-0.19 |
9,576 |
40,401 |
+660 |
Dec16 |
160720 |
102.13 |
102.33 |
101.82 |
102.15 |
-0.20 |
0 |
80 |
+0 |
Mar17 |
160720 |
102.66 |
102.66 |
102.42 |
102.66 |
-0.19 |
|
|
|
Total Volume and Open Interest |
9,576 |
40,501 |
+660 |
EuroFX(CME) |
Sep16 |
160720 |
110.45 |
110.57 |
110.07 |
110.30 |
-0.12 |
87,018 |
370,622 |
+138 |
Dec16 |
160720 |
110.87 |
110.98 |
110.49 |
110.73 |
-0.10 |
198 |
4,729 |
+22 |
Mar17 |
160720 |
111.25 |
111.35 |
110.99 |
111.18 |
-0.09 |
86 |
1,396 |
-77 |
Total Volume and Open Interest |
87,302 |
377,406 |
+83 |
Mexican Peso(CME) |
Aug16 |
160720 |
535.63 |
535.63 |
535.63 |
535.63 |
-2.13 |
|
|
|
Sep16 |
160720 |
537.75 |
538.50 |
531.75 |
533.75 |
-2.25 |
33,033 |
90,360 |
-5,472 |
Total Volume and Open Interest |
36,946 |
94,433 |
-1,847 |
Brazilian Real(CME) |
Aug16 |
160720 |
306.30 |
307.70 |
305.45 |
306.20 |
+0.90 |
802 |
22,590 |
-46 |
Sep16 |
160720 |
303.70 |
303.70 |
302.75 |
303.15 |
+0.80 |
6 |
3,458 |
-2 |
Oct16 |
160720 |
300.70 |
300.70 |
300.70 |
300.70 |
+0.95 |
|
|
|
Nov16 |
160720 |
298.00 |
298.00 |
298.00 |
298.00 |
+1.00 |
|
|
|
Total Volume and Open Interest |
808 |
26,078 |
-48 |
30-Year T-Bonds(CBOT) |
Sep16 |
160720 |
172~120 |
172~130 |
171~000 |
171~150 |
-0~240 |
171,700 |
588,677 |
-5,756 |
Dec16 |
160720 |
170~090 |
170~180 |
169~190 |
170~010 |
-0~240 |
28 |
202 |
+3 |
Mar17 |
160720 |
168~290 |
168~290 |
168~290 |
168~290 |
-0~240 |
|
|
|
Total Volume and Open Interest |
171,728 |
588,879 |
-5,753 |
10-Year T-Notes(CBOT) |
Sep16 |
160720 |
132~095 |
132~105 |
131~275 |
131~315 |
-0~080 |
854,813 |
2,810,585 |
-38,601 |
Dec16 |
160720 |
131~090 |
131~090 |
130~305 |
131~015 |
-0~080 |
471 |
5,412 |
+198 |
Mar17 |
160720 |
130~075 |
130~075 |
130~075 |
130~075 |
-0~080 |
|
|
|
Total Volume and Open Interest |
855,284 |
2,815,997 |
-38,403 |
5-Year T-Notes(CBOT) |
Sep16 |
160720 |
121~174 |
121~184 |
121~096 |
121~122 |
-0~046 |
346,240 |
2,680,130 |
+13,215 |
Dec16 |
160720 |
121~102 |
121~116 |
121~102 |
121~116 |
-0~052 |
609 |
2,075 |
+531 |
Total Volume and Open Interest |
346,849 |
2,682,205 |
+13,746 |
2 Year T-Notes(CBOT) |
Sep16 |
160720 |
109~122 |
109~122 |
109~096 |
109~104 |
-0~014 |
152,325 |
1,026,093 |
-227 |
Dec16 |
160720 |
109~076 |
109~076 |
109~076 |
109~076 |
-0~012 |
|
|
|
Mar17 |
160720 |
109~072 |
109~072 |
109~072 |
109~072 |
-0~012 |
|
|
|
Total Volume and Open Interest |
152,325 |
1,026,093 |
-227 |
Eurodollars(CME) |
Sep16 |
160720 |
99.240 |
99.245 |
99.215 |
99.215 |
-0.025 |
105,859 |
1,189,730 |
-40,350 |
Dec16 |
160720 |
99.165 |
99.170 |
99.130 |
99.135 |
-0.030 |
200,661 |
1,471,893 |
+12,400 |
Mar17 |
160720 |
99.125 |
99.130 |
99.085 |
99.090 |
-0.035 |
127,523 |
992,690 |
+5,812 |
Jun17 |
160720 |
99.085 |
99.090 |
99.040 |
99.045 |
-0.040 |
109,137 |
872,736 |
+6,776 |
Sep17 |
160720 |
99.045 |
99.050 |
99.000 |
99.005 |
-0.040 |
130,234 |
823,403 |
+247 |
Dec17 |
160720 |
98.995 |
99.000 |
98.945 |
98.955 |
-0.040 |
157,495 |
1,241,398 |
+1,784 |
Mar18 |
160720 |
98.965 |
98.975 |
98.915 |
98.925 |
-0.040 |
91,619 |
607,699 |
-5,236 |
Jun18 |
160720 |
98.935 |
98.935 |
98.880 |
98.885 |
-0.045 |
78,205 |
480,544 |
+1,382 |
Sep18 |
160720 |
98.895 |
98.900 |
98.840 |
98.850 |
-0.040 |
89,554 |
439,787 |
-14,717 |
Dec18 |
160720 |
98.850 |
98.855 |
98.795 |
98.805 |
-0.040 |
79,578 |
573,536 |
-1,053 |
Mar19 |
160720 |
98.810 |
98.825 |
98.765 |
98.775 |
-0.040 |
55,467 |
347,313 |
-4,232 |
Jun19 |
160720 |
98.770 |
98.785 |
98.720 |
98.735 |
-0.040 |
53,681 |
277,931 |
+1,290 |
Sep19 |
160720 |
98.740 |
98.740 |
98.680 |
98.690 |
-0.040 |
27,610 |
213,339 |
-2,438 |
Dec19 |
160720 |
98.680 |
98.690 |
98.625 |
98.640 |
-0.040 |
25,669 |
222,399 |
-1,768 |
Mar20 |
160720 |
98.655 |
98.655 |
98.590 |
98.605 |
-0.040 |
19,568 |
139,351 |
-1,534 |
Jun20 |
160720 |
98.610 |
98.610 |
98.545 |
98.560 |
-0.040 |
16,923 |
89,974 |
-429 |
Sep20 |
160720 |
98.555 |
98.565 |
98.505 |
98.515 |
-0.040 |
12,730 |
89,532 |
-338 |
Dec20 |
160720 |
98.505 |
98.515 |
98.450 |
98.465 |
-0.040 |
16,126 |
90,517 |
+564 |
Total Volume and Open Interest |
1,452,125 |
10,450,530 |
-183,856 |
Ultra T-Bond(CBOT) |
Sep16 |
160720 |
187~11 |
187~13 |
185~20 |
186~11 |
-0~25 |
59,286 |
589,627 |
-2,078 |
Dec16 |
160720 |
185~17 |
185~17 |
185~17 |
185~17 |
-0~25 |
|
|
|
Mar17 |
160720 |
184~17 |
184~17 |
184~17 |
184~17 |
-0~25 |
|
|
|
Total Volume and Open Interest |
59,286 |
589,627 |
-2,078 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160720 |
144~295 |
145~005 |
144~115 |
144~185 |
-0~090 |
38,457 |
167,025 |
+1,098 |
Dec16 |
160720 |
144~085 |
144~085 |
144~085 |
144~085 |
-0~090 |
|
|
|
Mar17 |
160720 |
144~085 |
144~085 |
144~085 |
144~085 |
-0~090 |
|
|
|
Total Volume and Open Interest |
38,457 |
167,025 |
+1,098 |
30 Day Federal Funds(CBOT) |
Jul16 |
160720 |
99.607 |
99.610 |
99.605 |
99.607 |
unch |
1,171 |
173,874 |
+473 |
Aug16 |
160720 |
99.605 |
99.610 |
99.605 |
99.605 |
unch |
9,608 |
145,613 |
-3,918 |
Sep16 |
160720 |
99.590 |
99.590 |
99.585 |
99.590 |
unch |
6,454 |
51,004 |
-1,479 |
Oct16 |
160720 |
99.560 |
99.565 |
99.555 |
99.560 |
-0.010 |
14,332 |
132,980 |
+3,855 |
Nov16 |
160720 |
99.565 |
99.565 |
99.550 |
99.555 |
-0.010 |
5,283 |
65,441 |
+45 |
Dec16 |
160720 |
99.525 |
99.530 |
99.515 |
99.525 |
-0.010 |
4,354 |
39,932 |
+411 |
Total Volume and Open Interest |
62,663 |
814,246 |
+3,615 |
3-Mth Euro-Yen(CME) |
Sep16 |
160720 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160720 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160720 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160720 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160720 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160720 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160720 |
99.995 |
99.995 |
99.995 |
99.995 |
unch |
|
|
|
Jun18 |
160720 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
|
|
|
Sep18 |
160720 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec18 |
160720 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep16 |
160720 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160720 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160720 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160720 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160720 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160720 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160720 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160720 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160720 |
153.11 |
153.29 |
153.06 |
153.24 |
+0.14 |
483 |
18,979 |
-106 |
Dec16 |
160720 |
153.38 |
153.38 |
153.38 |
153.38 |
+0.14 |
1 |
3 |
+0 |
Mar17 |
160720 |
153.30 |
153.30 |
153.30 |
153.30 |
+0.14 |
|
|
|
Total Volume and Open Interest |
484 |
18,982 |
-106 |
Euro-Buxl(EUREX) |
Sep16 |
160720 |
190.42 |
191.28 |
189.08 |
189.64 |
-0.82 |
25,976 |
129,844 |
-1,645 |
Dec16 |
160720 |
187.72 |
188.00 |
187.72 |
188.00 |
-0.82 |
0 |
26 |
+0 |
Mar17 |
160720 |
188.00 |
188.00 |
188.00 |
188.00 |
-0.82 |
|
|
|
Total Volume and Open Interest |
25,976 |
129,870 |
-1,645 |
Euro-Bund(EUREX) |
Sep16 |
160720 |
166.56 |
166.74 |
166.15 |
166.32 |
-0.17 |
462,946 |
1,601,462 |
+12,201 |
Dec16 |
160720 |
163.92 |
164.01 |
163.54 |
163.62 |
-0.18 |
1,611 |
2,727 |
+1,601 |
Mar17 |
160720 |
165.82 |
165.82 |
165.82 |
165.82 |
-0.17 |
2 |
20 |
+2 |
Total Volume and Open Interest |
464,559 |
1,604,209 |
+13,804 |
Euro-Bobl(EUREX) |
Sep16 |
160720 |
133.60 |
133.64 |
133.45 |
133.51 |
-0.06 |
292,032 |
1,253,530 |
+3,859 |
Dec16 |
160720 |
131.53 |
131.53 |
131.51 |
131.51 |
-0.06 |
1 |
661 |
-5 |
Mar17 |
160720 |
133.51 |
133.51 |
133.51 |
133.51 |
-0.06 |
|
|
|
Total Volume and Open Interest |
292,033 |
1,254,191 |
+3,854 |
Euro-Schatz(EUREX) |
Sep16 |
160720 |
112.06 |
112.06 |
112.00 |
112.02 |
-0.03 |
197,331 |
1,152,613 |
+34,081 |
Dec16 |
160720 |
112.02 |
112.02 |
112.02 |
112.02 |
-0.03 |
0 |
185 |
+0 |
Mar17 |
160720 |
112.02 |
112.02 |
112.02 |
112.02 |
-0.03 |
|
|
|
Total Volume and Open Interest |
197,331 |
1,152,798 |
+34,081 |
3-Mth Euribor(EUREX) |
Sep16 |
160720 |
100.315 |
100.315 |
100.315 |
100.315 |
-0.005 |
212 |
4,776 |
-200 |
Dec16 |
160720 |
100.335 |
100.335 |
100.335 |
100.335 |
-0.010 |
8 |
2,170 |
+2 |
Mar17 |
160720 |
100.350 |
100.350 |
100.350 |
100.350 |
-0.010 |
7 |
3,804 |
+0 |
Total Volume and Open Interest |
1,438 |
76,969 |
-17,550 |
Long Gilt(LIFFE) |
Sep16 |
160720 |
129~26 |
129~28 |
129~05 |
129~12 |
-0~10 |
102,499 |
547,840 |
-3,313 |
Dec16 |
160720 |
128~10 |
128~10 |
128~10 |
128~10 |
-0~10 |
|
|
|
Total Volume and Open Interest |
102,499 |
547,840 |
-3,313 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160720 |
99.65 |
99.67 |
99.64 |
99.65 |
-0.00 |
57,971 |
452,787 |
+9,958 |
Dec16 |
160720 |
99.69 |
99.69 |
99.67 |
99.68 |
unch |
40,484 |
604,808 |
+439 |
Mar17 |
160720 |
99.68 |
99.69 |
99.66 |
99.68 |
unch |
32,174 |
369,788 |
-5,768 |
Jun17 |
160720 |
99.68 |
99.69 |
99.65 |
99.67 |
-0.01 |
40,957 |
345,967 |
-5,783 |
Sep17 |
160720 |
99.67 |
99.69 |
99.64 |
99.66 |
-0.01 |
26,363 |
285,397 |
-79 |
Dec17 |
160720 |
99.66 |
99.67 |
99.63 |
99.65 |
unch |
27,063 |
295,768 |
+3,833 |
Total Volume and Open Interest |
342,473 |
3,232,017 |
+6,214 |
3-Mth Euribor(LIFFE) |
Sep16 |
160720 |
100.315 |
100.320 |
100.305 |
100.310 |
-0.005 |
24,124 |
348,150 |
-288 |
Dec16 |
160720 |
100.350 |
100.350 |
100.325 |
100.330 |
-0.010 |
37,326 |
461,005 |
+2,374 |
Mar17 |
160720 |
100.360 |
100.360 |
100.335 |
100.345 |
-0.010 |
46,695 |
416,062 |
-1,986 |
Total Volume and Open Interest |
334,101 |
3,092,863 |
-41,847 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160720 |
98.14 |
98.16 |
98.14 |
98.15 |
unch |
14,539 |
198,519 |
-3,143 |
Dec16 |
160720 |
98.24 |
98.26 |
98.23 |
98.24 |
-0.01 |
18,448 |
182,111 |
-3,725 |
Mar17 |
160720 |
98.30 |
98.32 |
98.28 |
98.30 |
unch |
11,907 |
138,496 |
-1,089 |
Jun17 |
160720 |
98.32 |
98.35 |
98.31 |
98.32 |
unch |
9,030 |
124,468 |
-154 |
Sep17 |
160720 |
98.33 |
98.35 |
98.33 |
98.33 |
-0.01 |
5,111 |
85,923 |
-480 |
Dec17 |
160720 |
98.34 |
98.36 |
98.32 |
98.34 |
-0.01 |
10,333 |
79,336 |
+4,170 |
Mar18 |
160720 |
98.34 |
98.36 |
98.32 |
98.33 |
-0.01 |
3,284 |
47,400 |
+1,029 |
Jun18 |
160720 |
98.33 |
98.33 |
98.31 |
98.33 |
unch |
1,452 |
38,196 |
+146 |
Sep18 |
160720 |
98.30 |
98.31 |
98.30 |
98.31 |
unch |
185 |
6,356 |
+20 |
Dec18 |
160720 |
98.28 |
98.28 |
98.28 |
98.28 |
unch |
100 |
3,685 |
-50 |
Total Volume and Open Interest |
74,703 |
907,025 |
-3,276 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160720 |
98.06 |
98.09 |
98.04 |
98.07 |
unch |
97,623 |
843,393 |
-4,013 |
Dec16 |
160720 |
98.07 |
98.07 |
98.07 |
98.07 |
unch |
|
|
|
Total Volume and Open Interest |
97,623 |
843,393 |
-4,013 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160720 |
98.54 |
98.56 |
98.53 |
98.56 |
+0.01 |
87,749 |
752,891 |
-3,476 |
Dec16 |
160720 |
98.56 |
98.56 |
98.56 |
98.56 |
+0.01 |
|
|
|
Total Volume and Open Interest |
87,749 |
752,891 |
-3,476 |
Gold(CMX) |
Aug16 |
160720 |
1332.2 |
1338.8 |
1312.5 |
1319.3 |
-13.0 |
163,212 |
306,757 |
-10,597 |
Oct16 |
160720 |
1335.9 |
1342.4 |
1316.4 |
1323.1 |
-13.0 |
3,217 |
43,372 |
+1,791 |
Dec16 |
160720 |
1339.4 |
1346.2 |
1320.2 |
1326.9 |
-13.0 |
27,145 |
200,539 |
+10,368 |
Feb17 |
160720 |
1343.0 |
1346.4 |
1324.1 |
1330.3 |
-13.0 |
142 |
16,694 |
+6 |
Apr17 |
160720 |
1346.8 |
1346.8 |
1328.0 |
1333.3 |
-12.9 |
41 |
7,349 |
+14 |
Jun17 |
160720 |
1334.0 |
1335.9 |
1329.9 |
1335.9 |
-12.9 |
53 |
12,986 |
-22 |
Aug17 |
160720 |
1355.1 |
1355.1 |
1334.6 |
1338.5 |
-12.8 |
19 |
1,727 |
+0 |
Oct17 |
160720 |
1340.0 |
1341.2 |
1340.0 |
1341.2 |
-12.8 |
1 |
708 |
-1 |
Dec17 |
160720 |
1350.3 |
1350.3 |
1340.8 |
1343.8 |
-12.8 |
64 |
9,271 |
+5 |
Feb18 |
160720 |
1346.1 |
1346.1 |
1346.1 |
1346.1 |
-12.7 |
0 |
45 |
+0 |
Apr18 |
160720 |
1348.2 |
1348.2 |
1348.2 |
1348.2 |
-12.7 |
0 |
3 |
+0 |
Jun18 |
160720 |
1350.3 |
1350.3 |
1350.3 |
1350.3 |
-12.6 |
0 |
3,785 |
+0 |
Total Volume and Open Interest |
194,416 |
614,667 |
+1,662 |
Silver(CMX) |
Jul16 |
160720 |
1962.5 |
1962.5 |
1941.0 |
1958.2 |
-39.3 |
301 |
667 |
-118 |
Sep16 |
160720 |
1997.0 |
2005.0 |
1938.5 |
1961.3 |
-39.4 |
49,920 |
158,895 |
+1,179 |
Dec16 |
160720 |
2003.0 |
2012.5 |
1947.0 |
1969.6 |
-39.5 |
4,310 |
43,445 |
+538 |
Mar17 |
160720 |
2011.5 |
2015.0 |
1972.5 |
1977.8 |
-39.7 |
61 |
7,684 |
+18 |
May17 |
160720 |
1982.9 |
1982.9 |
1982.9 |
1982.9 |
-39.5 |
42 |
461 |
+32 |
Jul17 |
160720 |
1987.9 |
2024.5 |
1987.9 |
1987.9 |
-39.4 |
132 |
2,492 |
-45 |
Sep17 |
160720 |
1992.7 |
1992.7 |
1992.7 |
1992.7 |
-39.4 |
4 |
272 |
+0 |
Total Volume and Open Interest |
55,034 |
219,101 |
+1,597 |
Platinum(NYMEX) |
Jul16 |
160720 |
1071.9 |
1087.8 |
1066.5 |
1087.6 |
-7.1 |
13 |
53 |
-15 |
Oct16 |
160720 |
1098.0 |
1100.7 |
1069.4 |
1091.5 |
-7.1 |
8,754 |
70,533 |
+1,088 |
Jan17 |
160720 |
1102.2 |
1102.5 |
1072.7 |
1093.8 |
-7.1 |
61 |
3,140 |
+8 |
Apr17 |
160720 |
1087.9 |
1095.5 |
1082.4 |
1095.5 |
-7.6 |
0 |
84 |
+0 |
Total Volume and Open Interest |
8,856 |
73,913 |
+1,078 |
Palladium(NYMEX) |
Sep16 |
160720 |
656.55 |
677.20 |
648.30 |
676.00 |
+19.60 |
4,077 |
22,259 |
-309 |
Dec16 |
160720 |
655.15 |
676.75 |
649.15 |
676.75 |
+19.45 |
44 |
1,103 |
+15 |
Mar17 |
160720 |
678.10 |
678.10 |
678.10 |
678.10 |
+19.45 |
0 |
42 |
+0 |
Total Volume and Open Interest |
4,121 |
23,407 |
-294 |
Copper(CMX) |
Jul16 |
160720 |
225.75 |
225.85 |
223.90 |
225.20 |
-0.95 |
388 |
1,413 |
-7 |
Sep16 |
160720 |
225.90 |
226.85 |
222.10 |
225.40 |
-0.90 |
74,258 |
103,899 |
-70 |
Dec16 |
160720 |
226.50 |
227.50 |
223.10 |
226.30 |
-0.80 |
4,004 |
39,553 |
+750 |
Mar17 |
160720 |
225.20 |
227.10 |
224.20 |
227.10 |
-0.70 |
2,286 |
18,038 |
+312 |
May17 |
160720 |
227.55 |
227.55 |
225.75 |
227.45 |
-0.65 |
256 |
3,700 |
+31 |
Total Volume and Open Interest |
82,234 |
174,606 |
+940 |
E-mini DJIA Index(CBOT) |
Sep16 |
160720 |
18497 |
18565 |
18456 |
18531 |
+51 |
108,256 |
124,217 |
+3,244 |
Dec16 |
160720 |
18364 |
18450 |
18364 |
18439 |
+55 |
45 |
403 |
-3 |
Mar17 |
160720 |
18288 |
18361 |
18288 |
18361 |
+55 |
7 |
60 |
+6 |
Jun17 |
160720 |
18320 |
18320 |
18320 |
18320 |
+55 |
|
|
|
Total Volume and Open Interest |
108,308 |
124,680 |
+3,247 |
S & P 500(CME) |
Sep16 |
160720 |
2159.00 |
2168.30 |
2155.30 |
2167.60 |
+8.90 |
2,625 |
94,067 |
-231 |
Dec16 |
160720 |
2159.60 |
2160.90 |
2158.60 |
2159.60 |
+9.00 |
0 |
1,377 |
-10 |
Mar17 |
160720 |
2153.00 |
2154.10 |
2151.80 |
2153.00 |
+9.20 |
0 |
50 |
+0 |
Jun17 |
160720 |
2146.60 |
2147.70 |
2145.40 |
2146.60 |
+9.20 |
|
|
|
Total Volume and Open Interest |
2,625 |
95,494 |
-241 |
S & P 500 E-Mini(Globex) |
Sep16 |
160720 |
2159.00 |
2169.75 |
2155.25 |
2167.50 |
+8.75 |
1,205,765 |
2,948,315 |
+19,057 |
Dec16 |
160720 |
2151.00 |
2162.00 |
2147.25 |
2159.50 |
+9.00 |
1,292 |
15,232 |
+212 |
Mar17 |
160720 |
2141.75 |
2154.25 |
2141.75 |
2153.00 |
+9.25 |
17 |
795 |
+0 |
Jun17 |
160720 |
2139.75 |
2146.50 |
2139.75 |
2146.50 |
+9.00 |
11 |
169 |
-11 |
Total Volume and Open Interest |
1,207,085 |
2,964,511 |
+19,258 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160720 |
4609.00 |
4659.00 |
4597.80 |
4650.50 |
+44.00 |
183,261 |
251,496 |
+10,486 |
Dec16 |
160720 |
4597.30 |
4649.80 |
4593.30 |
4642.50 |
+43.70 |
40 |
256 |
+6 |
Mar17 |
160720 |
4636.30 |
4636.30 |
4581.50 |
4636.30 |
+43.80 |
0 |
48 |
+0 |
Total Volume and Open Interest |
183,301 |
251,804 |
+10,492 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160720 |
1539.50 |
1549.80 |
1536.30 |
1546.80 |
+7.20 |
13,216 |
78,231 |
+264 |
Dec16 |
160720 |
1541.40 |
1542.50 |
1534.10 |
1541.40 |
+7.20 |
0 |
10 |
+0 |
Mar17 |
160720 |
1541.90 |
1541.90 |
1541.90 |
1541.90 |
+7.20 |
|
|
|
Total Volume and Open Interest |
13,216 |
78,241 |
+264 |
Volatility Index(CBOE) |
Jul16 |
160720 |
12.25 |
12.40 |
11.75 |
11.80 |
-0.43 |
82,582 |
88,919 |
-9,091 |
Aug16 |
160720 |
15.65 |
15.90 |
15.25 |
15.48 |
-0.20 |
86,693 |
254,676 |
+8,543 |
Sep16 |
160720 |
17.35 |
17.50 |
17.05 |
17.23 |
-0.12 |
24,667 |
53,448 |
+4,701 |
Oct16 |
160720 |
18.53 |
18.65 |
18.32 |
18.48 |
-0.05 |
12,836 |
31,263 |
+844 |
Total Volume and Open Interest |
219,742 |
493,523 |
+7,114 |
Russell 2000(ICE) |
Sep16 |
160720 |
1199.10 |
1210.00 |
1194.90 |
1207.20 |
+8.20 |
47,634 |
327,781 |
-1,525 |
Dec16 |
160720 |
1188.90 |
1203.00 |
1188.90 |
1202.30 |
+8.20 |
3 |
938 |
+3 |
Total Volume and Open Interest |
47,637 |
329,134 |
-1,522 |
Nikkei 225(CME) |
Sep16 |
160720 |
16695 |
16950 |
16605 |
16935 |
+255 |
6,200 |
37,382 |
+126 |
Dec16 |
160720 |
16730 |
16875 |
16730 |
16875 |
+250 |
3 |
109 |
-2 |
Total Volume and Open Interest |
6,203 |
37,491 |
+124 |
Nikkei 225(SGX) |
Sep16 |
160720 |
16685 |
16710 |
16530 |
16690 |
+35 |
18,899 |
210,666 |
-2,276 |
Dec16 |
160720 |
16500 |
16575 |
16400 |
16575 |
+35 |
0 |
5,949 |
+0 |
Mar17 |
160720 |
16545 |
16545 |
16545 |
16545 |
+40 |
|
|
|
Total Volume and Open Interest |
18,899 |
224,240 |
-2,276 |
Nikkei 225(CME) Yen |
Sep16 |
160720 |
16620 |
16865 |
16530 |
16855 |
+245 |
23,742 |
84,147 |
+1,140 |
Dec16 |
160720 |
16415 |
16725 |
16415 |
16725 |
+245 |
6 |
43 |
+3 |
Mar17 |
160720 |
16675 |
16675 |
16675 |
16675 |
+245 |
|
|
|
Total Volume and Open Interest |
23,748 |
84,190 |
+1,143 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160720 |
16600 |
16850 |
16600 |
16850 |
+240 |
1 |
16 |
+0 |
Dec16 |
160720 |
16720 |
16725 |
16720 |
16720 |
+240 |
|
|
|
Mar17 |
160720 |
16670 |
16675 |
16670 |
16670 |
+240 |
|
|
|
Total Volume and Open Interest |
1 |
16 |
+0 |
CAC 40(EURONEXT) |
Aug16 |
160720 |
4341.0 |
4392.0 |
4330.5 |
4378.5 |
+49.0 |
69,991 |
247,024 |
+548 |
Sep16 |
160720 |
4350.0 |
4389.5 |
4341.5 |
4377.0 |
+49.0 |
241 |
10,250 |
+33 |
Oct16 |
160720 |
4366.5 |
4366.5 |
4366.5 |
4366.5 |
+49.0 |
10 |
10 |
+10 |
Total Volume and Open Interest |
70,242 |
257,329 |
+591 |
Hang Seng Index(HKFE) |
Jul16 |
160720 |
21663 |
21928 |
21626 |
21890 |
+220 |
120,059 |
104,623 |
+2,438 |
Aug16 |
160720 |
21625 |
21883 |
21601 |
21846 |
+225 |
2,625 |
5,220 |
+929 |
Sep16 |
160720 |
21551 |
21815 |
21544 |
21785 |
+224 |
646 |
5,477 |
+382 |
Total Volume and Open Interest |
123,437 |
119,117 |
+3,774 |
DAX(EUREX) |
Sep16 |
160720 |
9992.0 |
10139.0 |
9978.5 |
10135.0 |
+162.0 |
73,182 |
136,337 |
+732 |
Dec16 |
160720 |
9974.0 |
10121.0 |
9974.0 |
10121.0 |
+162.0 |
109 |
5,015 |
+77 |
Mar17 |
160720 |
10000.0 |
10113.5 |
10000.0 |
10113.5 |
+162.0 |
6 |
185 |
+3 |
Total Volume and Open Interest |
73,297 |
141,537 |
+812 |
Mini-DAX(EUREX) |
Sep16 |
160720 |
9990.0 |
10138.0 |
9979.0 |
10135.0 |
+162.0 |
20,931 |
9,887 |
+3,130 |
Dec16 |
160720 |
10020.0 |
10121.0 |
10020.0 |
10121.0 |
+162.0 |
35 |
167 |
+2 |
Mar17 |
160720 |
10113.5 |
10113.5 |
10113.5 |
10113.5 |
+162.0 |
0 |
8 |
+1 |
Total Volume and Open Interest |
20,966 |
10,062 |
+3,133 |
FT-SE 100(EURONEXT) |
Sep16 |
160720 |
6649.50 |
6685.00 |
6637.00 |
6678.50 |
+36.00 |
92,580 |
655,384 |
-6,160 |
Dec16 |
160720 |
6637.50 |
6637.50 |
6637.50 |
6637.50 |
+36.00 |
0 |
163 |
+0 |
Mar17 |
160720 |
6580.50 |
6580.50 |
6580.50 |
6580.50 |
+36.00 |
|
|
|
Total Volume and Open Interest |
92,580 |
655,547 |
-6,160 |
SPI 200(SFE) |
Sep16 |
160720 |
5407.0 |
5450.0 |
5398.0 |
5449.0 |
+39.0 |
27,929 |
265,323 |
+9,135 |
Dec16 |
160720 |
5436.0 |
5436.0 |
5436.0 |
5436.0 |
+39.0 |
0 |
2,472 |
+0 |
Mar17 |
160720 |
5387.0 |
5387.0 |
5387.0 |
5387.0 |
+39.0 |
0 |
1,436 |
+0 |
Total Volume and Open Interest |
29,237 |
271,648 |
+9,806 |
FTSE MIB(ISE) |
Sep16 |
160720 |
16770.00 |
16825.00 |
16615.00 |
16758.00 |
+83.00 |
26,579 |
43,974 |
-270 |
Dec16 |
160720 |
16640.00 |
16640.00 |
16610.00 |
16633.00 |
+83.00 |
4 |
203 |
+0 |
Mar17 |
160720 |
16640.00 |
16640.00 |
16640.00 |
16640.00 |
+83.00 |
|
|
|
Total Volume and Open Interest |
26,583 |
44,177 |
-270 |
KOSPI 200(KFE) |
Sep16 |
160720 |
250.80 |
251.15 |
249.25 |
250.90 |
-0.10 |
72,330 |
122,598 |
+1,166 |
Dec16 |
160720 |
251.30 |
251.85 |
250.10 |
251.60 |
-0.25 |
364 |
8,606 |
+70 |
Mar17 |
160720 |
247.60 |
249.00 |
247.60 |
248.90 |
-0.30 |
30 |
902 |
+23 |
Total Volume and Open Interest |
72,725 |
135,045 |
+1,259 |
GSCI(CME) |
Aug16 |
160720 |
351.80 |
356.85 |
351.10 |
354.80 |
-1.10 |
37 |
12,241 |
+24 |
Sep16 |
160720 |
357.05 |
357.05 |
356.20 |
357.05 |
-1.10 |
|
|
|
Oct16 |
160720 |
360.65 |
360.65 |
360.65 |
360.65 |
-1.10 |
|
|
|
Total Volume and Open Interest |
37 |
12,241 |
-593 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|