|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon August 29, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep16 |
160829 |
991.75 |
998.25 |
981.50 |
983.25 |
-7.50 |
27,147 |
30,909 |
-2,086 |
Nov16 |
160829 |
967.50 |
974.00 |
961.25 |
964.25 |
-3.00 |
130,671 |
387,637 |
-5,688 |
Jan17 |
160829 |
969.75 |
976.25 |
964.25 |
966.75 |
-3.00 |
20,258 |
76,047 |
+3,771 |
Mar17 |
160829 |
966.50 |
976.75 |
965.00 |
968.25 |
-2.25 |
10,703 |
68,279 |
+1,264 |
May17 |
160829 |
969.00 |
978.00 |
966.75 |
970.75 |
-1.25 |
6,554 |
36,008 |
+1,551 |
Jul17 |
160829 |
973.75 |
978.25 |
968.50 |
973.25 |
-0.50 |
10,596 |
37,464 |
+1,448 |
Aug17 |
160829 |
968.25 |
973.00 |
964.75 |
968.75 |
-0.50 |
29 |
805 |
+9 |
Sep17 |
160829 |
949.00 |
949.00 |
949.00 |
949.00 |
-0.75 |
37 |
547 |
+10 |
Nov17 |
160829 |
932.50 |
937.25 |
927.00 |
932.00 |
-0.50 |
6,269 |
26,986 |
-134 |
Jan18 |
160829 |
939.00 |
939.00 |
932.75 |
934.50 |
-0.75 |
223 |
652 |
+76 |
Mar18 |
160829 |
935.00 |
935.00 |
935.00 |
935.00 |
-1.25 |
168 |
151 |
+80 |
May18 |
160829 |
937.00 |
937.00 |
937.00 |
937.00 |
-0.75 |
0 |
50 |
+0 |
Jul18 |
160829 |
940.50 |
940.50 |
940.50 |
940.50 |
-0.75 |
1 |
127 |
+0 |
Aug18 |
160829 |
937.75 |
937.75 |
937.75 |
937.75 |
-0.75 |
0 |
17 |
+0 |
Total Volume and Open Interest |
212,656 |
665,926 |
+301 |
Soybean Meal(CBOT) |
Sep16 |
160829 |
320.90 |
323.60 |
318.50 |
319.50 |
-1.70 |
25,678 |
31,045 |
-2,928 |
Oct16 |
160829 |
317.70 |
320.60 |
316.00 |
317.00 |
-1.20 |
14,980 |
39,133 |
+448 |
Dec16 |
160829 |
315.00 |
318.70 |
313.90 |
315.10 |
-0.40 |
49,153 |
165,735 |
-1,362 |
Jan17 |
160829 |
312.30 |
316.70 |
311.90 |
313.40 |
+0.10 |
4,869 |
31,688 |
-114 |
Mar17 |
160829 |
311.00 |
314.80 |
310.20 |
311.50 |
+0.30 |
3,996 |
33,398 |
+700 |
May17 |
160829 |
310.00 |
313.30 |
309.00 |
310.10 |
+0.30 |
3,133 |
22,518 |
+581 |
Jul17 |
160829 |
310.20 |
313.80 |
309.50 |
310.50 |
+0.30 |
3,598 |
22,550 |
+1,055 |
Aug17 |
160829 |
309.20 |
312.60 |
309.20 |
309.80 |
+0.20 |
523 |
2,249 |
+49 |
Sep17 |
160829 |
308.10 |
311.90 |
308.00 |
308.80 |
+0.20 |
338 |
2,526 |
+158 |
Oct17 |
160829 |
304.10 |
306.20 |
303.40 |
303.70 |
-0.60 |
155 |
2,818 |
+68 |
Total Volume and Open Interest |
108,375 |
363,769 |
-650 |
Soybean Oil(CBOT) |
Sep16 |
160829 |
33.10 |
33.15 |
32.48 |
32.81 |
-0.14 |
25,237 |
32,523 |
-5,494 |
Oct16 |
160829 |
33.23 |
33.26 |
32.60 |
32.94 |
-0.12 |
23,109 |
46,689 |
+72 |
Dec16 |
160829 |
33.54 |
33.54 |
32.87 |
33.22 |
-0.13 |
65,063 |
203,262 |
+2,620 |
Jan17 |
160829 |
33.51 |
33.51 |
33.06 |
33.41 |
-0.13 |
10,191 |
40,151 |
-1,174 |
Mar17 |
160829 |
33.47 |
33.57 |
33.20 |
33.56 |
-0.11 |
9,205 |
35,133 |
+1,960 |
May17 |
160829 |
33.73 |
33.75 |
33.30 |
33.67 |
-0.10 |
5,568 |
22,652 |
-705 |
Jul17 |
160829 |
33.91 |
33.97 |
33.48 |
33.83 |
-0.11 |
2,669 |
9,823 |
+134 |
Aug17 |
160829 |
33.70 |
33.90 |
33.56 |
33.79 |
-0.10 |
287 |
3,294 |
-28 |
Sep17 |
160829 |
33.71 |
33.71 |
33.70 |
33.71 |
-0.10 |
205 |
2,787 |
+5 |
Oct17 |
160829 |
33.43 |
33.46 |
33.08 |
33.43 |
-0.11 |
275 |
1,964 |
+100 |
Total Volume and Open Interest |
143,144 |
405,695 |
-2,097 |
Canola(WCE) |
Nov16 |
160829 |
459.7 |
461.0 |
454.4 |
456.2 |
-3.5 |
15,850 |
127,450 |
+367 |
Jan17 |
160829 |
466.2 |
468.0 |
461.8 |
463.4 |
-3.6 |
3,247 |
25,159 |
+732 |
Mar17 |
160829 |
472.2 |
473.7 |
468.4 |
470.2 |
-3.5 |
754 |
8,213 |
+208 |
May17 |
160829 |
477.6 |
479.2 |
474.3 |
476.3 |
-2.7 |
463 |
5,195 |
+136 |
Jul17 |
160829 |
481.9 |
484.8 |
479.4 |
480.9 |
-2.5 |
465 |
7,721 |
+55 |
Total Volume and Open Interest |
21,196 |
178,442 |
+1,528 |
Corn(CBOT) |
Sep16 |
160829 |
316.25 |
318.75 |
310.75 |
311.75 |
-4.50 |
94,419 |
144,554 |
-18,701 |
Dec16 |
160829 |
325.00 |
327.25 |
320.00 |
320.75 |
-4.25 |
166,741 |
766,690 |
+5,202 |
Mar17 |
160829 |
334.75 |
336.75 |
330.00 |
331.00 |
-3.50 |
35,059 |
204,675 |
+2,248 |
May17 |
160829 |
341.75 |
343.75 |
337.50 |
338.25 |
-3.50 |
5,173 |
50,240 |
-656 |
Jul17 |
160829 |
349.50 |
351.00 |
345.00 |
345.50 |
-3.50 |
7,080 |
94,662 |
+1,565 |
Sep17 |
160829 |
356.50 |
357.50 |
352.25 |
353.00 |
-3.25 |
2,914 |
36,040 |
+605 |
Dec17 |
160829 |
366.50 |
369.50 |
362.75 |
363.75 |
-3.00 |
4,201 |
57,249 |
+296 |
Mar18 |
160829 |
377.25 |
378.75 |
373.50 |
374.00 |
-3.00 |
245 |
3,191 |
+159 |
May18 |
160829 |
384.50 |
386.75 |
379.75 |
379.75 |
-2.50 |
1 |
645 |
+0 |
Jul18 |
160829 |
386.75 |
387.50 |
381.50 |
383.00 |
-2.50 |
55 |
1,140 |
+1 |
Total Volume and Open Interest |
315,914 |
1,361,810 |
-9,282 |
Wheat(CBOT) |
Sep16 |
160829 |
383.50 |
384.00 |
369.50 |
370.50 |
-13.00 |
17,860 |
48,554 |
-6,488 |
Dec16 |
160829 |
407.50 |
407.75 |
395.25 |
397.00 |
-10.50 |
53,457 |
275,529 |
+5,369 |
Mar17 |
160829 |
432.25 |
432.25 |
419.50 |
421.00 |
-11.00 |
8,657 |
76,477 |
+365 |
May17 |
160829 |
447.00 |
447.00 |
434.50 |
435.75 |
-11.00 |
2,549 |
16,419 |
+52 |
Jul17 |
160829 |
455.25 |
455.25 |
444.50 |
444.75 |
-11.00 |
1,002 |
26,764 |
+21 |
Sep17 |
160829 |
470.75 |
470.75 |
461.25 |
461.25 |
-10.00 |
131 |
2,788 |
+14 |
Total Volume and Open Interest |
83,838 |
453,459 |
-662 |
Wheat(KCBT) |
Sep16 |
160829 |
389.75 |
390.00 |
373.50 |
374.25 |
-15.50 |
13,563 |
38,196 |
-6,502 |
Dec16 |
160829 |
416.25 |
416.75 |
401.50 |
402.25 |
-14.50 |
17,852 |
119,685 |
+4,453 |
Mar17 |
160829 |
432.75 |
432.75 |
418.00 |
418.75 |
-14.00 |
2,729 |
40,000 |
+444 |
May17 |
160829 |
443.25 |
443.25 |
429.00 |
429.50 |
-13.75 |
729 |
12,597 |
-55 |
Jul17 |
160829 |
453.25 |
453.25 |
439.25 |
439.75 |
-14.00 |
540 |
18,521 |
+118 |
Sep17 |
160829 |
469.50 |
469.50 |
455.75 |
456.00 |
-14.00 |
366 |
2,121 |
+194 |
Dec17 |
160829 |
484.75 |
484.75 |
480.00 |
480.00 |
-14.50 |
11 |
1,324 |
+4 |
Total Volume and Open Interest |
35,790 |
232,645 |
-1,344 |
Wheat(MGE) |
Sep16 |
160829 |
493.50 |
494.75 |
486.00 |
488.25 |
-4.25 |
3,100 |
5,690 |
-1,356 |
Dec16 |
160829 |
492.75 |
492.75 |
484.00 |
484.25 |
-8.50 |
4,767 |
27,164 |
+480 |
Mar17 |
160829 |
505.00 |
506.00 |
496.00 |
496.25 |
-8.75 |
1,195 |
13,624 |
+104 |
May17 |
160829 |
515.00 |
515.00 |
506.50 |
506.50 |
-8.25 |
947 |
5,520 |
+142 |
Jul17 |
160829 |
523.75 |
523.75 |
516.00 |
516.25 |
-8.00 |
221 |
2,772 |
-2 |
Sep17 |
160829 |
534.25 |
534.25 |
525.75 |
525.75 |
-9.00 |
532 |
2,535 |
+239 |
Total Volume and Open Interest |
10,787 |
58,265 |
-376 |
Oats(CBOT) |
Sep16 |
160829 |
170.50 |
170.50 |
159.25 |
162.00 |
-7.00 |
194 |
1,201 |
-76 |
Dec16 |
160829 |
185.50 |
185.50 |
176.25 |
179.00 |
-6.25 |
401 |
8,466 |
+57 |
Mar17 |
160829 |
197.00 |
197.00 |
190.00 |
193.00 |
-4.75 |
70 |
1,403 |
+21 |
May17 |
160829 |
192.25 |
196.75 |
191.75 |
196.75 |
-6.25 |
1 |
30 |
+0 |
Total Volume and Open Interest |
666 |
11,103 |
+2 |
Rough Rice(CBOT) |
Sep16 |
160829 |
9.74 |
9.85 |
9.47 |
9.47 |
-0.26 |
447 |
2,273 |
-303 |
Nov16 |
160829 |
9.93 |
10.02 |
9.70 |
9.70 |
-0.22 |
738 |
7,454 |
+206 |
Jan17 |
160829 |
10.05 |
10.15 |
9.97 |
9.97 |
-0.19 |
215 |
594 |
+58 |
Mar17 |
160829 |
10.20 |
10.20 |
10.20 |
10.20 |
-0.18 |
7 |
47 |
-1 |
Total Volume and Open Interest |
1,407 |
10,370 |
-40 |
Live Cattle(CME) |
Aug16 |
160829 |
109.950 |
110.850 |
109.800 |
110.750 |
+0.400 |
931 |
2,681 |
-558 |
Oct16 |
160829 |
105.400 |
106.430 |
105.000 |
105.080 |
-1.270 |
18,784 |
112,864 |
+1,448 |
Dec16 |
160829 |
107.200 |
108.135 |
106.785 |
107.035 |
-1.065 |
10,168 |
67,786 |
+1,362 |
Feb17 |
160829 |
107.480 |
108.300 |
107.050 |
107.350 |
-0.880 |
6,383 |
32,628 |
-116 |
Apr17 |
160829 |
106.750 |
107.350 |
106.135 |
106.600 |
-0.700 |
1,732 |
20,045 |
+377 |
Jun17 |
160829 |
100.400 |
100.980 |
99.930 |
100.200 |
-0.800 |
418 |
8,790 |
+119 |
Total Volume and Open Interest |
38,590 |
249,211 |
+2,679 |
Feeder Cattle(CME) |
Sep16 |
160829 |
139.450 |
139.850 |
138.285 |
139.150 |
-0.785 |
3,187 |
10,168 |
-476 |
Oct16 |
160829 |
135.450 |
135.800 |
133.900 |
135.380 |
-0.570 |
3,402 |
15,364 |
+212 |
Nov16 |
160829 |
132.450 |
132.700 |
130.750 |
132.235 |
-0.590 |
1,159 |
7,104 |
+206 |
Jan17 |
160829 |
128.250 |
128.685 |
126.950 |
128.035 |
-0.950 |
561 |
3,846 |
+68 |
Mar17 |
160829 |
127.385 |
127.400 |
125.800 |
126.580 |
-1.350 |
356 |
2,036 |
+100 |
Apr17 |
160829 |
126.830 |
127.200 |
125.930 |
126.450 |
-1.480 |
122 |
463 |
-7 |
May17 |
160829 |
127.200 |
127.200 |
125.600 |
125.900 |
-1.050 |
48 |
235 |
+4 |
Total Volume and Open Interest |
8,835 |
39,216 |
-2,840 |
Lean Hogs(CME) |
Oct16 |
160829 |
61.430 |
61.950 |
60.830 |
61.380 |
+0.050 |
14,870 |
91,130 |
+288 |
Dec16 |
160829 |
56.300 |
57.200 |
55.985 |
56.330 |
-0.300 |
6,675 |
60,869 |
+559 |
Feb17 |
160829 |
61.000 |
61.430 |
60.450 |
60.600 |
-0.350 |
2,094 |
27,463 |
-17 |
Apr17 |
160829 |
65.580 |
66.300 |
65.200 |
65.350 |
-0.625 |
720 |
20,850 |
-63 |
May17 |
160829 |
71.800 |
71.800 |
71.800 |
71.800 |
-0.030 |
4 |
337 |
+2 |
Jun17 |
160829 |
75.850 |
76.150 |
75.080 |
75.200 |
-0.600 |
481 |
4,389 |
+221 |
Jul17 |
160829 |
75.250 |
75.300 |
74.635 |
74.800 |
-0.200 |
32 |
646 |
-18 |
Aug17 |
160829 |
73.980 |
74.285 |
73.580 |
73.580 |
-0.420 |
18 |
343 |
-10 |
Total Volume and Open Interest |
24,897 |
206,268 |
+963 |
Class III Milk(CME) |
Aug16 |
160829 |
16.92 |
16.93 |
16.92 |
16.92 |
+0.01 |
94 |
4,642 |
-26 |
Sep16 |
160829 |
16.54 |
16.57 |
16.41 |
16.55 |
-0.05 |
509 |
5,790 |
+52 |
Oct16 |
160829 |
16.51 |
16.62 |
16.37 |
16.52 |
-0.05 |
395 |
4,944 |
-26 |
Nov16 |
160829 |
16.26 |
16.30 |
16.15 |
16.28 |
+0.04 |
276 |
3,889 |
+26 |
Dec16 |
160829 |
15.94 |
16.00 |
15.84 |
15.97 |
+0.03 |
86 |
3,216 |
+34 |
Jan17 |
160829 |
15.80 |
15.85 |
15.75 |
15.77 |
-0.01 |
65 |
1,655 |
+36 |
Feb17 |
160829 |
15.92 |
15.96 |
15.86 |
15.90 |
unch |
148 |
1,591 |
+99 |
Mar17 |
160829 |
16.04 |
16.05 |
16.00 |
16.01 |
-0.01 |
127 |
1,447 |
+108 |
Apr17 |
160829 |
16.15 |
16.21 |
16.13 |
16.14 |
-0.06 |
105 |
1,227 |
+92 |
May17 |
160829 |
16.33 |
16.33 |
16.30 |
16.33 |
-0.03 |
138 |
1,182 |
+123 |
Jun17 |
160829 |
16.52 |
16.56 |
16.51 |
16.54 |
-0.03 |
103 |
1,064 |
+78 |
Jul17 |
160829 |
16.85 |
16.85 |
16.75 |
16.75 |
-0.10 |
53 |
566 |
+47 |
Aug17 |
160829 |
16.90 |
16.90 |
16.86 |
16.87 |
-0.03 |
59 |
500 |
+47 |
Total Volume and Open Interest |
2,293 |
33,297 |
+819 |
Cocoa(ICE) |
Sep16 |
160829 |
2958 |
2958 |
2930 |
2945 |
-67 |
42 |
464 |
-793 |
Dec16 |
160829 |
3009 |
3009 |
2917 |
2925 |
-90 |
16,606 |
103,523 |
-124 |
Mar17 |
160829 |
2980 |
2980 |
2898 |
2902 |
-88 |
8,264 |
64,445 |
+351 |
May17 |
160829 |
2972 |
2972 |
2893 |
2895 |
-88 |
1,909 |
14,739 |
-204 |
Jul17 |
160829 |
2963 |
2963 |
2887 |
2888 |
-87 |
412 |
4,561 |
+238 |
Sep17 |
160829 |
2937 |
2937 |
2880 |
2880 |
-87 |
6 |
4,295 |
+0 |
Dec17 |
160829 |
2925 |
2925 |
2868 |
2868 |
-86 |
1 |
1,161 |
+1 |
Total Volume and Open Interest |
27,242 |
197,075 |
-530 |
Coffee "C"(ICE) |
Sep16 |
160829 |
144.80 |
145.80 |
143.90 |
144.00 |
+0.10 |
71 |
229 |
-110 |
Dec16 |
160829 |
144.55 |
147.25 |
144.05 |
145.10 |
+0.25 |
11,736 |
97,502 |
-43 |
Mar17 |
160829 |
147.90 |
150.30 |
147.25 |
148.25 |
+0.25 |
1,939 |
35,621 |
+230 |
May17 |
160829 |
149.55 |
152.20 |
149.20 |
150.15 |
+0.25 |
674 |
16,545 |
+89 |
Jul17 |
160829 |
151.20 |
153.85 |
150.80 |
151.75 |
+0.20 |
248 |
3,771 |
+0 |
Sep17 |
160829 |
152.80 |
155.00 |
152.60 |
153.25 |
+0.20 |
28 |
3,062 |
+2 |
Total Volume and Open Interest |
14,716 |
163,594 |
+168 |
Orange Juice(ICE) |
Sep16 |
160829 |
187.30 |
193.15 |
187.30 |
191.95 |
+5.45 |
303 |
1,898 |
-323 |
Nov16 |
160829 |
186.25 |
190.60 |
185.70 |
189.10 |
+3.45 |
954 |
11,839 |
+179 |
Jan17 |
160829 |
186.00 |
188.85 |
186.00 |
187.40 |
+2.10 |
81 |
1,547 |
+64 |
Mar17 |
160829 |
186.20 |
186.20 |
184.80 |
184.80 |
+0.60 |
0 |
302 |
+0 |
May17 |
160829 |
184.60 |
184.60 |
181.80 |
181.80 |
-0.85 |
0 |
43 |
+0 |
Jul17 |
160829 |
180.60 |
180.60 |
180.60 |
180.60 |
-0.85 |
|
|
|
Total Volume and Open Interest |
1,338 |
15,631 |
-80 |
Sugar #11(ICE) |
Oct16 |
160829 |
20.62 |
20.82 |
20.34 |
20.67 |
+0.06 |
56,248 |
420,671 |
-3,565 |
Mar17 |
160829 |
21.09 |
21.30 |
20.82 |
21.15 |
+0.06 |
25,435 |
273,084 |
+970 |
May17 |
160829 |
20.45 |
20.64 |
20.21 |
20.54 |
+0.05 |
6,671 |
83,105 |
+765 |
Jul17 |
160829 |
19.78 |
19.97 |
19.58 |
19.90 |
+0.04 |
3,035 |
53,937 |
+319 |
Oct17 |
160829 |
19.43 |
19.63 |
19.35 |
19.55 |
+0.02 |
2,164 |
36,482 |
+557 |
Mar18 |
160829 |
19.19 |
19.38 |
19.15 |
19.30 |
-0.02 |
781 |
17,618 |
+189 |
May18 |
160829 |
18.64 |
18.71 |
18.64 |
18.65 |
-0.03 |
124 |
5,500 |
+70 |
Jul18 |
160829 |
18.16 |
18.21 |
18.15 |
18.15 |
-0.06 |
57 |
4,870 |
+10 |
Total Volume and Open Interest |
94,566 |
901,461 |
-662 |
London Cocoa(LCE) |
Sep16 |
160826 |
2425 |
2443 |
2408 |
2429 |
+3 |
3,512 |
75,768 |
-1,418 |
Dec16 |
160826 |
2378 |
2389 |
2355 |
2372 |
-6 |
12,118 |
87,420 |
-1,286 |
Mar17 |
160826 |
2329 |
2341 |
2305 |
2322 |
-8 |
5,344 |
59,386 |
-132 |
May17 |
160826 |
2315 |
2325 |
2291 |
2308 |
-9 |
2,029 |
28,772 |
+190 |
Jul17 |
160826 |
2309 |
2319 |
2287 |
2302 |
-9 |
916 |
4,656 |
-5 |
Sep17 |
160826 |
2303 |
2309 |
2279 |
2293 |
-9 |
442 |
6,268 |
+28 |
Dec17 |
160826 |
2280 |
2282 |
2280 |
2282 |
-8 |
51 |
1,428 |
+10 |
Total Volume and Open Interest |
24,412 |
263,699 |
-2,613 |
London Sugar(LCE) |
Oct16 |
160826 |
541.10 |
541.90 |
533.50 |
540.20 |
+1.50 |
6,692 |
32,985 |
-1,719 |
Dec16 |
160826 |
548.80 |
550.20 |
542.80 |
549.10 |
+2.40 |
3,436 |
21,120 |
-90 |
Mar17 |
160826 |
552.60 |
554.10 |
547.10 |
553.70 |
+2.90 |
960 |
18,190 |
-77 |
May17 |
160826 |
544.20 |
546.50 |
541.70 |
546.40 |
+3.40 |
285 |
9,924 |
+152 |
Aug17 |
160826 |
535.00 |
536.00 |
531.80 |
536.00 |
+2.90 |
159 |
4,793 |
+104 |
Total Volume and Open Interest |
11,595 |
91,329 |
-1,610 |
Cotton(ICE) |
Oct16 |
160829 |
67.00 |
67.09 |
66.46 |
66.69 |
-1.02 |
5 |
176 |
+0 |
Dec16 |
160829 |
68.02 |
68.14 |
66.60 |
66.95 |
-1.08 |
14,173 |
154,325 |
-2,362 |
Mar17 |
160829 |
68.39 |
68.43 |
67.10 |
67.43 |
-0.93 |
2,588 |
47,962 |
-3 |
May17 |
160829 |
68.56 |
68.57 |
67.37 |
67.65 |
-0.87 |
1,059 |
6,282 |
+324 |
Jul17 |
160829 |
68.57 |
68.57 |
67.50 |
67.68 |
-0.89 |
451 |
5,979 |
+78 |
Oct17 |
160829 |
67.36 |
67.36 |
67.36 |
67.36 |
-0.80 |
|
|
|
Total Volume and Open Interest |
18,594 |
226,180 |
-1,733 |
Lumber(CME) |
Sep16 |
160829 |
316.9 |
317.0 |
312.5 |
312.7 |
-4.2 |
626 |
1,666 |
-269 |
Nov16 |
160829 |
329.4 |
330.0 |
321.7 |
322.7 |
-7.0 |
511 |
3,285 |
+269 |
Jan17 |
160829 |
336.8 |
336.8 |
330.2 |
332.1 |
-7.6 |
20 |
197 |
+13 |
Mar17 |
160829 |
342.5 |
342.5 |
337.0 |
339.0 |
-6.8 |
0 |
69 |
+0 |
Total Volume and Open Interest |
1,157 |
5,240 |
+13 |
Crude Oil(NYM) |
Oct16 |
160829 |
47.22 |
47.28 |
46.62 |
46.98 |
-0.66 |
458,816 |
436,967 |
+5,581 |
Nov16 |
160829 |
47.89 |
47.95 |
47.29 |
47.65 |
-0.68 |
87,431 |
242,225 |
+1,822 |
Dec16 |
160829 |
48.60 |
48.61 |
47.94 |
48.29 |
-0.69 |
65,697 |
271,809 |
+2,638 |
Jan17 |
160829 |
49.16 |
49.26 |
48.61 |
48.93 |
-0.70 |
24,390 |
119,848 |
-1,748 |
Feb17 |
160829 |
49.74 |
49.75 |
49.19 |
49.51 |
-0.69 |
15,784 |
50,762 |
+548 |
Mar17 |
160829 |
50.18 |
50.23 |
49.69 |
49.99 |
-0.68 |
13,273 |
95,709 |
+193 |
Apr17 |
160829 |
50.26 |
50.53 |
50.12 |
50.38 |
-0.68 |
7,317 |
33,015 |
+1,312 |
May17 |
160829 |
50.89 |
50.93 |
50.48 |
50.69 |
-0.67 |
4,767 |
25,937 |
+576 |
Jun17 |
160829 |
51.09 |
51.24 |
50.66 |
50.93 |
-0.66 |
15,743 |
95,776 |
+2,119 |
Jul17 |
160829 |
51.30 |
51.34 |
50.95 |
51.13 |
-0.66 |
3,143 |
22,108 |
+1,164 |
Aug17 |
160829 |
51.50 |
51.50 |
51.12 |
51.31 |
-0.66 |
1,552 |
16,337 |
+62 |
Sep17 |
160829 |
51.39 |
51.49 |
51.26 |
51.49 |
-0.66 |
2,954 |
38,025 |
+214 |
Oct17 |
160829 |
51.68 |
51.68 |
51.68 |
51.68 |
-0.65 |
1,338 |
14,172 |
+194 |
Nov17 |
160829 |
51.89 |
51.89 |
51.89 |
51.89 |
-0.65 |
800 |
13,734 |
+519 |
Dec17 |
160829 |
52.30 |
52.47 |
51.88 |
52.12 |
-0.65 |
21,664 |
151,399 |
+1,366 |
Jan18 |
160829 |
52.28 |
52.28 |
52.28 |
52.28 |
-0.65 |
756 |
14,358 |
+475 |
Total Volume and Open Interest |
730,800 |
1,769,986 |
+16,174 |
e-miNY Crude Oil(NYM) |
Oct16 |
160829 |
46.975 |
47.300 |
46.625 |
46.975 |
-0.675 |
9,991 |
1,994 |
-58 |
Nov16 |
160829 |
47.800 |
47.925 |
47.325 |
47.650 |
-0.675 |
307 |
316 |
-4 |
Dec16 |
160829 |
48.500 |
48.600 |
48.000 |
48.300 |
-0.675 |
43 |
374 |
+1 |
Jan17 |
160829 |
48.925 |
49.100 |
48.700 |
48.925 |
-0.700 |
6 |
48 |
+3 |
Feb17 |
160829 |
49.475 |
49.650 |
49.275 |
49.500 |
-0.700 |
0 |
97 |
+0 |
Mar17 |
160829 |
49.800 |
50.125 |
49.775 |
50.000 |
-0.675 |
2 |
122 |
-2 |
Apr17 |
160829 |
50.375 |
50.375 |
50.375 |
50.375 |
-0.675 |
2 |
93 |
-2 |
May17 |
160829 |
50.700 |
50.700 |
50.700 |
50.700 |
-0.650 |
1 |
92 |
+1 |
Jun17 |
160829 |
50.925 |
50.925 |
50.725 |
50.925 |
-0.675 |
1 |
25 |
+1 |
Jul17 |
160829 |
51.125 |
51.125 |
51.125 |
51.125 |
-0.675 |
0 |
78 |
+0 |
Total Volume and Open Interest |
10,362 |
3,503 |
-61 |
NY Harbor ULSD(NYM) |
Sep16 |
160829 |
149.39 |
149.60 |
147.25 |
148.62 |
-1.10 |
24,789 |
25,588 |
-6,875 |
Oct16 |
160829 |
150.79 |
151.12 |
148.59 |
150.07 |
-1.04 |
50,129 |
82,140 |
-272 |
Nov16 |
160829 |
152.36 |
152.72 |
150.24 |
151.65 |
-1.04 |
20,565 |
73,407 |
+831 |
Dec16 |
160829 |
153.92 |
153.98 |
151.74 |
153.05 |
-1.07 |
17,913 |
63,849 |
-1,109 |
Jan17 |
160829 |
155.30 |
155.61 |
153.50 |
154.70 |
-1.10 |
5,651 |
38,255 |
-92 |
Feb17 |
160829 |
156.51 |
156.53 |
154.67 |
155.80 |
-1.06 |
3,405 |
15,427 |
+1,093 |
Mar17 |
160829 |
155.50 |
156.63 |
155.04 |
156.18 |
-1.02 |
1,806 |
18,980 |
-21 |
Apr17 |
160829 |
155.29 |
156.26 |
155.12 |
155.86 |
-0.97 |
854 |
8,789 |
-79 |
May17 |
160829 |
155.50 |
156.08 |
155.05 |
156.07 |
-0.92 |
577 |
6,949 |
+238 |
Jun17 |
160829 |
157.10 |
157.13 |
155.34 |
156.42 |
-0.90 |
1,172 |
23,935 |
-42 |
Jul17 |
160829 |
156.20 |
157.50 |
156.20 |
157.19 |
-0.89 |
173 |
2,714 |
+6 |
Aug17 |
160829 |
157.54 |
158.50 |
157.13 |
158.13 |
-0.86 |
100 |
1,647 |
+41 |
Sep17 |
160829 |
159.25 |
159.25 |
159.24 |
159.24 |
-0.83 |
146 |
2,347 |
-19 |
Oct17 |
160829 |
160.36 |
160.36 |
160.36 |
160.36 |
-0.81 |
156 |
1,817 |
+34 |
Total Volume and Open Interest |
128,111 |
396,549 |
-6,165 |
RBOB Gasoline(NYM) |
Sep16 |
160829 |
150.43 |
150.55 |
146.36 |
146.69 |
-4.59 |
34,618 |
28,225 |
-5,195 |
Oct16 |
160829 |
141.95 |
142.05 |
138.80 |
139.58 |
-3.26 |
63,618 |
128,166 |
+1,278 |
Nov16 |
160829 |
139.81 |
140.09 |
137.47 |
138.24 |
-2.68 |
24,195 |
70,257 |
-847 |
Dec16 |
160829 |
138.83 |
138.83 |
136.50 |
137.18 |
-2.45 |
22,491 |
55,881 |
-832 |
Jan17 |
160829 |
138.01 |
138.38 |
136.95 |
137.52 |
-2.34 |
7,782 |
25,732 |
-180 |
Feb17 |
160829 |
139.73 |
139.73 |
138.22 |
138.78 |
-2.33 |
3,341 |
8,377 |
-213 |
Mar17 |
160829 |
141.95 |
141.95 |
140.54 |
141.05 |
-2.24 |
2,984 |
21,869 |
+232 |
Apr17 |
160829 |
159.25 |
159.32 |
158.30 |
158.94 |
-2.26 |
1,571 |
17,499 |
+146 |
May17 |
160829 |
159.93 |
159.93 |
159.79 |
159.93 |
-2.17 |
309 |
6,467 |
+9 |
Jun17 |
160829 |
159.91 |
160.36 |
159.08 |
159.78 |
-2.14 |
1,101 |
11,330 |
-243 |
Total Volume and Open Interest |
164,055 |
402,680 |
-5,819 |
e-miNY RBOB Gasoline(NYM) |
Sep16 |
160829 |
146.69 |
146.69 |
146.69 |
146.69 |
-4.59 |
0 |
1 |
+0 |
Oct16 |
160829 |
139.58 |
139.58 |
139.58 |
139.58 |
-3.26 |
|
|
|
Nov16 |
160829 |
138.24 |
138.24 |
138.24 |
138.24 |
-2.68 |
|
|
|
Dec16 |
160829 |
137.18 |
137.18 |
137.18 |
137.18 |
-2.45 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Sep16 |
160829 |
2.847 |
2.896 |
2.827 |
2.853 |
-0.018 |
68,929 |
17,812 |
-5,631 |
Oct16 |
160829 |
2.889 |
2.932 |
2.864 |
2.896 |
-0.017 |
139,901 |
242,252 |
+3,486 |
Nov16 |
160829 |
3.005 |
3.050 |
2.981 |
3.011 |
-0.019 |
38,541 |
188,051 |
-92 |
Dec16 |
160829 |
3.204 |
3.252 |
3.190 |
3.214 |
-0.014 |
20,533 |
76,787 |
-1,373 |
Jan17 |
160829 |
3.316 |
3.367 |
3.306 |
3.327 |
-0.017 |
28,738 |
125,087 |
-2,055 |
Feb17 |
160829 |
3.315 |
3.362 |
3.307 |
3.326 |
-0.016 |
12,091 |
33,020 |
-968 |
Mar17 |
160829 |
3.276 |
3.317 |
3.261 |
3.282 |
-0.014 |
20,357 |
88,330 |
-784 |
Apr17 |
160829 |
3.000 |
3.046 |
3.000 |
3.024 |
+0.009 |
17,196 |
69,259 |
+2,667 |
May17 |
160829 |
3.000 |
3.010 |
2.976 |
2.992 |
+0.010 |
8,820 |
25,047 |
+1,186 |
Jun17 |
160829 |
3.002 |
3.041 |
3.002 |
3.019 |
+0.011 |
4,765 |
23,596 |
-456 |
Jul17 |
160829 |
3.030 |
3.059 |
3.030 |
3.047 |
+0.011 |
2,402 |
16,093 |
+612 |
Aug17 |
160829 |
3.047 |
3.068 |
3.039 |
3.056 |
+0.012 |
2,076 |
14,139 |
-314 |
Sep17 |
160829 |
3.044 |
3.060 |
3.025 |
3.040 |
+0.012 |
2,253 |
16,523 |
+300 |
Oct17 |
160829 |
3.042 |
3.081 |
3.042 |
3.063 |
+0.012 |
6,765 |
30,133 |
+1,615 |
Nov17 |
160829 |
3.110 |
3.130 |
3.099 |
3.115 |
+0.012 |
3,643 |
13,421 |
+328 |
Dec17 |
160829 |
3.253 |
3.265 |
3.234 |
3.246 |
+0.011 |
2,823 |
17,049 |
+989 |
Total Volume and Open Interest |
384,687 |
1,054,145 |
-92 |
Brent Crude Oil(ICE) |
Oct16 |
160829 |
49.54 |
49.60 |
48.97 |
49.26 |
-0.66 |
217,126 |
127,274 |
-39,092 |
Nov16 |
160829 |
49.77 |
49.83 |
49.15 |
49.45 |
-0.70 |
192,513 |
514,280 |
-3,654 |
Dec16 |
160829 |
50.15 |
50.20 |
49.51 |
49.83 |
-0.70 |
118,292 |
405,327 |
-4,922 |
Jan17 |
160829 |
50.52 |
50.56 |
49.91 |
50.22 |
-0.69 |
46,731 |
137,079 |
-2,183 |
Feb17 |
160829 |
50.85 |
50.93 |
50.31 |
50.62 |
-0.68 |
25,311 |
93,382 |
-1,851 |
Mar17 |
160829 |
51.28 |
51.35 |
50.71 |
51.03 |
-0.67 |
23,405 |
128,718 |
+2,374 |
Apr17 |
160829 |
51.63 |
51.69 |
51.09 |
51.39 |
-0.66 |
7,593 |
41,581 |
+676 |
May17 |
160829 |
51.92 |
51.92 |
51.39 |
51.71 |
-0.64 |
5,868 |
41,759 |
+1,031 |
Jun17 |
160829 |
52.17 |
52.26 |
51.61 |
51.97 |
-0.63 |
19,947 |
119,311 |
+668 |
Jul17 |
160829 |
52.23 |
52.23 |
52.23 |
52.23 |
-0.63 |
728 |
22,306 |
-98 |
Aug17 |
160829 |
52.48 |
52.48 |
52.48 |
52.48 |
-0.63 |
538 |
18,787 |
+131 |
Sep17 |
160829 |
52.71 |
52.71 |
52.71 |
52.71 |
-0.63 |
2,405 |
47,863 |
+244 |
Oct17 |
160829 |
52.94 |
52.94 |
52.94 |
52.94 |
-0.63 |
341 |
19,350 |
+54 |
Nov17 |
160829 |
53.14 |
53.14 |
53.14 |
53.14 |
-0.62 |
110 |
16,309 |
-6 |
Total Volume and Open Interest |
691,044 |
2,236,448 |
-45,297 |
Gas Oil(ICE) |
Sep16 |
160829 |
433.50 |
435.25 |
428.25 |
430.75 |
-7.00 |
53,494 |
102,262 |
-2,636 |
Oct16 |
160829 |
437.75 |
440.50 |
433.00 |
435.75 |
-7.00 |
77,937 |
140,217 |
+3,769 |
Nov16 |
160829 |
443.00 |
443.50 |
436.25 |
439.00 |
-6.75 |
24,682 |
67,858 |
+1,655 |
Dec16 |
160829 |
446.25 |
446.25 |
439.25 |
441.75 |
-6.75 |
25,996 |
136,090 |
+247 |
Jan17 |
160829 |
450.25 |
450.25 |
443.25 |
445.75 |
-6.75 |
6,041 |
44,497 |
+1,068 |
Feb17 |
160829 |
452.75 |
453.75 |
447.50 |
449.75 |
-6.50 |
2,703 |
29,216 |
+366 |
Mar17 |
160829 |
455.75 |
456.50 |
451.50 |
452.75 |
-6.50 |
2,522 |
31,905 |
-35 |
Apr17 |
160829 |
457.50 |
457.50 |
453.75 |
455.50 |
-6.25 |
1,876 |
16,255 |
-439 |
May17 |
160829 |
459.50 |
461.00 |
456.75 |
458.00 |
-6.00 |
1,403 |
14,407 |
+53 |
Jun17 |
160829 |
461.75 |
462.25 |
458.50 |
460.25 |
-6.00 |
3,793 |
45,372 |
+33 |
Total Volume and Open Interest |
206,431 |
796,604 |
+4,863 |
Ethanol(CBOT) |
Sep16 |
160829 |
1.437 |
1.461 |
1.437 |
1.440 |
-0.002 |
63 |
289 |
-16 |
Oct16 |
160829 |
1.426 |
1.434 |
1.419 |
1.422 |
-0.005 |
162 |
1,746 |
+38 |
Nov16 |
160829 |
1.400 |
1.406 |
1.390 |
1.396 |
-0.007 |
16 |
626 |
+0 |
Dec16 |
160829 |
1.365 |
1.366 |
1.364 |
1.364 |
-0.007 |
0 |
1,156 |
+0 |
Jan17 |
160829 |
1.349 |
1.349 |
1.349 |
1.349 |
-0.007 |
18 |
215 |
+18 |
Feb17 |
160829 |
1.353 |
1.353 |
1.353 |
1.353 |
-0.007 |
0 |
163 |
+0 |
Mar17 |
160829 |
1.367 |
1.367 |
1.367 |
1.367 |
-0.007 |
0 |
7 |
+0 |
Apr17 |
160829 |
1.384 |
1.384 |
1.384 |
1.384 |
-0.007 |
0 |
7 |
+0 |
Total Volume and Open Interest |
259 |
4,215 |
+40 |
WTI Crude Oil(ICE) |
Oct16 |
160829 |
47.20 |
47.25 |
46.63 |
46.98 |
-0.66 |
42,164 |
74,455 |
-1,352 |
Nov16 |
160829 |
47.89 |
47.90 |
47.29 |
47.65 |
-0.68 |
32,329 |
72,531 |
+3,009 |
Dec16 |
160829 |
48.41 |
48.53 |
47.97 |
48.29 |
-0.69 |
26,295 |
104,184 |
-1,847 |
Jan17 |
160829 |
49.20 |
49.20 |
48.68 |
48.93 |
-0.70 |
8,866 |
30,552 |
-306 |
Feb17 |
160829 |
49.58 |
49.62 |
49.27 |
49.51 |
-0.69 |
7,076 |
23,385 |
-1,300 |
Mar17 |
160829 |
50.06 |
50.06 |
49.80 |
49.99 |
-0.68 |
4,843 |
29,823 |
-677 |
Apr17 |
160829 |
50.26 |
50.52 |
50.15 |
50.38 |
-0.68 |
1,754 |
6,322 |
+285 |
May17 |
160829 |
50.70 |
50.71 |
50.69 |
50.69 |
-0.67 |
798 |
5,824 |
+181 |
Jun17 |
160829 |
50.85 |
50.94 |
50.79 |
50.93 |
-0.66 |
2,819 |
34,726 |
+1,518 |
Jul17 |
160829 |
51.13 |
51.13 |
51.13 |
51.13 |
-0.66 |
221 |
3,825 |
+52 |
Aug17 |
160829 |
51.31 |
51.31 |
51.31 |
51.31 |
-0.66 |
396 |
918 |
+157 |
Sep17 |
160829 |
51.49 |
51.49 |
51.49 |
51.49 |
-0.66 |
291 |
9,778 |
-3 |
Oct17 |
160829 |
51.68 |
51.68 |
51.68 |
51.68 |
-0.65 |
138 |
1,256 |
+62 |
Nov17 |
160829 |
51.89 |
51.89 |
51.89 |
51.89 |
-0.65 |
5 |
1,102 |
+0 |
Dec17 |
160829 |
52.13 |
52.13 |
51.93 |
52.12 |
-0.65 |
4,741 |
66,179 |
+411 |
Jan18 |
160829 |
52.28 |
52.28 |
52.28 |
52.28 |
-0.65 |
0 |
455 |
+0 |
Total Volume and Open Interest |
133,572 |
511,772 |
+335 |
US Dollar Index(ICE) |
Sep16 |
160829 |
95.550 |
95.805 |
95.445 |
95.543 |
unch |
7,782 |
47,907 |
-31 |
Dec16 |
160829 |
95.535 |
95.765 |
95.395 |
95.503 |
unch |
405 |
9,042 |
+61 |
Mar17 |
160829 |
95.460 |
95.725 |
95.380 |
95.473 |
+0.005 |
38 |
2,083 |
+25 |
Total Volume and Open Interest |
8,241 |
59,204 |
+61 |
Australian Dollar(CME) |
Sep16 |
160829 |
75.51 |
75.78 |
75.20 |
75.72 |
+0.23 |
60,465 |
110,619 |
-1,008 |
Dec16 |
160829 |
75.30 |
75.61 |
75.05 |
75.56 |
+0.24 |
108 |
2,707 |
-1 |
Mar17 |
160829 |
75.42 |
75.42 |
75.02 |
75.42 |
+0.23 |
1 |
12 |
+1 |
Total Volume and Open Interest |
60,574 |
113,338 |
-1,008 |
British Pound(CME) |
Sep16 |
160829 |
131.21 |
131.45 |
130.65 |
131.13 |
-0.18 |
56,190 |
235,214 |
-1,364 |
Dec16 |
160829 |
131.50 |
131.68 |
130.90 |
131.38 |
-0.19 |
2,075 |
9,797 |
+1,571 |
Mar17 |
160829 |
131.65 |
131.65 |
131.23 |
131.65 |
-0.19 |
15 |
624 |
-9 |
Total Volume and Open Interest |
58,280 |
246,119 |
+198 |
Canadian Dollar(CME) |
Sep16 |
160829 |
76.91 |
76.95 |
76.65 |
76.82 |
-0.06 |
37,049 |
126,459 |
+277 |
Dec16 |
160829 |
76.90 |
76.97 |
76.69 |
76.85 |
-0.06 |
354 |
4,722 |
-48 |
Mar17 |
160829 |
76.88 |
76.98 |
76.77 |
76.89 |
-0.06 |
0 |
445 |
+0 |
Jun17 |
160829 |
76.94 |
76.94 |
76.84 |
76.94 |
-0.07 |
0 |
192 |
+0 |
Total Volume and Open Interest |
37,403 |
131,898 |
+229 |
Japanese Yen(CME) |
Sep16 |
160829 |
98.16 |
98.26 |
97.72 |
98.13 |
-0.10 |
57,541 |
162,002 |
+1,510 |
Dec16 |
160829 |
98.57 |
98.65 |
98.14 |
98.54 |
-0.09 |
577 |
3,318 |
-45 |
Mar17 |
160829 |
98.60 |
98.96 |
98.60 |
98.96 |
-0.10 |
1 |
264 |
+1 |
Total Volume and Open Interest |
58,119 |
165,702 |
+1,466 |
Swiss Franc(CME) |
Sep16 |
160829 |
102.30 |
102.51 |
102.09 |
102.33 |
+0.07 |
16,650 |
39,492 |
-82 |
Dec16 |
160829 |
102.90 |
103.07 |
102.66 |
102.89 |
+0.07 |
13 |
244 |
+0 |
Mar17 |
160829 |
103.44 |
103.44 |
103.44 |
103.44 |
+0.07 |
|
|
|
Total Volume and Open Interest |
16,663 |
39,753 |
-82 |
EuroFX(CME) |
Sep16 |
160829 |
111.97 |
112.17 |
111.67 |
111.96 |
-0.01 |
103,635 |
351,007 |
+704 |
Dec16 |
160829 |
112.49 |
112.61 |
112.13 |
112.40 |
-0.01 |
1,272 |
9,562 |
+408 |
Mar17 |
160829 |
112.68 |
113.05 |
112.62 |
112.87 |
-0.01 |
22 |
1,346 |
+7 |
Total Volume and Open Interest |
104,929 |
362,643 |
+1,119 |
Mexican Peso(CME) |
Sep16 |
160829 |
537.50 |
538.63 |
535.00 |
536.38 |
-0.13 |
34,461 |
81,561 |
-2,012 |
Oct16 |
160829 |
535.00 |
535.00 |
535.00 |
535.00 |
-0.13 |
|
|
|
Total Volume and Open Interest |
34,727 |
113,653 |
-1,942 |
Brazilian Real(CME) |
Sep16 |
160829 |
306.35 |
309.20 |
303.00 |
308.65 |
+3.65 |
920 |
23,963 |
-582 |
Oct16 |
160829 |
302.50 |
306.40 |
300.40 |
305.85 |
+3.55 |
495 |
834 |
+400 |
Nov16 |
160829 |
300.00 |
303.30 |
299.85 |
303.30 |
+3.40 |
|
|
|
Dec16 |
160829 |
296.90 |
300.55 |
296.85 |
300.55 |
+3.65 |
8 |
157 |
+4 |
Total Volume and Open Interest |
1,423 |
24,954 |
-178 |
30-Year T-Bonds(CBOT) |
Sep16 |
160829 |
170~110 |
172~050 |
170~070 |
172~030 |
+1~250 |
438,302 |
344,722 |
-162,028 |
Dec16 |
160829 |
168~290 |
170~230 |
168~240 |
170~210 |
+1~260 |
248,404 |
249,312 |
+162,676 |
Mar17 |
160829 |
169~170 |
169~170 |
169~170 |
169~170 |
+1~260 |
|
|
|
Total Volume and Open Interest |
686,706 |
594,034 |
+648 |
10-Year T-Notes(CBOT) |
Sep16 |
160829 |
131~120 |
132~000 |
131~095 |
131~305 |
+0~185 |
2,063,603 |
1,693,509 |
-622,277 |
Dec16 |
160829 |
130~130 |
131~010 |
130~105 |
130~315 |
+0~185 |
1,283,739 |
1,307,066 |
+686,996 |
Mar17 |
160829 |
130~055 |
130~055 |
130~055 |
130~055 |
+0~185 |
|
|
|
Total Volume and Open Interest |
3,347,342 |
3,000,575 |
+64,719 |
5-Year T-Notes(CBOT) |
Sep16 |
160829 |
120~302 |
121~090 |
120~290 |
121~082 |
+0~104 |
2,131,553 |
1,518,913 |
-738,667 |
Dec16 |
160829 |
120~296 |
121~086 |
120~284 |
121~080 |
+0~106 |
1,683,369 |
1,710,445 |
+949,843 |
Mar17 |
160829 |
120~302 |
120~302 |
120~302 |
120~302 |
+0~106 |
|
|
|
Total Volume and Open Interest |
3,814,922 |
3,229,358 |
+211,176 |
2 Year T-Notes(CBOT) |
Sep16 |
160829 |
109~044 |
109~072 |
109~042 |
109~072 |
+0~026 |
680,234 |
734,628 |
-155,873 |
Dec16 |
160829 |
109~014 |
109~042 |
109~010 |
109~042 |
+0~030 |
488,606 |
530,971 |
+257,310 |
Mar17 |
160829 |
109~036 |
109~036 |
109~036 |
109~036 |
+0~030 |
|
|
|
Total Volume and Open Interest |
1,168,840 |
1,265,599 |
+101,437 |
Eurodollars(CME) |
Sep16 |
160829 |
99.095 |
99.118 |
99.092 |
99.118 |
+0.022 |
165,727 |
1,126,565 |
-15,980 |
Dec16 |
160829 |
99.030 |
99.060 |
99.020 |
99.055 |
+0.025 |
205,731 |
1,498,856 |
-13,045 |
Mar17 |
160829 |
98.980 |
99.015 |
98.975 |
99.015 |
+0.030 |
172,300 |
1,106,585 |
-1,833 |
Jun17 |
160829 |
98.935 |
98.970 |
98.925 |
98.970 |
+0.035 |
124,610 |
980,729 |
+4,803 |
Sep17 |
160829 |
98.890 |
98.930 |
98.885 |
98.925 |
+0.035 |
145,971 |
890,654 |
+2,859 |
Dec17 |
160829 |
98.840 |
98.885 |
98.830 |
98.880 |
+0.040 |
177,671 |
1,342,161 |
+11,658 |
Mar18 |
160829 |
98.810 |
98.860 |
98.805 |
98.860 |
+0.045 |
125,427 |
633,009 |
-3,658 |
Jun18 |
160829 |
98.775 |
98.835 |
98.770 |
98.830 |
+0.050 |
152,921 |
497,821 |
+4,837 |
Sep18 |
160829 |
98.740 |
98.805 |
98.735 |
98.800 |
+0.055 |
85,590 |
441,798 |
+765 |
Dec18 |
160829 |
98.705 |
98.765 |
98.690 |
98.760 |
+0.060 |
88,121 |
599,318 |
+3,820 |
Mar19 |
160829 |
98.675 |
98.745 |
98.665 |
98.740 |
+0.065 |
63,499 |
409,944 |
-2,746 |
Jun19 |
160829 |
98.645 |
98.715 |
98.635 |
98.710 |
+0.070 |
57,404 |
302,175 |
-4,062 |
Sep19 |
160829 |
98.605 |
98.685 |
98.600 |
98.680 |
+0.075 |
32,585 |
243,614 |
+1,026 |
Dec19 |
160829 |
98.565 |
98.645 |
98.555 |
98.640 |
+0.080 |
36,854 |
252,153 |
+4,567 |
Mar20 |
160829 |
98.535 |
98.620 |
98.530 |
98.615 |
+0.085 |
26,959 |
145,807 |
+1,465 |
Jun20 |
160829 |
98.500 |
98.585 |
98.495 |
98.580 |
+0.085 |
23,916 |
101,091 |
-2,096 |
Sep20 |
160829 |
98.460 |
98.555 |
98.455 |
98.545 |
+0.085 |
18,280 |
76,271 |
-1,538 |
Dec20 |
160829 |
98.415 |
98.515 |
98.415 |
98.505 |
+0.090 |
25,471 |
101,938 |
+739 |
Total Volume and Open Interest |
1,784,427 |
11,078,370 |
-2,762 |
Ultra T-Bond(CBOT) |
Sep16 |
160829 |
186~04 |
188~25 |
185~30 |
188~21 |
+2~23 |
244,269 |
383,897 |
-138,734 |
Dec16 |
160829 |
185~12 |
188~04 |
185~06 |
188~00 |
+2~26 |
173,415 |
231,893 |
+139,055 |
Mar17 |
160829 |
187~00 |
187~00 |
187~00 |
187~00 |
+2~26 |
|
|
|
Total Volume and Open Interest |
417,684 |
615,790 |
+321 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160829 |
144~000 |
144~285 |
143~285 |
144~265 |
+0~275 |
110,838 |
121,863 |
-44,181 |
Dec16 |
160829 |
143~155 |
144~135 |
143~145 |
144~115 |
+0~280 |
70,614 |
88,748 |
+51,171 |
Mar17 |
160829 |
144~115 |
144~115 |
144~115 |
144~115 |
+0~280 |
|
|
|
Total Volume and Open Interest |
181,452 |
210,611 |
+6,990 |
30 Day Federal Funds(CBOT) |
Aug16 |
160829 |
99.603 |
99.603 |
99.600 |
99.603 |
unch |
4,218 |
132,578 |
+431 |
Sep16 |
160829 |
99.570 |
99.585 |
99.570 |
99.582 |
+0.007 |
8,567 |
73,731 |
-761 |
Oct16 |
160829 |
99.520 |
99.540 |
99.515 |
99.535 |
+0.015 |
46,533 |
216,720 |
+1,227 |
Nov16 |
160829 |
99.505 |
99.520 |
99.495 |
99.520 |
+0.020 |
40,809 |
121,095 |
+13,227 |
Dec16 |
160829 |
99.460 |
99.470 |
99.450 |
99.470 |
+0.020 |
19,147 |
71,012 |
+4,595 |
Jan17 |
160829 |
99.420 |
99.435 |
99.415 |
99.430 |
+0.015 |
29,299 |
111,563 |
-422 |
Total Volume and Open Interest |
179,670 |
960,588 |
+23,717 |
3-Mth Euro-Yen(CME) |
Sep16 |
160722 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160722 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160722 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160722 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160722 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160722 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160722 |
99.995 |
99.995 |
99.995 |
99.995 |
unch |
|
|
|
Jun18 |
160722 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
|
|
|
Sep18 |
160722 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec18 |
160722 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep16 |
160829 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160829 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160829 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160829 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160829 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160829 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160829 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160829 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160829 |
151.43 |
151.50 |
151.11 |
151.45 |
-0.10 |
832 |
16,842 |
-47 |
Dec16 |
160829 |
151.73 |
151.73 |
151.73 |
151.73 |
-0.12 |
0 |
78 |
+0 |
Mar17 |
160829 |
151.65 |
151.65 |
151.65 |
151.65 |
-0.12 |
|
|
|
Total Volume and Open Interest |
832 |
16,920 |
-47 |
Euro-Buxl(EUREX) |
Sep16 |
160829 |
191.86 |
193.54 |
191.42 |
193.14 |
-0.86 |
20,525 |
137,769 |
+581 |
Dec16 |
160829 |
190.16 |
191.92 |
190.06 |
191.56 |
-0.82 |
200 |
2,345 |
+100 |
Mar17 |
160829 |
191.14 |
191.14 |
191.14 |
191.14 |
-0.86 |
|
|
|
Total Volume and Open Interest |
20,725 |
140,114 |
+681 |
Euro-Bund(EUREX) |
Sep16 |
160829 |
166.96 |
167.75 |
166.55 |
167.57 |
-0.13 |
455,930 |
1,623,060 |
+25,727 |
Dec16 |
160829 |
164.29 |
165.04 |
163.78 |
164.86 |
-0.12 |
14,660 |
156,419 |
+7,944 |
Mar17 |
160829 |
166.98 |
167.33 |
166.80 |
167.27 |
-0.13 |
76 |
365 |
+54 |
Total Volume and Open Interest |
470,666 |
1,779,844 |
+33,725 |
Euro-Bobl(EUREX) |
Sep16 |
160829 |
133.40 |
133.68 |
133.30 |
133.61 |
-0.01 |
292,809 |
1,352,376 |
-22,270 |
Dec16 |
160829 |
131.41 |
131.65 |
131.31 |
131.61 |
-0.01 |
14,223 |
119,703 |
+6,822 |
Mar17 |
160829 |
133.56 |
133.56 |
133.56 |
133.56 |
-0.01 |
|
|
|
Total Volume and Open Interest |
307,032 |
1,472,079 |
-15,448 |
Euro-Schatz(EUREX) |
Sep16 |
160829 |
111.99 |
112.03 |
111.97 |
112.02 |
+0.01 |
196,624 |
1,154,332 |
+11,622 |
Dec16 |
160829 |
111.96 |
112.00 |
111.95 |
112.00 |
+0.01 |
56,827 |
146,211 |
+22,859 |
Mar17 |
160829 |
112.02 |
112.02 |
112.02 |
112.02 |
+0.01 |
|
|
|
Total Volume and Open Interest |
253,451 |
1,300,543 |
+34,481 |
3-Mth Euribor(EUREX) |
Sep16 |
160829 |
100.305 |
100.305 |
100.305 |
100.305 |
unch |
0 |
3,847 |
+0 |
Dec16 |
160829 |
100.320 |
100.320 |
100.315 |
100.315 |
unch |
8 |
2,925 |
+0 |
Mar17 |
160829 |
100.330 |
100.330 |
100.330 |
100.330 |
+0.005 |
26 |
3,208 |
+25 |
Total Volume and Open Interest |
667 |
77,459 |
+608 |
Long Gilt(LIFFE) |
Sep16 |
160826 |
132~06 |
132~22 |
132~02 |
132~21 |
+0~11 |
394,790 |
325,908 |
-158,359 |
Dec16 |
160826 |
131~04 |
131~20 |
130~30 |
131~18 |
+0~10 |
264,849 |
214,481 |
+190,294 |
Total Volume and Open Interest |
659,639 |
540,389 |
+31,935 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160826 |
99.62 |
99.62 |
99.61 |
99.62 |
-0.00 |
81,960 |
338,206 |
-7,761 |
Dec16 |
160826 |
99.69 |
99.69 |
99.68 |
99.69 |
-0.01 |
217,277 |
571,216 |
-44,569 |
Mar17 |
160826 |
99.72 |
99.72 |
99.70 |
99.71 |
-0.01 |
130,812 |
332,066 |
-19,333 |
Jun17 |
160826 |
99.72 |
99.73 |
99.70 |
99.72 |
unch |
102,396 |
328,880 |
-10,048 |
Sep17 |
160826 |
99.73 |
99.74 |
99.71 |
99.73 |
unch |
72,448 |
295,667 |
+3,482 |
Dec17 |
160826 |
99.72 |
99.73 |
99.70 |
99.73 |
+0.01 |
64,336 |
326,425 |
+5,104 |
Total Volume and Open Interest |
942,699 |
3,113,348 |
-58,525 |
3-Mth Euribor(LIFFE) |
Sep16 |
160829 |
100.300 |
100.305 |
100.300 |
100.300 |
unch |
29,001 |
360,635 |
+1,285 |
Dec16 |
160829 |
100.315 |
100.320 |
100.315 |
100.315 |
unch |
89,938 |
443,580 |
-2,543 |
Mar17 |
160829 |
100.325 |
100.330 |
100.320 |
100.325 |
unch |
61,900 |
348,391 |
-604 |
Total Volume and Open Interest |
605,311 |
3,086,753 |
-7,330 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160829 |
98.24 |
98.26 |
98.24 |
98.25 |
unch |
15,204 |
136,895 |
-6,697 |
Dec16 |
160829 |
98.34 |
98.34 |
98.31 |
98.33 |
-0.01 |
10,787 |
211,746 |
+137 |
Mar17 |
160829 |
98.39 |
98.40 |
98.37 |
98.38 |
-0.02 |
11,003 |
161,151 |
+1,808 |
Jun17 |
160829 |
98.42 |
98.43 |
98.39 |
98.41 |
-0.02 |
9,240 |
130,548 |
+1,213 |
Sep17 |
160829 |
98.42 |
98.43 |
98.40 |
98.42 |
-0.01 |
3,443 |
99,168 |
+1,171 |
Dec17 |
160829 |
98.42 |
98.43 |
98.40 |
98.41 |
-0.02 |
2,707 |
78,383 |
+549 |
Mar18 |
160829 |
98.41 |
98.43 |
98.38 |
98.40 |
-0.02 |
2,222 |
62,620 |
+635 |
Jun18 |
160829 |
98.40 |
98.41 |
98.37 |
98.39 |
-0.02 |
1,500 |
48,346 |
+1,001 |
Sep18 |
160829 |
98.37 |
98.38 |
98.37 |
98.37 |
-0.02 |
356 |
7,035 |
-9 |
Dec18 |
160829 |
98.34 |
98.34 |
98.34 |
98.34 |
-0.02 |
4 |
4,251 |
+0 |
Total Volume and Open Interest |
56,682 |
943,453 |
-41 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160829 |
98.13 |
98.16 |
98.07 |
98.11 |
-0.03 |
81,560 |
839,049 |
-2,771 |
Dec16 |
160829 |
98.17 |
98.17 |
98.13 |
98.13 |
-0.02 |
|
|
|
Total Volume and Open Interest |
81,560 |
839,049 |
-2,771 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160829 |
98.61 |
98.63 |
98.57 |
98.59 |
-0.03 |
64,855 |
853,955 |
+5,898 |
Dec16 |
160829 |
98.64 |
98.64 |
98.64 |
98.64 |
-0.03 |
|
|
|
Total Volume and Open Interest |
64,855 |
853,955 |
+5,898 |
Gold(CMX) |
Aug16 |
160829 |
1315.0 |
1323.0 |
1315.0 |
1322.9 |
+1.4 |
58 |
161 |
-209 |
Oct16 |
160829 |
1320.6 |
1325.1 |
1314.5 |
1323.7 |
+1.1 |
13,717 |
46,460 |
-124 |
Dec16 |
160829 |
1323.8 |
1328.5 |
1317.2 |
1327.1 |
+1.2 |
167,657 |
414,822 |
-12,010 |
Feb17 |
160829 |
1326.5 |
1331.5 |
1320.7 |
1330.2 |
+1.2 |
8,802 |
35,241 |
+1,519 |
Apr17 |
160829 |
1324.8 |
1332.9 |
1324.8 |
1332.7 |
+1.2 |
1,599 |
9,553 |
+21 |
Jun17 |
160829 |
1328.4 |
1335.2 |
1326.5 |
1335.2 |
+1.3 |
1,258 |
14,517 |
+69 |
Aug17 |
160829 |
1336.0 |
1338.3 |
1336.0 |
1337.7 |
+1.4 |
540 |
7,945 |
-22 |
Oct17 |
160829 |
1340.0 |
1340.0 |
1340.0 |
1340.0 |
+1.4 |
130 |
955 |
-33 |
Dec17 |
160829 |
1333.9 |
1342.8 |
1333.0 |
1342.2 |
+1.2 |
350 |
11,606 |
+22 |
Feb18 |
160829 |
1344.9 |
1344.9 |
1344.9 |
1344.9 |
+1.2 |
0 |
135 |
+0 |
Apr18 |
160829 |
1347.6 |
1347.6 |
1347.6 |
1347.6 |
+1.2 |
0 |
4 |
+0 |
Jun18 |
160829 |
1350.3 |
1350.3 |
1350.3 |
1350.3 |
+1.2 |
0 |
4,334 |
+0 |
Total Volume and Open Interest |
195,369 |
554,455 |
-11,441 |
Silver(CMX) |
Sep16 |
160829 |
1861.0 |
1888.0 |
1837.0 |
1876.8 |
+11.7 |
54,905 |
38,903 |
-6,801 |
Dec16 |
160829 |
1874.0 |
1896.5 |
1846.0 |
1885.9 |
+11.4 |
24,473 |
141,822 |
+2,577 |
Mar17 |
160829 |
1876.5 |
1906.5 |
1859.0 |
1896.7 |
+11.3 |
1,108 |
11,695 |
+100 |
May17 |
160829 |
1881.0 |
1903.5 |
1876.5 |
1903.4 |
+11.1 |
258 |
792 |
+11 |
Jul17 |
160829 |
1882.0 |
1910.0 |
1871.5 |
1910.0 |
+11.0 |
82 |
2,483 |
+80 |
Sep17 |
160829 |
1916.6 |
1916.6 |
1904.5 |
1916.6 |
+11.0 |
15 |
470 |
+0 |
Dec17 |
160829 |
1926.0 |
1926.0 |
1926.0 |
1926.0 |
+10.9 |
27 |
2,187 |
+8 |
Total Volume and Open Interest |
81,256 |
201,857 |
-3,988 |
Platinum(NYMEX) |
Oct16 |
160829 |
1075.5 |
1085.3 |
1070.4 |
1081.1 |
+3.4 |
10,990 |
71,446 |
-1,577 |
Jan17 |
160829 |
1077.0 |
1087.5 |
1073.3 |
1083.5 |
+3.3 |
263 |
8,361 |
+144 |
Apr17 |
160829 |
1086.2 |
1086.2 |
1086.2 |
1086.2 |
+3.3 |
17 |
261 |
+17 |
Jul17 |
160829 |
1088.2 |
1088.2 |
1088.2 |
1088.2 |
+3.3 |
0 |
16 |
+0 |
Total Volume and Open Interest |
11,285 |
80,164 |
-1,418 |
Palladium(NYMEX) |
Sep16 |
160829 |
686.50 |
698.40 |
682.70 |
697.30 |
+5.15 |
6,513 |
5,754 |
-2,775 |
Dec16 |
160829 |
689.00 |
700.45 |
684.10 |
699.25 |
+5.50 |
4,562 |
21,573 |
+2,050 |
Mar17 |
160829 |
692.60 |
700.95 |
688.70 |
700.95 |
+5.50 |
3 |
54 |
+1 |
Total Volume and Open Interest |
11,079 |
27,403 |
-724 |
Copper(CMX) |
Sep16 |
160829 |
207.85 |
208.60 |
207.20 |
207.45 |
-0.40 |
47,091 |
21,852 |
-9,532 |
Dec16 |
160829 |
207.65 |
209.15 |
207.60 |
207.90 |
-0.55 |
36,085 |
119,159 |
+6,925 |
Mar17 |
160829 |
208.45 |
209.90 |
208.45 |
208.75 |
-0.55 |
2,262 |
27,901 |
+438 |
May17 |
160829 |
209.65 |
210.55 |
209.30 |
209.40 |
-0.60 |
891 |
5,592 |
-22 |
Jul17 |
160829 |
210.00 |
210.40 |
209.90 |
209.90 |
-0.60 |
95 |
1,249 |
+55 |
Total Volume and Open Interest |
88,373 |
185,717 |
-2,406 |
E-mini DJIA Index(CBOT) |
Sep16 |
160829 |
18380 |
18503 |
18352 |
18489 |
+109 |
116,870 |
145,296 |
+1,962 |
Dec16 |
160829 |
18275 |
18416 |
18266 |
18402 |
+108 |
145 |
1,196 |
+14 |
Mar17 |
160829 |
18209 |
18340 |
18209 |
18335 |
+108 |
2 |
292 |
+0 |
Jun17 |
160829 |
18294 |
18294 |
18294 |
18294 |
+108 |
0 |
3 |
+0 |
Total Volume and Open Interest |
117,017 |
146,787 |
+1,976 |
S & P 500(CME) |
Sep16 |
160829 |
2167.60 |
2182.00 |
2164.50 |
2179.30 |
+10.90 |
6,174 |
98,615 |
+521 |
Dec16 |
160829 |
2170.50 |
2174.00 |
2170.50 |
2172.10 |
+10.90 |
41 |
1,235 |
-4 |
Mar17 |
160829 |
2165.50 |
2167.10 |
2165.50 |
2165.50 |
+10.90 |
0 |
60 |
+0 |
Jun17 |
160829 |
2159.60 |
2161.20 |
2159.60 |
2159.60 |
+10.90 |
0 |
60 |
+0 |
Total Volume and Open Interest |
6,215 |
99,970 |
+517 |
S & P 500 E-Mini(Globex) |
Sep16 |
160829 |
2167.75 |
2182.25 |
2164.50 |
2179.25 |
+10.75 |
1,501,328 |
2,938,857 |
-2,146 |
Dec16 |
160829 |
2159.75 |
2174.75 |
2157.50 |
2172.00 |
+10.75 |
10,111 |
67,753 |
+2,655 |
Mar17 |
160829 |
2151.00 |
2168.00 |
2151.00 |
2165.50 |
+11.00 |
49 |
855 |
+16 |
Jun17 |
160829 |
2150.00 |
2160.50 |
2148.25 |
2159.50 |
+10.75 |
5 |
327 |
+0 |
Total Volume and Open Interest |
1,511,493 |
3,007,793 |
+525 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160829 |
4786.00 |
4805.80 |
4774.00 |
4793.30 |
+7.50 |
194,394 |
303,583 |
+7,475 |
Dec16 |
160829 |
4777.80 |
4799.50 |
4768.80 |
4787.50 |
+7.70 |
574 |
1,891 |
+136 |
Mar17 |
160829 |
4780.00 |
4786.30 |
4779.30 |
4781.50 |
+7.70 |
6 |
50 |
+0 |
Total Volume and Open Interest |
194,975 |
305,531 |
+7,611 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160829 |
1557.40 |
1574.20 |
1556.30 |
1570.20 |
+12.30 |
15,715 |
84,333 |
+605 |
Dec16 |
160829 |
1564.80 |
1567.30 |
1564.80 |
1564.80 |
+12.30 |
0 |
10 |
+0 |
Mar17 |
160829 |
1565.30 |
1565.30 |
1565.30 |
1565.30 |
+12.30 |
|
|
|
Total Volume and Open Interest |
15,715 |
84,343 |
+605 |
Volatility Index(CBOE) |
Aug16 |
160817 |
12.80 |
13.00 |
12.55 |
12.65 |
-0.18 |
87,344 |
101,401 |
-15,417 |
Sep16 |
160829 |
15.10 |
15.40 |
14.60 |
14.68 |
-0.45 |
72,700 |
0 |
-271,860 |
Oct16 |
160829 |
17.03 |
17.12 |
16.70 |
16.83 |
-0.19 |
50,807 |
0 |
-108,821 |
Nov16 |
160829 |
18.02 |
18.10 |
17.75 |
17.88 |
-0.15 |
12,823 |
0 |
-47,390 |
Total Volume and Open Interest |
148,103 |
507,880 |
+0 |
Russell 2000(ICE) |
Sep16 |
160829 |
1237.80 |
1248.00 |
1234.80 |
1244.70 |
+6.30 |
63,570 |
333,816 |
+1,175 |
Dec16 |
160829 |
1231.80 |
1243.10 |
1231.80 |
1240.20 |
+6.30 |
63 |
1,058 |
+11 |
Mar17 |
160829 |
1236.70 |
1236.70 |
1236.70 |
1236.70 |
+6.30 |
0 |
250 |
+0 |
Total Volume and Open Interest |
63,633 |
335,294 |
+1,186 |
Nikkei 225(CME) |
Sep16 |
160829 |
16585 |
16785 |
16580 |
16710 |
+115 |
8,276 |
35,169 |
-200 |
Dec16 |
160829 |
16540 |
16735 |
16535 |
16660 |
+120 |
65 |
330 |
+21 |
Total Volume and Open Interest |
8,341 |
35,499 |
-179 |
Nikkei 225(SGX) |
Sep16 |
160829 |
16415 |
16780 |
16380 |
16735 |
+325 |
55,318 |
204,998 |
+1,850 |
Dec16 |
160829 |
16255 |
16645 |
16255 |
16600 |
+320 |
604 |
7,654 |
-58 |
Mar17 |
160829 |
16585 |
16585 |
16585 |
16585 |
+210 |
0 |
5 |
+0 |
Total Volume and Open Interest |
43,069 |
217,051 |
-4,614 |
Nikkei 225(CME) Yen |
Sep16 |
160829 |
16590 |
16775 |
16580 |
16700 |
+110 |
32,457 |
64,110 |
-961 |
Dec16 |
160829 |
16505 |
16635 |
16450 |
16570 |
+115 |
338 |
687 |
+312 |
Mar17 |
160829 |
16520 |
16520 |
16520 |
16520 |
+115 |
|
|
|
Total Volume and Open Interest |
32,795 |
64,797 |
-649 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160829 |
16700 |
16770 |
16700 |
16700 |
+110 |
0 |
11 |
+0 |
Dec16 |
160829 |
16570 |
16570 |
16570 |
16570 |
+120 |
|
|
|
Mar17 |
160829 |
16520 |
16520 |
16520 |
16520 |
+120 |
|
|
|
Total Volume and Open Interest |
0 |
11 |
+0 |
CAC 40(EURONEXT) |
Sep16 |
160829 |
4420.0 |
4439.0 |
4388.0 |
4424.0 |
-17.5 |
77,689 |
274,758 |
+5,897 |
Oct16 |
160829 |
4402.0 |
4425.0 |
4382.0 |
4412.5 |
-17.5 |
17 |
148 |
+16 |
Nov16 |
160829 |
4400.0 |
4409.5 |
4400.0 |
4409.5 |
-17.5 |
|
|
|
Dec16 |
160829 |
4403.0 |
4403.0 |
4403.0 |
4403.0 |
-17.5 |
2 |
59 |
+0 |
Total Volume and Open Interest |
77,708 |
275,026 |
+5,913 |
Hang Seng Index(HKFE) |
Aug16 |
160829 |
22921 |
23133 |
22744 |
22824 |
-90 |
142,339 |
97,646 |
-18,427 |
Sep16 |
160829 |
22881 |
23090 |
22701 |
22770 |
-104 |
52,461 |
58,157 |
+27,875 |
Total Volume and Open Interest |
195,089 |
161,551 |
+9,461 |
DAX(EUREX) |
Sep16 |
160829 |
10519.0 |
10572.5 |
10436.0 |
10544.5 |
-45.0 |
84,878 |
158,217 |
+5,452 |
Dec16 |
160829 |
10513.5 |
10552.5 |
10438.0 |
10533.0 |
-45.0 |
244 |
7,050 |
+100 |
Mar17 |
160829 |
10524.5 |
10526.0 |
10524.5 |
10526.0 |
-44.5 |
1 |
203 |
+0 |
Total Volume and Open Interest |
85,123 |
165,470 |
+5,552 |
Mini-DAX(EUREX) |
Sep16 |
160829 |
10520.0 |
10574.0 |
10437.0 |
10544.5 |
-45.0 |
24,329 |
10,969 |
+287 |
Dec16 |
160829 |
10507.0 |
10556.0 |
10442.0 |
10533.0 |
-45.0 |
50 |
316 |
-6 |
Mar17 |
160829 |
10530.0 |
10530.0 |
10526.0 |
10526.0 |
-44.5 |
5 |
123 |
+5 |
Total Volume and Open Interest |
24,384 |
11,408 |
+286 |
FT-SE 100(EURONEXT) |
Sep16 |
160826 |
6818.00 |
6859.00 |
6769.50 |
6844.00 |
+26.00 |
78,961 |
695,427 |
-3,313 |
Dec16 |
160826 |
6769.00 |
6809.50 |
6727.00 |
6801.00 |
+26.00 |
50 |
1,253 |
+14 |
Mar17 |
160826 |
6743.00 |
6743.00 |
6743.00 |
6743.00 |
+26.00 |
|
|
|
Total Volume and Open Interest |
79,011 |
696,680 |
-3,299 |
SPI 200(SFE) |
Sep16 |
160829 |
5486.0 |
5521.0 |
5433.0 |
5451.0 |
-35.0 |
30,485 |
311,188 |
+3,422 |
Dec16 |
160829 |
5469.0 |
5472.0 |
5419.0 |
5436.0 |
-35.0 |
27 |
3,032 |
+20 |
Mar17 |
160829 |
5387.0 |
5387.0 |
5387.0 |
5387.0 |
-35.0 |
0 |
1,490 |
+0 |
Total Volume and Open Interest |
30,560 |
317,276 |
+3,490 |
FTSE MIB(ISE) |
Sep16 |
160829 |
16710.00 |
16850.00 |
16525.00 |
16660.00 |
-173.00 |
26,979 |
40,558 |
+38 |
Dec16 |
160829 |
16630.00 |
16650.00 |
16430.00 |
16533.00 |
-175.00 |
14 |
289 |
-1 |
Mar17 |
160829 |
16503.00 |
16503.00 |
16503.00 |
16503.00 |
-175.00 |
|
|
|
Total Volume and Open Interest |
26,993 |
40,847 |
+37 |
KOSPI 200(KFE) |
Sep16 |
160829 |
256.75 |
257.80 |
254.40 |
256.60 |
-0.10 |
95,571 |
141,295 |
+1,351 |
Dec16 |
160829 |
257.50 |
258.60 |
255.30 |
257.45 |
-0.05 |
988 |
15,007 |
+563 |
Mar17 |
160829 |
253.70 |
254.90 |
253.00 |
254.90 |
+0.35 |
13 |
1,192 |
+17 |
Total Volume and Open Interest |
96,572 |
161,138 |
+2,231 |
GSCI(CME) |
Sep16 |
160829 |
359.00 |
360.05 |
358.65 |
359.15 |
-3.90 |
36 |
13,237 |
+28 |
Oct16 |
160829 |
361.45 |
361.45 |
361.25 |
361.45 |
-3.85 |
0 |
75 |
+0 |
Nov16 |
160829 |
364.45 |
364.45 |
364.45 |
364.45 |
-3.85 |
|
|
|
Total Volume and Open Interest |
36 |
13,312 |
+28 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|