|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon September 05, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep16 |
160902 |
960.00 |
971.00 |
960.00 |
968.50 |
+9.50 |
3,145 |
4,225 |
-963 |
Nov16 |
160902 |
945.00 |
955.50 |
944.50 |
952.50 |
+8.75 |
107,023 |
371,218 |
-5,312 |
Jan17 |
160902 |
947.75 |
958.75 |
947.75 |
955.75 |
+8.50 |
15,937 |
79,393 |
+604 |
Mar17 |
160902 |
950.50 |
960.75 |
950.50 |
958.50 |
+8.50 |
8,162 |
69,240 |
+956 |
May17 |
160902 |
958.00 |
964.00 |
956.00 |
961.50 |
+8.25 |
4,637 |
37,991 |
+478 |
Jul17 |
160902 |
954.75 |
967.00 |
954.75 |
964.50 |
+8.75 |
5,729 |
38,575 |
+540 |
Aug17 |
160902 |
961.25 |
961.50 |
957.75 |
961.50 |
+9.00 |
603 |
1,066 |
+220 |
Sep17 |
160902 |
943.50 |
943.50 |
940.50 |
943.00 |
+8.25 |
99 |
571 |
+17 |
Nov17 |
160902 |
921.75 |
929.25 |
921.50 |
927.25 |
+7.00 |
3,554 |
26,364 |
+636 |
Jan18 |
160902 |
930.00 |
930.00 |
930.00 |
930.00 |
+7.25 |
1 |
710 |
-1 |
Mar18 |
160902 |
930.50 |
930.50 |
930.50 |
930.50 |
+6.75 |
0 |
159 |
+0 |
May18 |
160902 |
932.50 |
932.50 |
932.50 |
932.50 |
+7.50 |
0 |
50 |
+0 |
Jul18 |
160902 |
935.75 |
935.75 |
935.75 |
935.75 |
+8.00 |
0 |
127 |
+0 |
Aug18 |
160902 |
932.25 |
932.25 |
932.25 |
932.25 |
+8.00 |
0 |
17 |
+0 |
Total Volume and Open Interest |
148,891 |
629,954 |
-2,825 |
Soybean Meal(CBOT) |
Sep16 |
160902 |
313.50 |
314.80 |
310.50 |
313.70 |
+0.60 |
5,084 |
6,404 |
-1,880 |
Oct16 |
160902 |
309.60 |
311.60 |
306.10 |
309.50 |
+0.60 |
16,360 |
46,265 |
+1,014 |
Dec16 |
160902 |
307.60 |
309.70 |
303.90 |
307.40 |
+0.80 |
48,519 |
159,946 |
-3,690 |
Jan17 |
160902 |
306.90 |
308.70 |
303.30 |
306.60 |
+0.90 |
5,780 |
33,702 |
+1,496 |
Mar17 |
160902 |
305.80 |
307.00 |
302.50 |
305.70 |
+1.30 |
5,270 |
34,409 |
+1,215 |
May17 |
160902 |
306.00 |
307.30 |
302.90 |
306.00 |
+1.30 |
2,924 |
23,094 |
+397 |
Jul17 |
160902 |
306.50 |
308.40 |
303.70 |
307.00 |
+1.50 |
3,244 |
25,814 |
+959 |
Aug17 |
160902 |
306.30 |
307.30 |
303.80 |
306.60 |
+1.60 |
799 |
2,660 |
+3 |
Sep17 |
160902 |
305.50 |
306.40 |
303.20 |
305.70 |
+1.50 |
300 |
3,233 |
+87 |
Oct17 |
160902 |
300.10 |
301.80 |
298.40 |
300.70 |
+1.10 |
256 |
3,042 |
+81 |
Total Volume and Open Interest |
90,104 |
350,323 |
+285 |
Soybean Oil(CBOT) |
Sep16 |
160902 |
32.23 |
33.02 |
32.23 |
32.66 |
+0.46 |
7,837 |
2,946 |
-1,286 |
Oct16 |
160902 |
32.32 |
33.12 |
32.29 |
32.77 |
+0.48 |
29,955 |
56,830 |
+147 |
Dec16 |
160902 |
32.56 |
33.39 |
32.55 |
33.04 |
+0.49 |
65,779 |
208,322 |
-1,127 |
Jan17 |
160902 |
32.80 |
33.60 |
32.80 |
33.26 |
+0.49 |
10,309 |
40,811 |
+480 |
Mar17 |
160902 |
32.95 |
33.75 |
32.94 |
33.42 |
+0.49 |
8,220 |
37,099 |
+1,783 |
May17 |
160902 |
33.12 |
33.86 |
33.12 |
33.57 |
+0.50 |
3,856 |
25,331 |
+730 |
Jul17 |
160902 |
33.39 |
34.01 |
33.39 |
33.71 |
+0.49 |
3,320 |
12,576 |
+1,213 |
Aug17 |
160902 |
33.41 |
33.97 |
33.41 |
33.69 |
+0.47 |
513 |
3,068 |
-39 |
Sep17 |
160902 |
33.63 |
33.75 |
33.62 |
33.62 |
+0.47 |
81 |
2,788 |
-11 |
Oct17 |
160902 |
33.31 |
33.54 |
33.30 |
33.34 |
+0.46 |
213 |
2,172 |
+21 |
Total Volume and Open Interest |
130,764 |
399,406 |
+1,733 |
Canola(WCE) |
Nov16 |
160902 |
462.0 |
468.0 |
462.0 |
465.3 |
+3.1 |
26,121 |
131,561 |
+1,670 |
Jan17 |
160902 |
468.7 |
474.0 |
468.0 |
470.9 |
+2.4 |
4,568 |
26,745 |
+1,038 |
Mar17 |
160902 |
473.9 |
479.4 |
473.2 |
476.2 |
+2.1 |
792 |
10,155 |
-263 |
May17 |
160902 |
480.4 |
484.9 |
479.6 |
481.6 |
+2.3 |
558 |
5,103 |
-2 |
Jul17 |
160902 |
484.5 |
489.0 |
484.0 |
485.5 |
+2.3 |
831 |
8,271 |
+197 |
Total Volume and Open Interest |
33,564 |
186,886 |
+2,799 |
Corn(CBOT) |
Sep16 |
160902 |
311.00 |
317.75 |
311.00 |
316.50 |
+5.50 |
25,255 |
9,646 |
-9,397 |
Dec16 |
160902 |
323.75 |
329.75 |
323.50 |
328.50 |
+4.75 |
193,762 |
806,735 |
+14,881 |
Mar17 |
160902 |
334.25 |
340.00 |
334.25 |
338.50 |
+4.25 |
49,638 |
220,222 |
+5,419 |
May17 |
160902 |
341.50 |
346.75 |
341.00 |
345.25 |
+3.75 |
15,808 |
55,289 |
+1,331 |
Jul17 |
160902 |
348.75 |
354.00 |
348.75 |
352.50 |
+3.50 |
19,118 |
109,201 |
+3,414 |
Sep17 |
160902 |
358.00 |
361.00 |
357.50 |
359.50 |
+3.50 |
5,343 |
40,663 |
+739 |
Dec17 |
160902 |
366.00 |
370.75 |
365.75 |
369.75 |
+3.50 |
12,142 |
65,939 |
+3,633 |
Mar18 |
160902 |
380.00 |
381.00 |
378.00 |
380.25 |
+3.25 |
1,193 |
4,465 |
+478 |
May18 |
160902 |
385.25 |
386.25 |
384.25 |
386.25 |
+3.75 |
80 |
714 |
-58 |
Jul18 |
160902 |
389.25 |
390.25 |
388.00 |
390.00 |
+3.50 |
74 |
1,233 |
+20 |
Total Volume and Open Interest |
322,463 |
1,317,067 |
+20,446 |
Wheat(CBOT) |
Sep16 |
160902 |
368.25 |
374.50 |
367.25 |
373.25 |
+5.00 |
2,335 |
961 |
-1,393 |
Dec16 |
160902 |
394.00 |
401.50 |
393.00 |
399.25 |
+4.50 |
70,911 |
304,645 |
+2,359 |
Mar17 |
160902 |
416.75 |
423.25 |
415.50 |
421.25 |
+4.50 |
14,970 |
82,189 |
+2,333 |
May17 |
160902 |
430.50 |
436.75 |
430.50 |
434.75 |
+4.25 |
4,078 |
17,816 |
+807 |
Jul17 |
160902 |
440.75 |
447.25 |
440.75 |
446.25 |
+5.00 |
3,079 |
28,267 |
+409 |
Sep17 |
160902 |
460.00 |
462.50 |
460.00 |
462.50 |
+5.00 |
602 |
3,158 |
+64 |
Total Volume and Open Interest |
97,159 |
444,080 |
+4,610 |
Wheat(KCBT) |
Sep16 |
160902 |
382.25 |
386.50 |
382.00 |
386.50 |
+6.75 |
2,626 |
1,215 |
-1,672 |
Dec16 |
160902 |
406.00 |
413.75 |
405.00 |
413.25 |
+6.75 |
30,394 |
143,539 |
+167 |
Mar17 |
160902 |
423.00 |
430.25 |
422.00 |
430.00 |
+6.75 |
7,893 |
44,309 |
+890 |
May17 |
160902 |
433.50 |
440.25 |
432.75 |
440.00 |
+6.50 |
3,728 |
14,142 |
+680 |
Jul17 |
160902 |
442.00 |
449.25 |
442.00 |
449.25 |
+6.75 |
1,330 |
19,515 |
-113 |
Sep17 |
160902 |
458.00 |
464.25 |
458.00 |
464.25 |
+6.00 |
277 |
2,513 |
-67 |
Dec17 |
160902 |
483.50 |
486.50 |
483.25 |
486.50 |
+5.25 |
288 |
2,034 |
+64 |
Total Volume and Open Interest |
46,540 |
227,523 |
-49 |
Wheat(MGE) |
Sep16 |
160902 |
496.25 |
496.25 |
488.50 |
496.25 |
+5.75 |
404 |
918 |
-763 |
Dec16 |
160902 |
484.00 |
492.75 |
484.00 |
491.50 |
+5.50 |
6,207 |
30,223 |
+288 |
Mar17 |
160902 |
496.00 |
503.00 |
495.00 |
501.75 |
+5.25 |
2,664 |
15,005 |
+610 |
May17 |
160902 |
508.00 |
512.25 |
508.00 |
511.00 |
+5.50 |
1,000 |
6,689 |
+201 |
Jul17 |
160902 |
521.50 |
521.50 |
520.00 |
520.00 |
+5.00 |
232 |
3,201 |
+63 |
Sep17 |
160902 |
529.00 |
530.25 |
529.00 |
530.25 |
+5.50 |
614 |
2,950 |
+63 |
Total Volume and Open Interest |
11,737 |
61,008 |
+813 |
Oats(CBOT) |
Sep16 |
160902 |
161.75 |
161.75 |
161.00 |
161.00 |
-5.25 |
59 |
448 |
-26 |
Dec16 |
160902 |
180.00 |
181.50 |
177.75 |
178.00 |
-2.75 |
384 |
9,086 |
+102 |
Mar17 |
160902 |
193.50 |
193.50 |
191.50 |
191.75 |
-2.00 |
55 |
1,528 |
+10 |
May17 |
160902 |
199.50 |
199.50 |
199.50 |
199.50 |
-1.50 |
1 |
35 |
+1 |
Total Volume and Open Interest |
499 |
11,120 |
+87 |
Rough Rice(CBOT) |
Sep16 |
160902 |
9.56 |
9.56 |
9.56 |
9.56 |
+0.36 |
169 |
883 |
-240 |
Nov16 |
160902 |
9.42 |
9.70 |
9.41 |
9.69 |
+0.27 |
800 |
8,929 |
+393 |
Jan17 |
160902 |
9.75 |
9.95 |
9.71 |
9.94 |
+0.26 |
183 |
886 |
+151 |
Mar17 |
160902 |
10.18 |
10.18 |
10.18 |
10.18 |
+0.27 |
13 |
74 |
+7 |
Total Volume and Open Interest |
1,165 |
10,774 |
+311 |
Live Cattle(CME) |
Oct16 |
160902 |
103.450 |
104.000 |
101.385 |
101.600 |
-1.980 |
33,834 |
115,474 |
-790 |
Dec16 |
160902 |
105.300 |
105.785 |
103.250 |
103.480 |
-1.920 |
17,909 |
74,113 |
+2,311 |
Feb17 |
160902 |
105.885 |
106.350 |
104.080 |
104.250 |
-1.730 |
9,775 |
33,082 |
+498 |
Apr17 |
160902 |
105.285 |
105.730 |
103.730 |
103.950 |
-1.530 |
4,258 |
20,872 |
+123 |
Jun17 |
160902 |
99.000 |
99.400 |
97.580 |
97.750 |
-0.980 |
1,159 |
9,182 |
+206 |
Aug17 |
160902 |
98.350 |
98.650 |
97.035 |
97.080 |
-1.220 |
463 |
4,847 |
+234 |
Total Volume and Open Interest |
67,428 |
257,721 |
+2,439 |
Feeder Cattle(CME) |
Sep16 |
160902 |
137.250 |
138.600 |
134.600 |
134.880 |
-2.420 |
3,851 |
8,416 |
-1,053 |
Oct16 |
160902 |
134.735 |
136.200 |
131.800 |
132.075 |
-2.460 |
8,208 |
17,263 |
+754 |
Nov16 |
160902 |
131.630 |
133.300 |
129.435 |
129.685 |
-2.065 |
2,109 |
8,031 |
+278 |
Jan17 |
160902 |
126.900 |
128.325 |
124.750 |
125.080 |
-1.805 |
971 |
3,939 |
+95 |
Mar17 |
160902 |
125.385 |
127.135 |
123.635 |
123.950 |
-1.835 |
327 |
2,275 |
+87 |
Apr17 |
160902 |
125.785 |
126.950 |
124.035 |
124.080 |
-1.805 |
70 |
529 |
+19 |
May17 |
160902 |
125.000 |
126.500 |
123.600 |
123.930 |
-1.570 |
52 |
334 |
+19 |
Total Volume and Open Interest |
15,616 |
40,822 |
+224 |
Lean Hogs(CME) |
Oct16 |
160902 |
63.330 |
63.680 |
60.535 |
60.750 |
-2.580 |
15,619 |
89,872 |
+432 |
Dec16 |
160902 |
58.000 |
58.150 |
55.150 |
55.380 |
-2.620 |
10,583 |
64,059 |
+1,354 |
Feb17 |
160902 |
61.850 |
61.900 |
59.800 |
60.100 |
-1.730 |
3,138 |
28,467 |
+454 |
Apr17 |
160902 |
66.535 |
66.535 |
65.150 |
65.550 |
-0.985 |
1,373 |
21,211 |
+142 |
May17 |
160902 |
72.230 |
72.250 |
71.850 |
71.850 |
-0.150 |
4 |
337 |
-2 |
Jun17 |
160902 |
76.100 |
76.200 |
74.950 |
75.535 |
-0.565 |
243 |
4,735 |
+81 |
Jul17 |
160902 |
75.400 |
75.400 |
74.450 |
74.550 |
-0.650 |
202 |
779 |
+116 |
Aug17 |
160902 |
74.600 |
74.600 |
73.700 |
74.100 |
-0.400 |
9 |
353 |
+5 |
Total Volume and Open Interest |
31,173 |
210,066 |
+2,582 |
Class III Milk(CME) |
Sep16 |
160902 |
16.81 |
16.95 |
16.79 |
16.87 |
+0.10 |
360 |
5,532 |
-47 |
Oct16 |
160902 |
16.85 |
17.04 |
16.83 |
16.98 |
+0.14 |
382 |
4,818 |
+46 |
Nov16 |
160902 |
16.64 |
16.73 |
16.54 |
16.70 |
+0.14 |
353 |
3,994 |
+5 |
Dec16 |
160902 |
16.19 |
16.29 |
16.13 |
16.28 |
+0.13 |
109 |
3,392 |
+27 |
Jan17 |
160902 |
15.89 |
15.96 |
15.89 |
15.96 |
+0.10 |
115 |
1,828 |
+42 |
Feb17 |
160902 |
15.96 |
15.96 |
15.96 |
15.96 |
+0.06 |
100 |
1,755 |
+38 |
Mar17 |
160902 |
16.05 |
16.05 |
16.03 |
16.04 |
+0.04 |
57 |
1,591 |
+9 |
Apr17 |
160902 |
16.14 |
16.14 |
16.10 |
16.13 |
+0.01 |
85 |
1,358 |
+35 |
May17 |
160902 |
16.30 |
16.31 |
16.30 |
16.30 |
unch |
56 |
1,267 |
+20 |
Jun17 |
160902 |
16.50 |
16.50 |
16.46 |
16.46 |
-0.04 |
72 |
1,164 |
+30 |
Jul17 |
160902 |
16.70 |
16.70 |
16.65 |
16.65 |
-0.05 |
69 |
666 |
+37 |
Aug17 |
160902 |
16.75 |
16.75 |
16.74 |
16.74 |
-0.01 |
37 |
589 |
+26 |
Sep17 |
160902 |
16.80 |
16.83 |
16.75 |
16.76 |
-0.07 |
28 |
524 |
+16 |
Total Volume and Open Interest |
1,876 |
29,717 |
+276 |
Cocoa(ICE) |
Sep16 |
160902 |
2917 |
2923 |
2917 |
2923 |
+3 |
0 |
107 |
-27 |
Dec16 |
160902 |
2880 |
2936 |
2880 |
2900 |
+3 |
27,189 |
98,580 |
-641 |
Mar17 |
160902 |
2855 |
2908 |
2854 |
2875 |
+5 |
11,243 |
64,428 |
-586 |
May17 |
160902 |
2847 |
2901 |
2847 |
2868 |
+5 |
2,245 |
14,411 |
-291 |
Jul17 |
160902 |
2843 |
2896 |
2843 |
2863 |
+5 |
610 |
4,670 |
+2 |
Sep17 |
160902 |
2860 |
2880 |
2857 |
2858 |
+6 |
215 |
4,314 |
+12 |
Dec17 |
160902 |
2850 |
2851 |
2850 |
2851 |
+6 |
126 |
1,278 |
+87 |
Total Volume and Open Interest |
41,638 |
191,673 |
-1,447 |
Coffee "C"(ICE) |
Sep16 |
160902 |
150.50 |
151.05 |
150.00 |
150.10 |
unch |
16 |
155 |
-3 |
Dec16 |
160902 |
150.90 |
152.70 |
149.65 |
151.40 |
unch |
17,830 |
99,221 |
+1,101 |
Mar17 |
160902 |
154.20 |
155.70 |
152.80 |
154.50 |
unch |
4,599 |
38,114 |
+1,180 |
May17 |
160902 |
155.80 |
157.40 |
154.60 |
156.25 |
-0.05 |
1,252 |
16,911 |
+236 |
Jul17 |
160902 |
157.50 |
158.95 |
156.10 |
157.75 |
-0.10 |
546 |
4,013 |
+16 |
Sep17 |
160902 |
159.75 |
160.20 |
157.75 |
159.05 |
-0.15 |
255 |
3,396 |
+156 |
Total Volume and Open Interest |
24,623 |
168,824 |
+2,783 |
Orange Juice(ICE) |
Sep16 |
160902 |
189.10 |
189.10 |
186.00 |
186.45 |
-4.45 |
634 |
281 |
-504 |
Nov16 |
160902 |
191.45 |
192.85 |
185.15 |
186.55 |
-6.30 |
1,137 |
12,560 |
+11 |
Jan17 |
160902 |
189.90 |
189.90 |
184.50 |
185.00 |
-5.35 |
39 |
1,608 |
+6 |
Mar17 |
160902 |
186.25 |
186.25 |
183.10 |
183.10 |
-4.40 |
8 |
315 |
+1 |
May17 |
160902 |
185.20 |
185.20 |
181.05 |
181.05 |
-4.85 |
0 |
44 |
+0 |
Jul17 |
160902 |
179.85 |
179.85 |
179.85 |
179.85 |
-4.85 |
|
|
|
Total Volume and Open Interest |
1,818 |
14,810 |
-486 |
Sugar #11(ICE) |
Oct16 |
160902 |
19.60 |
20.44 |
19.60 |
20.18 |
+0.59 |
65,356 |
411,626 |
-3,689 |
Mar17 |
160902 |
20.22 |
20.98 |
20.18 |
20.77 |
+0.59 |
32,347 |
284,554 |
+2,887 |
May17 |
160902 |
19.74 |
20.40 |
19.73 |
20.25 |
+0.53 |
10,281 |
87,670 |
+1,921 |
Jul17 |
160902 |
19.24 |
19.77 |
19.23 |
19.73 |
+0.52 |
4,064 |
54,144 |
+36 |
Oct17 |
160902 |
19.02 |
19.53 |
18.96 |
19.47 |
+0.54 |
2,897 |
38,506 |
+1,439 |
Mar18 |
160902 |
18.88 |
19.39 |
18.86 |
19.34 |
+0.54 |
792 |
17,830 |
+298 |
May18 |
160902 |
18.35 |
18.84 |
18.34 |
18.79 |
+0.52 |
446 |
5,719 |
+206 |
Jul18 |
160902 |
17.99 |
18.38 |
17.99 |
18.35 |
+0.46 |
113 |
4,888 |
+14 |
Total Volume and Open Interest |
116,346 |
911,105 |
+3,079 |
London Cocoa(LCE) |
Sep16 |
160905 |
2288 |
2289 |
2278 |
2288 |
-2 |
19,250 |
38,168 |
-13,594 |
Dec16 |
160905 |
2270 |
2280 |
2264 |
2275 |
-1 |
23,835 |
87,180 |
-2,624 |
Mar17 |
160905 |
2228 |
2237 |
2222 |
2233 |
+1 |
9,458 |
59,086 |
-511 |
May17 |
160905 |
2220 |
2228 |
2215 |
2226 |
+2 |
6,036 |
30,660 |
+654 |
Jul17 |
160905 |
2215 |
2223 |
2214 |
2223 |
+4 |
2,100 |
5,558 |
+42 |
Sep17 |
160905 |
2212 |
2214 |
2204 |
2214 |
+5 |
1,235 |
8,848 |
+620 |
Dec17 |
160905 |
2198 |
2199 |
2190 |
2199 |
+5 |
570 |
1,795 |
+122 |
Total Volume and Open Interest |
62,484 |
231,296 |
-15,291 |
London Sugar(LCE) |
Oct16 |
160905 |
539.10 |
541.40 |
538.50 |
540.20 |
+1.20 |
10,417 |
29,671 |
+51 |
Dec16 |
160905 |
544.70 |
545.50 |
542.60 |
544.70 |
+1.10 |
5,403 |
23,481 |
+453 |
Mar17 |
160905 |
547.90 |
550.70 |
547.60 |
550.10 |
+2.50 |
1,848 |
19,719 |
+327 |
May17 |
160905 |
541.40 |
544.10 |
541.30 |
543.50 |
+2.10 |
771 |
10,721 |
+67 |
Aug17 |
160905 |
531.50 |
533.70 |
531.50 |
533.70 |
+1.30 |
414 |
5,088 |
+180 |
Total Volume and Open Interest |
19,095 |
93,445 |
+1,194 |
Cotton(ICE) |
Oct16 |
160902 |
67.90 |
68.03 |
67.10 |
67.51 |
-0.50 |
10 |
164 |
-6 |
Dec16 |
160902 |
68.17 |
68.24 |
67.26 |
67.79 |
-0.39 |
13,408 |
153,971 |
-409 |
Mar17 |
160902 |
68.23 |
68.30 |
67.53 |
68.11 |
-0.08 |
3,729 |
48,951 |
+23 |
May17 |
160902 |
68.34 |
68.38 |
67.69 |
68.20 |
+0.02 |
425 |
6,311 |
-52 |
Jul17 |
160902 |
68.16 |
68.17 |
67.69 |
68.15 |
+0.07 |
306 |
6,642 |
+19 |
Oct17 |
160902 |
67.90 |
67.90 |
67.90 |
67.90 |
+0.07 |
|
|
|
Total Volume and Open Interest |
18,287 |
227,960 |
-232 |
Lumber(CME) |
Sep16 |
160902 |
306.7 |
306.7 |
301.8 |
302.4 |
-6.3 |
256 |
741 |
-161 |
Nov16 |
160902 |
310.9 |
311.8 |
305.8 |
305.8 |
-5.3 |
457 |
3,005 |
-58 |
Jan17 |
160902 |
319.1 |
319.1 |
316.0 |
316.0 |
-3.0 |
2 |
243 |
-1 |
Mar17 |
160902 |
323.4 |
323.4 |
323.4 |
323.4 |
unch |
0 |
64 |
+0 |
Total Volume and Open Interest |
715 |
4,080 |
-220 |
Crude Oil(NYM) |
Oct16 |
160902 |
43.55 |
44.67 |
43.16 |
44.44 |
+1.28 |
549,007 |
441,516 |
+5,668 |
Nov16 |
160902 |
44.11 |
45.26 |
43.75 |
45.04 |
+1.29 |
143,478 |
252,466 |
+5,003 |
Dec16 |
160902 |
44.73 |
45.85 |
44.35 |
45.64 |
+1.30 |
111,117 |
270,063 |
+1,413 |
Jan17 |
160902 |
45.40 |
46.44 |
44.96 |
46.24 |
+1.30 |
31,636 |
127,124 |
+2,625 |
Feb17 |
160902 |
45.81 |
46.98 |
45.54 |
46.79 |
+1.29 |
20,102 |
56,180 |
+1,484 |
Mar17 |
160902 |
46.43 |
47.45 |
46.02 |
47.29 |
+1.28 |
20,368 |
98,095 |
+817 |
Apr17 |
160902 |
46.94 |
47.77 |
46.50 |
47.73 |
+1.28 |
9,078 |
34,063 |
+1,144 |
May17 |
160902 |
47.00 |
48.08 |
46.98 |
48.08 |
+1.28 |
6,339 |
28,255 |
+1,273 |
Jun17 |
160902 |
47.47 |
48.49 |
47.11 |
48.35 |
+1.28 |
21,675 |
99,512 |
+106 |
Jul17 |
160902 |
47.40 |
48.58 |
47.40 |
48.58 |
+1.28 |
4,189 |
21,099 |
-538 |
Aug17 |
160902 |
47.92 |
48.88 |
47.64 |
48.78 |
+1.26 |
2,260 |
16,198 |
+163 |
Sep17 |
160902 |
48.17 |
49.00 |
48.00 |
49.00 |
+1.26 |
5,582 |
38,103 |
+282 |
Oct17 |
160902 |
48.64 |
49.22 |
48.64 |
49.22 |
+1.26 |
1,317 |
14,704 |
+265 |
Nov17 |
160902 |
49.44 |
49.44 |
49.44 |
49.44 |
+1.24 |
919 |
14,024 |
+59 |
Dec17 |
160902 |
48.81 |
49.79 |
48.48 |
49.68 |
+1.23 |
27,142 |
150,051 |
-2,004 |
Jan18 |
160902 |
49.29 |
49.85 |
49.28 |
49.85 |
+1.22 |
734 |
15,694 |
+220 |
Total Volume and Open Interest |
960,439 |
1,806,142 |
+18,251 |
e-miNY Crude Oil(NYM) |
Oct16 |
160902 |
43.550 |
44.675 |
43.150 |
44.450 |
+1.300 |
10,887 |
2,712 |
+448 |
Nov16 |
160902 |
44.125 |
45.250 |
43.775 |
45.050 |
+1.300 |
290 |
509 |
+70 |
Dec16 |
160902 |
44.750 |
45.825 |
44.475 |
45.650 |
+1.300 |
117 |
347 |
-14 |
Jan17 |
160902 |
45.875 |
46.375 |
45.800 |
46.250 |
+1.300 |
3 |
44 |
-1 |
Feb17 |
160902 |
46.225 |
46.900 |
46.225 |
46.800 |
+1.300 |
0 |
99 |
+0 |
Mar17 |
160902 |
46.750 |
47.375 |
46.725 |
47.300 |
+1.300 |
0 |
129 |
+0 |
Apr17 |
160902 |
47.725 |
47.725 |
47.725 |
47.725 |
+1.275 |
4 |
109 |
+0 |
May17 |
160902 |
48.075 |
48.075 |
48.075 |
48.075 |
+1.275 |
8 |
91 |
+0 |
Jun17 |
160902 |
47.925 |
48.400 |
47.625 |
48.350 |
+1.275 |
4 |
16 |
+0 |
Jul17 |
160902 |
48.575 |
48.575 |
48.575 |
48.575 |
+1.275 |
0 |
76 |
+0 |
Total Volume and Open Interest |
11,318 |
4,389 |
+506 |
NY Harbor ULSD(NYM) |
Oct16 |
160902 |
139.13 |
141.51 |
137.94 |
140.96 |
+2.77 |
75,945 |
84,285 |
-3,417 |
Nov16 |
160902 |
140.85 |
143.19 |
139.75 |
142.70 |
+2.70 |
30,683 |
77,053 |
+1,510 |
Dec16 |
160902 |
142.87 |
144.79 |
141.44 |
144.27 |
+2.59 |
35,837 |
63,822 |
-1,460 |
Jan17 |
160902 |
144.64 |
146.58 |
143.36 |
146.07 |
+2.50 |
12,616 |
36,991 |
-1,202 |
Feb17 |
160902 |
145.85 |
147.72 |
145.04 |
147.38 |
+2.48 |
4,405 |
16,078 |
+19 |
Mar17 |
160902 |
146.58 |
148.41 |
145.38 |
148.01 |
+2.47 |
4,328 |
19,424 |
+527 |
Apr17 |
160902 |
146.63 |
148.04 |
146.63 |
147.85 |
+2.50 |
1,424 |
9,070 |
+123 |
May17 |
160902 |
146.67 |
148.12 |
145.75 |
148.12 |
+2.50 |
731 |
7,288 |
+61 |
Jun17 |
160902 |
146.82 |
148.96 |
145.76 |
148.52 |
+2.49 |
1,976 |
24,644 |
+360 |
Jul17 |
160902 |
149.00 |
149.36 |
149.00 |
149.36 |
+2.48 |
133 |
2,693 |
-33 |
Aug17 |
160902 |
150.36 |
150.36 |
150.34 |
150.36 |
+2.48 |
109 |
1,647 |
+19 |
Sep17 |
160902 |
152.58 |
152.58 |
151.51 |
151.51 |
+2.48 |
90 |
2,376 |
+8 |
Oct17 |
160902 |
152.69 |
152.69 |
152.69 |
152.69 |
+2.48 |
65 |
1,851 |
+4 |
Nov17 |
160902 |
153.84 |
153.84 |
153.84 |
153.84 |
+2.45 |
49 |
1,762 |
-2 |
Total Volume and Open Interest |
169,852 |
378,407 |
-8,667 |
RBOB Gasoline(NYM) |
Oct16 |
160902 |
128.10 |
130.85 |
127.60 |
130.16 |
+2.92 |
68,928 |
130,292 |
-261 |
Nov16 |
160902 |
127.45 |
130.25 |
127.00 |
129.66 |
+3.01 |
37,047 |
69,855 |
+1,962 |
Dec16 |
160902 |
127.02 |
129.60 |
126.40 |
129.07 |
+3.02 |
20,676 |
59,938 |
+454 |
Jan17 |
160902 |
127.51 |
130.10 |
126.98 |
129.64 |
+3.00 |
6,660 |
27,612 |
+389 |
Feb17 |
160902 |
129.41 |
131.39 |
129.41 |
131.10 |
+2.98 |
2,269 |
10,357 |
+139 |
Mar17 |
160902 |
130.93 |
133.91 |
130.93 |
133.65 |
+2.98 |
2,829 |
23,485 |
+1,258 |
Apr17 |
160902 |
150.20 |
151.91 |
149.95 |
151.82 |
+3.17 |
1,019 |
18,228 |
+362 |
May17 |
160902 |
152.33 |
153.22 |
151.94 |
153.08 |
+3.25 |
519 |
6,504 |
-36 |
Jun17 |
160902 |
151.39 |
153.35 |
151.18 |
153.19 |
+3.27 |
1,046 |
11,266 |
+143 |
Jul17 |
160902 |
151.79 |
152.56 |
150.88 |
152.56 |
+3.28 |
302 |
2,298 |
-23 |
Total Volume and Open Interest |
142,416 |
386,065 |
-1,749 |
e-miNY RBOB Gasoline(NYM) |
Oct16 |
160902 |
130.16 |
130.16 |
130.16 |
130.16 |
+2.92 |
|
|
|
Nov16 |
160902 |
129.66 |
129.66 |
129.66 |
129.66 |
+3.01 |
|
|
|
Dec16 |
160902 |
129.07 |
129.07 |
129.07 |
129.07 |
+3.02 |
|
|
|
Jan17 |
160902 |
129.64 |
129.64 |
129.64 |
129.64 |
+3.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Oct16 |
160902 |
2.805 |
2.825 |
2.770 |
2.792 |
unch |
140,178 |
236,103 |
+6,458 |
Nov16 |
160902 |
2.916 |
2.934 |
2.885 |
2.898 |
-0.010 |
52,439 |
192,298 |
-282 |
Dec16 |
160902 |
3.122 |
3.138 |
3.093 |
3.101 |
-0.012 |
30,411 |
75,429 |
-912 |
Jan17 |
160902 |
3.253 |
3.265 |
3.221 |
3.226 |
-0.016 |
31,297 |
123,468 |
+291 |
Feb17 |
160902 |
3.255 |
3.271 |
3.230 |
3.234 |
-0.014 |
6,468 |
31,436 |
+282 |
Mar17 |
160902 |
3.213 |
3.229 |
3.192 |
3.195 |
-0.013 |
14,647 |
86,722 |
-448 |
Apr17 |
160902 |
2.978 |
3.003 |
2.969 |
2.972 |
-0.008 |
13,463 |
73,730 |
+764 |
May17 |
160902 |
2.959 |
2.975 |
2.946 |
2.948 |
-0.005 |
3,662 |
26,689 |
+215 |
Jun17 |
160902 |
2.987 |
3.002 |
2.975 |
2.978 |
-0.004 |
2,108 |
25,039 |
-101 |
Jul17 |
160902 |
3.022 |
3.028 |
3.006 |
3.006 |
-0.004 |
2,038 |
17,316 |
+117 |
Aug17 |
160902 |
3.025 |
3.038 |
3.015 |
3.015 |
-0.005 |
1,720 |
14,421 |
-45 |
Sep17 |
160902 |
3.004 |
3.022 |
2.993 |
2.999 |
-0.005 |
2,239 |
17,212 |
+917 |
Oct17 |
160902 |
3.034 |
3.047 |
3.022 |
3.023 |
-0.006 |
3,775 |
32,012 |
+644 |
Nov17 |
160902 |
3.090 |
3.101 |
3.074 |
3.079 |
-0.005 |
840 |
14,241 |
+171 |
Dec17 |
160902 |
3.222 |
3.236 |
3.210 |
3.210 |
-0.005 |
675 |
16,614 |
-77 |
Jan18 |
160902 |
3.327 |
3.337 |
3.310 |
3.312 |
-0.006 |
1,051 |
14,626 |
-29 |
Total Volume and Open Interest |
308,192 |
1,045,572 |
+8,197 |
Brent Crude Oil(ICE) |
Nov16 |
160905 |
46.70 |
49.40 |
46.40 |
47.63 |
+0.80 |
290,044 |
473,761 |
-20,065 |
Dec16 |
160905 |
47.08 |
49.75 |
46.79 |
48.01 |
+0.80 |
179,526 |
411,173 |
-9,117 |
Jan17 |
160905 |
47.43 |
50.10 |
47.19 |
48.39 |
+0.80 |
63,888 |
150,895 |
+5,179 |
Feb17 |
160905 |
47.80 |
50.46 |
47.61 |
48.79 |
+0.79 |
32,840 |
92,942 |
+408 |
Mar17 |
160905 |
48.19 |
50.84 |
48.05 |
49.21 |
+0.78 |
46,105 |
130,948 |
-64 |
Apr17 |
160905 |
48.69 |
51.19 |
48.45 |
49.58 |
+0.77 |
20,586 |
49,144 |
+4,796 |
May17 |
160905 |
48.92 |
51.51 |
48.87 |
49.92 |
+0.75 |
8,261 |
43,890 |
-94 |
Jun17 |
160905 |
49.35 |
51.80 |
49.13 |
50.21 |
+0.73 |
35,199 |
115,988 |
-2,740 |
Jul17 |
160905 |
49.52 |
52.01 |
49.44 |
50.48 |
+0.71 |
2,104 |
23,495 |
+184 |
Aug17 |
160905 |
50.73 |
50.73 |
50.73 |
50.73 |
+0.70 |
1,563 |
18,825 |
+12 |
Sep17 |
160905 |
50.95 |
50.95 |
50.95 |
50.95 |
+0.68 |
3,077 |
47,819 |
+71 |
Oct17 |
160905 |
51.17 |
51.17 |
51.17 |
51.17 |
+0.66 |
1,559 |
20,401 |
+288 |
Nov17 |
160905 |
51.37 |
51.37 |
51.37 |
51.37 |
+0.65 |
838 |
16,828 |
+209 |
Dec17 |
160905 |
50.76 |
53.08 |
50.56 |
51.54 |
+0.64 |
35,824 |
205,940 |
-2,528 |
Total Volume and Open Interest |
736,987 |
2,097,641 |
-20,938 |
Gas Oil(ICE) |
Sep16 |
160905 |
407.25 |
429.50 |
405.00 |
414.25 |
+4.75 |
44,062 |
82,881 |
-6,783 |
Oct16 |
160905 |
411.50 |
434.25 |
409.25 |
418.75 |
+4.75 |
103,934 |
150,008 |
-5,517 |
Nov16 |
160905 |
412.75 |
437.25 |
412.50 |
422.00 |
+4.75 |
52,854 |
75,479 |
+3,129 |
Dec16 |
160905 |
418.00 |
440.25 |
415.75 |
425.00 |
+4.75 |
59,896 |
136,633 |
+3,062 |
Jan17 |
160905 |
421.25 |
444.25 |
420.25 |
429.25 |
+4.75 |
19,227 |
51,565 |
+3,535 |
Feb17 |
160905 |
425.25 |
448.50 |
425.25 |
433.50 |
+4.75 |
4,436 |
31,475 |
+946 |
Mar17 |
160905 |
428.75 |
451.75 |
428.75 |
436.75 |
+4.75 |
4,150 |
33,459 |
+970 |
Apr17 |
160905 |
432.00 |
454.50 |
431.00 |
439.50 |
+4.50 |
1,957 |
17,513 |
+486 |
May17 |
160905 |
444.75 |
456.75 |
441.00 |
442.00 |
+4.50 |
1,859 |
14,457 |
+58 |
Jun17 |
160905 |
437.00 |
459.00 |
436.00 |
444.50 |
+4.50 |
6,665 |
47,981 |
+1,582 |
Total Volume and Open Interest |
313,554 |
820,915 |
+4,911 |
Ethanol(CBOT) |
Oct16 |
160902 |
1.445 |
1.460 |
1.440 |
1.446 |
+0.016 |
129 |
1,892 |
+6 |
Nov16 |
160902 |
1.416 |
1.416 |
1.410 |
1.412 |
+0.005 |
71 |
682 |
+46 |
Dec16 |
160902 |
1.380 |
1.380 |
1.373 |
1.377 |
+0.002 |
72 |
1,172 |
+36 |
Jan17 |
160902 |
1.365 |
1.365 |
1.348 |
1.357 |
+0.002 |
12 |
461 |
+1 |
Feb17 |
160902 |
1.356 |
1.356 |
1.354 |
1.354 |
+0.002 |
110 |
158 |
-5 |
Mar17 |
160902 |
1.381 |
1.381 |
1.368 |
1.368 |
+0.002 |
270 |
62 |
+55 |
Apr17 |
160902 |
1.385 |
1.385 |
1.385 |
1.385 |
+0.002 |
160 |
167 |
+160 |
May17 |
160902 |
1.385 |
1.385 |
1.385 |
1.385 |
+0.002 |
|
|
|
Total Volume and Open Interest |
882 |
4,640 |
+249 |
WTI Crude Oil(ICE) |
Oct16 |
160905 |
44.08 |
46.52 |
44.06 |
45.19 |
+0.75 |
45,622 |
71,660 |
+865 |
Nov16 |
160905 |
44.67 |
47.17 |
44.67 |
45.78 |
+0.74 |
49,629 |
74,107 |
+2,858 |
Dec16 |
160905 |
45.31 |
47.84 |
45.30 |
46.40 |
+0.76 |
40,746 |
104,841 |
-549 |
Jan17 |
160905 |
46.00 |
48.36 |
46.00 |
46.99 |
+0.75 |
13,255 |
33,194 |
+398 |
Feb17 |
160905 |
46.78 |
48.91 |
46.78 |
47.53 |
+0.74 |
9,447 |
22,397 |
+39 |
Mar17 |
160905 |
47.28 |
49.39 |
47.28 |
48.01 |
+0.72 |
7,339 |
33,966 |
+2,015 |
Apr17 |
160905 |
48.61 |
48.61 |
48.43 |
48.43 |
+0.70 |
1,906 |
6,933 |
-63 |
May17 |
160905 |
48.77 |
48.77 |
48.77 |
48.77 |
+0.69 |
683 |
6,490 |
+135 |
Jun17 |
160905 |
49.22 |
50.45 |
49.01 |
49.03 |
+0.68 |
7,005 |
34,579 |
-1,284 |
Jul17 |
160905 |
49.24 |
49.24 |
49.24 |
49.24 |
+0.66 |
301 |
3,914 |
+138 |
Aug17 |
160905 |
49.43 |
49.43 |
49.43 |
49.43 |
+0.65 |
106 |
900 |
-22 |
Sep17 |
160905 |
49.62 |
49.62 |
49.62 |
49.62 |
+0.62 |
241 |
9,966 |
-33 |
Oct17 |
160905 |
49.82 |
49.82 |
49.82 |
49.82 |
+0.60 |
53 |
1,559 |
+0 |
Nov17 |
160905 |
50.02 |
50.02 |
50.02 |
50.02 |
+0.58 |
43 |
1,089 |
+9 |
Dec17 |
160905 |
50.50 |
51.65 |
50.08 |
50.27 |
+0.59 |
14,708 |
64,614 |
-1,642 |
Jan18 |
160905 |
50.44 |
50.44 |
50.44 |
50.44 |
+0.59 |
19 |
528 |
-3 |
Total Volume and Open Interest |
193,043 |
518,833 |
+3,677 |
US Dollar Index(ICE) |
Sep16 |
160905 |
95.880 |
95.890 |
95.550 |
95.845 |
unch |
19,219 |
43,086 |
+13 |
Dec16 |
160905 |
95.820 |
95.820 |
95.500 |
95.795 |
unch |
1,030 |
10,122 |
+158 |
Mar17 |
160905 |
95.785 |
95.785 |
95.540 |
95.760 |
unch |
62 |
2,268 |
+5 |
Total Volume and Open Interest |
20,355 |
55,651 |
+181 |
Australian Dollar(CME) |
Sep16 |
160902 |
75.48 |
76.13 |
75.33 |
75.64 |
+0.12 |
103,340 |
103,906 |
-3,187 |
Dec16 |
160902 |
75.36 |
75.95 |
75.18 |
75.48 |
+0.12 |
1,068 |
3,476 |
+551 |
Mar17 |
160902 |
75.34 |
75.61 |
75.19 |
75.34 |
+0.12 |
0 |
21 |
+0 |
Total Volume and Open Interest |
104,408 |
107,404 |
-2,636 |
British Pound(CME) |
Sep16 |
160902 |
132.80 |
133.56 |
132.54 |
132.98 |
+0.24 |
96,365 |
238,025 |
+2,624 |
Dec16 |
160902 |
133.03 |
133.79 |
132.80 |
133.22 |
+0.23 |
1,342 |
12,687 |
+789 |
Mar17 |
160902 |
133.09 |
133.95 |
133.06 |
133.48 |
+0.24 |
11 |
627 |
+0 |
Total Volume and Open Interest |
97,718 |
251,823 |
+3,413 |
Canadian Dollar(CME) |
Sep16 |
160902 |
76.36 |
77.04 |
76.25 |
76.96 |
+0.61 |
72,250 |
117,620 |
-2,667 |
Dec16 |
160902 |
76.41 |
77.07 |
76.24 |
76.99 |
+0.60 |
1,234 |
4,868 |
+120 |
Mar17 |
160902 |
76.47 |
77.09 |
76.37 |
77.03 |
+0.60 |
73 |
409 |
+0 |
Jun17 |
160902 |
76.48 |
77.10 |
76.48 |
77.08 |
+0.60 |
20 |
200 |
+8 |
Total Volume and Open Interest |
73,577 |
123,177 |
-2,539 |
Japanese Yen(CME) |
Sep16 |
160902 |
96.90 |
97.37 |
95.90 |
96.25 |
-0.57 |
109,408 |
157,342 |
-1,069 |
Dec16 |
160902 |
97.30 |
97.71 |
96.30 |
96.65 |
-0.57 |
2,769 |
6,616 |
+1,086 |
Mar17 |
160902 |
97.30 |
98.03 |
96.76 |
97.06 |
-0.57 |
0 |
270 |
+0 |
Total Volume and Open Interest |
112,178 |
164,346 |
+17 |
Swiss Franc(CME) |
Sep16 |
160902 |
102.11 |
102.76 |
101.87 |
102.07 |
-0.05 |
21,140 |
43,828 |
+1,798 |
Dec16 |
160902 |
102.65 |
103.26 |
102.45 |
102.60 |
-0.06 |
670 |
730 |
+483 |
Mar17 |
160902 |
103.15 |
103.61 |
103.05 |
103.14 |
-0.06 |
|
|
|
Total Volume and Open Interest |
21,810 |
44,575 |
+2,281 |
EuroFX(CME) |
Sep16 |
160902 |
112.03 |
112.61 |
111.40 |
111.65 |
-0.40 |
148,992 |
349,835 |
-2,934 |
Dec16 |
160902 |
112.46 |
113.05 |
112.01 |
112.10 |
-0.39 |
3,524 |
12,037 |
+2,053 |
Mar17 |
160902 |
112.84 |
113.43 |
112.48 |
112.55 |
-0.40 |
94 |
1,354 |
+8 |
Total Volume and Open Interest |
152,613 |
363,967 |
-876 |
Mexican Peso(CME) |
Sep16 |
160902 |
532.13 |
538.75 |
530.75 |
537.63 |
+4.88 |
57,255 |
86,384 |
+4,509 |
Oct16 |
160902 |
536.25 |
536.25 |
536.25 |
536.25 |
+5.00 |
|
|
|
Total Volume and Open Interest |
57,638 |
118,706 |
+4,605 |
Brazilian Real(CME) |
Oct16 |
160902 |
299.40 |
307.50 |
298.55 |
305.95 |
+0.10 |
2,674 |
22,093 |
+1,350 |
Nov16 |
160902 |
303.35 |
303.35 |
302.15 |
303.35 |
+0.10 |
6 |
4 |
+2 |
Dec16 |
160902 |
299.50 |
300.65 |
299.45 |
300.65 |
+0.15 |
42 |
3,416 |
+0 |
Jan17 |
160902 |
298.10 |
298.10 |
298.10 |
298.10 |
-0.25 |
|
|
|
Total Volume and Open Interest |
2,722 |
25,513 |
-7,976 |
30-Year T-Bonds(CBOT) |
Sep16 |
160902 |
171~290 |
172~250 |
170~080 |
170~310 |
-0~310 |
42,013 |
25,382 |
-12,981 |
Dec16 |
160902 |
170~160 |
171~070 |
168~250 |
169~160 |
-0~310 |
244,752 |
546,777 |
+2,744 |
Mar17 |
160902 |
168~120 |
168~120 |
168~120 |
168~120 |
-0~310 |
|
|
|
Total Volume and Open Interest |
286,765 |
572,159 |
-10,237 |
10-Year T-Notes(CBOT) |
Sep16 |
160902 |
131~265 |
132~085 |
131~150 |
131~230 |
-0~055 |
256,770 |
166,564 |
-50,343 |
Dec16 |
160902 |
130~305 |
131~120 |
130~160 |
130~250 |
-0~055 |
1,303,110 |
2,672,573 |
+30,712 |
Mar17 |
160902 |
129~310 |
129~310 |
129~310 |
129~310 |
-0~055 |
|
|
|
Total Volume and Open Interest |
1,559,880 |
2,839,137 |
-19,631 |
5-Year T-Notes(CBOT) |
Sep16 |
160902 |
121~070 |
121~162 |
121~024 |
121~080 |
-0~002 |
254,282 |
210,446 |
-89,344 |
Dec16 |
160902 |
121~076 |
121~164 |
121~016 |
121~074 |
-0~004 |
837,016 |
2,645,191 |
+6,557 |
Mar17 |
160902 |
120~296 |
120~296 |
120~296 |
120~296 |
-0~004 |
|
|
|
Total Volume and Open Interest |
1,091,298 |
2,855,637 |
-82,787 |
2 Year T-Notes(CBOT) |
Sep16 |
160902 |
109~084 |
109~126 |
109~070 |
109~080 |
-0~004 |
79,225 |
77,557 |
-30,949 |
Dec16 |
160902 |
109~050 |
109~090 |
109~032 |
109~044 |
-0~004 |
276,748 |
1,009,107 |
+7,341 |
Mar17 |
160902 |
109~040 |
109~040 |
109~040 |
109~040 |
-0~004 |
|
|
|
Total Volume and Open Interest |
355,973 |
1,086,664 |
-23,608 |
Eurodollars(CME) |
Sep16 |
160902 |
99.128 |
99.170 |
99.122 |
99.137 |
+0.010 |
230,377 |
1,096,873 |
+966 |
Dec16 |
160902 |
99.060 |
99.115 |
99.050 |
99.055 |
-0.010 |
251,028 |
1,507,582 |
+11,736 |
Mar17 |
160902 |
99.020 |
99.085 |
99.000 |
99.010 |
-0.010 |
216,340 |
1,091,031 |
-7,066 |
Jun17 |
160902 |
98.975 |
99.055 |
98.955 |
98.970 |
-0.005 |
178,669 |
1,005,309 |
+12,095 |
Sep17 |
160902 |
98.930 |
99.015 |
98.915 |
98.930 |
unch |
168,363 |
864,518 |
-15,576 |
Dec17 |
160902 |
98.885 |
98.970 |
98.865 |
98.885 |
unch |
195,909 |
1,323,759 |
-4,900 |
Mar18 |
160902 |
98.865 |
98.945 |
98.840 |
98.865 |
+0.005 |
128,082 |
629,089 |
-406 |
Jun18 |
160902 |
98.835 |
98.915 |
98.805 |
98.835 |
+0.005 |
116,008 |
494,809 |
-2,035 |
Sep18 |
160902 |
98.795 |
98.885 |
98.770 |
98.800 |
+0.005 |
103,960 |
458,487 |
+9,343 |
Dec18 |
160902 |
98.750 |
98.840 |
98.725 |
98.760 |
+0.010 |
110,874 |
624,311 |
+14,413 |
Mar19 |
160902 |
98.725 |
98.800 |
98.700 |
98.735 |
+0.010 |
67,466 |
412,573 |
-4,082 |
Jun19 |
160902 |
98.690 |
98.765 |
98.665 |
98.705 |
+0.010 |
55,517 |
316,762 |
+3,057 |
Sep19 |
160902 |
98.655 |
98.735 |
98.625 |
98.670 |
+0.010 |
37,927 |
247,388 |
+3,196 |
Dec19 |
160902 |
98.615 |
98.695 |
98.580 |
98.625 |
+0.005 |
44,688 |
269,872 |
-1,816 |
Mar20 |
160902 |
98.590 |
98.640 |
98.550 |
98.595 |
+0.005 |
23,790 |
144,876 |
-654 |
Jun20 |
160902 |
98.555 |
98.615 |
98.510 |
98.560 |
+0.005 |
23,317 |
101,346 |
+873 |
Sep20 |
160902 |
98.520 |
98.575 |
98.475 |
98.525 |
+0.005 |
24,463 |
80,515 |
+1,968 |
Dec20 |
160902 |
98.480 |
98.540 |
98.430 |
98.480 |
unch |
21,686 |
104,880 |
-2,310 |
Total Volume and Open Interest |
2,065,911 |
11,128,831 |
+30,806 |
Ultra T-Bond(CBOT) |
Sep16 |
160902 |
188~08 |
188~27 |
186~01 |
186~25 |
-1~10 |
39,054 |
40,579 |
-19,862 |
Dec16 |
160902 |
187~15 |
188~05 |
185~08 |
186~02 |
-1~11 |
120,092 |
594,486 |
+10,557 |
Mar17 |
160902 |
185~02 |
185~02 |
185~02 |
185~02 |
-1~11 |
|
|
|
Total Volume and Open Interest |
159,146 |
635,065 |
-9,305 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160902 |
144~235 |
145~045 |
144~040 |
144~150 |
-0~095 |
13,808 |
18,740 |
-6,026 |
Dec16 |
160902 |
144~100 |
144~230 |
143~200 |
144~000 |
-0~100 |
77,519 |
181,199 |
-2,120 |
Mar17 |
160902 |
144~000 |
144~000 |
144~000 |
144~000 |
-0~100 |
|
|
|
Total Volume and Open Interest |
91,327 |
199,939 |
-8,146 |
30 Day Federal Funds(CBOT) |
Sep16 |
160902 |
99.582 |
99.605 |
99.580 |
99.585 |
+0.003 |
12,694 |
61,352 |
-3,184 |
Oct16 |
160902 |
99.540 |
99.590 |
99.535 |
99.545 |
+0.005 |
69,306 |
268,453 |
+16,729 |
Nov16 |
160902 |
99.520 |
99.565 |
99.520 |
99.530 |
+0.010 |
39,136 |
135,988 |
+8,919 |
Dec16 |
160902 |
99.480 |
99.520 |
99.470 |
99.475 |
+0.005 |
7,917 |
81,555 |
+1,912 |
Jan17 |
160902 |
99.440 |
99.480 |
99.430 |
99.440 |
+0.005 |
22,043 |
105,816 |
-3,684 |
Feb17 |
160902 |
99.425 |
99.460 |
99.410 |
99.425 |
unch |
7,897 |
72,784 |
+2,167 |
Total Volume and Open Interest |
172,408 |
901,890 |
-116,182 |
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 |
160905 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160905 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160905 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160905 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160905 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160905 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160905 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160905 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160905 |
151.14 |
151.28 |
150.82 |
151.12 |
-0.02 |
2,171 |
17,469 |
+188 |
Dec16 |
160905 |
151.36 |
151.73 |
151.22 |
151.38 |
-0.03 |
606 |
759 |
+570 |
Mar17 |
160905 |
151.30 |
151.30 |
151.30 |
151.30 |
-0.03 |
|
|
|
Total Volume and Open Interest |
2,777 |
18,228 |
+758 |
Euro-Buxl(EUREX) |
Sep16 |
160905 |
189.92 |
191.02 |
189.72 |
190.60 |
+0.78 |
60,130 |
160,784 |
+17,054 |
Dec16 |
160905 |
188.46 |
189.32 |
188.08 |
188.88 |
+0.72 |
21,474 |
27,552 |
+18,515 |
Mar17 |
160905 |
188.50 |
188.66 |
188.06 |
188.06 |
+0.78 |
|
|
|
Total Volume and Open Interest |
81,604 |
188,336 |
+35,569 |
Euro-Bund(EUREX) |
Sep16 |
160905 |
167.22 |
167.44 |
167.13 |
167.26 |
+0.30 |
928,286 |
1,785,748 |
+147,545 |
Dec16 |
160905 |
164.54 |
164.72 |
164.44 |
164.56 |
+0.29 |
268,275 |
416,577 |
+167,501 |
Mar17 |
160905 |
167.00 |
167.15 |
166.89 |
167.04 |
+0.40 |
87 |
571 |
+24 |
Total Volume and Open Interest |
1,196,648 |
2,202,896 |
+315,070 |
Euro-Bobl(EUREX) |
Sep16 |
160905 |
133.67 |
133.69 |
133.61 |
133.66 |
+0.09 |
584,283 |
1,424,007 |
+79,245 |
Dec16 |
160905 |
131.69 |
131.70 |
131.62 |
131.64 |
+0.06 |
176,380 |
334,460 |
+125,168 |
Mar17 |
160905 |
133.59 |
133.59 |
133.59 |
133.59 |
+0.09 |
|
|
|
Total Volume and Open Interest |
760,663 |
1,758,467 |
+204,413 |
Euro-Schatz(EUREX) |
Sep16 |
160905 |
112.05 |
112.06 |
112.04 |
112.05 |
+0.03 |
377,859 |
1,179,182 |
+10,471 |
Dec16 |
160905 |
112.04 |
112.06 |
112.03 |
112.04 |
+0.03 |
236,043 |
345,792 |
+130,359 |
Mar17 |
160905 |
112.05 |
112.05 |
112.05 |
112.05 |
+0.03 |
|
|
|
Total Volume and Open Interest |
613,902 |
1,524,974 |
+140,830 |
3-Mth Euribor(EUREX) |
Sep16 |
160905 |
100.310 |
100.310 |
100.310 |
100.310 |
unch |
30 |
3,847 |
+0 |
Dec16 |
160905 |
100.335 |
100.335 |
100.335 |
100.335 |
+0.005 |
0 |
2,915 |
+0 |
Mar17 |
160905 |
100.345 |
100.345 |
100.345 |
100.345 |
+0.010 |
0 |
3,210 |
-5 |
Total Volume and Open Interest |
68 |
76,999 |
-2 |
Long Gilt(LIFFE) |
Sep16 |
160905 |
131~26 |
131~31 |
131~23 |
131~28 |
+0~12 |
7,855 |
30,693 |
-5,922 |
Dec16 |
160905 |
130~23 |
130~32 |
130~17 |
130~24 |
+0~12 |
227,863 |
480,111 |
-1,472 |
Total Volume and Open Interest |
235,718 |
510,804 |
-7,394 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160905 |
99.62 |
99.63 |
99.61 |
99.62 |
unch |
36,582 |
328,540 |
-6,361 |
Dec16 |
160905 |
99.68 |
99.69 |
99.67 |
99.68 |
unch |
88,884 |
563,129 |
+12,659 |
Mar17 |
160905 |
99.70 |
99.71 |
99.69 |
99.70 |
unch |
87,182 |
322,615 |
-3,353 |
Jun17 |
160905 |
99.71 |
99.72 |
99.70 |
99.71 |
unch |
90,442 |
326,919 |
+4,233 |
Sep17 |
160905 |
99.72 |
99.73 |
99.71 |
99.72 |
unch |
87,733 |
278,278 |
-2,660 |
Dec17 |
160905 |
99.71 |
99.73 |
99.70 |
99.72 |
unch |
86,189 |
347,829 |
+6,462 |
Total Volume and Open Interest |
1,003,868 |
3,111,333 |
+8,246 |
3-Mth Euribor(LIFFE) |
Sep16 |
160905 |
100.310 |
100.310 |
100.305 |
100.310 |
unch |
22,325 |
327,150 |
-9,835 |
Dec16 |
160905 |
100.330 |
100.335 |
100.325 |
100.335 |
+0.005 |
38,081 |
447,780 |
+4,668 |
Mar17 |
160905 |
100.340 |
100.345 |
100.335 |
100.345 |
+0.010 |
18,231 |
353,820 |
-1,989 |
Total Volume and Open Interest |
355,207 |
3,064,287 |
-17,366 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160905 |
98.25 |
98.26 |
98.23 |
98.25 |
unch |
5,918 |
107,476 |
-4,075 |
Dec16 |
160905 |
98.33 |
98.33 |
98.30 |
98.32 |
-0.01 |
17,576 |
204,993 |
-2,989 |
Mar17 |
160905 |
98.38 |
98.38 |
98.36 |
98.38 |
unch |
16,724 |
155,599 |
-2,333 |
Jun17 |
160905 |
98.41 |
98.42 |
98.39 |
98.41 |
-0.01 |
14,599 |
132,724 |
+25 |
Sep17 |
160905 |
98.43 |
98.43 |
98.41 |
98.43 |
unch |
12,702 |
103,654 |
+3,907 |
Dec17 |
160905 |
98.43 |
98.44 |
98.42 |
98.43 |
-0.01 |
3,659 |
84,343 |
+602 |
Mar18 |
160905 |
98.43 |
98.44 |
98.42 |
98.42 |
-0.01 |
2,263 |
63,634 |
+127 |
Jun18 |
160905 |
98.41 |
98.42 |
98.40 |
98.41 |
-0.01 |
884 |
46,248 |
-12 |
Sep18 |
160905 |
98.39 |
98.39 |
98.39 |
98.39 |
-0.01 |
209 |
7,247 |
-52 |
Dec18 |
160905 |
98.35 |
98.36 |
98.35 |
98.36 |
-0.01 |
17 |
4,511 |
+0 |
Total Volume and Open Interest |
74,559 |
913,707 |
-4,792 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160905 |
98.13 |
98.17 |
98.08 |
98.10 |
-0.04 |
76,779 |
832,296 |
-1,027 |
Dec16 |
160905 |
98.15 |
98.18 |
98.11 |
98.11 |
-0.05 |
622 |
1,209 |
+418 |
Total Volume and Open Interest |
77,401 |
833,505 |
-609 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160905 |
98.58 |
98.60 |
98.55 |
98.57 |
-0.01 |
98,568 |
862,043 |
-8,936 |
Dec16 |
160905 |
98.65 |
98.65 |
98.62 |
98.64 |
-0.01 |
4,470 |
17,119 |
+4,215 |
Total Volume and Open Interest |
103,038 |
879,162 |
-4,721 |
Gold(CMX) |
Oct16 |
160902 |
1314.1 |
1330.3 |
1304.0 |
1323.2 |
+9.6 |
4,106 |
44,836 |
-363 |
Dec16 |
160902 |
1318.0 |
1334.0 |
1307.4 |
1326.7 |
+9.6 |
179,946 |
413,031 |
-3,353 |
Feb17 |
160902 |
1320.9 |
1337.1 |
1310.6 |
1329.9 |
+9.5 |
3,860 |
38,336 |
+41 |
Apr17 |
160902 |
1320.5 |
1336.0 |
1315.0 |
1332.4 |
+9.5 |
493 |
9,859 |
-14 |
Jun17 |
160902 |
1322.1 |
1338.4 |
1315.7 |
1334.7 |
+9.4 |
1,882 |
17,022 |
+1,544 |
Aug17 |
160902 |
1334.0 |
1337.1 |
1332.0 |
1337.1 |
+9.4 |
126 |
7,992 |
+8 |
Oct17 |
160902 |
1339.4 |
1339.4 |
1339.4 |
1339.4 |
+9.3 |
2 |
1,335 |
+1 |
Dec17 |
160902 |
1330.1 |
1345.8 |
1330.1 |
1341.6 |
+9.1 |
1,134 |
11,994 |
+547 |
Feb18 |
160902 |
1343.9 |
1343.9 |
1343.9 |
1343.9 |
+9.1 |
0 |
135 |
+0 |
Apr18 |
160902 |
1346.2 |
1346.2 |
1346.2 |
1346.2 |
+9.2 |
0 |
4 |
+0 |
Jun18 |
160902 |
1349.2 |
1350.2 |
1348.5 |
1348.5 |
+9.4 |
1,215 |
4,108 |
-226 |
Total Volume and Open Interest |
193,125 |
554,729 |
-3,669 |
Silver(CMX) |
Sep16 |
160902 |
1886.0 |
1939.5 |
1878.0 |
1927.6 |
+41.9 |
1,589 |
2,503 |
-909 |
Dec16 |
160902 |
1895.5 |
1953.5 |
1882.5 |
1936.6 |
+42.3 |
43,363 |
163,766 |
-79 |
Mar17 |
160902 |
1905.5 |
1963.5 |
1895.0 |
1947.1 |
+42.3 |
845 |
12,701 |
+194 |
May17 |
160902 |
1942.5 |
1954.5 |
1942.5 |
1953.7 |
+42.3 |
341 |
1,041 |
+182 |
Jul17 |
160902 |
1956.0 |
1960.5 |
1956.0 |
1960.2 |
+42.3 |
4 |
2,484 |
+2 |
Sep17 |
160902 |
1966.7 |
1966.7 |
1966.7 |
1966.7 |
+42.2 |
1 |
473 |
+1 |
Dec17 |
160902 |
1943.0 |
1976.0 |
1943.0 |
1975.7 |
+41.8 |
1 |
2,209 |
+1 |
Total Volume and Open Interest |
46,500 |
188,835 |
-581 |
Platinum(NYMEX) |
Oct16 |
160902 |
1049.8 |
1069.9 |
1047.8 |
1062.2 |
+13.3 |
11,504 |
67,701 |
-1,460 |
Jan17 |
160902 |
1054.3 |
1072.6 |
1051.1 |
1064.9 |
+13.4 |
1,427 |
9,936 |
+410 |
Apr17 |
160902 |
1064.1 |
1067.5 |
1062.6 |
1067.5 |
+13.4 |
138 |
896 |
+138 |
Jul17 |
160902 |
1068.6 |
1069.8 |
1068.6 |
1069.8 |
+13.4 |
0 |
16 |
+0 |
Total Volume and Open Interest |
13,070 |
78,621 |
-922 |
Palladium(NYMEX) |
Sep16 |
160902 |
669.30 |
674.20 |
669.30 |
674.20 |
+12.95 |
125 |
66 |
-50 |
Dec16 |
160902 |
665.15 |
679.75 |
665.05 |
673.55 |
+11.85 |
4,491 |
25,249 |
-83 |
Mar17 |
160902 |
674.70 |
674.80 |
669.00 |
674.80 |
+11.70 |
15 |
60 |
+7 |
Total Volume and Open Interest |
4,638 |
25,418 |
-127 |
Copper(CMX) |
Sep16 |
160902 |
207.65 |
208.55 |
206.85 |
207.15 |
+0.30 |
1,634 |
3,024 |
-724 |
Dec16 |
160902 |
208.00 |
209.35 |
207.45 |
207.80 |
+0.25 |
49,878 |
140,728 |
+3,323 |
Mar17 |
160902 |
208.95 |
210.20 |
208.50 |
208.75 |
+0.30 |
1,805 |
29,243 |
+412 |
May17 |
160902 |
209.55 |
210.85 |
209.15 |
209.45 |
+0.30 |
82 |
5,485 |
+21 |
Jul17 |
160902 |
210.60 |
211.15 |
210.00 |
210.05 |
+0.30 |
17 |
1,179 |
+2 |
Total Volume and Open Interest |
54,019 |
189,978 |
+2,950 |
E-mini DJIA Index(CBOT) |
Sep16 |
160902 |
18395 |
18539 |
18378 |
18480 |
+85 |
132,594 |
142,628 |
-1,193 |
Dec16 |
160902 |
18307 |
18449 |
18296 |
18392 |
+81 |
251 |
1,441 |
-7 |
Mar17 |
160902 |
18214 |
18339 |
18214 |
18325 |
+81 |
4 |
403 |
+1 |
Jun17 |
160902 |
18284 |
18284 |
18284 |
18284 |
+81 |
0 |
3 |
+0 |
Total Volume and Open Interest |
132,849 |
144,475 |
-1,199 |
S & P 500(CME) |
Sep16 |
160902 |
2166.70 |
2183.30 |
2164.60 |
2178.00 |
+10.70 |
5,755 |
95,677 |
-1,252 |
Dec16 |
160902 |
2175.50 |
2175.70 |
2167.20 |
2170.90 |
+10.70 |
992 |
4,029 |
+1,166 |
Mar17 |
160902 |
2164.60 |
2169.40 |
2164.60 |
2164.60 |
+10.70 |
0 |
60 |
+0 |
Jun17 |
160902 |
2158.70 |
2163.50 |
2158.70 |
2158.70 |
+10.70 |
0 |
60 |
+0 |
Total Volume and Open Interest |
6,747 |
99,826 |
-86 |
S & P 500 E-Mini(Globex) |
Sep16 |
160902 |
2166.25 |
2183.75 |
2164.25 |
2178.00 |
+10.75 |
1,864,629 |
2,969,745 |
+22,065 |
Dec16 |
160902 |
2158.25 |
2176.50 |
2157.25 |
2171.00 |
+10.75 |
27,043 |
119,667 |
+16,560 |
Mar17 |
160902 |
2161.00 |
2169.75 |
2151.50 |
2164.50 |
+10.50 |
85 |
886 |
+7 |
Jun17 |
160902 |
2160.00 |
2161.75 |
2155.00 |
2158.75 |
+10.75 |
0 |
473 |
+0 |
Total Volume and Open Interest |
1,891,757 |
3,090,774 |
+38,632 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160902 |
4777.50 |
4817.80 |
4774.30 |
4795.30 |
+17.80 |
198,477 |
304,986 |
+2,551 |
Dec16 |
160902 |
4771.50 |
4812.00 |
4769.00 |
4789.80 |
+17.50 |
558 |
3,104 |
+159 |
Mar17 |
160902 |
4783.80 |
4792.50 |
4783.80 |
4783.80 |
+17.50 |
2 |
54 |
+2 |
Total Volume and Open Interest |
199,037 |
308,151 |
+2,712 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160902 |
1562.20 |
1578.90 |
1560.40 |
1578.70 |
+16.30 |
17,254 |
84,796 |
-1,140 |
Dec16 |
160902 |
1573.40 |
1573.40 |
1573.40 |
1573.40 |
+16.30 |
0 |
10 |
+0 |
Mar17 |
160902 |
1573.90 |
1573.90 |
1573.90 |
1573.90 |
+16.30 |
|
|
|
Total Volume and Open Interest |
17,254 |
84,806 |
-1,140 |
Volatility Index(CBOE) |
Sep16 |
160902 |
14.60 |
14.83 |
13.85 |
13.93 |
-0.65 |
72,241 |
234,644 |
-6,221 |
Oct16 |
160902 |
16.65 |
16.85 |
16.25 |
16.38 |
-0.30 |
48,405 |
135,872 |
+3,318 |
Nov16 |
160902 |
17.73 |
17.90 |
17.50 |
17.58 |
-0.15 |
17,673 |
51,109 |
-377 |
Dec16 |
160902 |
18.15 |
18.30 |
17.96 |
18.08 |
-0.05 |
5,150 |
44,577 |
-25 |
Total Volume and Open Interest |
153,881 |
511,296 |
-1,458 |
Russell 2000(ICE) |
Sep16 |
160905 |
1251.70 |
1254.50 |
1248.50 |
1251.40 |
unch |
90,253 |
336,000 |
+1,617 |
Dec16 |
160905 |
1246.80 |
1249.00 |
1244.40 |
1246.80 |
unch |
540 |
3,165 |
+196 |
Mar17 |
160905 |
1243.30 |
1243.30 |
1243.30 |
1243.30 |
unch |
0 |
250 |
+0 |
Total Volume and Open Interest |
90,793 |
339,585 |
+1,813 |
Nikkei 225(CME) |
Sep16 |
160902 |
16985 |
17170 |
16860 |
17140 |
+175 |
9,280 |
36,907 |
+609 |
Dec16 |
160902 |
16925 |
17120 |
16810 |
17085 |
+170 |
888 |
835 |
+337 |
Total Volume and Open Interest |
10,179 |
37,753 |
+957 |
Nikkei 225(SGX) |
Sep16 |
160905 |
16945 |
17165 |
16865 |
17035 |
+105 |
59,038 |
211,483 |
+3,402 |
Dec16 |
160905 |
16785 |
17025 |
16750 |
16905 |
+90 |
3,802 |
9,674 |
+1,708 |
Mar17 |
160905 |
16885 |
16885 |
16885 |
16885 |
+95 |
0 |
5 |
+0 |
Total Volume and Open Interest |
58,824 |
222,494 |
+1,705 |
Nikkei 225(CME) Yen |
Sep16 |
160902 |
16960 |
17160 |
16850 |
17130 |
+175 |
36,813 |
67,043 |
+1,390 |
Dec16 |
160902 |
16770 |
17030 |
16720 |
17000 |
+175 |
542 |
1,425 |
+490 |
Mar17 |
160902 |
16950 |
16950 |
16950 |
16950 |
+175 |
|
|
|
Total Volume and Open Interest |
37,355 |
68,468 |
+1,880 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160902 |
17130 |
17150 |
16860 |
17130 |
+180 |
0 |
12 |
+0 |
Dec16 |
160902 |
17000 |
17000 |
17000 |
17000 |
+180 |
|
|
|
Mar17 |
160902 |
16950 |
16950 |
16950 |
16950 |
+180 |
|
|
|
Total Volume and Open Interest |
0 |
12 |
+0 |
CAC 40(EURONEXT) |
Sep16 |
160905 |
4560.5 |
4567.0 |
4540.0 |
4541.0 |
-1.5 |
97,082 |
290,171 |
+9,967 |
Oct16 |
160905 |
4548.5 |
4553.5 |
4529.0 |
4529.5 |
-1.5 |
100 |
347 |
+30 |
Nov16 |
160905 |
4532.0 |
4536.5 |
4525.0 |
4525.0 |
-1.5 |
1 |
5 |
+0 |
Dec16 |
160905 |
4532.0 |
4541.0 |
4519.0 |
4519.0 |
-1.5 |
1,657 |
1,369 |
+1,241 |
Total Volume and Open Interest |
98,840 |
291,953 |
+11,238 |
Hang Seng Index(HKFE) |
Sep16 |
160905 |
23215 |
23643 |
23211 |
23598 |
+388 |
108,834 |
136,480 |
+6,453 |
Oct16 |
160905 |
23238 |
23631 |
23233 |
23586 |
+393 |
206 |
1,160 |
+47 |
Total Volume and Open Interest |
109,345 |
146,328 |
+6,686 |
DAX(EUREX) |
Sep16 |
160905 |
10750.0 |
10754.5 |
10670.0 |
10678.5 |
-10.5 |
99,287 |
160,399 |
+5,952 |
Dec16 |
160905 |
10725.0 |
10730.0 |
10664.0 |
10668.0 |
-10.5 |
663 |
7,727 |
+533 |
Mar17 |
160905 |
10700.0 |
10700.0 |
10654.5 |
10660.5 |
-10.5 |
3 |
207 |
+0 |
Total Volume and Open Interest |
99,953 |
168,333 |
+6,485 |
Mini-DAX(EUREX) |
Sep16 |
160905 |
10747.0 |
10754.0 |
10671.0 |
10678.5 |
-10.5 |
25,600 |
11,924 |
+1,311 |
Dec16 |
160905 |
10723.0 |
10740.0 |
10664.0 |
10668.0 |
-10.5 |
209 |
542 |
+137 |
Mar17 |
160905 |
10724.0 |
10724.0 |
10660.5 |
10660.5 |
-10.5 |
1 |
127 |
+0 |
Total Volume and Open Interest |
25,810 |
12,593 |
+1,448 |
FT-SE 100(EURONEXT) |
Sep16 |
160905 |
6892.00 |
6926.00 |
6867.50 |
6885.00 |
-40.50 |
113,070 |
687,144 |
+1,222 |
Dec16 |
160905 |
6853.00 |
6883.00 |
6830.00 |
6843.00 |
-40.50 |
2,104 |
16,573 |
+1,692 |
Mar17 |
160905 |
6779.00 |
6779.00 |
6779.00 |
6779.00 |
-40.50 |
|
|
|
Total Volume and Open Interest |
115,174 |
703,717 |
+2,914 |
SPI 200(SFE) |
Sep16 |
160905 |
5345.0 |
5423.0 |
5340.0 |
5418.0 |
+70.0 |
29,113 |
300,076 |
-3,841 |
Dec16 |
160905 |
5331.0 |
5408.0 |
5328.0 |
5404.0 |
+71.0 |
58 |
2,982 |
-15 |
Mar17 |
160905 |
5355.0 |
5355.0 |
5355.0 |
5355.0 |
+71.0 |
0 |
1,436 |
+0 |
Total Volume and Open Interest |
29,221 |
306,222 |
-3,806 |
FTSE MIB(ISE) |
Sep16 |
160905 |
17235.00 |
17335.00 |
17155.00 |
17180.00 |
+13.00 |
35,764 |
39,468 |
-974 |
Dec16 |
160905 |
17100.00 |
17185.00 |
17030.00 |
17050.00 |
+13.00 |
574 |
710 |
+302 |
Mar17 |
160905 |
17020.00 |
17020.00 |
17020.00 |
17020.00 |
+13.00 |
|
|
|
Total Volume and Open Interest |
36,338 |
40,178 |
-672 |
KOSPI 200(KFE) |
Sep16 |
160905 |
256.55 |
259.85 |
256.35 |
259.80 |
+3.25 |
121,733 |
138,199 |
-2,976 |
Dec16 |
160905 |
257.40 |
261.00 |
257.30 |
261.00 |
+3.55 |
2,454 |
23,111 |
+2,592 |
Mar17 |
160905 |
257.30 |
258.20 |
257.30 |
258.20 |
+3.50 |
27 |
1,464 |
+18 |
Total Volume and Open Interest |
124,214 |
166,273 |
-266 |
GSCI(CME) |
Sep16 |
160902 |
346.75 |
348.45 |
345.65 |
346.90 |
+4.95 |
536 |
13,103 |
-407 |
Oct16 |
160902 |
349.20 |
350.15 |
349.20 |
349.20 |
+4.95 |
0 |
125 |
+0 |
Nov16 |
160902 |
352.20 |
352.20 |
352.20 |
352.20 |
+4.95 |
|
|
|
Total Volume and Open Interest |
536 |
13,228 |
-407 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|