|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Fri September 30, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov16 |
160930 |
950.00 |
958.50 |
943.00 |
954.00 |
+3.75 |
114,901 |
335,903 |
-1,726 |
Jan17 |
160930 |
956.00 |
964.50 |
948.75 |
959.25 |
+3.00 |
32,796 |
110,583 |
+2,721 |
Mar17 |
160930 |
962.25 |
971.00 |
955.25 |
965.50 |
+2.50 |
18,047 |
69,299 |
-427 |
May17 |
160930 |
967.75 |
976.75 |
962.75 |
971.75 |
+2.25 |
7,146 |
46,346 |
+836 |
Jul17 |
160930 |
973.25 |
982.00 |
968.00 |
977.25 |
+2.50 |
7,166 |
51,575 |
+458 |
Aug17 |
160930 |
973.25 |
980.00 |
967.00 |
976.00 |
+2.25 |
128 |
2,037 |
+9 |
Sep17 |
160930 |
965.00 |
965.00 |
960.50 |
963.25 |
+2.25 |
102 |
918 |
+47 |
Nov17 |
160930 |
947.25 |
958.25 |
945.50 |
953.25 |
+2.00 |
4,218 |
29,138 |
-233 |
Jan18 |
160930 |
952.25 |
958.75 |
952.25 |
956.50 |
+2.00 |
118 |
864 |
+60 |
Mar18 |
160930 |
958.00 |
959.50 |
955.75 |
958.00 |
+2.00 |
68 |
226 |
+32 |
May18 |
160930 |
960.50 |
961.75 |
960.50 |
960.50 |
+2.25 |
75 |
105 |
+37 |
Jul18 |
160930 |
968.00 |
968.00 |
964.50 |
965.00 |
+2.25 |
20 |
146 |
+10 |
Aug18 |
160930 |
960.00 |
960.00 |
960.00 |
960.00 |
+2.25 |
0 |
17 |
+0 |
Sep18 |
160930 |
944.75 |
944.75 |
944.75 |
944.75 |
+2.25 |
0 |
17 |
+0 |
Total Volume and Open Interest |
184,786 |
647,428 |
+1,823 |
Soybean Meal(CBOT) |
Oct16 |
160930 |
297.50 |
299.50 |
293.90 |
297.90 |
unch |
24,413 |
12,036 |
-6,336 |
Dec16 |
160930 |
298.40 |
301.30 |
295.40 |
299.60 |
+0.90 |
58,928 |
174,561 |
+1,295 |
Jan17 |
160930 |
299.60 |
302.20 |
296.50 |
300.20 |
+0.40 |
7,780 |
41,979 |
-940 |
Mar17 |
160930 |
301.80 |
304.20 |
298.70 |
302.10 |
+0.30 |
5,053 |
46,561 |
+574 |
May17 |
160930 |
303.50 |
306.10 |
300.70 |
303.90 |
+0.40 |
4,222 |
30,194 |
-44 |
Jul17 |
160930 |
305.20 |
307.70 |
302.40 |
305.60 |
+0.50 |
2,612 |
33,204 |
+211 |
Aug17 |
160930 |
305.00 |
307.70 |
303.50 |
305.70 |
+0.40 |
496 |
3,977 |
+104 |
Sep17 |
160930 |
305.00 |
306.80 |
303.60 |
305.40 |
+0.50 |
372 |
4,502 |
+64 |
Oct17 |
160930 |
302.00 |
304.30 |
299.90 |
302.80 |
+0.60 |
128 |
4,027 |
+34 |
Dec17 |
160930 |
302.00 |
304.70 |
300.10 |
303.40 |
+0.60 |
664 |
13,393 |
-34 |
Total Volume and Open Interest |
104,817 |
366,176 |
-5,063 |
Soybean Oil(CBOT) |
Oct16 |
160930 |
33.07 |
33.53 |
32.82 |
33.24 |
+0.15 |
39,514 |
8,971 |
-9,360 |
Dec16 |
160930 |
33.32 |
33.75 |
33.00 |
33.44 |
+0.10 |
83,074 |
220,113 |
-3,812 |
Jan17 |
160930 |
33.55 |
33.97 |
33.31 |
33.67 |
+0.09 |
9,471 |
54,965 |
+2,040 |
Mar17 |
160930 |
33.80 |
34.21 |
33.54 |
33.91 |
+0.08 |
3,714 |
50,921 |
-153 |
May17 |
160930 |
33.75 |
34.35 |
33.66 |
34.07 |
+0.07 |
2,863 |
32,193 |
+300 |
Jul17 |
160930 |
33.89 |
34.50 |
33.86 |
34.22 |
+0.08 |
2,493 |
20,073 |
+276 |
Aug17 |
160930 |
33.95 |
34.50 |
33.85 |
34.23 |
+0.07 |
159 |
3,605 |
-6 |
Sep17 |
160930 |
34.21 |
34.34 |
34.21 |
34.21 |
+0.08 |
289 |
2,959 |
+40 |
Oct17 |
160930 |
34.29 |
34.30 |
33.70 |
34.00 |
+0.06 |
252 |
2,363 |
+40 |
Dec17 |
160930 |
33.75 |
34.33 |
33.73 |
34.04 |
+0.07 |
1,061 |
8,012 |
+220 |
Total Volume and Open Interest |
143,085 |
404,606 |
-10,323 |
Canola(WCE) |
Nov16 |
160930 |
464.7 |
466.3 |
462.1 |
463.6 |
-1.5 |
8,430 |
131,239 |
-79 |
Jan17 |
160930 |
472.4 |
473.7 |
469.3 |
470.7 |
-2.0 |
6,346 |
33,043 |
+31 |
Mar17 |
160930 |
477.6 |
478.5 |
474.7 |
475.9 |
-1.8 |
2,108 |
12,367 |
+1,279 |
May17 |
160930 |
481.9 |
483.4 |
479.1 |
481.0 |
-1.3 |
1,312 |
8,475 |
+144 |
Jul17 |
160930 |
484.5 |
486.4 |
482.1 |
484.3 |
-0.8 |
514 |
10,287 |
+42 |
Total Volume and Open Interest |
18,930 |
203,168 |
+1,448 |
Corn(CBOT) |
Dec16 |
160930 |
329.00 |
337.50 |
325.00 |
336.75 |
+7.50 |
107,525 |
755,019 |
-138 |
Mar17 |
160930 |
339.00 |
347.25 |
335.00 |
346.50 |
+7.50 |
14,223 |
245,355 |
+1,367 |
May17 |
160930 |
346.00 |
354.25 |
342.00 |
353.50 |
+7.50 |
8,071 |
67,843 |
+1,802 |
Jul17 |
160930 |
353.00 |
361.25 |
349.00 |
360.25 |
+7.25 |
7,194 |
114,199 |
+452 |
Sep17 |
160930 |
360.00 |
368.00 |
356.25 |
367.00 |
+7.00 |
2,201 |
42,177 |
+222 |
Dec17 |
160930 |
369.00 |
377.50 |
365.75 |
376.50 |
+7.75 |
4,090 |
74,178 |
+476 |
Mar18 |
160930 |
378.25 |
387.25 |
376.00 |
386.25 |
+7.25 |
115 |
5,020 |
+0 |
May18 |
160930 |
384.50 |
391.75 |
382.75 |
391.75 |
+7.25 |
13 |
1,054 |
-10 |
Jul18 |
160930 |
386.75 |
396.75 |
386.50 |
396.25 |
+7.75 |
3 |
1,414 |
-3 |
Sep18 |
160930 |
386.75 |
395.00 |
386.75 |
395.00 |
+7.50 |
0 |
515 |
+0 |
Total Volume and Open Interest |
143,509 |
1,311,334 |
+4,220 |
Wheat(CBOT) |
Dec16 |
160930 |
398.50 |
403.75 |
390.00 |
402.00 |
+3.00 |
40,835 |
302,755 |
-1,404 |
Mar17 |
160930 |
421.00 |
425.75 |
413.25 |
424.75 |
+3.00 |
10,440 |
91,614 |
-178 |
May17 |
160930 |
435.00 |
438.50 |
427.50 |
438.00 |
+2.50 |
2,514 |
23,316 |
-97 |
Jul17 |
160930 |
446.00 |
448.50 |
437.25 |
447.50 |
+1.25 |
1,532 |
34,705 |
+272 |
Sep17 |
160930 |
457.25 |
461.75 |
452.50 |
461.75 |
+1.75 |
107 |
3,610 |
+11 |
Dec17 |
160930 |
479.00 |
481.00 |
472.25 |
480.50 |
+1.50 |
218 |
6,342 |
+14 |
Total Volume and Open Interest |
55,661 |
464,500 |
-1,382 |
Wheat(KCBT) |
Dec16 |
160930 |
417.00 |
418.50 |
408.50 |
415.50 |
-1.75 |
12,638 |
139,422 |
-607 |
Mar17 |
160930 |
433.25 |
434.75 |
425.00 |
432.00 |
-1.75 |
2,102 |
44,960 |
+40 |
May17 |
160930 |
443.25 |
444.75 |
435.25 |
442.50 |
-1.50 |
502 |
19,263 |
+209 |
Jul17 |
160930 |
450.75 |
454.75 |
445.50 |
452.50 |
-1.50 |
915 |
23,520 |
-189 |
Sep17 |
160930 |
462.00 |
468.25 |
460.00 |
467.00 |
-1.00 |
43 |
2,896 |
-11 |
Dec17 |
160930 |
485.75 |
488.50 |
480.50 |
487.75 |
-0.25 |
183 |
2,254 |
+3 |
Mar18 |
160930 |
500.25 |
502.75 |
500.00 |
502.75 |
+2.00 |
2 |
211 |
+1 |
Total Volume and Open Interest |
16,385 |
232,610 |
-554 |
Wheat(MGE) |
Dec16 |
160930 |
508.25 |
521.25 |
507.75 |
514.50 |
+4.75 |
4,795 |
30,406 |
+445 |
Mar17 |
160930 |
515.00 |
527.75 |
515.00 |
521.00 |
+3.75 |
2,304 |
16,845 |
+360 |
May17 |
160930 |
524.00 |
533.75 |
524.00 |
527.75 |
+3.00 |
331 |
7,909 |
+97 |
Jul17 |
160930 |
533.50 |
536.25 |
533.25 |
535.50 |
+2.50 |
151 |
3,607 |
+48 |
Sep17 |
160930 |
544.50 |
549.50 |
541.25 |
543.25 |
+1.25 |
181 |
3,459 |
-3 |
Dec17 |
160930 |
555.00 |
558.00 |
555.00 |
556.75 |
+1.25 |
66 |
2,157 |
+32 |
Total Volume and Open Interest |
7,828 |
64,389 |
+979 |
Oats(CBOT) |
Dec16 |
160930 |
176.25 |
180.00 |
173.50 |
178.25 |
+2.25 |
132 |
8,714 |
-21 |
Mar17 |
160930 |
186.25 |
187.00 |
182.50 |
187.00 |
+1.75 |
79 |
1,946 |
+21 |
May17 |
160930 |
193.50 |
193.50 |
190.75 |
191.25 |
+1.00 |
0 |
52 |
+0 |
Jul17 |
160930 |
199.00 |
199.25 |
198.50 |
198.50 |
-1.00 |
0 |
26 |
+0 |
Total Volume and Open Interest |
211 |
10,738 |
+0 |
Rough Rice(CBOT) |
Nov16 |
160930 |
9.77 |
9.91 |
9.77 |
9.89 |
+0.11 |
395 |
9,685 |
-62 |
Jan17 |
160930 |
10.06 |
10.13 |
10.01 |
10.13 |
+0.11 |
150 |
1,126 |
+46 |
Mar17 |
160930 |
10.25 |
10.36 |
10.25 |
10.36 |
+0.11 |
29 |
113 |
+11 |
May17 |
160930 |
10.41 |
10.56 |
10.41 |
10.56 |
+0.12 |
0 |
7 |
+0 |
Total Volume and Open Interest |
574 |
10,931 |
-5 |
Live Cattle(CME) |
Oct16 |
160930 |
101.580 |
101.580 |
98.900 |
98.900 |
-3.000 |
16,326 |
36,954 |
-3,393 |
Dec16 |
160930 |
102.230 |
102.830 |
100.135 |
100.135 |
-3.000 |
29,958 |
120,371 |
-801 |
Feb17 |
160930 |
102.900 |
103.180 |
100.430 |
100.600 |
-2.830 |
13,611 |
49,341 |
-93 |
Apr17 |
160930 |
102.350 |
102.535 |
99.800 |
100.300 |
-2.500 |
6,453 |
35,564 |
+105 |
Jun17 |
160930 |
96.000 |
96.135 |
93.600 |
93.950 |
-2.550 |
1,662 |
11,971 |
+142 |
Aug17 |
160930 |
95.230 |
95.285 |
92.650 |
93.000 |
-2.480 |
501 |
6,829 |
+44 |
Total Volume and Open Interest |
68,620 |
262,455 |
-3,935 |
Feeder Cattle(CME) |
Oct16 |
160930 |
127.200 |
127.750 |
123.000 |
123.150 |
-4.350 |
4,813 |
13,141 |
-927 |
Nov16 |
160930 |
123.500 |
123.900 |
119.430 |
119.650 |
-4.280 |
5,243 |
17,196 |
+335 |
Jan17 |
160930 |
119.850 |
120.285 |
116.135 |
116.830 |
-3.805 |
1,906 |
5,888 |
-26 |
Mar17 |
160930 |
118.535 |
118.980 |
114.930 |
115.600 |
-3.830 |
1,110 |
4,369 |
-6 |
Apr17 |
160930 |
118.430 |
118.730 |
114.650 |
115.385 |
-3.765 |
155 |
646 |
+19 |
May17 |
160930 |
117.800 |
118.200 |
114.450 |
114.850 |
-4.100 |
94 |
727 |
+22 |
Aug17 |
160930 |
118.850 |
118.850 |
116.450 |
117.100 |
-3.630 |
22 |
190 |
+4 |
Total Volume and Open Interest |
13,878 |
43,712 |
-642 |
Lean Hogs(CME) |
Oct16 |
160930 |
52.130 |
52.130 |
49.035 |
49.035 |
-3.000 |
5,276 |
27,810 |
-1,131 |
Dec16 |
160930 |
46.950 |
46.985 |
43.985 |
43.985 |
-3.000 |
12,406 |
125,698 |
+961 |
Feb17 |
160930 |
51.500 |
51.650 |
48.600 |
48.900 |
-2.700 |
3,519 |
37,192 |
+1,052 |
Apr17 |
160930 |
58.050 |
58.150 |
55.050 |
55.735 |
-2.315 |
1,701 |
24,108 |
+8 |
May17 |
160930 |
65.450 |
65.500 |
63.000 |
63.000 |
-2.250 |
57 |
527 |
+25 |
Jun17 |
160930 |
69.400 |
69.400 |
66.400 |
67.080 |
-2.320 |
454 |
6,073 |
+25 |
Jul17 |
160930 |
69.000 |
69.000 |
66.900 |
67.000 |
-1.930 |
128 |
949 |
+18 |
Aug17 |
160930 |
68.600 |
68.600 |
66.725 |
66.725 |
-1.875 |
53 |
691 |
+22 |
Total Volume and Open Interest |
23,607 |
223,544 |
+969 |
Class III Milk(CME) |
Sep16 |
160930 |
16.39 |
16.40 |
16.38 |
16.39 |
unch |
64 |
5,122 |
-12 |
Oct16 |
160930 |
15.15 |
15.28 |
15.12 |
15.21 |
+0.07 |
372 |
4,654 |
-50 |
Nov16 |
160930 |
15.50 |
15.69 |
15.46 |
15.63 |
+0.11 |
349 |
4,345 |
-61 |
Dec16 |
160930 |
15.40 |
15.53 |
15.38 |
15.50 |
+0.07 |
262 |
3,795 |
+15 |
Jan17 |
160930 |
15.28 |
15.38 |
15.28 |
15.38 |
+0.07 |
128 |
2,326 |
-8 |
Feb17 |
160930 |
15.42 |
15.50 |
15.42 |
15.50 |
+0.05 |
25 |
2,261 |
+11 |
Mar17 |
160930 |
15.55 |
15.65 |
15.55 |
15.64 |
+0.05 |
8 |
2,072 |
+4 |
Apr17 |
160930 |
15.65 |
15.70 |
15.65 |
15.70 |
unch |
12 |
1,768 |
+8 |
May17 |
160930 |
15.87 |
15.89 |
15.86 |
15.88 |
+0.01 |
17 |
1,655 |
+8 |
Jun17 |
160930 |
16.13 |
16.14 |
16.13 |
16.14 |
+0.04 |
9 |
1,497 |
+8 |
Jul17 |
160930 |
16.36 |
16.36 |
16.36 |
16.36 |
+0.05 |
9 |
881 |
+8 |
Aug17 |
160930 |
16.55 |
16.56 |
16.55 |
16.55 |
+0.03 |
9 |
783 |
+9 |
Sep17 |
160930 |
16.64 |
16.64 |
16.64 |
16.64 |
+0.03 |
9 |
805 |
+9 |
Total Volume and Open Interest |
1,275 |
33,502 |
-50 |
Cocoa(ICE) |
Dec16 |
160930 |
2723 |
2781 |
2708 |
2761 |
+33 |
15,405 |
101,938 |
-59 |
Mar17 |
160930 |
2700 |
2752 |
2684 |
2734 |
+30 |
7,678 |
79,218 |
+288 |
May17 |
160930 |
2700 |
2747 |
2685 |
2731 |
+28 |
1,664 |
17,251 |
+265 |
Jul17 |
160930 |
2705 |
2744 |
2687 |
2731 |
+26 |
443 |
7,868 |
-13 |
Sep17 |
160930 |
2700 |
2733 |
2686 |
2728 |
+24 |
27 |
6,376 |
+4 |
Dec17 |
160930 |
2696 |
2726 |
2690 |
2722 |
+22 |
66 |
4,398 |
+47 |
Mar18 |
160930 |
2717 |
2717 |
2714 |
2714 |
+20 |
16 |
3,817 |
+6 |
Total Volume and Open Interest |
25,299 |
220,918 |
+538 |
Coffee "C"(ICE) |
Dec16 |
160930 |
149.70 |
152.65 |
148.75 |
151.55 |
+1.40 |
17,990 |
103,688 |
-738 |
Mar17 |
160930 |
153.15 |
155.90 |
152.20 |
154.90 |
+1.40 |
6,900 |
42,086 |
+639 |
May17 |
160930 |
155.10 |
157.75 |
154.10 |
156.70 |
+1.30 |
2,439 |
20,956 |
-146 |
Jul17 |
160930 |
156.80 |
159.50 |
156.00 |
158.45 |
+1.30 |
471 |
5,656 |
-35 |
Sep17 |
160930 |
158.35 |
160.40 |
157.60 |
160.05 |
+1.25 |
341 |
4,587 |
+47 |
Dec17 |
160930 |
160.55 |
162.25 |
159.70 |
162.10 |
+1.25 |
146 |
6,550 |
+79 |
Total Volume and Open Interest |
28,417 |
185,471 |
-61 |
Orange Juice(ICE) |
Nov16 |
160930 |
203.25 |
209.00 |
202.50 |
205.00 |
+1.30 |
2,087 |
13,925 |
-286 |
Jan17 |
160930 |
201.90 |
206.10 |
200.85 |
203.15 |
+2.40 |
632 |
2,268 |
+139 |
Mar17 |
160930 |
198.15 |
201.75 |
198.15 |
201.10 |
+4.75 |
59 |
542 |
+23 |
May17 |
160930 |
193.65 |
197.80 |
193.65 |
197.80 |
+6.15 |
21 |
192 |
+4 |
Jul17 |
160930 |
194.05 |
194.05 |
194.05 |
194.05 |
+6.35 |
0 |
8 |
+0 |
Sep17 |
160930 |
193.55 |
193.55 |
193.55 |
193.55 |
+6.35 |
|
|
|
Total Volume and Open Interest |
2,799 |
16,937 |
-120 |
Sugar #11(ICE) |
Oct16 |
160930 |
22.80 |
23.11 |
22.49 |
22.53 |
-0.23 |
31,950 |
27,464 |
-10,914 |
Mar17 |
160930 |
23.39 |
23.56 |
22.79 |
23.00 |
-0.35 |
67,555 |
493,587 |
+3,678 |
May17 |
160930 |
22.48 |
22.68 |
21.97 |
22.16 |
-0.32 |
15,737 |
134,832 |
+389 |
Jul17 |
160930 |
21.58 |
21.76 |
21.14 |
21.31 |
-0.29 |
9,336 |
90,560 |
+1,100 |
Oct17 |
160930 |
20.81 |
21.07 |
20.57 |
20.72 |
-0.24 |
3,955 |
59,321 |
+1,000 |
Mar18 |
160930 |
20.50 |
20.65 |
20.21 |
20.35 |
-0.21 |
1,828 |
26,646 |
+258 |
May18 |
160930 |
19.63 |
19.84 |
19.43 |
19.55 |
-0.19 |
439 |
8,722 |
-73 |
Jul18 |
160930 |
18.79 |
19.14 |
18.79 |
18.90 |
-0.18 |
319 |
5,083 |
+93 |
Total Volume and Open Interest |
131,415 |
853,540 |
-4,318 |
London Cocoa(LCE) |
Dec16 |
160930 |
2208 |
2228 |
2192 |
2223 |
+11 |
19,056 |
97,536 |
-4,485 |
Mar17 |
160930 |
2155 |
2169 |
2135 |
2164 |
+8 |
13,816 |
78,869 |
+4,752 |
May17 |
160930 |
2152 |
2168 |
2137 |
2164 |
+7 |
6,749 |
40,337 |
+2,029 |
Jul17 |
160930 |
2156 |
2172 |
2141 |
2167 |
+6 |
2,380 |
11,183 |
+430 |
Sep17 |
160930 |
2150 |
2162 |
2141 |
2162 |
+6 |
2,658 |
17,003 |
+1,862 |
Dec17 |
160930 |
2127 |
2146 |
2123 |
2146 |
+7 |
1,249 |
8,184 |
+708 |
Mar18 |
160930 |
2115 |
2135 |
2115 |
2135 |
+9 |
426 |
404 |
+288 |
Total Volume and Open Interest |
46,334 |
253,516 |
+5,584 |
London Sugar(LCE) |
Dec16 |
160930 |
603.80 |
608.70 |
594.60 |
597.20 |
-5.50 |
4,845 |
37,436 |
-713 |
Mar17 |
160930 |
605.80 |
608.90 |
594.40 |
597.90 |
-6.60 |
2,219 |
22,546 |
+493 |
May17 |
160930 |
596.00 |
598.40 |
584.60 |
588.40 |
-7.10 |
1,215 |
14,641 |
+446 |
Aug17 |
160930 |
578.40 |
580.30 |
567.10 |
572.50 |
-7.00 |
785 |
6,809 |
-136 |
Oct17 |
160930 |
554.00 |
558.30 |
548.50 |
552.00 |
-7.00 |
754 |
5,223 |
+465 |
Total Volume and Open Interest |
10,221 |
89,081 |
+849 |
Cotton(ICE) |
Oct16 |
160930 |
68.29 |
68.29 |
68.29 |
68.29 |
+0.34 |
0 |
5 |
+0 |
Dec16 |
160930 |
67.55 |
68.39 |
67.12 |
68.08 |
+0.35 |
14,091 |
163,196 |
-2,664 |
Mar17 |
160930 |
68.14 |
68.83 |
67.74 |
68.54 |
+0.19 |
2,530 |
54,650 |
+514 |
May17 |
160930 |
68.70 |
69.04 |
68.17 |
68.98 |
+0.24 |
467 |
10,909 |
+44 |
Jul17 |
160930 |
68.82 |
69.07 |
68.26 |
69.06 |
+0.27 |
309 |
8,144 |
+75 |
Oct17 |
160930 |
68.48 |
68.48 |
68.48 |
68.48 |
+0.27 |
|
|
|
Total Volume and Open Interest |
17,825 |
251,455 |
-1,900 |
Lumber(CME) |
Nov16 |
160930 |
332.6 |
340.1 |
331.0 |
336.4 |
+6.3 |
262 |
2,877 |
-18 |
Jan17 |
160930 |
340.0 |
348.3 |
340.0 |
346.7 |
+6.7 |
95 |
677 |
+68 |
Mar17 |
160930 |
345.4 |
350.8 |
345.4 |
350.1 |
+6.1 |
5 |
116 |
+1 |
May17 |
160930 |
348.0 |
349.5 |
348.0 |
349.5 |
+7.4 |
1 |
19 |
+1 |
Total Volume and Open Interest |
363 |
3,706 |
+52 |
Crude Oil(NYM) |
Nov16 |
160930 |
47.76 |
48.30 |
47.04 |
48.24 |
+0.41 |
1,008,434 |
547,395 |
+23,792 |
Dec16 |
160930 |
48.38 |
48.88 |
47.61 |
48.82 |
+0.42 |
317,053 |
304,168 |
+6,142 |
Jan17 |
160930 |
48.95 |
49.46 |
48.19 |
49.40 |
+0.43 |
85,011 |
151,856 |
+3,000 |
Feb17 |
160930 |
49.42 |
49.98 |
48.73 |
49.93 |
+0.44 |
33,429 |
78,511 |
+960 |
Mar17 |
160930 |
49.96 |
50.48 |
49.20 |
50.41 |
+0.44 |
43,531 |
148,424 |
+2,181 |
Apr17 |
160930 |
50.38 |
50.85 |
49.63 |
50.81 |
+0.44 |
23,002 |
45,123 |
+1,029 |
May17 |
160930 |
50.55 |
51.15 |
49.96 |
51.14 |
+0.44 |
18,186 |
35,887 |
+889 |
Jun17 |
160930 |
50.96 |
51.47 |
50.20 |
51.41 |
+0.45 |
56,549 |
120,090 |
+2,436 |
Jul17 |
160930 |
51.03 |
51.67 |
50.58 |
51.63 |
+0.44 |
7,483 |
24,279 |
-19 |
Aug17 |
160930 |
51.37 |
51.84 |
50.78 |
51.82 |
+0.43 |
4,499 |
21,034 |
+351 |
Sep17 |
160930 |
51.63 |
52.02 |
51.53 |
52.00 |
+0.43 |
6,839 |
36,682 |
+195 |
Oct17 |
160930 |
51.56 |
52.18 |
51.13 |
52.18 |
+0.44 |
2,596 |
17,304 |
+399 |
Nov17 |
160930 |
50.92 |
52.36 |
50.92 |
52.36 |
+0.44 |
1,299 |
16,507 |
-174 |
Dec17 |
160930 |
52.12 |
52.59 |
51.36 |
52.55 |
+0.44 |
54,753 |
165,394 |
-2,506 |
Jan18 |
160930 |
52.68 |
52.68 |
52.05 |
52.68 |
+0.44 |
287 |
16,709 |
+58 |
Feb18 |
160930 |
52.56 |
52.81 |
52.29 |
52.81 |
+0.44 |
248 |
5,458 |
+78 |
Total Volume and Open Interest |
1,678,371 |
1,870,697 |
+39,706 |
e-miNY Crude Oil(NYM) |
Nov16 |
160930 |
47.725 |
48.300 |
47.050 |
48.250 |
+0.425 |
26,584 |
2,338 |
+48 |
Dec16 |
160930 |
48.325 |
48.850 |
47.625 |
48.825 |
+0.425 |
978 |
1,320 |
+113 |
Jan17 |
160930 |
48.925 |
49.400 |
48.225 |
49.400 |
+0.425 |
58 |
219 |
+13 |
Feb17 |
160930 |
49.925 |
49.925 |
49.100 |
49.925 |
+0.425 |
10 |
174 |
-8 |
Mar17 |
160930 |
50.400 |
50.400 |
49.850 |
50.400 |
+0.425 |
8 |
152 |
-8 |
Apr17 |
160930 |
50.800 |
50.800 |
50.225 |
50.800 |
+0.425 |
1 |
139 |
-1 |
May17 |
160930 |
51.150 |
51.150 |
50.575 |
51.150 |
+0.450 |
0 |
59 |
+0 |
Jun17 |
160930 |
51.400 |
51.400 |
50.850 |
51.400 |
+0.450 |
5 |
137 |
+0 |
Jul17 |
160930 |
51.625 |
51.625 |
51.100 |
51.625 |
+0.425 |
0 |
75 |
+0 |
Aug17 |
160930 |
51.825 |
51.825 |
51.300 |
51.825 |
+0.425 |
1 |
88 |
+1 |
Total Volume and Open Interest |
27,654 |
4,969 |
+156 |
NY Harbor ULSD(NYM) |
Oct16 |
160930 |
150.68 |
153.23 |
149.24 |
152.79 |
+1.77 |
22,613 |
9,878 |
-5,970 |
Nov16 |
160930 |
151.78 |
154.00 |
149.64 |
153.83 |
+1.92 |
81,892 |
109,011 |
+1,574 |
Dec16 |
160930 |
153.24 |
154.99 |
150.73 |
154.83 |
+1.86 |
46,408 |
73,110 |
+4,876 |
Jan17 |
160930 |
154.36 |
156.30 |
152.10 |
156.15 |
+1.83 |
22,451 |
51,296 |
+1,028 |
Feb17 |
160930 |
155.48 |
157.31 |
153.14 |
157.16 |
+1.79 |
9,264 |
23,451 |
-563 |
Mar17 |
160930 |
154.50 |
157.73 |
153.77 |
157.58 |
+1.74 |
8,261 |
35,010 |
+253 |
Apr17 |
160930 |
154.00 |
157.34 |
154.00 |
157.31 |
+1.69 |
1,832 |
14,968 |
-22 |
May17 |
160930 |
156.27 |
157.44 |
155.51 |
157.44 |
+1.65 |
1,232 |
9,462 |
+66 |
Jun17 |
160930 |
156.30 |
157.87 |
154.20 |
157.80 |
+1.60 |
4,024 |
25,446 |
+384 |
Jul17 |
160930 |
158.22 |
158.67 |
158.22 |
158.67 |
+1.59 |
258 |
3,093 |
+39 |
Aug17 |
160930 |
158.69 |
159.71 |
158.69 |
159.71 |
+1.56 |
134 |
1,901 |
+9 |
Sep17 |
160930 |
159.92 |
160.88 |
159.92 |
160.88 |
+1.54 |
485 |
3,379 |
+363 |
Oct17 |
160930 |
162.37 |
162.37 |
160.49 |
162.02 |
+1.50 |
241 |
2,544 |
+62 |
Nov17 |
160930 |
163.08 |
163.08 |
161.37 |
163.08 |
+1.47 |
565 |
2,299 |
+172 |
Total Volume and Open Interest |
206,002 |
399,483 |
+393 |
RBOB Gasoline(NYM) |
Oct16 |
160930 |
147.28 |
149.42 |
144.34 |
148.74 |
+2.06 |
34,038 |
14,302 |
-3,941 |
Nov16 |
160930 |
144.34 |
146.55 |
141.63 |
146.31 |
+2.10 |
118,761 |
138,924 |
-1,459 |
Dec16 |
160930 |
141.41 |
143.66 |
138.85 |
143.46 |
+2.04 |
74,760 |
77,235 |
-9 |
Jan17 |
160930 |
141.18 |
143.27 |
138.52 |
143.09 |
+2.02 |
27,155 |
40,289 |
+1,584 |
Feb17 |
160930 |
142.27 |
144.46 |
139.91 |
144.26 |
+1.98 |
9,599 |
14,923 |
+390 |
Mar17 |
160930 |
144.50 |
146.60 |
142.36 |
146.42 |
+1.84 |
6,490 |
24,203 |
-216 |
Apr17 |
160930 |
161.12 |
164.65 |
160.67 |
164.45 |
+1.75 |
2,767 |
20,044 |
+80 |
May17 |
160930 |
163.70 |
165.33 |
161.66 |
165.33 |
+1.69 |
2,129 |
7,732 |
+353 |
Jun17 |
160930 |
163.12 |
165.12 |
161.35 |
164.89 |
+1.63 |
2,098 |
14,803 |
+398 |
Jul17 |
160930 |
163.12 |
163.90 |
163.04 |
163.85 |
+1.56 |
483 |
2,635 |
+120 |
Total Volume and Open Interest |
280,119 |
382,840 |
-2,824 |
e-miNY RBOB Gasoline(NYM) |
Nov16 |
160930 |
146.31 |
146.31 |
146.31 |
146.31 |
+2.10 |
|
|
|
Dec16 |
160930 |
143.46 |
143.46 |
143.46 |
143.46 |
+2.04 |
|
|
|
Jan17 |
160930 |
143.09 |
143.09 |
143.09 |
143.09 |
+2.02 |
|
|
|
Feb17 |
160930 |
144.26 |
144.26 |
144.26 |
144.26 |
+1.98 |
|
|
|
Total Volume and Open Interest |
2 |
1 |
+0 |
Natural Gas(NYM) |
Nov16 |
160930 |
2.966 |
2.977 |
2.892 |
2.906 |
-0.053 |
137,838 |
289,882 |
+3,832 |
Dec16 |
160930 |
3.162 |
3.179 |
3.118 |
3.132 |
-0.029 |
47,428 |
96,162 |
+990 |
Jan17 |
160930 |
3.292 |
3.312 |
3.253 |
3.268 |
-0.024 |
38,938 |
161,977 |
+4,261 |
Feb17 |
160930 |
3.288 |
3.316 |
3.260 |
3.275 |
-0.023 |
13,937 |
42,617 |
-217 |
Mar17 |
160930 |
3.231 |
3.268 |
3.216 |
3.230 |
-0.022 |
20,699 |
100,264 |
+2,046 |
Apr17 |
160930 |
3.001 |
3.037 |
2.986 |
3.000 |
-0.018 |
18,808 |
90,310 |
-1,396 |
May17 |
160930 |
2.963 |
2.995 |
2.951 |
2.964 |
-0.017 |
5,930 |
34,320 |
+991 |
Jun17 |
160930 |
3.010 |
3.022 |
2.980 |
2.994 |
-0.016 |
5,728 |
31,422 |
-255 |
Jul17 |
160930 |
3.030 |
3.046 |
3.007 |
3.022 |
-0.015 |
5,037 |
19,400 |
+746 |
Aug17 |
160930 |
3.050 |
3.050 |
3.013 |
3.026 |
-0.015 |
4,033 |
16,758 |
+123 |
Sep17 |
160930 |
3.017 |
3.034 |
2.998 |
3.010 |
-0.013 |
3,677 |
19,599 |
-95 |
Oct17 |
160930 |
3.025 |
3.052 |
3.014 |
3.028 |
-0.013 |
9,010 |
43,404 |
-1,253 |
Nov17 |
160930 |
3.084 |
3.103 |
3.066 |
3.077 |
-0.012 |
3,640 |
15,528 |
+79 |
Dec17 |
160930 |
3.213 |
3.234 |
3.193 |
3.205 |
-0.013 |
2,320 |
20,453 |
+73 |
Jan18 |
160930 |
3.314 |
3.336 |
3.299 |
3.307 |
-0.012 |
5,795 |
16,263 |
+345 |
Feb18 |
160930 |
3.277 |
3.277 |
3.267 |
3.268 |
-0.012 |
1,253 |
4,324 |
-292 |
Total Volume and Open Interest |
329,906 |
1,075,979 |
+8,882 |
Brent Crude Oil(ICE) |
Nov16 |
160930 |
49.18 |
49.25 |
48.21 |
49.06 |
-0.18 |
188,670 |
89,489 |
-23,593 |
Dec16 |
160930 |
49.76 |
50.27 |
48.90 |
50.19 |
+0.38 |
602,694 |
587,140 |
+24,918 |
Jan17 |
160930 |
50.32 |
50.83 |
49.46 |
50.75 |
+0.41 |
164,777 |
262,149 |
+14,687 |
Feb17 |
160930 |
50.82 |
51.32 |
49.96 |
51.25 |
+0.43 |
98,145 |
134,285 |
+4,809 |
Mar17 |
160930 |
51.28 |
51.79 |
50.42 |
51.71 |
+0.43 |
89,429 |
182,277 |
+3,208 |
Apr17 |
160930 |
51.70 |
52.21 |
50.84 |
52.14 |
+0.45 |
26,223 |
67,569 |
-213 |
May17 |
160930 |
52.06 |
52.57 |
51.21 |
52.51 |
+0.46 |
17,528 |
54,307 |
+536 |
Jun17 |
160930 |
52.38 |
52.90 |
51.54 |
52.85 |
+0.47 |
84,925 |
140,411 |
+2,873 |
Jul17 |
160930 |
52.68 |
53.19 |
51.87 |
53.15 |
+0.47 |
5,567 |
36,117 |
+1,787 |
Aug17 |
160930 |
53.49 |
53.49 |
52.90 |
53.39 |
+0.47 |
3,271 |
25,465 |
+750 |
Sep17 |
160930 |
53.35 |
53.59 |
53.35 |
53.59 |
+0.47 |
8,430 |
48,787 |
-1,178 |
Oct17 |
160930 |
53.61 |
53.77 |
53.61 |
53.77 |
+0.47 |
2,586 |
21,388 |
-668 |
Nov17 |
160930 |
54.40 |
54.40 |
53.93 |
53.93 |
+0.47 |
1,110 |
20,406 |
+93 |
Dec17 |
160930 |
53.61 |
54.12 |
52.82 |
54.07 |
+0.46 |
89,774 |
205,866 |
+9,700 |
Total Volume and Open Interest |
1,415,324 |
2,195,197 |
+42,460 |
Gas Oil(ICE) |
Oct16 |
160930 |
442.75 |
450.00 |
436.75 |
446.75 |
+2.00 |
56,298 |
105,922 |
-8,312 |
Nov16 |
160930 |
445.25 |
451.00 |
437.75 |
447.75 |
+2.00 |
118,794 |
147,159 |
-128 |
Dec16 |
160930 |
446.25 |
451.50 |
438.75 |
448.25 |
+2.00 |
90,732 |
202,790 |
+3,171 |
Jan17 |
160930 |
449.50 |
454.50 |
442.00 |
451.25 |
+1.75 |
31,119 |
83,085 |
+5,448 |
Feb17 |
160930 |
452.75 |
457.25 |
445.25 |
454.25 |
+1.75 |
8,307 |
37,284 |
+42 |
Mar17 |
160930 |
455.25 |
460.00 |
447.75 |
457.00 |
+2.00 |
14,147 |
39,778 |
+2,805 |
Apr17 |
160930 |
457.75 |
462.25 |
451.25 |
459.25 |
+2.00 |
7,715 |
21,761 |
+298 |
May17 |
160930 |
460.25 |
464.50 |
454.00 |
461.75 |
+2.00 |
4,443 |
17,125 |
+944 |
Jun17 |
160930 |
462.50 |
467.00 |
455.50 |
464.25 |
+2.25 |
18,207 |
50,659 |
+232 |
Jul17 |
160930 |
460.50 |
469.50 |
460.25 |
467.50 |
+2.00 |
4,647 |
17,891 |
+767 |
Total Volume and Open Interest |
374,317 |
910,516 |
+5,732 |
Ethanol(CBOT) |
Oct16 |
160930 |
1.524 |
1.547 |
1.524 |
1.547 |
+0.007 |
238 |
132 |
-144 |
Nov16 |
160930 |
1.458 |
1.496 |
1.454 |
1.488 |
+0.017 |
501 |
1,998 |
+288 |
Dec16 |
160930 |
1.408 |
1.444 |
1.408 |
1.444 |
+0.024 |
67 |
1,260 |
+15 |
Jan17 |
160930 |
1.380 |
1.412 |
1.370 |
1.412 |
+0.023 |
33 |
602 |
+8 |
Feb17 |
160930 |
1.413 |
1.413 |
1.413 |
1.413 |
+0.023 |
8 |
181 |
+8 |
Mar17 |
160930 |
1.431 |
1.431 |
1.431 |
1.431 |
+0.023 |
0 |
134 |
+0 |
Apr17 |
160930 |
1.456 |
1.456 |
1.456 |
1.456 |
+0.023 |
0 |
219 |
+0 |
May17 |
160930 |
1.463 |
1.463 |
1.463 |
1.463 |
+0.023 |
0 |
5 |
+0 |
Total Volume and Open Interest |
847 |
4,537 |
+175 |
WTI Crude Oil(ICE) |
Nov16 |
160930 |
47.78 |
48.30 |
47.04 |
48.24 |
+0.41 |
88,710 |
71,397 |
+1,355 |
Dec16 |
160930 |
48.36 |
48.87 |
47.61 |
48.82 |
+0.42 |
95,262 |
134,009 |
+5,232 |
Jan17 |
160930 |
48.95 |
49.45 |
48.19 |
49.40 |
+0.43 |
30,183 |
38,132 |
-1,317 |
Feb17 |
160930 |
48.94 |
49.98 |
48.78 |
49.93 |
+0.44 |
15,358 |
27,266 |
-550 |
Mar17 |
160930 |
49.32 |
50.46 |
49.27 |
50.41 |
+0.44 |
17,601 |
44,252 |
+1,801 |
Apr17 |
160930 |
49.72 |
50.83 |
49.72 |
50.81 |
+0.44 |
5,934 |
9,694 |
-630 |
May17 |
160930 |
50.11 |
51.17 |
50.05 |
51.14 |
+0.44 |
3,888 |
7,091 |
+120 |
Jun17 |
160930 |
50.38 |
51.42 |
50.32 |
51.41 |
+0.45 |
14,043 |
42,022 |
+301 |
Jul17 |
160930 |
51.63 |
51.63 |
51.63 |
51.63 |
+0.44 |
1,176 |
7,490 |
+377 |
Aug17 |
160930 |
51.82 |
51.82 |
51.82 |
51.82 |
+0.43 |
546 |
2,457 |
+15 |
Sep17 |
160930 |
52.00 |
52.00 |
52.00 |
52.00 |
+0.43 |
689 |
10,679 |
+247 |
Oct17 |
160930 |
52.18 |
52.18 |
52.18 |
52.18 |
+0.44 |
446 |
1,915 |
+322 |
Nov17 |
160930 |
52.36 |
52.36 |
52.36 |
52.36 |
+0.44 |
73 |
1,301 |
-22 |
Dec17 |
160930 |
51.66 |
52.57 |
51.57 |
52.55 |
+0.44 |
13,201 |
76,847 |
+1,616 |
Jan18 |
160930 |
52.68 |
52.68 |
52.68 |
52.68 |
+0.44 |
15 |
591 |
-8 |
Feb18 |
160930 |
52.81 |
52.81 |
52.81 |
52.81 |
+0.44 |
0 |
637 |
+0 |
Total Volume and Open Interest |
289,742 |
529,076 |
+9,695 |
US Dollar Index(ICE) |
Dec16 |
160930 |
95.470 |
95.895 |
95.250 |
95.385 |
-0.088 |
14,830 |
47,385 |
+379 |
Mar17 |
160930 |
95.410 |
95.800 |
95.210 |
95.310 |
-0.088 |
139 |
3,263 |
+41 |
Jun17 |
160930 |
95.385 |
95.610 |
95.140 |
95.230 |
-0.087 |
16 |
290 |
+1 |
Total Volume and Open Interest |
14,989 |
50,959 |
+425 |
Australian Dollar(CME) |
Dec16 |
160930 |
76.19 |
76.59 |
75.75 |
76.49 |
+0.19 |
78,299 |
102,980 |
+5,103 |
Mar17 |
160930 |
75.98 |
76.42 |
75.62 |
76.35 |
+0.20 |
115 |
516 |
+50 |
Jun17 |
160930 |
75.80 |
76.18 |
75.61 |
76.18 |
+0.20 |
3 |
9 |
+2 |
Total Volume and Open Interest |
78,417 |
103,506 |
+5,155 |
British Pound(CME) |
Dec16 |
160930 |
129.82 |
130.42 |
129.54 |
129.97 |
+0.10 |
71,863 |
239,654 |
+2,547 |
Mar17 |
160930 |
130.03 |
130.65 |
129.80 |
130.22 |
+0.11 |
8 |
1,407 |
+3 |
Jun17 |
160930 |
130.49 |
130.87 |
130.25 |
130.49 |
+0.10 |
0 |
413 |
+0 |
Total Volume and Open Interest |
71,871 |
241,575 |
+2,550 |
Canadian Dollar(CME) |
Dec16 |
160930 |
76.10 |
76.46 |
75.82 |
76.29 |
+0.18 |
85,240 |
102,530 |
-856 |
Mar17 |
160930 |
76.13 |
76.50 |
75.88 |
76.33 |
+0.17 |
248 |
1,335 |
+75 |
Jun17 |
160930 |
76.37 |
76.54 |
75.99 |
76.39 |
+0.16 |
46 |
256 |
-8 |
Sep17 |
160930 |
76.45 |
76.61 |
76.14 |
76.45 |
+0.16 |
0 |
115 |
+0 |
Total Volume and Open Interest |
85,534 |
104,341 |
-789 |
Japanese Yen(CME) |
Dec16 |
160930 |
99.23 |
99.57 |
98.50 |
98.91 |
-0.35 |
93,506 |
156,415 |
+1,906 |
Mar17 |
160930 |
99.61 |
99.97 |
98.93 |
99.31 |
-0.35 |
123 |
510 |
-12 |
Jun17 |
160930 |
99.97 |
100.34 |
99.52 |
99.78 |
-0.34 |
3 |
110 |
+1 |
Total Volume and Open Interest |
93,632 |
157,065 |
+1,895 |
Swiss Franc(CME) |
Dec16 |
160930 |
103.98 |
104.08 |
99.94 |
103.50 |
-0.44 |
14,568 |
38,435 |
-497 |
Mar17 |
160930 |
103.52 |
104.59 |
103.32 |
104.06 |
-0.43 |
0 |
20 |
+0 |
Jun17 |
160930 |
104.24 |
104.75 |
103.90 |
104.69 |
-0.42 |
0 |
15 |
+0 |
Total Volume and Open Interest |
14,568 |
38,472 |
-497 |
EuroFX(CME) |
Dec16 |
160930 |
112.54 |
112.91 |
111.92 |
112.77 |
+0.25 |
152,461 |
320,304 |
-1,252 |
Mar17 |
160930 |
112.98 |
113.35 |
112.37 |
113.22 |
+0.26 |
1,504 |
6,330 |
+576 |
Jun17 |
160930 |
113.13 |
113.82 |
112.89 |
113.73 |
+0.26 |
17 |
1,149 |
+6 |
Total Volume and Open Interest |
153,982 |
327,820 |
-670 |
Mexican Peso(CME) |
Oct16 |
160930 |
514.88 |
514.88 |
514.88 |
514.88 |
+1.63 |
0 |
1 |
+0 |
Nov16 |
160930 |
513.25 |
513.25 |
513.25 |
513.25 |
+1.50 |
10 |
5 |
+5 |
Total Volume and Open Interest |
61,567 |
158,383 |
-1,860 |
Brazilian Real(CME) |
Oct16 |
160930 |
307.70 |
308.15 |
307.60 |
308.05 |
+0.10 |
7,892 |
6,620 |
-3,118 |
Nov16 |
160930 |
304.30 |
306.75 |
303.75 |
305.05 |
-0.45 |
8,315 |
22,493 |
+7,947 |
Dec16 |
160930 |
302.80 |
304.35 |
302.30 |
302.75 |
-0.10 |
368 |
3,744 |
-166 |
Jan17 |
160930 |
300.05 |
300.05 |
300.05 |
300.05 |
-0.20 |
|
|
|
Total Volume and Open Interest |
16,575 |
32,857 |
+4,663 |
30-Year T-Bonds(CBOT) |
Dec16 |
160930 |
169~170 |
170~010 |
167~300 |
168~050 |
-1~150 |
219,999 |
572,504 |
+8,819 |
Mar17 |
160930 |
168~230 |
168~230 |
166~240 |
166~240 |
-1~150 |
0 |
8 |
+0 |
Jun17 |
160930 |
165~280 |
165~280 |
165~280 |
165~280 |
-1~150 |
|
|
|
Total Volume and Open Interest |
219,999 |
572,512 |
+8,819 |
10-Year T-Notes(CBOT) |
Dec16 |
160930 |
131~160 |
131~235 |
131~020 |
131~040 |
-0~135 |
1,073,897 |
2,886,887 |
+84,937 |
Mar17 |
160930 |
130~275 |
131~050 |
130~185 |
130~190 |
-0~140 |
45 |
50 |
+45 |
Jun17 |
160930 |
130~110 |
130~110 |
130~110 |
130~110 |
-0~140 |
|
|
|
Total Volume and Open Interest |
1,073,942 |
2,886,937 |
+84,982 |
5-Year T-Notes(CBOT) |
Sep16 |
160930 |
121~256 |
121~262 |
121~160 |
121~162 |
-0~070 |
5,126 |
32,254 |
-3,346 |
Dec16 |
160930 |
121~226 |
121~270 |
121~152 |
121~164 |
-0~066 |
492,260 |
2,812,953 |
+43,467 |
Mar17 |
160930 |
121~066 |
121~066 |
121~066 |
121~066 |
-0~066 |
|
|
|
Total Volume and Open Interest |
497,386 |
2,845,207 |
+40,121 |
2 Year T-Notes(CBOT) |
Sep16 |
160930 |
109~164 |
109~164 |
109~100 |
109~104 |
-0~022 |
572 |
1,753 |
-551 |
Dec16 |
160930 |
109~092 |
109~102 |
109~070 |
109~074 |
-0~014 |
315,702 |
1,030,232 |
+13,937 |
Mar17 |
160930 |
109~070 |
109~070 |
109~070 |
109~070 |
-0~014 |
|
|
|
Total Volume and Open Interest |
316,274 |
1,031,985 |
+13,386 |
Eurodollars(CME) |
Dec16 |
160930 |
99.085 |
99.090 |
99.075 |
99.080 |
-0.005 |
413,765 |
1,616,987 |
+35,914 |
Mar17 |
160930 |
99.065 |
99.070 |
99.045 |
99.055 |
-0.005 |
228,685 |
1,197,011 |
+1,245 |
Jun17 |
160930 |
99.035 |
99.040 |
99.005 |
99.015 |
-0.010 |
182,098 |
1,122,286 |
+2,493 |
Sep17 |
160930 |
99.000 |
99.010 |
98.970 |
98.980 |
-0.015 |
170,967 |
895,718 |
+1,543 |
Dec17 |
160930 |
98.960 |
98.970 |
98.925 |
98.935 |
-0.020 |
316,774 |
1,429,399 |
+7,273 |
Mar18 |
160930 |
98.940 |
98.955 |
98.905 |
98.915 |
-0.025 |
158,120 |
692,693 |
+8,423 |
Jun18 |
160930 |
98.915 |
98.930 |
98.875 |
98.885 |
-0.025 |
133,025 |
523,361 |
+3,115 |
Sep18 |
160930 |
98.880 |
98.900 |
98.845 |
98.850 |
-0.030 |
109,215 |
409,712 |
+5,922 |
Dec18 |
160930 |
98.840 |
98.860 |
98.800 |
98.805 |
-0.035 |
102,165 |
668,950 |
+17,298 |
Mar19 |
160930 |
98.815 |
98.835 |
98.775 |
98.780 |
-0.040 |
70,472 |
436,191 |
+928 |
Jun19 |
160930 |
98.785 |
98.805 |
98.740 |
98.750 |
-0.040 |
70,400 |
381,075 |
+9,703 |
Sep19 |
160930 |
98.750 |
98.775 |
98.705 |
98.715 |
-0.040 |
54,232 |
275,654 |
+312 |
Dec19 |
160930 |
98.710 |
98.735 |
98.660 |
98.670 |
-0.045 |
44,226 |
330,532 |
+1,090 |
Mar20 |
160930 |
98.680 |
98.705 |
98.630 |
98.635 |
-0.050 |
27,753 |
147,042 |
+112 |
Jun20 |
160930 |
98.645 |
98.670 |
98.590 |
98.595 |
-0.055 |
33,251 |
107,300 |
-757 |
Sep20 |
160930 |
98.610 |
98.630 |
98.550 |
98.560 |
-0.050 |
26,689 |
91,179 |
+523 |
Dec20 |
160930 |
98.565 |
98.585 |
98.500 |
98.510 |
-0.055 |
24,155 |
105,425 |
+431 |
Mar21 |
160930 |
98.530 |
98.545 |
98.460 |
98.470 |
-0.060 |
16,139 |
61,235 |
+23 |
Total Volume and Open Interest |
2,336,939 |
11,040,059 |
+123,030 |
Ultra T-Bond(CBOT) |
Sep16 |
160921 |
181~04 |
181~26 |
179~25 |
181~16 |
-0~03 |
891 |
2,673 |
-5,955 |
Dec16 |
160930 |
185~28 |
186~16 |
183~10 |
183~28 |
-2~05 |
72,615 |
604,425 |
+1,272 |
Mar17 |
160930 |
182~28 |
182~28 |
182~28 |
182~28 |
-2~05 |
|
|
|
Total Volume and Open Interest |
72,615 |
604,425 |
+1,272 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160921 |
143~160 |
143~210 |
143~000 |
143~170 |
-0~010 |
795 |
1,857 |
-858 |
Dec16 |
160930 |
144~245 |
145~030 |
144~015 |
144~050 |
-0~220 |
54,835 |
227,674 |
+2,739 |
Mar17 |
160930 |
144~030 |
144~030 |
144~030 |
144~030 |
-0~220 |
|
|
|
Total Volume and Open Interest |
54,835 |
227,674 |
+2,739 |
30 Day Federal Funds(CBOT) |
Sep16 |
160930 |
99.603 |
99.605 |
99.603 |
99.605 |
+0.003 |
393 |
89,888 |
-31 |
Oct16 |
160930 |
99.610 |
99.610 |
99.605 |
99.610 |
+0.005 |
9,455 |
304,198 |
-4,079 |
Nov16 |
160930 |
99.590 |
99.590 |
99.580 |
99.585 |
unch |
25,361 |
214,401 |
+547 |
Dec16 |
160930 |
99.525 |
99.535 |
99.515 |
99.515 |
-0.010 |
15,504 |
98,422 |
-2,426 |
Jan17 |
160930 |
99.475 |
99.490 |
99.455 |
99.455 |
-0.020 |
47,413 |
153,385 |
-1,295 |
Feb17 |
160930 |
99.465 |
99.475 |
99.440 |
99.445 |
-0.010 |
11,521 |
67,912 |
+1,338 |
Total Volume and Open Interest |
132,765 |
1,138,455 |
-1,068 |
3-Mth Euro-Yen(CME) |
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 |
|
|
|
Mar19 |
160722 |
99.435 |
99.435 |
99.435 |
99.435 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec16 |
160929 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160929 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160929 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160929 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160929 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160929 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160929 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Sep18 |
160929 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec16 |
160929 |
152.34 |
152.39 |
152.21 |
152.33 |
unch |
1,087 |
15,087 |
+122 |
Mar17 |
160929 |
152.25 |
152.25 |
152.25 |
152.25 |
unch |
|
|
|
Jun17 |
160929 |
152.25 |
152.25 |
152.25 |
152.25 |
unch |
|
|
|
Total Volume and Open Interest |
1,087 |
15,087 |
+122 |
Euro-Buxl(EUREX) |
Dec16 |
160930 |
193.36 |
194.58 |
191.46 |
192.18 |
-0.06 |
47,851 |
160,776 |
+1,775 |
Mar17 |
160930 |
191.74 |
192.30 |
189.96 |
190.50 |
-0.06 |
79 |
65 |
+15 |
Jun17 |
160930 |
190.50 |
190.50 |
189.18 |
189.18 |
-0.06 |
0 |
2 |
+0 |
Total Volume and Open Interest |
47,930 |
160,843 |
+1,790 |
Euro-Bund(EUREX) |
Dec16 |
160930 |
166.09 |
166.36 |
165.54 |
165.70 |
-0.04 |
702,974 |
1,830,824 |
+15,081 |
Mar17 |
160930 |
168.60 |
168.93 |
168.10 |
168.22 |
-0.05 |
758 |
44,558 |
-345 |
Jun17 |
160930 |
166.16 |
166.16 |
166.16 |
166.16 |
-0.04 |
|
|
|
Total Volume and Open Interest |
703,732 |
1,875,382 |
+14,735 |
Euro-Bobl(EUREX) |
Dec16 |
160930 |
132.26 |
132.30 |
132.07 |
132.09 |
-0.05 |
379,252 |
1,353,830 |
+5,233 |
Mar17 |
160930 |
134.06 |
134.06 |
133.87 |
133.87 |
-0.05 |
415 |
1,495 |
+412 |
Jun17 |
160930 |
132.34 |
132.34 |
132.34 |
132.34 |
-0.05 |
|
|
|
Total Volume and Open Interest |
379,667 |
1,355,325 |
+5,645 |
Euro-Schatz(EUREX) |
Dec16 |
160930 |
112.17 |
112.18 |
112.13 |
112.14 |
-0.01 |
261,481 |
1,198,824 |
-21,394 |
Mar17 |
160930 |
112.14 |
112.14 |
112.14 |
112.14 |
-0.01 |
|
|
|
Jun17 |
160930 |
112.14 |
112.14 |
112.14 |
112.14 |
-0.01 |
|
|
|
Total Volume and Open Interest |
261,481 |
1,198,824 |
-21,394 |
3-Mth Euribor(EUREX) |
Sep16 |
160919 |
100.300 |
100.300 |
100.300 |
100.300 |
-0.005 |
1 |
3,718 |
+0 |
Dec16 |
160930 |
100.300 |
100.300 |
100.300 |
100.300 |
-0.010 |
7 |
3,425 |
-7 |
Mar17 |
160930 |
100.315 |
100.315 |
100.315 |
100.315 |
-0.015 |
0 |
3,285 |
-5 |
Total Volume and Open Interest |
213 |
74,340 |
+15 |
Long Gilt(LIFFE) |
Dec16 |
160930 |
131~03 |
131~07 |
130~01 |
130~08 |
-0~14 |
142,803 |
548,175 |
+821 |
Mar17 |
160930 |
131~11 |
131~11 |
131~11 |
131~11 |
-0~16 |
|
|
|
Total Volume and Open Interest |
142,803 |
548,175 |
-6,599 |
3-Mth Short Sterling(LIFFE) |
Dec16 |
160930 |
99.67 |
99.67 |
99.65 |
99.67 |
-0.00 |
41,154 |
493,995 |
-6,119 |
Mar17 |
160930 |
99.71 |
99.71 |
99.69 |
99.70 |
-0.01 |
31,664 |
379,674 |
-2,566 |
Jun17 |
160930 |
99.74 |
99.74 |
99.72 |
99.72 |
-0.01 |
24,453 |
360,751 |
+1,383 |
Sep17 |
160930 |
99.75 |
99.75 |
99.73 |
99.73 |
-0.01 |
33,025 |
315,671 |
-2,225 |
Dec17 |
160930 |
99.75 |
99.76 |
99.73 |
99.74 |
-0.01 |
47,655 |
379,892 |
+793 |
Mar18 |
160930 |
99.76 |
99.77 |
99.73 |
99.74 |
-0.01 |
35,127 |
219,168 |
+1,626 |
Total Volume and Open Interest |
405,758 |
3,010,800 |
+4,220 |
3-Mth Euribor(LIFFE) |
Dec16 |
160930 |
100.295 |
100.305 |
100.285 |
100.300 |
-0.010 |
43,751 |
413,863 |
-1,721 |
Mar17 |
160930 |
100.315 |
100.320 |
100.310 |
100.315 |
-0.010 |
37,837 |
399,289 |
-1,119 |
Jun17 |
160930 |
100.340 |
100.345 |
100.330 |
100.335 |
-0.010 |
35,539 |
403,571 |
+470 |
Total Volume and Open Interest |
378,647 |
3,109,567 |
+20,064 |
3-Mth Aus T-Bills(SFE) |
Dec16 |
160930 |
98.27 |
98.29 |
98.26 |
98.29 |
+0.02 |
10,618 |
181,697 |
-1,923 |
Mar17 |
160930 |
98.32 |
98.35 |
98.31 |
98.34 |
+0.02 |
22,660 |
212,165 |
+5,515 |
Jun17 |
160930 |
98.34 |
98.38 |
98.33 |
98.38 |
+0.04 |
14,133 |
192,964 |
+912 |
Sep17 |
160930 |
98.35 |
98.40 |
98.35 |
98.40 |
+0.04 |
19,585 |
130,877 |
+6,973 |
Dec17 |
160930 |
98.36 |
98.41 |
98.35 |
98.41 |
+0.05 |
16,058 |
137,457 |
+2,743 |
Mar18 |
160930 |
98.35 |
98.40 |
98.35 |
98.40 |
+0.04 |
11,036 |
72,342 |
+862 |
Jun18 |
160930 |
98.33 |
98.39 |
98.33 |
98.39 |
+0.05 |
4,958 |
59,558 |
+1,296 |
Sep18 |
160930 |
98.31 |
98.37 |
98.30 |
98.37 |
+0.06 |
3,538 |
26,027 |
-66 |
Dec18 |
160930 |
98.28 |
98.34 |
98.28 |
98.34 |
+0.06 |
324 |
6,490 |
+201 |
Mar19 |
160930 |
98.30 |
98.32 |
98.30 |
98.32 |
+0.06 |
402 |
3,262 |
+100 |
Total Volume and Open Interest |
103,516 |
1,025,239 |
+16,711 |
10-Year Aus T-Bonds(SFE) |
Dec16 |
160930 |
98.03 |
98.09 |
98.00 |
98.09 |
+0.07 |
120,985 |
816,911 |
-1,335 |
Mar17 |
160930 |
98.09 |
98.09 |
98.09 |
98.09 |
+0.07 |
|
|
|
Total Volume and Open Interest |
120,985 |
816,911 |
-1,335 |
3-Year Aus T-Bonds(SFE) |
Dec16 |
160930 |
98.48 |
98.56 |
98.46 |
98.55 |
+0.07 |
180,161 |
816,191 |
+4,943 |
Mar17 |
160930 |
98.55 |
98.55 |
98.55 |
98.55 |
+0.07 |
|
|
|
Total Volume and Open Interest |
180,161 |
816,191 |
+4,943 |
Gold(CMX) |
Oct16 |
160930 |
1320.6 |
1327.7 |
1312.9 |
1313.3 |
-8.4 |
10,551 |
9,704 |
-4,614 |
Dec16 |
160930 |
1323.6 |
1331.5 |
1316.0 |
1317.1 |
-8.9 |
157,569 |
447,355 |
-3,296 |
Feb17 |
160930 |
1328.3 |
1335.2 |
1319.8 |
1320.9 |
-8.9 |
7,013 |
46,619 |
-1,353 |
Apr17 |
160930 |
1331.7 |
1338.3 |
1324.2 |
1324.2 |
-8.9 |
1,470 |
15,820 |
+109 |
Jun17 |
160930 |
1337.8 |
1341.1 |
1326.9 |
1327.3 |
-8.9 |
680 |
20,748 |
-22 |
Aug17 |
160930 |
1340.9 |
1340.9 |
1330.2 |
1330.2 |
-8.8 |
1,326 |
7,817 |
+123 |
Oct17 |
160930 |
1343.5 |
1343.5 |
1332.9 |
1332.9 |
-8.7 |
149 |
2,094 |
+86 |
Dec17 |
160930 |
1343.0 |
1344.8 |
1335.5 |
1335.5 |
-8.7 |
182 |
12,212 |
-46 |
Feb18 |
160930 |
1337.9 |
1337.9 |
1337.9 |
1337.9 |
-8.7 |
0 |
163 |
+0 |
Apr18 |
160930 |
1340.0 |
1340.0 |
1340.0 |
1340.0 |
-8.7 |
0 |
3 |
+0 |
Jun18 |
160930 |
1348.2 |
1348.2 |
1342.1 |
1342.1 |
-8.7 |
0 |
4,181 |
+0 |
Aug18 |
160930 |
1345.0 |
1345.0 |
1345.0 |
1345.0 |
-8.7 |
|
|
|
Total Volume and Open Interest |
179,591 |
574,370 |
|
Silver(CMX) |
Dec16 |
160930 |
1916.0 |
1977.0 |
1912.0 |
1921.4 |
+2.6 |
51,262 |
171,352 |
-2,370 |
Mar17 |
160930 |
1927.5 |
1987.5 |
1926.0 |
1932.9 |
+2.4 |
3,061 |
17,089 |
+1,266 |
May17 |
160930 |
1963.5 |
1992.5 |
1936.5 |
1940.3 |
+2.4 |
290 |
1,262 |
-109 |
Jul17 |
160930 |
1944.0 |
1949.5 |
1944.0 |
1947.6 |
+2.4 |
316 |
3,004 |
+152 |
Sep17 |
160930 |
1954.0 |
1955.5 |
1951.5 |
1954.0 |
+2.4 |
0 |
490 |
+0 |
Dec17 |
160930 |
1966.0 |
2018.0 |
1960.5 |
1962.8 |
+2.5 |
129 |
2,556 |
+103 |
Mar18 |
160930 |
1970.1 |
1970.1 |
1970.1 |
1970.1 |
+2.5 |
0 |
12 |
+0 |
Total Volume and Open Interest |
55,347 |
200,008 |
-1,478 |
Platinum(NYMEX) |
Oct16 |
160930 |
1026.0 |
1040.0 |
1025.0 |
1028.6 |
-2.2 |
12,487 |
4,040 |
-6,509 |
Jan17 |
160930 |
1032.3 |
1047.1 |
1030.1 |
1034.5 |
-2.7 |
21,635 |
61,026 |
+5,358 |
Apr17 |
160930 |
1036.9 |
1047.6 |
1035.8 |
1038.5 |
-2.7 |
211 |
4,259 |
+127 |
Jul17 |
160930 |
1041.6 |
1041.6 |
1041.6 |
1041.6 |
-2.7 |
4 |
27 |
+0 |
Total Volume and Open Interest |
34,371 |
69,394 |
-1,000 |
Palladium(NYMEX) |
Dec16 |
160930 |
716.80 |
728.00 |
714.55 |
721.50 |
+2.00 |
5,730 |
26,478 |
+933 |
Mar17 |
160930 |
718.00 |
728.95 |
717.00 |
722.95 |
+2.00 |
9 |
464 |
+0 |
Jun17 |
160930 |
724.80 |
724.80 |
724.80 |
724.80 |
+2.00 |
0 |
31 |
+0 |
Total Volume and Open Interest |
5,743 |
26,979 |
+931 |
Copper(CMX) |
Dec16 |
160930 |
219.10 |
221.90 |
218.05 |
221.05 |
+2.05 |
50,446 |
126,424 |
+286 |
Mar17 |
160930 |
220.10 |
222.80 |
219.10 |
222.00 |
+2.00 |
4,423 |
33,580 |
+943 |
May17 |
160930 |
220.50 |
223.35 |
219.80 |
222.60 |
+1.95 |
737 |
6,383 |
-50 |
Jul17 |
160930 |
222.10 |
223.30 |
222.10 |
223.05 |
+1.85 |
49 |
2,405 |
+9 |
Sep17 |
160930 |
223.50 |
223.50 |
223.20 |
223.50 |
+1.80 |
91 |
1,060 |
+41 |
Total Volume and Open Interest |
57,257 |
180,180 |
+276 |
E-mini DJIA Index(CBOT) |
Dec16 |
160930 |
18074 |
18283 |
17989 |
18219 |
+122 |
155,607 |
124,676 |
+3,855 |
Mar17 |
160930 |
18005 |
18214 |
17929 |
18156 |
+121 |
113 |
475 |
-4 |
Jun17 |
160930 |
18080 |
18087 |
17891 |
18080 |
+121 |
0 |
6 |
+0 |
Sep17 |
160930 |
17995 |
17995 |
17995 |
17995 |
+121 |
|
|
|
Total Volume and Open Interest |
155,720 |
125,157 |
+3,851 |
S & P 500(CME) |
Dec16 |
160930 |
2144.70 |
2168.10 |
2136.00 |
2160.40 |
+11.90 |
4,976 |
63,210 |
-471 |
Mar17 |
160930 |
2154.60 |
2159.80 |
2154.60 |
2154.60 |
+12.00 |
0 |
163 |
+0 |
Jun17 |
160930 |
2149.00 |
2154.20 |
2149.00 |
2149.00 |
+12.00 |
0 |
60 |
+0 |
Sep17 |
160930 |
2145.60 |
2150.80 |
2145.60 |
2145.60 |
+12.00 |
|
|
|
Total Volume and Open Interest |
4,976 |
63,433 |
-471 |
S & P 500 E-Mini(Globex) |
Dec16 |
160930 |
2145.75 |
2168.25 |
2135.75 |
2160.50 |
+12.00 |
1,733,016 |
2,895,144 |
+14,496 |
Mar17 |
160930 |
2140.75 |
2162.25 |
2130.25 |
2154.50 |
+12.00 |
3,844 |
8,826 |
+2,717 |
Jun17 |
160930 |
2133.25 |
2156.25 |
2124.75 |
2149.00 |
+12.00 |
19 |
580 |
+9 |
Sep17 |
160930 |
2145.50 |
2145.50 |
2130.00 |
2145.50 |
+12.00 |
5 |
17 |
+0 |
Total Volume and Open Interest |
1,736,884 |
2,904,584 |
+17,222 |
NASDAQ 100 E-Mini(Globex) |
Dec16 |
160930 |
4839.30 |
4885.50 |
4811.80 |
4870.30 |
+26.00 |
208,679 |
296,145 |
-704 |
Mar17 |
160930 |
4829.80 |
4880.80 |
4809.50 |
4866.00 |
+25.70 |
111 |
370 |
+28 |
Jun17 |
160930 |
4865.00 |
4866.30 |
4820.80 |
4860.00 |
+25.70 |
0 |
10 |
+0 |
Total Volume and Open Interest |
208,790 |
296,530 |
-676 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160916 |
1522.50 |
1523.60 |
1520.30 |
1522.70 |
-6.30 |
7,585 |
6,627 |
-2,829 |
Dec16 |
160930 |
1537.30 |
1555.50 |
1529.40 |
1549.60 |
+13.50 |
22,860 |
84,026 |
+1,045 |
Mar17 |
160930 |
1547.50 |
1549.80 |
1529.10 |
1547.50 |
+13.50 |
2 |
1 |
+1 |
Total Volume and Open Interest |
22,862 |
84,027 |
+1,046 |
Volatility Index(CBOE) |
Sep16 |
160921 |
15.90 |
16.10 |
15.20 |
15.30 |
-0.58 |
83,892 |
73,593 |
-14,529 |
Oct16 |
160930 |
15.95 |
16.75 |
15.35 |
15.78 |
-0.15 |
96,155 |
244,719 |
-2,120 |
Nov16 |
160930 |
17.05 |
17.60 |
16.65 |
16.95 |
-0.07 |
53,078 |
96,622 |
+2,133 |
Dec16 |
160930 |
17.48 |
17.97 |
17.26 |
17.45 |
-0.03 |
23,725 |
62,296 |
+2,677 |
Total Volume and Open Interest |
186,984 |
477,747 |
+2,977 |
Russell 2000(ICE) |
Dec16 |
160930 |
1234.10 |
1253.50 |
1227.50 |
1248.30 |
+12.10 |
76,602 |
331,378 |
+1,840 |
Mar17 |
160930 |
1224.30 |
1244.30 |
1224.30 |
1244.30 |
+11.60 |
0 |
269 |
+0 |
Jun17 |
160930 |
1240.80 |
1240.80 |
1240.80 |
1240.80 |
+11.10 |
0 |
170 |
+0 |
Total Volume and Open Interest |
76,602 |
331,956 |
+1,840 |
Nikkei 225(CME) |
Dec16 |
160930 |
16560 |
16635 |
16350 |
16595 |
+35 |
8,296 |
32,866 |
-1,332 |
Mar17 |
160930 |
16595 |
16625 |
16395 |
16595 |
+35 |
5 |
22 |
+2 |
Total Volume and Open Interest |
8,301 |
32,888 |
-1,330 |
Nikkei 225(SGX) |
Dec16 |
160930 |
16670 |
16700 |
16365 |
16370 |
-315 |
64,635 |
167,745 |
+191 |
Mar17 |
160930 |
16420 |
16420 |
16320 |
16335 |
-315 |
1,156 |
856 |
+311 |
Jun17 |
160929 |
16525 |
16525 |
16525 |
16525 |
+250 |
|
|
|
Total Volume and Open Interest |
111,222 |
175,236 |
+9,434 |
Nikkei 225(CME) Yen |
Sep16 |
160908 |
16990 |
17005 |
16830 |
16990 |
+20 |
87,426 |
48,721 |
-20,945 |
Dec16 |
160930 |
16520 |
16590 |
16315 |
16560 |
+35 |
36,248 |
49,701 |
-2,109 |
Mar17 |
160930 |
16415 |
16530 |
16260 |
16500 |
+35 |
28 |
41 |
-5 |
Total Volume and Open Interest |
36,276 |
49,748 |
-2,114 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160908 |
16990 |
16990 |
16860 |
16990 |
+20 |
0 |
12 |
+0 |
Dec16 |
160930 |
16560 |
16580 |
16340 |
16560 |
+30 |
0 |
9 |
+0 |
Mar17 |
160930 |
16500 |
16500 |
16500 |
16500 |
+30 |
|
|
|
Total Volume and Open Interest |
0 |
9 |
+0 |
CAC 40(EURONEXT) |
Oct16 |
160930 |
4384.0 |
4459.5 |
4337.0 |
4443.5 |
+4.0 |
86,772 |
269,576 |
-2,243 |
Nov16 |
160930 |
4358.0 |
4455.0 |
4345.0 |
4441.0 |
+5.0 |
14 |
4,251 |
+9 |
Dec16 |
160930 |
4365.0 |
4443.0 |
4329.0 |
4434.5 |
+4.0 |
210 |
21,464 |
-36 |
Total Volume and Open Interest |
86,996 |
295,353 |
-2,270 |
Hang Seng Index(HKFE) |
Sep16 |
160929 |
23630 |
23848 |
23496 |
23702 |
+61 |
211,621 |
73,461 |
-44,473 |
Oct16 |
160930 |
23710 |
23779 |
23200 |
23313 |
-397 |
92,779 |
136,191 |
+30,118 |
Nov16 |
160930 |
23357 |
23433 |
23211 |
23300 |
|
|
|
|
DAX(EUREX) |
Dec16 |
160930 |
10240.0 |
10543.5 |
10173.5 |
10512.5 |
+122.5 |
109,680 |
169,056 |
+622 |
Mar17 |
160930 |
10237.0 |
10530.0 |
10190.0 |
10509.5 |
+122.5 |
132 |
1,167 |
+59 |
Jun17 |
160930 |
10269.5 |
10548.0 |
10217.0 |
10532.0 |
+122.5 |
9 |
83 |
-2 |
Total Volume and Open Interest |
109,821 |
170,306 |
+679 |
Mini-DAX(EUREX) |
Sep16 |
160916 |
10420.0 |
10427.0 |
10264.0 |
10264.0 |
-180.5 |
36,525 |
13,993 |
+636 |
Dec16 |
160930 |
10244.0 |
10542.0 |
10175.0 |
10512.5 |
+122.5 |
40,179 |
13,488 |
+707 |
Mar17 |
160930 |
10236.0 |
10536.0 |
10185.0 |
10509.5 |
+122.5 |
153 |
998 |
-27 |
Total Volume and Open Interest |
40,337 |
14,499 |
+683 |
FT-SE 100(EURONEXT) |
Dec16 |
160930 |
6830.50 |
6884.50 |
6770.50 |
6857.50 |
-20.00 |
104,170 |
685,941 |
+7,984 |
Mar17 |
160930 |
6759.00 |
6819.50 |
6720.00 |
6797.00 |
-19.50 |
54 |
986 |
+29 |
Jun17 |
160930 |
6731.50 |
6732.00 |
6731.50 |
6731.50 |
-18.00 |
|
|
|
Total Volume and Open Interest |
104,224 |
686,927 |
+8,013 |
SPI 200(SFE) |
Dec16 |
160930 |
5460.0 |
5466.0 |
5400.0 |
5416.0 |
-47.0 |
25,418 |
268,647 |
+124 |
Mar17 |
160930 |
5402.0 |
5402.0 |
5368.0 |
5368.0 |
-47.0 |
0 |
1,442 |
+0 |
Jun17 |
160930 |
5355.0 |
5355.0 |
5355.0 |
5355.0 |
-47.0 |
0 |
1,397 |
+0 |
Total Volume and Open Interest |
25,535 |
273,017 |
+239 |
FTSE MIB(ISE) |
Dec16 |
160930 |
15995.00 |
16400.00 |
15855.00 |
16357.00 |
+106.00 |
30,931 |
43,515 |
-2,397 |
Mar17 |
160930 |
15930.00 |
16350.00 |
15905.00 |
16340.00 |
+109.00 |
3 |
104 |
+0 |
Jun17 |
160930 |
15903.00 |
15903.00 |
15903.00 |
15903.00 |
+74.00 |
|
|
|
Total Volume and Open Interest |
30,934 |
43,619 |
-2,397 |
KOSPI 200(KFE) |
Dec16 |
160930 |
261.00 |
261.35 |
257.80 |
258.20 |
-2.85 |
83,361 |
131,544 |
-2,530 |
Mar17 |
160930 |
258.40 |
258.50 |
255.15 |
255.50 |
-2.80 |
246 |
3,823 |
+200 |
Jun17 |
160930 |
257.00 |
257.60 |
256.25 |
256.25 |
-2.90 |
9 |
843 |
+9 |
Total Volume and Open Interest |
83,617 |
139,248 |
-2,269 |
GSCI(CME) |
Oct16 |
160930 |
363.25 |
364.90 |
362.55 |
363.95 |
+0.95 |
195 |
14,714 |
-5 |
Nov16 |
160930 |
366.60 |
367.00 |
366.60 |
366.60 |
+1.10 |
0 |
75 |
+0 |
Dec16 |
160930 |
370.20 |
370.20 |
370.20 |
370.20 |
+1.10 |
|
|
|
Total Volume and Open Interest |
195 |
14,789 |
-5 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|