|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Fri November 04, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov16 |
161104 |
980.50 |
985.50 |
975.00 |
981.50 |
+1.75 |
8,873 |
8,780 |
-2,445 |
Jan17 |
161104 |
990.00 |
994.75 |
984.00 |
990.75 |
+1.25 |
99,163 |
314,940 |
-6,271 |
Mar17 |
161104 |
996.50 |
1001.25 |
990.75 |
997.25 |
+1.00 |
19,912 |
103,887 |
+2,075 |
May17 |
161104 |
1003.00 |
1007.25 |
997.50 |
1004.00 |
+1.00 |
7,178 |
64,057 |
+1,349 |
Jul17 |
161104 |
1007.75 |
1012.25 |
1002.50 |
1008.75 |
+1.00 |
8,004 |
73,897 |
+756 |
Aug17 |
161104 |
1002.50 |
1009.25 |
1001.00 |
1007.25 |
+1.00 |
418 |
2,934 |
+34 |
Sep17 |
161104 |
990.00 |
994.25 |
989.25 |
993.75 |
+1.00 |
355 |
1,466 |
+41 |
Nov17 |
161104 |
981.25 |
984.75 |
976.00 |
982.50 |
+0.75 |
3,200 |
38,025 |
+399 |
Jan18 |
161104 |
978.00 |
983.00 |
977.50 |
983.00 |
+0.75 |
142 |
1,169 |
+16 |
Mar18 |
161104 |
981.25 |
981.75 |
980.75 |
981.25 |
+1.00 |
113 |
681 |
+18 |
May18 |
161104 |
981.00 |
981.75 |
980.25 |
980.25 |
+1.75 |
38 |
270 |
-1 |
Jul18 |
161104 |
975.75 |
982.75 |
975.75 |
982.75 |
+3.75 |
68 |
380 |
+24 |
Aug18 |
161104 |
977.75 |
977.75 |
977.75 |
977.75 |
+4.00 |
0 |
17 |
+0 |
Sep18 |
161104 |
962.50 |
962.50 |
962.50 |
962.50 |
+4.00 |
0 |
17 |
+0 |
Total Volume and Open Interest |
147,505 |
611,143 |
-4,003 |
Soybean Meal(CBOT) |
Dec16 |
161104 |
306.60 |
309.90 |
304.80 |
309.00 |
+2.60 |
44,354 |
121,802 |
-5,378 |
Jan17 |
161104 |
308.40 |
311.70 |
306.70 |
310.80 |
+2.60 |
17,900 |
75,696 |
+1,907 |
Mar17 |
161104 |
310.10 |
313.20 |
308.40 |
312.30 |
+2.50 |
11,376 |
59,126 |
+748 |
May17 |
161104 |
312.20 |
314.90 |
310.20 |
313.90 |
+2.30 |
3,985 |
38,589 |
+6 |
Jul17 |
161104 |
313.60 |
316.70 |
312.20 |
316.00 |
+2.40 |
3,828 |
36,573 |
+580 |
Aug17 |
161104 |
313.40 |
316.10 |
312.90 |
315.50 |
+2.10 |
616 |
4,784 |
+117 |
Sep17 |
161104 |
312.50 |
315.10 |
311.90 |
314.80 |
+2.30 |
409 |
5,412 |
+79 |
Oct17 |
161104 |
308.90 |
311.20 |
308.90 |
310.90 |
+2.00 |
270 |
4,759 |
+62 |
Dec17 |
161104 |
308.90 |
311.30 |
307.50 |
310.70 |
+1.90 |
948 |
15,404 |
+402 |
Jan18 |
161104 |
308.10 |
310.40 |
308.10 |
310.00 |
+1.70 |
90 |
803 |
+19 |
Total Volume and Open Interest |
83,902 |
364,955 |
-1,422 |
Soybean Oil(CBOT) |
Dec16 |
161104 |
35.09 |
35.13 |
34.51 |
34.71 |
-0.39 |
55,347 |
186,578 |
-1,059 |
Jan17 |
161104 |
35.33 |
35.39 |
34.78 |
34.98 |
-0.38 |
20,975 |
116,823 |
+925 |
Mar17 |
161104 |
35.50 |
35.57 |
34.97 |
35.16 |
-0.38 |
13,468 |
70,486 |
+2,110 |
May17 |
161104 |
35.65 |
35.66 |
35.14 |
35.32 |
-0.38 |
4,883 |
47,361 |
-289 |
Jul17 |
161104 |
35.82 |
35.82 |
35.31 |
35.47 |
-0.38 |
4,871 |
34,555 |
+688 |
Aug17 |
161104 |
35.65 |
35.65 |
35.30 |
35.48 |
-0.36 |
195 |
4,484 |
+2 |
Sep17 |
161104 |
35.48 |
35.55 |
35.35 |
35.48 |
-0.33 |
168 |
3,749 |
-8 |
Oct17 |
161104 |
35.51 |
35.51 |
35.12 |
35.33 |
-0.29 |
172 |
3,233 |
+8 |
Dec17 |
161104 |
35.71 |
35.71 |
35.11 |
35.43 |
-0.25 |
1,903 |
9,388 |
+454 |
Jan18 |
161104 |
35.28 |
35.48 |
35.28 |
35.48 |
-0.20 |
90 |
485 |
+31 |
Total Volume and Open Interest |
102,235 |
477,978 |
+2,911 |
Canola(WCE) |
Nov16 |
161104 |
501.4 |
501.4 |
501.4 |
501.4 |
-5.8 |
18 |
772 |
-289 |
Jan17 |
161104 |
514.2 |
514.2 |
506.3 |
508.4 |
-5.8 |
16,934 |
131,848 |
+4,900 |
Mar17 |
161104 |
517.5 |
518.5 |
511.1 |
513.1 |
-5.4 |
1,966 |
24,953 |
+437 |
May17 |
161104 |
520.1 |
520.6 |
513.3 |
515.0 |
-5.2 |
671 |
12,767 |
+157 |
Jul17 |
161104 |
518.2 |
519.5 |
512.1 |
514.1 |
-5.0 |
1,504 |
10,381 |
-500 |
Total Volume and Open Interest |
21,876 |
188,639 |
+4,843 |
Corn(CBOT) |
Dec16 |
161104 |
348.00 |
349.75 |
345.50 |
348.75 |
+0.75 |
217,593 |
585,827 |
-20,387 |
Mar17 |
161104 |
357.00 |
358.50 |
354.50 |
357.50 |
+0.50 |
105,539 |
362,158 |
+4,256 |
May17 |
161104 |
364.25 |
366.00 |
362.00 |
365.00 |
+0.75 |
26,667 |
92,264 |
+2,803 |
Jul17 |
161104 |
371.50 |
373.25 |
369.00 |
372.50 |
+0.75 |
36,854 |
137,959 |
+1,428 |
Sep17 |
161104 |
378.00 |
379.75 |
376.00 |
379.25 |
+1.25 |
7,212 |
48,654 |
-704 |
Dec17 |
161104 |
386.00 |
387.75 |
383.75 |
387.00 |
+1.00 |
11,007 |
92,488 |
+1,771 |
Mar18 |
161104 |
394.50 |
397.00 |
393.25 |
396.25 |
+1.00 |
165 |
6,328 |
-25 |
May18 |
161104 |
399.75 |
401.50 |
399.75 |
401.50 |
+1.00 |
6 |
1,254 |
-4 |
Jul18 |
161104 |
404.25 |
405.75 |
404.25 |
405.75 |
+1.50 |
60 |
1,630 |
+28 |
Sep18 |
161104 |
401.75 |
402.00 |
401.50 |
401.75 |
+1.50 |
0 |
588 |
+0 |
Total Volume and Open Interest |
405,185 |
1,334,642 |
-10,810 |
Wheat(CBOT) |
Dec16 |
161104 |
414.00 |
415.25 |
410.25 |
414.25 |
+2.25 |
77,145 |
267,282 |
-1,777 |
Mar17 |
161104 |
431.25 |
432.75 |
428.50 |
432.00 |
+2.25 |
38,563 |
126,712 |
+3,442 |
May17 |
161104 |
445.50 |
447.50 |
443.00 |
446.75 |
+1.75 |
6,148 |
30,430 |
+709 |
Jul17 |
161104 |
458.75 |
460.25 |
455.75 |
459.50 |
+1.00 |
6,667 |
50,257 |
+468 |
Sep17 |
161104 |
474.50 |
475.25 |
472.00 |
475.25 |
+1.00 |
1,946 |
8,940 |
-246 |
Dec17 |
161104 |
492.75 |
495.00 |
490.25 |
494.75 |
+2.00 |
2,227 |
12,367 |
+421 |
Total Volume and Open Interest |
132,708 |
498,547 |
+3,022 |
Wheat(KCBT) |
Dec16 |
161104 |
411.75 |
412.00 |
407.00 |
411.50 |
+1.00 |
17,480 |
115,339 |
-1,838 |
Mar17 |
161104 |
429.50 |
430.25 |
425.50 |
429.75 |
+1.25 |
8,288 |
63,457 |
+896 |
May17 |
161104 |
440.00 |
442.50 |
437.75 |
442.00 |
+1.25 |
1,246 |
29,432 |
+30 |
Jul17 |
161104 |
452.50 |
453.75 |
449.25 |
453.50 |
+1.25 |
3,024 |
43,364 |
+647 |
Sep17 |
161104 |
464.50 |
467.75 |
464.50 |
467.75 |
+0.75 |
265 |
4,824 |
+167 |
Dec17 |
161104 |
485.00 |
486.75 |
485.00 |
486.75 |
+0.25 |
647 |
6,065 |
+294 |
Mar18 |
161104 |
495.50 |
498.75 |
495.50 |
498.75 |
-0.50 |
2 |
984 |
+1 |
Total Volume and Open Interest |
30,956 |
264,067 |
+198 |
Wheat(MGE) |
Dec16 |
161104 |
509.75 |
511.50 |
507.50 |
510.25 |
+0.50 |
4,191 |
26,979 |
-375 |
Mar17 |
161104 |
517.00 |
519.25 |
515.25 |
518.25 |
+0.75 |
2,308 |
22,378 |
+371 |
May17 |
161104 |
525.00 |
526.50 |
523.25 |
526.25 |
+0.75 |
961 |
9,221 |
+64 |
Jul17 |
161104 |
532.25 |
533.50 |
530.25 |
533.00 |
+0.50 |
363 |
4,809 |
+168 |
Sep17 |
161104 |
540.00 |
541.50 |
539.00 |
541.00 |
+0.25 |
182 |
3,493 |
+10 |
Dec17 |
161104 |
551.25 |
552.50 |
550.50 |
552.50 |
-0.25 |
243 |
2,312 |
+40 |
Total Volume and Open Interest |
8,350 |
69,255 |
+318 |
Oats(CBOT) |
Dec16 |
161104 |
221.00 |
232.25 |
220.75 |
228.25 |
+6.25 |
494 |
5,017 |
-170 |
Mar17 |
161104 |
219.00 |
228.75 |
219.00 |
224.75 |
+5.50 |
219 |
2,841 |
-4 |
May17 |
161104 |
219.50 |
226.00 |
219.50 |
224.75 |
+6.25 |
29 |
467 |
-3 |
Jul17 |
161104 |
227.00 |
228.25 |
227.00 |
228.25 |
+6.50 |
9 |
46 |
+8 |
Total Volume and Open Interest |
751 |
8,394 |
-169 |
Rough Rice(CBOT) |
Nov16 |
161104 |
9.59 |
9.67 |
9.56 |
9.64 |
+0.10 |
202 |
176 |
+14 |
Jan17 |
161104 |
9.76 |
9.94 |
9.74 |
9.89 |
+0.07 |
1,109 |
9,790 |
+210 |
Mar17 |
161104 |
10.00 |
10.16 |
10.00 |
10.14 |
+0.08 |
76 |
842 |
+51 |
May17 |
161104 |
10.38 |
10.38 |
10.38 |
10.38 |
+0.08 |
0 |
10 |
+0 |
Total Volume and Open Interest |
1,387 |
10,834 |
+275 |
Live Cattle(CME) |
Dec16 |
161104 |
103.980 |
104.000 |
101.680 |
102.730 |
-1.350 |
23,617 |
112,594 |
-5,554 |
Feb17 |
161104 |
105.050 |
105.150 |
103.330 |
104.300 |
-0.985 |
13,668 |
66,120 |
+3,599 |
Apr17 |
161104 |
104.830 |
104.950 |
103.400 |
104.350 |
-0.750 |
8,469 |
54,276 |
+1,399 |
Jun17 |
161104 |
97.000 |
97.080 |
95.885 |
96.700 |
-0.585 |
4,828 |
27,042 |
+1,199 |
Aug17 |
161104 |
94.730 |
94.830 |
93.930 |
94.680 |
-0.205 |
1,760 |
10,593 |
+471 |
Oct17 |
161104 |
96.000 |
96.000 |
95.150 |
95.900 |
-0.180 |
616 |
4,671 |
+199 |
Total Volume and Open Interest |
53,135 |
276,591 |
+1,367 |
Feeder Cattle(CME) |
Nov16 |
161104 |
125.930 |
125.950 |
123.700 |
125.635 |
-0.215 |
1,961 |
6,133 |
-442 |
Jan17 |
161104 |
118.750 |
118.750 |
116.230 |
117.850 |
-0.900 |
4,576 |
21,644 |
+512 |
Mar17 |
161104 |
115.730 |
115.730 |
113.930 |
115.330 |
-0.620 |
1,898 |
9,051 |
+34 |
Apr17 |
161104 |
115.330 |
115.750 |
113.830 |
115.285 |
-0.465 |
626 |
2,121 |
+8 |
May17 |
161104 |
115.050 |
115.285 |
113.480 |
114.750 |
-0.550 |
406 |
2,354 |
+32 |
Aug17 |
161104 |
115.650 |
115.885 |
114.000 |
115.550 |
-0.430 |
131 |
975 |
+9 |
Sep17 |
161104 |
113.800 |
113.885 |
112.830 |
113.885 |
-0.915 |
4 |
20 |
+3 |
Total Volume and Open Interest |
9,603 |
42,299 |
+157 |
Lean Hogs(CME) |
Dec16 |
161104 |
46.900 |
46.950 |
45.100 |
46.150 |
-0.850 |
17,626 |
110,007 |
-3,497 |
Feb17 |
161104 |
53.500 |
53.500 |
52.235 |
52.985 |
-0.515 |
11,051 |
51,875 |
+1,980 |
Apr17 |
161104 |
60.900 |
60.900 |
59.850 |
60.400 |
-0.500 |
4,777 |
36,322 |
+627 |
May17 |
161104 |
68.450 |
68.680 |
68.000 |
68.350 |
+0.020 |
23 |
673 |
-4 |
Jun17 |
161104 |
72.580 |
72.800 |
72.100 |
72.700 |
-0.100 |
2,587 |
13,244 |
+543 |
Jul17 |
161104 |
73.080 |
73.650 |
73.000 |
73.635 |
+0.155 |
671 |
5,118 |
+262 |
Aug17 |
161104 |
73.135 |
73.800 |
73.135 |
73.730 |
+0.195 |
639 |
4,366 |
+368 |
Oct17 |
161104 |
62.500 |
62.950 |
62.330 |
62.830 |
+0.280 |
213 |
1,415 |
+116 |
Total Volume and Open Interest |
37,685 |
223,971 |
+434 |
Class III Milk(CME) |
Nov16 |
161104 |
16.65 |
16.88 |
16.63 |
16.80 |
+0.21 |
671 |
5,279 |
+136 |
Dec16 |
161104 |
16.36 |
16.49 |
16.34 |
16.45 |
+0.18 |
686 |
4,984 |
+207 |
Jan17 |
161104 |
15.95 |
16.00 |
15.88 |
15.93 |
+0.02 |
120 |
2,718 |
+11 |
Feb17 |
161104 |
15.88 |
16.04 |
15.87 |
15.98 |
+0.03 |
154 |
2,656 |
+44 |
Mar17 |
161104 |
16.08 |
16.10 |
15.99 |
16.05 |
unch |
57 |
2,440 |
-6 |
Apr17 |
161104 |
16.08 |
16.13 |
16.06 |
16.10 |
+0.02 |
44 |
2,203 |
-25 |
May17 |
161104 |
16.10 |
16.13 |
16.10 |
16.13 |
-0.01 |
48 |
2,138 |
-10 |
Jun17 |
161104 |
16.27 |
16.31 |
16.24 |
16.29 |
-0.02 |
52 |
1,914 |
+6 |
Jul17 |
161104 |
16.46 |
16.49 |
16.46 |
16.49 |
-0.03 |
28 |
1,087 |
-9 |
Aug17 |
161104 |
16.70 |
16.70 |
16.70 |
16.70 |
unch |
86 |
1,093 |
+50 |
Sep17 |
161104 |
16.85 |
16.85 |
16.80 |
16.85 |
unch |
33 |
1,075 |
+1 |
Oct17 |
161104 |
16.82 |
16.82 |
16.80 |
16.82 |
unch |
25 |
735 |
-3 |
Nov17 |
161104 |
16.75 |
16.75 |
16.73 |
16.73 |
+0.03 |
40 |
642 |
-3 |
Total Volume and Open Interest |
2,145 |
30,041 |
+431 |
Cocoa(ICE) |
Dec16 |
161104 |
2708 |
2719 |
2577 |
2581 |
-124 |
18,152 |
65,920 |
-3,707 |
Mar17 |
161104 |
2628 |
2648 |
2526 |
2532 |
-101 |
17,869 |
124,551 |
+3,912 |
May17 |
161104 |
2629 |
2629 |
2524 |
2530 |
-87 |
3,107 |
31,430 |
+366 |
Jul17 |
161104 |
2625 |
2631 |
2539 |
2540 |
-82 |
1,107 |
15,337 |
+169 |
Sep17 |
161104 |
2624 |
2627 |
2550 |
2550 |
-75 |
585 |
9,441 |
+346 |
Dec17 |
161104 |
2634 |
2634 |
2548 |
2550 |
-71 |
281 |
6,367 |
+118 |
Mar18 |
161104 |
2601 |
2601 |
2545 |
2550 |
-69 |
131 |
7,735 |
+124 |
Total Volume and Open Interest |
41,232 |
261,409 |
+1,328 |
Coffee "C"(ICE) |
Dec16 |
161104 |
165.55 |
172.00 |
165.10 |
171.35 |
+5.70 |
18,110 |
95,150 |
-336 |
Mar17 |
161104 |
169.00 |
175.50 |
168.65 |
174.90 |
+5.70 |
8,521 |
67,412 |
+1,162 |
May17 |
161104 |
171.10 |
177.50 |
170.95 |
177.00 |
+5.60 |
4,529 |
28,083 |
+573 |
Jul17 |
161104 |
173.35 |
179.15 |
172.80 |
178.85 |
+5.55 |
1,919 |
9,099 |
-109 |
Sep17 |
161104 |
174.95 |
180.80 |
174.50 |
180.55 |
+5.55 |
475 |
6,477 |
-55 |
Dec17 |
161104 |
177.20 |
183.00 |
176.95 |
182.75 |
+5.55 |
122 |
9,222 |
+59 |
Total Volume and Open Interest |
33,690 |
218,567 |
+1,294 |
Orange Juice(ICE) |
Nov16 |
161104 |
224.00 |
227.70 |
222.85 |
227.70 |
+4.85 |
92 |
873 |
-58 |
Jan17 |
161104 |
218.30 |
220.90 |
216.45 |
219.20 |
+1.80 |
1,881 |
14,610 |
+311 |
Mar17 |
161104 |
214.10 |
216.20 |
212.00 |
214.35 |
+2.05 |
220 |
1,071 |
+66 |
May17 |
161104 |
212.10 |
212.10 |
207.70 |
210.90 |
+2.30 |
77 |
413 |
+57 |
Jul17 |
161104 |
203.50 |
207.70 |
203.50 |
207.70 |
+3.15 |
5 |
72 |
+5 |
Sep17 |
161104 |
204.45 |
204.45 |
204.45 |
204.45 |
+3.15 |
|
|
|
Total Volume and Open Interest |
2,275 |
17,041 |
+381 |
Sugar #11(ICE) |
Mar17 |
161104 |
21.48 |
21.81 |
21.28 |
21.73 |
+0.25 |
60,121 |
445,200 |
-1,447 |
May17 |
161104 |
20.99 |
21.26 |
20.85 |
21.19 |
+0.19 |
24,452 |
145,092 |
+28 |
Jul17 |
161104 |
20.39 |
20.63 |
20.29 |
20.57 |
+0.17 |
12,089 |
116,698 |
+682 |
Oct17 |
161104 |
19.95 |
20.15 |
19.85 |
20.11 |
+0.15 |
4,833 |
75,398 |
-128 |
Mar18 |
161104 |
19.71 |
19.93 |
19.60 |
19.88 |
+0.16 |
2,126 |
33,902 |
+797 |
May18 |
161104 |
19.06 |
19.28 |
18.98 |
19.24 |
+0.17 |
530 |
11,215 |
+174 |
Jul18 |
161104 |
18.51 |
18.69 |
18.40 |
18.65 |
+0.14 |
225 |
6,800 |
+87 |
Oct18 |
161104 |
18.20 |
18.43 |
18.19 |
18.40 |
+0.13 |
75 |
6,763 |
+14 |
Total Volume and Open Interest |
104,580 |
845,188 |
+262 |
London Cocoa(LCE) |
Dec16 |
161104 |
2185 |
2187 |
2080 |
2103 |
-89 |
5,839 |
93,401 |
+69 |
Mar17 |
161104 |
2139 |
2144 |
2052 |
2072 |
-74 |
10,874 |
92,481 |
+194 |
May17 |
161104 |
2137 |
2141 |
2058 |
2078 |
-66 |
4,003 |
48,461 |
+1,172 |
Jul17 |
161104 |
2145 |
2149 |
2072 |
2090 |
-62 |
1,578 |
14,093 |
+100 |
Sep17 |
161104 |
2149 |
2149 |
2082 |
2098 |
-58 |
484 |
19,832 |
+116 |
Dec17 |
161104 |
2134 |
2134 |
2074 |
2090 |
-57 |
247 |
12,108 |
+105 |
Mar18 |
161104 |
2132 |
2132 |
2081 |
2088 |
-55 |
46 |
3,349 |
+10 |
Total Volume and Open Interest |
23,077 |
283,945 |
+1,772 |
London Sugar(LCE) |
Dec16 |
161104 |
567.30 |
575.50 |
564.70 |
574.40 |
+6.20 |
5,219 |
29,665 |
-391 |
Mar17 |
161104 |
563.70 |
571.00 |
560.60 |
569.90 |
+5.80 |
3,610 |
26,737 |
+415 |
May17 |
161104 |
556.80 |
564.30 |
555.10 |
563.60 |
+5.40 |
1,158 |
16,732 |
+209 |
Aug17 |
161104 |
547.20 |
551.80 |
545.00 |
551.10 |
+3.90 |
552 |
7,679 |
+57 |
Oct17 |
161104 |
528.30 |
533.40 |
527.90 |
532.70 |
+3.10 |
521 |
9,696 |
+328 |
Total Volume and Open Interest |
11,167 |
93,821 |
+703 |
Cotton(ICE) |
Dec16 |
161104 |
68.00 |
69.04 |
67.70 |
68.53 |
+0.46 |
15,713 |
122,384 |
-5,585 |
Mar17 |
161104 |
68.60 |
69.64 |
68.30 |
69.10 |
+0.42 |
8,360 |
90,777 |
+2,765 |
May17 |
161104 |
69.10 |
70.18 |
68.90 |
69.68 |
+0.42 |
1,890 |
16,997 |
+983 |
Jul17 |
161104 |
70.04 |
70.37 |
69.08 |
69.82 |
+0.41 |
754 |
9,208 |
+86 |
Oct17 |
161104 |
70.02 |
70.02 |
69.06 |
69.06 |
+0.41 |
0 |
10 |
+0 |
Dec17 |
161104 |
69.20 |
69.40 |
68.38 |
68.74 |
+0.09 |
310 |
15,039 |
+32 |
Total Volume and Open Interest |
27,034 |
255,546 |
-1,716 |
Lumber(CME) |
Nov16 |
161104 |
302.0 |
305.7 |
299.4 |
299.9 |
+0.5 |
138 |
584 |
-65 |
Jan17 |
161104 |
313.2 |
315.6 |
310.9 |
312.2 |
+1.1 |
393 |
2,883 |
+89 |
Mar17 |
161104 |
320.4 |
321.5 |
318.4 |
319.4 |
+1.3 |
29 |
384 |
+8 |
May17 |
161104 |
322.4 |
327.0 |
322.4 |
322.4 |
+1.3 |
1 |
83 |
+1 |
Total Volume and Open Interest |
561 |
3,959 |
+33 |
Crude Oil(NYM) |
Dec16 |
161104 |
44.63 |
44.87 |
43.57 |
44.07 |
-0.59 |
674,322 |
485,531 |
+3,552 |
Jan17 |
161104 |
45.25 |
45.46 |
44.16 |
44.65 |
-0.60 |
170,595 |
256,311 |
-461 |
Feb17 |
161104 |
45.88 |
46.08 |
44.81 |
45.28 |
-0.61 |
65,225 |
119,608 |
+3,947 |
Mar17 |
161104 |
46.57 |
46.72 |
45.48 |
45.92 |
-0.61 |
60,107 |
195,240 |
+3,774 |
Apr17 |
161104 |
47.17 |
47.31 |
46.11 |
46.51 |
-0.60 |
29,955 |
65,519 |
+2,114 |
May17 |
161104 |
47.73 |
47.79 |
46.66 |
47.03 |
-0.58 |
18,957 |
53,779 |
+1,621 |
Jun17 |
161104 |
48.04 |
48.27 |
47.10 |
47.46 |
-0.57 |
49,553 |
144,891 |
-2,705 |
Jul17 |
161104 |
48.53 |
48.53 |
47.48 |
47.81 |
-0.55 |
6,609 |
39,939 |
-617 |
Aug17 |
161104 |
48.79 |
48.85 |
47.85 |
48.10 |
-0.54 |
3,622 |
28,943 |
-74 |
Sep17 |
161104 |
48.66 |
48.97 |
48.06 |
48.37 |
-0.53 |
10,320 |
46,084 |
-934 |
Oct17 |
161104 |
49.00 |
49.00 |
48.43 |
48.62 |
-0.51 |
3,690 |
25,602 |
+316 |
Nov17 |
161104 |
49.49 |
49.49 |
48.70 |
48.86 |
-0.50 |
2,328 |
25,304 |
-337 |
Dec17 |
161104 |
49.51 |
49.82 |
48.77 |
49.11 |
-0.49 |
46,380 |
175,903 |
-267 |
Jan18 |
161104 |
49.28 |
51.26 |
49.28 |
49.28 |
-0.48 |
2,125 |
21,196 |
+374 |
Feb18 |
161104 |
49.43 |
49.51 |
49.43 |
49.44 |
-0.47 |
627 |
7,361 |
+111 |
Mar18 |
161104 |
49.59 |
50.77 |
49.59 |
49.59 |
-0.46 |
818 |
20,301 |
-131 |
Total Volume and Open Interest |
1,157,293 |
1,865,310 |
+10,698 |
e-miNY Crude Oil(NYM) |
Dec16 |
161104 |
44.675 |
44.875 |
43.550 |
44.075 |
-0.575 |
11,355 |
3,467 |
+347 |
Jan17 |
161104 |
45.225 |
45.450 |
44.200 |
44.650 |
-0.600 |
555 |
763 |
+32 |
Feb17 |
161104 |
46.000 |
46.300 |
44.925 |
45.275 |
-0.625 |
86 |
319 |
+15 |
Mar17 |
161104 |
46.650 |
46.975 |
45.525 |
45.925 |
-0.600 |
17 |
176 |
+3 |
Apr17 |
161104 |
47.000 |
47.000 |
46.500 |
46.500 |
-0.600 |
10 |
110 |
-1 |
May17 |
161104 |
47.025 |
48.900 |
47.025 |
47.025 |
-0.575 |
11 |
18 |
+2 |
Jun17 |
161104 |
47.400 |
47.450 |
47.375 |
47.450 |
-0.575 |
8 |
81 |
-3 |
Jul17 |
161104 |
47.800 |
52.000 |
47.800 |
47.800 |
-0.550 |
6 |
89 |
+2 |
Aug17 |
161104 |
48.150 |
48.150 |
48.100 |
48.100 |
-0.550 |
2 |
148 |
+2 |
Sep17 |
161104 |
48.375 |
54.875 |
48.375 |
48.375 |
-0.525 |
2 |
59 |
-2 |
Total Volume and Open Interest |
12,058 |
5,431 |
+399 |
NY Harbor ULSD(NYM) |
Dec16 |
161104 |
145.50 |
146.30 |
142.58 |
143.03 |
-2.79 |
84,434 |
89,362 |
-5,899 |
Jan17 |
161104 |
147.50 |
148.09 |
144.43 |
144.92 |
-2.68 |
47,112 |
81,293 |
+1,113 |
Feb17 |
161104 |
149.02 |
149.52 |
146.00 |
146.46 |
-2.61 |
26,743 |
38,361 |
+1,805 |
Mar17 |
161104 |
149.77 |
150.31 |
146.90 |
147.31 |
-2.53 |
20,472 |
43,154 |
+1,331 |
Apr17 |
161104 |
149.87 |
149.87 |
147.03 |
147.47 |
-2.44 |
8,671 |
29,810 |
+2,174 |
May17 |
161104 |
150.48 |
150.48 |
147.64 |
148.10 |
-2.38 |
5,400 |
15,701 |
+276 |
Jun17 |
161104 |
151.17 |
151.33 |
148.35 |
148.82 |
-2.35 |
11,482 |
33,479 |
+1,511 |
Jul17 |
161104 |
152.38 |
152.38 |
149.85 |
150.00 |
-2.33 |
1,851 |
4,379 |
+7 |
Aug17 |
161104 |
151.79 |
151.94 |
151.05 |
151.37 |
-2.32 |
1,834 |
4,196 |
+285 |
Sep17 |
161104 |
154.00 |
154.74 |
152.75 |
152.81 |
-2.28 |
2,000 |
5,157 |
+559 |
Oct17 |
161104 |
154.94 |
154.94 |
154.10 |
154.12 |
-2.22 |
1,980 |
2,712 |
+386 |
Nov17 |
161104 |
156.05 |
157.00 |
155.02 |
155.27 |
-2.19 |
2,026 |
2,803 |
+191 |
Dec17 |
161104 |
158.54 |
158.68 |
155.88 |
156.37 |
-2.17 |
5,289 |
29,781 |
+1,588 |
Jan18 |
161104 |
157.20 |
157.90 |
157.20 |
157.54 |
-2.11 |
585 |
2,146 |
+12 |
Total Volume and Open Interest |
221,378 |
392,354 |
+5,962 |
RBOB Gasoline(NYM) |
Dec16 |
161104 |
142.06 |
142.27 |
136.76 |
137.86 |
-4.59 |
88,283 |
130,072 |
-2,946 |
Jan17 |
161104 |
139.71 |
140.04 |
135.27 |
136.44 |
-3.68 |
66,491 |
89,103 |
+1,207 |
Feb17 |
161104 |
140.72 |
140.90 |
136.37 |
137.49 |
-3.41 |
33,945 |
32,729 |
+417 |
Mar17 |
161104 |
142.25 |
142.61 |
138.47 |
139.72 |
-3.26 |
17,568 |
34,947 |
+1,088 |
Apr17 |
161104 |
161.30 |
161.30 |
157.28 |
158.47 |
-3.02 |
9,081 |
24,321 |
-265 |
May17 |
161104 |
161.28 |
162.42 |
158.61 |
159.80 |
-2.94 |
5,231 |
13,913 |
-155 |
Jun17 |
161104 |
161.73 |
162.35 |
158.42 |
159.73 |
-2.90 |
5,096 |
17,006 |
-273 |
Jul17 |
161104 |
160.83 |
161.01 |
158.20 |
158.89 |
-2.82 |
1,192 |
5,518 |
-30 |
Aug17 |
161104 |
158.83 |
159.40 |
156.97 |
157.29 |
-2.70 |
991 |
3,305 |
+207 |
Sep17 |
161104 |
155.10 |
155.10 |
154.89 |
154.89 |
-2.57 |
648 |
6,615 |
-125 |
Total Volume and Open Interest |
230,448 |
382,606 |
-769 |
e-miNY RBOB Gasoline(NYM) |
Dec16 |
161104 |
137.90 |
148.40 |
137.90 |
137.90 |
-4.55 |
0 |
1 |
+0 |
Jan17 |
161104 |
136.44 |
136.44 |
136.44 |
136.44 |
-3.68 |
|
|
|
Feb17 |
161104 |
137.49 |
137.49 |
137.49 |
137.49 |
-3.41 |
|
|
|
Mar17 |
161104 |
139.72 |
139.72 |
139.72 |
139.72 |
-3.26 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Dec16 |
161104 |
2.815 |
2.820 |
2.741 |
2.767 |
-0.002 |
193,678 |
190,956 |
-3,026 |
Jan17 |
161104 |
2.980 |
2.986 |
2.915 |
2.937 |
-0.012 |
97,062 |
218,855 |
-6,327 |
Feb17 |
161104 |
3.006 |
3.010 |
2.946 |
2.967 |
-0.013 |
47,145 |
68,334 |
-1,356 |
Mar17 |
161104 |
2.997 |
2.998 |
2.933 |
2.955 |
-0.014 |
66,616 |
154,362 |
+5,731 |
Apr17 |
161104 |
2.931 |
2.942 |
2.873 |
2.892 |
-0.015 |
65,453 |
105,742 |
+3,414 |
May17 |
161104 |
2.940 |
2.940 |
2.885 |
2.898 |
-0.015 |
21,576 |
62,293 |
+2,818 |
Jun17 |
161104 |
2.972 |
2.972 |
2.922 |
2.938 |
-0.013 |
15,156 |
39,129 |
+4,298 |
Jul17 |
161104 |
3.000 |
3.000 |
2.954 |
2.976 |
-0.009 |
10,159 |
28,593 |
-135 |
Aug17 |
161104 |
3.003 |
3.003 |
2.953 |
2.979 |
-0.006 |
6,356 |
24,244 |
+182 |
Sep17 |
161104 |
2.986 |
2.988 |
2.937 |
2.965 |
-0.002 |
8,674 |
21,517 |
-947 |
Oct17 |
161104 |
3.002 |
3.002 |
2.952 |
2.983 |
+0.001 |
21,162 |
57,733 |
-2,025 |
Nov17 |
161104 |
3.037 |
3.046 |
3.004 |
3.031 |
+0.003 |
5,349 |
24,869 |
+91 |
Dec17 |
161104 |
3.200 |
3.200 |
3.155 |
3.182 |
unch |
4,620 |
26,150 |
+1,316 |
Jan18 |
161104 |
3.280 |
3.286 |
3.250 |
3.274 |
-0.003 |
4,535 |
17,815 |
+186 |
Feb18 |
161104 |
3.252 |
3.259 |
3.229 |
3.248 |
-0.002 |
712 |
6,997 |
-8 |
Mar18 |
161104 |
3.188 |
3.198 |
3.154 |
3.185 |
-0.002 |
2,989 |
19,994 |
+860 |
Total Volume and Open Interest |
576,897 |
1,158,177 |
+5,132 |
Brent Crude Oil(ICE) |
Jan17 |
161104 |
46.43 |
46.56 |
45.08 |
45.58 |
-0.77 |
366,824 |
547,706 |
-5,322 |
Feb17 |
161104 |
47.30 |
47.46 |
46.09 |
46.55 |
-0.67 |
157,283 |
228,611 |
-71 |
Mar17 |
161104 |
48.04 |
48.23 |
46.91 |
47.33 |
-0.62 |
123,487 |
218,222 |
-1,602 |
Apr17 |
161104 |
48.68 |
48.86 |
47.61 |
48.00 |
-0.58 |
65,059 |
111,912 |
+6,122 |
May17 |
161104 |
49.22 |
49.41 |
48.20 |
48.57 |
-0.55 |
46,299 |
81,742 |
-132 |
Jun17 |
161104 |
49.68 |
49.89 |
48.70 |
49.04 |
-0.54 |
81,815 |
191,707 |
-2,842 |
Jul17 |
161104 |
50.12 |
50.26 |
49.11 |
49.44 |
-0.53 |
12,091 |
44,274 |
-538 |
Aug17 |
161104 |
50.44 |
50.50 |
49.45 |
49.77 |
-0.52 |
10,794 |
34,414 |
+2,315 |
Sep17 |
161104 |
50.73 |
50.78 |
49.75 |
50.06 |
-0.51 |
12,437 |
59,414 |
+551 |
Oct17 |
161104 |
49.78 |
50.35 |
49.73 |
50.35 |
-0.50 |
2,680 |
26,233 |
+91 |
Nov17 |
161104 |
50.62 |
50.62 |
50.62 |
50.62 |
-0.49 |
2,817 |
22,420 |
-373 |
Dec17 |
161104 |
51.51 |
51.65 |
50.57 |
50.88 |
-0.48 |
66,204 |
213,790 |
-2,138 |
Jan18 |
161104 |
52.22 |
52.22 |
50.74 |
51.12 |
-0.48 |
2,700 |
22,360 |
+1,181 |
Feb18 |
161104 |
51.36 |
51.36 |
51.36 |
51.36 |
-0.47 |
1,684 |
16,799 |
+892 |
Total Volume and Open Interest |
994,279 |
2,119,081 |
-460 |
Gas Oil(ICE) |
Nov16 |
161104 |
423.50 |
425.50 |
414.25 |
417.75 |
-4.75 |
37,956 |
92,673 |
-8,995 |
Dec16 |
161104 |
425.25 |
425.75 |
414.75 |
418.00 |
-5.00 |
123,573 |
189,925 |
-4,301 |
Jan17 |
161104 |
427.50 |
428.75 |
418.25 |
421.50 |
-5.00 |
67,956 |
135,172 |
+187 |
Feb17 |
161104 |
431.50 |
432.25 |
422.00 |
425.25 |
-4.75 |
28,299 |
58,679 |
+1,340 |
Mar17 |
161104 |
435.00 |
435.75 |
425.75 |
429.00 |
-4.75 |
26,224 |
47,608 |
-1,280 |
Apr17 |
161104 |
438.25 |
439.25 |
429.50 |
432.75 |
-4.50 |
13,180 |
29,769 |
-671 |
May17 |
161104 |
441.50 |
442.50 |
433.00 |
436.00 |
-4.50 |
7,393 |
25,055 |
-153 |
Jun17 |
161104 |
444.50 |
445.50 |
436.25 |
439.25 |
-4.25 |
23,798 |
59,297 |
-451 |
Jul17 |
161104 |
447.25 |
449.00 |
440.25 |
443.00 |
-4.25 |
2,667 |
16,508 |
-367 |
Aug17 |
161104 |
450.75 |
452.50 |
444.25 |
446.50 |
-4.25 |
1,918 |
14,260 |
+271 |
Total Volume and Open Interest |
373,116 |
868,765 |
-11,867 |
Ethanol(CBOT) |
Dec16 |
161104 |
1.502 |
1.552 |
1.500 |
1.548 |
+0.030 |
259 |
3,533 |
+41 |
Jan17 |
161104 |
1.476 |
1.500 |
1.451 |
1.495 |
+0.023 |
48 |
1,028 |
+8 |
Feb17 |
161104 |
1.483 |
1.494 |
1.483 |
1.494 |
+0.025 |
144 |
465 |
+126 |
Mar17 |
161104 |
1.509 |
1.509 |
1.485 |
1.509 |
+0.025 |
313 |
290 |
+105 |
Apr17 |
161104 |
1.529 |
1.529 |
1.517 |
1.529 |
+0.025 |
0 |
235 |
+0 |
May17 |
161104 |
1.536 |
1.536 |
1.536 |
1.536 |
+0.025 |
0 |
5 |
+0 |
Jun17 |
161104 |
1.536 |
1.536 |
1.536 |
1.536 |
+0.025 |
|
|
|
Jul17 |
161104 |
1.536 |
1.536 |
1.536 |
1.536 |
+0.025 |
|
|
|
Total Volume and Open Interest |
788 |
5,585 |
+286 |
WTI Crude Oil(ICE) |
Dec16 |
161104 |
44.75 |
44.87 |
43.58 |
44.07 |
-0.59 |
47,132 |
92,430 |
-71 |
Jan17 |
161104 |
45.39 |
45.46 |
44.16 |
44.65 |
-0.60 |
57,638 |
109,984 |
+1,480 |
Feb17 |
161104 |
46.08 |
46.09 |
44.84 |
45.28 |
-0.61 |
31,881 |
38,711 |
+1,458 |
Mar17 |
161104 |
46.67 |
46.67 |
45.50 |
45.92 |
-0.61 |
18,622 |
41,060 |
+1,009 |
Apr17 |
161104 |
47.25 |
47.28 |
46.22 |
46.51 |
-0.60 |
6,094 |
14,000 |
+203 |
May17 |
161104 |
47.74 |
47.74 |
46.78 |
47.03 |
-0.58 |
5,131 |
8,771 |
-137 |
Jun17 |
161104 |
48.16 |
48.16 |
47.10 |
47.46 |
-0.57 |
11,233 |
43,406 |
-1,089 |
Jul17 |
161104 |
48.17 |
48.17 |
47.74 |
47.81 |
-0.55 |
1,454 |
7,262 |
-171 |
Aug17 |
161104 |
48.65 |
48.65 |
48.10 |
48.10 |
-0.54 |
775 |
5,341 |
-25 |
Sep17 |
161104 |
48.37 |
48.37 |
48.37 |
48.37 |
-0.53 |
1,616 |
16,003 |
+519 |
Oct17 |
161104 |
48.62 |
48.62 |
48.62 |
48.62 |
-0.51 |
463 |
3,923 |
-159 |
Nov17 |
161104 |
48.86 |
48.86 |
48.86 |
48.86 |
-0.50 |
173 |
1,518 |
+5 |
Dec17 |
161104 |
49.67 |
49.79 |
48.80 |
49.11 |
-0.49 |
8,877 |
80,544 |
-634 |
Jan18 |
161104 |
49.28 |
49.28 |
49.28 |
49.28 |
-0.48 |
10 |
956 |
+10 |
Feb18 |
161104 |
49.44 |
49.44 |
49.44 |
49.44 |
-0.47 |
7 |
617 |
+1 |
Mar18 |
161104 |
49.59 |
49.59 |
49.59 |
49.59 |
-0.46 |
7 |
3,516 |
+3 |
Total Volume and Open Interest |
193,993 |
540,282 |
+3,262 |
US Dollar Index(ICE) |
Dec16 |
161104 |
97.225 |
97.380 |
96.940 |
97.088 |
-0.107 |
27,791 |
81,457 |
+54 |
Mar17 |
161104 |
97.165 |
97.300 |
96.865 |
97.018 |
-0.103 |
930 |
3,978 |
+24 |
Jun17 |
161104 |
97.140 |
97.140 |
96.895 |
96.927 |
-0.103 |
31 |
272 |
+21 |
Total Volume and Open Interest |
28,758 |
85,842 |
+103 |
Australian Dollar(CME) |
Dec16 |
161104 |
76.72 |
76.90 |
76.44 |
76.68 |
-0.10 |
83,729 |
122,055 |
-1,759 |
Mar17 |
161104 |
76.65 |
76.72 |
76.30 |
76.53 |
-0.10 |
70 |
1,551 |
+22 |
Jun17 |
161104 |
76.35 |
76.35 |
76.30 |
76.35 |
-0.10 |
1 |
41 |
+1 |
Total Volume and Open Interest |
83,801 |
123,652 |
-1,735 |
British Pound(CME) |
Dec16 |
161104 |
124.76 |
125.66 |
124.58 |
125.15 |
+0.48 |
119,492 |
260,506 |
-2,942 |
Mar17 |
161104 |
124.99 |
125.90 |
124.84 |
125.39 |
+0.48 |
360 |
3,264 |
-74 |
Jun17 |
161104 |
125.30 |
126.09 |
125.30 |
125.63 |
+0.48 |
53 |
639 |
+43 |
Total Volume and Open Interest |
119,905 |
264,591 |
-2,973 |
Canadian Dollar(CME) |
Dec16 |
161104 |
74.66 |
74.72 |
74.28 |
74.60 |
-0.14 |
71,545 |
122,433 |
+4,538 |
Mar17 |
161104 |
74.73 |
74.79 |
74.36 |
74.66 |
-0.14 |
191 |
2,461 |
+32 |
Jun17 |
161104 |
74.56 |
74.81 |
74.47 |
74.73 |
-0.13 |
29 |
404 |
+7 |
Sep17 |
161104 |
74.79 |
75.03 |
74.54 |
74.79 |
-0.13 |
2 |
272 |
+1 |
Total Volume and Open Interest |
71,774 |
125,741 |
+4,585 |
Japanese Yen(CME) |
Dec16 |
161104 |
97.23 |
97.39 |
96.89 |
97.10 |
-0.14 |
147,380 |
157,099 |
-4,694 |
Mar17 |
161104 |
97.70 |
97.76 |
97.29 |
97.50 |
-0.12 |
790 |
3,243 |
+88 |
Jun17 |
161104 |
98.14 |
98.14 |
97.82 |
97.95 |
-0.12 |
0 |
146 |
+0 |
Total Volume and Open Interest |
148,170 |
160,518 |
-4,606 |
Swiss Franc(CME) |
Dec16 |
161104 |
102.86 |
103.54 |
102.70 |
103.30 |
+0.43 |
34,650 |
55,868 |
-3,719 |
Mar17 |
161104 |
103.36 |
104.05 |
103.27 |
103.85 |
+0.44 |
10 |
85 |
-5 |
Jun17 |
161104 |
104.47 |
104.62 |
104.01 |
104.48 |
+0.45 |
0 |
17 |
+0 |
Total Volume and Open Interest |
34,660 |
55,974 |
-3,724 |
EuroFX(CME) |
Dec16 |
161104 |
111.24 |
111.63 |
110.99 |
111.38 |
+0.14 |
203,584 |
421,588 |
-10,571 |
Mar17 |
161104 |
111.55 |
112.06 |
111.45 |
111.83 |
+0.14 |
2,967 |
11,091 |
+154 |
Jun17 |
161104 |
112.34 |
112.51 |
111.99 |
112.33 |
+0.14 |
343 |
1,287 |
+2 |
Total Volume and Open Interest |
206,899 |
434,090 |
-10,412 |
Mexican Peso(CME) |
Nov16 |
161104 |
525.38 |
525.38 |
525.38 |
525.38 |
+3.00 |
0 |
5 |
+0 |
Dec16 |
161104 |
519.88 |
525.63 |
516.75 |
523.38 |
+3.13 |
72,687 |
128,182 |
+1,025 |
Total Volume and Open Interest |
72,719 |
158,077 |
+1,029 |
Brazilian Real(CME) |
Dec16 |
161104 |
302.10 |
308.35 |
302.00 |
308.35 |
+1.80 |
1,138 |
31,593 |
+866 |
Jan17 |
161104 |
304.15 |
306.00 |
301.60 |
305.75 |
+1.90 |
|
|
|
Feb17 |
161104 |
302.80 |
302.80 |
300.30 |
302.80 |
+1.65 |
|
|
|
Mar17 |
161104 |
300.85 |
300.85 |
298.15 |
300.85 |
+1.70 |
|
|
|
Total Volume and Open Interest |
1,138 |
31,593 |
+866 |
30-Year T-Bonds(CBOT) |
Dec16 |
161104 |
162~230 |
163~260 |
162~170 |
163~110 |
+0~200 |
302,242 |
538,314 |
-4,674 |
Mar17 |
161104 |
161~120 |
162~080 |
161~050 |
161~300 |
+0~200 |
1,267 |
2,177 |
+505 |
Jun17 |
161104 |
161~020 |
161~020 |
161~020 |
161~020 |
+0~200 |
|
|
|
Total Volume and Open Interest |
303,509 |
540,491 |
-4,169 |
10-Year T-Notes(CBOT) |
Dec16 |
161104 |
130~005 |
130~120 |
129~300 |
130~080 |
+0~070 |
1,480,569 |
2,880,441 |
-20,717 |
Mar17 |
161104 |
129~165 |
129~265 |
129~140 |
129~220 |
+0~075 |
4,647 |
18,461 |
+2,790 |
Jun17 |
161104 |
129~140 |
129~140 |
129~140 |
129~140 |
+0~075 |
|
|
|
Total Volume and Open Interest |
1,485,216 |
2,898,902 |
-17,927 |
5-Year T-Notes(CBOT) |
Dec16 |
161104 |
121~020 |
121~082 |
120~314 |
121~056 |
+0~034 |
734,012 |
2,769,522 |
+23,482 |
Mar17 |
161104 |
120~230 |
120~286 |
120~212 |
120~266 |
+0~036 |
9,455 |
42,325 |
+8,381 |
Jun17 |
161104 |
120~166 |
120~166 |
120~166 |
120~166 |
unch |
|
|
|
Total Volume and Open Interest |
743,467 |
2,811,847 |
+31,863 |
2 Year T-Notes(CBOT) |
Dec16 |
161104 |
109~054 |
109~074 |
109~040 |
109~066 |
+0~014 |
347,965 |
1,259,392 |
+8,483 |
Mar17 |
161104 |
109~016 |
109~026 |
109~014 |
109~022 |
+0~014 |
1,958 |
11,899 |
+1,855 |
Jun17 |
161104 |
109~022 |
109~022 |
109~022 |
109~022 |
+0~014 |
|
|
|
Total Volume and Open Interest |
349,923 |
1,271,291 |
+10,338 |
Eurodollars(CME) |
Dec16 |
161104 |
99.075 |
99.080 |
99.060 |
99.075 |
+0.005 |
366,564 |
1,586,602 |
-7,464 |
Mar17 |
161104 |
99.045 |
99.065 |
99.035 |
99.055 |
+0.010 |
347,731 |
1,313,706 |
-25,287 |
Jun17 |
161104 |
99.000 |
99.025 |
98.980 |
99.010 |
+0.015 |
282,091 |
1,250,904 |
-9,725 |
Sep17 |
161104 |
98.960 |
98.990 |
98.940 |
98.975 |
+0.020 |
214,931 |
1,000,066 |
+5,711 |
Dec17 |
161104 |
98.910 |
98.935 |
98.885 |
98.925 |
+0.020 |
299,020 |
1,471,688 |
+5,285 |
Mar18 |
161104 |
98.875 |
98.905 |
98.855 |
98.895 |
+0.020 |
190,945 |
700,016 |
-10,337 |
Jun18 |
161104 |
98.830 |
98.865 |
98.810 |
98.850 |
+0.020 |
155,493 |
568,763 |
+7,570 |
Sep18 |
161104 |
98.790 |
98.820 |
98.770 |
98.805 |
+0.020 |
136,792 |
448,247 |
+6,779 |
Dec18 |
161104 |
98.730 |
98.760 |
98.710 |
98.750 |
+0.020 |
137,679 |
671,794 |
+3,542 |
Mar19 |
161104 |
98.695 |
98.730 |
98.675 |
98.715 |
+0.020 |
121,017 |
443,576 |
+7,603 |
Jun19 |
161104 |
98.650 |
98.680 |
98.630 |
98.665 |
+0.020 |
91,358 |
402,934 |
-3,085 |
Sep19 |
161104 |
98.600 |
98.630 |
98.580 |
98.615 |
+0.020 |
76,072 |
315,092 |
+3,506 |
Dec19 |
161104 |
98.540 |
98.570 |
98.525 |
98.560 |
+0.025 |
61,098 |
350,023 |
+1,568 |
Mar20 |
161104 |
98.490 |
98.530 |
98.480 |
98.515 |
+0.025 |
45,104 |
175,041 |
+1,703 |
Jun20 |
161104 |
98.435 |
98.475 |
98.425 |
98.460 |
+0.025 |
41,166 |
120,512 |
+450 |
Sep20 |
161104 |
98.375 |
98.420 |
98.370 |
98.405 |
+0.025 |
41,007 |
106,903 |
+183 |
Dec20 |
161104 |
98.315 |
98.365 |
98.310 |
98.345 |
+0.030 |
31,962 |
113,815 |
-342 |
Mar21 |
161104 |
98.265 |
98.310 |
98.255 |
98.290 |
+0.030 |
26,459 |
69,821 |
+182 |
Total Volume and Open Interest |
2,766,312 |
11,478,959 |
-16,933 |
Ultra T-Bond(CBOT) |
Dec16 |
161104 |
175~20 |
177~05 |
175~16 |
176~21 |
+0~31 |
101,516 |
615,104 |
+5,626 |
Mar17 |
161104 |
175~28 |
175~28 |
174~13 |
175~28 |
+1~00 |
561 |
7,198 |
+283 |
Jun17 |
161104 |
175~06 |
175~06 |
175~06 |
175~06 |
+1~00 |
|
|
|
Total Volume and Open Interest |
102,077 |
622,302 |
+5,909 |
Ultra 10-Yr T-Note(CBOT) |
Dec16 |
161104 |
141~270 |
142~125 |
141~240 |
142~070 |
+0~120 |
95,826 |
255,184 |
-3,879 |
Mar17 |
161104 |
142~000 |
142~000 |
142~000 |
142~000 |
+0~120 |
|
|
|
Jun17 |
161104 |
142~000 |
142~000 |
142~000 |
142~000 |
+0~120 |
|
|
|
Total Volume and Open Interest |
95,826 |
255,184 |
-3,879 |
30 Day Federal Funds(CBOT) |
Nov16 |
161104 |
99.595 |
99.595 |
99.592 |
99.592 |
unch |
174,802 |
229,862 |
-30,393 |
Dec16 |
161104 |
99.510 |
99.510 |
99.500 |
99.505 |
unch |
14,302 |
90,059 |
-844 |
Jan17 |
161104 |
99.435 |
99.440 |
99.420 |
99.435 |
+0.005 |
61,295 |
186,973 |
+7,935 |
Feb17 |
161104 |
99.420 |
99.430 |
99.410 |
99.420 |
+0.005 |
11,836 |
82,418 |
+1,731 |
Mar17 |
161104 |
99.405 |
99.415 |
99.395 |
99.405 |
+0.010 |
7,216 |
38,996 |
-741 |
Apr17 |
161104 |
99.395 |
99.410 |
99.385 |
99.400 |
+0.010 |
10,684 |
68,194 |
+2,584 |
Total Volume and Open Interest |
299,098 |
885,119 |
-18,033 |
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 |
161103 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
0 |
7 |
+0 |
Mar17 |
161103 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Jun17 |
161103 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Sep17 |
161103 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Dec17 |
161103 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Mar18 |
161103 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Jun18 |
161103 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
|
|
|
Sep18 |
161103 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec16 |
161103 |
151.87 |
151.92 |
151.82 |
151.89 |
+0.04 |
1,878 |
14,560 |
+341 |
Mar17 |
161103 |
151.83 |
151.83 |
151.83 |
151.83 |
+0.04 |
|
|
|
Jun17 |
161103 |
151.83 |
151.83 |
151.83 |
151.83 |
+0.04 |
|
|
|
Total Volume and Open Interest |
1,878 |
14,560 |
+341 |
Euro-Buxl(EUREX) |
Dec16 |
161104 |
180.16 |
182.38 |
180.16 |
181.96 |
+1.64 |
50,677 |
201,179 |
-4,358 |
Mar17 |
161104 |
178.90 |
180.10 |
178.90 |
180.10 |
+1.62 |
4,474 |
21,343 |
+4,135 |
Jun17 |
161104 |
177.74 |
178.08 |
177.74 |
178.08 |
+1.06 |
18 |
7 |
+0 |
Total Volume and Open Interest |
55,169 |
222,529 |
-223 |
Euro-Bund(EUREX) |
Dec16 |
161104 |
162.10 |
162.62 |
162.10 |
162.50 |
+0.40 |
837,664 |
1,998,412 |
+56,323 |
Mar17 |
161104 |
164.23 |
164.65 |
164.19 |
164.55 |
+0.42 |
6,112 |
166,498 |
-7,151 |
Jun17 |
161104 |
161.96 |
161.96 |
161.96 |
161.96 |
+0.40 |
|
|
|
Total Volume and Open Interest |
843,776 |
2,164,910 |
+49,172 |
Euro-Bobl(EUREX) |
Dec16 |
161104 |
131.11 |
131.30 |
131.11 |
131.25 |
+0.12 |
511,660 |
1,336,887 |
-4,315 |
Mar17 |
161104 |
132.77 |
132.86 |
132.77 |
132.86 |
+0.12 |
14,626 |
94,433 |
+7,442 |
Jun17 |
161104 |
131.50 |
131.50 |
131.50 |
131.50 |
+0.12 |
|
|
|
Total Volume and Open Interest |
526,286 |
1,431,320 |
+3,127 |
Euro-Schatz(EUREX) |
Dec16 |
161104 |
111.99 |
112.02 |
111.99 |
112.00 |
+0.01 |
262,432 |
1,216,514 |
+30,737 |
Mar17 |
161104 |
111.99 |
111.99 |
111.97 |
111.98 |
+0.02 |
296 |
1,096 |
+273 |
Jun17 |
161104 |
112.00 |
112.00 |
112.00 |
112.00 |
+0.01 |
|
|
|
Total Volume and Open Interest |
262,728 |
1,217,610 |
+31,010 |
3-Mth Euribor(EUREX) |
Dec16 |
161104 |
100.295 |
100.300 |
100.295 |
100.300 |
unch |
0 |
3,192 |
+0 |
Mar17 |
161104 |
100.280 |
100.280 |
100.280 |
100.280 |
-0.005 |
0 |
3,256 |
+0 |
Jun17 |
161104 |
100.275 |
100.275 |
100.275 |
100.275 |
+0.005 |
271 |
33,914 |
+0 |
Total Volume and Open Interest |
335 |
74,583 |
-18 |
Long Gilt(LIFFE) |
Dec16 |
161104 |
125~27 |
126~22 |
125~21 |
126~12 |
+0~25 |
231,817 |
712,884 |
+12,391 |
Mar17 |
161104 |
126~19 |
126~19 |
126~19 |
126~19 |
+0~28 |
|
|
|
Total Volume and Open Interest |
231,817 |
712,884 |
+12,391 |
3-Mth Short Sterling(LIFFE) |
Dec16 |
161104 |
99.59 |
99.60 |
99.58 |
99.59 |
-0.01 |
53,958 |
471,452 |
-2,556 |
Mar17 |
161104 |
99.58 |
99.59 |
99.57 |
99.58 |
unch |
44,545 |
386,776 |
-2,644 |
Jun17 |
161104 |
99.55 |
99.58 |
99.55 |
99.57 |
+0.01 |
92,333 |
346,557 |
+2,246 |
Sep17 |
161104 |
99.53 |
99.56 |
99.53 |
99.55 |
+0.02 |
100,878 |
297,779 |
-10,224 |
Dec17 |
161104 |
99.51 |
99.54 |
99.50 |
99.53 |
+0.03 |
101,237 |
308,923 |
-10,326 |
Mar18 |
161104 |
99.47 |
99.52 |
99.47 |
99.50 |
+0.03 |
88,412 |
195,345 |
-3,390 |
Total Volume and Open Interest |
885,676 |
2,843,840 |
-38,582 |
3-Mth Euribor(LIFFE) |
Dec16 |
161104 |
100.295 |
100.300 |
100.295 |
100.295 |
unch |
86,688 |
428,456 |
+10,036 |
Mar17 |
161104 |
100.280 |
100.285 |
100.275 |
100.280 |
unch |
66,622 |
475,193 |
+8,906 |
Jun17 |
161104 |
100.270 |
100.275 |
100.265 |
100.270 |
unch |
60,152 |
440,816 |
+3,361 |
Total Volume and Open Interest |
643,734 |
3,444,524 |
+29,479 |
3-Mth Aus T-Bills(SFE) |
Dec16 |
161104 |
98.22 |
98.23 |
98.22 |
98.23 |
unch |
20,853 |
149,415 |
-7,141 |
Mar17 |
161104 |
98.26 |
98.27 |
98.25 |
98.26 |
-0.01 |
26,471 |
254,496 |
+2,421 |
Jun17 |
161104 |
98.27 |
98.27 |
98.25 |
98.27 |
unch |
20,571 |
201,381 |
-3,482 |
Sep17 |
161104 |
98.26 |
98.26 |
98.24 |
98.25 |
-0.01 |
17,766 |
141,294 |
+2,337 |
Dec17 |
161104 |
98.24 |
98.24 |
98.21 |
98.23 |
-0.01 |
11,290 |
157,411 |
+1,120 |
Mar18 |
161104 |
98.20 |
98.20 |
98.17 |
98.19 |
-0.01 |
9,944 |
88,352 |
+1,210 |
Jun18 |
161104 |
98.15 |
98.16 |
98.13 |
98.15 |
-0.01 |
5,595 |
64,642 |
+1,685 |
Sep18 |
161104 |
98.11 |
98.11 |
98.09 |
98.10 |
-0.02 |
2,276 |
31,513 |
-549 |
Dec18 |
161104 |
98.05 |
98.06 |
98.04 |
98.06 |
-0.01 |
441 |
7,202 |
-30 |
Mar19 |
161104 |
98.02 |
98.02 |
98.02 |
98.02 |
-0.01 |
294 |
3,443 |
-205 |
Total Volume and Open Interest |
115,603 |
1,101,284 |
-2,796 |
10-Year Aus T-Bonds(SFE) |
Dec16 |
161104 |
97.73 |
97.73 |
97.67 |
97.70 |
-0.03 |
147,345 |
928,310 |
+9,545 |
Mar17 |
161104 |
97.70 |
97.70 |
97.70 |
97.70 |
-0.03 |
|
|
|
Total Volume and Open Interest |
147,345 |
928,310 |
+9,545 |
3-Year Aus T-Bonds(SFE) |
Dec16 |
161104 |
98.34 |
98.34 |
98.28 |
98.32 |
-0.02 |
195,141 |
986,840 |
-7,257 |
Mar17 |
161104 |
98.32 |
98.32 |
98.32 |
98.32 |
-0.02 |
|
|
|
Total Volume and Open Interest |
195,141 |
986,840 |
-7,257 |
Gold(CMX) |
Dec16 |
161104 |
1303.2 |
1308.3 |
1295.7 |
1304.5 |
+1.2 |
241,704 |
375,079 |
+5,434 |
Feb17 |
161104 |
1307.3 |
1312.2 |
1299.8 |
1308.6 |
+1.3 |
13,042 |
75,200 |
+4,877 |
Apr17 |
161104 |
1312.2 |
1315.0 |
1304.3 |
1312.2 |
+1.4 |
2,641 |
16,664 |
+673 |
Jun17 |
161104 |
1313.5 |
1317.7 |
1306.4 |
1315.5 |
+1.5 |
3,622 |
31,301 |
+1,318 |
Aug17 |
161104 |
1319.9 |
1320.1 |
1316.8 |
1318.7 |
+1.6 |
582 |
8,479 |
+143 |
Oct17 |
161104 |
1317.2 |
1322.1 |
1313.9 |
1321.8 |
+1.7 |
62 |
2,305 |
-22 |
Dec17 |
161104 |
1321.0 |
1326.3 |
1319.5 |
1324.9 |
+1.9 |
530 |
14,184 |
+337 |
Feb18 |
161104 |
1327.7 |
1327.7 |
1320.4 |
1327.7 |
+1.9 |
0 |
193 |
+0 |
Apr18 |
161104 |
1330.2 |
1330.2 |
1330.2 |
1330.2 |
+1.9 |
0 |
16 |
+0 |
Jun18 |
161104 |
1332.7 |
1335.0 |
1332.7 |
1332.7 |
+1.9 |
48 |
4,205 |
+47 |
Aug18 |
161104 |
1335.9 |
1335.9 |
1335.9 |
1335.9 |
+1.9 |
|
|
|
Total Volume and Open Interest |
262,503 |
534,108 |
+12,602 |
Silver(CMX) |
Dec16 |
161104 |
1836.0 |
1848.0 |
1818.5 |
1837.1 |
-4.5 |
78,454 |
134,747 |
-4,917 |
Mar17 |
161104 |
1848.0 |
1858.5 |
1834.5 |
1849.9 |
-4.3 |
9,610 |
44,529 |
+3,379 |
May17 |
161104 |
1842.0 |
1858.0 |
1842.0 |
1856.7 |
-4.1 |
273 |
3,503 |
-152 |
Jul17 |
161104 |
1863.0 |
1869.0 |
1855.5 |
1863.3 |
-3.8 |
238 |
4,020 |
-110 |
Sep17 |
161104 |
1864.5 |
1877.5 |
1864.5 |
1869.3 |
-3.8 |
42 |
807 |
+13 |
Dec17 |
161104 |
1882.0 |
1885.0 |
1877.0 |
1878.0 |
-3.6 |
290 |
4,303 |
+70 |
Mar18 |
161104 |
1885.3 |
1885.3 |
1817.0 |
1885.3 |
-3.6 |
0 |
2 |
+0 |
Total Volume and Open Interest |
89,267 |
195,313 |
-1,599 |
Platinum(NYMEX) |
Jan17 |
161104 |
997.9 |
1006.9 |
991.4 |
1004.5 |
+10.1 |
16,113 |
64,750 |
-258 |
Apr17 |
161104 |
1005.4 |
1010.7 |
995.4 |
1008.4 |
+10.1 |
252 |
5,877 |
+74 |
Jul17 |
161104 |
1009.7 |
1011.5 |
1009.7 |
1011.5 |
+10.1 |
0 |
39 |
+0 |
Oct17 |
161104 |
1015.4 |
1015.4 |
954.0 |
1015.4 |
+10.1 |
3 |
165 |
-3 |
Total Volume and Open Interest |
16,407 |
70,911 |
-201 |
Palladium(NYMEX) |
Dec16 |
161104 |
617.05 |
634.95 |
617.00 |
624.80 |
+7.20 |
3,609 |
18,962 |
-172 |
Mar17 |
161104 |
623.85 |
633.15 |
620.20 |
626.65 |
+7.20 |
391 |
3,908 |
+310 |
Jun17 |
161104 |
628.45 |
628.45 |
628.45 |
628.45 |
+7.20 |
0 |
32 |
+0 |
Total Volume and Open Interest |
4,010 |
22,908 |
+142 |
Copper(CMX) |
Dec16 |
161104 |
224.35 |
226.95 |
223.55 |
226.50 |
+1.60 |
79,860 |
105,776 |
-5,424 |
Mar17 |
161104 |
225.50 |
227.95 |
224.60 |
227.55 |
+1.60 |
18,348 |
69,601 |
+4,031 |
May17 |
161104 |
226.00 |
228.25 |
225.25 |
228.00 |
+1.60 |
3,672 |
11,173 |
+1,048 |
Jul17 |
161104 |
226.75 |
228.65 |
226.70 |
228.30 |
+1.55 |
2,210 |
5,619 |
+447 |
Sep17 |
161104 |
226.15 |
228.60 |
226.15 |
228.60 |
+1.60 |
114 |
1,687 |
+43 |
Total Volume and Open Interest |
105,149 |
203,559 |
+517 |
E-mini DJIA Index(CBOT) |
Dec16 |
161104 |
17844 |
17901 |
17799 |
17805 |
-47 |
200,698 |
115,079 |
-552 |
Mar17 |
161104 |
17785 |
17824 |
17741 |
17741 |
-52 |
124 |
984 |
-6 |
Jun17 |
161104 |
17652 |
17665 |
17652 |
17665 |
-52 |
0 |
6 |
+0 |
Sep17 |
161104 |
17580 |
17580 |
17580 |
17580 |
-52 |
|
|
|
Total Volume and Open Interest |
200,822 |
116,069 |
-558 |
S & P 500(CME) |
Dec16 |
161104 |
2084.00 |
2088.00 |
2080.00 |
2080.00 |
-3.60 |
3,692 |
83,779 |
+62 |
Mar17 |
161104 |
2074.50 |
2089.20 |
2073.20 |
2074.50 |
-3.70 |
60 |
223 |
+56 |
Jun17 |
161104 |
2069.00 |
2083.70 |
2067.70 |
2069.00 |
-3.70 |
60 |
120 |
+60 |
Sep17 |
161104 |
2063.90 |
2078.60 |
2062.60 |
2063.90 |
-3.70 |
|
|
|
Total Volume and Open Interest |
3,812 |
84,122 |
+178 |
S & P 500 E-Mini(Globex) |
Dec16 |
161104 |
2084.00 |
2094.25 |
2078.75 |
2080.00 |
-3.50 |
2,013,595 |
2,930,594 |
-29,364 |
Mar17 |
161104 |
2079.50 |
2088.25 |
2073.50 |
2074.50 |
-3.75 |
3,591 |
26,794 |
+889 |
Jun17 |
161104 |
2073.25 |
2082.00 |
2069.00 |
2069.00 |
-3.75 |
381 |
1,116 |
+303 |
Sep17 |
161104 |
2064.00 |
2087.00 |
2064.00 |
2064.00 |
-3.50 |
0 |
18 |
+0 |
Total Volume and Open Interest |
2,017,567 |
2,958,552 |
-28,172 |
NASDAQ 100 E-Mini(Globex) |
Dec16 |
161104 |
4671.30 |
4695.50 |
4651.30 |
4657.80 |
-16.70 |
300,313 |
319,917 |
+4,436 |
Mar17 |
161104 |
4670.50 |
4690.00 |
4654.50 |
4656.00 |
-17.00 |
175 |
999 |
+10 |
Jun17 |
161104 |
4650.00 |
4754.00 |
4650.00 |
4650.00 |
-17.00 |
1 |
10 |
+0 |
Total Volume and Open Interest |
300,489 |
320,933 |
+4,446 |
S&P Midcap 400(CME) e-Mini |
Dec16 |
161104 |
1473.00 |
1489.20 |
1470.30 |
1475.40 |
+2.60 |
20,552 |
80,833 |
-913 |
Mar17 |
161104 |
1478.40 |
1478.40 |
1472.90 |
1472.90 |
+2.60 |
0 |
2 |
+0 |
Jun17 |
161104 |
1463.20 |
1469.50 |
1463.20 |
1463.20 |
+2.60 |
|
|
|
Total Volume and Open Interest |
20,552 |
80,835 |
-913 |
Volatility Index(CBOE) |
Nov16 |
161104 |
19.75 |
19.80 |
18.45 |
19.33 |
-0.45 |
125,965 |
168,146 |
-13,043 |
Dec16 |
161104 |
19.00 |
19.05 |
18.34 |
18.98 |
-0.05 |
79,508 |
139,136 |
+5,341 |
Jan17 |
161104 |
19.76 |
19.82 |
19.24 |
19.73 |
-0.05 |
21,376 |
51,147 |
+2,980 |
Feb17 |
161104 |
19.90 |
19.95 |
19.43 |
19.88 |
-0.05 |
7,811 |
26,611 |
+981 |
Total Volume and Open Interest |
246,770 |
429,045 |
-1,933 |
Russell 2000(ICE) |
Dec16 |
161104 |
1155.10 |
1172.90 |
1151.90 |
1161.30 |
+6.90 |
103,179 |
323,229 |
-4,346 |
Mar17 |
161104 |
1156.90 |
1158.90 |
1156.30 |
1156.30 |
+6.90 |
4 |
309 |
+3 |
Jun17 |
161104 |
1152.30 |
1152.30 |
1152.30 |
1152.30 |
+6.90 |
0 |
170 |
+0 |
Total Volume and Open Interest |
103,183 |
323,847 |
-4,343 |
Nikkei 225(CME) |
Dec16 |
161104 |
17000 |
17030 |
16830 |
16880 |
-115 |
13,782 |
35,750 |
-475 |
Mar17 |
161104 |
16900 |
16945 |
16870 |
16890 |
-115 |
15 |
44 |
+2 |
Total Volume and Open Interest |
13,797 |
35,794 |
-473 |
Nikkei 225(SGX) |
Dec16 |
161104 |
16925 |
16930 |
16840 |
16890 |
-90 |
90,403 |
199,495 |
+5,259 |
Mar17 |
161104 |
16940 |
16940 |
16800 |
16855 |
-90 |
446 |
4,619 |
-212 |
Jun17 |
161103 |
16820 |
16820 |
16820 |
16820 |
-100 |
|
|
|
Total Volume and Open Interest |
50,375 |
208,440 |
+2,507 |
Nikkei 225(CME) Yen |
Dec16 |
161104 |
16945 |
17005 |
16800 |
16855 |
-115 |
65,285 |
62,901 |
+2,430 |
Mar17 |
161104 |
16760 |
16870 |
16760 |
16805 |
-115 |
18 |
111 |
-2 |
Jun17 |
161104 |
16675 |
16675 |
16675 |
16675 |
-115 |
|
|
|
Total Volume and Open Interest |
65,303 |
63,012 |
+2,428 |
Nikkei 225(CME) e-Mini Yen |
Dec16 |
161104 |
16920 |
16920 |
16860 |
16860 |
-110 |
4 |
56 |
+1 |
Mar17 |
161104 |
16810 |
16810 |
16810 |
16810 |
-110 |
|
|
|
Jun17 |
161104 |
16680 |
16680 |
16680 |
16680 |
-110 |
|
|
|
Total Volume and Open Interest |
4 |
56 |
+1 |
CAC 40(EURONEXT) |
Nov16 |
161104 |
4406.0 |
4411.5 |
4344.5 |
4374.0 |
-35.0 |
99,534 |
296,704 |
-5,334 |
Dec16 |
161104 |
4401.5 |
4404.0 |
4340.0 |
4368.5 |
-35.0 |
182 |
22,282 |
-41 |
Jan17 |
161104 |
4360.0 |
4360.0 |
4360.0 |
4360.0 |
-35.0 |
|
|
|
Total Volume and Open Interest |
99,716 |
319,050 |
-5,375 |
Hang Seng Index(HKFE) |
Nov16 |
161104 |
22720 |
22788 |
22580 |
22612 |
-109 |
99,565 |
136,759 |
-5,013 |
Dec16 |
161104 |
22757 |
22793 |
22625 |
22630 |
-109 |
1,077 |
14,742 |
+309 |
Total Volume and Open Interest |
100,826 |
153,439 |
-4,738 |
DAX(EUREX) |
Dec16 |
161104 |
10315.0 |
10320.0 |
10196.5 |
10258.0 |
-68.5 |
112,762 |
179,100 |
-6,044 |
Mar17 |
161104 |
10303.5 |
10303.5 |
10199.0 |
10255.0 |
-68.5 |
126 |
3,900 |
+85 |
Jun17 |
161104 |
10235.0 |
10283.0 |
10235.0 |
10283.0 |
-69.0 |
24 |
194 |
-7 |
Total Volume and Open Interest |
112,912 |
183,194 |
-5,966 |
Mini-DAX(EUREX) |
Dec16 |
161104 |
10315.0 |
10320.0 |
10197.0 |
10258.0 |
-68.5 |
27,986 |
15,069 |
+75 |
Mar17 |
161104 |
10284.0 |
10292.0 |
10200.0 |
10255.0 |
-68.5 |
91 |
1,458 |
+18 |
Jun17 |
161104 |
10268.0 |
10283.0 |
10253.0 |
10283.0 |
-69.0 |
8 |
43 |
+1 |
Total Volume and Open Interest |
28,085 |
16,570 |
+94 |
FT-SE 100(EURONEXT) |
Dec16 |
161104 |
6740.00 |
6748.50 |
6628.00 |
6666.00 |
-102.50 |
119,754 |
782,511 |
-878 |
Mar17 |
161104 |
6623.00 |
6623.00 |
6580.00 |
6603.00 |
-102.50 |
8 |
6,693 |
+1 |
Jun17 |
161104 |
6532.00 |
6532.00 |
6532.00 |
6532.00 |
-100.50 |
|
|
|
Total Volume and Open Interest |
119,762 |
789,204 |
-877 |
SPI 200(SFE) |
Dec16 |
161104 |
5195.0 |
5202.0 |
5150.0 |
5153.0 |
-39.0 |
43,965 |
284,240 |
+2,322 |
Mar17 |
161104 |
5119.0 |
5120.0 |
5103.0 |
5103.0 |
-39.0 |
36 |
1,742 |
+35 |
Jun17 |
161104 |
5089.0 |
5089.0 |
5089.0 |
5089.0 |
-39.0 |
0 |
1,397 |
+0 |
Total Volume and Open Interest |
44,133 |
288,448 |
+2,489 |
FTSE MIB(ISE) |
Dec16 |
161104 |
16345.00 |
16360.00 |
16140.00 |
16270.00 |
-109.00 |
42,946 |
41,077 |
+1,713 |
Mar17 |
161104 |
16255.00 |
16270.00 |
16150.00 |
16253.00 |
-111.00 |
46 |
596 |
+30 |
Jun17 |
161104 |
15821.00 |
15821.00 |
15821.00 |
15821.00 |
-111.00 |
|
|
|
Total Volume and Open Interest |
42,992 |
41,673 |
+1,743 |
KOSPI 200(KFE) |
Dec16 |
161104 |
253.75 |
254.15 |
252.25 |
253.05 |
-0.65 |
139,585 |
130,895 |
+5,005 |
Mar17 |
161104 |
251.05 |
251.20 |
249.60 |
250.40 |
-0.55 |
725 |
9,304 |
+526 |
Jun17 |
161104 |
250.90 |
250.90 |
250.90 |
250.90 |
-0.65 |
0 |
1,297 |
+0 |
Total Volume and Open Interest |
140,310 |
146,102 |
+5,531 |
GSCI(CME) |
Nov16 |
161104 |
350.00 |
352.00 |
347.10 |
349.10 |
-3.20 |
1,346 |
14,047 |
+125 |
Dec16 |
161104 |
354.30 |
357.60 |
353.05 |
354.90 |
-2.70 |
374 |
1,315 |
+313 |
Jan17 |
161104 |
358.70 |
358.70 |
358.70 |
358.70 |
-2.70 |
|
|
|
Total Volume and Open Interest |
1,720 |
15,362 |
+438 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|