|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Fri November 18, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan17 |
161118 |
989.00 |
996.50 |
982.25 |
993.75 |
+4.25 |
94,098 |
295,051 |
-2,168 |
Mar17 |
161118 |
998.00 |
1005.25 |
991.25 |
1002.25 |
+3.75 |
27,078 |
124,946 |
+1,245 |
May17 |
161118 |
1006.00 |
1013.25 |
1000.00 |
1010.50 |
+3.25 |
13,543 |
70,857 |
+2,308 |
Jul17 |
161118 |
1013.25 |
1019.75 |
1007.25 |
1016.50 |
+2.50 |
13,383 |
80,168 |
+1,748 |
Aug17 |
161118 |
1013.00 |
1017.50 |
1010.50 |
1015.75 |
+2.50 |
821 |
4,192 |
+246 |
Sep17 |
161118 |
1002.00 |
1004.25 |
996.25 |
1002.75 |
+1.00 |
144 |
1,730 |
+33 |
Nov17 |
161118 |
992.50 |
996.75 |
986.00 |
992.75 |
-0.25 |
6,283 |
39,992 |
-15 |
Jan18 |
161118 |
994.00 |
998.75 |
991.25 |
993.50 |
-1.25 |
71 |
1,603 |
-29 |
Mar18 |
161118 |
988.50 |
994.00 |
980.25 |
984.00 |
-7.75 |
32 |
910 |
+5 |
May18 |
161118 |
991.25 |
991.25 |
980.75 |
983.75 |
-8.25 |
8 |
290 |
+4 |
Jul18 |
161118 |
993.75 |
993.75 |
983.50 |
986.25 |
-7.75 |
78 |
524 |
+67 |
Aug18 |
161118 |
981.25 |
981.25 |
981.25 |
981.25 |
-8.25 |
0 |
17 |
+0 |
Sep18 |
161118 |
969.25 |
969.25 |
969.25 |
969.25 |
-7.25 |
0 |
17 |
+0 |
Nov18 |
161118 |
965.00 |
969.00 |
960.00 |
960.00 |
-5.75 |
12 |
812 |
+5 |
Total Volume and Open Interest |
155,551 |
621,134 |
+3,449 |
Soybean Meal(CBOT) |
Dec16 |
161118 |
311.00 |
311.50 |
308.60 |
310.40 |
-1.10 |
29,614 |
81,777 |
-2,476 |
Jan17 |
161118 |
313.20 |
313.70 |
311.00 |
312.60 |
-1.20 |
17,494 |
108,199 |
+2,699 |
Mar17 |
161118 |
316.00 |
316.10 |
313.70 |
315.10 |
-1.40 |
8,081 |
76,487 |
+1,158 |
May17 |
161118 |
318.40 |
318.40 |
316.00 |
317.40 |
-1.40 |
4,395 |
40,739 |
-612 |
Jul17 |
161118 |
320.10 |
320.60 |
318.40 |
320.10 |
-1.10 |
4,134 |
38,657 |
+614 |
Aug17 |
161118 |
318.80 |
320.40 |
318.50 |
319.90 |
-1.20 |
719 |
5,827 |
+131 |
Sep17 |
161118 |
318.20 |
319.30 |
318.00 |
318.80 |
-1.50 |
171 |
5,702 |
-14 |
Oct17 |
161118 |
317.10 |
317.10 |
315.50 |
316.00 |
-2.10 |
372 |
5,197 |
+43 |
Dec17 |
161118 |
316.70 |
317.60 |
315.70 |
316.00 |
-2.70 |
773 |
16,327 |
+106 |
Jan18 |
161118 |
315.20 |
315.50 |
314.80 |
315.50 |
-2.90 |
0 |
838 |
+0 |
Total Volume and Open Interest |
65,810 |
381,969 |
+1,652 |
Soybean Oil(CBOT) |
Dec16 |
161118 |
33.65 |
34.30 |
33.45 |
34.05 |
+0.35 |
58,990 |
105,707 |
-4,691 |
Jan17 |
161118 |
33.93 |
34.56 |
33.72 |
34.31 |
+0.35 |
36,837 |
128,247 |
-526 |
Mar17 |
161118 |
34.18 |
34.80 |
33.99 |
34.56 |
+0.35 |
11,566 |
80,473 |
+1,108 |
May17 |
161118 |
34.38 |
34.99 |
34.18 |
34.75 |
+0.34 |
3,798 |
48,372 |
+122 |
Jul17 |
161118 |
34.57 |
35.17 |
34.35 |
34.94 |
+0.35 |
2,809 |
41,865 |
+602 |
Aug17 |
161118 |
34.50 |
35.15 |
34.40 |
34.93 |
+0.32 |
263 |
4,681 |
+6 |
Sep17 |
161118 |
34.58 |
34.91 |
34.58 |
34.88 |
+0.32 |
263 |
3,848 |
+91 |
Oct17 |
161118 |
34.33 |
34.85 |
34.21 |
34.70 |
+0.33 |
270 |
3,474 |
+73 |
Dec17 |
161118 |
34.27 |
34.93 |
34.26 |
34.78 |
+0.36 |
247 |
11,689 |
+24 |
Jan18 |
161118 |
34.48 |
34.80 |
34.48 |
34.80 |
+0.33 |
1 |
518 |
+0 |
Total Volume and Open Interest |
115,047 |
429,844 |
-3,192 |
Canola(WCE) |
Nov16 |
161114 |
502.7 |
502.7 |
502.7 |
502.7 |
-4.2 |
|
|
|
Jan17 |
161118 |
515.0 |
517.8 |
514.0 |
514.5 |
-1.2 |
8,675 |
139,162 |
+74 |
Mar17 |
161118 |
522.4 |
524.0 |
520.2 |
520.6 |
-1.7 |
2,866 |
28,010 |
-836 |
May17 |
161118 |
526.0 |
527.0 |
523.2 |
524.0 |
-1.9 |
2,184 |
14,066 |
+491 |
Jul17 |
161118 |
525.7 |
527.4 |
524.0 |
524.6 |
-1.7 |
1,196 |
10,755 |
-483 |
Total Volume and Open Interest |
15,854 |
201,221 |
-441 |
Corn(CBOT) |
Dec16 |
161118 |
342.00 |
346.75 |
340.50 |
345.50 |
+3.50 |
145,238 |
377,474 |
-16,369 |
Mar17 |
161118 |
349.75 |
354.25 |
348.25 |
353.50 |
+3.75 |
91,546 |
562,033 |
+5,648 |
May17 |
161118 |
356.25 |
360.75 |
355.25 |
360.00 |
+3.50 |
22,233 |
127,438 |
+5,642 |
Jul17 |
161118 |
363.50 |
368.00 |
362.50 |
367.25 |
+3.75 |
15,917 |
154,507 |
+1,223 |
Sep17 |
161118 |
370.50 |
374.50 |
369.50 |
373.75 |
+3.50 |
3,788 |
53,486 |
+154 |
Dec17 |
161118 |
378.50 |
382.50 |
377.00 |
382.00 |
+3.50 |
5,799 |
103,510 |
+1,032 |
Mar18 |
161118 |
388.00 |
391.50 |
387.25 |
391.00 |
+3.00 |
441 |
7,410 |
+207 |
May18 |
161118 |
397.25 |
397.25 |
396.75 |
396.75 |
+3.25 |
13 |
1,390 |
-3 |
Jul18 |
161118 |
397.00 |
401.25 |
397.00 |
401.25 |
+3.50 |
8 |
1,823 |
-1 |
Sep18 |
161118 |
392.00 |
396.50 |
392.00 |
396.50 |
+3.75 |
7 |
766 |
+0 |
Total Volume and Open Interest |
285,158 |
1,395,928 |
-2,357 |
Wheat(CBOT) |
Dec16 |
161118 |
403.00 |
410.00 |
400.25 |
408.00 |
+5.00 |
70,180 |
148,322 |
-15,314 |
Mar17 |
161118 |
419.50 |
427.50 |
416.75 |
425.25 |
+5.25 |
65,352 |
227,526 |
+10,817 |
May17 |
161118 |
433.00 |
440.25 |
430.25 |
439.00 |
+5.75 |
12,892 |
46,453 |
+4,096 |
Jul17 |
161118 |
447.50 |
454.50 |
444.75 |
453.75 |
+5.50 |
8,537 |
58,511 |
+652 |
Sep17 |
161118 |
462.00 |
469.00 |
460.50 |
468.50 |
+4.50 |
918 |
10,314 |
+111 |
Dec17 |
161118 |
482.00 |
488.25 |
480.00 |
487.25 |
+3.25 |
1,781 |
18,408 |
+436 |
Total Volume and Open Interest |
159,893 |
513,408 |
+923 |
Wheat(KCBT) |
Dec16 |
161118 |
408.75 |
415.00 |
406.00 |
413.75 |
+5.00 |
27,340 |
57,002 |
-3,373 |
Mar17 |
161118 |
425.75 |
432.25 |
423.00 |
431.00 |
+5.25 |
23,800 |
109,201 |
+7,027 |
May17 |
161118 |
437.50 |
443.75 |
435.25 |
443.00 |
+5.25 |
6,092 |
32,153 |
+1,322 |
Jul17 |
161118 |
448.50 |
455.25 |
446.50 |
454.00 |
+5.00 |
6,155 |
54,655 |
+1,554 |
Sep17 |
161118 |
465.50 |
467.75 |
465.00 |
467.25 |
+4.50 |
235 |
5,078 |
+19 |
Dec17 |
161118 |
477.50 |
486.00 |
477.50 |
485.00 |
+5.00 |
844 |
6,696 |
+264 |
Mar18 |
161118 |
492.00 |
496.25 |
491.75 |
496.25 |
+4.75 |
706 |
1,460 |
+321 |
Total Volume and Open Interest |
65,661 |
267,105 |
+7,360 |
Wheat(MGE) |
Dec16 |
161118 |
526.00 |
533.00 |
525.00 |
529.25 |
+2.50 |
5,704 |
18,525 |
-1,863 |
Mar17 |
161118 |
524.00 |
530.00 |
521.75 |
526.50 |
+2.00 |
6,206 |
27,203 |
+915 |
May17 |
161118 |
527.75 |
533.50 |
527.50 |
530.50 |
+1.50 |
1,087 |
10,168 |
+151 |
Jul17 |
161118 |
534.00 |
539.00 |
534.00 |
535.50 |
+0.50 |
510 |
5,179 |
+140 |
Sep17 |
161118 |
544.00 |
544.00 |
541.50 |
541.50 |
-0.25 |
308 |
3,713 |
-8 |
Dec17 |
161118 |
556.50 |
556.50 |
550.00 |
551.25 |
-1.25 |
105 |
2,656 |
-2 |
Total Volume and Open Interest |
13,920 |
67,507 |
-667 |
Oats(CBOT) |
Dec16 |
161118 |
235.25 |
237.50 |
232.25 |
232.50 |
-2.50 |
349 |
3,828 |
-139 |
Mar17 |
161118 |
239.25 |
243.00 |
236.00 |
238.00 |
-1.75 |
370 |
3,956 |
+167 |
May17 |
161118 |
241.00 |
243.25 |
238.00 |
239.50 |
-0.75 |
5 |
556 |
+3 |
Jul17 |
161118 |
241.00 |
241.00 |
235.00 |
239.50 |
-2.50 |
0 |
75 |
+0 |
Total Volume and Open Interest |
724 |
8,480 |
+31 |
Rough Rice(CBOT) |
Nov16 |
161114 |
9.13 |
9.13 |
9.13 |
9.13 |
-0.36 |
80 |
154 |
+55 |
Jan17 |
161118 |
9.56 |
9.66 |
9.48 |
9.64 |
+0.13 |
469 |
10,668 |
-57 |
Mar17 |
161118 |
9.79 |
9.90 |
9.75 |
9.89 |
+0.11 |
42 |
1,150 |
-8 |
May17 |
161118 |
10.11 |
10.11 |
9.97 |
10.11 |
+0.10 |
7 |
14 |
+3 |
Total Volume and Open Interest |
522 |
11,849 |
-61 |
Live Cattle(CME) |
Dec16 |
161118 |
108.285 |
108.785 |
107.980 |
108.330 |
+0.100 |
27,424 |
59,001 |
-4,929 |
Feb17 |
161118 |
108.850 |
109.230 |
108.450 |
108.850 |
+0.050 |
23,855 |
101,249 |
+4,510 |
Apr17 |
161118 |
108.930 |
109.400 |
108.600 |
108.900 |
-0.080 |
12,684 |
59,169 |
-406 |
Jun17 |
161118 |
100.450 |
100.830 |
100.135 |
100.385 |
-0.315 |
9,279 |
35,446 |
+2,478 |
Aug17 |
161118 |
97.285 |
97.650 |
96.850 |
97.180 |
-0.170 |
2,799 |
12,901 |
+717 |
Oct17 |
161118 |
97.400 |
98.135 |
97.385 |
97.600 |
-0.130 |
1,745 |
6,678 |
+502 |
Total Volume and Open Interest |
78,230 |
276,803 |
+3,104 |
Feeder Cattle(CME) |
Jan17 |
161118 |
124.600 |
125.730 |
123.980 |
124.980 |
+0.050 |
5,739 |
22,801 |
+140 |
Mar17 |
161118 |
120.600 |
121.680 |
120.150 |
120.785 |
-0.250 |
3,062 |
10,447 |
+597 |
Apr17 |
161118 |
120.135 |
121.400 |
119.650 |
120.385 |
-0.065 |
993 |
4,183 |
+212 |
May17 |
161118 |
119.635 |
120.850 |
119.035 |
120.035 |
+0.335 |
440 |
3,161 |
+115 |
Aug17 |
161118 |
120.050 |
121.350 |
119.900 |
120.250 |
-0.050 |
376 |
1,386 |
+154 |
Sep17 |
161118 |
119.885 |
119.885 |
119.035 |
119.035 |
+0.305 |
21 |
59 |
+13 |
Oct17 |
161118 |
117.500 |
117.500 |
117.000 |
117.500 |
+0.300 |
2 |
11 |
+1 |
Total Volume and Open Interest |
11,444 |
44,345 |
+1,008 |
Lean Hogs(CME) |
Dec16 |
161118 |
47.535 |
48.100 |
47.035 |
47.800 |
+0.350 |
23,393 |
53,878 |
-5,229 |
Feb17 |
161118 |
54.250 |
54.450 |
53.535 |
54.180 |
-0.055 |
16,871 |
94,923 |
+3,707 |
Apr17 |
161118 |
61.300 |
61.430 |
60.680 |
61.130 |
-0.170 |
6,002 |
43,337 |
-272 |
May17 |
161118 |
68.035 |
68.700 |
68.000 |
68.635 |
-0.095 |
18 |
827 |
+3 |
Jun17 |
161118 |
73.150 |
73.430 |
72.700 |
73.250 |
-0.200 |
3,423 |
17,153 |
+281 |
Jul17 |
161118 |
73.785 |
74.200 |
73.550 |
73.980 |
-0.100 |
928 |
10,214 |
+97 |
Aug17 |
161118 |
73.550 |
73.900 |
73.480 |
73.800 |
-0.100 |
585 |
6,014 |
+318 |
Oct17 |
161118 |
62.400 |
62.600 |
62.300 |
62.550 |
-0.200 |
60 |
1,802 |
+25 |
Total Volume and Open Interest |
51,306 |
229,316 |
-1,053 |
Class III Milk(CME) |
Nov16 |
161118 |
16.74 |
16.76 |
16.73 |
16.75 |
+0.02 |
223 |
5,181 |
-173 |
Dec16 |
161118 |
16.71 |
17.01 |
16.71 |
16.94 |
+0.23 |
345 |
5,489 |
-1 |
Jan17 |
161118 |
16.15 |
16.39 |
16.15 |
16.33 |
+0.20 |
128 |
3,093 |
+49 |
Feb17 |
161118 |
16.10 |
16.26 |
16.10 |
16.24 |
+0.16 |
42 |
2,817 |
+14 |
Mar17 |
161118 |
16.14 |
16.27 |
16.09 |
16.27 |
+0.18 |
55 |
2,524 |
+16 |
Apr17 |
161118 |
16.20 |
16.36 |
16.20 |
16.33 |
+0.15 |
32 |
2,316 |
+4 |
May17 |
161118 |
16.30 |
16.40 |
16.30 |
16.33 |
+0.06 |
30 |
2,248 |
-1 |
Jun17 |
161118 |
16.41 |
16.50 |
16.41 |
16.50 |
+0.09 |
30 |
2,050 |
-2 |
Jul17 |
161118 |
16.65 |
16.70 |
16.61 |
16.61 |
+0.01 |
9 |
1,131 |
+2 |
Aug17 |
161118 |
16.84 |
16.85 |
16.79 |
16.79 |
-0.01 |
13 |
1,138 |
+11 |
Sep17 |
161118 |
17.00 |
17.03 |
16.94 |
17.03 |
+0.03 |
16 |
1,151 |
+10 |
Oct17 |
161118 |
16.97 |
16.97 |
16.94 |
16.97 |
+0.03 |
17 |
788 |
+15 |
Nov17 |
161118 |
16.89 |
16.92 |
16.87 |
16.89 |
+0.03 |
24 |
709 |
+9 |
Total Volume and Open Interest |
999 |
31,852 |
-26 |
Cocoa(ICE) |
Dec16 |
161118 |
2425 |
2447 |
2406 |
2432 |
+6 |
180 |
297 |
-182 |
Mar17 |
161118 |
2420 |
2439 |
2405 |
2425 |
+6 |
14,919 |
146,488 |
+92 |
May17 |
161118 |
2411 |
2431 |
2400 |
2419 |
+4 |
5,829 |
43,068 |
+2,469 |
Jul17 |
161118 |
2414 |
2432 |
2401 |
2419 |
+2 |
1,918 |
21,733 |
+310 |
Sep17 |
161118 |
2420 |
2437 |
2406 |
2425 |
+2 |
633 |
12,206 |
+194 |
Dec17 |
161118 |
2425 |
2442 |
2411 |
2431 |
+2 |
91 |
6,888 |
-23 |
Mar18 |
161118 |
2421 |
2444 |
2421 |
2440 |
+2 |
34 |
7,825 |
+1 |
Total Volume and Open Interest |
24,119 |
240,123 |
+3,358 |
Coffee "C"(ICE) |
Dec16 |
161118 |
158.75 |
161.00 |
157.45 |
157.85 |
-1.45 |
9,198 |
10,033 |
-5,375 |
Mar17 |
161118 |
162.55 |
164.60 |
161.40 |
162.10 |
-0.85 |
21,439 |
113,318 |
+287 |
May17 |
161118 |
164.75 |
166.90 |
163.80 |
164.35 |
-0.95 |
5,751 |
41,063 |
-209 |
Jul17 |
161118 |
167.30 |
169.00 |
165.85 |
166.40 |
-0.95 |
2,758 |
13,185 |
+407 |
Sep17 |
161118 |
169.20 |
170.80 |
167.85 |
168.20 |
-1.00 |
754 |
7,558 |
+3 |
Dec17 |
161118 |
170.80 |
172.60 |
170.25 |
170.60 |
-1.05 |
375 |
10,041 |
+149 |
Total Volume and Open Interest |
40,764 |
200,358 |
-4,472 |
Orange Juice(ICE) |
Jan17 |
161118 |
212.70 |
217.80 |
210.50 |
212.30 |
-0.10 |
619 |
13,838 |
-68 |
Mar17 |
161118 |
208.00 |
213.75 |
207.20 |
209.10 |
+1.10 |
136 |
1,420 |
-42 |
May17 |
161118 |
211.95 |
211.95 |
206.85 |
206.85 |
-0.05 |
32 |
462 |
+3 |
Jul17 |
161118 |
207.80 |
207.80 |
204.90 |
204.90 |
-1.05 |
5 |
116 |
+0 |
Sep17 |
161118 |
201.55 |
201.55 |
201.55 |
201.55 |
-1.15 |
|
|
|
Nov17 |
161118 |
198.65 |
198.65 |
198.65 |
198.65 |
-1.15 |
0 |
2 |
+0 |
Total Volume and Open Interest |
792 |
15,838 |
-107 |
Sugar #11(ICE) |
Mar17 |
161118 |
20.20 |
20.50 |
20.05 |
20.15 |
-0.07 |
92,099 |
422,760 |
-9,141 |
May17 |
161118 |
19.70 |
19.93 |
19.57 |
19.62 |
-0.09 |
33,357 |
154,886 |
-1,262 |
Jul17 |
161118 |
19.08 |
19.26 |
18.96 |
18.99 |
-0.09 |
17,607 |
118,243 |
+1,431 |
Oct17 |
161118 |
18.68 |
18.84 |
18.60 |
18.61 |
-0.09 |
7,518 |
72,112 |
-244 |
Mar18 |
161118 |
18.60 |
18.75 |
18.55 |
18.56 |
-0.08 |
3,652 |
37,198 |
+1,098 |
May18 |
161118 |
18.04 |
18.15 |
17.99 |
17.99 |
-0.09 |
1,241 |
12,494 |
+175 |
Jul18 |
161118 |
17.46 |
17.55 |
17.41 |
17.42 |
-0.09 |
566 |
9,247 |
+186 |
Oct18 |
161118 |
17.25 |
17.30 |
17.14 |
17.21 |
-0.09 |
224 |
7,956 |
+53 |
Total Volume and Open Interest |
156,708 |
839,660 |
-7,761 |
London Cocoa(LCE) |
Dec16 |
161118 |
2027 |
2058 |
2023 |
2057 |
+26 |
2,888 |
76,458 |
-1,573 |
Mar17 |
161118 |
1995 |
2018 |
1991 |
2013 |
+12 |
13,489 |
96,786 |
-977 |
May17 |
161118 |
1999 |
2014 |
1988 |
2011 |
+12 |
7,983 |
56,933 |
+1,157 |
Jul17 |
161118 |
2005 |
2025 |
2001 |
2022 |
+13 |
2,907 |
18,388 |
-129 |
Sep17 |
161118 |
2013 |
2032 |
2007 |
2029 |
+14 |
1,475 |
26,053 |
-115 |
Dec17 |
161118 |
2020 |
2025 |
2010 |
2023 |
+11 |
1,448 |
14,738 |
-353 |
Mar18 |
161118 |
2012 |
2022 |
2011 |
2020 |
+10 |
23 |
5,965 |
+6 |
Total Volume and Open Interest |
30,220 |
295,642 |
-1,979 |
London Sugar(LCE) |
Mar17 |
161118 |
536.30 |
542.60 |
534.20 |
535.90 |
-2.00 |
11,158 |
36,249 |
-1,989 |
May17 |
161118 |
530.60 |
536.20 |
528.30 |
529.90 |
-2.60 |
3,004 |
18,859 |
-313 |
Aug17 |
161118 |
518.00 |
523.20 |
516.30 |
518.00 |
-2.10 |
1,253 |
8,108 |
-43 |
Oct17 |
161118 |
499.50 |
505.20 |
499.50 |
501.10 |
-1.40 |
978 |
10,428 |
-1 |
Dec17 |
161118 |
496.00 |
496.00 |
492.30 |
493.70 |
-1.40 |
111 |
2,055 |
+8 |
Total Volume and Open Interest |
16,614 |
77,241 |
-2,275 |
Cotton(ICE) |
Dec16 |
161118 |
73.50 |
73.62 |
72.67 |
73.40 |
+0.02 |
11,020 |
18,801 |
-4,821 |
Mar17 |
161118 |
72.54 |
72.60 |
71.59 |
72.32 |
-0.22 |
28,371 |
168,388 |
+9,151 |
May17 |
161118 |
73.00 |
73.13 |
72.06 |
72.93 |
-0.14 |
4,391 |
29,467 |
+1,744 |
Jul17 |
161118 |
73.03 |
73.07 |
72.06 |
72.99 |
-0.15 |
1,202 |
11,763 |
+234 |
Oct17 |
161118 |
71.86 |
71.86 |
71.86 |
71.86 |
-0.07 |
1 |
32 |
+0 |
Dec17 |
161118 |
70.86 |
70.86 |
69.90 |
70.78 |
-0.13 |
1,216 |
16,354 |
+429 |
Total Volume and Open Interest |
46,243 |
245,932 |
+6,736 |
Lumber(CME) |
Jan17 |
161118 |
321.9 |
322.6 |
318.3 |
320.7 |
-2.4 |
436 |
3,208 |
-1 |
Mar17 |
161118 |
330.5 |
330.9 |
327.9 |
330.6 |
-1.4 |
76 |
470 |
+6 |
May17 |
161118 |
336.1 |
336.5 |
335.8 |
336.5 |
-0.5 |
34 |
104 |
+11 |
Jul17 |
161118 |
346.5 |
347.9 |
343.7 |
346.5 |
-1.4 |
4 |
31 |
+2 |
Total Volume and Open Interest |
555 |
3,842 |
+21 |
Crude Oil(NYM) |
Dec16 |
161118 |
44.93 |
45.77 |
44.55 |
45.69 |
+0.27 |
658,169 |
107,138 |
-85,225 |
Jan17 |
161118 |
45.51 |
46.45 |
45.18 |
46.36 |
+0.38 |
419,130 |
591,782 |
+11,669 |
Feb17 |
161118 |
46.28 |
47.20 |
45.94 |
47.11 |
+0.40 |
92,395 |
154,208 |
+46 |
Mar17 |
161118 |
47.02 |
47.92 |
46.71 |
47.85 |
+0.40 |
63,351 |
203,880 |
+6,153 |
Apr17 |
161118 |
47.78 |
48.58 |
47.40 |
48.51 |
+0.39 |
26,555 |
104,598 |
-1,689 |
May17 |
161118 |
48.44 |
49.11 |
48.02 |
49.07 |
+0.37 |
17,205 |
64,885 |
+3,835 |
Jun17 |
161118 |
48.78 |
49.58 |
48.43 |
49.49 |
+0.35 |
40,045 |
167,213 |
+2,917 |
Jul17 |
161118 |
49.19 |
49.85 |
48.85 |
49.79 |
+0.34 |
5,777 |
41,810 |
+232 |
Aug17 |
161118 |
49.28 |
50.03 |
49.08 |
50.01 |
+0.33 |
5,352 |
31,907 |
+1,650 |
Sep17 |
161118 |
49.61 |
50.20 |
49.42 |
50.18 |
+0.32 |
5,664 |
48,885 |
-609 |
Oct17 |
161118 |
50.19 |
50.33 |
49.90 |
50.32 |
+0.31 |
2,908 |
27,037 |
+468 |
Nov17 |
161118 |
49.61 |
50.48 |
49.55 |
50.46 |
+0.30 |
4,461 |
28,602 |
+1,083 |
Dec17 |
161118 |
49.96 |
50.70 |
49.66 |
50.60 |
+0.28 |
33,755 |
179,520 |
+369 |
Jan18 |
161118 |
50.70 |
50.70 |
50.08 |
50.70 |
+0.27 |
4,729 |
26,394 |
+3,874 |
Feb18 |
161118 |
50.81 |
51.00 |
50.81 |
50.81 |
+0.26 |
625 |
7,641 |
+94 |
Mar18 |
161118 |
50.93 |
50.93 |
49.30 |
50.93 |
+0.26 |
514 |
22,006 |
+181 |
Total Volume and Open Interest |
1,395,878 |
1,972,782 |
-54,757 |
e-miNY Crude Oil(NYM) |
Jan17 |
161118 |
45.525 |
46.450 |
45.175 |
46.350 |
+0.375 |
3,258 |
2,020 |
+330 |
Feb17 |
161118 |
46.150 |
47.150 |
45.975 |
47.100 |
+0.400 |
124 |
684 |
+50 |
Mar17 |
161118 |
47.200 |
47.850 |
46.900 |
47.850 |
+0.400 |
67 |
258 |
+47 |
Apr17 |
161118 |
47.700 |
48.500 |
47.650 |
48.500 |
+0.375 |
33 |
181 |
+17 |
May17 |
161118 |
48.100 |
49.075 |
48.100 |
49.075 |
+0.375 |
7 |
134 |
+4 |
Jun17 |
161118 |
49.500 |
49.500 |
49.500 |
49.500 |
+0.350 |
12 |
189 |
+6 |
Jul17 |
161118 |
49.800 |
49.825 |
49.800 |
49.800 |
+0.350 |
4 |
122 |
+0 |
Aug17 |
161118 |
50.000 |
50.000 |
49.350 |
50.000 |
+0.325 |
10 |
145 |
-2 |
Sep17 |
161118 |
49.625 |
50.175 |
49.625 |
50.175 |
+0.325 |
8 |
61 |
-4 |
Oct17 |
161118 |
49.775 |
50.325 |
49.775 |
50.325 |
+0.325 |
0 |
44 |
+0 |
Total Volume and Open Interest |
16,895 |
7,084 |
+114 |
NY Harbor ULSD(NYM) |
Dec16 |
161118 |
143.60 |
146.79 |
143.16 |
145.77 |
+1.07 |
44,684 |
56,566 |
-2,459 |
Jan17 |
161118 |
144.98 |
147.83 |
144.12 |
146.85 |
+1.03 |
27,193 |
96,949 |
+560 |
Feb17 |
161118 |
146.11 |
148.90 |
145.52 |
148.07 |
+1.06 |
14,483 |
51,930 |
+2,017 |
Mar17 |
161118 |
146.82 |
149.58 |
146.31 |
148.94 |
+1.18 |
9,370 |
48,851 |
+790 |
Apr17 |
161118 |
147.33 |
149.59 |
146.22 |
149.19 |
+1.22 |
4,528 |
34,584 |
+538 |
May17 |
161118 |
148.12 |
150.11 |
148.12 |
149.95 |
+1.23 |
2,913 |
16,777 |
+239 |
Jun17 |
161118 |
148.77 |
151.11 |
148.74 |
150.79 |
+1.20 |
5,658 |
33,964 |
-226 |
Jul17 |
161118 |
151.26 |
151.96 |
151.26 |
151.95 |
+1.16 |
831 |
5,182 |
+149 |
Aug17 |
161118 |
152.51 |
153.18 |
152.28 |
153.15 |
+1.12 |
653 |
4,636 |
+141 |
Sep17 |
161118 |
153.92 |
154.50 |
153.92 |
154.48 |
+1.08 |
452 |
5,994 |
+39 |
Oct17 |
161118 |
155.27 |
155.78 |
155.27 |
155.78 |
+1.08 |
540 |
3,118 |
+136 |
Nov17 |
161118 |
156.40 |
157.09 |
156.40 |
156.97 |
+1.10 |
373 |
2,886 |
+32 |
Dec17 |
161118 |
155.75 |
158.46 |
155.57 |
158.07 |
+1.11 |
3,829 |
29,479 |
-300 |
Jan18 |
161118 |
159.22 |
159.22 |
158.25 |
159.22 |
+1.10 |
152 |
2,459 |
+3 |
Total Volume and Open Interest |
115,952 |
405,661 |
+1,576 |
RBOB Gasoline(NYM) |
Dec16 |
161118 |
133.94 |
134.87 |
132.05 |
133.91 |
-0.39 |
56,728 |
66,016 |
-4,860 |
Jan17 |
161118 |
134.25 |
135.07 |
132.43 |
134.30 |
-0.19 |
54,530 |
128,578 |
+3,399 |
Feb17 |
161118 |
134.52 |
136.00 |
133.49 |
135.30 |
-0.09 |
18,183 |
37,346 |
+852 |
Mar17 |
161118 |
136.49 |
137.99 |
135.60 |
137.43 |
+0.06 |
12,545 |
37,206 |
+770 |
Apr17 |
161118 |
156.68 |
157.82 |
155.58 |
157.41 |
+0.19 |
9,152 |
31,449 |
+1,424 |
May17 |
161118 |
157.84 |
159.14 |
157.27 |
158.90 |
+0.31 |
4,909 |
16,888 |
+661 |
Jun17 |
161118 |
157.54 |
159.31 |
157.14 |
158.95 |
+0.37 |
4,506 |
20,210 |
+363 |
Jul17 |
161118 |
157.63 |
158.09 |
157.45 |
158.09 |
+0.42 |
1,033 |
5,488 |
+89 |
Aug17 |
161118 |
156.60 |
156.61 |
155.50 |
156.57 |
+0.45 |
1,052 |
3,441 |
+144 |
Sep17 |
161118 |
153.74 |
154.28 |
153.74 |
154.28 |
+0.46 |
1,328 |
7,162 |
+182 |
Total Volume and Open Interest |
167,419 |
380,501 |
+3,661 |
e-miNY RBOB Gasoline(NYM) |
Dec16 |
161118 |
133.90 |
133.90 |
131.90 |
133.90 |
-0.40 |
1 |
1 |
+0 |
Jan17 |
161118 |
134.30 |
134.30 |
134.30 |
134.30 |
-0.19 |
|
|
|
Feb17 |
161118 |
135.30 |
135.30 |
135.30 |
135.30 |
-0.09 |
|
|
|
Mar17 |
161118 |
137.43 |
137.43 |
137.43 |
137.43 |
+0.06 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+0 |
Natural Gas(NYM) |
Dec16 |
161118 |
2.696 |
2.852 |
2.690 |
2.843 |
+0.140 |
125,531 |
85,151 |
-17,232 |
Jan17 |
161118 |
2.872 |
2.993 |
2.865 |
2.980 |
+0.105 |
81,170 |
289,822 |
+2,587 |
Feb17 |
161118 |
2.910 |
3.028 |
2.910 |
3.017 |
+0.096 |
22,631 |
78,413 |
+1,528 |
Mar17 |
161118 |
2.925 |
3.024 |
2.919 |
3.014 |
+0.086 |
29,155 |
175,192 |
+1,094 |
Apr17 |
161118 |
2.894 |
2.970 |
2.886 |
2.964 |
+0.068 |
23,053 |
96,055 |
+1,836 |
May17 |
161118 |
2.916 |
2.981 |
2.905 |
2.977 |
+0.061 |
10,111 |
67,503 |
+480 |
Jun17 |
161118 |
2.959 |
3.021 |
2.950 |
3.017 |
+0.056 |
3,562 |
47,759 |
-94 |
Jul17 |
161118 |
2.992 |
3.058 |
2.992 |
3.054 |
+0.051 |
3,539 |
32,185 |
-13 |
Aug17 |
161118 |
2.997 |
3.059 |
2.997 |
3.056 |
+0.048 |
2,653 |
22,417 |
+208 |
Sep17 |
161118 |
2.983 |
3.042 |
2.983 |
3.040 |
+0.049 |
2,272 |
23,244 |
-175 |
Oct17 |
161118 |
3.000 |
3.059 |
3.000 |
3.056 |
+0.048 |
6,045 |
69,208 |
+543 |
Nov17 |
161118 |
3.055 |
3.104 |
3.055 |
3.101 |
+0.045 |
2,358 |
24,510 |
+13 |
Dec17 |
161118 |
3.225 |
3.248 |
3.219 |
3.245 |
+0.039 |
1,336 |
27,256 |
+175 |
Jan18 |
161118 |
3.311 |
3.334 |
3.310 |
3.331 |
+0.037 |
1,996 |
24,406 |
-33 |
Feb18 |
161118 |
3.292 |
3.305 |
3.292 |
3.302 |
+0.034 |
1,273 |
7,962 |
+291 |
Mar18 |
161118 |
3.227 |
3.240 |
3.227 |
3.235 |
+0.032 |
1,214 |
19,869 |
-30 |
Total Volume and Open Interest |
324,547 |
1,184,931 |
-8,093 |
Brent Crude Oil(ICE) |
Jan17 |
161118 |
46.05 |
46.99 |
45.75 |
46.86 |
+0.37 |
335,482 |
345,353 |
-39,424 |
Feb17 |
161118 |
47.26 |
48.09 |
46.86 |
47.97 |
+0.37 |
202,829 |
417,444 |
+11,220 |
Mar17 |
161118 |
48.02 |
48.93 |
47.73 |
48.82 |
+0.37 |
106,372 |
285,720 |
+5,257 |
Apr17 |
161118 |
48.73 |
49.62 |
48.46 |
49.53 |
+0.38 |
51,424 |
130,577 |
+1,451 |
May17 |
161118 |
49.32 |
50.19 |
49.07 |
50.11 |
+0.37 |
29,362 |
99,243 |
+2,151 |
Jun17 |
161118 |
49.79 |
50.65 |
49.55 |
50.56 |
+0.35 |
62,374 |
194,405 |
+3,987 |
Jul17 |
161118 |
50.18 |
51.00 |
49.92 |
50.91 |
+0.33 |
8,635 |
44,222 |
+645 |
Aug17 |
161118 |
50.48 |
51.25 |
50.22 |
51.18 |
+0.31 |
3,348 |
37,531 |
+256 |
Sep17 |
161118 |
50.85 |
51.49 |
50.48 |
51.41 |
+0.28 |
8,042 |
63,017 |
-1,374 |
Oct17 |
161118 |
51.61 |
51.61 |
51.61 |
51.61 |
+0.24 |
1,822 |
32,038 |
+229 |
Nov17 |
161118 |
51.81 |
51.81 |
51.81 |
51.81 |
+0.22 |
1,182 |
22,630 |
+150 |
Dec17 |
161118 |
51.39 |
52.07 |
51.14 |
51.99 |
+0.20 |
41,147 |
206,026 |
-4,388 |
Jan18 |
161118 |
52.17 |
52.17 |
52.17 |
52.17 |
+0.19 |
1,147 |
25,617 |
-228 |
Feb18 |
161118 |
52.35 |
52.35 |
52.35 |
52.35 |
+0.18 |
791 |
18,658 |
-126 |
Total Volume and Open Interest |
877,824 |
2,236,852 |
-21,627 |
Gas Oil(ICE) |
Dec16 |
161118 |
420.75 |
428.75 |
418.00 |
424.00 |
+0.50 |
65,621 |
145,853 |
-5,375 |
Jan17 |
161118 |
423.50 |
431.75 |
421.00 |
427.00 |
+0.50 |
48,311 |
164,047 |
+422 |
Feb17 |
161118 |
425.25 |
435.00 |
424.75 |
430.25 |
unch |
18,577 |
70,470 |
-4,268 |
Mar17 |
161118 |
430.50 |
437.75 |
428.00 |
433.50 |
-0.25 |
19,209 |
52,086 |
+245 |
Apr17 |
161118 |
433.50 |
440.75 |
431.25 |
436.50 |
-0.25 |
9,346 |
33,191 |
+1,015 |
May17 |
161118 |
436.25 |
443.50 |
435.00 |
439.50 |
-0.25 |
5,197 |
26,555 |
+831 |
Jun17 |
161118 |
439.25 |
446.00 |
437.25 |
442.25 |
-0.50 |
15,627 |
69,110 |
+1,314 |
Jul17 |
161118 |
444.00 |
449.25 |
441.50 |
446.00 |
-0.25 |
2,922 |
20,760 |
+504 |
Aug17 |
161118 |
445.75 |
452.00 |
444.50 |
449.25 |
-0.50 |
2,037 |
15,171 |
+262 |
Sep17 |
161118 |
448.50 |
455.75 |
447.75 |
452.50 |
-0.50 |
1,599 |
27,046 |
+416 |
Total Volume and Open Interest |
198,733 |
824,299 |
-2,979 |
Ethanol(CBOT) |
Dec16 |
161118 |
1.560 |
1.573 |
1.560 |
1.566 |
+0.021 |
578 |
2,258 |
-159 |
Jan17 |
161118 |
1.494 |
1.499 |
1.485 |
1.497 |
+0.017 |
529 |
2,024 |
+217 |
Feb17 |
161118 |
1.465 |
1.481 |
1.465 |
1.480 |
+0.015 |
182 |
531 |
-15 |
Mar17 |
161118 |
1.489 |
1.493 |
1.489 |
1.493 |
+0.014 |
54 |
315 |
+49 |
Apr17 |
161118 |
1.500 |
1.508 |
1.500 |
1.508 |
+0.009 |
2 |
236 |
+1 |
May17 |
161118 |
1.515 |
1.515 |
1.482 |
1.515 |
+0.009 |
1 |
6 |
+1 |
Jun17 |
161118 |
1.515 |
1.515 |
1.515 |
1.515 |
+0.009 |
|
|
|
Jul17 |
161118 |
1.515 |
1.515 |
1.515 |
1.515 |
+0.009 |
|
|
|
Total Volume and Open Interest |
1,346 |
5,386 |
+94 |
WTI Crude Oil(ICE) |
Dec16 |
161118 |
44.91 |
45.75 |
44.62 |
45.69 |
+0.27 |
70,978 |
34,898 |
-13,596 |
Jan17 |
161118 |
45.43 |
46.45 |
45.18 |
46.36 |
+0.38 |
79,449 |
104,230 |
-430 |
Feb17 |
161118 |
46.22 |
47.16 |
45.96 |
47.11 |
+0.40 |
45,522 |
72,637 |
+3,242 |
Mar17 |
161118 |
46.97 |
47.90 |
46.72 |
47.85 |
+0.40 |
19,562 |
50,232 |
+1,189 |
Apr17 |
161118 |
47.58 |
48.53 |
47.51 |
48.51 |
+0.39 |
6,597 |
18,309 |
+605 |
May17 |
161118 |
48.28 |
49.10 |
48.20 |
49.07 |
+0.37 |
4,084 |
12,269 |
+790 |
Jun17 |
161118 |
48.72 |
49.55 |
48.63 |
49.49 |
+0.35 |
10,226 |
55,920 |
+1,125 |
Jul17 |
161118 |
49.73 |
49.83 |
49.13 |
49.79 |
+0.34 |
1,099 |
7,016 |
+97 |
Aug17 |
161118 |
50.02 |
50.02 |
50.01 |
50.01 |
+0.33 |
493 |
6,237 |
+12 |
Sep17 |
161118 |
50.18 |
50.18 |
50.18 |
50.18 |
+0.32 |
595 |
15,072 |
-2 |
Oct17 |
161118 |
50.32 |
50.32 |
50.32 |
50.32 |
+0.31 |
344 |
3,991 |
+115 |
Nov17 |
161118 |
50.46 |
50.46 |
50.46 |
50.46 |
+0.30 |
413 |
2,365 |
+175 |
Dec17 |
161118 |
49.73 |
50.64 |
49.73 |
50.60 |
+0.28 |
7,173 |
72,207 |
-835 |
Jan18 |
161118 |
50.70 |
50.70 |
50.70 |
50.70 |
+0.27 |
134 |
984 |
+34 |
Feb18 |
161118 |
50.81 |
50.81 |
50.81 |
50.81 |
+0.26 |
56 |
663 |
+34 |
Mar18 |
161118 |
50.93 |
50.93 |
50.93 |
50.93 |
+0.26 |
2 |
3,537 |
+0 |
Total Volume and Open Interest |
249,582 |
532,995 |
-7,870 |
US Dollar Index(ICE) |
Dec16 |
161118 |
101.070 |
101.540 |
100.890 |
101.283 |
+0.338 |
43,019 |
75,915 |
+1,756 |
Mar17 |
161118 |
100.985 |
101.460 |
100.815 |
101.198 |
+0.338 |
1,146 |
6,470 |
+130 |
Jun17 |
161118 |
101.080 |
101.360 |
100.825 |
101.107 |
+0.338 |
77 |
485 |
+46 |
Total Volume and Open Interest |
44,259 |
83,104 |
+1,934 |
Australian Dollar(CME) |
Dec16 |
161118 |
73.99 |
74.10 |
73.25 |
73.37 |
-0.68 |
121,473 |
109,241 |
-1,809 |
Mar17 |
161118 |
73.82 |
73.95 |
73.12 |
73.23 |
-0.68 |
1,497 |
2,067 |
+56 |
Jun17 |
161118 |
73.07 |
74.00 |
73.07 |
73.07 |
-0.68 |
104 |
64 |
+7 |
Total Volume and Open Interest |
123,079 |
111,383 |
-1,741 |
British Pound(CME) |
Dec16 |
161118 |
124.17 |
124.43 |
123.08 |
123.70 |
-0.51 |
108,200 |
237,727 |
-1,552 |
Mar17 |
161118 |
124.39 |
124.69 |
123.36 |
123.97 |
-0.51 |
418 |
8,002 |
-1 |
Jun17 |
161118 |
124.24 |
124.81 |
123.73 |
124.24 |
-0.51 |
22 |
645 |
+8 |
Total Volume and Open Interest |
108,640 |
246,558 |
-1,545 |
Canadian Dollar(CME) |
Dec16 |
161118 |
73.98 |
74.13 |
73.74 |
74.06 |
-0.04 |
70,276 |
119,110 |
-1,480 |
Mar17 |
161118 |
74.03 |
74.19 |
73.82 |
74.13 |
-0.04 |
479 |
3,705 |
+1 |
Jun17 |
161118 |
74.10 |
74.27 |
73.93 |
74.21 |
-0.04 |
8 |
541 |
+6 |
Sep17 |
161118 |
74.05 |
74.33 |
74.03 |
74.28 |
-0.04 |
2 |
335 |
+2 |
Total Volume and Open Interest |
70,780 |
124,076 |
-1,456 |
Japanese Yen(CME) |
Dec16 |
161118 |
90.83 |
91.16 |
90.18 |
90.47 |
-0.61 |
141,040 |
169,690 |
+2,537 |
Mar17 |
161118 |
91.28 |
91.54 |
90.61 |
90.87 |
-0.61 |
539 |
3,805 |
+155 |
Jun17 |
161118 |
91.76 |
91.93 |
91.15 |
91.31 |
-0.61 |
4 |
135 |
+1 |
Total Volume and Open Interest |
141,583 |
173,660 |
+2,693 |
Swiss Franc(CME) |
Dec16 |
161118 |
99.43 |
99.54 |
98.93 |
99.18 |
-0.25 |
23,998 |
55,063 |
+820 |
Mar17 |
161118 |
99.77 |
100.07 |
99.48 |
99.73 |
-0.25 |
105 |
266 |
-5 |
Jun17 |
161118 |
100.37 |
100.37 |
100.19 |
100.37 |
-0.23 |
0 |
15 |
+0 |
Total Volume and Open Interest |
24,103 |
55,348 |
+815 |
EuroFX(CME) |
Dec16 |
161118 |
106.37 |
106.54 |
105.80 |
106.11 |
-0.28 |
223,264 |
403,270 |
+1,880 |
Mar17 |
161118 |
106.67 |
107.00 |
106.27 |
106.58 |
-0.27 |
1,896 |
12,577 |
-173 |
Jun17 |
161118 |
107.14 |
107.46 |
106.80 |
107.10 |
-0.26 |
297 |
1,573 |
+162 |
Total Volume and Open Interest |
225,469 |
417,632 |
+1,880 |
Mexican Peso(CME) |
Dec16 |
161118 |
486.25 |
490.75 |
480.25 |
483.00 |
-5.63 |
50,657 |
122,196 |
-529 |
Jan17 |
161118 |
481.50 |
481.50 |
481.50 |
481.50 |
-5.50 |
|
|
|
Total Volume and Open Interest |
50,724 |
153,259 |
-512 |
Brazilian Real(CME) |
Dec16 |
161118 |
291.40 |
295.30 |
290.00 |
293.90 |
+3.20 |
2,970 |
26,309 |
-517 |
Jan17 |
161118 |
292.00 |
292.20 |
290.35 |
291.25 |
+3.15 |
0 |
42 |
+0 |
Feb17 |
161118 |
288.95 |
288.95 |
288.95 |
288.95 |
+3.20 |
|
|
|
Mar17 |
161118 |
287.00 |
287.00 |
287.00 |
287.00 |
+3.15 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,970 |
26,352 |
-517 |
30-Year T-Bonds(CBOT) |
Dec16 |
161118 |
153~070 |
154~080 |
152~120 |
153~050 |
-0~200 |
364,407 |
566,062 |
-18,891 |
Mar17 |
161118 |
151~250 |
152~270 |
150~310 |
151~250 |
-0~200 |
2,788 |
6,901 |
+313 |
Jun17 |
161118 |
150~290 |
152~000 |
150~290 |
150~290 |
-0~200 |
0 |
1 |
+0 |
Total Volume and Open Interest |
367,195 |
572,964 |
-18,578 |
10-Year T-Notes(CBOT) |
Dec16 |
161118 |
125~270 |
126~050 |
125~100 |
125~180 |
-0~165 |
1,843,304 |
2,933,072 |
+1,826 |
Mar17 |
161118 |
125~055 |
125~150 |
124~205 |
124~280 |
-0~170 |
78,262 |
116,663 |
+30,276 |
Jun17 |
161118 |
124~200 |
124~200 |
124~200 |
124~200 |
-0~170 |
|
|
|
Total Volume and Open Interest |
1,921,566 |
3,049,735 |
+32,102 |
5-Year T-Notes(CBOT) |
Dec16 |
161118 |
118~222 |
118~290 |
118~146 |
118~184 |
-0~084 |
977,376 |
2,755,719 |
-42,856 |
Mar17 |
161118 |
118~062 |
118~142 |
117~314 |
118~034 |
-0~086 |
72,309 |
186,626 |
+40,454 |
Jun17 |
161118 |
117~304 |
120~234 |
117~304 |
117~304 |
-0~086 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,049,685 |
2,942,348 |
-2,402 |
2 Year T-Notes(CBOT) |
Dec16 |
161118 |
108~226 |
108~246 |
108~214 |
108~224 |
-0~016 |
379,251 |
1,148,143 |
-4,202 |
Mar17 |
161118 |
108~144 |
108~174 |
108~140 |
108~146 |
-0~022 |
12,912 |
23,334 |
+1,111 |
Jun17 |
161118 |
108~146 |
108~146 |
108~146 |
108~146 |
-0~022 |
|
|
|
Total Volume and Open Interest |
392,163 |
1,171,477 |
-3,091 |
Eurodollars(CME) |
Dec16 |
161118 |
99.025 |
99.030 |
99.018 |
99.025 |
-0.002 |
298,821 |
1,471,752 |
+884 |
Mar17 |
161118 |
98.970 |
98.990 |
98.960 |
98.975 |
-0.005 |
433,588 |
1,364,076 |
+32,552 |
Jun17 |
161118 |
98.860 |
98.880 |
98.835 |
98.855 |
-0.015 |
414,864 |
1,438,717 |
+46,374 |
Sep17 |
161118 |
98.755 |
98.780 |
98.725 |
98.745 |
-0.025 |
304,047 |
1,077,266 |
+13,846 |
Dec17 |
161118 |
98.635 |
98.665 |
98.600 |
98.620 |
-0.035 |
520,536 |
1,590,335 |
+17,985 |
Mar18 |
161118 |
98.535 |
98.570 |
98.500 |
98.520 |
-0.040 |
321,169 |
769,933 |
+13,983 |
Jun18 |
161118 |
98.435 |
98.470 |
98.390 |
98.410 |
-0.045 |
276,848 |
669,008 |
+4,602 |
Sep18 |
161118 |
98.330 |
98.365 |
98.280 |
98.300 |
-0.055 |
221,078 |
462,191 |
+10,882 |
Dec18 |
161118 |
98.220 |
98.260 |
98.165 |
98.185 |
-0.060 |
303,042 |
749,702 |
+2,223 |
Mar19 |
161118 |
98.140 |
98.180 |
98.080 |
98.100 |
-0.065 |
227,374 |
560,915 |
+7,382 |
Jun19 |
161118 |
98.060 |
98.100 |
97.995 |
98.015 |
-0.070 |
180,733 |
463,054 |
-5,636 |
Sep19 |
161118 |
97.985 |
98.020 |
97.910 |
97.935 |
-0.080 |
170,372 |
343,293 |
+7,676 |
Dec19 |
161118 |
97.905 |
97.945 |
97.825 |
97.855 |
-0.085 |
158,540 |
369,259 |
-7,644 |
Mar20 |
161118 |
97.845 |
97.885 |
97.765 |
97.790 |
-0.090 |
82,391 |
219,779 |
+3,638 |
Jun20 |
161118 |
97.780 |
97.820 |
97.695 |
97.725 |
-0.090 |
65,547 |
139,352 |
+31 |
Sep20 |
161118 |
97.720 |
97.760 |
97.635 |
97.670 |
-0.090 |
79,718 |
113,832 |
-779 |
Dec20 |
161118 |
97.640 |
97.695 |
97.570 |
97.605 |
-0.090 |
57,425 |
121,816 |
+165 |
Mar21 |
161118 |
97.600 |
97.645 |
97.515 |
97.550 |
-0.095 |
53,668 |
90,462 |
+1,824 |
Total Volume and Open Interest |
4,286,668 |
12,260,457 |
+155,238 |
Ultra T-Bond(CBOT) |
Dec16 |
161118 |
162~13 |
163~28 |
161~10 |
162~14 |
-0~26 |
139,449 |
623,632 |
-11,995 |
Mar17 |
161118 |
161~02 |
163~00 |
160~25 |
161~20 |
-0~25 |
11,652 |
21,273 |
+7,390 |
Jun17 |
161118 |
160~30 |
160~30 |
160~30 |
160~30 |
-0~25 |
|
|
|
Total Volume and Open Interest |
151,101 |
644,905 |
-4,605 |
Ultra 10-Yr T-Note(CBOT) |
Dec16 |
161118 |
135~155 |
135~315 |
134~260 |
135~055 |
-0~230 |
123,222 |
281,160 |
+2,777 |
Mar17 |
161118 |
135~040 |
135~115 |
134~170 |
134~220 |
-0~240 |
0 |
1 |
+0 |
Jun17 |
161118 |
134~220 |
134~220 |
134~220 |
134~220 |
-0~240 |
|
|
|
Total Volume and Open Interest |
123,222 |
281,161 |
+2,777 |
30 Day Federal Funds(CBOT) |
Nov16 |
161118 |
99.592 |
99.595 |
99.592 |
99.592 |
unch |
2,036 |
204,829 |
-155 |
Dec16 |
161118 |
99.475 |
99.480 |
99.475 |
99.480 |
unch |
4,799 |
79,882 |
-211 |
Jan17 |
161118 |
99.380 |
99.385 |
99.375 |
99.380 |
-0.005 |
28,273 |
194,947 |
+1,963 |
Feb17 |
161118 |
99.370 |
99.375 |
99.365 |
99.365 |
-0.010 |
18,261 |
78,765 |
+1,738 |
Mar17 |
161118 |
99.345 |
99.350 |
99.340 |
99.340 |
-0.010 |
11,624 |
53,350 |
+3,299 |
Apr17 |
161118 |
99.330 |
99.340 |
99.325 |
99.325 |
-0.010 |
21,057 |
86,549 |
+4,852 |
Total Volume and Open Interest |
118,227 |
920,861 |
+18,181 |
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 |
161117 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
0 |
7 |
+0 |
Mar17 |
161117 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Jun17 |
161117 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Sep17 |
161117 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Dec17 |
161117 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
Mar18 |
161117 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Jun18 |
161117 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
|
|
|
Sep18 |
161117 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec16 |
161117 |
150.31 |
150.86 |
150.20 |
150.75 |
+0.41 |
2,737 |
15,638 |
+612 |
Mar17 |
161117 |
150.69 |
150.69 |
150.69 |
150.69 |
+0.41 |
|
|
|
Jun17 |
161117 |
150.69 |
150.69 |
150.69 |
150.69 |
+0.41 |
|
|
|
Total Volume and Open Interest |
2,737 |
15,638 |
+612 |
Euro-Buxl(EUREX) |
Dec16 |
161118 |
174.70 |
177.68 |
174.44 |
176.44 |
-0.16 |
47,545 |
198,587 |
-4,202 |
Mar17 |
161118 |
173.50 |
175.64 |
173.42 |
174.54 |
-0.14 |
2,713 |
47,829 |
+1,602 |
Jun17 |
161118 |
173.44 |
173.44 |
172.50 |
172.84 |
-0.16 |
5 |
10 |
+5 |
Total Volume and Open Interest |
50,263 |
246,426 |
-2,595 |
Euro-Bund(EUREX) |
Dec16 |
161118 |
160.16 |
161.09 |
159.98 |
160.73 |
-0.04 |
781,330 |
1,960,590 |
-78,020 |
Mar17 |
161118 |
161.97 |
162.89 |
161.70 |
162.51 |
-0.06 |
27,465 |
239,497 |
+11,491 |
Jun17 |
161118 |
159.45 |
159.88 |
159.35 |
159.88 |
-0.04 |
0 |
3 |
+0 |
Total Volume and Open Interest |
808,795 |
2,200,090 |
-66,529 |
Euro-Bobl(EUREX) |
Dec16 |
161118 |
130.71 |
131.01 |
130.64 |
130.93 |
+0.10 |
597,596 |
1,370,006 |
-32,331 |
Mar17 |
161118 |
132.17 |
132.50 |
132.16 |
132.42 |
+0.09 |
10,490 |
117,318 |
+5,196 |
Jun17 |
161118 |
131.18 |
131.18 |
131.18 |
131.18 |
+0.10 |
|
|
|
Total Volume and Open Interest |
608,086 |
1,487,324 |
-27,135 |
Euro-Schatz(EUREX) |
Dec16 |
161118 |
112.02 |
112.13 |
112.01 |
112.10 |
+0.06 |
299,065 |
1,295,458 |
-23,850 |
Mar17 |
161118 |
111.96 |
112.06 |
111.96 |
112.03 |
+0.06 |
8,739 |
56,098 |
+3,466 |
Jun17 |
161118 |
112.10 |
112.10 |
112.10 |
112.10 |
+0.06 |
|
|
|
Total Volume and Open Interest |
307,804 |
1,351,556 |
-20,384 |
3-Mth Euribor(EUREX) |
Dec16 |
161118 |
100.310 |
100.310 |
100.310 |
100.310 |
+0.005 |
0 |
3,191 |
+0 |
Mar17 |
161118 |
100.295 |
100.295 |
100.295 |
100.295 |
+0.005 |
0 |
3,254 |
+0 |
Jun17 |
161118 |
100.285 |
100.285 |
100.285 |
100.285 |
+0.010 |
1 |
33,645 |
+0 |
Total Volume and Open Interest |
26 |
73,590 |
-211 |
Long Gilt(LIFFE) |
Dec16 |
161118 |
123~06 |
123~28 |
122~29 |
123~09 |
-0~22 |
174,388 |
643,009 |
-103,354 |
Mar17 |
161118 |
122~23 |
123~12 |
122~20 |
122~24 |
-0~26 |
0 |
5 |
+0 |
Total Volume and Open Interest |
174,388 |
643,014 |
-103,354 |
3-Mth Short Sterling(LIFFE) |
Dec16 |
161118 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.00 |
26,469 |
453,782 |
+1,108 |
Mar17 |
161118 |
99.57 |
99.59 |
99.56 |
99.57 |
-0.01 |
35,342 |
376,569 |
-5,899 |
Jun17 |
161118 |
99.54 |
99.55 |
99.53 |
99.53 |
-0.01 |
37,407 |
344,258 |
-11,378 |
Sep17 |
161118 |
99.49 |
99.51 |
99.48 |
99.49 |
-0.01 |
40,434 |
299,087 |
-19,836 |
Dec17 |
161118 |
99.44 |
99.45 |
99.42 |
99.44 |
-0.01 |
40,641 |
293,647 |
-15,386 |
Mar18 |
161118 |
99.38 |
99.40 |
99.36 |
99.38 |
-0.01 |
46,814 |
179,765 |
-535 |
Total Volume and Open Interest |
489,657 |
2,709,854 |
-65,502 |
3-Mth Euribor(LIFFE) |
Dec16 |
161118 |
100.305 |
100.310 |
100.300 |
100.305 |
unch |
20,684 |
424,417 |
-422 |
Mar17 |
161118 |
100.290 |
100.300 |
100.285 |
100.295 |
unch |
45,926 |
460,709 |
-5,985 |
Jun17 |
161118 |
100.275 |
100.285 |
100.270 |
100.280 |
+0.005 |
41,114 |
433,439 |
+1,175 |
Total Volume and Open Interest |
642,134 |
3,302,546 |
-65,930 |
3-Mth Aus T-Bills(SFE) |
Dec16 |
161118 |
98.22 |
98.23 |
98.21 |
98.22 |
-0.01 |
4,981 |
125,125 |
-381 |
Mar17 |
161118 |
98.24 |
98.25 |
98.22 |
98.23 |
-0.02 |
17,078 |
209,650 |
-1,175 |
Jun17 |
161118 |
98.24 |
98.25 |
98.21 |
98.22 |
-0.02 |
27,196 |
210,917 |
-66 |
Sep17 |
161118 |
98.21 |
98.23 |
98.17 |
98.19 |
-0.03 |
13,767 |
142,165 |
-378 |
Dec17 |
161118 |
98.16 |
98.18 |
98.12 |
98.13 |
-0.04 |
16,241 |
161,735 |
-1,219 |
Mar18 |
161118 |
98.10 |
98.12 |
98.06 |
98.06 |
-0.04 |
11,127 |
91,457 |
+653 |
Jun18 |
161118 |
98.04 |
98.05 |
97.98 |
97.99 |
-0.05 |
5,475 |
64,527 |
-5,273 |
Sep18 |
161118 |
97.97 |
97.99 |
97.91 |
97.91 |
-0.07 |
3,056 |
31,864 |
-4,121 |
Dec18 |
161118 |
97.90 |
97.92 |
97.82 |
97.83 |
-0.07 |
955 |
8,284 |
+132 |
Mar19 |
161118 |
97.75 |
97.78 |
97.75 |
97.75 |
-0.08 |
403 |
3,628 |
-3 |
Total Volume and Open Interest |
100,298 |
1,052,357 |
-11,865 |
10-Year Aus T-Bonds(SFE) |
Dec16 |
161118 |
97.46 |
97.48 |
97.30 |
97.32 |
-0.15 |
146,797 |
960,717 |
+2,709 |
Mar17 |
161118 |
97.32 |
97.32 |
97.32 |
97.32 |
-0.15 |
|
|
|
Total Volume and Open Interest |
146,797 |
960,717 |
+2,709 |
3-Year Aus T-Bonds(SFE) |
Dec16 |
161118 |
98.23 |
98.25 |
98.12 |
98.14 |
-0.09 |
195,396 |
947,734 |
-13,769 |
Mar17 |
161118 |
98.14 |
98.14 |
98.14 |
98.14 |
-0.09 |
|
|
|
Total Volume and Open Interest |
195,396 |
947,734 |
-13,769 |
Gold(CMX) |
Dec16 |
161118 |
1216.0 |
1217.5 |
1201.3 |
1208.7 |
-8.2 |
204,454 |
226,132 |
-10,977 |
Feb17 |
161118 |
1218.5 |
1219.6 |
1204.1 |
1211.6 |
-8.0 |
28,461 |
154,874 |
+8,369 |
Apr17 |
161118 |
1221.3 |
1222.2 |
1209.0 |
1214.4 |
-8.0 |
12,071 |
27,808 |
+6,705 |
Jun17 |
161118 |
1220.9 |
1223.7 |
1212.0 |
1217.1 |
-8.0 |
3,735 |
34,896 |
+956 |
Aug17 |
161118 |
1223.4 |
1223.9 |
1215.0 |
1219.7 |
-8.0 |
412 |
8,580 |
+16 |
Oct17 |
161118 |
1219.3 |
1229.1 |
1217.5 |
1222.4 |
-7.9 |
139 |
2,116 |
+24 |
Dec17 |
161118 |
1232.2 |
1232.4 |
1219.0 |
1225.0 |
-7.8 |
1,178 |
17,600 |
-398 |
Feb18 |
161118 |
1225.4 |
1228.2 |
1225.4 |
1228.2 |
-7.8 |
1 |
196 |
+0 |
Apr18 |
161118 |
1233.8 |
1233.8 |
1223.8 |
1231.3 |
-7.9 |
0 |
16 |
+0 |
Jun18 |
161118 |
1234.3 |
1246.0 |
1234.3 |
1234.3 |
-8.0 |
10 |
4,226 |
+0 |
Aug18 |
161118 |
1237.9 |
1237.9 |
1237.9 |
1237.9 |
-8.1 |
|
|
|
Total Volume and Open Interest |
250,758 |
483,983 |
+4,746 |
Silver(CMX) |
Dec16 |
161118 |
1667.0 |
1674.5 |
1643.0 |
1662.4 |
-14.8 |
61,534 |
82,639 |
-3,654 |
Mar17 |
161118 |
1676.5 |
1684.0 |
1652.0 |
1672.1 |
-15.4 |
13,225 |
72,652 |
+2,215 |
May17 |
161118 |
1682.0 |
1683.5 |
1664.0 |
1678.7 |
-15.4 |
390 |
3,168 |
-28 |
Jul17 |
161118 |
1680.0 |
1692.5 |
1668.0 |
1684.8 |
-15.5 |
35 |
5,598 |
+9 |
Sep17 |
161118 |
1690.7 |
1733.0 |
1690.7 |
1690.7 |
-15.5 |
4 |
959 |
+0 |
Dec17 |
161118 |
1698.0 |
1709.0 |
1683.5 |
1698.9 |
-15.5 |
110 |
4,826 |
+47 |
Mar18 |
161118 |
1706.2 |
1817.0 |
1706.2 |
1706.2 |
-15.5 |
0 |
2 |
+0 |
Total Volume and Open Interest |
76,038 |
173,433 |
-1,398 |
Platinum(NYMEX) |
Jan17 |
161118 |
935.3 |
936.6 |
915.5 |
922.0 |
-23.1 |
13,370 |
56,168 |
-358 |
Apr17 |
161118 |
935.3 |
937.1 |
919.6 |
925.0 |
-23.1 |
195 |
6,391 |
+45 |
Jul17 |
161118 |
929.5 |
929.5 |
928.8 |
928.8 |
-22.3 |
0 |
174 |
+0 |
Oct17 |
161118 |
938.0 |
944.9 |
930.0 |
932.6 |
-22.3 |
0 |
165 |
+0 |
Total Volume and Open Interest |
13,586 |
62,943 |
-312 |
Palladium(NYMEX) |
Dec16 |
161118 |
729.30 |
729.30 |
702.80 |
727.80 |
-1.85 |
7,968 |
14,375 |
+647 |
Mar17 |
161118 |
729.25 |
729.25 |
703.15 |
728.25 |
-1.35 |
1,661 |
10,096 |
+715 |
Jun17 |
161118 |
716.80 |
729.45 |
714.25 |
729.45 |
-1.35 |
24 |
76 |
+11 |
Total Volume and Open Interest |
9,653 |
24,549 |
+1,372 |
Copper(CMX) |
Dec16 |
161118 |
248.85 |
249.85 |
244.85 |
246.75 |
-2.35 |
117,561 |
78,364 |
-12,412 |
Mar17 |
161118 |
249.90 |
250.85 |
245.90 |
247.80 |
-2.40 |
34,449 |
106,073 |
+9,115 |
May17 |
161118 |
247.15 |
250.55 |
246.90 |
248.40 |
-2.40 |
4,225 |
19,481 |
+1,304 |
Jul17 |
161118 |
247.60 |
250.60 |
247.20 |
248.85 |
-2.40 |
1,297 |
15,336 |
+405 |
Sep17 |
161118 |
249.15 |
249.80 |
249.15 |
249.15 |
-2.35 |
260 |
4,212 |
-20 |
Total Volume and Open Interest |
158,951 |
237,047 |
-1,568 |
E-mini DJIA Index(CBOT) |
Dec16 |
161118 |
18870 |
18889 |
18823 |
18853 |
-16 |
129,349 |
121,733 |
+1,762 |
Mar17 |
161118 |
18810 |
18825 |
18765 |
18794 |
-16 |
126 |
3,369 |
+23 |
Jun17 |
161118 |
18718 |
18718 |
18679 |
18718 |
-16 |
2 |
33 |
+2 |
Sep17 |
161118 |
18633 |
18633 |
18633 |
18633 |
-16 |
|
|
|
Total Volume and Open Interest |
129,477 |
125,135 |
+1,787 |
S & P 500(CME) |
Dec16 |
161118 |
2181.10 |
2184.90 |
2178.00 |
2180.80 |
-3.50 |
5,358 |
84,394 |
+2,291 |
Mar17 |
161118 |
2175.80 |
2181.40 |
2174.90 |
2175.80 |
-3.60 |
14 |
1,165 |
+11 |
Jun17 |
161118 |
2170.50 |
2176.10 |
2169.60 |
2170.50 |
-3.60 |
0 |
1,033 |
+0 |
Sep17 |
161118 |
2165.20 |
2170.80 |
2164.30 |
2165.20 |
-3.60 |
|
|
|
Total Volume and Open Interest |
5,372 |
86,592 |
+2,302 |
S & P 500 E-Mini(Globex) |
Dec16 |
161118 |
2184.00 |
2187.50 |
2176.50 |
2180.75 |
-3.50 |
1,327,887 |
2,892,791 |
+25,722 |
Mar17 |
161118 |
2179.50 |
2182.50 |
2172.00 |
2175.75 |
-3.75 |
8,020 |
47,018 |
+3,037 |
Jun17 |
161118 |
2171.75 |
2176.00 |
2168.00 |
2170.50 |
-3.50 |
27 |
2,687 |
-2 |
Sep17 |
161118 |
2166.00 |
2170.00 |
2165.25 |
2165.25 |
-3.50 |
0 |
17 |
+0 |
Total Volume and Open Interest |
1,335,934 |
2,942,526 |
+28,757 |
NASDAQ 100 E-Mini(Globex) |
Dec16 |
161118 |
4828.80 |
4840.50 |
4803.00 |
4808.50 |
-20.00 |
195,711 |
252,082 |
-2,019 |
Mar17 |
161118 |
4830.00 |
4838.50 |
4801.50 |
4807.00 |
-20.30 |
356 |
1,383 |
+27 |
Jun17 |
161118 |
4801.00 |
4801.00 |
4796.00 |
4801.00 |
-20.30 |
5 |
23 |
+5 |
Total Volume and Open Interest |
196,073 |
253,516 |
-1,988 |
S&P Midcap 400(CME) e-Mini |
Dec16 |
161118 |
1603.30 |
1607.30 |
1598.00 |
1604.50 |
+0.70 |
12,901 |
75,980 |
+836 |
Mar17 |
161118 |
1602.00 |
1602.00 |
1597.50 |
1602.00 |
+0.70 |
0 |
4 |
+0 |
Jun17 |
161118 |
1592.30 |
1592.30 |
1592.30 |
1592.30 |
+0.70 |
|
|
|
Total Volume and Open Interest |
12,901 |
75,984 |
+836 |
Volatility Index(CBOE) |
Nov16 |
161116 |
13.25 |
13.85 |
13.20 |
13.85 |
+0.65 |
87,681 |
63,965 |
-25,646 |
Dec16 |
161118 |
15.05 |
15.45 |
14.90 |
14.98 |
-0.05 |
96,976 |
248,133 |
+42,258 |
Jan17 |
161118 |
16.69 |
16.96 |
16.55 |
16.68 |
unch |
45,735 |
68,879 |
+6,876 |
Feb17 |
161118 |
17.49 |
17.77 |
17.35 |
17.50 |
+0.02 |
21,476 |
29,974 |
+2,995 |
Total Volume and Open Interest |
188,988 |
402,337 |
-7,281 |
Russell 2000(ICE) |
Dec16 |
161118 |
1309.00 |
1316.60 |
1305.80 |
1315.70 |
+6.10 |
92,763 |
346,286 |
+2,656 |
Mar17 |
161118 |
1302.00 |
1313.50 |
1300.80 |
1310.70 |
+6.10 |
7 |
461 |
-1 |
Jun17 |
161118 |
1306.70 |
1306.70 |
1306.70 |
1306.70 |
+6.10 |
0 |
170 |
+0 |
Total Volume and Open Interest |
92,770 |
347,056 |
+2,655 |
Nikkei 225(CME) |
Dec16 |
161118 |
18125 |
18150 |
17935 |
18040 |
-85 |
9,274 |
35,771 |
+381 |
Mar17 |
161118 |
18085 |
18085 |
17980 |
18075 |
-80 |
37 |
118 |
+19 |
Total Volume and Open Interest |
9,311 |
35,889 |
+400 |
Nikkei 225(SGX) |
Dec16 |
161118 |
17990 |
18035 |
17920 |
17990 |
+80 |
71,662 |
209,386 |
+4,412 |
Mar17 |
161118 |
17975 |
17975 |
17875 |
17950 |
+80 |
2,124 |
7,716 |
+2,102 |
Jun17 |
161118 |
17825 |
17825 |
17825 |
17825 |
+80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
73,819 |
223,227 |
+6,538 |
Nikkei 225(CME) Yen |
Dec16 |
161118 |
18120 |
18125 |
17920 |
18025 |
-75 |
55,602 |
68,565 |
+2,099 |
Mar17 |
161118 |
18015 |
18015 |
17905 |
17980 |
-75 |
29 |
80 |
+8 |
Jun17 |
161118 |
17850 |
17850 |
17850 |
17850 |
-75 |
|
|
|
Total Volume and Open Interest |
55,631 |
68,645 |
+2,107 |
Nikkei 225(CME) e-Mini Yen |
Dec16 |
161118 |
18030 |
18080 |
18030 |
18030 |
-70 |
3 |
305 |
+2 |
Mar17 |
161118 |
17980 |
17980 |
17980 |
17980 |
-70 |
|
|
|
Jun17 |
161118 |
17850 |
17850 |
17850 |
17850 |
-70 |
|
|
|
Total Volume and Open Interest |
3 |
305 |
+2 |
CAC 40(EURONEXT) |
Nov16 |
161118 |
4542.5 |
4552.0 |
4496.0 |
4502.5 |
-25.5 |
241,788 |
205,555 |
-65,858 |
Dec16 |
161118 |
4538.0 |
4546.5 |
4490.5 |
4499.0 |
-23.5 |
175,678 |
240,257 |
+83,774 |
Jan17 |
161118 |
4491.0 |
4507.5 |
4485.0 |
4490.0 |
-23.0 |
5 |
11 |
+0 |
Total Volume and Open Interest |
417,471 |
445,888 |
+17,916 |
Hang Seng Index(HKFE) |
Nov16 |
161118 |
22262 |
22364 |
22115 |
22331 |
+82 |
88,569 |
129,032 |
-4,013 |
Dec16 |
161118 |
22240 |
22375 |
22130 |
22348 |
+88 |
2,859 |
18,065 |
+442 |
Total Volume and Open Interest |
91,867 |
149,653 |
-3,548 |
DAX(EUREX) |
Dec16 |
161118 |
10732.0 |
10747.5 |
10644.5 |
10674.0 |
-7.0 |
100,617 |
170,689 |
+6,927 |
Mar17 |
161118 |
10734.0 |
10740.0 |
10644.0 |
10671.0 |
-7.0 |
259 |
6,472 |
+196 |
Jun17 |
161118 |
10732.0 |
10738.5 |
10683.0 |
10698.0 |
-9.0 |
26 |
213 |
+13 |
Total Volume and Open Interest |
100,902 |
177,374 |
+7,136 |
Mini-DAX(EUREX) |
Dec16 |
161118 |
10730.0 |
10749.0 |
10646.0 |
10674.0 |
-7.0 |
26,434 |
14,559 |
+351 |
Mar17 |
161118 |
10725.0 |
10742.0 |
10649.0 |
10671.0 |
-7.0 |
97 |
2,409 |
+25 |
Jun17 |
161118 |
10718.0 |
10726.0 |
10678.0 |
10698.0 |
-9.0 |
7 |
52 |
+5 |
Total Volume and Open Interest |
26,538 |
17,020 |
+381 |
FT-SE 100(EURONEXT) |
Dec16 |
161118 |
6799.50 |
6804.00 |
6731.00 |
6774.00 |
-8.50 |
113,730 |
728,155 |
-10,586 |
Mar17 |
161118 |
6710.50 |
6730.00 |
6679.00 |
6710.50 |
-8.50 |
2,171 |
11,435 |
+2,171 |
Jun17 |
161118 |
6641.50 |
6641.50 |
6641.50 |
6641.50 |
-8.50 |
|
|
|
Total Volume and Open Interest |
115,901 |
739,590 |
-8,415 |
SPI 200(SFE) |
Dec16 |
161118 |
5340.0 |
5370.0 |
5330.0 |
5362.0 |
+24.0 |
29,674 |
278,094 |
+1,732 |
Mar17 |
161118 |
5309.0 |
5311.0 |
5304.0 |
5311.0 |
+24.0 |
1 |
1,763 |
+0 |
Jun17 |
161118 |
5295.0 |
5295.0 |
5295.0 |
5295.0 |
+24.0 |
0 |
1,397 |
+0 |
Total Volume and Open Interest |
30,958 |
283,667 |
+2,295 |
FTSE MIB(ISE) |
Dec16 |
161118 |
16470.00 |
16540.00 |
16160.00 |
16244.00 |
-257.00 |
40,612 |
44,705 |
+448 |
Mar17 |
161118 |
16285.00 |
16285.00 |
16095.00 |
16184.00 |
-257.00 |
34 |
1,480 |
+5 |
Jun17 |
161118 |
15834.00 |
15834.00 |
15834.00 |
15834.00 |
-257.00 |
|
|
|
Total Volume and Open Interest |
40,646 |
46,185 |
+453 |
KOSPI 200(KFE) |
Dec16 |
161118 |
250.10 |
250.40 |
249.85 |
250.40 |
+0.15 |
87,814 |
128,235 |
-1,777 |
Mar17 |
161118 |
247.40 |
248.80 |
246.65 |
247.75 |
+0.10 |
413 |
16,173 |
+487 |
Jun17 |
161118 |
248.80 |
248.80 |
248.80 |
248.80 |
+0.70 |
5 |
1,973 |
+0 |
Total Volume and Open Interest |
88,232 |
151,087 |
-1,290 |
GSCI(CME) |
Dec16 |
161118 |
359.50 |
360.00 |
356.20 |
359.20 |
+1.80 |
304 |
15,133 |
+129 |
Jan17 |
161118 |
363.25 |
363.25 |
360.35 |
363.25 |
+1.80 |
|
|
|
Feb17 |
161118 |
365.50 |
365.50 |
365.50 |
365.50 |
+1.80 |
|
|
|
Total Volume and Open Interest |
304 |
15,133 |
+129 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|