|
 |
| MRCI's End of Day Prices |
|
| Daily Futures Price Listing Mon December 12, 2016 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
|
Jan17 |
161212 |
1041.75 |
1047.50 |
1026.50 |
1031.00 |
-6.50 |
171,728 |
236,545 |
-31,279 |
|
Mar17 |
161212 |
1052.25 |
1058.50 |
1037.75 |
1042.50 |
-6.00 |
98,634 |
235,638 |
+20,381 |
|
May17 |
161212 |
1059.75 |
1066.00 |
1045.50 |
1050.50 |
-5.75 |
19,615 |
79,860 |
+57 |
|
Jul17 |
161212 |
1064.25 |
1071.00 |
1050.75 |
1056.00 |
-5.75 |
17,389 |
90,524 |
+440 |
|
Aug17 |
161212 |
1066.25 |
1067.00 |
1049.25 |
1053.25 |
-5.75 |
964 |
6,099 |
+382 |
|
Sep17 |
161212 |
1043.25 |
1043.25 |
1033.00 |
1036.25 |
-4.25 |
112 |
2,279 |
+3 |
|
Nov17 |
161212 |
1026.25 |
1032.75 |
1016.50 |
1022.00 |
-3.00 |
8,972 |
68,526 |
-281 |
|
Jan18 |
161212 |
1027.50 |
1033.00 |
1018.50 |
1023.00 |
-3.25 |
209 |
2,682 |
-16 |
|
Mar18 |
161212 |
1017.25 |
1017.50 |
1012.25 |
1015.00 |
-4.00 |
76 |
2,159 |
-2 |
|
May18 |
161212 |
1012.25 |
1012.75 |
1011.50 |
1012.75 |
-4.00 |
13 |
433 |
+9 |
|
Jul18 |
161212 |
1012.00 |
1013.75 |
1012.00 |
1013.75 |
-3.25 |
14 |
701 |
+11 |
|
Aug18 |
161212 |
1007.25 |
1007.25 |
1007.25 |
1007.25 |
-3.75 |
2 |
18 |
+0 |
|
Sep18 |
161212 |
995.25 |
995.25 |
995.25 |
995.25 |
-3.75 |
0 |
17 |
+0 |
|
Nov18 |
161212 |
982.00 |
993.25 |
977.75 |
980.75 |
-4.00 |
61 |
921 |
+12 |
| Total Volume and Open Interest |
317,789 |
726,430 |
-10,283 |
| Soybean Meal(CBOT) |
|
Dec16 |
161212 |
317.50 |
317.80 |
312.80 |
314.80 |
-2.60 |
1,581 |
1,147 |
-754 |
|
Jan17 |
161212 |
319.80 |
321.20 |
313.80 |
316.20 |
-2.60 |
62,674 |
97,992 |
-7,937 |
|
Mar17 |
161212 |
323.80 |
325.20 |
318.00 |
320.50 |
-2.40 |
40,684 |
121,952 |
+7,951 |
|
May17 |
161212 |
325.90 |
327.20 |
320.70 |
323.10 |
-2.20 |
8,192 |
49,568 |
+406 |
|
Jul17 |
161212 |
327.40 |
329.00 |
323.00 |
325.40 |
-2.10 |
6,764 |
44,163 |
+599 |
|
Aug17 |
161212 |
327.50 |
327.50 |
322.30 |
324.10 |
-1.90 |
1,036 |
6,606 |
+351 |
|
Sep17 |
161212 |
319.90 |
322.30 |
319.70 |
321.60 |
-1.80 |
505 |
5,702 |
-58 |
|
Oct17 |
161212 |
316.60 |
317.80 |
315.10 |
317.10 |
-2.00 |
674 |
5,288 |
+44 |
|
Dec17 |
161212 |
320.00 |
320.90 |
315.40 |
317.40 |
-2.10 |
1,610 |
21,173 |
+262 |
|
Jan18 |
161212 |
319.90 |
319.90 |
315.60 |
317.10 |
-1.30 |
7 |
929 |
+0 |
| Total Volume and Open Interest |
123,762 |
356,875 |
+850 |
| Soybean Oil(CBOT) |
|
Dec16 |
161212 |
36.90 |
37.00 |
36.76 |
36.76 |
+0.02 |
1,922 |
978 |
-74 |
|
Jan17 |
161212 |
37.18 |
37.45 |
36.77 |
36.97 |
+0.03 |
96,526 |
141,364 |
-14,137 |
|
Mar17 |
161212 |
37.44 |
37.72 |
37.05 |
37.24 |
+0.03 |
59,414 |
146,367 |
+2,708 |
|
May17 |
161212 |
37.53 |
37.87 |
37.21 |
37.40 |
+0.03 |
9,857 |
58,015 |
-273 |
|
Jul17 |
161212 |
37.60 |
37.96 |
37.37 |
37.55 |
+0.05 |
9,030 |
50,914 |
+889 |
|
Aug17 |
161212 |
37.63 |
37.69 |
37.33 |
37.43 |
+0.07 |
1,337 |
5,809 |
+296 |
|
Sep17 |
161212 |
37.50 |
37.50 |
37.10 |
37.25 |
+0.07 |
480 |
4,765 |
-16 |
|
Oct17 |
161212 |
37.12 |
37.15 |
36.91 |
36.92 |
+0.04 |
812 |
4,638 |
+55 |
|
Dec17 |
161212 |
37.14 |
37.28 |
36.76 |
36.96 |
+0.08 |
3,386 |
12,488 |
+267 |
|
Jan18 |
161212 |
36.93 |
36.93 |
36.62 |
36.93 |
+0.05 |
18 |
563 |
-4 |
| Total Volume and Open Interest |
182,840 |
426,966 |
-10,264 |
| Canola(WCE) |
|
Jan17 |
161212 |
519.0 |
522.1 |
516.3 |
518.1 |
-0.7 |
14,160 |
97,818 |
-4,823 |
|
Mar17 |
161212 |
524.5 |
528.0 |
521.8 |
523.7 |
-0.8 |
10,708 |
61,648 |
+4,166 |
|
May17 |
161212 |
528.5 |
532.5 |
526.2 |
527.9 |
-1.0 |
2,479 |
27,319 |
+685 |
|
Jul17 |
161212 |
533.0 |
535.0 |
528.5 |
530.3 |
-0.9 |
2,480 |
16,264 |
+195 |
|
Nov17 |
161212 |
500.7 |
501.5 |
497.5 |
500.0 |
-0.7 |
1,454 |
13,369 |
+486 |
| Total Volume and Open Interest |
31,281 |
218,139 |
+709 |
| Corn(CBOT) |
|
Dec16 |
161212 |
352.25 |
355.00 |
349.75 |
354.50 |
+2.00 |
1,936 |
4,375 |
-760 |
|
Mar17 |
161212 |
359.00 |
361.00 |
356.00 |
360.50 |
+1.00 |
186,345 |
707,133 |
-8,148 |
|
May17 |
161212 |
366.00 |
367.50 |
362.75 |
367.25 |
+1.00 |
34,331 |
160,057 |
+3,057 |
|
Jul17 |
161212 |
372.75 |
374.75 |
370.00 |
374.25 |
+0.75 |
25,151 |
159,966 |
+2,165 |
|
Sep17 |
161212 |
379.75 |
381.25 |
377.25 |
381.00 |
+0.75 |
5,377 |
58,070 |
+825 |
|
Dec17 |
161212 |
389.75 |
389.75 |
385.25 |
389.25 |
+0.75 |
9,466 |
107,592 |
-550 |
|
Mar18 |
161212 |
397.00 |
398.25 |
394.75 |
398.25 |
+1.00 |
826 |
9,445 |
+43 |
|
May18 |
161212 |
402.75 |
403.75 |
400.50 |
403.75 |
+1.25 |
66 |
1,592 |
+10 |
|
Jul18 |
161212 |
404.75 |
408.00 |
404.75 |
408.00 |
+1.00 |
95 |
1,912 |
+23 |
|
Sep18 |
161212 |
403.00 |
403.00 |
403.00 |
403.00 |
+0.75 |
15 |
845 |
+0 |
| Total Volume and Open Interest |
263,894 |
1,218,425 |
-3,220 |
| Wheat(CBOT) |
|
Dec16 |
161212 |
397.75 |
401.25 |
397.50 |
401.25 |
+1.00 |
34 |
70 |
-63 |
|
Mar17 |
161212 |
416.00 |
417.75 |
408.50 |
417.25 |
+1.00 |
70,142 |
270,534 |
+1,809 |
|
May17 |
161212 |
426.25 |
428.25 |
419.25 |
427.75 |
+1.25 |
11,931 |
65,169 |
+841 |
|
Jul17 |
161212 |
437.00 |
439.75 |
431.00 |
439.75 |
+1.25 |
11,041 |
64,087 |
-673 |
|
Sep17 |
161212 |
448.50 |
453.25 |
445.50 |
453.25 |
+0.75 |
3,094 |
11,978 |
+217 |
|
Dec17 |
161212 |
469.50 |
470.50 |
463.00 |
470.25 |
+0.25 |
3,569 |
24,142 |
+977 |
| Total Volume and Open Interest |
99,984 |
441,414 |
+3,108 |
| Wheat(KCBT) |
|
Dec16 |
161212 |
397.50 |
397.50 |
397.50 |
397.50 |
+2.00 |
9 |
69 |
-31 |
|
Mar17 |
161212 |
413.50 |
415.50 |
406.50 |
414.75 |
+1.25 |
20,728 |
140,397 |
+1,617 |
|
May17 |
161212 |
425.50 |
427.00 |
418.25 |
426.25 |
+1.00 |
4,828 |
35,504 |
-108 |
|
Jul17 |
161212 |
437.50 |
439.50 |
430.75 |
438.75 |
+1.25 |
3,719 |
62,207 |
+772 |
|
Sep17 |
161212 |
452.50 |
454.25 |
446.25 |
454.00 |
+0.75 |
1,314 |
7,083 |
+399 |
|
Dec17 |
161212 |
473.25 |
474.00 |
467.50 |
474.00 |
-0.50 |
1,744 |
9,203 |
+607 |
|
Mar18 |
161212 |
488.25 |
488.25 |
483.25 |
487.00 |
-2.00 |
109 |
3,003 |
+22 |
| Total Volume and Open Interest |
32,460 |
258,948 |
+3,282 |
| Wheat(MGE) |
|
Dec16 |
161212 |
539.00 |
541.75 |
539.00 |
541.75 |
+5.75 |
4 |
45 |
-4 |
|
Mar17 |
161212 |
536.25 |
538.00 |
533.00 |
537.00 |
+0.75 |
2,841 |
34,045 |
+36 |
|
May17 |
161212 |
538.00 |
541.00 |
535.00 |
539.25 |
+0.75 |
895 |
11,905 |
+238 |
|
Jul17 |
161212 |
542.25 |
545.25 |
539.75 |
544.00 |
+0.50 |
236 |
5,948 |
-30 |
|
Sep17 |
161212 |
547.75 |
549.25 |
545.50 |
549.00 |
+0.25 |
87 |
3,885 |
+30 |
|
Dec17 |
161212 |
555.75 |
557.00 |
555.00 |
557.00 |
+0.50 |
46 |
2,834 |
-19 |
| Total Volume and Open Interest |
4,157 |
58,890 |
+251 |
| Oats(CBOT) |
|
Dec16 |
161212 |
213.75 |
215.75 |
210.25 |
215.75 |
+1.75 |
4 |
30 |
+0 |
|
Mar17 |
161212 |
225.75 |
231.00 |
223.50 |
230.25 |
+5.25 |
186 |
6,164 |
-9 |
|
May17 |
161212 |
229.75 |
233.00 |
226.50 |
232.00 |
+4.00 |
25 |
816 |
+10 |
|
Jul17 |
161212 |
234.00 |
234.00 |
234.00 |
234.00 |
+4.00 |
0 |
133 |
+0 |
| Total Volume and Open Interest |
215 |
7,238 |
+1 |
| Rough Rice(CBOT) |
|
Jan17 |
161212 |
9.94 |
9.97 |
9.84 |
9.85 |
-0.07 |
380 |
9,827 |
-86 |
|
Mar17 |
161212 |
10.20 |
10.23 |
10.10 |
10.11 |
-0.07 |
203 |
2,897 |
+160 |
|
May17 |
161212 |
10.48 |
10.48 |
10.38 |
10.38 |
-0.06 |
10 |
51 |
+6 |
|
Jul17 |
161212 |
10.66 |
10.66 |
10.54 |
10.54 |
-0.06 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
593 |
12,794 |
+80 |
| Live Cattle(CME) |
|
Dec16 |
161212 |
108.730 |
111.150 |
108.480 |
110.350 |
+1.620 |
4,876 |
13,325 |
-1,768 |
|
Feb17 |
161212 |
110.535 |
113.450 |
110.135 |
112.950 |
+2.415 |
29,313 |
115,932 |
-366 |
|
Apr17 |
161212 |
110.150 |
112.900 |
109.785 |
112.200 |
+1.950 |
11,790 |
68,732 |
-551 |
|
Jun17 |
161212 |
101.000 |
103.535 |
100.885 |
102.800 |
+1.400 |
8,956 |
53,090 |
+715 |
|
Aug17 |
161212 |
97.980 |
99.500 |
97.580 |
99.050 |
+1.050 |
2,515 |
17,800 |
+93 |
|
Oct17 |
161212 |
98.385 |
99.550 |
98.035 |
99.250 |
+0.900 |
541 |
9,637 |
+36 |
| Total Volume and Open Interest |
58,160 |
282,759 |
-1,786 |
| Feeder Cattle(CME) |
|
Jan17 |
161212 |
126.080 |
129.075 |
125.135 |
128.550 |
+2.600 |
5,464 |
18,668 |
-983 |
|
Mar17 |
161212 |
122.700 |
125.430 |
121.950 |
125.000 |
+2.500 |
3,887 |
14,585 |
+448 |
|
Apr17 |
161212 |
122.250 |
124.750 |
121.550 |
124.135 |
+2.085 |
1,470 |
4,766 |
-324 |
|
May17 |
161212 |
121.480 |
123.750 |
120.785 |
122.980 |
+1.730 |
1,124 |
4,584 |
+126 |
|
Aug17 |
161212 |
122.000 |
124.200 |
121.250 |
123.535 |
+1.805 |
184 |
2,128 |
+10 |
|
Sep17 |
161212 |
121.000 |
122.450 |
119.930 |
121.830 |
+2.100 |
19 |
228 |
+15 |
|
Oct17 |
161212 |
120.000 |
121.100 |
120.000 |
120.950 |
+2.000 |
7 |
59 |
+7 |
| Total Volume and Open Interest |
12,155 |
45,031 |
-701 |
| Lean Hogs(CME) |
|
Dec16 |
161212 |
57.000 |
57.400 |
56.800 |
57.380 |
+0.645 |
9,107 |
17,811 |
-2,133 |
|
Feb17 |
161212 |
61.550 |
62.400 |
61.330 |
62.180 |
+0.630 |
32,177 |
93,824 |
-2,201 |
|
Apr17 |
161212 |
66.000 |
66.850 |
65.830 |
66.680 |
+0.730 |
19,017 |
42,548 |
-408 |
|
May17 |
161212 |
72.180 |
72.600 |
72.050 |
72.400 |
+0.470 |
261 |
1,148 |
+77 |
|
Jun17 |
161212 |
76.800 |
77.000 |
76.430 |
76.600 |
+0.020 |
11,438 |
21,357 |
-869 |
|
Jul17 |
161212 |
76.535 |
76.850 |
76.430 |
76.635 |
-0.015 |
2,493 |
9,696 |
+554 |
|
Aug17 |
161212 |
76.900 |
77.100 |
76.650 |
76.980 |
-0.055 |
2,510 |
11,335 |
+1,024 |
|
Oct17 |
161212 |
65.475 |
65.830 |
65.430 |
65.800 |
unch |
1,709 |
3,524 |
+885 |
| Total Volume and Open Interest |
78,995 |
202,649 |
-2,965 |
| Class III Milk(CME) |
|
Dec16 |
161212 |
17.10 |
17.19 |
17.10 |
17.17 |
+0.07 |
144 |
6,267 |
-5 |
|
Jan17 |
161212 |
16.62 |
17.30 |
16.62 |
17.28 |
+0.60 |
183 |
4,595 |
-3 |
|
Feb17 |
161212 |
16.88 |
17.62 |
16.88 |
17.62 |
+0.74 |
126 |
3,765 |
+35 |
|
Mar17 |
161212 |
17.01 |
17.76 |
17.01 |
17.74 |
+0.73 |
129 |
3,247 |
+27 |
|
Apr17 |
161212 |
17.02 |
17.68 |
17.02 |
17.68 |
+0.68 |
39 |
2,581 |
+20 |
|
May17 |
161212 |
17.01 |
17.64 |
17.01 |
17.62 |
+0.57 |
67 |
2,549 |
+17 |
|
Jun17 |
161212 |
17.25 |
17.70 |
17.25 |
17.66 |
+0.41 |
59 |
2,222 |
+18 |
|
Jul17 |
161212 |
17.48 |
17.77 |
17.48 |
17.77 |
+0.29 |
5 |
1,161 |
+0 |
|
Aug17 |
161212 |
17.60 |
17.85 |
17.60 |
17.85 |
+0.25 |
9 |
1,176 |
+6 |
|
Sep17 |
161212 |
17.65 |
17.85 |
17.65 |
17.85 |
+0.20 |
10 |
1,143 |
+6 |
|
Oct17 |
161212 |
17.45 |
17.70 |
17.45 |
17.70 |
+0.23 |
9 |
931 |
+7 |
|
Nov17 |
161212 |
17.30 |
17.49 |
17.30 |
17.47 |
+0.17 |
9 |
926 |
+2 |
|
Dec17 |
161212 |
17.10 |
17.28 |
17.10 |
17.18 |
+0.09 |
9 |
884 |
+6 |
| Total Volume and Open Interest |
826 |
32,177 |
+156 |
| Cocoa(ICE) |
|
Dec16 |
161212 |
2236 |
2236 |
2233 |
2233 |
+70 |
0 |
29 |
+0 |
|
Mar17 |
161212 |
2160 |
2280 |
2144 |
2240 |
+70 |
20,873 |
136,589 |
-457 |
|
May17 |
161212 |
2164 |
2279 |
2147 |
2238 |
+69 |
10,138 |
53,618 |
+1,247 |
|
Jul17 |
161212 |
2166 |
2273 |
2151 |
2235 |
+62 |
2,826 |
32,740 |
+128 |
|
Sep17 |
161212 |
2183 |
2278 |
2163 |
2242 |
+55 |
1,246 |
13,623 |
+88 |
|
Dec17 |
161212 |
2204 |
2289 |
2186 |
2260 |
+47 |
567 |
6,877 |
+152 |
|
Mar18 |
161212 |
2230 |
2302 |
2207 |
2282 |
+41 |
397 |
8,204 |
-271 |
| Total Volume and Open Interest |
36,081 |
255,010 |
+885 |
| Coffee "C"(ICE) |
|
Dec16 |
161212 |
135.15 |
138.05 |
135.15 |
138.05 |
+2.50 |
9 |
115 |
-4 |
|
Mar17 |
161212 |
139.95 |
143.10 |
138.75 |
142.00 |
+2.65 |
14,822 |
100,128 |
-1,106 |
|
May17 |
161212 |
142.20 |
145.30 |
141.05 |
144.25 |
+2.60 |
4,450 |
41,703 |
-642 |
|
Jul17 |
161212 |
144.55 |
147.45 |
143.25 |
146.45 |
+2.55 |
2,149 |
18,416 |
+322 |
|
Sep17 |
161212 |
146.95 |
149.35 |
145.25 |
148.40 |
+2.50 |
1,204 |
9,601 |
+612 |
|
Dec17 |
161212 |
149.70 |
151.70 |
148.30 |
151.35 |
+2.55 |
265 |
10,491 |
-114 |
| Total Volume and Open Interest |
22,982 |
186,069 |
-939 |
| Orange Juice(ICE) |
|
Jan17 |
161212 |
212.40 |
212.40 |
204.00 |
204.50 |
-8.50 |
681 |
12,560 |
-199 |
|
Mar17 |
161212 |
207.85 |
208.50 |
200.90 |
201.35 |
-8.50 |
254 |
3,025 |
+83 |
|
May17 |
161212 |
206.50 |
207.00 |
200.10 |
200.10 |
-8.40 |
15 |
530 |
+0 |
|
Jul17 |
161212 |
205.60 |
205.85 |
199.25 |
199.25 |
-8.70 |
7 |
158 |
+5 |
|
Sep17 |
161212 |
207.50 |
207.50 |
199.25 |
199.25 |
-4.80 |
|
|
|
|
Nov17 |
161212 |
198.15 |
198.15 |
196.35 |
196.35 |
-4.80 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
957 |
16,276 |
-111 |
| Sugar #11(ICE) |
|
Mar17 |
161212 |
19.34 |
19.84 |
19.17 |
19.25 |
+0.01 |
31,594 |
391,175 |
-295 |
|
May17 |
161212 |
18.93 |
19.32 |
18.72 |
18.81 |
+0.03 |
17,317 |
164,846 |
+229 |
|
Jul17 |
161212 |
18.38 |
18.75 |
18.20 |
18.26 |
+0.04 |
11,698 |
126,812 |
+181 |
|
Oct17 |
161212 |
18.14 |
18.52 |
18.02 |
18.07 |
+0.04 |
5,315 |
71,703 |
+28 |
|
Mar18 |
161212 |
18.25 |
18.44 |
18.03 |
18.08 |
+0.03 |
2,358 |
40,972 |
+278 |
|
May18 |
161212 |
17.70 |
17.84 |
17.52 |
17.53 |
+0.01 |
667 |
14,640 |
+7 |
|
Jul18 |
161212 |
17.20 |
17.35 |
17.03 |
17.04 |
unch |
540 |
11,504 |
+242 |
|
Oct18 |
161212 |
17.16 |
17.31 |
16.97 |
16.97 |
-0.03 |
311 |
10,513 |
+193 |
| Total Volume and Open Interest |
69,950 |
838,148 |
+933 |
| London Cocoa(LCE) |
|
Dec16 |
161212 |
1693 |
1733 |
1668 |
1732 |
+34 |
4,430 |
10,907 |
-997 |
|
Mar17 |
161212 |
1747 |
1787 |
1714 |
1781 |
+31 |
16,915 |
106,233 |
-2,545 |
|
May17 |
161212 |
1767 |
1796 |
1733 |
1790 |
+23 |
8,885 |
65,828 |
+966 |
|
Jul17 |
161212 |
1799 |
1816 |
1756 |
1810 |
+18 |
5,780 |
29,478 |
+1,283 |
|
Sep17 |
161212 |
1811 |
1828 |
1774 |
1823 |
+11 |
4,552 |
29,728 |
+1,025 |
|
Dec17 |
161212 |
1826 |
1837 |
1784 |
1826 |
-1 |
4,087 |
18,684 |
+695 |
|
Mar18 |
161212 |
1842 |
1850 |
1797 |
1842 |
-3 |
1,150 |
13,294 |
+823 |
| Total Volume and Open Interest |
46,385 |
277,607 |
+1,735 |
| London Sugar(LCE) |
|
Mar17 |
161212 |
515.40 |
523.00 |
511.00 |
513.40 |
+1.40 |
5,046 |
34,668 |
+432 |
|
May17 |
161212 |
509.70 |
517.10 |
505.50 |
507.40 |
+1.40 |
768 |
20,489 |
-96 |
|
Aug17 |
161212 |
499.90 |
506.10 |
495.90 |
498.20 |
+1.70 |
519 |
9,481 |
+247 |
|
Oct17 |
161212 |
488.00 |
493.60 |
483.40 |
485.90 |
+0.80 |
509 |
10,479 |
+28 |
|
Dec17 |
161212 |
482.90 |
482.90 |
473.30 |
476.10 |
+1.20 |
129 |
2,335 |
+8 |
| Total Volume and Open Interest |
7,047 |
80,231 |
+620 |
| Cotton(ICE) |
|
Mar17 |
161212 |
70.77 |
71.78 |
70.65 |
71.69 |
+0.89 |
15,851 |
177,474 |
+300 |
|
May17 |
161212 |
71.11 |
72.01 |
71.04 |
71.90 |
+0.79 |
2,998 |
39,632 |
-66 |
|
Jul17 |
161212 |
71.02 |
71.81 |
70.98 |
71.59 |
+0.60 |
1,412 |
14,163 |
+17 |
|
Oct17 |
161212 |
70.59 |
70.59 |
70.59 |
70.59 |
+0.10 |
0 |
34 |
+0 |
|
Dec17 |
161212 |
69.30 |
69.99 |
69.30 |
69.60 |
+0.25 |
584 |
18,222 |
+147 |
|
Mar18 |
161212 |
69.63 |
69.63 |
69.63 |
69.63 |
+0.22 |
0 |
371 |
+0 |
| Total Volume and Open Interest |
20,845 |
250,683 |
+398 |
| Lumber(CME) |
|
Jan17 |
161212 |
317.2 |
317.6 |
314.3 |
316.3 |
-1.0 |
341 |
2,169 |
-114 |
|
Mar17 |
161212 |
330.9 |
330.9 |
327.6 |
328.5 |
-1.6 |
193 |
1,430 |
+66 |
|
May17 |
161212 |
334.8 |
335.2 |
333.3 |
334.1 |
-1.9 |
6 |
198 |
+3 |
|
Jul17 |
161212 |
340.0 |
340.0 |
334.0 |
339.4 |
-3.2 |
2 |
42 |
-2 |
| Total Volume and Open Interest |
542 |
3,870 |
-47 |
| Crude Oil(NYM) |
|
Jan17 |
161212 |
52.58 |
54.51 |
52.18 |
52.83 |
+1.33 |
780,062 |
378,530 |
-60,810 |
|
Feb17 |
161212 |
53.70 |
55.44 |
53.15 |
53.75 |
+1.31 |
372,416 |
321,766 |
+33,131 |
|
Mar17 |
161212 |
54.20 |
56.24 |
54.01 |
54.59 |
+1.29 |
200,662 |
282,055 |
+12,282 |
|
Apr17 |
161212 |
54.83 |
56.72 |
54.55 |
55.20 |
+1.26 |
73,225 |
117,584 |
+5,666 |
|
May17 |
161212 |
55.17 |
57.10 |
55.01 |
55.62 |
+1.22 |
42,367 |
114,565 |
+5,969 |
|
Jun17 |
161212 |
55.15 |
57.35 |
55.15 |
55.85 |
+1.16 |
68,848 |
206,461 |
+6,155 |
|
Jul17 |
161212 |
55.41 |
57.31 |
55.41 |
55.95 |
+1.11 |
16,889 |
43,314 |
-115 |
|
Aug17 |
161212 |
56.30 |
57.30 |
55.50 |
55.99 |
+1.05 |
15,910 |
39,274 |
+446 |
|
Sep17 |
161212 |
55.60 |
57.34 |
55.59 |
55.98 |
+0.98 |
17,426 |
62,941 |
+3,822 |
|
Oct17 |
161212 |
55.67 |
57.36 |
55.64 |
55.94 |
+0.90 |
4,169 |
34,790 |
+756 |
|
Nov17 |
161212 |
56.05 |
57.08 |
55.89 |
55.89 |
+0.81 |
3,693 |
30,382 |
-268 |
|
Dec17 |
161212 |
55.61 |
57.33 |
55.41 |
55.84 |
+0.71 |
41,434 |
185,806 |
-100 |
|
Jan18 |
161212 |
56.16 |
56.62 |
55.72 |
55.72 |
+0.61 |
1,387 |
30,445 |
+163 |
|
Feb18 |
161212 |
55.59 |
55.59 |
54.91 |
55.59 |
+0.51 |
922 |
10,076 |
+82 |
|
Mar18 |
161212 |
56.20 |
56.43 |
55.45 |
55.45 |
+0.41 |
1,758 |
24,897 |
-206 |
|
Apr18 |
161212 |
55.31 |
55.31 |
55.31 |
55.31 |
+0.32 |
553 |
5,512 |
+100 |
| Total Volume and Open Interest |
1,664,588 |
2,081,964 |
+9,564 |
| e-miNY Crude Oil(NYM) |
|
Jan17 |
161212 |
52.150 |
54.500 |
52.150 |
52.825 |
+1.325 |
12,004 |
2,340 |
+49 |
|
Feb17 |
161212 |
53.500 |
55.450 |
53.175 |
53.750 |
+1.300 |
403 |
1,030 |
-14 |
|
Mar17 |
161212 |
54.175 |
56.200 |
54.100 |
54.600 |
+1.300 |
82 |
428 |
+13 |
|
Apr17 |
161212 |
55.600 |
56.775 |
55.200 |
55.200 |
+1.250 |
52 |
362 |
+46 |
|
May17 |
161212 |
55.000 |
57.000 |
55.000 |
55.625 |
+1.225 |
44 |
10 |
-13 |
|
Jun17 |
161212 |
55.250 |
57.000 |
55.250 |
55.850 |
+1.150 |
37 |
79 |
+6 |
|
Jul17 |
161212 |
56.000 |
56.000 |
55.950 |
55.950 |
+1.100 |
19 |
168 |
-1 |
|
Aug17 |
161212 |
56.000 |
56.000 |
54.800 |
56.000 |
+1.050 |
6 |
139 |
-6 |
|
Sep17 |
161212 |
55.975 |
55.975 |
55.975 |
55.975 |
+0.975 |
2 |
28 |
-2 |
|
Oct17 |
161212 |
55.950 |
55.950 |
55.950 |
55.950 |
+0.900 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
12,674 |
4,818 |
+82 |
| NY Harbor ULSD(NYM) |
|
Jan17 |
161212 |
165.65 |
171.06 |
165.64 |
167.17 |
+3.43 |
64,410 |
93,874 |
-8,716 |
|
Feb17 |
161212 |
166.42 |
172.30 |
166.42 |
168.60 |
+3.59 |
46,600 |
78,609 |
+7,514 |
|
Mar17 |
161212 |
168.57 |
172.71 |
168.31 |
169.46 |
+3.66 |
32,502 |
68,478 |
+2,518 |
|
Apr17 |
161212 |
170.65 |
172.56 |
168.28 |
169.45 |
+3.75 |
23,509 |
41,305 |
+3,558 |
|
May17 |
161212 |
167.44 |
172.67 |
167.44 |
169.91 |
+3.72 |
11,688 |
25,847 |
+2,003 |
|
Jun17 |
161212 |
169.81 |
173.21 |
169.40 |
170.37 |
+3.66 |
14,176 |
43,465 |
+295 |
|
Jul17 |
161212 |
173.13 |
173.42 |
170.31 |
171.10 |
+3.57 |
2,678 |
6,580 |
-389 |
|
Aug17 |
161212 |
173.80 |
173.85 |
171.00 |
171.85 |
+3.47 |
2,551 |
4,545 |
-227 |
|
Sep17 |
161212 |
174.16 |
174.80 |
172.39 |
172.69 |
+3.36 |
1,762 |
7,824 |
+89 |
|
Oct17 |
161212 |
174.98 |
174.98 |
173.48 |
173.48 |
+3.25 |
1,476 |
4,594 |
+102 |
|
Nov17 |
161212 |
175.51 |
175.51 |
174.13 |
174.13 |
+3.13 |
1,626 |
3,533 |
-182 |
|
Dec17 |
161212 |
176.42 |
176.65 |
173.68 |
174.68 |
+3.01 |
2,811 |
36,004 |
+351 |
|
Jan18 |
161212 |
175.40 |
175.40 |
172.50 |
175.40 |
+2.88 |
200 |
2,856 |
+22 |
|
Feb18 |
161212 |
175.62 |
175.62 |
175.62 |
175.62 |
+2.75 |
96 |
1,788 |
+7 |
| Total Volume and Open Interest |
207,601 |
433,340 |
+8,216 |
| RBOB Gasoline(NYM) |
|
Jan17 |
161212 |
152.57 |
159.10 |
152.57 |
154.30 |
+3.57 |
56,664 |
108,589 |
-10,897 |
|
Feb17 |
161212 |
153.65 |
160.50 |
153.65 |
155.75 |
+3.55 |
39,722 |
68,514 |
+1,231 |
|
Mar17 |
161212 |
156.60 |
162.04 |
156.60 |
158.17 |
+3.57 |
22,191 |
50,211 |
+1,659 |
|
Apr17 |
161212 |
176.50 |
181.62 |
176.50 |
177.93 |
+3.52 |
17,501 |
39,622 |
-979 |
|
May17 |
161212 |
182.12 |
182.35 |
178.85 |
179.34 |
+3.51 |
11,260 |
22,861 |
+410 |
|
Jun17 |
161212 |
178.13 |
182.58 |
178.13 |
179.25 |
+3.49 |
11,874 |
29,646 |
+1,702 |
|
Jul17 |
161212 |
181.50 |
181.50 |
177.73 |
178.14 |
+3.45 |
4,113 |
8,056 |
-79 |
|
Aug17 |
161212 |
178.20 |
178.20 |
176.35 |
176.40 |
+3.45 |
3,112 |
3,887 |
-36 |
|
Sep17 |
161212 |
175.57 |
175.79 |
173.62 |
173.96 |
+3.44 |
3,489 |
11,515 |
+616 |
|
Oct17 |
161212 |
160.84 |
160.97 |
160.84 |
160.97 |
+3.19 |
1,570 |
5,392 |
+46 |
| Total Volume and Open Interest |
177,543 |
381,038 |
-4,928 |
| e-miNY RBOB Gasoline(NYM) |
|
Jan17 |
161212 |
154.30 |
154.30 |
154.30 |
154.30 |
+3.57 |
0 |
1 |
+0 |
|
Feb17 |
161212 |
155.80 |
155.80 |
155.75 |
155.80 |
+3.60 |
|
|
|
|
Mar17 |
161212 |
158.20 |
158.20 |
158.17 |
158.20 |
+3.60 |
|
|
|
|
Apr17 |
161212 |
177.90 |
177.93 |
177.90 |
177.90 |
+3.49 |
|
|
|
| Total Volume and Open Interest |
0 |
1 |
+0 |
| Natural Gas(NYM) |
|
Jan17 |
161212 |
3.583 |
3.601 |
3.472 |
3.507 |
-0.239 |
233,852 |
203,498 |
-17,612 |
|
Feb17 |
161212 |
3.589 |
3.607 |
3.481 |
3.510 |
-0.231 |
91,405 |
107,052 |
+9,291 |
|
Mar17 |
161212 |
3.550 |
3.568 |
3.452 |
3.486 |
-0.205 |
102,765 |
217,254 |
+7,867 |
|
Apr17 |
161212 |
3.370 |
3.407 |
3.319 |
3.359 |
-0.094 |
78,723 |
111,413 |
+1,203 |
|
May17 |
161212 |
3.351 |
3.369 |
3.295 |
3.337 |
-0.067 |
38,781 |
93,367 |
+4,265 |
|
Jun17 |
161212 |
3.357 |
3.388 |
3.315 |
3.358 |
-0.060 |
14,944 |
39,799 |
-537 |
|
Jul17 |
161212 |
3.393 |
3.417 |
3.342 |
3.387 |
-0.054 |
12,048 |
44,036 |
+1,500 |
|
Aug17 |
161212 |
3.373 |
3.401 |
3.333 |
3.375 |
-0.055 |
7,916 |
30,313 |
+513 |
|
Sep17 |
161212 |
3.351 |
3.379 |
3.313 |
3.351 |
-0.057 |
6,991 |
31,897 |
+579 |
|
Oct17 |
161212 |
3.370 |
3.407 |
3.335 |
3.371 |
-0.056 |
23,863 |
86,381 |
+2,143 |
|
Nov17 |
161212 |
3.400 |
3.436 |
3.368 |
3.404 |
-0.054 |
8,193 |
29,275 |
+1,462 |
|
Dec17 |
161212 |
3.538 |
3.552 |
3.489 |
3.523 |
-0.053 |
7,559 |
34,144 |
+986 |
|
Jan18 |
161212 |
3.615 |
3.641 |
3.575 |
3.610 |
-0.050 |
6,389 |
33,171 |
+1,150 |
|
Feb18 |
161212 |
3.566 |
3.574 |
3.520 |
3.552 |
-0.047 |
2,266 |
11,012 |
+50 |
|
Mar18 |
161212 |
3.461 |
3.475 |
3.418 |
3.447 |
-0.045 |
2,766 |
30,579 |
+413 |
|
Apr18 |
161212 |
2.902 |
2.928 |
2.893 |
2.909 |
-0.022 |
3,253 |
35,654 |
+617 |
| Total Volume and Open Interest |
647,731 |
1,222,881 |
+15,140 |
| Brent Crude Oil(ICE) |
|
Feb17 |
161212 |
55.88 |
57.89 |
55.11 |
55.69 |
+1.36 |
334,183 |
447,995 |
-27,230 |
|
Mar17 |
161212 |
55.20 |
58.53 |
55.20 |
56.37 |
+1.31 |
215,039 |
418,196 |
+5,473 |
|
Apr17 |
161212 |
56.85 |
58.78 |
56.36 |
56.90 |
+1.30 |
90,329 |
149,918 |
+304 |
|
May17 |
161212 |
57.33 |
59.09 |
56.77 |
57.28 |
+1.25 |
47,526 |
123,674 |
-727 |
|
Jun17 |
161212 |
57.69 |
59.13 |
57.00 |
57.53 |
+1.19 |
72,316 |
236,197 |
+2,756 |
|
Jul17 |
161212 |
57.72 |
59.21 |
57.17 |
57.65 |
+1.10 |
18,520 |
69,584 |
+2,557 |
|
Aug17 |
161212 |
57.83 |
59.23 |
57.29 |
57.69 |
+1.02 |
10,691 |
44,836 |
+1,485 |
|
Sep17 |
161212 |
57.89 |
59.18 |
57.22 |
57.69 |
+0.95 |
14,632 |
65,672 |
+801 |
|
Oct17 |
161212 |
57.93 |
59.50 |
57.20 |
57.67 |
+0.88 |
5,140 |
33,346 |
+773 |
|
Nov17 |
161212 |
57.66 |
57.66 |
57.66 |
57.66 |
+0.84 |
3,311 |
26,925 |
+232 |
|
Dec17 |
161212 |
57.96 |
59.40 |
57.17 |
57.63 |
+0.78 |
53,028 |
218,166 |
+714 |
|
Jan18 |
161212 |
58.02 |
58.32 |
57.61 |
57.61 |
+0.71 |
2,459 |
29,022 |
+709 |
|
Feb18 |
161212 |
57.68 |
57.94 |
57.59 |
57.59 |
+0.65 |
959 |
17,703 |
+67 |
|
Mar18 |
161212 |
57.56 |
57.56 |
57.56 |
57.56 |
+0.58 |
2,597 |
23,219 |
+761 |
| Total Volume and Open Interest |
914,341 |
2,230,585 |
-5,771 |
| Gas Oil(ICE) |
|
Dec16 |
161212 |
477.00 |
499.00 |
473.00 |
473.00 |
unch |
36,819 |
25,304 |
-15,587 |
|
Jan17 |
161212 |
491.00 |
502.50 |
486.25 |
491.00 |
+13.50 |
100,657 |
173,738 |
+5,322 |
|
Feb17 |
161212 |
488.00 |
507.00 |
488.00 |
495.25 |
+13.25 |
52,176 |
104,074 |
+2,013 |
|
Mar17 |
161212 |
488.00 |
510.25 |
488.00 |
498.25 |
+12.75 |
26,357 |
77,968 |
+3,932 |
|
Apr17 |
161212 |
501.25 |
512.75 |
496.00 |
500.75 |
+12.50 |
10,392 |
43,790 |
-1,018 |
|
May17 |
161212 |
503.25 |
514.75 |
498.00 |
502.75 |
+12.25 |
5,544 |
33,349 |
+616 |
|
Jun17 |
161212 |
502.00 |
516.50 |
499.75 |
504.50 |
+12.00 |
15,450 |
74,010 |
+1,488 |
|
Jul17 |
161212 |
507.75 |
518.75 |
502.00 |
506.75 |
+11.50 |
2,679 |
22,221 |
-412 |
|
Aug17 |
161212 |
510.25 |
521.00 |
504.25 |
509.00 |
+11.00 |
1,246 |
16,740 |
-168 |
|
Sep17 |
161212 |
512.25 |
523.00 |
508.00 |
511.00 |
+10.50 |
2,658 |
29,075 |
+277 |
| Total Volume and Open Interest |
276,000 |
813,335 |
-1,091 |
| Ethanol(CBOT) |
|
Jan17 |
161212 |
1.715 |
1.760 |
1.705 |
1.753 |
+0.070 |
1,222 |
3,112 |
-683 |
|
Feb17 |
161212 |
1.645 |
1.682 |
1.645 |
1.676 |
+0.052 |
362 |
1,028 |
+163 |
|
Mar17 |
161212 |
1.637 |
1.670 |
1.633 |
1.670 |
+0.047 |
465 |
482 |
-41 |
|
Apr17 |
161212 |
1.650 |
1.665 |
1.650 |
1.665 |
+0.045 |
211 |
558 |
+179 |
|
May17 |
161212 |
1.667 |
1.667 |
1.667 |
1.667 |
+0.045 |
0 |
6 |
+0 |
|
Jun17 |
161212 |
1.658 |
1.658 |
1.658 |
1.658 |
+0.045 |
|
|
|
|
Jul17 |
161212 |
1.655 |
1.655 |
1.655 |
1.655 |
+0.042 |
|
|
|
|
Aug17 |
161212 |
1.661 |
1.661 |
1.661 |
1.661 |
+0.042 |
|
|
|
| Total Volume and Open Interest |
2,260 |
5,202 |
-382 |
| WTI Crude Oil(ICE) |
|
Jan17 |
161212 |
52.74 |
54.50 |
52.20 |
52.83 |
+1.33 |
70,804 |
77,380 |
-6,853 |
|
Feb17 |
161212 |
53.50 |
55.36 |
53.17 |
53.75 |
+1.31 |
100,546 |
88,526 |
-7,661 |
|
Mar17 |
161212 |
54.37 |
56.23 |
54.07 |
54.59 |
+1.29 |
66,268 |
72,960 |
+6,935 |
|
Apr17 |
161212 |
55.34 |
56.54 |
54.71 |
55.20 |
+1.26 |
18,919 |
21,273 |
-229 |
|
May17 |
161212 |
55.79 |
56.79 |
55.13 |
55.62 |
+1.22 |
8,624 |
17,674 |
-354 |
|
Jun17 |
161212 |
56.07 |
57.05 |
55.36 |
55.85 |
+1.16 |
17,862 |
62,942 |
+211 |
|
Jul17 |
161212 |
55.89 |
57.14 |
55.64 |
55.95 |
+1.11 |
6,672 |
7,327 |
-1,158 |
|
Aug17 |
161212 |
55.98 |
57.17 |
55.77 |
55.99 |
+1.05 |
3,399 |
6,255 |
-641 |
|
Sep17 |
161212 |
56.03 |
57.18 |
55.68 |
55.98 |
+0.98 |
1,216 |
17,040 |
+53 |
|
Oct17 |
161212 |
55.94 |
55.94 |
55.94 |
55.94 |
+0.90 |
423 |
5,109 |
+149 |
|
Nov17 |
161212 |
55.89 |
55.89 |
55.89 |
55.89 |
+0.81 |
204 |
2,834 |
-75 |
|
Dec17 |
161212 |
56.15 |
57.21 |
55.52 |
55.84 |
+0.71 |
9,473 |
78,974 |
+617 |
|
Jan18 |
161212 |
55.72 |
55.72 |
55.72 |
55.72 |
+0.61 |
62 |
1,752 |
+3 |
|
Feb18 |
161212 |
55.59 |
55.59 |
55.59 |
55.59 |
+0.51 |
45 |
946 |
+14 |
|
Mar18 |
161212 |
55.45 |
55.45 |
55.45 |
55.45 |
+0.41 |
9 |
3,298 |
-1 |
|
Apr18 |
161212 |
55.31 |
55.31 |
55.31 |
55.31 |
+0.32 |
1 |
935 |
+0 |
| Total Volume and Open Interest |
308,334 |
541,968 |
-8,971 |
| US Dollar Index(ICE) |
|
Dec16 |
161212 |
101.645 |
101.820 |
100.860 |
101.050 |
-0.570 |
75,792 |
67,275 |
-5,524 |
|
Mar17 |
161212 |
101.580 |
101.700 |
100.750 |
100.930 |
-0.575 |
14,323 |
25,471 |
+5,780 |
|
Jun17 |
161212 |
101.565 |
101.565 |
100.770 |
100.885 |
-0.570 |
176 |
807 |
+77 |
| Total Volume and Open Interest |
90,323 |
93,809 |
+337 |
| Australian Dollar(CME) |
|
Dec16 |
161212 |
74.37 |
75.03 |
74.35 |
74.86 |
+0.34 |
105,448 |
75,169 |
-529 |
|
Mar17 |
161212 |
74.25 |
74.90 |
74.22 |
74.71 |
+0.33 |
4,562 |
6,674 |
+1,136 |
|
Jun17 |
161212 |
74.26 |
74.61 |
74.20 |
74.56 |
+0.34 |
29 |
75 |
+10 |
| Total Volume and Open Interest |
110,039 |
81,937 |
+617 |
| British Pound(CME) |
|
Dec16 |
161212 |
125.98 |
127.02 |
125.69 |
126.73 |
+1.03 |
135,041 |
209,138 |
-8,043 |
|
Mar17 |
161212 |
126.16 |
127.29 |
125.96 |
127.01 |
+1.04 |
12,263 |
31,200 |
+7,521 |
|
Jun17 |
161212 |
127.44 |
127.50 |
127.30 |
127.30 |
+1.04 |
7 |
658 |
+1 |
| Total Volume and Open Interest |
147,312 |
241,190 |
-521 |
| Canadian Dollar(CME) |
|
Dec16 |
161212 |
76.10 |
76.30 |
76.04 |
76.12 |
+0.15 |
66,835 |
97,894 |
+1,189 |
|
Mar17 |
161212 |
76.18 |
76.39 |
76.13 |
76.21 |
+0.16 |
3,802 |
10,563 |
+1,589 |
|
Jun17 |
161212 |
76.25 |
76.41 |
76.25 |
76.31 |
+0.17 |
368 |
1,159 |
+343 |
|
Sep17 |
161212 |
76.54 |
76.54 |
76.39 |
76.39 |
+0.16 |
1 |
422 |
-1 |
| Total Volume and Open Interest |
71,007 |
110,461 |
+3,121 |
| Japanese Yen(CME) |
|
Dec16 |
161212 |
86.61 |
87.09 |
86.13 |
86.90 |
+0.08 |
171,577 |
222,791 |
+1,901 |
|
Mar17 |
161212 |
87.01 |
87.46 |
86.51 |
87.27 |
+0.09 |
16,994 |
28,387 |
+11,423 |
|
Jun17 |
161212 |
87.31 |
87.70 |
87.31 |
87.70 |
+0.08 |
2 |
212 |
-1 |
| Total Volume and Open Interest |
188,573 |
251,421 |
+13,323 |
| Swiss Franc(CME) |
|
Dec16 |
161212 |
98.32 |
98.80 |
98.08 |
98.61 |
+0.32 |
42,350 |
61,029 |
+775 |
|
Mar17 |
161212 |
98.80 |
99.34 |
98.62 |
99.15 |
+0.32 |
1,368 |
3,411 |
+375 |
|
Jun17 |
161212 |
99.77 |
99.77 |
99.77 |
99.77 |
+0.32 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
43,718 |
64,466 |
+1,150 |
| EuroFX(CME) |
|
Dec16 |
161212 |
105.49 |
106.55 |
105.28 |
106.33 |
+0.76 |
356,309 |
365,609 |
-12,011 |
|
Mar17 |
161212 |
105.95 |
107.01 |
105.74 |
106.79 |
+0.76 |
34,390 |
60,503 |
+12,023 |
|
Jun17 |
161212 |
106.66 |
107.53 |
106.42 |
107.31 |
+0.77 |
210 |
2,014 |
+52 |
| Total Volume and Open Interest |
390,913 |
428,413 |
+65 |
| Mexican Peso(CME) |
|
Dec16 |
161212 |
490.50 |
496.13 |
490.13 |
494.50 |
+4.50 |
37,489 |
114,945 |
-2,149 |
|
Jan17 |
161212 |
493.25 |
493.25 |
493.25 |
493.25 |
+4.50 |
|
|
|
| Total Volume and Open Interest |
42,232 |
154,624 |
+256 |
| Brazilian Real(CME) |
|
Jan17 |
161212 |
293.00 |
298.15 |
292.05 |
297.50 |
+2.45 |
1,258 |
17,476 |
-257 |
|
Feb17 |
161212 |
294.85 |
294.85 |
294.85 |
294.85 |
+2.25 |
0 |
10 |
+0 |
|
Mar17 |
161212 |
292.75 |
292.75 |
292.75 |
292.75 |
+2.15 |
91 |
1,815 |
-11 |
|
Apr17 |
161212 |
289.95 |
289.95 |
289.95 |
289.95 |
+1.35 |
|
|
|
| Total Volume and Open Interest |
1,349 |
19,301 |
-268 |
| 30-Year T-Bonds(CBOT) |
|
Dec16 |
161212 |
149~200 |
150~030 |
148~250 |
150~000 |
+0~040 |
1,947 |
7,297 |
-844 |
|
Mar17 |
161212 |
148~080 |
148~230 |
147~100 |
148~190 |
+0~030 |
306,928 |
556,996 |
-2,136 |
|
Jun17 |
161212 |
147~230 |
147~230 |
147~230 |
147~230 |
+0~030 |
1 |
3 |
+0 |
| Total Volume and Open Interest |
308,876 |
564,296 |
-2,980 |
| 10-Year T-Notes(CBOT) |
|
Dec16 |
161212 |
124~195 |
124~270 |
124~100 |
124~245 |
-0~010 |
18,868 |
39,539 |
-1,967 |
|
Mar17 |
161212 |
123~285 |
124~050 |
123~165 |
124~000 |
-0~010 |
1,379,057 |
2,954,449 |
+23,523 |
|
Jun17 |
161212 |
123~160 |
123~160 |
123~160 |
123~160 |
-0~010 |
|
|
|
| Total Volume and Open Interest |
1,397,925 |
2,993,988 |
+21,556 |
| 5-Year T-Notes(CBOT) |
|
Dec16 |
161212 |
118~050 |
118~110 |
118~020 |
118~104 |
+0~014 |
17,733 |
59,971 |
-6,808 |
|
Mar17 |
161212 |
117~200 |
117~256 |
117~144 |
117~232 |
+0~004 |
750,241 |
2,810,848 |
+13,592 |
|
Jun17 |
161212 |
117~182 |
117~182 |
117~182 |
117~182 |
+0~004 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
767,974 |
2,870,820 |
+6,784 |
| 2 Year T-Notes(CBOT) |
|
Dec16 |
161212 |
108~204 |
108~216 |
108~204 |
108~214 |
unch |
587 |
19,307 |
-385 |
|
Mar17 |
161212 |
108~122 |
108~132 |
108~106 |
108~124 |
unch |
229,374 |
1,131,840 |
-9,294 |
|
Jun17 |
161212 |
108~124 |
108~124 |
108~124 |
108~124 |
unch |
|
|
|
| Total Volume and Open Interest |
229,961 |
1,151,147 |
-9,679 |
| Eurodollars(CME) |
|
Dec16 |
161212 |
99.010 |
99.018 |
99.010 |
99.015 |
+0.005 |
276,077 |
1,304,247 |
-4,829 |
|
Mar17 |
161212 |
98.945 |
98.950 |
98.940 |
98.945 |
unch |
337,860 |
1,377,295 |
+12,011 |
|
Jun17 |
161212 |
98.800 |
98.810 |
98.790 |
98.800 |
-0.005 |
220,932 |
1,468,893 |
-6,140 |
|
Sep17 |
161212 |
98.700 |
98.710 |
98.685 |
98.700 |
-0.005 |
203,848 |
1,070,714 |
-4,171 |
|
Dec17 |
161212 |
98.560 |
98.575 |
98.540 |
98.565 |
unch |
295,847 |
1,565,594 |
+12,026 |
|
Mar18 |
161212 |
98.455 |
98.475 |
98.430 |
98.460 |
unch |
208,669 |
1,024,124 |
-8,720 |
|
Jun18 |
161212 |
98.340 |
98.360 |
98.305 |
98.345 |
unch |
196,636 |
744,109 |
+2,654 |
|
Sep18 |
161212 |
98.220 |
98.255 |
98.185 |
98.235 |
unch |
166,438 |
495,630 |
+8,651 |
|
Dec18 |
161212 |
98.095 |
98.125 |
98.050 |
98.105 |
unch |
183,865 |
776,337 |
-2,192 |
|
Mar19 |
161212 |
98.000 |
98.035 |
97.955 |
98.020 |
+0.005 |
151,650 |
565,462 |
-7,582 |
|
Jun19 |
161212 |
97.910 |
97.945 |
97.860 |
97.925 |
unch |
130,220 |
497,945 |
+867 |
|
Sep19 |
161212 |
97.825 |
97.860 |
97.770 |
97.840 |
-0.005 |
115,692 |
416,648 |
+12,684 |
|
Dec19 |
161212 |
97.730 |
97.755 |
97.670 |
97.740 |
-0.005 |
118,236 |
408,887 |
-10,032 |
|
Mar20 |
161212 |
97.660 |
97.690 |
97.605 |
97.675 |
-0.005 |
98,206 |
254,720 |
+6,541 |
|
Jun20 |
161212 |
97.600 |
97.625 |
97.535 |
97.610 |
-0.005 |
71,540 |
150,765 |
+4,197 |
|
Sep20 |
161212 |
97.540 |
97.560 |
97.475 |
97.545 |
-0.015 |
56,858 |
117,488 |
-181 |
|
Dec20 |
161212 |
97.465 |
97.490 |
97.405 |
97.475 |
-0.015 |
59,292 |
140,626 |
+4,148 |
|
Mar21 |
161212 |
97.410 |
97.430 |
97.350 |
97.415 |
-0.020 |
40,334 |
98,983 |
-127 |
| Total Volume and Open Interest |
3,033,904 |
12,818,410 |
+22,767 |
| Ultra T-Bond(CBOT) |
|
Dec16 |
161212 |
156~30 |
158~08 |
156~27 |
158~07 |
unch |
3,099 |
13,141 |
-2,068 |
|
Mar17 |
161212 |
157~07 |
157~20 |
155~28 |
157~14 |
unch |
119,613 |
653,920 |
+4,330 |
|
Jun17 |
161212 |
156~24 |
156~24 |
156~24 |
156~24 |
unch |
|
|
|
| Total Volume and Open Interest |
122,712 |
667,061 |
+2,262 |
| Ultra 10-Yr T-Note(CBOT) |
|
Dec16 |
161212 |
133~190 |
133~300 |
133~180 |
133~290 |
-0~040 |
1,341 |
5,959 |
+342 |
|
Mar17 |
161212 |
133~090 |
133~160 |
132~215 |
133~110 |
-0~025 |
103,250 |
320,076 |
+9,912 |
|
Jun17 |
161212 |
133~110 |
133~110 |
133~110 |
133~110 |
-0~025 |
|
|
|
| Total Volume and Open Interest |
104,591 |
326,035 |
+10,254 |
| 30 Day Federal Funds(CBOT) |
|
Dec16 |
161212 |
99.465 |
99.467 |
99.465 |
99.467 |
unch |
835 |
87,267 |
-500 |
|
Jan17 |
161212 |
99.355 |
99.360 |
99.355 |
99.360 |
unch |
14,315 |
232,948 |
+5,747 |
|
Feb17 |
161212 |
99.345 |
99.345 |
99.340 |
99.345 |
unch |
3,842 |
84,617 |
+259 |
|
Mar17 |
161212 |
99.315 |
99.315 |
99.310 |
99.315 |
unch |
6,165 |
80,448 |
-698 |
|
Apr17 |
161212 |
99.295 |
99.300 |
99.295 |
99.295 |
-0.005 |
10,680 |
147,003 |
+393 |
|
May17 |
161212 |
99.260 |
99.265 |
99.260 |
99.265 |
unch |
8,584 |
58,235 |
-583 |
| Total Volume and Open Interest |
59,761 |
909,898 |
+7,679 |
| 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 |
161208 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
0 |
7 |
+0 |
|
Mar17 |
161208 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
|
Jun17 |
161208 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
|
Sep17 |
161208 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
|
Dec17 |
161208 |
99.94 |
99.94 |
99.94 |
99.94 |
unch |
|
|
|
|
Mar18 |
161208 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
|
Jun18 |
161208 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
|
|
|
|
Sep18 |
161208 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Japanese Govt Bonds(SGX) |
|
Mar17 |
161208 |
150.33 |
150.37 |
150.18 |
150.19 |
-0.14 |
4,262 |
4,908 |
+3,212 |
|
Jun17 |
161208 |
150.19 |
150.19 |
150.19 |
150.19 |
-0.14 |
|
|
|
|
Sep17 |
161208 |
150.19 |
150.19 |
150.19 |
150.19 |
-0.14 |
|
|
|
| Total Volume and Open Interest |
9,160 |
20,733 |
+3,674 |
| Euro-Buxl(EUREX) |
|
Mar17 |
161212 |
165.18 |
165.22 |
163.28 |
164.32 |
-2.44 |
93,183 |
215,420 |
+37,675 |
|
Jun17 |
161212 |
162.56 |
162.56 |
162.56 |
162.56 |
-2.46 |
0 |
10 |
+0 |
|
Sep17 |
161212 |
162.56 |
162.56 |
162.56 |
162.56 |
-2.46 |
|
|
|
| Total Volume and Open Interest |
96,704 |
215,430 |
|
| Euro-Bund(EUREX) |
|
Mar17 |
161212 |
161.38 |
161.40 |
160.80 |
161.05 |
-0.81 |
1,271,104 |
1,957,599 |
+469,663 |
|
Jun17 |
161212 |
158.11 |
158.11 |
157.82 |
157.97 |
-0.86 |
11 |
36 |
+21 |
|
Sep17 |
161212 |
157.97 |
157.97 |
157.97 |
157.97 |
-0.86 |
|
|
|
| Total Volume and Open Interest |
1,285,430 |
1,957,635 |
|
| Euro-Bobl(EUREX) |
|
Mar17 |
161212 |
132.89 |
132.90 |
132.66 |
132.74 |
-0.21 |
902,326 |
1,423,957 |
+313,978 |
|
Jun17 |
161212 |
130.63 |
130.63 |
130.63 |
130.63 |
-0.33 |
0 |
1 |
+1 |
|
Sep17 |
161212 |
130.63 |
130.63 |
130.63 |
130.63 |
-0.33 |
|
|
|
| Total Volume and Open Interest |
916,957 |
1,423,958 |
|
| Euro-Schatz(EUREX) |
|
Mar17 |
161212 |
112.25 |
112.26 |
112.20 |
112.22 |
-0.03 |
950,783 |
1,447,816 |
+255,402 |
|
Jun17 |
161212 |
112.16 |
112.16 |
112.16 |
112.16 |
-0.03 |
0 |
8 |
+8 |
|
Sep17 |
161212 |
112.16 |
112.16 |
112.16 |
112.16 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
959,574 |
1,447,824 |
|
| 3-Mth Euribor(EUREX) |
|
Dec16 |
161212 |
100.320 |
100.320 |
100.320 |
100.320 |
+0.005 |
260 |
2,980 |
-250 |
|
Mar17 |
161212 |
100.305 |
100.305 |
100.305 |
100.305 |
unch |
30 |
3,810 |
+23 |
|
Jun17 |
161212 |
100.290 |
100.290 |
100.290 |
100.290 |
unch |
9 |
33,587 |
-33 |
| Total Volume and Open Interest |
327 |
73,629 |
+92 |
| Long Gilt(LIFFE) |
|
Dec16 |
161212 |
123~10 |
123~14 |
123~04 |
123~14 |
-0~13 |
1,388 |
19,955 |
-145 |
|
Mar17 |
161212 |
122~17 |
122~28 |
122~10 |
122~20 |
-0~17 |
186,555 |
597,174 |
+1,942 |
| Total Volume and Open Interest |
187,943 |
617,129 |
+1,797 |
| 3-Mth Short Sterling(LIFFE) |
|
Dec16 |
161212 |
99.61 |
99.63 |
99.61 |
99.63 |
+0.00 |
25,878 |
445,958 |
-33 |
|
Mar17 |
161212 |
99.59 |
99.60 |
99.59 |
99.60 |
+0.01 |
29,720 |
373,075 |
-3,043 |
|
Jun17 |
161212 |
99.56 |
99.57 |
99.55 |
99.56 |
unch |
32,426 |
362,751 |
+437 |
|
Sep17 |
161212 |
99.52 |
99.53 |
99.51 |
99.52 |
unch |
45,367 |
285,528 |
-5,263 |
|
Dec17 |
161212 |
99.47 |
99.48 |
99.46 |
99.47 |
unch |
48,348 |
266,107 |
-1,761 |
|
Mar18 |
161212 |
99.41 |
99.43 |
99.40 |
99.41 |
-0.01 |
48,961 |
174,498 |
-1,279 |
| Total Volume and Open Interest |
492,168 |
2,684,219 |
-14,115 |
| 3-Mth Euribor(LIFFE) |
|
Dec16 |
161212 |
100.320 |
100.320 |
100.315 |
100.315 |
unch |
64,810 |
348,865 |
-7,859 |
|
Mar17 |
161212 |
100.305 |
100.310 |
100.305 |
100.305 |
unch |
141,025 |
403,760 |
-7,789 |
|
Jun17 |
161212 |
100.290 |
100.295 |
100.285 |
100.285 |
-0.005 |
128,914 |
382,129 |
+928 |
| Total Volume and Open Interest |
1,672,913 |
3,258,292 |
+8,598 |
| 3-Mth Aus T-Bills(SFE) |
|
Dec16 |
161208 |
98.22 |
98.23 |
98.20 |
98.22 |
unch |
16,118 |
50,037 |
-25,781 |
|
Mar17 |
161212 |
98.23 |
98.24 |
98.22 |
98.23 |
-0.01 |
35,150 |
216,273 |
-2,925 |
|
Jun17 |
161212 |
98.25 |
98.26 |
98.23 |
98.24 |
-0.01 |
40,482 |
247,896 |
+2,318 |
|
Sep17 |
161212 |
98.22 |
98.23 |
98.20 |
98.21 |
-0.02 |
18,113 |
161,992 |
+2,415 |
|
Dec17 |
161212 |
98.16 |
98.17 |
98.14 |
98.15 |
-0.01 |
12,093 |
161,275 |
+1,379 |
|
Mar18 |
161212 |
98.07 |
98.08 |
98.05 |
98.05 |
-0.03 |
7,261 |
94,922 |
-433 |
|
Jun18 |
161212 |
97.97 |
97.99 |
97.95 |
97.95 |
-0.03 |
10,682 |
74,061 |
+2,056 |
|
Sep18 |
161212 |
97.87 |
97.89 |
97.83 |
97.84 |
-0.04 |
6,225 |
47,161 |
+1,391 |
|
Dec18 |
161212 |
97.78 |
97.79 |
97.73 |
97.73 |
-0.04 |
3,077 |
15,710 |
+1,382 |
|
Mar19 |
161212 |
97.69 |
97.69 |
97.63 |
97.63 |
-0.05 |
162 |
4,592 |
+20 |
| Total Volume and Open Interest |
142,115 |
1,027,859 |
-13,709 |
| 10-Year Aus T-Bonds(SFE) |
|
Dec16 |
161212 |
97.21 |
97.23 |
97.14 |
97.17 |
-0.04 |
165,720 |
968,770 |
+8,792 |
|
Mar17 |
161212 |
97.15 |
97.17 |
97.08 |
97.11 |
-0.05 |
59,601 |
71,853 |
+51,628 |
| Total Volume and Open Interest |
225,321 |
1,040,623 |
+60,420 |
| 3-Year Aus T-Bonds(SFE) |
|
Dec16 |
161212 |
98.06 |
98.07 |
98.03 |
98.03 |
-0.03 |
199,125 |
967,530 |
-26,353 |
|
Mar17 |
161212 |
98.03 |
98.04 |
98.00 |
98.00 |
-0.03 |
15,113 |
67,174 |
+12,307 |
| Total Volume and Open Interest |
214,238 |
1,034,704 |
-14,046 |
| Gold(CMX) |
|
Dec16 |
161212 |
1158.3 |
1163.9 |
1153.0 |
1163.5 |
+4.1 |
322 |
1,407 |
+29 |
|
Feb17 |
161212 |
1161.4 |
1167.9 |
1152.5 |
1165.8 |
+3.9 |
147,750 |
270,743 |
-2,124 |
|
Apr17 |
161212 |
1163.5 |
1170.7 |
1155.3 |
1168.7 |
+3.9 |
2,599 |
35,817 |
-209 |
|
Jun17 |
161212 |
1166.7 |
1173.3 |
1159.8 |
1171.5 |
+3.8 |
3,197 |
38,621 |
-5 |
|
Aug17 |
161212 |
1165.5 |
1176.2 |
1165.5 |
1174.4 |
+3.8 |
552 |
10,838 |
+108 |
|
Oct17 |
161212 |
1177.3 |
1180.6 |
1171.7 |
1177.3 |
+3.8 |
248 |
2,976 |
-73 |
|
Dec17 |
161212 |
1174.0 |
1181.5 |
1169.0 |
1180.3 |
+3.9 |
1,317 |
21,290 |
+178 |
|
Feb18 |
161212 |
1183.4 |
1183.4 |
1178.3 |
1183.4 |
+4.0 |
1 |
213 |
+0 |
|
Apr18 |
161212 |
1181.6 |
1186.5 |
1181.6 |
1186.5 |
+4.0 |
5 |
160 |
-4 |
|
Jun18 |
161212 |
1182.7 |
1189.7 |
1182.7 |
1189.7 |
+4.1 |
0 |
4,211 |
+0 |
|
Aug18 |
161212 |
1192.9 |
1192.9 |
1192.9 |
1192.9 |
+4.1 |
0 |
6 |
+0 |
|
Oct18 |
161212 |
1196.1 |
1196.1 |
1196.1 |
1196.1 |
+4.2 |
|
|
|
| Total Volume and Open Interest |
156,563 |
394,698 |
-2,076 |
| Silver(CMX) |
|
Dec16 |
161212 |
1683.0 |
1714.5 |
1683.0 |
1711.6 |
+21.9 |
75 |
826 |
-999 |
|
Mar17 |
161212 |
1691.5 |
1726.5 |
1673.5 |
1718.7 |
+22.0 |
46,673 |
133,216 |
+481 |
|
May17 |
161212 |
1693.0 |
1731.5 |
1680.0 |
1724.5 |
+21.9 |
1,081 |
13,166 |
+444 |
|
Jul17 |
161212 |
1707.5 |
1734.0 |
1690.0 |
1730.1 |
+21.8 |
1,188 |
5,984 |
-134 |
|
Sep17 |
161212 |
1726.0 |
1736.2 |
1726.0 |
1736.2 |
+21.8 |
258 |
1,026 |
-64 |
|
Dec17 |
161212 |
1720.0 |
1750.0 |
1702.0 |
1745.2 |
+21.8 |
496 |
5,117 |
+149 |
|
Mar18 |
161212 |
1754.0 |
1754.0 |
1754.0 |
1754.0 |
+22.4 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
50,638 |
162,067 |
-387 |
| Platinum(NYMEX) |
|
Jan17 |
161212 |
913.5 |
936.3 |
910.8 |
933.7 |
+18.7 |
13,395 |
47,001 |
-2,153 |
|
Apr17 |
161212 |
917.0 |
939.5 |
914.6 |
937.0 |
+18.6 |
2,145 |
18,980 |
+1,104 |
|
Jul17 |
161212 |
922.4 |
941.6 |
921.2 |
940.8 |
+18.7 |
293 |
1,219 |
+153 |
|
Oct17 |
161212 |
925.7 |
945.0 |
920.6 |
944.2 |
+18.7 |
0 |
217 |
+0 |
| Total Volume and Open Interest |
15,833 |
67,422 |
-905 |
| Palladium(NYMEX) |
|
Dec16 |
161212 |
727.35 |
727.35 |
727.35 |
727.35 |
-7.80 |
7 |
40 |
-3 |
|
Mar17 |
161212 |
734.45 |
737.75 |
722.00 |
727.55 |
-7.50 |
6,222 |
27,206 |
-224 |
|
Jun17 |
161212 |
732.85 |
736.45 |
726.85 |
728.45 |
-7.50 |
120 |
403 |
+65 |
| Total Volume and Open Interest |
6,350 |
27,664 |
-164 |
| Copper(CMX) |
|
Dec16 |
161212 |
267.35 |
267.35 |
259.95 |
261.30 |
-2.90 |
692 |
3,338 |
-220 |
|
Mar17 |
161212 |
264.90 |
268.50 |
260.20 |
261.90 |
-2.85 |
86,139 |
161,335 |
+186 |
|
May17 |
161212 |
266.50 |
269.00 |
261.00 |
262.65 |
-2.80 |
4,731 |
27,442 |
-524 |
|
Jul17 |
161212 |
268.85 |
268.85 |
261.80 |
263.10 |
-2.75 |
2,354 |
18,738 |
+66 |
|
Sep17 |
161212 |
267.00 |
267.00 |
263.45 |
263.50 |
-2.60 |
1,802 |
6,062 |
-223 |
| Total Volume and Open Interest |
96,754 |
236,443 |
-467 |
| E-mini DJIA Index(CBOT) |
|
Dec16 |
161212 |
19773 |
19876 |
19751 |
19781 |
+12 |
192,372 |
111,891 |
-18,092 |
|
Mar17 |
161212 |
19708 |
19809 |
19686 |
19723 |
+12 |
39,771 |
33,346 |
+22,751 |
|
Jun17 |
161212 |
19680 |
19758 |
19611 |
19658 |
+12 |
19 |
79 |
+15 |
|
Sep17 |
161212 |
19573 |
19573 |
19573 |
19573 |
+12 |
|
|
|
| Total Volume and Open Interest |
232,162 |
145,316 |
+4,674 |
| S & P 500(CME) |
|
Dec16 |
161212 |
2259.00 |
2263.70 |
2252.80 |
2256.00 |
-4.10 |
12,645 |
84,159 |
-1,797 |
|
Mar17 |
161212 |
2258.80 |
2258.80 |
2250.00 |
2250.40 |
-4.30 |
9,136 |
14,657 |
+5,561 |
|
Jun17 |
161212 |
2250.00 |
2250.00 |
2242.40 |
2245.20 |
-4.20 |
210 |
1,699 |
-5 |
|
Sep17 |
161212 |
2239.90 |
2245.10 |
2237.10 |
2239.90 |
-4.20 |
|
|
|
| Total Volume and Open Interest |
21,991 |
100,515 |
+3,759 |
| S & P 500 E-Mini(Globex) |
|
Dec16 |
161212 |
2260.75 |
2270.25 |
2252.25 |
2256.00 |
-4.00 |
2,109,978 |
2,461,457 |
-285,946 |
|
Mar17 |
161212 |
2255.25 |
2264.75 |
2246.75 |
2250.50 |
-4.25 |
803,345 |
686,875 |
+359,402 |
|
Jun17 |
161212 |
2251.50 |
2259.50 |
2241.50 |
2245.25 |
-4.25 |
648 |
6,064 |
+231 |
|
Sep17 |
161212 |
2240.00 |
2240.00 |
2240.00 |
2240.00 |
-4.00 |
5 |
38 |
+0 |
| Total Volume and Open Interest |
2,913,976 |
3,154,464 |
+73,687 |
| NASDAQ 100 E-Mini(Globex) |
|
Dec16 |
161212 |
4899.00 |
4917.00 |
4852.50 |
4867.80 |
-26.00 |
225,777 |
213,910 |
-21,667 |
|
Mar17 |
161212 |
4895.30 |
4916.80 |
4851.80 |
4866.30 |
-27.00 |
55,427 |
27,608 |
+20,718 |
|
Jun17 |
161212 |
4895.00 |
4903.30 |
4851.50 |
4860.30 |
-27.00 |
2 |
36 |
+1 |
| Total Volume and Open Interest |
281,208 |
241,592 |
-947 |
| S&P Midcap 400(CME) e-Mini |
|
Dec16 |
161212 |
1691.60 |
1699.20 |
1678.20 |
1682.60 |
-9.60 |
44,059 |
64,558 |
-23,182 |
|
Mar17 |
161212 |
1691.00 |
1697.80 |
1676.70 |
1681.40 |
-9.00 |
32,249 |
27,078 |
+25,461 |
|
Jun17 |
161212 |
1671.70 |
1671.70 |
1671.70 |
1671.70 |
-9.00 |
|
|
|
| Total Volume and Open Interest |
76,308 |
91,636 |
+2,279 |
| Volatility Index(CBOE) |
|
Dec16 |
161212 |
13.05 |
13.50 |
12.85 |
13.43 |
+0.40 |
116,953 |
166,989 |
-5,268 |
|
Jan17 |
161212 |
15.20 |
15.60 |
15.05 |
15.58 |
+0.35 |
79,415 |
149,207 |
+9,637 |
|
Feb17 |
161212 |
16.43 |
16.79 |
16.35 |
16.73 |
+0.30 |
22,516 |
40,901 |
+1,577 |
|
Mar17 |
161212 |
17.40 |
17.77 |
17.30 |
17.63 |
+0.20 |
8,536 |
29,711 |
-317 |
| Total Volume and Open Interest |
236,705 |
438,157 |
+6,499 |
| Russell 2000 Mini(ICE) |
|
Dec16 |
161212 |
1389.60 |
1396.80 |
1370.70 |
1374.00 |
-13.90 |
290,814 |
578,143 |
-72,850 |
|
Mar17 |
161212 |
1385.90 |
1395.00 |
1369.30 |
1372.80 |
-13.70 |
183,727 |
155,477 |
+112,149 |
|
Jun17 |
161212 |
1369.80 |
1369.80 |
1369.80 |
1369.80 |
-13.70 |
1 |
344 |
+0 |
| Total Volume and Open Interest |
474,542 |
734,242 |
+39,299 |
| Nikkei 225(CME) |
|
Mar17 |
161212 |
19275 |
19335 |
19085 |
19135 |
-120 |
19,838 |
31,880 |
+1,757 |
|
Jun17 |
161212 |
19135 |
19220 |
19060 |
19060 |
-120 |
|
|
|
| Total Volume and Open Interest |
19,838 |
31,880 |
-21,206 |
| Nikkei 225(SGX) |
|
Dec16 |
161208 |
18510 |
18820 |
18490 |
18785 |
+290 |
159,471 |
174,466 |
-24,530 |
|
Mar17 |
161212 |
19170 |
19235 |
19155 |
19185 |
+195 |
71,233 |
179,154 |
+21,273 |
|
Jun17 |
161212 |
19005 |
19065 |
18910 |
19065 |
+200 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
127,858 |
311,034 |
-10,129 |
| Nikkei 225 Mini(JPX) |
|
Dec16 |
161208 |
18525 |
18790 |
18485 |
18790 |
+290 |
877,826 |
406,905 |
-30,967 |
|
Mar17 |
161208 |
18480 |
18740 |
18440 |
18730 |
+280 |
128,235 |
128,220 |
+40,430 |
|
Jun17 |
161208 |
18345 |
18600 |
18310 |
18600 |
+280 |
850 |
2,277 |
-121 |
| Total Volume and Open Interest |
1,026,393 |
630,294 |
+9,855 |
| Nikkei 225(JPX) |
|
Dec16 |
161208 |
18530 |
18790 |
18490 |
18790 |
+290 |
173,401 |
259,863 |
-101,754 |
|
Mar17 |
161208 |
18480 |
18740 |
18450 |
18730 |
+280 |
123,863 |
255,140 |
+105,458 |
|
Jun17 |
161208 |
18350 |
18600 |
18340 |
18600 |
+280 |
34 |
17,985 |
+18 |
| Total Volume and Open Interest |
297,402 |
607,457 |
+3,832 |
| Nikkei 225(CME) Yen |
|
Dec16 |
161208 |
18630 |
18920 |
18610 |
18860 |
+230 |
67,553 |
53,178 |
-9,334 |
|
Mar17 |
161212 |
19205 |
19270 |
19015 |
19065 |
-120 |
72,893 |
50,098 |
+7,177 |
|
Jun17 |
161212 |
18935 |
19040 |
18935 |
18935 |
-120 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
72,894 |
50,101 |
-39,921 |
| Nikkei 225(CME) e-Mini Yen |
|
Dec16 |
161208 |
18860 |
18900 |
18860 |
18860 |
+230 |
0 |
307 |
+0 |
|
Mar17 |
161212 |
19070 |
19070 |
18940 |
19070 |
-110 |
1 |
1 |
+1 |
|
Jun17 |
161212 |
18940 |
18940 |
18940 |
18940 |
-110 |
|
|
|
| Total Volume and Open Interest |
1 |
1 |
-306 |
| CAC 40(EURONEXT) |
|
Dec16 |
161212 |
4788.0 |
4789.5 |
4746.0 |
4761.0 |
-2.5 |
149,792 |
294,015 |
-2,540 |
|
Jan17 |
161212 |
4782.0 |
4782.0 |
4738.0 |
4752.5 |
-2.5 |
10,223 |
17,066 |
+8,249 |
|
Feb17 |
161212 |
4750.0 |
4750.0 |
4749.0 |
4749.0 |
-2.5 |
11 |
74 |
-5 |
|
Mar17 |
161212 |
4757.5 |
4760.5 |
4743.0 |
4748.0 |
-2.5 |
274 |
561 |
+135 |
| Total Volume and Open Interest |
160,300 |
311,762 |
+5,839 |
| Hang Seng Index(HKFE) |
|
Dec16 |
161212 |
22733 |
22882 |
22355 |
22388 |
-356 |
88,776 |
134,003 |
+2,644 |
|
Jan17 |
161212 |
22761 |
22878 |
22380 |
22415 |
-353 |
977 |
3,386 |
+523 |
| Total Volume and Open Interest |
90,608 |
141,723 |
+3,442 |
| DAX(EUREX) |
|
Dec16 |
161212 |
11248.5 |
11248.5 |
11141.0 |
11181.5 |
-22.5 |
124,092 |
159,569 |
+32,062 |
|
Mar17 |
161212 |
11244.5 |
11246.5 |
11139.0 |
11179.5 |
-22.5 |
3,451 |
16,151 |
+6,199 |
|
Jun17 |
161212 |
11224.5 |
11227.0 |
11182.5 |
11204.0 |
-22.0 |
22 |
212 |
+13 |
| Total Volume and Open Interest |
127,565 |
175,932 |
-11,206 |
| Mini-DAX(EUREX) |
|
Dec16 |
161212 |
11244.0 |
11245.0 |
11141.0 |
11182.0 |
-22.0 |
34,691 |
14,013 |
+2,403 |
|
Mar17 |
161212 |
11237.0 |
11238.0 |
11139.0 |
11180.0 |
-22.0 |
887 |
3,511 |
+609 |
|
Jun17 |
161212 |
11222.0 |
11229.0 |
11204.0 |
11204.0 |
-22.0 |
49 |
94 |
+21 |
| Total Volume and Open Interest |
35,627 |
17,618 |
-1,002 |
| FT-SE 100(EURONEXT) |
|
Dec16 |
161212 |
6986.00 |
6996.00 |
6868.00 |
6877.50 |
-75.50 |
167,999 |
672,649 |
-29,662 |
|
Mar17 |
161212 |
6922.00 |
6929.00 |
6805.50 |
6814.50 |
-75.50 |
54,503 |
92,752 |
+29,587 |
|
Jun17 |
161212 |
6742.00 |
6742.00 |
6742.00 |
6742.00 |
-75.50 |
2 |
34,759 |
+0 |
| Total Volume and Open Interest |
222,504 |
800,160 |
-75 |
| SPI 200(SFE) |
|
Dec16 |
161212 |
5559.0 |
5586.0 |
5553.0 |
5575.0 |
+16.0 |
36,208 |
274,577 |
+2,487 |
|
Mar17 |
161212 |
5508.0 |
5535.0 |
5502.0 |
5524.0 |
+16.0 |
3,686 |
6,118 |
+2,018 |
|
Jun17 |
161212 |
5510.0 |
5510.0 |
5510.0 |
5510.0 |
+16.0 |
0 |
1,397 |
+0 |
| Total Volume and Open Interest |
39,942 |
283,513 |
+4,553 |
| FTSE MIB(ISE) |
|
Dec16 |
161212 |
18395.00 |
18570.00 |
18325.00 |
18355.00 |
+47.00 |
64,700 |
39,427 |
-837 |
|
Mar17 |
161212 |
18320.00 |
18505.00 |
18270.00 |
18298.00 |
+47.00 |
513 |
3,185 |
+244 |
|
Jun17 |
161212 |
18150.00 |
18150.00 |
17918.00 |
17918.00 |
+17.00 |
|
|
|
| Total Volume and Open Interest |
65,213 |
42,612 |
-593 |
| KOSPI 200(KFE) |
|
Mar17 |
161212 |
257.25 |
257.55 |
256.90 |
257.30 |
-0.90 |
61,703 |
119,094 |
+21,697 |
|
Jun17 |
161212 |
257.95 |
258.30 |
257.70 |
258.30 |
-0.50 |
104 |
2,924 |
-60 |
|
Sep17 |
161212 |
259.15 |
259.15 |
259.15 |
259.15 |
-0.90 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
204,261 |
127,198 |
-45,009 |
| GSCI(CME) |
|
Dec16 |
161212 |
396.80 |
396.90 |
393.30 |
393.30 |
+4.95 |
2,726 |
9,102 |
-2,594 |
|
Jan17 |
161212 |
399.65 |
400.40 |
395.55 |
396.55 |
+4.95 |
2,745 |
5,693 |
+2,745 |
|
Feb17 |
161212 |
398.80 |
398.80 |
398.80 |
398.80 |
+4.95 |
|
|
|
| Total Volume and Open Interest |
5,471 |
14,795 |
+151 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
MRCI Online
