|
 |
| MRCI's End of Day Prices |
|
| Daily Futures Price Listing Mon December 19, 2016 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
|
Jan17 |
161219 |
1034.00 |
1039.00 |
1020.50 |
1021.50 |
-15.25 |
147,570 |
163,611 |
-9,087 |
|
Mar17 |
161219 |
1043.75 |
1049.00 |
1030.50 |
1032.00 |
-14.75 |
83,662 |
306,328 |
+3,337 |
|
May17 |
161219 |
1050.00 |
1056.00 |
1039.00 |
1040.50 |
-13.75 |
20,350 |
86,178 |
+1,566 |
|
Jul17 |
161219 |
1056.00 |
1060.50 |
1044.75 |
1046.50 |
-12.50 |
16,089 |
93,023 |
+1,160 |
|
Aug17 |
161219 |
1052.50 |
1055.75 |
1042.00 |
1043.50 |
-12.00 |
545 |
6,546 |
-39 |
|
Sep17 |
161219 |
1032.75 |
1038.25 |
1025.00 |
1026.50 |
-9.75 |
296 |
2,254 |
+10 |
|
Nov17 |
161219 |
1017.25 |
1021.00 |
1009.50 |
1012.00 |
-7.75 |
7,057 |
71,353 |
+546 |
|
Jan18 |
161219 |
1016.00 |
1022.00 |
1011.00 |
1012.75 |
-8.00 |
169 |
2,934 |
+46 |
|
Mar18 |
161219 |
1009.50 |
1009.50 |
1005.00 |
1006.00 |
-7.50 |
119 |
2,293 |
+28 |
|
May18 |
161219 |
1005.25 |
1006.25 |
1004.25 |
1004.50 |
-6.50 |
15 |
461 |
+7 |
|
Jul18 |
161219 |
1004.00 |
1005.25 |
1004.00 |
1005.25 |
-6.75 |
33 |
736 |
+11 |
|
Aug18 |
161219 |
998.00 |
998.00 |
998.00 |
998.00 |
-6.75 |
0 |
18 |
+0 |
|
Sep18 |
161219 |
986.00 |
986.00 |
986.00 |
986.00 |
-6.75 |
0 |
17 |
+0 |
|
Nov18 |
161219 |
982.00 |
982.75 |
974.00 |
974.75 |
-5.00 |
70 |
1,034 |
+41 |
| Total Volume and Open Interest |
275,975 |
736,814 |
-2,374 |
| Soybean Meal(CBOT) |
|
Jan17 |
161219 |
316.50 |
316.50 |
311.90 |
312.20 |
-4.90 |
65,560 |
60,357 |
-7,170 |
|
Mar17 |
161219 |
320.60 |
320.70 |
316.20 |
316.40 |
-5.00 |
41,628 |
157,056 |
+8,533 |
|
May17 |
161219 |
322.60 |
323.50 |
319.20 |
319.60 |
-4.50 |
8,150 |
50,225 |
+214 |
|
Jul17 |
161219 |
325.20 |
326.40 |
322.30 |
322.90 |
-4.10 |
6,249 |
47,205 |
+420 |
|
Aug17 |
161219 |
325.10 |
325.10 |
321.50 |
321.90 |
-4.00 |
491 |
7,176 |
+44 |
|
Sep17 |
161219 |
322.90 |
322.90 |
319.40 |
319.70 |
-3.70 |
215 |
5,693 |
+6 |
|
Oct17 |
161219 |
317.60 |
317.60 |
315.40 |
316.20 |
-2.70 |
178 |
5,297 |
-7 |
|
Dec17 |
161219 |
317.60 |
318.70 |
315.90 |
316.70 |
-2.10 |
1,109 |
22,057 |
+236 |
|
Jan18 |
161219 |
316.60 |
316.60 |
316.10 |
316.10 |
-2.20 |
23 |
918 |
-13 |
|
Mar18 |
161219 |
313.80 |
313.80 |
311.60 |
313.80 |
-2.10 |
42 |
1,012 |
+3 |
| Total Volume and Open Interest |
123,649 |
358,322 |
+2,268 |
| Soybean Oil(CBOT) |
|
Jan17 |
161219 |
36.75 |
37.15 |
36.39 |
36.56 |
-0.18 |
63,519 |
87,722 |
-9,432 |
|
Mar17 |
161219 |
37.05 |
37.44 |
36.68 |
36.85 |
-0.18 |
43,470 |
168,585 |
+7,410 |
|
May17 |
161219 |
37.21 |
37.60 |
36.88 |
37.04 |
-0.17 |
6,761 |
59,694 |
+422 |
|
Jul17 |
161219 |
37.40 |
37.78 |
37.06 |
37.24 |
-0.15 |
4,571 |
55,471 |
+970 |
|
Aug17 |
161219 |
37.25 |
37.46 |
36.91 |
37.10 |
-0.15 |
297 |
6,166 |
+16 |
|
Sep17 |
161219 |
37.03 |
37.40 |
36.71 |
36.86 |
-0.17 |
325 |
5,046 |
+72 |
|
Oct17 |
161219 |
36.71 |
36.80 |
36.35 |
36.49 |
-0.22 |
413 |
4,632 |
+0 |
|
Dec17 |
161219 |
36.66 |
36.96 |
36.31 |
36.45 |
-0.25 |
1,020 |
13,670 |
+128 |
|
Jan18 |
161219 |
36.43 |
36.74 |
36.43 |
36.43 |
-0.26 |
21 |
563 |
+2 |
|
Mar18 |
161219 |
36.44 |
36.77 |
36.44 |
36.44 |
-0.25 |
20 |
530 |
+4 |
| Total Volume and Open Interest |
120,428 |
402,620 |
-408 |
| Canola(WCE) |
|
Jan17 |
161219 |
518.0 |
520.1 |
515.6 |
517.5 |
-0.8 |
12,673 |
72,458 |
-5,018 |
|
Mar17 |
161219 |
525.8 |
528.0 |
523.8 |
525.7 |
-0.1 |
15,622 |
81,678 |
+6,935 |
|
May17 |
161219 |
530.0 |
532.8 |
528.3 |
530.5 |
+0.2 |
1,131 |
26,912 |
+319 |
|
Jul17 |
161219 |
532.0 |
535.0 |
530.2 |
532.7 |
+0.3 |
925 |
16,443 |
+21 |
|
Nov17 |
161219 |
503.0 |
506.8 |
500.5 |
505.6 |
+2.8 |
2,235 |
14,350 |
+726 |
| Total Volume and Open Interest |
32,702 |
213,537 |
+2,984 |
| Corn(CBOT) |
|
Mar17 |
161219 |
356.00 |
356.75 |
351.50 |
353.25 |
-3.00 |
136,198 |
704,862 |
-1,516 |
|
May17 |
161219 |
363.00 |
363.50 |
358.25 |
360.00 |
-3.00 |
23,079 |
165,781 |
+992 |
|
Jul17 |
161219 |
370.25 |
371.00 |
365.75 |
367.50 |
-3.00 |
20,057 |
163,047 |
+1,014 |
|
Sep17 |
161219 |
377.25 |
378.00 |
373.25 |
375.00 |
-2.75 |
7,164 |
56,465 |
-985 |
|
Dec17 |
161219 |
386.75 |
387.00 |
382.00 |
384.25 |
-2.25 |
10,079 |
109,249 |
-134 |
|
Mar18 |
161219 |
395.25 |
395.25 |
391.50 |
392.50 |
-2.75 |
432 |
9,990 |
+68 |
|
May18 |
161219 |
396.75 |
398.00 |
396.75 |
398.00 |
-2.50 |
37 |
1,737 |
+19 |
|
Jul18 |
161219 |
403.25 |
403.50 |
400.25 |
402.50 |
-2.00 |
17 |
1,907 |
+1 |
|
Sep18 |
161219 |
398.75 |
401.25 |
398.75 |
398.75 |
-2.00 |
1 |
859 |
+0 |
|
Dec18 |
161219 |
401.25 |
401.25 |
398.50 |
399.50 |
-2.25 |
72 |
7,322 |
+5 |
| Total Volume and Open Interest |
197,136 |
1,221,449 |
-536 |
| Wheat(CBOT) |
|
Mar17 |
161219 |
412.25 |
413.00 |
403.00 |
405.00 |
-4.25 |
61,058 |
264,952 |
-1,959 |
|
May17 |
161219 |
425.00 |
425.50 |
415.75 |
417.50 |
-4.25 |
12,594 |
67,542 |
+631 |
|
Jul17 |
161219 |
437.75 |
438.50 |
429.25 |
431.25 |
-3.50 |
7,907 |
66,397 |
+490 |
|
Sep17 |
161219 |
450.50 |
451.25 |
443.50 |
445.00 |
-3.25 |
1,783 |
12,800 |
+99 |
|
Dec17 |
161219 |
468.25 |
468.25 |
459.25 |
462.00 |
-2.50 |
1,617 |
24,490 |
+360 |
|
Mar18 |
161219 |
473.50 |
475.00 |
473.50 |
473.50 |
-2.00 |
126 |
3,910 |
+23 |
| Total Volume and Open Interest |
85,221 |
441,687 |
-341 |
| Wheat(KCBT) |
|
Mar17 |
161219 |
415.00 |
419.75 |
411.00 |
414.00 |
-0.75 |
22,023 |
134,128 |
-2,077 |
|
May17 |
161219 |
427.75 |
431.00 |
422.50 |
425.75 |
-0.75 |
3,805 |
34,847 |
+535 |
|
Jul17 |
161219 |
440.50 |
442.75 |
434.25 |
437.50 |
-1.00 |
4,745 |
64,255 |
-93 |
|
Sep17 |
161219 |
455.00 |
456.00 |
448.50 |
450.75 |
-2.50 |
1,107 |
7,821 |
+371 |
|
Dec17 |
161219 |
473.75 |
474.25 |
465.75 |
468.50 |
-3.00 |
318 |
9,000 |
+62 |
|
Mar18 |
161219 |
477.25 |
480.25 |
477.00 |
480.25 |
-2.75 |
10 |
3,161 |
+1 |
|
May18 |
161219 |
488.00 |
488.00 |
488.00 |
488.00 |
-2.75 |
1 |
939 |
-1 |
| Total Volume and Open Interest |
32,011 |
254,681 |
-1,203 |
| Wheat(MGE) |
|
Mar17 |
161219 |
543.75 |
544.25 |
540.50 |
541.75 |
-2.50 |
5,556 |
34,004 |
-571 |
|
May17 |
161219 |
540.00 |
542.25 |
537.75 |
538.75 |
-2.00 |
2,207 |
13,342 |
+430 |
|
Jul17 |
161219 |
544.00 |
545.00 |
540.00 |
541.25 |
-2.25 |
1,598 |
5,996 |
-32 |
|
Sep17 |
161219 |
549.00 |
549.25 |
546.00 |
546.50 |
-1.75 |
520 |
3,950 |
+47 |
|
Dec17 |
161219 |
555.75 |
557.00 |
553.00 |
554.50 |
-1.25 |
422 |
2,889 |
+22 |
|
Mar18 |
161219 |
570.00 |
570.00 |
562.50 |
562.50 |
+1.50 |
40 |
134 |
-7 |
| Total Volume and Open Interest |
10,343 |
60,438 |
-111 |
| Oats(CBOT) |
|
Mar17 |
161219 |
226.00 |
227.50 |
224.00 |
225.50 |
+1.50 |
267 |
5,876 |
-35 |
|
May17 |
161219 |
228.25 |
229.00 |
226.75 |
227.00 |
+1.25 |
69 |
987 |
+13 |
|
Jul17 |
161219 |
229.00 |
232.00 |
229.00 |
229.00 |
+0.75 |
4 |
147 |
+1 |
|
Sep17 |
161219 |
234.25 |
238.00 |
234.25 |
234.25 |
+0.75 |
4 |
3 |
+2 |
| Total Volume and Open Interest |
345 |
7,114 |
-18 |
| Rough Rice(CBOT) |
|
Jan17 |
161219 |
9.52 |
9.61 |
9.45 |
9.48 |
-0.00 |
1,460 |
6,630 |
-669 |
|
Mar17 |
161219 |
9.73 |
9.86 |
9.71 |
9.72 |
-0.02 |
1,204 |
5,866 |
+710 |
|
May17 |
161219 |
10.07 |
10.14 |
9.97 |
9.98 |
-0.03 |
95 |
171 |
+70 |
|
Jul17 |
161219 |
10.16 |
10.16 |
10.06 |
10.16 |
-0.03 |
1 |
11 |
+0 |
| Total Volume and Open Interest |
2,760 |
12,686 |
+111 |
| Live Cattle(CME) |
|
Dec16 |
161219 |
111.580 |
112.200 |
111.480 |
111.950 |
-0.380 |
1,313 |
6,584 |
-451 |
|
Feb17 |
161219 |
115.250 |
116.000 |
114.600 |
115.930 |
+0.580 |
21,643 |
122,347 |
+464 |
|
Apr17 |
161219 |
113.430 |
114.180 |
113.035 |
114.135 |
+0.535 |
10,746 |
69,908 |
+1,124 |
|
Jun17 |
161219 |
103.950 |
104.700 |
103.750 |
104.680 |
+0.430 |
6,374 |
58,786 |
+1,068 |
|
Aug17 |
161219 |
99.385 |
100.000 |
99.350 |
99.980 |
+0.230 |
2,414 |
20,362 |
+252 |
|
Oct17 |
161219 |
99.080 |
99.750 |
99.080 |
99.650 |
+0.015 |
815 |
10,884 |
+127 |
| Total Volume and Open Interest |
43,718 |
293,732 |
+2,658 |
| Feeder Cattle(CME) |
|
Jan17 |
161219 |
129.900 |
130.935 |
129.250 |
130.880 |
+0.980 |
3,422 |
14,326 |
-445 |
|
Mar17 |
161219 |
126.200 |
127.230 |
125.600 |
126.930 |
+0.630 |
2,651 |
17,354 |
+516 |
|
Apr17 |
161219 |
125.680 |
126.350 |
124.885 |
126.150 |
+0.550 |
555 |
4,455 |
+60 |
|
May17 |
161219 |
124.200 |
124.830 |
123.400 |
124.730 |
+0.580 |
345 |
5,481 |
+24 |
|
Aug17 |
161219 |
124.230 |
124.800 |
123.750 |
124.700 |
+0.220 |
171 |
2,428 |
+4 |
|
Sep17 |
161219 |
122.500 |
122.635 |
122.080 |
122.535 |
+0.135 |
4 |
263 |
+1 |
|
Oct17 |
161219 |
120.730 |
121.535 |
120.230 |
120.730 |
+0.030 |
4 |
72 |
+3 |
| Total Volume and Open Interest |
7,152 |
44,395 |
+163 |
| Lean Hogs(CME) |
|
Feb17 |
161219 |
64.725 |
66.580 |
63.930 |
66.100 |
+1.400 |
17,086 |
90,726 |
-1,955 |
|
Apr17 |
161219 |
68.100 |
68.900 |
67.725 |
68.680 |
+0.380 |
6,698 |
44,364 |
+1,410 |
|
May17 |
161219 |
73.430 |
73.850 |
73.300 |
73.750 |
-0.150 |
63 |
1,244 |
+27 |
|
Jun17 |
161219 |
78.000 |
78.000 |
77.050 |
77.350 |
-0.600 |
4,924 |
24,880 |
+760 |
|
Jul17 |
161219 |
77.635 |
77.635 |
77.035 |
77.250 |
-0.385 |
1,068 |
10,057 |
+131 |
|
Aug17 |
161219 |
77.785 |
77.830 |
77.430 |
77.785 |
-0.165 |
1,011 |
14,856 |
+265 |
|
Oct17 |
161219 |
66.385 |
66.750 |
66.200 |
66.680 |
unch |
607 |
4,257 |
+432 |
|
Dec17 |
161219 |
60.700 |
61.150 |
60.700 |
61.150 |
+0.050 |
258 |
1,461 |
+132 |
| Total Volume and Open Interest |
31,717 |
192,084 |
+1,202 |
| Class III Milk(CME) |
|
Dec16 |
161219 |
17.32 |
17.34 |
17.32 |
17.34 |
+0.02 |
113 |
6,216 |
-17 |
|
Jan17 |
161219 |
17.08 |
17.25 |
16.98 |
17.19 |
+0.24 |
405 |
5,046 |
+42 |
|
Feb17 |
161219 |
17.20 |
17.40 |
17.20 |
17.33 |
+0.19 |
278 |
4,099 |
+68 |
|
Mar17 |
161219 |
17.39 |
17.60 |
17.39 |
17.49 |
+0.14 |
265 |
3,732 |
+98 |
|
Apr17 |
161219 |
17.62 |
17.68 |
17.49 |
17.63 |
+0.15 |
134 |
2,745 |
+29 |
|
May17 |
161219 |
17.64 |
17.69 |
17.57 |
17.65 |
+0.15 |
108 |
2,649 |
+11 |
|
Jun17 |
161219 |
17.65 |
17.67 |
17.57 |
17.63 |
+0.08 |
78 |
2,318 |
+30 |
|
Jul17 |
161219 |
17.73 |
17.75 |
17.70 |
17.75 |
+0.13 |
54 |
1,312 |
+36 |
|
Aug17 |
161219 |
17.75 |
17.80 |
17.75 |
17.80 |
+0.14 |
67 |
1,366 |
+48 |
|
Sep17 |
161219 |
17.80 |
17.86 |
17.80 |
17.86 |
+0.11 |
49 |
1,286 |
+31 |
|
Oct17 |
161219 |
17.69 |
17.72 |
17.69 |
17.72 |
+0.09 |
51 |
1,069 |
+21 |
|
Nov17 |
161219 |
17.47 |
17.54 |
17.47 |
17.53 |
+0.09 |
36 |
1,061 |
+24 |
|
Dec17 |
161219 |
17.20 |
17.20 |
17.17 |
17.20 |
+0.06 |
23 |
963 |
+8 |
| Total Volume and Open Interest |
1,668 |
34,667 |
+431 |
| Cocoa(ICE) |
|
Mar17 |
161219 |
2271 |
2308 |
2246 |
2303 |
+65 |
17,456 |
131,058 |
+93 |
|
May17 |
161219 |
2269 |
2303 |
2246 |
2299 |
+61 |
6,362 |
51,903 |
-252 |
|
Jul17 |
161219 |
2279 |
2303 |
2247 |
2296 |
+53 |
2,657 |
31,990 |
+397 |
|
Sep17 |
161219 |
2283 |
2302 |
2252 |
2300 |
+52 |
875 |
14,502 |
+296 |
|
Dec17 |
161219 |
2286 |
2309 |
2267 |
2309 |
+48 |
271 |
7,915 |
+189 |
|
Mar18 |
161219 |
2303 |
2322 |
2285 |
2322 |
+43 |
140 |
9,735 |
-13 |
|
May18 |
161219 |
2311 |
2341 |
2311 |
2341 |
+44 |
68 |
3,208 |
+17 |
| Total Volume and Open Interest |
28,011 |
252,724 |
+793 |
| Coffee "C"(ICE) |
|
Dec16 |
161219 |
141.15 |
141.20 |
138.85 |
141.20 |
+3.00 |
2 |
99 |
-2 |
|
Mar17 |
161219 |
142.00 |
144.95 |
141.80 |
144.25 |
+1.80 |
18,867 |
97,682 |
+504 |
|
May17 |
161219 |
144.60 |
147.25 |
144.25 |
146.55 |
+1.75 |
4,763 |
40,407 |
-535 |
|
Jul17 |
161219 |
146.65 |
149.45 |
146.55 |
148.80 |
+1.80 |
3,430 |
20,216 |
+962 |
|
Sep17 |
161219 |
148.50 |
151.10 |
148.50 |
150.65 |
+1.85 |
1,216 |
11,737 |
+615 |
|
Dec17 |
161219 |
151.55 |
153.95 |
151.55 |
153.55 |
+1.90 |
299 |
10,717 |
-50 |
| Total Volume and Open Interest |
28,658 |
186,543 |
+1,501 |
| Orange Juice(ICE) |
|
Jan17 |
161219 |
195.60 |
204.60 |
195.10 |
199.90 |
+4.85 |
3,380 |
8,873 |
-1,180 |
|
Mar17 |
161219 |
192.80 |
200.45 |
192.30 |
196.30 |
+3.95 |
1,758 |
5,306 |
+899 |
|
May17 |
161219 |
192.70 |
198.70 |
192.70 |
195.10 |
+3.55 |
131 |
608 |
+24 |
|
Jul17 |
161219 |
195.05 |
198.15 |
193.75 |
194.00 |
+3.45 |
68 |
241 |
+32 |
|
Sep17 |
161219 |
192.30 |
192.30 |
192.30 |
192.30 |
+3.45 |
0 |
32 |
+0 |
|
Nov17 |
161219 |
190.15 |
190.15 |
190.15 |
190.15 |
+3.45 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
5,337 |
15,064 |
-225 |
| Sugar #11(ICE) |
|
Mar17 |
161219 |
18.21 |
18.55 |
18.13 |
18.23 |
+0.01 |
54,146 |
370,554 |
-13,245 |
|
May17 |
161219 |
18.04 |
18.33 |
17.95 |
18.05 |
+0.01 |
25,864 |
163,113 |
+597 |
|
Jul17 |
161219 |
17.82 |
18.04 |
17.71 |
17.83 |
+0.01 |
15,324 |
110,747 |
+602 |
|
Oct17 |
161219 |
17.80 |
18.00 |
17.70 |
17.82 |
-0.01 |
8,155 |
76,408 |
+1,930 |
|
Mar18 |
161219 |
18.00 |
18.10 |
17.87 |
17.95 |
-0.03 |
3,780 |
42,651 |
+1,582 |
|
May18 |
161219 |
17.66 |
17.68 |
17.51 |
17.58 |
-0.01 |
1,633 |
16,336 |
+1,139 |
|
Jul18 |
161219 |
17.25 |
17.25 |
17.14 |
17.22 |
+0.02 |
722 |
11,667 |
-76 |
|
Oct18 |
161219 |
17.17 |
17.19 |
17.11 |
17.16 |
+0.03 |
728 |
10,948 |
+151 |
| Total Volume and Open Interest |
110,961 |
809,528 |
-6,966 |
| London Cocoa(LCE) |
|
Mar17 |
161219 |
1823 |
1867 |
1820 |
1863 |
+45 |
10,082 |
115,789 |
+476 |
|
May17 |
161219 |
1824 |
1868 |
1824 |
1863 |
+39 |
2,748 |
66,207 |
+341 |
|
Jul17 |
161219 |
1841 |
1884 |
1841 |
1880 |
+37 |
2,667 |
29,811 |
-463 |
|
Sep17 |
161219 |
1852 |
1895 |
1852 |
1890 |
+33 |
3,726 |
32,498 |
+1,021 |
|
Dec17 |
161219 |
1863 |
1897 |
1858 |
1892 |
+27 |
838 |
22,875 |
+211 |
|
Mar18 |
161219 |
1889 |
1911 |
1882 |
1904 |
+22 |
300 |
15,800 |
+107 |
|
May18 |
161219 |
1920 |
1920 |
1920 |
1920 |
+20 |
68 |
4,679 |
+51 |
| Total Volume and Open Interest |
20,429 |
289,375 |
+1,744 |
| London Sugar(LCE) |
|
Mar17 |
161219 |
495.70 |
496.90 |
489.40 |
490.10 |
-2.30 |
4,716 |
34,462 |
-157 |
|
May17 |
161219 |
492.80 |
494.60 |
488.00 |
488.50 |
-1.00 |
1,181 |
20,736 |
-1 |
|
Aug17 |
161219 |
488.10 |
488.10 |
482.70 |
483.40 |
-0.90 |
436 |
9,760 |
+104 |
|
Oct17 |
161219 |
477.80 |
478.00 |
473.70 |
474.10 |
-1.20 |
294 |
10,207 |
+129 |
|
Dec17 |
161219 |
473.10 |
473.10 |
468.80 |
468.80 |
-1.50 |
186 |
2,786 |
+61 |
| Total Volume and Open Interest |
6,936 |
81,608 |
+214 |
| Cotton(ICE) |
|
Mar17 |
161219 |
70.90 |
71.00 |
69.53 |
69.57 |
-1.47 |
10,400 |
178,070 |
+83 |
|
May17 |
161219 |
71.18 |
71.25 |
70.00 |
70.03 |
-1.29 |
2,447 |
41,015 |
+570 |
|
Jul17 |
161219 |
71.31 |
71.37 |
70.34 |
70.41 |
-1.01 |
1,020 |
14,925 |
+285 |
|
Oct17 |
161219 |
70.04 |
70.04 |
70.03 |
70.03 |
-0.34 |
0 |
34 |
+0 |
|
Dec17 |
161219 |
69.45 |
69.60 |
68.63 |
68.85 |
-0.65 |
589 |
18,727 |
+160 |
|
Mar18 |
161219 |
68.70 |
68.86 |
68.70 |
68.86 |
-0.66 |
0 |
372 |
+0 |
| Total Volume and Open Interest |
14,456 |
253,930 |
+1,098 |
| Lumber(CME) |
|
Jan17 |
161219 |
309.6 |
310.5 |
305.8 |
306.4 |
-2.9 |
308 |
1,747 |
-66 |
|
Mar17 |
161219 |
322.3 |
322.6 |
315.7 |
316.9 |
-4.7 |
162 |
1,776 |
+112 |
|
May17 |
161219 |
332.8 |
332.8 |
326.5 |
327.9 |
-3.4 |
20 |
223 |
+11 |
|
Jul17 |
161219 |
333.3 |
333.3 |
333.3 |
333.3 |
-3.4 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
490 |
3,829 |
+57 |
| Crude Oil(NYM) |
|
Jan17 |
161219 |
52.15 |
52.52 |
51.51 |
52.12 |
+0.22 |
551,759 |
109,432 |
-79,771 |
|
Feb17 |
161219 |
53.25 |
53.59 |
52.57 |
53.06 |
+0.11 |
395,078 |
428,783 |
+24,955 |
|
Mar17 |
161219 |
54.13 |
54.47 |
53.48 |
53.90 |
+0.03 |
146,325 |
337,956 |
+9,749 |
|
Apr17 |
161219 |
54.81 |
55.13 |
54.20 |
54.55 |
-0.01 |
64,571 |
128,692 |
+7,429 |
|
May17 |
161219 |
55.38 |
55.62 |
54.73 |
55.04 |
-0.03 |
34,997 |
119,291 |
+2,224 |
|
Jun17 |
161219 |
55.67 |
55.95 |
55.05 |
55.38 |
-0.02 |
72,351 |
209,642 |
-3,999 |
|
Jul17 |
161219 |
55.71 |
56.00 |
55.29 |
55.58 |
-0.01 |
23,568 |
54,110 |
+186 |
|
Aug17 |
161219 |
55.95 |
55.99 |
55.35 |
55.68 |
unch |
8,476 |
44,873 |
+598 |
|
Sep17 |
161219 |
55.84 |
56.26 |
55.38 |
55.72 |
+0.01 |
11,878 |
72,625 |
+2,061 |
|
Oct17 |
161219 |
55.93 |
55.93 |
55.38 |
55.74 |
+0.02 |
2,324 |
36,413 |
+204 |
|
Nov17 |
161219 |
56.10 |
56.11 |
55.37 |
55.75 |
+0.03 |
2,906 |
33,357 |
-229 |
|
Dec17 |
161219 |
56.00 |
56.26 |
55.33 |
55.75 |
+0.04 |
46,460 |
197,050 |
-2,130 |
|
Jan18 |
161219 |
55.50 |
55.68 |
55.50 |
55.68 |
+0.05 |
1,192 |
33,444 |
+105 |
|
Feb18 |
161219 |
55.60 |
55.60 |
55.60 |
55.60 |
+0.07 |
1,146 |
12,619 |
+497 |
|
Mar18 |
161219 |
55.51 |
55.51 |
55.51 |
55.51 |
+0.08 |
2,317 |
23,635 |
+181 |
|
Apr18 |
161219 |
55.41 |
55.41 |
55.41 |
55.41 |
+0.09 |
1,273 |
6,555 |
+188 |
| Total Volume and Open Interest |
1,390,140 |
2,072,337 |
-37,605 |
| e-miNY Crude Oil(NYM) |
|
Jan17 |
161219 |
52.050 |
52.525 |
51.500 |
52.125 |
+0.225 |
11,714 |
1,948 |
-526 |
|
Feb17 |
161219 |
53.175 |
53.600 |
52.575 |
53.050 |
+0.100 |
1,811 |
1,766 |
+351 |
|
Mar17 |
161219 |
54.100 |
54.475 |
53.525 |
53.900 |
+0.025 |
112 |
507 |
+13 |
|
Apr17 |
161219 |
54.750 |
55.100 |
54.350 |
54.550 |
unch |
40 |
414 |
+17 |
|
May17 |
161219 |
55.050 |
55.050 |
55.050 |
55.050 |
-0.025 |
40 |
67 |
+8 |
|
Jun17 |
161219 |
55.900 |
55.900 |
55.275 |
55.375 |
-0.025 |
57 |
127 |
+41 |
|
Jul17 |
161219 |
55.575 |
55.575 |
55.575 |
55.575 |
-0.025 |
44 |
147 |
-20 |
|
Aug17 |
161219 |
55.575 |
55.675 |
55.575 |
55.675 |
unch |
10 |
161 |
+10 |
|
Sep17 |
161219 |
55.675 |
55.725 |
55.675 |
55.725 |
+0.025 |
0 |
48 |
+0 |
|
Oct17 |
161219 |
55.850 |
56.175 |
55.675 |
55.750 |
+0.025 |
2 |
25 |
-2 |
| Total Volume and Open Interest |
13,840 |
5,427 |
-107 |
| NY Harbor ULSD(NYM) |
|
Jan17 |
161219 |
167.63 |
168.72 |
165.98 |
166.90 |
-0.33 |
47,810 |
66,544 |
-6,414 |
|
Feb17 |
161219 |
169.36 |
170.46 |
167.71 |
168.67 |
-0.36 |
33,677 |
95,748 |
+2,209 |
|
Mar17 |
161219 |
170.32 |
171.48 |
168.90 |
169.69 |
-0.38 |
25,133 |
81,857 |
+3,618 |
|
Apr17 |
161219 |
171.11 |
171.11 |
169.32 |
169.89 |
-0.32 |
14,141 |
40,553 |
-1,161 |
|
May17 |
161219 |
171.22 |
171.22 |
169.81 |
170.47 |
-0.18 |
6,772 |
26,289 |
-19 |
|
Jun17 |
161219 |
171.44 |
171.61 |
170.35 |
171.09 |
-0.06 |
9,874 |
45,930 |
+391 |
|
Jul17 |
161219 |
171.26 |
172.31 |
171.26 |
172.02 |
-0.01 |
4,029 |
9,597 |
+1,548 |
|
Aug17 |
161219 |
172.12 |
172.84 |
172.12 |
172.84 |
+0.01 |
1,336 |
4,589 |
+56 |
|
Sep17 |
161219 |
173.54 |
173.85 |
173.12 |
173.66 |
-0.02 |
1,357 |
8,431 |
+506 |
|
Oct17 |
161219 |
174.70 |
174.70 |
174.22 |
174.40 |
-0.02 |
609 |
5,362 |
+133 |
|
Nov17 |
161219 |
174.29 |
175.00 |
174.29 |
174.99 |
-0.02 |
374 |
3,880 |
-19 |
|
Dec17 |
161219 |
175.52 |
175.62 |
174.59 |
175.48 |
-0.02 |
2,092 |
35,407 |
+176 |
|
Jan18 |
161219 |
175.90 |
176.18 |
175.37 |
176.18 |
-0.02 |
133 |
2,976 |
-6 |
|
Feb18 |
161219 |
176.38 |
176.38 |
176.38 |
176.38 |
-0.03 |
99 |
1,834 |
+49 |
| Total Volume and Open Interest |
147,910 |
444,260 |
+1,242 |
| RBOB Gasoline(NYM) |
|
Jan17 |
161219 |
156.01 |
156.96 |
155.17 |
156.39 |
+0.68 |
51,126 |
68,267 |
-6,463 |
|
Feb17 |
161219 |
158.02 |
158.89 |
157.14 |
158.30 |
+0.63 |
44,466 |
91,168 |
+4,158 |
|
Mar17 |
161219 |
160.38 |
161.29 |
159.47 |
160.55 |
+0.52 |
22,712 |
62,478 |
+1,621 |
|
Apr17 |
161219 |
180.25 |
180.87 |
179.12 |
180.12 |
+0.45 |
13,646 |
39,740 |
-24 |
|
May17 |
161219 |
181.03 |
181.60 |
180.34 |
181.27 |
+0.40 |
11,471 |
26,015 |
+1,257 |
|
Jun17 |
161219 |
181.87 |
181.87 |
180.17 |
181.08 |
+0.40 |
9,778 |
33,983 |
+1,158 |
|
Jul17 |
161219 |
179.58 |
179.88 |
179.01 |
179.80 |
+0.39 |
4,813 |
10,539 |
+566 |
|
Aug17 |
161219 |
177.41 |
177.78 |
177.12 |
177.78 |
+0.35 |
1,584 |
4,918 |
+25 |
|
Sep17 |
161219 |
174.79 |
175.21 |
174.36 |
175.12 |
+0.31 |
3,085 |
13,113 |
-180 |
|
Oct17 |
161219 |
161.86 |
161.86 |
161.86 |
161.86 |
+0.32 |
1,976 |
4,961 |
-178 |
| Total Volume and Open Interest |
169,793 |
387,169 |
+1,266 |
| e-miNY RBOB Gasoline(NYM) |
|
Jan17 |
161219 |
156.40 |
156.40 |
156.39 |
156.40 |
+0.69 |
0 |
1 |
+0 |
|
Feb17 |
161219 |
158.30 |
158.30 |
158.30 |
158.30 |
+0.63 |
|
|
|
|
Mar17 |
161219 |
160.60 |
160.60 |
160.55 |
160.60 |
+0.57 |
|
|
|
|
Apr17 |
161219 |
180.10 |
180.12 |
180.10 |
180.10 |
+0.43 |
|
|
|
| Total Volume and Open Interest |
0 |
1 |
+0 |
| Natural Gas(NYM) |
|
Jan17 |
161219 |
3.353 |
3.450 |
3.330 |
3.392 |
-0.023 |
190,798 |
102,753 |
-14,151 |
|
Feb17 |
161219 |
3.392 |
3.482 |
3.370 |
3.431 |
-0.018 |
99,800 |
150,763 |
-1,728 |
|
Mar17 |
161219 |
3.387 |
3.471 |
3.360 |
3.423 |
-0.013 |
83,966 |
254,022 |
+5,341 |
|
Apr17 |
161219 |
3.314 |
3.399 |
3.297 |
3.361 |
+0.006 |
58,870 |
115,344 |
+2,732 |
|
May17 |
161219 |
3.320 |
3.394 |
3.291 |
3.357 |
+0.012 |
32,629 |
101,891 |
-1,207 |
|
Jun17 |
161219 |
3.361 |
3.423 |
3.327 |
3.388 |
+0.014 |
10,866 |
39,663 |
-263 |
|
Jul17 |
161219 |
3.394 |
3.453 |
3.365 |
3.421 |
+0.016 |
11,756 |
49,878 |
+335 |
|
Aug17 |
161219 |
3.385 |
3.442 |
3.352 |
3.417 |
+0.022 |
8,788 |
33,289 |
-102 |
|
Sep17 |
161219 |
3.349 |
3.420 |
3.332 |
3.398 |
+0.026 |
7,148 |
34,527 |
-825 |
|
Oct17 |
161219 |
3.363 |
3.437 |
3.343 |
3.413 |
+0.025 |
18,780 |
86,677 |
-837 |
|
Nov17 |
161219 |
3.415 |
3.473 |
3.391 |
3.454 |
+0.029 |
5,652 |
31,746 |
-397 |
|
Dec17 |
161219 |
3.501 |
3.584 |
3.501 |
3.569 |
+0.033 |
3,679 |
34,323 |
+146 |
|
Jan18 |
161219 |
3.587 |
3.664 |
3.580 |
3.653 |
+0.033 |
4,707 |
37,013 |
+374 |
|
Feb18 |
161219 |
3.538 |
3.608 |
3.530 |
3.597 |
+0.033 |
1,428 |
12,949 |
+286 |
|
Mar18 |
161219 |
3.442 |
3.501 |
3.425 |
3.490 |
+0.033 |
3,265 |
33,246 |
+337 |
|
Apr18 |
161219 |
2.900 |
2.960 |
2.900 |
2.942 |
+0.021 |
2,720 |
38,289 |
+602 |
| Total Volume and Open Interest |
547,146 |
1,248,209 |
-8,313 |
| Brent Crude Oil(ICE) |
|
Feb17 |
161219 |
55.40 |
55.80 |
54.69 |
54.92 |
-0.29 |
266,152 |
318,373 |
-24,481 |
|
Mar17 |
161219 |
56.00 |
56.41 |
55.33 |
55.54 |
-0.28 |
169,354 |
506,545 |
-4,457 |
|
Apr17 |
161219 |
56.65 |
56.88 |
55.88 |
56.10 |
-0.24 |
70,461 |
170,412 |
+706 |
|
May17 |
161219 |
57.02 |
57.29 |
56.32 |
56.55 |
-0.21 |
43,977 |
130,985 |
+1,908 |
|
Jun17 |
161219 |
57.37 |
57.60 |
56.65 |
56.90 |
-0.17 |
74,506 |
246,209 |
+5,770 |
|
Jul17 |
161219 |
57.38 |
57.75 |
56.82 |
57.11 |
-0.14 |
18,611 |
72,370 |
-355 |
|
Aug17 |
161219 |
57.44 |
57.69 |
56.90 |
57.19 |
-0.12 |
7,068 |
51,307 |
-114 |
|
Sep17 |
161219 |
57.44 |
57.67 |
56.86 |
57.19 |
-0.12 |
11,142 |
64,960 |
-184 |
|
Oct17 |
161219 |
57.41 |
57.71 |
56.83 |
57.17 |
-0.12 |
4,066 |
34,090 |
-90 |
|
Nov17 |
161219 |
57.26 |
57.44 |
57.13 |
57.13 |
-0.13 |
2,356 |
26,285 |
+217 |
|
Dec17 |
161219 |
57.51 |
57.68 |
56.75 |
57.09 |
-0.12 |
48,234 |
219,841 |
-3,975 |
|
Jan18 |
161219 |
57.07 |
57.07 |
57.07 |
57.07 |
-0.13 |
2,019 |
29,254 |
+857 |
|
Feb18 |
161219 |
57.03 |
57.03 |
57.03 |
57.03 |
-0.14 |
1,235 |
18,886 |
+466 |
|
Mar18 |
161219 |
56.99 |
56.99 |
56.99 |
56.99 |
-0.14 |
2,065 |
22,929 |
+12 |
| Total Volume and Open Interest |
755,325 |
2,248,853 |
-18,572 |
| Gas Oil(ICE) |
|
Jan17 |
161219 |
487.00 |
493.50 |
484.50 |
487.00 |
-3.25 |
71,674 |
135,632 |
-8,835 |
|
Feb17 |
161219 |
495.25 |
497.25 |
488.50 |
490.75 |
-3.25 |
62,177 |
124,543 |
+7,252 |
|
Mar17 |
161219 |
498.25 |
500.00 |
491.75 |
494.00 |
-3.00 |
27,217 |
79,552 |
-4,450 |
|
Apr17 |
161219 |
499.25 |
502.50 |
494.25 |
496.25 |
-3.00 |
12,772 |
47,451 |
-263 |
|
May17 |
161219 |
501.25 |
504.50 |
496.50 |
498.25 |
-3.00 |
9,696 |
37,600 |
-189 |
|
Jun17 |
161219 |
504.75 |
506.00 |
498.25 |
500.00 |
-3.00 |
20,902 |
75,780 |
-171 |
|
Jul17 |
161219 |
508.00 |
508.00 |
500.75 |
502.25 |
-3.00 |
3,236 |
23,789 |
+350 |
|
Aug17 |
161219 |
509.25 |
509.50 |
502.50 |
504.25 |
-3.00 |
2,680 |
16,992 |
+261 |
|
Sep17 |
161219 |
509.50 |
510.75 |
504.25 |
506.25 |
-3.00 |
3,530 |
29,938 |
+142 |
|
Oct17 |
161219 |
512.75 |
512.75 |
506.75 |
508.00 |
-3.25 |
2,245 |
22,935 |
+420 |
| Total Volume and Open Interest |
231,227 |
783,516 |
-6,018 |
| Ethanol(CBOT) |
|
Jan17 |
161219 |
1.566 |
1.605 |
1.566 |
1.593 |
+0.019 |
406 |
2,445 |
-194 |
|
Feb17 |
161219 |
1.538 |
1.557 |
1.531 |
1.550 |
+0.019 |
272 |
1,788 |
+174 |
|
Mar17 |
161219 |
1.550 |
1.556 |
1.544 |
1.556 |
+0.016 |
65 |
496 |
+18 |
|
Apr17 |
161219 |
1.549 |
1.561 |
1.549 |
1.561 |
+0.012 |
40 |
660 |
+14 |
|
May17 |
161219 |
1.563 |
1.563 |
1.527 |
1.563 |
+0.012 |
2 |
8 |
+2 |
|
Jun17 |
161219 |
1.551 |
1.609 |
1.551 |
1.551 |
+0.011 |
0 |
2 |
+0 |
|
Jul17 |
161219 |
1.548 |
1.548 |
1.548 |
1.548 |
+0.011 |
|
|
|
|
Aug17 |
161219 |
1.554 |
1.554 |
1.554 |
1.554 |
+0.011 |
|
|
|
| Total Volume and Open Interest |
785 |
5,415 |
+14 |
| WTI Crude Oil(ICE) |
|
Jan17 |
161219 |
52.06 |
52.55 |
51.53 |
52.12 |
+0.22 |
64,944 |
31,424 |
-9,183 |
|
Feb17 |
161219 |
53.14 |
53.60 |
52.59 |
53.06 |
+0.11 |
92,175 |
81,956 |
-3,382 |
|
Mar17 |
161219 |
54.24 |
54.49 |
53.50 |
53.90 |
+0.03 |
63,343 |
87,700 |
+6,297 |
|
Apr17 |
161219 |
54.83 |
55.16 |
54.23 |
54.55 |
-0.01 |
20,797 |
22,950 |
+1,777 |
|
May17 |
161219 |
55.63 |
55.63 |
54.74 |
55.04 |
-0.03 |
8,990 |
19,277 |
+78 |
|
Jun17 |
161219 |
55.95 |
55.95 |
55.06 |
55.38 |
-0.02 |
14,390 |
66,061 |
-1,278 |
|
Jul17 |
161219 |
55.50 |
55.66 |
55.31 |
55.58 |
-0.01 |
2,603 |
7,861 |
+162 |
|
Aug17 |
161219 |
55.50 |
55.72 |
55.50 |
55.68 |
unch |
1,262 |
10,383 |
+13 |
|
Sep17 |
161219 |
55.62 |
55.76 |
55.43 |
55.72 |
+0.01 |
1,900 |
18,574 |
+61 |
|
Oct17 |
161219 |
55.74 |
55.74 |
55.74 |
55.74 |
+0.02 |
324 |
5,079 |
-186 |
|
Nov17 |
161219 |
55.75 |
55.75 |
55.75 |
55.75 |
+0.03 |
239 |
2,660 |
-66 |
|
Dec17 |
161219 |
56.21 |
56.21 |
55.39 |
55.75 |
+0.04 |
9,377 |
82,025 |
-159 |
|
Jan18 |
161219 |
55.68 |
55.68 |
55.68 |
55.68 |
+0.05 |
53 |
2,191 |
+8 |
|
Feb18 |
161219 |
55.60 |
55.60 |
55.60 |
55.60 |
+0.07 |
85 |
1,180 |
-9 |
|
Mar18 |
161219 |
55.51 |
55.51 |
55.51 |
55.51 |
+0.08 |
105 |
3,236 |
+16 |
|
Apr18 |
161219 |
55.41 |
55.41 |
55.41 |
55.41 |
+0.09 |
42 |
963 |
+20 |
| Total Volume and Open Interest |
286,555 |
526,703 |
-5,208 |
| US Dollar Index(ICE) |
|
Dec16 |
161219 |
102.815 |
103.110 |
102.545 |
102.900 |
-0.055 |
57,742 |
12,039 |
-23,384 |
|
Mar17 |
161219 |
102.820 |
103.155 |
102.500 |
103.100 |
+0.175 |
83,048 |
75,283 |
+19,969 |
|
Jun17 |
161219 |
102.710 |
103.110 |
102.630 |
103.060 |
+0.195 |
511 |
1,019 |
+54 |
| Total Volume and Open Interest |
141,332 |
88,574 |
-3,380 |
| Australian Dollar(CME) |
|
Dec16 |
161219 |
72.83 |
73.12 |
72.50 |
72.56 |
-0.36 |
115,270 |
30,820 |
-14,163 |
|
Mar17 |
161219 |
72.66 |
72.98 |
72.28 |
72.38 |
-0.40 |
52,922 |
59,700 |
+16,402 |
|
Jun17 |
161219 |
72.70 |
72.75 |
72.14 |
72.23 |
-0.39 |
9 |
82 |
+1 |
| Total Volume and Open Interest |
168,206 |
90,636 |
+2,245 |
| British Pound(CME) |
|
Dec16 |
161219 |
124.84 |
125.01 |
123.60 |
123.68 |
-1.06 |
166,422 |
56,128 |
-41,500 |
|
Mar17 |
161219 |
125.17 |
125.30 |
123.83 |
124.28 |
-0.73 |
95,428 |
192,216 |
+39,669 |
|
Jun17 |
161219 |
125.07 |
125.47 |
124.12 |
124.56 |
-0.73 |
287 |
846 |
+136 |
| Total Volume and Open Interest |
262,137 |
249,401 |
-1,695 |
| Canadian Dollar(CME) |
|
Dec16 |
161219 |
75.00 |
75.09 |
74.51 |
74.54 |
-0.35 |
94,942 |
36,458 |
-18,757 |
|
Mar17 |
161219 |
75.07 |
75.18 |
74.59 |
74.63 |
-0.35 |
64,835 |
68,432 |
+14,025 |
|
Jun17 |
161219 |
75.13 |
75.26 |
74.70 |
74.72 |
-0.35 |
167 |
1,659 |
+74 |
|
Sep17 |
161219 |
74.96 |
75.28 |
74.81 |
74.81 |
-0.35 |
13 |
435 |
+12 |
| Total Volume and Open Interest |
159,966 |
107,403 |
-4,637 |
| Japanese Yen(CME) |
|
Dec16 |
161219 |
84.84 |
85.60 |
84.84 |
85.53 |
+0.80 |
198,690 |
148,097 |
-13,709 |
|
Mar17 |
161219 |
85.15 |
86.14 |
85.15 |
85.61 |
+0.55 |
114,742 |
195,228 |
+38,651 |
|
Jun17 |
161219 |
85.73 |
86.53 |
85.73 |
86.03 |
+0.56 |
23 |
223 |
+4 |
| Total Volume and Open Interest |
313,456 |
343,579 |
+24,947 |
| Swiss Franc(CME) |
|
Dec16 |
161219 |
97.38 |
97.64 |
97.26 |
97.57 |
+0.26 |
50,460 |
41,968 |
-2,134 |
|
Mar17 |
161219 |
97.95 |
98.38 |
97.79 |
97.91 |
+0.06 |
23,510 |
45,916 |
+12,375 |
|
Jun17 |
161219 |
98.50 |
98.98 |
98.48 |
98.53 |
+0.07 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
73,970 |
87,961 |
+10,241 |
| EuroFX(CME) |
|
Dec16 |
161219 |
104.48 |
104.79 |
104.11 |
104.41 |
+0.08 |
355,581 |
104,431 |
-60,861 |
|
Mar17 |
161219 |
104.93 |
105.26 |
104.39 |
104.49 |
-0.30 |
252,467 |
364,102 |
+70,076 |
|
Jun17 |
161219 |
105.55 |
105.75 |
104.92 |
105.01 |
-0.30 |
1,393 |
2,995 |
+605 |
| Total Volume and Open Interest |
609,477 |
471,860 |
+9,829 |
| Mexican Peso(CME) |
|
Dec16 |
161219 |
489.75 |
490.25 |
487.50 |
489.75 |
+1.38 |
82,811 |
40,232 |
-23,468 |
|
Jan17 |
161219 |
489.00 |
489.00 |
489.00 |
489.00 |
+1.88 |
|
|
|
| Total Volume and Open Interest |
143,345 |
148,420 |
+3,731 |
| Brazilian Real(CME) |
|
Jan17 |
161219 |
294.80 |
296.45 |
294.15 |
295.55 |
+0.50 |
1,286 |
19,376 |
+156 |
|
Feb17 |
161219 |
293.25 |
293.75 |
292.30 |
293.05 |
+0.65 |
24 |
22 |
+12 |
|
Mar17 |
161219 |
292.40 |
292.40 |
291.20 |
291.20 |
+0.75 |
34 |
6,293 |
-5 |
|
Apr17 |
161219 |
288.90 |
288.90 |
288.90 |
288.90 |
+1.95 |
|
|
|
| Total Volume and Open Interest |
1,344 |
25,691 |
+163 |
| 30-Year T-Bonds(CBOT) |
|
Dec16 |
161219 |
149~030 |
150~130 |
149~030 |
150~100 |
+1~090 |
2,340 |
752 |
-1,625 |
|
Mar17 |
161219 |
147~240 |
149~050 |
147~210 |
148~300 |
+1~090 |
365,979 |
598,946 |
+8,347 |
|
Jun17 |
161219 |
148~020 |
148~020 |
148~020 |
148~020 |
+1~090 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
368,319 |
599,701 |
+6,722 |
| 10-Year T-Notes(CBOT) |
|
Dec16 |
161219 |
123~210 |
124~050 |
123~210 |
124~010 |
+0~135 |
11,375 |
21,094 |
-6,230 |
|
Mar17 |
161219 |
122~265 |
123~135 |
122~260 |
123~085 |
+0~140 |
2,089,103 |
3,063,550 |
+91,786 |
|
Jun17 |
161219 |
122~245 |
122~245 |
122~000 |
122~245 |
+0~140 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,100,478 |
3,084,646 |
+85,556 |
| 5-Year T-Notes(CBOT) |
|
Dec16 |
161219 |
117~144 |
117~236 |
117~144 |
117~212 |
+0~070 |
9,772 |
30,489 |
-2,275 |
|
Mar17 |
161219 |
116~254 |
117~030 |
116~246 |
117~004 |
+0~072 |
1,253,033 |
2,916,452 |
+13,968 |
|
Jun17 |
161219 |
116~244 |
116~244 |
116~244 |
116~244 |
+0~072 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,262,805 |
2,946,942 |
+11,693 |
| 2 Year T-Notes(CBOT) |
|
Dec16 |
161219 |
108~150 |
108~166 |
108~150 |
108~162 |
+0~022 |
2,112 |
8,455 |
-1,888 |
|
Mar17 |
161219 |
108~034 |
108~060 |
108~032 |
108~054 |
+0~020 |
484,838 |
1,132,626 |
+3,646 |
|
Jun17 |
161219 |
108~054 |
108~054 |
108~054 |
108~054 |
+0~020 |
|
|
|
| Total Volume and Open Interest |
486,950 |
1,141,081 |
+1,758 |
| Eurodollars(CME) |
|
Dec16 |
161219 |
98.997 |
99.005 |
98.997 |
98.997 |
unch |
404,369 |
1,232,625 |
-68,575 |
|
Mar17 |
161219 |
98.925 |
98.940 |
98.920 |
98.930 |
+0.005 |
566,325 |
1,375,419 |
+586 |
|
Jun17 |
161219 |
98.730 |
98.755 |
98.730 |
98.750 |
+0.020 |
671,716 |
1,311,556 |
-84,076 |
|
Sep17 |
161219 |
98.555 |
98.595 |
98.555 |
98.590 |
+0.030 |
662,954 |
1,127,464 |
+59,606 |
|
Dec17 |
161219 |
98.390 |
98.430 |
98.385 |
98.425 |
+0.030 |
971,972 |
1,606,321 |
+8,100 |
|
Mar18 |
161219 |
98.255 |
98.295 |
98.250 |
98.290 |
+0.030 |
695,904 |
1,001,854 |
-29,018 |
|
Jun18 |
161219 |
98.115 |
98.170 |
98.115 |
98.155 |
+0.035 |
515,259 |
652,943 |
-66,921 |
|
Sep18 |
161219 |
97.985 |
98.050 |
97.985 |
98.035 |
+0.040 |
395,614 |
471,117 |
-29,502 |
|
Dec18 |
161219 |
97.845 |
97.915 |
97.845 |
97.900 |
+0.045 |
557,911 |
797,417 |
-24,115 |
|
Mar19 |
161219 |
97.755 |
97.825 |
97.750 |
97.805 |
+0.045 |
337,690 |
591,157 |
-13,568 |
|
Jun19 |
161219 |
97.650 |
97.735 |
97.650 |
97.710 |
+0.045 |
276,429 |
509,337 |
-5,038 |
|
Sep19 |
161219 |
97.565 |
97.650 |
97.565 |
97.630 |
+0.050 |
295,337 |
434,606 |
+5,790 |
|
Dec19 |
161219 |
97.470 |
97.560 |
97.470 |
97.535 |
+0.050 |
369,605 |
488,269 |
+16,344 |
|
Mar20 |
161219 |
97.415 |
97.505 |
97.415 |
97.480 |
+0.050 |
236,330 |
261,182 |
-4,670 |
|
Jun20 |
161219 |
97.360 |
97.450 |
97.360 |
97.425 |
+0.055 |
123,023 |
150,296 |
-1,570 |
|
Sep20 |
161219 |
97.305 |
97.400 |
97.305 |
97.375 |
+0.055 |
111,384 |
123,059 |
+4,102 |
|
Dec20 |
161219 |
97.245 |
97.335 |
97.245 |
97.315 |
+0.060 |
102,288 |
146,155 |
+5,323 |
|
Mar21 |
161219 |
97.210 |
97.290 |
97.205 |
97.270 |
+0.060 |
70,583 |
98,868 |
+512 |
| Total Volume and Open Interest |
7,570,533 |
12,761,223 |
-207,687 |
| Ultra T-Bond(CBOT) |
|
Dec16 |
161219 |
158~26 |
159~08 |
158~23 |
159~08 |
+1~20 |
1,565 |
5,803 |
-517 |
|
Mar17 |
161219 |
156~23 |
158~21 |
156~19 |
158~09 |
+1~20 |
145,635 |
674,052 |
+6,680 |
|
Jun17 |
161219 |
157~19 |
157~19 |
157~19 |
157~19 |
+1~20 |
|
|
|
| Total Volume and Open Interest |
147,200 |
679,855 |
+6,163 |
| Ultra 10-Yr T-Note(CBOT) |
|
Dec16 |
161219 |
133~015 |
133~045 |
133~015 |
133~045 |
+0~205 |
321 |
1,311 |
-165 |
|
Mar17 |
161219 |
132~005 |
132~265 |
132~005 |
132~200 |
+0~210 |
186,465 |
291,010 |
-2,643 |
|
Jun17 |
161219 |
132~200 |
132~200 |
132~200 |
132~200 |
+0~210 |
|
|
|
| Total Volume and Open Interest |
186,786 |
292,321 |
-2,808 |
| 30 Day Federal Funds(CBOT) |
|
Dec16 |
161219 |
99.463 |
99.465 |
99.463 |
99.465 |
unch |
12,806 |
78,417 |
-5,668 |
|
Jan17 |
161219 |
99.355 |
99.360 |
99.355 |
99.355 |
unch |
40,109 |
219,548 |
-12,772 |
|
Feb17 |
161219 |
99.345 |
99.350 |
99.345 |
99.345 |
unch |
19,306 |
88,587 |
+2,267 |
|
Mar17 |
161219 |
99.315 |
99.320 |
99.310 |
99.315 |
+0.005 |
23,337 |
80,896 |
+6,478 |
|
Apr17 |
161219 |
99.290 |
99.300 |
99.290 |
99.295 |
+0.010 |
62,591 |
194,132 |
+25,415 |
|
May17 |
161219 |
99.250 |
99.260 |
99.250 |
99.255 |
+0.010 |
22,705 |
68,954 |
+45 |
| Total Volume and Open Interest |
255,429 |
983,761 |
+28,815 |
| 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) |
|
Mar17 |
161215 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
|
Jun17 |
161215 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
|
Sep17 |
161215 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
|
Dec17 |
161215 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
|
Mar18 |
161215 |
99.96 |
99.96 |
99.96 |
99.96 |
unch |
|
|
|
|
Jun18 |
161215 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
|
|
|
|
Sep18 |
161215 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
|
Dec18 |
161215 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Japanese Govt Bonds(SGX) |
|
Mar17 |
161215 |
150.06 |
150.07 |
149.55 |
149.58 |
-0.45 |
1,453 |
14,394 |
+317 |
|
Jun17 |
161215 |
149.58 |
149.58 |
149.58 |
149.58 |
-0.45 |
|
|
|
|
Sep17 |
161215 |
149.58 |
149.58 |
149.58 |
149.58 |
-0.45 |
|
|
|
| Total Volume and Open Interest |
1,453 |
14,394 |
+317 |
| Euro-Buxl(EUREX) |
|
Mar17 |
161219 |
169.22 |
173.28 |
168.64 |
172.22 |
+3.00 |
50,598 |
183,125 |
-26,163 |
|
Jun17 |
161219 |
169.98 |
171.08 |
169.98 |
170.28 |
+3.00 |
16 |
10 |
+0 |
|
Sep17 |
161219 |
166.38 |
167.78 |
166.38 |
167.30 |
+0.88 |
|
|
|
| Total Volume and Open Interest |
50,614 |
201,457 |
-7,841 |
| Euro-Bund(EUREX) |
|
Mar17 |
161219 |
162.12 |
163.52 |
162.04 |
163.15 |
+0.96 |
765,364 |
1,546,635 |
-343,351 |
|
Jun17 |
161219 |
158.96 |
160.30 |
158.95 |
159.97 |
+0.94 |
6 |
148 |
-2 |
|
Sep17 |
161219 |
159.97 |
159.97 |
159.97 |
159.97 |
+0.94 |
|
|
|
| Total Volume and Open Interest |
765,370 |
1,780,943 |
-109,193 |
| Euro-Bobl(EUREX) |
|
Mar17 |
161219 |
133.09 |
133.49 |
133.08 |
133.39 |
+0.28 |
503,657 |
1,204,995 |
-189,142 |
|
Jun17 |
161219 |
131.13 |
131.17 |
131.13 |
131.17 |
+0.26 |
0 |
10 |
+0 |
|
Sep17 |
161219 |
131.17 |
131.17 |
131.17 |
131.17 |
+0.26 |
|
|
|
| Total Volume and Open Interest |
503,657 |
1,335,013 |
-59,134 |
| Euro-Schatz(EUREX) |
|
Mar17 |
161219 |
112.29 |
112.35 |
112.29 |
112.33 |
+0.03 |
254,339 |
1,220,139 |
-168,366 |
|
Jun17 |
161219 |
112.22 |
112.22 |
112.22 |
112.22 |
+0.03 |
0 |
16 |
+0 |
|
Sep17 |
161219 |
112.22 |
112.22 |
112.22 |
112.22 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
254,339 |
1,323,278 |
-65,243 |
| 3-Mth Euribor(EUREX) |
|
Dec16 |
161219 |
100.313 |
100.313 |
100.313 |
100.313 |
-0.003 |
0 |
2,979 |
+0 |
|
Mar17 |
161219 |
100.305 |
100.305 |
100.305 |
100.305 |
+0.005 |
20 |
3,828 |
+0 |
|
Jun17 |
161219 |
100.285 |
100.290 |
100.285 |
100.285 |
+0.005 |
3 |
33,534 |
+0 |
| Total Volume and Open Interest |
242 |
73,356 |
+6 |
| Long Gilt(LIFFE) |
|
Dec16 |
161219 |
123~27 |
124~12 |
123~25 |
124~08 |
+0~18 |
195 |
12,652 |
-108 |
|
Mar17 |
161219 |
123~02 |
123~24 |
123~01 |
123~19 |
+0~18 |
236,788 |
591,692 |
-7,624 |
| Total Volume and Open Interest |
236,983 |
604,344 |
-7,732 |
| 3-Mth Short Sterling(LIFFE) |
|
Dec16 |
161219 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
24,687 |
423,019 |
-1,344 |
|
Mar17 |
161219 |
99.59 |
99.60 |
99.59 |
99.60 |
+0.01 |
77,878 |
363,090 |
-671 |
|
Jun17 |
161219 |
99.55 |
99.56 |
99.54 |
99.55 |
unch |
96,111 |
387,930 |
+17,669 |
|
Sep17 |
161219 |
99.50 |
99.52 |
99.50 |
99.51 |
+0.01 |
77,582 |
269,220 |
-5,467 |
|
Dec17 |
161219 |
99.46 |
99.48 |
99.46 |
99.47 |
+0.01 |
121,846 |
292,442 |
+18,106 |
|
Mar18 |
161219 |
99.40 |
99.43 |
99.40 |
99.42 |
+0.01 |
73,526 |
172,031 |
+4,506 |
| Total Volume and Open Interest |
923,740 |
2,701,831 |
+61,453 |
| 3-Mth Euribor(LIFFE) |
|
Dec16 |
161219 |
100.315 |
100.315 |
100.310 |
100.313 |
-0.003 |
31,989 |
340,859 |
-107 |
|
Mar17 |
161219 |
100.300 |
100.305 |
100.295 |
100.300 |
unch |
59,190 |
394,112 |
+132 |
|
Jun17 |
161219 |
100.280 |
100.290 |
100.275 |
100.285 |
+0.005 |
42,777 |
392,875 |
+5,356 |
| Total Volume and Open Interest |
818,948 |
3,294,223 |
+6,307 |
| 3-Mth Aus T-Bills(SFE) |
|
Mar17 |
161219 |
98.20 |
98.20 |
98.17 |
98.19 |
-0.01 |
24,601 |
207,992 |
+4,679 |
|
Jun17 |
161219 |
98.19 |
98.19 |
98.16 |
98.18 |
-0.01 |
57,947 |
238,007 |
+5,973 |
|
Sep17 |
161219 |
98.14 |
98.14 |
98.10 |
98.12 |
-0.02 |
33,932 |
167,881 |
+7,859 |
|
Dec17 |
161219 |
98.06 |
98.07 |
98.02 |
98.03 |
-0.03 |
30,128 |
171,266 |
+3,274 |
|
Mar18 |
161219 |
97.97 |
97.97 |
97.91 |
97.92 |
-0.05 |
18,411 |
92,663 |
-4,211 |
|
Jun18 |
161219 |
97.86 |
97.87 |
97.81 |
97.82 |
-0.04 |
10,409 |
69,242 |
+921 |
|
Sep18 |
161219 |
97.75 |
97.77 |
97.70 |
97.71 |
-0.04 |
4,897 |
50,055 |
+1,273 |
|
Dec18 |
161219 |
97.65 |
97.67 |
97.60 |
97.60 |
-0.05 |
4,685 |
22,933 |
+1,826 |
|
Mar19 |
161219 |
97.55 |
97.56 |
97.50 |
97.50 |
-0.05 |
811 |
5,427 |
+380 |
|
Jun19 |
161219 |
97.39 |
97.39 |
97.39 |
97.39 |
-0.05 |
509 |
3,046 |
+228 |
| Total Volume and Open Interest |
186,478 |
1,029,694 |
+22,202 |
| 10-Year Aus T-Bonds(SFE) |
|
Mar17 |
161219 |
97.13 |
97.14 |
97.05 |
97.10 |
-0.03 |
131,686 |
924,079 |
+24,297 |
|
Jun17 |
161219 |
97.10 |
97.10 |
97.10 |
97.10 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
162,217 |
1,004,511 |
|
| 3-Year Aus T-Bonds(SFE) |
|
Mar17 |
161219 |
97.98 |
97.99 |
97.92 |
97.94 |
-0.05 |
201,084 |
891,852 |
+88,602 |
|
Jun17 |
161219 |
97.94 |
97.94 |
97.94 |
97.94 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
261,349 |
1,085,044 |
|
| Gold(CMX) |
|
Dec16 |
161219 |
1139.4 |
1140.7 |
1137.9 |
1140.5 |
+5.2 |
244 |
1,319 |
-121 |
|
Feb17 |
161219 |
1136.1 |
1144.4 |
1135.5 |
1142.7 |
+5.3 |
281,607 |
278,036 |
-98 |
|
Apr17 |
161219 |
1139.0 |
1146.7 |
1139.0 |
1145.4 |
+5.3 |
12,609 |
37,327 |
+716 |
|
Jun17 |
161219 |
1142.0 |
1149.6 |
1142.0 |
1148.1 |
+5.3 |
8,217 |
37,380 |
-255 |
|
Aug17 |
161219 |
1149.6 |
1151.1 |
1149.2 |
1150.9 |
+5.2 |
902 |
10,672 |
+11 |
|
Oct17 |
161219 |
1154.0 |
1154.0 |
1144.3 |
1154.0 |
+5.2 |
90 |
3,227 |
-31 |
|
Dec17 |
161219 |
1151.8 |
1157.1 |
1151.3 |
1157.0 |
+5.1 |
1,184 |
21,283 |
-136 |
|
Feb18 |
161219 |
1161.3 |
1161.3 |
1158.0 |
1160.3 |
+5.1 |
67 |
207 |
-10 |
|
Apr18 |
161219 |
1162.5 |
1163.8 |
1162.5 |
1163.8 |
+5.0 |
11 |
163 |
+2 |
|
Jun18 |
161219 |
1167.5 |
1167.5 |
1155.0 |
1167.5 |
+5.0 |
5 |
4,211 |
-1 |
|
Aug18 |
161219 |
1171.2 |
1171.2 |
1171.2 |
1171.2 |
+5.0 |
0 |
6 |
+0 |
|
Oct18 |
161219 |
1174.9 |
1174.9 |
1162.1 |
1174.9 |
+5.0 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
307,028 |
401,798 |
-313 |
| Silver(CMX) |
|
Dec16 |
161219 |
1600.0 |
1602.6 |
1598.0 |
1602.6 |
-12.7 |
420 |
693 |
+138 |
|
Mar17 |
161219 |
1612.0 |
1626.5 |
1595.5 |
1608.9 |
-12.6 |
106,120 |
132,650 |
-3,284 |
|
May17 |
161219 |
1630.0 |
1631.0 |
1602.0 |
1614.1 |
-12.6 |
1,091 |
14,331 |
+236 |
|
Jul17 |
161219 |
1635.0 |
1635.5 |
1613.5 |
1619.0 |
-12.7 |
492 |
5,422 |
+0 |
|
Sep17 |
161219 |
1617.0 |
1624.0 |
1616.0 |
1624.0 |
-12.8 |
158 |
1,109 |
-45 |
|
Dec17 |
161219 |
1644.5 |
1649.5 |
1620.0 |
1632.0 |
-12.9 |
373 |
5,145 |
-23 |
|
Mar18 |
161219 |
1640.8 |
1730.0 |
1640.8 |
1640.8 |
-12.9 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
110,200 |
161,570 |
-2,909 |
| Platinum(NYMEX) |
|
Jan17 |
161219 |
926.3 |
931.9 |
915.0 |
917.3 |
-16.8 |
25,592 |
39,620 |
-547 |
|
Apr17 |
161219 |
932.3 |
933.8 |
918.0 |
919.8 |
-17.0 |
3,867 |
26,722 |
+1,956 |
|
Jul17 |
161219 |
934.6 |
934.6 |
922.6 |
923.4 |
-17.3 |
446 |
1,648 |
+360 |
|
Oct17 |
161219 |
927.7 |
932.3 |
927.0 |
927.0 |
-16.6 |
49 |
216 |
-3 |
| Total Volume and Open Interest |
30,032 |
68,284 |
+1,821 |
| Palladium(NYMEX) |
|
Dec16 |
161219 |
679.35 |
679.35 |
679.35 |
679.35 |
-18.55 |
3 |
25 |
+0 |
|
Mar17 |
161219 |
692.10 |
698.10 |
675.80 |
678.70 |
-18.55 |
5,956 |
26,306 |
-241 |
|
Jun17 |
161219 |
684.50 |
684.50 |
679.35 |
679.65 |
-18.55 |
35 |
522 |
+20 |
| Total Volume and Open Interest |
6,121 |
26,871 |
-318 |
| Copper(CMX) |
|
Dec16 |
161219 |
254.60 |
255.25 |
247.50 |
249.65 |
-6.45 |
461 |
2,378 |
-36 |
|
Mar17 |
161219 |
254.50 |
256.00 |
247.75 |
249.95 |
-6.50 |
68,355 |
159,769 |
+20 |
|
May17 |
161219 |
255.30 |
256.10 |
248.55 |
250.65 |
-6.45 |
4,295 |
27,680 |
-66 |
|
Jul17 |
161219 |
255.65 |
256.75 |
249.60 |
251.15 |
-6.45 |
1,954 |
19,448 |
+656 |
|
Sep17 |
161219 |
256.90 |
256.90 |
249.60 |
251.55 |
-6.35 |
776 |
6,893 |
+125 |
| Total Volume and Open Interest |
77,342 |
237,402 |
+1,133 |
| E-mini DJIA Index(CBOT) |
|
Mar17 |
161219 |
19800 |
19860 |
19792 |
19837 |
+43 |
202,529 |
124,221 |
+6,317 |
|
Jun17 |
161219 |
19772 |
19790 |
19700 |
19772 |
+43 |
30 |
115 |
+6 |
|
Sep17 |
161219 |
19687 |
19687 |
19687 |
19687 |
+43 |
|
|
|
|
Dec17 |
161219 |
19580 |
19602 |
19580 |
19602 |
+43 |
|
|
|
| Total Volume and Open Interest |
244,217 |
160,652 |
-5,508 |
| S & P 500(CME) |
|
Mar17 |
161219 |
2257.00 |
2260.10 |
2256.80 |
2260.10 |
+4.80 |
3,294 |
48,704 |
+634 |
|
Jun17 |
161219 |
2254.80 |
2257.90 |
2248.90 |
2254.80 |
+4.90 |
57 |
1,892 |
-50 |
|
Sep17 |
161219 |
2250.40 |
2253.50 |
2244.50 |
2250.40 |
+4.90 |
4 |
27 |
+2 |
|
Dec17 |
161219 |
2245.60 |
2248.70 |
2239.70 |
2245.60 |
+4.90 |
0 |
5 |
+5 |
| Total Volume and Open Interest |
3,355 |
50,628 |
-50,931 |
| S & P 500 E-Mini(Globex) |
|
Mar17 |
161219 |
2256.00 |
2263.75 |
2254.00 |
2260.00 |
+4.75 |
1,976,782 |
2,678,369 |
+85,724 |
|
Jun17 |
161219 |
2251.00 |
2258.25 |
2248.75 |
2254.75 |
+4.75 |
917 |
7,823 |
-73 |
|
Sep17 |
161219 |
2246.75 |
2251.25 |
2246.75 |
2250.50 |
+5.00 |
21 |
171 |
+11 |
|
Dec17 |
161219 |
2245.00 |
2245.50 |
2245.00 |
2245.50 |
+4.75 |
29 |
46 |
+10 |
| Total Volume and Open Interest |
2,455,279 |
3,395,577 |
-24,578 |
| NASDAQ 100 E-Mini(Globex) |
|
Mar17 |
161219 |
4915.80 |
4966.30 |
4912.50 |
4938.80 |
+23.00 |
249,163 |
217,070 |
+17,224 |
|
Jun17 |
161219 |
4909.00 |
4962.30 |
4909.00 |
4936.30 |
+23.00 |
56 |
174 |
+34 |
|
Sep17 |
161219 |
4937.00 |
4943.00 |
4932.00 |
4939.00 |
+23.00 |
1 |
33 |
+0 |
| Total Volume and Open Interest |
297,526 |
316,753 |
+6,585 |
| S&P Midcap 400(CME) e-Mini |
|
Dec16 |
161216 |
1674.40 |
1676.00 |
1669.90 |
1674.40 |
+3.00 |
8,085 |
12,763 |
-5,036 |
|
Mar17 |
161219 |
1670.60 |
1678.40 |
1668.20 |
1676.90 |
+11.60 |
18,338 |
98,200 |
+2,104 |
|
Jun17 |
161219 |
1667.20 |
1667.80 |
1667.20 |
1667.20 |
+11.60 |
|
|
|
| Total Volume and Open Interest |
21,801 |
111,139 |
+2,280 |
| Volatility Index(CBOE) |
|
Dec16 |
161219 |
12.70 |
12.85 |
12.00 |
12.13 |
-0.60 |
96,977 |
146,883 |
+11,052 |
|
Jan17 |
161219 |
15.01 |
15.05 |
14.48 |
14.48 |
-0.50 |
75,938 |
168,709 |
-11,815 |
|
Feb17 |
161219 |
16.42 |
16.42 |
15.95 |
15.98 |
-0.40 |
30,927 |
43,416 |
-877 |
|
Mar17 |
161219 |
17.46 |
17.48 |
17.10 |
17.13 |
-0.30 |
10,100 |
30,513 |
+969 |
| Total Volume and Open Interest |
225,965 |
443,850 |
-2,257 |
| Russell 2000 Mini(ICE) |
|
Mar17 |
161219 |
1365.00 |
1376.70 |
1363.50 |
1373.30 |
+7.20 |
175,133 |
676,023 |
+34,019 |
|
Jun17 |
161219 |
1372.00 |
1372.00 |
1370.30 |
1370.30 |
+7.20 |
0 |
343 |
+0 |
|
Sep17 |
161219 |
1367.30 |
1367.30 |
1367.30 |
1367.30 |
+7.20 |
0 |
201 |
+0 |
| Total Volume and Open Interest |
247,243 |
779,986 |
+14,080 |
| Nikkei 225(CME) |
|
Mar17 |
161219 |
19350 |
19480 |
19315 |
19445 |
+80 |
17,537 |
29,664 |
+4 |
|
Jun17 |
161219 |
19370 |
19370 |
19370 |
19370 |
+80 |
|
|
|
| Total Volume and Open Interest |
17,537 |
29,664 |
+4 |
| Nikkei 225(SGX) |
|
Mar17 |
161219 |
19400 |
19415 |
19365 |
19405 |
+10 |
91,796 |
189,531 |
+4,286 |
|
Jun17 |
161219 |
19275 |
19280 |
19275 |
19280 |
+5 |
192 |
330 |
+153 |
|
Sep17 |
161215 |
19130 |
19130 |
19130 |
19130 |
+100 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
72,923 |
190,599 |
+1,100 |
| Nikkei 225 Mini(JPX) |
|
Dec16 |
161208 |
18525 |
18790 |
18485 |
18790 |
+290 |
877,826 |
406,905 |
-30,967 |
|
Mar17 |
161215 |
19180 |
19405 |
19115 |
19290 |
+110 |
837,248 |
255,882 |
+11,003 |
|
Jun17 |
161215 |
19050 |
19270 |
18985 |
19160 |
+110 |
5,165 |
4,234 |
+554 |
| Total Volume and Open Interest |
890,291 |
391,608 |
+11,641 |
| Nikkei 225(JPX) |
|
Dec16 |
161208 |
18530 |
18790 |
18490 |
18790 |
+290 |
173,401 |
259,863 |
-101,754 |
|
Mar17 |
161215 |
19170 |
19410 |
19120 |
19290 |
+110 |
81,029 |
329,725 |
+4,270 |
|
Jun17 |
161215 |
19030 |
19270 |
18990 |
19160 |
+110 |
426 |
17,962 |
-103 |
| Total Volume and Open Interest |
81,470 |
423,330 |
+4,311 |
| Nikkei 225(CME) Yen |
|
Dec16 |
161208 |
18630 |
18920 |
18610 |
18860 |
+230 |
67,553 |
53,178 |
-9,334 |
|
Mar17 |
161219 |
19275 |
19420 |
19245 |
19375 |
+70 |
74,576 |
57,251 |
-64 |
|
Jun17 |
161219 |
19245 |
19245 |
19235 |
19245 |
+70 |
1 |
3 |
+1 |
| Total Volume and Open Interest |
74,577 |
57,255 |
-63 |
| Nikkei 225(CME) e-Mini Yen |
|
Dec16 |
161208 |
18860 |
18900 |
18860 |
18860 |
+230 |
0 |
307 |
+0 |
|
Mar17 |
161219 |
19310 |
19370 |
19310 |
19370 |
+60 |
0 |
89 |
+0 |
|
Jun17 |
161219 |
19240 |
19240 |
19240 |
19240 |
+60 |
|
|
|
| Total Volume and Open Interest |
0 |
89 |
+0 |
| CAC 40(EURONEXT) |
|
Jan17 |
161219 |
4827.5 |
4829.5 |
4805.0 |
4817.0 |
-7.5 |
66,576 |
278,748 |
+21,161 |
|
Feb17 |
161219 |
4816.5 |
4817.0 |
4814.0 |
4814.0 |
-7.5 |
4 |
95 |
+21 |
|
Mar17 |
161219 |
4820.0 |
4820.0 |
4808.5 |
4813.0 |
-7.5 |
1,381 |
8,803 |
-271 |
| Total Volume and Open Interest |
196,637 |
384,452 |
-113,640 |
| Hang Seng Index(HKFE) |
|
Dec16 |
161219 |
21951 |
22007 |
21781 |
21856 |
-95 |
122,262 |
135,244 |
+4,792 |
|
Jan17 |
161219 |
21990 |
22022 |
21800 |
21876 |
-91 |
1,923 |
5,371 |
+551 |
| Total Volume and Open Interest |
125,893 |
146,790 |
+6,283 |
| DAX(EUREX) |
|
Mar17 |
161219 |
11419.0 |
11431.5 |
11377.0 |
11417.0 |
+33.0 |
53,247 |
128,851 |
-19,574 |
|
Jun17 |
161219 |
11433.0 |
11450.0 |
11405.0 |
11440.0 |
+31.0 |
192 |
611 |
-47 |
|
Sep17 |
161219 |
11439.0 |
11439.0 |
11430.0 |
11430.0 |
|
|
|
|
| Mini-DAX(EUREX) |
|
Dec16 |
161216 |
11374.0 |
11452.0 |
11352.0 |
11406.5 |
+25.5 |
21,293 |
14,501 |
-209 |
|
Mar17 |
161219 |
11420.0 |
11430.0 |
11378.0 |
11417.0 |
+33.0 |
3,695 |
4,247 |
-314 |
|
Jun17 |
161219 |
11432.0 |
11444.0 |
11412.0 |
11440.0 |
+31.0 |
125 |
235 |
-10 |
| Total Volume and Open Interest |
31,955 |
6,916 |
-12,391 |
| FT-SE 100(EURONEXT) |
|
Mar17 |
161219 |
6944.00 |
6967.50 |
6923.50 |
6949.50 |
+21.50 |
122,625 |
724,882 |
+39,946 |
|
Jun17 |
161219 |
6872.00 |
6876.50 |
6872.00 |
6876.50 |
+21.00 |
34 |
29,303 |
+29 |
|
Sep17 |
161219 |
6817.50 |
6817.50 |
6817.50 |
6817.50 |
+21.00 |
|
|
|
| Total Volume and Open Interest |
294,524 |
817,748 |
-35,908 |
| SPI 200(SFE) |
|
Mar17 |
161219 |
5491.0 |
5533.0 |
5482.0 |
5528.0 |
+35.0 |
43,501 |
256,932 |
+7,912 |
|
Jun17 |
161219 |
5512.0 |
5512.0 |
5512.0 |
5512.0 |
+35.0 |
0 |
1,411 |
+0 |
|
Sep17 |
161219 |
5462.0 |
5462.0 |
5462.0 |
5462.0 |
+35.0 |
0 |
1,530 |
+0 |
| Total Volume and Open Interest |
57,014 |
373,282 |
-34,337 |
| FTSE MIB(ISE) |
|
Mar17 |
161219 |
18915.00 |
19040.00 |
18845.00 |
18893.00 |
-31.00 |
32,337 |
36,919 |
+4,347 |
|
Jun17 |
161219 |
18560.00 |
18560.00 |
18470.00 |
18493.00 |
-36.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
91,880 |
51,037 |
-860 |
| KOSPI 200(KFE) |
|
Mar17 |
161219 |
258.80 |
259.00 |
258.80 |
259.00 |
+0.50 |
113,529 |
125,720 |
+1,972 |
|
Jun17 |
161219 |
259.20 |
260.05 |
258.90 |
259.60 |
-0.15 |
159 |
3,910 |
+36 |
|
Sep17 |
161219 |
260.85 |
260.85 |
260.85 |
260.85 |
+0.50 |
0 |
174 |
+27 |
| Total Volume and Open Interest |
113,689 |
135,814 |
+2,035 |
| GSCI(CME) |
|
Jan17 |
161219 |
392.10 |
392.75 |
390.75 |
392.20 |
-1.20 |
376 |
14,974 |
+311 |
|
Feb17 |
161219 |
394.90 |
394.90 |
394.90 |
394.90 |
-1.20 |
|
|
|
|
Mar17 |
161219 |
401.00 |
401.00 |
401.00 |
401.00 |
-1.20 |
|
|
|
| Total Volume and Open Interest |
376 |
14,974 |
-653 |
|
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
