|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu December 29, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan17 |
161229 |
1006.50 |
1014.00 |
1002.00 |
1003.25 |
-3.50 |
82,741 |
54,391 |
-13,083 |
Mar17 |
161229 |
1016.25 |
1024.25 |
1011.50 |
1012.75 |
-3.75 |
132,809 |
331,830 |
+9,349 |
May17 |
161229 |
1025.00 |
1032.75 |
1020.25 |
1021.25 |
-3.75 |
29,021 |
97,398 |
-2,140 |
Jul17 |
161229 |
1031.00 |
1039.00 |
1026.75 |
1027.75 |
-3.25 |
16,478 |
99,795 |
+782 |
Aug17 |
161229 |
1028.75 |
1035.50 |
1024.25 |
1025.75 |
-2.75 |
866 |
6,828 |
+65 |
Sep17 |
161229 |
1015.75 |
1018.00 |
1007.00 |
1008.50 |
-2.50 |
384 |
2,599 |
+40 |
Nov17 |
161229 |
996.00 |
1002.50 |
992.50 |
993.50 |
-2.50 |
6,005 |
77,237 |
+726 |
Jan18 |
161229 |
1000.00 |
1005.00 |
996.75 |
997.25 |
-2.25 |
180 |
2,971 |
-88 |
Mar18 |
161229 |
999.00 |
1000.50 |
994.00 |
994.00 |
-2.00 |
122 |
2,358 |
+33 |
May18 |
161229 |
993.75 |
993.75 |
993.50 |
993.75 |
-1.25 |
38 |
510 |
+2 |
Jul18 |
161229 |
994.00 |
994.00 |
993.50 |
994.00 |
-1.50 |
75 |
742 |
+12 |
Aug18 |
161229 |
986.75 |
986.75 |
986.75 |
986.75 |
-1.25 |
1 |
19 |
+0 |
Sep18 |
161229 |
977.00 |
977.00 |
970.00 |
977.00 |
-1.25 |
1 |
22 |
+0 |
Nov18 |
161229 |
966.50 |
966.50 |
962.50 |
963.00 |
-2.25 |
88 |
1,212 |
+30 |
Total Volume and Open Interest |
268,809 |
677,946 |
-4,272 |
Soybean Meal(CBOT) |
Jan17 |
161229 |
316.40 |
319.70 |
314.00 |
314.80 |
-1.40 |
28,684 |
17,656 |
-4,398 |
Mar17 |
161229 |
320.60 |
323.90 |
318.10 |
319.00 |
-1.30 |
52,510 |
171,410 |
+3,119 |
May17 |
161229 |
323.00 |
326.10 |
320.80 |
321.80 |
-0.80 |
6,361 |
51,607 |
-85 |
Jul17 |
161229 |
325.00 |
328.40 |
323.60 |
324.60 |
-0.40 |
4,679 |
51,515 |
-397 |
Aug17 |
161229 |
325.00 |
326.60 |
322.90 |
323.50 |
+0.10 |
514 |
7,947 |
+99 |
Sep17 |
161229 |
322.20 |
323.70 |
320.40 |
321.30 |
+0.80 |
254 |
6,209 |
-13 |
Oct17 |
161229 |
317.20 |
318.40 |
315.20 |
316.00 |
+0.80 |
469 |
5,765 |
+94 |
Dec17 |
161229 |
317.50 |
318.70 |
315.30 |
316.40 |
+1.00 |
1,928 |
23,127 |
-84 |
Jan18 |
161229 |
315.80 |
317.20 |
315.80 |
315.80 |
+0.80 |
24 |
911 |
+14 |
Mar18 |
161229 |
314.60 |
315.70 |
314.60 |
314.60 |
+0.80 |
3 |
1,054 |
+0 |
Total Volume and Open Interest |
95,484 |
338,439 |
-1,624 |
Soybean Oil(CBOT) |
Jan17 |
161229 |
34.80 |
34.92 |
34.48 |
34.52 |
-0.34 |
25,264 |
21,403 |
-6,874 |
Mar17 |
161229 |
35.03 |
35.19 |
34.75 |
34.79 |
-0.33 |
49,486 |
195,595 |
+1,861 |
May17 |
161229 |
35.35 |
35.45 |
35.01 |
35.04 |
-0.34 |
5,736 |
70,339 |
+114 |
Jul17 |
161229 |
35.44 |
35.62 |
35.22 |
35.26 |
-0.32 |
5,828 |
59,292 |
-823 |
Aug17 |
161229 |
35.46 |
35.55 |
35.17 |
35.20 |
-0.34 |
346 |
6,785 |
+81 |
Sep17 |
161229 |
35.40 |
35.40 |
35.05 |
35.07 |
-0.36 |
144 |
5,364 |
-12 |
Oct17 |
161229 |
35.04 |
35.20 |
34.82 |
34.83 |
-0.35 |
371 |
5,084 |
+5 |
Dec17 |
161229 |
35.04 |
35.19 |
34.81 |
34.89 |
-0.31 |
888 |
15,101 |
+219 |
Jan18 |
161229 |
34.97 |
34.98 |
34.85 |
34.91 |
-0.28 |
49 |
689 |
-10 |
Mar18 |
161229 |
35.11 |
35.11 |
34.88 |
34.88 |
-0.27 |
194 |
868 |
+114 |
Total Volume and Open Interest |
88,401 |
381,171 |
-5,317 |
Canola(WCE) |
Jan17 |
161229 |
499.9 |
500.5 |
492.0 |
496.0 |
-5.1 |
5,331 |
10,002 |
-3,354 |
Mar17 |
161229 |
508.5 |
509.3 |
500.2 |
503.7 |
-5.0 |
11,865 |
121,943 |
-919 |
May17 |
161229 |
514.6 |
515.9 |
507.1 |
510.7 |
-4.3 |
4,657 |
29,408 |
+875 |
Jul17 |
161229 |
519.9 |
520.8 |
511.7 |
515.5 |
-4.2 |
1,073 |
16,311 |
-127 |
Nov17 |
161229 |
500.3 |
501.4 |
493.5 |
496.9 |
-3.2 |
309 |
16,252 |
+58 |
Total Volume and Open Interest |
23,240 |
195,975 |
-3,467 |
Corn(CBOT) |
Mar17 |
161229 |
348.25 |
351.00 |
347.50 |
349.75 |
+1.50 |
132,722 |
691,904 |
+2,145 |
May17 |
161229 |
354.50 |
357.00 |
353.75 |
355.75 |
+1.00 |
25,614 |
167,368 |
-61 |
Jul17 |
161229 |
362.00 |
364.00 |
360.75 |
363.00 |
+1.00 |
22,790 |
175,613 |
-1,739 |
Sep17 |
161229 |
369.00 |
371.25 |
368.25 |
370.25 |
+1.00 |
3,398 |
61,519 |
+558 |
Dec17 |
161229 |
378.50 |
380.25 |
377.25 |
379.25 |
+1.00 |
8,554 |
111,434 |
+333 |
Mar18 |
161229 |
387.25 |
389.25 |
386.25 |
388.50 |
+1.25 |
350 |
10,880 |
+123 |
May18 |
161229 |
393.50 |
393.75 |
393.50 |
393.75 |
+1.00 |
17 |
1,742 |
+9 |
Jul18 |
161229 |
396.75 |
398.50 |
396.75 |
398.25 |
+0.75 |
73 |
1,985 |
-1 |
Sep18 |
161229 |
393.00 |
394.00 |
393.00 |
393.00 |
+0.75 |
0 |
957 |
+0 |
Dec18 |
161229 |
394.50 |
396.00 |
393.00 |
395.25 |
+0.75 |
307 |
7,762 |
+153 |
Total Volume and Open Interest |
193,826 |
1,231,462 |
+1,520 |
Wheat(CBOT) |
Mar17 |
161229 |
402.50 |
406.75 |
402.50 |
404.75 |
+3.25 |
67,774 |
262,097 |
-10,904 |
May17 |
161229 |
415.50 |
419.50 |
415.25 |
417.75 |
+3.25 |
11,978 |
69,843 |
-372 |
Jul17 |
161229 |
430.00 |
433.25 |
429.50 |
431.75 |
+3.25 |
7,454 |
69,861 |
-421 |
Sep17 |
161229 |
444.50 |
447.00 |
444.00 |
445.50 |
+2.75 |
1,232 |
13,751 |
+2 |
Dec17 |
161229 |
461.25 |
463.75 |
460.75 |
462.00 |
+1.50 |
1,832 |
25,305 |
-102 |
Mar18 |
161229 |
474.00 |
474.75 |
474.00 |
474.75 |
+1.25 |
175 |
4,269 |
+14 |
Total Volume and Open Interest |
90,543 |
446,777 |
-11,767 |
Wheat(KCBT) |
Mar17 |
161229 |
411.50 |
416.00 |
410.25 |
415.25 |
+5.75 |
20,565 |
122,587 |
-2,463 |
May17 |
161229 |
422.50 |
427.50 |
421.75 |
427.00 |
+6.00 |
4,170 |
34,326 |
-129 |
Jul17 |
161229 |
432.00 |
438.50 |
432.00 |
438.25 |
+6.25 |
3,540 |
62,861 |
-718 |
Sep17 |
161229 |
448.75 |
452.00 |
448.00 |
452.00 |
+6.00 |
645 |
8,120 |
+83 |
Dec17 |
161229 |
467.00 |
470.25 |
466.00 |
470.25 |
+6.25 |
301 |
9,558 |
+12 |
Mar18 |
161229 |
481.00 |
483.25 |
480.75 |
483.25 |
+5.50 |
62 |
3,320 |
-2 |
May18 |
161229 |
491.50 |
496.00 |
491.50 |
491.50 |
+5.50 |
5 |
963 |
+1 |
Total Volume and Open Interest |
29,320 |
242,328 |
-3,222 |
Wheat(MGE) |
Mar17 |
161229 |
530.75 |
537.25 |
530.75 |
535.50 |
+4.75 |
2,777 |
33,687 |
-286 |
May17 |
161229 |
529.75 |
533.25 |
527.75 |
531.75 |
+3.75 |
411 |
13,517 |
-6 |
Jul17 |
161229 |
533.75 |
536.50 |
532.25 |
535.25 |
+4.00 |
332 |
6,140 |
+25 |
Sep17 |
161229 |
540.50 |
541.25 |
538.75 |
541.25 |
+4.25 |
125 |
4,486 |
+1 |
Dec17 |
161229 |
549.50 |
550.50 |
547.75 |
550.50 |
+4.00 |
25 |
3,259 |
-12 |
Mar18 |
161229 |
557.50 |
558.75 |
557.25 |
558.75 |
+2.75 |
0 |
267 |
+0 |
Total Volume and Open Interest |
3,670 |
61,486 |
-278 |
Oats(CBOT) |
Mar17 |
161229 |
227.75 |
230.75 |
223.50 |
226.50 |
-1.25 |
290 |
5,092 |
-39 |
May17 |
161229 |
225.00 |
229.75 |
222.25 |
227.25 |
-1.25 |
26 |
1,138 |
-7 |
Jul17 |
161229 |
227.75 |
228.25 |
227.75 |
227.75 |
-0.75 |
4 |
194 |
-1 |
Sep17 |
161229 |
228.00 |
233.00 |
228.00 |
228.00 |
-0.75 |
0 |
4 |
+0 |
Total Volume and Open Interest |
323 |
6,549 |
-47 |
Rough Rice(CBOT) |
Jan17 |
161229 |
9.23 |
9.27 |
9.15 |
9.24 |
-0.01 |
1,224 |
1,619 |
-837 |
Mar17 |
161229 |
9.48 |
9.53 |
9.40 |
9.51 |
unch |
1,564 |
9,700 |
+622 |
May17 |
161229 |
9.66 |
9.76 |
9.66 |
9.76 |
+0.01 |
193 |
478 |
+121 |
Jul17 |
161229 |
9.94 |
10.12 |
9.94 |
9.94 |
+0.01 |
0 |
26 |
+0 |
Total Volume and Open Interest |
2,981 |
11,836 |
-94 |
Live Cattle(CME) |
Dec16 |
161229 |
116.350 |
118.980 |
116.300 |
118.700 |
+2.720 |
610 |
937 |
-397 |
Feb17 |
161229 |
117.650 |
118.050 |
116.785 |
117.950 |
+0.565 |
13,408 |
124,747 |
-409 |
Apr17 |
161229 |
115.250 |
115.930 |
114.385 |
115.750 |
+0.600 |
6,652 |
74,621 |
+486 |
Jun17 |
161229 |
105.200 |
105.450 |
104.480 |
105.350 |
+0.215 |
4,402 |
64,852 |
+91 |
Aug17 |
161229 |
100.830 |
101.000 |
100.180 |
100.950 |
+0.165 |
1,585 |
23,987 |
+316 |
Oct17 |
161229 |
100.300 |
100.500 |
99.800 |
100.480 |
+0.180 |
388 |
12,832 |
-14 |
Total Volume and Open Interest |
27,331 |
307,654 |
+166 |
Feeder Cattle(CME) |
Jan17 |
161229 |
131.735 |
132.000 |
130.985 |
131.935 |
+0.200 |
1,375 |
10,141 |
-60 |
Mar17 |
161229 |
127.080 |
127.150 |
125.885 |
126.800 |
-0.150 |
1,662 |
19,754 |
-15 |
Apr17 |
161229 |
126.480 |
126.500 |
125.480 |
126.330 |
-0.070 |
431 |
5,590 |
+46 |
May17 |
161229 |
124.900 |
125.180 |
124.180 |
125.035 |
-0.015 |
374 |
5,905 |
+105 |
Aug17 |
161229 |
125.100 |
125.350 |
124.535 |
125.035 |
-0.250 |
137 |
2,987 |
+46 |
Sep17 |
161229 |
123.080 |
123.385 |
123.080 |
123.350 |
unch |
0 |
278 |
+0 |
Oct17 |
161229 |
121.700 |
122.000 |
121.000 |
121.700 |
-0.300 |
1 |
75 |
+1 |
Total Volume and Open Interest |
3,980 |
44,751 |
+123 |
Lean Hogs(CME) |
Feb17 |
161229 |
65.580 |
65.950 |
64.150 |
64.650 |
-0.450 |
14,865 |
82,070 |
-1,031 |
Apr17 |
161229 |
66.050 |
66.400 |
65.430 |
66.225 |
+0.145 |
7,284 |
49,245 |
+1,041 |
May17 |
161229 |
71.000 |
71.730 |
70.330 |
71.650 |
+0.700 |
58 |
1,424 |
+20 |
Jun17 |
161229 |
74.580 |
75.680 |
74.080 |
75.550 |
+0.870 |
3,939 |
27,375 |
+288 |
Jul17 |
161229 |
75.100 |
75.635 |
74.285 |
75.500 |
+0.670 |
918 |
10,619 |
+91 |
Aug17 |
161229 |
75.300 |
75.580 |
74.500 |
75.450 |
+0.400 |
710 |
15,067 |
+1 |
Oct17 |
161229 |
64.650 |
65.535 |
64.635 |
65.400 |
+0.365 |
515 |
5,687 |
+255 |
Dec17 |
161229 |
61.035 |
61.485 |
60.630 |
61.300 |
+0.265 |
467 |
3,012 |
+252 |
Total Volume and Open Interest |
28,761 |
194,794 |
+921 |
Class III Milk(CME) |
Dec16 |
161229 |
17.39 |
17.44 |
17.38 |
17.38 |
unch |
158 |
5,838 |
-25 |
Jan17 |
161229 |
16.57 |
16.62 |
16.45 |
16.46 |
-0.15 |
198 |
4,583 |
-64 |
Feb17 |
161229 |
17.10 |
17.18 |
16.96 |
17.10 |
unch |
268 |
3,994 |
-61 |
Mar17 |
161229 |
17.47 |
17.54 |
17.35 |
17.42 |
-0.05 |
145 |
3,739 |
-20 |
Apr17 |
161229 |
17.59 |
17.62 |
17.48 |
17.53 |
-0.06 |
74 |
2,894 |
-22 |
May17 |
161229 |
17.71 |
17.74 |
17.59 |
17.60 |
-0.08 |
33 |
2,758 |
+7 |
Jun17 |
161229 |
17.75 |
17.80 |
17.66 |
17.73 |
-0.02 |
11 |
2,477 |
+5 |
Jul17 |
161229 |
17.89 |
17.91 |
17.83 |
17.83 |
-0.06 |
14 |
1,481 |
+7 |
Aug17 |
161229 |
17.91 |
17.93 |
17.87 |
17.89 |
unch |
14 |
1,463 |
+6 |
Sep17 |
161229 |
17.90 |
17.93 |
17.90 |
17.93 |
-0.04 |
13 |
1,385 |
+3 |
Oct17 |
161229 |
17.85 |
17.85 |
17.85 |
17.85 |
unch |
7 |
1,156 |
+3 |
Nov17 |
161229 |
17.66 |
17.66 |
17.64 |
17.64 |
+0.01 |
10 |
1,184 |
+6 |
Dec17 |
161229 |
17.36 |
17.41 |
17.35 |
17.36 |
+0.01 |
6 |
1,069 |
+6 |
Total Volume and Open Interest |
953 |
34,960 |
-147 |
Cocoa(ICE) |
Mar17 |
161229 |
2205 |
2208 |
2142 |
2165 |
-40 |
7,010 |
124,486 |
-1,493 |
May17 |
161229 |
2196 |
2199 |
2139 |
2159 |
-38 |
1,363 |
53,721 |
-69 |
Jul17 |
161229 |
2195 |
2197 |
2142 |
2160 |
-36 |
406 |
35,260 |
+26 |
Sep17 |
161229 |
2200 |
2207 |
2157 |
2171 |
-30 |
132 |
14,623 |
+52 |
Dec17 |
161229 |
2220 |
2222 |
2179 |
2188 |
-26 |
32 |
8,048 |
+8 |
Mar18 |
161229 |
2234 |
2234 |
2199 |
2204 |
-24 |
27 |
10,354 |
+4 |
May18 |
161229 |
2253 |
2253 |
2214 |
2219 |
-26 |
3 |
3,668 |
+0 |
Total Volume and Open Interest |
8,976 |
253,726 |
-1,471 |
Coffee "C"(ICE) |
Mar17 |
161229 |
133.50 |
138.35 |
133.15 |
135.45 |
+1.95 |
13,412 |
96,940 |
-883 |
May17 |
161229 |
135.60 |
140.65 |
135.50 |
137.75 |
+1.90 |
3,712 |
40,433 |
-445 |
Jul17 |
161229 |
138.55 |
142.90 |
138.00 |
140.05 |
+1.90 |
1,884 |
22,122 |
+165 |
Sep17 |
161229 |
142.00 |
144.90 |
140.30 |
142.10 |
+1.90 |
687 |
12,585 |
+95 |
Dec17 |
161229 |
144.65 |
147.05 |
143.55 |
145.10 |
+1.90 |
511 |
11,373 |
-23 |
Mar18 |
161229 |
146.45 |
148.55 |
146.45 |
148.00 |
+1.95 |
98 |
2,486 |
+11 |
Total Volume and Open Interest |
20,318 |
189,312 |
-1,073 |
Orange Juice(ICE) |
Jan17 |
161229 |
188.00 |
194.35 |
186.00 |
194.35 |
+6.55 |
609 |
1,317 |
-533 |
Mar17 |
161229 |
187.05 |
191.00 |
186.10 |
190.50 |
+3.05 |
1,009 |
10,787 |
+464 |
May17 |
161229 |
185.70 |
189.50 |
185.10 |
189.05 |
+2.80 |
79 |
723 |
+42 |
Jul17 |
161229 |
184.00 |
187.35 |
183.30 |
187.35 |
+2.85 |
17 |
290 |
+10 |
Sep17 |
161229 |
185.70 |
185.70 |
185.70 |
185.70 |
+2.90 |
0 |
32 |
+0 |
Nov17 |
161229 |
183.60 |
183.60 |
183.60 |
183.60 |
+2.90 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,714 |
13,153 |
-17 |
Sugar #11(ICE) |
Mar17 |
161229 |
19.04 |
19.72 |
19.01 |
19.49 |
+0.50 |
29,261 |
358,572 |
+162 |
May17 |
161229 |
18.80 |
19.35 |
18.77 |
19.22 |
+0.48 |
8,443 |
165,787 |
+327 |
Jul17 |
161229 |
18.38 |
18.86 |
18.38 |
18.81 |
+0.42 |
6,077 |
114,266 |
-382 |
Oct17 |
161229 |
18.24 |
18.57 |
18.21 |
18.56 |
+0.31 |
1,933 |
78,799 |
+595 |
Mar18 |
161229 |
18.25 |
18.48 |
18.22 |
18.48 |
+0.21 |
1,029 |
43,041 |
+31 |
May18 |
161229 |
17.74 |
17.95 |
17.74 |
17.95 |
+0.14 |
663 |
16,961 |
+188 |
Jul18 |
161229 |
17.27 |
17.44 |
17.27 |
17.44 |
+0.10 |
277 |
11,742 |
-24 |
Oct18 |
161229 |
17.12 |
17.26 |
17.12 |
17.26 |
+0.06 |
258 |
11,364 |
+27 |
Total Volume and Open Interest |
48,049 |
808,168 |
+1,019 |
London Cocoa(LCE) |
Mar17 |
161229 |
1805 |
1809 |
1760 |
1767 |
-38 |
0 |
111,697 |
-597 |
May17 |
161229 |
1811 |
1811 |
1774 |
1783 |
-28 |
0 |
67,057 |
-57 |
Jul17 |
161229 |
1831 |
1834 |
1797 |
1806 |
-26 |
0 |
32,908 |
+1,305 |
Sep17 |
161229 |
1845 |
1849 |
1811 |
1822 |
-24 |
0 |
32,966 |
-32 |
Dec17 |
161229 |
1856 |
1861 |
1830 |
1838 |
-18 |
0 |
24,210 |
+113 |
Mar18 |
161229 |
1861 |
1864 |
1841 |
1848 |
-14 |
0 |
16,909 |
+177 |
May18 |
161229 |
1875 |
1875 |
1855 |
1863 |
-15 |
0 |
4,772 |
+7 |
Total Volume and Open Interest |
7,853 |
292,236 |
+916 |
London Sugar(LCE) |
Mar17 |
161229 |
513.10 |
525.00 |
513.00 |
520.90 |
+11.70 |
0 |
35,177 |
+235 |
May17 |
161229 |
506.60 |
517.80 |
506.60 |
515.30 |
+11.50 |
0 |
21,380 |
-18 |
Aug17 |
161229 |
499.40 |
507.60 |
498.00 |
506.80 |
+10.50 |
0 |
10,447 |
+15 |
Oct17 |
161229 |
489.40 |
494.00 |
487.00 |
493.30 |
+9.20 |
0 |
10,195 |
+0 |
Dec17 |
161229 |
482.30 |
483.40 |
478.80 |
482.40 |
+5.90 |
0 |
2,944 |
+0 |
Total Volume and Open Interest |
1,121 |
84,107 |
+232 |
Cotton(ICE) |
Mar17 |
161229 |
69.75 |
71.14 |
69.64 |
70.50 |
+0.75 |
7,695 |
163,319 |
-1,693 |
May17 |
161229 |
70.10 |
71.35 |
70.05 |
70.90 |
+0.75 |
2,033 |
41,158 |
-157 |
Jul17 |
161229 |
70.99 |
71.60 |
70.66 |
71.26 |
+0.67 |
1,004 |
18,497 |
+557 |
Oct17 |
161229 |
69.78 |
69.78 |
69.78 |
69.78 |
+0.52 |
0 |
36 |
+0 |
Dec17 |
161229 |
69.20 |
69.80 |
68.95 |
69.51 |
+0.56 |
348 |
19,582 |
+31 |
Mar18 |
161229 |
69.75 |
69.80 |
69.44 |
69.44 |
+0.52 |
17 |
430 |
+15 |
Total Volume and Open Interest |
11,097 |
243,809 |
-1,247 |
Lumber(CME) |
Jan17 |
161229 |
312.5 |
313.1 |
308.7 |
311.7 |
+1.7 |
186 |
1,149 |
-51 |
Mar17 |
161229 |
324.4 |
325.3 |
320.7 |
324.5 |
+2.0 |
226 |
2,814 |
+60 |
May17 |
161229 |
332.7 |
332.7 |
330.5 |
332.4 |
+0.9 |
5 |
328 |
+2 |
Jul17 |
161229 |
337.3 |
337.3 |
334.0 |
337.3 |
+1.3 |
0 |
54 |
+0 |
Total Volume and Open Interest |
417 |
4,376 |
+11 |
Crude Oil(NYM) |
Feb17 |
161229 |
53.66 |
54.21 |
53.46 |
53.77 |
-0.29 |
277,306 |
459,982 |
+1,911 |
Mar17 |
161229 |
54.53 |
55.15 |
54.39 |
54.72 |
-0.23 |
61,836 |
331,458 |
-308 |
Apr17 |
161229 |
55.26 |
55.91 |
55.11 |
55.49 |
-0.18 |
20,141 |
144,380 |
-94 |
May17 |
161229 |
55.77 |
56.49 |
55.77 |
56.11 |
-0.14 |
13,241 |
114,803 |
-328 |
Jun17 |
161229 |
56.28 |
56.94 |
56.28 |
56.55 |
-0.10 |
26,286 |
225,356 |
+3,347 |
Jul17 |
161229 |
56.40 |
57.19 |
56.40 |
56.82 |
-0.06 |
5,235 |
52,650 |
+102 |
Aug17 |
161229 |
56.74 |
57.30 |
56.74 |
56.96 |
-0.04 |
4,138 |
47,001 |
+1,148 |
Sep17 |
161229 |
57.00 |
57.32 |
56.92 |
57.04 |
-0.02 |
5,999 |
72,122 |
+1,449 |
Oct17 |
161229 |
57.23 |
57.27 |
56.95 |
57.08 |
-0.01 |
1,913 |
39,143 |
+352 |
Nov17 |
161229 |
57.33 |
57.43 |
57.00 |
57.10 |
-0.01 |
2,350 |
36,097 |
+748 |
Dec17 |
161229 |
56.91 |
57.44 |
56.89 |
57.11 |
-0.01 |
20,126 |
204,127 |
-219 |
Jan18 |
161229 |
57.20 |
57.27 |
57.01 |
57.03 |
-0.01 |
1,305 |
36,028 |
+144 |
Feb18 |
161229 |
56.95 |
56.95 |
56.95 |
56.95 |
unch |
702 |
14,913 |
+208 |
Mar18 |
161229 |
57.00 |
57.00 |
56.86 |
56.86 |
+0.01 |
908 |
23,314 |
-23 |
Apr18 |
161229 |
56.76 |
56.76 |
56.76 |
56.76 |
+0.02 |
230 |
7,263 |
+44 |
May18 |
161229 |
56.88 |
56.88 |
56.67 |
56.67 |
+0.03 |
424 |
5,242 |
+82 |
Total Volume and Open Interest |
455,227 |
2,037,834 |
+9,418 |
e-miNY Crude Oil(NYM) |
Feb17 |
161229 |
53.625 |
54.200 |
53.450 |
53.775 |
-0.275 |
4,972 |
2,433 |
+138 |
Mar17 |
161229 |
54.500 |
55.100 |
54.400 |
54.725 |
-0.225 |
126 |
716 |
+23 |
Apr17 |
161229 |
55.300 |
55.700 |
55.300 |
55.500 |
-0.175 |
14 |
453 |
-8 |
May17 |
161229 |
56.000 |
56.150 |
56.000 |
56.100 |
-0.150 |
17 |
74 |
+9 |
Jun17 |
161229 |
56.525 |
56.900 |
56.525 |
56.550 |
-0.100 |
15 |
131 |
+5 |
Jul17 |
161229 |
56.975 |
56.975 |
56.825 |
56.825 |
-0.050 |
2 |
139 |
+2 |
Aug17 |
161229 |
56.975 |
56.975 |
56.950 |
56.950 |
-0.050 |
10 |
143 |
-6 |
Sep17 |
161229 |
57.050 |
57.050 |
57.050 |
57.050 |
unch |
9 |
36 |
-8 |
Oct17 |
161229 |
57.075 |
57.075 |
57.075 |
57.075 |
-0.025 |
4 |
43 |
+0 |
Nov17 |
161229 |
57.100 |
57.100 |
57.100 |
57.100 |
unch |
4 |
43 |
+0 |
Total Volume and Open Interest |
5,175 |
4,438 |
+154 |
NY Harbor ULSD(NYM) |
Jan17 |
161229 |
169.90 |
171.70 |
169.65 |
170.37 |
+0.44 |
27,561 |
20,828 |
-6,641 |
Feb17 |
161229 |
171.44 |
173.59 |
171.18 |
172.00 |
+0.29 |
47,572 |
119,125 |
+2,068 |
Mar17 |
161229 |
172.55 |
174.59 |
172.35 |
173.04 |
+0.22 |
18,424 |
86,183 |
+1,835 |
Apr17 |
161229 |
172.65 |
174.68 |
172.61 |
173.20 |
+0.15 |
10,799 |
46,313 |
-224 |
May17 |
161229 |
173.25 |
175.00 |
173.25 |
173.72 |
+0.12 |
4,495 |
27,970 |
+177 |
Jun17 |
161229 |
173.85 |
175.58 |
173.85 |
174.30 |
+0.11 |
8,337 |
46,185 |
-673 |
Jul17 |
161229 |
174.80 |
176.26 |
174.80 |
175.21 |
+0.12 |
1,306 |
11,323 |
+29 |
Aug17 |
161229 |
176.72 |
177.16 |
176.11 |
176.12 |
+0.15 |
876 |
5,078 |
-18 |
Sep17 |
161229 |
177.85 |
178.14 |
177.10 |
177.10 |
+0.20 |
784 |
8,796 |
-166 |
Oct17 |
161229 |
178.61 |
178.97 |
177.95 |
177.95 |
+0.23 |
900 |
5,679 |
+11 |
Nov17 |
161229 |
179.71 |
179.86 |
178.53 |
178.69 |
+0.27 |
770 |
4,038 |
-146 |
Dec17 |
161229 |
179.74 |
180.60 |
178.91 |
179.31 |
+0.30 |
4,189 |
36,449 |
+626 |
Jan18 |
161229 |
180.06 |
181.93 |
179.80 |
180.06 |
+0.33 |
358 |
2,999 |
+20 |
Feb18 |
161229 |
180.26 |
182.00 |
180.26 |
180.26 |
+0.35 |
143 |
1,906 |
+46 |
Total Volume and Open Interest |
127,187 |
439,089 |
-2,884 |
RBOB Gasoline(NYM) |
Jan17 |
161229 |
167.91 |
170.38 |
166.67 |
168.20 |
+0.74 |
38,013 |
19,560 |
-8,685 |
Feb17 |
161229 |
167.68 |
170.26 |
166.44 |
167.98 |
+0.41 |
50,041 |
128,830 |
+2,652 |
Mar17 |
161229 |
168.80 |
171.22 |
167.88 |
169.35 |
+0.38 |
17,233 |
74,622 |
+2,782 |
Apr17 |
161229 |
186.33 |
187.84 |
185.12 |
186.11 |
-0.10 |
9,120 |
43,699 |
-318 |
May17 |
161229 |
187.34 |
188.48 |
186.12 |
186.95 |
-0.10 |
4,150 |
28,001 |
-254 |
Jun17 |
161229 |
185.80 |
187.71 |
185.65 |
186.33 |
-0.05 |
3,709 |
35,014 |
-556 |
Jul17 |
161229 |
184.67 |
185.74 |
184.39 |
184.72 |
-0.04 |
1,587 |
14,704 |
+224 |
Aug17 |
161229 |
183.17 |
183.53 |
182.20 |
182.55 |
+0.07 |
1,264 |
6,219 |
+92 |
Sep17 |
161229 |
180.51 |
180.51 |
179.38 |
179.88 |
+0.29 |
1,320 |
14,121 |
-16 |
Oct17 |
161229 |
167.17 |
167.17 |
165.98 |
166.59 |
+0.34 |
1,046 |
4,602 |
+16 |
Total Volume and Open Interest |
131,388 |
403,774 |
-4,268 |
e-miNY RBOB Gasoline(NYM) |
Jan17 |
161229 |
168.20 |
168.20 |
168.20 |
168.20 |
+0.74 |
0 |
2 |
+0 |
Feb17 |
161229 |
168.00 |
168.00 |
167.98 |
168.00 |
+0.43 |
|
|
|
Mar17 |
161229 |
169.40 |
169.40 |
169.35 |
169.40 |
+0.43 |
|
|
|
Apr17 |
161229 |
186.10 |
186.11 |
186.10 |
186.10 |
-0.11 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb17 |
161229 |
3.872 |
3.884 |
3.754 |
3.802 |
-0.096 |
113,961 |
175,480 |
+5,234 |
Mar17 |
161229 |
3.800 |
3.809 |
3.706 |
3.754 |
-0.071 |
34,677 |
261,988 |
+1,328 |
Apr17 |
161229 |
3.629 |
3.645 |
3.574 |
3.605 |
-0.043 |
28,513 |
122,648 |
+1,254 |
May17 |
161229 |
3.582 |
3.603 |
3.542 |
3.572 |
-0.026 |
10,880 |
101,829 |
+654 |
Jun17 |
161229 |
3.588 |
3.617 |
3.559 |
3.587 |
-0.023 |
6,797 |
41,805 |
+1,057 |
Jul17 |
161229 |
3.617 |
3.638 |
3.586 |
3.610 |
-0.022 |
3,503 |
55,345 |
+568 |
Aug17 |
161229 |
3.606 |
3.624 |
3.573 |
3.598 |
-0.021 |
2,091 |
34,157 |
-12 |
Sep17 |
161229 |
3.573 |
3.600 |
3.552 |
3.574 |
-0.021 |
2,413 |
34,035 |
+272 |
Oct17 |
161229 |
3.607 |
3.619 |
3.570 |
3.592 |
-0.022 |
10,339 |
88,297 |
+1,495 |
Nov17 |
161229 |
3.638 |
3.651 |
3.609 |
3.626 |
-0.022 |
2,884 |
34,486 |
+288 |
Dec17 |
161229 |
3.736 |
3.747 |
3.688 |
3.724 |
-0.018 |
3,356 |
36,322 |
+834 |
Jan18 |
161229 |
3.798 |
3.829 |
3.780 |
3.801 |
-0.018 |
5,216 |
40,365 |
+989 |
Feb18 |
161229 |
3.758 |
3.759 |
3.732 |
3.749 |
-0.021 |
1,576 |
13,471 |
+204 |
Mar18 |
161229 |
3.622 |
3.658 |
3.619 |
3.634 |
-0.014 |
2,406 |
34,229 |
-185 |
Apr18 |
161229 |
2.971 |
2.988 |
2.959 |
2.974 |
+0.003 |
2,702 |
40,465 |
+65 |
May18 |
161229 |
2.892 |
2.913 |
2.887 |
2.899 |
+0.007 |
996 |
11,067 |
+375 |
Total Volume and Open Interest |
295,090 |
1,221,230 |
+3,670 |
Brent Crude Oil(ICE) |
Feb17 |
161229 |
56.01 |
56.63 |
55.91 |
56.14 |
-0.08 |
67,836 |
100,391 |
-8,246 |
Mar17 |
161229 |
56.73 |
57.33 |
56.66 |
56.85 |
-0.11 |
109,586 |
587,433 |
+11,471 |
Apr17 |
161229 |
57.39 |
57.95 |
57.31 |
57.50 |
-0.07 |
20,809 |
210,441 |
-1,042 |
May17 |
161229 |
57.83 |
58.45 |
57.83 |
58.03 |
-0.04 |
13,116 |
141,755 |
+58 |
Jun17 |
161229 |
58.21 |
58.84 |
58.21 |
58.42 |
-0.03 |
20,330 |
258,881 |
+1,291 |
Jul17 |
161229 |
58.45 |
59.08 |
58.45 |
58.67 |
-0.02 |
4,303 |
85,747 |
+241 |
Aug17 |
161229 |
58.63 |
59.18 |
58.61 |
58.79 |
unch |
4,400 |
54,487 |
+121 |
Sep17 |
161229 |
58.65 |
59.19 |
58.61 |
58.82 |
+0.01 |
4,683 |
72,233 |
+721 |
Oct17 |
161229 |
58.62 |
59.15 |
58.60 |
58.79 |
+0.02 |
1,407 |
34,623 |
-136 |
Nov17 |
161229 |
59.10 |
59.10 |
58.75 |
58.75 |
+0.02 |
578 |
26,985 |
-85 |
Dec17 |
161229 |
58.54 |
59.04 |
58.48 |
58.70 |
+0.03 |
13,263 |
225,886 |
+143 |
Jan18 |
161229 |
59.05 |
59.05 |
58.64 |
58.64 |
+0.02 |
625 |
29,263 |
+138 |
Feb18 |
161229 |
58.99 |
58.99 |
58.57 |
58.57 |
+0.01 |
503 |
19,426 |
-138 |
Mar18 |
161229 |
58.53 |
58.53 |
58.53 |
58.53 |
+0.02 |
433 |
24,218 |
+93 |
Total Volume and Open Interest |
274,314 |
2,219,091 |
+6,770 |
Gas Oil(ICE) |
Jan17 |
161229 |
500.50 |
505.50 |
500.50 |
502.75 |
+2.25 |
22,454 |
102,065 |
-2,402 |
Feb17 |
161229 |
505.25 |
509.50 |
504.25 |
506.50 |
+2.25 |
30,458 |
144,513 |
+4,800 |
Mar17 |
161229 |
507.00 |
512.25 |
507.00 |
509.25 |
+2.00 |
14,789 |
88,344 |
+806 |
Apr17 |
161229 |
509.50 |
514.00 |
509.00 |
511.25 |
+2.25 |
3,822 |
44,879 |
+286 |
May17 |
161229 |
511.50 |
515.75 |
511.00 |
513.25 |
+2.25 |
1,969 |
43,354 |
-67 |
Jun17 |
161229 |
513.50 |
517.25 |
513.00 |
515.00 |
+2.25 |
7,475 |
85,588 |
+309 |
Jul17 |
161229 |
516.50 |
519.50 |
515.75 |
517.25 |
+2.25 |
1,105 |
25,882 |
+133 |
Aug17 |
161229 |
519.00 |
521.25 |
518.00 |
519.50 |
+2.50 |
1,050 |
16,406 |
+202 |
Sep17 |
161229 |
522.00 |
524.25 |
520.25 |
521.75 |
+2.75 |
1,290 |
30,181 |
-214 |
Oct17 |
161229 |
524.00 |
526.25 |
522.25 |
523.75 |
+2.75 |
962 |
23,470 |
+322 |
Total Volume and Open Interest |
90,634 |
798,596 |
+4,555 |
Ethanol(CBOT) |
Jan17 |
161229 |
1.599 |
1.635 |
1.599 |
1.632 |
+0.063 |
429 |
305 |
-339 |
Feb17 |
161229 |
1.546 |
1.570 |
1.531 |
1.567 |
+0.041 |
443 |
3,492 |
+207 |
Mar17 |
161229 |
1.562 |
1.565 |
1.562 |
1.565 |
+0.034 |
38 |
639 |
+17 |
Apr17 |
161229 |
1.567 |
1.567 |
1.526 |
1.567 |
+0.034 |
5 |
698 |
+5 |
May17 |
161229 |
1.569 |
1.569 |
1.527 |
1.569 |
+0.034 |
0 |
9 |
+0 |
Jun17 |
161229 |
1.559 |
1.559 |
1.515 |
1.559 |
+0.034 |
0 |
2 |
+0 |
Jul17 |
161229 |
1.556 |
1.556 |
1.556 |
1.556 |
+0.034 |
|
|
|
Aug17 |
161229 |
1.555 |
1.555 |
1.555 |
1.555 |
+0.034 |
|
|
|
Total Volume and Open Interest |
915 |
5,161 |
-110 |
WTI Crude Oil(ICE) |
Feb17 |
161229 |
53.64 |
54.23 |
53.60 |
53.77 |
-0.29 |
18,158 |
69,445 |
-511 |
Mar17 |
161229 |
54.67 |
55.18 |
54.56 |
54.72 |
-0.23 |
20,761 |
95,488 |
+206 |
Apr17 |
161229 |
55.42 |
55.91 |
55.34 |
55.49 |
-0.18 |
6,635 |
26,432 |
-245 |
May17 |
161229 |
56.17 |
56.47 |
56.02 |
56.11 |
-0.14 |
3,380 |
22,700 |
+253 |
Jun17 |
161229 |
56.60 |
56.91 |
56.39 |
56.55 |
-0.10 |
5,883 |
64,587 |
-173 |
Jul17 |
161229 |
56.85 |
57.14 |
56.65 |
56.82 |
-0.06 |
796 |
8,025 |
-152 |
Aug17 |
161229 |
56.99 |
57.21 |
56.85 |
56.96 |
-0.04 |
491 |
11,696 |
+7 |
Sep17 |
161229 |
57.21 |
57.28 |
56.92 |
57.04 |
-0.02 |
1,347 |
18,184 |
-169 |
Oct17 |
161229 |
57.30 |
57.38 |
57.08 |
57.08 |
-0.01 |
136 |
4,618 |
+20 |
Nov17 |
161229 |
57.10 |
57.10 |
57.10 |
57.10 |
-0.01 |
211 |
2,833 |
+125 |
Dec17 |
161229 |
57.20 |
57.40 |
57.11 |
57.11 |
-0.01 |
4,375 |
83,076 |
+224 |
Jan18 |
161229 |
57.03 |
57.03 |
57.03 |
57.03 |
-0.01 |
5 |
2,077 |
-1 |
Feb18 |
161229 |
56.95 |
56.95 |
56.95 |
56.95 |
unch |
21 |
1,379 |
+11 |
Mar18 |
161229 |
56.86 |
56.86 |
56.86 |
56.86 |
+0.01 |
67 |
3,363 |
-29 |
Apr18 |
161229 |
56.76 |
56.76 |
56.76 |
56.76 |
+0.02 |
1 |
1,027 |
+0 |
May18 |
161229 |
56.67 |
56.67 |
56.67 |
56.67 |
+0.03 |
0 |
535 |
+0 |
Total Volume and Open Interest |
66,462 |
512,016 |
+2,419 |
US Dollar Index(ICE) |
Mar17 |
161229 |
103.195 |
103.210 |
102.650 |
102.710 |
-0.535 |
8,157 |
85,480 |
+286 |
Jun17 |
161229 |
103.135 |
103.190 |
102.610 |
102.685 |
-0.535 |
69 |
1,437 |
+57 |
Sep17 |
161229 |
102.750 |
102.750 |
102.520 |
102.610 |
-0.535 |
5 |
274 |
+2 |
Total Volume and Open Interest |
8,231 |
87,191 |
+345 |
Australian Dollar(CME) |
Mar17 |
161229 |
71.69 |
72.11 |
71.65 |
71.95 |
+0.24 |
27,283 |
93,926 |
+1,674 |
Jun17 |
161229 |
71.61 |
71.94 |
71.51 |
71.79 |
+0.24 |
22 |
472 |
+16 |
Sep17 |
161229 |
71.65 |
71.83 |
71.65 |
71.65 |
+0.23 |
0 |
17 |
+0 |
Total Volume and Open Interest |
27,305 |
94,451 |
+1,690 |
British Pound(CME) |
Mar17 |
161229 |
122.45 |
122.93 |
122.28 |
122.74 |
+0.26 |
31,557 |
211,497 |
-599 |
Jun17 |
161229 |
122.78 |
123.21 |
122.59 |
123.04 |
+0.27 |
4 |
777 |
+0 |
Sep17 |
161229 |
123.34 |
123.47 |
123.02 |
123.34 |
+0.27 |
0 |
162 |
+0 |
Total Volume and Open Interest |
31,565 |
212,492 |
-595 |
Canadian Dollar(CME) |
Mar17 |
161229 |
73.85 |
74.26 |
73.82 |
74.18 |
+0.33 |
26,537 |
90,349 |
+1,020 |
Jun17 |
161229 |
74.19 |
74.34 |
73.93 |
74.27 |
+0.34 |
53 |
1,835 |
-6 |
Sep17 |
161229 |
74.40 |
74.42 |
74.27 |
74.36 |
+0.33 |
20 |
473 |
+20 |
Dec17 |
161229 |
74.50 |
74.53 |
74.39 |
74.47 |
+0.34 |
0 |
533 |
+0 |
Total Volume and Open Interest |
26,610 |
93,212 |
+1,034 |
Japanese Yen(CME) |
Mar17 |
161229 |
85.69 |
86.32 |
85.61 |
86.01 |
+0.34 |
43,949 |
219,026 |
+2,107 |
Jun17 |
161229 |
86.09 |
86.72 |
86.04 |
86.43 |
+0.35 |
53 |
284 |
+0 |
Sep17 |
161229 |
87.06 |
87.07 |
86.77 |
86.88 |
+0.38 |
0 |
29 |
+0 |
Total Volume and Open Interest |
44,002 |
219,343 |
+2,107 |
Swiss Franc(CME) |
Mar17 |
161229 |
97.69 |
98.38 |
97.64 |
98.08 |
+0.34 |
7,343 |
54,518 |
-440 |
Jun17 |
161229 |
98.60 |
98.95 |
98.27 |
98.70 |
+0.35 |
0 |
78 |
+0 |
Sep17 |
161229 |
99.34 |
99.56 |
99.34 |
99.34 |
+0.38 |
0 |
4 |
+0 |
Total Volume and Open Interest |
7,343 |
54,605 |
-440 |
EuroFX(CME) |
Mar17 |
161229 |
104.57 |
105.31 |
104.51 |
105.21 |
+0.63 |
55,644 |
396,709 |
+2,685 |
Jun17 |
161229 |
105.10 |
105.82 |
105.04 |
105.74 |
+0.64 |
83 |
8,650 |
+3 |
Sep17 |
161229 |
106.01 |
106.36 |
105.60 |
106.28 |
+0.66 |
14 |
272 |
+12 |
Total Volume and Open Interest |
55,741 |
405,681 |
+2,700 |
Mexican Peso(CME) |
Jan17 |
161229 |
482.50 |
482.50 |
482.50 |
482.50 |
+1.38 |
|
|
|
Feb17 |
161229 |
480.50 |
480.50 |
480.50 |
480.50 |
+1.38 |
|
|
|
Total Volume and Open Interest |
23,307 |
143,192 |
+1,424 |
Brazilian Real(CME) |
Jan17 |
161229 |
306.50 |
307.15 |
306.45 |
306.85 |
+2.35 |
18,546 |
12,339 |
-8,844 |
Feb17 |
161229 |
303.00 |
305.60 |
303.00 |
304.90 |
+2.95 |
17,820 |
23,295 |
+17,190 |
Mar17 |
161229 |
300.85 |
303.30 |
300.85 |
302.85 |
+3.05 |
107 |
6,315 |
+6 |
Apr17 |
161229 |
300.40 |
300.40 |
300.40 |
300.40 |
+3.15 |
|
|
|
Total Volume and Open Interest |
36,473 |
41,949 |
+8,352 |
30-Year T-Bonds(CBOT) |
Mar17 |
161229 |
149~210 |
150~120 |
149~170 |
149~290 |
+0~060 |
63,925 |
594,134 |
+3,447 |
Jun17 |
161229 |
148~200 |
148~200 |
148~000 |
148~200 |
+0~060 |
0 |
4 |
+0 |
Sep17 |
161229 |
148~200 |
148~200 |
148~200 |
148~200 |
+0~060 |
|
|
|
Total Volume and Open Interest |
63,925 |
594,138 |
+3,447 |
10-Year T-Notes(CBOT) |
Mar17 |
161229 |
123~205 |
124~025 |
123~195 |
123~300 |
+0~095 |
263,382 |
3,029,601 |
+5,414 |
Jun17 |
161229 |
123~075 |
123~095 |
123~075 |
123~095 |
+0~095 |
0 |
7 |
+0 |
Sep17 |
161229 |
123~095 |
123~095 |
123~095 |
123~095 |
+0~095 |
|
|
|
Total Volume and Open Interest |
263,382 |
3,029,608 |
+5,414 |
5-Year T-Notes(CBOT) |
Dec16 |
161229 |
118~006 |
118~042 |
117~316 |
118~042 |
+0~074 |
696 |
21,049 |
-382 |
Mar17 |
161229 |
117~086 |
117~182 |
117~080 |
117~160 |
+0~076 |
178,714 |
2,945,401 |
+16,866 |
Jun17 |
161229 |
117~050 |
117~050 |
117~050 |
117~050 |
+0~066 |
0 |
1 |
+0 |
Total Volume and Open Interest |
179,410 |
2,966,451 |
+16,484 |
2 Year T-Notes(CBOT) |
Dec16 |
161229 |
108~192 |
108~206 |
108~192 |
108~206 |
+0~026 |
466 |
3,893 |
-153 |
Mar17 |
161229 |
108~074 |
108~102 |
108~072 |
108~100 |
+0~026 |
82,267 |
1,132,146 |
+8,093 |
Jun17 |
161229 |
108~040 |
108~040 |
108~040 |
108~040 |
+0~026 |
|
|
|
Total Volume and Open Interest |
82,733 |
1,136,039 |
+7,940 |
Eurodollars(CME) |
Mar17 |
161229 |
98.940 |
98.955 |
98.940 |
98.955 |
+0.015 |
56,807 |
1,430,632 |
-19,440 |
Jun17 |
161229 |
98.765 |
98.785 |
98.760 |
98.785 |
+0.020 |
53,421 |
1,308,145 |
+3,485 |
Sep17 |
161229 |
98.605 |
98.640 |
98.605 |
98.635 |
+0.030 |
57,380 |
1,166,848 |
+982 |
Dec17 |
161229 |
98.435 |
98.475 |
98.435 |
98.470 |
+0.040 |
67,229 |
1,310,953 |
+3,904 |
Mar18 |
161229 |
98.305 |
98.355 |
98.305 |
98.345 |
+0.040 |
53,425 |
995,548 |
-7,001 |
Jun18 |
161229 |
98.170 |
98.230 |
98.170 |
98.215 |
+0.040 |
41,215 |
625,055 |
-1,473 |
Sep18 |
161229 |
98.055 |
98.115 |
98.055 |
98.100 |
+0.045 |
32,422 |
457,811 |
-4,140 |
Dec18 |
161229 |
97.925 |
97.990 |
97.925 |
97.970 |
+0.045 |
38,528 |
654,754 |
-850 |
Mar19 |
161229 |
97.835 |
97.900 |
97.830 |
97.880 |
+0.045 |
31,020 |
619,764 |
-2,515 |
Jun19 |
161229 |
97.745 |
97.815 |
97.745 |
97.795 |
+0.045 |
18,296 |
511,801 |
+911 |
Sep19 |
161229 |
97.675 |
97.745 |
97.670 |
97.720 |
+0.045 |
17,761 |
421,903 |
-908 |
Dec19 |
161229 |
97.585 |
97.665 |
97.585 |
97.640 |
+0.050 |
20,601 |
377,671 |
+480 |
Mar20 |
161229 |
97.535 |
97.610 |
97.535 |
97.585 |
+0.050 |
13,479 |
273,039 |
+1,059 |
Jun20 |
161229 |
97.480 |
97.555 |
97.480 |
97.530 |
+0.045 |
9,483 |
161,629 |
+817 |
Sep20 |
161229 |
97.435 |
97.505 |
97.430 |
97.480 |
+0.045 |
8,440 |
129,823 |
+769 |
Dec20 |
161229 |
97.370 |
97.445 |
97.370 |
97.415 |
+0.045 |
10,652 |
149,860 |
+2,862 |
Mar21 |
161229 |
97.330 |
97.395 |
97.325 |
97.370 |
+0.045 |
5,237 |
98,707 |
-212 |
Jun21 |
161229 |
97.280 |
97.345 |
97.280 |
97.320 |
+0.040 |
5,449 |
87,210 |
-254 |
Total Volume and Open Interest |
5,527,581 |
1,132,747 |
-21,062 |
Ultra T-Bond(CBOT) |
Dec16 |
161220 |
158~18 |
159~13 |
158~06 |
158~18 |
-0~22 |
2,561 |
3,764 |
-2,039 |
Mar17 |
161229 |
159~00 |
159~28 |
158~29 |
159~09 |
+0~01 |
26,795 |
687,251 |
+1,429 |
Jun17 |
161229 |
157~31 |
157~31 |
157~31 |
157~31 |
+0~01 |
|
|
|
Total Volume and Open Interest |
26,795 |
687,251 |
+1,429 |
Ultra 10-Yr T-Note(CBOT) |
Dec16 |
161220 |
132~280 |
133~050 |
132~215 |
133~005 |
-0~040 |
451 |
1,103 |
-208 |
Mar17 |
161229 |
133~025 |
133~225 |
133~025 |
133~155 |
+0~115 |
25,026 |
288,896 |
+3,035 |
Jun17 |
161229 |
132~235 |
132~235 |
132~235 |
132~235 |
+0~115 |
|
|
|
Total Volume and Open Interest |
25,026 |
288,896 |
+3,035 |
30 Day Federal Funds(CBOT) |
Dec16 |
161229 |
99.465 |
99.465 |
99.463 |
99.465 |
unch |
46 |
77,804 |
-16 |
Jan17 |
161229 |
99.355 |
99.360 |
99.355 |
99.355 |
unch |
788 |
194,359 |
-866 |
Feb17 |
161229 |
99.350 |
99.350 |
99.345 |
99.345 |
unch |
107 |
87,095 |
-30 |
Mar17 |
161229 |
99.315 |
99.315 |
99.310 |
99.310 |
unch |
949 |
81,842 |
-626 |
Apr17 |
161229 |
99.290 |
99.295 |
99.290 |
99.290 |
unch |
794 |
216,662 |
-35 |
May17 |
161229 |
99.255 |
99.255 |
99.250 |
99.250 |
unch |
2,868 |
66,166 |
+36 |
Total Volume and Open Interest |
16,858 |
979,571 |
-3,427 |
3-Mth Euro-Yen(CME) |
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 |
|
|
|
Jun19 |
160722 |
99.295 |
99.295 |
99.295 |
99.295 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Mar17 |
161228 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Jun17 |
161228 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Sep17 |
161228 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Dec17 |
161228 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Mar18 |
161228 |
99.96 |
99.96 |
99.96 |
99.96 |
unch |
|
|
|
Jun18 |
161228 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
|
|
|
Sep18 |
161228 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Dec18 |
161228 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Japanese Govt Bonds(SGX) |
Mar17 |
161228 |
149.86 |
149.99 |
149.81 |
149.97 |
+0.17 |
256 |
13,954 |
-87 |
Jun17 |
161228 |
149.95 |
149.95 |
149.95 |
149.95 |
+0.17 |
|
|
|
Sep17 |
161228 |
149.95 |
149.95 |
149.95 |
149.95 |
+0.17 |
|
|
|
Total Volume and Open Interest |
256 |
13,954 |
-87 |
Euro-Buxl(EUREX) |
Mar17 |
161229 |
175.74 |
176.22 |
175.12 |
176.02 |
+1.50 |
11,591 |
190,792 |
+5,162 |
Jun17 |
161229 |
173.44 |
174.08 |
172.40 |
174.08 |
+1.50 |
2 |
4 |
+1 |
Sep17 |
161229 |
171.02 |
171.02 |
171.02 |
171.02 |
+1.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
11,593 |
190,806 |
+264 |
Euro-Bund(EUREX) |
Mar17 |
161229 |
164.44 |
164.65 |
164.27 |
164.60 |
+0.55 |
148,150 |
1,649,146 |
+99,123 |
Jun17 |
161229 |
161.18 |
161.40 |
161.13 |
161.40 |
+0.52 |
8 |
284 |
+38 |
Sep17 |
161229 |
161.40 |
161.40 |
161.40 |
161.40 |
+0.52 |
|
|
|
Total Volume and Open Interest |
148,158 |
1,649,430 |
+44,118 |
Euro-Bobl(EUREX) |
Mar17 |
161229 |
133.80 |
133.81 |
133.62 |
133.71 |
+0.01 |
106,105 |
1,317,785 |
+100,709 |
Jun17 |
161229 |
131.50 |
131.50 |
131.50 |
131.50 |
+0.01 |
0 |
10 |
+0 |
Sep17 |
161229 |
131.50 |
131.50 |
131.50 |
131.50 |
+0.01 |
|
|
|
Total Volume and Open Interest |
106,105 |
1,317,795 |
+58,344 |
Euro-Schatz(EUREX) |
Mar17 |
161229 |
112.35 |
112.36 |
112.29 |
112.30 |
-0.04 |
66,817 |
1,284,029 |
+60,491 |
Jun17 |
161229 |
112.18 |
112.18 |
112.18 |
112.18 |
-0.04 |
0 |
16 |
+0 |
Sep17 |
161229 |
112.18 |
112.18 |
112.18 |
112.18 |
-0.04 |
|
|
|
Total Volume and Open Interest |
66,817 |
1,284,045 |
+22,953 |
3-Mth Euribor(EUREX) |
Dec16 |
161219 |
100.313 |
100.313 |
100.313 |
100.313 |
-0.003 |
0 |
2,979 |
+0 |
Mar17 |
161229 |
100.310 |
100.315 |
100.310 |
100.315 |
+0.005 |
0 |
3,956 |
+1 |
Jun17 |
161229 |
100.290 |
100.300 |
100.290 |
100.300 |
+0.010 |
0 |
33,567 |
-2 |
Total Volume and Open Interest |
26 |
71,174 |
+3 |
Long Gilt(LIFFE) |
Mar17 |
161229 |
125~09 |
125~32 |
125~08 |
125~28 |
+0~27 |
0 |
582,495 |
+129 |
Jun17 |
161229 |
124~30 |
124~30 |
124~30 |
124~30 |
+0~27 |
|
|
|
Total Volume and Open Interest |
28,075 |
588,004 |
+108 |
3-Mth Short Sterling(LIFFE) |
Mar17 |
161229 |
99.61 |
99.62 |
99.61 |
99.61 |
-0.01 |
0 |
357,675 |
+188 |
Jun17 |
161229 |
99.58 |
99.60 |
99.58 |
99.58 |
unch |
0 |
394,666 |
-11 |
Sep17 |
161229 |
99.54 |
99.57 |
99.53 |
99.55 |
+0.02 |
0 |
257,548 |
+655 |
Dec17 |
161229 |
99.48 |
99.53 |
99.48 |
99.52 |
+0.04 |
0 |
306,822 |
-563 |
Mar18 |
161229 |
99.43 |
99.49 |
99.43 |
99.47 |
+0.04 |
0 |
171,475 |
-2,074 |
Jun18 |
161229 |
99.38 |
99.44 |
99.38 |
99.42 |
+0.04 |
0 |
172,720 |
-1,629 |
Total Volume and Open Interest |
111,725 |
2,244,218 |
-16,742 |
3-Mth Euribor(LIFFE) |
Mar17 |
161229 |
100.305 |
100.315 |
100.305 |
100.315 |
+0.010 |
22,442 |
386,595 |
+2,838 |
Jun17 |
161229 |
100.290 |
100.300 |
100.285 |
100.295 |
+0.010 |
7,569 |
380,720 |
-186 |
Sep17 |
161229 |
100.275 |
100.280 |
100.265 |
100.275 |
+0.005 |
11,166 |
328,754 |
+1,587 |
Total Volume and Open Interest |
149,362 |
3,006,917 |
+19,350 |
3-Mth Aus T-Bills(SFE) |
Mar17 |
161229 |
98.16 |
98.17 |
98.15 |
98.17 |
+0.01 |
8,551 |
200,639 |
+1,511 |
Jun17 |
161229 |
98.11 |
98.13 |
98.10 |
98.13 |
+0.02 |
8,920 |
227,264 |
+4,275 |
Sep17 |
161229 |
98.03 |
98.07 |
98.02 |
98.06 |
+0.03 |
9,099 |
153,142 |
-491 |
Dec17 |
161229 |
97.93 |
97.98 |
97.92 |
97.98 |
+0.04 |
6,260 |
173,390 |
+2,159 |
Mar18 |
161229 |
97.82 |
97.89 |
97.82 |
97.88 |
+0.05 |
4,151 |
89,685 |
+1,196 |
Jun18 |
161229 |
97.72 |
97.79 |
97.72 |
97.78 |
+0.06 |
3,973 |
68,587 |
-272 |
Sep18 |
161229 |
97.62 |
97.69 |
97.61 |
97.68 |
+0.06 |
919 |
47,159 |
-606 |
Dec18 |
161229 |
97.51 |
97.59 |
97.51 |
97.58 |
+0.07 |
677 |
23,798 |
+312 |
Mar19 |
161229 |
97.41 |
97.50 |
97.41 |
97.49 |
+0.09 |
285 |
6,070 |
+13 |
Jun19 |
161229 |
97.33 |
97.39 |
97.32 |
97.39 |
+0.09 |
13 |
3,173 |
+3 |
Total Volume and Open Interest |
42,899 |
994,289 |
+8,150 |
10-Year Aus T-Bonds(SFE) |
Mar17 |
161229 |
97.12 |
97.20 |
97.11 |
97.19 |
+0.08 |
36,437 |
889,139 |
+1,237 |
Jun17 |
161229 |
97.19 |
97.19 |
97.19 |
97.19 |
+0.08 |
|
|
|
Total Volume and Open Interest |
36,437 |
889,139 |
+1,237 |
3-Year Aus T-Bonds(SFE) |
Mar17 |
161229 |
97.87 |
97.95 |
97.86 |
97.93 |
+0.06 |
67,031 |
843,813 |
+5,870 |
Jun17 |
161229 |
97.93 |
97.93 |
97.93 |
97.93 |
+0.06 |
|
|
|
Total Volume and Open Interest |
67,031 |
843,813 |
+5,870 |
Gold(CMX) |
Feb17 |
161229 |
1143.1 |
1160.6 |
1142.6 |
1158.1 |
+17.2 |
108,454 |
270,797 |
-7,430 |
Apr17 |
161229 |
1145.5 |
1163.1 |
1145.5 |
1160.7 |
+17.1 |
3,094 |
45,815 |
+2,000 |
Jun17 |
161229 |
1149.8 |
1165.9 |
1149.8 |
1163.5 |
+17.2 |
1,152 |
36,000 |
+32 |
Aug17 |
161229 |
1153.4 |
1166.3 |
1153.4 |
1166.3 |
+17.2 |
156 |
11,346 |
+22 |
Oct17 |
161229 |
1159.6 |
1170.1 |
1156.8 |
1169.3 |
+17.2 |
43 |
3,301 |
+22 |
Dec17 |
161229 |
1159.3 |
1174.2 |
1159.3 |
1172.3 |
+17.2 |
212 |
21,872 |
+14 |
Feb18 |
161229 |
1175.6 |
1175.6 |
1156.0 |
1175.6 |
+17.2 |
2 |
208 |
+2 |
Apr18 |
161229 |
1179.1 |
1179.1 |
1162.5 |
1179.1 |
+17.2 |
0 |
163 |
+0 |
Jun18 |
161229 |
1182.8 |
1182.8 |
1155.0 |
1182.8 |
+17.2 |
0 |
4,210 |
+0 |
Aug18 |
161229 |
1174.4 |
1186.5 |
1174.4 |
1186.5 |
+17.2 |
0 |
6 |
+0 |
Oct18 |
161229 |
1190.2 |
1190.2 |
1178.0 |
1190.2 |
+17.2 |
1 |
3 |
+0 |
Dec18 |
161229 |
1194.0 |
1194.0 |
1178.6 |
1194.0 |
+17.2 |
5 |
2,051 |
-2 |
Total Volume and Open Interest |
114,181 |
401,513 |
-5,822 |
Silver(CMX) |
Mar17 |
161229 |
1608.0 |
1631.0 |
1604.0 |
1621.8 |
+18.0 |
31,243 |
132,690 |
+818 |
May17 |
161229 |
1612.5 |
1635.0 |
1610.5 |
1627.3 |
+18.3 |
597 |
15,828 |
+261 |
Jul17 |
161229 |
1625.5 |
1636.5 |
1616.0 |
1632.4 |
+18.5 |
150 |
5,934 |
-6 |
Sep17 |
161229 |
1622.0 |
1637.5 |
1622.0 |
1637.5 |
+18.6 |
17 |
1,325 |
+5 |
Dec17 |
161229 |
1629.0 |
1645.5 |
1628.5 |
1645.0 |
+18.8 |
90 |
5,272 |
+54 |
Mar18 |
161229 |
1653.8 |
1730.0 |
1653.8 |
1653.8 |
+18.8 |
0 |
14 |
+0 |
May18 |
161229 |
1658.1 |
1658.1 |
1658.1 |
1658.1 |
+18.8 |
0 |
5 |
+0 |
Total Volume and Open Interest |
32,440 |
163,097 |
+1,144 |
Platinum(NYMEX) |
Jan17 |
161229 |
900.7 |
907.4 |
896.0 |
897.8 |
-1.8 |
9,394 |
10,150 |
-3,720 |
Apr17 |
161229 |
901.6 |
910.2 |
899.8 |
902.4 |
+0.2 |
7,408 |
50,736 |
+3,231 |
Jul17 |
161229 |
911.9 |
912.0 |
904.1 |
906.1 |
+0.3 |
156 |
2,342 |
+123 |
Oct17 |
161229 |
909.4 |
916.4 |
905.1 |
909.4 |
+0.3 |
3 |
220 |
+0 |
Total Volume and Open Interest |
17,017 |
63,714 |
-342 |
Palladium(NYMEX) |
Mar17 |
161229 |
668.90 |
676.50 |
667.50 |
675.65 |
+8.80 |
2,761 |
23,600 |
-293 |
Jun17 |
161229 |
674.95 |
676.55 |
674.15 |
676.55 |
+8.75 |
3 |
666 |
+0 |
Sep17 |
161229 |
678.00 |
678.00 |
678.00 |
678.00 |
+8.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,773 |
24,290 |
-301 |
Copper(CMX) |
Mar17 |
161229 |
250.60 |
252.60 |
248.40 |
248.80 |
-1.25 |
39,490 |
147,158 |
+1,455 |
May17 |
161229 |
251.35 |
253.15 |
249.25 |
249.45 |
-1.25 |
704 |
27,167 |
-20 |
Jul17 |
161229 |
253.60 |
253.60 |
249.85 |
250.05 |
-1.25 |
185 |
21,971 |
-51 |
Sep17 |
161229 |
252.30 |
254.05 |
250.15 |
250.45 |
-1.25 |
64 |
6,807 |
-8 |
Dec17 |
161229 |
251.15 |
251.15 |
250.70 |
250.75 |
-1.25 |
97 |
10,024 |
+0 |
Total Volume and Open Interest |
41,346 |
227,733 |
+1,112 |
E-mini DJIA Index(CBOT) |
Mar17 |
161229 |
19779 |
19817 |
19729 |
19759 |
-16 |
45,577 |
129,209 |
+88 |
Jun17 |
161229 |
19733 |
19740 |
19678 |
19699 |
-14 |
33 |
173 |
-9 |
Sep17 |
161229 |
19647 |
19647 |
19647 |
19647 |
-14 |
|
|
|
Dec17 |
161229 |
19605 |
19719 |
19605 |
19605 |
-14 |
0 |
1 |
+0 |
Total Volume and Open Interest |
45,610 |
129,383 |
+79 |
S & P 500(CME) |
Mar17 |
161229 |
2246.00 |
2247.60 |
2244.40 |
2245.10 |
-0.20 |
1,772 |
56,668 |
-326 |
Jun17 |
161229 |
2239.50 |
2244.80 |
2234.80 |
2239.50 |
-0.30 |
10 |
1,890 |
-4 |
Sep17 |
161229 |
2235.10 |
2240.40 |
2230.40 |
2235.10 |
-0.30 |
0 |
27 |
+0 |
Dec17 |
161229 |
2230.30 |
2235.60 |
2225.60 |
2230.30 |
-0.30 |
|
|
|
Total Volume and Open Interest |
1,782 |
58,585 |
-330 |
S & P 500 E-Mini(Globex) |
Mar17 |
161229 |
2245.50 |
2250.00 |
2239.50 |
2245.00 |
-0.25 |
498,741 |
2,744,092 |
-11,154 |
Jun17 |
161229 |
2241.50 |
2244.25 |
2234.00 |
2239.50 |
-0.25 |
1,648 |
9,852 |
+202 |
Sep17 |
161229 |
2234.50 |
2235.25 |
2232.50 |
2235.00 |
-0.50 |
0 |
169 |
+0 |
Dec17 |
161229 |
2226.00 |
2230.25 |
2226.00 |
2230.25 |
-0.25 |
0 |
66 |
+0 |
Total Volume and Open Interest |
500,389 |
2,754,179 |
-10,952 |
NASDAQ 100 E-Mini(Globex) |
Mar17 |
161229 |
4923.80 |
4933.50 |
4901.30 |
4918.50 |
-5.30 |
100,365 |
224,085 |
-1,433 |
Jun17 |
161229 |
4918.00 |
4932.00 |
4901.50 |
4917.00 |
-5.30 |
40 |
247 |
-1 |
Sep17 |
161229 |
4917.00 |
4919.80 |
4917.00 |
4919.80 |
-5.20 |
2 |
55 |
+0 |
Total Volume and Open Interest |
100,407 |
224,401 |
-1,434 |
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 |
161229 |
1662.00 |
1670.60 |
1659.20 |
1666.00 |
+4.70 |
6,508 |
96,014 |
-255 |
Jun17 |
161229 |
1658.00 |
1658.50 |
1658.00 |
1658.00 |
+4.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
6,508 |
96,015 |
-255 |
Volatility Index(CBOE) |
Dec16 |
161221 |
11.50 |
11.60 |
11.30 |
11.45 |
-0.13 |
78,073 |
86,037 |
-33,842 |
Jan17 |
161229 |
14.60 |
15.05 |
14.50 |
14.83 |
+0.20 |
32,058 |
215,882 |
-14,498 |
Feb17 |
161229 |
16.20 |
16.55 |
16.07 |
16.38 |
+0.15 |
25,047 |
89,457 |
+7,194 |
Mar17 |
161229 |
17.35 |
17.62 |
17.23 |
17.43 |
+0.10 |
7,544 |
33,514 |
+1,852 |
Total Volume and Open Interest |
71,043 |
402,508 |
-4,592 |
Russell 2000 Mini(ICE) |
Mar17 |
161229 |
1361.20 |
1371.70 |
1355.80 |
1362.60 |
+2.30 |
59,494 |
676,220 |
+1,710 |
Jun17 |
161229 |
1354.40 |
1359.60 |
1354.40 |
1359.60 |
+2.30 |
1 |
370 |
+1 |
Sep17 |
161229 |
1356.60 |
1356.60 |
1356.60 |
1356.60 |
+2.30 |
0 |
201 |
+0 |
Total Volume and Open Interest |
59,495 |
676,871 |
+1,711 |
Nikkei 225(CME) |
Mar17 |
161229 |
19395 |
19395 |
18990 |
19090 |
-300 |
2,958 |
28,503 |
-8 |
Jun17 |
161229 |
19015 |
19015 |
19015 |
19015 |
-300 |
|
|
|
Total Volume and Open Interest |
2,958 |
28,503 |
-8 |
Nikkei 225(SGX) |
Mar17 |
161229 |
19035 |
19085 |
18960 |
19065 |
-390 |
28,994 |
204,115 |
+4,780 |
Jun17 |
161229 |
18855 |
18940 |
18855 |
18940 |
-390 |
2 |
359 |
+0 |
Sep17 |
161228 |
19300 |
19300 |
19300 |
19300 |
+110 |
0 |
5 |
+0 |
Total Volume and Open Interest |
20,048 |
207,713 |
+1,064 |
Nikkei 225 Mini(JPX) |
Dec16 |
161208 |
18525 |
18790 |
18485 |
18790 |
+290 |
877,826 |
406,905 |
-30,967 |
Mar17 |
161228 |
19360 |
19440 |
19350 |
19430 |
+90 |
298,113 |
349,472 |
+8,551 |
Jun17 |
161228 |
19230 |
19305 |
19220 |
19300 |
+90 |
2,496 |
7,152 |
+27 |
Total Volume and Open Interest |
323,051 |
509,606 |
+8,414 |
Nikkei 225(JPX) |
Dec16 |
161208 |
18530 |
18790 |
18490 |
18790 |
+290 |
173,401 |
259,863 |
-101,754 |
Mar17 |
161228 |
19350 |
19440 |
19350 |
19430 |
+110 |
23,553 |
351,839 |
-889 |
Jun17 |
161228 |
19230 |
19300 |
19230 |
19300 |
+90 |
55 |
18,203 |
+1 |
Total Volume and Open Interest |
23,624 |
446,117 |
-1,237 |
Nikkei 225(CME) Yen |
Dec16 |
161208 |
18630 |
18920 |
18610 |
18860 |
+230 |
67,553 |
53,178 |
-9,334 |
Mar17 |
161229 |
19320 |
19330 |
18925 |
19025 |
-300 |
12,628 |
55,679 |
+272 |
Jun17 |
161229 |
18895 |
19310 |
18895 |
18895 |
-300 |
0 |
4 |
+0 |
Total Volume and Open Interest |
12,628 |
55,684 |
+272 |
Nikkei 225(CME) e-Mini Yen |
Dec16 |
161208 |
18860 |
18900 |
18860 |
18860 |
+230 |
0 |
307 |
+0 |
Mar17 |
161229 |
19050 |
19050 |
19000 |
19030 |
-300 |
0 |
94 |
+0 |
Jun17 |
161229 |
18900 |
18900 |
18900 |
18900 |
-300 |
|
|
|
Total Volume and Open Interest |
0 |
94 |
+0 |
CAC 40(EURONEXT) |
Jan17 |
161229 |
4834.5 |
4847.0 |
4822.0 |
4840.0 |
-9.0 |
26,347 |
285,073 |
-4,696 |
Feb17 |
161229 |
4825.5 |
4844.0 |
4825.5 |
4838.0 |
-9.0 |
7 |
188 |
+7 |
Mar17 |
161229 |
4834.5 |
4841.0 |
4820.0 |
4836.0 |
-8.5 |
83 |
7,496 |
+16 |
Total Volume and Open Interest |
26,437 |
292,819 |
-4,673 |
Hang Seng Index(HKFE) |
Dec16 |
161229 |
21723 |
21744 |
21499 |
21725 |
+4 |
128,271 |
70,568 |
-26,960 |
Jan17 |
161229 |
21735 |
21799 |
21510 |
21789 |
+58 |
62,759 |
79,628 |
+37,141 |
Total Volume and Open Interest |
194,056 |
160,372 |
+12,437 |
DAX(EUREX) |
Mar17 |
161229 |
11451.5 |
11465.0 |
11412.5 |
11442.5 |
-29.0 |
23,655 |
149,214 |
+13,519 |
Jun17 |
161229 |
11443.0 |
11480.0 |
11440.0 |
11466.0 |
-30.0 |
20 |
700 |
+5 |
Sep17 |
161229 |
11459.0 |
11459.0 |
11459.0 |
11459.0 |
-29.0 |
0 |
3 |
+0 |
Total Volume and Open Interest |
23,675 |
149,917 |
+3,869 |
Mini-DAX(EUREX) |
Dec16 |
161216 |
11374.0 |
11452.0 |
11352.0 |
11406.5 |
+25.5 |
21,293 |
14,501 |
-209 |
Mar17 |
161229 |
11445.0 |
11463.0 |
11412.0 |
11442.5 |
-29.0 |
4,736 |
6,388 |
+1,092 |
Jun17 |
161229 |
11455.0 |
11466.0 |
11448.0 |
11466.0 |
-30.0 |
0 |
293 |
-3 |
Total Volume and Open Interest |
4,736 |
6,681 |
+111 |
FT-SE 100(EURONEXT) |
Mar17 |
161229 |
7018.00 |
7062.50 |
7012.50 |
7052.50 |
+12.00 |
0 |
728,777 |
+1,196 |
Jun17 |
161229 |
6967.00 |
6979.00 |
6967.00 |
6979.00 |
+12.00 |
0 |
29,318 |
+2 |
Sep17 |
161229 |
6919.00 |
6919.00 |
6919.00 |
6919.00 |
+11.00 |
|
|
|
Total Volume and Open Interest |
18,559 |
758,095 |
+1,198 |
SPI 200(SFE) |
Mar17 |
161229 |
5649.0 |
5675.0 |
5624.0 |
5670.0 |
+20.0 |
16,431 |
256,652 |
+1,643 |
Jun17 |
161229 |
5618.0 |
5656.0 |
5618.0 |
5656.0 |
+21.0 |
0 |
1,429 |
+0 |
Sep17 |
161229 |
5606.0 |
5606.0 |
5606.0 |
5606.0 |
+21.0 |
0 |
1,670 |
+0 |
Total Volume and Open Interest |
16,468 |
259,971 |
+1,650 |
FTSE MIB(ISE) |
Mar17 |
161229 |
19155.00 |
19260.00 |
19105.00 |
19169.00 |
-42.00 |
8,477 |
38,238 |
+112 |
Jun17 |
161229 |
18830.00 |
18830.00 |
18762.00 |
18762.00 |
-42.00 |
3 |
17 |
-1 |
Total Volume and Open Interest |
8,480 |
38,255 |
+111 |
KOSPI 200(KFE) |
Mar17 |
161229 |
260.00 |
260.15 |
259.90 |
260.05 |
-0.35 |
33,823 |
132,040 |
+3,394 |
Jun17 |
161229 |
260.65 |
260.90 |
260.65 |
260.90 |
-0.05 |
57 |
4,252 |
+2 |
Sep17 |
161229 |
261.90 |
261.90 |
261.90 |
261.90 |
-0.35 |
0 |
603 |
+125 |
Total Volume and Open Interest |
33,880 |
143,905 |
+3,521 |
GSCI(CME) |
Jan17 |
161229 |
400.35 |
400.35 |
398.00 |
398.45 |
-0.25 |
94 |
14,315 |
+14 |
Feb17 |
161229 |
401.15 |
401.15 |
401.15 |
401.15 |
-0.25 |
|
|
|
Mar17 |
161229 |
407.25 |
407.25 |
407.25 |
407.25 |
-0.25 |
|
|
|
Total Volume and Open Interest |
94 |
14,315 |
+14 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|