|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon January 02, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan17 |
161230 |
1003.50 |
1010.50 |
995.00 |
996.50 |
-6.75 |
54,617 |
30,010 |
-24,381 |
Mar17 |
161230 |
1013.50 |
1018.50 |
1002.50 |
1004.00 |
-8.75 |
94,731 |
323,426 |
-8,404 |
May17 |
161230 |
1022.00 |
1026.50 |
1011.00 |
1012.50 |
-8.75 |
17,462 |
96,907 |
-491 |
Jul17 |
161230 |
1027.75 |
1032.75 |
1017.50 |
1019.00 |
-8.75 |
16,688 |
101,775 |
+1,980 |
Aug17 |
161230 |
1026.00 |
1030.50 |
1016.75 |
1017.75 |
-8.00 |
387 |
6,869 |
+41 |
Sep17 |
161230 |
1006.50 |
1013.50 |
1001.50 |
1002.25 |
-6.25 |
338 |
2,648 |
+49 |
Nov17 |
161230 |
994.75 |
999.50 |
987.75 |
989.25 |
-4.25 |
5,409 |
77,819 |
+582 |
Jan18 |
161230 |
996.75 |
1003.00 |
992.50 |
993.00 |
-4.25 |
139 |
3,025 |
+54 |
Mar18 |
161230 |
993.25 |
999.00 |
989.25 |
989.50 |
-4.50 |
33 |
2,360 |
+2 |
May18 |
161230 |
988.00 |
997.25 |
988.00 |
988.75 |
-5.00 |
5 |
511 |
+1 |
Jul18 |
161230 |
990.00 |
997.75 |
989.00 |
989.25 |
-4.75 |
10 |
743 |
+1 |
Aug18 |
161230 |
982.75 |
982.75 |
982.75 |
982.75 |
-4.00 |
0 |
19 |
+0 |
Sep18 |
161230 |
973.00 |
973.00 |
973.00 |
973.00 |
-4.00 |
0 |
22 |
+0 |
Nov18 |
161230 |
960.25 |
966.00 |
959.00 |
959.00 |
-4.00 |
32 |
1,210 |
-2 |
Total Volume and Open Interest |
189,851 |
647,378 |
-30,568 |
Soybean Meal(CBOT) |
Jan17 |
161230 |
314.70 |
317.10 |
309.70 |
312.90 |
-1.90 |
25,200 |
11,217 |
-6,439 |
Mar17 |
161230 |
319.00 |
321.60 |
313.50 |
316.60 |
-2.40 |
51,083 |
173,947 |
+2,537 |
May17 |
161230 |
321.50 |
324.00 |
316.40 |
319.20 |
-2.60 |
9,882 |
50,043 |
-1,564 |
Jul17 |
161230 |
325.20 |
326.80 |
319.40 |
322.00 |
-2.60 |
8,315 |
51,244 |
-271 |
Aug17 |
161230 |
323.30 |
325.30 |
319.20 |
321.00 |
-2.50 |
606 |
7,899 |
-48 |
Sep17 |
161230 |
320.10 |
323.00 |
317.10 |
319.00 |
-2.30 |
440 |
6,197 |
-12 |
Oct17 |
161230 |
315.20 |
318.10 |
312.00 |
314.50 |
-1.50 |
450 |
5,777 |
+12 |
Dec17 |
161230 |
315.90 |
318.70 |
312.10 |
314.80 |
-1.60 |
1,005 |
23,042 |
-85 |
Jan18 |
161230 |
318.00 |
318.20 |
313.00 |
314.20 |
-1.60 |
67 |
912 |
+1 |
Mar18 |
161230 |
313.50 |
316.40 |
311.80 |
313.00 |
-1.60 |
65 |
1,093 |
+39 |
Total Volume and Open Interest |
97,114 |
332,610 |
-5,829 |
Soybean Oil(CBOT) |
Jan17 |
161230 |
34.50 |
34.69 |
34.39 |
34.42 |
-0.10 |
24,877 |
13,668 |
-7,735 |
Mar17 |
161230 |
34.85 |
35.02 |
34.62 |
34.66 |
-0.13 |
63,835 |
195,692 |
+97 |
May17 |
161230 |
35.02 |
35.26 |
34.88 |
34.92 |
-0.12 |
13,361 |
71,880 |
+1,541 |
Jul17 |
161230 |
35.30 |
35.47 |
35.07 |
35.13 |
-0.13 |
7,219 |
58,910 |
-382 |
Aug17 |
161230 |
35.24 |
35.40 |
35.05 |
35.07 |
-0.13 |
462 |
6,869 |
+84 |
Sep17 |
161230 |
35.13 |
35.26 |
34.99 |
35.00 |
-0.07 |
575 |
5,485 |
+121 |
Oct17 |
161230 |
35.00 |
35.02 |
34.73 |
34.77 |
-0.06 |
473 |
5,146 |
+62 |
Dec17 |
161230 |
34.89 |
35.13 |
34.75 |
34.81 |
-0.08 |
984 |
15,416 |
+315 |
Jan18 |
161230 |
34.98 |
35.09 |
34.81 |
34.84 |
-0.07 |
45 |
678 |
-11 |
Mar18 |
161230 |
34.81 |
35.06 |
34.79 |
34.81 |
-0.07 |
67 |
928 |
+60 |
Total Volume and Open Interest |
112,114 |
375,410 |
-5,761 |
Canola(WCE) |
Jan17 |
161230 |
493.4 |
496.8 |
493.4 |
496.8 |
+0.8 |
5,670 |
4,442 |
-5,560 |
Mar17 |
161230 |
503.5 |
505.0 |
500.1 |
504.0 |
+0.3 |
20,289 |
118,540 |
-3,403 |
May17 |
161230 |
510.3 |
511.8 |
506.4 |
510.9 |
+0.2 |
3,226 |
30,160 |
+752 |
Jul17 |
161230 |
515.2 |
516.5 |
510.7 |
515.6 |
+0.1 |
1,352 |
16,687 |
+376 |
Nov17 |
161230 |
496.2 |
496.5 |
490.5 |
491.8 |
-5.1 |
395 |
16,389 |
+137 |
Total Volume and Open Interest |
30,953 |
188,293 |
-7,682 |
Corn(CBOT) |
Mar17 |
161230 |
349.50 |
353.00 |
347.75 |
352.00 |
+2.25 |
122,291 |
690,078 |
-1,826 |
May17 |
161230 |
355.50 |
358.50 |
353.75 |
357.50 |
+1.75 |
25,860 |
168,294 |
+926 |
Jul17 |
161230 |
362.75 |
365.75 |
360.75 |
364.25 |
+1.25 |
20,065 |
174,021 |
-1,592 |
Sep17 |
161230 |
370.00 |
372.75 |
368.00 |
371.25 |
+1.00 |
5,611 |
61,264 |
-255 |
Dec17 |
161230 |
379.00 |
381.75 |
377.00 |
380.00 |
+0.75 |
7,269 |
112,687 |
+1,253 |
Mar18 |
161230 |
386.50 |
391.00 |
386.25 |
389.00 |
+0.50 |
663 |
11,203 |
+323 |
May18 |
161230 |
395.25 |
396.00 |
392.25 |
394.50 |
+0.75 |
24 |
1,751 |
+9 |
Jul18 |
161230 |
399.75 |
400.50 |
396.50 |
398.75 |
+0.50 |
8 |
1,984 |
-1 |
Sep18 |
161230 |
397.50 |
398.25 |
394.50 |
394.50 |
+1.50 |
0 |
957 |
+0 |
Dec18 |
161230 |
397.00 |
397.00 |
393.75 |
394.75 |
-0.50 |
60 |
7,802 |
+40 |
Total Volume and Open Interest |
181,851 |
1,230,339 |
-1,123 |
Wheat(CBOT) |
Mar17 |
161230 |
404.75 |
409.25 |
403.50 |
408.00 |
+3.25 |
43,964 |
261,636 |
-461 |
May17 |
161230 |
417.00 |
421.75 |
417.00 |
420.50 |
+2.75 |
10,452 |
70,156 |
+313 |
Jul17 |
161230 |
433.25 |
435.25 |
430.75 |
434.25 |
+2.50 |
7,625 |
69,663 |
-198 |
Sep17 |
161230 |
446.25 |
448.75 |
444.25 |
447.75 |
+2.25 |
1,026 |
13,976 |
+225 |
Dec17 |
161230 |
464.00 |
465.75 |
461.00 |
465.00 |
+3.00 |
1,597 |
25,680 |
+375 |
Mar18 |
161230 |
478.25 |
478.25 |
475.25 |
477.75 |
+3.00 |
113 |
4,312 |
+43 |
Total Volume and Open Interest |
64,805 |
447,077 |
+300 |
Wheat(KCBT) |
Mar17 |
161230 |
414.00 |
419.75 |
411.75 |
418.50 |
+3.25 |
17,578 |
122,598 |
+11 |
May17 |
161230 |
425.25 |
431.25 |
423.75 |
430.00 |
+3.00 |
5,098 |
33,873 |
-453 |
Jul17 |
161230 |
435.25 |
442.00 |
435.25 |
441.25 |
+3.00 |
4,787 |
62,052 |
-809 |
Sep17 |
161230 |
451.75 |
455.50 |
450.25 |
455.25 |
+3.25 |
294 |
8,210 |
+90 |
Dec17 |
161230 |
471.50 |
473.25 |
468.50 |
473.25 |
+3.00 |
397 |
9,694 |
+136 |
Mar18 |
161230 |
484.50 |
485.75 |
482.00 |
485.75 |
+2.50 |
28 |
3,321 |
+1 |
May18 |
161230 |
493.75 |
493.75 |
493.75 |
493.75 |
+2.25 |
3 |
962 |
-1 |
Total Volume and Open Interest |
28,191 |
241,305 |
-1,023 |
Wheat(MGE) |
Mar17 |
161230 |
534.50 |
539.25 |
533.25 |
538.00 |
+2.50 |
1,639 |
33,436 |
-251 |
May17 |
161230 |
532.00 |
535.00 |
529.50 |
534.00 |
+2.25 |
872 |
13,562 |
+45 |
Jul17 |
161230 |
534.25 |
539.00 |
533.50 |
538.00 |
+2.75 |
343 |
6,238 |
+98 |
Sep17 |
161230 |
541.00 |
544.00 |
541.00 |
544.00 |
+2.75 |
360 |
4,548 |
+62 |
Dec17 |
161230 |
550.50 |
552.50 |
550.25 |
552.50 |
+2.00 |
338 |
3,261 |
+2 |
Mar18 |
161230 |
561.00 |
561.00 |
557.25 |
561.00 |
+2.25 |
298 |
419 |
+152 |
Total Volume and Open Interest |
3,860 |
61,599 |
+113 |
Oats(CBOT) |
Mar17 |
161230 |
226.75 |
229.50 |
226.75 |
228.50 |
+2.00 |
171 |
5,074 |
-18 |
May17 |
161230 |
227.25 |
229.50 |
226.75 |
228.50 |
+1.25 |
11 |
1,139 |
+1 |
Jul17 |
161230 |
228.25 |
229.75 |
228.25 |
229.75 |
+2.00 |
5 |
196 |
+2 |
Sep17 |
161230 |
229.75 |
229.75 |
229.75 |
229.75 |
+1.75 |
0 |
4 |
+0 |
Total Volume and Open Interest |
187 |
6,534 |
-15 |
Rough Rice(CBOT) |
Jan17 |
161230 |
9.26 |
9.43 |
9.24 |
9.35 |
+0.11 |
848 |
959 |
-660 |
Mar17 |
161230 |
9.51 |
9.69 |
9.47 |
9.61 |
+0.10 |
990 |
10,060 |
+360 |
May17 |
161230 |
9.74 |
9.93 |
9.74 |
9.86 |
+0.10 |
77 |
487 |
+9 |
Jul17 |
161230 |
10.06 |
10.06 |
10.06 |
10.06 |
+0.11 |
0 |
26 |
+0 |
Total Volume and Open Interest |
1,915 |
11,545 |
-291 |
Live Cattle(CME) |
Feb17 |
161230 |
118.035 |
118.500 |
115.285 |
116.050 |
-1.900 |
18,346 |
124,456 |
-291 |
Apr17 |
161230 |
115.750 |
116.430 |
113.785 |
114.580 |
-1.170 |
9,077 |
74,551 |
-70 |
Jun17 |
161230 |
105.180 |
105.750 |
103.800 |
104.680 |
-0.670 |
5,593 |
64,283 |
-569 |
Aug17 |
161230 |
100.900 |
101.300 |
99.850 |
100.730 |
-0.220 |
1,553 |
24,298 |
+311 |
Oct17 |
161230 |
100.450 |
100.750 |
99.400 |
100.430 |
-0.050 |
505 |
12,910 |
+78 |
Dec17 |
161230 |
100.680 |
100.900 |
99.385 |
100.600 |
-0.080 |
175 |
4,652 |
+40 |
Total Volume and Open Interest |
35,806 |
306,817 |
-837 |
Feeder Cattle(CME) |
Jan17 |
161230 |
131.825 |
132.935 |
129.600 |
130.450 |
-1.485 |
2,161 |
9,701 |
-440 |
Mar17 |
161230 |
126.635 |
127.900 |
124.350 |
125.100 |
-1.700 |
3,583 |
19,931 |
+177 |
Apr17 |
161230 |
126.050 |
127.330 |
123.950 |
124.650 |
-1.680 |
805 |
5,579 |
-11 |
May17 |
161230 |
124.635 |
125.850 |
122.680 |
123.300 |
-1.735 |
698 |
6,004 |
+99 |
Aug17 |
161230 |
124.750 |
125.900 |
122.830 |
123.385 |
-1.650 |
241 |
3,062 |
+75 |
Sep17 |
161230 |
123.750 |
124.000 |
121.035 |
121.900 |
-1.450 |
17 |
286 |
+8 |
Oct17 |
161230 |
121.700 |
122.230 |
120.385 |
120.750 |
-0.950 |
10 |
81 |
+6 |
Total Volume and Open Interest |
7,515 |
44,665 |
-86 |
Lean Hogs(CME) |
Feb17 |
161230 |
64.600 |
66.350 |
64.285 |
66.150 |
+1.500 |
14,586 |
81,057 |
-1,013 |
Apr17 |
161230 |
66.250 |
68.225 |
66.250 |
68.080 |
+1.855 |
9,551 |
49,868 |
+623 |
May17 |
161230 |
72.000 |
72.900 |
71.600 |
72.900 |
+1.250 |
61 |
1,434 |
+10 |
Jun17 |
161230 |
75.500 |
76.680 |
75.250 |
76.500 |
+0.950 |
4,641 |
27,029 |
-346 |
Jul17 |
161230 |
75.535 |
76.080 |
74.980 |
75.750 |
+0.250 |
738 |
10,676 |
+57 |
Aug17 |
161230 |
75.385 |
75.980 |
74.900 |
75.535 |
+0.085 |
628 |
15,006 |
-61 |
Oct17 |
161230 |
65.400 |
65.800 |
64.900 |
65.475 |
+0.075 |
387 |
5,779 |
+92 |
Dec17 |
161230 |
61.700 |
61.700 |
61.035 |
61.580 |
+0.280 |
235 |
3,088 |
+76 |
Total Volume and Open Interest |
30,852 |
194,229 |
-565 |
Class III Milk(CME) |
Dec16 |
161230 |
17.40 |
17.41 |
17.38 |
17.39 |
+0.01 |
47 |
5,830 |
-8 |
Jan17 |
161230 |
16.41 |
16.60 |
16.41 |
16.47 |
+0.01 |
447 |
4,501 |
-82 |
Feb17 |
161230 |
16.97 |
17.10 |
16.92 |
16.95 |
-0.15 |
339 |
4,034 |
+40 |
Mar17 |
161230 |
17.36 |
17.40 |
17.30 |
17.30 |
-0.12 |
162 |
3,735 |
-4 |
Apr17 |
161230 |
17.46 |
17.54 |
17.46 |
17.48 |
-0.05 |
115 |
2,854 |
-40 |
May17 |
161230 |
17.58 |
17.64 |
17.55 |
17.56 |
-0.04 |
30 |
2,758 |
+0 |
Jun17 |
161230 |
17.66 |
17.69 |
17.66 |
17.67 |
-0.06 |
20 |
2,477 |
+0 |
Jul17 |
161230 |
17.78 |
17.83 |
17.78 |
17.82 |
-0.01 |
115 |
1,469 |
-12 |
Aug17 |
161230 |
17.82 |
17.84 |
17.82 |
17.84 |
-0.05 |
1 |
1,464 |
+1 |
Sep17 |
161230 |
17.90 |
17.90 |
17.90 |
17.90 |
-0.03 |
4 |
1,387 |
+2 |
Oct17 |
161230 |
17.80 |
17.80 |
17.80 |
17.80 |
-0.05 |
4 |
1,160 |
+4 |
Nov17 |
161230 |
17.67 |
17.67 |
17.64 |
17.64 |
unch |
1 |
1,185 |
+1 |
Dec17 |
161230 |
17.36 |
17.36 |
17.34 |
17.35 |
-0.01 |
3 |
1,069 |
+0 |
Total Volume and Open Interest |
1,289 |
34,863 |
-97 |
Cocoa(ICE) |
Mar17 |
161230 |
2151 |
2194 |
2121 |
2126 |
-39 |
10,215 |
124,856 |
+370 |
May17 |
161230 |
2149 |
2182 |
2110 |
2113 |
-46 |
3,393 |
54,007 |
+286 |
Jul17 |
161230 |
2151 |
2182 |
2110 |
2114 |
-46 |
1,629 |
35,556 |
+296 |
Sep17 |
161230 |
2160 |
2200 |
2135 |
2137 |
-34 |
460 |
14,748 |
+125 |
Dec17 |
161230 |
2183 |
2225 |
2164 |
2165 |
-23 |
95 |
8,048 |
+0 |
Mar18 |
161230 |
2199 |
2234 |
2183 |
2183 |
-21 |
59 |
10,317 |
-37 |
May18 |
161230 |
2214 |
2220 |
2195 |
2195 |
-24 |
78 |
3,724 |
+56 |
Total Volume and Open Interest |
16,003 |
254,821 |
+1,095 |
Coffee "C"(ICE) |
Mar17 |
161230 |
135.70 |
138.85 |
135.55 |
137.05 |
+1.60 |
13,423 |
99,264 |
+2,324 |
May17 |
161230 |
138.15 |
141.05 |
138.00 |
139.40 |
+1.65 |
3,463 |
40,676 |
+243 |
Jul17 |
161230 |
140.50 |
143.30 |
140.35 |
141.70 |
+1.65 |
1,761 |
21,856 |
-266 |
Sep17 |
161230 |
143.20 |
145.30 |
142.40 |
143.70 |
+1.60 |
1,197 |
12,932 |
+347 |
Dec17 |
161230 |
145.95 |
147.45 |
145.50 |
146.70 |
+1.60 |
502 |
11,160 |
-213 |
Mar18 |
161230 |
149.60 |
149.60 |
149.60 |
149.60 |
+1.60 |
99 |
2,483 |
-3 |
Total Volume and Open Interest |
20,486 |
191,766 |
+2,454 |
Orange Juice(ICE) |
Jan17 |
161230 |
191.10 |
198.40 |
191.00 |
198.10 |
+3.75 |
760 |
687 |
-630 |
Mar17 |
161230 |
190.20 |
193.90 |
190.15 |
193.85 |
+3.35 |
1,054 |
11,296 |
+509 |
May17 |
161230 |
190.30 |
191.70 |
190.05 |
191.70 |
+2.65 |
62 |
759 |
+36 |
Jul17 |
161230 |
189.95 |
189.95 |
189.95 |
189.95 |
+2.60 |
3 |
292 |
+2 |
Sep17 |
161230 |
188.30 |
188.30 |
188.30 |
188.30 |
+2.60 |
0 |
32 |
+0 |
Nov17 |
161230 |
186.20 |
186.20 |
186.20 |
186.20 |
+2.60 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,879 |
13,070 |
-83 |
Sugar #11(ICE) |
Mar17 |
161230 |
19.58 |
19.69 |
19.40 |
19.51 |
+0.02 |
34,147 |
356,200 |
-2,372 |
May17 |
161230 |
19.23 |
19.41 |
19.13 |
19.25 |
+0.03 |
13,795 |
166,464 |
+677 |
Jul17 |
161230 |
18.75 |
18.99 |
18.75 |
18.85 |
+0.04 |
8,425 |
114,200 |
-66 |
Oct17 |
161230 |
18.50 |
18.74 |
18.50 |
18.65 |
+0.09 |
3,436 |
78,748 |
-51 |
Mar18 |
161230 |
18.38 |
18.63 |
18.38 |
18.58 |
+0.10 |
1,912 |
43,392 |
+351 |
May18 |
161230 |
17.90 |
18.12 |
17.90 |
18.10 |
+0.15 |
643 |
17,277 |
+316 |
Jul18 |
161230 |
17.46 |
17.55 |
17.46 |
17.55 |
+0.11 |
204 |
11,842 |
+100 |
Oct18 |
161230 |
17.26 |
17.36 |
17.26 |
17.35 |
+0.09 |
196 |
11,441 |
+77 |
Total Volume and Open Interest |
62,761 |
807,197 |
-971 |
London Cocoa(LCE) |
Mar17 |
161230 |
1757 |
1779 |
1723 |
1732 |
-35 |
5,711 |
111,349 |
-348 |
May17 |
161230 |
1771 |
1795 |
1743 |
1750 |
-33 |
2,253 |
67,041 |
-16 |
Jul17 |
161230 |
1800 |
1820 |
1772 |
1779 |
-27 |
1,010 |
32,883 |
-25 |
Sep17 |
161230 |
1810 |
1837 |
1792 |
1799 |
-23 |
600 |
32,904 |
-62 |
Dec17 |
161230 |
1826 |
1850 |
1807 |
1815 |
-23 |
710 |
24,330 |
+120 |
Mar18 |
161230 |
1835 |
1860 |
1822 |
1824 |
-24 |
404 |
17,180 |
+271 |
May18 |
161230 |
1849 |
1850 |
1836 |
1837 |
-26 |
31 |
4,802 |
+30 |
Total Volume and Open Interest |
10,730 |
292,212 |
-24 |
London Sugar(LCE) |
Mar17 |
161230 |
521.30 |
524.70 |
520.00 |
524.20 |
+3.30 |
4,360 |
35,390 |
+213 |
May17 |
161230 |
516.10 |
518.30 |
514.00 |
518.00 |
+2.70 |
1,444 |
21,707 |
+327 |
Aug17 |
161230 |
508.20 |
509.50 |
506.90 |
509.50 |
+2.70 |
348 |
10,414 |
-33 |
Oct17 |
161230 |
492.00 |
497.00 |
491.90 |
496.50 |
+3.20 |
145 |
10,234 |
+39 |
Dec17 |
161230 |
483.30 |
486.00 |
483.30 |
485.90 |
+3.50 |
12 |
2,946 |
+2 |
Total Volume and Open Interest |
6,312 |
84,653 |
+546 |
Cotton(ICE) |
Mar17 |
161230 |
70.68 |
71.96 |
70.43 |
70.65 |
+0.15 |
7,274 |
161,896 |
-1,423 |
May17 |
161230 |
71.22 |
72.20 |
70.82 |
71.02 |
+0.12 |
1,984 |
40,771 |
-387 |
Jul17 |
161230 |
71.54 |
72.40 |
71.20 |
71.38 |
+0.12 |
890 |
18,762 |
+265 |
Oct17 |
161230 |
69.72 |
69.72 |
69.72 |
69.72 |
-0.06 |
0 |
36 |
+0 |
Dec17 |
161230 |
69.75 |
70.40 |
69.40 |
69.54 |
+0.03 |
245 |
19,585 |
+3 |
Mar18 |
161230 |
69.47 |
69.47 |
69.47 |
69.47 |
+0.03 |
1 |
431 |
+1 |
Total Volume and Open Interest |
10,394 |
242,268 |
-1,541 |
Lumber(CME) |
Jan17 |
161230 |
312.5 |
318.9 |
312.5 |
316.6 |
+4.9 |
448 |
955 |
-194 |
Mar17 |
161230 |
325.3 |
331.8 |
325.3 |
329.4 |
+4.9 |
716 |
2,958 |
+144 |
May17 |
161230 |
338.0 |
338.1 |
337.4 |
337.9 |
+5.5 |
41 |
357 |
+29 |
Jul17 |
161230 |
342.7 |
342.7 |
334.0 |
342.7 |
+5.4 |
0 |
54 |
+0 |
Total Volume and Open Interest |
1,205 |
4,355 |
-21 |
Crude Oil(NYM) |
Feb17 |
161230 |
53.87 |
54.09 |
53.41 |
53.72 |
-0.05 |
322,535 |
458,989 |
-993 |
Mar17 |
161230 |
54.81 |
55.02 |
54.37 |
54.66 |
-0.06 |
82,747 |
331,517 |
+59 |
Apr17 |
161230 |
55.53 |
55.78 |
55.17 |
55.43 |
-0.06 |
37,207 |
140,549 |
-3,831 |
May17 |
161230 |
56.33 |
56.38 |
55.81 |
56.05 |
-0.06 |
26,966 |
111,370 |
-3,433 |
Jun17 |
161230 |
56.68 |
56.84 |
56.24 |
56.49 |
-0.06 |
30,795 |
227,320 |
+1,964 |
Jul17 |
161230 |
57.02 |
57.04 |
56.56 |
56.76 |
-0.06 |
11,214 |
53,127 |
+477 |
Aug17 |
161230 |
56.95 |
57.19 |
56.69 |
56.90 |
-0.06 |
7,341 |
48,036 |
+1,035 |
Sep17 |
161230 |
57.20 |
57.28 |
56.80 |
56.99 |
-0.05 |
8,034 |
72,565 |
+443 |
Oct17 |
161230 |
57.22 |
57.28 |
56.81 |
57.03 |
-0.05 |
3,110 |
39,667 |
+524 |
Nov17 |
161230 |
57.16 |
57.30 |
56.92 |
57.05 |
-0.05 |
2,726 |
36,413 |
+316 |
Dec17 |
161230 |
57.09 |
57.36 |
56.79 |
57.06 |
-0.05 |
19,595 |
205,028 |
+901 |
Jan18 |
161230 |
57.18 |
57.18 |
56.90 |
56.99 |
-0.04 |
1,763 |
36,215 |
+187 |
Feb18 |
161230 |
56.91 |
56.91 |
56.91 |
56.91 |
-0.04 |
730 |
14,943 |
+30 |
Mar18 |
161230 |
56.82 |
56.82 |
56.82 |
56.82 |
-0.04 |
622 |
23,456 |
+142 |
Apr18 |
161230 |
56.73 |
56.73 |
56.73 |
56.73 |
-0.03 |
175 |
7,244 |
-19 |
May18 |
161230 |
56.64 |
56.64 |
56.64 |
56.64 |
-0.03 |
201 |
5,361 |
+119 |
Total Volume and Open Interest |
569,157 |
2,036,787 |
-1,047 |
e-miNY Crude Oil(NYM) |
Feb17 |
161230 |
53.875 |
54.100 |
53.425 |
53.725 |
-0.050 |
6,054 |
2,223 |
-210 |
Mar17 |
161230 |
54.900 |
55.000 |
54.375 |
54.650 |
-0.075 |
386 |
988 |
+272 |
Apr17 |
161230 |
55.650 |
55.750 |
55.200 |
55.425 |
-0.075 |
24 |
451 |
-2 |
May17 |
161230 |
56.300 |
56.300 |
55.875 |
56.050 |
-0.050 |
4 |
76 |
+2 |
Jun17 |
161230 |
56.375 |
56.625 |
56.325 |
56.500 |
-0.050 |
8 |
139 |
+8 |
Jul17 |
161230 |
56.700 |
56.875 |
56.600 |
56.750 |
-0.075 |
9 |
131 |
-8 |
Aug17 |
161230 |
56.900 |
57.000 |
56.750 |
56.900 |
-0.050 |
0 |
143 |
+0 |
Sep17 |
161230 |
57.000 |
57.100 |
56.825 |
57.000 |
-0.050 |
0 |
36 |
+0 |
Oct17 |
161230 |
57.025 |
57.100 |
56.900 |
57.025 |
-0.050 |
0 |
43 |
+0 |
Nov17 |
161230 |
57.050 |
57.150 |
56.900 |
57.050 |
-0.050 |
0 |
43 |
+0 |
Total Volume and Open Interest |
6,485 |
4,500 |
+62 |
NY Harbor ULSD(NYM) |
Feb17 |
161230 |
172.25 |
173.05 |
170.99 |
172.82 |
+0.82 |
40,547 |
120,717 |
+1,592 |
Mar17 |
161230 |
172.97 |
174.03 |
172.14 |
173.80 |
+0.76 |
17,099 |
87,295 |
+1,112 |
Apr17 |
161230 |
173.31 |
174.15 |
172.38 |
173.95 |
+0.75 |
12,226 |
46,325 |
+12 |
May17 |
161230 |
174.32 |
174.59 |
172.96 |
174.41 |
+0.69 |
6,363 |
28,380 |
+410 |
Jun17 |
161230 |
174.40 |
175.08 |
173.60 |
174.92 |
+0.62 |
10,383 |
45,802 |
-383 |
Jul17 |
161230 |
175.21 |
175.90 |
174.66 |
175.78 |
+0.57 |
2,635 |
10,516 |
-807 |
Aug17 |
161230 |
176.50 |
176.66 |
175.71 |
176.66 |
+0.54 |
1,093 |
4,757 |
-321 |
Sep17 |
161230 |
176.37 |
177.71 |
176.37 |
177.60 |
+0.50 |
348 |
8,821 |
+25 |
Oct17 |
161230 |
177.89 |
178.40 |
177.75 |
178.40 |
+0.45 |
297 |
5,607 |
-72 |
Nov17 |
161230 |
178.78 |
179.10 |
178.39 |
179.10 |
+0.41 |
384 |
4,000 |
-38 |
Dec17 |
161230 |
179.10 |
179.96 |
178.66 |
179.70 |
+0.39 |
3,085 |
36,502 |
+53 |
Jan18 |
161230 |
180.25 |
180.43 |
179.95 |
180.43 |
+0.37 |
67 |
3,002 |
+3 |
Feb18 |
161230 |
180.00 |
180.61 |
180.00 |
180.61 |
+0.35 |
11 |
1,903 |
-3 |
Mar18 |
161230 |
180.00 |
180.01 |
180.00 |
180.01 |
+0.30 |
5 |
1,047 |
+0 |
Total Volume and Open Interest |
115,815 |
433,778 |
-5,311 |
RBOB Gasoline(NYM) |
Feb17 |
161230 |
167.76 |
168.00 |
165.98 |
167.09 |
-0.89 |
48,167 |
131,043 |
+2,213 |
Mar17 |
161230 |
168.95 |
169.37 |
167.39 |
168.64 |
-0.71 |
27,569 |
75,637 |
+1,015 |
Apr17 |
161230 |
185.99 |
186.24 |
184.40 |
186.10 |
-0.01 |
15,029 |
42,477 |
-1,222 |
May17 |
161230 |
186.87 |
187.13 |
185.35 |
187.01 |
+0.06 |
6,526 |
28,009 |
+8 |
Jun17 |
161230 |
186.34 |
186.57 |
184.83 |
186.45 |
+0.12 |
6,634 |
34,771 |
-243 |
Jul17 |
161230 |
184.72 |
185.11 |
183.44 |
184.94 |
+0.22 |
2,814 |
14,723 |
+19 |
Aug17 |
161230 |
181.73 |
182.91 |
181.25 |
182.91 |
+0.36 |
1,773 |
6,240 |
+21 |
Sep17 |
161230 |
179.35 |
180.51 |
178.69 |
180.33 |
+0.45 |
1,540 |
13,826 |
-295 |
Oct17 |
161230 |
166.21 |
167.07 |
166.16 |
167.01 |
+0.42 |
502 |
4,429 |
-173 |
Nov17 |
161230 |
162.66 |
163.64 |
162.66 |
163.64 |
+0.42 |
339 |
2,226 |
-134 |
Total Volume and Open Interest |
139,802 |
396,461 |
-7,313 |
e-miNY RBOB Gasoline(NYM) |
Feb17 |
161230 |
167.09 |
167.09 |
167.09 |
167.09 |
-0.89 |
|
|
|
Mar17 |
161230 |
168.64 |
168.64 |
168.64 |
168.64 |
-0.71 |
|
|
|
Apr17 |
161230 |
186.10 |
186.10 |
186.10 |
186.10 |
-0.01 |
|
|
|
May17 |
161230 |
187.01 |
187.01 |
187.01 |
187.01 |
+0.06 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb17 |
161230 |
3.800 |
3.857 |
3.690 |
3.724 |
-0.078 |
149,568 |
180,753 |
+5,273 |
Mar17 |
161230 |
3.748 |
3.805 |
3.649 |
3.684 |
-0.070 |
59,979 |
262,913 |
+925 |
Apr17 |
161230 |
3.611 |
3.640 |
3.538 |
3.566 |
-0.039 |
50,518 |
124,166 |
+1,518 |
May17 |
161230 |
3.570 |
3.593 |
3.518 |
3.543 |
-0.029 |
31,142 |
108,441 |
+6,612 |
Jun17 |
161230 |
3.598 |
3.607 |
3.536 |
3.560 |
-0.027 |
10,385 |
41,550 |
-255 |
Jul17 |
161230 |
3.613 |
3.630 |
3.562 |
3.586 |
-0.024 |
8,096 |
56,503 |
+1,158 |
Aug17 |
161230 |
3.599 |
3.616 |
3.552 |
3.575 |
-0.023 |
5,543 |
33,994 |
-163 |
Sep17 |
161230 |
3.577 |
3.590 |
3.529 |
3.552 |
-0.022 |
7,321 |
34,487 |
+452 |
Oct17 |
161230 |
3.614 |
3.617 |
3.548 |
3.570 |
-0.022 |
28,445 |
91,150 |
+2,853 |
Nov17 |
161230 |
3.625 |
3.636 |
3.582 |
3.604 |
-0.022 |
11,079 |
35,936 |
+1,450 |
Dec17 |
161230 |
3.735 |
3.735 |
3.680 |
3.703 |
-0.021 |
6,700 |
37,015 |
+693 |
Jan18 |
161230 |
3.804 |
3.815 |
3.758 |
3.780 |
-0.021 |
10,125 |
40,421 |
+56 |
Feb18 |
161230 |
3.750 |
3.759 |
3.714 |
3.728 |
-0.021 |
7,354 |
15,771 |
+2,300 |
Mar18 |
161230 |
3.647 |
3.647 |
3.596 |
3.616 |
-0.018 |
5,648 |
35,786 |
+1,557 |
Apr18 |
161230 |
2.980 |
2.984 |
2.961 |
2.978 |
+0.004 |
6,513 |
42,061 |
+1,596 |
May18 |
161230 |
2.904 |
2.910 |
2.888 |
2.905 |
+0.006 |
3,692 |
10,526 |
-541 |
Total Volume and Open Interest |
417,509 |
1,244,195 |
+22,965 |
Brent Crude Oil(ICE) |
Mar17 |
161230 |
57.00 |
57.20 |
56.46 |
56.82 |
-0.03 |
208,329 |
612,074 |
+24,641 |
Apr17 |
161230 |
57.70 |
57.85 |
57.12 |
57.49 |
-0.01 |
48,078 |
212,213 |
+1,772 |
May17 |
161230 |
58.18 |
58.37 |
57.67 |
58.04 |
+0.01 |
25,030 |
142,608 |
+853 |
Jun17 |
161230 |
58.59 |
58.76 |
58.06 |
58.44 |
+0.02 |
34,105 |
258,221 |
-660 |
Jul17 |
161230 |
58.77 |
59.00 |
58.35 |
58.70 |
+0.03 |
10,928 |
86,341 |
+594 |
Aug17 |
161230 |
58.89 |
59.11 |
58.46 |
58.82 |
+0.03 |
8,564 |
53,710 |
-777 |
Sep17 |
161230 |
58.92 |
59.13 |
58.51 |
58.84 |
+0.02 |
6,506 |
72,173 |
-60 |
Oct17 |
161230 |
58.81 |
59.05 |
58.50 |
58.81 |
+0.02 |
2,857 |
34,898 |
+275 |
Nov17 |
161230 |
58.86 |
59.00 |
58.48 |
58.77 |
+0.02 |
1,700 |
27,274 |
+289 |
Dec17 |
161230 |
58.82 |
58.99 |
58.41 |
58.73 |
+0.03 |
16,955 |
226,944 |
+1,058 |
Jan18 |
161230 |
58.67 |
58.67 |
58.67 |
58.67 |
+0.03 |
2,011 |
28,879 |
-384 |
Feb18 |
161230 |
58.61 |
58.61 |
58.61 |
58.61 |
+0.04 |
1,076 |
19,544 |
+118 |
Mar18 |
161230 |
58.58 |
58.58 |
58.58 |
58.58 |
+0.05 |
454 |
24,260 |
+42 |
Apr18 |
161230 |
58.54 |
58.54 |
58.54 |
58.54 |
+0.06 |
108 |
15,949 |
+63 |
Total Volume and Open Interest |
493,002 |
2,205,743 |
-13,348 |
Gas Oil(ICE) |
Jan17 |
161230 |
502.50 |
504.25 |
499.25 |
501.00 |
-1.75 |
31,145 |
99,182 |
-2,883 |
Feb17 |
161230 |
506.25 |
507.75 |
502.75 |
504.75 |
-1.75 |
35,909 |
145,617 |
+1,104 |
Mar17 |
161230 |
508.75 |
510.50 |
505.75 |
507.50 |
-1.75 |
20,836 |
87,366 |
-978 |
Apr17 |
161230 |
510.75 |
512.25 |
507.75 |
509.50 |
-1.75 |
11,726 |
48,388 |
+3,509 |
May17 |
161230 |
512.75 |
514.50 |
509.75 |
511.50 |
-1.75 |
5,049 |
43,731 |
+377 |
Jun17 |
161230 |
514.50 |
516.25 |
512.00 |
513.50 |
-1.50 |
8,624 |
85,433 |
-155 |
Jul17 |
161230 |
517.00 |
518.50 |
514.25 |
516.00 |
-1.25 |
1,288 |
26,050 |
+168 |
Aug17 |
161230 |
518.50 |
520.25 |
516.75 |
518.25 |
-1.25 |
987 |
16,705 |
+299 |
Sep17 |
161230 |
520.75 |
523.00 |
519.75 |
520.50 |
-1.25 |
1,446 |
30,176 |
-5 |
Oct17 |
161230 |
523.25 |
524.00 |
521.75 |
522.50 |
-1.25 |
531 |
23,403 |
-67 |
Total Volume and Open Interest |
125,051 |
800,099 |
+1,503 |
Ethanol(CBOT) |
Jan17 |
161230 |
1.610 |
1.614 |
1.590 |
1.606 |
-0.026 |
242 |
107 |
-198 |
Feb17 |
161230 |
1.564 |
1.570 |
1.546 |
1.555 |
-0.012 |
288 |
3,646 |
+154 |
Mar17 |
161230 |
1.555 |
1.567 |
1.553 |
1.557 |
-0.008 |
17 |
643 |
+4 |
Apr17 |
161230 |
1.565 |
1.568 |
1.560 |
1.563 |
-0.004 |
9 |
694 |
-4 |
May17 |
161230 |
1.565 |
1.565 |
1.562 |
1.565 |
-0.004 |
5 |
9 |
+0 |
Jun17 |
161230 |
1.558 |
1.558 |
1.555 |
1.555 |
-0.004 |
13 |
11 |
+9 |
Jul17 |
161230 |
1.552 |
1.552 |
1.548 |
1.552 |
-0.004 |
|
|
|
Aug17 |
161230 |
1.547 |
1.547 |
1.547 |
1.547 |
-0.008 |
|
|
|
Total Volume and Open Interest |
574 |
5,126 |
-35 |
WTI Crude Oil(ICE) |
Feb17 |
161230 |
53.96 |
54.08 |
53.42 |
53.72 |
-0.05 |
22,509 |
68,075 |
-1,370 |
Mar17 |
161230 |
54.89 |
55.02 |
54.38 |
54.66 |
-0.06 |
25,826 |
98,092 |
+2,604 |
Apr17 |
161230 |
55.58 |
55.76 |
55.18 |
55.43 |
-0.06 |
8,360 |
25,939 |
-493 |
May17 |
161230 |
56.26 |
56.36 |
55.81 |
56.05 |
-0.06 |
4,463 |
23,044 |
+344 |
Jun17 |
161230 |
56.76 |
56.80 |
56.30 |
56.49 |
-0.06 |
6,897 |
64,175 |
-412 |
Jul17 |
161230 |
56.77 |
56.83 |
56.75 |
56.76 |
-0.06 |
1,776 |
8,457 |
+432 |
Aug17 |
161230 |
57.11 |
57.16 |
56.78 |
56.90 |
-0.06 |
730 |
11,945 |
+249 |
Sep17 |
161230 |
57.20 |
57.23 |
56.90 |
56.99 |
-0.05 |
558 |
18,289 |
+105 |
Oct17 |
161230 |
56.99 |
57.03 |
56.99 |
57.03 |
-0.05 |
363 |
4,847 |
+229 |
Nov17 |
161230 |
57.05 |
57.05 |
57.05 |
57.05 |
-0.05 |
45 |
2,845 |
+12 |
Dec17 |
161230 |
57.30 |
57.30 |
56.95 |
57.06 |
-0.05 |
2,704 |
83,096 |
+20 |
Jan18 |
161230 |
56.99 |
56.99 |
56.99 |
56.99 |
-0.04 |
67 |
2,086 |
+9 |
Feb18 |
161230 |
56.91 |
56.91 |
56.91 |
56.91 |
-0.04 |
28 |
1,386 |
+7 |
Mar18 |
161230 |
56.82 |
56.82 |
56.82 |
56.82 |
-0.04 |
486 |
3,477 |
+114 |
Apr18 |
161230 |
56.73 |
56.73 |
56.73 |
56.73 |
-0.03 |
7 |
1,027 |
+0 |
May18 |
161230 |
56.64 |
56.64 |
56.64 |
56.64 |
-0.03 |
0 |
535 |
+0 |
Total Volume and Open Interest |
78,124 |
513,808 |
+1,792 |
US Dollar Index(ICE) |
Mar17 |
161230 |
102.240 |
102.630 |
101.950 |
102.285 |
-0.425 |
19,852 |
85,174 |
-306 |
Jun17 |
161230 |
102.255 |
102.480 |
101.970 |
102.255 |
-0.430 |
55 |
1,454 |
+17 |
Sep17 |
161230 |
102.205 |
102.205 |
101.895 |
102.155 |
-0.455 |
6 |
278 |
+4 |
Total Volume and Open Interest |
19,913 |
86,906 |
-285 |
Australian Dollar(CME) |
Mar17 |
161230 |
72.07 |
72.34 |
71.83 |
72.02 |
+0.07 |
49,147 |
94,864 |
+938 |
Jun17 |
161230 |
72.00 |
72.17 |
71.76 |
71.86 |
+0.07 |
40 |
470 |
-2 |
Sep17 |
161230 |
71.72 |
71.90 |
71.72 |
71.72 |
+0.07 |
0 |
17 |
+0 |
Total Volume and Open Interest |
49,187 |
95,387 |
+936 |
British Pound(CME) |
Mar17 |
161230 |
122.80 |
124.09 |
122.65 |
123.58 |
+0.84 |
69,223 |
217,522 |
+6,025 |
Jun17 |
161230 |
123.53 |
124.36 |
122.96 |
123.88 |
+0.84 |
10 |
784 |
+7 |
Sep17 |
161230 |
124.19 |
124.62 |
124.19 |
124.19 |
+0.85 |
0 |
162 |
+0 |
Total Volume and Open Interest |
69,233 |
218,523 |
+6,031 |
Canadian Dollar(CME) |
Mar17 |
161230 |
74.12 |
74.69 |
74.09 |
74.42 |
+0.24 |
43,928 |
93,327 |
+2,978 |
Jun17 |
161230 |
74.29 |
74.77 |
74.20 |
74.51 |
+0.24 |
97 |
1,855 |
+20 |
Sep17 |
161230 |
74.57 |
74.86 |
74.34 |
74.60 |
+0.24 |
2 |
475 |
+2 |
Dec17 |
161230 |
74.71 |
74.90 |
74.71 |
74.71 |
+0.24 |
1 |
533 |
+0 |
Total Volume and Open Interest |
44,028 |
96,212 |
+3,000 |
Japanese Yen(CME) |
Mar17 |
161230 |
86.07 |
86.45 |
85.60 |
85.97 |
-0.04 |
71,612 |
221,608 |
+2,582 |
Jun17 |
161230 |
86.76 |
86.85 |
86.03 |
86.39 |
-0.04 |
121 |
299 |
+15 |
Sep17 |
161230 |
87.13 |
87.15 |
86.54 |
86.84 |
-0.04 |
0 |
29 |
+0 |
Total Volume and Open Interest |
71,733 |
221,940 |
+2,597 |
Swiss Franc(CME) |
Mar17 |
161230 |
98.19 |
100.29 |
98.12 |
98.66 |
+0.58 |
12,534 |
54,365 |
-153 |
Jun17 |
161230 |
99.67 |
100.53 |
98.78 |
99.29 |
+0.59 |
0 |
78 |
+0 |
Sep17 |
161230 |
99.90 |
100.96 |
99.90 |
99.90 |
+0.56 |
0 |
4 |
+0 |
Total Volume and Open Interest |
12,534 |
54,452 |
-153 |
EuroFX(CME) |
Mar17 |
161230 |
105.28 |
106.94 |
105.20 |
105.74 |
+0.53 |
127,199 |
400,836 |
+4,127 |
Jun17 |
161230 |
105.78 |
107.40 |
105.73 |
106.27 |
+0.53 |
207 |
8,662 |
+12 |
Sep17 |
161230 |
106.49 |
107.80 |
106.27 |
106.81 |
+0.53 |
24 |
266 |
-6 |
Total Volume and Open Interest |
127,433 |
409,813 |
+4,132 |
Mexican Peso(CME) |
Jan17 |
161230 |
483.63 |
483.63 |
483.63 |
483.63 |
+1.13 |
|
|
|
Feb17 |
161230 |
481.75 |
481.75 |
481.75 |
481.75 |
+1.25 |
|
|
|
Total Volume and Open Interest |
21,666 |
145,999 |
+2,807 |
Brazilian Real(CME) |
Feb17 |
161230 |
303.60 |
306.50 |
300.10 |
302.15 |
-2.75 |
1,448 |
23,919 |
+624 |
Mar17 |
161230 |
303.90 |
304.60 |
300.40 |
300.40 |
-2.45 |
17 |
6,322 |
+7 |
Apr17 |
161230 |
299.15 |
299.15 |
299.15 |
299.15 |
-1.25 |
|
|
|
May17 |
161230 |
297.85 |
297.85 |
297.85 |
297.85 |
-0.50 |
|
|
|
Total Volume and Open Interest |
2,835 |
41,851 |
-98 |
30-Year T-Bonds(CBOT) |
Mar17 |
161230 |
149~280 |
150~240 |
149~230 |
150~210 |
+0~240 |
118,224 |
596,400 |
+2,266 |
Jun17 |
161230 |
148~160 |
149~120 |
148~160 |
149~120 |
+0~240 |
10 |
13 |
+9 |
Sep17 |
161230 |
149~120 |
149~120 |
149~120 |
149~120 |
+0~240 |
|
|
|
Total Volume and Open Interest |
118,234 |
596,413 |
+2,275 |
10-Year T-Notes(CBOT) |
Mar17 |
161230 |
123~310 |
124~105 |
123~275 |
124~090 |
+0~110 |
624,846 |
3,047,269 |
+17,668 |
Jun17 |
161230 |
123~200 |
123~200 |
123~075 |
123~200 |
+0~105 |
5 |
12 |
+5 |
Sep17 |
161230 |
123~200 |
123~200 |
123~200 |
123~200 |
+0~105 |
|
|
|
Total Volume and Open Interest |
624,851 |
3,047,281 |
+17,673 |
5-Year T-Notes(CBOT) |
Mar17 |
161230 |
117~160 |
117~220 |
117~134 |
117~212 |
+0~052 |
521,451 |
2,962,062 |
+16,661 |
Jun17 |
161230 |
117~102 |
117~102 |
117~102 |
117~102 |
+0~052 |
0 |
1 |
+0 |
Sep17 |
161230 |
117~102 |
117~102 |
117~102 |
117~102 |
+0~052 |
|
|
|
Total Volume and Open Interest |
523,470 |
2,980,788 |
+14,337 |
2 Year T-Notes(CBOT) |
Mar17 |
161230 |
108~100 |
108~110 |
108~092 |
108~110 |
+0~010 |
122,937 |
1,127,058 |
-5,088 |
Jun17 |
161230 |
108~050 |
108~050 |
108~050 |
108~050 |
+0~010 |
|
|
|
Sep17 |
161230 |
108~050 |
108~050 |
108~050 |
108~050 |
+0~010 |
|
|
|
Total Volume and Open Interest |
124,686 |
1,129,359 |
-6,680 |
Eurodollars(CME) |
Mar17 |
161230 |
98.955 |
98.960 |
98.945 |
98.960 |
+0.005 |
113,739 |
1,422,320 |
-8,312 |
Jun17 |
161230 |
98.785 |
98.795 |
98.775 |
98.795 |
+0.010 |
111,311 |
1,305,786 |
-2,359 |
Sep17 |
161230 |
98.635 |
98.650 |
98.625 |
98.645 |
+0.010 |
106,608 |
1,159,726 |
-7,122 |
Dec17 |
161230 |
98.465 |
98.485 |
98.455 |
98.480 |
+0.010 |
101,919 |
1,319,030 |
+8,077 |
Mar18 |
161230 |
98.345 |
98.365 |
98.330 |
98.360 |
+0.015 |
116,537 |
998,561 |
+3,013 |
Jun18 |
161230 |
98.220 |
98.240 |
98.205 |
98.240 |
+0.025 |
64,828 |
620,173 |
-4,882 |
Sep18 |
161230 |
98.105 |
98.125 |
98.085 |
98.125 |
+0.025 |
64,282 |
454,650 |
-3,161 |
Dec18 |
161230 |
97.980 |
98.000 |
97.955 |
98.000 |
+0.030 |
80,694 |
653,342 |
-1,412 |
Mar19 |
161230 |
97.890 |
97.915 |
97.860 |
97.910 |
+0.030 |
74,084 |
621,509 |
+1,745 |
Jun19 |
161230 |
97.800 |
97.830 |
97.775 |
97.825 |
+0.030 |
57,744 |
513,308 |
+1,507 |
Sep19 |
161230 |
97.725 |
97.755 |
97.705 |
97.755 |
+0.035 |
43,486 |
419,575 |
-2,328 |
Dec19 |
161230 |
97.645 |
97.675 |
97.625 |
97.675 |
+0.035 |
64,870 |
373,800 |
-3,871 |
Mar20 |
161230 |
97.590 |
97.625 |
97.570 |
97.625 |
+0.040 |
49,275 |
274,025 |
+986 |
Jun20 |
161230 |
97.535 |
97.575 |
97.515 |
97.570 |
+0.040 |
31,894 |
162,718 |
+1,089 |
Sep20 |
161230 |
97.485 |
97.525 |
97.465 |
97.525 |
+0.045 |
29,179 |
131,268 |
+1,445 |
Dec20 |
161230 |
97.425 |
97.465 |
97.405 |
97.465 |
+0.050 |
33,476 |
152,983 |
+3,123 |
Mar21 |
161230 |
97.380 |
97.425 |
97.365 |
97.425 |
+0.055 |
25,815 |
101,795 |
+3,088 |
Jun21 |
161230 |
97.330 |
97.380 |
97.315 |
97.380 |
+0.060 |
21,598 |
88,767 |
+1,557 |
Total Volume and Open Interest |
1,250,121 |
11,134,879 |
+10,002,132 |
Ultra T-Bond(CBOT) |
Mar17 |
161230 |
159~10 |
160~13 |
159~01 |
160~08 |
+0~31 |
40,935 |
686,998 |
-253 |
Jun17 |
161230 |
158~30 |
158~30 |
158~30 |
158~30 |
+0~31 |
|
|
|
Sep17 |
161230 |
158~30 |
158~30 |
158~30 |
158~30 |
+0~31 |
|
|
|
Total Volume and Open Interest |
40,935 |
686,998 |
-253 |
Ultra 10-Yr T-Note(CBOT) |
Mar17 |
161230 |
133~155 |
134~035 |
133~125 |
134~020 |
+0~185 |
49,657 |
288,878 |
-18 |
Jun17 |
161230 |
133~100 |
133~100 |
133~100 |
133~100 |
+0~185 |
|
|
|
Sep17 |
161230 |
133~100 |
133~100 |
133~100 |
133~100 |
+0~185 |
|
|
|
Total Volume and Open Interest |
49,657 |
288,878 |
-18 |
30 Day Federal Funds(CBOT) |
Jan17 |
161230 |
99.360 |
99.360 |
99.355 |
99.355 |
unch |
1,045 |
193,499 |
-860 |
Feb17 |
161230 |
99.345 |
99.350 |
99.345 |
99.345 |
unch |
3,067 |
86,029 |
-1,066 |
Mar17 |
161230 |
99.310 |
99.315 |
99.310 |
99.310 |
unch |
2,401 |
81,250 |
-592 |
Apr17 |
161230 |
99.290 |
99.295 |
99.290 |
99.290 |
unch |
8,832 |
216,357 |
-305 |
May17 |
161230 |
99.250 |
99.255 |
99.250 |
99.255 |
+0.005 |
3,961 |
66,944 |
+778 |
Jun17 |
161230 |
99.185 |
99.190 |
99.180 |
99.185 |
+0.005 |
1,098 |
19,075 |
-111 |
Total Volume and Open Interest |
38,124 |
973,632 |
-5,939 |
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 |
161229 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Jun17 |
161229 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Sep17 |
161229 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Dec17 |
161229 |
99.95 |
99.95 |
99.95 |
99.95 |
unch |
|
|
|
Mar18 |
161229 |
99.96 |
99.96 |
99.96 |
99.96 |
unch |
|
|
|
Jun18 |
161229 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
|
|
|
Sep18 |
161229 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Dec18 |
161229 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Japanese Govt Bonds(SGX) |
Mar17 |
161229 |
149.97 |
150.36 |
149.95 |
150.35 |
+0.38 |
194 |
13,873 |
-81 |
Jun17 |
161229 |
150.32 |
150.32 |
150.32 |
150.32 |
+0.37 |
|
|
|
Sep17 |
161229 |
150.32 |
150.32 |
150.32 |
150.32 |
+0.37 |
|
|
|
Total Volume and Open Interest |
194 |
13,873 |
-81 |
Euro-Buxl(EUREX) |
Mar17 |
170102 |
173.10 |
175.18 |
173.10 |
173.88 |
+0.36 |
12,969 |
195,644 |
+10,291 |
Jun17 |
170102 |
171.58 |
172.08 |
171.58 |
171.94 |
+0.36 |
5 |
10 |
+6 |
Sep17 |
170102 |
168.88 |
168.88 |
168.88 |
168.88 |
+0.36 |
0 |
9 |
-1 |
Total Volume and Open Interest |
12,974 |
195,663 |
+10,296 |
Euro-Bund(EUREX) |
Mar17 |
170102 |
164.07 |
164.94 |
164.07 |
164.47 |
+0.32 |
262,952 |
1,691,009 |
+128,173 |
Jun17 |
170102 |
161.22 |
161.67 |
161.22 |
161.25 |
+0.29 |
21 |
346 |
+83 |
Sep17 |
170102 |
161.25 |
161.25 |
161.25 |
161.25 |
+0.29 |
|
|
|
Total Volume and Open Interest |
262,973 |
1,691,355 |
+128,256 |
Euro-Bobl(EUREX) |
Mar17 |
170102 |
133.61 |
133.87 |
133.61 |
133.76 |
+0.13 |
182,322 |
1,307,287 |
+69,874 |
Jun17 |
170102 |
131.55 |
131.55 |
131.55 |
131.55 |
+0.13 |
0 |
1,007 |
+997 |
Sep17 |
170102 |
131.55 |
131.55 |
131.55 |
131.55 |
+0.13 |
|
|
|
Total Volume and Open Interest |
182,322 |
1,308,294 |
+70,871 |
Euro-Schatz(EUREX) |
Mar17 |
170102 |
112.29 |
112.32 |
112.29 |
112.29 |
unch |
158,470 |
1,304,384 |
+65,758 |
Jun17 |
170102 |
112.07 |
112.08 |
112.03 |
112.04 |
-0.12 |
0 |
16 |
+0 |
Sep17 |
170102 |
112.04 |
112.04 |
112.04 |
112.04 |
-0.12 |
|
|
|
Total Volume and Open Interest |
158,470 |
1,304,400 |
+65,758 |
3-Mth Euribor(EUREX) |
Mar17 |
170102 |
100.310 |
100.315 |
100.310 |
100.315 |
unch |
29 |
3,969 |
+13 |
Jun17 |
170102 |
100.300 |
100.300 |
100.300 |
100.300 |
+0.005 |
20 |
33,567 |
+0 |
Sep17 |
170102 |
100.285 |
100.285 |
100.285 |
100.285 |
+0.005 |
0 |
4,244 |
+0 |
Total Volume and Open Interest |
70 |
71,207 |
+33 |
Long Gilt(LIFFE) |
Mar17 |
161230 |
125~21 |
126~00 |
125~16 |
125~27 |
-0~01 |
65,802 |
586,279 |
+3,784 |
Jun17 |
161230 |
124~28 |
124~28 |
124~28 |
124~28 |
-0~02 |
|
|
|
Total Volume and Open Interest |
65,802 |
586,279 |
-1,725 |
3-Mth Short Sterling(LIFFE) |
Mar17 |
161230 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
12,365 |
356,840 |
-835 |
Jun17 |
161230 |
99.59 |
99.60 |
99.58 |
99.58 |
unch |
17,136 |
396,486 |
+1,820 |
Sep17 |
161230 |
99.56 |
99.58 |
99.56 |
99.56 |
+0.01 |
19,102 |
257,825 |
+277 |
Dec17 |
161230 |
99.54 |
99.54 |
99.52 |
99.53 |
+0.01 |
27,594 |
304,706 |
-2,116 |
Mar18 |
161230 |
99.49 |
99.51 |
99.48 |
99.49 |
+0.02 |
22,255 |
175,079 |
+3,604 |
Jun18 |
161230 |
99.42 |
99.46 |
99.42 |
99.45 |
+0.03 |
15,927 |
173,138 |
+418 |
Total Volume and Open Interest |
203,374 |
2,251,582 |
+7,364 |
3-Mth Euribor(LIFFE) |
Mar17 |
170102 |
100.315 |
100.320 |
100.310 |
100.315 |
unch |
46,812 |
374,258 |
-9,050 |
Jun17 |
170102 |
100.300 |
100.310 |
100.290 |
100.300 |
unch |
29,942 |
383,639 |
+3,667 |
Sep17 |
170102 |
100.275 |
100.295 |
100.275 |
100.285 |
+0.005 |
28,803 |
330,427 |
+2,975 |
Total Volume and Open Interest |
421,451 |
3,021,934 |
+11,536 |
3-Mth Aus T-Bills(SFE) |
Mar17 |
161230 |
98.16 |
98.17 |
98.15 |
98.17 |
unch |
3,974 |
199,345 |
-1,294 |
Jun17 |
161230 |
98.12 |
98.13 |
98.11 |
98.13 |
unch |
15,280 |
232,205 |
+4,941 |
Sep17 |
161230 |
98.05 |
98.07 |
98.04 |
98.07 |
+0.01 |
11,102 |
153,310 |
+168 |
Dec17 |
161230 |
97.97 |
97.99 |
97.96 |
97.99 |
+0.01 |
7,666 |
172,906 |
-484 |
Mar18 |
161230 |
97.87 |
97.90 |
97.87 |
97.90 |
+0.02 |
3,272 |
89,787 |
+102 |
Jun18 |
161230 |
97.78 |
97.81 |
97.78 |
97.81 |
+0.03 |
729 |
68,702 |
+115 |
Sep18 |
161230 |
97.68 |
97.72 |
97.68 |
97.71 |
+0.03 |
89 |
47,150 |
-9 |
Dec18 |
161230 |
97.58 |
97.62 |
97.58 |
97.62 |
+0.04 |
188 |
23,917 |
+119 |
Mar19 |
161230 |
97.50 |
97.53 |
97.50 |
97.52 |
+0.03 |
26 |
6,096 |
+26 |
Jun19 |
161230 |
97.43 |
97.43 |
97.43 |
97.43 |
+0.04 |
25 |
3,198 |
+25 |
Total Volume and Open Interest |
42,437 |
997,998 |
+3,709 |
10-Year Aus T-Bonds(SFE) |
Mar17 |
161230 |
97.18 |
97.22 |
97.17 |
97.20 |
+0.01 |
23,832 |
890,224 |
+1,085 |
Jun17 |
161230 |
97.20 |
97.20 |
97.20 |
97.20 |
+0.01 |
|
|
|
Total Volume and Open Interest |
23,832 |
890,224 |
+1,085 |
3-Year Aus T-Bonds(SFE) |
Mar17 |
161230 |
97.93 |
97.96 |
97.91 |
97.96 |
+0.03 |
28,513 |
843,451 |
-362 |
Jun17 |
161230 |
97.96 |
97.96 |
97.96 |
97.96 |
+0.03 |
|
|
|
Total Volume and Open Interest |
28,513 |
843,451 |
-362 |
Gold(CMX) |
Feb17 |
161230 |
1159.5 |
1164.3 |
1150.3 |
1151.7 |
-6.4 |
112,510 |
272,718 |
+1,921 |
Apr17 |
161230 |
1162.1 |
1166.8 |
1153.3 |
1154.3 |
-6.4 |
2,519 |
47,759 |
+1,944 |
Jun17 |
161230 |
1164.2 |
1169.4 |
1156.0 |
1157.1 |
-6.4 |
1,310 |
36,327 |
+327 |
Aug17 |
161230 |
1170.5 |
1170.5 |
1159.4 |
1159.9 |
-6.4 |
119 |
11,331 |
-15 |
Oct17 |
161230 |
1174.5 |
1174.5 |
1162.8 |
1162.8 |
-6.5 |
23 |
3,289 |
-12 |
Dec17 |
161230 |
1175.6 |
1177.0 |
1165.4 |
1165.7 |
-6.6 |
231 |
21,889 |
+17 |
Feb18 |
161230 |
1168.5 |
1168.9 |
1168.5 |
1168.9 |
-6.7 |
0 |
208 |
+0 |
Apr18 |
161230 |
1172.4 |
1172.4 |
1172.4 |
1172.4 |
-6.7 |
0 |
163 |
+0 |
Jun18 |
161230 |
1176.1 |
1176.1 |
1176.1 |
1176.1 |
-6.7 |
0 |
4,210 |
+0 |
Aug18 |
161230 |
1179.8 |
1179.8 |
1179.8 |
1179.8 |
-6.7 |
0 |
6 |
+0 |
Oct18 |
161230 |
1183.5 |
1183.5 |
1183.5 |
1183.5 |
-6.7 |
0 |
3 |
+0 |
Dec18 |
161230 |
1194.0 |
1194.0 |
1187.3 |
1187.3 |
-6.7 |
0 |
2,051 |
+0 |
Total Volume and Open Interest |
118,282 |
404,853 |
+3,340 |
Silver(CMX) |
Mar17 |
161230 |
1622.5 |
1634.5 |
1588.0 |
1598.9 |
-22.9 |
33,568 |
133,387 |
+697 |
May17 |
161230 |
1632.0 |
1637.5 |
1594.0 |
1604.2 |
-23.1 |
391 |
15,728 |
-100 |
Jul17 |
161230 |
1637.0 |
1643.0 |
1599.0 |
1609.2 |
-23.2 |
115 |
5,971 |
+37 |
Sep17 |
161230 |
1635.0 |
1635.0 |
1613.5 |
1614.1 |
-23.4 |
46 |
1,366 |
+41 |
Dec17 |
161230 |
1657.0 |
1657.0 |
1612.0 |
1621.6 |
-23.4 |
99 |
5,291 |
+19 |
Mar18 |
161230 |
1630.4 |
1630.4 |
1630.4 |
1630.4 |
-23.4 |
0 |
14 |
+0 |
May18 |
161230 |
1634.7 |
1634.7 |
1634.7 |
1634.7 |
-23.4 |
0 |
5 |
+0 |
Total Volume and Open Interest |
34,666 |
163,369 |
+272 |
Platinum(NYMEX) |
Jan17 |
161230 |
899.9 |
906.7 |
898.2 |
901.6 |
+3.8 |
7,714 |
4,932 |
-5,218 |
Apr17 |
161230 |
902.9 |
911.1 |
902.1 |
905.7 |
+3.3 |
14,159 |
54,719 |
+3,983 |
Jul17 |
161230 |
911.5 |
914.4 |
907.2 |
909.2 |
+3.1 |
103 |
2,407 |
+65 |
Oct17 |
161230 |
915.4 |
915.4 |
911.9 |
911.9 |
+2.5 |
12 |
225 |
+5 |
Total Volume and Open Interest |
22,060 |
62,598 |
-1,116 |
Palladium(NYMEX) |
Mar17 |
161230 |
673.70 |
687.80 |
670.20 |
683.25 |
+7.60 |
3,756 |
23,543 |
-57 |
Jun17 |
161230 |
681.95 |
683.95 |
681.95 |
683.95 |
+7.40 |
6 |
670 |
+4 |
Sep17 |
161230 |
685.35 |
685.35 |
685.35 |
685.35 |
+7.35 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,791 |
24,230 |
-60 |
Copper(CMX) |
Mar17 |
161230 |
248.80 |
251.90 |
248.75 |
250.55 |
+1.75 |
66,013 |
144,770 |
-2,388 |
May17 |
161230 |
249.90 |
252.50 |
249.90 |
251.20 |
+1.75 |
1,895 |
27,015 |
-152 |
Jul17 |
161230 |
251.50 |
253.05 |
251.50 |
251.80 |
+1.75 |
1,010 |
21,818 |
-153 |
Sep17 |
161230 |
251.60 |
253.00 |
251.45 |
252.20 |
+1.75 |
275 |
6,834 |
+27 |
Dec17 |
161230 |
253.40 |
253.75 |
252.50 |
252.50 |
+1.75 |
353 |
9,977 |
-47 |
Total Volume and Open Interest |
70,353 |
224,842 |
-2,891 |
E-mini DJIA Index(CBOT) |
Mar17 |
161230 |
19770 |
19817 |
19661 |
19720 |
-39 |
88,829 |
132,797 |
+3,588 |
Jun17 |
161230 |
19694 |
19752 |
19611 |
19660 |
-39 |
79 |
187 |
+14 |
Sep17 |
161230 |
19608 |
19608 |
19594 |
19608 |
-39 |
|
|
|
Dec17 |
161230 |
19550 |
19566 |
19550 |
19566 |
-39 |
1 |
1 |
+0 |
Total Volume and Open Interest |
88,909 |
132,985 |
+3,602 |
S & P 500(CME) |
Mar17 |
161230 |
2246.40 |
2252.10 |
2228.80 |
2236.20 |
-8.90 |
4,357 |
55,980 |
-688 |
Jun17 |
161230 |
2230.50 |
2244.50 |
2220.50 |
2230.50 |
-9.00 |
191 |
1,890 |
+0 |
Sep17 |
161230 |
2226.10 |
2240.10 |
2216.10 |
2226.10 |
-9.00 |
8 |
35 |
+8 |
Dec17 |
161230 |
2221.30 |
2235.30 |
2211.30 |
2221.30 |
-9.00 |
|
|
|
Total Volume and Open Interest |
4,556 |
57,905 |
-680 |
S & P 500 E-Mini(Globex) |
Mar17 |
161230 |
2246.25 |
2252.75 |
2228.00 |
2236.25 |
-8.75 |
1,000,606 |
2,758,174 |
+14,082 |
Jun17 |
161230 |
2241.00 |
2247.00 |
2222.50 |
2230.50 |
-9.00 |
2,848 |
10,794 |
+942 |
Sep17 |
161230 |
2240.75 |
2242.25 |
2219.00 |
2226.00 |
-9.00 |
26 |
189 |
+20 |
Dec17 |
161230 |
2222.00 |
2222.00 |
2217.00 |
2221.25 |
-9.00 |
7 |
68 |
+2 |
Total Volume and Open Interest |
1,003,487 |
2,769,225 |
+15,046 |
NASDAQ 100 E-Mini(Globex) |
Mar17 |
161230 |
4920.50 |
4940.00 |
4850.00 |
4864.00 |
-54.50 |
136,664 |
224,720 |
+635 |
Jun17 |
161230 |
4917.80 |
4937.00 |
4850.30 |
4862.30 |
-54.70 |
70 |
251 |
+4 |
Sep17 |
161230 |
4878.00 |
4929.00 |
4862.80 |
4865.00 |
-54.80 |
0 |
55 |
+0 |
Total Volume and Open Interest |
136,734 |
225,040 |
+639 |
S&P Midcap 400(CME) e-Mini |
Mar17 |
161230 |
1666.60 |
1673.70 |
1655.60 |
1659.10 |
-6.90 |
11,599 |
96,321 |
+307 |
Jun17 |
161230 |
1651.30 |
1664.90 |
1651.30 |
1651.30 |
-6.70 |
1 |
1 |
+0 |
Sep17 |
161230 |
1649.90 |
1649.90 |
1649.90 |
1649.90 |
-6.70 |
|
|
|
Total Volume and Open Interest |
11,600 |
96,322 |
+307 |
Volatility Index(CBOE) |
Jan17 |
161230 |
14.85 |
15.37 |
14.55 |
15.13 |
+0.30 |
62,297 |
215,475 |
-407 |
Feb17 |
161230 |
16.36 |
16.80 |
16.12 |
16.58 |
+0.20 |
42,463 |
96,824 |
+7,367 |
Mar17 |
161230 |
17.45 |
17.84 |
17.22 |
17.60 |
+0.17 |
16,361 |
34,279 |
+765 |
Apr17 |
161230 |
18.30 |
18.64 |
18.10 |
18.43 |
+0.15 |
5,551 |
23,000 |
+434 |
Total Volume and Open Interest |
134,799 |
411,362 |
+8,854 |
Russell 2000 Mini(ICE) |
Mar17 |
161230 |
1362.30 |
1368.50 |
1352.50 |
1356.90 |
-5.70 |
100,170 |
674,780 |
-1,440 |
Jun17 |
161230 |
1357.00 |
1357.00 |
1352.70 |
1353.90 |
-5.70 |
0 |
370 |
+0 |
Sep17 |
161230 |
1350.00 |
1350.90 |
1350.00 |
1350.90 |
-5.70 |
0 |
201 |
+0 |
Total Volume and Open Interest |
100,170 |
675,431 |
-1,440 |
Nikkei 225(CME) |
Mar17 |
161230 |
19085 |
19235 |
19035 |
19110 |
+20 |
3,913 |
28,530 |
+27 |
Jun17 |
161230 |
19155 |
19155 |
19035 |
19035 |
+20 |
|
|
|
Total Volume and Open Interest |
3,913 |
28,530 |
+27 |
Nikkei 225(SGX) |
Mar17 |
161230 |
19035 |
19170 |
18925 |
19070 |
+5 |
37,101 |
206,877 |
+2,762 |
Jun17 |
161230 |
18855 |
18965 |
18800 |
18945 |
+5 |
10 |
359 |
+0 |
Sep17 |
161229 |
18910 |
18910 |
18910 |
18910 |
-390 |
0 |
5 |
+0 |
Total Volume and Open Interest |
29,018 |
212,512 |
+4,799 |
Nikkei 225 Mini(JPX) |
Mar17 |
161230 |
18995 |
19175 |
18925 |
19100 |
+30 |
379,895 |
375,907 |
-11,304 |
Jun17 |
161230 |
18865 |
19040 |
18795 |
18960 |
+10 |
2,034 |
6,900 |
-250 |
Sep17 |
161230 |
18850 |
18985 |
18755 |
18910 |
+10 |
46 |
901 |
-22 |
Total Volume and Open Interest |
407,492 |
551,318 |
-6,778 |
Nikkei 225(JPX) |
Mar17 |
161230 |
18990 |
19180 |
18920 |
19100 |
+30 |
34,703 |
352,883 |
-1,896 |
Jun17 |
161230 |
18860 |
19030 |
18790 |
18960 |
+10 |
53 |
18,199 |
-93 |
Sep17 |
161230 |
18800 |
18950 |
18800 |
18910 |
+10 |
1 |
6,771 |
-1 |
Total Volume and Open Interest |
34,776 |
447,453 |
-1,992 |
Nikkei 225(CME) Yen |
Mar17 |
161230 |
19025 |
19170 |
18970 |
19040 |
+15 |
19,712 |
56,825 |
+1,146 |
Jun17 |
161230 |
18910 |
19025 |
18850 |
18910 |
+15 |
0 |
4 |
+0 |
Sep17 |
161230 |
18860 |
18860 |
18860 |
18860 |
+15 |
|
|
|
Total Volume and Open Interest |
19,712 |
56,830 |
+1,146 |
Nikkei 225(CME) e-Mini Yen |
Mar17 |
161230 |
19040 |
19150 |
18990 |
19040 |
+10 |
0 |
94 |
+0 |
Jun17 |
161230 |
18910 |
18910 |
18910 |
18910 |
+10 |
|
|
|
Sep17 |
161230 |
18860 |
18860 |
18860 |
18860 |
+10 |
|
|
|
Total Volume and Open Interest |
0 |
94 |
+0 |
CAC 40(EURONEXT) |
Jan17 |
170102 |
4846.0 |
4897.0 |
4841.5 |
4882.5 |
+19.5 |
43,890 |
300,572 |
+1,642 |
Feb17 |
170102 |
4856.0 |
4886.0 |
4856.0 |
4880.5 |
+19.5 |
19 |
3,708 |
+5 |
Mar17 |
170102 |
4849.0 |
4892.5 |
4842.5 |
4878.0 |
+19.0 |
206 |
8,194 |
+140 |
Total Volume and Open Interest |
44,115 |
312,536 |
+1,787 |
Hang Seng Index(HKFE) |
Jan17 |
161230 |
21783 |
22056 |
21766 |
21962 |
+173 |
72,108 |
108,930 |
+29,302 |
Feb17 |
161230 |
21813 |
22006 |
21807 |
21913 |
unch |
|
|
|
Mar17 |
161230 |
21752 |
22010 |
21730 |
21920 |
+172 |
1,401 |
8,115 |
+577 |
Total Volume and Open Interest |
176,249 |
154,609 |
-5,763 |
DAX(EUREX) |
Mar17 |
170102 |
11425.0 |
11622.5 |
11402.5 |
11585.5 |
+120.5 |
39,805 |
155,374 |
+19,600 |
Jun17 |
170102 |
11428.0 |
11639.0 |
11428.0 |
11609.0 |
+119.5 |
40 |
755 |
+62 |
Sep17 |
170102 |
11595.5 |
11600.5 |
11595.5 |
11600.5 |
+120.5 |
1 |
4 |
+1 |
Total Volume and Open Interest |
39,846 |
156,133 |
+19,663 |
Mini-DAX(EUREX) |
Mar17 |
170102 |
11428.0 |
11622.0 |
11413.0 |
11585.5 |
+120.5 |
7,242 |
6,755 |
+1,348 |
Jun17 |
170102 |
11479.0 |
11614.0 |
11479.0 |
11609.0 |
+119.5 |
12 |
365 |
+73 |
Sep17 |
170102 |
11600.5 |
11600.5 |
11600.5 |
11600.5 |
+120.5 |
|
|
|
Total Volume and Open Interest |
7,254 |
7,120 |
+1,421 |
FT-SE 100(EURONEXT) |
Mar17 |
161230 |
7039.50 |
7077.00 |
7025.00 |
7050.00 |
-2.50 |
62,693 |
734,379 |
+5,602 |
Jun17 |
161230 |
6981.50 |
6981.50 |
6976.00 |
6976.00 |
-3.00 |
18 |
29,316 |
-2 |
Sep17 |
161230 |
6916.00 |
6916.00 |
6916.00 |
6916.00 |
-3.00 |
|
|
|
Total Volume and Open Interest |
62,711 |
763,695 |
+5,600 |
SPI 200(SFE) |
Mar17 |
161230 |
5670.0 |
5678.0 |
5616.0 |
5631.0 |
-39.0 |
19,810 |
259,789 |
+3,137 |
Jun17 |
161230 |
5650.0 |
5650.0 |
5617.0 |
5617.0 |
-39.0 |
0 |
1,429 |
+0 |
Sep17 |
161230 |
5567.0 |
5567.0 |
5567.0 |
5567.0 |
-39.0 |
0 |
1,670 |
+0 |
Total Volume and Open Interest |
19,877 |
263,162 |
+3,191 |
FTSE MIB(ISE) |
Mar17 |
170102 |
19135.00 |
19625.00 |
19135.00 |
19520.00 |
+315.00 |
13,277 |
37,886 |
+450 |
Jun17 |
170102 |
19010.00 |
19115.00 |
19010.00 |
19115.00 |
+315.00 |
1 |
18 |
+1 |
Total Volume and Open Interest |
13,278 |
37,904 |
+451 |
KOSPI 200(KFE) |
Mar17 |
170102 |
260.00 |
261.90 |
259.25 |
261.20 |
+1.15 |
77,323 |
133,835 |
+1,795 |
Jun17 |
170102 |
260.65 |
262.50 |
260.00 |
261.75 |
+0.85 |
119 |
4,251 |
-1 |
Sep17 |
170102 |
259.65 |
263.00 |
259.65 |
262.85 |
+0.95 |
0 |
603 |
+0 |
Total Volume and Open Interest |
77,442 |
145,699 |
+1,794 |
GSCI(CME) |
Jan17 |
161230 |
398.55 |
399.15 |
397.25 |
397.75 |
-0.70 |
386 |
14,651 |
+336 |
Feb17 |
161230 |
400.45 |
400.45 |
400.45 |
400.45 |
-0.70 |
|
|
|
Mar17 |
161230 |
406.55 |
406.55 |
406.55 |
406.55 |
-0.70 |
|
|
|
Total Volume and Open Interest |
386 |
14,651 |
+336 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|