|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon March 20, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May17 |
170320 |
1003.75 |
1008.75 |
998.25 |
999.50 |
-0.50 |
83,777 |
310,793 |
-411 |
Jul17 |
170320 |
1013.50 |
1018.75 |
1008.50 |
1009.50 |
-0.50 |
27,972 |
165,746 |
+2,661 |
Aug17 |
170320 |
1013.75 |
1019.50 |
1009.75 |
1011.00 |
unch |
3,047 |
18,665 |
+946 |
Sep17 |
170320 |
1005.00 |
1008.75 |
1000.50 |
1001.25 |
+0.25 |
988 |
5,548 |
+146 |
Nov17 |
170320 |
996.50 |
1000.75 |
992.00 |
993.50 |
unch |
15,361 |
151,491 |
-1,119 |
Jan18 |
170320 |
1002.00 |
1005.25 |
998.00 |
998.50 |
unch |
674 |
7,527 |
+46 |
Mar18 |
170320 |
1007.00 |
1008.25 |
1000.25 |
1001.00 |
unch |
262 |
7,603 |
-52 |
May18 |
170320 |
1009.50 |
1010.50 |
1003.75 |
1003.75 |
+0.25 |
86 |
2,799 |
-3 |
Jul18 |
170320 |
1008.00 |
1014.00 |
1008.00 |
1008.00 |
unch |
68 |
8,938 |
+23 |
Aug18 |
170320 |
1001.50 |
1001.50 |
1001.50 |
1001.50 |
unch |
2 |
26 |
+0 |
Sep18 |
170320 |
986.00 |
986.00 |
986.00 |
986.00 |
+2.25 |
2 |
22 |
-1 |
Nov18 |
170320 |
981.50 |
983.25 |
976.00 |
977.25 |
unch |
70 |
2,262 |
+6 |
Jan19 |
170320 |
985.00 |
985.00 |
980.50 |
980.50 |
-0.25 |
0 |
43 |
+0 |
Mar19 |
170320 |
980.50 |
980.50 |
980.50 |
980.50 |
-0.25 |
|
|
|
Total Volume and Open Interest |
132,309 |
681,500 |
+2,242 |
Soybean Meal(CBOT) |
May17 |
170320 |
329.00 |
330.80 |
326.40 |
326.60 |
-2.30 |
42,620 |
180,899 |
+1,310 |
Jul17 |
170320 |
332.40 |
334.10 |
329.70 |
330.00 |
-2.20 |
12,982 |
90,513 |
+313 |
Aug17 |
170320 |
332.30 |
333.10 |
329.20 |
329.40 |
-1.90 |
1,483 |
12,460 |
+31 |
Sep17 |
170320 |
330.40 |
331.10 |
327.80 |
327.90 |
-1.80 |
940 |
10,204 |
+25 |
Oct17 |
170320 |
328.10 |
328.10 |
325.10 |
325.20 |
-1.60 |
823 |
9,619 |
+73 |
Dec17 |
170320 |
326.70 |
328.20 |
324.90 |
325.30 |
-1.70 |
4,479 |
45,890 |
+638 |
Jan18 |
170320 |
326.90 |
326.90 |
324.40 |
324.40 |
-1.60 |
338 |
2,548 |
+121 |
Mar18 |
170320 |
326.40 |
326.50 |
324.00 |
324.10 |
-1.90 |
221 |
3,594 |
+19 |
May18 |
170320 |
326.30 |
326.30 |
323.90 |
323.90 |
-2.10 |
35 |
1,686 |
+3 |
Jul18 |
170320 |
326.40 |
326.40 |
325.10 |
325.10 |
-2.00 |
56 |
1,938 |
+1 |
Total Volume and Open Interest |
64,075 |
360,480 |
+2,526 |
Soybean Oil(CBOT) |
May17 |
170320 |
32.49 |
32.89 |
32.37 |
32.74 |
+0.44 |
61,940 |
191,855 |
+2,468 |
Jul17 |
170320 |
32.76 |
33.18 |
32.67 |
33.02 |
+0.43 |
21,166 |
97,617 |
+799 |
Aug17 |
170320 |
32.78 |
33.24 |
32.75 |
33.10 |
+0.42 |
3,725 |
15,703 |
-131 |
Sep17 |
170320 |
32.90 |
33.31 |
32.86 |
33.17 |
+0.42 |
1,143 |
11,445 |
-23 |
Oct17 |
170320 |
32.89 |
33.33 |
32.89 |
33.21 |
+0.44 |
1,061 |
10,093 |
-158 |
Dec17 |
170320 |
33.08 |
33.52 |
33.04 |
33.40 |
+0.45 |
5,140 |
48,806 |
+1,548 |
Jan18 |
170320 |
33.33 |
33.63 |
33.24 |
33.57 |
+0.45 |
694 |
3,851 |
-228 |
Mar18 |
170320 |
33.45 |
33.84 |
33.40 |
33.74 |
+0.43 |
500 |
4,417 |
+145 |
May18 |
170320 |
33.59 |
33.90 |
33.59 |
33.87 |
+0.42 |
32 |
1,424 |
+14 |
Jul18 |
170320 |
34.00 |
34.01 |
33.94 |
34.01 |
+0.42 |
37 |
1,564 |
-2 |
Total Volume and Open Interest |
95,454 |
388,620 |
+4,438 |
Canola(WCE) |
Mar17 |
170314 |
517.3 |
517.3 |
517.3 |
517.3 |
-3.6 |
|
|
|
May17 |
170320 |
504.2 |
507.5 |
504.0 |
505.4 |
+1.7 |
15,553 |
75,018 |
-1,306 |
Jul17 |
170320 |
509.0 |
512.6 |
509.0 |
510.9 |
+2.1 |
5,865 |
45,154 |
+1,459 |
Nov17 |
170320 |
489.5 |
493.6 |
489.5 |
492.7 |
+2.9 |
3,267 |
53,757 |
+1,201 |
Jan18 |
170320 |
496.3 |
499.1 |
496.3 |
497.9 |
+2.5 |
228 |
6,186 |
-4 |
Total Volume and Open Interest |
24,922 |
180,542 |
+1,359 |
Corn(CBOT) |
May17 |
170320 |
369.00 |
370.75 |
363.00 |
363.50 |
-4.00 |
111,741 |
611,414 |
+2,425 |
Jul17 |
170320 |
376.25 |
377.75 |
370.75 |
371.25 |
-3.75 |
40,330 |
351,206 |
+7,792 |
Sep17 |
170320 |
383.25 |
384.75 |
378.00 |
378.50 |
-3.75 |
11,698 |
152,377 |
+1,133 |
Dec17 |
170320 |
390.75 |
392.50 |
385.75 |
386.25 |
-3.50 |
17,041 |
205,575 |
+1,485 |
Mar18 |
170320 |
400.00 |
401.00 |
395.50 |
396.00 |
-3.25 |
2,593 |
40,474 |
+116 |
May18 |
170320 |
404.75 |
404.75 |
400.50 |
400.50 |
-3.50 |
361 |
5,497 |
-98 |
Jul18 |
170320 |
409.75 |
410.00 |
403.75 |
404.00 |
-3.50 |
841 |
13,431 |
-99 |
Sep18 |
170320 |
399.50 |
399.50 |
397.50 |
397.50 |
-2.75 |
15 |
1,758 |
+7 |
Dec18 |
170320 |
401.50 |
402.25 |
397.50 |
398.25 |
-2.50 |
394 |
15,629 |
+107 |
Mar19 |
170320 |
407.25 |
407.25 |
404.75 |
404.75 |
-2.25 |
6 |
217 |
+0 |
Total Volume and Open Interest |
185,020 |
1,398,064 |
+12,868 |
Wheat(CBOT) |
May17 |
170320 |
439.25 |
442.75 |
429.00 |
430.25 |
-6.00 |
42,947 |
233,896 |
+3,307 |
Jul17 |
170320 |
454.00 |
457.25 |
444.00 |
445.50 |
-6.00 |
19,117 |
110,304 |
+1,135 |
Sep17 |
170320 |
470.25 |
471.75 |
459.25 |
460.75 |
-6.00 |
3,970 |
48,590 |
+345 |
Dec17 |
170320 |
488.25 |
490.50 |
477.75 |
479.50 |
-6.00 |
3,907 |
57,963 |
+181 |
Mar18 |
170320 |
501.75 |
503.75 |
492.00 |
493.75 |
-6.00 |
355 |
9,606 |
+42 |
May18 |
170320 |
499.50 |
500.50 |
499.50 |
500.50 |
-5.50 |
55 |
950 |
-17 |
Total Volume and Open Interest |
70,449 |
463,159 |
+4,966 |
Wheat(KCBT) |
May17 |
170320 |
454.75 |
458.25 |
443.50 |
445.25 |
-8.25 |
13,997 |
98,156 |
+767 |
Jul17 |
170320 |
467.00 |
470.00 |
455.50 |
457.25 |
-8.00 |
7,155 |
74,762 |
-160 |
Sep17 |
170320 |
482.75 |
483.75 |
469.75 |
471.75 |
-8.00 |
2,433 |
17,521 |
+168 |
Dec17 |
170320 |
502.00 |
503.00 |
490.25 |
492.00 |
-7.00 |
1,481 |
19,979 |
-33 |
Mar18 |
170320 |
516.50 |
517.00 |
505.00 |
506.75 |
-6.25 |
128 |
4,637 |
+52 |
May18 |
170320 |
515.25 |
515.25 |
515.00 |
515.00 |
-5.25 |
5 |
1,714 |
+0 |
Jul18 |
170320 |
518.00 |
518.25 |
516.50 |
518.25 |
-5.00 |
5 |
1,374 |
-2 |
Total Volume and Open Interest |
25,204 |
218,478 |
+792 |
Wheat(MGE) |
May17 |
170320 |
549.00 |
554.50 |
547.00 |
548.25 |
-0.75 |
4,610 |
32,843 |
-294 |
Jul17 |
170320 |
557.25 |
558.75 |
551.50 |
552.75 |
-1.25 |
2,794 |
17,736 |
+197 |
Sep17 |
170320 |
563.50 |
565.00 |
557.25 |
558.25 |
-2.00 |
999 |
9,201 |
+310 |
Dec17 |
170320 |
569.50 |
573.00 |
565.25 |
566.00 |
-3.00 |
407 |
7,019 |
-65 |
Mar18 |
170320 |
580.75 |
582.00 |
575.25 |
575.25 |
-3.75 |
194 |
3,937 |
+23 |
May18 |
170320 |
586.25 |
586.25 |
580.50 |
580.50 |
-4.25 |
27 |
1,591 |
-4 |
Total Volume and Open Interest |
9,031 |
72,651 |
+167 |
Oats(CBOT) |
May17 |
170320 |
250.75 |
251.75 |
247.00 |
250.75 |
+0.75 |
336 |
4,638 |
-12 |
Jul17 |
170320 |
240.25 |
243.75 |
239.00 |
241.25 |
-1.75 |
75 |
1,008 |
-21 |
Sep17 |
170320 |
234.75 |
234.75 |
234.00 |
234.75 |
-2.00 |
8 |
41 |
+2 |
Dec17 |
170320 |
237.00 |
237.00 |
233.50 |
234.50 |
-2.50 |
20 |
510 |
+11 |
Total Volume and Open Interest |
439 |
6,257 |
-20 |
Rough Rice(CBOT) |
Mar17 |
170314 |
9.58 |
9.58 |
9.55 |
9.55 |
-0.07 |
7 |
11 |
-30 |
May17 |
170320 |
9.91 |
9.94 |
9.78 |
9.85 |
-0.06 |
320 |
10,224 |
+35 |
Jul17 |
170320 |
10.15 |
10.19 |
10.10 |
10.11 |
-0.06 |
19 |
1,081 |
+14 |
Sep17 |
170320 |
10.31 |
10.31 |
10.31 |
10.31 |
-0.07 |
0 |
48 |
+0 |
Total Volume and Open Interest |
339 |
11,373 |
+49 |
Live Cattle(CME) |
Apr17 |
170320 |
119.350 |
119.480 |
118.450 |
118.900 |
-0.430 |
28,353 |
71,345 |
-2,902 |
Jun17 |
170320 |
109.800 |
110.150 |
109.150 |
109.800 |
+0.120 |
22,546 |
143,201 |
+4,469 |
Aug17 |
170320 |
105.550 |
105.950 |
105.200 |
105.650 |
+0.200 |
9,488 |
69,180 |
+1,380 |
Oct17 |
170320 |
105.350 |
105.900 |
105.035 |
105.830 |
+0.580 |
6,553 |
44,664 |
+1,925 |
Dec17 |
170320 |
106.080 |
106.700 |
105.800 |
106.650 |
+0.615 |
2,524 |
19,130 |
+746 |
Feb18 |
170320 |
105.950 |
106.580 |
105.750 |
106.500 |
+0.520 |
896 |
6,729 |
+338 |
Total Volume and Open Interest |
70,536 |
356,602 |
+6,064 |
Feeder Cattle(CME) |
Mar17 |
170320 |
131.575 |
132.200 |
130.500 |
131.485 |
+0.160 |
1,456 |
3,290 |
-193 |
Apr17 |
170320 |
131.735 |
133.700 |
130.800 |
132.450 |
+0.820 |
5,452 |
12,330 |
+94 |
May17 |
170320 |
130.350 |
132.200 |
129.600 |
131.285 |
+0.905 |
3,950 |
18,278 |
+98 |
Aug17 |
170320 |
131.100 |
132.325 |
130.350 |
131.785 |
+0.735 |
2,607 |
13,344 |
+906 |
Sep17 |
170320 |
129.985 |
130.900 |
129.285 |
130.750 |
+0.870 |
420 |
2,457 |
+119 |
Oct17 |
170320 |
128.200 |
129.235 |
127.700 |
129.035 |
+0.835 |
129 |
846 |
+38 |
Nov17 |
170320 |
126.785 |
127.885 |
126.250 |
127.480 |
+0.900 |
49 |
462 |
+2 |
Total Volume and Open Interest |
14,078 |
51,232 |
+1,067 |
Lean Hogs(CME) |
Apr17 |
170320 |
69.135 |
69.285 |
68.300 |
68.650 |
-0.400 |
12,891 |
41,076 |
-1,207 |
May17 |
170320 |
73.680 |
74.250 |
73.330 |
73.635 |
unch |
36 |
2,006 |
+6 |
Jun17 |
170320 |
77.430 |
77.980 |
76.900 |
77.385 |
+0.055 |
9,765 |
79,266 |
+1,894 |
Jul17 |
170320 |
77.535 |
78.135 |
77.135 |
77.230 |
-0.250 |
3,439 |
21,280 |
+308 |
Aug17 |
170320 |
77.800 |
78.150 |
77.050 |
77.100 |
-0.535 |
2,287 |
30,059 |
-224 |
Oct17 |
170320 |
68.000 |
68.225 |
67.500 |
68.135 |
+0.285 |
1,191 |
23,700 |
+94 |
Dec17 |
170320 |
63.200 |
63.880 |
63.180 |
63.800 |
+0.315 |
474 |
15,511 |
+211 |
Feb18 |
170320 |
66.680 |
66.680 |
66.000 |
66.450 |
+0.050 |
258 |
3,101 |
+109 |
Total Volume and Open Interest |
30,435 |
218,034 |
+1,204 |
Class III Milk(CME) |
Mar17 |
170320 |
15.73 |
15.76 |
15.72 |
15.72 |
-0.01 |
161 |
4,894 |
+68 |
Apr17 |
170320 |
15.30 |
15.35 |
14.94 |
15.10 |
-0.18 |
788 |
4,598 |
-64 |
May17 |
170320 |
15.42 |
15.48 |
15.05 |
15.20 |
-0.20 |
543 |
4,281 |
+48 |
Jun17 |
170320 |
15.85 |
15.86 |
15.49 |
15.61 |
-0.23 |
441 |
4,292 |
+166 |
Jul17 |
170320 |
16.35 |
16.35 |
16.09 |
16.10 |
-0.27 |
178 |
3,103 |
+95 |
Aug17 |
170320 |
16.59 |
16.65 |
16.42 |
16.43 |
-0.21 |
130 |
2,594 |
+76 |
Sep17 |
170320 |
16.65 |
16.65 |
16.50 |
16.53 |
-0.22 |
74 |
2,588 |
+30 |
Oct17 |
170320 |
16.45 |
16.45 |
16.34 |
16.36 |
-0.21 |
63 |
2,093 |
+41 |
Nov17 |
170320 |
16.37 |
16.37 |
16.23 |
16.25 |
-0.17 |
45 |
1,855 |
+15 |
Dec17 |
170320 |
16.31 |
16.31 |
16.13 |
16.13 |
-0.20 |
102 |
1,776 |
+48 |
Jan18 |
170320 |
16.20 |
16.20 |
16.10 |
16.10 |
-0.20 |
15 |
551 |
+13 |
Feb18 |
170320 |
16.20 |
16.20 |
16.12 |
16.12 |
-0.13 |
14 |
503 |
+12 |
Mar18 |
170320 |
16.18 |
16.18 |
16.12 |
16.12 |
-0.13 |
9 |
386 |
+4 |
Total Volume and Open Interest |
2,581 |
34,546 |
+564 |
Cocoa(ICE) |
May17 |
170320 |
2024 |
2124 |
2013 |
2116 |
+103 |
14,881 |
115,875 |
-2,033 |
Jul17 |
170320 |
2035 |
2128 |
2020 |
2120 |
+98 |
7,021 |
69,381 |
-370 |
Sep17 |
170320 |
2046 |
2136 |
2030 |
2127 |
+94 |
3,322 |
35,243 |
-655 |
Dec17 |
170320 |
2068 |
2154 |
2052 |
2147 |
+93 |
1,826 |
23,989 |
+1,745 |
Mar18 |
170320 |
2085 |
2180 |
2078 |
2172 |
+93 |
444 |
17,779 |
+690 |
May18 |
170320 |
2100 |
2191 |
2100 |
2191 |
+93 |
607 |
6,560 |
+105 |
Jul18 |
170320 |
2155 |
2207 |
2155 |
2207 |
+93 |
44 |
7,078 |
+14 |
Total Volume and Open Interest |
28,148 |
282,580 |
-503 |
Coffee "C"(ICE) |
Mar17 |
170320 |
144.00 |
144.00 |
144.00 |
144.00 |
+3.20 |
9 |
13 |
-4 |
May17 |
170320 |
142.35 |
145.45 |
141.85 |
145.25 |
+3.20 |
15,730 |
93,188 |
-289 |
Jul17 |
170320 |
144.45 |
147.70 |
144.25 |
147.60 |
+3.25 |
4,699 |
39,165 |
+13 |
Sep17 |
170320 |
147.00 |
150.00 |
146.60 |
149.90 |
+3.25 |
2,721 |
22,374 |
-65 |
Dec17 |
170320 |
150.25 |
153.25 |
150.00 |
153.15 |
+3.25 |
1,353 |
16,446 |
+28 |
Mar18 |
170320 |
153.45 |
156.45 |
153.20 |
156.35 |
+3.25 |
474 |
5,648 |
-24 |
Total Volume and Open Interest |
25,148 |
183,505 |
-274 |
Orange Juice(ICE) |
May17 |
170320 |
180.95 |
184.50 |
180.95 |
182.85 |
+1.90 |
659 |
8,390 |
-24 |
Jul17 |
170320 |
173.25 |
176.10 |
173.10 |
175.05 |
+1.80 |
171 |
1,725 |
+90 |
Sep17 |
170320 |
169.50 |
171.90 |
169.35 |
170.80 |
+1.65 |
106 |
735 |
+82 |
Nov17 |
170320 |
167.00 |
167.00 |
166.40 |
166.40 |
+1.20 |
2 |
181 |
-2 |
Jan18 |
170320 |
164.85 |
164.85 |
164.85 |
164.85 |
+1.20 |
0 |
5 |
+0 |
Mar18 |
170320 |
164.85 |
164.85 |
164.85 |
164.85 |
+1.20 |
|
|
|
Total Volume and Open Interest |
938 |
11,036 |
+146 |
Sugar #11(ICE) |
May17 |
170320 |
18.27 |
18.36 |
17.65 |
17.70 |
-0.47 |
53,723 |
300,205 |
+2,343 |
Jul17 |
170320 |
18.25 |
18.26 |
17.62 |
17.69 |
-0.41 |
27,054 |
177,371 |
+2,171 |
Oct17 |
170320 |
18.25 |
18.32 |
17.72 |
17.80 |
-0.37 |
16,690 |
120,322 |
+615 |
Mar18 |
170320 |
18.60 |
18.60 |
18.06 |
18.16 |
-0.34 |
7,886 |
94,855 |
+793 |
May18 |
170320 |
18.32 |
18.34 |
17.86 |
17.94 |
-0.30 |
3,038 |
28,795 |
-105 |
Jul18 |
170320 |
18.02 |
18.06 |
17.65 |
17.69 |
-0.27 |
1,851 |
16,159 |
-25 |
Oct18 |
170320 |
17.91 |
17.95 |
17.57 |
17.62 |
-0.24 |
1,125 |
18,512 |
+280 |
Mar19 |
170320 |
17.98 |
18.02 |
17.69 |
17.73 |
-0.23 |
669 |
9,763 |
+217 |
Total Volume and Open Interest |
112,414 |
775,459 |
+6,490 |
London Cocoa(LCE) |
May17 |
170320 |
1645 |
1729 |
1627 |
1722 |
+86 |
7,818 |
105,748 |
-620 |
Jul17 |
170320 |
1652 |
1739 |
1642 |
1733 |
+86 |
6,245 |
63,604 |
-202 |
Sep17 |
170320 |
1666 |
1749 |
1656 |
1742 |
+82 |
3,258 |
41,265 |
-52 |
Dec17 |
170320 |
1687 |
1764 |
1677 |
1757 |
+76 |
1,893 |
42,040 |
+415 |
Mar18 |
170320 |
1704 |
1778 |
1697 |
1772 |
+73 |
1,414 |
26,994 |
+349 |
May18 |
170320 |
1722 |
1792 |
1719 |
1788 |
+71 |
492 |
8,834 |
+133 |
Jul18 |
170320 |
1757 |
1810 |
1757 |
1806 |
+72 |
221 |
4,247 |
+161 |
Total Volume and Open Interest |
21,347 |
295,359 |
-15,090 |
London Sugar(LCE) |
May17 |
170320 |
511.70 |
512.30 |
495.20 |
495.70 |
-13.80 |
7,316 |
41,868 |
+6 |
Aug17 |
170320 |
503.00 |
504.00 |
490.00 |
491.20 |
-10.40 |
2,604 |
22,283 |
+551 |
Oct17 |
170320 |
487.00 |
488.10 |
476.50 |
478.10 |
-8.30 |
547 |
15,176 |
+107 |
Dec17 |
170320 |
480.00 |
481.10 |
470.50 |
473.00 |
-7.30 |
164 |
6,142 |
+79 |
Mar18 |
170320 |
481.10 |
481.90 |
471.80 |
474.40 |
-7.40 |
44 |
4,619 |
+9 |
Total Volume and Open Interest |
10,732 |
92,738 |
+777 |
Cotton(ICE) |
May17 |
170320 |
78.33 |
78.74 |
77.30 |
77.33 |
-1.03 |
11,678 |
159,872 |
+263 |
Jul17 |
170320 |
79.23 |
79.72 |
78.50 |
78.54 |
-0.84 |
5,278 |
48,600 |
+121 |
Oct17 |
170320 |
76.61 |
76.61 |
75.84 |
76.18 |
-0.01 |
0 |
39 |
+0 |
Dec17 |
170320 |
75.53 |
75.72 |
75.31 |
75.67 |
+0.04 |
3,878 |
63,325 |
+1,686 |
Mar18 |
170320 |
75.50 |
75.57 |
75.26 |
75.51 |
+0.03 |
98 |
5,815 |
+9 |
May18 |
170320 |
75.44 |
75.46 |
75.44 |
75.46 |
+0.15 |
51 |
580 |
+25 |
Total Volume and Open Interest |
21,169 |
279,772 |
+2,279 |
Lumber(CME) |
May17 |
170320 |
361.0 |
371.8 |
360.6 |
371.0 |
+9.2 |
183 |
3,809 |
+1 |
Jul17 |
170320 |
371.1 |
381.5 |
370.3 |
380.1 |
+8.1 |
20 |
869 |
+10 |
Sep17 |
170320 |
380.0 |
382.3 |
380.0 |
381.4 |
+7.2 |
6 |
218 |
+2 |
Nov17 |
170320 |
381.0 |
381.0 |
377.0 |
378.4 |
+3.4 |
0 |
43 |
+0 |
Total Volume and Open Interest |
209 |
4,946 |
+13 |
Crude Oil(NYM) |
Apr17 |
170320 |
48.70 |
48.74 |
47.84 |
48.22 |
-0.56 |
516,853 |
103,677 |
-76,444 |
May17 |
170320 |
49.25 |
49.36 |
48.46 |
48.91 |
-0.40 |
376,317 |
558,362 |
+27,883 |
Jun17 |
170320 |
49.67 |
49.82 |
48.95 |
49.44 |
-0.29 |
117,779 |
292,221 |
+5,658 |
Jul17 |
170320 |
50.00 |
50.15 |
49.31 |
49.81 |
-0.23 |
43,332 |
125,578 |
+2,150 |
Aug17 |
170320 |
50.16 |
50.40 |
49.56 |
50.06 |
-0.19 |
29,212 |
88,207 |
-2,838 |
Sep17 |
170320 |
50.30 |
50.51 |
49.71 |
50.21 |
-0.17 |
23,610 |
144,498 |
+3,641 |
Oct17 |
170320 |
50.30 |
50.62 |
49.82 |
50.30 |
-0.16 |
11,455 |
66,693 |
-1,894 |
Nov17 |
170320 |
50.12 |
50.60 |
49.99 |
50.36 |
-0.15 |
10,100 |
50,230 |
-179 |
Dec17 |
170320 |
50.45 |
50.68 |
49.90 |
50.39 |
-0.13 |
61,263 |
238,685 |
+2,029 |
Jan18 |
170320 |
50.25 |
50.64 |
49.91 |
50.39 |
-0.13 |
9,003 |
52,577 |
-523 |
Feb18 |
170320 |
50.39 |
50.60 |
49.91 |
50.37 |
-0.12 |
4,219 |
27,985 |
-1,595 |
Mar18 |
170320 |
50.12 |
50.57 |
49.93 |
50.35 |
-0.11 |
3,185 |
42,500 |
-402 |
Apr18 |
170320 |
50.33 |
50.33 |
50.33 |
50.33 |
-0.10 |
1,488 |
16,595 |
-59 |
May18 |
170320 |
50.00 |
50.30 |
50.00 |
50.30 |
-0.09 |
1,009 |
10,390 |
-116 |
Jun18 |
170320 |
50.06 |
50.55 |
49.83 |
50.27 |
-0.08 |
9,750 |
72,636 |
+1,872 |
Jul18 |
170320 |
50.22 |
50.22 |
50.22 |
50.22 |
-0.07 |
559 |
14,186 |
+350 |
Total Volume and Open Interest |
1,245,538 |
2,163,654 |
-40,073 |
e-miNY Crude Oil(NYM) |
Apr17 |
170320 |
48.650 |
48.700 |
47.850 |
48.225 |
-0.550 |
11,942 |
2,145 |
-471 |
May17 |
170320 |
49.250 |
49.350 |
48.475 |
48.900 |
-0.400 |
1,486 |
1,006 |
+210 |
Jun17 |
170320 |
49.625 |
49.800 |
48.975 |
49.450 |
-0.275 |
172 |
309 |
+14 |
Jul17 |
170320 |
49.700 |
50.100 |
49.700 |
49.800 |
-0.250 |
7 |
178 |
-3 |
Aug17 |
170320 |
50.050 |
50.050 |
50.050 |
50.050 |
-0.200 |
0 |
20 |
+0 |
Sep17 |
170320 |
50.300 |
50.500 |
50.200 |
50.200 |
-0.175 |
0 |
145 |
+0 |
Oct17 |
170320 |
50.275 |
50.300 |
50.175 |
50.300 |
-0.150 |
2 |
24 |
+0 |
Nov17 |
170320 |
50.350 |
50.350 |
50.350 |
50.350 |
-0.150 |
0 |
29 |
+0 |
Dec17 |
170320 |
50.125 |
50.525 |
50.125 |
50.400 |
-0.125 |
2 |
108 |
-1 |
Jan18 |
170320 |
50.400 |
50.400 |
50.400 |
50.400 |
-0.125 |
0 |
123 |
+0 |
Total Volume and Open Interest |
13,611 |
4,261 |
-251 |
NY Harbor ULSD(NYM) |
Apr17 |
170320 |
151.17 |
152.63 |
149.26 |
151.41 |
+0.56 |
49,857 |
77,539 |
-4,686 |
May17 |
170320 |
151.84 |
153.30 |
149.96 |
152.09 |
+0.58 |
29,638 |
91,855 |
+4,205 |
Jun17 |
170320 |
152.34 |
154.00 |
150.75 |
152.81 |
+0.55 |
22,747 |
66,157 |
-499 |
Jul17 |
170320 |
152.77 |
154.75 |
151.63 |
153.72 |
+0.56 |
8,911 |
33,503 |
+405 |
Aug17 |
170320 |
154.13 |
155.86 |
153.05 |
154.86 |
+0.57 |
4,799 |
19,464 |
+650 |
Sep17 |
170320 |
155.02 |
156.96 |
154.41 |
156.15 |
+0.61 |
2,181 |
19,139 |
-228 |
Oct17 |
170320 |
156.02 |
157.93 |
155.55 |
157.36 |
+0.63 |
1,093 |
9,153 |
+268 |
Nov17 |
170320 |
157.02 |
159.24 |
157.02 |
158.38 |
+0.63 |
552 |
11,152 |
-117 |
Dec17 |
170320 |
158.02 |
160.17 |
157.02 |
159.21 |
+0.65 |
5,229 |
53,405 |
+1,572 |
Jan18 |
170320 |
159.46 |
160.91 |
159.46 |
160.07 |
+0.65 |
105 |
6,712 |
+35 |
Feb18 |
170320 |
160.36 |
161.35 |
160.36 |
160.49 |
+0.63 |
102 |
3,242 |
+21 |
Mar18 |
170320 |
160.52 |
160.54 |
160.33 |
160.33 |
+0.62 |
91 |
2,573 |
+8 |
Apr18 |
170320 |
159.48 |
159.48 |
159.48 |
159.48 |
+0.64 |
77 |
2,147 |
+7 |
May18 |
170320 |
158.81 |
159.00 |
158.76 |
158.76 |
+0.65 |
71 |
1,141 |
+32 |
Total Volume and Open Interest |
125,896 |
420,752 |
+1,818 |
RBOB Gasoline(NYM) |
Apr17 |
170320 |
159.80 |
162.48 |
158.10 |
161.13 |
+1.24 |
47,775 |
60,223 |
-2,198 |
May17 |
170320 |
160.92 |
163.77 |
159.73 |
162.48 |
+1.00 |
35,909 |
121,630 |
+300 |
Jun17 |
170320 |
161.55 |
164.16 |
160.24 |
162.88 |
+0.81 |
27,510 |
64,224 |
-737 |
Jul17 |
170320 |
161.06 |
163.40 |
159.85 |
162.26 |
+0.66 |
10,365 |
34,611 |
+141 |
Aug17 |
170320 |
158.80 |
162.00 |
158.68 |
160.80 |
+0.52 |
8,669 |
20,565 |
-319 |
Sep17 |
170320 |
156.86 |
159.59 |
156.36 |
158.55 |
+0.41 |
8,480 |
25,068 |
+426 |
Oct17 |
170320 |
144.55 |
146.69 |
143.83 |
145.79 |
+0.40 |
3,925 |
12,969 |
+980 |
Nov17 |
170320 |
141.71 |
143.93 |
141.68 |
143.08 |
+0.41 |
1,058 |
8,478 |
+0 |
Dec17 |
170320 |
139.50 |
141.85 |
138.91 |
140.98 |
+0.42 |
3,056 |
31,656 |
-387 |
Jan18 |
170320 |
138.44 |
140.34 |
138.44 |
140.34 |
+0.45 |
306 |
4,952 |
+52 |
Total Volume and Open Interest |
147,647 |
404,206 |
-1,648 |
e-miNY RBOB Gasoline(NYM) |
Apr17 |
170320 |
161.10 |
161.13 |
161.10 |
161.10 |
+1.21 |
0 |
1 |
+0 |
May17 |
170320 |
162.50 |
162.50 |
162.48 |
162.50 |
+1.02 |
|
|
|
Jun17 |
170320 |
162.90 |
162.90 |
162.88 |
162.90 |
+0.83 |
|
|
|
Jul17 |
170320 |
162.30 |
162.30 |
162.26 |
162.30 |
+0.70 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Apr17 |
170320 |
2.913 |
3.085 |
2.902 |
3.041 |
+0.093 |
175,334 |
127,264 |
-17,645 |
May17 |
170320 |
2.972 |
3.136 |
2.966 |
3.098 |
+0.094 |
90,394 |
274,219 |
+3,909 |
Jun17 |
170320 |
3.052 |
3.199 |
3.039 |
3.164 |
+0.092 |
39,842 |
124,229 |
+5,040 |
Jul17 |
170320 |
3.106 |
3.257 |
3.104 |
3.226 |
+0.088 |
26,171 |
117,997 |
-830 |
Aug17 |
170320 |
3.140 |
3.278 |
3.132 |
3.248 |
+0.085 |
14,654 |
55,809 |
+683 |
Sep17 |
170320 |
3.123 |
3.261 |
3.117 |
3.231 |
+0.082 |
11,159 |
83,251 |
+1,782 |
Oct17 |
170320 |
3.138 |
3.273 |
3.131 |
3.243 |
+0.079 |
25,355 |
112,899 |
+655 |
Nov17 |
170320 |
3.182 |
3.308 |
3.182 |
3.288 |
+0.074 |
6,568 |
40,994 |
-31 |
Dec17 |
170320 |
3.319 |
3.418 |
3.306 |
3.401 |
+0.064 |
5,940 |
50,648 |
+141 |
Jan18 |
170320 |
3.400 |
3.500 |
3.395 |
3.479 |
+0.057 |
14,750 |
76,786 |
+2,986 |
Feb18 |
170320 |
3.375 |
3.461 |
3.363 |
3.444 |
+0.055 |
3,846 |
29,511 |
+6 |
Mar18 |
170320 |
3.295 |
3.374 |
3.285 |
3.359 |
+0.052 |
9,360 |
48,583 |
+1,023 |
Apr18 |
170320 |
2.840 |
2.885 |
2.833 |
2.879 |
+0.027 |
8,276 |
72,965 |
+1,394 |
May18 |
170320 |
2.788 |
2.833 |
2.788 |
2.829 |
+0.024 |
3,119 |
23,580 |
+36 |
Jun18 |
170320 |
2.819 |
2.851 |
2.819 |
2.847 |
+0.022 |
1,726 |
13,682 |
+118 |
Jul18 |
170320 |
2.848 |
2.871 |
2.848 |
2.867 |
+0.021 |
1,473 |
14,770 |
+361 |
Total Volume and Open Interest |
447,622 |
1,368,008 |
+2,794 |
Brent Crude Oil(ICE) |
May17 |
170320 |
51.80 |
51.94 |
51.01 |
51.62 |
-0.14 |
281,525 |
396,597 |
-21,351 |
Jun17 |
170320 |
51.84 |
52.12 |
51.21 |
51.79 |
-0.16 |
229,419 |
452,606 |
+15,097 |
Jul17 |
170320 |
52.15 |
52.31 |
51.42 |
51.98 |
-0.17 |
75,539 |
271,687 |
+457 |
Aug17 |
170320 |
52.30 |
52.47 |
51.60 |
52.15 |
-0.15 |
38,733 |
121,054 |
-146 |
Sep17 |
170320 |
52.39 |
52.58 |
51.73 |
52.26 |
-0.14 |
37,686 |
169,198 |
+1,654 |
Oct17 |
170320 |
52.43 |
52.60 |
51.79 |
52.32 |
-0.12 |
14,904 |
81,772 |
+2,286 |
Nov17 |
170320 |
52.42 |
52.61 |
51.79 |
52.34 |
-0.09 |
9,178 |
51,612 |
+235 |
Dec17 |
170320 |
52.40 |
52.63 |
51.79 |
52.36 |
-0.06 |
81,409 |
238,077 |
+4,826 |
Jan18 |
170320 |
52.39 |
52.59 |
51.85 |
52.38 |
-0.04 |
4,082 |
49,304 |
+649 |
Feb18 |
170320 |
52.04 |
52.37 |
52.04 |
52.37 |
-0.03 |
2,137 |
30,888 |
+47 |
Mar18 |
170320 |
51.98 |
52.52 |
51.98 |
52.35 |
-0.02 |
3,088 |
32,594 |
+499 |
Apr18 |
170320 |
52.33 |
52.33 |
52.33 |
52.33 |
-0.01 |
558 |
19,070 |
+76 |
May18 |
170320 |
52.29 |
52.29 |
52.29 |
52.29 |
+0.01 |
567 |
17,242 |
+39 |
Jun18 |
170320 |
51.88 |
52.43 |
51.75 |
52.22 |
+0.02 |
15,430 |
82,300 |
+2,729 |
Total Volume and Open Interest |
867,331 |
2,421,613 |
+14,068 |
Gas Oil(ICE) |
Apr17 |
170320 |
456.75 |
459.50 |
452.00 |
458.50 |
+1.75 |
61,200 |
162,016 |
-4,241 |
May17 |
170320 |
460.00 |
461.50 |
454.00 |
460.25 |
+1.75 |
33,293 |
118,592 |
-4,144 |
Jun17 |
170320 |
461.75 |
463.25 |
456.00 |
462.00 |
+1.75 |
32,341 |
123,074 |
-566 |
Jul17 |
170320 |
463.75 |
465.00 |
458.00 |
464.00 |
+1.75 |
15,703 |
61,675 |
-3 |
Aug17 |
170320 |
465.75 |
467.25 |
461.25 |
466.25 |
+1.75 |
5,164 |
40,119 |
+1,662 |
Sep17 |
170320 |
468.00 |
469.75 |
462.75 |
468.75 |
+1.75 |
7,062 |
41,388 |
-231 |
Oct17 |
170320 |
470.75 |
472.50 |
466.75 |
471.50 |
+1.75 |
3,972 |
39,919 |
+260 |
Nov17 |
170320 |
470.50 |
472.75 |
467.75 |
472.50 |
+1.75 |
1,194 |
17,539 |
+521 |
Dec17 |
170320 |
472.25 |
473.75 |
467.25 |
473.00 |
+1.75 |
13,987 |
84,547 |
+189 |
Jan18 |
170320 |
472.50 |
475.25 |
470.00 |
475.00 |
+2.00 |
1,022 |
14,490 |
-54 |
Total Volume and Open Interest |
191,719 |
872,346 |
-2,430 |
Ethanol(CBOT) |
Apr17 |
170320 |
1.540 |
1.541 |
1.526 |
1.529 |
-0.012 |
155 |
1,654 |
-16 |
May17 |
170320 |
1.550 |
1.558 |
1.544 |
1.545 |
-0.011 |
190 |
1,460 |
+56 |
Jun17 |
170320 |
1.550 |
1.550 |
1.543 |
1.543 |
-0.008 |
87 |
480 |
+67 |
Jul17 |
170320 |
1.550 |
1.550 |
1.537 |
1.537 |
-0.006 |
3 |
175 |
+0 |
Aug17 |
170320 |
1.537 |
1.537 |
1.537 |
1.537 |
unch |
0 |
455 |
+0 |
Sep17 |
170320 |
1.530 |
1.530 |
1.530 |
1.530 |
unch |
0 |
64 |
+0 |
Oct17 |
170320 |
1.516 |
1.516 |
1.516 |
1.516 |
unch |
0 |
208 |
+0 |
Nov17 |
170320 |
1.505 |
1.505 |
1.505 |
1.505 |
unch |
0 |
80 |
+0 |
Total Volume and Open Interest |
435 |
4,598 |
+107 |
WTI Crude Oil(ICE) |
Apr17 |
170320 |
48.54 |
48.70 |
47.90 |
48.22 |
-0.56 |
64,363 |
30,617 |
-4,280 |
May17 |
170320 |
49.22 |
49.35 |
48.47 |
48.91 |
-0.40 |
90,181 |
84,320 |
+86 |
Jun17 |
170320 |
49.66 |
49.82 |
48.96 |
49.44 |
-0.29 |
56,877 |
96,513 |
+1,020 |
Jul17 |
170320 |
49.97 |
50.16 |
49.34 |
49.81 |
-0.23 |
13,975 |
46,636 |
+4 |
Aug17 |
170320 |
49.99 |
50.33 |
49.56 |
50.06 |
-0.19 |
7,064 |
16,276 |
-685 |
Sep17 |
170320 |
50.10 |
50.46 |
49.78 |
50.21 |
-0.17 |
5,742 |
36,498 |
+36 |
Oct17 |
170320 |
50.18 |
50.43 |
50.12 |
50.30 |
-0.16 |
3,423 |
9,463 |
+5 |
Nov17 |
170320 |
50.59 |
50.59 |
50.29 |
50.36 |
-0.15 |
1,075 |
5,460 |
-45 |
Dec17 |
170320 |
50.24 |
50.60 |
49.98 |
50.39 |
-0.13 |
15,755 |
115,471 |
-2,243 |
Jan18 |
170320 |
50.39 |
50.39 |
50.39 |
50.39 |
-0.13 |
211 |
5,323 |
-4 |
Feb18 |
170320 |
50.37 |
50.37 |
50.37 |
50.37 |
-0.12 |
140 |
4,395 |
-59 |
Mar18 |
170320 |
50.35 |
50.35 |
50.35 |
50.35 |
-0.11 |
158 |
9,157 |
+8 |
Apr18 |
170320 |
50.33 |
50.33 |
50.33 |
50.33 |
-0.10 |
44 |
1,962 |
+8 |
May18 |
170320 |
50.30 |
50.30 |
50.30 |
50.30 |
-0.09 |
70 |
768 |
+46 |
Jun18 |
170320 |
50.27 |
50.27 |
50.27 |
50.27 |
-0.08 |
1,336 |
31,882 |
+583 |
Jul18 |
170320 |
50.22 |
50.22 |
50.22 |
50.22 |
-0.07 |
0 |
379 |
+0 |
Total Volume and Open Interest |
271,357 |
615,231 |
-4,995 |
US Dollar Index(ICE) |
Jun17 |
170320 |
100.110 |
100.265 |
99.835 |
100.235 |
+0.120 |
36,549 |
73,256 |
-1,029 |
Sep17 |
170320 |
99.930 |
100.110 |
99.700 |
100.075 |
+0.115 |
198 |
839 |
+77 |
Dec17 |
170320 |
99.605 |
99.910 |
99.600 |
99.910 |
+0.115 |
75 |
367 |
+19 |
Total Volume and Open Interest |
36,822 |
74,462 |
-933 |
Australian Dollar(CME) |
Jun17 |
170320 |
76.87 |
77.35 |
76.85 |
77.13 |
+0.18 |
106,627 |
118,980 |
+740 |
Sep17 |
170320 |
76.91 |
77.22 |
76.77 |
77.02 |
+0.18 |
22 |
832 |
+2 |
Dec17 |
170320 |
76.93 |
76.96 |
76.68 |
76.93 |
+0.18 |
11 |
61 |
-3 |
Total Volume and Open Interest |
107,061 |
120,448 |
+666 |
British Pound(CME) |
Jun17 |
170320 |
124.16 |
124.65 |
123.65 |
123.78 |
-0.48 |
126,931 |
254,534 |
-1,196 |
Sep17 |
170320 |
124.60 |
124.96 |
124.00 |
124.11 |
-0.48 |
55 |
434 |
+28 |
Dec17 |
170320 |
124.97 |
125.24 |
124.37 |
124.47 |
-0.47 |
5 |
215 |
-3 |
Total Volume and Open Interest |
127,381 |
255,858 |
-1,248 |
Canadian Dollar(CME) |
Jun17 |
170320 |
75.02 |
75.27 |
74.88 |
74.94 |
-0.12 |
72,381 |
116,084 |
-1,384 |
Sep17 |
170320 |
75.12 |
75.34 |
74.99 |
75.05 |
-0.12 |
108 |
1,837 |
+3 |
Dec17 |
170320 |
75.26 |
75.49 |
75.15 |
75.18 |
-0.13 |
6 |
1,441 |
+2 |
Mar18 |
170320 |
75.31 |
75.61 |
75.31 |
75.31 |
-0.13 |
7 |
94 |
+6 |
Total Volume and Open Interest |
72,753 |
120,177 |
-1,267 |
Japanese Yen(CME) |
Jun17 |
170320 |
89.12 |
89.29 |
88.93 |
89.18 |
+0.07 |
146,643 |
196,515 |
-535 |
Sep17 |
170320 |
89.57 |
89.67 |
89.36 |
89.59 |
+0.07 |
130 |
508 |
+41 |
Dec17 |
170320 |
90.03 |
90.10 |
89.89 |
90.05 |
+0.07 |
5 |
60 |
+5 |
Total Volume and Open Interest |
147,556 |
197,615 |
-754 |
Swiss Franc(CME) |
Jun17 |
170320 |
100.78 |
100.99 |
100.65 |
100.68 |
-0.13 |
26,127 |
43,576 |
-2,248 |
Sep17 |
170320 |
101.44 |
101.60 |
101.28 |
101.30 |
-0.13 |
10 |
44 |
-4 |
Dec17 |
170320 |
101.95 |
102.19 |
101.95 |
101.95 |
-0.14 |
0 |
11 |
+0 |
Total Volume and Open Interest |
26,137 |
43,638 |
-2,252 |
EuroFX(CME) |
Jun17 |
170320 |
107.89 |
108.26 |
107.74 |
107.81 |
-0.10 |
214,522 |
387,647 |
+5,214 |
Sep17 |
170320 |
108.60 |
108.77 |
108.27 |
108.34 |
-0.09 |
189 |
1,299 |
+77 |
Dec17 |
170320 |
109.28 |
109.31 |
108.86 |
108.90 |
-0.09 |
24 |
265 |
+6 |
Total Volume and Open Interest |
216,130 |
391,348 |
+5,276 |
Mexican Peso(CME) |
Apr17 |
170320 |
522.75 |
522.75 |
522.75 |
522.75 |
+0.50 |
|
|
|
May17 |
170320 |
520.63 |
520.63 |
520.63 |
520.63 |
+0.50 |
|
|
|
Total Volume and Open Interest |
53,006 |
173,421 |
+1,675 |
Brazilian Real(CME) |
Apr17 |
170320 |
322.10 |
324.80 |
318.40 |
324.20 |
+3.00 |
2,332 |
23,654 |
-399 |
May17 |
170320 |
318.75 |
322.80 |
318.10 |
322.35 |
+2.65 |
1 |
103 |
+0 |
Jun17 |
170320 |
315.65 |
320.20 |
315.65 |
319.95 |
+2.95 |
7 |
4,949 |
-5 |
Jul17 |
170320 |
317.95 |
317.95 |
317.95 |
317.95 |
+2.75 |
|
|
|
Total Volume and Open Interest |
2,340 |
28,706 |
-404 |
30-Year T-Bonds(CBOT) |
Mar17 |
170320 |
150~080 |
150~130 |
149~180 |
150~110 |
+0~190 |
696 |
858 |
-470 |
Jun17 |
170320 |
148~150 |
149~090 |
148~060 |
149~000 |
+0~180 |
226,510 |
641,311 |
-1,320 |
Sep17 |
170320 |
147~270 |
147~270 |
147~270 |
147~270 |
+0~180 |
0 |
2 |
+0 |
Total Volume and Open Interest |
227,206 |
642,171 |
-1,790 |
10-Year T-Notes(CBOT) |
Mar17 |
170320 |
124~130 |
124~220 |
124~130 |
124~215 |
+0~090 |
4,207 |
21,721 |
-977 |
Jun17 |
170320 |
123~240 |
124~025 |
123~210 |
124~000 |
+0~080 |
1,231,017 |
3,091,334 |
-3,054 |
Sep17 |
170320 |
123~020 |
123~130 |
123~020 |
123~130 |
+0~085 |
121 |
258 |
+73 |
Total Volume and Open Interest |
1,235,345 |
3,113,313 |
-3,958 |
5-Year T-Notes(CBOT) |
Mar17 |
170320 |
117~204 |
117~234 |
117~172 |
117~222 |
+0~044 |
2,335 |
46,512 |
-1,194 |
Jun17 |
170320 |
117~042 |
117~106 |
117~032 |
117~094 |
+0~050 |
733,401 |
2,943,038 |
-35,053 |
Sep17 |
170320 |
116~230 |
116~230 |
116~230 |
116~230 |
+0~050 |
|
|
|
Total Volume and Open Interest |
735,736 |
2,989,550 |
-36,247 |
2 Year T-Notes(CBOT) |
Mar17 |
170320 |
108~102 |
108~116 |
108~100 |
108~116 |
+0~012 |
3,806 |
12,814 |
-342 |
Jun17 |
170320 |
108~006 |
108~022 |
108~002 |
108~020 |
+0~014 |
307,092 |
1,420,766 |
+4,947 |
Sep17 |
170320 |
108~020 |
108~020 |
108~020 |
108~020 |
+0~014 |
|
|
|
Total Volume and Open Interest |
310,898 |
1,433,580 |
+4,605 |
Eurodollars(CME) |
Jun17 |
170320 |
98.685 |
98.690 |
98.675 |
98.685 |
+0.005 |
386,008 |
1,609,662 |
-14,315 |
Sep17 |
170320 |
98.540 |
98.555 |
98.535 |
98.550 |
+0.010 |
337,012 |
1,246,547 |
+5,560 |
Dec17 |
170320 |
98.405 |
98.430 |
98.400 |
98.420 |
+0.015 |
473,769 |
1,423,662 |
+8,132 |
Mar18 |
170320 |
98.290 |
98.310 |
98.280 |
98.300 |
+0.015 |
287,738 |
1,022,123 |
-310 |
Jun18 |
170320 |
98.160 |
98.185 |
98.150 |
98.175 |
+0.020 |
366,164 |
1,036,386 |
+13,295 |
Sep18 |
170320 |
98.045 |
98.075 |
98.040 |
98.065 |
+0.025 |
337,667 |
802,775 |
+25,302 |
Dec18 |
170320 |
97.915 |
97.955 |
97.910 |
97.945 |
+0.035 |
438,648 |
1,180,511 |
-8,832 |
Mar19 |
170320 |
97.835 |
97.875 |
97.830 |
97.865 |
+0.035 |
216,369 |
635,508 |
+3,225 |
Jun19 |
170320 |
97.755 |
97.800 |
97.750 |
97.790 |
+0.040 |
195,248 |
628,689 |
-10,467 |
Sep19 |
170320 |
97.685 |
97.725 |
97.675 |
97.715 |
+0.040 |
177,619 |
551,420 |
+17,089 |
Dec19 |
170320 |
97.595 |
97.640 |
97.590 |
97.630 |
+0.040 |
193,036 |
592,389 |
-29,000 |
Mar20 |
170320 |
97.550 |
97.590 |
97.540 |
97.580 |
+0.040 |
115,599 |
289,607 |
+897 |
Jun20 |
170320 |
97.495 |
97.540 |
97.490 |
97.530 |
+0.040 |
72,273 |
212,345 |
+430 |
Sep20 |
170320 |
97.450 |
97.490 |
97.440 |
97.480 |
+0.040 |
67,374 |
202,620 |
-3,893 |
Dec20 |
170320 |
97.390 |
97.435 |
97.380 |
97.420 |
+0.040 |
66,995 |
223,711 |
-6,593 |
Mar21 |
170320 |
97.355 |
97.400 |
97.345 |
97.385 |
+0.040 |
43,009 |
103,704 |
-365 |
Jun21 |
170320 |
97.315 |
97.360 |
97.305 |
97.345 |
+0.035 |
33,204 |
109,417 |
-762 |
Sep21 |
170320 |
97.275 |
97.315 |
97.260 |
97.305 |
+0.035 |
29,682 |
59,616 |
+2,014 |
Total Volume and Open Interest |
3,983,257 |
12,406,254 |
+21,714 |
Ultra T-Bond(CBOT) |
Mar17 |
170320 |
159~00 |
159~31 |
158~31 |
159~20 |
+0~21 |
2,657 |
6,742 |
-2,473 |
Jun17 |
170320 |
157~27 |
158~26 |
157~12 |
158~13 |
+0~20 |
94,487 |
698,259 |
+3,836 |
Sep17 |
170320 |
158~13 |
158~13 |
158~13 |
158~13 |
+0~20 |
|
|
|
Total Volume and Open Interest |
97,144 |
705,001 |
+1,363 |
Ultra 10-Yr T-Note(CBOT) |
Mar17 |
170320 |
134~105 |
134~140 |
134~105 |
134~105 |
+0~115 |
239 |
6,308 |
-475 |
Jun17 |
170320 |
132~190 |
133~025 |
132~150 |
132~305 |
+0~115 |
77,115 |
325,820 |
+2,592 |
Sep17 |
170320 |
132~305 |
132~305 |
132~305 |
132~305 |
+0~115 |
|
|
|
Total Volume and Open Interest |
77,354 |
332,128 |
+2,117 |
30 Day Federal Funds(CBOT) |
Mar17 |
170320 |
99.213 |
99.215 |
99.213 |
99.215 |
unch |
729 |
112,453 |
-909 |
Apr17 |
170320 |
99.110 |
99.110 |
99.105 |
99.110 |
unch |
3,523 |
471,060 |
-1,982 |
May17 |
170320 |
99.095 |
99.095 |
99.090 |
99.095 |
unch |
34,411 |
276,748 |
+4,213 |
Jun17 |
170320 |
99.025 |
99.035 |
99.025 |
99.030 |
unch |
12,116 |
63,862 |
+1,035 |
Jul17 |
170320 |
98.965 |
98.985 |
98.965 |
98.970 |
unch |
43,421 |
120,501 |
-9,130 |
Aug17 |
170320 |
98.935 |
98.950 |
98.935 |
98.940 |
unch |
24,315 |
91,597 |
+7,268 |
Total Volume and Open Interest |
215,099 |
1,607,615 |
+14,981 |
Japanese Govt Bonds(SGX) |
Jun17 |
170316 |
149.97 |
150.24 |
149.94 |
150.15 |
+0.22 |
449 |
12,866 |
+137 |
Sep17 |
170316 |
150.15 |
150.15 |
150.15 |
150.15 |
+0.22 |
|
|
|
Dec17 |
170316 |
150.15 |
150.15 |
150.15 |
150.15 |
+0.22 |
|
|
|
Total Volume and Open Interest |
449 |
12,866 |
+137 |
Euro-Buxl(EUREX) |
Jun17 |
170320 |
166.50 |
166.50 |
164.88 |
165.74 |
-0.44 |
52,996 |
186,948 |
-190 |
Sep17 |
170320 |
163.50 |
163.94 |
163.04 |
163.88 |
-0.46 |
102 |
122 |
+63 |
Dec17 |
170320 |
162.20 |
162.20 |
162.20 |
162.20 |
-0.44 |
|
|
|
Total Volume and Open Interest |
53,098 |
187,070 |
-127 |
Euro-Bund(EUREX) |
Jun17 |
170320 |
159.93 |
159.96 |
159.38 |
159.78 |
-0.04 |
678,122 |
1,672,146 |
+19,558 |
Sep17 |
170320 |
161.10 |
161.32 |
160.79 |
161.23 |
-0.05 |
1,871 |
11,911 |
+2,380 |
Dec17 |
170320 |
159.48 |
159.48 |
159.48 |
159.48 |
-0.04 |
|
|
|
Total Volume and Open Interest |
679,993 |
1,684,057 |
+21,938 |
Euro-Bobl(EUREX) |
Jun17 |
170320 |
131.38 |
131.38 |
131.17 |
131.37 |
+0.03 |
445,769 |
1,254,347 |
-14,230 |
Sep17 |
170320 |
131.99 |
131.99 |
131.99 |
131.99 |
+0.03 |
1 |
60 |
+0 |
Dec17 |
170320 |
131.07 |
131.07 |
131.07 |
131.07 |
+0.03 |
|
|
|
Total Volume and Open Interest |
445,770 |
1,254,407 |
-14,230 |
Euro-Schatz(EUREX) |
Jun17 |
170320 |
112.24 |
112.25 |
112.19 |
112.24 |
+0.01 |
242,759 |
1,307,324 |
+18,924 |
Sep17 |
170320 |
112.01 |
112.01 |
112.01 |
112.01 |
+0.01 |
|
|
|
Dec17 |
170320 |
113.04 |
113.04 |
113.04 |
113.04 |
+0.02 |
|
|
|
Total Volume and Open Interest |
242,759 |
1,307,324 |
+18,924 |
3-Mth Euribor(EUREX) |
Mar17 |
170313 |
100.330 |
100.330 |
100.330 |
100.330 |
+0.005 |
0 |
3,484 |
+0 |
Jun17 |
170320 |
100.290 |
100.300 |
100.290 |
100.300 |
unch |
95 |
33,880 |
+168 |
Sep17 |
170320 |
100.245 |
100.255 |
100.245 |
100.255 |
unch |
196 |
4,683 |
+0 |
Total Volume and Open Interest |
758 |
70,306 |
+162 |
Long Gilt(LIFFE) |
Mar17 |
170320 |
127~08 |
127~13 |
126~31 |
127~12 |
+0~01 |
174 |
52,348 |
-13 |
Jun17 |
170320 |
126~03 |
126~10 |
125~26 |
126~09 |
+0~01 |
231,472 |
671,417 |
+2,690 |
Total Volume and Open Interest |
231,646 |
723,767 |
+2,677 |
3-Mth Short Sterling(LIFFE) |
Jun17 |
170320 |
99.61 |
99.62 |
99.61 |
99.62 |
+0.01 |
109,982 |
519,073 |
-10,950 |
Sep17 |
170320 |
99.57 |
99.57 |
99.54 |
99.57 |
+0.01 |
138,302 |
394,401 |
+11,242 |
Dec17 |
170320 |
99.51 |
99.52 |
99.49 |
99.52 |
+0.01 |
201,759 |
361,008 |
-7,777 |
Mar18 |
170320 |
99.46 |
99.48 |
99.44 |
99.47 |
unch |
187,612 |
284,071 |
+1,059 |
Jun18 |
170320 |
99.41 |
99.43 |
99.39 |
99.42 |
unch |
202,106 |
327,050 |
+176 |
Sep18 |
170320 |
99.36 |
99.37 |
99.34 |
99.37 |
+0.01 |
177,615 |
205,931 |
+7,402 |
Total Volume and Open Interest |
1,713,570 |
2,949,640 |
+41,621 |
3-Mth Euribor(LIFFE) |
Jun17 |
170320 |
100.295 |
100.300 |
100.290 |
100.300 |
+0.005 |
87,443 |
503,373 |
+4,141 |
Sep17 |
170320 |
100.250 |
100.255 |
100.245 |
100.255 |
unch |
115,968 |
427,146 |
+3,854 |
Dec17 |
170320 |
100.210 |
100.215 |
100.200 |
100.210 |
-0.005 |
129,394 |
379,066 |
-3,134 |
Total Volume and Open Interest |
1,218,933 |
3,904,372 |
+17,695 |
3-Mth Aus T-Bills(SFE) |
Jun17 |
170320 |
98.19 |
98.21 |
98.19 |
98.21 |
+0.01 |
23,535 |
218,238 |
-3,141 |
Sep17 |
170320 |
98.18 |
98.19 |
98.17 |
98.19 |
+0.01 |
40,942 |
194,066 |
+2,076 |
Dec17 |
170320 |
98.12 |
98.14 |
98.11 |
98.14 |
+0.02 |
43,826 |
235,495 |
-2,648 |
Mar18 |
170320 |
98.02 |
98.05 |
98.02 |
98.05 |
+0.02 |
32,344 |
126,966 |
+4,682 |
Jun18 |
170320 |
97.92 |
97.94 |
97.91 |
97.94 |
+0.02 |
30,705 |
117,482 |
+6,004 |
Sep18 |
170320 |
97.81 |
97.84 |
97.81 |
97.83 |
+0.02 |
15,910 |
79,651 |
+563 |
Dec18 |
170320 |
97.70 |
97.73 |
97.70 |
97.72 |
+0.01 |
12,604 |
55,167 |
+500 |
Mar19 |
170320 |
97.59 |
97.63 |
97.59 |
97.62 |
+0.02 |
4,904 |
24,136 |
+289 |
Jun19 |
170320 |
97.51 |
97.53 |
97.51 |
97.52 |
+0.02 |
608 |
6,582 |
+490 |
Sep19 |
170320 |
97.43 |
97.43 |
97.43 |
97.43 |
+0.02 |
351 |
830 |
+0 |
Total Volume and Open Interest |
206,029 |
1,062,964 |
+8,992 |
10-Year Aus T-Bonds(SFE) |
Jun17 |
170320 |
97.09 |
97.15 |
97.09 |
97.14 |
+0.04 |
131,077 |
955,306 |
+5,408 |
Sep17 |
170320 |
97.14 |
97.14 |
97.14 |
97.14 |
+0.04 |
|
|
|
Total Volume and Open Interest |
131,077 |
955,306 |
-89,130 |
3-Year Aus T-Bonds(SFE) |
Jun17 |
170320 |
97.91 |
97.96 |
97.90 |
97.95 |
+0.03 |
260,275 |
900,140 |
+382 |
Sep17 |
170320 |
97.95 |
97.95 |
97.95 |
97.95 |
+0.03 |
|
|
|
Total Volume and Open Interest |
260,275 |
900,140 |
-112,919 |
Gold(CMX) |
Apr17 |
170320 |
1229.0 |
1235.5 |
1228.8 |
1234.0 |
+3.8 |
257,887 |
182,880 |
-7,660 |
Jun17 |
170320 |
1232.6 |
1238.3 |
1232.0 |
1237.2 |
+4.0 |
17,730 |
150,773 |
+2,817 |
Aug17 |
170320 |
1236.4 |
1240.7 |
1236.3 |
1240.6 |
+4.0 |
2,635 |
32,245 |
-573 |
Oct17 |
170320 |
1239.0 |
1244.7 |
1239.0 |
1243.8 |
+4.0 |
747 |
5,477 |
-18 |
Dec17 |
170320 |
1243.0 |
1247.6 |
1243.0 |
1247.0 |
+4.0 |
2,528 |
31,488 |
+231 |
Feb18 |
170320 |
1250.3 |
1251.0 |
1249.2 |
1250.3 |
+4.0 |
363 |
6,631 |
+59 |
Apr18 |
170320 |
1253.8 |
1253.8 |
1253.8 |
1253.8 |
+3.9 |
12 |
380 |
+9 |
Jun18 |
170320 |
1257.5 |
1257.5 |
1257.5 |
1257.5 |
+3.9 |
74 |
4,736 |
+8 |
Aug18 |
170320 |
1261.3 |
1261.3 |
1261.3 |
1261.3 |
+3.8 |
16 |
609 |
+0 |
Oct18 |
170320 |
1265.2 |
1265.2 |
1265.2 |
1265.2 |
+3.7 |
0 |
5 |
+0 |
Dec18 |
170320 |
1269.2 |
1269.2 |
1269.2 |
1269.2 |
+3.6 |
16 |
5,780 |
+3 |
Total Volume and Open Interest |
282,822 |
425,717 |
-5,130 |
Silver(CMX) |
Mar17 |
170320 |
1742.5 |
1742.5 |
1735.5 |
1740.3 |
+2.4 |
226 |
620 |
-177 |
May17 |
170320 |
1742.5 |
1747.5 |
1736.5 |
1743.8 |
+2.5 |
77,175 |
142,383 |
-2,260 |
Jul17 |
170320 |
1746.0 |
1753.5 |
1744.5 |
1750.9 |
+2.6 |
8,745 |
20,877 |
-455 |
Sep17 |
170320 |
1754.5 |
1757.6 |
1753.0 |
1757.6 |
+2.7 |
834 |
7,230 |
+99 |
Dec17 |
170320 |
1770.0 |
1770.0 |
1765.0 |
1767.4 |
+2.6 |
1,191 |
13,062 |
+216 |
Mar18 |
170320 |
1776.5 |
1777.3 |
1776.5 |
1777.3 |
+2.6 |
1 |
369 |
+0 |
May18 |
170320 |
1783.8 |
1783.8 |
1783.8 |
1783.8 |
+2.6 |
0 |
26 |
+0 |
Total Volume and Open Interest |
88,336 |
186,990 |
-2,566 |
Platinum(NYMEX) |
Apr17 |
170320 |
967.8 |
973.3 |
962.1 |
972.4 |
+9.4 |
19,514 |
39,189 |
-954 |
Jul17 |
170320 |
967.7 |
976.4 |
965.6 |
975.8 |
+9.4 |
3,159 |
26,028 |
+1,991 |
Oct17 |
170320 |
978.5 |
979.6 |
978.5 |
979.6 |
+9.4 |
52 |
2,409 |
+16 |
Jan18 |
170320 |
983.4 |
983.4 |
983.4 |
983.4 |
+9.4 |
1 |
336 |
-1 |
Total Volume and Open Interest |
22,734 |
67,977 |
+1,049 |
Palladium(NYMEX) |
Mar17 |
170320 |
783.65 |
783.65 |
783.65 |
783.65 |
+5.85 |
1 |
28 |
-1 |
Jun17 |
170320 |
776.95 |
785.65 |
772.65 |
781.65 |
+5.85 |
4,827 |
27,432 |
+323 |
Sep17 |
170320 |
781.00 |
785.50 |
780.40 |
782.20 |
+5.80 |
12 |
430 |
+2 |
Total Volume and Open Interest |
4,841 |
27,898 |
+324 |
Copper(CMX) |
Mar17 |
170320 |
267.90 |
267.90 |
264.50 |
265.55 |
-2.40 |
397 |
1,561 |
-3 |
May17 |
170320 |
268.95 |
270.00 |
265.20 |
266.70 |
-2.45 |
57,342 |
133,354 |
-363 |
Jul17 |
170320 |
270.60 |
271.40 |
266.75 |
268.25 |
-2.35 |
2,772 |
40,579 |
+384 |
Sep17 |
170320 |
271.05 |
272.55 |
268.40 |
269.60 |
-2.25 |
583 |
16,924 |
+150 |
Dec17 |
170320 |
272.30 |
273.95 |
269.90 |
271.00 |
-2.20 |
617 |
28,821 |
+260 |
Total Volume and Open Interest |
62,295 |
260,261 |
+499 |
E-mini DJIA Index(CBOT) |
Jun17 |
170320 |
20851 |
20901 |
20824 |
20868 |
+5 |
151,026 |
131,208 |
-4,141 |
Sep17 |
170320 |
20764 |
20840 |
20764 |
20805 |
+11 |
182 |
266 |
+120 |
Dec17 |
170320 |
20772 |
20772 |
20772 |
20772 |
+11 |
0 |
6 |
+0 |
Mar18 |
170320 |
20742 |
20742 |
20742 |
20742 |
+11 |
|
|
|
Total Volume and Open Interest |
176,628 |
167,497 |
-10,171 |
S & P 500(CME) |
Jun17 |
170320 |
2373.00 |
2373.00 |
2369.30 |
2370.30 |
-4.90 |
6,240 |
44,645 |
+2,886 |
Sep17 |
170320 |
2367.10 |
2373.00 |
2362.50 |
2367.10 |
-4.90 |
0 |
6 |
+3 |
Dec17 |
170320 |
2365.00 |
2370.90 |
2360.40 |
2365.00 |
-4.90 |
0 |
5 |
+0 |
Mar18 |
170320 |
2363.00 |
2368.00 |
2357.50 |
2363.00 |
-4.00 |
|
|
|
Total Volume and Open Interest |
6,240 |
44,656 |
-50,261 |
S & P 500 E-Mini(Globex) |
Jun17 |
170320 |
2373.75 |
2376.00 |
2365.50 |
2370.25 |
-5.00 |
1,616,078 |
2,805,086 |
+53,560 |
Sep17 |
170320 |
2369.25 |
2372.75 |
2362.50 |
2367.00 |
-5.00 |
788 |
2,201 |
+225 |
Dec17 |
170320 |
2365.00 |
2370.00 |
2363.50 |
2365.00 |
-5.00 |
144 |
1,219 |
+114 |
Mar18 |
170320 |
2363.00 |
2363.00 |
2361.75 |
2363.00 |
-4.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
1,994,992 |
3,538,505 |
-49,235 |
NASDAQ 100 E-Mini(Globex) |
Jun17 |
170320 |
5407.30 |
5428.00 |
5396.00 |
5418.50 |
+10.00 |
187,337 |
232,395 |
+803 |
Sep17 |
170320 |
5401.80 |
5427.50 |
5394.50 |
5421.30 |
+10.50 |
97 |
142 |
+64 |
Dec17 |
170320 |
5422.80 |
5422.80 |
5411.50 |
5422.80 |
+10.50 |
16 |
20 |
+1 |
Total Volume and Open Interest |
223,030 |
313,279 |
-10,214 |
S&P Midcap 400(CME) e-Mini |
Mar17 |
170317 |
1730.40 |
1730.50 |
1727.00 |
1729.75 |
+1.55 |
10,865 |
15,233 |
-2,794 |
Jun17 |
170320 |
1730.40 |
1730.40 |
1717.30 |
1720.30 |
-8.30 |
15,621 |
94,748 |
+3,586 |
Sep17 |
170320 |
1718.90 |
1718.90 |
1718.90 |
1718.90 |
-8.30 |
|
|
|
Total Volume and Open Interest |
20,757 |
105,002 |
-1,393 |
Volatility Index(CBOE) |
Mar17 |
170320 |
11.75 |
11.95 |
11.55 |
11.63 |
-0.15 |
109,956 |
167,571 |
-9,179 |
Apr17 |
170320 |
13.27 |
13.40 |
13.00 |
13.18 |
-0.10 |
90,992 |
269,484 |
+14,538 |
May17 |
170320 |
14.25 |
14.36 |
14.00 |
14.13 |
-0.10 |
25,742 |
66,170 |
+3,939 |
Jun17 |
170320 |
15.07 |
15.20 |
14.90 |
14.98 |
-0.10 |
9,357 |
31,794 |
-855 |
Total Volume and Open Interest |
244,292 |
597,395 |
-1,886 |
S & P 600(CME) |
Mar17 |
170317 |
842.20 |
842.20 |
842.20 |
842.20 |
-1.90 |
|
|
|
Jun17 |
170320 |
842.90 |
842.90 |
842.90 |
842.90 |
-5.40 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(ICE) |
Jun17 |
170320 |
1388.80 |
1390.00 |
1378.30 |
1382.40 |
-8.10 |
147,809 |
539,916 |
+22,325 |
Sep17 |
170320 |
1383.50 |
1383.50 |
1380.90 |
1380.90 |
-8.60 |
1 |
200 |
-1 |
Dec17 |
170320 |
1379.40 |
1379.40 |
1379.40 |
1379.40 |
-9.10 |
0 |
80 |
+0 |
Total Volume and Open Interest |
186,458 |
612,207 |
+2,341 |
Nikkei 225(CME) |
Jun17 |
170320 |
19400 |
19460 |
19285 |
19335 |
-25 |
12,549 |
34,674 |
+602 |
Sep17 |
170320 |
19355 |
19355 |
19355 |
19355 |
-25 |
3 |
6 |
+1 |
Total Volume and Open Interest |
12,552 |
34,680 |
+603 |
Nikkei 225(SGX) |
Jun17 |
170317 |
19440 |
19495 |
19325 |
19350 |
-80 |
45,625 |
188,469 |
-660 |
Sep17 |
170317 |
19430 |
19430 |
19320 |
19320 |
-80 |
117 |
554 |
+111 |
Dec17 |
170317 |
19210 |
19210 |
19210 |
19210 |
-75 |
0 |
2,413 |
+0 |
Total Volume and Open Interest |
45,782 |
197,526 |
-549 |
Nikkei 225 Mini(JPX) |
Mar17 |
170309 |
19245 |
19410 |
19245 |
19310 |
+60 |
496,363 |
433,766 |
-10,601 |
Jun17 |
170317 |
19440 |
19495 |
19325 |
19350 |
-90 |
540,401 |
274,443 |
+4,894 |
Sep17 |
170317 |
19400 |
19450 |
19265 |
19320 |
-90 |
2,161 |
3,924 |
+239 |
Total Volume and Open Interest |
576,639 |
334,617 |
+4,052 |
Nikkei 225(JPX) |
Mar17 |
170309 |
19250 |
19410 |
19240 |
19310 |
+60 |
93,539 |
218,402 |
-117,245 |
Jun17 |
170317 |
19440 |
19490 |
19320 |
19350 |
-90 |
33,943 |
313,407 |
-304 |
Sep17 |
170317 |
19400 |
19450 |
19280 |
19320 |
-90 |
176 |
9,599 |
+2 |
Total Volume and Open Interest |
34,139 |
406,380 |
-609 |
Nikkei 225(CME) Yen |
Mar17 |
170309 |
19295 |
19435 |
19265 |
19415 |
+95 |
37,733 |
47,047 |
-5,302 |
Jun17 |
170320 |
19305 |
19395 |
19220 |
19270 |
-25 |
43,418 |
57,681 |
+46 |
Sep17 |
170320 |
19225 |
19335 |
19200 |
19225 |
-25 |
1 |
1 |
+1 |
Total Volume and Open Interest |
43,419 |
57,683 |
+47 |
Nikkei 225(CME) e-Mini Yen |
Mar17 |
170309 |
19290 |
19420 |
19290 |
19410 |
+90 |
2 |
92 |
-2 |
Jun17 |
170320 |
19270 |
19270 |
19270 |
19270 |
-30 |
5 |
11 |
+5 |
Sep17 |
170320 |
19230 |
19230 |
19225 |
19230 |
-20 |
|
|
|
Total Volume and Open Interest |
5 |
11 |
+5 |
CAC 40(EURONEXT) |
Apr17 |
170320 |
5003.5 |
5021.0 |
4994.0 |
5003.0 |
-10.5 |
88,527 |
332,819 |
+19,023 |
May17 |
170320 |
4944.5 |
4955.0 |
4937.0 |
4940.0 |
-10.5 |
22 |
145 |
+10 |
Jun17 |
170320 |
4895.0 |
4905.0 |
4883.0 |
4887.5 |
-10.5 |
2,270 |
16,974 |
-249 |
Total Volume and Open Interest |
212,721 |
473,955 |
-122,605 |
Hang Seng Index(HKFE) |
Mar17 |
170320 |
24308 |
24549 |
24277 |
24541 |
+242 |
115,384 |
130,687 |
-904 |
Apr17 |
170320 |
24326 |
24556 |
24288 |
24550 |
+245 |
3,396 |
9,685 |
+1,127 |
Total Volume and Open Interest |
120,396 |
150,617 |
+613 |
DAX(EUREX) |
Jun17 |
170320 |
12074.5 |
12111.5 |
12058.0 |
12086.5 |
-20.0 |
69,340 |
141,924 |
+10,313 |
Sep17 |
170320 |
12081.0 |
12091.0 |
12075.0 |
12076.5 |
-20.0 |
25 |
2,801 |
+7 |
Dec17 |
170320 |
12066.5 |
12066.5 |
12066.5 |
12066.5 |
|
|
|
|
Mini-DAX(EUREX) |
Mar17 |
170317 |
12057.0 |
12120.0 |
12020.0 |
12084.5 |
+0.5 |
22,207 |
5,898 |
-3,195 |
Jun17 |
170320 |
12076.0 |
12111.0 |
12058.0 |
12086.5 |
-20.0 |
3,607 |
6,060 |
+259 |
Sep17 |
170320 |
12074.0 |
12097.0 |
12074.0 |
12076.5 |
-20.0 |
16 |
78 |
+13 |
Total Volume and Open Interest |
25,830 |
10,692 |
-1,072 |
DJ EuroSTOXX 50(EUREX) |
Mar17 |
170317 |
3436 |
3456 |
3428 |
3455 |
+16 |
1,785,575 |
1,304,661 |
-1,146,452 |
Jun17 |
170320 |
3359 |
3374 |
3355 |
3365 |
unch |
1,195,762 |
3,582,250 |
+309,083 |
Sep17 |
170320 |
3356 |
3362 |
3349 |
3356 |
unch |
1,146 |
10,851 |
+117 |
Total Volume and Open Interest |
2,859,367 |
4,751,949 |
+149,215 |
Swiss Market Index(EUREX) |
Mar17 |
170317 |
8672 |
8681 |
8648 |
8680 |
+30 |
82,683 |
119,570 |
-24,285 |
Jun17 |
170320 |
8528 |
8549 |
8527 |
8539 |
unch |
38,224 |
191,493 |
-13,266 |
Sep17 |
170320 |
8516 |
8516 |
8510 |
8516 |
unch |
30 |
3,298 |
+0 |
Total Volume and Open Interest |
96,235 |
204,880 |
-122,747 |
FT-SE 100(EURONEXT) |
Jun17 |
170320 |
7341.50 |
7362.50 |
7327.50 |
7359.50 |
+11.50 |
117,222 |
756,450 |
+40,413 |
Sep17 |
170320 |
7280.50 |
7292.50 |
7280.50 |
7292.50 |
+12.50 |
0 |
10 |
+0 |
Dec17 |
170320 |
7251.50 |
7251.50 |
7251.50 |
7251.50 |
+12.00 |
150 |
150 |
+150 |
Total Volume and Open Interest |
298,542 |
821,084 |
-8,191 |
SPI 200(SFE) |
Jun17 |
170320 |
5780.0 |
5791.0 |
5740.0 |
5766.0 |
-17.0 |
59,109 |
268,981 |
+7,739 |
Sep17 |
170320 |
5706.0 |
5709.0 |
5706.0 |
5709.0 |
-17.0 |
31 |
1,964 |
+1 |
Dec17 |
170320 |
5697.0 |
5697.0 |
5697.0 |
5697.0 |
-17.0 |
0 |
1,500 |
+0 |
Total Volume and Open Interest |
85,069 |
322,119 |
-49,778 |
FTSE MIB(ISE) |
Jun17 |
170320 |
19570.00 |
19690.00 |
19525.00 |
19563.00 |
-83.00 |
31,656 |
33,194 |
+1,076 |
Sep17 |
170320 |
19565.00 |
19580.00 |
19435.00 |
19463.00 |
-98.00 |
3 |
3 |
+2 |
Dec17 |
170320 |
19445.00 |
19445.00 |
19366.00 |
19366.00 |
|
|
|
|
KOSPI 200(KFE) |
Jun17 |
170320 |
281.45 |
281.85 |
280.25 |
281.50 |
+0.05 |
105,770 |
140,941 |
-353 |
Sep17 |
170320 |
282.10 |
282.30 |
280.80 |
281.95 |
+0.05 |
196 |
4,876 |
+26 |
Dec17 |
170320 |
283.45 |
283.45 |
283.45 |
283.45 |
+1.70 |
23 |
8,729 |
+84 |
Total Volume and Open Interest |
105,995 |
157,581 |
-241 |
GSCI(CME) |
Apr17 |
170320 |
381.75 |
384.00 |
380.60 |
382.25 |
-0.75 |
250 |
14,810 |
+182 |
May17 |
170320 |
384.65 |
384.65 |
384.65 |
384.65 |
-0.75 |
|
|
|
Jun17 |
170320 |
385.65 |
385.65 |
385.65 |
385.65 |
-0.75 |
|
|
|
Total Volume and Open Interest |
250 |
14,810 |
+182 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|