|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu July 27, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug17 |
170727 |
991.75 |
1000.75 |
987.50 |
994.75 |
+6.00 |
60,667 |
39,430 |
-10,265 |
Sep17 |
170727 |
996.75 |
1005.75 |
992.25 |
1000.00 |
+6.25 |
38,772 |
58,010 |
+1,447 |
Nov17 |
170727 |
1003.00 |
1012.50 |
998.75 |
1007.50 |
+7.25 |
190,209 |
348,382 |
+5,298 |
Jan18 |
170727 |
1011.50 |
1020.75 |
1007.50 |
1016.00 |
+7.25 |
18,548 |
60,736 |
-918 |
Mar18 |
170727 |
1015.00 |
1023.75 |
1011.00 |
1019.75 |
+7.50 |
8,799 |
41,731 |
-408 |
May18 |
170727 |
1018.50 |
1027.25 |
1015.75 |
1023.50 |
+7.00 |
4,676 |
21,441 |
-196 |
Jul18 |
170727 |
1024.00 |
1033.00 |
1020.75 |
1029.00 |
+6.75 |
4,112 |
41,043 |
+89 |
Aug18 |
170727 |
1023.75 |
1026.75 |
1023.75 |
1026.75 |
+6.50 |
97 |
1,099 |
-51 |
Sep18 |
170727 |
1011.00 |
1011.00 |
1005.50 |
1011.00 |
+5.25 |
10 |
222 |
+3 |
Nov18 |
170727 |
998.00 |
1003.00 |
991.25 |
999.25 |
+5.00 |
1,484 |
15,743 |
-176 |
Jan19 |
170727 |
1002.50 |
1003.50 |
1002.50 |
1002.50 |
+4.75 |
3 |
99 |
+2 |
Mar19 |
170727 |
1004.00 |
1023.00 |
1004.00 |
1004.00 |
+4.75 |
10 |
8 |
+0 |
May19 |
170727 |
1008.75 |
1008.75 |
999.75 |
1004.50 |
+4.75 |
4 |
7 |
-1 |
Jul19 |
170727 |
1008.25 |
1018.50 |
1008.25 |
1008.25 |
+4.75 |
0 |
21 |
+0 |
Total Volume and Open Interest |
327,391 |
628,115 |
-5,176 |
Soybean Meal(CBOT) |
Aug17 |
170727 |
320.00 |
323.90 |
318.80 |
322.30 |
+2.50 |
29,409 |
21,043 |
-4,524 |
Sep17 |
170727 |
322.80 |
326.00 |
320.80 |
324.40 |
+2.50 |
23,619 |
50,836 |
+1,912 |
Oct17 |
170727 |
324.20 |
327.90 |
322.60 |
326.20 |
+2.60 |
4,293 |
25,380 |
+395 |
Dec17 |
170727 |
327.20 |
330.90 |
325.40 |
329.00 |
+2.50 |
59,632 |
161,089 |
-1,691 |
Jan18 |
170727 |
328.60 |
332.40 |
327.20 |
330.60 |
+2.40 |
3,884 |
28,505 |
-159 |
Mar18 |
170727 |
329.40 |
333.10 |
328.40 |
331.30 |
+2.00 |
2,975 |
24,743 |
+177 |
May18 |
170727 |
329.30 |
333.20 |
328.70 |
331.40 |
+1.70 |
2,034 |
14,419 |
-220 |
Jul18 |
170727 |
331.00 |
334.00 |
330.00 |
332.70 |
+1.80 |
1,451 |
12,050 |
-202 |
Aug18 |
170727 |
331.40 |
333.10 |
331.30 |
332.10 |
+1.80 |
156 |
2,518 |
-5 |
Sep18 |
170727 |
331.30 |
331.90 |
330.70 |
330.70 |
+1.80 |
92 |
2,226 |
-1 |
Total Volume and Open Interest |
128,036 |
349,698 |
-4,335 |
Soybean Oil(CBOT) |
Aug17 |
170727 |
33.73 |
34.20 |
33.66 |
33.85 |
+0.12 |
40,840 |
31,996 |
-5,895 |
Sep17 |
170727 |
33.90 |
34.33 |
33.78 |
33.97 |
+0.12 |
30,729 |
59,710 |
+4,388 |
Oct17 |
170727 |
34.08 |
34.42 |
33.87 |
34.07 |
+0.10 |
6,171 |
24,277 |
+1,063 |
Dec17 |
170727 |
34.25 |
34.69 |
34.10 |
34.29 |
+0.08 |
57,184 |
174,000 |
+3,146 |
Jan18 |
170727 |
34.40 |
34.79 |
34.25 |
34.43 |
+0.07 |
4,057 |
33,916 |
+821 |
Mar18 |
170727 |
34.55 |
34.94 |
34.38 |
34.54 |
+0.05 |
3,190 |
33,537 |
-397 |
May18 |
170727 |
34.63 |
35.01 |
34.47 |
34.64 |
+0.05 |
1,486 |
18,045 |
+69 |
Jul18 |
170727 |
34.78 |
35.11 |
34.60 |
34.78 |
+0.06 |
1,665 |
15,723 |
-10 |
Aug18 |
170727 |
34.71 |
34.71 |
34.43 |
34.71 |
+0.05 |
1,619 |
1,994 |
+97 |
Sep18 |
170727 |
34.68 |
34.68 |
34.48 |
34.55 |
+0.07 |
109 |
2,164 |
-9 |
Total Volume and Open Interest |
147,902 |
403,261 |
+3,162 |
Canola(WCE) |
Nov17 |
170727 |
497.6 |
504.6 |
497.1 |
503.8 |
+6.3 |
17,019 |
91,131 |
-817 |
Jan18 |
170727 |
503.5 |
509.7 |
503.5 |
509.1 |
+6.4 |
1,322 |
21,797 |
+261 |
Mar18 |
170727 |
508.7 |
514.2 |
508.7 |
513.4 |
+6.2 |
273 |
5,748 |
+143 |
May18 |
170727 |
512.0 |
517.5 |
512.0 |
516.7 |
+5.8 |
95 |
804 |
-7 |
Jul18 |
170727 |
517.7 |
520.6 |
517.7 |
519.7 |
+5.8 |
138 |
623 |
+40 |
Total Volume and Open Interest |
18,923 |
120,598 |
-322 |
Corn(CBOT) |
Sep17 |
170727 |
374.00 |
377.25 |
373.00 |
374.25 |
+1.50 |
123,047 |
526,274 |
-1,338 |
Dec17 |
170727 |
387.25 |
390.50 |
386.25 |
387.75 |
+1.75 |
181,982 |
562,248 |
+3,428 |
Mar18 |
170727 |
398.75 |
402.00 |
398.00 |
399.25 |
+1.50 |
29,202 |
135,248 |
+4,974 |
May18 |
170727 |
403.75 |
406.75 |
402.75 |
404.50 |
+1.75 |
7,800 |
30,141 |
+813 |
Jul18 |
170727 |
408.75 |
411.75 |
407.50 |
409.50 |
+2.00 |
10,056 |
73,174 |
+973 |
Sep18 |
170727 |
410.00 |
412.75 |
410.00 |
411.25 |
+2.25 |
2,447 |
15,505 |
+265 |
Dec18 |
170727 |
414.75 |
417.75 |
414.25 |
415.75 |
+1.75 |
9,657 |
54,118 |
-958 |
Mar19 |
170727 |
424.25 |
424.25 |
423.00 |
423.25 |
+1.75 |
5 |
1,268 |
+4 |
May19 |
170727 |
428.00 |
428.25 |
428.00 |
428.25 |
+2.00 |
7 |
267 |
+1 |
Jul19 |
170727 |
430.00 |
432.50 |
430.00 |
432.00 |
+1.75 |
5 |
831 |
-2 |
Total Volume and Open Interest |
364,382 |
1,400,075 |
+8,242 |
Wheat(CBOT) |
Sep17 |
170727 |
478.25 |
485.50 |
477.50 |
479.75 |
+2.00 |
93,082 |
176,010 |
-8,946 |
Dec17 |
170727 |
503.00 |
510.50 |
502.50 |
504.75 |
+2.00 |
58,676 |
139,331 |
+4,227 |
Mar18 |
170727 |
524.25 |
531.00 |
524.00 |
525.25 |
+1.25 |
21,662 |
53,317 |
-1,654 |
May18 |
170727 |
536.00 |
542.75 |
536.00 |
537.00 |
+1.25 |
4,594 |
16,974 |
-28 |
Jul18 |
170727 |
543.75 |
549.75 |
542.50 |
544.25 |
+1.25 |
6,973 |
28,703 |
+966 |
Sep18 |
170727 |
558.50 |
559.25 |
555.25 |
555.25 |
+1.25 |
148 |
2,293 |
-9 |
Total Volume and Open Interest |
185,944 |
426,512 |
-5,388 |
Wheat(KCBT) |
Sep17 |
170727 |
475.75 |
484.50 |
475.50 |
481.00 |
+5.50 |
28,994 |
109,357 |
-4,495 |
Dec17 |
170727 |
502.50 |
511.50 |
502.50 |
508.00 |
+5.50 |
16,850 |
79,444 |
+3,701 |
Mar18 |
170727 |
520.00 |
529.50 |
520.00 |
525.75 |
+5.50 |
4,860 |
44,140 |
+1,076 |
May18 |
170727 |
533.75 |
541.00 |
533.75 |
539.00 |
+5.25 |
1,187 |
8,104 |
+332 |
Jul18 |
170727 |
548.00 |
556.25 |
548.00 |
553.25 |
+5.00 |
2,098 |
17,871 |
+716 |
Sep18 |
170727 |
563.75 |
570.25 |
563.75 |
568.25 |
+5.00 |
268 |
2,337 |
+9 |
Dec18 |
170727 |
586.75 |
589.75 |
586.75 |
587.00 |
+4.00 |
91 |
1,250 |
+19 |
Total Volume and Open Interest |
54,417 |
262,690 |
+1,392 |
Wheat(MGE) |
Sep17 |
170727 |
730.75 |
739.25 |
730.00 |
736.50 |
+6.50 |
6,753 |
26,848 |
-567 |
Dec17 |
170727 |
740.00 |
749.75 |
740.00 |
746.50 |
+6.50 |
6,803 |
33,889 |
-6 |
Mar18 |
170727 |
741.00 |
748.00 |
741.00 |
744.25 |
+4.50 |
3,576 |
17,569 |
+189 |
May18 |
170727 |
738.50 |
739.50 |
735.00 |
736.50 |
+4.50 |
1,132 |
5,270 |
+76 |
Jul18 |
170727 |
725.00 |
728.25 |
724.50 |
726.25 |
+6.50 |
429 |
2,223 |
+45 |
Sep18 |
170727 |
656.00 |
660.00 |
654.75 |
657.25 |
+2.75 |
118 |
1,496 |
-1 |
Total Volume and Open Interest |
18,891 |
88,104 |
-247 |
Oats(CBOT) |
Sep17 |
170727 |
288.00 |
294.50 |
286.50 |
291.75 |
+3.25 |
73 |
1,378 |
-12 |
Dec17 |
170727 |
285.25 |
292.50 |
285.25 |
291.50 |
+3.75 |
483 |
4,961 |
-1 |
Mar18 |
170727 |
287.75 |
290.00 |
287.75 |
289.75 |
+3.25 |
17 |
470 |
+12 |
May18 |
170727 |
288.75 |
288.75 |
288.75 |
288.75 |
+2.00 |
0 |
11 |
+0 |
Total Volume and Open Interest |
573 |
6,820 |
-1 |
Rough Rice(CBOT) |
Sep17 |
170727 |
12.23 |
12.36 |
12.23 |
12.31 |
+0.04 |
696 |
8,292 |
+17 |
Nov17 |
170727 |
12.46 |
12.59 |
12.46 |
12.55 |
+0.04 |
289 |
1,188 |
+184 |
Jan18 |
170727 |
12.72 |
12.77 |
12.72 |
12.72 |
+0.03 |
23 |
62 |
+5 |
Mar18 |
170727 |
12.82 |
12.82 |
12.64 |
12.82 |
+0.08 |
34 |
124 |
+11 |
Total Volume and Open Interest |
1,042 |
9,666 |
+217 |
Live Cattle(CME) |
Aug17 |
170727 |
114.650 |
115.650 |
113.535 |
114.300 |
unch |
16,731 |
53,450 |
-3,926 |
Oct17 |
170727 |
113.730 |
114.680 |
112.830 |
113.580 |
+0.195 |
26,083 |
186,024 |
-2,532 |
Dec17 |
170727 |
114.400 |
115.035 |
113.635 |
114.400 |
+0.420 |
12,208 |
68,950 |
+1,055 |
Feb18 |
170727 |
115.800 |
116.700 |
115.385 |
116.330 |
+0.695 |
7,728 |
37,685 |
+1,613 |
Apr18 |
170727 |
115.700 |
116.480 |
115.250 |
116.230 |
+0.695 |
2,274 |
17,801 |
-153 |
Jun18 |
170727 |
109.450 |
109.800 |
108.700 |
109.650 |
+0.765 |
427 |
6,905 |
+44 |
Total Volume and Open Interest |
65,549 |
372,859 |
-3,873 |
Feeder Cattle(CME) |
Aug17 |
170727 |
147.185 |
148.985 |
145.935 |
147.830 |
+1.345 |
5,738 |
22,159 |
-617 |
Sep17 |
170727 |
147.830 |
149.935 |
147.000 |
148.950 |
+1.870 |
4,180 |
16,707 |
-142 |
Oct17 |
170727 |
147.435 |
149.000 |
146.285 |
148.250 |
+1.715 |
2,943 |
9,612 |
+506 |
Nov17 |
170727 |
146.100 |
147.435 |
145.050 |
146.850 |
+1.550 |
1,191 |
4,513 |
+159 |
Jan18 |
170727 |
142.785 |
144.450 |
142.000 |
143.800 |
+1.470 |
1,057 |
5,633 |
+143 |
Mar18 |
170727 |
140.500 |
141.485 |
139.600 |
141.080 |
+1.380 |
188 |
1,562 |
+11 |
Apr18 |
170727 |
138.750 |
140.000 |
138.750 |
140.000 |
+1.450 |
26 |
187 |
+5 |
Total Volume and Open Interest |
15,334 |
60,547 |
+64 |
Lean Hogs(CME) |
Aug17 |
170727 |
81.850 |
82.430 |
81.330 |
82.250 |
+0.250 |
8,512 |
35,742 |
-1,078 |
Oct17 |
170727 |
67.400 |
67.850 |
66.750 |
67.680 |
+0.030 |
12,007 |
116,973 |
-856 |
Dec17 |
170727 |
61.880 |
62.050 |
61.250 |
61.800 |
-0.130 |
5,957 |
51,421 |
-301 |
Feb18 |
170727 |
66.450 |
66.700 |
65.950 |
66.475 |
-0.250 |
2,949 |
28,074 |
+534 |
Apr18 |
170727 |
70.180 |
70.230 |
69.650 |
69.950 |
-0.380 |
734 |
24,464 |
+51 |
May18 |
170727 |
75.300 |
75.300 |
75.150 |
75.150 |
-0.400 |
12 |
502 |
+0 |
Jun18 |
170727 |
78.800 |
78.885 |
78.350 |
78.635 |
-0.345 |
563 |
10,158 |
+159 |
Jul18 |
170727 |
77.850 |
77.850 |
77.500 |
77.800 |
-0.250 |
51 |
1,075 |
+18 |
Total Volume and Open Interest |
30,835 |
269,083 |
-1,471 |
Class III Milk(CME) |
Jul17 |
170727 |
15.48 |
15.49 |
15.47 |
15.49 |
-0.01 |
149 |
5,181 |
+18 |
Aug17 |
170727 |
16.38 |
16.48 |
16.28 |
16.45 |
+0.07 |
431 |
5,354 |
+18 |
Sep17 |
170727 |
16.80 |
16.93 |
16.69 |
16.91 |
+0.13 |
416 |
4,812 |
-18 |
Oct17 |
170727 |
17.02 |
17.12 |
16.90 |
17.10 |
+0.11 |
137 |
3,423 |
+15 |
Nov17 |
170727 |
17.08 |
17.15 |
17.00 |
17.15 |
+0.11 |
85 |
2,947 |
+20 |
Dec17 |
170727 |
16.87 |
16.93 |
16.85 |
16.89 |
+0.03 |
51 |
2,668 |
+1 |
Jan18 |
170727 |
16.57 |
16.66 |
16.57 |
16.66 |
unch |
51 |
931 |
+20 |
Feb18 |
170727 |
16.58 |
16.64 |
16.58 |
16.64 |
unch |
6 |
807 |
+0 |
Mar18 |
170727 |
16.60 |
16.60 |
16.58 |
16.60 |
unch |
79 |
811 |
+41 |
Apr18 |
170727 |
16.55 |
16.55 |
16.55 |
16.55 |
unch |
7 |
593 |
-1 |
May18 |
170727 |
16.58 |
16.58 |
16.58 |
16.58 |
-0.02 |
24 |
598 |
+20 |
Jun18 |
170727 |
16.70 |
16.70 |
16.67 |
16.70 |
unch |
0 |
518 |
+0 |
Jul18 |
170727 |
16.76 |
16.77 |
16.76 |
16.77 |
+0.02 |
2 |
199 |
+2 |
Total Volume and Open Interest |
1,444 |
29,437 |
+139 |
Cocoa(ICE) |
Sep17 |
170727 |
1921 |
2019 |
1920 |
2013 |
+101 |
23,705 |
115,858 |
-2,353 |
Dec17 |
170727 |
1951 |
2040 |
1951 |
2034 |
+90 |
13,392 |
84,128 |
+2,790 |
Mar18 |
170727 |
1977 |
2061 |
1977 |
2056 |
+85 |
2,690 |
33,875 |
+395 |
May18 |
170727 |
1995 |
2072 |
1995 |
2071 |
+84 |
417 |
12,715 |
+83 |
Jul18 |
170727 |
2011 |
2091 |
2010 |
2086 |
+86 |
49 |
9,351 |
+13 |
Sep18 |
170727 |
2026 |
2101 |
2026 |
2101 |
+86 |
14 |
8,587 |
-3 |
Dec18 |
170727 |
2060 |
2119 |
2059 |
2119 |
+86 |
1 |
6,270 |
+1 |
Total Volume and Open Interest |
40,274 |
277,676 |
+932 |
Coffee "C"(ICE) |
Sep17 |
170727 |
135.10 |
136.65 |
134.10 |
135.95 |
+1.15 |
20,052 |
103,022 |
+183 |
Dec17 |
170727 |
138.55 |
140.15 |
137.70 |
139.50 |
+1.15 |
6,656 |
57,950 |
-196 |
Mar18 |
170727 |
142.00 |
143.60 |
141.25 |
143.05 |
+1.15 |
2,378 |
29,173 |
+173 |
May18 |
170727 |
144.45 |
145.80 |
143.80 |
145.30 |
+1.20 |
1,569 |
16,628 |
+431 |
Jul18 |
170727 |
146.55 |
147.90 |
145.65 |
147.40 |
+1.20 |
517 |
5,736 |
-8 |
Sep18 |
170727 |
148.60 |
149.75 |
148.10 |
149.40 |
+1.15 |
102 |
5,866 |
+37 |
Total Volume and Open Interest |
31,291 |
224,494 |
+624 |
Orange Juice(ICE) |
Sep17 |
170727 |
134.40 |
138.00 |
133.60 |
137.75 |
+3.70 |
620 |
7,917 |
-127 |
Nov17 |
170727 |
134.65 |
138.00 |
134.50 |
137.80 |
+3.90 |
76 |
2,135 |
+18 |
Jan18 |
170727 |
136.50 |
138.40 |
136.50 |
138.10 |
+3.50 |
13 |
1,108 |
-2 |
Mar18 |
170727 |
139.80 |
139.80 |
139.80 |
139.80 |
+3.70 |
4 |
385 |
+1 |
May18 |
170727 |
141.60 |
141.60 |
141.60 |
141.60 |
+3.45 |
0 |
168 |
+0 |
Jul18 |
170727 |
144.35 |
144.35 |
144.35 |
144.35 |
+3.45 |
0 |
15 |
+0 |
Total Volume and Open Interest |
713 |
11,728 |
-110 |
Sugar #11(ICE) |
Oct17 |
170727 |
14.24 |
14.64 |
14.23 |
14.43 |
+0.20 |
61,160 |
419,126 |
-1,729 |
Mar18 |
170727 |
15.01 |
15.31 |
14.98 |
15.13 |
+0.13 |
30,255 |
189,435 |
+5,897 |
May18 |
170727 |
15.22 |
15.46 |
15.17 |
15.29 |
+0.09 |
12,597 |
63,567 |
+312 |
Jul18 |
170727 |
15.40 |
15.58 |
15.36 |
15.42 |
+0.06 |
4,607 |
36,331 |
+78 |
Oct18 |
170727 |
15.72 |
15.85 |
15.64 |
15.69 |
+0.03 |
935 |
32,101 |
+57 |
Mar19 |
170727 |
16.27 |
16.41 |
16.24 |
16.27 |
+0.04 |
575 |
15,832 |
+136 |
May19 |
170727 |
16.38 |
16.45 |
16.30 |
16.30 |
+0.03 |
124 |
3,973 |
-4 |
Jul19 |
170727 |
16.40 |
16.47 |
16.30 |
16.30 |
+0.01 |
73 |
4,771 |
-28 |
Total Volume and Open Interest |
110,350 |
771,060 |
+4,715 |
London Cocoa(LCE) |
Sep17 |
170727 |
1502 |
1569 |
1502 |
1565 |
+59 |
10,587 |
80,118 |
+514 |
Dec17 |
170727 |
1520 |
1584 |
1520 |
1580 |
+57 |
6,767 |
68,930 |
-450 |
Mar18 |
170727 |
1544 |
1606 |
1544 |
1602 |
+56 |
4,730 |
51,709 |
+220 |
May18 |
170727 |
1556 |
1618 |
1556 |
1614 |
+55 |
1,624 |
19,018 |
+48 |
Jul18 |
170727 |
1568 |
1628 |
1568 |
1625 |
+55 |
171 |
13,547 |
+40 |
Sep18 |
170727 |
1578 |
1636 |
1578 |
1634 |
+54 |
85 |
10,313 |
-2 |
Dec18 |
170727 |
1596 |
1654 |
1596 |
1651 |
+54 |
71 |
6,514 |
+38 |
Total Volume and Open Interest |
24,036 |
250,704 |
+408 |
London Sugar(LCE) |
Oct17 |
170727 |
390.50 |
397.90 |
388.60 |
393.00 |
+3.80 |
4,693 |
47,971 |
-239 |
Dec17 |
170727 |
394.50 |
401.70 |
393.60 |
398.20 |
+4.90 |
1,581 |
14,750 |
+218 |
Mar18 |
170727 |
404.50 |
409.90 |
402.10 |
406.00 |
+4.10 |
755 |
9,862 |
+270 |
May18 |
170727 |
409.40 |
415.20 |
409.40 |
411.70 |
+4.40 |
107 |
4,920 |
+61 |
Aug18 |
170727 |
415.70 |
419.40 |
415.60 |
416.00 |
+4.50 |
191 |
3,821 |
+162 |
Total Volume and Open Interest |
7,335 |
83,366 |
+480 |
Cotton(ICE) |
Oct17 |
170727 |
69.33 |
72.02 |
69.33 |
70.50 |
+1.48 |
1 |
163 |
-1 |
Dec17 |
170727 |
68.53 |
69.72 |
68.01 |
68.89 |
+0.49 |
9,537 |
158,003 |
-799 |
Mar18 |
170727 |
68.20 |
69.15 |
67.60 |
68.44 |
+0.32 |
3,156 |
40,546 |
+1,423 |
May18 |
170727 |
68.96 |
69.53 |
68.30 |
68.87 |
+0.27 |
99 |
4,841 |
+19 |
Jul18 |
170727 |
69.45 |
69.98 |
68.59 |
69.34 |
+0.24 |
73 |
4,698 |
-44 |
Oct18 |
170727 |
68.26 |
68.26 |
68.26 |
68.26 |
+0.44 |
0 |
1 |
+0 |
Total Volume and Open Interest |
13,107 |
216,584 |
+763 |
Lumber(CME) |
Sep17 |
170727 |
380.7 |
382.4 |
378.9 |
381.4 |
+3.9 |
346 |
3,539 |
+42 |
Nov17 |
170727 |
363.6 |
365.8 |
363.6 |
365.0 |
+3.0 |
103 |
768 |
-18 |
Jan18 |
170727 |
368.5 |
370.0 |
368.5 |
370.0 |
+2.3 |
12 |
197 |
+0 |
Mar18 |
170727 |
375.5 |
375.5 |
375.5 |
375.5 |
+2.3 |
0 |
44 |
+0 |
Total Volume and Open Interest |
461 |
4,552 |
+24 |
Crude Oil(NYM) |
Sep17 |
170727 |
48.70 |
49.24 |
48.25 |
49.04 |
+0.29 |
885,700 |
621,693 |
+671 |
Oct17 |
170727 |
48.79 |
49.36 |
48.35 |
49.17 |
+0.32 |
222,878 |
173,495 |
-9,496 |
Nov17 |
170727 |
48.89 |
49.49 |
48.48 |
49.32 |
+0.33 |
104,421 |
121,973 |
+4,171 |
Dec17 |
170727 |
49.02 |
49.60 |
48.57 |
49.44 |
+0.33 |
136,600 |
336,227 |
+1,937 |
Jan18 |
170727 |
49.10 |
49.69 |
48.70 |
49.54 |
+0.32 |
42,399 |
118,212 |
-1,889 |
Feb18 |
170727 |
49.13 |
49.76 |
48.78 |
49.60 |
+0.30 |
24,442 |
51,867 |
+725 |
Mar18 |
170727 |
49.19 |
49.75 |
48.90 |
49.65 |
+0.29 |
29,380 |
68,429 |
+939 |
Apr18 |
170727 |
49.21 |
49.81 |
48.83 |
49.69 |
+0.28 |
6,398 |
25,165 |
+890 |
May18 |
170727 |
49.35 |
49.82 |
48.90 |
49.71 |
+0.26 |
3,266 |
32,078 |
+189 |
Jun18 |
170727 |
49.33 |
49.88 |
48.93 |
49.73 |
+0.24 |
29,971 |
124,777 |
+1,751 |
Jul18 |
170727 |
49.33 |
49.74 |
49.33 |
49.74 |
+0.23 |
1,493 |
25,803 |
+324 |
Aug18 |
170727 |
49.10 |
49.89 |
49.10 |
49.75 |
+0.21 |
776 |
14,671 |
+37 |
Sep18 |
170727 |
49.77 |
49.77 |
49.56 |
49.77 |
+0.19 |
3,003 |
40,228 |
+496 |
Oct18 |
170727 |
49.79 |
49.79 |
48.15 |
49.79 |
+0.16 |
1,298 |
16,410 |
+116 |
Nov18 |
170727 |
49.83 |
49.83 |
49.83 |
49.83 |
+0.13 |
1,067 |
18,651 |
+350 |
Dec18 |
170727 |
49.66 |
50.02 |
49.21 |
49.88 |
+0.10 |
51,654 |
170,465 |
-2,058 |
Total Volume and Open Interest |
1,565,225 |
2,149,971 |
+2,009 |
e-miNY Crude Oil(NYM) |
Sep17 |
170727 |
48.700 |
49.225 |
48.250 |
49.050 |
+0.300 |
11,443 |
2,729 |
-12 |
Oct17 |
170727 |
48.775 |
49.325 |
48.425 |
49.175 |
+0.325 |
336 |
612 |
+38 |
Nov17 |
170727 |
49.100 |
49.400 |
48.600 |
49.325 |
+0.325 |
91 |
140 |
+33 |
Dec17 |
170727 |
49.000 |
49.600 |
48.650 |
49.450 |
+0.350 |
31 |
573 |
-6 |
Jan18 |
170727 |
49.125 |
49.575 |
49.125 |
49.550 |
+0.325 |
2 |
253 |
+0 |
Feb18 |
170727 |
49.600 |
49.600 |
49.600 |
49.600 |
+0.300 |
0 |
31 |
+0 |
Mar18 |
170727 |
49.650 |
49.650 |
49.275 |
49.650 |
+0.300 |
2 |
2 |
-2 |
Apr18 |
170727 |
49.700 |
49.700 |
49.700 |
49.700 |
+0.300 |
0 |
29 |
+0 |
May18 |
170727 |
49.700 |
49.700 |
49.700 |
49.700 |
+0.250 |
0 |
59 |
+0 |
Jun18 |
170727 |
49.725 |
49.725 |
49.200 |
49.725 |
+0.225 |
1 |
26 |
+0 |
Total Volume and Open Interest |
11,910 |
4,574 |
+49 |
NY Harbor ULSD(NYM) |
Aug17 |
170727 |
159.42 |
161.02 |
158.85 |
160.32 |
+0.79 |
25,602 |
25,468 |
-6,084 |
Sep17 |
170727 |
159.93 |
161.44 |
159.19 |
160.71 |
+0.76 |
76,313 |
132,562 |
+5,271 |
Oct17 |
170727 |
160.29 |
161.82 |
159.59 |
161.13 |
+0.75 |
28,741 |
46,021 |
-2,466 |
Nov17 |
170727 |
160.72 |
162.23 |
160.04 |
161.61 |
+0.77 |
17,154 |
34,971 |
+564 |
Dec17 |
170727 |
161.08 |
162.56 |
160.31 |
161.95 |
+0.75 |
30,398 |
58,903 |
+1,016 |
Jan18 |
170727 |
161.47 |
162.82 |
160.76 |
162.32 |
+0.72 |
4,806 |
24,825 |
-187 |
Feb18 |
170727 |
161.45 |
162.92 |
160.95 |
162.36 |
+0.68 |
3,751 |
12,037 |
+1,003 |
Mar18 |
170727 |
161.00 |
162.44 |
160.61 |
162.01 |
+0.66 |
2,040 |
13,547 |
+153 |
Apr18 |
170727 |
161.00 |
161.66 |
160.66 |
161.16 |
+0.63 |
1,073 |
6,355 |
-484 |
May18 |
170727 |
160.62 |
160.62 |
158.14 |
160.62 |
+0.63 |
660 |
3,553 |
-28 |
Jun18 |
170727 |
159.88 |
160.86 |
158.80 |
160.41 |
+0.63 |
3,243 |
18,088 |
+461 |
Jul18 |
170727 |
160.73 |
160.73 |
160.63 |
160.63 |
+0.60 |
145 |
1,862 |
-48 |
Aug18 |
170727 |
160.98 |
160.98 |
160.16 |
160.98 |
+0.56 |
99 |
1,485 |
-9 |
Sep18 |
170727 |
161.38 |
161.38 |
155.31 |
161.38 |
+0.53 |
15 |
1,473 |
-4 |
Total Volume and Open Interest |
195,143 |
409,427 |
-965 |
RBOB Gasoline(NYM) |
Aug17 |
170727 |
161.61 |
164.88 |
161.00 |
164.46 |
+2.73 |
30,957 |
24,946 |
-4,258 |
Sep17 |
170727 |
159.28 |
162.38 |
158.63 |
161.97 |
+2.53 |
85,210 |
130,026 |
+2,074 |
Oct17 |
170727 |
148.37 |
151.21 |
147.94 |
150.83 |
+2.07 |
46,027 |
72,044 |
+1,379 |
Nov17 |
170727 |
145.97 |
148.32 |
145.31 |
147.99 |
+1.81 |
17,514 |
46,661 |
+578 |
Dec17 |
170727 |
143.91 |
146.10 |
143.17 |
145.77 |
+1.56 |
18,522 |
47,991 |
-374 |
Jan18 |
170727 |
144.32 |
145.79 |
143.17 |
145.47 |
+1.33 |
5,100 |
16,734 |
+851 |
Feb18 |
170727 |
144.68 |
146.64 |
144.17 |
146.30 |
+1.16 |
1,845 |
8,690 |
+223 |
Mar18 |
170727 |
146.22 |
148.32 |
145.99 |
148.04 |
+1.03 |
1,400 |
10,650 |
+224 |
Apr18 |
170727 |
164.18 |
165.72 |
163.61 |
165.48 |
+0.88 |
626 |
8,234 |
+257 |
May18 |
170727 |
164.87 |
166.05 |
164.87 |
166.05 |
+0.80 |
328 |
3,647 |
+66 |
Total Volume and Open Interest |
208,924 |
391,290 |
+1,178 |
e-miNY RBOB Gasoline(NYM) |
Aug17 |
170727 |
164.50 |
164.50 |
159.60 |
164.50 |
+2.77 |
0 |
1 |
+0 |
Sep17 |
170727 |
162.00 |
162.00 |
161.97 |
162.00 |
+2.56 |
|
|
|
Oct17 |
170727 |
150.80 |
150.83 |
150.80 |
150.80 |
+2.04 |
|
|
|
Nov17 |
170727 |
148.00 |
148.00 |
147.99 |
148.00 |
+1.82 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Aug17 |
170727 |
2.926 |
2.998 |
2.904 |
2.969 |
+0.045 |
50,576 |
17,700 |
-7,945 |
Sep17 |
170727 |
2.922 |
2.990 |
2.898 |
2.967 |
+0.053 |
100,473 |
317,611 |
+1,048 |
Oct17 |
170727 |
2.953 |
3.025 |
2.938 |
3.003 |
+0.051 |
32,176 |
189,467 |
-2,493 |
Nov17 |
170727 |
3.037 |
3.105 |
3.017 |
3.082 |
+0.050 |
17,146 |
86,755 |
+800 |
Dec17 |
170727 |
3.188 |
3.255 |
3.168 |
3.231 |
+0.048 |
11,283 |
74,589 |
+552 |
Jan18 |
170727 |
3.279 |
3.339 |
3.261 |
3.320 |
+0.045 |
15,026 |
122,519 |
+2,242 |
Feb18 |
170727 |
3.263 |
3.321 |
3.246 |
3.305 |
+0.043 |
3,619 |
49,712 |
+371 |
Mar18 |
170727 |
3.201 |
3.255 |
3.188 |
3.246 |
+0.041 |
6,236 |
81,759 |
-654 |
Apr18 |
170727 |
2.832 |
2.863 |
2.826 |
2.857 |
+0.019 |
4,915 |
104,336 |
+137 |
May18 |
170727 |
2.796 |
2.822 |
2.789 |
2.819 |
+0.016 |
5,060 |
40,297 |
+1,222 |
Jun18 |
170727 |
2.813 |
2.852 |
2.813 |
2.842 |
+0.015 |
3,628 |
24,902 |
+599 |
Jul18 |
170727 |
2.850 |
2.866 |
2.843 |
2.866 |
+0.014 |
3,494 |
25,063 |
+670 |
Aug18 |
170727 |
2.856 |
2.871 |
2.848 |
2.871 |
+0.014 |
1,666 |
20,066 |
-439 |
Sep18 |
170727 |
2.835 |
2.850 |
2.828 |
2.850 |
+0.014 |
1,154 |
19,966 |
+487 |
Oct18 |
170727 |
2.857 |
2.871 |
2.847 |
2.870 |
+0.014 |
2,101 |
46,343 |
+174 |
Nov18 |
170727 |
2.907 |
2.918 |
2.891 |
2.918 |
+0.014 |
381 |
20,482 |
-76 |
Total Volume and Open Interest |
262,570 |
1,315,857 |
-2,469 |
Brent Crude Oil(ICE) |
Sep17 |
170727 |
50.86 |
51.64 |
50.50 |
51.49 |
+0.52 |
284,288 |
193,593 |
-30,464 |
Oct17 |
170727 |
51.00 |
51.67 |
50.58 |
51.52 |
+0.42 |
252,859 |
491,662 |
+8,954 |
Nov17 |
170727 |
51.19 |
51.83 |
50.75 |
51.69 |
+0.38 |
108,663 |
227,104 |
-532 |
Dec17 |
170727 |
51.39 |
51.99 |
50.93 |
51.85 |
+0.35 |
150,495 |
380,877 |
+10,359 |
Jan18 |
170727 |
51.55 |
52.13 |
51.08 |
51.98 |
+0.32 |
40,925 |
127,405 |
+7,787 |
Feb18 |
170727 |
51.71 |
52.25 |
51.22 |
52.12 |
+0.30 |
27,861 |
84,530 |
+4,630 |
Mar18 |
170727 |
51.83 |
52.36 |
51.35 |
52.24 |
+0.29 |
17,116 |
69,717 |
-1,013 |
Apr18 |
170727 |
51.93 |
52.43 |
51.49 |
52.33 |
+0.27 |
3,887 |
25,916 |
-277 |
May18 |
170727 |
51.99 |
52.50 |
51.58 |
52.40 |
+0.25 |
2,747 |
32,070 |
+212 |
Jun18 |
170727 |
52.05 |
52.58 |
51.66 |
52.46 |
+0.23 |
27,809 |
120,041 |
+302 |
Jul18 |
170727 |
52.55 |
52.55 |
52.55 |
52.55 |
+0.21 |
1,277 |
24,113 |
-180 |
Aug18 |
170727 |
52.40 |
52.63 |
52.40 |
52.63 |
+0.19 |
2,075 |
19,960 |
-231 |
Sep18 |
170727 |
52.67 |
52.67 |
52.67 |
52.67 |
+0.16 |
3,219 |
32,596 |
+116 |
Oct18 |
170727 |
52.72 |
52.72 |
52.72 |
52.72 |
+0.14 |
825 |
17,890 |
-48 |
Total Volume and Open Interest |
993,343 |
2,377,552 |
+1,374 |
Gas Oil(ICE) |
Aug17 |
170727 |
473.25 |
478.00 |
470.75 |
475.25 |
+5.00 |
46,507 |
91,187 |
-1,952 |
Sep17 |
170727 |
473.50 |
478.25 |
471.25 |
475.50 |
+4.75 |
80,563 |
187,394 |
-1,460 |
Oct17 |
170727 |
475.00 |
478.50 |
471.50 |
476.00 |
+4.75 |
52,506 |
113,503 |
-317 |
Nov17 |
170727 |
471.00 |
475.75 |
469.00 |
473.50 |
+4.50 |
18,109 |
48,274 |
-378 |
Dec17 |
170727 |
469.25 |
473.50 |
466.75 |
471.00 |
+4.00 |
52,606 |
136,371 |
+1,379 |
Jan18 |
170727 |
469.25 |
473.50 |
467.00 |
471.25 |
+3.75 |
14,060 |
38,583 |
+378 |
Feb18 |
170727 |
469.75 |
474.25 |
467.50 |
472.00 |
+4.00 |
5,507 |
20,917 |
+558 |
Mar18 |
170727 |
469.75 |
474.00 |
468.25 |
472.25 |
+4.00 |
6,921 |
26,492 |
-1,521 |
Apr18 |
170727 |
471.50 |
474.50 |
468.25 |
472.75 |
+4.00 |
3,471 |
11,707 |
-196 |
May18 |
170727 |
470.25 |
474.50 |
469.00 |
473.00 |
+4.00 |
1,244 |
10,866 |
+275 |
Total Volume and Open Interest |
303,801 |
912,588 |
-1,605 |
Ethanol(CBOT) |
Aug17 |
170727 |
1.530 |
1.540 |
1.530 |
1.530 |
+0.010 |
113 |
202 |
-82 |
Sep17 |
170727 |
1.540 |
1.550 |
1.540 |
1.547 |
+0.014 |
213 |
715 |
+17 |
Oct17 |
170727 |
1.535 |
1.538 |
1.535 |
1.536 |
+0.008 |
3 |
368 |
+0 |
Nov17 |
170727 |
1.522 |
1.522 |
1.507 |
1.522 |
+0.008 |
0 |
152 |
+0 |
Dec17 |
170727 |
1.505 |
1.505 |
1.497 |
1.505 |
+0.008 |
0 |
357 |
+0 |
Jan18 |
170727 |
1.487 |
1.487 |
1.487 |
1.487 |
+0.008 |
0 |
13 |
+0 |
Feb18 |
170727 |
1.487 |
1.487 |
1.487 |
1.487 |
+0.008 |
|
|
|
Mar18 |
170727 |
1.487 |
1.487 |
1.487 |
1.487 |
+0.008 |
|
|
|
Total Volume and Open Interest |
329 |
1,811 |
-65 |
WTI Crude Oil(ICE) |
Sep17 |
170727 |
48.67 |
49.23 |
48.25 |
49.04 |
+0.29 |
72,579 |
82,741 |
-555 |
Oct17 |
170727 |
48.74 |
49.35 |
48.34 |
49.17 |
+0.32 |
69,291 |
49,478 |
+2,870 |
Nov17 |
170727 |
48.88 |
49.49 |
48.47 |
49.32 |
+0.33 |
34,446 |
20,281 |
+3,198 |
Dec17 |
170727 |
49.01 |
49.60 |
48.58 |
49.44 |
+0.33 |
46,865 |
131,214 |
+2,577 |
Jan18 |
170727 |
49.15 |
49.68 |
48.70 |
49.54 |
+0.32 |
6,801 |
17,483 |
+413 |
Feb18 |
170727 |
49.22 |
49.73 |
48.87 |
49.60 |
+0.30 |
2,599 |
7,878 |
+188 |
Mar18 |
170727 |
49.28 |
49.78 |
48.91 |
49.65 |
+0.29 |
2,474 |
12,812 |
+261 |
Apr18 |
170727 |
49.49 |
49.76 |
49.43 |
49.69 |
+0.28 |
524 |
3,140 |
-17 |
May18 |
170727 |
49.46 |
49.71 |
49.46 |
49.71 |
+0.26 |
559 |
6,218 |
+115 |
Jun18 |
170727 |
49.30 |
49.80 |
49.30 |
49.73 |
+0.24 |
9,155 |
48,171 |
-537 |
Jul18 |
170727 |
49.74 |
49.74 |
49.74 |
49.74 |
+0.23 |
148 |
1,365 |
-7 |
Aug18 |
170727 |
49.75 |
49.75 |
49.75 |
49.75 |
+0.21 |
68 |
1,689 |
+3 |
Sep18 |
170727 |
49.77 |
49.77 |
49.77 |
49.77 |
+0.19 |
1,515 |
4,611 |
+873 |
Oct18 |
170727 |
49.79 |
49.79 |
49.79 |
49.79 |
+0.16 |
30 |
1,542 |
+0 |
Nov18 |
170727 |
49.83 |
49.83 |
49.83 |
49.83 |
+0.13 |
74 |
1,599 |
-45 |
Dec18 |
170727 |
49.60 |
50.00 |
49.53 |
49.88 |
+0.10 |
13,632 |
107,848 |
+2,570 |
Total Volume and Open Interest |
265,077 |
556,213 |
+13,395 |
US Dollar Index(ICE) |
Sep17 |
170727 |
93.325 |
93.950 |
93.000 |
93.715 |
+0.210 |
23,124 |
47,777 |
-923 |
Dec17 |
170727 |
93.105 |
93.705 |
92.850 |
93.525 |
+0.225 |
108 |
1,746 |
+28 |
Mar18 |
170727 |
92.800 |
93.455 |
92.700 |
93.295 |
+0.225 |
3 |
351 |
+2 |
Total Volume and Open Interest |
23,235 |
49,984 |
-893 |
Australian Dollar(CME) |
Sep17 |
170727 |
80.07 |
80.61 |
79.52 |
79.64 |
-0.05 |
81,194 |
129,912 |
+2,890 |
Dec17 |
170727 |
79.91 |
80.50 |
79.46 |
79.55 |
-0.05 |
341 |
1,943 |
+72 |
Mar18 |
170727 |
79.46 |
79.46 |
79.27 |
79.46 |
-0.06 |
13 |
218 |
+5 |
Total Volume and Open Interest |
81,765 |
132,765 |
+2,996 |
British Pound(CME) |
Sep17 |
170727 |
131.43 |
131.81 |
130.73 |
130.95 |
-0.22 |
82,252 |
197,972 |
+343 |
Dec17 |
170727 |
131.70 |
132.09 |
131.20 |
131.33 |
-0.22 |
83 |
1,694 |
-2 |
Mar18 |
170727 |
131.73 |
131.73 |
131.73 |
131.73 |
-0.22 |
0 |
284 |
+0 |
Total Volume and Open Interest |
82,459 |
200,700 |
+438 |
Canadian Dollar(CME) |
Sep17 |
170727 |
80.48 |
80.62 |
79.58 |
79.70 |
-0.49 |
66,333 |
170,996 |
+3,164 |
Dec17 |
170727 |
80.47 |
80.63 |
79.66 |
79.76 |
-0.49 |
369 |
5,014 |
-28 |
Mar18 |
170727 |
80.52 |
80.63 |
79.81 |
79.81 |
-0.49 |
3 |
505 |
+0 |
Jun18 |
170727 |
79.85 |
79.85 |
79.85 |
79.85 |
-0.49 |
3 |
98 |
-3 |
Total Volume and Open Interest |
66,822 |
177,330 |
+3,183 |
Japanese Yen(CME) |
Sep17 |
170727 |
90.18 |
90.47 |
89.71 |
90.21 |
+0.17 |
139,165 |
233,403 |
-2,202 |
Dec17 |
170727 |
90.71 |
90.84 |
90.17 |
90.61 |
+0.17 |
137 |
803 |
-18 |
Mar18 |
170727 |
91.07 |
91.07 |
91.07 |
91.07 |
+0.16 |
0 |
290 |
+0 |
Total Volume and Open Interest |
139,641 |
235,140 |
-2,290 |
Swiss Franc(CME) |
Sep17 |
170727 |
105.56 |
105.71 |
103.82 |
104.03 |
-1.25 |
26,193 |
44,590 |
+393 |
Dec17 |
170727 |
106.23 |
106.26 |
104.50 |
104.65 |
-1.26 |
41 |
366 |
+15 |
Mar18 |
170727 |
105.32 |
105.32 |
105.32 |
105.32 |
-1.28 |
13 |
29 |
+11 |
Total Volume and Open Interest |
26,247 |
45,005 |
+419 |
EuroFX(CME) |
Sep17 |
170727 |
117.80 |
118.08 |
116.81 |
117.15 |
-0.21 |
223,824 |
439,453 |
-982 |
Dec17 |
170727 |
118.34 |
118.65 |
117.40 |
117.73 |
-0.21 |
1,231 |
5,230 |
+256 |
Mar18 |
170727 |
118.52 |
118.52 |
118.22 |
118.36 |
-0.22 |
72 |
1,119 |
+31 |
Total Volume and Open Interest |
226,752 |
449,086 |
-543 |
Mexican Peso(CME) |
Aug17 |
170727 |
562.75 |
562.75 |
562.75 |
562.75 |
-2.75 |
0 |
64 |
+0 |
Sep17 |
170727 |
563.75 |
565.00 |
558.38 |
559.75 |
-2.50 |
28,203 |
212,204 |
+681 |
Total Volume and Open Interest |
28,225 |
212,346 |
+684 |
Brazilian Real(CME) |
Aug17 |
170727 |
317.75 |
317.95 |
315.20 |
316.75 |
-0.75 |
4,965 |
18,610 |
-62 |
Sep17 |
170727 |
315.95 |
316.00 |
314.65 |
314.85 |
-0.70 |
2,940 |
6,481 |
+2,530 |
Oct17 |
170727 |
313.30 |
313.30 |
313.30 |
313.30 |
-0.90 |
|
|
|
Nov17 |
170727 |
311.85 |
311.85 |
311.85 |
311.85 |
-0.80 |
|
|
|
Total Volume and Open Interest |
7,905 |
25,093 |
+2,468 |
30-Year T-Bonds(CBOT) |
Sep17 |
170727 |
153~020 |
153~130 |
152~030 |
152~190 |
-0~180 |
264,309 |
729,813 |
+5,166 |
Dec17 |
170727 |
151~260 |
152~010 |
150~310 |
151~110 |
-0~180 |
251 |
879 |
+119 |
Mar18 |
170727 |
150~200 |
150~200 |
150~200 |
150~200 |
-0~180 |
|
|
|
Total Volume and Open Interest |
264,560 |
730,692 |
+5,285 |
10-Year T-Notes(CBOT) |
Sep17 |
170727 |
125~305 |
126~015 |
125~210 |
125~265 |
-0~060 |
1,468,763 |
3,176,422 |
+64,766 |
Dec17 |
170727 |
125~205 |
125~225 |
125~100 |
125~155 |
-0~060 |
3,793 |
23,595 |
+1,341 |
Mar18 |
170727 |
125~035 |
125~035 |
125~035 |
125~035 |
-0~060 |
|
|
|
Total Volume and Open Interest |
1,472,556 |
3,200,017 |
+66,107 |
5-Year T-Notes(CBOT) |
Sep17 |
170727 |
118~052 |
118~060 |
117~316 |
118~032 |
-0~030 |
727,370 |
2,964,764 |
-5,242 |
Dec17 |
170727 |
117~244 |
117~244 |
117~224 |
117~244 |
-0~032 |
1,004 |
8,347 |
+342 |
Mar18 |
150331 |
120~274 |
120~294 |
120~202 |
120~282 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
2 Year T-Notes(CBOT) |
Sep17 |
170727 |
108~052 |
108~054 |
108~040 |
108~052 |
-0~002 |
274,917 |
1,364,255 |
+17,469 |
Dec17 |
170727 |
108~012 |
108~012 |
108~012 |
108~012 |
-0~002 |
550 |
2,157 |
+541 |
Mar18 |
170727 |
107~314 |
107~314 |
107~314 |
107~314 |
-0~002 |
|
|
|
Total Volume and Open Interest |
275,467 |
1,366,412 |
+18,010 |
Eurodollars(CME) |
Sep17 |
170727 |
98.670 |
98.670 |
98.660 |
98.665 |
unch |
213,916 |
1,495,102 |
+43,665 |
Dec17 |
170727 |
98.555 |
98.555 |
98.535 |
98.550 |
-0.005 |
235,156 |
1,880,446 |
+2,409 |
Mar18 |
170727 |
98.475 |
98.475 |
98.455 |
98.465 |
-0.010 |
155,440 |
1,164,323 |
+7,642 |
Jun18 |
170727 |
98.415 |
98.415 |
98.390 |
98.400 |
-0.010 |
162,179 |
1,099,978 |
-10,472 |
Sep18 |
170727 |
98.345 |
98.350 |
98.320 |
98.335 |
-0.010 |
151,418 |
1,026,893 |
+3,945 |
Dec18 |
170727 |
98.260 |
98.265 |
98.230 |
98.255 |
-0.010 |
214,336 |
1,370,674 |
+12,878 |
Mar19 |
170727 |
98.210 |
98.215 |
98.180 |
98.205 |
-0.010 |
127,336 |
866,829 |
+4,643 |
Jun19 |
170727 |
98.155 |
98.165 |
98.125 |
98.150 |
-0.010 |
144,364 |
687,878 |
+2,158 |
Sep19 |
170727 |
98.105 |
98.110 |
98.075 |
98.100 |
-0.010 |
124,456 |
649,840 |
-8,426 |
Dec19 |
170727 |
98.035 |
98.040 |
98.000 |
98.025 |
-0.010 |
120,443 |
730,445 |
+812 |
Mar20 |
170727 |
97.990 |
98.000 |
97.955 |
97.985 |
-0.010 |
89,820 |
432,473 |
+3,534 |
Jun20 |
170727 |
97.945 |
97.955 |
97.910 |
97.940 |
-0.010 |
117,631 |
308,562 |
+10,956 |
Sep20 |
170727 |
97.900 |
97.910 |
97.860 |
97.890 |
-0.015 |
59,414 |
239,387 |
-2,623 |
Dec20 |
170727 |
97.840 |
97.850 |
97.800 |
97.825 |
-0.020 |
58,076 |
296,411 |
+312 |
Mar21 |
170727 |
97.795 |
97.805 |
97.755 |
97.780 |
-0.020 |
58,159 |
161,981 |
-6,037 |
Jun21 |
170727 |
97.750 |
97.755 |
97.700 |
97.730 |
-0.020 |
41,197 |
115,129 |
+1,685 |
Sep21 |
170727 |
97.700 |
97.710 |
97.655 |
97.680 |
-0.025 |
33,127 |
87,157 |
+121 |
Dec21 |
170727 |
97.645 |
97.655 |
97.600 |
97.625 |
-0.025 |
26,026 |
95,346 |
-1,166 |
Total Volume and Open Interest |
2,202,061 |
12,973,911 |
+68,297 |
Ultra T-Bond(CBOT) |
Sep17 |
170727 |
164~19 |
165~00 |
163~04 |
163~20 |
-1~00 |
81,575 |
806,087 |
+5,491 |
Dec17 |
170727 |
163~16 |
163~16 |
162~16 |
162~20 |
-1~00 |
654 |
2,041 |
+330 |
Mar18 |
170727 |
161~20 |
161~20 |
161~20 |
161~20 |
-1~00 |
|
|
|
Total Volume and Open Interest |
82,229 |
808,128 |
+5,821 |
Ultra 10-Yr T-Note(CBOT) |
Sep17 |
170727 |
135~025 |
135~075 |
134~200 |
134~265 |
-0~100 |
112,356 |
401,906 |
+10,780 |
Dec17 |
170727 |
134~095 |
134~095 |
134~095 |
134~095 |
-0~100 |
0 |
1 |
+0 |
Mar18 |
170727 |
134~095 |
134~095 |
134~095 |
134~095 |
-0~100 |
|
|
|
Total Volume and Open Interest |
112,356 |
401,907 |
+10,780 |
30 Day Federal Funds(CBOT) |
Jul17 |
170727 |
98.850 |
98.850 |
98.848 |
98.850 |
unch |
663 |
267,882 |
+266 |
Aug17 |
170727 |
98.845 |
98.845 |
98.840 |
98.845 |
unch |
1,795 |
184,181 |
-806 |
Sep17 |
170727 |
98.840 |
98.845 |
98.840 |
98.840 |
unch |
1,728 |
83,006 |
+161 |
Oct17 |
170727 |
98.830 |
98.835 |
98.830 |
98.835 |
+0.005 |
6,028 |
272,136 |
-2,117 |
Nov17 |
170727 |
98.825 |
98.830 |
98.820 |
98.830 |
+0.005 |
15,856 |
204,331 |
-2,567 |
Dec17 |
170727 |
98.775 |
98.780 |
98.770 |
98.780 |
+0.005 |
6,330 |
78,863 |
-16 |
Total Volume and Open Interest |
82,593 |
1,649,496 |
+753 |
Japanese Govt Bonds(SGX) |
Sep17 |
170726 |
150.21 |
150.21 |
150.07 |
150.15 |
-0.06 |
912 |
14,565 |
-257 |
Dec17 |
170726 |
150.15 |
150.15 |
150.15 |
150.15 |
-0.06 |
|
|
|
Mar18 |
170726 |
150.15 |
150.15 |
150.15 |
150.15 |
-0.06 |
|
|
|
Total Volume and Open Interest |
912 |
14,565 |
-257 |
Euro-Buxl(EUREX) |
Sep17 |
170727 |
162.24 |
163.02 |
161.68 |
162.18 |
+0.54 |
40,295 |
210,281 |
-1,400 |
Dec17 |
170727 |
160.66 |
160.66 |
160.66 |
160.66 |
+0.58 |
26 |
31 |
-1 |
Mar18 |
170727 |
160.18 |
160.18 |
160.18 |
160.18 |
+0.54 |
|
|
|
Total Volume and Open Interest |
40,321 |
210,312 |
-1,401 |
Euro-Bund(EUREX) |
Sep17 |
170727 |
162.01 |
162.50 |
161.95 |
162.23 |
+0.45 |
667,121 |
1,775,297 |
-48,216 |
Dec17 |
170727 |
159.41 |
159.58 |
159.19 |
159.33 |
+0.43 |
1,016 |
30,241 |
+1,778 |
Mar18 |
170727 |
158.23 |
158.23 |
158.23 |
158.23 |
+0.45 |
0 |
37 |
+0 |
Total Volume and Open Interest |
668,137 |
1,805,575 |
-46,438 |
Euro-Bobl(EUREX) |
Sep17 |
170727 |
131.95 |
132.13 |
131.93 |
132.10 |
+0.18 |
375,409 |
1,364,962 |
-37,948 |
Dec17 |
170727 |
130.50 |
130.51 |
130.45 |
130.50 |
+0.18 |
1,873 |
50,023 |
-1,174 |
Mar18 |
170727 |
130.50 |
130.50 |
130.50 |
130.50 |
+0.18 |
|
|
|
Total Volume and Open Interest |
377,282 |
1,414,985 |
-39,122 |
Euro-Schatz(EUREX) |
Sep17 |
170727 |
112.04 |
112.07 |
112.02 |
112.06 |
+0.02 |
228,390 |
1,363,570 |
-26,410 |
Dec17 |
170727 |
111.92 |
111.93 |
111.92 |
111.93 |
+0.03 |
9,907 |
16,146 |
+380 |
Mar18 |
170727 |
112.06 |
112.06 |
112.06 |
112.06 |
+0.02 |
|
|
|
Total Volume and Open Interest |
238,297 |
1,379,716 |
-26,030 |
3-Mth Euribor(EUREX) |
Sep17 |
170727 |
100.330 |
100.330 |
100.330 |
100.330 |
unch |
0 |
5,878 |
+7 |
Dec17 |
170727 |
100.315 |
100.315 |
100.315 |
100.315 |
unch |
0 |
7,567 |
+0 |
Mar18 |
170727 |
100.290 |
100.290 |
100.290 |
100.290 |
-0.005 |
3 |
7,113 |
+0 |
Total Volume and Open Interest |
11 |
38,763 |
+19 |
Long Gilt(LIFFE) |
Sep17 |
170727 |
126~10 |
126~15 |
126~02 |
126~11 |
+0~11 |
198,810 |
656,796 |
-186 |
Dec17 |
170727 |
125~14 |
125~14 |
125~14 |
125~14 |
+0~11 |
|
|
|
Total Volume and Open Interest |
198,810 |
656,796 |
-186 |
3-Mth Short Sterling(LIFFE) |
Sep17 |
170727 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
69,882 |
446,414 |
-11,290 |
Dec17 |
170727 |
99.59 |
99.61 |
99.59 |
99.60 |
+0.01 |
73,274 |
374,836 |
-6,290 |
Mar18 |
170727 |
99.53 |
99.55 |
99.52 |
99.54 |
+0.02 |
46,526 |
332,508 |
-1,548 |
Jun18 |
170727 |
99.48 |
99.50 |
99.48 |
99.49 |
+0.02 |
74,117 |
304,261 |
-3,634 |
Sep18 |
170727 |
99.44 |
99.45 |
99.43 |
99.44 |
+0.01 |
52,733 |
267,919 |
+6,461 |
Dec18 |
170727 |
99.38 |
99.40 |
99.38 |
99.39 |
+0.01 |
49,020 |
284,051 |
-3,186 |
Total Volume and Open Interest |
743,045 |
2,839,672 |
-47,070 |
3-Mth Euribor(LIFFE) |
Sep17 |
170727 |
100.325 |
100.330 |
100.325 |
100.325 |
-0.005 |
40,382 |
388,707 |
+8,601 |
Dec17 |
170727 |
100.315 |
100.315 |
100.310 |
100.310 |
-0.005 |
49,288 |
381,740 |
-4,831 |
Mar18 |
170727 |
100.295 |
100.295 |
100.285 |
100.290 |
-0.005 |
66,525 |
434,546 |
-3,755 |
Total Volume and Open Interest |
693,805 |
3,769,280 |
+17,577 |
3-Mth Aus T-Bills(SFE) |
Sep17 |
170727 |
98.29 |
98.29 |
98.28 |
98.29 |
unch |
6,329 |
120,673 |
-4,413 |
Dec17 |
170727 |
98.23 |
98.25 |
98.23 |
98.25 |
+0.01 |
13,615 |
228,434 |
-1,154 |
Mar18 |
170727 |
98.16 |
98.19 |
98.16 |
98.19 |
+0.03 |
13,469 |
171,686 |
+2,895 |
Jun18 |
170727 |
98.08 |
98.12 |
98.07 |
98.11 |
+0.03 |
5,880 |
157,724 |
-337 |
Sep18 |
170727 |
98.00 |
98.04 |
97.99 |
98.03 |
+0.03 |
7,766 |
103,509 |
-1,457 |
Dec18 |
170727 |
97.91 |
97.96 |
97.91 |
97.95 |
+0.04 |
5,290 |
85,994 |
-2,415 |
Mar19 |
170727 |
97.83 |
97.88 |
97.82 |
97.87 |
+0.04 |
2,625 |
58,680 |
-196 |
Jun19 |
170727 |
97.75 |
97.80 |
97.74 |
97.79 |
+0.04 |
1,472 |
41,778 |
+342 |
Sep19 |
170727 |
97.67 |
97.72 |
97.67 |
97.71 |
+0.04 |
21 |
3,403 |
+10 |
Dec19 |
170727 |
97.60 |
97.65 |
97.60 |
97.64 |
+0.04 |
2 |
2,795 |
+2 |
Total Volume and Open Interest |
56,469 |
977,050 |
-6,723 |
10-Year Aus T-Bonds(SFE) |
Sep17 |
170727 |
97.27 |
97.33 |
97.25 |
97.31 |
+0.04 |
85,005 |
970,195 |
+2,774 |
Dec17 |
170727 |
97.31 |
97.31 |
97.31 |
97.31 |
+0.04 |
430 |
430 |
+430 |
Total Volume and Open Interest |
85,435 |
970,625 |
+3,204 |
3-Year Aus T-Bonds(SFE) |
Sep17 |
170727 |
97.99 |
98.05 |
97.98 |
98.03 |
+0.04 |
120,830 |
985,750 |
-3,672 |
Dec17 |
170727 |
98.03 |
98.03 |
98.03 |
98.03 |
+0.04 |
|
|
|
Total Volume and Open Interest |
120,830 |
985,750 |
-3,672 |
Gold(CMX) |
Aug17 |
170727 |
1260.5 |
1265.0 |
1253.9 |
1260.0 |
+10.6 |
230,392 |
108,669 |
-9,968 |
Oct17 |
170727 |
1263.7 |
1268.1 |
1257.1 |
1263.2 |
+10.7 |
6,356 |
30,319 |
+1,472 |
Dec17 |
170727 |
1266.8 |
1271.3 |
1260.3 |
1266.5 |
+10.9 |
62,310 |
275,683 |
+12,794 |
Feb18 |
170727 |
1270.6 |
1274.4 |
1264.0 |
1270.0 |
+10.9 |
899 |
16,281 |
+318 |
Apr18 |
170727 |
1274.4 |
1278.0 |
1271.2 |
1273.4 |
+10.9 |
72 |
5,191 |
-5 |
Jun18 |
170727 |
1280.3 |
1280.9 |
1273.0 |
1276.9 |
+10.9 |
184 |
8,090 |
+67 |
Aug18 |
170727 |
1283.4 |
1283.4 |
1276.7 |
1280.3 |
+10.9 |
12 |
6,107 |
+0 |
Oct18 |
170727 |
1283.8 |
1283.8 |
1277.7 |
1283.8 |
+10.9 |
48 |
845 |
+2 |
Dec18 |
170727 |
1288.7 |
1290.9 |
1283.7 |
1287.3 |
+10.9 |
49 |
7,487 |
+47 |
Feb19 |
170727 |
1293.6 |
1293.6 |
1291.1 |
1291.1 |
+10.9 |
0 |
5 |
+0 |
Apr19 |
170727 |
1294.9 |
1294.9 |
1294.9 |
1294.9 |
+10.9 |
|
|
|
Jun19 |
170727 |
1298.8 |
1298.8 |
1298.8 |
1298.8 |
+10.9 |
0 |
748 |
+0 |
Total Volume and Open Interest |
301,567 |
463,827 |
+4,859 |
Silver(CMX) |
Jul17 |
170727 |
1662.5 |
1665.0 |
1652.9 |
1652.9 |
+11.4 |
33 |
73 |
-115 |
Sep17 |
170727 |
1664.0 |
1681.0 |
1654.0 |
1657.3 |
+11.4 |
76,166 |
146,757 |
-1,943 |
Dec17 |
170727 |
1672.5 |
1690.5 |
1664.5 |
1667.0 |
+11.4 |
4,760 |
50,784 |
+2,147 |
Mar18 |
170727 |
1692.5 |
1697.5 |
1676.8 |
1676.8 |
+11.4 |
384 |
3,006 |
+122 |
May18 |
170727 |
1707.0 |
1707.0 |
1683.3 |
1683.3 |
+11.4 |
0 |
1,775 |
+0 |
Jul18 |
170727 |
1690.0 |
1690.0 |
1677.5 |
1690.0 |
+11.4 |
101 |
1,396 |
+79 |
Sep18 |
170727 |
1696.8 |
1696.8 |
1696.8 |
1696.8 |
+11.4 |
0 |
91 |
+0 |
Total Volume and Open Interest |
81,506 |
206,347 |
+279 |
Platinum(NYMEX) |
Oct17 |
170727 |
933.1 |
939.5 |
924.5 |
926.4 |
+3.7 |
15,356 |
63,821 |
-12 |
Jan18 |
170727 |
936.7 |
942.5 |
928.0 |
929.5 |
+3.4 |
1,318 |
6,957 |
+525 |
Apr18 |
170727 |
939.2 |
939.2 |
933.1 |
933.1 |
+3.7 |
1 |
59 |
-1 |
Jul18 |
170727 |
939.5 |
947.5 |
939.5 |
939.5 |
+3.7 |
0 |
137 |
+0 |
Total Volume and Open Interest |
16,682 |
71,062 |
+511 |
Palladium(NYMEX) |
Sep17 |
170727 |
867.25 |
885.00 |
865.75 |
876.90 |
+14.00 |
4,257 |
29,595 |
+266 |
Dec17 |
170727 |
861.45 |
876.75 |
860.60 |
870.75 |
+13.10 |
889 |
3,773 |
+375 |
Mar18 |
170727 |
859.10 |
865.50 |
859.10 |
865.50 |
+12.60 |
0 |
134 |
+0 |
Total Volume and Open Interest |
5,150 |
33,529 |
+641 |
Copper(CMX) |
Jul17 |
170727 |
289.25 |
289.30 |
287.00 |
287.40 |
+0.50 |
941 |
800 |
-182 |
Sep17 |
170727 |
287.30 |
289.75 |
286.20 |
287.75 |
+0.55 |
154,048 |
148,917 |
+7,215 |
Dec17 |
170727 |
289.20 |
291.65 |
288.45 |
289.85 |
+0.60 |
18,588 |
79,467 |
+2,904 |
Mar18 |
170727 |
290.90 |
293.35 |
290.90 |
291.65 |
+0.60 |
3,889 |
28,265 |
-1,109 |
May18 |
170727 |
293.20 |
294.10 |
292.25 |
292.55 |
+0.65 |
274 |
9,912 |
+118 |
Total Volume and Open Interest |
179,237 |
298,264 |
+8,918 |
E-mini DJIA Index(CBOT) |
Sep17 |
170727 |
21636 |
21750 |
21632 |
21743 |
+97 |
115,421 |
130,062 |
+1,272 |
Dec17 |
170727 |
21597 |
21700 |
21597 |
21699 |
+95 |
36 |
225 |
-6 |
Mar18 |
170727 |
21662 |
21662 |
21400 |
21662 |
+95 |
0 |
14 |
+0 |
Jun18 |
170727 |
21631 |
21631 |
21631 |
21631 |
+95 |
0 |
2 |
+0 |
Total Volume and Open Interest |
115,457 |
130,303 |
+1,266 |
S & P 500(CME) |
Sep17 |
170727 |
2477.40 |
2479.60 |
2471.90 |
2471.90 |
-1.40 |
4,128 |
55,532 |
+864 |
Dec17 |
170727 |
2469.90 |
2477.40 |
2456.40 |
2469.90 |
-1.50 |
0 |
225 |
+0 |
Mar18 |
170727 |
2468.20 |
2475.70 |
2454.70 |
2468.20 |
-1.50 |
0 |
30 |
+0 |
Jun18 |
170727 |
2467.40 |
2474.90 |
2453.90 |
2467.40 |
-1.50 |
|
|
|
Total Volume and Open Interest |
4,128 |
55,787 |
+864 |
S & P 500 E-Mini(CME) |
Sep17 |
170727 |
2474.50 |
2480.50 |
2457.00 |
2472.00 |
-1.25 |
1,074,033 |
2,962,640 |
-1,634 |
Dec17 |
170727 |
2472.50 |
2478.50 |
2455.25 |
2470.00 |
-1.50 |
4,731 |
31,477 |
+2,649 |
Mar18 |
170727 |
2475.75 |
2475.75 |
2456.75 |
2468.25 |
-1.50 |
19 |
1,010 |
+7 |
Jun18 |
170727 |
2460.25 |
2467.50 |
2460.00 |
2467.50 |
-1.50 |
26 |
408 |
-4 |
Total Volume and Open Interest |
1,078,809 |
2,995,537 |
+1,018 |
NASDAQ 100 E-Mini(CME) |
Sep17 |
170727 |
5961.00 |
5995.80 |
5844.80 |
5909.50 |
-38.50 |
237,095 |
289,026 |
+509 |
Dec17 |
170727 |
5970.30 |
6002.50 |
5853.00 |
5916.30 |
-38.50 |
182 |
1,150 |
-10 |
Mar18 |
170727 |
5980.00 |
5980.00 |
5907.50 |
5924.80 |
-38.50 |
3 |
39 |
+1 |
Total Volume and Open Interest |
237,280 |
290,215 |
+500 |
S&P Midcap 400(CME) e-Mini |
Sep17 |
170727 |
1776.70 |
1780.90 |
1761.10 |
1770.60 |
-5.10 |
18,704 |
93,036 |
+1,827 |
Dec17 |
170727 |
1769.50 |
1776.40 |
1762.30 |
1769.50 |
-5.10 |
0 |
1 |
+0 |
Mar18 |
170727 |
1766.20 |
1766.20 |
1766.20 |
1766.20 |
-5.10 |
|
|
|
Total Volume and Open Interest |
18,704 |
93,037 |
+1,827 |
Volatility Index(CBOE) |
Jul17 |
170719 |
10.15 |
10.25 |
9.74 |
9.85 |
-0.28 |
114,205 |
111,803 |
-22,203 |
Aug17 |
170727 |
11.30 |
12.10 |
11.10 |
11.43 |
+0.15 |
84,363 |
310,424 |
-997 |
Sep17 |
170727 |
12.63 |
13.13 |
12.45 |
12.63 |
unch |
42,709 |
131,490 |
+8,277 |
Oct17 |
170727 |
13.40 |
13.79 |
13.24 |
13.33 |
-0.10 |
21,618 |
51,122 |
+1,063 |
Total Volume and Open Interest |
171,336 |
600,996 |
+9,767 |
S & P 600(CME) |
Sep17 |
170727 |
874.00 |
874.00 |
868.30 |
874.00 |
-3.80 |
|
|
|
Dec17 |
170727 |
870.80 |
870.80 |
870.80 |
870.80 |
-3.80 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(ICE) |
Sep17 |
170727 |
1443.90 |
1447.10 |
1424.70 |
1430.70 |
-10.70 |
98,797 |
571,092 |
+5,103 |
Dec17 |
170727 |
1444.80 |
1444.80 |
1429.90 |
1429.90 |
-10.70 |
24 |
380 |
+5 |
Mar18 |
170727 |
1428.90 |
1428.90 |
1428.90 |
1428.90 |
-10.70 |
|
|
|
Total Volume and Open Interest |
98,821 |
571,474 |
+5,108 |
Nikkei 225(CME) |
Sep17 |
170727 |
20025 |
20180 |
19970 |
20045 |
+25 |
7,421 |
35,897 |
-46 |
Dec17 |
170727 |
19980 |
19980 |
19970 |
19970 |
+25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
7,421 |
35,901 |
-46 |
Nikkei 225(SGX) |
Sep17 |
170727 |
20055 |
20095 |
20045 |
20055 |
+20 |
53,278 |
228,100 |
-1,362 |
Dec17 |
170727 |
19925 |
19970 |
19905 |
19925 |
+20 |
0 |
2,895 |
+0 |
Mar18 |
170726 |
19865 |
19865 |
19865 |
19865 |
+105 |
0 |
205 |
+0 |
Total Volume and Open Interest |
75,805 |
239,584 |
+5,373 |
Nikkei 225 Mini(JPX) |
Sep17 |
170726 |
19940 |
20100 |
19930 |
20040 |
+120 |
579,724 |
430,042 |
+35,618 |
Dec17 |
170726 |
19800 |
19965 |
19800 |
19910 |
+110 |
5,856 |
10,619 |
+966 |
Mar18 |
170726 |
19755 |
19915 |
19755 |
19860 |
+110 |
323 |
2,600 |
+113 |
Total Volume and Open Interest |
613,957 |
460,679 |
+36,922 |
Nikkei 225(JPX) |
Sep17 |
170726 |
19940 |
20110 |
19930 |
20040 |
+120 |
45,506 |
325,537 |
+5,245 |
Dec17 |
170726 |
19800 |
19960 |
19800 |
19910 |
+110 |
287 |
40,630 |
+14 |
Mar18 |
170726 |
19760 |
19900 |
19760 |
19860 |
+110 |
25 |
2,865 |
+12 |
Total Volume and Open Interest |
45,823 |
435,130 |
+5,270 |
Nikkei 225(CME) Yen |
Sep17 |
170727 |
20000 |
20175 |
19950 |
20030 |
+30 |
30,671 |
56,683 |
-798 |
Dec17 |
170727 |
19900 |
19975 |
19850 |
19900 |
+30 |
1 |
40 |
+1 |
Mar18 |
170727 |
19860 |
19860 |
19860 |
19860 |
+30 |
|
|
|
Total Volume and Open Interest |
30,672 |
56,725 |
-797 |
Nikkei 225(CME) e-Mini Yen |
Sep17 |
170727 |
20030 |
20030 |
19930 |
20030 |
+30 |
1 |
9 |
-1 |
Dec17 |
170727 |
19900 |
19900 |
19900 |
19900 |
+30 |
|
|
|
Mar18 |
170727 |
19860 |
19860 |
19860 |
19860 |
+30 |
|
|
|
Total Volume and Open Interest |
1 |
9 |
-1 |
CAC 40(EURONEXT) |
Aug17 |
170727 |
5177.5 |
5218.0 |
5148.5 |
5185.5 |
-4.0 |
89,650 |
336,408 |
+6,726 |
Sep17 |
170727 |
5190.0 |
5216.5 |
5151.0 |
5184.5 |
-4.0 |
1,414 |
23,811 |
-69 |
Oct17 |
170727 |
5174.0 |
5174.0 |
5174.0 |
5174.0 |
-4.0 |
|
|
|
Total Volume and Open Interest |
91,064 |
373,156 |
+6,657 |
Hang Seng Index(HKFE) |
Jul17 |
170727 |
26922 |
27165 |
26913 |
27127 |
+209 |
128,974 |
100,566 |
-27,833 |
Aug17 |
170727 |
26849 |
27090 |
26839 |
27057 |
+214 |
68,148 |
67,628 |
+38,960 |
Sep17 |
170727 |
26760 |
26984 |
26753 |
26949 |
+205 |
845 |
11,460 |
+226 |
Total Volume and Open Interest |
198,541 |
188,143 |
+11,606 |
DAX(EUREX) |
Sep17 |
170727 |
12275.5 |
12288.5 |
12138.0 |
12188.5 |
-105.5 |
82,560 |
140,613 |
-5,662 |
Dec17 |
170727 |
12260.5 |
12270.0 |
12140.0 |
12179.0 |
-105.5 |
357 |
6,595 |
+13 |
Mar18 |
170727 |
12199.0 |
12199.0 |
12142.0 |
12175.5 |
-106.5 |
12 |
79 |
-3 |
Total Volume and Open Interest |
82,929 |
147,287 |
-5,652 |
Mini-DAX(EUREX) |
Sep17 |
170727 |
12272.0 |
12289.0 |
12138.0 |
12188.5 |
-105.5 |
21,385 |
11,225 |
-515 |
Dec17 |
170727 |
12265.0 |
12269.0 |
12140.0 |
12179.0 |
-105.5 |
6 |
322 |
+25 |
Mar18 |
170727 |
12224.0 |
12224.0 |
12170.0 |
12175.5 |
-106.5 |
0 |
22 |
+0 |
Total Volume and Open Interest |
21,391 |
11,569 |
-490 |
DJ EuroSTOXX 50(EUREX) |
Sep17 |
170727 |
3480 |
3501 |
3462 |
3481 |
-1 |
824,135 |
3,290,389 |
-14,702 |
Dec17 |
170727 |
3463 |
3488 |
3450 |
3468 |
-1 |
163 |
104,041 |
+87 |
Mar18 |
170727 |
3455 |
3455 |
3455 |
3455 |
-1 |
0 |
51,446 |
+0 |
Total Volume and Open Interest |
824,298 |
3,445,876 |
-14,615 |
Swiss Market Index(EUREX) |
Sep17 |
170727 |
8963 |
9050 |
8952 |
9018 |
+30 |
27,989 |
186,700 |
+2,806 |
Dec17 |
170727 |
8988 |
9004 |
8942 |
8992 |
+30 |
7 |
2,397 |
+0 |
Mar18 |
170727 |
8889 |
8889 |
8889 |
8889 |
+29 |
0 |
32 |
+0 |
Total Volume and Open Interest |
27,996 |
189,129 |
+2,806 |
FT-SE 100(EURONEXT) |
Sep17 |
170727 |
7387.50 |
7398.50 |
7339.50 |
7378.00 |
-9.00 |
90,400 |
732,584 |
-150 |
Dec17 |
170727 |
7338.00 |
7338.00 |
7338.00 |
7338.00 |
-9.00 |
2 |
11,393 |
+0 |
Mar18 |
170727 |
7278.00 |
7278.00 |
7278.00 |
7278.00 |
-10.50 |
|
|
|
Total Volume and Open Interest |
90,402 |
743,977 |
-150 |
SPI 200(SFE) |
Sep17 |
170727 |
5721.0 |
5743.0 |
5710.0 |
5720.0 |
+3.0 |
30,766 |
261,995 |
-3,479 |
Dec17 |
170727 |
5706.0 |
5706.0 |
5706.0 |
5706.0 |
+3.0 |
0 |
1,475 |
+0 |
Mar18 |
170727 |
5659.0 |
5659.0 |
5659.0 |
5659.0 |
+3.0 |
84 |
1,477 |
+84 |
Total Volume and Open Interest |
30,850 |
265,481 |
-3,395 |
FTSE MIB(ISE) |
Sep17 |
170727 |
21515.00 |
21675.00 |
21485.00 |
21626.00 |
+84.00 |
22,378 |
31,275 |
+1,548 |
Dec17 |
170727 |
21465.00 |
21550.00 |
21370.00 |
21504.00 |
+84.00 |
16 |
54 |
+6 |
Total Volume and Open Interest |
22,394 |
31,329 |
+1,554 |
KOSPI 200(KFE) |
Sep17 |
170727 |
320.50 |
322.15 |
320.20 |
321.20 |
+0.90 |
146,810 |
276,333 |
+453 |
Dec17 |
170727 |
321.10 |
322.85 |
321.10 |
321.80 |
+0.80 |
236 |
35,311 |
+20 |
Mar18 |
170727 |
318.90 |
318.90 |
318.65 |
318.65 |
+0.35 |
37 |
7,837 |
+36 |
Total Volume and Open Interest |
147,086 |
344,229 |
+299 |
GSCI(CME) |
Aug17 |
170727 |
382.65 |
384.30 |
382.65 |
383.95 |
+2.60 |
840 |
14,557 |
-745 |
Sep17 |
170727 |
385.25 |
385.25 |
385.25 |
385.25 |
+2.50 |
785 |
786 |
+785 |
Oct17 |
170727 |
385.45 |
385.45 |
385.45 |
385.45 |
+2.50 |
|
|
|
Total Volume and Open Interest |
1,625 |
15,343 |
+40 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|