|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue August 15, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep17 |
170815 |
932.75 |
934.25 |
920.25 |
921.75 |
-11.00 |
22,610 |
65,061 |
-2,601 |
Nov17 |
170815 |
938.00 |
939.25 |
922.75 |
924.25 |
-14.00 |
112,322 |
353,302 |
+2,616 |
Jan18 |
170815 |
946.50 |
947.50 |
931.50 |
932.50 |
-14.25 |
20,417 |
61,956 |
-176 |
Mar18 |
170815 |
954.50 |
955.25 |
939.50 |
940.75 |
-14.50 |
19,879 |
48,298 |
+1,718 |
May18 |
170815 |
962.00 |
963.25 |
947.00 |
948.00 |
-15.00 |
9,160 |
30,179 |
+2,467 |
Jul18 |
170815 |
967.00 |
969.25 |
953.50 |
954.50 |
-15.00 |
8,541 |
48,174 |
+2,634 |
Aug18 |
170815 |
966.50 |
966.50 |
955.00 |
955.50 |
-15.00 |
548 |
1,588 |
+202 |
Sep18 |
170815 |
959.25 |
959.25 |
947.00 |
948.00 |
-14.75 |
221 |
319 |
+72 |
Nov18 |
170815 |
955.25 |
955.25 |
940.75 |
942.00 |
-14.75 |
3,260 |
22,671 |
+125 |
Jan19 |
170815 |
949.50 |
949.75 |
947.00 |
947.00 |
-14.50 |
30 |
127 |
+18 |
Mar19 |
170815 |
950.25 |
950.25 |
950.00 |
950.00 |
-13.50 |
10 |
17 |
+8 |
May19 |
170815 |
950.00 |
950.25 |
950.00 |
950.25 |
-13.25 |
0 |
9 |
+0 |
Jul19 |
170815 |
953.50 |
953.50 |
953.50 |
953.50 |
-13.00 |
0 |
23 |
+0 |
Aug19 |
170815 |
951.25 |
951.25 |
951.25 |
951.25 |
-1.75 |
0 |
7 |
+0 |
Total Volume and Open Interest |
197,111 |
632,102 |
+7,044 |
Soybean Meal(CBOT) |
Sep17 |
170815 |
298.70 |
299.30 |
295.20 |
295.80 |
-2.90 |
17,995 |
49,685 |
-1,894 |
Oct17 |
170815 |
300.30 |
300.70 |
296.70 |
297.30 |
-2.90 |
7,707 |
28,601 |
+428 |
Dec17 |
170815 |
303.00 |
303.30 |
298.80 |
299.40 |
-3.30 |
49,243 |
174,997 |
+2,582 |
Jan18 |
170815 |
303.80 |
304.00 |
299.70 |
300.30 |
-3.20 |
6,809 |
29,444 |
+476 |
Mar18 |
170815 |
306.50 |
306.50 |
302.30 |
302.90 |
-3.20 |
7,749 |
31,854 |
+1,259 |
May18 |
170815 |
308.70 |
308.70 |
304.70 |
305.20 |
-3.40 |
4,722 |
16,508 |
+877 |
Jul18 |
170815 |
311.80 |
311.80 |
307.30 |
307.80 |
-3.40 |
5,194 |
12,843 |
+752 |
Aug18 |
170815 |
311.60 |
311.60 |
308.00 |
308.60 |
-3.30 |
1,343 |
2,951 |
+133 |
Sep18 |
170815 |
312.80 |
312.80 |
308.00 |
308.80 |
-3.20 |
1,409 |
3,356 |
+616 |
Oct18 |
170815 |
311.00 |
311.00 |
306.60 |
307.40 |
-2.90 |
531 |
2,932 |
+280 |
Total Volume and Open Interest |
106,641 |
360,351 |
+5,689 |
Soybean Oil(CBOT) |
Sep17 |
170815 |
33.35 |
33.41 |
32.70 |
32.71 |
-0.71 |
16,331 |
60,873 |
-785 |
Oct17 |
170815 |
33.47 |
33.52 |
32.82 |
32.83 |
-0.71 |
6,217 |
30,879 |
+721 |
Dec17 |
170815 |
33.68 |
33.75 |
33.02 |
33.04 |
-0.73 |
55,785 |
191,869 |
+306 |
Jan18 |
170815 |
33.81 |
33.87 |
33.16 |
33.18 |
-0.73 |
6,016 |
44,035 |
+479 |
Mar18 |
170815 |
33.97 |
34.05 |
33.32 |
33.34 |
-0.73 |
7,637 |
35,270 |
+701 |
May18 |
170815 |
34.09 |
34.17 |
33.47 |
33.49 |
-0.71 |
5,611 |
25,846 |
+1,887 |
Jul18 |
170815 |
34.15 |
34.24 |
33.55 |
33.58 |
-0.70 |
4,058 |
17,732 |
+1,230 |
Aug18 |
170815 |
34.10 |
34.10 |
33.51 |
33.54 |
-0.68 |
675 |
1,930 |
+19 |
Sep18 |
170815 |
34.01 |
34.06 |
33.42 |
33.46 |
-0.67 |
409 |
1,714 |
-15 |
Oct18 |
170815 |
33.88 |
33.88 |
33.19 |
33.25 |
-0.70 |
72 |
1,792 |
+5 |
Total Volume and Open Interest |
104,867 |
421,592 |
+5,106 |
Canola(WCE) |
Nov17 |
170815 |
503.0 |
504.7 |
494.0 |
494.3 |
-7.8 |
5,205 |
96,685 |
+230 |
Jan18 |
170815 |
507.4 |
507.9 |
498.9 |
499.2 |
-7.6 |
303 |
22,990 |
+115 |
Mar18 |
170815 |
510.5 |
510.5 |
502.5 |
502.5 |
-7.5 |
89 |
7,002 |
+54 |
May18 |
170815 |
510.6 |
512.2 |
504.8 |
504.8 |
-6.3 |
177 |
858 |
-88 |
Jul18 |
170815 |
514.0 |
514.0 |
506.4 |
506.4 |
-6.3 |
195 |
833 |
+2 |
Total Volume and Open Interest |
5,984 |
128,983 |
+301 |
Corn(CBOT) |
Sep17 |
170815 |
361.00 |
361.00 |
354.00 |
355.25 |
-7.50 |
130,807 |
322,797 |
-17,051 |
Dec17 |
170815 |
374.50 |
374.75 |
367.50 |
368.50 |
-7.75 |
186,658 |
662,208 |
+9,690 |
Mar18 |
170815 |
386.25 |
386.50 |
379.25 |
380.25 |
-8.00 |
41,344 |
179,369 |
+3,814 |
May18 |
170815 |
393.25 |
393.25 |
385.50 |
386.75 |
-8.00 |
9,695 |
42,772 |
+960 |
Jul18 |
170815 |
399.00 |
399.00 |
391.25 |
392.25 |
-8.25 |
13,033 |
88,195 |
+2,237 |
Sep18 |
170815 |
400.25 |
400.25 |
396.00 |
396.50 |
-7.75 |
4,092 |
23,743 |
+192 |
Dec18 |
170815 |
408.50 |
408.50 |
402.25 |
403.50 |
-6.50 |
10,052 |
69,889 |
-1,946 |
Mar19 |
170815 |
413.75 |
413.75 |
411.50 |
412.00 |
-6.00 |
43 |
1,534 |
-8 |
May19 |
170815 |
418.50 |
418.50 |
416.75 |
416.75 |
-5.50 |
5 |
304 |
+0 |
Jul19 |
170815 |
423.00 |
423.00 |
420.75 |
421.50 |
-5.50 |
21 |
718 |
-1 |
Total Volume and Open Interest |
395,798 |
1,392,975 |
-2,081 |
Wheat(CBOT) |
Sep17 |
170815 |
440.00 |
440.25 |
428.00 |
429.50 |
-11.50 |
89,532 |
112,393 |
-12,874 |
Dec17 |
170815 |
467.00 |
467.00 |
454.25 |
456.00 |
-11.75 |
77,892 |
197,859 |
+4,179 |
Mar18 |
170815 |
487.00 |
487.25 |
475.75 |
477.25 |
-10.75 |
17,836 |
67,093 |
+1,208 |
May18 |
170815 |
498.75 |
501.00 |
490.00 |
491.00 |
-11.75 |
5,613 |
21,737 |
+855 |
Jul18 |
170815 |
512.75 |
512.75 |
500.50 |
501.75 |
-11.75 |
4,415 |
32,668 |
+602 |
Sep18 |
170815 |
524.75 |
524.75 |
514.50 |
515.25 |
-12.00 |
601 |
2,277 |
-27 |
Total Volume and Open Interest |
197,173 |
443,932 |
-5,828 |
Wheat(KCBT) |
Sep17 |
170815 |
436.75 |
436.75 |
424.50 |
426.50 |
-10.25 |
31,704 |
63,026 |
-3,847 |
Dec17 |
170815 |
464.50 |
464.50 |
452.25 |
454.00 |
-10.25 |
33,373 |
98,567 |
+4,241 |
Mar18 |
170815 |
483.00 |
483.00 |
470.25 |
472.00 |
-10.00 |
10,731 |
68,878 |
+1,104 |
May18 |
170815 |
497.00 |
497.00 |
485.00 |
486.75 |
-9.75 |
2,019 |
10,951 |
+444 |
Jul18 |
170815 |
512.25 |
512.25 |
502.75 |
504.50 |
-9.00 |
1,697 |
18,869 |
+91 |
Sep18 |
170815 |
528.25 |
528.25 |
523.75 |
525.25 |
-7.25 |
633 |
2,762 |
+179 |
Dec18 |
170815 |
547.75 |
547.75 |
542.75 |
545.50 |
-5.25 |
363 |
2,491 |
+136 |
Total Volume and Open Interest |
80,550 |
265,759 |
+2,351 |
Wheat(MGE) |
Sep17 |
170815 |
670.00 |
670.00 |
650.00 |
658.25 |
-11.75 |
8,463 |
18,726 |
-4,765 |
Dec17 |
170815 |
684.00 |
684.00 |
662.75 |
670.50 |
-13.50 |
11,002 |
37,715 |
+258 |
Mar18 |
170815 |
689.50 |
689.50 |
664.25 |
671.75 |
-14.75 |
3,245 |
20,986 |
+163 |
May18 |
170815 |
674.00 |
674.00 |
657.00 |
663.25 |
-14.50 |
1,131 |
6,678 |
+92 |
Jul18 |
170815 |
664.25 |
664.25 |
649.50 |
655.50 |
-12.75 |
560 |
2,733 |
+38 |
Sep18 |
170815 |
625.00 |
626.00 |
620.50 |
622.50 |
-5.75 |
280 |
1,695 |
+99 |
Total Volume and Open Interest |
24,769 |
89,391 |
-4,064 |
Oats(CBOT) |
Sep17 |
170815 |
262.75 |
262.75 |
257.25 |
258.25 |
-3.25 |
94 |
519 |
-4 |
Dec17 |
170815 |
262.75 |
262.75 |
255.00 |
256.75 |
-4.25 |
358 |
5,431 |
-133 |
Mar18 |
170815 |
259.00 |
260.00 |
258.00 |
260.00 |
-3.75 |
24 |
603 |
+8 |
May18 |
170815 |
263.25 |
263.25 |
262.25 |
263.25 |
-3.25 |
0 |
15 |
+0 |
Total Volume and Open Interest |
476 |
6,568 |
-129 |
Rough Rice(CBOT) |
Sep17 |
170815 |
12.36 |
12.36 |
12.23 |
12.24 |
-0.10 |
746 |
6,108 |
-293 |
Nov17 |
170815 |
12.63 |
12.66 |
12.50 |
12.52 |
-0.09 |
381 |
3,447 |
+160 |
Jan18 |
170815 |
12.76 |
12.99 |
12.76 |
12.76 |
-0.10 |
50 |
142 |
+28 |
Mar18 |
170815 |
12.85 |
13.02 |
12.85 |
12.85 |
-0.10 |
14 |
138 |
+2 |
Total Volume and Open Interest |
1,191 |
9,835 |
-103 |
Live Cattle(CME) |
Aug17 |
170815 |
108.930 |
110.330 |
107.930 |
110.050 |
+1.000 |
2,594 |
11,026 |
-945 |
Oct17 |
170815 |
106.500 |
109.580 |
105.750 |
109.050 |
+2.450 |
22,601 |
158,880 |
-3,711 |
Dec17 |
170815 |
108.800 |
111.800 |
108.135 |
111.480 |
+2.680 |
11,780 |
69,006 |
+477 |
Feb18 |
170815 |
111.035 |
113.980 |
110.350 |
113.700 |
+2.700 |
7,318 |
38,105 |
+329 |
Apr18 |
170815 |
112.200 |
114.785 |
111.580 |
114.285 |
+2.105 |
2,475 |
21,323 |
+37 |
Jun18 |
170815 |
106.800 |
109.200 |
106.285 |
108.750 |
+1.920 |
925 |
10,277 |
+237 |
Total Volume and Open Interest |
47,798 |
311,616 |
-3,562 |
Feeder Cattle(CME) |
Aug17 |
170815 |
142.400 |
145.900 |
140.935 |
145.350 |
+3.050 |
2,769 |
9,912 |
-947 |
Sep17 |
170815 |
142.685 |
147.235 |
141.485 |
146.750 |
+3.965 |
7,257 |
15,349 |
-1,410 |
Oct17 |
170815 |
142.235 |
146.700 |
141.130 |
146.300 |
+3.970 |
5,186 |
16,552 |
+738 |
Nov17 |
170815 |
142.235 |
146.500 |
141.200 |
146.035 |
+3.835 |
2,724 |
6,612 |
+286 |
Jan18 |
170815 |
139.580 |
143.580 |
138.500 |
143.000 |
+3.515 |
1,397 |
6,587 |
+200 |
Mar18 |
170815 |
136.850 |
140.950 |
136.300 |
140.330 |
+3.180 |
309 |
2,206 |
+28 |
Apr18 |
170815 |
136.535 |
140.350 |
136.235 |
140.350 |
+3.520 |
89 |
448 |
+47 |
Total Volume and Open Interest |
19,777 |
58,005 |
-1,036 |
Lean Hogs(CME) |
Oct17 |
170815 |
69.480 |
70.900 |
69.385 |
70.535 |
+1.355 |
13,754 |
119,156 |
+586 |
Dec17 |
170815 |
63.630 |
65.200 |
63.600 |
64.700 |
+1.200 |
9,748 |
58,471 |
+639 |
Feb18 |
170815 |
67.750 |
68.885 |
67.725 |
68.535 |
+0.855 |
5,743 |
37,054 |
+1,392 |
Apr18 |
170815 |
70.950 |
71.635 |
70.850 |
71.400 |
+0.600 |
2,490 |
26,292 |
+242 |
May18 |
170815 |
75.930 |
76.135 |
75.930 |
76.135 |
+0.850 |
18 |
636 |
+0 |
Jun18 |
170815 |
78.930 |
79.200 |
78.500 |
78.980 |
+0.380 |
919 |
13,341 |
+199 |
Jul18 |
170815 |
78.385 |
78.680 |
78.135 |
78.450 |
+0.650 |
94 |
1,952 |
+14 |
Aug18 |
170815 |
77.150 |
77.385 |
77.000 |
77.330 |
+0.795 |
17 |
740 |
+3 |
Total Volume and Open Interest |
36,334 |
267,998 |
+1,563 |
Class III Milk(CME) |
Aug17 |
170815 |
16.48 |
16.50 |
16.41 |
16.45 |
-0.05 |
171 |
5,026 |
-108 |
Sep17 |
170815 |
17.15 |
17.17 |
16.81 |
16.84 |
-0.35 |
454 |
5,524 |
+90 |
Oct17 |
170815 |
17.30 |
17.35 |
16.95 |
16.98 |
-0.41 |
159 |
3,694 |
-12 |
Nov17 |
170815 |
17.21 |
17.21 |
16.92 |
16.93 |
-0.34 |
111 |
3,388 |
+4 |
Dec17 |
170815 |
16.93 |
16.93 |
16.79 |
16.83 |
-0.14 |
23 |
2,774 |
+1 |
Jan18 |
170815 |
16.65 |
16.68 |
16.59 |
16.64 |
-0.07 |
10 |
1,038 |
+6 |
Feb18 |
170815 |
16.61 |
16.67 |
16.61 |
16.67 |
-0.03 |
4 |
928 |
+2 |
Mar18 |
170815 |
16.67 |
16.67 |
16.67 |
16.67 |
-0.01 |
3 |
877 |
+3 |
Apr18 |
170815 |
16.61 |
16.61 |
16.53 |
16.59 |
-0.03 |
5 |
681 |
+5 |
May18 |
170815 |
16.61 |
16.61 |
16.61 |
16.61 |
-0.04 |
3 |
634 |
+2 |
Jun18 |
170815 |
16.72 |
16.72 |
16.72 |
16.72 |
-0.03 |
6 |
560 |
+6 |
Jul18 |
170815 |
16.75 |
16.87 |
16.75 |
16.87 |
unch |
0 |
252 |
+0 |
Aug18 |
170815 |
16.80 |
16.90 |
16.80 |
16.90 |
unch |
0 |
200 |
+0 |
Total Volume and Open Interest |
949 |
26,090 |
-1 |
Cocoa(ICE) |
Sep17 |
170815 |
1913 |
1916 |
1849 |
1865 |
-58 |
17,873 |
16,423 |
-12,519 |
Dec17 |
170815 |
1910 |
1915 |
1850 |
1865 |
-55 |
31,399 |
124,002 |
+4,663 |
Mar18 |
170815 |
1928 |
1932 |
1868 |
1884 |
-54 |
6,788 |
40,759 |
+1,335 |
May18 |
170815 |
1948 |
1948 |
1883 |
1901 |
-52 |
2,130 |
15,045 |
+573 |
Jul18 |
170815 |
1964 |
1964 |
1900 |
1918 |
-52 |
947 |
9,332 |
+403 |
Sep18 |
170815 |
1978 |
1978 |
1917 |
1935 |
-51 |
354 |
8,181 |
-63 |
Dec18 |
170815 |
1992 |
1992 |
1940 |
1954 |
-50 |
94 |
6,045 |
+33 |
Total Volume and Open Interest |
60,019 |
227,973 |
-5,563 |
Coffee "C"(ICE) |
Sep17 |
170815 |
137.00 |
137.00 |
131.55 |
132.00 |
-4.95 |
26,393 |
42,051 |
-8,389 |
Dec17 |
170815 |
140.50 |
140.50 |
135.10 |
135.55 |
-4.95 |
18,340 |
82,690 |
+2,452 |
Mar18 |
170815 |
144.00 |
144.05 |
138.70 |
139.10 |
-4.90 |
4,735 |
35,730 |
+2,894 |
May18 |
170815 |
146.15 |
146.25 |
141.00 |
141.35 |
-4.90 |
1,736 |
15,740 |
-50 |
Jul18 |
170815 |
148.55 |
148.55 |
143.20 |
143.55 |
-4.90 |
1,052 |
8,198 |
+252 |
Sep18 |
170815 |
150.70 |
150.70 |
145.35 |
145.70 |
-4.80 |
449 |
6,557 |
+44 |
Total Volume and Open Interest |
53,021 |
198,229 |
-2,612 |
Orange Juice(ICE) |
Sep17 |
170815 |
136.05 |
140.90 |
135.30 |
139.30 |
+3.25 |
578 |
6,005 |
-197 |
Nov17 |
170815 |
133.70 |
137.60 |
132.90 |
135.70 |
+2.00 |
226 |
4,744 |
+106 |
Jan18 |
170815 |
134.85 |
137.85 |
134.85 |
136.30 |
+1.45 |
33 |
1,191 |
+9 |
Mar18 |
170815 |
137.30 |
140.40 |
137.30 |
138.60 |
+1.30 |
4 |
444 |
+1 |
May18 |
170815 |
142.80 |
142.80 |
141.05 |
141.05 |
+1.10 |
0 |
208 |
+0 |
Jul18 |
170815 |
145.10 |
145.10 |
143.90 |
143.90 |
+1.10 |
0 |
45 |
+0 |
Total Volume and Open Interest |
841 |
12,662 |
-81 |
Sugar #11(ICE) |
Oct17 |
170815 |
13.49 |
13.53 |
13.11 |
13.13 |
-0.37 |
53,032 |
403,016 |
+6,153 |
Mar18 |
170815 |
14.35 |
14.35 |
13.94 |
13.95 |
-0.35 |
25,605 |
205,147 |
+2,597 |
May18 |
170815 |
14.55 |
14.59 |
14.23 |
14.24 |
-0.31 |
12,618 |
73,172 |
+1,269 |
Jul18 |
170815 |
14.83 |
14.83 |
14.50 |
14.51 |
-0.28 |
3,985 |
53,461 |
+121 |
Oct18 |
170815 |
15.09 |
15.15 |
14.85 |
14.86 |
-0.26 |
2,929 |
35,822 |
+497 |
Mar19 |
170815 |
15.52 |
15.52 |
15.38 |
15.39 |
-0.25 |
1,227 |
21,084 |
+860 |
May19 |
170815 |
15.46 |
15.46 |
15.41 |
15.41 |
-0.24 |
126 |
4,383 |
-41 |
Jul19 |
170815 |
15.50 |
15.50 |
15.43 |
15.43 |
-0.25 |
116 |
4,855 |
-12 |
Total Volume and Open Interest |
99,764 |
807,172 |
+11,468 |
London Cocoa(LCE) |
Sep17 |
170815 |
1494 |
1494 |
1456 |
1459 |
-33 |
14,492 |
54,477 |
-8,031 |
Dec17 |
170815 |
1512 |
1513 |
1480 |
1484 |
-26 |
19,259 |
77,646 |
+2,257 |
Mar18 |
170815 |
1533 |
1533 |
1502 |
1507 |
-25 |
5,201 |
50,351 |
-825 |
May18 |
170815 |
1545 |
1545 |
1516 |
1522 |
-23 |
885 |
19,742 |
-256 |
Jul18 |
170815 |
1557 |
1558 |
1532 |
1534 |
-23 |
440 |
14,489 |
-21 |
Sep18 |
170815 |
1561 |
1569 |
1543 |
1546 |
-23 |
707 |
12,398 |
+55 |
Dec18 |
170815 |
1580 |
1585 |
1560 |
1562 |
-23 |
266 |
7,104 |
+79 |
Total Volume and Open Interest |
41,289 |
236,746 |
-6,742 |
London Sugar(LCE) |
Oct17 |
170815 |
366.90 |
371.60 |
363.00 |
363.10 |
-7.40 |
5,914 |
44,644 |
-54 |
Dec17 |
170815 |
372.60 |
376.30 |
368.30 |
368.50 |
-6.90 |
4,010 |
19,087 |
+611 |
Mar18 |
170815 |
383.40 |
386.60 |
377.70 |
377.80 |
-8.00 |
1,749 |
13,215 |
+422 |
May18 |
170815 |
394.50 |
394.50 |
385.90 |
385.90 |
-7.00 |
439 |
4,820 |
+1 |
Aug18 |
170815 |
402.30 |
402.30 |
394.10 |
394.10 |
-6.20 |
136 |
4,655 |
+19 |
Total Volume and Open Interest |
12,319 |
88,746 |
+1,049 |
Cotton(ICE) |
Oct17 |
170815 |
68.29 |
68.29 |
67.67 |
67.68 |
-0.82 |
13 |
185 |
+1 |
Dec17 |
170815 |
67.88 |
67.95 |
67.08 |
67.16 |
-0.59 |
20,401 |
147,452 |
-3,721 |
Mar18 |
170815 |
67.64 |
67.69 |
66.94 |
66.98 |
-0.64 |
6,642 |
50,357 |
+1,117 |
May18 |
170815 |
68.05 |
68.09 |
67.55 |
67.60 |
-0.56 |
820 |
6,147 |
+200 |
Jul18 |
170815 |
68.64 |
68.64 |
68.10 |
68.17 |
-0.49 |
116 |
5,058 |
+35 |
Oct18 |
170815 |
67.17 |
67.17 |
67.17 |
67.17 |
-0.49 |
0 |
1 |
+0 |
Total Volume and Open Interest |
28,113 |
219,210 |
-2,377 |
Lumber(CME) |
Sep17 |
170815 |
373.0 |
375.0 |
370.1 |
373.6 |
+3.3 |
550 |
2,748 |
-228 |
Nov17 |
170815 |
358.9 |
360.5 |
356.6 |
360.3 |
+3.8 |
242 |
1,323 |
+33 |
Jan18 |
170815 |
362.5 |
364.9 |
362.5 |
363.9 |
+2.0 |
10 |
252 |
+1 |
Mar18 |
170815 |
368.5 |
368.5 |
368.5 |
368.5 |
+2.0 |
0 |
47 |
+0 |
Total Volume and Open Interest |
802 |
4,375 |
-194 |
Crude Oil(NYM) |
Sep17 |
170815 |
47.49 |
47.90 |
47.02 |
47.55 |
-0.04 |
804,237 |
288,171 |
-34,306 |
Oct17 |
170815 |
47.63 |
48.05 |
47.16 |
47.70 |
-0.03 |
205,465 |
424,217 |
+44,150 |
Nov17 |
170815 |
47.79 |
48.18 |
47.31 |
47.84 |
-0.04 |
87,403 |
185,954 |
+15,196 |
Dec17 |
170815 |
47.98 |
48.29 |
47.47 |
47.96 |
-0.07 |
75,641 |
318,589 |
+199 |
Jan18 |
170815 |
48.12 |
48.39 |
47.68 |
48.11 |
-0.09 |
24,562 |
140,612 |
+2,224 |
Feb18 |
170815 |
48.28 |
48.53 |
47.83 |
48.23 |
-0.10 |
15,105 |
66,031 |
+132 |
Mar18 |
170815 |
48.45 |
48.58 |
47.94 |
48.32 |
-0.11 |
30,417 |
121,530 |
+4,675 |
Apr18 |
170815 |
48.50 |
48.63 |
48.01 |
48.38 |
-0.12 |
13,705 |
35,486 |
-85 |
May18 |
170815 |
48.53 |
48.67 |
48.12 |
48.43 |
-0.11 |
11,737 |
37,862 |
+1,359 |
Jun18 |
170815 |
48.54 |
48.75 |
48.11 |
48.46 |
-0.10 |
25,181 |
159,416 |
+221 |
Jul18 |
170815 |
48.65 |
48.72 |
48.16 |
48.47 |
-0.09 |
3,199 |
31,834 |
+631 |
Aug18 |
170815 |
48.67 |
48.69 |
48.18 |
48.46 |
-0.08 |
1,754 |
21,686 |
-176 |
Sep18 |
170815 |
48.46 |
49.71 |
48.46 |
48.46 |
-0.07 |
3,301 |
51,688 |
-418 |
Oct18 |
170815 |
48.46 |
48.46 |
48.46 |
48.46 |
-0.06 |
1,321 |
20,781 |
+335 |
Nov18 |
170815 |
48.46 |
48.46 |
48.46 |
48.46 |
-0.05 |
712 |
23,686 |
-41 |
Dec18 |
170815 |
48.58 |
48.76 |
48.19 |
48.48 |
-0.04 |
28,940 |
178,647 |
+1,269 |
Total Volume and Open Interest |
1,345,667 |
2,320,496 |
+37,304 |
e-miNY Crude Oil(NYM) |
Sep17 |
170815 |
47.475 |
47.875 |
47.025 |
47.550 |
-0.050 |
12,353 |
4,067 |
-14 |
Oct17 |
170815 |
47.675 |
48.025 |
47.150 |
47.700 |
-0.025 |
1,395 |
1,421 |
+660 |
Nov17 |
170815 |
47.950 |
48.075 |
47.425 |
47.850 |
-0.025 |
81 |
120 |
+3 |
Dec17 |
170815 |
48.075 |
48.075 |
47.525 |
47.950 |
-0.075 |
37 |
622 |
+11 |
Jan18 |
170815 |
47.825 |
48.100 |
47.700 |
48.100 |
-0.100 |
11 |
374 |
+8 |
Feb18 |
170815 |
48.225 |
48.600 |
48.225 |
48.225 |
-0.100 |
8 |
97 |
+8 |
Mar18 |
170815 |
48.325 |
48.325 |
48.325 |
48.325 |
-0.100 |
0 |
3 |
+0 |
Apr18 |
170815 |
48.375 |
48.375 |
48.375 |
48.375 |
-0.125 |
0 |
60 |
+0 |
May18 |
170815 |
48.425 |
48.425 |
48.425 |
48.425 |
-0.125 |
0 |
97 |
+0 |
Jun18 |
170815 |
48.300 |
48.675 |
48.300 |
48.450 |
-0.100 |
1 |
36 |
+1 |
Total Volume and Open Interest |
13,899 |
7,023 |
+679 |
NY Harbor ULSD(NYM) |
Sep17 |
170815 |
160.64 |
161.18 |
158.29 |
159.96 |
-0.61 |
60,351 |
93,378 |
-3,968 |
Oct17 |
170815 |
161.04 |
161.52 |
158.73 |
160.41 |
-0.54 |
37,925 |
75,868 |
+4,708 |
Nov17 |
170815 |
161.25 |
161.69 |
159.01 |
160.68 |
-0.45 |
30,652 |
49,590 |
+1,305 |
Dec17 |
170815 |
161.37 |
161.81 |
159.29 |
160.91 |
-0.37 |
24,095 |
61,303 |
+194 |
Jan18 |
170815 |
162.04 |
162.04 |
159.59 |
161.23 |
-0.27 |
12,132 |
31,023 |
+902 |
Feb18 |
170815 |
161.16 |
161.68 |
159.60 |
161.21 |
-0.23 |
5,297 |
16,992 |
+83 |
Mar18 |
170815 |
161.18 |
161.40 |
159.25 |
160.75 |
-0.22 |
4,931 |
14,652 |
+209 |
Apr18 |
170815 |
160.17 |
160.24 |
158.45 |
159.89 |
-0.22 |
2,669 |
9,026 |
+148 |
May18 |
170815 |
158.68 |
159.61 |
158.61 |
159.42 |
-0.24 |
2,378 |
7,134 |
+753 |
Jun18 |
170815 |
158.94 |
159.22 |
157.82 |
159.06 |
-0.23 |
3,248 |
21,026 |
+934 |
Jul18 |
170815 |
158.02 |
159.38 |
158.02 |
159.20 |
-0.18 |
677 |
1,719 |
+44 |
Aug18 |
170815 |
158.69 |
159.70 |
158.69 |
159.51 |
-0.15 |
822 |
1,539 |
+173 |
Sep18 |
170815 |
159.79 |
160.10 |
159.79 |
159.90 |
-0.08 |
390 |
1,816 |
+5 |
Oct18 |
170815 |
159.09 |
160.50 |
159.09 |
160.34 |
-0.02 |
276 |
849 |
-66 |
Total Volume and Open Interest |
188,250 |
415,268 |
+5,006 |
RBOB Gasoline(NYM) |
Sep17 |
170815 |
157.84 |
158.89 |
156.57 |
157.95 |
+0.28 |
63,764 |
91,485 |
-5,582 |
Oct17 |
170815 |
148.69 |
149.65 |
147.36 |
149.01 |
+0.41 |
41,535 |
103,818 |
+5,506 |
Nov17 |
170815 |
145.84 |
146.59 |
144.25 |
146.00 |
+0.39 |
27,415 |
65,998 |
+2,844 |
Dec17 |
170815 |
143.50 |
144.33 |
142.11 |
143.90 |
+0.33 |
25,581 |
53,292 |
+1,343 |
Jan18 |
170815 |
143.32 |
144.02 |
141.87 |
143.65 |
+0.31 |
11,426 |
33,864 |
+3,407 |
Feb18 |
170815 |
143.95 |
144.73 |
142.68 |
144.44 |
+0.25 |
2,809 |
10,660 |
+364 |
Mar18 |
170815 |
146.14 |
146.51 |
144.45 |
146.15 |
+0.17 |
2,872 |
15,719 |
-271 |
Apr18 |
170815 |
162.01 |
163.52 |
161.85 |
163.40 |
+0.09 |
1,028 |
9,972 |
+230 |
May18 |
170815 |
162.64 |
163.92 |
162.26 |
163.85 |
+0.18 |
674 |
4,863 |
+6 |
Jun18 |
170815 |
162.90 |
163.24 |
161.51 |
163.13 |
+0.24 |
1,174 |
9,512 |
+92 |
Total Volume and Open Interest |
178,992 |
412,029 |
+8,083 |
e-miNY RBOB Gasoline(NYM) |
Sep17 |
170815 |
158.00 |
158.00 |
157.95 |
158.00 |
+0.33 |
0 |
1 |
+0 |
Oct17 |
170815 |
149.00 |
149.01 |
149.00 |
149.00 |
+0.40 |
|
|
|
Nov17 |
170815 |
146.00 |
146.00 |
146.00 |
146.00 |
+0.39 |
|
|
|
Dec17 |
170815 |
143.90 |
143.90 |
143.90 |
143.90 |
+0.33 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Sep17 |
170815 |
2.961 |
2.972 |
2.919 |
2.935 |
-0.024 |
137,469 |
182,811 |
-22,473 |
Oct17 |
170815 |
2.987 |
3.000 |
2.950 |
2.965 |
-0.024 |
90,807 |
273,486 |
+15,593 |
Nov17 |
170815 |
3.059 |
3.069 |
3.025 |
3.040 |
-0.019 |
50,116 |
115,116 |
+6,198 |
Dec17 |
170815 |
3.196 |
3.204 |
3.166 |
3.179 |
-0.018 |
24,520 |
92,502 |
+5,289 |
Jan18 |
170815 |
3.295 |
3.303 |
3.265 |
3.278 |
-0.020 |
26,984 |
145,619 |
+5,412 |
Feb18 |
170815 |
3.287 |
3.294 |
3.256 |
3.270 |
-0.019 |
5,797 |
57,072 |
+567 |
Mar18 |
170815 |
3.240 |
3.247 |
3.207 |
3.221 |
-0.019 |
8,358 |
81,661 |
-416 |
Apr18 |
170815 |
2.907 |
2.910 |
2.883 |
2.892 |
-0.014 |
9,480 |
109,977 |
+690 |
May18 |
170815 |
2.872 |
2.876 |
2.846 |
2.859 |
-0.013 |
3,818 |
45,373 |
+633 |
Jun18 |
170815 |
2.890 |
2.890 |
2.879 |
2.884 |
-0.013 |
1,220 |
25,629 |
+330 |
Jul18 |
170815 |
2.918 |
2.920 |
2.901 |
2.909 |
-0.014 |
892 |
27,166 |
+138 |
Aug18 |
170815 |
2.927 |
2.929 |
2.911 |
2.914 |
-0.013 |
647 |
24,840 |
-53 |
Sep18 |
170815 |
2.891 |
2.895 |
2.888 |
2.890 |
-0.013 |
939 |
20,042 |
+79 |
Oct18 |
170815 |
2.905 |
2.915 |
2.898 |
2.909 |
-0.013 |
1,777 |
47,468 |
+215 |
Nov18 |
170815 |
2.973 |
2.973 |
2.946 |
2.958 |
-0.013 |
602 |
21,622 |
-18 |
Dec18 |
170815 |
3.087 |
3.092 |
3.075 |
3.087 |
-0.013 |
698 |
23,135 |
+246 |
Total Volume and Open Interest |
366,917 |
1,346,993 |
+12,688 |
Brent Crude Oil(ICE) |
Oct17 |
170815 |
50.65 |
51.15 |
50.02 |
50.80 |
+0.07 |
245,314 |
422,130 |
-1,668 |
Nov17 |
170815 |
50.61 |
50.98 |
49.98 |
50.63 |
unch |
130,261 |
424,274 |
+15,035 |
Dec17 |
170815 |
50.61 |
50.94 |
50.03 |
50.62 |
-0.03 |
144,287 |
396,612 |
+195 |
Jan18 |
170815 |
50.69 |
50.97 |
50.16 |
50.66 |
-0.08 |
37,397 |
124,185 |
-5,189 |
Feb18 |
170815 |
50.78 |
51.05 |
50.27 |
50.73 |
-0.11 |
19,778 |
91,259 |
+966 |
Mar18 |
170815 |
50.87 |
51.14 |
50.42 |
50.80 |
-0.12 |
22,066 |
95,676 |
+1,693 |
Apr18 |
170815 |
51.11 |
51.24 |
50.52 |
50.89 |
-0.11 |
8,680 |
34,962 |
+1,328 |
May18 |
170815 |
51.19 |
51.34 |
50.62 |
50.98 |
-0.10 |
6,349 |
33,875 |
+453 |
Jun18 |
170815 |
51.12 |
51.42 |
50.68 |
51.06 |
-0.09 |
24,761 |
125,468 |
+249 |
Jul18 |
170815 |
51.15 |
51.15 |
51.15 |
51.15 |
-0.08 |
1,455 |
23,910 |
+100 |
Aug18 |
170815 |
51.21 |
51.21 |
51.21 |
51.21 |
-0.07 |
902 |
19,884 |
-26 |
Sep18 |
170815 |
51.22 |
51.24 |
51.22 |
51.24 |
-0.05 |
3,164 |
35,102 |
-635 |
Oct18 |
170815 |
51.27 |
51.27 |
51.27 |
51.27 |
-0.03 |
924 |
19,055 |
-43 |
Nov18 |
170815 |
51.28 |
51.28 |
51.28 |
51.28 |
-0.03 |
752 |
17,517 |
-35 |
Total Volume and Open Interest |
700,431 |
2,388,510 |
+12,412 |
Gas Oil(ICE) |
Sep17 |
170815 |
475.00 |
476.25 |
467.00 |
471.50 |
-12.00 |
65,315 |
171,806 |
-6,035 |
Oct17 |
170815 |
476.00 |
476.25 |
467.25 |
472.00 |
-11.50 |
58,580 |
183,593 |
+4,358 |
Nov17 |
170815 |
470.75 |
472.25 |
464.00 |
468.50 |
-11.00 |
20,570 |
56,490 |
+2,421 |
Dec17 |
170815 |
467.25 |
469.00 |
461.25 |
465.25 |
-10.50 |
30,586 |
134,793 |
-2,422 |
Jan18 |
170815 |
467.25 |
468.50 |
461.50 |
465.00 |
-10.25 |
6,604 |
46,836 |
-690 |
Feb18 |
170815 |
467.00 |
468.50 |
462.50 |
465.50 |
-10.00 |
4,374 |
28,143 |
+990 |
Mar18 |
170815 |
467.75 |
468.00 |
462.25 |
465.50 |
-9.75 |
4,104 |
25,670 |
+598 |
Apr18 |
170815 |
465.00 |
468.50 |
462.75 |
465.50 |
-9.50 |
859 |
14,562 |
+156 |
May18 |
170815 |
467.25 |
467.25 |
462.75 |
465.25 |
-9.50 |
505 |
10,778 |
+22 |
Jun18 |
170815 |
466.00 |
467.25 |
462.00 |
465.00 |
-9.50 |
4,006 |
44,199 |
-1,216 |
Total Volume and Open Interest |
201,922 |
906,812 |
-1,569 |
Ethanol(CBOT) |
Sep17 |
170815 |
1.580 |
1.580 |
1.548 |
1.551 |
-0.029 |
168 |
705 |
-70 |
Oct17 |
170815 |
1.545 |
1.545 |
1.527 |
1.528 |
-0.027 |
84 |
483 |
+75 |
Nov17 |
170815 |
1.499 |
1.499 |
1.499 |
1.499 |
-0.027 |
0 |
213 |
+0 |
Dec17 |
170815 |
1.468 |
1.468 |
1.468 |
1.468 |
-0.027 |
0 |
239 |
+0 |
Jan18 |
170815 |
1.443 |
1.443 |
1.443 |
1.443 |
-0.027 |
0 |
13 |
+0 |
Feb18 |
170815 |
1.443 |
1.443 |
1.443 |
1.443 |
-0.027 |
|
|
|
Mar18 |
170815 |
1.460 |
1.460 |
1.460 |
1.460 |
-0.010 |
|
|
|
Apr18 |
170815 |
1.509 |
1.509 |
1.509 |
1.509 |
-0.010 |
0 |
4 |
+0 |
Total Volume and Open Interest |
252 |
1,659 |
+5 |
WTI Crude Oil(ICE) |
Sep17 |
170815 |
47.55 |
47.88 |
47.03 |
47.55 |
-0.04 |
38,856 |
60,738 |
-1,939 |
Oct17 |
170815 |
47.69 |
48.03 |
47.18 |
47.70 |
-0.03 |
41,388 |
84,825 |
+4,154 |
Nov17 |
170815 |
47.84 |
48.16 |
47.32 |
47.84 |
-0.04 |
24,159 |
33,571 |
+3,012 |
Dec17 |
170815 |
47.99 |
48.25 |
47.50 |
47.96 |
-0.07 |
26,973 |
123,348 |
+1,060 |
Jan18 |
170815 |
48.27 |
48.32 |
47.70 |
48.11 |
-0.09 |
6,220 |
23,218 |
+765 |
Feb18 |
170815 |
48.35 |
48.44 |
47.84 |
48.23 |
-0.10 |
2,096 |
10,734 |
+151 |
Mar18 |
170815 |
48.55 |
48.55 |
47.96 |
48.32 |
-0.11 |
1,958 |
14,355 |
+101 |
Apr18 |
170815 |
48.12 |
48.39 |
48.12 |
48.38 |
-0.12 |
535 |
4,419 |
+50 |
May18 |
170815 |
48.31 |
48.44 |
48.31 |
48.43 |
-0.11 |
594 |
9,665 |
+152 |
Jun18 |
170815 |
48.62 |
48.62 |
48.21 |
48.46 |
-0.10 |
4,985 |
53,806 |
+29 |
Jul18 |
170815 |
48.47 |
48.47 |
48.47 |
48.47 |
-0.09 |
384 |
4,130 |
+216 |
Aug18 |
170815 |
48.46 |
48.46 |
48.46 |
48.46 |
-0.08 |
186 |
2,088 |
+18 |
Sep18 |
170815 |
48.46 |
48.46 |
48.46 |
48.46 |
-0.07 |
176 |
6,632 |
+4 |
Oct18 |
170815 |
48.45 |
48.46 |
48.45 |
48.46 |
-0.06 |
55 |
1,655 |
+17 |
Nov18 |
170815 |
48.46 |
48.46 |
48.46 |
48.46 |
-0.05 |
25 |
5,107 |
+0 |
Dec18 |
170815 |
48.50 |
48.65 |
48.31 |
48.48 |
-0.04 |
4,877 |
120,140 |
-264 |
Total Volume and Open Interest |
155,692 |
624,197 |
+8,713 |
US Dollar Index(ICE) |
Sep17 |
170815 |
93.395 |
94.040 |
93.340 |
93.755 |
+0.450 |
28,525 |
48,174 |
-511 |
Dec17 |
170815 |
93.200 |
93.785 |
93.170 |
93.560 |
+0.445 |
650 |
3,417 |
+62 |
Mar18 |
170815 |
93.500 |
93.500 |
93.345 |
93.345 |
+0.445 |
7 |
449 |
-1 |
Total Volume and Open Interest |
29,195 |
52,258 |
-445 |
Australian Dollar(CME) |
Sep17 |
170815 |
78.49 |
78.73 |
78.05 |
78.15 |
-0.40 |
109,539 |
148,607 |
+390 |
Dec17 |
170815 |
78.38 |
78.62 |
77.96 |
78.06 |
-0.40 |
1,101 |
2,732 |
+100 |
Mar18 |
170815 |
77.98 |
77.98 |
77.98 |
77.98 |
-0.39 |
0 |
218 |
+0 |
Total Volume and Open Interest |
111,271 |
152,775 |
+444 |
British Pound(CME) |
Sep17 |
170815 |
129.75 |
129.85 |
128.60 |
128.77 |
-1.07 |
106,463 |
204,052 |
-1,028 |
Dec17 |
170815 |
130.09 |
130.22 |
129.00 |
129.16 |
-1.07 |
227 |
1,999 |
+90 |
Mar18 |
170815 |
129.93 |
129.93 |
129.58 |
129.58 |
-1.07 |
1 |
326 |
+1 |
Total Volume and Open Interest |
106,855 |
207,203 |
-962 |
Canadian Dollar(CME) |
Sep17 |
170815 |
78.62 |
78.66 |
78.29 |
78.41 |
-0.27 |
73,235 |
185,372 |
-3,592 |
Dec17 |
170815 |
78.68 |
78.71 |
78.36 |
78.48 |
-0.27 |
429 |
5,296 |
+70 |
Mar18 |
170815 |
78.54 |
78.58 |
78.54 |
78.54 |
-0.26 |
1 |
575 |
+1 |
Jun18 |
170815 |
78.58 |
78.58 |
78.58 |
78.58 |
-0.25 |
0 |
159 |
+0 |
Total Volume and Open Interest |
73,741 |
192,813 |
-3,546 |
Japanese Yen(CME) |
Sep17 |
170815 |
91.38 |
91.38 |
90.35 |
90.57 |
-0.80 |
157,472 |
217,775 |
-3,509 |
Dec17 |
170815 |
91.71 |
91.71 |
90.76 |
90.98 |
-0.81 |
1,571 |
3,053 |
+510 |
Mar18 |
170815 |
91.46 |
92.24 |
91.46 |
91.46 |
-0.81 |
1 |
319 |
+1 |
Total Volume and Open Interest |
159,396 |
221,790 |
-3,088 |
Swiss Franc(CME) |
Sep17 |
170815 |
103.08 |
103.28 |
102.68 |
102.98 |
-0.11 |
37,799 |
37,439 |
-437 |
Dec17 |
170815 |
103.46 |
103.87 |
103.41 |
103.59 |
-0.11 |
297 |
423 |
-2 |
Mar18 |
170815 |
104.27 |
104.27 |
104.27 |
104.27 |
-0.11 |
0 |
28 |
+0 |
Total Volume and Open Interest |
38,096 |
37,911 |
-439 |
EuroFX(CME) |
Sep17 |
170815 |
117.98 |
118.14 |
117.08 |
117.55 |
-0.50 |
216,624 |
451,621 |
+6,139 |
Dec17 |
170815 |
118.57 |
118.70 |
117.67 |
118.13 |
-0.51 |
2,130 |
7,357 |
+66 |
Mar18 |
170815 |
118.80 |
119.00 |
118.42 |
118.76 |
-0.51 |
251 |
1,316 |
+53 |
Total Volume and Open Interest |
220,982 |
464,267 |
+6,323 |
Mexican Peso(CME) |
Aug17 |
170814 |
561.75 |
563.38 |
561.75 |
561.75 |
+1.00 |
|
|
|
Sep17 |
170815 |
559.25 |
560.25 |
556.13 |
558.50 |
-1.13 |
39,442 |
237,207 |
+2,773 |
Total Volume and Open Interest |
39,594 |
237,486 |
+2,909 |
Brazilian Real(CME) |
Sep17 |
170815 |
311.75 |
314.75 |
310.90 |
312.35 |
-0.55 |
2,356 |
26,097 |
-296 |
Oct17 |
170815 |
311.25 |
311.25 |
311.00 |
311.00 |
-0.60 |
9 |
177 |
+8 |
Nov17 |
170815 |
309.70 |
309.70 |
309.70 |
309.70 |
-0.50 |
|
|
|
Dec17 |
170815 |
308.35 |
308.35 |
308.35 |
308.35 |
-0.45 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,365 |
26,776 |
-288 |
30-Year T-Bonds(CBOT) |
Sep17 |
170815 |
155~050 |
155~060 |
153~240 |
154~130 |
-0~240 |
274,473 |
741,216 |
-11,151 |
Dec17 |
170815 |
153~280 |
153~290 |
152~180 |
153~060 |
-0~230 |
3,188 |
8,013 |
+999 |
Mar18 |
170815 |
152~150 |
152~150 |
152~150 |
152~150 |
-0~230 |
|
|
|
Total Volume and Open Interest |
277,661 |
749,229 |
-10,152 |
10-Year T-Notes(CBOT) |
Sep17 |
170815 |
126~175 |
126~180 |
126~005 |
126~050 |
-0~125 |
1,478,912 |
3,244,794 |
-41,933 |
Dec17 |
170815 |
126~060 |
126~060 |
125~220 |
125~265 |
-0~130 |
22,564 |
73,438 |
+10,668 |
Mar18 |
170815 |
125~145 |
125~150 |
125~145 |
125~145 |
-0~130 |
|
|
|
Total Volume and Open Interest |
1,501,476 |
3,318,232 |
-31,265 |
5-Year T-Notes(CBOT) |
Sep17 |
170815 |
118~162 |
118~162 |
118~062 |
118~084 |
-0~074 |
699,162 |
3,036,654 |
+17,947 |
Dec17 |
170815 |
118~036 |
118~036 |
117~286 |
117~304 |
-0~076 |
17,048 |
36,283 |
+8,399 |
Mar18 |
170815 |
117~226 |
117~226 |
117~226 |
117~226 |
-0~076 |
|
|
|
Total Volume and Open Interest |
716,210 |
3,072,937 |
+26,346 |
2 Year T-Notes(CBOT) |
Sep17 |
170815 |
108~076 |
108~076 |
108~052 |
108~054 |
-0~020 |
373,921 |
1,427,710 |
+6,452 |
Dec17 |
170815 |
108~030 |
108~032 |
108~016 |
108~016 |
-0~022 |
5,589 |
20,285 |
+4,624 |
Mar18 |
170815 |
108~000 |
108~000 |
108~000 |
108~000 |
-0~022 |
|
|
|
Total Volume and Open Interest |
379,510 |
1,447,995 |
+11,076 |
Eurodollars(CME) |
Sep17 |
170815 |
98.668 |
98.668 |
98.662 |
98.662 |
-0.005 |
209,242 |
1,443,395 |
-52,630 |
Dec17 |
170815 |
98.550 |
98.555 |
98.540 |
98.540 |
-0.015 |
364,089 |
2,014,538 |
+14,675 |
Mar18 |
170815 |
98.485 |
98.485 |
98.460 |
98.465 |
-0.025 |
241,040 |
1,167,588 |
-2,034 |
Jun18 |
170815 |
98.435 |
98.435 |
98.400 |
98.405 |
-0.035 |
281,182 |
1,095,048 |
-10,054 |
Sep18 |
170815 |
98.385 |
98.385 |
98.345 |
98.350 |
-0.035 |
288,365 |
1,097,051 |
-55,471 |
Dec18 |
170815 |
98.305 |
98.305 |
98.265 |
98.270 |
-0.040 |
515,311 |
1,525,710 |
+43,041 |
Mar19 |
170815 |
98.270 |
98.270 |
98.220 |
98.230 |
-0.040 |
224,205 |
908,213 |
+2,338 |
Jun19 |
170815 |
98.225 |
98.225 |
98.175 |
98.185 |
-0.040 |
186,594 |
699,397 |
-6,028 |
Sep19 |
170815 |
98.175 |
98.180 |
98.125 |
98.140 |
-0.040 |
162,607 |
682,079 |
+17,489 |
Dec19 |
170815 |
98.110 |
98.110 |
98.055 |
98.070 |
-0.045 |
155,425 |
774,030 |
+13,808 |
Mar20 |
170815 |
98.075 |
98.075 |
98.020 |
98.030 |
-0.045 |
100,840 |
446,745 |
-4,929 |
Jun20 |
170815 |
98.030 |
98.035 |
97.975 |
97.990 |
-0.045 |
99,462 |
341,299 |
+7,467 |
Sep20 |
170815 |
97.990 |
97.990 |
97.930 |
97.945 |
-0.045 |
88,226 |
245,896 |
+4,889 |
Dec20 |
170815 |
97.930 |
97.930 |
97.865 |
97.885 |
-0.045 |
68,713 |
299,189 |
-3,733 |
Mar21 |
170815 |
97.890 |
97.890 |
97.825 |
97.845 |
-0.045 |
54,138 |
172,993 |
-774 |
Jun21 |
170815 |
97.840 |
97.840 |
97.780 |
97.795 |
-0.050 |
49,758 |
118,491 |
-630 |
Sep21 |
170815 |
97.795 |
97.795 |
97.730 |
97.745 |
-0.050 |
35,546 |
97,999 |
-318 |
Dec21 |
170815 |
97.740 |
97.740 |
97.675 |
97.690 |
-0.050 |
41,445 |
99,997 |
+2,919 |
Total Volume and Open Interest |
3,258,937 |
13,572,741 |
-26,898 |
Ultra T-Bond(CBOT) |
Sep17 |
170815 |
167~16 |
167~17 |
165~19 |
166~18 |
-1~01 |
97,695 |
840,259 |
+2,695 |
Dec17 |
170815 |
166~00 |
166~01 |
164~20 |
165~19 |
-1~00 |
1,913 |
13,890 |
+1,823 |
Mar18 |
170815 |
164~19 |
164~19 |
164~19 |
164~19 |
-1~00 |
|
|
|
Total Volume and Open Interest |
99,608 |
854,149 |
+4,518 |
Ultra 10-Yr T-Note(CBOT) |
Sep17 |
170815 |
135~300 |
135~305 |
135~055 |
135~125 |
-0~180 |
100,108 |
410,937 |
+1,189 |
Dec17 |
170815 |
134~245 |
135~090 |
134~245 |
134~245 |
-0~180 |
0 |
9 |
+0 |
Mar18 |
170815 |
134~245 |
134~245 |
134~245 |
134~245 |
-0~180 |
|
|
|
Total Volume and Open Interest |
100,108 |
410,946 |
+1,189 |
30 Day Federal Funds(CBOT) |
Aug17 |
170815 |
98.842 |
98.845 |
98.842 |
98.845 |
unch |
12,975 |
174,575 |
-5,698 |
Sep17 |
170815 |
98.845 |
98.850 |
98.840 |
98.845 |
unch |
10,190 |
86,497 |
+903 |
Oct17 |
170815 |
98.840 |
98.845 |
98.840 |
98.845 |
unch |
31,246 |
296,347 |
-2,155 |
Nov17 |
170815 |
98.835 |
98.835 |
98.825 |
98.830 |
-0.005 |
47,984 |
222,225 |
+2,319 |
Dec17 |
170815 |
98.790 |
98.790 |
98.780 |
98.780 |
-0.010 |
12,450 |
90,066 |
+2,364 |
Jan18 |
170815 |
98.745 |
98.745 |
98.730 |
98.735 |
-0.015 |
75,161 |
279,809 |
+21,290 |
Total Volume and Open Interest |
304,223 |
1,592,099 |
+53,289 |
Japanese Govt Bonds(SGX) |
Sep17 |
170814 |
150.57 |
150.62 |
150.45 |
150.48 |
+0.06 |
877 |
13,166 |
-202 |
Dec17 |
170814 |
150.48 |
150.48 |
150.48 |
150.48 |
+0.06 |
|
|
|
Mar18 |
170814 |
150.48 |
150.48 |
150.48 |
150.48 |
+0.06 |
|
|
|
Total Volume and Open Interest |
877 |
13,166 |
-202 |
Euro-Buxl(EUREX) |
Sep17 |
170815 |
166.60 |
166.88 |
165.36 |
166.32 |
-0.78 |
30,900 |
206,837 |
+9,221 |
Dec17 |
170815 |
164.90 |
164.90 |
164.76 |
164.76 |
-0.78 |
3,199 |
3,564 |
+1,716 |
Mar18 |
170815 |
164.30 |
164.30 |
164.30 |
164.30 |
-0.80 |
|
|
|
Total Volume and Open Interest |
34,099 |
210,401 |
-2,954 |
Euro-Bund(EUREX) |
Sep17 |
170815 |
163.94 |
164.08 |
163.45 |
163.85 |
-0.35 |
543,527 |
1,740,046 |
+142,973 |
Dec17 |
170815 |
161.05 |
161.19 |
160.60 |
160.97 |
-0.34 |
5,715 |
87,021 |
+6,098 |
Mar18 |
170815 |
160.39 |
160.39 |
160.39 |
160.39 |
-0.35 |
5 |
33 |
-5 |
Total Volume and Open Interest |
549,247 |
1,827,100 |
-54,852 |
Euro-Bobl(EUREX) |
Sep17 |
170815 |
132.71 |
132.75 |
132.52 |
132.63 |
-0.15 |
278,530 |
1,395,710 |
+81,839 |
Dec17 |
170815 |
131.10 |
131.12 |
130.92 |
131.03 |
-0.15 |
1,881 |
62,188 |
+3,942 |
Mar18 |
170815 |
131.03 |
131.03 |
131.03 |
131.03 |
-0.15 |
|
|
|
Total Volume and Open Interest |
280,411 |
1,457,898 |
-16,674 |
Euro-Schatz(EUREX) |
Sep17 |
170815 |
112.16 |
112.18 |
112.14 |
112.16 |
-0.02 |
203,755 |
1,392,786 |
+67,838 |
Dec17 |
170815 |
112.04 |
112.04 |
112.03 |
112.04 |
-0.03 |
4,741 |
62,158 |
+5,641 |
Mar18 |
170815 |
112.16 |
112.16 |
112.16 |
112.16 |
-0.02 |
|
|
|
Total Volume and Open Interest |
208,496 |
1,454,944 |
-25,232 |
3-Mth Euribor(EUREX) |
Sep17 |
170815 |
100.325 |
100.330 |
100.325 |
100.330 |
unch |
0 |
5,871 |
+0 |
Dec17 |
170815 |
100.325 |
100.325 |
100.325 |
100.325 |
unch |
59 |
7,057 |
-12 |
Mar18 |
170815 |
100.305 |
100.310 |
100.305 |
100.310 |
unch |
30 |
6,117 |
-30 |
Total Volume and Open Interest |
697 |
38,222 |
+583 |
Long Gilt(LIFFE) |
Sep17 |
170815 |
127~16 |
127~23 |
127~11 |
127~21 |
-0~03 |
150,102 |
683,404 |
+900 |
Dec17 |
170815 |
126~16 |
126~21 |
126~10 |
126~21 |
-0~03 |
7 |
4,724 |
+7 |
Total Volume and Open Interest |
150,109 |
688,128 |
+907 |
3-Mth Short Sterling(LIFFE) |
Sep17 |
170815 |
99.71 |
99.71 |
99.70 |
99.71 |
unch |
31,125 |
444,218 |
-12,661 |
Dec17 |
170815 |
99.64 |
99.65 |
99.63 |
99.64 |
unch |
60,127 |
416,001 |
-5,265 |
Mar18 |
170815 |
99.59 |
99.60 |
99.57 |
99.59 |
+0.01 |
33,369 |
348,523 |
+2,706 |
Jun18 |
170815 |
99.54 |
99.55 |
99.52 |
99.54 |
unch |
39,879 |
311,709 |
-7,576 |
Sep18 |
170815 |
99.49 |
99.50 |
99.47 |
99.49 |
unch |
50,279 |
274,012 |
+6,414 |
Dec18 |
170815 |
99.44 |
99.46 |
99.42 |
99.45 |
+0.01 |
44,284 |
303,474 |
+6,991 |
Total Volume and Open Interest |
454,387 |
3,060,461 |
+15,442 |
3-Mth Euribor(LIFFE) |
Sep17 |
170815 |
100.330 |
100.330 |
100.325 |
100.325 |
-0.005 |
33,385 |
404,707 |
-597 |
Dec17 |
170815 |
100.320 |
100.325 |
100.320 |
100.320 |
-0.005 |
68,535 |
402,885 |
-2,088 |
Mar18 |
170815 |
100.305 |
100.310 |
100.300 |
100.305 |
-0.005 |
46,985 |
446,655 |
-3,926 |
Total Volume and Open Interest |
639,336 |
3,819,770 |
+6,681 |
3-Mth Aus T-Bills(SFE) |
Sep17 |
170815 |
98.29 |
98.29 |
98.28 |
98.29 |
unch |
13,059 |
103,508 |
-5,548 |
Dec17 |
170815 |
98.25 |
98.26 |
98.25 |
98.26 |
unch |
15,957 |
222,452 |
-1,763 |
Mar18 |
170815 |
98.19 |
98.20 |
98.18 |
98.20 |
unch |
18,798 |
176,000 |
-4,496 |
Jun18 |
170815 |
98.12 |
98.13 |
98.10 |
98.13 |
unch |
19,539 |
144,876 |
-3,037 |
Sep18 |
170815 |
98.05 |
98.06 |
98.02 |
98.05 |
unch |
13,659 |
106,928 |
-288 |
Dec18 |
170815 |
97.97 |
97.98 |
97.95 |
97.97 |
-0.01 |
7,215 |
89,092 |
+1,116 |
Mar19 |
170815 |
97.90 |
97.90 |
97.87 |
97.90 |
unch |
5,287 |
58,668 |
+280 |
Jun19 |
170815 |
97.82 |
97.83 |
97.80 |
97.82 |
-0.01 |
5,041 |
48,584 |
+2,340 |
Sep19 |
170815 |
97.73 |
97.75 |
97.73 |
97.75 |
unch |
93 |
3,876 |
-14 |
Dec19 |
170815 |
97.69 |
97.69 |
97.69 |
97.69 |
unch |
73 |
2,824 |
+10 |
Total Volume and Open Interest |
98,801 |
959,553 |
-11,379 |
10-Year Aus T-Bonds(SFE) |
Sep17 |
170815 |
97.39 |
97.39 |
97.34 |
97.36 |
-0.03 |
96,961 |
969,842 |
+2,209 |
Dec17 |
170815 |
97.34 |
97.34 |
97.34 |
97.34 |
-0.03 |
0 |
441 |
+0 |
Total Volume and Open Interest |
96,961 |
970,283 |
+2,209 |
3-Year Aus T-Bonds(SFE) |
Sep17 |
170815 |
98.05 |
98.06 |
98.02 |
98.04 |
-0.02 |
164,930 |
1,011,828 |
-5,219 |
Dec17 |
170815 |
98.02 |
98.02 |
98.02 |
98.02 |
-0.03 |
1 |
121 |
+1 |
Total Volume and Open Interest |
164,931 |
1,011,949 |
-5,218 |
Gold(CMX) |
Aug17 |
170815 |
1280.5 |
1280.5 |
1267.4 |
1273.7 |
-10.5 |
139 |
1,256 |
-6 |
Oct17 |
170815 |
1284.2 |
1284.2 |
1269.4 |
1276.3 |
-10.7 |
5,829 |
50,206 |
+167 |
Dec17 |
170815 |
1287.0 |
1287.7 |
1272.7 |
1279.7 |
-10.7 |
265,329 |
374,468 |
+3,323 |
Feb18 |
170815 |
1291.1 |
1291.1 |
1276.7 |
1283.3 |
-10.6 |
3,632 |
19,062 |
+1,257 |
Apr18 |
170815 |
1293.8 |
1293.8 |
1281.0 |
1286.9 |
-10.6 |
928 |
5,132 |
+18 |
Jun18 |
170815 |
1297.1 |
1297.1 |
1284.0 |
1290.5 |
-10.7 |
625 |
9,074 |
-106 |
Aug18 |
170815 |
1298.6 |
1298.6 |
1287.8 |
1294.1 |
-10.7 |
796 |
6,451 |
+4 |
Oct18 |
170815 |
1298.5 |
1298.5 |
1297.7 |
1297.7 |
-10.6 |
34 |
1,225 |
-2 |
Dec18 |
170815 |
1305.5 |
1305.5 |
1294.7 |
1301.3 |
-10.6 |
365 |
8,026 |
+284 |
Feb19 |
170815 |
1298.2 |
1305.1 |
1298.2 |
1305.1 |
-10.6 |
0 |
6 |
+0 |
Apr19 |
170815 |
1308.9 |
1308.9 |
1308.9 |
1308.9 |
-10.6 |
|
|
|
Jun19 |
170815 |
1312.8 |
1312.8 |
1312.8 |
1312.8 |
-10.6 |
0 |
748 |
+0 |
Total Volume and Open Interest |
278,960 |
480,915 |
+5,002 |
Silver(CMX) |
Sep17 |
170815 |
1706.0 |
1706.5 |
1656.0 |
1671.4 |
-40.8 |
94,477 |
103,727 |
-8,779 |
Dec17 |
170815 |
1710.0 |
1710.0 |
1664.5 |
1680.1 |
-40.7 |
13,244 |
74,734 |
+3,560 |
Mar18 |
170815 |
1709.0 |
1709.0 |
1676.5 |
1689.1 |
-40.7 |
949 |
5,351 |
+222 |
May18 |
170815 |
1711.5 |
1711.5 |
1684.0 |
1695.4 |
-40.7 |
96 |
1,794 |
-27 |
Jul18 |
170815 |
1690.0 |
1701.7 |
1690.0 |
1701.7 |
-40.7 |
130 |
1,478 |
+84 |
Sep18 |
170815 |
1708.5 |
1708.5 |
1708.5 |
1708.5 |
-40.7 |
0 |
80 |
+0 |
Dec18 |
170815 |
1734.0 |
1735.0 |
1706.0 |
1718.9 |
-40.7 |
7 |
1,458 |
-1 |
Total Volume and Open Interest |
108,994 |
189,478 |
-4,967 |
Platinum(NYMEX) |
Oct17 |
170815 |
972.8 |
973.0 |
954.7 |
967.4 |
-7.5 |
16,738 |
62,972 |
-93 |
Jan18 |
170815 |
971.7 |
971.7 |
958.0 |
970.2 |
-7.4 |
566 |
7,643 |
+143 |
Apr18 |
170815 |
963.0 |
974.3 |
963.0 |
974.3 |
-7.7 |
19 |
424 |
+19 |
Jul18 |
170815 |
979.0 |
979.0 |
979.0 |
979.0 |
-7.7 |
51 |
342 |
+51 |
Total Volume and Open Interest |
17,398 |
71,404 |
+124 |
Palladium(NYMEX) |
Sep17 |
170815 |
896.75 |
898.00 |
878.85 |
892.05 |
-6.10 |
3,219 |
28,434 |
-418 |
Dec17 |
170815 |
889.05 |
892.00 |
874.40 |
886.55 |
-6.40 |
752 |
6,548 |
+512 |
Mar18 |
170815 |
888.05 |
888.05 |
881.10 |
881.10 |
-6.40 |
2 |
265 |
+0 |
Total Volume and Open Interest |
3,973 |
35,263 |
+94 |
Copper(CMX) |
Sep17 |
170815 |
290.35 |
291.35 |
287.55 |
288.30 |
-2.15 |
93,366 |
138,983 |
-736 |
Dec17 |
170815 |
292.10 |
293.65 |
289.85 |
290.60 |
-2.10 |
28,198 |
115,598 |
+5,415 |
Mar18 |
170815 |
294.75 |
295.35 |
291.80 |
292.45 |
-2.15 |
5,299 |
33,167 |
+489 |
May18 |
170815 |
293.95 |
294.00 |
293.25 |
293.50 |
-2.10 |
1,323 |
12,770 |
+469 |
Jul18 |
170815 |
296.00 |
296.00 |
294.25 |
294.30 |
-2.10 |
464 |
4,323 |
+234 |
Total Volume and Open Interest |
129,678 |
332,583 |
+5,713 |
E-mini DJIA Index(CBOT) |
Sep17 |
170815 |
21957 |
22034 |
21942 |
21977 |
+25 |
147,335 |
156,571 |
+4,410 |
Dec17 |
170815 |
21921 |
21986 |
21897 |
21934 |
+25 |
135 |
676 |
+5 |
Mar18 |
170815 |
21925 |
21969 |
21897 |
21897 |
+25 |
0 |
26 |
+0 |
Jun18 |
170815 |
21866 |
21866 |
21866 |
21866 |
+25 |
0 |
2 |
+0 |
Total Volume and Open Interest |
147,470 |
157,275 |
+4,415 |
S & P 500(CME) |
Sep17 |
170815 |
2463.10 |
2470.90 |
2463.10 |
2463.70 |
+0.20 |
1,354 |
60,446 |
+1,043 |
Dec17 |
170815 |
2461.80 |
2466.60 |
2459.10 |
2461.80 |
+0.20 |
0 |
228 |
+3 |
Mar18 |
170815 |
2460.30 |
2465.00 |
2457.50 |
2460.30 |
+0.30 |
0 |
30 |
+0 |
Jun18 |
170815 |
2459.50 |
2464.20 |
2456.70 |
2459.50 |
+0.30 |
|
|
|
Total Volume and Open Interest |
1,354 |
60,704 |
+1,046 |
S & P 500 E-Mini(CME) |
Sep17 |
170815 |
2464.50 |
2473.25 |
2460.00 |
2463.75 |
+0.25 |
1,670,104 |
3,090,248 |
-13,687 |
Dec17 |
170815 |
2462.00 |
2471.00 |
2458.25 |
2461.75 |
+0.25 |
8,920 |
63,334 |
+3,955 |
Mar18 |
170815 |
2466.00 |
2468.50 |
2459.25 |
2460.25 |
+0.25 |
27 |
1,280 |
+0 |
Jun18 |
170815 |
2459.50 |
2465.00 |
2459.50 |
2459.50 |
+0.25 |
29 |
451 |
+14 |
Total Volume and Open Interest |
1,679,080 |
3,155,327 |
-9,718 |
NASDAQ 100 E-Mini(CME) |
Sep17 |
170815 |
5913.50 |
5945.00 |
5895.50 |
5912.00 |
+2.00 |
394,754 |
297,376 |
-2,341 |
Dec17 |
170815 |
5920.30 |
5951.00 |
5902.80 |
5919.50 |
+2.00 |
1,205 |
2,025 |
+92 |
Mar18 |
170815 |
5933.00 |
5933.00 |
5917.30 |
5928.00 |
+2.00 |
17 |
57 |
+0 |
Total Volume and Open Interest |
395,976 |
299,458 |
-2,249 |
S&P Midcap 400(CME) e-Mini |
Sep17 |
170815 |
1730.00 |
1737.00 |
1719.30 |
1720.50 |
-9.60 |
16,299 |
91,488 |
-782 |
Dec17 |
170815 |
1719.40 |
1734.00 |
1719.40 |
1719.40 |
-9.60 |
0 |
1 |
+0 |
Mar18 |
170815 |
1716.10 |
1716.10 |
1716.10 |
1716.10 |
-9.60 |
|
|
|
Total Volume and Open Interest |
16,299 |
91,489 |
-782 |
Volatility Index(CBOE) |
Aug17 |
170815 |
12.43 |
12.60 |
11.85 |
12.33 |
-0.12 |
282,397 |
122,739 |
-35,701 |
Sep17 |
170815 |
13.15 |
13.45 |
12.83 |
13.18 |
unch |
270,499 |
281,333 |
-6,815 |
Oct17 |
170815 |
13.80 |
14.05 |
13.50 |
13.98 |
+0.15 |
72,628 |
73,285 |
+1,449 |
Nov17 |
170815 |
14.30 |
14.50 |
14.00 |
14.43 |
+0.10 |
36,151 |
48,832 |
+2,667 |
Total Volume and Open Interest |
704,760 |
635,116 |
-35,996 |
S & P 600(CME) |
Sep17 |
170815 |
834.60 |
834.60 |
834.60 |
834.60 |
-8.70 |
|
|
|
Dec17 |
170815 |
831.40 |
831.40 |
831.40 |
831.40 |
-8.70 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(ICE) |
Sep17 |
170815 |
1396.50 |
1400.30 |
1381.10 |
1381.50 |
-11.70 |
141,810 |
566,732 |
-6,690 |
Dec17 |
170815 |
1394.70 |
1395.00 |
1380.70 |
1380.70 |
-11.70 |
307 |
670 |
+299 |
Mar18 |
170815 |
1386.00 |
1386.00 |
1379.70 |
1379.70 |
-11.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
142,117 |
567,405 |
-6,391 |
Nikkei 225(CME) |
Sep17 |
170815 |
19605 |
19825 |
19585 |
19730 |
+130 |
9,786 |
34,245 |
-474 |
Dec17 |
170815 |
19660 |
19740 |
19620 |
19655 |
+125 |
13 |
33 |
+10 |
Total Volume and Open Interest |
9,799 |
34,278 |
-464 |
Nikkei 225(SGX) |
Sep17 |
170815 |
19715 |
19745 |
19690 |
19730 |
+220 |
41,851 |
222,946 |
+980 |
Dec17 |
170815 |
19565 |
19600 |
19565 |
19600 |
+220 |
17 |
2,886 |
-1 |
Mar18 |
170814 |
19340 |
19340 |
19340 |
19340 |
-210 |
0 |
205 |
+0 |
Total Volume and Open Interest |
120,892 |
244,990 |
+14,069 |
Nikkei 225 Mini(JPX) |
Sep17 |
170814 |
19710 |
19715 |
19350 |
19530 |
-180 |
890,056 |
524,149 |
+38,222 |
Dec17 |
170814 |
19570 |
19580 |
19220 |
19390 |
-180 |
17,740 |
17,819 |
+3,800 |
Mar18 |
170814 |
19535 |
19535 |
19175 |
19350 |
-180 |
1,187 |
3,280 |
+505 |
Total Volume and Open Interest |
959,241 |
616,241 |
+61,203 |
Nikkei 225(JPX) |
Sep17 |
170814 |
19710 |
19720 |
19350 |
19530 |
-180 |
82,041 |
339,859 |
+6,407 |
Dec17 |
170814 |
19570 |
19570 |
19220 |
19390 |
-180 |
1,031 |
40,727 |
+98 |
Mar18 |
170814 |
19530 |
19530 |
19170 |
19350 |
-180 |
75 |
3,276 |
+42 |
Total Volume and Open Interest |
83,239 |
450,862 |
+6,602 |
Nikkei 225(CME) Yen |
Sep17 |
170815 |
19590 |
19820 |
19570 |
19720 |
+135 |
32,691 |
55,484 |
-470 |
Dec17 |
170815 |
19625 |
19670 |
19540 |
19585 |
+130 |
0 |
41 |
+0 |
Mar18 |
170815 |
19545 |
19545 |
19545 |
19545 |
+130 |
|
|
|
Total Volume and Open Interest |
32,691 |
55,525 |
-472 |
Nikkei 225(CME) e-Mini Yen |
Sep17 |
170815 |
19720 |
19720 |
19720 |
19720 |
+140 |
0 |
9 |
+0 |
Dec17 |
170815 |
19580 |
19585 |
19580 |
19580 |
+130 |
|
|
|
Mar18 |
170815 |
19540 |
19545 |
19540 |
19540 |
+130 |
|
|
|
Total Volume and Open Interest |
0 |
9 |
+0 |
CAC 40(EURONEXT) |
Aug17 |
170815 |
5134.0 |
5159.5 |
5122.5 |
5140.0 |
+19.0 |
104,805 |
334,091 |
+1,542 |
Sep17 |
170815 |
5132.0 |
5158.5 |
5121.0 |
5138.5 |
+19.0 |
10,755 |
37,463 |
+4,755 |
Oct17 |
170815 |
5124.5 |
5145.0 |
5116.0 |
5128.5 |
+20.5 |
2 |
7 |
+4 |
Total Volume and Open Interest |
115,564 |
384,498 |
+6,301 |
Hang Seng Index(HKFE) |
Aug17 |
170815 |
27184 |
27375 |
27097 |
27127 |
-46 |
163,787 |
155,583 |
+3,323 |
Sep17 |
170815 |
27025 |
27205 |
26946 |
26964 |
-48 |
5,117 |
20,120 |
+728 |
Total Volume and Open Interest |
169,962 |
187,890 |
+4,089 |
DAX(EUREX) |
Sep17 |
170815 |
12205.0 |
12230.5 |
12148.0 |
12172.5 |
-4.5 |
105,535 |
140,229 |
+21,106 |
Dec17 |
170815 |
12205.5 |
12218.0 |
12147.5 |
12162.5 |
-4.5 |
172 |
8,348 |
+248 |
Mar18 |
170815 |
12196.5 |
12196.5 |
12146.0 |
12159.5 |
-5.0 |
10 |
87 |
+6 |
Total Volume and Open Interest |
105,717 |
148,664 |
-4,338 |
Mini-DAX(EUREX) |
Sep17 |
170815 |
12201.0 |
12231.0 |
12149.0 |
12172.5 |
-4.5 |
37,176 |
11,534 |
+1,327 |
Dec17 |
170815 |
12188.0 |
12216.0 |
12147.0 |
12162.5 |
-4.5 |
91 |
349 |
+33 |
Mar18 |
170815 |
12159.5 |
12159.5 |
12159.5 |
12159.5 |
-5.0 |
5 |
31 |
+0 |
Total Volume and Open Interest |
37,272 |
11,914 |
-781 |
DJ EuroSTOXX 50(EUREX) |
Sep17 |
170815 |
3457 |
3474 |
3452 |
3462 |
+8 |
1,055,805 |
3,382,715 |
+18,348 |
Dec17 |
170815 |
3445 |
3455 |
3440 |
3448 |
+8 |
318 |
125,827 |
+33 |
Mar18 |
170815 |
3436 |
3436 |
3436 |
3436 |
+8 |
2 |
51,459 |
+2 |
Total Volume and Open Interest |
1,056,125 |
3,560,001 |
+18,383 |
Swiss Market Index(EUREX) |
Sep17 |
170815 |
9036 |
9061 |
8984 |
8998 |
-20 |
43,094 |
192,540 |
+4,913 |
Dec17 |
170815 |
8983 |
8983 |
8972 |
8972 |
-20 |
17 |
2,513 |
+19 |
Mar18 |
170815 |
8871 |
8871 |
8871 |
8871 |
-20 |
0 |
32 |
+0 |
Total Volume and Open Interest |
43,111 |
195,085 |
-2,310 |
FT-SE 100(EURONEXT) |
Sep17 |
170815 |
7355.50 |
7402.50 |
7337.00 |
7372.50 |
+25.00 |
115,055 |
753,506 |
-597 |
Dec17 |
170815 |
7316.00 |
7339.00 |
7304.00 |
7332.00 |
+25.00 |
79 |
11,402 |
-9 |
Mar18 |
170815 |
7270.00 |
7270.00 |
7270.00 |
7270.00 |
+23.50 |
|
|
|
Total Volume and Open Interest |
115,134 |
764,908 |
-606 |
SPI 200(SFE) |
Sep17 |
170815 |
5676.0 |
5722.0 |
5676.0 |
5704.0 |
+31.0 |
42,824 |
259,377 |
+376 |
Dec17 |
170815 |
5685.0 |
5689.0 |
5685.0 |
5689.0 |
+31.0 |
1 |
1,480 |
+0 |
Mar18 |
170815 |
5642.0 |
5642.0 |
5642.0 |
5642.0 |
+31.0 |
0 |
1,477 |
+0 |
Total Volume and Open Interest |
43,231 |
264,088 |
+635 |
FTSE MIB(ISE) |
Sep17 |
170814 |
21515.00 |
21770.00 |
21450.00 |
21699.00 |
+343.00 |
23,974 |
29,511 |
-1,017 |
Dec17 |
170814 |
21355.00 |
21630.00 |
21355.00 |
21579.00 |
+340.00 |
19 |
157 |
-7 |
Total Volume and Open Interest |
23,993 |
29,668 |
-1,024 |
KOSPI 200(KFE) |
Sep17 |
170814 |
302.55 |
306.40 |
301.35 |
305.95 |
+3.10 |
405,161 |
270,127 |
+1,416 |
Dec17 |
170814 |
302.55 |
307.05 |
302.15 |
306.70 |
+3.10 |
1,089 |
42,865 |
+51 |
Mar18 |
170814 |
302.75 |
303.60 |
302.50 |
303.05 |
+2.75 |
5 |
9,569 |
+3 |
Total Volume and Open Interest |
406,261 |
349,364 |
+1,468 |
GSCI(CME) |
Sep17 |
170815 |
375.30 |
376.60 |
375.30 |
376.60 |
-1.05 |
2,521 |
14,424 |
+2,498 |
Oct17 |
170815 |
377.00 |
377.00 |
377.00 |
377.00 |
-1.05 |
|
|
|
Nov17 |
170815 |
377.75 |
377.75 |
377.75 |
377.75 |
|
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|