|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon September 11, 2017 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep17 |
170911 |
955.00 |
955.50 |
952.00 |
954.75 |
-1.75 |
330 |
258 |
-237 |
Nov17 |
170911 |
964.00 |
968.50 |
956.75 |
960.00 |
-2.00 |
95,082 |
375,240 |
-4,820 |
Jan18 |
170911 |
973.75 |
978.25 |
966.75 |
970.00 |
-2.00 |
14,509 |
82,230 |
-131 |
Mar18 |
170911 |
982.25 |
987.00 |
975.50 |
978.50 |
-2.00 |
7,711 |
67,497 |
+555 |
May18 |
170911 |
991.00 |
995.25 |
983.75 |
987.25 |
-1.50 |
4,524 |
35,765 |
-1,166 |
Jul18 |
170911 |
997.75 |
1002.25 |
991.75 |
994.75 |
-1.25 |
6,347 |
61,651 |
+678 |
Aug18 |
170911 |
998.50 |
998.50 |
992.75 |
995.75 |
-1.25 |
161 |
2,055 |
+81 |
Sep18 |
170911 |
987.75 |
987.75 |
985.25 |
987.75 |
-0.50 |
46 |
796 |
+9 |
Nov18 |
170911 |
982.00 |
986.50 |
976.50 |
980.25 |
-0.75 |
2,121 |
27,179 |
+453 |
Jan19 |
170911 |
986.25 |
986.25 |
984.25 |
986.25 |
-0.75 |
18 |
221 |
+12 |
Mar19 |
170911 |
989.25 |
989.25 |
989.25 |
989.25 |
-1.25 |
16 |
146 |
+10 |
May19 |
170911 |
992.50 |
992.50 |
992.50 |
992.50 |
-1.75 |
5 |
28 |
+1 |
Jul19 |
170911 |
997.00 |
997.00 |
997.00 |
997.00 |
-1.75 |
6 |
84 |
+3 |
Aug19 |
170911 |
993.50 |
993.50 |
993.50 |
993.50 |
-1.75 |
12 |
14 |
+7 |
Total Volume and Open Interest |
130,893 |
653,567 |
-4,542 |
Soybean Meal(CBOT) |
Sep17 |
170911 |
300.50 |
300.70 |
298.60 |
298.90 |
-2.00 |
1,691 |
1,007 |
-867 |
Oct17 |
170911 |
303.00 |
303.90 |
300.00 |
300.40 |
-2.00 |
11,236 |
44,501 |
-546 |
Dec17 |
170911 |
305.80 |
306.80 |
302.80 |
303.60 |
-1.60 |
40,231 |
188,178 |
-748 |
Jan18 |
170911 |
308.10 |
308.20 |
304.10 |
305.20 |
-1.70 |
5,383 |
42,199 |
+301 |
Mar18 |
170911 |
310.60 |
311.20 |
307.10 |
308.30 |
-1.60 |
5,323 |
43,802 |
+730 |
May18 |
170911 |
313.00 |
313.00 |
309.60 |
310.90 |
-1.50 |
2,779 |
25,321 |
-254 |
Jul18 |
170911 |
315.60 |
315.60 |
312.50 |
313.40 |
-1.50 |
2,491 |
19,657 |
+223 |
Aug18 |
170911 |
315.90 |
315.90 |
313.30 |
314.00 |
-1.60 |
315 |
3,938 |
-22 |
Sep18 |
170911 |
315.80 |
315.80 |
313.40 |
314.10 |
-1.60 |
261 |
4,240 |
+114 |
Oct18 |
170911 |
314.70 |
314.70 |
312.30 |
312.80 |
-1.60 |
454 |
3,945 |
+46 |
Total Volume and Open Interest |
71,596 |
388,132 |
-684 |
Soybean Oil(CBOT) |
Sep17 |
170911 |
34.59 |
34.79 |
34.59 |
34.79 |
+0.20 |
2,414 |
1,136 |
-636 |
Oct17 |
170911 |
34.68 |
34.95 |
34.56 |
34.88 |
+0.20 |
29,944 |
56,318 |
-2,211 |
Dec17 |
170911 |
34.95 |
35.21 |
34.81 |
35.15 |
+0.21 |
65,817 |
216,589 |
+2,962 |
Jan18 |
170911 |
35.12 |
35.37 |
34.98 |
35.32 |
+0.21 |
8,657 |
47,914 |
+1,829 |
Mar18 |
170911 |
35.31 |
35.59 |
35.20 |
35.55 |
+0.22 |
6,670 |
46,321 |
+330 |
May18 |
170911 |
35.55 |
35.77 |
35.36 |
35.74 |
+0.24 |
4,200 |
28,872 |
-707 |
Jul18 |
170911 |
35.68 |
35.93 |
35.53 |
35.91 |
+0.25 |
5,117 |
22,714 |
+1,505 |
Aug18 |
170911 |
35.65 |
35.85 |
35.53 |
35.85 |
+0.25 |
507 |
1,937 |
+57 |
Sep18 |
170911 |
35.62 |
35.70 |
35.54 |
35.70 |
+0.25 |
315 |
2,041 |
+75 |
Oct18 |
170911 |
35.34 |
35.41 |
35.27 |
35.41 |
+0.26 |
401 |
2,052 |
+44 |
Total Volume and Open Interest |
126,121 |
440,124 |
+3,618 |
Canola(WCE) |
Nov17 |
170911 |
489.7 |
489.7 |
484.3 |
485.7 |
-4.0 |
13,954 |
113,454 |
+2,026 |
Jan18 |
170911 |
496.0 |
496.0 |
491.5 |
492.6 |
-3.7 |
7,165 |
42,294 |
+4,504 |
Mar18 |
170911 |
502.0 |
502.0 |
498.8 |
499.5 |
-3.3 |
1,941 |
9,680 |
+976 |
May18 |
170911 |
505.1 |
505.1 |
502.6 |
502.7 |
-3.0 |
598 |
2,523 |
+68 |
Jul18 |
170911 |
504.0 |
504.6 |
503.8 |
503.8 |
-2.5 |
510 |
1,647 |
+486 |
Total Volume and Open Interest |
24,169 |
170,611 |
+8,061 |
Corn(CBOT) |
Sep17 |
170911 |
345.25 |
346.50 |
342.75 |
345.50 |
+1.25 |
1,746 |
1,624 |
-692 |
Dec17 |
170911 |
356.50 |
359.25 |
354.75 |
357.50 |
+0.75 |
124,159 |
807,511 |
+2,080 |
Mar18 |
170911 |
369.00 |
371.50 |
367.25 |
369.75 |
+0.75 |
27,914 |
247,708 |
-1,531 |
May18 |
170911 |
377.00 |
379.25 |
374.75 |
377.75 |
+1.00 |
12,730 |
63,169 |
+3,190 |
Jul18 |
170911 |
383.00 |
385.50 |
381.25 |
384.00 |
+0.75 |
12,626 |
119,062 |
+1,328 |
Sep18 |
170911 |
389.50 |
391.50 |
387.75 |
390.25 |
+1.00 |
2,742 |
29,091 |
+285 |
Dec18 |
170911 |
398.00 |
399.75 |
396.00 |
398.75 |
+0.75 |
12,079 |
78,470 |
+2,892 |
Mar19 |
170911 |
406.00 |
409.75 |
406.00 |
408.50 |
+1.25 |
92 |
2,539 |
+38 |
May19 |
170911 |
411.00 |
413.25 |
411.00 |
413.25 |
+1.25 |
46 |
630 |
+3 |
Jul19 |
170911 |
415.75 |
417.50 |
415.75 |
417.50 |
+0.75 |
15 |
945 |
-3 |
Total Volume and Open Interest |
194,177 |
1,352,748 |
+7,589 |
Wheat(CBOT) |
Sep17 |
170911 |
417.75 |
418.50 |
412.25 |
412.25 |
-1.50 |
126 |
162 |
+9 |
Dec17 |
170911 |
437.75 |
440.00 |
431.50 |
434.75 |
-3.00 |
54,695 |
265,067 |
+912 |
Mar18 |
170911 |
459.00 |
461.00 |
452.75 |
455.25 |
-4.00 |
15,967 |
83,372 |
-634 |
May18 |
170911 |
474.00 |
474.75 |
467.50 |
470.00 |
-3.50 |
6,315 |
30,388 |
+629 |
Jul18 |
170911 |
487.00 |
488.00 |
480.75 |
483.50 |
-3.25 |
4,494 |
40,689 |
-50 |
Sep18 |
170911 |
501.75 |
502.00 |
496.25 |
498.75 |
-3.00 |
729 |
6,340 |
+48 |
Total Volume and Open Interest |
82,712 |
437,777 |
+828 |
Wheat(KCBT) |
Sep17 |
170911 |
409.00 |
409.25 |
409.00 |
409.25 |
-6.25 |
0 |
48 |
-190 |
Dec17 |
170911 |
441.00 |
442.75 |
433.25 |
434.75 |
-6.75 |
16,833 |
146,897 |
-606 |
Mar18 |
170911 |
459.00 |
460.25 |
451.00 |
452.25 |
-6.75 |
5,883 |
74,592 |
-46 |
May18 |
170911 |
472.75 |
473.50 |
464.25 |
465.75 |
-6.25 |
1,887 |
18,124 |
+325 |
Jul18 |
170911 |
490.25 |
490.25 |
481.50 |
482.75 |
-6.00 |
658 |
23,794 |
+187 |
Sep18 |
170911 |
506.50 |
506.50 |
501.75 |
502.50 |
-6.50 |
72 |
4,677 |
+46 |
Dec18 |
170911 |
532.75 |
532.75 |
526.00 |
527.25 |
-8.00 |
31 |
3,284 |
+8 |
Total Volume and Open Interest |
25,364 |
271,687 |
-276 |
Wheat(MGE) |
Sep17 |
170911 |
620.75 |
626.25 |
620.75 |
626.25 |
-4.00 |
9 |
45 |
-13 |
Dec17 |
170911 |
646.25 |
646.50 |
635.25 |
642.25 |
-4.50 |
5,091 |
42,882 |
-313 |
Mar18 |
170911 |
656.00 |
656.00 |
647.25 |
654.00 |
-3.00 |
1,293 |
22,263 |
-38 |
May18 |
170911 |
651.00 |
651.25 |
644.50 |
651.25 |
-3.00 |
692 |
7,471 |
+169 |
Jul18 |
170911 |
643.50 |
643.50 |
640.25 |
643.50 |
-3.00 |
345 |
3,706 |
-17 |
Sep18 |
170911 |
627.75 |
631.25 |
623.25 |
631.25 |
-2.00 |
50 |
2,176 |
+5 |
Total Volume and Open Interest |
7,508 |
79,636 |
-201 |
Oats(CBOT) |
Sep17 |
170911 |
235.50 |
235.50 |
235.50 |
235.50 |
+2.25 |
4 |
3 |
-1 |
Dec17 |
170911 |
232.75 |
234.75 |
232.00 |
234.25 |
+2.25 |
176 |
4,545 |
+2 |
Mar18 |
170911 |
241.00 |
242.75 |
240.00 |
242.00 |
+2.00 |
22 |
929 |
+3 |
May18 |
170911 |
242.50 |
242.75 |
240.50 |
241.25 |
+1.00 |
2 |
45 |
+1 |
Total Volume and Open Interest |
204 |
5,550 |
+5 |
Rough Rice(CBOT) |
Sep17 |
170911 |
12.40 |
12.40 |
12.40 |
12.40 |
-0.06 |
77 |
92 |
-80 |
Nov17 |
170911 |
12.70 |
12.72 |
12.64 |
12.65 |
-0.07 |
330 |
9,403 |
+185 |
Jan18 |
170911 |
12.94 |
12.94 |
12.89 |
12.89 |
-0.06 |
2 |
472 |
+1 |
Mar18 |
170911 |
13.05 |
13.05 |
13.05 |
13.05 |
-0.06 |
1 |
268 |
+0 |
Total Volume and Open Interest |
410 |
10,237 |
+106 |
Live Cattle(CME) |
Oct17 |
170911 |
107.500 |
107.950 |
106.830 |
107.200 |
-0.130 |
32,436 |
128,855 |
-1,453 |
Dec17 |
170911 |
113.000 |
113.600 |
112.480 |
112.885 |
+0.035 |
19,281 |
92,656 |
+3,091 |
Feb18 |
170911 |
116.650 |
117.135 |
116.285 |
116.550 |
-0.085 |
10,965 |
49,445 |
+833 |
Apr18 |
170911 |
117.650 |
118.430 |
117.450 |
118.300 |
+0.515 |
5,392 |
30,227 |
+1,310 |
Jun18 |
170911 |
110.980 |
112.000 |
110.750 |
111.885 |
+0.885 |
2,160 |
13,914 |
+421 |
Aug18 |
170911 |
109.035 |
109.850 |
108.950 |
109.730 |
+0.730 |
660 |
5,456 |
+186 |
Total Volume and Open Interest |
71,503 |
322,796 |
+4,724 |
Feeder Cattle(CME) |
Sep17 |
170911 |
148.200 |
148.700 |
147.380 |
148.450 |
+0.570 |
3,080 |
6,811 |
-666 |
Oct17 |
170911 |
148.550 |
149.700 |
148.330 |
149.350 |
+0.915 |
6,994 |
17,973 |
+287 |
Nov17 |
170911 |
148.200 |
149.580 |
148.150 |
149.300 |
+1.065 |
4,406 |
9,914 |
+54 |
Jan18 |
170911 |
145.880 |
146.880 |
145.630 |
146.580 |
+0.700 |
2,396 |
8,060 |
+210 |
Mar18 |
170911 |
144.050 |
145.130 |
143.800 |
144.850 |
+0.850 |
1,396 |
4,799 |
+221 |
Apr18 |
170911 |
143.650 |
145.285 |
143.650 |
145.035 |
+0.800 |
281 |
1,926 |
+6 |
May18 |
170911 |
144.435 |
145.330 |
143.935 |
145.080 |
+0.780 |
194 |
1,259 |
+22 |
Total Volume and Open Interest |
18,774 |
50,797 |
+153 |
Lean Hogs(CME) |
Oct17 |
170911 |
61.830 |
62.285 |
61.250 |
61.580 |
-0.570 |
27,512 |
88,248 |
-3,265 |
Dec17 |
170911 |
58.600 |
58.880 |
58.150 |
58.630 |
-0.270 |
18,222 |
74,339 |
+2,700 |
Feb18 |
170911 |
63.535 |
63.900 |
63.180 |
63.680 |
-0.070 |
7,601 |
41,475 |
-66 |
Apr18 |
170911 |
68.400 |
68.850 |
68.050 |
68.680 |
-0.020 |
1,984 |
26,135 |
+258 |
May18 |
170911 |
74.550 |
74.550 |
73.800 |
74.285 |
+0.105 |
27 |
808 |
+10 |
Jun18 |
170911 |
77.500 |
78.000 |
77.100 |
77.785 |
-0.045 |
639 |
13,663 |
+126 |
Jul18 |
170911 |
77.730 |
78.200 |
77.430 |
78.135 |
unch |
200 |
2,573 |
+79 |
Aug18 |
170911 |
77.385 |
77.850 |
77.080 |
77.600 |
+0.020 |
146 |
1,283 |
+72 |
Total Volume and Open Interest |
56,347 |
248,932 |
-74 |
Class III Milk(CME) |
Sep17 |
170911 |
16.30 |
16.32 |
16.20 |
16.22 |
-0.06 |
211 |
5,534 |
-31 |
Oct17 |
170911 |
15.93 |
16.02 |
15.78 |
15.80 |
-0.22 |
278 |
4,172 |
+33 |
Nov17 |
170911 |
15.78 |
15.86 |
15.58 |
15.60 |
-0.21 |
196 |
3,519 |
+22 |
Dec17 |
170911 |
15.70 |
15.76 |
15.50 |
15.51 |
-0.16 |
169 |
3,249 |
+62 |
Jan18 |
170911 |
15.55 |
15.55 |
15.42 |
15.42 |
-0.11 |
131 |
1,362 |
+48 |
Feb18 |
170911 |
15.62 |
15.62 |
15.49 |
15.49 |
-0.10 |
80 |
1,175 |
+56 |
Mar18 |
170911 |
15.69 |
15.69 |
15.59 |
15.61 |
-0.03 |
94 |
1,130 |
+60 |
Apr18 |
170911 |
15.67 |
15.67 |
15.62 |
15.65 |
-0.10 |
37 |
914 |
+10 |
May18 |
170911 |
15.78 |
15.83 |
15.75 |
15.76 |
-0.07 |
34 |
868 |
+15 |
Jun18 |
170911 |
15.95 |
15.95 |
15.95 |
15.95 |
-0.15 |
5 |
835 |
+4 |
Jul18 |
170911 |
16.20 |
16.20 |
16.20 |
16.20 |
-0.07 |
2 |
378 |
+2 |
Aug18 |
170911 |
16.25 |
16.25 |
16.25 |
16.25 |
-0.10 |
5 |
360 |
+5 |
Sep18 |
170911 |
16.30 |
16.30 |
16.30 |
16.30 |
-0.09 |
35 |
350 |
+25 |
Total Volume and Open Interest |
1,285 |
24,553 |
+311 |
Cocoa(ICE) |
Sep17 |
170911 |
1973 |
1973 |
1973 |
1973 |
+1 |
0 |
103 |
-14 |
Dec17 |
170911 |
1936 |
1943 |
1912 |
1934 |
+1 |
15,482 |
143,072 |
+455 |
Mar18 |
170911 |
1944 |
1949 |
1920 |
1939 |
-1 |
6,935 |
56,371 |
+3,277 |
May18 |
170911 |
1952 |
1959 |
1931 |
1949 |
-2 |
1,940 |
19,898 |
+568 |
Jul18 |
170911 |
1966 |
1971 |
1945 |
1963 |
-3 |
359 |
11,015 |
-44 |
Sep18 |
170911 |
1982 |
1986 |
1961 |
1978 |
-4 |
180 |
8,872 |
+38 |
Dec18 |
170911 |
1983 |
1996 |
1978 |
1993 |
-6 |
34 |
7,308 |
+22 |
Total Volume and Open Interest |
24,936 |
254,956 |
+4,306 |
Coffee "C"(ICE) |
Sep17 |
170911 |
129.65 |
130.60 |
128.75 |
130.60 |
+1.20 |
7 |
359 |
-4 |
Dec17 |
170911 |
130.65 |
131.95 |
129.75 |
131.85 |
+1.20 |
15,801 |
116,727 |
+524 |
Mar18 |
170911 |
134.15 |
135.50 |
133.25 |
135.35 |
+1.20 |
2,887 |
48,476 |
+580 |
May18 |
170911 |
136.45 |
137.75 |
135.60 |
137.70 |
+1.25 |
1,906 |
19,128 |
+275 |
Jul18 |
170911 |
139.00 |
140.05 |
138.00 |
140.00 |
+1.20 |
1,437 |
10,091 |
+331 |
Sep18 |
170911 |
141.20 |
142.30 |
140.20 |
142.25 |
+1.20 |
878 |
6,517 |
-212 |
Total Volume and Open Interest |
23,071 |
208,207 |
+1,575 |
Orange Juice(ICE) |
Sep17 |
170911 |
154.10 |
154.10 |
154.10 |
154.10 |
-0.40 |
41 |
70 |
-39 |
Nov17 |
170911 |
153.70 |
158.25 |
145.10 |
151.45 |
-2.55 |
2,514 |
7,351 |
+336 |
Jan18 |
170911 |
153.25 |
155.00 |
144.50 |
148.75 |
-2.50 |
193 |
1,411 |
-41 |
Mar18 |
170911 |
154.50 |
154.50 |
144.50 |
148.60 |
-2.65 |
64 |
710 |
+37 |
May18 |
170911 |
153.35 |
153.50 |
145.70 |
149.80 |
-2.70 |
5 |
231 |
-3 |
Jul18 |
170911 |
151.35 |
151.35 |
151.35 |
151.35 |
-2.60 |
0 |
46 |
+0 |
Total Volume and Open Interest |
2,817 |
9,845 |
+290 |
Sugar #11(ICE) |
Oct17 |
170911 |
14.09 |
14.36 |
13.80 |
14.29 |
+0.20 |
65,971 |
328,067 |
-10,645 |
Mar18 |
170911 |
14.64 |
14.89 |
14.36 |
14.84 |
+0.20 |
39,459 |
262,352 |
+5,358 |
May18 |
170911 |
14.79 |
14.99 |
14.51 |
14.95 |
+0.16 |
10,722 |
91,967 |
+2,636 |
Jul18 |
170911 |
15.02 |
15.20 |
14.77 |
15.14 |
+0.12 |
4,777 |
58,035 |
+612 |
Oct18 |
170911 |
15.30 |
15.57 |
15.19 |
15.46 |
+0.04 |
5,619 |
42,139 |
+954 |
Mar19 |
170911 |
15.96 |
16.12 |
15.89 |
16.01 |
unch |
703 |
21,704 |
+60 |
May19 |
170911 |
16.08 |
16.10 |
16.01 |
16.01 |
unch |
62 |
4,219 |
-19 |
Jul19 |
170911 |
16.09 |
16.10 |
16.01 |
16.01 |
+0.01 |
61 |
4,901 |
-8 |
Total Volume and Open Interest |
127,441 |
820,539 |
-990 |
London Cocoa(LCE) |
Sep17 |
170911 |
1441 |
1442 |
1414 |
1427 |
-9 |
5,394 |
24,206 |
-2,134 |
Dec17 |
170911 |
1479 |
1488 |
1460 |
1476 |
-1 |
12,803 |
97,813 |
-442 |
Mar18 |
170911 |
1501 |
1510 |
1484 |
1500 |
unch |
3,267 |
59,733 |
+95 |
May18 |
170911 |
1521 |
1523 |
1498 |
1514 |
unch |
2,162 |
20,181 |
+212 |
Jul18 |
170911 |
1534 |
1537 |
1513 |
1527 |
unch |
994 |
21,336 |
-45 |
Sep18 |
170911 |
1547 |
1550 |
1525 |
1540 |
unch |
1,224 |
15,831 |
+338 |
Dec18 |
170911 |
1545 |
1559 |
1543 |
1557 |
unch |
306 |
9,274 |
+155 |
Total Volume and Open Interest |
26,316 |
249,557 |
-1,860 |
London Sugar(LCE) |
Dec17 |
170911 |
373.40 |
380.30 |
372.80 |
378.30 |
+2.60 |
4,936 |
30,881 |
+1,053 |
Mar18 |
170911 |
384.00 |
390.00 |
382.60 |
388.10 |
+2.80 |
1,009 |
16,259 |
+218 |
May18 |
170911 |
392.20 |
398.50 |
391.70 |
397.00 |
+2.70 |
157 |
5,982 |
+61 |
Aug18 |
170911 |
401.40 |
405.90 |
399.80 |
404.40 |
+2.50 |
51 |
5,323 |
+13 |
Oct18 |
170911 |
404.70 |
408.00 |
404.70 |
408.00 |
+1.90 |
41 |
1,801 |
+38 |
Total Volume and Open Interest |
15,417 |
86,757 |
-1,297 |
Cotton(ICE) |
Oct17 |
170911 |
75.57 |
75.57 |
72.59 |
73.71 |
-1.88 |
19 |
195 |
+5 |
Dec17 |
170911 |
75.37 |
75.45 |
71.59 |
72.11 |
-2.48 |
18,951 |
146,940 |
+1,521 |
Mar18 |
170911 |
73.40 |
74.20 |
70.50 |
71.47 |
-1.94 |
5,883 |
66,831 |
+1,371 |
May18 |
170911 |
74.25 |
74.27 |
71.10 |
71.76 |
-1.91 |
742 |
7,362 |
+103 |
Jul18 |
170911 |
74.50 |
74.50 |
71.26 |
71.90 |
-1.99 |
423 |
5,244 |
-65 |
Oct18 |
170911 |
69.68 |
69.68 |
69.68 |
69.68 |
-1.82 |
0 |
1 |
+0 |
Total Volume and Open Interest |
26,293 |
241,118 |
+3,134 |
Lumber(CME) |
Sep17 |
170911 |
393.5 |
394.0 |
386.1 |
391.8 |
-7.7 |
193 |
338 |
-59 |
Nov17 |
170911 |
380.9 |
382.8 |
378.1 |
378.1 |
-10.0 |
608 |
4,069 |
+163 |
Jan18 |
170911 |
390.5 |
390.5 |
387.0 |
387.0 |
-10.0 |
161 |
746 |
+36 |
Mar18 |
170911 |
385.0 |
385.0 |
385.0 |
385.0 |
-5.0 |
7 |
117 |
+6 |
Total Volume and Open Interest |
970 |
5,279 |
+147 |
Crude Oil(NYM) |
Oct17 |
170911 |
47.58 |
48.27 |
47.00 |
48.07 |
+0.59 |
702,514 |
421,000 |
-32,038 |
Nov17 |
170911 |
48.15 |
48.78 |
47.59 |
48.62 |
+0.56 |
255,410 |
298,449 |
+5,024 |
Dec17 |
170911 |
48.65 |
49.20 |
48.09 |
49.07 |
+0.51 |
156,242 |
333,109 |
+1,225 |
Jan18 |
170911 |
49.00 |
49.53 |
48.51 |
49.42 |
+0.47 |
68,786 |
195,348 |
+276 |
Feb18 |
170911 |
49.46 |
49.77 |
48.83 |
49.69 |
+0.44 |
39,539 |
72,380 |
-782 |
Mar18 |
170911 |
49.49 |
49.93 |
49.03 |
49.88 |
+0.42 |
41,402 |
140,609 |
+5,307 |
Apr18 |
170911 |
49.75 |
50.04 |
49.19 |
50.02 |
+0.42 |
14,678 |
45,040 |
-2,014 |
May18 |
170911 |
49.78 |
50.12 |
49.35 |
50.12 |
+0.42 |
7,345 |
44,396 |
+928 |
Jun18 |
170911 |
49.91 |
50.19 |
49.36 |
50.18 |
+0.41 |
37,128 |
166,910 |
-172 |
Jul18 |
170911 |
50.13 |
50.22 |
49.55 |
50.21 |
+0.40 |
3,683 |
36,090 |
+183 |
Aug18 |
170911 |
50.14 |
50.23 |
49.59 |
50.23 |
+0.38 |
4,470 |
27,439 |
+1,731 |
Sep18 |
170911 |
50.09 |
50.26 |
49.52 |
50.26 |
+0.37 |
7,858 |
55,917 |
+1,039 |
Oct18 |
170911 |
49.77 |
50.29 |
49.77 |
50.29 |
+0.35 |
4,459 |
23,892 |
-1,278 |
Nov18 |
170911 |
50.32 |
50.32 |
50.32 |
50.32 |
+0.34 |
2,166 |
25,602 |
+471 |
Dec18 |
170911 |
50.16 |
50.38 |
49.62 |
50.35 |
+0.32 |
45,305 |
201,591 |
+4,720 |
Jan19 |
170911 |
49.86 |
50.35 |
49.85 |
50.35 |
+0.31 |
2,076 |
24,470 |
+739 |
Total Volume and Open Interest |
1,409,251 |
2,314,727 |
-11,321 |
e-miNY Crude Oil(NYM) |
Oct17 |
170911 |
47.575 |
48.275 |
47.000 |
48.075 |
+0.600 |
12,158 |
5,093 |
+155 |
Nov17 |
170911 |
48.200 |
48.775 |
47.600 |
48.625 |
+0.575 |
291 |
651 |
+47 |
Dec17 |
170911 |
48.600 |
49.150 |
48.075 |
49.075 |
+0.525 |
90 |
648 |
+1 |
Jan18 |
170911 |
48.825 |
49.425 |
48.700 |
49.425 |
+0.475 |
13 |
692 |
-11 |
Feb18 |
170911 |
49.875 |
49.975 |
48.975 |
49.700 |
+0.450 |
13 |
447 |
-13 |
Mar18 |
170911 |
49.475 |
50.175 |
49.475 |
49.875 |
+0.425 |
5 |
11 |
-4 |
Apr18 |
170911 |
50.025 |
50.025 |
50.025 |
50.025 |
+0.425 |
4 |
46 |
-4 |
May18 |
170911 |
50.125 |
50.125 |
50.125 |
50.125 |
+0.425 |
7 |
89 |
+2 |
Jun18 |
170911 |
50.125 |
50.175 |
50.125 |
50.175 |
+0.400 |
8 |
7 |
+2 |
Jul18 |
170911 |
50.200 |
50.200 |
50.200 |
50.200 |
+0.400 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,590 |
7,812 |
+176 |
NY Harbor ULSD(NYM) |
Oct17 |
170911 |
176.74 |
176.93 |
172.27 |
174.27 |
-2.30 |
67,884 |
99,490 |
-1,443 |
Nov17 |
170911 |
175.45 |
175.60 |
171.21 |
173.34 |
-1.78 |
38,005 |
81,063 |
+1,699 |
Dec17 |
170911 |
174.14 |
174.40 |
170.24 |
172.45 |
-1.31 |
40,525 |
67,423 |
+2,221 |
Jan18 |
170911 |
173.18 |
173.18 |
169.45 |
171.77 |
-0.93 |
19,866 |
46,563 |
+3,409 |
Feb18 |
170911 |
171.66 |
171.66 |
168.24 |
170.57 |
-0.61 |
11,679 |
20,156 |
+1,171 |
Mar18 |
170911 |
169.51 |
170.03 |
166.84 |
169.17 |
-0.34 |
11,974 |
27,565 |
+1,986 |
Apr18 |
170911 |
167.84 |
167.84 |
165.16 |
167.47 |
-0.17 |
3,600 |
13,356 |
+630 |
May18 |
170911 |
165.12 |
166.58 |
164.20 |
166.47 |
-0.04 |
2,210 |
10,092 |
+620 |
Jun18 |
170911 |
164.91 |
165.99 |
163.43 |
165.87 |
+0.08 |
3,449 |
23,517 |
+14 |
Jul18 |
170911 |
164.28 |
165.95 |
163.80 |
165.92 |
+0.15 |
532 |
2,433 |
+21 |
Aug18 |
170911 |
166.05 |
166.21 |
166.05 |
166.21 |
+0.18 |
954 |
2,363 |
+31 |
Sep18 |
170911 |
166.53 |
166.72 |
166.53 |
166.72 |
+0.19 |
964 |
2,578 |
+425 |
Oct18 |
170911 |
166.41 |
167.31 |
166.41 |
167.31 |
+0.21 |
136 |
1,035 |
-10 |
Nov18 |
170911 |
167.00 |
167.93 |
167.00 |
167.93 |
+0.19 |
133 |
1,958 |
-1 |
Total Volume and Open Interest |
203,193 |
428,727 |
+10,950 |
RBOB Gasoline(NYM) |
Oct17 |
170911 |
164.97 |
165.81 |
160.06 |
163.45 |
-1.31 |
94,429 |
109,744 |
-6,208 |
Nov17 |
170911 |
158.07 |
158.99 |
154.80 |
158.10 |
+0.05 |
72,342 |
96,827 |
-491 |
Dec17 |
170911 |
154.19 |
154.55 |
151.04 |
154.17 |
+0.49 |
37,675 |
61,751 |
+620 |
Jan18 |
170911 |
152.60 |
152.93 |
149.70 |
152.74 |
+0.48 |
11,656 |
43,082 |
-61 |
Feb18 |
170911 |
153.01 |
153.27 |
150.40 |
153.20 |
+0.51 |
3,944 |
13,286 |
-4 |
Mar18 |
170911 |
154.66 |
154.66 |
151.83 |
154.55 |
+0.52 |
2,297 |
25,492 |
+83 |
Apr18 |
170911 |
171.57 |
171.86 |
169.12 |
171.81 |
+0.63 |
1,423 |
15,203 |
+201 |
May18 |
170911 |
170.32 |
172.22 |
169.35 |
172.22 |
+0.74 |
1,148 |
6,207 |
+38 |
Jun18 |
170911 |
169.31 |
171.36 |
168.45 |
171.35 |
+0.79 |
1,117 |
9,905 |
-175 |
Jul18 |
170911 |
169.55 |
169.73 |
169.55 |
169.73 |
+0.88 |
495 |
2,551 |
+31 |
Total Volume and Open Interest |
227,632 |
399,173 |
-5,556 |
e-miNY RBOB Gasoline(NYM) |
Oct17 |
170911 |
163.50 |
163.50 |
163.45 |
163.50 |
-1.26 |
0 |
1 |
+0 |
Nov17 |
170911 |
158.10 |
158.10 |
158.10 |
158.10 |
+0.05 |
|
|
|
Dec17 |
170911 |
154.20 |
154.20 |
154.17 |
154.20 |
+0.52 |
|
|
|
Jan18 |
170911 |
152.70 |
152.74 |
152.70 |
152.70 |
+0.44 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Oct17 |
170911 |
2.910 |
2.953 |
2.899 |
2.950 |
+0.060 |
137,126 |
263,510 |
-9,225 |
Nov17 |
170911 |
2.984 |
3.022 |
2.972 |
3.019 |
+0.054 |
46,539 |
165,443 |
+6,626 |
Dec17 |
170911 |
3.140 |
3.180 |
3.128 |
3.178 |
+0.055 |
25,513 |
102,805 |
+1,889 |
Jan18 |
170911 |
3.249 |
3.291 |
3.238 |
3.289 |
+0.059 |
32,857 |
143,845 |
+128 |
Feb18 |
170911 |
3.253 |
3.294 |
3.241 |
3.293 |
+0.059 |
11,883 |
76,816 |
+2,178 |
Mar18 |
170911 |
3.218 |
3.253 |
3.200 |
3.251 |
+0.057 |
17,897 |
105,121 |
-997 |
Apr18 |
170911 |
2.915 |
2.938 |
2.914 |
2.937 |
+0.036 |
15,176 |
123,979 |
+613 |
May18 |
170911 |
2.880 |
2.908 |
2.880 |
2.908 |
+0.035 |
5,564 |
53,443 |
+715 |
Jun18 |
170911 |
2.915 |
2.935 |
2.915 |
2.935 |
+0.035 |
3,274 |
28,459 |
+832 |
Jul18 |
170911 |
2.941 |
2.961 |
2.941 |
2.961 |
+0.035 |
2,160 |
26,693 |
-631 |
Aug18 |
170911 |
2.948 |
2.964 |
2.946 |
2.964 |
+0.034 |
3,120 |
27,402 |
+742 |
Sep18 |
170911 |
2.925 |
2.941 |
2.922 |
2.941 |
+0.034 |
1,607 |
22,803 |
+407 |
Oct18 |
170911 |
2.947 |
2.960 |
2.945 |
2.960 |
+0.034 |
3,349 |
53,790 |
-184 |
Nov18 |
170911 |
2.995 |
3.009 |
2.995 |
3.009 |
+0.032 |
1,320 |
23,268 |
+444 |
Dec18 |
170911 |
3.127 |
3.139 |
3.124 |
3.139 |
+0.031 |
1,579 |
25,384 |
+601 |
Jan19 |
170911 |
3.211 |
3.222 |
3.208 |
3.222 |
+0.030 |
2,173 |
13,254 |
+730 |
Total Volume and Open Interest |
317,269 |
1,312,069 |
+7,222 |
Brent Crude Oil(ICE) |
Nov17 |
170911 |
53.82 |
54.14 |
53.04 |
53.84 |
+0.06 |
306,718 |
495,289 |
-13,616 |
Dec17 |
170911 |
53.64 |
53.93 |
52.87 |
53.69 |
+0.11 |
259,798 |
466,495 |
+7,543 |
Jan18 |
170911 |
53.55 |
53.81 |
52.81 |
53.64 |
+0.17 |
112,001 |
191,927 |
+12,336 |
Feb18 |
170911 |
53.47 |
53.78 |
52.84 |
53.67 |
+0.22 |
53,187 |
116,352 |
+9,814 |
Mar18 |
170911 |
53.53 |
53.78 |
52.86 |
53.72 |
+0.25 |
46,410 |
130,093 |
+6,080 |
Apr18 |
170911 |
53.50 |
53.81 |
52.90 |
53.76 |
+0.26 |
13,792 |
40,158 |
+193 |
May18 |
170911 |
53.59 |
53.84 |
53.00 |
53.81 |
+0.27 |
8,718 |
41,306 |
+1,015 |
Jun18 |
170911 |
53.74 |
53.91 |
53.04 |
53.86 |
+0.27 |
38,637 |
138,548 |
+4,558 |
Jul18 |
170911 |
53.88 |
53.93 |
53.13 |
53.93 |
+0.28 |
4,043 |
29,279 |
+876 |
Aug18 |
170911 |
53.97 |
53.97 |
53.97 |
53.97 |
+0.27 |
1,019 |
21,981 |
+107 |
Sep18 |
170911 |
53.70 |
53.98 |
53.67 |
53.98 |
+0.26 |
3,699 |
42,394 |
+306 |
Oct18 |
170911 |
54.01 |
54.01 |
54.01 |
54.01 |
+0.26 |
544 |
20,948 |
-45 |
Nov18 |
170911 |
54.05 |
54.05 |
54.05 |
54.05 |
+0.26 |
434 |
18,510 |
+100 |
Dec18 |
170911 |
54.02 |
54.12 |
53.27 |
54.07 |
+0.25 |
39,992 |
186,039 |
-92 |
Total Volume and Open Interest |
906,341 |
2,312,437 |
+32,112 |
Gas Oil(ICE) |
Sep17 |
170911 |
532.50 |
532.50 |
514.25 |
520.25 |
-7.25 |
30,150 |
60,269 |
-11,939 |
Oct17 |
170911 |
525.75 |
525.75 |
511.00 |
516.75 |
-7.25 |
111,089 |
239,942 |
+4,820 |
Nov17 |
170911 |
515.75 |
516.00 |
503.75 |
509.00 |
-6.50 |
47,993 |
99,506 |
+1,061 |
Dec17 |
170911 |
506.75 |
507.00 |
495.75 |
500.75 |
-5.75 |
87,047 |
134,562 |
+730 |
Jan18 |
170911 |
502.50 |
502.75 |
492.75 |
497.25 |
-5.25 |
18,016 |
51,766 |
+404 |
Feb18 |
170911 |
500.00 |
500.00 |
490.75 |
495.25 |
-5.00 |
8,670 |
37,873 |
-514 |
Mar18 |
170911 |
497.25 |
497.25 |
488.50 |
492.75 |
-4.75 |
9,407 |
37,402 |
+1,052 |
Apr18 |
170911 |
494.75 |
494.75 |
486.25 |
490.50 |
-4.50 |
2,751 |
18,418 |
+821 |
May18 |
170911 |
490.00 |
492.00 |
484.50 |
488.75 |
-4.00 |
3,488 |
14,275 |
+1,262 |
Jun18 |
170911 |
491.00 |
491.00 |
483.25 |
487.25 |
-3.75 |
10,817 |
41,783 |
+1,002 |
Total Volume and Open Interest |
347,512 |
940,526 |
-1,062 |
Ethanol(CBOT) |
Oct17 |
170911 |
1.533 |
1.545 |
1.527 |
1.544 |
+0.009 |
153 |
942 |
+10 |
Nov17 |
170911 |
1.489 |
1.500 |
1.483 |
1.500 |
+0.015 |
29 |
379 |
+13 |
Dec17 |
170911 |
1.465 |
1.474 |
1.465 |
1.474 |
+0.012 |
2 |
260 |
+0 |
Jan18 |
170911 |
1.451 |
1.451 |
1.451 |
1.451 |
+0.012 |
0 |
26 |
+0 |
Feb18 |
170911 |
1.463 |
1.463 |
1.463 |
1.463 |
+0.012 |
1 |
16 |
+0 |
Mar18 |
170911 |
1.490 |
1.490 |
1.490 |
1.490 |
+0.009 |
1 |
4 |
-1 |
Apr18 |
170911 |
1.515 |
1.515 |
1.515 |
1.515 |
+0.009 |
0 |
7 |
+0 |
May18 |
170911 |
1.515 |
1.515 |
1.515 |
1.515 |
+0.009 |
|
|
|
Total Volume and Open Interest |
186 |
1,636 |
+22 |
WTI Crude Oil(ICE) |
Oct17 |
170911 |
47.62 |
48.27 |
47.01 |
48.07 |
+0.59 |
45,294 |
68,607 |
-2,442 |
Nov17 |
170911 |
48.16 |
48.76 |
47.60 |
48.62 |
+0.56 |
58,226 |
68,054 |
+1,183 |
Dec17 |
170911 |
48.64 |
49.20 |
48.11 |
49.07 |
+0.51 |
49,814 |
102,226 |
-1,469 |
Jan18 |
170911 |
49.32 |
49.50 |
48.54 |
49.42 |
+0.47 |
22,832 |
29,162 |
+1,109 |
Feb18 |
170911 |
49.43 |
49.72 |
48.83 |
49.69 |
+0.44 |
8,161 |
15,125 |
+1,338 |
Mar18 |
170911 |
49.82 |
49.88 |
49.09 |
49.88 |
+0.42 |
7,001 |
18,502 |
+1,125 |
Apr18 |
170911 |
49.95 |
50.02 |
49.26 |
50.02 |
+0.42 |
1,225 |
4,044 |
-176 |
May18 |
170911 |
50.04 |
50.12 |
49.38 |
50.12 |
+0.42 |
398 |
6,858 |
-19 |
Jun18 |
170911 |
50.03 |
50.18 |
49.40 |
50.18 |
+0.41 |
8,010 |
55,479 |
+931 |
Jul18 |
170911 |
50.21 |
50.21 |
50.21 |
50.21 |
+0.40 |
585 |
6,756 |
+378 |
Aug18 |
170911 |
50.23 |
50.23 |
50.23 |
50.23 |
+0.38 |
578 |
3,498 |
+439 |
Sep18 |
170911 |
50.26 |
50.26 |
50.26 |
50.26 |
+0.37 |
929 |
7,303 |
+285 |
Oct18 |
170911 |
50.29 |
50.29 |
50.29 |
50.29 |
+0.35 |
112 |
1,631 |
+71 |
Nov18 |
170911 |
50.32 |
50.32 |
50.32 |
50.32 |
+0.34 |
69 |
6,214 |
+0 |
Dec18 |
170911 |
50.02 |
50.35 |
49.63 |
50.35 |
+0.32 |
8,198 |
121,980 |
+656 |
Jan19 |
170911 |
50.35 |
50.35 |
50.35 |
50.35 |
+0.31 |
118 |
1,507 |
+0 |
Total Volume and Open Interest |
213,280 |
584,596 |
+3,506 |
US Dollar Index(ICE) |
Sep17 |
170911 |
91.390 |
91.965 |
91.390 |
91.853 |
+0.528 |
58,701 |
46,598 |
-1,457 |
Dec17 |
170911 |
91.190 |
91.735 |
91.165 |
91.618 |
+0.512 |
5,787 |
6,720 |
+269 |
Mar18 |
170911 |
91.070 |
91.440 |
90.940 |
91.382 |
+0.512 |
62 |
660 |
+11 |
Total Volume and Open Interest |
64,554 |
54,325 |
-1,174 |
Australian Dollar(CME) |
Sep17 |
170911 |
80.55 |
80.60 |
80.18 |
80.30 |
-0.31 |
115,919 |
154,637 |
-1,137 |
Dec17 |
170911 |
80.48 |
80.49 |
80.09 |
80.21 |
-0.31 |
8,810 |
16,701 |
+5,656 |
Mar18 |
170911 |
80.30 |
80.30 |
80.00 |
80.12 |
-0.30 |
1 |
220 |
+0 |
Total Volume and Open Interest |
125,045 |
172,290 |
+4,620 |
British Pound(CME) |
Sep17 |
170911 |
131.95 |
132.26 |
131.63 |
131.77 |
-0.26 |
114,968 |
200,957 |
+31 |
Dec17 |
170911 |
132.34 |
132.62 |
132.00 |
132.14 |
-0.26 |
3,446 |
15,507 |
+1,381 |
Mar18 |
170911 |
132.65 |
132.98 |
132.55 |
132.55 |
-0.26 |
0 |
343 |
+0 |
Total Volume and Open Interest |
118,977 |
217,750 |
+1,569 |
Canadian Dollar(CME) |
Sep17 |
170911 |
82.31 |
82.67 |
82.17 |
82.57 |
+0.22 |
105,914 |
189,928 |
-5,445 |
Dec17 |
170911 |
82.32 |
82.69 |
82.19 |
82.60 |
+0.23 |
7,618 |
15,546 |
+2,331 |
Mar18 |
170911 |
82.38 |
82.66 |
82.37 |
82.58 |
+0.22 |
46 |
807 |
+33 |
Jun18 |
170911 |
82.59 |
82.59 |
82.42 |
82.55 |
+0.23 |
35 |
233 |
+19 |
Total Volume and Open Interest |
113,988 |
207,824 |
-3,124 |
Japanese Yen(CME) |
Sep17 |
170911 |
92.43 |
92.48 |
91.34 |
91.48 |
-1.31 |
229,295 |
197,665 |
+1,814 |
Dec17 |
170911 |
92.82 |
92.86 |
91.73 |
91.86 |
-1.32 |
8,276 |
13,263 |
+3,785 |
Mar18 |
170911 |
93.11 |
93.11 |
92.31 |
92.31 |
-1.33 |
47 |
719 |
+29 |
Total Volume and Open Interest |
238,301 |
212,618 |
+5,860 |
Swiss Franc(CME) |
Sep17 |
170911 |
105.70 |
105.71 |
104.55 |
104.83 |
-1.04 |
43,180 |
41,158 |
+1,502 |
Dec17 |
170911 |
106.34 |
106.34 |
105.17 |
105.44 |
-1.04 |
1,911 |
2,009 |
+142 |
Mar18 |
170911 |
105.94 |
106.13 |
105.94 |
106.13 |
-1.05 |
4 |
46 |
+3 |
Total Volume and Open Interest |
45,095 |
43,234 |
+1,647 |
EuroFX(CME) |
Sep17 |
170911 |
120.29 |
120.34 |
119.51 |
119.67 |
-0.66 |
382,340 |
414,297 |
-27,420 |
Dec17 |
170911 |
120.82 |
120.92 |
120.09 |
120.25 |
-0.65 |
59,578 |
56,991 |
+39,017 |
Mar18 |
170911 |
121.39 |
121.50 |
120.73 |
120.87 |
-0.66 |
466 |
1,698 |
+109 |
Total Volume and Open Interest |
444,874 |
476,125 |
+11,982 |
Mexican Peso(CME) |
Sep17 |
170911 |
563.50 |
566.63 |
563.00 |
565.25 |
+1.00 |
48,416 |
203,213 |
-9,984 |
Oct17 |
170911 |
562.38 |
563.38 |
562.38 |
562.88 |
+1.13 |
5 |
29 |
+5 |
Total Volume and Open Interest |
62,675 |
235,355 |
-4,094 |
Brazilian Real(CME) |
Oct17 |
170911 |
322.35 |
324.45 |
321.05 |
321.85 |
-0.85 |
328 |
24,212 |
+182 |
Nov17 |
170911 |
322.45 |
322.45 |
320.60 |
320.60 |
-0.85 |
0 |
67 |
+0 |
Dec17 |
170911 |
321.30 |
323.40 |
319.40 |
319.40 |
-0.80 |
1 |
5,191 |
+1 |
Jan18 |
170911 |
318.15 |
318.15 |
318.15 |
318.15 |
-0.85 |
0 |
312 |
+0 |
Total Volume and Open Interest |
329 |
30,082 |
+183 |
30-Year T-Bonds(CBOT) |
Sep17 |
170911 |
158~040 |
158~050 |
157~030 |
157~090 |
-1~090 |
7,435 |
22,230 |
-3,379 |
Dec17 |
170911 |
156~250 |
156~290 |
155~230 |
156~000 |
-1~090 |
285,318 |
722,794 |
-1,607 |
Mar18 |
170911 |
155~020 |
155~020 |
155~020 |
155~020 |
-1~090 |
0 |
2 |
+0 |
Total Volume and Open Interest |
292,753 |
745,026 |
-4,986 |
10-Year T-Notes(CBOT) |
Sep17 |
170911 |
127~165 |
127~175 |
127~045 |
127~080 |
-0~160 |
29,746 |
94,238 |
-12,465 |
Dec17 |
170911 |
127~090 |
127~100 |
126~280 |
127~000 |
-0~160 |
1,554,856 |
3,243,424 |
-63,352 |
Mar18 |
170911 |
126~220 |
126~220 |
126~220 |
126~220 |
-0~160 |
|
|
|
Total Volume and Open Interest |
1,584,602 |
3,337,662 |
-75,817 |
5-Year T-Notes(CBOT) |
Sep17 |
170911 |
118~284 |
119~000 |
118~244 |
118~264 |
-0~084 |
24,874 |
48,676 |
-13,219 |
Dec17 |
170911 |
118~194 |
118~240 |
118~152 |
118~174 |
-0~092 |
802,323 |
3,127,798 |
-18,169 |
Mar18 |
170911 |
118~096 |
118~096 |
118~096 |
118~096 |
-0~092 |
|
|
|
Total Volume and Open Interest |
827,197 |
3,176,474 |
-31,388 |
2 Year T-Notes(CBOT) |
Sep17 |
170911 |
108~120 |
108~122 |
108~094 |
108~102 |
-0~026 |
11,143 |
24,434 |
-4,144 |
Dec17 |
170911 |
108~084 |
108~086 |
108~052 |
108~060 |
-0~030 |
335,829 |
1,490,830 |
+12,634 |
Mar18 |
170911 |
108~042 |
108~042 |
108~042 |
108~042 |
-0~030 |
|
|
|
Total Volume and Open Interest |
346,972 |
1,515,264 |
+8,490 |
Eurodollars(CME) |
Sep17 |
170911 |
98.698 |
98.698 |
98.683 |
98.685 |
-0.013 |
205,005 |
1,319,650 |
-10,476 |
Dec17 |
170911 |
98.620 |
98.625 |
98.595 |
98.600 |
-0.030 |
323,481 |
2,074,692 |
+608 |
Mar18 |
170911 |
98.570 |
98.570 |
98.530 |
98.540 |
-0.035 |
200,734 |
1,229,155 |
+16,557 |
Jun18 |
170911 |
98.525 |
98.525 |
98.480 |
98.490 |
-0.040 |
181,048 |
1,155,111 |
+867 |
Sep18 |
170911 |
98.475 |
98.475 |
98.430 |
98.440 |
-0.045 |
167,469 |
1,076,280 |
-3,831 |
Dec18 |
170911 |
98.405 |
98.410 |
98.355 |
98.365 |
-0.050 |
270,838 |
1,634,155 |
+6,196 |
Mar19 |
170911 |
98.365 |
98.370 |
98.320 |
98.330 |
-0.055 |
176,388 |
1,034,251 |
-1,435 |
Jun19 |
170911 |
98.335 |
98.335 |
98.285 |
98.295 |
-0.055 |
147,780 |
780,077 |
-1,602 |
Sep19 |
170911 |
98.300 |
98.300 |
98.250 |
98.260 |
-0.055 |
120,174 |
776,706 |
+12,111 |
Dec19 |
170911 |
98.240 |
98.245 |
98.185 |
98.200 |
-0.060 |
164,469 |
843,049 |
-8,621 |
Mar20 |
170911 |
98.210 |
98.215 |
98.155 |
98.165 |
-0.065 |
101,710 |
465,442 |
+1,474 |
Jun20 |
170911 |
98.180 |
98.180 |
98.120 |
98.130 |
-0.070 |
90,415 |
377,219 |
+3,434 |
Sep20 |
170911 |
98.130 |
98.140 |
98.080 |
98.095 |
-0.065 |
59,115 |
268,059 |
+6,855 |
Dec20 |
170911 |
98.080 |
98.085 |
98.030 |
98.040 |
-0.070 |
64,913 |
321,495 |
-1,004 |
Mar21 |
170911 |
98.055 |
98.055 |
97.995 |
98.005 |
-0.070 |
39,288 |
215,528 |
+8,492 |
Jun21 |
170911 |
98.000 |
98.005 |
97.950 |
97.965 |
-0.070 |
35,082 |
145,608 |
+678 |
Sep21 |
170911 |
97.950 |
97.960 |
97.910 |
97.920 |
-0.070 |
35,792 |
109,957 |
-340 |
Dec21 |
170911 |
97.900 |
97.910 |
97.855 |
97.870 |
-0.065 |
28,855 |
119,439 |
-424 |
Total Volume and Open Interest |
2,482,928 |
14,231,957 |
+33,201 |
Ultra T-Bond(CBOT) |
Sep17 |
170911 |
170~19 |
170~23 |
169~16 |
169~21 |
-1~24 |
14,341 |
18,468 |
-8,581 |
Dec17 |
170911 |
169~28 |
170~01 |
168~09 |
168~21 |
-1~24 |
118,491 |
843,485 |
+38 |
Mar18 |
170911 |
167~21 |
167~21 |
167~21 |
167~21 |
-1~24 |
|
|
|
Total Volume and Open Interest |
132,832 |
861,953 |
-8,543 |
Ultra 10-Yr T-Note(CBOT) |
Sep17 |
170911 |
137~140 |
137~205 |
137~030 |
137~060 |
-0~230 |
3,336 |
2,650 |
-1,208 |
Dec17 |
170911 |
137~020 |
137~035 |
136~140 |
136~190 |
-0~240 |
148,486 |
438,505 |
+7,206 |
Mar18 |
170911 |
136~190 |
136~190 |
136~190 |
136~190 |
-0~240 |
|
|
|
Total Volume and Open Interest |
151,822 |
441,155 |
+5,998 |
30 Day Federal Funds(CBOT) |
Sep17 |
170911 |
98.848 |
98.848 |
98.845 |
98.845 |
unch |
856 |
89,098 |
-241 |
Oct17 |
170911 |
98.850 |
98.850 |
98.845 |
98.845 |
unch |
8,127 |
280,971 |
-96 |
Nov17 |
170911 |
98.845 |
98.845 |
98.840 |
98.845 |
unch |
20,910 |
215,003 |
+4,548 |
Dec17 |
170911 |
98.810 |
98.810 |
98.795 |
98.800 |
-0.015 |
15,558 |
90,513 |
+2,154 |
Jan18 |
170911 |
98.785 |
98.785 |
98.755 |
98.760 |
-0.025 |
92,689 |
362,682 |
+1,701 |
Feb18 |
170911 |
98.765 |
98.770 |
98.750 |
98.755 |
-0.025 |
48,586 |
167,140 |
-1,254 |
Total Volume and Open Interest |
245,002 |
1,711,993 |
+20,843 |
Japanese Govt Bonds(SGX) |
Dec17 |
170907 |
151.08 |
151.10 |
150.93 |
151.10 |
+0.02 |
929 |
3,360 |
+564 |
Mar18 |
170907 |
151.10 |
151.10 |
151.10 |
151.10 |
+0.02 |
|
|
|
Jun18 |
170907 |
151.10 |
151.10 |
151.10 |
151.10 |
+0.02 |
|
|
|
Total Volume and Open Interest |
2,252 |
19,285 |
-1,890 |
Euro-Buxl(EUREX) |
Dec17 |
170911 |
167.08 |
167.08 |
166.42 |
166.76 |
-0.50 |
61,013 |
0 |
-218,826 |
Mar18 |
170911 |
164.88 |
164.88 |
164.88 |
164.88 |
-0.52 |
|
|
|
Jun18 |
170911 |
164.88 |
164.88 |
164.88 |
164.88 |
-0.52 |
|
|
|
Total Volume and Open Interest |
66,536 |
196,762 |
|
Euro-Bund(EUREX) |
Dec17 |
170911 |
162.85 |
162.89 |
162.64 |
162.77 |
-0.19 |
879,379 |
0 |
-1,997,393 |
Mar18 |
170911 |
162.32 |
162.34 |
162.31 |
162.32 |
-0.19 |
196 |
0 |
-246 |
Jun18 |
170911 |
162.32 |
162.32 |
162.32 |
162.32 |
-0.19 |
|
|
|
Total Volume and Open Interest |
908,610 |
1,695,723 |
|
Euro-Bobl(EUREX) |
Dec17 |
170911 |
131.78 |
131.83 |
131.74 |
131.79 |
-0.04 |
514,017 |
0 |
-1,532,046 |
Mar18 |
170911 |
132.25 |
132.33 |
132.25 |
132.33 |
-0.04 |
|
|
|
Jun18 |
170911 |
132.33 |
132.33 |
132.33 |
132.33 |
-0.04 |
|
|
|
Total Volume and Open Interest |
540,629 |
1,356,752 |
|
Euro-Schatz(EUREX) |
Dec17 |
170911 |
112.25 |
112.25 |
112.23 |
112.25 |
unch |
273,731 |
0 |
-1,355,558 |
Mar18 |
170911 |
112.17 |
112.17 |
112.17 |
112.17 |
unch |
|
|
|
Jun18 |
170911 |
112.17 |
112.17 |
112.17 |
112.17 |
unch |
|
|
|
Total Volume and Open Interest |
299,166 |
1,249,656 |
|
3-Mth Euribor(EUREX) |
Sep17 |
170911 |
100.330 |
100.330 |
100.330 |
100.330 |
unch |
|
|
|
Dec17 |
170911 |
100.325 |
100.325 |
100.325 |
100.325 |
-0.005 |
14 |
0 |
-7,044 |
Mar18 |
170911 |
100.320 |
100.320 |
100.320 |
100.320 |
unch |
4 |
0 |
-5,536 |
Total Volume and Open Interest |
223 |
40,156 |
+0 |
Long Gilt(LIFFE) |
Sep17 |
170911 |
128~17 |
128~18 |
128~06 |
128~08 |
-0~15 |
6,391 |
116,091 |
-6,149 |
Dec17 |
170911 |
127~16 |
127~19 |
127~06 |
127~08 |
-0~15 |
190,649 |
693,862 |
-1,079 |
Total Volume and Open Interest |
197,041 |
809,954 |
-7,227 |
3-Mth Short Sterling(LIFFE) |
Sep17 |
170911 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
48,825 |
465,486 |
+9,356 |
Dec17 |
170911 |
99.64 |
99.64 |
99.62 |
99.63 |
-0.01 |
41,825 |
463,822 |
-6,161 |
Mar18 |
170911 |
99.58 |
99.58 |
99.55 |
99.55 |
-0.04 |
43,856 |
370,394 |
-9,120 |
Jun18 |
170911 |
99.53 |
99.54 |
99.50 |
99.50 |
-0.04 |
72,016 |
340,450 |
+8,076 |
Sep18 |
170911 |
99.50 |
99.50 |
99.46 |
99.46 |
-0.05 |
54,539 |
306,907 |
+1,053 |
Dec18 |
170911 |
99.46 |
99.46 |
99.41 |
99.42 |
-0.04 |
66,729 |
406,162 |
+6,012 |
Total Volume and Open Interest |
628,191 |
3,429,920 |
+19,440 |
3-Mth Euribor(LIFFE) |
Sep17 |
170911 |
100.330 |
100.335 |
100.330 |
100.335 |
+0.005 |
60,956 |
384,267 |
-15,076 |
Dec17 |
170911 |
100.325 |
100.330 |
100.325 |
100.330 |
+0.005 |
99,314 |
455,529 |
-5,222 |
Mar18 |
170911 |
100.315 |
100.320 |
100.315 |
100.320 |
unch |
106,507 |
438,796 |
+2,209 |
Total Volume and Open Interest |
1,259,873 |
4,105,855 |
-2,153 |
3-Mth Aus T-Bills(SFE) |
Sep17 |
170908 |
98.26 |
98.26 |
98.26 |
98.26 |
unch |
13,769 |
9,510 |
-25,675 |
Dec17 |
170911 |
98.21 |
98.23 |
98.21 |
98.23 |
+0.01 |
25,280 |
252,743 |
+5,517 |
Mar18 |
170911 |
98.15 |
98.17 |
98.13 |
98.17 |
+0.02 |
31,080 |
192,914 |
+2,045 |
Jun18 |
170911 |
98.08 |
98.10 |
98.06 |
98.10 |
+0.02 |
23,912 |
169,568 |
+3,425 |
Sep18 |
170911 |
98.01 |
98.04 |
97.99 |
98.04 |
+0.02 |
21,038 |
131,035 |
+4,435 |
Dec18 |
170911 |
97.95 |
97.97 |
97.91 |
97.97 |
+0.02 |
18,351 |
92,188 |
+3,298 |
Mar19 |
170911 |
97.88 |
97.90 |
97.85 |
97.90 |
+0.01 |
9,436 |
70,897 |
-1,515 |
Jun19 |
170911 |
97.81 |
97.83 |
97.78 |
97.83 |
+0.01 |
5,549 |
56,602 |
+548 |
Sep19 |
170911 |
97.75 |
97.75 |
97.71 |
97.75 |
unch |
1,666 |
10,447 |
+1,177 |
Dec19 |
170911 |
97.67 |
97.68 |
97.67 |
97.68 |
unch |
176 |
2,640 |
+50 |
Total Volume and Open Interest |
138,852 |
982,143 |
+9,670 |
10-Year Aus T-Bonds(SFE) |
Sep17 |
170911 |
97.43 |
97.44 |
97.38 |
97.40 |
-0.03 |
103,965 |
1,067,976 |
-2,319 |
Dec17 |
170911 |
97.40 |
97.42 |
97.35 |
97.37 |
-0.03 |
9,883 |
23,197 |
+5,380 |
Total Volume and Open Interest |
113,848 |
1,091,173 |
+3,061 |
3-Year Aus T-Bonds(SFE) |
Sep17 |
170911 |
98.02 |
98.02 |
97.98 |
98.01 |
-0.01 |
170,976 |
1,126,394 |
+15,474 |
Dec17 |
170911 |
98.00 |
98.00 |
97.96 |
97.99 |
unch |
7,403 |
49,581 |
+4,946 |
Total Volume and Open Interest |
178,379 |
1,175,975 |
+20,420 |
Gold(CMX) |
Oct17 |
170911 |
1338.8 |
1340.0 |
1326.8 |
1331.8 |
-15.5 |
7,025 |
45,150 |
+261 |
Dec17 |
170911 |
1341.5 |
1344.6 |
1330.6 |
1335.7 |
-15.5 |
363,776 |
456,876 |
+12,081 |
Feb18 |
170911 |
1345.0 |
1347.8 |
1334.8 |
1339.8 |
-15.5 |
3,466 |
34,694 |
+770 |
Apr18 |
170911 |
1350.0 |
1350.7 |
1339.9 |
1343.6 |
-15.5 |
2,871 |
7,734 |
+262 |
Jun18 |
170911 |
1350.1 |
1355.4 |
1342.9 |
1347.5 |
-15.4 |
1,796 |
9,354 |
-228 |
Aug18 |
170911 |
1359.0 |
1359.0 |
1347.0 |
1351.3 |
-15.4 |
890 |
8,054 |
+25 |
Oct18 |
170911 |
1355.2 |
1355.2 |
1355.2 |
1355.2 |
-15.2 |
380 |
3,018 |
+4 |
Dec18 |
170911 |
1365.7 |
1366.5 |
1354.6 |
1359.3 |
-15.2 |
446 |
9,169 |
+53 |
Feb19 |
170911 |
1362.9 |
1362.9 |
1362.9 |
1362.9 |
-15.2 |
0 |
108 |
+0 |
Apr19 |
170911 |
1366.4 |
1366.4 |
1366.4 |
1366.4 |
-15.2 |
1 |
1 |
+1 |
Jun19 |
170911 |
1370.0 |
1370.0 |
1370.0 |
1370.0 |
-15.2 |
2 |
729 |
+0 |
Total Volume and Open Interest |
380,899 |
579,581 |
+13,263 |
Silver(CMX) |
Sep17 |
170911 |
1789.0 |
1789.0 |
1769.5 |
1780.7 |
-22.0 |
807 |
1,620 |
+54 |
Dec17 |
170911 |
1792.0 |
1799.0 |
1777.0 |
1790.2 |
-22.1 |
89,911 |
162,815 |
+2,259 |
Mar18 |
170911 |
1794.0 |
1805.0 |
1787.0 |
1799.7 |
-22.0 |
1,120 |
14,230 |
+541 |
May18 |
170911 |
1800.0 |
1810.0 |
1797.5 |
1805.9 |
-21.8 |
421 |
2,867 |
+46 |
Jul18 |
170911 |
1806.0 |
1812.2 |
1804.0 |
1812.2 |
-21.6 |
120 |
1,789 |
+55 |
Sep18 |
170911 |
1818.7 |
1818.7 |
1818.7 |
1818.7 |
-21.4 |
22 |
405 |
+17 |
Dec18 |
170911 |
1830.0 |
1832.5 |
1820.0 |
1828.0 |
-21.4 |
68 |
1,776 |
+13 |
Total Volume and Open Interest |
92,952 |
187,152 |
+3,010 |
Platinum(NYMEX) |
Oct17 |
170911 |
1005.0 |
1008.4 |
991.6 |
998.8 |
-13.5 |
15,089 |
66,019 |
+403 |
Jan18 |
170911 |
1013.0 |
1013.0 |
995.5 |
1002.6 |
-13.4 |
1,329 |
12,732 |
+746 |
Apr18 |
170911 |
1006.4 |
1008.8 |
1001.9 |
1006.8 |
-13.5 |
18 |
2,160 |
+5 |
Jul18 |
170911 |
1011.7 |
1011.7 |
1011.7 |
1011.7 |
-13.5 |
0 |
292 |
+0 |
Total Volume and Open Interest |
16,436 |
81,203 |
+1,153 |
Palladium(NYMEX) |
Sep17 |
170911 |
935.50 |
939.15 |
935.50 |
937.30 |
+0.35 |
2 |
39 |
-87 |
Dec17 |
170911 |
928.50 |
950.00 |
928.00 |
931.65 |
+0.40 |
4,018 |
33,044 |
-49 |
Mar18 |
170911 |
923.45 |
940.00 |
923.45 |
927.15 |
+2.40 |
102 |
916 |
+65 |
Total Volume and Open Interest |
4,122 |
34,020 |
-71 |
Copper(CMX) |
Sep17 |
170911 |
302.55 |
306.10 |
302.25 |
304.60 |
+2.45 |
1,525 |
4,621 |
-646 |
Dec17 |
170911 |
304.25 |
308.30 |
303.25 |
306.60 |
+2.45 |
97,095 |
219,998 |
-3,792 |
Mar18 |
170911 |
305.70 |
310.15 |
305.70 |
308.55 |
+2.45 |
4,655 |
49,820 |
+454 |
May18 |
170911 |
307.35 |
311.30 |
307.35 |
309.70 |
+2.45 |
1,382 |
14,492 |
+167 |
Jul18 |
170911 |
312.20 |
312.20 |
310.15 |
310.70 |
+2.50 |
2,080 |
6,347 |
+504 |
Total Volume and Open Interest |
109,281 |
326,594 |
-3,152 |
E-mini DJIA Index(CBOT) |
Sep17 |
170911 |
21848 |
22077 |
21848 |
22053 |
+241 |
150,006 |
127,107 |
-19,187 |
Dec17 |
170911 |
21835 |
22038 |
21817 |
22017 |
+239 |
39,095 |
31,064 |
+24,899 |
Mar18 |
170911 |
21884 |
22000 |
21860 |
21982 |
+239 |
11 |
43 |
+5 |
Jun18 |
170911 |
21951 |
21951 |
21951 |
21951 |
+239 |
0 |
3 |
+0 |
Total Volume and Open Interest |
189,112 |
158,217 |
+5,717 |
S & P 500(CME) |
Sep17 |
170911 |
2477.00 |
2488.20 |
2476.00 |
2487.50 |
+24.90 |
7,763 |
66,137 |
-1,563 |
Dec17 |
170911 |
2471.00 |
2486.70 |
2468.00 |
2485.80 |
+24.80 |
5,220 |
5,656 |
+2,545 |
Mar18 |
170911 |
2485.00 |
2485.00 |
2484.70 |
2484.70 |
+24.90 |
30 |
30 |
+30 |
Jun18 |
170911 |
2483.30 |
2483.30 |
2483.30 |
2483.30 |
+24.90 |
|
|
|
Total Volume and Open Interest |
13,013 |
71,823 |
+1,012 |
S & P 500 E-Mini(CME) |
Sep17 |
170911 |
2468.00 |
2488.75 |
2468.00 |
2487.50 |
+25.00 |
1,534,736 |
2,761,044 |
-287,372 |
Dec17 |
170911 |
2467.75 |
2487.00 |
2466.75 |
2485.75 |
+24.75 |
699,851 |
719,665 |
+386,822 |
Mar18 |
170911 |
2468.00 |
2485.50 |
2467.00 |
2484.75 |
+25.00 |
1,079 |
10,928 |
+1,022 |
Jun18 |
170911 |
2469.50 |
2483.25 |
2469.50 |
2483.25 |
+24.75 |
3 |
470 |
+1 |
Total Volume and Open Interest |
2,235,669 |
3,492,125 |
+100,473 |
NASDAQ 100 E-Mini(CME) |
Sep17 |
170911 |
5928.80 |
5991.80 |
5928.80 |
5982.50 |
+66.20 |
301,526 |
252,498 |
-16,842 |
Dec17 |
170911 |
5943.80 |
6000.30 |
5942.00 |
5990.80 |
+66.30 |
77,080 |
58,125 |
+36,630 |
Mar18 |
170911 |
5980.30 |
6009.80 |
5980.30 |
5999.30 |
+66.30 |
5 |
53 |
-1 |
Total Volume and Open Interest |
378,611 |
310,676 |
+19,787 |
S&P Midcap 400(CME) e-Mini |
Sep17 |
170911 |
1720.40 |
1741.70 |
1720.40 |
1738.40 |
+20.30 |
22,782 |
72,318 |
-11,635 |
Dec17 |
170911 |
1717.00 |
1741.70 |
1717.00 |
1738.20 |
+20.20 |
13,562 |
13,784 |
+12,175 |
Mar18 |
170911 |
1734.90 |
1734.90 |
1734.90 |
1734.90 |
+20.20 |
|
|
|
Total Volume and Open Interest |
36,344 |
86,102 |
+540 |
Volatility Index(CBOE) |
Sep17 |
170911 |
12.95 |
13.10 |
12.05 |
12.08 |
-1.20 |
125,625 |
202,858 |
-21,342 |
Oct17 |
170911 |
14.20 |
14.20 |
13.60 |
13.68 |
-0.65 |
105,715 |
199,833 |
-1,519 |
Nov17 |
170911 |
14.75 |
14.80 |
14.35 |
14.38 |
-0.50 |
20,101 |
54,304 |
+834 |
Dec17 |
170911 |
15.00 |
15.01 |
14.68 |
14.78 |
-0.30 |
12,921 |
58,182 |
+104 |
Total Volume and Open Interest |
280,054 |
601,658 |
-17,937 |
S & P 600(CME) |
Sep17 |
170911 |
847.70 |
847.70 |
847.70 |
847.70 |
+8.50 |
|
|
|
Dec17 |
170911 |
844.50 |
844.50 |
844.50 |
844.50 |
+8.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(ICE) |
Sep17 |
170911 |
1405.80 |
1417.10 |
1405.80 |
1416.70 |
+13.70 |
149,215 |
506,631 |
-34,546 |
Dec17 |
170911 |
1405.00 |
1416.30 |
1405.00 |
1415.90 |
+13.60 |
21,690 |
11,053 |
+7,856 |
Mar18 |
170911 |
1414.90 |
1414.90 |
1414.90 |
1414.90 |
+13.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
170,905 |
517,687 |
-26,690 |
Nikkei 225(CME) |
Dec17 |
170911 |
19250 |
19610 |
19250 |
19595 |
+395 |
12,284 |
35,187 |
+1,421 |
Mar18 |
170911 |
19610 |
19610 |
19610 |
19610 |
+395 |
|
|
|
Total Volume and Open Interest |
12,284 |
35,187 |
-13,765 |
Nikkei 225(SGX) |
Sep17 |
170907 |
19345 |
19485 |
19295 |
19430 |
+80 |
178,845 |
199,262 |
-34,547 |
Dec17 |
170911 |
19435 |
19455 |
19420 |
19430 |
+280 |
101,993 |
153,445 |
+13,331 |
Mar18 |
170908 |
19195 |
19200 |
19110 |
19110 |
-150 |
0 |
205 |
+0 |
Total Volume and Open Interest |
306,254 |
318,891 |
+14,746 |
Nikkei 225 Mini(JPX) |
Sep17 |
170907 |
19330 |
19485 |
19295 |
19400 |
+60 |
752,845 |
481,289 |
-38,511 |
Dec17 |
170907 |
19185 |
19340 |
19155 |
19250 |
+50 |
136,315 |
126,315 |
+72,102 |
Mar18 |
170907 |
19140 |
19295 |
19110 |
19210 |
+50 |
893 |
4,155 |
+281 |
Total Volume and Open Interest |
901,899 |
635,905 |
+36,700 |
Nikkei 225(JPX) |
Sep17 |
170907 |
19330 |
19490 |
19290 |
19400 |
+60 |
127,892 |
263,462 |
-61,940 |
Dec17 |
170907 |
19180 |
19340 |
19160 |
19250 |
+50 |
81,821 |
184,345 |
+69,353 |
Mar18 |
170907 |
19140 |
19300 |
19120 |
19210 |
+50 |
125 |
3,413 |
+42 |
Total Volume and Open Interest |
209,844 |
523,220 |
+8,360 |
Nikkei 225(CME) Yen |
Sep17 |
170907 |
19435 |
19480 |
19355 |
19415 |
-45 |
98,715 |
42,623 |
-14,780 |
Dec17 |
170911 |
19200 |
19565 |
19200 |
19550 |
+400 |
41,783 |
43,089 |
+5,427 |
Mar18 |
170911 |
19505 |
19505 |
19505 |
19505 |
+400 |
|
|
|
Total Volume and Open Interest |
41,783 |
43,089 |
-21,235 |
Nikkei 225(CME) e-Mini Yen |
Sep17 |
170907 |
19420 |
19420 |
19420 |
19420 |
-40 |
0 |
12 |
+0 |
Dec17 |
170911 |
19400 |
19550 |
19370 |
19550 |
+400 |
|
|
|
Mar18 |
170911 |
19500 |
19505 |
19500 |
19500 |
+390 |
|
|
|
Total Volume and Open Interest |
|
|
|
CAC 40(EURONEXT) |
Sep17 |
170911 |
5132.5 |
5190.0 |
5132.0 |
5175.0 |
+61.5 |
98,802 |
345,874 |
-549 |
Oct17 |
170911 |
5119.0 |
5178.5 |
5119.0 |
5164.0 |
+62.0 |
7,339 |
61,017 |
+4,068 |
Nov17 |
170911 |
5160.0 |
5160.0 |
5160.0 |
5160.0 |
+61.5 |
0 |
2 |
+0 |
Dec17 |
170911 |
5122.0 |
5167.5 |
5122.0 |
5154.5 |
+61.5 |
3,575 |
22,586 |
+3,488 |
Total Volume and Open Interest |
109,716 |
429,483 |
+7,007 |
Hang Seng Index(HKFE) |
Sep17 |
170911 |
27679 |
27997 |
27636 |
27941 |
+265 |
122,509 |
146,810 |
-1,329 |
Oct17 |
170911 |
27669 |
27970 |
27618 |
27921 |
+269 |
705 |
2,460 |
+285 |
Total Volume and Open Interest |
124,467 |
169,670 |
-703 |
DAX(EUREX) |
Sep17 |
170911 |
12368.5 |
12509.0 |
12368.5 |
12466.0 |
+164.5 |
111,100 |
0 |
-142,626 |
Dec17 |
170911 |
12355.5 |
12497.0 |
12355.5 |
12455.0 |
+164.5 |
5,021 |
0 |
-17,092 |
Mar18 |
170911 |
12423.0 |
12482.0 |
12417.0 |
12451.0 |
+164.5 |
6 |
0 |
-163 |
Total Volume and Open Interest |
116,127 |
134,566 |
-25,315 |
Mini-DAX(EUREX) |
Sep17 |
170911 |
12367.0 |
12509.0 |
12367.0 |
12466.0 |
+164.5 |
39,427 |
0 |
-13,771 |
Dec17 |
170911 |
12352.0 |
12495.0 |
12352.0 |
12455.0 |
+164.5 |
1,126 |
0 |
-773 |
Mar18 |
170911 |
12378.0 |
12460.0 |
12378.0 |
12451.0 |
+164.5 |
5 |
0 |
-54 |
Total Volume and Open Interest |
40,558 |
11,820 |
-2,778 |
DJ EuroSTOXX 50(EUREX) |
Sep17 |
170911 |
3464 |
3507 |
3464 |
3492 |
+45 |
943,845 |
3,304,346 |
-120,478 |
Dec17 |
170911 |
3449 |
3492 |
3449 |
3478 |
+45 |
91,970 |
497,700 |
+188,657 |
Mar18 |
170911 |
3441 |
3469 |
3441 |
3465 |
+45 |
9 |
63,659 |
-2 |
Total Volume and Open Interest |
1,035,824 |
3,865,707 |
+68,178 |
Swiss Market Index(EUREX) |
Sep17 |
170911 |
8906 |
9013 |
8906 |
8981 |
+78 |
49,972 |
0 |
-184,372 |
Dec17 |
170911 |
8875 |
8986 |
8875 |
8957 |
+79 |
19,468 |
0 |
-23,467 |
Mar18 |
170911 |
8794 |
8855 |
8794 |
8855 |
+78 |
|
|
|
Total Volume and Open Interest |
69,440 |
197,237 |
-10,637 |
FT-SE 100(EURONEXT) |
Sep17 |
170911 |
7387.50 |
7435.50 |
7385.50 |
7407.50 |
+28.50 |
120,099 |
720,086 |
-9,339 |
Dec17 |
170911 |
7348.50 |
7395.50 |
7346.50 |
7368.00 |
+29.00 |
33,039 |
64,127 |
+22,661 |
Mar18 |
170911 |
7303.50 |
7303.50 |
7303.50 |
7303.50 |
+29.00 |
|
|
|
Total Volume and Open Interest |
153,138 |
784,213 |
+13,322 |
SPI 200(SFE) |
Sep17 |
170911 |
5664.0 |
5721.0 |
5663.0 |
5705.0 |
+36.0 |
34,826 |
258,628 |
+2,389 |
Dec17 |
170911 |
5655.0 |
5708.0 |
5655.0 |
5693.0 |
+38.0 |
852 |
2,998 |
+539 |
Mar18 |
170911 |
5646.0 |
5646.0 |
5646.0 |
5646.0 |
+38.0 |
0 |
1,477 |
+0 |
Total Volume and Open Interest |
35,728 |
265,261 |
+2,978 |
FTSE MIB(ISE) |
Sep17 |
170911 |
21880.00 |
22195.00 |
21880.00 |
22112.00 |
+336.00 |
27,322 |
30,384 |
+50 |
Dec17 |
170911 |
21760.00 |
22060.00 |
21760.00 |
21985.00 |
+336.00 |
684 |
1,149 |
+501 |
Mar18 |
170911 |
21905.00 |
21905.00 |
21905.00 |
21905.00 |
+336.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
28,006 |
31,535 |
+551 |
KOSPI 200(KFE) |
Sep17 |
170911 |
307.30 |
311.50 |
307.05 |
310.60 |
+3.00 |
216,905 |
290,655 |
+3,356 |
Dec17 |
170911 |
308.30 |
312.20 |
307.85 |
311.50 |
+3.15 |
4,981 |
68,876 |
+5,899 |
Mar18 |
170911 |
306.70 |
308.90 |
306.70 |
307.65 |
+2.75 |
15 |
10,084 |
+385 |
Total Volume and Open Interest |
221,901 |
400,375 |
+9,790 |
GSCI(CME) |
Sep17 |
170911 |
387.55 |
387.60 |
387.45 |
387.55 |
+0.30 |
60 |
13,648 |
-46 |
Oct17 |
170911 |
387.50 |
388.60 |
387.40 |
388.60 |
+0.60 |
52 |
1,075 |
+52 |
Nov17 |
170911 |
388.95 |
388.95 |
388.95 |
388.95 |
+0.60 |
|
|
|
Total Volume and Open Interest |
112 |
14,723 |
+6 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|