|
 |
| MRCI's End of Day Prices |
|
| Daily Futures Price Listing Mon August 17, 2015 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep15 |
150817 |
920.00 |
933.50 |
919.25 |
927.00 |
+1.75 |
14,736 |
45,353 |
-1,248 |
| Nov15 |
150817 |
910.25 |
923.75 |
909.50 |
917.00 |
+0.50 |
143,523 |
360,004 |
-109 |
| Jan16 |
150817 |
915.50 |
928.75 |
915.00 |
922.25 |
+0.25 |
23,560 |
62,956 |
-141 |
| Mar16 |
150817 |
916.00 |
928.00 |
915.00 |
922.00 |
+0.75 |
21,481 |
83,060 |
-903 |
| May16 |
150817 |
915.50 |
926.50 |
914.75 |
921.00 |
+0.50 |
11,713 |
55,256 |
-183 |
| Jul16 |
150817 |
919.75 |
930.00 |
918.00 |
924.50 |
+0.50 |
6,562 |
31,212 |
+137 |
| Aug16 |
150817 |
919.75 |
925.25 |
917.25 |
922.25 |
+0.75 |
578 |
1,164 |
+226 |
| Sep16 |
150817 |
907.00 |
907.00 |
907.00 |
907.00 |
+1.75 |
107 |
484 |
+36 |
| Nov16 |
150817 |
895.25 |
906.25 |
893.50 |
901.25 |
+2.75 |
2,424 |
16,540 |
+217 |
| Jan17 |
150817 |
906.75 |
906.75 |
906.75 |
906.75 |
+2.50 |
3 |
104 |
+1 |
| Mar17 |
150817 |
910.75 |
910.75 |
910.75 |
910.75 |
+2.25 |
2 |
87 |
-1 |
| May17 |
150817 |
914.00 |
914.00 |
914.00 |
914.00 |
+2.00 |
0 |
54 |
+0 |
| Jul17 |
150817 |
919.00 |
919.00 |
919.00 |
919.00 |
+1.75 |
0 |
92 |
+0 |
| Aug17 |
150817 |
917.00 |
917.00 |
917.00 |
917.00 |
+1.50 |
3 |
19 |
+2 |
| Total Volume and Open Interest |
225,559 |
656,957 |
-2,471 |
| Soybean Meal(CBOT) |
| Sep15 |
150817 |
324.10 |
329.70 |
324.00 |
325.40 |
+0.20 |
14,422 |
56,123 |
-1,965 |
| Oct15 |
150817 |
315.80 |
321.50 |
315.80 |
317.70 |
+0.70 |
8,838 |
38,692 |
+416 |
| Dec15 |
150817 |
312.90 |
318.70 |
312.50 |
314.70 |
+0.50 |
56,545 |
170,994 |
-3,722 |
| Jan16 |
150817 |
311.80 |
316.90 |
311.00 |
313.00 |
+0.40 |
8,314 |
24,127 |
+1,303 |
| Mar16 |
150817 |
308.90 |
314.10 |
308.50 |
310.90 |
+0.70 |
8,556 |
29,163 |
+785 |
| May16 |
150817 |
305.00 |
310.30 |
305.00 |
307.50 |
+1.10 |
6,706 |
26,155 |
-607 |
| Jul16 |
150817 |
306.60 |
310.80 |
305.60 |
308.00 |
+1.00 |
4,255 |
21,530 |
+513 |
| Aug16 |
150817 |
307.10 |
308.90 |
306.10 |
307.50 |
+1.00 |
1,266 |
3,340 |
+317 |
| Sep16 |
150817 |
304.50 |
308.40 |
304.50 |
306.20 |
+1.00 |
1,109 |
4,224 |
+175 |
| Oct16 |
150817 |
301.50 |
304.70 |
301.50 |
303.10 |
+1.20 |
581 |
3,451 |
+223 |
| Total Volume and Open Interest |
112,690 |
386,389 |
-2,277 |
| Soybean Oil(CBOT) |
| Sep15 |
150817 |
28.97 |
29.27 |
28.79 |
29.06 |
-0.02 |
22,508 |
49,855 |
-2,520 |
| Oct15 |
150817 |
29.01 |
29.37 |
28.90 |
29.17 |
-0.02 |
11,407 |
35,706 |
-188 |
| Dec15 |
150817 |
29.30 |
29.58 |
29.10 |
29.37 |
-0.03 |
53,479 |
186,763 |
-2,652 |
| Jan16 |
150817 |
29.53 |
29.83 |
29.38 |
29.63 |
-0.05 |
6,252 |
33,274 |
+240 |
| Mar16 |
150817 |
29.85 |
30.01 |
29.60 |
29.85 |
-0.04 |
6,573 |
27,302 |
+1,370 |
| May16 |
150817 |
30.00 |
30.14 |
29.75 |
29.98 |
-0.05 |
2,480 |
23,807 |
+554 |
| Jul16 |
150817 |
30.12 |
30.29 |
29.89 |
30.14 |
-0.04 |
1,693 |
14,954 |
+258 |
| Aug16 |
150817 |
30.01 |
30.32 |
29.96 |
30.18 |
-0.03 |
450 |
2,845 |
+1 |
| Sep16 |
150817 |
30.16 |
30.32 |
30.02 |
30.19 |
-0.04 |
120 |
2,255 |
+54 |
| Oct16 |
150817 |
30.15 |
30.15 |
30.15 |
30.15 |
-0.03 |
84 |
2,034 |
+28 |
| Total Volume and Open Interest |
105,647 |
384,661 |
-2,703 |
| Canola(WCE) |
| Nov15 |
150817 |
486.0 |
489.0 |
482.5 |
485.5 |
-1.0 |
16,067 |
130,671 |
+486 |
| Jan16 |
150817 |
482.5 |
488.2 |
482.5 |
484.6 |
-0.6 |
2,005 |
27,739 |
+1,014 |
| Mar16 |
150817 |
486.3 |
486.5 |
481.6 |
483.3 |
-0.8 |
129 |
9,679 |
-13 |
| May16 |
150817 |
483.0 |
483.0 |
479.8 |
479.8 |
-1.1 |
0 |
975 |
+0 |
| Jul16 |
150817 |
475.2 |
475.2 |
475.2 |
475.2 |
-1.2 |
0 |
2,764 |
+0 |
| Total Volume and Open Interest |
18,201 |
172,972 |
+1,487 |
| Corn(CBOT) |
| Sep15 |
150817 |
363.50 |
368.00 |
361.25 |
363.25 |
-0.75 |
171,458 |
296,761 |
-19,443 |
| Dec15 |
150817 |
374.50 |
379.50 |
372.50 |
374.50 |
-1.00 |
249,876 |
732,960 |
+25,789 |
| Mar16 |
150817 |
386.50 |
391.00 |
384.25 |
386.00 |
-1.00 |
51,016 |
185,012 |
-2,165 |
| May16 |
150817 |
392.75 |
397.25 |
390.75 |
392.25 |
-1.75 |
5,022 |
38,565 |
+1,035 |
| Jul16 |
150817 |
397.50 |
402.75 |
395.75 |
397.00 |
-2.00 |
12,606 |
69,301 |
+1,040 |
| Sep16 |
150817 |
395.00 |
396.75 |
392.00 |
393.50 |
unch |
1,041 |
19,589 |
-272 |
| Dec16 |
150817 |
397.75 |
402.00 |
396.75 |
398.75 |
unch |
10,269 |
66,594 |
+479 |
| Mar17 |
150817 |
409.50 |
412.00 |
408.00 |
409.25 |
unch |
196 |
2,300 |
-4 |
| May17 |
150817 |
415.50 |
415.50 |
415.50 |
415.50 |
unch |
173 |
955 |
-3 |
| Jul17 |
150817 |
420.50 |
420.50 |
420.50 |
420.50 |
unch |
32 |
953 |
+6 |
| Total Volume and Open Interest |
501,815 |
1,415,040 |
+6,557 |
| Wheat(CBOT) |
| Sep15 |
150817 |
504.75 |
509.25 |
498.50 |
500.50 |
-6.00 |
71,663 |
125,727 |
-12,141 |
| Dec15 |
150817 |
509.50 |
514.00 |
503.00 |
504.50 |
-7.25 |
67,233 |
201,821 |
+10,335 |
| Mar16 |
150817 |
514.75 |
518.25 |
508.00 |
509.75 |
-7.00 |
10,026 |
55,231 |
+79 |
| May16 |
150817 |
521.75 |
550.00 |
512.50 |
513.25 |
-7.25 |
3,567 |
16,123 |
+486 |
| Jul16 |
150817 |
523.50 |
525.50 |
514.50 |
516.25 |
-7.25 |
2,695 |
25,463 |
+382 |
| Sep16 |
150817 |
534.25 |
534.50 |
524.75 |
525.75 |
-7.00 |
70 |
1,340 |
+0 |
| Total Volume and Open Interest |
155,478 |
429,113 |
-880 |
| Wheat(KCBT) |
| Sep15 |
150817 |
488.75 |
491.00 |
480.50 |
482.25 |
-7.50 |
17,507 |
75,161 |
-4,876 |
| Dec15 |
150817 |
508.75 |
510.75 |
500.25 |
502.25 |
-7.75 |
18,624 |
78,116 |
+6,893 |
| Mar16 |
150817 |
520.25 |
524.00 |
514.00 |
516.25 |
-7.75 |
2,617 |
24,913 |
+551 |
| May16 |
150817 |
530.50 |
533.50 |
525.25 |
526.25 |
-7.75 |
1,524 |
7,267 |
+235 |
| Jul16 |
150817 |
543.50 |
543.50 |
533.75 |
535.50 |
-8.00 |
1,125 |
13,998 |
-240 |
| Sep16 |
150817 |
555.50 |
555.50 |
548.75 |
549.75 |
-7.75 |
195 |
1,565 |
-43 |
| Total Volume and Open Interest |
41,741 |
202,236 |
+2,479 |
| Wheat(MGE) |
| Sep15 |
150817 |
515.75 |
518.00 |
510.50 |
513.00 |
-5.50 |
5,539 |
19,711 |
-1,036 |
| Dec15 |
150817 |
531.25 |
534.00 |
525.75 |
528.50 |
-5.25 |
5,273 |
24,266 |
+1,425 |
| Mar16 |
150817 |
546.00 |
548.00 |
541.00 |
544.25 |
-5.00 |
1,565 |
11,250 |
-89 |
| May16 |
150817 |
555.25 |
557.25 |
551.50 |
554.00 |
-5.00 |
975 |
4,938 |
+251 |
| Jul16 |
150817 |
566.50 |
566.50 |
560.25 |
563.75 |
-3.75 |
452 |
3,152 |
+19 |
| Total Volume and Open Interest |
13,897 |
64,485 |
+577 |
| Oats(CBOT) |
| Sep15 |
150817 |
226.75 |
228.50 |
218.50 |
223.25 |
-4.25 |
117 |
1,310 |
+10 |
| Dec15 |
150817 |
238.25 |
241.00 |
231.00 |
236.00 |
-3.50 |
517 |
6,822 |
+100 |
| Mar16 |
150817 |
248.50 |
248.50 |
240.00 |
243.75 |
-4.25 |
112 |
594 |
-55 |
| May16 |
150817 |
249.50 |
251.25 |
249.00 |
251.25 |
-4.00 |
29 |
54 |
+21 |
| Total Volume and Open Interest |
775 |
8,780 |
+76 |
| Rough Rice(CBOT) |
| Sep15 |
150817 |
11.82 |
12.00 |
11.82 |
11.99 |
+0.18 |
536 |
5,085 |
-140 |
| Nov15 |
150817 |
12.10 |
12.28 |
12.10 |
12.27 |
+0.18 |
339 |
3,623 |
+171 |
| Jan16 |
150817 |
12.43 |
12.57 |
12.39 |
12.57 |
+0.18 |
1 |
1,438 |
+0 |
| Mar16 |
150817 |
12.65 |
12.77 |
12.65 |
12.77 |
+0.15 |
13 |
37 |
+13 |
| Total Volume and Open Interest |
889 |
10,184 |
+44 |
| Live Cattle(CME) |
| Aug15 |
150817 |
148.400 |
148.400 |
146.700 |
147.900 |
-0.550 |
4,218 |
8,986 |
-1,824 |
| Oct15 |
150817 |
146.550 |
147.880 |
145.985 |
147.700 |
+0.850 |
20,351 |
103,387 |
+1,181 |
| Dec15 |
150817 |
148.630 |
149.550 |
147.985 |
149.325 |
+0.390 |
8,804 |
55,535 |
+927 |
| Feb16 |
150817 |
148.300 |
149.000 |
147.650 |
148.850 |
+0.365 |
6,533 |
28,968 |
+390 |
| Apr16 |
150817 |
147.130 |
147.630 |
146.325 |
147.435 |
+0.110 |
2,730 |
22,714 |
+818 |
| Jun16 |
150817 |
139.650 |
139.880 |
138.630 |
139.650 |
-0.230 |
722 |
7,640 |
+106 |
| Total Volume and Open Interest |
43,487 |
229,631 |
+1,641 |
| Feeder Cattle(CME) |
| Aug15 |
150817 |
213.800 |
214.685 |
212.435 |
214.400 |
+0.500 |
1,956 |
8,312 |
-663 |
| Sep15 |
150817 |
209.400 |
209.400 |
207.100 |
209.235 |
-0.300 |
2,165 |
6,841 |
-132 |
| Oct15 |
150817 |
207.100 |
207.285 |
204.800 |
206.900 |
-0.535 |
3,990 |
14,766 |
+727 |
| Nov15 |
150817 |
204.950 |
205.035 |
202.580 |
204.750 |
-0.535 |
1,335 |
5,709 |
+110 |
| Jan16 |
150817 |
198.650 |
198.880 |
196.535 |
198.485 |
-0.550 |
875 |
4,718 |
+54 |
| Mar16 |
150817 |
195.350 |
195.500 |
193.580 |
195.130 |
-0.670 |
220 |
1,946 |
+99 |
| Apr16 |
150817 |
195.485 |
195.485 |
195.485 |
195.485 |
-0.895 |
37 |
396 |
+16 |
| Total Volume and Open Interest |
10,618 |
43,061 |
+217 |
| Lean Hogs(CME) |
| Oct15 |
150817 |
65.850 |
66.785 |
65.635 |
66.285 |
+0.955 |
19,602 |
84,681 |
-2,883 |
| Dec15 |
150817 |
62.400 |
62.800 |
62.035 |
62.300 |
+0.350 |
9,470 |
51,006 |
-279 |
| Feb16 |
150817 |
66.800 |
67.400 |
66.700 |
67.200 |
+0.800 |
5,572 |
26,004 |
+19 |
| Apr16 |
150817 |
71.225 |
71.650 |
71.135 |
71.550 |
+0.825 |
2,560 |
21,045 |
+287 |
| May16 |
150817 |
76.225 |
76.250 |
76.225 |
76.250 |
+0.600 |
5 |
314 |
+1 |
| Jun16 |
150817 |
79.100 |
79.785 |
79.080 |
79.635 |
+0.600 |
471 |
7,250 |
+63 |
| Jul16 |
150817 |
78.350 |
78.800 |
78.300 |
78.580 |
+0.630 |
17 |
1,062 |
-2 |
| Aug16 |
150817 |
77.300 |
77.400 |
77.000 |
77.385 |
+0.455 |
13 |
633 |
-1 |
| Total Volume and Open Interest |
40,980 |
201,681 |
-3,088 |
| Class III Milk(CME) |
| Aug15 |
150817 |
16.44 |
16.46 |
16.42 |
16.44 |
+0.01 |
173 |
4,413 |
+38 |
| Sep15 |
150817 |
16.46 |
16.55 |
16.45 |
16.47 |
+0.01 |
158 |
4,663 |
-52 |
| Oct15 |
150817 |
16.42 |
16.57 |
16.39 |
16.54 |
+0.12 |
181 |
4,279 |
+94 |
| Nov15 |
150817 |
16.14 |
16.28 |
16.14 |
16.25 |
+0.11 |
77 |
3,780 |
+12 |
| Dec15 |
150817 |
15.84 |
15.95 |
15.82 |
15.95 |
+0.09 |
35 |
3,487 |
+20 |
| Jan16 |
150817 |
15.36 |
15.42 |
15.32 |
15.42 |
+0.04 |
29 |
1,261 |
+19 |
| Feb16 |
150817 |
15.22 |
15.30 |
15.22 |
15.22 |
unch |
25 |
1,190 |
+12 |
| Mar16 |
150817 |
15.25 |
15.27 |
15.25 |
15.27 |
+0.02 |
23 |
1,113 |
+13 |
| Apr16 |
150817 |
15.30 |
15.34 |
15.29 |
15.33 |
+0.03 |
18 |
830 |
+14 |
| May16 |
150817 |
15.67 |
15.67 |
15.66 |
15.67 |
unch |
20 |
787 |
+11 |
| Jun16 |
150817 |
16.01 |
16.03 |
16.01 |
16.03 |
unch |
24 |
614 |
+5 |
| Jul16 |
150817 |
16.29 |
16.29 |
16.29 |
16.29 |
unch |
19 |
474 |
+11 |
| Aug16 |
150817 |
16.56 |
16.56 |
16.56 |
16.56 |
unch |
19 |
400 |
+16 |
| Total Volume and Open Interest |
858 |
28,766 |
+251 |
| Cocoa(ICE) |
| Sep15 |
150817 |
3036 |
3068 |
3021 |
3032 |
-7 |
10,339 |
7,640 |
-5,229 |
| Dec15 |
150817 |
3055 |
3092 |
3049 |
3056 |
-5 |
27,441 |
93,035 |
+687 |
| Mar16 |
150817 |
3064 |
3097 |
3054 |
3060 |
-8 |
8,406 |
45,520 |
+1,440 |
| May16 |
150817 |
3065 |
3097 |
3055 |
3061 |
-8 |
1,824 |
16,397 |
+625 |
| Jul16 |
150817 |
3065 |
3096 |
3055 |
3062 |
-7 |
438 |
8,043 |
+17 |
| Sep16 |
150817 |
3064 |
3082 |
3059 |
3061 |
-7 |
202 |
1,902 |
+110 |
| Dec16 |
150817 |
3057 |
3074 |
3054 |
3054 |
-7 |
45 |
3,462 |
+4 |
| Total Volume and Open Interest |
48,695 |
177,769 |
-2,346 |
| Coffee "C"(ICE) |
| Sep15 |
150817 |
135.95 |
137.35 |
134.35 |
134.75 |
-2.75 |
30,382 |
41,054 |
-8,143 |
| Dec15 |
150817 |
139.30 |
141.15 |
138.10 |
138.55 |
-2.60 |
35,013 |
86,012 |
+4,347 |
| Mar16 |
150817 |
142.75 |
144.50 |
141.50 |
141.95 |
-2.55 |
4,595 |
25,727 |
+804 |
| May16 |
150817 |
145.05 |
146.45 |
143.65 |
144.00 |
-2.55 |
1,042 |
11,888 |
-17 |
| Jul16 |
150817 |
146.35 |
148.35 |
145.60 |
145.95 |
-2.50 |
606 |
4,360 |
+15 |
| Sep16 |
150817 |
148.60 |
149.85 |
147.30 |
147.65 |
-2.45 |
432 |
3,942 |
-35 |
| Total Volume and Open Interest |
72,690 |
181,888 |
-2,799 |
| Orange Juice(ICE) |
| Sep15 |
150817 |
132.05 |
132.35 |
131.00 |
131.60 |
-0.45 |
505 |
5,779 |
-235 |
| Nov15 |
150817 |
132.45 |
132.55 |
131.30 |
131.85 |
-0.60 |
249 |
6,610 |
+266 |
| Jan16 |
150817 |
133.20 |
133.30 |
133.20 |
133.30 |
-0.70 |
47 |
712 |
-20 |
| Mar16 |
150817 |
135.20 |
135.20 |
135.20 |
135.20 |
-0.75 |
35 |
358 |
+20 |
| May16 |
150817 |
137.15 |
137.15 |
137.15 |
137.15 |
-0.75 |
8 |
16 |
+6 |
| Jul16 |
150817 |
138.25 |
138.25 |
138.25 |
138.25 |
-0.75 |
|
|
|
| Total Volume and Open Interest |
844 |
13,475 |
+37 |
| Sugar #11(ICE) |
| Oct15 |
150817 |
10.70 |
10.70 |
10.55 |
10.63 |
-0.05 |
40,240 |
442,632 |
-1,330 |
| Mar16 |
150817 |
11.88 |
11.88 |
11.72 |
11.79 |
-0.07 |
23,910 |
238,851 |
+2,319 |
| May16 |
150817 |
12.01 |
12.01 |
11.87 |
11.97 |
-0.03 |
9,801 |
67,984 |
+3,435 |
| Jul16 |
150817 |
12.06 |
12.09 |
11.94 |
12.05 |
-0.01 |
3,798 |
43,743 |
-213 |
| Oct16 |
150817 |
12.28 |
12.33 |
12.20 |
12.30 |
unch |
2,189 |
35,003 |
-277 |
| Mar17 |
150817 |
12.91 |
12.98 |
12.84 |
12.95 |
+0.03 |
1,536 |
17,707 |
+336 |
| May17 |
150817 |
13.07 |
13.12 |
13.01 |
13.10 |
+0.02 |
465 |
3,619 |
+133 |
| Jul17 |
150817 |
13.21 |
13.28 |
13.15 |
13.25 |
+0.03 |
340 |
3,635 |
+186 |
| Total Volume and Open Interest |
82,644 |
858,910 |
+4,903 |
| London Cocoa(LCE) |
| Sep15 |
150817 |
2017 |
2033 |
2013 |
2017 |
-3 |
6,220 |
55,755 |
-1,532 |
| Dec15 |
150817 |
2039 |
2056 |
2037 |
2041 |
-3 |
12,552 |
73,046 |
+545 |
| Mar16 |
150817 |
2030 |
2044 |
2026 |
2028 |
-3 |
6,062 |
69,514 |
+347 |
| May16 |
150817 |
2024 |
2043 |
2024 |
2027 |
-2 |
2,979 |
20,306 |
-327 |
| Jul16 |
150817 |
2025 |
2043 |
2024 |
2027 |
-2 |
1,909 |
26,102 |
+355 |
| Sep16 |
150817 |
2023 |
2034 |
2020 |
2022 |
-1 |
1,686 |
18,827 |
+282 |
| Dec16 |
150817 |
2011 |
2021 |
2009 |
2009 |
-2 |
654 |
3,214 |
+437 |
| Total Volume and Open Interest |
32,375 |
270,183 |
+378 |
| London Sugar(LCE) |
| Oct15 |
150817 |
350.00 |
350.00 |
347.20 |
347.50 |
-2.30 |
4,127 |
30,240 |
-652 |
| Dec15 |
150817 |
342.10 |
342.30 |
340.30 |
340.60 |
-2.00 |
2,955 |
20,949 |
-161 |
| Mar16 |
150817 |
340.00 |
340.00 |
337.10 |
337.70 |
-2.00 |
1,809 |
20,609 |
+241 |
| May16 |
150817 |
342.80 |
342.80 |
340.40 |
341.10 |
-2.10 |
405 |
7,014 |
+145 |
| Aug16 |
150817 |
346.00 |
346.00 |
344.40 |
344.90 |
-1.40 |
261 |
2,959 |
-154 |
| Total Volume and Open Interest |
9,616 |
84,359 |
-580 |
| Cotton(ICE) |
| Oct15 |
150817 |
67.38 |
68.30 |
67.29 |
67.98 |
+0.82 |
86 |
151 |
-43 |
| Dec15 |
150817 |
65.94 |
66.89 |
65.67 |
66.52 |
+0.57 |
43,472 |
138,070 |
-47 |
| Mar16 |
150817 |
65.50 |
66.16 |
65.25 |
65.75 |
+0.29 |
6,888 |
35,685 |
+387 |
| May16 |
150817 |
65.59 |
66.26 |
65.55 |
65.85 |
+0.26 |
828 |
3,620 |
+7 |
| Jul16 |
150817 |
66.03 |
66.25 |
65.70 |
65.85 |
+0.21 |
832 |
4,555 |
+218 |
| Oct16 |
150817 |
65.24 |
65.24 |
65.24 |
65.24 |
+0.26 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
52,540 |
185,597 |
+765 |
| Lumber(CME) |
| Sep15 |
150817 |
252.3 |
252.4 |
246.4 |
251.1 |
-1.6 |
304 |
3,407 |
-97 |
| Nov15 |
150817 |
247.5 |
248.2 |
242.3 |
245.9 |
-2.2 |
205 |
2,233 |
+49 |
| Jan16 |
150817 |
256.8 |
256.8 |
252.7 |
255.8 |
-2.1 |
19 |
410 |
+5 |
| Mar16 |
150817 |
261.4 |
263.0 |
261.4 |
263.0 |
-5.6 |
2 |
48 |
+2 |
| Total Volume and Open Interest |
530 |
6,105 |
-41 |
| Crude Oil(NYM) |
| Sep15 |
150817 |
42.18 |
42.69 |
41.64 |
41.87 |
-0.63 |
420,146 |
164,463 |
-32,585 |
| Oct15 |
150817 |
42.84 |
43.22 |
42.27 |
42.41 |
-0.70 |
262,886 |
409,730 |
+30,162 |
| Nov15 |
150817 |
44.00 |
44.36 |
43.44 |
43.56 |
-0.75 |
143,588 |
189,880 |
+16,647 |
| Dec15 |
150817 |
44.93 |
45.27 |
44.35 |
44.47 |
-0.77 |
128,188 |
216,103 |
+7,363 |
| Jan16 |
150817 |
45.83 |
46.13 |
45.22 |
45.35 |
-0.78 |
61,165 |
93,385 |
+500 |
| Feb16 |
150817 |
46.58 |
46.94 |
46.06 |
46.19 |
-0.77 |
24,249 |
47,631 |
+2,043 |
| Mar16 |
150817 |
47.65 |
47.82 |
46.86 |
46.99 |
-0.78 |
33,035 |
72,364 |
+697 |
| Apr16 |
150817 |
48.33 |
48.59 |
47.69 |
47.76 |
-0.78 |
11,905 |
27,948 |
+511 |
| May16 |
150817 |
48.86 |
49.18 |
48.42 |
48.46 |
-0.76 |
6,354 |
21,770 |
-22 |
| Jun16 |
150817 |
49.47 |
49.83 |
48.89 |
49.07 |
-0.72 |
24,688 |
94,853 |
+1,102 |
| Jul16 |
150817 |
49.88 |
50.31 |
49.50 |
49.56 |
-0.69 |
2,949 |
19,835 |
-13 |
| Aug16 |
150817 |
50.44 |
50.76 |
49.98 |
50.03 |
-0.67 |
2,057 |
16,329 |
-192 |
| Sep16 |
150817 |
51.05 |
51.05 |
50.52 |
50.52 |
-0.65 |
6,891 |
38,319 |
-1,046 |
| Oct16 |
150817 |
51.00 |
51.00 |
51.00 |
51.00 |
-0.63 |
478 |
15,851 |
-49 |
| Nov16 |
150817 |
51.49 |
51.49 |
51.49 |
51.49 |
-0.61 |
422 |
16,675 |
-43 |
| Dec16 |
150817 |
52.33 |
52.62 |
51.80 |
51.97 |
-0.60 |
23,226 |
128,193 |
+1,340 |
| Total Volume and Open Interest |
1,157,536 |
1,722,487 |
+25,773 |
| e-miNY Crude Oil(NYM) |
| Aug15 |
150720 |
50.725 |
51.250 |
49.875 |
50.150 |
-0.750 |
6,910 |
3,534 |
+80 |
| Sep15 |
150817 |
42.175 |
42.675 |
41.625 |
41.875 |
-0.625 |
6,767 |
3,488 |
+429 |
| Oct15 |
150817 |
42.675 |
43.225 |
42.275 |
42.400 |
-0.700 |
1,235 |
3,278 |
+189 |
| Nov15 |
150817 |
43.875 |
44.350 |
43.475 |
43.550 |
-0.750 |
496 |
1,527 |
+60 |
| Dec15 |
150817 |
44.850 |
45.175 |
44.400 |
44.475 |
-0.775 |
312 |
1,624 |
+59 |
| Jan16 |
150817 |
45.675 |
46.125 |
45.250 |
45.350 |
-0.775 |
4 |
29 |
+3 |
| Feb16 |
150817 |
46.900 |
46.975 |
46.100 |
46.200 |
-0.750 |
0 |
28 |
+0 |
| Mar16 |
150817 |
47.050 |
47.050 |
47.000 |
47.000 |
-0.775 |
0 |
17 |
+0 |
| Apr16 |
150817 |
47.750 |
47.750 |
47.750 |
47.750 |
-0.800 |
0 |
2 |
+0 |
| May16 |
150817 |
48.450 |
48.450 |
48.450 |
48.450 |
-0.775 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
8,814 |
10,084 |
+740 |
| NY Harbor ULSD(NYM) |
| Sep15 |
150817 |
154.97 |
157.41 |
153.81 |
155.48 |
-0.31 |
51,814 |
67,043 |
-6,432 |
| Oct15 |
150817 |
155.95 |
158.38 |
154.97 |
156.59 |
-0.34 |
35,603 |
78,897 |
+3,680 |
| Nov15 |
150817 |
157.13 |
159.75 |
156.50 |
158.03 |
-0.38 |
20,150 |
61,715 |
+4,464 |
| Dec15 |
150817 |
158.72 |
161.13 |
157.96 |
159.49 |
-0.38 |
13,413 |
63,082 |
+935 |
| Jan16 |
150817 |
160.27 |
162.45 |
159.46 |
160.91 |
-0.45 |
6,957 |
33,928 |
+130 |
| Feb16 |
150817 |
160.92 |
163.13 |
160.80 |
161.72 |
-0.57 |
1,757 |
24,446 |
+263 |
| Mar16 |
150817 |
160.85 |
163.07 |
160.81 |
161.60 |
-0.60 |
2,884 |
24,685 |
-1,291 |
| Apr16 |
150817 |
160.60 |
162.54 |
160.54 |
160.97 |
-0.62 |
1,828 |
14,137 |
+1,185 |
| May16 |
150817 |
161.85 |
162.43 |
160.90 |
161.23 |
-0.70 |
356 |
6,418 |
-7 |
| Jun16 |
150817 |
161.25 |
163.52 |
161.05 |
161.91 |
-0.79 |
1,616 |
21,236 |
-321 |
| Jul16 |
150817 |
164.31 |
164.31 |
163.35 |
163.35 |
-0.83 |
138 |
4,252 |
+25 |
| Aug16 |
150817 |
166.12 |
166.28 |
164.94 |
164.94 |
-0.81 |
133 |
4,215 |
+14 |
| Sep16 |
150817 |
168.21 |
168.21 |
166.77 |
166.77 |
-0.82 |
117 |
3,584 |
+12 |
| Oct16 |
150817 |
170.01 |
170.01 |
168.45 |
168.45 |
-0.80 |
63 |
2,281 |
-19 |
| Total Volume and Open Interest |
137,996 |
434,538 |
+2,391 |
| RBOB Gasoline(NYM) |
| Sep15 |
150817 |
168.66 |
169.59 |
164.78 |
165.42 |
-3.27 |
64,892 |
69,388 |
-7,588 |
| Oct15 |
150817 |
150.55 |
150.98 |
148.23 |
149.14 |
-1.41 |
56,358 |
88,061 |
+2,038 |
| Nov15 |
150817 |
143.51 |
144.79 |
142.69 |
143.41 |
-0.92 |
28,240 |
55,587 |
+1,989 |
| Dec15 |
150817 |
139.12 |
140.76 |
138.63 |
139.56 |
-0.73 |
25,404 |
53,854 |
-615 |
| Jan16 |
150817 |
138.25 |
140.10 |
138.25 |
138.83 |
-0.79 |
11,736 |
27,151 |
+708 |
| Feb16 |
150817 |
139.60 |
140.95 |
139.59 |
139.86 |
-0.80 |
5,242 |
11,170 |
-516 |
| Mar16 |
150817 |
141.57 |
143.11 |
141.18 |
141.79 |
-0.77 |
3,098 |
14,907 |
+191 |
| Apr16 |
150817 |
162.56 |
164.11 |
162.56 |
163.19 |
-0.80 |
933 |
11,248 |
+212 |
| May16 |
150817 |
164.60 |
165.44 |
163.87 |
164.15 |
-0.77 |
1,012 |
9,889 |
+339 |
| Jun16 |
150817 |
164.04 |
165.23 |
163.34 |
163.97 |
-0.75 |
1,627 |
16,296 |
+284 |
| Total Volume and Open Interest |
201,763 |
386,533 |
-2,221 |
| e-miNY RBOB Gasoline(NYM) |
| Sep15 |
150817 |
165.42 |
165.42 |
165.42 |
165.42 |
-3.27 |
0 |
1 |
+0 |
| Oct15 |
150817 |
149.14 |
149.14 |
149.14 |
149.14 |
-1.41 |
|
|
|
| Nov15 |
150817 |
143.41 |
143.41 |
143.41 |
143.41 |
-0.92 |
|
|
|
| Dec15 |
150817 |
139.56 |
139.56 |
139.56 |
139.56 |
-0.73 |
|
|
|
| Total Volume and Open Interest |
0 |
1 |
+0 |
| Natural Gas(NYM) |
| Sep15 |
150817 |
2.774 |
2.788 |
2.718 |
2.728 |
-0.073 |
246,314 |
117,981 |
-28,111 |
| Oct15 |
150817 |
2.810 |
2.824 |
2.757 |
2.767 |
-0.070 |
131,812 |
185,379 |
-1,777 |
| Nov15 |
150817 |
2.915 |
2.925 |
2.863 |
2.872 |
-0.067 |
76,416 |
176,327 |
+11,074 |
| Dec15 |
150817 |
3.074 |
3.084 |
3.030 |
3.038 |
-0.060 |
30,412 |
72,222 |
+371 |
| Jan16 |
150817 |
3.180 |
3.182 |
3.133 |
3.140 |
-0.058 |
35,941 |
106,573 |
+2,293 |
| Feb16 |
150817 |
3.178 |
3.178 |
3.128 |
3.136 |
-0.056 |
5,405 |
21,123 |
+453 |
| Mar16 |
150817 |
3.128 |
3.131 |
3.085 |
3.094 |
-0.054 |
10,934 |
58,808 |
+1,688 |
| Apr16 |
150817 |
2.973 |
2.981 |
2.937 |
2.947 |
-0.044 |
11,986 |
57,974 |
+200 |
| May16 |
150817 |
2.970 |
2.970 |
2.934 |
2.943 |
-0.041 |
3,566 |
22,395 |
-995 |
| Jun16 |
150817 |
2.994 |
2.994 |
2.959 |
2.969 |
-0.040 |
1,010 |
16,981 |
-40 |
| Jul16 |
150817 |
3.026 |
3.026 |
2.993 |
3.003 |
-0.037 |
595 |
16,490 |
+62 |
| Aug16 |
150817 |
3.035 |
3.035 |
3.002 |
3.014 |
-0.036 |
1,423 |
15,729 |
+102 |
| Sep16 |
150817 |
3.030 |
3.030 |
2.996 |
3.009 |
-0.036 |
481 |
8,135 |
+20 |
| Oct16 |
150817 |
3.063 |
3.063 |
3.030 |
3.040 |
-0.036 |
1,184 |
20,461 |
+221 |
| Nov16 |
150817 |
3.149 |
3.149 |
3.115 |
3.123 |
-0.031 |
300 |
5,892 |
+109 |
| Dec16 |
150817 |
3.294 |
3.294 |
3.269 |
3.281 |
-0.028 |
85 |
9,610 |
+20 |
| Total Volume and Open Interest |
558,863 |
966,086 |
-13,606 |
| Brent Crude Oil(ICE) |
| Oct15 |
150817 |
48.76 |
49.44 |
48.35 |
48.74 |
-0.45 |
309,380 |
337,696 |
-4,678 |
| Nov15 |
150817 |
49.58 |
50.24 |
49.23 |
49.58 |
-0.47 |
99,609 |
235,277 |
+9,339 |
| Dec15 |
150817 |
50.45 |
51.08 |
50.12 |
50.44 |
-0.47 |
118,026 |
265,510 |
+8,912 |
| Jan16 |
150817 |
51.26 |
51.84 |
50.98 |
51.25 |
-0.46 |
26,243 |
99,854 |
+2,140 |
| Feb16 |
150817 |
52.02 |
52.60 |
51.84 |
52.02 |
-0.44 |
19,485 |
98,970 |
+4,685 |
| Mar16 |
150817 |
52.68 |
53.26 |
52.43 |
52.68 |
-0.42 |
24,961 |
120,302 |
+5,772 |
| Apr16 |
150817 |
53.24 |
53.94 |
53.15 |
53.38 |
-0.40 |
11,863 |
70,557 |
+3,967 |
| May16 |
150817 |
53.87 |
54.58 |
53.78 |
54.02 |
-0.38 |
7,776 |
43,976 |
+433 |
| Jun16 |
150817 |
54.46 |
55.16 |
54.31 |
54.61 |
-0.36 |
27,191 |
97,283 |
-1,085 |
| Jul16 |
150817 |
55.54 |
55.54 |
54.74 |
55.15 |
-0.34 |
3,548 |
28,691 |
+919 |
| Aug16 |
150817 |
55.66 |
55.66 |
55.66 |
55.66 |
-0.31 |
1,999 |
24,761 |
+80 |
| Sep16 |
150817 |
56.15 |
56.15 |
56.15 |
56.15 |
-0.29 |
3,862 |
39,178 |
+119 |
| Oct16 |
150817 |
56.63 |
56.63 |
56.63 |
56.63 |
-0.26 |
1,012 |
18,301 |
+248 |
| Nov16 |
150817 |
57.09 |
57.09 |
57.09 |
57.09 |
-0.25 |
1,065 |
17,370 |
+87 |
| Total Volume and Open Interest |
812,487 |
1,923,705 |
-12,085 |
| Gas Oil(ICE) |
| Sep15 |
150817 |
472.50 |
478.50 |
467.75 |
475.50 |
+1.00 |
66,855 |
164,632 |
-9,097 |
| Oct15 |
150817 |
475.50 |
482.50 |
472.50 |
480.00 |
+1.00 |
54,525 |
158,869 |
+2,587 |
| Nov15 |
150817 |
477.50 |
484.00 |
474.75 |
481.75 |
+0.75 |
25,132 |
81,747 |
+989 |
| Dec15 |
150817 |
480.00 |
486.00 |
477.00 |
483.75 |
+0.75 |
33,523 |
106,408 |
+2,232 |
| Jan16 |
150817 |
483.25 |
489.50 |
481.00 |
487.25 |
+0.50 |
11,622 |
34,902 |
-1,176 |
| Feb16 |
150817 |
487.50 |
493.50 |
485.50 |
491.00 |
+0.25 |
4,426 |
24,789 |
+527 |
| Mar16 |
150817 |
490.75 |
496.75 |
489.50 |
494.25 |
+0.25 |
7,975 |
31,225 |
+1,266 |
| Apr16 |
150817 |
492.50 |
498.75 |
492.00 |
497.25 |
+0.25 |
2,009 |
20,048 |
+568 |
| May16 |
150817 |
498.00 |
503.00 |
496.00 |
501.25 |
+0.25 |
620 |
11,732 |
+132 |
| Jun16 |
150817 |
501.50 |
507.25 |
499.50 |
505.00 |
+0.25 |
3,030 |
47,923 |
-4 |
| Total Volume and Open Interest |
215,159 |
804,935 |
-1,609 |
| Ethanol(CBOT) |
| Sep15 |
150817 |
1.479 |
1.479 |
1.468 |
1.470 |
unch |
504 |
1,074 |
-215 |
| Oct15 |
150817 |
1.462 |
1.466 |
1.462 |
1.463 |
unch |
247 |
1,051 |
+128 |
| Nov15 |
150817 |
1.446 |
1.446 |
1.446 |
1.446 |
unch |
45 |
545 |
+23 |
| Dec15 |
150817 |
1.425 |
1.435 |
1.417 |
1.431 |
unch |
44 |
1,132 |
+14 |
| Jan16 |
150817 |
1.406 |
1.417 |
1.406 |
1.417 |
unch |
10 |
591 |
+0 |
| Feb16 |
150817 |
1.421 |
1.421 |
1.421 |
1.421 |
unch |
0 |
241 |
+0 |
| Mar16 |
150817 |
1.427 |
1.427 |
1.427 |
1.427 |
unch |
0 |
470 |
+0 |
| Apr16 |
150817 |
1.434 |
1.434 |
1.434 |
1.434 |
unch |
0 |
321 |
+0 |
| Total Volume and Open Interest |
850 |
5,441 |
-50 |
| WTI Crude Oil(ICE) |
| Sep15 |
150817 |
42.10 |
42.68 |
41.64 |
41.87 |
-0.63 |
53,967 |
42,314 |
-7,201 |
| Oct15 |
150817 |
42.70 |
43.21 |
42.26 |
42.41 |
-0.70 |
60,057 |
69,454 |
+6,426 |
| Nov15 |
150817 |
43.85 |
44.34 |
43.46 |
43.56 |
-0.75 |
30,390 |
34,505 |
-357 |
| Dec15 |
150817 |
44.82 |
45.23 |
44.37 |
44.47 |
-0.77 |
38,836 |
94,296 |
-23 |
| Jan16 |
150817 |
45.85 |
46.08 |
45.28 |
45.35 |
-0.78 |
11,754 |
18,911 |
+1,160 |
| Feb16 |
150817 |
46.45 |
46.85 |
46.12 |
46.19 |
-0.77 |
5,139 |
4,623 |
-14 |
| Mar16 |
150817 |
47.24 |
47.67 |
46.88 |
46.99 |
-0.78 |
5,714 |
15,577 |
+327 |
| Apr16 |
150817 |
47.76 |
47.76 |
47.76 |
47.76 |
-0.78 |
1,480 |
4,196 |
+120 |
| May16 |
150817 |
48.46 |
48.46 |
48.46 |
48.46 |
-0.76 |
590 |
3,287 |
-77 |
| Jun16 |
150817 |
49.34 |
49.70 |
49.07 |
49.07 |
-0.72 |
2,727 |
26,627 |
-510 |
| Jul16 |
150817 |
49.56 |
49.56 |
49.56 |
49.56 |
-0.69 |
226 |
1,725 |
+17 |
| Aug16 |
150817 |
50.03 |
50.03 |
50.03 |
50.03 |
-0.67 |
185 |
2,061 |
-6 |
| Sep16 |
150817 |
50.52 |
50.52 |
50.52 |
50.52 |
-0.65 |
213 |
3,647 |
-54 |
| Oct16 |
150817 |
51.00 |
51.00 |
51.00 |
51.00 |
-0.63 |
54 |
1,182 |
+13 |
| Nov16 |
150817 |
51.49 |
51.49 |
51.49 |
51.49 |
-0.61 |
30 |
1,380 |
+11 |
| Dec16 |
150817 |
52.19 |
52.49 |
51.97 |
51.97 |
-0.60 |
3,665 |
54,069 |
+680 |
| Total Volume and Open Interest |
215,636 |
420,426 |
+540 |
| US Dollar Index(ICE) |
| Sep15 |
150817 |
96.570 |
96.960 |
96.525 |
96.815 |
+0.283 |
36,250 |
94,384 |
-2,462 |
| Dec15 |
150817 |
96.885 |
97.280 |
96.860 |
97.135 |
+0.283 |
889 |
7,177 |
+153 |
| Mar16 |
150817 |
97.300 |
97.485 |
97.200 |
97.405 |
+0.283 |
64 |
489 |
+14 |
| Total Volume and Open Interest |
37,225 |
102,162 |
-2,285 |
| Australian Dollar(CME) |
| Sep15 |
150817 |
73.66 |
73.79 |
73.33 |
73.69 |
+0.03 |
87,474 |
160,144 |
-656 |
| Dec15 |
150817 |
73.33 |
73.43 |
73.00 |
73.35 |
+0.03 |
394 |
1,160 |
+20 |
| Mar16 |
150817 |
73.05 |
73.05 |
72.83 |
73.05 |
+0.03 |
1 |
20 |
+0 |
| Total Volume and Open Interest |
87,869 |
161,332 |
-636 |
| British Pound(CME) |
| Sep15 |
150817 |
156.46 |
156.89 |
155.75 |
155.82 |
-0.67 |
59,731 |
159,184 |
-2,556 |
| Dec15 |
150817 |
156.43 |
156.79 |
155.69 |
155.75 |
-0.67 |
42 |
1,140 |
+19 |
| Mar16 |
150817 |
156.65 |
156.65 |
155.71 |
155.71 |
-0.67 |
1 |
33 |
+1 |
| Total Volume and Open Interest |
59,774 |
160,466 |
-2,536 |
| Canadian Dollar(CME) |
| Sep15 |
150817 |
76.36 |
76.55 |
76.02 |
76.39 |
-0.04 |
55,096 |
157,982 |
-1,901 |
| Dec15 |
150817 |
76.28 |
76.52 |
76.01 |
76.37 |
-0.04 |
624 |
6,285 |
+31 |
| Mar16 |
150817 |
76.38 |
76.50 |
76.07 |
76.38 |
-0.04 |
2 |
927 |
+0 |
| Jun16 |
150817 |
76.41 |
76.41 |
76.27 |
76.41 |
-0.04 |
21 |
161 |
+0 |
| Total Volume and Open Interest |
55,743 |
165,416 |
-1,870 |
| Japanese Yen(CME) |
| Sep15 |
150817 |
80.49 |
80.53 |
80.29 |
80.39 |
-0.12 |
103,138 |
248,761 |
-2,673 |
| Dec15 |
150817 |
80.51 |
80.64 |
80.43 |
80.52 |
-0.11 |
164 |
3,772 |
+24 |
| Mar16 |
150817 |
80.77 |
80.77 |
80.66 |
80.72 |
-0.12 |
0 |
92 |
+0 |
| Total Volume and Open Interest |
103,302 |
252,747 |
-2,649 |
| Swiss Franc(CME) |
| Sep15 |
150817 |
102.43 |
102.74 |
102.13 |
102.41 |
-0.06 |
15,440 |
41,091 |
+102 |
| Dec15 |
150817 |
102.77 |
103.06 |
102.49 |
102.75 |
-0.06 |
31 |
747 |
+22 |
| Mar16 |
150817 |
103.17 |
103.17 |
103.13 |
103.17 |
-0.06 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
15,471 |
41,865 |
+124 |
| EuroFX(CME) |
| Sep15 |
150817 |
111.19 |
111.30 |
110.62 |
110.85 |
-0.39 |
198,156 |
351,075 |
-2,116 |
| Dec15 |
150817 |
111.30 |
111.45 |
110.80 |
111.02 |
-0.39 |
1,067 |
10,439 |
+27 |
| Mar16 |
150817 |
111.53 |
111.65 |
111.09 |
111.25 |
-0.39 |
112 |
769 |
+14 |
| Total Volume and Open Interest |
199,381 |
362,511 |
-2,029 |
| Mexican Peso(CME) |
| Aug15 |
150817 |
608.12 |
608.12 |
608.12 |
608.12 |
-1.75 |
0 |
3 |
+0 |
| Sep15 |
150817 |
608.75 |
609.25 |
605.38 |
608.12 |
-0.62 |
28,360 |
120,262 |
+1,533 |
| Total Volume and Open Interest |
28,594 |
173,676 |
+1,544 |
| Brazilian Real(CME) |
| Sep15 |
150817 |
284.50 |
287.30 |
283.75 |
285.65 |
-0.15 |
2,806 |
17,980 |
+2,214 |
| Oct15 |
150817 |
282.80 |
284.20 |
281.10 |
282.80 |
-0.15 |
6 |
44 |
+2 |
| Nov15 |
150817 |
281.25 |
281.25 |
278.65 |
279.95 |
-0.25 |
0 |
25 |
+0 |
| Dec15 |
150817 |
277.00 |
277.35 |
275.00 |
277.35 |
-0.10 |
5 |
3,800 |
+0 |
| Total Volume and Open Interest |
2,817 |
27,974 |
+2,216 |
| 30-Year T-Bonds(CBOT) |
| Sep15 |
150817 |
158~060 |
159~110 |
158~030 |
159~030 |
+0~310 |
345,717 |
517,513 |
-3,418 |
| Dec15 |
150817 |
156~260 |
157~270 |
156~210 |
157~200 |
+0~310 |
2,233 |
8,170 |
+977 |
| Mar16 |
150817 |
156~080 |
156~080 |
156~080 |
156~080 |
+0~310 |
|
|
|
| Total Volume and Open Interest |
347,950 |
525,683 |
-2,441 |
| 10-Year T-Notes(CBOT) |
| Sep15 |
150817 |
127~125 |
127~265 |
127~105 |
127~245 |
+0~130 |
1,288,228 |
2,908,502 |
-31,984 |
| Dec15 |
150817 |
126~245 |
127~060 |
126~220 |
127~040 |
+0~130 |
11,819 |
42,185 |
+449 |
| Mar16 |
150817 |
126~200 |
126~200 |
126~200 |
126~200 |
+0~130 |
|
|
|
| Total Volume and Open Interest |
1,300,047 |
2,950,687 |
-31,535 |
| 5-Year T-Notes(CBOT) |
| Sep15 |
150817 |
119~194 |
119~274 |
119~190 |
119~254 |
+0~066 |
687,215 |
2,346,416 |
-18,226 |
| Dec15 |
150817 |
119~036 |
119~112 |
119~036 |
119~094 |
+0~074 |
3,231 |
26,187 |
+1,508 |
| Mar16 |
150817 |
118~186 |
118~186 |
118~186 |
118~186 |
+0~074 |
|
|
|
| Total Volume and Open Interest |
690,446 |
2,372,603 |
-16,718 |
| 2 Year T-Notes(CBOT) |
| Sep15 |
150817 |
109~136 |
109~156 |
109~132 |
109~146 |
+0~012 |
315,319 |
1,347,731 |
-28,807 |
| Dec15 |
150817 |
109~040 |
109~062 |
109~036 |
109~054 |
+0~016 |
3,110 |
12,357 |
+792 |
| Mar16 |
150817 |
108~304 |
108~304 |
108~304 |
108~304 |
+0~016 |
|
|
|
| Total Volume and Open Interest |
318,429 |
1,360,088 |
-28,015 |
| Eurodollars(CME) |
| Sep15 |
150817 |
99.615 |
99.622 |
99.610 |
99.620 |
+0.010 |
161,501 |
1,140,683 |
-15,294 |
| Dec15 |
150817 |
99.445 |
99.475 |
99.440 |
99.465 |
+0.020 |
232,004 |
1,414,629 |
+15,389 |
| Mar16 |
150817 |
99.265 |
99.300 |
99.265 |
99.290 |
+0.025 |
239,669 |
1,155,949 |
+2,312 |
| Jun16 |
150817 |
99.080 |
99.115 |
99.075 |
99.100 |
+0.025 |
186,414 |
1,121,721 |
+10,203 |
| Sep16 |
150817 |
98.875 |
98.915 |
98.875 |
98.900 |
+0.030 |
188,803 |
980,342 |
-7,064 |
| Dec16 |
150817 |
98.675 |
98.720 |
98.670 |
98.705 |
+0.035 |
221,215 |
1,301,653 |
-22,777 |
| Mar17 |
150817 |
98.505 |
98.560 |
98.505 |
98.540 |
+0.040 |
139,980 |
731,339 |
-1,459 |
| Jun17 |
150817 |
98.345 |
98.395 |
98.345 |
98.380 |
+0.040 |
145,634 |
704,262 |
+2,086 |
| Sep17 |
150817 |
98.200 |
98.265 |
98.200 |
98.245 |
+0.045 |
165,591 |
623,414 |
+216 |
| Dec17 |
150817 |
98.075 |
98.130 |
98.075 |
98.120 |
+0.050 |
128,428 |
705,716 |
+3,587 |
| Mar18 |
150817 |
97.970 |
98.025 |
97.965 |
98.015 |
+0.055 |
86,775 |
424,318 |
+126 |
| Jun18 |
150817 |
97.860 |
97.920 |
97.860 |
97.915 |
+0.060 |
88,271 |
368,883 |
+3,315 |
| Sep18 |
150817 |
97.765 |
97.825 |
97.765 |
97.820 |
+0.060 |
62,284 |
264,212 |
+3,116 |
| Dec18 |
150817 |
97.680 |
97.730 |
97.670 |
97.725 |
+0.060 |
46,593 |
269,162 |
-3,570 |
| Mar19 |
150817 |
97.600 |
97.655 |
97.590 |
97.650 |
+0.060 |
39,591 |
151,227 |
+872 |
| Jun19 |
150817 |
97.520 |
97.575 |
97.510 |
97.570 |
+0.060 |
35,432 |
164,375 |
-3,524 |
| Sep19 |
150817 |
97.440 |
97.505 |
97.435 |
97.500 |
+0.065 |
40,491 |
126,126 |
-4,286 |
| Dec19 |
150817 |
97.370 |
97.430 |
97.360 |
97.425 |
+0.065 |
28,796 |
94,387 |
+524 |
| Total Volume and Open Interest |
2,303,877 |
12,074,159 |
-15,163 |
| Ultra T-Bond(CBOT) |
| Sep15 |
150817 |
162~12 |
163~20 |
162~11 |
163~13 |
+1~03 |
113,667 |
608,883 |
+4,531 |
| Dec15 |
150817 |
162~01 |
162~08 |
161~18 |
162~01 |
+1~03 |
169 |
5,130 |
-2 |
| Mar16 |
150817 |
161~28 |
161~28 |
161~28 |
161~28 |
+1~03 |
|
|
|
| Total Volume and Open Interest |
113,836 |
614,013 |
+4,529 |
| 30 Day Federal Funds(CBOT) |
| Aug15 |
150817 |
99.863 |
99.865 |
99.860 |
99.863 |
unch |
7,974 |
145,292 |
-2,250 |
| Sep15 |
150817 |
99.805 |
99.815 |
99.805 |
99.810 |
unch |
8,998 |
73,928 |
+1,423 |
| Oct15 |
150817 |
99.750 |
99.760 |
99.750 |
99.755 |
unch |
17,716 |
146,244 |
+419 |
| Nov15 |
150817 |
99.730 |
99.740 |
99.725 |
99.735 |
+0.005 |
18,277 |
145,204 |
-8,447 |
| Dec15 |
150817 |
99.675 |
99.685 |
99.670 |
99.680 |
+0.005 |
8,755 |
53,876 |
-1,040 |
| Jan16 |
150817 |
99.620 |
99.635 |
99.615 |
99.630 |
+0.010 |
11,592 |
145,602 |
+815 |
| Total Volume and Open Interest |
81,218 |
874,832 |
-8,808 |
| 3-Mth Euro-Yen(CME) |
| Sep15 |
150817 |
99.840 |
99.840 |
99.840 |
99.840 |
unch |
|
|
|
| Dec15 |
150817 |
99.825 |
99.825 |
99.825 |
99.825 |
unch |
|
|
|
| Mar16 |
150817 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
| Jun16 |
150817 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Sep16 |
150817 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
| Dec16 |
150817 |
99.840 |
99.840 |
99.840 |
99.840 |
unch |
|
|
|
| Mar17 |
150817 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
| Jun17 |
150817 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
| Sep17 |
150817 |
99.420 |
99.420 |
99.420 |
99.420 |
unch |
|
|
|
| Dec17 |
150817 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep15 |
150817 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
0 |
1 |
+0 |
| Dec15 |
150817 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
4 |
+0 |
| Mar16 |
150817 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
| Jun16 |
150817 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Sep16 |
150817 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
|
|
|
| Dec16 |
150817 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
0 |
4 |
+0 |
| Mar17 |
150817 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
|
|
|
| Jun17 |
150817 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
9 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Sep15 |
150817 |
147.86 |
147.88 |
147.57 |
147.72 |
-0.13 |
4,393 |
21,423 |
+1,914 |
| Dec15 |
150817 |
147.16 |
147.16 |
147.16 |
147.16 |
-0.13 |
0 |
1 |
+0 |
| Mar16 |
150817 |
146.60 |
146.60 |
146.60 |
146.60 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
4,393 |
21,424 |
+1,914 |
| Euro-Bund(EUREX) |
| Sep15 |
150817 |
154.78 |
155.09 |
154.52 |
154.98 |
+0.32 |
463,769 |
1,180,878 |
-2,785 |
| Dec15 |
150817 |
154.92 |
155.24 |
154.74 |
155.19 |
+0.34 |
6,039 |
69,923 |
+1,178 |
| Mar16 |
150817 |
156.70 |
156.70 |
156.70 |
156.70 |
+0.32 |
1 |
926 |
+0 |
| Total Volume and Open Interest |
469,809 |
1,251,727 |
-1,607 |
| Euro-Bobl(EUREX) |
| Sep15 |
150817 |
130.55 |
130.63 |
130.48 |
130.61 |
+0.09 |
293,448 |
1,033,150 |
+3,708 |
| Dec15 |
150817 |
128.76 |
128.76 |
128.75 |
128.75 |
+0.09 |
1,456 |
8,581 |
+1,369 |
| Mar16 |
150817 |
128.75 |
128.75 |
128.75 |
128.75 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
294,904 |
1,041,731 |
+5,077 |
| 3-Mth Euribor(EUREX) |
| Sep15 |
150817 |
100.030 |
100.030 |
100.030 |
100.030 |
unch |
45 |
13,614 |
-26 |
| Dec15 |
150817 |
100.030 |
100.030 |
100.030 |
100.030 |
-0.005 |
113 |
31,501 |
-4 |
| Mar16 |
150817 |
100.030 |
100.030 |
100.030 |
100.030 |
unch |
250 |
4,768 |
-78 |
| Total Volume and Open Interest |
652 |
95,324 |
-252 |
| Long Gilt(LIFFE) |
| Sep15 |
150817 |
117~17 |
118~02 |
117~14 |
117~30 |
+0~15 |
143,217 |
406,900 |
-5,489 |
| Dec15 |
150817 |
116~24 |
117~02 |
116~22 |
117~02 |
+0~13 |
|
|
|
| Total Volume and Open Interest |
143,217 |
406,900 |
-5,489 |
| 3-Mth Short Sterling(LIFFE) |
| Sep15 |
150817 |
99.39 |
99.41 |
99.39 |
99.40 |
unch |
11,010 |
346,271 |
-1,173 |
| Dec15 |
150817 |
99.31 |
99.33 |
99.30 |
99.33 |
+0.01 |
41,684 |
414,024 |
+5,336 |
| Mar16 |
150817 |
99.17 |
99.22 |
99.17 |
99.21 |
+0.02 |
29,793 |
371,362 |
+6,656 |
| Jun16 |
150817 |
99.04 |
99.09 |
99.04 |
99.08 |
+0.03 |
44,221 |
318,226 |
+5,211 |
| Sep16 |
150817 |
98.88 |
98.94 |
98.88 |
98.93 |
+0.03 |
37,733 |
268,403 |
-429 |
| Dec16 |
150817 |
98.72 |
98.79 |
98.71 |
98.78 |
+0.04 |
62,228 |
289,868 |
+1,014 |
| Total Volume and Open Interest |
400,822 |
3,097,669 |
+19,861 |
| 3-Mth Euribor(LIFFE) |
| Sep15 |
150817 |
100.025 |
100.030 |
100.025 |
100.030 |
unch |
13,192 |
347,660 |
-108 |
| Dec15 |
150817 |
100.035 |
100.035 |
100.030 |
100.035 |
+0.005 |
13,398 |
349,349 |
+4,359 |
| Mar16 |
150817 |
100.030 |
100.035 |
100.025 |
100.030 |
unch |
9,597 |
302,195 |
-496 |
| Total Volume and Open Interest |
188,029 |
3,216,444 |
-8,157 |
| 3-Mth Aus T-Bills(SFE) |
| Sep15 |
150817 |
97.88 |
97.89 |
97.88 |
97.89 |
unch |
22,111 |
184,829 |
+4,136 |
| Dec15 |
150817 |
97.93 |
97.94 |
97.92 |
97.93 |
-0.01 |
37,847 |
210,499 |
+1,282 |
| Mar16 |
150817 |
97.95 |
97.96 |
97.95 |
97.96 |
unch |
37,843 |
153,932 |
-8,970 |
| Jun16 |
150817 |
97.96 |
97.96 |
97.95 |
97.96 |
unch |
32,244 |
140,222 |
+4,226 |
| Sep16 |
150817 |
97.93 |
97.93 |
97.92 |
97.93 |
unch |
14,880 |
85,026 |
+923 |
| Dec16 |
150817 |
97.87 |
97.87 |
97.86 |
97.87 |
unch |
9,156 |
61,935 |
+2,038 |
| Mar17 |
150817 |
97.80 |
97.81 |
97.79 |
97.81 |
unch |
5,776 |
43,616 |
+735 |
| Jun17 |
150817 |
97.72 |
97.73 |
97.72 |
97.73 |
unch |
1,969 |
28,763 |
-139 |
| Sep17 |
150817 |
97.63 |
97.64 |
97.62 |
97.64 |
unch |
204 |
7,756 |
+94 |
| Dec17 |
150817 |
97.54 |
97.54 |
97.54 |
97.54 |
-0.01 |
83 |
3,128 |
+0 |
| Total Volume and Open Interest |
162,192 |
924,576 |
+4,267 |
| 10-Year Aus T-Bonds(SFE) |
| Sep15 |
150817 |
97.18 |
97.21 |
97.17 |
97.19 |
unch |
138,771 |
729,205 |
-12,916 |
| Dec15 |
150817 |
97.19 |
97.19 |
97.19 |
97.19 |
unch |
|
|
|
| Total Volume and Open Interest |
138,771 |
729,205 |
-12,916 |
| 3-Year Aus T-Bonds(SFE) |
| Sep15 |
150817 |
98.02 |
98.05 |
98.01 |
98.03 |
unch |
217,008 |
709,864 |
-1,133 |
| Dec15 |
150817 |
98.03 |
98.03 |
98.03 |
98.03 |
unch |
|
|
|
| Total Volume and Open Interest |
217,008 |
709,864 |
-1,133 |
| Gold(CMX) |
| Aug15 |
150817 |
1113.8 |
1122.2 |
1113.8 |
1118.6 |
+5.7 |
441 |
2,502 |
-8 |
| Oct15 |
150817 |
1113.2 |
1121.8 |
1112.8 |
1118.1 |
+5.7 |
4,411 |
26,628 |
-233 |
| Dec15 |
150817 |
1113.5 |
1122.2 |
1112.9 |
1118.4 |
+5.7 |
129,211 |
308,754 |
-4,449 |
| Feb16 |
150817 |
1115.0 |
1122.9 |
1115.0 |
1119.5 |
+5.7 |
1,527 |
37,879 |
+172 |
| Apr16 |
150817 |
1115.8 |
1123.3 |
1115.8 |
1120.6 |
+5.7 |
1,603 |
15,704 |
+733 |
| Jun16 |
150817 |
1121.6 |
1121.9 |
1121.6 |
1121.8 |
+5.7 |
951 |
9,726 |
+491 |
| Aug16 |
150817 |
1125.0 |
1125.0 |
1123.1 |
1123.2 |
+5.6 |
210 |
3,092 |
+87 |
| Oct16 |
150817 |
1124.7 |
1124.7 |
1124.7 |
1124.7 |
+5.6 |
0 |
1,416 |
+0 |
| Dec16 |
150817 |
1126.3 |
1126.5 |
1126.1 |
1126.4 |
+5.6 |
672 |
10,515 |
-609 |
| Feb17 |
150817 |
1128.4 |
1128.4 |
1128.4 |
1128.4 |
+5.6 |
0 |
156 |
+0 |
| Apr17 |
150817 |
1130.4 |
1130.4 |
1130.4 |
1130.4 |
+5.6 |
3 |
306 |
-1 |
| Jun17 |
150817 |
1132.6 |
1132.6 |
1132.6 |
1132.6 |
+5.6 |
0 |
3,536 |
+0 |
| Total Volume and Open Interest |
140,071 |
432,013 |
-3,590 |
| Silver(CMX) |
| Sep15 |
150817 |
1522.5 |
1537.5 |
1518.0 |
1529.8 |
+8.5 |
48,729 |
77,755 |
-6,588 |
| Dec15 |
150817 |
1526.5 |
1542.0 |
1523.0 |
1534.8 |
+8.5 |
11,733 |
70,359 |
+6,161 |
| Mar16 |
150817 |
1533.0 |
1547.0 |
1529.0 |
1539.9 |
+8.5 |
1,157 |
9,655 |
+319 |
| May16 |
150817 |
1543.2 |
1543.5 |
1543.2 |
1543.2 |
+8.5 |
105 |
2,456 |
-27 |
| Jul16 |
150817 |
1546.0 |
1546.5 |
1546.0 |
1546.5 |
+8.5 |
54 |
5,083 |
+1 |
| Sep16 |
150817 |
1549.8 |
1549.8 |
1549.8 |
1549.8 |
+8.5 |
0 |
314 |
+0 |
| Dec16 |
150817 |
1554.0 |
1554.6 |
1554.0 |
1554.6 |
+8.4 |
166 |
5,847 |
+137 |
| Total Volume and Open Interest |
61,974 |
174,871 |
+6 |
| Platinum(NYMEX) |
| Oct15 |
150817 |
992.8 |
1001.5 |
989.5 |
1000.7 |
+6.7 |
7,268 |
72,013 |
-353 |
| Jan16 |
150817 |
992.5 |
1002.1 |
991.8 |
1001.6 |
+6.6 |
160 |
6,286 |
+35 |
| Apr16 |
150817 |
1003.4 |
1003.4 |
1003.4 |
1003.4 |
+6.6 |
51 |
261 |
+43 |
| Jul16 |
150817 |
1004.0 |
1004.0 |
1004.0 |
1004.0 |
+6.6 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
7,481 |
78,579 |
-277 |
| Palladium(NYMEX) |
| Sep15 |
150817 |
616.15 |
619.70 |
608.85 |
613.80 |
-3.70 |
4,885 |
29,040 |
-1,123 |
| Dec15 |
150817 |
616.30 |
619.00 |
609.75 |
614.00 |
-3.75 |
1,153 |
7,411 |
+791 |
| Mar16 |
150817 |
614.50 |
614.50 |
614.50 |
614.50 |
-3.75 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
6,038 |
36,508 |
-332 |
| Copper(CMX) |
| Sep15 |
150817 |
234.45 |
234.85 |
230.95 |
232.10 |
-3.05 |
51,700 |
90,658 |
-4,260 |
| Dec15 |
150817 |
234.55 |
234.95 |
230.85 |
232.15 |
-3.15 |
18,573 |
81,537 |
+6,454 |
| Mar16 |
150817 |
235.15 |
235.15 |
231.50 |
232.55 |
-3.20 |
2,948 |
12,192 |
+564 |
| May16 |
150817 |
233.80 |
234.75 |
232.00 |
233.05 |
-3.25 |
305 |
2,635 |
+50 |
| Jul16 |
150817 |
234.20 |
234.60 |
233.20 |
233.45 |
-3.30 |
81 |
1,082 |
+20 |
| Total Volume and Open Interest |
74,527 |
196,593 |
+2,928 |
| DJIA Index(CBOT) |
| Sep15 |
150206 |
17615 |
17615 |
17615 |
17615 |
-2 |
|
|
|
| Total Volume and Open Interest |
184 |
11,634 |
+35 |
| E-mini DJIA Index(CBOT) |
| Sep15 |
150817 |
17439 |
17513 |
17297 |
17504 |
+65 |
148,301 |
90,938 |
-1,447 |
| Dec15 |
150817 |
17365 |
17423 |
17219 |
17416 |
+63 |
155 |
553 |
+14 |
| Mar16 |
150817 |
17185 |
17335 |
17181 |
17334 |
+63 |
1 |
4 |
+1 |
| Jun16 |
150817 |
17252 |
17252 |
17137 |
17252 |
+63 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
148,457 |
91,499 |
-1,432 |
| S & P 500(CME) |
| Sep15 |
150817 |
2089.70 |
2100.00 |
2075.00 |
2099.30 |
+9.90 |
5,945 |
116,237 |
+672 |
| Dec15 |
150817 |
2091.20 |
2092.30 |
2066.30 |
2091.20 |
+9.90 |
11 |
2,804 |
+15 |
| Mar16 |
150817 |
2085.90 |
2087.00 |
2061.00 |
2085.90 |
+9.90 |
0 |
170 |
+0 |
| Jun16 |
150817 |
2080.70 |
2081.80 |
2055.80 |
2080.70 |
+9.90 |
0 |
540 |
+0 |
| Total Volume and Open Interest |
5,956 |
119,752 |
+687 |
| S & P 500 E-Mini(Globex) |
| Sep15 |
150817 |
2089.50 |
2100.50 |
2074.75 |
2099.25 |
+9.75 |
1,496,065 |
2,773,957 |
+6,088 |
| Dec15 |
150817 |
2082.50 |
2092.00 |
2066.75 |
2091.25 |
+10.00 |
8,170 |
47,289 |
+2,491 |
| Total Volume and Open Interest |
1,504,360 |
2,825,157 |
+8,577 |
| NASDAQ 100(CME) |
| Sep15 |
150206 |
4200.00 |
4200.00 |
4200.00 |
4200.00 |
-43.50 |
|
|
|
| Total Volume and Open Interest |
563 |
16,224 |
-30 |
| NASDAQ 100 E-Mini(Globex) |
| Sep15 |
150817 |
4532.50 |
4567.80 |
4503.30 |
4564.80 |
+33.00 |
234,832 |
349,885 |
-1,794 |
| Dec15 |
150817 |
4527.00 |
4560.00 |
4498.00 |
4557.50 |
+33.00 |
456 |
1,367 |
+90 |
| Total Volume and Open Interest |
235,373 |
351,508 |
-1,619 |
| S & P Midcap 400(CME) |
| Sep15 |
150209 |
0.00 |
0.00 |
0.00 |
0.00 |
-1469.10 |
|
|
|
| Total Volume and Open Interest |
0 |
957 |
+0 |
| Volatility Index(CBOE) |
| Aug15 |
150817 |
14.25 |
14.74 |
13.75 |
13.83 |
-0.45 |
95,427 |
93,511 |
-15,760 |
| Sep15 |
150817 |
15.10 |
15.48 |
14.95 |
15.03 |
-0.10 |
72,047 |
124,849 |
+9,674 |
| Oct15 |
150817 |
15.81 |
16.10 |
15.70 |
15.73 |
-0.10 |
15,303 |
42,553 |
+1,818 |
| Nov15 |
150817 |
16.28 |
16.50 |
16.17 |
16.23 |
-0.10 |
10,607 |
28,755 |
+781 |
| Total Volume and Open Interest |
215,485 |
319,539 |
-31,116 |
| Russell 2000(ICE) |
| Sep15 |
150817 |
1211.30 |
1223.30 |
1201.60 |
1222.70 |
+12.60 |
91,805 |
361,150 |
-1,601 |
| Dec15 |
150817 |
1203.80 |
1217.70 |
1197.50 |
1217.70 |
+12.40 |
268 |
894 |
+227 |
| Mar16 |
150817 |
1213.20 |
1213.20 |
1213.20 |
1213.20 |
+12.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
92,073 |
362,045 |
-1,374 |
| Nikkei 225(CME) |
| Sep15 |
150817 |
20590 |
20685 |
20535 |
20680 |
+85 |
16,472 |
54,947 |
+88 |
| Dec15 |
150817 |
20620 |
20640 |
20505 |
20640 |
+85 |
56 |
621 |
+4 |
| Total Volume and Open Interest |
16,528 |
55,568 |
+92 |
| Nikkei 225(SGX) |
| Sep15 |
150817 |
20525 |
20670 |
20475 |
20630 |
+105 |
162,709 |
255,551 |
+2,720 |
| Dec15 |
150817 |
20430 |
20555 |
20430 |
20530 |
+105 |
1,497 |
16,904 |
-19 |
| Mar16 |
150817 |
20515 |
20515 |
20515 |
20515 |
-30 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
126,231 |
281,004 |
-1,285 |
| CAC 40(EURONEXT) |
| Aug15 |
150817 |
4982.0 |
5027.5 |
4919.0 |
4985.5 |
+29.5 |
87,130 |
272,656 |
-6,244 |
| Sep15 |
150817 |
4981.5 |
5027.5 |
4920.0 |
4986.0 |
+30.0 |
1,140 |
19,267 |
+873 |
| Oct15 |
150817 |
5010.0 |
5010.0 |
4920.0 |
4976.5 |
+29.0 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
88,270 |
292,183 |
-5,371 |
| Hang Seng Index(HKFE) |
| Aug15 |
150817 |
23943 |
24020 |
23663 |
23787 |
-165 |
52,261 |
83,783 |
-686 |
| Sep15 |
150817 |
23831 |
23880 |
23565 |
23685 |
-166 |
1,281 |
8,388 |
-60 |
| Total Volume and Open Interest |
53,778 |
95,886 |
-634 |
| DAX(EUREX) |
| Sep15 |
150817 |
11031.0 |
11114.0 |
10811.5 |
10951.0 |
-41.0 |
111,825 |
147,088 |
-2,678 |
| Dec15 |
150817 |
11038.0 |
11111.5 |
10829.0 |
10955.0 |
-41.0 |
418 |
7,238 |
+215 |
| Mar16 |
150817 |
11056.0 |
11068.0 |
10853.5 |
10969.5 |
-42.5 |
10 |
108 |
-3 |
| Total Volume and Open Interest |
112,253 |
154,434 |
-2,466 |
| FT-SE 100(EURONEXT) |
| Sep15 |
150817 |
6579.00 |
6587.00 |
6497.00 |
6545.00 |
-5.00 |
92,513 |
547,021 |
-1,747 |
| Dec15 |
150817 |
6541.50 |
6542.00 |
6477.00 |
6517.50 |
-5.50 |
23 |
3,010 |
+10 |
| Mar16 |
150817 |
6455.50 |
6467.50 |
6450.00 |
6467.50 |
-5.50 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
92,536 |
550,038 |
-1,737 |
| SPI 200(SFE) |
| Sep15 |
150817 |
5291.0 |
5338.0 |
5263.0 |
5302.0 |
+11.0 |
42,775 |
239,436 |
+3,422 |
| Dec15 |
150817 |
5306.0 |
5323.0 |
5292.0 |
5292.0 |
+10.0 |
286 |
2,817 |
+114 |
| Mar16 |
150817 |
5239.0 |
5239.0 |
5239.0 |
5239.0 |
+10.0 |
2 |
1,352 |
+2 |
| Total Volume and Open Interest |
43,645 |
247,295 |
+3,154 |
| FTSE MIB(ISE) |
| Sep15 |
150817 |
23365.00 |
23470.00 |
23095.00 |
23412.00 |
+158.00 |
30,487 |
58,713 |
+341 |
| Dec15 |
150817 |
23350.00 |
23350.00 |
23140.00 |
23330.00 |
+156.00 |
23 |
370 |
+0 |
| Mar16 |
150817 |
23382.00 |
23382.00 |
23382.00 |
23382.00 |
+156.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
30,510 |
59,084 |
+341 |
| KOSPI 200(KFE) |
| Sep15 |
150817 |
238.40 |
238.55 |
235.75 |
236.15 |
-2.35 |
284,050 |
120,001 |
-4,574 |
| Dec15 |
150817 |
239.40 |
239.50 |
236.75 |
237.10 |
-2.20 |
1,000 |
3,977 |
+191 |
| Mar16 |
150817 |
236.10 |
236.10 |
234.15 |
234.95 |
-3.00 |
27 |
546 |
+24 |
| Total Volume and Open Interest |
285,077 |
125,640 |
-4,359 |
| GSCI(CME) |
| Sep15 |
150817 |
362.35 |
362.35 |
362.35 |
362.35 |
-1.25 |
940 |
12,246 |
+865 |
| Oct15 |
150817 |
365.65 |
365.65 |
365.65 |
365.65 |
-1.45 |
|
|
|
| Nov15 |
150817 |
368.90 |
368.90 |
368.90 |
368.90 |
|
|
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
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