|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon September 21, 2015 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov15 |
150921 |
868.00 |
877.25 |
865.00 |
874.25 |
+7.00 |
79,487 |
381,796 |
-1,386 |
Jan16 |
150921 |
872.00 |
881.50 |
869.25 |
878.75 |
+7.25 |
14,050 |
84,405 |
+347 |
Mar16 |
150921 |
875.00 |
884.75 |
872.50 |
882.25 |
+7.50 |
8,974 |
88,973 |
+853 |
May16 |
150921 |
878.00 |
887.25 |
876.00 |
885.00 |
+7.00 |
7,125 |
51,820 |
+356 |
Jul16 |
150921 |
882.50 |
892.00 |
881.00 |
889.75 |
+7.00 |
5,137 |
41,784 |
+1,393 |
Aug16 |
150921 |
884.25 |
891.25 |
884.25 |
889.00 |
+7.00 |
270 |
2,988 |
+81 |
Sep16 |
150921 |
881.00 |
881.50 |
880.00 |
880.75 |
+7.50 |
31 |
653 |
+4 |
Nov16 |
150921 |
870.50 |
879.50 |
869.75 |
878.00 |
+8.25 |
1,238 |
21,075 |
+15 |
Jan17 |
150921 |
883.75 |
883.75 |
883.75 |
883.75 |
+7.75 |
1 |
244 |
+1 |
Mar17 |
150921 |
888.25 |
888.25 |
888.25 |
888.25 |
+8.00 |
4 |
151 |
+0 |
May17 |
150921 |
891.75 |
891.75 |
891.75 |
891.75 |
+7.75 |
4 |
108 |
+0 |
Jul17 |
150921 |
897.00 |
897.00 |
897.00 |
897.00 |
+7.50 |
8 |
242 |
+2 |
Aug17 |
150921 |
894.75 |
894.75 |
894.75 |
894.75 |
+7.25 |
0 |
31 |
+0 |
Sep17 |
150921 |
890.75 |
890.75 |
890.75 |
890.75 |
+7.25 |
0 |
20 |
+0 |
Total Volume and Open Interest |
116,371 |
674,728 |
+1,654 |
Soybean Meal(CBOT) |
Oct15 |
150921 |
309.40 |
310.50 |
307.90 |
309.60 |
+0.60 |
12,687 |
44,544 |
-1,353 |
Dec15 |
150921 |
308.00 |
309.30 |
306.50 |
308.20 |
+0.40 |
36,288 |
179,694 |
-1,378 |
Jan16 |
150921 |
306.50 |
307.80 |
305.10 |
306.90 |
+0.60 |
4,867 |
35,020 |
-324 |
Mar16 |
150921 |
304.50 |
305.90 |
303.40 |
305.00 |
+0.50 |
5,984 |
40,818 |
+152 |
May16 |
150921 |
301.50 |
303.30 |
300.70 |
302.10 |
+0.40 |
4,471 |
33,067 |
+598 |
Jul16 |
150921 |
302.10 |
303.50 |
301.10 |
302.30 |
+0.20 |
3,464 |
26,102 |
+481 |
Aug16 |
150921 |
301.90 |
303.30 |
301.00 |
302.10 |
+0.20 |
602 |
6,324 |
+134 |
Sep16 |
150921 |
301.50 |
302.70 |
300.60 |
301.70 |
+0.10 |
351 |
6,813 |
+27 |
Oct16 |
150921 |
299.30 |
300.40 |
298.20 |
299.50 |
+0.20 |
286 |
5,296 |
+53 |
Dec16 |
150921 |
299.50 |
300.30 |
298.00 |
299.40 |
+0.20 |
821 |
12,102 |
+346 |
Total Volume and Open Interest |
69,821 |
391,754 |
-1,264 |
Soybean Oil(CBOT) |
Oct15 |
150921 |
25.99 |
26.76 |
25.98 |
26.50 |
+0.45 |
12,382 |
32,589 |
-1,458 |
Dec15 |
150921 |
26.19 |
26.98 |
26.18 |
26.71 |
+0.46 |
42,930 |
208,404 |
+1,289 |
Jan16 |
150921 |
26.50 |
27.29 |
26.50 |
27.03 |
+0.46 |
5,472 |
41,650 |
+807 |
Mar16 |
150921 |
26.74 |
27.53 |
26.74 |
27.27 |
+0.45 |
3,841 |
45,944 |
+728 |
May16 |
150921 |
27.01 |
27.72 |
27.01 |
27.48 |
+0.44 |
1,909 |
34,013 |
-70 |
Jul16 |
150921 |
27.22 |
27.92 |
27.22 |
27.67 |
+0.43 |
1,384 |
25,263 |
+375 |
Aug16 |
150921 |
27.57 |
27.94 |
27.53 |
27.74 |
+0.41 |
146 |
6,127 |
+42 |
Sep16 |
150921 |
27.61 |
27.99 |
27.61 |
27.81 |
+0.40 |
161 |
4,505 |
+35 |
Oct16 |
150921 |
27.50 |
28.02 |
27.45 |
27.85 |
+0.43 |
125 |
4,250 |
+48 |
Dec16 |
150921 |
27.58 |
28.21 |
27.56 |
28.00 |
+0.43 |
615 |
12,299 |
+290 |
Total Volume and Open Interest |
69,020 |
417,209 |
+2,133 |
Canola(WCE) |
Nov15 |
150921 |
464.1 |
471.8 |
463.8 |
468.0 |
+3.2 |
10,157 |
108,015 |
-18 |
Jan16 |
150921 |
470.4 |
476.9 |
470.2 |
473.4 |
+3.3 |
4,382 |
31,411 |
+1,388 |
Mar16 |
150921 |
473.2 |
479.0 |
473.2 |
475.7 |
+2.9 |
749 |
12,599 |
-338 |
May16 |
150921 |
473.4 |
479.1 |
473.4 |
476.1 |
+2.9 |
67 |
4,465 |
+2 |
Jul16 |
150921 |
476.3 |
478.9 |
475.8 |
476.5 |
+3.2 |
74 |
10,754 |
+54 |
Total Volume and Open Interest |
15,442 |
169,635 |
+1,100 |
Corn(CBOT) |
Dec15 |
150921 |
376.50 |
385.50 |
375.00 |
384.50 |
+7.25 |
100,749 |
730,920 |
-3,978 |
Mar16 |
150921 |
387.75 |
396.75 |
386.50 |
396.00 |
+7.50 |
19,224 |
225,476 |
-422 |
May16 |
150921 |
395.00 |
404.00 |
393.75 |
403.50 |
+7.50 |
11,009 |
83,218 |
+1,008 |
Jul16 |
150921 |
400.75 |
409.50 |
399.50 |
409.00 |
+7.25 |
10,678 |
85,274 |
+824 |
Sep16 |
150921 |
396.00 |
404.25 |
395.25 |
403.75 |
+7.50 |
1,282 |
33,471 |
-357 |
Dec16 |
150921 |
402.25 |
410.00 |
401.50 |
409.50 |
+6.75 |
5,199 |
74,583 |
+115 |
Mar17 |
150921 |
412.50 |
419.50 |
411.75 |
419.50 |
+6.75 |
56 |
2,951 |
+50 |
May17 |
150921 |
425.50 |
425.50 |
425.50 |
425.50 |
+6.50 |
1 |
1,115 |
-1 |
Jul17 |
150921 |
422.50 |
429.25 |
422.50 |
429.25 |
+6.25 |
1 |
1,230 |
-1 |
Sep17 |
150921 |
417.25 |
417.25 |
417.25 |
417.25 |
+4.50 |
3 |
530 |
-1 |
Total Volume and Open Interest |
148,261 |
1,240,903 |
-2,710 |
Wheat(CBOT) |
Dec15 |
150921 |
485.75 |
499.25 |
480.50 |
496.75 |
+10.00 |
41,222 |
232,287 |
+14 |
Mar16 |
150921 |
490.50 |
506.00 |
487.00 |
504.00 |
+10.50 |
13,304 |
81,621 |
+335 |
May16 |
150921 |
494.50 |
510.50 |
492.50 |
508.75 |
+10.50 |
2,367 |
22,188 |
+298 |
Jul16 |
150921 |
497.00 |
514.00 |
497.00 |
512.75 |
+10.50 |
2,171 |
33,323 |
+120 |
Sep16 |
150921 |
510.25 |
522.00 |
505.50 |
521.25 |
+10.25 |
124 |
3,550 |
+8 |
Dec16 |
150921 |
523.00 |
536.00 |
517.50 |
534.50 |
+10.00 |
225 |
4,790 |
+37 |
Total Volume and Open Interest |
59,429 |
378,863 |
+809 |
Wheat(KCBT) |
Dec15 |
150921 |
481.00 |
493.00 |
475.50 |
490.50 |
+8.25 |
7,099 |
121,300 |
-547 |
Mar16 |
150921 |
495.00 |
506.75 |
490.50 |
505.00 |
+8.50 |
1,896 |
32,186 |
+199 |
May16 |
150921 |
502.00 |
516.25 |
500.50 |
514.75 |
+8.25 |
518 |
9,841 |
+36 |
Jul16 |
150921 |
514.00 |
526.00 |
510.00 |
524.25 |
+8.25 |
665 |
17,317 |
+168 |
Sep16 |
150921 |
529.75 |
539.50 |
524.50 |
537.75 |
+7.75 |
338 |
2,941 |
+30 |
Dec16 |
150921 |
545.00 |
555.50 |
540.75 |
554.00 |
+7.00 |
225 |
3,166 |
+113 |
Total Volume and Open Interest |
10,741 |
186,846 |
-1 |
Wheat(MGE) |
Dec15 |
150921 |
510.00 |
521.25 |
506.50 |
518.25 |
+7.25 |
3,979 |
31,514 |
+173 |
Mar16 |
150921 |
523.25 |
535.00 |
520.25 |
531.75 |
+6.50 |
588 |
14,232 |
+170 |
May16 |
150921 |
532.50 |
545.00 |
531.25 |
542.25 |
+7.00 |
120 |
6,553 |
+37 |
Jul16 |
150921 |
544.00 |
555.00 |
541.50 |
552.25 |
+6.75 |
103 |
3,906 |
+20 |
Sep16 |
150921 |
560.75 |
564.75 |
552.00 |
562.75 |
+6.75 |
184 |
2,899 |
+123 |
Total Volume and Open Interest |
5,062 |
60,017 |
+559 |
Oats(CBOT) |
Dec15 |
150921 |
230.50 |
233.25 |
230.00 |
231.75 |
+1.25 |
293 |
7,096 |
+41 |
Mar16 |
150921 |
233.50 |
236.00 |
233.50 |
235.75 |
+2.25 |
39 |
1,763 |
+6 |
May16 |
150921 |
238.25 |
238.25 |
238.25 |
238.25 |
+2.50 |
1 |
95 |
-1 |
Jul16 |
150921 |
239.00 |
239.00 |
239.00 |
239.00 |
+2.25 |
|
|
|
Total Volume and Open Interest |
333 |
8,954 |
+46 |
Rough Rice(CBOT) |
Sep15 |
150914 |
12.78 |
12.78 |
12.78 |
12.78 |
+0.18 |
78 |
122 |
+34 |
Nov15 |
150921 |
12.88 |
12.91 |
12.75 |
12.81 |
-0.14 |
381 |
7,893 |
+37 |
Jan16 |
150921 |
13.06 |
13.15 |
13.06 |
13.09 |
-0.14 |
56 |
2,610 |
+19 |
Mar16 |
150921 |
13.34 |
13.34 |
13.31 |
13.31 |
-0.13 |
2 |
120 |
+0 |
Total Volume and Open Interest |
443 |
10,709 |
+58 |
Live Cattle(CME) |
Oct15 |
150921 |
136.785 |
137.750 |
136.600 |
137.000 |
+1.000 |
21,660 |
52,543 |
-3,060 |
Dec15 |
150921 |
139.380 |
140.400 |
139.300 |
139.750 |
+1.370 |
27,432 |
118,457 |
+1,384 |
Feb16 |
150921 |
140.200 |
141.080 |
139.935 |
140.350 |
+1.200 |
9,514 |
44,341 |
+1,013 |
Apr16 |
150921 |
139.050 |
139.685 |
138.650 |
139.000 |
+0.950 |
4,598 |
31,865 |
+626 |
Jun16 |
150921 |
130.500 |
131.200 |
130.150 |
130.485 |
+0.685 |
1,318 |
13,014 |
+292 |
Aug16 |
150921 |
128.500 |
129.250 |
128.235 |
128.485 |
+0.505 |
400 |
2,117 |
+92 |
Total Volume and Open Interest |
65,460 |
265,168 |
+557 |
Feeder Cattle(CME) |
Sep15 |
150921 |
194.350 |
195.830 |
194.330 |
194.700 |
+1.900 |
817 |
2,402 |
-334 |
Oct15 |
150921 |
187.200 |
188.950 |
186.750 |
187.685 |
+1.855 |
3,375 |
12,537 |
-170 |
Nov15 |
150921 |
184.600 |
186.400 |
184.185 |
185.050 |
+1.420 |
2,293 |
10,586 |
+131 |
Jan16 |
150921 |
178.950 |
180.685 |
178.500 |
179.250 |
+1.000 |
868 |
5,624 |
+104 |
Mar16 |
150921 |
176.935 |
178.650 |
176.450 |
177.035 |
+0.750 |
469 |
3,954 |
+61 |
Apr16 |
150921 |
178.250 |
179.080 |
176.800 |
177.380 |
+0.630 |
72 |
592 |
+13 |
May16 |
150921 |
176.735 |
178.630 |
176.580 |
177.000 |
+0.815 |
100 |
1,000 |
+33 |
Total Volume and Open Interest |
8,046 |
36,936 |
-142 |
Lean Hogs(CME) |
Oct15 |
150921 |
71.135 |
72.150 |
71.050 |
71.635 |
+0.585 |
20,572 |
38,057 |
-141 |
Dec15 |
150921 |
64.180 |
65.200 |
64.180 |
64.975 |
+0.825 |
14,183 |
79,998 |
+429 |
Feb16 |
150921 |
68.500 |
69.285 |
68.500 |
69.230 |
+0.845 |
4,957 |
32,871 |
-187 |
Apr16 |
150921 |
72.100 |
72.830 |
72.100 |
72.785 |
+0.685 |
2,622 |
24,798 |
+473 |
May16 |
150921 |
77.250 |
77.580 |
77.250 |
77.500 |
+0.350 |
13 |
443 |
+7 |
Jun16 |
150921 |
80.200 |
80.750 |
80.100 |
80.650 |
+0.515 |
1,078 |
10,693 |
+370 |
Jul16 |
150921 |
79.850 |
79.950 |
79.450 |
79.800 |
+0.350 |
119 |
1,852 |
+26 |
Aug16 |
150921 |
79.180 |
79.200 |
78.730 |
78.980 |
+0.300 |
179 |
2,085 |
+0 |
Total Volume and Open Interest |
43,842 |
193,699 |
+1,069 |
Class III Milk(CME) |
Sep15 |
150921 |
15.84 |
15.84 |
15.83 |
15.83 |
-0.01 |
562 |
4,514 |
-64 |
Oct15 |
150921 |
15.82 |
15.83 |
15.44 |
15.50 |
-0.31 |
357 |
4,282 |
-75 |
Nov15 |
150921 |
15.69 |
15.76 |
15.38 |
15.46 |
-0.28 |
231 |
4,058 |
+2 |
Dec15 |
150921 |
15.68 |
15.68 |
15.45 |
15.48 |
-0.23 |
138 |
3,765 |
+27 |
Jan16 |
150921 |
15.58 |
15.58 |
15.43 |
15.50 |
-0.08 |
24 |
1,465 |
-5 |
Feb16 |
150921 |
15.58 |
15.60 |
15.50 |
15.51 |
-0.07 |
10 |
1,353 |
+5 |
Mar16 |
150921 |
15.67 |
15.67 |
15.67 |
15.67 |
-0.03 |
19 |
1,291 |
+9 |
Apr16 |
150921 |
15.71 |
15.71 |
15.70 |
15.71 |
-0.03 |
16 |
978 |
+8 |
May16 |
150921 |
15.87 |
15.88 |
15.84 |
15.88 |
-0.04 |
13 |
970 |
+10 |
Jun16 |
150921 |
16.15 |
16.17 |
16.14 |
16.16 |
+0.03 |
27 |
772 |
+17 |
Jul16 |
150921 |
16.36 |
16.36 |
16.36 |
16.36 |
unch |
6 |
620 |
+3 |
Aug16 |
150921 |
16.39 |
16.40 |
16.39 |
16.39 |
unch |
4 |
570 |
+1 |
Sep16 |
150921 |
16.36 |
16.36 |
16.34 |
16.34 |
+0.01 |
5 |
548 |
+1 |
Total Volume and Open Interest |
1,429 |
26,575 |
-56 |
Cocoa(ICE) |
Dec15 |
150921 |
3317 |
3325 |
3300 |
3311 |
unch |
12,909 |
93,889 |
+1,249 |
Mar16 |
150921 |
3306 |
3313 |
3290 |
3300 |
-1 |
7,172 |
59,545 |
+1,126 |
May16 |
150921 |
3296 |
3304 |
3285 |
3290 |
-3 |
1,960 |
19,364 |
+46 |
Jul16 |
150921 |
3284 |
3287 |
3267 |
3276 |
-5 |
1,201 |
11,996 |
+356 |
Sep16 |
150921 |
3267 |
3268 |
3255 |
3259 |
-5 |
4,779 |
7,746 |
+3,901 |
Dec16 |
150921 |
3240 |
3245 |
3233 |
3237 |
-6 |
444 |
5,196 |
+377 |
Mar17 |
150921 |
3222 |
3222 |
3208 |
3213 |
-6 |
4,767 |
9,685 |
+4,414 |
Total Volume and Open Interest |
33,382 |
208,627 |
+11,607 |
Coffee "C"(ICE) |
Sep15 |
150918 |
113.35 |
113.35 |
113.35 |
113.35 |
-0.15 |
3 |
27 |
-1 |
Dec15 |
150921 |
118.00 |
119.80 |
116.35 |
117.25 |
-1.10 |
13,083 |
108,267 |
-186 |
Mar16 |
150921 |
121.55 |
123.00 |
119.85 |
120.60 |
-1.20 |
4,043 |
37,600 |
+121 |
May16 |
150921 |
124.35 |
125.15 |
122.10 |
122.85 |
-1.20 |
1,703 |
18,758 |
+312 |
Jul16 |
150921 |
125.95 |
126.95 |
124.00 |
124.75 |
-1.20 |
1,103 |
8,228 |
+263 |
Sep16 |
150921 |
127.80 |
128.60 |
125.90 |
126.55 |
-1.25 |
852 |
5,239 |
+53 |
Total Volume and Open Interest |
21,440 |
189,023 |
+623 |
Orange Juice(ICE) |
Nov15 |
150921 |
121.40 |
122.90 |
119.20 |
119.80 |
-0.40 |
572 |
9,748 |
+76 |
Jan16 |
150921 |
122.20 |
122.30 |
120.25 |
120.55 |
-0.25 |
132 |
1,971 |
+85 |
Mar16 |
150921 |
122.10 |
122.10 |
121.95 |
122.10 |
-0.20 |
19 |
690 |
+16 |
May16 |
150921 |
124.15 |
124.15 |
123.80 |
123.80 |
-0.35 |
4 |
120 |
+4 |
Jul16 |
150921 |
125.75 |
125.75 |
125.75 |
125.75 |
-0.30 |
|
|
|
Sep16 |
150921 |
126.65 |
126.65 |
126.65 |
126.65 |
-0.30 |
|
|
|
Total Volume and Open Interest |
727 |
12,529 |
+181 |
Sugar #11(ICE) |
Oct15 |
150921 |
11.07 |
11.17 |
10.91 |
10.93 |
-0.03 |
35,859 |
131,243 |
-10,626 |
Mar16 |
150921 |
11.75 |
11.85 |
11.64 |
11.67 |
-0.03 |
61,949 |
400,884 |
+5,458 |
May16 |
150921 |
11.70 |
11.82 |
11.64 |
11.66 |
-0.02 |
19,993 |
89,884 |
-306 |
Jul16 |
150921 |
11.72 |
11.82 |
11.64 |
11.65 |
-0.02 |
16,251 |
64,524 |
+2,032 |
Oct16 |
150921 |
11.92 |
12.00 |
11.83 |
11.85 |
-0.02 |
9,438 |
58,306 |
+2,011 |
Mar17 |
150921 |
12.46 |
12.52 |
12.35 |
12.37 |
-0.04 |
2,042 |
24,471 |
-37 |
May17 |
150921 |
12.60 |
12.64 |
12.47 |
12.49 |
-0.05 |
483 |
4,109 |
+49 |
Jul17 |
150921 |
12.70 |
12.72 |
12.56 |
12.57 |
-0.08 |
392 |
4,759 |
+151 |
Total Volume and Open Interest |
146,690 |
785,413 |
-1,124 |
London Cocoa(LCE) |
Dec15 |
150921 |
2206 |
2218 |
2202 |
2216 |
+8 |
12,127 |
98,266 |
-1,908 |
Mar16 |
150921 |
2188 |
2195 |
2181 |
2193 |
+7 |
5,221 |
77,195 |
+194 |
May16 |
150921 |
2186 |
2189 |
2180 |
2187 |
+6 |
3,016 |
22,846 |
+560 |
Jul16 |
150921 |
2180 |
2184 |
2176 |
2183 |
+6 |
3,123 |
31,215 |
+709 |
Sep16 |
150921 |
2175 |
2177 |
2168 |
2176 |
+7 |
1,438 |
27,850 |
+217 |
Dec16 |
150921 |
2139 |
2142 |
2133 |
2142 |
+6 |
218 |
4,682 |
+135 |
Mar17 |
150921 |
2110 |
2115 |
2105 |
2113 |
+6 |
6,257 |
20,468 |
+5,794 |
Total Volume and Open Interest |
31,470 |
282,905 |
+5,764 |
London Sugar(LCE) |
Dec15 |
150921 |
343.50 |
345.90 |
341.30 |
341.40 |
-2.00 |
4,965 |
37,397 |
-966 |
Mar16 |
150921 |
341.00 |
343.40 |
339.20 |
339.30 |
-0.40 |
3,198 |
22,643 |
+110 |
May16 |
150921 |
339.00 |
341.70 |
337.90 |
338.10 |
-0.70 |
850 |
9,669 |
+490 |
Aug16 |
150921 |
340.10 |
342.60 |
338.80 |
338.80 |
-0.30 |
281 |
3,826 |
+51 |
Oct16 |
150921 |
339.70 |
339.70 |
339.70 |
339.70 |
-0.80 |
114 |
1,960 |
+21 |
Total Volume and Open Interest |
9,417 |
76,658 |
-291 |
Cotton(ICE) |
Oct15 |
150921 |
59.26 |
60.41 |
59.16 |
59.75 |
-0.10 |
13 |
98 |
-1 |
Dec15 |
150921 |
60.47 |
60.92 |
60.10 |
60.79 |
+0.24 |
9,841 |
117,593 |
-329 |
Mar16 |
150921 |
60.46 |
60.90 |
60.00 |
60.63 |
+0.11 |
2,133 |
45,000 |
+245 |
May16 |
150921 |
60.86 |
61.24 |
60.57 |
61.12 |
+0.11 |
95 |
4,283 |
+8 |
Jul16 |
150921 |
61.38 |
61.76 |
61.10 |
61.60 |
+0.09 |
100 |
5,102 |
-2 |
Oct16 |
150921 |
60.84 |
60.84 |
60.84 |
60.84 |
+0.09 |
0 |
4 |
+0 |
Total Volume and Open Interest |
12,342 |
176,376 |
+29 |
Lumber(CME) |
Nov15 |
150921 |
231.0 |
231.0 |
225.5 |
228.7 |
-3.1 |
392 |
4,537 |
+10 |
Jan16 |
150921 |
233.9 |
234.2 |
230.3 |
233.1 |
-2.6 |
66 |
865 |
+14 |
Mar16 |
150921 |
240.7 |
240.7 |
239.8 |
239.8 |
-1.1 |
7 |
85 |
+6 |
May16 |
150921 |
245.1 |
245.1 |
245.1 |
245.1 |
-1.1 |
0 |
11 |
+0 |
Total Volume and Open Interest |
465 |
5,498 |
+30 |
Crude Oil(NYM) |
Oct15 |
150921 |
44.97 |
46.74 |
44.69 |
46.68 |
+2.00 |
366,390 |
71,524 |
-53,589 |
Nov15 |
150921 |
45.31 |
47.02 |
45.03 |
46.96 |
+1.94 |
221,847 |
443,979 |
-2,915 |
Dec15 |
150921 |
45.81 |
47.49 |
45.60 |
47.43 |
+1.87 |
101,855 |
270,404 |
-778 |
Jan16 |
150921 |
46.43 |
48.04 |
46.25 |
48.01 |
+1.84 |
39,905 |
106,346 |
-488 |
Feb16 |
150921 |
46.92 |
48.62 |
46.85 |
48.60 |
+1.83 |
22,166 |
72,066 |
+466 |
Mar16 |
150921 |
47.41 |
49.17 |
47.41 |
49.16 |
+1.83 |
25,903 |
87,020 |
+306 |
Apr16 |
150921 |
47.95 |
49.62 |
47.91 |
49.61 |
+1.80 |
9,870 |
31,519 |
+348 |
May16 |
150921 |
48.70 |
50.00 |
48.70 |
49.97 |
+1.77 |
4,361 |
23,387 |
+121 |
Jun16 |
150921 |
48.55 |
50.29 |
48.51 |
50.27 |
+1.74 |
25,576 |
111,678 |
-1,191 |
Jul16 |
150921 |
49.26 |
50.50 |
49.20 |
50.50 |
+1.71 |
2,493 |
24,907 |
+162 |
Aug16 |
150921 |
49.93 |
50.74 |
49.87 |
50.74 |
+1.69 |
1,640 |
20,521 |
+269 |
Sep16 |
150921 |
49.82 |
51.03 |
49.82 |
51.03 |
+1.67 |
7,167 |
43,026 |
-275 |
Oct16 |
150921 |
51.34 |
51.34 |
51.34 |
51.34 |
+1.64 |
1,064 |
19,368 |
+190 |
Nov16 |
150921 |
51.70 |
51.70 |
51.70 |
51.70 |
+1.62 |
1,022 |
18,926 |
+53 |
Dec16 |
150921 |
50.55 |
52.08 |
50.40 |
52.07 |
+1.61 |
23,638 |
138,378 |
+195 |
Jan17 |
150921 |
52.34 |
52.34 |
52.34 |
52.34 |
+1.60 |
544 |
16,351 |
+164 |
Total Volume and Open Interest |
869,744 |
1,646,515 |
-58,035 |
e-miNY Crude Oil(NYM) |
Oct15 |
150921 |
44.850 |
46.675 |
44.725 |
46.675 |
+2.000 |
11,637 |
4,451 |
-202 |
Nov15 |
150921 |
45.275 |
47.000 |
45.050 |
46.950 |
+1.925 |
2,106 |
1,917 |
+77 |
Dec15 |
150921 |
45.775 |
47.475 |
45.625 |
47.425 |
+1.875 |
327 |
1,704 |
-13 |
Jan16 |
150921 |
47.800 |
48.000 |
47.800 |
48.000 |
+1.825 |
6 |
65 |
+2 |
Feb16 |
150921 |
48.025 |
48.600 |
48.000 |
48.600 |
+1.825 |
0 |
49 |
+0 |
Mar16 |
150921 |
47.950 |
49.150 |
47.950 |
49.150 |
+1.825 |
9 |
65 |
-1 |
Apr16 |
150921 |
49.600 |
49.600 |
49.600 |
49.600 |
+1.800 |
4 |
11 |
+4 |
May16 |
150921 |
49.975 |
49.975 |
49.975 |
49.975 |
+1.775 |
0 |
3 |
+0 |
Jun16 |
150921 |
49.000 |
50.275 |
49.000 |
50.275 |
+1.750 |
1 |
15 |
-1 |
Jul16 |
150921 |
50.500 |
50.500 |
50.500 |
50.500 |
+1.700 |
0 |
4 |
+0 |
Total Volume and Open Interest |
14,090 |
8,382 |
-134 |
NY Harbor ULSD(NYM) |
Oct15 |
150921 |
149.21 |
152.44 |
148.91 |
151.40 |
+2.33 |
43,680 |
47,844 |
-3,584 |
Nov15 |
150921 |
151.41 |
154.70 |
151.30 |
153.90 |
+2.58 |
33,198 |
79,783 |
-2,394 |
Dec15 |
150921 |
154.51 |
156.77 |
153.37 |
156.33 |
+2.94 |
16,857 |
63,603 |
-352 |
Jan16 |
150921 |
156.71 |
158.81 |
156.29 |
158.68 |
+3.21 |
7,619 |
38,905 |
-140 |
Feb16 |
150921 |
159.04 |
160.32 |
158.45 |
160.16 |
+3.37 |
4,375 |
34,752 |
+1,033 |
Mar16 |
150921 |
156.72 |
160.59 |
156.40 |
160.41 |
+3.51 |
3,383 |
32,007 |
+595 |
Apr16 |
150921 |
157.12 |
160.00 |
157.12 |
159.99 |
+3.67 |
1,362 |
24,706 |
-91 |
May16 |
150921 |
159.29 |
160.75 |
158.91 |
160.64 |
+3.72 |
775 |
10,099 |
+41 |
Jun16 |
150921 |
158.72 |
161.83 |
158.72 |
161.71 |
+3.72 |
1,964 |
24,305 |
-502 |
Jul16 |
150921 |
161.68 |
163.24 |
161.68 |
163.24 |
+3.68 |
283 |
5,234 |
+8 |
Aug16 |
150921 |
163.51 |
164.78 |
163.26 |
164.78 |
+3.64 |
167 |
4,179 |
-65 |
Sep16 |
150921 |
165.04 |
166.42 |
164.88 |
166.42 |
+3.58 |
148 |
4,386 |
-3 |
Oct16 |
150921 |
167.12 |
168.16 |
167.12 |
168.16 |
+3.57 |
75 |
3,230 |
+25 |
Nov16 |
150921 |
169.22 |
169.67 |
169.22 |
169.67 |
+3.56 |
71 |
2,652 |
+4 |
Total Volume and Open Interest |
114,490 |
399,871 |
-5,390 |
RBOB Gasoline(NYM) |
Oct15 |
150921 |
135.73 |
140.99 |
135.70 |
140.31 |
+4.69 |
43,986 |
57,830 |
-5,689 |
Nov15 |
150921 |
133.90 |
138.97 |
133.74 |
138.38 |
+4.56 |
39,131 |
115,058 |
+7,196 |
Dec15 |
150921 |
131.29 |
136.03 |
131.18 |
135.73 |
+4.31 |
17,635 |
62,792 |
+1,714 |
Jan16 |
150921 |
132.37 |
135.89 |
132.37 |
135.76 |
+4.36 |
7,219 |
35,509 |
-579 |
Feb16 |
150921 |
135.10 |
137.58 |
134.68 |
137.45 |
+4.45 |
5,112 |
17,098 |
+910 |
Mar16 |
150921 |
135.93 |
140.07 |
135.93 |
140.02 |
+4.55 |
2,635 |
17,386 |
+216 |
Apr16 |
150921 |
157.65 |
160.87 |
157.65 |
160.75 |
+4.71 |
1,769 |
12,926 |
+306 |
May16 |
150921 |
159.77 |
162.04 |
157.31 |
162.04 |
+4.65 |
995 |
12,678 |
+18 |
Jun16 |
150921 |
158.86 |
161.90 |
157.18 |
161.90 |
+4.55 |
1,748 |
14,478 |
+231 |
Jul16 |
150921 |
159.06 |
160.96 |
158.78 |
160.96 |
+4.35 |
176 |
6,153 |
-15 |
Total Volume and Open Interest |
121,125 |
384,173 |
+4,251 |
e-miNY RBOB Gasoline(NYM) |
Oct15 |
150921 |
140.31 |
140.31 |
140.31 |
140.31 |
+4.69 |
1 |
1 |
+0 |
Nov15 |
150921 |
138.38 |
138.38 |
138.38 |
138.38 |
+4.56 |
|
|
|
Dec15 |
150921 |
135.73 |
135.73 |
135.73 |
135.73 |
+4.31 |
|
|
|
Jan16 |
150921 |
135.76 |
135.76 |
135.76 |
135.76 |
+4.36 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+0 |
Natural Gas(NYM) |
Oct15 |
150921 |
2.585 |
2.596 |
2.550 |
2.573 |
-0.032 |
103,117 |
101,886 |
-8,025 |
Nov15 |
150921 |
2.658 |
2.664 |
2.622 |
2.642 |
-0.034 |
65,114 |
261,909 |
+13,438 |
Dec15 |
150921 |
2.813 |
2.819 |
2.783 |
2.798 |
-0.033 |
19,931 |
95,821 |
+953 |
Jan16 |
150921 |
2.922 |
2.929 |
2.897 |
2.907 |
-0.034 |
14,307 |
119,930 |
+1,741 |
Feb16 |
150921 |
2.927 |
2.927 |
2.899 |
2.909 |
-0.033 |
5,342 |
30,040 |
+333 |
Mar16 |
150921 |
2.890 |
2.896 |
2.867 |
2.877 |
-0.030 |
7,055 |
69,782 |
+1,095 |
Apr16 |
150921 |
2.757 |
2.769 |
2.743 |
2.755 |
-0.023 |
5,313 |
60,648 |
+593 |
May16 |
150921 |
2.760 |
2.768 |
2.744 |
2.755 |
-0.022 |
1,309 |
22,469 |
+195 |
Jun16 |
150921 |
2.789 |
2.797 |
2.776 |
2.785 |
-0.022 |
486 |
19,714 |
-17 |
Jul16 |
150921 |
2.826 |
2.835 |
2.812 |
2.821 |
-0.020 |
1,091 |
16,441 |
+602 |
Aug16 |
150921 |
2.839 |
2.850 |
2.825 |
2.835 |
-0.020 |
223 |
19,187 |
+53 |
Sep16 |
150921 |
2.835 |
2.845 |
2.821 |
2.830 |
-0.020 |
309 |
12,168 |
-112 |
Oct16 |
150921 |
2.859 |
2.871 |
2.847 |
2.858 |
-0.020 |
1,017 |
19,862 |
-208 |
Nov16 |
150921 |
2.950 |
2.956 |
2.933 |
2.945 |
-0.016 |
286 |
6,416 |
+112 |
Dec16 |
150921 |
3.108 |
3.117 |
3.095 |
3.105 |
-0.015 |
273 |
9,788 |
+162 |
Jan17 |
150921 |
3.200 |
3.216 |
3.200 |
3.210 |
-0.018 |
206 |
11,716 |
+56 |
Total Volume and Open Interest |
225,945 |
922,588 |
+11,189 |
Brent Crude Oil(ICE) |
Nov15 |
150921 |
47.64 |
48.99 |
47.48 |
48.92 |
+1.45 |
228,857 |
282,299 |
+657 |
Dec15 |
150921 |
48.40 |
49.75 |
48.23 |
49.69 |
+1.46 |
162,707 |
360,929 |
-3,224 |
Jan16 |
150921 |
49.23 |
50.52 |
49.00 |
50.47 |
+1.46 |
41,760 |
194,004 |
+5,241 |
Feb16 |
150921 |
49.87 |
51.25 |
49.73 |
51.21 |
+1.45 |
21,356 |
118,499 |
+1,213 |
Mar16 |
150921 |
50.44 |
51.88 |
50.40 |
51.83 |
+1.45 |
26,621 |
175,134 |
+3,328 |
Apr16 |
150921 |
51.07 |
52.51 |
50.97 |
52.48 |
+1.45 |
11,205 |
95,801 |
+347 |
May16 |
150921 |
51.65 |
53.08 |
51.54 |
53.05 |
+1.44 |
7,371 |
51,690 |
+232 |
Jun16 |
150921 |
52.21 |
53.63 |
52.08 |
53.58 |
+1.41 |
33,447 |
135,729 |
-1,305 |
Jul16 |
150921 |
52.66 |
54.09 |
52.66 |
54.05 |
+1.39 |
2,655 |
36,918 |
+106 |
Aug16 |
150921 |
54.00 |
54.47 |
54.00 |
54.47 |
+1.38 |
1,476 |
30,069 |
+198 |
Sep16 |
150921 |
54.87 |
54.87 |
54.87 |
54.87 |
+1.37 |
4,151 |
43,722 |
+197 |
Oct16 |
150921 |
55.27 |
55.27 |
55.27 |
55.27 |
+1.36 |
589 |
20,589 |
-17 |
Nov16 |
150921 |
55.67 |
55.67 |
55.67 |
55.67 |
+1.36 |
1,132 |
20,010 |
+115 |
Dec16 |
150921 |
54.75 |
56.10 |
54.60 |
56.06 |
+1.36 |
27,585 |
146,470 |
-1,023 |
Total Volume and Open Interest |
583,394 |
1,971,888 |
+7,051 |
Gas Oil(ICE) |
Oct15 |
150921 |
463.25 |
468.50 |
458.75 |
464.25 |
+1.00 |
62,141 |
156,086 |
-4,877 |
Nov15 |
150921 |
462.75 |
472.00 |
462.25 |
468.25 |
+1.50 |
64,965 |
153,594 |
+5,776 |
Dec15 |
150921 |
468.00 |
474.50 |
464.50 |
471.00 |
+2.00 |
42,448 |
121,724 |
-3,177 |
Jan16 |
150921 |
472.00 |
478.50 |
469.50 |
475.50 |
+2.25 |
12,461 |
46,066 |
+773 |
Feb16 |
150921 |
474.00 |
483.00 |
473.75 |
480.00 |
+2.50 |
6,782 |
34,532 |
+393 |
Mar16 |
150921 |
477.25 |
486.75 |
477.00 |
483.75 |
+2.75 |
4,690 |
27,583 |
-54 |
Apr16 |
150921 |
480.25 |
490.25 |
480.00 |
486.75 |
+2.75 |
1,848 |
24,316 |
-5 |
May16 |
150921 |
484.00 |
492.50 |
483.75 |
490.25 |
+2.50 |
1,190 |
16,771 |
+40 |
Jun16 |
150921 |
487.25 |
496.75 |
487.00 |
493.50 |
+2.50 |
5,281 |
51,175 |
+240 |
Jul16 |
150921 |
494.25 |
501.25 |
494.25 |
498.25 |
+2.50 |
416 |
12,712 |
-129 |
Total Volume and Open Interest |
208,927 |
787,619 |
-29 |
Ethanol(CBOT) |
Oct15 |
150921 |
1.563 |
1.574 |
1.562 |
1.567 |
+0.030 |
117 |
689 |
-118 |
Nov15 |
150921 |
1.510 |
1.539 |
1.510 |
1.530 |
+0.025 |
88 |
1,100 |
+30 |
Dec15 |
150921 |
1.497 |
1.513 |
1.497 |
1.503 |
+0.020 |
47 |
1,023 |
+31 |
Jan16 |
150921 |
1.484 |
1.488 |
1.484 |
1.484 |
+0.020 |
3 |
648 |
-3 |
Feb16 |
150921 |
1.490 |
1.490 |
1.488 |
1.488 |
+0.020 |
0 |
259 |
+0 |
Mar16 |
150921 |
1.495 |
1.495 |
1.495 |
1.495 |
+0.020 |
20 |
526 |
+15 |
Apr16 |
150921 |
1.510 |
1.510 |
1.510 |
1.510 |
+0.020 |
0 |
402 |
+0 |
May16 |
150921 |
1.523 |
1.523 |
1.523 |
1.523 |
+0.020 |
0 |
48 |
+0 |
Total Volume and Open Interest |
275 |
4,864 |
-45 |
WTI Crude Oil(ICE) |
Oct15 |
150921 |
44.87 |
46.68 |
44.80 |
46.68 |
+2.00 |
33,187 |
21,324 |
-4,965 |
Nov15 |
150921 |
45.26 |
47.01 |
45.06 |
46.96 |
+1.94 |
57,141 |
80,452 |
+657 |
Dec15 |
150921 |
45.80 |
47.48 |
45.67 |
47.43 |
+1.87 |
49,064 |
106,157 |
+3,473 |
Jan16 |
150921 |
46.40 |
48.01 |
46.40 |
48.01 |
+1.84 |
14,109 |
26,406 |
+2,190 |
Feb16 |
150921 |
47.94 |
48.61 |
47.66 |
48.60 |
+1.83 |
7,481 |
8,901 |
-47 |
Mar16 |
150921 |
48.02 |
49.16 |
48.02 |
49.16 |
+1.83 |
5,015 |
18,101 |
+540 |
Apr16 |
150921 |
48.47 |
49.61 |
48.47 |
49.61 |
+1.80 |
1,482 |
4,510 |
+39 |
May16 |
150921 |
49.07 |
49.97 |
49.07 |
49.97 |
+1.77 |
886 |
5,389 |
+150 |
Jun16 |
150921 |
49.25 |
50.27 |
49.25 |
50.27 |
+1.74 |
2,629 |
31,628 |
+116 |
Jul16 |
150921 |
50.50 |
50.50 |
50.50 |
50.50 |
+1.71 |
63 |
1,802 |
-10 |
Aug16 |
150921 |
50.74 |
50.74 |
50.74 |
50.74 |
+1.69 |
347 |
3,801 |
+298 |
Sep16 |
150921 |
51.03 |
51.03 |
51.03 |
51.03 |
+1.67 |
82 |
4,906 |
+12 |
Oct16 |
150921 |
51.34 |
51.34 |
51.34 |
51.34 |
+1.64 |
84 |
1,830 |
+2 |
Nov16 |
150921 |
51.70 |
51.70 |
51.70 |
51.70 |
+1.62 |
77 |
1,811 |
-27 |
Dec16 |
150921 |
50.90 |
52.07 |
50.90 |
52.07 |
+1.61 |
5,165 |
49,481 |
+132 |
Jan17 |
150921 |
52.34 |
52.34 |
52.34 |
52.34 |
+1.60 |
3 |
1,889 |
+0 |
Total Volume and Open Interest |
178,379 |
413,026 |
+2,496 |
US Dollar Index(ICE) |
Dec15 |
150921 |
95.440 |
96.135 |
95.180 |
96.035 |
+1.040 |
48,962 |
66,392 |
+1,446 |
Mar16 |
150921 |
95.600 |
96.295 |
95.395 |
96.205 |
+1.030 |
140 |
775 |
+9 |
Jun16 |
150921 |
95.720 |
96.360 |
95.720 |
96.357 |
+1.022 |
4 |
143 |
+3 |
Total Volume and Open Interest |
49,106 |
67,311 |
+1,458 |
Australian Dollar(CME) |
Dec15 |
150921 |
71.50 |
71.65 |
70.89 |
71.04 |
-0.82 |
111,661 |
147,815 |
-4,434 |
Mar16 |
150921 |
71.06 |
71.06 |
70.59 |
70.72 |
-0.82 |
47 |
115 |
+10 |
Jun16 |
150921 |
70.81 |
70.81 |
70.44 |
70.44 |
-0.81 |
0 |
5 |
+0 |
Total Volume and Open Interest |
111,708 |
147,941 |
-4,424 |
British Pound(CME) |
Dec15 |
150921 |
155.18 |
155.61 |
154.74 |
154.98 |
-0.47 |
92,910 |
143,486 |
+1,302 |
Mar16 |
150921 |
155.14 |
155.52 |
154.71 |
154.93 |
-0.46 |
129 |
251 |
+113 |
Jun16 |
150921 |
154.95 |
155.37 |
154.85 |
154.89 |
-0.46 |
0 |
236 |
+0 |
Total Volume and Open Interest |
93,039 |
143,989 |
+1,415 |
Canadian Dollar(CME) |
Dec15 |
150921 |
75.61 |
75.89 |
75.36 |
75.57 |
-0.32 |
77,607 |
122,184 |
-3,082 |
Mar16 |
150921 |
75.58 |
75.85 |
75.36 |
75.55 |
-0.32 |
183 |
2,162 |
-58 |
Jun16 |
150921 |
75.50 |
75.55 |
75.41 |
75.55 |
-0.32 |
0 |
202 |
+0 |
Sep16 |
150921 |
75.56 |
75.56 |
75.46 |
75.56 |
-0.33 |
0 |
48 |
+0 |
Total Volume and Open Interest |
77,790 |
124,628 |
-3,140 |
Japanese Yen(CME) |
Dec15 |
150921 |
83.40 |
83.67 |
83.02 |
83.08 |
-0.52 |
159,729 |
167,533 |
+4,578 |
Mar16 |
150921 |
83.77 |
83.86 |
83.25 |
83.28 |
-0.51 |
58 |
280 |
+1 |
Jun16 |
150921 |
83.49 |
83.49 |
83.49 |
83.49 |
-0.51 |
2 |
63 |
+0 |
Total Volume and Open Interest |
159,798 |
167,956 |
+4,584 |
Swiss Franc(CME) |
Dec15 |
150921 |
103.41 |
104.02 |
102.98 |
103.30 |
-0.74 |
19,939 |
36,691 |
+417 |
Mar16 |
150921 |
104.16 |
104.16 |
103.40 |
103.69 |
-0.75 |
44 |
42 |
+18 |
Jun16 |
150921 |
104.13 |
104.13 |
104.02 |
104.13 |
-0.74 |
0 |
3 |
+0 |
Total Volume and Open Interest |
19,983 |
36,739 |
+435 |
EuroFX(CME) |
Dec15 |
150921 |
113.04 |
113.47 |
111.97 |
112.06 |
-1.62 |
273,089 |
316,571 |
+5,501 |
Mar16 |
150921 |
113.46 |
113.66 |
112.21 |
112.28 |
-1.61 |
601 |
1,659 |
+101 |
Jun16 |
150921 |
113.58 |
113.85 |
112.53 |
112.54 |
-1.61 |
13 |
799 |
+8 |
Total Volume and Open Interest |
273,743 |
319,163 |
+5,650 |
Mexican Peso(CME) |
Oct15 |
150921 |
598.88 |
598.88 |
598.88 |
598.88 |
-2.63 |
|
|
|
Nov15 |
150921 |
597.75 |
597.75 |
597.75 |
597.75 |
-2.50 |
|
|
|
Total Volume and Open Interest |
76,474 |
137,398 |
+5,897 |
Brazilian Real(CME) |
Oct15 |
150921 |
253.45 |
253.45 |
249.30 |
251.60 |
-1.30 |
508 |
12,393 |
+102 |
Nov15 |
150921 |
246.00 |
249.20 |
246.00 |
249.20 |
-1.20 |
17 |
72 |
+1 |
Dec15 |
150921 |
247.00 |
247.00 |
244.80 |
246.55 |
-1.25 |
51 |
10,342 |
-12 |
Jan16 |
150921 |
244.05 |
244.05 |
244.05 |
244.05 |
-1.55 |
|
|
|
Total Volume and Open Interest |
576 |
23,217 |
+91 |
30-Year T-Bonds(CBOT) |
Sep15 |
150921 |
157~010 |
157~010 |
155~100 |
155~100 |
-1~300 |
589 |
8,591 |
-308 |
Dec15 |
150921 |
155~200 |
155~230 |
153~120 |
153~160 |
-2~080 |
229,345 |
500,635 |
-5,177 |
Mar16 |
150921 |
152~040 |
152~040 |
152~040 |
152~040 |
-2~080 |
0 |
1 |
+0 |
Total Volume and Open Interest |
229,934 |
509,227 |
-5,485 |
10-Year T-Notes(CBOT) |
Sep15 |
150921 |
128~105 |
128~105 |
128~005 |
128~010 |
-0~175 |
16,453 |
30,469 |
-2,675 |
Dec15 |
150921 |
127~290 |
127~290 |
127~105 |
127~120 |
-0~190 |
1,186,497 |
2,659,879 |
-6,798 |
Mar16 |
150921 |
126~290 |
126~290 |
126~290 |
126~290 |
-0~180 |
|
|
|
Total Volume and Open Interest |
1,202,950 |
2,690,348 |
-9,473 |
5-Year T-Notes(CBOT) |
Sep15 |
150921 |
120~092 |
120~092 |
120~064 |
120~064 |
-0~092 |
18,390 |
65,744 |
-7,726 |
Dec15 |
150921 |
120~020 |
120~024 |
119~250 |
119~256 |
-0~096 |
850,506 |
2,234,450 |
+59,470 |
Mar16 |
150921 |
119~030 |
119~030 |
119~030 |
119~030 |
-0~096 |
|
|
|
Total Volume and Open Interest |
868,896 |
2,300,194 |
+51,744 |
2 Year T-Notes(CBOT) |
Sep15 |
150921 |
109~166 |
109~172 |
109~166 |
109~166 |
-0~016 |
2,941 |
17,898 |
+3,214 |
Dec15 |
150921 |
109~122 |
109~124 |
109~102 |
109~104 |
-0~022 |
434,495 |
1,110,118 |
-5,997 |
Mar16 |
150921 |
109~034 |
109~034 |
109~034 |
109~034 |
-0~022 |
|
|
|
Total Volume and Open Interest |
437,436 |
1,128,016 |
-2,783 |
Eurodollars(CME) |
Dec15 |
150921 |
99.590 |
99.590 |
99.570 |
99.575 |
-0.015 |
568,083 |
1,340,258 |
+38,038 |
Mar16 |
150921 |
99.455 |
99.465 |
99.435 |
99.440 |
-0.020 |
295,596 |
1,235,321 |
+1,597 |
Jun16 |
150921 |
99.315 |
99.315 |
99.285 |
99.290 |
-0.025 |
264,366 |
1,207,476 |
+12,183 |
Sep16 |
150921 |
99.140 |
99.145 |
99.115 |
99.120 |
-0.030 |
254,791 |
953,535 |
+9,610 |
Dec16 |
150921 |
98.970 |
98.970 |
98.935 |
98.940 |
-0.035 |
451,175 |
1,251,496 |
-18,148 |
Mar17 |
150921 |
98.820 |
98.820 |
98.785 |
98.790 |
-0.035 |
236,225 |
741,472 |
+7,267 |
Jun17 |
150921 |
98.670 |
98.670 |
98.635 |
98.640 |
-0.035 |
231,639 |
726,752 |
+18,232 |
Sep17 |
150921 |
98.535 |
98.535 |
98.495 |
98.500 |
-0.040 |
190,700 |
585,450 |
-3,608 |
Dec17 |
150921 |
98.400 |
98.400 |
98.355 |
98.360 |
-0.045 |
215,704 |
654,053 |
-6,285 |
Mar18 |
150921 |
98.275 |
98.275 |
98.240 |
98.240 |
-0.050 |
141,980 |
426,962 |
+2,114 |
Jun18 |
150921 |
98.170 |
98.170 |
98.120 |
98.125 |
-0.050 |
142,485 |
436,381 |
-1,476 |
Sep18 |
150921 |
98.060 |
98.065 |
98.010 |
98.015 |
-0.055 |
142,041 |
250,240 |
+7,115 |
Dec18 |
150921 |
97.955 |
97.955 |
97.905 |
97.905 |
-0.060 |
97,411 |
302,120 |
-2,879 |
Mar19 |
150921 |
97.860 |
97.860 |
97.810 |
97.810 |
-0.065 |
45,150 |
170,734 |
-1,150 |
Jun19 |
150921 |
97.765 |
97.765 |
97.710 |
97.710 |
-0.070 |
47,125 |
168,390 |
+1,133 |
Sep19 |
150921 |
97.675 |
97.675 |
97.615 |
97.615 |
-0.070 |
45,956 |
129,599 |
+3,799 |
Dec19 |
150921 |
97.585 |
97.585 |
97.515 |
97.520 |
-0.070 |
34,631 |
112,911 |
-634 |
Mar20 |
150921 |
97.490 |
97.495 |
97.425 |
97.430 |
-0.075 |
27,454 |
74,790 |
+1,713 |
Total Volume and Open Interest |
3,664,416 |
11,237,387 |
+144,802 |
Ultra T-Bond(CBOT) |
Sep15 |
150921 |
158~25 |
158~25 |
157~26 |
157~27 |
-2~12 |
6,140 |
18,019 |
-14 |
Dec15 |
150921 |
158~21 |
158~25 |
156~00 |
156~03 |
-2~24 |
89,875 |
609,113 |
-917 |
Mar16 |
150921 |
155~30 |
155~30 |
155~30 |
155~30 |
-2~24 |
|
|
|
Total Volume and Open Interest |
96,015 |
627,132 |
-931 |
30 Day Federal Funds(CBOT) |
Sep15 |
150921 |
99.863 |
99.865 |
99.860 |
99.863 |
unch |
32,794 |
95,469 |
-2,802 |
Oct15 |
150921 |
99.855 |
99.860 |
99.855 |
99.855 |
unch |
180,112 |
214,500 |
-32,416 |
Nov15 |
150921 |
99.830 |
99.830 |
99.820 |
99.825 |
unch |
149,518 |
227,593 |
+4,040 |
Dec15 |
150921 |
99.785 |
99.785 |
99.775 |
99.780 |
-0.005 |
34,938 |
74,376 |
-7,682 |
Jan16 |
150921 |
99.750 |
99.750 |
99.730 |
99.740 |
-0.005 |
40,528 |
124,541 |
-2,270 |
Feb16 |
150921 |
99.710 |
99.710 |
99.695 |
99.700 |
-0.010 |
9,171 |
56,346 |
-133 |
Total Volume and Open Interest |
464,557 |
930,880 |
-40,359 |
3-Mth Euro-Yen(CME) |
Dec15 |
150921 |
99.825 |
99.825 |
99.825 |
99.825 |
unch |
|
|
|
Mar16 |
150921 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun16 |
150921 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Sep16 |
150921 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
Dec16 |
150921 |
99.840 |
99.840 |
99.840 |
99.840 |
unch |
|
|
|
Mar17 |
150921 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Jun17 |
150921 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Sep17 |
150921 |
99.420 |
99.420 |
99.420 |
99.420 |
unch |
|
|
|
Dec17 |
150921 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
|
|
|
Mar18 |
150921 |
99.140 |
99.140 |
99.140 |
99.140 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec15 |
150921 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
4 |
+0 |
Mar16 |
150921 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Jun16 |
150921 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Sep16 |
150921 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
|
|
|
Dec16 |
150921 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
0 |
4 |
+0 |
Mar17 |
150921 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
|
|
|
Jun17 |
150921 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
|
|
|
Sep17 |
150921 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
8 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec15 |
150921 |
148.29 |
148.43 |
148.27 |
148.40 |
+0.14 |
1,446 |
21,539 |
+326 |
Mar16 |
150921 |
147.84 |
147.84 |
147.84 |
147.84 |
+0.14 |
|
|
|
Jun16 |
150921 |
147.28 |
147.28 |
147.28 |
147.28 |
+0.14 |
|
|
|
Total Volume and Open Interest |
1,446 |
21,539 |
+326 |
Euro-Bund(EUREX) |
Dec15 |
150921 |
155.27 |
155.32 |
154.75 |
154.85 |
-0.25 |
453,536 |
1,093,733 |
-8,410 |
Mar16 |
150921 |
156.85 |
156.85 |
156.52 |
156.54 |
-0.27 |
1,605 |
12,286 |
+1,308 |
Jun16 |
150921 |
154.85 |
154.85 |
154.85 |
154.85 |
-0.25 |
|
|
|
Total Volume and Open Interest |
455,141 |
1,106,019 |
-7,102 |
Euro-Bobl(EUREX) |
Dec15 |
150921 |
128.80 |
128.80 |
128.69 |
128.74 |
-0.02 |
373,463 |
1,005,580 |
+12,610 |
Mar16 |
150921 |
130.05 |
130.05 |
130.05 |
130.05 |
-0.02 |
0 |
10 |
+0 |
Jun16 |
150921 |
128.74 |
128.74 |
128.74 |
128.74 |
-0.02 |
|
|
|
Total Volume and Open Interest |
373,463 |
1,005,590 |
+12,610 |
3-Mth Euribor(EUREX) |
Sep15 |
150914 |
100.040 |
100.040 |
100.037 |
100.037 |
-0.003 |
54 |
13,932 |
-52 |
Dec15 |
150921 |
100.035 |
100.040 |
100.035 |
100.040 |
unch |
36 |
32,543 |
+0 |
Mar16 |
150921 |
100.045 |
100.045 |
100.045 |
100.045 |
unch |
6 |
4,640 |
-1 |
Total Volume and Open Interest |
541 |
80,628 |
-362 |
Long Gilt(LIFFE) |
Sep15 |
150921 |
119~04 |
119~04 |
118~24 |
118~24 |
-0~13 |
16,802 |
6,538 |
-14,208 |
Dec15 |
150921 |
118~10 |
118~10 |
117~25 |
117~28 |
-0~13 |
106,503 |
431,964 |
-3,743 |
Total Volume and Open Interest |
123,305 |
438,502 |
-17,951 |
3-Mth Short Sterling(LIFFE) |
Dec15 |
150921 |
99.38 |
99.39 |
99.37 |
99.38 |
unch |
97,342 |
461,264 |
+4,905 |
Mar16 |
150921 |
99.30 |
99.30 |
99.28 |
99.29 |
-0.01 |
81,211 |
398,682 |
+9,150 |
Jun16 |
150921 |
99.20 |
99.21 |
99.18 |
99.19 |
-0.01 |
71,490 |
422,335 |
+2,360 |
Sep16 |
150921 |
99.09 |
99.09 |
99.06 |
99.07 |
-0.01 |
74,489 |
325,707 |
-10,747 |
Dec16 |
150921 |
98.96 |
98.97 |
98.93 |
98.95 |
-0.01 |
118,674 |
383,755 |
+10,468 |
Mar17 |
150921 |
98.85 |
98.86 |
98.82 |
98.83 |
-0.02 |
78,668 |
294,338 |
-891 |
Total Volume and Open Interest |
771,520 |
3,317,892 |
+29,074 |
3-Mth Euribor(LIFFE) |
Dec15 |
150921 |
100.040 |
100.040 |
100.035 |
100.040 |
+0.005 |
51,867 |
390,622 |
-2,799 |
Mar16 |
150921 |
100.045 |
100.045 |
100.040 |
100.045 |
+0.005 |
34,415 |
282,710 |
+1,093 |
Jun16 |
150921 |
100.045 |
100.050 |
100.040 |
100.045 |
+0.005 |
32,644 |
326,240 |
-2,755 |
Total Volume and Open Interest |
477,175 |
2,925,884 |
-5,000 |
3-Mth Aus T-Bills(SFE) |
Dec15 |
150921 |
97.92 |
97.93 |
97.91 |
97.93 |
+0.01 |
21,746 |
198,288 |
-7,104 |
Mar16 |
150921 |
97.99 |
98.01 |
97.97 |
98.00 |
+0.01 |
34,240 |
159,176 |
+7,034 |
Jun16 |
150921 |
98.04 |
98.07 |
98.03 |
98.06 |
+0.02 |
21,597 |
153,448 |
+2,517 |
Sep16 |
150921 |
98.04 |
98.07 |
98.03 |
98.07 |
+0.03 |
17,260 |
117,103 |
+2,989 |
Dec16 |
150921 |
98.00 |
98.04 |
97.98 |
98.03 |
+0.03 |
8,440 |
75,747 |
-1,615 |
Mar17 |
150921 |
97.93 |
97.98 |
97.91 |
97.96 |
+0.03 |
4,237 |
51,816 |
-165 |
Jun17 |
150921 |
97.86 |
97.89 |
97.84 |
97.88 |
+0.03 |
3,398 |
42,264 |
+966 |
Sep17 |
150921 |
97.78 |
97.81 |
97.76 |
97.80 |
+0.04 |
978 |
21,130 |
+332 |
Dec17 |
150921 |
97.66 |
97.71 |
97.66 |
97.71 |
+0.05 |
141 |
3,257 |
+0 |
Mar18 |
150921 |
97.57 |
97.63 |
97.57 |
97.62 |
+0.05 |
1 |
2,912 |
+1 |
Total Volume and Open Interest |
112,038 |
827,904 |
+4,955 |
10-Year Aus T-Bonds(SFE) |
Dec15 |
150921 |
97.21 |
97.27 |
97.19 |
97.25 |
+0.05 |
95,452 |
646,046 |
-4,547 |
Mar16 |
150921 |
97.25 |
97.25 |
97.25 |
97.25 |
+0.05 |
|
|
|
Total Volume and Open Interest |
95,452 |
646,046 |
-4,547 |
3-Year Aus T-Bonds(SFE) |
Dec15 |
150921 |
98.10 |
98.14 |
98.08 |
98.12 |
+0.02 |
153,153 |
699,385 |
-22,165 |
Mar16 |
150921 |
98.12 |
98.12 |
98.12 |
98.12 |
+0.02 |
|
|
|
Total Volume and Open Interest |
153,153 |
699,385 |
-22,165 |
Gold(CMX) |
Oct15 |
150921 |
1139.0 |
1139.7 |
1129.5 |
1133.1 |
-5.0 |
5,111 |
20,505 |
-339 |
Dec15 |
150921 |
1138.7 |
1139.4 |
1128.7 |
1132.8 |
-5.0 |
143,637 |
284,182 |
+189 |
Feb16 |
150921 |
1139.8 |
1139.8 |
1130.9 |
1133.6 |
-5.0 |
1,317 |
45,043 |
+154 |
Apr16 |
150921 |
1140.1 |
1140.1 |
1131.7 |
1134.3 |
-5.0 |
993 |
18,290 |
+62 |
Jun16 |
150921 |
1139.5 |
1140.7 |
1134.2 |
1135.2 |
-4.9 |
3,350 |
13,580 |
-99 |
Aug16 |
150921 |
1136.0 |
1136.1 |
1135.0 |
1136.1 |
-4.9 |
115 |
3,900 |
-78 |
Oct16 |
150921 |
1137.1 |
1137.1 |
1137.1 |
1137.1 |
-4.9 |
4 |
1,913 |
+2 |
Dec16 |
150921 |
1139.0 |
1139.0 |
1137.2 |
1138.1 |
-4.9 |
290 |
11,860 |
-102 |
Feb17 |
150921 |
1139.4 |
1139.4 |
1139.4 |
1139.4 |
-4.9 |
0 |
158 |
+0 |
Apr17 |
150921 |
1140.8 |
1140.8 |
1140.8 |
1140.8 |
-4.9 |
25 |
576 |
+25 |
Jun17 |
150921 |
1142.3 |
1142.3 |
1142.3 |
1142.3 |
-4.9 |
50 |
3,846 |
-17 |
Total Volume and Open Interest |
154,967 |
414,115 |
-174 |
Silver(CMX) |
Sep15 |
150921 |
1515.0 |
1523.5 |
1515.0 |
1521.6 |
+6.2 |
28 |
369 |
-3 |
Dec15 |
150921 |
1516.5 |
1524.5 |
1508.0 |
1522.1 |
+5.8 |
42,376 |
117,390 |
-1,885 |
Mar16 |
150921 |
1523.0 |
1528.5 |
1515.5 |
1526.8 |
+5.8 |
1,170 |
15,593 |
-150 |
May16 |
150921 |
1529.9 |
1530.0 |
1518.5 |
1529.9 |
+5.8 |
150 |
2,573 |
-29 |
Jul16 |
150921 |
1532.0 |
1533.0 |
1521.5 |
1533.0 |
+5.9 |
147 |
5,540 |
+1 |
Sep16 |
150921 |
1537.0 |
1537.0 |
1532.0 |
1536.0 |
+5.9 |
8 |
703 |
-4 |
Dec16 |
150921 |
1537.0 |
1540.2 |
1537.0 |
1540.2 |
+6.0 |
27 |
6,023 |
-11 |
Total Volume and Open Interest |
43,974 |
152,327 |
-2,061 |
Platinum(NYMEX) |
Oct15 |
150921 |
983.3 |
984.7 |
968.5 |
973.7 |
-10.7 |
11,905 |
44,633 |
-1,647 |
Jan16 |
150921 |
984.5 |
984.6 |
969.6 |
973.7 |
-10.8 |
4,827 |
28,242 |
+2,307 |
Apr16 |
150921 |
978.1 |
978.1 |
973.1 |
975.4 |
-10.7 |
363 |
1,719 |
+354 |
Jul16 |
150921 |
976.7 |
976.7 |
976.7 |
976.7 |
-10.7 |
0 |
3 |
+0 |
Total Volume and Open Interest |
17,095 |
74,605 |
+1,014 |
Palladium(NYMEX) |
Sep15 |
150921 |
603.00 |
616.15 |
603.00 |
615.75 |
+5.40 |
3 |
26 |
+0 |
Dec15 |
150921 |
607.55 |
618.90 |
601.00 |
616.10 |
+5.25 |
3,659 |
27,043 |
-257 |
Mar16 |
150921 |
612.00 |
616.80 |
608.80 |
616.45 |
+5.25 |
7 |
195 |
+3 |
Total Volume and Open Interest |
3,675 |
27,281 |
-254 |
Copper(CMX) |
Sep15 |
150921 |
238.55 |
241.30 |
238.45 |
239.85 |
+0.15 |
362 |
1,956 |
-109 |
Dec15 |
150921 |
238.05 |
241.40 |
236.25 |
238.85 |
+0.25 |
43,369 |
103,431 |
-528 |
Mar16 |
150921 |
238.50 |
241.75 |
237.50 |
239.35 |
+0.30 |
3,277 |
27,205 |
-344 |
May16 |
150921 |
240.00 |
240.50 |
239.45 |
239.55 |
+0.45 |
2,635 |
9,323 |
+27 |
Jul16 |
150921 |
238.40 |
241.70 |
238.40 |
239.70 |
+0.60 |
2,345 |
2,694 |
+957 |
Total Volume and Open Interest |
52,433 |
153,893 |
+56 |
E-mini DJIA Index(CBOT) |
Sep15 |
150918 |
16658 |
16706 |
16398 |
16506 |
-152 |
26,853 |
40,862 |
-4,185 |
Dec15 |
150921 |
16315 |
16476 |
16227 |
16456 |
+138 |
225,050 |
58,147 |
+2,638 |
Mar16 |
150921 |
16155 |
16403 |
16155 |
16372 |
+138 |
52 |
49 |
+7 |
Jun16 |
150921 |
16290 |
16290 |
16290 |
16290 |
+138 |
0 |
5 |
+0 |
Total Volume and Open Interest |
250,618 |
93,185 |
-3,233 |
S & P 500(CME) |
Dec15 |
150921 |
1949.00 |
1969.00 |
1939.00 |
1963.10 |
+12.50 |
6,327 |
90,488 |
+1,873 |
Mar16 |
150921 |
1955.50 |
1960.20 |
1938.20 |
1955.50 |
+12.30 |
0 |
250 |
+0 |
Jun16 |
150921 |
1948.70 |
1953.40 |
1931.40 |
1948.70 |
+12.30 |
0 |
972 |
+0 |
Sep16 |
150921 |
1942.90 |
1947.60 |
1925.60 |
1942.90 |
+12.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
6,327 |
91,711 |
-117,881 |
S & P 500 E-Mini(Globex) |
Dec15 |
150921 |
1949.25 |
1969.00 |
1938.50 |
1963.00 |
+12.50 |
2,327,768 |
2,813,414 |
+148,001 |
Mar16 |
150921 |
1945.00 |
1961.25 |
1931.50 |
1955.50 |
+12.25 |
1,194 |
7,201 |
+263 |
Jun16 |
150921 |
1933.50 |
1954.25 |
1925.50 |
1948.75 |
+12.25 |
182 |
371 |
-3 |
Sep16 |
150921 |
1943.00 |
1945.50 |
1925.75 |
1943.00 |
+12.50 |
13 |
81 |
+0 |
Total Volume and Open Interest |
2,851,683 |
3,723,181 |
+72,856 |
NASDAQ 100 E-Mini(Globex) |
Dec15 |
150921 |
4324.80 |
4361.50 |
4286.50 |
4341.30 |
+14.50 |
329,847 |
252,226 |
+16,430 |
Mar16 |
150921 |
4322.00 |
4346.50 |
4287.50 |
4334.80 |
+14.50 |
10 |
33 |
+3 |
Jun16 |
150921 |
4328.50 |
4339.80 |
4283.00 |
4328.50 |
+14.50 |
11 |
237 |
-10 |
Total Volume and Open Interest |
376,548 |
334,592 |
+812 |
S&P Midcap 400(CME) e-Mini |
Sep15 |
150918 |
1428.10 |
1428.10 |
1419.15 |
1419.15 |
-16.65 |
14,546 |
8,836 |
-7,869 |
Dec15 |
150921 |
1407.90 |
1429.30 |
1402.40 |
1416.80 |
+7.80 |
20,147 |
79,324 |
+76 |
Mar16 |
150921 |
1417.80 |
1418.80 |
1409.80 |
1417.80 |
+7.80 |
|
|
|
Total Volume and Open Interest |
21,434 |
87,262 |
-827 |
Volatility Index(CBOE) |
Sep15 |
150916 |
22.45 |
23.00 |
22.24 |
22.40 |
-0.18 |
67,304 |
56,286 |
-11,494 |
Oct15 |
150921 |
21.60 |
22.06 |
19.65 |
19.68 |
-1.85 |
174,730 |
0 |
-188,306 |
Nov15 |
150921 |
21.00 |
21.43 |
19.75 |
19.83 |
-1.15 |
70,631 |
0 |
-33,008 |
Dec15 |
150921 |
20.75 |
21.16 |
19.85 |
19.88 |
-0.92 |
29,589 |
0 |
-34,801 |
Total Volume and Open Interest |
308,002 |
335,972 |
+11,043 |
Russell 2000(ICE) |
Dec15 |
150921 |
1161.00 |
1173.70 |
1151.00 |
1159.70 |
-2.40 |
153,434 |
362,604 |
+8,367 |
Mar16 |
150921 |
1156.10 |
1156.10 |
1156.10 |
1156.10 |
-2.40 |
0 |
1 |
+0 |
Jun16 |
150921 |
1152.80 |
1152.80 |
1152.80 |
1152.80 |
-2.40 |
|
|
|
Total Volume and Open Interest |
191,163 |
401,682 |
-5,814 |
Nikkei 225(CME) |
Dec15 |
150921 |
17880 |
18115 |
17755 |
18060 |
+215 |
13,996 |
48,226 |
+701 |
Mar16 |
150921 |
18125 |
18125 |
18125 |
18125 |
+215 |
5 |
7 |
+5 |
Total Volume and Open Interest |
14,001 |
48,234 |
+706 |
Nikkei 225(SGX) |
Dec15 |
150921 |
17960 |
18035 |
17655 |
17770 |
-230 |
68,742 |
204,857 |
-1,141 |
Mar16 |
150921 |
17750 |
17750 |
17750 |
17750 |
-230 |
31 |
487 |
-14 |
Jun16 |
150921 |
17625 |
17625 |
17625 |
17625 |
-230 |
0 |
203 |
+0 |
Total Volume and Open Interest |
68,972 |
216,836 |
-1,171 |
CAC 40(EURONEXT) |
Oct15 |
150921 |
4524.5 |
4596.0 |
4507.0 |
4574.5 |
+50.5 |
48,938 |
199,085 |
+7,181 |
Nov15 |
150921 |
4510.0 |
4590.0 |
4510.0 |
4572.5 |
+50.5 |
41 |
61 |
-40 |
Dec15 |
150921 |
4517.0 |
4587.5 |
4511.0 |
4567.5 |
+50.5 |
2,033 |
13,161 |
+721 |
Total Volume and Open Interest |
145,132 |
278,269 |
-73,676 |
Hang Seng Index(HKFE) |
Sep15 |
150921 |
22030 |
22059 |
21456 |
21681 |
-403 |
91,029 |
90,209 |
-1,486 |
Oct15 |
150921 |
22000 |
22002 |
21439 |
21658 |
-403 |
1,367 |
4,304 |
+491 |
Total Volume and Open Interest |
93,415 |
102,489 |
-636 |
DAX(EUREX) |
Sep15 |
150918 |
10200.5 |
10220.0 |
9948.5 |
9948.5 |
-296.0 |
123,415 |
49,189 |
-27,779 |
Dec15 |
150921 |
9885.0 |
10000.5 |
9782.0 |
9969.5 |
+60.5 |
47,748 |
125,088 |
+8,898 |
Mar16 |
150921 |
9905.0 |
9985.0 |
9795.0 |
9982.5 |
+59.5 |
359 |
618 |
+190 |
Total Volume and Open Interest |
144,837 |
158,037 |
-7,770 |
FT-SE 100(EURONEXT) |
Dec15 |
150921 |
6043.50 |
6136.00 |
6035.50 |
6086.00 |
+19.50 |
107,315 |
546,255 |
+11,859 |
Mar16 |
150921 |
6052.00 |
6052.00 |
6001.00 |
6038.00 |
+21.50 |
0 |
9 |
+0 |
Jun16 |
150921 |
5988.00 |
5988.00 |
5988.00 |
5988.00 |
+21.50 |
0 |
1,756 |
+0 |
Total Volume and Open Interest |
258,511 |
595,443 |
-37,303 |
SPI 200(SFE) |
Dec15 |
150921 |
5146.0 |
5150.0 |
5005.0 |
5060.0 |
-88.0 |
31,513 |
226,358 |
-5,463 |
Mar16 |
150921 |
5005.0 |
5005.0 |
5005.0 |
5005.0 |
-88.0 |
21 |
3,069 |
+21 |
Jun16 |
150921 |
4995.0 |
4995.0 |
4995.0 |
4995.0 |
-88.0 |
0 |
1,060 |
+0 |
Total Volume and Open Interest |
42,772 |
282,869 |
-45,641 |
FTSE MIB(ISE) |
Dec15 |
150921 |
21420.00 |
21780.00 |
21420.00 |
21703.00 |
+231.00 |
20,414 |
55,857 |
+589 |
Mar16 |
150921 |
21590.00 |
21708.00 |
21540.00 |
21708.00 |
+224.00 |
5 |
5 |
+4 |
Jun16 |
150921 |
21289.00 |
21289.00 |
21289.00 |
21289.00 |
+224.00 |
|
|
|
Total Volume and Open Interest |
55,654 |
63,828 |
-12,888 |
KOSPI 200(KFE) |
Dec15 |
150921 |
240.85 |
241.25 |
236.10 |
237.10 |
-4.20 |
137,666 |
126,269 |
-404 |
Mar16 |
150921 |
238.90 |
238.95 |
234.00 |
235.10 |
-4.00 |
325 |
2,421 |
+28 |
Jun16 |
150921 |
236.00 |
237.35 |
235.25 |
235.30 |
-4.85 |
4 |
336 |
+1 |
Total Volume and Open Interest |
137,996 |
130,277 |
-363 |
GSCI(CME) |
Oct15 |
150921 |
364.10 |
364.10 |
364.10 |
364.10 |
+6.50 |
110 |
13,872 |
-95 |
Nov15 |
150921 |
367.10 |
367.10 |
367.10 |
367.10 |
+6.50 |
|
|
|
Dec15 |
150921 |
371.80 |
371.80 |
371.80 |
371.80 |
+6.50 |
|
|
|
Total Volume and Open Interest |
110 |
13,872 |
-95 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|