|
 |
| MRCI's End of Day Prices |
|
| Daily Futures Price Listing Tue October 20, 2015 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov15 |
151020 |
890.25 |
901.75 |
889.50 |
896.00 |
+5.00 |
141,192 |
238,573 |
-12,822 |
| Jan16 |
151020 |
895.25 |
906.25 |
894.00 |
901.00 |
+5.50 |
68,532 |
204,308 |
+5,635 |
| Mar16 |
151020 |
897.75 |
909.00 |
897.00 |
904.00 |
+5.50 |
23,449 |
107,018 |
+957 |
| May16 |
151020 |
902.25 |
913.00 |
902.25 |
908.00 |
+5.00 |
11,376 |
63,979 |
-1,124 |
| Jul16 |
151020 |
908.00 |
918.25 |
907.25 |
913.25 |
+5.00 |
8,144 |
64,905 |
+1,243 |
| Aug16 |
151020 |
908.25 |
916.75 |
908.25 |
912.25 |
+4.50 |
412 |
5,832 |
+135 |
| Sep16 |
151020 |
907.25 |
907.75 |
901.25 |
904.50 |
+4.50 |
113 |
1,254 |
+6 |
| Nov16 |
151020 |
901.25 |
906.25 |
898.00 |
903.00 |
+4.75 |
3,244 |
53,195 |
+550 |
| Jan17 |
151020 |
909.25 |
910.75 |
905.25 |
908.25 |
+4.75 |
81 |
322 |
+5 |
| Mar17 |
151020 |
912.50 |
913.75 |
912.50 |
912.50 |
+4.75 |
33 |
233 |
+12 |
| May17 |
151020 |
916.00 |
917.25 |
916.00 |
916.00 |
+4.50 |
21 |
195 |
+9 |
| Jul17 |
151020 |
921.50 |
922.75 |
921.50 |
921.50 |
+4.50 |
21 |
371 |
+7 |
| Aug17 |
151020 |
919.25 |
919.25 |
919.25 |
919.25 |
+4.50 |
0 |
35 |
+0 |
| Sep17 |
151020 |
915.50 |
915.50 |
915.50 |
915.50 |
+4.50 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
256,645 |
740,860 |
-5,379 |
| Soybean Meal(CBOT) |
| Dec15 |
151020 |
310.50 |
314.60 |
309.20 |
309.50 |
-1.30 |
41,051 |
161,565 |
+16 |
| Jan16 |
151020 |
309.20 |
313.20 |
308.30 |
308.70 |
-0.90 |
10,502 |
70,115 |
+83 |
| Mar16 |
151020 |
307.00 |
310.80 |
306.00 |
306.40 |
-1.10 |
7,766 |
54,747 |
+151 |
| May16 |
151020 |
305.40 |
308.80 |
304.10 |
304.80 |
-1.00 |
2,505 |
44,228 |
+494 |
| Jul16 |
151020 |
305.10 |
308.50 |
304.10 |
304.70 |
-1.00 |
2,858 |
35,885 |
-24 |
| Aug16 |
151020 |
304.90 |
307.90 |
303.90 |
304.20 |
-0.80 |
635 |
9,850 |
+71 |
| Sep16 |
151020 |
305.80 |
306.90 |
303.40 |
303.60 |
-1.20 |
450 |
9,545 |
-27 |
| Oct16 |
151020 |
303.20 |
304.70 |
301.40 |
301.40 |
-1.00 |
239 |
7,355 |
+20 |
| Dec16 |
151020 |
303.00 |
304.60 |
300.80 |
301.30 |
-1.00 |
1,505 |
17,519 |
+627 |
| Jan17 |
151020 |
303.90 |
303.90 |
301.80 |
301.80 |
-1.00 |
31 |
978 |
-6 |
| Total Volume and Open Interest |
67,558 |
413,613 |
+1,403 |
| Soybean Oil(CBOT) |
| Dec15 |
151020 |
28.18 |
28.73 |
28.02 |
28.66 |
+0.52 |
37,707 |
176,117 |
-1,403 |
| Jan16 |
151020 |
28.46 |
29.02 |
28.31 |
28.96 |
+0.53 |
9,739 |
71,736 |
+613 |
| Mar16 |
151020 |
28.69 |
29.24 |
28.53 |
29.17 |
+0.51 |
6,356 |
59,596 |
-343 |
| May16 |
151020 |
28.91 |
29.39 |
28.71 |
29.34 |
+0.50 |
2,032 |
44,330 |
+418 |
| Jul16 |
151020 |
29.00 |
29.54 |
28.88 |
29.49 |
+0.51 |
3,113 |
30,870 |
-216 |
| Aug16 |
151020 |
29.00 |
29.56 |
28.91 |
29.53 |
+0.50 |
406 |
7,069 |
+35 |
| Sep16 |
151020 |
29.13 |
29.58 |
29.12 |
29.56 |
+0.50 |
99 |
5,541 |
+42 |
| Oct16 |
151020 |
29.14 |
29.51 |
28.94 |
29.51 |
+0.50 |
28 |
5,023 |
+5 |
| Dec16 |
151020 |
29.12 |
29.59 |
28.95 |
29.56 |
+0.51 |
1,005 |
17,011 |
+326 |
| Jan17 |
151020 |
29.76 |
29.76 |
29.76 |
29.76 |
+0.50 |
25 |
814 |
-2 |
| Total Volume and Open Interest |
60,526 |
419,803 |
-518 |
| Canola(WCE) |
| Nov15 |
151020 |
471.2 |
475.2 |
468.0 |
471.5 |
+0.3 |
10,992 |
76,299 |
-6,886 |
| Jan16 |
151020 |
476.2 |
480.7 |
473.9 |
478.3 |
+2.1 |
8,100 |
80,563 |
+2,549 |
| Mar16 |
151020 |
479.5 |
483.4 |
477.6 |
481.6 |
+2.7 |
1,736 |
16,508 |
+252 |
| May16 |
151020 |
479.8 |
484.0 |
478.4 |
482.0 |
+2.4 |
1,739 |
5,293 |
-539 |
| Jul16 |
151020 |
483.1 |
483.5 |
478.0 |
480.9 |
+1.7 |
1,337 |
13,559 |
+728 |
| Total Volume and Open Interest |
24,015 |
196,661 |
-3,798 |
| Corn(CBOT) |
| Dec15 |
151020 |
372.75 |
377.75 |
372.00 |
376.75 |
+3.75 |
142,264 |
696,102 |
-3,097 |
| Mar16 |
151020 |
383.50 |
388.50 |
382.75 |
387.25 |
+3.50 |
30,206 |
255,135 |
+2,785 |
| May16 |
151020 |
390.00 |
394.50 |
389.25 |
393.50 |
+3.00 |
10,551 |
108,589 |
+1,475 |
| Jul16 |
151020 |
395.25 |
399.50 |
394.50 |
398.00 |
+2.25 |
13,232 |
99,092 |
+2,369 |
| Sep16 |
151020 |
393.00 |
397.25 |
392.50 |
396.25 |
+2.50 |
3,641 |
48,604 |
+540 |
| Dec16 |
151020 |
400.50 |
404.50 |
400.00 |
403.25 |
+2.25 |
8,889 |
87,349 |
+385 |
| Mar17 |
151020 |
410.50 |
412.75 |
410.00 |
412.75 |
+2.25 |
247 |
3,370 |
+14 |
| May17 |
151020 |
416.50 |
418.75 |
416.50 |
418.75 |
+2.25 |
46 |
1,268 |
+17 |
| Jul17 |
151020 |
421.00 |
422.50 |
421.00 |
422.50 |
+1.50 |
26 |
1,653 |
+4 |
| Sep17 |
151020 |
414.00 |
414.00 |
413.50 |
413.50 |
+1.50 |
19 |
625 |
+11 |
| Total Volume and Open Interest |
209,157 |
1,304,392 |
+4,527 |
| Wheat(CBOT) |
| Dec15 |
151020 |
486.25 |
491.75 |
483.25 |
491.25 |
+5.50 |
91,068 |
209,999 |
+5,369 |
| Mar16 |
151020 |
493.25 |
498.75 |
491.00 |
498.25 |
+5.00 |
32,702 |
101,279 |
+4,167 |
| May16 |
151020 |
497.25 |
502.75 |
495.50 |
502.75 |
+5.00 |
4,025 |
21,115 |
+5 |
| Jul16 |
151020 |
501.00 |
505.50 |
498.75 |
505.25 |
+4.25 |
4,079 |
36,002 |
+870 |
| Sep16 |
151020 |
509.50 |
513.75 |
507.50 |
513.75 |
+4.50 |
456 |
4,120 |
+87 |
| Dec16 |
151020 |
523.00 |
528.00 |
521.50 |
528.00 |
+4.50 |
664 |
7,355 |
+222 |
| Total Volume and Open Interest |
132,999 |
381,133 |
+10,723 |
| Wheat(KCBT) |
| Dec15 |
151020 |
473.00 |
477.25 |
470.50 |
476.50 |
+4.25 |
15,781 |
109,875 |
+1,676 |
| Mar16 |
151020 |
488.00 |
493.50 |
486.00 |
491.50 |
+4.00 |
3,819 |
35,488 |
+502 |
| May16 |
151020 |
497.00 |
502.25 |
496.00 |
501.50 |
+4.00 |
1,014 |
10,961 |
-191 |
| Jul16 |
151020 |
508.50 |
512.25 |
505.75 |
511.50 |
+3.75 |
1,705 |
19,188 |
-194 |
| Sep16 |
151020 |
521.25 |
525.25 |
519.75 |
525.00 |
+4.00 |
523 |
4,588 |
+78 |
| Dec16 |
151020 |
539.00 |
542.25 |
537.75 |
542.25 |
+3.50 |
782 |
6,043 |
+321 |
| Total Volume and Open Interest |
23,826 |
186,358 |
+2,263 |
| Wheat(MGE) |
| Dec15 |
151020 |
506.00 |
512.00 |
503.25 |
509.00 |
+4.50 |
4,220 |
28,372 |
+262 |
| Mar16 |
151020 |
521.00 |
526.50 |
517.50 |
523.25 |
+4.75 |
1,889 |
16,406 |
+257 |
| May16 |
151020 |
531.50 |
535.00 |
528.50 |
534.00 |
+4.50 |
480 |
7,430 |
+145 |
| Jul16 |
151020 |
539.00 |
544.25 |
539.00 |
544.25 |
+4.25 |
509 |
4,468 |
+80 |
| Sep16 |
151020 |
553.25 |
555.25 |
550.25 |
555.25 |
+4.00 |
558 |
3,698 |
+171 |
| Total Volume and Open Interest |
7,992 |
61,651 |
+927 |
| Oats(CBOT) |
| Dec15 |
151020 |
227.00 |
227.75 |
223.25 |
224.75 |
-2.25 |
302 |
7,749 |
-17 |
| Mar16 |
151020 |
225.75 |
229.25 |
225.75 |
227.50 |
-2.00 |
136 |
2,220 |
+4 |
| May16 |
151020 |
230.25 |
230.50 |
229.00 |
229.00 |
-2.25 |
18 |
215 |
+10 |
| Jul16 |
151020 |
232.75 |
232.75 |
232.75 |
232.75 |
-2.25 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
456 |
10,191 |
-3 |
| Rough Rice(CBOT) |
| Nov15 |
151020 |
12.09 |
12.27 |
12.09 |
12.18 |
+0.07 |
592 |
6,014 |
-172 |
| Jan16 |
151020 |
12.45 |
12.56 |
12.39 |
12.47 |
+0.07 |
442 |
5,344 |
+302 |
| Mar16 |
151020 |
12.78 |
12.78 |
12.73 |
12.73 |
+0.07 |
79 |
1,383 |
+53 |
| May16 |
151020 |
12.98 |
12.98 |
12.98 |
12.98 |
+0.07 |
0 |
84 |
+0 |
| Total Volume and Open Interest |
1,113 |
12,987 |
+183 |
| Live Cattle(CME) |
| Oct15 |
151020 |
138.700 |
140.650 |
137.580 |
140.250 |
+1.965 |
3,400 |
4,347 |
-648 |
| Dec15 |
151020 |
141.900 |
143.900 |
140.935 |
143.185 |
+1.535 |
27,086 |
130,943 |
-1,711 |
| Feb16 |
151020 |
143.250 |
144.785 |
142.300 |
144.035 |
+1.000 |
9,194 |
47,720 |
+561 |
| Apr16 |
151020 |
142.100 |
143.435 |
141.300 |
142.900 |
+0.900 |
7,644 |
42,151 |
+1,816 |
| Jun16 |
151020 |
132.825 |
133.735 |
132.050 |
133.285 |
+0.500 |
3,932 |
24,404 |
+423 |
| Aug16 |
151020 |
129.900 |
130.935 |
129.450 |
130.575 |
+0.475 |
811 |
4,116 |
+111 |
| Total Volume and Open Interest |
53,513 |
260,815 |
+1,156 |
| Feeder Cattle(CME) |
| Oct15 |
151020 |
194.735 |
195.200 |
193.235 |
194.880 |
-0.120 |
953 |
3,689 |
-214 |
| Nov15 |
151020 |
192.035 |
193.785 |
190.830 |
192.450 |
+0.300 |
5,133 |
11,877 |
-349 |
| Jan16 |
151020 |
183.735 |
185.185 |
182.650 |
184.380 |
+0.395 |
3,875 |
10,198 |
+375 |
| Mar16 |
151020 |
181.035 |
181.900 |
179.400 |
180.785 |
-0.215 |
1,124 |
4,892 |
-36 |
| Apr16 |
151020 |
181.485 |
182.035 |
179.900 |
181.150 |
-0.135 |
258 |
1,139 |
-3 |
| May16 |
151020 |
180.330 |
182.235 |
180.150 |
181.250 |
-0.080 |
265 |
2,101 |
+60 |
| Aug16 |
151020 |
181.580 |
182.500 |
180.935 |
181.600 |
-0.280 |
182 |
1,081 |
+38 |
| Total Volume and Open Interest |
11,806 |
35,045 |
-129 |
| Lean Hogs(CME) |
| Dec15 |
151020 |
66.400 |
68.830 |
66.250 |
67.850 |
+1.875 |
14,344 |
91,864 |
+472 |
| Feb16 |
151020 |
68.330 |
69.750 |
68.285 |
68.850 |
+0.875 |
4,588 |
44,354 |
+209 |
| Apr16 |
151020 |
71.750 |
72.600 |
71.600 |
71.830 |
+0.380 |
3,572 |
31,792 |
+775 |
| May16 |
151020 |
77.000 |
77.000 |
76.730 |
76.800 |
+0.500 |
12 |
655 |
+8 |
| Jun16 |
151020 |
79.400 |
80.285 |
79.400 |
79.580 |
+0.280 |
891 |
15,254 |
-197 |
| Jul16 |
151020 |
79.180 |
79.730 |
78.950 |
79.035 |
+0.055 |
175 |
4,235 |
+40 |
| Aug16 |
151020 |
78.450 |
79.000 |
78.450 |
78.580 |
+0.295 |
149 |
2,506 |
+59 |
| Oct16 |
151020 |
68.700 |
69.100 |
68.635 |
68.750 |
+0.115 |
95 |
1,775 |
+52 |
| Total Volume and Open Interest |
23,870 |
195,790 |
+1,422 |
| Class III Milk(CME) |
| Oct15 |
151020 |
15.56 |
15.57 |
15.55 |
15.55 |
-0.01 |
178 |
4,444 |
-7 |
| Nov15 |
151020 |
15.55 |
15.56 |
15.40 |
15.46 |
-0.05 |
129 |
4,654 |
+10 |
| Dec15 |
151020 |
15.47 |
15.56 |
15.37 |
15.40 |
-0.11 |
106 |
3,797 |
-9 |
| Jan16 |
151020 |
15.51 |
15.53 |
15.44 |
15.45 |
-0.10 |
139 |
1,805 |
+46 |
| Feb16 |
151020 |
15.63 |
15.69 |
15.60 |
15.65 |
unch |
84 |
1,658 |
+37 |
| Mar16 |
151020 |
15.78 |
15.83 |
15.77 |
15.81 |
+0.04 |
64 |
1,644 |
+31 |
| Apr16 |
151020 |
15.94 |
15.99 |
15.94 |
15.95 |
unch |
34 |
1,210 |
+12 |
| May16 |
151020 |
16.07 |
16.13 |
16.07 |
16.07 |
+0.03 |
51 |
1,221 |
+3 |
| Jun16 |
151020 |
16.35 |
16.40 |
16.35 |
16.35 |
+0.05 |
53 |
1,092 |
+33 |
| Jul16 |
151020 |
16.70 |
16.74 |
16.70 |
16.71 |
+0.06 |
7 |
837 |
+7 |
| Aug16 |
151020 |
16.79 |
16.85 |
16.79 |
16.80 |
+0.05 |
27 |
786 |
+27 |
| Sep16 |
151020 |
16.82 |
16.92 |
16.82 |
16.82 |
+0.05 |
18 |
777 |
+15 |
| Oct16 |
151020 |
16.71 |
16.80 |
16.71 |
16.72 |
+0.05 |
26 |
726 |
+26 |
| Total Volume and Open Interest |
942 |
26,011 |
+257 |
| Cocoa(ICE) |
| Dec15 |
151020 |
3172 |
3227 |
3167 |
3202 |
+33 |
11,812 |
72,945 |
-1,228 |
| Mar16 |
151020 |
3181 |
3227 |
3173 |
3202 |
+28 |
7,317 |
64,208 |
-285 |
| May16 |
151020 |
3176 |
3218 |
3166 |
3195 |
+27 |
610 |
25,262 |
-145 |
| Jul16 |
151020 |
3168 |
3206 |
3159 |
3185 |
+25 |
3,988 |
16,352 |
+3,286 |
| Sep16 |
151020 |
3159 |
3195 |
3149 |
3174 |
+23 |
30 |
11,619 |
-143 |
| Dec16 |
151020 |
3130 |
3171 |
3130 |
3150 |
+21 |
354 |
7,268 |
+173 |
| Mar17 |
151020 |
3112 |
3147 |
3112 |
3125 |
+21 |
5,141 |
16,567 |
+348 |
| Total Volume and Open Interest |
34,252 |
220,725 |
+7,006 |
| Coffee "C"(ICE) |
| Dec15 |
151020 |
123.80 |
125.40 |
123.25 |
124.75 |
+0.85 |
28,641 |
82,903 |
+1,409 |
| Mar16 |
151020 |
127.30 |
128.75 |
126.65 |
128.10 |
+0.80 |
10,701 |
44,032 |
+777 |
| May16 |
151020 |
129.35 |
130.75 |
128.70 |
130.15 |
+0.80 |
2,432 |
22,691 |
+774 |
| Jul16 |
151020 |
131.40 |
132.25 |
130.65 |
132.05 |
+0.85 |
588 |
9,674 |
-48 |
| Sep16 |
151020 |
132.75 |
133.95 |
132.60 |
133.95 |
+1.00 |
544 |
7,296 |
+111 |
| Dec16 |
151020 |
135.35 |
137.05 |
135.20 |
136.55 |
+1.00 |
674 |
9,339 |
+86 |
| Total Volume and Open Interest |
43,818 |
180,162 |
+3,170 |
| Orange Juice(ICE) |
| Nov15 |
151020 |
136.70 |
137.00 |
130.50 |
133.50 |
-5.05 |
2,990 |
4,229 |
-1,355 |
| Jan16 |
151020 |
134.25 |
134.80 |
128.60 |
131.90 |
-2.90 |
2,276 |
7,247 |
+400 |
| Mar16 |
151020 |
134.20 |
134.20 |
130.00 |
131.70 |
-2.90 |
336 |
1,899 |
+46 |
| May16 |
151020 |
134.10 |
134.10 |
133.25 |
133.25 |
-3.00 |
67 |
592 |
+10 |
| Jul16 |
151020 |
134.45 |
134.90 |
134.45 |
134.90 |
-3.10 |
88 |
220 |
+88 |
| Sep16 |
151020 |
134.75 |
134.75 |
134.75 |
134.75 |
-3.35 |
0 |
45 |
+0 |
| Total Volume and Open Interest |
5,757 |
14,233 |
-811 |
| Sugar #11(ICE) |
| Mar16 |
151020 |
14.26 |
14.30 |
13.94 |
14.06 |
-0.20 |
51,025 |
432,598 |
+2,347 |
| May16 |
151020 |
14.07 |
14.09 |
13.76 |
13.87 |
-0.19 |
13,810 |
111,282 |
+1,481 |
| Jul16 |
151020 |
13.89 |
13.90 |
13.63 |
13.73 |
-0.16 |
8,725 |
84,226 |
-653 |
| Oct16 |
151020 |
14.03 |
14.03 |
13.73 |
13.82 |
-0.15 |
4,687 |
63,788 |
+1,393 |
| Mar17 |
151020 |
14.41 |
14.46 |
14.22 |
14.30 |
-0.15 |
2,010 |
29,313 |
+847 |
| May17 |
151020 |
14.25 |
14.34 |
14.07 |
14.15 |
-0.15 |
635 |
5,816 |
+176 |
| Jul17 |
151020 |
14.08 |
14.16 |
13.90 |
13.97 |
-0.15 |
342 |
6,316 |
+129 |
| Oct17 |
151020 |
14.07 |
14.14 |
13.94 |
13.98 |
-0.13 |
107 |
5,425 |
+67 |
| Total Volume and Open Interest |
81,388 |
743,590 |
+5,817 |
| London Cocoa(LCE) |
| Dec15 |
151020 |
2152 |
2193 |
2151 |
2177 |
+22 |
5,723 |
77,306 |
-4,908 |
| Mar16 |
151020 |
2136 |
2167 |
2134 |
2152 |
+14 |
4,824 |
73,589 |
-2,850 |
| May16 |
151020 |
2127 |
2154 |
2126 |
2140 |
+13 |
2,062 |
23,244 |
-1,352 |
| Jul16 |
151020 |
2121 |
2145 |
2121 |
2132 |
+13 |
1,425 |
36,216 |
-320 |
| Sep16 |
151020 |
2116 |
2135 |
2111 |
2122 |
+11 |
1,446 |
32,557 |
-508 |
| Dec16 |
151020 |
2085 |
2100 |
2082 |
2087 |
+7 |
834 |
11,506 |
+216 |
| Mar17 |
151020 |
2061 |
2076 |
2057 |
2062 |
+6 |
198 |
23,820 |
-97 |
| Total Volume and Open Interest |
16,512 |
278,658 |
-9,819 |
| London Sugar(LCE) |
| Dec15 |
151020 |
388.20 |
390.70 |
383.40 |
384.40 |
-4.30 |
3,242 |
30,402 |
-2,059 |
| Mar16 |
151020 |
390.40 |
393.10 |
386.30 |
387.00 |
-4.30 |
1,881 |
28,927 |
-395 |
| May16 |
151020 |
391.60 |
394.00 |
388.30 |
388.70 |
-3.80 |
113 |
12,113 |
-74 |
| Aug16 |
151020 |
391.20 |
392.50 |
388.50 |
388.50 |
-3.80 |
114 |
5,761 |
-23 |
| Oct16 |
151020 |
390.30 |
390.80 |
387.10 |
387.50 |
-3.80 |
65 |
2,795 |
-2 |
| Total Volume and Open Interest |
5,431 |
81,465 |
-2,551 |
| Cotton(ICE) |
| Dec15 |
151020 |
63.47 |
63.87 |
63.16 |
63.78 |
+0.54 |
11,027 |
115,344 |
-956 |
| Mar16 |
151020 |
63.30 |
63.74 |
63.09 |
63.66 |
+0.54 |
4,466 |
56,443 |
+1,049 |
| May16 |
151020 |
63.67 |
64.07 |
63.53 |
64.03 |
+0.54 |
401 |
6,303 |
+88 |
| Jul16 |
151020 |
64.00 |
64.40 |
63.85 |
64.31 |
+0.46 |
128 |
6,712 |
+61 |
| Oct16 |
151020 |
63.87 |
63.87 |
63.87 |
63.87 |
+0.47 |
0 |
3 |
+0 |
| Dec16 |
151020 |
63.67 |
64.02 |
63.67 |
63.88 |
+0.51 |
48 |
6,402 |
+22 |
| Total Volume and Open Interest |
16,070 |
191,551 |
+264 |
| Lumber(CME) |
| Nov15 |
151020 |
260.4 |
262.7 |
256.9 |
260.0 |
-3.1 |
428 |
2,371 |
-210 |
| Jan16 |
151020 |
256.4 |
258.1 |
253.5 |
255.4 |
-4.0 |
277 |
2,251 |
+89 |
| Mar16 |
151020 |
262.5 |
263.0 |
260.0 |
261.4 |
-3.8 |
5 |
550 |
+2 |
| May16 |
151020 |
266.0 |
266.0 |
266.0 |
266.0 |
-0.6 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
710 |
5,188 |
-119 |
| Crude Oil(NYM) |
| Nov15 |
151020 |
46.25 |
46.52 |
45.23 |
45.55 |
-0.34 |
198,127 |
60,949 |
-28,870 |
| Dec15 |
151020 |
46.57 |
46.93 |
45.72 |
46.29 |
+0.01 |
284,312 |
491,337 |
+26,593 |
| Jan16 |
151020 |
47.29 |
47.59 |
46.47 |
47.00 |
+0.01 |
68,528 |
217,430 |
-59 |
| Feb16 |
151020 |
48.03 |
48.24 |
47.20 |
47.71 |
+0.03 |
30,902 |
72,368 |
+218 |
| Mar16 |
151020 |
48.61 |
48.81 |
47.86 |
48.37 |
+0.08 |
28,567 |
124,239 |
+44 |
| Apr16 |
151020 |
48.96 |
49.33 |
48.44 |
48.92 |
+0.12 |
10,658 |
40,971 |
-48 |
| May16 |
151020 |
49.51 |
49.58 |
49.04 |
49.39 |
+0.15 |
5,655 |
34,769 |
-546 |
| Jun16 |
151020 |
49.77 |
50.15 |
49.37 |
49.79 |
+0.17 |
19,598 |
111,054 |
+370 |
| Jul16 |
151020 |
50.01 |
50.44 |
49.77 |
50.12 |
+0.19 |
1,949 |
28,202 |
-45 |
| Aug16 |
151020 |
50.40 |
50.40 |
50.06 |
50.40 |
+0.20 |
1,412 |
24,155 |
+165 |
| Sep16 |
151020 |
50.60 |
50.97 |
50.35 |
50.67 |
+0.20 |
3,895 |
53,297 |
-254 |
| Oct16 |
151020 |
50.95 |
50.95 |
50.72 |
50.95 |
+0.21 |
1,131 |
22,160 |
+163 |
| Nov16 |
151020 |
50.58 |
51.51 |
50.58 |
51.27 |
+0.22 |
1,079 |
22,966 |
+61 |
| Dec16 |
151020 |
51.75 |
51.88 |
51.20 |
51.61 |
+0.23 |
31,223 |
139,911 |
+1,419 |
| Jan17 |
151020 |
51.85 |
51.90 |
51.85 |
51.85 |
+0.24 |
970 |
17,508 |
+195 |
| Feb17 |
151020 |
52.08 |
52.08 |
52.08 |
52.08 |
+0.25 |
246 |
9,210 |
-9 |
| Total Volume and Open Interest |
703,254 |
1,631,080 |
+2,310 |
| e-miNY Crude Oil(NYM) |
| Dec15 |
151020 |
46.575 |
46.925 |
45.700 |
46.300 |
+0.025 |
3,631 |
2,413 |
+39 |
| Jan16 |
151020 |
47.175 |
47.575 |
46.450 |
47.000 |
unch |
303 |
170 |
-40 |
| Feb16 |
151020 |
47.875 |
48.150 |
47.250 |
47.700 |
+0.025 |
74 |
57 |
-38 |
| Mar16 |
151020 |
48.250 |
48.375 |
47.925 |
48.375 |
+0.075 |
33 |
62 |
-2 |
| Apr16 |
151020 |
49.375 |
49.375 |
48.925 |
48.925 |
+0.125 |
24 |
20 |
+8 |
| May16 |
151020 |
49.400 |
49.400 |
49.400 |
49.400 |
+0.150 |
0 |
2 |
+0 |
| Jun16 |
151020 |
50.225 |
50.225 |
49.800 |
49.800 |
+0.175 |
0 |
25 |
+0 |
| Jul16 |
151020 |
50.125 |
50.125 |
50.125 |
50.125 |
+0.200 |
0 |
4 |
+0 |
| Aug16 |
151020 |
50.400 |
50.400 |
50.400 |
50.400 |
+0.200 |
0 |
2 |
+0 |
| Sep16 |
151020 |
50.675 |
50.675 |
50.675 |
50.675 |
+0.200 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
8,149 |
5,950 |
-93 |
| NY Harbor ULSD(NYM) |
| Nov15 |
151020 |
145.79 |
146.28 |
143.11 |
144.87 |
-0.04 |
37,343 |
45,139 |
+340 |
| Dec15 |
151020 |
148.72 |
149.19 |
146.21 |
147.82 |
-0.14 |
28,538 |
90,097 |
-557 |
| Jan16 |
151020 |
151.62 |
151.96 |
149.39 |
150.81 |
-0.26 |
16,547 |
61,456 |
+1,178 |
| Feb16 |
151020 |
153.59 |
154.17 |
151.89 |
153.11 |
-0.23 |
7,338 |
41,014 |
+330 |
| Mar16 |
151020 |
154.59 |
155.09 |
152.94 |
154.12 |
-0.15 |
6,166 |
35,742 |
+83 |
| Apr16 |
151020 |
154.41 |
154.91 |
153.01 |
154.13 |
-0.08 |
2,947 |
23,650 |
-43 |
| May16 |
151020 |
154.37 |
155.89 |
154.02 |
155.08 |
-0.08 |
1,595 |
10,821 |
+306 |
| Jun16 |
151020 |
156.87 |
157.25 |
155.26 |
156.43 |
-0.10 |
2,372 |
27,014 |
-388 |
| Jul16 |
151020 |
157.41 |
158.76 |
157.08 |
158.05 |
-0.01 |
802 |
7,675 |
+10 |
| Aug16 |
151020 |
159.14 |
160.29 |
158.76 |
159.70 |
+0.11 |
596 |
4,892 |
-294 |
| Sep16 |
151020 |
161.10 |
161.96 |
160.49 |
161.42 |
+0.23 |
251 |
6,006 |
+35 |
| Oct16 |
151020 |
162.61 |
163.70 |
162.29 |
163.33 |
+0.32 |
135 |
3,780 |
+23 |
| Nov16 |
151020 |
166.12 |
166.12 |
164.40 |
165.14 |
+0.36 |
102 |
3,162 |
-16 |
| Dec16 |
151020 |
167.09 |
167.46 |
165.54 |
166.84 |
+0.43 |
625 |
19,913 |
+18 |
| Total Volume and Open Interest |
105,568 |
387,698 |
+1,128 |
| RBOB Gasoline(NYM) |
| Nov15 |
151020 |
126.45 |
128.06 |
124.84 |
127.83 |
+2.69 |
34,175 |
46,048 |
-3,772 |
| Dec15 |
151020 |
128.20 |
129.30 |
126.34 |
128.95 |
+2.10 |
29,710 |
98,504 |
+1,740 |
| Jan16 |
151020 |
130.07 |
131.57 |
128.83 |
131.01 |
+1.57 |
11,877 |
58,675 |
-136 |
| Feb16 |
151020 |
132.52 |
133.84 |
131.34 |
133.24 |
+1.30 |
7,324 |
23,781 |
+282 |
| Mar16 |
151020 |
135.58 |
136.88 |
134.46 |
136.20 |
+1.11 |
5,659 |
26,089 |
+496 |
| Apr16 |
151020 |
156.53 |
158.07 |
155.93 |
157.35 |
+0.86 |
2,791 |
13,896 |
+567 |
| May16 |
151020 |
158.23 |
159.37 |
157.48 |
158.87 |
+0.78 |
1,608 |
14,187 |
-93 |
| Jun16 |
151020 |
158.67 |
159.46 |
157.57 |
159.03 |
+0.79 |
1,826 |
21,072 |
+366 |
| Jul16 |
151020 |
157.89 |
158.71 |
157.53 |
158.60 |
+0.70 |
441 |
10,606 |
+2 |
| Aug16 |
151020 |
156.80 |
157.55 |
156.66 |
157.36 |
+0.60 |
328 |
5,464 |
+105 |
| Total Volume and Open Interest |
96,906 |
347,971 |
-447 |
| e-miNY RBOB Gasoline(NYM) |
| Nov15 |
151020 |
127.83 |
127.83 |
127.83 |
127.83 |
+2.69 |
1 |
1 |
+0 |
| Dec15 |
151020 |
128.95 |
128.95 |
128.95 |
128.95 |
+2.10 |
|
|
|
| Jan16 |
151020 |
131.01 |
131.01 |
131.01 |
131.01 |
+1.57 |
|
|
|
| Feb16 |
151020 |
133.24 |
133.24 |
133.24 |
133.24 |
+1.30 |
|
|
|
| Total Volume and Open Interest |
1 |
1 |
+0 |
| Natural Gas(NYM) |
| Nov15 |
151020 |
2.453 |
2.499 |
2.444 |
2.476 |
+0.034 |
119,252 |
129,977 |
-17,322 |
| Dec15 |
151020 |
2.667 |
2.699 |
2.654 |
2.671 |
+0.014 |
80,356 |
221,487 |
+22,277 |
| Jan16 |
151020 |
2.821 |
2.842 |
2.804 |
2.815 |
+0.008 |
38,771 |
211,016 |
+5,877 |
| Feb16 |
151020 |
2.835 |
2.851 |
2.813 |
2.825 |
+0.007 |
8,624 |
42,249 |
-172 |
| Mar16 |
151020 |
2.790 |
2.820 |
2.783 |
2.795 |
+0.005 |
16,131 |
101,564 |
+389 |
| Apr16 |
151020 |
2.673 |
2.691 |
2.658 |
2.673 |
+0.006 |
11,928 |
75,998 |
+1,311 |
| May16 |
151020 |
2.679 |
2.704 |
2.678 |
2.687 |
+0.006 |
2,126 |
26,742 |
+101 |
| Jun16 |
151020 |
2.734 |
2.741 |
2.714 |
2.725 |
+0.006 |
827 |
26,196 |
-42 |
| Jul16 |
151020 |
2.775 |
2.779 |
2.756 |
2.767 |
+0.007 |
1,880 |
22,309 |
+393 |
| Aug16 |
151020 |
2.780 |
2.792 |
2.767 |
2.778 |
+0.008 |
1,808 |
17,726 |
+1,220 |
| Sep16 |
151020 |
2.783 |
2.785 |
2.763 |
2.775 |
+0.009 |
779 |
14,784 |
-30 |
| Oct16 |
151020 |
2.805 |
2.815 |
2.789 |
2.801 |
+0.009 |
1,527 |
22,954 |
-1,147 |
| Nov16 |
151020 |
2.899 |
2.899 |
2.877 |
2.887 |
+0.009 |
351 |
9,475 |
-37 |
| Dec16 |
151020 |
3.045 |
3.052 |
3.027 |
3.038 |
+0.004 |
1,348 |
10,900 |
+72 |
| Jan17 |
151020 |
3.148 |
3.153 |
3.130 |
3.142 |
+0.004 |
435 |
13,252 |
+146 |
| Feb17 |
151020 |
3.145 |
3.150 |
3.125 |
3.140 |
+0.006 |
80 |
3,467 |
-226 |
| Total Volume and Open Interest |
286,455 |
995,188 |
+12,187 |
| Brent Crude Oil(ICE) |
| Dec15 |
151020 |
48.83 |
49.20 |
48.22 |
48.71 |
+0.10 |
225,956 |
433,139 |
-2,385 |
| Jan16 |
151020 |
49.56 |
49.85 |
48.93 |
49.40 |
+0.09 |
103,747 |
326,244 |
-913 |
| Feb16 |
151020 |
50.30 |
50.56 |
49.66 |
50.14 |
+0.12 |
42,757 |
142,088 |
-2,574 |
| Mar16 |
151020 |
50.92 |
51.19 |
50.32 |
50.79 |
+0.14 |
28,682 |
201,667 |
+1,564 |
| Apr16 |
151020 |
51.65 |
51.89 |
51.11 |
51.54 |
+0.16 |
10,245 |
112,402 |
+745 |
| May16 |
151020 |
52.29 |
52.54 |
51.78 |
52.19 |
+0.16 |
9,713 |
56,661 |
+1,324 |
| Jun16 |
151020 |
52.82 |
53.16 |
52.33 |
52.77 |
+0.16 |
26,851 |
138,498 |
+181 |
| Jul16 |
151020 |
53.21 |
53.51 |
52.84 |
53.26 |
+0.14 |
3,317 |
40,694 |
+28 |
| Aug16 |
151020 |
53.41 |
53.96 |
53.41 |
53.72 |
+0.14 |
1,681 |
35,709 |
+296 |
| Sep16 |
151020 |
54.02 |
54.22 |
54.02 |
54.18 |
+0.15 |
4,605 |
42,840 |
+271 |
| Oct16 |
151020 |
54.55 |
54.61 |
54.03 |
54.61 |
+0.15 |
1,789 |
24,285 |
+312 |
| Nov16 |
151020 |
55.05 |
55.05 |
55.05 |
55.05 |
+0.16 |
1,551 |
21,847 |
+134 |
| Dec16 |
151020 |
55.56 |
55.84 |
55.12 |
55.49 |
+0.17 |
23,611 |
161,710 |
+2,816 |
| Jan17 |
151020 |
55.89 |
55.89 |
55.89 |
55.89 |
+0.18 |
1,133 |
19,361 |
-384 |
| Total Volume and Open Interest |
497,935 |
2,035,399 |
+2,419 |
| Gas Oil(ICE) |
| Nov15 |
151020 |
448.00 |
448.50 |
439.50 |
442.75 |
-4.25 |
41,965 |
125,831 |
-2,578 |
| Dec15 |
151020 |
454.00 |
454.00 |
446.00 |
449.25 |
-3.75 |
42,161 |
150,177 |
-318 |
| Jan16 |
151020 |
460.00 |
460.50 |
453.50 |
456.00 |
-3.50 |
14,671 |
66,491 |
-814 |
| Feb16 |
151020 |
465.25 |
467.00 |
460.00 |
462.50 |
-3.00 |
4,774 |
43,881 |
+280 |
| Mar16 |
151020 |
469.75 |
471.25 |
465.75 |
468.00 |
-2.75 |
4,910 |
35,607 |
+502 |
| Apr16 |
151020 |
473.50 |
476.50 |
470.50 |
472.50 |
-2.75 |
1,080 |
25,003 |
+161 |
| May16 |
151020 |
479.75 |
480.75 |
475.00 |
477.25 |
-2.75 |
943 |
21,365 |
+253 |
| Jun16 |
151020 |
484.00 |
485.00 |
479.50 |
481.50 |
-2.75 |
6,165 |
42,427 |
-642 |
| Jul16 |
151020 |
487.75 |
489.00 |
485.00 |
486.75 |
-2.75 |
825 |
14,809 |
-340 |
| Aug16 |
151020 |
492.75 |
494.00 |
490.00 |
491.75 |
-2.75 |
977 |
9,699 |
+225 |
| Total Volume and Open Interest |
126,862 |
693,129 |
-2,290 |
| Ethanol(CBOT) |
| Nov15 |
151020 |
1.506 |
1.546 |
1.506 |
1.539 |
+0.014 |
66 |
1,424 |
-14 |
| Dec15 |
151020 |
1.514 |
1.519 |
1.507 |
1.518 |
+0.012 |
51 |
1,202 |
+22 |
| Jan16 |
151020 |
1.495 |
1.501 |
1.495 |
1.501 |
+0.012 |
27 |
829 |
+9 |
| Feb16 |
151020 |
1.495 |
1.501 |
1.495 |
1.501 |
+0.012 |
3 |
328 |
+0 |
| Mar16 |
151020 |
1.508 |
1.508 |
1.508 |
1.508 |
+0.012 |
0 |
539 |
+0 |
| Apr16 |
151020 |
1.517 |
1.517 |
1.517 |
1.517 |
+0.012 |
0 |
438 |
+0 |
| May16 |
151020 |
1.527 |
1.527 |
1.527 |
1.527 |
+0.011 |
18 |
89 |
+10 |
| Jun16 |
151020 |
1.515 |
1.517 |
1.515 |
1.517 |
+0.010 |
5 |
185 |
+5 |
| Total Volume and Open Interest |
170 |
5,154 |
+32 |
| WTI Crude Oil(ICE) |
| Dec15 |
151020 |
46.58 |
46.94 |
45.73 |
46.29 |
+0.01 |
49,488 |
111,322 |
-3,935 |
| Jan16 |
151020 |
47.16 |
47.58 |
46.48 |
47.00 |
+0.01 |
21,527 |
36,110 |
+353 |
| Feb16 |
151020 |
47.98 |
48.06 |
47.30 |
47.71 |
+0.03 |
8,873 |
10,915 |
+563 |
| Mar16 |
151020 |
48.26 |
48.62 |
47.98 |
48.37 |
+0.08 |
7,325 |
31,898 |
+615 |
| Apr16 |
151020 |
49.15 |
49.15 |
48.57 |
48.92 |
+0.12 |
1,788 |
4,789 |
-168 |
| May16 |
151020 |
49.34 |
49.39 |
49.04 |
49.39 |
+0.15 |
993 |
5,059 |
-3 |
| Jun16 |
151020 |
49.80 |
49.84 |
49.41 |
49.79 |
+0.17 |
3,912 |
33,626 |
+1,051 |
| Jul16 |
151020 |
50.12 |
50.12 |
50.12 |
50.12 |
+0.19 |
197 |
2,696 |
-20 |
| Aug16 |
151020 |
50.40 |
50.40 |
50.40 |
50.40 |
+0.20 |
108 |
3,965 |
-8 |
| Sep16 |
151020 |
50.67 |
50.67 |
50.67 |
50.67 |
+0.20 |
297 |
6,950 |
-24 |
| Oct16 |
151020 |
50.95 |
50.95 |
50.95 |
50.95 |
+0.21 |
124 |
1,831 |
+3 |
| Nov16 |
151020 |
51.27 |
51.27 |
51.27 |
51.27 |
+0.22 |
40 |
4,866 |
+1 |
| Dec16 |
151020 |
51.38 |
51.75 |
51.26 |
51.61 |
+0.23 |
5,828 |
48,608 |
-1,736 |
| Jan17 |
151020 |
51.85 |
51.85 |
51.85 |
51.85 |
+0.24 |
18 |
3,976 |
+0 |
| Feb17 |
151020 |
52.08 |
52.08 |
52.08 |
52.08 |
+0.25 |
0 |
1,087 |
+0 |
| Mar17 |
151020 |
52.33 |
52.33 |
52.33 |
52.33 |
+0.27 |
13 |
2,464 |
+4 |
| Total Volume and Open Interest |
123,962 |
380,326 |
-9,676 |
| US Dollar Index(ICE) |
| Dec15 |
151020 |
94.970 |
94.985 |
94.630 |
94.940 |
-0.012 |
20,540 |
74,860 |
-288 |
| Mar16 |
151020 |
95.160 |
95.170 |
94.850 |
95.152 |
-0.015 |
172 |
2,118 |
+51 |
| Jun16 |
151020 |
95.110 |
95.308 |
95.050 |
95.308 |
-0.017 |
0 |
188 |
-4 |
| Total Volume and Open Interest |
20,712 |
77,238 |
-241 |
| Australian Dollar(CME) |
| Dec15 |
151020 |
72.30 |
72.78 |
72.21 |
72.38 |
+0.05 |
66,262 |
139,696 |
+1,334 |
| Mar16 |
151020 |
72.15 |
72.44 |
71.92 |
72.07 |
+0.05 |
95 |
357 |
+24 |
| Jun16 |
151020 |
71.78 |
72.00 |
71.78 |
71.78 |
+0.03 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
66,357 |
140,068 |
+1,358 |
| British Pound(CME) |
| Dec15 |
151020 |
154.55 |
155.01 |
154.31 |
154.36 |
-0.27 |
53,752 |
155,110 |
-1,661 |
| Mar16 |
151020 |
154.72 |
154.94 |
154.26 |
154.31 |
-0.26 |
6 |
362 |
-3 |
| Jun16 |
151020 |
154.26 |
154.67 |
154.26 |
154.26 |
-0.26 |
0 |
239 |
+0 |
| Total Volume and Open Interest |
53,758 |
155,727 |
-1,664 |
| Canadian Dollar(CME) |
| Dec15 |
151020 |
76.82 |
77.28 |
76.61 |
76.98 |
+0.23 |
46,122 |
117,151 |
+1,916 |
| Mar16 |
151020 |
76.76 |
77.23 |
76.59 |
76.94 |
+0.23 |
192 |
2,272 |
+46 |
| Jun16 |
151020 |
76.60 |
77.21 |
76.60 |
76.92 |
+0.22 |
21 |
385 |
+10 |
| Sep16 |
151020 |
77.15 |
77.15 |
76.91 |
76.91 |
+0.23 |
45 |
93 |
+42 |
| Total Volume and Open Interest |
46,380 |
119,964 |
+2,014 |
| Japanese Yen(CME) |
| Dec15 |
151020 |
83.74 |
83.80 |
83.40 |
83.44 |
-0.32 |
109,091 |
182,696 |
-5,573 |
| Mar16 |
151020 |
83.91 |
83.95 |
83.58 |
83.61 |
-0.31 |
214 |
743 |
-12 |
| Jun16 |
151020 |
83.82 |
83.82 |
83.82 |
83.82 |
-0.30 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
109,305 |
183,591 |
-5,585 |
| Swiss Franc(CME) |
| Dec15 |
151020 |
104.79 |
105.52 |
104.66 |
104.69 |
-0.07 |
13,070 |
36,057 |
-296 |
| Mar16 |
151020 |
105.28 |
105.89 |
105.06 |
105.07 |
-0.07 |
18 |
103 |
-2 |
| Jun16 |
151020 |
105.43 |
105.88 |
105.43 |
105.50 |
-0.06 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
13,088 |
36,171 |
-298 |
| EuroFX(CME) |
| Dec15 |
151020 |
113.39 |
113.97 |
113.33 |
113.46 |
+0.10 |
145,002 |
353,069 |
+203 |
| Mar16 |
151020 |
113.53 |
114.15 |
113.53 |
113.66 |
+0.10 |
466 |
2,465 |
+198 |
| Jun16 |
151020 |
113.79 |
114.30 |
113.78 |
113.89 |
+0.09 |
10 |
794 |
+0 |
| Total Volume and Open Interest |
145,492 |
356,829 |
+403 |
| Mexican Peso(CME) |
| Oct15 |
151019 |
606.38 |
606.38 |
606.38 |
606.38 |
-4.38 |
|
|
|
| Nov15 |
151020 |
602.00 |
602.00 |
602.00 |
602.00 |
-3.13 |
|
|
|
| Total Volume and Open Interest |
27,213 |
116,528 |
-375 |
| Brazilian Real(CME) |
| Nov15 |
151020 |
258.35 |
258.60 |
254.50 |
254.95 |
-0.25 |
270 |
7,933 |
+101 |
| Dec15 |
151020 |
254.20 |
256.05 |
251.80 |
252.30 |
-0.30 |
442 |
15,640 |
-103 |
| Jan16 |
151020 |
249.65 |
249.65 |
249.65 |
249.65 |
-0.30 |
|
|
|
| Feb16 |
151020 |
247.30 |
247.30 |
247.30 |
247.30 |
-0.25 |
|
|
|
| Total Volume and Open Interest |
712 |
23,986 |
-2 |
| 30-Year T-Bonds(CBOT) |
| Dec15 |
151020 |
158~140 |
158~210 |
157~030 |
157~090 |
-1~030 |
165,022 |
512,740 |
-6,458 |
| Mar16 |
151020 |
156~120 |
157~050 |
155~220 |
155~270 |
-1~030 |
311 |
882 |
+233 |
| Jun16 |
151020 |
155~270 |
155~270 |
155~270 |
155~270 |
-1~030 |
|
|
|
| Total Volume and Open Interest |
165,333 |
513,622 |
-6,225 |
| 10-Year T-Notes(CBOT) |
| Dec15 |
151020 |
128~315 |
129~020 |
128~155 |
128~180 |
-0~130 |
776,692 |
2,827,291 |
-3,112 |
| Mar16 |
151020 |
128~110 |
128~220 |
128~045 |
128~065 |
-0~140 |
3,512 |
5,941 |
+151 |
| Jun16 |
151020 |
127~075 |
127~075 |
127~075 |
127~075 |
-0~140 |
|
|
|
| Total Volume and Open Interest |
780,204 |
2,833,232 |
-2,961 |
| 5-Year T-Notes(CBOT) |
| Dec15 |
151020 |
120~240 |
120~240 |
120~132 |
120~152 |
-0~074 |
327,629 |
2,389,323 |
-6,187 |
| Mar16 |
151020 |
120~030 |
120~030 |
120~014 |
120~026 |
-0~080 |
30 |
2,112 |
-5 |
| Jun16 |
151020 |
120~026 |
120~026 |
120~026 |
120~026 |
-0~080 |
|
|
|
| Total Volume and Open Interest |
327,659 |
2,391,435 |
-6,192 |
| 2 Year T-Notes(CBOT) |
| Dec15 |
151020 |
109~206 |
109~210 |
109~172 |
109~176 |
-0~024 |
100,581 |
1,105,227 |
-1,830 |
| Mar16 |
151020 |
109~134 |
109~134 |
109~122 |
109~122 |
-0~024 |
0 |
961 |
+0 |
| Jun16 |
151020 |
109~122 |
109~122 |
109~122 |
109~122 |
-0~024 |
|
|
|
| Total Volume and Open Interest |
100,581 |
1,106,188 |
-1,830 |
| Eurodollars(CME) |
| Dec15 |
151020 |
99.635 |
99.640 |
99.620 |
99.620 |
-0.010 |
98,681 |
1,274,190 |
+27,269 |
| Mar16 |
151020 |
99.550 |
99.555 |
99.525 |
99.525 |
-0.020 |
152,615 |
1,277,709 |
+19,571 |
| Jun16 |
151020 |
99.435 |
99.445 |
99.405 |
99.410 |
-0.025 |
113,137 |
1,113,303 |
-5,289 |
| Sep16 |
151020 |
99.295 |
99.310 |
99.260 |
99.270 |
-0.025 |
99,616 |
962,664 |
+7,038 |
| Dec16 |
151020 |
99.145 |
99.155 |
99.100 |
99.115 |
-0.030 |
166,223 |
1,252,723 |
+8,889 |
| Mar17 |
151020 |
99.015 |
99.025 |
98.970 |
98.980 |
-0.035 |
98,276 |
752,822 |
+2,485 |
| Jun17 |
151020 |
98.880 |
98.890 |
98.825 |
98.840 |
-0.035 |
87,207 |
680,162 |
-2,477 |
| Sep17 |
151020 |
98.755 |
98.760 |
98.690 |
98.710 |
-0.035 |
100,412 |
590,586 |
-2,902 |
| Dec17 |
151020 |
98.620 |
98.630 |
98.560 |
98.575 |
-0.040 |
106,249 |
611,684 |
+4,652 |
| Mar18 |
151020 |
98.510 |
98.510 |
98.445 |
98.460 |
-0.040 |
61,161 |
373,619 |
-227 |
| Jun18 |
151020 |
98.395 |
98.400 |
98.330 |
98.345 |
-0.040 |
61,622 |
411,626 |
+668 |
| Sep18 |
151020 |
98.290 |
98.290 |
98.220 |
98.240 |
-0.040 |
46,988 |
313,161 |
+1,610 |
| Dec18 |
151020 |
98.185 |
98.185 |
98.115 |
98.130 |
-0.045 |
33,926 |
312,087 |
+13,248 |
| Mar19 |
151020 |
98.095 |
98.095 |
98.025 |
98.040 |
-0.045 |
24,069 |
182,469 |
+1,331 |
| Jun19 |
151020 |
98.000 |
98.000 |
97.935 |
97.945 |
-0.045 |
18,801 |
160,818 |
-1,330 |
| Sep19 |
151020 |
97.910 |
97.910 |
97.845 |
97.855 |
-0.045 |
18,363 |
147,578 |
+314 |
| Dec19 |
151020 |
97.820 |
97.820 |
97.755 |
97.765 |
-0.045 |
12,340 |
115,035 |
-528 |
| Mar20 |
151020 |
97.730 |
97.740 |
97.670 |
97.680 |
-0.045 |
12,642 |
85,898 |
+624 |
| Total Volume and Open Interest |
1,353,476 |
11,135,817 |
+79,849 |
| Ultra T-Bond(CBOT) |
| Dec15 |
151020 |
161~03 |
161~12 |
159~22 |
159~31 |
-1~03 |
62,938 |
639,776 |
-2,722 |
| Mar16 |
151020 |
160~05 |
161~16 |
160~01 |
160~07 |
-1~03 |
55 |
249 |
+55 |
| Jun16 |
151020 |
160~07 |
160~07 |
160~07 |
160~07 |
-1~03 |
|
|
|
| Total Volume and Open Interest |
62,993 |
640,025 |
-2,667 |
| 30 Day Federal Funds(CBOT) |
| Oct15 |
151020 |
99.870 |
99.872 |
99.870 |
99.870 |
unch |
2,523 |
173,064 |
-1,505 |
| Nov15 |
151020 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
5,609 |
236,912 |
-355 |
| Dec15 |
151020 |
99.830 |
99.830 |
99.825 |
99.830 |
unch |
3,423 |
90,854 |
+1,140 |
| Jan16 |
151020 |
99.795 |
99.795 |
99.785 |
99.790 |
unch |
9,062 |
161,307 |
+2,642 |
| Feb16 |
151020 |
99.770 |
99.770 |
99.755 |
99.760 |
unch |
2,594 |
76,157 |
-649 |
| Mar16 |
151020 |
99.745 |
99.745 |
99.730 |
99.735 |
unch |
1,177 |
17,123 |
-345 |
| Total Volume and Open Interest |
29,032 |
900,105 |
-76 |
| 3-Mth Euro-Yen(CME) |
| Dec15 |
151020 |
99.825 |
99.825 |
99.825 |
99.825 |
unch |
|
|
|
| Mar16 |
151020 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
| Jun16 |
151020 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Sep16 |
151020 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
| Dec16 |
151020 |
99.840 |
99.840 |
99.840 |
99.840 |
unch |
|
|
|
| Mar17 |
151020 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
| Jun17 |
151020 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
| Sep17 |
151020 |
99.420 |
99.420 |
99.420 |
99.420 |
unch |
|
|
|
| Dec17 |
151020 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
|
|
|
| Mar18 |
151020 |
99.140 |
99.140 |
99.140 |
99.140 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec15 |
151020 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
4 |
+0 |
| Mar16 |
151020 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
| Jun16 |
151020 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Sep16 |
151020 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
|
|
|
| Dec16 |
151020 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
0 |
4 |
+0 |
| Mar17 |
151020 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
|
|
|
| Jun17 |
151020 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
|
|
|
| Sep17 |
151020 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
8 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec15 |
151020 |
148.28 |
148.42 |
148.23 |
148.38 |
+0.12 |
1,057 |
21,275 |
-330 |
| Mar16 |
151020 |
147.82 |
147.82 |
147.82 |
147.82 |
+0.12 |
|
|
|
| Jun16 |
151020 |
147.26 |
147.26 |
147.26 |
147.26 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
1,057 |
21,275 |
-330 |
| Euro-Bund(EUREX) |
| Dec15 |
151020 |
156.81 |
156.88 |
155.71 |
155.91 |
-0.73 |
403,364 |
1,191,806 |
-20,435 |
| Mar16 |
151020 |
158.73 |
158.73 |
157.63 |
157.72 |
-0.80 |
2,201 |
22,792 |
+2,090 |
| Jun16 |
151020 |
155.91 |
155.91 |
155.91 |
155.91 |
-0.73 |
|
|
|
| Total Volume and Open Interest |
405,565 |
1,214,598 |
-18,345 |
| Euro-Bobl(EUREX) |
| Dec15 |
151020 |
129.22 |
129.25 |
128.91 |
128.95 |
-0.24 |
252,613 |
1,004,247 |
-13,908 |
| Mar16 |
151020 |
130.51 |
130.51 |
130.38 |
130.41 |
-0.27 |
379 |
3,197 |
+350 |
| Jun16 |
151020 |
128.95 |
128.95 |
128.95 |
128.95 |
-0.24 |
|
|
|
| Total Volume and Open Interest |
252,992 |
1,007,444 |
-13,558 |
| 3-Mth Euribor(EUREX) |
| Dec15 |
151020 |
100.070 |
100.070 |
100.070 |
100.070 |
unch |
27 |
29,354 |
+5 |
| Mar16 |
151020 |
100.080 |
100.080 |
100.075 |
100.075 |
-0.010 |
423 |
5,093 |
-423 |
| Jun16 |
151020 |
100.090 |
100.090 |
100.075 |
100.080 |
-0.010 |
444 |
9,688 |
-408 |
| Total Volume and Open Interest |
2,798 |
69,720 |
-2,093 |
| Long Gilt(LIFFE) |
| Dec15 |
151020 |
118~27 |
118~28 |
118~06 |
118~12 |
-0~09 |
118,286 |
428,719 |
-19,608 |
| Mar16 |
151020 |
117~18 |
117~18 |
117~18 |
117~18 |
-0~09 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
118,286 |
428,720 |
-19,608 |
| 3-Mth Short Sterling(LIFFE) |
| Dec15 |
151020 |
99.41 |
99.41 |
99.40 |
99.40 |
unch |
14,404 |
365,930 |
-16,434 |
| Mar16 |
151020 |
99.36 |
99.37 |
99.35 |
99.36 |
unch |
15,474 |
330,388 |
-35,837 |
| Jun16 |
151020 |
99.30 |
99.31 |
99.28 |
99.29 |
-0.01 |
22,193 |
386,647 |
-66,294 |
| Sep16 |
151020 |
99.21 |
99.23 |
99.19 |
99.20 |
-0.01 |
23,800 |
325,556 |
-69,150 |
| Dec16 |
151020 |
99.11 |
99.12 |
99.09 |
99.09 |
-0.02 |
29,075 |
334,291 |
-40,288 |
| Mar17 |
151020 |
99.02 |
99.02 |
98.98 |
98.99 |
-0.02 |
29,463 |
297,297 |
-26,475 |
| Total Volume and Open Interest |
295,623 |
3,049,289 |
-370,856 |
| 3-Mth Euribor(LIFFE) |
| Dec15 |
151020 |
100.075 |
100.075 |
100.065 |
100.065 |
-0.010 |
46,586 |
379,774 |
-16,385 |
| Mar16 |
151020 |
100.085 |
100.085 |
100.070 |
100.070 |
-0.015 |
30,231 |
270,341 |
-12,660 |
| Jun16 |
151020 |
100.090 |
100.095 |
100.075 |
100.075 |
-0.015 |
52,644 |
366,579 |
-14,787 |
| Total Volume and Open Interest |
340,091 |
3,011,424 |
-134,745 |
| 3-Mth Aus T-Bills(SFE) |
| Dec15 |
151020 |
98.01 |
98.01 |
97.96 |
97.97 |
-0.04 |
23,515 |
202,460 |
-4,996 |
| Mar16 |
151020 |
98.15 |
98.15 |
98.10 |
98.12 |
-0.03 |
34,524 |
164,396 |
-11,709 |
| Jun16 |
151020 |
98.23 |
98.23 |
98.18 |
98.19 |
-0.04 |
24,943 |
177,989 |
+3,858 |
| Sep16 |
151020 |
98.23 |
98.23 |
98.18 |
98.20 |
-0.03 |
14,885 |
140,075 |
-1,808 |
| Dec16 |
151020 |
98.18 |
98.19 |
98.14 |
98.16 |
-0.03 |
7,871 |
86,716 |
-931 |
| Mar17 |
151020 |
98.11 |
98.13 |
98.07 |
98.09 |
-0.03 |
6,380 |
64,522 |
+610 |
| Jun17 |
151020 |
98.03 |
98.04 |
97.99 |
98.01 |
-0.02 |
4,688 |
42,289 |
+976 |
| Sep17 |
151020 |
97.93 |
97.96 |
97.90 |
97.93 |
-0.02 |
1,699 |
28,700 |
+409 |
| Dec17 |
151020 |
97.85 |
97.85 |
97.83 |
97.84 |
-0.01 |
2 |
3,465 |
+2 |
| Mar18 |
151020 |
97.76 |
97.76 |
97.76 |
97.76 |
-0.01 |
0 |
3,055 |
+0 |
| Total Volume and Open Interest |
118,507 |
916,611 |
-13,589 |
| 10-Year Aus T-Bonds(SFE) |
| Dec15 |
151020 |
97.38 |
97.38 |
97.32 |
97.36 |
-0.02 |
83,284 |
732,199 |
+6,761 |
| Mar16 |
151020 |
97.36 |
97.36 |
97.36 |
97.36 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
83,284 |
732,199 |
+6,761 |
| 3-Year Aus T-Bonds(SFE) |
| Dec15 |
151020 |
98.22 |
98.23 |
98.18 |
98.21 |
-0.01 |
159,977 |
704,534 |
-11,634 |
| Mar16 |
151020 |
98.21 |
98.21 |
98.21 |
98.21 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
159,977 |
704,534 |
-11,634 |
| Gold(CMX) |
| Oct15 |
151020 |
1168.7 |
1179.1 |
1168.7 |
1178.0 |
+4.7 |
243 |
773 |
-161 |
| Dec15 |
151020 |
1170.6 |
1181.4 |
1167.2 |
1177.5 |
+4.7 |
108,910 |
315,191 |
+1,695 |
| Feb16 |
151020 |
1171.7 |
1181.4 |
1168.1 |
1178.3 |
+4.7 |
1,319 |
62,675 |
+287 |
| Apr16 |
151020 |
1171.6 |
1182.0 |
1169.8 |
1178.9 |
+4.7 |
909 |
26,282 |
-22 |
| Jun16 |
151020 |
1170.6 |
1183.0 |
1170.1 |
1179.4 |
+4.6 |
287 |
18,042 |
-4 |
| Aug16 |
151020 |
1180.3 |
1180.3 |
1178.7 |
1180.0 |
+4.6 |
186 |
5,437 |
+99 |
| Oct16 |
151020 |
1180.8 |
1181.7 |
1180.8 |
1180.8 |
+4.6 |
114 |
3,035 |
-28 |
| Dec16 |
151020 |
1176.7 |
1183.7 |
1176.7 |
1181.7 |
+4.6 |
213 |
13,691 |
-31 |
| Feb17 |
151020 |
1181.2 |
1182.8 |
1181.2 |
1182.8 |
+4.6 |
43 |
289 |
+41 |
| Apr17 |
151020 |
1183.9 |
1183.9 |
1183.9 |
1183.9 |
+4.6 |
0 |
576 |
+0 |
| Jun17 |
151020 |
1185.2 |
1185.2 |
1185.2 |
1185.2 |
+4.6 |
1 |
3,672 |
+1 |
| Aug17 |
151020 |
1186.7 |
1186.7 |
1186.7 |
1186.7 |
+4.6 |
|
|
|
| Total Volume and Open Interest |
112,634 |
460,290 |
+1,890 |
| Silver(CMX) |
| Dec15 |
151020 |
1583.0 |
1596.5 |
1574.0 |
1591.7 |
+7.6 |
32,338 |
112,314 |
-533 |
| Mar16 |
151020 |
1588.0 |
1598.5 |
1579.5 |
1596.5 |
+7.5 |
1,143 |
29,496 |
+727 |
| May16 |
151020 |
1595.5 |
1601.0 |
1586.5 |
1599.4 |
+7.5 |
757 |
6,829 |
+168 |
| Jul16 |
151020 |
1590.5 |
1604.0 |
1589.0 |
1602.1 |
+7.5 |
675 |
5,847 |
+86 |
| Sep16 |
151020 |
1591.0 |
1604.9 |
1591.0 |
1604.9 |
+7.4 |
90 |
2,033 |
+48 |
| Dec16 |
151020 |
1610.0 |
1610.0 |
1595.5 |
1608.6 |
+7.2 |
83 |
7,138 |
+23 |
| Mar17 |
151020 |
1612.2 |
1612.2 |
1612.2 |
1612.2 |
+7.2 |
8 |
8 |
+4 |
| Total Volume and Open Interest |
35,190 |
168,186 |
+571 |
| Platinum(NYMEX) |
| Oct15 |
151020 |
1020.5 |
1020.5 |
1018.9 |
1018.9 |
+5.5 |
133 |
112 |
-43 |
| Jan16 |
151020 |
1014.5 |
1024.9 |
1006.8 |
1020.1 |
+5.5 |
13,881 |
65,897 |
-693 |
| Apr16 |
151020 |
1012.0 |
1025.2 |
1009.0 |
1020.9 |
+5.3 |
90 |
4,954 |
+11 |
| Jul16 |
151020 |
1021.7 |
1021.7 |
1021.7 |
1021.7 |
+5.3 |
1 |
10 |
+0 |
| Total Volume and Open Interest |
14,115 |
71,044 |
-722 |
| Palladium(NYMEX) |
| Dec15 |
151020 |
685.50 |
700.00 |
681.25 |
694.85 |
+6.75 |
2,707 |
24,470 |
-96 |
| Mar16 |
151020 |
683.95 |
698.60 |
683.95 |
695.20 |
+6.70 |
67 |
1,096 |
+37 |
| Jun16 |
151020 |
695.55 |
695.55 |
695.55 |
695.55 |
+6.70 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
2,775 |
25,579 |
-60 |
| Copper(CMX) |
| Dec15 |
151020 |
236.45 |
238.30 |
235.10 |
236.55 |
-0.20 |
40,389 |
98,691 |
-1,313 |
| Mar16 |
151020 |
236.90 |
238.80 |
235.70 |
237.15 |
-0.20 |
5,162 |
33,417 |
+650 |
| May16 |
151020 |
236.60 |
238.20 |
236.60 |
237.30 |
-0.20 |
1,878 |
12,436 |
-101 |
| Jul16 |
151020 |
235.80 |
238.45 |
235.80 |
237.20 |
-0.30 |
1,049 |
5,178 |
-51 |
| Sep16 |
151020 |
237.00 |
238.00 |
236.60 |
237.10 |
-0.35 |
613 |
2,113 |
+25 |
| Total Volume and Open Interest |
50,460 |
161,560 |
-669 |
| E-mini DJIA Index(CBOT) |
| Dec15 |
151020 |
17100 |
17168 |
17046 |
17107 |
-10 |
108,094 |
74,305 |
-877 |
| Mar16 |
151020 |
17020 |
17087 |
16975 |
17021 |
-10 |
68 |
544 |
+23 |
| Jun16 |
151020 |
16939 |
16939 |
16939 |
16939 |
-10 |
0 |
8 |
+0 |
| Sep16 |
151020 |
16838 |
16838 |
16838 |
16838 |
-10 |
|
|
|
| Total Volume and Open Interest |
108,162 |
74,857 |
-854 |
| S & P 500(CME) |
| Dec15 |
151020 |
2025.90 |
2031.50 |
2019.00 |
2020.60 |
-6.80 |
4,636 |
100,230 |
-1,735 |
| Mar16 |
151020 |
2012.40 |
2023.10 |
2010.60 |
2012.40 |
-6.70 |
401 |
1,053 |
+395 |
| Jun16 |
151020 |
2005.00 |
2015.60 |
2003.10 |
2005.00 |
-6.60 |
1 |
1,117 |
+0 |
| Sep16 |
151020 |
1998.70 |
2009.30 |
1996.80 |
1998.70 |
-6.60 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
5,038 |
102,407 |
-1,334 |
| S & P 500 E-Mini(Globex) |
| Dec15 |
151020 |
2026.50 |
2031.50 |
2018.50 |
2020.50 |
-7.00 |
1,362,298 |
2,887,889 |
-4,280 |
| Mar16 |
151020 |
2017.50 |
2023.00 |
2010.50 |
2012.50 |
-6.50 |
2,353 |
70,311 |
+1,140 |
| Jun16 |
151020 |
2008.50 |
2015.00 |
2003.75 |
2005.00 |
-6.50 |
71 |
1,216 |
+13 |
| Sep16 |
151020 |
2001.25 |
2006.75 |
1998.75 |
1998.75 |
-6.50 |
1 |
85 |
+0 |
| Total Volume and Open Interest |
1,364,723 |
2,959,537 |
-3,097 |
| NASDAQ 100 E-Mini(Globex) |
| Dec15 |
151020 |
4451.50 |
4456.00 |
4414.00 |
4424.80 |
-29.70 |
207,248 |
279,142 |
+3,382 |
| Mar16 |
151020 |
4446.30 |
4447.00 |
4407.80 |
4417.80 |
-29.00 |
54 |
2,537 |
+12 |
| Jun16 |
151020 |
4411.50 |
4411.50 |
4409.50 |
4411.50 |
-29.00 |
0 |
226 |
+0 |
| Total Volume and Open Interest |
207,303 |
281,981 |
+3,393 |
| S&P Midcap 400(CME) e-Mini |
| Dec15 |
151020 |
1434.20 |
1441.50 |
1429.80 |
1432.10 |
-3.20 |
12,677 |
84,304 |
-1,073 |
| Mar16 |
151020 |
1429.80 |
1434.10 |
1428.80 |
1429.80 |
-3.30 |
1 |
2 |
+1 |
| Jun16 |
151020 |
1421.70 |
1421.70 |
1421.70 |
1421.70 |
-3.30 |
|
|
|
| Total Volume and Open Interest |
12,678 |
84,311 |
-1,072 |
| Volatility Index(CBOE) |
| Oct15 |
151020 |
15.25 |
16.15 |
15.15 |
16.08 |
+0.80 |
54,167 |
63,999 |
-4,438 |
| Nov15 |
151020 |
15.99 |
17.08 |
15.90 |
17.02 |
+1.07 |
78,878 |
162,729 |
+19,332 |
| Dec15 |
151020 |
16.77 |
17.68 |
16.72 |
17.63 |
+0.86 |
22,606 |
41,334 |
-451 |
| Jan16 |
151020 |
17.70 |
18.45 |
17.55 |
18.43 |
+0.75 |
7,215 |
22,921 |
+512 |
| Total Volume and Open Interest |
174,076 |
343,180 |
+15,372 |
| Russell 2000(ICE) |
| Dec15 |
151020 |
1159.90 |
1167.30 |
1154.50 |
1157.20 |
-3.70 |
79,365 |
374,613 |
-676 |
| Mar16 |
151020 |
1157.90 |
1157.90 |
1150.80 |
1152.20 |
-3.50 |
10 |
64 |
-2 |
| Jun16 |
151020 |
1148.50 |
1148.50 |
1148.50 |
1148.50 |
-3.50 |
|
|
|
| Total Volume and Open Interest |
79,375 |
374,678 |
-678 |
| Nikkei 225(CME) |
| Dec15 |
151020 |
18335 |
18340 |
18220 |
18265 |
-75 |
5,835 |
47,176 |
-94 |
| Mar16 |
151020 |
18295 |
18295 |
18295 |
18295 |
-75 |
2 |
17 |
+2 |
| Total Volume and Open Interest |
5,837 |
47,194 |
-92 |
| Nikkei 225(SGX) |
| Dec15 |
151020 |
18215 |
18270 |
18135 |
18210 |
+70 |
71,905 |
217,923 |
-6,499 |
| Mar16 |
151020 |
18160 |
18185 |
18160 |
18185 |
+70 |
6 |
720 |
-3 |
| Jun16 |
151020 |
18065 |
18065 |
18065 |
18065 |
+70 |
0 |
203 |
+0 |
| Total Volume and Open Interest |
71,923 |
227,027 |
-8,480 |
| CAC 40(EURONEXT) |
| Nov15 |
151020 |
4699.0 |
4710.5 |
4646.5 |
4671.0 |
-31.0 |
83,378 |
211,763 |
+15,620 |
| Dec15 |
151020 |
4686.5 |
4701.5 |
4644.0 |
4666.0 |
-31.0 |
310 |
13,177 |
-205 |
| Jan16 |
151020 |
4660.0 |
4660.0 |
4660.0 |
4660.0 |
-31.0 |
|
|
|
| Total Volume and Open Interest |
118,926 |
225,045 |
|
| Hang Seng Index(HKFE) |
| Oct15 |
151020 |
23035 |
23053 |
22805 |
22929 |
-112 |
87,547 |
83,553 |
-176 |
| Nov15 |
151020 |
23040 |
23040 |
22780 |
22918 |
-115 |
494 |
4,186 |
+293 |
| Dec15 |
151020 |
23009 |
23009 |
22786 |
22935 |
-111 |
197 |
9,709 |
+19 |
| Total Volume and Open Interest |
88,285 |
99,883 |
+141 |
| DAX(EUREX) |
| Dec15 |
151020 |
10157.5 |
10193.0 |
10076.0 |
10163.0 |
-3.5 |
92,659 |
130,614 |
-6,538 |
| Mar16 |
151020 |
10166.0 |
10200.0 |
10088.0 |
10172.0 |
-1.5 |
1,269 |
5,348 |
+770 |
| Jun16 |
151020 |
10143.0 |
10200.0 |
10133.0 |
10200.0 |
-3.0 |
75 |
1,007 |
+47 |
| Total Volume and Open Interest |
94,003 |
136,969 |
-5,721 |
| FT-SE 100(EURONEXT) |
| Dec15 |
151020 |
6322.00 |
6339.00 |
6289.00 |
6324.00 |
+6.00 |
83,197 |
511,269 |
-46,061 |
| Mar16 |
151020 |
6285.00 |
6288.50 |
6254.00 |
6276.00 |
+6.00 |
7 |
752 |
-7 |
| Jun16 |
151020 |
6228.00 |
6228.00 |
6228.00 |
6228.00 |
+6.00 |
0 |
1,755 |
+0 |
| Total Volume and Open Interest |
83,204 |
513,776 |
-46,068 |
| SPI 200(SFE) |
| Dec15 |
151020 |
5237.0 |
5262.0 |
5202.0 |
5213.0 |
-24.0 |
28,770 |
225,529 |
+1,547 |
| Mar16 |
151020 |
5157.0 |
5157.0 |
5157.0 |
5157.0 |
-23.0 |
2 |
3,396 |
+2 |
| Jun16 |
151020 |
5147.0 |
5147.0 |
5147.0 |
5147.0 |
-23.0 |
0 |
1,110 |
+0 |
| Total Volume and Open Interest |
28,873 |
231,115 |
-2,288 |
| FTSE MIB(ISE) |
| Dec15 |
151020 |
22410.00 |
22515.00 |
22090.00 |
22258.00 |
-150.00 |
25,772 |
64,400 |
+546 |
| Mar16 |
151020 |
22200.00 |
22330.00 |
22150.00 |
22280.00 |
-150.00 |
33 |
501 |
-1 |
| Jun16 |
151020 |
21861.00 |
21861.00 |
21861.00 |
21861.00 |
-150.00 |
|
|
|
| Total Volume and Open Interest |
25,805 |
64,901 |
+545 |
| KOSPI 200(KFE) |
| Dec15 |
151020 |
248.20 |
249.35 |
247.50 |
248.90 |
+0.85 |
104,594 |
120,701 |
-1,914 |
| Mar16 |
151020 |
246.20 |
247.10 |
245.40 |
246.40 |
+0.45 |
323 |
2,902 |
+55 |
| Jun16 |
151020 |
247.75 |
247.75 |
247.75 |
247.75 |
+0.85 |
4 |
509 |
-1 |
| Total Volume and Open Interest |
104,921 |
125,427 |
-1,860 |
| GSCI(CME) |
| Nov15 |
151020 |
362.95 |
362.95 |
362.95 |
362.95 |
+1.55 |
18 |
13,670 |
-8 |
| Dec15 |
151020 |
368.20 |
368.20 |
368.20 |
368.20 |
+1.20 |
|
|
|
| Jan16 |
151020 |
370.90 |
370.90 |
370.90 |
370.90 |
+1.20 |
|
|
|
| Total Volume and Open Interest |
18 |
13,670 |
-8 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
