|
 |
| MRCI's End of Day Prices |
|
| Daily Futures Price Listing Wed November 04, 2015 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov15 |
151104 |
878.50 |
886.25 |
878.50 |
882.00 |
+3.50 |
8,873 |
10,170 |
-1,945 |
| Jan16 |
151104 |
879.00 |
887.00 |
879.00 |
884.00 |
+5.00 |
84,362 |
276,815 |
+402 |
| Mar16 |
151104 |
881.00 |
889.50 |
881.00 |
886.50 |
+5.25 |
25,926 |
135,083 |
+1,597 |
| May16 |
151104 |
886.50 |
894.50 |
886.25 |
891.50 |
+5.00 |
11,787 |
73,164 |
+824 |
| Jul16 |
151104 |
891.50 |
899.75 |
891.50 |
896.75 |
+5.25 |
7,112 |
68,914 |
+1,349 |
| Aug16 |
151104 |
889.75 |
898.00 |
889.75 |
895.50 |
+5.50 |
521 |
7,294 |
+139 |
| Sep16 |
151104 |
886.50 |
891.25 |
885.00 |
889.00 |
+5.25 |
142 |
1,773 |
-3 |
| Nov16 |
151104 |
883.75 |
891.75 |
883.75 |
889.00 |
+6.50 |
1,840 |
62,932 |
+35 |
| Jan17 |
151104 |
894.00 |
894.25 |
891.50 |
894.25 |
+6.50 |
202 |
580 |
+73 |
| Mar17 |
151104 |
898.50 |
898.50 |
898.50 |
898.50 |
+6.50 |
87 |
317 |
+28 |
| May17 |
151104 |
902.00 |
902.00 |
902.00 |
902.00 |
+6.50 |
40 |
329 |
+23 |
| Jul17 |
151104 |
908.50 |
908.50 |
907.25 |
907.25 |
+6.50 |
30 |
535 |
+14 |
| Aug17 |
151104 |
903.75 |
903.75 |
903.75 |
903.75 |
+6.25 |
0 |
35 |
+0 |
| Sep17 |
151104 |
897.25 |
897.25 |
897.25 |
897.25 |
+6.25 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
140,985 |
638,735 |
+2,558 |
| Soybean Meal(CBOT) |
| Dec15 |
151104 |
302.00 |
303.80 |
300.30 |
301.80 |
+0.50 |
36,999 |
126,109 |
-721 |
| Jan16 |
151104 |
301.30 |
302.80 |
299.50 |
301.00 |
+0.70 |
12,567 |
80,300 |
+179 |
| Mar16 |
151104 |
299.50 |
301.00 |
297.80 |
299.30 |
+0.80 |
9,696 |
62,455 |
+607 |
| May16 |
151104 |
298.70 |
299.90 |
296.80 |
298.20 |
+0.60 |
5,247 |
50,436 |
+304 |
| Jul16 |
151104 |
298.70 |
299.80 |
297.10 |
298.40 |
+0.70 |
4,472 |
40,522 |
+48 |
| Aug16 |
151104 |
298.30 |
299.60 |
296.80 |
298.30 |
+0.80 |
620 |
10,942 |
+144 |
| Sep16 |
151104 |
298.50 |
299.10 |
296.50 |
297.90 |
+0.80 |
312 |
10,423 |
+53 |
| Oct16 |
151104 |
296.30 |
296.80 |
294.50 |
295.80 |
+0.80 |
118 |
8,062 |
+18 |
| Dec16 |
151104 |
296.40 |
296.90 |
294.40 |
295.80 |
+1.00 |
563 |
20,760 |
+182 |
| Jan17 |
151104 |
296.30 |
296.50 |
296.30 |
296.30 |
+0.90 |
26 |
1,143 |
-1 |
| Total Volume and Open Interest |
70,680 |
413,310 |
+827 |
| Soybean Oil(CBOT) |
| Dec15 |
151104 |
28.05 |
28.74 |
27.96 |
28.50 |
+0.35 |
44,514 |
142,142 |
-2,692 |
| Jan16 |
151104 |
28.34 |
29.01 |
28.25 |
28.78 |
+0.33 |
17,681 |
94,277 |
+3,537 |
| Mar16 |
151104 |
28.62 |
29.22 |
28.49 |
29.00 |
+0.32 |
10,721 |
66,000 |
+46 |
| May16 |
151104 |
28.84 |
29.42 |
28.73 |
29.21 |
+0.30 |
5,807 |
58,049 |
+1,357 |
| Jul16 |
151104 |
28.99 |
29.59 |
28.92 |
29.41 |
+0.30 |
2,905 |
38,024 |
+412 |
| Aug16 |
151104 |
29.03 |
29.64 |
28.98 |
29.46 |
+0.32 |
554 |
7,354 |
+38 |
| Sep16 |
151104 |
29.19 |
29.59 |
29.08 |
29.50 |
+0.34 |
178 |
6,116 |
+42 |
| Oct16 |
151104 |
29.00 |
29.56 |
29.00 |
29.46 |
+0.32 |
30 |
6,214 |
+8 |
| Dec16 |
151104 |
28.99 |
29.65 |
28.99 |
29.54 |
+0.35 |
694 |
22,280 |
+273 |
| Jan17 |
151104 |
29.75 |
29.81 |
29.75 |
29.75 |
+0.35 |
0 |
955 |
+0 |
| Total Volume and Open Interest |
83,084 |
443,141 |
+3,021 |
| Canola(WCE) |
| Nov15 |
151104 |
473.0 |
474.5 |
473.0 |
474.4 |
+5.9 |
1 |
636 |
-229 |
| Jan16 |
151104 |
474.7 |
482.2 |
474.1 |
481.4 |
+5.7 |
7,069 |
112,454 |
-82 |
| Mar16 |
151104 |
480.3 |
487.0 |
480.3 |
486.2 |
+4.8 |
1,544 |
30,458 |
+366 |
| May16 |
151104 |
483.7 |
488.5 |
483.6 |
488.2 |
+4.6 |
856 |
6,299 |
+199 |
| Jul16 |
151104 |
483.1 |
488.6 |
483.1 |
487.9 |
+4.8 |
839 |
12,050 |
-559 |
| Total Volume and Open Interest |
10,309 |
167,594 |
-305 |
| Corn(CBOT) |
| Dec15 |
151104 |
379.50 |
383.50 |
376.50 |
380.50 |
unch |
173,276 |
628,961 |
-3,310 |
| Mar16 |
151104 |
387.75 |
391.50 |
385.00 |
388.25 |
-0.50 |
79,710 |
325,680 |
+7,954 |
| May16 |
151104 |
393.50 |
397.50 |
391.00 |
394.25 |
-0.50 |
21,768 |
120,736 |
+2,179 |
| Jul16 |
151104 |
398.00 |
401.75 |
395.50 |
399.00 |
-0.25 |
16,319 |
121,740 |
-701 |
| Sep16 |
151104 |
398.75 |
403.00 |
396.00 |
400.50 |
+0.75 |
1,870 |
51,861 |
+480 |
| Dec16 |
151104 |
404.75 |
409.00 |
402.50 |
406.25 |
+0.50 |
7,576 |
98,869 |
+2,435 |
| Mar17 |
151104 |
414.25 |
417.75 |
412.00 |
415.75 |
+0.50 |
154 |
3,519 |
+15 |
| May17 |
151104 |
421.75 |
422.50 |
420.00 |
421.75 |
+0.75 |
16 |
1,404 |
-4 |
| Jul17 |
151104 |
423.00 |
427.00 |
422.50 |
425.75 |
+0.75 |
41 |
1,718 |
+10 |
| Sep17 |
151104 |
415.75 |
418.00 |
415.75 |
418.00 |
+0.50 |
20 |
755 |
+8 |
| Total Volume and Open Interest |
300,857 |
1,357,940 |
+9,080 |
| Wheat(CBOT) |
| Dec15 |
151104 |
516.00 |
530.75 |
508.25 |
526.25 |
+9.75 |
70,898 |
185,714 |
-5,146 |
| Mar16 |
151104 |
519.25 |
532.75 |
511.75 |
528.50 |
+9.00 |
32,355 |
112,563 |
+1,623 |
| May16 |
151104 |
519.75 |
535.50 |
515.75 |
531.75 |
+8.75 |
5,253 |
27,761 |
+865 |
| Jul16 |
151104 |
523.00 |
534.25 |
516.50 |
532.00 |
+8.50 |
6,072 |
40,504 |
+1,058 |
| Sep16 |
151104 |
528.00 |
540.50 |
525.00 |
539.75 |
+8.00 |
941 |
6,916 |
+130 |
| Dec16 |
151104 |
540.75 |
554.75 |
538.25 |
553.25 |
+8.00 |
1,949 |
9,332 |
+853 |
| Total Volume and Open Interest |
117,758 |
384,401 |
-433 |
| Wheat(KCBT) |
| Dec15 |
151104 |
486.25 |
499.50 |
481.50 |
492.75 |
+5.25 |
17,100 |
103,697 |
-1,386 |
| Mar16 |
151104 |
503.00 |
515.00 |
497.50 |
508.50 |
+5.25 |
8,214 |
47,472 |
+502 |
| May16 |
151104 |
513.00 |
525.00 |
507.25 |
518.50 |
+5.50 |
1,891 |
14,535 |
+522 |
| Jul16 |
151104 |
523.00 |
535.00 |
517.50 |
528.50 |
+5.00 |
3,282 |
22,224 |
+972 |
| Sep16 |
151104 |
537.00 |
550.00 |
531.50 |
542.25 |
+5.00 |
246 |
4,452 |
+36 |
| Dec16 |
151104 |
553.50 |
564.00 |
547.75 |
558.25 |
+4.75 |
284 |
6,723 |
+97 |
| Total Volume and Open Interest |
31,029 |
199,379 |
+743 |
| Wheat(MGE) |
| Dec15 |
151104 |
518.50 |
528.25 |
512.50 |
524.25 |
+4.50 |
5,748 |
28,408 |
+937 |
| Mar16 |
151104 |
530.50 |
537.75 |
523.50 |
533.75 |
+3.00 |
2,680 |
19,352 |
+427 |
| May16 |
151104 |
540.00 |
546.25 |
533.00 |
543.00 |
+3.00 |
400 |
8,459 |
-69 |
| Jul16 |
151104 |
545.25 |
555.75 |
542.50 |
552.75 |
+3.25 |
896 |
5,505 |
+129 |
| Sep16 |
151104 |
556.75 |
563.50 |
554.50 |
563.25 |
+3.00 |
661 |
4,245 |
-111 |
| Total Volume and Open Interest |
10,411 |
67,587 |
+1,315 |
| Oats(CBOT) |
| Dec15 |
151104 |
223.50 |
228.50 |
223.00 |
226.00 |
+1.00 |
855 |
7,608 |
+153 |
| Mar16 |
151104 |
223.25 |
229.50 |
222.50 |
228.00 |
+4.50 |
687 |
3,311 |
+88 |
| May16 |
151104 |
229.00 |
230.00 |
228.50 |
228.50 |
+4.75 |
11 |
263 |
+2 |
| Jul16 |
151104 |
231.75 |
232.00 |
231.75 |
231.75 |
+5.00 |
2 |
8 |
+0 |
| Total Volume and Open Interest |
1,555 |
11,195 |
+243 |
| Rough Rice(CBOT) |
| Nov15 |
151104 |
12.00 |
12.17 |
12.00 |
12.17 |
+0.27 |
269 |
337 |
-3 |
| Jan16 |
151104 |
12.20 |
12.45 |
12.17 |
12.44 |
+0.27 |
886 |
9,310 |
-42 |
| Mar16 |
151104 |
12.51 |
12.72 |
12.50 |
12.70 |
+0.27 |
93 |
1,616 |
-6 |
| May16 |
151104 |
12.95 |
12.95 |
12.95 |
12.95 |
+0.27 |
54 |
552 |
+20 |
| Total Volume and Open Interest |
1,321 |
12,266 |
-17 |
| Live Cattle(CME) |
| Dec15 |
151104 |
139.630 |
139.685 |
137.235 |
137.235 |
-3.000 |
23,179 |
112,994 |
-1,804 |
| Feb16 |
151104 |
142.080 |
142.150 |
139.650 |
139.650 |
-3.000 |
13,233 |
58,987 |
+2,581 |
| Apr16 |
151104 |
140.750 |
140.900 |
138.450 |
138.450 |
-3.000 |
5,955 |
48,456 |
+1,075 |
| Jun16 |
151104 |
131.535 |
131.535 |
129.000 |
129.000 |
-3.000 |
2,111 |
27,581 |
+344 |
| Aug16 |
151104 |
128.800 |
128.800 |
126.250 |
126.700 |
-2.550 |
736 |
5,452 |
+103 |
| Oct16 |
151104 |
130.685 |
130.685 |
128.575 |
129.050 |
-2.185 |
221 |
4,174 |
+28 |
| Total Volume and Open Interest |
45,622 |
262,353 |
+2,352 |
| Feeder Cattle(CME) |
| Nov15 |
151104 |
189.785 |
189.880 |
186.150 |
186.150 |
-4.500 |
2,554 |
7,210 |
-374 |
| Jan16 |
151104 |
181.600 |
181.630 |
177.685 |
177.685 |
-4.500 |
3,739 |
14,592 |
+509 |
| Mar16 |
151104 |
178.000 |
178.000 |
174.285 |
174.285 |
-4.500 |
1,395 |
6,078 |
+206 |
| Apr16 |
151104 |
177.600 |
177.600 |
174.750 |
174.750 |
-4.500 |
225 |
1,625 |
+68 |
| May16 |
151104 |
178.000 |
178.000 |
174.485 |
174.485 |
-4.500 |
302 |
2,692 |
+5 |
| Aug16 |
151104 |
177.400 |
177.450 |
175.285 |
175.285 |
-4.500 |
277 |
1,558 |
+161 |
| Sep16 |
151104 |
177.900 |
177.900 |
174.500 |
177.900 |
-1.100 |
7 |
92 |
+4 |
| Total Volume and Open Interest |
8,499 |
33,847 |
+579 |
| Lean Hogs(CME) |
| Dec15 |
151104 |
57.630 |
58.500 |
57.150 |
57.380 |
-0.855 |
21,579 |
80,172 |
-464 |
| Feb16 |
151104 |
60.430 |
61.400 |
59.900 |
60.035 |
-1.045 |
11,880 |
54,965 |
+1,979 |
| Apr16 |
151104 |
65.400 |
66.050 |
64.975 |
65.200 |
-0.750 |
4,517 |
34,965 |
+369 |
| May16 |
151104 |
71.230 |
71.250 |
71.080 |
71.150 |
-0.700 |
21 |
691 |
+0 |
| Jun16 |
151104 |
74.580 |
74.930 |
73.950 |
74.600 |
-0.550 |
1,568 |
15,705 |
+319 |
| Jul16 |
151104 |
74.450 |
74.680 |
73.885 |
74.580 |
-0.470 |
154 |
4,693 |
+29 |
| Aug16 |
151104 |
73.500 |
73.900 |
73.200 |
73.830 |
-0.320 |
181 |
2,466 |
+3 |
| Oct16 |
151104 |
64.900 |
65.035 |
64.350 |
64.930 |
+0.030 |
109 |
2,203 |
+32 |
| Total Volume and Open Interest |
40,050 |
199,275 |
+2,288 |
| Class III Milk(CME) |
| Oct15 |
151104 |
15.46 |
15.46 |
15.46 |
15.46 |
+0.03 |
34 |
4,227 |
-16 |
| Nov15 |
151104 |
15.19 |
15.46 |
15.19 |
15.42 |
+0.16 |
209 |
4,842 |
+61 |
| Dec15 |
151104 |
15.09 |
15.26 |
15.03 |
15.25 |
+0.10 |
229 |
4,276 |
+85 |
| Jan16 |
151104 |
15.12 |
15.28 |
15.10 |
15.22 |
+0.04 |
297 |
2,390 |
+218 |
| Feb16 |
151104 |
15.31 |
15.34 |
15.25 |
15.28 |
-0.16 |
40 |
1,871 |
+13 |
| Mar16 |
151104 |
15.54 |
15.61 |
15.50 |
15.59 |
-0.13 |
18 |
1,800 |
+10 |
| Apr16 |
151104 |
15.86 |
15.88 |
15.80 |
15.85 |
-0.07 |
63 |
1,363 |
+35 |
| May16 |
151104 |
16.18 |
16.21 |
16.11 |
16.15 |
-0.05 |
9 |
1,282 |
+4 |
| Jun16 |
151104 |
16.49 |
16.49 |
16.42 |
16.42 |
-0.06 |
31 |
1,182 |
+30 |
| Jul16 |
151104 |
16.84 |
16.85 |
16.81 |
16.81 |
unch |
3 |
899 |
+2 |
| Aug16 |
151104 |
16.99 |
16.99 |
16.93 |
16.93 |
-0.04 |
2 |
863 |
+2 |
| Sep16 |
151104 |
17.00 |
17.00 |
16.95 |
16.95 |
-0.04 |
19 |
846 |
+2 |
| Oct16 |
151104 |
16.95 |
16.95 |
16.90 |
16.93 |
+0.04 |
5 |
789 |
+5 |
| Total Volume and Open Interest |
969 |
28,145 |
+461 |
| Cocoa(ICE) |
| Dec15 |
151104 |
3267 |
3274 |
3218 |
3235 |
-62 |
22,096 |
58,864 |
-606 |
| Mar16 |
151104 |
3279 |
3281 |
3227 |
3244 |
-57 |
18,527 |
69,399 |
+1,846 |
| May16 |
151104 |
3270 |
3273 |
3221 |
3237 |
-56 |
3,863 |
30,582 |
+1,409 |
| Jul16 |
151104 |
3254 |
3258 |
3208 |
3224 |
-55 |
1,004 |
17,919 |
+78 |
| Sep16 |
151104 |
3237 |
3241 |
3191 |
3206 |
-54 |
709 |
12,329 |
+169 |
| Dec16 |
151104 |
3204 |
3208 |
3160 |
3174 |
-53 |
753 |
9,131 |
+577 |
| Mar17 |
151104 |
3174 |
3186 |
3143 |
3156 |
-48 |
894 |
18,554 |
-78 |
| Total Volume and Open Interest |
47,846 |
223,541 |
+3,395 |
| Coffee "C"(ICE) |
| Dec15 |
151104 |
120.05 |
122.35 |
119.80 |
120.50 |
+0.25 |
14,809 |
86,759 |
-397 |
| Mar16 |
151104 |
123.30 |
125.65 |
123.20 |
123.90 |
+0.30 |
7,929 |
55,584 |
+1,043 |
| May16 |
151104 |
125.70 |
127.75 |
125.35 |
125.95 |
+0.25 |
2,271 |
25,356 |
+154 |
| Jul16 |
151104 |
127.65 |
129.60 |
127.45 |
128.00 |
+0.25 |
644 |
10,735 |
+98 |
| Sep16 |
151104 |
129.40 |
131.05 |
129.40 |
129.95 |
+0.30 |
352 |
8,112 |
+22 |
| Dec16 |
151104 |
132.55 |
133.85 |
132.40 |
132.75 |
+0.30 |
221 |
10,019 |
+108 |
| Total Volume and Open Interest |
26,261 |
200,970 |
+1,050 |
| Orange Juice(ICE) |
| Nov15 |
151104 |
136.50 |
136.50 |
134.65 |
134.65 |
-0.90 |
21 |
396 |
-21 |
| Jan16 |
151104 |
135.00 |
135.50 |
133.75 |
134.75 |
+0.10 |
721 |
8,943 |
-47 |
| Mar16 |
151104 |
134.25 |
134.65 |
133.85 |
134.10 |
-0.10 |
145 |
2,730 |
+72 |
| May16 |
151104 |
134.85 |
135.30 |
134.75 |
134.75 |
-0.60 |
42 |
699 |
+9 |
| Jul16 |
151104 |
136.25 |
136.25 |
136.00 |
136.00 |
-0.75 |
2 |
237 |
+0 |
| Sep16 |
151104 |
136.10 |
136.10 |
136.10 |
136.10 |
-0.75 |
0 |
45 |
+0 |
| Total Volume and Open Interest |
931 |
13,051 |
+13 |
| Sugar #11(ICE) |
| Mar16 |
151104 |
15.46 |
15.51 |
14.57 |
14.64 |
-0.85 |
70,879 |
460,159 |
+11,207 |
| May16 |
151104 |
15.04 |
15.04 |
14.25 |
14.31 |
-0.74 |
23,064 |
138,467 |
+4,185 |
| Jul16 |
151104 |
14.60 |
14.65 |
13.99 |
14.05 |
-0.63 |
11,355 |
101,936 |
+2,273 |
| Oct16 |
151104 |
14.65 |
14.65 |
14.06 |
14.13 |
-0.52 |
5,606 |
71,290 |
+1,063 |
| Mar17 |
151104 |
14.96 |
15.02 |
14.50 |
14.58 |
-0.44 |
1,836 |
32,170 |
-177 |
| May17 |
151104 |
14.71 |
14.75 |
14.30 |
14.36 |
-0.40 |
385 |
6,732 |
+20 |
| Jul17 |
151104 |
14.44 |
14.49 |
14.08 |
14.14 |
-0.36 |
197 |
7,446 |
-2 |
| Oct17 |
151104 |
14.39 |
14.44 |
14.05 |
14.10 |
-0.34 |
131 |
7,931 |
+22 |
| Total Volume and Open Interest |
113,516 |
832,107 |
+18,600 |
| London Cocoa(LCE) |
| Dec15 |
151104 |
2218 |
2218 |
2180 |
2186 |
-37 |
5,564 |
72,065 |
-317 |
| Mar16 |
151104 |
2204 |
2204 |
2170 |
2176 |
-35 |
10,013 |
76,343 |
+879 |
| May16 |
151104 |
2192 |
2192 |
2162 |
2167 |
-33 |
1,543 |
25,784 |
+334 |
| Jul16 |
151104 |
2182 |
2182 |
2154 |
2159 |
-32 |
796 |
37,299 |
+87 |
| Sep16 |
151104 |
2169 |
2170 |
2142 |
2147 |
-32 |
677 |
33,286 |
+93 |
| Dec16 |
151104 |
2135 |
2135 |
2107 |
2111 |
-29 |
1,023 |
14,882 |
+709 |
| Mar17 |
151104 |
2104 |
2105 |
2085 |
2089 |
-27 |
464 |
25,375 |
+144 |
| Total Volume and Open Interest |
20,080 |
285,499 |
+1,929 |
| London Sugar(LCE) |
| Dec15 |
151104 |
417.80 |
417.80 |
395.40 |
396.40 |
-21.30 |
5,883 |
21,340 |
-771 |
| Mar16 |
151104 |
417.80 |
418.50 |
398.50 |
399.40 |
-19.10 |
7,851 |
34,057 |
+714 |
| May16 |
151104 |
417.50 |
417.50 |
399.40 |
400.30 |
-17.40 |
1,684 |
13,130 |
+502 |
| Aug16 |
151104 |
412.90 |
412.90 |
398.60 |
399.40 |
-14.20 |
409 |
6,463 |
-101 |
| Oct16 |
151104 |
408.70 |
408.70 |
396.90 |
397.70 |
-12.40 |
94 |
3,188 |
+34 |
| Total Volume and Open Interest |
16,145 |
79,900 |
+531 |
| Cotton(ICE) |
| Dec15 |
151104 |
62.64 |
62.89 |
61.80 |
61.94 |
-0.63 |
16,428 |
102,516 |
-2,700 |
| Mar16 |
151104 |
62.65 |
62.72 |
61.78 |
62.02 |
-0.42 |
9,486 |
70,759 |
+986 |
| May16 |
151104 |
63.24 |
63.31 |
62.48 |
62.78 |
-0.32 |
915 |
10,922 |
+792 |
| Jul16 |
151104 |
63.61 |
63.61 |
62.89 |
63.20 |
-0.22 |
157 |
7,529 |
+69 |
| Oct16 |
151104 |
63.17 |
63.17 |
63.17 |
63.17 |
-0.20 |
0 |
4 |
+0 |
| Dec16 |
151104 |
63.21 |
63.21 |
62.72 |
62.88 |
-0.14 |
1,149 |
7,552 |
+823 |
| Total Volume and Open Interest |
28,135 |
199,706 |
-30 |
| Lumber(CME) |
| Nov15 |
151104 |
248.0 |
248.6 |
243.0 |
243.1 |
-3.1 |
232 |
643 |
-127 |
| Jan16 |
151104 |
246.0 |
247.1 |
240.6 |
241.0 |
-3.5 |
538 |
2,790 |
-44 |
| Mar16 |
151104 |
250.0 |
250.0 |
244.6 |
244.6 |
-4.6 |
64 |
578 |
-1 |
| May16 |
151104 |
253.0 |
253.0 |
253.0 |
253.0 |
-4.0 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
834 |
4,030 |
-172 |
| Crude Oil(NYM) |
| Dec15 |
151104 |
47.74 |
48.28 |
46.17 |
46.32 |
-1.58 |
305,518 |
493,387 |
-11,909 |
| Jan16 |
151104 |
48.64 |
49.18 |
47.06 |
47.21 |
-1.59 |
64,618 |
260,828 |
+4,426 |
| Feb16 |
151104 |
49.47 |
50.00 |
47.87 |
47.99 |
-1.63 |
24,091 |
101,825 |
+61 |
| Mar16 |
151104 |
50.10 |
50.67 |
48.58 |
48.69 |
-1.65 |
24,099 |
136,757 |
-1,584 |
| Apr16 |
151104 |
50.87 |
51.29 |
49.17 |
49.26 |
-1.68 |
11,569 |
45,738 |
+273 |
| May16 |
151104 |
51.29 |
51.63 |
49.64 |
49.69 |
-1.71 |
7,241 |
37,132 |
+917 |
| Jun16 |
151104 |
51.40 |
52.04 |
49.94 |
50.01 |
-1.73 |
15,461 |
107,323 |
+133 |
| Jul16 |
151104 |
51.65 |
52.22 |
50.26 |
50.27 |
-1.73 |
2,108 |
27,529 |
+128 |
| Aug16 |
151104 |
52.00 |
52.27 |
50.47 |
50.52 |
-1.72 |
1,299 |
23,620 |
-232 |
| Sep16 |
151104 |
52.41 |
52.47 |
50.79 |
50.79 |
-1.70 |
2,172 |
52,046 |
-90 |
| Oct16 |
151104 |
51.07 |
51.07 |
51.07 |
51.07 |
-1.68 |
578 |
23,964 |
+140 |
| Nov16 |
151104 |
52.85 |
53.18 |
51.40 |
51.40 |
-1.66 |
739 |
20,723 |
-155 |
| Dec16 |
151104 |
53.05 |
53.58 |
51.69 |
51.74 |
-1.64 |
14,828 |
151,110 |
+389 |
| Jan17 |
151104 |
53.65 |
53.65 |
51.96 |
51.96 |
-1.62 |
101 |
17,797 |
+0 |
| Feb17 |
151104 |
53.28 |
53.35 |
52.18 |
52.18 |
-1.60 |
52 |
9,151 |
+3 |
| Mar17 |
151104 |
52.40 |
52.40 |
52.40 |
52.40 |
-1.58 |
82 |
9,940 |
-41 |
| Total Volume and Open Interest |
480,906 |
1,673,028 |
-5,755 |
| e-miNY Crude Oil(NYM) |
| Dec15 |
151104 |
47.725 |
48.275 |
46.175 |
46.325 |
-1.575 |
5,104 |
2,777 |
-17 |
| Jan16 |
151104 |
48.650 |
49.150 |
47.075 |
47.200 |
-1.600 |
146 |
428 |
+26 |
| Feb16 |
151104 |
49.325 |
49.925 |
48.000 |
48.000 |
-1.625 |
27 |
319 |
+22 |
| Mar16 |
151104 |
50.050 |
50.050 |
48.700 |
48.700 |
-1.650 |
11 |
131 |
-6 |
| Apr16 |
151104 |
50.750 |
50.750 |
49.250 |
49.250 |
-1.700 |
7 |
42 |
+7 |
| May16 |
151104 |
49.700 |
49.700 |
49.700 |
49.700 |
-1.700 |
0 |
22 |
+0 |
| Jun16 |
151104 |
51.450 |
51.450 |
50.000 |
50.000 |
-1.750 |
0 |
34 |
+0 |
| Jul16 |
151104 |
50.275 |
50.275 |
50.275 |
50.275 |
-1.725 |
0 |
4 |
+0 |
| Aug16 |
151104 |
50.525 |
50.525 |
50.525 |
50.525 |
-1.725 |
0 |
2 |
+0 |
| Sep16 |
151104 |
50.800 |
50.800 |
50.800 |
50.800 |
-1.700 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
5,305 |
3,909 |
+32 |
| NY Harbor ULSD(NYM) |
| Dec15 |
151104 |
156.78 |
158.16 |
150.19 |
150.35 |
-6.25 |
47,604 |
96,869 |
-697 |
| Jan16 |
151104 |
158.74 |
160.08 |
152.69 |
152.84 |
-5.92 |
22,239 |
67,134 |
+1,304 |
| Feb16 |
151104 |
160.21 |
161.57 |
154.55 |
154.69 |
-5.72 |
12,737 |
40,071 |
+208 |
| Mar16 |
151104 |
160.66 |
162.02 |
155.42 |
155.56 |
-5.53 |
9,789 |
37,360 |
-634 |
| Apr16 |
151104 |
160.79 |
161.93 |
155.61 |
155.71 |
-5.33 |
5,309 |
22,100 |
-1,161 |
| May16 |
151104 |
161.29 |
162.57 |
156.47 |
156.64 |
-5.24 |
2,019 |
12,646 |
+147 |
| Jun16 |
151104 |
163.14 |
163.83 |
157.74 |
157.91 |
-5.20 |
5,272 |
27,124 |
+460 |
| Jul16 |
151104 |
165.15 |
165.15 |
159.48 |
159.53 |
-5.15 |
298 |
7,371 |
-45 |
| Aug16 |
151104 |
166.62 |
166.62 |
161.19 |
161.19 |
-5.09 |
316 |
5,352 |
+35 |
| Sep16 |
151104 |
167.96 |
168.62 |
163.03 |
163.03 |
-5.02 |
160 |
6,322 |
-1 |
| Oct16 |
151104 |
169.40 |
170.35 |
165.02 |
165.02 |
-4.96 |
184 |
3,899 |
+45 |
| Nov16 |
151104 |
167.00 |
172.24 |
166.88 |
166.92 |
-4.93 |
224 |
3,470 |
+17 |
| Dec16 |
151104 |
172.96 |
174.27 |
168.42 |
168.72 |
-4.91 |
1,834 |
23,989 |
+717 |
| Jan17 |
151104 |
174.86 |
174.86 |
170.44 |
170.44 |
-4.88 |
13 |
1,714 |
+1 |
| Total Volume and Open Interest |
108,007 |
361,569 |
+399 |
| RBOB Gasoline(NYM) |
| Dec15 |
151104 |
144.68 |
147.14 |
138.61 |
139.19 |
-5.36 |
65,128 |
105,505 |
-234 |
| Jan16 |
151104 |
143.04 |
145.16 |
137.39 |
137.83 |
-5.20 |
34,567 |
66,682 |
+3,878 |
| Feb16 |
151104 |
144.02 |
145.65 |
138.52 |
138.93 |
-4.85 |
13,737 |
29,777 |
+2,253 |
| Mar16 |
151104 |
146.38 |
148.20 |
141.34 |
141.90 |
-4.62 |
8,919 |
30,783 |
+576 |
| Apr16 |
151104 |
167.59 |
169.30 |
162.84 |
163.61 |
-4.27 |
4,102 |
19,265 |
+174 |
| May16 |
151104 |
169.27 |
170.39 |
164.28 |
165.10 |
-4.07 |
2,308 |
15,578 |
+104 |
| Jun16 |
151104 |
168.76 |
170.36 |
164.30 |
165.15 |
-3.91 |
3,199 |
18,044 |
+37 |
| Jul16 |
151104 |
167.55 |
169.50 |
163.73 |
164.33 |
-3.87 |
561 |
10,244 |
+0 |
| Aug16 |
151104 |
167.18 |
167.18 |
162.61 |
162.72 |
-3.86 |
476 |
6,307 |
-43 |
| Sep16 |
151104 |
163.55 |
163.55 |
159.83 |
160.36 |
-3.84 |
612 |
9,091 |
+129 |
| Total Volume and Open Interest |
135,417 |
334,679 |
+6,959 |
| e-miNY RBOB Gasoline(NYM) |
| Dec15 |
151104 |
139.19 |
139.19 |
139.19 |
139.19 |
-5.36 |
1 |
1 |
+1 |
| Jan16 |
151104 |
137.83 |
137.83 |
137.83 |
137.83 |
-5.20 |
|
|
|
| Feb16 |
151104 |
138.93 |
138.93 |
138.93 |
138.93 |
-4.85 |
|
|
|
| Mar16 |
151104 |
141.90 |
141.90 |
141.90 |
141.90 |
-4.62 |
|
|
|
| Total Volume and Open Interest |
1 |
1 |
+1 |
| Natural Gas(NYM) |
| Dec15 |
151104 |
2.276 |
2.317 |
2.255 |
2.262 |
+0.009 |
122,901 |
285,279 |
-386 |
| Jan16 |
151104 |
2.476 |
2.508 |
2.440 |
2.445 |
-0.018 |
61,644 |
244,361 |
+2,838 |
| Feb16 |
151104 |
2.497 |
2.530 |
2.464 |
2.469 |
-0.018 |
25,262 |
59,680 |
+3,178 |
| Mar16 |
151104 |
2.493 |
2.519 |
2.455 |
2.460 |
-0.017 |
27,631 |
117,309 |
+3,551 |
| Apr16 |
151104 |
2.444 |
2.477 |
2.420 |
2.425 |
-0.019 |
16,814 |
83,021 |
-3,084 |
| May16 |
151104 |
2.480 |
2.505 |
2.452 |
2.458 |
-0.017 |
6,054 |
34,848 |
+758 |
| Jun16 |
151104 |
2.526 |
2.552 |
2.502 |
2.507 |
-0.015 |
5,767 |
26,936 |
-788 |
| Jul16 |
151104 |
2.575 |
2.599 |
2.552 |
2.558 |
-0.013 |
2,934 |
21,387 |
+379 |
| Aug16 |
151104 |
2.593 |
2.614 |
2.569 |
2.574 |
-0.014 |
2,210 |
19,155 |
-172 |
| Sep16 |
151104 |
2.581 |
2.613 |
2.567 |
2.576 |
-0.012 |
1,350 |
17,379 |
+525 |
| Oct16 |
151104 |
2.616 |
2.636 |
2.593 |
2.602 |
-0.011 |
5,448 |
27,441 |
+293 |
| Nov16 |
151104 |
2.712 |
2.721 |
2.680 |
2.691 |
-0.010 |
899 |
12,059 |
+261 |
| Dec16 |
151104 |
2.859 |
2.871 |
2.838 |
2.850 |
-0.002 |
1,274 |
13,947 |
+613 |
| Jan17 |
151104 |
2.968 |
2.972 |
2.952 |
2.958 |
-0.001 |
3,301 |
17,387 |
+74 |
| Feb17 |
151104 |
2.959 |
2.959 |
2.940 |
2.951 |
-0.001 |
177 |
3,680 |
-23 |
| Mar17 |
151104 |
2.928 |
2.929 |
2.893 |
2.901 |
unch |
609 |
7,845 |
+212 |
| Total Volume and Open Interest |
285,958 |
1,032,649 |
+8,128 |
| Brent Crude Oil(ICE) |
| Dec15 |
151104 |
50.25 |
50.87 |
48.49 |
48.58 |
-1.96 |
224,283 |
420,419 |
-7,157 |
| Jan16 |
151104 |
50.99 |
51.64 |
49.30 |
49.36 |
-1.98 |
139,147 |
384,540 |
+8,124 |
| Feb16 |
151104 |
51.86 |
52.40 |
50.10 |
50.14 |
-2.01 |
48,911 |
179,696 |
+4,098 |
| Mar16 |
151104 |
52.45 |
52.99 |
50.69 |
50.74 |
-2.02 |
45,344 |
227,499 |
-625 |
| Apr16 |
151104 |
53.23 |
53.72 |
51.47 |
51.52 |
-2.03 |
19,615 |
118,146 |
+230 |
| May16 |
151104 |
53.95 |
54.42 |
52.21 |
52.27 |
-2.02 |
12,469 |
67,799 |
+2,612 |
| Jun16 |
151104 |
54.59 |
55.08 |
52.90 |
52.95 |
-2.01 |
28,167 |
151,506 |
-134 |
| Jul16 |
151104 |
55.35 |
55.57 |
53.51 |
53.52 |
-1.99 |
2,463 |
41,156 |
+142 |
| Aug16 |
151104 |
55.51 |
56.01 |
54.00 |
54.02 |
-1.96 |
2,145 |
37,011 |
+126 |
| Sep16 |
151104 |
56.00 |
56.27 |
54.50 |
54.50 |
-1.93 |
2,903 |
41,011 |
-378 |
| Oct16 |
151104 |
56.36 |
56.37 |
54.96 |
54.96 |
-1.89 |
658 |
26,351 |
+94 |
| Nov16 |
151104 |
55.42 |
55.42 |
55.42 |
55.42 |
-1.85 |
577 |
22,537 |
-32 |
| Dec16 |
151104 |
57.42 |
57.74 |
55.80 |
55.88 |
-1.82 |
19,432 |
170,862 |
+617 |
| Jan17 |
151104 |
56.30 |
56.30 |
56.30 |
56.30 |
-1.79 |
427 |
20,158 |
+122 |
| Total Volume and Open Interest |
555,882 |
2,206,099 |
+9,558 |
| Gas Oil(ICE) |
| Nov15 |
151104 |
469.75 |
475.75 |
453.25 |
456.50 |
-9.00 |
31,807 |
91,271 |
-9,553 |
| Dec15 |
151104 |
473.75 |
479.25 |
457.00 |
460.25 |
-9.25 |
66,050 |
159,877 |
-804 |
| Jan16 |
151104 |
478.75 |
484.00 |
462.50 |
465.50 |
-9.25 |
23,865 |
77,880 |
+1,777 |
| Feb16 |
151104 |
483.25 |
488.25 |
467.25 |
470.00 |
-9.00 |
9,590 |
51,780 |
-358 |
| Mar16 |
151104 |
487.00 |
491.50 |
471.25 |
474.00 |
-8.75 |
7,191 |
44,366 |
-514 |
| Apr16 |
151104 |
491.00 |
494.75 |
475.75 |
478.25 |
-8.50 |
4,890 |
28,519 |
+1,154 |
| May16 |
151104 |
495.25 |
499.00 |
481.50 |
482.75 |
-8.25 |
4,231 |
21,818 |
+211 |
| Jun16 |
151104 |
498.75 |
502.50 |
484.00 |
486.50 |
-8.00 |
9,207 |
40,706 |
+664 |
| Jul16 |
151104 |
502.50 |
507.00 |
489.50 |
491.50 |
-8.00 |
1,164 |
14,828 |
+210 |
| Aug16 |
151104 |
509.00 |
511.75 |
495.75 |
496.50 |
-8.00 |
558 |
10,663 |
+274 |
| Total Volume and Open Interest |
171,041 |
714,887 |
-2,993 |
| Ethanol(CBOT) |
| Dec15 |
151104 |
1.531 |
1.531 |
1.479 |
1.504 |
-0.030 |
223 |
2,515 |
-45 |
| Jan16 |
151104 |
1.499 |
1.499 |
1.475 |
1.481 |
-0.029 |
78 |
1,066 |
+33 |
| Feb16 |
151104 |
1.474 |
1.481 |
1.474 |
1.481 |
-0.026 |
4 |
377 |
+0 |
| Mar16 |
151104 |
1.488 |
1.490 |
1.488 |
1.490 |
-0.024 |
14 |
507 |
-6 |
| Apr16 |
151104 |
1.505 |
1.507 |
1.505 |
1.507 |
-0.024 |
29 |
465 |
+0 |
| May16 |
151104 |
1.511 |
1.511 |
1.511 |
1.511 |
-0.020 |
3 |
133 |
+3 |
| Jun16 |
151104 |
1.501 |
1.501 |
1.501 |
1.501 |
-0.020 |
0 |
199 |
+0 |
| Jul16 |
151104 |
1.493 |
1.493 |
1.493 |
1.493 |
-0.020 |
5 |
46 |
+0 |
| Total Volume and Open Interest |
379 |
5,492 |
-34 |
| WTI Crude Oil(ICE) |
| Dec15 |
151104 |
47.68 |
48.26 |
46.16 |
46.32 |
-1.58 |
32,841 |
120,408 |
+566 |
| Jan16 |
151104 |
48.60 |
49.14 |
47.09 |
47.21 |
-1.59 |
20,985 |
56,246 |
+1,005 |
| Feb16 |
151104 |
49.40 |
49.96 |
47.93 |
47.99 |
-1.63 |
6,819 |
20,855 |
-430 |
| Mar16 |
151104 |
49.82 |
50.67 |
48.63 |
48.69 |
-1.65 |
5,488 |
36,551 |
+732 |
| Apr16 |
151104 |
50.39 |
51.20 |
49.23 |
49.26 |
-1.68 |
2,744 |
7,708 |
+25 |
| May16 |
151104 |
51.07 |
51.14 |
49.66 |
49.69 |
-1.71 |
1,639 |
5,439 |
+273 |
| Jun16 |
151104 |
51.76 |
51.89 |
49.99 |
50.01 |
-1.73 |
2,545 |
35,293 |
+264 |
| Jul16 |
151104 |
50.27 |
50.27 |
50.27 |
50.27 |
-1.73 |
222 |
3,221 |
+16 |
| Aug16 |
151104 |
50.52 |
50.52 |
50.52 |
50.52 |
-1.72 |
101 |
5,049 |
+21 |
| Sep16 |
151104 |
50.79 |
50.79 |
50.79 |
50.79 |
-1.70 |
441 |
8,765 |
-12 |
| Oct16 |
151104 |
51.07 |
51.07 |
51.07 |
51.07 |
-1.68 |
96 |
3,245 |
+42 |
| Nov16 |
151104 |
51.40 |
51.40 |
51.40 |
51.40 |
-1.66 |
52 |
6,900 |
+6 |
| Dec16 |
151104 |
52.99 |
53.47 |
51.73 |
51.74 |
-1.64 |
2,923 |
49,319 |
-9 |
| Jan17 |
151104 |
51.96 |
51.96 |
51.96 |
51.96 |
-1.62 |
15 |
3,958 |
+0 |
| Feb17 |
151104 |
52.18 |
52.18 |
52.18 |
52.18 |
-1.60 |
4 |
1,096 |
+4 |
| Mar17 |
151104 |
52.40 |
52.40 |
52.40 |
52.40 |
-1.58 |
8 |
2,573 |
+1 |
| Total Volume and Open Interest |
77,974 |
416,047 |
+2,953 |
| US Dollar Index(ICE) |
| Dec15 |
151104 |
97.335 |
98.150 |
97.300 |
98.030 |
+0.787 |
16,587 |
72,418 |
-576 |
| Mar16 |
151104 |
97.580 |
98.345 |
97.530 |
98.238 |
+0.780 |
197 |
2,999 |
+63 |
| Jun16 |
151104 |
98.150 |
98.395 |
98.150 |
98.395 |
+0.777 |
7 |
209 |
+6 |
| Total Volume and Open Interest |
16,791 |
75,697 |
-507 |
| Australian Dollar(CME) |
| Dec15 |
151104 |
71.66 |
72.08 |
71.20 |
71.33 |
-0.49 |
49,386 |
149,035 |
+2,139 |
| Mar16 |
151104 |
71.49 |
71.75 |
70.91 |
71.01 |
-0.50 |
78 |
666 |
+39 |
| Jun16 |
151104 |
70.75 |
70.75 |
70.75 |
70.75 |
-0.49 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
49,464 |
149,716 |
+2,178 |
| British Pound(CME) |
| Dec15 |
151104 |
154.17 |
154.41 |
153.56 |
153.76 |
-0.57 |
72,084 |
152,162 |
-1,752 |
| Mar16 |
151104 |
154.10 |
154.36 |
153.55 |
153.73 |
-0.57 |
40 |
561 |
+1 |
| Jun16 |
151104 |
153.72 |
154.34 |
153.54 |
153.72 |
-0.56 |
1 |
239 |
+0 |
| Total Volume and Open Interest |
72,126 |
152,998 |
-1,751 |
| Canadian Dollar(CME) |
| Dec15 |
151104 |
76.53 |
76.63 |
75.77 |
75.93 |
-0.72 |
36,119 |
115,401 |
-1,985 |
| Mar16 |
151104 |
76.58 |
76.58 |
75.75 |
75.91 |
-0.72 |
66 |
2,345 |
-4 |
| Jun16 |
151104 |
76.28 |
76.37 |
75.76 |
75.90 |
-0.72 |
71 |
614 |
+8 |
| Sep16 |
151104 |
75.95 |
75.95 |
75.80 |
75.91 |
-0.71 |
0 |
248 |
+0 |
| Total Volume and Open Interest |
36,256 |
118,697 |
-1,981 |
| Japanese Yen(CME) |
| Dec15 |
151104 |
82.63 |
82.67 |
82.18 |
82.28 |
-0.35 |
88,860 |
190,756 |
+636 |
| Mar16 |
151104 |
82.62 |
82.84 |
82.38 |
82.47 |
-0.34 |
105 |
4,675 |
+28 |
| Jun16 |
151104 |
82.66 |
82.70 |
82.61 |
82.70 |
-0.33 |
0 |
72 |
+0 |
| Total Volume and Open Interest |
88,965 |
195,587 |
+664 |
| Swiss Franc(CME) |
| Dec15 |
151104 |
101.05 |
101.27 |
100.60 |
100.70 |
-0.39 |
13,588 |
50,254 |
+2,008 |
| Mar16 |
151104 |
101.30 |
101.65 |
101.01 |
101.09 |
-0.39 |
31 |
223 |
+25 |
| Jun16 |
151104 |
101.88 |
102.04 |
101.50 |
101.57 |
-0.36 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
13,619 |
50,500 |
+2,033 |
| EuroFX(CME) |
| Dec15 |
151104 |
109.67 |
109.74 |
108.49 |
108.65 |
-1.05 |
141,480 |
398,107 |
+8,136 |
| Mar16 |
151104 |
109.93 |
109.96 |
108.75 |
108.89 |
-1.05 |
815 |
3,606 |
+246 |
| Jun16 |
151104 |
110.00 |
110.23 |
109.03 |
109.17 |
-1.04 |
35 |
879 |
+21 |
| Total Volume and Open Interest |
142,335 |
403,184 |
+8,405 |
| Mexican Peso(CME) |
| Nov15 |
151104 |
604.25 |
604.25 |
604.25 |
604.25 |
-5.25 |
|
|
|
| Dec15 |
151104 |
607.50 |
609.75 |
602.00 |
603.13 |
-5.13 |
16,576 |
93,315 |
+872 |
| Total Volume and Open Interest |
16,576 |
142,442 |
+872 |
| Brazilian Real(CME) |
| Dec15 |
151104 |
264.00 |
264.60 |
260.00 |
261.55 |
-2.60 |
101 |
19,516 |
-43 |
| Jan16 |
151104 |
259.95 |
260.60 |
256.75 |
258.80 |
-2.80 |
|
|
|
| Feb16 |
151104 |
256.30 |
256.30 |
256.30 |
256.30 |
-2.65 |
|
|
|
| Mar16 |
151104 |
253.80 |
253.80 |
253.80 |
253.80 |
-2.70 |
9 |
12 |
+6 |
| Total Volume and Open Interest |
110 |
19,936 |
-37 |
| 30-Year T-Bonds(CBOT) |
| Dec15 |
151104 |
154~260 |
155~090 |
154~100 |
154~220 |
+0~020 |
215,167 |
480,946 |
+8,502 |
| Mar16 |
151104 |
153~160 |
153~280 |
153~000 |
153~100 |
+0~010 |
498 |
3,100 |
+446 |
| Jun16 |
151104 |
153~100 |
153~100 |
153~100 |
153~100 |
+0~010 |
|
|
|
| Total Volume and Open Interest |
215,665 |
484,046 |
+8,948 |
| 10-Year T-Notes(CBOT) |
| Dec15 |
151104 |
127~050 |
127~090 |
126~255 |
126~295 |
-0~060 |
983,049 |
2,708,595 |
+8,570 |
| Mar16 |
151104 |
126~210 |
126~225 |
126~075 |
126~115 |
-0~060 |
3,577 |
19,582 |
+2,321 |
| Jun16 |
151104 |
125~125 |
125~125 |
125~125 |
125~125 |
-0~060 |
|
|
|
| Total Volume and Open Interest |
986,626 |
2,728,177 |
+10,891 |
| 5-Year T-Notes(CBOT) |
| Dec15 |
151104 |
119~144 |
119~154 |
119~034 |
119~064 |
-0~072 |
548,628 |
2,359,952 |
-64,558 |
| Mar16 |
151104 |
119~000 |
119~000 |
118~194 |
118~220 |
-0~084 |
15,153 |
51,153 |
+2,495 |
| Jun16 |
151104 |
118~220 |
118~220 |
118~220 |
118~220 |
-0~084 |
|
|
|
| Total Volume and Open Interest |
563,781 |
2,411,105 |
-62,063 |
| 2 Year T-Notes(CBOT) |
| Dec15 |
151104 |
109~080 |
109~084 |
109~046 |
109~052 |
-0~024 |
241,136 |
1,095,558 |
-24,832 |
| Mar16 |
151104 |
108~312 |
109~006 |
108~284 |
108~290 |
-0~030 |
2,498 |
29,109 |
+486 |
| Jun16 |
151104 |
108~290 |
108~290 |
108~290 |
108~290 |
-0~030 |
|
|
|
| Total Volume and Open Interest |
243,634 |
1,124,667 |
-24,346 |
| Eurodollars(CME) |
| Dec15 |
151104 |
99.590 |
99.600 |
99.570 |
99.580 |
-0.005 |
139,135 |
1,340,825 |
-2,133 |
| Mar16 |
151104 |
99.440 |
99.445 |
99.410 |
99.420 |
-0.015 |
220,802 |
1,389,446 |
+30,257 |
| Jun16 |
151104 |
99.290 |
99.295 |
99.250 |
99.260 |
-0.025 |
189,517 |
1,124,621 |
+5,319 |
| Sep16 |
151104 |
99.130 |
99.135 |
99.080 |
99.090 |
-0.035 |
172,570 |
979,920 |
+1,965 |
| Dec16 |
151104 |
98.960 |
98.970 |
98.900 |
98.920 |
-0.040 |
248,885 |
1,320,803 |
+12,031 |
| Mar17 |
151104 |
98.820 |
98.830 |
98.760 |
98.780 |
-0.040 |
158,215 |
762,347 |
+5,055 |
| Jun17 |
151104 |
98.680 |
98.690 |
98.615 |
98.635 |
-0.045 |
121,465 |
678,546 |
+566 |
| Sep17 |
151104 |
98.550 |
98.560 |
98.485 |
98.500 |
-0.050 |
103,633 |
583,385 |
+2,441 |
| Dec17 |
151104 |
98.425 |
98.430 |
98.350 |
98.370 |
-0.045 |
140,052 |
644,684 |
-667 |
| Mar18 |
151104 |
98.305 |
98.320 |
98.245 |
98.265 |
-0.040 |
87,300 |
382,578 |
+3,377 |
| Jun18 |
151104 |
98.200 |
98.215 |
98.140 |
98.160 |
-0.035 |
66,843 |
397,618 |
+2,399 |
| Sep18 |
151104 |
98.100 |
98.120 |
98.045 |
98.065 |
-0.030 |
60,083 |
321,324 |
+2,284 |
| Dec18 |
151104 |
98.005 |
98.020 |
97.955 |
97.975 |
-0.020 |
48,411 |
305,543 |
-2,755 |
| Mar19 |
151104 |
97.920 |
97.940 |
97.875 |
97.900 |
-0.015 |
32,902 |
190,778 |
-3,282 |
| Jun19 |
151104 |
97.840 |
97.860 |
97.800 |
97.820 |
-0.010 |
28,354 |
163,722 |
-1,154 |
| Sep19 |
151104 |
97.760 |
97.785 |
97.725 |
97.745 |
-0.005 |
21,604 |
144,725 |
+1,188 |
| Dec19 |
151104 |
97.680 |
97.705 |
97.650 |
97.670 |
+0.005 |
15,692 |
115,835 |
+2,203 |
| Mar20 |
151104 |
97.605 |
97.640 |
97.585 |
97.600 |
+0.010 |
15,801 |
78,116 |
-2,504 |
| Total Volume and Open Interest |
1,912,209 |
11,287,993 |
+58,991 |
| Ultra T-Bond(CBOT) |
| Dec15 |
151104 |
158~02 |
158~22 |
157~20 |
158~03 |
+0~06 |
73,926 |
631,676 |
-4,710 |
| Mar16 |
151104 |
158~04 |
158~29 |
157~29 |
158~11 |
+0~06 |
501 |
4,791 |
+501 |
| Jun16 |
151104 |
158~11 |
158~11 |
158~11 |
158~11 |
+0~06 |
|
|
|
| Total Volume and Open Interest |
74,427 |
636,467 |
-4,209 |
| 30 Day Federal Funds(CBOT) |
| Nov15 |
151104 |
99.870 |
99.872 |
99.870 |
99.870 |
unch |
51,760 |
215,767 |
-2,659 |
| Dec15 |
151104 |
99.805 |
99.805 |
99.795 |
99.800 |
-0.005 |
4,042 |
89,347 |
+134 |
| Jan16 |
151104 |
99.745 |
99.745 |
99.725 |
99.730 |
-0.020 |
24,979 |
171,004 |
-11,281 |
| Feb16 |
151104 |
99.710 |
99.710 |
99.690 |
99.700 |
-0.010 |
5,445 |
82,150 |
-234 |
| Mar16 |
151104 |
99.665 |
99.665 |
99.645 |
99.655 |
-0.015 |
1,275 |
16,810 |
+187 |
| Apr16 |
151104 |
99.615 |
99.615 |
99.590 |
99.600 |
-0.015 |
2,950 |
49,204 |
+137 |
| Total Volume and Open Interest |
94,791 |
727,123 |
-13,441 |
| 3-Mth Euro-Yen(CME) |
| Dec15 |
151104 |
99.825 |
99.825 |
99.825 |
99.825 |
unch |
|
|
|
| Mar16 |
151104 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
| Jun16 |
151104 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Sep16 |
151104 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
| Dec16 |
151104 |
99.840 |
99.840 |
99.840 |
99.840 |
unch |
|
|
|
| Mar17 |
151104 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
| Jun17 |
151104 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
| Sep17 |
151104 |
99.420 |
99.420 |
99.420 |
99.420 |
unch |
|
|
|
| Dec17 |
151104 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
|
|
|
| Mar18 |
151104 |
99.140 |
99.140 |
99.140 |
99.140 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec15 |
151104 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
0 |
4 |
+0 |
| Mar16 |
151104 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
| Jun16 |
151104 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Sep16 |
151104 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
|
|
|
| Dec16 |
151104 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
0 |
4 |
+0 |
| Mar17 |
151104 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
|
|
|
| Jun17 |
151104 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
|
|
|
| Sep17 |
151104 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
8 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Dec15 |
151104 |
148.44 |
148.54 |
148.34 |
148.38 |
-0.06 |
1,784 |
22,144 |
+81 |
| Mar16 |
151104 |
147.82 |
147.82 |
147.82 |
147.82 |
-0.06 |
|
|
|
| Jun16 |
151104 |
147.26 |
147.26 |
147.26 |
147.26 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
1,784 |
22,144 |
+81 |
| Euro-Bund(EUREX) |
| Dec15 |
151104 |
156.61 |
156.94 |
156.21 |
156.34 |
-0.26 |
600,090 |
1,202,441 |
-11,770 |
| Mar16 |
151104 |
158.49 |
158.71 |
157.99 |
158.11 |
-0.32 |
21,436 |
57,340 |
+14,996 |
| Jun16 |
151104 |
156.34 |
156.34 |
156.34 |
156.34 |
-0.26 |
|
|
|
| Total Volume and Open Interest |
621,526 |
1,259,781 |
+3,226 |
| Euro-Bobl(EUREX) |
| Dec15 |
151104 |
129.38 |
129.52 |
129.32 |
129.34 |
-0.01 |
442,898 |
1,050,721 |
-835 |
| Mar16 |
151104 |
130.88 |
130.96 |
130.80 |
130.82 |
-0.01 |
425 |
7,006 |
+113 |
| Jun16 |
151104 |
129.34 |
129.34 |
129.34 |
129.34 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
443,323 |
1,057,727 |
-722 |
| 3-Mth Euribor(EUREX) |
| Dec15 |
151104 |
100.125 |
100.125 |
100.115 |
100.115 |
+0.005 |
44 |
29,253 |
+0 |
| Mar16 |
151104 |
100.150 |
100.150 |
100.145 |
100.145 |
unch |
727 |
5,483 |
+484 |
| Jun16 |
151104 |
100.165 |
100.170 |
100.165 |
100.165 |
+0.005 |
510 |
10,044 |
+360 |
| Total Volume and Open Interest |
1,669 |
70,486 |
+925 |
| Long Gilt(LIFFE) |
| Dec15 |
151104 |
117~06 |
117~11 |
116~29 |
117~01 |
-0~09 |
158,119 |
412,804 |
-15,645 |
| Mar16 |
151104 |
116~06 |
116~06 |
116~06 |
116~06 |
-0~09 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
158,119 |
412,805 |
-15,645 |
| 3-Mth Short Sterling(LIFFE) |
| Dec15 |
151104 |
99.40 |
99.40 |
99.38 |
99.40 |
unch |
50,328 |
371,184 |
+3,305 |
| Mar16 |
151104 |
99.31 |
99.32 |
99.30 |
99.31 |
-0.01 |
76,747 |
384,016 |
+1,221 |
| Jun16 |
151104 |
99.22 |
99.23 |
99.20 |
99.20 |
-0.03 |
100,541 |
491,193 |
+18,540 |
| Sep16 |
151104 |
99.12 |
99.12 |
99.08 |
99.09 |
-0.03 |
83,544 |
371,844 |
+5,194 |
| Dec16 |
151104 |
99.00 |
99.00 |
98.95 |
98.96 |
-0.04 |
73,417 |
393,974 |
+1,910 |
| Mar17 |
151104 |
98.88 |
98.89 |
98.83 |
98.84 |
-0.05 |
42,999 |
330,908 |
-3,010 |
| Total Volume and Open Interest |
662,684 |
3,434,139 |
+14,138 |
| 3-Mth Euribor(LIFFE) |
| Dec15 |
151104 |
100.115 |
100.120 |
100.110 |
100.110 |
unch |
114,647 |
438,461 |
-1,137 |
| Mar16 |
151104 |
100.150 |
100.155 |
100.135 |
100.140 |
-0.005 |
70,972 |
320,737 |
+2,655 |
| Jun16 |
151104 |
100.165 |
100.175 |
100.155 |
100.160 |
unch |
53,641 |
425,835 |
+4,400 |
| Total Volume and Open Interest |
543,154 |
3,465,784 |
+17,599 |
| 3-Mth Aus T-Bills(SFE) |
| Dec15 |
151104 |
97.92 |
97.92 |
97.90 |
97.91 |
-0.01 |
16,795 |
188,007 |
-3,241 |
| Mar16 |
151104 |
98.04 |
98.05 |
98.02 |
98.03 |
-0.01 |
17,998 |
164,796 |
+1,237 |
| Jun16 |
151104 |
98.10 |
98.12 |
98.09 |
98.10 |
-0.01 |
11,784 |
195,876 |
+277 |
| Sep16 |
151104 |
98.11 |
98.14 |
98.10 |
98.12 |
+0.01 |
8,498 |
141,029 |
+78 |
| Dec16 |
151104 |
98.08 |
98.11 |
98.08 |
98.09 |
+0.01 |
3,930 |
88,878 |
+114 |
| Mar17 |
151104 |
98.02 |
98.06 |
98.02 |
98.04 |
+0.01 |
2,509 |
67,428 |
+92 |
| Jun17 |
151104 |
97.98 |
98.00 |
97.97 |
97.99 |
+0.01 |
1,928 |
43,360 |
-1,841 |
| Sep17 |
151104 |
97.91 |
97.95 |
97.91 |
97.92 |
unch |
1,980 |
35,227 |
+1,554 |
| Dec17 |
151104 |
97.85 |
97.88 |
97.85 |
97.85 |
-0.01 |
268 |
5,002 |
+58 |
| Mar18 |
151104 |
97.78 |
97.81 |
97.78 |
97.78 |
-0.02 |
0 |
3,209 |
-126 |
| Total Volume and Open Interest |
65,694 |
936,025 |
-1,819 |
| 10-Year Aus T-Bonds(SFE) |
| Dec15 |
151104 |
97.29 |
97.30 |
97.23 |
97.24 |
-0.05 |
76,556 |
746,067 |
-12,170 |
| Mar16 |
151104 |
97.24 |
97.24 |
97.24 |
97.24 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
76,556 |
746,067 |
-12,170 |
| 3-Year Aus T-Bonds(SFE) |
| Dec15 |
151104 |
98.15 |
98.16 |
98.12 |
98.13 |
-0.02 |
78,733 |
734,407 |
-1,741 |
| Mar16 |
151104 |
98.13 |
98.13 |
98.13 |
98.13 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
78,733 |
734,407 |
-1,741 |
| Gold(CMX) |
| Dec15 |
151104 |
1117.4 |
1122.3 |
1105.6 |
1106.2 |
-7.9 |
106,355 |
280,984 |
-6,140 |
| Feb16 |
151104 |
1117.7 |
1123.0 |
1106.6 |
1107.1 |
-7.9 |
9,153 |
83,383 |
+5,551 |
| Apr16 |
151104 |
1119.6 |
1123.4 |
1107.6 |
1107.8 |
-7.9 |
682 |
26,701 |
+26 |
| Jun16 |
151104 |
1121.3 |
1124.4 |
1108.2 |
1108.5 |
-7.8 |
584 |
19,161 |
-138 |
| Aug16 |
151104 |
1109.2 |
1118.3 |
1109.0 |
1109.2 |
-7.8 |
133 |
6,249 |
+0 |
| Oct16 |
151104 |
1110.0 |
1110.0 |
1110.0 |
1110.0 |
-7.8 |
2 |
3,010 |
+2 |
| Dec16 |
151104 |
1124.9 |
1124.9 |
1110.7 |
1111.0 |
-7.8 |
168 |
14,822 |
+19 |
| Feb17 |
151104 |
1123.5 |
1123.5 |
1112.0 |
1112.0 |
-7.8 |
0 |
340 |
+0 |
| Apr17 |
151104 |
1119.0 |
1119.0 |
1113.2 |
1113.2 |
-7.7 |
0 |
681 |
+0 |
| Jun17 |
151104 |
1128.5 |
1128.5 |
1114.5 |
1114.5 |
-7.6 |
50 |
4,420 |
+50 |
| Aug17 |
151104 |
1116.0 |
1116.0 |
1116.0 |
1116.0 |
-7.6 |
|
|
|
| Total Volume and Open Interest |
117,469 |
450,584 |
-533 |
| Silver(CMX) |
| Dec15 |
151104 |
1525.5 |
1532.5 |
1502.5 |
1505.8 |
-18.1 |
40,797 |
104,119 |
-2,419 |
| Mar16 |
151104 |
1532.5 |
1536.0 |
1509.5 |
1510.6 |
-18.1 |
3,379 |
36,522 |
+1,008 |
| May16 |
151104 |
1536.0 |
1537.0 |
1513.5 |
1513.6 |
-18.1 |
692 |
7,164 |
-36 |
| Jul16 |
151104 |
1515.0 |
1516.5 |
1515.0 |
1516.5 |
-18.1 |
131 |
5,902 |
+8 |
| Sep16 |
151104 |
1519.2 |
1519.2 |
1519.2 |
1519.2 |
-18.1 |
132 |
1,624 |
+51 |
| Dec16 |
151104 |
1540.5 |
1543.5 |
1522.5 |
1522.9 |
-18.1 |
265 |
7,826 |
+167 |
| Mar17 |
151104 |
1527.4 |
1527.4 |
1527.4 |
1527.4 |
-18.1 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
45,621 |
167,743 |
-1,202 |
| Platinum(NYMEX) |
| Jan16 |
151104 |
963.2 |
977.0 |
953.0 |
954.8 |
-7.4 |
9,554 |
64,175 |
-265 |
| Apr16 |
151104 |
966.5 |
977.2 |
953.7 |
955.3 |
-7.4 |
300 |
5,619 |
+161 |
| Jul16 |
151104 |
958.5 |
958.5 |
956.3 |
956.3 |
-7.4 |
1 |
15 |
-1 |
| Oct16 |
151104 |
957.9 |
957.9 |
957.9 |
957.9 |
-7.6 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
9,877 |
69,861 |
-91 |
| Palladium(NYMEX) |
| Dec15 |
151104 |
646.95 |
651.65 |
621.00 |
623.40 |
-20.60 |
6,710 |
24,333 |
+241 |
| Mar16 |
151104 |
647.90 |
651.20 |
621.90 |
623.85 |
-20.65 |
385 |
2,225 |
+326 |
| Jun16 |
151104 |
624.45 |
624.45 |
624.45 |
624.45 |
-20.55 |
4 |
14 |
+4 |
| Total Volume and Open Interest |
7,101 |
26,575 |
+573 |
| Copper(CMX) |
| Dec15 |
151104 |
233.10 |
236.20 |
231.65 |
232.25 |
-0.80 |
44,543 |
93,227 |
-1,345 |
| Mar16 |
151104 |
233.85 |
236.95 |
232.45 |
233.00 |
-0.85 |
9,946 |
42,123 |
+886 |
| May16 |
151104 |
234.10 |
236.75 |
232.95 |
233.35 |
-0.80 |
1,332 |
12,316 |
-28 |
| Jul16 |
151104 |
234.20 |
236.95 |
232.85 |
233.50 |
-0.75 |
301 |
6,079 |
+96 |
| Sep16 |
151104 |
233.80 |
237.25 |
232.90 |
233.60 |
-0.65 |
135 |
2,233 |
-24 |
| Total Volume and Open Interest |
57,225 |
165,488 |
-361 |
| E-mini DJIA Index(CBOT) |
| Dec15 |
151104 |
17836 |
17906 |
17756 |
17787 |
-54 |
102,672 |
90,677 |
+2,675 |
| Mar16 |
151104 |
17779 |
17828 |
17687 |
17708 |
-53 |
46 |
2,294 |
+31 |
| Jun16 |
151104 |
17725 |
17735 |
17626 |
17626 |
-53 |
1 |
10 |
+1 |
| Sep16 |
151104 |
17525 |
17606 |
17525 |
17525 |
-53 |
|
|
|
| Total Volume and Open Interest |
102,719 |
92,981 |
+2,707 |
| S & P 500(CME) |
| Dec15 |
151104 |
2101.40 |
2109.40 |
2090.70 |
2094.70 |
-8.20 |
4,714 |
96,026 |
+845 |
| Mar16 |
151104 |
2094.00 |
2100.50 |
2084.50 |
2087.50 |
-8.00 |
227 |
2,360 |
+205 |
| Jun16 |
151104 |
2080.80 |
2093.80 |
2077.80 |
2080.80 |
-8.00 |
229 |
2,319 |
+202 |
| Sep16 |
151104 |
2074.10 |
2087.10 |
2071.10 |
2074.10 |
-8.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
5,170 |
100,712 |
+1,252 |
| S & P 500 E-Mini(Globex) |
| Dec15 |
151104 |
2102.50 |
2109.75 |
2090.50 |
2094.75 |
-8.15 |
1,284,044 |
2,774,901 |
+26,107 |
| Mar16 |
151104 |
2094.25 |
2102.50 |
2083.50 |
2087.50 |
-8.00 |
3,064 |
89,438 |
+592 |
| Jun16 |
151104 |
2087.75 |
2095.50 |
2077.50 |
2080.75 |
-8.05 |
1,198 |
5,563 |
+1,103 |
| Sep16 |
151104 |
2074.00 |
2086.50 |
2072.00 |
2074.00 |
-8.10 |
6 |
44 |
+1 |
| Total Volume and Open Interest |
1,288,312 |
2,869,997 |
+27,803 |
| NASDAQ 100 E-Mini(Globex) |
| Dec15 |
151104 |
4711.80 |
4729.80 |
4691.30 |
4709.50 |
-2.50 |
162,655 |
337,237 |
+6,805 |
| Mar16 |
151104 |
4707.00 |
4722.50 |
4686.80 |
4703.30 |
-2.20 |
141 |
3,850 |
-38 |
| Jun16 |
151104 |
4683.30 |
4707.80 |
4683.30 |
4697.00 |
-2.30 |
0 |
226 |
+0 |
| Total Volume and Open Interest |
162,796 |
341,389 |
+6,767 |
| S&P Midcap 400(CME) e-Mini |
| Dec15 |
151104 |
1463.20 |
1469.50 |
1457.40 |
1460.80 |
-3.90 |
13,122 |
86,171 |
+27 |
| Mar16 |
151104 |
1465.00 |
1465.00 |
1455.20 |
1458.00 |
-3.90 |
1 |
2 |
+0 |
| Jun16 |
151104 |
1449.90 |
1449.90 |
1449.90 |
1449.90 |
-3.90 |
|
|
|
| Total Volume and Open Interest |
13,123 |
86,179 |
+27 |
| Volatility Index(CBOE) |
| Nov15 |
151104 |
16.10 |
16.80 |
15.75 |
16.73 |
+0.60 |
63,291 |
0 |
-152,646 |
| Dec15 |
151104 |
16.90 |
17.45 |
16.58 |
17.43 |
+0.50 |
38,506 |
0 |
-87,076 |
| Jan16 |
151104 |
17.75 |
18.20 |
17.48 |
18.18 |
+0.40 |
9,793 |
0 |
-25,002 |
| Feb16 |
151104 |
18.30 |
18.65 |
18.02 |
18.63 |
+0.35 |
4,717 |
0 |
-22,214 |
| Total Volume and Open Interest |
113,452 |
321,086 |
-4,255 |
| Russell 2000(ICE) |
| Dec15 |
151104 |
1186.80 |
1194.30 |
1181.20 |
1186.00 |
-1.90 |
101,137 |
378,429 |
-2,483 |
| Mar16 |
151104 |
1186.00 |
1188.80 |
1180.60 |
1180.60 |
-2.10 |
66 |
664 |
+57 |
| Jun16 |
151104 |
1176.90 |
1176.90 |
1176.90 |
1176.90 |
-2.10 |
|
|
|
| Total Volume and Open Interest |
101,203 |
379,094 |
-2,426 |
| Nikkei 225(CME) |
| Dec15 |
151104 |
19060 |
19230 |
18920 |
19090 |
+20 |
11,599 |
51,036 |
+1,468 |
| Mar16 |
151104 |
19175 |
19210 |
19080 |
19175 |
+20 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
11,599 |
51,069 |
+1,468 |
| Nikkei 225(SGX) |
| Dec15 |
151104 |
18955 |
19185 |
18880 |
18945 |
+220 |
129,118 |
249,778 |
+9,879 |
| Mar16 |
151104 |
18965 |
19135 |
18900 |
18920 |
+225 |
864 |
2,225 |
+771 |
| Jun16 |
151104 |
18805 |
18805 |
18805 |
18805 |
+220 |
7 |
205 |
+2 |
| Total Volume and Open Interest |
130,021 |
261,181 |
+10,654 |
| CAC 40(EURONEXT) |
| Nov15 |
151104 |
4953.0 |
4992.0 |
4936.0 |
4946.5 |
+12.0 |
75,944 |
239,592 |
+5,967 |
| Dec15 |
151104 |
4948.0 |
4986.0 |
4933.0 |
4941.5 |
+12.0 |
790 |
14,996 |
+254 |
| Jan16 |
151104 |
4936.5 |
4936.5 |
4936.5 |
4936.5 |
+12.0 |
2 |
13 |
+0 |
| Total Volume and Open Interest |
76,738 |
254,707 |
+6,221 |
| Hang Seng Index(HKFE) |
| Nov15 |
151104 |
22588 |
23347 |
22498 |
23114 |
+534 |
100,448 |
86,303 |
+347 |
| Dec15 |
151104 |
22585 |
23366 |
22526 |
23132 |
+532 |
1,101 |
10,912 |
+28 |
| Total Volume and Open Interest |
101,715 |
100,105 |
+419 |
| DAX(EUREX) |
| Dec15 |
151104 |
10972.0 |
11009.0 |
10812.0 |
10840.0 |
-101.5 |
82,194 |
135,453 |
+6,263 |
| Mar16 |
151104 |
10992.0 |
11006.0 |
10834.5 |
10848.5 |
-101.5 |
253 |
15,817 |
+12 |
| Jun16 |
151104 |
11014.0 |
11021.0 |
10877.0 |
10878.5 |
-100.5 |
39 |
1,787 |
+3 |
| Total Volume and Open Interest |
82,486 |
153,057 |
+6,278 |
| FT-SE 100(EURONEXT) |
| Dec15 |
151104 |
6370.00 |
6438.50 |
6368.50 |
6389.50 |
+39.00 |
75,513 |
555,455 |
+92 |
| Mar16 |
151104 |
6354.50 |
6371.50 |
6323.00 |
6340.50 |
+39.00 |
7 |
1,850 |
+4 |
| Jun16 |
151104 |
6292.50 |
6292.50 |
6292.50 |
6292.50 |
+39.00 |
3 |
1,759 |
+3 |
| Total Volume and Open Interest |
75,523 |
559,064 |
+99 |
| SPI 200(SFE) |
| Dec15 |
151104 |
5228.0 |
5292.0 |
5200.0 |
5217.0 |
-12.0 |
33,542 |
239,916 |
+1,245 |
| Mar16 |
151104 |
5190.0 |
5198.0 |
5160.0 |
5160.0 |
-13.0 |
14 |
3,465 |
+5 |
| Jun16 |
151104 |
5150.0 |
5150.0 |
5150.0 |
5150.0 |
-13.0 |
0 |
1,178 |
+0 |
| Total Volume and Open Interest |
33,557 |
245,820 |
+1,248 |
| FTSE MIB(ISE) |
| Dec15 |
151104 |
22520.00 |
22645.00 |
22255.00 |
22294.00 |
-127.00 |
25,163 |
71,111 |
+613 |
| Mar16 |
151104 |
22555.00 |
22630.00 |
22316.00 |
22316.00 |
-125.00 |
24 |
590 |
+2 |
| Jun16 |
151104 |
21897.00 |
21897.00 |
21897.00 |
21897.00 |
-125.00 |
|
|
|
| Total Volume and Open Interest |
25,187 |
71,701 |
+615 |
| KOSPI 200(KFE) |
| Dec15 |
151104 |
253.10 |
253.45 |
252.95 |
252.95 |
-0.40 |
117,568 |
122,844 |
+60 |
| Mar16 |
151104 |
251.10 |
251.10 |
250.75 |
250.75 |
-0.25 |
443 |
3,175 |
+107 |
| Jun16 |
151104 |
252.55 |
252.55 |
252.00 |
252.10 |
+0.55 |
2 |
569 |
+2 |
| Total Volume and Open Interest |
118,013 |
127,917 |
+169 |
| GSCI(CME) |
| Nov15 |
151104 |
359.85 |
359.85 |
359.85 |
359.85 |
-8.65 |
113 |
13,261 |
+46 |
| Dec15 |
151104 |
365.15 |
365.15 |
365.15 |
365.15 |
-8.95 |
0 |
275 |
+0 |
| Jan16 |
151104 |
368.15 |
368.15 |
368.15 |
368.15 |
-8.95 |
|
|
|
| Total Volume and Open Interest |
113 |
13,536 |
+46 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
