|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon January 11, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan16 |
160111 |
880.00 |
885.75 |
878.00 |
881.00 |
+1.50 |
3,615 |
5,368 |
-1,364 |
Mar16 |
160111 |
865.50 |
869.75 |
859.50 |
861.25 |
-4.00 |
101,199 |
329,808 |
+1,435 |
May16 |
160111 |
868.50 |
872.50 |
862.50 |
864.00 |
-4.00 |
28,362 |
126,687 |
+854 |
Jul16 |
160111 |
875.00 |
878.50 |
868.75 |
870.25 |
-4.50 |
19,525 |
99,801 |
+240 |
Aug16 |
160111 |
876.25 |
880.00 |
871.50 |
872.50 |
-4.50 |
1,181 |
12,580 |
+44 |
Sep16 |
160111 |
874.75 |
879.50 |
870.50 |
871.75 |
-4.50 |
593 |
3,909 |
+204 |
Nov16 |
160111 |
878.50 |
881.75 |
872.50 |
873.75 |
-4.75 |
8,234 |
85,465 |
+1,873 |
Jan17 |
160111 |
883.00 |
886.25 |
879.00 |
879.50 |
-4.50 |
155 |
834 |
+21 |
Mar17 |
160111 |
884.50 |
884.50 |
882.25 |
882.25 |
-4.25 |
231 |
1,658 |
+148 |
May17 |
160111 |
892.75 |
892.75 |
885.50 |
886.00 |
-4.00 |
25 |
889 |
+5 |
Jul17 |
160111 |
891.00 |
891.75 |
891.00 |
891.75 |
-4.00 |
12 |
978 |
+1 |
Aug17 |
160111 |
889.25 |
889.25 |
889.25 |
889.25 |
-4.00 |
0 |
42 |
+0 |
Sep17 |
160111 |
884.25 |
884.25 |
884.25 |
884.25 |
-4.50 |
0 |
26 |
+0 |
Nov17 |
160111 |
882.00 |
882.00 |
880.50 |
882.00 |
-3.75 |
17 |
1,187 |
+0 |
Total Volume and Open Interest |
163,149 |
669,248 |
+3,461 |
Soybean Meal(CBOT) |
Jan16 |
160111 |
267.00 |
270.40 |
267.00 |
268.80 |
+0.90 |
800 |
1,099 |
-427 |
Mar16 |
160111 |
269.20 |
271.00 |
266.70 |
269.90 |
+1.20 |
46,082 |
190,583 |
-2,118 |
May16 |
160111 |
271.60 |
273.20 |
269.10 |
272.30 |
+1.10 |
10,035 |
71,985 |
-386 |
Jul16 |
160111 |
274.50 |
276.00 |
272.00 |
275.00 |
+1.00 |
6,555 |
57,539 |
+683 |
Aug16 |
160111 |
275.70 |
277.20 |
273.50 |
276.10 |
+0.80 |
781 |
16,943 |
+135 |
Sep16 |
160111 |
275.70 |
278.00 |
275.30 |
277.40 |
+0.80 |
665 |
14,776 |
+57 |
Oct16 |
160111 |
275.70 |
278.40 |
275.30 |
277.50 |
+0.60 |
423 |
11,454 |
+108 |
Dec16 |
160111 |
278.00 |
279.40 |
276.20 |
278.70 |
+0.60 |
2,748 |
36,484 |
+493 |
Jan17 |
160111 |
279.50 |
279.90 |
279.50 |
279.90 |
+0.60 |
10 |
1,729 |
+2 |
Mar17 |
160111 |
279.50 |
281.30 |
279.50 |
281.00 |
+0.60 |
6 |
2,258 |
+2 |
Total Volume and Open Interest |
68,169 |
407,214 |
-1,422 |
Soybean Oil(CBOT) |
Jan16 |
160111 |
29.45 |
29.64 |
29.04 |
29.08 |
-0.37 |
1,131 |
1,087 |
-184 |
Mar16 |
160111 |
29.64 |
29.85 |
29.20 |
29.25 |
-0.39 |
47,308 |
174,138 |
+1,041 |
May16 |
160111 |
29.88 |
30.09 |
29.43 |
29.48 |
-0.40 |
11,254 |
86,556 |
+2,234 |
Jul16 |
160111 |
30.14 |
30.34 |
29.68 |
29.73 |
-0.41 |
9,449 |
63,830 |
+1,561 |
Aug16 |
160111 |
30.40 |
30.40 |
29.75 |
29.78 |
-0.42 |
774 |
9,670 |
-23 |
Sep16 |
160111 |
30.24 |
30.45 |
29.81 |
29.84 |
-0.42 |
616 |
9,981 |
+174 |
Oct16 |
160111 |
30.42 |
30.42 |
29.82 |
29.86 |
-0.42 |
168 |
9,081 |
+56 |
Dec16 |
160111 |
30.35 |
30.52 |
29.90 |
29.97 |
-0.41 |
1,739 |
31,858 |
+145 |
Jan17 |
160111 |
30.50 |
30.58 |
30.20 |
30.20 |
-0.40 |
92 |
2,034 |
+46 |
Mar17 |
160111 |
30.86 |
30.86 |
30.40 |
30.40 |
-0.40 |
80 |
1,883 |
+62 |
Total Volume and Open Interest |
72,635 |
392,865 |
+5,113 |
Canola(WCE) |
Jan16 |
160111 |
473.0 |
473.0 |
470.1 |
470.1 |
-3.1 |
0 |
874 |
+0 |
Mar16 |
160111 |
481.4 |
481.7 |
477.4 |
478.4 |
-2.9 |
19,053 |
135,074 |
+2,196 |
May16 |
160111 |
488.6 |
488.6 |
485.0 |
485.8 |
-2.8 |
5,113 |
20,919 |
+1,568 |
Jul16 |
160111 |
493.1 |
493.1 |
489.5 |
490.1 |
-3.1 |
2,907 |
17,986 |
-233 |
Nov16 |
160111 |
490.2 |
490.2 |
486.7 |
488.4 |
-1.8 |
2,231 |
14,742 |
+343 |
Total Volume and Open Interest |
29,329 |
190,392 |
+3,881 |
Corn(CBOT) |
Mar16 |
160111 |
357.00 |
357.25 |
349.50 |
351.75 |
-5.25 |
151,656 |
727,244 |
-751 |
May16 |
160111 |
362.75 |
363.00 |
355.50 |
357.50 |
-5.25 |
34,857 |
207,689 |
+2,786 |
Jul16 |
160111 |
369.00 |
369.25 |
361.75 |
363.50 |
-5.50 |
26,742 |
183,506 |
+3,641 |
Sep16 |
160111 |
375.00 |
375.00 |
367.75 |
369.50 |
-5.25 |
6,631 |
75,424 |
-632 |
Dec16 |
160111 |
383.00 |
383.25 |
376.25 |
378.50 |
-4.50 |
15,550 |
149,853 |
+1,143 |
Mar17 |
160111 |
390.00 |
390.00 |
386.50 |
388.25 |
-4.50 |
472 |
9,450 |
+70 |
May17 |
160111 |
396.00 |
396.00 |
392.50 |
394.50 |
-4.50 |
38 |
2,112 |
+6 |
Jul17 |
160111 |
401.00 |
401.00 |
397.75 |
399.75 |
-4.00 |
130 |
2,785 |
+10 |
Sep17 |
160111 |
395.75 |
395.75 |
395.75 |
395.75 |
-3.50 |
0 |
1,329 |
+0 |
Dec17 |
160111 |
395.50 |
395.75 |
392.00 |
395.25 |
-3.00 |
263 |
4,782 |
+69 |
Total Volume and Open Interest |
236,463 |
1,364,986 |
+6,401 |
Wheat(CBOT) |
Mar16 |
160111 |
481.25 |
481.50 |
466.50 |
469.00 |
-9.50 |
65,716 |
244,784 |
+1,447 |
May16 |
160111 |
486.25 |
486.25 |
471.75 |
474.50 |
-9.25 |
12,722 |
57,422 |
+827 |
Jul16 |
160111 |
493.00 |
493.00 |
478.50 |
481.00 |
-9.25 |
10,797 |
65,350 |
+224 |
Sep16 |
160111 |
501.50 |
501.50 |
488.25 |
490.50 |
-9.25 |
861 |
13,130 |
+205 |
Dec16 |
160111 |
515.00 |
515.00 |
501.50 |
504.00 |
-9.50 |
3,002 |
22,862 |
+1 |
Mar17 |
160111 |
524.25 |
524.75 |
514.75 |
516.00 |
-9.00 |
59 |
2,152 |
-1 |
Total Volume and Open Interest |
93,162 |
405,913 |
+2,707 |
Wheat(KCBT) |
Mar16 |
160111 |
473.75 |
475.00 |
459.50 |
462.25 |
-10.50 |
19,854 |
112,481 |
+1,544 |
May16 |
160111 |
482.75 |
484.25 |
469.75 |
472.25 |
-10.25 |
3,344 |
24,412 |
-218 |
Jul16 |
160111 |
494.25 |
494.75 |
479.25 |
482.00 |
-10.25 |
4,874 |
43,424 |
+138 |
Sep16 |
160111 |
504.50 |
505.00 |
492.75 |
495.75 |
-10.00 |
1,838 |
7,902 |
+111 |
Dec16 |
160111 |
526.25 |
526.25 |
512.50 |
514.75 |
-10.75 |
3,009 |
14,766 |
+842 |
Mar17 |
160111 |
538.00 |
538.50 |
527.00 |
529.50 |
-10.50 |
827 |
3,406 |
+456 |
Total Volume and Open Interest |
33,822 |
206,848 |
+2,902 |
Wheat(MGE) |
Mar16 |
160111 |
500.50 |
501.75 |
490.75 |
493.25 |
-7.75 |
5,136 |
34,041 |
+339 |
May16 |
160111 |
508.00 |
508.00 |
498.50 |
500.50 |
-7.50 |
2,379 |
14,996 |
+547 |
Jul16 |
160111 |
515.25 |
516.50 |
508.00 |
509.75 |
-7.00 |
973 |
12,585 |
+324 |
Sep16 |
160111 |
526.25 |
526.25 |
519.75 |
520.75 |
-7.00 |
345 |
6,490 |
+37 |
Dec16 |
160111 |
543.25 |
543.25 |
535.75 |
536.50 |
-6.75 |
218 |
4,987 |
+10 |
Total Volume and Open Interest |
9,272 |
74,213 |
+1,403 |
Oats(CBOT) |
Mar16 |
160111 |
210.00 |
211.50 |
196.75 |
199.00 |
-11.75 |
574 |
7,212 |
+138 |
May16 |
160111 |
209.75 |
210.00 |
199.00 |
199.00 |
-12.75 |
103 |
1,574 |
+66 |
Jul16 |
160111 |
213.00 |
213.00 |
203.50 |
203.50 |
-12.75 |
44 |
448 |
+15 |
Sep16 |
160111 |
209.00 |
209.00 |
209.00 |
209.00 |
-12.75 |
0 |
26 |
+0 |
Total Volume and Open Interest |
736 |
9,391 |
+229 |
Rough Rice(CBOT) |
Jan16 |
160111 |
11.54 |
11.54 |
11.54 |
11.54 |
-0.07 |
70 |
82 |
+27 |
Mar16 |
160111 |
11.82 |
11.85 |
11.68 |
11.77 |
-0.07 |
500 |
9,800 |
+30 |
May16 |
160111 |
12.11 |
12.11 |
12.01 |
12.06 |
-0.07 |
13 |
2,600 |
+7 |
Jul16 |
160111 |
12.32 |
12.32 |
12.32 |
12.32 |
-0.07 |
3 |
948 |
+3 |
Total Volume and Open Interest |
586 |
13,525 |
+67 |
Live Cattle(CME) |
Feb16 |
160111 |
132.100 |
133.300 |
131.630 |
132.235 |
-0.645 |
23,497 |
96,702 |
-104 |
Apr16 |
160111 |
133.000 |
133.900 |
132.450 |
133.050 |
-0.775 |
17,680 |
76,969 |
+2,034 |
Jun16 |
160111 |
123.450 |
124.730 |
123.300 |
124.035 |
-0.250 |
8,727 |
56,370 |
+747 |
Aug16 |
160111 |
119.600 |
120.750 |
119.385 |
120.100 |
-0.380 |
3,292 |
20,480 |
+744 |
Oct16 |
160111 |
120.900 |
121.680 |
120.430 |
121.200 |
-0.350 |
911 |
10,409 |
+74 |
Dec16 |
160111 |
120.900 |
121.700 |
120.700 |
121.285 |
-0.365 |
733 |
7,716 |
+176 |
Total Volume and Open Interest |
55,027 |
271,236 |
+3,723 |
Feeder Cattle(CME) |
Jan16 |
160111 |
159.150 |
160.235 |
158.130 |
159.450 |
+0.015 |
1,529 |
6,301 |
-96 |
Mar16 |
160111 |
156.735 |
157.785 |
155.235 |
156.800 |
-0.530 |
3,548 |
14,622 |
+135 |
Apr16 |
160111 |
156.785 |
157.685 |
155.350 |
156.800 |
-0.580 |
1,275 |
4,151 |
+220 |
May16 |
160111 |
156.035 |
157.350 |
155.150 |
156.550 |
-0.635 |
747 |
5,354 |
+1 |
Aug16 |
160111 |
157.500 |
158.750 |
156.700 |
158.285 |
-0.715 |
342 |
4,534 |
+80 |
Sep16 |
160111 |
155.650 |
157.000 |
155.100 |
156.650 |
-0.650 |
49 |
542 |
+7 |
Oct16 |
160111 |
153.950 |
153.985 |
153.535 |
153.650 |
-0.300 |
32 |
269 |
-5 |
Total Volume and Open Interest |
7,551 |
36,106 |
+353 |
Lean Hogs(CME) |
Feb16 |
160111 |
59.630 |
59.930 |
58.880 |
59.700 |
-0.150 |
20,977 |
61,828 |
-2,639 |
Apr16 |
160111 |
64.950 |
65.650 |
64.580 |
65.475 |
+0.250 |
10,655 |
47,150 |
+1,848 |
May16 |
160111 |
73.180 |
73.330 |
73.000 |
73.250 |
+0.150 |
52 |
1,065 |
+17 |
Jun16 |
160111 |
77.000 |
77.450 |
76.680 |
77.250 |
+0.170 |
3,021 |
26,299 |
+279 |
Jul16 |
160111 |
76.850 |
77.250 |
76.450 |
77.100 |
+0.250 |
889 |
8,046 |
-32 |
Aug16 |
160111 |
76.850 |
77.635 |
76.550 |
77.550 |
+0.665 |
1,113 |
9,204 |
+336 |
Oct16 |
160111 |
65.250 |
65.950 |
65.180 |
65.850 |
+0.450 |
518 |
5,830 |
+114 |
Dec16 |
160111 |
61.485 |
61.750 |
61.380 |
61.700 |
+0.215 |
397 |
4,995 |
+195 |
Total Volume and Open Interest |
37,742 |
165,099 |
+175 |
Class III Milk(CME) |
Jan16 |
160111 |
13.67 |
13.76 |
13.67 |
13.72 |
+0.04 |
396 |
3,971 |
-17 |
Feb16 |
160111 |
13.38 |
13.59 |
13.38 |
13.45 |
-0.10 |
269 |
4,974 |
+146 |
Mar16 |
160111 |
13.78 |
13.88 |
13.72 |
13.75 |
-0.11 |
262 |
3,857 |
+189 |
Apr16 |
160111 |
14.15 |
14.26 |
14.13 |
14.13 |
-0.17 |
118 |
2,963 |
+33 |
May16 |
160111 |
14.61 |
14.61 |
14.49 |
14.50 |
-0.16 |
60 |
2,778 |
+22 |
Jun16 |
160111 |
14.85 |
14.89 |
14.83 |
14.83 |
-0.07 |
63 |
2,558 |
+28 |
Jul16 |
160111 |
15.17 |
15.17 |
15.10 |
15.12 |
-0.03 |
45 |
2,196 |
+17 |
Aug16 |
160111 |
15.54 |
15.55 |
15.46 |
15.50 |
-0.04 |
140 |
2,013 |
+91 |
Sep16 |
160111 |
15.84 |
15.84 |
15.78 |
15.81 |
-0.01 |
155 |
2,040 |
+134 |
Oct16 |
160111 |
15.93 |
15.93 |
15.93 |
15.93 |
unch |
23 |
1,521 |
+2 |
Nov16 |
160111 |
15.86 |
15.86 |
15.86 |
15.86 |
unch |
16 |
1,383 |
+3 |
Dec16 |
160111 |
15.75 |
15.75 |
15.75 |
15.75 |
unch |
30 |
1,297 |
-5 |
Jan17 |
160111 |
15.80 |
15.80 |
15.80 |
15.80 |
unch |
7 |
114 |
+6 |
Total Volume and Open Interest |
1,584 |
31,992 |
+649 |
Cocoa(ICE) |
Mar16 |
160111 |
3000 |
3004 |
2882 |
2902 |
-115 |
34,729 |
85,928 |
-4,177 |
May16 |
160111 |
2999 |
3003 |
2886 |
2905 |
-112 |
16,048 |
48,613 |
+407 |
Jul16 |
160111 |
3000 |
3001 |
2888 |
2907 |
-108 |
6,671 |
26,497 |
+897 |
Sep16 |
160111 |
2996 |
2997 |
2886 |
2904 |
-106 |
4,666 |
20,789 |
+1,202 |
Dec16 |
160111 |
2977 |
2979 |
2872 |
2889 |
-103 |
1,764 |
11,995 |
+313 |
Mar17 |
160111 |
2960 |
2960 |
2862 |
2878 |
-97 |
998 |
19,263 |
-388 |
May17 |
160111 |
2925 |
2925 |
2867 |
2882 |
-88 |
22 |
1,552 |
-21 |
Total Volume and Open Interest |
64,898 |
219,869 |
-1,767 |
Coffee "C"(ICE) |
Mar16 |
160111 |
118.00 |
118.05 |
113.60 |
114.45 |
-4.55 |
14,218 |
87,849 |
+1,504 |
May16 |
160111 |
120.10 |
120.20 |
115.90 |
116.80 |
-4.40 |
4,524 |
34,801 |
+499 |
Jul16 |
160111 |
122.05 |
122.20 |
117.95 |
118.80 |
-4.35 |
3,233 |
21,936 |
+459 |
Sep16 |
160111 |
123.70 |
124.00 |
119.85 |
120.70 |
-4.20 |
2,508 |
10,379 |
-18 |
Dec16 |
160111 |
126.10 |
126.40 |
122.50 |
123.30 |
-3.95 |
2,761 |
14,654 |
-69 |
Mar17 |
160111 |
128.50 |
128.80 |
125.00 |
125.75 |
-3.95 |
1,220 |
3,417 |
-106 |
Total Volume and Open Interest |
28,766 |
177,028 |
+2,311 |
Orange Juice(ICE) |
Jan16 |
160108 |
130.85 |
130.85 |
130.85 |
130.85 |
-6.80 |
1 |
519 |
-1 |
Mar16 |
160111 |
134.75 |
134.75 |
131.70 |
132.90 |
-2.30 |
1,206 |
11,285 |
-307 |
May16 |
160111 |
135.10 |
135.10 |
132.25 |
133.30 |
-2.10 |
75 |
1,428 |
+14 |
Jul16 |
160111 |
133.80 |
134.30 |
133.50 |
134.00 |
-2.20 |
62 |
551 |
+54 |
Sep16 |
160111 |
134.90 |
134.90 |
134.90 |
134.90 |
-2.20 |
0 |
113 |
+0 |
Nov16 |
160111 |
135.15 |
135.15 |
135.15 |
135.15 |
-2.90 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,782 |
13,464 |
-678 |
Sugar #11(ICE) |
Mar16 |
160111 |
14.50 |
14.67 |
14.03 |
14.15 |
-0.31 |
77,785 |
369,057 |
-3,309 |
May16 |
160111 |
14.26 |
14.37 |
13.79 |
13.91 |
-0.27 |
31,011 |
181,099 |
-1,592 |
Jul16 |
160111 |
14.04 |
14.11 |
13.60 |
13.70 |
-0.24 |
18,191 |
142,626 |
+4,138 |
Oct16 |
160111 |
14.09 |
14.15 |
13.69 |
13.80 |
-0.22 |
8,980 |
79,360 |
+401 |
Mar17 |
160111 |
14.44 |
14.55 |
14.12 |
14.23 |
-0.21 |
5,423 |
45,216 |
+542 |
May17 |
160111 |
14.22 |
14.30 |
13.90 |
13.99 |
-0.20 |
483 |
9,609 |
+163 |
Jul17 |
160111 |
13.95 |
14.02 |
13.64 |
13.74 |
-0.17 |
918 |
14,856 |
+590 |
Oct17 |
160111 |
13.86 |
13.92 |
13.59 |
13.69 |
-0.13 |
464 |
11,998 |
+281 |
Total Volume and Open Interest |
143,451 |
861,430 |
+1,225 |
London Cocoa(LCE) |
Mar16 |
160111 |
2136 |
2143 |
2055 |
2068 |
-87 |
24,941 |
79,247 |
-4,853 |
May16 |
160111 |
2142 |
2142 |
2057 |
2070 |
-84 |
15,786 |
36,022 |
+359 |
Jul16 |
160111 |
2141 |
2141 |
2058 |
2070 |
-81 |
15,070 |
43,259 |
-164 |
Sep16 |
160111 |
2134 |
2134 |
2053 |
2065 |
-80 |
10,956 |
37,278 |
-364 |
Dec16 |
160111 |
2110 |
2110 |
2029 |
2041 |
-78 |
8,541 |
26,587 |
+486 |
Mar17 |
160111 |
2095 |
2095 |
2011 |
2023 |
-76 |
1,774 |
28,111 |
-414 |
May17 |
160111 |
2079 |
2079 |
2013 |
2024 |
-70 |
86 |
618 |
-20 |
Total Volume and Open Interest |
77,190 |
251,288 |
-4,952 |
London Sugar(LCE) |
Mar16 |
160111 |
422.00 |
423.90 |
412.60 |
414.80 |
-4.90 |
13,520 |
43,085 |
-1,375 |
May16 |
160111 |
414.50 |
416.10 |
406.00 |
408.40 |
-4.30 |
7,610 |
22,078 |
+581 |
Aug16 |
160111 |
407.50 |
408.60 |
399.50 |
401.90 |
-4.20 |
1,868 |
11,389 |
-239 |
Oct16 |
160111 |
401.80 |
402.50 |
394.00 |
396.30 |
-3.90 |
925 |
7,369 |
+300 |
Dec16 |
160111 |
399.00 |
399.00 |
392.70 |
395.20 |
-3.10 |
226 |
2,193 |
+30 |
Total Volume and Open Interest |
24,277 |
88,515 |
-614 |
Cotton(ICE) |
Mar16 |
160111 |
61.40 |
62.28 |
61.15 |
61.50 |
+0.10 |
28,866 |
121,501 |
+47 |
May16 |
160111 |
62.05 |
62.82 |
61.81 |
61.96 |
-0.10 |
8,056 |
31,653 |
-354 |
Jul16 |
160111 |
62.90 |
63.45 |
62.51 |
62.64 |
-0.16 |
2,681 |
20,684 |
+1,154 |
Oct16 |
160111 |
62.29 |
62.29 |
62.29 |
62.29 |
-0.20 |
0 |
3 |
+0 |
Dec16 |
160111 |
62.89 |
63.50 |
62.60 |
62.76 |
-0.19 |
771 |
11,776 |
+258 |
Mar17 |
160111 |
63.67 |
64.27 |
63.58 |
63.67 |
-0.19 |
81 |
611 |
+70 |
Total Volume and Open Interest |
40,457 |
186,384 |
+1,175 |
Lumber(CME) |
Jan16 |
160111 |
255.2 |
259.4 |
252.2 |
256.8 |
-0.2 |
178 |
318 |
-78 |
Mar16 |
160111 |
246.8 |
247.6 |
243.6 |
245.0 |
-2.1 |
864 |
3,053 |
+205 |
May16 |
160111 |
244.9 |
245.4 |
243.5 |
244.4 |
-2.0 |
86 |
610 |
+21 |
Jul16 |
160111 |
249.4 |
249.4 |
248.2 |
248.2 |
+0.2 |
11 |
42 |
+6 |
Total Volume and Open Interest |
1,146 |
4,041 |
+161 |
Crude Oil(NYM) |
Feb16 |
160111 |
32.94 |
33.20 |
30.88 |
31.41 |
-1.75 |
617,409 |
404,315 |
-27,187 |
Mar16 |
160111 |
34.11 |
34.31 |
32.03 |
32.52 |
-1.80 |
237,381 |
340,329 |
+19,211 |
Apr16 |
160111 |
35.18 |
35.42 |
33.21 |
33.69 |
-1.79 |
87,481 |
138,438 |
-2,365 |
May16 |
160111 |
36.10 |
36.46 |
34.33 |
34.79 |
-1.76 |
34,158 |
84,893 |
+166 |
Jun16 |
160111 |
37.36 |
37.37 |
35.30 |
35.75 |
-1.74 |
46,620 |
146,431 |
+614 |
Jul16 |
160111 |
37.94 |
38.02 |
36.17 |
36.55 |
-1.72 |
13,716 |
43,308 |
+631 |
Aug16 |
160111 |
38.33 |
38.48 |
36.80 |
37.20 |
-1.71 |
6,252 |
33,253 |
+1,049 |
Sep16 |
160111 |
38.95 |
39.30 |
37.41 |
37.77 |
-1.70 |
10,429 |
65,106 |
-59 |
Oct16 |
160111 |
39.30 |
39.63 |
38.03 |
38.28 |
-1.69 |
3,840 |
31,553 |
+786 |
Nov16 |
160111 |
40.03 |
40.03 |
38.51 |
38.80 |
-1.67 |
2,986 |
27,160 |
+812 |
Dec16 |
160111 |
40.50 |
40.79 |
38.99 |
39.33 |
-1.66 |
33,281 |
168,457 |
+211 |
Jan17 |
160111 |
40.89 |
40.89 |
39.48 |
39.77 |
-1.65 |
2,259 |
23,496 |
+26 |
Feb17 |
160111 |
40.00 |
40.20 |
40.00 |
40.20 |
-1.63 |
675 |
9,635 |
-148 |
Mar17 |
160111 |
40.62 |
40.62 |
40.62 |
40.62 |
-1.61 |
983 |
12,986 |
+144 |
Apr17 |
160111 |
41.01 |
41.01 |
41.01 |
41.01 |
-1.60 |
156 |
6,312 |
-9 |
May17 |
160111 |
41.36 |
41.36 |
41.36 |
41.36 |
-1.59 |
152 |
5,384 |
-7 |
Total Volume and Open Interest |
1,114,369 |
1,749,049 |
-4,753 |
e-miNY Crude Oil(NYM) |
Feb16 |
160111 |
32.975 |
33.200 |
30.875 |
31.400 |
-1.750 |
15,585 |
3,506 |
-170 |
Mar16 |
160111 |
34.250 |
34.300 |
32.025 |
32.525 |
-1.800 |
1,178 |
1,354 |
+56 |
Apr16 |
160111 |
35.075 |
35.075 |
33.250 |
33.700 |
-1.775 |
417 |
474 |
+21 |
May16 |
160111 |
36.025 |
36.100 |
34.450 |
34.800 |
-1.750 |
207 |
529 |
+30 |
Jun16 |
160111 |
37.100 |
37.125 |
35.500 |
35.750 |
-1.750 |
13 |
52 |
-1 |
Jul16 |
160111 |
38.050 |
38.300 |
36.325 |
36.550 |
-1.725 |
2 |
9 |
+0 |
Aug16 |
160111 |
37.200 |
37.200 |
37.200 |
37.200 |
-1.700 |
1 |
3 |
+0 |
Sep16 |
160111 |
39.275 |
39.525 |
37.775 |
37.775 |
-1.700 |
1 |
9 |
+1 |
Oct16 |
160111 |
38.275 |
38.275 |
38.275 |
38.275 |
-1.700 |
0 |
4 |
+0 |
Nov16 |
160111 |
38.800 |
38.800 |
38.800 |
38.800 |
-1.675 |
0 |
1 |
+0 |
Total Volume and Open Interest |
17,450 |
6,505 |
-25 |
NY Harbor ULSD(NYM) |
Feb16 |
160111 |
104.78 |
105.30 |
100.66 |
101.49 |
-3.72 |
70,900 |
82,599 |
-5,177 |
Mar16 |
160111 |
106.73 |
107.30 |
102.60 |
103.33 |
-4.03 |
43,427 |
66,240 |
+1,291 |
Apr16 |
160111 |
108.39 |
108.95 |
104.24 |
104.91 |
-4.20 |
20,674 |
43,391 |
+877 |
May16 |
160111 |
109.42 |
110.78 |
106.08 |
106.78 |
-4.29 |
10,189 |
28,130 |
+412 |
Jun16 |
160111 |
112.29 |
113.19 |
108.54 |
109.22 |
-4.32 |
12,708 |
33,376 |
-739 |
Jul16 |
160111 |
114.86 |
115.57 |
111.40 |
111.89 |
-4.26 |
4,444 |
12,127 |
+871 |
Aug16 |
160111 |
118.08 |
118.08 |
113.92 |
114.43 |
-4.19 |
1,842 |
8,800 |
+187 |
Sep16 |
160111 |
119.05 |
119.29 |
116.17 |
116.81 |
-4.13 |
1,094 |
9,089 |
-24 |
Oct16 |
160111 |
121.00 |
122.29 |
118.55 |
119.09 |
-4.13 |
1,223 |
4,812 |
-14 |
Nov16 |
160111 |
123.46 |
123.50 |
120.59 |
121.16 |
-4.20 |
726 |
5,019 |
+102 |
Dec16 |
160111 |
125.37 |
126.59 |
122.36 |
123.15 |
-4.22 |
2,099 |
29,753 |
-163 |
Jan17 |
160111 |
128.37 |
128.49 |
124.62 |
125.18 |
-4.21 |
229 |
6,444 |
+92 |
Feb17 |
160111 |
130.70 |
130.70 |
126.80 |
126.87 |
-4.14 |
78 |
1,327 |
-15 |
Mar17 |
160111 |
131.50 |
131.50 |
127.50 |
127.93 |
-4.05 |
82 |
1,172 |
+9 |
Total Volume and Open Interest |
170,045 |
341,428 |
-2,252 |
RBOB Gasoline(NYM) |
Feb16 |
160111 |
112.11 |
114.24 |
110.09 |
111.30 |
-1.47 |
58,164 |
95,891 |
-5,267 |
Mar16 |
160111 |
115.06 |
117.00 |
112.63 |
113.69 |
-2.04 |
30,280 |
65,495 |
+1,176 |
Apr16 |
160111 |
137.23 |
138.96 |
134.35 |
135.30 |
-2.66 |
16,171 |
41,352 |
+758 |
May16 |
160111 |
138.74 |
140.23 |
135.82 |
136.63 |
-2.91 |
8,993 |
34,659 |
-57 |
Jun16 |
160111 |
138.43 |
140.14 |
135.36 |
136.36 |
-3.05 |
7,503 |
35,327 |
+496 |
Jul16 |
160111 |
137.54 |
138.16 |
134.06 |
135.10 |
-3.13 |
2,912 |
16,445 |
+118 |
Aug16 |
160111 |
134.01 |
136.09 |
132.03 |
133.03 |
-3.25 |
2,139 |
12,600 |
+14 |
Sep16 |
160111 |
132.62 |
133.25 |
129.50 |
130.22 |
-3.39 |
2,519 |
18,166 |
+511 |
Oct16 |
160111 |
118.40 |
119.55 |
115.25 |
116.03 |
-3.46 |
1,477 |
8,589 |
-70 |
Nov16 |
160111 |
112.90 |
113.23 |
112.58 |
113.23 |
-3.63 |
907 |
3,381 |
-10 |
Total Volume and Open Interest |
136,097 |
367,922 |
-1,309 |
e-miNY RBOB Gasoline(NYM) |
Feb16 |
160111 |
111.30 |
111.30 |
111.30 |
111.30 |
-1.50 |
0 |
1 |
+0 |
Mar16 |
160111 |
113.70 |
113.70 |
113.69 |
113.70 |
-2.00 |
|
|
|
Apr16 |
160111 |
135.30 |
135.30 |
135.30 |
135.30 |
-2.70 |
|
|
|
May16 |
160111 |
136.60 |
136.63 |
136.60 |
136.60 |
-2.90 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Feb16 |
160111 |
2.446 |
2.480 |
2.355 |
2.396 |
-0.076 |
214,462 |
195,835 |
-9,539 |
Mar16 |
160111 |
2.447 |
2.484 |
2.351 |
2.389 |
-0.082 |
85,902 |
217,602 |
+1,256 |
Apr16 |
160111 |
2.468 |
2.511 |
2.392 |
2.425 |
-0.072 |
54,166 |
101,725 |
+3,250 |
May16 |
160111 |
2.506 |
2.549 |
2.434 |
2.461 |
-0.073 |
31,288 |
72,973 |
+1,457 |
Jun16 |
160111 |
2.553 |
2.593 |
2.482 |
2.506 |
-0.075 |
13,739 |
37,636 |
+752 |
Jul16 |
160111 |
2.596 |
2.633 |
2.534 |
2.552 |
-0.072 |
11,779 |
32,053 |
+783 |
Aug16 |
160111 |
2.641 |
2.646 |
2.543 |
2.568 |
-0.070 |
6,425 |
24,921 |
+23 |
Sep16 |
160111 |
2.642 |
2.644 |
2.542 |
2.568 |
-0.069 |
7,119 |
43,693 |
+48 |
Oct16 |
160111 |
2.672 |
2.679 |
2.572 |
2.597 |
-0.068 |
16,586 |
61,885 |
+976 |
Nov16 |
160111 |
2.724 |
2.747 |
2.645 |
2.671 |
-0.066 |
5,290 |
16,587 |
+448 |
Dec16 |
160111 |
2.886 |
2.886 |
2.800 |
2.828 |
-0.059 |
2,793 |
17,295 |
+97 |
Jan17 |
160111 |
2.987 |
2.987 |
2.910 |
2.937 |
-0.058 |
3,809 |
30,728 |
+23 |
Feb17 |
160111 |
2.972 |
2.972 |
2.924 |
2.929 |
-0.057 |
420 |
6,225 |
+52 |
Mar17 |
160111 |
2.940 |
2.940 |
2.878 |
2.888 |
-0.057 |
1,727 |
13,859 |
-216 |
Apr17 |
160111 |
2.725 |
2.725 |
2.674 |
2.685 |
-0.054 |
1,089 |
13,820 |
+44 |
May17 |
160111 |
2.715 |
2.715 |
2.677 |
2.685 |
-0.055 |
72 |
3,216 |
+32 |
Total Volume and Open Interest |
457,038 |
931,121 |
-480 |
Brent Crude Oil(ICE) |
Feb16 |
160111 |
33.34 |
33.38 |
31.17 |
31.55 |
-2.00 |
291,511 |
162,574 |
-31,282 |
Mar16 |
160111 |
33.72 |
33.75 |
31.52 |
31.88 |
-2.05 |
265,450 |
450,449 |
+19,255 |
Apr16 |
160111 |
34.66 |
34.68 |
32.46 |
32.81 |
-2.06 |
119,347 |
249,351 |
+20,161 |
May16 |
160111 |
35.63 |
35.63 |
33.44 |
33.76 |
-2.08 |
58,756 |
129,992 |
+2,652 |
Jun16 |
160111 |
36.57 |
36.57 |
34.36 |
34.68 |
-2.08 |
84,253 |
183,640 |
+1,711 |
Jul16 |
160111 |
37.41 |
37.41 |
35.22 |
35.53 |
-2.07 |
19,960 |
78,243 |
+1,799 |
Aug16 |
160111 |
37.71 |
38.05 |
36.00 |
36.30 |
-2.06 |
9,247 |
53,870 |
-110 |
Sep16 |
160111 |
38.38 |
38.81 |
36.73 |
37.04 |
-2.05 |
17,205 |
57,713 |
+69 |
Oct16 |
160111 |
38.97 |
39.48 |
37.43 |
37.75 |
-2.02 |
4,784 |
34,353 |
-217 |
Nov16 |
160111 |
39.72 |
39.72 |
38.19 |
38.44 |
-1.99 |
4,701 |
30,942 |
+235 |
Dec16 |
160111 |
40.56 |
40.77 |
38.77 |
39.09 |
-1.97 |
68,375 |
226,501 |
+3,787 |
Jan17 |
160111 |
40.35 |
40.35 |
39.61 |
39.65 |
-1.96 |
1,963 |
29,709 |
+235 |
Feb17 |
160111 |
40.19 |
40.19 |
40.19 |
40.19 |
-1.96 |
1,808 |
32,773 |
+614 |
Mar17 |
160111 |
40.87 |
40.87 |
40.75 |
40.75 |
-1.94 |
2,134 |
28,845 |
+346 |
Total Volume and Open Interest |
976,461 |
2,055,363 |
+21,943 |
Gas Oil(ICE) |
Jan16 |
160111 |
297.75 |
300.25 |
286.50 |
289.25 |
-7.50 |
41,532 |
42,119 |
-13,633 |
Feb16 |
160111 |
311.00 |
311.00 |
296.50 |
299.25 |
-7.50 |
119,177 |
144,594 |
-6,924 |
Mar16 |
160111 |
319.75 |
319.75 |
305.00 |
307.75 |
-8.00 |
72,096 |
70,166 |
-1,690 |
Apr16 |
160111 |
325.50 |
327.25 |
312.50 |
315.25 |
-8.25 |
32,459 |
45,127 |
+405 |
May16 |
160111 |
334.75 |
334.75 |
319.00 |
321.75 |
-8.75 |
16,956 |
41,712 |
+128 |
Jun16 |
160111 |
341.00 |
341.00 |
325.50 |
328.00 |
-8.75 |
22,918 |
65,028 |
+1,624 |
Jul16 |
160111 |
343.50 |
346.25 |
332.25 |
334.75 |
-8.75 |
4,694 |
21,630 |
+362 |
Aug16 |
160111 |
350.50 |
353.25 |
339.25 |
341.50 |
-8.75 |
2,336 |
14,738 |
-153 |
Sep16 |
160111 |
357.00 |
359.25 |
345.75 |
348.00 |
-8.75 |
1,996 |
18,845 |
+5 |
Oct16 |
160111 |
364.00 |
366.25 |
354.25 |
355.25 |
-8.50 |
1,163 |
16,185 |
-193 |
Total Volume and Open Interest |
336,369 |
690,530 |
-20,614 |
Ethanol(CBOT) |
Feb16 |
160111 |
1.321 |
1.334 |
1.304 |
1.319 |
-0.016 |
295 |
1,512 |
-177 |
Mar16 |
160111 |
1.342 |
1.344 |
1.336 |
1.342 |
-0.017 |
158 |
953 |
+101 |
Apr16 |
160111 |
1.358 |
1.361 |
1.351 |
1.361 |
-0.019 |
14 |
733 |
-4 |
May16 |
160111 |
1.371 |
1.371 |
1.370 |
1.370 |
-0.020 |
0 |
317 |
+0 |
Jun16 |
160111 |
1.373 |
1.373 |
1.371 |
1.371 |
-0.020 |
1 |
283 |
-1 |
Jul16 |
160111 |
1.369 |
1.369 |
1.369 |
1.369 |
-0.020 |
0 |
68 |
+0 |
Aug16 |
160111 |
1.369 |
1.369 |
1.367 |
1.367 |
-0.020 |
0 |
60 |
+0 |
Sep16 |
160111 |
1.363 |
1.365 |
1.363 |
1.365 |
-0.020 |
14 |
83 |
-3 |
Total Volume and Open Interest |
507 |
4,163 |
-84 |
WTI Crude Oil(ICE) |
Feb16 |
160111 |
32.91 |
33.20 |
30.88 |
31.41 |
-1.75 |
58,348 |
71,998 |
-2,792 |
Mar16 |
160111 |
33.81 |
34.30 |
32.04 |
32.52 |
-1.80 |
52,209 |
102,209 |
+4,376 |
Apr16 |
160111 |
34.96 |
35.42 |
33.23 |
33.69 |
-1.79 |
26,939 |
37,079 |
+2,774 |
May16 |
160111 |
36.05 |
36.47 |
34.34 |
34.79 |
-1.76 |
13,760 |
11,168 |
+164 |
Jun16 |
160111 |
37.00 |
37.38 |
35.39 |
35.75 |
-1.74 |
15,585 |
40,065 |
-1,364 |
Jul16 |
160111 |
37.59 |
37.70 |
36.36 |
36.55 |
-1.72 |
4,040 |
5,650 |
+168 |
Aug16 |
160111 |
38.47 |
38.72 |
36.91 |
37.20 |
-1.71 |
1,600 |
6,196 |
-24 |
Sep16 |
160111 |
39.27 |
39.27 |
37.49 |
37.77 |
-1.70 |
1,358 |
10,184 |
+119 |
Oct16 |
160111 |
39.53 |
39.53 |
38.17 |
38.28 |
-1.69 |
876 |
2,784 |
-38 |
Nov16 |
160111 |
38.80 |
38.80 |
38.80 |
38.80 |
-1.67 |
464 |
7,174 |
+97 |
Dec16 |
160111 |
40.54 |
40.76 |
39.09 |
39.33 |
-1.66 |
9,650 |
56,934 |
+282 |
Jan17 |
160111 |
39.77 |
39.77 |
39.77 |
39.77 |
-1.65 |
118 |
4,733 |
+24 |
Feb17 |
160111 |
40.20 |
40.20 |
40.20 |
40.20 |
-1.63 |
1 |
1,808 |
+1 |
Mar17 |
160111 |
40.62 |
40.62 |
40.62 |
40.62 |
-1.61 |
6 |
2,940 |
+1 |
Apr17 |
160111 |
41.01 |
41.01 |
41.01 |
41.01 |
-1.60 |
3 |
1,565 |
+0 |
May17 |
160111 |
41.36 |
41.36 |
41.36 |
41.36 |
-1.59 |
2 |
1,201 |
+0 |
Total Volume and Open Interest |
187,747 |
421,825 |
+3,795 |
US Dollar Index(ICE) |
Mar16 |
160111 |
98.335 |
98.970 |
98.140 |
98.785 |
+0.185 |
39,144 |
74,042 |
-1,104 |
Jun16 |
160111 |
98.405 |
99.035 |
98.250 |
98.882 |
+0.192 |
239 |
1,505 |
-11 |
Sep16 |
160111 |
98.490 |
98.925 |
98.490 |
98.925 |
+0.195 |
43 |
312 |
+5 |
Total Volume and Open Interest |
39,428 |
75,873 |
-1,108 |
Australian Dollar(CME) |
Mar16 |
160111 |
69.16 |
70.14 |
69.07 |
69.61 |
-0.02 |
137,811 |
110,964 |
+4,705 |
Jun16 |
160111 |
68.96 |
69.85 |
68.82 |
69.33 |
-0.02 |
198 |
406 |
+39 |
Sep16 |
160111 |
69.06 |
69.37 |
68.84 |
69.06 |
-0.02 |
0 |
29 |
+0 |
Total Volume and Open Interest |
138,011 |
111,409 |
+4,746 |
British Pound(CME) |
Mar16 |
160111 |
145.09 |
146.04 |
144.95 |
145.47 |
+0.30 |
105,462 |
234,090 |
+4,748 |
Jun16 |
160111 |
145.26 |
146.08 |
145.04 |
145.53 |
+0.30 |
34 |
518 |
+1 |
Sep16 |
160111 |
145.63 |
146.00 |
145.13 |
145.63 |
+0.29 |
5 |
47 |
+5 |
Total Volume and Open Interest |
105,501 |
234,705 |
+4,754 |
Canadian Dollar(CME) |
Mar16 |
160111 |
70.54 |
71.09 |
70.20 |
70.31 |
-0.43 |
87,378 |
165,183 |
+1,069 |
Jun16 |
160111 |
70.66 |
71.12 |
70.24 |
70.35 |
-0.42 |
266 |
2,104 |
+40 |
Sep16 |
160111 |
70.69 |
71.15 |
70.34 |
70.42 |
-0.42 |
254 |
738 |
+84 |
Dec16 |
160111 |
70.99 |
71.23 |
70.29 |
70.49 |
-0.43 |
36 |
217 |
+12 |
Total Volume and Open Interest |
87,934 |
168,281 |
+1,205 |
Japanese Yen(CME) |
Mar16 |
160111 |
85.70 |
85.73 |
84.83 |
85.22 |
+0.11 |
267,933 |
238,693 |
+10,657 |
Jun16 |
160111 |
85.88 |
85.93 |
85.07 |
85.46 |
+0.11 |
295 |
891 |
-18 |
Sep16 |
160111 |
86.00 |
86.18 |
85.51 |
85.78 |
+0.10 |
11 |
132 |
-2 |
Total Volume and Open Interest |
268,249 |
239,781 |
+10,641 |
Swiss Franc(CME) |
Mar16 |
160111 |
100.98 |
101.49 |
100.03 |
100.28 |
-0.42 |
27,455 |
48,332 |
-1,653 |
Jun16 |
160111 |
101.40 |
101.88 |
100.51 |
100.74 |
-0.41 |
23 |
157 |
+13 |
Sep16 |
160111 |
101.28 |
102.38 |
101.18 |
101.28 |
-0.43 |
0 |
17 |
+0 |
Total Volume and Open Interest |
27,479 |
48,526 |
-1,639 |
EuroFX(CME) |
Mar16 |
160111 |
109.60 |
109.88 |
108.65 |
108.90 |
-0.30 |
289,122 |
401,175 |
-70 |
Jun16 |
160111 |
109.85 |
110.19 |
108.97 |
109.21 |
-0.31 |
439 |
2,846 |
+101 |
Sep16 |
160111 |
109.74 |
110.53 |
109.45 |
109.61 |
-0.31 |
14 |
542 |
+11 |
Total Volume and Open Interest |
289,584 |
405,246 |
+46 |
Mexican Peso(CME) |
Jan16 |
160111 |
556.38 |
556.38 |
556.38 |
556.38 |
-1.88 |
|
|
|
Feb16 |
160111 |
555.25 |
555.25 |
555.25 |
555.25 |
-2.00 |
|
|
|
Total Volume and Open Interest |
59,174 |
145,247 |
-1,082 |
Brazilian Real(CME) |
Feb16 |
160111 |
247.00 |
248.05 |
243.65 |
245.40 |
-0.75 |
1,712 |
9,784 |
+68 |
Mar16 |
160111 |
246.70 |
246.70 |
241.00 |
243.20 |
-0.75 |
9 |
4,074 |
-2 |
Apr16 |
160111 |
241.05 |
241.05 |
241.05 |
241.05 |
-0.55 |
|
|
|
May16 |
160111 |
238.80 |
238.80 |
238.80 |
238.80 |
-0.50 |
|
|
|
Total Volume and Open Interest |
1,721 |
14,266 |
+66 |
30-Year T-Bonds(CBOT) |
Mar16 |
160111 |
156~220 |
157~030 |
155~110 |
155~250 |
-0~190 |
335,270 |
493,130 |
-2,582 |
Jun16 |
160111 |
155~100 |
155~100 |
154~030 |
154~110 |
-0~190 |
76 |
79 |
+60 |
Sep16 |
160111 |
154~110 |
154~110 |
154~110 |
154~110 |
-0~190 |
|
|
|
Total Volume and Open Interest |
335,346 |
493,209 |
-2,522 |
10-Year T-Notes(CBOT) |
Mar16 |
160111 |
127~170 |
127~230 |
127~020 |
127~115 |
-0~015 |
1,450,669 |
2,547,281 |
-10,575 |
Jun16 |
160111 |
126~280 |
126~280 |
126~145 |
126~250 |
-0~015 |
561 |
1,142 |
+528 |
Sep16 |
160111 |
126~020 |
126~020 |
126~020 |
126~020 |
-0~015 |
|
|
|
Total Volume and Open Interest |
1,451,230 |
2,548,423 |
-10,047 |
5-Year T-Notes(CBOT) |
Mar16 |
160111 |
119~134 |
119~182 |
119~054 |
119~120 |
+0~010 |
774,434 |
2,355,088 |
+50,837 |
Jun16 |
160111 |
118~312 |
119~004 |
118~312 |
119~004 |
+0~012 |
394 |
1,118 |
+339 |
Sep16 |
160111 |
118~174 |
118~174 |
118~174 |
118~174 |
+0~012 |
|
|
|
Total Volume and Open Interest |
774,828 |
2,356,206 |
+51,176 |
2 Year T-Notes(CBOT) |
Mar16 |
160111 |
108~276 |
108~296 |
108~260 |
108~286 |
+0~014 |
306,468 |
1,044,491 |
+25,596 |
Jun16 |
160111 |
108~196 |
108~224 |
108~196 |
108~224 |
+0~016 |
0 |
1 |
+0 |
Sep16 |
160111 |
108~144 |
108~144 |
108~144 |
108~144 |
+0~016 |
|
|
|
Total Volume and Open Interest |
306,468 |
1,044,492 |
+25,596 |
Eurodollars(CME) |
Mar16 |
160111 |
99.305 |
99.325 |
99.285 |
99.305 |
+0.005 |
339,094 |
1,317,095 |
+5,423 |
Jun16 |
160111 |
99.195 |
99.215 |
99.170 |
99.200 |
+0.015 |
315,536 |
1,160,688 |
+1,939 |
Sep16 |
160111 |
99.085 |
99.105 |
99.050 |
99.090 |
+0.020 |
305,827 |
1,153,971 |
+6,230 |
Dec16 |
160111 |
98.950 |
98.985 |
98.915 |
98.970 |
+0.030 |
476,267 |
1,298,070 |
-29,409 |
Mar17 |
160111 |
98.845 |
98.880 |
98.805 |
98.865 |
+0.040 |
371,479 |
894,525 |
+18,819 |
Jun17 |
160111 |
98.730 |
98.770 |
98.690 |
98.755 |
+0.045 |
272,336 |
663,583 |
-3,604 |
Sep17 |
160111 |
98.625 |
98.665 |
98.580 |
98.650 |
+0.045 |
210,524 |
656,481 |
-5,889 |
Dec17 |
160111 |
98.520 |
98.565 |
98.475 |
98.540 |
+0.040 |
304,839 |
741,557 |
-294 |
Mar18 |
160111 |
98.440 |
98.480 |
98.390 |
98.455 |
+0.035 |
181,753 |
413,125 |
+1,178 |
Jun18 |
160111 |
98.360 |
98.400 |
98.310 |
98.370 |
+0.030 |
144,484 |
391,761 |
+11,535 |
Sep18 |
160111 |
98.280 |
98.325 |
98.230 |
98.290 |
+0.025 |
128,557 |
347,798 |
-4,240 |
Dec18 |
160111 |
98.200 |
98.240 |
98.145 |
98.205 |
+0.025 |
130,046 |
373,734 |
+11,507 |
Mar19 |
160111 |
98.135 |
98.175 |
98.080 |
98.135 |
+0.020 |
73,340 |
226,464 |
+5,227 |
Jun19 |
160111 |
98.070 |
98.105 |
98.010 |
98.065 |
+0.015 |
52,119 |
161,150 |
-699 |
Sep19 |
160111 |
98.010 |
98.035 |
97.950 |
97.995 |
+0.010 |
69,221 |
144,245 |
+5,440 |
Dec19 |
160111 |
97.940 |
97.965 |
97.880 |
97.925 |
+0.010 |
41,912 |
150,602 |
+4,974 |
Mar20 |
160111 |
97.890 |
97.905 |
97.820 |
97.860 |
unch |
32,032 |
69,524 |
+1,020 |
Jun20 |
160111 |
97.830 |
97.840 |
97.760 |
97.795 |
-0.005 |
22,600 |
51,165 |
+106 |
Total Volume and Open Interest |
3,551,636 |
10,720,762 |
+31,554 |
Ultra T-Bond(CBOT) |
Mar16 |
160111 |
161~18 |
162~01 |
159~26 |
160~12 |
-0~29 |
100,494 |
613,480 |
-5,231 |
Jun16 |
160111 |
161~16 |
161~16 |
161~16 |
161~16 |
-0~28 |
0 |
15 |
+0 |
Sep16 |
160111 |
161~16 |
161~16 |
161~16 |
161~16 |
-0~28 |
|
|
|
Total Volume and Open Interest |
100,494 |
613,495 |
-5,231 |
30 Day Federal Funds(CBOT) |
Jan16 |
160111 |
99.665 |
99.665 |
99.662 |
99.665 |
unch |
9,313 |
171,749 |
+2,256 |
Feb16 |
160111 |
99.645 |
99.645 |
99.640 |
99.645 |
unch |
30,824 |
155,254 |
+1,989 |
Mar16 |
160111 |
99.595 |
99.600 |
99.585 |
99.595 |
+0.005 |
12,532 |
37,426 |
+810 |
Apr16 |
160111 |
99.545 |
99.555 |
99.530 |
99.540 |
+0.005 |
60,423 |
88,037 |
-1,360 |
May16 |
160111 |
99.525 |
99.535 |
99.500 |
99.520 |
+0.010 |
24,367 |
69,767 |
+5,534 |
Jun16 |
160111 |
99.485 |
99.495 |
99.460 |
99.480 |
+0.010 |
8,728 |
25,209 |
+890 |
Total Volume and Open Interest |
198,201 |
726,022 |
+21,165 |
3-Mth Euro-Yen(CME) |
Mar16 |
160111 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun16 |
160111 |
99.800 |
99.800 |
99.800 |
99.800 |
unch |
|
|
|
Sep16 |
160111 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec16 |
160111 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160111 |
99.955 |
99.955 |
99.955 |
99.955 |
unch |
|
|
|
Jun17 |
160111 |
99.815 |
99.815 |
99.815 |
99.815 |
unch |
|
|
|
Sep17 |
160111 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec17 |
160111 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Mar18 |
160111 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Jun18 |
160111 |
99.255 |
99.255 |
99.255 |
99.255 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Mar16 |
160111 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Jun16 |
160111 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
|
|
|
Sep16 |
160111 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
|
|
|
Dec16 |
160111 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
4 |
+0 |
Mar17 |
160111 |
99.96 |
99.96 |
99.96 |
99.96 |
unch |
|
|
|
Jun17 |
160111 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
|
|
|
Sep17 |
160111 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
|
|
|
Dec17 |
160111 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Japanese Gov't Bonds(SGX) |
Mar16 |
160111 |
149.32 |
149.40 |
149.28 |
149.34 |
+0.13 |
1,932 |
21,033 |
+320 |
Jun16 |
160111 |
148.74 |
148.74 |
148.74 |
148.74 |
+0.09 |
|
|
|
Sep16 |
160111 |
148.18 |
148.18 |
148.18 |
148.18 |
+0.09 |
|
|
|
Total Volume and Open Interest |
1,932 |
21,033 |
+320 |
Euro-Bund(EUREX) |
Mar16 |
160111 |
159.77 |
159.80 |
159.15 |
159.35 |
-0.31 |
779,519 |
1,146,448 |
-2,591 |
Jun16 |
160111 |
157.17 |
157.21 |
156.81 |
156.81 |
-0.30 |
1,286 |
2,529 |
+1,269 |
Sep16 |
160111 |
155.69 |
155.69 |
155.69 |
155.69 |
-0.29 |
|
|
|
Total Volume and Open Interest |
780,805 |
1,148,977 |
-1,322 |
Euro-Bobl(EUREX) |
Mar16 |
160111 |
131.27 |
131.29 |
131.13 |
131.20 |
-0.06 |
531,264 |
914,686 |
+13,863 |
Jun16 |
160111 |
129.37 |
129.37 |
129.37 |
129.37 |
-0.08 |
0 |
45 |
+0 |
Sep16 |
160111 |
129.37 |
129.37 |
129.37 |
129.37 |
-0.08 |
|
|
|
Total Volume and Open Interest |
531,264 |
914,731 |
+13,863 |
3-Mth Euribor(EUREX) |
Mar16 |
160111 |
100.185 |
100.185 |
100.185 |
100.185 |
-0.005 |
30 |
6,219 |
+30 |
Jun16 |
160111 |
100.220 |
100.220 |
100.220 |
100.220 |
unch |
0 |
10,512 |
+0 |
Sep16 |
160111 |
100.230 |
100.235 |
100.230 |
100.235 |
unch |
0 |
4,403 |
+0 |
Total Volume and Open Interest |
184 |
68,217 |
+24 |
Long Gilt(LIFFE) |
Mar16 |
160111 |
118~19 |
118~20 |
118~07 |
118~18 |
-0~01 |
230,812 |
443,210 |
+19,650 |
Jun16 |
160111 |
117~24 |
117~24 |
117~24 |
117~24 |
-0~01 |
|
|
|
Total Volume and Open Interest |
230,812 |
443,210 |
+19,650 |
3-Mth Short Sterling(LIFFE) |
Mar16 |
160111 |
99.40 |
99.41 |
99.39 |
99.40 |
unch |
51,582 |
384,062 |
+5,946 |
Jun16 |
160111 |
99.37 |
99.37 |
99.34 |
99.36 |
unch |
100,633 |
481,961 |
+5,935 |
Sep16 |
160111 |
99.30 |
99.32 |
99.27 |
99.31 |
+0.01 |
80,797 |
346,170 |
+9,479 |
Dec16 |
160111 |
99.21 |
99.23 |
99.18 |
99.22 |
+0.02 |
67,151 |
410,140 |
+1,131 |
Mar17 |
160111 |
99.10 |
99.12 |
99.06 |
99.11 |
+0.02 |
56,020 |
405,961 |
+583 |
Jun17 |
160111 |
98.98 |
99.01 |
98.95 |
99.00 |
+0.02 |
69,935 |
288,554 |
+4,782 |
Total Volume and Open Interest |
643,919 |
3,304,533 |
+47,335 |
3-Mth Euribor(LIFFE) |
Mar16 |
160111 |
100.185 |
100.190 |
100.185 |
100.190 |
unch |
66,247 |
446,397 |
-5,176 |
Jun16 |
160111 |
100.220 |
100.220 |
100.210 |
100.220 |
unch |
55,393 |
380,837 |
-7,928 |
Sep16 |
160111 |
100.235 |
100.240 |
100.225 |
100.235 |
unch |
67,360 |
348,828 |
+7,662 |
Total Volume and Open Interest |
687,347 |
3,353,901 |
+8,168 |
3-Mth Aus T-Bills(SFE) |
Mar16 |
160111 |
97.78 |
97.80 |
97.77 |
97.79 |
unch |
10,775 |
212,231 |
-2,743 |
Jun16 |
160111 |
97.85 |
97.89 |
97.83 |
97.88 |
+0.02 |
21,020 |
223,327 |
-3,487 |
Sep16 |
160111 |
97.90 |
97.94 |
97.88 |
97.92 |
+0.01 |
13,594 |
138,460 |
-1,410 |
Dec16 |
160111 |
97.90 |
97.96 |
97.90 |
97.94 |
+0.02 |
10,122 |
111,236 |
-764 |
Mar17 |
160111 |
97.91 |
97.96 |
97.89 |
97.94 |
+0.03 |
6,406 |
82,199 |
+913 |
Jun17 |
160111 |
97.88 |
97.94 |
97.86 |
97.91 |
+0.02 |
4,503 |
49,819 |
+426 |
Sep17 |
160111 |
97.85 |
97.91 |
97.83 |
97.89 |
+0.03 |
3,401 |
36,383 |
-1,644 |
Dec17 |
160111 |
97.80 |
97.87 |
97.79 |
97.84 |
+0.03 |
2,305 |
24,057 |
-951 |
Mar18 |
160111 |
97.75 |
97.82 |
97.75 |
97.80 |
+0.04 |
632 |
6,398 |
+410 |
Jun18 |
160111 |
97.71 |
97.77 |
97.71 |
97.75 |
+0.05 |
74 |
6,618 |
+50 |
Total Volume and Open Interest |
73,032 |
891,972 |
-9,200 |
10-Year Aus T-Bonds(SFE) |
Mar16 |
160111 |
97.22 |
97.30 |
97.20 |
97.25 |
+0.03 |
104,504 |
734,749 |
+8,516 |
Jun16 |
160111 |
97.25 |
97.25 |
97.25 |
97.25 |
+0.03 |
|
|
|
Total Volume and Open Interest |
104,504 |
734,749 |
+8,516 |
3-Year Aus T-Bonds(SFE) |
Mar16 |
160111 |
98.00 |
98.06 |
97.97 |
98.03 |
+0.03 |
139,782 |
710,453 |
-9,745 |
Jun16 |
160111 |
98.03 |
98.03 |
98.03 |
98.03 |
+0.03 |
|
|
|
Total Volume and Open Interest |
139,782 |
710,453 |
-9,745 |
Gold(CMX) |
Feb16 |
160111 |
1103.6 |
1108.3 |
1093.1 |
1096.2 |
-1.7 |
217,266 |
271,905 |
-3,120 |
Apr16 |
160111 |
1104.7 |
1108.6 |
1093.4 |
1096.6 |
-2.0 |
16,221 |
70,745 |
+4,965 |
Jun16 |
160111 |
1104.6 |
1109.0 |
1094.2 |
1097.1 |
-2.1 |
3,890 |
31,924 |
+1,340 |
Aug16 |
160111 |
1108.7 |
1108.7 |
1096.3 |
1097.7 |
-2.2 |
1,389 |
10,159 |
+62 |
Oct16 |
160111 |
1110.0 |
1110.0 |
1098.5 |
1098.5 |
-2.3 |
99 |
3,054 |
-32 |
Dec16 |
160111 |
1107.6 |
1111.2 |
1099.1 |
1099.5 |
-2.3 |
2,042 |
17,830 |
+51 |
Feb17 |
160111 |
1112.2 |
1113.0 |
1098.9 |
1100.6 |
-2.4 |
85 |
389 |
+14 |
Apr17 |
160111 |
1113.9 |
1113.9 |
1100.0 |
1101.7 |
-2.6 |
12 |
682 |
+0 |
Jun17 |
160111 |
1103.0 |
1103.0 |
1103.0 |
1103.0 |
-2.7 |
54 |
5,236 |
+52 |
Aug17 |
160111 |
1104.4 |
1104.4 |
1104.4 |
1104.4 |
-2.8 |
0 |
90 |
+0 |
Oct17 |
160111 |
1105.9 |
1105.9 |
1105.9 |
1105.9 |
-3.0 |
|
|
|
Dec17 |
160111 |
1107.4 |
1107.4 |
1107.4 |
1107.4 |
-3.2 |
453 |
6,069 |
+12 |
Total Volume and Open Interest |
242,179 |
425,659 |
+3,653 |
Silver(CMX) |
Mar16 |
160111 |
1396.5 |
1407.5 |
1382.5 |
1386.6 |
-5.2 |
68,535 |
130,038 |
+184 |
May16 |
160111 |
1397.0 |
1409.0 |
1386.0 |
1389.3 |
-5.5 |
2,362 |
13,437 |
-8 |
Jul16 |
160111 |
1403.0 |
1411.0 |
1390.0 |
1392.3 |
-5.7 |
426 |
6,723 |
+25 |
Sep16 |
160111 |
1408.5 |
1408.5 |
1395.3 |
1395.3 |
-5.8 |
209 |
5,352 |
+4 |
Dec16 |
160111 |
1410.0 |
1415.0 |
1398.0 |
1399.5 |
-6.0 |
557 |
9,280 |
+179 |
Mar17 |
160111 |
1404.2 |
1404.2 |
1404.2 |
1404.2 |
-6.3 |
0 |
39 |
+0 |
May17 |
160111 |
1407.6 |
1407.6 |
1407.6 |
1407.6 |
-6.4 |
0 |
28 |
+0 |
Total Volume and Open Interest |
72,460 |
168,418 |
+173 |
Platinum(NYMEX) |
Jan16 |
160111 |
876.3 |
876.3 |
843.3 |
845.0 |
-32.1 |
117 |
861 |
-27 |
Apr16 |
160111 |
878.7 |
882.4 |
844.2 |
846.3 |
-32.4 |
15,607 |
63,129 |
+786 |
Jul16 |
160111 |
878.0 |
878.0 |
845.0 |
847.1 |
-32.5 |
343 |
3,181 |
+232 |
Oct16 |
160111 |
848.4 |
848.4 |
848.4 |
848.4 |
-32.5 |
1 |
23 |
-1 |
Total Volume and Open Interest |
16,077 |
67,254 |
+989 |
Palladium(NYMEX) |
Mar16 |
160111 |
495.30 |
496.55 |
473.05 |
474.30 |
-19.30 |
7,866 |
25,961 |
+246 |
Jun16 |
160111 |
490.90 |
491.00 |
474.95 |
474.95 |
-19.25 |
167 |
625 |
+129 |
Sep16 |
160111 |
489.20 |
491.20 |
475.95 |
475.95 |
-19.25 |
19 |
29 |
+19 |
Total Volume and Open Interest |
8,062 |
26,647 |
+396 |
Copper(CMX) |
Mar16 |
160111 |
201.30 |
201.55 |
196.65 |
197.25 |
-4.95 |
109,454 |
131,334 |
+6,681 |
May16 |
160111 |
202.10 |
202.10 |
197.50 |
198.10 |
-4.85 |
5,236 |
25,178 |
+1,272 |
Jul16 |
160111 |
202.05 |
202.10 |
198.35 |
198.85 |
-4.80 |
629 |
9,057 |
-12 |
Sep16 |
160111 |
199.60 |
200.65 |
199.50 |
199.55 |
-4.70 |
311 |
3,059 |
+10 |
Dec16 |
160111 |
201.40 |
201.40 |
199.90 |
200.10 |
-4.60 |
223 |
3,836 |
+14 |
Total Volume and Open Interest |
116,813 |
179,355 |
+8,069 |
E-mini DJIA Index(CBOT) |
Mar16 |
160111 |
16260 |
16372 |
16085 |
16287 |
+52 |
311,903 |
71,856 |
-3,351 |
Jun16 |
160111 |
16056 |
16288 |
16030 |
16216 |
+52 |
217 |
224 |
+65 |
Sep16 |
160111 |
15960 |
16200 |
15960 |
16148 |
+52 |
3 |
107 |
+0 |
Dec16 |
160111 |
16088 |
16088 |
16088 |
16088 |
+52 |
|
|
|
Total Volume and Open Interest |
312,123 |
72,187 |
-3,286 |
S & P 500(CME) |
Mar16 |
160111 |
1912.70 |
1928.50 |
1893.50 |
1914.20 |
+2.70 |
10,162 |
94,807 |
+2,165 |
Jun16 |
160111 |
1915.50 |
1921.30 |
1887.30 |
1906.90 |
+2.60 |
318 |
2,585 |
-310 |
Sep16 |
160111 |
1900.60 |
1915.10 |
1881.10 |
1900.60 |
+2.50 |
207 |
203 |
+79 |
Dec16 |
160111 |
1895.00 |
1909.70 |
1875.70 |
1895.00 |
+2.30 |
|
|
|
Total Volume and Open Interest |
10,687 |
97,595 |
+1,934 |
S & P 500 E-Mini(Globex) |
Mar16 |
160111 |
1909.25 |
1929.00 |
1892.50 |
1914.25 |
+2.75 |
2,969,295 |
2,610,790 |
+31,653 |
Jun16 |
160111 |
1902.50 |
1921.50 |
1885.75 |
1907.00 |
+2.75 |
6,883 |
11,013 |
-33 |
Sep16 |
160111 |
1895.75 |
1915.00 |
1879.50 |
1900.50 |
+2.50 |
3,612 |
2,612 |
+749 |
Dec16 |
160111 |
1878.75 |
1907.00 |
1877.50 |
1895.00 |
+2.25 |
14 |
46 |
-6 |
Total Volume and Open Interest |
2,979,804 |
2,624,461 |
+32,363 |
NASDAQ 100 E-Mini(Globex) |
Mar16 |
160111 |
4264.30 |
4304.50 |
4208.80 |
4273.00 |
+11.50 |
501,315 |
308,560 |
+1,769 |
Jun16 |
160111 |
4247.00 |
4296.00 |
4208.30 |
4267.50 |
+11.20 |
189 |
331 |
+12 |
Sep16 |
160111 |
4264.00 |
4278.80 |
4213.50 |
4264.00 |
+11.20 |
0 |
17 |
+0 |
Total Volume and Open Interest |
501,504 |
308,984 |
+1,781 |
S&P Midcap 400(CME) e-Mini |
Mar16 |
160111 |
1302.90 |
1313.60 |
1286.90 |
1298.70 |
-4.00 |
39,301 |
91,777 |
+4,686 |
Jun16 |
160111 |
1293.80 |
1305.00 |
1287.00 |
1293.80 |
-3.80 |
0 |
2 |
+0 |
Sep16 |
160111 |
1289.50 |
1289.50 |
1289.50 |
1289.50 |
-3.80 |
0 |
5 |
+0 |
Total Volume and Open Interest |
39,301 |
91,795 |
+4,686 |
Volatility Index(CBOE) |
Jan16 |
160111 |
25.25 |
26.45 |
23.09 |
23.48 |
-1.80 |
175,674 |
85,210 |
-8,870 |
Feb16 |
160111 |
23.12 |
24.25 |
21.75 |
21.98 |
-1.10 |
118,449 |
95,647 |
+4,797 |
Mar16 |
160111 |
22.20 |
23.28 |
21.42 |
21.58 |
-0.70 |
35,156 |
21,318 |
+1,796 |
Apr16 |
160111 |
22.22 |
22.97 |
21.35 |
21.63 |
-0.47 |
19,492 |
15,062 |
-298 |
Total Volume and Open Interest |
368,686 |
244,018 |
-2,233 |
Russell 2000(ICE) |
Mar16 |
160111 |
1046.00 |
1051.40 |
1026.70 |
1038.00 |
-3.20 |
166,878 |
384,182 |
+1,320 |
Jun16 |
160111 |
1039.00 |
1043.00 |
1034.80 |
1034.80 |
-2.30 |
1 |
5 |
+0 |
Sep16 |
160111 |
1035.00 |
1035.00 |
1031.60 |
1031.60 |
-2.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
166,879 |
384,188 |
+1,320 |
Nikkei 225(CME) |
Mar16 |
160111 |
17280 |
17585 |
17150 |
17410 |
+95 |
26,550 |
47,810 |
+943 |
Jun16 |
160111 |
17365 |
17365 |
17365 |
17365 |
+95 |
4 |
18 |
+2 |
Total Volume and Open Interest |
26,554 |
47,828 |
+945 |
Nikkei 225(SGX) |
Mar16 |
160111 |
17750 |
17865 |
17110 |
17325 |
-335 |
143,295 |
211,452 |
-288 |
Jun16 |
160111 |
17540 |
17540 |
17210 |
17210 |
-335 |
730 |
1,501 |
+332 |
Sep16 |
160111 |
17190 |
17190 |
17190 |
17190 |
-335 |
0 |
20 |
+0 |
Total Volume and Open Interest |
150,223 |
221,950 |
-3,124 |
CAC 40(EURONEXT) |
Jan16 |
160111 |
4295.5 |
4384.5 |
4283.0 |
4312.0 |
-20.5 |
148,265 |
268,316 |
+17,837 |
Feb16 |
160111 |
4291.5 |
4376.0 |
4282.0 |
4306.5 |
-19.5 |
562 |
964 |
+258 |
Mar16 |
160111 |
4289.5 |
4375.0 |
4289.5 |
4306.0 |
-20.0 |
192 |
10,252 |
+72 |
Total Volume and Open Interest |
149,019 |
279,537 |
+18,167 |
Hang Seng Index(HKFE) |
Jan16 |
160111 |
20435 |
20498 |
19820 |
19943 |
-456 |
174,109 |
100,566 |
-735 |
Feb16 |
160111 |
20480 |
20480 |
19829 |
19950 |
-456 |
1,599 |
2,797 |
+744 |
Mar16 |
160111 |
20445 |
20445 |
19780 |
19900 |
-454 |
855 |
6,086 |
+52 |
Total Volume and Open Interest |
178,133 |
111,768 |
+959 |
DAX(EUREX) |
Mar16 |
160111 |
9696.5 |
9980.5 |
9657.0 |
9857.0 |
-2.5 |
150,873 |
133,151 |
-1,690 |
Jun16 |
160111 |
9731.0 |
10018.0 |
9731.0 |
9900.0 |
-2.0 |
1,232 |
10,112 |
+598 |
Sep16 |
160111 |
9920.0 |
10000.0 |
9900.0 |
9900.0 |
-2.0 |
27 |
34 |
-5 |
Total Volume and Open Interest |
152,132 |
143,297 |
-1,097 |
FT-SE 100(EURONEXT) |
Mar16 |
160111 |
5800.00 |
5889.50 |
5789.00 |
5831.00 |
-41.50 |
202,907 |
547,302 |
+8,623 |
Jun16 |
160111 |
5778.50 |
5778.50 |
5778.50 |
5778.50 |
-41.00 |
1 |
3,140 |
+1 |
Sep16 |
160111 |
5732.50 |
5732.50 |
5732.50 |
5732.50 |
-41.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
202,908 |
550,443 |
+8,624 |
SPI 200(SFE) |
Mar16 |
160111 |
4927.0 |
4947.0 |
4829.0 |
4866.0 |
-64.0 |
50,363 |
231,645 |
+4,302 |
Jun16 |
160111 |
4831.0 |
4850.0 |
4831.0 |
4850.0 |
-68.0 |
8 |
1,572 |
-3 |
Sep16 |
160111 |
4798.0 |
4798.0 |
4798.0 |
4798.0 |
-68.0 |
0 |
635 |
+0 |
Total Volume and Open Interest |
51,163 |
237,647 |
+5,005 |
FTSE MIB(ISE) |
Mar16 |
160111 |
19800.00 |
20120.00 |
19745.00 |
19817.00 |
-84.00 |
52,216 |
69,098 |
-2,086 |
Jun16 |
160111 |
19495.00 |
19640.00 |
19380.00 |
19407.00 |
-89.00 |
62 |
95 |
+20 |
Sep16 |
160111 |
19282.00 |
19282.00 |
19282.00 |
19282.00 |
-119.00 |
|
|
|
Total Volume and Open Interest |
52,278 |
69,193 |
-2,066 |
KOSPI 200(KFE) |
Mar16 |
160111 |
232.25 |
232.50 |
231.75 |
231.75 |
-2.05 |
179,583 |
100,437 |
+4,660 |
Jun16 |
160111 |
233.30 |
233.30 |
232.30 |
232.30 |
-2.40 |
2,185 |
3,153 |
+1,539 |
Sep16 |
160111 |
232.70 |
232.90 |
232.70 |
232.90 |
-2.70 |
22 |
347 |
+6 |
Total Volume and Open Interest |
181,845 |
105,226 |
+6,206 |
GSCI(CME) |
Jan16 |
160111 |
293.00 |
293.00 |
284.10 |
286.05 |
-8.95 |
246 |
12,256 |
-84 |
Feb16 |
160111 |
295.50 |
295.50 |
289.20 |
291.25 |
-9.10 |
126 |
163 |
+116 |
Mar16 |
160111 |
298.50 |
298.50 |
298.50 |
298.50 |
-9.10 |
|
|
|
Total Volume and Open Interest |
372 |
12,419 |
+32 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|