|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Fri March 11, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar16 |
160311 |
882.75 |
888.75 |
882.75 |
888.00 |
+6.25 |
398 |
430 |
-282 |
May16 |
160311 |
887.50 |
896.75 |
887.00 |
895.75 |
+6.50 |
120,895 |
329,156 |
-1,232 |
Jul16 |
160311 |
892.50 |
902.50 |
892.50 |
901.50 |
+6.75 |
45,302 |
174,406 |
+971 |
Aug16 |
160311 |
895.00 |
904.00 |
895.00 |
903.50 |
+6.75 |
5,829 |
20,829 |
+968 |
Sep16 |
160311 |
898.75 |
904.25 |
897.75 |
903.50 |
+6.25 |
2,530 |
9,757 |
+467 |
Nov16 |
160311 |
900.25 |
907.50 |
898.75 |
906.75 |
+6.00 |
20,863 |
142,307 |
+729 |
Jan17 |
160311 |
903.00 |
911.25 |
903.00 |
911.00 |
+5.75 |
908 |
3,347 |
-74 |
Mar17 |
160311 |
906.00 |
913.25 |
906.00 |
913.00 |
+5.25 |
671 |
8,449 |
-165 |
May17 |
160311 |
909.75 |
915.00 |
909.75 |
914.50 |
+4.75 |
430 |
3,298 |
-11 |
Jul17 |
160311 |
920.00 |
920.00 |
915.50 |
919.25 |
+4.25 |
385 |
3,011 |
+132 |
Aug17 |
160311 |
916.75 |
916.75 |
916.75 |
916.75 |
+4.25 |
0 |
48 |
+0 |
Sep17 |
160311 |
908.50 |
908.50 |
908.50 |
908.50 |
+4.75 |
0 |
35 |
+0 |
Nov17 |
160311 |
896.25 |
902.50 |
896.00 |
902.25 |
+5.00 |
261 |
3,316 |
+114 |
Jan18 |
160311 |
907.00 |
907.00 |
907.00 |
907.00 |
+5.25 |
0 |
11 |
+0 |
Total Volume and Open Interest |
198,472 |
698,471 |
+1,617 |
Soybean Meal(CBOT) |
Mar16 |
160311 |
269.60 |
272.00 |
269.60 |
272.00 |
+1.80 |
362 |
197 |
-186 |
May16 |
160311 |
271.40 |
274.40 |
270.80 |
273.50 |
+1.60 |
50,447 |
163,220 |
-3,801 |
Jul16 |
160311 |
274.40 |
276.90 |
273.50 |
276.20 |
+1.60 |
21,337 |
93,774 |
-982 |
Aug16 |
160311 |
275.70 |
277.90 |
274.70 |
277.20 |
+1.50 |
5,167 |
20,739 |
+592 |
Sep16 |
160311 |
276.60 |
278.90 |
275.90 |
278.10 |
+1.30 |
2,449 |
18,207 |
+384 |
Oct16 |
160311 |
276.90 |
279.50 |
276.50 |
278.60 |
+1.10 |
1,625 |
12,581 |
+97 |
Dec16 |
160311 |
279.00 |
281.20 |
278.10 |
280.30 |
+0.90 |
6,854 |
44,645 |
-288 |
Jan17 |
160311 |
280.50 |
282.00 |
279.40 |
281.30 |
+0.90 |
202 |
3,301 |
-10 |
Mar17 |
160311 |
281.60 |
282.50 |
280.30 |
281.70 |
+0.40 |
449 |
4,419 |
-128 |
May17 |
160311 |
282.30 |
282.30 |
280.70 |
281.90 |
+0.30 |
163 |
1,885 |
+25 |
Total Volume and Open Interest |
89,135 |
365,680 |
-4,227 |
Soybean Oil(CBOT) |
Mar16 |
160311 |
31.99 |
32.05 |
31.93 |
31.93 |
+0.52 |
161 |
209 |
-61 |
May16 |
160311 |
31.62 |
32.30 |
31.60 |
32.13 |
+0.51 |
71,167 |
178,169 |
+6,746 |
Jul16 |
160311 |
31.83 |
32.52 |
31.83 |
32.37 |
+0.51 |
24,809 |
102,113 |
-583 |
Aug16 |
160311 |
31.99 |
32.60 |
31.99 |
32.45 |
+0.50 |
4,230 |
23,080 |
+353 |
Sep16 |
160311 |
32.08 |
32.70 |
32.08 |
32.54 |
+0.50 |
3,644 |
14,709 |
+161 |
Oct16 |
160311 |
32.10 |
32.75 |
32.10 |
32.61 |
+0.50 |
2,038 |
9,982 |
-163 |
Dec16 |
160311 |
32.27 |
32.93 |
32.27 |
32.80 |
+0.50 |
8,047 |
42,700 |
+1,631 |
Jan17 |
160311 |
32.91 |
33.15 |
32.89 |
33.02 |
+0.47 |
395 |
3,621 |
-34 |
Mar17 |
160311 |
32.89 |
33.32 |
32.89 |
33.16 |
+0.45 |
535 |
4,352 |
-193 |
May17 |
160311 |
32.97 |
33.44 |
32.97 |
33.27 |
+0.42 |
162 |
2,339 |
+26 |
Total Volume and Open Interest |
115,248 |
391,120 |
+7,903 |
Canola(WCE) |
Mar16 |
160311 |
461.4 |
461.4 |
461.4 |
461.4 |
-1.9 |
|
|
|
May16 |
160311 |
464.8 |
469.1 |
460.0 |
463.4 |
-1.9 |
9,597 |
118,801 |
+2,111 |
Jul16 |
160311 |
468.0 |
470.5 |
463.2 |
465.9 |
-2.1 |
2,824 |
34,768 |
-159 |
Nov16 |
160311 |
470.6 |
471.0 |
464.3 |
467.5 |
-3.1 |
887 |
22,627 |
-8 |
Jan17 |
160311 |
473.9 |
473.9 |
471.4 |
471.4 |
-4.1 |
87 |
987 |
+1 |
Total Volume and Open Interest |
13,405 |
177,420 |
+1,950 |
Corn(CBOT) |
Mar16 |
160311 |
362.50 |
366.25 |
362.25 |
366.00 |
+3.50 |
1,749 |
2,114 |
-1,051 |
May16 |
160311 |
362.00 |
365.25 |
362.00 |
365.00 |
+2.25 |
159,734 |
667,629 |
+5,788 |
Jul16 |
160311 |
366.25 |
369.75 |
366.25 |
369.50 |
+2.00 |
45,426 |
313,961 |
+6,194 |
Sep16 |
160311 |
372.00 |
374.50 |
371.75 |
374.25 |
+2.00 |
18,765 |
129,135 |
-1,135 |
Dec16 |
160311 |
381.00 |
383.25 |
380.25 |
382.75 |
+1.75 |
20,272 |
184,495 |
+1,787 |
Mar17 |
160311 |
389.75 |
391.25 |
389.00 |
391.25 |
+1.50 |
1,410 |
34,459 |
+433 |
May17 |
160311 |
394.00 |
395.50 |
393.75 |
395.25 |
+1.25 |
811 |
5,476 |
+147 |
Jul17 |
160311 |
397.00 |
398.50 |
396.25 |
398.25 |
+1.25 |
520 |
15,468 |
+271 |
Sep17 |
160311 |
393.25 |
393.25 |
386.75 |
388.50 |
-0.75 |
0 |
1,816 |
+0 |
Dec17 |
160311 |
388.00 |
389.25 |
387.00 |
388.75 |
+1.00 |
850 |
12,289 |
+188 |
Total Volume and Open Interest |
249,546 |
1,368,918 |
+12,626 |
Wheat(CBOT) |
Mar16 |
160311 |
472.50 |
472.75 |
467.75 |
469.75 |
-1.75 |
145 |
122 |
-110 |
May16 |
160311 |
476.25 |
478.50 |
471.50 |
475.75 |
-1.25 |
57,585 |
227,330 |
-1,709 |
Jul16 |
160311 |
482.25 |
484.50 |
478.25 |
482.75 |
-0.50 |
22,815 |
117,776 |
+1,825 |
Sep16 |
160311 |
492.50 |
493.50 |
487.75 |
492.00 |
-0.50 |
5,943 |
30,672 |
+1,987 |
Dec16 |
160311 |
506.50 |
507.00 |
501.25 |
505.50 |
-0.50 |
2,985 |
42,729 |
+86 |
Mar17 |
160311 |
518.50 |
519.75 |
514.50 |
518.75 |
+0.25 |
636 |
10,091 |
+117 |
Total Volume and Open Interest |
90,468 |
432,038 |
+2,298 |
Wheat(KCBT) |
Mar16 |
160311 |
472.75 |
472.75 |
468.75 |
472.50 |
-0.25 |
10 |
18 |
-1 |
May16 |
160311 |
483.00 |
485.25 |
479.50 |
483.00 |
-0.25 |
16,681 |
97,207 |
-1,968 |
Jul16 |
160311 |
493.50 |
495.00 |
489.25 |
493.00 |
unch |
6,242 |
68,124 |
+640 |
Sep16 |
160311 |
506.25 |
508.00 |
502.50 |
506.00 |
unch |
1,073 |
11,429 |
+248 |
Dec16 |
160311 |
526.00 |
527.25 |
522.00 |
525.25 |
-0.25 |
508 |
20,544 |
-44 |
Mar17 |
160311 |
539.50 |
540.00 |
534.75 |
538.00 |
-0.50 |
167 |
8,557 |
+38 |
May17 |
160311 |
546.00 |
546.00 |
546.00 |
546.00 |
-0.50 |
29 |
2,563 |
+4 |
Total Volume and Open Interest |
24,727 |
209,082 |
-1,078 |
Wheat(MGE) |
Mar16 |
160311 |
515.50 |
515.50 |
515.50 |
515.50 |
+3.75 |
8 |
0 |
-8 |
May16 |
160311 |
512.00 |
516.75 |
510.50 |
515.25 |
+2.75 |
2,556 |
0 |
-29,918 |
Jul16 |
160311 |
520.00 |
525.25 |
518.75 |
523.50 |
+3.00 |
1,222 |
0 |
-20,713 |
Sep16 |
160311 |
530.00 |
534.00 |
528.50 |
533.25 |
+3.00 |
447 |
0 |
-8,725 |
Dec16 |
160311 |
544.00 |
548.25 |
542.00 |
546.75 |
+2.75 |
229 |
0 |
-7,311 |
Mar17 |
160311 |
556.50 |
561.00 |
555.00 |
559.75 |
+2.00 |
74 |
0 |
-3,405 |
Total Volume and Open Interest |
4,644 |
70,422 |
-867 |
Oats(CBOT) |
Mar16 |
160311 |
179.00 |
181.00 |
179.00 |
181.00 |
+3.25 |
44 |
50 |
+29 |
May16 |
160311 |
188.25 |
192.00 |
187.00 |
191.50 |
+3.25 |
378 |
8,345 |
+27 |
Jul16 |
160311 |
198.25 |
201.00 |
198.00 |
200.50 |
+2.75 |
73 |
2,239 |
+41 |
Sep16 |
160311 |
206.00 |
208.00 |
206.00 |
207.50 |
+2.00 |
13 |
158 |
+8 |
Total Volume and Open Interest |
510 |
11,133 |
+105 |
Rough Rice(CBOT) |
Mar16 |
160311 |
10.19 |
10.19 |
10.10 |
10.10 |
-0.01 |
1 |
10 |
+0 |
May16 |
160311 |
10.29 |
10.47 |
10.29 |
10.33 |
-0.02 |
534 |
10,062 |
+79 |
Jul16 |
160311 |
10.65 |
10.70 |
10.57 |
10.60 |
-0.02 |
219 |
1,748 |
+131 |
Sep16 |
160311 |
10.85 |
10.85 |
10.76 |
10.76 |
-0.02 |
84 |
323 |
+38 |
Total Volume and Open Interest |
840 |
12,172 |
+249 |
Live Cattle(CME) |
Apr16 |
160311 |
138.750 |
141.130 |
138.435 |
139.800 |
+1.500 |
20,932 |
97,413 |
-4,388 |
Jun16 |
160311 |
127.850 |
129.785 |
127.800 |
128.550 |
+0.915 |
16,696 |
94,020 |
+1,642 |
Aug16 |
160311 |
122.900 |
124.600 |
122.885 |
123.200 |
+0.470 |
6,764 |
45,704 |
+926 |
Oct16 |
160311 |
122.650 |
123.900 |
122.285 |
122.600 |
unch |
3,189 |
30,174 |
+457 |
Dec16 |
160311 |
122.250 |
123.230 |
121.730 |
122.050 |
-0.085 |
1,147 |
14,364 |
+130 |
Feb17 |
160311 |
121.500 |
122.550 |
121.135 |
121.400 |
-0.030 |
118 |
3,758 |
-2 |
Total Volume and Open Interest |
48,994 |
287,431 |
-1,166 |
Feeder Cattle(CME) |
Mar16 |
160311 |
161.900 |
164.935 |
161.900 |
162.400 |
+0.850 |
1,366 |
4,359 |
-483 |
Apr16 |
160311 |
162.080 |
165.700 |
161.800 |
162.735 |
+1.135 |
3,386 |
10,241 |
-397 |
May16 |
160311 |
161.700 |
164.850 |
161.435 |
162.100 |
+1.000 |
2,793 |
11,994 |
+873 |
Aug16 |
160311 |
160.900 |
163.750 |
160.830 |
161.350 |
+0.665 |
1,098 |
9,944 |
+72 |
Sep16 |
160311 |
159.100 |
162.050 |
159.100 |
159.450 |
+0.515 |
189 |
1,578 |
+27 |
Oct16 |
160311 |
156.600 |
160.000 |
156.600 |
157.000 |
+0.515 |
237 |
1,335 |
+80 |
Nov16 |
160311 |
152.535 |
156.080 |
152.485 |
152.630 |
+0.300 |
110 |
1,235 |
+53 |
Total Volume and Open Interest |
9,180 |
40,771 |
+225 |
Lean Hogs(CME) |
Apr16 |
160311 |
72.500 |
72.700 |
71.635 |
71.830 |
-0.350 |
30,418 |
51,628 |
-3,268 |
May16 |
160311 |
79.600 |
79.750 |
79.000 |
79.250 |
-0.100 |
283 |
1,677 |
+42 |
Jun16 |
160311 |
83.200 |
83.480 |
82.650 |
83.080 |
+0.180 |
24,194 |
63,812 |
+5,637 |
Jul16 |
160311 |
82.100 |
82.535 |
81.730 |
82.200 |
+0.150 |
8,443 |
17,322 |
+1,165 |
Aug16 |
160311 |
81.230 |
81.500 |
80.535 |
81.230 |
+0.030 |
8,105 |
28,748 |
+2,337 |
Oct16 |
160311 |
69.250 |
69.500 |
68.580 |
69.450 |
+0.100 |
3,729 |
21,815 |
+310 |
Dec16 |
160311 |
64.475 |
64.580 |
63.750 |
64.500 |
+0.070 |
2,409 |
15,761 |
+1,117 |
Feb17 |
160311 |
66.900 |
67.000 |
66.400 |
66.975 |
+0.175 |
1,486 |
4,955 |
+474 |
Total Volume and Open Interest |
79,788 |
207,354 |
+8,285 |
Class III Milk(CME) |
Mar16 |
160311 |
13.82 |
13.84 |
13.79 |
13.79 |
-0.01 |
129 |
3,986 |
-55 |
Apr16 |
160311 |
13.60 |
13.72 |
13.55 |
13.66 |
+0.10 |
111 |
5,104 |
-35 |
May16 |
160311 |
13.48 |
13.59 |
13.45 |
13.50 |
+0.09 |
89 |
4,183 |
+43 |
Jun16 |
160311 |
13.54 |
13.63 |
13.50 |
13.63 |
+0.17 |
126 |
3,710 |
+91 |
Jul16 |
160311 |
13.96 |
14.03 |
13.89 |
14.03 |
+0.17 |
43 |
2,899 |
+6 |
Aug16 |
160311 |
14.32 |
14.45 |
14.32 |
14.45 |
+0.14 |
34 |
2,524 |
+23 |
Sep16 |
160311 |
14.61 |
14.74 |
14.61 |
14.74 |
+0.16 |
13 |
2,468 |
+7 |
Oct16 |
160311 |
14.76 |
14.81 |
14.76 |
14.79 |
+0.08 |
14 |
1,989 |
+0 |
Nov16 |
160311 |
14.79 |
14.82 |
14.79 |
14.79 |
+0.04 |
20 |
1,882 |
+3 |
Dec16 |
160311 |
14.74 |
14.80 |
14.74 |
14.80 |
+0.03 |
30 |
1,788 |
+6 |
Jan17 |
160311 |
14.70 |
14.79 |
14.69 |
14.79 |
+0.06 |
42 |
341 |
+16 |
Feb17 |
160311 |
14.72 |
14.80 |
14.71 |
14.78 |
+0.02 |
39 |
256 |
+13 |
Mar17 |
160311 |
14.70 |
14.75 |
14.70 |
14.70 |
+0.05 |
45 |
228 |
+17 |
Total Volume and Open Interest |
803 |
32,168 |
+182 |
Cocoa(ICE) |
Mar16 |
160311 |
3031 |
3031 |
3031 |
3031 |
unch |
0 |
6 |
-4 |
May16 |
160311 |
3058 |
3077 |
3048 |
3062 |
unch |
19,836 |
84,590 |
+813 |
Jul16 |
160311 |
3060 |
3074 |
3047 |
3062 |
+3 |
10,657 |
57,986 |
+1,312 |
Sep16 |
160311 |
3040 |
3053 |
3029 |
3045 |
+4 |
4,898 |
39,965 |
-257 |
Dec16 |
160311 |
3009 |
3018 |
2995 |
3012 |
+3 |
2,246 |
20,292 |
+231 |
Mar17 |
160311 |
2987 |
2994 |
2971 |
2988 |
+2 |
1,790 |
24,440 |
+26 |
May17 |
160311 |
2976 |
2982 |
2965 |
2979 |
+3 |
163 |
4,547 |
+134 |
Total Volume and Open Interest |
39,897 |
238,598 |
+2,341 |
Coffee "C"(ICE) |
Mar16 |
160311 |
123.00 |
124.40 |
123.00 |
124.40 |
+3.80 |
4 |
69 |
-1 |
May16 |
160311 |
122.50 |
126.25 |
122.35 |
125.80 |
+3.65 |
18,306 |
88,213 |
-1,358 |
Jul16 |
160311 |
124.05 |
128.00 |
124.05 |
127.55 |
+3.50 |
5,987 |
40,161 |
-345 |
Sep16 |
160311 |
126.30 |
129.65 |
126.00 |
129.20 |
+3.40 |
3,896 |
25,512 |
+941 |
Dec16 |
160311 |
128.25 |
131.40 |
128.00 |
131.05 |
+3.30 |
2,628 |
25,831 |
+627 |
Mar17 |
160311 |
130.55 |
133.15 |
130.20 |
132.85 |
+3.10 |
196 |
6,716 |
+39 |
Total Volume and Open Interest |
31,159 |
193,456 |
-57 |
Orange Juice(ICE) |
Mar16 |
160310 |
119.70 |
119.70 |
119.70 |
119.70 |
-3.15 |
0 |
297 |
+0 |
May16 |
160311 |
122.25 |
122.40 |
120.05 |
121.40 |
-0.65 |
666 |
9,293 |
-72 |
Jul16 |
160311 |
122.20 |
122.30 |
120.80 |
121.90 |
-0.60 |
77 |
1,496 |
-1 |
Sep16 |
160311 |
122.50 |
122.50 |
122.50 |
122.50 |
-0.45 |
39 |
904 |
+17 |
Nov16 |
160311 |
123.10 |
123.10 |
123.10 |
123.10 |
-0.25 |
10 |
289 |
-8 |
Jan17 |
160311 |
124.00 |
124.00 |
124.00 |
124.00 |
-0.10 |
0 |
72 |
+0 |
Total Volume and Open Interest |
793 |
12,351 |
-65 |
Sugar #11(ICE) |
May16 |
160311 |
14.88 |
15.34 |
14.85 |
15.13 |
+0.31 |
47,630 |
289,020 |
-5,712 |
Jul16 |
160311 |
14.83 |
15.25 |
14.81 |
15.06 |
+0.27 |
25,733 |
211,952 |
+1,353 |
Oct16 |
160311 |
14.99 |
15.38 |
14.99 |
15.22 |
+0.24 |
10,875 |
113,184 |
+632 |
Mar17 |
160311 |
15.50 |
15.84 |
15.47 |
15.69 |
+0.20 |
4,914 |
77,184 |
+658 |
May17 |
160311 |
15.34 |
15.62 |
15.33 |
15.51 |
+0.17 |
978 |
12,672 |
+263 |
Jul17 |
160311 |
15.17 |
15.40 |
15.17 |
15.32 |
+0.16 |
310 |
17,938 |
+112 |
Oct17 |
160311 |
15.16 |
15.33 |
15.16 |
15.27 |
+0.15 |
209 |
15,641 |
+97 |
Mar18 |
160311 |
15.40 |
15.55 |
15.40 |
15.51 |
+0.13 |
81 |
6,054 |
+14 |
Total Volume and Open Interest |
90,900 |
748,537 |
-2,536 |
London Cocoa(LCE) |
Mar16 |
160311 |
2238 |
2252 |
2229 |
2232 |
-7 |
5,720 |
14,961 |
-4,175 |
May16 |
160311 |
2236 |
2252 |
2213 |
2225 |
-13 |
12,776 |
72,181 |
+1,761 |
Jul16 |
160311 |
2225 |
2238 |
2202 |
2212 |
-13 |
11,303 |
61,721 |
+2,660 |
Sep16 |
160311 |
2201 |
2213 |
2177 |
2188 |
-14 |
4,084 |
51,683 |
+148 |
Dec16 |
160311 |
2154 |
2165 |
2131 |
2142 |
-15 |
1,835 |
37,904 |
+69 |
Mar17 |
160311 |
2123 |
2133 |
2098 |
2110 |
-15 |
2,279 |
35,023 |
-201 |
May17 |
160311 |
2128 |
2130 |
2107 |
2107 |
-16 |
414 |
3,728 |
+116 |
Total Volume and Open Interest |
38,498 |
278,286 |
+380 |
London Sugar(LCE) |
May16 |
160311 |
427.20 |
435.00 |
427.20 |
433.40 |
+6.60 |
4,547 |
41,765 |
+582 |
Aug16 |
160311 |
422.80 |
430.00 |
422.80 |
428.70 |
+6.30 |
2,584 |
24,205 |
+481 |
Oct16 |
160311 |
419.50 |
426.00 |
419.50 |
424.50 |
+5.80 |
808 |
11,840 |
+28 |
Dec16 |
160311 |
420.00 |
425.90 |
420.00 |
424.30 |
+5.50 |
921 |
5,954 |
+151 |
Mar17 |
160311 |
423.80 |
428.10 |
423.70 |
425.90 |
+4.10 |
336 |
4,285 |
+166 |
Total Volume and Open Interest |
9,203 |
90,542 |
+1,406 |
Cotton(ICE) |
May16 |
160311 |
56.56 |
57.45 |
56.49 |
57.15 |
+0.32 |
15,244 |
121,764 |
+822 |
Jul16 |
160311 |
56.55 |
57.24 |
56.45 |
57.03 |
+0.26 |
7,067 |
44,784 |
+1,053 |
Oct16 |
160311 |
56.84 |
56.84 |
56.84 |
56.84 |
+0.18 |
0 |
2 |
+0 |
Dec16 |
160311 |
56.58 |
56.95 |
56.42 |
56.82 |
+0.12 |
2,795 |
34,599 |
+1,024 |
Mar17 |
160311 |
57.83 |
57.83 |
57.71 |
57.71 |
+0.11 |
313 |
5,964 |
+195 |
May17 |
160311 |
58.34 |
58.46 |
58.34 |
58.42 |
+0.09 |
169 |
1,761 |
-38 |
Total Volume and Open Interest |
25,737 |
211,483 |
+3,157 |
Lumber(CME) |
Mar16 |
160311 |
278.5 |
297.7 |
278.5 |
288.1 |
+10.4 |
118 |
62 |
-67 |
May16 |
160311 |
283.0 |
291.6 |
283.0 |
291.6 |
+10.0 |
396 |
3,552 |
+103 |
Jul16 |
160311 |
282.7 |
290.8 |
282.7 |
289.8 |
+9.0 |
62 |
564 |
+5 |
Sep16 |
160311 |
287.0 |
290.9 |
287.0 |
290.2 |
+9.3 |
0 |
76 |
+0 |
Total Volume and Open Interest |
576 |
4,294 |
+41 |
Crude Oil(NYM) |
Apr16 |
160311 |
37.99 |
39.02 |
37.92 |
38.50 |
+0.66 |
740,632 |
311,063 |
-50,188 |
May16 |
160311 |
39.61 |
40.48 |
39.53 |
40.09 |
+0.69 |
334,937 |
420,591 |
+41,406 |
Jun16 |
160311 |
40.51 |
41.33 |
40.45 |
40.98 |
+0.66 |
125,755 |
217,668 |
+1,022 |
Jul16 |
160311 |
41.32 |
41.97 |
41.10 |
41.65 |
+0.65 |
41,887 |
93,300 |
-1,344 |
Aug16 |
160311 |
41.96 |
42.49 |
41.66 |
42.20 |
+0.60 |
24,961 |
65,853 |
+2,564 |
Sep16 |
160311 |
42.32 |
42.99 |
42.16 |
42.67 |
+0.58 |
31,547 |
78,892 |
+2,313 |
Oct16 |
160311 |
42.80 |
43.31 |
42.80 |
43.05 |
+0.58 |
11,230 |
45,320 |
+563 |
Nov16 |
160311 |
43.31 |
43.64 |
43.31 |
43.41 |
+0.59 |
12,906 |
34,567 |
-2,805 |
Dec16 |
160311 |
43.42 |
44.00 |
43.14 |
43.73 |
+0.58 |
58,223 |
188,822 |
+4,110 |
Jan17 |
160311 |
44.05 |
44.13 |
43.42 |
43.99 |
+0.56 |
3,679 |
32,486 |
-375 |
Feb17 |
160311 |
44.29 |
44.36 |
43.73 |
44.24 |
+0.54 |
2,034 |
18,026 |
+398 |
Mar17 |
160311 |
44.70 |
44.70 |
43.97 |
44.49 |
+0.52 |
4,674 |
33,766 |
+592 |
Apr17 |
160311 |
44.73 |
44.73 |
44.73 |
44.73 |
+0.51 |
3,655 |
8,777 |
-915 |
May17 |
160311 |
44.96 |
44.96 |
44.96 |
44.96 |
+0.49 |
2,561 |
8,038 |
-245 |
Jun17 |
160311 |
45.23 |
45.35 |
44.67 |
45.19 |
+0.48 |
8,301 |
44,723 |
-236 |
Jul17 |
160311 |
45.40 |
45.40 |
45.40 |
45.40 |
+0.47 |
877 |
7,749 |
+184 |
Total Volume and Open Interest |
1,430,577 |
1,815,450 |
-1,024 |
e-miNY Crude Oil(NYM) |
Apr16 |
160311 |
37.975 |
39.000 |
37.925 |
38.500 |
+0.650 |
13,394 |
5,699 |
+443 |
May16 |
160311 |
39.550 |
40.425 |
39.550 |
40.100 |
+0.700 |
613 |
725 |
+39 |
Jun16 |
160311 |
40.575 |
41.225 |
40.500 |
40.975 |
+0.650 |
99 |
342 |
-4 |
Jul16 |
160311 |
41.275 |
41.850 |
41.275 |
41.650 |
+0.650 |
23 |
195 |
+11 |
Aug16 |
160311 |
42.000 |
42.200 |
42.000 |
42.200 |
+0.600 |
2 |
53 |
+0 |
Sep16 |
160311 |
42.825 |
42.825 |
42.675 |
42.675 |
+0.575 |
0 |
81 |
+0 |
Oct16 |
160311 |
43.050 |
43.050 |
43.050 |
43.050 |
+0.575 |
0 |
42 |
+0 |
Nov16 |
160311 |
43.400 |
43.400 |
43.400 |
43.400 |
+0.575 |
0 |
10 |
+0 |
Dec16 |
160311 |
43.700 |
43.750 |
43.500 |
43.725 |
+0.575 |
1 |
230 |
+0 |
Jan17 |
160311 |
43.975 |
44.025 |
43.750 |
44.000 |
+0.575 |
0 |
7 |
+0 |
Total Volume and Open Interest |
14,160 |
7,851 |
+511 |
NY Harbor ULSD(NYM) |
Apr16 |
160311 |
122.19 |
124.11 |
121.42 |
121.80 |
+0.19 |
53,848 |
68,885 |
-6,522 |
May16 |
160311 |
123.12 |
125.04 |
122.39 |
122.82 |
+0.30 |
38,352 |
70,698 |
+2,345 |
Jun16 |
160311 |
124.39 |
126.22 |
123.63 |
124.10 |
+0.42 |
35,233 |
46,988 |
-2,030 |
Jul16 |
160311 |
127.16 |
127.74 |
125.24 |
125.77 |
+0.50 |
15,121 |
31,047 |
+1,315 |
Aug16 |
160311 |
128.60 |
129.51 |
127.14 |
127.59 |
+0.54 |
10,705 |
20,054 |
+465 |
Sep16 |
160311 |
130.69 |
131.42 |
129.09 |
129.65 |
+0.59 |
6,032 |
18,108 |
+156 |
Oct16 |
160311 |
132.82 |
133.45 |
131.28 |
131.68 |
+0.63 |
3,765 |
10,578 |
+943 |
Nov16 |
160311 |
134.23 |
135.24 |
133.30 |
133.65 |
+0.65 |
1,943 |
8,324 |
+19 |
Dec16 |
160311 |
136.23 |
137.03 |
134.92 |
135.39 |
+0.65 |
11,217 |
39,983 |
-248 |
Jan17 |
160311 |
138.14 |
138.14 |
136.76 |
136.89 |
+0.63 |
936 |
15,338 |
+293 |
Feb17 |
160311 |
138.61 |
138.61 |
137.94 |
137.94 |
+0.62 |
632 |
3,256 |
-22 |
Mar17 |
160311 |
139.65 |
139.65 |
138.46 |
138.46 |
+0.64 |
841 |
5,642 |
+318 |
Apr17 |
160311 |
139.36 |
139.36 |
138.31 |
138.31 |
+0.64 |
447 |
1,857 |
+62 |
May17 |
160311 |
138.93 |
139.01 |
138.51 |
138.57 |
+0.60 |
592 |
1,232 |
-138 |
Total Volume and Open Interest |
182,036 |
360,902 |
-2,836 |
RBOB Gasoline(NYM) |
Apr16 |
160311 |
144.50 |
146.36 |
143.29 |
144.43 |
+0.53 |
73,581 |
88,757 |
-5,992 |
May16 |
160311 |
147.62 |
149.37 |
146.42 |
147.64 |
+0.64 |
65,170 |
87,634 |
+5,490 |
Jun16 |
160311 |
148.59 |
150.11 |
147.43 |
148.64 |
+0.68 |
51,275 |
46,387 |
-2,221 |
Jul16 |
160311 |
149.64 |
149.64 |
147.23 |
148.29 |
+0.65 |
29,066 |
39,562 |
+1,550 |
Aug16 |
160311 |
147.75 |
147.75 |
145.46 |
146.44 |
+0.61 |
21,005 |
30,380 |
+1,205 |
Sep16 |
160311 |
143.74 |
144.26 |
142.36 |
143.40 |
+0.57 |
18,318 |
38,523 |
-368 |
Oct16 |
160311 |
129.64 |
129.90 |
128.07 |
129.11 |
+0.52 |
8,149 |
19,711 |
+851 |
Nov16 |
160311 |
125.71 |
126.29 |
124.68 |
125.72 |
+0.47 |
5,284 |
11,374 |
-86 |
Dec16 |
160311 |
124.58 |
124.98 |
122.63 |
123.78 |
+0.40 |
11,731 |
32,593 |
+1,078 |
Jan17 |
160311 |
124.16 |
124.73 |
123.23 |
123.76 |
+0.33 |
1,060 |
4,528 |
-103 |
Total Volume and Open Interest |
288,681 |
427,005 |
+1,013 |
e-miNY RBOB Gasoline(NYM) |
Apr16 |
160311 |
144.40 |
144.43 |
144.40 |
144.40 |
+0.50 |
0 |
1 |
+0 |
May16 |
160311 |
147.64 |
147.64 |
147.64 |
147.64 |
+0.64 |
|
|
|
Jun16 |
160311 |
148.60 |
148.64 |
148.60 |
148.60 |
+0.60 |
|
|
|
Jul16 |
160311 |
148.29 |
148.29 |
148.29 |
148.29 |
+0.69 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Apr16 |
160311 |
1.799 |
1.859 |
1.792 |
1.822 |
+0.034 |
160,681 |
228,394 |
-18,771 |
May16 |
160311 |
1.896 |
1.947 |
1.887 |
1.915 |
+0.032 |
93,795 |
247,748 |
+15,124 |
Jun16 |
160311 |
2.008 |
2.053 |
1.996 |
2.023 |
+0.034 |
30,641 |
68,965 |
+5,996 |
Jul16 |
160311 |
2.100 |
2.151 |
2.093 |
2.121 |
+0.035 |
30,280 |
86,530 |
+2,486 |
Aug16 |
160311 |
2.164 |
2.202 |
2.145 |
2.171 |
+0.035 |
14,185 |
39,018 |
+685 |
Sep16 |
160311 |
2.168 |
2.220 |
2.161 |
2.190 |
+0.036 |
14,646 |
78,889 |
+2,845 |
Oct16 |
160311 |
2.210 |
2.259 |
2.201 |
2.231 |
+0.034 |
20,067 |
69,786 |
-137 |
Nov16 |
160311 |
2.386 |
2.427 |
2.374 |
2.407 |
+0.032 |
5,341 |
26,230 |
+410 |
Dec16 |
160311 |
2.641 |
2.692 |
2.640 |
2.669 |
+0.026 |
6,505 |
32,833 |
+1,533 |
Jan17 |
160311 |
2.791 |
2.830 |
2.787 |
2.800 |
+0.024 |
12,019 |
58,129 |
+1,015 |
Feb17 |
160311 |
2.790 |
2.819 |
2.781 |
2.793 |
+0.023 |
1,696 |
13,590 |
+119 |
Mar17 |
160311 |
2.737 |
2.790 |
2.737 |
2.759 |
+0.021 |
4,133 |
36,710 |
-379 |
Apr17 |
160311 |
2.580 |
2.615 |
2.574 |
2.587 |
+0.011 |
2,477 |
35,749 |
+331 |
May17 |
160311 |
2.599 |
2.610 |
2.592 |
2.599 |
+0.007 |
201 |
8,018 |
+60 |
Jun17 |
160311 |
2.650 |
2.655 |
2.640 |
2.645 |
+0.005 |
136 |
4,328 |
-1 |
Jul17 |
160311 |
2.700 |
2.700 |
2.688 |
2.689 |
+0.004 |
83 |
3,730 |
+46 |
Total Volume and Open Interest |
397,209 |
1,082,483 |
+11,502 |
Brent Crude Oil(ICE) |
May16 |
160311 |
40.33 |
41.03 |
40.02 |
40.39 |
+0.34 |
333,486 |
416,954 |
-22,321 |
Jun16 |
160311 |
40.97 |
41.64 |
40.69 |
41.09 |
+0.41 |
228,104 |
358,237 |
+23,142 |
Jul16 |
160311 |
41.47 |
42.11 |
41.22 |
41.64 |
+0.47 |
92,336 |
197,734 |
+5,627 |
Aug16 |
160311 |
42.01 |
42.64 |
41.78 |
42.21 |
+0.49 |
50,901 |
104,103 |
+1,893 |
Sep16 |
160311 |
42.25 |
43.15 |
42.25 |
42.74 |
+0.49 |
46,020 |
146,874 |
+3,675 |
Oct16 |
160311 |
43.05 |
43.60 |
42.80 |
43.21 |
+0.47 |
28,285 |
71,704 |
+5,353 |
Nov16 |
160311 |
43.52 |
44.04 |
43.26 |
43.67 |
+0.45 |
22,814 |
60,340 |
-1,067 |
Dec16 |
160311 |
43.98 |
44.49 |
43.69 |
44.12 |
+0.44 |
87,635 |
298,418 |
-4,655 |
Jan17 |
160311 |
44.76 |
44.86 |
44.16 |
44.53 |
+0.44 |
11,094 |
52,377 |
+3,182 |
Feb17 |
160311 |
44.82 |
44.90 |
44.72 |
44.90 |
+0.42 |
4,227 |
42,921 |
-807 |
Mar17 |
160311 |
45.40 |
45.48 |
45.19 |
45.25 |
+0.40 |
4,684 |
31,746 |
-254 |
Apr17 |
160311 |
45.59 |
45.59 |
45.59 |
45.59 |
+0.39 |
1,932 |
16,261 |
-792 |
May17 |
160311 |
45.87 |
45.87 |
45.87 |
45.87 |
+0.37 |
1,676 |
15,973 |
+160 |
Jun17 |
160311 |
46.18 |
46.43 |
45.73 |
46.12 |
+0.36 |
17,042 |
62,177 |
+2,056 |
Total Volume and Open Interest |
967,399 |
2,195,387 |
+20,112 |
Gas Oil(ICE) |
Apr16 |
160311 |
366.75 |
372.25 |
363.50 |
367.00 |
+5.50 |
113,182 |
124,978 |
-1,207 |
May16 |
160311 |
370.00 |
375.50 |
367.25 |
370.75 |
+5.75 |
68,400 |
108,843 |
+9,898 |
Jun16 |
160311 |
374.25 |
379.50 |
371.75 |
375.25 |
+6.25 |
39,313 |
97,403 |
+6,305 |
Jul16 |
160311 |
379.75 |
384.50 |
377.25 |
380.00 |
+6.00 |
10,301 |
38,854 |
+75 |
Aug16 |
160311 |
384.75 |
389.50 |
382.00 |
385.25 |
+6.00 |
7,487 |
29,912 |
-657 |
Sep16 |
160311 |
389.75 |
394.25 |
387.00 |
390.00 |
+5.75 |
9,219 |
31,620 |
-734 |
Oct16 |
160311 |
394.75 |
399.25 |
392.25 |
395.00 |
+5.50 |
5,127 |
23,248 |
-958 |
Nov16 |
160311 |
399.25 |
402.50 |
395.75 |
398.50 |
+5.50 |
5,053 |
17,528 |
+856 |
Dec16 |
160311 |
401.00 |
405.00 |
398.25 |
401.25 |
+5.50 |
18,689 |
86,360 |
+175 |
Jan17 |
160311 |
407.25 |
407.75 |
403.00 |
405.25 |
+5.50 |
1,599 |
15,355 |
+159 |
Total Volume and Open Interest |
324,931 |
724,063 |
-10,710 |
Ethanol(CBOT) |
Apr16 |
160311 |
1.429 |
1.434 |
1.420 |
1.430 |
+0.003 |
293 |
1,514 |
-29 |
May16 |
160311 |
1.441 |
1.450 |
1.439 |
1.447 |
+0.003 |
106 |
953 |
-16 |
Jun16 |
160311 |
1.449 |
1.449 |
1.444 |
1.444 |
+0.003 |
37 |
151 |
-17 |
Jul16 |
160311 |
1.441 |
1.441 |
1.441 |
1.441 |
+0.003 |
30 |
531 |
+0 |
Aug16 |
160311 |
1.432 |
1.432 |
1.432 |
1.432 |
+0.003 |
0 |
107 |
+0 |
Sep16 |
160311 |
1.423 |
1.423 |
1.423 |
1.423 |
+0.003 |
20 |
164 |
+12 |
Oct16 |
160311 |
1.406 |
1.406 |
1.406 |
1.406 |
+0.003 |
0 |
149 |
+0 |
Nov16 |
160311 |
1.396 |
1.396 |
1.396 |
1.396 |
+0.003 |
0 |
72 |
+0 |
Total Volume and Open Interest |
486 |
3,974 |
-50 |
WTI Crude Oil(ICE) |
Apr16 |
160311 |
38.12 |
39.01 |
38.10 |
38.50 |
+0.66 |
52,329 |
51,019 |
-1,797 |
May16 |
160311 |
39.75 |
40.47 |
39.57 |
40.09 |
+0.69 |
82,126 |
99,324 |
+7,288 |
Jun16 |
160311 |
40.72 |
41.32 |
40.42 |
40.98 |
+0.66 |
51,159 |
78,795 |
-1,336 |
Jul16 |
160311 |
41.75 |
41.93 |
41.06 |
41.65 |
+0.65 |
17,287 |
22,657 |
+1,291 |
Aug16 |
160311 |
42.29 |
42.41 |
41.73 |
42.20 |
+0.60 |
8,139 |
10,949 |
+832 |
Sep16 |
160311 |
42.77 |
42.87 |
42.17 |
42.67 |
+0.58 |
5,506 |
20,885 |
-220 |
Oct16 |
160311 |
43.19 |
43.19 |
42.86 |
43.05 |
+0.58 |
2,456 |
4,600 |
+12 |
Nov16 |
160311 |
43.53 |
43.53 |
43.20 |
43.41 |
+0.59 |
1,911 |
9,697 |
-106 |
Dec16 |
160311 |
43.64 |
43.96 |
43.31 |
43.73 |
+0.58 |
10,454 |
64,267 |
+33 |
Jan17 |
160311 |
43.99 |
43.99 |
43.99 |
43.99 |
+0.56 |
430 |
4,937 |
-38 |
Feb17 |
160311 |
44.24 |
44.24 |
44.24 |
44.24 |
+0.54 |
150 |
3,729 |
-17 |
Mar17 |
160311 |
44.00 |
44.49 |
44.00 |
44.49 |
+0.52 |
149 |
2,753 |
+29 |
Apr17 |
160311 |
44.73 |
44.73 |
44.73 |
44.73 |
+0.51 |
37 |
1,999 |
-5 |
May17 |
160311 |
44.96 |
44.96 |
44.96 |
44.96 |
+0.49 |
26 |
1,098 |
-3 |
Jun17 |
160311 |
45.00 |
45.19 |
45.00 |
45.19 |
+0.48 |
3,748 |
16,988 |
-245 |
Jul17 |
160311 |
45.40 |
45.40 |
45.40 |
45.40 |
+0.47 |
1 |
1,124 |
+1 |
Total Volume and Open Interest |
240,985 |
454,039 |
+6,747 |
US Dollar Index(ICE) |
Mar16 |
160311 |
96.175 |
96.705 |
95.940 |
96.173 |
+0.118 |
27,937 |
37,501 |
-13,601 |
Jun16 |
160311 |
96.240 |
96.760 |
95.975 |
96.228 |
+0.107 |
19,885 |
25,466 |
+13,846 |
Sep16 |
160311 |
96.295 |
96.570 |
96.160 |
96.287 |
+0.107 |
67 |
872 |
-13 |
Total Volume and Open Interest |
47,920 |
63,962 |
+260 |
Australian Dollar(CME) |
Mar16 |
160311 |
74.54 |
75.83 |
74.48 |
75.72 |
+1.20 |
155,070 |
106,568 |
-14,304 |
Jun16 |
160311 |
74.23 |
75.51 |
74.16 |
75.41 |
+1.20 |
64,663 |
54,313 |
+33,427 |
Sep16 |
160311 |
74.25 |
75.13 |
74.25 |
75.10 |
+1.19 |
14 |
67 |
+9 |
Total Volume and Open Interest |
219,747 |
160,977 |
+19,132 |
British Pound(CME) |
Mar16 |
160311 |
142.84 |
144.37 |
142.56 |
143.86 |
+0.99 |
120,569 |
150,700 |
-17,972 |
Jun16 |
160311 |
142.85 |
144.41 |
142.59 |
143.90 |
+0.99 |
74,287 |
179,185 |
+49,245 |
Sep16 |
160311 |
143.05 |
144.46 |
142.82 |
144.02 |
+0.99 |
111 |
319 |
+8 |
Total Volume and Open Interest |
194,976 |
330,338 |
+31,290 |
Canadian Dollar(CME) |
Mar16 |
160311 |
75.01 |
75.95 |
74.93 |
75.63 |
+0.69 |
118,589 |
122,523 |
-10,002 |
Jun16 |
160311 |
74.97 |
75.96 |
74.94 |
75.64 |
+0.69 |
48,459 |
57,122 |
+17,847 |
Sep16 |
160311 |
75.17 |
75.94 |
75.17 |
75.67 |
+0.69 |
191 |
1,442 |
+58 |
Dec16 |
160311 |
75.47 |
76.00 |
75.26 |
75.71 |
+0.70 |
59 |
1,136 |
+38 |
Total Volume and Open Interest |
167,298 |
182,288 |
+7,941 |
Japanese Yen(CME) |
Mar16 |
160311 |
88.38 |
88.69 |
87.79 |
87.94 |
-0.50 |
178,035 |
179,107 |
-46,967 |
Jun16 |
160311 |
88.63 |
88.92 |
88.01 |
88.17 |
-0.50 |
82,494 |
97,020 |
+33,489 |
Sep16 |
160311 |
88.97 |
89.20 |
88.23 |
88.50 |
-0.49 |
19 |
200 |
+4 |
Total Volume and Open Interest |
260,556 |
276,413 |
-13,466 |
Swiss Franc(CME) |
Mar16 |
160311 |
101.61 |
102.01 |
101.12 |
101.87 |
+0.07 |
31,865 |
32,146 |
-7,328 |
Jun16 |
160311 |
102.04 |
102.42 |
101.52 |
102.27 |
+0.07 |
14,796 |
20,667 |
+10,446 |
Sep16 |
160311 |
102.78 |
102.86 |
102.31 |
102.78 |
+0.07 |
1 |
27 |
+0 |
Total Volume and Open Interest |
46,662 |
52,862 |
+3,118 |
EuroFX(CME) |
Mar16 |
160311 |
111.80 |
112.11 |
110.81 |
111.57 |
-0.44 |
312,900 |
217,104 |
-109,487 |
Jun16 |
160311 |
112.12 |
112.41 |
111.12 |
111.88 |
-0.43 |
193,810 |
212,231 |
+107,834 |
Sep16 |
160311 |
112.56 |
112.78 |
111.55 |
112.27 |
-0.43 |
160 |
1,226 |
+12 |
Total Volume and Open Interest |
506,882 |
431,590 |
-1,631 |
Mexican Peso(CME) |
Mar16 |
160311 |
560.75 |
566.25 |
560.13 |
565.50 |
+5.50 |
51,113 |
53,668 |
-8,969 |
Apr16 |
160311 |
564.00 |
564.00 |
564.00 |
564.00 |
+5.50 |
1 |
1 |
+1 |
Total Volume and Open Interest |
68,506 |
137,615 |
-1,490 |
Brazilian Real(CME) |
Apr16 |
160311 |
274.05 |
278.10 |
271.60 |
275.75 |
+2.80 |
1,113 |
18,084 |
-91 |
May16 |
160311 |
273.55 |
274.15 |
273.55 |
273.55 |
+2.65 |
1 |
12 |
+0 |
Jun16 |
160311 |
270.00 |
272.05 |
269.10 |
271.25 |
+2.65 |
34 |
2,668 |
+4 |
Jul16 |
160311 |
269.00 |
269.00 |
269.00 |
269.00 |
+2.70 |
0 |
15 |
+0 |
Total Volume and Open Interest |
1,148 |
20,799 |
-87 |
30-Year T-Bonds(CBOT) |
Mar16 |
160311 |
163~250 |
164~040 |
162~110 |
162~180 |
-1~050 |
902 |
12,840 |
-251 |
Jun16 |
160311 |
162~130 |
162~260 |
160~310 |
161~070 |
-1~050 |
226,839 |
514,201 |
+1,658 |
Sep16 |
160311 |
159~310 |
159~310 |
159~310 |
159~310 |
-1~050 |
0 |
21 |
+0 |
Total Volume and Open Interest |
227,741 |
527,062 |
+1,407 |
10-Year T-Notes(CBOT) |
Mar16 |
160311 |
129~020 |
129~045 |
128~210 |
128~255 |
-0~085 |
10,596 |
60,202 |
-3,710 |
Jun16 |
160311 |
128~200 |
128~240 |
128~065 |
128~110 |
-0~095 |
1,064,437 |
2,734,027 |
-3,221 |
Sep16 |
160311 |
127~310 |
127~310 |
127~310 |
127~310 |
-0~095 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,075,033 |
2,794,231 |
-6,931 |
5-Year T-Notes(CBOT) |
Mar16 |
160311 |
120~032 |
120~034 |
119~260 |
119~282 |
-0~056 |
37,231 |
93,750 |
-7,811 |
Jun16 |
160311 |
119~270 |
119~294 |
119~172 |
119~202 |
-0~064 |
431,971 |
2,406,944 |
-6,013 |
Sep16 |
160311 |
119~052 |
119~052 |
119~052 |
119~052 |
-0~064 |
|
|
|
Total Volume and Open Interest |
469,202 |
2,500,694 |
-13,824 |
2 Year T-Notes(CBOT) |
Mar16 |
160311 |
109~002 |
109~010 |
108~310 |
108~312 |
-0~016 |
3,867 |
27,138 |
-2,360 |
Jun16 |
160311 |
108~290 |
108~300 |
108~262 |
108~272 |
-0~022 |
168,451 |
942,047 |
-11,238 |
Sep16 |
160311 |
108~192 |
108~192 |
108~192 |
108~192 |
-0~022 |
|
|
|
Total Volume and Open Interest |
172,318 |
969,185 |
-13,598 |
Eurodollars(CME) |
Mar16 |
160311 |
99.363 |
99.365 |
99.360 |
99.363 |
unch |
132,856 |
931,449 |
-17,066 |
Jun16 |
160311 |
99.220 |
99.225 |
99.200 |
99.210 |
-0.020 |
278,678 |
1,243,144 |
-44,660 |
Sep16 |
160311 |
99.135 |
99.140 |
99.105 |
99.115 |
-0.030 |
193,873 |
1,151,297 |
+4,117 |
Dec16 |
160311 |
99.050 |
99.055 |
99.005 |
99.020 |
-0.035 |
304,204 |
1,362,042 |
+22,736 |
Mar17 |
160311 |
98.975 |
98.985 |
98.925 |
98.945 |
-0.040 |
228,093 |
1,002,538 |
+3,871 |
Jun17 |
160311 |
98.895 |
98.905 |
98.835 |
98.860 |
-0.040 |
163,202 |
737,431 |
+4,766 |
Sep17 |
160311 |
98.820 |
98.830 |
98.755 |
98.775 |
-0.045 |
125,247 |
679,964 |
-5,553 |
Dec17 |
160311 |
98.725 |
98.745 |
98.665 |
98.685 |
-0.050 |
212,497 |
794,069 |
+14,427 |
Mar18 |
160311 |
98.670 |
98.680 |
98.600 |
98.615 |
-0.055 |
107,692 |
569,329 |
+1,864 |
Jun18 |
160311 |
98.590 |
98.610 |
98.525 |
98.545 |
-0.055 |
86,981 |
402,033 |
+2,116 |
Sep18 |
160311 |
98.535 |
98.545 |
98.460 |
98.475 |
-0.060 |
66,208 |
322,845 |
-384 |
Dec18 |
160311 |
98.465 |
98.475 |
98.385 |
98.405 |
-0.060 |
88,301 |
415,303 |
+2,515 |
Mar19 |
160311 |
98.415 |
98.425 |
98.330 |
98.350 |
-0.060 |
55,484 |
309,484 |
+5,084 |
Jun19 |
160311 |
98.355 |
98.370 |
98.275 |
98.290 |
-0.060 |
33,845 |
221,475 |
+3,006 |
Sep19 |
160311 |
98.295 |
98.310 |
98.215 |
98.235 |
-0.060 |
25,320 |
148,414 |
+91 |
Dec19 |
160311 |
98.230 |
98.245 |
98.150 |
98.170 |
-0.060 |
23,942 |
141,744 |
+281 |
Mar20 |
160311 |
98.180 |
98.195 |
98.100 |
98.115 |
-0.060 |
19,153 |
88,750 |
+643 |
Jun20 |
160311 |
98.125 |
98.140 |
98.045 |
98.060 |
-0.060 |
20,281 |
54,439 |
+2,511 |
Total Volume and Open Interest |
2,207,112 |
10,890,719 |
+3,271 |
Ultra T-Bond(CBOT) |
Mar16 |
160311 |
168~17 |
168~31 |
166~28 |
167~02 |
-1~12 |
547 |
10,419 |
-177 |
Jun16 |
160311 |
170~11 |
170~27 |
168~14 |
168~24 |
-1~15 |
93,648 |
614,296 |
+763 |
Sep16 |
160311 |
170~24 |
170~24 |
170~24 |
170~24 |
-1~15 |
|
|
|
Total Volume and Open Interest |
94,195 |
624,715 |
+586 |
30 Day Federal Funds(CBOT) |
Mar16 |
160311 |
99.628 |
99.632 |
99.628 |
99.630 |
+0.002 |
3,502 |
73,246 |
+122 |
Apr16 |
160311 |
99.620 |
99.620 |
99.610 |
99.615 |
unch |
22,782 |
135,436 |
-10,202 |
May16 |
160311 |
99.570 |
99.575 |
99.565 |
99.570 |
-0.005 |
20,977 |
156,114 |
+1,609 |
Jun16 |
160311 |
99.530 |
99.530 |
99.520 |
99.525 |
-0.010 |
3,661 |
60,422 |
+94 |
Jul16 |
160311 |
99.485 |
99.485 |
99.470 |
99.480 |
-0.015 |
10,768 |
76,018 |
+2,039 |
Aug16 |
160311 |
99.465 |
99.465 |
99.445 |
99.455 |
-0.015 |
5,415 |
54,908 |
-658 |
Total Volume and Open Interest |
77,702 |
763,569 |
-6,949 |
3-Mth Euro-Yen(CME) |
Mar16 |
160311 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun16 |
160311 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep16 |
160311 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160311 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160311 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160311 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160311 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160311 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160311 |
99.935 |
99.935 |
99.935 |
99.935 |
unch |
|
|
|
Jun18 |
160311 |
99.795 |
99.795 |
99.795 |
99.795 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun16 |
160310 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep16 |
160310 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160310 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
4 |
+0 |
Mar17 |
160310 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160310 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160310 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160310 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160310 |
99.93 |
99.93 |
99.93 |
99.93 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun16 |
160310 |
151.20 |
151.39 |
151.01 |
151.15 |
-0.02 |
6,242 |
6,978 |
+3,254 |
Sep16 |
160310 |
150.59 |
150.59 |
150.59 |
150.59 |
-0.02 |
|
|
|
Dec16 |
160310 |
150.59 |
150.59 |
150.59 |
150.59 |
-0.02 |
|
|
|
Total Volume and Open Interest |
14,216 |
21,755 |
+3,875 |
Euro-Bund(EUREX) |
Jun16 |
160311 |
161.30 |
161.96 |
161.03 |
161.65 |
+0.49 |
638,887 |
1,204,927 |
-3,935 |
Sep16 |
160311 |
160.57 |
160.87 |
160.57 |
160.65 |
+0.51 |
311 |
323 |
+300 |
Dec16 |
160311 |
159.15 |
159.15 |
159.15 |
159.15 |
+0.49 |
|
|
|
Total Volume and Open Interest |
639,198 |
1,205,250 |
-3,635 |
Euro-Bobl(EUREX) |
Jun16 |
160311 |
130.63 |
130.83 |
130.51 |
130.74 |
+0.26 |
483,133 |
1,025,296 |
-13,726 |
Sep16 |
160311 |
131.65 |
131.65 |
131.65 |
131.65 |
+0.17 |
|
|
|
Dec16 |
160311 |
131.65 |
131.65 |
131.65 |
131.65 |
+0.17 |
|
|
|
Total Volume and Open Interest |
483,133 |
1,025,296 |
-13,726 |
3-Mth Euribor(EUREX) |
Mar16 |
160311 |
100.225 |
100.225 |
100.225 |
100.225 |
unch |
1,185 |
5,226 |
+803 |
Jun16 |
160311 |
100.240 |
100.245 |
100.240 |
100.240 |
-0.005 |
631 |
11,670 |
+208 |
Sep16 |
160311 |
100.265 |
100.270 |
100.265 |
100.270 |
+0.005 |
26 |
5,787 |
+0 |
Total Volume and Open Interest |
2,860 |
72,461 |
+1,157 |
Long Gilt(LIFFE) |
Mar16 |
160311 |
121~02 |
121~02 |
120~12 |
120~12 |
-0~14 |
4,659 |
28,204 |
-4,657 |
Jun16 |
160311 |
120~06 |
120~07 |
119~17 |
119~18 |
-0~13 |
203,071 |
483,370 |
-7,525 |
Total Volume and Open Interest |
207,730 |
511,574 |
-12,182 |
3-Mth Short Sterling(LIFFE) |
Mar16 |
160311 |
99.40 |
99.41 |
99.40 |
99.41 |
+0.01 |
43,570 |
317,794 |
-8,937 |
Jun16 |
160311 |
99.39 |
99.40 |
99.37 |
99.39 |
unch |
36,865 |
450,455 |
-543 |
Sep16 |
160311 |
99.38 |
99.38 |
99.35 |
99.37 |
-0.01 |
43,098 |
374,460 |
+6,449 |
Dec16 |
160311 |
99.36 |
99.37 |
99.32 |
99.34 |
-0.03 |
55,788 |
416,435 |
-1,360 |
Mar17 |
160311 |
99.34 |
99.35 |
99.28 |
99.30 |
-0.04 |
59,907 |
319,906 |
-2,887 |
Jun17 |
160311 |
99.29 |
99.30 |
99.22 |
99.24 |
-0.05 |
41,662 |
274,877 |
-2,562 |
Total Volume and Open Interest |
479,015 |
3,458,799 |
-15,822 |
3-Mth Euribor(LIFFE) |
Mar16 |
160311 |
100.220 |
100.225 |
100.215 |
100.225 |
unch |
105,516 |
404,972 |
+4,614 |
Jun16 |
160311 |
100.200 |
100.245 |
100.200 |
100.240 |
-0.005 |
97,668 |
531,462 |
+15,415 |
Sep16 |
160311 |
100.265 |
100.270 |
100.250 |
100.270 |
+0.005 |
86,986 |
456,976 |
-4,370 |
Total Volume and Open Interest |
737,008 |
3,768,745 |
+11,245 |
3-Mth Aus T-Bills(SFE) |
Mar16 |
160310 |
97.66 |
97.67 |
97.60 |
97.65 |
-0.02 |
27,264 |
52,447 |
-13,808 |
Jun16 |
160311 |
97.79 |
97.81 |
97.76 |
97.77 |
-0.02 |
35,717 |
245,245 |
-2,901 |
Sep16 |
160311 |
97.86 |
97.89 |
97.83 |
97.84 |
-0.03 |
46,214 |
205,444 |
+16,454 |
Dec16 |
160311 |
97.91 |
97.94 |
97.87 |
97.88 |
-0.04 |
22,315 |
139,783 |
+2,446 |
Mar17 |
160311 |
97.95 |
97.99 |
97.90 |
97.91 |
-0.05 |
20,102 |
122,358 |
+2,946 |
Jun17 |
160311 |
97.97 |
97.99 |
97.91 |
97.91 |
-0.06 |
5,081 |
58,479 |
-755 |
Sep17 |
160311 |
97.96 |
97.97 |
97.89 |
97.90 |
-0.06 |
4,026 |
52,909 |
+1,918 |
Dec17 |
160311 |
97.93 |
97.94 |
97.86 |
97.87 |
-0.06 |
2,203 |
31,535 |
+273 |
Mar18 |
160311 |
97.90 |
97.90 |
97.82 |
97.82 |
-0.06 |
448 |
12,659 |
+354 |
Jun18 |
160311 |
97.82 |
97.82 |
97.77 |
97.77 |
-0.06 |
757 |
10,398 |
+465 |
Total Volume and Open Interest |
151,773 |
910,695 |
-1,800 |
10-Year Aus T-Bonds(SFE) |
Mar16 |
160311 |
97.41 |
97.44 |
97.32 |
97.32 |
-0.09 |
158,709 |
795,104 |
-7,812 |
Jun16 |
160311 |
97.41 |
97.44 |
97.32 |
97.32 |
-0.09 |
92,571 |
89,191 |
+75,305 |
Total Volume and Open Interest |
251,280 |
884,295 |
+67,493 |
3-Year Aus T-Bonds(SFE) |
Mar16 |
160311 |
98.03 |
98.06 |
97.94 |
97.95 |
-0.08 |
186,631 |
810,481 |
+9,653 |
Jun16 |
160311 |
98.07 |
98.11 |
97.99 |
97.99 |
-0.08 |
75,785 |
93,116 |
+62,457 |
Total Volume and Open Interest |
262,416 |
903,597 |
+72,110 |
Gold(CMX) |
Apr16 |
160311 |
1272.0 |
1287.8 |
1249.0 |
1259.4 |
-13.4 |
223,144 |
276,650 |
-18,258 |
Jun16 |
160311 |
1274.1 |
1287.8 |
1250.5 |
1260.7 |
-13.3 |
34,659 |
134,362 |
+6,381 |
Aug16 |
160311 |
1274.2 |
1286.0 |
1252.2 |
1261.7 |
-13.3 |
4,602 |
22,984 |
+853 |
Oct16 |
160311 |
1278.8 |
1285.7 |
1253.8 |
1262.7 |
-13.2 |
1,726 |
8,910 |
+478 |
Dec16 |
160311 |
1276.3 |
1288.0 |
1253.8 |
1263.9 |
-13.1 |
1,557 |
19,141 |
+325 |
Feb17 |
160311 |
1276.0 |
1276.0 |
1265.1 |
1265.1 |
-13.0 |
90 |
4,279 |
-20 |
Apr17 |
160311 |
1266.3 |
1266.3 |
1266.3 |
1266.3 |
-13.0 |
25 |
2,469 |
+0 |
Jun17 |
160311 |
1267.6 |
1267.6 |
1267.6 |
1267.6 |
-13.0 |
2 |
5,320 |
+0 |
Aug17 |
160311 |
1269.0 |
1269.0 |
1269.0 |
1269.0 |
-12.9 |
0 |
101 |
+0 |
Oct17 |
160311 |
1270.4 |
1270.4 |
1270.4 |
1270.4 |
-12.8 |
0 |
618 |
+0 |
Dec17 |
160311 |
1272.0 |
1272.0 |
1272.0 |
1272.0 |
-12.6 |
0 |
5,948 |
+0 |
Total Volume and Open Interest |
266,274 |
489,044 |
-10,066 |
Silver(CMX) |
Mar16 |
160311 |
1560.5 |
1566.0 |
1555.0 |
1560.7 |
+6.1 |
163 |
1,520 |
-27 |
May16 |
160311 |
1561.5 |
1575.5 |
1548.0 |
1560.5 |
+5.6 |
44,004 |
117,167 |
-1,027 |
Jul16 |
160311 |
1575.0 |
1575.0 |
1553.5 |
1563.9 |
+5.6 |
3,817 |
20,617 |
+28 |
Sep16 |
160311 |
1569.0 |
1569.5 |
1566.5 |
1567.6 |
+5.7 |
773 |
9,803 |
+411 |
Dec16 |
160311 |
1571.0 |
1583.5 |
1562.0 |
1572.7 |
+5.8 |
495 |
14,337 |
+240 |
Mar17 |
160311 |
1577.8 |
1577.8 |
1577.8 |
1577.8 |
+5.8 |
183 |
697 |
+117 |
May17 |
160311 |
1581.4 |
1581.4 |
1581.4 |
1581.4 |
+6.0 |
0 |
27 |
+0 |
Total Volume and Open Interest |
49,540 |
169,622 |
-253 |
Platinum(NYMEX) |
Apr16 |
160311 |
981.1 |
994.9 |
962.1 |
969.7 |
-8.0 |
13,046 |
44,472 |
-1,005 |
Jul16 |
160311 |
982.5 |
993.5 |
963.0 |
970.8 |
-8.0 |
1,947 |
18,778 |
+899 |
Oct16 |
160311 |
983.0 |
983.0 |
965.0 |
972.5 |
-8.0 |
235 |
955 |
+197 |
Jan17 |
160311 |
973.8 |
973.8 |
973.8 |
973.8 |
-8.2 |
15 |
9 |
-15 |
Total Volume and Open Interest |
15,245 |
64,220 |
+78 |
Palladium(NYMEX) |
Mar16 |
160311 |
579.75 |
580.45 |
579.75 |
580.45 |
+6.10 |
1 |
22 |
-48 |
Jun16 |
160311 |
572.00 |
585.90 |
569.50 |
579.95 |
+6.00 |
4,431 |
22,553 |
-150 |
Sep16 |
160311 |
575.10 |
585.00 |
575.10 |
580.15 |
+6.05 |
9 |
544 |
+1 |
Total Volume and Open Interest |
4,457 |
23,202 |
-223 |
Copper(CMX) |
Mar16 |
160311 |
224.00 |
225.00 |
223.35 |
223.85 |
+2.10 |
392 |
2,048 |
-251 |
May16 |
160311 |
222.60 |
225.65 |
221.75 |
224.10 |
+2.10 |
64,626 |
98,794 |
-2,622 |
Jul16 |
160311 |
223.10 |
226.10 |
222.70 |
224.65 |
+2.10 |
9,126 |
29,760 |
+537 |
Sep16 |
160311 |
224.20 |
226.20 |
224.15 |
225.00 |
+2.10 |
5,602 |
15,726 |
+2,229 |
Dec16 |
160311 |
222.85 |
226.20 |
222.85 |
224.95 |
+2.10 |
2,519 |
11,698 |
+969 |
Total Volume and Open Interest |
83,435 |
167,326 |
+1,438 |
E-mini DJIA Index(CBOT) |
Mar16 |
160311 |
16997 |
17223 |
16984 |
17184 |
+190 |
140,140 |
60,242 |
-972 |
Jun16 |
160311 |
16909 |
17130 |
16890 |
17091 |
+191 |
12,738 |
10,666 |
+5,543 |
Sep16 |
160311 |
16900 |
17052 |
16900 |
17014 |
+191 |
12 |
150 |
+4 |
Dec16 |
160311 |
16954 |
16954 |
16954 |
16954 |
+191 |
0 |
2 |
+0 |
Total Volume and Open Interest |
152,890 |
71,060 |
+4,575 |
S & P 500(CME) |
Mar16 |
160311 |
2006.00 |
2022.00 |
2006.00 |
2019.90 |
+31.10 |
10,635 |
139,169 |
-4,709 |
Jun16 |
160311 |
1979.00 |
2012.50 |
1978.80 |
2010.50 |
+31.00 |
6,607 |
15,150 |
+1,517 |
Sep16 |
160311 |
1998.50 |
2002.60 |
1995.50 |
2002.60 |
+31.10 |
51 |
262 |
+0 |
Dec16 |
160311 |
1991.20 |
1995.60 |
1991.20 |
1995.60 |
+31.40 |
|
|
|
Total Volume and Open Interest |
17,293 |
154,581 |
-3,192 |
S & P 500 E-Mini(Globex) |
Mar16 |
160311 |
1988.50 |
2022.25 |
1987.50 |
2020.00 |
+31.25 |
1,744,984 |
2,746,033 |
-185,193 |
Jun16 |
160311 |
1979.75 |
2012.75 |
1978.00 |
2010.50 |
+31.00 |
299,594 |
533,496 |
+201,476 |
Sep16 |
160311 |
1975.00 |
2004.50 |
1971.25 |
2002.50 |
+31.00 |
779 |
7,684 |
+274 |
Dec16 |
160311 |
1971.25 |
1997.75 |
1969.25 |
1995.50 |
+31.25 |
559 |
1,026 |
+144 |
Total Volume and Open Interest |
2,045,917 |
3,288,283 |
+16,701 |
NASDAQ 100 E-Mini(Globex) |
Mar16 |
160311 |
4287.30 |
4361.30 |
4282.50 |
4352.80 |
+67.80 |
238,221 |
244,310 |
-7,287 |
Jun16 |
160311 |
4280.80 |
4353.80 |
4272.80 |
4344.50 |
+68.70 |
10,719 |
15,811 |
+5,239 |
Sep16 |
160311 |
4325.30 |
4339.00 |
4316.00 |
4339.00 |
+68.70 |
2 |
61 |
+0 |
Total Volume and Open Interest |
248,942 |
260,258 |
-2,048 |
S&P Midcap 400(CME) e-Mini |
Mar16 |
160311 |
1380.10 |
1408.20 |
1380.10 |
1407.80 |
+27.50 |
27,560 |
91,728 |
-3,864 |
Jun16 |
160311 |
1374.70 |
1402.20 |
1374.10 |
1401.80 |
+27.10 |
10,364 |
8,654 |
+8,477 |
Sep16 |
160311 |
1397.50 |
1397.50 |
1397.50 |
1397.50 |
+27.10 |
0 |
5 |
+0 |
Total Volume and Open Interest |
37,924 |
100,398 |
+4,613 |
Volatility Index(CBOE) |
Mar16 |
160311 |
18.93 |
19.02 |
17.53 |
17.63 |
-1.32 |
55,521 |
91,701 |
-9,987 |
Apr16 |
160311 |
19.95 |
20.04 |
19.00 |
19.10 |
-0.83 |
41,674 |
116,773 |
+6,989 |
May16 |
160311 |
20.40 |
20.46 |
19.70 |
19.75 |
-0.68 |
14,137 |
22,512 |
+699 |
Jun16 |
160311 |
20.83 |
20.85 |
20.20 |
20.28 |
-0.55 |
4,574 |
19,582 |
+354 |
Total Volume and Open Interest |
122,222 |
293,398 |
+248 |
Russell 2000(ICE) |
Mar16 |
160311 |
1063.40 |
1087.80 |
1062.60 |
1086.80 |
+23.70 |
96,083 |
407,374 |
-12,968 |
Jun16 |
160311 |
1057.50 |
1082.50 |
1056.90 |
1081.40 |
+23.90 |
21,923 |
24,537 |
+18,961 |
Sep16 |
160311 |
1077.60 |
1077.60 |
1077.60 |
1077.60 |
+23.90 |
0 |
5 |
+0 |
Total Volume and Open Interest |
118,006 |
431,926 |
+5,993 |
Nikkei 225(CME) |
Jun16 |
160311 |
16650 |
17165 |
16505 |
17135 |
+505 |
12,659 |
29,389 |
+6,470 |
Sep16 |
160311 |
17145 |
17145 |
17145 |
17145 |
+590 |
|
|
|
Total Volume and Open Interest |
32,915 |
49,330 |
+4,051 |
Nikkei 225(SGX) |
Jun16 |
160311 |
16675 |
17040 |
16320 |
16845 |
+125 |
101,411 |
148,970 |
+50,432 |
Sep16 |
160311 |
16820 |
16820 |
16820 |
16820 |
+115 |
0 |
429 |
+0 |
Dec16 |
160311 |
16705 |
16705 |
16705 |
16705 |
+115 |
0 |
3,703 |
+0 |
Total Volume and Open Interest |
262,494 |
324,383 |
+31,445 |
CAC 40(EURONEXT) |
Mar16 |
160311 |
4411.0 |
4510.0 |
4409.0 |
4492.5 |
+142.5 |
95,540 |
238,953 |
+6,506 |
Apr16 |
160311 |
4398.5 |
4499.0 |
4398.5 |
4481.5 |
+142.5 |
11,951 |
14,815 |
+11,494 |
May16 |
160311 |
4410.0 |
4410.0 |
4410.0 |
4410.0 |
+142.5 |
|
|
|
Total Volume and Open Interest |
107,877 |
254,449 |
+18,168 |
Hang Seng Index(HKFE) |
Mar16 |
160311 |
20009 |
20247 |
19837 |
20237 |
+232 |
100,800 |
100,693 |
-704 |
Apr16 |
160311 |
20032 |
20226 |
19832 |
20222 |
+237 |
861 |
2,756 |
+279 |
Total Volume and Open Interest |
101,858 |
108,529 |
-449 |
DAX(EUREX) |
Mar16 |
160311 |
9629.5 |
9895.0 |
9623.5 |
9831.5 |
+318.5 |
102,642 |
126,888 |
-164 |
Jun16 |
160311 |
9666.0 |
9922.5 |
9657.5 |
9865.5 |
+320.0 |
2,334 |
24,887 |
+861 |
Sep16 |
160311 |
9668.5 |
9906.5 |
9666.0 |
9856.0 |
+320.0 |
38 |
766 |
+9 |
Total Volume and Open Interest |
105,014 |
152,541 |
+706 |
FT-SE 100(EURONEXT) |
Mar16 |
160311 |
6059.00 |
6158.50 |
6054.50 |
6134.00 |
+95.50 |
112,079 |
579,146 |
-4,250 |
Jun16 |
160311 |
6015.00 |
6090.00 |
5991.00 |
6069.50 |
+96.00 |
6,747 |
24,328 |
+2,147 |
Sep16 |
160311 |
6019.50 |
6019.50 |
6019.50 |
6019.50 |
+96.00 |
0 |
1,761 |
+0 |
Total Volume and Open Interest |
118,826 |
605,235 |
-2,103 |
SPI 200(SFE) |
Mar16 |
160311 |
5157.0 |
5210.0 |
5118.0 |
5180.0 |
+22.0 |
42,188 |
254,910 |
-1,893 |
Jun16 |
160311 |
5135.0 |
5193.0 |
5105.0 |
5167.0 |
+24.0 |
4,699 |
10,064 |
+4,122 |
Sep16 |
160311 |
5123.0 |
5123.0 |
5123.0 |
5123.0 |
+23.0 |
0 |
818 |
+0 |
Total Volume and Open Interest |
47,301 |
268,345 |
+2,508 |
FTSE MIB(ISE) |
Mar16 |
160311 |
18460.00 |
18995.00 |
18435.00 |
18944.00 |
+724.00 |
33,732 |
57,599 |
+520 |
Jun16 |
160311 |
18045.00 |
18540.00 |
17980.00 |
18492.00 |
+724.00 |
1,610 |
5,987 |
+828 |
Sep16 |
160311 |
18325.00 |
18405.00 |
18325.00 |
18405.00 |
+719.00 |
13 |
19 |
+13 |
Total Volume and Open Interest |
35,355 |
63,605 |
+1,361 |
KOSPI 200(KFE) |
Jun16 |
160311 |
243.80 |
244.65 |
242.70 |
243.60 |
-0.20 |
27,376 |
85,314 |
+23,974 |
Sep16 |
160311 |
244.35 |
245.15 |
243.45 |
244.25 |
+0.25 |
9 |
357 |
-11 |
Dec16 |
160311 |
244.55 |
244.90 |
236.65 |
244.90 |
+1.85 |
5 |
2,150 |
+0 |
Total Volume and Open Interest |
159,922 |
157,838 |
+5,482 |
GSCI(CME) |
Mar16 |
160311 |
327.00 |
328.75 |
325.55 |
326.85 |
+2.85 |
2,675 |
4,957 |
-2,592 |
Apr16 |
160311 |
331.00 |
333.00 |
329.95 |
331.55 |
+3.00 |
2,817 |
6,696 |
+2,650 |
May16 |
160311 |
335.60 |
335.60 |
335.60 |
335.60 |
+2.85 |
|
|
|
Total Volume and Open Interest |
5,492 |
11,653 |
+58 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|