|
 |
| MRCI's End of Day Prices |
|
| Daily Futures Price Listing Fri April 08, 2016 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
|
May16 |
160408 |
905.25 |
917.00 |
903.00 |
916.75 |
+12.25 |
119,318 |
314,264 |
-2,213 |
|
Jul16 |
160408 |
912.75 |
925.00 |
911.25 |
925.00 |
+12.25 |
52,374 |
216,321 |
+6,242 |
|
Aug16 |
160408 |
914.25 |
927.50 |
914.25 |
927.50 |
+11.75 |
5,495 |
23,393 |
+497 |
|
Sep16 |
160408 |
915.50 |
927.75 |
915.50 |
927.75 |
+11.50 |
1,951 |
11,881 |
-385 |
|
Nov16 |
160408 |
919.50 |
931.00 |
917.75 |
930.75 |
+11.25 |
30,800 |
176,320 |
+580 |
|
Jan17 |
160408 |
923.50 |
935.25 |
922.75 |
935.25 |
+11.00 |
1,588 |
6,331 |
+173 |
|
Mar17 |
160408 |
927.50 |
936.75 |
925.00 |
936.75 |
+10.50 |
1,711 |
12,889 |
+505 |
|
May17 |
160408 |
928.75 |
938.50 |
928.75 |
938.50 |
+10.00 |
367 |
5,277 |
+65 |
|
Jul17 |
160408 |
935.00 |
944.00 |
934.75 |
943.75 |
+10.00 |
436 |
4,580 |
+205 |
|
Aug17 |
160408 |
940.50 |
941.75 |
940.00 |
941.75 |
+10.00 |
17 |
151 |
+15 |
|
Sep17 |
160408 |
932.25 |
932.25 |
932.25 |
932.25 |
+9.00 |
0 |
35 |
+0 |
|
Nov17 |
160408 |
920.00 |
928.00 |
920.00 |
928.00 |
+8.00 |
502 |
6,632 |
+293 |
|
Jan18 |
160408 |
925.75 |
932.50 |
925.75 |
932.50 |
+8.00 |
1 |
23 |
+1 |
|
Mar18 |
160408 |
936.75 |
936.75 |
936.75 |
936.75 |
+7.75 |
1 |
19 |
+1 |
| Total Volume and Open Interest |
214,573 |
778,196 |
+5,979 |
| Soybean Meal(CBOT) |
|
May16 |
160408 |
266.80 |
274.20 |
266.50 |
273.70 |
+6.90 |
48,886 |
139,595 |
-2,454 |
|
Jul16 |
160408 |
269.60 |
276.50 |
269.20 |
276.10 |
+6.70 |
25,449 |
110,049 |
+2,425 |
|
Aug16 |
160408 |
270.90 |
277.80 |
270.70 |
277.30 |
+6.50 |
1,786 |
24,871 |
+111 |
|
Sep16 |
160408 |
272.20 |
279.10 |
272.00 |
278.70 |
+6.60 |
1,377 |
21,992 |
+179 |
|
Oct16 |
160408 |
273.30 |
279.80 |
273.10 |
279.60 |
+6.30 |
1,124 |
14,231 |
+69 |
|
Dec16 |
160408 |
275.50 |
282.20 |
275.20 |
281.90 |
+6.30 |
8,505 |
52,261 |
-757 |
|
Jan17 |
160408 |
277.70 |
283.10 |
277.70 |
282.80 |
+6.10 |
347 |
3,871 |
+65 |
|
Mar17 |
160408 |
277.40 |
283.60 |
277.40 |
283.30 |
+5.50 |
314 |
4,802 |
-36 |
|
May17 |
160408 |
281.60 |
284.10 |
281.20 |
283.90 |
+5.50 |
150 |
2,780 |
-83 |
|
Jul17 |
160408 |
283.40 |
285.80 |
283.00 |
285.60 |
+5.30 |
163 |
2,075 |
+60 |
| Total Volume and Open Interest |
88,342 |
379,528 |
-373 |
| Soybean Oil(CBOT) |
|
May16 |
160408 |
34.10 |
34.20 |
33.73 |
33.94 |
-0.16 |
85,478 |
193,335 |
-9,206 |
|
Jul16 |
160408 |
34.37 |
34.45 |
34.00 |
34.21 |
-0.16 |
53,608 |
136,502 |
-1,124 |
|
Aug16 |
160408 |
34.45 |
34.56 |
34.12 |
34.32 |
-0.16 |
6,109 |
25,691 |
+43 |
|
Sep16 |
160408 |
34.54 |
34.66 |
34.22 |
34.44 |
-0.15 |
1,984 |
17,776 |
+196 |
|
Oct16 |
160408 |
34.61 |
34.68 |
34.30 |
34.50 |
-0.14 |
1,923 |
9,942 |
+208 |
|
Dec16 |
160408 |
34.80 |
34.88 |
34.44 |
34.65 |
-0.16 |
14,021 |
55,169 |
+2,201 |
|
Jan17 |
160408 |
35.03 |
35.10 |
34.72 |
34.90 |
-0.17 |
555 |
5,084 |
+3 |
|
Mar17 |
160408 |
35.18 |
35.30 |
34.88 |
35.05 |
-0.20 |
2,088 |
6,503 |
+358 |
|
May17 |
160408 |
35.30 |
35.37 |
34.98 |
35.13 |
-0.20 |
366 |
3,448 |
+26 |
|
Jul17 |
160408 |
35.50 |
35.50 |
35.13 |
35.30 |
-0.20 |
204 |
3,789 |
+68 |
| Total Volume and Open Interest |
166,385 |
465,922 |
-7,225 |
| Canola(WCE) |
|
May16 |
160408 |
482.1 |
482.2 |
478.9 |
480.1 |
-2.1 |
10,063 |
74,362 |
-1,400 |
|
Jul16 |
160408 |
486.6 |
487.0 |
483.9 |
485.5 |
-1.5 |
6,535 |
58,327 |
+2,352 |
|
Nov16 |
160408 |
484.1 |
485.3 |
482.0 |
482.9 |
-1.4 |
2,976 |
29,352 |
+748 |
|
Jan17 |
160408 |
487.8 |
489.0 |
487.5 |
488.0 |
-1.2 |
300 |
1,478 |
+56 |
|
Mar17 |
160408 |
491.6 |
491.6 |
490.0 |
490.0 |
-1.0 |
67 |
418 |
+31 |
| Total Volume and Open Interest |
19,954 |
164,011 |
+1,800 |
| Corn(CBOT) |
|
May16 |
160408 |
361.50 |
362.75 |
359.00 |
362.25 |
+0.75 |
174,258 |
546,999 |
-14,246 |
|
Jul16 |
160408 |
363.75 |
365.25 |
361.50 |
365.00 |
+1.00 |
87,591 |
398,072 |
+5,264 |
|
Sep16 |
160408 |
366.50 |
368.00 |
364.25 |
368.00 |
+1.00 |
29,281 |
162,089 |
+3,203 |
|
Dec16 |
160408 |
373.50 |
375.25 |
371.50 |
375.00 |
+0.75 |
34,600 |
238,218 |
+2,949 |
|
Mar17 |
160408 |
383.50 |
384.75 |
381.50 |
384.50 |
+0.25 |
2,428 |
42,872 |
+238 |
|
May17 |
160408 |
389.75 |
390.25 |
387.00 |
390.25 |
+0.25 |
1,316 |
8,337 |
+23 |
|
Jul17 |
160408 |
393.25 |
394.75 |
391.25 |
394.75 |
+0.50 |
2,394 |
21,164 |
+534 |
|
Sep17 |
160408 |
389.50 |
391.00 |
389.50 |
390.75 |
+0.50 |
93 |
2,436 |
+38 |
|
Dec17 |
160408 |
390.25 |
391.75 |
388.25 |
391.75 |
+1.25 |
1,663 |
16,151 |
+889 |
|
Mar18 |
160408 |
399.00 |
401.00 |
399.00 |
401.00 |
+1.00 |
15 |
666 |
-13 |
| Total Volume and Open Interest |
333,645 |
1,438,697 |
-1,117 |
| Wheat(CBOT) |
|
May16 |
160408 |
457.50 |
462.50 |
456.25 |
460.25 |
+3.25 |
77,657 |
201,482 |
+5,281 |
|
Jul16 |
160408 |
464.50 |
469.50 |
463.50 |
466.75 |
+2.25 |
40,418 |
141,105 |
+3,403 |
|
Sep16 |
160408 |
474.00 |
479.00 |
473.25 |
476.25 |
+2.00 |
13,325 |
44,405 |
+2,361 |
|
Dec16 |
160408 |
489.25 |
494.00 |
488.50 |
490.75 |
+1.75 |
11,123 |
47,217 |
+1,946 |
|
Mar17 |
160408 |
504.50 |
508.25 |
503.75 |
505.50 |
+2.00 |
1,866 |
12,599 |
+186 |
|
May17 |
160408 |
515.75 |
516.00 |
515.25 |
515.25 |
+2.50 |
885 |
2,981 |
+69 |
| Total Volume and Open Interest |
145,902 |
452,299 |
+13,530 |
| Wheat(KCBT) |
|
May16 |
160408 |
455.75 |
462.00 |
453.75 |
460.00 |
+5.75 |
20,251 |
80,017 |
-2,090 |
|
Jul16 |
160408 |
466.25 |
472.50 |
465.00 |
470.75 |
+5.25 |
15,578 |
79,718 |
+2,671 |
|
Sep16 |
160408 |
480.00 |
486.50 |
480.00 |
484.75 |
+4.75 |
1,813 |
15,102 |
+425 |
|
Dec16 |
160408 |
501.50 |
506.75 |
500.00 |
504.75 |
+4.25 |
1,438 |
24,109 |
+152 |
|
Mar17 |
160408 |
513.50 |
519.50 |
513.50 |
517.75 |
+4.25 |
425 |
9,104 |
-98 |
|
May17 |
160408 |
525.00 |
526.25 |
525.00 |
526.25 |
+4.25 |
162 |
2,811 |
+2 |
|
Jul17 |
160408 |
533.50 |
533.50 |
533.50 |
533.50 |
+4.25 |
123 |
872 |
+24 |
| Total Volume and Open Interest |
39,803 |
211,935 |
+1,091 |
| Wheat(MGE) |
|
May16 |
160408 |
514.50 |
522.25 |
513.75 |
521.00 |
+7.50 |
2,628 |
22,553 |
-189 |
|
Jul16 |
160408 |
522.25 |
530.50 |
522.00 |
529.50 |
+7.25 |
1,696 |
21,670 |
+272 |
|
Sep16 |
160408 |
537.75 |
540.25 |
536.00 |
539.00 |
+7.00 |
391 |
9,040 |
+69 |
|
Dec16 |
160408 |
544.75 |
553.00 |
544.75 |
551.75 |
+6.75 |
349 |
7,644 |
-37 |
|
Mar17 |
160408 |
561.75 |
564.50 |
561.75 |
564.50 |
+6.75 |
280 |
3,875 |
-38 |
|
May17 |
160408 |
570.25 |
572.00 |
570.25 |
572.00 |
+6.25 |
193 |
1,783 |
+60 |
| Total Volume and Open Interest |
5,557 |
66,962 |
+157 |
| Oats(CBOT) |
|
May16 |
160408 |
186.25 |
189.25 |
185.25 |
187.00 |
+0.75 |
361 |
6,847 |
-108 |
|
Jul16 |
160408 |
194.50 |
196.00 |
193.75 |
194.50 |
unch |
191 |
3,262 |
+44 |
|
Sep16 |
160408 |
202.00 |
203.25 |
202.00 |
202.50 |
-0.50 |
12 |
194 |
+0 |
|
Dec16 |
160408 |
211.00 |
211.00 |
210.75 |
210.75 |
unch |
14 |
763 |
+1 |
| Total Volume and Open Interest |
578 |
11,067 |
-63 |
| Rough Rice(CBOT) |
|
May16 |
160408 |
9.84 |
9.97 |
9.84 |
9.95 |
+0.10 |
283 |
9,045 |
+7 |
|
Jul16 |
160408 |
10.12 |
10.24 |
10.11 |
10.22 |
+0.11 |
195 |
3,021 |
+69 |
|
Sep16 |
160408 |
10.41 |
10.41 |
10.41 |
10.41 |
+0.10 |
55 |
831 |
+14 |
|
Nov16 |
160408 |
10.58 |
10.58 |
10.57 |
10.57 |
+0.10 |
27 |
174 |
+8 |
| Total Volume and Open Interest |
560 |
13,111 |
+98 |
| Live Cattle(CME) |
|
Apr16 |
160408 |
133.200 |
134.500 |
133.200 |
134.380 |
+1.945 |
4,915 |
24,742 |
-1,636 |
|
Jun16 |
160408 |
122.885 |
124.385 |
122.850 |
124.035 |
+1.805 |
24,260 |
135,526 |
+704 |
|
Aug16 |
160408 |
118.680 |
119.900 |
118.680 |
119.580 |
+1.500 |
8,309 |
58,890 |
+409 |
|
Oct16 |
160408 |
118.150 |
118.930 |
118.150 |
118.750 |
+1.050 |
5,328 |
37,371 |
+734 |
|
Dec16 |
160408 |
118.100 |
118.930 |
118.100 |
118.830 |
+1.100 |
2,176 |
17,728 |
+464 |
|
Feb17 |
160408 |
117.180 |
118.135 |
117.180 |
118.035 |
+1.150 |
639 |
5,292 |
+33 |
| Total Volume and Open Interest |
46,063 |
283,793 |
+761 |
| Feeder Cattle(CME) |
|
Apr16 |
160408 |
155.500 |
157.600 |
155.500 |
155.900 |
+1.750 |
1,808 |
4,284 |
-388 |
|
May16 |
160408 |
151.235 |
153.535 |
151.050 |
152.850 |
+3.050 |
5,848 |
15,733 |
+212 |
|
Aug16 |
160408 |
152.735 |
154.450 |
152.550 |
153.935 |
+2.555 |
3,073 |
12,162 |
+139 |
|
Sep16 |
160408 |
151.685 |
153.400 |
151.685 |
152.830 |
+2.030 |
707 |
3,071 |
+140 |
|
Oct16 |
160408 |
150.850 |
152.350 |
150.850 |
151.500 |
+1.465 |
419 |
2,220 |
+93 |
|
Nov16 |
160408 |
147.285 |
148.600 |
147.150 |
147.785 |
+1.435 |
121 |
1,805 |
+22 |
|
Jan17 |
160408 |
142.985 |
144.000 |
142.985 |
143.800 |
+1.670 |
34 |
130 |
+16 |
| Total Volume and Open Interest |
12,021 |
39,420 |
+241 |
| Lean Hogs(CME) |
|
Apr16 |
160408 |
67.150 |
67.200 |
66.785 |
66.830 |
-0.305 |
3,615 |
15,068 |
-549 |
|
May16 |
160408 |
75.635 |
76.730 |
75.285 |
76.730 |
+0.800 |
414 |
2,058 |
+108 |
|
Jun16 |
160408 |
79.830 |
80.950 |
79.300 |
80.885 |
+0.805 |
8,134 |
86,809 |
+428 |
|
Jul16 |
160408 |
79.900 |
81.000 |
79.480 |
80.950 |
+0.770 |
1,836 |
23,601 |
+368 |
|
Aug16 |
160408 |
79.350 |
80.230 |
78.930 |
80.150 |
+0.550 |
2,430 |
35,751 |
+83 |
|
Oct16 |
160408 |
68.900 |
69.700 |
68.700 |
69.635 |
+0.485 |
1,397 |
34,149 |
+75 |
|
Dec16 |
160408 |
64.000 |
64.385 |
63.650 |
64.350 |
+0.215 |
941 |
20,858 |
+256 |
|
Feb17 |
160408 |
66.475 |
66.975 |
66.300 |
66.975 |
+0.175 |
607 |
6,265 |
+108 |
| Total Volume and Open Interest |
19,656 |
227,098 |
+1,077 |
| Class III Milk(CME) |
|
Apr16 |
160408 |
13.75 |
13.77 |
13.73 |
13.74 |
+0.02 |
234 |
4,484 |
-36 |
|
May16 |
160408 |
13.70 |
13.80 |
13.66 |
13.67 |
-0.06 |
218 |
5,170 |
+62 |
|
Jun16 |
160408 |
13.77 |
13.93 |
13.77 |
13.87 |
+0.04 |
61 |
4,265 |
+27 |
|
Jul16 |
160408 |
14.15 |
14.20 |
14.13 |
14.17 |
+0.05 |
28 |
3,261 |
+18 |
|
Aug16 |
160408 |
14.59 |
14.68 |
14.59 |
14.59 |
+0.05 |
15 |
2,692 |
+12 |
|
Sep16 |
160408 |
14.85 |
14.95 |
14.84 |
14.87 |
+0.04 |
15 |
2,617 |
+2 |
|
Oct16 |
160408 |
14.95 |
15.06 |
14.95 |
14.97 |
+0.08 |
14 |
2,232 |
+9 |
|
Nov16 |
160408 |
14.97 |
15.00 |
14.97 |
15.00 |
+0.08 |
9 |
2,124 |
+7 |
|
Dec16 |
160408 |
14.92 |
14.96 |
14.92 |
14.92 |
+0.08 |
21 |
2,027 |
+16 |
|
Jan17 |
160408 |
14.90 |
14.90 |
14.90 |
14.90 |
+0.09 |
1 |
443 |
+1 |
|
Feb17 |
160408 |
14.91 |
14.91 |
14.91 |
14.91 |
+0.06 |
8 |
411 |
+4 |
|
Mar17 |
160408 |
14.98 |
14.99 |
14.98 |
14.98 |
+0.07 |
31 |
415 |
+18 |
|
Apr17 |
160408 |
15.05 |
15.06 |
15.05 |
15.05 |
+0.05 |
4 |
192 |
+4 |
| Total Volume and Open Interest |
714 |
31,215 |
+156 |
| Cocoa(ICE) |
|
May16 |
160408 |
2858 |
2880 |
2848 |
2872 |
+22 |
13,485 |
49,139 |
-3,739 |
|
Jul16 |
160408 |
2872 |
2901 |
2869 |
2894 |
+22 |
15,672 |
72,831 |
+2,433 |
|
Sep16 |
160408 |
2870 |
2890 |
2859 |
2883 |
+19 |
6,500 |
50,069 |
+721 |
|
Dec16 |
160408 |
2840 |
2863 |
2835 |
2857 |
+18 |
3,349 |
22,695 |
+248 |
|
Mar17 |
160408 |
2825 |
2844 |
2815 |
2839 |
+17 |
793 |
28,539 |
+402 |
|
May17 |
160408 |
2822 |
2834 |
2819 |
2834 |
+15 |
64 |
4,643 |
+7 |
|
Jul17 |
160408 |
2828 |
2828 |
2828 |
2828 |
+14 |
17 |
1,325 |
-5 |
| Total Volume and Open Interest |
39,894 |
234,789 |
+69 |
| Coffee "C"(ICE) |
|
May16 |
160408 |
119.80 |
121.30 |
119.05 |
120.45 |
+0.65 |
18,447 |
60,456 |
-2,349 |
|
Jul16 |
160408 |
122.05 |
123.35 |
121.10 |
122.55 |
+0.60 |
12,337 |
56,534 |
+1,219 |
|
Sep16 |
160408 |
123.85 |
125.15 |
122.95 |
124.30 |
+0.55 |
5,840 |
33,362 |
+150 |
|
Dec16 |
160408 |
126.00 |
127.35 |
125.15 |
126.50 |
+0.60 |
3,407 |
27,013 |
-213 |
|
Mar17 |
160408 |
128.05 |
129.35 |
127.25 |
128.55 |
+0.60 |
1,156 |
8,799 |
+245 |
|
May17 |
160408 |
130.10 |
130.20 |
129.00 |
130.20 |
+0.45 |
578 |
4,701 |
+152 |
| Total Volume and Open Interest |
42,022 |
197,242 |
-717 |
| Orange Juice(ICE) |
|
May16 |
160408 |
144.25 |
144.75 |
137.80 |
138.90 |
-4.75 |
767 |
8,603 |
-55 |
|
Jul16 |
160408 |
141.75 |
144.00 |
137.35 |
138.55 |
-5.20 |
477 |
4,223 |
+153 |
|
Sep16 |
160408 |
141.95 |
143.80 |
138.55 |
138.55 |
-5.40 |
1 |
1,080 |
+1 |
|
Nov16 |
160408 |
141.95 |
142.90 |
138.95 |
138.95 |
-5.00 |
1 |
402 |
+0 |
|
Jan17 |
160408 |
139.25 |
139.25 |
139.25 |
139.25 |
-4.60 |
0 |
75 |
+0 |
|
Mar17 |
160408 |
140.05 |
140.05 |
140.05 |
140.05 |
-4.60 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,246 |
14,384 |
+99 |
| Sugar #11(ICE) |
|
May16 |
160408 |
14.44 |
14.75 |
14.23 |
14.69 |
+0.26 |
64,578 |
279,076 |
-6,024 |
|
Jul16 |
160408 |
14.65 |
14.92 |
14.44 |
14.88 |
+0.27 |
53,617 |
271,713 |
+1,583 |
|
Oct16 |
160408 |
14.88 |
15.14 |
14.68 |
15.10 |
+0.27 |
19,323 |
144,551 |
+983 |
|
Mar17 |
160408 |
15.33 |
15.63 |
15.17 |
15.59 |
+0.28 |
4,509 |
97,081 |
+337 |
|
May17 |
160408 |
15.07 |
15.43 |
14.98 |
15.38 |
+0.26 |
1,056 |
15,658 |
-36 |
|
Jul17 |
160408 |
14.87 |
15.21 |
14.78 |
15.16 |
+0.24 |
959 |
23,463 |
+23 |
|
Oct17 |
160408 |
14.86 |
15.14 |
14.80 |
15.14 |
+0.24 |
417 |
18,227 |
+89 |
|
Mar18 |
160408 |
15.20 |
15.47 |
15.15 |
15.47 |
+0.23 |
261 |
7,064 |
+86 |
| Total Volume and Open Interest |
145,087 |
863,137 |
-2,679 |
| London Cocoa(LCE) |
|
May16 |
160408 |
2122 |
2144 |
2120 |
2136 |
+12 |
5,695 |
67,103 |
-2,244 |
|
Jul16 |
160408 |
2139 |
2158 |
2135 |
2150 |
+12 |
8,137 |
64,294 |
-327 |
|
Sep16 |
160408 |
2114 |
2132 |
2110 |
2123 |
+10 |
4,178 |
53,905 |
+386 |
|
Dec16 |
160408 |
2082 |
2092 |
2073 |
2086 |
+10 |
2,462 |
48,717 |
+259 |
|
Mar17 |
160408 |
2053 |
2065 |
2048 |
2059 |
+9 |
1,372 |
35,335 |
+111 |
|
May17 |
160408 |
2058 |
2058 |
2055 |
2055 |
+9 |
37 |
4,902 |
-18 |
|
Jul17 |
160408 |
2052 |
2052 |
2052 |
2052 |
+9 |
25 |
698 |
+1 |
| Total Volume and Open Interest |
21,906 |
275,386 |
-1,832 |
| London Sugar(LCE) |
|
Aug16 |
160408 |
422.90 |
431.30 |
419.70 |
430.20 |
+7.10 |
6,303 |
41,773 |
+1,397 |
|
Oct16 |
160408 |
420.50 |
428.30 |
416.90 |
427.80 |
+7.80 |
866 |
14,090 |
+152 |
|
Dec16 |
160408 |
419.20 |
427.40 |
416.70 |
426.90 |
+7.00 |
845 |
8,370 |
-101 |
|
Mar17 |
160408 |
419.20 |
426.70 |
417.30 |
426.30 |
+6.30 |
746 |
7,545 |
+518 |
|
May17 |
160408 |
418.60 |
425.10 |
417.00 |
425.10 |
+5.60 |
139 |
1,977 |
+112 |
| Total Volume and Open Interest |
15,775 |
96,849 |
-706 |
| Cotton(ICE) |
|
May16 |
160408 |
59.22 |
60.58 |
59.05 |
60.07 |
+1.04 |
11,825 |
95,864 |
-2,413 |
|
Jul16 |
160408 |
58.51 |
59.88 |
58.51 |
59.56 |
+0.99 |
8,012 |
66,456 |
+2,160 |
|
Oct16 |
160408 |
59.29 |
59.29 |
59.29 |
59.29 |
+0.79 |
0 |
5 |
+0 |
|
Dec16 |
160408 |
58.20 |
59.14 |
58.20 |
58.84 |
+0.63 |
2,955 |
48,628 |
+946 |
|
Mar17 |
160408 |
59.40 |
59.51 |
59.31 |
59.34 |
+0.46 |
202 |
7,352 |
+38 |
|
May17 |
160408 |
60.10 |
60.10 |
59.98 |
59.98 |
+0.41 |
70 |
1,935 |
-16 |
| Total Volume and Open Interest |
23,105 |
223,248 |
+733 |
| Lumber(CME) |
|
May16 |
160408 |
290.1 |
295.6 |
288.1 |
290.5 |
-2.8 |
318 |
3,391 |
+28 |
|
Jul16 |
160408 |
290.9 |
297.4 |
288.2 |
291.8 |
-1.9 |
97 |
1,394 |
+22 |
|
Sep16 |
160408 |
295.7 |
296.5 |
289.9 |
289.9 |
-4.9 |
3 |
121 |
+2 |
|
Nov16 |
160408 |
287.0 |
289.0 |
287.0 |
289.0 |
-5.2 |
6 |
28 |
-1 |
| Total Volume and Open Interest |
429 |
4,965 |
+51 |
| Crude Oil(NYM) |
|
May16 |
160408 |
37.52 |
39.84 |
37.45 |
39.72 |
+2.46 |
751,048 |
508,000 |
-17,390 |
|
Jun16 |
160408 |
38.66 |
41.03 |
38.63 |
40.99 |
+2.50 |
287,071 |
268,914 |
+21,793 |
|
Jul16 |
160408 |
39.68 |
41.89 |
39.50 |
41.86 |
+2.50 |
99,517 |
131,415 |
+9,773 |
|
Aug16 |
160408 |
40.13 |
42.40 |
40.13 |
42.38 |
+2.47 |
38,543 |
88,467 |
+2,134 |
|
Sep16 |
160408 |
40.60 |
42.77 |
40.43 |
42.75 |
+2.42 |
37,440 |
119,493 |
+4,438 |
|
Oct16 |
160408 |
41.15 |
43.03 |
41.15 |
43.03 |
+2.37 |
14,219 |
51,774 |
+1,363 |
|
Nov16 |
160408 |
41.44 |
43.30 |
41.44 |
43.28 |
+2.33 |
8,807 |
37,512 |
+925 |
|
Dec16 |
160408 |
41.46 |
43.53 |
41.35 |
43.51 |
+2.30 |
66,620 |
198,581 |
-1,056 |
|
Jan17 |
160408 |
41.71 |
43.73 |
41.71 |
43.73 |
+2.28 |
4,783 |
30,511 |
+288 |
|
Feb17 |
160408 |
42.84 |
43.93 |
42.84 |
43.93 |
+2.25 |
2,245 |
19,899 |
-110 |
|
Mar17 |
160408 |
42.25 |
44.13 |
42.25 |
44.13 |
+2.22 |
4,004 |
39,927 |
-203 |
|
Apr17 |
160408 |
43.68 |
44.33 |
43.68 |
44.33 |
+2.19 |
1,325 |
10,048 |
-228 |
|
May17 |
160408 |
44.49 |
44.53 |
44.26 |
44.53 |
+2.17 |
1,134 |
10,307 |
+78 |
|
Jun17 |
160408 |
43.36 |
44.74 |
43.36 |
44.72 |
+2.15 |
7,849 |
46,905 |
-544 |
|
Jul17 |
160408 |
44.18 |
44.88 |
44.18 |
44.88 |
+2.14 |
265 |
9,906 |
+42 |
|
Aug17 |
160408 |
44.33 |
45.03 |
44.33 |
45.03 |
+2.12 |
157 |
6,350 |
+56 |
| Total Volume and Open Interest |
1,343,621 |
1,797,633 |
+23,859 |
| e-miNY Crude Oil(NYM) |
|
May16 |
160408 |
37.525 |
39.825 |
37.450 |
39.725 |
+2.475 |
13,459 |
2,297 |
-195 |
|
Jun16 |
160408 |
38.750 |
41.000 |
38.625 |
41.000 |
+2.500 |
569 |
601 |
+23 |
|
Jul16 |
160408 |
39.575 |
41.850 |
39.575 |
41.850 |
+2.500 |
53 |
284 |
-4 |
|
Aug16 |
160408 |
41.350 |
42.375 |
41.350 |
42.375 |
+2.475 |
3 |
73 |
+0 |
|
Sep16 |
160408 |
40.675 |
42.750 |
40.675 |
42.750 |
+2.425 |
1 |
80 |
+0 |
|
Oct16 |
160408 |
42.700 |
43.025 |
42.525 |
43.025 |
+2.375 |
1 |
52 |
+0 |
|
Nov16 |
160408 |
43.275 |
43.275 |
43.275 |
43.275 |
+2.325 |
1 |
13 |
+1 |
|
Dec16 |
160408 |
41.500 |
43.500 |
41.500 |
43.500 |
+2.300 |
10 |
255 |
+2 |
|
Jan17 |
160408 |
43.225 |
43.725 |
43.225 |
43.725 |
+2.275 |
3 |
11 |
+2 |
|
Feb17 |
160408 |
43.925 |
43.925 |
43.925 |
43.925 |
+2.250 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
14,105 |
4,163 |
-170 |
| NY Harbor ULSD(NYM) |
|
May16 |
160408 |
113.34 |
120.75 |
113.08 |
120.04 |
+7.47 |
67,087 |
100,837 |
-6,283 |
|
Jun16 |
160408 |
114.68 |
121.85 |
114.56 |
121.13 |
+7.16 |
40,579 |
57,220 |
-1,257 |
|
Jul16 |
160408 |
116.34 |
123.36 |
116.33 |
122.65 |
+6.90 |
20,500 |
45,702 |
+1,701 |
|
Aug16 |
160408 |
119.16 |
124.98 |
119.16 |
124.38 |
+6.69 |
10,642 |
25,602 |
+1,104 |
|
Sep16 |
160408 |
121.43 |
127.13 |
121.43 |
126.55 |
+6.56 |
7,425 |
22,357 |
+193 |
|
Oct16 |
160408 |
123.93 |
129.23 |
123.93 |
128.80 |
+6.52 |
5,769 |
13,497 |
+1,383 |
|
Nov16 |
160408 |
126.12 |
131.15 |
125.86 |
130.86 |
+6.50 |
2,402 |
8,697 |
-35 |
|
Dec16 |
160408 |
127.16 |
133.03 |
127.13 |
132.70 |
+6.49 |
7,813 |
48,747 |
+67 |
|
Jan17 |
160408 |
130.86 |
134.48 |
130.86 |
134.41 |
+6.50 |
712 |
16,535 |
+88 |
|
Feb17 |
160408 |
133.63 |
135.61 |
133.63 |
135.61 |
+6.46 |
352 |
3,487 |
+46 |
|
Mar17 |
160408 |
135.70 |
136.19 |
135.70 |
136.19 |
+6.37 |
690 |
7,021 |
+94 |
|
Apr17 |
160408 |
135.68 |
136.14 |
135.67 |
136.14 |
+6.26 |
536 |
2,306 |
+21 |
|
May17 |
160408 |
135.40 |
136.54 |
135.40 |
136.54 |
+6.14 |
368 |
1,552 |
+134 |
|
Jun17 |
160408 |
135.05 |
137.07 |
134.96 |
137.07 |
+6.03 |
888 |
5,980 |
+250 |
| Total Volume and Open Interest |
166,992 |
379,947 |
-2,464 |
| RBOB Gasoline(NYM) |
|
May16 |
160408 |
138.88 |
146.66 |
138.74 |
146.37 |
+8.25 |
60,415 |
116,066 |
-5,173 |
|
Jun16 |
160408 |
140.22 |
147.76 |
140.12 |
147.49 |
+7.96 |
54,271 |
63,383 |
+3,104 |
|
Jul16 |
160408 |
140.49 |
147.34 |
140.47 |
147.08 |
+7.71 |
26,131 |
41,889 |
+293 |
|
Aug16 |
160408 |
140.94 |
145.60 |
140.94 |
145.38 |
+7.59 |
18,156 |
33,225 |
-678 |
|
Sep16 |
160408 |
138.26 |
142.85 |
138.26 |
142.67 |
+7.48 |
18,767 |
40,184 |
-130 |
|
Oct16 |
160408 |
122.44 |
128.11 |
122.44 |
127.99 |
+7.04 |
10,158 |
21,982 |
+2,207 |
|
Nov16 |
160408 |
120.81 |
124.90 |
120.81 |
124.78 |
+6.84 |
3,919 |
12,367 |
+308 |
|
Dec16 |
160408 |
118.46 |
123.29 |
118.46 |
123.19 |
+6.72 |
7,503 |
30,093 |
-544 |
|
Jan17 |
160408 |
118.21 |
123.47 |
118.21 |
123.40 |
+6.59 |
586 |
5,941 |
+127 |
|
Feb17 |
160408 |
123.80 |
124.84 |
123.80 |
124.84 |
+6.47 |
215 |
2,068 |
+88 |
| Total Volume and Open Interest |
200,942 |
396,211 |
-269 |
| e-miNY RBOB Gasoline(NYM) |
|
May16 |
160408 |
146.40 |
146.40 |
146.37 |
146.40 |
+8.30 |
0 |
1 |
+0 |
|
Jun16 |
160408 |
147.50 |
147.50 |
147.49 |
147.50 |
+8.00 |
|
|
|
|
Jul16 |
160408 |
147.10 |
147.10 |
147.08 |
147.10 |
+7.70 |
|
|
|
|
Aug16 |
160408 |
145.40 |
145.40 |
145.38 |
145.40 |
+7.60 |
|
|
|
| Total Volume and Open Interest |
0 |
1 |
+0 |
| Natural Gas(NYM) |
|
May16 |
160408 |
2.015 |
2.044 |
1.986 |
1.990 |
-0.028 |
123,746 |
308,412 |
-8,058 |
|
Jun16 |
160408 |
2.094 |
2.122 |
2.068 |
2.077 |
-0.024 |
46,812 |
111,923 |
+7,386 |
|
Jul16 |
160408 |
2.191 |
2.219 |
2.167 |
2.175 |
-0.019 |
43,169 |
146,790 |
+12,979 |
|
Aug16 |
160408 |
2.250 |
2.273 |
2.228 |
2.234 |
-0.015 |
16,032 |
50,620 |
+2,941 |
|
Sep16 |
160408 |
2.275 |
2.296 |
2.258 |
2.265 |
-0.012 |
14,181 |
95,015 |
+1,170 |
|
Oct16 |
160408 |
2.324 |
2.351 |
2.310 |
2.318 |
-0.009 |
19,044 |
84,724 |
+2,879 |
|
Nov16 |
160408 |
2.507 |
2.523 |
2.492 |
2.509 |
+0.002 |
3,912 |
30,781 |
-38 |
|
Dec16 |
160408 |
2.775 |
2.792 |
2.764 |
2.784 |
+0.009 |
4,061 |
38,481 |
+941 |
|
Jan17 |
160408 |
2.910 |
2.922 |
2.895 |
2.914 |
+0.011 |
9,079 |
70,274 |
+1,366 |
|
Feb17 |
160408 |
2.903 |
2.912 |
2.889 |
2.906 |
+0.011 |
2,628 |
15,097 |
-498 |
|
Mar17 |
160408 |
2.856 |
2.876 |
2.848 |
2.869 |
+0.012 |
3,428 |
49,375 |
+624 |
|
Apr17 |
160408 |
2.668 |
2.680 |
2.653 |
2.672 |
+0.012 |
2,785 |
44,200 |
-551 |
|
May17 |
160408 |
2.679 |
2.682 |
2.670 |
2.682 |
+0.012 |
825 |
10,168 |
+168 |
|
Jun17 |
160408 |
2.721 |
2.724 |
2.719 |
2.724 |
+0.013 |
454 |
4,804 |
+201 |
|
Jul17 |
160408 |
2.760 |
2.765 |
2.752 |
2.765 |
+0.013 |
161 |
3,998 |
+80 |
|
Aug17 |
160408 |
2.766 |
2.772 |
2.765 |
2.772 |
+0.013 |
113 |
3,805 |
+58 |
| Total Volume and Open Interest |
291,380 |
1,114,850 |
+22,039 |
| Brent Crude Oil(ICE) |
|
Jun16 |
160408 |
39.68 |
42.01 |
39.62 |
41.94 |
+2.51 |
323,374 |
481,494 |
-587 |
|
Jul16 |
160408 |
39.71 |
42.08 |
39.67 |
42.02 |
+2.53 |
145,787 |
327,423 |
+9,683 |
|
Aug16 |
160408 |
40.02 |
42.36 |
39.97 |
42.31 |
+2.53 |
85,790 |
153,065 |
+2,053 |
|
Sep16 |
160408 |
40.36 |
42.63 |
40.31 |
42.59 |
+2.50 |
63,930 |
183,460 |
+6,549 |
|
Oct16 |
160408 |
40.82 |
43.00 |
40.71 |
42.95 |
+2.47 |
31,181 |
89,051 |
+5,874 |
|
Nov16 |
160408 |
41.17 |
43.38 |
41.14 |
43.33 |
+2.46 |
20,583 |
69,055 |
+488 |
|
Dec16 |
160408 |
41.54 |
43.74 |
41.50 |
43.68 |
+2.44 |
83,895 |
306,945 |
+4,068 |
|
Jan17 |
160408 |
41.89 |
44.01 |
41.89 |
43.97 |
+2.40 |
6,326 |
57,727 |
-1,079 |
|
Feb17 |
160408 |
42.59 |
44.30 |
42.59 |
44.26 |
+2.36 |
5,177 |
47,067 |
+1,028 |
|
Mar17 |
160408 |
44.67 |
44.68 |
44.58 |
44.58 |
+2.33 |
7,019 |
32,940 |
+1,259 |
|
Apr17 |
160408 |
43.56 |
44.88 |
43.52 |
44.88 |
+2.30 |
2,114 |
16,795 |
+116 |
|
May17 |
160408 |
43.81 |
45.16 |
43.81 |
45.16 |
+2.28 |
1,589 |
19,261 |
+855 |
|
Jun17 |
160408 |
43.64 |
45.47 |
43.64 |
45.40 |
+2.25 |
13,555 |
67,359 |
+1,114 |
|
Jul17 |
160408 |
45.65 |
45.65 |
45.65 |
45.65 |
+2.22 |
1,029 |
12,774 |
-231 |
| Total Volume and Open Interest |
837,155 |
2,209,610 |
+37,316 |
| Gas Oil(ICE) |
|
Apr16 |
160408 |
333.00 |
355.25 |
332.25 |
354.75 |
+31.25 |
33,817 |
55,254 |
-6,989 |
|
May16 |
160408 |
336.75 |
358.25 |
336.00 |
357.75 |
+30.25 |
77,557 |
175,788 |
+5,293 |
|
Jun16 |
160408 |
341.00 |
363.25 |
341.00 |
363.00 |
+29.50 |
53,424 |
114,284 |
+2,931 |
|
Jul16 |
160408 |
347.25 |
368.50 |
347.25 |
368.50 |
+29.00 |
18,335 |
52,197 |
+1,255 |
|
Aug16 |
160408 |
353.25 |
374.00 |
353.25 |
374.00 |
+28.25 |
9,271 |
31,181 |
+200 |
|
Sep16 |
160408 |
359.50 |
379.50 |
359.50 |
379.50 |
+27.25 |
10,717 |
36,323 |
+245 |
|
Oct16 |
160408 |
365.75 |
385.25 |
365.75 |
385.25 |
+26.75 |
4,364 |
29,130 |
+926 |
|
Nov16 |
160408 |
370.00 |
389.00 |
370.00 |
389.00 |
+26.00 |
2,957 |
21,147 |
+5 |
|
Dec16 |
160408 |
373.50 |
392.00 |
373.25 |
392.00 |
+25.25 |
22,865 |
88,899 |
+198 |
|
Jan17 |
160408 |
379.75 |
396.00 |
379.25 |
396.00 |
+24.75 |
2,537 |
20,125 |
+590 |
| Total Volume and Open Interest |
249,352 |
789,767 |
+5,728 |
| Ethanol(CBOT) |
|
May16 |
160408 |
1.508 |
1.524 |
1.499 |
1.508 |
+0.002 |
390 |
1,383 |
-24 |
|
Jun16 |
160408 |
1.500 |
1.501 |
1.488 |
1.498 |
+0.002 |
124 |
891 |
-2 |
|
Jul16 |
160408 |
1.486 |
1.500 |
1.478 |
1.490 |
+0.002 |
60 |
669 |
+15 |
|
Aug16 |
160408 |
1.471 |
1.474 |
1.471 |
1.474 |
+0.002 |
0 |
147 |
+0 |
|
Sep16 |
160408 |
1.458 |
1.458 |
1.458 |
1.458 |
+0.002 |
0 |
431 |
+0 |
|
Oct16 |
160408 |
1.444 |
1.444 |
1.444 |
1.444 |
+0.002 |
0 |
186 |
+0 |
|
Nov16 |
160408 |
1.425 |
1.425 |
1.425 |
1.425 |
+0.002 |
0 |
77 |
+0 |
|
Dec16 |
160408 |
1.407 |
1.407 |
1.407 |
1.407 |
+0.002 |
0 |
389 |
+0 |
| Total Volume and Open Interest |
574 |
4,173 |
-11 |
| WTI Crude Oil(ICE) |
|
May16 |
160408 |
37.56 |
39.84 |
37.56 |
39.72 |
+2.46 |
46,767 |
67,261 |
-4,124 |
|
Jun16 |
160408 |
38.76 |
41.02 |
38.76 |
40.99 |
+2.50 |
68,911 |
102,539 |
+157 |
|
Jul16 |
160408 |
39.61 |
41.87 |
39.61 |
41.86 |
+2.50 |
35,630 |
31,130 |
-3,658 |
|
Aug16 |
160408 |
40.15 |
42.40 |
40.15 |
42.38 |
+2.47 |
15,392 |
18,998 |
+634 |
|
Sep16 |
160408 |
40.95 |
42.77 |
40.95 |
42.75 |
+2.42 |
8,090 |
29,258 |
-39 |
|
Oct16 |
160408 |
41.61 |
43.03 |
41.61 |
43.03 |
+2.37 |
4,284 |
7,383 |
+829 |
|
Nov16 |
160408 |
42.64 |
43.28 |
42.51 |
43.28 |
+2.33 |
3,740 |
12,427 |
+569 |
|
Dec16 |
160408 |
41.76 |
43.51 |
41.76 |
43.51 |
+2.30 |
11,753 |
71,451 |
+1,967 |
|
Jan17 |
160408 |
43.01 |
43.73 |
43.01 |
43.73 |
+2.28 |
658 |
5,236 |
-28 |
|
Feb17 |
160408 |
43.93 |
43.93 |
43.93 |
43.93 |
+2.25 |
224 |
3,875 |
+3 |
|
Mar17 |
160408 |
44.13 |
44.13 |
44.13 |
44.13 |
+2.22 |
620 |
4,659 |
+238 |
|
Apr17 |
160408 |
44.33 |
44.33 |
44.33 |
44.33 |
+2.19 |
111 |
2,253 |
-6 |
|
May17 |
160408 |
44.53 |
44.53 |
44.53 |
44.53 |
+2.17 |
93 |
1,243 |
+1 |
|
Jun17 |
160408 |
44.35 |
44.72 |
44.35 |
44.72 |
+2.15 |
419 |
21,740 |
+138 |
|
Jul17 |
160408 |
44.88 |
44.88 |
44.88 |
44.88 |
+2.14 |
0 |
1,273 |
+0 |
|
Aug17 |
160408 |
45.03 |
45.03 |
45.03 |
45.03 |
+2.12 |
1 |
371 |
+0 |
| Total Volume and Open Interest |
199,182 |
449,363 |
-2,300 |
| US Dollar Index(ICE) |
|
Jun16 |
160408 |
94.585 |
94.700 |
94.090 |
94.253 |
-0.252 |
32,356 |
55,800 |
+1,296 |
|
Sep16 |
160408 |
94.745 |
94.770 |
94.240 |
94.360 |
-0.238 |
321 |
1,610 |
+76 |
|
Dec16 |
160408 |
94.785 |
94.785 |
94.330 |
94.412 |
-0.240 |
13 |
256 |
+6 |
| Total Volume and Open Interest |
32,697 |
57,708 |
+1,385 |
| Australian Dollar(CME) |
|
Jun16 |
160408 |
74.84 |
75.58 |
74.78 |
75.34 |
+0.49 |
90,608 |
122,189 |
+1,342 |
|
Sep16 |
160408 |
74.60 |
75.25 |
74.49 |
75.03 |
+0.49 |
23 |
181 |
+2 |
|
Dec16 |
160408 |
74.68 |
74.77 |
74.68 |
74.77 |
+0.50 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
90,631 |
122,404 |
+1,344 |
| British Pound(CME) |
|
Jun16 |
160408 |
140.57 |
141.43 |
140.42 |
141.23 |
+0.60 |
123,625 |
245,608 |
-812 |
|
Sep16 |
160408 |
140.67 |
141.50 |
140.52 |
141.32 |
+0.60 |
46 |
825 |
-5 |
|
Dec16 |
160408 |
141.50 |
141.51 |
141.45 |
141.45 |
+0.60 |
3 |
308 |
+0 |
| Total Volume and Open Interest |
123,674 |
246,769 |
-817 |
| Canadian Dollar(CME) |
|
Jun16 |
160408 |
76.04 |
77.21 |
76.01 |
76.99 |
+0.96 |
65,027 |
101,857 |
-568 |
|
Sep16 |
160408 |
76.06 |
77.21 |
76.04 |
77.00 |
+0.96 |
103 |
1,683 |
-10 |
|
Dec16 |
160408 |
76.75 |
77.20 |
76.75 |
77.02 |
+0.96 |
5 |
1,145 |
-3 |
|
Mar17 |
160408 |
77.04 |
77.23 |
77.04 |
77.04 |
+0.96 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
65,135 |
104,754 |
-581 |
| Japanese Yen(CME) |
|
Jun16 |
160408 |
92.49 |
92.71 |
91.81 |
92.47 |
-0.07 |
165,662 |
171,236 |
+4,910 |
|
Sep16 |
160408 |
92.75 |
93.00 |
92.12 |
92.77 |
-0.07 |
65 |
383 |
+6 |
|
Dec16 |
160408 |
92.95 |
93.26 |
92.60 |
93.17 |
-0.06 |
4 |
78 |
+2 |
| Total Volume and Open Interest |
165,731 |
171,749 |
+4,918 |
| Swiss Franc(CME) |
|
Jun16 |
160408 |
104.87 |
105.27 |
104.64 |
105.14 |
+0.19 |
21,090 |
36,409 |
+103 |
|
Sep16 |
160408 |
105.25 |
105.76 |
105.15 |
105.64 |
+0.19 |
14 |
80 |
+11 |
|
Dec16 |
160408 |
106.18 |
106.22 |
105.83 |
106.18 |
+0.19 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
21,104 |
36,525 |
+114 |
| EuroFX(CME) |
|
Jun16 |
160408 |
113.94 |
114.40 |
113.70 |
114.19 |
+0.18 |
228,244 |
338,512 |
+3,484 |
|
Sep16 |
160408 |
114.27 |
114.76 |
114.07 |
114.56 |
+0.19 |
340 |
2,269 |
+45 |
|
Dec16 |
160408 |
114.95 |
115.13 |
114.49 |
114.95 |
+0.18 |
1 |
967 |
+0 |
| Total Volume and Open Interest |
228,597 |
342,066 |
+3,533 |
| Mexican Peso(CME) |
|
Apr16 |
160408 |
561.88 |
561.88 |
561.88 |
561.88 |
+4.25 |
|
|
|
|
May16 |
160408 |
560.38 |
560.38 |
560.38 |
560.38 |
+4.25 |
|
|
|
| Total Volume and Open Interest |
85,323 |
124,129 |
+10,257 |
| Brazilian Real(CME) |
|
May16 |
160408 |
270.00 |
276.60 |
270.00 |
275.10 |
+6.45 |
1,022 |
26,018 |
+264 |
|
Jun16 |
160408 |
269.40 |
272.85 |
269.40 |
272.85 |
+6.55 |
132 |
5,179 |
-4 |
|
Jul16 |
160408 |
270.45 |
270.45 |
270.45 |
270.45 |
+6.20 |
0 |
15 |
+0 |
|
Aug16 |
160408 |
268.15 |
268.15 |
268.15 |
268.15 |
+6.15 |
|
|
|
| Total Volume and Open Interest |
1,154 |
31,233 |
+260 |
| 30-Year T-Bonds(CBOT) |
|
Jun16 |
160408 |
167~030 |
167~030 |
165~250 |
166~060 |
-0~260 |
180,773 |
514,892 |
-2,188 |
|
Sep16 |
160408 |
165~220 |
165~220 |
164~230 |
164~280 |
-0~260 |
19 |
148 |
+3 |
|
Dec16 |
160408 |
163~200 |
163~200 |
163~200 |
163~200 |
-0~260 |
|
|
|
| Total Volume and Open Interest |
180,792 |
515,040 |
-2,185 |
| 10-Year T-Notes(CBOT) |
|
Jun16 |
160408 |
131~075 |
131~085 |
130~270 |
131~010 |
-0~070 |
944,334 |
2,681,513 |
-7,074 |
|
Sep16 |
160408 |
131~035 |
131~035 |
130~285 |
131~000 |
-0~070 |
2,609 |
3,044 |
+2,155 |
|
Dec16 |
160408 |
130~055 |
130~055 |
130~055 |
130~055 |
-0~070 |
|
|
|
| Total Volume and Open Interest |
946,943 |
2,684,557 |
-4,919 |
| 5-Year T-Notes(CBOT) |
|
Jun16 |
160408 |
121~176 |
121~186 |
121~116 |
121~152 |
-0~030 |
427,359 |
2,443,406 |
+300 |
|
Sep16 |
160408 |
121~044 |
121~044 |
121~044 |
121~044 |
-0~032 |
5,442 |
5,782 |
+2,929 |
|
Dec16 |
160408 |
121~030 |
121~030 |
121~030 |
121~030 |
-0~032 |
|
|
|
| Total Volume and Open Interest |
432,801 |
2,449,188 |
+3,229 |
| 2 Year T-Notes(CBOT) |
|
Jun16 |
160408 |
109~140 |
109~140 |
109~116 |
109~130 |
-0~006 |
183,184 |
991,062 |
-1,662 |
|
Sep16 |
160408 |
109~112 |
109~112 |
109~112 |
109~112 |
-0~012 |
0 |
2 |
+0 |
|
Dec16 |
160408 |
109~096 |
109~096 |
109~096 |
109~096 |
-0~012 |
|
|
|
| Total Volume and Open Interest |
183,184 |
991,064 |
-1,662 |
| Eurodollars(CME) |
|
Jun16 |
160408 |
99.330 |
99.330 |
99.305 |
99.315 |
-0.015 |
164,799 |
1,166,974 |
+4,099 |
|
Sep16 |
160408 |
99.265 |
99.265 |
99.235 |
99.245 |
-0.015 |
169,911 |
1,081,206 |
+7,107 |
|
Dec16 |
160408 |
99.200 |
99.205 |
99.170 |
99.185 |
-0.015 |
224,312 |
1,226,862 |
-4,295 |
|
Mar17 |
160408 |
99.165 |
99.170 |
99.125 |
99.140 |
-0.020 |
181,886 |
859,207 |
+4,295 |
|
Jun17 |
160408 |
99.120 |
99.120 |
99.070 |
99.090 |
-0.025 |
162,404 |
792,660 |
+6,679 |
|
Sep17 |
160408 |
99.070 |
99.075 |
99.020 |
99.040 |
-0.030 |
142,109 |
672,034 |
+2,680 |
|
Dec17 |
160408 |
99.010 |
99.015 |
98.960 |
98.980 |
-0.030 |
183,109 |
973,229 |
+5,551 |
|
Mar18 |
160408 |
98.970 |
98.970 |
98.915 |
98.935 |
-0.035 |
118,598 |
495,013 |
-2,596 |
|
Jun18 |
160408 |
98.915 |
98.915 |
98.860 |
98.880 |
-0.035 |
94,923 |
423,298 |
+2,544 |
|
Sep18 |
160408 |
98.860 |
98.860 |
98.800 |
98.820 |
-0.040 |
83,214 |
349,353 |
-1,511 |
|
Dec18 |
160408 |
98.795 |
98.795 |
98.735 |
98.755 |
-0.040 |
87,030 |
488,936 |
+3,445 |
|
Mar19 |
160408 |
98.740 |
98.740 |
98.680 |
98.700 |
-0.045 |
74,448 |
281,728 |
-7,352 |
|
Jun19 |
160408 |
98.685 |
98.685 |
98.620 |
98.635 |
-0.050 |
38,716 |
268,619 |
-1,892 |
|
Sep19 |
160408 |
98.615 |
98.615 |
98.560 |
98.570 |
-0.050 |
25,896 |
177,880 |
-957 |
|
Dec19 |
160408 |
98.545 |
98.545 |
98.485 |
98.500 |
-0.050 |
37,082 |
177,977 |
+5,634 |
|
Mar20 |
160408 |
98.480 |
98.480 |
98.425 |
98.440 |
-0.050 |
24,355 |
97,548 |
+1,288 |
|
Jun20 |
160408 |
98.415 |
98.415 |
98.360 |
98.370 |
-0.055 |
17,156 |
59,883 |
-40 |
|
Sep20 |
160408 |
98.350 |
98.350 |
98.295 |
98.305 |
-0.055 |
16,313 |
56,366 |
-365 |
| Total Volume and Open Interest |
1,908,171 |
10,058,289 |
+23,113 |
| Ultra T-Bond(CBOT) |
|
Jun16 |
160408 |
175~29 |
175~29 |
174~08 |
174~21 |
-1~09 |
72,145 |
625,427 |
+924 |
|
Sep16 |
160408 |
176~28 |
176~28 |
176~28 |
176~28 |
-1~09 |
10 |
7 |
+5 |
|
Dec16 |
160408 |
176~06 |
176~06 |
176~06 |
176~06 |
-1~09 |
|
|
|
| Total Volume and Open Interest |
72,155 |
625,434 |
+929 |
| Ultra 10-Yr T-Note(CBOT) |
|
Jun16 |
160408 |
141~305 |
141~310 |
141~135 |
141~205 |
-0~105 |
38,977 |
106,134 |
-1,033 |
|
Sep16 |
160408 |
141~020 |
141~020 |
141~020 |
141~020 |
-0~105 |
|
|
|
|
Dec16 |
160408 |
141~020 |
141~020 |
141~020 |
141~020 |
-0~105 |
|
|
|
| Total Volume and Open Interest |
38,977 |
106,134 |
-1,033 |
| 30 Day Federal Funds(CBOT) |
|
Apr16 |
160408 |
99.637 |
99.640 |
99.637 |
99.640 |
+0.003 |
2,186 |
120,487 |
-1,438 |
|
May16 |
160408 |
99.630 |
99.635 |
99.630 |
99.630 |
unch |
13,387 |
204,897 |
+2,251 |
|
Jun16 |
160408 |
99.610 |
99.615 |
99.605 |
99.610 |
unch |
5,408 |
69,302 |
-1,126 |
|
Jul16 |
160408 |
99.590 |
99.590 |
99.580 |
99.590 |
unch |
30,060 |
139,654 |
+5,712 |
|
Aug16 |
160408 |
99.565 |
99.565 |
99.550 |
99.555 |
-0.005 |
21,643 |
94,999 |
+9,557 |
|
Sep16 |
160408 |
99.550 |
99.550 |
99.540 |
99.550 |
-0.005 |
2,315 |
19,673 |
+645 |
| Total Volume and Open Interest |
91,459 |
874,770 |
+19,100 |
| 3-Mth Euro-Yen(CME) |
|
Jun16 |
160408 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
|
Sep16 |
160408 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
|
Dec16 |
160408 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
|
Mar17 |
160408 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
|
Jun17 |
160408 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
|
Sep17 |
160408 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
|
Dec17 |
160408 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
|
Mar18 |
160408 |
99.995 |
99.995 |
99.995 |
99.995 |
unch |
|
|
|
|
Jun18 |
160408 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
|
|
|
|
Sep18 |
160408 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
|
Jun16 |
160407 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
|
Sep16 |
160407 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
|
Dec16 |
160407 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
|
Mar17 |
160407 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
|
Jun17 |
160407 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
|
Sep17 |
160407 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
|
Dec17 |
160407 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
|
Mar18 |
160407 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Japanese Gov't Bonds(SGX) |
|
Jun16 |
160407 |
151.45 |
151.57 |
151.34 |
151.43 |
-0.04 |
949 |
16,616 |
-270 |
|
Sep16 |
160407 |
150.87 |
150.87 |
150.87 |
150.87 |
-0.04 |
|
|
|
|
Dec16 |
160407 |
150.87 |
150.87 |
150.87 |
150.87 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
949 |
16,616 |
-270 |
| Euro-Buxl(EUREX) |
|
Jun16 |
160408 |
171.62 |
171.90 |
170.52 |
170.86 |
-0.92 |
41,743 |
126,509 |
+1,766 |
|
Sep16 |
160408 |
180.68 |
180.68 |
180.68 |
180.68 |
-0.92 |
0 |
11 |
+0 |
|
Dec16 |
160408 |
180.68 |
180.68 |
180.68 |
180.68 |
-0.92 |
|
|
|
| Total Volume and Open Interest |
41,743 |
126,520 |
+1,766 |
| Euro-Bund(EUREX) |
|
Jun16 |
160408 |
164.18 |
164.39 |
164.05 |
164.20 |
-0.17 |
617,477 |
1,279,197 |
+21,189 |
|
Sep16 |
160408 |
163.48 |
163.48 |
163.28 |
163.28 |
-0.17 |
4,582 |
18,224 |
+4,447 |
|
Dec16 |
160408 |
161.70 |
161.70 |
161.70 |
161.70 |
-0.17 |
|
|
|
| Total Volume and Open Interest |
622,059 |
1,297,421 |
+25,636 |
| Euro-Bobl(EUREX) |
|
Jun16 |
160408 |
131.38 |
131.48 |
131.37 |
131.43 |
unch |
446,221 |
983,319 |
-6,068 |
|
Sep16 |
160408 |
132.41 |
132.41 |
132.41 |
132.41 |
unch |
0 |
13 |
+0 |
|
Dec16 |
160408 |
131.43 |
131.43 |
131.43 |
131.43 |
unch |
|
|
|
| Total Volume and Open Interest |
446,221 |
983,332 |
-6,068 |
| Euro-Schatz(EUREX) |
|
Jun16 |
160408 |
111.83 |
111.86 |
111.83 |
111.86 |
+0.02 |
163,882 |
964,711 |
+20,220 |
|
Sep16 |
160408 |
111.83 |
111.83 |
111.83 |
111.83 |
+0.02 |
452 |
2 |
+0 |
|
Dec16 |
160408 |
111.83 |
111.83 |
111.83 |
111.83 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
164,334 |
964,713 |
+20,220 |
| 3-Mth Euribor(EUREX) |
|
Jun16 |
160408 |
100.255 |
100.255 |
100.250 |
100.250 |
-0.010 |
20 |
11,549 |
-20 |
|
Sep16 |
160408 |
100.275 |
100.275 |
100.275 |
100.275 |
-0.005 |
20 |
5,885 |
-20 |
|
Dec16 |
160408 |
100.300 |
100.300 |
100.300 |
100.300 |
unch |
0 |
2,851 |
+0 |
| Total Volume and Open Interest |
134 |
72,015 |
+46 |
| Long Gilt(LIFFE) |
|
Jun16 |
160408 |
121~31 |
122~00 |
121~18 |
121~20 |
-0~12 |
152,114 |
473,827 |
+2,673 |
|
Sep16 |
160408 |
123~12 |
123~12 |
123~12 |
123~12 |
-0~12 |
|
|
|
| Total Volume and Open Interest |
152,114 |
473,827 |
+2,673 |
| 3-Mth Short Sterling(LIFFE) |
|
Jun16 |
160408 |
99.40 |
99.40 |
99.39 |
99.40 |
unch |
20,717 |
427,366 |
-1,764 |
|
Sep16 |
160408 |
99.40 |
99.41 |
99.39 |
99.41 |
unch |
30,302 |
375,684 |
-1,703 |
|
Dec16 |
160408 |
99.40 |
99.41 |
99.39 |
99.41 |
unch |
35,005 |
410,043 |
-3,331 |
|
Mar17 |
160408 |
99.40 |
99.41 |
99.38 |
99.40 |
-0.01 |
65,465 |
311,425 |
-4,244 |
|
Jun17 |
160408 |
99.38 |
99.39 |
99.36 |
99.37 |
-0.02 |
44,006 |
303,120 |
+715 |
|
Sep17 |
160408 |
99.36 |
99.37 |
99.33 |
99.34 |
-0.02 |
20,842 |
260,537 |
+462 |
| Total Volume and Open Interest |
319,609 |
3,121,813 |
+1,600 |
| 3-Mth Euribor(LIFFE) |
|
Jun16 |
160408 |
100.260 |
100.260 |
100.245 |
100.250 |
-0.005 |
66,406 |
508,786 |
-7,306 |
|
Sep16 |
160408 |
100.280 |
100.280 |
100.270 |
100.275 |
-0.005 |
48,487 |
511,617 |
+3,242 |
|
Dec16 |
160408 |
100.300 |
100.305 |
100.290 |
100.300 |
unch |
41,373 |
460,392 |
-2,769 |
| Total Volume and Open Interest |
358,674 |
3,434,560 |
-1,665 |
| 3-Mth Aus T-Bills(SFE) |
|
Jun16 |
160408 |
97.82 |
97.85 |
97.82 |
97.84 |
+0.01 |
25,190 |
237,417 |
-6,519 |
|
Sep16 |
160408 |
97.90 |
97.94 |
97.90 |
97.93 |
+0.03 |
36,523 |
225,276 |
-1,428 |
|
Dec16 |
160408 |
97.95 |
97.99 |
97.95 |
97.98 |
+0.02 |
20,435 |
167,550 |
-1,773 |
|
Mar17 |
160408 |
97.98 |
98.02 |
97.97 |
98.01 |
+0.03 |
15,912 |
120,956 |
-3,163 |
|
Jun17 |
160408 |
97.99 |
98.03 |
97.99 |
98.03 |
+0.03 |
7,008 |
69,377 |
+1,881 |
|
Sep17 |
160408 |
98.00 |
98.04 |
97.98 |
98.03 |
+0.03 |
8,598 |
62,321 |
+2,551 |
|
Dec17 |
160408 |
97.99 |
98.03 |
97.99 |
98.02 |
+0.03 |
2,600 |
40,059 |
+1,336 |
|
Mar18 |
160408 |
97.97 |
98.00 |
97.97 |
98.00 |
+0.03 |
1,830 |
20,136 |
+151 |
|
Jun18 |
160408 |
97.95 |
97.99 |
97.94 |
97.98 |
+0.03 |
213 |
10,193 |
-39 |
|
Sep18 |
160408 |
97.91 |
97.94 |
97.91 |
97.94 |
+0.03 |
380 |
1,519 |
+310 |
| Total Volume and Open Interest |
118,719 |
957,819 |
-6,683 |
| 10-Year Aus T-Bonds(SFE) |
|
Jun16 |
160408 |
97.55 |
97.62 |
97.55 |
97.60 |
+0.05 |
92,926 |
782,527 |
+8,262 |
|
Sep16 |
160408 |
97.60 |
97.60 |
97.60 |
97.60 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
92,926 |
782,527 |
+8,262 |
| 3-Year Aus T-Bonds(SFE) |
|
Jun16 |
160408 |
98.17 |
98.22 |
98.15 |
98.21 |
+0.04 |
136,874 |
752,845 |
-7,741 |
|
Sep16 |
160408 |
98.21 |
98.21 |
98.21 |
98.21 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
136,874 |
752,845 |
-7,741 |
| Gold(CMX) |
|
Apr16 |
160408 |
1241.0 |
1242.8 |
1232.0 |
1242.5 |
+6.3 |
248 |
3,719 |
-182 |
|
Jun16 |
160408 |
1241.8 |
1244.6 |
1231.0 |
1243.8 |
+6.3 |
135,333 |
353,513 |
-4,655 |
|
Aug16 |
160408 |
1242.8 |
1245.6 |
1232.8 |
1245.3 |
+6.4 |
1,852 |
39,170 |
+642 |
|
Oct16 |
160408 |
1241.5 |
1247.0 |
1236.4 |
1246.7 |
+6.5 |
1,329 |
20,821 |
+748 |
|
Dec16 |
160408 |
1245.3 |
1248.6 |
1236.7 |
1248.2 |
+6.6 |
935 |
23,016 |
+43 |
|
Feb17 |
160408 |
1249.5 |
1249.5 |
1249.5 |
1249.5 |
+6.6 |
113 |
4,826 |
+32 |
|
Apr17 |
160408 |
1244.0 |
1250.8 |
1241.3 |
1250.8 |
+6.7 |
1,204 |
1,855 |
-962 |
|
Jun17 |
160408 |
1252.1 |
1252.1 |
1252.1 |
1252.1 |
+6.7 |
676 |
6,310 |
+600 |
|
Aug17 |
160408 |
1253.5 |
1253.5 |
1253.5 |
1253.5 |
+6.8 |
0 |
106 |
+0 |
|
Oct17 |
160408 |
1254.8 |
1254.8 |
1254.8 |
1254.8 |
+6.9 |
0 |
622 |
+0 |
|
Dec17 |
160408 |
1243.0 |
1256.2 |
1243.0 |
1256.2 |
+7.0 |
144 |
6,048 |
+89 |
|
Feb18 |
160408 |
1257.6 |
1257.6 |
1257.6 |
1257.6 |
+7.1 |
|
|
|
| Total Volume and Open Interest |
143,624 |
470,426 |
-3,668 |
| Silver(CMX) |
|
May16 |
160408 |
1521.5 |
1539.0 |
1512.0 |
1538.4 |
+22.6 |
41,545 |
108,102 |
-2,609 |
|
Jul16 |
160408 |
1525.5 |
1543.0 |
1517.0 |
1542.2 |
+22.6 |
5,065 |
36,033 |
+1,109 |
|
Sep16 |
160408 |
1528.5 |
1545.7 |
1526.5 |
1545.7 |
+22.6 |
1,399 |
11,859 |
+747 |
|
Dec16 |
160408 |
1532.0 |
1550.5 |
1529.0 |
1550.5 |
+22.6 |
814 |
17,296 |
+347 |
|
Mar17 |
160408 |
1555.5 |
1555.5 |
1555.5 |
1555.5 |
+22.8 |
162 |
873 |
+47 |
|
May17 |
160408 |
1558.5 |
1558.5 |
1558.5 |
1558.5 |
+22.8 |
139 |
48 |
+20 |
|
Jul17 |
160408 |
1561.5 |
1561.5 |
1561.5 |
1561.5 |
+22.8 |
213 |
2,120 |
+5 |
| Total Volume and Open Interest |
49,966 |
179,858 |
-55 |
| Platinum(NYMEX) |
|
Apr16 |
160408 |
967.5 |
967.5 |
967.5 |
967.5 |
+13.7 |
85 |
225 |
+2 |
|
Jul16 |
160408 |
957.7 |
970.0 |
955.1 |
968.4 |
+13.7 |
9,363 |
53,016 |
-93 |
|
Oct16 |
160408 |
960.8 |
971.2 |
958.0 |
970.0 |
+13.7 |
241 |
2,708 |
+212 |
|
Jan17 |
160408 |
971.4 |
971.4 |
971.4 |
971.4 |
+13.7 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
9,696 |
56,020 |
+122 |
| Palladium(NYMEX) |
|
Jun16 |
160408 |
536.70 |
544.00 |
534.60 |
538.65 |
+4.85 |
4,608 |
22,312 |
+328 |
|
Sep16 |
160408 |
538.60 |
543.10 |
536.00 |
539.50 |
+4.80 |
163 |
752 |
+87 |
|
Dec16 |
160408 |
541.00 |
541.00 |
541.00 |
541.00 |
+4.70 |
0 |
69 |
+0 |
| Total Volume and Open Interest |
4,783 |
23,152 |
+416 |
| Copper(CMX) |
|
May16 |
160408 |
207.60 |
209.65 |
207.10 |
208.70 |
+1.05 |
53,075 |
91,227 |
-1,712 |
|
Jul16 |
160408 |
208.80 |
210.50 |
208.20 |
209.55 |
+0.75 |
9,754 |
52,270 |
+1,503 |
|
Sep16 |
160408 |
209.10 |
211.00 |
209.00 |
210.15 |
+0.65 |
2,883 |
24,453 |
+499 |
|
Dec16 |
160408 |
209.70 |
211.40 |
209.65 |
210.80 |
+0.55 |
1,287 |
15,760 |
+404 |
|
Mar17 |
160408 |
210.95 |
211.30 |
210.95 |
211.30 |
+0.50 |
96 |
2,300 |
+42 |
| Total Volume and Open Interest |
67,882 |
193,740 |
+834 |
| E-mini DJIA Index(CBOT) |
|
Jun16 |
160408 |
17460 |
17609 |
17422 |
17485 |
+27 |
168,209 |
115,790 |
+3,352 |
|
Sep16 |
160408 |
17383 |
17524 |
17360 |
17398 |
+26 |
64 |
550 |
+49 |
|
Dec16 |
160408 |
17338 |
17338 |
17338 |
17338 |
+26 |
8 |
12 |
+4 |
|
Mar17 |
160408 |
17278 |
17278 |
17278 |
17278 |
+26 |
|
|
|
| Total Volume and Open Interest |
168,281 |
116,352 |
+3,405 |
| S & P 500(CME) |
|
Jun16 |
160408 |
2032.00 |
2054.00 |
2030.90 |
2040.70 |
+5.60 |
5,237 |
67,287 |
+907 |
|
Sep16 |
160408 |
2032.40 |
2045.30 |
2031.80 |
2032.40 |
+5.60 |
33 |
527 |
+4 |
|
Dec16 |
160408 |
2025.20 |
2038.30 |
2024.80 |
2025.20 |
+5.40 |
0 |
3 |
+0 |
|
Mar17 |
160408 |
2019.90 |
2033.00 |
2019.50 |
2019.90 |
+5.40 |
|
|
|
| Total Volume and Open Interest |
5,270 |
67,817 |
+911 |
| S & P 500 E-Mini(Globex) |
|
Jun16 |
160408 |
2034.50 |
2054.25 |
2030.25 |
2040.75 |
+5.75 |
1,894,599 |
2,853,456 |
-1,662 |
|
Sep16 |
160408 |
2024.50 |
2045.75 |
2022.25 |
2032.50 |
+5.75 |
3,142 |
11,598 |
+888 |
|
Dec16 |
160408 |
2019.50 |
2038.00 |
2015.25 |
2025.25 |
+5.50 |
90 |
1,944 |
+40 |
|
Mar17 |
160408 |
2028.00 |
2028.00 |
2019.00 |
2020.00 |
+5.50 |
2 |
59 |
+0 |
| Total Volume and Open Interest |
1,897,833 |
2,867,057 |
-734 |
| NASDAQ 100 E-Mini(Globex) |
|
Jun16 |
160408 |
4467.50 |
4509.80 |
4451.50 |
4467.30 |
-3.00 |
241,958 |
226,967 |
+10,515 |
|
Sep16 |
160408 |
4455.00 |
4500.80 |
4447.00 |
4460.00 |
-3.00 |
37 |
247 |
+8 |
|
Dec16 |
160408 |
4457.50 |
4481.30 |
4443.50 |
4457.50 |
-3.00 |
0 |
85 |
+0 |
| Total Volume and Open Interest |
241,995 |
227,301 |
+10,523 |
| S&P Midcap 400(CME) e-Mini |
|
Jun16 |
160408 |
1411.80 |
1433.00 |
1411.80 |
1423.30 |
+8.40 |
19,085 |
83,696 |
-195 |
|
Sep16 |
160408 |
1419.00 |
1425.80 |
1419.00 |
1419.00 |
+8.40 |
0 |
7 |
+0 |
|
Dec16 |
160408 |
1420.30 |
1420.30 |
1420.30 |
1420.30 |
+8.40 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
19,085 |
83,715 |
-195 |
| Volatility Index(CBOE) |
|
Apr16 |
160408 |
17.25 |
17.40 |
16.20 |
16.68 |
-0.60 |
74,370 |
152,545 |
-5,887 |
|
May16 |
160408 |
18.90 |
18.96 |
18.05 |
18.53 |
-0.35 |
63,055 |
141,507 |
+6,805 |
|
Jun16 |
160408 |
19.58 |
19.62 |
18.95 |
19.33 |
-0.25 |
21,147 |
33,583 |
+2,404 |
|
Jul16 |
160408 |
20.05 |
20.17 |
19.58 |
19.88 |
-0.20 |
7,172 |
22,116 |
+1,155 |
| Total Volume and Open Interest |
175,932 |
395,913 |
+6,710 |
| Russell 2000(ICE) |
|
Jun16 |
160408 |
1088.10 |
1103.50 |
1087.50 |
1094.10 |
+3.80 |
85,648 |
376,778 |
+768 |
|
Sep16 |
160408 |
1094.00 |
1094.00 |
1088.30 |
1088.30 |
+3.80 |
2 |
38 |
+0 |
|
Dec16 |
160408 |
1085.30 |
1085.30 |
1085.30 |
1085.30 |
+3.80 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
85,650 |
376,876 |
+768 |
| Nikkei 225(CME) |
|
Jun16 |
160408 |
15490 |
16075 |
15465 |
15825 |
+330 |
14,582 |
30,711 |
+31 |
|
Sep16 |
160408 |
15955 |
15955 |
15840 |
15840 |
+335 |
1 |
5 |
+1 |
| Total Volume and Open Interest |
14,583 |
30,721 |
+32 |
| Nikkei 225(SGX) |
|
Jun16 |
160408 |
15835 |
15970 |
15815 |
15815 |
+105 |
91,400 |
195,315 |
-1,561 |
|
Sep16 |
160408 |
15630 |
15965 |
15325 |
15790 |
+110 |
83 |
692 |
+13 |
|
Dec16 |
160408 |
15675 |
15675 |
15675 |
15675 |
+110 |
0 |
3,809 |
+0 |
| Total Volume and Open Interest |
95,998 |
212,618 |
+806 |
| Nikkei 225(CME) Yen |
|
Jun16 |
160408 |
15425 |
16030 |
15405 |
15775 |
+330 |
53,966 |
74,077 |
+1,999 |
|
Sep16 |
160408 |
15870 |
15960 |
15385 |
15730 |
+325 |
0 |
114 |
+0 |
|
Dec16 |
160408 |
15720 |
15760 |
15375 |
15720 |
+325 |
|
|
|
| Total Volume and Open Interest |
53,966 |
74,197 |
+1,999 |
| Nikkei 225(CME) e-Mini Yen |
|
Jun16 |
160408 |
15630 |
15950 |
15630 |
15770 |
+320 |
2 |
22 |
+2 |
|
Sep16 |
160408 |
15730 |
15730 |
15730 |
15730 |
+320 |
|
|
|
|
Dec16 |
160408 |
15720 |
15720 |
15720 |
15720 |
+320 |
|
|
|
| Total Volume and Open Interest |
2 |
22 |
+2 |
| CAC 40(EURONEXT) |
|
Apr16 |
160408 |
4251.5 |
4315.0 |
4248.0 |
4302.0 |
+58.0 |
72,939 |
250,287 |
-765 |
|
May16 |
160408 |
4180.5 |
4242.0 |
4179.5 |
4229.5 |
+58.0 |
112 |
235 |
+77 |
|
Jun16 |
160408 |
4156.0 |
4194.5 |
4128.5 |
4182.0 |
+58.0 |
268 |
9,052 |
-241 |
| Total Volume and Open Interest |
73,319 |
259,590 |
-929 |
| Hang Seng Index(HKFE) |
|
Apr16 |
160408 |
20241 |
20393 |
19967 |
20389 |
+141 |
98,545 |
93,872 |
-2,047 |
|
May16 |
160408 |
20070 |
20266 |
19850 |
20266 |
+143 |
311 |
1,136 |
+38 |
|
Jun16 |
160408 |
19820 |
19989 |
19607 |
19989 |
+137 |
100 |
5,476 |
-16 |
| Total Volume and Open Interest |
99,025 |
102,424 |
-2,033 |
| DAX(EUREX) |
|
Jun16 |
160408 |
9579.5 |
9707.5 |
9570.0 |
9650.5 |
+116.0 |
113,466 |
114,067 |
-4,132 |
|
Sep16 |
160408 |
9575.0 |
9687.0 |
9574.0 |
9641.5 |
+116.0 |
57 |
1,523 |
+3 |
|
Dec16 |
160408 |
9629.5 |
9652.0 |
9628.5 |
9633.5 |
+116.0 |
5 |
2,810 |
+2 |
| Total Volume and Open Interest |
113,528 |
118,400 |
-4,127 |
| Mini-DAX(EUREX) |
|
Jun16 |
160408 |
9575.0 |
9708.0 |
9568.0 |
9651.0 |
+117.0 |
22,799 |
5,921 |
+181 |
|
Sep16 |
160408 |
9598.0 |
9691.0 |
9598.0 |
9642.0 |
+117.0 |
17 |
50 |
-6 |
|
Dec16 |
160408 |
9634.0 |
9634.0 |
9634.0 |
9634.0 |
+117.0 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
22,816 |
5,973 |
+175 |
| FT-SE 100(EURONEXT) |
|
Jun16 |
160408 |
6061.00 |
6166.00 |
6061.00 |
6151.00 |
+74.00 |
113,257 |
617,804 |
+7,745 |
|
Sep16 |
160408 |
6050.00 |
6099.00 |
6050.00 |
6099.00 |
+74.00 |
1 |
1,805 |
+0 |
|
Dec16 |
160408 |
6065.00 |
6065.00 |
6065.00 |
6065.00 |
+74.00 |
|
|
|
| Total Volume and Open Interest |
113,258 |
619,609 |
+7,745 |
| SPI 200(SFE) |
|
Jun16 |
160408 |
4940.0 |
4946.0 |
4871.0 |
4912.0 |
-33.0 |
33,695 |
236,014 |
+4,380 |
|
Sep16 |
160408 |
4865.0 |
4865.0 |
4865.0 |
4865.0 |
-33.0 |
3 |
870 |
+3 |
|
Dec16 |
160408 |
4851.0 |
4851.0 |
4851.0 |
4851.0 |
-33.0 |
0 |
2,163 |
+0 |
| Total Volume and Open Interest |
33,846 |
240,335 |
+4,515 |
| FTSE MIB(ISE) |
|
Jun16 |
160408 |
16490.00 |
17055.00 |
16490.00 |
17017.00 |
+654.00 |
37,429 |
60,214 |
+18 |
|
Sep16 |
160408 |
16550.00 |
16905.00 |
16550.00 |
16895.00 |
+642.00 |
24 |
54 |
+8 |
|
Dec16 |
160408 |
16783.00 |
16783.00 |
16783.00 |
16783.00 |
+637.00 |
|
|
|
| Total Volume and Open Interest |
37,453 |
60,268 |
+26 |
| KOSPI 200(KFE) |
|
Jun16 |
160408 |
242.85 |
242.90 |
240.00 |
242.20 |
-0.80 |
120,640 |
115,512 |
-897 |
|
Sep16 |
160408 |
243.40 |
243.40 |
240.80 |
242.95 |
-0.65 |
647 |
4,844 |
+147 |
|
Dec16 |
160408 |
242.10 |
243.50 |
241.65 |
243.50 |
-0.95 |
1 |
2,434 |
+0 |
| Total Volume and Open Interest |
121,289 |
124,073 |
-749 |
| GSCI(CME) |
|
Apr16 |
160408 |
320.40 |
327.50 |
320.40 |
326.50 |
+11.15 |
1,170 |
10,025 |
-878 |
|
May16 |
160408 |
330.70 |
331.10 |
330.30 |
330.30 |
+11.15 |
888 |
1,450 |
+829 |
|
Jun16 |
160408 |
332.30 |
332.30 |
332.30 |
332.30 |
+11.15 |
|
|
|
| Total Volume and Open Interest |
2,058 |
11,475 |
-49 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
MRCI Online
