|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue July 05, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul16 |
160705 |
1150.25 |
1150.25 |
1110.00 |
1117.00 |
-51.75 |
17,579 |
8,291 |
-3,763 |
Aug16 |
160705 |
1149.75 |
1149.75 |
1105.00 |
1110.00 |
-54.25 |
68,858 |
109,033 |
+1,110 |
Sep16 |
160705 |
1132.00 |
1132.50 |
1086.75 |
1091.50 |
-57.25 |
26,311 |
41,085 |
+878 |
Nov16 |
160705 |
1120.00 |
1120.00 |
1073.50 |
1077.25 |
-60.25 |
223,512 |
435,825 |
+13,217 |
Jan17 |
160705 |
1117.00 |
1117.75 |
1070.75 |
1074.50 |
-58.50 |
17,953 |
39,804 |
+1,381 |
Mar17 |
160705 |
1082.50 |
1082.50 |
1040.25 |
1044.50 |
-49.75 |
18,742 |
64,696 |
+160 |
May17 |
160705 |
1069.25 |
1069.25 |
1031.00 |
1032.75 |
-45.50 |
11,826 |
28,963 |
+453 |
Jul17 |
160705 |
1060.75 |
1062.50 |
1028.50 |
1030.75 |
-44.25 |
13,072 |
32,288 |
+686 |
Aug17 |
160705 |
1009.00 |
1014.25 |
1009.00 |
1014.25 |
-41.50 |
27 |
396 |
+5 |
Sep17 |
160705 |
978.00 |
978.00 |
978.00 |
978.00 |
-41.00 |
22 |
179 |
+4 |
Nov17 |
160705 |
981.75 |
981.75 |
951.00 |
959.25 |
-24.00 |
5,576 |
22,607 |
+547 |
Jan18 |
160705 |
959.00 |
959.25 |
959.00 |
959.25 |
-23.00 |
27 |
135 |
+8 |
Mar18 |
160705 |
957.50 |
957.50 |
957.50 |
957.50 |
-21.75 |
0 |
39 |
+0 |
May18 |
160705 |
959.00 |
959.00 |
959.00 |
959.00 |
-21.50 |
0 |
35 |
+0 |
Total Volume and Open Interest |
403,513 |
783,575 |
+14,685 |
Soybean Meal(CBOT) |
Jul16 |
160705 |
399.20 |
399.20 |
383.00 |
385.40 |
-19.40 |
7,042 |
4,510 |
-2,680 |
Aug16 |
160705 |
398.40 |
398.40 |
384.20 |
384.20 |
-20.00 |
33,163 |
51,667 |
-19 |
Sep16 |
160705 |
394.40 |
394.90 |
381.00 |
381.00 |
-20.00 |
23,005 |
48,629 |
+1,393 |
Oct16 |
160705 |
394.80 |
394.80 |
378.50 |
378.50 |
-20.00 |
15,463 |
29,402 |
-235 |
Dec16 |
160705 |
391.50 |
391.70 |
378.00 |
378.00 |
-20.00 |
75,362 |
162,573 |
+2,755 |
Jan17 |
160705 |
386.50 |
386.50 |
373.30 |
373.30 |
-20.00 |
7,350 |
22,295 |
+666 |
Mar17 |
160705 |
365.40 |
365.70 |
353.80 |
355.40 |
-18.40 |
3,175 |
23,481 |
+576 |
May17 |
160705 |
351.90 |
351.90 |
341.50 |
344.60 |
-16.50 |
1,722 |
16,722 |
-246 |
Jul17 |
160705 |
354.50 |
354.50 |
340.90 |
342.70 |
-15.40 |
1,407 |
11,690 |
+150 |
Aug17 |
160705 |
346.20 |
346.20 |
337.60 |
337.60 |
-14.20 |
82 |
1,753 |
+40 |
Total Volume and Open Interest |
167,972 |
379,360 |
+2,442 |
Soybean Oil(CBOT) |
Jul16 |
160705 |
31.03 |
31.37 |
30.52 |
30.82 |
-0.21 |
9,544 |
4,313 |
-3,921 |
Aug16 |
160705 |
31.33 |
31.52 |
30.64 |
30.95 |
-0.23 |
32,832 |
66,773 |
+405 |
Sep16 |
160705 |
31.32 |
31.64 |
30.76 |
31.05 |
-0.25 |
14,516 |
33,365 |
-197 |
Oct16 |
160705 |
31.39 |
31.73 |
30.81 |
31.11 |
-0.28 |
6,028 |
18,136 |
+239 |
Dec16 |
160705 |
31.85 |
31.99 |
31.01 |
31.32 |
-0.32 |
65,128 |
168,999 |
-1,873 |
Jan17 |
160705 |
32.04 |
32.22 |
31.25 |
31.54 |
-0.34 |
6,093 |
23,083 |
+515 |
Mar17 |
160705 |
32.06 |
32.36 |
31.41 |
31.72 |
-0.32 |
2,418 |
16,791 |
+196 |
May17 |
160705 |
32.25 |
32.50 |
31.54 |
31.85 |
-0.34 |
925 |
13,805 |
-9 |
Jul17 |
160705 |
32.45 |
32.74 |
31.78 |
32.09 |
-0.34 |
1,313 |
6,032 |
-266 |
Aug17 |
160705 |
32.00 |
32.17 |
32.00 |
32.17 |
-0.35 |
323 |
2,772 |
+32 |
Total Volume and Open Interest |
139,652 |
360,572 |
-4,849 |
Canola(WCE) |
Jul16 |
160705 |
483.9 |
483.9 |
480.7 |
482.6 |
-4.8 |
369 |
783 |
-228 |
Nov16 |
160705 |
492.3 |
492.5 |
481.1 |
483.1 |
-10.5 |
19,087 |
122,245 |
+2,624 |
Jan17 |
160705 |
499.7 |
499.7 |
487.7 |
489.9 |
-11.4 |
3,340 |
14,267 |
+1,170 |
Mar17 |
160705 |
503.8 |
505.2 |
493.0 |
495.3 |
-11.5 |
1,052 |
4,253 |
+359 |
May17 |
160705 |
507.6 |
509.5 |
496.9 |
499.1 |
-11.7 |
616 |
2,548 |
+247 |
Total Volume and Open Interest |
26,027 |
149,313 |
+4,898 |
Corn(CBOT) |
Jul16 |
160705 |
348.00 |
350.50 |
333.75 |
344.00 |
-9.00 |
37,491 |
10,624 |
-11,854 |
Sep16 |
160705 |
356.25 |
356.50 |
341.00 |
350.75 |
-9.25 |
186,180 |
574,285 |
+5,554 |
Dec16 |
160705 |
360.00 |
363.00 |
348.00 |
358.00 |
-9.00 |
317,923 |
489,556 |
+8,018 |
Mar17 |
160705 |
371.50 |
371.50 |
357.50 |
367.50 |
-8.50 |
38,067 |
98,082 |
-954 |
May17 |
160705 |
377.00 |
377.25 |
363.25 |
373.00 |
-8.25 |
13,074 |
23,339 |
+575 |
Jul17 |
160705 |
381.50 |
381.50 |
367.75 |
377.75 |
-8.00 |
14,353 |
58,404 |
-414 |
Sep17 |
160705 |
379.00 |
379.00 |
369.75 |
377.00 |
-5.75 |
2,312 |
11,415 |
+15 |
Dec17 |
160705 |
385.00 |
386.25 |
376.00 |
382.75 |
-5.25 |
10,967 |
34,781 |
+784 |
Mar18 |
160705 |
390.00 |
391.50 |
387.00 |
391.50 |
-5.25 |
223 |
1,353 |
+31 |
May18 |
160705 |
395.00 |
396.75 |
392.75 |
396.75 |
-5.00 |
86 |
424 |
+16 |
Total Volume and Open Interest |
620,862 |
1,304,462 |
+1,824 |
Wheat(CBOT) |
Jul16 |
160705 |
416.25 |
419.50 |
405.00 |
419.50 |
+3.25 |
2,435 |
1,258 |
-1,072 |
Sep16 |
160705 |
430.25 |
434.50 |
415.75 |
433.50 |
+3.25 |
112,073 |
246,506 |
+6,378 |
Dec16 |
160705 |
451.00 |
454.50 |
436.25 |
453.50 |
+2.75 |
41,719 |
102,043 |
+4,123 |
Mar17 |
160705 |
469.75 |
471.75 |
454.25 |
471.00 |
+2.25 |
12,256 |
33,035 |
+1,154 |
May17 |
160705 |
480.75 |
483.25 |
465.75 |
483.00 |
+2.75 |
1,947 |
7,505 |
+189 |
Jul17 |
160705 |
492.75 |
493.25 |
475.00 |
492.25 |
+3.75 |
2,425 |
19,247 |
+420 |
Total Volume and Open Interest |
173,378 |
415,257 |
+11,260 |
Wheat(KCBT) |
Jul16 |
160705 |
391.00 |
402.00 |
385.00 |
402.00 |
+7.75 |
1,949 |
1,603 |
-1,457 |
Sep16 |
160705 |
412.00 |
417.50 |
399.00 |
416.50 |
+5.00 |
37,561 |
134,006 |
+1,440 |
Dec16 |
160705 |
436.50 |
442.25 |
424.00 |
441.00 |
+4.75 |
10,560 |
46,990 |
+789 |
Mar17 |
160705 |
453.25 |
458.50 |
441.50 |
457.75 |
+5.00 |
2,138 |
16,215 |
+21 |
May17 |
160705 |
460.00 |
468.50 |
452.25 |
468.50 |
+5.00 |
854 |
6,984 |
+82 |
Jul17 |
160705 |
470.25 |
478.25 |
461.75 |
478.25 |
+5.00 |
891 |
10,604 |
+94 |
Sep17 |
160705 |
487.00 |
493.00 |
479.75 |
493.00 |
+6.25 |
332 |
580 |
+8 |
Total Volume and Open Interest |
54,315 |
217,338 |
+982 |
Wheat(MGE) |
Jul16 |
160705 |
503.75 |
503.75 |
503.75 |
503.75 |
+14.50 |
130 |
540 |
-104 |
Sep16 |
160705 |
500.00 |
509.25 |
493.75 |
508.25 |
+8.25 |
5,802 |
26,723 |
+615 |
Dec16 |
160705 |
516.00 |
524.00 |
509.25 |
523.25 |
+7.25 |
1,992 |
13,508 |
+34 |
Mar17 |
160705 |
530.00 |
538.50 |
524.50 |
538.25 |
+7.25 |
1,019 |
7,817 |
-35 |
May17 |
160705 |
539.00 |
548.00 |
534.25 |
548.00 |
+7.50 |
537 |
3,185 |
+83 |
Jul17 |
160705 |
546.75 |
556.50 |
543.75 |
556.50 |
+7.75 |
382 |
1,736 |
+174 |
Total Volume and Open Interest |
9,966 |
54,118 |
+824 |
Oats(CBOT) |
Jul16 |
160705 |
216.00 |
216.00 |
216.00 |
216.00 |
+10.50 |
38 |
252 |
-374 |
Sep16 |
160705 |
191.25 |
192.50 |
188.25 |
190.00 |
-1.25 |
156 |
3,422 |
-8 |
Dec16 |
160705 |
192.00 |
193.75 |
188.25 |
191.50 |
-1.25 |
273 |
5,464 |
-60 |
Mar17 |
160705 |
204.25 |
204.75 |
201.50 |
204.25 |
-1.00 |
11 |
740 |
+2 |
Total Volume and Open Interest |
478 |
9,878 |
-440 |
Rough Rice(CBOT) |
Jul16 |
160705 |
10.32 |
10.36 |
10.20 |
10.28 |
-0.08 |
104 |
98 |
-283 |
Sep16 |
160705 |
10.42 |
10.54 |
10.24 |
10.31 |
-0.14 |
690 |
7,530 |
+101 |
Nov16 |
160705 |
10.65 |
10.83 |
10.54 |
10.59 |
-0.14 |
111 |
1,552 |
+60 |
Jan17 |
160705 |
10.84 |
10.84 |
10.84 |
10.84 |
-0.15 |
5 |
98 |
+1 |
Total Volume and Open Interest |
916 |
9,317 |
-119 |
Live Cattle(CME) |
Aug16 |
160705 |
113.050 |
114.230 |
111.080 |
113.650 |
+0.670 |
24,514 |
115,972 |
-1,590 |
Oct16 |
160705 |
113.385 |
114.480 |
111.150 |
114.000 |
+0.715 |
12,986 |
62,260 |
+3,336 |
Dec16 |
160705 |
114.000 |
114.850 |
111.650 |
114.680 |
+0.895 |
10,159 |
40,707 |
+1,353 |
Feb17 |
160705 |
113.180 |
114.230 |
111.100 |
114.180 |
+0.930 |
2,645 |
11,469 |
+348 |
Apr17 |
160705 |
112.330 |
113.350 |
110.330 |
113.300 |
+0.870 |
1,126 |
8,159 |
+104 |
Jun17 |
160705 |
106.480 |
107.350 |
104.830 |
107.250 |
+0.450 |
315 |
2,770 |
+115 |
Total Volume and Open Interest |
51,889 |
242,671 |
+3,103 |
Feeder Cattle(CME) |
Aug16 |
160705 |
142.580 |
144.485 |
139.750 |
144.080 |
+1.630 |
5,338 |
24,916 |
-10 |
Sep16 |
160705 |
141.685 |
143.650 |
139.150 |
143.350 |
+1.650 |
1,947 |
6,010 |
+393 |
Oct16 |
160705 |
140.435 |
142.685 |
138.050 |
142.400 |
+1.850 |
1,095 |
5,118 |
+83 |
Nov16 |
160705 |
138.130 |
140.600 |
135.750 |
140.200 |
+2.015 |
597 |
4,706 |
+98 |
Jan17 |
160705 |
133.735 |
136.325 |
131.700 |
135.950 |
+1.765 |
217 |
1,472 |
+106 |
Mar17 |
160705 |
130.300 |
133.500 |
129.050 |
133.500 |
+2.150 |
54 |
373 |
-2 |
Apr17 |
160705 |
128.750 |
132.130 |
128.750 |
132.130 |
+1.330 |
10 |
39 |
+3 |
Total Volume and Open Interest |
9,259 |
42,647 |
+672 |
Lean Hogs(CME) |
Jul16 |
160705 |
82.750 |
83.650 |
81.950 |
82.050 |
-0.630 |
3,710 |
19,592 |
-866 |
Aug16 |
160705 |
83.950 |
84.830 |
82.180 |
83.250 |
-0.700 |
13,708 |
93,673 |
-2,352 |
Oct16 |
160705 |
72.230 |
72.885 |
70.980 |
72.150 |
-0.200 |
7,132 |
69,164 |
+2,236 |
Dec16 |
160705 |
64.330 |
64.930 |
63.600 |
64.680 |
+0.030 |
3,012 |
43,179 |
+924 |
Feb17 |
160705 |
67.135 |
67.635 |
66.450 |
67.580 |
+0.150 |
1,321 |
19,069 |
+380 |
Apr17 |
160705 |
70.730 |
71.430 |
70.330 |
71.350 |
+0.215 |
942 |
11,162 |
+339 |
May17 |
160705 |
75.930 |
75.930 |
75.930 |
75.930 |
+0.230 |
0 |
149 |
+0 |
Jun17 |
160705 |
79.000 |
79.450 |
78.400 |
79.330 |
+0.180 |
112 |
1,076 |
+52 |
Total Volume and Open Interest |
29,952 |
257,308 |
+723 |
Class III Milk(CME) |
Jul16 |
160705 |
15.05 |
15.08 |
14.89 |
14.97 |
-0.10 |
334 |
5,433 |
+83 |
Aug16 |
160705 |
15.98 |
15.98 |
15.59 |
15.70 |
-0.19 |
356 |
4,677 |
+51 |
Sep16 |
160705 |
16.02 |
16.10 |
15.73 |
15.88 |
-0.16 |
240 |
3,884 |
+77 |
Oct16 |
160705 |
16.00 |
16.02 |
15.84 |
16.00 |
-0.13 |
181 |
3,354 |
+46 |
Nov16 |
160705 |
15.94 |
16.00 |
15.90 |
15.92 |
-0.19 |
80 |
3,100 |
+26 |
Dec16 |
160705 |
15.80 |
15.83 |
15.73 |
15.78 |
-0.11 |
57 |
2,710 |
+16 |
Jan17 |
160705 |
15.72 |
15.72 |
15.67 |
15.67 |
-0.15 |
22 |
1,100 |
-3 |
Feb17 |
160705 |
15.73 |
15.73 |
15.70 |
15.73 |
-0.10 |
16 |
948 |
-4 |
Mar17 |
160705 |
15.84 |
15.85 |
15.84 |
15.84 |
-0.09 |
12 |
889 |
+0 |
Apr17 |
160705 |
15.95 |
15.95 |
15.90 |
15.95 |
-0.08 |
9 |
790 |
-3 |
May17 |
160705 |
16.22 |
16.22 |
16.10 |
16.10 |
-0.12 |
8 |
658 |
+4 |
Jun17 |
160705 |
16.32 |
16.32 |
16.18 |
16.22 |
-0.09 |
11 |
565 |
+9 |
Jul17 |
160705 |
16.37 |
16.37 |
16.36 |
16.36 |
unch |
1 |
171 |
+1 |
Total Volume and Open Interest |
1,328 |
29,054 |
+303 |
Cocoa(ICE) |
Jul16 |
160705 |
3104 |
3104 |
3104 |
3104 |
+70 |
1 |
29 |
-14 |
Sep16 |
160705 |
3010 |
3069 |
2984 |
3065 |
+70 |
18,093 |
91,489 |
+784 |
Dec16 |
160705 |
2975 |
3039 |
2956 |
3034 |
+67 |
5,887 |
53,906 |
+811 |
Mar17 |
160705 |
2953 |
3003 |
2923 |
2999 |
+62 |
2,957 |
36,798 |
-73 |
May17 |
160705 |
2941 |
2986 |
2925 |
2982 |
+59 |
450 |
7,130 |
+22 |
Jul17 |
160705 |
2935 |
2974 |
2930 |
2970 |
+57 |
104 |
2,376 |
+35 |
Sep17 |
160705 |
2938 |
2962 |
2938 |
2958 |
+53 |
34 |
3,879 |
+10 |
Total Volume and Open Interest |
27,543 |
199,992 |
+1,578 |
Coffee "C"(ICE) |
Jul16 |
160705 |
145.60 |
145.60 |
143.00 |
144.20 |
-0.65 |
18 |
175 |
-10 |
Sep16 |
160705 |
146.05 |
147.20 |
144.10 |
145.55 |
-0.85 |
26,843 |
98,540 |
-171 |
Dec16 |
160705 |
148.95 |
149.95 |
147.00 |
148.40 |
-0.75 |
7,952 |
40,657 |
+284 |
Mar17 |
160705 |
150.75 |
152.35 |
149.75 |
151.00 |
-0.65 |
2,661 |
15,792 |
+313 |
May17 |
160705 |
152.00 |
153.60 |
151.30 |
152.40 |
-0.70 |
412 |
8,218 |
-39 |
Jul17 |
160705 |
153.85 |
154.85 |
152.50 |
153.70 |
-0.70 |
133 |
3,139 |
-10 |
Total Volume and Open Interest |
38,315 |
174,603 |
+455 |
Orange Juice(ICE) |
Jul16 |
160705 |
185.00 |
187.65 |
185.00 |
186.65 |
+5.80 |
318 |
593 |
-250 |
Sep16 |
160705 |
177.20 |
185.00 |
174.60 |
183.60 |
+5.35 |
1,380 |
13,970 |
+370 |
Nov16 |
160705 |
175.10 |
181.35 |
175.10 |
180.65 |
+2.50 |
108 |
1,905 |
+36 |
Jan17 |
160705 |
177.20 |
180.50 |
177.20 |
180.35 |
+2.30 |
20 |
680 |
-4 |
Mar17 |
160705 |
178.75 |
179.05 |
178.75 |
179.05 |
+2.15 |
11 |
39 |
+2 |
May17 |
160705 |
178.95 |
178.95 |
178.85 |
178.85 |
+1.55 |
|
|
|
Total Volume and Open Interest |
1,837 |
17,189 |
+154 |
Sugar #11(ICE) |
Oct16 |
160705 |
20.56 |
21.10 |
20.46 |
20.87 |
+0.09 |
86,093 |
474,201 |
-8,915 |
Mar17 |
160705 |
20.66 |
21.13 |
20.55 |
20.94 |
+0.10 |
36,153 |
208,504 |
+176 |
May17 |
160705 |
19.53 |
19.99 |
19.44 |
19.87 |
+0.15 |
13,535 |
52,135 |
+1,745 |
Jul17 |
160705 |
18.63 |
19.12 |
18.61 |
19.02 |
+0.15 |
6,419 |
41,856 |
+475 |
Oct17 |
160705 |
18.36 |
18.61 |
18.24 |
18.52 |
+0.14 |
2,500 |
29,676 |
-91 |
Mar18 |
160705 |
17.94 |
18.27 |
17.94 |
18.23 |
+0.13 |
505 |
13,438 |
+79 |
May18 |
160705 |
17.56 |
17.71 |
17.48 |
17.71 |
+0.12 |
69 |
3,966 |
+9 |
Jul18 |
160705 |
17.11 |
17.38 |
17.11 |
17.38 |
+0.10 |
40 |
4,409 |
+0 |
Total Volume and Open Interest |
145,355 |
833,482 |
-31,530 |
London Cocoa(LCE) |
Jul16 |
160705 |
2420 |
2489 |
2420 |
2485 |
+68 |
11,592 |
35,120 |
-11,067 |
Sep16 |
160705 |
2387 |
2455 |
2387 |
2451 |
+65 |
8,554 |
89,282 |
+1,311 |
Dec16 |
160705 |
2327 |
2395 |
2327 |
2391 |
+63 |
1,883 |
65,988 |
+148 |
Mar17 |
160705 |
2275 |
2341 |
2274 |
2338 |
+61 |
1,625 |
46,386 |
+491 |
May17 |
160705 |
2276 |
2325 |
2262 |
2322 |
+62 |
573 |
16,031 |
+216 |
Jul17 |
160705 |
2267 |
2319 |
2267 |
2316 |
+63 |
26 |
2,407 |
+5 |
Sep17 |
160705 |
2281 |
2310 |
2281 |
2308 |
+63 |
0 |
1,416 |
+0 |
Total Volume and Open Interest |
24,253 |
257,017 |
-8,896 |
London Sugar(LCE) |
Aug16 |
160705 |
559.80 |
581.20 |
559.80 |
571.70 |
+6.80 |
6,362 |
26,127 |
-2,421 |
Oct16 |
160705 |
560.30 |
572.70 |
560.00 |
567.20 |
+3.20 |
7,065 |
36,345 |
+2,688 |
Dec16 |
160705 |
555.70 |
567.30 |
555.00 |
562.50 |
+3.30 |
755 |
15,326 |
+141 |
Mar17 |
160705 |
553.10 |
564.10 |
551.60 |
559.20 |
+2.40 |
543 |
15,243 |
-65 |
May17 |
160705 |
538.70 |
550.10 |
538.70 |
546.20 |
+2.70 |
331 |
5,248 |
+161 |
Total Volume and Open Interest |
15,297 |
103,739 |
+605 |
Cotton(ICE) |
Jul16 |
160705 |
62.92 |
63.75 |
62.92 |
63.75 |
+0.13 |
1 |
52 |
-1 |
Oct16 |
160705 |
65.13 |
65.91 |
65.13 |
65.33 |
+0.23 |
73 |
124 |
-12 |
Dec16 |
160705 |
65.50 |
66.14 |
64.25 |
65.21 |
+0.22 |
27,259 |
150,526 |
-2,678 |
Mar17 |
160705 |
65.70 |
66.33 |
64.54 |
65.44 |
+0.20 |
2,361 |
21,554 |
+276 |
May17 |
160705 |
66.52 |
66.54 |
64.87 |
65.74 |
+0.26 |
267 |
3,831 |
-31 |
Jul17 |
160705 |
66.84 |
66.85 |
65.43 |
66.20 |
+0.35 |
198 |
2,971 |
+34 |
Total Volume and Open Interest |
30,412 |
184,116 |
-2,368 |
Lumber(CME) |
Jul16 |
160705 |
308.5 |
317.5 |
306.3 |
317.5 |
+8.2 |
143 |
613 |
-55 |
Sep16 |
160705 |
315.1 |
325.0 |
311.6 |
322.8 |
+7.8 |
265 |
3,076 |
+2 |
Nov16 |
160705 |
324.0 |
327.4 |
323.9 |
327.4 |
+10.0 |
8 |
165 |
+4 |
Jan17 |
160705 |
330.4 |
330.4 |
330.4 |
330.4 |
+10.0 |
0 |
36 |
+0 |
Total Volume and Open Interest |
416 |
3,942 |
-49 |
Crude Oil(NYM) |
Aug16 |
160705 |
49.11 |
49.35 |
46.33 |
46.60 |
-2.39 |
508,736 |
428,546 |
-27,512 |
Sep16 |
160705 |
49.90 |
50.03 |
47.00 |
47.29 |
-2.36 |
147,276 |
280,788 |
+8,859 |
Oct16 |
160705 |
50.45 |
50.62 |
47.61 |
47.91 |
-2.34 |
69,564 |
103,326 |
-1,829 |
Nov16 |
160705 |
50.92 |
51.20 |
48.22 |
48.51 |
-2.31 |
27,416 |
102,560 |
+1,279 |
Dec16 |
160705 |
51.59 |
51.75 |
48.75 |
49.07 |
-2.27 |
62,406 |
241,570 |
+1,894 |
Jan17 |
160705 |
51.81 |
52.11 |
49.34 |
49.54 |
-2.23 |
13,591 |
52,844 |
+1,719 |
Feb17 |
160705 |
52.18 |
52.46 |
49.80 |
49.93 |
-2.18 |
5,030 |
29,431 |
-230 |
Mar17 |
160705 |
52.50 |
52.70 |
50.10 |
50.26 |
-2.13 |
10,398 |
66,456 |
+2,032 |
Apr17 |
160705 |
52.85 |
52.85 |
50.27 |
50.53 |
-2.08 |
2,013 |
19,870 |
-18 |
May17 |
160705 |
53.12 |
53.12 |
50.59 |
50.77 |
-2.04 |
1,324 |
18,606 |
-21 |
Jun17 |
160705 |
53.22 |
53.40 |
50.65 |
51.00 |
-2.00 |
12,497 |
70,317 |
-250 |
Jul17 |
160705 |
51.40 |
51.40 |
51.20 |
51.20 |
-1.96 |
1,083 |
17,037 |
+120 |
Aug17 |
160705 |
51.39 |
51.39 |
51.39 |
51.39 |
-1.92 |
720 |
13,186 |
+215 |
Sep17 |
160705 |
52.01 |
52.01 |
51.58 |
51.58 |
-1.89 |
4,199 |
29,705 |
+475 |
Oct17 |
160705 |
51.79 |
51.79 |
51.79 |
51.79 |
-1.86 |
767 |
10,288 |
+446 |
Nov17 |
160705 |
52.03 |
52.03 |
52.03 |
52.03 |
-1.84 |
889 |
10,985 |
-295 |
Total Volume and Open Interest |
900,284 |
1,739,394 |
-9,119 |
e-miNY Crude Oil(NYM) |
Aug16 |
160705 |
49.300 |
49.375 |
46.350 |
46.600 |
-2.400 |
10,367 |
1,702 |
-139 |
Sep16 |
160705 |
49.775 |
50.000 |
47.000 |
47.300 |
-2.350 |
229 |
476 |
+10 |
Oct16 |
160705 |
50.500 |
50.500 |
47.800 |
47.900 |
-2.350 |
26 |
95 |
+0 |
Nov16 |
160705 |
49.375 |
49.475 |
48.500 |
48.500 |
-2.325 |
1 |
25 |
+1 |
Dec16 |
160705 |
50.025 |
50.025 |
48.850 |
49.075 |
-2.275 |
12 |
291 |
+2 |
Jan17 |
160705 |
49.550 |
49.550 |
49.550 |
49.550 |
-2.225 |
0 |
15 |
+0 |
Feb17 |
160705 |
49.925 |
49.925 |
49.925 |
49.925 |
-2.175 |
0 |
9 |
+0 |
Mar17 |
160705 |
50.250 |
50.250 |
50.250 |
50.250 |
-2.150 |
0 |
12 |
+0 |
Apr17 |
160705 |
50.525 |
50.525 |
50.525 |
50.525 |
-2.075 |
|
|
|
May17 |
160705 |
50.775 |
50.775 |
50.775 |
50.775 |
-2.025 |
|
|
|
Total Volume and Open Interest |
10,637 |
2,784 |
-125 |
NY Harbor ULSD(NYM) |
Aug16 |
160705 |
151.74 |
152.58 |
143.33 |
144.56 |
-6.59 |
69,284 |
94,286 |
+1,249 |
Sep16 |
160705 |
153.43 |
154.44 |
145.48 |
146.73 |
-6.37 |
33,773 |
66,267 |
+1,226 |
Oct16 |
160705 |
155.50 |
156.08 |
147.43 |
148.70 |
-6.20 |
19,035 |
34,634 |
+1,419 |
Nov16 |
160705 |
157.15 |
157.25 |
149.37 |
150.64 |
-6.00 |
10,133 |
25,750 |
+543 |
Dec16 |
160705 |
158.76 |
159.55 |
151.18 |
152.46 |
-5.78 |
16,170 |
48,011 |
+34 |
Jan17 |
160705 |
159.91 |
159.99 |
153.18 |
154.30 |
-5.53 |
4,713 |
21,144 |
+322 |
Feb17 |
160705 |
161.53 |
161.61 |
154.48 |
155.65 |
-5.35 |
2,610 |
10,930 |
-107 |
Mar17 |
160705 |
161.59 |
161.59 |
155.00 |
156.27 |
-5.23 |
1,220 |
14,444 |
-88 |
Apr17 |
160705 |
161.19 |
161.39 |
155.00 |
156.01 |
-5.12 |
665 |
6,323 |
+363 |
May17 |
160705 |
161.67 |
161.93 |
155.25 |
156.10 |
-5.02 |
442 |
2,922 |
-42 |
Jun17 |
160705 |
161.89 |
162.60 |
155.39 |
156.48 |
-4.95 |
865 |
18,042 |
+101 |
Jul17 |
160705 |
156.27 |
157.24 |
156.27 |
157.24 |
-4.91 |
174 |
2,123 |
+1 |
Aug17 |
160705 |
157.50 |
158.13 |
157.40 |
158.13 |
-4.84 |
110 |
1,255 |
-11 |
Sep17 |
160705 |
159.21 |
159.21 |
159.21 |
159.21 |
-4.78 |
227 |
1,211 |
+23 |
Total Volume and Open Interest |
160,267 |
375,309 |
-1,234 |
RBOB Gasoline(NYM) |
Aug16 |
160705 |
151.76 |
152.49 |
141.57 |
142.87 |
-8.48 |
56,796 |
119,697 |
-929 |
Sep16 |
160705 |
152.23 |
153.17 |
142.74 |
144.13 |
-7.87 |
39,237 |
80,433 |
-2,686 |
Oct16 |
160705 |
143.65 |
143.99 |
134.43 |
135.78 |
-7.13 |
23,849 |
46,626 |
-1,887 |
Nov16 |
160705 |
141.70 |
141.92 |
133.52 |
134.76 |
-6.42 |
9,248 |
32,654 |
-164 |
Dec16 |
160705 |
140.24 |
141.00 |
132.70 |
133.99 |
-5.83 |
11,328 |
42,566 |
+1,034 |
Jan17 |
160705 |
141.21 |
141.21 |
133.23 |
134.51 |
-5.62 |
2,237 |
13,894 |
+131 |
Feb17 |
160705 |
141.64 |
142.31 |
134.76 |
135.92 |
-5.60 |
1,066 |
3,063 |
+68 |
Mar17 |
160705 |
144.24 |
144.24 |
136.63 |
137.81 |
-5.64 |
4,027 |
7,987 |
+578 |
Apr17 |
160705 |
159.71 |
160.50 |
156.85 |
158.06 |
-5.54 |
4,375 |
5,290 |
+886 |
May17 |
160705 |
161.15 |
161.30 |
158.74 |
158.83 |
-5.61 |
1,474 |
4,408 |
+176 |
Total Volume and Open Interest |
158,747 |
387,071 |
-7,688 |
e-miNY RBOB Gasoline(NYM) |
Aug16 |
160705 |
151.40 |
151.40 |
142.90 |
142.90 |
-8.50 |
|
|
|
Sep16 |
160705 |
144.10 |
144.13 |
144.10 |
144.10 |
-7.90 |
|
|
|
Oct16 |
160705 |
135.80 |
135.80 |
135.78 |
135.80 |
-7.10 |
|
|
|
Nov16 |
160705 |
134.80 |
134.80 |
134.76 |
134.80 |
-6.40 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Aug16 |
160705 |
2.915 |
2.945 |
2.752 |
2.764 |
-0.223 |
160,700 |
210,701 |
-4,316 |
Sep16 |
160705 |
2.915 |
2.944 |
2.752 |
2.758 |
-0.223 |
61,166 |
214,319 |
-2,121 |
Oct16 |
160705 |
2.960 |
2.981 |
2.798 |
2.802 |
-0.211 |
52,199 |
112,135 |
-7,845 |
Nov16 |
160705 |
3.065 |
3.115 |
2.946 |
2.955 |
-0.187 |
22,317 |
64,417 |
-358 |
Dec16 |
160705 |
3.296 |
3.343 |
3.193 |
3.206 |
-0.159 |
18,351 |
52,600 |
-963 |
Jan17 |
160705 |
3.410 |
3.472 |
3.327 |
3.341 |
-0.151 |
23,095 |
106,647 |
-265 |
Feb17 |
160705 |
3.403 |
3.449 |
3.316 |
3.332 |
-0.143 |
6,291 |
28,957 |
+665 |
Mar17 |
160705 |
3.335 |
3.395 |
3.268 |
3.284 |
-0.131 |
10,652 |
61,540 |
+932 |
Apr17 |
160705 |
3.096 |
3.104 |
3.013 |
3.043 |
-0.067 |
11,272 |
53,414 |
+1,275 |
May17 |
160705 |
3.026 |
3.087 |
2.993 |
3.019 |
-0.052 |
4,099 |
20,625 |
+22 |
Jun17 |
160705 |
3.040 |
3.082 |
3.025 |
3.051 |
-0.045 |
1,783 |
14,580 |
+219 |
Jul17 |
160705 |
3.103 |
3.111 |
3.056 |
3.082 |
-0.041 |
1,115 |
12,212 |
+405 |
Aug17 |
160705 |
3.095 |
3.124 |
3.078 |
3.093 |
-0.038 |
457 |
13,611 |
+28 |
Sep17 |
160705 |
3.072 |
3.124 |
3.060 |
3.075 |
-0.038 |
536 |
7,661 |
+188 |
Oct17 |
160705 |
3.120 |
3.136 |
3.073 |
3.099 |
-0.038 |
2,902 |
18,283 |
+856 |
Nov17 |
160705 |
3.161 |
3.161 |
3.123 |
3.147 |
-0.037 |
572 |
8,066 |
+92 |
Total Volume and Open Interest |
379,127 |
1,051,892 |
-10,747 |
Brent Crude Oil(ICE) |
Sep16 |
160705 |
50.03 |
50.05 |
47.54 |
47.96 |
-2.14 |
248,693 |
499,299 |
-8,257 |
Oct16 |
160705 |
50.63 |
50.65 |
48.18 |
48.57 |
-2.12 |
112,379 |
254,210 |
+4,116 |
Nov16 |
160705 |
51.04 |
51.07 |
48.62 |
49.00 |
-2.11 |
70,247 |
187,921 |
+7,989 |
Dec16 |
160705 |
51.61 |
51.63 |
49.19 |
49.58 |
-2.10 |
112,919 |
380,811 |
+5,799 |
Jan17 |
160705 |
52.09 |
52.09 |
49.71 |
50.07 |
-2.07 |
31,119 |
95,436 |
+3,227 |
Feb17 |
160705 |
52.48 |
52.48 |
50.11 |
50.49 |
-2.03 |
17,864 |
67,469 |
+4,191 |
Mar17 |
160705 |
52.76 |
52.76 |
50.49 |
50.87 |
-1.97 |
14,746 |
63,015 |
+238 |
Apr17 |
160705 |
53.06 |
53.06 |
50.89 |
51.21 |
-1.93 |
5,104 |
24,066 |
+441 |
May17 |
160705 |
52.82 |
52.82 |
51.29 |
51.54 |
-1.89 |
5,051 |
22,758 |
+896 |
Jun17 |
160705 |
53.64 |
53.64 |
51.52 |
51.87 |
-1.85 |
16,552 |
96,159 |
+1,788 |
Jul17 |
160705 |
52.20 |
52.20 |
52.20 |
52.20 |
-1.81 |
1,600 |
17,684 |
-22 |
Aug17 |
160705 |
52.49 |
52.49 |
52.49 |
52.49 |
-1.77 |
410 |
16,337 |
+53 |
Sep17 |
160705 |
52.74 |
52.74 |
52.74 |
52.74 |
-1.73 |
1,570 |
35,397 |
+173 |
Oct17 |
160705 |
52.99 |
52.99 |
52.99 |
52.99 |
-1.69 |
207 |
14,222 |
+55 |
Total Volume and Open Interest |
680,262 |
2,228,701 |
+24,882 |
Gas Oil(ICE) |
Jul16 |
160705 |
434.25 |
434.25 |
416.75 |
418.25 |
-17.25 |
65,547 |
51,435 |
-13,090 |
Aug16 |
160705 |
440.50 |
440.50 |
421.75 |
424.00 |
-17.50 |
103,721 |
133,972 |
-4,028 |
Sep16 |
160705 |
445.75 |
445.75 |
427.00 |
429.25 |
-17.25 |
54,883 |
70,429 |
+1,887 |
Oct16 |
160705 |
451.00 |
451.00 |
432.50 |
434.75 |
-17.00 |
23,435 |
45,371 |
+2,311 |
Nov16 |
160705 |
453.75 |
453.75 |
435.75 |
438.25 |
-17.00 |
19,730 |
41,774 |
+3,092 |
Dec16 |
160705 |
456.75 |
456.75 |
439.00 |
441.50 |
-17.00 |
36,495 |
92,271 |
-117 |
Jan17 |
160705 |
461.50 |
461.50 |
444.00 |
445.50 |
-17.00 |
5,563 |
28,531 |
+619 |
Feb17 |
160705 |
461.50 |
461.50 |
448.50 |
449.50 |
-16.75 |
3,100 |
13,611 |
+169 |
Mar17 |
160705 |
464.75 |
464.75 |
451.75 |
452.75 |
-16.50 |
2,452 |
21,681 |
+546 |
Apr17 |
160705 |
466.75 |
466.75 |
454.75 |
455.75 |
-16.25 |
1,256 |
10,002 |
+318 |
Total Volume and Open Interest |
328,536 |
672,661 |
-7,643 |
Ethanol(CBOT) |
Aug16 |
160705 |
1.586 |
1.596 |
1.566 |
1.587 |
-0.019 |
163 |
1,975 |
+13 |
Sep16 |
160705 |
1.570 |
1.570 |
1.544 |
1.563 |
-0.019 |
30 |
857 |
+9 |
Oct16 |
160705 |
1.526 |
1.526 |
1.526 |
1.526 |
-0.019 |
22 |
352 |
+18 |
Nov16 |
160705 |
1.489 |
1.489 |
1.489 |
1.489 |
-0.019 |
20 |
402 |
+20 |
Dec16 |
160705 |
1.454 |
1.454 |
1.454 |
1.454 |
-0.019 |
20 |
1,159 |
+0 |
Jan17 |
160705 |
1.430 |
1.430 |
1.430 |
1.430 |
-0.021 |
0 |
155 |
+0 |
Feb17 |
160705 |
1.427 |
1.427 |
1.427 |
1.427 |
-0.021 |
0 |
18 |
+0 |
Mar17 |
160705 |
1.427 |
1.427 |
1.427 |
1.427 |
-0.021 |
|
|
|
Total Volume and Open Interest |
283 |
4,953 |
+32 |
WTI Crude Oil(ICE) |
Aug16 |
160705 |
48.66 |
48.66 |
46.33 |
46.60 |
-2.16 |
19,932 |
57,273 |
-1,850 |
Sep16 |
160705 |
49.30 |
49.33 |
47.00 |
47.29 |
-2.17 |
27,372 |
61,777 |
-1,237 |
Oct16 |
160705 |
49.92 |
49.96 |
47.61 |
47.91 |
-2.17 |
14,937 |
21,508 |
+354 |
Nov16 |
160705 |
50.26 |
50.35 |
48.24 |
48.51 |
-2.17 |
8,885 |
24,296 |
+307 |
Dec16 |
160705 |
50.95 |
50.95 |
48.81 |
49.07 |
-2.15 |
17,039 |
93,163 |
+2,475 |
Jan17 |
160705 |
51.07 |
51.07 |
49.42 |
49.54 |
-2.13 |
6,957 |
15,704 |
+1,685 |
Feb17 |
160705 |
50.90 |
50.90 |
49.93 |
49.93 |
-2.10 |
2,746 |
14,550 |
+1,296 |
Mar17 |
160705 |
51.27 |
51.27 |
50.26 |
50.26 |
-2.07 |
1,521 |
12,394 |
+118 |
Apr17 |
160705 |
50.53 |
50.53 |
50.53 |
50.53 |
-2.03 |
255 |
2,609 |
+71 |
May17 |
160705 |
50.77 |
50.77 |
50.77 |
50.77 |
-1.99 |
172 |
1,470 |
+8 |
Jun17 |
160705 |
51.69 |
51.81 |
51.00 |
51.00 |
-1.96 |
1,351 |
29,591 |
+635 |
Jul17 |
160705 |
51.20 |
51.20 |
51.20 |
51.20 |
-1.92 |
60 |
1,760 |
+5 |
Aug17 |
160705 |
51.39 |
51.39 |
51.39 |
51.39 |
-1.87 |
47 |
712 |
+18 |
Sep17 |
160705 |
51.58 |
51.58 |
51.58 |
51.58 |
-1.84 |
110 |
5,020 |
+12 |
Oct17 |
160705 |
53.20 |
53.20 |
51.79 |
51.79 |
-1.80 |
43 |
1,279 |
+1 |
Nov17 |
160705 |
52.03 |
52.03 |
52.03 |
52.03 |
-1.76 |
4 |
758 |
-4 |
Total Volume and Open Interest |
105,897 |
444,618 |
+4,830 |
US Dollar Index(ICE) |
Sep16 |
160705 |
95.625 |
96.340 |
95.375 |
96.260 |
+0.545 |
21,140 |
46,162 |
+2,643 |
Dec16 |
160705 |
95.745 |
96.340 |
95.465 |
96.300 |
+0.545 |
463 |
2,298 |
-48 |
Mar17 |
160705 |
95.570 |
96.365 |
95.570 |
96.340 |
+0.540 |
58 |
1,426 |
+3 |
Total Volume and Open Interest |
21,661 |
49,902 |
+2,598 |
Australian Dollar(CME) |
Sep16 |
160705 |
74.41 |
75.27 |
74.33 |
74.40 |
-0.23 |
123,104 |
71,555 |
+1,575 |
Dec16 |
160705 |
74.69 |
75.00 |
74.13 |
74.17 |
-0.23 |
20 |
1,053 |
+7 |
Mar17 |
160705 |
73.97 |
73.97 |
73.97 |
73.97 |
-0.23 |
0 |
11 |
+0 |
Total Volume and Open Interest |
123,128 |
72,619 |
+1,580 |
British Pound(CME) |
Sep16 |
160705 |
132.85 |
133.51 |
130.10 |
130.37 |
-2.56 |
182,471 |
216,020 |
+6,037 |
Dec16 |
160705 |
133.30 |
133.66 |
130.29 |
130.54 |
-2.54 |
592 |
1,523 |
+339 |
Mar17 |
160705 |
132.70 |
133.63 |
130.54 |
130.73 |
-2.54 |
5 |
98 |
+4 |
Total Volume and Open Interest |
183,068 |
217,945 |
+6,380 |
Canadian Dollar(CME) |
Sep16 |
160705 |
77.46 |
77.95 |
76.82 |
77.01 |
-0.43 |
70,346 |
110,017 |
+280 |
Dec16 |
160705 |
77.46 |
77.93 |
76.86 |
77.02 |
-0.42 |
76 |
3,676 |
-24 |
Mar17 |
160705 |
77.24 |
77.93 |
76.89 |
77.03 |
-0.42 |
41 |
327 |
+15 |
Jun17 |
160705 |
77.05 |
77.95 |
76.92 |
77.05 |
-0.43 |
2 |
116 |
+0 |
Total Volume and Open Interest |
70,465 |
114,176 |
+271 |
Japanese Yen(CME) |
Sep16 |
160705 |
97.69 |
98.81 |
97.50 |
98.71 |
+0.93 |
113,261 |
143,178 |
+1,287 |
Dec16 |
160705 |
98.00 |
99.13 |
97.86 |
99.05 |
+0.92 |
84 |
623 |
-30 |
Mar17 |
160705 |
98.90 |
99.43 |
98.41 |
99.43 |
+0.93 |
0 |
32 |
+0 |
Total Volume and Open Interest |
113,345 |
143,939 |
+1,257 |
Swiss Franc(CME) |
Sep16 |
160705 |
103.07 |
103.68 |
102.71 |
102.73 |
-0.38 |
23,708 |
35,545 |
+381 |
Dec16 |
160705 |
103.28 |
104.17 |
103.28 |
103.28 |
-0.37 |
7 |
81 |
+1 |
Mar17 |
160705 |
103.80 |
104.38 |
103.80 |
103.80 |
-0.40 |
|
|
|
Total Volume and Open Interest |
23,715 |
35,641 |
+382 |
EuroFX(CME) |
Sep16 |
160705 |
111.65 |
112.16 |
110.92 |
111.01 |
-0.64 |
220,001 |
337,469 |
+3,631 |
Dec16 |
160705 |
111.98 |
112.54 |
111.31 |
111.40 |
-0.64 |
1,066 |
4,359 |
+409 |
Mar17 |
160705 |
112.76 |
112.86 |
111.79 |
111.81 |
-0.62 |
305 |
1,398 |
+101 |
Total Volume and Open Interest |
221,378 |
343,973 |
+4,142 |
Mexican Peso(CME) |
Jul16 |
160705 |
530.63 |
530.63 |
530.63 |
530.63 |
-11.75 |
0 |
6 |
+0 |
Aug16 |
160705 |
529.75 |
529.75 |
529.75 |
529.75 |
-11.75 |
|
|
|
Total Volume and Open Interest |
64,533 |
109,901 |
+2,617 |
Brazilian Real(CME) |
Aug16 |
160705 |
306.00 |
306.50 |
300.30 |
301.05 |
-6.30 |
1,933 |
22,537 |
+142 |
Sep16 |
160705 |
304.35 |
304.35 |
298.00 |
298.15 |
-6.20 |
531 |
3,506 |
-95 |
Oct16 |
160705 |
295.45 |
295.45 |
295.45 |
295.45 |
-6.05 |
|
|
|
Nov16 |
160705 |
292.85 |
292.85 |
292.85 |
292.85 |
-5.90 |
|
|
|
Total Volume and Open Interest |
2,464 |
26,073 |
-3,790 |
30-Year T-Bonds(CBOT) |
Sep16 |
160705 |
174~130 |
176~130 |
173~240 |
176~080 |
+2~180 |
413,739 |
554,769 |
+5,794 |
Dec16 |
160705 |
172~280 |
174~270 |
172~140 |
174~240 |
+2~190 |
7 |
56 |
+2 |
Mar17 |
160705 |
173~200 |
173~200 |
173~200 |
173~200 |
+2~190 |
|
|
|
Total Volume and Open Interest |
413,746 |
554,825 |
+5,796 |
10-Year T-Notes(CBOT) |
Sep16 |
160705 |
133~095 |
133~315 |
133~000 |
133~285 |
+0~260 |
1,943,875 |
2,753,697 |
-47,172 |
Dec16 |
160705 |
132~200 |
133~020 |
132~200 |
133~000 |
+0~270 |
8 |
174 |
+4 |
Mar17 |
160705 |
132~060 |
132~060 |
132~060 |
132~060 |
+0~270 |
|
|
|
Total Volume and Open Interest |
1,943,883 |
2,753,871 |
-47,168 |
5-Year T-Notes(CBOT) |
Sep16 |
160705 |
122~074 |
122~184 |
122~026 |
122~154 |
+0~110 |
870,206 |
2,657,843 |
+28,909 |
Dec16 |
160705 |
122~154 |
122~154 |
122~154 |
122~154 |
+0~124 |
|
|
|
Total Volume and Open Interest |
870,206 |
2,657,843 |
-10,012 |
2 Year T-Notes(CBOT) |
Sep16 |
160705 |
109~210 |
109~234 |
109~196 |
109~226 |
+0~024 |
445,162 |
1,052,265 |
+70,401 |
Dec16 |
160705 |
109~212 |
109~212 |
109~212 |
109~212 |
+0~024 |
|
|
|
Mar17 |
160705 |
109~212 |
109~212 |
109~212 |
109~212 |
+0~024 |
|
|
|
Total Volume and Open Interest |
445,162 |
1,052,265 |
+65,425 |
Eurodollars(CME) |
Sep16 |
160705 |
99.350 |
99.355 |
99.335 |
99.345 |
unch |
209,268 |
1,193,927 |
+8,133 |
Dec16 |
160705 |
99.310 |
99.320 |
99.295 |
99.320 |
+0.010 |
291,475 |
1,321,080 |
+26,093 |
Mar17 |
160705 |
99.285 |
99.310 |
99.270 |
99.305 |
+0.025 |
200,776 |
930,616 |
+11,656 |
Jun17 |
160705 |
99.255 |
99.285 |
99.230 |
99.280 |
+0.035 |
178,298 |
810,904 |
-2,199 |
Sep17 |
160705 |
99.215 |
99.255 |
99.190 |
99.250 |
+0.045 |
245,006 |
801,145 |
-5,702 |
Dec17 |
160705 |
99.160 |
99.215 |
99.135 |
99.205 |
+0.055 |
280,140 |
1,147,287 |
+2,715 |
Mar18 |
160705 |
99.130 |
99.185 |
99.100 |
99.175 |
+0.060 |
147,927 |
586,780 |
+912 |
Jun18 |
160705 |
99.085 |
99.145 |
99.055 |
99.135 |
+0.065 |
141,640 |
445,740 |
+378 |
Sep18 |
160705 |
99.040 |
99.105 |
99.010 |
99.095 |
+0.070 |
116,859 |
401,706 |
-10,266 |
Dec18 |
160705 |
98.985 |
99.055 |
98.955 |
99.045 |
+0.075 |
140,440 |
556,040 |
+1,934 |
Mar19 |
160705 |
98.940 |
99.020 |
98.915 |
99.005 |
+0.075 |
81,493 |
322,031 |
+2,586 |
Jun19 |
160705 |
98.895 |
98.975 |
98.865 |
98.960 |
+0.080 |
79,556 |
263,699 |
+92 |
Sep19 |
160705 |
98.840 |
98.925 |
98.815 |
98.910 |
+0.085 |
65,023 |
212,269 |
-6,454 |
Dec19 |
160705 |
98.780 |
98.870 |
98.750 |
98.850 |
+0.085 |
59,454 |
220,512 |
+3,882 |
Mar20 |
160705 |
98.725 |
98.820 |
98.705 |
98.805 |
+0.090 |
37,767 |
124,525 |
+3,066 |
Jun20 |
160705 |
98.680 |
98.765 |
98.645 |
98.750 |
+0.095 |
36,009 |
75,410 |
+188 |
Sep20 |
160705 |
98.615 |
98.710 |
98.590 |
98.700 |
+0.105 |
32,913 |
84,986 |
+1,457 |
Dec20 |
160705 |
98.560 |
98.650 |
98.525 |
98.640 |
+0.105 |
25,876 |
89,942 |
+219 |
Total Volume and Open Interest |
2,480,167 |
10,025,680 |
+37,266 |
Ultra T-Bond(CBOT) |
Sep16 |
160705 |
189~21 |
192~14 |
188~22 |
192~06 |
+3~29 |
188,803 |
579,019 |
+967 |
Dec16 |
160705 |
191~09 |
191~09 |
191~09 |
191~09 |
+3~31 |
|
|
|
Mar17 |
160705 |
190~09 |
190~09 |
190~09 |
190~09 |
+3~31 |
|
|
|
Total Volume and Open Interest |
188,803 |
579,019 |
+967 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160705 |
146~090 |
147~135 |
145~310 |
147~095 |
+1~105 |
109,407 |
138,912 |
-1,895 |
Dec16 |
160705 |
147~015 |
147~015 |
147~015 |
147~015 |
+1~105 |
|
|
|
Mar17 |
160705 |
147~015 |
147~015 |
147~015 |
147~015 |
+1~105 |
|
|
|
Total Volume and Open Interest |
109,407 |
138,912 |
-1,895 |
30 Day Federal Funds(CBOT) |
Jul16 |
160705 |
99.615 |
99.618 |
99.615 |
99.618 |
-0.003 |
12,127 |
195,016 |
-1,501 |
Aug16 |
160705 |
99.625 |
99.625 |
99.620 |
99.625 |
unch |
29,450 |
171,968 |
-16,931 |
Sep16 |
160705 |
99.620 |
99.625 |
99.615 |
99.620 |
unch |
12,498 |
55,566 |
-54 |
Oct16 |
160705 |
99.625 |
99.625 |
99.615 |
99.620 |
unch |
29,852 |
133,769 |
-8,611 |
Nov16 |
160705 |
99.625 |
99.625 |
99.620 |
99.620 |
unch |
15,613 |
51,387 |
-1,511 |
Dec16 |
160705 |
99.620 |
99.620 |
99.610 |
99.615 |
unch |
7,246 |
38,262 |
-427 |
Total Volume and Open Interest |
134,884 |
833,947 |
-110,465 |
3-Mth Euro-Yen(CME) |
Sep16 |
160705 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160705 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160705 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160705 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160705 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160705 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160705 |
99.995 |
99.995 |
99.995 |
99.995 |
unch |
|
|
|
Jun18 |
160705 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
|
|
|
Sep18 |
160705 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec18 |
160705 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep16 |
160705 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160705 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160705 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160705 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160705 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160705 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160705 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160705 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160705 |
153.33 |
153.38 |
153.17 |
153.36 |
+0.53 |
1,878 |
17,631 |
+468 |
Dec16 |
160705 |
153.36 |
153.36 |
153.36 |
153.36 |
+0.53 |
0 |
1 |
+0 |
Mar17 |
160705 |
153.28 |
153.28 |
153.28 |
153.28 |
+0.53 |
|
|
|
Total Volume and Open Interest |
1,878 |
17,632 |
+468 |
Euro-Buxl(EUREX) |
Sep16 |
160705 |
195.10 |
197.72 |
194.90 |
196.98 |
+2.68 |
42,134 |
122,911 |
-27,579 |
Dec16 |
160705 |
195.26 |
195.26 |
195.26 |
195.26 |
+2.70 |
1 |
25 |
+0 |
Mar17 |
160705 |
195.26 |
195.26 |
195.26 |
195.26 |
+2.70 |
|
|
|
Total Volume and Open Interest |
42,135 |
144,478 |
-6,037 |
Euro-Bund(EUREX) |
Sep16 |
160705 |
167.30 |
167.99 |
167.23 |
167.77 |
+0.69 |
644,721 |
1,331,123 |
-457,533 |
Dec16 |
160705 |
164.63 |
165.19 |
164.63 |
165.05 |
+0.61 |
35 |
140 |
+13 |
Mar17 |
160705 |
166.95 |
167.30 |
166.95 |
167.27 |
+0.69 |
0 |
3 |
+0 |
Total Volume and Open Interest |
644,756 |
1,649,536 |
-139,250 |
Euro-Bobl(EUREX) |
Sep16 |
160705 |
133.72 |
133.92 |
133.69 |
133.88 |
+0.22 |
520,823 |
1,101,623 |
-213,821 |
Dec16 |
160705 |
131.81 |
131.81 |
131.81 |
131.81 |
+0.25 |
0 |
107 |
+0 |
Mar17 |
160705 |
133.88 |
133.88 |
133.88 |
133.88 |
+0.22 |
|
|
|
Total Volume and Open Interest |
520,823 |
1,280,437 |
-35,114 |
Euro-Schatz(EUREX) |
Sep16 |
160705 |
112.10 |
112.13 |
112.08 |
112.11 |
+0.03 |
221,296 |
950,813 |
-165,279 |
Dec16 |
160705 |
112.08 |
112.08 |
112.08 |
112.08 |
+0.03 |
0 |
185 |
+0 |
Mar17 |
160705 |
112.08 |
112.08 |
112.08 |
112.08 |
+0.03 |
|
|
|
Total Volume and Open Interest |
221,296 |
1,071,727 |
-44,550 |
3-Mth Euribor(EUREX) |
Sep16 |
160705 |
100.340 |
100.340 |
100.340 |
100.340 |
+0.005 |
11 |
5,007 |
+0 |
Dec16 |
160705 |
100.370 |
100.370 |
100.365 |
100.370 |
+0.005 |
8 |
2,152 |
-140 |
Mar17 |
160705 |
100.380 |
100.380 |
100.380 |
100.380 |
+0.005 |
7 |
3,780 |
+0 |
Total Volume and Open Interest |
357 |
96,273 |
-54 |
Long Gilt(LIFFE) |
Sep16 |
160705 |
129~08 |
130~00 |
129~08 |
129~27 |
+0~21 |
182,338 |
463,502 |
+2,819 |
Dec16 |
160705 |
128~25 |
128~25 |
128~25 |
128~25 |
+0~20 |
|
|
|
Total Volume and Open Interest |
182,338 |
463,502 |
+2,819 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160705 |
99.68 |
99.72 |
99.68 |
99.71 |
+0.02 |
118,654 |
455,890 |
+2,948 |
Dec16 |
160705 |
99.71 |
99.74 |
99.71 |
99.73 |
+0.02 |
87,940 |
501,830 |
+17,963 |
Mar17 |
160705 |
99.72 |
99.74 |
99.72 |
99.73 |
+0.02 |
58,841 |
348,985 |
+4,257 |
Jun17 |
160705 |
99.71 |
99.74 |
99.71 |
99.73 |
+0.02 |
47,957 |
273,834 |
-3,447 |
Sep17 |
160705 |
99.71 |
99.73 |
99.70 |
99.72 |
+0.02 |
74,055 |
256,201 |
+3,824 |
Dec17 |
160705 |
99.70 |
99.72 |
99.69 |
99.71 |
+0.02 |
74,214 |
255,649 |
+6,656 |
Total Volume and Open Interest |
731,912 |
2,928,775 |
+30,326 |
3-Mth Euribor(LIFFE) |
Sep16 |
160705 |
100.340 |
100.345 |
100.335 |
100.340 |
+0.005 |
39,808 |
363,366 |
-9,746 |
Dec16 |
160705 |
100.365 |
100.370 |
100.360 |
100.365 |
+0.005 |
29,315 |
470,930 |
+3,956 |
Mar17 |
160705 |
100.380 |
100.385 |
100.375 |
100.380 |
+0.010 |
29,753 |
409,300 |
+1,979 |
Total Volume and Open Interest |
310,330 |
3,076,647 |
-3,720 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160705 |
98.10 |
98.11 |
98.05 |
98.10 |
unch |
16,756 |
207,111 |
-1,311 |
Dec16 |
160705 |
98.18 |
98.20 |
98.13 |
98.19 |
+0.01 |
21,786 |
190,209 |
+4,595 |
Mar17 |
160705 |
98.22 |
98.25 |
98.18 |
98.24 |
+0.01 |
10,344 |
139,746 |
+1,095 |
Jun17 |
160705 |
98.24 |
98.29 |
98.22 |
98.28 |
+0.03 |
6,428 |
117,574 |
+1,135 |
Sep17 |
160705 |
98.27 |
98.32 |
98.23 |
98.30 |
+0.03 |
8,260 |
86,603 |
-455 |
Dec17 |
160705 |
98.28 |
98.33 |
98.25 |
98.32 |
+0.03 |
7,208 |
69,895 |
+2,408 |
Mar18 |
160705 |
98.27 |
98.33 |
98.26 |
98.31 |
+0.03 |
4,005 |
40,683 |
+870 |
Jun18 |
160705 |
98.26 |
98.31 |
98.25 |
98.31 |
+0.04 |
1,834 |
31,639 |
+1,002 |
Sep18 |
160705 |
98.25 |
98.30 |
98.23 |
98.30 |
+0.04 |
451 |
5,019 |
+148 |
Dec18 |
160705 |
98.21 |
98.27 |
98.21 |
98.27 |
+0.04 |
12 |
2,616 |
+12 |
Total Volume and Open Interest |
77,086 |
893,563 |
+9,501 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160705 |
97.98 |
98.08 |
97.98 |
98.05 |
+0.06 |
128,815 |
848,666 |
+4,216 |
Dec16 |
160705 |
98.05 |
98.05 |
98.05 |
98.05 |
+0.06 |
|
|
|
Total Volume and Open Interest |
128,815 |
848,666 |
+4,216 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160705 |
98.48 |
98.54 |
98.47 |
98.52 |
+0.03 |
146,128 |
740,374 |
-6,828 |
Dec16 |
160705 |
98.52 |
98.52 |
98.52 |
98.52 |
+0.03 |
31 |
31 |
+31 |
Total Volume and Open Interest |
146,159 |
740,405 |
-6,797 |
Gold(CMX) |
Aug16 |
160705 |
1345.0 |
1360.3 |
1338.5 |
1358.7 |
+19.7 |
192,947 |
429,258 |
-4,509 |
Oct16 |
160705 |
1345.0 |
1363.5 |
1345.0 |
1362.2 |
+19.7 |
4,089 |
37,415 |
+1,295 |
Dec16 |
160705 |
1352.1 |
1366.9 |
1345.7 |
1365.8 |
+19.8 |
13,371 |
95,309 |
+2,579 |
Feb17 |
160705 |
1353.3 |
1369.1 |
1353.3 |
1368.9 |
+19.9 |
603 |
15,472 |
+172 |
Apr17 |
160705 |
1355.8 |
1371.6 |
1355.8 |
1371.6 |
+19.9 |
46 |
7,080 |
-30 |
Jun17 |
160705 |
1365.0 |
1374.2 |
1357.3 |
1374.2 |
+20.0 |
177 |
12,464 |
+6 |
Aug17 |
160705 |
1365.5 |
1376.5 |
1365.4 |
1376.5 |
+20.0 |
25 |
1,618 |
+15 |
Oct17 |
160705 |
1373.8 |
1378.7 |
1373.1 |
1378.7 |
+20.0 |
0 |
689 |
+0 |
Dec17 |
160705 |
1374.0 |
1380.6 |
1367.2 |
1380.6 |
+20.1 |
66 |
8,404 |
+1 |
Feb18 |
160705 |
1382.9 |
1382.9 |
1382.9 |
1382.9 |
+20.1 |
0 |
48 |
+0 |
Apr18 |
160705 |
1384.9 |
1384.9 |
1384.9 |
1384.9 |
+20.1 |
|
|
|
Jun18 |
160705 |
1384.0 |
1386.9 |
1377.6 |
1386.9 |
+20.1 |
0 |
3,598 |
+0 |
Total Volume and Open Interest |
211,964 |
621,235 |
-62 |
Silver(CMX) |
Jul16 |
160705 |
1975.5 |
2109.5 |
1962.5 |
1986.6 |
+32.2 |
1,444 |
2,507 |
-450 |
Sep16 |
160705 |
1984.0 |
2122.5 |
1961.0 |
1990.7 |
+31.9 |
56,077 |
156,357 |
+2,935 |
Dec16 |
160705 |
1980.0 |
2125.0 |
1970.0 |
1998.3 |
+32.0 |
2,103 |
39,263 |
+458 |
Mar17 |
160705 |
2056.5 |
2106.5 |
1987.5 |
2005.8 |
+32.1 |
191 |
6,542 |
+96 |
May17 |
160705 |
2063.0 |
2063.0 |
2010.2 |
2010.2 |
+32.2 |
36 |
209 |
-17 |
Jul17 |
160705 |
2016.0 |
2026.0 |
2004.0 |
2014.6 |
+32.3 |
29 |
2,439 |
-24 |
Sep17 |
160705 |
2088.0 |
2088.0 |
2018.9 |
2018.9 |
+32.4 |
0 |
224 |
+0 |
Total Volume and Open Interest |
60,198 |
211,529 |
+3,007 |
Platinum(NYMEX) |
Jul16 |
160705 |
1064.6 |
1073.2 |
1052.0 |
1072.4 |
+17.7 |
129 |
661 |
-172 |
Oct16 |
160705 |
1062.0 |
1079.3 |
1050.2 |
1076.9 |
+19.8 |
14,200 |
57,588 |
-10 |
Jan17 |
160705 |
1068.8 |
1080.0 |
1053.8 |
1079.3 |
+20.0 |
102 |
2,644 |
-6 |
Apr17 |
160705 |
1080.0 |
1080.8 |
1079.0 |
1080.8 |
+20.0 |
1 |
79 |
+0 |
Total Volume and Open Interest |
14,510 |
61,077 |
-169 |
Palladium(NYMEX) |
Sep16 |
160705 |
605.65 |
617.40 |
590.60 |
602.65 |
-3.00 |
5,536 |
21,110 |
-155 |
Dec16 |
160705 |
609.65 |
612.80 |
598.05 |
603.35 |
-2.90 |
28 |
485 |
+3 |
Mar17 |
160705 |
604.75 |
604.75 |
604.75 |
604.75 |
-2.90 |
0 |
42 |
+0 |
Total Volume and Open Interest |
5,573 |
21,648 |
-158 |
Copper(CMX) |
Jul16 |
160705 |
222.90 |
224.55 |
216.15 |
218.15 |
-3.35 |
1,764 |
4,785 |
-842 |
Sep16 |
160705 |
223.00 |
224.80 |
216.20 |
218.35 |
-3.35 |
57,402 |
108,130 |
-380 |
Dec16 |
160705 |
223.95 |
225.35 |
217.25 |
219.25 |
-3.30 |
3,527 |
36,468 |
+232 |
Mar17 |
160705 |
223.55 |
224.00 |
218.60 |
219.95 |
-3.25 |
396 |
8,200 |
-57 |
May17 |
160705 |
219.95 |
220.50 |
219.95 |
220.50 |
-3.20 |
14 |
1,473 |
-2 |
Total Volume and Open Interest |
63,614 |
166,000 |
-1,059 |
E-mini DJIA Index(CBOT) |
Sep16 |
160705 |
17880 |
17924 |
17689 |
17762 |
-104 |
173,079 |
101,038 |
+4,241 |
Dec16 |
160705 |
17780 |
17807 |
17601 |
17668 |
-104 |
96 |
261 |
+8 |
Mar17 |
160705 |
17587 |
17587 |
17587 |
17587 |
-104 |
3 |
29 |
+3 |
Jun17 |
160705 |
17546 |
17546 |
17546 |
17546 |
-104 |
|
|
|
Total Volume and Open Interest |
173,178 |
101,328 |
+4,252 |
S & P 500(CME) |
Sep16 |
160705 |
2098.50 |
2103.00 |
2081.20 |
2082.70 |
-13.60 |
10,989 |
84,773 |
-96 |
Dec16 |
160705 |
2074.10 |
2074.10 |
2065.70 |
2074.10 |
-13.60 |
275 |
1,369 |
-2 |
Mar17 |
160705 |
2066.50 |
2066.50 |
2058.20 |
2066.50 |
-13.70 |
0 |
1 |
+0 |
Jun17 |
160705 |
2061.20 |
2061.20 |
2052.90 |
2061.20 |
-13.70 |
|
|
|
Total Volume and Open Interest |
11,264 |
86,143 |
-98 |
S & P 500 E-Mini(Globex) |
Sep16 |
160705 |
2099.75 |
2104.75 |
2072.50 |
2082.75 |
-13.50 |
2,301,226 |
2,999,878 |
-14,464 |
Dec16 |
160705 |
2089.50 |
2095.75 |
2064.00 |
2074.00 |
-13.75 |
3,746 |
12,219 |
-49 |
Mar17 |
160705 |
2080.00 |
2087.75 |
2056.50 |
2066.50 |
-13.75 |
93 |
388 |
+36 |
Jun17 |
160705 |
2080.00 |
2080.00 |
2055.50 |
2061.25 |
-13.75 |
0 |
207 |
+0 |
Total Volume and Open Interest |
2,305,065 |
3,012,692 |
-14,477 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160705 |
4438.80 |
4451.50 |
4377.50 |
4404.00 |
-29.30 |
242,965 |
192,412 |
-948 |
Dec16 |
160705 |
4429.80 |
4442.00 |
4371.30 |
4396.50 |
-28.30 |
43 |
297 |
+1 |
Mar17 |
160705 |
4389.30 |
4424.80 |
4379.30 |
4389.30 |
-34.20 |
0 |
33 |
+0 |
Total Volume and Open Interest |
243,008 |
192,745 |
-947 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160705 |
1499.50 |
1503.70 |
1469.80 |
1478.20 |
-18.50 |
29,309 |
80,863 |
+947 |
Dec16 |
160705 |
1486.00 |
1493.00 |
1468.20 |
1472.80 |
-18.50 |
1 |
11 |
+0 |
Mar17 |
160705 |
1473.30 |
1473.30 |
1473.30 |
1473.30 |
-18.50 |
|
|
|
Total Volume and Open Interest |
29,310 |
80,874 |
+947 |
Volatility Index(CBOE) |
Jul16 |
160705 |
16.75 |
17.77 |
16.64 |
16.83 |
+0.06 |
123,919 |
165,158 |
+0 |
Aug16 |
160705 |
18.20 |
18.95 |
18.12 |
18.33 |
+0.08 |
75,333 |
106,995 |
+0 |
Sep16 |
160705 |
19.25 |
19.94 |
19.25 |
19.38 |
+0.05 |
24,467 |
28,015 |
+0 |
Oct16 |
160705 |
19.89 |
20.54 |
19.86 |
19.98 |
+0.05 |
8,492 |
24,822 |
+0 |
Total Volume and Open Interest |
244,585 |
373,702 |
-1,437 |
Russell 2000(ICE) |
Sep16 |
160705 |
1155.10 |
1155.10 |
1128.90 |
1135.40 |
-18.80 |
71,160 |
330,008 |
-371 |
Dec16 |
160705 |
1130.40 |
1130.40 |
1130.40 |
1130.40 |
-18.80 |
10 |
931 |
+1 |
Total Volume and Open Interest |
71,170 |
331,354 |
-370 |
Nikkei 225(CME) |
Sep16 |
160705 |
15660 |
15870 |
15425 |
15515 |
-115 |
20,405 |
34,644 |
+878 |
Dec16 |
160705 |
15750 |
15850 |
15440 |
15485 |
-165 |
5 |
72 |
+2 |
Total Volume and Open Interest |
20,410 |
34,716 |
+880 |
Nikkei 225(SGX) |
Sep16 |
160705 |
15750 |
15750 |
15570 |
15580 |
-185 |
80,601 |
195,381 |
+600 |
Dec16 |
160705 |
15465 |
15465 |
15465 |
15465 |
-185 |
6 |
5,395 |
+2 |
Mar17 |
160705 |
15435 |
15435 |
15435 |
15435 |
+30 |
|
|
|
Total Volume and Open Interest |
79,986 |
212,015 |
-2,535 |
Nikkei 225(CME) Yen |
Sep16 |
160705 |
15605 |
15800 |
15355 |
15445 |
-115 |
61,532 |
75,261 |
+377 |
Dec16 |
160705 |
15310 |
15645 |
15240 |
15310 |
-120 |
0 |
26 |
+0 |
Mar17 |
160705 |
15260 |
15510 |
15260 |
15260 |
-120 |
|
|
|
Total Volume and Open Interest |
61,532 |
75,287 |
+377 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160705 |
15630 |
15630 |
15370 |
15450 |
-110 |
4 |
11 |
+0 |
Dec16 |
160705 |
15310 |
15310 |
15310 |
15310 |
-120 |
|
|
|
Mar17 |
160705 |
15260 |
15260 |
15260 |
15260 |
-120 |
|
|
|
Total Volume and Open Interest |
4 |
11 |
+0 |
CAC 40(EURONEXT) |
Jul16 |
160705 |
4222.5 |
4233.0 |
4131.0 |
4162.5 |
-71.0 |
94,850 |
264,068 |
-1,255 |
Aug16 |
160705 |
4218.0 |
4218.0 |
4133.0 |
4160.5 |
-71.5 |
35 |
406 |
+25 |
Sep16 |
160705 |
4219.0 |
4221.0 |
4130.0 |
4158.0 |
-72.0 |
131 |
9,123 |
-229 |
Total Volume and Open Interest |
95,016 |
273,642 |
-1,461 |
Hang Seng Index(HKFE) |
Jul16 |
160705 |
21032 |
21075 |
20718 |
20725 |
-313 |
147,545 |
95,933 |
+2,398 |
Aug16 |
160705 |
20945 |
20953 |
20674 |
20674 |
-313 |
415 |
224 |
+224 |
Sep16 |
160705 |
20938 |
20938 |
20606 |
20606 |
-311 |
487 |
4,646 |
-37 |
Total Volume and Open Interest |
148,525 |
104,573 |
-14,235 |
DAX(EUREX) |
Sep16 |
160705 |
9692.5 |
9692.5 |
9453.5 |
9519.0 |
-185.5 |
88,195 |
103,573 |
-48,943 |
Dec16 |
160705 |
9650.0 |
9654.0 |
9457.0 |
9504.5 |
-185.0 |
103 |
3,729 |
+0 |
Mar17 |
160705 |
9533.5 |
9533.5 |
9489.0 |
9497.0 |
-186.5 |
4 |
158 |
+1 |
Total Volume and Open Interest |
88,302 |
143,365 |
-13,037 |
Mini-DAX(EUREX) |
Sep16 |
160705 |
9687.0 |
9691.0 |
9455.0 |
9519.0 |
-185.5 |
23,037 |
6,501 |
-5,089 |
Dec16 |
160705 |
9650.0 |
9660.0 |
9456.0 |
9504.5 |
-185.0 |
24 |
210 |
-8 |
Mar17 |
160705 |
9441.0 |
9497.0 |
9441.0 |
9497.0 |
-186.5 |
1 |
8 |
+1 |
Total Volume and Open Interest |
23,062 |
10,349 |
-1,466 |
FT-SE 100(EURONEXT) |
Sep16 |
160705 |
6509.00 |
6510.00 |
6418.50 |
6500.50 |
+32.00 |
190,449 |
588,626 |
+9,145 |
Dec16 |
160705 |
6446.00 |
6459.00 |
6408.50 |
6459.00 |
+30.00 |
0 |
103 |
+0 |
Mar17 |
160705 |
6416.00 |
6416.00 |
6416.00 |
6416.00 |
+30.00 |
|
|
|
Total Volume and Open Interest |
190,449 |
588,729 |
+9,145 |
SPI 200(SFE) |
Sep16 |
160705 |
5248.0 |
5257.0 |
5176.0 |
5186.0 |
-64.0 |
34,982 |
256,401 |
+2,624 |
Dec16 |
160705 |
5231.0 |
5231.0 |
5172.0 |
5172.0 |
-64.0 |
56 |
2,485 |
+0 |
Mar17 |
160705 |
5123.0 |
5123.0 |
5123.0 |
5123.0 |
-64.0 |
0 |
1,431 |
+0 |
Total Volume and Open Interest |
35,061 |
261,227 |
+2,635 |
FTSE MIB(ISE) |
Sep16 |
160705 |
15900.00 |
16060.00 |
15735.00 |
15765.00 |
-247.00 |
35,215 |
46,599 |
-39 |
Dec16 |
160705 |
15790.00 |
15900.00 |
15625.00 |
15640.00 |
-247.00 |
18 |
189 |
-1 |
Mar17 |
160705 |
15647.00 |
15647.00 |
15647.00 |
15647.00 |
-247.00 |
|
|
|
Total Volume and Open Interest |
35,233 |
46,788 |
-40 |
KOSPI 200(KFE) |
Sep16 |
160705 |
247.80 |
248.10 |
246.75 |
247.40 |
-0.65 |
146,676 |
112,236 |
+1,663 |
Dec16 |
160705 |
248.45 |
248.65 |
247.60 |
248.20 |
+0.05 |
509 |
6,939 |
+82 |
Mar17 |
160705 |
244.65 |
244.65 |
244.65 |
244.65 |
-0.65 |
7 |
778 |
+0 |
Total Volume and Open Interest |
147,193 |
122,833 |
+1,745 |
GSCI(CME) |
Jul16 |
160705 |
376.50 |
376.50 |
362.85 |
364.90 |
-12.10 |
257 |
11,523 |
-179 |
Aug16 |
160705 |
365.45 |
366.40 |
364.45 |
365.90 |
-11.95 |
150 |
200 |
+150 |
Sep16 |
160705 |
367.40 |
367.40 |
367.40 |
367.40 |
-11.95 |
|
|
|
Total Volume and Open Interest |
407 |
11,723 |
-29 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|