|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue July 12, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul16 |
160712 |
1080.00 |
1107.25 |
1080.00 |
1107.25 |
+24.50 |
1,670 |
1,807 |
-790 |
Aug16 |
160712 |
1079.00 |
1102.75 |
1073.00 |
1102.25 |
+25.25 |
29,280 |
110,333 |
-450 |
Sep16 |
160712 |
1065.75 |
1093.25 |
1060.00 |
1092.75 |
+29.25 |
13,013 |
43,249 |
+950 |
Nov16 |
160712 |
1057.50 |
1087.50 |
1051.25 |
1087.00 |
+32.00 |
115,045 |
404,341 |
-1,062 |
Jan17 |
160712 |
1056.50 |
1087.00 |
1050.75 |
1086.50 |
+32.00 |
10,625 |
42,310 |
+109 |
Mar17 |
160712 |
1034.75 |
1068.25 |
1034.75 |
1067.50 |
+31.25 |
8,714 |
69,815 |
+1,144 |
May17 |
160712 |
1029.00 |
1056.75 |
1027.25 |
1055.75 |
+28.00 |
4,701 |
30,833 |
+19 |
Jul17 |
160712 |
1026.00 |
1054.00 |
1025.50 |
1053.25 |
+26.75 |
4,813 |
32,230 |
+59 |
Aug17 |
160712 |
1024.00 |
1038.75 |
1023.75 |
1038.75 |
+26.75 |
6 |
402 |
+1 |
Sep17 |
160712 |
1005.00 |
1005.00 |
1005.00 |
1005.00 |
+23.00 |
7 |
181 |
+0 |
Nov17 |
160712 |
953.50 |
977.75 |
951.75 |
977.25 |
+22.75 |
2,261 |
26,700 |
+314 |
Jan18 |
160712 |
959.00 |
977.00 |
959.00 |
977.00 |
+22.50 |
2 |
275 |
+1 |
Mar18 |
160712 |
975.00 |
975.00 |
975.00 |
975.00 |
+22.25 |
0 |
45 |
+0 |
May18 |
160712 |
976.50 |
976.50 |
976.50 |
976.50 |
+21.75 |
0 |
61 |
+0 |
Total Volume and Open Interest |
190,137 |
762,827 |
+295 |
Soybean Meal(CBOT) |
Jul16 |
160712 |
374.00 |
378.30 |
369.20 |
378.30 |
+4.60 |
663 |
1,174 |
-395 |
Aug16 |
160712 |
372.60 |
379.10 |
369.60 |
378.70 |
+6.10 |
13,193 |
46,265 |
-1,388 |
Sep16 |
160712 |
370.00 |
377.90 |
367.30 |
377.50 |
+7.30 |
10,024 |
50,487 |
+967 |
Oct16 |
160712 |
368.00 |
376.50 |
365.20 |
376.10 |
+8.20 |
6,203 |
30,358 |
-123 |
Dec16 |
160712 |
367.80 |
376.40 |
364.60 |
376.00 |
+8.60 |
35,620 |
159,110 |
-900 |
Jan17 |
160712 |
364.00 |
373.40 |
361.80 |
373.00 |
+9.50 |
4,559 |
22,679 |
-305 |
Mar17 |
160712 |
355.50 |
365.10 |
352.90 |
364.40 |
+9.60 |
3,446 |
26,396 |
+977 |
May17 |
160712 |
347.80 |
355.60 |
344.30 |
355.10 |
+8.70 |
2,046 |
17,756 |
+424 |
Jul17 |
160712 |
346.10 |
352.50 |
342.90 |
352.50 |
+7.50 |
1,530 |
12,296 |
+229 |
Aug17 |
160712 |
342.60 |
347.70 |
342.60 |
347.70 |
+7.30 |
21 |
1,802 |
+3 |
Total Volume and Open Interest |
77,659 |
375,162 |
-541 |
Soybean Oil(CBOT) |
Jul16 |
160712 |
30.15 |
30.71 |
30.15 |
30.71 |
+0.46 |
478 |
337 |
-390 |
Aug16 |
160712 |
30.33 |
30.90 |
30.05 |
30.81 |
+0.48 |
17,048 |
59,510 |
-2,390 |
Sep16 |
160712 |
30.50 |
31.02 |
30.20 |
30.94 |
+0.50 |
7,799 |
34,286 |
+583 |
Oct16 |
160712 |
30.55 |
31.11 |
30.30 |
31.05 |
+0.50 |
5,106 |
20,368 |
+1,015 |
Dec16 |
160712 |
30.84 |
31.40 |
30.51 |
31.32 |
+0.57 |
41,464 |
175,951 |
-1,458 |
Jan17 |
160712 |
30.95 |
31.59 |
30.73 |
31.52 |
+0.57 |
7,733 |
23,110 |
-1,361 |
Mar17 |
160712 |
31.27 |
31.73 |
30.92 |
31.69 |
+0.56 |
2,069 |
18,530 |
+357 |
May17 |
160712 |
31.33 |
31.88 |
31.12 |
31.87 |
+0.56 |
1,352 |
14,263 |
+355 |
Jul17 |
160712 |
31.58 |
32.15 |
31.36 |
32.12 |
+0.57 |
673 |
6,290 |
+1 |
Aug17 |
160712 |
32.20 |
32.20 |
32.20 |
32.20 |
+0.56 |
55 |
3,122 |
+18 |
Total Volume and Open Interest |
84,117 |
362,870 |
-3,326 |
Canola(WCE) |
Jul16 |
160712 |
472.8 |
472.8 |
472.8 |
472.8 |
+4.9 |
|
|
|
Nov16 |
160712 |
470.5 |
477.6 |
467.5 |
475.4 |
+4.9 |
16,063 |
120,101 |
-1,004 |
Jan17 |
160712 |
478.4 |
484.4 |
474.0 |
482.0 |
+4.9 |
2,256 |
14,968 |
-578 |
Mar17 |
160712 |
483.6 |
487.8 |
479.1 |
487.8 |
+5.3 |
616 |
4,450 |
+54 |
May17 |
160712 |
484.0 |
492.2 |
484.0 |
492.2 |
+5.5 |
351 |
2,597 |
-132 |
Total Volume and Open Interest |
20,331 |
149,205 |
-1,093 |
Corn(CBOT) |
Jul16 |
160712 |
343.00 |
350.25 |
339.75 |
349.75 |
+6.00 |
1,160 |
1,046 |
-854 |
Sep16 |
160712 |
349.00 |
355.00 |
342.50 |
352.25 |
+4.00 |
99,203 |
547,785 |
-3,905 |
Dec16 |
160712 |
356.25 |
362.75 |
350.00 |
360.25 |
+4.75 |
170,047 |
499,213 |
+11,130 |
Mar17 |
160712 |
365.00 |
370.75 |
358.75 |
368.75 |
+4.75 |
23,215 |
105,066 |
+1,970 |
May17 |
160712 |
370.25 |
375.75 |
364.50 |
373.75 |
+4.25 |
5,931 |
24,443 |
-13 |
Jul17 |
160712 |
375.25 |
379.75 |
370.00 |
378.25 |
+3.75 |
6,856 |
62,460 |
-345 |
Sep17 |
160712 |
376.00 |
379.25 |
371.00 |
379.25 |
+4.25 |
1,312 |
11,679 |
+332 |
Dec17 |
160712 |
380.75 |
385.25 |
376.50 |
384.75 |
+5.00 |
2,843 |
35,011 |
+171 |
Mar18 |
160712 |
390.25 |
393.75 |
388.00 |
393.75 |
+4.50 |
59 |
1,700 |
+37 |
May18 |
160712 |
394.00 |
398.75 |
394.00 |
398.75 |
+4.25 |
2 |
525 |
+0 |
Total Volume and Open Interest |
310,644 |
1,291,247 |
+8,532 |
Wheat(CBOT) |
Jul16 |
160712 |
416.25 |
424.00 |
415.50 |
424.00 |
+7.75 |
84 |
143 |
-96 |
Sep16 |
160712 |
429.75 |
439.50 |
423.75 |
438.50 |
+8.00 |
74,229 |
258,756 |
-1,412 |
Dec16 |
160712 |
452.00 |
461.75 |
446.75 |
461.00 |
+8.00 |
29,228 |
118,681 |
+2,463 |
Mar17 |
160712 |
471.00 |
480.50 |
465.50 |
479.50 |
+8.00 |
7,727 |
35,272 |
+743 |
May17 |
160712 |
483.00 |
491.75 |
478.00 |
491.25 |
+7.75 |
1,323 |
8,576 |
+207 |
Jul17 |
160712 |
491.75 |
499.75 |
486.50 |
499.25 |
+8.00 |
856 |
20,461 |
+186 |
Total Volume and Open Interest |
113,612 |
448,061 |
+2,115 |
Wheat(KCBT) |
Jul16 |
160712 |
401.00 |
407.75 |
397.25 |
407.75 |
+6.75 |
39 |
192 |
-148 |
Sep16 |
160712 |
415.00 |
424.00 |
410.25 |
423.00 |
+6.25 |
19,963 |
136,746 |
+959 |
Dec16 |
160712 |
436.00 |
449.00 |
435.50 |
448.25 |
+6.50 |
4,386 |
47,736 |
+315 |
Mar17 |
160712 |
458.00 |
466.00 |
452.00 |
465.00 |
+6.75 |
2,404 |
17,263 |
+255 |
May17 |
160712 |
468.00 |
475.75 |
464.25 |
475.75 |
+7.00 |
1,308 |
7,437 |
+410 |
Jul17 |
160712 |
477.50 |
485.50 |
473.00 |
485.50 |
+6.75 |
473 |
11,495 |
+191 |
Sep17 |
160712 |
490.00 |
500.00 |
486.25 |
499.75 |
+6.75 |
15 |
1,069 |
+1 |
Total Volume and Open Interest |
28,597 |
222,545 |
+1,987 |
Wheat(MGE) |
Jul16 |
160712 |
487.75 |
497.50 |
487.50 |
487.75 |
unch |
7 |
2 |
-7 |
Sep16 |
160712 |
499.00 |
503.50 |
494.75 |
502.50 |
+2.75 |
3,511 |
27,763 |
-638 |
Dec16 |
160712 |
513.25 |
519.50 |
510.00 |
517.50 |
+2.75 |
1,182 |
14,471 |
+235 |
Mar17 |
160712 |
528.00 |
534.25 |
525.00 |
532.25 |
+3.25 |
580 |
8,425 |
+66 |
May17 |
160712 |
536.75 |
542.00 |
535.00 |
541.75 |
+3.25 |
163 |
3,698 |
+26 |
Jul17 |
160712 |
545.50 |
551.00 |
543.50 |
550.75 |
+3.25 |
61 |
2,160 |
+15 |
Total Volume and Open Interest |
5,509 |
57,486 |
-302 |
Oats(CBOT) |
Jul16 |
160712 |
250.00 |
250.25 |
236.50 |
236.50 |
unch |
4 |
68 |
-3 |
Sep16 |
160712 |
204.00 |
209.25 |
204.00 |
206.75 |
+3.00 |
121 |
3,391 |
+2 |
Dec16 |
160712 |
205.00 |
208.50 |
204.25 |
205.75 |
unch |
408 |
5,812 |
-14 |
Mar17 |
160712 |
213.00 |
213.00 |
210.50 |
210.75 |
-1.00 |
37 |
858 |
-33 |
Total Volume and Open Interest |
570 |
10,129 |
-48 |
Rough Rice(CBOT) |
Jul16 |
160712 |
10.73 |
10.73 |
10.73 |
10.73 |
-0.02 |
|
|
|
Sep16 |
160712 |
10.71 |
10.85 |
10.63 |
10.68 |
-0.01 |
290 |
7,730 |
+37 |
Nov16 |
160712 |
11.06 |
11.10 |
10.90 |
10.94 |
unch |
17 |
1,620 |
+2 |
Jan17 |
160712 |
11.19 |
11.19 |
11.19 |
11.19 |
+0.01 |
0 |
98 |
+0 |
Total Volume and Open Interest |
307 |
9,495 |
+34 |
Live Cattle(CME) |
Aug16 |
160712 |
109.400 |
110.150 |
108.180 |
108.900 |
-0.450 |
27,948 |
106,016 |
-5,301 |
Oct16 |
160712 |
109.150 |
109.885 |
107.900 |
108.900 |
-0.430 |
20,277 |
72,813 |
+3,176 |
Dec16 |
160712 |
111.050 |
111.500 |
109.600 |
110.785 |
-0.100 |
9,559 |
44,217 |
+497 |
Feb17 |
160712 |
111.285 |
111.650 |
109.785 |
111.000 |
-0.180 |
3,338 |
13,981 |
+721 |
Apr17 |
160712 |
110.680 |
111.035 |
109.300 |
110.500 |
-0.080 |
1,401 |
8,603 |
-129 |
Jun17 |
160712 |
104.850 |
105.200 |
103.600 |
104.400 |
-0.150 |
689 |
3,503 |
+328 |
Total Volume and Open Interest |
63,359 |
250,828 |
-607 |
Feeder Cattle(CME) |
Aug16 |
160712 |
139.080 |
140.400 |
136.880 |
138.600 |
-0.850 |
4,589 |
22,440 |
-1,220 |
Sep16 |
160712 |
138.000 |
139.380 |
135.935 |
137.650 |
-0.700 |
2,717 |
7,044 |
+759 |
Oct16 |
160712 |
137.000 |
138.450 |
135.000 |
136.600 |
-0.850 |
1,022 |
5,580 |
+104 |
Nov16 |
160712 |
134.750 |
136.200 |
133.000 |
134.300 |
-0.935 |
847 |
4,583 |
-218 |
Jan17 |
160712 |
131.650 |
132.950 |
130.035 |
131.600 |
-0.600 |
546 |
1,896 |
+166 |
Mar17 |
160712 |
130.000 |
131.035 |
128.700 |
129.985 |
-0.715 |
61 |
410 |
-2 |
Apr17 |
160712 |
129.785 |
131.400 |
129.785 |
129.785 |
-0.565 |
12 |
44 |
-2 |
Total Volume and Open Interest |
9,799 |
42,017 |
-411 |
Lean Hogs(CME) |
Jul16 |
160712 |
80.080 |
80.180 |
79.850 |
79.950 |
+0.315 |
3,600 |
9,047 |
-1,945 |
Aug16 |
160712 |
79.035 |
79.730 |
78.830 |
79.180 |
+0.830 |
28,104 |
72,944 |
-7,764 |
Oct16 |
160712 |
68.250 |
68.535 |
67.600 |
67.750 |
-0.180 |
19,859 |
77,586 |
+2,317 |
Dec16 |
160712 |
62.035 |
62.180 |
61.150 |
61.330 |
-0.250 |
5,923 |
45,989 |
+151 |
Feb17 |
160712 |
65.300 |
65.550 |
64.725 |
65.150 |
-0.050 |
1,457 |
20,322 |
-13 |
Apr17 |
160712 |
70.000 |
70.135 |
69.250 |
69.800 |
-0.130 |
1,383 |
13,777 |
+570 |
May17 |
160712 |
74.100 |
74.135 |
74.080 |
74.135 |
-0.365 |
6 |
171 |
+6 |
Jun17 |
160712 |
77.635 |
78.050 |
77.450 |
77.850 |
-0.330 |
74 |
1,494 |
+22 |
Total Volume and Open Interest |
60,423 |
241,696 |
-6,653 |
Class III Milk(CME) |
Jul16 |
160712 |
15.22 |
15.23 |
15.20 |
15.21 |
+0.02 |
322 |
5,400 |
-2 |
Aug16 |
160712 |
15.88 |
15.93 |
15.63 |
15.77 |
unch |
201 |
4,572 |
-9 |
Sep16 |
160712 |
15.84 |
15.96 |
15.75 |
15.85 |
-0.04 |
135 |
3,955 |
+44 |
Oct16 |
160712 |
15.94 |
16.05 |
15.90 |
15.98 |
-0.05 |
60 |
3,422 |
+12 |
Nov16 |
160712 |
15.93 |
15.99 |
15.78 |
15.95 |
-0.09 |
33 |
3,131 |
+10 |
Dec16 |
160712 |
15.80 |
15.88 |
15.80 |
15.86 |
-0.03 |
47 |
2,764 |
+34 |
Jan17 |
160712 |
15.80 |
15.80 |
15.75 |
15.80 |
-0.02 |
1 |
1,119 |
+0 |
Feb17 |
160712 |
15.90 |
15.90 |
15.90 |
15.90 |
unch |
0 |
969 |
+0 |
Mar17 |
160712 |
15.91 |
15.91 |
15.91 |
15.91 |
unch |
33 |
917 |
+10 |
Apr17 |
160712 |
16.00 |
16.00 |
15.97 |
16.00 |
-0.05 |
11 |
844 |
+11 |
May17 |
160712 |
15.99 |
16.10 |
15.99 |
16.09 |
-0.07 |
24 |
712 |
+11 |
Jun17 |
160712 |
16.19 |
16.24 |
16.19 |
16.23 |
-0.09 |
31 |
615 |
+11 |
Jul17 |
160712 |
16.39 |
16.39 |
16.36 |
16.39 |
unch |
20 |
188 |
+10 |
Total Volume and Open Interest |
965 |
29,490 |
+189 |
Cocoa(ICE) |
Jul16 |
160712 |
3155 |
3155 |
3153 |
3153 |
+15 |
15 |
15 |
+1 |
Sep16 |
160712 |
3112 |
3129 |
3083 |
3114 |
+13 |
15,343 |
93,288 |
+1,087 |
Dec16 |
160712 |
3076 |
3097 |
3058 |
3085 |
+15 |
8,894 |
61,825 |
+2,808 |
Mar17 |
160712 |
3049 |
3063 |
3025 |
3054 |
+17 |
3,445 |
41,964 |
+975 |
May17 |
160712 |
3034 |
3041 |
3009 |
3039 |
+18 |
473 |
8,298 |
+104 |
Jul17 |
160712 |
3008 |
3027 |
3008 |
3027 |
+18 |
186 |
2,660 |
+6 |
Sep17 |
160712 |
3017 |
3018 |
3016 |
3018 |
+18 |
121 |
3,869 |
-8 |
Total Volume and Open Interest |
28,525 |
216,356 |
+5,007 |
Coffee "C"(ICE) |
Jul16 |
160712 |
149.70 |
149.70 |
145.70 |
145.95 |
-2.00 |
2 |
32 |
-2 |
Sep16 |
160712 |
149.95 |
151.40 |
146.85 |
147.40 |
-1.90 |
13,168 |
94,949 |
-1,828 |
Dec16 |
160712 |
152.25 |
154.15 |
149.70 |
150.25 |
-1.90 |
3,304 |
43,672 |
+1,081 |
Mar17 |
160712 |
155.15 |
156.70 |
152.50 |
152.95 |
-1.85 |
1,373 |
16,059 |
+249 |
May17 |
160712 |
156.55 |
158.10 |
154.20 |
154.50 |
-1.85 |
515 |
9,087 |
+126 |
Jul17 |
160712 |
157.75 |
159.30 |
155.55 |
155.75 |
-1.85 |
210 |
3,090 |
-17 |
Total Volume and Open Interest |
18,824 |
175,381 |
-361 |
Orange Juice(ICE) |
Sep16 |
160712 |
179.20 |
180.85 |
175.25 |
176.80 |
-1.20 |
586 |
14,737 |
+139 |
Nov16 |
160712 |
177.15 |
180.00 |
175.00 |
176.50 |
-1.15 |
60 |
2,135 |
+0 |
Jan17 |
160712 |
175.60 |
176.00 |
174.50 |
176.00 |
-0.75 |
38 |
800 |
-6 |
Mar17 |
160712 |
175.00 |
175.40 |
174.00 |
175.40 |
-0.60 |
23 |
78 |
+17 |
May17 |
160712 |
174.80 |
174.80 |
174.80 |
174.80 |
-0.55 |
3 |
7 |
+3 |
Jul17 |
160712 |
173.20 |
173.20 |
173.20 |
173.20 |
-0.55 |
|
|
|
Total Volume and Open Interest |
739 |
18,244 |
+124 |
Sugar #11(ICE) |
Oct16 |
160712 |
20.38 |
20.58 |
19.60 |
19.72 |
-0.56 |
43,643 |
460,641 |
-2,766 |
Mar17 |
160712 |
20.55 |
20.75 |
19.85 |
19.97 |
-0.48 |
18,288 |
213,737 |
+1,583 |
May17 |
160712 |
19.70 |
19.86 |
19.13 |
19.22 |
-0.44 |
9,782 |
56,418 |
-361 |
Jul17 |
160712 |
19.12 |
19.20 |
18.54 |
18.62 |
-0.42 |
5,091 |
45,440 |
+1,191 |
Oct17 |
160712 |
18.68 |
18.79 |
18.16 |
18.24 |
-0.39 |
1,519 |
30,416 |
+102 |
Mar18 |
160712 |
18.42 |
18.53 |
17.99 |
18.07 |
-0.35 |
489 |
13,585 |
-104 |
May18 |
160712 |
17.85 |
17.91 |
17.54 |
17.62 |
-0.26 |
288 |
4,006 |
+36 |
Jul18 |
160712 |
17.51 |
17.60 |
17.35 |
17.35 |
-0.21 |
375 |
4,380 |
-43 |
Total Volume and Open Interest |
79,749 |
834,226 |
-106 |
London Cocoa(LCE) |
Jul16 |
160712 |
2555 |
2555 |
2538 |
2545 |
-19 |
2,853 |
19,467 |
-1,969 |
Sep16 |
160712 |
2488 |
2490 |
2465 |
2468 |
-29 |
10,369 |
105,801 |
+1,821 |
Dec16 |
160712 |
2422 |
2423 |
2403 |
2405 |
-27 |
6,585 |
66,650 |
+501 |
Mar17 |
160712 |
2371 |
2372 |
2354 |
2356 |
-25 |
4,093 |
53,158 |
+703 |
May17 |
160712 |
2357 |
2358 |
2340 |
2342 |
-26 |
810 |
18,154 |
+22 |
Jul17 |
160712 |
2345 |
2348 |
2335 |
2336 |
-25 |
456 |
2,839 |
+347 |
Sep17 |
160712 |
2328 |
2328 |
2328 |
2328 |
-25 |
181 |
1,495 |
+8 |
Total Volume and Open Interest |
25,522 |
267,995 |
+1,433 |
London Sugar(LCE) |
Oct16 |
160712 |
558.80 |
561.50 |
540.40 |
544.20 |
-12.10 |
7,313 |
42,320 |
+1,844 |
Dec16 |
160712 |
553.70 |
556.50 |
537.00 |
540.50 |
-11.20 |
1,216 |
16,246 |
+207 |
Mar17 |
160712 |
550.40 |
553.70 |
534.10 |
537.30 |
-11.10 |
990 |
16,023 |
+128 |
May17 |
160712 |
540.00 |
542.00 |
525.40 |
527.40 |
-11.20 |
568 |
5,887 |
+88 |
Aug17 |
160712 |
526.80 |
526.80 |
514.40 |
517.00 |
-10.20 |
130 |
3,557 |
-51 |
Total Volume and Open Interest |
15,820 |
102,743 |
-420 |
Cotton(ICE) |
Oct16 |
160712 |
68.26 |
71.14 |
67.90 |
71.14 |
+3.00 |
19 |
122 |
+1 |
Dec16 |
160712 |
67.85 |
70.78 |
67.37 |
70.78 |
+3.00 |
26,090 |
151,693 |
+3,982 |
Mar17 |
160712 |
67.75 |
70.84 |
67.43 |
70.84 |
+3.00 |
3,852 |
23,362 |
+725 |
May17 |
160712 |
68.05 |
70.99 |
68.03 |
70.99 |
+3.00 |
563 |
4,230 |
+180 |
Jul17 |
160712 |
68.30 |
71.25 |
68.30 |
71.25 |
+3.00 |
238 |
3,116 |
+74 |
Oct17 |
160712 |
71.15 |
71.15 |
71.15 |
71.15 |
+2.84 |
|
|
|
Total Volume and Open Interest |
31,024 |
188,116 |
+5,120 |
Lumber(CME) |
Jul16 |
160712 |
315.0 |
317.5 |
314.0 |
316.6 |
+2.1 |
95 |
220 |
-58 |
Sep16 |
160712 |
323.0 |
328.5 |
322.4 |
324.5 |
+2.3 |
288 |
3,582 |
+74 |
Nov16 |
160712 |
328.0 |
330.8 |
327.4 |
328.4 |
+1.8 |
31 |
256 |
+15 |
Jan17 |
160712 |
331.5 |
331.9 |
330.0 |
330.0 |
-0.1 |
2 |
37 |
+1 |
Total Volume and Open Interest |
417 |
4,146 |
+33 |
Crude Oil(NYM) |
Aug16 |
160712 |
44.58 |
46.93 |
44.51 |
46.80 |
+2.04 |
583,078 |
333,076 |
-39,946 |
Sep16 |
160712 |
45.39 |
47.69 |
45.30 |
47.57 |
+2.05 |
239,732 |
348,506 |
+33,898 |
Oct16 |
160712 |
46.06 |
48.37 |
46.05 |
48.24 |
+2.02 |
48,375 |
115,692 |
+3,223 |
Nov16 |
160712 |
46.92 |
49.06 |
46.81 |
48.92 |
+1.99 |
23,656 |
112,869 |
-1,535 |
Dec16 |
160712 |
47.49 |
49.72 |
47.45 |
49.57 |
+1.97 |
55,104 |
246,788 |
-1,258 |
Jan17 |
160712 |
48.14 |
50.24 |
48.14 |
50.12 |
+1.95 |
19,434 |
55,644 |
-50 |
Feb17 |
160712 |
48.70 |
50.62 |
48.70 |
50.58 |
+1.93 |
5,807 |
31,566 |
+60 |
Mar17 |
160712 |
49.15 |
51.02 |
49.15 |
50.96 |
+1.90 |
15,936 |
64,053 |
-2,434 |
Apr17 |
160712 |
49.34 |
51.37 |
49.34 |
51.27 |
+1.86 |
9,873 |
19,665 |
-89 |
May17 |
160712 |
50.05 |
51.62 |
50.05 |
51.53 |
+1.81 |
2,094 |
19,017 |
+392 |
Jun17 |
160712 |
50.05 |
51.87 |
49.93 |
51.77 |
+1.76 |
11,352 |
72,585 |
-712 |
Jul17 |
160712 |
50.31 |
51.99 |
50.31 |
51.98 |
+1.71 |
1,308 |
17,334 |
+33 |
Aug17 |
160712 |
52.18 |
52.18 |
52.18 |
52.18 |
+1.67 |
521 |
13,381 |
-40 |
Sep17 |
160712 |
52.35 |
52.40 |
52.35 |
52.40 |
+1.63 |
3,223 |
32,507 |
+407 |
Oct17 |
160712 |
52.60 |
52.63 |
52.60 |
52.63 |
+1.60 |
175 |
10,777 |
-4 |
Nov17 |
160712 |
52.88 |
52.88 |
52.88 |
52.88 |
+1.56 |
259 |
11,712 |
-87 |
Total Volume and Open Interest |
1,049,165 |
1,759,042 |
-5,694 |
e-miNY Crude Oil(NYM) |
Aug16 |
160712 |
44.600 |
46.950 |
44.525 |
46.800 |
+2.050 |
11,895 |
2,051 |
-92 |
Sep16 |
160712 |
45.400 |
47.675 |
45.300 |
47.575 |
+2.050 |
502 |
543 |
+4 |
Oct16 |
160712 |
46.175 |
48.300 |
46.175 |
48.250 |
+2.025 |
38 |
108 |
+1 |
Nov16 |
160712 |
48.125 |
48.975 |
47.925 |
48.925 |
+2.000 |
5 |
19 |
-4 |
Dec16 |
160712 |
47.725 |
49.575 |
47.725 |
49.575 |
+1.975 |
15 |
303 |
+2 |
Jan17 |
160712 |
49.000 |
50.125 |
49.000 |
50.125 |
+1.950 |
2 |
15 |
+0 |
Feb17 |
160712 |
50.575 |
50.575 |
50.575 |
50.575 |
+1.925 |
0 |
9 |
+0 |
Mar17 |
160712 |
50.950 |
50.950 |
50.950 |
50.950 |
+1.900 |
0 |
12 |
+0 |
Apr17 |
160712 |
51.275 |
51.275 |
51.275 |
51.275 |
+1.875 |
|
|
|
May17 |
160712 |
51.525 |
51.525 |
51.525 |
51.525 |
+1.800 |
|
|
|
Total Volume and Open Interest |
12,459 |
3,235 |
-91 |
NY Harbor ULSD(NYM) |
Aug16 |
160712 |
141.74 |
147.36 |
141.50 |
146.32 |
+4.69 |
60,055 |
70,554 |
-5,150 |
Sep16 |
160712 |
144.03 |
149.42 |
143.74 |
148.47 |
+4.61 |
37,987 |
72,324 |
+2,017 |
Oct16 |
160712 |
145.83 |
151.55 |
145.80 |
150.69 |
+4.62 |
20,026 |
38,757 |
+2,440 |
Nov16 |
160712 |
148.70 |
153.57 |
148.70 |
152.82 |
+4.67 |
9,975 |
24,841 |
+288 |
Dec16 |
160712 |
150.23 |
155.50 |
149.72 |
154.75 |
+4.67 |
13,504 |
48,973 |
+1,046 |
Jan17 |
160712 |
154.69 |
157.13 |
154.67 |
156.62 |
+4.70 |
2,913 |
22,118 |
+360 |
Feb17 |
160712 |
154.44 |
158.59 |
154.44 |
157.94 |
+4.68 |
1,706 |
11,308 |
+80 |
Mar17 |
160712 |
155.06 |
158.65 |
155.04 |
158.55 |
+4.66 |
1,607 |
15,024 |
-249 |
Apr17 |
160712 |
157.48 |
158.78 |
156.19 |
158.35 |
+4.64 |
852 |
6,827 |
+145 |
May17 |
160712 |
158.00 |
158.47 |
157.19 |
158.47 |
+4.58 |
380 |
3,195 |
-43 |
Jun17 |
160712 |
158.10 |
159.37 |
156.52 |
158.92 |
+4.50 |
1,853 |
19,388 |
+110 |
Jul17 |
160712 |
159.15 |
159.71 |
159.15 |
159.71 |
+4.44 |
164 |
2,360 |
+1 |
Aug17 |
160712 |
160.62 |
160.62 |
160.62 |
160.62 |
+4.40 |
41 |
1,512 |
+3 |
Sep17 |
160712 |
161.71 |
161.71 |
161.71 |
161.71 |
+4.34 |
162 |
1,666 |
+126 |
Total Volume and Open Interest |
152,194 |
365,954 |
+933 |
RBOB Gasoline(NYM) |
Aug16 |
160712 |
138.14 |
144.06 |
137.68 |
143.01 |
+4.66 |
63,271 |
95,609 |
-8,044 |
Sep16 |
160712 |
139.18 |
144.74 |
138.61 |
143.88 |
+4.66 |
39,738 |
86,653 |
+3,018 |
Oct16 |
160712 |
131.09 |
136.89 |
130.92 |
136.29 |
+4.64 |
23,494 |
48,351 |
-827 |
Nov16 |
160712 |
131.30 |
136.27 |
131.30 |
135.79 |
+4.67 |
14,535 |
30,082 |
+46 |
Dec16 |
160712 |
130.61 |
135.79 |
130.19 |
135.47 |
+4.67 |
16,249 |
42,512 |
+1,644 |
Jan17 |
160712 |
133.25 |
136.44 |
133.23 |
136.19 |
+4.63 |
3,658 |
13,889 |
-747 |
Feb17 |
160712 |
133.87 |
137.58 |
133.87 |
137.55 |
+4.57 |
1,582 |
2,728 |
-52 |
Mar17 |
160712 |
135.86 |
139.57 |
135.86 |
139.51 |
+4.49 |
2,438 |
10,860 |
+706 |
Apr17 |
160712 |
158.90 |
159.03 |
157.40 |
159.03 |
+4.38 |
2,247 |
9,850 |
+837 |
May17 |
160712 |
158.56 |
160.03 |
158.52 |
160.03 |
+4.41 |
765 |
4,586 |
+42 |
Total Volume and Open Interest |
171,784 |
377,620 |
-3,020 |
e-miNY RBOB Gasoline(NYM) |
Aug16 |
160712 |
143.00 |
143.01 |
143.00 |
143.00 |
+4.60 |
0 |
1 |
+0 |
Sep16 |
160712 |
143.90 |
143.90 |
143.88 |
143.90 |
+4.70 |
|
|
|
Oct16 |
160712 |
136.30 |
136.30 |
136.29 |
136.30 |
+4.60 |
|
|
|
Nov16 |
160712 |
135.80 |
135.80 |
135.79 |
135.80 |
+4.70 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Aug16 |
160712 |
2.717 |
2.751 |
2.687 |
2.734 |
+0.032 |
98,786 |
171,367 |
-15,269 |
Sep16 |
160712 |
2.700 |
2.734 |
2.667 |
2.700 |
+0.016 |
57,271 |
229,517 |
+3,506 |
Oct16 |
160712 |
2.749 |
2.785 |
2.715 |
2.747 |
+0.012 |
32,565 |
106,375 |
-2,075 |
Nov16 |
160712 |
2.930 |
2.964 |
2.904 |
2.929 |
+0.010 |
23,569 |
74,849 |
+2,955 |
Dec16 |
160712 |
3.214 |
3.235 |
3.180 |
3.201 |
+0.003 |
11,116 |
54,941 |
+770 |
Jan17 |
160712 |
3.342 |
3.371 |
3.314 |
3.334 |
+0.003 |
15,998 |
109,781 |
+913 |
Feb17 |
160712 |
3.335 |
3.352 |
3.304 |
3.323 |
+0.002 |
4,016 |
29,334 |
+1 |
Mar17 |
160712 |
3.305 |
3.310 |
3.257 |
3.276 |
+0.001 |
7,081 |
62,411 |
-730 |
Apr17 |
160712 |
3.058 |
3.075 |
3.030 |
3.047 |
-0.005 |
8,986 |
51,175 |
-84 |
May17 |
160712 |
3.044 |
3.053 |
3.011 |
3.026 |
-0.004 |
5,445 |
20,212 |
+119 |
Jun17 |
160712 |
3.085 |
3.085 |
3.054 |
3.065 |
-0.004 |
4,226 |
18,392 |
+1,353 |
Jul17 |
160712 |
3.116 |
3.116 |
3.087 |
3.098 |
-0.005 |
1,867 |
12,842 |
+253 |
Aug17 |
160712 |
3.131 |
3.131 |
3.096 |
3.106 |
-0.007 |
765 |
13,367 |
+108 |
Sep17 |
160712 |
3.107 |
3.107 |
3.075 |
3.084 |
-0.008 |
833 |
8,106 |
+143 |
Oct17 |
160712 |
3.130 |
3.130 |
3.097 |
3.106 |
-0.010 |
2,393 |
19,480 |
+49 |
Nov17 |
160712 |
3.181 |
3.181 |
3.151 |
3.159 |
-0.009 |
1,350 |
8,666 |
-32 |
Total Volume and Open Interest |
279,218 |
1,047,123 |
-9,678 |
Brent Crude Oil(ICE) |
Sep16 |
160712 |
46.17 |
48.57 |
46.09 |
48.47 |
+2.22 |
237,284 |
448,066 |
-16,707 |
Oct16 |
160712 |
46.65 |
49.15 |
46.65 |
49.05 |
+2.15 |
115,102 |
243,829 |
+7,653 |
Nov16 |
160712 |
47.35 |
49.70 |
47.35 |
49.59 |
+2.10 |
78,368 |
213,122 |
+13,431 |
Dec16 |
160712 |
48.05 |
50.36 |
48.05 |
50.24 |
+2.05 |
81,735 |
369,895 |
-3,893 |
Jan17 |
160712 |
48.62 |
50.89 |
48.61 |
50.77 |
+2.01 |
20,176 |
93,385 |
-1,517 |
Feb17 |
160712 |
49.12 |
51.31 |
49.10 |
51.21 |
+1.97 |
13,467 |
74,133 |
+2,784 |
Mar17 |
160712 |
49.77 |
51.72 |
49.70 |
51.60 |
+1.93 |
14,000 |
65,887 |
-183 |
Apr17 |
160712 |
49.98 |
52.05 |
49.98 |
51.98 |
+1.90 |
7,400 |
26,839 |
+869 |
May17 |
160712 |
50.60 |
52.40 |
50.52 |
52.35 |
+1.86 |
6,413 |
27,128 |
+2,936 |
Jun17 |
160712 |
50.76 |
52.75 |
50.76 |
52.68 |
+1.82 |
16,360 |
99,580 |
-640 |
Jul17 |
160712 |
52.25 |
53.01 |
52.24 |
53.01 |
+1.78 |
681 |
18,126 |
-49 |
Aug17 |
160712 |
52.16 |
53.86 |
52.16 |
53.32 |
+1.74 |
525 |
17,811 |
+107 |
Sep17 |
160712 |
52.85 |
53.59 |
52.85 |
53.59 |
+1.70 |
2,776 |
37,738 |
+31 |
Oct17 |
160712 |
53.85 |
53.85 |
53.85 |
53.85 |
+1.66 |
862 |
14,878 |
+220 |
Total Volume and Open Interest |
632,748 |
2,219,655 |
+8,630 |
Gas Oil(ICE) |
Jul16 |
160712 |
412.25 |
421.00 |
408.00 |
408.00 |
unch |
31,496 |
20,203 |
-4,792 |
Aug16 |
160712 |
412.50 |
430.75 |
412.25 |
423.50 |
+8.25 |
106,939 |
109,447 |
-5,277 |
Sep16 |
160712 |
418.50 |
437.00 |
418.50 |
430.00 |
+8.50 |
60,841 |
72,122 |
-4,271 |
Oct16 |
160712 |
424.25 |
443.00 |
424.25 |
436.50 |
+9.25 |
25,598 |
51,646 |
+2,836 |
Nov16 |
160712 |
430.00 |
446.00 |
429.25 |
440.25 |
+9.50 |
15,702 |
49,817 |
+737 |
Dec16 |
160712 |
432.75 |
450.25 |
432.75 |
443.75 |
+9.50 |
30,543 |
97,921 |
+1,997 |
Jan17 |
160712 |
435.25 |
453.00 |
435.25 |
448.00 |
+9.50 |
6,103 |
33,161 |
+912 |
Feb17 |
160712 |
442.25 |
457.00 |
442.25 |
452.00 |
+9.25 |
2,471 |
14,795 |
-188 |
Mar17 |
160712 |
447.75 |
460.50 |
447.75 |
455.50 |
+9.00 |
1,409 |
22,907 |
+276 |
Apr17 |
160712 |
450.75 |
463.00 |
450.75 |
458.50 |
+8.75 |
635 |
10,756 |
-96 |
Total Volume and Open Interest |
297,878 |
653,710 |
-4,268 |
Ethanol(CBOT) |
Aug16 |
160712 |
1.583 |
1.594 |
1.573 |
1.591 |
+0.012 |
273 |
1,991 |
-41 |
Sep16 |
160712 |
1.552 |
1.565 |
1.552 |
1.565 |
+0.008 |
66 |
902 |
+6 |
Oct16 |
160712 |
1.507 |
1.527 |
1.507 |
1.527 |
+0.008 |
2 |
346 |
+0 |
Nov16 |
160712 |
1.486 |
1.486 |
1.476 |
1.486 |
+0.006 |
20 |
374 |
-20 |
Dec16 |
160712 |
1.441 |
1.449 |
1.441 |
1.449 |
+0.006 |
46 |
1,190 |
+23 |
Jan17 |
160712 |
1.425 |
1.425 |
1.425 |
1.425 |
+0.006 |
0 |
195 |
+0 |
Feb17 |
160712 |
1.422 |
1.422 |
1.422 |
1.422 |
+0.006 |
0 |
63 |
+0 |
Mar17 |
160712 |
1.422 |
1.422 |
1.422 |
1.422 |
+0.006 |
|
|
|
Total Volume and Open Interest |
407 |
5,061 |
-32 |
WTI Crude Oil(ICE) |
Aug16 |
160712 |
44.60 |
46.92 |
44.58 |
46.80 |
+2.04 |
33,373 |
52,371 |
-2,729 |
Sep16 |
160712 |
45.39 |
47.67 |
45.39 |
47.57 |
+2.05 |
39,664 |
67,169 |
+2,667 |
Oct16 |
160712 |
46.07 |
48.36 |
46.07 |
48.24 |
+2.02 |
18,037 |
23,910 |
+784 |
Nov16 |
160712 |
47.05 |
49.04 |
46.95 |
48.92 |
+1.99 |
9,502 |
28,118 |
-28 |
Dec16 |
160712 |
47.73 |
49.70 |
47.64 |
49.57 |
+1.97 |
18,340 |
90,330 |
-1,463 |
Jan17 |
160712 |
48.95 |
50.22 |
48.95 |
50.12 |
+1.95 |
4,102 |
16,129 |
+387 |
Feb17 |
160712 |
49.84 |
50.66 |
49.59 |
50.58 |
+1.93 |
2,290 |
16,997 |
+607 |
Mar17 |
160712 |
49.43 |
51.04 |
49.35 |
50.96 |
+1.90 |
1,767 |
14,783 |
+176 |
Apr17 |
160712 |
49.78 |
51.36 |
49.78 |
51.27 |
+1.86 |
195 |
2,990 |
+5 |
May17 |
160712 |
51.53 |
51.53 |
51.53 |
51.53 |
+1.81 |
113 |
1,478 |
+1 |
Jun17 |
160712 |
50.38 |
51.86 |
50.30 |
51.77 |
+1.76 |
1,256 |
30,342 |
+371 |
Jul17 |
160712 |
51.98 |
51.98 |
51.98 |
51.98 |
+1.71 |
68 |
1,654 |
-16 |
Aug17 |
160712 |
52.18 |
52.18 |
52.18 |
52.18 |
+1.67 |
93 |
747 |
+33 |
Sep17 |
160712 |
52.40 |
52.40 |
52.40 |
52.40 |
+1.63 |
651 |
6,778 |
+490 |
Oct17 |
160712 |
52.63 |
52.63 |
52.63 |
52.63 |
+1.60 |
40 |
1,275 |
-4 |
Nov17 |
160712 |
52.88 |
52.88 |
52.88 |
52.88 |
+1.56 |
9 |
775 |
+0 |
Total Volume and Open Interest |
132,960 |
458,093 |
+2,214 |
US Dollar Index(ICE) |
Sep16 |
160712 |
96.550 |
96.660 |
96.075 |
96.488 |
-0.102 |
29,463 |
46,191 |
-977 |
Dec16 |
160712 |
96.660 |
96.660 |
96.150 |
96.503 |
-0.122 |
462 |
2,950 |
+113 |
Mar17 |
160712 |
96.360 |
96.558 |
96.360 |
96.558 |
-0.118 |
18 |
1,422 |
+5 |
Total Volume and Open Interest |
29,943 |
50,579 |
-859 |
Australian Dollar(CME) |
Sep16 |
160712 |
75.14 |
76.40 |
75.12 |
76.19 |
+1.03 |
111,712 |
76,783 |
+4,014 |
Dec16 |
160712 |
75.31 |
76.15 |
74.91 |
75.96 |
+1.03 |
54 |
1,196 |
-1 |
Mar17 |
160712 |
75.76 |
75.76 |
75.76 |
75.76 |
+1.01 |
0 |
11 |
+0 |
Total Volume and Open Interest |
111,767 |
77,991 |
+4,014 |
British Pound(CME) |
Sep16 |
160712 |
130.10 |
133.06 |
129.83 |
132.78 |
+2.64 |
103,414 |
229,922 |
+2,427 |
Dec16 |
160712 |
130.20 |
133.22 |
130.01 |
132.97 |
+2.66 |
191 |
1,940 |
-78 |
Mar17 |
160712 |
130.65 |
133.33 |
130.65 |
133.18 |
+2.66 |
0 |
127 |
+0 |
Total Volume and Open Interest |
103,605 |
232,140 |
+2,349 |
Canadian Dollar(CME) |
Sep16 |
160712 |
76.25 |
77.06 |
76.15 |
76.81 |
+0.65 |
64,234 |
110,255 |
+47 |
Dec16 |
160712 |
76.36 |
77.05 |
76.28 |
76.82 |
+0.65 |
152 |
3,707 |
+33 |
Mar17 |
160712 |
76.82 |
77.07 |
76.63 |
76.84 |
+0.65 |
16 |
337 |
+10 |
Jun17 |
160712 |
76.88 |
77.06 |
76.70 |
76.88 |
+0.67 |
0 |
116 |
+0 |
Total Volume and Open Interest |
64,402 |
114,455 |
+90 |
Japanese Yen(CME) |
Sep16 |
160712 |
97.51 |
97.84 |
95.47 |
95.66 |
-1.86 |
138,872 |
148,970 |
+885 |
Dec16 |
160712 |
98.02 |
98.19 |
95.84 |
96.02 |
-1.87 |
305 |
857 |
+125 |
Mar17 |
160712 |
96.41 |
98.30 |
96.26 |
96.41 |
-1.88 |
0 |
37 |
+0 |
Total Volume and Open Interest |
139,181 |
149,966 |
+1,006 |
Swiss Franc(CME) |
Sep16 |
160712 |
102.11 |
102.47 |
101.43 |
101.57 |
-0.56 |
20,525 |
35,898 |
+610 |
Dec16 |
160712 |
102.15 |
102.99 |
102.03 |
102.14 |
-0.57 |
5 |
66 |
+1 |
Mar17 |
160712 |
102.66 |
102.66 |
102.63 |
102.66 |
-0.57 |
|
|
|
Total Volume and Open Interest |
20,530 |
35,979 |
+611 |
EuroFX(CME) |
Sep16 |
160712 |
110.88 |
111.55 |
110.80 |
110.96 |
+0.11 |
174,158 |
367,120 |
+622 |
Dec16 |
160712 |
111.44 |
111.93 |
111.20 |
111.36 |
+0.11 |
1,136 |
4,554 |
+48 |
Mar17 |
160712 |
111.79 |
112.28 |
111.56 |
111.79 |
+0.12 |
6 |
1,446 |
+0 |
Total Volume and Open Interest |
175,349 |
373,787 |
+669 |
Mexican Peso(CME) |
Jul16 |
160712 |
545.25 |
545.25 |
545.25 |
545.25 |
+4.63 |
0 |
8 |
+0 |
Aug16 |
160712 |
543.63 |
543.63 |
543.63 |
543.63 |
+3.88 |
|
|
|
Total Volume and Open Interest |
51,921 |
97,330 |
-4,464 |
Brazilian Real(CME) |
Aug16 |
160712 |
300.70 |
304.35 |
300.70 |
302.20 |
+1.45 |
586 |
22,928 |
+287 |
Sep16 |
160712 |
301.05 |
302.30 |
299.20 |
299.20 |
+1.40 |
9 |
3,464 |
+0 |
Oct16 |
160712 |
296.80 |
296.80 |
296.80 |
296.80 |
+1.35 |
|
|
|
Nov16 |
160712 |
294.10 |
294.10 |
294.10 |
294.10 |
+1.40 |
|
|
|
Total Volume and Open Interest |
595 |
26,422 |
+287 |
30-Year T-Bonds(CBOT) |
Sep16 |
160712 |
175~270 |
176~070 |
173~070 |
173~260 |
-1~280 |
274,043 |
563,657 |
-2,161 |
Dec16 |
160712 |
174~060 |
174~060 |
171~280 |
172~110 |
-1~280 |
17 |
146 |
+5 |
Mar17 |
160712 |
171~070 |
171~070 |
171~070 |
171~070 |
-1~280 |
|
|
|
Total Volume and Open Interest |
274,060 |
563,803 |
-2,156 |
10-Year T-Notes(CBOT) |
Sep16 |
160712 |
133~050 |
133~080 |
132~115 |
132~165 |
-0~205 |
1,455,703 |
2,851,343 |
+31,305 |
Dec16 |
160712 |
132~065 |
132~065 |
131~195 |
131~195 |
-0~215 |
144 |
2,811 |
-5 |
Mar17 |
160712 |
130~255 |
130~255 |
130~255 |
130~255 |
-0~215 |
|
|
|
Total Volume and Open Interest |
1,455,847 |
2,854,154 |
+31,300 |
5-Year T-Notes(CBOT) |
Sep16 |
160712 |
122~004 |
122~026 |
121~204 |
121~236 |
-0~092 |
693,518 |
2,663,319 |
+15,919 |
Dec16 |
160712 |
121~236 |
121~236 |
121~236 |
121~236 |
-0~092 |
3 |
3 |
+3 |
Total Volume and Open Interest |
693,521 |
2,663,322 |
+15,922 |
2 Year T-Notes(CBOT) |
Sep16 |
160712 |
109~162 |
109~166 |
109~130 |
109~140 |
-0~022 |
273,811 |
1,059,191 |
-18,400 |
Dec16 |
160712 |
109~124 |
109~124 |
109~124 |
109~124 |
-0~022 |
|
|
|
Mar17 |
160712 |
109~124 |
109~124 |
109~124 |
109~124 |
-0~022 |
|
|
|
Total Volume and Open Interest |
273,811 |
1,059,191 |
-18,400 |
Eurodollars(CME) |
Sep16 |
160712 |
99.295 |
99.300 |
99.275 |
99.280 |
-0.020 |
347,099 |
1,219,902 |
+5,892 |
Dec16 |
160712 |
99.245 |
99.250 |
99.210 |
99.220 |
-0.025 |
470,972 |
1,394,921 |
-6,870 |
Mar17 |
160712 |
99.210 |
99.215 |
99.170 |
99.180 |
-0.030 |
365,590 |
984,891 |
+31,253 |
Jun17 |
160712 |
99.170 |
99.180 |
99.130 |
99.140 |
-0.035 |
329,383 |
847,590 |
+18,549 |
Sep17 |
160712 |
99.135 |
99.140 |
99.080 |
99.100 |
-0.035 |
387,026 |
841,885 |
+11,915 |
Dec17 |
160712 |
99.085 |
99.095 |
99.025 |
99.045 |
-0.040 |
460,759 |
1,262,329 |
+39,358 |
Mar18 |
160712 |
99.060 |
99.070 |
98.995 |
99.015 |
-0.045 |
260,370 |
600,292 |
+8,015 |
Jun18 |
160712 |
99.025 |
99.040 |
98.950 |
98.975 |
-0.055 |
234,698 |
464,767 |
+7,133 |
Sep18 |
160712 |
99.000 |
99.010 |
98.915 |
98.935 |
-0.060 |
154,482 |
432,233 |
+8,432 |
Dec18 |
160712 |
98.960 |
98.970 |
98.870 |
98.890 |
-0.065 |
203,787 |
590,653 |
+10,127 |
Mar19 |
160712 |
98.930 |
98.940 |
98.835 |
98.860 |
-0.070 |
132,953 |
352,926 |
+13,174 |
Jun19 |
160712 |
98.895 |
98.905 |
98.795 |
98.820 |
-0.075 |
134,674 |
280,815 |
+12,803 |
Sep19 |
160712 |
98.855 |
98.865 |
98.755 |
98.775 |
-0.080 |
74,679 |
233,559 |
+6,632 |
Dec19 |
160712 |
98.805 |
98.815 |
98.700 |
98.725 |
-0.080 |
91,660 |
221,068 |
-2,673 |
Mar20 |
160712 |
98.765 |
98.775 |
98.665 |
98.685 |
-0.085 |
48,604 |
123,254 |
+864 |
Jun20 |
160712 |
98.720 |
98.730 |
98.615 |
98.640 |
-0.085 |
44,292 |
89,892 |
-581 |
Sep20 |
160712 |
98.670 |
98.680 |
98.570 |
98.595 |
-0.080 |
32,148 |
88,940 |
+1,708 |
Dec20 |
160712 |
98.620 |
98.625 |
98.515 |
98.540 |
-0.080 |
30,563 |
87,226 |
+1,780 |
Total Volume and Open Interest |
3,923,738 |
10,543,815 |
+170,770 |
Ultra T-Bond(CBOT) |
Sep16 |
160712 |
191~24 |
192~08 |
188~00 |
188~24 |
-2~23 |
102,147 |
581,398 |
-2,363 |
Dec16 |
160712 |
187~27 |
187~27 |
187~27 |
187~27 |
-2~23 |
|
|
|
Mar17 |
160712 |
186~27 |
186~27 |
186~27 |
186~27 |
-2~23 |
|
|
|
Total Volume and Open Interest |
102,147 |
581,398 |
-2,363 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160712 |
146~140 |
146~190 |
145~055 |
145~130 |
-1~010 |
75,630 |
151,985 |
+4,174 |
Dec16 |
160712 |
145~050 |
145~050 |
145~050 |
145~050 |
-1~010 |
|
|
|
Mar17 |
160712 |
145~050 |
145~050 |
145~050 |
145~050 |
-1~010 |
|
|
|
Total Volume and Open Interest |
75,630 |
151,985 |
+4,174 |
30 Day Federal Funds(CBOT) |
Jul16 |
160712 |
99.613 |
99.613 |
99.610 |
99.613 |
unch |
2,656 |
174,659 |
-18 |
Aug16 |
160712 |
99.615 |
99.615 |
99.610 |
99.615 |
unch |
19,616 |
153,666 |
-1,956 |
Sep16 |
160712 |
99.605 |
99.605 |
99.595 |
99.600 |
-0.005 |
8,437 |
55,773 |
+366 |
Oct16 |
160712 |
99.590 |
99.590 |
99.570 |
99.580 |
-0.010 |
47,568 |
134,307 |
+5,782 |
Nov16 |
160712 |
99.590 |
99.590 |
99.575 |
99.575 |
-0.020 |
23,002 |
60,345 |
+2,839 |
Dec16 |
160712 |
99.570 |
99.570 |
99.550 |
99.555 |
-0.020 |
16,819 |
37,461 |
-585 |
Total Volume and Open Interest |
171,668 |
817,194 |
+10,049 |
3-Mth Euro-Yen(CME) |
Sep16 |
160712 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160712 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160712 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160712 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160712 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160712 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160712 |
99.995 |
99.995 |
99.995 |
99.995 |
unch |
|
|
|
Jun18 |
160712 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
|
|
|
Sep18 |
160712 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec18 |
160712 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep16 |
160712 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160712 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160712 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160712 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160712 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160712 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160712 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160712 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160712 |
153.57 |
153.69 |
153.36 |
153.64 |
+0.08 |
997 |
18,548 |
-12 |
Dec16 |
160712 |
153.64 |
153.64 |
153.64 |
153.64 |
+0.08 |
2 |
3 |
+2 |
Mar17 |
160712 |
153.56 |
153.56 |
153.56 |
153.56 |
+0.08 |
|
|
|
Total Volume and Open Interest |
999 |
18,551 |
-10 |
Euro-Buxl(EUREX) |
Sep16 |
160712 |
195.04 |
195.04 |
190.88 |
191.94 |
-3.56 |
26,195 |
131,938 |
-7,158 |
Dec16 |
160712 |
190.26 |
190.26 |
190.26 |
190.26 |
-3.52 |
0 |
25 |
+0 |
Mar17 |
160712 |
190.26 |
190.26 |
190.26 |
190.26 |
-3.52 |
|
|
|
Total Volume and Open Interest |
26,195 |
131,963 |
-7,158 |
Euro-Bund(EUREX) |
Sep16 |
160712 |
167.43 |
167.47 |
166.32 |
166.65 |
-0.93 |
484,922 |
1,549,638 |
-39,405 |
Dec16 |
160712 |
164.75 |
164.75 |
163.97 |
163.97 |
-0.93 |
570 |
751 |
+559 |
Mar17 |
160712 |
167.00 |
167.00 |
166.15 |
166.15 |
-0.93 |
0 |
5 |
+0 |
Total Volume and Open Interest |
485,492 |
1,550,394 |
-38,846 |
Euro-Bobl(EUREX) |
Sep16 |
160712 |
133.90 |
133.90 |
133.64 |
133.70 |
-0.22 |
354,350 |
1,259,601 |
-50,830 |
Dec16 |
160712 |
131.81 |
131.81 |
131.69 |
131.69 |
-0.22 |
1 |
107 |
+0 |
Mar17 |
160712 |
133.70 |
133.70 |
133.70 |
133.70 |
-0.22 |
|
|
|
Total Volume and Open Interest |
354,351 |
1,259,708 |
-50,830 |
Euro-Schatz(EUREX) |
Sep16 |
160712 |
112.14 |
112.14 |
112.08 |
112.11 |
-0.04 |
134,076 |
1,055,084 |
-37,840 |
Dec16 |
160712 |
112.07 |
112.07 |
112.07 |
112.07 |
-0.04 |
0 |
185 |
+0 |
Mar17 |
160712 |
112.07 |
112.07 |
112.07 |
112.07 |
-0.04 |
|
|
|
Total Volume and Open Interest |
134,076 |
1,055,269 |
-37,840 |
3-Mth Euribor(EUREX) |
Sep16 |
160712 |
100.325 |
100.325 |
100.325 |
100.325 |
-0.005 |
0 |
5,007 |
+0 |
Dec16 |
160712 |
100.360 |
100.360 |
100.360 |
100.360 |
-0.010 |
10 |
2,150 |
+0 |
Mar17 |
160712 |
100.380 |
100.380 |
100.375 |
100.375 |
-0.015 |
431 |
3,805 |
-9 |
Total Volume and Open Interest |
1,692 |
94,698 |
-1,799 |
Long Gilt(LIFFE) |
Sep16 |
160712 |
129~28 |
130~03 |
129~11 |
129~19 |
-0~19 |
142,433 |
485,387 |
+5,834 |
Dec16 |
160712 |
128~17 |
128~17 |
128~17 |
128~17 |
-0~19 |
|
|
|
Total Volume and Open Interest |
142,433 |
485,387 |
+5,834 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160712 |
99.68 |
99.69 |
99.67 |
99.68 |
unch |
119,165 |
472,274 |
-10,859 |
Dec16 |
160712 |
99.72 |
99.72 |
99.69 |
99.71 |
unch |
87,330 |
577,244 |
+29,571 |
Mar17 |
160712 |
99.71 |
99.71 |
99.69 |
99.70 |
unch |
35,266 |
347,880 |
+4,153 |
Jun17 |
160712 |
99.70 |
99.70 |
99.67 |
99.69 |
unch |
40,929 |
288,163 |
+4,542 |
Sep17 |
160712 |
99.68 |
99.69 |
99.66 |
99.67 |
-0.01 |
41,086 |
274,133 |
+6,061 |
Dec17 |
160712 |
99.66 |
99.67 |
99.64 |
99.65 |
-0.02 |
34,670 |
268,763 |
+1,861 |
Total Volume and Open Interest |
489,974 |
3,081,441 |
+38,755 |
3-Mth Euribor(LIFFE) |
Sep16 |
160712 |
100.330 |
100.335 |
100.320 |
100.325 |
-0.005 |
27,923 |
364,383 |
-7,608 |
Dec16 |
160712 |
100.370 |
100.370 |
100.350 |
100.360 |
-0.010 |
31,768 |
465,978 |
+1,021 |
Mar17 |
160712 |
100.390 |
100.390 |
100.365 |
100.380 |
-0.010 |
21,717 |
411,411 |
+683 |
Total Volume and Open Interest |
359,840 |
3,130,649 |
+4,808 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160712 |
98.12 |
98.13 |
98.10 |
98.11 |
-0.02 |
17,672 |
207,849 |
+1,294 |
Dec16 |
160712 |
98.21 |
98.21 |
98.18 |
98.20 |
-0.01 |
19,047 |
180,044 |
-1,089 |
Mar17 |
160712 |
98.26 |
98.26 |
98.22 |
98.24 |
-0.02 |
14,775 |
137,464 |
-1,263 |
Jun17 |
160712 |
98.28 |
98.29 |
98.25 |
98.27 |
-0.02 |
10,886 |
118,131 |
+835 |
Sep17 |
160712 |
98.30 |
98.30 |
98.26 |
98.28 |
-0.02 |
6,162 |
84,674 |
+172 |
Dec17 |
160712 |
98.31 |
98.31 |
98.27 |
98.29 |
-0.02 |
4,663 |
72,467 |
+1,209 |
Mar18 |
160712 |
98.30 |
98.31 |
98.26 |
98.29 |
-0.01 |
2,372 |
43,559 |
+466 |
Jun18 |
160712 |
98.29 |
98.30 |
98.25 |
98.27 |
-0.02 |
437 |
33,850 |
+218 |
Sep18 |
160712 |
98.24 |
98.25 |
98.23 |
98.25 |
-0.03 |
223 |
5,048 |
-99 |
Dec18 |
160712 |
98.22 |
98.22 |
98.21 |
98.21 |
-0.03 |
105 |
3,540 |
+4 |
Total Volume and Open Interest |
76,369 |
889,145 |
+1,720 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160712 |
98.09 |
98.11 |
98.03 |
98.05 |
-0.04 |
86,599 |
862,770 |
-5,907 |
Dec16 |
160712 |
98.05 |
98.05 |
98.05 |
98.05 |
-0.04 |
|
|
|
Total Volume and Open Interest |
86,599 |
862,770 |
-5,907 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160712 |
98.51 |
98.53 |
98.47 |
98.49 |
-0.03 |
116,854 |
773,854 |
+6,060 |
Dec16 |
160712 |
98.49 |
98.49 |
98.49 |
98.49 |
-0.03 |
|
|
|
Total Volume and Open Interest |
116,854 |
773,854 |
+6,060 |
Gold(CMX) |
Aug16 |
160712 |
1356.3 |
1358.9 |
1331.0 |
1335.3 |
-21.3 |
301,185 |
415,860 |
-12,030 |
Oct16 |
160712 |
1358.7 |
1362.0 |
1334.8 |
1339.0 |
-21.2 |
4,261 |
37,838 |
-354 |
Dec16 |
160712 |
1363.5 |
1366.2 |
1338.4 |
1342.8 |
-21.2 |
28,399 |
140,598 |
+11,578 |
Feb17 |
160712 |
1367.7 |
1368.8 |
1343.0 |
1346.1 |
-21.1 |
862 |
15,921 |
+198 |
Apr17 |
160712 |
1368.7 |
1370.6 |
1349.1 |
1349.1 |
-21.1 |
731 |
7,282 |
+370 |
Jun17 |
160712 |
1372.1 |
1372.1 |
1350.8 |
1351.6 |
-21.2 |
200 |
13,110 |
+90 |
Aug17 |
160712 |
1359.0 |
1359.0 |
1354.2 |
1354.2 |
-21.2 |
22 |
1,682 |
+7 |
Oct17 |
160712 |
1360.0 |
1360.0 |
1356.8 |
1356.8 |
-21.0 |
0 |
738 |
+0 |
Dec17 |
160712 |
1381.2 |
1381.2 |
1359.2 |
1359.2 |
-20.9 |
585 |
8,245 |
-7 |
Feb18 |
160712 |
1361.3 |
1361.3 |
1361.3 |
1361.3 |
-20.8 |
0 |
45 |
+0 |
Apr18 |
160712 |
1363.2 |
1363.2 |
1363.2 |
1363.2 |
-20.7 |
0 |
3 |
+0 |
Jun18 |
160712 |
1365.1 |
1365.1 |
1365.1 |
1365.1 |
-20.6 |
13 |
3,760 |
+0 |
Total Volume and Open Interest |
338,378 |
655,955 |
+1,102 |
Silver(CMX) |
Jul16 |
160712 |
2041.0 |
2046.5 |
2010.0 |
2013.0 |
-13.4 |
384 |
1,308 |
-91 |
Sep16 |
160712 |
2036.5 |
2059.5 |
2002.0 |
2017.1 |
-13.3 |
81,312 |
154,654 |
+1,797 |
Dec16 |
160712 |
2041.5 |
2067.0 |
2012.5 |
2025.4 |
-13.0 |
2,815 |
40,775 |
+430 |
Mar17 |
160712 |
2049.5 |
2053.5 |
2025.0 |
2033.5 |
-12.8 |
639 |
7,488 |
+389 |
May17 |
160712 |
2070.0 |
2070.0 |
2038.4 |
2038.4 |
-12.7 |
151 |
424 |
-3 |
Jul17 |
160712 |
2071.0 |
2071.0 |
2043.2 |
2043.2 |
-12.7 |
79 |
2,534 |
-22 |
Sep17 |
160712 |
2048.0 |
2048.0 |
2048.0 |
2048.0 |
-12.6 |
0 |
172 |
+0 |
Total Volume and Open Interest |
85,782 |
211,873 |
+2,594 |
Platinum(NYMEX) |
Jul16 |
160712 |
1097.2 |
1099.2 |
1094.0 |
1094.4 |
-10.3 |
31 |
121 |
-11 |
Oct16 |
160712 |
1104.9 |
1111.9 |
1090.7 |
1097.9 |
-10.2 |
16,723 |
64,927 |
+1,617 |
Jan17 |
160712 |
1103.0 |
1108.4 |
1098.0 |
1100.3 |
-10.2 |
282 |
2,971 |
+188 |
Apr17 |
160712 |
1102.0 |
1111.6 |
1102.0 |
1102.0 |
-10.2 |
7 |
80 |
+0 |
Total Volume and Open Interest |
17,068 |
68,201 |
+1,785 |
Palladium(NYMEX) |
Sep16 |
160712 |
626.90 |
631.40 |
613.25 |
628.95 |
+3.20 |
4,571 |
21,180 |
+390 |
Dec16 |
160712 |
625.15 |
630.25 |
622.75 |
629.85 |
+3.10 |
147 |
820 |
+122 |
Mar17 |
160712 |
631.20 |
631.20 |
631.20 |
631.20 |
+3.10 |
0 |
42 |
+0 |
Total Volume and Open Interest |
4,719 |
22,051 |
+512 |
Copper(CMX) |
Jul16 |
160712 |
214.60 |
222.10 |
214.60 |
221.10 |
+6.40 |
320 |
2,367 |
-117 |
Sep16 |
160712 |
214.70 |
222.50 |
214.45 |
221.30 |
+6.55 |
44,175 |
108,499 |
-250 |
Dec16 |
160712 |
215.45 |
223.35 |
215.40 |
222.25 |
+6.55 |
6,162 |
38,015 |
+45 |
Mar17 |
160712 |
216.50 |
224.15 |
216.45 |
223.15 |
+6.50 |
3,726 |
9,570 |
+1,266 |
May17 |
160712 |
221.30 |
223.75 |
220.50 |
223.75 |
+6.45 |
575 |
1,262 |
-50 |
Total Volume and Open Interest |
55,288 |
166,945 |
+938 |
E-mini DJIA Index(CBOT) |
Sep16 |
160712 |
18151 |
18287 |
18134 |
18264 |
+117 |
166,591 |
106,321 |
+4,784 |
Dec16 |
160712 |
18057 |
18185 |
18048 |
18167 |
+117 |
91 |
330 |
+13 |
Mar17 |
160712 |
18049 |
18086 |
18049 |
18086 |
+117 |
2 |
31 |
+0 |
Jun17 |
160712 |
18045 |
18045 |
18045 |
18045 |
+117 |
|
|
|
Total Volume and Open Interest |
166,684 |
106,682 |
+4,797 |
S & P 500(CME) |
Sep16 |
160712 |
2130.80 |
2146.10 |
2129.60 |
2145.80 |
+15.50 |
9,997 |
88,604 |
+418 |
Dec16 |
160712 |
2137.50 |
2139.90 |
2137.40 |
2137.50 |
+15.60 |
1 |
1,393 |
+10 |
Mar17 |
160712 |
2130.50 |
2132.50 |
2130.00 |
2130.50 |
+16.00 |
0 |
1 |
+1 |
Jun17 |
160712 |
2123.60 |
2125.90 |
2123.40 |
2123.60 |
+15.70 |
|
|
|
Total Volume and Open Interest |
9,998 |
89,998 |
+429 |
S & P 500 E-Mini(Globex) |
Sep16 |
160712 |
2130.75 |
2149.25 |
2128.50 |
2145.75 |
+15.50 |
1,962,358 |
2,990,354 |
+17,718 |
Dec16 |
160712 |
2122.50 |
2140.75 |
2120.50 |
2137.50 |
+15.50 |
3,711 |
12,820 |
-60 |
Mar17 |
160712 |
2115.25 |
2133.25 |
2113.50 |
2130.50 |
+16.00 |
395 |
486 |
-50 |
Jun17 |
160712 |
2123.50 |
2123.50 |
2123.50 |
2123.50 |
+15.50 |
6 |
212 |
+4 |
Total Volume and Open Interest |
1,966,470 |
3,003,872 |
+17,612 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160712 |
4552.80 |
4582.00 |
4546.80 |
4569.80 |
+20.30 |
234,625 |
216,297 |
+13,172 |
Dec16 |
160712 |
4560.00 |
4572.30 |
4554.00 |
4561.30 |
+20.50 |
65 |
253 |
-1 |
Mar17 |
160712 |
4555.00 |
4558.00 |
4555.00 |
4555.00 |
+20.50 |
0 |
45 |
+0 |
Total Volume and Open Interest |
234,690 |
216,598 |
+13,171 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160712 |
1525.90 |
1545.70 |
1525.10 |
1540.90 |
+15.40 |
19,449 |
82,267 |
+565 |
Dec16 |
160712 |
1535.50 |
1537.80 |
1535.50 |
1535.50 |
+15.40 |
1 |
10 |
+0 |
Mar17 |
160712 |
1536.00 |
1536.00 |
1536.00 |
1536.00 |
+15.40 |
|
|
|
Total Volume and Open Interest |
19,450 |
82,277 |
+565 |
Volatility Index(CBOE) |
Jul16 |
160712 |
14.66 |
14.85 |
14.15 |
14.28 |
-0.35 |
94,887 |
135,414 |
-11,390 |
Aug16 |
160712 |
16.72 |
16.75 |
16.20 |
16.23 |
-0.50 |
86,208 |
165,302 |
+9,922 |
Sep16 |
160712 |
18.18 |
18.19 |
17.75 |
17.78 |
-0.40 |
21,331 |
38,122 |
+670 |
Oct16 |
160712 |
19.05 |
19.10 |
18.70 |
18.73 |
-0.30 |
10,954 |
27,871 |
+283 |
Total Volume and Open Interest |
224,489 |
422,917 |
+135 |
Russell 2000(ICE) |
Sep16 |
160712 |
1188.00 |
1209.80 |
1186.60 |
1201.70 |
+14.20 |
101,404 |
327,928 |
-3,048 |
Dec16 |
160712 |
1197.40 |
1202.60 |
1189.50 |
1196.70 |
+14.20 |
3 |
932 |
-1 |
Total Volume and Open Interest |
101,407 |
329,275 |
-3,049 |
Nikkei 225(CME) |
Sep16 |
160712 |
16140 |
16640 |
16080 |
16600 |
+455 |
19,183 |
35,646 |
+799 |
Dec16 |
160712 |
16250 |
16550 |
16120 |
16545 |
+425 |
0 |
128 |
+0 |
Total Volume and Open Interest |
19,183 |
35,774 |
+799 |
Nikkei 225(SGX) |
Sep16 |
160712 |
15765 |
16225 |
15735 |
16175 |
+455 |
71,387 |
193,595 |
-3,817 |
Dec16 |
160712 |
16000 |
16060 |
16000 |
16060 |
+455 |
0 |
5,944 |
-2 |
Mar17 |
160712 |
16030 |
16030 |
16030 |
16030 |
+460 |
|
|
|
Total Volume and Open Interest |
71,387 |
206,619 |
-9,862 |
Nikkei 225(CME) Yen |
Sep16 |
160712 |
16085 |
16565 |
16005 |
16515 |
+445 |
61,506 |
75,019 |
+3,912 |
Dec16 |
160712 |
16030 |
16415 |
15895 |
16385 |
+445 |
7 |
24 |
-2 |
Mar17 |
160712 |
16335 |
16335 |
16335 |
16335 |
+445 |
|
|
|
Total Volume and Open Interest |
61,513 |
75,043 |
+3,910 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160712 |
16380 |
16515 |
16380 |
16510 |
+440 |
8 |
12 |
+1 |
Dec16 |
160712 |
16380 |
16385 |
16380 |
16380 |
+440 |
|
|
|
Mar17 |
160712 |
16330 |
16335 |
16330 |
16330 |
+440 |
|
|
|
Total Volume and Open Interest |
8 |
12 |
+1 |
CAC 40(EURONEXT) |
Jul16 |
160712 |
4255.0 |
4343.0 |
4252.5 |
4331.0 |
+66.5 |
91,738 |
257,940 |
-2,115 |
Aug16 |
160712 |
4257.0 |
4341.0 |
4254.0 |
4329.0 |
+65.0 |
538 |
882 |
+57 |
Sep16 |
160712 |
4252.0 |
4337.5 |
4250.5 |
4328.0 |
+66.5 |
475 |
9,499 |
-304 |
Total Volume and Open Interest |
92,751 |
268,366 |
-2,362 |
Hang Seng Index(HKFE) |
Jul16 |
160712 |
20871 |
21292 |
20830 |
21277 |
+402 |
105,548 |
90,488 |
-500 |
Aug16 |
160712 |
20824 |
21230 |
20824 |
21227 |
+397 |
390 |
1,169 |
-23 |
Sep16 |
160712 |
20732 |
21161 |
20730 |
21161 |
+402 |
69 |
5,246 |
+2 |
Total Volume and Open Interest |
106,064 |
100,820 |
-495 |
DAX(EUREX) |
Sep16 |
160712 |
9798.5 |
10005.0 |
9786.0 |
9964.5 |
+142.0 |
87,985 |
143,522 |
+4,441 |
Dec16 |
160712 |
9778.0 |
9978.5 |
9777.5 |
9950.5 |
+142.0 |
146 |
4,837 |
+111 |
Mar17 |
160712 |
9781.0 |
9942.5 |
9781.0 |
9942.5 |
+141.5 |
2 |
162 |
+1 |
Total Volume and Open Interest |
88,133 |
148,521 |
+4,553 |
Mini-DAX(EUREX) |
Sep16 |
160712 |
9793.0 |
10006.0 |
9786.0 |
9964.5 |
+142.0 |
22,888 |
10,118 |
-340 |
Dec16 |
160712 |
9810.0 |
9989.0 |
9810.0 |
9950.5 |
+142.0 |
36 |
178 |
+13 |
Mar17 |
160712 |
9942.5 |
9942.5 |
9942.5 |
9942.5 |
+141.5 |
0 |
7 |
+0 |
Total Volume and Open Interest |
22,924 |
10,303 |
-327 |
FT-SE 100(EURONEXT) |
Sep16 |
160712 |
6618.00 |
6652.00 |
6606.50 |
6624.50 |
-6.00 |
111,315 |
636,066 |
+7,442 |
Dec16 |
160712 |
6572.00 |
6599.50 |
6571.50 |
6582.50 |
-6.50 |
28 |
137 |
+1 |
Mar17 |
160712 |
6526.00 |
6526.00 |
6526.00 |
6526.00 |
-8.00 |
|
|
|
Total Volume and Open Interest |
111,343 |
636,203 |
+7,443 |
SPI 200(SFE) |
Sep16 |
160712 |
5300.0 |
5352.0 |
5294.0 |
5313.0 |
+12.0 |
21,949 |
249,522 |
-602 |
Dec16 |
160712 |
5300.0 |
5300.0 |
5300.0 |
5300.0 |
+13.0 |
0 |
2,486 |
+0 |
Mar17 |
160712 |
5251.0 |
5251.0 |
5251.0 |
5251.0 |
+13.0 |
0 |
1,431 |
+0 |
Total Volume and Open Interest |
21,974 |
254,534 |
-588 |
FTSE MIB(ISE) |
Sep16 |
160712 |
16260.00 |
16770.00 |
16230.00 |
16714.00 |
+477.00 |
45,548 |
46,540 |
+27 |
Dec16 |
160712 |
16280.00 |
16589.00 |
16280.00 |
16589.00 |
+482.00 |
16 |
193 |
+4 |
Mar17 |
160712 |
16596.00 |
16596.00 |
16596.00 |
16596.00 |
+482.00 |
|
|
|
Total Volume and Open Interest |
45,564 |
46,733 |
+31 |
KOSPI 200(KFE) |
Sep16 |
160712 |
247.10 |
249.10 |
246.85 |
247.55 |
+0.25 |
148,482 |
107,700 |
+635 |
Dec16 |
160712 |
247.60 |
249.75 |
247.55 |
248.45 |
+0.40 |
444 |
7,294 |
-39 |
Mar17 |
160712 |
246.90 |
246.90 |
245.35 |
245.75 |
-0.05 |
7 |
808 |
+1 |
Total Volume and Open Interest |
148,933 |
118,857 |
+597 |
GSCI(CME) |
Jul16 |
160712 |
362.20 |
365.20 |
358.90 |
364.35 |
+8.90 |
1,605 |
9,618 |
-1,479 |
Aug16 |
160712 |
362.90 |
366.95 |
360.40 |
365.70 |
+8.70 |
1,587 |
2,098 |
+1,481 |
Sep16 |
160712 |
367.20 |
367.20 |
367.20 |
367.20 |
+8.70 |
|
|
|
Total Volume and Open Interest |
3,192 |
11,716 |
+2 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|