|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon July 18, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug16 |
160718 |
1062.00 |
1082.25 |
1050.25 |
1078.25 |
+5.75 |
38,236 |
100,506 |
+2,330 |
Sep16 |
160718 |
1055.75 |
1078.25 |
1043.50 |
1075.00 |
+9.50 |
26,455 |
49,734 |
+1,056 |
Nov16 |
160718 |
1046.75 |
1069.75 |
1033.50 |
1066.25 |
+9.00 |
177,339 |
405,944 |
-3,822 |
Jan17 |
160718 |
1045.50 |
1068.25 |
1032.00 |
1065.00 |
+9.25 |
19,457 |
48,527 |
+2,012 |
Mar17 |
160718 |
1029.25 |
1051.75 |
1019.00 |
1049.00 |
+10.00 |
15,915 |
73,345 |
+276 |
May17 |
160718 |
1024.25 |
1046.25 |
1014.25 |
1043.25 |
+10.50 |
8,585 |
30,241 |
-1,292 |
Jul17 |
160718 |
1020.00 |
1044.75 |
1014.00 |
1041.75 |
+10.00 |
5,794 |
33,971 |
+585 |
Aug17 |
160718 |
1029.50 |
1029.50 |
1029.50 |
1029.50 |
+10.50 |
32 |
433 |
+15 |
Sep17 |
160718 |
975.00 |
994.50 |
975.00 |
994.50 |
+10.50 |
17 |
190 |
+7 |
Nov17 |
160718 |
952.00 |
969.25 |
946.25 |
966.50 |
+9.75 |
3,983 |
26,502 |
+175 |
Jan18 |
160718 |
952.00 |
966.25 |
949.75 |
966.25 |
+10.00 |
2 |
276 |
+0 |
Mar18 |
160718 |
963.50 |
963.50 |
963.50 |
963.50 |
+10.75 |
1 |
45 |
+0 |
May18 |
160718 |
964.75 |
964.75 |
964.75 |
964.75 |
+10.25 |
0 |
61 |
+0 |
Jul18 |
160718 |
967.00 |
967.00 |
967.00 |
967.00 |
+10.75 |
4 |
53 |
+1 |
Total Volume and Open Interest |
295,824 |
770,022 |
+1,130 |
Soybean Meal(CBOT) |
Aug16 |
160718 |
366.80 |
375.30 |
361.90 |
373.00 |
+3.60 |
19,696 |
44,309 |
-1,132 |
Sep16 |
160718 |
366.50 |
374.00 |
361.00 |
372.20 |
+3.90 |
16,932 |
52,519 |
-9 |
Oct16 |
160718 |
363.00 |
372.50 |
359.10 |
370.80 |
+4.20 |
8,347 |
30,900 |
-223 |
Dec16 |
160718 |
361.90 |
372.70 |
358.00 |
370.70 |
+4.40 |
56,858 |
156,894 |
-857 |
Jan17 |
160718 |
358.80 |
369.20 |
354.60 |
367.40 |
+4.50 |
5,002 |
21,761 |
-297 |
Mar17 |
160718 |
350.70 |
359.50 |
347.60 |
358.40 |
+3.60 |
4,022 |
30,399 |
+1,006 |
May17 |
160718 |
343.80 |
351.50 |
340.90 |
350.40 |
+3.40 |
2,068 |
18,703 |
+300 |
Jul17 |
160718 |
342.70 |
349.90 |
338.80 |
348.60 |
+3.50 |
1,353 |
12,443 |
-218 |
Aug17 |
160718 |
340.00 |
344.60 |
337.20 |
344.40 |
+3.40 |
62 |
1,831 |
+4 |
Sep17 |
160718 |
333.50 |
338.70 |
333.00 |
338.70 |
+4.30 |
32 |
876 |
+5 |
Total Volume and Open Interest |
115,212 |
376,948 |
-1,445 |
Soybean Oil(CBOT) |
Aug16 |
160718 |
30.65 |
31.15 |
30.35 |
30.94 |
+0.05 |
29,745 |
46,406 |
-3,944 |
Sep16 |
160718 |
30.79 |
31.28 |
30.56 |
31.06 |
+0.04 |
17,151 |
39,657 |
+2,186 |
Oct16 |
160718 |
30.98 |
31.39 |
30.68 |
31.18 |
+0.04 |
4,223 |
21,189 |
-78 |
Dec16 |
160718 |
31.20 |
31.69 |
30.93 |
31.47 |
+0.05 |
59,865 |
173,045 |
+1,566 |
Jan17 |
160718 |
31.50 |
31.88 |
31.18 |
31.67 |
+0.06 |
3,501 |
24,253 |
+496 |
Mar17 |
160718 |
31.50 |
32.03 |
31.31 |
31.85 |
+0.07 |
1,278 |
19,574 |
+180 |
May17 |
160718 |
31.56 |
32.23 |
31.50 |
32.04 |
+0.07 |
1,660 |
14,950 |
+472 |
Jul17 |
160718 |
32.20 |
32.46 |
31.82 |
32.27 |
+0.05 |
1,364 |
6,906 |
+214 |
Aug17 |
160718 |
32.35 |
32.35 |
32.13 |
32.35 |
+0.06 |
11 |
3,141 |
+2 |
Sep17 |
160718 |
32.15 |
32.38 |
32.15 |
32.38 |
+0.05 |
12 |
2,581 |
-1 |
Total Volume and Open Interest |
119,396 |
356,377 |
+899 |
Canola(WCE) |
Jul16 |
160714 |
475.3 |
475.3 |
475.3 |
475.3 |
-4.3 |
|
|
|
Nov16 |
160718 |
469.1 |
471.9 |
465.7 |
470.7 |
+0.7 |
12,512 |
122,552 |
+1,087 |
Jan17 |
160718 |
474.2 |
479.8 |
472.8 |
478.4 |
+0.5 |
2,105 |
15,348 |
+214 |
Mar17 |
160718 |
480.0 |
485.5 |
479.7 |
485.5 |
+0.9 |
997 |
5,114 |
-203 |
May17 |
160718 |
484.1 |
489.4 |
483.7 |
489.4 |
+0.6 |
658 |
3,162 |
+246 |
Total Volume and Open Interest |
16,654 |
154,611 |
+1,489 |
Corn(CBOT) |
Sep16 |
160718 |
352.25 |
357.50 |
348.25 |
357.00 |
+4.75 |
108,690 |
512,249 |
-7,267 |
Dec16 |
160718 |
357.50 |
363.75 |
354.25 |
363.25 |
+5.00 |
195,513 |
536,939 |
+9,220 |
Mar17 |
160718 |
366.00 |
372.25 |
362.50 |
371.75 |
+5.50 |
29,641 |
107,203 |
-156 |
May17 |
160718 |
370.50 |
377.00 |
367.50 |
376.50 |
+6.00 |
7,462 |
26,380 |
+749 |
Jul17 |
160718 |
374.00 |
380.50 |
371.75 |
380.25 |
+6.00 |
8,438 |
62,474 |
-483 |
Sep17 |
160718 |
375.25 |
381.00 |
373.00 |
381.00 |
+5.75 |
1,121 |
12,394 |
-97 |
Dec17 |
160718 |
383.25 |
386.50 |
379.25 |
386.50 |
+5.25 |
6,025 |
35,486 |
+56 |
Mar18 |
160718 |
395.50 |
395.50 |
395.50 |
395.50 |
+5.25 |
63 |
1,759 |
+25 |
May18 |
160718 |
400.50 |
400.50 |
400.50 |
400.50 |
+5.00 |
0 |
527 |
+0 |
Jul18 |
160718 |
399.75 |
404.75 |
399.75 |
404.75 |
+5.00 |
11 |
673 |
-3 |
Total Volume and Open Interest |
356,993 |
1,297,800 |
+1,835 |
Wheat(CBOT) |
Sep16 |
160718 |
425.00 |
431.75 |
420.25 |
429.50 |
+4.75 |
72,305 |
254,370 |
-1,700 |
Dec16 |
160718 |
449.75 |
456.25 |
445.25 |
454.50 |
+4.75 |
37,204 |
125,043 |
+820 |
Mar17 |
160718 |
475.00 |
479.00 |
469.00 |
477.75 |
+5.00 |
11,623 |
39,116 |
+375 |
May17 |
160718 |
487.00 |
492.75 |
484.00 |
492.00 |
+5.00 |
3,427 |
9,230 |
+486 |
Jul17 |
160718 |
495.00 |
502.25 |
494.25 |
502.00 |
+5.75 |
2,431 |
20,924 |
+235 |
Sep17 |
160718 |
507.00 |
513.75 |
507.00 |
513.75 |
+5.50 |
572 |
2,435 |
+1 |
Total Volume and Open Interest |
127,891 |
455,033 |
+286 |
Wheat(KCBT) |
Sep16 |
160718 |
413.50 |
421.25 |
412.00 |
420.00 |
+6.25 |
23,416 |
135,092 |
-2,534 |
Dec16 |
160718 |
435.25 |
447.00 |
435.25 |
446.00 |
+6.25 |
11,303 |
49,376 |
-695 |
Mar17 |
160718 |
454.75 |
464.00 |
454.75 |
463.25 |
+6.50 |
3,453 |
19,707 |
+820 |
May17 |
160718 |
471.25 |
474.75 |
466.75 |
474.25 |
+6.50 |
388 |
7,614 |
-39 |
Jul17 |
160718 |
480.00 |
484.50 |
476.25 |
484.00 |
+6.50 |
1,343 |
12,479 |
+480 |
Sep17 |
160718 |
499.00 |
499.00 |
499.00 |
499.00 |
+6.50 |
152 |
1,189 |
-1 |
Dec17 |
160718 |
512.75 |
518.00 |
512.75 |
518.00 |
+6.00 |
117 |
563 |
-1 |
Total Volume and Open Interest |
40,414 |
226,188 |
-1,926 |
Wheat(MGE) |
Sep16 |
160718 |
496.00 |
500.25 |
494.25 |
498.00 |
+1.25 |
3,291 |
26,444 |
-641 |
Dec16 |
160718 |
513.00 |
516.00 |
510.00 |
513.75 |
+1.75 |
1,288 |
14,503 |
-82 |
Mar17 |
160718 |
528.00 |
531.00 |
525.25 |
529.50 |
+2.50 |
977 |
9,099 |
+322 |
May17 |
160718 |
536.50 |
538.75 |
536.00 |
538.75 |
+2.25 |
324 |
3,841 |
-11 |
Jul17 |
160718 |
548.00 |
548.25 |
547.25 |
548.25 |
+2.50 |
138 |
2,294 |
+37 |
Sep17 |
160718 |
555.25 |
559.25 |
555.00 |
558.00 |
+2.50 |
17 |
828 |
+13 |
Total Volume and Open Interest |
6,040 |
57,316 |
-362 |
Oats(CBOT) |
Sep16 |
160718 |
204.50 |
211.50 |
204.25 |
207.00 |
+2.75 |
121 |
3,297 |
-40 |
Dec16 |
160718 |
204.00 |
206.75 |
202.50 |
204.75 |
+1.25 |
235 |
5,754 |
-15 |
Mar17 |
160718 |
213.00 |
214.50 |
211.75 |
211.75 |
+0.50 |
3 |
822 |
+2 |
May17 |
160718 |
216.25 |
216.25 |
216.25 |
216.25 |
+0.50 |
|
|
|
Total Volume and Open Interest |
359 |
9,873 |
-54 |
Rough Rice(CBOT) |
Jul16 |
160714 |
10.38 |
10.85 |
10.38 |
10.38 |
-0.11 |
|
|
|
Sep16 |
160718 |
10.54 |
10.83 |
10.52 |
10.76 |
+0.24 |
298 |
7,828 |
+78 |
Nov16 |
160718 |
10.80 |
11.10 |
10.80 |
11.03 |
+0.23 |
61 |
1,721 |
+46 |
Jan17 |
160718 |
11.03 |
11.29 |
11.03 |
11.29 |
+0.23 |
0 |
98 |
+0 |
Total Volume and Open Interest |
359 |
9,694 |
+124 |
Live Cattle(CME) |
Aug16 |
160718 |
110.400 |
112.830 |
109.635 |
112.450 |
+1.520 |
38,458 |
73,755 |
-9,994 |
Oct16 |
160718 |
109.385 |
111.250 |
108.850 |
110.635 |
+0.785 |
29,657 |
93,873 |
+7,122 |
Dec16 |
160718 |
111.080 |
112.580 |
110.550 |
112.035 |
+0.585 |
13,640 |
46,080 |
-384 |
Feb17 |
160718 |
110.750 |
112.400 |
110.500 |
112.080 |
+0.680 |
3,396 |
16,701 |
+886 |
Apr17 |
160718 |
110.000 |
111.500 |
109.700 |
111.230 |
+0.595 |
906 |
9,765 |
+264 |
Jun17 |
160718 |
104.050 |
105.500 |
103.930 |
105.200 |
+0.450 |
310 |
3,888 |
+117 |
Total Volume and Open Interest |
86,455 |
246,020 |
-1,985 |
Feeder Cattle(CME) |
Aug16 |
160718 |
138.850 |
141.450 |
137.830 |
141.185 |
+1.605 |
5,774 |
20,178 |
-806 |
Sep16 |
160718 |
137.500 |
140.500 |
136.650 |
140.200 |
+1.800 |
3,192 |
10,280 |
+807 |
Oct16 |
160718 |
136.650 |
139.485 |
135.785 |
139.185 |
+1.805 |
1,745 |
5,899 |
+122 |
Nov16 |
160718 |
133.500 |
136.630 |
132.700 |
136.285 |
+1.785 |
1,258 |
3,902 |
-270 |
Jan17 |
160718 |
130.000 |
133.380 |
129.750 |
133.050 |
+1.850 |
867 |
2,728 |
+158 |
Mar17 |
160718 |
128.880 |
131.250 |
128.735 |
131.130 |
+1.580 |
94 |
498 |
+40 |
Apr17 |
160718 |
129.500 |
130.485 |
129.500 |
130.485 |
+0.985 |
8 |
53 |
+3 |
Total Volume and Open Interest |
12,944 |
43,576 |
+56 |
Lean Hogs(CME) |
Aug16 |
160718 |
78.250 |
78.580 |
77.300 |
77.830 |
-0.100 |
23,704 |
52,559 |
-1,893 |
Oct16 |
160718 |
66.050 |
66.285 |
65.150 |
65.385 |
-0.615 |
18,248 |
95,199 |
+4,916 |
Dec16 |
160718 |
59.680 |
59.900 |
58.500 |
59.300 |
-0.280 |
5,041 |
46,573 |
+411 |
Feb17 |
160718 |
63.600 |
63.630 |
62.150 |
63.350 |
-0.280 |
1,463 |
21,098 |
+85 |
Apr17 |
160718 |
68.050 |
68.450 |
66.830 |
68.250 |
unch |
906 |
15,123 |
+447 |
May17 |
160718 |
72.700 |
72.800 |
72.600 |
72.800 |
-1.030 |
4 |
203 |
+1 |
Jun17 |
160718 |
76.430 |
76.900 |
75.430 |
76.600 |
-0.435 |
63 |
1,616 |
-3 |
Jul17 |
160718 |
75.500 |
76.100 |
74.830 |
75.830 |
-0.720 |
19 |
299 |
+0 |
Total Volume and Open Interest |
51,410 |
238,019 |
+3,138 |
Class III Milk(CME) |
Jul16 |
160718 |
15.35 |
15.36 |
15.32 |
15.32 |
-0.01 |
182 |
5,390 |
+15 |
Aug16 |
160718 |
16.63 |
16.69 |
16.40 |
16.50 |
+0.04 |
434 |
4,711 |
+108 |
Sep16 |
160718 |
16.55 |
16.75 |
16.44 |
16.55 |
+0.06 |
237 |
3,971 |
+30 |
Oct16 |
160718 |
16.49 |
16.76 |
16.44 |
16.67 |
+0.15 |
159 |
3,441 |
+5 |
Nov16 |
160718 |
16.39 |
16.60 |
16.31 |
16.50 |
+0.10 |
101 |
3,156 |
-3 |
Dec16 |
160718 |
16.06 |
16.31 |
16.06 |
16.30 |
+0.12 |
90 |
2,826 |
+36 |
Jan17 |
160718 |
16.09 |
16.10 |
16.09 |
16.10 |
+0.06 |
63 |
1,125 |
-13 |
Feb17 |
160718 |
16.10 |
16.22 |
16.10 |
16.15 |
+0.05 |
39 |
982 |
+4 |
Mar17 |
160718 |
16.15 |
16.25 |
16.15 |
16.15 |
unch |
22 |
919 |
-3 |
Apr17 |
160718 |
16.28 |
16.28 |
16.24 |
16.24 |
+0.01 |
29 |
875 |
-4 |
May17 |
160718 |
16.35 |
16.35 |
16.35 |
16.35 |
+0.04 |
15 |
724 |
+0 |
Jun17 |
160718 |
16.48 |
16.48 |
16.48 |
16.48 |
+0.01 |
18 |
644 |
+14 |
Jul17 |
160718 |
16.47 |
16.52 |
16.47 |
16.52 |
+0.01 |
0 |
196 |
+0 |
Total Volume and Open Interest |
1,391 |
29,866 |
+188 |
Cocoa(ICE) |
Sep16 |
160718 |
3081 |
3099 |
3061 |
3085 |
+20 |
15,103 |
94,645 |
+899 |
Dec16 |
160718 |
3060 |
3083 |
3050 |
3073 |
+23 |
10,426 |
63,332 |
+1,118 |
Mar17 |
160718 |
3038 |
3053 |
3022 |
3046 |
+27 |
3,358 |
43,143 |
+805 |
May17 |
160718 |
3024 |
3034 |
3008 |
3031 |
+28 |
579 |
8,551 |
+141 |
Jul17 |
160718 |
3016 |
3020 |
3016 |
3020 |
+28 |
54 |
2,646 |
-3 |
Sep17 |
160718 |
3011 |
3011 |
3011 |
3011 |
+28 |
2 |
3,887 |
+0 |
Dec17 |
160718 |
3000 |
3000 |
3000 |
3000 |
+29 |
0 |
586 |
+0 |
Total Volume and Open Interest |
29,524 |
220,651 |
+2,952 |
Coffee "C"(ICE) |
Jul16 |
160718 |
145.70 |
147.80 |
145.70 |
147.80 |
+2.10 |
9 |
10 |
-7 |
Sep16 |
160718 |
147.15 |
149.75 |
144.85 |
149.45 |
+1.90 |
16,961 |
96,985 |
-69 |
Dec16 |
160718 |
150.00 |
152.75 |
147.80 |
152.40 |
+1.90 |
5,843 |
47,863 |
+1,332 |
Mar17 |
160718 |
152.70 |
155.40 |
150.55 |
155.10 |
+1.95 |
1,917 |
17,218 |
+341 |
May17 |
160718 |
154.50 |
156.85 |
152.00 |
156.60 |
+2.05 |
588 |
9,485 |
+172 |
Jul17 |
160718 |
157.45 |
157.75 |
154.10 |
157.75 |
+2.05 |
201 |
3,230 |
+69 |
Total Volume and Open Interest |
26,182 |
183,682 |
+1,992 |
Orange Juice(ICE) |
Sep16 |
160718 |
183.10 |
185.00 |
181.80 |
184.45 |
+0.60 |
474 |
14,666 |
+87 |
Nov16 |
160718 |
181.40 |
184.20 |
181.40 |
183.75 |
+0.85 |
53 |
2,228 |
+33 |
Jan17 |
160718 |
180.80 |
183.80 |
180.80 |
183.30 |
+2.10 |
4 |
782 |
+1 |
Mar17 |
160718 |
180.20 |
182.50 |
180.20 |
182.50 |
+3.15 |
7 |
117 |
+0 |
May17 |
160718 |
181.60 |
181.60 |
181.60 |
181.60 |
+3.15 |
3 |
10 |
+3 |
Jul17 |
160718 |
180.00 |
180.00 |
180.00 |
180.00 |
+3.15 |
|
|
|
Total Volume and Open Interest |
541 |
17,805 |
+124 |
Sugar #11(ICE) |
Oct16 |
160718 |
19.35 |
19.55 |
19.13 |
19.37 |
+0.06 |
62,478 |
458,606 |
+2,526 |
Mar17 |
160718 |
19.58 |
19.78 |
19.40 |
19.64 |
+0.06 |
23,250 |
221,004 |
+612 |
May17 |
160718 |
18.99 |
19.14 |
18.79 |
19.02 |
+0.05 |
6,802 |
59,766 |
+955 |
Jul17 |
160718 |
18.41 |
18.57 |
18.25 |
18.49 |
+0.05 |
3,229 |
48,684 |
+233 |
Oct17 |
160718 |
18.10 |
18.24 |
17.88 |
18.18 |
+0.06 |
1,352 |
29,585 |
-3 |
Mar18 |
160718 |
17.95 |
18.09 |
17.75 |
18.07 |
+0.08 |
352 |
13,909 |
+120 |
May18 |
160718 |
17.55 |
17.65 |
17.44 |
17.65 |
+0.08 |
53 |
4,448 |
-3 |
Jul18 |
160718 |
17.32 |
17.37 |
17.15 |
17.37 |
+0.06 |
86 |
4,703 |
-6 |
Total Volume and Open Interest |
97,783 |
846,683 |
+4,358 |
London Cocoa(LCE) |
Sep16 |
160718 |
2460 |
2473 |
2449 |
2470 |
+20 |
6,484 |
107,917 |
-63 |
Dec16 |
160718 |
2409 |
2413 |
2389 |
2407 |
+16 |
6,348 |
72,849 |
+2,747 |
Mar17 |
160718 |
2356 |
2359 |
2340 |
2356 |
+15 |
3,215 |
56,294 |
+746 |
May17 |
160718 |
2327 |
2341 |
2325 |
2340 |
+15 |
1,576 |
20,140 |
+705 |
Jul17 |
160718 |
2324 |
2333 |
2324 |
2333 |
+15 |
435 |
2,948 |
+47 |
Sep17 |
160718 |
2315 |
2324 |
2315 |
2324 |
+15 |
4 |
2,283 |
+2 |
Dec17 |
160718 |
2310 |
2310 |
2310 |
2310 |
+14 |
1 |
441 |
+0 |
Total Volume and Open Interest |
18,063 |
262,872 |
-1,639 |
London Sugar(LCE) |
Oct16 |
160718 |
535.70 |
536.40 |
529.10 |
534.00 |
+2.90 |
4,214 |
47,454 |
+568 |
Dec16 |
160718 |
535.70 |
535.70 |
527.30 |
531.50 |
+1.30 |
1,069 |
16,267 |
+1 |
Mar17 |
160718 |
532.70 |
532.70 |
525.00 |
529.50 |
+0.60 |
673 |
16,440 |
+45 |
May17 |
160718 |
523.80 |
524.50 |
518.80 |
522.80 |
-0.40 |
437 |
6,590 |
+197 |
Aug17 |
160718 |
514.50 |
516.30 |
509.90 |
515.10 |
unch |
135 |
3,754 |
+69 |
Total Volume and Open Interest |
8,399 |
94,585 |
-252 |
Cotton(ICE) |
Oct16 |
160718 |
73.67 |
74.44 |
73.55 |
73.63 |
-0.23 |
53 |
170 |
+10 |
Dec16 |
160718 |
74.03 |
74.95 |
73.61 |
73.95 |
-0.33 |
26,222 |
181,683 |
+1,390 |
Mar17 |
160718 |
74.06 |
74.75 |
73.56 |
73.95 |
-0.24 |
3,751 |
27,053 |
+975 |
May17 |
160718 |
73.73 |
74.38 |
73.24 |
73.83 |
-0.05 |
900 |
5,070 |
+376 |
Jul17 |
160718 |
73.28 |
74.15 |
73.08 |
73.73 |
+0.16 |
751 |
3,900 |
+339 |
Oct17 |
160718 |
73.14 |
73.14 |
73.14 |
73.14 |
+0.16 |
|
|
|
Total Volume and Open Interest |
32,630 |
225,587 |
+3,813 |
Lumber(CME) |
Sep16 |
160718 |
336.4 |
338.7 |
327.5 |
328.3 |
-7.9 |
618 |
4,088 |
+186 |
Nov16 |
160718 |
342.9 |
343.0 |
332.7 |
333.8 |
-6.3 |
46 |
329 |
+18 |
Jan17 |
160718 |
342.6 |
342.6 |
336.4 |
336.4 |
-5.7 |
0 |
50 |
+0 |
Mar17 |
160718 |
338.6 |
338.6 |
338.6 |
338.6 |
-3.9 |
0 |
22 |
+0 |
Total Volume and Open Interest |
692 |
4,533 |
+186 |
Crude Oil(NYM) |
Aug16 |
160718 |
46.12 |
46.14 |
44.86 |
45.24 |
-0.71 |
573,761 |
133,566 |
-43,863 |
Sep16 |
160718 |
46.83 |
46.84 |
45.54 |
45.94 |
-0.71 |
312,794 |
484,434 |
+36,352 |
Oct16 |
160718 |
47.23 |
47.41 |
46.14 |
46.54 |
-0.69 |
57,303 |
122,218 |
+3,167 |
Nov16 |
160718 |
47.97 |
48.08 |
46.81 |
47.22 |
-0.67 |
35,824 |
118,489 |
-1,569 |
Dec16 |
160718 |
48.72 |
48.76 |
47.44 |
47.88 |
-0.66 |
79,290 |
259,359 |
+1,741 |
Jan17 |
160718 |
49.22 |
49.28 |
48.02 |
48.45 |
-0.64 |
22,830 |
62,871 |
+5,959 |
Feb17 |
160718 |
49.68 |
49.71 |
48.51 |
48.92 |
-0.61 |
11,942 |
33,379 |
+1,388 |
Mar17 |
160718 |
49.90 |
49.92 |
48.84 |
49.29 |
-0.59 |
22,541 |
64,160 |
+3,863 |
Apr17 |
160718 |
50.15 |
50.21 |
49.18 |
49.58 |
-0.57 |
8,763 |
22,448 |
+504 |
May17 |
160718 |
49.82 |
50.47 |
49.41 |
49.81 |
-0.55 |
2,895 |
19,783 |
+272 |
Jun17 |
160718 |
50.51 |
50.75 |
49.59 |
50.00 |
-0.55 |
24,175 |
77,855 |
+3,203 |
Jul17 |
160718 |
50.00 |
50.21 |
49.79 |
50.17 |
-0.55 |
2,215 |
17,423 |
-110 |
Aug17 |
160718 |
50.32 |
50.32 |
50.32 |
50.32 |
-0.55 |
1,672 |
14,393 |
+488 |
Sep17 |
160718 |
51.44 |
51.44 |
50.49 |
50.49 |
-0.55 |
7,216 |
32,504 |
+4 |
Oct17 |
160718 |
50.67 |
50.67 |
50.67 |
50.67 |
-0.55 |
1,283 |
10,960 |
+105 |
Nov17 |
160718 |
50.87 |
50.87 |
50.87 |
50.87 |
-0.55 |
741 |
11,708 |
+56 |
Total Volume and Open Interest |
1,200,000 |
1,739,415 |
+11,133 |
e-miNY Crude Oil(NYM) |
Aug16 |
160718 |
46.200 |
46.200 |
44.850 |
45.250 |
-0.700 |
9,806 |
1,377 |
-451 |
Sep16 |
160718 |
46.800 |
46.825 |
45.525 |
45.950 |
-0.700 |
893 |
676 |
-49 |
Oct16 |
160718 |
47.300 |
47.400 |
46.150 |
46.550 |
-0.675 |
76 |
148 |
+6 |
Nov16 |
160718 |
47.950 |
47.950 |
46.875 |
47.225 |
-0.675 |
6 |
25 |
+2 |
Dec16 |
160718 |
48.000 |
48.025 |
47.450 |
47.875 |
-0.675 |
11 |
300 |
+2 |
Jan17 |
160718 |
48.450 |
48.450 |
48.100 |
48.450 |
-0.650 |
0 |
17 |
+0 |
Feb17 |
160718 |
48.925 |
48.925 |
48.900 |
48.925 |
-0.600 |
0 |
11 |
+0 |
Mar17 |
160718 |
49.300 |
49.300 |
49.300 |
49.300 |
-0.575 |
0 |
12 |
+0 |
Apr17 |
160718 |
49.575 |
49.575 |
49.575 |
49.575 |
-0.575 |
|
|
|
May17 |
160718 |
49.800 |
49.800 |
49.800 |
49.800 |
-0.550 |
|
|
|
Total Volume and Open Interest |
10,793 |
2,728 |
-490 |
NY Harbor ULSD(NYM) |
Aug16 |
160718 |
140.15 |
140.81 |
136.18 |
137.78 |
-1.96 |
55,848 |
56,443 |
-2,219 |
Sep16 |
160718 |
142.70 |
143.29 |
138.94 |
140.39 |
-1.89 |
39,715 |
79,094 |
+1,626 |
Oct16 |
160718 |
144.77 |
145.66 |
141.61 |
142.98 |
-1.79 |
21,703 |
41,790 |
+1,565 |
Nov16 |
160718 |
146.50 |
147.81 |
144.00 |
145.32 |
-1.76 |
12,098 |
30,010 |
+358 |
Dec16 |
160718 |
149.70 |
149.81 |
146.07 |
147.37 |
-1.76 |
12,088 |
50,325 |
+304 |
Jan17 |
160718 |
150.77 |
151.79 |
148.23 |
149.38 |
-1.76 |
3,999 |
23,739 |
+84 |
Feb17 |
160718 |
150.44 |
153.16 |
149.75 |
150.76 |
-1.79 |
1,524 |
12,176 |
-90 |
Mar17 |
160718 |
153.56 |
153.80 |
150.35 |
151.41 |
-1.82 |
1,651 |
13,920 |
+69 |
Apr17 |
160718 |
151.88 |
151.88 |
150.27 |
151.36 |
-1.81 |
952 |
7,595 |
+294 |
May17 |
160718 |
152.02 |
152.02 |
150.75 |
151.66 |
-1.77 |
560 |
3,473 |
-72 |
Jun17 |
160718 |
152.02 |
154.32 |
151.26 |
152.25 |
-1.74 |
1,340 |
20,791 |
+308 |
Jul17 |
160718 |
152.53 |
153.13 |
152.25 |
153.13 |
-1.74 |
162 |
2,478 |
-1 |
Aug17 |
160718 |
153.50 |
154.14 |
153.50 |
154.14 |
-1.72 |
169 |
1,440 |
+55 |
Sep17 |
160718 |
155.33 |
155.33 |
155.33 |
155.33 |
-1.70 |
76 |
1,614 |
+1 |
Total Volume and Open Interest |
153,025 |
372,556 |
+2,436 |
RBOB Gasoline(NYM) |
Aug16 |
160718 |
141.88 |
143.00 |
138.36 |
138.72 |
-3.48 |
44,019 |
69,860 |
-4,919 |
Sep16 |
160718 |
142.26 |
144.00 |
139.15 |
139.61 |
-3.38 |
34,585 |
104,549 |
+4,108 |
Oct16 |
160718 |
133.68 |
136.30 |
131.61 |
132.26 |
-2.94 |
21,264 |
51,566 |
-116 |
Nov16 |
160718 |
134.46 |
134.97 |
131.04 |
131.81 |
-2.62 |
13,427 |
34,047 |
+1,435 |
Dec16 |
160718 |
133.41 |
134.55 |
130.78 |
131.62 |
-2.35 |
13,757 |
44,353 |
+581 |
Jan17 |
160718 |
134.93 |
135.20 |
131.74 |
132.49 |
-2.17 |
4,596 |
15,085 |
-97 |
Feb17 |
160718 |
134.12 |
136.38 |
133.26 |
133.90 |
-1.96 |
1,505 |
4,337 |
+263 |
Mar17 |
160718 |
137.45 |
138.08 |
135.18 |
135.82 |
-1.79 |
2,663 |
11,170 |
-275 |
Apr17 |
160718 |
154.40 |
156.32 |
153.15 |
154.17 |
-1.77 |
1,688 |
11,953 |
+416 |
May17 |
160718 |
155.32 |
155.32 |
155.32 |
155.32 |
-1.69 |
372 |
4,654 |
+11 |
Total Volume and Open Interest |
142,299 |
386,302 |
+1,501 |
e-miNY RBOB Gasoline(NYM) |
Aug16 |
160718 |
138.72 |
138.72 |
138.70 |
138.72 |
-3.48 |
0 |
1 |
+0 |
Sep16 |
160718 |
139.61 |
139.61 |
139.61 |
139.61 |
-3.39 |
|
|
|
Oct16 |
160718 |
132.26 |
132.26 |
132.26 |
132.26 |
-2.94 |
|
|
|
Nov16 |
160718 |
131.81 |
131.81 |
131.81 |
131.81 |
-2.59 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Aug16 |
160718 |
2.775 |
2.799 |
2.708 |
2.722 |
-0.034 |
126,994 |
106,897 |
-5,772 |
Sep16 |
160718 |
2.760 |
2.767 |
2.681 |
2.692 |
-0.036 |
80,376 |
241,580 |
+2,582 |
Oct16 |
160718 |
2.792 |
2.809 |
2.728 |
2.738 |
-0.035 |
40,064 |
111,147 |
+1,043 |
Nov16 |
160718 |
2.982 |
2.986 |
2.917 |
2.924 |
-0.029 |
26,646 |
87,186 |
+4,640 |
Dec16 |
160718 |
3.239 |
3.252 |
3.184 |
3.194 |
-0.021 |
12,830 |
55,458 |
+437 |
Jan17 |
160718 |
3.363 |
3.375 |
3.316 |
3.325 |
-0.022 |
18,868 |
110,196 |
+917 |
Feb17 |
160718 |
3.373 |
3.373 |
3.307 |
3.315 |
-0.021 |
5,028 |
30,037 |
-163 |
Mar17 |
160718 |
3.304 |
3.314 |
3.260 |
3.267 |
-0.021 |
9,359 |
61,909 |
+430 |
Apr17 |
160718 |
3.100 |
3.100 |
3.030 |
3.030 |
-0.028 |
10,936 |
53,308 |
+1,063 |
May17 |
160718 |
3.030 |
3.041 |
3.003 |
3.003 |
-0.028 |
4,469 |
21,563 |
+179 |
Jun17 |
160718 |
3.054 |
3.068 |
3.034 |
3.036 |
-0.027 |
2,270 |
19,828 |
+65 |
Jul17 |
160718 |
3.100 |
3.100 |
3.067 |
3.067 |
-0.027 |
1,260 |
12,960 |
-109 |
Aug17 |
160718 |
3.087 |
3.095 |
3.070 |
3.073 |
-0.027 |
1,287 |
14,303 |
+151 |
Sep17 |
160718 |
3.062 |
3.076 |
3.050 |
3.051 |
-0.026 |
741 |
8,416 |
+140 |
Oct17 |
160718 |
3.091 |
3.104 |
3.074 |
3.075 |
-0.025 |
1,472 |
20,029 |
+38 |
Nov17 |
160718 |
3.141 |
3.146 |
3.130 |
3.132 |
-0.023 |
824 |
8,730 |
+84 |
Total Volume and Open Interest |
344,795 |
1,023,492 |
+8,107 |
Brent Crude Oil(ICE) |
Sep16 |
160718 |
47.92 |
47.95 |
46.50 |
46.96 |
-0.65 |
289,398 |
316,734 |
-38,651 |
Oct16 |
160718 |
48.31 |
48.39 |
47.01 |
47.45 |
-0.67 |
174,858 |
296,298 |
+15,880 |
Nov16 |
160718 |
48.72 |
48.75 |
47.43 |
47.85 |
-0.70 |
90,966 |
251,109 |
+11,571 |
Dec16 |
160718 |
49.19 |
49.27 |
47.97 |
48.40 |
-0.70 |
134,286 |
376,905 |
+973 |
Jan17 |
160718 |
49.69 |
49.72 |
48.44 |
48.87 |
-0.69 |
25,115 |
99,520 |
+671 |
Feb17 |
160718 |
49.65 |
50.13 |
48.87 |
49.31 |
-0.67 |
14,015 |
74,749 |
+817 |
Mar17 |
160718 |
50.47 |
50.51 |
49.28 |
49.72 |
-0.65 |
25,878 |
66,438 |
+994 |
Apr17 |
160718 |
50.52 |
50.82 |
49.66 |
50.09 |
-0.64 |
7,903 |
26,303 |
-508 |
May17 |
160718 |
50.71 |
51.16 |
50.03 |
50.44 |
-0.63 |
9,323 |
38,528 |
+3,568 |
Jun17 |
160718 |
51.44 |
51.46 |
50.35 |
50.75 |
-0.62 |
30,728 |
104,424 |
-120 |
Jul17 |
160718 |
50.59 |
51.07 |
50.59 |
51.07 |
-0.61 |
1,635 |
18,756 |
+93 |
Aug17 |
160718 |
51.20 |
51.36 |
51.20 |
51.36 |
-0.61 |
1,281 |
17,467 |
-15 |
Sep17 |
160718 |
51.50 |
51.75 |
51.50 |
51.62 |
-0.59 |
5,520 |
38,259 |
+334 |
Oct17 |
160718 |
51.87 |
51.87 |
51.87 |
51.87 |
-0.57 |
1,069 |
14,734 |
-79 |
Total Volume and Open Interest |
883,828 |
2,206,621 |
-9,605 |
Gas Oil(ICE) |
Aug16 |
160718 |
413.75 |
414.50 |
400.25 |
401.75 |
-11.25 |
75,899 |
103,697 |
-6,562 |
Sep16 |
160718 |
419.75 |
421.50 |
407.50 |
408.75 |
-11.50 |
56,674 |
101,118 |
+5,187 |
Oct16 |
160718 |
425.50 |
427.00 |
414.25 |
415.50 |
-10.75 |
31,864 |
65,795 |
-1,089 |
Nov16 |
160718 |
429.25 |
430.75 |
418.50 |
419.75 |
-10.25 |
15,566 |
47,645 |
+798 |
Dec16 |
160718 |
433.75 |
434.25 |
422.50 |
423.75 |
-10.00 |
26,781 |
102,334 |
-779 |
Jan17 |
160718 |
434.25 |
438.00 |
427.25 |
428.50 |
-9.75 |
5,492 |
37,137 |
-180 |
Feb17 |
160718 |
440.75 |
441.50 |
431.75 |
433.00 |
-9.50 |
4,217 |
16,522 |
+1,245 |
Mar17 |
160718 |
442.25 |
444.25 |
435.75 |
436.75 |
-9.50 |
2,498 |
23,534 |
+150 |
Apr17 |
160718 |
447.25 |
447.50 |
439.50 |
440.00 |
-9.25 |
986 |
10,811 |
+137 |
May17 |
160718 |
449.25 |
449.25 |
442.00 |
443.25 |
-9.00 |
888 |
13,381 |
+20 |
Total Volume and Open Interest |
232,524 |
686,111 |
-1,017 |
Ethanol(CBOT) |
Aug16 |
160718 |
1.551 |
1.571 |
1.542 |
1.569 |
+0.011 |
499 |
1,653 |
-126 |
Sep16 |
160718 |
1.544 |
1.552 |
1.544 |
1.552 |
+0.010 |
199 |
1,064 |
+20 |
Oct16 |
160718 |
1.516 |
1.517 |
1.516 |
1.516 |
+0.010 |
96 |
404 |
+20 |
Nov16 |
160718 |
1.480 |
1.481 |
1.480 |
1.480 |
+0.010 |
88 |
390 |
-1 |
Dec16 |
160718 |
1.446 |
1.457 |
1.442 |
1.457 |
+0.010 |
92 |
1,125 |
+17 |
Jan17 |
160718 |
1.433 |
1.433 |
1.433 |
1.433 |
+0.010 |
0 |
191 |
+0 |
Feb17 |
160718 |
1.430 |
1.430 |
1.430 |
1.430 |
+0.010 |
0 |
63 |
+0 |
Mar17 |
160718 |
1.430 |
1.430 |
1.430 |
1.430 |
+0.010 |
|
|
|
Total Volume and Open Interest |
974 |
4,892 |
-70 |
WTI Crude Oil(ICE) |
Aug16 |
160718 |
46.29 |
46.29 |
44.87 |
45.24 |
-0.71 |
46,740 |
34,615 |
-4,732 |
Sep16 |
160718 |
47.00 |
47.00 |
45.54 |
45.94 |
-0.71 |
58,287 |
84,597 |
+4,625 |
Oct16 |
160718 |
47.19 |
47.39 |
46.13 |
46.54 |
-0.69 |
24,690 |
28,761 |
-392 |
Nov16 |
160718 |
47.90 |
48.04 |
46.79 |
47.22 |
-0.67 |
10,110 |
30,248 |
+92 |
Dec16 |
160718 |
48.52 |
48.72 |
47.45 |
47.88 |
-0.66 |
27,970 |
89,694 |
-1,466 |
Jan17 |
160718 |
49.27 |
49.27 |
48.01 |
48.45 |
-0.64 |
4,263 |
17,446 |
+1,377 |
Feb17 |
160718 |
49.02 |
49.05 |
48.50 |
48.92 |
-0.61 |
3,523 |
20,028 |
+1,034 |
Mar17 |
160718 |
49.57 |
49.57 |
48.91 |
49.29 |
-0.59 |
2,406 |
17,978 |
+358 |
Apr17 |
160718 |
49.85 |
49.85 |
49.48 |
49.58 |
-0.57 |
1,064 |
3,079 |
-270 |
May17 |
160718 |
49.81 |
49.81 |
49.81 |
49.81 |
-0.55 |
398 |
1,985 |
-16 |
Jun17 |
160718 |
49.91 |
50.18 |
49.70 |
50.00 |
-0.55 |
3,777 |
30,694 |
+900 |
Jul17 |
160718 |
50.17 |
50.17 |
50.17 |
50.17 |
-0.55 |
159 |
1,616 |
+1 |
Aug17 |
160718 |
50.32 |
50.32 |
50.32 |
50.32 |
-0.55 |
89 |
919 |
+27 |
Sep17 |
160718 |
50.49 |
50.49 |
50.49 |
50.49 |
-0.55 |
667 |
8,100 |
+497 |
Oct17 |
160718 |
50.67 |
50.67 |
50.67 |
50.67 |
-0.55 |
66 |
1,284 |
+1 |
Nov17 |
160718 |
50.87 |
50.87 |
50.87 |
50.87 |
-0.55 |
36 |
784 |
+1 |
Total Volume and Open Interest |
195,759 |
467,839 |
-654 |
US Dollar Index(ICE) |
Sep16 |
160718 |
96.615 |
96.710 |
96.455 |
96.588 |
+0.025 |
13,959 |
47,345 |
+1,234 |
Dec16 |
160718 |
96.540 |
96.625 |
96.455 |
96.567 |
+0.010 |
342 |
3,266 |
+90 |
Mar17 |
160718 |
96.595 |
96.603 |
96.595 |
96.603 |
+0.010 |
18 |
1,488 |
+16 |
Total Volume and Open Interest |
14,319 |
52,115 |
+1,340 |
Australian Dollar(CME) |
Sep16 |
160718 |
75.73 |
75.90 |
75.58 |
75.76 |
-0.04 |
83,723 |
89,770 |
+2,751 |
Dec16 |
160718 |
75.39 |
75.66 |
75.37 |
75.54 |
-0.04 |
38 |
1,208 |
+15 |
Mar17 |
160718 |
75.46 |
75.46 |
75.36 |
75.36 |
-0.03 |
0 |
11 |
+0 |
Total Volume and Open Interest |
83,761 |
90,990 |
+2,766 |
British Pound(CME) |
Sep16 |
160718 |
132.05 |
133.24 |
131.95 |
132.67 |
+0.56 |
197,350 |
234,309 |
-696 |
Dec16 |
160718 |
132.89 |
133.39 |
132.17 |
132.85 |
+0.55 |
550 |
1,720 |
+61 |
Mar17 |
160718 |
133.06 |
133.57 |
133.06 |
133.06 |
+0.54 |
19 |
119 |
+4 |
Total Volume and Open Interest |
197,940 |
236,398 |
-611 |
Canadian Dollar(CME) |
Sep16 |
160718 |
77.25 |
77.36 |
76.80 |
77.24 |
-0.04 |
60,513 |
114,569 |
+2,779 |
Dec16 |
160718 |
77.32 |
77.36 |
76.81 |
77.25 |
-0.04 |
163 |
3,799 |
+51 |
Mar17 |
160718 |
77.32 |
77.35 |
76.87 |
77.27 |
-0.03 |
22 |
372 |
+15 |
Jun17 |
160718 |
77.06 |
77.37 |
76.89 |
77.29 |
-0.03 |
0 |
124 |
+0 |
Total Volume and Open Interest |
60,698 |
118,904 |
+2,845 |
Japanese Yen(CME) |
Sep16 |
160718 |
95.01 |
95.22 |
94.33 |
94.46 |
-0.53 |
170,056 |
157,730 |
-1,328 |
Dec16 |
160718 |
95.19 |
95.56 |
94.71 |
94.83 |
-0.53 |
847 |
1,213 |
+279 |
Mar17 |
160718 |
95.75 |
95.88 |
95.15 |
95.25 |
-0.53 |
0 |
41 |
+0 |
Total Volume and Open Interest |
170,903 |
159,091 |
-1,049 |
Swiss Franc(CME) |
Sep16 |
160718 |
102.05 |
102.25 |
101.89 |
102.10 |
+0.05 |
17,835 |
39,211 |
-622 |
Dec16 |
160718 |
102.66 |
102.78 |
102.46 |
102.66 |
+0.05 |
2 |
84 |
-1 |
Mar17 |
160718 |
103.17 |
103.22 |
103.10 |
103.17 |
+0.04 |
|
|
|
Total Volume and Open Interest |
17,837 |
39,315 |
-623 |
EuroFX(CME) |
Sep16 |
160718 |
110.80 |
111.13 |
110.65 |
110.96 |
+0.07 |
139,913 |
361,634 |
-1,872 |
Dec16 |
160718 |
111.26 |
111.53 |
111.07 |
111.38 |
+0.08 |
318 |
4,602 |
-12 |
Mar17 |
160718 |
111.81 |
111.90 |
111.56 |
111.81 |
+0.07 |
60 |
1,473 |
-6 |
Total Volume and Open Interest |
140,341 |
368,368 |
-1,890 |
Mexican Peso(CME) |
Jul16 |
160718 |
539.75 |
539.75 |
539.75 |
539.75 |
-1.88 |
1 |
7 |
-1 |
Aug16 |
160718 |
542.25 |
542.25 |
542.25 |
542.25 |
+2.00 |
|
|
|
Total Volume and Open Interest |
42,249 |
97,029 |
-869 |
Brazilian Real(CME) |
Aug16 |
160718 |
302.70 |
306.50 |
302.70 |
305.75 |
+0.40 |
1,406 |
23,002 |
-377 |
Sep16 |
160718 |
302.00 |
303.50 |
301.30 |
302.80 |
+0.45 |
5 |
3,461 |
-1 |
Oct16 |
160718 |
300.40 |
300.40 |
300.40 |
300.40 |
+0.55 |
|
|
|
Nov16 |
160718 |
297.70 |
297.70 |
297.70 |
297.70 |
+0.60 |
|
|
|
Total Volume and Open Interest |
1,411 |
26,493 |
-378 |
30-Year T-Bonds(CBOT) |
Sep16 |
160718 |
171~260 |
172~180 |
170~310 |
171~180 |
-0~030 |
291,808 |
583,883 |
-6,127 |
Dec16 |
160718 |
170~220 |
171~020 |
169~180 |
170~040 |
-0~020 |
102 |
176 |
-13 |
Mar17 |
160718 |
169~000 |
169~000 |
169~000 |
169~000 |
-0~020 |
|
|
|
Total Volume and Open Interest |
291,910 |
584,059 |
-6,140 |
10-Year T-Notes(CBOT) |
Sep16 |
160718 |
131~300 |
132~080 |
131~235 |
132~010 |
+0~050 |
1,366,292 |
2,855,055 |
-3,980 |
Dec16 |
160718 |
131~020 |
131~085 |
130~265 |
131~030 |
+0~045 |
372 |
4,891 |
+286 |
Mar17 |
160718 |
130~090 |
130~090 |
130~090 |
130~090 |
+0~045 |
|
|
|
Total Volume and Open Interest |
1,366,664 |
2,859,946 |
-3,694 |
5-Year T-Notes(CBOT) |
Sep16 |
160718 |
121~126 |
121~186 |
121~092 |
121~150 |
+0~032 |
668,022 |
2,694,523 |
-8,084 |
Dec16 |
160718 |
121~186 |
121~186 |
121~102 |
121~146 |
+0~034 |
1,627 |
1,475 |
+1,472 |
Total Volume and Open Interest |
669,649 |
2,695,998 |
-6,612 |
2 Year T-Notes(CBOT) |
Sep16 |
160718 |
109~120 |
109~126 |
109~104 |
109~116 |
+0~006 |
241,656 |
1,020,888 |
+13,453 |
Dec16 |
160718 |
109~102 |
109~102 |
109~102 |
109~102 |
+0~006 |
|
|
|
Mar17 |
160718 |
109~096 |
109~096 |
109~096 |
109~096 |
+0~002 |
|
|
|
Total Volume and Open Interest |
241,656 |
1,020,888 |
+13,453 |
Eurodollars(CME) |
Sep16 |
160718 |
99.260 |
99.265 |
99.250 |
99.250 |
unch |
229,779 |
1,210,425 |
+12,553 |
Dec16 |
160718 |
99.185 |
99.195 |
99.170 |
99.175 |
unch |
303,936 |
1,425,177 |
+8,857 |
Mar17 |
160718 |
99.140 |
99.155 |
99.130 |
99.135 |
+0.005 |
234,062 |
995,271 |
+17,595 |
Jun17 |
160718 |
99.095 |
99.115 |
99.085 |
99.090 |
+0.005 |
207,360 |
868,524 |
+11,244 |
Sep17 |
160718 |
99.060 |
99.075 |
99.040 |
99.050 |
+0.010 |
225,518 |
823,631 |
+8,823 |
Dec17 |
160718 |
99.005 |
99.025 |
98.980 |
98.995 |
+0.010 |
317,313 |
1,268,730 |
+1,285 |
Mar18 |
160718 |
98.960 |
98.995 |
98.940 |
98.965 |
+0.015 |
173,403 |
615,558 |
+6,173 |
Jun18 |
160718 |
98.915 |
98.955 |
98.895 |
98.925 |
+0.020 |
169,149 |
475,434 |
+1,095 |
Sep18 |
160718 |
98.885 |
98.915 |
98.855 |
98.885 |
+0.020 |
124,192 |
445,186 |
-3,059 |
Dec18 |
160718 |
98.840 |
98.870 |
98.800 |
98.840 |
+0.025 |
132,978 |
572,226 |
-7,513 |
Mar19 |
160718 |
98.795 |
98.840 |
98.770 |
98.810 |
+0.030 |
87,970 |
352,827 |
-652 |
Jun19 |
160718 |
98.770 |
98.800 |
98.725 |
98.770 |
+0.030 |
93,898 |
275,759 |
-1,803 |
Sep19 |
160718 |
98.710 |
98.755 |
98.685 |
98.725 |
+0.025 |
44,992 |
229,824 |
-458 |
Dec19 |
160718 |
98.680 |
98.705 |
98.635 |
98.675 |
+0.025 |
39,825 |
218,943 |
-919 |
Mar20 |
160718 |
98.625 |
98.670 |
98.595 |
98.635 |
+0.025 |
43,156 |
139,037 |
+2,898 |
Jun20 |
160718 |
98.580 |
98.620 |
98.550 |
98.590 |
+0.025 |
33,239 |
90,304 |
-2,298 |
Sep20 |
160718 |
98.525 |
98.575 |
98.510 |
98.545 |
+0.025 |
23,114 |
106,193 |
+660 |
Dec20 |
160718 |
98.475 |
98.525 |
98.460 |
98.490 |
+0.020 |
24,624 |
88,218 |
+2,181 |
Total Volume and Open Interest |
2,598,776 |
10,636,207 |
+61,874 |
Ultra T-Bond(CBOT) |
Sep16 |
160718 |
186~17 |
187~15 |
185~13 |
186~04 |
-0~04 |
95,107 |
586,675 |
+209 |
Dec16 |
160718 |
185~10 |
185~24 |
185~10 |
185~10 |
-0~04 |
|
|
|
Mar17 |
160718 |
184~10 |
184~10 |
184~10 |
184~10 |
-0~04 |
|
|
|
Total Volume and Open Interest |
95,107 |
586,675 |
+209 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160718 |
144~250 |
144~285 |
144~080 |
144~160 |
+0~035 |
74,719 |
164,195 |
+1,745 |
Dec16 |
160718 |
144~070 |
144~070 |
144~070 |
144~070 |
+0~035 |
|
|
|
Mar17 |
160718 |
144~070 |
144~070 |
144~070 |
144~070 |
+0~035 |
|
|
|
Total Volume and Open Interest |
74,719 |
164,195 |
+1,745 |
30 Day Federal Funds(CBOT) |
Jul16 |
160718 |
99.607 |
99.607 |
99.605 |
99.607 |
unch |
4,788 |
172,120 |
-1,142 |
Aug16 |
160718 |
99.600 |
99.610 |
99.600 |
99.605 |
unch |
17,694 |
151,764 |
+637 |
Sep16 |
160718 |
99.590 |
99.600 |
99.585 |
99.595 |
unch |
8,346 |
53,473 |
-2,536 |
Oct16 |
160718 |
99.570 |
99.580 |
99.560 |
99.575 |
+0.005 |
14,458 |
133,558 |
+1,589 |
Nov16 |
160718 |
99.565 |
99.575 |
99.555 |
99.570 |
+0.005 |
8,431 |
67,426 |
+1,179 |
Dec16 |
160718 |
99.540 |
99.545 |
99.525 |
99.540 |
+0.010 |
10,502 |
37,427 |
-718 |
Total Volume and Open Interest |
100,199 |
817,388 |
-3,413 |
3-Mth Euro-Yen(CME) |
Sep16 |
160718 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160718 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160718 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160718 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160718 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160718 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160718 |
99.995 |
99.995 |
99.995 |
99.995 |
unch |
|
|
|
Jun18 |
160718 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
|
|
|
Sep18 |
160718 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec18 |
160718 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep16 |
160718 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160718 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160718 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160718 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160718 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160718 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160718 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160718 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160718 |
153.05 |
153.05 |
152.68 |
152.76 |
-0.71 |
1,721 |
19,336 |
+731 |
Dec16 |
160718 |
152.91 |
152.91 |
152.90 |
152.90 |
-0.57 |
0 |
3 |
+0 |
Mar17 |
160718 |
152.82 |
152.82 |
152.82 |
152.82 |
-0.57 |
|
|
|
Total Volume and Open Interest |
1,721 |
19,339 |
+731 |
Euro-Buxl(EUREX) |
Sep16 |
160718 |
190.22 |
190.84 |
189.70 |
189.98 |
+0.42 |
38,208 |
138,578 |
+1,450 |
Dec16 |
160718 |
188.34 |
188.34 |
188.34 |
188.34 |
+0.42 |
0 |
26 |
+0 |
Mar17 |
160718 |
188.34 |
188.34 |
188.34 |
188.34 |
+0.42 |
|
|
|
Total Volume and Open Interest |
38,208 |
138,604 |
+1,450 |
Euro-Bund(EUREX) |
Sep16 |
160718 |
166.27 |
166.67 |
166.17 |
166.36 |
+0.30 |
643,851 |
1,679,841 |
+3,276 |
Dec16 |
160718 |
163.76 |
163.76 |
163.66 |
163.66 |
+0.29 |
23 |
966 |
-35 |
Mar17 |
160718 |
165.66 |
165.86 |
165.66 |
165.86 |
+0.30 |
0 |
8 |
+0 |
Total Volume and Open Interest |
643,874 |
1,680,815 |
+3,241 |
Euro-Bobl(EUREX) |
Sep16 |
160718 |
133.60 |
133.68 |
133.56 |
133.60 |
+0.08 |
432,870 |
1,299,536 |
-2,802 |
Dec16 |
160718 |
131.60 |
131.60 |
131.60 |
131.60 |
+0.09 |
9 |
664 |
-8 |
Mar17 |
160718 |
133.60 |
133.60 |
133.60 |
133.60 |
+0.08 |
|
|
|
Total Volume and Open Interest |
432,879 |
1,300,200 |
-2,810 |
Euro-Schatz(EUREX) |
Sep16 |
160718 |
112.07 |
112.08 |
112.05 |
112.07 |
+0.01 |
204,877 |
1,110,727 |
+30,322 |
Dec16 |
160718 |
112.07 |
112.07 |
112.07 |
112.07 |
+0.01 |
0 |
185 |
+0 |
Mar17 |
160718 |
112.07 |
112.07 |
112.07 |
112.07 |
+0.01 |
|
|
|
Total Volume and Open Interest |
204,877 |
1,110,912 |
+30,322 |
3-Mth Euribor(EUREX) |
Sep16 |
160718 |
100.315 |
100.320 |
100.315 |
100.320 |
+0.005 |
64 |
4,976 |
-30 |
Dec16 |
160718 |
100.345 |
100.345 |
100.345 |
100.345 |
unch |
76 |
2,168 |
+28 |
Mar17 |
160718 |
100.360 |
100.360 |
100.360 |
100.360 |
unch |
2 |
3,804 |
-2 |
Total Volume and Open Interest |
155 |
94,626 |
-6 |
Long Gilt(LIFFE) |
Sep16 |
160718 |
129~20 |
129~26 |
129~13 |
129~18 |
+0~08 |
196,664 |
540,262 |
+9,475 |
Dec16 |
160718 |
128~15 |
128~15 |
128~15 |
128~15 |
+0~07 |
|
|
|
Total Volume and Open Interest |
196,664 |
540,262 |
+9,475 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160718 |
99.67 |
99.67 |
99.65 |
99.65 |
-0.01 |
234,523 |
427,168 |
-32,898 |
Dec16 |
160718 |
99.70 |
99.70 |
99.67 |
99.68 |
-0.01 |
143,225 |
597,231 |
+13,349 |
Mar17 |
160718 |
99.70 |
99.70 |
99.67 |
99.68 |
-0.01 |
104,526 |
372,098 |
+11,582 |
Jun17 |
160718 |
99.69 |
99.70 |
99.66 |
99.67 |
-0.01 |
81,462 |
328,299 |
+19,527 |
Sep17 |
160718 |
99.68 |
99.69 |
99.65 |
99.66 |
unch |
85,099 |
288,576 |
-3,019 |
Dec17 |
160718 |
99.67 |
99.68 |
99.64 |
99.64 |
unch |
57,190 |
289,837 |
+2,284 |
Total Volume and Open Interest |
956,556 |
3,173,786 |
+15,130 |
3-Mth Euribor(LIFFE) |
Sep16 |
160718 |
100.315 |
100.320 |
100.310 |
100.320 |
+0.005 |
46,014 |
358,635 |
-6,343 |
Dec16 |
160718 |
100.345 |
100.350 |
100.340 |
100.345 |
+0.005 |
48,426 |
460,184 |
-6,333 |
Mar17 |
160718 |
100.360 |
100.365 |
100.355 |
100.360 |
+0.005 |
45,717 |
417,757 |
+3,451 |
Total Volume and Open Interest |
460,484 |
3,154,150 |
-2,602 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160718 |
98.12 |
98.13 |
98.11 |
98.13 |
+0.01 |
18,859 |
201,070 |
-989 |
Dec16 |
160718 |
98.21 |
98.21 |
98.18 |
98.21 |
unch |
29,313 |
182,025 |
+2,173 |
Mar17 |
160718 |
98.25 |
98.26 |
98.23 |
98.26 |
+0.01 |
14,116 |
135,183 |
+3,390 |
Jun17 |
160718 |
98.27 |
98.28 |
98.24 |
98.28 |
+0.01 |
8,016 |
121,343 |
-2,896 |
Sep17 |
160718 |
98.28 |
98.29 |
98.25 |
98.29 |
+0.01 |
6,923 |
86,080 |
+1,587 |
Dec17 |
160718 |
98.28 |
98.29 |
98.25 |
98.29 |
+0.01 |
4,244 |
72,323 |
+166 |
Mar18 |
160718 |
98.28 |
98.29 |
98.25 |
98.29 |
+0.02 |
2,755 |
45,444 |
+383 |
Jun18 |
160718 |
98.25 |
98.28 |
98.23 |
98.28 |
+0.02 |
1,210 |
37,327 |
-82 |
Sep18 |
160718 |
98.25 |
98.25 |
98.22 |
98.25 |
+0.01 |
947 |
5,404 |
+426 |
Dec18 |
160718 |
98.22 |
98.22 |
98.22 |
98.22 |
+0.01 |
149 |
3,634 |
+71 |
Total Volume and Open Interest |
86,535 |
892,286 |
+4,232 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160718 |
98.01 |
98.02 |
97.94 |
98.00 |
-0.02 |
108,154 |
859,092 |
-4,898 |
Dec16 |
160718 |
98.00 |
98.00 |
98.00 |
98.00 |
-0.02 |
|
|
|
Total Volume and Open Interest |
108,154 |
859,092 |
-4,898 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160718 |
98.47 |
98.49 |
98.43 |
98.49 |
+0.01 |
107,763 |
749,512 |
-19,531 |
Dec16 |
160718 |
98.49 |
98.49 |
98.49 |
98.49 |
+0.01 |
|
|
|
Total Volume and Open Interest |
107,763 |
749,512 |
-19,531 |
Gold(CMX) |
Aug16 |
160718 |
1333.4 |
1336.0 |
1323.5 |
1329.3 |
+1.9 |
264,334 |
321,133 |
-28,440 |
Oct16 |
160718 |
1336.2 |
1339.5 |
1328.0 |
1333.0 |
+1.9 |
7,407 |
41,026 |
+70 |
Dec16 |
160718 |
1340.6 |
1343.4 |
1331.2 |
1336.8 |
+1.9 |
30,223 |
183,770 |
+15,008 |
Feb17 |
160718 |
1344.2 |
1344.8 |
1336.3 |
1340.1 |
+1.9 |
749 |
16,420 |
+77 |
Apr17 |
160718 |
1347.3 |
1348.0 |
1338.6 |
1343.0 |
+1.9 |
253 |
7,307 |
-27 |
Jun17 |
160718 |
1345.7 |
1345.7 |
1345.7 |
1345.7 |
+1.9 |
125 |
13,044 |
+1 |
Aug17 |
160718 |
1349.8 |
1353.7 |
1346.5 |
1348.3 |
+1.9 |
131 |
1,748 |
+27 |
Oct17 |
160718 |
1350.0 |
1351.0 |
1350.0 |
1351.0 |
+1.9 |
1 |
708 |
+0 |
Dec17 |
160718 |
1353.6 |
1353.6 |
1353.6 |
1353.6 |
+1.9 |
528 |
8,771 |
+365 |
Feb18 |
160718 |
1355.8 |
1355.8 |
1355.8 |
1355.8 |
+1.9 |
0 |
45 |
+0 |
Apr18 |
160718 |
1357.8 |
1357.8 |
1357.8 |
1357.8 |
+1.9 |
0 |
3 |
+0 |
Jun18 |
160718 |
1359.8 |
1359.8 |
1359.8 |
1359.8 |
+1.9 |
6 |
3,785 |
+0 |
Total Volume and Open Interest |
304,181 |
609,352 |
-12,815 |
Silver(CMX) |
Jul16 |
160718 |
2002.5 |
2009.5 |
1974.5 |
2004.4 |
-8.1 |
115 |
927 |
-173 |
Sep16 |
160718 |
2023.5 |
2029.5 |
1977.0 |
2007.5 |
-9.0 |
61,947 |
157,573 |
+411 |
Dec16 |
160718 |
2030.0 |
2037.5 |
1987.0 |
2016.0 |
-9.0 |
4,899 |
42,765 |
+545 |
Mar17 |
160718 |
2023.0 |
2029.5 |
2008.0 |
2024.4 |
-9.0 |
229 |
7,673 |
+4 |
May17 |
160718 |
2029.3 |
2029.3 |
2029.3 |
2029.3 |
-9.0 |
25 |
429 |
-1 |
Jul17 |
160718 |
2034.2 |
2034.2 |
2034.2 |
2034.2 |
-9.0 |
13 |
2,536 |
+2 |
Sep17 |
160718 |
2039.0 |
2039.0 |
2039.0 |
2039.0 |
-9.0 |
0 |
172 |
+0 |
Total Volume and Open Interest |
67,619 |
217,216 |
+840 |
Platinum(NYMEX) |
Jul16 |
160718 |
1085.2 |
1098.5 |
1085.2 |
1098.5 |
+8.0 |
21 |
74 |
-10 |
Oct16 |
160718 |
1096.9 |
1104.4 |
1082.2 |
1101.6 |
+7.2 |
12,460 |
68,832 |
+870 |
Jan17 |
160718 |
1096.1 |
1105.7 |
1086.6 |
1103.9 |
+7.2 |
104 |
3,106 |
+43 |
Apr17 |
160718 |
1106.1 |
1106.1 |
1106.1 |
1106.1 |
+7.2 |
1 |
84 |
+0 |
Total Volume and Open Interest |
12,599 |
72,203 |
+903 |
Palladium(NYMEX) |
Sep16 |
160718 |
649.45 |
649.45 |
632.55 |
646.05 |
-1.35 |
6,110 |
22,490 |
+231 |
Dec16 |
160718 |
644.90 |
649.40 |
635.40 |
647.00 |
-1.40 |
44 |
1,039 |
+16 |
Mar17 |
160718 |
648.35 |
648.35 |
648.35 |
648.35 |
-1.40 |
0 |
42 |
+0 |
Total Volume and Open Interest |
6,160 |
23,574 |
+244 |
Copper(CMX) |
Jul16 |
160718 |
221.65 |
224.15 |
220.85 |
223.40 |
+0.35 |
417 |
1,517 |
-140 |
Sep16 |
160718 |
222.00 |
224.65 |
220.30 |
223.70 |
+0.35 |
54,107 |
103,638 |
-638 |
Dec16 |
160718 |
223.50 |
225.40 |
221.10 |
224.55 |
+0.35 |
8,802 |
38,044 |
-475 |
Mar17 |
160718 |
223.55 |
226.10 |
222.00 |
225.30 |
+0.30 |
6,249 |
17,398 |
+2,587 |
May17 |
160718 |
225.65 |
226.20 |
222.45 |
225.65 |
+0.30 |
1,106 |
3,490 |
+655 |
Total Volume and Open Interest |
71,480 |
172,008 |
+2,217 |
E-mini DJIA Index(CBOT) |
Sep16 |
160718 |
18425 |
18493 |
18410 |
18451 |
+34 |
148,861 |
118,868 |
+4,100 |
Dec16 |
160718 |
18336 |
18390 |
18326 |
18360 |
+34 |
100 |
390 |
+8 |
Mar17 |
160718 |
18279 |
18279 |
18279 |
18279 |
+34 |
31 |
47 |
+15 |
Jun17 |
160718 |
18238 |
18238 |
18238 |
18238 |
+34 |
|
|
|
Total Volume and Open Interest |
148,992 |
119,305 |
+4,123 |
S & P 500(CME) |
Sep16 |
160718 |
2154.40 |
2162.90 |
2153.50 |
2159.90 |
+7.20 |
5,052 |
93,402 |
+1,500 |
Dec16 |
160718 |
2151.70 |
2151.70 |
2151.70 |
2151.70 |
+7.20 |
124 |
1,426 |
+41 |
Mar17 |
160718 |
2144.90 |
2144.90 |
2144.90 |
2144.90 |
+7.30 |
0 |
50 |
+0 |
Jun17 |
160718 |
2138.50 |
2138.50 |
2138.50 |
2138.50 |
+7.60 |
|
|
|
Total Volume and Open Interest |
5,176 |
94,878 |
+1,541 |
S & P 500 E-Mini(Globex) |
Sep16 |
160718 |
2154.50 |
2163.25 |
2152.75 |
2160.00 |
+7.25 |
1,782,561 |
2,972,196 |
+1,053 |
Dec16 |
160718 |
2146.00 |
2154.75 |
2144.75 |
2151.75 |
+7.25 |
1,887 |
14,931 |
+392 |
Mar17 |
160718 |
2141.50 |
2147.75 |
2138.25 |
2145.00 |
+7.50 |
48 |
772 |
-7 |
Jun17 |
160718 |
2138.50 |
2139.75 |
2138.50 |
2138.50 |
+7.50 |
26 |
182 |
-25 |
Total Volume and Open Interest |
1,784,522 |
2,988,081 |
+1,413 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160718 |
4580.00 |
4621.80 |
4577.00 |
4608.30 |
+29.00 |
191,874 |
239,874 |
+5,942 |
Dec16 |
160718 |
4570.30 |
4611.80 |
4570.30 |
4599.50 |
+28.20 |
70 |
249 |
+2 |
Mar17 |
160718 |
4593.30 |
4596.50 |
4593.30 |
4593.30 |
+28.30 |
0 |
45 |
+0 |
Total Volume and Open Interest |
191,944 |
240,171 |
+5,944 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160718 |
1536.30 |
1545.90 |
1536.30 |
1542.00 |
+0.90 |
15,870 |
78,306 |
-1,223 |
Dec16 |
160718 |
1536.60 |
1538.70 |
1535.00 |
1536.60 |
+0.90 |
1 |
16 |
+1 |
Mar17 |
160718 |
1537.10 |
1537.10 |
1537.10 |
1537.10 |
+0.90 |
|
|
|
Total Volume and Open Interest |
15,871 |
78,322 |
-1,222 |
Volatility Index(CBOE) |
Jul16 |
160718 |
13.90 |
13.90 |
13.00 |
13.08 |
-0.75 |
84,215 |
106,648 |
-13,513 |
Aug16 |
160718 |
16.15 |
16.30 |
15.65 |
15.73 |
-0.60 |
84,285 |
227,292 |
+12,732 |
Sep16 |
160718 |
17.65 |
17.75 |
17.20 |
17.28 |
-0.50 |
24,046 |
45,091 |
+1,462 |
Oct16 |
160718 |
18.60 |
18.80 |
18.40 |
18.43 |
-0.30 |
9,469 |
29,355 |
+647 |
Total Volume and Open Interest |
215,004 |
469,229 |
+2,489 |
Russell 2000(ICE) |
Sep16 |
160718 |
1201.60 |
1209.10 |
1198.70 |
1204.20 |
+2.20 |
66,931 |
328,258 |
+408 |
Dec16 |
160718 |
1201.50 |
1202.00 |
1199.20 |
1199.20 |
+2.20 |
1 |
935 |
-1 |
Total Volume and Open Interest |
66,932 |
329,608 |
+407 |
Nikkei 225(CME) |
Sep16 |
160718 |
16605 |
16785 |
16555 |
16680 |
+120 |
21,363 |
37,536 |
+728 |
Dec16 |
160718 |
16620 |
16710 |
16545 |
16625 |
+120 |
2 |
113 |
+0 |
Total Volume and Open Interest |
21,365 |
37,649 |
+728 |
Nikkei 225(SGX) |
Sep16 |
160718 |
16535 |
16605 |
16480 |
16595 |
+40 |
79,043 |
208,305 |
+3,984 |
Dec16 |
160718 |
16480 |
16480 |
16480 |
16480 |
+55 |
4 |
5,947 |
+3 |
Mar17 |
160718 |
16445 |
16445 |
16445 |
16445 |
+80 |
|
|
|
Total Volume and Open Interest |
113,630 |
217,601 |
+1,974 |
Nikkei 225(CME) Yen |
Sep16 |
160718 |
16580 |
16655 |
16480 |
16610 |
+125 |
65,340 |
84,687 |
+1,451 |
Dec16 |
160718 |
16445 |
16500 |
16370 |
16480 |
+125 |
0 |
40 |
+0 |
Mar17 |
160718 |
16430 |
16430 |
16430 |
16430 |
+125 |
|
|
|
Total Volume and Open Interest |
65,340 |
84,727 |
+1,451 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160718 |
16580 |
16630 |
16580 |
16610 |
+120 |
1 |
11 |
+0 |
Dec16 |
160718 |
16480 |
16480 |
16480 |
16480 |
+120 |
|
|
|
Mar17 |
160718 |
16430 |
16430 |
16430 |
16430 |
+120 |
|
|
|
Total Volume and Open Interest |
1 |
11 |
+0 |
CAC 40(EURONEXT) |
Aug16 |
160718 |
4372.5 |
4408.5 |
4333.5 |
4357.0 |
-15.5 |
63,991 |
229,665 |
+20,984 |
Sep16 |
160718 |
4377.5 |
4406.0 |
4337.5 |
4355.5 |
-15.5 |
256 |
9,905 |
-4 |
Oct16 |
160718 |
4348.0 |
4348.0 |
4345.0 |
4345.0 |
|
|
|
|
Hang Seng Index(HKFE) |
Jul16 |
160718 |
21718 |
21855 |
21613 |
21760 |
+29 |
111,740 |
100,960 |
+1,453 |
Aug16 |
160718 |
21655 |
21806 |
21571 |
21718 |
+33 |
1,264 |
3,813 |
+838 |
Sep16 |
160718 |
21578 |
21740 |
21500 |
21656 |
+36 |
831 |
5,237 |
-460 |
Total Volume and Open Interest |
114,060 |
113,829 |
+1,673 |
DAX(EUREX) |
Sep16 |
160718 |
10085.0 |
10154.5 |
10000.5 |
10068.5 |
+19.0 |
90,200 |
140,846 |
+5,401 |
Dec16 |
160718 |
10075.0 |
10130.0 |
9994.5 |
10054.0 |
+19.0 |
47 |
4,910 |
-12 |
Mar17 |
160718 |
10120.0 |
10130.0 |
10047.5 |
10047.5 |
+19.5 |
15 |
169 |
+4 |
Total Volume and Open Interest |
90,262 |
145,925 |
+5,393 |
Mini-DAX(EUREX) |
Sep16 |
160718 |
10091.0 |
10155.0 |
10000.0 |
10068.5 |
+19.0 |
24,250 |
10,365 |
+396 |
Dec16 |
160718 |
10118.0 |
10135.0 |
9990.0 |
10054.0 |
+19.0 |
72 |
170 |
-2 |
Mar17 |
160718 |
10029.0 |
10047.5 |
10029.0 |
10047.5 |
+19.5 |
0 |
7 |
+0 |
Total Volume and Open Interest |
24,322 |
10,542 |
+394 |
FT-SE 100(EURONEXT) |
Sep16 |
160718 |
6622.00 |
6663.50 |
6611.00 |
6652.50 |
+42.50 |
150,746 |
666,855 |
+6,706 |
Dec16 |
160718 |
6611.50 |
6611.50 |
6611.50 |
6611.50 |
+42.00 |
68 |
158 |
+11 |
Mar17 |
160718 |
6554.50 |
6554.50 |
6554.50 |
6554.50 |
+42.00 |
|
|
|
Total Volume and Open Interest |
150,814 |
667,013 |
+6,717 |
SPI 200(SFE) |
Sep16 |
160718 |
5390.0 |
5423.0 |
5374.0 |
5417.0 |
+28.0 |
30,433 |
257,642 |
+2,890 |
Dec16 |
160718 |
5404.0 |
5404.0 |
5404.0 |
5404.0 |
+28.0 |
0 |
2,473 |
+0 |
Mar17 |
160718 |
5355.0 |
5355.0 |
5355.0 |
5355.0 |
+28.0 |
0 |
1,436 |
+0 |
Total Volume and Open Interest |
30,439 |
263,287 |
+2,890 |
FTSE MIB(ISE) |
Sep16 |
160718 |
16775.00 |
16965.00 |
16585.00 |
16776.00 |
+47.00 |
37,334 |
42,883 |
-1,820 |
Dec16 |
160718 |
16800.00 |
16800.00 |
16495.00 |
16651.00 |
+47.00 |
15 |
202 |
-1 |
Mar17 |
160718 |
16658.00 |
16658.00 |
16658.00 |
16658.00 |
+47.00 |
|
|
|
Total Volume and Open Interest |
37,349 |
43,085 |
-1,821 |
KOSPI 200(KFE) |
Sep16 |
160718 |
251.20 |
252.10 |
250.70 |
251.65 |
+0.40 |
143,359 |
118,164 |
+677 |
Dec16 |
160718 |
251.85 |
252.85 |
251.60 |
251.65 |
-0.25 |
711 |
8,399 |
+90 |
Mar17 |
160718 |
249.55 |
249.95 |
249.35 |
249.95 |
+0.60 |
9 |
848 |
-9 |
Total Volume and Open Interest |
144,082 |
130,350 |
+758 |
GSCI(CME) |
Aug16 |
160718 |
356.50 |
359.15 |
356.10 |
359.10 |
-2.20 |
2,026 |
12,163 |
+1,969 |
Sep16 |
160718 |
360.90 |
360.90 |
360.90 |
360.90 |
-2.20 |
|
|
|
Oct16 |
160718 |
364.50 |
364.50 |
364.50 |
364.50 |
|
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|