|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue July 19, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug16 |
160719 |
1076.50 |
1079.00 |
1041.00 |
1044.00 |
-34.25 |
32,322 |
98,840 |
-1,666 |
Sep16 |
160719 |
1073.00 |
1073.75 |
1037.00 |
1039.25 |
-35.75 |
18,702 |
50,556 |
+822 |
Nov16 |
160719 |
1064.00 |
1065.00 |
1023.00 |
1027.75 |
-38.50 |
167,766 |
403,984 |
-1,960 |
Jan17 |
160719 |
1062.75 |
1062.75 |
1022.75 |
1027.50 |
-37.50 |
13,801 |
49,880 |
+1,353 |
Mar17 |
160719 |
1045.75 |
1046.00 |
1011.50 |
1015.25 |
-33.75 |
12,782 |
73,759 |
+414 |
May17 |
160719 |
1035.00 |
1035.00 |
1006.25 |
1009.75 |
-33.50 |
5,332 |
30,565 |
+324 |
Jul17 |
160719 |
1040.00 |
1040.00 |
1006.75 |
1009.75 |
-32.00 |
5,612 |
33,898 |
-73 |
Aug17 |
160719 |
1000.00 |
1000.00 |
1000.00 |
1000.00 |
-29.50 |
15 |
433 |
+0 |
Sep17 |
160719 |
975.75 |
975.75 |
971.25 |
971.25 |
-23.25 |
22 |
190 |
+0 |
Nov17 |
160719 |
964.00 |
964.00 |
942.50 |
947.00 |
-19.50 |
2,864 |
26,803 |
+301 |
Jan18 |
160719 |
953.00 |
953.00 |
945.50 |
947.75 |
-18.50 |
41 |
296 |
+20 |
Mar18 |
160719 |
945.00 |
945.00 |
945.00 |
945.00 |
-18.50 |
10 |
48 |
+3 |
May18 |
160719 |
946.50 |
946.50 |
946.50 |
946.50 |
-18.25 |
0 |
61 |
+0 |
Jul18 |
160719 |
949.00 |
949.00 |
948.75 |
948.75 |
-18.25 |
0 |
53 |
+0 |
Total Volume and Open Interest |
259,269 |
769,560 |
-462 |
Soybean Meal(CBOT) |
Aug16 |
160719 |
373.20 |
373.20 |
358.80 |
359.70 |
-13.30 |
16,091 |
42,666 |
-1,643 |
Sep16 |
160719 |
372.20 |
372.20 |
357.40 |
358.60 |
-13.60 |
12,070 |
52,521 |
+2 |
Oct16 |
160719 |
368.90 |
369.40 |
355.20 |
356.70 |
-14.10 |
7,200 |
30,691 |
-209 |
Dec16 |
160719 |
370.90 |
370.90 |
354.00 |
355.80 |
-14.90 |
45,874 |
156,439 |
-455 |
Jan17 |
160719 |
366.00 |
366.00 |
350.40 |
352.20 |
-15.20 |
3,963 |
21,540 |
-221 |
Mar17 |
160719 |
357.90 |
357.90 |
343.70 |
345.60 |
-12.80 |
3,543 |
30,394 |
-5 |
May17 |
160719 |
346.10 |
347.70 |
337.20 |
338.60 |
-11.80 |
1,497 |
18,781 |
+78 |
Jul17 |
160719 |
345.50 |
347.00 |
336.60 |
337.70 |
-10.90 |
1,096 |
12,379 |
-64 |
Aug17 |
160719 |
337.70 |
337.70 |
334.50 |
334.50 |
-9.90 |
36 |
1,837 |
+6 |
Sep17 |
160719 |
331.60 |
333.90 |
330.90 |
330.90 |
-7.80 |
39 |
891 |
+15 |
Total Volume and Open Interest |
92,211 |
374,632 |
-2,316 |
Soybean Oil(CBOT) |
Aug16 |
160719 |
30.95 |
31.00 |
30.60 |
30.66 |
-0.28 |
17,850 |
44,814 |
-1,592 |
Sep16 |
160719 |
31.08 |
31.11 |
30.72 |
30.78 |
-0.28 |
6,343 |
39,625 |
-32 |
Oct16 |
160719 |
31.20 |
31.21 |
30.87 |
30.90 |
-0.28 |
2,872 |
21,381 |
+192 |
Dec16 |
160719 |
31.53 |
31.54 |
31.13 |
31.18 |
-0.29 |
45,571 |
173,400 |
+355 |
Jan17 |
160719 |
31.61 |
31.63 |
31.33 |
31.39 |
-0.28 |
3,917 |
24,719 |
+466 |
Mar17 |
160719 |
31.74 |
31.83 |
31.48 |
31.54 |
-0.31 |
2,780 |
20,285 |
+711 |
May17 |
160719 |
31.69 |
31.95 |
31.64 |
31.70 |
-0.34 |
981 |
15,114 |
+164 |
Jul17 |
160719 |
32.08 |
32.20 |
31.87 |
31.91 |
-0.36 |
1,324 |
7,276 |
+370 |
Aug17 |
160719 |
31.99 |
31.99 |
31.99 |
31.99 |
-0.36 |
128 |
3,140 |
-1 |
Sep17 |
160719 |
32.10 |
32.14 |
32.00 |
32.02 |
-0.36 |
177 |
2,497 |
-84 |
Total Volume and Open Interest |
82,436 |
357,049 |
+672 |
Canola(WCE) |
Jul16 |
160714 |
475.3 |
475.3 |
475.3 |
475.3 |
-4.3 |
|
|
|
Nov16 |
160719 |
470.7 |
470.7 |
461.7 |
463.4 |
-7.3 |
12,715 |
122,105 |
-447 |
Jan17 |
160719 |
476.9 |
478.4 |
469.5 |
471.2 |
-7.2 |
2,616 |
16,182 |
+834 |
Mar17 |
160719 |
483.5 |
483.5 |
476.4 |
478.4 |
-7.1 |
866 |
5,257 |
+143 |
May17 |
160719 |
487.3 |
487.3 |
480.4 |
482.4 |
-7.0 |
462 |
3,389 |
+227 |
Total Volume and Open Interest |
17,891 |
155,734 |
+1,123 |
Corn(CBOT) |
Sep16 |
160719 |
356.50 |
356.50 |
341.50 |
341.75 |
-15.25 |
104,622 |
508,684 |
-3,565 |
Dec16 |
160719 |
362.50 |
362.75 |
348.25 |
348.50 |
-14.75 |
156,549 |
537,860 |
+921 |
Mar17 |
160719 |
371.50 |
371.50 |
357.25 |
357.50 |
-14.25 |
30,392 |
106,669 |
-534 |
May17 |
160719 |
375.75 |
375.75 |
363.00 |
363.00 |
-13.50 |
5,719 |
26,621 |
+241 |
Jul17 |
160719 |
379.75 |
379.75 |
367.25 |
368.00 |
-12.25 |
5,260 |
63,621 |
+1,147 |
Sep17 |
160719 |
377.75 |
377.75 |
369.25 |
369.50 |
-11.50 |
1,216 |
12,629 |
+235 |
Dec17 |
160719 |
384.00 |
384.50 |
376.00 |
376.50 |
-10.00 |
3,848 |
35,768 |
+282 |
Mar18 |
160719 |
385.75 |
385.75 |
385.75 |
385.75 |
-9.75 |
4 |
1,759 |
+0 |
May18 |
160719 |
391.00 |
391.00 |
391.00 |
391.00 |
-9.50 |
2 |
529 |
+2 |
Jul18 |
160719 |
401.75 |
401.75 |
395.50 |
395.50 |
-9.25 |
14 |
662 |
-11 |
Total Volume and Open Interest |
307,691 |
1,296,559 |
-1,241 |
Wheat(CBOT) |
Sep16 |
160719 |
427.75 |
428.25 |
416.25 |
418.00 |
-11.50 |
76,867 |
252,500 |
-1,870 |
Dec16 |
160719 |
451.75 |
453.00 |
441.00 |
442.50 |
-12.00 |
41,217 |
124,808 |
-235 |
Mar17 |
160719 |
476.00 |
476.00 |
464.00 |
465.50 |
-12.25 |
14,396 |
39,327 |
+211 |
May17 |
160719 |
488.25 |
488.25 |
477.75 |
479.00 |
-13.00 |
3,472 |
9,310 |
+80 |
Jul17 |
160719 |
499.75 |
499.75 |
487.75 |
489.50 |
-12.50 |
3,347 |
21,340 |
+416 |
Sep17 |
160719 |
507.00 |
507.00 |
500.00 |
501.75 |
-12.00 |
631 |
2,375 |
-60 |
Total Volume and Open Interest |
141,140 |
454,089 |
-944 |
Wheat(KCBT) |
Sep16 |
160719 |
419.00 |
419.00 |
408.50 |
410.50 |
-9.50 |
22,954 |
132,472 |
-2,620 |
Dec16 |
160719 |
444.25 |
444.75 |
434.75 |
436.50 |
-9.50 |
10,027 |
48,630 |
-746 |
Mar17 |
160719 |
461.25 |
461.50 |
451.75 |
453.50 |
-9.75 |
5,073 |
20,810 |
+1,103 |
May17 |
160719 |
471.25 |
471.25 |
463.00 |
464.50 |
-9.75 |
1,692 |
7,853 |
+239 |
Jul17 |
160719 |
481.00 |
481.00 |
473.00 |
474.50 |
-9.50 |
2,305 |
13,424 |
+945 |
Sep17 |
160719 |
493.75 |
493.75 |
489.50 |
489.50 |
-9.50 |
178 |
1,213 |
+24 |
Dec17 |
160719 |
512.75 |
512.75 |
506.00 |
510.00 |
-8.00 |
0 |
563 |
+0 |
Total Volume and Open Interest |
42,231 |
225,135 |
-1,053 |
Wheat(MGE) |
Sep16 |
160719 |
496.25 |
496.25 |
487.75 |
488.00 |
-10.00 |
2,681 |
26,367 |
-77 |
Dec16 |
160719 |
511.50 |
511.50 |
503.75 |
504.00 |
-9.75 |
1,307 |
14,730 |
+227 |
Mar17 |
160719 |
525.75 |
526.50 |
520.00 |
520.00 |
-9.50 |
602 |
9,209 |
+110 |
May17 |
160719 |
535.75 |
535.75 |
529.75 |
529.75 |
-9.00 |
415 |
3,849 |
+8 |
Jul17 |
160719 |
544.00 |
544.00 |
539.25 |
539.25 |
-9.00 |
435 |
2,309 |
+15 |
Sep17 |
160719 |
555.00 |
555.00 |
549.75 |
549.75 |
-8.25 |
365 |
1,012 |
+184 |
Total Volume and Open Interest |
5,886 |
57,839 |
+523 |
Oats(CBOT) |
Sep16 |
160719 |
206.25 |
206.25 |
204.00 |
204.25 |
-2.75 |
74 |
3,304 |
+7 |
Dec16 |
160719 |
205.00 |
205.00 |
201.00 |
202.75 |
-2.00 |
622 |
5,710 |
-44 |
Mar17 |
160719 |
209.25 |
212.00 |
209.25 |
210.50 |
-1.25 |
11 |
813 |
-9 |
May17 |
160719 |
215.00 |
215.00 |
215.00 |
215.00 |
-1.25 |
|
|
|
Total Volume and Open Interest |
707 |
9,827 |
-46 |
Rough Rice(CBOT) |
Jul16 |
160714 |
10.38 |
10.85 |
10.38 |
10.38 |
-0.11 |
|
|
|
Sep16 |
160719 |
10.76 |
10.83 |
10.65 |
10.78 |
+0.02 |
186 |
7,895 |
+67 |
Nov16 |
160719 |
11.03 |
11.07 |
10.94 |
11.06 |
+0.03 |
43 |
1,743 |
+22 |
Jan17 |
160719 |
11.30 |
11.30 |
11.03 |
11.30 |
+0.01 |
1 |
99 |
+1 |
Total Volume and Open Interest |
230 |
9,784 |
+90 |
Live Cattle(CME) |
Aug16 |
160719 |
112.430 |
112.930 |
110.000 |
110.400 |
-2.050 |
19,794 |
69,540 |
-4,215 |
Oct16 |
160719 |
110.480 |
111.000 |
109.035 |
109.480 |
-1.155 |
13,836 |
96,510 |
+2,637 |
Dec16 |
160719 |
112.000 |
112.385 |
110.580 |
110.785 |
-1.250 |
6,921 |
46,507 |
+427 |
Feb17 |
160719 |
112.000 |
112.480 |
110.830 |
110.980 |
-1.100 |
2,453 |
16,936 |
+235 |
Apr17 |
160719 |
111.080 |
111.535 |
109.900 |
110.080 |
-1.150 |
1,008 |
9,888 |
+123 |
Jun17 |
160719 |
105.430 |
105.430 |
103.700 |
103.850 |
-1.350 |
545 |
4,111 |
+223 |
Total Volume and Open Interest |
44,658 |
245,481 |
-539 |
Feeder Cattle(CME) |
Aug16 |
160719 |
141.550 |
143.235 |
139.535 |
139.900 |
-1.285 |
3,746 |
19,822 |
-356 |
Sep16 |
160719 |
140.130 |
142.000 |
138.500 |
138.830 |
-1.370 |
1,551 |
10,374 |
+94 |
Oct16 |
160719 |
139.185 |
140.700 |
137.485 |
137.735 |
-1.450 |
1,177 |
6,030 |
+131 |
Nov16 |
160719 |
136.250 |
137.685 |
134.500 |
134.630 |
-1.655 |
552 |
3,895 |
-7 |
Jan17 |
160719 |
133.000 |
133.825 |
131.100 |
131.250 |
-1.800 |
170 |
2,756 |
+28 |
Mar17 |
160719 |
131.500 |
132.185 |
129.050 |
129.575 |
-1.555 |
39 |
507 |
+9 |
Apr17 |
160719 |
131.000 |
131.000 |
129.600 |
129.700 |
-0.785 |
10 |
59 |
+6 |
Total Volume and Open Interest |
7,249 |
43,481 |
-95 |
Lean Hogs(CME) |
Aug16 |
160719 |
78.285 |
78.285 |
77.285 |
77.350 |
-0.480 |
12,829 |
49,385 |
-3,174 |
Oct16 |
160719 |
65.650 |
65.680 |
64.200 |
64.300 |
-1.085 |
10,780 |
96,141 |
+942 |
Dec16 |
160719 |
59.500 |
59.500 |
58.250 |
58.400 |
-0.900 |
4,772 |
46,337 |
-236 |
Feb17 |
160719 |
63.300 |
63.300 |
62.350 |
62.880 |
-0.470 |
1,369 |
20,898 |
-200 |
Apr17 |
160719 |
67.850 |
67.850 |
67.225 |
67.725 |
-0.525 |
712 |
15,305 |
+182 |
May17 |
160719 |
73.180 |
73.180 |
73.180 |
73.180 |
+0.380 |
4 |
203 |
+0 |
Jun17 |
160719 |
76.080 |
76.350 |
75.800 |
76.350 |
-0.250 |
131 |
1,630 |
+14 |
Jul17 |
160719 |
75.580 |
75.580 |
74.830 |
75.580 |
-0.250 |
22 |
317 |
+18 |
Total Volume and Open Interest |
30,620 |
230,339 |
-7,680 |
Class III Milk(CME) |
Jul16 |
160719 |
15.33 |
15.35 |
15.33 |
15.34 |
+0.02 |
87 |
5,370 |
-20 |
Aug16 |
160719 |
16.51 |
16.65 |
16.44 |
16.58 |
+0.08 |
314 |
4,780 |
+69 |
Sep16 |
160719 |
16.57 |
16.70 |
16.46 |
16.60 |
+0.05 |
283 |
4,095 |
+124 |
Oct16 |
160719 |
16.65 |
16.74 |
16.49 |
16.70 |
+0.03 |
171 |
3,484 |
+43 |
Nov16 |
160719 |
16.50 |
16.59 |
16.38 |
16.50 |
unch |
131 |
3,185 |
+29 |
Dec16 |
160719 |
16.22 |
16.25 |
16.20 |
16.25 |
-0.05 |
83 |
2,857 |
+31 |
Jan17 |
160719 |
16.05 |
16.09 |
15.99 |
16.09 |
-0.01 |
44 |
1,150 |
+25 |
Feb17 |
160719 |
16.11 |
16.15 |
16.11 |
16.15 |
unch |
36 |
1,017 |
+35 |
Mar17 |
160719 |
16.15 |
16.15 |
16.15 |
16.15 |
unch |
34 |
949 |
+30 |
Apr17 |
160719 |
16.27 |
16.27 |
16.20 |
16.20 |
-0.04 |
23 |
894 |
+19 |
May17 |
160719 |
16.35 |
16.35 |
16.35 |
16.35 |
unch |
16 |
737 |
+13 |
Jun17 |
160719 |
16.49 |
16.49 |
16.49 |
16.49 |
+0.01 |
36 |
657 |
+13 |
Jul17 |
160719 |
16.56 |
16.56 |
16.53 |
16.54 |
+0.02 |
20 |
210 |
+14 |
Total Volume and Open Interest |
1,421 |
30,386 |
+520 |
Cocoa(ICE) |
Sep16 |
160719 |
3067 |
3068 |
2990 |
2998 |
-87 |
22,766 |
93,803 |
-842 |
Dec16 |
160719 |
3054 |
3057 |
2986 |
2994 |
-79 |
10,212 |
63,291 |
-41 |
Mar17 |
160719 |
3027 |
3031 |
2965 |
2972 |
-74 |
3,768 |
43,482 |
+339 |
May17 |
160719 |
3006 |
3014 |
2950 |
2957 |
-74 |
460 |
8,560 |
+9 |
Jul17 |
160719 |
2961 |
2961 |
2944 |
2948 |
-72 |
75 |
2,644 |
-2 |
Sep17 |
160719 |
2944 |
2944 |
2940 |
2940 |
-71 |
41 |
3,862 |
-25 |
Dec17 |
160719 |
2935 |
2935 |
2931 |
2931 |
-69 |
0 |
586 |
+0 |
Total Volume and Open Interest |
37,323 |
220,090 |
-561 |
Coffee "C"(ICE) |
Jul16 |
160719 |
144.65 |
144.65 |
144.65 |
144.65 |
-3.15 |
6 |
4 |
-6 |
Sep16 |
160719 |
150.40 |
151.30 |
146.25 |
146.55 |
-2.90 |
25,590 |
96,816 |
-169 |
Dec16 |
160719 |
153.30 |
154.20 |
149.25 |
149.50 |
-2.90 |
9,050 |
49,723 |
+1,860 |
Mar17 |
160719 |
156.00 |
156.85 |
151.95 |
152.25 |
-2.85 |
2,945 |
17,593 |
+375 |
May17 |
160719 |
157.60 |
158.35 |
153.60 |
153.90 |
-2.70 |
618 |
9,541 |
+56 |
Jul17 |
160719 |
158.55 |
159.00 |
155.20 |
155.20 |
-2.55 |
146 |
3,233 |
+3 |
Total Volume and Open Interest |
38,892 |
185,876 |
+2,194 |
Orange Juice(ICE) |
Sep16 |
160719 |
184.45 |
186.20 |
181.20 |
182.85 |
-1.60 |
410 |
14,743 |
+77 |
Nov16 |
160719 |
184.00 |
185.45 |
181.05 |
181.95 |
-1.80 |
96 |
2,192 |
-36 |
Jan17 |
160719 |
184.65 |
184.70 |
179.75 |
180.00 |
-3.30 |
1 |
782 |
+0 |
Mar17 |
160719 |
182.70 |
182.70 |
178.00 |
178.00 |
-4.50 |
0 |
117 |
+0 |
May17 |
160719 |
176.40 |
176.40 |
176.40 |
176.40 |
-5.20 |
0 |
10 |
+0 |
Jul17 |
160719 |
174.80 |
174.80 |
174.80 |
174.80 |
-5.20 |
|
|
|
Total Volume and Open Interest |
507 |
17,846 |
+41 |
Sugar #11(ICE) |
Oct16 |
160719 |
19.47 |
19.69 |
19.22 |
19.36 |
-0.01 |
65,059 |
446,423 |
-12,183 |
Mar17 |
160719 |
19.72 |
19.94 |
19.49 |
19.62 |
-0.02 |
19,625 |
222,195 |
+1,191 |
May17 |
160719 |
19.05 |
19.30 |
18.90 |
19.02 |
unch |
7,643 |
61,024 |
+1,258 |
Jul17 |
160719 |
18.55 |
18.72 |
18.39 |
18.46 |
-0.03 |
5,418 |
48,531 |
-153 |
Oct17 |
160719 |
18.23 |
18.35 |
18.05 |
18.10 |
-0.08 |
3,407 |
29,154 |
-431 |
Mar18 |
160719 |
18.10 |
18.19 |
17.94 |
17.97 |
-0.10 |
599 |
13,908 |
-1 |
May18 |
160719 |
17.67 |
17.69 |
17.48 |
17.52 |
-0.13 |
315 |
4,501 |
+53 |
Jul18 |
160719 |
17.36 |
17.36 |
17.19 |
17.22 |
-0.15 |
234 |
4,751 |
+48 |
Total Volume and Open Interest |
102,607 |
836,376 |
-10,307 |
London Cocoa(LCE) |
Sep16 |
160719 |
2473 |
2480 |
2435 |
2437 |
-33 |
8,527 |
108,493 |
+576 |
Dec16 |
160719 |
2409 |
2415 |
2373 |
2375 |
-32 |
6,713 |
73,955 |
+1,106 |
Mar17 |
160719 |
2358 |
2360 |
2323 |
2325 |
-31 |
3,410 |
56,717 |
+423 |
May17 |
160719 |
2342 |
2344 |
2309 |
2311 |
-29 |
902 |
20,304 |
+164 |
Jul17 |
160719 |
2324 |
2324 |
2303 |
2305 |
-28 |
186 |
2,934 |
-14 |
Sep17 |
160719 |
2300 |
2300 |
2295 |
2297 |
-27 |
22 |
2,300 |
+17 |
Dec17 |
160719 |
2284 |
2284 |
2284 |
2284 |
-26 |
0 |
441 |
+0 |
Total Volume and Open Interest |
19,760 |
265,144 |
+2,272 |
London Sugar(LCE) |
Oct16 |
160719 |
534.40 |
540.00 |
531.60 |
535.50 |
+1.50 |
10,544 |
46,575 |
-879 |
Dec16 |
160719 |
532.30 |
537.30 |
529.40 |
533.40 |
+1.90 |
2,170 |
16,558 |
+291 |
Mar17 |
160719 |
531.50 |
535.00 |
527.10 |
530.60 |
+1.10 |
1,206 |
16,633 |
+193 |
May17 |
160719 |
524.50 |
527.80 |
520.00 |
522.70 |
-0.10 |
719 |
6,836 |
+246 |
Aug17 |
160719 |
516.30 |
518.10 |
513.70 |
513.80 |
-1.30 |
455 |
3,712 |
-42 |
Total Volume and Open Interest |
15,372 |
93,275 |
-1,310 |
Cotton(ICE) |
Oct16 |
160719 |
73.54 |
73.94 |
72.47 |
72.96 |
-0.67 |
70 |
168 |
-2 |
Dec16 |
160719 |
73.95 |
74.46 |
72.63 |
73.27 |
-0.68 |
23,862 |
181,153 |
-530 |
Mar17 |
160719 |
74.02 |
74.36 |
72.88 |
73.49 |
-0.46 |
3,585 |
28,529 |
+1,476 |
May17 |
160719 |
74.23 |
74.23 |
73.27 |
73.61 |
-0.22 |
450 |
5,206 |
+136 |
Jul17 |
160719 |
74.07 |
74.07 |
73.25 |
73.64 |
-0.09 |
335 |
3,921 |
+21 |
Oct17 |
160719 |
73.07 |
73.07 |
73.07 |
73.07 |
-0.07 |
|
|
|
Total Volume and Open Interest |
28,619 |
226,895 |
+1,308 |
Lumber(CME) |
Sep16 |
160719 |
332.7 |
333.1 |
323.6 |
325.7 |
-2.6 |
779 |
4,295 |
+207 |
Nov16 |
160719 |
337.3 |
338.1 |
329.0 |
331.7 |
-2.1 |
58 |
337 |
+8 |
Jan17 |
160719 |
341.8 |
341.8 |
335.8 |
338.2 |
+1.8 |
4 |
51 |
+1 |
Mar17 |
160719 |
339.0 |
339.6 |
339.0 |
339.0 |
+0.4 |
1 |
23 |
+1 |
Total Volume and Open Interest |
842 |
4,735 |
+202 |
Crude Oil(NYM) |
Aug16 |
160719 |
45.23 |
45.67 |
44.53 |
44.65 |
-0.59 |
430,256 |
83,422 |
-50,144 |
Sep16 |
160719 |
45.93 |
46.38 |
45.28 |
45.45 |
-0.49 |
265,014 |
496,045 |
+11,611 |
Oct16 |
160719 |
46.44 |
46.99 |
46.01 |
46.14 |
-0.40 |
45,374 |
122,419 |
+201 |
Nov16 |
160719 |
47.20 |
47.66 |
46.75 |
46.88 |
-0.34 |
29,452 |
118,485 |
-4 |
Dec16 |
160719 |
47.92 |
48.33 |
47.47 |
47.60 |
-0.28 |
53,249 |
260,759 |
+1,400 |
Jan17 |
160719 |
48.33 |
48.88 |
48.09 |
48.21 |
-0.24 |
13,864 |
64,370 |
+1,499 |
Feb17 |
160719 |
48.74 |
49.04 |
48.63 |
48.72 |
-0.20 |
7,480 |
34,106 |
+727 |
Mar17 |
160719 |
49.12 |
49.74 |
49.04 |
49.14 |
-0.15 |
12,743 |
66,111 |
+1,951 |
Apr17 |
160719 |
49.38 |
49.95 |
49.36 |
49.48 |
-0.10 |
5,559 |
23,125 |
+677 |
May17 |
160719 |
50.01 |
50.12 |
49.69 |
49.77 |
-0.04 |
2,815 |
20,299 |
+516 |
Jun17 |
160719 |
50.00 |
50.55 |
49.75 |
50.01 |
+0.01 |
22,950 |
78,093 |
+238 |
Jul17 |
160719 |
50.52 |
50.52 |
50.14 |
50.21 |
+0.04 |
2,083 |
17,929 |
+506 |
Aug17 |
160719 |
50.50 |
50.53 |
50.39 |
50.39 |
+0.07 |
658 |
14,590 |
+197 |
Sep17 |
160719 |
50.59 |
51.44 |
50.59 |
50.59 |
+0.10 |
4,528 |
32,482 |
-22 |
Oct17 |
160719 |
50.79 |
50.79 |
50.79 |
50.79 |
+0.12 |
745 |
10,992 |
+32 |
Nov17 |
160719 |
51.00 |
51.00 |
51.00 |
51.00 |
+0.13 |
546 |
11,772 |
+64 |
Total Volume and Open Interest |
924,313 |
1,708,253 |
-31,162 |
e-miNY Crude Oil(NYM) |
Aug16 |
160719 |
45.175 |
45.650 |
44.575 |
44.650 |
-0.600 |
9,153 |
1,289 |
-88 |
Sep16 |
160719 |
45.875 |
46.375 |
45.275 |
45.450 |
-0.500 |
1,395 |
753 |
+77 |
Oct16 |
160719 |
46.500 |
46.850 |
46.000 |
46.150 |
-0.400 |
83 |
153 |
+5 |
Nov16 |
160719 |
47.025 |
47.125 |
46.825 |
46.875 |
-0.350 |
5 |
28 |
+3 |
Dec16 |
160719 |
48.100 |
48.100 |
47.600 |
47.600 |
-0.275 |
41 |
313 |
+13 |
Jan17 |
160719 |
48.350 |
48.350 |
48.200 |
48.200 |
-0.250 |
0 |
17 |
+0 |
Feb17 |
160719 |
48.875 |
48.875 |
48.725 |
48.725 |
-0.200 |
0 |
11 |
+0 |
Mar17 |
160719 |
49.150 |
49.150 |
49.150 |
49.150 |
-0.150 |
2 |
12 |
+0 |
Apr17 |
160719 |
49.475 |
49.475 |
49.475 |
49.475 |
-0.100 |
2 |
2 |
+2 |
May17 |
160719 |
49.775 |
49.775 |
49.775 |
49.775 |
-0.025 |
|
|
|
Total Volume and Open Interest |
10,681 |
2,740 |
+12 |
NY Harbor ULSD(NYM) |
Aug16 |
160719 |
138.20 |
140.73 |
137.18 |
138.41 |
+0.63 |
52,922 |
55,329 |
-1,114 |
Sep16 |
160719 |
140.60 |
143.14 |
139.65 |
140.98 |
+0.59 |
34,762 |
79,600 |
+506 |
Oct16 |
160719 |
143.41 |
145.51 |
142.25 |
143.45 |
+0.47 |
18,842 |
41,646 |
-144 |
Nov16 |
160719 |
145.53 |
147.73 |
144.62 |
145.72 |
+0.40 |
12,850 |
30,728 |
+718 |
Dec16 |
160719 |
147.37 |
149.70 |
146.78 |
147.73 |
+0.36 |
14,722 |
51,021 |
+696 |
Jan17 |
160719 |
151.01 |
151.01 |
149.19 |
149.67 |
+0.29 |
5,819 |
23,810 |
+71 |
Feb17 |
160719 |
151.42 |
151.94 |
150.67 |
150.95 |
+0.19 |
2,524 |
12,612 |
+436 |
Mar17 |
160719 |
151.43 |
152.88 |
151.10 |
151.53 |
+0.12 |
2,255 |
13,910 |
-10 |
Apr17 |
160719 |
151.73 |
151.73 |
151.06 |
151.44 |
+0.08 |
459 |
7,571 |
-24 |
May17 |
160719 |
151.40 |
152.25 |
151.27 |
151.77 |
+0.11 |
427 |
3,623 |
+150 |
Jun17 |
160719 |
152.33 |
153.60 |
152.17 |
152.40 |
+0.15 |
2,898 |
20,934 |
+143 |
Jul17 |
160719 |
153.25 |
153.83 |
153.25 |
153.30 |
+0.17 |
149 |
2,482 |
+4 |
Aug17 |
160719 |
154.32 |
154.32 |
153.50 |
154.32 |
+0.18 |
122 |
1,410 |
-30 |
Sep17 |
160719 |
155.55 |
155.55 |
155.55 |
155.55 |
+0.22 |
52 |
1,616 |
+2 |
Total Volume and Open Interest |
150,295 |
373,629 |
+1,073 |
RBOB Gasoline(NYM) |
Aug16 |
160719 |
138.83 |
139.77 |
137.15 |
137.57 |
-1.15 |
47,386 |
62,327 |
-7,533 |
Sep16 |
160719 |
139.72 |
140.60 |
138.00 |
138.52 |
-1.09 |
39,820 |
111,191 |
+6,642 |
Oct16 |
160719 |
132.03 |
133.21 |
130.99 |
131.49 |
-0.77 |
27,369 |
54,203 |
+2,637 |
Nov16 |
160719 |
131.77 |
132.76 |
130.67 |
131.22 |
-0.59 |
19,026 |
36,013 |
+1,966 |
Dec16 |
160719 |
131.62 |
132.69 |
130.64 |
131.16 |
-0.46 |
14,473 |
44,927 |
+574 |
Jan17 |
160719 |
131.88 |
133.52 |
131.66 |
132.15 |
-0.34 |
3,928 |
15,093 |
+8 |
Feb17 |
160719 |
134.34 |
134.34 |
133.16 |
133.67 |
-0.23 |
2,404 |
4,650 |
+313 |
Mar17 |
160719 |
135.50 |
135.87 |
135.39 |
135.68 |
-0.14 |
2,746 |
11,898 |
+728 |
Apr17 |
160719 |
154.26 |
154.29 |
153.65 |
154.02 |
-0.15 |
2,071 |
12,245 |
+292 |
May17 |
160719 |
155.09 |
155.09 |
155.09 |
155.09 |
-0.23 |
483 |
4,715 |
+61 |
Total Volume and Open Interest |
163,679 |
392,326 |
+6,024 |
e-miNY RBOB Gasoline(NYM) |
Aug16 |
160719 |
137.60 |
137.60 |
137.57 |
137.60 |
-1.12 |
0 |
1 |
+0 |
Sep16 |
160719 |
138.50 |
138.52 |
138.50 |
138.50 |
-1.11 |
|
|
|
Oct16 |
160719 |
131.50 |
131.50 |
131.49 |
131.50 |
-0.76 |
|
|
|
Nov16 |
160719 |
131.20 |
131.22 |
131.20 |
131.20 |
-0.61 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Aug16 |
160719 |
2.733 |
2.787 |
2.714 |
2.728 |
+0.006 |
122,444 |
102,753 |
-4,144 |
Sep16 |
160719 |
2.699 |
2.751 |
2.682 |
2.689 |
-0.003 |
68,066 |
246,910 |
+5,330 |
Oct16 |
160719 |
2.747 |
2.794 |
2.725 |
2.730 |
-0.008 |
35,314 |
111,854 |
+707 |
Nov16 |
160719 |
2.932 |
2.972 |
2.900 |
2.909 |
-0.015 |
18,514 |
88,416 |
+1,230 |
Dec16 |
160719 |
3.200 |
3.236 |
3.170 |
3.180 |
-0.014 |
8,748 |
55,135 |
-323 |
Jan17 |
160719 |
3.330 |
3.367 |
3.304 |
3.312 |
-0.013 |
15,728 |
110,931 |
+735 |
Feb17 |
160719 |
3.305 |
3.349 |
3.294 |
3.302 |
-0.013 |
3,816 |
30,119 |
+82 |
Mar17 |
160719 |
3.269 |
3.300 |
3.252 |
3.254 |
-0.013 |
6,502 |
62,002 |
+93 |
Apr17 |
160719 |
3.027 |
3.059 |
3.007 |
3.009 |
-0.021 |
8,557 |
53,320 |
+12 |
May17 |
160719 |
2.997 |
3.022 |
2.982 |
2.982 |
-0.021 |
3,905 |
21,867 |
+304 |
Jun17 |
160719 |
3.031 |
3.054 |
3.015 |
3.015 |
-0.021 |
2,166 |
20,497 |
+669 |
Jul17 |
160719 |
3.084 |
3.084 |
3.046 |
3.046 |
-0.021 |
1,387 |
12,978 |
+18 |
Aug17 |
160719 |
3.070 |
3.082 |
3.053 |
3.053 |
-0.020 |
944 |
14,697 |
+394 |
Sep17 |
160719 |
3.051 |
3.052 |
3.031 |
3.031 |
-0.020 |
821 |
8,609 |
+193 |
Oct17 |
160719 |
3.086 |
3.094 |
3.054 |
3.055 |
-0.020 |
1,649 |
20,082 |
+53 |
Nov17 |
160719 |
3.142 |
3.149 |
3.111 |
3.111 |
-0.021 |
1,023 |
8,736 |
+6 |
Total Volume and Open Interest |
302,725 |
1,029,202 |
+5,710 |
Brent Crude Oil(ICE) |
Sep16 |
160719 |
46.93 |
47.49 |
46.53 |
46.66 |
-0.30 |
260,430 |
294,057 |
-22,677 |
Oct16 |
160719 |
47.42 |
47.98 |
47.04 |
47.18 |
-0.27 |
152,734 |
309,428 |
+13,130 |
Nov16 |
160719 |
47.84 |
48.37 |
47.45 |
47.61 |
-0.24 |
77,371 |
254,385 |
+3,276 |
Dec16 |
160719 |
48.33 |
48.94 |
48.01 |
48.18 |
-0.22 |
97,513 |
379,717 |
+2,812 |
Jan17 |
160719 |
48.84 |
49.40 |
48.49 |
48.67 |
-0.20 |
18,130 |
100,039 |
+519 |
Feb17 |
160719 |
49.27 |
49.83 |
48.95 |
49.14 |
-0.17 |
9,855 |
75,538 |
+789 |
Mar17 |
160719 |
49.67 |
50.25 |
49.41 |
49.59 |
-0.13 |
16,697 |
68,813 |
+2,375 |
Apr17 |
160719 |
50.05 |
50.64 |
49.88 |
49.99 |
-0.10 |
5,972 |
26,618 |
+315 |
May17 |
160719 |
50.32 |
51.00 |
50.24 |
50.36 |
-0.08 |
4,450 |
38,719 |
+191 |
Jun17 |
160719 |
50.63 |
51.32 |
50.43 |
50.68 |
-0.07 |
20,625 |
106,173 |
+1,749 |
Jul17 |
160719 |
51.08 |
51.08 |
51.01 |
51.01 |
-0.06 |
707 |
18,953 |
+197 |
Aug17 |
160719 |
51.33 |
51.33 |
51.33 |
51.33 |
-0.03 |
1,500 |
18,131 |
+664 |
Sep17 |
160719 |
51.60 |
51.60 |
51.60 |
51.60 |
-0.02 |
4,486 |
39,306 |
+1,047 |
Oct17 |
160719 |
51.91 |
51.91 |
51.86 |
51.86 |
-0.01 |
397 |
14,740 |
+6 |
Total Volume and Open Interest |
707,186 |
2,208,512 |
+1,891 |
Gas Oil(ICE) |
Aug16 |
160719 |
403.00 |
414.50 |
402.50 |
409.25 |
+7.50 |
76,504 |
109,428 |
+5,731 |
Sep16 |
160719 |
411.00 |
420.50 |
409.50 |
415.25 |
+6.50 |
80,340 |
105,718 |
+4,600 |
Oct16 |
160719 |
417.00 |
426.25 |
415.75 |
421.25 |
+5.75 |
48,769 |
75,102 |
+9,307 |
Nov16 |
160719 |
420.75 |
430.00 |
420.50 |
424.75 |
+5.00 |
16,609 |
47,496 |
-149 |
Dec16 |
160719 |
424.75 |
433.50 |
423.75 |
428.25 |
+4.50 |
29,437 |
106,489 |
+4,155 |
Jan17 |
160719 |
429.50 |
437.25 |
429.00 |
433.00 |
+4.50 |
6,893 |
37,755 |
+618 |
Feb17 |
160719 |
433.75 |
442.25 |
433.50 |
437.25 |
+4.25 |
4,987 |
18,375 |
+1,853 |
Mar17 |
160719 |
438.00 |
446.00 |
437.25 |
441.00 |
+4.25 |
3,102 |
23,372 |
-162 |
Apr17 |
160719 |
440.75 |
449.00 |
440.75 |
444.25 |
+4.25 |
1,226 |
10,823 |
+12 |
May17 |
160719 |
446.25 |
450.50 |
445.50 |
447.25 |
+4.00 |
682 |
13,145 |
-236 |
Total Volume and Open Interest |
287,001 |
713,462 |
+27,351 |
Ethanol(CBOT) |
Aug16 |
160719 |
1.547 |
1.547 |
1.515 |
1.521 |
-0.048 |
203 |
1,492 |
-161 |
Sep16 |
160719 |
1.527 |
1.527 |
1.505 |
1.511 |
-0.041 |
190 |
1,199 |
+135 |
Oct16 |
160719 |
1.475 |
1.516 |
1.475 |
1.475 |
-0.041 |
7 |
404 |
+0 |
Nov16 |
160719 |
1.445 |
1.445 |
1.445 |
1.445 |
-0.035 |
1 |
391 |
+1 |
Dec16 |
160719 |
1.422 |
1.446 |
1.422 |
1.422 |
-0.035 |
0 |
1,125 |
+0 |
Jan17 |
160719 |
1.398 |
1.398 |
1.398 |
1.398 |
-0.035 |
0 |
191 |
+0 |
Feb17 |
160719 |
1.395 |
1.395 |
1.395 |
1.395 |
-0.035 |
0 |
63 |
+0 |
Mar17 |
160719 |
1.395 |
1.395 |
1.395 |
1.395 |
-0.035 |
|
|
|
Total Volume and Open Interest |
401 |
4,867 |
-25 |
WTI Crude Oil(ICE) |
Aug16 |
160719 |
45.16 |
45.67 |
44.57 |
44.65 |
-0.59 |
40,757 |
32,977 |
-1,638 |
Sep16 |
160719 |
45.85 |
46.38 |
45.32 |
45.45 |
-0.49 |
52,288 |
86,097 |
+1,500 |
Oct16 |
160719 |
46.48 |
46.97 |
46.05 |
46.14 |
-0.40 |
22,052 |
25,532 |
-3,229 |
Nov16 |
160719 |
47.07 |
47.65 |
46.78 |
46.88 |
-0.34 |
10,116 |
32,207 |
+1,959 |
Dec16 |
160719 |
47.73 |
48.34 |
47.50 |
47.60 |
-0.28 |
20,697 |
90,241 |
+547 |
Jan17 |
160719 |
48.88 |
48.88 |
48.12 |
48.21 |
-0.24 |
2,695 |
17,879 |
+433 |
Feb17 |
160719 |
49.33 |
49.33 |
48.62 |
48.72 |
-0.20 |
2,590 |
19,886 |
-142 |
Mar17 |
160719 |
49.52 |
49.72 |
49.08 |
49.14 |
-0.15 |
3,900 |
19,507 |
+1,529 |
Apr17 |
160719 |
49.62 |
49.71 |
49.48 |
49.48 |
-0.10 |
1,311 |
3,033 |
-46 |
May17 |
160719 |
49.77 |
49.77 |
49.77 |
49.77 |
-0.04 |
339 |
2,060 |
+75 |
Jun17 |
160719 |
50.51 |
50.51 |
50.01 |
50.01 |
+0.01 |
2,896 |
31,592 |
+898 |
Jul17 |
160719 |
50.21 |
50.21 |
50.21 |
50.21 |
+0.04 |
110 |
1,694 |
+78 |
Aug17 |
160719 |
50.39 |
50.39 |
50.39 |
50.39 |
+0.07 |
122 |
823 |
-96 |
Sep17 |
160719 |
50.59 |
50.59 |
50.59 |
50.59 |
+0.10 |
1,629 |
9,596 |
+1,496 |
Oct17 |
160719 |
50.79 |
50.79 |
50.79 |
50.79 |
+0.12 |
72 |
1,283 |
-1 |
Nov17 |
160719 |
51.00 |
51.00 |
51.00 |
51.00 |
+0.13 |
84 |
774 |
-10 |
Total Volume and Open Interest |
168,956 |
470,444 |
+2,605 |
US Dollar Index(ICE) |
Sep16 |
160719 |
96.590 |
97.185 |
96.530 |
97.107 |
+0.520 |
22,806 |
46,939 |
-406 |
Dec16 |
160719 |
96.550 |
97.145 |
96.550 |
97.088 |
+0.520 |
491 |
3,356 |
+90 |
Mar17 |
160719 |
96.770 |
97.118 |
96.770 |
97.118 |
+0.515 |
65 |
1,523 |
+35 |
Total Volume and Open Interest |
23,362 |
51,834 |
-281 |
Australian Dollar(CME) |
Sep16 |
160719 |
75.66 |
75.71 |
74.59 |
74.93 |
-0.83 |
98,696 |
90,990 |
+1,220 |
Dec16 |
160719 |
75.34 |
75.37 |
74.39 |
74.72 |
-0.82 |
81 |
1,208 |
+0 |
Mar17 |
160719 |
74.55 |
75.46 |
74.44 |
74.55 |
-0.81 |
0 |
11 |
+0 |
Total Volume and Open Interest |
98,777 |
92,210 |
+1,220 |
British Pound(CME) |
Sep16 |
160719 |
132.57 |
132.83 |
130.82 |
130.98 |
-1.69 |
151,196 |
235,882 |
+1,573 |
Dec16 |
160719 |
132.60 |
132.98 |
131.01 |
131.16 |
-1.69 |
256 |
1,771 |
+51 |
Mar17 |
160719 |
132.25 |
132.25 |
131.26 |
131.38 |
-1.68 |
38 |
127 |
+8 |
Total Volume and Open Interest |
151,770 |
238,290 |
+1,892 |
Canadian Dollar(CME) |
Sep16 |
160719 |
77.24 |
77.31 |
76.61 |
76.80 |
-0.44 |
57,547 |
114,588 |
+19 |
Dec16 |
160719 |
77.22 |
77.28 |
76.64 |
76.81 |
-0.44 |
163 |
3,856 |
+57 |
Mar17 |
160719 |
77.00 |
77.03 |
76.68 |
76.83 |
-0.44 |
10 |
362 |
-10 |
Jun17 |
160719 |
76.85 |
77.06 |
76.74 |
76.85 |
-0.44 |
0 |
124 |
+0 |
Total Volume and Open Interest |
57,720 |
118,970 |
+66 |
Japanese Yen(CME) |
Sep16 |
160719 |
94.43 |
94.89 |
94.08 |
94.51 |
+0.05 |
154,840 |
157,793 |
+63 |
Dec16 |
160719 |
94.92 |
95.23 |
94.45 |
94.87 |
+0.04 |
263 |
1,290 |
+77 |
Mar17 |
160719 |
95.29 |
95.75 |
94.89 |
95.29 |
+0.04 |
0 |
41 |
+0 |
Total Volume and Open Interest |
155,106 |
159,231 |
+140 |
Swiss Franc(CME) |
Sep16 |
160719 |
102.11 |
102.21 |
101.53 |
101.79 |
-0.31 |
13,388 |
39,741 |
+530 |
Dec16 |
160719 |
102.18 |
102.71 |
102.11 |
102.35 |
-0.31 |
14 |
80 |
-4 |
Mar17 |
160719 |
102.85 |
102.85 |
102.71 |
102.85 |
-0.32 |
|
|
|
Total Volume and Open Interest |
13,402 |
39,841 |
+526 |
EuroFX(CME) |
Sep16 |
160719 |
111.01 |
111.08 |
110.26 |
110.42 |
-0.54 |
141,796 |
370,484 |
+8,850 |
Dec16 |
160719 |
111.48 |
111.48 |
110.68 |
110.83 |
-0.55 |
694 |
4,707 |
+105 |
Mar17 |
160719 |
111.27 |
111.86 |
111.16 |
111.27 |
-0.54 |
9 |
1,473 |
+0 |
Total Volume and Open Interest |
142,499 |
377,323 |
+8,955 |
Mexican Peso(CME) |
Jul16 |
160718 |
539.75 |
539.75 |
539.75 |
539.75 |
-1.88 |
1 |
7 |
-1 |
Aug16 |
160719 |
537.75 |
537.75 |
537.75 |
537.75 |
-4.50 |
|
|
|
Total Volume and Open Interest |
34,909 |
96,280 |
-749 |
Brazilian Real(CME) |
Aug16 |
160719 |
302.25 |
306.35 |
302.10 |
305.30 |
-0.45 |
1,192 |
22,636 |
-366 |
Sep16 |
160719 |
302.00 |
303.55 |
300.40 |
302.35 |
-0.45 |
11 |
3,460 |
-1 |
Oct16 |
160719 |
299.75 |
299.75 |
299.75 |
299.75 |
-0.65 |
|
|
|
Nov16 |
160719 |
297.00 |
297.00 |
297.00 |
297.00 |
-0.70 |
|
|
|
Total Volume and Open Interest |
1,203 |
26,126 |
-367 |
30-Year T-Bonds(CBOT) |
Sep16 |
160719 |
171~250 |
172~220 |
171~220 |
172~070 |
+0~210 |
234,879 |
594,433 |
+10,550 |
Dec16 |
160719 |
170~130 |
171~020 |
170~130 |
170~250 |
+0~210 |
90 |
199 |
+23 |
Mar17 |
160719 |
169~210 |
169~210 |
169~210 |
169~210 |
+0~210 |
|
|
|
Total Volume and Open Interest |
234,969 |
594,632 |
+10,573 |
10-Year T-Notes(CBOT) |
Sep16 |
160719 |
132~015 |
132~130 |
132~000 |
132~075 |
+0~065 |
1,236,322 |
2,849,186 |
-5,869 |
Dec16 |
160719 |
131~090 |
131~115 |
131~065 |
131~095 |
+0~065 |
404 |
5,214 |
+323 |
Mar17 |
160719 |
130~155 |
130~155 |
130~155 |
130~155 |
+0~065 |
|
|
|
Total Volume and Open Interest |
1,236,726 |
2,854,400 |
-5,546 |
5-Year T-Notes(CBOT) |
Sep16 |
160719 |
121~154 |
121~214 |
121~144 |
121~170 |
+0~020 |
664,995 |
2,666,915 |
-27,608 |
Dec16 |
160719 |
121~156 |
121~180 |
121~156 |
121~170 |
+0~022 |
253 |
1,544 |
+69 |
Total Volume and Open Interest |
665,248 |
2,668,459 |
-27,539 |
2 Year T-Notes(CBOT) |
Sep16 |
160719 |
109~114 |
109~134 |
109~110 |
109~120 |
+0~002 |
324,800 |
1,026,320 |
+5,432 |
Dec16 |
160719 |
109~090 |
109~090 |
109~090 |
109~090 |
-0~012 |
|
|
|
Mar17 |
160719 |
109~084 |
109~084 |
109~084 |
109~084 |
-0~012 |
|
|
|
Total Volume and Open Interest |
324,800 |
1,026,320 |
+5,432 |
Eurodollars(CME) |
Sep16 |
160719 |
99.250 |
99.265 |
99.240 |
99.240 |
-0.010 |
337,583 |
1,230,080 |
+19,655 |
Dec16 |
160719 |
99.175 |
99.200 |
99.160 |
99.165 |
-0.010 |
358,866 |
1,459,493 |
+34,316 |
Mar17 |
160719 |
99.135 |
99.160 |
99.120 |
99.125 |
-0.010 |
267,677 |
986,878 |
-8,393 |
Jun17 |
160719 |
99.095 |
99.125 |
99.080 |
99.085 |
-0.005 |
229,815 |
865,960 |
-2,564 |
Sep17 |
160719 |
99.045 |
99.085 |
99.040 |
99.045 |
-0.005 |
247,035 |
823,156 |
-475 |
Dec17 |
160719 |
98.995 |
99.035 |
98.990 |
98.995 |
unch |
332,109 |
1,239,614 |
-29,116 |
Mar18 |
160719 |
98.965 |
99.005 |
98.960 |
98.965 |
unch |
166,845 |
612,935 |
-2,623 |
Jun18 |
160719 |
98.935 |
98.970 |
98.920 |
98.930 |
+0.005 |
160,979 |
479,162 |
+3,728 |
Sep18 |
160719 |
98.890 |
98.930 |
98.885 |
98.890 |
+0.005 |
198,952 |
454,504 |
+9,318 |
Dec18 |
160719 |
98.845 |
98.885 |
98.840 |
98.845 |
+0.005 |
134,564 |
574,589 |
+2,363 |
Mar19 |
160719 |
98.805 |
98.860 |
98.800 |
98.815 |
+0.005 |
98,517 |
351,545 |
-1,282 |
Jun19 |
160719 |
98.770 |
98.815 |
98.760 |
98.775 |
+0.005 |
87,528 |
276,641 |
+882 |
Sep19 |
160719 |
98.725 |
98.775 |
98.725 |
98.730 |
+0.005 |
81,557 |
215,777 |
-14,047 |
Dec19 |
160719 |
98.675 |
98.725 |
98.675 |
98.680 |
+0.005 |
60,780 |
224,167 |
+5,224 |
Mar20 |
160719 |
98.635 |
98.685 |
98.635 |
98.645 |
+0.010 |
40,024 |
140,885 |
+1,848 |
Jun20 |
160719 |
98.590 |
98.640 |
98.590 |
98.600 |
+0.010 |
35,649 |
90,403 |
+99 |
Sep20 |
160719 |
98.550 |
98.590 |
98.550 |
98.555 |
+0.010 |
35,497 |
89,870 |
-16,323 |
Dec20 |
160719 |
98.510 |
98.545 |
98.500 |
98.505 |
+0.015 |
22,649 |
89,953 |
+1,735 |
Total Volume and Open Interest |
2,991,445 |
10,634,386 |
-1,821 |
Ultra T-Bond(CBOT) |
Sep16 |
160719 |
186~13 |
187~20 |
186~08 |
187~04 |
+1~00 |
76,434 |
591,705 |
+5,030 |
Dec16 |
160719 |
186~10 |
186~10 |
186~10 |
186~10 |
+1~00 |
|
|
|
Mar17 |
160719 |
185~10 |
185~10 |
185~10 |
185~10 |
+1~00 |
|
|
|
Total Volume and Open Interest |
76,434 |
591,705 |
+5,030 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160719 |
144~180 |
145~040 |
144~165 |
144~275 |
+0~115 |
76,303 |
165,927 |
+1,732 |
Dec16 |
160719 |
144~175 |
144~175 |
144~175 |
144~175 |
+0~105 |
|
|
|
Mar17 |
160719 |
144~175 |
144~175 |
144~175 |
144~175 |
+0~105 |
|
|
|
Total Volume and Open Interest |
76,303 |
165,927 |
+1,732 |
30 Day Federal Funds(CBOT) |
Jul16 |
160719 |
99.605 |
99.607 |
99.605 |
99.607 |
unch |
5,253 |
173,401 |
+1,281 |
Aug16 |
160719 |
99.605 |
99.610 |
99.605 |
99.605 |
unch |
9,855 |
149,531 |
-2,233 |
Sep16 |
160719 |
99.600 |
99.600 |
99.590 |
99.590 |
-0.005 |
8,292 |
52,483 |
-990 |
Oct16 |
160719 |
99.575 |
99.580 |
99.565 |
99.570 |
-0.005 |
33,421 |
129,125 |
-4,433 |
Nov16 |
160719 |
99.575 |
99.580 |
99.560 |
99.565 |
-0.005 |
12,174 |
65,396 |
-2,030 |
Dec16 |
160719 |
99.545 |
99.550 |
99.530 |
99.535 |
-0.005 |
8,260 |
39,521 |
+2,094 |
Total Volume and Open Interest |
122,190 |
810,631 |
-6,757 |
3-Mth Euro-Yen(CME) |
Sep16 |
160719 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160719 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160719 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160719 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160719 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160719 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160719 |
99.995 |
99.995 |
99.995 |
99.995 |
unch |
|
|
|
Jun18 |
160719 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
|
|
|
Sep18 |
160719 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec18 |
160719 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep16 |
160719 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160719 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160719 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160719 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160719 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160719 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160719 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160719 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160719 |
152.82 |
153.25 |
152.70 |
153.10 |
+0.34 |
2,555 |
19,085 |
-251 |
Dec16 |
160719 |
152.90 |
153.24 |
152.90 |
153.24 |
+0.34 |
0 |
3 |
+0 |
Mar17 |
160719 |
153.16 |
153.16 |
153.16 |
153.16 |
+0.34 |
|
|
|
Total Volume and Open Interest |
2,555 |
19,088 |
-251 |
Euro-Buxl(EUREX) |
Sep16 |
160719 |
190.72 |
191.68 |
189.98 |
190.46 |
+0.48 |
24,072 |
131,489 |
-7,089 |
Dec16 |
160719 |
189.64 |
189.64 |
188.82 |
188.82 |
+0.48 |
0 |
26 |
+0 |
Mar17 |
160719 |
188.82 |
188.82 |
188.82 |
188.82 |
+0.48 |
|
|
|
Total Volume and Open Interest |
24,072 |
131,515 |
-7,089 |
Euro-Bund(EUREX) |
Sep16 |
160719 |
166.57 |
166.87 |
166.33 |
166.49 |
+0.13 |
482,625 |
1,589,261 |
-90,580 |
Dec16 |
160719 |
164.01 |
164.08 |
163.73 |
163.80 |
+0.14 |
168 |
1,126 |
+160 |
Mar17 |
160719 |
166.02 |
166.02 |
165.99 |
165.99 |
+0.13 |
10 |
18 |
+10 |
Total Volume and Open Interest |
482,803 |
1,590,405 |
-90,410 |
Euro-Bobl(EUREX) |
Sep16 |
160719 |
133.63 |
133.72 |
133.51 |
133.57 |
-0.03 |
339,434 |
1,249,671 |
-49,865 |
Dec16 |
160719 |
131.57 |
131.57 |
131.57 |
131.57 |
-0.03 |
4 |
666 |
+2 |
Mar17 |
160719 |
133.57 |
133.57 |
133.57 |
133.57 |
-0.03 |
|
|
|
Total Volume and Open Interest |
339,438 |
1,250,337 |
-49,863 |
Euro-Schatz(EUREX) |
Sep16 |
160719 |
112.07 |
112.08 |
112.03 |
112.05 |
-0.01 |
176,900 |
1,118,532 |
+7,805 |
Dec16 |
160719 |
112.05 |
112.05 |
112.05 |
112.05 |
-0.01 |
0 |
185 |
+0 |
Mar17 |
160719 |
112.05 |
112.05 |
112.05 |
112.05 |
-0.01 |
|
|
|
Total Volume and Open Interest |
176,900 |
1,118,717 |
+7,805 |
3-Mth Euribor(EUREX) |
Sep16 |
160719 |
100.320 |
100.320 |
100.320 |
100.320 |
unch |
0 |
4,976 |
+0 |
Dec16 |
160719 |
100.345 |
100.345 |
100.345 |
100.345 |
unch |
3 |
2,168 |
+0 |
Mar17 |
160719 |
100.360 |
100.360 |
100.360 |
100.360 |
unch |
0 |
3,804 |
+0 |
Total Volume and Open Interest |
1,988 |
94,519 |
-107 |
Long Gilt(LIFFE) |
Sep16 |
160719 |
129~28 |
130~03 |
129~17 |
129~22 |
+0~04 |
128,828 |
551,153 |
+10,891 |
Dec16 |
160719 |
128~20 |
128~20 |
128~15 |
128~20 |
+0~04 |
|
|
|
Total Volume and Open Interest |
128,828 |
551,153 |
+10,891 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160719 |
99.65 |
99.66 |
99.64 |
99.65 |
unch |
126,176 |
442,829 |
+15,661 |
Dec16 |
160719 |
99.69 |
99.69 |
99.67 |
99.68 |
unch |
60,905 |
604,369 |
+7,138 |
Mar17 |
160719 |
99.69 |
99.69 |
99.67 |
99.68 |
unch |
59,556 |
375,556 |
+3,458 |
Jun17 |
160719 |
99.68 |
99.69 |
99.66 |
99.68 |
+0.01 |
52,354 |
351,750 |
+23,451 |
Sep17 |
160719 |
99.68 |
99.69 |
99.66 |
99.67 |
+0.01 |
38,224 |
285,476 |
-3,100 |
Dec17 |
160719 |
99.65 |
99.68 |
99.64 |
99.65 |
+0.01 |
31,420 |
291,935 |
+2,098 |
Total Volume and Open Interest |
507,809 |
3,225,803 |
+52,017 |
3-Mth Euribor(LIFFE) |
Sep16 |
160719 |
100.320 |
100.320 |
100.315 |
100.315 |
-0.005 |
40,878 |
348,438 |
-10,197 |
Dec16 |
160719 |
100.350 |
100.350 |
100.340 |
100.340 |
-0.005 |
31,119 |
458,631 |
-1,553 |
Mar17 |
160719 |
100.360 |
100.370 |
100.355 |
100.355 |
-0.005 |
30,801 |
418,048 |
+291 |
Total Volume and Open Interest |
382,463 |
3,134,710 |
-19,440 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160719 |
98.12 |
98.15 |
98.12 |
98.15 |
+0.02 |
12,839 |
201,662 |
+592 |
Dec16 |
160719 |
98.21 |
98.25 |
98.20 |
98.25 |
+0.04 |
32,310 |
185,836 |
+3,811 |
Mar17 |
160719 |
98.25 |
98.30 |
98.25 |
98.30 |
+0.04 |
20,991 |
139,585 |
+4,402 |
Jun17 |
160719 |
98.28 |
98.33 |
98.27 |
98.32 |
+0.04 |
15,424 |
124,622 |
+3,279 |
Sep17 |
160719 |
98.29 |
98.34 |
98.29 |
98.34 |
+0.05 |
8,604 |
86,403 |
+323 |
Dec17 |
160719 |
98.29 |
98.35 |
98.29 |
98.35 |
+0.06 |
10,911 |
75,166 |
+2,843 |
Mar18 |
160719 |
98.28 |
98.34 |
98.28 |
98.34 |
+0.05 |
3,438 |
46,371 |
+927 |
Jun18 |
160719 |
98.27 |
98.33 |
98.27 |
98.33 |
+0.05 |
2,337 |
38,050 |
+723 |
Sep18 |
160719 |
98.25 |
98.31 |
98.25 |
98.31 |
+0.06 |
1,818 |
6,336 |
+932 |
Dec18 |
160719 |
98.27 |
98.28 |
98.27 |
98.28 |
+0.06 |
406 |
3,735 |
+101 |
Total Volume and Open Interest |
109,301 |
910,301 |
+18,015 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160719 |
97.99 |
98.07 |
97.98 |
98.07 |
+0.07 |
109,101 |
847,406 |
-11,686 |
Dec16 |
160719 |
98.07 |
98.07 |
98.07 |
98.07 |
+0.07 |
|
|
|
Total Volume and Open Interest |
109,101 |
847,406 |
-11,686 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160719 |
98.48 |
98.55 |
98.47 |
98.55 |
+0.06 |
133,931 |
756,367 |
+6,855 |
Dec16 |
160719 |
98.55 |
98.55 |
98.55 |
98.55 |
+0.06 |
|
|
|
Total Volume and Open Interest |
133,931 |
756,367 |
+6,855 |
Gold(CMX) |
Aug16 |
160719 |
1329.1 |
1335.5 |
1325.8 |
1332.3 |
+3.0 |
191,831 |
317,354 |
-3,779 |
Oct16 |
160719 |
1331.7 |
1338.7 |
1329.9 |
1336.1 |
+3.1 |
5,340 |
41,581 |
+555 |
Dec16 |
160719 |
1336.4 |
1343.0 |
1333.4 |
1339.9 |
+3.1 |
19,944 |
190,171 |
+6,401 |
Feb17 |
160719 |
1339.4 |
1345.4 |
1337.9 |
1343.3 |
+3.2 |
1,545 |
16,688 |
+268 |
Apr17 |
160719 |
1342.9 |
1347.0 |
1342.9 |
1346.2 |
+3.2 |
222 |
7,335 |
+28 |
Jun17 |
160719 |
1347.2 |
1348.8 |
1347.2 |
1348.8 |
+3.1 |
153 |
13,008 |
-36 |
Aug17 |
160719 |
1348.4 |
1352.4 |
1348.4 |
1351.3 |
+3.0 |
27 |
1,727 |
-21 |
Oct17 |
160719 |
1350.9 |
1354.6 |
1350.4 |
1354.0 |
+3.0 |
10 |
709 |
+1 |
Dec17 |
160719 |
1353.8 |
1357.2 |
1353.8 |
1356.6 |
+3.0 |
867 |
9,266 |
+495 |
Feb18 |
160719 |
1358.8 |
1358.8 |
1358.8 |
1358.8 |
+3.0 |
0 |
45 |
+0 |
Apr18 |
160719 |
1360.9 |
1360.9 |
1360.9 |
1360.9 |
+3.1 |
0 |
3 |
+0 |
Jun18 |
160719 |
1362.9 |
1362.9 |
1362.9 |
1362.9 |
+3.1 |
0 |
3,785 |
+0 |
Total Volume and Open Interest |
220,460 |
613,005 |
+3,653 |
Silver(CMX) |
Jul16 |
160719 |
1996.0 |
2001.0 |
1992.0 |
1997.5 |
-6.9 |
93 |
785 |
-142 |
Sep16 |
160719 |
2011.5 |
2012.5 |
1987.0 |
2000.7 |
-6.8 |
51,470 |
157,716 |
+143 |
Dec16 |
160719 |
2020.0 |
2020.0 |
1996.0 |
2009.1 |
-6.9 |
2,483 |
42,907 |
+142 |
Mar17 |
160719 |
2016.0 |
2019.0 |
2012.5 |
2017.5 |
-6.9 |
228 |
7,666 |
-7 |
May17 |
160719 |
2022.4 |
2022.4 |
2022.4 |
2022.4 |
-6.9 |
51 |
429 |
+0 |
Jul17 |
160719 |
2024.5 |
2027.3 |
2024.5 |
2027.3 |
-6.9 |
51 |
2,537 |
+1 |
Sep17 |
160719 |
2032.1 |
2032.1 |
2032.1 |
2032.1 |
-6.9 |
125 |
272 |
+100 |
Total Volume and Open Interest |
54,889 |
217,504 |
+288 |
Platinum(NYMEX) |
Jul16 |
160719 |
1088.0 |
1094.7 |
1088.0 |
1094.7 |
-3.8 |
6 |
68 |
-6 |
Oct16 |
160719 |
1103.4 |
1103.7 |
1090.3 |
1098.6 |
-3.0 |
10,764 |
69,445 |
+613 |
Jan17 |
160719 |
1097.9 |
1101.3 |
1093.2 |
1100.9 |
-3.0 |
58 |
3,132 |
+26 |
Apr17 |
160719 |
1103.1 |
1103.1 |
1103.1 |
1103.1 |
-3.0 |
0 |
84 |
+0 |
Total Volume and Open Interest |
10,836 |
72,835 |
+632 |
Palladium(NYMEX) |
Sep16 |
160719 |
645.30 |
659.65 |
641.50 |
656.40 |
+10.35 |
4,052 |
22,568 |
+78 |
Dec16 |
160719 |
643.90 |
659.20 |
642.90 |
657.30 |
+10.30 |
63 |
1,088 |
+49 |
Mar17 |
160719 |
658.65 |
658.65 |
658.65 |
658.65 |
+10.30 |
0 |
42 |
+0 |
Total Volume and Open Interest |
4,115 |
23,701 |
+127 |
Copper(CMX) |
Jul16 |
160719 |
223.90 |
226.20 |
223.40 |
226.15 |
+2.75 |
275 |
1,420 |
-97 |
Sep16 |
160719 |
224.10 |
226.65 |
222.35 |
226.30 |
+2.60 |
63,647 |
103,969 |
+331 |
Dec16 |
160719 |
225.05 |
227.35 |
223.20 |
227.10 |
+2.55 |
6,381 |
38,803 |
+759 |
Mar17 |
160719 |
224.60 |
228.00 |
224.60 |
227.80 |
+2.50 |
2,830 |
17,726 |
+328 |
May17 |
160719 |
226.75 |
228.10 |
226.75 |
228.10 |
+2.45 |
939 |
3,669 |
+179 |
Total Volume and Open Interest |
75,371 |
173,666 |
+1,658 |
E-mini DJIA Index(CBOT) |
Sep16 |
160719 |
18461 |
18494 |
18401 |
18480 |
+29 |
129,046 |
120,973 |
+2,105 |
Dec16 |
160719 |
18341 |
18399 |
18292 |
18384 |
+24 |
164 |
406 |
+16 |
Mar17 |
160719 |
18315 |
18315 |
18306 |
18306 |
+27 |
7 |
54 |
+7 |
Jun17 |
160719 |
18265 |
18265 |
18265 |
18265 |
+27 |
|
|
|
Total Volume and Open Interest |
129,217 |
121,433 |
+2,128 |
S & P 500(CME) |
Sep16 |
160719 |
2160.00 |
2161.00 |
2151.80 |
2158.70 |
-1.20 |
7,061 |
94,298 |
+896 |
Dec16 |
160719 |
2150.60 |
2150.60 |
2145.70 |
2150.60 |
-1.10 |
56 |
1,387 |
-39 |
Mar17 |
160719 |
2143.80 |
2143.80 |
2138.90 |
2143.80 |
-1.10 |
0 |
50 |
+0 |
Jun17 |
160719 |
2137.40 |
2137.40 |
2132.50 |
2137.40 |
-1.10 |
|
|
|
Total Volume and Open Interest |
7,117 |
95,735 |
+857 |
S & P 500 E-Mini(Globex) |
Sep16 |
160719 |
2160.00 |
2160.75 |
2151.25 |
2158.75 |
-1.25 |
1,518,276 |
2,929,258 |
-42,938 |
Dec16 |
160719 |
2152.50 |
2152.50 |
2143.50 |
2150.50 |
-1.25 |
2,268 |
15,020 |
+89 |
Mar17 |
160719 |
2146.00 |
2146.00 |
2138.25 |
2143.75 |
-1.25 |
75 |
795 |
+23 |
Jun17 |
160719 |
2137.50 |
2137.50 |
2136.50 |
2137.50 |
-1.00 |
2 |
180 |
-2 |
Total Volume and Open Interest |
1,520,621 |
2,945,253 |
-42,828 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160719 |
4609.50 |
4611.30 |
4588.30 |
4606.50 |
-1.80 |
171,716 |
241,010 |
+1,136 |
Dec16 |
160719 |
4596.50 |
4599.80 |
4580.30 |
4598.80 |
-0.70 |
45 |
250 |
+1 |
Mar17 |
160719 |
4581.50 |
4592.50 |
4581.50 |
4592.50 |
-0.80 |
5 |
48 |
+3 |
Total Volume and Open Interest |
171,769 |
241,312 |
+1,141 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160719 |
1543.20 |
1543.90 |
1534.20 |
1539.60 |
-2.40 |
13,239 |
77,967 |
-339 |
Dec16 |
160719 |
1534.20 |
1534.20 |
1532.30 |
1534.20 |
-2.40 |
6 |
10 |
-6 |
Mar17 |
160719 |
1534.70 |
1534.70 |
1534.70 |
1534.70 |
-2.40 |
|
|
|
Total Volume and Open Interest |
13,245 |
77,977 |
-345 |
Volatility Index(CBOE) |
Jul16 |
160719 |
13.08 |
13.41 |
12.20 |
12.23 |
-0.85 |
85,485 |
98,010 |
-8,638 |
Aug16 |
160719 |
15.75 |
16.15 |
15.55 |
15.68 |
-0.05 |
82,099 |
246,133 |
+18,841 |
Sep16 |
160719 |
17.28 |
17.64 |
17.10 |
17.35 |
+0.07 |
25,600 |
48,747 |
+3,656 |
Oct16 |
160719 |
18.50 |
18.75 |
18.35 |
18.53 |
+0.10 |
9,440 |
30,419 |
+1,064 |
Total Volume and Open Interest |
214,113 |
486,409 |
+17,180 |
Russell 2000(ICE) |
Sep16 |
160719 |
1205.00 |
1205.20 |
1194.70 |
1199.00 |
-5.20 |
61,344 |
329,306 |
+1,048 |
Dec16 |
160719 |
1194.10 |
1194.10 |
1194.10 |
1194.10 |
-5.10 |
5 |
935 |
+0 |
Total Volume and Open Interest |
61,349 |
330,656 |
+1,048 |
Nikkei 225(CME) |
Sep16 |
160719 |
16700 |
16790 |
16565 |
16680 |
unch |
15,999 |
37,256 |
-280 |
Dec16 |
160719 |
16660 |
16710 |
16600 |
16625 |
unch |
2 |
111 |
-2 |
Total Volume and Open Interest |
16,001 |
37,367 |
-282 |
Nikkei 225(SGX) |
Sep16 |
160719 |
16630 |
16725 |
16480 |
16655 |
+60 |
107,923 |
212,942 |
+4,637 |
Dec16 |
160719 |
16450 |
16540 |
16450 |
16540 |
+60 |
7 |
5,949 |
+2 |
Mar17 |
160719 |
16505 |
16505 |
16505 |
16505 |
+60 |
|
|
|
Total Volume and Open Interest |
107,931 |
226,516 |
+8,915 |
Nikkei 225(CME) Yen |
Sep16 |
160719 |
16620 |
16720 |
16490 |
16610 |
unch |
55,491 |
83,007 |
-1,680 |
Dec16 |
160719 |
16500 |
16500 |
16480 |
16480 |
unch |
0 |
40 |
+0 |
Mar17 |
160719 |
16430 |
16430 |
16430 |
16430 |
unch |
|
|
|
Total Volume and Open Interest |
55,491 |
83,047 |
-1,680 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160719 |
16540 |
16610 |
16540 |
16610 |
unch |
10 |
16 |
+5 |
Dec16 |
160719 |
16480 |
16480 |
16480 |
16480 |
unch |
|
|
|
Mar17 |
160719 |
16430 |
16430 |
16430 |
16430 |
unch |
|
|
|
Total Volume and Open Interest |
10 |
16 |
+5 |
CAC 40(EURONEXT) |
Aug16 |
160719 |
4344.5 |
4357.5 |
4303.0 |
4329.5 |
-27.5 |
87,650 |
246,476 |
+16,811 |
Sep16 |
160719 |
4343.5 |
4352.0 |
4306.5 |
4328.0 |
-27.5 |
450 |
10,217 |
+312 |
Oct16 |
160719 |
4317.5 |
4317.5 |
4317.5 |
4317.5 |
-27.5 |
|
|
|
Total Volume and Open Interest |
104,091 |
256,738 |
|
Hang Seng Index(HKFE) |
Jul16 |
160719 |
21776 |
21802 |
21635 |
21670 |
-90 |
130,729 |
102,185 |
+1,225 |
Aug16 |
160719 |
21720 |
21760 |
21595 |
21621 |
-97 |
967 |
4,291 |
+478 |
Sep16 |
160719 |
21605 |
21685 |
21540 |
21561 |
-95 |
960 |
5,095 |
-142 |
Total Volume and Open Interest |
132,863 |
115,343 |
+1,514 |
DAX(EUREX) |
Sep16 |
160719 |
10020.0 |
10043.5 |
9910.5 |
9973.0 |
-95.5 |
70,213 |
135,605 |
-5,241 |
Dec16 |
160719 |
10007.5 |
10007.5 |
9903.0 |
9959.0 |
-95.0 |
46 |
4,938 |
+28 |
Mar17 |
160719 |
9955.5 |
9959.0 |
9919.5 |
9951.5 |
-96.0 |
17 |
182 |
+13 |
Total Volume and Open Interest |
70,276 |
140,725 |
-5,200 |
Mini-DAX(EUREX) |
Sep16 |
160719 |
10024.0 |
10043.0 |
9911.0 |
9973.0 |
-95.5 |
20,931 |
6,757 |
-3,608 |
Dec16 |
160719 |
10007.0 |
10007.0 |
9909.0 |
9959.0 |
-95.0 |
35 |
165 |
-5 |
Mar17 |
160719 |
10001.0 |
10001.0 |
9951.5 |
9951.5 |
-96.0 |
0 |
7 |
+0 |
Total Volume and Open Interest |
20,966 |
6,929 |
-3,613 |
FT-SE 100(EURONEXT) |
Sep16 |
160719 |
6651.00 |
6659.00 |
6606.50 |
6642.50 |
-10.00 |
112,215 |
661,544 |
-5,311 |
Dec16 |
160719 |
6573.00 |
6601.50 |
6572.50 |
6601.50 |
-10.00 |
16 |
163 |
+5 |
Mar17 |
160719 |
6544.50 |
6544.50 |
6544.50 |
6544.50 |
-10.00 |
|
|
|
Total Volume and Open Interest |
112,231 |
661,707 |
-5,306 |
SPI 200(SFE) |
Sep16 |
160719 |
5421.0 |
5430.0 |
5388.0 |
5410.0 |
-7.0 |
29,350 |
256,188 |
-1,454 |
Dec16 |
160719 |
5397.0 |
5397.0 |
5397.0 |
5397.0 |
-7.0 |
3 |
2,472 |
-1 |
Mar17 |
160719 |
5348.0 |
5348.0 |
5348.0 |
5348.0 |
-7.0 |
0 |
1,436 |
+0 |
Total Volume and Open Interest |
29,390 |
261,842 |
-1,445 |
FTSE MIB(ISE) |
Sep16 |
160719 |
16700.00 |
16830.00 |
16430.00 |
16675.00 |
-101.00 |
27,515 |
44,244 |
+1,361 |
Dec16 |
160719 |
16350.00 |
16550.00 |
16320.00 |
16550.00 |
-101.00 |
14 |
203 |
+1 |
Mar17 |
160719 |
16557.00 |
16557.00 |
16557.00 |
16557.00 |
-101.00 |
|
|
|
Total Volume and Open Interest |
27,529 |
44,447 |
+1,362 |
KOSPI 200(KFE) |
Sep16 |
160719 |
251.80 |
252.45 |
250.40 |
251.00 |
-0.65 |
127,446 |
121,432 |
+3,268 |
Dec16 |
160719 |
252.45 |
253.15 |
251.20 |
251.85 |
+0.20 |
789 |
8,536 |
+137 |
Mar17 |
160719 |
250.05 |
250.05 |
248.85 |
249.20 |
-0.75 |
38 |
879 |
+31 |
Total Volume and Open Interest |
128,274 |
133,786 |
+3,436 |
GSCI(CME) |
Aug16 |
160719 |
356.40 |
360.10 |
355.40 |
355.90 |
-3.20 |
55 |
12,217 |
+54 |
Sep16 |
160719 |
358.15 |
358.15 |
358.15 |
358.15 |
-2.75 |
|
|
|
Oct16 |
160719 |
361.75 |
361.75 |
361.75 |
361.75 |
-2.75 |
|
|
|
Total Volume and Open Interest |
89 |
12,834 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|