|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed July 27, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug16 |
160727 |
994.00 |
1015.50 |
991.25 |
1010.50 |
+17.00 |
40,930 |
46,179 |
-10,879 |
Sep16 |
160727 |
985.50 |
1007.00 |
983.75 |
999.75 |
+14.75 |
23,465 |
51,934 |
+949 |
Nov16 |
160727 |
974.75 |
995.00 |
971.50 |
986.00 |
+12.25 |
149,451 |
385,094 |
-5,346 |
Jan17 |
160727 |
975.00 |
995.25 |
972.50 |
986.25 |
+11.75 |
23,560 |
59,449 |
+2,235 |
Mar17 |
160727 |
964.75 |
985.75 |
963.75 |
975.00 |
+11.75 |
33,579 |
66,593 |
-4,674 |
May17 |
160727 |
959.00 |
981.50 |
959.00 |
970.25 |
+11.25 |
15,655 |
30,882 |
+424 |
Jul17 |
160727 |
964.50 |
982.50 |
963.25 |
971.00 |
+10.75 |
12,818 |
37,293 |
+792 |
Aug17 |
160727 |
964.00 |
973.50 |
963.00 |
963.00 |
+10.50 |
22 |
383 |
+6 |
Sep17 |
160727 |
946.75 |
946.75 |
946.75 |
946.75 |
+10.50 |
28 |
318 |
+11 |
Nov17 |
160727 |
927.50 |
937.75 |
926.00 |
928.25 |
+4.50 |
6,499 |
31,234 |
+1,493 |
Jan18 |
160727 |
930.25 |
930.25 |
930.25 |
930.25 |
+4.50 |
7 |
444 |
+2 |
Mar18 |
160727 |
928.25 |
928.25 |
928.25 |
928.25 |
+3.50 |
5 |
67 |
+3 |
May18 |
160727 |
930.00 |
930.00 |
930.00 |
930.00 |
+3.50 |
0 |
53 |
+0 |
Jul18 |
160727 |
934.25 |
934.25 |
934.25 |
934.25 |
+3.50 |
0 |
116 |
+0 |
Total Volume and Open Interest |
306,023 |
710,282 |
-14,983 |
Soybean Meal(CBOT) |
Aug16 |
160727 |
341.40 |
349.30 |
339.00 |
344.80 |
+3.40 |
18,092 |
23,769 |
-4,142 |
Sep16 |
160727 |
341.10 |
349.50 |
338.90 |
345.80 |
+4.60 |
10,820 |
53,432 |
+426 |
Oct16 |
160727 |
339.10 |
347.60 |
337.10 |
344.40 |
+5.30 |
5,560 |
28,941 |
-27 |
Dec16 |
160727 |
338.60 |
347.00 |
336.50 |
343.20 |
+4.90 |
51,252 |
155,780 |
-398 |
Jan17 |
160727 |
333.80 |
343.10 |
333.00 |
339.10 |
+4.70 |
7,169 |
25,586 |
-177 |
Mar17 |
160727 |
325.30 |
334.30 |
324.40 |
330.40 |
+4.70 |
10,418 |
31,617 |
+26 |
May17 |
160727 |
321.40 |
329.20 |
320.00 |
325.30 |
+4.20 |
3,951 |
19,482 |
+7 |
Jul17 |
160727 |
322.20 |
329.20 |
320.70 |
325.30 |
+3.80 |
5,398 |
16,864 |
+1,974 |
Aug17 |
160727 |
319.50 |
326.20 |
319.50 |
323.50 |
+3.60 |
402 |
2,079 |
+35 |
Sep17 |
160727 |
317.30 |
323.80 |
317.10 |
321.60 |
+3.60 |
202 |
1,406 |
+18 |
Total Volume and Open Interest |
114,312 |
367,720 |
-1,970 |
Soybean Oil(CBOT) |
Aug16 |
160727 |
29.58 |
29.88 |
29.40 |
29.53 |
-0.03 |
37,467 |
25,545 |
-5,764 |
Sep16 |
160727 |
29.69 |
30.00 |
29.52 |
29.66 |
-0.02 |
24,546 |
46,862 |
+2,679 |
Oct16 |
160727 |
29.86 |
30.11 |
29.64 |
29.77 |
-0.03 |
7,647 |
23,269 |
+1,020 |
Dec16 |
160727 |
30.09 |
30.40 |
29.88 |
30.02 |
-0.06 |
62,114 |
182,864 |
-1,827 |
Jan17 |
160727 |
30.35 |
30.60 |
30.14 |
30.26 |
-0.06 |
6,109 |
28,777 |
+1,556 |
Mar17 |
160727 |
30.54 |
30.80 |
30.31 |
30.45 |
-0.04 |
5,580 |
21,636 |
+564 |
May17 |
160727 |
30.79 |
30.98 |
30.52 |
30.66 |
-0.04 |
1,815 |
16,722 |
+53 |
Jul17 |
160727 |
31.09 |
31.18 |
30.75 |
30.91 |
-0.01 |
1,855 |
9,736 |
+337 |
Aug17 |
160727 |
30.89 |
31.06 |
30.89 |
31.00 |
-0.01 |
304 |
3,299 |
+134 |
Sep17 |
160727 |
30.96 |
31.10 |
30.96 |
31.03 |
-0.02 |
203 |
2,665 |
+127 |
Total Volume and Open Interest |
148,873 |
367,660 |
-965 |
Canola(WCE) |
Nov16 |
160727 |
447.2 |
456.9 |
447.2 |
453.9 |
+6.8 |
18,821 |
120,613 |
+179 |
Jan17 |
160727 |
455.0 |
464.5 |
455.0 |
461.2 |
+6.6 |
2,739 |
20,548 |
+639 |
Mar17 |
160727 |
464.0 |
469.3 |
464.0 |
467.3 |
+6.3 |
564 |
5,197 |
-85 |
May17 |
160727 |
467.7 |
473.1 |
467.7 |
471.5 |
+6.5 |
347 |
3,958 |
+76 |
Jul17 |
160727 |
471.0 |
478.9 |
471.0 |
475.4 |
+6.6 |
188 |
6,023 |
+104 |
Total Volume and Open Interest |
22,694 |
160,285 |
+919 |
Corn(CBOT) |
Sep16 |
160727 |
332.50 |
338.00 |
331.75 |
335.75 |
+3.25 |
92,724 |
476,446 |
-14,060 |
Dec16 |
160727 |
339.50 |
345.25 |
338.75 |
343.00 |
+3.50 |
135,013 |
536,011 |
+3,662 |
Mar17 |
160727 |
349.00 |
354.25 |
348.25 |
351.75 |
+2.75 |
21,864 |
124,911 |
+2,971 |
May17 |
160727 |
354.00 |
359.25 |
354.00 |
357.00 |
+2.50 |
10,354 |
32,708 |
+1,617 |
Jul17 |
160727 |
359.00 |
364.00 |
359.00 |
362.00 |
+2.50 |
13,729 |
63,742 |
-1,433 |
Sep17 |
160727 |
363.75 |
367.25 |
362.50 |
365.50 |
+2.00 |
1,655 |
14,206 |
+139 |
Dec17 |
160727 |
369.75 |
373.25 |
367.50 |
370.25 |
+0.50 |
4,235 |
43,881 |
+1,859 |
Mar18 |
160727 |
379.75 |
379.75 |
379.75 |
379.75 |
+0.75 |
149 |
1,919 |
+22 |
May18 |
160727 |
384.75 |
384.75 |
384.75 |
384.75 |
+0.50 |
78 |
608 |
+6 |
Jul18 |
160727 |
391.00 |
391.00 |
388.75 |
388.75 |
unch |
96 |
838 |
+39 |
Total Volume and Open Interest |
279,908 |
1,297,173 |
-5,179 |
Wheat(CBOT) |
Sep16 |
160727 |
416.75 |
421.00 |
414.00 |
414.75 |
-0.25 |
89,270 |
255,627 |
+2,148 |
Dec16 |
160727 |
443.75 |
446.75 |
440.50 |
441.50 |
-0.50 |
53,175 |
127,200 |
+3,415 |
Mar17 |
160727 |
469.50 |
472.75 |
466.50 |
467.25 |
-2.00 |
19,139 |
46,444 |
+2,951 |
May17 |
160727 |
482.00 |
485.50 |
479.75 |
480.75 |
-1.50 |
3,064 |
10,762 |
+444 |
Jul17 |
160727 |
489.75 |
492.75 |
487.50 |
487.75 |
-1.50 |
2,875 |
23,679 |
+783 |
Sep17 |
160727 |
501.50 |
504.75 |
500.00 |
500.00 |
-1.50 |
176 |
2,626 |
+32 |
Total Volume and Open Interest |
167,816 |
471,334 |
+9,817 |
Wheat(KCBT) |
Sep16 |
160727 |
412.25 |
416.75 |
410.75 |
412.50 |
+0.50 |
29,388 |
137,833 |
-1,160 |
Dec16 |
160727 |
440.00 |
442.75 |
437.00 |
438.50 |
unch |
14,737 |
53,703 |
-745 |
Mar17 |
160727 |
456.00 |
459.75 |
454.50 |
455.50 |
unch |
5,128 |
26,866 |
+1,476 |
May17 |
160727 |
468.00 |
470.25 |
465.25 |
466.25 |
-0.25 |
596 |
8,276 |
+141 |
Jul17 |
160727 |
477.00 |
481.75 |
475.00 |
476.25 |
unch |
1,470 |
15,338 |
+496 |
Sep17 |
160727 |
492.00 |
495.50 |
491.75 |
491.75 |
unch |
58 |
1,567 |
-5 |
Dec17 |
160727 |
516.50 |
516.50 |
510.50 |
511.00 |
unch |
14 |
655 |
-2 |
Total Volume and Open Interest |
51,411 |
244,431 |
+201 |
Wheat(MGE) |
Sep16 |
160727 |
486.50 |
495.25 |
486.50 |
488.25 |
+1.75 |
3,036 |
24,654 |
-65 |
Dec16 |
160727 |
503.25 |
510.75 |
503.00 |
503.75 |
+1.25 |
1,574 |
15,518 |
+203 |
Mar17 |
160727 |
519.50 |
525.50 |
518.00 |
519.00 |
+0.50 |
774 |
10,007 |
-167 |
May17 |
160727 |
534.50 |
534.50 |
527.75 |
528.75 |
unch |
183 |
4,453 |
-37 |
Jul17 |
160727 |
545.00 |
545.00 |
537.50 |
538.75 |
+0.25 |
203 |
2,613 |
+93 |
Sep17 |
160727 |
550.25 |
550.25 |
548.00 |
548.00 |
unch |
73 |
1,738 |
-30 |
Total Volume and Open Interest |
5,883 |
59,700 |
+19 |
Oats(CBOT) |
Sep16 |
160727 |
198.75 |
201.25 |
197.00 |
197.00 |
-3.25 |
139 |
3,199 |
-57 |
Dec16 |
160727 |
197.50 |
199.00 |
196.25 |
196.75 |
-2.00 |
355 |
5,891 |
+93 |
Mar17 |
160727 |
202.25 |
203.00 |
201.00 |
201.50 |
-2.25 |
26 |
853 |
+18 |
May17 |
160727 |
204.50 |
204.50 |
204.50 |
204.50 |
-3.75 |
|
|
|
Total Volume and Open Interest |
520 |
9,943 |
+54 |
Rough Rice(CBOT) |
Sep16 |
160727 |
10.06 |
10.16 |
9.80 |
9.82 |
-0.20 |
279 |
7,657 |
-46 |
Nov16 |
160727 |
10.33 |
10.44 |
10.07 |
10.10 |
-0.19 |
99 |
1,822 |
+46 |
Jan17 |
160727 |
10.46 |
10.46 |
10.34 |
10.35 |
-0.19 |
0 |
104 |
+0 |
Mar17 |
160727 |
10.55 |
10.55 |
10.55 |
10.55 |
-0.20 |
0 |
45 |
+0 |
Total Volume and Open Interest |
378 |
9,630 |
+0 |
Live Cattle(CME) |
Aug16 |
160727 |
113.430 |
114.385 |
113.250 |
113.950 |
+0.065 |
12,378 |
45,050 |
-2,640 |
Oct16 |
160727 |
112.100 |
113.150 |
111.800 |
113.050 |
+0.470 |
19,007 |
113,236 |
+642 |
Dec16 |
160727 |
112.900 |
113.950 |
112.680 |
113.900 |
+0.550 |
12,211 |
50,984 |
-260 |
Feb17 |
160727 |
112.700 |
113.400 |
112.450 |
113.285 |
+0.105 |
7,620 |
22,338 |
+2,539 |
Apr17 |
160727 |
111.200 |
111.900 |
111.150 |
111.700 |
-0.030 |
3,162 |
12,374 |
+1,454 |
Jun17 |
160727 |
104.635 |
105.385 |
104.580 |
105.230 |
+0.095 |
986 |
4,826 |
+228 |
Total Volume and Open Interest |
55,790 |
251,102 |
+2,123 |
Feeder Cattle(CME) |
Aug16 |
160727 |
141.650 |
142.850 |
141.250 |
142.285 |
-0.165 |
3,903 |
16,841 |
-1,012 |
Sep16 |
160727 |
140.380 |
141.580 |
139.950 |
141.130 |
+0.095 |
2,519 |
11,054 |
+124 |
Oct16 |
160727 |
139.685 |
140.685 |
139.080 |
140.250 |
+0.015 |
2,005 |
7,771 |
+259 |
Nov16 |
160727 |
137.035 |
138.000 |
136.485 |
137.350 |
-0.335 |
718 |
3,915 |
+83 |
Jan17 |
160727 |
134.250 |
134.500 |
133.235 |
133.600 |
-0.835 |
604 |
3,052 |
+27 |
Mar17 |
160727 |
133.325 |
133.985 |
132.750 |
133.035 |
-0.790 |
299 |
818 |
+64 |
Apr17 |
160727 |
134.000 |
134.500 |
133.650 |
133.650 |
-1.200 |
178 |
207 |
+84 |
Total Volume and Open Interest |
10,287 |
43,747 |
-326 |
Lean Hogs(CME) |
Aug16 |
160727 |
74.450 |
74.580 |
71.600 |
71.680 |
-2.920 |
5,632 |
32,211 |
-1,093 |
Oct16 |
160727 |
63.380 |
63.485 |
60.650 |
61.050 |
-2.580 |
14,524 |
102,709 |
+929 |
Dec16 |
160727 |
58.250 |
58.450 |
56.050 |
56.450 |
-2.050 |
4,103 |
46,292 |
+411 |
Feb17 |
160727 |
62.750 |
62.900 |
60.650 |
61.000 |
-2.100 |
1,663 |
22,640 |
+272 |
Apr17 |
160727 |
67.080 |
67.580 |
65.535 |
65.580 |
-1.895 |
527 |
17,205 |
+172 |
May17 |
160727 |
72.250 |
72.385 |
71.350 |
71.350 |
-1.200 |
2 |
220 |
+2 |
Jun17 |
160727 |
75.850 |
76.300 |
74.635 |
74.785 |
-1.465 |
56 |
1,929 |
+24 |
Jul17 |
160727 |
75.230 |
75.400 |
73.830 |
73.980 |
-1.320 |
30 |
383 |
+5 |
Total Volume and Open Interest |
26,563 |
223,764 |
+732 |
Class III Milk(CME) |
Jul16 |
160727 |
15.28 |
15.30 |
15.25 |
15.27 |
unch |
241 |
5,311 |
-44 |
Aug16 |
160727 |
16.84 |
17.04 |
16.81 |
16.94 |
+0.08 |
295 |
4,968 |
+42 |
Sep16 |
160727 |
16.72 |
16.84 |
16.70 |
16.78 |
+0.04 |
322 |
4,262 |
+59 |
Oct16 |
160727 |
16.57 |
16.69 |
16.57 |
16.65 |
+0.08 |
206 |
3,531 |
+2 |
Nov16 |
160727 |
16.29 |
16.48 |
16.29 |
16.40 |
+0.05 |
148 |
3,242 |
+1 |
Dec16 |
160727 |
16.01 |
16.10 |
16.00 |
16.05 |
+0.03 |
106 |
2,865 |
-46 |
Jan17 |
160727 |
15.95 |
15.98 |
15.93 |
15.98 |
+0.02 |
19 |
1,183 |
+6 |
Feb17 |
160727 |
15.98 |
16.03 |
15.98 |
16.00 |
-0.09 |
18 |
1,043 |
+6 |
Mar17 |
160727 |
16.07 |
16.08 |
16.07 |
16.07 |
-0.08 |
24 |
1,003 |
+19 |
Apr17 |
160727 |
16.22 |
16.22 |
16.22 |
16.22 |
+0.03 |
35 |
909 |
-2 |
May17 |
160727 |
16.27 |
16.32 |
16.27 |
16.32 |
+0.06 |
28 |
776 |
+18 |
Jun17 |
160727 |
16.38 |
16.39 |
16.38 |
16.38 |
+0.03 |
14 |
687 |
+13 |
Jul17 |
160727 |
16.55 |
16.55 |
16.55 |
16.55 |
unch |
2 |
261 |
+1 |
Total Volume and Open Interest |
1,465 |
31,156 |
+81 |
Cocoa(ICE) |
Sep16 |
160727 |
2840 |
2879 |
2840 |
2857 |
+6 |
21,766 |
81,863 |
+614 |
Dec16 |
160727 |
2852 |
2887 |
2851 |
2866 |
+6 |
14,175 |
66,224 |
-1,350 |
Mar17 |
160727 |
2836 |
2872 |
2836 |
2852 |
+6 |
4,193 |
47,322 |
+677 |
May17 |
160727 |
2828 |
2861 |
2826 |
2842 |
+6 |
793 |
8,885 |
-36 |
Jul17 |
160727 |
2838 |
2848 |
2836 |
2836 |
+6 |
698 |
2,997 |
+228 |
Sep17 |
160727 |
2830 |
2841 |
2830 |
2831 |
+8 |
266 |
3,924 |
+17 |
Dec17 |
160727 |
2830 |
2833 |
2824 |
2824 |
+7 |
41 |
804 |
-34 |
Total Volume and Open Interest |
41,932 |
215,891 |
+116 |
Coffee "C"(ICE) |
Sep16 |
160727 |
142.20 |
142.70 |
139.60 |
141.20 |
-0.40 |
16,213 |
88,133 |
-1,570 |
Dec16 |
160727 |
145.50 |
145.75 |
142.80 |
144.35 |
-0.40 |
5,954 |
53,138 |
+1,547 |
Mar17 |
160727 |
148.30 |
148.55 |
145.70 |
147.30 |
-0.35 |
2,020 |
19,786 |
+275 |
May17 |
160727 |
150.00 |
150.00 |
147.45 |
149.00 |
-0.35 |
1,956 |
11,020 |
+954 |
Jul17 |
160727 |
151.00 |
151.00 |
149.50 |
150.35 |
-0.30 |
184 |
3,469 |
-19 |
Sep17 |
160727 |
152.30 |
152.30 |
150.70 |
151.60 |
-0.35 |
132 |
3,107 |
+19 |
Total Volume and Open Interest |
26,474 |
184,661 |
+1,209 |
Orange Juice(ICE) |
Sep16 |
160727 |
192.50 |
195.40 |
188.55 |
189.80 |
-3.45 |
1,083 |
14,986 |
+321 |
Nov16 |
160727 |
193.85 |
194.50 |
189.05 |
189.80 |
-2.75 |
236 |
2,810 |
+106 |
Jan17 |
160727 |
189.00 |
189.00 |
187.50 |
187.50 |
-1.70 |
68 |
913 |
+43 |
Mar17 |
160727 |
184.90 |
185.60 |
183.40 |
183.40 |
+0.05 |
42 |
221 |
+36 |
May17 |
160727 |
179.50 |
179.70 |
179.10 |
179.70 |
+1.50 |
0 |
10 |
+0 |
Jul17 |
160727 |
178.10 |
178.10 |
178.10 |
178.10 |
+1.50 |
|
|
|
Total Volume and Open Interest |
1,429 |
18,942 |
+506 |
Sugar #11(ICE) |
Oct16 |
160727 |
19.46 |
19.54 |
18.99 |
19.10 |
-0.42 |
47,840 |
441,364 |
+4,866 |
Mar17 |
160727 |
19.72 |
19.78 |
19.28 |
19.39 |
-0.37 |
16,199 |
228,564 |
+573 |
May17 |
160727 |
18.96 |
19.05 |
18.64 |
18.76 |
-0.27 |
5,979 |
61,111 |
+393 |
Jul17 |
160727 |
18.48 |
18.51 |
18.16 |
18.28 |
-0.20 |
2,303 |
49,181 |
+82 |
Oct17 |
160727 |
18.13 |
18.20 |
17.89 |
18.03 |
-0.15 |
871 |
29,659 |
+22 |
Mar18 |
160727 |
18.00 |
18.08 |
17.80 |
17.94 |
-0.11 |
264 |
14,030 |
+53 |
May18 |
160727 |
17.55 |
17.60 |
17.41 |
17.57 |
-0.02 |
12 |
4,480 |
+3 |
Jul18 |
160727 |
17.20 |
17.34 |
17.18 |
17.33 |
+0.03 |
1 |
4,743 |
+1 |
Total Volume and Open Interest |
73,471 |
839,125 |
+5,994 |
London Cocoa(LCE) |
Sep16 |
160727 |
2334 |
2362 |
2334 |
2352 |
+10 |
8,802 |
104,888 |
-1,205 |
Dec16 |
160727 |
2285 |
2306 |
2278 |
2298 |
+15 |
10,060 |
69,462 |
-2,389 |
Mar17 |
160727 |
2246 |
2259 |
2231 |
2250 |
+17 |
7,651 |
56,691 |
+900 |
May17 |
160727 |
2223 |
2245 |
2218 |
2238 |
+18 |
4,060 |
20,364 |
-893 |
Jul17 |
160727 |
2216 |
2240 |
2213 |
2233 |
+18 |
451 |
3,593 |
+188 |
Sep17 |
160727 |
2210 |
2232 |
2210 |
2227 |
+18 |
131 |
3,200 |
+79 |
Dec17 |
160727 |
2212 |
2219 |
2206 |
2214 |
+17 |
7 |
503 |
+3 |
Total Volume and Open Interest |
31,162 |
258,701 |
-3,317 |
London Sugar(LCE) |
Oct16 |
160727 |
529.20 |
530.30 |
521.00 |
522.00 |
-6.50 |
5,059 |
47,326 |
+359 |
Dec16 |
160727 |
530.60 |
531.30 |
523.40 |
524.20 |
-6.50 |
2,275 |
17,582 |
+202 |
Mar17 |
160727 |
531.00 |
531.80 |
523.20 |
524.60 |
-6.20 |
907 |
16,647 |
-22 |
May17 |
160727 |
521.00 |
521.50 |
514.00 |
515.10 |
-5.40 |
228 |
7,722 |
+110 |
Aug17 |
160727 |
509.90 |
510.00 |
504.00 |
504.90 |
-3.90 |
157 |
3,754 |
+31 |
Total Volume and Open Interest |
8,908 |
96,307 |
+863 |
Cotton(ICE) |
Oct16 |
160727 |
74.53 |
75.00 |
73.32 |
73.83 |
+0.20 |
17 |
154 |
-2 |
Dec16 |
160727 |
73.96 |
74.78 |
73.22 |
73.55 |
-0.40 |
15,291 |
178,265 |
+61 |
Mar17 |
160727 |
74.28 |
74.82 |
73.51 |
73.80 |
-0.57 |
3,087 |
36,746 |
+997 |
May17 |
160727 |
74.03 |
74.48 |
73.48 |
73.56 |
-0.56 |
108 |
5,632 |
+12 |
Jul17 |
160727 |
73.95 |
73.99 |
73.21 |
73.21 |
-0.54 |
120 |
4,294 |
+54 |
Oct17 |
160727 |
72.64 |
72.64 |
72.64 |
72.64 |
-0.52 |
|
|
|
Total Volume and Open Interest |
18,812 |
233,403 |
+1,103 |
Lumber(CME) |
Sep16 |
160727 |
329.0 |
332.7 |
326.8 |
328.3 |
-1.9 |
272 |
4,605 |
+47 |
Nov16 |
160727 |
338.6 |
338.6 |
336.5 |
336.8 |
-0.2 |
42 |
427 |
+18 |
Jan17 |
160727 |
342.2 |
342.2 |
340.7 |
342.2 |
-0.1 |
2 |
62 |
+2 |
Mar17 |
160727 |
343.2 |
343.2 |
343.2 |
343.2 |
-0.1 |
0 |
24 |
+0 |
Total Volume and Open Interest |
319 |
5,144 |
+64 |
Crude Oil(NYM) |
Sep16 |
160727 |
42.66 |
43.20 |
41.68 |
41.92 |
-1.00 |
389,837 |
534,151 |
+4,933 |
Oct16 |
160727 |
43.41 |
43.92 |
42.39 |
42.61 |
-1.07 |
71,819 |
150,340 |
+3,681 |
Nov16 |
160727 |
44.17 |
44.65 |
43.12 |
43.32 |
-1.10 |
35,356 |
113,182 |
-4,533 |
Dec16 |
160727 |
44.83 |
45.36 |
43.82 |
44.02 |
-1.13 |
56,441 |
249,607 |
-3,268 |
Jan17 |
160727 |
45.71 |
45.97 |
44.43 |
44.65 |
-1.16 |
15,715 |
77,351 |
+3,057 |
Feb17 |
160727 |
46.08 |
46.39 |
45.00 |
45.18 |
-1.17 |
7,566 |
37,004 |
+1,176 |
Mar17 |
160727 |
46.55 |
46.91 |
45.46 |
45.64 |
-1.17 |
6,778 |
69,000 |
+1,043 |
Apr17 |
160727 |
46.78 |
47.11 |
45.90 |
46.04 |
-1.17 |
1,505 |
21,692 |
+354 |
May17 |
160727 |
47.40 |
47.62 |
46.27 |
46.40 |
-1.17 |
918 |
20,019 |
-70 |
Jun17 |
160727 |
47.63 |
47.93 |
46.46 |
46.73 |
-1.17 |
9,398 |
80,363 |
+912 |
Jul17 |
160727 |
47.83 |
48.22 |
46.79 |
47.03 |
-1.16 |
591 |
16,495 |
+5 |
Aug17 |
160727 |
48.30 |
48.49 |
47.19 |
47.31 |
-1.15 |
397 |
15,293 |
-100 |
Sep17 |
160727 |
47.59 |
47.59 |
47.59 |
47.59 |
-1.15 |
735 |
32,454 |
+146 |
Oct17 |
160727 |
48.00 |
48.00 |
47.85 |
47.87 |
-1.15 |
275 |
11,288 |
-14 |
Nov17 |
160727 |
48.17 |
48.17 |
48.17 |
48.17 |
-1.15 |
158 |
12,066 |
-5 |
Dec17 |
160727 |
49.33 |
49.64 |
48.16 |
48.47 |
-1.15 |
15,703 |
139,709 |
-236 |
Total Volume and Open Interest |
618,814 |
1,697,771 |
+7,481 |
e-miNY Crude Oil(NYM) |
Sep16 |
160727 |
42.675 |
43.200 |
41.675 |
41.925 |
-1.000 |
5,967 |
2,622 |
+278 |
Oct16 |
160727 |
43.450 |
43.900 |
42.400 |
42.600 |
-1.075 |
328 |
574 |
+206 |
Nov16 |
160727 |
44.325 |
44.450 |
43.200 |
43.325 |
-1.100 |
31 |
55 |
+8 |
Dec16 |
160727 |
45.000 |
45.150 |
43.900 |
44.025 |
-1.125 |
117 |
326 |
-5 |
Jan17 |
160727 |
45.225 |
45.775 |
44.650 |
44.650 |
-1.150 |
1 |
22 |
+1 |
Feb17 |
160727 |
45.175 |
45.175 |
45.175 |
45.175 |
-1.175 |
0 |
12 |
+0 |
Mar17 |
160727 |
45.650 |
45.650 |
45.650 |
45.650 |
-1.150 |
0 |
12 |
+0 |
Apr17 |
160727 |
46.050 |
46.050 |
46.050 |
46.050 |
-1.150 |
0 |
2 |
+0 |
May17 |
160727 |
46.400 |
46.400 |
46.400 |
46.400 |
-1.175 |
|
|
|
Jun17 |
160727 |
46.725 |
46.725 |
46.725 |
46.725 |
-1.175 |
1 |
16 |
+1 |
Total Volume and Open Interest |
6,466 |
3,795 |
+480 |
NY Harbor ULSD(NYM) |
Aug16 |
160727 |
131.49 |
133.04 |
129.15 |
129.50 |
-3.10 |
33,989 |
27,100 |
-4,211 |
Sep16 |
160727 |
134.24 |
135.64 |
131.87 |
132.29 |
-3.00 |
48,183 |
89,617 |
+3,064 |
Oct16 |
160727 |
136.54 |
138.04 |
134.35 |
134.76 |
-2.98 |
16,721 |
49,098 |
+831 |
Nov16 |
160727 |
138.66 |
140.15 |
136.46 |
136.87 |
-3.00 |
9,199 |
32,885 |
+554 |
Dec16 |
160727 |
140.84 |
142.03 |
138.31 |
138.72 |
-3.09 |
11,877 |
52,161 |
-7 |
Jan17 |
160727 |
142.99 |
143.91 |
140.37 |
140.62 |
-3.15 |
2,743 |
25,342 |
+439 |
Feb17 |
160727 |
143.87 |
145.13 |
141.56 |
141.92 |
-3.14 |
888 |
13,640 |
+117 |
Mar17 |
160727 |
144.87 |
145.65 |
142.30 |
142.49 |
-3.10 |
1,122 |
14,548 |
+429 |
Apr17 |
160727 |
144.57 |
145.40 |
142.41 |
142.41 |
-3.08 |
235 |
7,600 |
+10 |
May17 |
160727 |
145.11 |
145.54 |
142.81 |
142.81 |
-3.06 |
164 |
3,836 |
+42 |
Jun17 |
160727 |
145.67 |
146.41 |
143.20 |
143.53 |
-3.04 |
766 |
20,688 |
-141 |
Jul17 |
160727 |
147.36 |
147.36 |
144.45 |
144.50 |
-3.03 |
379 |
2,738 |
+120 |
Aug17 |
160727 |
145.59 |
145.59 |
145.59 |
145.59 |
-3.03 |
193 |
1,606 |
+31 |
Sep17 |
160727 |
146.87 |
146.87 |
146.87 |
146.87 |
-3.03 |
278 |
1,767 |
+103 |
Total Volume and Open Interest |
129,771 |
370,992 |
+1,594 |
RBOB Gasoline(NYM) |
Aug16 |
160727 |
134.07 |
136.00 |
130.35 |
132.14 |
-2.38 |
31,031 |
28,755 |
-5,917 |
Sep16 |
160727 |
133.94 |
135.79 |
129.95 |
131.72 |
-2.64 |
45,412 |
127,021 |
+2,104 |
Oct16 |
160727 |
125.89 |
127.21 |
121.96 |
123.34 |
-2.92 |
20,790 |
62,004 |
+1,410 |
Nov16 |
160727 |
124.69 |
126.33 |
121.39 |
122.66 |
-2.90 |
9,936 |
41,952 |
+268 |
Dec16 |
160727 |
125.06 |
126.00 |
121.17 |
122.36 |
-2.87 |
10,799 |
48,307 |
+100 |
Jan17 |
160727 |
125.38 |
126.75 |
122.23 |
123.18 |
-2.85 |
5,387 |
16,551 |
+279 |
Feb17 |
160727 |
127.63 |
128.19 |
123.89 |
124.75 |
-2.80 |
2,598 |
5,461 |
+315 |
Mar17 |
160727 |
129.54 |
130.56 |
126.36 |
127.16 |
-2.68 |
1,704 |
14,408 |
+270 |
Apr17 |
160727 |
148.74 |
149.52 |
145.84 |
146.43 |
-2.50 |
455 |
13,946 |
+44 |
May17 |
160727 |
149.10 |
149.10 |
146.93 |
147.46 |
-2.49 |
310 |
4,904 |
+10 |
Total Volume and Open Interest |
130,481 |
400,984 |
-948 |
e-miNY RBOB Gasoline(NYM) |
Aug16 |
160727 |
132.14 |
132.14 |
132.14 |
132.14 |
-2.38 |
0 |
1 |
+0 |
Sep16 |
160727 |
134.40 |
134.40 |
131.72 |
131.72 |
-2.64 |
|
|
|
Oct16 |
160727 |
123.34 |
123.34 |
123.34 |
123.34 |
-2.92 |
|
|
|
Nov16 |
160727 |
122.66 |
122.66 |
122.66 |
122.66 |
-2.90 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Aug16 |
160727 |
2.691 |
2.750 |
2.654 |
2.672 |
-0.040 |
46,357 |
18,872 |
-6,475 |
Sep16 |
160727 |
2.661 |
2.720 |
2.645 |
2.660 |
-0.017 |
108,516 |
265,612 |
-8,173 |
Oct16 |
160727 |
2.696 |
2.763 |
2.692 |
2.709 |
-0.013 |
47,449 |
114,434 |
+3,280 |
Nov16 |
160727 |
2.889 |
2.941 |
2.880 |
2.897 |
-0.012 |
27,500 |
85,062 |
-661 |
Dec16 |
160727 |
3.160 |
3.199 |
3.148 |
3.164 |
-0.011 |
14,134 |
56,030 |
-612 |
Jan17 |
160727 |
3.283 |
3.324 |
3.276 |
3.288 |
-0.013 |
16,759 |
113,910 |
+1,370 |
Feb17 |
160727 |
3.271 |
3.309 |
3.265 |
3.275 |
-0.015 |
3,825 |
30,652 |
+14 |
Mar17 |
160727 |
3.226 |
3.261 |
3.217 |
3.228 |
-0.016 |
5,767 |
62,610 |
+146 |
Apr17 |
160727 |
2.990 |
3.019 |
2.984 |
2.992 |
-0.014 |
6,262 |
55,022 |
-8 |
May17 |
160727 |
2.975 |
2.995 |
2.965 |
2.972 |
-0.012 |
2,735 |
21,391 |
-218 |
Jun17 |
160727 |
2.998 |
3.029 |
2.971 |
3.008 |
-0.010 |
1,040 |
21,001 |
+36 |
Jul17 |
160727 |
3.039 |
3.060 |
3.031 |
3.040 |
-0.010 |
1,123 |
13,409 |
+331 |
Aug17 |
160727 |
3.046 |
3.071 |
3.041 |
3.051 |
-0.009 |
824 |
15,019 |
+40 |
Sep17 |
160727 |
3.000 |
3.049 |
3.000 |
3.031 |
-0.009 |
686 |
9,448 |
+51 |
Oct17 |
160727 |
3.055 |
3.071 |
3.041 |
3.051 |
-0.009 |
1,024 |
21,636 |
+220 |
Nov17 |
160727 |
3.098 |
3.127 |
3.098 |
3.109 |
-0.008 |
880 |
9,498 |
-152 |
Total Volume and Open Interest |
286,402 |
973,121 |
-10,678 |
Brent Crude Oil(ICE) |
Sep16 |
160727 |
44.55 |
44.91 |
43.27 |
43.47 |
-1.40 |
188,805 |
163,966 |
-27,745 |
Oct16 |
160727 |
44.90 |
45.33 |
43.72 |
43.91 |
-1.32 |
143,156 |
376,926 |
-4,424 |
Nov16 |
160727 |
45.24 |
45.71 |
44.14 |
44.33 |
-1.26 |
55,704 |
280,510 |
+7,544 |
Dec16 |
160727 |
45.76 |
46.25 |
44.73 |
44.91 |
-1.21 |
75,875 |
375,278 |
-2,676 |
Jan17 |
160727 |
46.30 |
46.71 |
45.23 |
45.40 |
-1.20 |
15,766 |
101,021 |
-566 |
Feb17 |
160727 |
46.78 |
47.14 |
45.69 |
45.87 |
-1.20 |
9,754 |
78,933 |
+934 |
Mar17 |
160727 |
47.22 |
47.59 |
46.13 |
46.32 |
-1.20 |
12,966 |
79,036 |
+3,359 |
Apr17 |
160727 |
47.80 |
47.98 |
46.57 |
46.74 |
-1.19 |
2,105 |
29,235 |
+29 |
May17 |
160727 |
48.19 |
48.36 |
46.97 |
47.13 |
-1.18 |
2,319 |
40,762 |
+124 |
Jun17 |
160727 |
48.44 |
48.71 |
47.31 |
47.49 |
-1.16 |
12,863 |
111,020 |
+1,049 |
Jul17 |
160727 |
48.93 |
48.93 |
47.85 |
47.85 |
-1.16 |
370 |
19,752 |
-7 |
Aug17 |
160727 |
48.59 |
48.71 |
48.20 |
48.20 |
-1.16 |
368 |
18,085 |
-2 |
Sep17 |
160727 |
48.51 |
48.51 |
48.51 |
48.51 |
-1.16 |
1,204 |
40,370 |
+15 |
Oct17 |
160727 |
48.81 |
48.81 |
48.81 |
48.81 |
-1.16 |
345 |
14,995 |
+101 |
Total Volume and Open Interest |
575,030 |
2,215,366 |
-17,082 |
Gas Oil(ICE) |
Aug16 |
160727 |
384.50 |
388.00 |
376.75 |
382.25 |
-4.00 |
52,696 |
94,469 |
-5,828 |
Sep16 |
160727 |
390.75 |
394.25 |
382.50 |
388.25 |
-4.50 |
65,266 |
120,387 |
-3,296 |
Oct16 |
160727 |
397.50 |
401.00 |
389.75 |
395.25 |
-4.50 |
32,514 |
81,949 |
+1,476 |
Nov16 |
160727 |
402.00 |
405.50 |
394.25 |
399.50 |
-4.75 |
16,041 |
49,259 |
+717 |
Dec16 |
160727 |
406.25 |
409.75 |
398.50 |
403.50 |
-5.00 |
32,914 |
113,609 |
+2,026 |
Jan17 |
160727 |
411.25 |
414.50 |
403.50 |
408.50 |
-5.00 |
5,791 |
38,054 |
+225 |
Feb17 |
160727 |
417.75 |
419.00 |
408.25 |
413.00 |
-5.00 |
2,376 |
20,769 |
+267 |
Mar17 |
160727 |
421.50 |
422.25 |
412.50 |
417.00 |
-4.75 |
2,398 |
24,266 |
+370 |
Apr17 |
160727 |
423.00 |
425.25 |
416.25 |
420.00 |
-4.75 |
777 |
11,641 |
+12 |
May17 |
160727 |
425.50 |
428.00 |
419.50 |
423.00 |
-4.75 |
1,686 |
13,298 |
+447 |
Total Volume and Open Interest |
232,910 |
752,495 |
+598 |
Ethanol(CBOT) |
Aug16 |
160727 |
1.464 |
1.464 |
1.440 |
1.445 |
-0.013 |
303 |
257 |
-179 |
Sep16 |
160727 |
1.456 |
1.470 |
1.433 |
1.437 |
-0.017 |
387 |
1,668 |
-49 |
Oct16 |
160727 |
1.438 |
1.438 |
1.418 |
1.418 |
-0.018 |
246 |
546 |
+13 |
Nov16 |
160727 |
1.396 |
1.396 |
1.396 |
1.396 |
-0.018 |
54 |
440 |
+38 |
Dec16 |
160727 |
1.372 |
1.372 |
1.372 |
1.372 |
-0.018 |
0 |
1,120 |
+0 |
Jan17 |
160727 |
1.356 |
1.356 |
1.356 |
1.356 |
-0.018 |
0 |
193 |
+0 |
Feb17 |
160727 |
1.360 |
1.360 |
1.360 |
1.360 |
-0.013 |
0 |
158 |
+0 |
Mar17 |
160727 |
1.360 |
1.360 |
1.360 |
1.360 |
-0.013 |
|
|
|
Total Volume and Open Interest |
990 |
4,384 |
-177 |
WTI Crude Oil(ICE) |
Sep16 |
160727 |
42.69 |
43.20 |
41.68 |
41.92 |
-1.00 |
36,409 |
76,311 |
-5,189 |
Oct16 |
160727 |
43.68 |
43.90 |
42.41 |
42.61 |
-1.07 |
29,101 |
61,978 |
+6,999 |
Nov16 |
160727 |
44.36 |
44.63 |
43.14 |
43.32 |
-1.10 |
15,400 |
28,138 |
-2,060 |
Dec16 |
160727 |
45.08 |
45.31 |
43.84 |
44.02 |
-1.13 |
18,236 |
101,928 |
+5,516 |
Jan17 |
160727 |
45.60 |
45.93 |
44.47 |
44.65 |
-1.16 |
1,868 |
18,629 |
+30 |
Feb17 |
160727 |
46.28 |
46.28 |
45.01 |
45.18 |
-1.17 |
1,170 |
20,184 |
+160 |
Mar17 |
160727 |
46.69 |
46.87 |
45.45 |
45.64 |
-1.17 |
1,102 |
22,250 |
+271 |
Apr17 |
160727 |
46.76 |
46.78 |
45.89 |
46.04 |
-1.17 |
119 |
3,718 |
+14 |
May17 |
160727 |
46.58 |
46.61 |
46.25 |
46.40 |
-1.17 |
67 |
2,804 |
+4 |
Jun17 |
160727 |
47.74 |
47.81 |
46.58 |
46.73 |
-1.17 |
1,506 |
31,956 |
+179 |
Jul17 |
160727 |
47.03 |
47.03 |
47.03 |
47.03 |
-1.16 |
76 |
3,242 |
-17 |
Aug17 |
160727 |
47.31 |
47.31 |
47.31 |
47.31 |
-1.15 |
75 |
903 |
+3 |
Sep17 |
160727 |
47.59 |
47.59 |
47.59 |
47.59 |
-1.15 |
98 |
10,134 |
-50 |
Oct17 |
160727 |
47.87 |
47.87 |
47.87 |
47.87 |
-1.15 |
7 |
1,028 |
+0 |
Nov17 |
160727 |
48.17 |
48.17 |
48.17 |
48.17 |
-1.15 |
0 |
1,001 |
+0 |
Dec17 |
160727 |
49.50 |
49.50 |
48.26 |
48.47 |
-1.15 |
3,162 |
60,058 |
+1,116 |
Total Volume and Open Interest |
109,660 |
486,743 |
+7,572 |
US Dollar Index(ICE) |
Sep16 |
160727 |
97.170 |
97.540 |
96.710 |
97.043 |
-0.125 |
11,319 |
57,856 |
+1,380 |
Dec16 |
160727 |
97.075 |
97.420 |
96.725 |
97.012 |
-0.130 |
200 |
3,966 |
+41 |
Mar17 |
160727 |
97.255 |
97.255 |
97.010 |
97.022 |
-0.135 |
27 |
1,607 |
+20 |
Total Volume and Open Interest |
11,546 |
63,445 |
+1,441 |
Australian Dollar(CME) |
Sep16 |
160727 |
74.95 |
75.68 |
74.07 |
74.69 |
-0.23 |
47,424 |
93,182 |
-3,192 |
Dec16 |
160727 |
74.80 |
75.29 |
73.94 |
74.49 |
-0.23 |
459 |
1,641 |
+240 |
Mar17 |
160727 |
74.32 |
74.63 |
74.24 |
74.32 |
-0.23 |
0 |
12 |
+0 |
Total Volume and Open Interest |
47,883 |
94,836 |
-2,952 |
British Pound(CME) |
Sep16 |
160727 |
131.46 |
132.47 |
130.82 |
131.98 |
+0.55 |
57,767 |
227,337 |
+829 |
Dec16 |
160727 |
131.88 |
132.68 |
131.07 |
132.22 |
+0.56 |
79 |
2,053 |
-13 |
Mar17 |
160727 |
132.21 |
132.77 |
131.48 |
132.48 |
+0.57 |
75 |
510 |
+23 |
Total Volume and Open Interest |
57,971 |
230,750 |
+889 |
Canadian Dollar(CME) |
Sep16 |
160727 |
75.85 |
76.32 |
75.46 |
75.73 |
-0.08 |
48,147 |
115,701 |
-325 |
Dec16 |
160727 |
75.99 |
76.03 |
75.50 |
75.75 |
-0.08 |
382 |
3,898 |
+6 |
Mar17 |
160727 |
75.77 |
76.03 |
75.64 |
75.77 |
-0.09 |
23 |
389 |
+11 |
Jun17 |
160727 |
75.81 |
76.06 |
75.68 |
75.81 |
-0.08 |
1 |
147 |
+0 |
Total Volume and Open Interest |
48,561 |
120,197 |
-300 |
Japanese Yen(CME) |
Sep16 |
160727 |
95.68 |
95.73 |
94.05 |
95.05 |
-0.73 |
78,950 |
156,130 |
+1,085 |
Dec16 |
160727 |
96.05 |
96.05 |
94.45 |
95.43 |
-0.74 |
310 |
1,528 |
+84 |
Mar17 |
160727 |
96.20 |
96.23 |
95.00 |
95.86 |
-0.73 |
202 |
246 |
+201 |
Total Volume and Open Interest |
79,462 |
158,011 |
+1,370 |
Swiss Franc(CME) |
Sep16 |
160727 |
101.07 |
101.72 |
100.34 |
101.25 |
+0.20 |
11,354 |
48,404 |
+1,547 |
Dec16 |
160727 |
101.45 |
102.21 |
101.35 |
101.79 |
+0.19 |
1 |
80 |
-1 |
Mar17 |
160727 |
102.31 |
102.56 |
101.98 |
102.31 |
+0.20 |
|
|
|
Total Volume and Open Interest |
11,355 |
48,504 |
+1,546 |
EuroFX(CME) |
Sep16 |
160727 |
110.08 |
110.89 |
109.84 |
110.43 |
+0.32 |
87,057 |
391,009 |
+235 |
Dec16 |
160727 |
110.64 |
111.33 |
110.34 |
110.88 |
+0.31 |
1,014 |
5,280 |
+466 |
Mar17 |
160727 |
111.09 |
111.71 |
110.87 |
111.34 |
+0.31 |
415 |
1,265 |
+82 |
Total Volume and Open Interest |
88,562 |
398,237 |
+799 |
Mexican Peso(CME) |
Aug16 |
160727 |
530.88 |
530.88 |
530.88 |
530.88 |
+0.13 |
|
|
|
Sep16 |
160727 |
529.38 |
530.75 |
525.38 |
529.00 |
+0.13 |
44,547 |
87,638 |
+3,306 |
Total Volume and Open Interest |
51,133 |
116,953 |
+9,307 |
Brazilian Real(CME) |
Aug16 |
160727 |
309.05 |
309.10 |
303.20 |
305.80 |
+0.95 |
803 |
22,539 |
-41 |
Sep16 |
160727 |
301.80 |
303.30 |
300.10 |
302.65 |
+0.85 |
484 |
3,568 |
-22 |
Oct16 |
160727 |
300.05 |
300.05 |
298.50 |
300.05 |
+0.60 |
|
|
|
Nov16 |
160727 |
297.45 |
297.45 |
297.45 |
297.45 |
+0.85 |
|
|
|
Total Volume and Open Interest |
1,287 |
26,137 |
-63 |
30-Year T-Bonds(CBOT) |
Sep16 |
160727 |
171~250 |
173~190 |
170~310 |
173~070 |
+1~110 |
145,806 |
567,693 |
-2,325 |
Dec16 |
160727 |
169~290 |
172~030 |
169~180 |
171~240 |
+1~110 |
51 |
192 |
+5 |
Mar17 |
160727 |
170~200 |
170~200 |
170~200 |
170~200 |
+1~110 |
|
|
|
Total Volume and Open Interest |
145,857 |
567,885 |
-2,320 |
10-Year T-Notes(CBOT) |
Sep16 |
160727 |
132~045 |
132~215 |
131~265 |
132~175 |
+0~135 |
732,638 |
2,774,443 |
-43,661 |
Dec16 |
160727 |
131~070 |
131~235 |
130~290 |
131~195 |
+0~135 |
2,607 |
7,192 |
+767 |
Mar17 |
160727 |
130~255 |
130~255 |
130~255 |
130~255 |
+0~135 |
|
|
|
Total Volume and Open Interest |
735,245 |
2,781,635 |
-42,894 |
5-Year T-Notes(CBOT) |
Sep16 |
160727 |
121~142 |
121~234 |
121~082 |
121~220 |
+0~084 |
401,978 |
2,679,017 |
+17,349 |
Dec16 |
160727 |
121~132 |
121~232 |
121~084 |
121~222 |
+0~090 |
877 |
6,678 |
+873 |
Total Volume and Open Interest |
402,855 |
2,685,695 |
+18,222 |
2 Year T-Notes(CBOT) |
Sep16 |
160727 |
109~100 |
109~120 |
109~084 |
109~120 |
+0~024 |
170,284 |
1,041,255 |
-2,699 |
Dec16 |
160727 |
109~070 |
109~096 |
109~066 |
109~096 |
+0~024 |
488 |
2,398 |
+346 |
Mar17 |
160727 |
109~092 |
109~092 |
109~092 |
109~092 |
+0~024 |
|
|
|
Total Volume and Open Interest |
170,772 |
1,043,653 |
-2,353 |
Eurodollars(CME) |
Sep16 |
160727 |
99.175 |
99.190 |
99.150 |
99.180 |
+0.010 |
183,242 |
1,149,364 |
-6,187 |
Dec16 |
160727 |
99.100 |
99.130 |
99.075 |
99.115 |
+0.015 |
213,086 |
1,400,632 |
-7,431 |
Mar17 |
160727 |
99.060 |
99.085 |
99.030 |
99.075 |
+0.020 |
186,011 |
1,015,620 |
+5,209 |
Jun17 |
160727 |
99.015 |
99.050 |
98.980 |
99.035 |
+0.025 |
135,505 |
909,448 |
+3,634 |
Sep17 |
160727 |
98.980 |
99.010 |
98.940 |
99.000 |
+0.030 |
137,472 |
832,069 |
+3,018 |
Dec17 |
160727 |
98.930 |
98.965 |
98.895 |
98.955 |
+0.035 |
231,012 |
1,270,175 |
-5,075 |
Mar18 |
160727 |
98.905 |
98.945 |
98.870 |
98.930 |
+0.035 |
101,660 |
603,380 |
-4,959 |
Jun18 |
160727 |
98.870 |
98.915 |
98.835 |
98.900 |
+0.040 |
99,722 |
465,848 |
-3,060 |
Sep18 |
160727 |
98.835 |
98.880 |
98.800 |
98.870 |
+0.045 |
77,644 |
426,225 |
+5,506 |
Dec18 |
160727 |
98.790 |
98.840 |
98.750 |
98.830 |
+0.050 |
108,541 |
552,251 |
-9,314 |
Mar19 |
160727 |
98.760 |
98.815 |
98.720 |
98.800 |
+0.050 |
52,225 |
357,003 |
-5,011 |
Jun19 |
160727 |
98.720 |
98.780 |
98.680 |
98.765 |
+0.050 |
45,219 |
283,496 |
-211 |
Sep19 |
160727 |
98.675 |
98.745 |
98.640 |
98.725 |
+0.050 |
32,565 |
219,598 |
+2,999 |
Dec19 |
160727 |
98.630 |
98.700 |
98.590 |
98.680 |
+0.055 |
47,238 |
239,984 |
+11,325 |
Mar20 |
160727 |
98.590 |
98.660 |
98.550 |
98.645 |
+0.055 |
22,210 |
143,720 |
+774 |
Jun20 |
160727 |
98.540 |
98.625 |
98.510 |
98.600 |
+0.050 |
21,995 |
84,829 |
-645 |
Sep20 |
160727 |
98.505 |
98.585 |
98.465 |
98.560 |
+0.050 |
17,785 |
86,746 |
-716 |
Dec20 |
160727 |
98.455 |
98.535 |
98.415 |
98.510 |
+0.050 |
13,122 |
89,302 |
+1,214 |
Total Volume and Open Interest |
1,793,670 |
10,465,194 |
+8,127 |
Ultra T-Bond(CBOT) |
Sep16 |
160727 |
187~05 |
189~23 |
186~08 |
189~05 |
+1~29 |
60,840 |
599,859 |
+3,894 |
Dec16 |
160727 |
188~13 |
188~13 |
188~13 |
188~13 |
+1~31 |
|
|
|
Mar17 |
160727 |
187~13 |
187~13 |
187~13 |
187~13 |
+1~31 |
|
|
|
Total Volume and Open Interest |
60,840 |
599,859 |
+3,894 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160727 |
144~260 |
145~195 |
144~135 |
145~140 |
+0~205 |
34,795 |
171,556 |
+476 |
Dec16 |
160727 |
145~015 |
145~015 |
144~075 |
145~015 |
+0~205 |
|
|
|
Mar17 |
160727 |
145~015 |
145~015 |
145~015 |
145~015 |
+0~205 |
|
|
|
Total Volume and Open Interest |
34,795 |
171,556 |
+476 |
30 Day Federal Funds(CBOT) |
Jul16 |
160727 |
99.605 |
99.607 |
99.603 |
99.605 |
unch |
587 |
168,181 |
-87 |
Aug16 |
160727 |
99.600 |
99.610 |
99.595 |
99.605 |
+0.005 |
746 |
143,158 |
-361 |
Sep16 |
160727 |
99.580 |
99.590 |
99.575 |
99.590 |
+0.005 |
2,275 |
55,618 |
+111 |
Oct16 |
160727 |
99.550 |
99.560 |
99.535 |
99.555 |
+0.005 |
13,359 |
154,293 |
-1,101 |
Nov16 |
160727 |
99.540 |
99.555 |
99.525 |
99.550 |
+0.005 |
5,384 |
73,764 |
+1,160 |
Dec16 |
160727 |
99.515 |
99.530 |
99.490 |
99.525 |
+0.010 |
3,653 |
45,227 |
+711 |
Total Volume and Open Interest |
44,645 |
844,648 |
-962 |
3-Mth Euro-Yen(CME) |
Sep16 |
160722 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec16 |
160722 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar17 |
160722 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Jun17 |
160722 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Sep17 |
160722 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Dec17 |
160722 |
99.990 |
99.990 |
99.990 |
99.990 |
unch |
|
|
|
Mar18 |
160722 |
99.995 |
99.995 |
99.995 |
99.995 |
unch |
|
|
|
Jun18 |
160722 |
99.855 |
99.855 |
99.855 |
99.855 |
unch |
|
|
|
Sep18 |
160722 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec18 |
160722 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep16 |
160727 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160727 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160727 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160727 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160727 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160727 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160727 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160727 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160727 |
153.58 |
154.02 |
153.54 |
153.94 |
+0.36 |
1,247 |
18,186 |
-82 |
Dec16 |
160727 |
153.90 |
154.08 |
153.60 |
154.08 |
+0.36 |
0 |
3 |
+0 |
Mar17 |
160727 |
154.00 |
154.00 |
154.00 |
154.00 |
+0.36 |
|
|
|
Total Volume and Open Interest |
1,247 |
18,189 |
-82 |
Euro-Buxl(EUREX) |
Sep16 |
160727 |
192.20 |
195.62 |
191.32 |
195.04 |
+2.86 |
21,805 |
128,879 |
-2,812 |
Dec16 |
160727 |
193.40 |
193.40 |
193.40 |
193.40 |
+2.86 |
1 |
29 |
+1 |
Mar17 |
160727 |
193.40 |
193.40 |
193.40 |
193.40 |
+2.86 |
|
|
|
Total Volume and Open Interest |
21,806 |
128,908 |
-2,811 |
Euro-Bund(EUREX) |
Sep16 |
160727 |
166.54 |
167.61 |
166.36 |
167.36 |
+0.87 |
403,368 |
1,550,567 |
-60,248 |
Dec16 |
160727 |
163.67 |
164.64 |
163.67 |
164.64 |
+0.86 |
513 |
19,017 |
-322 |
Mar17 |
160727 |
166.86 |
166.86 |
166.86 |
166.86 |
+0.87 |
2 |
27 |
+1 |
Total Volume and Open Interest |
403,883 |
1,569,611 |
-60,569 |
Euro-Bobl(EUREX) |
Sep16 |
160727 |
133.39 |
133.66 |
133.35 |
133.61 |
+0.22 |
310,860 |
1,246,836 |
-77,757 |
Dec16 |
160727 |
131.49 |
131.63 |
131.49 |
131.63 |
+0.23 |
36 |
852 |
+31 |
Mar17 |
160727 |
133.56 |
133.56 |
133.56 |
133.56 |
+0.17 |
|
|
|
Total Volume and Open Interest |
310,896 |
1,247,688 |
-77,726 |
Euro-Schatz(EUREX) |
Sep16 |
160727 |
111.98 |
112.02 |
111.97 |
112.01 |
+0.03 |
191,022 |
1,108,304 |
+2,127 |
Dec16 |
160727 |
112.01 |
112.01 |
112.01 |
112.01 |
+0.03 |
0 |
185 |
+0 |
Mar17 |
160727 |
112.01 |
112.01 |
112.01 |
112.01 |
+0.03 |
|
|
|
Total Volume and Open Interest |
191,022 |
1,108,489 |
+2,127 |
3-Mth Euribor(EUREX) |
Sep16 |
160727 |
100.315 |
100.315 |
100.315 |
100.315 |
unch |
100 |
4,676 |
-100 |
Dec16 |
160727 |
100.330 |
100.330 |
100.330 |
100.330 |
unch |
100 |
2,345 |
+100 |
Mar17 |
160727 |
100.340 |
100.340 |
100.340 |
100.340 |
+0.005 |
0 |
3,729 |
+0 |
Total Volume and Open Interest |
200 |
77,665 |
+0 |
Long Gilt(LIFFE) |
Sep16 |
160727 |
129~15 |
130~18 |
129~14 |
130~14 |
+1~01 |
134,440 |
558,438 |
-6,805 |
Dec16 |
160727 |
129~13 |
129~13 |
129~13 |
129~13 |
+1~01 |
|
|
|
Total Volume and Open Interest |
134,440 |
558,438 |
-6,805 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160727 |
99.66 |
99.67 |
99.66 |
99.67 |
+0.00 |
41,448 |
484,940 |
+11,889 |
Dec16 |
160727 |
99.69 |
99.71 |
99.69 |
99.70 |
unch |
36,934 |
640,746 |
+3,524 |
Mar17 |
160727 |
99.69 |
99.72 |
99.69 |
99.71 |
+0.01 |
21,125 |
362,441 |
-1,005 |
Jun17 |
160727 |
99.70 |
99.72 |
99.69 |
99.71 |
+0.02 |
38,820 |
354,309 |
-1,229 |
Sep17 |
160727 |
99.68 |
99.72 |
99.68 |
99.71 |
+0.03 |
37,667 |
283,912 |
+2,427 |
Dec17 |
160727 |
99.67 |
99.71 |
99.67 |
99.70 |
+0.03 |
39,536 |
308,736 |
+5,692 |
Total Volume and Open Interest |
314,989 |
3,294,887 |
+24,408 |
3-Mth Euribor(LIFFE) |
Sep16 |
160727 |
100.315 |
100.315 |
100.310 |
100.310 |
-0.005 |
24,514 |
349,799 |
+2,832 |
Dec16 |
160727 |
100.325 |
100.330 |
100.325 |
100.330 |
unch |
24,394 |
465,566 |
-1,857 |
Mar17 |
160727 |
100.335 |
100.340 |
100.330 |
100.340 |
+0.005 |
45,587 |
408,748 |
-3,811 |
Total Volume and Open Interest |
287,718 |
3,089,070 |
-6,354 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160727 |
98.16 |
98.16 |
98.11 |
98.13 |
-0.03 |
7,776 |
180,199 |
-1,699 |
Dec16 |
160727 |
98.24 |
98.25 |
98.17 |
98.22 |
-0.03 |
11,691 |
183,584 |
+2,678 |
Mar17 |
160727 |
98.29 |
98.29 |
98.21 |
98.26 |
-0.03 |
11,834 |
143,378 |
-9 |
Jun17 |
160727 |
98.31 |
98.31 |
98.23 |
98.28 |
-0.03 |
8,487 |
125,527 |
+341 |
Sep17 |
160727 |
98.31 |
98.32 |
98.25 |
98.28 |
-0.04 |
3,889 |
89,322 |
-216 |
Dec17 |
160727 |
98.32 |
98.32 |
98.25 |
98.29 |
-0.03 |
6,173 |
77,399 |
+726 |
Mar18 |
160727 |
98.31 |
98.32 |
98.24 |
98.28 |
-0.04 |
3,852 |
51,973 |
+1,955 |
Jun18 |
160727 |
98.30 |
98.31 |
98.25 |
98.26 |
-0.04 |
1,884 |
40,072 |
+901 |
Sep18 |
160727 |
98.29 |
98.29 |
98.21 |
98.24 |
-0.05 |
357 |
6,973 |
+177 |
Dec18 |
160727 |
98.21 |
98.21 |
98.21 |
98.21 |
-0.05 |
369 |
3,928 |
+22 |
Total Volume and Open Interest |
56,744 |
904,994 |
+5,064 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160727 |
98.07 |
98.09 |
98.01 |
98.04 |
-0.03 |
84,624 |
829,236 |
-10,599 |
Dec16 |
160727 |
98.04 |
98.04 |
98.04 |
98.04 |
-0.03 |
|
|
|
Total Volume and Open Interest |
84,624 |
829,236 |
-10,599 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160727 |
98.56 |
98.57 |
98.47 |
98.53 |
-0.03 |
113,494 |
775,117 |
+3,868 |
Dec16 |
160727 |
98.53 |
98.53 |
98.53 |
98.53 |
-0.03 |
|
|
|
Total Volume and Open Interest |
113,494 |
775,117 |
+3,868 |
Gold(CMX) |
Aug16 |
160727 |
1319.9 |
1342.3 |
1315.6 |
1326.7 |
+5.9 |
263,660 |
148,497 |
-51,073 |
Oct16 |
160727 |
1323.4 |
1346.0 |
1319.2 |
1330.4 |
+6.0 |
16,550 |
46,023 |
+1,562 |
Dec16 |
160727 |
1327.5 |
1350.0 |
1323.0 |
1334.5 |
+6.2 |
128,433 |
343,973 |
+59,536 |
Feb17 |
160727 |
1330.6 |
1353.1 |
1327.8 |
1338.3 |
+6.4 |
1,565 |
19,843 |
+619 |
Apr17 |
160727 |
1331.3 |
1352.0 |
1331.3 |
1341.4 |
+6.5 |
322 |
7,578 |
+80 |
Jun17 |
160727 |
1334.2 |
1354.9 |
1334.2 |
1344.2 |
+6.5 |
52 |
13,044 |
+0 |
Aug17 |
160727 |
1345.0 |
1358.6 |
1345.0 |
1347.0 |
+6.6 |
267 |
2,324 |
+86 |
Oct17 |
160727 |
1349.8 |
1349.8 |
1349.8 |
1349.8 |
+6.7 |
0 |
736 |
+0 |
Dec17 |
160727 |
1352.4 |
1364.0 |
1352.2 |
1352.5 |
+6.7 |
21 |
9,183 |
+4 |
Feb18 |
160727 |
1355.0 |
1355.0 |
1355.0 |
1355.0 |
+6.8 |
0 |
45 |
+0 |
Apr18 |
160727 |
1357.5 |
1357.5 |
1357.5 |
1357.5 |
+7.0 |
0 |
3 |
+0 |
Jun18 |
160727 |
1359.9 |
1359.9 |
1359.9 |
1359.9 |
+7.1 |
0 |
3,785 |
+0 |
Total Volume and Open Interest |
413,123 |
609,422 |
+12,011 |
Silver(CMX) |
Jul16 |
160727 |
1996.5 |
1996.5 |
1996.5 |
1996.5 |
+31.0 |
122 |
201 |
-46 |
Sep16 |
160727 |
1971.0 |
2047.0 |
1957.5 |
1999.5 |
+31.2 |
44,996 |
158,267 |
-221 |
Dec16 |
160727 |
1979.0 |
2055.0 |
1968.0 |
2008.4 |
+31.3 |
3,438 |
44,902 |
-43 |
Mar17 |
160727 |
1992.0 |
2060.0 |
1991.0 |
2017.2 |
+31.5 |
107 |
8,333 |
+58 |
May17 |
160727 |
2033.0 |
2043.0 |
2015.0 |
2022.4 |
+31.6 |
3 |
461 |
+0 |
Jul17 |
160727 |
2002.0 |
2067.0 |
2002.0 |
2027.5 |
+31.7 |
78 |
2,549 |
+54 |
Sep17 |
160727 |
2032.7 |
2033.5 |
2032.7 |
2032.7 |
+31.8 |
30 |
353 |
+30 |
Total Volume and Open Interest |
49,026 |
220,312 |
-121 |
Platinum(NYMEX) |
Oct16 |
160727 |
1098.8 |
1144.5 |
1093.5 |
1128.2 |
+29.2 |
12,746 |
72,359 |
-350 |
Jan17 |
160727 |
1100.2 |
1146.0 |
1095.8 |
1130.1 |
+29.1 |
72 |
3,850 |
+5 |
Apr17 |
160727 |
1131.9 |
1146.4 |
1131.8 |
1132.2 |
+29.1 |
0 |
81 |
+0 |
Jul17 |
160727 |
1133.9 |
1133.9 |
1133.9 |
1133.9 |
+29.1 |
0 |
13 |
+0 |
Total Volume and Open Interest |
12,893 |
76,406 |
-348 |
Palladium(NYMEX) |
Sep16 |
160727 |
691.30 |
707.90 |
686.75 |
703.90 |
+11.10 |
4,582 |
24,681 |
+700 |
Dec16 |
160727 |
691.00 |
708.55 |
689.25 |
704.90 |
+11.10 |
96 |
1,241 |
+23 |
Mar17 |
160727 |
690.05 |
705.80 |
690.05 |
705.80 |
+11.10 |
0 |
40 |
+0 |
Total Volume and Open Interest |
4,678 |
25,962 |
+723 |
Copper(CMX) |
Jul16 |
160727 |
221.10 |
221.45 |
218.50 |
218.50 |
-4.00 |
331 |
456 |
-89 |
Sep16 |
160727 |
222.40 |
223.45 |
218.15 |
218.50 |
-4.05 |
58,903 |
103,257 |
+80 |
Dec16 |
160727 |
223.45 |
224.35 |
219.20 |
219.45 |
-4.10 |
7,365 |
45,101 |
+1,495 |
Mar17 |
160727 |
225.20 |
225.20 |
220.10 |
220.30 |
-4.10 |
2,036 |
19,597 |
+138 |
May17 |
160727 |
223.35 |
223.35 |
220.60 |
220.80 |
-4.10 |
228 |
4,168 |
+15 |
Total Volume and Open Interest |
69,423 |
181,440 |
+1,576 |
E-mini DJIA Index(CBOT) |
Sep16 |
160727 |
18427 |
18471 |
18353 |
18390 |
-8 |
104,711 |
129,196 |
-510 |
Dec16 |
160727 |
18340 |
18369 |
18275 |
18298 |
-8 |
29 |
431 |
+1 |
Mar17 |
160727 |
18220 |
18220 |
18220 |
18220 |
-8 |
0 |
64 |
+0 |
Jun17 |
160727 |
18179 |
18179 |
18179 |
18179 |
-8 |
|
|
|
Total Volume and Open Interest |
104,740 |
129,691 |
-509 |
S & P 500(CME) |
Sep16 |
160727 |
2164.60 |
2169.20 |
2153.70 |
2160.60 |
-2.70 |
2,609 |
93,514 |
-143 |
Dec16 |
160727 |
2152.90 |
2161.30 |
2145.80 |
2152.90 |
-2.70 |
28 |
1,290 |
+3 |
Mar17 |
160727 |
2146.30 |
2154.70 |
2139.20 |
2146.30 |
-2.70 |
0 |
60 |
+0 |
Jun17 |
160727 |
2139.90 |
2148.30 |
2132.80 |
2139.90 |
-2.70 |
0 |
60 |
+0 |
Total Volume and Open Interest |
2,637 |
94,924 |
-140 |
S & P 500 E-Mini(Globex) |
Sep16 |
160727 |
2166.00 |
2169.25 |
2152.00 |
2160.50 |
-2.75 |
1,264,905 |
2,933,070 |
-14,982 |
Dec16 |
160727 |
2156.75 |
2161.25 |
2143.00 |
2153.00 |
-2.50 |
7,197 |
25,276 |
+5,964 |
Mar17 |
160727 |
2152.50 |
2154.25 |
2140.00 |
2146.25 |
-2.75 |
98 |
791 |
+54 |
Jun17 |
160727 |
2140.00 |
2140.00 |
2137.75 |
2140.00 |
-2.50 |
5 |
319 |
-2 |
Total Volume and Open Interest |
1,272,205 |
2,959,456 |
-8,966 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160727 |
4691.30 |
4714.00 |
4676.80 |
4707.80 |
+44.00 |
146,154 |
271,326 |
+4,835 |
Dec16 |
160727 |
4680.30 |
4705.00 |
4670.00 |
4700.00 |
+44.20 |
96 |
414 |
+65 |
Mar17 |
160727 |
4693.00 |
4694.00 |
4676.50 |
4694.00 |
+44.20 |
0 |
48 |
+0 |
Total Volume and Open Interest |
146,250 |
271,792 |
+4,900 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160727 |
1550.70 |
1556.00 |
1540.30 |
1546.20 |
-6.30 |
9,980 |
80,764 |
-861 |
Dec16 |
160727 |
1540.80 |
1549.10 |
1538.50 |
1540.80 |
-6.30 |
0 |
10 |
+0 |
Mar17 |
160727 |
1541.30 |
1541.30 |
1541.30 |
1541.30 |
-6.30 |
|
|
|
Total Volume and Open Interest |
9,980 |
80,774 |
-861 |
Volatility Index(CBOE) |
Jul16 |
160720 |
12.25 |
12.40 |
11.75 |
11.80 |
-0.43 |
82,582 |
88,919 |
-9,091 |
Aug16 |
160727 |
15.15 |
15.45 |
14.60 |
14.78 |
-0.40 |
80,150 |
274,752 |
-7,178 |
Sep16 |
160727 |
17.49 |
17.69 |
17.10 |
17.28 |
-0.20 |
52,105 |
84,785 |
+8,784 |
Oct16 |
160727 |
18.80 |
19.05 |
18.56 |
18.68 |
-0.10 |
15,886 |
40,955 |
+1,809 |
Total Volume and Open Interest |
161,939 |
478,237 |
+3,156 |
Russell 2000(ICE) |
Sep16 |
160727 |
1216.00 |
1220.50 |
1209.10 |
1215.90 |
+1.90 |
47,219 |
325,027 |
+1,137 |
Dec16 |
160727 |
1214.10 |
1214.10 |
1211.40 |
1211.40 |
+1.90 |
7 |
1,011 |
+5 |
Total Volume and Open Interest |
47,226 |
326,453 |
+1,142 |
Nikkei 225(CME) |
Sep16 |
160727 |
16525 |
16895 |
16495 |
16645 |
+190 |
9,325 |
36,343 |
+73 |
Dec16 |
160727 |
16720 |
16810 |
16600 |
16600 |
+215 |
7 |
176 |
+0 |
Total Volume and Open Interest |
9,332 |
36,519 |
+73 |
Nikkei 225(SGX) |
Sep16 |
160727 |
16325 |
16825 |
16235 |
16755 |
+435 |
60,071 |
206,000 |
-2,521 |
Dec16 |
160727 |
16455 |
16660 |
16440 |
16640 |
+435 |
10 |
6,022 |
+5 |
Mar17 |
160727 |
16610 |
16610 |
16610 |
16610 |
+440 |
|
|
|
Total Volume and Open Interest |
60,101 |
219,626 |
-2,516 |
Nikkei 225(CME) Yen |
Sep16 |
160727 |
16470 |
16825 |
16430 |
16590 |
+205 |
29,046 |
77,326 |
-1,576 |
Dec16 |
160727 |
16455 |
16670 |
16410 |
16460 |
+205 |
0 |
40 |
+0 |
Mar17 |
160727 |
16410 |
16410 |
16410 |
16410 |
+205 |
|
|
|
Total Volume and Open Interest |
29,046 |
77,366 |
-1,576 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160727 |
16590 |
16800 |
16590 |
16590 |
+200 |
0 |
13 |
+0 |
Dec16 |
160727 |
16460 |
16460 |
16460 |
16460 |
+200 |
|
|
|
Mar17 |
160727 |
16410 |
16410 |
16410 |
16410 |
+200 |
|
|
|
Total Volume and Open Interest |
0 |
13 |
+0 |
CAC 40(EURONEXT) |
Aug16 |
160727 |
4410.0 |
4470.5 |
4407.5 |
4446.5 |
+52.0 |
63,246 |
252,761 |
-1,201 |
Sep16 |
160727 |
4399.5 |
4468.5 |
4399.5 |
4445.0 |
+52.0 |
276 |
9,463 |
-148 |
Oct16 |
160727 |
4434.5 |
4434.5 |
4434.5 |
4434.5 |
+52.0 |
0 |
10 |
+0 |
Total Volume and Open Interest |
63,522 |
262,279 |
-1,349 |
Hang Seng Index(HKFE) |
Jul16 |
160727 |
22121 |
22286 |
22009 |
22168 |
+60 |
129,532 |
91,317 |
-14,183 |
Aug16 |
160727 |
22111 |
22269 |
21992 |
22153 |
+58 |
45,142 |
42,661 |
+29,159 |
Sep16 |
160727 |
22059 |
22182 |
21930 |
22083 |
+56 |
354 |
5,816 |
-45 |
Total Volume and Open Interest |
175,386 |
144,212 |
+15,017 |
DAX(EUREX) |
Sep16 |
160727 |
10282.0 |
10346.0 |
10274.5 |
10307.5 |
+61.0 |
75,143 |
140,149 |
+1,857 |
Dec16 |
160727 |
10290.0 |
10315.0 |
10277.5 |
10293.5 |
+61.0 |
45 |
5,045 |
-13 |
Mar17 |
160727 |
10321.0 |
10321.0 |
10286.5 |
10286.5 |
+61.0 |
3 |
178 |
-1 |
Total Volume and Open Interest |
75,191 |
145,372 |
+1,843 |
Mini-DAX(EUREX) |
Sep16 |
160727 |
10280.0 |
10347.0 |
10274.0 |
10307.5 |
+61.0 |
18,087 |
9,319 |
-1,047 |
Dec16 |
160727 |
10291.0 |
10330.0 |
10272.0 |
10293.5 |
+61.0 |
89 |
158 |
-2 |
Mar17 |
160727 |
10286.5 |
10286.5 |
10286.5 |
10286.5 |
+61.0 |
0 |
8 |
+0 |
Total Volume and Open Interest |
18,176 |
9,485 |
-1,049 |
FT-SE 100(EURONEXT) |
Sep16 |
160727 |
6685.50 |
6726.00 |
6675.00 |
6694.00 |
+15.50 |
71,232 |
652,452 |
-2,580 |
Dec16 |
160727 |
6653.00 |
6653.00 |
6653.00 |
6653.00 |
+15.50 |
12 |
198 |
-1 |
Mar17 |
160727 |
6596.50 |
6596.50 |
6596.50 |
6596.50 |
+15.50 |
|
|
|
Total Volume and Open Interest |
71,244 |
652,650 |
-2,581 |
SPI 200(SFE) |
Sep16 |
160727 |
5491.0 |
5526.0 |
5473.0 |
5500.0 |
+9.0 |
22,414 |
277,133 |
+66 |
Dec16 |
160727 |
5474.0 |
5487.0 |
5474.0 |
5487.0 |
+9.0 |
88 |
2,590 |
-36 |
Mar17 |
160727 |
5438.0 |
5438.0 |
5438.0 |
5438.0 |
+9.0 |
0 |
1,436 |
+0 |
Total Volume and Open Interest |
22,507 |
281,976 |
-4,982 |
FTSE MIB(ISE) |
Sep16 |
160727 |
16725.00 |
16995.00 |
16725.00 |
16852.00 |
+150.00 |
22,685 |
42,211 |
-24 |
Dec16 |
160727 |
16800.00 |
16870.00 |
16670.00 |
16727.00 |
+152.00 |
9 |
201 |
+0 |
Mar17 |
160727 |
16734.00 |
16734.00 |
16734.00 |
16734.00 |
+152.00 |
|
|
|
Total Volume and Open Interest |
22,694 |
42,412 |
-24 |
KOSPI 200(KFE) |
Sep16 |
160727 |
253.25 |
253.80 |
252.70 |
253.35 |
+0.05 |
107,669 |
124,243 |
+539 |
Dec16 |
160727 |
254.05 |
254.55 |
253.60 |
254.00 |
-0.10 |
350 |
8,771 |
+18 |
Mar17 |
160727 |
251.65 |
251.75 |
251.15 |
251.30 |
+0.10 |
43 |
892 |
+7 |
Total Volume and Open Interest |
108,064 |
136,857 |
+564 |
GSCI(CME) |
Aug16 |
160727 |
341.40 |
345.45 |
338.50 |
339.40 |
-5.20 |
289 |
11,963 |
-278 |
Sep16 |
160727 |
342.45 |
342.45 |
342.45 |
342.45 |
-5.20 |
251 |
351 |
+251 |
Oct16 |
160727 |
346.05 |
346.05 |
346.05 |
346.05 |
-5.20 |
|
|
|
Total Volume and Open Interest |
540 |
12,314 |
-27 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|