|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Fri July 29, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug16 |
160729 |
1005.25 |
1034.25 |
996.25 |
1032.50 |
+29.00 |
45,394 |
26,219 |
-11,975 |
Sep16 |
160729 |
995.25 |
1023.00 |
984.00 |
1020.00 |
+26.75 |
27,842 |
54,849 |
+3,333 |
Nov16 |
160729 |
980.00 |
1006.00 |
968.75 |
1003.00 |
+25.00 |
110,874 |
388,941 |
+4,080 |
Jan17 |
160729 |
980.00 |
1005.75 |
969.00 |
1003.00 |
+24.50 |
15,578 |
60,293 |
+537 |
Mar17 |
160729 |
970.25 |
993.00 |
959.75 |
992.00 |
+24.00 |
8,123 |
66,097 |
-242 |
May17 |
160729 |
968.50 |
987.00 |
956.00 |
986.25 |
+23.25 |
6,144 |
32,982 |
+1,175 |
Jul17 |
160729 |
966.50 |
987.25 |
956.50 |
986.75 |
+23.00 |
5,469 |
37,460 |
+486 |
Aug17 |
160729 |
948.25 |
976.25 |
948.25 |
976.25 |
+20.50 |
22 |
386 |
+4 |
Sep17 |
160729 |
956.50 |
956.50 |
956.50 |
956.50 |
+20.50 |
4 |
318 |
+0 |
Nov17 |
160729 |
919.75 |
936.25 |
912.75 |
935.25 |
+15.50 |
2,085 |
31,237 |
-177 |
Jan18 |
160729 |
936.75 |
936.75 |
936.75 |
936.75 |
+15.00 |
0 |
444 |
+0 |
Mar18 |
160729 |
935.25 |
935.25 |
935.25 |
935.25 |
+14.75 |
0 |
67 |
+0 |
May18 |
160729 |
937.00 |
937.00 |
937.00 |
937.00 |
+14.75 |
0 |
53 |
+0 |
Jul18 |
160729 |
941.00 |
941.00 |
941.00 |
941.00 |
+14.75 |
0 |
116 |
+0 |
Total Volume and Open Interest |
221,535 |
699,705 |
-2,779 |
Soybean Meal(CBOT) |
Aug16 |
160729 |
341.70 |
351.40 |
338.30 |
350.00 |
+8.50 |
29,473 |
11,458 |
-5,562 |
Sep16 |
160729 |
343.00 |
351.40 |
339.30 |
349.90 |
+7.10 |
29,521 |
59,174 |
+3,890 |
Oct16 |
160729 |
342.30 |
350.30 |
338.50 |
348.90 |
+7.00 |
10,325 |
30,295 |
+1,437 |
Dec16 |
160729 |
341.60 |
349.30 |
337.50 |
347.70 |
+6.90 |
39,364 |
158,822 |
+1,953 |
Jan17 |
160729 |
337.40 |
344.90 |
333.10 |
343.70 |
+7.20 |
2,753 |
26,594 |
+325 |
Mar17 |
160729 |
328.80 |
335.70 |
325.00 |
335.20 |
+7.20 |
1,442 |
31,306 |
-217 |
May17 |
160729 |
322.80 |
329.10 |
319.80 |
328.90 |
+6.70 |
626 |
19,429 |
-26 |
Jul17 |
160729 |
323.30 |
329.00 |
319.90 |
328.70 |
+6.20 |
852 |
16,758 |
-13 |
Aug17 |
160729 |
318.70 |
327.00 |
318.70 |
326.50 |
+5.70 |
164 |
2,034 |
-39 |
Sep17 |
160729 |
317.00 |
324.10 |
317.00 |
324.10 |
+5.50 |
144 |
1,418 |
-3 |
Total Volume and Open Interest |
114,848 |
366,050 |
+1,761 |
Soybean Oil(CBOT) |
Aug16 |
160729 |
29.59 |
30.41 |
29.41 |
30.35 |
+0.86 |
38,553 |
11,117 |
-8,102 |
Sep16 |
160729 |
29.74 |
30.57 |
29.53 |
30.48 |
+0.84 |
34,823 |
49,605 |
+1,433 |
Oct16 |
160729 |
29.85 |
30.69 |
29.64 |
30.59 |
+0.84 |
4,443 |
23,951 |
+341 |
Dec16 |
160729 |
30.08 |
30.93 |
29.85 |
30.85 |
+0.87 |
43,899 |
182,306 |
-558 |
Jan17 |
160729 |
30.31 |
31.15 |
30.07 |
31.08 |
+0.87 |
2,644 |
29,108 |
+97 |
Mar17 |
160729 |
30.48 |
31.31 |
30.27 |
31.25 |
+0.87 |
2,084 |
22,362 |
+485 |
May17 |
160729 |
30.69 |
31.49 |
30.47 |
31.43 |
+0.84 |
1,176 |
17,144 |
+233 |
Jul17 |
160729 |
30.96 |
31.72 |
30.70 |
31.66 |
+0.83 |
1,264 |
10,051 |
+238 |
Aug17 |
160729 |
30.86 |
31.77 |
30.86 |
31.73 |
+0.81 |
98 |
3,374 |
+72 |
Sep17 |
160729 |
31.45 |
31.81 |
31.45 |
31.76 |
+0.80 |
118 |
2,573 |
-81 |
Total Volume and Open Interest |
129,301 |
358,050 |
-5,751 |
Canola(WCE) |
Nov16 |
160729 |
451.3 |
457.1 |
450.0 |
453.9 |
+2.7 |
13,620 |
120,248 |
-498 |
Jan17 |
160729 |
459.0 |
464.0 |
457.9 |
460.3 |
+2.0 |
1,478 |
21,802 |
+455 |
Mar17 |
160729 |
465.2 |
470.3 |
464.4 |
466.7 |
+1.7 |
179 |
5,326 |
-27 |
May17 |
160729 |
470.0 |
474.9 |
469.0 |
471.7 |
+1.8 |
202 |
4,067 |
+7 |
Jul17 |
160729 |
474.6 |
479.0 |
474.0 |
476.0 |
+1.7 |
180 |
6,016 |
+37 |
Total Volume and Open Interest |
15,727 |
161,455 |
+18 |
Corn(CBOT) |
Sep16 |
160729 |
331.25 |
335.00 |
328.75 |
334.50 |
+3.25 |
81,045 |
471,914 |
-5,194 |
Dec16 |
160729 |
338.75 |
343.25 |
336.00 |
342.75 |
+4.00 |
117,263 |
540,985 |
-1,315 |
Mar17 |
160729 |
347.50 |
352.00 |
345.00 |
351.50 |
+4.00 |
19,496 |
128,183 |
+576 |
May17 |
160729 |
353.25 |
357.50 |
350.50 |
357.25 |
+4.00 |
4,000 |
33,104 |
+44 |
Jul17 |
160729 |
358.50 |
363.25 |
355.75 |
362.75 |
+4.25 |
6,320 |
64,786 |
+870 |
Sep17 |
160729 |
362.75 |
367.00 |
360.25 |
367.00 |
+4.75 |
2,220 |
15,145 |
+477 |
Dec17 |
160729 |
368.00 |
372.75 |
366.00 |
372.50 |
+4.25 |
4,649 |
46,107 |
+605 |
Mar18 |
160729 |
378.00 |
381.75 |
378.00 |
381.75 |
+4.00 |
27 |
1,923 |
+0 |
May18 |
160729 |
387.00 |
387.00 |
386.75 |
386.75 |
+3.75 |
34 |
608 |
+0 |
Jul18 |
160729 |
388.25 |
390.50 |
388.00 |
390.50 |
+3.00 |
45 |
825 |
-14 |
Total Volume and Open Interest |
235,167 |
1,305,595 |
-3,933 |
Wheat(CBOT) |
Sep16 |
160729 |
411.50 |
412.75 |
403.50 |
407.75 |
-2.50 |
46,739 |
250,376 |
-2,978 |
Dec16 |
160729 |
438.00 |
440.25 |
431.25 |
435.75 |
-1.50 |
25,213 |
131,992 |
+2,801 |
Mar17 |
160729 |
462.25 |
464.00 |
455.50 |
460.25 |
-1.75 |
8,279 |
46,661 |
+1,253 |
May17 |
160729 |
475.50 |
476.00 |
468.50 |
473.75 |
-1.50 |
1,636 |
11,462 |
+191 |
Jul17 |
160729 |
482.50 |
483.50 |
475.50 |
480.50 |
-1.75 |
1,051 |
24,434 |
+107 |
Sep17 |
160729 |
494.00 |
494.75 |
490.00 |
492.00 |
-2.50 |
93 |
2,596 |
-36 |
Total Volume and Open Interest |
83,157 |
472,564 |
+1,354 |
Wheat(KCBT) |
Sep16 |
160729 |
409.00 |
412.50 |
403.50 |
409.75 |
+0.75 |
15,152 |
134,522 |
-492 |
Dec16 |
160729 |
436.50 |
438.50 |
430.00 |
436.00 |
+1.00 |
8,593 |
53,073 |
-103 |
Mar17 |
160729 |
451.50 |
455.50 |
446.75 |
453.00 |
+1.00 |
1,934 |
28,528 |
+612 |
May17 |
160729 |
461.25 |
465.75 |
458.00 |
463.75 |
+0.75 |
254 |
8,235 |
+9 |
Jul17 |
160729 |
472.00 |
474.25 |
467.25 |
472.75 |
+0.50 |
686 |
16,133 |
+153 |
Sep17 |
160729 |
486.00 |
490.00 |
485.00 |
487.75 |
+0.25 |
7 |
1,569 |
+2 |
Dec17 |
160729 |
505.00 |
505.50 |
504.75 |
505.50 |
-1.25 |
4 |
654 |
+1 |
Total Volume and Open Interest |
26,630 |
242,907 |
+182 |
Wheat(MGE) |
Sep16 |
160729 |
486.00 |
492.00 |
484.00 |
488.25 |
+1.50 |
3,249 |
24,492 |
+126 |
Dec16 |
160729 |
502.00 |
507.75 |
500.00 |
503.75 |
+2.00 |
1,644 |
15,821 |
-207 |
Mar17 |
160729 |
518.00 |
522.25 |
515.25 |
518.75 |
+1.50 |
1,036 |
10,619 |
+297 |
May17 |
160729 |
526.25 |
532.25 |
525.50 |
528.75 |
+1.75 |
438 |
4,682 |
+25 |
Jul17 |
160729 |
539.00 |
541.50 |
535.00 |
537.50 |
+0.75 |
235 |
2,601 |
+46 |
Sep17 |
160729 |
546.75 |
548.50 |
545.00 |
547.25 |
+0.50 |
55 |
1,742 |
+0 |
Total Volume and Open Interest |
6,695 |
60,721 |
+300 |
Oats(CBOT) |
Sep16 |
160729 |
198.00 |
202.25 |
196.25 |
200.50 |
+2.25 |
103 |
3,198 |
+11 |
Dec16 |
160729 |
197.25 |
200.00 |
195.00 |
199.25 |
+2.00 |
203 |
6,001 |
+105 |
Mar17 |
160729 |
202.00 |
203.50 |
202.00 |
202.50 |
+0.75 |
15 |
855 |
+1 |
May17 |
160729 |
205.25 |
205.25 |
205.25 |
205.25 |
+3.25 |
|
|
|
Total Volume and Open Interest |
321 |
10,054 |
+117 |
Rough Rice(CBOT) |
Sep16 |
160729 |
9.78 |
9.95 |
9.73 |
9.94 |
+0.17 |
1,097 |
8,353 |
+519 |
Nov16 |
160729 |
10.07 |
10.23 |
10.00 |
10.22 |
+0.17 |
538 |
2,127 |
+256 |
Jan17 |
160729 |
10.31 |
10.44 |
10.23 |
10.43 |
+0.14 |
21 |
110 |
+7 |
Mar17 |
160729 |
10.65 |
10.65 |
10.65 |
10.65 |
+0.15 |
0 |
45 |
+0 |
Total Volume and Open Interest |
1,656 |
10,637 |
+782 |
Live Cattle(CME) |
Aug16 |
160729 |
113.080 |
113.980 |
112.800 |
113.080 |
-0.250 |
9,672 |
39,696 |
-2,449 |
Oct16 |
160729 |
111.700 |
112.650 |
111.230 |
111.730 |
-0.370 |
17,827 |
113,198 |
-52 |
Dec16 |
160729 |
112.200 |
113.100 |
111.700 |
112.400 |
-0.280 |
6,619 |
52,726 |
+589 |
Feb17 |
160729 |
111.550 |
112.450 |
111.180 |
111.800 |
-0.200 |
3,919 |
23,925 |
+5 |
Apr17 |
160729 |
110.135 |
110.885 |
109.730 |
110.230 |
-0.170 |
1,085 |
12,915 |
+159 |
Jun17 |
160729 |
103.500 |
104.430 |
103.150 |
104.200 |
+0.370 |
549 |
5,369 |
+237 |
Total Volume and Open Interest |
39,938 |
250,614 |
-1,309 |
Feeder Cattle(CME) |
Aug16 |
160729 |
140.380 |
142.100 |
139.200 |
140.050 |
-0.435 |
2,599 |
15,151 |
-535 |
Sep16 |
160729 |
139.400 |
140.800 |
138.100 |
138.580 |
-0.570 |
2,326 |
11,695 |
+278 |
Oct16 |
160729 |
138.450 |
139.630 |
137.100 |
137.735 |
-0.615 |
1,604 |
8,434 |
+366 |
Nov16 |
160729 |
135.400 |
136.850 |
134.435 |
135.250 |
-0.185 |
718 |
4,122 |
+172 |
Jan17 |
160729 |
130.880 |
132.700 |
130.450 |
131.785 |
+0.460 |
390 |
3,161 |
+87 |
Mar17 |
160729 |
129.785 |
131.600 |
129.400 |
130.575 |
+0.475 |
151 |
991 |
+56 |
Apr17 |
160729 |
130.750 |
131.800 |
130.750 |
131.050 |
+0.300 |
37 |
255 |
-2 |
Total Volume and Open Interest |
7,831 |
43,916 |
+426 |
Lean Hogs(CME) |
Aug16 |
160729 |
69.200 |
70.150 |
68.700 |
68.980 |
+0.130 |
11,656 |
29,484 |
-881 |
Oct16 |
160729 |
59.235 |
60.430 |
58.785 |
59.050 |
-0.150 |
18,004 |
104,368 |
+393 |
Dec16 |
160729 |
54.900 |
56.235 |
54.450 |
54.750 |
-0.080 |
7,566 |
47,160 |
+678 |
Feb17 |
160729 |
59.680 |
60.600 |
58.850 |
59.150 |
-0.135 |
2,492 |
23,125 |
+532 |
Apr17 |
160729 |
64.285 |
65.330 |
63.650 |
63.930 |
-0.070 |
1,443 |
17,595 |
+335 |
May17 |
160729 |
70.035 |
70.035 |
69.930 |
69.930 |
-0.205 |
6 |
231 |
+6 |
Jun17 |
160729 |
73.650 |
75.400 |
73.650 |
74.135 |
+0.485 |
113 |
2,035 |
+39 |
Jul17 |
160729 |
73.950 |
74.800 |
73.550 |
73.550 |
+0.665 |
16 |
408 |
-3 |
Total Volume and Open Interest |
41,319 |
224,612 |
+1,111 |
Class III Milk(CME) |
Jul16 |
160729 |
15.27 |
15.28 |
15.26 |
15.26 |
-0.02 |
106 |
5,250 |
-9 |
Aug16 |
160729 |
16.83 |
16.92 |
16.75 |
16.84 |
-0.01 |
143 |
5,001 |
-4 |
Sep16 |
160729 |
16.76 |
16.80 |
16.64 |
16.79 |
+0.01 |
98 |
4,361 |
+42 |
Oct16 |
160729 |
16.65 |
16.74 |
16.60 |
16.72 |
+0.06 |
67 |
3,596 |
+40 |
Nov16 |
160729 |
16.33 |
16.40 |
16.33 |
16.39 |
+0.01 |
41 |
3,275 |
+20 |
Dec16 |
160729 |
16.03 |
16.09 |
16.00 |
16.08 |
-0.02 |
18 |
2,881 |
+8 |
Jan17 |
160729 |
15.95 |
16.00 |
15.95 |
16.00 |
-0.03 |
13 |
1,191 |
+8 |
Feb17 |
160729 |
15.98 |
16.05 |
15.98 |
16.00 |
-0.05 |
9 |
1,051 |
+8 |
Mar17 |
160729 |
16.04 |
16.08 |
16.04 |
16.08 |
-0.05 |
9 |
1,012 |
+9 |
Apr17 |
160729 |
16.24 |
16.24 |
16.22 |
16.24 |
-0.01 |
26 |
918 |
+9 |
May17 |
160729 |
16.39 |
16.39 |
16.37 |
16.39 |
-0.01 |
9 |
787 |
+9 |
Jun17 |
160729 |
16.48 |
16.49 |
16.46 |
16.49 |
+0.01 |
6 |
713 |
+6 |
Jul17 |
160729 |
16.60 |
16.60 |
16.60 |
16.60 |
unch |
6 |
269 |
+4 |
Total Volume and Open Interest |
568 |
31,426 |
+155 |
Cocoa(ICE) |
Sep16 |
160729 |
2853 |
2869 |
2815 |
2835 |
-15 |
16,164 |
81,644 |
-270 |
Dec16 |
160729 |
2858 |
2873 |
2826 |
2846 |
-11 |
9,321 |
69,055 |
+1,124 |
Mar17 |
160729 |
2845 |
2857 |
2812 |
2832 |
-11 |
4,064 |
49,262 |
+1,024 |
May17 |
160729 |
2835 |
2847 |
2803 |
2821 |
-12 |
766 |
8,654 |
-122 |
Jul17 |
160729 |
2839 |
2840 |
2800 |
2815 |
-13 |
92 |
3,093 |
+7 |
Sep17 |
160729 |
2834 |
2834 |
2800 |
2809 |
-14 |
161 |
3,876 |
-58 |
Dec17 |
160729 |
2822 |
2822 |
2800 |
2803 |
-15 |
42 |
861 |
+31 |
Total Volume and Open Interest |
30,617 |
220,325 |
+1,737 |
Coffee "C"(ICE) |
Sep16 |
160729 |
142.40 |
146.35 |
140.30 |
146.20 |
+4.05 |
12,150 |
85,034 |
-1,331 |
Dec16 |
160729 |
145.70 |
149.65 |
143.55 |
149.50 |
+4.15 |
4,512 |
55,372 |
+929 |
Mar17 |
160729 |
148.35 |
152.55 |
146.60 |
152.40 |
+4.10 |
1,424 |
20,124 |
+10 |
May17 |
160729 |
149.80 |
154.20 |
148.30 |
154.10 |
+4.05 |
341 |
11,075 |
+21 |
Jul17 |
160729 |
150.55 |
155.60 |
150.00 |
155.50 |
+4.10 |
37 |
3,462 |
-11 |
Sep17 |
160729 |
151.30 |
156.80 |
151.30 |
156.80 |
+4.10 |
14 |
3,150 |
+8 |
Total Volume and Open Interest |
18,498 |
184,240 |
-373 |
Orange Juice(ICE) |
Sep16 |
160729 |
178.80 |
178.80 |
172.75 |
174.65 |
-5.15 |
1,008 |
14,952 |
-59 |
Nov16 |
160729 |
177.70 |
177.70 |
172.90 |
175.00 |
-4.80 |
408 |
3,240 |
+311 |
Jan17 |
160729 |
176.15 |
176.15 |
172.10 |
174.95 |
-3.35 |
6 |
934 |
+2 |
Mar17 |
160729 |
170.30 |
172.50 |
169.60 |
172.50 |
-2.40 |
16 |
265 |
+4 |
May17 |
160729 |
169.50 |
170.50 |
168.50 |
170.50 |
-2.00 |
7 |
9 |
-1 |
Jul17 |
160729 |
168.80 |
168.80 |
168.80 |
168.80 |
-2.10 |
|
|
|
Total Volume and Open Interest |
1,445 |
19,402 |
+257 |
Sugar #11(ICE) |
Oct16 |
160729 |
18.79 |
19.35 |
18.71 |
19.05 |
+0.25 |
63,546 |
431,826 |
-3,364 |
Mar17 |
160729 |
19.18 |
19.70 |
19.09 |
19.44 |
+0.26 |
16,348 |
229,589 |
+2,161 |
May17 |
160729 |
18.57 |
19.04 |
18.50 |
18.86 |
+0.27 |
5,776 |
59,444 |
-710 |
Jul17 |
160729 |
18.15 |
18.51 |
18.05 |
18.38 |
+0.25 |
2,634 |
49,199 |
-152 |
Oct17 |
160729 |
17.93 |
18.24 |
17.85 |
18.14 |
+0.23 |
1,033 |
29,310 |
-285 |
Mar18 |
160729 |
17.82 |
18.08 |
17.79 |
18.03 |
+0.20 |
519 |
14,201 |
+228 |
May18 |
160729 |
17.43 |
17.67 |
17.43 |
17.67 |
+0.21 |
129 |
4,501 |
+12 |
Jul18 |
160729 |
17.42 |
17.42 |
17.42 |
17.42 |
+0.19 |
76 |
4,766 |
+25 |
Total Volume and Open Interest |
90,186 |
828,790 |
-2,119 |
London Cocoa(LCE) |
Sep16 |
160729 |
2332 |
2334 |
2291 |
2297 |
-35 |
12,514 |
103,905 |
-112 |
Dec16 |
160729 |
2286 |
2288 |
2247 |
2252 |
-33 |
11,013 |
66,798 |
-2,130 |
Mar17 |
160729 |
2237 |
2241 |
2201 |
2206 |
-32 |
6,738 |
56,749 |
+603 |
May17 |
160729 |
2226 |
2230 |
2191 |
2197 |
-30 |
1,853 |
20,150 |
-145 |
Jul17 |
160729 |
2221 |
2225 |
2189 |
2192 |
-29 |
374 |
3,746 |
+26 |
Sep17 |
160729 |
2215 |
2219 |
2186 |
2186 |
-29 |
269 |
3,382 |
+117 |
Dec17 |
160729 |
2200 |
2206 |
2174 |
2174 |
-27 |
80 |
566 |
+49 |
Total Volume and Open Interest |
32,841 |
255,296 |
-1,592 |
London Sugar(LCE) |
Oct16 |
160729 |
517.70 |
531.40 |
516.60 |
528.40 |
+10.30 |
5,173 |
45,392 |
-1,388 |
Dec16 |
160729 |
519.80 |
532.20 |
518.50 |
529.40 |
+8.90 |
1,322 |
18,296 |
+44 |
Mar17 |
160729 |
518.70 |
531.10 |
518.00 |
527.70 |
+7.70 |
927 |
15,960 |
-187 |
May17 |
160729 |
508.50 |
521.30 |
508.20 |
517.80 |
+7.40 |
98 |
7,899 |
+35 |
Aug17 |
160729 |
499.60 |
510.00 |
499.60 |
507.10 |
+6.40 |
59 |
3,827 |
+25 |
Total Volume and Open Interest |
7,761 |
94,835 |
-1,308 |
Cotton(ICE) |
Oct16 |
160729 |
72.69 |
74.16 |
71.76 |
74.16 |
+1.14 |
71 |
208 |
+45 |
Dec16 |
160729 |
72.94 |
74.10 |
71.68 |
74.04 |
+1.00 |
19,186 |
181,254 |
+823 |
Mar17 |
160729 |
73.20 |
74.16 |
72.02 |
73.91 |
+0.65 |
3,042 |
37,146 |
+50 |
May17 |
160729 |
72.47 |
73.88 |
71.94 |
73.71 |
+0.59 |
283 |
5,738 |
+82 |
Jul17 |
160729 |
72.63 |
73.44 |
72.63 |
73.36 |
+0.50 |
229 |
4,446 |
+16 |
Oct17 |
160729 |
72.63 |
72.63 |
72.63 |
72.63 |
+0.42 |
|
|
|
Total Volume and Open Interest |
22,914 |
237,380 |
+1,057 |
Lumber(CME) |
Sep16 |
160729 |
325.1 |
325.1 |
317.9 |
318.4 |
-7.3 |
332 |
4,748 |
+83 |
Nov16 |
160729 |
333.4 |
333.4 |
326.5 |
327.0 |
-6.7 |
91 |
493 |
+51 |
Jan17 |
160729 |
332.4 |
332.7 |
331.6 |
332.7 |
-6.6 |
0 |
62 |
+0 |
Mar17 |
160729 |
335.0 |
335.0 |
335.0 |
335.0 |
-5.3 |
0 |
24 |
+0 |
Total Volume and Open Interest |
423 |
5,353 |
+134 |
Crude Oil(NYM) |
Sep16 |
160729 |
41.12 |
41.67 |
40.57 |
41.60 |
+0.46 |
537,390 |
533,177 |
-1,363 |
Oct16 |
160729 |
41.83 |
42.39 |
41.30 |
42.33 |
+0.47 |
132,822 |
173,313 |
+13,654 |
Nov16 |
160729 |
42.60 |
43.14 |
42.03 |
43.09 |
+0.50 |
45,048 |
116,611 |
+2,366 |
Dec16 |
160729 |
43.31 |
43.89 |
42.72 |
43.84 |
+0.53 |
67,032 |
253,339 |
+3,732 |
Jan17 |
160729 |
43.97 |
44.56 |
43.35 |
44.51 |
+0.55 |
15,229 |
80,506 |
+621 |
Feb17 |
160729 |
44.45 |
45.10 |
43.98 |
45.06 |
+0.56 |
8,124 |
40,303 |
+421 |
Mar17 |
160729 |
44.90 |
45.57 |
44.36 |
45.52 |
+0.56 |
12,568 |
69,638 |
+22 |
Apr17 |
160729 |
45.34 |
45.90 |
44.87 |
45.90 |
+0.55 |
3,687 |
21,806 |
-516 |
May17 |
160729 |
45.64 |
46.22 |
45.22 |
46.22 |
+0.53 |
2,191 |
20,426 |
+438 |
Jun17 |
160729 |
46.00 |
46.56 |
45.44 |
46.51 |
+0.51 |
13,235 |
82,304 |
+1,365 |
Jul17 |
160729 |
46.09 |
46.79 |
45.75 |
46.77 |
+0.49 |
1,396 |
16,765 |
+354 |
Aug17 |
160729 |
46.54 |
47.01 |
46.14 |
47.01 |
+0.47 |
1,145 |
15,505 |
-9 |
Sep17 |
160729 |
46.75 |
47.26 |
46.74 |
47.26 |
+0.45 |
2,039 |
32,848 |
+255 |
Oct17 |
160729 |
47.51 |
47.51 |
46.93 |
47.51 |
+0.43 |
782 |
11,247 |
-33 |
Nov17 |
160729 |
47.77 |
47.77 |
47.31 |
47.77 |
+0.41 |
478 |
12,073 |
+14 |
Dec17 |
160729 |
47.60 |
48.08 |
47.15 |
48.04 |
+0.39 |
22,367 |
142,424 |
+817 |
Total Volume and Open Interest |
873,239 |
1,741,014 |
+22,708 |
e-miNY Crude Oil(NYM) |
Sep16 |
160729 |
41.100 |
41.650 |
40.575 |
41.600 |
+0.450 |
10,644 |
2,595 |
-152 |
Oct16 |
160729 |
41.875 |
42.375 |
41.325 |
42.325 |
+0.475 |
360 |
852 |
+166 |
Nov16 |
160729 |
42.350 |
43.100 |
42.125 |
43.100 |
+0.500 |
41 |
64 |
+1 |
Dec16 |
160729 |
43.150 |
43.850 |
42.800 |
43.850 |
+0.550 |
29 |
429 |
-3 |
Jan17 |
160729 |
44.450 |
44.500 |
43.500 |
44.500 |
+0.550 |
1 |
22 |
-1 |
Feb17 |
160729 |
45.050 |
45.050 |
44.300 |
45.050 |
+0.550 |
0 |
12 |
+0 |
Mar17 |
160729 |
45.525 |
45.525 |
45.525 |
45.525 |
+0.575 |
0 |
12 |
+0 |
Apr17 |
160729 |
45.900 |
45.900 |
45.900 |
45.900 |
+0.550 |
0 |
2 |
+0 |
May17 |
160729 |
46.225 |
46.225 |
46.225 |
46.225 |
+0.525 |
|
|
|
Jun17 |
160729 |
46.500 |
46.500 |
45.600 |
46.500 |
+0.500 |
0 |
16 |
+0 |
Total Volume and Open Interest |
11,079 |
4,162 |
+13 |
NY Harbor ULSD(NYM) |
Aug16 |
160729 |
127.27 |
128.11 |
125.75 |
127.60 |
+0.56 |
25,179 |
14,080 |
-5,423 |
Sep16 |
160729 |
130.01 |
131.25 |
128.16 |
130.75 |
+0.83 |
63,774 |
96,538 |
+3,940 |
Oct16 |
160729 |
132.65 |
133.74 |
130.74 |
133.32 |
+0.86 |
22,644 |
53,034 |
+2,458 |
Nov16 |
160729 |
134.81 |
135.90 |
132.94 |
135.49 |
+0.88 |
13,581 |
36,473 |
+2,386 |
Dec16 |
160729 |
136.73 |
137.74 |
134.86 |
137.35 |
+0.88 |
16,526 |
51,180 |
+554 |
Jan17 |
160729 |
138.27 |
139.55 |
137.00 |
139.26 |
+0.85 |
3,024 |
25,785 |
+36 |
Feb17 |
160729 |
138.84 |
140.90 |
138.25 |
140.54 |
+0.78 |
1,459 |
13,563 |
-99 |
Mar17 |
160729 |
139.50 |
141.58 |
139.00 |
141.13 |
+0.74 |
1,377 |
14,482 |
-78 |
Apr17 |
160729 |
139.67 |
141.60 |
139.60 |
141.11 |
+0.74 |
464 |
7,748 |
+134 |
May17 |
160729 |
140.09 |
142.09 |
139.81 |
141.58 |
+0.78 |
282 |
3,870 |
-50 |
Jun17 |
160729 |
140.61 |
142.74 |
140.08 |
142.35 |
+0.82 |
882 |
21,273 |
+331 |
Jul17 |
160729 |
142.73 |
143.58 |
142.50 |
143.33 |
+0.84 |
74 |
2,739 |
-2 |
Aug17 |
160729 |
143.00 |
144.60 |
142.55 |
144.42 |
+0.82 |
48 |
1,606 |
+9 |
Sep17 |
160729 |
144.60 |
146.27 |
143.89 |
145.68 |
+0.81 |
35 |
1,747 |
-2 |
Total Volume and Open Interest |
150,325 |
372,557 |
+4,125 |
RBOB Gasoline(NYM) |
Aug16 |
160729 |
130.33 |
132.74 |
127.60 |
132.10 |
+1.48 |
29,208 |
13,213 |
-5,205 |
Sep16 |
160729 |
129.84 |
132.25 |
127.26 |
131.94 |
+1.83 |
71,635 |
133,138 |
+2,446 |
Oct16 |
160729 |
121.10 |
123.51 |
119.21 |
123.28 |
+1.73 |
43,692 |
62,534 |
-243 |
Nov16 |
160729 |
120.64 |
122.60 |
118.60 |
122.43 |
+1.66 |
20,009 |
42,540 |
-420 |
Dec16 |
160729 |
120.34 |
122.26 |
118.35 |
122.14 |
+1.70 |
15,503 |
47,027 |
+202 |
Jan17 |
160729 |
119.98 |
123.12 |
119.26 |
122.99 |
+1.71 |
4,265 |
16,830 |
+214 |
Feb17 |
160729 |
121.58 |
124.76 |
120.87 |
124.66 |
+1.83 |
1,732 |
5,649 |
+233 |
Mar17 |
160729 |
124.05 |
127.31 |
123.71 |
127.20 |
+1.99 |
2,066 |
14,364 |
-54 |
Apr17 |
160729 |
143.55 |
146.51 |
142.63 |
146.41 |
+1.98 |
1,024 |
13,552 |
-345 |
May17 |
160729 |
144.57 |
147.47 |
143.89 |
147.37 |
+1.91 |
482 |
5,101 |
+142 |
Total Volume and Open Interest |
193,459 |
393,053 |
-2,061 |
e-miNY RBOB Gasoline(NYM) |
Sep16 |
160729 |
131.94 |
131.94 |
131.94 |
131.94 |
+1.83 |
1 |
1 |
+1 |
Oct16 |
160729 |
123.28 |
123.28 |
123.28 |
123.28 |
+1.73 |
|
|
|
Nov16 |
160729 |
122.43 |
122.43 |
122.43 |
122.43 |
+1.66 |
|
|
|
Dec16 |
160729 |
122.14 |
122.14 |
122.14 |
122.14 |
+1.70 |
|
|
|
Total Volume and Open Interest |
1 |
2 |
+1 |
Natural Gas(NYM) |
Sep16 |
160729 |
2.857 |
2.911 |
2.837 |
2.876 |
+0.003 |
125,801 |
266,496 |
+2,667 |
Oct16 |
160729 |
2.891 |
2.947 |
2.875 |
2.917 |
+0.008 |
45,705 |
116,779 |
+3,727 |
Nov16 |
160729 |
3.039 |
3.091 |
3.027 |
3.076 |
+0.017 |
36,517 |
88,883 |
+2,018 |
Dec16 |
160729 |
3.274 |
3.330 |
3.259 |
3.320 |
+0.033 |
15,618 |
55,993 |
+179 |
Jan17 |
160729 |
3.356 |
3.447 |
3.356 |
3.436 |
+0.039 |
18,474 |
115,647 |
+337 |
Feb17 |
160729 |
3.368 |
3.428 |
3.354 |
3.418 |
+0.038 |
4,549 |
30,765 |
+105 |
Mar17 |
160729 |
3.304 |
3.371 |
3.301 |
3.360 |
+0.036 |
9,117 |
63,496 |
+224 |
Apr17 |
160729 |
3.050 |
3.076 |
2.995 |
3.070 |
+0.025 |
10,722 |
54,599 |
-334 |
May17 |
160729 |
3.006 |
3.042 |
2.954 |
3.036 |
+0.021 |
3,801 |
21,310 |
-124 |
Jun17 |
160729 |
3.043 |
3.071 |
3.039 |
3.066 |
+0.019 |
2,727 |
20,927 |
-155 |
Jul17 |
160729 |
3.074 |
3.100 |
3.070 |
3.095 |
+0.019 |
2,420 |
13,428 |
+70 |
Aug17 |
160729 |
3.083 |
3.109 |
3.079 |
3.104 |
+0.020 |
2,638 |
14,556 |
-449 |
Sep17 |
160729 |
3.062 |
3.087 |
3.057 |
3.084 |
+0.021 |
1,465 |
8,905 |
-451 |
Oct17 |
160729 |
3.077 |
3.111 |
3.077 |
3.108 |
+0.022 |
2,469 |
21,564 |
-298 |
Nov17 |
160729 |
3.139 |
3.163 |
3.136 |
3.163 |
+0.021 |
455 |
9,396 |
-12 |
Dec17 |
160729 |
3.255 |
3.294 |
3.255 |
3.294 |
+0.020 |
444 |
14,499 |
-29 |
Total Volume and Open Interest |
284,634 |
962,967 |
+2,124 |
Brent Crude Oil(ICE) |
Sep16 |
160729 |
42.61 |
42.83 |
41.80 |
42.46 |
-0.24 |
194,572 |
90,685 |
-27,760 |
Oct16 |
160729 |
43.14 |
43.60 |
42.52 |
43.53 |
+0.30 |
349,557 |
392,901 |
+897 |
Nov16 |
160729 |
43.56 |
44.04 |
42.95 |
43.98 |
+0.35 |
104,727 |
288,001 |
-847 |
Dec16 |
160729 |
44.08 |
44.64 |
43.52 |
44.57 |
+0.40 |
128,717 |
371,443 |
+249 |
Jan17 |
160729 |
44.56 |
45.14 |
44.03 |
45.07 |
+0.42 |
26,027 |
100,315 |
+724 |
Feb17 |
160729 |
45.02 |
45.62 |
44.50 |
45.54 |
+0.42 |
14,731 |
78,422 |
+119 |
Mar17 |
160729 |
45.52 |
46.07 |
44.96 |
45.99 |
+0.43 |
17,744 |
80,978 |
+380 |
Apr17 |
160729 |
46.01 |
46.49 |
45.43 |
46.41 |
+0.43 |
4,152 |
29,829 |
+315 |
May17 |
160729 |
46.22 |
46.89 |
45.81 |
46.81 |
+0.44 |
2,947 |
41,177 |
+376 |
Jun17 |
160729 |
46.78 |
47.24 |
46.18 |
47.17 |
+0.44 |
25,071 |
117,041 |
+2,530 |
Jul17 |
160729 |
47.00 |
47.53 |
47.00 |
47.53 |
+0.44 |
1,365 |
20,083 |
+338 |
Aug17 |
160729 |
47.32 |
48.34 |
47.32 |
47.87 |
+0.43 |
1,202 |
17,938 |
+133 |
Sep17 |
160729 |
47.66 |
48.17 |
47.66 |
48.17 |
+0.42 |
2,161 |
40,850 |
+396 |
Oct17 |
160729 |
48.46 |
48.46 |
48.46 |
48.46 |
+0.41 |
926 |
15,470 |
+67 |
Total Volume and Open Interest |
933,493 |
2,176,784 |
-17,215 |
Gas Oil(ICE) |
Aug16 |
160729 |
370.75 |
374.25 |
364.75 |
371.25 |
-2.50 |
42,432 |
88,473 |
-3,907 |
Sep16 |
160729 |
376.75 |
380.50 |
371.25 |
377.25 |
-2.50 |
72,941 |
128,538 |
+5,252 |
Oct16 |
160729 |
384.50 |
387.75 |
378.75 |
384.75 |
-2.25 |
35,134 |
82,380 |
+3,526 |
Nov16 |
160729 |
388.50 |
392.25 |
383.50 |
389.50 |
-2.25 |
12,988 |
52,135 |
+1,354 |
Dec16 |
160729 |
392.75 |
397.00 |
388.00 |
394.25 |
-1.75 |
26,336 |
113,770 |
+249 |
Jan17 |
160729 |
398.50 |
401.75 |
393.25 |
399.25 |
-2.00 |
3,983 |
38,458 |
-101 |
Feb17 |
160729 |
403.00 |
405.50 |
398.00 |
404.00 |
-2.00 |
2,361 |
20,651 |
-140 |
Mar17 |
160729 |
407.25 |
409.50 |
402.75 |
408.25 |
-1.75 |
2,811 |
25,005 |
+217 |
Apr17 |
160729 |
410.50 |
412.75 |
405.75 |
411.75 |
-1.50 |
987 |
12,119 |
+149 |
May17 |
160729 |
413.50 |
415.50 |
409.75 |
414.75 |
-1.50 |
946 |
13,540 |
+279 |
Total Volume and Open Interest |
218,495 |
762,661 |
+9,447 |
Ethanol(CBOT) |
Aug16 |
160729 |
1.420 |
1.427 |
1.420 |
1.427 |
-0.004 |
131 |
96 |
-63 |
Sep16 |
160729 |
1.420 |
1.426 |
1.407 |
1.418 |
-0.003 |
280 |
1,707 |
-29 |
Oct16 |
160729 |
1.402 |
1.405 |
1.400 |
1.405 |
+0.003 |
89 |
624 |
+3 |
Nov16 |
160729 |
1.383 |
1.383 |
1.383 |
1.383 |
+0.003 |
22 |
464 |
+8 |
Dec16 |
160729 |
1.359 |
1.361 |
1.359 |
1.359 |
+0.003 |
10 |
1,118 |
+7 |
Jan17 |
160729 |
1.343 |
1.343 |
1.343 |
1.343 |
+0.003 |
0 |
193 |
+0 |
Feb17 |
160729 |
1.347 |
1.347 |
1.347 |
1.347 |
+0.003 |
0 |
158 |
+0 |
Mar17 |
160729 |
1.354 |
1.354 |
1.354 |
1.354 |
+0.003 |
|
|
|
Total Volume and Open Interest |
532 |
4,362 |
-74 |
WTI Crude Oil(ICE) |
Sep16 |
160729 |
41.08 |
41.66 |
40.58 |
41.60 |
+0.46 |
52,156 |
66,536 |
-1,159 |
Oct16 |
160729 |
41.72 |
42.39 |
41.31 |
42.33 |
+0.47 |
50,154 |
75,566 |
+7,162 |
Nov16 |
160729 |
42.62 |
43.13 |
42.05 |
43.09 |
+0.50 |
17,970 |
29,781 |
+1,350 |
Dec16 |
160729 |
43.30 |
43.87 |
42.75 |
43.84 |
+0.53 |
22,978 |
106,661 |
-583 |
Jan17 |
160729 |
44.01 |
44.51 |
43.42 |
44.51 |
+0.55 |
3,951 |
18,885 |
+46 |
Feb17 |
160729 |
44.10 |
45.06 |
44.05 |
45.06 |
+0.56 |
3,436 |
20,258 |
+98 |
Mar17 |
160729 |
44.44 |
45.52 |
44.44 |
45.52 |
+0.56 |
1,718 |
22,206 |
-14 |
Apr17 |
160729 |
44.81 |
45.90 |
44.81 |
45.90 |
+0.55 |
499 |
3,849 |
+41 |
May17 |
160729 |
46.22 |
46.22 |
46.22 |
46.22 |
+0.53 |
173 |
2,857 |
-3 |
Jun17 |
160729 |
45.48 |
46.51 |
45.48 |
46.51 |
+0.51 |
1,826 |
32,141 |
+420 |
Jul17 |
160729 |
46.77 |
46.77 |
46.77 |
46.77 |
+0.49 |
53 |
3,241 |
+0 |
Aug17 |
160729 |
47.01 |
47.01 |
47.01 |
47.01 |
+0.47 |
37 |
861 |
-20 |
Sep17 |
160729 |
47.26 |
47.26 |
47.26 |
47.26 |
+0.45 |
48 |
10,152 |
+18 |
Oct17 |
160729 |
47.51 |
47.51 |
47.51 |
47.51 |
+0.43 |
35 |
1,028 |
+0 |
Nov17 |
160729 |
47.77 |
47.77 |
47.77 |
47.77 |
+0.41 |
63 |
1,001 |
+0 |
Dec17 |
160729 |
47.35 |
48.04 |
47.28 |
48.04 |
+0.39 |
3,920 |
62,617 |
+421 |
Total Volume and Open Interest |
159,988 |
499,709 |
+7,678 |
US Dollar Index(ICE) |
Sep16 |
160729 |
96.595 |
96.705 |
95.335 |
95.490 |
-1.230 |
18,214 |
55,806 |
-1,719 |
Dec16 |
160729 |
96.450 |
96.525 |
95.310 |
95.460 |
-1.235 |
400 |
4,045 |
+104 |
Mar17 |
160729 |
96.470 |
96.495 |
95.390 |
95.470 |
-1.235 |
22 |
1,649 |
+20 |
Total Volume and Open Interest |
18,637 |
61,537 |
-1,594 |
Australian Dollar(CME) |
Sep16 |
160729 |
74.94 |
75.99 |
74.81 |
75.91 |
+1.01 |
114,453 |
94,769 |
+842 |
Dec16 |
160729 |
74.79 |
75.78 |
74.64 |
75.71 |
+1.01 |
477 |
1,443 |
-137 |
Mar17 |
160729 |
75.10 |
75.54 |
75.10 |
75.54 |
+1.01 |
0 |
12 |
+0 |
Total Volume and Open Interest |
114,933 |
96,224 |
+704 |
British Pound(CME) |
Sep16 |
160729 |
131.68 |
133.12 |
131.60 |
132.47 |
+0.87 |
91,844 |
230,715 |
+2,527 |
Dec16 |
160729 |
132.20 |
133.33 |
131.86 |
132.70 |
+0.86 |
57 |
1,988 |
+4 |
Mar17 |
160729 |
132.70 |
133.40 |
132.40 |
132.93 |
+0.85 |
2 |
474 |
-2 |
Total Volume and Open Interest |
91,903 |
234,173 |
+2,529 |
Canadian Dollar(CME) |
Sep16 |
160729 |
76.02 |
76.94 |
75.86 |
76.69 |
+0.70 |
65,764 |
115,071 |
+1,435 |
Dec16 |
160729 |
76.04 |
76.96 |
75.89 |
76.71 |
+0.70 |
129 |
3,910 |
+56 |
Mar17 |
160729 |
76.45 |
76.94 |
75.93 |
76.73 |
+0.69 |
0 |
380 |
+0 |
Jun17 |
160729 |
76.76 |
76.82 |
75.98 |
76.76 |
+0.69 |
0 |
147 |
+0 |
Total Volume and Open Interest |
65,904 |
119,578 |
+1,499 |
Japanese Yen(CME) |
Sep16 |
160729 |
95.17 |
98.23 |
94.79 |
98.20 |
+3.17 |
156,916 |
156,610 |
-1,489 |
Dec16 |
160729 |
96.00 |
98.57 |
95.30 |
98.55 |
+3.14 |
677 |
1,681 |
+267 |
Mar17 |
160729 |
98.93 |
98.95 |
98.73 |
98.95 |
+3.13 |
17 |
243 |
-6 |
Total Volume and Open Interest |
157,612 |
158,643 |
-1,226 |
Swiss Franc(CME) |
Sep16 |
160729 |
102.27 |
104.05 |
102.18 |
103.53 |
+1.32 |
16,494 |
52,971 |
+1,564 |
Dec16 |
160729 |
102.88 |
104.54 |
102.74 |
104.07 |
+1.32 |
8 |
86 |
+6 |
Mar17 |
160729 |
104.61 |
104.61 |
104.61 |
104.61 |
+1.33 |
|
|
|
Total Volume and Open Interest |
16,502 |
53,077 |
+1,570 |
EuroFX(CME) |
Sep16 |
160729 |
110.98 |
112.19 |
110.93 |
112.02 |
+1.06 |
150,321 |
390,449 |
-2,342 |
Dec16 |
160729 |
111.50 |
112.63 |
111.43 |
112.46 |
+1.04 |
294 |
5,295 |
+14 |
Mar17 |
160729 |
111.95 |
113.05 |
111.90 |
112.89 |
+1.03 |
39 |
1,273 |
+8 |
Total Volume and Open Interest |
150,667 |
397,715 |
-2,320 |
Mexican Peso(CME) |
Aug16 |
160729 |
532.00 |
532.00 |
532.00 |
532.00 |
+3.25 |
|
|
|
Sep16 |
160729 |
526.38 |
531.50 |
524.13 |
530.13 |
+3.25 |
32,915 |
89,028 |
+1,049 |
Total Volume and Open Interest |
32,915 |
120,802 |
+1,049 |
Brazilian Real(CME) |
Aug16 |
160729 |
303.75 |
308.75 |
303.75 |
308.75 |
+5.40 |
17,564 |
14,629 |
-6,909 |
Sep16 |
160729 |
300.70 |
306.25 |
300.65 |
304.65 |
+4.35 |
17,501 |
21,246 |
+16,625 |
Oct16 |
160729 |
302.30 |
302.65 |
302.30 |
302.30 |
+4.10 |
|
|
|
Nov16 |
160729 |
299.65 |
300.20 |
299.65 |
299.65 |
+4.30 |
|
|
|
Total Volume and Open Interest |
35,065 |
35,905 |
+9,716 |
30-Year T-Bonds(CBOT) |
Sep16 |
160729 |
173~130 |
174~220 |
171~250 |
174~140 |
+1~030 |
241,264 |
575,308 |
+7,350 |
Dec16 |
160729 |
172~050 |
173~070 |
170~130 |
172~310 |
+1~030 |
82 |
213 |
+21 |
Mar17 |
160729 |
171~270 |
171~270 |
171~270 |
171~270 |
+1~030 |
|
|
|
Total Volume and Open Interest |
241,346 |
575,521 |
+7,371 |
10-Year T-Notes(CBOT) |
Sep16 |
160729 |
132~210 |
133~045 |
132~035 |
133~015 |
+0~155 |
1,171,110 |
2,768,640 |
+17,759 |
Dec16 |
160729 |
131~255 |
132~055 |
131~060 |
132~035 |
+0~155 |
4,652 |
9,151 |
+2,080 |
Mar17 |
160729 |
131~095 |
131~095 |
131~095 |
131~095 |
+0~155 |
|
|
|
Total Volume and Open Interest |
1,175,762 |
2,777,791 |
+19,839 |
5-Year T-Notes(CBOT) |
Sep16 |
160729 |
121~244 |
122~024 |
121~140 |
122~004 |
+0~100 |
613,939 |
2,681,292 |
-524 |
Dec16 |
160729 |
121~294 |
122~024 |
121~144 |
122~010 |
+0~102 |
918 |
10,454 |
+864 |
Mar17 |
160729 |
121~232 |
121~232 |
121~232 |
121~232 |
+0~102 |
|
|
|
Total Volume and Open Interest |
614,857 |
2,691,746 |
+340 |
2 Year T-Notes(CBOT) |
Sep16 |
160729 |
109~126 |
109~164 |
109~102 |
109~160 |
+0~036 |
294,274 |
1,070,377 |
+8,527 |
Dec16 |
160729 |
109~102 |
109~142 |
109~090 |
109~142 |
+0~042 |
1,582 |
3,545 |
+810 |
Mar17 |
160729 |
109~136 |
109~136 |
109~136 |
109~136 |
+0~042 |
|
|
|
Total Volume and Open Interest |
295,856 |
1,073,922 |
+9,337 |
Eurodollars(CME) |
Sep16 |
160729 |
99.190 |
99.220 |
99.185 |
99.210 |
+0.025 |
403,206 |
1,116,274 |
-15,722 |
Dec16 |
160729 |
99.140 |
99.180 |
99.120 |
99.165 |
+0.035 |
390,267 |
1,389,697 |
-8,687 |
Mar17 |
160729 |
99.105 |
99.155 |
99.080 |
99.140 |
+0.045 |
261,603 |
1,033,552 |
+19,306 |
Jun17 |
160729 |
99.075 |
99.125 |
99.040 |
99.110 |
+0.050 |
249,568 |
900,381 |
-13,338 |
Sep17 |
160729 |
99.040 |
99.100 |
99.000 |
99.085 |
+0.060 |
260,041 |
821,572 |
-22,825 |
Dec17 |
160729 |
98.995 |
99.055 |
98.950 |
99.045 |
+0.065 |
321,545 |
1,247,168 |
-4,826 |
Mar18 |
160729 |
98.965 |
99.035 |
98.920 |
99.020 |
+0.065 |
182,429 |
600,698 |
+8,520 |
Jun18 |
160729 |
98.935 |
99.005 |
98.880 |
98.990 |
+0.065 |
151,475 |
450,222 |
-3,549 |
Sep18 |
160729 |
98.900 |
98.970 |
98.840 |
98.960 |
+0.070 |
128,496 |
432,803 |
-1,098 |
Dec18 |
160729 |
98.855 |
98.925 |
98.795 |
98.920 |
+0.075 |
140,534 |
536,695 |
+7,723 |
Mar19 |
160729 |
98.825 |
98.900 |
98.760 |
98.890 |
+0.075 |
101,406 |
374,126 |
+13,420 |
Jun19 |
160729 |
98.790 |
98.860 |
98.720 |
98.855 |
+0.075 |
63,061 |
284,766 |
+225 |
Sep19 |
160729 |
98.750 |
98.825 |
98.675 |
98.815 |
+0.075 |
51,227 |
222,415 |
+2,575 |
Dec19 |
160729 |
98.705 |
98.775 |
98.630 |
98.770 |
+0.075 |
46,209 |
219,765 |
+70 |
Mar20 |
160729 |
98.670 |
98.740 |
98.595 |
98.735 |
+0.075 |
30,138 |
141,805 |
+1,145 |
Jun20 |
160729 |
98.625 |
98.695 |
98.550 |
98.690 |
+0.075 |
32,704 |
86,557 |
+1,273 |
Sep20 |
160729 |
98.585 |
98.650 |
98.510 |
98.645 |
+0.070 |
24,734 |
87,089 |
+838 |
Dec20 |
160729 |
98.540 |
98.600 |
98.460 |
98.595 |
+0.070 |
23,813 |
90,521 |
+2,878 |
Total Volume and Open Interest |
2,946,686 |
10,393,778 |
+4,796 |
Ultra T-Bond(CBOT) |
Sep16 |
160729 |
189~00 |
190~26 |
186~28 |
190~17 |
+1~14 |
86,660 |
604,695 |
+2,538 |
Dec16 |
160729 |
189~24 |
189~24 |
187~12 |
189~24 |
+1~13 |
5 |
5 |
+5 |
Mar17 |
160729 |
188~24 |
188~24 |
188~24 |
188~24 |
+1~13 |
|
|
|
Total Volume and Open Interest |
86,665 |
604,700 |
+2,543 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160729 |
145~175 |
146~105 |
144~255 |
146~065 |
+0~235 |
61,200 |
173,951 |
-1,010 |
Dec16 |
160729 |
145~260 |
145~260 |
144~245 |
145~260 |
+0~235 |
|
|
|
Mar17 |
160729 |
145~260 |
145~260 |
145~260 |
145~260 |
+0~235 |
|
|
|
Total Volume and Open Interest |
61,200 |
173,951 |
-1,010 |
30 Day Federal Funds(CBOT) |
Jul16 |
160729 |
99.605 |
99.607 |
99.605 |
99.607 |
+0.002 |
2,683 |
168,181 |
-93 |
Aug16 |
160729 |
99.605 |
99.610 |
99.600 |
99.605 |
+0.005 |
23,598 |
147,460 |
-1,124 |
Sep16 |
160729 |
99.590 |
99.600 |
99.585 |
99.595 |
+0.010 |
20,329 |
58,823 |
+3,624 |
Oct16 |
160729 |
99.560 |
99.580 |
99.555 |
99.580 |
+0.025 |
54,696 |
160,358 |
+1,684 |
Nov16 |
160729 |
99.555 |
99.580 |
99.545 |
99.575 |
+0.025 |
18,532 |
78,278 |
+2,136 |
Dec16 |
160729 |
99.530 |
99.555 |
99.520 |
99.550 |
+0.025 |
7,850 |
46,935 |
+572 |
Total Volume and Open Interest |
187,603 |
878,519 |
+14,709 |
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 |
160728 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160728 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160728 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160728 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160728 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160728 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160728 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160728 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160728 |
153.92 |
153.98 |
153.65 |
153.75 |
-0.19 |
874 |
18,159 |
-27 |
Dec16 |
160728 |
153.89 |
153.89 |
153.89 |
153.89 |
-0.19 |
0 |
3 |
+0 |
Mar17 |
160728 |
153.81 |
153.81 |
153.81 |
153.81 |
-0.19 |
|
|
|
Total Volume and Open Interest |
874 |
18,162 |
-27 |
Euro-Buxl(EUREX) |
Sep16 |
160729 |
194.68 |
197.94 |
194.00 |
197.04 |
+1.16 |
31,566 |
134,304 |
+3,980 |
Dec16 |
160729 |
193.90 |
195.40 |
193.90 |
195.40 |
+1.16 |
0 |
28 |
+0 |
Mar17 |
160729 |
195.40 |
195.40 |
195.40 |
195.40 |
+1.16 |
|
|
|
Total Volume and Open Interest |
31,566 |
134,332 |
+3,980 |
Euro-Bund(EUREX) |
Sep16 |
160729 |
167.05 |
168.00 |
166.92 |
167.81 |
+0.40 |
525,250 |
1,603,815 |
+20,420 |
Dec16 |
160729 |
164.37 |
165.28 |
164.30 |
165.10 |
+0.40 |
5,039 |
24,262 |
+3,869 |
Mar17 |
160729 |
167.19 |
167.55 |
167.19 |
167.31 |
+0.40 |
0 |
31 |
+0 |
Total Volume and Open Interest |
530,289 |
1,628,108 |
+24,289 |
Euro-Bobl(EUREX) |
Sep16 |
160729 |
133.48 |
133.72 |
133.39 |
133.67 |
+0.12 |
421,695 |
1,312,803 |
+40,343 |
Dec16 |
160729 |
131.44 |
131.72 |
131.44 |
131.69 |
+0.13 |
5,062 |
5,850 |
+4,988 |
Mar17 |
160729 |
133.62 |
133.62 |
133.62 |
133.62 |
+0.12 |
|
|
|
Total Volume and Open Interest |
426,757 |
1,318,653 |
+45,331 |
Euro-Schatz(EUREX) |
Sep16 |
160729 |
111.96 |
112.03 |
111.96 |
112.02 |
+0.02 |
152,215 |
1,066,839 |
-27,865 |
Dec16 |
160729 |
112.02 |
112.02 |
112.02 |
112.02 |
+0.02 |
0 |
185 |
+0 |
Mar17 |
160729 |
111.98 |
111.98 |
111.98 |
111.98 |
+0.03 |
|
|
|
Total Volume and Open Interest |
152,215 |
1,067,024 |
-27,865 |
3-Mth Euribor(EUREX) |
Sep16 |
160729 |
100.315 |
100.315 |
100.315 |
100.315 |
unch |
50 |
4,623 |
-50 |
Dec16 |
160729 |
100.330 |
100.330 |
100.330 |
100.330 |
unch |
50 |
2,392 |
+50 |
Mar17 |
160729 |
100.340 |
100.340 |
100.340 |
100.340 |
+0.005 |
0 |
3,729 |
+0 |
Total Volume and Open Interest |
100 |
77,150 |
+0 |
Long Gilt(LIFFE) |
Sep16 |
160729 |
130~11 |
131~01 |
130~06 |
130~30 |
+0~08 |
175,842 |
574,603 |
+772 |
Dec16 |
160729 |
129~29 |
129~29 |
129~29 |
129~29 |
+0~08 |
|
|
|
Total Volume and Open Interest |
175,842 |
574,603 |
+772 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160729 |
99.66 |
99.67 |
99.66 |
99.67 |
+0.00 |
48,518 |
495,740 |
+5,271 |
Dec16 |
160729 |
99.70 |
99.71 |
99.70 |
99.71 |
+0.01 |
40,094 |
650,914 |
+2,569 |
Mar17 |
160729 |
99.70 |
99.72 |
99.70 |
99.71 |
unch |
45,097 |
366,925 |
+4,102 |
Jun17 |
160729 |
99.70 |
99.72 |
99.69 |
99.71 |
unch |
45,113 |
358,395 |
+1,531 |
Sep17 |
160729 |
99.70 |
99.71 |
99.69 |
99.71 |
+0.01 |
45,453 |
287,488 |
+8,176 |
Dec17 |
160729 |
99.68 |
99.70 |
99.67 |
99.70 |
+0.01 |
33,739 |
297,722 |
-1,259 |
Total Volume and Open Interest |
437,969 |
3,326,248 |
+22,478 |
3-Mth Euribor(LIFFE) |
Sep16 |
160729 |
100.315 |
100.315 |
100.310 |
100.310 |
unch |
19,163 |
346,522 |
-2,233 |
Dec16 |
160729 |
100.330 |
100.330 |
100.320 |
100.325 |
unch |
42,623 |
463,636 |
+775 |
Mar17 |
160729 |
100.335 |
100.340 |
100.325 |
100.335 |
unch |
63,088 |
394,762 |
-11,946 |
Total Volume and Open Interest |
427,660 |
3,082,905 |
-8,030 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160729 |
98.16 |
98.18 |
98.15 |
98.17 |
+0.01 |
66,011 |
187,797 |
+6,777 |
Dec16 |
160729 |
98.24 |
98.27 |
98.23 |
98.25 |
+0.01 |
49,844 |
192,730 |
+13,623 |
Mar17 |
160729 |
98.28 |
98.32 |
98.28 |
98.30 |
+0.01 |
29,308 |
149,070 |
+4,099 |
Jun17 |
160729 |
98.30 |
98.34 |
98.30 |
98.32 |
+0.01 |
14,690 |
126,704 |
+1,820 |
Sep17 |
160729 |
98.31 |
98.35 |
98.31 |
98.33 |
+0.01 |
14,519 |
87,941 |
+557 |
Dec17 |
160729 |
98.32 |
98.36 |
98.31 |
98.33 |
+0.01 |
9,515 |
80,436 |
+2,736 |
Mar18 |
160729 |
98.31 |
98.35 |
98.30 |
98.32 |
+0.01 |
6,728 |
52,847 |
+324 |
Jun18 |
160729 |
98.29 |
98.33 |
98.29 |
98.30 |
unch |
3,196 |
41,991 |
+878 |
Sep18 |
160729 |
98.31 |
98.31 |
98.27 |
98.29 |
+0.01 |
8 |
6,915 |
+0 |
Dec18 |
160729 |
98.25 |
98.25 |
98.25 |
98.25 |
unch |
0 |
3,974 |
+0 |
Total Volume and Open Interest |
193,901 |
933,050 |
+30,814 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160729 |
98.13 |
98.16 |
98.07 |
98.12 |
-0.01 |
137,334 |
825,280 |
-2,152 |
Dec16 |
160729 |
98.12 |
98.12 |
98.12 |
98.12 |
-0.01 |
|
|
|
Total Volume and Open Interest |
137,334 |
825,280 |
-2,152 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160729 |
98.58 |
98.62 |
98.56 |
98.59 |
+0.01 |
234,321 |
794,178 |
+21,090 |
Dec16 |
160729 |
98.59 |
98.59 |
98.59 |
98.59 |
+0.01 |
|
|
|
Total Volume and Open Interest |
234,321 |
794,178 |
+21,090 |
Gold(CMX) |
Aug16 |
160729 |
1333.2 |
1353.3 |
1325.8 |
1349.0 |
+16.7 |
215,388 |
42,275 |
-45,901 |
Oct16 |
160729 |
1338.0 |
1357.4 |
1330.5 |
1353.1 |
+16.1 |
27,551 |
44,185 |
-2,536 |
Dec16 |
160729 |
1342.7 |
1362.0 |
1335.0 |
1357.5 |
+16.3 |
170,657 |
409,763 |
+39,768 |
Feb17 |
160729 |
1346.1 |
1365.7 |
1339.0 |
1361.4 |
+16.4 |
5,414 |
20,634 |
+333 |
Apr17 |
160729 |
1347.9 |
1367.8 |
1345.8 |
1364.7 |
+16.6 |
377 |
7,779 |
+67 |
Jun17 |
160729 |
1360.4 |
1372.0 |
1349.5 |
1367.6 |
+16.6 |
375 |
13,335 |
+112 |
Aug17 |
160729 |
1364.7 |
1373.9 |
1362.0 |
1370.5 |
+16.7 |
224 |
2,510 |
+120 |
Oct17 |
160729 |
1370.2 |
1373.3 |
1368.8 |
1373.3 |
+16.7 |
0 |
736 |
+0 |
Dec17 |
160729 |
1370.4 |
1376.9 |
1367.2 |
1376.1 |
+16.8 |
321 |
9,235 |
-61 |
Feb18 |
160729 |
1378.6 |
1378.6 |
1378.6 |
1378.6 |
+16.8 |
0 |
45 |
+0 |
Apr18 |
160729 |
1381.1 |
1381.1 |
1381.1 |
1381.1 |
+16.8 |
0 |
3 |
+0 |
Jun18 |
160729 |
1383.6 |
1383.6 |
1383.6 |
1383.6 |
+16.9 |
0 |
3,791 |
+0 |
Total Volume and Open Interest |
422,623 |
568,670 |
-7,655 |
Silver(CMX) |
Sep16 |
160729 |
2022.5 |
2045.5 |
2000.5 |
2034.7 |
+15.5 |
71,222 |
158,599 |
+2,829 |
Dec16 |
160729 |
2032.0 |
2054.5 |
2010.5 |
2044.3 |
+16.0 |
4,104 |
47,109 |
+1,840 |
Mar17 |
160729 |
2041.5 |
2058.0 |
2033.5 |
2053.7 |
+16.4 |
463 |
8,870 |
+322 |
May17 |
160729 |
2050.5 |
2061.5 |
2050.5 |
2059.0 |
+16.4 |
54 |
467 |
+3 |
Jul17 |
160729 |
2055.0 |
2065.0 |
2055.0 |
2064.3 |
+16.5 |
16 |
2,532 |
-11 |
Sep17 |
160729 |
2069.5 |
2070.0 |
2069.5 |
2069.5 |
+16.5 |
5 |
358 |
+5 |
Dec17 |
160729 |
2076.4 |
2076.5 |
2076.4 |
2076.4 |
+16.6 |
67 |
1,942 |
+50 |
Total Volume and Open Interest |
76,074 |
223,201 |
+4,902 |
Platinum(NYMEX) |
Oct16 |
160729 |
1137.6 |
1163.8 |
1132.3 |
1150.6 |
+11.7 |
18,107 |
74,054 |
+1,145 |
Jan17 |
160729 |
1141.1 |
1165.3 |
1136.5 |
1152.7 |
+11.9 |
147 |
3,960 |
+29 |
Apr17 |
160729 |
1154.8 |
1154.8 |
1154.8 |
1154.8 |
+11.9 |
3 |
82 |
-1 |
Jul17 |
160729 |
1156.5 |
1156.5 |
1156.5 |
1156.5 |
+11.9 |
0 |
13 |
+0 |
Total Volume and Open Interest |
18,285 |
78,169 |
+1,155 |
Palladium(NYMEX) |
Sep16 |
160729 |
698.10 |
715.90 |
692.25 |
709.75 |
+11.10 |
5,876 |
25,858 |
+527 |
Dec16 |
160729 |
698.15 |
715.95 |
693.95 |
710.75 |
+11.10 |
198 |
1,327 |
+21 |
Mar17 |
160729 |
711.65 |
711.65 |
711.65 |
711.65 |
+11.10 |
1 |
40 |
+0 |
Total Volume and Open Interest |
6,075 |
27,225 |
+548 |
Copper(CMX) |
Sep16 |
160729 |
221.30 |
223.95 |
218.95 |
222.15 |
+1.25 |
67,019 |
102,536 |
-2,165 |
Dec16 |
160729 |
222.40 |
224.75 |
219.85 |
223.10 |
+1.30 |
7,844 |
50,040 |
+714 |
Mar17 |
160729 |
224.05 |
225.55 |
221.10 |
223.95 |
+1.35 |
1,222 |
19,682 |
-63 |
May17 |
160729 |
222.10 |
225.80 |
222.10 |
224.50 |
+1.45 |
390 |
4,288 |
+115 |
Jul17 |
160729 |
224.90 |
225.00 |
224.90 |
225.00 |
+1.50 |
0 |
741 |
+0 |
Total Volume and Open Interest |
77,405 |
185,351 |
-1,833 |
E-mini DJIA Index(CBOT) |
Sep16 |
160729 |
18378 |
18404 |
18296 |
18362 |
-14 |
145,046 |
134,532 |
+111 |
Dec16 |
160729 |
18305 |
18305 |
18205 |
18271 |
-14 |
46 |
443 |
+6 |
Mar17 |
160729 |
18193 |
18193 |
18186 |
18193 |
-14 |
0 |
64 |
+0 |
Jun17 |
160729 |
18152 |
18152 |
18152 |
18152 |
-14 |
|
|
|
Total Volume and Open Interest |
145,092 |
135,039 |
+117 |
S & P 500(CME) |
Sep16 |
160729 |
2165.70 |
2171.50 |
2157.50 |
2168.20 |
+3.50 |
5,656 |
95,852 |
+1,980 |
Dec16 |
160729 |
2160.60 |
2163.10 |
2151.10 |
2160.60 |
+3.50 |
0 |
1,289 |
-1 |
Mar17 |
160729 |
2153.80 |
2156.30 |
2144.30 |
2153.80 |
+3.50 |
0 |
60 |
+0 |
Jun17 |
160729 |
2147.40 |
2149.90 |
2137.90 |
2147.40 |
+3.50 |
0 |
60 |
+0 |
Total Volume and Open Interest |
5,656 |
97,261 |
+1,979 |
S & P 500 E-Mini(Globex) |
Sep16 |
160729 |
2165.50 |
2171.75 |
2157.50 |
2168.25 |
+3.50 |
1,642,569 |
2,924,284 |
-10,487 |
Dec16 |
160729 |
2159.00 |
2164.25 |
2150.00 |
2160.50 |
+3.50 |
7,126 |
32,794 |
+4,741 |
Mar17 |
160729 |
2149.00 |
2156.50 |
2143.50 |
2153.75 |
+3.50 |
19 |
796 |
-1 |
Jun17 |
160729 |
2147.50 |
2147.50 |
2147.50 |
2147.50 |
+3.50 |
0 |
319 |
+0 |
Total Volume and Open Interest |
1,649,714 |
2,958,193 |
-5,747 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160729 |
4731.80 |
4736.50 |
4709.00 |
4726.80 |
+7.00 |
230,410 |
275,449 |
+2,016 |
Dec16 |
160729 |
4710.00 |
4727.80 |
4702.50 |
4718.80 |
+7.00 |
398 |
454 |
+25 |
Mar17 |
160729 |
4712.80 |
4712.80 |
4712.80 |
4712.80 |
+7.00 |
1 |
49 |
+1 |
Total Volume and Open Interest |
230,809 |
275,956 |
+2,042 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160729 |
1551.30 |
1561.40 |
1545.10 |
1556.90 |
+5.20 |
16,699 |
81,779 |
+978 |
Dec16 |
160729 |
1551.50 |
1554.20 |
1543.40 |
1551.50 |
+5.20 |
0 |
10 |
+0 |
Mar17 |
160729 |
1552.00 |
1552.00 |
1552.00 |
1552.00 |
+5.20 |
|
|
|
Total Volume and Open Interest |
16,699 |
81,789 |
+978 |
Volatility Index(CBOE) |
Jul16 |
160720 |
12.25 |
12.40 |
11.75 |
11.80 |
-0.43 |
82,582 |
88,919 |
-9,091 |
Aug16 |
160729 |
14.40 |
14.65 |
13.75 |
13.83 |
-0.55 |
91,464 |
262,164 |
-6,975 |
Sep16 |
160729 |
16.92 |
17.10 |
16.35 |
16.43 |
-0.50 |
57,146 |
105,176 |
+12,112 |
Oct16 |
160729 |
18.38 |
18.56 |
18.00 |
18.03 |
-0.35 |
15,785 |
43,980 |
+1,738 |
Total Volume and Open Interest |
182,212 |
491,657 |
+8,093 |
Russell 2000(ICE) |
Sep16 |
160729 |
1214.50 |
1223.60 |
1206.00 |
1217.00 |
+3.50 |
69,927 |
326,156 |
+1,033 |
Dec16 |
160729 |
1205.60 |
1213.20 |
1205.60 |
1212.50 |
+3.50 |
2 |
1,013 |
+0 |
Mar17 |
160729 |
1208.50 |
1208.50 |
1208.50 |
1208.50 |
+3.50 |
0 |
250 |
+0 |
Total Volume and Open Interest |
69,929 |
327,584 |
+1,033 |
Nikkei 225(CME) |
Sep16 |
160729 |
16635 |
16795 |
16075 |
16360 |
-275 |
19,827 |
35,189 |
-381 |
Dec16 |
160729 |
16440 |
16590 |
16160 |
16315 |
-275 |
1 |
188 |
+5 |
Total Volume and Open Interest |
19,828 |
35,377 |
-376 |
Nikkei 225(SGX) |
Sep16 |
160729 |
16415 |
16720 |
15855 |
16580 |
+195 |
122,867 |
207,823 |
+6,647 |
Dec16 |
160729 |
16370 |
16465 |
15755 |
16465 |
+195 |
182 |
6,069 |
+26 |
Mar17 |
160728 |
16235 |
16235 |
16235 |
16235 |
-375 |
|
|
|
Total Volume and Open Interest |
80,741 |
214,823 |
-4,803 |
Nikkei 225(CME) Yen |
Sep16 |
160729 |
16590 |
16690 |
16025 |
16320 |
-245 |
54,182 |
78,855 |
+2,795 |
Dec16 |
160729 |
16365 |
16475 |
16000 |
16190 |
-245 |
8 |
43 |
+3 |
Mar17 |
160729 |
16140 |
16140 |
16140 |
16140 |
-245 |
|
|
|
Total Volume and Open Interest |
54,190 |
78,898 |
+2,798 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160729 |
16320 |
16590 |
16130 |
16320 |
-250 |
0 |
11 |
+0 |
Dec16 |
160729 |
16190 |
16190 |
16190 |
16190 |
-250 |
|
|
|
Mar17 |
160729 |
16140 |
16140 |
16140 |
16140 |
-250 |
|
|
|
Total Volume and Open Interest |
0 |
11 |
+0 |
CAC 40(EURONEXT) |
Aug16 |
160729 |
4444.0 |
4456.0 |
4407.0 |
4439.5 |
+18.5 |
81,371 |
263,191 |
+6,694 |
Sep16 |
160729 |
4452.0 |
4455.0 |
4409.0 |
4438.5 |
+18.5 |
431 |
9,489 |
-75 |
Oct16 |
160729 |
4427.0 |
4427.0 |
4427.0 |
4427.0 |
+18.5 |
0 |
10 |
+0 |
Total Volume and Open Interest |
81,802 |
272,735 |
+6,619 |
Hang Seng Index(HKFE) |
Jul16 |
160728 |
22162 |
22212 |
22069 |
22143 |
-25 |
183,333 |
65,172 |
-26,145 |
Aug16 |
160729 |
22149 |
22149 |
21761 |
21774 |
-379 |
79,051 |
109,381 |
+26,273 |
Sep16 |
160729 |
22030 |
22065 |
21700 |
21700 |
-384 |
1,833 |
5,870 |
-309 |
Total Volume and Open Interest |
226,170 |
156,761 |
-2,286 |
DAX(EUREX) |
Sep16 |
160729 |
10340.0 |
10354.0 |
10279.0 |
10326.0 |
+30.5 |
73,434 |
140,976 |
+1,457 |
Dec16 |
160729 |
10318.0 |
10335.0 |
10273.5 |
10312.0 |
+30.5 |
831 |
5,754 |
+715 |
Mar17 |
160729 |
10302.0 |
10330.0 |
10302.0 |
10305.0 |
+30.5 |
1 |
177 |
+0 |
Total Volume and Open Interest |
74,266 |
146,907 |
+2,172 |
Mini-DAX(EUREX) |
Sep16 |
160729 |
10335.0 |
10355.0 |
10281.0 |
10326.0 |
+30.5 |
16,710 |
9,488 |
-521 |
Dec16 |
160729 |
10316.0 |
10326.0 |
10276.0 |
10312.0 |
+30.5 |
50 |
162 |
-1 |
Mar17 |
160729 |
10305.0 |
10305.0 |
10305.0 |
10305.0 |
+30.5 |
0 |
11 |
+0 |
Total Volume and Open Interest |
16,760 |
9,661 |
-522 |
FT-SE 100(EURONEXT) |
Sep16 |
160729 |
6692.00 |
6692.00 |
6637.50 |
6676.50 |
-7.50 |
87,607 |
652,762 |
-626 |
Dec16 |
160729 |
6649.00 |
6649.00 |
6607.00 |
6636.00 |
-7.00 |
0 |
204 |
+0 |
Mar17 |
160729 |
6576.50 |
6576.50 |
6576.50 |
6576.50 |
-2.50 |
|
|
|
Total Volume and Open Interest |
87,607 |
652,966 |
-626 |
SPI 200(SFE) |
Sep16 |
160729 |
5520.0 |
5530.0 |
5491.0 |
5519.0 |
+2.0 |
25,620 |
280,405 |
+1,719 |
Dec16 |
160729 |
5493.0 |
5505.0 |
5488.0 |
5505.0 |
+1.0 |
3 |
2,592 |
+2 |
Mar17 |
160729 |
5456.0 |
5456.0 |
5456.0 |
5456.0 |
+1.0 |
0 |
1,436 |
+0 |
Total Volume and Open Interest |
25,727 |
285,354 |
+1,825 |
FTSE MIB(ISE) |
Sep16 |
160729 |
16630.00 |
16920.00 |
16555.00 |
16820.00 |
+263.00 |
26,070 |
41,443 |
-212 |
Dec16 |
160729 |
16720.00 |
16780.00 |
16630.00 |
16698.00 |
+271.00 |
16 |
200 |
+1 |
Mar17 |
160729 |
16705.00 |
16705.00 |
16705.00 |
16705.00 |
+271.00 |
|
|
|
Total Volume and Open Interest |
26,086 |
41,643 |
-211 |
KOSPI 200(KFE) |
Sep16 |
160729 |
252.15 |
253.80 |
251.40 |
252.40 |
+0.40 |
87,420 |
133,807 |
+739 |
Dec16 |
160729 |
252.85 |
254.50 |
252.25 |
253.15 |
+0.20 |
207 |
8,930 |
+56 |
Mar17 |
160729 |
251.15 |
251.85 |
250.10 |
250.55 |
+0.25 |
25 |
877 |
+5 |
Total Volume and Open Interest |
87,654 |
146,565 |
+800 |
GSCI(CME) |
Aug16 |
160729 |
334.20 |
339.75 |
334.00 |
339.15 |
+2.50 |
447 |
11,874 |
-358 |
Sep16 |
160729 |
342.20 |
342.20 |
339.15 |
342.20 |
+2.50 |
0 |
351 |
+0 |
Oct16 |
160729 |
345.80 |
345.80 |
345.80 |
345.80 |
+2.50 |
|
|
|
Total Volume and Open Interest |
447 |
12,225 |
-358 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|