|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue August 02, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug16 |
160802 |
994.25 |
998.50 |
976.00 |
985.25 |
-10.75 |
12,802 |
11,519 |
-4,866 |
Sep16 |
160802 |
979.50 |
986.50 |
961.50 |
971.25 |
-10.00 |
18,822 |
54,249 |
-2,233 |
Nov16 |
160802 |
960.00 |
968.00 |
943.00 |
953.00 |
-8.50 |
104,138 |
392,919 |
+6,095 |
Jan17 |
160802 |
960.75 |
968.25 |
944.25 |
954.25 |
-7.75 |
12,323 |
61,166 |
+596 |
Mar17 |
160802 |
951.00 |
961.25 |
938.00 |
948.50 |
-5.00 |
6,730 |
66,189 |
+255 |
May17 |
160802 |
949.25 |
959.25 |
937.25 |
947.50 |
-3.00 |
3,032 |
33,172 |
-205 |
Jul17 |
160802 |
949.50 |
960.50 |
940.25 |
950.25 |
-1.75 |
4,677 |
37,456 |
-74 |
Aug17 |
160802 |
938.00 |
947.00 |
938.00 |
944.00 |
-0.25 |
27 |
399 |
+7 |
Sep17 |
160802 |
924.25 |
924.25 |
924.25 |
924.25 |
-0.25 |
20 |
338 |
+20 |
Nov17 |
160802 |
907.75 |
920.25 |
903.50 |
911.25 |
-1.50 |
3,442 |
30,446 |
-1,608 |
Jan18 |
160802 |
913.75 |
913.75 |
913.75 |
913.75 |
-1.25 |
0 |
446 |
+0 |
Mar18 |
160802 |
923.25 |
923.25 |
913.75 |
913.75 |
-0.50 |
0 |
67 |
+0 |
May18 |
160802 |
916.00 |
916.00 |
916.00 |
916.00 |
-0.50 |
0 |
53 |
+0 |
Jul18 |
160802 |
920.00 |
920.00 |
920.00 |
920.00 |
-1.00 |
0 |
117 |
+0 |
Total Volume and Open Interest |
166,017 |
688,781 |
-2,012 |
Soybean Meal(CBOT) |
Aug16 |
160802 |
334.10 |
334.40 |
324.90 |
328.40 |
-5.60 |
6,745 |
4,303 |
-2,052 |
Sep16 |
160802 |
333.00 |
334.70 |
324.60 |
328.30 |
-5.40 |
18,248 |
59,671 |
-49 |
Oct16 |
160802 |
332.00 |
333.50 |
323.90 |
327.70 |
-5.10 |
8,334 |
29,178 |
-779 |
Dec16 |
160802 |
331.00 |
332.40 |
322.60 |
326.70 |
-4.90 |
36,425 |
162,220 |
+2,928 |
Jan17 |
160802 |
327.90 |
328.70 |
320.00 |
323.80 |
-4.30 |
3,887 |
27,629 |
+310 |
Mar17 |
160802 |
321.30 |
323.50 |
314.90 |
318.60 |
-2.70 |
1,796 |
31,402 |
+227 |
May17 |
160802 |
316.00 |
318.70 |
311.10 |
313.90 |
-2.90 |
917 |
19,536 |
+49 |
Jul17 |
160802 |
316.30 |
318.60 |
311.90 |
314.70 |
-2.20 |
1,103 |
16,993 |
+171 |
Aug17 |
160802 |
315.00 |
316.30 |
311.50 |
313.60 |
-1.70 |
210 |
1,931 |
+5 |
Sep17 |
160802 |
313.50 |
314.20 |
310.00 |
312.10 |
-1.40 |
107 |
1,451 |
-1 |
Total Volume and Open Interest |
78,004 |
363,175 |
+803 |
Soybean Oil(CBOT) |
Aug16 |
160802 |
29.76 |
30.24 |
29.61 |
30.06 |
+0.31 |
8,238 |
3,601 |
-1,997 |
Sep16 |
160802 |
29.87 |
30.39 |
29.72 |
30.18 |
+0.31 |
41,746 |
53,654 |
-1,130 |
Oct16 |
160802 |
29.95 |
30.51 |
29.86 |
30.29 |
+0.31 |
21,899 |
26,783 |
+1,891 |
Dec16 |
160802 |
30.22 |
30.75 |
30.06 |
30.54 |
+0.32 |
52,796 |
183,689 |
+952 |
Jan17 |
160802 |
30.44 |
30.98 |
30.28 |
30.77 |
+0.32 |
4,142 |
28,879 |
+14 |
Mar17 |
160802 |
30.59 |
31.14 |
30.47 |
30.95 |
+0.32 |
2,636 |
23,060 |
+311 |
May17 |
160802 |
30.67 |
31.32 |
30.67 |
31.13 |
+0.30 |
985 |
17,459 |
+19 |
Jul17 |
160802 |
31.01 |
31.56 |
30.90 |
31.34 |
+0.28 |
1,262 |
10,364 |
+62 |
Aug17 |
160802 |
31.42 |
31.42 |
31.42 |
31.42 |
+0.27 |
34 |
3,401 |
-3 |
Sep17 |
160802 |
31.45 |
31.45 |
31.45 |
31.45 |
+0.25 |
33 |
2,561 |
+10 |
Total Volume and Open Interest |
134,363 |
360,319 |
+372 |
Canola(WCE) |
Nov16 |
160802 |
450.0 |
452.2 |
444.0 |
447.5 |
-6.4 |
14,000 |
118,640 |
-1,608 |
Jan17 |
160802 |
456.4 |
458.2 |
450.9 |
453.9 |
-6.4 |
2,076 |
22,439 |
+637 |
Mar17 |
160802 |
459.8 |
464.6 |
458.1 |
460.5 |
-6.2 |
463 |
5,315 |
-11 |
May17 |
160802 |
464.5 |
468.1 |
462.8 |
465.3 |
-6.4 |
452 |
4,165 |
+98 |
Jul17 |
160802 |
468.6 |
473.4 |
466.5 |
469.6 |
-6.4 |
224 |
6,012 |
-4 |
Total Volume and Open Interest |
17,347 |
160,542 |
-913 |
Corn(CBOT) |
Sep16 |
160802 |
325.25 |
327.50 |
319.50 |
324.25 |
-1.50 |
102,314 |
462,734 |
-1,914 |
Dec16 |
160802 |
333.75 |
336.50 |
329.00 |
334.00 |
-0.25 |
132,365 |
554,104 |
+6,637 |
Mar17 |
160802 |
343.00 |
345.25 |
338.50 |
343.75 |
+0.50 |
22,954 |
131,443 |
+932 |
May17 |
160802 |
349.00 |
351.25 |
345.25 |
350.50 |
+1.50 |
4,434 |
34,672 |
+811 |
Jul17 |
160802 |
354.25 |
357.00 |
351.50 |
356.75 |
+2.00 |
7,186 |
65,209 |
+612 |
Sep17 |
160802 |
359.25 |
363.25 |
357.50 |
363.00 |
+3.25 |
2,442 |
16,251 |
+830 |
Dec17 |
160802 |
366.50 |
370.25 |
365.00 |
370.00 |
+3.50 |
3,740 |
48,339 |
+1,179 |
Mar18 |
160802 |
376.75 |
379.50 |
375.00 |
379.50 |
+3.25 |
32 |
1,951 |
+10 |
May18 |
160802 |
384.75 |
384.75 |
384.75 |
384.75 |
+3.00 |
10 |
608 |
+0 |
Jul18 |
160802 |
385.00 |
388.50 |
385.00 |
388.50 |
+3.25 |
22 |
832 |
+7 |
Total Volume and Open Interest |
275,552 |
1,318,159 |
+9,086 |
Wheat(CBOT) |
Sep16 |
160802 |
406.00 |
410.50 |
399.25 |
401.25 |
-4.75 |
61,173 |
246,564 |
-2,703 |
Dec16 |
160802 |
431.75 |
437.00 |
426.50 |
428.00 |
-5.00 |
36,001 |
139,400 |
+3,790 |
Mar17 |
160802 |
458.00 |
462.25 |
452.50 |
454.50 |
-4.00 |
15,009 |
50,029 |
+1,704 |
May17 |
160802 |
472.00 |
475.75 |
467.00 |
468.75 |
-3.25 |
2,572 |
12,269 |
+574 |
Jul17 |
160802 |
479.00 |
483.00 |
474.75 |
476.25 |
-3.50 |
4,113 |
24,580 |
+223 |
Sep17 |
160802 |
491.00 |
494.50 |
487.00 |
489.00 |
-2.50 |
94 |
2,617 |
+22 |
Total Volume and Open Interest |
119,191 |
480,671 |
+3,707 |
Wheat(KCBT) |
Sep16 |
160802 |
408.25 |
412.25 |
403.50 |
406.50 |
-2.75 |
17,730 |
129,982 |
-3,074 |
Dec16 |
160802 |
435.00 |
438.75 |
430.00 |
433.00 |
-2.50 |
5,755 |
54,112 |
+872 |
Mar17 |
160802 |
451.00 |
455.25 |
446.75 |
450.00 |
-2.50 |
1,306 |
29,167 |
+193 |
May17 |
160802 |
463.25 |
465.50 |
457.75 |
460.50 |
-2.75 |
508 |
8,264 |
-79 |
Jul17 |
160802 |
472.50 |
475.00 |
466.50 |
469.75 |
-2.50 |
1,083 |
15,872 |
-267 |
Sep17 |
160802 |
490.00 |
490.00 |
485.00 |
485.00 |
-2.25 |
22 |
1,583 |
+11 |
Dec17 |
160802 |
510.00 |
510.50 |
510.00 |
510.50 |
+4.75 |
32 |
665 |
+7 |
Total Volume and Open Interest |
26,436 |
239,838 |
-2,337 |
Wheat(MGE) |
Sep16 |
160802 |
484.25 |
487.75 |
482.50 |
486.50 |
+1.75 |
3,959 |
23,657 |
-416 |
Dec16 |
160802 |
500.00 |
502.75 |
497.00 |
500.75 |
+0.50 |
1,691 |
16,066 |
+164 |
Mar17 |
160802 |
515.00 |
517.00 |
512.25 |
515.50 |
unch |
406 |
10,615 |
-11 |
May17 |
160802 |
526.00 |
527.25 |
525.00 |
525.00 |
-0.25 |
432 |
4,931 |
+142 |
Jul17 |
160802 |
534.75 |
534.75 |
532.50 |
534.25 |
-0.50 |
58 |
2,642 |
-14 |
Sep17 |
160802 |
542.75 |
544.25 |
542.25 |
544.25 |
-0.25 |
466 |
1,968 |
+208 |
Total Volume and Open Interest |
7,035 |
60,665 |
+71 |
Oats(CBOT) |
Sep16 |
160802 |
199.00 |
200.00 |
195.00 |
195.50 |
-4.25 |
588 |
2,522 |
-424 |
Dec16 |
160802 |
197.00 |
197.00 |
190.50 |
190.75 |
-6.75 |
826 |
6,280 |
+107 |
Mar17 |
160802 |
200.00 |
203.75 |
198.00 |
199.00 |
-3.00 |
174 |
1,010 |
+148 |
May17 |
160802 |
205.00 |
205.50 |
205.00 |
205.50 |
-1.75 |
|
|
|
Total Volume and Open Interest |
1,588 |
9,812 |
-169 |
Rough Rice(CBOT) |
Sep16 |
160802 |
9.70 |
9.82 |
9.52 |
9.56 |
-0.12 |
687 |
8,216 |
-123 |
Nov16 |
160802 |
10.00 |
10.10 |
9.79 |
9.84 |
-0.13 |
534 |
2,576 |
+242 |
Jan17 |
160802 |
10.19 |
10.25 |
10.04 |
10.06 |
-0.13 |
52 |
130 |
+20 |
Mar17 |
160802 |
10.45 |
10.45 |
10.27 |
10.27 |
-0.14 |
0 |
45 |
+0 |
Total Volume and Open Interest |
1,273 |
10,969 |
+139 |
Live Cattle(CME) |
Aug16 |
160802 |
116.150 |
116.785 |
115.400 |
116.230 |
+0.300 |
6,320 |
36,795 |
-795 |
Oct16 |
160802 |
114.285 |
115.050 |
113.600 |
114.580 |
+0.500 |
17,583 |
113,335 |
+760 |
Dec16 |
160802 |
114.885 |
115.450 |
114.000 |
114.885 |
+0.285 |
7,117 |
54,492 |
+871 |
Feb17 |
160802 |
113.980 |
114.580 |
113.135 |
113.950 |
unch |
3,850 |
24,765 |
+741 |
Apr17 |
160802 |
112.480 |
112.850 |
111.430 |
112.285 |
-0.015 |
1,741 |
13,732 |
+437 |
Jun17 |
160802 |
106.350 |
106.550 |
105.250 |
106.250 |
+0.050 |
638 |
5,738 |
+208 |
Total Volume and Open Interest |
37,454 |
251,888 |
+2,329 |
Feeder Cattle(CME) |
Aug16 |
160802 |
145.100 |
146.880 |
144.380 |
145.485 |
+0.935 |
2,589 |
14,091 |
-573 |
Sep16 |
160802 |
143.500 |
145.150 |
142.650 |
143.880 |
+0.800 |
2,813 |
12,712 |
+400 |
Oct16 |
160802 |
142.485 |
143.350 |
140.850 |
142.080 |
+0.200 |
2,367 |
8,984 |
+321 |
Nov16 |
160802 |
139.700 |
140.435 |
137.950 |
139.200 |
-0.100 |
1,043 |
4,568 |
+176 |
Jan17 |
160802 |
136.000 |
136.350 |
133.985 |
135.285 |
-0.540 |
460 |
3,266 |
+98 |
Mar17 |
160802 |
133.825 |
134.575 |
132.380 |
133.535 |
-0.345 |
93 |
966 |
+6 |
Apr17 |
160802 |
134.400 |
134.400 |
132.500 |
133.285 |
-0.915 |
60 |
257 |
+13 |
Total Volume and Open Interest |
9,446 |
44,965 |
+456 |
Lean Hogs(CME) |
Aug16 |
160802 |
68.700 |
69.230 |
68.680 |
68.930 |
+0.280 |
6,551 |
26,357 |
-674 |
Oct16 |
160802 |
60.500 |
61.850 |
60.050 |
60.535 |
-0.065 |
18,269 |
103,519 |
-1,430 |
Dec16 |
160802 |
56.500 |
57.035 |
55.485 |
56.250 |
-0.250 |
6,944 |
48,960 |
+1,402 |
Feb17 |
160802 |
60.785 |
61.450 |
60.000 |
60.785 |
-0.215 |
1,402 |
23,604 |
+287 |
Apr17 |
160802 |
65.400 |
66.200 |
64.800 |
65.535 |
-0.100 |
721 |
18,086 |
+286 |
May17 |
160802 |
71.400 |
71.400 |
71.180 |
71.180 |
+0.545 |
17 |
237 |
+6 |
Jun17 |
160802 |
75.300 |
76.250 |
74.900 |
75.785 |
+0.150 |
233 |
2,202 |
+44 |
Jul17 |
160802 |
75.050 |
75.300 |
74.200 |
75.135 |
+0.685 |
42 |
410 |
-3 |
Total Volume and Open Interest |
34,185 |
223,584 |
-81 |
Class III Milk(CME) |
Jul16 |
160802 |
15.27 |
15.28 |
15.26 |
15.26 |
unch |
81 |
5,199 |
-56 |
Aug16 |
160802 |
16.89 |
17.07 |
16.89 |
17.02 |
+0.10 |
194 |
4,975 |
-33 |
Sep16 |
160802 |
16.90 |
17.05 |
16.90 |
17.02 |
+0.11 |
284 |
4,450 |
+90 |
Oct16 |
160802 |
16.80 |
16.98 |
16.79 |
16.91 |
+0.07 |
113 |
3,592 |
-6 |
Nov16 |
160802 |
16.45 |
16.54 |
16.45 |
16.48 |
+0.05 |
48 |
3,301 |
+10 |
Dec16 |
160802 |
16.09 |
16.10 |
16.08 |
16.08 |
-0.01 |
18 |
2,903 |
+5 |
Jan17 |
160802 |
15.99 |
16.00 |
15.95 |
15.95 |
-0.04 |
20 |
1,206 |
+5 |
Feb17 |
160802 |
16.00 |
16.00 |
15.96 |
15.99 |
+0.02 |
28 |
1,075 |
+21 |
Mar17 |
160802 |
16.10 |
16.16 |
16.10 |
16.10 |
unch |
13 |
1,034 |
+8 |
Apr17 |
160802 |
16.15 |
16.18 |
16.15 |
16.15 |
unch |
26 |
943 |
-5 |
May17 |
160802 |
16.30 |
16.31 |
16.30 |
16.30 |
unch |
26 |
796 |
-5 |
Jun17 |
160802 |
16.45 |
16.45 |
16.41 |
16.42 |
-0.03 |
25 |
727 |
+8 |
Jul17 |
160802 |
16.60 |
16.60 |
16.60 |
16.60 |
unch |
45 |
286 |
+5 |
Total Volume and Open Interest |
1,045 |
31,613 |
-19 |
Cocoa(ICE) |
Sep16 |
160802 |
2921 |
2963 |
2879 |
2896 |
-30 |
21,559 |
82,890 |
+59 |
Dec16 |
160802 |
2918 |
2954 |
2872 |
2889 |
-33 |
14,238 |
72,510 |
+2,769 |
Mar17 |
160802 |
2893 |
2930 |
2849 |
2866 |
-37 |
3,186 |
49,956 |
+631 |
May17 |
160802 |
2884 |
2915 |
2837 |
2855 |
-38 |
900 |
9,127 |
+169 |
Jul17 |
160802 |
2886 |
2907 |
2840 |
2851 |
-37 |
256 |
3,197 |
+102 |
Sep17 |
160802 |
2881 |
2881 |
2842 |
2845 |
-37 |
19 |
3,870 |
-6 |
Dec17 |
160802 |
2839 |
2839 |
2839 |
2839 |
-37 |
8 |
940 |
+3 |
Total Volume and Open Interest |
40,166 |
226,370 |
+3,727 |
Coffee "C"(ICE) |
Sep16 |
160802 |
143.85 |
145.75 |
140.55 |
141.25 |
-2.20 |
22,251 |
85,463 |
+988 |
Dec16 |
160802 |
147.00 |
149.00 |
143.90 |
144.60 |
-2.15 |
9,991 |
58,598 |
+2,603 |
Mar17 |
160802 |
149.90 |
151.95 |
146.90 |
147.60 |
-2.10 |
3,270 |
20,586 |
+93 |
May17 |
160802 |
151.30 |
153.20 |
148.65 |
149.35 |
-2.05 |
962 |
11,242 |
+158 |
Jul17 |
160802 |
154.15 |
154.35 |
150.55 |
150.70 |
-2.10 |
264 |
3,514 |
+21 |
Sep17 |
160802 |
155.35 |
155.60 |
152.00 |
152.00 |
-2.05 |
159 |
3,220 |
+54 |
Total Volume and Open Interest |
36,997 |
188,676 |
+3,934 |
Orange Juice(ICE) |
Sep16 |
160802 |
181.85 |
181.85 |
170.85 |
170.85 |
-10.00 |
2,218 |
13,444 |
-1,069 |
Nov16 |
160802 |
181.15 |
181.15 |
171.15 |
171.35 |
-9.80 |
638 |
3,828 |
+282 |
Jan17 |
160802 |
180.50 |
180.50 |
171.05 |
171.15 |
-9.40 |
119 |
1,003 |
+53 |
Mar17 |
160802 |
177.70 |
177.70 |
167.60 |
168.65 |
-8.95 |
6 |
263 |
-1 |
May17 |
160802 |
168.00 |
168.00 |
167.00 |
167.55 |
-7.35 |
2 |
12 |
+2 |
Jul17 |
160802 |
165.85 |
165.85 |
165.85 |
165.85 |
-7.35 |
|
|
|
Total Volume and Open Interest |
2,983 |
18,552 |
-733 |
Sugar #11(ICE) |
Oct16 |
160802 |
18.80 |
19.21 |
18.73 |
19.05 |
+0.24 |
57,296 |
432,217 |
+417 |
Mar17 |
160802 |
19.26 |
19.60 |
19.18 |
19.48 |
+0.24 |
20,134 |
236,322 |
+2,037 |
May17 |
160802 |
18.67 |
18.98 |
18.63 |
18.89 |
+0.21 |
5,914 |
61,186 |
+1,044 |
Jul17 |
160802 |
18.19 |
18.45 |
18.15 |
18.39 |
+0.20 |
3,326 |
49,126 |
-638 |
Oct17 |
160802 |
17.91 |
18.15 |
17.89 |
18.14 |
+0.20 |
1,450 |
29,419 |
+58 |
Mar18 |
160802 |
17.79 |
18.01 |
17.79 |
18.01 |
+0.20 |
448 |
14,524 |
+104 |
May18 |
160802 |
17.43 |
17.63 |
17.43 |
17.63 |
+0.19 |
142 |
4,552 |
+47 |
Jul18 |
160802 |
17.37 |
17.37 |
17.37 |
17.37 |
+0.17 |
0 |
4,760 |
+0 |
Total Volume and Open Interest |
88,710 |
838,064 |
+3,069 |
London Cocoa(LCE) |
Sep16 |
160802 |
2352 |
2380 |
2315 |
2323 |
-33 |
12,358 |
95,735 |
-3,038 |
Dec16 |
160802 |
2309 |
2325 |
2269 |
2275 |
-33 |
9,446 |
64,490 |
-2,057 |
Mar17 |
160802 |
2254 |
2270 |
2216 |
2222 |
-34 |
3,799 |
58,200 |
-969 |
May17 |
160802 |
2240 |
2255 |
2203 |
2209 |
-35 |
1,596 |
21,033 |
+895 |
Jul17 |
160802 |
2236 |
2248 |
2201 |
2204 |
-35 |
628 |
3,964 |
+176 |
Sep17 |
160802 |
2241 |
2241 |
2197 |
2197 |
-36 |
640 |
4,175 |
+517 |
Dec17 |
160802 |
2221 |
2221 |
2185 |
2185 |
-36 |
209 |
862 |
+201 |
Total Volume and Open Interest |
28,676 |
248,459 |
-4,275 |
London Sugar(LCE) |
Oct16 |
160802 |
520.10 |
530.50 |
520.10 |
528.40 |
+7.70 |
5,487 |
44,747 |
+222 |
Dec16 |
160802 |
521.80 |
531.80 |
521.80 |
529.60 |
+6.90 |
1,528 |
18,615 |
+59 |
Mar17 |
160802 |
522.30 |
531.20 |
521.80 |
529.20 |
+6.40 |
1,141 |
16,234 |
+279 |
May17 |
160802 |
512.30 |
521.50 |
512.20 |
518.50 |
+5.60 |
558 |
8,175 |
+75 |
Aug17 |
160802 |
506.30 |
508.10 |
505.50 |
506.90 |
+4.90 |
192 |
3,979 |
+100 |
Total Volume and Open Interest |
9,016 |
95,393 |
+833 |
Cotton(ICE) |
Oct16 |
160802 |
74.24 |
74.24 |
72.94 |
73.67 |
-0.50 |
20 |
186 |
+7 |
Dec16 |
160802 |
74.33 |
74.55 |
73.17 |
73.98 |
-0.40 |
20,400 |
178,257 |
-667 |
Mar17 |
160802 |
74.40 |
74.54 |
73.30 |
74.22 |
-0.16 |
3,501 |
36,898 |
-217 |
May17 |
160802 |
74.29 |
74.35 |
73.15 |
74.02 |
-0.23 |
387 |
5,733 |
+38 |
Jul17 |
160802 |
74.00 |
74.00 |
73.10 |
73.85 |
-0.14 |
193 |
4,555 |
+91 |
Oct17 |
160802 |
73.41 |
73.41 |
73.41 |
73.41 |
+0.08 |
|
|
|
Total Volume and Open Interest |
24,601 |
234,326 |
-662 |
Lumber(CME) |
Sep16 |
160802 |
315.6 |
319.4 |
314.6 |
314.9 |
+0.5 |
904 |
4,414 |
-243 |
Nov16 |
160802 |
323.2 |
327.0 |
322.5 |
322.5 |
unch |
435 |
920 |
+295 |
Jan17 |
160802 |
328.1 |
332.5 |
328.1 |
329.5 |
+2.2 |
2 |
62 |
+0 |
Mar17 |
160802 |
335.2 |
335.2 |
333.0 |
335.2 |
+2.2 |
0 |
24 |
+0 |
Total Volume and Open Interest |
1,341 |
5,446 |
+52 |
Crude Oil(NYM) |
Sep16 |
160802 |
40.08 |
40.91 |
39.26 |
39.51 |
-0.55 |
478,763 |
536,032 |
+932 |
Oct16 |
160802 |
40.93 |
41.70 |
40.05 |
40.30 |
-0.54 |
115,016 |
182,262 |
+3,611 |
Nov16 |
160802 |
41.73 |
42.48 |
40.89 |
41.12 |
-0.50 |
37,543 |
121,219 |
+2,430 |
Dec16 |
160802 |
42.56 |
43.26 |
41.67 |
41.92 |
-0.47 |
60,114 |
248,572 |
-1,342 |
Jan17 |
160802 |
43.25 |
43.92 |
42.39 |
42.62 |
-0.46 |
14,857 |
83,782 |
+2,397 |
Feb17 |
160802 |
43.82 |
44.50 |
42.99 |
43.21 |
-0.45 |
7,583 |
39,532 |
-510 |
Mar17 |
160802 |
44.33 |
44.92 |
43.50 |
43.72 |
-0.44 |
14,185 |
74,776 |
+2,294 |
Apr17 |
160802 |
44.79 |
45.29 |
43.97 |
44.15 |
-0.43 |
3,816 |
22,949 |
+1,169 |
May17 |
160802 |
45.15 |
45.57 |
44.33 |
44.52 |
-0.41 |
2,670 |
20,061 |
-384 |
Jun17 |
160802 |
45.49 |
46.04 |
44.56 |
44.84 |
-0.40 |
13,515 |
81,860 |
-750 |
Jul17 |
160802 |
45.74 |
46.14 |
44.91 |
45.13 |
-0.39 |
1,422 |
16,776 |
-42 |
Aug17 |
160802 |
46.14 |
46.36 |
45.29 |
45.40 |
-0.38 |
1,124 |
15,181 |
-30 |
Sep17 |
160802 |
45.67 |
46.38 |
45.67 |
45.67 |
-0.38 |
2,440 |
33,186 |
+220 |
Oct17 |
160802 |
45.94 |
46.64 |
45.94 |
45.94 |
-0.38 |
660 |
11,376 |
+95 |
Nov17 |
160802 |
46.22 |
47.10 |
46.22 |
46.22 |
-0.38 |
874 |
12,195 |
+58 |
Dec17 |
160802 |
47.11 |
47.62 |
46.24 |
46.50 |
-0.39 |
21,427 |
141,336 |
+558 |
Total Volume and Open Interest |
789,315 |
1,763,830 |
+13,187 |
e-miNY Crude Oil(NYM) |
Sep16 |
160802 |
40.075 |
40.900 |
39.250 |
39.500 |
-0.550 |
8,748 |
2,794 |
-97 |
Oct16 |
160802 |
40.925 |
41.675 |
40.075 |
40.300 |
-0.550 |
270 |
932 |
+29 |
Nov16 |
160802 |
41.800 |
42.425 |
40.950 |
41.125 |
-0.500 |
32 |
82 |
+14 |
Dec16 |
160802 |
42.575 |
43.200 |
41.700 |
41.925 |
-0.475 |
29 |
543 |
+19 |
Jan17 |
160802 |
43.275 |
43.850 |
42.450 |
42.625 |
-0.450 |
1 |
22 |
+0 |
Feb17 |
160802 |
43.200 |
44.100 |
43.200 |
43.200 |
-0.450 |
0 |
12 |
+0 |
Mar17 |
160802 |
43.725 |
43.725 |
43.725 |
43.725 |
-0.425 |
0 |
13 |
+0 |
Apr17 |
160802 |
44.150 |
44.600 |
44.150 |
44.150 |
-0.425 |
0 |
2 |
+0 |
May17 |
160802 |
44.500 |
44.525 |
44.500 |
44.525 |
-0.400 |
|
|
|
Jun17 |
160802 |
45.000 |
45.975 |
44.650 |
44.850 |
-0.400 |
0 |
16 |
+0 |
Total Volume and Open Interest |
9,081 |
4,576 |
-34 |
NY Harbor ULSD(NYM) |
Sep16 |
160802 |
126.32 |
129.90 |
124.66 |
125.90 |
+0.11 |
59,664 |
106,520 |
+3,975 |
Oct16 |
160802 |
129.00 |
132.27 |
127.20 |
128.25 |
-0.12 |
22,108 |
58,576 |
+1,346 |
Nov16 |
160802 |
131.11 |
134.33 |
129.35 |
130.30 |
-0.27 |
11,786 |
39,393 |
+1,550 |
Dec16 |
160802 |
133.17 |
136.12 |
131.24 |
132.16 |
-0.38 |
14,717 |
53,912 |
+2,233 |
Jan17 |
160802 |
135.19 |
137.85 |
133.38 |
134.15 |
-0.46 |
4,216 |
27,399 |
+1,298 |
Feb17 |
160802 |
136.90 |
139.09 |
134.72 |
135.50 |
-0.51 |
1,775 |
13,451 |
-2 |
Mar17 |
160802 |
137.37 |
139.80 |
135.56 |
136.17 |
-0.53 |
4,081 |
14,991 |
+520 |
Apr17 |
160802 |
139.18 |
139.18 |
135.99 |
136.20 |
-0.56 |
1,125 |
8,032 |
+252 |
May17 |
160802 |
139.35 |
139.93 |
136.17 |
136.80 |
-0.61 |
377 |
3,912 |
-14 |
Jun17 |
160802 |
139.12 |
141.14 |
137.07 |
137.68 |
-0.65 |
1,256 |
21,244 |
+102 |
Jul17 |
160802 |
139.63 |
140.91 |
138.54 |
138.78 |
-0.68 |
283 |
2,814 |
+49 |
Aug17 |
160802 |
142.08 |
142.08 |
139.80 |
139.98 |
-0.68 |
217 |
1,723 |
-11 |
Sep17 |
160802 |
142.21 |
142.90 |
141.01 |
141.30 |
-0.69 |
158 |
1,850 |
-2 |
Oct17 |
160802 |
143.54 |
144.15 |
142.61 |
142.61 |
-0.71 |
87 |
1,727 |
-1 |
Total Volume and Open Interest |
123,045 |
383,383 |
+5,601 |
RBOB Gasoline(NYM) |
Sep16 |
160802 |
131.27 |
134.81 |
129.54 |
131.16 |
+0.80 |
64,119 |
141,652 |
+4,134 |
Oct16 |
160802 |
121.87 |
124.76 |
120.00 |
121.44 |
+0.28 |
35,395 |
66,130 |
+1,677 |
Nov16 |
160802 |
120.60 |
123.09 |
118.70 |
120.00 |
-0.02 |
17,831 |
41,400 |
-252 |
Dec16 |
160802 |
119.90 |
122.18 |
118.00 |
119.25 |
-0.25 |
13,810 |
46,960 |
+1,013 |
Jan17 |
160802 |
120.77 |
122.65 |
118.60 |
119.88 |
-0.32 |
5,705 |
17,497 |
+559 |
Feb17 |
160802 |
123.48 |
124.13 |
120.26 |
121.45 |
-0.37 |
2,962 |
6,433 |
+562 |
Mar17 |
160802 |
125.85 |
126.73 |
122.79 |
124.01 |
-0.39 |
1,885 |
14,717 |
+259 |
Apr17 |
160802 |
145.87 |
146.15 |
142.42 |
143.33 |
-0.39 |
1,345 |
13,322 |
-295 |
May17 |
160802 |
146.74 |
147.06 |
143.43 |
144.39 |
-0.41 |
1,040 |
5,328 |
+123 |
Jun17 |
160802 |
145.80 |
147.01 |
143.19 |
144.28 |
-0.45 |
1,350 |
10,351 |
-133 |
Total Volume and Open Interest |
147,135 |
392,591 |
+2,466 |
e-miNY RBOB Gasoline(NYM) |
Sep16 |
160802 |
131.16 |
131.16 |
131.16 |
131.16 |
+0.80 |
0 |
1 |
+0 |
Oct16 |
160802 |
121.44 |
121.44 |
121.44 |
121.44 |
+0.28 |
|
|
|
Nov16 |
160802 |
120.00 |
120.00 |
120.00 |
120.00 |
-0.02 |
|
|
|
Dec16 |
160802 |
119.25 |
119.25 |
119.25 |
119.25 |
-0.25 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Sep16 |
160802 |
2.774 |
2.799 |
2.728 |
2.733 |
-0.038 |
116,827 |
272,008 |
-4,867 |
Oct16 |
160802 |
2.819 |
2.843 |
2.778 |
2.783 |
-0.035 |
49,159 |
120,632 |
-17 |
Nov16 |
160802 |
2.978 |
3.001 |
2.938 |
2.943 |
-0.037 |
37,251 |
99,013 |
+7,548 |
Dec16 |
160802 |
3.236 |
3.261 |
3.192 |
3.199 |
-0.040 |
14,634 |
55,950 |
+915 |
Jan17 |
160802 |
3.353 |
3.377 |
3.308 |
3.315 |
-0.042 |
25,338 |
119,519 |
+3,202 |
Feb17 |
160802 |
3.347 |
3.360 |
3.297 |
3.304 |
-0.040 |
6,138 |
32,127 |
+382 |
Mar17 |
160802 |
3.297 |
3.311 |
3.253 |
3.259 |
-0.036 |
12,103 |
65,157 |
+647 |
Apr17 |
160802 |
3.031 |
3.045 |
2.996 |
3.020 |
-0.010 |
13,510 |
55,849 |
+1,451 |
May17 |
160802 |
3.017 |
3.018 |
2.973 |
2.998 |
-0.004 |
3,500 |
21,445 |
+139 |
Jun17 |
160802 |
3.023 |
3.039 |
3.005 |
3.033 |
-0.001 |
1,672 |
20,644 |
-199 |
Jul17 |
160802 |
3.077 |
3.077 |
3.034 |
3.064 |
+0.001 |
748 |
13,481 |
+4 |
Aug17 |
160802 |
3.063 |
3.082 |
3.043 |
3.074 |
+0.001 |
809 |
14,590 |
-36 |
Sep17 |
160802 |
3.045 |
3.057 |
3.026 |
3.055 |
+0.001 |
1,608 |
9,642 |
+531 |
Oct17 |
160802 |
3.070 |
3.083 |
3.049 |
3.075 |
-0.003 |
3,394 |
23,823 |
+877 |
Nov17 |
160802 |
3.113 |
3.137 |
3.103 |
3.130 |
-0.003 |
1,311 |
10,541 |
+323 |
Dec17 |
160802 |
3.244 |
3.268 |
3.234 |
3.262 |
-0.003 |
953 |
14,659 |
+57 |
Total Volume and Open Interest |
290,438 |
996,024 |
+11,337 |
Brent Crude Oil(ICE) |
Oct16 |
160802 |
42.23 |
43.18 |
41.51 |
41.80 |
-0.34 |
286,584 |
407,830 |
+600 |
Nov16 |
160802 |
42.66 |
43.60 |
41.93 |
42.23 |
-0.37 |
92,953 |
292,919 |
+6,935 |
Dec16 |
160802 |
43.24 |
44.15 |
42.50 |
42.81 |
-0.38 |
113,679 |
384,804 |
+8,402 |
Jan17 |
160802 |
43.76 |
44.63 |
43.00 |
43.32 |
-0.40 |
22,987 |
95,144 |
-2,930 |
Feb17 |
160802 |
44.29 |
45.10 |
43.50 |
43.81 |
-0.41 |
14,305 |
79,758 |
+1,812 |
Mar17 |
160802 |
44.78 |
45.52 |
43.96 |
44.29 |
-0.41 |
17,318 |
84,727 |
+1,458 |
Apr17 |
160802 |
45.23 |
45.90 |
44.40 |
44.74 |
-0.40 |
3,274 |
30,412 |
+121 |
May17 |
160802 |
45.66 |
46.39 |
44.89 |
45.15 |
-0.40 |
2,712 |
41,372 |
+47 |
Jun17 |
160802 |
46.05 |
46.76 |
45.21 |
45.52 |
-0.40 |
21,440 |
112,918 |
-1,411 |
Jul17 |
160802 |
45.90 |
45.90 |
45.90 |
45.90 |
-0.40 |
1,127 |
19,856 |
-136 |
Aug17 |
160802 |
46.26 |
46.26 |
46.26 |
46.26 |
-0.39 |
918 |
18,301 |
+382 |
Sep17 |
160802 |
46.59 |
46.59 |
46.59 |
46.59 |
-0.39 |
1,820 |
42,793 |
+207 |
Oct17 |
160802 |
46.90 |
46.90 |
46.90 |
46.90 |
-0.39 |
397 |
15,712 |
+126 |
Nov17 |
160802 |
47.19 |
47.19 |
47.19 |
47.19 |
-0.39 |
650 |
14,855 |
+271 |
Total Volume and Open Interest |
636,656 |
2,128,364 |
-28,052 |
Gas Oil(ICE) |
Aug16 |
160802 |
357.75 |
368.50 |
353.50 |
357.25 |
unch |
32,260 |
81,106 |
-1,685 |
Sep16 |
160802 |
364.50 |
375.00 |
360.25 |
364.00 |
unch |
61,506 |
131,667 |
+2,357 |
Oct16 |
160802 |
373.00 |
383.00 |
368.25 |
372.00 |
-0.25 |
32,069 |
87,215 |
+2,929 |
Nov16 |
160802 |
378.00 |
387.25 |
373.00 |
376.75 |
-1.00 |
13,942 |
55,808 |
+2,422 |
Dec16 |
160802 |
383.25 |
391.75 |
377.50 |
381.00 |
-1.75 |
24,841 |
114,069 |
-1,218 |
Jan17 |
160802 |
388.00 |
396.50 |
382.50 |
386.00 |
-2.25 |
5,834 |
38,887 |
+1,024 |
Feb17 |
160802 |
393.00 |
401.00 |
387.25 |
391.00 |
-2.25 |
2,146 |
20,893 |
+409 |
Mar17 |
160802 |
397.25 |
405.00 |
391.50 |
395.00 |
-2.50 |
1,750 |
24,053 |
+31 |
Apr17 |
160802 |
401.00 |
408.25 |
395.00 |
398.50 |
-2.50 |
518 |
13,286 |
-86 |
May17 |
160802 |
404.75 |
411.75 |
398.75 |
402.00 |
-2.25 |
1,111 |
13,491 |
+6 |
Total Volume and Open Interest |
190,547 |
773,694 |
+9,352 |
Ethanol(CBOT) |
Aug16 |
160802 |
1.375 |
1.375 |
1.370 |
1.375 |
-0.025 |
15 |
26 |
-15 |
Sep16 |
160802 |
1.384 |
1.396 |
1.363 |
1.366 |
-0.029 |
199 |
1,736 |
-16 |
Oct16 |
160802 |
1.380 |
1.380 |
1.355 |
1.358 |
-0.024 |
120 |
621 |
-9 |
Nov16 |
160802 |
1.343 |
1.346 |
1.336 |
1.336 |
-0.024 |
1 |
464 |
+0 |
Dec16 |
160802 |
1.326 |
1.326 |
1.316 |
1.316 |
-0.022 |
36 |
1,100 |
-2 |
Jan17 |
160802 |
1.305 |
1.305 |
1.305 |
1.305 |
-0.021 |
0 |
153 |
+0 |
Feb17 |
160802 |
1.309 |
1.309 |
1.309 |
1.309 |
-0.021 |
0 |
158 |
+0 |
Mar17 |
160802 |
1.316 |
1.316 |
1.316 |
1.316 |
-0.021 |
|
|
|
Total Volume and Open Interest |
371 |
4,260 |
-42 |
WTI Crude Oil(ICE) |
Sep16 |
160802 |
40.11 |
40.91 |
39.26 |
39.51 |
-0.55 |
29,073 |
60,261 |
-3,304 |
Oct16 |
160802 |
40.92 |
41.69 |
40.06 |
40.30 |
-0.54 |
34,033 |
79,820 |
-157 |
Nov16 |
160802 |
41.74 |
42.48 |
40.88 |
41.12 |
-0.50 |
13,679 |
31,497 |
+519 |
Dec16 |
160802 |
42.54 |
43.25 |
41.67 |
41.92 |
-0.47 |
16,691 |
106,797 |
+1,852 |
Jan17 |
160802 |
43.18 |
43.84 |
42.39 |
42.62 |
-0.46 |
3,346 |
19,479 |
+269 |
Feb17 |
160802 |
44.03 |
44.40 |
43.08 |
43.21 |
-0.45 |
1,384 |
20,404 |
+69 |
Mar17 |
160802 |
44.84 |
44.87 |
43.47 |
43.72 |
-0.44 |
1,268 |
22,528 |
+172 |
Apr17 |
160802 |
45.24 |
45.25 |
43.95 |
44.15 |
-0.43 |
722 |
3,829 |
+98 |
May17 |
160802 |
45.63 |
45.63 |
44.52 |
44.52 |
-0.41 |
164 |
2,859 |
+0 |
Jun17 |
160802 |
45.91 |
45.94 |
44.69 |
44.84 |
-0.40 |
2,447 |
31,131 |
-781 |
Jul17 |
160802 |
45.13 |
45.13 |
45.13 |
45.13 |
-0.39 |
74 |
3,242 |
+0 |
Aug17 |
160802 |
45.40 |
45.40 |
45.40 |
45.40 |
-0.38 |
93 |
740 |
-79 |
Sep17 |
160802 |
45.67 |
45.67 |
45.67 |
45.67 |
-0.38 |
85 |
10,131 |
+6 |
Oct17 |
160802 |
46.55 |
46.55 |
45.94 |
45.94 |
-0.38 |
34 |
1,081 |
+0 |
Nov17 |
160802 |
46.22 |
46.22 |
46.22 |
46.22 |
-0.38 |
1 |
1,054 |
+0 |
Dec17 |
160802 |
47.06 |
47.54 |
46.29 |
46.50 |
-0.39 |
3,497 |
63,283 |
+653 |
Total Volume and Open Interest |
109,409 |
501,399 |
+276 |
US Dollar Index(ICE) |
Sep16 |
160802 |
95.700 |
95.810 |
94.940 |
94.988 |
-0.690 |
35,780 |
51,984 |
-3,453 |
Dec16 |
160802 |
95.630 |
95.785 |
94.925 |
94.957 |
-0.690 |
1,326 |
4,759 |
+478 |
Mar17 |
160802 |
95.710 |
95.710 |
94.950 |
94.967 |
-0.680 |
16 |
1,709 |
+11 |
Total Volume and Open Interest |
37,134 |
58,498 |
-2,955 |
Australian Dollar(CME) |
Sep16 |
160802 |
75.26 |
76.27 |
74.66 |
75.96 |
+0.43 |
107,881 |
99,398 |
+5,876 |
Dec16 |
160802 |
74.95 |
76.06 |
74.70 |
75.77 |
+0.45 |
79 |
1,462 |
+23 |
Mar17 |
160802 |
75.62 |
75.71 |
74.67 |
75.62 |
+0.46 |
1 |
13 |
+0 |
Total Volume and Open Interest |
107,962 |
100,874 |
+5,899 |
British Pound(CME) |
Sep16 |
160802 |
131.87 |
133.76 |
131.81 |
133.57 |
+1.57 |
111,035 |
229,770 |
-2,953 |
Dec16 |
160802 |
132.34 |
133.97 |
132.06 |
133.80 |
+1.57 |
164 |
1,932 |
-23 |
Mar17 |
160802 |
133.00 |
134.10 |
132.43 |
134.03 |
+1.57 |
115 |
518 |
+42 |
Total Volume and Open Interest |
111,644 |
232,766 |
-3,165 |
Canadian Dollar(CME) |
Sep16 |
160802 |
76.20 |
76.91 |
76.11 |
76.42 |
+0.06 |
80,760 |
110,828 |
-2,580 |
Dec16 |
160802 |
76.25 |
76.92 |
76.15 |
76.45 |
+0.06 |
384 |
3,835 |
-44 |
Mar17 |
160802 |
76.74 |
76.90 |
76.23 |
76.47 |
+0.06 |
47 |
390 |
+9 |
Jun17 |
160802 |
76.50 |
76.92 |
76.35 |
76.50 |
+0.07 |
0 |
147 |
+0 |
Total Volume and Open Interest |
81,191 |
115,270 |
-2,615 |
Japanese Yen(CME) |
Sep16 |
160802 |
97.87 |
99.49 |
97.40 |
99.27 |
+1.41 |
283,426 |
157,999 |
+1,303 |
Dec16 |
160802 |
98.18 |
99.85 |
97.78 |
99.65 |
+1.43 |
1,334 |
1,727 |
+40 |
Mar17 |
160802 |
98.70 |
100.14 |
98.24 |
100.05 |
+1.44 |
1 |
243 |
+0 |
Total Volume and Open Interest |
284,774 |
160,085 |
+1,350 |
Swiss Franc(CME) |
Sep16 |
160802 |
103.57 |
104.07 |
103.50 |
103.99 |
+0.37 |
34,660 |
46,907 |
-2,161 |
Dec16 |
160802 |
104.08 |
104.58 |
104.08 |
104.54 |
+0.37 |
34 |
98 |
+6 |
Mar17 |
160802 |
105.07 |
105.07 |
105.07 |
105.07 |
+0.37 |
|
|
|
Total Volume and Open Interest |
34,694 |
47,025 |
-2,155 |
EuroFX(CME) |
Sep16 |
160802 |
111.85 |
112.56 |
111.84 |
112.48 |
+0.57 |
192,318 |
379,203 |
-2,308 |
Dec16 |
160802 |
112.39 |
113.00 |
112.29 |
112.93 |
+0.57 |
894 |
5,851 |
+130 |
Mar17 |
160802 |
113.11 |
113.41 |
112.79 |
113.38 |
+0.58 |
11 |
1,291 |
+3 |
Total Volume and Open Interest |
193,224 |
387,038 |
-2,174 |
Mexican Peso(CME) |
Aug16 |
160802 |
527.25 |
527.25 |
527.25 |
527.25 |
-2.75 |
|
|
|
Sep16 |
160802 |
527.00 |
529.38 |
524.25 |
525.25 |
-2.88 |
52,308 |
89,434 |
-2,306 |
Total Volume and Open Interest |
52,363 |
121,224 |
-2,306 |
Brazilian Real(CME) |
Sep16 |
160802 |
302.55 |
305.70 |
302.50 |
303.65 |
+0.75 |
1,036 |
22,245 |
+276 |
Oct16 |
160802 |
301.05 |
302.55 |
300.25 |
301.05 |
+0.75 |
0 |
2 |
+0 |
Nov16 |
160802 |
298.35 |
299.45 |
298.35 |
298.35 |
+0.70 |
|
|
|
Dec16 |
160802 |
295.70 |
297.25 |
295.70 |
295.70 |
+0.70 |
0 |
30 |
+0 |
Total Volume and Open Interest |
1,036 |
22,277 |
-13,929 |
30-Year T-Bonds(CBOT) |
Sep16 |
160802 |
172~220 |
173~020 |
171~040 |
172~110 |
-1~080 |
316,084 |
566,998 |
-5,459 |
Dec16 |
160802 |
171~130 |
171~190 |
169~240 |
170~290 |
-1~080 |
584 |
641 |
+435 |
Mar17 |
160802 |
169~250 |
169~250 |
169~250 |
169~250 |
-1~080 |
|
|
|
Total Volume and Open Interest |
316,668 |
567,639 |
-5,024 |
10-Year T-Notes(CBOT) |
Sep16 |
160802 |
132~190 |
132~230 |
132~065 |
132~175 |
-0~080 |
1,584,235 |
2,776,283 |
-891 |
Dec16 |
160802 |
131~245 |
131~245 |
131~085 |
131~195 |
-0~080 |
2,321 |
11,313 |
+1,184 |
Mar17 |
160802 |
130~255 |
130~255 |
130~255 |
130~255 |
-0~080 |
|
|
|
Total Volume and Open Interest |
1,586,556 |
2,787,596 |
+293 |
5-Year T-Notes(CBOT) |
Sep16 |
160802 |
121~260 |
121~294 |
121~202 |
121~270 |
-0~030 |
779,633 |
2,697,696 |
+5,627 |
Dec16 |
160802 |
121~266 |
121~296 |
121~206 |
121~276 |
-0~026 |
1,450 |
12,256 |
+742 |
Mar17 |
160802 |
121~180 |
121~180 |
121~180 |
121~180 |
-0~026 |
|
|
|
Total Volume and Open Interest |
781,083 |
2,709,952 |
+6,369 |
2 Year T-Notes(CBOT) |
Sep16 |
160802 |
109~142 |
109~152 |
109~130 |
109~150 |
+0~002 |
384,482 |
1,057,741 |
-13,893 |
Dec16 |
160802 |
109~124 |
109~136 |
109~112 |
109~132 |
+0~002 |
145 |
4,203 |
+141 |
Mar17 |
160802 |
109~126 |
109~126 |
109~126 |
109~126 |
+0~002 |
|
|
|
Total Volume and Open Interest |
384,627 |
1,061,944 |
-13,752 |
Eurodollars(CME) |
Sep16 |
160802 |
99.210 |
99.210 |
99.175 |
99.180 |
-0.025 |
419,610 |
1,148,399 |
+12,483 |
Dec16 |
160802 |
99.155 |
99.160 |
99.125 |
99.135 |
-0.020 |
380,021 |
1,376,999 |
+4,420 |
Mar17 |
160802 |
99.120 |
99.130 |
99.100 |
99.110 |
-0.020 |
307,128 |
1,021,201 |
-9,742 |
Jun17 |
160802 |
99.090 |
99.100 |
99.065 |
99.080 |
-0.020 |
265,383 |
890,700 |
-13,537 |
Sep17 |
160802 |
99.065 |
99.070 |
99.030 |
99.055 |
-0.015 |
264,422 |
807,616 |
-9,676 |
Dec17 |
160802 |
99.020 |
99.030 |
98.985 |
99.015 |
-0.015 |
326,958 |
1,218,711 |
-9,277 |
Mar18 |
160802 |
99.000 |
99.005 |
98.960 |
98.990 |
-0.020 |
161,458 |
611,605 |
+12,171 |
Jun18 |
160802 |
98.965 |
98.970 |
98.925 |
98.955 |
-0.025 |
149,234 |
459,626 |
+7,791 |
Sep18 |
160802 |
98.925 |
98.935 |
98.890 |
98.920 |
-0.025 |
145,789 |
439,219 |
+9,550 |
Dec18 |
160802 |
98.880 |
98.890 |
98.840 |
98.870 |
-0.030 |
136,995 |
529,629 |
+5,621 |
Mar19 |
160802 |
98.850 |
98.855 |
98.805 |
98.835 |
-0.035 |
95,708 |
376,561 |
+3,632 |
Jun19 |
160802 |
98.805 |
98.815 |
98.765 |
98.795 |
-0.035 |
90,429 |
282,396 |
-3,213 |
Sep19 |
160802 |
98.760 |
98.775 |
98.720 |
98.750 |
-0.040 |
48,034 |
228,358 |
+5,755 |
Dec19 |
160802 |
98.710 |
98.725 |
98.670 |
98.700 |
-0.040 |
51,946 |
218,567 |
+387 |
Mar20 |
160802 |
98.670 |
98.685 |
98.625 |
98.660 |
-0.040 |
42,529 |
144,012 |
+1,367 |
Jun20 |
160802 |
98.620 |
98.635 |
98.575 |
98.610 |
-0.040 |
39,732 |
90,794 |
+3,494 |
Sep20 |
160802 |
98.575 |
98.590 |
98.525 |
98.560 |
-0.045 |
26,458 |
86,480 |
-905 |
Dec20 |
160802 |
98.525 |
98.535 |
98.470 |
98.505 |
-0.050 |
22,680 |
91,024 |
-306 |
Total Volume and Open Interest |
3,068,914 |
10,400,697 |
+41,800 |
Ultra T-Bond(CBOT) |
Sep16 |
160802 |
187~21 |
188~04 |
185~13 |
187~03 |
-1~28 |
122,391 |
599,756 |
-5,309 |
Dec16 |
160802 |
186~09 |
186~09 |
184~24 |
186~09 |
-1~29 |
1 |
6 |
+1 |
Mar17 |
160802 |
185~09 |
185~09 |
185~09 |
185~09 |
-1~29 |
|
|
|
Total Volume and Open Interest |
122,392 |
599,762 |
-5,308 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160802 |
145~130 |
145~175 |
144~245 |
145~070 |
-0~165 |
90,578 |
172,099 |
-3,389 |
Dec16 |
160802 |
144~265 |
144~265 |
144~150 |
144~265 |
-0~165 |
|
|
|
Mar17 |
160802 |
144~265 |
144~265 |
144~265 |
144~265 |
-0~165 |
|
|
|
Total Volume and Open Interest |
90,578 |
172,099 |
-3,389 |
30 Day Federal Funds(CBOT) |
Aug16 |
160802 |
99.607 |
99.607 |
99.600 |
99.600 |
-0.007 |
17,624 |
148,659 |
+3,093 |
Sep16 |
160802 |
99.595 |
99.595 |
99.585 |
99.590 |
-0.005 |
13,252 |
57,637 |
-1,194 |
Oct16 |
160802 |
99.580 |
99.580 |
99.570 |
99.575 |
-0.005 |
61,307 |
164,827 |
-1,038 |
Nov16 |
160802 |
99.575 |
99.580 |
99.565 |
99.570 |
-0.005 |
32,487 |
81,179 |
+7,833 |
Dec16 |
160802 |
99.550 |
99.555 |
99.545 |
99.550 |
-0.005 |
16,970 |
49,995 |
+89 |
Jan17 |
160802 |
99.525 |
99.530 |
99.515 |
99.520 |
-0.005 |
37,583 |
94,046 |
+7,019 |
Total Volume and Open Interest |
237,744 |
752,886 |
-136,155 |
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 |
160802 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160802 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar17 |
160802 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160802 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160802 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160802 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160802 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160802 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160802 |
152.27 |
152.27 |
150.63 |
151.65 |
-0.65 |
3,437 |
0 |
-18,449 |
Dec16 |
160802 |
151.80 |
151.80 |
151.79 |
151.79 |
-0.65 |
|
|
|
Mar17 |
160802 |
151.71 |
151.71 |
151.71 |
151.71 |
-0.65 |
|
|
|
Total Volume and Open Interest |
3,437 |
19,373 |
+860 |
Euro-Buxl(EUREX) |
Sep16 |
160802 |
195.88 |
196.00 |
192.42 |
193.12 |
-3.00 |
33,403 |
137,387 |
+5,991 |
Dec16 |
160802 |
191.48 |
191.48 |
191.48 |
191.48 |
-3.00 |
2 |
30 |
+2 |
Mar17 |
160802 |
191.48 |
191.48 |
191.48 |
191.48 |
-3.00 |
|
|
|
Total Volume and Open Interest |
33,405 |
137,417 |
+5,993 |
Euro-Bund(EUREX) |
Sep16 |
160802 |
167.35 |
167.40 |
166.38 |
166.59 |
-0.86 |
603,893 |
1,669,817 |
+74,708 |
Dec16 |
160802 |
164.55 |
164.60 |
163.68 |
163.88 |
-0.87 |
3,676 |
29,307 |
+2,579 |
Mar17 |
160802 |
167.00 |
167.00 |
166.27 |
166.34 |
-0.63 |
4 |
33 |
+2 |
Total Volume and Open Interest |
607,573 |
1,699,157 |
+77,289 |
Euro-Bobl(EUREX) |
Sep16 |
160802 |
133.57 |
133.57 |
133.29 |
133.35 |
-0.22 |
443,972 |
1,347,145 |
+59,057 |
Dec16 |
160802 |
131.46 |
131.52 |
131.32 |
131.37 |
-0.22 |
216 |
6,816 |
+209 |
Mar17 |
160802 |
133.30 |
133.30 |
133.30 |
133.30 |
-0.22 |
|
|
|
Total Volume and Open Interest |
444,188 |
1,353,961 |
+59,266 |
Euro-Schatz(EUREX) |
Sep16 |
160802 |
111.99 |
112.00 |
111.94 |
111.96 |
-0.03 |
270,953 |
1,156,727 |
+57,791 |
Dec16 |
160802 |
111.96 |
111.96 |
111.96 |
111.96 |
-0.03 |
0 |
185 |
+0 |
Mar17 |
160802 |
111.96 |
111.96 |
111.96 |
111.96 |
-0.03 |
|
|
|
Total Volume and Open Interest |
270,953 |
1,156,912 |
+57,791 |
3-Mth Euribor(EUREX) |
Sep16 |
160802 |
100.310 |
100.315 |
100.310 |
100.315 |
unch |
0 |
4,623 |
+0 |
Dec16 |
160802 |
100.325 |
100.325 |
100.325 |
100.325 |
-0.005 |
0 |
2,392 |
-400 |
Mar17 |
160802 |
100.330 |
100.330 |
100.325 |
100.325 |
-0.015 |
0 |
3,729 |
-100 |
Total Volume and Open Interest |
0 |
77,150 |
-517 |
Long Gilt(LIFFE) |
Sep16 |
160802 |
130~00 |
130~05 |
129~09 |
129~20 |
-0~26 |
216,179 |
556,268 |
-18,521 |
Dec16 |
160802 |
128~19 |
128~19 |
128~19 |
128~19 |
-0~26 |
|
|
|
Total Volume and Open Interest |
216,179 |
556,268 |
-18,521 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160802 |
99.66 |
99.67 |
99.65 |
99.65 |
-0.01 |
19,169 |
501,989 |
+876 |
Dec16 |
160802 |
99.70 |
99.71 |
99.68 |
99.69 |
-0.01 |
28,543 |
651,565 |
+1,557 |
Mar17 |
160802 |
99.70 |
99.71 |
99.68 |
99.69 |
-0.02 |
31,412 |
365,596 |
+607 |
Jun17 |
160802 |
99.71 |
99.71 |
99.68 |
99.69 |
-0.02 |
35,866 |
366,651 |
+5,051 |
Sep17 |
160802 |
99.70 |
99.70 |
99.67 |
99.68 |
-0.02 |
22,710 |
285,872 |
+1,224 |
Dec17 |
160802 |
99.69 |
99.69 |
99.65 |
99.67 |
-0.02 |
43,224 |
312,017 |
+10,544 |
Total Volume and Open Interest |
366,517 |
3,361,223 |
+26,075 |
3-Mth Euribor(LIFFE) |
Sep16 |
160802 |
100.310 |
100.315 |
100.310 |
100.315 |
unch |
20,151 |
344,249 |
-705 |
Dec16 |
160802 |
100.325 |
100.330 |
100.315 |
100.325 |
-0.005 |
29,997 |
454,484 |
-3,640 |
Mar17 |
160802 |
100.335 |
100.340 |
100.320 |
100.330 |
-0.010 |
32,874 |
395,327 |
+381 |
Total Volume and Open Interest |
308,307 |
3,089,840 |
-1,007 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160802 |
98.17 |
98.25 |
98.17 |
98.24 |
+0.06 |
27,164 |
184,416 |
-2,019 |
Dec16 |
160802 |
98.27 |
98.36 |
98.25 |
98.33 |
+0.06 |
21,750 |
177,054 |
-6,318 |
Mar17 |
160802 |
98.31 |
98.41 |
98.31 |
98.38 |
+0.06 |
19,709 |
146,853 |
-3,113 |
Jun17 |
160802 |
98.34 |
98.42 |
98.34 |
98.40 |
+0.05 |
14,151 |
127,229 |
+319 |
Sep17 |
160802 |
98.35 |
98.43 |
98.34 |
98.40 |
+0.05 |
8,784 |
89,002 |
+1,844 |
Dec17 |
160802 |
98.35 |
98.43 |
98.34 |
98.40 |
+0.04 |
9,577 |
74,021 |
-3,892 |
Mar18 |
160802 |
98.34 |
98.42 |
98.34 |
98.40 |
+0.05 |
5,639 |
54,551 |
+1,441 |
Jun18 |
160802 |
98.33 |
98.41 |
98.32 |
98.39 |
+0.05 |
1,826 |
43,059 |
+904 |
Sep18 |
160802 |
98.33 |
98.38 |
98.32 |
98.37 |
+0.05 |
177 |
6,987 |
+28 |
Dec18 |
160802 |
98.31 |
98.36 |
98.31 |
98.34 |
+0.05 |
10 |
3,951 |
+0 |
Total Volume and Open Interest |
108,797 |
909,778 |
-10,796 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160802 |
98.14 |
98.20 |
98.12 |
98.17 |
+0.02 |
141,663 |
832,827 |
+5,295 |
Dec16 |
160802 |
98.17 |
98.17 |
98.17 |
98.17 |
+0.02 |
|
|
|
Total Volume and Open Interest |
141,663 |
832,827 |
+5,295 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160802 |
98.62 |
98.70 |
98.60 |
98.67 |
+0.04 |
230,590 |
799,846 |
+27,241 |
Dec16 |
160802 |
98.67 |
98.67 |
98.67 |
98.67 |
+0.04 |
|
|
|
Total Volume and Open Interest |
230,590 |
799,846 |
+27,241 |
Gold(CMX) |
Aug16 |
160802 |
1352.1 |
1366.1 |
1346.6 |
1364.4 |
+13.0 |
6,076 |
8,519 |
-5,883 |
Oct16 |
160802 |
1355.2 |
1369.7 |
1349.5 |
1368.2 |
+13.0 |
10,529 |
45,895 |
-564 |
Dec16 |
160802 |
1360.6 |
1374.2 |
1353.7 |
1372.6 |
+13.0 |
229,248 |
437,888 |
+10,407 |
Feb17 |
160802 |
1364.2 |
1378.1 |
1357.8 |
1376.6 |
+13.1 |
2,816 |
21,767 |
+732 |
Apr17 |
160802 |
1369.9 |
1380.5 |
1369.9 |
1379.9 |
+13.1 |
346 |
7,953 |
+129 |
Jun17 |
160802 |
1364.7 |
1383.1 |
1364.7 |
1382.9 |
+13.2 |
571 |
14,344 |
-12 |
Aug17 |
160802 |
1386.1 |
1386.4 |
1383.8 |
1385.9 |
+13.3 |
318 |
2,561 |
+26 |
Oct17 |
160802 |
1382.0 |
1388.7 |
1382.0 |
1388.7 |
+13.4 |
17 |
739 |
+3 |
Dec17 |
160802 |
1384.9 |
1392.6 |
1382.3 |
1391.4 |
+13.4 |
737 |
9,915 |
+213 |
Feb18 |
160802 |
1393.8 |
1393.8 |
1393.8 |
1393.8 |
+13.5 |
0 |
45 |
+0 |
Apr18 |
160802 |
1396.2 |
1396.2 |
1396.2 |
1396.2 |
+13.6 |
0 |
3 |
+0 |
Jun18 |
160802 |
1398.5 |
1398.5 |
1398.5 |
1398.5 |
+13.6 |
45 |
3,791 |
+0 |
Total Volume and Open Interest |
253,414 |
568,798 |
+5,186 |
Silver(CMX) |
Sep16 |
160802 |
2053.0 |
2083.5 |
2038.5 |
2070.1 |
+20.1 |
65,046 |
154,025 |
-2,287 |
Dec16 |
160802 |
2063.0 |
2092.5 |
2049.0 |
2081.0 |
+20.6 |
6,903 |
51,586 |
+2,573 |
Mar17 |
160802 |
2097.0 |
2097.0 |
2089.0 |
2091.5 |
+21.1 |
617 |
9,082 |
+144 |
May17 |
160802 |
2097.3 |
2098.0 |
2097.3 |
2097.3 |
+21.2 |
4 |
471 |
+0 |
Jul17 |
160802 |
2106.5 |
2106.5 |
2101.0 |
2102.9 |
+21.3 |
8 |
2,538 |
+5 |
Sep17 |
160802 |
2105.5 |
2109.4 |
2105.5 |
2109.4 |
+22.3 |
26 |
360 |
+2 |
Dec17 |
160802 |
2090.0 |
2119.0 |
2085.0 |
2118.3 |
+23.8 |
2 |
1,942 |
-5 |
Total Volume and Open Interest |
72,776 |
223,343 |
+434 |
Platinum(NYMEX) |
Oct16 |
160802 |
1161.8 |
1183.3 |
1159.0 |
1172.1 |
+8.8 |
14,382 |
74,607 |
+377 |
Jan17 |
160802 |
1162.1 |
1185.0 |
1162.1 |
1174.3 |
+8.8 |
131 |
4,004 |
+22 |
Apr17 |
160802 |
1181.0 |
1181.6 |
1176.4 |
1176.4 |
+8.9 |
0 |
83 |
+0 |
Jul17 |
160802 |
1178.1 |
1178.1 |
1178.1 |
1178.1 |
+8.9 |
0 |
14 |
+0 |
Total Volume and Open Interest |
14,526 |
78,760 |
+379 |
Palladium(NYMEX) |
Sep16 |
160802 |
717.70 |
724.70 |
713.90 |
717.70 |
+1.45 |
5,895 |
26,361 |
+505 |
Dec16 |
160802 |
719.15 |
724.95 |
716.00 |
719.05 |
+1.60 |
298 |
1,623 |
+108 |
Mar17 |
160802 |
719.95 |
719.95 |
719.95 |
719.95 |
+1.60 |
0 |
40 |
+0 |
Total Volume and Open Interest |
6,209 |
28,025 |
+613 |
Copper(CMX) |
Sep16 |
160802 |
219.25 |
224.55 |
219.20 |
220.90 |
+0.95 |
59,083 |
98,742 |
-731 |
Dec16 |
160802 |
220.60 |
225.55 |
220.50 |
222.10 |
+0.95 |
7,522 |
52,741 |
+1,743 |
Mar17 |
160802 |
221.50 |
226.40 |
221.50 |
223.05 |
+0.95 |
1,741 |
19,575 |
-445 |
May17 |
160802 |
224.10 |
226.75 |
223.65 |
223.65 |
+0.90 |
304 |
4,300 |
+18 |
Jul17 |
160802 |
224.70 |
227.35 |
224.00 |
224.25 |
+0.90 |
4 |
733 |
+2 |
Total Volume and Open Interest |
68,943 |
184,096 |
+554 |
E-mini DJIA Index(CBOT) |
Sep16 |
160802 |
18343 |
18375 |
18170 |
18248 |
-78 |
138,941 |
139,349 |
+2,944 |
Dec16 |
160802 |
18251 |
18271 |
18085 |
18153 |
-74 |
62 |
481 |
+9 |
Mar17 |
160802 |
18075 |
18075 |
18042 |
18075 |
-74 |
14 |
90 |
+11 |
Jun17 |
160802 |
18034 |
18034 |
18034 |
18034 |
-74 |
|
|
|
Total Volume and Open Interest |
139,017 |
139,920 |
+2,964 |
S & P 500(CME) |
Sep16 |
160802 |
2166.10 |
2170.20 |
2142.00 |
2152.70 |
-11.70 |
8,111 |
91,190 |
-4,324 |
Dec16 |
160802 |
2145.00 |
2145.00 |
2133.70 |
2145.00 |
-11.70 |
0 |
1,289 |
+0 |
Mar17 |
160802 |
2138.20 |
2138.20 |
2126.90 |
2138.20 |
-11.70 |
0 |
60 |
+0 |
Jun17 |
160802 |
2131.80 |
2131.80 |
2120.50 |
2131.80 |
-11.70 |
0 |
60 |
+0 |
Total Volume and Open Interest |
8,111 |
92,599 |
-4,324 |
S & P 500 E-Mini(Globex) |
Sep16 |
160802 |
2166.00 |
2171.00 |
2141.50 |
2152.75 |
-11.75 |
1,718,155 |
2,881,534 |
-43,691 |
Dec16 |
160802 |
2158.25 |
2163.00 |
2134.00 |
2145.00 |
-11.75 |
3,283 |
35,106 |
+1,366 |
Mar17 |
160802 |
2156.00 |
2156.00 |
2127.75 |
2138.25 |
-11.75 |
194 |
851 |
+6 |
Jun17 |
160802 |
2122.00 |
2131.75 |
2122.00 |
2131.75 |
-11.75 |
0 |
319 |
+0 |
Total Volume and Open Interest |
1,721,632 |
2,917,810 |
-42,319 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160802 |
4749.30 |
4759.50 |
4681.80 |
4714.30 |
-30.20 |
207,360 |
276,262 |
+223 |
Dec16 |
160802 |
4743.30 |
4749.50 |
4674.50 |
4706.30 |
-30.20 |
132 |
430 |
-37 |
Mar17 |
160802 |
4700.30 |
4734.00 |
4683.50 |
4700.30 |
-30.20 |
0 |
49 |
+0 |
Total Volume and Open Interest |
207,495 |
276,748 |
+189 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160802 |
1554.00 |
1557.90 |
1530.20 |
1534.20 |
-18.40 |
16,611 |
82,307 |
+12 |
Dec16 |
160802 |
1528.80 |
1550.30 |
1528.60 |
1528.80 |
-18.40 |
0 |
10 |
+0 |
Mar17 |
160802 |
1529.30 |
1529.30 |
1529.30 |
1529.30 |
-18.40 |
|
|
|
Total Volume and Open Interest |
16,611 |
82,317 |
+12 |
Volatility Index(CBOE) |
Aug16 |
160802 |
13.70 |
14.86 |
13.50 |
14.23 |
+0.60 |
79,284 |
249,458 |
-5,601 |
Sep16 |
160802 |
16.20 |
17.10 |
16.05 |
16.63 |
+0.40 |
62,332 |
119,688 |
+5,765 |
Oct16 |
160802 |
17.85 |
18.67 |
17.75 |
18.28 |
+0.40 |
18,460 |
48,416 |
+2,792 |
Nov16 |
160802 |
18.15 |
18.93 |
18.05 |
18.58 |
+0.45 |
9,718 |
31,178 |
+1,625 |
Total Volume and Open Interest |
182,754 |
501,600 |
+5,919 |
Russell 2000(ICE) |
Sep16 |
160802 |
1218.20 |
1221.80 |
1196.40 |
1199.90 |
-17.50 |
85,686 |
326,600 |
+498 |
Dec16 |
160802 |
1209.80 |
1209.80 |
1192.20 |
1195.40 |
-17.50 |
6 |
1,012 |
-2 |
Mar17 |
160802 |
1191.40 |
1191.40 |
1191.40 |
1191.40 |
-17.50 |
0 |
250 |
+0 |
Total Volume and Open Interest |
85,692 |
328,027 |
+496 |
Nikkei 225(CME) |
Sep16 |
160802 |
16465 |
16560 |
16020 |
16125 |
-355 |
28,578 |
35,563 |
-435 |
Dec16 |
160802 |
16250 |
16490 |
15990 |
16080 |
-355 |
59 |
142 |
-27 |
Total Volume and Open Interest |
28,637 |
35,705 |
-462 |
Nikkei 225(SGX) |
Sep16 |
160802 |
16585 |
16600 |
16310 |
16340 |
-235 |
164,665 |
0 |
-203,710 |
Dec16 |
160802 |
16245 |
16350 |
16230 |
16230 |
-230 |
282 |
0 |
-6,072 |
Mar17 |
160802 |
16195 |
16195 |
16195 |
16195 |
-235 |
|
|
|
Total Volume and Open Interest |
164,967 |
218,435 |
-3,061 |
Nikkei 225(CME) Yen |
Sep16 |
160802 |
16465 |
16525 |
15985 |
16095 |
-355 |
86,026 |
74,630 |
-2,258 |
Dec16 |
160802 |
15965 |
16365 |
15870 |
15965 |
-355 |
34 |
65 |
+24 |
Mar17 |
160802 |
15915 |
15915 |
15915 |
15915 |
-355 |
|
|
|
Total Volume and Open Interest |
86,060 |
74,695 |
-2,234 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160802 |
16100 |
16500 |
16000 |
16100 |
-350 |
0 |
11 |
+0 |
Dec16 |
160802 |
15970 |
15970 |
15970 |
15970 |
-350 |
|
|
|
Mar17 |
160802 |
15920 |
15920 |
15920 |
15920 |
-350 |
|
|
|
Total Volume and Open Interest |
0 |
11 |
+0 |
CAC 40(EURONEXT) |
Aug16 |
160802 |
4394.0 |
4400.0 |
4314.0 |
4327.5 |
-81.0 |
66,891 |
260,617 |
-6,336 |
Sep16 |
160802 |
4402.0 |
4402.0 |
4314.5 |
4326.0 |
-81.5 |
1,063 |
9,677 |
+233 |
Oct16 |
160802 |
4315.5 |
4315.5 |
4315.5 |
4315.5 |
-80.5 |
0 |
10 |
+0 |
Total Volume and Open Interest |
67,954 |
270,349 |
-6,103 |
Hang Seng Index(HKFE) |
Aug16 |
160801 |
21785 |
22245 |
21775 |
22120 |
+346 |
97,672 |
113,112 |
+3,731 |
Sep16 |
160801 |
21731 |
22175 |
21717 |
22060 |
+360 |
535 |
6,152 |
+282 |
Total Volume and Open Interest |
117,346 |
141,768 |
-14,993 |
DAX(EUREX) |
Sep16 |
160802 |
10300.0 |
10336.0 |
10111.0 |
10146.0 |
-190.5 |
72,925 |
145,964 |
-8,143 |
Dec16 |
160802 |
10294.5 |
10294.5 |
10100.0 |
10132.5 |
-191.0 |
49 |
5,793 |
-50 |
Mar17 |
160802 |
10280.0 |
10280.0 |
10125.5 |
10125.5 |
-190.5 |
7 |
184 |
+7 |
Total Volume and Open Interest |
72,981 |
151,941 |
-8,186 |
Mini-DAX(EUREX) |
Sep16 |
160802 |
10298.0 |
10335.0 |
10109.0 |
10146.0 |
-190.5 |
18,367 |
9,895 |
-350 |
Dec16 |
160802 |
10315.0 |
10315.0 |
10105.0 |
10132.5 |
-191.0 |
13 |
170 |
+8 |
Mar17 |
160802 |
10166.0 |
10166.0 |
10125.5 |
10125.5 |
-190.5 |
0 |
11 |
+0 |
Total Volume and Open Interest |
18,380 |
10,076 |
-342 |
FT-SE 100(EURONEXT) |
Sep16 |
160802 |
6626.50 |
6642.00 |
6577.50 |
6595.00 |
-53.50 |
110,086 |
655,475 |
-1,186 |
Dec16 |
160802 |
6548.00 |
6565.50 |
6548.00 |
6554.00 |
-53.50 |
11 |
197 |
-7 |
Mar17 |
160802 |
6494.50 |
6494.50 |
6494.50 |
6494.50 |
-53.50 |
|
|
|
Total Volume and Open Interest |
110,097 |
655,672 |
-1,193 |
SPI 200(SFE) |
Sep16 |
160802 |
5546.0 |
5551.0 |
5488.0 |
5500.0 |
-46.0 |
41,536 |
289,467 |
+7,417 |
Dec16 |
160802 |
5490.0 |
5490.0 |
5485.0 |
5485.0 |
-47.0 |
6 |
2,592 |
+0 |
Mar17 |
160802 |
5436.0 |
5436.0 |
5436.0 |
5436.0 |
-47.0 |
0 |
1,436 |
+0 |
Total Volume and Open Interest |
41,573 |
294,439 |
+7,439 |
FTSE MIB(ISE) |
Sep16 |
160802 |
16535.00 |
16550.00 |
16030.00 |
16105.00 |
-472.00 |
31,180 |
41,348 |
+381 |
Dec16 |
160802 |
16330.00 |
16340.00 |
15925.00 |
15978.00 |
-474.00 |
110 |
227 |
+27 |
Mar17 |
160802 |
15985.00 |
15985.00 |
15985.00 |
15985.00 |
-474.00 |
|
|
|
Total Volume and Open Interest |
31,290 |
41,575 |
+408 |
KOSPI 200(KFE) |
Sep16 |
160802 |
254.00 |
254.20 |
252.05 |
252.20 |
-2.10 |
139,482 |
128,412 |
+25 |
Dec16 |
160802 |
255.10 |
255.10 |
252.95 |
253.00 |
-1.95 |
387 |
9,066 |
+84 |
Mar17 |
160802 |
250.95 |
250.95 |
250.40 |
250.55 |
-1.75 |
30 |
847 |
-4 |
Total Volume and Open Interest |
139,927 |
141,276 |
+105 |
GSCI(CME) |
Aug16 |
160802 |
335.70 |
337.25 |
329.50 |
330.95 |
-1.40 |
221 |
11,784 |
-73 |
Sep16 |
160802 |
334.10 |
338.75 |
334.10 |
334.10 |
-1.30 |
0 |
351 |
+0 |
Oct16 |
160802 |
337.70 |
337.70 |
337.70 |
337.70 |
-1.30 |
|
|
|
Total Volume and Open Interest |
221 |
12,135 |
-73 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|