|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon August 08, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug16 |
160808 |
1012.50 |
1018.75 |
1007.25 |
1018.75 |
+15.00 |
1,591 |
3,819 |
-666 |
Sep16 |
160808 |
992.00 |
1002.25 |
987.75 |
1001.25 |
+13.25 |
8,346 |
53,413 |
-881 |
Nov16 |
160808 |
979.50 |
989.00 |
970.50 |
985.00 |
+10.50 |
73,685 |
380,911 |
-2,806 |
Jan17 |
160808 |
979.00 |
988.50 |
970.75 |
984.75 |
+10.25 |
5,835 |
64,835 |
-108 |
Mar17 |
160808 |
971.25 |
978.50 |
964.25 |
976.00 |
+10.25 |
5,527 |
68,737 |
+722 |
May17 |
160808 |
972.75 |
975.75 |
963.50 |
974.75 |
+10.25 |
5,128 |
34,188 |
+148 |
Jul17 |
160808 |
970.50 |
980.00 |
965.75 |
976.75 |
+9.75 |
7,196 |
39,348 |
-510 |
Aug17 |
160808 |
969.25 |
970.25 |
969.25 |
970.25 |
+9.25 |
14 |
434 |
+8 |
Sep17 |
160808 |
949.00 |
949.00 |
949.00 |
949.00 |
+6.50 |
17 |
360 |
+16 |
Nov17 |
160808 |
931.50 |
936.75 |
923.25 |
930.25 |
+4.50 |
2,201 |
32,112 |
+242 |
Jan18 |
160808 |
935.50 |
937.50 |
931.25 |
932.00 |
+4.50 |
21 |
518 |
+19 |
Mar18 |
160808 |
930.25 |
930.25 |
929.75 |
930.25 |
+3.25 |
4 |
71 |
+0 |
May18 |
160808 |
932.50 |
932.50 |
932.50 |
932.50 |
+3.25 |
0 |
50 |
+0 |
Jul18 |
160808 |
936.50 |
936.50 |
936.50 |
936.50 |
+3.25 |
10 |
128 |
+3 |
Total Volume and Open Interest |
109,595 |
679,183 |
-3,806 |
Soybean Meal(CBOT) |
Aug16 |
160808 |
339.80 |
341.90 |
332.50 |
337.90 |
+2.10 |
1,469 |
1,284 |
-863 |
Sep16 |
160808 |
335.70 |
340.20 |
330.60 |
335.90 |
+1.50 |
11,136 |
55,215 |
-760 |
Oct16 |
160808 |
334.90 |
338.50 |
328.50 |
334.10 |
+1.30 |
6,499 |
29,921 |
+147 |
Dec16 |
160808 |
332.80 |
337.00 |
326.50 |
332.40 |
+1.00 |
31,531 |
162,217 |
+462 |
Jan17 |
160808 |
331.50 |
333.20 |
323.70 |
329.60 |
+1.20 |
3,334 |
27,100 |
-159 |
Mar17 |
160808 |
323.40 |
325.60 |
318.70 |
322.80 |
+1.30 |
2,374 |
32,795 |
+134 |
May17 |
160808 |
320.30 |
322.30 |
316.80 |
320.50 |
+2.20 |
1,812 |
19,363 |
+9 |
Jul17 |
160808 |
321.50 |
323.10 |
317.60 |
321.40 |
+2.20 |
1,809 |
17,705 |
+377 |
Aug17 |
160808 |
319.90 |
321.60 |
317.20 |
319.90 |
+1.90 |
418 |
1,936 |
+267 |
Sep17 |
160808 |
318.50 |
320.30 |
315.30 |
317.80 |
+1.60 |
350 |
1,773 |
+175 |
Total Volume and Open Interest |
61,367 |
358,967 |
-108 |
Soybean Oil(CBOT) |
Aug16 |
160808 |
30.93 |
30.95 |
30.93 |
30.93 |
+0.41 |
1,698 |
1,361 |
-420 |
Sep16 |
160808 |
30.68 |
31.08 |
30.60 |
31.01 |
+0.39 |
14,335 |
51,743 |
-250 |
Oct16 |
160808 |
30.80 |
31.20 |
30.77 |
31.14 |
+0.40 |
3,763 |
28,550 |
+243 |
Dec16 |
160808 |
31.05 |
31.48 |
30.98 |
31.42 |
+0.41 |
40,390 |
182,662 |
+98 |
Jan17 |
160808 |
31.46 |
31.70 |
31.22 |
31.66 |
+0.42 |
3,341 |
30,611 |
+574 |
Mar17 |
160808 |
31.50 |
31.88 |
31.44 |
31.84 |
+0.42 |
1,697 |
24,888 |
+41 |
May17 |
160808 |
31.84 |
32.06 |
31.62 |
32.02 |
+0.42 |
1,966 |
17,924 |
+11 |
Jul17 |
160808 |
31.91 |
32.25 |
31.86 |
32.22 |
+0.41 |
1,284 |
10,275 |
+39 |
Aug17 |
160808 |
32.29 |
32.29 |
32.19 |
32.29 |
+0.41 |
193 |
3,418 |
+12 |
Sep17 |
160808 |
32.32 |
32.32 |
32.27 |
32.32 |
+0.40 |
241 |
2,613 |
+108 |
Total Volume and Open Interest |
69,559 |
361,565 |
+490 |
Canola(WCE) |
Nov16 |
160808 |
450.8 |
455.8 |
450.8 |
454.0 |
+4.2 |
9,783 |
119,766 |
+990 |
Jan17 |
160808 |
458.4 |
462.2 |
457.6 |
460.6 |
+4.1 |
1,664 |
24,405 |
+808 |
Mar17 |
160808 |
464.5 |
468.0 |
463.7 |
466.2 |
+3.4 |
365 |
5,485 |
-38 |
May17 |
160808 |
470.9 |
474.5 |
469.7 |
472.2 |
+3.1 |
264 |
4,985 |
-76 |
Jul17 |
160808 |
476.0 |
480.2 |
476.0 |
477.4 |
+3.0 |
178 |
6,119 |
-4 |
Total Volume and Open Interest |
12,292 |
164,786 |
+1,702 |
Corn(CBOT) |
Sep16 |
160808 |
324.25 |
327.50 |
322.50 |
325.25 |
+1.00 |
83,083 |
422,893 |
-8,290 |
Dec16 |
160808 |
334.25 |
336.50 |
331.50 |
334.75 |
+0.50 |
132,544 |
568,149 |
+6,397 |
Mar17 |
160808 |
344.50 |
346.50 |
341.50 |
345.00 |
+0.50 |
32,672 |
154,267 |
+5,369 |
May17 |
160808 |
351.00 |
352.75 |
348.25 |
351.75 |
+0.50 |
6,227 |
38,437 |
+921 |
Jul17 |
160808 |
358.00 |
359.50 |
355.00 |
358.25 |
+0.25 |
14,879 |
74,823 |
+2,223 |
Sep17 |
160808 |
363.50 |
365.75 |
361.50 |
365.25 |
+0.75 |
6,521 |
25,678 |
+2,182 |
Dec17 |
160808 |
372.00 |
373.25 |
369.25 |
373.00 |
+0.75 |
5,882 |
50,030 |
+272 |
Mar18 |
160808 |
382.50 |
382.50 |
379.25 |
382.50 |
+0.50 |
167 |
2,257 |
+29 |
May18 |
160808 |
387.75 |
387.75 |
387.75 |
387.75 |
+0.75 |
39 |
635 |
+2 |
Jul18 |
160808 |
387.25 |
390.75 |
387.25 |
390.75 |
+0.50 |
76 |
966 |
+1 |
Total Volume and Open Interest |
282,108 |
1,340,285 |
+9,110 |
Wheat(CBOT) |
Sep16 |
160808 |
418.50 |
422.75 |
413.50 |
417.00 |
+1.00 |
54,088 |
237,212 |
-37 |
Dec16 |
160808 |
439.25 |
442.00 |
434.25 |
438.75 |
+0.75 |
25,303 |
147,105 |
+995 |
Mar17 |
160808 |
460.00 |
461.50 |
454.50 |
459.75 |
unch |
6,896 |
55,561 |
+981 |
May17 |
160808 |
469.00 |
473.00 |
466.50 |
471.50 |
-1.00 |
1,400 |
12,997 |
+146 |
Jul17 |
160808 |
479.75 |
480.00 |
473.00 |
478.50 |
-1.25 |
2,436 |
25,993 |
+120 |
Sep17 |
160808 |
494.50 |
494.50 |
487.25 |
493.25 |
-1.00 |
231 |
2,588 |
-37 |
Total Volume and Open Interest |
90,769 |
487,481 |
+2,372 |
Wheat(KCBT) |
Sep16 |
160808 |
411.75 |
414.75 |
406.25 |
409.75 |
-2.00 |
16,794 |
125,737 |
-421 |
Dec16 |
160808 |
437.50 |
440.00 |
432.00 |
435.00 |
-2.25 |
7,919 |
56,423 |
+1,344 |
Mar17 |
160808 |
453.75 |
456.50 |
449.00 |
451.75 |
-2.25 |
1,351 |
30,033 |
+162 |
May17 |
160808 |
466.50 |
467.00 |
459.75 |
462.75 |
-2.25 |
166 |
11,194 |
-14 |
Jul17 |
160808 |
476.00 |
476.00 |
469.75 |
471.75 |
-2.50 |
498 |
16,839 |
+89 |
Sep17 |
160808 |
488.00 |
491.00 |
486.25 |
488.00 |
-2.25 |
111 |
1,600 |
-3 |
Dec17 |
160808 |
511.50 |
513.50 |
511.50 |
513.50 |
-1.75 |
63 |
898 |
+19 |
Total Volume and Open Interest |
26,902 |
242,916 |
+1,176 |
Wheat(MGE) |
Sep16 |
160808 |
494.00 |
499.75 |
490.75 |
499.50 |
+4.50 |
5,100 |
23,101 |
-1,025 |
Dec16 |
160808 |
504.00 |
508.25 |
500.00 |
507.50 |
+2.75 |
2,275 |
16,654 |
+320 |
Mar17 |
160808 |
517.00 |
521.25 |
512.50 |
520.50 |
+3.00 |
389 |
10,847 |
-99 |
May17 |
160808 |
521.50 |
528.75 |
521.25 |
528.75 |
+3.50 |
163 |
5,168 |
+23 |
Jul17 |
160808 |
533.00 |
537.50 |
530.00 |
537.50 |
+3.50 |
112 |
2,728 |
+50 |
Sep17 |
160808 |
540.75 |
547.50 |
540.25 |
547.50 |
+3.75 |
147 |
2,023 |
+66 |
Total Volume and Open Interest |
8,252 |
61,404 |
-625 |
Oats(CBOT) |
Sep16 |
160808 |
179.00 |
182.25 |
175.75 |
176.50 |
-2.25 |
482 |
2,108 |
-99 |
Dec16 |
160808 |
183.50 |
186.75 |
183.50 |
185.50 |
+1.25 |
1,142 |
6,900 |
+132 |
Mar17 |
160808 |
195.00 |
195.00 |
195.00 |
195.00 |
+0.50 |
286 |
1,171 |
+97 |
May17 |
160808 |
200.00 |
200.00 |
200.00 |
200.00 |
+0.75 |
27 |
29 |
+14 |
Total Volume and Open Interest |
1,937 |
10,208 |
+144 |
Rough Rice(CBOT) |
Sep16 |
160808 |
9.38 |
9.73 |
9.36 |
9.66 |
+0.35 |
919 |
8,189 |
+119 |
Nov16 |
160808 |
9.60 |
9.98 |
9.60 |
9.91 |
+0.35 |
682 |
3,739 |
+372 |
Jan17 |
160808 |
9.87 |
10.12 |
9.87 |
10.12 |
+0.35 |
91 |
201 |
+16 |
Mar17 |
160808 |
10.32 |
10.32 |
10.32 |
10.32 |
+0.35 |
22 |
45 |
+0 |
Total Volume and Open Interest |
1,714 |
12,176 |
+507 |
Live Cattle(CME) |
Aug16 |
160808 |
117.730 |
117.750 |
116.885 |
116.930 |
-0.750 |
8,653 |
27,310 |
-2,321 |
Oct16 |
160808 |
115.680 |
115.900 |
114.550 |
114.650 |
-0.885 |
21,022 |
112,789 |
-368 |
Dec16 |
160808 |
115.830 |
116.250 |
115.100 |
115.430 |
-0.250 |
8,136 |
58,399 |
+60 |
Feb17 |
160808 |
114.950 |
115.500 |
114.730 |
115.150 |
+0.200 |
4,825 |
26,327 |
+722 |
Apr17 |
160808 |
113.450 |
114.250 |
113.230 |
114.150 |
+0.700 |
2,414 |
15,760 |
+251 |
Jun17 |
160808 |
107.480 |
107.580 |
107.000 |
107.430 |
+0.295 |
1,310 |
7,275 |
+275 |
Total Volume and Open Interest |
46,540 |
251,116 |
-1,340 |
Feeder Cattle(CME) |
Aug16 |
160808 |
149.900 |
150.850 |
148.600 |
149.130 |
-0.520 |
3,387 |
10,765 |
-1,223 |
Sep16 |
160808 |
147.800 |
148.735 |
146.650 |
147.200 |
unch |
4,095 |
13,880 |
+279 |
Oct16 |
160808 |
144.535 |
145.380 |
143.785 |
144.300 |
+0.420 |
3,366 |
10,798 |
+473 |
Nov16 |
160808 |
141.100 |
141.950 |
140.200 |
141.330 |
+0.595 |
989 |
4,752 |
+98 |
Jan17 |
160808 |
137.000 |
137.935 |
136.325 |
137.750 |
+0.650 |
373 |
3,435 |
+25 |
Mar17 |
160808 |
135.235 |
136.000 |
134.535 |
135.985 |
+0.685 |
125 |
1,066 |
+59 |
Apr17 |
160808 |
135.500 |
135.785 |
134.750 |
135.700 |
+0.625 |
44 |
283 |
+8 |
Total Volume and Open Interest |
12,387 |
45,125 |
-281 |
Lean Hogs(CME) |
Aug16 |
160808 |
67.600 |
67.700 |
66.950 |
67.100 |
-0.350 |
3,809 |
19,959 |
-1,170 |
Oct16 |
160808 |
58.200 |
60.200 |
58.150 |
58.850 |
+0.550 |
16,481 |
105,556 |
+360 |
Dec16 |
160808 |
54.000 |
55.700 |
53.830 |
54.735 |
+0.655 |
6,669 |
52,563 |
-47 |
Feb17 |
160808 |
58.900 |
60.535 |
58.830 |
59.700 |
+0.650 |
2,280 |
24,786 |
+228 |
Apr17 |
160808 |
64.635 |
66.080 |
64.600 |
65.500 |
+0.465 |
810 |
18,380 |
+1 |
May17 |
160808 |
71.580 |
71.580 |
71.580 |
71.580 |
+0.850 |
4 |
249 |
+0 |
Jun17 |
160808 |
75.000 |
76.330 |
74.885 |
75.580 |
+0.250 |
152 |
2,475 |
-5 |
Jul17 |
160808 |
75.500 |
75.500 |
74.500 |
74.500 |
-0.180 |
56 |
446 |
+20 |
Total Volume and Open Interest |
30,295 |
224,745 |
-609 |
Class III Milk(CME) |
Aug16 |
160808 |
17.12 |
17.18 |
17.10 |
17.14 |
+0.04 |
197 |
5,037 |
-33 |
Sep16 |
160808 |
17.20 |
17.35 |
17.15 |
17.24 |
+0.08 |
426 |
4,695 |
+51 |
Oct16 |
160808 |
16.99 |
17.09 |
16.92 |
16.98 |
+0.06 |
111 |
3,636 |
+19 |
Nov16 |
160808 |
16.42 |
16.65 |
16.42 |
16.53 |
+0.06 |
52 |
3,328 |
+9 |
Dec16 |
160808 |
16.10 |
16.17 |
16.10 |
16.16 |
+0.08 |
54 |
2,937 |
+5 |
Jan17 |
160808 |
15.99 |
16.00 |
15.99 |
16.00 |
+0.01 |
59 |
1,278 |
+35 |
Feb17 |
160808 |
16.00 |
16.00 |
16.00 |
16.00 |
unch |
22 |
1,106 |
+14 |
Mar17 |
160808 |
16.15 |
16.15 |
16.14 |
16.15 |
+0.07 |
10 |
1,095 |
+10 |
Apr17 |
160808 |
16.14 |
16.15 |
16.14 |
16.14 |
+0.01 |
9 |
970 |
+8 |
May17 |
160808 |
16.33 |
16.33 |
16.33 |
16.33 |
+0.07 |
29 |
849 |
+16 |
Jun17 |
160808 |
16.48 |
16.48 |
16.48 |
16.48 |
+0.02 |
17 |
774 |
+13 |
Jul17 |
160808 |
16.63 |
16.63 |
16.63 |
16.63 |
unch |
13 |
329 |
+13 |
Aug17 |
160808 |
16.73 |
16.73 |
16.73 |
16.73 |
unch |
37 |
280 |
+22 |
Total Volume and Open Interest |
1,077 |
27,258 |
+196 |
Cocoa(ICE) |
Sep16 |
160808 |
3012 |
3054 |
3010 |
3031 |
+10 |
26,591 |
76,707 |
-6,276 |
Dec16 |
160808 |
2973 |
3001 |
2966 |
2975 |
-12 |
22,744 |
85,396 |
+3,016 |
Mar17 |
160808 |
2953 |
2970 |
2938 |
2945 |
-14 |
5,895 |
52,980 |
+1,381 |
May17 |
160808 |
2943 |
2957 |
2925 |
2932 |
-14 |
1,529 |
9,951 |
+230 |
Jul17 |
160808 |
2937 |
2945 |
2921 |
2926 |
-14 |
211 |
3,423 |
-57 |
Sep17 |
160808 |
2934 |
2938 |
2919 |
2919 |
-13 |
16 |
3,961 |
+0 |
Dec17 |
160808 |
2926 |
2926 |
2911 |
2911 |
-11 |
1 |
997 |
+0 |
Total Volume and Open Interest |
56,987 |
237,307 |
-1,706 |
Coffee "C"(ICE) |
Sep16 |
160808 |
142.95 |
144.30 |
140.35 |
141.10 |
-1.40 |
32,685 |
70,029 |
-5,405 |
Dec16 |
160808 |
146.40 |
147.90 |
144.00 |
144.80 |
-1.35 |
18,173 |
69,004 |
+4,769 |
Mar17 |
160808 |
149.80 |
151.00 |
147.25 |
147.95 |
-1.35 |
6,204 |
23,362 |
+881 |
May17 |
160808 |
151.45 |
152.75 |
149.00 |
149.75 |
-1.30 |
2,123 |
12,710 |
+485 |
Jul17 |
160808 |
153.20 |
153.80 |
151.00 |
151.55 |
-1.15 |
586 |
3,495 |
+55 |
Sep17 |
160808 |
155.45 |
155.45 |
152.65 |
153.20 |
-1.10 |
341 |
3,318 |
+93 |
Total Volume and Open Interest |
60,338 |
188,177 |
+974 |
Orange Juice(ICE) |
Sep16 |
160808 |
184.70 |
189.90 |
176.10 |
177.20 |
-6.20 |
853 |
11,593 |
-218 |
Nov16 |
160808 |
184.85 |
189.45 |
176.55 |
177.75 |
-6.10 |
302 |
4,527 |
+174 |
Jan17 |
160808 |
184.80 |
188.55 |
176.60 |
177.35 |
-6.20 |
27 |
1,049 |
+8 |
Mar17 |
160808 |
182.40 |
184.40 |
174.50 |
174.60 |
-7.05 |
1 |
264 |
+1 |
May17 |
160808 |
172.30 |
172.30 |
172.30 |
172.30 |
-7.10 |
0 |
14 |
+0 |
Jul17 |
160808 |
170.60 |
170.60 |
170.60 |
170.60 |
-7.10 |
|
|
|
Total Volume and Open Interest |
1,183 |
17,449 |
-35 |
Sugar #11(ICE) |
Oct16 |
160808 |
20.38 |
20.92 |
20.35 |
20.55 |
+0.20 |
53,801 |
440,783 |
+7,035 |
Mar17 |
160808 |
20.77 |
21.25 |
20.71 |
20.95 |
+0.24 |
15,828 |
241,846 |
+608 |
May17 |
160808 |
19.98 |
20.45 |
19.98 |
20.28 |
+0.26 |
6,911 |
64,606 |
+1,269 |
Jul17 |
160808 |
19.35 |
19.74 |
19.35 |
19.61 |
+0.23 |
2,910 |
49,736 |
+267 |
Oct17 |
160808 |
19.01 |
19.32 |
18.99 |
19.22 |
+0.17 |
1,628 |
31,034 |
+632 |
Mar18 |
160808 |
18.82 |
19.05 |
18.78 |
18.96 |
+0.10 |
561 |
15,112 |
+88 |
May18 |
160808 |
18.26 |
18.45 |
18.25 |
18.41 |
+0.07 |
91 |
4,598 |
+40 |
Jul18 |
160808 |
17.90 |
18.02 |
17.88 |
17.99 |
+0.08 |
22 |
4,769 |
+1 |
Total Volume and Open Interest |
81,783 |
858,450 |
+9,943 |
London Cocoa(LCE) |
Sep16 |
160808 |
2415 |
2427 |
2401 |
2404 |
-16 |
12,825 |
95,207 |
-2,077 |
Dec16 |
160808 |
2375 |
2389 |
2365 |
2368 |
-10 |
12,694 |
74,916 |
+653 |
Mar17 |
160808 |
2316 |
2331 |
2309 |
2312 |
-8 |
4,901 |
57,430 |
+139 |
May17 |
160808 |
2308 |
2314 |
2294 |
2296 |
-8 |
1,817 |
21,423 |
+193 |
Jul17 |
160808 |
2302 |
2308 |
2288 |
2290 |
-8 |
470 |
4,433 |
+176 |
Sep17 |
160808 |
2298 |
2301 |
2283 |
2283 |
-8 |
72 |
4,507 |
-10 |
Dec17 |
160808 |
2272 |
2272 |
2272 |
2272 |
-8 |
25 |
989 |
+11 |
Total Volume and Open Interest |
32,805 |
258,906 |
-914 |
London Sugar(LCE) |
Oct16 |
160808 |
554.50 |
564.80 |
551.10 |
553.10 |
+1.70 |
2,397 |
44,730 |
+109 |
Dec16 |
160808 |
555.70 |
564.50 |
552.10 |
555.70 |
+2.20 |
1,327 |
19,058 |
+29 |
Mar17 |
160808 |
555.00 |
564.10 |
553.50 |
557.30 |
+3.70 |
1,001 |
15,958 |
-119 |
May17 |
160808 |
542.00 |
550.30 |
542.00 |
545.60 |
+5.10 |
686 |
8,606 |
+177 |
Aug17 |
160808 |
529.50 |
533.70 |
529.20 |
530.80 |
+4.90 |
471 |
4,452 |
+386 |
Total Volume and Open Interest |
6,035 |
96,704 |
+703 |
Cotton(ICE) |
Oct16 |
160808 |
77.01 |
77.10 |
75.99 |
76.06 |
-0.58 |
67 |
205 |
+1 |
Dec16 |
160808 |
76.77 |
77.10 |
75.55 |
76.05 |
-0.69 |
25,520 |
186,347 |
+5,069 |
Mar17 |
160808 |
76.97 |
77.24 |
75.85 |
76.54 |
-0.43 |
4,326 |
39,860 |
+949 |
May17 |
160808 |
76.49 |
76.61 |
75.68 |
76.19 |
-0.22 |
1,173 |
5,553 |
-6 |
Jul17 |
160808 |
76.10 |
76.23 |
75.28 |
75.84 |
-0.14 |
719 |
5,062 |
+389 |
Oct17 |
160808 |
75.01 |
75.01 |
75.01 |
75.01 |
-0.12 |
|
|
|
Total Volume and Open Interest |
32,272 |
246,512 |
+6,717 |
Lumber(CME) |
Sep16 |
160808 |
322.6 |
323.6 |
320.5 |
322.2 |
-0.4 |
408 |
3,988 |
+18 |
Nov16 |
160808 |
329.5 |
331.5 |
328.8 |
330.7 |
-0.4 |
95 |
1,164 |
+19 |
Jan17 |
160808 |
335.0 |
335.0 |
335.0 |
335.0 |
-0.4 |
0 |
65 |
+0 |
Mar17 |
160808 |
340.7 |
340.7 |
340.7 |
340.7 |
-0.4 |
0 |
24 |
+0 |
Total Volume and Open Interest |
503 |
5,267 |
+37 |
Crude Oil(NYM) |
Sep16 |
160808 |
41.99 |
43.39 |
41.81 |
43.02 |
+1.22 |
598,836 |
534,330 |
-6,765 |
Oct16 |
160808 |
42.70 |
44.12 |
42.58 |
43.76 |
+1.19 |
195,416 |
204,581 |
+3,825 |
Nov16 |
160808 |
43.54 |
44.88 |
43.38 |
44.51 |
+1.13 |
75,261 |
140,320 |
+9,042 |
Dec16 |
160808 |
44.23 |
45.59 |
44.10 |
45.22 |
+1.10 |
100,300 |
254,770 |
+3,260 |
Jan17 |
160808 |
44.80 |
46.20 |
44.74 |
45.84 |
+1.09 |
18,654 |
87,394 |
+1,886 |
Feb17 |
160808 |
45.37 |
46.65 |
45.32 |
46.33 |
+1.07 |
6,821 |
41,223 |
+151 |
Mar17 |
160808 |
45.88 |
47.08 |
45.73 |
46.75 |
+1.05 |
16,588 |
80,982 |
+2,113 |
Apr17 |
160808 |
46.21 |
47.26 |
46.21 |
47.11 |
+1.03 |
5,157 |
24,707 |
+943 |
May17 |
160808 |
47.10 |
47.70 |
46.93 |
47.42 |
+1.01 |
3,719 |
21,706 |
-210 |
Jun17 |
160808 |
46.81 |
47.98 |
46.72 |
47.68 |
+0.99 |
21,920 |
78,437 |
-2,781 |
Jul17 |
160808 |
47.39 |
48.01 |
47.39 |
47.90 |
+0.96 |
3,419 |
17,403 |
+611 |
Aug17 |
160808 |
48.09 |
48.21 |
47.88 |
48.10 |
+0.93 |
2,693 |
15,914 |
+482 |
Sep17 |
160808 |
48.52 |
48.52 |
48.22 |
48.30 |
+0.90 |
3,321 |
33,566 |
+152 |
Oct17 |
160808 |
48.00 |
48.51 |
48.00 |
48.51 |
+0.87 |
1,260 |
12,000 |
+537 |
Nov17 |
160808 |
48.73 |
48.73 |
48.73 |
48.73 |
+0.85 |
410 |
12,137 |
+18 |
Dec17 |
160808 |
48.20 |
49.24 |
48.13 |
48.97 |
+0.83 |
31,245 |
145,221 |
-458 |
Total Volume and Open Interest |
1,092,664 |
1,831,506 |
+13,496 |
e-miNY Crude Oil(NYM) |
Sep16 |
160808 |
42.025 |
43.375 |
41.800 |
43.025 |
+1.225 |
10,687 |
2,399 |
-127 |
Oct16 |
160808 |
42.675 |
44.100 |
42.600 |
43.750 |
+1.175 |
492 |
1,024 |
+20 |
Nov16 |
160808 |
43.550 |
44.825 |
43.550 |
44.500 |
+1.125 |
33 |
86 |
+4 |
Dec16 |
160808 |
44.400 |
45.525 |
44.400 |
45.225 |
+1.100 |
67 |
684 |
-30 |
Jan17 |
160808 |
45.350 |
46.125 |
45.350 |
45.850 |
+1.100 |
9 |
24 |
+2 |
Feb17 |
160808 |
46.325 |
46.325 |
46.325 |
46.325 |
+1.075 |
2 |
14 |
+1 |
Mar17 |
160808 |
46.750 |
46.750 |
46.750 |
46.750 |
+1.050 |
0 |
13 |
+0 |
Apr17 |
160808 |
47.100 |
47.100 |
47.100 |
47.100 |
+1.025 |
1 |
2 |
+0 |
May17 |
160808 |
47.425 |
47.425 |
47.425 |
47.425 |
+1.025 |
1 |
2 |
+1 |
Jun17 |
160808 |
47.250 |
47.900 |
47.200 |
47.675 |
+0.975 |
1 |
18 |
+1 |
Total Volume and Open Interest |
11,332 |
4,438 |
-116 |
NY Harbor ULSD(NYM) |
Sep16 |
160808 |
131.90 |
135.29 |
131.62 |
134.36 |
+2.66 |
69,448 |
102,313 |
-1,874 |
Oct16 |
160808 |
134.12 |
137.62 |
134.03 |
136.71 |
+2.73 |
37,559 |
62,079 |
+1,046 |
Nov16 |
160808 |
136.33 |
139.82 |
136.13 |
138.91 |
+2.80 |
20,311 |
44,703 |
+1,430 |
Dec16 |
160808 |
138.17 |
141.58 |
137.91 |
140.71 |
+2.79 |
19,456 |
53,090 |
-601 |
Jan17 |
160808 |
140.92 |
143.34 |
140.92 |
142.56 |
+2.76 |
3,476 |
29,152 |
+140 |
Feb17 |
160808 |
143.22 |
144.50 |
142.63 |
143.72 |
+2.72 |
1,214 |
14,029 |
-45 |
Mar17 |
160808 |
142.67 |
144.95 |
142.67 |
144.25 |
+2.71 |
862 |
15,564 |
+9 |
Apr17 |
160808 |
143.00 |
144.61 |
142.99 |
144.23 |
+2.73 |
455 |
8,151 |
-104 |
May17 |
160808 |
143.91 |
145.15 |
143.91 |
144.71 |
+2.74 |
268 |
4,024 |
+1 |
Jun17 |
160808 |
143.80 |
145.98 |
143.80 |
145.37 |
+2.71 |
1,192 |
20,461 |
+70 |
Jul17 |
160808 |
146.42 |
146.42 |
145.98 |
146.25 |
+2.66 |
164 |
2,861 |
-19 |
Aug17 |
160808 |
146.98 |
147.29 |
146.98 |
147.29 |
+2.63 |
125 |
1,767 |
+4 |
Sep17 |
160808 |
148.23 |
148.42 |
148.07 |
148.42 |
+2.60 |
193 |
1,946 |
+42 |
Oct17 |
160808 |
149.60 |
149.60 |
149.57 |
149.57 |
+2.60 |
159 |
1,652 |
-31 |
Total Volume and Open Interest |
158,574 |
392,561 |
+366 |
RBOB Gasoline(NYM) |
Sep16 |
160808 |
137.25 |
139.65 |
135.49 |
136.20 |
-1.43 |
74,157 |
126,963 |
-1,605 |
Oct16 |
160808 |
128.21 |
130.42 |
127.21 |
127.85 |
-0.48 |
47,575 |
74,867 |
+2,757 |
Nov16 |
160808 |
126.34 |
128.87 |
126.17 |
126.80 |
+0.25 |
22,585 |
46,788 |
+109 |
Dec16 |
160808 |
125.25 |
127.82 |
125.03 |
126.09 |
+0.70 |
19,115 |
50,096 |
+760 |
Jan17 |
160808 |
125.75 |
128.25 |
125.46 |
126.79 |
+0.94 |
5,245 |
20,365 |
+46 |
Feb17 |
160808 |
128.22 |
129.52 |
126.98 |
128.09 |
+0.99 |
3,041 |
6,860 |
+354 |
Mar17 |
160808 |
130.02 |
131.75 |
129.26 |
130.32 |
+1.00 |
3,680 |
15,389 |
+205 |
Apr17 |
160808 |
150.17 |
150.57 |
148.81 |
149.29 |
+0.84 |
2,782 |
14,311 |
+1,020 |
May17 |
160808 |
150.90 |
151.76 |
149.92 |
150.31 |
+0.85 |
417 |
5,136 |
-48 |
Jun17 |
160808 |
149.70 |
151.75 |
149.02 |
150.28 |
+1.00 |
931 |
10,860 |
+179 |
Total Volume and Open Interest |
181,352 |
400,488 |
+3,964 |
e-miNY RBOB Gasoline(NYM) |
Sep16 |
160808 |
137.60 |
137.60 |
136.20 |
136.20 |
-1.43 |
0 |
2 |
+0 |
Oct16 |
160808 |
127.85 |
127.85 |
127.85 |
127.85 |
-0.48 |
|
|
|
Nov16 |
160808 |
126.80 |
126.80 |
126.80 |
126.80 |
+0.25 |
|
|
|
Dec16 |
160808 |
126.09 |
126.09 |
126.09 |
126.09 |
+0.70 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Sep16 |
160808 |
2.749 |
2.761 |
2.705 |
2.748 |
-0.024 |
148,296 |
250,577 |
-4,294 |
Oct16 |
160808 |
2.781 |
2.792 |
2.741 |
2.779 |
-0.030 |
62,953 |
133,157 |
-896 |
Nov16 |
160808 |
2.938 |
2.951 |
2.903 |
2.943 |
-0.022 |
38,681 |
102,995 |
+1,539 |
Dec16 |
160808 |
3.188 |
3.202 |
3.158 |
3.191 |
-0.026 |
20,393 |
58,558 |
+833 |
Jan17 |
160808 |
3.315 |
3.327 |
3.282 |
3.317 |
-0.021 |
27,805 |
120,964 |
+3,631 |
Feb17 |
160808 |
3.301 |
3.317 |
3.274 |
3.309 |
-0.019 |
6,253 |
33,455 |
+302 |
Mar17 |
160808 |
3.248 |
3.271 |
3.231 |
3.266 |
-0.017 |
12,662 |
68,931 |
+176 |
Apr17 |
160808 |
3.018 |
3.029 |
2.996 |
3.029 |
-0.009 |
12,228 |
57,972 |
-945 |
May17 |
160808 |
2.994 |
3.003 |
2.969 |
3.003 |
-0.008 |
3,570 |
21,920 |
-266 |
Jun17 |
160808 |
3.033 |
3.035 |
3.004 |
3.035 |
-0.010 |
2,250 |
21,450 |
+72 |
Jul17 |
160808 |
3.041 |
3.065 |
3.036 |
3.065 |
-0.011 |
2,208 |
14,084 |
-164 |
Aug17 |
160808 |
3.074 |
3.075 |
3.046 |
3.075 |
-0.011 |
1,439 |
15,394 |
+156 |
Sep17 |
160808 |
3.056 |
3.060 |
3.030 |
3.060 |
-0.009 |
3,392 |
13,256 |
+675 |
Oct17 |
160808 |
3.074 |
3.081 |
3.050 |
3.081 |
-0.006 |
2,185 |
24,345 |
+340 |
Nov17 |
160808 |
3.128 |
3.133 |
3.105 |
3.133 |
-0.006 |
797 |
11,701 |
+239 |
Dec17 |
160808 |
3.248 |
3.267 |
3.236 |
3.267 |
-0.003 |
328 |
15,101 |
+59 |
Total Volume and Open Interest |
346,682 |
1,015,198 |
+1,533 |
Brent Crude Oil(ICE) |
Oct16 |
160808 |
44.34 |
45.71 |
44.24 |
45.39 |
+1.12 |
276,418 |
430,747 |
+8,637 |
Nov16 |
160808 |
44.50 |
46.04 |
44.50 |
45.73 |
+1.12 |
111,020 |
320,449 |
+9,246 |
Dec16 |
160808 |
45.17 |
46.54 |
45.06 |
46.24 |
+1.12 |
111,276 |
384,968 |
+1,896 |
Jan17 |
160808 |
45.62 |
46.96 |
45.60 |
46.68 |
+1.12 |
27,855 |
96,104 |
+3,293 |
Feb17 |
160808 |
46.06 |
47.35 |
45.94 |
47.08 |
+1.11 |
14,005 |
79,987 |
+777 |
Mar17 |
160808 |
46.47 |
47.73 |
46.35 |
47.45 |
+1.07 |
15,724 |
90,193 |
+863 |
Apr17 |
160808 |
47.05 |
48.07 |
46.93 |
47.79 |
+1.04 |
6,127 |
33,433 |
+900 |
May17 |
160808 |
47.28 |
48.39 |
47.28 |
48.11 |
+1.01 |
2,823 |
42,319 |
-9 |
Jun17 |
160808 |
47.46 |
48.67 |
47.46 |
48.41 |
+0.98 |
22,049 |
115,092 |
+1,257 |
Jul17 |
160808 |
48.42 |
49.11 |
48.42 |
48.71 |
+0.96 |
1,339 |
20,589 |
+197 |
Aug17 |
160808 |
48.75 |
48.99 |
48.75 |
48.99 |
+0.94 |
1,372 |
17,974 |
-106 |
Sep17 |
160808 |
48.77 |
49.49 |
48.77 |
49.24 |
+0.92 |
2,309 |
43,800 |
+199 |
Oct17 |
160808 |
49.97 |
49.97 |
49.50 |
49.50 |
+0.92 |
691 |
16,205 |
-67 |
Nov17 |
160808 |
49.63 |
49.72 |
49.62 |
49.72 |
+0.90 |
306 |
15,333 |
+55 |
Total Volume and Open Interest |
647,152 |
2,198,327 |
+25,173 |
Gas Oil(ICE) |
Aug16 |
160808 |
378.75 |
389.75 |
378.25 |
384.00 |
+11.50 |
38,084 |
50,988 |
-13,450 |
Sep16 |
160808 |
383.00 |
396.00 |
383.00 |
390.00 |
+11.75 |
90,115 |
154,586 |
+7,639 |
Oct16 |
160808 |
389.50 |
402.25 |
389.50 |
396.75 |
+11.75 |
49,786 |
91,378 |
+6,133 |
Nov16 |
160808 |
394.00 |
406.00 |
394.00 |
400.75 |
+12.00 |
13,931 |
59,627 |
+1,976 |
Dec16 |
160808 |
398.00 |
409.75 |
397.50 |
404.75 |
+12.00 |
36,160 |
126,280 |
+3,465 |
Jan17 |
160808 |
404.00 |
414.25 |
403.25 |
409.50 |
+12.00 |
7,265 |
39,455 |
+806 |
Feb17 |
160808 |
409.00 |
417.00 |
408.00 |
413.50 |
+11.75 |
3,414 |
22,480 |
+872 |
Mar17 |
160808 |
411.75 |
421.25 |
410.75 |
417.00 |
+11.75 |
3,377 |
23,918 |
-97 |
Apr17 |
160808 |
416.50 |
423.75 |
416.25 |
420.00 |
+11.50 |
1,767 |
14,073 |
+187 |
May17 |
160808 |
417.75 |
425.50 |
417.75 |
422.75 |
+11.25 |
2,200 |
13,709 |
+352 |
Total Volume and Open Interest |
273,185 |
802,820 |
+10,704 |
Ethanol(CBOT) |
Sep16 |
160808 |
1.410 |
1.430 |
1.409 |
1.428 |
+0.015 |
430 |
1,652 |
-116 |
Oct16 |
160808 |
1.396 |
1.417 |
1.396 |
1.417 |
+0.015 |
247 |
936 |
+192 |
Nov16 |
160808 |
1.395 |
1.395 |
1.395 |
1.395 |
+0.015 |
83 |
468 |
+8 |
Dec16 |
160808 |
1.362 |
1.375 |
1.362 |
1.375 |
+0.015 |
128 |
1,101 |
+27 |
Jan17 |
160808 |
1.368 |
1.368 |
1.368 |
1.368 |
+0.015 |
27 |
160 |
+0 |
Feb17 |
160808 |
1.372 |
1.372 |
1.372 |
1.372 |
+0.015 |
0 |
163 |
+0 |
Mar17 |
160808 |
1.386 |
1.386 |
1.386 |
1.386 |
+0.015 |
0 |
5 |
+0 |
Apr17 |
160808 |
1.403 |
1.403 |
1.403 |
1.403 |
+0.015 |
|
|
|
Total Volume and Open Interest |
915 |
4,491 |
+111 |
WTI Crude Oil(ICE) |
Sep16 |
160808 |
41.95 |
43.38 |
41.81 |
43.02 |
+1.22 |
49,832 |
60,888 |
-347 |
Oct16 |
160808 |
42.73 |
44.11 |
42.58 |
43.76 |
+1.19 |
63,515 |
88,510 |
+4,161 |
Nov16 |
160808 |
43.49 |
44.87 |
43.37 |
44.51 |
+1.13 |
32,584 |
36,996 |
+5,396 |
Dec16 |
160808 |
44.14 |
45.58 |
44.09 |
45.22 |
+1.10 |
35,503 |
109,347 |
+532 |
Jan17 |
160808 |
44.77 |
46.12 |
44.77 |
45.84 |
+1.09 |
11,027 |
21,987 |
+1,740 |
Feb17 |
160808 |
45.70 |
46.56 |
45.70 |
46.33 |
+1.07 |
3,711 |
22,406 |
+77 |
Mar17 |
160808 |
46.22 |
46.93 |
46.22 |
46.75 |
+1.05 |
3,485 |
22,891 |
+292 |
Apr17 |
160808 |
46.72 |
47.25 |
46.71 |
47.11 |
+1.03 |
1,461 |
4,341 |
+218 |
May17 |
160808 |
47.03 |
47.45 |
47.03 |
47.42 |
+1.01 |
429 |
2,752 |
+10 |
Jun17 |
160808 |
47.30 |
47.80 |
47.28 |
47.68 |
+0.99 |
2,369 |
31,930 |
+352 |
Jul17 |
160808 |
47.90 |
47.90 |
47.90 |
47.90 |
+0.96 |
203 |
3,147 |
+0 |
Aug17 |
160808 |
48.10 |
48.10 |
48.10 |
48.10 |
+0.93 |
237 |
714 |
+63 |
Sep17 |
160808 |
48.30 |
48.30 |
48.30 |
48.30 |
+0.90 |
85 |
10,170 |
+1 |
Oct17 |
160808 |
48.51 |
48.51 |
48.51 |
48.51 |
+0.87 |
17 |
1,130 |
+0 |
Nov17 |
160808 |
48.65 |
48.73 |
48.65 |
48.73 |
+0.85 |
26 |
1,007 |
-9 |
Dec17 |
160808 |
48.50 |
49.17 |
48.50 |
48.97 |
+0.83 |
5,377 |
66,755 |
+160 |
Total Volume and Open Interest |
211,846 |
528,096 |
+12,373 |
US Dollar Index(ICE) |
Sep16 |
160808 |
96.190 |
96.420 |
96.090 |
96.340 |
+0.205 |
13,791 |
48,247 |
+644 |
Dec16 |
160808 |
96.235 |
96.375 |
96.075 |
96.310 |
+0.210 |
466 |
5,514 |
+176 |
Mar17 |
160808 |
96.295 |
96.295 |
96.295 |
96.295 |
+0.205 |
30 |
1,800 |
+15 |
Total Volume and Open Interest |
14,287 |
55,623 |
+835 |
Australian Dollar(CME) |
Sep16 |
160808 |
75.98 |
76.64 |
75.88 |
76.44 |
+0.27 |
79,175 |
98,393 |
+2,308 |
Dec16 |
160808 |
75.85 |
76.44 |
75.69 |
76.25 |
+0.27 |
196 |
1,598 |
+64 |
Mar17 |
160808 |
75.99 |
76.11 |
75.71 |
76.11 |
+0.28 |
0 |
13 |
+0 |
Total Volume and Open Interest |
79,371 |
100,004 |
+2,372 |
British Pound(CME) |
Sep16 |
160808 |
130.84 |
131.05 |
130.36 |
130.47 |
-0.43 |
166,483 |
241,464 |
+10,139 |
Dec16 |
160808 |
131.11 |
131.27 |
130.62 |
130.72 |
-0.42 |
462 |
1,990 |
+11 |
Mar17 |
160808 |
131.11 |
131.45 |
130.95 |
131.00 |
-0.42 |
0 |
574 |
+0 |
Total Volume and Open Interest |
167,005 |
244,379 |
+10,173 |
Canadian Dollar(CME) |
Sep16 |
160808 |
75.85 |
76.15 |
75.82 |
75.96 |
-0.04 |
61,050 |
111,064 |
-1,022 |
Dec16 |
160808 |
75.87 |
76.18 |
75.87 |
76.01 |
-0.03 |
370 |
3,939 |
-27 |
Mar17 |
160808 |
76.06 |
76.21 |
75.98 |
76.06 |
-0.03 |
36 |
450 |
+32 |
Jun17 |
160808 |
76.12 |
76.27 |
76.04 |
76.12 |
-0.02 |
0 |
147 |
+0 |
Total Volume and Open Interest |
61,456 |
115,670 |
-1,017 |
Japanese Yen(CME) |
Sep16 |
160808 |
98.24 |
98.30 |
97.57 |
97.73 |
-0.73 |
75,870 |
156,248 |
+2,664 |
Dec16 |
160808 |
98.33 |
98.64 |
97.95 |
98.12 |
-0.72 |
75 |
1,685 |
-3 |
Mar17 |
160808 |
98.53 |
98.53 |
98.43 |
98.53 |
-0.72 |
0 |
249 |
+0 |
Total Volume and Open Interest |
75,946 |
158,302 |
+2,661 |
Swiss Franc(CME) |
Sep16 |
160808 |
102.26 |
102.38 |
101.83 |
101.94 |
-0.36 |
12,515 |
45,009 |
-443 |
Dec16 |
160808 |
102.84 |
102.88 |
102.40 |
102.49 |
-0.36 |
1 |
101 |
-1 |
Mar17 |
160808 |
103.02 |
103.02 |
103.00 |
103.02 |
-0.36 |
|
|
|
Total Volume and Open Interest |
12,516 |
45,130 |
-444 |
EuroFX(CME) |
Sep16 |
160808 |
111.04 |
111.24 |
110.91 |
111.01 |
-0.09 |
107,982 |
358,533 |
-4,293 |
Dec16 |
160808 |
111.45 |
111.67 |
111.36 |
111.45 |
-0.09 |
742 |
5,988 |
+48 |
Mar17 |
160808 |
111.84 |
112.09 |
111.83 |
111.91 |
-0.08 |
45 |
1,341 |
+34 |
Total Volume and Open Interest |
108,770 |
366,581 |
-4,210 |
Mexican Peso(CME) |
Aug16 |
160808 |
538.25 |
538.25 |
538.25 |
538.25 |
+5.13 |
|
|
|
Sep16 |
160808 |
531.00 |
537.75 |
530.50 |
536.50 |
+5.25 |
35,600 |
97,632 |
-1,105 |
Total Volume and Open Interest |
35,605 |
129,434 |
-1,102 |
Brazilian Real(CME) |
Sep16 |
160808 |
313.55 |
314.10 |
311.15 |
313.10 |
+0.20 |
1,247 |
23,415 |
-562 |
Oct16 |
160808 |
309.30 |
310.40 |
308.70 |
310.40 |
+0.15 |
203 |
46 |
-121 |
Nov16 |
160808 |
307.60 |
307.65 |
306.15 |
307.60 |
+0.20 |
|
|
|
Dec16 |
160808 |
304.90 |
305.00 |
303.30 |
304.90 |
+0.25 |
0 |
30 |
+0 |
Total Volume and Open Interest |
1,450 |
23,491 |
-683 |
30-Year T-Bonds(CBOT) |
Sep16 |
160808 |
171~120 |
171~240 |
170~260 |
171~210 |
+0~030 |
222,315 |
567,502 |
+2,802 |
Dec16 |
160808 |
169~260 |
170~100 |
169~120 |
170~060 |
+0~030 |
313 |
1,224 |
+52 |
Mar17 |
160808 |
169~020 |
169~020 |
169~020 |
169~020 |
+0~030 |
|
|
|
Total Volume and Open Interest |
222,628 |
568,726 |
+2,854 |
10-Year T-Notes(CBOT) |
Sep16 |
160808 |
132~015 |
132~065 |
131~270 |
132~015 |
-0~030 |
1,115,628 |
2,769,876 |
+10,676 |
Dec16 |
160808 |
131~005 |
131~070 |
130~275 |
131~020 |
-0~035 |
16,128 |
26,805 |
+12,691 |
Mar17 |
160808 |
130~080 |
130~080 |
130~080 |
130~080 |
-0~035 |
|
|
|
Total Volume and Open Interest |
1,131,756 |
2,796,681 |
+23,367 |
5-Year T-Notes(CBOT) |
Sep16 |
160808 |
121~152 |
121~174 |
121~122 |
121~160 |
-0~010 |
515,164 |
2,752,456 |
+12,124 |
Dec16 |
160808 |
121~154 |
121~170 |
121~116 |
121~154 |
-0~014 |
2,741 |
20,472 |
+1,693 |
Mar17 |
160808 |
121~056 |
121~056 |
121~056 |
121~056 |
-0~014 |
|
|
|
Total Volume and Open Interest |
517,905 |
2,772,928 |
+13,817 |
2 Year T-Notes(CBOT) |
Sep16 |
160808 |
109~112 |
109~116 |
109~102 |
109~114 |
unch |
199,270 |
1,087,454 |
-6,526 |
Dec16 |
160808 |
109~094 |
109~094 |
109~082 |
109~090 |
unch |
4,116 |
9,186 |
+4,042 |
Mar17 |
160808 |
109~084 |
109~084 |
109~084 |
109~084 |
unch |
|
|
|
Total Volume and Open Interest |
203,386 |
1,096,640 |
-2,484 |
Eurodollars(CME) |
Sep16 |
160808 |
99.130 |
99.135 |
99.115 |
99.120 |
-0.015 |
268,546 |
1,181,880 |
-4,842 |
Dec16 |
160808 |
99.075 |
99.085 |
99.060 |
99.065 |
-0.020 |
359,858 |
1,433,189 |
+25,428 |
Mar17 |
160808 |
99.040 |
99.050 |
99.020 |
99.030 |
-0.020 |
240,502 |
1,049,120 |
+24,752 |
Jun17 |
160808 |
99.000 |
99.015 |
98.980 |
98.990 |
-0.020 |
212,159 |
953,299 |
+18,097 |
Sep17 |
160808 |
98.970 |
98.985 |
98.945 |
98.955 |
-0.020 |
180,084 |
833,665 |
+20,326 |
Dec17 |
160808 |
98.925 |
98.940 |
98.905 |
98.910 |
-0.020 |
268,573 |
1,236,979 |
+6,670 |
Mar18 |
160808 |
98.900 |
98.915 |
98.875 |
98.885 |
-0.020 |
164,946 |
623,205 |
-1,364 |
Jun18 |
160808 |
98.860 |
98.880 |
98.845 |
98.855 |
-0.020 |
147,455 |
477,833 |
+10,162 |
Sep18 |
160808 |
98.830 |
98.850 |
98.805 |
98.820 |
-0.020 |
103,684 |
435,247 |
+5,188 |
Dec18 |
160808 |
98.780 |
98.800 |
98.760 |
98.775 |
-0.015 |
128,531 |
560,746 |
+19,631 |
Mar19 |
160808 |
98.745 |
98.770 |
98.725 |
98.745 |
-0.015 |
81,790 |
396,053 |
-405 |
Jun19 |
160808 |
98.715 |
98.735 |
98.690 |
98.710 |
-0.015 |
73,760 |
288,747 |
-1,204 |
Sep19 |
160808 |
98.670 |
98.695 |
98.645 |
98.670 |
-0.015 |
53,733 |
235,439 |
+3,817 |
Dec19 |
160808 |
98.625 |
98.645 |
98.600 |
98.625 |
-0.010 |
61,466 |
223,737 |
-3,078 |
Mar20 |
160808 |
98.585 |
98.610 |
98.560 |
98.590 |
-0.010 |
36,299 |
148,604 |
+2,488 |
Jun20 |
160808 |
98.550 |
98.565 |
98.515 |
98.550 |
-0.005 |
33,115 |
95,617 |
+228 |
Sep20 |
160808 |
98.490 |
98.520 |
98.465 |
98.505 |
-0.005 |
25,936 |
83,496 |
-1,061 |
Dec20 |
160808 |
98.450 |
98.470 |
98.415 |
98.455 |
-0.005 |
21,979 |
92,770 |
+1,944 |
Total Volume and Open Interest |
2,545,760 |
10,765,236 |
+145,962 |
Ultra T-Bond(CBOT) |
Sep16 |
160808 |
185~31 |
186~22 |
185~09 |
186~17 |
+0~09 |
78,283 |
605,106 |
+4,593 |
Dec16 |
160808 |
185~22 |
185~22 |
184~25 |
185~22 |
+0~10 |
140 |
145 |
+139 |
Mar17 |
160808 |
184~22 |
184~22 |
184~22 |
184~22 |
+0~10 |
|
|
|
Total Volume and Open Interest |
78,423 |
605,251 |
+4,732 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160808 |
144~185 |
144~265 |
144~100 |
144~205 |
-0~020 |
56,168 |
177,453 |
+942 |
Dec16 |
160808 |
144~080 |
144~080 |
144~075 |
144~080 |
-0~020 |
|
|
|
Mar17 |
160808 |
144~080 |
144~080 |
144~080 |
144~080 |
-0~020 |
|
|
|
Total Volume and Open Interest |
56,168 |
177,453 |
+942 |
30 Day Federal Funds(CBOT) |
Aug16 |
160808 |
99.603 |
99.603 |
99.600 |
99.600 |
-0.003 |
29,048 |
134,028 |
-4,997 |
Sep16 |
160808 |
99.585 |
99.590 |
99.585 |
99.590 |
unch |
14,889 |
65,384 |
+3,190 |
Oct16 |
160808 |
99.555 |
99.565 |
99.555 |
99.560 |
unch |
30,853 |
171,831 |
+8,552 |
Nov16 |
160808 |
99.550 |
99.555 |
99.550 |
99.550 |
-0.010 |
12,172 |
86,752 |
+2,243 |
Dec16 |
160808 |
99.520 |
99.525 |
99.515 |
99.520 |
-0.005 |
5,810 |
52,309 |
+1,080 |
Jan17 |
160808 |
99.485 |
99.490 |
99.480 |
99.485 |
-0.005 |
22,364 |
102,933 |
+6,359 |
Total Volume and Open Interest |
158,973 |
798,050 |
+30,385 |
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 |
160808 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160808 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160808 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160808 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160808 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160808 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160808 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160808 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160808 |
151.71 |
151.73 |
151.02 |
151.17 |
-0.25 |
3,019 |
15,769 |
-1,847 |
Dec16 |
160808 |
151.31 |
151.31 |
151.31 |
151.31 |
-0.25 |
0 |
34 |
+0 |
Mar17 |
160808 |
151.23 |
151.23 |
151.23 |
151.23 |
-0.25 |
|
|
|
Total Volume and Open Interest |
3,019 |
15,803 |
-1,847 |
Euro-Buxl(EUREX) |
Sep16 |
160808 |
193.02 |
193.42 |
191.88 |
192.82 |
-0.66 |
36,446 |
143,149 |
+6,827 |
Dec16 |
160808 |
191.14 |
191.14 |
191.14 |
191.14 |
-0.70 |
0 |
32 |
+0 |
Mar17 |
160808 |
191.14 |
191.14 |
191.14 |
191.14 |
-0.70 |
|
|
|
Total Volume and Open Interest |
36,446 |
143,181 |
+6,827 |
Euro-Bund(EUREX) |
Sep16 |
160808 |
166.98 |
167.24 |
166.76 |
167.10 |
-0.05 |
660,720 |
1,699,521 |
+104,011 |
Dec16 |
160808 |
164.13 |
164.52 |
164.11 |
164.39 |
-0.04 |
6,564 |
52,190 |
+4,831 |
Mar17 |
160808 |
166.60 |
166.60 |
166.60 |
166.60 |
-0.05 |
2 |
36 |
+2 |
Total Volume and Open Interest |
667,286 |
1,751,747 |
+108,844 |
Euro-Bobl(EUREX) |
Sep16 |
160808 |
133.53 |
133.63 |
133.47 |
133.60 |
+0.04 |
412,430 |
1,315,217 |
+65,584 |
Dec16 |
160808 |
131.51 |
131.62 |
131.51 |
131.62 |
+0.04 |
6,085 |
13,219 |
+5,160 |
Mar17 |
160808 |
133.55 |
133.55 |
133.55 |
133.55 |
+0.04 |
|
|
|
Total Volume and Open Interest |
418,515 |
1,328,436 |
+70,744 |
Euro-Schatz(EUREX) |
Sep16 |
160808 |
112.00 |
112.02 |
111.98 |
112.01 |
+0.01 |
207,988 |
1,110,918 |
+15,652 |
Dec16 |
160808 |
111.99 |
112.00 |
111.98 |
112.00 |
+0.02 |
1,170 |
1,355 |
+1,170 |
Mar17 |
160808 |
112.01 |
112.01 |
112.01 |
112.01 |
+0.01 |
|
|
|
Total Volume and Open Interest |
209,158 |
1,112,273 |
+16,822 |
3-Mth Euribor(EUREX) |
Sep16 |
160808 |
100.315 |
100.315 |
100.315 |
100.315 |
unch |
24 |
3,969 |
+0 |
Dec16 |
160808 |
100.335 |
100.335 |
100.335 |
100.335 |
unch |
37 |
2,707 |
+0 |
Mar17 |
160808 |
100.345 |
100.345 |
100.345 |
100.345 |
+0.005 |
0 |
3,213 |
-65 |
Total Volume and Open Interest |
325 |
76,799 |
+139 |
Long Gilt(LIFFE) |
Sep16 |
160808 |
131~01 |
131~28 |
130~31 |
131~25 |
+0~17 |
245,061 |
530,801 |
-5,722 |
Dec16 |
160808 |
130~22 |
130~22 |
130~22 |
130~22 |
+0~16 |
|
|
|
Total Volume and Open Interest |
245,061 |
530,801 |
-5,722 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160808 |
99.68 |
99.68 |
99.67 |
99.68 |
unch |
262,745 |
441,292 |
-29,201 |
Dec16 |
160808 |
99.75 |
99.78 |
99.75 |
99.76 |
unch |
263,635 |
693,725 |
+41,607 |
Mar17 |
160808 |
99.77 |
99.79 |
99.76 |
99.77 |
unch |
150,445 |
370,459 |
+6,345 |
Jun17 |
160808 |
99.76 |
99.79 |
99.76 |
99.78 |
+0.01 |
128,618 |
356,395 |
+433 |
Sep17 |
160808 |
99.76 |
99.79 |
99.76 |
99.78 |
+0.02 |
111,547 |
288,889 |
-7,482 |
Dec17 |
160808 |
99.75 |
99.78 |
99.75 |
99.78 |
+0.03 |
106,417 |
314,934 |
+659 |
Total Volume and Open Interest |
1,452,914 |
3,368,909 |
+35,428 |
3-Mth Euribor(LIFFE) |
Sep16 |
160808 |
100.310 |
100.315 |
100.310 |
100.310 |
unch |
27,748 |
347,658 |
-2,099 |
Dec16 |
160808 |
100.335 |
100.335 |
100.330 |
100.335 |
+0.005 |
52,306 |
466,361 |
+584 |
Mar17 |
160808 |
100.335 |
100.345 |
100.335 |
100.345 |
+0.005 |
45,322 |
397,917 |
-6,924 |
Total Volume and Open Interest |
465,772 |
3,093,880 |
-19,988 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160808 |
98.22 |
98.23 |
98.21 |
98.22 |
-0.01 |
14,919 |
165,888 |
-2,968 |
Dec16 |
160808 |
98.31 |
98.32 |
98.28 |
98.30 |
-0.01 |
18,682 |
186,124 |
+3,384 |
Mar17 |
160808 |
98.36 |
98.36 |
98.32 |
98.35 |
-0.01 |
14,160 |
156,963 |
+600 |
Jun17 |
160808 |
98.38 |
98.38 |
98.34 |
98.36 |
-0.02 |
8,120 |
126,136 |
-2,706 |
Sep17 |
160808 |
98.38 |
98.38 |
98.35 |
98.37 |
-0.02 |
5,338 |
90,453 |
+749 |
Dec17 |
160808 |
98.37 |
98.38 |
98.34 |
98.36 |
-0.02 |
6,018 |
74,533 |
+2,835 |
Mar18 |
160808 |
98.37 |
98.37 |
98.33 |
98.35 |
-0.02 |
6,581 |
59,143 |
+3,422 |
Jun18 |
160808 |
98.35 |
98.36 |
98.31 |
98.34 |
-0.02 |
1,687 |
43,807 |
-99 |
Sep18 |
160808 |
98.33 |
98.33 |
98.30 |
98.32 |
-0.02 |
81 |
6,890 |
+77 |
Dec18 |
160808 |
98.29 |
98.29 |
98.29 |
98.29 |
-0.02 |
0 |
3,885 |
+0 |
Total Volume and Open Interest |
75,586 |
916,563 |
+5,294 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160808 |
98.11 |
98.12 |
98.02 |
98.03 |
-0.09 |
126,574 |
821,544 |
-19,613 |
Dec16 |
160808 |
98.03 |
98.03 |
98.03 |
98.03 |
-0.09 |
|
|
|
Total Volume and Open Interest |
126,574 |
821,544 |
-19,613 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160808 |
98.60 |
98.61 |
98.55 |
98.58 |
-0.03 |
130,328 |
791,365 |
-22,065 |
Dec16 |
160808 |
98.58 |
98.58 |
98.58 |
98.58 |
-0.03 |
|
|
|
Total Volume and Open Interest |
130,328 |
791,365 |
-22,065 |
Gold(CMX) |
Aug16 |
160808 |
1330.0 |
1335.4 |
1327.8 |
1333.4 |
-3.0 |
381 |
3,142 |
-126 |
Oct16 |
160808 |
1336.3 |
1338.9 |
1330.6 |
1336.4 |
-3.1 |
7,747 |
48,116 |
+1,431 |
Dec16 |
160808 |
1341.2 |
1343.9 |
1335.3 |
1341.3 |
-3.1 |
170,002 |
453,537 |
+3,976 |
Feb17 |
160808 |
1343.1 |
1348.0 |
1339.6 |
1345.5 |
-3.2 |
5,888 |
27,579 |
+2,172 |
Apr17 |
160808 |
1349.8 |
1350.2 |
1349.5 |
1349.5 |
-3.1 |
1,151 |
8,165 |
-41 |
Jun17 |
160808 |
1350.8 |
1353.4 |
1347.1 |
1353.1 |
-3.0 |
1,936 |
13,728 |
-899 |
Aug17 |
160808 |
1356.9 |
1356.9 |
1356.7 |
1356.7 |
-2.9 |
1,811 |
6,052 |
+888 |
Oct17 |
160808 |
1361.2 |
1361.2 |
1360.0 |
1360.0 |
-2.9 |
132 |
958 |
+91 |
Dec17 |
160808 |
1360.7 |
1364.1 |
1360.0 |
1363.2 |
-2.9 |
755 |
11,472 |
+393 |
Feb18 |
160808 |
1366.3 |
1366.3 |
1366.0 |
1366.0 |
-2.9 |
0 |
55 |
+0 |
Apr18 |
160808 |
1368.8 |
1368.8 |
1368.8 |
1368.8 |
-2.8 |
0 |
3 |
+0 |
Jun18 |
160808 |
1371.5 |
1371.5 |
1371.5 |
1371.5 |
-2.8 |
100 |
4,234 |
+100 |
Total Volume and Open Interest |
193,442 |
590,494 |
+6,583 |
Silver(CMX) |
Sep16 |
160808 |
1955.0 |
1989.0 |
1951.5 |
1980.5 |
-1.2 |
58,935 |
147,349 |
-1,195 |
Dec16 |
160808 |
1981.0 |
2000.5 |
1964.0 |
1992.1 |
-0.9 |
5,744 |
57,899 |
+1,297 |
Mar17 |
160808 |
1985.0 |
2007.0 |
1985.0 |
2002.9 |
-0.5 |
850 |
9,506 |
+185 |
May17 |
160808 |
2000.0 |
2012.0 |
1993.5 |
2009.1 |
-0.3 |
33 |
508 |
+3 |
Jul17 |
160808 |
1996.0 |
2018.0 |
1996.0 |
2015.3 |
-0.1 |
178 |
2,447 |
-33 |
Sep17 |
160808 |
2015.0 |
2022.5 |
2005.5 |
2021.7 |
-0.1 |
20 |
389 |
-13 |
Dec17 |
160808 |
2019.0 |
2036.0 |
2015.5 |
2030.7 |
-0.4 |
241 |
2,038 |
+96 |
Total Volume and Open Interest |
66,165 |
223,484 |
+342 |
Platinum(NYMEX) |
Oct16 |
160808 |
1151.5 |
1160.0 |
1145.5 |
1155.4 |
+3.9 |
10,088 |
75,892 |
+438 |
Jan17 |
160808 |
1149.4 |
1161.3 |
1148.8 |
1157.4 |
+3.9 |
90 |
4,171 |
+14 |
Apr17 |
160808 |
1159.8 |
1159.8 |
1159.8 |
1159.8 |
+3.9 |
0 |
108 |
+0 |
Jul17 |
160808 |
1161.5 |
1161.5 |
1161.5 |
1161.5 |
+3.9 |
0 |
14 |
+0 |
Total Volume and Open Interest |
10,191 |
80,253 |
+460 |
Palladium(NYMEX) |
Sep16 |
160808 |
697.15 |
700.95 |
688.60 |
693.30 |
-3.00 |
5,403 |
26,378 |
-492 |
Dec16 |
160808 |
697.80 |
701.10 |
690.95 |
694.75 |
-3.05 |
446 |
2,965 |
+302 |
Mar17 |
160808 |
695.65 |
695.65 |
695.65 |
695.65 |
-3.05 |
0 |
40 |
+0 |
Total Volume and Open Interest |
5,849 |
29,383 |
-190 |
Copper(CMX) |
Sep16 |
160808 |
215.60 |
218.10 |
215.35 |
216.50 |
+1.10 |
69,709 |
96,327 |
+889 |
Dec16 |
160808 |
216.85 |
219.30 |
216.80 |
217.75 |
+0.90 |
14,200 |
60,925 |
+1,140 |
Mar17 |
160808 |
218.00 |
220.25 |
218.00 |
218.80 |
+0.90 |
3,105 |
21,576 |
+597 |
May17 |
160808 |
218.40 |
220.30 |
218.40 |
219.50 |
+0.90 |
169 |
4,966 |
+68 |
Jul17 |
160808 |
220.00 |
220.80 |
220.00 |
220.10 |
+0.90 |
101 |
888 |
+54 |
Total Volume and Open Interest |
88,302 |
193,609 |
+2,819 |
E-mini DJIA Index(CBOT) |
Sep16 |
160808 |
18458 |
18508 |
18436 |
18460 |
+6 |
103,806 |
141,977 |
-44 |
Dec16 |
160808 |
18380 |
18416 |
18351 |
18370 |
+14 |
76 |
537 |
+50 |
Mar17 |
160808 |
18300 |
18315 |
18292 |
18292 |
+14 |
20 |
120 |
+10 |
Jun17 |
160808 |
18200 |
18251 |
18142 |
18251 |
+14 |
|
|
|
Total Volume and Open Interest |
103,902 |
142,634 |
+16 |
S & P 500(CME) |
Sep16 |
160808 |
2176.00 |
2182.70 |
2173.50 |
2175.50 |
-1.30 |
1,725 |
91,615 |
-1,971 |
Dec16 |
160808 |
2168.00 |
2171.90 |
2165.90 |
2168.00 |
-1.20 |
96 |
1,029 |
-72 |
Mar17 |
160808 |
2161.20 |
2165.10 |
2159.10 |
2161.20 |
-1.20 |
0 |
60 |
+0 |
Jun17 |
160808 |
2154.80 |
2158.70 |
2152.70 |
2154.80 |
-1.20 |
0 |
60 |
+0 |
Total Volume and Open Interest |
1,821 |
92,764 |
-2,043 |
S & P 500 E-Mini(Globex) |
Sep16 |
160808 |
2176.00 |
2183.00 |
2173.25 |
2175.50 |
-1.25 |
1,239,577 |
2,885,181 |
-15,626 |
Dec16 |
160808 |
2169.00 |
2175.25 |
2166.00 |
2168.00 |
-1.25 |
2,415 |
40,923 |
+635 |
Mar17 |
160808 |
2163.25 |
2168.25 |
2159.50 |
2161.25 |
-1.25 |
15 |
862 |
-7 |
Jun17 |
160808 |
2154.75 |
2154.75 |
2154.75 |
2154.75 |
-1.25 |
0 |
320 |
+0 |
Total Volume and Open Interest |
1,242,009 |
2,927,287 |
-14,997 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160808 |
4784.80 |
4800.80 |
4766.30 |
4779.30 |
-3.70 |
167,881 |
286,306 |
-2,742 |
Dec16 |
160808 |
4776.80 |
4793.00 |
4758.30 |
4771.80 |
-3.20 |
381 |
531 |
+29 |
Mar17 |
160808 |
4765.80 |
4775.00 |
4765.80 |
4765.80 |
-3.20 |
0 |
49 |
+0 |
Total Volume and Open Interest |
168,263 |
286,894 |
-2,712 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160808 |
1556.70 |
1565.70 |
1556.70 |
1560.50 |
+0.60 |
10,471 |
82,791 |
+420 |
Dec16 |
160808 |
1555.10 |
1558.10 |
1555.10 |
1555.10 |
+0.60 |
0 |
10 |
+0 |
Mar17 |
160808 |
1555.60 |
1555.60 |
1555.60 |
1555.60 |
+0.60 |
|
|
|
Total Volume and Open Interest |
10,471 |
82,801 |
+420 |
Volatility Index(CBOE) |
Aug16 |
160808 |
12.92 |
13.00 |
12.45 |
12.48 |
-0.40 |
76,294 |
222,568 |
+0 |
Sep16 |
160808 |
15.30 |
15.40 |
15.10 |
15.13 |
-0.20 |
67,122 |
151,314 |
+0 |
Oct16 |
160808 |
17.25 |
17.31 |
16.98 |
17.00 |
-0.28 |
19,094 |
53,725 |
+0 |
Nov16 |
160808 |
17.95 |
18.05 |
17.70 |
17.73 |
-0.25 |
10,341 |
33,687 |
+0 |
Total Volume and Open Interest |
185,296 |
517,248 |
+0 |
Russell 2000(ICE) |
Sep16 |
160808 |
1228.00 |
1234.30 |
1226.20 |
1227.20 |
-1.20 |
65,061 |
328,048 |
+1,192 |
Dec16 |
160808 |
1226.10 |
1226.10 |
1222.70 |
1222.70 |
-1.20 |
2 |
1,012 |
+0 |
Mar17 |
160808 |
1218.70 |
1218.70 |
1218.70 |
1218.70 |
-1.20 |
0 |
250 |
+0 |
Total Volume and Open Interest |
65,063 |
329,475 |
+1,192 |
Nikkei 225(CME) |
Sep16 |
160808 |
16485 |
16740 |
16470 |
16655 |
+215 |
14,628 |
35,041 |
-1,101 |
Dec16 |
160808 |
16525 |
16680 |
16525 |
16605 |
+200 |
13 |
180 |
-5 |
Total Volume and Open Interest |
14,641 |
35,221 |
-1,106 |
Nikkei 225(SGX) |
Sep16 |
160808 |
16280 |
16630 |
16175 |
16605 |
+370 |
83,295 |
199,942 |
-2,093 |
Dec16 |
160808 |
16300 |
16490 |
16295 |
16490 |
+370 |
199 |
6,751 |
+40 |
Mar17 |
160808 |
16460 |
16460 |
16460 |
16460 |
+425 |
|
|
|
Total Volume and Open Interest |
94,919 |
216,817 |
+3,185 |
Nikkei 225(CME) Yen |
Sep16 |
160808 |
16460 |
16725 |
16450 |
16635 |
+225 |
50,224 |
70,261 |
+1,021 |
Dec16 |
160808 |
16355 |
16575 |
16350 |
16505 |
+225 |
27 |
39 |
-26 |
Mar17 |
160808 |
16455 |
16455 |
16455 |
16455 |
+225 |
|
|
|
Total Volume and Open Interest |
50,251 |
70,300 |
+995 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160808 |
16630 |
16710 |
16630 |
16630 |
+220 |
3 |
11 |
+0 |
Dec16 |
160808 |
16500 |
16500 |
16500 |
16500 |
+220 |
|
|
|
Mar17 |
160808 |
16450 |
16450 |
16450 |
16450 |
+220 |
|
|
|
Total Volume and Open Interest |
3 |
11 |
+0 |
CAC 40(EURONEXT) |
Aug16 |
160808 |
4424.5 |
4442.0 |
4406.0 |
4415.5 |
+5.0 |
67,925 |
264,651 |
-4,733 |
Sep16 |
160808 |
4416.5 |
4438.5 |
4406.0 |
4414.0 |
+5.0 |
481 |
13,096 |
+21 |
Oct16 |
160808 |
4425.0 |
4425.0 |
4402.5 |
4402.5 |
+5.0 |
6 |
16 |
+3 |
Total Volume and Open Interest |
68,413 |
277,809 |
-4,708 |
Hang Seng Index(HKFE) |
Aug16 |
160808 |
22123 |
22479 |
22102 |
22448 |
+325 |
86,464 |
112,656 |
+547 |
Sep16 |
160808 |
22048 |
22416 |
22048 |
22395 |
+332 |
590 |
7,310 |
+357 |
Total Volume and Open Interest |
87,143 |
124,842 |
+936 |
DAX(EUREX) |
Sep16 |
160808 |
10427.5 |
10479.0 |
10396.5 |
10433.5 |
+80.5 |
82,039 |
151,397 |
+3,068 |
Dec16 |
160808 |
10405.0 |
10462.5 |
10397.0 |
10420.5 |
+80.5 |
42 |
5,822 |
+0 |
Mar17 |
160808 |
10400.0 |
10413.5 |
10400.0 |
10413.5 |
+80.5 |
0 |
185 |
-1 |
Total Volume and Open Interest |
82,081 |
157,404 |
+3,067 |
Mini-DAX(EUREX) |
Sep16 |
160808 |
10425.0 |
10476.0 |
10397.0 |
10433.5 |
+80.5 |
22,643 |
10,350 |
+1,161 |
Dec16 |
160808 |
10393.0 |
10463.0 |
10388.0 |
10420.5 |
+80.5 |
58 |
195 |
-6 |
Mar17 |
160808 |
10413.5 |
10413.5 |
10413.5 |
10413.5 |
+80.5 |
0 |
11 |
+0 |
Total Volume and Open Interest |
22,701 |
10,556 |
+1,155 |
FT-SE 100(EURONEXT) |
Sep16 |
160808 |
6748.50 |
6784.00 |
6734.50 |
6764.00 |
+23.50 |
159,550 |
650,338 |
+2,706 |
Dec16 |
160808 |
6730.50 |
6730.50 |
6702.50 |
6722.50 |
+23.00 |
57 |
212 |
+10 |
Mar17 |
160808 |
6663.00 |
6663.00 |
6663.00 |
6663.00 |
+23.00 |
|
|
|
Total Volume and Open Interest |
159,607 |
650,550 |
+2,716 |
SPI 200(SFE) |
Sep16 |
160808 |
5464.0 |
5502.0 |
5455.0 |
5483.0 |
+25.0 |
25,314 |
293,647 |
-1,825 |
Dec16 |
160808 |
5468.0 |
5468.0 |
5468.0 |
5468.0 |
+25.0 |
3 |
2,583 |
+0 |
Mar17 |
160808 |
5419.0 |
5419.0 |
5419.0 |
5419.0 |
+25.0 |
0 |
1,436 |
+0 |
Total Volume and Open Interest |
25,384 |
299,002 |
-1,774 |
FTSE MIB(ISE) |
Sep16 |
160808 |
16675.00 |
16800.00 |
16650.00 |
16724.00 |
+117.00 |
28,570 |
39,822 |
-144 |
Dec16 |
160808 |
16620.00 |
16655.00 |
16555.00 |
16597.00 |
+117.00 |
13 |
263 |
+3 |
Mar17 |
160808 |
16604.00 |
16604.00 |
16604.00 |
16604.00 |
+117.00 |
|
|
|
Total Volume and Open Interest |
28,583 |
40,085 |
-141 |
KOSPI 200(KFE) |
Sep16 |
160808 |
252.75 |
254.70 |
252.50 |
254.20 |
+1.50 |
107,112 |
126,407 |
-782 |
Dec16 |
160808 |
253.40 |
255.45 |
253.40 |
254.95 |
+1.50 |
359 |
9,588 |
+17 |
Mar17 |
160808 |
252.50 |
252.50 |
251.65 |
252.25 |
+1.60 |
27 |
1,121 |
-8 |
Total Volume and Open Interest |
107,500 |
140,139 |
-773 |
GSCI(CME) |
Aug16 |
160808 |
342.30 |
347.35 |
342.30 |
345.70 |
+4.30 |
473 |
11,854 |
-427 |
Sep16 |
160808 |
347.90 |
349.85 |
347.90 |
348.60 |
+4.45 |
101 |
950 |
+100 |
Oct16 |
160808 |
352.25 |
352.25 |
352.25 |
352.25 |
+4.30 |
|
|
|
Total Volume and Open Interest |
574 |
12,804 |
-327 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|