|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu August 11, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug16 |
160811 |
1022.25 |
1028.00 |
1017.50 |
1022.25 |
+5.25 |
865 |
1,868 |
-463 |
Sep16 |
160811 |
998.00 |
1007.50 |
995.50 |
1001.75 |
+3.25 |
13,648 |
48,687 |
-1,600 |
Nov16 |
160811 |
982.25 |
990.00 |
978.25 |
984.00 |
+1.75 |
81,169 |
382,472 |
+1,815 |
Jan17 |
160811 |
982.00 |
989.25 |
978.00 |
983.50 |
+1.50 |
11,527 |
65,557 |
+605 |
Mar17 |
160811 |
974.50 |
979.75 |
969.00 |
974.75 |
+3.25 |
8,186 |
67,891 |
-275 |
May17 |
160811 |
970.75 |
978.25 |
968.25 |
973.75 |
+4.00 |
4,273 |
34,748 |
+199 |
Jul17 |
160811 |
972.50 |
980.50 |
969.50 |
975.75 |
+4.25 |
4,347 |
39,640 |
+72 |
Aug17 |
160811 |
970.75 |
971.00 |
963.00 |
970.75 |
+4.50 |
47 |
441 |
+13 |
Sep17 |
160811 |
944.75 |
950.00 |
944.50 |
950.00 |
+4.25 |
25 |
431 |
+13 |
Nov17 |
160811 |
930.00 |
934.75 |
928.00 |
932.00 |
+3.50 |
2,781 |
31,319 |
-737 |
Jan18 |
160811 |
936.00 |
936.00 |
933.75 |
933.75 |
+3.25 |
0 |
540 |
+0 |
Mar18 |
160811 |
932.25 |
932.25 |
932.25 |
932.25 |
+2.50 |
0 |
71 |
+0 |
May18 |
160811 |
934.50 |
934.50 |
934.50 |
934.50 |
+2.50 |
0 |
50 |
+0 |
Jul18 |
160811 |
938.50 |
938.50 |
938.50 |
938.50 |
+2.25 |
0 |
128 |
+0 |
Total Volume and Open Interest |
126,877 |
674,104 |
-355 |
Soybean Meal(CBOT) |
Aug16 |
160811 |
338.80 |
340.20 |
333.70 |
333.90 |
-2.30 |
533 |
436 |
-192 |
Sep16 |
160811 |
334.00 |
338.20 |
333.10 |
333.90 |
-0.10 |
14,832 |
50,656 |
-2,705 |
Oct16 |
160811 |
332.20 |
336.00 |
331.00 |
331.80 |
-0.10 |
8,255 |
31,334 |
+1,368 |
Dec16 |
160811 |
329.80 |
334.10 |
329.00 |
329.90 |
-0.20 |
35,054 |
161,088 |
-1,260 |
Jan17 |
160811 |
327.00 |
331.20 |
326.40 |
327.30 |
+0.20 |
4,950 |
29,889 |
+1,078 |
Mar17 |
160811 |
318.60 |
322.60 |
317.90 |
318.80 |
+0.60 |
4,246 |
31,629 |
-565 |
May17 |
160811 |
316.00 |
320.40 |
316.00 |
316.80 |
+0.80 |
1,874 |
19,990 |
+17 |
Jul17 |
160811 |
317.80 |
321.10 |
316.50 |
317.60 |
+0.70 |
2,039 |
18,574 |
+13 |
Aug17 |
160811 |
317.00 |
319.50 |
316.40 |
316.50 |
+1.20 |
131 |
2,085 |
+37 |
Sep17 |
160811 |
313.30 |
317.00 |
313.30 |
314.60 |
+1.30 |
106 |
1,805 |
-2 |
Total Volume and Open Interest |
72,474 |
357,482 |
-2,155 |
Soybean Oil(CBOT) |
Aug16 |
160811 |
31.39 |
31.77 |
31.32 |
31.71 |
+0.21 |
863 |
437 |
-141 |
Sep16 |
160811 |
31.59 |
31.99 |
31.22 |
31.79 |
+0.22 |
23,641 |
48,049 |
-1,664 |
Oct16 |
160811 |
31.75 |
32.12 |
31.36 |
31.93 |
+0.22 |
11,159 |
31,088 |
+764 |
Dec16 |
160811 |
32.12 |
32.40 |
31.65 |
32.21 |
+0.22 |
51,704 |
177,463 |
-1,863 |
Jan17 |
160811 |
32.33 |
32.63 |
31.88 |
32.44 |
+0.21 |
6,690 |
33,055 |
+211 |
Mar17 |
160811 |
32.45 |
32.82 |
32.08 |
32.64 |
+0.22 |
3,785 |
25,989 |
+315 |
May17 |
160811 |
32.64 |
32.97 |
32.25 |
32.80 |
+0.22 |
1,604 |
18,395 |
+81 |
Jul17 |
160811 |
32.79 |
33.15 |
32.44 |
32.99 |
+0.21 |
1,482 |
11,103 |
+396 |
Aug17 |
160811 |
33.01 |
33.10 |
32.71 |
33.06 |
+0.21 |
143 |
3,439 |
+4 |
Sep17 |
160811 |
33.07 |
33.07 |
33.07 |
33.07 |
+0.20 |
107 |
2,704 |
+13 |
Total Volume and Open Interest |
101,452 |
359,540 |
-1,836 |
Canola(WCE) |
Nov16 |
160811 |
460.3 |
463.4 |
457.7 |
462.3 |
+1.4 |
12,654 |
122,622 |
+71 |
Jan17 |
160811 |
467.5 |
468.6 |
463.2 |
467.2 |
+0.6 |
2,490 |
24,159 |
+19 |
Mar17 |
160811 |
473.0 |
473.8 |
470.0 |
472.9 |
+0.4 |
1,125 |
5,668 |
+294 |
May17 |
160811 |
476.3 |
478.2 |
473.9 |
477.5 |
+0.1 |
539 |
4,801 |
-125 |
Jul17 |
160811 |
483.8 |
483.8 |
479.5 |
481.5 |
-0.1 |
833 |
7,121 |
+502 |
Total Volume and Open Interest |
18,372 |
168,430 |
+912 |
Corn(CBOT) |
Sep16 |
160811 |
322.25 |
323.75 |
320.50 |
321.00 |
-1.50 |
121,417 |
335,791 |
-24,062 |
Dec16 |
160811 |
333.00 |
334.25 |
331.00 |
331.75 |
-1.25 |
174,627 |
647,236 |
+22,037 |
Mar17 |
160811 |
343.50 |
344.25 |
341.25 |
342.00 |
-1.25 |
44,139 |
167,168 |
+4,659 |
May17 |
160811 |
349.75 |
350.75 |
348.00 |
349.00 |
-1.00 |
5,508 |
40,468 |
+771 |
Jul17 |
160811 |
356.50 |
357.50 |
354.75 |
355.75 |
-0.75 |
12,671 |
80,554 |
+2,997 |
Sep17 |
160811 |
363.25 |
364.00 |
361.75 |
362.75 |
-0.50 |
2,974 |
31,310 |
+804 |
Dec17 |
160811 |
372.25 |
373.00 |
371.00 |
372.25 |
unch |
4,722 |
52,040 |
-85 |
Mar18 |
160811 |
382.00 |
382.00 |
381.50 |
381.50 |
unch |
119 |
2,531 |
+66 |
May18 |
160811 |
386.25 |
386.25 |
386.25 |
386.25 |
-0.25 |
36 |
657 |
+20 |
Jul18 |
160811 |
388.50 |
389.50 |
388.50 |
389.50 |
+0.25 |
64 |
1,014 |
+36 |
Total Volume and Open Interest |
366,278 |
1,360,945 |
+7,243 |
Wheat(CBOT) |
Sep16 |
160811 |
420.00 |
424.00 |
413.50 |
416.25 |
-5.50 |
88,193 |
167,034 |
-21,760 |
Dec16 |
160811 |
439.00 |
443.50 |
434.50 |
437.00 |
-4.50 |
70,351 |
179,376 |
+12,056 |
Mar17 |
160811 |
461.50 |
464.50 |
457.25 |
460.25 |
-2.50 |
15,469 |
56,071 |
+1,735 |
May17 |
160811 |
473.00 |
475.75 |
469.50 |
473.00 |
-1.50 |
3,019 |
14,049 |
-86 |
Jul17 |
160811 |
480.00 |
482.50 |
476.25 |
479.50 |
-1.00 |
3,531 |
25,498 |
+215 |
Sep17 |
160811 |
494.25 |
497.00 |
491.00 |
493.75 |
-1.75 |
360 |
2,677 |
-38 |
Total Volume and Open Interest |
181,172 |
451,314 |
-7,857 |
Wheat(KCBT) |
Sep16 |
160811 |
410.25 |
415.50 |
408.50 |
412.25 |
+0.50 |
25,510 |
104,703 |
-6,617 |
Dec16 |
160811 |
435.50 |
441.00 |
434.25 |
438.00 |
+0.25 |
17,815 |
74,045 |
+4,231 |
Mar17 |
160811 |
453.25 |
457.25 |
450.75 |
454.25 |
unch |
5,652 |
31,619 |
+1,190 |
May17 |
160811 |
465.00 |
467.75 |
462.00 |
465.00 |
unch |
850 |
12,020 |
+122 |
Jul17 |
160811 |
472.00 |
477.00 |
471.25 |
474.00 |
unch |
854 |
17,017 |
+86 |
Sep17 |
160811 |
489.75 |
490.50 |
489.50 |
490.00 |
+0.25 |
161 |
1,648 |
+12 |
Dec17 |
160811 |
513.25 |
513.25 |
512.00 |
512.00 |
-0.75 |
65 |
994 |
-53 |
Total Volume and Open Interest |
50,908 |
242,243 |
-1,028 |
Wheat(MGE) |
Sep16 |
160811 |
500.75 |
510.00 |
499.50 |
503.50 |
+2.25 |
5,703 |
20,947 |
-1,723 |
Dec16 |
160811 |
508.50 |
515.00 |
506.00 |
509.50 |
+1.00 |
3,312 |
18,288 |
+671 |
Mar17 |
160811 |
524.00 |
527.75 |
520.00 |
523.00 |
+0.25 |
758 |
11,252 |
+226 |
May17 |
160811 |
531.50 |
536.50 |
528.00 |
531.75 |
+0.25 |
118 |
5,195 |
+12 |
Jul17 |
160811 |
541.00 |
544.50 |
538.50 |
541.50 |
+0.75 |
207 |
2,732 |
-34 |
Sep17 |
160811 |
552.25 |
553.25 |
550.00 |
551.75 |
+1.25 |
162 |
2,079 |
-55 |
Total Volume and Open Interest |
10,276 |
61,392 |
-913 |
Oats(CBOT) |
Sep16 |
160811 |
173.25 |
173.25 |
167.00 |
169.00 |
-3.00 |
197 |
1,932 |
-80 |
Dec16 |
160811 |
184.50 |
185.00 |
179.00 |
182.00 |
-1.50 |
306 |
7,052 |
+73 |
Mar17 |
160811 |
193.00 |
193.00 |
189.50 |
191.75 |
-1.50 |
38 |
1,165 |
-4 |
May17 |
160811 |
196.00 |
196.00 |
196.00 |
196.00 |
-1.00 |
1 |
29 |
+0 |
Total Volume and Open Interest |
542 |
10,178 |
-11 |
Rough Rice(CBOT) |
Sep16 |
160811 |
9.52 |
9.55 |
9.31 |
9.31 |
-0.21 |
654 |
7,913 |
-226 |
Nov16 |
160811 |
9.81 |
9.81 |
9.55 |
9.55 |
-0.18 |
468 |
3,943 |
+63 |
Jan17 |
160811 |
9.94 |
9.94 |
9.76 |
9.78 |
-0.16 |
61 |
175 |
-6 |
Mar17 |
160811 |
9.98 |
9.98 |
9.98 |
9.98 |
-0.18 |
0 |
48 |
+0 |
Total Volume and Open Interest |
1,183 |
12,081 |
-169 |
Live Cattle(CME) |
Aug16 |
160811 |
116.800 |
117.080 |
115.135 |
116.035 |
-0.815 |
2,617 |
15,019 |
-1,051 |
Oct16 |
160811 |
114.930 |
115.285 |
113.050 |
114.550 |
-0.380 |
16,644 |
110,198 |
-1,186 |
Dec16 |
160811 |
115.885 |
116.250 |
114.100 |
115.300 |
-0.600 |
9,762 |
58,505 |
+105 |
Feb17 |
160811 |
115.430 |
115.680 |
113.650 |
114.650 |
-0.830 |
5,449 |
27,297 |
-106 |
Apr17 |
160811 |
114.250 |
114.300 |
112.450 |
113.480 |
-0.820 |
2,717 |
17,373 |
+317 |
Jun17 |
160811 |
107.250 |
107.450 |
105.785 |
106.600 |
-0.900 |
603 |
7,865 |
+94 |
Total Volume and Open Interest |
38,042 |
239,760 |
-1,721 |
Feeder Cattle(CME) |
Aug16 |
160811 |
149.485 |
150.150 |
146.550 |
148.735 |
-1.000 |
2,103 |
7,270 |
-660 |
Sep16 |
160811 |
148.450 |
148.985 |
145.150 |
146.985 |
-1.515 |
5,388 |
13,461 |
-595 |
Oct16 |
160811 |
145.580 |
146.185 |
142.380 |
144.050 |
-1.780 |
4,553 |
13,591 |
+708 |
Nov16 |
160811 |
142.400 |
143.130 |
139.700 |
141.435 |
-1.415 |
1,288 |
5,570 |
+356 |
Jan17 |
160811 |
138.380 |
138.950 |
136.035 |
137.485 |
-1.465 |
771 |
3,788 |
+89 |
Mar17 |
160811 |
136.285 |
136.300 |
134.035 |
135.435 |
-1.350 |
239 |
1,300 |
+98 |
Apr17 |
160811 |
135.500 |
135.630 |
133.825 |
134.075 |
-1.610 |
79 |
337 |
+19 |
Total Volume and Open Interest |
14,454 |
45,485 |
+17 |
Lean Hogs(CME) |
Aug16 |
160811 |
67.400 |
67.680 |
67.150 |
67.200 |
+0.065 |
2,664 |
15,504 |
-1,117 |
Oct16 |
160811 |
59.400 |
61.450 |
58.285 |
58.430 |
-0.555 |
17,497 |
101,178 |
-3,606 |
Dec16 |
160811 |
55.880 |
56.900 |
54.100 |
54.350 |
-1.000 |
9,105 |
54,959 |
+1,524 |
Feb17 |
160811 |
60.130 |
60.830 |
58.400 |
58.600 |
-1.330 |
3,506 |
25,335 |
-91 |
Apr17 |
160811 |
65.750 |
66.000 |
64.050 |
64.135 |
-1.445 |
820 |
19,116 |
+325 |
May17 |
160811 |
71.200 |
71.200 |
71.200 |
71.200 |
-0.500 |
0 |
250 |
+0 |
Jun17 |
160811 |
76.200 |
76.480 |
74.900 |
75.000 |
-1.285 |
276 |
2,643 |
+103 |
Jul17 |
160811 |
75.885 |
75.950 |
74.550 |
74.550 |
-1.150 |
0 |
450 |
+0 |
Total Volume and Open Interest |
33,871 |
219,821 |
-2,859 |
Class III Milk(CME) |
Aug16 |
160811 |
16.98 |
17.02 |
16.96 |
16.97 |
-0.01 |
162 |
4,868 |
-85 |
Sep16 |
160811 |
17.21 |
17.28 |
17.01 |
17.10 |
-0.08 |
305 |
4,980 |
+91 |
Oct16 |
160811 |
16.90 |
16.93 |
16.71 |
16.77 |
-0.12 |
259 |
3,875 |
+107 |
Nov16 |
160811 |
16.58 |
16.58 |
16.40 |
16.44 |
-0.10 |
126 |
3,383 |
+1 |
Dec16 |
160811 |
16.20 |
16.21 |
16.12 |
16.12 |
-0.08 |
82 |
2,995 |
+21 |
Jan17 |
160811 |
16.05 |
16.05 |
15.99 |
16.02 |
-0.02 |
44 |
1,350 |
+16 |
Feb17 |
160811 |
16.04 |
16.04 |
16.00 |
16.04 |
+0.03 |
28 |
1,129 |
+14 |
Mar17 |
160811 |
16.10 |
16.10 |
16.07 |
16.08 |
unch |
31 |
1,146 |
+22 |
Apr17 |
160811 |
16.15 |
16.16 |
16.14 |
16.14 |
-0.01 |
43 |
1,031 |
+35 |
May17 |
160811 |
16.34 |
16.34 |
16.33 |
16.33 |
-0.03 |
58 |
910 |
+43 |
Jun17 |
160811 |
16.53 |
16.53 |
16.50 |
16.50 |
-0.04 |
74 |
828 |
+38 |
Jul17 |
160811 |
16.67 |
16.67 |
16.60 |
16.65 |
-0.02 |
34 |
366 |
+30 |
Aug17 |
160811 |
16.73 |
16.73 |
16.69 |
16.69 |
-0.04 |
16 |
317 |
+8 |
Total Volume and Open Interest |
1,328 |
28,185 |
+378 |
Cocoa(ICE) |
Sep16 |
160811 |
3014 |
3015 |
2991 |
3002 |
-18 |
23,809 |
29,194 |
-10,171 |
Dec16 |
160811 |
2995 |
3005 |
2974 |
2993 |
-12 |
31,809 |
100,322 |
+3,798 |
Mar17 |
160811 |
2963 |
2975 |
2944 |
2965 |
-13 |
9,821 |
58,523 |
+3,258 |
May17 |
160811 |
2950 |
2962 |
2935 |
2952 |
-13 |
1,632 |
10,435 |
+196 |
Jul17 |
160811 |
2943 |
2946 |
2935 |
2944 |
-13 |
384 |
3,526 |
+39 |
Sep17 |
160811 |
2925 |
2940 |
2925 |
2934 |
-13 |
78 |
3,977 |
+21 |
Dec17 |
160811 |
2923 |
2930 |
2923 |
2924 |
-13 |
34 |
1,022 |
+19 |
Total Volume and Open Interest |
67,573 |
210,891 |
-2,840 |
Coffee "C"(ICE) |
Sep16 |
160811 |
138.30 |
138.80 |
136.55 |
137.70 |
-0.95 |
27,272 |
50,766 |
-8,052 |
Dec16 |
160811 |
142.20 |
142.20 |
140.35 |
141.15 |
-1.20 |
20,158 |
80,607 |
+4,030 |
Mar17 |
160811 |
145.30 |
145.30 |
143.65 |
144.40 |
-1.15 |
6,321 |
26,400 |
+394 |
May17 |
160811 |
147.15 |
147.20 |
145.55 |
146.30 |
-1.15 |
3,416 |
13,791 |
+970 |
Jul17 |
160811 |
148.45 |
148.85 |
147.35 |
148.05 |
-1.15 |
331 |
3,503 |
-10 |
Sep17 |
160811 |
150.00 |
150.45 |
148.90 |
149.65 |
-1.20 |
167 |
3,309 |
-4 |
Total Volume and Open Interest |
57,725 |
184,791 |
-2,638 |
Orange Juice(ICE) |
Sep16 |
160811 |
181.40 |
186.00 |
180.95 |
183.55 |
+2.45 |
1,488 |
10,554 |
-650 |
Nov16 |
160811 |
183.95 |
187.40 |
183.00 |
185.25 |
+2.60 |
1,025 |
5,555 |
+736 |
Jan17 |
160811 |
184.20 |
186.70 |
183.15 |
185.05 |
+2.75 |
33 |
1,085 |
+20 |
Mar17 |
160811 |
181.95 |
183.00 |
181.80 |
182.50 |
+2.65 |
7 |
258 |
+4 |
May17 |
160811 |
180.00 |
180.00 |
180.00 |
180.00 |
+2.55 |
0 |
15 |
+0 |
Jul17 |
160811 |
178.30 |
178.30 |
178.30 |
178.30 |
+2.55 |
|
|
|
Total Volume and Open Interest |
2,553 |
17,469 |
+110 |
Sugar #11(ICE) |
Oct16 |
160811 |
19.60 |
19.89 |
19.53 |
19.60 |
-0.04 |
45,166 |
438,530 |
-144 |
Mar17 |
160811 |
20.11 |
20.36 |
20.02 |
20.09 |
-0.02 |
25,902 |
243,870 |
+125 |
May17 |
160811 |
19.62 |
19.80 |
19.51 |
19.61 |
+0.04 |
12,650 |
70,596 |
+4,182 |
Jul17 |
160811 |
19.00 |
19.26 |
18.97 |
19.09 |
+0.09 |
3,296 |
50,965 |
-103 |
Oct17 |
160811 |
18.66 |
18.96 |
18.66 |
18.78 |
+0.11 |
831 |
31,879 |
+195 |
Mar18 |
160811 |
18.46 |
18.77 |
18.46 |
18.59 |
+0.10 |
285 |
15,422 |
+120 |
May18 |
160811 |
17.97 |
18.20 |
17.97 |
18.10 |
+0.09 |
46 |
4,642 |
+10 |
Jul18 |
160811 |
17.73 |
17.82 |
17.73 |
17.74 |
+0.06 |
29 |
4,904 |
+14 |
Total Volume and Open Interest |
88,213 |
866,930 |
+4,398 |
London Cocoa(LCE) |
Sep16 |
160811 |
2427 |
2427 |
2400 |
2413 |
-7 |
9,064 |
88,804 |
-1,471 |
Dec16 |
160811 |
2390 |
2390 |
2366 |
2377 |
-8 |
10,179 |
79,692 |
+122 |
Mar17 |
160811 |
2341 |
2341 |
2320 |
2332 |
-5 |
4,495 |
56,212 |
-471 |
May17 |
160811 |
2327 |
2327 |
2309 |
2319 |
-5 |
890 |
21,491 |
-71 |
Jul17 |
160811 |
2313 |
2318 |
2308 |
2314 |
-4 |
815 |
4,542 |
+167 |
Sep17 |
160811 |
2305 |
2311 |
2302 |
2306 |
-4 |
296 |
4,720 |
+157 |
Dec17 |
160811 |
2295 |
2296 |
2292 |
2296 |
-4 |
12 |
1,101 |
+12 |
Total Volume and Open Interest |
25,751 |
256,563 |
-1,555 |
London Sugar(LCE) |
Oct16 |
160811 |
531.20 |
538.80 |
531.10 |
532.70 |
+2.20 |
4,141 |
43,416 |
-524 |
Dec16 |
160811 |
534.20 |
541.20 |
534.20 |
535.90 |
+2.50 |
2,027 |
19,806 |
+610 |
Mar17 |
160811 |
537.80 |
542.80 |
536.60 |
538.30 |
+1.80 |
1,199 |
16,567 |
+275 |
May17 |
160811 |
531.30 |
533.60 |
529.80 |
529.90 |
+1.60 |
430 |
8,981 |
+37 |
Aug17 |
160811 |
519.80 |
521.70 |
519.00 |
519.00 |
+2.00 |
149 |
4,432 |
-13 |
Total Volume and Open Interest |
8,045 |
97,328 |
+432 |
Cotton(ICE) |
Oct16 |
160811 |
71.16 |
71.77 |
70.75 |
71.27 |
+0.11 |
58 |
199 |
-7 |
Dec16 |
160811 |
71.40 |
72.44 |
71.25 |
71.86 |
+0.42 |
22,029 |
182,722 |
-3,191 |
Mar17 |
160811 |
72.09 |
72.94 |
71.85 |
72.42 |
+0.43 |
3,520 |
41,133 |
-284 |
May17 |
160811 |
72.29 |
72.85 |
72.01 |
72.37 |
+0.42 |
623 |
5,993 |
+81 |
Jul17 |
160811 |
72.15 |
72.68 |
72.05 |
72.28 |
+0.47 |
352 |
5,273 |
+23 |
Oct17 |
160811 |
71.76 |
71.76 |
71.76 |
71.76 |
+0.30 |
|
|
|
Total Volume and Open Interest |
27,143 |
244,954 |
-3,344 |
Lumber(CME) |
Sep16 |
160811 |
330.8 |
333.1 |
321.1 |
322.6 |
-8.1 |
522 |
3,900 |
-19 |
Nov16 |
160811 |
337.7 |
340.5 |
330.4 |
331.5 |
-6.4 |
231 |
1,372 |
+164 |
Jan17 |
160811 |
342.8 |
342.8 |
335.1 |
335.1 |
-6.2 |
35 |
82 |
+19 |
Mar17 |
160811 |
345.0 |
345.0 |
345.0 |
345.0 |
-3.0 |
0 |
31 |
+0 |
Total Volume and Open Interest |
791 |
5,408 |
+161 |
Crude Oil(NYM) |
Sep16 |
160811 |
41.48 |
43.86 |
41.10 |
43.49 |
+1.78 |
624,703 |
352,351 |
-62,652 |
Oct16 |
160811 |
42.21 |
44.59 |
41.85 |
44.23 |
+1.77 |
243,534 |
312,002 |
+44,499 |
Nov16 |
160811 |
43.01 |
45.35 |
42.64 |
44.99 |
+1.74 |
100,756 |
179,207 |
+13,024 |
Dec16 |
160811 |
43.82 |
46.07 |
43.38 |
45.71 |
+1.71 |
67,882 |
251,062 |
+3,733 |
Jan17 |
160811 |
44.44 |
46.72 |
44.09 |
46.38 |
+1.69 |
20,701 |
106,963 |
+3,371 |
Feb17 |
160811 |
45.04 |
47.24 |
44.65 |
46.91 |
+1.67 |
11,890 |
41,711 |
+357 |
Mar17 |
160811 |
45.56 |
47.63 |
45.13 |
47.36 |
+1.65 |
18,719 |
88,808 |
+2,090 |
Apr17 |
160811 |
46.03 |
47.86 |
45.55 |
47.75 |
+1.63 |
13,488 |
26,160 |
-323 |
May17 |
160811 |
46.16 |
48.21 |
45.91 |
48.08 |
+1.61 |
11,500 |
20,055 |
-441 |
Jun17 |
160811 |
46.57 |
48.63 |
46.21 |
48.35 |
+1.59 |
22,461 |
81,749 |
+1,770 |
Jul17 |
160811 |
47.35 |
48.71 |
46.64 |
48.57 |
+1.56 |
3,064 |
17,946 |
+368 |
Aug17 |
160811 |
46.96 |
48.78 |
46.96 |
48.78 |
+1.53 |
1,845 |
15,972 |
+83 |
Sep17 |
160811 |
48.93 |
49.07 |
48.89 |
48.98 |
+1.50 |
2,924 |
33,951 |
-160 |
Oct17 |
160811 |
49.13 |
49.26 |
49.13 |
49.18 |
+1.47 |
642 |
11,712 |
-221 |
Nov17 |
160811 |
49.35 |
49.39 |
49.35 |
49.39 |
+1.44 |
589 |
12,303 |
+78 |
Dec17 |
160811 |
48.05 |
49.91 |
47.67 |
49.62 |
+1.41 |
26,456 |
146,233 |
-1,367 |
Total Volume and Open Interest |
1,180,803 |
1,829,979 |
+8,116 |
e-miNY Crude Oil(NYM) |
Sep16 |
160811 |
41.525 |
43.850 |
41.100 |
43.500 |
+1.800 |
10,180 |
2,131 |
-15 |
Oct16 |
160811 |
42.275 |
44.575 |
41.875 |
44.225 |
+1.775 |
570 |
1,116 |
+101 |
Nov16 |
160811 |
42.850 |
45.350 |
42.750 |
45.000 |
+1.750 |
89 |
109 |
+13 |
Dec16 |
160811 |
43.675 |
46.050 |
43.500 |
45.700 |
+1.700 |
8 |
740 |
+0 |
Jan17 |
160811 |
44.500 |
46.400 |
44.425 |
46.375 |
+1.675 |
0 |
38 |
+0 |
Feb17 |
160811 |
46.900 |
46.900 |
46.900 |
46.900 |
+1.650 |
0 |
16 |
+0 |
Mar17 |
160811 |
47.350 |
47.350 |
47.350 |
47.350 |
+1.650 |
0 |
15 |
+0 |
Apr17 |
160811 |
47.750 |
47.750 |
47.750 |
47.750 |
+1.625 |
0 |
48 |
+0 |
May17 |
160811 |
48.075 |
48.075 |
48.075 |
48.075 |
+1.600 |
0 |
44 |
+0 |
Jun17 |
160811 |
46.400 |
48.350 |
46.400 |
48.350 |
+1.600 |
2 |
17 |
+0 |
Total Volume and Open Interest |
10,850 |
4,492 |
+100 |
NY Harbor ULSD(NYM) |
Sep16 |
160811 |
131.22 |
139.34 |
130.60 |
138.49 |
+6.65 |
57,132 |
80,711 |
-3,423 |
Oct16 |
160811 |
133.31 |
141.26 |
132.94 |
140.38 |
+6.15 |
31,544 |
72,267 |
+5,047 |
Nov16 |
160811 |
136.00 |
143.11 |
135.08 |
142.18 |
+5.74 |
20,380 |
54,697 |
+4,368 |
Dec16 |
160811 |
137.24 |
144.66 |
136.86 |
143.67 |
+5.43 |
14,011 |
56,074 |
+2,657 |
Jan17 |
160811 |
139.51 |
146.34 |
138.75 |
145.34 |
+5.21 |
5,234 |
31,220 |
+524 |
Feb17 |
160811 |
140.73 |
146.96 |
140.22 |
146.40 |
+5.06 |
1,816 |
13,885 |
-27 |
Mar17 |
160811 |
141.37 |
147.45 |
140.49 |
146.83 |
+4.91 |
2,523 |
15,763 |
+37 |
Apr17 |
160811 |
141.99 |
147.68 |
141.04 |
146.79 |
+4.78 |
1,854 |
7,756 |
-72 |
May17 |
160811 |
146.49 |
147.54 |
146.49 |
147.35 |
+4.67 |
1,378 |
5,424 |
+445 |
Jun17 |
160811 |
142.35 |
148.79 |
142.03 |
148.01 |
+4.55 |
1,119 |
21,433 |
+139 |
Jul17 |
160811 |
147.45 |
149.20 |
147.45 |
148.89 |
+4.45 |
138 |
2,887 |
-31 |
Aug17 |
160811 |
149.95 |
150.16 |
149.68 |
149.90 |
+4.37 |
60 |
1,754 |
+15 |
Sep17 |
160811 |
152.00 |
152.00 |
151.03 |
151.05 |
+4.31 |
108 |
2,052 |
+9 |
Oct17 |
160811 |
152.23 |
152.23 |
152.23 |
152.23 |
+4.25 |
67 |
1,657 |
+11 |
Total Volume and Open Interest |
137,828 |
398,408 |
+9,788 |
RBOB Gasoline(NYM) |
Sep16 |
160811 |
129.77 |
136.68 |
128.17 |
136.17 |
+6.03 |
71,704 |
101,815 |
-6,211 |
Oct16 |
160811 |
122.61 |
129.42 |
121.15 |
129.00 |
+5.96 |
60,175 |
92,469 |
+7,589 |
Nov16 |
160811 |
121.76 |
128.72 |
120.73 |
128.32 |
+5.78 |
34,970 |
53,946 |
+3,104 |
Dec16 |
160811 |
121.35 |
128.15 |
120.41 |
127.78 |
+5.61 |
25,027 |
52,722 |
+375 |
Jan17 |
160811 |
122.49 |
128.83 |
121.76 |
128.53 |
+5.52 |
7,148 |
23,979 |
+1,251 |
Feb17 |
160811 |
123.91 |
130.15 |
122.79 |
129.83 |
+5.42 |
2,902 |
7,403 |
+77 |
Mar17 |
160811 |
125.46 |
132.32 |
125.03 |
131.83 |
+5.23 |
3,875 |
16,969 |
+490 |
Apr17 |
160811 |
144.91 |
150.80 |
143.98 |
150.56 |
+5.10 |
1,678 |
14,875 |
+76 |
May17 |
160811 |
146.34 |
151.68 |
146.34 |
151.61 |
+4.99 |
634 |
5,452 |
+32 |
Jun17 |
160811 |
145.97 |
152.10 |
145.39 |
151.58 |
+4.83 |
729 |
11,381 |
+159 |
Total Volume and Open Interest |
209,954 |
410,050 |
+6,830 |
e-miNY RBOB Gasoline(NYM) |
Sep16 |
160811 |
136.17 |
136.17 |
136.17 |
136.17 |
+6.03 |
0 |
1 |
+0 |
Oct16 |
160811 |
129.00 |
129.00 |
129.00 |
129.00 |
+5.96 |
|
|
|
Nov16 |
160811 |
128.32 |
128.32 |
128.32 |
128.32 |
+5.78 |
|
|
|
Dec16 |
160811 |
127.78 |
127.78 |
127.78 |
127.78 |
+5.61 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Sep16 |
160811 |
2.570 |
2.605 |
2.529 |
2.551 |
-0.010 |
221,206 |
183,482 |
-17,330 |
Oct16 |
160811 |
2.620 |
2.659 |
2.584 |
2.607 |
-0.009 |
110,444 |
169,936 |
+11,667 |
Nov16 |
160811 |
2.805 |
2.841 |
2.769 |
2.792 |
-0.009 |
77,511 |
142,638 |
+13,315 |
Dec16 |
160811 |
3.063 |
3.098 |
3.028 |
3.051 |
-0.008 |
31,491 |
62,429 |
+645 |
Jan17 |
160811 |
3.200 |
3.234 |
3.166 |
3.190 |
-0.007 |
36,872 |
131,629 |
+3,764 |
Feb17 |
160811 |
3.206 |
3.221 |
3.156 |
3.185 |
-0.007 |
7,078 |
34,321 |
+600 |
Mar17 |
160811 |
3.161 |
3.180 |
3.123 |
3.147 |
-0.007 |
14,116 |
73,274 |
+984 |
Apr17 |
160811 |
2.937 |
2.954 |
2.900 |
2.931 |
-0.009 |
21,110 |
62,740 |
+1,857 |
May17 |
160811 |
2.905 |
2.928 |
2.887 |
2.909 |
-0.009 |
5,097 |
23,187 |
-56 |
Jun17 |
160811 |
2.948 |
2.960 |
2.912 |
2.945 |
-0.007 |
5,055 |
22,062 |
+311 |
Jul17 |
160811 |
2.974 |
2.985 |
2.942 |
2.976 |
-0.007 |
6,214 |
14,693 |
+627 |
Aug17 |
160811 |
2.991 |
2.995 |
2.957 |
2.985 |
-0.008 |
5,457 |
13,474 |
-290 |
Sep17 |
160811 |
2.977 |
2.981 |
2.935 |
2.970 |
-0.010 |
2,388 |
15,241 |
-22 |
Oct17 |
160811 |
3.014 |
3.015 |
2.966 |
2.994 |
-0.009 |
3,838 |
24,597 |
+434 |
Nov17 |
160811 |
3.056 |
3.061 |
3.029 |
3.052 |
-0.006 |
939 |
12,061 |
-9 |
Dec17 |
160811 |
3.195 |
3.204 |
3.162 |
3.195 |
-0.002 |
978 |
15,376 |
+173 |
Total Volume and Open Interest |
555,983 |
1,055,048 |
+17,874 |
Brent Crude Oil(ICE) |
Oct16 |
160811 |
43.78 |
46.30 |
43.46 |
46.04 |
+1.99 |
216,218 |
377,284 |
-21,291 |
Nov16 |
160811 |
44.20 |
46.61 |
43.83 |
46.36 |
+1.93 |
101,711 |
360,200 |
+24,352 |
Dec16 |
160811 |
44.74 |
47.09 |
44.36 |
46.83 |
+1.86 |
86,701 |
390,560 |
-12 |
Jan17 |
160811 |
45.22 |
47.52 |
44.85 |
47.25 |
+1.80 |
24,767 |
101,957 |
+307 |
Feb17 |
160811 |
45.71 |
47.94 |
45.32 |
47.67 |
+1.76 |
14,561 |
83,734 |
+2,320 |
Mar17 |
160811 |
46.11 |
48.35 |
45.76 |
48.07 |
+1.73 |
13,595 |
92,594 |
-157 |
Apr17 |
160811 |
46.53 |
48.70 |
46.15 |
48.42 |
+1.70 |
3,407 |
33,623 |
-268 |
May17 |
160811 |
46.90 |
49.04 |
46.53 |
48.75 |
+1.66 |
5,817 |
40,262 |
-1,139 |
Jun17 |
160811 |
47.22 |
49.36 |
46.88 |
49.06 |
+1.62 |
18,511 |
113,534 |
+428 |
Jul17 |
160811 |
48.40 |
49.37 |
48.40 |
49.37 |
+1.60 |
983 |
20,781 |
+11 |
Aug17 |
160811 |
48.39 |
49.66 |
48.33 |
49.66 |
+1.57 |
843 |
17,784 |
-54 |
Sep17 |
160811 |
49.92 |
49.92 |
49.92 |
49.92 |
+1.55 |
2,330 |
44,591 |
+661 |
Oct17 |
160811 |
50.05 |
50.18 |
50.05 |
50.18 |
+1.53 |
1,123 |
17,045 |
+341 |
Nov17 |
160811 |
50.41 |
50.41 |
50.41 |
50.41 |
+1.51 |
637 |
15,424 |
+94 |
Total Volume and Open Interest |
547,063 |
2,197,866 |
+524 |
Gas Oil(ICE) |
Sep16 |
160811 |
384.50 |
408.50 |
382.25 |
403.00 |
+16.75 |
67,021 |
153,131 |
+273 |
Oct16 |
160811 |
390.25 |
413.75 |
388.75 |
409.00 |
+16.00 |
40,110 |
112,867 |
+9,810 |
Nov16 |
160811 |
394.75 |
416.75 |
392.75 |
412.50 |
+15.50 |
11,394 |
63,614 |
+1,238 |
Dec16 |
160811 |
399.00 |
419.75 |
396.50 |
415.75 |
+14.75 |
26,234 |
131,226 |
+2,073 |
Jan17 |
160811 |
403.25 |
423.00 |
401.00 |
419.75 |
+14.00 |
5,378 |
39,631 |
+95 |
Feb17 |
160811 |
409.50 |
426.00 |
406.00 |
423.75 |
+13.75 |
3,001 |
24,817 |
+730 |
Mar17 |
160811 |
412.50 |
430.00 |
409.75 |
427.25 |
+13.50 |
1,947 |
25,272 |
+498 |
Apr17 |
160811 |
416.00 |
433.00 |
414.00 |
430.25 |
+13.25 |
500 |
14,228 |
-22 |
May17 |
160811 |
417.75 |
434.50 |
416.00 |
433.00 |
+13.00 |
731 |
14,083 |
-200 |
Jun17 |
160811 |
420.75 |
439.50 |
418.50 |
435.75 |
+12.75 |
2,464 |
44,813 |
+324 |
Total Volume and Open Interest |
185,641 |
824,291 |
+8,057 |
Ethanol(CBOT) |
Sep16 |
160811 |
1.420 |
1.425 |
1.414 |
1.416 |
-0.001 |
222 |
1,544 |
-65 |
Oct16 |
160811 |
1.409 |
1.415 |
1.407 |
1.407 |
-0.001 |
70 |
965 |
-7 |
Nov16 |
160811 |
1.384 |
1.384 |
1.384 |
1.384 |
+0.001 |
38 |
543 |
+6 |
Dec16 |
160811 |
1.364 |
1.364 |
1.364 |
1.364 |
+0.001 |
9 |
1,134 |
+0 |
Jan17 |
160811 |
1.353 |
1.353 |
1.353 |
1.353 |
+0.001 |
1 |
160 |
+0 |
Feb17 |
160811 |
1.357 |
1.357 |
1.357 |
1.357 |
+0.001 |
0 |
163 |
+0 |
Mar17 |
160811 |
1.371 |
1.371 |
1.371 |
1.371 |
+0.001 |
0 |
5 |
+0 |
Apr17 |
160811 |
1.388 |
1.388 |
1.388 |
1.388 |
+0.001 |
|
|
|
Total Volume and Open Interest |
340 |
4,520 |
-66 |
WTI Crude Oil(ICE) |
Sep16 |
160811 |
41.48 |
43.86 |
41.11 |
43.49 |
+1.78 |
40,896 |
60,687 |
-1,594 |
Oct16 |
160811 |
42.24 |
44.58 |
41.88 |
44.23 |
+1.77 |
48,710 |
83,182 |
+160 |
Nov16 |
160811 |
43.02 |
45.35 |
42.65 |
44.99 |
+1.74 |
30,813 |
40,784 |
+3,845 |
Dec16 |
160811 |
43.75 |
46.07 |
43.40 |
45.71 |
+1.71 |
24,835 |
105,549 |
-2,736 |
Jan17 |
160811 |
44.40 |
46.71 |
44.12 |
46.38 |
+1.69 |
4,749 |
23,033 |
+487 |
Feb17 |
160811 |
44.96 |
47.05 |
44.80 |
46.91 |
+1.67 |
2,996 |
23,066 |
+157 |
Mar17 |
160811 |
45.28 |
47.52 |
45.28 |
47.36 |
+1.65 |
2,677 |
26,623 |
+37 |
Apr17 |
160811 |
45.59 |
47.90 |
45.59 |
47.75 |
+1.63 |
1,749 |
4,549 |
+164 |
May17 |
160811 |
47.58 |
48.22 |
47.58 |
48.08 |
+1.61 |
952 |
3,231 |
+482 |
Jun17 |
160811 |
46.38 |
48.49 |
46.25 |
48.35 |
+1.59 |
2,788 |
31,527 |
+18 |
Jul17 |
160811 |
48.57 |
48.57 |
48.57 |
48.57 |
+1.56 |
184 |
3,152 |
+0 |
Aug17 |
160811 |
48.78 |
48.78 |
48.78 |
48.78 |
+1.53 |
120 |
762 |
+37 |
Sep17 |
160811 |
48.98 |
48.98 |
48.98 |
48.98 |
+1.50 |
113 |
10,205 |
+25 |
Oct17 |
160811 |
48.90 |
49.18 |
48.90 |
49.18 |
+1.47 |
24 |
1,139 |
-16 |
Nov17 |
160811 |
49.39 |
49.39 |
49.39 |
49.39 |
+1.44 |
18 |
1,002 |
-2 |
Dec17 |
160811 |
47.86 |
49.89 |
47.68 |
49.62 |
+1.41 |
10,827 |
65,197 |
-575 |
Total Volume and Open Interest |
173,614 |
526,827 |
+800 |
US Dollar Index(ICE) |
Sep16 |
160811 |
95.530 |
95.910 |
95.460 |
95.838 |
+0.230 |
12,048 |
48,402 |
+1,405 |
Dec16 |
160811 |
95.470 |
95.850 |
95.455 |
95.798 |
+0.225 |
490 |
6,033 |
+130 |
Mar17 |
160811 |
95.450 |
95.762 |
95.425 |
95.762 |
+0.220 |
53 |
1,861 |
+31 |
Total Volume and Open Interest |
12,591 |
56,359 |
+1,566 |
Australian Dollar(CME) |
Sep16 |
160811 |
77.02 |
77.17 |
76.83 |
76.97 |
-0.04 |
75,191 |
100,228 |
+326 |
Dec16 |
160811 |
76.87 |
76.97 |
76.65 |
76.78 |
-0.04 |
277 |
1,819 |
+87 |
Mar17 |
160811 |
76.64 |
76.64 |
76.64 |
76.64 |
-0.04 |
2 |
12 |
+0 |
Total Volume and Open Interest |
75,470 |
102,059 |
+413 |
British Pound(CME) |
Sep16 |
160811 |
130.18 |
130.36 |
129.43 |
129.76 |
-0.44 |
75,170 |
239,468 |
+3,113 |
Dec16 |
160811 |
130.47 |
130.62 |
129.71 |
130.01 |
-0.46 |
1,478 |
3,001 |
+464 |
Mar17 |
160811 |
130.27 |
130.77 |
130.10 |
130.28 |
-0.46 |
42 |
610 |
-6 |
Total Volume and Open Interest |
76,691 |
243,430 |
+3,571 |
Canadian Dollar(CME) |
Sep16 |
160811 |
76.67 |
77.20 |
76.48 |
77.12 |
+0.51 |
61,236 |
111,108 |
-1,762 |
Dec16 |
160811 |
76.68 |
77.24 |
76.53 |
77.17 |
+0.51 |
284 |
3,970 |
+43 |
Mar17 |
160811 |
76.81 |
77.27 |
76.61 |
77.21 |
+0.50 |
31 |
446 |
-2 |
Jun17 |
160811 |
77.27 |
77.31 |
76.75 |
77.27 |
+0.51 |
19 |
192 |
+19 |
Total Volume and Open Interest |
61,570 |
115,796 |
-1,702 |
Japanese Yen(CME) |
Sep16 |
160811 |
98.94 |
99.12 |
98.11 |
98.24 |
-0.61 |
60,641 |
164,811 |
+1,617 |
Dec16 |
160811 |
99.47 |
99.51 |
98.53 |
98.65 |
-0.60 |
232 |
1,822 |
-24 |
Mar17 |
160811 |
99.07 |
99.81 |
98.98 |
99.07 |
-0.62 |
10 |
259 |
+8 |
Total Volume and Open Interest |
60,883 |
167,011 |
+1,601 |
Swiss Franc(CME) |
Sep16 |
160811 |
102.80 |
103.17 |
102.59 |
102.81 |
+0.08 |
9,000 |
43,283 |
+14 |
Dec16 |
160811 |
103.38 |
103.67 |
103.17 |
103.37 |
+0.09 |
0 |
102 |
+0 |
Mar17 |
160811 |
103.90 |
104.14 |
103.90 |
103.90 |
+0.09 |
|
|
|
Total Volume and Open Interest |
9,000 |
43,405 |
+14 |
EuroFX(CME) |
Sep16 |
160811 |
111.99 |
112.09 |
111.51 |
111.59 |
-0.33 |
102,809 |
360,266 |
-886 |
Dec16 |
160811 |
112.50 |
112.53 |
111.96 |
112.04 |
-0.33 |
1,376 |
6,367 |
+139 |
Mar17 |
160811 |
112.79 |
112.91 |
112.44 |
112.50 |
-0.33 |
8 |
1,345 |
+1 |
Total Volume and Open Interest |
104,195 |
368,693 |
-744 |
Mexican Peso(CME) |
Aug16 |
160811 |
549.38 |
549.38 |
549.38 |
549.38 |
+5.13 |
|
|
|
Sep16 |
160811 |
540.88 |
549.00 |
539.50 |
547.75 |
+5.38 |
50,307 |
95,906 |
-815 |
Total Volume and Open Interest |
50,510 |
127,632 |
-948 |
Brazilian Real(CME) |
Sep16 |
160811 |
317.40 |
318.45 |
315.10 |
317.05 |
-1.25 |
1,741 |
25,761 |
+833 |
Oct16 |
160811 |
314.20 |
314.20 |
312.60 |
314.20 |
-1.35 |
0 |
48 |
+0 |
Nov16 |
160811 |
311.40 |
311.40 |
309.80 |
311.40 |
-1.40 |
|
|
|
Dec16 |
160811 |
309.00 |
309.00 |
307.10 |
308.65 |
-1.40 |
0 |
32 |
+0 |
Total Volume and Open Interest |
1,741 |
25,841 |
+833 |
30-Year T-Bonds(CBOT) |
Sep16 |
160811 |
173~130 |
173~160 |
171~190 |
171~250 |
-1~220 |
168,777 |
580,105 |
+4,575 |
Dec16 |
160811 |
171~310 |
172~000 |
170~050 |
170~100 |
-1~220 |
999 |
1,896 |
+539 |
Mar17 |
160811 |
169~060 |
169~060 |
169~060 |
169~060 |
-1~220 |
|
|
|
Total Volume and Open Interest |
169,776 |
582,001 |
+5,114 |
10-Year T-Notes(CBOT) |
Sep16 |
160811 |
132~225 |
132~250 |
132~000 |
132~015 |
-0~220 |
924,123 |
2,795,366 |
+10,590 |
Dec16 |
160811 |
131~255 |
131~255 |
131~010 |
131~020 |
-0~220 |
15,798 |
40,291 |
+9,673 |
Mar17 |
160811 |
130~080 |
130~080 |
130~080 |
130~080 |
-0~220 |
50 |
0 |
+0 |
Total Volume and Open Interest |
939,971 |
2,835,657 |
+20,263 |
5-Year T-Notes(CBOT) |
Sep16 |
160811 |
121~262 |
121~280 |
121~126 |
121~136 |
-0~132 |
422,615 |
2,737,002 |
+8,916 |
Dec16 |
160811 |
121~266 |
121~276 |
121~126 |
121~132 |
-0~142 |
13,060 |
45,026 |
+8,472 |
Mar17 |
160811 |
121~034 |
121~034 |
121~034 |
121~034 |
-0~142 |
|
|
|
Total Volume and Open Interest |
435,675 |
2,782,028 |
+17,388 |
2 Year T-Notes(CBOT) |
Sep16 |
160811 |
109~144 |
109~150 |
109~102 |
109~104 |
-0~040 |
182,456 |
1,086,103 |
-11,290 |
Dec16 |
160811 |
109~122 |
109~124 |
109~074 |
109~076 |
-0~046 |
4,445 |
18,464 |
+3,207 |
Mar17 |
160811 |
109~072 |
109~072 |
109~072 |
109~072 |
-0~046 |
|
|
|
Total Volume and Open Interest |
186,901 |
1,104,567 |
-8,083 |
Eurodollars(CME) |
Sep16 |
160811 |
99.135 |
99.160 |
99.125 |
99.125 |
-0.005 |
255,960 |
1,218,026 |
-3,275 |
Dec16 |
160811 |
99.095 |
99.120 |
99.070 |
99.075 |
-0.020 |
397,077 |
1,555,203 |
+63,179 |
Mar17 |
160811 |
99.070 |
99.095 |
99.040 |
99.045 |
-0.030 |
285,528 |
1,069,128 |
+1,677 |
Jun17 |
160811 |
99.040 |
99.065 |
99.005 |
99.010 |
-0.035 |
292,533 |
953,647 |
-24,400 |
Sep17 |
160811 |
99.015 |
99.035 |
98.965 |
98.970 |
-0.045 |
217,240 |
843,377 |
-3,750 |
Dec17 |
160811 |
98.970 |
98.995 |
98.920 |
98.925 |
-0.050 |
270,856 |
1,292,854 |
+12,497 |
Mar18 |
160811 |
98.950 |
98.970 |
98.895 |
98.900 |
-0.055 |
184,157 |
622,759 |
+1,817 |
Jun18 |
160811 |
98.930 |
98.945 |
98.860 |
98.870 |
-0.060 |
121,296 |
479,605 |
-1,024 |
Sep18 |
160811 |
98.895 |
98.910 |
98.825 |
98.840 |
-0.060 |
111,841 |
442,832 |
+1,626 |
Dec18 |
160811 |
98.850 |
98.870 |
98.785 |
98.795 |
-0.060 |
92,773 |
583,232 |
+2,989 |
Mar19 |
160811 |
98.825 |
98.845 |
98.760 |
98.770 |
-0.060 |
87,255 |
400,267 |
+2,547 |
Jun19 |
160811 |
98.790 |
98.810 |
98.725 |
98.735 |
-0.065 |
57,517 |
294,687 |
-208 |
Sep19 |
160811 |
98.755 |
98.775 |
98.690 |
98.700 |
-0.065 |
48,379 |
235,341 |
-1,322 |
Dec19 |
160811 |
98.710 |
98.725 |
98.645 |
98.655 |
-0.065 |
59,552 |
242,752 |
-407 |
Mar20 |
160811 |
98.675 |
98.695 |
98.610 |
98.620 |
-0.065 |
20,498 |
146,906 |
+1,374 |
Jun20 |
160811 |
98.640 |
98.650 |
98.570 |
98.580 |
-0.065 |
24,294 |
96,309 |
+1,417 |
Sep20 |
160811 |
98.595 |
98.605 |
98.530 |
98.540 |
-0.065 |
22,564 |
84,989 |
+369 |
Dec20 |
160811 |
98.550 |
98.560 |
98.485 |
98.490 |
-0.065 |
13,407 |
93,580 |
+69 |
Total Volume and Open Interest |
2,603,847 |
11,079,827 |
+55,411 |
Ultra T-Bond(CBOT) |
Sep16 |
160811 |
188~30 |
189~00 |
186~22 |
186~29 |
-2~05 |
56,764 |
607,874 |
+1,168 |
Dec16 |
160811 |
186~03 |
186~03 |
185~29 |
186~03 |
-2~05 |
2 |
268 |
+2 |
Mar17 |
160811 |
185~03 |
185~03 |
185~03 |
185~03 |
-2~05 |
|
|
|
Total Volume and Open Interest |
56,766 |
608,142 |
+1,170 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160811 |
145~200 |
145~225 |
144~215 |
144~235 |
-0~295 |
43,167 |
176,895 |
+503 |
Dec16 |
160811 |
144~100 |
144~100 |
144~100 |
144~100 |
-0~300 |
|
|
|
Mar17 |
160811 |
144~100 |
144~100 |
144~100 |
144~100 |
-0~300 |
|
|
|
Total Volume and Open Interest |
43,167 |
176,895 |
+503 |
30 Day Federal Funds(CBOT) |
Aug16 |
160811 |
99.603 |
99.603 |
99.600 |
99.600 |
-0.003 |
1,167 |
135,222 |
-494 |
Sep16 |
160811 |
99.590 |
99.590 |
99.585 |
99.590 |
-0.005 |
6,500 |
65,694 |
+2,190 |
Oct16 |
160811 |
99.575 |
99.575 |
99.560 |
99.570 |
-0.005 |
15,223 |
171,215 |
+1,679 |
Nov16 |
160811 |
99.570 |
99.575 |
99.555 |
99.560 |
-0.015 |
7,027 |
86,973 |
+1,611 |
Dec16 |
160811 |
99.540 |
99.540 |
99.515 |
99.525 |
-0.020 |
6,947 |
56,751 |
+1,044 |
Jan17 |
160811 |
99.510 |
99.510 |
99.475 |
99.480 |
-0.030 |
10,509 |
99,791 |
-2,230 |
Total Volume and Open Interest |
82,577 |
811,087 |
+8,434 |
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 |
160811 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160811 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160811 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160811 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160811 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160811 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160811 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160811 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160811 |
151.62 |
151.79 |
151.62 |
151.66 |
+0.01 |
2,668 |
16,742 |
+254 |
Dec16 |
160811 |
151.81 |
151.81 |
151.81 |
151.81 |
unch |
12 |
10 |
+6 |
Mar17 |
160811 |
151.73 |
151.73 |
151.73 |
151.73 |
unch |
|
|
|
Total Volume and Open Interest |
2,680 |
16,752 |
+260 |
Euro-Buxl(EUREX) |
Sep16 |
160811 |
195.54 |
195.74 |
193.50 |
194.36 |
-0.88 |
28,946 |
138,304 |
+8,347 |
Dec16 |
160811 |
192.68 |
192.68 |
192.68 |
192.68 |
-0.88 |
0 |
34 |
+0 |
Mar17 |
160811 |
192.68 |
192.68 |
192.68 |
192.68 |
-0.88 |
|
|
|
Total Volume and Open Interest |
28,946 |
138,338 |
+8,347 |
Euro-Bund(EUREX) |
Sep16 |
160811 |
167.87 |
168.02 |
167.31 |
167.66 |
-0.18 |
438,210 |
1,603,942 |
+32,745 |
Dec16 |
160811 |
165.20 |
165.28 |
164.65 |
164.95 |
-0.18 |
4,923 |
61,206 |
+2,337 |
Mar17 |
160811 |
166.99 |
167.16 |
166.99 |
167.16 |
-0.18 |
0 |
37 |
+0 |
Total Volume and Open Interest |
443,133 |
1,665,185 |
+35,082 |
Euro-Bobl(EUREX) |
Sep16 |
160811 |
133.80 |
133.85 |
133.58 |
133.72 |
-0.04 |
265,947 |
1,267,618 |
+20,379 |
Dec16 |
160811 |
131.80 |
131.80 |
131.71 |
131.74 |
-0.04 |
8,007 |
22,653 |
+7,132 |
Mar17 |
160811 |
133.67 |
133.67 |
133.67 |
133.67 |
-0.04 |
|
|
|
Total Volume and Open Interest |
273,954 |
1,290,271 |
+27,511 |
Euro-Schatz(EUREX) |
Sep16 |
160811 |
112.05 |
112.06 |
112.00 |
112.03 |
-0.01 |
102,185 |
1,047,141 |
-22,754 |
Dec16 |
160811 |
112.04 |
112.04 |
112.01 |
112.01 |
-0.00 |
545 |
3,740 |
+364 |
Mar17 |
160811 |
112.03 |
112.03 |
112.03 |
112.03 |
-0.01 |
|
|
|
Total Volume and Open Interest |
102,730 |
1,050,881 |
-22,390 |
3-Mth Euribor(EUREX) |
Sep16 |
160811 |
100.315 |
100.315 |
100.315 |
100.315 |
unch |
37 |
3,999 |
+0 |
Dec16 |
160811 |
100.340 |
100.340 |
100.340 |
100.340 |
unch |
35 |
2,705 |
+0 |
Mar17 |
160811 |
100.350 |
100.350 |
100.350 |
100.350 |
unch |
0 |
3,213 |
+0 |
Total Volume and Open Interest |
572 |
76,827 |
-100 |
Long Gilt(LIFFE) |
Sep16 |
160811 |
132~24 |
132~28 |
132~12 |
132~20 |
+0~04 |
183,181 |
504,918 |
-10,779 |
Dec16 |
160811 |
131~17 |
131~17 |
131~14 |
131~17 |
+0~03 |
|
|
|
Total Volume and Open Interest |
183,181 |
504,918 |
-10,779 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160811 |
99.67 |
99.67 |
99.65 |
99.67 |
-0.00 |
55,333 |
425,218 |
+7,395 |
Dec16 |
160811 |
99.76 |
99.77 |
99.74 |
99.75 |
-0.02 |
41,762 |
673,287 |
-4,292 |
Mar17 |
160811 |
99.79 |
99.79 |
99.75 |
99.76 |
-0.02 |
25,466 |
370,777 |
-3,249 |
Jun17 |
160811 |
99.79 |
99.79 |
99.76 |
99.77 |
-0.02 |
35,575 |
355,192 |
-4,255 |
Sep17 |
160811 |
99.80 |
99.80 |
99.76 |
99.77 |
-0.02 |
36,761 |
300,269 |
+6,218 |
Dec17 |
160811 |
99.80 |
99.80 |
99.76 |
99.77 |
-0.02 |
35,539 |
325,189 |
-3,382 |
Total Volume and Open Interest |
409,407 |
3,341,847 |
-2,875 |
3-Mth Euribor(LIFFE) |
Sep16 |
160811 |
100.315 |
100.315 |
100.310 |
100.315 |
unch |
13,919 |
345,405 |
+2,284 |
Dec16 |
160811 |
100.340 |
100.345 |
100.335 |
100.340 |
unch |
28,603 |
457,138 |
-3,008 |
Mar17 |
160811 |
100.355 |
100.365 |
100.345 |
100.355 |
unch |
29,608 |
377,693 |
-7,815 |
Total Volume and Open Interest |
331,269 |
3,077,226 |
-7,013 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160811 |
98.22 |
98.24 |
98.22 |
98.24 |
+0.01 |
10,018 |
157,939 |
-3,370 |
Dec16 |
160811 |
98.31 |
98.32 |
98.31 |
98.32 |
unch |
16,970 |
192,796 |
-397 |
Mar17 |
160811 |
98.37 |
98.38 |
98.36 |
98.37 |
unch |
13,199 |
155,390 |
-29 |
Jun17 |
160811 |
98.39 |
98.40 |
98.38 |
98.40 |
unch |
10,106 |
126,547 |
-653 |
Sep17 |
160811 |
98.40 |
98.42 |
98.40 |
98.42 |
+0.01 |
7,987 |
93,145 |
+1,571 |
Dec17 |
160811 |
98.40 |
98.42 |
98.40 |
98.42 |
+0.01 |
6,228 |
74,688 |
+2,201 |
Mar18 |
160811 |
98.40 |
98.41 |
98.38 |
98.41 |
+0.01 |
3,970 |
59,622 |
+441 |
Jun18 |
160811 |
98.38 |
98.41 |
98.38 |
98.40 |
+0.01 |
1,758 |
44,305 |
+383 |
Sep18 |
160811 |
98.36 |
98.38 |
98.36 |
98.38 |
+0.01 |
255 |
6,878 |
+74 |
Dec18 |
160811 |
98.35 |
98.36 |
98.35 |
98.36 |
+0.01 |
392 |
4,203 |
+358 |
Total Volume and Open Interest |
70,883 |
918,254 |
+579 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160811 |
98.12 |
98.15 |
98.10 |
98.14 |
+0.02 |
98,714 |
827,082 |
+4,334 |
Dec16 |
160811 |
98.14 |
98.14 |
98.14 |
98.14 |
+0.02 |
|
|
|
Total Volume and Open Interest |
98,714 |
827,082 |
+4,334 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160811 |
98.63 |
98.65 |
98.62 |
98.64 |
unch |
177,059 |
827,732 |
+20,126 |
Dec16 |
160811 |
98.64 |
98.64 |
98.64 |
98.64 |
unch |
|
|
|
Total Volume and Open Interest |
177,059 |
827,732 |
+20,126 |
Gold(CMX) |
Aug16 |
160811 |
1341.6 |
1350.4 |
1334.8 |
1342.5 |
-1.8 |
620 |
2,581 |
+80 |
Oct16 |
160811 |
1347.9 |
1354.7 |
1337.3 |
1345.5 |
-1.9 |
6,437 |
46,889 |
-1,112 |
Dec16 |
160811 |
1353.2 |
1359.4 |
1341.4 |
1350.0 |
-1.9 |
124,480 |
437,820 |
+1,816 |
Feb17 |
160811 |
1357.1 |
1363.3 |
1345.8 |
1354.1 |
-1.9 |
5,858 |
28,709 |
-465 |
Apr17 |
160811 |
1360.9 |
1366.2 |
1352.0 |
1358.1 |
-2.0 |
2,766 |
9,545 |
+832 |
Jun17 |
160811 |
1359.5 |
1368.4 |
1358.4 |
1361.6 |
-2.1 |
637 |
13,638 |
+10 |
Aug17 |
160811 |
1363.7 |
1366.4 |
1357.8 |
1365.0 |
-2.2 |
235 |
8,087 |
-9 |
Oct17 |
160811 |
1368.2 |
1368.2 |
1368.2 |
1368.2 |
-2.2 |
24 |
944 |
-23 |
Dec17 |
160811 |
1370.4 |
1378.7 |
1365.0 |
1371.4 |
-2.2 |
99 |
11,788 |
-12 |
Feb18 |
160811 |
1374.3 |
1374.3 |
1374.3 |
1374.3 |
-2.1 |
0 |
133 |
+0 |
Apr18 |
160811 |
1377.1 |
1377.1 |
1377.1 |
1377.1 |
-2.0 |
0 |
3 |
+0 |
Jun18 |
160811 |
1379.9 |
1379.9 |
1379.9 |
1379.9 |
-1.9 |
0 |
4,334 |
+0 |
Total Volume and Open Interest |
142,652 |
575,399 |
+605 |
Silver(CMX) |
Sep16 |
160811 |
2019.0 |
2034.0 |
1990.5 |
2002.0 |
-15.0 |
44,727 |
122,051 |
-7,587 |
Dec16 |
160811 |
2030.0 |
2046.5 |
2004.0 |
2014.2 |
-14.9 |
11,769 |
69,277 |
+2,937 |
Mar17 |
160811 |
2038.0 |
2048.0 |
2018.0 |
2025.7 |
-14.8 |
1,909 |
10,441 |
+69 |
May17 |
160811 |
2036.0 |
2036.0 |
2031.5 |
2032.6 |
-14.6 |
172 |
567 |
+20 |
Jul17 |
160811 |
2039.8 |
2039.8 |
2039.0 |
2039.8 |
-14.6 |
87 |
2,392 |
-1 |
Sep17 |
160811 |
2046.7 |
2046.7 |
2046.0 |
2046.7 |
-14.2 |
0 |
489 |
+0 |
Dec17 |
160811 |
2063.0 |
2063.0 |
2055.0 |
2056.1 |
-13.9 |
194 |
2,155 |
+0 |
Total Volume and Open Interest |
58,926 |
210,647 |
-4,597 |
Platinum(NYMEX) |
Oct16 |
160811 |
1181.0 |
1185.0 |
1143.2 |
1156.7 |
-26.4 |
7,903 |
76,113 |
+115 |
Jan17 |
160811 |
1184.8 |
1185.5 |
1148.0 |
1159.0 |
-26.4 |
115 |
4,311 |
-1 |
Apr17 |
160811 |
1160.5 |
1161.5 |
1155.0 |
1161.4 |
-26.3 |
23 |
145 |
+7 |
Jul17 |
160811 |
1163.1 |
1163.1 |
1163.1 |
1163.1 |
-26.3 |
0 |
14 |
+0 |
Total Volume and Open Interest |
8,045 |
80,645 |
+123 |
Palladium(NYMEX) |
Sep16 |
160811 |
725.85 |
727.85 |
688.55 |
691.80 |
-34.60 |
3,361 |
25,197 |
-70 |
Dec16 |
160811 |
727.30 |
727.30 |
691.15 |
693.40 |
-34.55 |
556 |
5,023 |
+471 |
Mar17 |
160811 |
694.30 |
694.30 |
694.30 |
694.30 |
-34.90 |
6 |
41 |
+0 |
Total Volume and Open Interest |
3,923 |
30,272 |
+401 |
Copper(CMX) |
Sep16 |
160811 |
217.35 |
219.30 |
216.90 |
219.10 |
+2.00 |
56,544 |
80,453 |
-4,829 |
Dec16 |
160811 |
218.30 |
220.25 |
217.90 |
220.00 |
+1.90 |
18,196 |
69,832 |
+3,033 |
Mar17 |
160811 |
219.70 |
221.10 |
219.05 |
220.90 |
+1.85 |
2,816 |
22,815 |
+208 |
May17 |
160811 |
220.00 |
221.70 |
219.40 |
221.50 |
+1.85 |
770 |
5,297 |
+231 |
Jul17 |
160811 |
222.10 |
222.10 |
222.05 |
222.05 |
+1.85 |
23 |
901 |
-16 |
Total Volume and Open Interest |
78,834 |
188,297 |
-1,402 |
E-mini DJIA Index(CBOT) |
Sep16 |
160811 |
18450 |
18594 |
18433 |
18565 |
+113 |
87,302 |
141,090 |
-281 |
Dec16 |
160811 |
18362 |
18500 |
18351 |
18476 |
+116 |
51 |
670 |
+24 |
Mar17 |
160811 |
18325 |
18419 |
18325 |
18398 |
+116 |
11 |
245 |
+1 |
Jun17 |
160811 |
18357 |
18357 |
18357 |
18357 |
+116 |
1 |
5 |
+1 |
Total Volume and Open Interest |
87,365 |
142,010 |
-255 |
S & P 500(CME) |
Sep16 |
160811 |
2171.60 |
2185.00 |
2169.60 |
2181.80 |
+9.10 |
2,088 |
91,107 |
+144 |
Dec16 |
160811 |
2174.50 |
2176.40 |
2174.50 |
2174.50 |
+9.10 |
55 |
1,016 |
+10 |
Mar17 |
160811 |
2167.80 |
2169.70 |
2167.80 |
2167.80 |
+9.10 |
0 |
62 |
+0 |
Jun17 |
160811 |
2161.60 |
2163.50 |
2161.60 |
2161.60 |
+9.10 |
0 |
60 |
+0 |
Total Volume and Open Interest |
2,143 |
92,245 |
+154 |
S & P 500 E-Mini(Globex) |
Sep16 |
160811 |
2172.50 |
2185.25 |
2170.00 |
2181.75 |
+9.00 |
1,191,826 |
2,877,471 |
+21,566 |
Dec16 |
160811 |
2164.25 |
2177.75 |
2163.00 |
2174.50 |
+9.00 |
1,845 |
42,523 |
-205 |
Mar17 |
160811 |
2162.50 |
2170.75 |
2156.50 |
2167.75 |
+9.00 |
28 |
643 |
+7 |
Jun17 |
160811 |
2161.50 |
2161.50 |
2161.50 |
2161.50 |
+9.00 |
0 |
320 |
+0 |
Total Volume and Open Interest |
1,193,699 |
2,920,958 |
+21,368 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160811 |
4782.30 |
4811.00 |
4775.80 |
4800.00 |
+18.50 |
134,336 |
288,224 |
+3,498 |
Dec16 |
160811 |
4777.00 |
4803.50 |
4770.30 |
4793.00 |
+18.50 |
530 |
922 |
+310 |
Mar17 |
160811 |
4787.00 |
4787.00 |
4787.00 |
4787.00 |
+18.50 |
0 |
49 |
+0 |
Total Volume and Open Interest |
134,866 |
289,203 |
+3,808 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160811 |
1554.00 |
1561.80 |
1551.00 |
1558.10 |
+3.80 |
8,595 |
83,188 |
-229 |
Dec16 |
160811 |
1552.70 |
1554.50 |
1552.70 |
1552.70 |
+3.80 |
0 |
10 |
+0 |
Mar17 |
160811 |
1553.20 |
1553.20 |
1553.20 |
1553.20 |
+3.80 |
|
|
|
Total Volume and Open Interest |
8,595 |
83,198 |
-229 |
Volatility Index(CBOE) |
Aug16 |
160811 |
12.90 |
13.06 |
12.43 |
12.63 |
-0.25 |
97,247 |
192,934 |
-5,987 |
Sep16 |
160811 |
15.18 |
15.24 |
14.80 |
15.08 |
-0.10 |
106,321 |
191,650 |
+9,230 |
Oct16 |
160811 |
16.84 |
16.90 |
16.45 |
16.77 |
-0.06 |
30,437 |
59,496 |
-853 |
Nov16 |
160811 |
17.65 |
17.70 |
17.33 |
17.63 |
unch |
11,219 |
39,461 |
+1,684 |
Total Volume and Open Interest |
254,787 |
541,568 |
+4,463 |
Russell 2000(ICE) |
Sep16 |
160811 |
1220.60 |
1230.00 |
1219.70 |
1227.30 |
+6.00 |
48,284 |
327,018 |
+2,466 |
Dec16 |
160811 |
1219.50 |
1225.20 |
1219.50 |
1222.80 |
+6.00 |
5 |
1,016 |
+0 |
Mar17 |
160811 |
1218.80 |
1218.80 |
1218.80 |
1218.80 |
+6.00 |
0 |
250 |
+0 |
Total Volume and Open Interest |
48,289 |
328,454 |
+2,466 |
Nikkei 225(CME) |
Sep16 |
160811 |
16665 |
16925 |
16605 |
16880 |
+175 |
7,702 |
35,157 |
+233 |
Dec16 |
160811 |
16700 |
16860 |
16560 |
16820 |
+175 |
36 |
184 |
-34 |
Total Volume and Open Interest |
7,738 |
35,341 |
+199 |
Nikkei 225(SGX) |
Sep16 |
160811 |
16765 |
16805 |
16585 |
16745 |
unch |
50,581 |
192,928 |
-2,176 |
Dec16 |
160811 |
16635 |
16635 |
16465 |
16630 |
unch |
50 |
6,660 |
-3 |
Mar17 |
160811 |
16600 |
16600 |
16600 |
16600 |
unch |
|
|
|
Total Volume and Open Interest |
52,924 |
209,690 |
-989 |
Nikkei 225(CME) Yen |
Sep16 |
160811 |
16655 |
16910 |
16590 |
16860 |
+180 |
30,822 |
68,240 |
-1,429 |
Dec16 |
160811 |
16730 |
16770 |
16475 |
16730 |
+180 |
0 |
41 |
+0 |
Mar17 |
160811 |
16680 |
16680 |
16680 |
16680 |
+180 |
|
|
|
Total Volume and Open Interest |
30,822 |
68,281 |
-1,429 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160811 |
16860 |
16890 |
16610 |
16860 |
+180 |
0 |
12 |
+0 |
Dec16 |
160811 |
16730 |
16730 |
16730 |
16730 |
+180 |
|
|
|
Mar17 |
160811 |
16680 |
16680 |
16680 |
16680 |
+180 |
|
|
|
Total Volume and Open Interest |
0 |
12 |
+0 |
CAC 40(EURONEXT) |
Aug16 |
160811 |
4457.0 |
4508.0 |
4446.0 |
4504.0 |
+51.5 |
73,555 |
265,409 |
+3,880 |
Sep16 |
160811 |
4451.5 |
4505.5 |
4445.0 |
4502.5 |
+51.5 |
7,538 |
18,519 |
+5,522 |
Oct16 |
160811 |
4453.0 |
4495.0 |
4446.0 |
4491.5 |
+52.0 |
3 |
21 |
+3 |
Total Volume and Open Interest |
81,096 |
283,995 |
+9,405 |
Hang Seng Index(HKFE) |
Aug16 |
160811 |
22422 |
22687 |
22322 |
22560 |
+140 |
71,603 |
114,407 |
-4,501 |
Sep16 |
160811 |
22376 |
22622 |
22280 |
22502 |
+133 |
788 |
8,481 |
+606 |
Total Volume and Open Interest |
72,581 |
128,044 |
-3,878 |
DAX(EUREX) |
Sep16 |
160811 |
10676.0 |
10744.0 |
10629.0 |
10720.5 |
+66.5 |
96,697 |
167,588 |
+19,318 |
Dec16 |
160811 |
10677.5 |
10729.5 |
10621.5 |
10708.5 |
+67.5 |
232 |
6,182 |
+144 |
Mar17 |
160811 |
10694.0 |
10710.0 |
10694.0 |
10701.5 |
+66.5 |
1 |
182 |
+0 |
Total Volume and Open Interest |
96,930 |
173,952 |
+19,462 |
Mini-DAX(EUREX) |
Sep16 |
160811 |
10676.0 |
10741.0 |
10630.0 |
10720.5 |
+66.5 |
23,979 |
11,522 |
+2,882 |
Dec16 |
160811 |
10685.0 |
10725.0 |
10627.0 |
10708.5 |
+67.5 |
387 |
242 |
+35 |
Mar17 |
160811 |
10701.5 |
10701.5 |
10701.5 |
10701.5 |
+66.5 |
9 |
17 |
+6 |
Total Volume and Open Interest |
24,375 |
11,781 |
+2,923 |
FT-SE 100(EURONEXT) |
Sep16 |
160811 |
6808.00 |
6909.00 |
6800.00 |
6889.50 |
+77.00 |
81,604 |
647,261 |
+1,680 |
Dec16 |
160811 |
6797.00 |
6863.00 |
6789.50 |
6845.50 |
+75.50 |
18 |
243 |
+3 |
Mar17 |
160811 |
6786.00 |
6786.00 |
6710.50 |
6786.00 |
+75.50 |
|
|
|
Total Volume and Open Interest |
81,622 |
647,504 |
+1,683 |
SPI 200(SFE) |
Sep16 |
160811 |
5491.0 |
5500.0 |
5432.0 |
5465.0 |
-23.0 |
22,995 |
293,663 |
-1,505 |
Dec16 |
160811 |
5450.0 |
5450.0 |
5450.0 |
5450.0 |
-22.0 |
4 |
2,584 |
+1 |
Mar17 |
160811 |
5401.0 |
5401.0 |
5401.0 |
5401.0 |
-22.0 |
0 |
1,436 |
+0 |
Total Volume and Open Interest |
23,026 |
299,291 |
-1,503 |
FTSE MIB(ISE) |
Sep16 |
160811 |
16795.00 |
16980.00 |
16690.00 |
16940.00 |
+160.00 |
22,277 |
41,265 |
+51 |
Dec16 |
160811 |
16700.00 |
16813.00 |
16585.00 |
16813.00 |
+160.00 |
12 |
268 |
+0 |
Mar17 |
160811 |
16783.00 |
16783.00 |
16783.00 |
16783.00 |
+160.00 |
|
|
|
Total Volume and Open Interest |
22,289 |
41,533 |
+51 |
KOSPI 200(KFE) |
Sep16 |
160811 |
255.45 |
256.15 |
254.60 |
256.05 |
+0.85 |
121,648 |
135,760 |
+4,705 |
Dec16 |
160811 |
256.10 |
256.90 |
255.40 |
256.85 |
+0.85 |
959 |
11,101 |
+1,420 |
Mar17 |
160811 |
253.90 |
253.90 |
252.70 |
253.75 |
-0.15 |
7 |
1,135 |
+13 |
Total Volume and Open Interest |
122,614 |
151,023 |
+6,141 |
GSCI(CME) |
Aug16 |
160811 |
345.40 |
348.50 |
338.60 |
346.00 |
+7.35 |
2,343 |
5,912 |
-1,959 |
Sep16 |
160811 |
346.65 |
351.30 |
341.65 |
348.95 |
+7.05 |
2,455 |
7,300 |
+2,372 |
Oct16 |
160811 |
352.45 |
352.45 |
352.45 |
352.45 |
+7.05 |
|
|
|
Total Volume and Open Interest |
4,798 |
13,212 |
+413 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|