|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed August 17, 2016 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep16 |
160817 |
1020.75 |
1031.00 |
1016.00 |
1030.50 |
+11.00 |
14,535 |
43,763 |
-1,815 |
Nov16 |
160817 |
1008.50 |
1017.25 |
1002.75 |
1016.00 |
+8.75 |
97,572 |
386,005 |
+5,220 |
Jan17 |
160817 |
1007.25 |
1016.75 |
1002.25 |
1015.50 |
+8.50 |
16,708 |
70,519 |
-310 |
Mar17 |
160817 |
999.00 |
1007.75 |
993.25 |
1007.25 |
+8.50 |
8,728 |
67,572 |
-106 |
May17 |
160817 |
999.25 |
1003.75 |
988.00 |
1002.75 |
+7.75 |
5,277 |
35,522 |
-481 |
Jul17 |
160817 |
999.25 |
1003.25 |
986.25 |
1002.00 |
+6.75 |
9,626 |
37,808 |
-1,750 |
Aug17 |
160817 |
991.75 |
995.75 |
989.25 |
994.50 |
+6.50 |
188 |
492 |
+40 |
Sep17 |
160817 |
968.00 |
968.00 |
968.00 |
968.00 |
+6.00 |
34 |
516 |
+15 |
Nov17 |
160817 |
937.50 |
946.75 |
932.00 |
944.75 |
+7.00 |
6,236 |
29,478 |
-1,775 |
Jan18 |
160817 |
945.75 |
945.75 |
945.75 |
945.75 |
+6.25 |
0 |
558 |
+0 |
Mar18 |
160817 |
942.50 |
942.50 |
942.50 |
942.50 |
+5.50 |
0 |
71 |
+0 |
May18 |
160817 |
944.50 |
944.50 |
944.50 |
944.50 |
+5.50 |
0 |
50 |
+0 |
Jul18 |
160817 |
947.50 |
947.50 |
947.50 |
947.50 |
+5.00 |
0 |
128 |
+0 |
Aug18 |
160817 |
944.75 |
944.75 |
944.75 |
944.75 |
+4.75 |
0 |
17 |
+0 |
Total Volume and Open Interest |
158,904 |
672,742 |
-962 |
Soybean Meal(CBOT) |
Sep16 |
160817 |
337.00 |
337.80 |
334.60 |
336.70 |
unch |
9,923 |
44,150 |
-1,369 |
Oct16 |
160817 |
335.00 |
336.00 |
332.10 |
334.30 |
+0.10 |
5,915 |
32,297 |
+120 |
Dec16 |
160817 |
332.60 |
333.70 |
330.00 |
332.40 |
+0.10 |
33,690 |
163,214 |
+1,762 |
Jan17 |
160817 |
329.60 |
331.50 |
326.80 |
329.60 |
unch |
2,531 |
32,137 |
+159 |
Mar17 |
160817 |
324.10 |
325.20 |
320.00 |
324.10 |
+0.80 |
2,718 |
30,281 |
-314 |
May17 |
160817 |
322.30 |
322.30 |
316.90 |
320.00 |
-0.30 |
2,355 |
21,149 |
+39 |
Jul17 |
160817 |
321.10 |
322.30 |
315.30 |
319.40 |
-0.90 |
3,004 |
20,612 |
+238 |
Aug17 |
160817 |
317.10 |
318.20 |
315.30 |
317.60 |
-0.70 |
237 |
2,161 |
-2 |
Sep17 |
160817 |
312.90 |
314.70 |
312.90 |
314.50 |
-0.60 |
299 |
1,892 |
+21 |
Oct17 |
160817 |
305.50 |
307.00 |
305.00 |
307.00 |
+0.40 |
541 |
2,410 |
+147 |
Total Volume and Open Interest |
61,772 |
358,762 |
+882 |
Soybean Oil(CBOT) |
Sep16 |
160817 |
33.39 |
34.30 |
33.19 |
34.01 |
+0.63 |
20,395 |
49,543 |
-279 |
Oct16 |
160817 |
33.52 |
34.45 |
33.36 |
34.16 |
+0.64 |
9,961 |
39,131 |
+4,897 |
Dec16 |
160817 |
33.83 |
34.74 |
33.63 |
34.44 |
+0.62 |
70,203 |
173,069 |
+2,134 |
Jan17 |
160817 |
34.05 |
34.95 |
33.82 |
34.67 |
+0.62 |
6,537 |
35,228 |
+129 |
Mar17 |
160817 |
34.18 |
35.06 |
34.06 |
34.81 |
+0.62 |
4,019 |
27,884 |
-252 |
May17 |
160817 |
34.29 |
35.13 |
34.04 |
34.89 |
+0.58 |
2,797 |
18,219 |
-140 |
Jul17 |
160817 |
34.44 |
35.27 |
34.15 |
35.03 |
+0.57 |
3,054 |
11,695 |
-165 |
Aug17 |
160817 |
34.76 |
35.25 |
34.71 |
35.00 |
+0.50 |
314 |
3,522 |
+63 |
Sep17 |
160817 |
34.72 |
34.92 |
34.71 |
34.92 |
+0.45 |
295 |
2,702 |
-3 |
Oct17 |
160817 |
34.52 |
34.64 |
34.37 |
34.64 |
+0.40 |
545 |
1,762 |
+99 |
Total Volume and Open Interest |
119,169 |
369,276 |
+6,584 |
Canola(WCE) |
Nov16 |
160817 |
465.5 |
471.9 |
465.4 |
468.9 |
+3.3 |
13,638 |
127,075 |
+820 |
Jan17 |
160817 |
471.9 |
478.7 |
471.9 |
475.7 |
+3.7 |
2,362 |
24,617 |
+219 |
Mar17 |
160817 |
477.9 |
484.4 |
477.9 |
481.6 |
+3.7 |
220 |
6,054 |
+29 |
May17 |
160817 |
486.5 |
489.3 |
484.5 |
486.5 |
+3.8 |
125 |
4,899 |
+48 |
Jul17 |
160817 |
489.3 |
493.5 |
489.3 |
490.6 |
+3.8 |
116 |
7,199 |
+10 |
Total Volume and Open Interest |
16,536 |
173,874 |
+1,138 |
Corn(CBOT) |
Sep16 |
160817 |
327.25 |
330.75 |
327.00 |
330.25 |
+2.75 |
75,700 |
252,791 |
-12,172 |
Dec16 |
160817 |
337.00 |
340.00 |
336.00 |
339.75 |
+2.50 |
145,090 |
709,736 |
+5,336 |
Mar17 |
160817 |
347.00 |
350.00 |
345.75 |
349.75 |
+2.50 |
29,775 |
184,435 |
+3,198 |
May17 |
160817 |
353.25 |
356.50 |
352.75 |
356.00 |
+2.25 |
6,382 |
46,447 |
+241 |
Jul17 |
160817 |
360.75 |
363.00 |
359.00 |
362.75 |
+2.50 |
8,009 |
88,664 |
+434 |
Sep17 |
160817 |
366.50 |
369.50 |
366.25 |
369.50 |
+2.50 |
2,545 |
33,636 |
+161 |
Dec17 |
160817 |
374.75 |
378.75 |
374.25 |
378.50 |
+2.75 |
4,461 |
56,119 |
-272 |
Mar18 |
160817 |
386.00 |
387.50 |
384.75 |
387.50 |
+2.50 |
42 |
2,573 |
+7 |
May18 |
160817 |
392.25 |
392.25 |
392.25 |
392.25 |
+2.25 |
12 |
645 |
+4 |
Jul18 |
160817 |
393.75 |
395.50 |
393.75 |
395.50 |
+2.25 |
24 |
1,093 |
+9 |
Total Volume and Open Interest |
272,312 |
1,378,690 |
-2,985 |
Wheat(CBOT) |
Sep16 |
160817 |
423.00 |
428.50 |
419.50 |
426.00 |
+2.50 |
82,009 |
112,655 |
-15,758 |
Dec16 |
160817 |
438.25 |
443.75 |
435.75 |
443.00 |
+3.50 |
76,863 |
224,526 |
+3,237 |
Mar17 |
160817 |
457.50 |
461.75 |
454.25 |
461.25 |
+3.50 |
25,731 |
58,791 |
-767 |
May17 |
160817 |
469.00 |
474.00 |
466.00 |
473.50 |
+4.00 |
5,785 |
15,298 |
+859 |
Jul17 |
160817 |
475.50 |
482.00 |
474.00 |
481.75 |
+4.25 |
3,069 |
26,095 |
+11 |
Sep17 |
160817 |
490.00 |
494.50 |
487.50 |
494.50 |
+4.00 |
387 |
2,630 |
-29 |
Total Volume and Open Interest |
194,293 |
446,715 |
-12,389 |
Wheat(KCBT) |
Sep16 |
160817 |
410.25 |
419.00 |
408.50 |
418.25 |
+7.00 |
17,764 |
89,242 |
-1,870 |
Dec16 |
160817 |
435.50 |
444.75 |
434.25 |
444.00 |
+6.75 |
12,106 |
90,280 |
+2,318 |
Mar17 |
160817 |
452.00 |
460.50 |
450.00 |
459.50 |
+6.50 |
2,339 |
32,667 |
+655 |
May17 |
160817 |
463.00 |
469.75 |
460.50 |
469.75 |
+6.75 |
262 |
12,334 |
+0 |
Jul17 |
160817 |
472.50 |
479.00 |
469.75 |
479.00 |
+6.50 |
524 |
17,255 |
-50 |
Sep17 |
160817 |
485.25 |
494.25 |
485.25 |
494.25 |
+6.25 |
30 |
1,669 |
-12 |
Dec17 |
160817 |
515.00 |
516.00 |
512.00 |
516.00 |
+5.75 |
1 |
1,008 |
+1 |
Total Volume and Open Interest |
33,028 |
244,655 |
+1,042 |
Wheat(MGE) |
Sep16 |
160817 |
516.00 |
525.75 |
516.00 |
524.25 |
+7.75 |
5,510 |
14,914 |
-2,265 |
Dec16 |
160817 |
516.50 |
526.00 |
516.50 |
524.00 |
+7.50 |
5,063 |
21,029 |
+351 |
Mar17 |
160817 |
529.00 |
535.75 |
528.00 |
533.25 |
+5.50 |
1,366 |
12,419 |
+293 |
May17 |
160817 |
535.75 |
541.25 |
535.75 |
541.25 |
+5.50 |
329 |
5,324 |
+37 |
Jul17 |
160817 |
548.25 |
550.00 |
548.25 |
550.00 |
+5.25 |
290 |
2,713 |
+0 |
Sep17 |
160817 |
556.25 |
558.75 |
556.25 |
558.75 |
+5.00 |
151 |
2,143 |
+11 |
Total Volume and Open Interest |
12,749 |
59,448 |
-1,577 |
Oats(CBOT) |
Sep16 |
160817 |
172.50 |
173.00 |
169.75 |
170.50 |
-2.00 |
175 |
1,757 |
+12 |
Dec16 |
160817 |
187.00 |
187.75 |
184.75 |
185.75 |
-1.50 |
536 |
7,396 |
+37 |
Mar17 |
160817 |
196.00 |
197.75 |
196.00 |
197.50 |
-0.25 |
82 |
1,237 |
+25 |
May17 |
160817 |
195.00 |
200.50 |
195.00 |
200.50 |
-2.25 |
0 |
29 |
+0 |
Total Volume and Open Interest |
793 |
10,419 |
+74 |
Rough Rice(CBOT) |
Sep16 |
160817 |
10.48 |
10.51 |
10.15 |
10.23 |
-0.21 |
1,249 |
6,601 |
-912 |
Nov16 |
160817 |
10.55 |
10.56 |
10.32 |
10.40 |
-0.11 |
965 |
4,835 |
+425 |
Jan17 |
160817 |
10.57 |
10.66 |
10.57 |
10.66 |
-0.10 |
158 |
253 |
+25 |
Mar17 |
160817 |
10.91 |
10.91 |
10.91 |
10.91 |
-0.07 |
12 |
45 |
-3 |
Total Volume and Open Interest |
2,384 |
11,736 |
-465 |
Live Cattle(CME) |
Aug16 |
160817 |
115.200 |
115.535 |
114.635 |
114.750 |
-0.750 |
1,922 |
10,568 |
-765 |
Oct16 |
160817 |
113.135 |
113.285 |
112.250 |
112.400 |
-1.000 |
13,717 |
108,770 |
-834 |
Dec16 |
160817 |
113.930 |
114.350 |
113.400 |
113.600 |
-0.650 |
4,933 |
61,664 |
+66 |
Feb17 |
160817 |
113.680 |
114.150 |
113.250 |
113.535 |
-0.365 |
3,117 |
29,734 |
+521 |
Apr17 |
160817 |
112.180 |
112.800 |
111.900 |
112.200 |
-0.250 |
1,222 |
18,744 |
+270 |
Jun17 |
160817 |
105.000 |
105.800 |
104.850 |
105.300 |
-0.050 |
497 |
8,371 |
+146 |
Total Volume and Open Interest |
25,608 |
241,729 |
-516 |
Feeder Cattle(CME) |
Aug16 |
160817 |
146.850 |
147.630 |
146.285 |
146.735 |
-0.395 |
862 |
5,937 |
-375 |
Sep16 |
160817 |
144.580 |
145.950 |
144.580 |
144.935 |
-0.645 |
2,258 |
11,990 |
-4 |
Oct16 |
160817 |
142.685 |
143.285 |
141.685 |
142.435 |
-0.350 |
1,896 |
14,854 |
-120 |
Nov16 |
160817 |
138.600 |
140.130 |
138.600 |
139.250 |
-0.435 |
378 |
6,276 |
+121 |
Jan17 |
160817 |
134.750 |
135.650 |
134.250 |
134.735 |
-0.395 |
231 |
3,941 |
+25 |
Mar17 |
160817 |
132.350 |
133.150 |
132.050 |
132.200 |
-0.800 |
87 |
1,466 |
+26 |
Apr17 |
160817 |
131.900 |
132.650 |
131.600 |
131.880 |
-0.805 |
11 |
366 |
+0 |
Total Volume and Open Interest |
5,734 |
45,018 |
-322 |
Lean Hogs(CME) |
Oct16 |
160817 |
59.850 |
61.050 |
59.285 |
61.000 |
+1.150 |
20,530 |
97,490 |
-1,754 |
Dec16 |
160817 |
55.300 |
56.830 |
54.830 |
56.750 |
+1.300 |
8,444 |
56,392 |
-533 |
Feb17 |
160817 |
60.050 |
61.485 |
59.630 |
61.380 |
+1.250 |
4,967 |
26,144 |
+302 |
Apr17 |
160817 |
65.535 |
66.950 |
65.035 |
66.885 |
+1.435 |
1,008 |
19,586 |
+26 |
May17 |
160817 |
71.730 |
72.785 |
71.680 |
72.785 |
+1.400 |
27 |
274 |
+7 |
Jun17 |
160817 |
74.900 |
76.580 |
74.900 |
76.500 |
+1.150 |
506 |
3,372 |
+192 |
Jul17 |
160817 |
75.300 |
75.600 |
74.580 |
75.600 |
+0.950 |
68 |
523 |
+13 |
Aug17 |
160817 |
74.180 |
74.500 |
74.100 |
74.385 |
+1.285 |
47 |
260 |
+3 |
Total Volume and Open Interest |
35,628 |
204,251 |
-1,733 |
Class III Milk(CME) |
Aug16 |
160817 |
17.01 |
17.02 |
16.95 |
17.00 |
+0.01 |
92 |
4,747 |
+3 |
Sep16 |
160817 |
17.44 |
17.76 |
17.39 |
17.73 |
+0.34 |
229 |
5,120 |
+21 |
Oct16 |
160817 |
17.15 |
17.46 |
17.14 |
17.44 |
+0.33 |
239 |
4,081 |
+90 |
Nov16 |
160817 |
16.80 |
17.00 |
16.79 |
16.99 |
+0.24 |
173 |
3,519 |
+31 |
Dec16 |
160817 |
16.38 |
16.55 |
16.38 |
16.50 |
+0.16 |
76 |
3,055 |
+33 |
Jan17 |
160817 |
16.18 |
16.30 |
16.15 |
16.25 |
+0.09 |
82 |
1,430 |
+36 |
Feb17 |
160817 |
16.17 |
16.30 |
16.15 |
16.25 |
+0.08 |
91 |
1,257 |
+85 |
Mar17 |
160817 |
16.20 |
16.31 |
16.15 |
16.28 |
+0.11 |
43 |
1,209 |
+29 |
Apr17 |
160817 |
16.22 |
16.35 |
16.22 |
16.30 |
+0.08 |
12 |
1,051 |
+11 |
May17 |
160817 |
16.40 |
16.50 |
16.40 |
16.45 |
+0.05 |
25 |
957 |
+25 |
Jun17 |
160817 |
16.58 |
16.65 |
16.55 |
16.60 |
+0.05 |
13 |
877 |
+10 |
Jul17 |
160817 |
16.73 |
16.84 |
16.73 |
16.82 |
+0.12 |
24 |
408 |
+21 |
Aug17 |
160817 |
16.80 |
16.89 |
16.80 |
16.89 |
+0.12 |
5 |
332 |
+3 |
Total Volume and Open Interest |
1,136 |
29,097 |
+417 |
Cocoa(ICE) |
Sep16 |
160817 |
3052 |
3080 |
3024 |
3055 |
+14 |
4,768 |
7,720 |
-3,068 |
Dec16 |
160817 |
3064 |
3088 |
3043 |
3079 |
+20 |
15,726 |
107,038 |
+854 |
Mar17 |
160817 |
3035 |
3056 |
3015 |
3049 |
+19 |
4,160 |
61,703 |
+730 |
May17 |
160817 |
3021 |
3041 |
3002 |
3035 |
+20 |
1,831 |
11,433 |
+517 |
Jul17 |
160817 |
3004 |
3030 |
2993 |
3026 |
+20 |
513 |
3,479 |
-83 |
Sep17 |
160817 |
2994 |
3022 |
2990 |
3018 |
+21 |
193 |
4,173 |
+116 |
Dec17 |
160817 |
2989 |
3011 |
2978 |
3006 |
+20 |
108 |
1,120 |
+82 |
Total Volume and Open Interest |
27,300 |
200,557 |
-852 |
Coffee "C"(ICE) |
Sep16 |
160817 |
137.30 |
137.40 |
134.90 |
135.05 |
-2.35 |
19,731 |
24,614 |
-6,171 |
Dec16 |
160817 |
140.50 |
140.65 |
137.85 |
138.10 |
-2.65 |
29,600 |
92,383 |
+1,361 |
Mar17 |
160817 |
143.80 |
143.80 |
141.10 |
141.30 |
-2.60 |
5,446 |
30,657 |
+1,057 |
May17 |
160817 |
145.70 |
145.70 |
143.00 |
143.20 |
-2.55 |
1,220 |
14,364 |
+127 |
Jul17 |
160817 |
146.95 |
146.95 |
144.90 |
145.00 |
-2.55 |
168 |
3,604 |
+54 |
Sep17 |
160817 |
148.30 |
148.30 |
146.55 |
146.60 |
-2.55 |
103 |
3,123 |
-28 |
Total Volume and Open Interest |
56,319 |
175,383 |
-3,569 |
Orange Juice(ICE) |
Sep16 |
160817 |
178.65 |
178.65 |
174.00 |
175.55 |
-3.05 |
1,239 |
7,586 |
-940 |
Nov16 |
160817 |
178.90 |
178.90 |
175.20 |
176.50 |
-3.05 |
1,040 |
7,401 |
+763 |
Jan17 |
160817 |
178.30 |
178.45 |
176.00 |
176.60 |
-2.95 |
70 |
1,295 |
+9 |
Mar17 |
160817 |
177.30 |
177.65 |
175.95 |
176.20 |
-2.40 |
30 |
243 |
-22 |
May17 |
160817 |
175.10 |
175.10 |
175.10 |
175.10 |
-2.30 |
29 |
43 |
+28 |
Jul17 |
160817 |
173.90 |
173.90 |
173.90 |
173.90 |
-2.30 |
|
|
|
Total Volume and Open Interest |
2,408 |
16,570 |
-162 |
Sugar #11(ICE) |
Oct16 |
160817 |
20.30 |
20.30 |
19.65 |
19.72 |
-0.54 |
31,825 |
436,285 |
+2,852 |
Mar17 |
160817 |
20.76 |
20.76 |
20.15 |
20.21 |
-0.53 |
11,518 |
253,207 |
+1,507 |
May17 |
160817 |
20.17 |
20.17 |
19.63 |
19.69 |
-0.47 |
4,290 |
77,414 |
+631 |
Jul17 |
160817 |
19.58 |
19.58 |
19.08 |
19.13 |
-0.45 |
1,422 |
52,298 |
+200 |
Oct17 |
160817 |
19.19 |
19.20 |
18.78 |
18.84 |
-0.41 |
846 |
32,093 |
+182 |
Mar18 |
160817 |
18.87 |
18.87 |
18.67 |
18.67 |
-0.38 |
782 |
15,896 |
+74 |
May18 |
160817 |
18.33 |
18.33 |
18.15 |
18.15 |
-0.35 |
50 |
4,663 |
+18 |
Jul18 |
160817 |
17.99 |
17.99 |
17.82 |
17.82 |
-0.30 |
6 |
4,918 |
-2 |
Total Volume and Open Interest |
50,772 |
882,921 |
+5,465 |
London Cocoa(LCE) |
Sep16 |
160817 |
2487 |
2502 |
2472 |
2500 |
+15 |
4,953 |
85,811 |
+169 |
Dec16 |
160817 |
2431 |
2445 |
2418 |
2444 |
+13 |
8,552 |
82,947 |
+661 |
Mar17 |
160817 |
2374 |
2391 |
2364 |
2390 |
+13 |
2,559 |
57,052 |
+308 |
May17 |
160817 |
2356 |
2374 |
2347 |
2373 |
+13 |
2,064 |
22,580 |
+917 |
Jul17 |
160817 |
2352 |
2368 |
2341 |
2366 |
+12 |
762 |
4,792 |
+164 |
Sep17 |
160817 |
2343 |
2359 |
2340 |
2357 |
+12 |
292 |
4,909 |
+111 |
Dec17 |
160817 |
2338 |
2347 |
2331 |
2347 |
+12 |
78 |
1,272 |
+75 |
Total Volume and Open Interest |
19,260 |
259,364 |
+2,405 |
London Sugar(LCE) |
Oct16 |
160817 |
543.50 |
543.50 |
530.00 |
530.70 |
-13.80 |
2,066 |
40,060 |
-341 |
Dec16 |
160817 |
545.10 |
546.60 |
535.50 |
536.00 |
-11.60 |
1,203 |
19,523 |
-373 |
Mar17 |
160817 |
548.40 |
549.30 |
538.20 |
538.70 |
-10.70 |
725 |
17,182 |
+42 |
May17 |
160817 |
539.60 |
539.60 |
529.50 |
530.20 |
-10.00 |
160 |
9,251 |
-9 |
Aug17 |
160817 |
523.10 |
524.20 |
520.00 |
520.30 |
-9.00 |
95 |
4,526 |
+26 |
Total Volume and Open Interest |
4,322 |
94,748 |
-638 |
Cotton(ICE) |
Oct16 |
160817 |
68.61 |
68.96 |
68.23 |
68.36 |
+0.35 |
51 |
156 |
-11 |
Dec16 |
160817 |
68.91 |
69.49 |
68.53 |
68.81 |
+0.21 |
23,982 |
174,746 |
-3,814 |
Mar17 |
160817 |
69.25 |
69.80 |
69.00 |
69.30 |
+0.21 |
3,954 |
43,647 |
+196 |
May17 |
160817 |
69.38 |
69.55 |
68.93 |
69.20 |
+0.14 |
527 |
6,035 |
-2 |
Jul17 |
160817 |
69.13 |
69.21 |
68.72 |
68.99 |
+0.16 |
358 |
5,281 |
+34 |
Oct17 |
160817 |
68.69 |
68.69 |
68.69 |
68.69 |
+0.19 |
|
|
|
Total Volume and Open Interest |
29,228 |
239,989 |
-3,439 |
Lumber(CME) |
Sep16 |
160817 |
323.8 |
324.8 |
321.5 |
323.0 |
-0.3 |
337 |
3,265 |
-150 |
Nov16 |
160817 |
333.5 |
334.7 |
330.6 |
333.1 |
-0.4 |
276 |
1,834 |
+84 |
Jan17 |
160817 |
338.8 |
338.8 |
337.5 |
337.9 |
-0.8 |
18 |
120 |
+8 |
Mar17 |
160817 |
340.1 |
340.1 |
340.0 |
340.1 |
-0.8 |
7 |
35 |
+3 |
Total Volume and Open Interest |
638 |
5,277 |
-55 |
Crude Oil(NYM) |
Sep16 |
160817 |
46.37 |
46.95 |
45.84 |
46.79 |
+0.21 |
522,526 |
202,079 |
-41,361 |
Oct16 |
160817 |
47.02 |
47.68 |
46.50 |
47.52 |
+0.30 |
242,999 |
428,589 |
+32,382 |
Nov16 |
160817 |
47.73 |
48.40 |
47.23 |
48.27 |
+0.35 |
66,303 |
219,191 |
+3,274 |
Dec16 |
160817 |
48.43 |
49.11 |
47.89 |
48.96 |
+0.39 |
65,802 |
260,691 |
+550 |
Jan17 |
160817 |
48.95 |
49.75 |
48.58 |
49.60 |
+0.43 |
21,562 |
118,915 |
-934 |
Feb17 |
160817 |
49.31 |
50.27 |
49.07 |
50.12 |
+0.47 |
13,161 |
44,093 |
+2,834 |
Mar17 |
160817 |
49.89 |
50.69 |
49.46 |
50.55 |
+0.50 |
21,412 |
96,816 |
+730 |
Apr17 |
160817 |
49.99 |
51.04 |
49.91 |
50.90 |
+0.53 |
5,702 |
31,038 |
-165 |
May17 |
160817 |
50.60 |
51.29 |
50.16 |
51.18 |
+0.54 |
3,618 |
25,288 |
+95 |
Jun17 |
160817 |
50.59 |
51.54 |
50.30 |
51.41 |
+0.55 |
22,351 |
83,443 |
+343 |
Jul17 |
160817 |
50.61 |
51.74 |
50.53 |
51.60 |
+0.56 |
3,068 |
18,828 |
+316 |
Aug17 |
160817 |
50.95 |
51.89 |
50.80 |
51.77 |
+0.56 |
2,424 |
16,002 |
-98 |
Sep17 |
160817 |
51.75 |
51.94 |
51.61 |
51.94 |
+0.57 |
4,479 |
35,803 |
+1,310 |
Oct17 |
160817 |
51.40 |
52.11 |
51.40 |
52.11 |
+0.57 |
1,151 |
12,027 |
+84 |
Nov17 |
160817 |
52.30 |
52.30 |
52.30 |
52.30 |
+0.58 |
312 |
12,677 |
+44 |
Dec17 |
160817 |
51.69 |
52.65 |
51.37 |
52.50 |
+0.59 |
26,946 |
145,834 |
-1,067 |
Total Volume and Open Interest |
1,035,512 |
1,887,663 |
+78 |
e-miNY Crude Oil(NYM) |
Sep16 |
160817 |
46.375 |
46.950 |
45.900 |
46.800 |
+0.225 |
12,247 |
2,425 |
+125 |
Oct16 |
160817 |
46.975 |
47.650 |
46.550 |
47.525 |
+0.300 |
1,173 |
1,532 |
+104 |
Nov16 |
160817 |
47.750 |
48.375 |
47.400 |
48.275 |
+0.350 |
50 |
187 |
+21 |
Dec16 |
160817 |
48.225 |
49.050 |
48.200 |
48.950 |
+0.375 |
188 |
542 |
-78 |
Jan17 |
160817 |
49.600 |
49.600 |
49.600 |
49.600 |
+0.425 |
3 |
27 |
-1 |
Feb17 |
160817 |
50.125 |
50.125 |
50.125 |
50.125 |
+0.475 |
0 |
14 |
+0 |
Mar17 |
160817 |
50.550 |
50.550 |
50.550 |
50.550 |
+0.500 |
0 |
17 |
+0 |
Apr17 |
160817 |
50.900 |
50.900 |
50.900 |
50.900 |
+0.525 |
2 |
47 |
-2 |
May17 |
160817 |
51.175 |
51.175 |
51.175 |
51.175 |
+0.525 |
2 |
29 |
-2 |
Jun17 |
160817 |
50.675 |
51.400 |
50.675 |
51.400 |
+0.550 |
0 |
16 |
+0 |
Total Volume and Open Interest |
13,686 |
5,045 |
+146 |
NY Harbor ULSD(NYM) |
Sep16 |
160817 |
145.72 |
149.31 |
144.60 |
148.92 |
+2.79 |
46,819 |
62,895 |
-1,832 |
Oct16 |
160817 |
147.75 |
151.06 |
146.67 |
150.72 |
+2.58 |
22,462 |
76,370 |
-1,715 |
Nov16 |
160817 |
149.66 |
152.88 |
148.58 |
152.50 |
+2.48 |
16,934 |
64,648 |
+776 |
Dec16 |
160817 |
150.85 |
154.23 |
150.14 |
153.97 |
+2.43 |
15,378 |
59,833 |
+1,886 |
Jan17 |
160817 |
152.58 |
155.73 |
152.24 |
155.57 |
+2.40 |
5,488 |
33,470 |
-130 |
Feb17 |
160817 |
153.45 |
156.49 |
153.45 |
156.49 |
+2.39 |
2,588 |
13,695 |
-309 |
Mar17 |
160817 |
153.74 |
156.90 |
153.60 |
156.74 |
+2.37 |
2,843 |
16,333 |
+751 |
Apr17 |
160817 |
154.93 |
156.50 |
153.68 |
156.50 |
+2.35 |
736 |
8,742 |
-175 |
May17 |
160817 |
154.85 |
156.86 |
154.29 |
156.86 |
+2.33 |
443 |
6,480 |
+29 |
Jun17 |
160817 |
154.02 |
157.52 |
154.01 |
157.37 |
+2.33 |
1,738 |
22,378 |
+196 |
Jul17 |
160817 |
156.84 |
158.43 |
155.46 |
158.17 |
+2.36 |
201 |
2,819 |
+7 |
Aug17 |
160817 |
156.60 |
159.12 |
156.60 |
159.12 |
+2.37 |
185 |
1,718 |
+29 |
Sep17 |
160817 |
160.23 |
160.23 |
160.23 |
160.23 |
+2.37 |
200 |
2,142 |
+45 |
Oct17 |
160817 |
161.36 |
161.36 |
161.36 |
161.36 |
+2.38 |
74 |
1,658 |
+14 |
Total Volume and Open Interest |
117,446 |
403,853 |
-852 |
RBOB Gasoline(NYM) |
Sep16 |
160817 |
140.53 |
145.56 |
139.00 |
145.05 |
+2.79 |
54,751 |
79,414 |
-5,420 |
Oct16 |
160817 |
134.78 |
139.19 |
133.18 |
138.87 |
+2.61 |
40,075 |
108,246 |
+2,279 |
Nov16 |
160817 |
134.56 |
138.51 |
132.85 |
138.22 |
+2.36 |
21,766 |
63,755 |
+188 |
Dec16 |
160817 |
133.94 |
137.98 |
132.92 |
137.69 |
+2.17 |
15,712 |
53,807 |
-517 |
Jan17 |
160817 |
134.77 |
138.50 |
133.65 |
138.25 |
+2.10 |
4,006 |
26,217 |
-167 |
Feb17 |
160817 |
135.85 |
139.54 |
134.77 |
139.43 |
+2.11 |
2,978 |
7,913 |
+549 |
Mar17 |
160817 |
137.26 |
141.48 |
136.88 |
141.25 |
+2.08 |
3,669 |
18,483 |
+895 |
Apr17 |
160817 |
155.89 |
159.81 |
154.99 |
159.71 |
+1.98 |
867 |
16,071 |
+352 |
May17 |
160817 |
157.18 |
160.64 |
156.28 |
160.62 |
+1.94 |
336 |
5,601 |
+25 |
Jun17 |
160817 |
156.80 |
160.70 |
156.00 |
160.43 |
+1.92 |
464 |
11,787 |
-85 |
Total Volume and Open Interest |
146,521 |
420,150 |
-2,315 |
e-miNY RBOB Gasoline(NYM) |
Sep16 |
160817 |
145.10 |
145.10 |
145.05 |
145.05 |
+2.79 |
0 |
1 |
+0 |
Oct16 |
160817 |
138.87 |
138.87 |
138.87 |
138.87 |
+2.61 |
|
|
|
Nov16 |
160817 |
138.22 |
138.22 |
138.22 |
138.22 |
+2.36 |
|
|
|
Dec16 |
160817 |
137.69 |
137.69 |
137.69 |
137.69 |
+2.17 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Sep16 |
160817 |
2.627 |
2.648 |
2.585 |
2.619 |
+0.002 |
102,325 |
117,538 |
-12,232 |
Oct16 |
160817 |
2.665 |
2.685 |
2.628 |
2.659 |
+0.002 |
58,710 |
217,312 |
+8,649 |
Nov16 |
160817 |
2.841 |
2.854 |
2.800 |
2.832 |
-0.001 |
32,822 |
179,277 |
+3,353 |
Dec16 |
160817 |
3.095 |
3.105 |
3.055 |
3.083 |
-0.009 |
13,574 |
71,656 |
-325 |
Jan17 |
160817 |
3.234 |
3.242 |
3.193 |
3.220 |
-0.009 |
15,400 |
137,201 |
+469 |
Feb17 |
160817 |
3.215 |
3.237 |
3.190 |
3.217 |
-0.009 |
4,176 |
34,942 |
+91 |
Mar17 |
160817 |
3.192 |
3.195 |
3.154 |
3.178 |
-0.009 |
6,796 |
78,180 |
+373 |
Apr17 |
160817 |
2.948 |
2.951 |
2.923 |
2.936 |
-0.011 |
6,294 |
61,961 |
+189 |
May17 |
160817 |
2.906 |
2.928 |
2.901 |
2.912 |
-0.012 |
3,049 |
23,090 |
-354 |
Jun17 |
160817 |
2.950 |
2.954 |
2.934 |
2.944 |
-0.012 |
1,775 |
22,176 |
+299 |
Jul17 |
160817 |
2.980 |
2.990 |
2.965 |
2.976 |
-0.011 |
975 |
15,167 |
-34 |
Aug17 |
160817 |
2.975 |
2.990 |
2.975 |
2.985 |
-0.011 |
781 |
13,786 |
-65 |
Sep17 |
160817 |
2.959 |
2.977 |
2.959 |
2.969 |
-0.011 |
1,020 |
15,493 |
+357 |
Oct17 |
160817 |
2.981 |
2.998 |
2.981 |
2.992 |
-0.010 |
1,967 |
25,258 |
-176 |
Nov17 |
160817 |
3.045 |
3.063 |
3.040 |
3.050 |
-0.009 |
549 |
11,948 |
-9 |
Dec17 |
160817 |
3.183 |
3.210 |
3.183 |
3.195 |
-0.006 |
381 |
15,493 |
+27 |
Total Volume and Open Interest |
251,389 |
1,094,934 |
+816 |
Brent Crude Oil(ICE) |
Oct16 |
160817 |
48.88 |
49.93 |
48.55 |
49.85 |
+0.62 |
234,398 |
333,813 |
-11,918 |
Nov16 |
160817 |
49.14 |
50.17 |
48.79 |
50.08 |
+0.60 |
89,434 |
397,470 |
+5,432 |
Dec16 |
160817 |
49.66 |
50.56 |
49.18 |
50.48 |
+0.60 |
108,418 |
386,627 |
-3,537 |
Jan17 |
160817 |
49.93 |
50.94 |
49.56 |
50.85 |
+0.60 |
26,720 |
103,143 |
+428 |
Feb17 |
160817 |
50.29 |
51.32 |
49.92 |
51.23 |
+0.61 |
14,035 |
87,908 |
+858 |
Mar17 |
160817 |
50.68 |
51.69 |
50.30 |
51.60 |
+0.62 |
17,581 |
103,668 |
+2,775 |
Apr17 |
160817 |
51.06 |
51.96 |
50.64 |
51.91 |
+0.63 |
5,058 |
34,778 |
+691 |
May17 |
160817 |
51.34 |
52.27 |
50.96 |
52.19 |
+0.63 |
3,622 |
40,735 |
+73 |
Jun17 |
160817 |
51.47 |
52.53 |
51.20 |
52.45 |
+0.64 |
25,917 |
113,887 |
+2,017 |
Jul17 |
160817 |
52.00 |
52.70 |
52.00 |
52.70 |
+0.64 |
553 |
20,341 |
-21 |
Aug17 |
160817 |
52.66 |
52.95 |
52.66 |
52.95 |
+0.65 |
975 |
18,217 |
+119 |
Sep17 |
160817 |
53.07 |
53.68 |
52.59 |
53.17 |
+0.65 |
2,104 |
47,136 |
+333 |
Oct17 |
160817 |
53.09 |
53.40 |
53.09 |
53.40 |
+0.66 |
727 |
18,073 |
+127 |
Nov17 |
160817 |
53.28 |
53.59 |
53.28 |
53.59 |
+0.66 |
568 |
15,890 |
+78 |
Total Volume and Open Interest |
583,906 |
2,218,475 |
-3,388 |
Gas Oil(ICE) |
Sep16 |
160817 |
426.25 |
436.75 |
423.50 |
430.00 |
+1.25 |
62,322 |
140,311 |
-4,506 |
Oct16 |
160817 |
432.25 |
442.75 |
429.75 |
436.25 |
+1.75 |
41,892 |
113,443 |
-158 |
Nov16 |
160817 |
436.00 |
445.75 |
433.00 |
439.25 |
+1.50 |
16,317 |
66,473 |
+240 |
Dec16 |
160817 |
439.25 |
448.50 |
436.25 |
442.25 |
+1.25 |
24,260 |
132,840 |
-940 |
Jan17 |
160817 |
442.50 |
452.00 |
440.25 |
446.25 |
+1.50 |
5,722 |
42,958 |
+956 |
Feb17 |
160817 |
446.25 |
455.50 |
444.00 |
449.75 |
+1.50 |
4,444 |
27,984 |
+1,014 |
Mar17 |
160817 |
449.25 |
458.50 |
447.00 |
452.75 |
+1.50 |
4,916 |
26,496 |
-164 |
Apr17 |
160817 |
451.00 |
460.75 |
449.50 |
455.00 |
+1.25 |
1,153 |
15,583 |
+318 |
May17 |
160817 |
453.50 |
463.00 |
452.00 |
457.25 |
+1.25 |
993 |
14,684 |
+203 |
Jun17 |
160817 |
455.50 |
465.25 |
454.75 |
459.75 |
+1.25 |
3,428 |
45,114 |
-676 |
Total Volume and Open Interest |
174,135 |
798,983 |
-3,735 |
Ethanol(CBOT) |
Sep16 |
160817 |
1.472 |
1.472 |
1.429 |
1.434 |
-0.011 |
344 |
1,291 |
-198 |
Oct16 |
160817 |
1.462 |
1.462 |
1.424 |
1.430 |
-0.011 |
319 |
1,074 |
+102 |
Nov16 |
160817 |
1.405 |
1.407 |
1.405 |
1.407 |
-0.011 |
49 |
559 |
+13 |
Dec16 |
160817 |
1.345 |
1.406 |
1.343 |
1.387 |
-0.011 |
29 |
1,129 |
-5 |
Jan17 |
160817 |
1.341 |
1.376 |
1.339 |
1.376 |
-0.011 |
4 |
159 |
-1 |
Feb17 |
160817 |
1.380 |
1.380 |
1.380 |
1.380 |
-0.011 |
0 |
163 |
+0 |
Mar17 |
160817 |
1.394 |
1.394 |
1.394 |
1.394 |
-0.011 |
0 |
5 |
+0 |
Apr17 |
160817 |
1.411 |
1.411 |
1.411 |
1.411 |
-0.011 |
|
|
|
Total Volume and Open Interest |
745 |
4,386 |
-89 |
WTI Crude Oil(ICE) |
Sep16 |
160817 |
46.33 |
46.95 |
45.90 |
46.79 |
+0.21 |
40,559 |
49,614 |
-1,189 |
Oct16 |
160817 |
47.20 |
47.67 |
46.57 |
47.52 |
+0.30 |
45,393 |
97,886 |
+5,346 |
Nov16 |
160817 |
47.67 |
48.42 |
47.28 |
48.27 |
+0.35 |
21,216 |
47,956 |
+976 |
Dec16 |
160817 |
48.29 |
49.08 |
47.95 |
48.96 |
+0.39 |
22,703 |
103,513 |
-3,852 |
Jan17 |
160817 |
48.85 |
49.72 |
48.59 |
49.60 |
+0.43 |
5,689 |
24,521 |
+481 |
Feb17 |
160817 |
49.30 |
50.24 |
49.07 |
50.12 |
+0.47 |
2,643 |
23,466 |
-63 |
Mar17 |
160817 |
49.93 |
50.66 |
49.52 |
50.55 |
+0.50 |
3,617 |
28,880 |
+336 |
Apr17 |
160817 |
50.35 |
51.01 |
49.92 |
50.90 |
+0.53 |
2,331 |
5,896 |
+876 |
May17 |
160817 |
50.37 |
51.18 |
50.25 |
51.18 |
+0.54 |
1,173 |
4,777 |
+671 |
Jun17 |
160817 |
50.77 |
51.52 |
50.44 |
51.41 |
+0.55 |
2,979 |
31,621 |
-109 |
Jul17 |
160817 |
51.60 |
51.60 |
51.60 |
51.60 |
+0.56 |
113 |
3,154 |
+0 |
Aug17 |
160817 |
51.77 |
51.77 |
51.77 |
51.77 |
+0.56 |
46 |
680 |
-18 |
Sep17 |
160817 |
51.94 |
51.94 |
51.94 |
51.94 |
+0.57 |
294 |
9,644 |
-66 |
Oct17 |
160817 |
52.11 |
52.11 |
52.11 |
52.11 |
+0.57 |
52 |
1,098 |
-2 |
Nov17 |
160817 |
52.30 |
52.30 |
52.30 |
52.30 |
+0.58 |
33 |
1,016 |
-5 |
Dec17 |
160817 |
51.60 |
52.60 |
51.53 |
52.50 |
+0.59 |
8,725 |
64,656 |
-926 |
Total Volume and Open Interest |
160,793 |
542,334 |
+2,981 |
US Dollar Index(ICE) |
Sep16 |
160817 |
94.760 |
95.085 |
94.490 |
94.690 |
-0.075 |
7,249 |
46,868 |
-638 |
Dec16 |
160817 |
94.730 |
95.000 |
94.450 |
94.655 |
-0.075 |
530 |
6,318 |
+8 |
Mar17 |
160817 |
94.750 |
94.830 |
94.505 |
94.625 |
-0.075 |
6 |
1,887 |
+1 |
Total Volume and Open Interest |
7,785 |
55,138 |
-629 |
Australian Dollar(CME) |
Sep16 |
160817 |
76.91 |
77.03 |
76.02 |
76.44 |
-0.51 |
62,619 |
109,772 |
+2,029 |
Dec16 |
160817 |
76.74 |
76.82 |
75.89 |
76.26 |
-0.51 |
178 |
2,315 |
+21 |
Mar17 |
160817 |
75.93 |
76.12 |
75.90 |
76.11 |
-0.51 |
1 |
13 |
+1 |
Total Volume and Open Interest |
62,798 |
112,100 |
+2,051 |
British Pound(CME) |
Sep16 |
160817 |
130.51 |
130.94 |
129.83 |
130.50 |
+0.07 |
53,889 |
245,852 |
-57 |
Dec16 |
160817 |
130.84 |
131.17 |
130.10 |
130.74 |
+0.08 |
381 |
3,862 |
+19 |
Mar17 |
160817 |
131.00 |
131.35 |
130.50 |
131.00 |
+0.08 |
1 |
609 |
-1 |
Total Volume and Open Interest |
54,271 |
250,734 |
-39 |
Canadian Dollar(CME) |
Sep16 |
160817 |
77.77 |
77.95 |
77.42 |
77.85 |
-0.03 |
41,029 |
114,038 |
+2,441 |
Dec16 |
160817 |
77.79 |
77.97 |
77.47 |
77.89 |
-0.02 |
138 |
4,054 |
+4 |
Mar17 |
160817 |
77.63 |
77.96 |
77.54 |
77.92 |
-0.03 |
26 |
444 |
-10 |
Jun17 |
160817 |
77.97 |
77.97 |
77.69 |
77.97 |
-0.02 |
0 |
192 |
+0 |
Total Volume and Open Interest |
41,193 |
118,808 |
+2,435 |
Japanese Yen(CME) |
Sep16 |
160817 |
99.84 |
100.08 |
98.96 |
99.92 |
+0.07 |
59,951 |
164,548 |
+1,515 |
Dec16 |
160817 |
100.20 |
100.45 |
99.36 |
100.31 |
+0.06 |
234 |
2,011 |
+27 |
Mar17 |
160817 |
100.28 |
100.79 |
99.88 |
100.74 |
+0.06 |
1 |
259 |
+0 |
Total Volume and Open Interest |
60,186 |
166,937 |
+1,542 |
Swiss Franc(CME) |
Sep16 |
160817 |
104.17 |
104.37 |
103.70 |
104.16 |
+0.08 |
8,431 |
41,517 |
+204 |
Dec16 |
160817 |
104.70 |
104.91 |
104.29 |
104.71 |
+0.08 |
1 |
107 |
+0 |
Mar17 |
160817 |
105.26 |
105.26 |
105.05 |
105.26 |
+0.09 |
|
|
|
Total Volume and Open Interest |
8,432 |
41,644 |
+204 |
EuroFX(CME) |
Sep16 |
160817 |
112.90 |
113.31 |
112.54 |
113.04 |
+0.13 |
66,849 |
356,629 |
-922 |
Dec16 |
160817 |
113.32 |
113.74 |
112.99 |
113.49 |
+0.15 |
635 |
7,728 |
+303 |
Mar17 |
160817 |
113.65 |
114.15 |
113.50 |
113.94 |
+0.14 |
26 |
1,348 |
+1 |
Total Volume and Open Interest |
67,513 |
366,425 |
-615 |
Mexican Peso(CME) |
Sep16 |
160817 |
552.13 |
552.88 |
543.63 |
549.38 |
-4.00 |
46,591 |
91,661 |
-610 |
Oct16 |
160817 |
547.88 |
547.88 |
547.88 |
547.88 |
-4.13 |
|
|
|
Total Volume and Open Interest |
46,600 |
123,570 |
-610 |
Brazilian Real(CME) |
Sep16 |
160817 |
310.60 |
311.10 |
307.95 |
310.55 |
-2.00 |
403 |
26,631 |
+202 |
Oct16 |
160817 |
306.70 |
307.85 |
305.45 |
307.75 |
-2.00 |
3 |
139 |
+2 |
Nov16 |
160817 |
304.95 |
304.95 |
304.20 |
304.95 |
-2.10 |
|
|
|
Dec16 |
160817 |
300.00 |
302.35 |
300.00 |
302.35 |
-1.95 |
0 |
34 |
+0 |
Total Volume and Open Interest |
406 |
26,804 |
+204 |
30-Year T-Bonds(CBOT) |
Sep16 |
160817 |
171~060 |
172~020 |
170~280 |
171~190 |
+0~160 |
157,184 |
590,480 |
-1,757 |
Dec16 |
160817 |
169~230 |
170~190 |
169~140 |
170~040 |
+0~160 |
860 |
2,886 |
-27 |
Mar17 |
160817 |
169~000 |
169~000 |
169~000 |
169~000 |
+0~160 |
|
|
|
Total Volume and Open Interest |
158,044 |
593,366 |
-1,784 |
10-Year T-Notes(CBOT) |
Sep16 |
160817 |
132~000 |
132~125 |
131~265 |
132~035 |
+0~035 |
779,593 |
2,795,932 |
-3,464 |
Dec16 |
160817 |
131~020 |
131~120 |
130~270 |
131~040 |
+0~035 |
18,086 |
64,018 |
+10,023 |
Mar17 |
160817 |
130~100 |
130~100 |
130~100 |
130~100 |
+0~035 |
|
|
|
Total Volume and Open Interest |
797,679 |
2,859,950 |
+6,559 |
5-Year T-Notes(CBOT) |
Sep16 |
160817 |
121~126 |
121~202 |
121~090 |
121~140 |
+0~012 |
331,154 |
2,721,341 |
-17,723 |
Dec16 |
160817 |
121~136 |
121~202 |
121~092 |
121~136 |
+0~014 |
23,602 |
73,156 |
+6,495 |
Mar17 |
160817 |
121~040 |
121~040 |
121~040 |
121~040 |
+0~014 |
|
|
|
Total Volume and Open Interest |
354,756 |
2,794,497 |
-11,228 |
2 Year T-Notes(CBOT) |
Sep16 |
160817 |
109~102 |
109~126 |
109~084 |
109~104 |
+0~002 |
143,240 |
1,092,387 |
+8,098 |
Dec16 |
160817 |
109~074 |
109~100 |
109~062 |
109~080 |
+0~004 |
1,665 |
27,927 |
+833 |
Mar17 |
160817 |
109~074 |
109~074 |
109~074 |
109~074 |
+0~004 |
|
|
|
Total Volume and Open Interest |
144,905 |
1,120,314 |
+8,931 |
Eurodollars(CME) |
Sep16 |
160817 |
99.165 |
99.165 |
99.128 |
99.145 |
-0.020 |
257,909 |
1,179,974 |
-4,131 |
Dec16 |
160817 |
99.110 |
99.110 |
99.070 |
99.095 |
-0.015 |
303,004 |
1,538,078 |
+34,369 |
Mar17 |
160817 |
99.070 |
99.080 |
99.035 |
99.065 |
-0.010 |
184,624 |
1,104,972 |
+22,506 |
Jun17 |
160817 |
99.035 |
99.045 |
98.995 |
99.025 |
-0.010 |
145,672 |
965,164 |
+2,706 |
Sep17 |
160817 |
98.990 |
99.005 |
98.950 |
98.985 |
-0.010 |
116,028 |
874,437 |
+6,589 |
Dec17 |
160817 |
98.940 |
98.965 |
98.900 |
98.935 |
-0.010 |
154,717 |
1,311,718 |
-3,745 |
Mar18 |
160817 |
98.915 |
98.935 |
98.875 |
98.910 |
-0.010 |
110,928 |
622,385 |
+5,363 |
Jun18 |
160817 |
98.880 |
98.905 |
98.840 |
98.875 |
-0.015 |
94,189 |
482,929 |
+2,433 |
Sep18 |
160817 |
98.850 |
98.875 |
98.805 |
98.840 |
-0.015 |
60,988 |
448,979 |
+2,023 |
Dec18 |
160817 |
98.810 |
98.830 |
98.765 |
98.795 |
-0.015 |
70,390 |
590,165 |
-1,711 |
Mar19 |
160817 |
98.785 |
98.805 |
98.740 |
98.765 |
-0.020 |
66,562 |
412,282 |
+2,469 |
Jun19 |
160817 |
98.740 |
98.770 |
98.705 |
98.730 |
-0.020 |
49,335 |
299,627 |
-3,265 |
Sep19 |
160817 |
98.715 |
98.730 |
98.670 |
98.695 |
-0.015 |
35,177 |
243,191 |
+3,748 |
Dec19 |
160817 |
98.670 |
98.685 |
98.625 |
98.650 |
-0.015 |
29,826 |
244,191 |
-2,767 |
Mar20 |
160817 |
98.635 |
98.650 |
98.595 |
98.615 |
-0.015 |
19,743 |
145,821 |
-2,170 |
Jun20 |
160817 |
98.590 |
98.610 |
98.550 |
98.570 |
-0.015 |
18,421 |
96,120 |
+746 |
Sep20 |
160817 |
98.550 |
98.565 |
98.515 |
98.530 |
-0.010 |
10,582 |
82,093 |
-488 |
Dec20 |
160817 |
98.500 |
98.520 |
98.465 |
98.485 |
-0.005 |
10,941 |
94,380 |
-145 |
Total Volume and Open Interest |
1,771,026 |
11,016,029 |
-99,993 |
Ultra T-Bond(CBOT) |
Sep16 |
160817 |
186~09 |
187~25 |
186~02 |
187~07 |
+0~29 |
59,501 |
603,894 |
-2,595 |
Dec16 |
160817 |
186~08 |
186~29 |
185~08 |
186~12 |
+0~29 |
6,895 |
10,693 |
+2,713 |
Mar17 |
160817 |
185~12 |
185~12 |
185~12 |
185~12 |
+0~29 |
|
|
|
Total Volume and Open Interest |
66,396 |
614,587 |
+118 |
Ultra 10-Yr T-Note(CBOT) |
Sep16 |
160817 |
144~205 |
145~045 |
144~145 |
144~260 |
+0~065 |
45,304 |
184,215 |
+1,520 |
Dec16 |
160817 |
144~125 |
144~200 |
144~030 |
144~125 |
+0~065 |
0 |
139 |
+0 |
Mar17 |
160817 |
144~125 |
144~125 |
144~125 |
144~125 |
+0~065 |
|
|
|
Total Volume and Open Interest |
45,304 |
184,354 |
+1,520 |
30 Day Federal Funds(CBOT) |
Aug16 |
160817 |
99.600 |
99.603 |
99.600 |
99.603 |
unch |
2,216 |
134,309 |
+874 |
Sep16 |
160817 |
99.590 |
99.595 |
99.585 |
99.590 |
unch |
2,838 |
68,414 |
+219 |
Oct16 |
160817 |
99.565 |
99.585 |
99.555 |
99.570 |
unch |
13,337 |
169,702 |
-3,873 |
Nov16 |
160817 |
99.560 |
99.580 |
99.545 |
99.570 |
+0.005 |
8,984 |
88,707 |
-1,273 |
Dec16 |
160817 |
99.520 |
99.540 |
99.505 |
99.525 |
+0.005 |
7,347 |
55,929 |
-2,222 |
Jan17 |
160817 |
99.470 |
99.500 |
99.460 |
99.485 |
+0.010 |
14,544 |
99,258 |
+13 |
Total Volume and Open Interest |
71,896 |
825,205 |
-5,911 |
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 |
160817 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec16 |
160817 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
0 |
7 |
+0 |
Mar17 |
160817 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Jun17 |
160817 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Sep17 |
160817 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Dec17 |
160817 |
99.99 |
99.99 |
99.99 |
99.99 |
unch |
|
|
|
Mar18 |
160817 |
100.00 |
100.00 |
100.00 |
100.00 |
unch |
|
|
|
Jun18 |
160817 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep16 |
160817 |
151.58 |
151.59 |
151.28 |
151.32 |
-0.24 |
780 |
16,674 |
+32 |
Dec16 |
160817 |
151.70 |
151.70 |
151.54 |
151.54 |
-0.24 |
0 |
21 |
+0 |
Mar17 |
160817 |
151.46 |
151.46 |
151.46 |
151.46 |
-0.24 |
|
|
|
Total Volume and Open Interest |
780 |
16,695 |
+32 |
Euro-Buxl(EUREX) |
Sep16 |
160817 |
192.06 |
193.82 |
191.64 |
192.72 |
+0.96 |
14,030 |
130,138 |
-2,175 |
Dec16 |
160817 |
190.02 |
191.12 |
190.00 |
191.08 |
+1.00 |
0 |
34 |
+0 |
Mar17 |
160817 |
190.72 |
190.72 |
190.72 |
190.72 |
+0.96 |
|
|
|
Total Volume and Open Interest |
14,030 |
130,172 |
-2,175 |
Euro-Bund(EUREX) |
Sep16 |
160817 |
166.82 |
167.31 |
166.65 |
166.95 |
+0.25 |
337,200 |
1,573,809 |
-8,654 |
Dec16 |
160817 |
164.21 |
164.58 |
163.95 |
164.24 |
+0.25 |
8,242 |
71,647 |
+7,559 |
Mar17 |
160817 |
166.60 |
166.63 |
166.54 |
166.54 |
+0.26 |
32 |
88 |
+29 |
Total Volume and Open Interest |
345,474 |
1,645,544 |
-1,066 |
Euro-Bobl(EUREX) |
Sep16 |
160817 |
133.48 |
133.54 |
133.44 |
133.47 |
+0.04 |
214,488 |
1,288,266 |
+13,099 |
Dec16 |
160817 |
131.53 |
131.53 |
131.46 |
131.48 |
+0.04 |
14,485 |
37,650 |
+14,306 |
Mar17 |
160817 |
133.42 |
133.42 |
133.42 |
133.42 |
+0.04 |
|
|
|
Total Volume and Open Interest |
228,973 |
1,325,916 |
+27,405 |
Euro-Schatz(EUREX) |
Sep16 |
160817 |
112.00 |
112.00 |
111.99 |
112.00 |
+0.01 |
101,543 |
1,079,346 |
+1,372 |
Dec16 |
160817 |
111.99 |
111.99 |
111.98 |
111.98 |
+0.01 |
8,071 |
14,854 |
+8,065 |
Mar17 |
160817 |
112.00 |
112.00 |
112.00 |
112.00 |
+0.01 |
|
|
|
Total Volume and Open Interest |
109,614 |
1,094,200 |
+9,437 |
3-Mth Euribor(EUREX) |
Sep16 |
160817 |
100.310 |
100.310 |
100.310 |
100.310 |
unch |
200 |
3,849 |
-150 |
Dec16 |
160817 |
100.335 |
100.335 |
100.335 |
100.335 |
unch |
200 |
2,880 |
+137 |
Mar17 |
160817 |
100.345 |
100.345 |
100.345 |
100.345 |
+0.005 |
0 |
3,188 |
+0 |
Total Volume and Open Interest |
500 |
76,914 |
-121 |
Long Gilt(LIFFE) |
Sep16 |
160817 |
132~07 |
132~17 |
131~26 |
132~10 |
+0~06 |
101,575 |
503,178 |
-3,334 |
Dec16 |
160817 |
131~08 |
131~08 |
131~08 |
131~08 |
+0~06 |
|
|
|
Total Volume and Open Interest |
101,575 |
503,178 |
-3,334 |
3-Mth Short Sterling(LIFFE) |
Sep16 |
160817 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.00 |
25,132 |
366,769 |
-5,860 |
Dec16 |
160817 |
99.74 |
99.75 |
99.73 |
99.73 |
-0.01 |
37,527 |
643,729 |
-9,238 |
Mar17 |
160817 |
99.76 |
99.77 |
99.74 |
99.74 |
-0.01 |
30,474 |
361,072 |
-5,364 |
Jun17 |
160817 |
99.77 |
99.77 |
99.75 |
99.75 |
-0.01 |
26,382 |
347,254 |
-1,400 |
Sep17 |
160817 |
99.77 |
99.78 |
99.75 |
99.75 |
-0.01 |
30,916 |
292,941 |
-734 |
Dec17 |
160817 |
99.76 |
99.78 |
99.74 |
99.75 |
-0.01 |
22,453 |
324,350 |
-1,081 |
Total Volume and Open Interest |
315,334 |
3,214,152 |
-16,431 |
3-Mth Euribor(LIFFE) |
Sep16 |
160817 |
100.310 |
100.310 |
100.305 |
100.305 |
-0.005 |
24,486 |
356,570 |
+149 |
Dec16 |
160817 |
100.335 |
100.335 |
100.330 |
100.330 |
unch |
23,931 |
454,256 |
+2,557 |
Mar17 |
160817 |
100.345 |
100.345 |
100.340 |
100.340 |
unch |
27,509 |
354,683 |
-6,531 |
Total Volume and Open Interest |
334,492 |
3,059,881 |
-37,305 |
3-Mth Aus T-Bills(SFE) |
Sep16 |
160817 |
98.24 |
98.24 |
98.22 |
98.23 |
-0.01 |
11,464 |
154,403 |
+977 |
Dec16 |
160817 |
98.33 |
98.33 |
98.31 |
98.32 |
-0.01 |
10,233 |
201,810 |
+1,530 |
Mar17 |
160817 |
98.39 |
98.39 |
98.37 |
98.38 |
-0.01 |
9,576 |
164,369 |
+195 |
Jun17 |
160817 |
98.41 |
98.42 |
98.39 |
98.40 |
-0.01 |
5,202 |
127,721 |
-334 |
Sep17 |
160817 |
98.42 |
98.43 |
98.41 |
98.41 |
-0.02 |
5,218 |
94,292 |
+145 |
Dec17 |
160817 |
98.43 |
98.43 |
98.41 |
98.41 |
-0.02 |
3,551 |
76,063 |
+367 |
Mar18 |
160817 |
98.41 |
98.43 |
98.40 |
98.40 |
-0.02 |
1,788 |
60,681 |
+542 |
Jun18 |
160817 |
98.40 |
98.42 |
98.38 |
98.39 |
-0.02 |
718 |
45,596 |
-81 |
Sep18 |
160817 |
98.38 |
98.38 |
98.37 |
98.37 |
-0.02 |
42 |
6,972 |
+25 |
Dec18 |
160817 |
98.35 |
98.35 |
98.35 |
98.35 |
-0.02 |
60 |
4,091 |
-51 |
Total Volume and Open Interest |
47,852 |
938,762 |
+3,315 |
10-Year Aus T-Bonds(SFE) |
Sep16 |
160817 |
98.11 |
98.14 |
98.07 |
98.09 |
-0.02 |
75,739 |
817,231 |
-1,345 |
Dec16 |
160817 |
98.09 |
98.09 |
98.09 |
98.09 |
-0.02 |
|
|
|
Total Volume and Open Interest |
75,739 |
817,231 |
-1,345 |
3-Year Aus T-Bonds(SFE) |
Sep16 |
160817 |
98.64 |
98.65 |
98.61 |
98.62 |
-0.02 |
75,586 |
800,515 |
-4,726 |
Dec16 |
160817 |
98.62 |
98.62 |
98.62 |
98.62 |
-0.02 |
|
|
|
Total Volume and Open Interest |
75,586 |
800,515 |
-4,726 |
Gold(CMX) |
Aug16 |
160817 |
1345.5 |
1347.3 |
1338.6 |
1342.7 |
-7.8 |
62 |
1,205 |
-51 |
Oct16 |
160817 |
1346.9 |
1352.6 |
1336.8 |
1344.8 |
-7.9 |
4,120 |
46,382 |
-184 |
Dec16 |
160817 |
1351.3 |
1356.8 |
1340.5 |
1348.8 |
-8.1 |
120,152 |
439,051 |
+8,513 |
Feb17 |
160817 |
1354.9 |
1360.4 |
1344.8 |
1352.6 |
-8.2 |
5,080 |
32,888 |
+1,610 |
Apr17 |
160817 |
1355.9 |
1363.3 |
1354.3 |
1356.1 |
-8.3 |
1,235 |
10,615 |
-22 |
Jun17 |
160817 |
1358.0 |
1359.9 |
1358.0 |
1359.2 |
-8.3 |
1,094 |
14,288 |
+286 |
Aug17 |
160817 |
1362.3 |
1364.9 |
1362.2 |
1362.2 |
-8.4 |
468 |
8,283 |
+133 |
Oct17 |
160817 |
1364.4 |
1365.2 |
1364.1 |
1365.2 |
-8.4 |
6 |
975 |
+2 |
Dec17 |
160817 |
1367.2 |
1368.9 |
1366.2 |
1368.0 |
-8.4 |
107 |
11,685 |
+44 |
Feb18 |
160817 |
1370.9 |
1370.9 |
1370.9 |
1370.9 |
-8.4 |
0 |
133 |
+0 |
Apr18 |
160817 |
1373.7 |
1373.7 |
1373.7 |
1373.7 |
-8.4 |
0 |
3 |
+0 |
Jun18 |
160817 |
1376.4 |
1376.5 |
1376.4 |
1376.5 |
-8.4 |
0 |
4,334 |
+0 |
Total Volume and Open Interest |
132,938 |
580,315 |
+10,214 |
Silver(CMX) |
Sep16 |
160817 |
1982.0 |
1989.5 |
1937.5 |
1964.8 |
-22.6 |
44,248 |
106,311 |
-2,628 |
Dec16 |
160817 |
1995.0 |
2001.0 |
1949.0 |
1976.6 |
-22.6 |
6,858 |
79,273 |
+1,101 |
Mar17 |
160817 |
1986.5 |
1996.5 |
1983.5 |
1987.6 |
-22.6 |
809 |
10,999 |
+451 |
May17 |
160817 |
2013.0 |
2013.0 |
1993.5 |
1994.3 |
-22.5 |
28 |
632 |
-8 |
Jul17 |
160817 |
2000.8 |
2000.8 |
2000.0 |
2000.8 |
-22.5 |
60 |
2,383 |
-2 |
Sep17 |
160817 |
2007.4 |
2007.4 |
2006.5 |
2007.4 |
-22.3 |
17 |
537 |
-2 |
Dec17 |
160817 |
2016.0 |
2021.0 |
2013.0 |
2017.1 |
-22.0 |
13 |
2,186 |
+0 |
Total Volume and Open Interest |
52,419 |
205,900 |
-916 |
Platinum(NYMEX) |
Oct16 |
160817 |
1122.7 |
1127.9 |
1106.3 |
1114.7 |
-9.4 |
12,695 |
75,976 |
+720 |
Jan17 |
160817 |
1126.6 |
1129.7 |
1109.8 |
1117.0 |
-9.6 |
364 |
4,968 |
+168 |
Apr17 |
160817 |
1129.7 |
1129.7 |
1119.0 |
1119.3 |
-9.8 |
57 |
231 |
+57 |
Jul17 |
160817 |
1119.8 |
1123.9 |
1119.8 |
1121.0 |
-9.8 |
0 |
14 |
+0 |
Total Volume and Open Interest |
13,118 |
81,245 |
+939 |
Palladium(NYMEX) |
Sep16 |
160817 |
702.95 |
703.00 |
687.00 |
691.70 |
-13.40 |
3,221 |
22,578 |
-140 |
Dec16 |
160817 |
703.00 |
704.15 |
689.50 |
693.10 |
-13.50 |
607 |
6,597 |
+368 |
Mar17 |
160817 |
696.50 |
696.50 |
693.35 |
693.75 |
-13.50 |
2 |
68 |
+2 |
Total Volume and Open Interest |
3,830 |
29,255 |
+230 |
Copper(CMX) |
Sep16 |
160817 |
217.20 |
217.50 |
214.65 |
215.20 |
-2.00 |
47,962 |
59,119 |
-4,512 |
Dec16 |
160817 |
218.20 |
218.45 |
215.75 |
216.35 |
-1.85 |
15,263 |
82,681 |
+1,942 |
Mar17 |
160817 |
218.45 |
218.45 |
217.00 |
217.30 |
-1.85 |
1,436 |
24,497 |
+537 |
May17 |
160817 |
218.25 |
218.85 |
217.80 |
217.95 |
-1.85 |
153 |
5,432 |
-10 |
Jul17 |
160817 |
219.15 |
219.15 |
218.45 |
218.45 |
-1.85 |
36 |
915 |
+23 |
Total Volume and Open Interest |
65,780 |
181,968 |
-1,708 |
E-mini DJIA Index(CBOT) |
Sep16 |
160817 |
18534 |
18559 |
18443 |
18541 |
+17 |
80,678 |
144,755 |
+2,338 |
Dec16 |
160817 |
18463 |
18465 |
18354 |
18453 |
+17 |
494 |
1,076 |
+367 |
Mar17 |
160817 |
18372 |
18389 |
18339 |
18389 |
+17 |
23 |
259 |
+13 |
Jun17 |
160817 |
18348 |
18348 |
18313 |
18348 |
+17 |
0 |
4 |
+0 |
Total Volume and Open Interest |
81,195 |
146,094 |
+2,718 |
S & P 500(CME) |
Sep16 |
160817 |
2177.70 |
2181.70 |
2166.00 |
2179.70 |
+2.90 |
2,403 |
91,280 |
+221 |
Dec16 |
160817 |
2172.30 |
2173.30 |
2159.30 |
2172.30 |
+3.00 |
105 |
1,028 |
+17 |
Mar17 |
160817 |
2165.60 |
2166.60 |
2152.60 |
2165.60 |
+3.00 |
0 |
60 |
+0 |
Jun17 |
160817 |
2159.40 |
2160.40 |
2146.40 |
2159.40 |
+3.00 |
0 |
60 |
+0 |
Total Volume and Open Interest |
2,508 |
92,428 |
+238 |
S & P 500 E-Mini(Globex) |
Sep16 |
160817 |
2177.50 |
2182.00 |
2165.50 |
2179.75 |
+3.00 |
1,090,675 |
2,918,800 |
+24,808 |
Dec16 |
160817 |
2170.50 |
2174.50 |
2158.50 |
2172.25 |
+3.00 |
5,088 |
48,032 |
+1,016 |
Mar17 |
160817 |
2164.25 |
2167.25 |
2151.75 |
2165.50 |
+3.00 |
365 |
966 |
+181 |
Jun17 |
160817 |
2145.25 |
2159.50 |
2145.25 |
2159.50 |
+3.00 |
1 |
320 |
+1 |
Total Volume and Open Interest |
1,096,129 |
2,968,119 |
+26,006 |
NASDAQ 100 E-Mini(Globex) |
Sep16 |
160817 |
4800.80 |
4809.80 |
4772.00 |
4804.00 |
+5.50 |
130,170 |
296,693 |
+4,038 |
Dec16 |
160817 |
4799.50 |
4803.50 |
4765.00 |
4797.50 |
+5.50 |
112 |
970 |
-3 |
Mar17 |
160817 |
4791.50 |
4791.50 |
4773.00 |
4791.50 |
+5.50 |
0 |
49 |
+0 |
Total Volume and Open Interest |
130,282 |
297,720 |
+4,035 |
S&P Midcap 400(CME) e-Mini |
Sep16 |
160817 |
1555.40 |
1557.00 |
1539.90 |
1549.30 |
-2.40 |
13,777 |
84,083 |
+906 |
Dec16 |
160817 |
1543.90 |
1549.80 |
1538.20 |
1543.90 |
-2.40 |
0 |
10 |
+0 |
Mar17 |
160817 |
1544.40 |
1544.40 |
1544.40 |
1544.40 |
-2.40 |
|
|
|
Total Volume and Open Interest |
13,777 |
84,093 |
+906 |
Volatility Index(CBOE) |
Aug16 |
160817 |
12.80 |
13.00 |
12.55 |
12.65 |
-0.18 |
87,344 |
101,401 |
-15,417 |
Sep16 |
160817 |
15.30 |
15.65 |
14.80 |
14.83 |
-0.50 |
74,055 |
263,618 |
+14,479 |
Oct16 |
160817 |
16.95 |
17.30 |
16.60 |
16.68 |
-0.30 |
27,516 |
75,011 |
+6,632 |
Nov16 |
160817 |
17.90 |
18.18 |
17.63 |
17.68 |
-0.20 |
7,827 |
41,243 |
-244 |
Total Volume and Open Interest |
205,329 |
548,406 |
+8,897 |
Russell 2000(ICE) |
Sep16 |
160817 |
1231.00 |
1233.20 |
1219.00 |
1226.30 |
-3.70 |
59,918 |
331,585 |
+4,492 |
Dec16 |
160817 |
1227.10 |
1227.10 |
1215.60 |
1221.80 |
-3.70 |
4 |
1,042 |
+4 |
Mar17 |
160817 |
1218.30 |
1218.30 |
1218.30 |
1218.30 |
-3.70 |
0 |
250 |
+0 |
Total Volume and Open Interest |
59,922 |
333,047 |
+4,496 |
Nikkei 225(CME) |
Sep16 |
160817 |
16600 |
16765 |
16555 |
16680 |
+105 |
5,320 |
35,673 |
+43 |
Dec16 |
160817 |
16610 |
16700 |
16515 |
16620 |
+105 |
3 |
409 |
+1 |
Total Volume and Open Interest |
5,323 |
36,082 |
+44 |
Nikkei 225(SGX) |
Sep16 |
160817 |
16600 |
16750 |
16515 |
16740 |
+125 |
49,579 |
195,913 |
+1,869 |
Dec16 |
160817 |
16440 |
16640 |
16435 |
16610 |
+110 |
58 |
6,570 |
-8 |
Mar17 |
160817 |
16595 |
16595 |
16595 |
16595 |
+125 |
0 |
5 |
+0 |
Total Volume and Open Interest |
49,663 |
207,780 |
+1,861 |
Nikkei 225(CME) Yen |
Sep16 |
160817 |
16580 |
16750 |
16545 |
16660 |
+100 |
25,426 |
72,828 |
+646 |
Dec16 |
160817 |
16455 |
16605 |
16425 |
16530 |
+100 |
2 |
68 |
+2 |
Mar17 |
160817 |
16480 |
16480 |
16480 |
16480 |
+100 |
|
|
|
Total Volume and Open Interest |
25,428 |
72,896 |
+648 |
Nikkei 225(CME) e-Mini Yen |
Sep16 |
160817 |
16670 |
16730 |
16560 |
16660 |
+100 |
1 |
12 |
+1 |
Dec16 |
160817 |
16530 |
16530 |
16530 |
16530 |
+100 |
|
|
|
Mar17 |
160817 |
16480 |
16480 |
16480 |
16480 |
+100 |
|
|
|
Total Volume and Open Interest |
1 |
12 |
+1 |
CAC 40(EURONEXT) |
Aug16 |
160817 |
4459.5 |
4481.5 |
4415.0 |
4418.0 |
-43.0 |
73,943 |
265,250 |
+7,195 |
Sep16 |
160817 |
4461.0 |
4481.0 |
4414.5 |
4417.5 |
-43.0 |
37,460 |
56,668 |
+24,981 |
Oct16 |
160817 |
4415.0 |
4436.0 |
4405.0 |
4406.0 |
-42.5 |
25 |
48 |
+18 |
Total Volume and Open Interest |
111,428 |
322,012 |
+32,194 |
Hang Seng Index(HKFE) |
Aug16 |
160817 |
22924 |
23148 |
22733 |
22739 |
-180 |
90,177 |
117,539 |
+903 |
Sep16 |
160817 |
22927 |
23088 |
22685 |
22685 |
-178 |
1,270 |
12,072 |
+672 |
Total Volume and Open Interest |
91,680 |
134,946 |
+1,582 |
DAX(EUREX) |
Sep16 |
160817 |
10660.0 |
10703.0 |
10512.0 |
10539.5 |
-159.0 |
52,799 |
148,774 |
-418 |
Dec16 |
160817 |
10675.0 |
10675.0 |
10505.5 |
10527.5 |
-159.0 |
117 |
6,350 |
+40 |
Mar17 |
160817 |
10561.5 |
10561.5 |
10520.0 |
10520.0 |
-159.0 |
0 |
179 |
-3 |
Total Volume and Open Interest |
52,916 |
155,303 |
-381 |
Mini-DAX(EUREX) |
Sep16 |
160817 |
10661.0 |
10707.0 |
10512.0 |
10539.5 |
-159.0 |
13,314 |
8,963 |
-383 |
Dec16 |
160817 |
10671.0 |
10671.0 |
10505.0 |
10527.5 |
-159.0 |
87 |
320 |
+18 |
Mar17 |
160817 |
10520.0 |
10520.0 |
10520.0 |
10520.0 |
-159.0 |
0 |
18 |
+0 |
Total Volume and Open Interest |
13,401 |
9,301 |
-365 |
FT-SE 100(EURONEXT) |
Sep16 |
160817 |
6887.50 |
6911.00 |
6839.50 |
6855.50 |
-40.00 |
73,691 |
678,502 |
+10,075 |
Dec16 |
160817 |
6829.00 |
6845.50 |
6801.00 |
6813.00 |
-40.00 |
377 |
794 |
+172 |
Mar17 |
160817 |
6753.50 |
6753.50 |
6753.50 |
6753.50 |
-40.00 |
|
|
|
Total Volume and Open Interest |
74,068 |
679,296 |
+10,247 |
SPI 200(SFE) |
Sep16 |
160817 |
5488.0 |
5515.0 |
5473.0 |
5511.0 |
+23.0 |
21,416 |
296,268 |
-3,209 |
Dec16 |
160817 |
5461.0 |
5496.0 |
5461.0 |
5496.0 |
+24.0 |
18 |
2,662 |
-40 |
Mar17 |
160817 |
5447.0 |
5447.0 |
5447.0 |
5447.0 |
+24.0 |
0 |
1,436 |
+0 |
Total Volume and Open Interest |
22,321 |
303,323 |
-2,448 |
FTSE MIB(ISE) |
Sep16 |
160817 |
16845.00 |
16870.00 |
16520.00 |
16540.00 |
-271.00 |
|
|
|
Dec16 |
160817 |
16600.00 |
16650.00 |
16415.00 |
16415.00 |
-271.00 |
|
|
|
Mar17 |
160817 |
16385.00 |
16385.00 |
16385.00 |
16385.00 |
-271.00 |
|
|
|
Total Volume and Open Interest |
17,977 |
40,886 |
+245 |
KOSPI 200(KFE) |
Sep16 |
160817 |
256.30 |
256.80 |
255.10 |
256.20 |
-0.35 |
120,433 |
135,384 |
-122 |
Dec16 |
160817 |
257.35 |
257.55 |
256.05 |
257.00 |
-0.30 |
1,008 |
11,600 |
+264 |
Mar17 |
160817 |
254.30 |
254.90 |
253.95 |
254.35 |
-0.85 |
5 |
1,142 |
+9 |
Total Volume and Open Interest |
121,449 |
151,471 |
+275 |
GSCI(CME) |
Sep16 |
160817 |
361.40 |
365.90 |
361.15 |
365.60 |
+2.10 |
241 |
12,923 |
+164 |
Oct16 |
160817 |
369.10 |
369.10 |
365.95 |
369.10 |
+2.10 |
|
|
|
Nov16 |
160817 |
372.10 |
372.10 |
372.10 |
372.10 |
+2.10 |
|
|
|
Total Volume and Open Interest |
241 |
12,923 |
-641 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|